0001085146-23-004492.txt : 20231114 0001085146-23-004492.hdr.sgml : 20231114 20231114164625 ACCESSION NUMBER: 0001085146-23-004492 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231114 DATE AS OF CHANGE: 20231114 EFFECTIVENESS DATE: 20231114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Man Group plc CENTRAL INDEX KEY: 0001637460 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-18778 FILM NUMBER: 231407413 BUSINESS ADDRESS: STREET 1: RIVERBANK HOUSE, 2 SWAN LANE CITY: LONDON STATE: X0 ZIP: EC4R 3AD BUSINESS PHONE: 44 202 7144 1000 MAIL ADDRESS: STREET 1: RIVERBANK HOUSE, 2 SWAN LANE CITY: LONDON STATE: X0 ZIP: EC4R 3AD 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false false false 0001637460 XXXXXXXX 09-30-2023 09-30-2023 false Man Group plc

RIVERBANK HOUSE, 2 SWAN LANE LONDON X0 EC4R 3AD

13F COMBINATION REPORT 028-18778 0001692234 028-17598 Russell Investments Group, Ltd. Y Man Group plc, which is the institutional investment manager filing this Form 13F, is the parent company which indirectly, through various intermediate entities, controls the Other Included Managers that exercise investment discretion over Section 13(f) securities. Based on this corporate structure, Man Group plc is deemed to have shared investment discretion over the Section 13(f) positions of each of the Other Included Managers. Katherine Elizabeth Squire 44-207-144-1000 /s/ Katherine Elizabeth Squire London X0 11-14-2023 4 3625 32277378886 false 1 0001598894 028-16037 000167882 801-79565 AHL Partners LLP 2 0001352261 028-11672 000138802 801-65571 GLG LLC 3 0001289643 028-10979 000163016 801-78835 GLG Partners LP 4 0001365324 028-11946 000131684 801-63276 Numeric Investors LLC INFORMATION TABLE 2 infotable.xml INFORMATION TABLE 10X GENOMICS INC CL A COM 88025U109 BBG007WX14Y9 1196250 29000 PRN DFND 4 29000 0 0 10X GENOMICS INC CL A COM 88025U109 BBG007WX14Y9 15485869 375415 PRN DFND 1 375415 0 0 10X GENOMICS INC CL A COM 88025U109 BBG007WX14Y9 45746 1109 PRN DFND 3 1109 0 0 2U INC COM 90214J101 BBG001V0RR30 134450 54433 PRN DFND 4 54433 0 0 3M CO COM 88579Y101 BBG001S5T7X2 34497378 368483 PRN DFND 4 368483 0 0 3M CO COM 88579Y101 BBG001S5T7X2 32112 343 PRN DFND 3 343 0 0 3M CO COM 88579Y101 BBG001S5T7X2 556665 5946 PRN DFND 1 5946 0 0 A10 NETWORKS INC COM 002121101 BBG0060K22D0 484116 32210 PRN DFND 4 32210 0 0 A10 NETWORKS INC COM 002121101 BBG0060K22D0 16804 1118 PRN DFND 1 1118 0 0 A10 NETWORKS INC COM 002121101 BBG0060K22D0 60962 4056 PRN DFND 3 4056 0 0 AAON INC COM PAR $0.004 000360206 BBG001S6CZK0 21952 386 PRN DFND 4 386 0 0 AAON INC COM PAR $0.004 000360206 BBG001S6CZK0 5127968 90170 PRN DFND 1 90170 0 0 ABBOTT LABS COM 002824100 BBG001S5N9M6 10736113 110853 PRN DFND 4 110853 0 0 ABBOTT LABS COM 002824100 BBG001S5N9M6 2918962 30139 PRN DFND 2 30139 0 0 ABBOTT LABS COM 002824100 BBG001S5N9M6 1334593 13780 PRN DFND 1 13780 0 0 ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 793595 5324 PRN DFND 1 5324 0 0 ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 189021495 1268090 PRN DFND 4 1268090 0 0 ABBVIE INC COM 00287Y109 BBG0025Y4RZ3 3157985 21186 PRN DFND 2 21186 0 0 ABCAM PLC ADS 000380204 BBG00XRJJM98 48974782 2164153 PRN DFND 3 2164153 0 0 ABCAM PLC ADS 000380204 BBG00XRJJM98 16124893 712545 PRN DFND 2 712545 0 0 ABERCROMBIE & FITCH CO CL A 002896207 BBG001S97027 851582 15107 PRN DFND 3 15107 0 0 ABERCROMBIE & FITCH CO CL A 002896207 BBG001S97027 4824708 85590 PRN DFND 4 85590 0 0 ABM INDS INC COM 000957100 BBG001S5N9B8 79540 1988 PRN DFND 3 1988 0 0 ABM INDS INC COM 000957100 BBG001S5N9B8 2698074 67435 PRN DFND 1 67435 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 BBG001SNNWL7 49217 700 PRN DFND 4 700 0 0 ACADIA HEALTHCARE COMPANY IN COM 00404A109 BBG001SNNWL7 5661291 80519 PRN DFND 1 80519 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 BBG001SB06N3 287217 13782 PRN DFND 1 13782 0 0 ACADIA PHARMACEUTICALS INC COM 004225108 BBG001SB06N3 1364562 65478 PRN DFND 4 65478 0 0 ACCEL ENTERTAINMENT INC COM CL A1 00436Q106 BBG00GX221Z0 240363 21951 PRN DFND 4 21951 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 1903161 6197 PRN DFND 2 6197 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 96125 313 PRN DFND 3 313 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 24259847 78994 PRN DFND 4 78994 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 BBG001SCXK90 3570768 11627 PRN DFND 1 11627 0 0 ACCO BRANDS CORP COM 00081T108 BBG001SPBTK3 171391 29859 PRN DFND 4 29859 0 0 ACELYRIN INC COM 00445A100 BBG00YJKJ8J2 192945 18972 PRN DFND 4 18972 0 0 ACLARIS THERAPEUTICS INC COM 00461U105 BBG003LF0QS8 639694 93386 PRN DFND 4 93386 0 0 ACTIVISION BLIZZARD INC COM 00507V109 BBG001S6C009 83992383 897067 PRN DFND 2 897067 0 0 ACTIVISION BLIZZARD INC COM 00507V109 BBG001S6C009 25769785 275230 PRN DFND 3 275230 0 0 ACTIVISION BLIZZARD INC COM 00507V109 BBG001S6C009 749 8 PRN DFND 4 8 0 0 ACUITY BRANDS INC COM 00508Y102 BBG001SBG656 11970749 70288 PRN DFND 4 70288 0 0 ACUITY BRANDS INC COM 00508Y102 BBG001SBG656 48879 287 PRN DFND 1 287 0 0 ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 1160409 21878 PRN DFND 4 21878 0 0 ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 35059 661 PRN DFND 3 661 0 0 ACUSHNET HLDGS CORP COM 005098108 BBG00D5L3ST3 7132024 134465 PRN DFND 1 134465 0 0 ADAPTHEALTH CORP COMMON STOCK 00653Q102 BBG00KJQVGW2 32787 3603 PRN DFND 1 3603 0 0 ADAPTHEALTH CORP COMMON STOCK 00653Q102 BBG00KJQVGW2 58395 6417 PRN DFND 3 6417 0 0 ADAPTIVE BIOTECHNOLOGIES COR COM 00650F109 BBG001V0GG18 646054 118542 PRN DFND 4 118542 0 0 ADDUS HOMECARE CORP COM 006739106 BBG001T56D18 5197 61 PRN DFND 1 61 0 0 ADDUS HOMECARE CORP COM 006739106 BBG001T56D18 3892587 45693 PRN DFND 4 45693 0 0 ADEIA INC COM 00676P107 BBG00RBFBL78 12036 1127 PRN DFND 1 1127 0 0 ADEIA INC COM 00676P107 BBG00RBFBL78 274551 25707 PRN DFND 4 25707 0 0 ADIENT PLC ORD SHS G0084W101 BBG009PN0C96 397241 10824 PRN DFND 1 10824 0 0 ADIENT PLC ORD SHS G0084W101 BBG009PN0C96 61913 1687 PRN DFND 3 1687 0 0 ADIENT PLC ORD SHS G0084W101 BBG009PN0C96 1223872 33348 PRN DFND 4 33348 0 0 ADOBE INC COM 00724F101 BBG001S5NCQ5 5374346 10540 PRN DFND 3 10540 0 0 ADOBE INC COM 00724F101 BBG001S5NCQ5 67584696 132545 PRN DFND 1 132545 0 0 ADOBE INC COM 00724F101 BBG001S5NCQ5 193121566 378744 PRN DFND 4 378744 0 0 ADOBE INC COM 00724F101 BBG001S5NCQ5 2376644 4661 PRN DFND 2 4661 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 19124480 341936 PRN DFND 1 341936 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 1681368 30062 PRN DFND 4 30062 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 BBG001SD2SB2 5593000 100000 PRN Put DFND 2 100000 0 0 ADVANCED DRAIN SYS INC DEL COM 00790R104 BBG001SH4LQ0 23260591 204345 PRN DFND 1 204345 0 0 ADVANCED DRAIN SYS INC DEL COM 00790R104 BBG001SH4LQ0 11383 100 PRN DFND 4 100 0 0 ADVANCED ENERGY INDS COM 007973100 BBG001S8L5Z6 599746 5816 PRN DFND 1 5816 0 0 ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 205948 2003 PRN DFND 1 2003 0 0 ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 1789274 17402 PRN DFND 2 17402 0 0 ADVANCED MICRO DEVICES INC COM 007903107 BBG001S5NN36 32585920 316922 PRN DFND 4 316922 0 0 ADVANSIX INC COM 00773T101 BBG00CWTTQ32 685532 22057 PRN DFND 4 22057 0 0 ADVANSIX INC COM 00773T101 BBG00CWTTQ32 57436 1848 PRN DFND 1 1848 0 0 ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113 10030 211157 PRN DFND 3 211157 0 0 ADVENT TECHNOLOGIES HOLDNG I *W EXP 02/03/202 00788A113 3119 65654 PRN DFND 2 65654 0 0 ADVERUM BIOTECHNOLOGIES INC COM 00773U108 BBG006D9MR26 52638 35092 PRN DFND 4 35092 0 0 AECOM COM 00766T100 BBG001SKTTF1 20758588 249983 PRN DFND 4 249983 0 0 AECOM COM 00766T100 BBG001SKTTF1 68591 826 PRN DFND 3 826 0 0 AECOM COM 00766T100 BBG001SKTTF1 10944340 131796 PRN DFND 1 131796 0 0 AEMETIS INC COM NEW 00770K202 BBG001SCST33 232919 56125 PRN DFND 1 56125 0 0 AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 1110512 17720 PRN DFND 2 17720 0 0 AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 47811382 762907 PRN DFND 4 762907 0 0 AERCAP HOLDINGS NV SHS N00985106 BBG001SNX4Y4 5857890 93472 PRN DFND 1 93472 0 0 AES CORP COM 00130H105 BBG001S6B1L5 62548 4115 PRN DFND 3 4115 0 0 AES CORP COM 00130H105 BBG001S6B1L5 1112108 73165 PRN DFND 1 73165 0 0 AES CORP COM 00130H105 BBG001S6B1L5 5789817 380909 PRN DFND 4 380909 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 4443551 34092 PRN DFND 1 34092 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 6731279 51644 PRN DFND 4 51644 0 0 AFFILIATED MANAGERS GROUP IN COM 008252108 BBG001S6DMD6 105966 813 PRN DFND 3 813 0 0 AFFIRM HLDGS INC COM CL A 00827B106 BBG00Y7BP8Z0 4472464 210271 PRN DFND 1 210271 0 0 AFLAC INC COM 001055102 BBG001S5NGJ4 25476472 331941 PRN DFND 1 331941 0 0 AFLAC INC COM 001055102 BBG001S5NGJ4 314675 4100 PRN DFND 4 4100 0 0 AFLAC INC COM 001055102 BBG001S5NGJ4 243605 3174 PRN DFND 3 3174 0 0 AGCO CORP COM 001084102 BBG001S7WHW3 16547372 139900 PRN DFND 4 139900 0 0 AGCO CORP COM 001084102 BBG001S7WHW3 6178474 52236 PRN DFND 1 52236 0 0 AGENUS INC COM NEW 00847G705 BBG001SDV370 118650 105000 PRN DFND 4 105000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 18496258 165411 PRN DFND 4 165411 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 26725 239 PRN DFND 3 239 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 BBG001SCTQY4 339933 3040 PRN DFND 1 3040 0 0 AGILYSYS INC COM 00847J105 BBG001S5V6V3 416874 6301 PRN DFND 4 6301 0 0 AGIOS PHARMACEUTICALS INC COM 00847X104 BBG001T8R687 3851075 155599 PRN DFND 4 155599 0 0 AGNICO EAGLE MINES LTD COM 008474108 BBG001S77MK3 1113798 24506 PRN DFND 1 24506 0 0 AGNICO EAGLE MINES LTD COM 008474108 BBG001S77MK3 28729218 632106 PRN DFND 4 632106 0 0 AIR LEASE CORP CL A 00912X302 BBG001T92VD1 7383306 187346 PRN DFND 1 187346 0 0 AIR LEASE CORP CL A 00912X302 BBG001T92VD1 98091 2489 PRN DFND 3 2489 0 0 AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 349149 1232 PRN DFND 4 1232 0 0 AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 59231 209 PRN DFND 3 209 0 0 AIR PRODS & CHEMS INC COM 009158106 BBG001S5NSB6 660605 2331 PRN DFND 2 2331 0 0 AIRBNB INC COM CL A 009066101 BBG001Y2XS16 73819 538 PRN DFND 3 538 0 0 AIRBNB INC COM CL A 009066101 BBG001Y2XS16 478314 3486 PRN DFND 1 3486 0 0 AIRBNB INC COM CL A 009066101 BBG001Y2XS16 493407 3596 PRN DFND 2 3596 0 0 AIRBNB INC COM CL A 009066101 BBG001Y2XS16 495877 3614 PRN DFND 4 3614 0 0 AIRBNB INC NOTE 3/1 009066AB7 5658651 6403000 PRN DFND 2 6403000 0 0 AIRBNB INC NOTE 3/1 009066AB7 14662204 16612000 PRN DFND 3 16612000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 BBG001S7YHX0 32119999 301483 PRN DFND 4 301483 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 BBG001S7YHX0 2177145 20435 PRN DFND 1 20435 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 26335969 22295000 PRN DFND 2 22295000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 38241939 32360000 PRN DFND 3 32360000 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.375% 9/0 00971TAL5 10640477 10110000 PRN DFND 3 10110000 0 0 ALAMO GROUP INC COM 011311107 BBG001S7YVC2 561968 3251 PRN DFND 4 3251 0 0 ALAMO GROUP INC COM 011311107 BBG001S7YVC2 30769 178 PRN DFND 1 178 0 0 ALAMOS GOLD INC NEW COM CL A 011532108 BBG009HT65S0 423443 37506 PRN DFND 4 37506 0 0 ALARM COM HLDGS INC COM 011642105 BBG007GNPYZ6 1550572 25361 PRN DFND 1 25361 0 0 ALARM COM HLDGS INC COM 011642105 BBG007GNPYZ6 30570 500 PRN DFND 4 500 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 6062160 6968000 PRN DFND 2 6968000 0 0 ALARM COM HLDGS INC NOTE 1/1 011642AB1 5073840 5832000 PRN DFND 3 5832000 0 0 ALBANY INTL CORP CL A 012348108 BBG001S5VKN1 15962 185 PRN DFND 4 185 0 0 ALBANY INTL CORP CL A 012348108 BBG001S5VKN1 916294 10620 PRN DFND 1 10620 0 0 ALBEMARLE CORP COM 012653101 BBG001S7SBP9 2933870 17254 PRN DFND 1 17254 0 0 ALBEMARLE CORP COM 012653101 BBG001S7SBP9 7441801 43765 PRN DFND 4 43765 0 0 ALBERTSONS COS INC COMMON STOCK 013091103 BBG009KG1741 272818 11992 PRN DFND 4 11992 0 0 ALCOA CORP COM 013872106 BBG00B3T3HF1 149485 5144 PRN DFND 4 5144 0 0 ALCOA CORP COM 013872106 BBG00B3T3HF1 81688 2811 PRN DFND 3 2811 0 0 ALCOA CORP COM 013872106 BBG00B3T3HF1 231637 7971 PRN DFND 1 7971 0 0 ALECTOR INC COM 014442107 BBG00N0PL214 428250 66088 PRN DFND 4 66088 0 0 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 BBG001S6CPH6 14518704 145042 PRN DFND 4 145042 0 0 ALGOMA STL GROUP INC COM 015658107 BBG012NKXV72 74827 11004 PRN DFND 1 11004 0 0 ALGONQUIN PWR UTILS CORP COM 015857105 BBG001S8LHC5 125149 21140 PRN DFND 1 21140 0 0 ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 BBG006G2JWB1 198369002 2286938 PRN DFND 4 2286938 0 0 ALIGHT INC COM CL A 01626W101 BBG00H00J2Q8 15909052 2243872 PRN DFND 1 2243872 0 0 ALIGN TECHNOLOGY INC COM 016255101 BBG001SCF1B9 5131819 16808 PRN DFND 4 16808 0 0 ALIGN TECHNOLOGY INC COM 016255101 BBG001SCF1B9 26099364 85482 PRN DFND 1 85482 0 0 ALKERMES PLC SHS G01767105 BBG001S6RXM7 342170 12216 PRN DFND 1 12216 0 0 ALKERMES PLC SHS G01767105 BBG001S6RXM7 14441452 515582 PRN DFND 4 515582 0 0 ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 4389946 42130 PRN DFND 4 42130 0 0 ALLEGION PLC ORD SHS G0176J109 BBG003PS7JW0 4276576 41042 PRN DFND 1 41042 0 0 ALLEGRO MICROSYSTEMS INC COM 01749D105 BBG00H5S83B8 1991715 62358 PRN DFND 1 62358 0 0 ALLEGRO MICROSYSTEMS INC COM 01749D105 BBG00H5S83B8 41522 1300 PRN DFND 4 1300 0 0 ALLETE INC COM NEW 018522300 BBG001S77110 147259 2789 PRN DFND 3 2789 0 0 ALLETE INC COM NEW 018522300 BBG001S77110 241982 4583 PRN DFND 4 4583 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 8830947 149525 PRN DFND 4 149525 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 9437020 159787 PRN DFND 1 159787 0 0 ALLISON TRANSMISSION HLDGS I COM 01973R101 BBG001V0T5F3 156450 2649 PRN DFND 3 2649 0 0 ALLOGENE THERAPEUTICS INC COM 019770106 BBG00KHRRDY2 262159 82700 PRN DFND 4 82700 0 0 ALLSTATE CORP COM 020002101 BBG001S9BM06 28605966 256763 PRN DFND 1 256763 0 0 ALLSTATE CORP COM 020002101 BBG001S9BM06 190845 1713 PRN DFND 4 1713 0 0 ALLY FINL INC COM 02005N100 BBG001S5RLN4 104372 3912 PRN DFND 3 3912 0 0 ALLY FINL INC COM 02005N100 BBG001S5RLN4 17710931 663828 PRN DFND 4 663828 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 2443272 13796 PRN DFND 3 13796 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 512173 2892 PRN DFND 4 2892 0 0 ALNYLAM PHARMACEUTICALS INC COM 02043Q107 BBG001S7FTC8 638977 3608 PRN DFND 2 3608 0 0 ALNYLAM PHARMACEUTICALS INC NOTE 1.000% 9/1 02043QAB3 4981697 5400000 PRN DFND 3 5400000 0 0 ALPHA METALLURGICAL RESOUR I COM 020764106 BBG00DGWV044 287002 1105 PRN DFND 1 1105 0 0 ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 456543059 3488790 PRN DFND 4 3488790 0 0 ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 7774785 59413 PRN DFND 2 59413 0 0 ALPHABET INC CAP STK CL A 02079K305 BBG009S39JY5 77623666 593181 PRN DFND 1 593181 0 0 ALPHABET INC CAP STK CL C 02079K107 BBG009S3NB21 7439241 56422 PRN DFND 2 56422 0 0 ALPHABET INC CAP STK CL C 02079K107 BBG009S3NB21 338645518 2568415 PRN DFND 4 2568415 0 0 ALTICE USA INC CL A 02156K103 BBG00GFMPS82 78480 24000 PRN DFND 4 24000 0 0 ALTIMMUNE INC COM NEW 02155H200 BBG001SNS461 150080 57723 PRN DFND 4 57723 0 0 ALTO INGREDIENTS INC COM 021513106 BBG001SCBYZ5 7722 1747 PRN DFND 4 1747 0 0 ALTO INGREDIENTS INC COM 021513106 BBG001SCBYZ5 51148 11572 PRN DFND 1 11572 0 0 ALTRIA GROUP INC COM 02209S103 BBG001S5T8T5 197088 4687 PRN DFND 3 4687 0 0 ALTRIA GROUP INC COM 02209S103 BBG001S5T8T5 827838 19687 PRN DFND 4 19687 0 0 A-MARK PRECIOUS METALS INC COM 00181T107 BBG005ZVDK57 356682 12161 PRN DFND 4 12161 0 0 AMAZON COM INC COM 023135106 BBG001S5PQL7 44629162 351079 PRN DFND 1 351079 0 0 AMAZON COM INC COM 023135106 BBG001S5PQL7 21671163 170478 PRN DFND 2 170478 0 0 AMAZON COM INC COM 023135106 BBG001S5PQL7 290697762 2286798 PRN DFND 4 2286798 0 0 AMBAC FINL GROUP INC COM NEW 023139884 BBG004HQHL91 823155 68255 PRN DFND 4 68255 0 0 AMBARELLA INC SHS G037AX101 BBG001V1SN18 56318 1062 PRN DFND 3 1062 0 0 AMBARELLA INC SHS G037AX101 BBG001V1SN18 482573 9100 PRN DFND 4 9100 0 0 AMC ENTMT HLDGS INC CL A NEW 00165C302 BBG001SZYYL4 17093127 2139315 PRN DFND 1 2139315 0 0 AMC NETWORKS INC CL A 00164V103 BBG001SLR8S3 895280 76000 PRN DFND 4 76000 0 0 AMCOR PLC ORD G0250X107 BBG00LNJRQ18 19841 2166 PRN DFND 4 2166 0 0 AMCOR PLC ORD G0250X107 BBG00LNJRQ18 119282 13022 PRN DFND 3 13022 0 0 AMDOCS LTD SHS G02602103 BBG001SBX7P3 135860 1608 PRN DFND 3 1608 0 0 AMDOCS LTD SHS G02602103 BBG001SBX7P3 81786 968 PRN DFND 1 968 0 0 AMDOCS LTD SHS G02602103 BBG001SBX7P3 2221918 26298 PRN DFND 4 26298 0 0 AMEDISYS INC COM 023436108 BBG001S5NN72 7297062 78127 PRN DFND 3 78127 0 0 AMEDISYS INC COM 023436108 BBG001S5NN72 23613948 252826 PRN DFND 2 252826 0 0 AMER SOFTWARE INC CL A 029683109 BBG001S5NPN9 505581 44117 PRN DFND 4 44117 0 0 AMER STATES WTR CO COM 029899101 BBG001S9T5Z6 78680 1000 PRN DFND 3 1000 0 0 AMER STATES WTR CO COM 029899101 BBG001S9T5Z6 1793353 22793 PRN DFND 4 22793 0 0 AMER STATES WTR CO COM 029899101 BBG001S9T5Z6 244459 3107 PRN DFND 1 3107 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 5235786 4900000 PRN DFND 3 4900000 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 BBG005P7Q907 35868 2800 PRN DFND 4 2800 0 0 AMERICAN AIRLS GROUP INC COM 02376R102 BBG005P7Q907 31044958 2423494 PRN DFND 1 2423494 0 0 AMERICAN ASSETS TR INC COM 024013104 BBG001TCBJS5 6880126 353734 PRN DFND 4 353734 0 0 AMERICAN AXLE & MFG HLDGS IN COM 024061103 BBG001S9DR67 113634 15652 PRN DFND 4 15652 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 BBG001S7Q949 271457 16343 PRN DFND 4 16343 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 BBG001S7Q949 934479 56260 PRN DFND 3 56260 0 0 AMERICAN EAGLE OUTFITTERS IN COM 02553E106 BBG001S7Q949 34593730 2082705 PRN DFND 1 2082705 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 BBG001S5T012 5113555 95331 PRN DFND 2 95331 0 0 AMERICAN EQTY INVT LIFE HLD COM 025676206 BBG001S5T012 1338854 24960 PRN DFND 3 24960 0 0 AMERICAN EXPRESS CO COM 025816109 BBG001S5P034 50687153 339749 PRN DFND 4 339749 0 0 AMERICAN EXPRESS CO COM 025816109 BBG001S5P034 7447266 49918 PRN DFND 1 49918 0 0 AMERICAN EXPRESS CO COM 025816109 BBG001S5P034 1041495 6981 PRN DFND 2 6981 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 BBG001S8JK86 301509 2700 PRN DFND 4 2700 0 0 AMERICAN FINL GROUP INC OHIO COM 025932104 BBG001S8JK86 9844492 88157 PRN DFND 1 88157 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 BBG001S5NJG1 27513370 454016 PRN DFND 1 454016 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 BBG001S5NJG1 51318262 846836 PRN DFND 4 846836 0 0 AMERICAN PUB ED INC COM 02913V103 BBG001SRS4S8 825301 165723 PRN DFND 4 165723 0 0 AMERICAN TOWER CORP NEW COM 03027X100 BBG001S5NPQ6 2720167 16541 PRN DFND 4 16541 0 0 AMERICAN TOWER CORP NEW COM 03027X100 BBG001S5NPQ6 803832 4888 PRN DFND 2 4888 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 BBG001SPHYW3 81480 658 PRN DFND 3 658 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 BBG001SPHYW3 27564187 222597 PRN DFND 4 222597 0 0 AMERICAN WTR WKS CO INC NEW COM 030420103 BBG001SPHYW3 172991 1397 PRN DFND 1 1397 0 0 AMERICAS CAR-MART INC COM 03062T105 BBG001S6Z7P2 1303068 14321 PRN DFND 4 14321 0 0 AMERIPRISE FINL INC COM 03076C106 BBG001SK6096 5884788 17850 PRN DFND 1 17850 0 0 AMERIPRISE FINL INC COM 03076C106 BBG001SK6096 166488 505 PRN DFND 3 505 0 0 AMERIPRISE FINL INC COM 03076C106 BBG001SK6096 2846127 8633 PRN DFND 4 8633 0 0 AMERISAFE INC COM 03071H100 BBG001SDH7B2 525735 10500 PRN DFND 4 10500 0 0 AMETEK INC COM 031100100 BBG001S5NN54 141259 956 PRN DFND 3 956 0 0 AMETEK INC COM 031100100 BBG001S5NN54 9440091 63888 PRN DFND 4 63888 0 0 AMETEK INC COM 031100100 BBG001S5NN54 3749262 25374 PRN DFND 1 25374 0 0 AMGEN INC COM 031162100 BBG001S5NNL6 29500173 109764 PRN DFND 4 109764 0 0 AMGEN INC COM 031162100 BBG001S5NNL6 456086 1697 PRN DFND 1 1697 0 0 AMGEN INC COM 031162100 BBG001S5NNL6 1415290 5266 PRN DFND 2 5266 0 0 AMICUS THERAPEUTICS INC COM 03152W109 BBG001SN96V9 2664621 219130 PRN DFND 1 219130 0 0 AMKOR TECHNOLOGY INC COM 031652100 BBG001S64YF8 467820 20700 PRN DFND 4 20700 0 0 AMKOR TECHNOLOGY INC COM 031652100 BBG001S64YF8 82083 3632 PRN DFND 3 3632 0 0 AMKOR TECHNOLOGY INC COM 031652100 BBG001S64YF8 3362405 148779 PRN DFND 1 148779 0 0 AMN HEALTHCARE SVCS INC COM 001744101 BBG001S6Q193 9370907 110013 PRN DFND 1 110013 0 0 AMPHENOL CORP NEW CL A 032095101 BBG001S5NSK6 15871086 188964 PRN DFND 1 188964 0 0 AMPHENOL CORP NEW CL A 032095101 BBG001S5NSK6 63412 755 PRN DFND 3 755 0 0 AMPHENOL CORP NEW CL A 032095101 BBG001S5NSK6 1252627 14914 PRN DFND 4 14914 0 0 AMPLIFY ENERGY CORP NEW COM 03212B103 BBG00F0YM1R5 212158 28865 PRN DFND 4 28865 0 0 ANALOG DEVICES INC COM 032654105 BBG001S5ND38 946186 5404 PRN DFND 2 5404 0 0 ANALOG DEVICES INC COM 032654105 BBG001S5ND38 5642100 32224 PRN DFND 4 32224 0 0 ANALOG DEVICES INC COM 032654105 BBG001S5ND38 5062902 28916 PRN DFND 1 28916 0 0 ANDERSONS INC COM 034164103 BBG001S60FJ9 57691 1120 PRN DFND 1 1120 0 0 ANDERSONS INC COM 034164103 BBG001S60FJ9 5416534 105155 PRN DFND 4 105155 0 0 ANIKA THERAPEUTICS INC COM 035255108 BBG001S609X7 495558 26600 PRN DFND 4 26600 0 0 ANSYS INC COM 03662Q105 BBG001S926L8 2307798 7756 PRN DFND 3 7756 0 0 ANSYS INC COM 03662Q105 BBG001S926L8 205607 691 PRN DFND 1 691 0 0 ANSYS INC COM 03662Q105 BBG001S926L8 11451509 38486 PRN DFND 4 38486 0 0 ANTERO RESOURCES CORP COM 03674X106 BBG001T61KH8 233344 9194 PRN DFND 1 9194 0 0 ANTERO RESOURCES CORP COM 03674X106 BBG001T61KH8 2941923 115915 PRN DFND 3 115915 0 0 ANTERO RESOURCES CORP COM 03674X106 BBG001T61KH8 365472 14400 PRN DFND 4 14400 0 0 ANYWHERE REAL ESTATE INC COM 75605Y106 BBG001SSDCC1 7073 1100 PRN DFND 3 1100 0 0 ANYWHERE REAL ESTATE INC COM 75605Y106 BBG001SSDCC1 715608 111292 PRN DFND 4 111292 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 5643 66393 PRN DFND 2 66393 0 0 ANZU SPECIAL ACQUISITIN CORP *W EXP 01/27/202 03737A119 18110 213062 PRN DFND 3 213062 0 0 AON PLC SHS CL A G0403H108 BBG00SSQFPR9 2254302 6953 PRN DFND 4 6953 0 0 AON PLC SHS CL A G0403H108 BBG00SSQFPR9 20693990 63827 PRN DFND 1 63827 0 0 APA CORPORATION COM 03743Q108 BBG00YTS96H1 460320 11200 PRN DFND 4 11200 0 0 APA CORPORATION COM 03743Q108 BBG00YTS96H1 1138059 27690 PRN DFND 1 27690 0 0 APA CORPORATION COM 03743Q108 BBG00YTS96H1 127985 3114 PRN DFND 3 3114 0 0 APARTMENT INCOME REIT CORP COM 03750L109 BBG00XK3WWB0 4612092 150231 PRN DFND 4 150231 0 0 APARTMENT INVT & MGMT CO CL A 03748R747 BBG001S876N3 10392195 1528264 PRN DFND 4 1528264 0 0 API GROUP CORP COM STK 00187Y100 BBG00HVV7984 3365766 129802 PRN DFND 1 129802 0 0 API GROUP CORP COM STK 00187Y100 BBG00HVV7984 10372 400 PRN DFND 4 400 0 0 API GROUP CORP COM STK 00187Y100 BBG00HVV7984 56942 2196 PRN DFND 3 2196 0 0 APOLLO GLOBAL MGMT INC COM 03769M106 BBG00ZNLTFL2 5709813 63612 PRN DFND 1 63612 0 0 APPFOLIO INC COM CL A 03783C100 BBG008GC8CS3 54789 300 PRN DFND 4 300 0 0 APPFOLIO INC COM CL A 03783C100 BBG008GC8CS3 1532083 8389 PRN DFND 1 8389 0 0 APPFOLIO INC COM CL A 03783C100 BBG008GC8CS3 56981 312 PRN DFND 3 312 0 0 APPLE INC COM 037833100 BBG001S5N8V8 22441864 131078 PRN DFND 1 131078 0 0 APPLE INC COM 037833100 BBG001S5N8V8 22244973 129928 PRN DFND 2 129928 0 0 APPLE INC COM 037833100 BBG001S5N8V8 136112 795 PRN DFND 3 795 0 0 APPLE INC COM 037833100 BBG001S5N8V8 792428193 4628399 PRN DFND 4 4628399 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 BBG001S5NK14 59216 383 PRN DFND 4 383 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 BBG001S5NK14 115339 746 PRN DFND 3 746 0 0 APPLIED INDL TECHNOLOGIES IN COM 03820C105 BBG001S5NK14 4769719 30850 PRN DFND 1 30850 0 0 APPLIED MATLS INC COM 038222105 BBG001S5NMM7 106377088 768343 PRN DFND 4 768343 0 0 APPLIED MATLS INC COM 038222105 BBG001S5NMM7 1229990 8884 PRN DFND 2 8884 0 0 APPLIED MATLS INC COM 038222105 BBG001S5NMM7 4632122 33457 PRN DFND 1 33457 0 0 APPLOVIN CORP COM CL A 03831W108 BBG006HFPX86 271568 6796 PRN DFND 1 6796 0 0 APTARGROUP INC COM 038336103 BBG001S78MT3 128916 1031 PRN DFND 3 1031 0 0 APTARGROUP INC COM 038336103 BBG001S78MT3 8339168 66692 PRN DFND 1 66692 0 0 APTARGROUP INC COM 038336103 BBG001S78MT3 4133072 33054 PRN DFND 4 33054 0 0 APTIV PLC SHS G6095L109 BBG001TRL2T7 61547371 624276 PRN DFND 4 624276 0 0 APTIV PLC SHS G6095L109 BBG001TRL2T7 40422 410 PRN DFND 1 410 0 0 APTIV PLC SHS G6095L109 BBG001TRL2T7 55703 565 PRN DFND 3 565 0 0 AQUABOUNTY TECHNOLOGIES INC COM NEW 03842K200 BBG007HWZ845 39369 164724 PRN DFND 4 164724 0 0 AQUESTIVE THERAPEUTICS INC COM 03843E104 BBG00L9HP1R7 66668 43574 PRN DFND 4 43574 0 0 ARAMARK COM 03852U106 BBG001V0NR70 207957 5993 PRN DFND 2 5993 0 0 ARAMARK COM 03852U106 BBG001V0NR70 32271 930 PRN DFND 3 930 0 0 ARAMARK COM 03852U106 BBG001V0NR70 9077520 261600 PRN DFND 1 261600 0 0 ARAMARK COM 03852U106 BBG001V0NR70 3565564 102754 PRN DFND 4 102754 0 0 ARC DOCUMENT SOLUTIONS INC COM 00191G103 BBG001SBK704 244994 77042 PRN DFND 4 77042 0 0 ARCBEST CORP COM 03937C105 BBG001S686R2 386270 3800 PRN DFND 4 3800 0 0 ARCBEST CORP COM 03937C105 BBG001S686R2 65768 647 PRN DFND 1 647 0 0 ARCBEST CORP COM 03937C105 BBG001S686R2 771930 7594 PRN DFND 2 7594 0 0 ARCBEST CORP COM 03937C105 BBG001S686R2 4900851 48213 PRN DFND 3 48213 0 0 ARCH CAP GROUP LTD ORD G0450A105 BBG001S9HZ74 74051 929 PRN DFND 3 929 0 0 ARCH CAP GROUP LTD ORD G0450A105 BBG001S9HZ74 24615245 308810 PRN DFND 4 308810 0 0 ARCH CAP GROUP LTD ORD G0450A105 BBG001S9HZ74 31742993 398231 PRN DFND 1 398231 0 0 ARCH RESOURCES INC CL A 03940R107 BBG00DZB5DD0 55123 323 PRN DFND 3 323 0 0 ARCH RESOURCES INC CL A 03940R107 BBG00DZB5DD0 1126356 6600 PRN DFND 4 6600 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 BBG001S5ND74 56414 748 PRN DFND 3 748 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 BBG001S5ND74 6194094 82128 PRN DFND 1 82128 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 BBG001S5ND74 76224053 1010661 PRN DFND 4 1010661 0 0 ARCHROCK INC COM 03957W106 BBG001SVDK72 374081 29689 PRN DFND 4 29689 0 0 ARCHROCK INC COM 03957W106 BBG001SVDK72 48119 3819 PRN DFND 1 3819 0 0 ARCHROCK INC COM 03957W106 BBG001SVDK72 1890781 150062 PRN DFND 2 150062 0 0 ARCOS DORADOS HOLDINGS INC SHS CLASS -A - G0457F107 BBG001V0XGV6 301377 31858 PRN DFND 3 31858 0 0 ARCOSA INC COM 039653100 BBG00JGMWGB9 14380 200 PRN DFND 4 200 0 0 ARCOSA INC COM 039653100 BBG00JGMWGB9 838138 11657 PRN DFND 1 11657 0 0 ARCOSA INC COM 039653100 BBG00JGMWGB9 87790 1221 PRN DFND 3 1221 0 0 ARCTURUS THERAPEUTICS HLDGS COM 03969T109 BBG00NNW8JL0 1395745 54628 PRN DFND 4 54628 0 0 ARDAGH METAL PACKAGING S A *W EXP 08/04/202 L02235114 869 7562 PRN DFND 2 7562 0 0 ARDAGH METAL PACKAGING S A *W EXP 08/04/202 L02235114 479 4169 PRN DFND 3 4169 0 0 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 BBG0068KVVC7 6041246 58727 PRN DFND 1 58727 0 0 ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 BBG0068KVVC7 23146 225 PRN DFND 3 225 0 0 ARHAUS INC COM CL A 04035M102 BBG012TKHZW7 298028 32046 PRN DFND 4 32046 0 0 ARIS MNG CORP COM 04040Y109 BBG001S75835 190382 83300 PRN DFND 4 83300 0 0 ARISTA NETWORKS INC COM 040413106 BBG001T51KQ0 8093 44 PRN DFND 4 44 0 0 ARISTA NETWORKS INC COM 040413106 BBG001T51KQ0 33747844 183482 PRN DFND 1 183482 0 0 ARM HOLDINGS PLC SPONSORED ADR 042068205 BBG01J1GY084 10265136 191800 PRN DFND 3 191800 0 0 ARMADA HOFFLER PPTYS INC COM 04208T108 BBG004CYX1N9 1636157 159781 PRN DFND 4 159781 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 BBG001SGL0H9 4523328 62824 PRN DFND 4 62824 0 0 ARMSTRONG WORLD INDS INC NEW COM 04247X102 BBG001SGL0H9 10909440 151520 PRN DFND 1 151520 0 0 ARRAY TECHNOLOGIES INC COM SHS 04271T100 BBG002MX7TQ9 806584 36349 PRN DFND 1 36349 0 0 ARRAY TECHNOLOGIES INC NOTE 1.000%12/0 04271TAB6 986963 850000 PRN DFND 3 850000 0 0 ARROW ELECTRS INC COM 042735100 BBG001S5NVP4 295692 2361 PRN DFND 4 2361 0 0 ARROW ELECTRS INC COM 042735100 BBG001S5NVP4 5063328 40429 PRN DFND 1 40429 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 BBG001SGT8G5 129943 4836 PRN DFND 1 4836 0 0 ARROWHEAD PHARMACEUTICALS IN COM 04280A100 BBG001SGT8G5 161193 5999 PRN DFND 4 5999 0 0 ARTISAN PARTNERS ASSET MGMT CL A 04316A108 BBG001V107T3 8071082 215689 PRN DFND 1 215689 0 0 ARVINAS INC COM 04335A105 BBG00LW7YL08 41617 2119 PRN DFND 3 2119 0 0 ARVINAS INC COM 04335A105 BBG00LW7YL08 990720 50444 PRN DFND 4 50444 0 0 ASANA INC CL A 04342Y104 BBG00WYHL741 47991 2621 PRN DFND 3 2621 0 0 ASANA INC CL A 04342Y104 BBG00WYHL741 24689460 1348414 PRN DFND 1 1348414 0 0 ASANA INC CL A 04342Y104 BBG00WYHL741 296476 16192 PRN DFND 4 16192 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 BBG001S9B5H5 16565 72 PRN DFND 3 72 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 BBG001S9B5H5 1840790 8001 PRN DFND 1 8001 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 BBG001S9B5H5 230070 1000 PRN DFND 4 1000 0 0 ASCENDIS PHARMA A/S NOTE 2.250% 4/0 04351PAD3 2538469 2760000 PRN DFND 3 2760000 0 0 ASE TECHNOLOGY HLDG CO LTD SPONSORED ADS 00215W100 BBG00KLHLBL3 5055094 672220 PRN DFND 4 672220 0 0 ASGN INC COM 00191U102 BBG001S71HP5 210244 2574 PRN DFND 4 2574 0 0 ASGN INC COM 00191U102 BBG001S71HP5 2776303 33990 PRN DFND 1 33990 0 0 ASHLAND INC COM 044186104 BBG00D0Y81N0 9076853 111127 PRN DFND 1 111127 0 0 ASHLAND INC COM 044186104 BBG00D0Y81N0 40840 500 PRN DFND 4 500 0 0 ASPEN TECHNOLOGY INC COM 29109X106 BBG017J18WC8 4648958 22760 PRN DFND 1 22760 0 0 ASPEN TECHNOLOGY INC COM 29109X106 BBG017J18WC8 37175 182 PRN DFND 4 182 0 0 ASSURANT INC COM 04621X108 BBG001SD9DW5 1437379 10011 PRN DFND 4 10011 0 0 ASSURANT INC COM 04621X108 BBG001SD9DW5 14692254 102328 PRN DFND 1 102328 0 0 ASSURED GUARANTY LTD COM G0585R106 BBG001SCBBM9 1365755 22567 PRN DFND 1 22567 0 0 ASSURED GUARANTY LTD COM G0585R106 BBG001SCBBM9 4567989 75479 PRN DFND 4 75479 0 0 AT&T INC COM 00206R102 BBG001S5VWH2 1068463 71136 PRN DFND 2 71136 0 0 AT&T INC COM 00206R102 BBG001S5VWH2 5785479 385185 PRN DFND 4 385185 0 0 AT&T INC COM 00206R102 BBG001S5VWH2 628136 41820 PRN DFND 1 41820 0 0 ATI INC COM 01741R102 BBG001S8WY72 4484856 108988 PRN DFND 1 108988 0 0 ATKORE INC COM 047649108 BBG001T8LDZ8 8715978 58422 PRN DFND 4 58422 0 0 ATKORE INC COM 047649108 BBG001T8LDZ8 6839019 45841 PRN DFND 1 45841 0 0 ATKORE INC COM 047649108 BBG001T8LDZ8 40878 274 PRN DFND 3 274 0 0 ATLASSIAN CORPORATION CL A 049468101 BBG01BGWHFS4 1722709 8549 PRN DFND 1 8549 0 0 ATLASSIAN CORPORATION CL A 049468101 BBG01BGWHFS4 702665 3487 PRN DFND 4 3487 0 0 ATMOS ENERGY CORP COM 049560105 BBG001S5VG05 15867890 149796 PRN DFND 1 149796 0 0 ATOUR LIFESTYLE HLDGS LTD SPONSORED ADS 04965M106 BBG011C6KK93 106974 5675 PRN DFND 4 5675 0 0 ATOUR LIFESTYLE HLDGS LTD SPONSORED ADS 04965M106 BBG011C6KK93 120979 6418 PRN DFND 3 6418 0 0 ATRICURE INC COM 04963C209 BBG001SD43V3 11476 262 PRN DFND 4 262 0 0 ATRICURE INC COM 04963C209 BBG001SD43V3 2330160 53200 PRN DFND 1 53200 0 0 ATYR PHARMA INC COM NEW 002120202 BBG001V0GF01 665727 421346 PRN DFND 4 421346 0 0 AUTODESK INC COM 052769106 BBG001S5SCD4 117597712 568352 PRN DFND 4 568352 0 0 AUTODESK INC COM 052769106 BBG001S5SCD4 5400144 26099 PRN DFND 1 26099 0 0 AUTOHOME INC SP ADS RP CL A 05278C107 BBG005JYTDP6 15503660 510829 PRN DFND 4 510829 0 0 AUTOLIV INC COM 052800109 BBG001S9YRV6 2619528 27151 PRN DFND 1 27151 0 0 AUTOLIV INC COM 052800109 BBG001S9YRV6 656064 6800 PRN DFND 4 6800 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 BBG001S82KF6 18300439 76068 PRN DFND 1 76068 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 BBG001S82KF6 91655928 380979 PRN DFND 4 380979 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 BBG001S82KF6 8901 37 PRN DFND 3 37 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 BBG001S82KF6 1016691 4226 PRN DFND 2 4226 0 0 AUTONATION INC COM 05329W102 BBG001S5NQB0 6081889 40171 PRN DFND 3 40171 0 0 AUTONATION INC COM 05329W102 BBG001S5NQB0 35882 237 PRN DFND 1 237 0 0 AUTONATION INC COM 05329W102 BBG001S5NQB0 1467520 9693 PRN DFND 4 9693 0 0 AUTOZONE INC COM 053332102 BBG001S6Q5D9 29154005 11478 PRN DFND 4 11478 0 0 AUTOZONE INC COM 053332102 BBG001S6Q5D9 830577 327 PRN DFND 2 327 0 0 AUTOZONE INC COM 053332102 BBG001S6Q5D9 29882982 11765 PRN DFND 1 11765 0 0 AUTOZONE INC COM 053332102 BBG001S6Q5D9 4124944 1624 PRN DFND 3 1624 0 0 AVALONBAY CMNTYS INC COM 053484101 BBG001S7J2H8 20620994 120071 PRN DFND 4 120071 0 0 AVANTOR INC COM 05352A100 BBG00G2HHYF5 33728 1600 PRN DFND 4 1600 0 0 AVANTOR INC COM 05352A100 BBG00G2HHYF5 28214884 1338467 PRN DFND 1 1338467 0 0 AVERY DENNISON CORP COM 053611109 BBG001S5NZM8 4145513 22694 PRN DFND 3 22694 0 0 AVERY DENNISON CORP COM 053611109 BBG001S5NZM8 49869 273 PRN DFND 1 273 0 0 AVERY DENNISON CORP COM 053611109 BBG001S5NZM8 105218 576 PRN DFND 4 576 0 0 AVERY DENNISON CORP COM 053611109 BBG001S5NZM8 658343 3604 PRN DFND 2 3604 0 0 AVIDITY BIOSCIENCES INC COM 05370A108 BBG00FQ7LXX0 90405 14170 PRN DFND 4 14170 0 0 AVIENT CORPORATION COM 05368V106 BBG001S6RCD3 14587 413 PRN DFND 4 413 0 0 AVIENT CORPORATION COM 05368V106 BBG001S6RCD3 7589985 214892 PRN DFND 1 214892 0 0 AVITA MEDICAL INC COM 05380C102 BBG00TD18TF1 219062 14994 PRN DFND 4 14994 0 0 AVNET INC COM 053807103 BBG001S5NZJ2 1353079 28078 PRN DFND 1 28078 0 0 AVNET INC COM 053807103 BBG001S5NZJ2 139125 2887 PRN DFND 4 2887 0 0 AXALTA COATING SYS LTD COM G0750C108 BBG0060CPLK3 43040 1600 PRN DFND 4 1600 0 0 AXALTA COATING SYS LTD COM G0750C108 BBG0060CPLK3 9720611 361361 PRN DFND 1 361361 0 0 AXALTA COATING SYS LTD COM G0750C108 BBG0060CPLK3 67573 2512 PRN DFND 3 2512 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 BBG001SF8W86 14634879 89757 PRN DFND 1 89757 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 BBG001SF8W86 5870 36 PRN DFND 3 36 0 0 AXCELIS TECHNOLOGIES INC COM NEW 054540208 BBG001SF8W86 9330862 57227 PRN DFND 4 57227 0 0 AXIS CAP HLDGS LTD SHS G0692U109 BBG001SGW5F8 19706219 349587 PRN DFND 4 349587 0 0 AXIS CAP HLDGS LTD SHS G0692U109 BBG001SGW5F8 5856787 103899 PRN DFND 1 103899 0 0 AXIS CAP HLDGS LTD SHS G0692U109 BBG001SGW5F8 36641 650 PRN DFND 3 650 0 0 AXON ENTERPRISE INC COM 05464C101 BBG001SB2HG5 18904 95 PRN DFND 4 95 0 0 AXON ENTERPRISE INC COM 05464C101 BBG001SB2HG5 5202196 26143 PRN DFND 2 26143 0 0 AXON ENTERPRISE INC COM 05464C101 BBG001SB2HG5 8810481 44276 PRN DFND 1 44276 0 0 AZEK CO INC CL A 05478C105 BBG00RP7FY15 25433737 855203 PRN DFND 1 855203 0 0 AZEK CO INC CL A 05478C105 BBG00RP7FY15 199258 6700 PRN DFND 4 6700 0 0 AZEK CO INC CL A 05478C105 BBG00RP7FY15 85354 2870 PRN DFND 3 2870 0 0 AZENTA INC COM 114340102 BBG001S8F1B8 6886871 137216 PRN DFND 1 137216 0 0 B2GOLD CORP COM 11777Q209 BBG001T0CNW6 23271482 8067447 PRN DFND 4 8067447 0 0 B2GOLD CORP COM 11777Q209 BBG001T0CNW6 53517 18518 PRN DFND 1 18518 0 0 BABCOCK & WILCOX ENTERPRISES COM 05614L209 BBG007H0TDL2 294881 70043 PRN DFND 4 70043 0 0 BADGER METER INC COM 056525108 BBG001S5P8Q2 41147 286 PRN DFND 3 286 0 0 BADGER METER INC COM 056525108 BBG001S5P8Q2 9376008 65170 PRN DFND 4 65170 0 0 BADGER METER INC COM 056525108 BBG001S5P8Q2 1813625 12606 PRN DFND 1 12606 0 0 BAIDU INC SPON ADR REP A 056752108 BBG001SNBKD5 66977371 498529 PRN DFND 4 498529 0 0 BAKER HUGHES COMPANY CL A 05722G100 BBG00GBVBK60 39516122 1118803 PRN DFND 1 1118803 0 0 BAKER HUGHES COMPANY CL A 05722G100 BBG00GBVBK60 115532 3271 PRN DFND 3 3271 0 0 BAKER HUGHES COMPANY CL A 05722G100 BBG00GBVBK60 57758443 1635290 PRN DFND 4 1635290 0 0 BALL CORP COM 058498106 BBG001S5P7Q4 76811 1543 PRN DFND 1 1543 0 0 BALL CORP COM 058498106 BBG001S5P7Q4 4624214 92893 PRN DFND 4 92893 0 0 BALL CORP COM 058498106 BBG001S5P7Q4 28175 566 PRN DFND 3 566 0 0 BANC OF CALIFORNIA INC COM 05990K106 BBG001SKZX56 211351 17072 PRN DFND 4 17072 0 0 BANCOLOMBIA S A SPON ADR PREF 05968L102 BBG001S8JWT7 6468966 242465 PRN DFND 4 242465 0 0 BANDWIDTH INC COM CL A 05988J103 BBG001TFDMP2 596194 52901 PRN DFND 4 52901 0 0 BANK AMERICA CORP COM 060505104 BBG001S5P0Y0 2680858 97913 PRN DFND 2 97913 0 0 BANK AMERICA CORP COM 060505104 BBG001S5P0Y0 14076962 514133 PRN DFND 4 514133 0 0 BANK AMERICA CORP COM 060505104 BBG001S5P0Y0 14511838 530016 PRN DFND 1 530016 0 0 BANK MONTREAL QUE COM 063671101 BBG001S5Y203 1953756 23157 PRN DFND 1 23157 0 0 BANK MONTREAL QUE COM 063671101 BBG001S5Y203 118648 1400 PRN DFND 4 1400 0 0 BANK NEW YORK MELLON CORP COM 064058100 BBG001S5P6Q6 10052434 235696 PRN DFND 1 235696 0 0 BANK NEW YORK MELLON CORP COM 064058100 BBG001S5P6Q6 31304972 733997 PRN DFND 4 733997 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 BBG001S5Y2B1 1359398 30189 PRN DFND 4 30189 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 BBG001S5Y2B1 2087612 45791 PRN DFND 1 45791 0 0 BANK OZK LITTLE ROCK ARK COM 06417N103 BBG001SMRQL8 16274 439 PRN DFND 4 439 0 0 BANK OZK LITTLE ROCK ARK COM 06417N103 BBG001SMRQL8 1869811 50440 PRN DFND 1 50440 0 0 BANK OZK LITTLE ROCK ARK COM 06417N103 BBG001SMRQL8 16830 454 PRN DFND 3 454 0 0 BANKWELL FINL GROUP INC COM 06654A103 BBG001SM5TJ9 299273 12331 PRN DFND 4 