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Man (MNGPF)

Filed: 15 Aug 22, 4:54pm

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

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
2SEVENTY BIO INCCOMMON STOCK90138410719815,000PRN DFND415,00000
360 DIGITECH INCAMERICAN DEP88557W1014,299248,500PRN DFND4248,50000
3M COCOM88579Y10118,352141,813PRN DFND4141,81300
3M COCOM88579Y101973PRN DFND17300
3M COCOM88579Y1011591,226PRN DFND31,22600
4D MOLECULAR THERAPEUTICS INCOM35104E10012117,400PRN DFND417,40000
A10 NETWORKS INCCOM0021211011,915133,147PRN DFND4133,14700
A10 NETWORKS INCCOM002121101151,019PRN DFND11,01900
AAON INCCOM PAR $0.0040003602062354,300PRN DFND44,30000
AAON INCCOM PAR $0.0040003602064418,053PRN DFND18,05300
ABBOTT LABSCOM00282410090826PRN DFND382600
ABBOTT LABSCOM0028241002,10919,413PRN DFND219,41300
ABBOTT LABSCOM002824100101,039929,953PRN DFND4929,95300
ABBOTT LABSCOM00282410077713PRN DFND171300
ABBVIE INCCOM00287Y10912,36580,735PRN DFND180,73500
ABBVIE INCCOM00287Y109149975PRN DFND397500
ABBVIE INCCOM00287Y1092,09013,647PRN DFND213,64700
ABBVIE INCCOM00287Y10935,082229,054PRN DFND4229,05400
ABCELLERA BIOLOGICS INCCOM00288U10627025,399PRN DFND125,39900
ABCELLERA BIOLOGICS INCCOM00288U1061,772166,400PRN DFND4166,40000
ABERCROMBIE & FITCH COCL A00289620778846,600PRN DFND446,60000
ABERCROMBIE & FITCH COCL A002896207241,428PRN DFND11,42800
ABIOMED INCCOM0036541003,75515,172PRN DFND415,17200
ABIOMED INCCOM0036541003,85215,562PRN DFND115,56200
ABM INDS INCCOM0009571002,22251,165PRN DFND151,16500
ABM INDS INCCOM0009571002375,456PRN DFND35,45600
ABSOLUTE SOFTWARE CORPCOM00386B10937343,399PRN DFND443,39900
ACADEMY SPORTS & OUTDOORS INCOM00402L1071323,712PRN DFND33,71200
ACADEMY SPORTS & OUTDOORS INCOM00402L107401,134PRN DFND11,13400
ACADEMY SPORTS & OUTDOORS INCOM00402L1077,008197,180PRN DFND4197,18000
ACADIA HEALTHCARE COMPANY INCOM00404A1091,78026,317PRN DFND126,31700
ACCELERATE DIAGNOSTICS INCCOM00430H1021010,522PRN DFND110,52200
ACCENTURE PLC IRELANDSHS CLASS AG1151C10136,119130,088PRN DFND4130,08800
ACCENTURE PLC IRELANDSHS CLASS AG1151C10152189PRN DFND318900
ACCENTURE PLC IRELANDSHS CLASS AG1151C1017162,578PRN DFND22,57800
ACCENTURE PLC IRELANDSHS CLASS AG1151C10157207PRN DFND120700
ACCOLADE INCCOM00437E1021,176158,906PRN DFND4158,90600
ACI WORLDWIDE INCCOM004498101481,845PRN DFND31,84500
ACI WORLDWIDE INCCOM00449810158722,666PRN DFND122,66600
ACUSHNET HLDGS CORPCOM00509810818437PRN DFND443700
ACUSHNET HLDGS CORPCOM0050981082,53960,915PRN DFND160,91500
ADAPTHEALTH CORPCOMMON STOCK00653Q102231,284PRN DFND31,28400
ADAPTHEALTH CORPCOMMON STOCK00653Q1021156,400PRN DFND46,40000
ADAPTHEALTH CORPCOMMON STOCK00653Q10258532,406PRN DFND132,40600
ADAPTIVE BIOTECHNOLOGIES CORCOM00650F1091,375169,966PRN DFND4169,96600
ADECOAGRO S ACOML0084910625730,433PRN DFND330,43300
ADECOAGRO S ACOML00849106475,571PRN DFND15,57100
ADOBE SYSTEMS INCORPORATEDCOM00724F10180219PRN DFND121900
ADOBE SYSTEMS INCORPORATEDCOM00724F1019,95327,190PRN DFND327,19000