12331 0 0 BARNES GROUP INC COM 067806109 BBG001S5P0S7 225221 6630 PRN DFND 4 6630 0 0 BARNES GROUP INC COM 067806109 BBG001S5P0S7 60535 1782 PRN DFND 1 1782 0 0 BARRETT BUSINESS SVCS INC COM 068463108 BBG001S7CX50 406080 4500 PRN DFND 4 4500 0 0 BARRICK GOLD CORP COM 067901108 BBG001S5N9P3 144016 9898 PRN DFND 1 9898 0 0 BARRICK GOLD CORP COM 067901108 BBG001S5N9P3 48467912 3331128 PRN DFND 4 3331128 0 0 BATH & BODY WORKS INC COM 070830104 BBG001S5SWL1 227474 6730 PRN DFND 1 6730 0 0 BATH & BODY WORKS INC COM 070830104 BBG001S5SWL1 1612598 47710 PRN DFND 4 47710 0 0 BAUSCH HEALTH COS INC COM 071734107 BBG001S7WDP0 5462091 664488 PRN DFND 1 664488 0 0 BCB BANCORP INC COM 055298103 BBG001SK9NQ4 444987 39945 PRN DFND 4 39945 0 0 BCE INC COM NEW 05534B760 BBG001S5P2C0 132564 3473 PRN DFND 1 3473 0 0 BCE INC COM NEW 05534B760 BBG001S5P2C0 1870052 48762 PRN DFND 4 48762 0 0 BEACON ROOFING SUPPLY INC COM 073685109 BBG001S903Y3 4977542 64501 PRN DFND 1 64501 0 0 BEACON ROOFING SUPPLY INC COM 073685109 BBG001S903Y3 42675 553 PRN DFND 3 553 0 0 BEACON ROOFING SUPPLY INC COM 073685109 BBG001S903Y3 1648660 21364 PRN DFND 4 21364 0 0 BEAM THERAPEUTICS INC COM 07373V105 BBG00KXC8655 315464 13117 PRN DFND 1 13117 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 BBG001S76DH8 1038822 41703 PRN DFND 4 41703 0 0 BEAZER HOMES USA INC COM NEW 07556Q881 BBG001S76DH8 42422 1703 PRN DFND 1 1703 0 0 BECTON DICKINSON & CO COM 075887109 BBG001S5P374 37745 146 PRN DFND 3 146 0 0 BECTON DICKINSON & CO COM 075887109 BBG001S5P374 682778 2641 PRN DFND 2 2641 0 0 BECTON DICKINSON & CO COM 075887109 BBG001S5P374 1559970 6034 PRN DFND 1 6034 0 0 BECTON DICKINSON & CO COM 075887109 BBG001S5P374 1220520 4721 PRN DFND 4 4721 0 0 BEL FUSE INC CL B 077347300 BBG001S93K81 292714 6134 PRN DFND 4 6134 0 0 BELDEN INC COM 077454106 BBG001SM6Z59 120494 1248 PRN DFND 4 1248 0 0 BELDEN INC COM 077454106 BBG001SM6Z59 1680260 17403 PRN DFND 1 17403 0 0 BELLRING BRANDS INC COMMON STOCK 07831C103 BBG013QNJHW0 600556 14566 PRN DFND 3 14566 0 0 BELLRING BRANDS INC COMMON STOCK 07831C103 BBG013QNJHW0 501728 12169 PRN DFND 1 12169 0 0 BELLRING BRANDS INC COMMON STOCK 07831C103 BBG013QNJHW0 2018992 48969 PRN DFND 4 48969 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 8294151 8533000 PRN DFND 3 8533000 0 0 BENTLEY SYS INC NOTE 0.125% 1/1 08265TAB5 3177158 3267000 PRN DFND 2 3267000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 1353300 1560000 PRN DFND 2 1560000 0 0 BENTLEY SYS INC NOTE 0.375% 7/0 08265TAD1 3720156 4290000 PRN DFND 3 4290000 0 0 BERKLEY W R CORP COM 084423102 BBG001S5P463 8301825 130758 PRN DFND 4 130758 0 0 BERKLEY W R CORP COM 084423102 BBG001S5P463 13693142 215674 PRN DFND 1 215674 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 BBG001S90346 18561696 52988 PRN DFND 4 52988 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 BBG001S90346 6413993 18310 PRN DFND 2 18310 0 0 BERRY CORP COM 08579X101 BBG00H5HHVK0 299292 36499 PRN DFND 4 36499 0 0 BERRY GLOBAL GROUP INC COM 08579W103 BBG001T6B4W6 372017 6009 PRN DFND 4 6009 0 0 BERRY GLOBAL GROUP INC COM 08579W103 BBG001T6B4W6 3114878 50313 PRN DFND 1 50313 0 0 BEST BUY INC COM 086516101 BBG001S5P285 12195389 175549 PRN DFND 4 175549 0 0 BEST BUY INC COM 086516101 BBG001S5P285 200282 2883 PRN DFND 1 2883 0 0 BEST BUY INC COM 086516101 BBG001S5P285 233558 3362 PRN DFND 3 3362 0 0 BEYOND AIR INC COM 08862L103 BBG00B4QYL63 133918 57973 PRN DFND 4 57973 0 0 BILIBILI INC NOTE 0.500%12/0 090040AF3 899780 1000000 PRN DFND 3 1000000 0 0 BILIBILI INC NOTE 1.375% 4/0 090040AB2 2599419 2550000 PRN DFND 3 2550000 0 0 BILL HOLDINGS INC NOTE 12/0 090043AB6 7284140 7300000 PRN DFND 3 7300000 0 0 BILL HOLDINGS INC NOTE 4/0 090043AD2 3314520 4092000 PRN DFND 2 4092000 0 0 BILL HOLDINGS INC NOTE 4/0 090043AD2 3975480 4908000 PRN DFND 3 4908000 0 0 BIO RAD LABS INC CL A 090572207 BBG001S625W4 1425556 3977 PRN DFND 1 3977 0 0 BIO RAD LABS INC CL A 090572207 BBG001S625W4 235143 656 PRN DFND 4 656 0 0 BIOGEN INC COM 09062X103 BBG001S67826 21297648 82867 PRN DFND 4 82867 0 0 BIOGEN INC COM 09062X103 BBG001S67826 6502610 25301 PRN DFND 1 25301 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 BBG001S76R05 475934 5379 PRN DFND 1 5379 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 BBG001S76R05 6433646 72713 PRN DFND 4 72713 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 BBG001S76R05 1071758 12113 PRN DFND 3 12113 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 BBG001S76R05 281986 3187 PRN DFND 2 3187 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 0.599% 8/0 09061GAH4 7788772 7990000 PRN DFND 3 7990000 0 0 BIOMARIN PHARMACEUTICAL INC NOTE 1.250% 5/1 09061GAK7 1636019 1650000 PRN DFND 3 1650000 0 0 BIONANO GENOMICS INC COM NEW 09075F305 BBG001V0SSM6 181864 60021 PRN DFND 1 60021 0 0 BJS WHSL CLUB HLDGS INC COM 05550J101 BBG00FQ8T4M6 349499 4897 PRN DFND 3 4897 0 0 BJS WHSL CLUB HLDGS INC COM 05550J101 BBG00FQ8T4M6 7587773 106316 PRN DFND 1 106316 0 0 BLACK HILLS CORP COM 092113109 BBG001S5P6X8 1428560 28238 PRN DFND 1 28238 0 0 BLACK HILLS CORP COM 092113109 BBG001S5P6X8 15177 300 PRN DFND 4 300 0 0 BLACK HILLS CORP COM 092113109 BBG001S5P6X8 99511 1967 PRN DFND 3 1967 0 0 BLACKBAUD INC COM 09227Q100 BBG001S9B5W8 760300 10812 PRN DFND 1 10812 0 0 BLACKROCK INC COM 09247X101 BBG001SDBP55 1155924 1788 PRN DFND 2 1788 0 0 BLACKROCK INC COM 09247X101 BBG001SDBP55 15825429 24479 PRN DFND 4 24479 0 0 BLACKROCK INC COM 09247X101 BBG001SDBP55 8760586 13551 PRN DFND 1 13551 0 0 BLACKSTONE INC COM 09260D107 BBG001S7H949 12977654 121128 PRN DFND 1 121128 0 0 BLACKSTONE INC COM 09260D107 BBG001S7H949 34392 321 PRN DFND 3 321 0 0 BLEND LABS INC CL A 09352U108 BBG00D0YK7V4 35110 25628 PRN DFND 1 25628 0 0 BLOCK H & R INC COM 093671105 BBG001S5S031 143088 3323 PRN DFND 3 3323 0 0 BLOCK H & R INC COM 093671105 BBG001S5S031 23508090 545938 PRN DFND 4 545938 0 0 BLOCK H & R INC COM 093671105 BBG001S5S031 5188429 120493 PRN DFND 1 120493 0 0 BLOCK INC CL A 852234103 BBG001TFLWL5 18742738 423469 PRN DFND 1 423469 0 0 BLOCK INC CL A 852234103 BBG001TFLWL5 404005 9128 PRN DFND 4 9128 0 0 BLOCK INC NOTE 0.125% 3/0 852234AF0 7430739 7995000 PRN DFND 3 7995000 0 0 BLOOM ENERGY CORP COM CL A 093712107 BBG001T53509 246689 18604 PRN DFND 1 18604 0 0 BLUE OWL CAPITAL INC COM CL A 09581B103 BBG00XV417S7 373170 28794 PRN DFND 1 28794 0 0 BLUELINX HLDGS INC COM NEW 09624H208 BBG001SHHF25 425472 5183 PRN DFND 4 5183 0 0 BOEING CO COM 097023105 BBG001S5P0V3 2590747 13516 PRN DFND 4 13516 0 0 BOEING CO COM 097023105 BBG001S5P0V3 62104 324 PRN DFND 3 324 0 0 BOISE CASCADE CO DEL COM 09739D100 BBG001SZX397 49459 480 PRN DFND 3 480 0 0 BOISE CASCADE CO DEL COM 09739D100 BBG001SZX397 3340248 32417 PRN DFND 4 32417 0 0 BOISE CASCADE CO DEL COM 09739D100 BBG001SZX397 9722648 94358 PRN DFND 1 94358 0 0 BOOKING HOLDINGS INC COM 09857L108 BBG001S89N72 6118557 1984 PRN DFND 1 1984 0 0 BOOKING HOLDINGS INC COM 09857L108 BBG001S89N72 4218844 1368 PRN DFND 3 1368 0 0 BOOKING HOLDINGS INC COM 09857L108 BBG001S89N72 70236961 22775 PRN DFND 4 22775 0 0 BOOT BARN HLDGS INC COM 099406100 BBG007D38ZV3 21182958 260906 PRN DFND 1 260906 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 BBG001T91S76 64797 593 PRN DFND 3 593 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 BBG001T91S76 8601516 78718 PRN DFND 1 78718 0 0 BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 BBG001T91S76 19410504 177638 PRN DFND 4 177638 0 0 BORGWARNER INC COM 099724106 BBG001S7F4D2 12097234 299659 PRN DFND 4 299659 0 0 BORGWARNER INC COM 099724106 BBG001S7F4D2 2464589 61050 PRN DFND 1 61050 0 0 BOSTON BEER INC CL A 100557107 BBG001S5VVQ4 5639615 14478 PRN DFND 4 14478 0 0 BOSTON BEER INC CL A 100557107 BBG001S5VVQ4 342786 880 PRN DFND 3 880 0 0 BOSTON BEER INC CL A 100557107 BBG001S5VVQ4 10788033 27695 PRN DFND 1 27695 0 0 BOSTON SCIENTIFIC CORP COM 101137107 BBG001S63L94 1109 21 PRN DFND 4 21 0 0 BOSTON SCIENTIFIC CORP COM 101137107 BBG001S63L94 18180782 344333 PRN DFND 1 344333 0 0 BOSTON SCIENTIFIC CORP COM 101137107 BBG001S63L94 680803 12894 PRN DFND 2 12894 0 0 BOX INC CL A 10316T104 BBG001T5R852 12199104 503887 PRN DFND 4 503887 0 0 BOX INC CL A 10316T104 BBG001T5R852 5824490 240582 PRN DFND 1 240582 0 0 BOX INC NOTE 1/1 10316TAB0 17233560 15957000 PRN DFND 3 15957000 0 0 BOX INC NOTE 1/1 10316TAB0 10970640 10158000 PRN DFND 2 10158000 0 0 BOYD GAMING CORP COM 103304101 BBG001S7DMW3 2106360 34627 PRN DFND 4 34627 0 0 BOYD GAMING CORP COM 103304101 BBG001S7DMW3 4490592 73822 PRN DFND 1 73822 0 0 BRADY CORP CL A 104674106 BBG001S5PCB9 148723 2708 PRN DFND 3 2708 0 0 BRADY CORP CL A 104674106 BBG001S5PCB9 9691732 176470 PRN DFND 1 176470 0 0 BRADY CORP CL A 104674106 BBG001S5PCB9 1415453 25773 PRN DFND 4 25773 0 0 BREAD FINANCIAL HOLDINGS INC COM 018581108 BBG001S78Z50 209817 6135 PRN DFND 4 6135 0 0 BREAD FINANCIAL HOLDINGS INC COM 018581108 BBG001S78Z50 79960 2338 PRN DFND 1 2338 0 0 BRIDGEBIO PHARMA INC NOTE 2.500% 3/1 10806XAB8 2458251 2500000 PRN DFND 3 2500000 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 29131 85678 PRN DFND 3 85678 0 0 BRIDGETOWN HOLDINGS LTD *W EXP 09/30/202 G1355U121 7138 20994 PRN DFND 2 20994 0 0 BRIGHTHOUSE FINL INC COM 10922N103 BBG00DYPZ4V7 9788 200 PRN DFND 3 200 0 0 BRIGHTHOUSE FINL INC COM 10922N103 BBG00DYPZ4V7 11207162 228998 PRN DFND 4 228998 0 0 BRIGHTHOUSE FINL INC COM 10922N103 BBG00DYPZ4V7 16765718 342577 PRN DFND 1 342577 0 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 BBG00P2HLNZ2 22841 1178 PRN DFND 1 1178 0 0 BRIGHTSPHERE INVT GROUP INC COM 10948W103 BBG00P2HLNZ2 3236811 166932 PRN DFND 4 166932 0 0 BRINKER INTL INC COM 109641100 BBG001S5RFV8 76701 2428 PRN DFND 3 2428 0 0 BRINKER INTL INC COM 109641100 BBG001S5RFV8 593292 18781 PRN DFND 4 18781 0 0 BRINKS CO COM 109696104 BBG001S8PZK2 7022908 96681 PRN DFND 1 96681 0 0 BRINKS CO COM 109696104 BBG001S8PZK2 21792 300 PRN DFND 4 300 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 BBG001S8N8J6 11945909 205822 PRN DFND 4 205822 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 BBG001S8N8J6 63438 1093 PRN DFND 3 1093 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 BBG001S8N8J6 2041905 35181 PRN DFND 2 35181 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 BBG001S8N8J6 1389245 23936 PRN DFND 1 23936 0 0 BROADCOM INC COM 11135F101 BBG00KHY5SY8 86640292 104313 PRN DFND 4 104313 0 0 BROADCOM INC COM 11135F101 BBG00KHY5SY8 21898242 26365 PRN DFND 1 26365 0 0 BROADCOM INC COM 11135F101 BBG00KHY5SY8 3432787 4133 PRN DFND 2 4133 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 BBG001SR7MB9 21326825 119111 PRN DFND 1 119111 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 BBG001SR7MB9 100805 563 PRN DFND 3 563 0 0 BROADSTONE NET LEASE INC COM 11135E203 BBG001T61WG3 325282 22747 PRN DFND 4 22747 0 0 BROOKFIELD ASSET MANAGMT LTD CL A LMT VTG SHS 113004105 BBG019Z17GF9 1985330 59548 PRN DFND 1 59548 0 0 BROOKFIELD INFRASTRUCTURE CO COM SB VTG SHS A 11275Q107 BBG00QDWSVL5 1012032 28637 PRN DFND 1 28637 0 0 BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 BBG00W5FR7D1 206554 8628 PRN DFND 4 8628 0 0 BROWN & BROWN INC COM 115236101 BBG001S5XFN0 43649232 624989 PRN DFND 4 624989 0 0 BROWN & BROWN INC COM 115236101 BBG001S5XFN0 7166282 102610 PRN DFND 1 102610 0 0 BROWN FORMAN CORP CL B 115637209 BBG001S5P4H1 2827 49 PRN DFND 1 49 0 0 BROWN FORMAN CORP CL B 115637209 BBG001S5P4H1 889695 15422 PRN DFND 4 15422 0 0 BROWN FORMAN CORP CL B 115637209 BBG001S5P4H1 200127 3469 PRN DFND 3 3469 0 0 BRT APARTMENTS CORP COM 055645303 BBG001S5PCX5 1057822 61252 PRN DFND 4 61252 0 0 BRUKER CORP COM 116794108 BBG001SF69P0 4927930 79100 PRN DFND 4 79100 0 0 BRUKER CORP COM 116794108 BBG001SF69P0 71832 1153 PRN DFND 1 1153 0 0 BRUNSWICK CORP COM 117043109 BBG001S5P294 110600 1400 PRN DFND 4 1400 0 0 BRUNSWICK CORP COM 117043109 BBG001S5P294 4660842 58998 PRN DFND 1 58998 0 0 BUILD-A-BEAR WORKSHOP INC COM 120076104 BBG001SMC9T4 1578758 53681 PRN DFND 4 53681 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 BBG001S9CFC7 56700464 455462 PRN DFND 1 455462 0 0 BUILDERS FIRSTSOURCE INC COM 12008R107 BBG001S9CFC7 53659672 431036 PRN DFND 4 431036 0 0 BUMBLE INC COM CL A 12047B105 BBG00Z6RF535 53190 3565 PRN DFND 3 3565 0 0 BUMBLE INC COM CL A 12047B105 BBG00Z6RF535 1112032 74533 PRN DFND 4 74533 0 0 BUMBLE INC COM CL A 12047B105 BBG00Z6RF535 22082540 1480063 PRN DFND 1 1480063 0 0 BUNGE LIMITED COM G16962105 BBG001SJ9BG4 11033165 101923 PRN DFND 1 101923 0 0 BUNGE LIMITED COM G16962105 BBG001SJ9BG4 307322 2839 PRN DFND 4 2839 0 0 BUNGE LIMITED COM G16962105 BBG001SJ9BG4 256228 2367 PRN DFND 3 2367 0 0 BURLINGTON STORES INC COM 122017106 BBG004S641P3 897174 6631 PRN DFND 3 6631 0 0 BURLINGTON STORES INC COM 122017106 BBG004S641P3 47968044 354531 PRN DFND 1 354531 0 0 BURLINGTON STORES INC COM 122017106 BBG004S641P3 7728336 57120 PRN DFND 4 57120 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 BBG001SB6KF5 5853136 67957 PRN DFND 4 67957 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 BBG001SB6KF5 65717 763 PRN DFND 3 763 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 BBG001SB6KF5 7617596 88443 PRN DFND 1 88443 0 0 C4 THERAPEUTICS INC COM STK 12529R107 BBG00BV2Y9C6 281228 151198 PRN DFND 4 151198 0 0 CABLE ONE INC COM 12685J105 BBG001SFK9N6 24010 39 PRN DFND 3 39 0 0 CABLE ONE INC COM 12685J105 BBG001SFK9N6 560848 911 PRN DFND 1 911 0 0 CABLE ONE INC COM 12685J105 BBG001SFK9N6 759700 1234 PRN DFND 4 1234 0 0 CABOT CORP COM 127055101 BBG001S5PK58 6927 100 PRN DFND 4 100 0 0 CABOT CORP COM 127055101 BBG001S5PK58 1679105 24240 PRN DFND 1 24240 0 0 CACI INTL INC CL A 127190304 BBG001SF9NK1 4024583 12820 PRN DFND 4 12820 0 0 CACI INTL INC CL A 127190304 BBG001SF9NK1 94807 302 PRN DFND 3 302 0 0 CACI INTL INC CL A 127190304 BBG001SF9NK1 1603868 5109 PRN DFND 1 5109 0 0 CACTUS INC CL A 127203107 BBG00JRH1Q02 27264 543 PRN DFND 4 543 0 0 CACTUS INC CL A 127203107 BBG00JRH1Q02 853470 16998 PRN DFND 1 16998 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 BBG001S65YK1 627221 2677 PRN DFND 1 2677 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 BBG001S65YK1 208409616 889499 PRN DFND 4 889499 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 BBG001S65YK1 680407 2904 PRN DFND 2 2904 0 0 CADRE HLDGS INC COM 12763L105 BBG011RK3P21 389090 14600 PRN DFND 4 14600 0 0 CAE INC COM 124765108 BBG001S5Y4F3 4473948 190753 PRN DFND 4 190753 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 BBG0074Q3NL5 413488 8921 PRN DFND 3 8921 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 BBG0074Q3NL5 5108882 110224 PRN DFND 4 110224 0 0 CAESARS ENTERTAINMENT INC NE COM 12769G100 BBG0074Q3NL5 22619542 488016 PRN DFND 1 488016 0 0 CAL MAINE FOODS INC COM NEW 128030202 BBG001S80MM6 22456034 463776 PRN DFND 1 463776 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 BBG00Y04KQ51 1215753 21706 PRN DFND 1 21706 0 0 CALIFORNIA RES CORP COM STOCK 13057Q305 BBG00Y04KQ51 95217 1700 PRN DFND 4 1700 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 BBG001S7QBD4 117897 2492 PRN DFND 1 2492 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 BBG001S7QBD4 168802 3568 PRN DFND 3 3568 0 0 CALIX INC COM 13100M509 BBG001T633M8 5779370 126077 PRN DFND 1 126077 0 0 CALIX INC COM 13100M509 BBG001T633M8 511299 11154 PRN DFND 4 11154 0 0 CALIX INC COM 13100M509 BBG001T633M8 13890 303 PRN DFND 3 303 0 0 CALLON PETE CO DEL COM 13123X508 BBG001SB5DH0 9955805 254494 PRN DFND 3 254494 0 0 CALLON PETE CO DEL COM 13123X508 BBG001SB5DH0 1852958 47366 PRN DFND 1 47366 0 0 CALLON PETE CO DEL COM 13123X508 BBG001SB5DH0 35208 900 PRN DFND 4 900 0 0 CAMECO CORP COM 13321L108 BBG001S5Y5S6 10284043 259436 PRN DFND 4 259436 0 0 CAMECO CORP COM 13321L108 BBG001S5Y5S6 3803537 95952 PRN DFND 1 95952 0 0 CAMPBELL SOUP CO COM 134429109 BBG001S5Q2B0 9892064 240800 PRN DFND 4 240800 0 0 CAMTEK LTD ORD M20791105 BBG001SBFT84 1083324 17400 PRN DFND 4 17400 0 0 CANADIAN IMPERIAL BK COMM TO COM 136069101 BBG001S5YBB1 2279309 58776 PRN DFND 4 58776 0 0 CANADIAN IMPERIAL BK COMM TO COM 136069101 BBG001S5YBB1 9151 237 PRN DFND 1 237 0 0 CANADIAN NAT RES LTD COM 136385101 BBG001S5YC56 493775 7600 PRN DFND 4 7600 0 0 CANADIAN NAT RES LTD COM 136385101 BBG001S5YC56 5849207 90447 PRN DFND 1 90447 0 0 CANADIAN NATL RY CO COM 136375102 BBG001S8WVQ7 1468724 13500 PRN DFND 4 13500 0 0 CANADIAN NATL RY CO COM 136375102 BBG001S8WVQ7 24049 222 PRN DFND 1 222 0 0 CANADIAN PACIFIC KANSAS CITY COM 13646K108 BBG001S7F4Z8 328967 4421 PRN DFND 1 4421 0 0 CANNAE HLDGS INC COM 13765N107 BBG00GXRNJQ3 56386 3025 PRN DFND 1 3025 0 0 CANNAE HLDGS INC COM 13765N107 BBG00GXRNJQ3 6904666 370422 PRN DFND 4 370422 0 0 CANOO INC COM CL A 13803R102 BBG00NBK0H68 437188 892221 PRN DFND 1 892221 0 0 CANTALOUPE INC COM 138103106 BBG001S96MW7 149938 23990 PRN DFND 4 23990 0 0 CAPITAL ONE FINL CORP COM 14040H105 BBG001S65PV8 202349 2085 PRN DFND 3 2085 0 0 CAPITAL ONE FINL CORP COM 14040H105 BBG001S65PV8 3768257 38828 PRN DFND 4 38828 0 0 CAPITAL ONE FINL CORP COM 14040H105 BBG001S65PV8 20629045 212561 PRN DFND 1 212561 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 BBG0029SNS07 9673559 183873 PRN DFND 3 183873 0 0 CAPRI HOLDINGS LIMITED SHS G1890L107 BBG0029SNS07 30943624 588170 PRN DFND 2 588170 0 0 CARDIFF ONCOLOGY INC COM 14147L108 BBG001SLWWP7 98229 70668 PRN DFND 4 70668 0 0 CARDINAL HEALTH INC COM 14149Y108 BBG001S7PC34 7430229 85582 PRN DFND 1 85582 0 0 CARDINAL HEALTH INC COM 14149Y108 BBG001S7PC34 117444626 1352737 PRN DFND 4 1352737 0 0 CAREDX INC COM 14167L103 BBG006JS5794 296100 42300 PRN DFND 4 42300 0 0 CARGURUS INC COM CL A 141788109 BBG00HQ77DT1 118155 6744 PRN DFND 3 6744 0 0 CARGURUS INC COM CL A 141788109 BBG00HQ77DT1 25303488 1444263 PRN DFND 4 1444263 0 0 CARLISLE COS INC COM 142339100 BBG001S5Q6R4 22905880 88351 PRN DFND 1 88351 0 0 CARLISLE COS INC COM 142339100 BBG001S5Q6R4 454224 1752 PRN DFND 2 1752 0 0 CARLISLE COS INC COM 142339100 BBG001S5Q6R4 2852897 11004 PRN DFND 3 11004 0 0 CARLISLE COS INC COM 142339100 BBG001S5Q6R4 1114818 4300 PRN DFND 4 4300 0 0 CARNIVAL CORP COMMON STOCK 143658300 BBG001S5PL01 9861264 718751 PRN DFND 4 718751 0 0 CARNIVAL CORP COMMON STOCK 143658300 BBG001S5PL01 1036450 75543 PRN DFND 1 75543 0 0 CARPARTS COM INC COM 14427M107 BBG001SMNR49 1506672 365697 PRN DFND 4 365697 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 BBG00RP5HZM1 6743729 122169 PRN DFND 4 122169 0 0 CARRIER GLOBAL CORPORATION COM 14448C104 BBG00RP5HZM1 7531709 136444 PRN DFND 1 136444 0 0 CARROLS RESTAURANT GROUP INC COM 14574X104 BBG001SM2GK8 592283 89876 PRN DFND 4 89876 0 0 CARS COM INC COM 14575E105 BBG001SP6HB5 716887 42520 PRN DFND 4 42520 0 0 CARTERS INC COM 146229109 BBG001SCJ3Q5 8816625 127500 PRN DFND 4 127500 0 0 CARTERS INC COM 146229109 BBG001SCJ3Q5 36027 521 PRN DFND 1 521 0 0 CARVANA CO CL A 146869102 BBG00GCTWF71 274717 6544 PRN DFND 1 6544 0 0 CARVANA CO CL A 146869102 BBG00GCTWF71 67882 1617 PRN DFND 3 1617 0 0 CASELLA WASTE SYS INC CL A 147448104 BBG001SB5S05 68670 900 PRN DFND 4 900 0 0 CASELLA WASTE SYS INC CL A 147448104 BBG001SB5S05 913387 11971 PRN DFND 2 11971 0 0 CASELLA WASTE SYS INC CL A 147448104 BBG001SB5S05 1939393 25418 PRN DFND 1 25418 0 0 CATALYST PHARMACEUTICALS INC COM 14888U101 BBG001SRHS16 7944255 679577 PRN DFND 4 679577 0 0 CATERPILLAR INC COM 149123101 BBG001S5PJ06 88679409 324833 PRN DFND 4 324833 0 0 CATERPILLAR INC COM 149123101 BBG001S5PJ06 19934460 73020 PRN DFND 1 73020 0 0 CATERPILLAR INC COM 149123101 BBG001S5PJ06 2744742 10054 PRN DFND 3 10054 0 0 CATERPILLAR INC COM 149123101 BBG001S5PJ06 1902264 6968 PRN DFND 2 6968 0 0 CAVA GROUP INC COM 148929102 BBG00GBR8762 1019366 33280 PRN DFND 4 33280 0 0 CAVA GROUP INC COM 148929102 BBG00GBR8762 5940689 193950 PRN DFND 1 193950 0 0 CAVCO INDS INC DEL COM 149568107 BBG001SJQBM8 568512 2140 PRN DFND 4 2140 0 0 CAVCO INDS INC DEL COM 149568107 BBG001SJQBM8 1838102 6919 PRN DFND 1 6919 0 0 CBL & ASSOC PPTYS INC COMMON STOCK 124830878 BBG01396RPH6 2666978 127120 PRN DFND 4 127120 0 0 CBOE GLOBAL MKTS INC COM 12503M108 BBG001T71BP7 17243241 110385 PRN DFND 4 110385 0 0 CBOE GLOBAL MKTS INC COM 12503M108 BBG001T71BP7 1450722 9287 PRN DFND 1 9287 0 0 CBRE GROUP INC CL A 12504L109 BBG001SC2D27 16509778 223528 PRN DFND 4 223528 0 0 CBRE GROUP INC CL A 12504L109 BBG001SC2D27 155623 2107 PRN DFND 1 2107 0 0 CDW CORP COM 12514G108 BBG001V18TB6 12286377 60896 PRN DFND 1 60896 0 0 CDW CORP COM 12514G108 BBG001V18TB6 54879 272 PRN DFND 3 272 0 0 CELANESE CORP DEL COM 150870103 BBG001SJDDG5 2649351 21107 PRN DFND 3 21107 0 0 CELANESE CORP DEL COM 150870103 BBG001SJDDG5 503461 4011 PRN DFND 2 4011 0 0 CELANESE CORP DEL COM 150870103 BBG001SJDDG5 3448788 27476 PRN DFND 1 27476 0 0 CELESTICA INC SUB VTG SHS 15101Q108 BBG001S9CXM7 631096 25738 PRN DFND 4 25738 0 0 CELESTICA INC SUB VTG SHS 15101Q108 BBG001S9CXM7 61055 2490 PRN DFND 1 2490 0 0 CELSIUS HLDGS INC COM NEW 15118V207 BBG001SQSKT3 126984 740 PRN DFND 4 740 0 0 CELSIUS HLDGS INC COM NEW 15118V207 BBG001SQSKT3 224110 1306 PRN DFND 3 1306 0 0 CELSIUS HLDGS INC COM NEW 15118V207 BBG001SQSKT3 9937871 57913 PRN DFND 1 57913 0 0 CEMEX SAB DE CV SPON ADR NEW 151290889 BBG001SD8F15 63158050 9716623 PRN DFND 4 9716623 0 0 CENCORA INC COM 03073E105 BBG001S8X7P0 4778923 26554 PRN DFND 1 26554 0 0 CENCORA INC COM 03073E105 BBG001S8X7P0 80627 448 PRN DFND 3 448 0 0 CENCORA INC COM 03073E105 BBG001S8X7P0 21547988 119731 PRN DFND 4 119731 0 0 CENOVUS ENERGY INC COM 15135U109 BBG001T2PJV8 6996061 336026 PRN DFND 1 336026 0 0 CENTENE CORP DEL COM 15135B101 BBG001S6T7Q8 193622 2811 PRN DFND 3 2811 0 0 CENTENE CORP DEL COM 15135B101 BBG001S6T7Q8 75703459 1099063 PRN DFND 4 1099063 0 0 CENTERRA GOLD INC COM 152006102 BBG001SLVFY5 1026813 209074 PRN DFND 4 209074 0 0 CENTURY CASINOS INC COM 156492100 BBG001S6MDN5 216081 42121 PRN DFND 4 42121 0 0 CENTURY CMNTYS INC COM 156504300 BBG006G413H4 40135 601 PRN DFND 3 601 0 0 CENTURY CMNTYS INC COM 156504300 BBG006G413H4 8180283 122496 PRN DFND 4 122496 0 0 CENTURY CMNTYS INC COM 156504300 BBG006G413H4 40469 606 PRN DFND 1 606 0 0 CERUS CORP COM 157085101 BBG001S97DG4 774216 477911 PRN DFND 4 477911 0 0 CF INDS HLDGS INC COM 125269100 BBG001SJ8KV8 1884137 21975 PRN DFND 4 21975 0 0 CF INDS HLDGS INC COM 125269100 BBG001SJ8KV8 2370111 27643 PRN DFND 1 27643 0 0 CGI INC CL A SUB VTG 12532H104 BBG001S5YY67 158438 1600 PRN DFND 4 1600 0 0 CGI INC CL A SUB VTG 12532H104 BBG001S5YY67 1835361 18635 PRN DFND 1 18635 0 0 CHAMPIONX CORPORATION COM 15872M104 BBG00JH9V005 54534 1531 PRN DFND 3 1531 0 0 CHAMPIONX CORPORATION COM 15872M104 BBG00JH9V005 8491808 238400 PRN DFND 4 238400 0 0 CHAMPIONX CORPORATION COM 15872M104 BBG00JH9V005 3905448 109642 PRN DFND 1 109642 0 0 CHART INDS INC COM 16115Q308 BBG001SQV7W4 15468899 91467 PRN DFND 1 91467 0 0 CHARTER COMMUNICATIONS INC N CL A 16119P108 BBG001T3TDG2 665887 1514 PRN DFND 1 1514 0 0 CHATHAM LODGING TR COM 16208T102 BBG001T5ZKL8 1925934 201247 PRN DFND 4 201247 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 BBG001SB85K0 3108623 23324 PRN DFND 4 23324 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 BBG001SB85K0 495535 3718 PRN DFND 1 3718 0 0 CHEGG INC COM 163092109 BBG001TBCK85 17725351 1987147 PRN DFND 4 1987147 0 0 CHEMED CORP NEW COM 16359R103 BBG001S679X0 8624422 16595 PRN DFND 1 16595 0 0 CHEMED CORP NEW COM 16359R103 BBG001S679X0 53009 102 PRN DFND 3 102 0 0 CHEMED CORP NEW COM 16359R103 BBG001S679X0 633514 1219 PRN DFND 4 1219 0 0 CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 10884155 65583 PRN DFND 1 65583 0 0 CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 139569373 840982 PRN DFND 4 840982 0 0 CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 516136 3110 PRN DFND 2 3110 0 0 CHENIERE ENERGY INC COM NEW 16411R208 BBG001S7W158 2575201 15517 PRN DFND 3 15517 0 0 CHESAPEAKE ENERGY CORP COM 165167735 BBG00Z6DX607 5358418 62141 PRN DFND 1 62141 0 0 CHESAPEAKE ENERGY CORP COM 165167735 BBG00Z6DX607 991645 11500 PRN DFND 4 11500 0 0 CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 18069994 107164 PRN DFND 4 107164 0 0 CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 3126383 18541 PRN DFND 2 18541 0 0 CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 150072 890 PRN DFND 3 890 0 0 CHEVRON CORP NEW COM 166764100 BBG001S67ZC5 45893811 272173 PRN DFND 1 272173 0 0 CHEWY INC CL A 16679L109 BBG00P19DLQ4 155648 8524 PRN DFND 3 8524 0 0 CHEWY INC CL A 16679L109 BBG00P19DLQ4 210958 11553 PRN DFND 4 11553 0 0 CHEWY INC CL A 16679L109 BBG00P19DLQ4 10193134 558222 PRN DFND 1 558222 0 0 CHIMERIX INC COM 16934W106 BBG001T921D7 42423 44200 PRN DFND 4 44200 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 BBG001SP50B3 6926149 3781 PRN DFND 4 3781 0 0 CHIPOTLE MEXICAN GRILL INC COM 169656105 BBG001SP50B3 39576687 21605 PRN DFND 1 21605 0 0 CHORD ENERGY CORPORATION COM NEW 674215207 BBG00Y7BLJF2 5775689 35637 PRN DFND 1 35637 0 0 CHUBB LIMITED COM H1467J104 BBG001S8S1L3 117414 564 PRN DFND 3 564 0 0 CHUBB LIMITED COM H1467J104 BBG001S8S1L3 17627642 84675 PRN DFND 4 84675 0 0 CHUBB LIMITED COM H1467J104 BBG001S8S1L3 1018625 4893 PRN DFND 2 4893 0 0 CHUBB LIMITED COM H1467J104 BBG001S8S1L3 32534370 156280 PRN DFND 1 156280 0 0 CHURCH & DWIGHT CO INC COM 171340102 BBG001S5PR99 655613 7155 PRN DFND 3 7155 0 0 CHURCH & DWIGHT CO INC COM 171340102 BBG001S5PR99 379348 4140 PRN DFND 1 4140 0 0 CHURCH & DWIGHT CO INC COM 171340102 BBG001S5PR99 9153012 99891 PRN DFND 4 99891 0 0 CHURCHILL DOWNS INC COM 171484108 BBG001S67Z80 151432 1305 PRN DFND 3 1305 0 0 CHURCHILL DOWNS INC COM 171484108 BBG001S67Z80 2042304 17600 PRN DFND 1 17600 0 0 CIENA CORP COM NEW 171779309 BBG001S61J73 10991211 232569 PRN DFND 1 232569 0 0 CIENA CORP COM NEW 171779309 BBG001S61J73 127602 2700 PRN DFND 4 2700 0 0 CIENA CORP COM NEW 171779309 BBG001S61J73 108793 2302 PRN DFND 3 2302 0 0 CINCINNATI FINL CORP COM 172062101 BBG001S5PTM0 3637432 35560 PRN DFND 1 35560 0 0 CINCINNATI FINL CORP COM 172062101 BBG001S5PTM0 55822108 545724 PRN DFND 4 545724 0 0 CINCINNATI FINL CORP COM 172062101 BBG001S5PTM0 135841 1328 PRN DFND 3 1328 0 0 CINEMARK HLDGS INC COM 17243V102 BBG001SS31W4 532077 28996 PRN DFND 3 28996 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 1604125 1100000 PRN DFND 3 1100000 0 0 CINTAS CORP COM 172908105 BBG001S7CRG1 20084573 41755 PRN DFND 1 41755 0 0 CION INVT CORP COM 17259U204 BBG009KJ66C3 444151 42020 PRN DFND 4 42020 0 0 CIPHER MINING INC *W EXP 10/22/202 17253J114 294601 727409 PRN DFND 3 727409 0 0 CIPHER MINING INC *W EXP 10/22/202 17253J114 84224 207960 PRN DFND 2 207960 0 0 CIRCOR INTL INC COM 17273K109 BBG001S6PMR8 2998068 53777 PRN DFND 3 53777 0 0 CIRCOR INTL INC COM 17273K109 BBG001S6PMR8 10780099 193365 PRN DFND 2 193365 0 0 CIRRUS LOGIC INC COM 172755100 BBG001S67J86 603366 8158 PRN DFND 1 8158 0 0 CIRRUS LOGIC INC COM 172755100 BBG001S67J86 111532 1508 PRN DFND 3 1508 0 0 CIRRUS LOGIC INC COM 172755100 BBG001S67J86 307674 4160 PRN DFND 4 4160 0 0 CISCO SYS INC COM 17275R102 BBG001S6HC62 33853263 629711 PRN DFND 1 629711 0 0 CISCO SYS INC COM 17275R102 BBG001S6HC62 2399685 44637 PRN DFND 2 44637 0 0 CISCO SYS INC COM 17275R102 BBG001S6HC62 203052 3777 PRN DFND 3 3777 0 0 CISCO SYS INC COM 17275R102 BBG001S6HC62 47484111 883261 PRN DFND 4 883261 0 0 CITIGROUP INC COM NEW 172967424 BBG001S72ZG4 37596481 914089 PRN DFND 4 914089 0 0 CITIGROUP INC COM NEW 172967424 BBG001S72ZG4 24043158 584565 PRN DFND 1 584565 0 0 CITIGROUP INC COM NEW 172967424 BBG001S72ZG4 808863 19666 PRN DFND 2 19666 0 0 CITIZENS FINL GROUP INC COM 174610105 BBG006Q0HZT0 57915 2161 PRN DFND 3 2161 0 0 CITIZENS FINL GROUP INC COM 174610105 BBG006Q0HZT0 12021515 448564 PRN DFND 4 448564 0 0 CITIZENS FINL GROUP INC COM 174610105 BBG006Q0HZT0 10095212 376687 PRN DFND 1 376687 0 0 CIVITAS RESOURCES INC COM NEW 17888H103 BBG00GLNJ0R0 35178 435 PRN DFND 3 435 0 0 CIVITAS RESOURCES INC COM NEW 17888H103 BBG00GLNJ0R0 2183894 27005 PRN DFND 1 27005 0 0 CLEAN ENERGY FUELS CORP COM 184499101 BBG001SPD4H0 53861 14063 PRN DFND 1 14063 0 0 CLEAN HARBORS INC COM 184496107 BBG001S5PW98 8938363 53408 PRN DFND 1 53408 0 0 CLEANSPARK INC COM NEW 18452B209 BBG001S7F576 16749 4396 PRN DFND 3 4396 0 0 CLEANSPARK INC COM NEW 18452B209 BBG001S7F576 841854 220959 PRN DFND 4 220959 0 0 CLEAR SECURE INC COM CL A 18467V109 BBG011C0FSZ6 47600 2500 PRN DFND 4 2500 0 0 CLEAR SECURE INC COM CL A 18467V109 BBG011C0FSZ6 5479864 287808 PRN DFND 1 287808 0 0 CLEARWAY ENERGY INC CL C 18539C204 BBG008LJ4TG2 2545548 120300 PRN DFND 4 120300 0 0 CLEVELAND-CLIFFS INC NEW COM 185899101 BBG001S5PW43 84480 5405 PRN DFND 1 5405 0 0 CLEVELAND-CLIFFS INC NEW COM 185899101 BBG001S5PW43 9274998 593410 PRN DFND 4 593410 0 0 CLOROX CO DEL COM 189054109 BBG001S5PX50 23930901 182595 PRN DFND 1 182595 0 0 CLOROX CO DEL COM 189054109 BBG001S5PX50 78365754 597938 PRN DFND 4 597938 0 0 CLOUDFLARE INC CL A COM 18915M107 BBG001WMKHJ3 23703 376 PRN DFND 3 376 0 0 CLOUDFLARE INC CL A COM 18915M107 BBG001WMKHJ3 1175192 18642 PRN DFND 4 18642 0 0 CLOUDFLARE INC CL A COM 18915M107 BBG001WMKHJ3 1954 31 PRN DFND 1 31 0 0 CLOUDFLARE INC NOTE 8/1 18915MAC1 353970 414000 PRN DFND 2 414000 0 0 CLOUDFLARE INC NOTE 8/1 18915MAC1 501030 586000 PRN DFND 3 586000 0 0 CLOVER HEALTH INVESTMENTS CO COM CL A 18914F103 BBG00SHY90K3 61147 56618 PRN DFND 1 56618 0 0 CME GROUP INC COM 12572Q105 BBG001S86547 9728089 48587 PRN DFND 4 48587 0 0 CME GROUP INC COM 12572Q105 BBG001S86547 3196713 15966 PRN DFND 1 15966 0 0 CME GROUP INC COM 12572Q105 BBG001S86547 687756 3435 PRN DFND 2 3435 0 0 CNH INDL N V SHS N20944109 BBG0059JSF67 441650 36500 PRN DFND 4 36500 0 0 CNO FINL GROUP INC COM 12621E103 BBG001SBR6X3 2156060 90858 PRN DFND 1 90858 0 0 CNO FINL GROUP INC COM 12621E103 BBG001SBR6X3 20572842 866955 PRN DFND 4 866955 0 0 CNO FINL GROUP INC COM 12621E103 BBG001SBR6X3 168388 7096 PRN DFND 3 7096 0 0 CNX RES CORP COM 12653C108 BBG001SC7TN4 444984 19707 PRN DFND 3 19707 0 0 CNX RES CORP COM 12653C108 BBG001SC7TN4 5766932 255400 PRN DFND 4 255400 0 0 CNX RES CORP COM 12653C108 BBG001SC7TN4 3597039 159302 PRN DFND 1 159302 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 25135750 13868000 PRN DFND 2 13868000 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 33137938 18283000 PRN DFND 3 18283000 0 0 COCA COLA CO COM 191216100 BBG001S5SMQ8 291705846 5210894 PRN DFND 4 5210894 0 0 COCA COLA CO COM 191216100 BBG001S5SMQ8 888850 15878 PRN DFND 3 15878 0 0 COCA COLA CO COM 191216100 BBG001S5SMQ8 11507753 205569 PRN DFND 1 205569 0 0 COCA COLA CO COM 191216100 BBG001S5SMQ8 2224477 39737 PRN DFND 2 39737 0 0 COCA COLA CO COM 191216100 BBG001S5SMQ8 72774 1300 PRN Call DFND 1 1300 0 0 COCA COLA CONS INC COM 191098102 BBG001S5Q0W1 443515 697 PRN DFND 4 697 0 0 COCA COLA CONS INC COM 191098102 BBG001S5Q0W1 63632 100 PRN DFND 3 100 0 0 COCA COLA CONS INC COM 191098102 BBG001S5Q0W1 17994493 28279 PRN DFND 1 28279 0 0 COCA-COLA EUROPACIFIC PARTNE SHS G25839104 BBG00B6BFX96 3420343 54743 PRN DFND 1 54743 0 0 COCA-COLA EUROPACIFIC PARTNE SHS G25839104 BBG00B6BFX96 12988155 207877 PRN DFND 4 207877 0 0 CO-DIAGNOSTICS INC COM 189763105 BBG004HTR2F9 78541 74095 PRN DFND 4 74095 0 0 COEUR MNG INC COM NEW 192108504 BBG001S5PM54 37343 16821 PRN DFND 3 16821 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 BBG001SC5GP2 1881760 30400 PRN DFND 4 30400 0 0 COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 BBG001SC5GP2 83008 1341 PRN DFND 1 1341 0 0 COGNEX CORP COM 192422103 BBG001S5TC16 2935999 69180 PRN DFND 1 69180 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 BBG001S5STN6 572335 8449 PRN DFND 1 8449 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 BBG001S5STN6 2626077 38767 PRN DFND 4 38767 0 0 COHEN & STEERS INC COM 19247A100 BBG001S5PZN5 713099 11375 PRN DFND 4 11375 0 0 COHERENT CORP COM 19247G107 BBG001S5S6N6 172992 5300 PRN DFND 4 5300 0 0 COHERENT CORP COM 19247G107 BBG001S5S6N6 29343 899 PRN DFND 3 899 0 0 COHU INC COM 192576106 BBG001S87LQ7 499036 14490 PRN DFND 4 14490 0 0 COHU INC COM 192576106 BBG001S87LQ7 37402 1086 PRN DFND 1 1086 0 0 COLGATE PALMOLIVE CO COM 194162103 BBG001S5PVM5 514552 7236 PRN DFND 1 7236 0 0 COLGATE PALMOLIVE CO COM 194162103 BBG001S5PVM5 1585540 22297 PRN DFND 2 22297 0 0 COLGATE PALMOLIVE CO COM 194162103 BBG001S5PVM5 53467111 751893 PRN DFND 4 751893 0 0 COLLEGIUM PHARMACEUTICAL INC COM 19459J104 BBG001T535S9 1476083 66044 PRN DFND 4 66044 0 0 COLUMBIA SPORTSWEAR CO COM 198516106 BBG001S90WD2 2489612 33598 PRN DFND 1 33598 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 BBG001S5VFS7 406876 11655 PRN DFND 4 11655 0 0 COLUMBUS MCKINNON CORP N Y COM 199333105 BBG001S5VFS7 35329 1012 PRN DFND 1 1012 0 0 COMCAST CORP NEW CL A 20030N101 BBG001S5PXL2 2894027 65269 PRN DFND 1 65269 0 0 COMCAST CORP NEW CL A 20030N101 BBG001S5PXL2 3946 89 PRN DFND 3 89 0 0 COMCAST CORP NEW CL A 20030N101 BBG001S5PXL2 1870217 42179 PRN DFND 2 42179 0 0 COMCAST CORP NEW CL A 20030N101 BBG001S5PXL2 5045138 113783 PRN DFND 4 113783 0 0 COMFORT SYS USA INC COM 199908104 BBG001SB1GG8 6466719 37948 PRN DFND 1 37948 0 0 COMFORT SYS USA INC COM 199908104 BBG001SB1GG8 1029447 6041 PRN DFND 4 6041 0 0 COMMERCE BANCSHARES INC COM 200525103 BBG001S5PK21 15881 331 PRN DFND 3 331 0 0 COMMERCE BANCSHARES INC COM 200525103 BBG001S5PK21 3386524 70582 PRN DFND 1 70582 0 0 COMMERCIAL METALS CO COM 201723103 BBG001S5PXG8 11004348 222715 PRN DFND 4 222715 0 0 COMMERCIAL METALS CO COM 201723103 BBG001S5PXG8 29893 605 PRN DFND 3 605 0 0 COMMERCIAL METALS CO COM 201723103 BBG001S5PXG8 4385582 88759 PRN DFND 1 88759 0 0 COMMERCIAL VEH GROUP INC COM 202608105 BBG001SLYY17 469589 60514 PRN DFND 4 60514 0 0 COMMSCOPE HLDG CO INC COM 20337X109 BBG004LTL7M1 369600 110000 PRN DFND 4 110000 0 0 COMMSCOPE HLDG CO INC COM 20337X109 BBG004LTL7M1 30583 9102 PRN DFND 1 9102 0 0 COMMSCOPE HLDG CO INC COM 20337X109 BBG004LTL7M1 21491 6396 PRN DFND 3 6396 0 0 COMMUNITY BK SYS INC COM 203607106 BBG001S5PK76 4308712 102078 PRN DFND 1 102078 0 0 COMMUNITY BK SYS INC COM 203607106 BBG001S5PK76 40733 965 PRN DFND 3 965 0 0 COMMUNITY HEALTHCARE TR INC COM 20369C106 BBG008G2P3N1 2096761 70598 PRN DFND 4 70598 0 0 COMMVAULT SYS INC COM 204166102 BBG001S7R751 4396205 65023 PRN DFND 1 65023 0 0 COMMVAULT SYS INC COM 204166102 BBG001S7R751 26774 396 PRN DFND 3 396 0 0 COMMVAULT SYS INC COM 204166102 BBG001S7R751 16457897 243424 PRN DFND 4 243424 0 0 COMPASS INC CL A 20464U100 BBG00J5SXTJ1 85599 29517 PRN DFND 3 29517 0 0 COMPASS MINERALS INTL INC COM 20451N101 BBG001SDY0X4 3064522 109643 PRN DFND 4 109643 0 0 COMSTOCK RES INC COM 205768302 BBG001S8FX55 2563582 232419 PRN DFND 3 232419 0 0 COMSTOCK RES INC COM 205768302 BBG001S8FX55 777571 70496 PRN DFND 1 70496 0 0 CONAGRA BRANDS INC COM 205887102 BBG001S5PGY5 407681 14868 PRN DFND 1 14868 0 0 CONAGRA BRANDS INC COM 205887102 BBG001S5PGY5 8562964 312289 PRN DFND 4 312289 0 0 CONCENTRIX CORP COM 20602D101 BBG00RCNQMY2 4196963 52390 PRN DFND 1 52390 0 0 CONFLUENT INC NOTE 1/1 20717MAB9 5633400 6870000 PRN DFND 3 6870000 0 0 CONFLUENT INC NOTE 1/1 20717MAB9 1336600 1630000 PRN DFND 2 1630000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 4862529 5110000 PRN DFND 3 5110000 0 0 CONOCOPHILLIPS COM 20825C104 BBG001S5TZM2 1560635 13027 PRN DFND 2 13027 0 0 CONOCOPHILLIPS COM 20825C104 BBG001S5TZM2 13628448 113760 PRN DFND 4 113760 0 0 CONOCOPHILLIPS COM 20825C104 BBG001S5TZM2 20770804 173379 PRN DFND 1 173379 0 0 CONSOLIDATED EDISON INC COM 209115104 BBG001S5QRL4 1512598 17685 PRN DFND 4 17685 0 0 CONSOLIDATED EDISON INC COM 209115104 BBG001S5QRL4 74497 871 PRN DFND 1 871 0 0 CONSTELLATION BRANDS INC CL A 21036P108 BBG001SD31G5 907804 3612 PRN DFND 3 3612 0 0 CONSTELLATION ENERGY CORP COM 21037T109 BBG014KFRPJ9 844279 7740 PRN DFND 4 7740 0 0 CONSTELLATION ENERGY CORP COM 21037T109 BBG014KFRPJ9 7241276 66385 PRN DFND 1 66385 0 0 CONSTELLIUM SE CL A SHS F21107101 BBG004K5PKF9 3642857 200157 PRN DFND 4 200157 0 0 COOPER COS INC COM NEW 216648402 BBG001S5Q1H6 772764 2430 PRN DFND 4 2430 0 0 COOPER COS INC COM NEW 216648402 BBG001S5Q1H6 28939 91 PRN DFND 3 91 0 0 COOPER COS INC COM NEW 216648402 BBG001S5Q1H6 73460 231 PRN DFND 1 231 0 0 COPART INC COM 217204106 BBG001S7MTB1 28728146 666701 PRN DFND 1 666701 0 0 COPART INC COM 217204106 BBG001S7MTB1 124616 2892 PRN DFND 3 2892 0 0 COPART INC COM 217204106 BBG001S7MTB1 2285106 53031 PRN DFND 4 53031 0 0 CORCEPT THERAPEUTICS INC COM 218352102 BBG001S8QGV1 475126 17439 PRN DFND 1 17439 0 0 CORCEPT THERAPEUTICS INC COM 218352102 BBG001S8QGV1 15985077 586716 PRN DFND 4 586716 0 0 CORCEPT THERAPEUTICS INC COM 218352102 BBG001S8QGV1 43265 1588 PRN DFND 3 1588 0 0 CORE & MAIN INC CL A 21874C102 BBG01163K3R5 5377438 186393 PRN DFND 1 186393 0 0 CORE & MAIN INC CL A 21874C102 BBG01163K3R5 2253964 78127 PRN DFND 3 78127 0 0 COREBRIDGE FINL INC COM 21871X109 BBG016HJ8836 2781807 140851 PRN DFND 4 140851 0 0 COREBRIDGE FINL INC COM 21871X109 BBG016HJ8836 59487 3012 PRN DFND 3 3012 0 0 COREBRIDGE FINL INC COM 21871X109 BBG016HJ8836 5122597 259372 PRN DFND 1 259372 0 0 CORECARD CORPORATION COM 45816D100 BBG001S6WBB1 282000 14100 PRN DFND 4 14100 0 0 CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 BBG001SM2S77 17509 21886 PRN DFND 4 21886 0 0 CORNING INC COM 219350105 BBG001S5RLH1 869065 28522 PRN DFND 4 28522 0 0 CORNING INC COM 219350105 BBG001S5RLH1 316827 10398 PRN DFND 1 10398 0 0 CORTEVA INC COM 22052L104 BBG00BN969D0 914587 17877 PRN DFND 2 17877 0 0 CORVEL CORP COM 221006109 BBG001S72ZL8 2726159 13863 PRN DFND 4 13863 0 0 COSTAR GROUP INC COM 22160N109 BBG001SD3DY9 1897184 24674 PRN DFND 4 24674 0 0 COSTAR GROUP INC COM 22160N109 BBG001SD3DY9 2887758 37557 PRN DFND 1 37557 0 0 COSTCO WHSL CORP NEW COM 22160K105 BBG001S9KRQ7 2453056 4342 PRN DFND 2 4342 0 0 COSTCO WHSL CORP NEW COM 22160K105 BBG001S9KRQ7 347450 615 PRN DFND 3 615 0 0 COSTCO WHSL CORP NEW COM 22160K105 BBG001S9KRQ7 1709569 3026 PRN DFND 4 3026 0 0 COSTCO WHSL CORP NEW COM 22160K105 BBG001S9KRQ7 76383722 135202 PRN DFND 1 135202 0 0 COTERRA ENERGY INC COM 127097103 BBG001S6H6Y4 285269 10546 PRN DFND 3 10546 0 0 COTERRA ENERGY INC COM 127097103 BBG001S6H6Y4 8542877 315818 PRN DFND 1 315818 0 0 COTERRA ENERGY INC COM 127097103 BBG001S6H6Y4 35165 1300 PRN DFND 4 1300 0 0 COTY INC COM CL A 222070203 BBG001S8GLM1 30716 2800 PRN DFND 4 2800 0 0 COTY INC COM CL A 222070203 BBG001S8GLM1 114187 10409 PRN DFND 1 10409 0 0 COUPANG INC CL A 22266T109 BBG00XMJRPR7 34266662 2015686 PRN DFND 1 2015686 0 0 COURSERA INC COM 22266M104 BBG002WLDMY3 20013607 1070819 PRN DFND 1 1070819 0 0 CRANE COMPANY COMMON STOCK 224408104 BBG016G0L0V9 4950964 55729 PRN DFND 1 55729 0 0 CRANE COMPANY COMMON STOCK 224408104 BBG016G0L0V9 23720 267 PRN DFND 3 267 0 0 CRANE COMPANY COMMON STOCK 224408104 BBG016G0L0V9 26652 300 PRN DFND 4 300 0 0 CRANE NXT CO COM 224441105 BBG017BXPZ94 3233118 58181 PRN DFND 1 58181 0 0 CRANE NXT CO COM 224441105 BBG017BXPZ94 476902 8582 PRN DFND 4 8582 0 0 CRAWFORD & CO CL A 224633206 BBG001S5TK72 253852 27179 PRN DFND 4 27179 0 0 CREDICORP LTD COM G2519Y108 BBG001S8L8P1 76526 598 PRN DFND 3 598 0 0 CREDICORP LTD COM G2519Y108 BBG001S8L8P1 16085317 125696 PRN DFND 4 125696 0 0 CRESCENT PT ENERGY CORP COM 22576C101 BBG001SLLJ78 1934647 233090 PRN DFND 1 233090 0 0 CRH PLC ORD G25508105 BBG001S61NK9 8286888 151414 PRN DFND 2 151414 0 0 CRINETICS PHARMACEUTICALS IN COM 22663K107 BBG00BC592C3 904304 30407 PRN DFND 4 30407 0 0 CRISPR THERAPEUTICS AG NAMEN AKT H17182108 BBG00DBBGRY0 8076470 177935 PRN DFND 1 177935 0 0 CROCS INC COM 227046109 BBG001SDGFR8 881329 9989 PRN DFND 3 9989 0 0 CROCS INC COM 227046109 BBG001SDGFR8 1312068 14871 PRN DFND 4 14871 0 0 CROCS INC COM 227046109 BBG001SDGFR8 62264087 705702 PRN DFND 1 705702 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 BBG00BLYKRZ7 2239712 13381 PRN DFND 1 13381 0 0 CROWDSTRIKE HLDGS INC CL A 22788C105 BBG00BLYKRZ7 19069603 113930 PRN DFND 4 113930 0 0 CROWN CASTLE INC COM 22822V101 BBG001S7W5T3 369685 4017 PRN DFND 4 4017 0 0 CROWN HLDGS INC COM 228368106 BBG001S5PKZ5 9430375 106582 PRN DFND 4 106582 0 0 CSG SYS INTL INC COM 126349109 BBG001S8QQ76 47797 935 PRN DFND 1 935 0 0 CSG SYS INTL INC COM 126349109 BBG001S8QQ76 771094 15084 PRN DFND 4 15084 0 0 CSX CORP COM 126408103 BBG001S5Q7Q3 1044239 33959 PRN DFND 1 33959 0 0 CSX CORP COM 126408103 BBG001S5Q7Q3 26599 865 PRN DFND 3 865 0 0 CSX CORP COM 126408103 BBG001S5Q7Q3 717797 23343 PRN DFND 2 23343 0 0 CSX CORP COM 126408103 BBG001S5Q7Q3 46739293 1519977 PRN DFND 4 1519977 0 0 CUMMINS INC COM 231021106 BBG001S5Q9M3 9018230 39474 PRN DFND 1 39474 0 0 CUMMINS INC COM 231021106 BBG001S5Q9M3 36214794 158517 PRN DFND 4 158517 0 0 CURIOSITYSTREAM INC COM CL A 23130Q107 BBG00QS5N3W3 9505 13400 PRN DFND 4 13400 0 0 CUSHMAN WAKEFIELD PLC SHS G2717B108 BBG00L7XVP49 40744 5347 PRN DFND 3 5347 0 0 CUSHMAN WAKEFIELD PLC SHS G2717B108 BBG00L7XVP49 1148982 150785 PRN DFND 1 150785 0 0 CUSTOMERS BANCORP INC COM 23204G100 BBG0023XX770 560812 16279 PRN DFND 4 16279 0 0 CUSTOMERS BANCORP INC COM 23204G100 BBG0023XX770 30936 898 PRN DFND 1 898 0 0 CUTERA INC COM 232109108 BBG001S668S9 120262 19977 PRN DFND 4 19977 0 0 CVR ENERGY INC COM 12662P108 BBG001SM6PD2 819238 24074 PRN DFND 4 24074 0 0 CVS HEALTH CORP COM 126650100 BBG001S5QBD8 50026030 716500 PRN DFND 1 716500 0 0 CVS HEALTH CORP COM 126650100 BBG001S5QBD8 39961198 572346 PRN DFND 4 572346 0 0 CVS HEALTH CORP COM 126650100 BBG001S5QBD8 152277 2181 PRN DFND 3 2181 0 0 CVS HEALTH CORP COM 126650100 BBG001S5QBD8 2148711 30775 PRN DFND 2 30775 0 0 CXAPP INC COM CL A 23248B109 BBG00Z49NLG9 30479 16839 PRN DFND 4 16839 0 0 CYBERARK SOFTWARE LTD NOTE 11/1 23248VAB1 2633857 2285000 PRN DFND 3 2285000 0 0 CYTEK BIOSCIENCES INC COM 23285D109 BBG00D36Q103 439094 79546 PRN DFND 4 79546 0 0 CYTOKINETICS INC COM NEW 23282W605 BBG001SGMVF2 297782 10108 PRN DFND 1 10108 0 0 CYTOKINETICS INC NOTE 3.500% 7/0 23282WAC4 2471214 2820000 PRN DFND 3 2820000 0 0 D R HORTON INC COM 23331A109 BBG001S8M692 1151863 10718 PRN DFND 2 10718 0 0 D R HORTON INC COM 23331A109 BBG001S8M692 73182986 680962 PRN DFND 4 680962 0 0 D R HORTON INC COM 23331A109 BBG001S8M692 33201674 308939 PRN DFND 1 308939 0 0 D R HORTON INC COM 23331A109 BBG001S8M692 239336 2227 PRN DFND 3 2227 0 0 DANA INC COM 235825205 BBG001SRW699 1140607 77751 PRN DFND 4 77751 0 0 DANA INC COM 235825205 BBG001SRW699 2819530 192197 PRN DFND 1 192197 0 0 DANA INC COM 235825205 BBG001SRW699 52504 3579 PRN DFND 3 3579 0 0 DANAHER CORPORATION COM 235851102 BBG001S5QGT0 2742746 11055 PRN DFND 1 11055 0 0 DANAHER CORPORATION COM 235851102 BBG001S5QGT0 21900283 88272 PRN DFND 4 88272 0 0 DANAHER CORPORATION COM 235851102 BBG001S5QGT0 2754406 11102 PRN DFND 2 11102 0 0 DARDEN RESTAURANTS INC COM 237194105 BBG001S5QM08 176877 1235 PRN DFND 3 1235 0 0 DARDEN RESTAURANTS INC COM 237194105 BBG001S5QM08 1131868 7903 PRN DFND 4 7903 0 0 DARDEN RESTAURANTS INC COM 237194105 BBG001S5QM08 8325379 58130 PRN DFND 1 58130 0 0 DATADOG INC CL A COM 23804L103 BBG003NJHZW5 4744696 52088 PRN DFND 4 52088 0 0 DATADOG INC CL A COM 23804L103 BBG003NJHZW5 16483829 180962 PRN DFND 1 180962 0 0 DATADOG INC NOTE 0.125% 6/1 23804LAB9 4243711 3590000 PRN DFND 3 3590000 0 0 DAVE & BUSTERS ENTMT INC COM 238337109 BBG001WWJTL4 202439 5461 PRN DFND 3 5461 0 0 DAVITA INC COM 23918K108 BBG001SB5DZ0 75624 800 PRN DFND 4 800 0 0 DAVITA INC COM 23918K108 BBG001SB5DZ0 20162493 213292 PRN DFND 1 213292 0 0 DECKERS OUTDOOR CORP COM 243537107 BBG001S7GXB9 85069557 165476 PRN DFND 1 165476 0 0 DECKERS OUTDOOR CORP COM 243537107 BBG001S7GXB9 4449963 8656 PRN DFND 4 8656 0 0 DECKERS OUTDOOR CORP COM 243537107 BBG001S7GXB9 642098 1249 PRN DFND 3 1249 0 0 DEERE & CO COM 244199105 BBG001S5QFF7 25284 67 PRN DFND 3 67 0 0 DEERE & CO COM 244199105 BBG001S5QFF7 1124592 2980 PRN DFND 2 2980 0 0 DEERE & CO COM 244199105 BBG001S5QFF7 20441542 54167 PRN DFND 1 54167 0 0 DEERE & CO COM 244199105 BBG001S5QFF7 95853388 253997 PRN DFND 4 253997 0 0 DELEK US HLDGS INC NEW COM 24665A103 BBG00FZYFVD4 331175 11657 PRN DFND 1 11657 0 0 DELEK US HLDGS INC NEW COM 24665A103 BBG00FZYFVD4 54945 1934 PRN DFND 4 1934 0 0 DELL TECHNOLOGIES INC CL C 24703L202 BBG00DW3SZT0 57738 838 PRN DFND 3 838 0 0 DELL TECHNOLOGIES INC CL C 24703L202 BBG00DW3SZT0 46265730 671491 PRN DFND 1 671491 0 0 DELL TECHNOLOGIES INC CL C 24703L202 BBG00DW3SZT0 10154964 147387 PRN DFND 4 147387 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 BBG001SPT759 1810558 48934 PRN DFND 4 48934 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 BBG001SPT759 37481 1013 PRN DFND 3 1013 0 0 DELTA AIR LINES INC DEL COM NEW 247361702 BBG001SPT759 16132 436 PRN DFND 1 436 0 0 DENALI THERAPEUTICS INC COM 24823R105 BBG008P7F878 8736310 423476 PRN DFND 1 423476 0 0 DENALI THERAPEUTICS INC COM 24823R105 BBG008P7F878 2764 134 PRN DFND 4 134 0 0 DENTSPLY SIRONA INC COM 24906P109 BBG001S5XLV8 31786119 930507 PRN DFND 4 930507 0 0 DENTSPLY SIRONA INC COM 24906P109 BBG001S5XLV8 192833 5645 PRN DFND 3 5645 0 0 DENTSPLY SIRONA INC COM 24906P109 BBG001S5XLV8 17434786 510386 PRN DFND 1 510386 0 0 DESCARTES SYS GROUP INC COM 249906108 BBG001SBJY34 22448905 304453 PRN DFND 4 304453 0 0 DESIGNER BRANDS INC CL A 250565108 BBG001SLWM79 195470 15440 PRN DFND 3 15440 0 0 DEVON ENERGY CORP NEW COM 25179M103 BBG001S63VG4 21174650 443913 PRN DFND 4 443913 0 0 DEVON ENERGY CORP NEW COM 25179M103 BBG001S63VG4 15368654 322194 PRN DFND 1 322194 0 0 DEVON ENERGY CORP NEW COM 25179M103 BBG001S63VG4 1632771 34230 PRN DFND 3 34230 0 0 DEXCOM INC COM 252131107 BBG001SKZG99 74360 797 PRN DFND 3 797 0 0 DEXCOM INC COM 252131107 BBG001SKZG99 33159473 355407 PRN DFND 1 355407 0 0 DEXCOM INC COM 252131107 BBG001SKZG99 23117781 247779 PRN DFND 4 247779 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 18272007 19385000 PRN DFND 3 19385000 0 0 DEXCOM INC NOTE 0.250%11/1 252131AK3 6837469 7245000 PRN DFND 2 7245000 0 0 DHI GROUP INC COM 23331S100 BBG001SRZL39 361671 118193 PRN DFND 4 118193 0 0 DIAMOND HILL INVT GROUP INC COM NEW 25264R207 BBG001SCH7V2 1230055 7297 PRN DFND 4 7297 0 0 DIAMONDBACK ENERGY INC COM 25278X109 BBG002PHSZN7 1453859 9387 PRN DFND 4 9387 0 0 DIAMONDBACK ENERGY INC COM 25278X109 BBG002PHSZN7 14897133 96185 PRN DFND 1 96185 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 BBG001SJ63M8 11316832 1409319 PRN DFND 4 1409319 0 0 DICKS SPORTING GOODS INC COM 253393102 BBG001SK2651 9527026 87742 PRN DFND 1 87742 0 0 DIGITAL TURBINE INC COM NEW 25400W102 BBG001SPBG12 38327 6335 PRN DFND 1 6335 0 0 DIGITAL TURBINE INC COM NEW 25400W102 BBG001SPBG12 30583 5055 PRN DFND 3 5055 0 0 DIGITAL TURBINE INC COM NEW 25400W102 BBG001SPBG12 339096 56049 PRN DFND 4 56049 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 4150481 5399000 PRN DFND 2 5399000 0 0 DIGITALOCEAN HLDGS INC NOTE 12/0 25402DAB8 5389706 7011000 PRN DFND 3 7011000 0 0 DILLARDS INC CL A 254067101 BBG001S5VNW5 15912292 48101 PRN DFND 1 48101 0 0 DILLARDS INC CL A 254067101 BBG001S5VNW5 403588 1220 PRN DFND 4 1220 0 0 DIODES INC COM 254543101 BBG001SCJ937 85857 1089 PRN DFND 3 1089 0 0 DIODES INC COM 254543101 BBG001SCJ937 1070805 13582 PRN DFND 4 13582 0 0 DIODES INC COM 254543101 BBG001SCJ937 2097696 26607 PRN DFND 1 26607 0 0 DISCOVER FINL SVCS COM 254709108 BBG001SS0KV6 4452262 51394 PRN DFND 1 51394 0 0 DISCOVER FINL SVCS COM 254709108 BBG001SS0KV6 32052840 369997 PRN DFND 4 369997 0 0 DISNEY WALT CO COM 254687106 BBG001S5QHF3 18487505 228100 PRN DFND 4 228100 0 0 DISNEY WALT CO COM 254687106 BBG001S5QHF3 1542057 19026 PRN DFND 2 19026 0 0 DLOCAL LTD CLASS A COM G29018101 BBG00XGCHFW6 13631461 711083 PRN DFND 1 711083 0 0 DOCUSIGN INC COM 256163106 BBG001T535D5 24753288 589364 PRN DFND 4 589364 0 0 DOCUSIGN INC COM 256163106 BBG001T535D5 16543968 393904 PRN DFND 1 393904 0 0 DOLBY LABORATORIES INC COM CL A 25659T107 BBG001SDXGH8 994079 12542 PRN DFND 1 12542 0 0 DOLBY LABORATORIES INC COM CL A 25659T107 BBG001SDXGH8 1634975 20628 PRN DFND 4 20628 0 0 DOLE PLC ORD SHS G27907107 BBG011PCV5C3 4221234 364528 PRN DFND 4 364528 0 0 DOLE PLC ORD SHS G27907107 BBG011PCV5C3 42649 3683 PRN DFND 1 3683 0 0 DOLLAR GEN CORP NEW COM 256677105 BBG001T5BM30 47385598 447879 PRN DFND 1 447879 0 0 DOLLAR GEN CORP NEW COM 256677105 BBG001T5BM30 4364250 41250 PRN DFND 4 41250 0 0 DOLLAR GEN CORP NEW COM 256677105 BBG001T5BM30 336550 3181 PRN DFND 3 3181 0 0 DOLLAR TREE INC COM 256746108 BBG001S6ZGL6 2702340 25386 PRN DFND 4 25386 0 0 DOMINION ENERGY INC COM 25746U109 BBG001S5QCP3 1424928 31899 PRN DFND 1 31899 0 0 DOMINOS PIZZA INC COM 25754A201 BBG001SL3ZH1 4608738 12167 PRN DFND 1 12167 0 0 DOMO INC COM CL B 257554105 BBG00L2NS125 122625 12500 PRN DFND 4 12500 0 0 DONALDSON INC COM 257651109 BBG001S5QDV4 2168272 36356 PRN DFND 4 36356 0 0 DONALDSON INC COM 257651109 BBG001S5QDV4 2016727 33815 PRN DFND 1 33815 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 BBG009R0CT67 31517 560 PRN DFND 1 560 0 0 DONNELLEY FINL SOLUTIONS INC COM 25787G100 BBG009R0CT67 1525357 27103 PRN DFND 4 27103 0 0 DORIAN LPG LTD SHS USD Y2106R110 BBG006476HV8 23990 835 PRN DFND 3 835 0 0 DORIAN LPG LTD SHS USD Y2106R110 BBG006476HV8 330768 11513 PRN DFND 1 11513 0 0 DOUBLEVERIFY HLDGS INC COM 25862V105 BBG00ZNRRKL0 4165 149 PRN DFND 4 149 0 0 DOUBLEVERIFY HLDGS INC COM 25862V105 BBG00ZNRRKL0 753113 26945 PRN DFND 1 26945 0 0 DOUGLAS ELLIMAN INC COM 25961D105 BBG013ZGQFH8 550796 243715 PRN DFND 4 243715 0 0 DOVER CORP COM 260003108 BBG001S5QL46 10892941 78080 PRN DFND 1 78080 0 0 DOW INC COM 260557103 BBG00BN96931 1890447 36665 PRN DFND 2 36665 0 0 DOW INC COM 260557103 BBG00BN96931 289303 5611 PRN DFND 4 5611 0 0 DOW INC COM 260557103 BBG00BN96931 906064 17573 PRN DFND 1 17573 0 0 DOXIMITY INC CL A 26622P107 BBG0026ZJQY6 18687372 880649 PRN DFND 1 880649 0 0 DR REDDYS LABS LTD ADR 256135203 BBG001SHMCN3 50279286 751896 PRN DFND 4 751896 0 0 DRAFTKINGS INC NEW COM CL A 26142V105 BBG0134WCMB3 165953 5637 PRN DFND 1 5637 0 0 DRAFTKINGS INC NEW COM CL A 26142V105 BBG0134WCMB3 600517 20398 PRN DFND 4 20398 0 0 DRAFTKINGS INC NEW COM CL A 26142V105 BBG0134WCMB3 2944000 100000 PRN Call DFND 2 100000 0 0 DRIVEN BRANDS HLDGS INC COM 26210V102 BBG00YN8ND71 106499 8459 PRN DFND 4 8459 0 0 DRIVEN BRANDS HLDGS INC COM 26210V102 BBG00YN8ND71 21126 1678 PRN DFND 3 1678 0 0 DRIVEN BRANDS HLDGS INC COM 26210V102 BBG00YN8ND71 3696122 293576 PRN DFND 1 293576 0 0 DROPBOX INC CL A 26210C104 BBG001TFLWN3 10622450 390101 PRN DFND 1 390101 0 0 DROPBOX INC CL A 26210C104 BBG001TFLWN3 14840159 544993 PRN DFND 4 544993 0 0 DROPBOX INC NOTE 3/0 26210CAD6 2849272 3000000 PRN DFND 3 3000000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 718204 757000 PRN DFND 2 757000 0 0 DROPBOX INC NOTE 3/0 26210CAC8 6825068 7198000 PRN DFND 3 7198000 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 BBG001S5QNR7 116856 1324 PRN DFND 3 1324 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 BBG001S5QNR7 1059 12 PRN DFND 4 12 0 0 DUKE ENERGY CORP NEW COM NEW 26441C204 BBG001S5QNR7 244039 2765 PRN DFND 1 2765 0 0 DUN & BRADSTREET HLDGS INC COM 26484T106 BBG00VCZXBX3 7066746 707382 PRN DFND 1 707382 0 0 DUOLINGO INC CL A COM 26603R106 BBG003D4V960 37472521 225915 PRN DFND 1 225915 0 0 DUOLINGO INC CL A COM 26603R106 BBG003D4V960 18909 114 PRN DFND 4 114 0 0 DUPONT DE NEMOURS INC COM 26614N102 BBG00BN961H3 216087 2897 PRN DFND 1 2897 0 0 DUTCH BROS INC CL A 26701L100 BBG01282ZJ56 193138 8307 PRN DFND 4 8307 0 0 DUTCH BROS INC CL A 26701L100 BBG01282ZJ56 104067 4476 PRN DFND 3 4476 0 0 DYCOM INDS INC COM 267475101 BBG001S6MGW8 9903920 111280 PRN DFND 1 111280 0 0 DYCOM INDS INC COM 267475101 BBG001S6MGW8 89000 1000 PRN DFND 4 1000 0 0 DYNATRACE INC COM NEW 268150109 BBG00PNN7CW9 27102839 579988 PRN DFND 4 579988 0 0 DYNATRACE INC COM NEW 268150109 BBG00PNN7CW9 8813278 188600 PRN DFND 1 188600 0 0 DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 BBG001S7HTB7 2023490 137000 PRN DFND 4 137000 0 0 E L F BEAUTY INC COM 26856L103 BBG00DQ6VYQ2 841627 7663 PRN DFND 4 7663 0 0 E L F BEAUTY INC COM 26856L103 BBG00DQ6VYQ2 7362674 67037 PRN DFND 1 67037 0 0 E L F BEAUTY INC COM 26856L103 BBG00DQ6VYQ2 50302 458 PRN DFND 3 458 0 0 E2OPEN PARENT HOLDINGS INC COM CL A 29788T103 BBG00S91HBN8 222914 49100 PRN DFND 4 49100 0 0 EAGLE MATLS INC COM 26969P108 BBG001S7VG92 7966983 47844 PRN DFND 1 47844 0 0 EAGLE MATLS INC COM 26969P108 BBG001S7VG92 3612318 21693 PRN DFND 3 21693 0 0 EAGLE MATLS INC COM 26969P108 BBG001S7VG92 9731429 58440 PRN DFND 4 58440 0 0 EAGLE PHARMACEUTICALS INC COM 269796108 BBG005Y3XXX9 577245 36604 PRN DFND 4 36604 0 0 EAST WEST BANCORP INC COM 27579R104 BBG001SCC7R2 379248 7195 PRN DFND 1 7195 0 0 EASTERN BANKSHARES INC COM 27627N105 BBG00W9KWY41 994472 79304 PRN DFND 1 79304 0 0 EASTMAN CHEM CO COM 277432100 BBG001S7JNP3 18643 243 PRN DFND 3 243 0 0 EASTMAN CHEM CO COM 277432100 BBG001S7JNP3 1463818 19080 PRN DFND 1 19080 0 0 EATON CORP PLC SHS G29183103 BBG001S5QZ45 6423567 30118 PRN DFND 3 30118 0 0 EATON CORP PLC SHS G29183103 BBG001S5QZ45 10958113 51379 PRN DFND 4 51379 0 0 EATON CORP PLC SHS G29183103 BBG001S5QZ45 77634 364 PRN DFND 1 364 0 0 EBAY INC. COM 278642103 BBG001S9B9J5 246992 5602 PRN DFND 1 5602 0 0 EBAY INC. COM 278642103 BBG001S9B9J5 9836038 223090 PRN DFND 4 223090 0 0 ECOLAB INC COM 278865100 BBG001S5QRB5 129418551 763982 PRN DFND 4 763982 0 0 ECOLAB INC COM 278865100 BBG001S5QRB5 19654804 116026 PRN DFND 1 116026 0 0 EDGEWELL PERS CARE CO COM 28035Q102 BBG001SF1XY2 11593021 313664 PRN DFND 1 313664 0 0 EDGEWELL PERS CARE CO COM 28035Q102 BBG001SF1XY2 872552 23608 PRN DFND 3 23608 0 0 EDISON INTL COM 281020107 BBG001S7MY75 3176905 50196 PRN DFND 1 50196 0 0 EDISON INTL COM 281020107 BBG001S7MY75 17655821 278967 PRN DFND 4 278967 0 0 EDITAS MEDICINE INC COM 28106W103 BBG005MX5H08 4977820 638182 PRN DFND 4 638182 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 BBG001SF2288 97225474 1403370 PRN DFND 4 1403370 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 BBG001SF2288 568997 8213 PRN DFND 1 8213 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 BBG001SF2288 2243979 32390 PRN DFND 3 32390 0 0 EGAIN CORP COM NEW 28225C806 BBG001SD2461 162286 26474 PRN DFND 4 26474 0 0 EHEALTH INC COM 28238P109 BBG001SQX565 291190 39350 PRN DFND 4 39350 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 BBG00LJYS1R6 25171452 2239453 PRN DFND 1 2239453 0 0 ELANCO ANIMAL HEALTH INC COM 28414H103 BBG00LJYS1R6 938540 83500 PRN DFND 4 83500 0 0 ELASTIC N V ORD SHS N14506104 BBG00LWZDZ26 236977 2917 PRN DFND 1 2917 0 0 ELASTIC N V ORD SHS N14506104 BBG00LWZDZ26 170604 2100 PRN DFND 4 2100 0 0 ELECTROMED INC COM 285409108 BBG001T853R7 195498 18816 PRN DFND 4 18816 0 0 ELECTRONIC ARTS INC COM 285512109 BBG001S5T5C9 526630 4374 PRN DFND 3 4374 0 0 ELECTRONIC ARTS INC COM 285512109 BBG001S5T5C9 70362844 584409 PRN DFND 4 584409 0 0 ELEVANCE HEALTH INC COM 036752103 BBG001S6KBQ8 9898838 22734 PRN DFND 1 22734 0 0 ELEVANCE HEALTH INC COM 036752103 BBG001S6KBQ8 1112934 2556 PRN DFND 2 2556 0 0 ELEVANCE HEALTH INC COM 036752103 BBG001S6KBQ8 43977 101 PRN DFND 3 101 0 0 ELEVANCE HEALTH INC COM 036752103 BBG001S6KBQ8 277393890 637072 PRN DFND 4 637072 0 0 ELI LILLY & CO COM 532457108 BBG001S5STL8 38013227 70771 PRN DFND 4 70771 0 0 ELI LILLY & CO COM 532457108 BBG001S5STL8 20411 38 PRN DFND 3 38 0 0 ELI LILLY & CO COM 532457108 BBG001S5STL8 4514041 8404 PRN DFND 2 8404 0 0 ELI LILLY & CO COM 532457108 BBG001S5STL8 462469 861 PRN DFND 1 861 0 0 EMBRAER S.A. SPONSORED ADS 29082A107 BBG001S63XQ9 8864039 646067 PRN DFND 4 646067 0 0 EMCOR GROUP INC COM 29084Q100 BBG001S5QVG1 2848260 13538 PRN DFND 4 13538 0 0 EMCOR GROUP INC COM 29084Q100 BBG001S5QVG1 80159 381 PRN DFND 3 381 0 0 EMCOR GROUP INC COM 29084Q100 BBG001S5QVG1 10970366 52143 PRN DFND 1 52143 0 0 EMEREN GROUP LTD SPONSORED ADS 75971T301 BBG001T12XN3 85957 27908 PRN DFND 4 27908 0 0 EMERGENT BIOSOLUTIONS INC COM 29089Q105 BBG001SP1G40 489063 143842 PRN DFND 4 143842 0 0 EMERSON ELEC CO COM 291011104 BBG001S5QVT7 9031130 93519 PRN DFND 4 93519 0 0 EMERSON ELEC CO COM 291011104 BBG001S5QVT7 4456223 46145 PRN DFND 1 46145 0 0 EMERSON ELEC CO COM 291011104 BBG001S5QVT7 24915 258 PRN DFND 3 258 0 0 EMPIRE ST RLTY TR INC CL A 292104106 BBG002N8HMX9 3046830 378959 PRN DFND 4 378959 0 0 EMPLOYERS HLDGS INC COM 292218104 BBG001SMM101 606761 15188 PRN DFND 4 15188 0 0 EMPLOYERS HLDGS INC COM 292218104 BBG001SMM101 154207 3860 PRN DFND 1 3860 0 0 ENACT HLDGS INC COM 29249E109 BBG00WSNP4S2 608863 22360 PRN DFND 4 22360 0 0 ENCOMPASS HEALTH CORP COM 29261A100 BBG001S5Q5B3 87308 1300 PRN DFND 4 1300 0 0 ENCOMPASS HEALTH CORP COM 29261A100 BBG001S5Q5B3 26988783 401858 PRN DFND 1 401858 0 0 ENCORE CAP GROUP INC COM 292554102 BBG001SKFPK8 4151777 86930 PRN DFND 4 86930 0 0 ENCORE WIRE CORP COM 292562105 BBG001S70TC4 5191169 28451 PRN DFND 1 28451 0 0 ENCORE WIRE CORP COM 292562105 BBG001S70TC4 2668295 14624 PRN DFND 4 14624 0 0 ENERPAC TOOL GROUP CORP CL A COM 292765104 BBG001S5NYQ7 39328 1488 PRN DFND 1 1488 0 0 ENERPAC TOOL GROUP CORP CL A COM 292765104 BBG001S5NYQ7 530159 20059 PRN DFND 4 20059 0 0 ENERPLUS CORP COM 292766102 BBG001SGHVD0 3762242 213400 PRN DFND 4 213400 0 0 ENERPLUS CORP COM 292766102 BBG001SGHVD0 1182479 67072 PRN DFND 1 67072 0 0 ENERPLUS CORP COM 292766102 BBG001SGHVD0 2302161 130582 PRN DFND 3 130582 0 0 ENERSYS COM 29275Y102 BBG001SLVXW8 1167470 12332 PRN DFND 1 12332 0 0 ENERSYS COM 29275Y102 BBG001SLVXW8 28401 300 PRN DFND 4 300 0 0 ENHABIT INC COM 29332G102 BBG014QJ5CJ8 1721981 153065 PRN DFND 2 153065 0 0 ENHABIT INC COM 29332G102 BBG014QJ5CJ8 534049 47471 PRN DFND 3 47471 0 0 ENNIS INC COM 293389102 BBG001S5QQS9 337398 15900 PRN DFND 4 15900 0 0 ENOVA INTL INC COM 29357K103 BBG0022PSJT4 263710 5184 PRN DFND 4 5184 0 0 ENOVIX CORPORATION COM 293594107 BBG00YC538B7 267754 21335 PRN DFND 1 21335 0 0 ENPHASE ENERGY INC COM 29355A107 BBG001V28NC6 32320 269 PRN DFND 1 269 0 0 ENPHASE ENERGY INC COM 29355A107 BBG001V28NC6 2101063 17487 PRN DFND 4 17487 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAK3 1400136 1650000 PRN DFND 3 1650000 0 0 ENPHASE ENERGY INC NOTE 3/0 29355AAH0 3251813 3525000 PRN DFND 3 3525000 0 0 ENSIGN GROUP INC COM 29358P101 BBG001SPNL09 2649713 28513 PRN DFND 1 28513 0 0 ENSTAR GROUP LIMITED SHS G3075P101 BBG001SKW104 1633984 6752 PRN DFND 4 6752 0 0 ENTEGRIS INC COM 29362U104 BBG001SF9YL6 4215996 44894 PRN DFND 4 44894 0 0 ENTEGRIS INC COM 29362U104 BBG001SF9YL6 55783 594 PRN DFND 3 594 0 0 ENTERGY CORP NEW COM 29364G103 BBG001S67KF5 6888013 74465 PRN DFND 1 74465 0 0 ENTERGY CORP NEW COM 29364G103 BBG001S67KF5 397750 4300 PRN DFND 4 4300 0 0 ENTERGY CORP NEW COM 29364G103 BBG001S67KF5 118493 1281 PRN DFND 3 1281 0 0 ENTRAVISION COMMUNICATIONS C CL A 29382R107 BBG001SF6Z72 121545 33300 PRN DFND 4 33300 0 0 ENVESTNET INC COM 29404K106 BBG001T7SQ20 33815 768 PRN DFND 3 768 0 0 ENVESTNET INC COM 29404K106 BBG001T7SQ20 5680178 129007 PRN DFND 1 129007 0 0 ENVESTNET INC NOTE 0.750% 8/1 29404KAE6 2609012 2900000 PRN DFND 3 2900000 0 0 EOG RES INC COM 26875P101 BBG001S5ZB93 12202425 96264 PRN DFND 1 96264 0 0 EOG RES INC COM 26875P101 BBG001S5ZB93 8593314 67792 PRN DFND 4 67792 0 0 EOG RES INC COM 26875P101 BBG001S5ZB93 5577 44 PRN DFND 3 44 0 0 EOG RES INC COM 26875P101 BBG001S5ZB93 663335 5233 PRN DFND 2 5233 0 0 EPAM SYS INC COM 29414B104 BBG001SKDJH8 8109208 31715 PRN DFND 1 31715 0 0 EPAM SYS INC COM 29414B104 BBG001SKDJH8 68269 267 PRN DFND 3 267 0 0 EQT CORP COM 26884L109 BBG001S5QXJ4 9051491 223053 PRN DFND 3 223053 0 0 EQT CORP COM 26884L109 BBG001S5QXJ4 6520070 160672 PRN DFND 1 160672 0 0 EQT CORP COM 26884L109 BBG001S5QXJ4 1577061 38863 PRN DFND 4 38863 0 0 EQUIFAX INC COM 294429105 BBG001S5QSK3 22002849 120116 PRN DFND 1 120116 0 0 EQUIFAX INC COM 294429105 BBG001S5QSK3 130791 714 PRN DFND 3 714 0 0 EQUIFAX INC COM 294429105 BBG001S5QSK3 3278922 17900 PRN DFND 4 17900 0 0 EQUINIX INC COM 29444U700 BBG001SKBNS9 718997 990 PRN DFND 2 990 0 0 EQUINIX INC COM 29444U700 BBG001SKBNS9 86489577 119089 PRN DFND 4 119089 0 0 EQUITABLE HLDGS INC COM 29452E101 BBG00J7CBWL8 5532870 194888 PRN DFND 1 194888 0 0 EQUITABLE HLDGS INC COM 29452E101 BBG00J7CBWL8 6189 218 PRN DFND 3 218 0 0 EQUITABLE HLDGS INC COM 29452E101 BBG00J7CBWL8 6331 223 PRN DFND 4 223 0 0 EQUITRANS MIDSTREAM CORP COM 294600101 BBG00K53L401 3164633 337741 PRN DFND 1 337741 0 0 EQUITRANS MIDSTREAM CORP COM 294600101 BBG00K53L401 116169 12398 PRN DFND 4 12398 0 0 EQUITY COMWLTH COM SH BEN INT 294628102 BBG001S5S0L1 1089268 59296 PRN DFND 4 59296 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 BBG001S5T5G5 202279 3175 PRN DFND 4 3175 0 0 ERIE INDTY CO CL A 29530P102 BBG001S5QXV0 8114774 27621 PRN DFND 1 27621 0 0 ERIE INDTY CO CL A 29530P102 BBG001S5QXV0 924263 3146 PRN DFND 4 3146 0 0 ESAB CORPORATION COM 29605J106 BBG0028ZMP54 2100350 29911 PRN DFND 1 29911 0 0 ESAB CORPORATION COM 29605J106 BBG0028ZMP54 11305 161 PRN DFND 4 161 0 0 ESPERION THERAPEUTICS INC NE COM 29664W105 BBG004KB3SZ1 48436 49424 PRN DFND 1 49424 0 0 ESSENT GROUP LTD COM G3198U102 BBG0058YL868 2398029 50709 PRN DFND 1 50709 0 0 ESSENT GROUP LTD COM G3198U102 BBG0058YL868 65544 1386 PRN DFND 3 1386 0 0 ESSENT GROUP LTD COM G3198U102 BBG0058YL868 993989 21019 PRN DFND 4 21019 0 0 ESSENTIAL UTILS INC COM 29670G102 BBG001S5VFD3 967213 28174 PRN DFND 1 28174 0 0 ESSENTIAL UTILS INC COM 29670G102 BBG001S5VFD3 58361 1700 PRN DFND 3 1700 0 0 ESSEX PPTY TR INC COM 297178105 BBG001S81418 679961 3206 PRN DFND 4 3206 0 0 ESTABLISHMENT LABS HLDGS INC COM G31249108 BBG00L8R3DH5 974530 19860 PRN DFND 4 19860 0 0 ETSY INC COM 29786A106 BBG001T53625 270267 4185 PRN DFND 3 4185 0 0 ETSY INC COM 29786A106 BBG001T53625 487708 7552 PRN DFND 1 7552 0 0 ETSY INC COM 29786A106 BBG001T53625 28141122 435756 PRN DFND 4 435756 0 0 ETSY INC NOTE 0.125% 9/0 29786AAL0 3900286 4870000 PRN DFND 3 4870000 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 2862771 2805000 PRN DFND 3 2805000 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 13291024 17517000 PRN DFND 2 17517000 0 0 ETSY INC NOTE 0.250% 6/1 29786AAN6 23963601 31583000 PRN DFND 3 31583000 0 0 EURONAV NV SHS B38564108 BBG001SKWXZ6 1578611 96081 PRN DFND 1 96081 0 0 EURONET WORLDWIDE INC COM 298736109 BBG001S9DW39 1801608 22696 PRN DFND 1 22696 0 0 EURONET WORLDWIDE INC COM 298736109 BBG001S9DW39 976374 12300 PRN DFND 4 12300 0 0 EURONET WORLDWIDE INC COM 298736109 BBG001S9DW39 176621 2225 PRN DFND 3 2225 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 2560635 2772000 PRN DFND 3 2772000 0 0 EURONET WORLDWIDE INC NOTE 0.750% 3/1 298736AL3 1649818 1786000 PRN DFND 2 1786000 0 0 EVENTBRITE INC COM CL A 29975E109 BBG001V1CQC6 181345 18392 PRN DFND 4 18392 0 0 EVERBRIDGE INC NOTE 0.125%12/1 29978AAC8 74000 80000 PRN DFND 3 80000 0 0 EVERCORE INC CLASS A 29977A105 BBG001SC3S41 5307415 38493 PRN DFND 4 38493 0 0 EVERCORE INC CLASS A 29977A105 BBG001SC3S41 8958064 64970 PRN DFND 1 64970 0 0 EVERCORE INC CLASS A 29977A105 BBG001SC3S41 174280 1264 PRN DFND 3 1264 0 0 EVEREST GROUP LTD COM G3223R108 BBG001S7QT63 44936018 120903 PRN DFND 4 120903 0 0 EVEREST GROUP LTD COM G3223R108 BBG001S7QT63 215940 581 PRN DFND 3 581 0 0 EVEREST GROUP LTD COM G3223R108 BBG001S7QT63 38421386 103375 PRN DFND 1 103375 0 0 EVERI HLDGS INC COM 30034T103 BBG001SLY556 9599822 726159 PRN DFND 4 726159 0 0 EVERI HLDGS INC COM 30034T103 BBG001SLY556 45635 3452 PRN DFND 3 3452 0 0 EVERSOURCE ENERGY COM 30040W108 BBG001S5TRL1 20071810 345173 PRN DFND 4 345173 0 0 EVERSOURCE ENERGY COM 30040W108 BBG001S5TRL1 81177 1396 PRN DFND 3 1396 0 0 EVERSPIN TECHNOLOGIES INC COM 30041T104 BBG001T53643 738253 75102 PRN DFND 4 75102 0 0 EVERTEC INC COM 30040P103 BBG001SX2XR0 9592 258 PRN DFND 1 258 0 0 EVERTEC INC COM 30040P103 BBG001SX2XR0 8888623 239070 PRN DFND 4 239070 0 0 EVOLUTION PETE CORP COM 30049A107 BBG001S7PJP5 849412 124183 PRN DFND 4 124183 0 0 EXACT SCIENCES CORP COM 30063P105 BBG001SGCLB9 9444650 138444 PRN DFND 4 138444 0 0 EXACT SCIENCES CORP COM 30063P105 BBG001SGCLB9 18454329 270512 PRN DFND 1 270512 0 0 EXACT SCIENCES CORP NOTE 0.375% 3/1 30063PAB1 6785135 7491000 PRN DFND 3 7491000 0 0 EXELIXIS INC COM 30161Q104 BBG001SD42W4 3765979 172356 PRN DFND 4 172356 0 0 EXELIXIS INC COM 30161Q104 BBG001SD42W4 8108338 371091 PRN DFND 1 371091 0 0 EXELON CORP COM 30161N101 BBG001SBJMT2 9373810 248050 PRN DFND 4 248050 0 0 EXLSERVICE HOLDINGS INC COM 302081104 BBG001SKWX40 873811 31163 PRN DFND 4 31163 0 0 EXLSERVICE HOLDINGS INC COM 302081104 BBG001SKWX40 8613888 307200 PRN DFND 1 307200 0 0 EXLSERVICE HOLDINGS INC COM 302081104 BBG001SKWX40 96037 3425 PRN DFND 3 3425 0 0 EXP WORLD HLDGS INC COM 30212W100 BBG001V05TN8 416751 25662 PRN DFND 1 25662 0 0 EXP WORLD HLDGS INC COM 30212W100 BBG001V05TN8 162140 9984 PRN DFND 4 9984 0 0 EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 556578 5400 PRN DFND 4 5400 0 0 EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 3316071 32173 PRN DFND 3 32173 0 0 EXPEDIA GROUP INC COM NEW 30212P303 BBG001SP8VM0 561628 5449 PRN DFND 1 5449 0 0 EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 22009 192 PRN DFND 3 192 0 0 EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 13289973 115938 PRN DFND 4 115938 0 0 EXPEDITORS INTL WASH INC COM 302130109 BBG001S5QZZ1 4309286 37593 PRN DFND 1 37593 0 0 EXPONENT INC COM 30214U102 BBG001S9CG99 42800 500 PRN DFND 4 500 0 0 EXPONENT INC COM 30214U102 BBG001S9CG99 3054122 35679 PRN DFND 1 35679 0 0 EXTREME NETWORKS COM 30226D106 BBG001S6ZV24 6221583 256984 PRN DFND 4 256984 0 0 EXTREME NETWORKS COM 30226D106 BBG001S6ZV24 21699835 896317 PRN DFND 1 896317 0 0 EXXON MOBIL CORP COM 30231G102 BBG001S69V32 21774523 185189 PRN DFND 4 185189 0 0 EXXON MOBIL CORP COM 30231G102 BBG001S69V32 4185966 35601 PRN DFND 2 35601 0 0 EXXON MOBIL CORP COM 30231G102 BBG001S69V32 53940766 458758 PRN DFND 1 458758 0 0 F N B CORP COM 302520101 BBG001S5R1Q5 3113746 288577 PRN DFND 1 288577 0 0 F5 INC COM 315616102 BBG001SCP8D1 36257 225 PRN DFND 3 225 0 0 F5 INC COM 315616102 BBG001SCP8D1 1190341 7387 PRN DFND 4 7387 0 0 F5 INC COM 315616102 BBG001SCP8D1 4846286 30075 PRN DFND 1 30075 0 0 FABRINET SHS G3323L100 BBG001SP57F4 16662 100 PRN DFND 4 100 0 0 FABRINET SHS G3323L100 BBG001SP57F4 2376668 14264 PRN DFND 1 14264 0 0 FACTSET RESH SYS INC COM 303075105 BBG001S5XRL6 7679597 17563 PRN DFND 1 17563 0 0 FACTSET RESH SYS INC COM 303075105 BBG001S5XRL6 4770944 10911 PRN DFND 4 10911 0 0 FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 121594 140 PRN DFND 4 140 0 0 FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 4577153 5270 PRN DFND 1 5270 0 0 FAIR ISAAC CORP COM 303250104 BBG001S8ZT61 8470773 9753 PRN DFND 2 9753 0 0 FARADAY FUTRE INTLGT ELCTR I COM CL A NEW 307359505 BBG00W4M4LN0 286854 215680 PRN DFND 1 215680 0 0 FARADAY FUTRE INTLGT ELCTR I COM CL A NEW 307359505 BBG00W4M4LN0 9044 6800 PRN DFND 4 6800 0 0 FARFETCH LTD ORD SH CL A 30744W107 BBG00LSD4483 131185 62768 PRN DFND 3 62768 0 0 FARO TECHNOLOGIES INC COM 311642102 BBG001S8HPX9 799453 52492 PRN DFND 4 52492 0 0 FASTENAL CO COM 311900104 BBG001S5R1F7 17334868 317256 PRN DFND 1 317256 0 0 FASTENAL CO COM 311900104 BBG001S5R1F7 3586023 65630 PRN DFND 4 65630 0 0 FASTLY INC CL A 31188V100 BBG004NLQHM9 348702 18190 PRN DFND 1 18190 0 0 FATE THERAPEUTICS INC COM 31189P102 BBG001T888S2 462590 218203 PRN DFND 4 218203 0 0 FEDERAL SIGNAL CORP COM 313855108 BBG001S5RD98 32792 549 PRN DFND 3 549 0 0 FEDERAL SIGNAL CORP COM 313855108 BBG001S5RD98 2247998 37636 PRN DFND 1 37636 0 0 FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 3756352 110905 PRN DFND 1 110905 0 0 FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 1270125 37500 PRN DFND 4 37500 0 0 FEDERATED HERMES INC CL B 314211103 BBG001S6TGK4 129383 3820 PRN DFND 3 3820 0 0 FEDEX CORP COM 31428X106 BBG001S5R3M5 768268 2900 PRN DFND 4 2900 0 0 FEDEX CORP COM 31428X106 BBG001S5R3M5 2788283 10525 PRN DFND 1 10525 0 0 FERGUSON PLC NEW SHS G3421J106 BBG00NZ6VPK5 13049543 79343 PRN DFND 1 79343 0 0 FERGUSON PLC NEW SHS G3421J106 BBG00NZ6VPK5 5414023 32918 PRN DFND 4 32918 0 0 FERRARI N V COM N3167Y103 BBG009PH3Q95 228452 773 PRN DFND 3 773 0 0 FIDELIS INSURANCE HOLDINGS L COM G3398L118 BBG009CWCNB0 248019 16895 PRN DFND 4 16895 0 0 FIDELIS INSURANCE HOLDINGS L COM G3398L118 BBG009CWCNB0 153582 10462 PRN DFND 1 10462 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 BBG006N7S6J1 42993 1041 PRN DFND 3 1041 0 0 FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 BBG006N7S6J1 12636726 305974 PRN DFND 1 305974 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 BBG001S8SWQ0 3105179 56182 PRN DFND 4 56182 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 BBG001S8SWQ0 920798 16660 PRN DFND 2 16660 0 0 FIFTH THIRD BANCORP COM 316773100 BBG001S5R6S2 3018297 119159 PRN DFND 1 119159 0 0 FIFTH THIRD BANCORP COM 316773100 BBG001S5R6S2 5421 214 PRN DFND 4 214 0 0 FINANCIAL INSTNS INC COM 317585404 BBG001SCY2P1 493001 29293 PRN DFND 4 29293 0 0 FINVOLUTION GROUP SPONSORED ADS 31810T101 BBG00HZ6P0Q4 3911541 785450 PRN DFND 4 785450 0 0 FIRST AMERN FINL CORP COM 31847R102 BBG001T1LV65 175119 3100 PRN DFND 4 3100 0 0 FIRST AMERN FINL CORP COM 31847R102 BBG001T1LV65 100835 1785 PRN DFND 3 1785 0 0 FIRST AMERN FINL CORP COM 31847R102 BBG001T1LV65 7491873 132623 PRN DFND 1 132623 0 0 FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 2996250 222604 PRN DFND 4 222604 0 0 FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 493174 36640 PRN DFND 1 36640 0 0 FIRST BANCORP P R COM NEW 318672706 BBG001S76PN4 41134 3056 PRN DFND 3 3056 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 BBG001S5R2V7 3705569 2685 PRN DFND 1 2685 0 0 FIRST CTZNS BANCSHARES INC N CL A 31946M103 BBG001S5R2V7 104888 76 PRN DFND 4 76 0 0 FIRST FINL BANKSHARES INC COM 32020R109 BBG001S7HCY9 37680 1500 PRN DFND 4 1500 0 0 FIRST FINL BANKSHARES INC COM 32020R109 BBG001S7HCY9 5262087 209478 PRN DFND 1 209478 0 0 FIRST HAWAIIAN INC COM 32051X108 BBG0046LJYX7 5234464 289998 PRN DFND 1 289998 0 0 FIRST INDL RLTY TR INC COM 32054K103 BBG001S81Z00 5132010 107838 PRN DFND 4 107838 0 0 FIRST SOLAR INC COM 336433107 BBG001S991Z7 26103087 161539 PRN DFND 4 161539 0 0 FIRST SOLAR INC COM 336433107 BBG001S991Z7 49285 305 PRN DFND 1 305 0 0 FIRSTENERGY CORP COM 337932107 BBG001S5R3N4 26045 762 PRN DFND 3 762 0 0 FIRSTENERGY CORP COM 337932107 BBG001S5R3N4 1224123 35814 PRN DFND 1 35814 0 0 FISERV INC COM 337738108 BBG001S5R6Q4 2659643 23545 PRN DFND 4 23545 0 0 FISERV INC COM 337738108 BBG001S5R6Q4 200504 1775 PRN DFND 3 1775 0 0 FISERV INC COM 337738108 BBG001S5R6Q4 1034375 9157 PRN DFND 1 9157 0 0 FIVE BELOW INC COM 33829M101 BBG001TCDMY9 360416 2240 PRN DFND 3 2240 0 0 FIVE BELOW INC COM 33829M101 BBG001TCDMY9 456634 2838 PRN DFND 4 2838 0 0 FIVE BELOW INC COM 33829M101 BBG001TCDMY9 57910002 359913 PRN DFND 1 359913 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 369868 394000 PRN DFND 2 394000 0 0 FIVE9 INC NOTE 0.500% 6/0 338307AD3 5060585 5406000 PRN DFND 3 5406000 0 0 FIVERR INTL LTD ORD SHS M4R82T106 BBG002YSC5N6 16003 654 PRN DFND 1 654 0 0 FIVERR INTL LTD ORD SHS M4R82T106 BBG002YSC5N6 4379763 178985 PRN DFND 4 178985 0 0 FLEETCOR TECHNOLOGIES INC COM 339041105 BBG001SHC7K8 330921 1296 PRN DFND 1 1296 0 0 FLEX LTD ORD Y2573F102 BBG001SC5SP6 55930 2073 PRN DFND 3 2073 0 0 FLEX LTD ORD Y2573F102 BBG001SC5SP6 4716482 174814 PRN DFND 4 174814 0 0 FLEX LTD ORD Y2573F102 BBG001SC5SP6 12323816 456776 PRN DFND 1 456776 0 0 FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 720717 32494 PRN DFND 4 32494 0 0 FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 7690738 346742 PRN DFND 1 346742 0 0 FLOWERS FOODS INC COM 343498101 BBG001S5R7L7 567764 25598 PRN DFND 3 25598 0 0 FLOWSERVE CORP COM 34354P105 BBG001SB3F87 11390565 286411 PRN DFND 1 286411 0 0 FLOWSERVE CORP COM 34354P105 BBG001SB3F87 738887 18579 PRN DFND 4 18579 0 0 FLYWIRE CORPORATION COM VTG 302492103 BBG002030ND3 14606 458 PRN DFND 4 458 0 0 FLYWIRE CORPORATION COM VTG 302492103 BBG002030ND3 616466 19331 PRN DFND 1 19331 0 0 FMC CORP COM NEW 302491303 BBG001S5R880 68042 1016 PRN DFND 3 1016 0 0 FMC CORP COM NEW 302491303 BBG001S5R880 582639 8700 PRN DFND 4 8700 0 0 FMC CORP COM NEW 302491303 BBG001S5R880 18973940 283320 PRN DFND 1 283320 0 0 FORD MTR CO DEL COM 345370860 BBG001S5TZ33 2630283 211778 PRN DFND 1 211778 0 0 FORD MTR CO DEL COM 345370860 BBG001S5TZ33 5224709 420669 PRN DFND 4 420669 0 0 FORD MTR CO DEL COM 345370860 BBG001S5TZ33 107967 8693 PRN DFND 3 8693 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 20557054 20870000 PRN DFND 2 20870000 0 0 FORD MTR CO DEL NOTE 3/1 345370CZ1 37582866 38155000 PRN DFND 3 38155000 0 0 FORESTAR GROUP INC COM 346232101 BBG001S5R9G9 2591008 96177 PRN DFND 4 96177 0 0 FORMFACTOR INC COM 346375108 BBG001SFT2R8 243427 6967 PRN DFND 1 6967 0 0 FORMFACTOR INC COM 346375108 BBG001SFT2R8 56358 1613 PRN DFND 3 1613 0 0 FORRESTER RESH INC COM 346563109 BBG001S98HN6 512715 17741 PRN DFND 4 17741 0 0 FORTINET INC COM 34959E109 BBG001S77BL6 274036 4670 PRN DFND 4 4670 0 0 FORTINET INC COM 34959E109 BBG001S77BL6 23439491 399446 PRN DFND 1 399446 0 0 FORTIS INC COM 349553107 BBG001S5YVM5 8077130 212612 PRN DFND 1 212612 0 0 FORTIS INC COM 349553107 BBG001S5YVM5 595269 15600 PRN DFND 4 15600 0 0 FORTIVE CORP COM 34959J108 BBG00BLVZ237 5482649 73930 PRN DFND 1 73930 0 0 FORTIVE CORP COM 34959J108 BBG00BLVZ237 32556 439 PRN DFND 4 439 0 0 FORTUNE BRANDS INNOVATIONS I COM 34964C106 BBG001THLZ70 6736776 108378 PRN DFND 1 108378 0 0 FORTUNE BRANDS INNOVATIONS I COM 34964C106 BBG001THLZ70 919844 14798 PRN DFND 4 14798 0 0 FORWARD AIR CORP COM 349853101 BBG001SC0FW1 91493 1331 PRN DFND 3 1331 0 0 FORWARD AIR CORP COM 349853101 BBG001SC0FW1 5293049 77001 PRN DFND 4 77001 0 0 FORWARD AIR CORP COM 349853101 BBG001SC0FW1 998655 14528 PRN DFND 1 14528 0 0 FOX CORP CL A COM 35137L105 BBG00JHNJX06 742154 23787 PRN DFND 4 23787 0 0 FOX CORP CL A COM 35137L105 BBG00JHNJX06 134410 4308 PRN DFND 1 4308 0 0 FOX FACTORY HLDG CORP COM 35138V102 BBG004T7VS71 1953957 19721 PRN DFND 1 19721 0 0 FRANCO NEV CORP COM 351858105 BBG001STGSR5 25063374 186873 PRN DFND 4 186873 0 0 FRANCO NEV CORP COM 351858105 BBG001STGSR5 175673 1316 PRN DFND 1 1316 0 0 FRANKLIN COVEY