ADOBE SYSTEMS INCORPORATEDCOM00724F1011,0993,002PRN DFND23,00200
ADOBE SYSTEMS INCORPORATEDCOM00724F10144,027120,273PRN DFND4120,27300
ADT INC DELCOM00090Q10330048,854PRN DFND348,85400
ADT INC DELCOM00090Q1031190PRN DFND119000
ADT INC DELCOM00090Q10358094,300PRN DFND494,30000
ADVANCE AUTO PARTS INCCOM00751Y1066403,700PRN DFND43,70000
ADVANCE AUTO PARTS INCCOM00751Y1063,27318,912PRN DFND118,91200
ADVANCED DRAIN SYS INC DELCOM00790R10454600PRN DFND460000
ADVANCED DRAIN SYS INC DELCOM00790R1043,98044,191PRN DFND144,19100
ADVANCED DRAIN SYS INC DELCOM00790R1041,14612,718PRN DFND312,71800
ADVANCED EMISSIONS SOLUTIONSCOM00770C1015411,600PRN DFND411,60000
ADVANCED ENERGY INDSCOM0079731003685,044PRN DFND15,04400
ADVANCED ENERGY INDSCOM00797310036500PRN DFND450000
ADVANCED MICRO DEVICES INCCOM00790310713,113171,477PRN DFND4171,47700
ADVANCED MICRO DEVICES INCCOM0079031079,888129,312PRN DFND1129,31200
ADVANCED MICRO DEVICES INCCOM00790310785711,209PRN DFND211,20900
ADVANCED MICRO DEVICES INCCOM00790310731406PRN DFND340600
ADVANSIX INCCOM00773T10166319,836PRN DFND419,83600
ADVANSIX INCCOM00773T10127799PRN DFND179900
ADVENT TECHNOLOGIES HOLDNG I*W EXP 02/03/20200788A11398227,679PRN DFND3227,67900
ADVENT TECHNOLOGIES HOLDNG I*W EXP 02/03/20200788A1132149,132PRN DFND249,13200
AECOMCOM00766T100117PRN DFND11700
AECOMCOM00766T10010,696164,006PRN DFND2164,00600
AECOMCOM00766T10014218PRN DFND321800
AEGLEA BIOTHERAPEUTICS INCCOM00773J103815,299PRN DFND115,29900
AERCAP HOLDINGS NVSHSN009851065,075123,953PRN DFND1123,95300
AERCAP HOLDINGS NVSHSN009851061463,568PRN DFND33,56800
AERCAP HOLDINGS NVSHSN0098510646711,414PRN DFND211,41400
AEROJET ROCKETDYNE HLDGS INCCOM0078001051,98548,900PRN DFND448,90000
AES CORPCOM00130H10516,560788,190PRN DFND4788,19000
AES CORPCOM00130H1051,05550,218PRN DFND350,21800
AEYE INCCL A COM00818310513269,100PRN DFND469,10000
AFFILIATED MANAGERS GROUP INCOM0082521082,96225,407PRN DFND425,40700
AFFILIATED MANAGERS GROUP INCOM0082521084,23036,276PRN DFND136,27600
AFFILIATED MANAGERS GROUP INCOM00825210816133PRN DFND313300
AFFIMED N VCOMN0104510810939,400PRN DFND439,40000
AFFIRM HLDGS INCCOM CL A00827B1065,985331,410PRN DFND1331,41000
AFLAC INCCOM00105510211194PRN DFND419400
AFLAC INCCOM00105510215,512280,354PRN DFND1280,35400
AGCO CORPCOM00108410239400PRN DFND440000
AGCO CORPCOM0010841021,49615,157PRN DFND115,15700
AGCO CORPCOM0010841021401,414PRN DFND31,41400
AGILENT TECHNOLOGIES INCCOM00846U101146,0551,229,732PRN DFND41,229,73200
AGILENT TECHNOLOGIES INCCOM00846U1015,80648,886PRN DFND148,88600
AGILENT TECHNOLOGIES INCCOM00846U1011,1839,961PRN DFND39,96100
AGILITI INCCOM00848J10428914,100PRN DFND414,10000
AGILON HEALTH INCCOM00857U1073,747171,641PRN DFND1171,64100
AGIOS PHARMACEUTICALS INCCOM00847X104231,027PRN DFND11,02700
AGIOS PHARMACEUTICALS INCCOM00847X1041,66775,200PRN DFND475,20000
AGNICO EAGLE MINES LTDCOM0084741088,906194,630PRN DFND4194,63000
AGNICO EAGLE MINES LTDCOM0084741082,28649,947PRN DFND149,94700
AIR LEASE CORPCL A00912X3022,04061,018PRN DFND161,01800