CO COM 353469109 BBG001SB0L96 2006982 46761 PRN DFND 4 46761 0 0 FRANKLIN ELEC INC COM 353514102 BBG001S5R3W4 58713 658 PRN DFND 4 658 0 0 FRANKLIN ELEC INC COM 353514102 BBG001S5R3W4 33729 378 PRN DFND 3 378 0 0 FRANKLIN ELEC INC COM 353514102 BBG001S5R3W4 1071385 12007 PRN DFND 1 12007 0 0 FRANKLIN STR PPTYS CORP COM 35471R106 BBG001SK1MS2 776058 419491 PRN DFND 4 419491 0 0 FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 528809 14181 PRN DFND 1 14181 0 0 FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 44412 1191 PRN DFND 3 1191 0 0 FREEPORT-MCMORAN INC CL B 35671D857 BBG001S5R3F3 32918903 882781 PRN DFND 4 882781 0 0 FRESHPET INC COM 358039105 BBG001V04FM0 370180 5619 PRN DFND 3 5619 0 0 FRIEDMAN INDS INC COM 358435105 BBG001S5RBJ1 309795 23119 PRN DFND 4 23119 0 0 FRONTDOOR INC COM 35905A109 BBG00H9MNF05 7504951 245340 PRN DFND 4 245340 0 0 FRONTDOOR INC COM 35905A109 BBG00H9MNF05 6764153 221123 PRN DFND 1 221123 0 0 FRONTIER COMMUNICATIONS PARE COM 35909D109 BBG010MVVVX6 20531705 1311930 PRN DFND 1 1311930 0 0 FRONTLINE PLC COM M46528101 BBG001S66K75 3226611 171811 PRN DFND 1 171811 0 0 FTI CONSULTING INC COM 302941109 BBG001SCJVR2 24264 136 PRN DFND 3 136 0 0 FTI CONSULTING INC COM 302941109 BBG001SCJVR2 35682 200 PRN DFND 4 200 0 0 FTI CONSULTING INC COM 302941109 BBG001SCJVR2 5005293 28055 PRN DFND 1 28055 0 0 FUBOTV INC COM 35953D104 BBG002CV4QZ3 42336 15856 PRN DFND 3 15856 0 0 FUELCELL ENERGY INC COM 35952H601 BBG001SDZHP5 25539 19952 PRN DFND 3 19952 0 0 GALLAGHER ARTHUR J & CO COM 363576109 BBG001S5NKC2 136758 600 PRN DFND 4 600 0 0 GALLAGHER ARTHUR J & CO COM 363576109 BBG001S5NKC2 27658166 121345 PRN DFND 1 121345 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 BBG003MSMCT5 808194 17743 PRN DFND 4 17743 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 BBG003MSMCT5 3302329 72499 PRN DFND 2 72499 0 0 GAP INC COM 364760108 BBG001S5RNN0 868694 81721 PRN DFND 1 81721 0 0 GARMIN LTD SHS H2906T109 BBG001SG0H12 625624 5947 PRN DFND 3 5947 0 0 GARMIN LTD SHS H2906T109 BBG001SG0H12 1631968 15513 PRN DFND 4 15513 0 0 GARMIN LTD SHS H2906T109 BBG001SG0H12 7614376 72380 PRN DFND 1 72380 0 0 GARRETT MOTION INC COM 366505105 BBG00HY28Q04 246967 31341 PRN DFND 4 31341 0 0 GARTNER INC COM 366651107 BBG001S5SD60 14238855 41439 PRN DFND 4 41439 0 0 GARTNER INC COM 366651107 BBG001S5SD60 9252043 26926 PRN DFND 1 26926 0 0 GATX CORP COM 361448103 BBG001S5RM34 348256 3200 PRN DFND 4 3200 0 0 GATX CORP COM 361448103 BBG001S5RM34 794241 7298 PRN DFND 1 7298 0 0 GE HEALTHCARE TECHNOLOGIES I COMMON STOCK 36266G107 BBG01BFR8YW0 5611939 82480 PRN DFND 1 82480 0 0 GE HEALTHCARE TECHNOLOGIES I COMMON STOCK 36266G107 BBG01BFR8YW0 9110896 133905 PRN DFND 4 133905 0 0 GEN DIGITAL INC COM 668771108 BBG001S5QG38 21007677 1188217 PRN DFND 1 1188217 0 0 GEN DIGITAL INC COM 668771108 BBG001S5QG38 226216 12795 PRN DFND 4 12795 0 0 GENERAC HLDGS INC COM 368736104 BBG001T5VGH6 34758 319 PRN DFND 3 319 0 0 GENERAC HLDGS INC COM 368736104 BBG001T5VGH6 89674 823 PRN DFND 4 823 0 0 GENERAC HLDGS INC COM 368736104 BBG001T5VGH6 128028 1175 PRN DFND 1 1175 0 0 GENERAL DYNAMICS CORP COM 369550108 BBG001S5RHP1 49939 226 PRN DFND 3 226 0 0 GENERAL DYNAMICS CORP COM 369550108 BBG001S5RHP1 560380 2536 PRN DFND 4 2536 0 0 GENERAL DYNAMICS CORP COM 369550108 BBG001S5RHP1 108717 492 PRN DFND 1 492 0 0 GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 181855 1645 PRN DFND 3 1645 0 0 GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 2969152 26858 PRN DFND 2 26858 0 0 GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 16919235 153046 PRN DFND 1 153046 0 0 GENERAL ELECTRIC CO COM NEW 369604301 BBG001S5PVD5 995724 9007 PRN DFND 4 9007 0 0 GENERAL MLS INC COM 370334104 BBG001S5RKR2 1177864 18407 PRN DFND 1 18407 0 0 GENERAL MLS INC COM 370334104 BBG001S5RKR2 35236285 550653 PRN DFND 4 550653 0 0 GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 34260545 1039143 PRN DFND 1 1039143 0 0 GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 5209 158 PRN DFND 3 158 0 0 GENERAL MTRS CO COM 37045V100 BBG001SM1DK6 167762998 5088353 PRN DFND 4 5088353 0 0 GENESCO INC COM 371532102 BBG001S5RHF2 684204 22200 PRN DFND 4 22200 0 0 GENIE ENERGY LTD CL B 372284208 BBG0021PGB79 586902 39844 PRN DFND 4 39844 0 0 GENPACT LIMITED SHS G3922B107 BBG001SJT2Y2 25702 710 PRN DFND 3 710 0 0 GENPACT LIMITED SHS G3922B107 BBG001SJT2Y2 21527054 594670 PRN DFND 1 594670 0 0 GENTEX CORP COM 371901109 BBG001S5RMR8 821798 25255 PRN DFND 4 25255 0 0 GENTEX CORP COM 371901109 BBG001S5RMR8 83270 2559 PRN DFND 3 2559 0 0 GENTEX CORP COM 371901109 BBG001S5RMR8 574201 17646 PRN DFND 1 17646 0 0 GENUINE PARTS CO COM 372460105 BBG001S5RNH7 25372331 175733 PRN DFND 4 175733 0 0 GENUINE PARTS CO COM 372460105 BBG001S5RNH7 6359650 44048 PRN DFND 1 44048 0 0 GENWORTH FINL INC COM CL A 37247D106 BBG001SJ0DH8 8909087 1520322 PRN DFND 4 1520322 0 0 GENWORTH FINL INC COM CL A 37247D106 BBG001SJ0DH8 7647 1305 PRN DFND 3 1305 0 0 GENWORTH FINL INC COM CL A 37247D106 BBG001SJ0DH8 4532622 773485 PRN DFND 1 773485 0 0 GERDAU SA SPON ADR REP PFD 373737105 BBG001SCL1T3 13179481 2762994 PRN DFND 4 2762994 0 0 GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 BBG003FD9W80 298544 9400 PRN DFND 4 9400 0 0 GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 BBG003FD9W80 2421986 76259 PRN DFND 1 76259 0 0 GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 BBG003FD9W80 13805691 434688 PRN DFND 2 434688 0 0 GIBRALTAR INDS INC COM 374689107 BBG001S7GCL4 127526 1889 PRN DFND 1 1889 0 0 GIBRALTAR INDS INC COM 374689107 BBG001S7GCL4 445228 6595 PRN DFND 4 6595 0 0 GIGACLOUD TECHNOLOGY INC CLASS A ORD G38644103 BBG018PWQF65 2438317 276767 PRN DFND 4 276767 0 0 GILEAD SCIENCES INC COM 375558103 BBG001S6Y1X7 859187 11465 PRN DFND 1 11465 0 0 GILEAD SCIENCES INC COM 375558103 BBG001S6Y1X7 40896856 545728 PRN DFND 4 545728 0 0 GILEAD SCIENCES INC COM 375558103 BBG001S6Y1X7 1146957 15305 PRN DFND 2 15305 0 0 GINKGO BIOWORKS HOLDINGS INC CL A SHS 37611X100 BBG00YPS1LT7 31128 17198 PRN DFND 3 17198 0 0 GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 56028 1239 PRN DFND 3 1239 0 0 GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 8429053 186401 PRN DFND 1 186401 0 0 GITLAB INC CLASS A COM 37637K108 BBG00DHTYPJ6 487788 10787 PRN DFND 4 10787 0 0 GLACIER BANCORP INC NEW COM 37637Q105 BBG001S6HGM5 26249 921 PRN DFND 3 921 0 0 GLACIER BANCORP INC NEW COM 37637Q105 BBG001S6HGM5 1813712 63639 PRN DFND 1 63639 0 0 GLADSTONE LD CORP COM 376549101 BBG001TB7TR1 502319 35300 PRN DFND 4 35300 0 0 GLOBAL E ONLINE LTD SHS M5216V106 BBG00ZKY1Q42 23599241 593841 PRN DFND 1 593841 0 0 GLOBAL E ONLINE LTD SHS M5216V106 BBG00ZKY1Q42 1403219 35310 PRN DFND 4 35310 0 0 GLOBAL MED REIT INC COM NEW 37954A204 BBG0027F2C05 268616 29946 PRN DFND 4 29946 0 0 GLOBAL NET LEASE INC COM NEW 379378201 BBG004HXD0H7 510954 53169 PRN DFND 4 53169 0 0 GLOBAL SELF STORAGE INC COM 37955N106 BBG001SB1GZ7 98143 20194 PRN DFND 4 20194 0 0 GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 BBG001SV7NS0 4591529 250356 PRN DFND 4 250356 0 0 GLOBAL SHIP LEASE INC NEW COM CL A Y27183600 BBG001SV7NS0 49170 2681 PRN DFND 1 2681 0 0 GLOBANT S A COM L44385109 BBG00564Y4W2 5008771 25316 PRN DFND 1 25316 0 0 GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 2020421 18582 PRN DFND 4 18582 0 0 GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 175925 1618 PRN DFND 3 1618 0 0 GLOBE LIFE INC COM 37959E102 BBG001S5WRX4 7152912 65786 PRN DFND 1 65786 0 0 GLOBUS MED INC CL A 379577208 BBG002V87T57 206643 4162 PRN DFND 1 4162 0 0 GLOBUS MED INC CL A 379577208 BBG002V87T57 68716 1384 PRN DFND 3 1384 0 0 GMS INC COM 36251C103 BBG009Q036F8 63138 987 PRN DFND 3 987 0 0 GMS INC COM 36251C103 BBG009Q036F8 1107832 17318 PRN DFND 4 17318 0 0 GMS INC COM 36251C103 BBG009Q036F8 128260 2005 PRN DFND 1 2005 0 0 GODADDY INC CL A 380237107 BBG006MDLXZ9 534990 7183 PRN DFND 1 7183 0 0 GODADDY INC CL A 380237107 BBG006MDLXZ9 41712375 560048 PRN DFND 4 560048 0 0 GOGO INC COM 38046C109 BBG002CN8YD4 455726 38200 PRN DFND 4 38200 0 0 GOLAR LNG LTD SHS G9456A100 BBG001SHSF05 284376 11722 PRN DFND 4 11722 0 0 GOLAR LNG LTD SHS G9456A100 BBG001SHSF05 55919 2305 PRN DFND 3 2305 0 0 GOLDEN ENTMT INC COM 381013101 BBG001S69CW2 239363 7003 PRN DFND 4 7003 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 BBG001SC07Z6 78951 244 PRN DFND 3 244 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 BBG001SC07Z6 36887 114 PRN DFND 4 114 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 BBG001SC07Z6 13590264 42001 PRN DFND 1 42001 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 BBG001SC07Z6 1994485 6164 PRN DFND 2 6164 0 0 GOODRX HLDGS INC COM CL A 38246G108 BBG00X0VP956 217341 38604 PRN DFND 4 38604 0 0 GOODRX HLDGS INC COM CL A 38246G108 BBG00X0VP956 21754 3864 PRN DFND 3 3864 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 BBG001S5RQ62 2934425 236076 PRN DFND 1 236076 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 BBG001S5RQ62 84561 6803 PRN DFND 3 6803 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 BBG001S5RQ62 277189 22300 PRN DFND 4 22300 0 0 GOOSEHEAD INS INC COM CL A 38267D109 BBG00KHHBMD4 320479 4300 PRN DFND 4 4300 0 0 GOSSAMER BIO INC COM 38341P102 BBG00MVWLMC1 51155 61425 PRN DFND 1 61425 0 0 GRAB HOLDINGS LIMITED CLASS A ORD G4124C109 BBG011768M71 356124 100600 PRN DFND 4 100600 0 0 GRACO INC COM 384109104 BBG001S5RK56 77690 1066 PRN DFND 3 1066 0 0 GRACO INC COM 384109104 BBG001S5RK56 515553 7074 PRN DFND 4 7074 0 0 GRACO INC COM 384109104 BBG001S5RK56 7382963 101303 PRN DFND 1 101303 0 0 GRAINGER W W INC COM 384802104 BBG001S5RRD2 18479046 26710 PRN DFND 1 26710 0 0 GRAINGER W W INC COM 384802104 BBG001S5RRD2 21602704 31225 PRN DFND 4 31225 0 0 GRAINGER W W INC COM 384802104 BBG001S5RRD2 274660 397 PRN DFND 3 397 0 0 GRAND CANYON ED INC COM 38526M106 BBG001T01JZ4 8218651 70317 PRN DFND 4 70317 0 0 GRAND CANYON ED INC COM 38526M106 BBG001T01JZ4 981324 8396 PRN DFND 1 8396 0 0 GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 BBG001SLX655 773954 14517 PRN DFND 4 14517 0 0 GRANITE RIDGE RESOURCES INC COM 387432107 BBG017RM8TP6 470097 77065 PRN DFND 4 77065 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 BBG001S90195 140364 6300 PRN DFND 4 6300 0 0 GRAPHIC PACKAGING HLDG CO COM 388689101 BBG001S90195 5612109 251890 PRN DFND 1 251890 0 0 GREAT LAKES DREDGE & DOCK CO COM 390607109 BBG001SNNJN4 275124 34520 PRN DFND 4 34520 0 0 GREEN BRICK PARTNERS INC COM 392709101 BBG001SS5LM9 23868 575 PRN DFND 1 575 0 0 GREEN BRICK PARTNERS INC COM 392709101 BBG001SS5LM9 836385 20149 PRN DFND 4 20149 0 0 GREENBRIER COS INC COM 393657101 BBG001S80QK9 220000 5500 PRN DFND 4 5500 0 0 GREENBRIER COS INC COM 393657101 BBG001S80QK9 24880 622 PRN DFND 1 622 0 0 GRIFFON CORP COM 398433102 BBG001S7M3Z2 5783767 145797 PRN DFND 4 145797 0 0 GRIFFON CORP COM 398433102 BBG001S7M3Z2 131903 3325 PRN DFND 1 3325 0 0 GROCERY OUTLET HLDG CORP COM 39874R101 BBG00P4R30Z8 4680970 162252 PRN DFND 1 162252 0 0 GROCERY OUTLET HLDG CORP COM 39874R101 BBG00P4R30Z8 134845 4674 PRN DFND 4 4674 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 BBG001S5RNK3 195352 727 PRN DFND 3 727 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 BBG001S5RNK3 221148 823 PRN DFND 4 823 0 0 GROUPON INC COM NEW 399473206 BBG001T8J560 404234 26386 PRN DFND 1 26386 0 0 GUARDANT HEALTH INC COM 40131M109 BBG006D97VZ8 11293 381 PRN DFND 4 381 0 0 GUARDANT HEALTH INC COM 40131M109 BBG006D97VZ8 17962907 606036 PRN DFND 1 606036 0 0 GUARDANT HEALTH INC COM 40131M109 BBG006D97VZ8 45112 1522 PRN DFND 3 1522 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 319314 2691 PRN DFND 1 2691 0 0 GULFPORT ENERGY CORP COMMON SHARES 402635502 BBG0112Z8766 4110026 34637 PRN DFND 4 34637 0 0 GXO LOGISTICS INCORPORATED COMMON STOCK 36262G101 BBG00YDGX9Z1 2119904 36145 PRN DFND 1 36145 0 0 H & E EQUIPMENT SERVICES INC COM 404030108 BBG001SKSFQ0 350098 8106 PRN DFND 4 8106 0 0 H WORLD GROUP LTD NOTE 3.000% 5/0 44332NAB2 253133 220000 PRN DFND 3 220000 0 0 H WORLD GROUP LTD SPONSORED ADS 44332N106 BBG001T6Y5T2 21469241 544490 PRN DFND 4 544490 0 0 HACKETT GROUP INC COM 404609109 BBG001S5VLP7 2043389 86621 PRN DFND 4 86621 0 0 HAEMONETICS CORP MASS COM 405024100 BBG001S6QB64 4584794 51181 PRN DFND 1 51181 0 0 HAEMONETICS CORP MASS COM 405024100 BBG001S6QB64 1531818 17100 PRN DFND 4 17100 0 0 HALLIBURTON CO COM 406216101 BBG001S5RS59 30962250 764500 PRN DFND 1 764500 0 0 HALLIBURTON CO COM 406216101 BBG001S5RS59 1563462 38604 PRN DFND 4 38604 0 0 HALLIBURTON CO COM 406216101 BBG001S5RS59 54959 1357 PRN DFND 3 1357 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 BBG001SGX585 1146 30 PRN DFND 1 30 0 0 HALOZYME THERAPEUTICS INC COM 40637H109 BBG001SGX585 1354343 35454 PRN DFND 4 35454 0 0 HALOZYME THERAPEUTICS INC NOTE 0.250% 3/0 40637HAD1 5472136 6480000 PRN DFND 3 6480000 0 0 HALOZYME THERAPEUTICS INC NOTE 1.000% 8/1 40637HAF6 3639707 3880000 PRN DFND 3 3880000 0 0 HAMILTON LANE INC CL A 407497106 BBG00FX58Q75 18088 200 PRN DFND 4 200 0 0 HAMILTON LANE INC CL A 407497106 BBG00FX58Q75 5119718 56609 PRN DFND 1 56609 0 0 HANCOCK WHITNEY CORPORATION COM 410120109 BBG001S6S985 4473127 120928 PRN DFND 1 120928 0 0 HANMI FINL CORP COM NEW 410495204 BBG001SFGJ31 493944 30434 PRN DFND 4 30434 0 0 HANOVER INS GROUP INC COM 410867105 BBG001S8KZF3 1582020 14255 PRN DFND 1 14255 0 0 HARMONY BIOSCIENCES HLDGS IN COM 413197104 BBG00WBPG548 31328 956 PRN DFND 3 956 0 0 HARMONY BIOSCIENCES HLDGS IN COM 413197104 BBG00WBPG548 2732854 83395 PRN DFND 4 83395 0 0 HARMONY BIOSCIENCES HLDGS IN COM 413197104 BBG00WBPG548 481752 14701 PRN DFND 1 14701 0 0 HARROW INC COM 415858109 BBG001SSTRN9 734307 51100 PRN DFND 4 51100 0 0 HARTE HANKS INC COM 416196202 BBG001S6LQB0 459131 70527 PRN DFND 4 70527 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 BBG001S8PXF3 10703084 150939 PRN DFND 1 150939 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 BBG001S8PXF3 86224433 1215970 PRN DFND 4 1215970 0 0 HASBRO INC COM 418056107 BBG001S5RSQ6 9791630 148044 PRN DFND 4 148044 0 0 HASBRO INC COM 418056107 BBG001S5RSQ6 33070 500 PRN DFND 1 500 0 0 HASHICORP INC COM CL A 418100103 BBG007PZ2T94 22295390 976583 PRN DFND 1 976583 0 0 HASHICORP INC COM CL A 418100103 BBG007PZ2T94 214602 9400 PRN DFND 4 9400 0 0 HASHICORP INC COM CL A 418100103 BBG007PZ2T94 42761 1873 PRN DFND 3 1873 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 BBG001S5RV43 25137 2042 PRN DFND 3 2042 0 0 HAWAIIAN ELEC INDUSTRIES COM 419870100 BBG001S5RV43 106285 8634 PRN DFND 1 8634 0 0 HAWAIIAN HOLDINGS INC COM 419879101 BBG001S5RRT5 3462921 547065 PRN DFND 4 547065 0 0 HAYWARD HLDGS INC COM 421298100 BBG00Z9CCSB9 8733173 619374 PRN DFND 1 619374 0 0 HCA HEALTHCARE INC COM 40412C101 BBG001T8NTY2 125696 511 PRN DFND 3 511 0 0 HCA HEALTHCARE INC COM 40412C101 BBG001T8NTY2 172098923 699646 PRN DFND 4 699646 0 0 HCA HEALTHCARE INC COM 40412C101 BBG001T8NTY2 9471460 38505 PRN DFND 1 38505 0 0 HDFC BANK LTD SPONSORED ADS 40415F101 BBG001SJB7J7 1848193 31320 PRN DFND 4 31320 0 0 HEALTHEQUITY INC COM 42226A107 BBG001T8JKN8 3497269 47875 PRN DFND 1 47875 0 0 HEALTHPEAK PROPERTIES INC COM 42250P103 BBG001S5RTS2 53636720 2921390 PRN DFND 4 2921390 0 0 HEALTHSTREAM INC COM 42222N103 BBG001SCR2T5 222274 10300 PRN DFND 4 10300 0 0 HEIDRICK & STRUGGLES INTL IN COM 422819102 BBG001SCQ2H9 479784 19176 PRN DFND 4 19176 0 0 HELEN OF TROY LTD COM G4388N106 BBG001S5RVH9 28041539 240576 PRN DFND 1 240576 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 BBG001S978V8 184718 16537 PRN DFND 1 16537 0 0 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 BBG001S978V8 963301 86240 PRN DFND 4 86240 0 0 HELMERICH & PAYNE INC COM 423452101 BBG001S5RZP1 10465925 248243 PRN DFND 1 248243 0 0 HELMERICH & PAYNE INC COM 423452101 BBG001S5RZP1 506089 12004 PRN DFND 4 12004 0 0 HENRY JACK & ASSOC INC COM 426281101 BBG001S5SHB5 554986 3672 PRN DFND 1 3672 0 0 HENRY JACK & ASSOC INC COM 426281101 BBG001S5SHB5 53352 353 PRN DFND 4 353 0 0 HENRY SCHEIN INC COM 806407102 BBG001S6S7F1 182135 2453 PRN DFND 3 2453 0 0 HENRY SCHEIN INC COM 806407102 BBG001S6S7F1 3399239 45781 PRN DFND 1 45781 0 0 HENRY SCHEIN INC COM 806407102 BBG001S6S7F1 772200 10400 PRN DFND 4 10400 0 0 HERBALIFE LTD COM SHS G4412G101 BBG001SKFKY4 56394 4031 PRN DFND 3 4031 0 0 HERBALIFE LTD COM SHS G4412G101 BBG001SKFKY4 162788 11636 PRN DFND 4 11636 0 0 HERC HLDGS INC COM 42704L104 BBG001SNNBX0 507041 4263 PRN DFND 4 4263 0 0 HERC HLDGS INC COM 42704L104 BBG001SNNBX0 28427 239 PRN DFND 3 239 0 0 HERITAGE CRYSTAL CLEAN INC COM 42726M106 BBG001SLTGB1 2021204 44569 PRN DFND 3 44569 0 0 HERITAGE CRYSTAL CLEAN INC COM 42726M106 BBG001SLTGB1 6741640 148658 PRN DFND 2 148658 0 0 HERITAGE GLOBAL INC COM 42727E103 BBG001S8SNN3 66546 21329 PRN DFND 4 21329 0 0 HERITAGE INSURANCE HLDGS INC COM 42727J102 BBG006D4PF57 607302 93575 PRN DFND 4 93575 0 0 HERSHEY CO COM 427866108 BBG001S5S148 1068227 5339 PRN DFND 1 5339 0 0 HERSHEY CO COM 427866108 BBG001S5S148 17973987 89834 PRN DFND 4 89834 0 0 HERTZ GLOBAL HLDGS INC COM NEW 42806J700 BBG011N571V5 8865031 723676 PRN DFND 1 723676 0 0 HESS CORP COM 42809H107 BBG001S5NHS2 16833672 110024 PRN DFND 4 110024 0 0 HESS CORP COM 42809H107 BBG001S5NHS2 10242738 66946 PRN DFND 1 66946 0 0 HESS CORP COM 42809H107 BBG001S5NHS2 24939 163 PRN DFND 3 163 0 0 HESS MIDSTREAM LP CL A SHS 428103105 BBG00R02H8F3 311283 10686 PRN DFND 1 10686 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 BBG0078W3NP4 122267 7039 PRN DFND 3 7039 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 BBG0078W3NP4 14348871 826072 PRN DFND 4 826072 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 BBG0078W3NP4 8936066 514454 PRN DFND 1 514454 0 0 HF SINCLAIR CORP COM 403949100 BBG0135B2269 1271532 22335 PRN DFND 4 22335 0 0 HF SINCLAIR CORP COM 403949100 BBG0135B2269 4772442 83830 PRN DFND 1 83830 0 0 HIGHWOODS PPTYS INC COM 431284108 BBG001S7X2X4 2388287 115880 PRN DFND 4 115880 0 0 HILLENBRAND INC COM 431571108 BBG001STH2P3 2323454 54915 PRN DFND 1 54915 0 0 HILLMAN SOLUTIONS CORP COM 431636109 BBG00YC6W7C4 53732 6513 PRN DFND 1 6513 0 0 HILLMAN SOLUTIONS CORP COM 431636109 BBG00YC6W7C4 917400 111200 PRN DFND 4 111200 0 0 HILTON GRAND VACATIONS INC COM 43283X105 BBG00CBYY6L2 7774 191 PRN DFND 1 191 0 0 HILTON GRAND VACATIONS INC COM 43283X105 BBG00CBYY6L2 257387 6324 PRN DFND 3 6324 0 0 HILTON GRAND VACATIONS INC COM 43283X105 BBG00CBYY6L2 28490 700 PRN DFND 4 700 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 BBG0058KMH49 7400420 49277 PRN DFND 1 49277 0 0 HILTON WORLDWIDE HLDGS INC COM 43300A203 BBG0058KMH49 2602619 17330 PRN DFND 4 17330 0 0 HIMS & HERS HEALTH INC COM CL A 433000106 BBG00Q5LQWK9 128574 20441 PRN DFND 4 20441 0 0 HIMS & HERS HEALTH INC COM CL A 433000106 BBG00Q5LQWK9 36564 5813 PRN DFND 3 5813 0 0 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 BBG001SPCJQ8 4838381 243870 PRN DFND 2 243870 0 0 HOLLYSYS AUTOMATION TCHNGY L SHS G45667105 BBG001SPCJQ8 1810598 91260 PRN DFND 3 91260 0 0 HOLOGIC INC COM 436440101 BBG001S6HWB2 129986 1873 PRN DFND 3 1873 0 0 HOLOGIC INC COM 436440101 BBG001S6HWB2 5308406 76490 PRN DFND 4 76490 0 0 HOLOGIC INC COM 436440101 BBG001S6HWB2 275171 3965 PRN DFND 1 3965 0 0 HOME DEPOT INC COM 437076102 BBG001S5RTW7 1624714 5377 PRN DFND 2 5377 0 0 HOME DEPOT INC COM 437076102 BBG001S5RTW7 21047861 69658 PRN DFND 4 69658 0 0 HOME DEPOT INC COM 437076102 BBG001S5RTW7 4728200 15648 PRN DFND 1 15648 0 0 HONEYWELL INTL INC COM 438516106 BBG001S5X1N1 16188212 87627 PRN DFND 4 87627 0 0 HONEYWELL INTL INC COM 438516106 BBG001S5X1N1 78330 424 PRN DFND 1 424 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 BBG001T9M4T2 587474 5078 PRN DFND 4 5078 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 BBG001T9M4T2 84694567 732082 PRN DFND 2 732082 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 BBG001T9M4T2 22602934 195375 PRN DFND 3 195375 0 0 HORMEL FOODS CORP COM 440452100 BBG001S5S0D0 3415056 89799 PRN DFND 4 89799 0 0 HORMEL FOODS CORP COM 440452100 BBG001S5S0D0 35952649 945376 PRN DFND 1 945376 0 0 HOST HOTELS & RESORTS INC COM 44107P104 BBG001S5RY83 68620073 4270073 PRN DFND 4 4270073 0 0 HOSTESS BRANDS INC CL A 44109J106 BBG00B6KGPB9 6662 200 PRN DFND 4 200 0 0 HOSTESS BRANDS INC CL A 44109J106 BBG00B6KGPB9 3956029 118764 PRN DFND 3 118764 0 0 HOSTESS BRANDS INC CL A 44109J106 BBG00B6KGPB9 12743607 382576 PRN DFND 2 382576 0 0 HOULIHAN LOKEY INC CL A 441593100 BBG001SFVN99 128544 1200 PRN DFND 3 1200 0 0 HOULIHAN LOKEY INC CL A 441593100 BBG001SFVN99 632008 5900 PRN DFND 4 5900 0 0 HOULIHAN LOKEY INC CL A 441593100 BBG001SFVN99 9442092 88145 PRN DFND 1 88145 0 0 HOVNANIAN ENTERPRISES INC CL A NEW 442487401 BBG001S5RZM4 599692 5899 PRN DFND 4 5899 0 0 HOWARD HUGHES HOLDINGS INC COM 44267T102 BBG01HTMDZ63 2371567 31992 PRN DFND 1 31992 0 0 HOWMET AEROSPACE INC COM 443201108 BBG00DYNJH69 64750 1400 PRN DFND 4 1400 0 0 HOWMET AEROSPACE INC COM 443201108 BBG00DYNJH69 375504 8119 PRN DFND 1 8119 0 0 HOWMET AEROSPACE INC COM 443201108 BBG00DYNJH69 27241 589 PRN DFND 3 589 0 0 HP INC COM 40434L105 BBG001S6W7N7 13257808 515868 PRN DFND 4 515868 0 0 HP INC COM 40434L105 BBG001S6W7N7 43741 1702 PRN DFND 3 1702 0 0 HP INC COM 40434L105 BBG001S6W7N7 19140846 744780 PRN DFND 1 744780 0 0 HUB GROUP INC CL A 443320106 BBG001S8SNQ0 396470 5048 PRN DFND 1 5048 0 0 HUB GROUP INC CL A 443320106 BBG001S8SNQ0 392700 5000 PRN DFND 4 5000 0 0 HUB GROUP INC CL A 443320106 BBG001S8SNQ0 26547 338 PRN DFND 3 338 0 0 HUBBELL INC COM 443510607 BBG001S5S1L9 886010 2827 PRN DFND 1 2827 0 0 HUBBELL INC COM 443510607 BBG001S5S1L9 4005380 12780 PRN DFND 4 12780 0 0 HUBSPOT INC COM 443573100 BBG001T53670 17700450 35940 PRN DFND 1 35940 0 0 HUBSPOT INC COM 443573100 BBG001T53670 40623863 82485 PRN DFND 4 82485 0 0 HUDBAY MINERALS INC COM 443628102 BBG001SL27N7 467174 95929 PRN DFND 4 95929 0 0 HUDBAY MINERALS INC COM 443628102 BBG001SL27N7 17230 3538 PRN DFND 1 3538 0 0 HUMANA INC COM 444859102 BBG001S5S1X6 9499790 19526 PRN DFND 1 19526 0 0 HUMANA INC COM 444859102 BBG001S5S1X6 30164 62 PRN DFND 3 62 0 0 HUMANA INC COM 444859102 BBG001S5S1X6 100360805 206283 PRN DFND 4 206283 0 0 HUNT J B TRANS SVCS INC COM 445658107 BBG001S5SFY4 50146 266 PRN DFND 4 266 0 0 HUNT J B TRANS SVCS INC COM 445658107 BBG001S5SFY4 2016975 10699 PRN DFND 1 10699 0 0 HUNTINGTON BANCSHARES INC COM 446150104 BBG001S5RSZ6 57460 5525 PRN DFND 3 5525 0 0 HUNTINGTON BANCSHARES INC COM 446150104 BBG001S5RSZ6 9025286 867816 PRN DFND 4 867816 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 BBG001V0PDL3 29869 146 PRN DFND 1 146 0 0 HUNTINGTON INGALLS INDS INC COM 446413106 BBG001V0PDL3 1054814 5156 PRN DFND 4 5156 0 0 HURON CONSULTING GROUP INC COM 447462102 BBG001SLSXM3 54996 528 PRN DFND 1 528 0 0 HURON CONSULTING GROUP INC COM 447462102 BBG001SLSXM3 407474 3912 PRN DFND 4 3912 0 0 HYSTER YALE MATLS HANDLING I CL A 449172105 BBG001S5YDZ1 440228 9875 PRN DFND 4 9875 0 0 ICICI BANK LIMITED ADR 45104G104 BBG001SCD3Z1 27649717 1195922 PRN DFND 3 1195922 0 0 ICICI BANK LIMITED ADR 45104G104 BBG001SCD3Z1 92026039 3980365 PRN DFND 4 3980365 0 0 IDEX CORP COM 45167R104 BBG001S67N14 266266 1280 PRN DFND 4 1280 0 0 IDEX CORP COM 45167R104 BBG001S67N14 8401304 40387 PRN DFND 1 40387 0 0 IDEXX LABS INC COM 45168D104 BBG001S5S4Y9 22440696 51320 PRN DFND 4 51320 0 0 IDEXX LABS INC COM 45168D104 BBG001S5S4Y9 1462231 3344 PRN DFND 3 3344 0 0 IDEXX LABS INC COM 45168D104 BBG001S5S4Y9 1885946 4313 PRN DFND 1 4313 0 0 IDT CORP CL B NEW 448947507 BBG001SHWDJ5 674664 30597 PRN DFND 4 30597 0 0 IES HLDGS INC COM 44951W106 BBG001SR2L71 215461 3271 PRN DFND 4 3271 0 0 ILLINOIS TOOL WKS INC COM 452308109 BBG001S5SDX0 17273 75 PRN DFND 3 75 0 0 ILLINOIS TOOL WKS INC COM 452308109 BBG001S5SDX0 11925682 51781 PRN DFND 1 51781 0 0 ILLINOIS TOOL WKS INC COM 452308109 BBG001S5SDX0 99494 432 PRN DFND 4 432 0 0 ILLINOIS TOOL WKS INC COM 452308109 BBG001S5SDX0 683330 2967 PRN DFND 2 2967 0 0 ILLUMINA INC COM 452327109 BBG001SF4NY1 216353 1576 PRN DFND 1 1576 0 0 ILLUMINA INC COM 452327109 BBG001SF4NY1 5798295 42237 PRN DFND 4 42237 0 0 ILLUMINA INC COM 452327109 BBG001SF4NY1 43106 314 PRN DFND 3 314 0 0 IMMERSION CORP COM 452521107 BBG001SD4N12 828240 125301 PRN DFND 4 125301 0 0 IMMUNOGEN INC COM 45253H101 BBG001S6CTN1 10532078 663647 PRN DFND 1 663647 0 0 INARI MED INC COM 45332Y109 BBG009J8K7N9 9614 147 PRN DFND 4 147 0 0 INARI MED INC COM 45332Y109 BBG009J8K7N9 20198659 308848 PRN DFND 1 308848 0 0 INCYTE CORP COM 45337C102 BBG001S8Q6N2 134974868 2336418 PRN DFND 4 2336418 0 0 INCYTE CORP COM 45337C102 BBG001S8Q6N2 11276704 195200 PRN DFND 1 195200 0 0 INDEPENDENT BK CORP MICH COM NEW 453838609 BBG001S5S335 233340 12723 PRN DFND 4 12723 0 0 INFORMATION SVCS GROUP INC COM 45675Y104 BBG001SRNBD3 499355 114008 PRN DFND 4 114008 0 0 INFOSYS LTD SPONSORED ADR 456788108 BBG001S6ZLV4 21459978 1254236 PRN DFND 3 1254236 0 0 INFOSYS LTD SPONSORED ADR 456788108 BBG001S6ZLV4 25013331 1461913 PRN DFND 4 1461913 0 0 INGERSOLL RAND INC COM 45687V106 BBG002R1CW36 94600687 1484631 PRN DFND 4 1484631 0 0 INGERSOLL RAND INC COM 45687V106 BBG002R1CW36 23634194 370907 PRN DFND 1 370907 0 0 INGERSOLL RAND INC COM 45687V106 BBG002R1CW36 3505 55 PRN DFND 3 55 0 0 INGLES MKTS INC CL A 457030104 BBG001S5S7D5 425765 5652 PRN DFND 4 5652 0 0 INGLES MKTS INC CL A 457030104 BBG001S5S7D5 54539 724 PRN DFND 1 724 0 0 INGREDION INC COM 457187102 BBG001SBH4X9 129888 1320 PRN DFND 3 1320 0 0 INGREDION INC COM 457187102 BBG001SBH4X9 12612223 128173 PRN DFND 1 128173 0 0 INMODE LTD SHS M5425M103 BBG00PPS74F3 4765376 156447 PRN DFND 1 156447 0 0 INMODE LTD SHS M5425M103 BBG00PPS74F3 13438069 441171 PRN DFND 4 441171 0 0 INNOSPEC INC COM 45768S105 BBG001S8RTD2 392755 3843 PRN DFND 4 3843 0 0 INNOVIVA INC COM 45781M101 BBG001SF23V0 4960426 381865 PRN DFND 4 381865 0 0 INNOVIZ TECHNOLOGIES LTD SHS M5R635108 BBG00DKCC5Y0 106185 54454 PRN DFND 4 54454 0 0 INOTIV INC COM 45783Q100 BBG001SBF7J0 35038 11376 PRN DFND 1 11376 0 0 INOVIO PHARMACEUTICALS INC COM NEW 45773H201 BBG001S5RHZ0 36938 94956 PRN DFND 1 94956 0 0 INSIGHT ENTERPRISES INC COM 45765U103 BBG001S7LHJ0 3642738 25036 PRN DFND 1 25036 0 0 INSMED INC NOTE 0.750% 6/0 457669AB5 2688211 2700000 PRN DFND 3 2700000 0 0 INSMED INC NOTE 1.750% 1/1 457669AA7 2080659 2100000 PRN DFND 3 2100000 0 0 INSPERITY INC COM 45778Q107 BBG001S894P4 114192 1170 PRN DFND 3 1170 0 0 INSPERITY INC COM 45778Q107 BBG001S894P4 8304394 85086 PRN DFND 1 85086 0 0 INSPERITY INC COM 45778Q107 BBG001S894P4 6524853 66853 PRN DFND 4 66853 0 0 INSPIRE MED SYS INC COM 457730109 BBG00209SZK5 31443016 158451 PRN DFND 1 158451 0 0 INSPIRE MED SYS INC COM 457730109 BBG00209SZK5 39688 200 PRN DFND 4 200 0 0 INSPIRED ENTMT INC COM 45782N108 BBG007FJ83T0 494211 41322 PRN DFND 4 41322 0 0 INSTALLED BLDG PRODS INC COM 45780R101 BBG005TJKF09 46959 376 PRN DFND 3 376 0 0 INSTALLED BLDG PRODS INC COM 45780R101 BBG005TJKF09 1646050 13180 PRN DFND 1 13180 0 0 INSULET CORP COM 45784P101 BBG001SRF439 11065416 69380 PRN DFND 1 69380 0 0 INSULET CORP COM 45784P101 BBG001SRF439 21439762 134427 PRN DFND 4 134427 0 0 INSULET CORP NOTE 0.375% 9/0 45784PAK7 5987055 6100000 PRN DFND 3 6100000 0 0 INTAPP INC COM 45827U109 BBG002ZHMJ58 338552 10100 PRN DFND 4 10100 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 BBG001S7JWM6 6108491 159950 PRN DFND 1 159950 0 0 INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 BBG001S7JWM6 252054 6600 PRN DFND 4 6600 0 0 INTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 457985AM1 4938312 5405000 PRN DFND 3 5405000 0 0 INTEGRAL AD SCIENCE HLDNG CO COM 45828L108 BBG011BPJYL0 673628 56655 PRN DFND 4 56655 0 0 INTEGRAL AD SCIENCE HLDNG CO COM 45828L108 BBG011BPJYL0 3613894 303944 PRN DFND 1 303944 0 0 INTEL CORP COM 458140100 BBG001S5SF65 1559579 43870 PRN DFND 2 43870 0 0 INTEL CORP COM 458140100 BBG001S5SF65 91639155 2577754 PRN DFND 4 2577754 0 0 INTEL CORP COM 458140100 BBG001S5SF65 241918 6805 PRN DFND 1 6805 0 0 INTELLIA THERAPEUTICS INC COM 45826J105 BBG007KC7PC9 264438 8363 PRN DFND 1 8363 0 0 INTELLIA THERAPEUTICS INC COM 45826J105 BBG007KC7PC9 347820 11000 PRN DFND 4 11000 0 0 INTER PARFUMS INC COM 458334109 BBG001SD06N9 9672 72 PRN DFND 4 72 0 0 INTER PARFUMS INC COM 458334109 BBG001SD06N9 1502459 11184 PRN DFND 1 11184 0 0 INTER PARFUMS INC COM 458334109 BBG001SD06N9 19076 142 PRN DFND 3 142 0 0 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 BBG001SQ4YC7 17410072 201133 PRN DFND 1 201133 0 0 INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 BBG001SQ4YC7 226874 2621 PRN DFND 3 2621 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 BBG001SDJ4R0 163600 1487 PRN DFND 3 1487 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 BBG001SDJ4R0 5159168 46893 PRN DFND 2 46893 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 BBG001SDJ4R0 15509409 140969 PRN DFND 4 140969 0 0 INTERCONTINENTAL EXCHANGE IN COM 45866F104 BBG001SDJ4R0 1578567 14348 PRN DFND 1 14348 0 0 INTERFACE INC COM 458665304 BBG001S5S5S3 135496 13812 PRN DFND 4 13812 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 BBG001S5S399 57663 411 PRN DFND 3 411 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 BBG001S5S399 1410857 10056 PRN DFND 2 10056 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 BBG001S5S399 2498462 17808 PRN DFND 1 17808 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 BBG001S5S399 5352164 38148 PRN DFND 4 38148 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 BBG001S5S5F7 56172 824 PRN DFND 1 824 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 BBG001S5S5F7 4198999 61596 PRN DFND 4 61596 0 0 INTERNATIONAL MNY EXPRESS IN COM 46005L101 BBG00G6D5NH5 371343 21934 PRN DFND 4 21934 0 0 INTERNATIONAL MNY EXPRESS IN COM 46005L101 BBG00G6D5NH5 28172 1664 PRN DFND 1 1664 0 0 INTERNATIONAL PAPER CO COM 460146103 BBG001S5SBF4 3296475 92937 PRN DFND 1 92937 0 0 INTERNATIONAL PAPER CO COM 460146103 BBG001S5SBF4 169618 4782 PRN DFND 4 4782 0 0 INTERNATIONAL SEAWAYS INC COM Y41053102 BBG003MN93D8 58500 1300 PRN DFND 4 1300 0 0 INTERNATIONAL SEAWAYS INC COM Y41053102 BBG003MN93D8 343080 7624 PRN DFND 1 7624 0 0 INTERPUBLIC GROUP COS INC COM 460690100 BBG001S6RLK5 1367254 47706 PRN DFND 4 47706 0 0 INTERPUBLIC GROUP COS INC COM 460690100 BBG001S6RLK5 489140 17067 PRN DFND 1 17067 0 0 INTERPUBLIC GROUP COS INC COM 460690100 BBG001S6RLK5 70418 2457 PRN DFND 3 2457 0 0 INTEST CORP COM 461147100 BBG001S9HHW6 152337 10042 PRN DFND 4 10042 0 0 INTRA-CELLULAR THERAPIES INC COM 46116X101 BBG0026ZFZD3 221955 4261 PRN DFND 1 4261 0 0 INTUIT COM 461202103 BBG001S6TWR2 23318280 45638 PRN DFND 4 45638 0 0 INTUIT COM 461202103 BBG001S6TWR2 48322151 94575 PRN DFND 1 94575 0 0 INTUIT COM 461202103 BBG001S6TWR2 2710026 5304 PRN DFND 2 5304 0 0 INTUIT COM 461202103 BBG001S6TWR2 92991 182 PRN DFND 3 182 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 1029153 3521 PRN DFND 2 3521 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 76682866 262352 PRN DFND 4 262352 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 BBG001S7XR78 26784286 91636 PRN DFND 1 91636 0 0 INVESCO DB COMMDY INDX TRCK UNIT 46138B103 BBG001SNZTS4 20717274 830019 PRN DFND 1 830019 0 0 INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 BBG001V0MBC0 48045144 2288954 PRN DFND 1 2288954 0 0 INVESCO LTD SHS G491BT108 BBG001S9RD81 5293034 364534 PRN DFND 1 364534 0 0 INVESTORS TITLE CO NC COM 461804106 BBG001S5SDL3 273522 1847 PRN DFND 4 1847 0 0 IONIS PHARMACEUTICALS INC COM 462222100 BBG001SB7RD1 7436636 163947 PRN DFND 1 163947 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 3622995 3700000 PRN DFND 3 3700000 0 0 IOVANCE BIOTHERAPEUTICS INC COM 462260100 BBG001T2PM32 330922 72730 PRN DFND 4 72730 0 0 IPG PHOTONICS CORP COM 44980X109 BBG001SG95B8 2071010 20396 PRN DFND 1 20396 0 0 IQVIA HLDGS INC COM 46266C105 BBG00333FZ54 787000 4000 PRN DFND 4 4000 0 0 IQVIA HLDGS INC COM 46266C105 BBG00333FZ54 764571 3886 PRN DFND 1 3886 0 0 IRADIMED CORP COM 46266A109 BBG006NM92Y1 1103216 24864 PRN DFND 4 24864 0 0 IRHYTHM TECHNOLOGIES INC COM 450056106 BBG001TSQV70 71261 756 PRN DFND 4 756 0 0 IRHYTHM TECHNOLOGIES INC COM 450056106 BBG001TSQV70 2595166 27532 PRN DFND 1 27532 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 BBG001T21JT7 86204 1895 PRN DFND 4 1895 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 BBG001T21JT7 166857 3668 PRN DFND 3 3668 0 0 IRIDIUM COMMUNICATIONS INC COM 46269C102 BBG001T21JT7 36231830 796479 PRN DFND 1 796479 0 0 IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 BBG001SNZLM7 25938713 2693532 PRN DFND 4 2693532 0 0 ISHARES INC FRONTIER AND SEL 464286145 BBG003CG2XQ1 1439078 55520 PRN DFND 1 55520 0 0 ISHARES INC MSCI BRAZIL ETF 464286400 BBG001SFN5N1 22881875 746067 PRN DFND 1 746067 0 0 ISHARES TR 20 YR TR BD ETF 464287432 BBG001S8MLN3 6081473 68570 PRN DFND 1 68570 0 0 ISHARES TR 20 YR TR BD ETF 464287432 BBG001S8MLN3 20097154 226600 PRN Call DFND 1 226600 0 0 ISHARES TR 20 YR TR BD ETF 464287432 BBG001S8MLN3 16895445 190500 PRN Put DFND 1 190500 0 0 ISHARES TR CORE US AGGBD ET 464287226 BBG001SM1QT8 290019 3084 PRN DFND 1 3084 0 0 ISHARES TR IBOXX HI YD ETF 464288513 BBG001ST0ZQ7 41971376 569335 PRN DFND 1 569335 0 0 ISHARES TR IBOXX INV CP ETF 464287242 BBG001S60QR6 1566721 15357 PRN DFND 1 15357 0 0 ISHARES TR LATN AMER 40 ETF 464287390 BBG001SJRVW2 5470147 214012 PRN DFND 1 214012 0 0 ISHARES TR MORTGE REL ETF 46435G342 BBG001ST7GB8 702839 31461 PRN DFND 1 31461 0 0 ISHARES TR MSCI CHINA A 46434V514 BBG00D30D440 1024931 36300 PRN DFND 4 36300 0 0 ISHARES TR MSCI INDIA ETF 46429B598 BBG002DMN4B6 52511869 1187514 PRN DFND 4 1187514 0 0 ISHARES TR MSCI PERU AND GL 464289842 BBG001T4R2P6 367019 12161 PRN DFND 1 12161 0 0 ISHARES TR MSCI SAUDI ARBIA 46434V423 BBG00B0943B2 2409628 62200 PRN DFND 4 62200 0 0 ISHARES TR TIPS BD ETF 464287176 BBG001SD9RM5 1579241 15226 PRN DFND 1 15226 0 0 ISSUER DIRECT CORP COM NEW 46520M204 BBG001S67C09 207834 11055 PRN DFND 4 11055 0 0 ITRON INC COM 465741106 BBG001S6DJQ9 100442 1658 PRN DFND 4 1658 0 0 ITRON INC COM 465741106 BBG001S6DJQ9 2112485 34871 PRN DFND 1 34871 0 0 ITRON INC COM 465741106 BBG001S6DJQ9 96625 1595 PRN DFND 3 1595 0 0 ITRON INC NOTE 3/1 465741AN6 1316355 1524000 PRN DFND 3 1524000 0 0 ITRON INC NOTE 3/1 465741AN6 843020 976000 PRN DFND 2 976000 0 0 ITT INC COM 45073V108 BBG00CVQZQB3 2261819 23101 PRN DFND 1 23101 0 0 ITT INC COM 45073V108 BBG00CVQZQB3 561122 5731 PRN DFND 4 5731 0 0 ITURAN LOCATION AND CONTROL SHS M6158M104 BBG001S8KHC6 3412338 114125 PRN DFND 4 114125 0 0 J & J SNACK FOODS CORP COM 466032109 BBG001S5SH98 3707818 22657 PRN DFND 1 22657 0 0 JABIL INC COM 466313103 BBG001S7RB70 20151401 158810 PRN DFND 1 158810 0 0 JABIL INC COM 466313103 BBG001S7RB70 38067 300 PRN DFND 4 300 0 0 JACKSON FINANCIAL INC COM CL A 46817M107 BBG00922Y611 9973433 260948 PRN DFND 1 260948 0 0 JACKSON FINANCIAL INC COM CL A 46817M107 BBG00922Y611 12430749 325242 PRN DFND 4 325242 0 0 JACOBS SOLUTIONS INC COM 46982L108 BBG019C1BQS3 12075882 88468 PRN DFND 4 88468 0 0 JACOBS SOLUTIONS INC COM 46982L108 BBG019C1BQS3 105651 774 PRN DFND 1 774 0 0 JAKKS PAC INC COM NEW 47012E403 BBG001S8ZPR6 404890 21780 PRN DFND 4 21780 0 0 JAMES RIV GROUP LTD COM G5005R107 BBG007HRJXK1 513534 33455 PRN DFND 4 33455 0 0 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 BBG00GSNPMQ9 1547651 59940 PRN DFND 1 59940 0 0 JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 BBG00GSNPMQ9 33566 1300 PRN DFND 4 1300 0 0 JANUS INTERNATIONAL GROUP IN COMMON STOCK 47103N106 BBG0100SH2D9 61193 5719 PRN DFND 4 5719 0 0 JANUS INTERNATIONAL GROUP IN COMMON STOCK 47103N106 BBG0100SH2D9 103897 9710 PRN DFND 1 9710 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 5285388 5470000 PRN DFND 2 5470000 0 0 JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 12688173 13130000 PRN DFND 3 13130000 0 0 JAZZ INVESTMENTS I LTD NOTE 2.000% 6/1 472145AF8 7944925 7765000 PRN DFND 3 7765000 0 0 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 BBG001SNW8K1 10575377 81701 PRN DFND 4 81701 0 0 JBG SMITH PPTYS COM 46590V100 BBG00F5FNKK5 4726974 326900 PRN DFND 4 326900 0 0 JD.COM INC SPON ADR CL A 47215P106 BBG005YHY0R6 37248939 1278714 PRN DFND 4 1278714 0 0 JEFFERIES FINL GROUP INC COM 47233W109 BBG001S5SX02 12794090 349279 PRN DFND 1 349279 0 0 JEFFERIES FINL GROUP INC COM 47233W109 BBG001S5SX02 151025 4123 PRN DFND 4 4123 0 0 JELD-WEN HLDG INC COM 47580P103 BBG001TG2G57 130567 9773 PRN DFND 1 9773 0 0 JELD-WEN HLDG INC COM 47580P103 BBG001TG2G57 617032 46185 PRN DFND 4 46185 0 0 JETBLUE AWYS CORP COM 477143101 BBG001S9YPC1 249969 54341 PRN DFND 4 54341 0 0 JFROG LTD ORD SHS M6191J100 BBG006PWZX25 59469 2345 PRN DFND 3 2345 0 0 JFROG LTD ORD SHS M6191J100 BBG006PWZX25 376190 14834 PRN DFND 4 14834 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 BBG001SQLKR2 21028 200 PRN DFND 4 200 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 BBG001SQLKR2 523072 4975 PRN DFND 1 4975 0 0 JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 4131113 26524 PRN DFND 2 26524 0 0 JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 89556 575 PRN DFND 3 575 0 0 JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 990103 6357 PRN DFND 1 6357 0 0 JOHNSON & JOHNSON COM 478160104 BBG001S5SHQ9 50607225 324926 PRN DFND 4 324926 0 0 JOHNSON CTLS INTL PLC SHS G51502105 BBG001S5WZ84 26020 489 PRN DFND 3 489 0 0 JOHNSON CTLS INTL PLC SHS G51502105 BBG001S5WZ84 14101076 265008 PRN DFND 1 265008 0 0 JOHNSON CTLS INTL PLC SHS G51502105 BBG001S5WZ84 104980244 1972942 PRN DFND 4 1972942 0 0 JOINT CORP COM 47973J102 BBG0074VSJK7 600325 66777 PRN DFND 4 66777 0 0 JOYY INC ADS REPSTG COM A 46591M109 BBG003H0XVS9 1270092 33327 PRN DFND 4 33327 0 0 JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 13721792 94620 PRN DFND 4 94620 0 0 JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 81936 565 PRN DFND 3 565 0 0 JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 5249289 36197 PRN DFND 2 36197 0 0 JPMORGAN CHASE & CO COM 46625H100 BBG001S8CRC3 17397614 119967 PRN DFND 1 119967 0 0 JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 BBG00NKZFBD4 624888 236700 PRN DFND 4 236700 0 0 JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 2692629 96892 PRN DFND 1 96892 0 0 JUNIPER NETWORKS INC COM 48203R104 BBG001SCTT05 9885737 355730 PRN DFND 4 355730 0 0 KARUNA THERAPEUTICS INC COM 48576A100 BBG00NN875H9 4667222 27602 PRN DFND 1 27602 0 0 KB HOME COM 48666K109 BBG001S5SJV9 13580959 293452 PRN DFND 4 293452 0 0 KB HOME COM 48666K109 BBG001S5SJV9 40495 875 PRN DFND 3 875 0 0 KB HOME COM 48666K109 BBG001S5SJV9 14740643 318510 PRN DFND 1 318510 0 0 KBR INC COM 48242W106 BBG001SP11V3 601188 10200 PRN DFND 4 10200 0 0 KBR INC COM 48242W106 BBG001SP11V3 105267 1786 PRN DFND 1 1786 0 0 KE HLDGS INC SPONSORED ADS 482497104 BBG00W9L9N03 22398293 1443189 PRN DFND 3 1443189 0 0 KE HLDGS INC SPONSORED ADS 482497104 BBG00W9L9N03 4042262 260455 PRN DFND 4 260455 0 0 KELLANOVA COM 487836108 BBG001S5SJL0 37590979 631675 PRN DFND 4 631675 0 0 KELLANOVA COM 487836108 BBG001S5SJL0 21484776 361028 PRN DFND 1 361028 0 0 KEMPER CORP COM 488401100 BBG001SD3BG3 379573 9031 PRN DFND 1 9031 0 0 KENNAMETAL INC COM 489170100 BBG001S5SM97 6954507 279522 PRN DFND 1 279522 0 0 KENNAMETAL INC COM 489170100 BBG001S5SM97 14206 571 PRN DFND 3 571 0 0 KENVUE INC COM 49177J102 BBG01C79X614 7289080 363002 PRN DFND 1 363002 0 0 KENVUE INC COM 49177J102 BBG01C79X614 507683 25283 PRN DFND 4 25283 0 0 KEURIG DR PEPPER INC COM 49271V100 BBG001ST5W34 579530 18357 PRN DFND 1 18357 0 0 KEURIG DR PEPPER INC COM 49271V100 BBG001ST5W34 142062916 4499934 PRN DFND 4 4499934 0 0 KEYCORP COM 493267108 BBG001S5SKV6 42039 3907 PRN DFND 4 3907 0 0 KEYCORP COM 493267108 BBG001S5SKV6 4590593 426635 PRN DFND 1 426635 0 0 KEYCORP COM 493267108 BBG001S5SKV6 31613 2938 PRN DFND 3 2938 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 53348186 403206 PRN DFND 4 403206 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 92882 702 PRN DFND 3 702 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 BBG0059FN820 13126078 99207 PRN DFND 1 99207 0 0 KFORCE INC COM 493732101 BBG001SCQRF6 233867 3920 PRN DFND 4 3920 0 0 KFORCE INC COM 493732101 BBG001SCQRF6 53694 900 PRN DFND 1 900 0 0 KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 26306749 217681 PRN DFND 4 217681 0 0 KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 48823 404 PRN DFND 1 404 0 0 KIMBERLY-CLARK CORP COM 494368103 BBG001S5SLZ0 898882 7438 PRN DFND 3 7438 0 0 KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 6130223 369736 PRN DFND 1 369736 0 0 KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 109527 6606 PRN DFND 3 6606 0 0 KINDER MORGAN INC DEL COM 49456B101 BBG001TG2YZ5 635976 38358 PRN DFND 4 38358 0 0 KINGSOFT CLOUD HLDGS LTD ADS 49639K101 BBG00R6T4QG1 260304 52800 PRN DFND 4 52800 0 0 KINNATE BIOPHARMA INC COM 49705R105 BBG00R4SGVH0 136461 97472 PRN DFND 4 97472 0 0 KINROSS GOLD CORP COM 496902404 BBG001S5R0C2 10306 2260 PRN DFND 1 2260 0 0 KINROSS GOLD CORP COM 496902404 BBG001S5R0C2 1184004 259650 PRN DFND 4 259650 0 0 KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 13039711 31487 PRN DFND 1 31487 0 0 KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 24434 59 PRN DFND 3 59 0 0 KINSALE CAP GROUP INC COM 49714P108 BBG00D8JDB02 16565 40 PRN DFND 4 40 0 0 KLA CORP COM NEW 482480100 BBG001S5SLM4 655884 1430 PRN DFND 2 1430 0 0 KLA CORP COM NEW 482480100 BBG001S5SLM4 27061 59 PRN DFND 3 59 0 0 KLA CORP COM NEW 482480100 BBG001S5SLM4 2673529 5829 PRN DFND 1 5829 0 0 KLA CORP COM NEW 482480100 BBG001S5SLM4 82770242 180461 PRN DFND 4 180461 0 0 KLAVIYO INC COM SER A 49845K101 BBG009WR3FM4 1621500 47000 PRN DFND 3 47000 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 2633126 52505 PRN DFND 1 52505 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 75626 1508 PRN DFND 4 1508 0 0 KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 BBG001T9BTS0 35456 707 PRN DFND 3 707 0 0 KNOWLES CORP COM 49926D109 BBG004M8M6K9 60247 4068 PRN DFND 3 4068 0 0 KNOWLES CORP COM 49926D109 BBG004M8M6K9 45274 3057 PRN DFND 1 3057 0 0 KNOWLES CORP COM 49926D109 BBG004M8M6K9 2227009 150372 PRN DFND 4 150372 0 0 KOHLS CORP COM 500255104 BBG001S71NV5 170216 8121 PRN DFND 1 8121 0 0 KOHLS CORP COM 500255104 BBG001S71NV5 630896 30100 PRN DFND 4 30100 0 0 KONTOOR BRANDS INC COM 50050N103 BBG00LPTHYM5 1454036 33114 PRN DFND 4 33114 0 0 KONTOOR BRANDS INC COM 50050N103 BBG00LPTHYM5 358701 8169 PRN DFND 1 8169 0 0 KONTOOR BRANDS INC COM 50050N103 BBG00LPTHYM5 81102 1847 PRN DFND 3 1847 0 0 KORN FERRY COM NEW 500643200 BBG001SC0054 3076294 64846 PRN DFND 4 64846 0 0 KORN FERRY COM NEW 500643200 BBG001SC0054 2108566 44447 PRN DFND 1 44447 0 0 KORN FERRY COM NEW 500643200 BBG001SC0054 239904 5057 PRN DFND 3 5057 0 0 KRAFT HEINZ CO COM 500754106 BBG005CPNTR1 3530619 104953 PRN DFND 4 104953 0 0 KROGER CO COM 501044101 BBG001S5SN40 8861 198 PRN DFND 1 198 0 0 KROGER CO COM 501044101 BBG001S5SN40 220260 4922 PRN DFND 3 4922 0 0 KROGER CO COM 501044101 BBG001S5SN40 7292102 162952 PRN DFND 4 162952 0 0 KULICKE & SOFFA INDS INC COM 501242101 BBG001S5SLP1 3239828 66622 PRN DFND 1 66622 0 0 KULICKE & SOFFA INDS INC COM 501242101 BBG001S5SLP1 873443 17961 PRN DFND 4 17961 0 0 KURA SUSHI USA INC CL A COM 501270102 BBG00PNFJ530 544300 8232 PRN DFND 4 8232 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 BBG001S5S0N9 146345422 840486 PRN DFND 4 840486 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 BBG001S5S0N9 55544 319 PRN DFND 3 319 0 0 L3HARRIS TECHNOLOGIES INC COM 502431109 BBG001S5S0N9 10835313 62229 PRN DFND 1 62229 0 0 LA Z BOY INC COM 505336107 BBG001S5SXX6 50026 1620 PRN DFND 1 1620 0 0 LA Z BOY INC COM 505336107 BBG001S5SXX6 382634 12391 PRN DFND 3 12391 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 BBG001S7RX54 884017 4397 PRN DFND 1 4397 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 BBG001S7RX54 63331 315 PRN DFND 4 315 0 0 LAM RESEARCH CORP COM 512807108 BBG001S5SW40 21310 34 PRN DFND 3 34 0 0 LAM RESEARCH CORP COM 512807108 BBG001S5SW40 875598 1397 PRN DFND 2 1397 0 0 LAM RESEARCH CORP COM 512807108 BBG001S5SW40 13102000 20904 PRN DFND 1 20904 0 0 LAM RESEARCH CORP COM 512807108 BBG001S5SW40 58318441 93046 PRN DFND 4 93046 0 0 LAMB WESTON HLDGS INC COM 513272104 BBG003CVMLR1 17186742 185883 PRN DFND 4 185883 0 0 LAMB WESTON HLDGS INC COM 513272104 BBG003CVMLR1 49675799 537268 PRN DFND 1 537268 0 0 LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 362571 2197 PRN DFND 3 2197 0 0 LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 1854442 11237 PRN DFND 4 11237 0 0 LANCASTER COLONY CORP COM 513847103 BBG001S5SPQ1 104959 636 PRN DFND 1 636 0 0 LANDS END INC NEW COM 51509F105 BBG005P337F9 324168 43396 PRN DFND 4 43396 0 0 LANDSEA HOMES CORP COM 51509P103 BBG00L99PSG8 811707 90290 PRN DFND 4 90290 0 0 LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 164731 931 PRN DFND 3 931 0 0 LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 3664604 20711 PRN DFND 1 20711 0 0 LANDSTAR SYS INC COM 515098101 BBG001S5RWM1 3888433 21976 PRN DFND 4 21976 0 0 LAS VEGAS SANDS CORP COM 517834107 BBG001SJCGP9 72336 1578 PRN DFND 1 1578 0 0 LAS VEGAS SANDS CORP COM 517834107 BBG001SJCGP9 3596010 78447 PRN DFND 4 78447 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 BBG001S6C0G2 9369463 109036 PRN DFND 1 109036 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 BBG001S6C0G2 10822969 125951 PRN DFND 4 125951 0 0 LAUDER ESTEE COS INC CL A 518439104 BBG001S8L5H6 19363051 133954 PRN DFND 4 133954 0 0 LAUDER ESTEE COS INC CL A 518439104 BBG001S8L5H6 38161 264 PRN DFND 1 264 0 0 LCI INDS NOTE 1.125% 5/1 501812AB7 401833 430000 PRN DFND 3 430000 0 0 LEAR CORP COM NEW 521865204 BBG001T60092 9931 74 PRN DFND 3 74 0 0 LEAR CORP COM NEW 521865204 BBG001T60092 12228304 91120 PRN DFND 4 91120 0 0 LEGALZOOM COM INC COM 52466B103 BBG001TVNN74 2891442 264300 PRN DFND 4 264300 0 0 LEGGETT & PLATT INC COM 524660107 BBG001S5SRG8 582296 22916 PRN DFND 1 22916 0 0 LEGGETT & PLATT INC COM 524660107 BBG001S5SRG8 440101 17320 PRN DFND 3 17320 0 0 LEIDOS HOLDINGS INC COM 525327102 BBG001SKW6M9 80375869 872134 PRN DFND 4 872134 0 0 LEIDOS HOLDINGS INC COM 525327102 BBG001SKW6M9 51241 556 PRN DFND 1 556 0 0 LENDINGCLUB CORP COM NEW 52603A208 BBG001YKDNH2 137378 22521 PRN DFND 4 22521 0 0 LENDINGCLUB CORP COM NEW 52603A208 BBG001YKDNH2 92061 15092 PRN DFND 1 15092 0 0 LENNAR CORP CL A 526057104 BBG001S5SRK3 86754 773 PRN DFND 3 773 0 0 LENNAR CORP CL A 526057104 BBG001S5SRK3 100351128 894156 PRN DFND 4 894156 0 0 LENNAR CORP CL A 526057104 BBG001S5SRK3 43788779 390170 PRN DFND 1 390170 0 0 LENNOX INTL INC COM 526107107 BBG001S5SST2 16319967 43585 PRN DFND 1 43585 0 0 LENNOX INTL INC COM 526107107 BBG001S5SST2 2613217 6979 PRN DFND 4 6979 0 0 LENNOX INTL INC COM 526107107 BBG001S5SST2 123191 329 PRN DFND 3 329 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 67642 4981 PRN DFND 1 4981 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 744238 54804 PRN DFND 4 54804 0 0 LEVI STRAUSS & CO NEW CL A COM STK 52736R102 BBG001S9NVN8 279137 20555 PRN DFND 3 20555 0 0 LGI HOMES INC COM 50187T106 BBG0056655T0 6840833 68759 PRN DFND 1 68759 0 0 LGI HOMES INC COM 50187T106 BBG0056655T0 56809 571 PRN DFND 3 571 0 0 LI AUTO INC SPONSORED ADS 50202M102 BBG00W0KZF57 38428525 1077939 PRN DFND 4 1077939 0 0 LIBERTY ENERGY INC COM CL A 53115L104 BBG00GK831C5 14869041 802864 PRN DFND 1 802864 0 0 LIBERTY ENERGY INC COM CL A 53115L104 BBG00GK831C5 22224 1200 PRN DFND 4 1200 0 0 LIBERTY GLOBAL PLC SHS CL C G5480U120 BBG001SJNBH7 9069845 488677 PRN DFND 4 488677 0 0 LIBERTY MEDIA CORP DEL COM LBTY ONE S C 531229755 BBG01HLMBDC5 897182 14401 PRN DFND 4 14401 0 0 LIBERTY MEDIA CORP DEL COM LBTY ONE S C 531229755 BBG01HLMBDC5 186775 2998 PRN DFND 3 2998 0 0 LIBERTY MEDIA CORP DEL COM LBTY SRM S C 531229789 BBG01HLMB7B9 68742 2700 PRN DFND 4 2700 0 0 LIBERTY MEDIA CORP DEL COM LBTY SRM S C 531229789 BBG01HLMB7B9 2575992 101178 PRN DFND 1 101178 0 0 LIBERTY MEDIA CORP DEL NOTE 1.375%10/1 531229AB8 675202 615000 PRN DFND 3 615000 0 0 LIBERTY MEDIA CORP DEL NOTE 2.250% 8/1 531229AQ5 1907113 1950000 PRN DFND 3 1950000 0 0 LIFETIME BRANDS INC COM 53222Q103 BBG001S6PWM1 217600 38650 PRN DFND 4 38650 0 0 LIGAND PHARMACEUTICALS INC COM NEW 53220K504 BBG001S8CH99 8826576 147306 PRN DFND 4 147306 0 0 LIGHT & WONDER INC COM 80874P109 BBG00JR5MM40 12055 169 PRN DFND 1 169 0 0 LIGHT & WONDER INC COM 80874P109 BBG00JR5MM40 870226 12200 PRN DFND 4 12200 0 0 LIGHTSPEED COMMERCE INC SUB VTG SHS 53229C107 BBG00B0JR9Q6 9472340 675149 PRN DFND 1 675149 0 0 LIMBACH HLDGS INC COM 53263P105 BBG006G0NGD3 376001 11850 PRN DFND 4 11850 0 0 LINCOLN ELEC HLDGS INC COM 533900106 BBG001S5TV87 8212181 45174 PRN DFND 1 45174 0 0 LINCOLN ELEC HLDGS INC COM 533900106 BBG001S5TV87 254506 1400 PRN DFND 4 1400 0 0 LINCOLN NATL CORP IND COM 534187109 BBG001S5STV7 10751631 435465 PRN DFND 1 435465 0 0 LINCOLN NATL CORP IND COM 534187109 BBG001S5STV7 777735 31500 PRN DFND 4 31500 0 0 LINDE PLC SHS G54950103 BBG01FND0CH6 23628959 63459 PRN DFND 4 63459 0 0 LINDE PLC SHS G54950103 BBG01FND0CH6 995292 2673 PRN DFND 1 2673 0 0 LINDE PLC SHS G54950103 BBG01FND0CH6 16594895 44568 PRN DFND 3 44568 0 0 LINDE PLC SHS G54950103 BBG01FND0CH6 1847973 4963 PRN DFND 2 4963 0 0 LIQUIDITY SVCS INC COM 53635B107 BBG001SLKD81 702227 39854 PRN DFND 4 39854 0 0 LITTELFUSE INC COM 537008104 BBG001S744B6 432810 1750 PRN DFND 1 1750 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 25535049 307503 PRN DFND 1 307503 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 194314 2340 PRN DFND 3 2340 0 0 LIVE NATION ENTERTAINMENT IN COM 538034109 BBG001SNP2B2 83028956 999867 PRN DFND 4 999867 0 0 LIVENT CORP COM 53814L108 BBG00LV3NRJ7 355313 19300 PRN DFND 4 19300 0 0 LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 38098 1321 PRN DFND 1 1321 0 0 LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 806395 27961 PRN DFND 4 27961 0 0 LIVERAMP HLDGS INC COM 53815P108 BBG001S5NCJ3 29388 1019 PRN DFND 3 1019 0 0 LKQ CORP COM 501889208 BBG001SCCPJ1 246213 4973 PRN DFND 3 4973 0 0 LKQ CORP COM 501889208 BBG001SCCPJ1 71793312 1450077 PRN DFND 4 1450077 0 0 LKQ CORP COM 501889208 BBG001SCCPJ1 6349558 128248 PRN DFND 1 128248 0 0 LOEWS CORP COM 540424108 BBG001S6KQC0 6746883 106569 PRN DFND 1 106569 0 0 LOEWS CORP COM 540424108 BBG001S6KQC0 108703 1717 PRN DFND 3 1717 0 0 LOEWS CORP COM 540424108 BBG001S6KQC0 31655 500 PRN DFND 4 500 0 0 LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 6722601 121632 PRN DFND 1 121632 0 0 LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 112309 2032 PRN DFND 3 2032 0 0 LOUISIANA PAC CORP COM 546347105 BBG001S5SW04 20174 365 PRN DFND 4 365 0 0 LOWES COS INC COM 548661107 BBG001S5SVL3 13784364 66322 PRN DFND 4 66322 0 0 LOWES COS INC COM 548661107 BBG001S5SVL3 3590644 17276 PRN DFND 1 17276 0 0 LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 8161852 34344 PRN DFND 4 34344 0 0 LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 24716 104 PRN DFND 3 104 0 0 LPL FINL HLDGS INC COM 50212V100 BBG001T5GK39 9912857 41712 PRN DFND 1 41712 0 0 LSI INDS INC OHIO COM 50216C108 BBG001S5SXV8 291001 18325 PRN DFND 4 18325 0 0 LUCID GROUP INC COM 549498103 BBG00W7F99W4 47213 8446 PRN DFND 3 8446 0 0 LUCID GROUP INC COM 549498103 BBG00W7F99W4 19476 3484 PRN DFND 4 3484 0 0 LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 6272718 16267 PRN DFND 2 16267 0 0 LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 55224751 143214 PRN DFND 4 143214 0 0 LULULEMON ATHLETICA INC COM 550021109 BBG001STBM75 90275157 234110 PRN DFND 1 234110 0 0 LUMEN TECHNOLOGIES INC COM 550241103 BBG001S5Q8G2 185804 130848 PRN DFND 4 130848 0 0 LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 106972 108000 PRN DFND 3 108000 0 0 LUMENTUM HLDGS INC NOTE 0.500% 6/1 55024UAF6 1024632 1400000 PRN DFND 3 1400000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 3890380 4604000 PRN DFND 2 4604000 0 0 LUMENTUM HLDGS INC NOTE 0.500%12/1 55024UAD1 20728415 24520000 PRN DFND 3 24520000 0 0 LYFT INC CL A COM 55087P104 BBG004M9ZHY4 37167381 3526317 PRN DFND 1 3526317 0 0 LYFT INC CL A COM 55087P104 BBG004M9ZHY4 218947 20773 PRN DFND 4 20773 0 0 LYFT INC CL A COM 55087P104 BBG004M9ZHY4 94070 8925 PRN DFND 3 8925 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 17247060 18696000 PRN DFND 3 18696000 0 0 LYFT INC NOTE 1.500% 5/1 55087PAB0 11350440 12304000 PRN DFND 2 12304000 0 0 M & T BK CORP COM 55261F104 BBG001S7S2B4 1367810 10817 PRN DFND 1 10817 0 0 M D C HLDGS INC COM 552676108 BBG001S5T272 6892213 167165 PRN DFND 1 167165 0 0 M D C HLDGS INC COM 552676108 BBG001S5T272 1799071 43635 PRN DFND 4 43635 0 0 M/I HOMES INC COM 55305B101 BBG001S7HGC4 18790588 223591 PRN DFND 4 223591 0 0 M/I HOMES INC COM 55305B101 BBG001S7HGC4 41516 494 PRN DFND 1 494 0 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 BBG001T4BB37 8158 100 PRN DFND 3 100 0 0 MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 BBG001T4BB37 4399446 53928 PRN DFND 1 53928 0 0 MACOM TECH SOLUTIONS HLDGS I NOTE 0.250% 3/1 55405YAB6 1007996 890000 PRN DFND 3 890000 0 0 MACYS INC COM 55616P104 BBG001S6KRW6 568658 48980 PRN DFND 3 48980 0 0 MACYS INC COM 55616P104 BBG001S6KRW6 86924 7487 PRN DFND 1 7487 0 0 MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 5022011 158074 PRN DFND 4 158074 0 0 MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 5877 185 PRN DFND 1 185 0 0 MADDEN STEVEN LTD COM 556269108 BBG001S7JHQ5 210794 6635 PRN DFND 3 6635 0 0 MADISON SQUARE GARDEN ENTMT COM CL A 558256103 BBG019980TF2 881560 26787 PRN DFND 4 26787 0 0 MADISON SQUARE GRDN SPRT COR CL A 55825T103 BBG007FG0C32 3149423 17864 PRN DFND 4 17864 0 0 MADISON SQUARE GRDN SPRT COR CL A 55825T103 BBG007FG0C32 141040 800 PRN DFND 1 800 0 0 MADRIGAL PHARMACEUTICALS INC COM 558868105 BBG001SNKQ42 3137961 21487 PRN DFND 1 21487 0 0 MAGNA INTL INC COM 559222401 BBG001S5SY91 2632715 48900 PRN DFND 4 48900 0 0 MAGNITE INC COM 55955D100 BBG001T5LB97 127743 16942 PRN DFND 4 16942 0 0 MAGNITE INC COM 55955D100 BBG001T5LB97 69323 9194 PRN DFND 3 9194 0 0 MAGNOLIA OIL & GAS CORP CL A 559663109 BBG00GNC8DM1 802148 35013 PRN DFND 1 35013 0 0 MAGNOLIA OIL & GAS CORP CL A 559663109 BBG00GNC8DM1 235973 10300 PRN DFND 4 10300 0 0 MAMAS CREATIONS INC COM 56146T103 BBG001V1FNH5 122880 28119 PRN DFND 4 28119 0 0 MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 19936383 100862 PRN DFND 4 100862 0 0 MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 31823 161 PRN DFND 3 161 0 0 MANHATTAN ASSOCIATES INC COM 562750109 BBG001S71S35 1645124 8323 PRN DFND 1 8323 0 0 MANITOWOC CO INC COM NEW 563571405 BBG001S7C7S2 933145 62003 PRN DFND 4 62003 0 0 MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 80652 1100 PRN DFND 1 1100 0 0 MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 244449 3334 PRN DFND 3 3334 0 0 MANPOWERGROUP INC WIS COM 56418H100 BBG001S5SYW5 683269 9319 PRN DFND 4 9319 0 0 MANULIFE FINL CORP COM 56501R106 BBG001S76KD6 19056803 1038066 PRN DFND 4 1038066 0 0 MANULIFE FINL CORP COM 56501R106 BBG001S76KD6 9683921 529755 PRN DFND 1 529755 0 0 MAPLEBEAR INC COM 565394103 BBG00KG5VJG3 1573570 53000 PRN DFND 3 53000 0 0 MARATHON OIL CORP COM 565849106 BBG001S69V69 25458778 951730 PRN DFND 4 951730 0 0 MARATHON OIL CORP COM 565849106 BBG001S69V69 7720237 288607 PRN DFND 1 288607 0 0 MARATHON OIL CORP COM 565849106 BBG001S69V69 41463 1550 PRN DFND 3 1550 0 0 MARATHON PETE CORP COM 56585A102 BBG001S169P1 31874625 210616 PRN DFND 4 210616 0 0 MARATHON PETE CORP COM 56585A102 BBG001S169P1 37260059 246201 PRN DFND 1 246201 0 0 MARATHON PETE CORP COM 56585A102 BBG001S169P1 88685 586 PRN DFND 3 586 0 0 MARATHON PETE CORP COM 56585A102 BBG001S169P1 694045 4586 PRN DFND 2 4586 0 0 MARAVAI LIFESCIENCES HLDGS I COM CL A 56600D107 BBG00Y1DFW44 196000 19600 PRN DFND 4 19600 0 0 MARCUS CORP DEL COM 566330106 BBG001S7JNZ2 683550 44100 PRN DFND 4 44100 0 0 MARINEMAX INC COM 567908108 BBG001SBS2N2 224719 6847 PRN DFND 4 6847 0 0 MARKEL GROUP INC COM 570535104 BBG001S9ZK95 181116 123 PRN DFND 3 123 0 0 MARKEL GROUP INC COM 570535104 BBG001S9ZK95 38285 26 PRN DFND 4 26 0 0 MARKEL GROUP INC COM 570535104 BBG001S9ZK95 3766629 2558 PRN DFND 1 2558 0 0 MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 70928 332 PRN DFND 3 332 0 0 MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 851355 3985 PRN DFND 4 3985 0 0 MARKETAXESS HLDGS INC COM 57060D108 BBG001S8R6K4 6401509 29964 PRN DFND 1 29964 0 0 MARKFORGED HOLDING CORPORATI COM 57064N102 BBG00X7WQC31 133151 91828 PRN DFND 1 91828 0 0 MARQETA INC CLASS A COM 57142B104 BBG0112Z8873 9808061 1640144 PRN DFND 1 1640144 0 0 MARQETA INC CLASS A COM 57142B104 BBG0112Z8873 352641 58970 PRN DFND 4 58970 0 0 MARRIOTT INTL INC NEW CL A 571903202 BBG001S78K44 7620828 38771 PRN DFND 1 38771 0 0 MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 BBG001V0GHW2 20126 200 PRN DFND 4 200 0 0 MARRIOTT VACATIONS WORLDWIDE COM 57164Y107 BBG001V0GHW2 198442 1972 PRN DFND 3 1972 0 0 MARRIOTT VACATIONS WORLDWIDE NOTE 1/1 57164YAD9 4234573 4795000 PRN DFND 3 4795000 0 0 MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 84157511 442236 PRN DFND 4 442236 0 0 MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 23274642 122305 PRN DFND 1 122305 0 0 MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 928283 4878 PRN DFND 2 4878 0 0 MARSH & MCLENNAN COS INC COM 571748102 BBG001S5T7M4 214849 1129 PRN DFND 3 1129 0 0 MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 50079 122 PRN DFND 3 122 0 0 MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 6169514 15030 PRN DFND 4 15030 0 0 MARTIN MARIETTA MATLS INC COM 573284106 BBG001S7QC51 11767641 28668 PRN DFND 1 28668 0 0 MASCO CORP COM 574599106 BBG001S5SZ70 176385 3300 PRN DFND 4 3300 0 0 MASCO CORP COM 574599106 BBG001S5SZ70 11730404 219465 PRN DFND 1 219465 0 0 MASIMO CORP COM 574795100 BBG001S71GQ6 327309 3733 PRN DFND 1 3733 0 0 MASONITE INTL CORP COM 575385109 BBG001T51RT2 9023416 96797 PRN DFND 1 96797 0 0 MASONITE INTL CORP COM 575385109 BBG001T51RT2 1129920 12121 PRN DFND 4 12121 0 0 MASTEC INC COM 576323109 BBG001S95HF8 194319 2700 PRN DFND 4 2700 0 0 MASTEC INC COM 576323109 BBG001S95HF8 3502564 48667 PRN DFND 1 48667 0 0 MASTERBRAND INC COMMON STOCK 57638P104 BBG01B9G4424 134622 11080 PRN DFND 1 11080 0 0 MASTERBRAND INC COMMON STOCK 57638P104 BBG01B9G4424 41808 3441 PRN DFND 3 3441 0 0 MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 201518 509 PRN DFND 3 509 0 0 MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 21149908 53421 PRN DFND 1 53421 0 0 MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 4659861 11770 PRN DFND 2 11770 0 0 MASTERCARD INCORPORATED CL A 57636Q104 BBG001SKNNS6 96149911 242858 PRN DFND 4 242858 0 0 MASTERCRAFT BOAT HLDGS INC COM 57637H103 BBG002ZYLPP6 988301 44478 PRN DFND 4 44478 0 0 MATADOR RES CO COM 576485205 BBG001T3L5S4 14870 250 PRN DFND 3 250 0 0 MATADOR RES CO COM 576485205 BBG001T3L5S4 6605076 111047 PRN DFND 1 111047 0 0 MATADOR RES CO COM 576485205 BBG001T3L5S4 35688 600 PRN DFND 4 600 0 0 MATCH GROUP INC NEW COM 57667L107 BBG00VT0KP47 8695636 221969 PRN DFND 4 221969 0 0 MATCH GROUP INC NEW COM 57667L107 BBG00VT0KP47 337336 8611 PRN DFND 1 8611 0 0 MATSON INC COM 57686G105 BBG001S5NL21 1274463 14365 PRN DFND 1 14365 0 0 MATSON INC COM 57686G105 BBG001S5NL21 61306 691 PRN DFND 3 691 0 0 MATSON INC COM 57686G105 BBG001S5NL21 785793 8857 PRN DFND 4 8857 0 0 MATTEL INC COM 577081102 BBG001S5SZF1 314721 14286 PRN DFND 3 14286 0 0 MATTEL INC COM 577081102 BBG001S5SZF1 5371156 243811 PRN DFND 1 243811 0 0 MATTEL INC COM 577081102 BBG001S5SZF1 222613 10105 PRN DFND 4 10105 0 0 MAXIMUS INC COM 577933104 BBG001S6G4K5 22404 300 PRN DFND 4 300 0 0 MAXIMUS INC COM 577933104 BBG001S6G4K5 30245 405 PRN DFND 3 405 0 0 MAXIMUS INC COM 577933104 BBG001S6G4K5 8783339 117613 PRN DFND 1 117613 0 0 MAXLINEAR INC COM 57776J100 BBG001S6MZV7 2257107 101443 PRN DFND 1 101443 0 0 MAXLINEAR INC COM 57776J100 BBG001S6MZV7 1114725 50100 PRN DFND 4 50100 0 0 MAXLINEAR INC COM 57776J100 BBG001S6MZV7 45657 2052 PRN DFND 3 2052 0 0 MCCORMICK & CO INC COM NON VTG 579780206 BBG001S79S19 7631849 100897 PRN DFND 1 100897 0 0 MCCORMICK & CO INC COM NON VTG 579780206 BBG001S79S19 6741491 89126 PRN DFND 4 89126 0 0 MCDONALDS CORP COM 580135101 BBG001S5T110 51800734 196632 PRN DFND 1 196632 0 0 MCDONALDS CORP COM 580135101 BBG001S5T110 1905988 7235 PRN DFND 2 7235 0 0 MCDONALDS CORP COM 580135101 BBG001S5T110 68985716 261865 PRN DFND 4 261865 0 0 MCGRATH RENTCORP COM 580589109 BBG001S5T593 6092086 60775 PRN DFND 4 60775 0 0 MCKESSON CORP COM 58155Q103 BBG001S8F8P8 49138 113 PRN DFND 3 113 0 0 MCKESSON CORP COM 58155Q103 BBG001S8F8P8 6378380 14668 PRN DFND 1 14668 0 0 MCKESSON CORP COM 58155Q103 BBG001S8F8P8 135507087 311618 PRN DFND 4 311618 0 0 MDU RES GROUP INC COM 552690109 BBG001S5T2W4 34461 1760 PRN DFND 3 1760 0 0 MDU RES GROUP INC COM 552690109 BBG001S5T2W4 8774718 448147 PRN DFND 1 448147 0 0 MEDIFAST INC COM 58470H101 BBG001SD45H4 12791341 170893 PRN DFND 4 170893 0 0 MEDIFAST INC COM 58470H101 BBG001SD45H4 36003 481 PRN DFND 1 481 0 0 MEDPACE HLDGS INC COM 58506Q109 BBG0065B7K40 33688273 139133 PRN DFND 4 139133 0 0 MEDPACE HLDGS INC COM 58506Q109 BBG0065B7K40 5503857 22731 PRN DFND 1 22731 0 0 MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 1228058 15672 PRN DFND 2 15672 0 0 MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 8402856 107234 PRN DFND 4 107234 0 0 MEDTRONIC PLC SHS G5960L103 BBG001S5T2S9 7050363 89974 PRN DFND 1 89974 0 0 MERCADOLIBRE INC COM 58733R102 BBG001SM32G3 20880716 16469 PRN DFND 1 16469 0 0 MERCHANTS BANCORP IND COM 58844R108 BBG001STXPM7 489092 17644 PRN DFND 4 17644 0 0 MERCK & CO INC COM 58933Y105 BBG001S5TC52 20256751 196763 PRN DFND 4 196763 0 0 MERCK & CO INC COM 58933Y105 BBG001S5TC52 1198132 11638 PRN DFND 1 11638 0 0 MERCK & CO INC COM 58933Y105 BBG001S5TC52 234314 2276 PRN DFND 3 2276 0 0 MERCK & CO INC COM 58933Y105 BBG001S5TC52 288260 2800 PRN Call DFND 1 2800 0 0 MERCURY SYS INC COM 589378108 BBG001SBFLT8 200434 5404 PRN DFND 1 5404 0 0 MERIT MED SYS INC COM 589889104 BBG001S6KLT3 110432 1600 PRN DFND 4 1600 0 0 MERIT MED SYS INC COM 589889104 BBG001S6KLT3 126721 1836 PRN DFND 1 1836 0 0 MERITAGE HOMES CORP COM 59001A102 BBG001S9F527 6637087 54229 PRN DFND 1 54229 0 0 MERITAGE HOMES CORP COM 59001A102 BBG001S9F527 15779008 128924 PRN DFND 4 128924 0 0 META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 17096059 56947 PRN DFND 1 56947 0 0 META PLATFORMS INC CL A 30303M102 BBG001SQCQC5 269512327 897746 PRN DFND 4 897746 0 0 METHODE ELECTRS INC COM 591520200 BBG001S5T3T6 45243 1980 PRN DFND 1 1980 0 0 METHODE ELECTRS INC COM 591520200 BBG001S5T3T6 377116 16504 PRN DFND 4 16504 0 0 METLIFE INC COM 59156R108 BBG001S5T3R8 73813687 1173322 PRN DFND 4 1173322 0 0 METLIFE INC COM 59156R108 BBG001S5T3R8 94176 1497 PRN DFND 3 1497 0 0 METLIFE INC COM 59156R108 BBG001S5T3R8 24305593 386355 PRN DFND 1 386355 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 733542 662 PRN DFND 1 662 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 110807 100 PRN DFND 3 100 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 BBG001SB87G1 42134362 38025 PRN DFND 4 38025 0 0 MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 7330715 439228 PRN DFND 4 439228 0 0 MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 64323 3854 PRN DFND 3 3854 0 0 MGIC INVT CORP WIS COM 552848103 BBG001S6SFR0 3805721 228024 PRN DFND 1 228024 0 0 MGM RESORTS INTERNATIONAL COM 552953101 BBG001S6BYT5 1321559 35951 PRN DFND 1 35951 0 0 MGM RESORTS INTERNATIONAL COM 552953101 BBG001S6BYT5 8658046 235529 PRN DFND 4 235529 0 0 MGP INGREDIENTS INC NEW COM 55303J106 BBG001S5XTL2 3156278 29923 PRN DFND 1 29923 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 984757 12617 PRN DFND 3 12617 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 219633 2814 PRN DFND 2 2814 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 5129914 65726 PRN DFND 1 65726 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 124412 1594 PRN DFND 4 1594 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 9740640 124800 PRN Call DFND 3 124800 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 2981510 38200 PRN Call DFND 2 38200 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 437080 5600 PRN Put DFND 2 5600 0 0 MICROCHIP TECHNOLOGY INC. COM 595017104 BBG001S787B5 1475145 18900 PRN Put DFND 3 18900 0 0 MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 8232650 121015 PRN DFND 4 121015 0 0 MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 1019498 14986 PRN DFND 2 14986 0 0 MICRON TECHNOLOGY INC COM 595112103 BBG001S6P675 183205 2693 PRN DFND 3 2693 0 0 MICROSOFT CORP COM 594918104 BBG001S5TD05 7435281 23548 PRN DFND 3 23548 0 0 MICROSOFT CORP COM 594918104 BBG001S5TD05 23031121 72941 PRN DFND 2 72941 0 0 MICROSOFT CORP COM 594918104 BBG001S5TD05 33199218 105144 PRN DFND 1 105144 0 0 MICROSOFT CORP COM 594918104 BBG001S5TD05 878327774 2781719 PRN DFND 4 2781719 0 0 MICROSTRATEGY INC NOTE 0.750%12/1 594972AC5 3562018 3330000 PRN DFND 3 3330000 0 0 MID-AMER APT CMNTYS INC COM 59522J103 BBG001S7HZ69 69813209 542660 PRN DFND 4 542660 0 0 MIDDLEBY CORP COM 596278101 BBG001S8N9X8 3920128 30626 PRN DFND 1 30626 0 0 MIDDLEBY CORP COM 596278101 BBG001S8N9X8 576256 4502 PRN DFND 2 4502 0 0 MIDDLEBY CORP COM 596278101 BBG001S8N9X8 2960256 23127 PRN DFND 3 23127 0 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 32576006 29073000 PRN DFND 2 29073000 0 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 53829460 48041000 PRN DFND 3 48041000 0 0 MILLERKNOLL INC COM 600544100 BBG001S5T771 3190798 130503 PRN DFND 4 130503 0 0 MILLERKNOLL INC COM 600544100 BBG001S5T771 82788 3386 PRN DFND 1 3386 0 0 MIMEDX GROUP INC COM 602496101 BBG001STPW96 583535 80046 PRN DFND 4 80046 0 0 MINERALS TECHNOLOGIES INC COM 603158106 BBG001S5TFZ2 248063 4530 PRN DFND 4 4530 0 0 MIRATI THERAPEUTICS INC COM 60468T105 BBG001SF6HK7 456552 10481 PRN DFND 4 10481 0 0 MOBILEYE GLOBAL INC COMMON CLASS A 60741F104 BBG019X46ZY3 701780 16890 PRN DFND 1 16890 0 0 MODERNA INC COM 60770K107 BBG003PHHZV8 1534373 14855 PRN DFND 4 14855 0 0 MODERNA INC COM 60770K107 BBG003PHHZV8 7062247 68373 PRN DFND 1 68373 0 0 MOELIS & CO CL A 60786M105 BBG001STYX58 1163903 25790 PRN DFND 1 25790 0 0 MOELIS & CO CL A 60786M105 BBG001STYX58 55375 1227 PRN DFND 3 1227 0 0 MOHAWK INDS INC COM 608190104 BBG001SBGSZ5 17408790 202876 PRN DFND 1 202876 0 0 MOLINA HEALTHCARE INC COM 60855R100 BBG001SKBQ20 9416017 28717 PRN DFND 1 28717 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 36945854 581001 PRN DFND 4 581001 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 47472033 746533 PRN DFND 1 746533 0 0 MOLSON COORS BEVERAGE CO CL B 60871R209 BBG001S5VQ21 588080 9248 PRN DFND 3 9248 0 0 MONARCH CASINO & RESORT INC COM 609027107 BBG001S7DVP1 343165 5526 PRN DFND 4 5526 0 0 MONDAY COM LTD SHS M7S64H106 BBG00GF8K4X3 38522801 241947 PRN DFND 4 241947 0 0 MONDAY COM LTD SHS M7S64H106 BBG00GF8K4X3 2173512 13651 PRN DFND 1 13651 0 0 MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 984161 14181 PRN DFND 2 14181 0 0 MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 40035125 576875 PRN DFND 4 576875 0 0 MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 127002 1830 PRN DFND 3 1830 0 0 MONDELEZ INTL INC CL A 609207105 BBG001SHHZJ3 5681223 81862 PRN DFND 1 81862 0 0 MONGODB INC CL A 60937P106 BBG0022FDRZ7 22586041 65304 PRN DFND 4 65304 0 0 MONGODB INC CL A 60937P106 BBG0022FDRZ7 26631 77 PRN DFND 3 77 0 0 MONOLITHIC PWR SYS INC COM 609839105 BBG001SDRGP6 1744050 3775 PRN DFND 1 3775 0 0 MONRO INC COM 610236101 BBG001S62LS4 9331 336 PRN DFND 3 336 0 0 MONRO INC COM 610236101 BBG001S62LS4 3869166 139329 PRN DFND 4 139329 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 5409478 102162 PRN DFND 4 102162 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 13316237 251487 PRN DFND 1 251487 0 0 MONSTER BEVERAGE CORP NEW COM 61174X109 BBG008NVB1F7 81225 1534 PRN DFND 3 1534 0 0 MOODYS CORP COM 615369105 BBG001S5VP87 371184 1174 PRN DFND 1 1174 0 0 MOODYS CORP COM 615369105 BBG001S5VP87 4023579 12726 PRN DFND 2 12726 0 0 MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 1861586 22794 PRN DFND 2 22794 0 0 MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 5615384 68757 PRN DFND 1 68757 0 0 MORGAN STANLEY COM NEW 617446448 BBG001S9V5Z3 4350724 53272 PRN DFND 4 53272 0 0 MORNINGSTAR INC COM 617700109 BBG001SC6FV6 234 1 PRN DFND 3 1 0 0 MORNINGSTAR INC COM 617700109 BBG001SC6FV6 5274382 22517 PRN DFND 1 22517 0 0 MOSAIC CO NEW COM 61945C103 BBG001S7LJN1 76967 2162 PRN DFND 3 2162 0 0 MOSAIC CO NEW COM 61945C103 BBG001S7LJN1 2988228 83939 PRN DFND 1 83939 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 508544 1868 PRN DFND 2 1868 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 36221260 133049 PRN DFND 4 133049 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 BBG001S5T9L1 9448361 34706 PRN DFND 1 34706 0 0 MP MATERIALS CORP COM CL A 553368101 BBG00TJGL0T5 92597 4848 PRN DFND 3 4848 0 0 MP MATERIALS CORP COM CL A 553368101 BBG00TJGL0T5 193712 10142 PRN DFND 1 10142 0 0 MR COOPER GROUP INC COM 62482R107 BBG002V09956 5244220 97913 PRN DFND 4 97913 0 0 MR COOPER GROUP INC COM 62482R107 BBG002V09956 4651472 86846 PRN DFND 1 86846 0 0 MSA SAFETY INC COM 553498106 BBG001S5TCN2 31530 200 PRN DFND 4 200 0 0 MSA SAFETY INC COM 553498106 BBG001S5TCN2 2013506 12772 PRN DFND 1 12772 0 0 MSC INDL DIRECT INC CL A 553530106 BBG001S5TD87 5446147 55488 PRN DFND 1 55488 0 0 MSC INDL DIRECT INC CL A 553530106 BBG001S5TD87 10970520 111773 PRN DFND 4 111773 0 0 MSCI INC COM 55354G100 BBG001SV8B05 6643360 12948 PRN DFND 1 12948 0 0 MSCI INC COM 55354G100 BBG001SV8B05 8627953 16816 PRN DFND 4 16816 0 0 MUELLER INDS INC COM 624756102 BBG001S6PVC4 29613 394 PRN DFND 3 394 0 0 MUELLER INDS INC COM 624756102 BBG001S6PVC4 849308 11300 PRN DFND 4 11300 0 0 MUELLER INDS INC COM 624756102 BBG001S6PVC4 7742307 103011 PRN DFND 1 103011 0 0 MUELLER WTR PRODS INC COM SER A 624758108 BBG001SNQZ91 65644 5177 PRN DFND 3 5177 0 0 MUELLER WTR PRODS INC COM SER A 624758108 BBG001SNQZ91 890554 70233 PRN DFND 4 70233 0 0 MUELLER WTR PRODS INC COM SER A 624758108 BBG001SNQZ91 1978055 155998 PRN DFND 1 155998 0 0 MULLEN AUTOMOTIVE INC COM 62526P307 BBG003GMH366 296459 652993 PRN DFND 1 652993 0 0 MURPHY OIL CORP COM 626717102 BBG001S5TG80 1333381 29402 PRN DFND 1 29402 0 0 MURPHY OIL CORP COM 626717102 BBG001S5TG80 90791 2002 PRN DFND 3 2002 0 0 MURPHY OIL CORP COM 626717102 BBG001S5TG80 1210890 26701 PRN DFND 4 26701 0 0 MURPHY USA INC COM 626755102 BBG001Z0Q6V2 4120580 12058 PRN DFND 1 12058 0 0 MURPHY USA INC COM 626755102 BBG001Z0Q6V2 374194 1095 PRN DFND 3 1095 0 0 MURPHY USA INC COM 626755102 BBG001Z0Q6V2 10032509 29358 PRN DFND 4 29358 0 0 MYERS INDS INC COM 628464109 BBG001S5TH97 387772 21627 PRN DFND 4 21627 0 0 MYR GROUP INC DEL COM 55405W104 BBG001S8GYM3 68054 505 PRN DFND 1 505 0 0 MYR GROUP INC DEL COM 55405W104 BBG001S8GYM3 47436 352 PRN DFND 3 352 0 0 MYR GROUP INC DEL COM 55405W104 BBG001S8GYM3 17027330 126353 PRN DFND 4 126353 0 0 NABORS INDUSTRIES LTD SHS G6359F137 BBG001S604K2 174982 1421 PRN DFND 1 1421 0 0 NABORS INDUSTRIES LTD SHS G6359F137 BBG001S604K2 46916 381 PRN DFND 3 381 0 0 NABORS INDUSTRIES LTD SHS G6359F137 BBG001S604K2 1291862 10491 PRN DFND 4 10491 0 0 NANO DIMENSION LTD SPONSORD ADS NEW 63008G203 BBG009DFFWM1 1764236 648616 PRN DFND 4 648616 0 0 NANO X IMAGING LTD ORD SHS M70700105 BBG00RDSZ6K0 1193212 181892 PRN DFND 4 181892 0 0 NANO X IMAGING LTD ORD SHS M70700105 BBG00RDSZ6K0 46025 7016 PRN DFND 3 7016 0 0 NANOSTRING TECHNOLOGIES INC COM 63009R109 BBG001TG36G6 289190 168134 PRN DFND 4 168134 0 0 NASDAQ INC COM 631103108 BBG001SKTBJ6 8704461 179141 PRN DFND 1 179141 0 0 NASDAQ INC COM 631103108 BBG001SKTBJ6 27113 558 PRN DFND 3 558 0 0 NASDAQ INC COM 631103108 BBG001SKTBJ6 126909160 2611837 PRN DFND 4 2611837 0 0 NATERA INC COM 632307104 BBG001V0FSF8 40669334 919081 PRN DFND 1 919081 0 0 NATHANS FAMOUS INC NEW COM 632347100 BBG001S5Q337 269215 3810 PRN DFND 4 3810 0 0 NATIONAL FUEL GAS CO COM 636180101 BBG001S5TLR8 3607278 69491 PRN DFND 1 69491 0 0 NATIONAL FUEL GAS CO COM 636180101 BBG001S5TLR8 3779048 72800 PRN DFND 4 72800 0 0 NATIONAL FUEL GAS CO COM 636180101 BBG001S5TLR8 25021 482 PRN DFND 3 482 0 0 NATIONAL HEALTH INVS INC COM 63633D104 BBG001S6W8Y3 529008 10300 PRN DFND 4 10300 0 0 NATIONAL INSTRS CORP COM 636518102 BBG001S8FKK6 41572907 697298 PRN DFND 2 697298 0 0 NATIONAL INSTRS CORP COM 636518102 BBG001S8FKK6 13020233 218387 PRN DFND 3 218387 0 0 NATIONAL RESH CORP COM NEW 637372202 BBG004K1F9R1 580892 13092 PRN DFND 4 13092 0 0 NATIONAL VISION HLDGS INC COM 63845R107 BBG00HVQF9L1 1233482 76235 PRN DFND 4 76235 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 20268626 21031000 PRN DFND 3 21031000 0 0 NATIONAL VISION HLDGS INC NOTE 2.500% 5/1 63845RAB3 17304131 17955000 PRN DFND 2 17955000 0 0 NATURAL GROCERS BY VITAMIN C COM 63888U108 BBG0034VYM77 144140 11165 PRN DFND 4 11165 0 0 NATURES SUNSHINE PRODS INC COM 639027101 BBG001S61DP6 242751 14650 PRN DFND 4 14650 0 0 NAVIENT CORPORATION COM 63938C108 BBG004MN1R50 4902534 284700 PRN DFND 4 284700 0 0 NAVIENT CORPORATION COM 63938C108 BBG004MN1R50 3772764 219092 PRN DFND 1 219092 0 0 NAVIGATOR HLDGS LTD SHS Y62132108 BBG001SRNVY6 404255 27370 PRN DFND 4 27370 0 0 NCINO INC COM 63947X101 BBG014GJ8XJ0 4334722 136312 PRN DFND 1 136312 0 0 NCL CORP LTD NOTE 1.125% 2/1 62886HBD2 5023555 6050000 PRN DFND 3 6050000 0 0 NCL CORP LTD NOTE 5.375% 8/0 62886HAX9 2912320 2500000 PRN DFND 3 2500000 0 0 NCR CORP NEW COM 62886E108 BBG001S9FBR7 40455 1500 PRN DFND 4 1500 0 0 NCR CORP NEW COM 62886E108 BBG001S9FBR7 8502805 315269 PRN DFND 1 315269 0 0 NEOGAMES S A SHS L6673X107 BBG00Y04SF39 2775222 102786 PRN DFND 2 102786 0 0 NEOGAMES S A SHS L6673X107 BBG00Y04SF39 828414 30682 PRN DFND 3 30682 0 0 NERDY INC CL A COM 64081V109 BBG00XWZB4W8 912746 246688 PRN DFND 4 246688 0 0 NETAPP INC COM 64110D104 BBG001S8LYX5 923535 12171 PRN DFND 