AIR PRODS & CHEMS INCCOM0091581067733,216PRN DFND33,21600
AIR PRODS & CHEMS INCCOM00915810625103PRN DFND110300
AIR PRODS & CHEMS INCCOM0091581061666PRN DFND46600
AIRBNB INCCOM CL A00906610119,574219,733PRN DFND1219,73300
AIRBNB INCCOM CL A00906610111,947134,115PRN DFND4134,11500
AIRBNB INCNOTE 3/1009066AB72,9493,555,000PRN DFND33,555,00000
AKAMAI TECHNOLOGIES INCCOM00971T1017,82785,700PRN DFND485,70000
AKAMAI TECHNOLOGIES INCCOM00971T1013,50038,319PRN DFND138,31900
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ042,51338,605,000PRN DFND338,605,00000
AKAMAI TECHNOLOGIES INCNOTE 0.125% 5/000971TAJ06,7596,138,000PRN DFND26,138,00000
AKAMAI TECHNOLOGIES INCNOTE 0.375% 9/000971TAL511,40611,470,000PRN DFND311,470,00000
AKEBIA THERAPEUTICS INCCOM00972D1051130,502PRN DFND130,50200
ALAMOS GOLD INC NEWCOM CL A0115321083,849548,280PRN DFND1548,28000
ALARM COM HLDGS INCCOM0116421052,48440,151PRN DFND140,15100
ALASKA AIR GROUP INCCOM0116591097,671191,535PRN DFND1191,53500
ALASKA AIR GROUP INCCOM0116591097,722192,800PRN DFND4192,80000
ALASKA AIR GROUP INCCOM01165910933813PRN DFND381300
ALBANY INTL CORPCL A0123481083,65646,401PRN DFND446,40100
ALBANY INTL CORPCL A0123481083023,837PRN DFND13,83700
ALBEMARLE CORPCOM0126531011,6938,100PRN DFND18,10000
ALBEMARLE CORPCOM01265310196460PRN DFND446000
ALBEMARLE CORPCOM0126531011,0545,045PRN DFND35,04500
ALBERTSONS COS INCCOMMON STOCK0130911031,79367,108PRN DFND167,10800
ALBERTSONS COS INCCOMMON STOCK01309110310,107378,267PRN DFND4378,26700
ALBERTSONS COS INCCOMMON STOCK01309110316,032600,000PRNCallDFND2600,00000
ALCOA CORPCOM0138721062,99665,736PRN DFND165,73600
ALCOA CORPCOM0138721061232,707PRN DFND32,70700
ALCOA CORPCOM01387210621459PRN DFND445900
ALECTOR INCCOM01444210718318,051PRN DFND418,05100
ALGONQUIN PWR UTILS CORPCOM01585710516612,400PRN DFND412,40000
ALGONQUIN PWR UTILS CORPCOM0158571052,336173,957PRN DFND1173,95700
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102207,5941,826,130PRN DFND41,826,13000
ALICO INCCOM0162301042677,500PRN DFND47,50000
ALIGN TECHNOLOGY INCCOM0162551012,71311,463PRN DFND111,46300
ALIGN TECHNOLOGY INCCOM0162551016,22726,310PRN DFND426,31000
ALIGN TECHNOLOGY INCCOM01625510158244PRN DFND324400
ALKERMES PLCSHSG0176710556819,056PRN DFND419,05600
ALKERMES PLCSHSG017671051173,918PRN DFND33,91800
ALKERMES PLCSHSG017671057,649256,751PRN DFND1256,75100
ALLAKOS INCCOM01671P10018157,900PRN DFND457,90000
ALLAKOS INCCOM01671P100206,264PRN DFND16,26400
ALLEGHANY CORP MDCOM01717510042,38450,875PRN DFND350,87500
ALLEGIANT TRAVEL COCOM01748X1022,95526,132PRN DFND126,13200
ALLEGIANT TRAVEL COCOM01748X1022,91325,759PRN DFND425,75900
ALLEGION PLCORD SHSG0176J10959600PRN DFND460000
ALLEGION PLCORD SHSG0176J1097,31174,674PRN DFND174,67400
ALLEGION PLCORD SHSG0176J1091071,094PRN DFND31,09400
ALLEGRO MICROSYSTEMS INCCOM01749D1051,69982,100PRN DFND482,10000
ALLEGRO MICROSYSTEMS INCCOM01749D10585441,281PRN DFND141,28100
ALLETE INCCOM NEW01852230058810,000PRN DFND410,00000
ALLETE INCCOM NEW01852230087214,832PRN DFND114,83200
ALLIANT ENERGY CORPCOM0188021082,30039,248PRN DFND139,24800