4 12171 0 0 NETAPP INC COM 64110D104 BBG001S8LYX5 42493 560 PRN DFND 3 560 0 0 NETAPP INC COM 64110D104 BBG001S8LYX5 944858 12452 PRN DFND 1 12452 0 0 NETEASE INC SPONSORED ADS 64110W102 BBG001SCVWD1 105518360 1053498 PRN DFND 4 1053498 0 0 NETFLIX INC COM 64110L106 BBG001SF6L46 1133 3 PRN DFND 3 3 0 0 NETFLIX INC COM 64110L106 BBG001SF6L46 10001869 26488 PRN DFND 1 26488 0 0 NETFLIX INC COM 64110L106 BBG001SF6L46 6654067 17622 PRN DFND 4 17622 0 0 NETFLIX INC COM 64110L106 BBG001SF6L46 1277043 3382 PRN DFND 2 3382 0 0 NETGEAR INC COM 64111Q104 BBG001SG03X8 171438 13617 PRN DFND 4 13617 0 0 NETSCOUT SYS INC COM 64115T104 BBG001SD3PL6 37155 1326 PRN DFND 1 1326 0 0 NETSCOUT SYS INC COM 64115T104 BBG001SD3PL6 1081628 38602 PRN DFND 4 38602 0 0 NETSCOUT SYS INC COM 64115T104 BBG001SD3PL6 199951 7136 PRN DFND 3 7136 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 BBG001S8W4X9 37630350 334492 PRN DFND 4 334492 0 0 NEVRO CORP COM 64157F103 BBG001V0KW81 761458 39618 PRN DFND 4 39618 0 0 NEVRO CORP COM 64157F103 BBG001V0KW81 1211 63 PRN DFND 3 63 0 0 NEW FORTRESS ENERGY INC COM CL A 644393100 BBG00MJH9M32 3208474 97879 PRN DFND 3 97879 0 0 NEW FORTRESS ENERGY INC COM CL A 644393100 BBG00MJH9M32 511630 15608 PRN DFND 2 15608 0 0 NEW GOLD INC CDA COM 644535106 BBG001S5YM54 1010215 1110004 PRN DFND 4 1110004 0 0 NEW JERSEY RES CORP COM 646025106 BBG001S5TMT4 11011786 271026 PRN DFND 1 271026 0 0 NEW JERSEY RES CORP COM 646025106 BBG001S5TMT4 265151 6526 PRN DFND 3 6526 0 0 NEW ORIENTAL ED & TECHNOLOGY SPON ADR 647581206 BBG001SP9P33 1346240 22993 PRN DFND 4 22993 0 0 NEW RELIC INC COM 64829B100 BBG001V14078 12130042 141673 PRN DFND 3 141673 0 0 NEW RELIC INC COM 64829B100 BBG001V14078 39507294 461426 PRN DFND 2 461426 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 BBG001SD32Z2 3833487 338050 PRN DFND 1 338050 0 0 NEW YORK TIMES CO CL A 650111107 BBG001S90X31 137155 3329 PRN DFND 3 3329 0 0 NEW YORK TIMES CO CL A 650111107 BBG001S90X31 12240973 297111 PRN DFND 1 297111 0 0 NEW YORK TIMES CO CL A 650111107 BBG001S90X31 2529680 61400 PRN DFND 4 61400 0 0 NEWELL BRANDS INC COM 651229106 BBG001S5TSW7 25320 2804 PRN DFND 3 2804 0 0 NEWELL BRANDS INC COM 651229106 BBG001S5TSW7 88548 9806 PRN DFND 1 9806 0 0 NEWMARKET CORP COM 651587107 BBG001S5R005 40954 90 PRN DFND 4 90 0 0 NEWMARKET CORP COM 651587107 BBG001S5R005 1090731 2397 PRN DFND 1 2397 0 0 NEWMONT CORP COM 651639106 BBG001S5TKX3 1227257 33214 PRN DFND 1 33214 0 0 NEWMONT CORP COM 651639106 BBG001S5TKX3 168143894 4550579 PRN DFND 4 4550579 0 0 NEWS CORP NEW CL A 65249B109 BBG0035LY922 210630 10500 PRN DFND 4 10500 0 0 NEWS CORP NEW CL A 65249B109 BBG0035LY922 56509 2817 PRN DFND 1 2817 0 0 NEXPOINT RESIDENTIAL TR INC COM 65341D102 BBG0077Q6QH7 410810 12766 PRN DFND 4 12766 0 0 NEXSTAR MEDIA GROUP INC COMMON STOCK 65336K103 BBG001SKJJT9 2880160 20089 PRN DFND 1 20089 0 0 NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 12101424 211231 PRN DFND 4 211231 0 0 NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 178401 3114 PRN DFND 1 3114 0 0 NEXTERA ENERGY INC COM 65339F101 BBG001S5RB29 1141618 19927 PRN DFND 2 19927 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 BBG001S5VJL6 3139432 132298 PRN DFND 2 132298 0 0 NEXTGEN HEALTHCARE INC COM 65343C102 BBG001S5VJL6 959072 40416 PRN DFND 3 40416 0 0 NEXTRACKER INC CLASS A COM 65290E101 BBG00835TQ17 1192752 29700 PRN DFND 4 29700 0 0 NGM BIOPHARMACEUTICALS INC COM 62921N105 BBG001V0FS86 172422 161142 PRN DFND 4 161142 0 0 NICE LTD NOTE 9/1 653656AB4 3892167 4300000 PRN DFND 3 4300000 0 0 NIKE INC CL B 654106103 BBG001S6NTK2 968057 10124 PRN DFND 2 10124 0 0 NIKE INC CL B 654106103 BBG001S6NTK2 1689988 17674 PRN DFND 1 17674 0 0 NIKE INC CL B 654106103 BBG001S6NTK2 426561 4461 PRN DFND 4 4461 0 0 NIKE INC CL B 654106103 BBG001S6NTK2 2031543 21246 PRN DFND 3 21246 0 0 NIKOLA CORP COM 654110105 BBG00L4CWQW4 27257 17361 PRN DFND 3 17361 0 0 NIO INC SPON ADS 62914V106 BBG00LPXZBW5 110821 12259 PRN DFND 4 12259 0 0 NISOURCE INC COM 65473P105 BBG001S5TMF9 1010226 40933 PRN DFND 1 40933 0 0 NISOURCE INC COM 65473P105 BBG001S5TMF9 27148 1100 PRN DFND 4 1100 0 0 NMI HLDGS INC CL A 629209305 BBG005DLMPF1 30476 1125 PRN DFND 1 1125 0 0 NMI HLDGS INC CL A 629209305 BBG005DLMPF1 2739747 101135 PRN DFND 4 101135 0 0 NOBLE CORP PLC ORD SHS A G65431127 BBG018KBK3H7 7199999 142152 PRN DFND 2 142152 0 0 NOBLE CORP PLC ORD SHS A G65431127 BBG018KBK3H7 16801365 331715 PRN DFND 1 331715 0 0 NORDSON CORP COM 655663102 BBG001S5TKK7 862775 3866 PRN DFND 4 3866 0 0 NORDSON CORP COM 655663102 BBG001S5TKK7 6050139 27110 PRN DFND 1 27110 0 0 NORDSTROM INC COM 655664100 BBG001S7BDN5 252486 16900 PRN DFND 4 16900 0 0 NORDSTROM INC COM 655664100 BBG001S7BDN5 146113 9780 PRN DFND 1 9780 0 0 NORDSTROM INC COM 655664100 BBG001S7BDN5 252665 16912 PRN DFND 3 16912 0 0 NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 44703 227 PRN DFND 3 227 0 0 NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 21359816 108464 PRN DFND 4 108464 0 0 NORFOLK SOUTHN CORP COM 655844108 BBG001S5TQJ6 38598 196 PRN DFND 1 196 0 0 NORTHEAST CMNTY BANCORP INC COM 664121100 BBG011RJRYB9 217858 14760 PRN DFND 4 14760 0 0 NORTHERN TR CORP COM 665859104 BBG001S5TRG7 1147393 16514 PRN DFND 1 16514 0 0 NORTHERN TR CORP COM 665859104 BBG001S5TRG7 92061 1325 PRN DFND 3 1325 0 0 NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 26598041 60424 PRN DFND 4 60424 0 0 NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 36096 82 PRN DFND 3 82 0 0 NORTHROP GRUMMAN CORP COM 666807102 BBG001S5TP26 153626 349 PRN DFND 1 349 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 BBG001SCKPS2 1691623 102647 PRN DFND 4 102647 0 0 NORWEGIAN CRUISE LINE HLDG L SHS G66721104 BBG001SCKPS2 11096923 673357 PRN DFND 1 673357 0 0 NOV INC COM 62955J103 BBG001S6HFR2 6504958 311242 PRN DFND 1 311242 0 0 NOVA LTD COM M7516K103 BBG001SD4C89 500808 4454 PRN DFND 1 4454 0 0 NOVA LTD COM M7516K103 BBG001SD4C89 66340 590 PRN DFND 3 590 0 0 NOVA LTD COM M7516K103 BBG001SD4C89 652152 5800 PRN DFND 4 5800 0 0 NOVANTA INC COM 67000B104 BBG001S6MRJ9 914430 6375 PRN DFND 1 6375 0 0 NOVAVAX INC COM NEW 670002401 BBG001SGL8G3 406157 56099 PRN DFND 4 56099 0 0 NOVOCURE LTD ORD SHS G6674U108 BBG009XW8QY0 66586 4123 PRN DFND 4 4123 0 0 NOVOCURE LTD ORD SHS G6674U108 BBG009XW8QY0 2242670 138865 PRN DFND 1 138865 0 0 NOVOCURE LTD ORD SHS G6674U108 BBG009XW8QY0 57801 3579 PRN DFND 3 3579 0 0 NOW INC COM 67011P100 BBG005BLN1Z3 131615 11088 PRN DFND 1 11088 0 0 NRG ENERGY INC COM NEW 629377508 BBG001SDD8F0 12497313 324437 PRN DFND 4 324437 0 0 NRG ENERGY INC COM NEW 629377508 BBG001SDD8F0 417018 10826 PRN DFND 1 10826 0 0 NRG ENERGY INC DBCV 2.750% 6/0 629377CG5 3805564 3600000 PRN DFND 3 3600000 0 0 NUCOR CORP COM 670346105 BBG001S5TRV0 12013621 76838 PRN DFND 1 76838 0 0 NUCOR CORP COM 670346105 BBG001S5TRV0 9895235 63289 PRN DFND 4 63289 0 0 NURIX THERAPEUTICS INC COM 67080M103 BBG00SDJ8M87 188475 23979 PRN DFND 4 23979 0 0 NUTANIX INC CL A 67059N108 BBG001V13SG8 1367296 39200 PRN DFND 4 39200 0 0 NUTANIX INC CL A 67059N108 BBG001V13SG8 59610 1709 PRN DFND 3 1709 0 0 NUTRIEN LTD COM 67077M108 BBG00JM9SM69 1164485 18855 PRN DFND 1 18855 0 0 NVE CORP COM NEW 629445206 BBG001SGKV64 644470 7846 PRN DFND 4 7846 0 0 NVENT ELECTRIC PLC SHS G6700G107 BBG00GNT7B03 4809213 90757 PRN DFND 3 90757 0 0 NVENT ELECTRIC PLC SHS G6700G107 BBG00GNT7B03 58289 1100 PRN DFND 4 1100 0 0 NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 10456290 24038 PRN DFND 2 24038 0 0 NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 513785394 1181143 PRN DFND 4 1181143 0 0 NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 2004434 4608 PRN DFND 3 4608 0 0 NVIDIA CORPORATION COM 67066G104 BBG001S5TZJ6 17323912 39826 PRN DFND 1 39826 0 0 NVR INC COM 62944T105 BBG001S5TSM8 46060529 7724 PRN DFND 4 7724 0 0 NVR INC COM 62944T105 BBG001S5TSM8 24067879 4036 PRN DFND 1 4036 0 0 NVR INC COM 62944T105 BBG001S5TSM8 4561925 765 PRN DFND 3 765 0 0 NVR INC COM 62944T105 BBG001S5TSM8 870642 146 PRN DFND 2 146 0 0 NXP SEMICONDUCTORS N V COM N6596X109 BBG001SF62F6 218912 1095 PRN DFND 3 1095 0 0 NXP SEMICONDUCTORS N V COM N6596X109 BBG001SF62F6 243103 1216 PRN DFND 1 1216 0 0 NXP SEMICONDUCTORS N V COM N6596X109 BBG001SF62F6 13374848 66901 PRN DFND 4 66901 0 0 OCCIDENTAL PETE CORP COM 674599105 BBG001S5TZG9 11963548 184395 PRN DFND 1 184395 0 0 OCEANEERING INTL INC COM 675232102 BBG001S61HT3 27880 1084 PRN DFND 3 1084 0 0 OCEANEERING INTL INC COM 675232102 BBG001S61HT3 1007118 39157 PRN DFND 4 39157 0 0 OCEANEERING INTL INC COM 675232102 BBG001S61HT3 198584 7721 PRN DFND 1 7721 0 0 OCULAR THERAPEUTIX INC COM 67576A100 BBG001V0FT93 50262 16007 PRN DFND 4 16007 0 0 ODDITY TECH LTD SHS CL A M7518J104 BBG01H5JVHH4 3470437 122414 PRN DFND 4 122414 0 0 ODDITY TECH LTD SHS CL A M7518J104 BBG01H5JVHH4 52929 1867 PRN DFND 3 1867 0 0 OFFICE PPTYS INCOME TR COM SHS BEN INT 67623C109 BBG001S6PKJ1 255733 62374 PRN DFND 4 62374 0 0 OGE ENERGY CORP COM 670837103 BBG001S5TVY8 3219411 96592 PRN DFND 1 96592 0 0 OGE ENERGY CORP COM 670837103 BBG001S5TVY8 57961 1739 PRN DFND 3 1739 0 0 O-I GLASS INC COM 67098H104 BBG00R2JZG48 2607437 155854 PRN DFND 1 155854 0 0 O-I GLASS INC COM 67098H104 BBG00R2JZG48 34581 2067 PRN DFND 4 2067 0 0 OKTA INC CL A 679295105 BBG001YV1SN3 6069398 74462 PRN DFND 4 74462 0 0 OKTA INC CL A 679295105 BBG001YV1SN3 4337392 53213 PRN DFND 1 53213 0 0 OLAPLEX HLDGS INC COM 679369108 BBG012BV9TG3 104598 53640 PRN DFND 4 53640 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 BBG001S6WQT9 3832824 9368 PRN DFND 1 9368 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 BBG001S6WQT9 828918 2026 PRN DFND 4 2026 0 0 OLD DOMINION FREIGHT LINE IN COM 679580100 BBG001S6WQT9 4910 12 PRN DFND 3 12 0 0 OLD NATL BANCORP IND COM 680033107 BBG001SD2ZG1 4206306 289292 PRN DFND 1 289292 0 0 OLD REP INTL CORP COM 680223104 BBG001S6M9Y2 143617 5331 PRN DFND 3 5331 0 0 OLD REP INTL CORP COM 680223104 BBG001S6M9Y2 8885566 329828 PRN DFND 1 329828 0 0 OLIN CORP COM PAR $1 680665205 BBG001S5TWW8 3848260 76996 PRN DFND 1 76996 0 0 OLIN CORP COM PAR $1 680665205 BBG001S5TWW8 84366 1688 PRN DFND 3 1688 0 0 OLIN CORP COM PAR $1 680665205 BBG001S5TWW8 57477 1150 PRN DFND 4 1150 0 0 OLLIES BARGAIN OUTLET HLDGS COM 681116109 BBG0098VVDS0 94082 1219 PRN DFND 3 1219 0 0 OLLIES BARGAIN OUTLET HLDGS COM 681116109 BBG0098VVDS0 29832771 386535 PRN DFND 1 386535 0 0 OLO INC CL A 68134L109 BBG00ZCX7044 580075 95722 PRN DFND 4 95722 0 0 OLO INC CL A 68134L109 BBG00ZCX7044 25961 4284 PRN DFND 1 4284 0 0 OMNICELL COM COM 68213N109 BBG001SF6Z45 265736 5900 PRN DFND 4 5900 0 0 OMNICELL COM COM 68213N109 BBG001SF6Z45 20398571 452899 PRN DFND 1 452899 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 14398500 15888000 PRN DFND 2 15888000 0 0 OMNICELL COM NOTE 0.250% 9/1 68213NAD1 20373487 22508000 PRN DFND 3 22508000 0 0 OMNICOM GROUP INC COM 681919106 BBG001S5VR10 87886 1180 PRN DFND 1 1180 0 0 OMNICOM GROUP INC COM 681919106 BBG001S5VR10 309762 4159 PRN DFND 4 4159 0 0 OMNICOM GROUP INC COM 681919106 BBG001S5VR10 140171 1882 PRN DFND 3 1882 0 0 ON HLDG AG NAMEN AKT A H5919C104 BBG00LQK89G5 78886670 2835610 PRN DFND 1 2835610 0 0 ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 1054890 11349 PRN DFND 2 11349 0 0 ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 2065721 22224 PRN DFND 4 22224 0 0 ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 3908640 42051 PRN DFND 3 42051 0 0 ON SEMICONDUCTOR CORP COM 682189105 BBG001SF7RS6 84027 904 PRN DFND 1 904 0 0 ON24 INC COM 68339B104 BBG001TCT0B5 220917 34900 PRN DFND 4 34900 0 0 ONEMAIN HLDGS INC COM 68268W103 BBG005497H09 100065 2496 PRN DFND 3 2496 0 0 ONEMAIN HLDGS INC COM 68268W103 BBG005497H09 64144 1600 PRN DFND 4 1600 0 0 ONEMAIN HLDGS INC COM 68268W103 BBG005497H09 65828 1642 PRN DFND 1 1642 0 0 ONEOK INC NEW COM 682680103 BBG001S5TWK1 17107769 269711 PRN DFND 4 269711 0 0 ONEOK INC NEW COM 682680103 BBG001S5TWK1 6916471 109041 PRN DFND 1 109041 0 0 ONEOK INC NEW COM 682680103 BBG001S5TWK1 24611 388 PRN DFND 3 388 0 0 ONEWATER MARINE INC CL A COM 68280L101 BBG00PPXGH27 975661 38082 PRN DFND 4 38082 0 0 ONTO INNOVATION INC COM 683344105 BBG001S5THX0 1440211 11294 PRN DFND 1 11294 0 0 ONTO INNOVATION INC COM 683344105 BBG001S5THX0 76512 600 PRN DFND 4 600 0 0 OOMA INC COM 683416101 BBG001V1FP08 195150 15000 PRN DFND 4 15000 0 0 OP BANCORP COM 67109R109 BBG001SP9M85 217496 23770 PRN DFND 4 23770 0 0 OPEN LENDING CORP COM 68373J104 BBG00VDHLTH4 1535370 209750 PRN DFND 4 209750 0 0 OPEN TEXT CORP COM 683715106 BBG001SBS5H2 26130388 741101 PRN DFND 4 741101 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 BBG00SHY8ZR0 31511 11936 PRN DFND 3 11936 0 0 OPENDOOR TECHNOLOGIES INC COM 683712103 BBG00SHY8ZR0 2640 1000 PRN DFND 1 1000 0 0 OPERA LTD SPONSORED ADS 68373M107 BBG00LBLDJ80 1672468 148400 PRN DFND 3 148400 0 0 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 BBG001S77PP1 229630 5994 PRN DFND 4 5994 0 0 OPTIMIZERX CORP COM NEW 68401U204 BBG001S999P1 225122 28936 PRN DFND 4 28936 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 BBG001S6X756 78611 2430 PRN DFND 3 2430 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 BBG001S6X756 10235411 316396 PRN DFND 1 316396 0 0 OPTION CARE HEALTH INC COM NEW 68404L201 BBG001S6X756 22127 684 PRN DFND 4 684 0 0 ORACLE CORP COM 68389X105 BBG001S5SJG6 7780565 73457 PRN DFND 4 73457 0 0 ORACLE CORP COM 68389X105 BBG001S5SJG6 2588579 24439 PRN DFND 1 24439 0 0 ORACLE CORP COM 68389X105 BBG001S5SJG6 40991 387 PRN DFND 3 387 0 0 ORACLE CORP COM 68389X105 BBG001S5SJG6 2083023 19666 PRN DFND 2 19666 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 BBG001S78TL6 2834734 3119 PRN DFND 1 3119 0 0 OREILLY AUTOMOTIVE INC COM 67103H107 BBG001S78TL6 8764137 9643 PRN DFND 4 9643 0 0 ORGANOGENESIS HLDGS INC COM 68621F102 BBG00FGGD311 245111 77079 PRN DFND 4 77079 0 0 ORGANON & CO COMMON STOCK 68622V106 BBG00ZQRGW42 694400 40000 PRN DFND 4 40000 0 0 ORGANON & CO COMMON STOCK 68622V106 BBG00ZQRGW42 266493 15351 PRN DFND 1 15351 0 0 ORION OFFICE REIT INC COM 68629Y103 BBG0118JXCF7 278521 53459 PRN DFND 4 53459 0 0 ORION S.A. COM L72967109 BBG006MC4LQ6 3599810 169164 PRN DFND 4 169164 0 0 ORMAT TECHNOLOGIES INC COM 686688102 BBG001S9LPW3 340161 4865 PRN DFND 1 4865 0 0 ORMAT TECHNOLOGIES INC NOTE 2.500% 7/1 686688AB8 2554164 2640000 PRN DFND 3 2640000 0 0 OSHKOSH CORP COM 688239201 BBG001S6SX46 1256050 13162 PRN DFND 1 13162 0 0 OSHKOSH CORP COM 688239201 BBG001S6SX46 10496346 109990 PRN DFND 4 109990 0 0 OSHKOSH CORP COM 688239201 BBG001S6SX46 147917 1550 PRN DFND 3 1550 0 0 OSI SYSTEMS INC COM 671044105 BBG001SB1J54 31753 269 PRN DFND 1 269 0 0 OSI SYSTEMS INC COM 671044105 BBG001SB1J54 5799069 49128 PRN DFND 4 49128 0 0 OTIS WORLDWIDE CORP COM 68902V107 BBG00RP60LN7 8633486 107502 PRN DFND 1 107502 0 0 OTIS WORLDWIDE CORP COM 68902V107 BBG00RP60LN7 15062703 187557 PRN DFND 4 187557 0 0 OTTER TAIL CORP COM 689648103 BBG001S5TYX3 1043900 13750 PRN DFND 4 13750 0 0 OTTER TAIL CORP COM 689648103 BBG001S5TYX3 45628 601 PRN DFND 1 601 0 0 OUSTER INC COM NEW 68989M202 BBG00XRTSTS0 295591 58649 PRN DFND 1 58649 0 0 OVINTIV INC COM 69047Q102 BBG00R2NHQ74 1205709 25346 PRN DFND 3 25346 0 0 OVINTIV INC COM 69047Q102 BBG00R2NHQ74 2917801 61337 PRN DFND 4 61337 0 0 OVINTIV INC COM 69047Q102 BBG00R2NHQ74 7893528 165935 PRN DFND 1 165935 0 0 OWENS CORNING NEW COM 690742101 BBG001SQ7PD2 3153526 23118 PRN DFND 3 23118 0 0 OWENS CORNING NEW COM 690742101 BBG001SQ7PD2 42564694 312035 PRN DFND 4 312035 0 0 OWENS CORNING NEW COM 690742101 BBG001SQ7PD2 617664 4528 PRN DFND 2 4528 0 0 OWENS CORNING NEW COM 690742101 BBG001SQ7PD2 23179742 169927 PRN DFND 1 169927 0 0 OXFORD INDS INC COM 691497309 BBG001S5TZF0 28166 293 PRN DFND 1 293 0 0 OXFORD INDS INC COM 691497309 BBG001S5TZF0 471325 4903 PRN DFND 4 4903 0 0 PACCAR INC COM 693718108 BBG001S5V1S8 69971 823 PRN DFND 3 823 0 0 PACCAR INC COM 693718108 BBG001S5V1S8 13885126 163316 PRN DFND 1 163316 0 0 PACCAR INC COM 693718108 BBG001S5V1S8 15718158 184876 PRN DFND 4 184876 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 BBG001SS9G64 11503553 1377671 PRN DFND 1 1377671 0 0 PACIFIC BIOSCIENCES CALIF IN COM 69404D108 BBG001SS9G64 50158 6007 PRN DFND 3 6007 0 0 PACIFIC PREMIER BANCORP COM 69478X105 BBG001S9JFG6 21760 1000 PRN DFND 4 1000 0 0 PACIFIC PREMIER BANCORP COM 69478X105 BBG001S9JFG6 3852673 177053 PRN DFND 1 177053 0 0 PACIRA BIOSCIENCES INC COM 695127100 BBG001S77N12 2373497 77363 PRN DFND 4 77363 0 0 PACKAGING CORP AMER COM 695156109 BBG001S5V741 2042215 13300 PRN DFND 4 13300 0 0 PACKAGING CORP AMER COM 695156109 BBG001S5V741 1508629 9825 PRN DFND 1 9825 0 0 PAGERDUTY INC COM 69553P100 BBG0043BYPD6 2888930 128454 PRN DFND 1 128454 0 0 PAGERDUTY INC COM 69553P100 BBG0043BYPD6 74217 3300 PRN DFND 4 3300 0 0 PAGSEGURO DIGITAL LTD COM CL A G68707101 BBG00JM7QCG6 6917042 803373 PRN DFND 1 803373 0 0 PALANTIR TECHNOLOGIES INC CL A 69608A108 BBG001T53796 222272 13892 PRN DFND 1 13892 0 0 PALO ALTO NETWORKS INC COM 697435105 BBG001T9NWN5 8324964 35510 PRN DFND 1 35510 0 0 PALO ALTO NETWORKS INC COM 697435105 BBG001T9NWN5 652915 2785 PRN DFND 2 2785 0 0 PALO ALTO NETWORKS INC COM 697435105 BBG001T9NWN5 744816 3177 PRN DFND 4 3177 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 42615536 18067000 PRN DFND 3 18067000 0 0 PALO ALTO NETWORKS INC NOTE 0.375% 6/0 697435AF2 29326339 12433000 PRN DFND 2 12433000 0 0 PALOMAR HLDGS INC COM 69753M105 BBG00NLMRYV9 431324 8499 PRN DFND 4 8499 0 0 PAN AMERN SILVER CORP COM 697900108 BBG001S5ZXR5 23452358 1619638 PRN DFND 1 1619638 0 0 PAR PAC HOLDINGS INC COM NEW 69888T207 BBG003C5DLS7 351421 9778 PRN DFND 1 9778 0 0 PAR PAC HOLDINGS INC COM NEW 69888T207 BBG003C5DLS7 22714 632 PRN DFND 4 632 0 0 PARAMOUNT GLOBAL CLASS B COM 92556H206 BBG001S6L063 47686463 3696625 PRN DFND 1 3696625 0 0 PARK AEROSPACE CORP COM 70014A104 BBG001S5V732 276962 17834 PRN DFND 4 17834 0 0 PARKER-HANNIFIN CORP COM 701094104 BBG001S5V554 17991539 46189 PRN DFND 1 46189 0 0 PARKER-HANNIFIN CORP COM 701094104 BBG001S5V554 858113 2203 PRN DFND 2 2203 0 0 PARKER-HANNIFIN CORP COM 701094104 BBG001S5V554 4506357 11569 PRN DFND 3 11569 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 18608558 14638000 PRN DFND 2 14638000 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 24887261 19577000 PRN DFND 3 19577000 0 0 PATHWARD FINANCIAL INC COM 59100U108 BBG001S7G4Q7 43048 934 PRN DFND 1 934 0 0 PATHWARD FINANCIAL INC COM 59100U108 BBG001S7G4Q7 7247606 157249 PRN DFND 4 157249 0 0 PATRIA INVESTMENTS LIMITED COM CL A G69451105 BBG00YQ7XKN5 158135 10846 PRN DFND 1 10846 0 0 PATRICK INDS INC COM 703343103 BBG001S5V0V6 156275 2082 PRN DFND 1 2082 0 0 PATRICK INDS INC COM 703343103 BBG001S5V0V6 465372 6200 PRN DFND 4 6200 0 0 PATTERSON COS INC COM 703395103 BBG001S5V2S6 6188891 208802 PRN DFND 1 208802 0 0 PATTERSON COS INC COM 703395103 BBG001S5V2S6 39925 1347 PRN DFND 3 1347 0 0 PATTERSON COS INC COM 703395103 BBG001S5V2S6 217232 7329 PRN DFND 4 7329 0 0 PATTERSON-UTI ENERGY INC COM 703481101 BBG001S7GWF7 6408 463 PRN DFND 3 463 0 0 PATTERSON-UTI ENERGY INC COM 703481101 BBG001S7GWF7 5586267 403632 PRN DFND 1 403632 0 0 PATTERSON-UTI ENERGY INC COM 703481101 BBG001S7GWF7 41520 3000 PRN DFND 4 3000 0 0 PAYCHEX INC COM 704326107 BBG001S5V135 449902 3901 PRN DFND 4 3901 0 0 PAYCHEX INC COM 704326107 BBG001S5V135 6082389 52739 PRN DFND 1 52739 0 0 PAYCHEX INC COM 704326107 BBG001S5V135 39789 345 PRN DFND 3 345 0 0 PAYCOM SOFTWARE INC COM 70432V102 BBG0064N1009 142599 550 PRN DFND 3 550 0 0 PAYCOM SOFTWARE INC COM 70432V102 BBG0064N1009 24981442 96353 PRN DFND 1 96353 0 0 PAYCOM SOFTWARE INC COM 70432V102 BBG0064N1009 13573562 52353 PRN DFND 4 52353 0 0 PAYCOR HCM INC COM 70435P102 BBG010FNXN77 864435 37864 PRN DFND 1 37864 0 0 PAYLOCITY HLDG CORP COM 70438V106 BBG006598YZ0 19987 110 PRN DFND 3 110 0 0 PAYLOCITY HLDG CORP COM 70438V106 BBG006598YZ0 16102799 88623 PRN DFND 1 88623 0 0 PAYPAL HLDGS INC COM 70450Y103 BBG0077VNXW5 121039325 2070464 PRN DFND 4 2070464 0 0 PAYPAL HLDGS INC COM 70450Y103 BBG0077VNXW5 10789553 184563 PRN DFND 1 184563 0 0 PBF ENERGY INC CL A 69318G106 BBG002832HM6 2245423 41947 PRN DFND 3 41947 0 0 PBF ENERGY INC CL A 69318G106 BBG002832HM6 440445 8228 PRN DFND 2 8228 0 0 PBF ENERGY INC CL A 69318G106 BBG002832HM6 8355498 156090 PRN DFND 1 156090 0 0 PBF ENERGY INC CL A 69318G106 BBG002832HM6 2182365 40769 PRN DFND 4 40769 0 0 PDD HOLDINGS INC SPONSORED ADS 722304102 BBG00LBLDFH8 37883068 386286 PRN DFND 4 386286 0 0 PDF SOLUTIONS INC COM 693282105 BBG001SFSR85 25855 798 PRN DFND 1 798 0 0 PDF SOLUTIONS INC COM 693282105 BBG001SFSR85 2015928 62220 PRN DFND 4 62220 0 0 PEBBLEBROOK HOTEL TR NOTE 1.750%12/1 70509VAA8 4277393 5150000 PRN DFND 3 5150000 0 0 PELOTON INTERACTIVE INC CL A COM 70614W100 BBG00JG0FG08 148566 29419 PRN DFND 3 29419 0 0 PEMBINA PIPELINE CORP COM 706327103 BBG001SB0CJ5 23417 779 PRN DFND 1 779 0 0 PEMBINA PIPELINE CORP COM 706327103 BBG001SB0CJ5 12560112 415800 PRN DFND 4 415800 0 0 PENN ENTERTAINMENT INC COM 707569109 BBG001S80PY6 21457653 934974 PRN DFND 1 934974 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 BBG00LMYX132 4717678 70836 PRN DFND 1 70836 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 BBG00LMYX132 88978 1336 PRN DFND 3 1336 0 0 PENNYMAC FINL SVCS INC NEW COM 70932M107 BBG00LMYX132 5674054 85196 PRN DFND 4 85196 0 0 PENSKE AUTOMOTIVE GRP INC COM 70959W103 BBG001S96493 249755 1495 PRN DFND 1 1495 0 0 PENTAIR PLC SHS G7S00T104 BBG001S69VB3 4425922 68354 PRN DFND 1 68354 0 0 PENTAIR PLC SHS G7S00T104 BBG001S69VB3 5197029 80263 PRN DFND 4 80263 0 0 PENTAIR PLC SHS G7S00T104 BBG001S69VB3 2979989 46023 PRN DFND 3 46023 0 0 PENUMBRA INC COM 70975L107 BBG001TRHPB0 17112230 70738 PRN DFND 1 70738 0 0 PEPSICO INC COM 713448108 BBG001S695T1 3054495 18027 PRN DFND 1 18027 0 0 PEPSICO INC COM 713448108 BBG001S695T1 212279346 1252829 PRN DFND 4 1252829 0 0 PEPSICO INC COM 713448108 BBG001S695T1 2280493 13459 PRN DFND 2 13459 0 0 PEPSICO INC COM 713448108 BBG001S695T1 414111 2444 PRN DFND 3 2444 0 0 PERFORMANCE FOOD GROUP CO COM 71377A103 BBG009XW2WC7 5596880 95088 PRN DFND 1 95088 0 0 PERION NETWORK LTD SHS NEW M78673114 BBG001SJ0148 33877 1106 PRN DFND 3 1106 0 0 PERION NETWORK LTD SHS NEW M78673114 BBG001SJ0148 1537718 50203 PRN DFND 4 50203 0 0 PERMIAN RESOURCES CORP CLASS A COM 71424F105 BBG00D61Y2G3 2087564 149539 PRN DFND 1 149539 0 0 PERRIGO CO PLC SHS G97822103 BBG001S704D8 8141531 254821 PRN DFND 1 254821 0 0 PERSONALIS INC COM 71535D106 BBG0027NWBS7 128790 106438 PRN DFND 4 106438 0 0 PETCO HEALTH & WELLNESS CO I COM 71601V105 BBG00YFGTWH3 1535746 375488 PRN DFND 4 375488 0 0 PETIQ INC COM CL A 71639T106 BBG00H1CY3S0 1682085 85385 PRN DFND 2 85385 0 0 PETIQ INC COM CL A 71639T106 BBG00H1CY3S0 406234 20621 PRN DFND 4 20621 0 0 PETMED EXPRESS INC COM 716382106 BBG001S6TKF1 3013111 293962 PRN DFND 4 293962 0 0 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 BBG001SFJFD5 31598424 2304772 PRN DFND 4 2304772 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 BBG001SF6W88 31385777 2093781 PRN DFND 4 2093781 0 0 PFIZER INC COM 717081103 BBG001S5V466 26828327 808813 PRN DFND 4 808813 0 0 PFIZER INC COM 717081103 BBG001S5V466 399599 12047 PRN DFND 1 12047 0 0 PFIZER INC COM 717081103 BBG001S5V466 35127 1059 PRN DFND 3 1059 0 0 PFIZER INC COM 717081103 BBG001S5V466 1870158 56381 PRN DFND 2 56381 0 0 PG&E CORP COM 69331C108 BBG001S5V206 6891510 427248 PRN DFND 1 427248 0 0 PG&E CORP COM 69331C108 BBG001S5V206 628667 38975 PRN DFND 4 38975 0 0 PGT INNOVATIONS INC COM 69336V101 BBG001SNS069 122156 4402 PRN DFND 1 4402 0 0 PGT INNOVATIONS INC COM 69336V101 BBG001SNS069 80475 2900 PRN DFND 4 2900 0 0 PHILIP MORRIS INTL INC COM 718172109 BBG001STP9N1 204046 2204 PRN DFND 3 2204 0 0 PHILIP MORRIS INTL INC COM 718172109 BBG001STP9N1 866086 9355 PRN DFND 4 9355 0 0 PHILLIPS 66 COM 718546104 BBG00286S4P7 16178198 134650 PRN DFND 1 134650 0 0 PHILLIPS 66 COM 718546104 BBG00286S4P7 5355566 44574 PRN DFND 4 44574 0 0 PHOTRONICS INC COM 719405102 BBG001S5V7C2 6178520 305716 PRN DFND 4 305716 0 0 PHOTRONICS INC COM 719405102 BBG001S5V7C2 48059 2378 PRN DFND 1 2378 0 0 PHYSICIANS RLTY TR COM 71943U104 BBG004MF5B76 225515 18500 PRN DFND 4 18500 0 0 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 BBG001T6RFS9 12768927 2272051 PRN DFND 4 2272051 0 0 PIMCO ETF TR 0-5 HIGH YIELD 72201R783 BBG001V1XW67 9992417 110658 PRN DFND 1 110658 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 BBG001SF5953 3382436 50454 PRN DFND 1 50454 0 0 PINNACLE FINL PARTNERS INC COM 72346Q104 BBG001SF5953 20112 300 PRN DFND 4 300 0 0 PINTEREST INC CL A 72352L106 BBG002583CW7 41705479 1542933 PRN DFND 4 1542933 0 0 PINTEREST INC CL A 72352L106 BBG002583CW7 7852026 290493 PRN DFND 1 290493 0 0 PIONEER NAT RES CO COM 723787107 BBG001S7V1J4 60142 262 PRN DFND 3 262 0 0 PIONEER NAT RES CO COM 723787107 BBG001S7V1J4 164128 715 PRN DFND 1 715 0 0 PIONEER NAT RES CO COM 723787107 BBG001S7V1J4 81607321 355510 PRN DFND 4 355510 0 0 PJT PARTNERS INC COM CL A 69343T107 BBG0079T1MP4 116856 1471 PRN DFND 1 1471 0 0 PJT PARTNERS INC COM CL A 69343T107 BBG0079T1MP4 4441014 55904 PRN DFND 4 55904 0 0 PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 BBG001SZV282 1122371 69626 PRN DFND 1 69626 0 0 PLANET FITNESS INC CL A 72703H101 BBG009H04M26 4918 100 PRN DFND 4 100 0 0 PLANET FITNESS INC CL A 72703H101 BBG009H04M26 36836 749 PRN DFND 1 749 0 0 PLANET FITNESS INC CL A 72703H101 BBG009H04M26 221605 4506 PRN DFND 3 4506 0 0 PLAYAGS INC COM 72814N104 BBG00JKZKM16 336315 51582 PRN DFND 4 51582 0 0 PLAYSTUDIOS INC CLASS A COM 72815G108 BBG00Y1RQ9N1 170473 53608 PRN DFND 4 53608 0 0 PLAYTIKA HLDG CORP COM 72815L107 BBG00QQ8C798 4546419 472110 PRN DFND 4 472110 0 0 PLEXUS CORP COM 729132100 BBG001S5V812 18596 200 PRN DFND 4 200 0 0 PLEXUS CORP COM 729132100 BBG001S5V812 1395072 15004 PRN DFND 1 15004 0 0 PLEXUS CORP COM 729132100 BBG001S5V812 122269 1315 PRN DFND 3 1315 0 0 PNC FINL SVCS GROUP INC COM 693475105 BBG001S5V947 3796785 30926 PRN DFND 1 30926 0 0 PNM RES INC COM 69349H107 BBG001S5V9J1 101755 2281 PRN DFND 1 2281 0 0 PNM RES INC COM 69349H107 BBG001S5V9J1 461000 10334 PRN DFND 2 10334 0 0 PNM RES INC COM 69349H107 BBG001S5V9J1 35688 800 PRN DFND 4 800 0 0 PNM RES INC COM 69349H107 BBG001S5V9J1 144001 3228 PRN DFND 3 3228 0 0 POINT BIOPHARMA GLOBAL INC COM 730541109 BBG00VHK2755 267267 40070 PRN DFND 4 40070 0 0 POLARIS INC COM 731068102 BBG001S7HWZ4 1447546 13900 PRN DFND 4 13900 0 0 POLARIS INC COM 731068102 BBG001S7HWZ4 7615758 73130 PRN DFND 1 73130 0 0 POOL CORP COM 73278L105 BBG001S5VBK4 1467844 4122 PRN DFND 4 4122 0 0 POOL CORP COM 73278L105 BBG001S5VBK4 4554875 12791 PRN DFND 1 12791 0 0 POPULAR INC COM NEW 733174700 BBG001S5PC01 777228 12335 PRN DFND 4 12335 0 0 POPULAR INC COM NEW 733174700 BBG001S5PC01 1071296 17002 PRN DFND 1 17002 0 0 PORCH GROUP INC COM 733245104 BBG00QYZND49 87400 108896 PRN DFND 1 108896 0 0 PORTILLOS INC COM CL A 73642K106 BBG012YL5W59 327053 21251 PRN DFND 3 21251 0 0 PORTILLOS INC COM CL A 73642K106 BBG012YL5W59 1004551 65273 PRN DFND 4 65273 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 BBG001S5V4Y5 7350277 181578 PRN DFND 1 181578 0 0 PORTLAND GEN ELEC CO COM NEW 736508847 BBG001S5V4Y5 64120 1584 PRN DFND 3 1584 0 0 POST HLDGS INC COM 737446104 BBG001WTBC45 2180025 25426 PRN DFND 4 25426 0 0 POST HLDGS INC COM 737446104 BBG001WTBC45 1223853 14274 PRN DFND 1 14274 0 0 POST HLDGS INC NOTE 2.500% 8/1 737446AT1 6344178 6420000 PRN DFND 3 6420000 0 0 POTBELLY CORP COM 73754Y100 BBG0026ZGB18 112078 14369 PRN DFND 4 14369 0 0 POWELL INDS INC COM 739128106 BBG001S5VBT5 345196 4164 PRN DFND 4 4164 0 0 POWER INTEGRATIONS INC COM 739276103 BBG001S73RW3 52730 691 PRN DFND 3 691 0 0 POWER INTEGRATIONS INC COM 739276103 BBG001S73RW3 2703358 35426 PRN DFND 1 35426 0 0 POWERSCHOOL HOLDINGS INC COM CL A 73939C106 BBG00ZXQB5X8 1401068 61830 PRN DFND 1 61830 0 0 PPG INDS INC COM 693506107 BBG001S5VC13 78466307 604517 PRN DFND 4 604517 0 0 PPG INDS INC COM 693506107 BBG001S5VC13 98648 760 PRN DFND 3 760 0 0 PPG INDS INC COM 693506107 BBG001S5VC13 5631633 43387 PRN DFND 1 43387 0 0 PRECISION DRILLING CORP COM NEW 74022D407 BBG001S5V359 327948 4886 PRN DFND 1 4886 0 0 PREMIER FINANCIAL CORP COM 74052F108 BBG001S7DV08 372897 21858 PRN DFND 4 21858 0 0 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 BBG001SH44F0 1764083 30846 PRN DFND 4 30846 0 0 PRICE T ROWE GROUP INC COM 74144T108 BBG001S5WW18 3766930 35920 PRN DFND 4 35920 0 0 PRICE T ROWE GROUP INC COM 74144T108 BBG001S5WW18 139267 1328 PRN DFND 1 1328 0 0 PRIMERICA INC COM 74164M108 BBG001T5ZSQ6 3186032 16422 PRN DFND 1 16422 0 0 PRIMERICA INC COM 74164M108 BBG001T5ZSQ6 3686190 19000 PRN DFND 4 19000 0 0 PRIMO WATER CORPORATION COM 74167P108 BBG001S77SH4 961018 69639 PRN DFND 4 69639 0 0 PRIMO WATER CORPORATION COM 74167P108 BBG001S77SH4 4280208 310160 PRN DFND 1 310160 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 BBG001SD3148 209003 2900 PRN DFND 4 2900 0 0 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 BBG001SD3148 19741270 273918 PRN DFND 1 273918 0 0 PROCORE TECHNOLOGIES INC COM 74275K108 BBG0026ZJ313 215556 3300 PRN DFND 4 3300 0 0 PROCORE TECHNOLOGIES INC COM 74275K108 BBG0026ZJ313 11768182 180162 PRN DFND 1 180162 0 0 PROCORE TECHNOLOGIES INC COM 74275K108 BBG0026ZJ313 55065 843 PRN DFND 3 843 0 0 PROCTER AND GAMBLE CO COM 742718109 BBG001S5V4L9 557477 3822 PRN DFND 3 3822 0 0 PROCTER AND GAMBLE CO COM 742718109 BBG001S5V4L9 15174253 104033 PRN DFND 1 104033 0 0 PROCTER AND GAMBLE CO COM 742718109 BBG001S5V4L9 4036821 27676 PRN DFND 2 27676 0 0 PROCTER AND GAMBLE CO COM 742718109 BBG001S5V4L9 98839404 677632 PRN DFND 4 677632 0 0 PROCTER AND GAMBLE CO COM 742718109 BBG001S5V4L9 29172 200 PRN Call DFND 1 200 0 0 PROG HOLDINGS INC COM NPV 74319R101 BBG00VSH86H3 4929560 148436 PRN DFND 4 148436 0 0 PROG HOLDINGS INC COM NPV 74319R101 BBG00VSH86H3 68014 2048 PRN DFND 1 2048 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 8227877 7977000 PRN DFND 2 7977000 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 22796076 22101000 PRN DFND 3 22101000 0 0 PROGRESSIVE CORP COM 743315103 BBG001S5V509 714330 5128 PRN DFND 2 5128 0 0 PROGRESSIVE CORP COM 743315103 BBG001S5V509 4351593 31239 PRN DFND 4 31239 0 0 PROGRESSIVE CORP COM 743315103 BBG001S5V509 22692527 162904 PRN DFND 1 162904 0 0 PROGYNY INC COM 74340E103 BBG002H1K1K7 420249 12353 PRN DFND 4 12353 0 0 PROGYNY INC COM 74340E103 BBG002H1K1K7 20960947 616136 PRN DFND 1 616136 0 0 PROLOGIS INC. COM 74340W103 BBG001S5NMN6 1040860 9276 PRN DFND 2 9276 0 0 PROLOGIS INC. COM 74340W103 BBG001S5NMN6 12102297 107854 PRN DFND 4 107854 0 0 PROTHENA CORP PLC SHS G72800108 BBG00393H6N0 229525 4757 PRN DFND 1 4757 0 0 PRUDENTIAL FINL INC COM 744320102 BBG001S97MM7 15721375 165680 PRN DFND 1 165680 0 0 PRUDENTIAL FINL INC COM 744320102 BBG001S97MM7 9584 101 PRN DFND 3 101 0 0 PRUDENTIAL FINL INC COM 744320102 BBG001S97MM7 562508 5928 PRN DFND 4 5928 0 0 PTC INC COM 69370C100 BBG001S6DNK6 815227 5754 PRN DFND 4 5754 0 0 PTC INC COM 69370C100 BBG001S6DNK6 9791930 69113 PRN DFND 1 69113 0 0 PTC THERAPEUTICS INC COM 69366J200 BBG001SNNC86 11701225 522143 PRN DFND 1 522143 0 0 PTC THERAPEUTICS INC COM 69366J200 BBG001SNNC86 38097 1700 PRN DFND 4 1700 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 BBG001S5V3C1 443215 7788 PRN DFND 4 7788 0 0 PUBLIC SVC ENTERPRISE GRP IN COM 744573106 BBG001S5V3C1 131974 2319 PRN DFND 1 2319 0 0 PUBMATIC INC COM CL A 74467Q103 BBG001V1C792 1321635 109226 PRN DFND 4 109226 0 0 PULTE GROUP INC COM 745867101 BBG001S5V5K7 68289058 922202 PRN DFND 4 922202 0 0 PULTE GROUP INC COM 745867101 BBG001S5V5K7 41090715 554905 PRN DFND 1 554905 0 0 PURE STORAGE INC CL A 74624M102 BBG00212PW10 3015589 84660 PRN DFND 4 84660 0 0 PURE STORAGE INC CL A 74624M102 BBG00212PW10 9034977 253649 PRN DFND 1 253649 0 0 PVH CORPORATION COM 693656100 BBG001S5VGY8 842911 11017 PRN DFND 4 11017 0 0 Q2 HLDGS INC COM 74736L109 BBG005ZVK9Q1 8552 265 PRN DFND 1 265 0 0 Q2 HLDGS INC COM 74736L109 BBG005ZVK9Q1 979298 30347 PRN DFND 4 30347 0 0 QORVO INC COM 74736K101 BBG007TJF1P5 17083879 178945 PRN DFND 4 178945 0 0 QORVO INC COM 74736K101 BBG007TJF1P5 115328 1208 PRN DFND 3 1208 0 0 QUAD / GRAPHICS INC COM CL A 747301109 BBG001SG6LT7 61260 12179 PRN DFND 4 12179 0 0 QUAKER HOUGHTON COM 747316107 BBG001S969X5 619200 3870 PRN DFND 4 3870 0 0 QUAKER HOUGHTON COM 747316107 BBG001S969X5 4653120 29082 PRN DFND 1 29082 0 0 QUAKER HOUGHTON COM 747316107 BBG001S969X5 60800 380 PRN DFND 3 380 0 0 QUALCOMM INC COM 747525103 BBG001S6VS70 22029306 198355 PRN DFND 4 198355 0 0 QUALCOMM INC COM 747525103 BBG001S6VS70 999873 9003 PRN DFND 1 9003 0 0 QUALCOMM INC COM 747525103 BBG001S6VS70 34318 309 PRN DFND 3 309 0 0 QUALCOMM INC COM 747525103 BBG001S6VS70 1259309 11339 PRN DFND 2 11339 0 0 QUALYS INC COM 74758T303 BBG001SYH860 13619969 89282 PRN DFND 4 89282 0 0 QUALYS INC COM 74758T303 BBG001SYH860 2709746 17763 PRN DFND 1 17763 0 0 QUANTA SVCS INC COM 74762E102 BBG001S5VH85 1007372 5385 PRN DFND 4 5385 0 0 QUANTA SVCS INC COM 74762E102 BBG001S5VH85 947135 5063 PRN DFND 2 5063 0 0 QUANTA SVCS INC COM 74762E102 BBG001S5VH85 4979429 26618 PRN DFND 3 26618 0 0 QUANTA SVCS INC COM 74762E102 BBG001S5VH85 14257353 76214 PRN DFND 1 76214 0 0 QUEST DIAGNOSTICS INC COM 74834L100 BBG001S9GX43 8281118 67956 PRN DFND 1 67956 0 0 QUEST DIAGNOSTICS INC COM 74834L100 BBG001S9GX43 5037936 41342 PRN DFND 4 41342 0 0 QUIDELORTHO CORP COM 219798105 BBG017TGV7N1 558391 7645 PRN DFND 1 7645 0 0 QURATE RETAIL INC COM SER A 74915M100 BBG001SR0LR1 363096 598575 PRN DFND 1 598575 0 0 QURATE RETAIL INC COM SER A 74915M100 BBG001SR0LR1 372919 614770 PRN DFND 4 614770 0 0 R1 RCM INC COM 77634L105 BBG018CZLZ45 11127929 738416 PRN DFND 1 738416 0 0 R1 RCM INC COM 77634L105 BBG018CZLZ45 39453 2618 PRN DFND 3 2618 0 0 RADIAN GROUP INC COM 750236101 BBG001SBWXG7 37464 1492 PRN DFND 3 1492 0 0 RADIAN GROUP INC COM 750236101 BBG001SBWXG7 15357125 611594 PRN DFND 1 611594 0 0 RADIAN GROUP INC COM 750236101 BBG001SBWXG7 4316283 171895 PRN DFND 4 171895 0 0 RADIANT LOGISTICS INC COM 75025X100 BBG001SKLF23 233780 41377 PRN DFND 4 41377 0 0 RADWARE LTD ORD M81873107 BBG001S9M9H5 4480991 264834 PRN DFND 4 264834 0 0 RALPH LAUREN CORP CL A 751212101 BBG001S9TL45 603204 5196 PRN DFND 3 5196 0 0 RAMACO RES INC COM CL A 75134P600 BBG00BCQJ2W4 378056 34400 PRN DFND 4 34400 0 0 RAMBUS INC DEL COM 750917106 BBG001S7RF80 3655249 65518 PRN DFND 1 65518 0 0 RAMBUS INC DEL COM 750917106 BBG001S7RF80 8112703 145415 PRN DFND 4 145415 0 0 RANGE RES CORP COM 75281A109 BBG001SBZNN8 168532 5200 PRN DFND 1 5200 0 0 RANGE RES CORP COM 75281A109 BBG001SBZNN8 48615 1500 PRN DFND 4 1500 0 0 RAPID7 INC COM 753422104 BBG009DFHWH5 155332 3393 PRN DFND 1 3393 0 0 RAPID7 INC COM 753422104 BBG009DFHWH5 311304 6800 PRN DFND 4 6800 0 0 RAYMOND JAMES FINL INC COM 754730109 BBG001S5VQ03 782852 7795 PRN DFND 4 7795 0 0 RAYMOND JAMES FINL INC COM 754730109 BBG001S5VQ03 848734 8451 PRN DFND 1 8451 0 0 RB GLOBAL INC COM 74935Q107 BBG001SBQWW8 4539063 72625 PRN DFND 1 72625 0 0 RB GLOBAL INC COM 74935Q107 BBG001SBQWW8 9589875 153438 PRN DFND 4 153438 0 0 RBC BEARINGS INC COM 75524B104 BBG001SNYTV1 7939582 33911 PRN DFND 1 33911 0 0 RCM TECHNOLOGIES INC COM NEW 749360400 BBG001S5VLS4 222248 11374 PRN DFND 4 11374 0 0 REGENCY CTRS CORP COM 758849103 BBG001S7H752 7512503 126388 PRN DFND 4 126388 0 0 REGENERON PHARMACEUTICALS COM 75886F107 BBG001S6PX49 30582017 37161 PRN DFND 4 37161 0 0 REGENERON PHARMACEUTICALS COM 75886F107 BBG001S6PX49 1708465 2076 PRN DFND 1 2076 0 0 REGENERON PHARMACEUTICALS COM 75886F107 BBG001S6PX49 946404 1150 PRN DFND 2 1150 0 0 REGENXBIO INC COM 75901B107 BBG007Z9V5C7 533304 32400 PRN DFND 4 32400 0 0 REGIONAL MGMT CORP COM 75902K106 BBG001V1C4G1 507624 18339 PRN DFND 4 18339 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 BBG001SM4KY2 6190968 359940 PRN DFND 4 359940 0 0 REGIONS FINANCIAL CORP NEW COM 7591EP100 BBG001SM4KY2 2355213 136931 PRN DFND 1 136931 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 BBG001S6P9Q8 20103588 138464 PRN DFND 1 138464 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 BBG001S6P9Q8 3775 26 PRN DFND 3 26 0 0 REINSURANCE GRP OF AMERICA I COM NEW 759351604 BBG001S6P9Q8 15540412 107035 PRN DFND 4 107035 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 BBG001S81M27 7694090 29341 PRN DFND 4 29341 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 BBG001S81M27 4705455 17944 PRN DFND 1 17944 0 0 RENAISSANCERE HLDGS LTD COM G7496G103 BBG001S6T1Z1 10138254 51224 PRN DFND 1 51224 0 0 RENAISSANCERE HLDGS LTD COM G7496G103 BBG001S6T1Z1 23051347 116468 PRN DFND 4 116468 0 0 RENAISSANCERE HLDGS LTD COM G7496G103 BBG001S6T1Z1 22761 115 PRN DFND 3 115 0 0 REPUBLIC SVCS INC COM 760759100 BBG001S9DL33 10669866 74871 PRN DFND 1 74871 0 0 REPUBLIC SVCS INC COM 760759100 BBG001S9DL33 97762 686 PRN DFND 4 686 0 0 RESIDEO TECHNOLOGIES INC COM 76118Y104 BBG00HY28L05 3071915 194425 PRN DFND 1 194425 0 0 RESMED