ALLIANT ENERGY CORPCOM01880210811,382194,200PRN DFND4194,20000
ALLIANT ENERGY CORPCOM0188021082424,126PRN DFND34,12600
ALLISON TRANSMISSION HLDGS ICOM01973R1014,797124,771PRN DFND4124,77100
ALLISON TRANSMISSION HLDGS ICOM01973R10110,806281,041PRN DFND1281,04100
ALLISON TRANSMISSION HLDGS ICOM01973R101972,530PRN DFND32,53000
ALLSCRIPTS HEALTHCARE SOLUTINOTE 0.875% 1/001988PAF524,21519,180,000PRN DFND319,180,00000
ALLSCRIPTS HEALTHCARE SOLUTINOTE 0.875% 1/001988PAF54,5073,570,000PRN DFND23,570,00000
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P108362,409PRN DFND12,40900
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10824516,500PRN DFND416,50000
ALLSTATE CORPCOM0200021017,07555,824PRN DFND155,82400
ALLSTATE CORPCOM0200021015204,100PRN DFND44,10000
ALLY FINL INCCOM02005N10049,0741,464,449PRN DFND41,464,44900
ALNYLAM PHARMACEUTICALS INCCOM02043Q1079,03161,921PRN DFND161,92100
ALNYLAM PHARMACEUTICALS INCCOM02043Q107321PRN DFND42100
ALPHABET INCCAP STK CL A02079K305543249PRN DFND324900
ALPHABET INCCAP STK CL A02079K3055,5162,531PRN DFND22,53100
ALPHABET INCCAP STK CL A02079K30598,62945,258PRN DFND445,25800
ALPHABET INCCAP STK CL A02079K30529,09313,350PRN DFND113,35000
ALPHABET INCCAP STK CL C02079K10786,18839,401PRN DFND439,40100
ALPHABET INCCAP STK CL C02079K1075,3092,427PRN DFND22,42700
ALPHATEC HLDGS INCCOM NEW02081G20158389,200PRN DFND489,20000
ALTICE USA INCCL A02156K103212,308PRN DFND32,30800
ALTICE USA INCCL A02156K10329632,015PRN DFND432,01500
ALTICE USA INCCL A02156K103869,260PRN DFND19,26000
ALTO INGREDIENTS INCCOM021513106767206,861PRN DFND4206,86100
ALTRIA GROUP INCCOM02209S10319,464465,974PRN DFND4465,97400
ALTRIA GROUP INCCOM02209S103811,948PRN DFND31,94800
A-MARK PRECIOUS METALS INCCOM00181T10786426,776PRN DFND426,77600
AMAZON COM INCCOM0231351061,31012,333PRN DFND112,33300
AMAZON COM INCCOM023135106182,4201,717,537PRN DFND41,717,53700
AMAZON COM INCCOM0231351061951,840PRN DFND31,84000
AMAZON COM INCCOM02313510631,863300,000PRNCallDFND2300,00000
AMBAC FINL GROUP INCCOM NEW02313988417715,600PRN DFND415,60000
AMBARELLA INCSHSG037AX1011832,793PRN DFND32,79300
AMBARELLA INCSHSG037AX1013,98360,843PRN DFND160,84300
AMCOR PLCORDG0250X107282,237PRN DFND32,23700
AMCOR PLCORDG0250X1071,649132,660PRN DFND1132,66000
AMCOR PLCORDG0250X107141,132PRN DFND41,13200
AMDOCS LTDSHSG026021031,50018,000PRN DFND418,00000
AMDOCS LTDSHSG0260210364772PRN DFND177200
AMEDISYS INCCOM0234361088337,920PRN DFND47,92000
AMEDISYS INCCOM0234361084033,831PRN DFND13,83100
AMER SOFTWARE INCCL A02968310946728,920PRN DFND428,92000
AMERCOCOM023586100130272PRN DFND327200
AMERCOCOM0235861002,6595,560PRN DFND45,56000
AMERCOCOM0235861004,7769,986PRN DFND19,98600
AMEREN CORPCOM02360810247519PRN DFND151900
AMEREN CORPCOM02360810281900PRN DFND490000
AMEREN CORPCOM0236081021141,261PRN DFND31,26100
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W1051,04651,200PRN DFND451,20000
AMERICAN ASSETS TR INCCOM02401310483528,100PRN DFND428,10000
AMERICAN EAGLE OUTFITTERS INCOM02553E1069800PRN DFND480000
AMERICAN EAGLE OUTFITTERS INCOM02553E106012PRN DFND11200
AMERICAN EAGLE OUTFITTERS INCOM02553E10642337,848PRN DFND337,84800
AMERICAN ELEC PWR CO INCCOM0255371019,24396,345PRN DFND196,34500
AMERICAN ELEC PWR CO INCCOM0255371013,76439,233PRN DFND339,23300
AMERICAN ELEC PWR CO INCCOM0255371016897,182PRN DFND27,18200
AMERICAN ELEC PWR CO INCCOM02553710142440PRN DFND444000
AMERICAN EXPRESS COCOM02581610930218PRN DFND321800
AMERICAN EXPRESS COCOM0258161094993,602PRN DFND13,60200
AMERICAN EXPRESS COCOM02581610919,260138,941PRN DFND4138,94100
AMERICAN EXPRESS COCOM0258161096234,496PRN DFND24,49600
AMERICAN FINL GROUP INC OHIOCOM02593210498704PRN DFND370400
AMERICAN FINL GROUP INC OHIOCOM0259321041,1658,390PRN DFND18,39000
AMERICAN FINL GROUP INC OHIOCOM0259321041,81413,069PRN DFND413,06900
AMERICAN HOMES 4 RENTCL A02665T3063379,500PRN DFND49,50000
AMERICAN INTL GROUP INCCOM NEW02687478414,524284,062PRN DFND1284,06200
AMERICAN INTL GROUP INCCOM NEW026874784108,6282,124,542PRN DFND42,124,54200
AMERICAN OUTDOOR BRANDS INCCOM02875D1099963PRN DFND196300
AMERICAN OUTDOOR BRANDS INCCOM02875D10942344,454PRN DFND444,45400
AMERICAN SUPERCONDUCTOR CORPSHS NEW030111207152,855PRN DFND12,85500
AMERICAN SUPERCONDUCTOR CORPSHS NEW03011120731460,700PRN DFND460,70000
AMERICAN TOWER CORP NEWCOM03027X100239936PRN DFND293600
AMERICAN TOWER CORP NEWCOM03027X1004,87719,083PRN DFND419,08300
AMERICAN VANGUARD CORPCOM03037110866429,700PRN DFND429,70000
AMERICAN WTR WKS CO INC NEWCOM0304201031,1687,854PRN DFND37,85400
AMERICAN WTR WKS CO INC NEWCOM0304201031,3439,028PRN DFND19,02800
AMERICAN WTR WKS CO INC NEWCOM0304201039126,127PRN DFND46,12700
AMERIPRISE FINL INCCOM03076C10634142PRN DFND114200
AMERIPRISE FINL INCCOM03076C1066,57027,642PRN DFND427,64200
AMERIPRISE FINL INCCOM03076C106104437PRN DFND343700
AMERIS BANCORPCOM03076K10825628PRN DFND362800
AMERIS BANCORPCOM03076K1083518,733PRN DFND48,73300
AMERIS BANCORPCOM03076K10822554PRN DFND155400
AMERISAFE INCCOM03071H1002394,600PRN DFND44,60000
AMERISAFE INCCOM03071H10021409PRN DFND140900
AMERISOURCEBERGEN CORPCOM03073E1057925,600PRN DFND45,60000
AMERISOURCEBERGEN CORPCOM03073E1056,92248,925PRN DFND148,92500
AMETEK INCCOM0311001001,96317,861PRN DFND417,86100
AMETEK INCCOM03110010062562PRN DFND356200
AMETEK INCCOM03110010029261PRN DFND126100
AMGEN INCCOM03116210023,09294,913PRN DFND494,91300
AMGEN INCCOM0311621001,9918,184PRN DFND28,18400
AMGEN INCCOM031162100175719PRN DFND171900
AMICUS THERAPEUTICS INCCOM03152W10919618,272PRN DFND118,27200
AMKOR TECHNOLOGY INCCOM0316521001,38181,464PRN DFND181,46400
AMN HEALTHCARE SVCS INCCOM00174410123,928218,103PRN DFND4218,10300
AMN HEALTHCARE SVCS INCCOM00174410133303PRN DFND330300
AMN HEALTHCARE SVCS INCCOM0017441017,21465,753PRN DFND165,75300
AMPHENOL CORP NEWCL A0320951011,66925,923PRN DFND425,92300
AMPHENOL CORP NEWCL A0320951014,61471,671PRN DFND171,67100
AMPHENOL CORP NEWCL A0320951013495,417PRN DFND35,41700
AMPIO PHARMACEUTICALS INCCOM03209T10917101,473PRN DFND1101,47300