INC COM 761152107 BBG001SBGRC2 20646053 139623 PRN DFND 4 139623 0 0 RESMED INC COM 761152107 BBG001SBGRC2 28441316 192340 PRN DFND 1 192340 0 0 RESOURCES CONNECTION INC COM 76122Q105 BBG001S7QYK6 175938 11800 PRN DFND 4 11800 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 BBG0076WG2T4 1735784 26055 PRN DFND 4 26055 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 BBG0076WG2T4 8394 126 PRN DFND 1 126 0 0 REVANCE THERAPEUTICS INC COM 761330109 BBG001V0GBC7 279868 24400 PRN DFND 4 24400 0 0 REVANCE THERAPEUTICS INC COM 761330109 BBG001V0GBC7 5953 519 PRN DFND 3 519 0 0 REVVITY INC COM 714046109 BBG001SBKS35 215422 1946 PRN DFND 1 1946 0 0 REYNOLDS CONSUMER PRODS INC COM 76171L106 BBG00QVJVZ22 4700516 183399 PRN DFND 1 183399 0 0 RH COM 74967X103 BBG002293Q93 649797 2458 PRN DFND 1 2458 0 0 RH COM 74967X103 BBG002293Q93 23792 90 PRN DFND 4 90 0 0 RHYTHM PHARMACEUTICALS INC COM 76243J105 BBG007DLZ629 256760 11200 PRN DFND 4 11200 0 0 RIGETTI COMPUTING INC COMMON STOCK 76655K103 BBG00Z911SZ9 363659 273428 PRN DFND 1 273428 0 0 RINGCENTRAL INC CL A 76680R206 BBG001SHXFM5 17363 586 PRN DFND 3 586 0 0 RINGCENTRAL INC CL A 76680R206 BBG001SHXFM5 216951 7322 PRN DFND 1 7322 0 0 RINGCENTRAL INC CL A 76680R206 BBG001SHXFM5 145187 4900 PRN DFND 4 4900 0 0 RITE AID CORP COM 767754872 BBG001S5VK79 113075 252400 PRN DFND 1 252400 0 0 RLI CORP COM 749607107 BBG001S5VQ58 13589 100 PRN DFND 4 100 0 0 RLI CORP COM 749607107 BBG001S5VQ58 6493640 47786 PRN DFND 1 47786 0 0 RMR GROUP INC CL A 74967R106 BBG00B6V7CK4 285756 11654 PRN DFND 4 11654 0 0 ROBERT HALF INC. COM 770323103 BBG001S5VP41 997854 13617 PRN DFND 4 13617 0 0 ROBERT HALF INC. COM 770323103 BBG001S5VP41 9722131 132671 PRN DFND 1 132671 0 0 ROBINHOOD MKTS INC COM CL A 770700102 BBG008NMBXP6 1579086 160967 PRN DFND 1 160967 0 0 ROBINHOOD MKTS INC COM CL A 770700102 BBG008NMBXP6 175628 17903 PRN DFND 4 17903 0 0 ROBLOX CORP CL A 771049103 BBG001V1Y6Z1 6975450 240865 PRN DFND 1 240865 0 0 ROBLOX CORP CL A 771049103 BBG001V1Y6Z1 43469 1501 PRN DFND 4 1501 0 0 ROCKET LAB USA INC COM 773122106 BBG00Y61T0H6 172300 39338 PRN DFND 1 39338 0 0 ROCKET LAB USA INC COM 773122106 BBG00Y61T0H6 274626 62700 PRN DFND 4 62700 0 0 ROCKWELL AUTOMATION INC COM 773903109 BBG001S5VRF5 19863677 69485 PRN DFND 1 69485 0 0 ROCKWELL AUTOMATION INC COM 773903109 BBG001S5VRF5 16272864 56924 PRN DFND 4 56924 0 0 ROCKWELL AUTOMATION INC COM 773903109 BBG001S5VRF5 42881 150 PRN DFND 3 150 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 BBG001S604S4 694305 18000 PRN DFND 4 18000 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 BBG001S604S4 8561 223 PRN DFND 1 223 0 0 ROGERS CORP COM 775133101 BBG001S5TTY3 20378 155 PRN DFND 4 155 0 0 ROGERS CORP COM 775133101 BBG001S5TTY3 2538686 19310 PRN DFND 1 19310 0 0 ROKU INC COM CL A 77543R102 BBG001ZZPQM2 77183247 1093402 PRN DFND 1 1093402 0 0 ROKU INC COM CL A 77543R102 BBG001ZZPQM2 212 3 PRN DFND 4 3 0 0 ROLLINS INC COM 775711104 BBG001S5VRG4 953558 25544 PRN DFND 4 25544 0 0 ROLLINS INC COM 775711104 BBG001S5VRG4 8893873 238250 PRN DFND 1 238250 0 0 ROPER TECHNOLOGIES INC COM 776696106 BBG001S9B362 17457325 36048 PRN DFND 4 36048 0 0 ROPER TECHNOLOGIES INC COM 776696106 BBG001S9B362 549174 1134 PRN DFND 1 1134 0 0 ROSS STORES INC COM 778296103 BBG001S5VRS1 401876 3558 PRN DFND 3 3558 0 0 ROSS STORES INC COM 778296103 BBG001S5VRS1 60114362 532221 PRN DFND 1 532221 0 0 ROSS STORES INC COM 778296103 BBG001S5VRS1 17017273 150662 PRN DFND 4 150662 0 0 ROYAL BK CDA COM 780087102 BBG001S60869 447759 5100 PRN DFND 4 5100 0 0 ROYAL BK CDA COM 780087102 BBG001S60869 3106918 35532 PRN DFND 1 35532 0 0 ROYAL CARIBBEAN GROUP COM V7780T103 BBG001S5RMJ7 10415137 113036 PRN DFND 1 113036 0 0 ROYAL CARIBBEAN GROUP COM V7780T103 BBG001S5RMJ7 8753 95 PRN DFND 3 95 0 0 ROYAL CARIBBEAN GROUP COM V7780T103 BBG001S5RMJ7 19419058 210756 PRN DFND 4 210756 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 12998020 11452000 PRN DFND 3 11452000 0 0 ROYAL CARIBBEAN GROUP NOTE 2.875%11/1 780153BF8 8434185 7431000 PRN DFND 2 7431000 0 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 BBG00V1L5ZR1 114042 4202 PRN DFND 1 4202 0 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 BBG00V1L5ZR1 84161 3101 PRN DFND 3 3101 0 0 ROYALTY PHARMA PLC SHS CLASS A G7709Q104 BBG00V1L5ZR1 30568108 1126312 PRN DFND 4 1126312 0 0 RPC INC COM 749660106 BBG001S5VN37 318112 35583 PRN DFND 1 35583 0 0 RPC INC COM 749660106 BBG001S5VN37 84876 9494 PRN DFND 3 9494 0 0 RPM INTL INC COM 749685103 BBG001S7X317 25409 268 PRN DFND 3 268 0 0 RPM INTL INC COM 749685103 BBG001S7X317 24089514 254082 PRN DFND 4 254082 0 0 RPM INTL INC COM 749685103 BBG001S7X317 2217227 23386 PRN DFND 1 23386 0 0 RTX CORPORATION COM 75513E101 BBG001S5X5Q9 94209 1309 PRN DFND 3 1309 0 0 RTX CORPORATION COM 75513E101 BBG001S5X5Q9 119470 1660 PRN DFND 1 1660 0 0 RTX CORPORATION COM 75513E101 BBG001S5X5Q9 39871 554 PRN DFND 4 554 0 0 RUNWAY GROWTH FINANCE CORP COM 78163D100 BBG012QFW480 487891 38057 PRN DFND 4 38057 0 0 RYAN SPECIALTY HOLDINGS INC CL A 78351F107 BBG011K4W1Y0 8266526 170796 PRN DFND 1 170796 0 0 RYANAIR HOLDINGS PLC SPONSORED ADS 783513203 BBG001SB07J6 2767471 28469 PRN DFND 3 28469 0 0 RYERSON HLDG CORP COM 783754104 BBG001T6NHM5 71503 2458 PRN DFND 1 2458 0 0 RYERSON HLDG CORP COM 783754104 BBG001T6NHM5 732632 25185 PRN DFND 4 25185 0 0 RYERSON HLDG CORP COM 783754104 BBG001T6NHM5 76885 2643 PRN DFND 3 2643 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 BBG001S6SHG8 15344840 184256 PRN DFND 4 184256 0 0 RYMAN HOSPITALITY PPTYS INC COM 78377T107 BBG001S6SHG8 984370 11820 PRN DFND 2 11820 0 0 S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 2345201 6418 PRN DFND 1 6418 0 0 S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 4512814 12350 PRN DFND 4 12350 0 0 S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 5312696 14539 PRN DFND 3 14539 0 0 S&P GLOBAL INC COM 78409V104 BBG001S5T5M8 1244221 3405 PRN DFND 2 3405 0 0 SABINE RTY TR UNIT BEN INT 785688102 BBG001S5VWY3 311378 4725 PRN DFND 1 4725 0 0 SAIA INC COM 78709Y105 BBG001SL4QM4 13554 34 PRN DFND 3 34 0 0 SAIA INC COM 78709Y105 BBG001SL4QM4 1120207 2810 PRN DFND 4 2810 0 0 SAIA INC COM 78709Y105 BBG001SL4QM4 8064291 20229 PRN DFND 1 20229 0 0 SALESFORCE INC COM 79466L302 BBG001SDLP09 37731883 186073 PRN DFND 1 186073 0 0 SALESFORCE INC COM 79466L302 BBG001SDLP09 153125059 755129 PRN DFND 4 755129 0 0 SALESFORCE INC COM 79466L302 BBG001SDLP09 2076670 10241 PRN DFND 2 10241 0 0 SALESFORCE INC COM 79466L302 BBG001SDLP09 104026 513 PRN DFND 3 513 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 BBG001SDHTQ8 570125 68034 PRN DFND 4 68034 0 0 SAMSARA INC COM CL A 79589L106 BBG0099PW5Q0 17131556 679554 PRN DFND 1 679554 0 0 SANFILIPPO JOHN B & SON INC COM 800422107 BBG001S6WMC6 1027322 10398 PRN DFND 4 10398 0 0 SANGAMO THERAPEUTICS INC COM 800677106 BBG001S95JZ2 78520 130911 PRN DFND 4 130911 0 0 SANMINA CORPORATION COM 801056102 BBG001S5SYJ0 41958 773 PRN DFND 3 773 0 0 SANMINA CORPORATION COM 801056102 BBG001S5SYJ0 841340 15500 PRN DFND 4 15500 0 0 SAREPTA THERAPEUTICS INC NOTE 1.250% 9/1 803607AD2 7547107 6720000 PRN DFND 3 6720000 0 0 SBA COMMUNICATIONS CORP NEW CL A 78410G104 BBG001SCWNN9 56145083 280487 PRN DFND 4 280487 0 0 SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 32060919 549930 PRN DFND 1 549930 0 0 SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 2382488 40866 PRN DFND 2 40866 0 0 SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 24981842 428505 PRN DFND 4 428505 0 0 SCHLUMBERGER LTD COM STK 806857108 BBG001S5W4C8 23087 396 PRN DFND 3 396 0 0 SCHNITZER STEEL INDS INC CL A 806882106 BBG001S7H0J2 169579 6089 PRN DFND 4 6089 0 0 SCHNITZER STEEL INDS INC CL A 806882106 BBG001S7H0J2 67620 2428 PRN DFND 1 2428 0 0 SCHOLASTIC CORP COM 807066105 BBG001S5VTF1 432241 11333 PRN DFND 4 11333 0 0 SCHRODINGER INC COM 80810D103 BBG001SZK2K0 10433892 369080 PRN DFND 1 369080 0 0 SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 3096689 56406 PRN DFND 4 56406 0 0 SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 133627 2434 PRN DFND 3 2434 0 0 SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 5117943 93223 PRN DFND 1 93223 0 0 SCHWAB CHARLES CORP COM 808513105 BBG001S5VXD4 808018 14718 PRN DFND 2 14718 0 0 SCIENCE APPLICATIONS INTL CO COM 808625107 BBG003BW05L5 1744998 16534 PRN DFND 1 16534 0 0 SCIENCE APPLICATIONS INTL CO COM 808625107 BBG003BW05L5 791550 7500 PRN DFND 4 7500 0 0 SCIPLAY CORPORATION CL A 809087109 BBG00NTKBZP6 17008461 746968 PRN DFND 2 746968 0 0 SCIPLAY CORPORATION CL A 809087109 BBG00NTKBZP6 5501278 241602 PRN DFND 3 241602 0 0 SCORPIO TANKERS INC SHS Y7542C130 BBG001T6B9Q2 18145949 335291 PRN DFND 1 335291 0 0 SCORPIO TANKERS INC SHS Y7542C130 BBG001T6B9Q2 119064 2200 PRN DFND 4 2200 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 BBG001S5W5H0 1011688 19576 PRN DFND 1 19576 0 0 SCOTTS MIRACLE-GRO CO CL A 810186106 BBG001S5W5H0 27804 538 PRN DFND 3 538 0 0 SCYNEXIS INC COM NEW 811292200 BBG002133YY2 195811 85882 PRN DFND 4 85882 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 3191306 3330000 PRN DFND 3 3330000 0 0 SEADRILL 2021 LTD COM G7997W102 BBG015K887C0 1456571 32520 PRN DFND 1 32520 0 0 SEADRILL 2021 LTD COM G7997W102 BBG015K887C0 658413 14700 PRN DFND 4 14700 0 0 SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 BBG0113JGQG9 1624217 24628 PRN DFND 4 24628 0 0 SEAGEN INC COM 81181C104 BBG001S9M4Q6 12206262 57536 PRN DFND 3 57536 0 0 SEAGEN INC COM 81181C104 BBG001S9M4Q6 38222641 180168 PRN DFND 2 180168 0 0 SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 587307 17873 PRN DFND 2 17873 0 0 SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 46431 1413 PRN DFND 3 1413 0 0 SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 16331 497 PRN DFND 1 497 0 0 SEALED AIR CORP NEW COM 81211K100 BBG001SBSZ95 200446 6100 PRN DFND 4 6100 0 0 SEAWORLD ENTMT INC COM 81282V100 BBG003RY97L1 783706 16945 PRN DFND 1 16945 0 0 SEAWORLD ENTMT INC COM 81282V100 BBG003RY97L1 5522250 119400 PRN DFND 4 119400 0 0 SEER INC COM CL A 81578P106 BBG00HPLTRS7 522106 236247 PRN DFND 4 236247 0 0 SEI INVTS CO COM 784117103 BBG001S5VZJ3 5773106 95851 PRN DFND 1 95851 0 0 SEI INVTS CO COM 784117103 BBG001S5VZJ3 6254283 103840 PRN DFND 4 103840 0 0 SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 138303 5473 PRN DFND 3 5473 0 0 SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 40735 1612 PRN DFND 4 1612 0 0 SELECT MED HLDGS CORP COM 81619Q105 BBG001SMLRT4 47078 1863 PRN DFND 1 1863 0 0 SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 BBG00L5F9FV7 5022662 76600 PRN DFND 4 76600 0 0 SELECT SECTOR SPDR TR ENERGY 81369Y506 BBG001S7T1S7 5992857 66300 PRN DFND 4 66300 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 2849303 85900 PRN DFND 4 85900 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 1134414 34200 PRN Call DFND 1 34200 0 0 SELECT SECTOR SPDR TR FINANCIAL 81369Y605 BBG001S7T223 1134414 34200 PRN Put DFND 1 34200 0 0 SELECT SECTOR SPDR TR INDL 81369Y704 BBG001S7T232 2108704 20800 PRN Call DFND 1 20800 0 0 SELECT SECTOR SPDR TR INDL 81369Y704 BBG001S7T232 1956634 19300 PRN Put DFND 1 19300 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 BBG001S7T1Q9 595626 3700 PRN Call DFND 1 3700 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 BBG001S7T1Q9 611724 3800 PRN Put DFND 1 3800 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 BBG001S7T107 2525327 36700 PRN Call DFND 1 36700 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 BBG001S7T107 2387707 34700 PRN Put DFND 1 34700 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 14122778 109700 PRN DFND 4 109700 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 489212 3800 PRN Call DFND 1 3800 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 BBG001S7SCQ6 489212 3800 PRN Put DFND 1 3800 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 BBG001S7TD56 2404344 40800 PRN Call DFND 1 40800 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 BBG001S7TD56 2103801 35700 PRN Put DFND 1 35700 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 BBG001S7R733 117825 1500 PRN Call DFND 1 1500 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 BBG001S7R733 141390 1800 PRN Put DFND 1 1800 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 1770444 10800 PRN DFND 4 10800 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 114751 700 PRN Call DFND 1 700 0 0 SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 BBG001S7TCZ5 114751 700 PRN Put DFND 1 700 0 0 SELECT WATER SOLUTIONS INC CL A COM 81617J301 BBG00G4Y2F27 229358 28850 PRN DFND 1 28850 0 0 SELECTIVE INS GROUP INC COM 816300107 BBG001S5W2R6 3793355 36768 PRN DFND 1 36768 0 0 SEMLER SCIENTIFIC INC COM 81684M104 BBG005LBVC90 582926 22977 PRN DFND 4 22977 0 0 SEMPRA COM 816851109 BBG001SBVZ73 109188 1605 PRN DFND 1 1605 0 0 SEMPRA COM 816851109 BBG001SBVZ73 753500 11076 PRN DFND 4 11076 0 0 SEMRUSH HLDGS INC CL A COM 81686C104 BBG00Z6S6285 169592 19952 PRN DFND 4 19952 0 0 SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 BBG00JPGYWV3 1244127 32896 PRN DFND 4 32896 0 0 SENSATA TECHNOLOGIES HLDG PL SHS G8060N102 BBG00JPGYWV3 1380090 36491 PRN DFND 1 36491 0 0 SENSEONICS HLDGS INC COM 81727U105 BBG00BR4Q8C8 273826 453430 PRN DFND 1 453430 0 0 SENTINELONE INC CL A 81730H109 BBG00B6F2F27 333828 19800 PRN DFND 4 19800 0 0 SENTINELONE INC CL A 81730H109 BBG00B6F2F27 15848 940 PRN DFND 1 940 0 0 SERVICENOW INC COM 81762P102 BBG001T4JFC0 79014027 141359 PRN DFND 4 141359 0 0 SERVICENOW INC COM 81762P102 BBG001T4JFC0 1243686 2225 PRN DFND 2 2225 0 0 SERVICENOW INC COM 81762P102 BBG001T4JFC0 15451890 27644 PRN DFND 1 27644 0 0 SHAKE SHACK INC CL A 819047101 BBG0063GCHJ6 21919276 377463 PRN DFND 1 377463 0 0 SHAKE SHACK INC CL A 819047101 BBG0063GCHJ6 176533 3040 PRN DFND 3 3040 0 0 SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 6755509 26487 PRN DFND 2 26487 0 0 SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 98959 388 PRN DFND 1 388 0 0 SHERWIN WILLIAMS CO COM 824348106 BBG001S5W2F9 95281069 373578 PRN DFND 4 373578 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 668850 780000 PRN DFND 2 780000 0 0 SHIFT4 PMTS INC NOTE 0.500% 8/0 82452JAD1 4238969 4958000 PRN DFND 3 4958000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 5961694 6022000 PRN DFND 3 6022000 0 0 SHIFT4 PMTS INC NOTE 12/1 82452JAB5 1625715 1638000 PRN DFND 2 1638000 0 0 SHOALS TECHNOLOGIES GROUP IN CL A 82489W107 BBG00YQ82328 938689 51435 PRN DFND 1 51435 0 0 SHOCKWAVE MED INC COM 82489T104 BBG005XVXMM4 6045472 30364 PRN DFND 1 30364 0 0 SHOPIFY INC CL A 82509L107 BBG004DW5NC7 19860642 363948 PRN DFND 4 363948 0 0 SHOPIFY INC CL A 82509L107 BBG004DW5NC7 21692994 397526 PRN DFND 1 397526 0 0 SHUTTERSTOCK INC COM 825690100 BBG002ZCK3M7 21574 567 PRN DFND 3 567 0 0 SHUTTERSTOCK INC COM 825690100 BBG002ZCK3M7 21375501 561774 PRN DFND 4 561774 0 0 SIGA TECHNOLOGIES INC COM 826917106 BBG001S80PZ5 190003 36191 PRN DFND 4 36191 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 BBG001SP0YQ8 1375601 26841 PRN DFND 2 26841 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 BBG001SP0YQ8 423120 8256 PRN DFND 3 8256 0 0 SILVERBOW RES INC COM 82836G102 BBG00CTNNZ35 2457220 68695 PRN DFND 3 68695 0 0 SILVERCORP METALS INC COM 82835P103 BBG001S6YR97 3101145 1319636 PRN DFND 4 1319636 0 0 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 BBG001S5W0T8 624433 36818 PRN DFND 1 36818 0 0 SIMON PPTY GROUP INC NEW COM 828806109 BBG001S77WM9 1073062 9933 PRN DFND 4 9933 0 0 SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 144984 4200 PRN DFND 4 4200 0 0 SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 3079253 89202 PRN DFND 1 89202 0 0 SIMPLY GOOD FOODS CO COM 82900L102 BBG00GVP5JM3 217683 6306 PRN DFND 3 6306 0 0 SIMPSON MFG INC COM 829073105 BBG001SB9QN0 28164 188 PRN DFND 3 188 0 0 SIMPSON MFG INC COM 829073105 BBG001SB9QN0 83594 558 PRN DFND 4 558 0 0 SIMPSON MFG INC COM 829073105 BBG001SB9QN0 8543514 57029 PRN DFND 1 57029 0 0 SIMULATIONS PLUS INC COM 829214105 BBG001S9TQV4 704730 16900 PRN DFND 4 16900 0 0 SIRIUSPOINT LTD COM G8192H106 BBG004V14D01 136136 13386 PRN DFND 4 13386 0 0 SITEONE LANDSCAPE SUPPLY INC COM 82982L103 BBG009T22D67 3641176 22277 PRN DFND 1 22277 0 0 SITIME CORP COM 82982T106 BBG00QNSY276 50042 438 PRN DFND 3 438 0 0 SITIME CORP COM 82982T106 BBG00QNSY276 1575393 13789 PRN DFND 1 13789 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 435640 18530 PRN DFND 3 18530 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 20648598 878290 PRN DFND 1 878290 0 0 SIX FLAGS ENTMT CORP NEW COM 83001A102 BBG001S8H000 1738447 73945 PRN DFND 4 73945 0 0 SKECHERS U S A INC CL A 830566105 BBG001S5XTG8 60281582 1231493 PRN DFND 1 1231493 0 0 SKECHERS U S A INC CL A 830566105 BBG001S5XTG8 24475 500 PRN DFND 4 500 0 0 SKILLSOFT CORP *W EXP 06/11/202 83066P119 1005 90564 PRN DFND 2 90564 0 0 SKILLSOFT CORP *W EXP 06/11/202 83066P119 35 3140 PRN DFND 3 3140 0 0 SKILLZ INC COM CL A 83067L208 BBG00RQ732C5 281296 55156 PRN DFND 1 55156 0 0 SKYLINE CHAMPION CORPORATION COM 830830105 BBG001S5W456 9846014 154520 PRN DFND 1 154520 0 0 SKYLINE CHAMPION CORPORATION COM 830830105 BBG001S5W456 964912 15143 PRN DFND 4 15143 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 BBG001SCYWS2 2162966 21939 PRN DFND 4 21939 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 BBG001SCYWS2 13901 141 PRN DFND 3 141 0 0 SLM CORP COM 78442P106 BBG001S5W4T0 82129 6030 PRN DFND 3 6030 0 0 SLM CORP COM 78442P106 BBG001S5W4T0 16751633 1229929 PRN DFND 4 1229929 0 0 SLM CORP COM 78442P106 BBG001S5W4T0 14028396 1029985 PRN DFND 1 1029985 0 0 SM ENERGY CO COM 78454L100 BBG001S6W0J7 60704 1531 PRN DFND 4 1531 0 0 SM ENERGY CO COM 78454L100 BBG001S6W0J7 382067 9636 PRN DFND 3 9636 0 0 SM ENERGY CO COM 78454L100 BBG001S6W0J7 2027780 51142 PRN DFND 1 51142 0 0 SMART SAND INC COM 83191H107 BBG004P1F665 593502 255820 PRN DFND 4 255820 0 0 SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 18334651 453155 PRN DFND 1 453155 0 0 SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 647400 16001 PRN DFND 4 16001 0 0 SMARTSHEET INC COM CL A 83200N103 BBG00GQK3WC4 75539 1867 PRN DFND 3 1867 0 0 SMITH & WESSON BRANDS INC COM 831754106 BBG001S6MNG1 145457 11267 PRN DFND 4 11267 0 0 SMITH A O CORP COM 831865209 BBG001S5NRY3 101774 1539 PRN DFND 3 1539 0 0 SMITH A O CORP COM 831865209 BBG001S5NRY3 371584 5619 PRN DFND 4 5619 0 0 SMITH A O CORP COM 831865209 BBG001S5NRY3 16312948 246680 PRN DFND 1 246680 0 0 SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 1175143 9561 PRN DFND 1 9561 0 0 SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 11301820 91952 PRN DFND 4 91952 0 0 SMUCKER J M CO COM NEW 832696405 BBG001S5W3H5 175638 1429 PRN DFND 3 1429 0 0 SNAP INC CL A 83304A106 BBG00441QMK5 6077 682 PRN DFND 4 682 0 0 SNAP INC CL A 83304A106 BBG00441QMK5 37764884 4238483 PRN DFND 1 4238483 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 24741305 35599000 PRN DFND 3 35599000 0 0 SNAP INC NOTE 0.125% 3/0 83304AAH9 16926725 24355000 PRN DFND 2 24355000 0 0 SNAP INC NOTE 0.750% 8/0 83304AAB2 137046 156000 PRN DFND 3 156000 0 0 SNAP ON INC COM 833034101 BBG001S5W688 6331609 24824 PRN DFND 1 24824 0 0 SNAP ON INC COM 833034101 BBG001S5W688 5357535 21005 PRN DFND 3 21005 0 0 SNOWFLAKE INC CL A 833445109 BBG007DHGNK2 14806774 96922 PRN DFND 1 96922 0 0 SNOWFLAKE INC CL A 833445109 BBG007DHGNK2 1172051 7672 PRN DFND 4 7672 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 BBG0084BC0P2 12692 98 PRN DFND 1 98 0 0 SOLAREDGE TECHNOLOGIES INC COM 83417M104 BBG0084BC0P2 3915087 30230 PRN DFND 4 30230 0 0 SOLAREDGE TECHNOLOGIES INC NOTE 9/1 83417MAD6 3702232 4050000 PRN DFND 3 4050000 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 BBG001S5VVK0 577896 12100 PRN DFND 4 12100 0 0 SONOCO PRODS CO COM 835495102 BBG001S7M9F1 5435 100 PRN DFND 4 100 0 0 SONOCO PRODS CO COM 835495102 BBG001S7M9F1 129788 2388 PRN DFND 3 2388 0 0 SONOCO PRODS CO COM 835495102 BBG001S7M9F1 3134038 57664 PRN DFND 1 57664 0 0 SONOS INC COM 83570H108 BBG001SRR9R9 132612 10272 PRN DFND 3 10272 0 0 SOTERA HEALTH CO COM 83601L102 BBG008LZG101 101130 6751 PRN DFND 1 6751 0 0 SOTERA HEALTH CO COM 83601L102 BBG008LZG101 104860 7000 PRN DFND 4 7000 0 0 SOUTHERN CO COM 842587107 BBG001S5W777 1553 24 PRN DFND 4 24 0 0 SOUTHERN CO COM 842587107 BBG001S5W777 793402 12259 PRN DFND 2 12259 0 0 SOUTHERN COPPER CORP COM 84265V105 BBG001S6ZM88 82819 1100 PRN DFND 4 1100 0 0 SOUTHERN COPPER CORP COM 84265V105 BBG001S6ZM88 526428 6992 PRN DFND 1 6992 0 0 SOUTHSTATE CORPORATION COM 840441109 BBG001S9J7Z3 13472 200 PRN DFND 4 200 0 0 SOUTHSTATE CORPORATION COM 840441109 BBG001S9J7Z3 428208 6357 PRN DFND 1 6357 0 0 SOUTHWEST AIRLS CO NOTE 1.250% 5/0 844741BG2 10704220 10700000 PRN DFND 3 10700000 0 0 SOUTHWEST GAS HLDGS INC COM 844895102 BBG00FWP4JX3 2137547 35384 PRN DFND 1 35384 0 0 SOUTHWEST GAS HLDGS INC COM 844895102 BBG00FWP4JX3 56906 942 PRN DFND 4 942 0 0 SOUTHWESTERN ENERGY CO COM 845467109 BBG001S5WHW7 7743425 1200531 PRN DFND 1 1200531 0 0 SOUTHWESTERN ENERGY CO COM 845467109 BBG001S5WHW7 15679976 2431004 PRN DFND 3 2431004 0 0 SOVOS BRANDS INC COM 84612U107 BBG00FX43WV3 2602270 115400 PRN Call DFND 3 115400 0 0 SOVOS BRANDS INC COM 84612U107 BBG00FX43WV3 8176630 362600 PRN Call DFND 2 362600 0 0 SP PLUS CORP COM 78469C103 BBG001S7TNN4 916507 25388 PRN DFND 4 25388 0 0 SPARTANNASH CO COM 847215100 BBG001S7LC92 504570 22935 PRN DFND 4 22935 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 299236 700 PRN Call DFND 1 700 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 BBG001S72SM3 170992 400 PRN Put DFND 1 400 0 0 SPDR SER TR BLOOMBERG HIGH Y 78468R622 BBG001SQS7X7 36895675 408138 PRN DFND 1 408138 0 0 SPDR SER TR S&P BIOTECH 78464A870 BBG001SQDKG3 3504960 48000 PRN Call DFND 1 48000 0 0 SPDR SER TR S&P BIOTECH 78464A870 BBG001SQDKG3 3504960 48000 PRN Put DFND 1 48000 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 BBG001S63S71 20960505 267524 PRN DFND 1 267524 0 0 SPLUNK INC COM 848637104 BBG001TWMNG3 13250104 90599 PRN DFND 3 90599 0 0 SPLUNK INC COM 848637104 BBG001TWMNG3 58500 400 PRN DFND 4 400 0 0 SPLUNK INC COM 848637104 BBG001TWMNG3 41661068 284862 PRN DFND 2 284862 0 0 SPLUNK INC NOTE 1.125% 6/1 848637AF1 925051 980000 PRN DFND 3 980000 0 0 SPLUNK INC NOTE 1.125% 9/1 848637AD6 8452862 7886000 PRN DFND 3 7886000 0 0 SPOK HLDGS INC COM 84863T106 BBG001SF3J26 222484 15591 PRN DFND 4 15591 0 0 SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 256393 1658 PRN DFND 3 1658 0 0 SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 788664 5100 PRN DFND 4 5100 0 0 SPOTIFY TECHNOLOGY S A SHS L8681T102 BBG003T4VFD1 78227737 505870 PRN DFND 1 505870 0 0 SPRINKLR INC CL A 85208T107 BBG0043NCD14 11404 824 PRN DFND 1 824 0 0 SPRINKLR INC CL A 85208T107 BBG0043NCD14 339537 24533 PRN DFND 4 24533 0 0 SPROUTS FMRS MKT INC COM 85208M102 BBG001V0MZS0 565602 13215 PRN DFND 3 13215 0 0 SPROUTS FMRS MKT INC COM 85208M102 BBG001V0MZS0 3096537 72349 PRN DFND 1 72349 0 0 SPS COMM INC COM 78463M107 BBG001T65R07 5631665 33009 PRN DFND 1 33009 0 0 SPS COMM INC COM 78463M107 BBG001T65R07 5128707 30061 PRN DFND 4 30061 0 0 SQUARESPACE INC CLASS A 85225A107 BBG00389GQ82 734592 25357 PRN DFND 1 25357 0 0 SQUARESPACE INC CLASS A 85225A107 BBG00389GQ82 4275769 147593 PRN DFND 4 147593 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 415066 7900 PRN DFND 4 7900 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 1535744 29230 PRN DFND 1 29230 0 0 SS&C TECHNOLOGIES HLDGS INC COM 78467J100 BBG001STPPK8 72348 1377 PRN DFND 3 1377 0 0 SSR MINING IN COM 784730103 BBG001S6JSX5 2607192 196177 PRN DFND 1 196177 0 0 SSR MINING IN COM 784730103 BBG001S6JSX5 700755 52728 PRN DFND 4 52728 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 BBG001S6MC39 2992245 74471 PRN DFND 1 74471 0 0 STAAR SURGICAL CO COM PAR $0.01 852312305 BBG001S6MC39 502250 12500 PRN DFND 4 12500 0 0 STANDARD MTR PRODS INC COM 853666105 BBG001S5W5Z0 151794 4515 PRN DFND 1 4515 0 0 STANDARD MTR PRODS INC COM 853666105 BBG001S5W5Z0 419947 12491 PRN DFND 4 12491 0 0 STANLEY BLACK & DECKER INC COM 854502101 BBG001S5WHT1 4076029 48768 PRN DFND 1 48768 0 0 STANTEC INC COM 85472N109 BBG001S6JJQ3 12091801 185500 PRN DFND 4 185500 0 0 STAR BULK CARRIERS CORP. SHS PAR Y8162K204 BBG001SPYW58 7971586 413464 PRN DFND 1 413464 0 0 STAR BULK CARRIERS CORP. SHS PAR Y8162K204 BBG001SPYW58 10469 543 PRN DFND 3 543 0 0 STARBUCKS CORP COM 855244109 BBG001S72KH6 7851776 86028 PRN DFND 4 86028 0 0 STARBUCKS CORP COM 855244109 BBG001S72KH6 84028364 920657 PRN DFND 1 920657 0 0 STARBUCKS CORP COM 855244109 BBG001S72KH6 798156 8745 PRN DFND 3 8745 0 0 STATE STR CORP COM 857477103 BBG001S5RLD5 25236822 376894 PRN DFND 1 376894 0 0 STATE STR CORP COM 857477103 BBG001S5RLD5 1603089 23941 PRN DFND 4 23941 0 0 STATE STR CORP COM 857477103 BBG001S5RLD5 51760 773 PRN DFND 3 773 0 0 STEEL DYNAMICS INC COM 858119100 BBG001S98JK5 13957685 130178 PRN DFND 1 130178 0 0 STEEL DYNAMICS INC COM 858119100 BBG001S98JK5 11471146 106987 PRN DFND 4 106987 0 0 STEELCASE INC CL A 858155203 BBG001S89FD2 54733 4900 PRN DFND 4 4900 0 0 STEELCASE INC CL A 858155203 BBG001S89FD2 77576 6945 PRN DFND 1 6945 0 0 STERICYCLE INC COM 858912108 BBG001S7P0T2 3330895 74500 PRN DFND 1 74500 0 0 STERIS PLC SHS USD G8473T100 BBG00MRHG532 22381 102 PRN DFND 4 102 0 0 STERIS PLC SHS USD G8473T100 BBG00MRHG532 299069 1363 PRN DFND 1 1363 0 0 STERIS PLC SHS USD G8473T100 BBG00MRHG532 45201 206 PRN DFND 3 206 0 0 STEWART INFORMATION SVCS COR COM 860372101 BBG001S7KRL6 96097 2194 PRN DFND 3 2194 0 0 STEWART INFORMATION SVCS COR COM 860372101 BBG001S7KRL6 122202 2790 PRN DFND 1 2790 0 0 STIFEL FINL CORP COM 860630102 BBG001S5W081 143831 2341 PRN DFND 3 2341 0 0 STIFEL FINL CORP COM 860630102 BBG001S5W081 3853332 62717 PRN DFND 1 62717 0 0 STIFEL FINL CORP COM 860630102 BBG001S5W081 18432 300 PRN DFND 4 300 0 0 STITCH FIX INC COM CL A 860897107 BBG0046L1KM8 2180034 631894 PRN DFND 4 631894 0 0 STOKE THERAPEUTICS INC COM 86150R107 BBG00JPCBPH8 447348 113540 PRN DFND 4 113540 0 0 STONECO LTD COM CL A G85158106 BBG00M4ZQF98 6070462 568928 PRN DFND 1 568928 0 0 STONECO LTD COM CL A G85158106 BBG00M4ZQF98 30943 2900 PRN DFND 4 2900 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 14210873 13486000 PRN DFND 2 13486000 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 16148719 15325000 PRN DFND 3 15325000 0 0 STRYKER CORPORATION COM 863667101 BBG001S8FR03 414004 1515 PRN DFND 1 1515 0 0 STRYKER CORPORATION COM 863667101 BBG001S8FR03 980493 3588 PRN DFND 2 3588 0 0 STRYKER CORPORATION COM 863667101 BBG001S8FR03 3553 13 PRN DFND 4 13 0 0 SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 21798 700 PRN DFND 4 700 0 0 SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 124467 3997 PRN DFND 3 3997 0 0 SUMMIT MATLS INC CL A 86614U100 BBG006K8P6F9 1360071 43676 PRN DFND 1 43676 0 0 SUN LIFE FINANCIAL INC. COM 866796105 BBG001S7XWH6 43941225 896462 PRN DFND 4 896462 0 0 SUN LIFE FINANCIAL INC. COM 866796105 BBG001S7XWH6 4414204 90455 PRN DFND 1 90455 0 0 SUNCOKE ENERGY INC COM 86722A103 BBG001T90D25 319167 31445 PRN DFND 4 31445 0 0 SUNCOR ENERGY INC NEW COM 867224107 BBG001S5YSF0 7750352 225432 PRN DFND 1 225432 0 0 SUNNOVA ENERGY INTL INC. NOTE 0.250%12/0 86745KAF1 3399549 5230000 PRN DFND 3 5230000 0 0 SUNNOVA ENERGY INTL INC. NOTE 2.625% 2/1 86745KAH7 1546353 2425000 PRN DFND 3 2425000 0 0 SUPER MICRO COMPUTER INC COM 86800U104 BBG001SQGH95 7286574 26572 PRN DFND 1 26572 0 0 SUPER MICRO COMPUTER INC COM 86800U104 BBG001SQGH95 2871632 10472 PRN DFND 4 10472 0 0 SUPERNUS PHARMACEUTICALS INC COM 868459108 BBG001SFKFF1 312065 11319 PRN DFND 4 11319 0 0 SURGERY PARTNERS INC COM 86881A100 BBG009T0TKW7 257459 8802 PRN DFND 1 8802 0 0 SURGERY PARTNERS INC COM 86881A100 BBG009T0TKW7 9506 325 PRN DFND 4 325 0 0 SURMODICS INC COM 868873100 BBG001SBL623 253607 7903 PRN DFND 4 7903 0 0 SUTRO BIOPHARMA INC COM 869367102 BBG001T94MP6 353284 101811 PRN DFND 4 101811 0 0 SYNAPTICS INC COM 87157D109 BBG001SCDXM9 696559 7788 PRN DFND 1 7788 0 0 SYNCHRONY FINANCIAL COM 87165B103 BBG00658F3Q2 91209661 2983633 PRN DFND 4 2983633 0 0 SYNCHRONY FINANCIAL COM 87165B103 BBG00658F3Q2 39955 1307 PRN DFND 1 1307 0 0 SYNOPSYS INC COM 871607107 BBG001S5VTR8 370389 807 PRN DFND 1 807 0 0 SYNOPSYS INC COM 871607107 BBG001S5VTR8 702683 1531 PRN DFND 2 1531 0 0 SYNOPSYS INC COM 871607107 BBG001S5VTR8 171709856 374120 PRN DFND 4 374120 0 0 SYSCO CORP COM 871829107 BBG001S5WJS8 86063 1303 PRN DFND 3 1303 0 0 SYSCO CORP COM 871829107 BBG001S5WJS8 1610893 24389 PRN DFND 4 24389 0 0 SYSCO CORP COM 871829107 BBG001S5WJS8 84214 1275 PRN DFND 1 1275 0 0 TABOOLA.COM LTD ORD SHS M8744T106 BBG011MN6XF6 57028 15047 PRN DFND 4 15047 0 0 TACTILE SYS TECHNOLOGY INC COM 87357P100 BBG001THH5G1 195337 13903 PRN DFND 4 13903 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 BBG001S5WWW4 416498317 4792846 PRN DFND 4 4792846 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 BBG001S9TN41 2426080 17281 PRN DFND 4 17281 0 0 TALARIS THERAPEUTICS INC COM 87410C104 BBG00NX995T1 141464 50343 PRN DFND 4 50343 0 0 TAPESTRY INC COM 876030107 BBG001SFH7D5 201250 7000 PRN DFND 4 7000 0 0 TAPESTRY INC COM 876030107 BBG001SFH7D5 2060283 71662 PRN DFND 1 71662 0 0 TARGA RES CORP COM 87612G101 BBG001TC94B9 11150029 130075 PRN DFND 1 130075 0 0 TARGA RES CORP COM 87612G101 BBG001TC94B9 291448 3400 PRN DFND 4 3400 0 0 TARGET CORP COM 87612E106 BBG001SC0K41 391971 3545 PRN DFND 1 3545 0 0 TARGET CORP COM 87612E106 BBG001SC0K41 48651 440 PRN DFND 4 440 0 0 TARGET CORP COM 87612E106 BBG001SC0K41 2535149 22928 PRN DFND 2 22928 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 BBG003PGJJF2 20240474 475017 PRN DFND 4 475017 0 0 TAYLOR MORRISON HOME CORP COM 87724P106 BBG003PGJJF2 9411484 220875 PRN DFND 1 220875 0 0 TC ENERGY CORP COM 87807B107 BBG001S5WW27 1217047 35369 PRN DFND 1 35369 0 0 TC ENERGY CORP COM 87807B107 BBG001S5WW27 3455 100 PRN DFND 4 100 0 0 TD SYNNEX CORPORATION COM 87162W100 BBG001SFQWB2 30258 303 PRN DFND 3 303 0 0 TD SYNNEX CORPORATION COM 87162W100 BBG001SFQWB2 1396143 13981 PRN DFND 1 13981 0 0 TE CONNECTIVITY LTD SHS H84989104 BBG001STLRP3 2949526 23877 PRN DFND 1 23877 0 0 TE CONNECTIVITY LTD SHS H84989104 BBG001STLRP3 33928256 274656 PRN DFND 4 274656 0 0 TE CONNECTIVITY LTD SHS H84989104 BBG001STLRP3 244342 1978 PRN DFND 3 1978 0 0 TECHNIPFMC PLC COM G87110105 BBG00DL8NMT5 33201348 1632318 PRN DFND 1 1632318 0 0 TECHNIPFMC PLC COM G87110105 BBG00DL8NMT5 9757891 479739 PRN DFND 2 479739 0 0 TECK RESOURCES LTD CL B 878742204 BBG001S60LH8 532205 12351 PRN DFND 4 12351 0 0 TEEKAY CORPORATION COM Y8564W103 BBG001S8K4Q0 3403434 551610 PRN DFND 4 551610 0 0 TEEKAY TANKERS LTD CL A Y8565N300 BBG001SSHNW1 7077 170 PRN DFND 3 170 0 0 TEEKAY TANKERS LTD CL A Y8565N300 BBG001SSHNW1 346445 8322 PRN DFND 1 8322 0 0 TEEKAY TANKERS LTD CL A Y8565N300 BBG001SSHNW1 9715859 233386 PRN DFND 4 233386 0 0 TEGNA INC COM 87901J105 BBG001S5RHD4 412841 28335 PRN DFND 4 28335 0 0 TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 11834115 636585 PRN DFND 4 636585 0 0 TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 39578 2129 PRN DFND 3 2129 0 0 TELADOC HEALTH INC COM 87918A105 BBG001TG5PC6 11215886 603329 PRN DFND 1 603329 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 BBG001SDK336 4493563 10998 PRN DFND 1 10998 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 BBG001SDK336 22880 56 PRN DFND 3 56 0 0 TELLURIAN INC NEW COM 87968A104 BBG001S5TB09 23207 20006 PRN DFND 3 20006 0 0 TELUS CORPORATION COM 87971M103 BBG001S60K53 214910 13100 PRN DFND 4 13100 0 0 TELUS CORPORATION COM 87971M103 BBG001S60K53 13125448 803271 PRN DFND 1 803271 0 0 TEMPUR SEALY INTL INC COM 88023U101 BBG001SH81D4 292892 6758 PRN DFND 3 6758 0 0 TEMPUR SEALY INTL INC COM 88023U101 BBG001SH81D4 102109 2356 PRN DFND 1 2356 0 0 TENABLE HLDGS INC COM 88025T102 BBG00LBLCDR3 690413 15411 PRN DFND 4 15411 0 0 TENABLE HLDGS INC COM 88025T102 BBG00LBLCDR3 1036538 23137 PRN DFND 1 23137 0 0 TENAYA THERAPEUTICS INC COM 87990A106 BBG00FPMK2T2 104950 41157 PRN DFND 4 41157 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 BBG001S70FY0 52712 800 PRN DFND 4 800 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 BBG001S70FY0 78146 1186 PRN DFND 3 1186 0 0 TENET HEALTHCARE CORP COM NEW 88033G407 BBG001S70FY0 13233941 200849 PRN DFND 1 200849 0 0 TENNANT CO COM 880345103 BBG001SCHFK6 1054561 14222 PRN DFND 4 14222 0 0 TENNANT CO COM 880345103 BBG001SCHFK6 44712 603 PRN DFND 1 603 0 0 TERADATA CORP DEL COM 88076W103 BBG001SPRJ28 15762628 350125 PRN DFND 4 350125 0 0 TERADATA CORP DEL COM 88076W103 BBG001SPRJ28 1446853 32138 PRN DFND 1 32138 0 0 TERADYNE INC COM 880770102 BBG001S5WMZ3 14497081 144307 PRN DFND 1 144307 0 0 TERADYNE INC COM 880770102 BBG001S5WMZ3 4225749 42064 PRN DFND 3 42064 0 0 TERADYNE INC COM 880770102 BBG001S5WMZ3 27133342 270091 PRN DFND 4 270091 0 0 TEREX CORP NEW COM 880779103 BBG001S6PZQ0 3138273 54465 PRN DFND 3 54465 0 0 TEREX CORP NEW COM 880779103 BBG001S6PZQ0 337480 5857 PRN DFND 4 5857 0 0 TEREX CORP NEW COM 880779103 BBG001S6PZQ0 605010 10500 PRN DFND 2 10500 0 0 TEREX CORP NEW COM 880779103 BBG001S6PZQ0 4602052 79869 PRN DFND 1 79869 0 0 TESLA INC COM 88160R101 BBG001SQKGD7 6636835 26524 PRN DFND 2 26524 0 0 TESLA INC COM 88160R101 BBG001SQKGD7 1158018 4628 PRN DFND 1 4628 0 0 TESLA INC COM 88160R101 BBG001SQKGD7 128399392 513146 PRN DFND 4 513146 0 0 TETRA TECH INC NEW COM 88162G103 BBG001S5YYH5 44849 295 PRN DFND 3 295 0 0 TETRA TECH INC NEW COM 88162G103 BBG001S5YYH5 3691592 24282 PRN DFND 1 24282 0 0 TETRA TECH INC NEW COM 88162G103 BBG001S5YYH5 4031075 26515 PRN DFND 4 26515 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 BBG001SJ1VS5 15078 256 PRN DFND 4 256 0 0 TEXAS CAP BANCSHARES INC COM 88224Q107 BBG001SJ1VS5 495820 8418 PRN DFND 1 8418 0 0 TEXAS INSTRS INC COM 882508104 BBG001S5WYZ7 26647055 167581 PRN DFND 4 167581 0 0 TEXAS INSTRS INC COM 882508104 BBG001S5WYZ7 24170 152 PRN DFND 3 152 0 0 TEXAS INSTRS INC COM 882508104 BBG001S5WYZ7 1646231 10353 PRN DFND 2 10353 0 0 TEXAS INSTRS INC COM 882508104 BBG001S5WYZ7 3465782 21796 PRN DFND 1 21796 0 0 TEXAS PACIFIC LAND CORPORATI COM 88262P102 BBG00YRJXKC0 1336669 733 PRN DFND 1 733 0 0 TEXAS ROADHOUSE INC COM 882681109 BBG001SLR3C1 2511285 26132 PRN DFND 4 26132 0 0 TEXAS ROADHOUSE INC COM 882681109 BBG001SLR3C1 176344 1835 PRN DFND 3 1835 0 0 TEXAS ROADHOUSE INC COM 882681109 BBG001SLR3C1 15775776 164160 PRN DFND 1 164160 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 BBG001T02YC5 853025 22900 PRN DFND 4 22900 0 0 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 BBG001T02YC5 116891 3138 PRN DFND 1 3138 0 0 TEXTRON INC COM 883203101 BBG001S5WZ39 12858875 164562 PRN DFND 4 164562 0 0 TEXTRON INC COM 883203101 BBG001S5WZ39 5626 72 PRN DFND 3 72 0 0 TEXTRON INC COM 883203101 BBG001S5WZ39 30240 387 PRN DFND 1 387 0 0 TFI INTL INC COM 87241L109 BBG001SCQG15 3143092 24477 PRN DFND 1 24477 0 0 TFI INTL INC COM 87241L109 BBG001SCQG15 464485 3600 PRN DFND 4 3600 0 0 THE AARONS COMPANY INC COM 00258W108 BBG00WCNDDH4 454189 43380 PRN DFND 4 43380 0 0 THE CIGNA GROUP COM 125523100 BBG00KXRCDQ9 141891 496 PRN DFND 3 496 0 0 THE CIGNA GROUP COM 125523100 BBG00KXRCDQ9 2489667 8703 PRN DFND 2 8703 0 0 THE CIGNA GROUP COM 125523100 BBG00KXRCDQ9 5706810 19949 PRN DFND 1 19949 0 0 THE CIGNA GROUP COM 125523100 BBG00KXRCDQ9 63515264 222027 PRN DFND 4 222027 0 0 THE ODP CORP COM 88337F105 BBG00R24W7Y1 69087 1497 PRN DFND 1 1497 0 0 THE ODP CORP COM 88337F105 BBG00R24W7Y1 2275195 49300 PRN DFND 4 49300 0 0 THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 8799 85847 PRN DFND 2 85847 0 0 THE ONCOLOGY INSTITUTE INC *W EXP 11/15/202 68236X118 305 2977 PRN DFND 3 2977 0 0 THE REALREAL INC COM 88339P101 BBG004FPDP45 380849 180497 PRN DFND 1 180497 0 0 THE TRADE DESK INC COM CL A 88339J105 BBG00629NGW8 1954 25 PRN DFND 4 25 0 0 THE TRADE DESK INC COM CL A 88339J105 BBG00629NGW8 293922 3761 PRN DFND 1 3761 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 BBG001S5WS08 25466931 50313 PRN DFND 4 50313 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 BBG001S5WS08 1437523 2840 PRN DFND 3 2840 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 BBG001S5WS08 324961 642 PRN DFND 1 642 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 BBG001S5WS08 1973051 3898 PRN DFND 2 3898 0 0 THERMON GROUP HLDGS INC COM 88362T103 BBG001V0BDC8 1475579 53716 PRN DFND 4 53716 0 0 THOMSON REUTERS CORP. COM 884903808 BBG001S5WSW3 9274425 75821 PRN DFND 1 75821 0 0 THOMSON REUTERS CORP. COM 884903808 BBG001S5WSW3 1779829 14482 PRN DFND 4 14482 0 0 THOR INDS INC COM 885160101 BBG001S5WPH6 285390 3000 PRN DFND 4 3000 0 0 THOR INDS INC COM 885160101 BBG001S5WPH6 107402 1129 PRN DFND 3 1129 0 0 THRYV HLDGS INC COM NEW 886029206 BBG00FWL3JY2 508310 27081 PRN DFND 4 27081 0 0 TIDEWATER INC NEW COM 88642R109 BBG00HBQ36G8 3959594 55714 PRN DFND 1 55714 0 0 TIDEWATER INC NEW COM 88642R109 BBG00HBQ36G8 8457 119 PRN DFND 4 119 0 0 TIMKEN CO