AMPLIFY ENERGY CORP NEWCOM03212B10357187,376PRN DFND487,37600
AMRYT PHARMA PLCSPONSORED ADS03217L1069,1521,309,234PRN DFND31,309,23400
AMRYT PHARMA PLCSPONSORED ADS03217L106162,300PRN DFND42,30000
ANALOG DEVICES INCCOM03265410510,15969,539PRN DFND169,53900
ANALOG DEVICES INCCOM03265410515,880108,701PRN DFND4108,70100
ANDERSONS INCCOM03416410325761PRN DFND176100
ANDERSONS INCCOM03416410334310,400PRN DFND410,40000
ANDERSONS INCCOM034164103621,879PRN DFND31,87900
ANGLOGOLD ASHANTI LIMITEDSPONSORED ADR03512820618012,200PRN DFND412,20000
ANNEXON INCCOM03589W1025013,200PRN DFND413,20000
ANNEXON INCCOM03589W10271,864PRN DFND11,86400
ANSYS INCCOM03662Q1055,26722,010PRN DFND422,01000
ANSYS INCCOM03662Q1051250PRN DFND15000
ANSYS INCCOM03662Q1056,51227,215PRN DFND327,21500
ANTERIX INCCOM03676C1003538,600PRN DFND48,60000
ANTERO RESOURCES CORPCOM03674X1067,198234,843PRN DFND1234,84300
ANTERO RESOURCES CORPCOM03674X10631010,100PRN DFND410,10000
ANZU SPECIAL ACQUISITIN CORP*W EXP 01/27/20203737A11929229,793PRN DFND3229,79300
ANZU SPECIAL ACQUISITIN CORP*W EXP 01/27/20203737A119649,662PRN DFND249,66200
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AON PLCSHS CL AG0403H10810,65439,505PRN DFND439,50500
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BOX INCNOTE 1/110316TAB013,63411,960,000PRN DFND311,960,00000
BOYD GAMING CORPCOM1033041012,68653,981PRN DFND153,98100
BOYD GAMING CORPCOM1033041011392,800PRN DFND42,80000
BRADY CORPCL A1046741061,30927,700PRN DFND427,70000
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BREAD FINANCIAL HOLDINGS INCCOM01858110824638PRN DFND363800
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BRIDGEBIO PHARMA INCCOM10806X10219321,286PRN DFND421,28600
BRIDGEBIO PHARMA INCNOTE 2.250% 2/010806XAD48341,834,000PRN DFND31,834,00000
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BROWN & BROWN INCCOM11523610120339PRN DFND133900
BROWN & BROWN INCCOM1152361013405,821PRN DFND35,82100
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BURLINGTON STORES INCNOTE 2.250% 4/1122017AB22,9833,000,000PRN DFND33,000,00000
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CITIGROUP INCCOM NEW17296742424,380530,122PRN DFND4530,12200
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CITIGROUP INCCOM NEW172967424501,087PRN DFND11,08700
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CITIZENS FINL GROUP INCCOM1746101051153,209PRN DFND33,20900
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CITRIX SYS INCCOM17737610015,809162,690PRN DFND3162,69000
CITRIX SYS INCCOM1773761007297,500PRN DFND47,50000
CITY OFFICE REIT INCCOM1785871011,540118,953PRN DFND4118,95300
CIVITAS RESOURCES INCCOM NEW17888H10385816,400PRN DFND416,40000
CLARIVATE PLCORD SHSG2181010936,3062,619,462PRN DFND12,619,46200
CLEAN ENERGY FUELS CORPCOM184499101458102,243PRN DFND4102,24300
CLEAN HARBORS INCCOM1844961077398,430PRN DFND18,43000
CLEAN HARBORS INCCOM1844961074304,900PRN DFND44,90000
CLEAN HARBORS INCCOM1844961071,32515,112PRN DFND315,11200
CLEAR CHANNEL OUTDOOR HLDGSCOM18453H106107100,448PRN DFND3100,44800