COM 887389104 BBG001S5WQK0 23737 323 PRN DFND 3 323 0 0 TIMKEN CO COM 887389104 BBG001S5WQK0 2854131 38837 PRN DFND 1 38837 0 0 TIMKEN CO COM 887389104 BBG001S5WQK0 14698 200 PRN DFND 4 200 0 0 TIMKENSTEEL CORPORATION COM 887399103 BBG0057SF208 72241 3326 PRN DFND 1 3326 0 0 TIMKENSTEEL CORPORATION COM 887399103 BBG0057SF208 341004 15700 PRN DFND 4 15700 0 0 TITAN MACHY INC COM 88830R101 BBG001STZCF2 732492 27558 PRN DFND 4 27558 0 0 TITAN MACHY INC COM 88830R101 BBG001STZCF2 20121 757 PRN DFND 1 757 0 0 TJX COS INC NEW COM 872540109 BBG001S5WQ93 982124 11050 PRN DFND 2 11050 0 0 TJX COS INC NEW COM 872540109 BBG001S5WQ93 581808 6546 PRN DFND 3 6546 0 0 TJX COS INC NEW COM 872540109 BBG001S5WQ93 54771944 616246 PRN DFND 1 616246 0 0 TJX COS INC NEW COM 872540109 BBG001S5WQ93 48002933 540087 PRN DFND 4 540087 0 0 TKO GROUP HOLDINGS INC CL A 87256C101 BBG01G9JKWW4 637091 7579 PRN DFND 1 7579 0 0 T-MOBILE US INC COM 872590104 BBG001SKR9Y6 14237063 101657 PRN DFND 1 101657 0 0 T-MOBILE US INC COM 872590104 BBG001SKR9Y6 3815662 27245 PRN DFND 4 27245 0 0 TOAST INC CL A 888787108 BBG00BTJVKB1 15839792 845691 PRN DFND 1 845691 0 0 TOLL BROTHERS INC COM 889478103 BBG001S5WT15 12120565 163880 PRN DFND 1 163880 0 0 TOLL BROTHERS INC COM 889478103 BBG001S5WT15 3858715 52173 PRN DFND 3 52173 0 0 TOLL BROTHERS INC COM 889478103 BBG001S5WT15 27811844 376039 PRN DFND 4 376039 0 0 TOPBUILD CORP COM 89055F103 BBG0077VS2G6 6421335 25522 PRN DFND 1 25522 0 0 TOPBUILD CORP COM 89055F103 BBG0077VS2G6 78751 313 PRN DFND 3 313 0 0 TOPBUILD CORP COM 89055F103 BBG0077VS2G6 186436 741 PRN DFND 4 741 0 0 TOPGOLF CALLAWAY BRANDS CORP COM 131193104 BBG001S70DV8 607161 43870 PRN DFND 4 43870 0 0 TOPGOLF CALLAWAY BRANDS CORP COM 131193104 BBG001S70DV8 7490000 541185 PRN DFND 1 541185 0 0 TOPGOLF CALLAWAY BRANDS CORP COM 131193104 BBG001S70DV8 209911 15167 PRN DFND 3 15167 0 0 TOPGOLF CALLAWAY BRANDS CORP NOTE 2.750% 5/0 131193AE4 2502428 2358000 PRN DFND 3 2358000 0 0 TOPGOLF CALLAWAY BRANDS CORP NOTE 2.750% 5/0 131193AE4 1848698 1742000 PRN DFND 2 1742000 0 0 TORO CO COM 891092108 BBG001S5WX98 19196 231 PRN DFND 4 231 0 0 TORO CO COM 891092108 BBG001S5WX98 28337 341 PRN DFND 3 341 0 0 TORO CO COM 891092108 BBG001S5WX98 4387015 52792 PRN DFND 1 52792 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 BBG001S60L15 753973 12512 PRN DFND 1 12512 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 BBG001S60L15 2372586 39200 PRN DFND 4 39200 0 0 TRACTOR SUPPLY CO COM 892356106 BBG001S7K017 125688 619 PRN DFND 1 619 0 0 TRACTOR SUPPLY CO COM 892356106 BBG001S7K017 1971412 9709 PRN DFND 4 9709 0 0 TRACTOR SUPPLY CO COM 892356106 BBG001S7K017 896872 4417 PRN DFND 3 4417 0 0 TRADEWEB MKTS INC CL A 892672106 BBG00NK8H9M7 22536 281 PRN DFND 3 281 0 0 TRADEWEB MKTS INC CL A 892672106 BBG00NK8H9M7 11767265 146724 PRN DFND 1 146724 0 0 TRADEWEB MKTS INC CL A 892672106 BBG00NK8H9M7 1436542 17912 PRN DFND 4 17912 0 0 TRAEGER INC COMMON STOCK 89269P103 BBG011PTS834 428790 157066 PRN DFND 4 157066 0 0 TRANE TECHNOLOGIES PLC SHS G8994E103 BBG001S5SBV6 209218269 1031089 PRN DFND 4 1031089 0 0 TRANE TECHNOLOGIES PLC SHS G8994E103 BBG001S5SBV6 15627722 77018 PRN DFND 1 77018 0 0 TRANSALTA CORP COM 89346D107 BBG001S5WJZ0 2344388 267930 PRN DFND 4 267930 0 0 TRANSDIGM GROUP INC COM 893641100 BBG001SPV1C1 4444981 5272 PRN DFND 1 5272 0 0 TRANSDIGM GROUP INC COM 893641100 BBG001SPV1C1 21921 26 PRN DFND 3 26 0 0 TRANSMEDICS GROUP INC COM 89377M109 BBG00NZ6J701 618675 11300 PRN DFND 4 11300 0 0 TRANSOCEAN LTD REG SHS H8817H100 BBG001S7B678 6553279 798207 PRN DFND 1 798207 0 0 TRANSUNION COM 89400J107 BBG002Q7J607 2871672 40001 PRN DFND 3 40001 0 0 TRANSUNION COM 89400J107 BBG002Q7J607 171076 2383 PRN DFND 1 2383 0 0 TRANSUNION COM 89400J107 BBG002Q7J607 552783 7700 PRN DFND 4 7700 0 0 TRANSUNION COM 89400J107 BBG002Q7J607 542589 7558 PRN DFND 2 7558 0 0 TRAVEL PLUS LEISURE CO COM 894164102 BBG001SN4127 912079 24832 PRN DFND 4 24832 0 0 TRAVEL PLUS LEISURE CO COM 894164102 BBG001SN4127 37648 1025 PRN DFND 3 1025 0 0 TRAVELERS COMPANIES INC COM 89417E109 BBG001S5R103 59211143 362569 PRN DFND 4 362569 0 0 TRAVELERS COMPANIES INC COM 89417E109 BBG001S5R103 214916 1316 PRN DFND 3 1316 0 0 TRAVELERS COMPANIES INC COM 89417E109 BBG001S5R103 32449860 198701 PRN DFND 1 198701 0 0 TREX CO INC COM 89531P105 BBG001SB6TV8 228031 3700 PRN DFND 4 3700 0 0 TREX CO INC COM 89531P105 BBG001SB6TV8 25207 409 PRN DFND 3 409 0 0 TREX CO INC COM 89531P105 BBG001SB6TV8 15233888 247183 PRN DFND 1 247183 0 0 TRI POINTE HOMES INC COM 87265H109 BBG001TCN6V6 15308287 559718 PRN DFND 1 559718 0 0 TRI POINTE HOMES INC COM 87265H109 BBG001TCN6V6 95178 3480 PRN DFND 3 3480 0 0 TRI POINTE HOMES INC COM 87265H109 BBG001TCN6V6 15082923 551478 PRN DFND 4 551478 0 0 TRIMAS CORP COM NEW 896215209 BBG001SKRBD4 243341 9828 PRN DFND 4 9828 0 0 TRIMBLE INC COM 896239100 BBG001S5SZP0 933771 17337 PRN DFND 1 17337 0 0 TRIMBLE INC COM 896239100 BBG001S5SZP0 35464063 658449 PRN DFND 4 658449 0 0 TRINET GROUP INC COM 896288107 BBG001SDZPT3 3648852 31326 PRN DFND 1 31326 0 0 TRINET GROUP INC COM 896288107 BBG001SDZPT3 337676 2899 PRN DFND 4 2899 0 0 TRINSEO PLC SHS G9059U107 BBG012QX0QZ7 615806 75374 PRN DFND 4 75374 0 0 TRIP COM GROUP LTD ADS 89677Q107 BBG001S6VL20 20210002 577924 PRN DFND 3 577924 0 0 TRIP COM GROUP LTD ADS 89677Q107 BBG001S6VL20 59694944 1707033 PRN DFND 4 1707033 0 0 TRIPADVISOR INC COM 896945201 BBG001V10VR2 1740900 105000 PRN DFND 4 105000 0 0 TRIPADVISOR INC COM 896945201 BBG001V10VR2 25438163 1534268 PRN DFND 1 1534268 0 0 TRIPADVISOR INC NOTE 0.250% 4/0 896945AD4 1629128 1911000 PRN DFND 2 1911000 0 0 TRIPADVISOR INC NOTE 0.250% 4/0 896945AD4 4338373 5089000 PRN DFND 3 5089000 0 0 TRUECAR INC COM 89785L107 BBG001V18W74 30603 14784 PRN DFND 4 14784 0 0 TRUIST FINL CORP COM 89832Q109 BBG001S5YYC0 103654 3623 PRN DFND 3 3623 0 0 TRUIST FINL CORP COM 89832Q109 BBG001S5YYC0 6933405 242342 PRN DFND 1 242342 0 0 TRUIST FINL CORP COM 89832Q109 BBG001S5YYC0 36497291 1275683 PRN DFND 4 1275683 0 0 TUPPERWARE BRANDS CORP COM 899896104 BBG001S87804 288173 205838 PRN DFND 1 205838 0 0 TURNING PT BRANDS INC COM 90041L105 BBG001T99T94 1155285 50034 PRN DFND 4 50034 0 0 TURTLE BEACH CORP COM NEW 900450206 BBG001SPDGN6 655097 72187 PRN DFND 4 72187 0 0 TUTOR PERINI CORP COM 901109108 BBG001S5V297 127136 16237 PRN DFND 4 16237 0 0 TUYA INC SPONSERED ADS 90114C107 BBG00ZGWX0H9 491361 317007 PRN DFND 4 317007 0 0 TWILIO INC CL A 90138F102 BBG0029ZX859 1389619 23742 PRN DFND 4 23742 0 0 TWILIO INC CL A 90138F102 BBG0029ZX859 1110958 18981 PRN DFND 1 18981 0 0 TWILIO INC CL A 90138F102 BBG0029ZX859 40854 698 PRN DFND 3 698 0 0 TWIST BIOSCIENCE CORP COM 90184D100 BBG006KDCHK2 8896591 439121 PRN DFND 4 439121 0 0 TYLER TECHNOLOGIES INC COM 902252105 BBG001S5WZB0 10523087 27252 PRN DFND 1 27252 0 0 TYLER TECHNOLOGIES INC COM 902252105 BBG001S5WZB0 683468 1770 PRN DFND 4 1770 0 0 TYLER TECHNOLOGIES INC COM 902252105 BBG001S5WZB0 206585 535 PRN DFND 3 535 0 0 TYLER TEX INDPT SCH DIST NOTE 0.250% 3/1 902252AB1 2604246 2650000 PRN DFND 3 2650000 0 0 TYSON FOODS INC CL A 902494103 BBG001S871D5 215845 4275 PRN DFND 4 4275 0 0 TYSON FOODS INC CL A 902494103 BBG001S871D5 5489677 108728 PRN DFND 1 108728 0 0 U HAUL HOLDING COMPANY COM SER N 023586506 BBG01B6SGC20 20956 400 PRN DFND 4 400 0 0 U HAUL HOLDING COMPANY COM SER N 023586506 BBG01B6SGC20 509336 9722 PRN DFND 1 9722 0 0 U S SILICA HLDGS INC COM 90346E103 BBG001XJRN72 323650 23052 PRN DFND 1 23052 0 0 U S SILICA HLDGS INC COM 90346E103 BBG001XJRN72 1148472 81800 PRN DFND 4 81800 0 0 UBER TECHNOLOGIES INC COM 90353T100 BBG002B04MW4 25065 545 PRN DFND 3 545 0 0 UBER TECHNOLOGIES INC COM 90353T100 BBG002B04MW4 3252643 70725 PRN DFND 4 70725 0 0 UBER TECHNOLOGIES INC COM 90353T100 BBG002B04MW4 7700244 167433 PRN DFND 2 167433 0 0 UBER TECHNOLOGIES INC COM 90353T100 BBG002B04MW4 80751496 1755849 PRN DFND 1 1755849 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 1104626 1183000 PRN DFND 2 1183000 0 0 UBER TECHNOLOGIES INC NOTE 12/1 90353TAJ9 8092023 8667000 PRN DFND 3 8667000 0 0 UBIQUITI INC COM 90353W103 BBG001T1WDF3 61462 423 PRN DFND 3 423 0 0 UBIQUITI INC COM 90353W103 BBG001T1WDF3 174360 1200 PRN DFND 4 1200 0 0 UBIQUITI INC COM 90353W103 BBG001T1WDF3 463652 3191 PRN DFND 1 3191 0 0 UDR INC COM 902653104 BBG001S6KCT3 269630 7559 PRN DFND 4 7559 0 0 UFP INDUSTRIES INC COM 90278Q108 BBG001S7GZG9 32563 318 PRN DFND 3 318 0 0 UFP INDUSTRIES INC COM 90278Q108 BBG001S7GZG9 1658880 16200 PRN DFND 4 16200 0 0 UFP INDUSTRIES INC COM 90278Q108 BBG001S7GZG9 14443418 141049 PRN DFND 1 141049 0 0 UIPATH INC CL A 90364P105 BBG00GKS1G12 3746560 218969 PRN DFND 1 218969 0 0 UIPATH INC CL A 90364P105 BBG00GKS1G12 20036 1171 PRN DFND 4 1171 0 0 ULTA BEAUTY INC COM 90384S303 BBG00FWQ4W44 5715331 14308 PRN DFND 4 14308 0 0 ULTA BEAUTY INC COM 90384S303 BBG00FWQ4W44 910746 2280 PRN DFND 3 2280 0 0 ULTA BEAUTY INC COM 90384S303 BBG00FWQ4W44 8348106 20899 PRN DFND 1 20899 0 0 ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 BBG001V2MJJ2 832000 23338 PRN DFND 4 23338 0 0 UMB FINL CORP COM 902788108 BBG001S7Y2T8 6743470 108678 PRN DFND 1 108678 0 0 UMB FINL CORP COM 902788108 BBG001S7Y2T8 32018 516 PRN DFND 3 516 0 0 UMB FINL CORP COM 902788108 BBG001S7Y2T8 49640 800 PRN DFND 4 800 0 0 UNIFIRST CORP MASS COM 904708104 BBG001S5X2B2 488378 2996 PRN DFND 4 2996 0 0 UNIFIRST CORP MASS COM 904708104 BBG001S5X2B2 33743 207 PRN DFND 3 207 0 0 UNIFIRST CORP MASS COM 904708104 BBG001S5X2B2 2330065 14294 PRN DFND 1 14294 0 0 UNION PAC CORP COM 907818108 BBG001S5X2M0 26472 130 PRN DFND 3 130 0 0 UNION PAC CORP COM 907818108 BBG001S5X2M0 1563471 7678 PRN DFND 4 7678 0 0 UNION PAC CORP COM 907818108 BBG001S5X2M0 1265968 6217 PRN DFND 2 6217 0 0 UNION PAC CORP COM 907818108 BBG001S5X2M0 164940 810 PRN DFND 1 810 0 0 UNISYS CORP COM NEW 909214306 BBG001S5X1D2 140070 40600 PRN DFND 4 40600 0 0 UNITED AIRLS HLDGS INC COM 910047109 BBG001SQ87W0 58205 1376 PRN DFND 3 1376 0 0 UNITED AIRLS HLDGS INC COM 910047109 BBG001SQ87W0 34468282 814853 PRN DFND 1 814853 0 0 UNITED AIRLS HLDGS INC COM 910047109 BBG001SQ87W0 16933536 400320 PRN DFND 4 400320 0 0 UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 BBG001S9SSJ5 4393084 172888 PRN DFND 1 172888 0 0 UNITED NAT FOODS INC COM 911163103 BBG001S7B0Y1 213684 15112 PRN DFND 4 15112 0 0 UNITED NAT FOODS INC COM 911163103 BBG001S7B0Y1 71365 5047 PRN DFND 1 5047 0 0 UNITED NAT FOODS INC COM 911163103 BBG001S7B0Y1 44598 3154 PRN DFND 3 3154 0 0 UNITED PARCEL SERVICE INC CL B 911312106 BBG001SDGSH1 10132 65 PRN DFND 3 65 0 0 UNITED PARCEL SERVICE INC CL B 911312106 BBG001SDGSH1 3670271 23547 PRN DFND 4 23547 0 0 UNITED PARCEL SERVICE INC CL B 911312106 BBG001SDGSH1 6911276 44340 PRN DFND 1 44340 0 0 UNITED RENTALS INC COM 911363109 BBG001SBGZ25 2156165 4850 PRN DFND 4 4850 0 0 UNITED RENTALS INC COM 911363109 BBG001SBGZ25 19369915 43570 PRN DFND 1 43570 0 0 UNITED STATES STL CORP NEW COM 912909108 BBG001S5XL75 5824671 179331 PRN DFND 2 179331 0 0 UNITED STATES STL CORP NEW COM 912909108 BBG001S5XL75 1823427 56140 PRN DFND 3 56140 0 0 UNITED STATES STL CORP NEW COM 912909108 BBG001S5XL75 19488 600 PRN DFND 4 600 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 BBG001S8RV10 10623344 47033 PRN DFND 4 47033 0 0 UNITED THERAPEUTICS CORP DEL COM 91307C102 BBG001S8RV10 2847091 12605 PRN DFND 1 12605 0 0 UNITEDHEALTH GROUP INC COM 91324P102 BBG001S6WCJ1 4731319 9384 PRN DFND 1 9384 0 0 UNITEDHEALTH GROUP INC COM 91324P102 BBG001S6WCJ1 111157257 220467 PRN DFND 4 220467 0 0 UNITEDHEALTH GROUP INC COM 91324P102 BBG001S6WCJ1 4583591 9091 PRN DFND 2 9091 0 0 UNITEDHEALTH GROUP INC COM 91324P102 BBG001S6WCJ1 175458 348 PRN DFND 3 348 0 0 UNITI GROUP INC COM 91325V108 BBG002B67HC1 440098 93241 PRN DFND 4 93241 0 0 UNITIL CORP COM 913259107 BBG001S5X5G0 627837 14700 PRN DFND 4 14700 0 0 UNITY SOFTWARE INC COM 91332U101 BBG0056JW5H5 641737 20444 PRN DFND 4 20444 0 0 UNITY SOFTWARE INC COM 91332U101 BBG0056JW5H5 6385636 203429 PRN DFND 1 203429 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 11717505 14739000 PRN DFND 3 14739000 0 0 UNITY SOFTWARE INC NOTE 11/1 91332UAB7 9361125 11775000 PRN DFND 2 11775000 0 0 UNIVERSAL DISPLAY CORP COM 91347P105 BBG001S5V9H3 1410712 8986 PRN DFND 1 8986 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 BBG001S6S976 284401 2262 PRN DFND 4 2262 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 BBG001S6S976 13176127 104797 PRN DFND 1 104797 0 0 UNIVERSAL HLTH SVCS INC CL B 913903100 BBG001S6S976 66763 531 PRN DFND 3 531 0 0 UNIVERSAL INS HLDGS INC COM 91359V107 BBG001S5QC19 551168 39313 PRN DFND 4 39313 0 0 UNUM GROUP COM 91529Y106 BBG001S5X2J4 14964828 304225 PRN DFND 1 304225 0 0 UNUM GROUP COM 91529Y106 BBG001S5X2J4 15557075 316265 PRN DFND 4 316265 0 0 UNUM GROUP COM 91529Y106 BBG001S5X2J4 9297 189 PRN DFND 3 189 0 0 UP FINTECH HLDG LTD SPONSORED ADS 91531W106 BBG00NG4GWB3 2238075 437124 PRN DFND 4 437124 0 0 UPBOUND GROUP INC COM 76009N100 BBG001S6BR38 818033 27777 PRN DFND 4 27777 0 0 UPBOUND GROUP INC COM 76009N100 BBG001S6BR38 37961 1289 PRN DFND 1 1289 0 0 UPBOUND GROUP INC COM 76009N100 BBG001S6BR38 4359 148 PRN DFND 3 148 0 0 UPLAND SOFTWARE INC COM 91544A109 BBG005KC3JS4 121908 26387 PRN DFND 1 26387 0 0 URBAN EDGE PPTYS COM 91704F104 BBG006BFYQP8 4294759 281439 PRN DFND 4 281439 0 0 URBAN OUTFITTERS INC COM 917047102 BBG001S7H9K1 592604 18128 PRN DFND 3 18128 0 0 URBAN OUTFITTERS INC COM 917047102 BBG001S7H9K1 35534 1087 PRN DFND 4 1087 0 0 URBAN OUTFITTERS INC COM 917047102 BBG001S7H9K1 31856895 974515 PRN DFND 1 974515 0 0 US BANCORP DEL COM NEW 902973304 BBG001S6T8C1 11015030 333183 PRN DFND 1 333183 0 0 US FOODS HLDG CORP COM 912008109 BBG00C6H6D59 43670 1100 PRN DFND 4 1100 0 0 US FOODS HLDG CORP COM 912008109 BBG00C6H6D59 7414650 186767 PRN DFND 1 186767 0 0 USANA HEALTH SCIENCES INC COM 90328M107 BBG001S79BP0 2516772 42941 PRN DFND 4 42941 0 0 UTAH MED PRODS INC COM 917488108 BBG001S6PWD1 393708 4578 PRN DFND 4 4578 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 269 2066 PRN DFND 3 2066 0 0 UWM HOLDINGS CORPORATION *W EXP 01/21/202 91823B117 7783 59871 PRN DFND 2 59871 0 0 VAIL RESORTS INC COM 91879Q109 BBG001S5TFD6 66567 300 PRN DFND 4 300 0 0 VAIL RESORTS INC COM 91879Q109 BBG001S5TFD6 633274 2854 PRN DFND 2 2854 0 0 VAIL RESORTS INC COM 91879Q109 BBG001S5TFD6 3437298 15491 PRN DFND 3 15491 0 0 VAIL RESORTS INC NOTE 1/0 91879QAN9 2024605 2300000 PRN DFND 3 2300000 0 0 VALARIS LTD CL A G9460G101 BBG010JW9K58 23019 307 PRN DFND 4 307 0 0 VALARIS LTD CL A G9460G101 BBG010JW9K58 12179001 162430 PRN DFND 1 162430 0 0 VALE S A SPONSORED ADS 91912E105 BBG001SB54S8 47733788 3562223 PRN DFND 4 3562223 0 0 VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 564006 3980 PRN DFND 2 3980 0 0 VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 2925603 20645 PRN DFND 3 20645 0 0 VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 67616643 477148 PRN DFND 4 477148 0 0 VALERO ENERGY CORP COM 91913Y100 BBG001S5X8K9 20008743 141195 PRN DFND 1 141195 0 0 VALMONT INDS INC COM 920253101 BBG001S5X650 33629 140 PRN DFND 4 140 0 0 VALMONT INDS INC COM 920253101 BBG001S5X650 3160203 13156 PRN DFND 1 13156 0 0 VALVOLINE INC COM 92047W101 BBG003DNHV65 9231892 286349 PRN DFND 4 286349 0 0 VANDA PHARMACEUTICALS INC COM 921659108 BBG001SP95N5 1176409 272317 PRN DFND 4 272317 0 0 VANECK ETF TRUST HIGH YLD MUNIETF 92189H409 BBG001SZDBR1 310662 6331 PRN DFND 1 6331 0 0 VANECK ETF TRUST VANECK VIETNAM 92189F817 BBG001T5CFW2 1671675 123462 PRN DFND 1 123462 0 0 VANGUARD BD INDEX FDS SHORT TRM BOND 921937827 BBG001ST39Q2 318871 4242 PRN DFND 1 4242 0 0 VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 BBG001T62M38 291535 3837 PRN DFND 1 3837 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 3173040 2808000 PRN DFND 2 2808000 0 0 VAREX IMAGING CORP NOTE 4.000% 6/0 92214XAB2 4454460 3942000 PRN DFND 3 3942000 0 0 VECTOR GROUP LTD COM 92240M108 BBG001S75639 929659 87374 PRN DFND 4 87374 0 0 VEEVA SYS INC CL A COM 922475108 BBG001TX0CB4 12753670 62687 PRN DFND 1 62687 0 0 VEEVA SYS INC CL A COM 922475108 BBG001TX0CB4 284830 1400 PRN DFND 4 1400 0 0 VERACYTE INC COM 92337F107 BBG001TSQWW0 4913783 220053 PRN DFND 4 220053 0 0 VERADIGM INC COM 01988P108 BBG001S7VDS8 14231 1083 PRN DFND 1 1083 0 0 VERADIGM INC COM 01988P108 BBG001S7VDS8 7081146 538900 PRN DFND 4 538900 0 0 VERICEL CORP COM 92346J108 BBG001S6X9M3 3767648 112400 PRN DFND 4 112400 0 0 VERINT SYS INC COM 92343X100 BBG001S6V8N6 32140 1398 PRN DFND 3 1398 0 0 VERINT SYS INC COM 92343X100 BBG001S6V8N6 1957392 85141 PRN DFND 1 85141 0 0 VERISIGN INC COM 92343E102 BBG001S7BCF6 29624063 146270 PRN DFND 4 146270 0 0 VERISIGN INC COM 92343E102 BBG001S7BCF6 1949756 9627 PRN DFND 1 9627 0 0 VERISK ANALYTICS INC COM 92345Y106 BBG001SBRX64 20766677 87905 PRN DFND 4 87905 0 0 VERISK ANALYTICS INC COM 92345Y106 BBG001SBRX64 2655101 11239 PRN DFND 1 11239 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 BBG001S67QY1 11701987 361061 PRN DFND 4 361061 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 BBG001S67QY1 1383907 42700 PRN DFND 2 42700 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 BBG001S67QY1 703 13 PRN DFND 3 13 0 0 VERMILION ENERGY INC COM 923725105 BBG001S7X7L6 2134520 146000 PRN DFND 1 146000 0 0 VERMILION ENERGY INC COM 923725105 BBG001S7X7L6 780708 53400 PRN DFND 4 53400 0 0 VERRA MOBILITY CORP CL A COM STK 92511U102 BBG00G4XQBP7 28424 1520 PRN DFND 3 1520 0 0 VERRA MOBILITY CORP CL A COM STK 92511U102 BBG00G4XQBP7 1785177 95464 PRN DFND 4 95464 0 0 VERRA MOBILITY CORP CL A COM STK 92511U102 BBG00G4XQBP7 7965228 425948 PRN DFND 1 425948 0 0 VERTEX ENERGY INC COM 92534K107 BBG001S74L00 52123 11713 PRN DFND 3 11713 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 BBG001S68LJ8 87877723 252711 PRN DFND 4 252711 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 BBG001S68LJ8 870045 2502 PRN DFND 2 2502 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 BBG001S68LJ8 6131699 17633 PRN DFND 1 17633 0 0 VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 15668 142440 PRN DFND 3 142440 0 0 VERTICAL AEROSPACE LTD *W EXP 09/15/202 G9471C115 18446 167692 PRN DFND 2 167692 0 0 VERTIV HOLDINGS CO COM CL A 92537N108 BBG00L2B8LM7 3933900 105750 PRN DFND 3 105750 0 0 VERTIV HOLDINGS CO COM CL A 92537N108 BBG00L2B8LM7 56731600 1525043 PRN DFND 1 1525043 0 0 VERTIV HOLDINGS CO COM CL A 92537N108 BBG00L2B8LM7 970920 26100 PRN DFND 4 26100 0 0 VIASAT INC COM 92552V100 BBG001S98NF2 2566088 139008 PRN DFND 1 139008 0 0 VIAVI SOLUTIONS INC COM 925550105 BBG001S92GV5 1295961 141790 PRN DFND 1 141790 0 0 VIAVI SOLUTIONS INC COM 925550105 BBG001S92GV5 7312 800 PRN DFND 4 800 0 0 VIAVI SOLUTIONS INC COM 925550105 BBG001S92GV5 164785 18029 PRN DFND 3 18029 0 0 VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117 4985 64999 PRN DFND 2 64999 0 0 VICARIOUS SURGICAL INC *W EXP 09/17/202 92561V117 17293 225459 PRN DFND 3 225459 0 0 VICI PPTYS INC COM 925652109 BBG00HVVB4B6 16731249 574957 PRN DFND 4 574957 0 0 VICI PPTYS INC COM 925652109 BBG00HVVB4B6 1129458 38813 PRN DFND 2 38813 0 0 VICTORY CAP HLDGS INC COM CL A 92645B103 BBG0074JPDP5 476762 14300 PRN DFND 4 14300 0 0 VICTORY CAP HLDGS INC COM CL A 92645B103 BBG0074JPDP5 147896 4436 PRN DFND 1 4436 0 0 VIMEO INC COMMON STOCK 92719V100 BBG00ZNSSLJ8 1666370 470726 PRN DFND 4 470726 0 0 VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 BBG002NLDML7 13142433 820889 PRN DFND 4 820889 0 0 VIR BIOTECHNOLOGY INC COM 92764N102 BBG00H2QQ8V2 127413 13598 PRN DFND 4 13598 0 0 VIRGIN GALACTIC HOLDINGS INC COM 92766K106 BBG00HTN2DF3 25227 14015 PRN DFND 3 14015 0 0 VIRIDIAN THERAPEUTICS INC COM 92790C104 BBG002H24301 581386 37900 PRN DFND 4 37900 0 0 VIRTU FINL INC CL A 928254101 BBG0064N2T87 117678 6814 PRN DFND 3 6814 0 0 VIRTU FINL INC CL A 928254101 BBG0064N2T87 164065 9500 PRN DFND 1 9500 0 0 VIRTU FINL INC CL A 928254101 BBG0064N2T87 483560 28000 PRN DFND 4 28000 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 BBG001T1QKH2 141191 699 PRN DFND 1 699 0 0 VIRTUS INVT PARTNERS INC COM 92828Q109 BBG001T1QKH2 6043137 29918 PRN DFND 4 29918 0 0 VISA INC COM CL A 92826C839 BBG001SRCFY3 33862072 147220 PRN DFND 1 147220 0 0 VISA INC COM CL A 92826C839 BBG001SRCFY3 1050686 4568 PRN DFND 2 4568 0 0 VISA INC COM CL A 92826C839 BBG001SRCFY3 4115339 17892 PRN DFND 3 17892 0 0 VISA INC COM CL A 92826C839 BBG001SRCFY3 39034077 169706 PRN DFND 4 169706 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 BBG001S5XB04 1240672 50189 PRN DFND 1 50189 0 0 VISHAY INTERTECHNOLOGY INC NOTE 2.250% 6/1 928298AP3 3015329 3007000 PRN DFND 3 3007000 0 0 VISHAY PRECISION GROUP INC COM 92835K103 BBG001T5X9F2 410683 12230 PRN DFND 4 12230 0 0 VISTEON CORP COM NEW 92839U206 BBG001TCM086 4763415 34500 PRN DFND 1 34500 0 0 VISTEON CORP COM NEW 92839U206 BBG001TCM086 593701 4300 PRN DFND 4 4300 0 0 VISTEON CORP COM NEW 92839U206 BBG001TCM086 51224 371 PRN DFND 3 371 0 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 14529522 437900 PRN DFND 4 437900 0 0 VISTRA CORP COM 92840M102 BBG00DXDL6R0 21208888 639207 PRN DFND 1 639207 0 0 VITA COCO CO INC COM 92846Q107 BBG012QFVTF8 6343214 243595 PRN DFND 4 243595 0 0 VITAL ENERGY INC COM 516806205 BBG001T24DQ0 288129 5199 PRN DFND 1 5199 0 0 VITAL ENERGY INC COM 516806205 BBG001T24DQ0 6147519 110926 PRN DFND 3 110926 0 0 VITAL FARMS INC COM 92847W103 BBG006XWWBM5 220425 19035 PRN DFND 4 19035 0 0 VIVID SEATS INC COM CL A 92854T100 BBG012C73S82 1563231 243494 PRN DFND 4 243494 0 0 VMWARE INC CL A COM 928563402 BBG001S6TFZ0 99888 600 PRN DFND 4 600 0 0 VMWARE INC CL A COM 928563402 BBG001S6TFZ0 23115582 138849 PRN DFND 3 138849 0 0 VMWARE INC CL A COM 928563402 BBG001S6TFZ0 74889197 449839 PRN DFND 2 449839 0 0 VONTIER CORPORATION COM 928881101 BBG00RRGSKH2 3784608 122400 PRN DFND 1 122400 0 0 VONTIER CORPORATION COM 928881101 BBG00RRGSKH2 7419841 239969 PRN DFND 4 239969 0 0 VOYA FINANCIAL INC COM 929089100 BBG001S6QQP0 7091212 106715 PRN DFND 1 106715 0 0 VOYA FINANCIAL INC COM 929089100 BBG001S6QQP0 79740 1200 PRN DFND 4 1200 0 0 VOYAGER THERAPEUTICS INC COM 92915B106 BBG005ZSY242 158627 20468 PRN DFND 4 20468 0 0 VULCAN MATLS CO COM 929160109 BBG001S5X8R2 3492320 17287 PRN DFND 3 17287 0 0 VULCAN MATLS CO COM 929160109 BBG001S5X8R2 11018171 54540 PRN DFND 1 54540 0 0 VULCAN MATLS CO COM 929160109 BBG001S5X8R2 534747 2647 PRN DFND 2 2647 0 0 VULCAN MATLS CO COM 929160109 BBG001S5X8R2 7668073 37957 PRN DFND 4 37957 0 0 W & T OFFSHORE INC COM 92922P106 BBG001SLLWL3 651744 148800 PRN DFND 4 148800 0 0 WABASH NATL CORP COM 929566107 BBG001S6W2K1 3532721 167269 PRN DFND 4 167269 0 0 WABASH NATL CORP COM 929566107 BBG001S6W2K1 12735 603 PRN DFND 3 603 0 0 WABASH NATL CORP COM 929566107 BBG001S6W2K1 66993 3172 PRN DFND 1 3172 0 0 WABTEC COM 929740108 BBG001S5XBT3 9930188 93443 PRN DFND 1 93443 0 0 WABTEC COM 929740108 BBG001S5XBT3 50414275 474398 PRN DFND 4 474398 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 47361325 2129556 PRN DFND 4 2129556 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 424428 19084 PRN DFND 3 19084 0 0 WALGREENS BOOTS ALLIANCE INC COM 931427108 BBG001S5XBY7 173205 7788 PRN DFND 1 7788 0 0 WALMART INC COM 931142103 BBG001S5XH92 857385 5361 PRN DFND 1 5361 0 0 WALMART INC COM 931142103 BBG001S5XH92 2347772 14680 PRN DFND 2 14680 0 0 WALMART INC COM 931142103 BBG001S5XH92 9668888 60457 PRN DFND 4 60457 0 0 WARBY PARKER INC CL A COM 93403J106 BBG005DWN8L7 2958723 224827 PRN DFND 4 224827 0 0 WARBY PARKER INC CL A COM 93403J106 BBG005DWN8L7 126007 9575 PRN DFND 3 9575 0 0 WASTE CONNECTIONS INC COM 94106B101 BBG001SKJ4K1 243486 1813 PRN DFND 4 1813 0 0 WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 465399 3053 PRN DFND 2 3053 0 0 WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 2443156 16027 PRN DFND 3 16027 0 0 WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 626833 4112 PRN DFND 4 4112 0 0 WASTE MGMT INC DEL COM 94106L109 BBG001S5XH47 8811642 57804 PRN DFND 1 57804 0 0 WATERS CORP COM 941848103 BBG001S8MDG9 44970 164 PRN DFND 1 164 0 0 WATERS CORP COM 941848103 BBG001S8MDG9 14232047 51902 PRN DFND 4 51902 0 0 WATSCO INC COM 942622200 BBG001S82CQ2 6809536 18028 PRN DFND 1 18028 0 0 WATSCO INC COM 942622200 BBG001S82CQ2 85365 226 PRN DFND 4 226 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 2226613 12884 PRN DFND 1 12884 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 55475 321 PRN DFND 3 321 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 BBG001S6N6Y7 272019 1574 PRN DFND 4 1574 0 0 WAYFAIR INC CL A 94419L101 BBG001THKQ26 648584 10708 PRN DFND 3 10708 0 0 WAYFAIR INC CL A 94419L101 BBG001THKQ26 355788 5874 PRN DFND 1 5874 0 0 WAYFAIR INC NOTE 0.625%10/0 94419LAM3 781317 900000 PRN DFND 3 900000 0 0 WAYFAIR INC NOTE 1.000% 8/1 94419LAF8 559300 680000 PRN DFND 3 680000 0 0 WAYFAIR INC NOTE 1.125%11/0 94419LAD3 2464075 2500000 PRN DFND 3 2500000 0 0 WAYFAIR INC NOTE 3.250% 9/1 94419LAP6 2837646 2335000 PRN DFND 3 2335000 0 0 WD 40 CO COM 929236107 BBG001S5XD46 16441506 80897 PRN DFND 1 80897 0 0 WD 40 CO COM 929236107 BBG001S5XD46 43697 215 PRN DFND 3 215 0 0 WEATHERFORD INTL PLC ORD SHS G48833118 BBG00R4SQJS4 3391711 37548 PRN DFND 4 37548 0 0 WEIBO CORP SPONSORED ADR 948596101 BBG0065XPGY8 8616798 687145 PRN DFND 4 687145 0 0 WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 15177692 371456 PRN DFND 1 371456 0 0 WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 3105401 76001 PRN DFND 3 76001 0 0 WELLS FARGO CO NEW COM 949746101 BBG001S5XF23 13157 322 PRN DFND 4 322 0 0 WENDYS CO COM 95058W100 BBG001S7HBX2 43195275 2116378 PRN DFND 1 2116378 0 0 WENDYS CO COM 95058W100 BBG001S7HBX2 869180 42586 PRN DFND 3 42586 0 0 WENDYS CO COM 95058W100 BBG001S7HBX2 58169 2850 PRN DFND 4 2850 0 0 WERNER ENTERPRISES INC COM 950755108 BBG001S5XDR1 375322 9636 PRN DFND 4 9636 0 0 WERNER ENTERPRISES INC COM 950755108 BBG001S5XDR1 31433 807 PRN DFND 3 807 0 0 WERNER ENTERPRISES INC COM 950755108 BBG001S5XDR1 1950032 50065 PRN DFND 1 50065 0 0 WESCO INTL INC COM 95082P105 BBG001SCRP78 43146 300 PRN DFND 4 300 0 0 WESCO INTL INC COM 95082P105 BBG001SCRP78 3457001 24037 PRN DFND 3 24037 0 0 WESCO INTL INC COM 95082P105 BBG001SCRP78 11403919 79293 PRN DFND 1 79293 0 0 WEST FRASER TIMBER CO LTD COM 952845105 BBG001S60WD8 568904 7800 PRN DFND 4 7800 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 BBG001S5XK22 91131755 242882 PRN DFND 4 242882 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 BBG001S5XK22 391344 1043 PRN DFND 1 1043 0 0 WESTERN ALLIANCE BANCORP COM 957638109 BBG001SLM522 8687594 188984 PRN DFND 1 188984 0 0 WESTERN UN CO COM 959802109 BBG001SR0YK0 19149262 1452903 PRN DFND 4 1452903 0 0 WESTERN UN CO COM 959802109 BBG001SR0YK0 4801830 364327 PRN DFND 1 364327 0 0 WESTERN UN CO COM 959802109 BBG001SR0YK0 50611 3840 PRN DFND 3 3840 0 0 WESTROCK CO COM 96145D105 BBG008NXC581 1071673 29935 PRN DFND 4 29935 0 0 WESTROCK CO COM 96145D105 BBG008NXC581 3658975 102206 PRN DFND 3 102206 0 0 WESTROCK CO COM 96145D105 BBG008NXC581 11587386 323670 PRN DFND 2 323670 0 0 WEX INC COM 96208T104 BBG001SCJLG6 1241394 6600 PRN DFND 4 6600 0 0 WEX INC COM 96208T104 BBG001SCJLG6 522702 2779 PRN DFND 1 2779 0 0 WEYERHAEUSER CO MTN BE COM NEW 962166104 BBG001S5XL11 43142391 1407123 PRN DFND 4 1407123 0 0 WHEELS UP EXPERIENCE INC COM CL A 96328L205 BBG00XTV85M3 165337 79873 PRN DFND 1 79873 0 0 WHIRLPOOL CORP COM 963320106 BBG001S5XFS5 3082186 23053 PRN DFND 3 23053 0 0 WHIRLPOOL CORP COM 963320106 BBG001S5XFS5 457923 3425 PRN DFND 2 3425 0 0 WHIRLPOOL CORP COM 963320106 BBG001S5XFS5 2347505 17558 PRN DFND 4 17558 0 0 WHIRLPOOL CORP COM 963320106 BBG001S5XFS5 5335299 39905 PRN DFND 1 39905 0 0 WHITE MTNS INS GROUP LTD COM G9618E107 BBG001SBLRT8 2210630 1478 PRN DFND 4 1478 0 0 WILEY JOHN & SONS INC CL A 968223206 BBG001S8K9L4 311931 8392 PRN DFND 4 8392 0 0 WILEY JOHN & SONS INC CL A 968223206 BBG001S8K9L4 243947 6563 PRN DFND 3 6563 0 0 WILLIAMS COS INC COM 969457100 BBG001S5XH10 3056121 90713 PRN DFND 1 90713 0 0 WILLIAMS COS INC COM 969457100 BBG001S5XH10 1134713 33681 PRN DFND 4 33681 0 0 WILLIAMS SONOMA INC COM 969904101 BBG001SBW7S1 1836517 11818 PRN DFND 1 11818 0 0 WILLIS TOWERS WATSON PLC LTD SHS G96629103 BBG001SHY2Q9 71882 344 PRN DFND 3 344 0 0 WILLIS TOWERS WATSON PLC LTD SHS G96629103 BBG001SHY2Q9 19659375 94082 PRN DFND 4 94082 0 0 WILLIS TOWERS WATSON PLC LTD SHS G96629103 BBG001SHY2Q9 11567608 55358 PRN DFND 1 55358 0 0 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 BBG00B0FS9V7 17325604 416581 PRN DFND 4 416581 0 0 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 BBG00B0FS9V7 9314538 223961 PRN DFND 1 223961 0 0 WILLSCOT MOBIL MINI HLDNG CO COM CL A 971378104 BBG00B0FS9V7 25328 609 PRN DFND 3 609 0 0 WINGSTOP INC COM 974155103 BBG008N298X9 52458609 291696 PRN DFND 1 291696 0 0 WINGSTOP INC COM 974155103 BBG008N298X9 59527 331 PRN DFND 3 331 0 0 WINGSTOP INC COM 974155103 BBG008N298X9 3444655 19154 PRN DFND 4 19154 0 0 WINMARK CORP COM 974250102 BBG001S8RR00 2050722 5496 PRN DFND 4 5496 0 0 WINNEBAGO INDS INC COM 974637100 BBG001S5XFG8 4013945 67518 PRN DFND 4 67518 0 0 WINNEBAGO INDS INC COM 974637100 BBG001S5XFG8 61828 1040 PRN DFND 3 1040 0 0 WINNEBAGO INDS INC COM 974637100 BBG001S5XFG8 116760 1964 PRN DFND 1 1964 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 9373140 8304000 PRN DFND 2 8304000 0 0 WINNEBAGO INDS INC NOTE 1.500% 4/0 974637AB6 14612798 12946000 PRN DFND 3 12946000 0 0 WIPRO LTD SPON ADR 1 SH 97651M109 BBG001S5XGG6 1916156 395900 PRN DFND 4 395900 0 0 WISDOMTREE INC COM 97717P104 BBG001SD2W32 118895 16985 PRN DFND 1 16985 0 0 WIX COM LTD SHS M98068105 BBG004336Q89 6780807 73865 PRN DFND 1 73865 0 0 WIX COM LTD SHS M98068105 BBG004336Q89 11742138 127910 PRN DFND 4 127910 0 0 WOLFSPEED INC NOTE 0.250% 2/1 977852AB8 4850438 7160000 PRN DFND 3 7160000 0 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 2693551 2500000 PRN DFND 3 2500000 0 0 WOODWARD INC COM 980745103 BBG001S6YZC5 271384 2184 PRN DFND 1 2184 0 0 WOODWARD INC COM 980745103 BBG001S6YZC5 1379286 11100 PRN DFND 4 11100 0 0 WOODWARD INC COM 980745103 BBG001S6YZC5 249390 2007 PRN DFND 3 2007 0 0 WORKDAY INC CL A 98138H101 BBG001T21KQ7 32589307 151684 PRN DFND 1 151684 0 0 WORKDAY INC CL A 98138H101 BBG001T21KQ7 23634 110 PRN DFND 3 110 0 0 WORKDAY INC CL A 98138H101 BBG001T21KQ7 450755 2098 PRN DFND 2 2098 0 0 WORKDAY INC CL A 98138H101 BBG001T21KQ7 5590612 26021 PRN DFND 4 26021 0 0 WORKIVA INC COM CL A 98139A105 BBG007BVZ8J7 1573101 15523 PRN DFND 3 15523 0 0 WORKIVA INC COM CL A 98139A105 BBG007BVZ8J7 12458841 122941 PRN DFND 1 122941 0 0 WORKIVA INC COM CL A 98139A105 BBG007BVZ8J7 302095 2981 PRN DFND 2 2981 0 0 WORKIVA INC COM CL A 98139A105 BBG007BVZ8J7 1045525 10317 PRN DFND 4 10317 0 0 WORLD KINECT CORPORATION COM 981475106 BBG001S5S9J5 352824 15730 PRN DFND 1 15730 0 0 WORTHINGTON INDS INC COM 981811102 BBG001S6XN51 3736524 60442 PRN DFND 1 60442 0 0 WORTHINGTON INDS INC COM 981811102 BBG001S6XN51 54834 887 PRN DFND 3 887 0 0 WORTHINGTON INDS INC COM 981811102 BBG001S6XN51 675569 10928 PRN DFND 4 10928 0 0 WYNN RESORTS LTD COM 983134107 BBG001SJZ2V8 793802 8590 PRN DFND 2 8590 0 0 WYNN RESORTS LTD COM 983134107 BBG001SJZ2V8 875123 9470 PRN DFND 1 9470 0 0 WYNN RESORTS LTD COM 983134107 BBG001SJZ2V8 4611813 49906 PRN DFND 4 49906 0 0 XBIOTECH INC COM 98400H102 BBG0081S8D48 222464 53996 PRN DFND 4 53996 0 0 XCEL ENERGY INC COM 98389B100 BBG001S7F0X8 55270686 965933 PRN DFND 4 965933 0 0 XCEL ENERGY INC COM 98389B100 BBG001S7F0X8 4302372 75190 PRN DFND 1 75190 0 0 XENON PHARMACEUTICALS INC COM 98420N105 BBG002VBMLS5 631960 18500 PRN DFND 4 18500 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 BBG00NNG2ZK6 364259 23216 PRN DFND 4 23216 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 BBG00NNG2ZK6 5617444 358027 PRN DFND 1 358027 0 0 XEROX HOLDINGS CORP COM NEW 98421M106 BBG00NNG2ZK6 83000 5290 PRN DFND 3 5290 0 0 XP INC CL A G98239109 BBG00QVJYHP4 18104046 785425 PRN DFND 1 785425 0 0 XP INC CL A G98239109 BBG00QVJYHP4 32547 1412 PRN DFND 3 1412 0 0 XPO INC COM 983793100 BBG001SJW3C0 189562 2539 PRN DFND 1 2539 0 0 XPO INC COM 983793100 BBG001SJW3C0 3039483 40711 PRN DFND 2 40711 0 0 XPONENTIAL FITNESS INC COM CL A 98422X101 BBG011M1TY49 329437 21254 PRN DFND 4 21254 0 0 XYLEM INC COM 98419M100 BBG001V05C73 164000831 1801613 PRN DFND 4 1801613 0 0 XYLEM INC COM 98419M100 BBG001V05C73 5680818 62406 PRN DFND 1 62406 0 0 YANDEX N V SHS CLASS A N97284108 BBG001TBY593 0 80830 PRN DFND 1 80830 0 0 YELP INC CL A 985817105 BBG001T6C2W9 20173479 485056 PRN DFND 1 485056 0 0 YELP INC CL A 985817105 BBG001T6C2W9 33177632 797731 PRN DFND 4 797731 0 0 YELP INC CL A 985817105 BBG001T6C2W9 1456 35 PRN DFND 3 35 0 0 YETI HLDGS INC COM 98585X104 BBG00D8JC891 207346 4300 PRN DFND 4 4300 0 0 YETI HLDGS INC COM 98585X104 BBG00D8JC891 499704 10363 PRN DFND 1 10363 0 0 YETI HLDGS INC COM 98585X104 BBG00D8JC891 34333 712 PRN DFND 3 712 0 0 YEXT INC COM 98585N106 BBG001V12329 204256 32268 PRN DFND 4 32268 0 0 YEXT INC COM 98585N106 BBG001V12329 21731 3433 PRN DFND 1 3433 0 0 Y-MABS THERAPEUTICS INC COM 984241109 BBG00J2DBN04 120211 22057 PRN DFND 4 22057 0 0 YUM BRANDS INC COM 988498101 BBG001S7JQ30 73026555 584493 PRN DFND 1 584493 0 0 YUM BRANDS INC COM 988498101 BBG001S7JQ30 10293057 82384 PRN DFND 4 82384 0 0 YUM CHINA HLDGS INC COM 98850P109 BBG00B8N0HH0 54616465 980195 PRN DFND 1 980195 0 0 YUM CHINA HLDGS INC COM 98850P109 BBG00B8N0HH0 43551644 781616 PRN DFND 4 781616 0 0 YUM CHINA HLDGS INC COM 98850P109 BBG00B8N0HH0 133059 2388 PRN DFND 3 2388 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 4183033 17685 PRN DFND 3 17685 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 2832683 11976 PRN DFND 1 11976 0 0 ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 BBG001S6SX73 92247 390 PRN DFND 4 390 0 0 ZEDGE INC CL B 98923T104 BBG00B9QVTT9 100790 46023 PRN DFND 4 46023 0 0 ZHIHU INC ADS 98955N108 BBG00ZKGL1L5 422344 406100 PRN DFND 4 406100 0 0 ZIFF DAVIS INC NOTE 1.750%11/0 48123VAE2 3914703 4270000 PRN DFND 3 4270000 0 0 ZILLOW GROUP INC CL A 98954M101 BBG001T0LC50 7648296 170759 PRN DFND 1 170759 0 0 ZILLOW GROUP INC CL C CAP STK 98954M200 BBG009NRSWK2 504898 10938 PRN DFND 4 10938 0 0 ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 2443109 2100000 PRN DFND 3 2100000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 4845528 4071000 PRN DFND 3 4071000 0 0 ZILLOW GROUP INC NOTE 1.375% 9/0 98954MAG6 1277455 1069000 PRN DFND 2 1069000 0 0 ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 4838552 4700000 PRN DFND 3 4700000 0 0 ZIM INTEGRATED SHIPPING SERV SHS M9T951109 BBG00YQ7XRV1 75240 7200 PRN DFND 1 7200 0 0 ZIM INTEGRATED SHIPPING SERV SHS M9T951109 BBG00YQ7XRV1 69660 6666 PRN DFND 3 6666 0 0 ZIM INTEGRATED SHIPPING SERV SHS M9T951109 BBG00YQ7XRV1 2075861 198647 PRN DFND 4 198647 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 BBG001S7DQJ9 32714823 291524 PRN DFND 4 291524 0 0 ZIMMER BIOMET HOLDINGS INC COM 98956P102 BBG001S7DQJ9 120749 1076 PRN DFND 1 1076 0 0 ZIMVIE INC COM 98888T107 BBG014630596 143088 15206 PRN DFND 4 15206 0 0 ZIONS BANCORPORATION N A COM 989701107 BBG001S5XN80 2239589 64190 PRN DFND 1 64190 0 0 ZIONS BANCORPORATION N A COM 989701107 BBG001S5XN80 13956 400 PRN DFND 4 400 0 0 ZIPRECRUITER INC CL A 98980B103 BBG010JBYW41 4795101 399925 PRN DFND 4 399925 0 0 ZIPRECRUITER INC CL A 98980B103 BBG010JBYW41 135739 11321 PRN DFND 3 11321 0 0 ZOETIS INC CL A 98978V103 BBG0039320P7 2672159 15359 PRN DFND 3 15359 0 0 ZOETIS INC CL A 98978V103 BBG0039320P7 900694 5177 PRN DFND 2 5177 0 0 ZOETIS INC CL A 98978V103 BBG0039320P7 16771672 96400 PRN DFND 4 96400 0 0 ZOETIS INC CL A 98978V103 BBG0039320P7 819620 4711 PRN DFND 1 4711 0 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 BBG0042V6JN7 109666 1568 PRN DFND 3 1568 0 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 BBG0042V6JN7 83229 1190 PRN DFND 1 1190 0 0 ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 BBG0042V6JN7 4299562 61475 PRN DFND 4 61475 0 0 ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 93365 5693 PRN DFND 3 5693 0 0 ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 3364739 205167 PRN DFND 4 205167 0 0 ZOOMINFO TECHNOLOGIES INC COMMON STOCK 98980F104 BBG00S1HJ4F4 10272681 626383 PRN DFND 1 626383 0 0 ZSCALER INC COM 98980G102 BBG003338H61 1511712 9716 PRN DFND 4 9716 0 0 ZSCALER INC COM 98980G102 BBG003338H61 213314 1371 PRN DFND 3 1371 0 0 ZSCALER INC COM 98980G102 BBG003338H61 21886223 140666 PRN DFND 1 140666 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 5683763 4705000 PRN DFND 3 4705000 0 0 ZTO EXPRESS CAYMAN INC NOTE 1.500% 9/0 98980AAB1 5195416 5350000 PRN DFND 3 5350000 0 0 ZUORA INC COM CL A 98983V106 BBG001SS0FH3 103346 12542 PRN DFND 4 12542 0 0 ZURN ELKAY WATER SOLNS CORP COM 98983L108 BBG001T36GB5 28020 1000 PRN DFND 4 1000 0 0 ZURN ELKAY WATER SOLNS CORP COM 98983L108 BBG001T36GB5 2428409 86667 PRN DFND 1 86667 0 0 ZYMEWORKS INC COM 98985Y108 BBG019XSYC98 158963 25073 PRN DFND 4 25073 0 0