CLEAR SECURE INCCOM CL A18467V1091,36868,417PRN DFND168,41700
CLEVELAND-CLIFFS INC NEWCOM185899101845,483PRN DFND35,48300
CLEVELAND-CLIFFS INC NEWCOM1858991017,538490,441PRN DFND1490,44100
CLOROX CO DELCOM1890541093162,242PRN DFND22,24200
CLOROX CO DELCOM1890541095,81841,268PRN DFND141,26800
CLOROX CO DELCOM18905410929,293207,781PRN DFND4207,78100
CLOUDFLARE INCCL A COM18915M1076,569150,157PRN DFND4150,15700
CLOUDFLARE INCCL A COM18915M10718400PRN DFND140000
CLOVER HEALTH INVESTMENTS COCOM CL A18914F10313462,620PRN DFND362,62000
CLOVER HEALTH INVESTMENTS COCOM CL A18914F103349163,179PRN DFND4163,17900
CLOVIS ONCOLOGY INCCOM1894641002614,476PRN DFND114,47600
CME GROUP INCCOM12572Q1057,03734,376PRN DFND134,37600
CME GROUP INCCOM12572Q1053,69518,052PRN DFND418,05200
CME GROUP INCCOM12572Q1051467PRN DFND36700
CME GROUP INCCOM12572Q10526,442129,173PRN DFND2129,17300
CMS ENERGY CORPCOM12589610047699PRN DFND369900
CMS ENERGY CORPCOM12589610014,040208,000PRN DFND4208,00000
CMS ENERGY CORPCOM1258961007,165106,143PRN DFND1106,14300
CNO FINL GROUP INCCOM12621E103673,687PRN DFND13,68700
CNO FINL GROUP INCCOM12621E10311,563639,199PRN DFND4639,19900
CNO FINL GROUP INCCOM12621E10331317,281PRN DFND317,28100
CNX RES CORPCOM12653C1081,36582,900PRN DFND482,90000
CNX RES CORPNOTE 2.250% 5/012653CAG312,7038,693,000PRN DFND38,693,00000
CNX RES CORPNOTE 2.250% 5/012653CAG32,3851,632,000PRN DFND21,632,00000
COCA COLA COCOM1912161005,97194,914PRN DFND194,91400
COCA COLA COCOM1912161002,91646,350PRN DFND246,35000
COCA COLA COCOM19121610067,9431,079,997PRN DFND41,079,99700
COCA COLA COCOM1912161001272,012PRN DFND32,01200
COCA COLA CONS INCCOM1910981021,9623,480PRN DFND13,48000
COCA COLA CONS INCCOM1910981023,9817,059PRN DFND47,05900
COCA-COLA EUROPACIFIC PARTNESHSG2583910478715,254PRN DFND115,25400
COCA-COLA EUROPACIFIC PARTNESHSG25839104571,105PRN DFND31,10500
COCA-COLA EUROPACIFIC PARTNESHSG2583910417,749343,901PRN DFND4343,90100
CO-DIAGNOSTICS INCCOM18976310536364,764PRN DFND464,76400
COEUR MNG INCCOM NEW1921085043812,621PRN DFND312,62100
COGENT COMMUNICATIONS HLDGSCOM NEW19239V30211,168183,800PRN DFND4183,80000
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3025,14484,653PRN DFND184,65300
COGENT COMMUNICATIONS HLDGSCOM NEW19239V30239634PRN DFND363400
COGNEX CORPCOM1924221032,34855,227PRN DFND155,22700
COGNEX CORPCOM1924221032987,000PRN DFND47,00000
COGNEX CORPCOM192422103561,323PRN DFND31,32300
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461023,12346,279PRN DFND446,27900
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610239578PRN DFND357800
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610242626PRN DFND162600
COGNYTE SOFTWARE LTDORD SHSM25133105639150,411PRN DFND4150,41100
COHEN & STEERS INCCOM19247A1001,51823,875PRN DFND423,87500
COHERENT INCCOM1924791032,5009,390PRN DFND39,39000
COINBASE GLOBAL INCNOTE 0.500% 6/019260QAB3316550,000PRN DFND3550,00000
COLGATE PALMOLIVE COCOM19416210391511,416PRN DFND311,41600
COLGATE PALMOLIVE COCOM1941621039,304116,092PRN DFND4116,09200
COLGATE PALMOLIVE COCOM1941621031,15114,362PRN DFND214,36200
COLUMBIA BKG SYS INCCOM19723610220708PRN DFND370800
COLUMBIA BKG SYS INCCOM19723610265322,800PRN DFND422,80000
COLUMBIA BKG SYS INCCOM1972361029,131318,696PRN DFND1318,69600
COLUMBIA SPORTSWEAR COCOM1985161064035,628PRN DFND35,62800
COLUMBIA SPORTSWEAR COCOM19851610611,541161,230PRN DFND1161,23000
COLUMBIA SPORTSWEAR COCOM1985161061862,600PRN DFND42,60000
COMCAST CORP NEWCL A20030N1011,06627,168PRN DFND227,16800
COMCAST CORP NEWCL A20030N1011503,817PRN DFND33,81700
COMCAST CORP NEWCL A20030N10111,468292,265PRN DFND1292,26500
COMCAST CORP NEWCL A20030N10121,398545,310PRN DFND4545,31000
COMERICA INCCOM2003401071,63822,325PRN DFND122,32500
COMERICA INCCOM2003401071532,081PRN DFND32,08100
COMFORT SYS USA INCCOM1999081047188,631PRN DFND48,63100
COMFORT SYS USA INCCOM19990810436430PRN DFND143000
COMMERCE BANCSHARES INCCOM20052510313,002198,045PRN DFND1198,04500
COMMSCOPE HLDG CO INCCOM20337X10913,7012,238,798PRN DFND42,238,79800
COMMUNITY BK SYS INCCOM2036071068,875140,244PRN DFND1140,24400
COMMVAULT SYS INCCOM2041661023,82760,839PRN DFND160,83900
COMMVAULT SYS INCCOM20416610213,386212,812PRN DFND4212,81200
COMPASS MINERALS INTL INCCOM20451N10116462PRN DFND146200
COMPASS MINERALS INTL INCCOM20451N1018,548241,551PRN DFND4241,55100
COMPUGEN LTDORDM25722105808436,601PRN DFND4436,60100
COMPUTER PROGRAMS & SYS INCCOM20530610333910,600PRN DFND410,60000
COMSTOCK RES INCCOM2057683023,887321,775PRN DFND1321,77500
COMSTOCK RES INCCOM205768302181,469PRN DFND31,46900
COMSTOCK RES INCCOM20576830217414,400PRN DFND414,40000
COMTECH TELECOMMUNICATIONS CCOM NEW20582620918620,540PRN DFND420,54000
CONAGRA BRANDS INCCOM205887102772,254PRN DFND32,25400
CONAGRA BRANDS INCCOM2058871023,36398,206PRN DFND198,20600
CONAGRA BRANDS INCCOM2058871021,07031,253PRN DFND431,25300
CONCENTRIX CORPCOM20602D101858PRN DFND15800
CONCENTRIX CORPCOM20602D10143320PRN DFND332000
CONCENTRIX CORPCOM20602D1011631,200PRN DFND41,20000
CONFLUENT INCCLASS A COM20717M1031235,275PRN DFND35,27500
CONFLUENT INCCLASS A COM20717M103813,501PRN DFND13,50100
CONMED CORPCOM2074101013393,540PRN DFND33,54000
CONMED CORPCOM2074101013,55737,141PRN DFND137,14100
CONMED CORPCOM20741010163660PRN DFND266000
CONOCOPHILLIPSCOM20825C104112PRN DFND31200
CONOCOPHILLIPSCOM20825C1047,26180,846PRN DFND180,84600
CONOCOPHILLIPSCOM20825C1041,41715,773PRN DFND215,77300
CONOCOPHILLIPSCOM20825C10415,524172,854PRN DFND4172,85400
CONSOLIDATED EDISON INCCOM209115104961,014PRN DFND31,01400
CONSOLIDATED EDISON INCCOM2091151042102,205PRN DFND12,20500
CONSOLIDATED EDISON INCCOM2091151045,06053,205PRN DFND453,20500
CONSTELLATION BRANDS INCCL A21036P1086732,888PRN DFND32,88800
CONSTELLATION ENERGY CORPCOM21037T109240PRN DFND34000
CONSTELLATION ENERGY CORPCOM21037T1097,831136,756PRN DFND1136,75600
CONSTELLATION ENERGY CORPCOM21037T10916,517288,460PRN DFND4288,46000
CONSTELLIUM SECL A SHSF21107101241,854PRN DFND11,85400
CONSTELLIUM SECL A SHSF211071011128,480PRN DFND38,48000
CONSTELLIUM SECL A SHSF211071011,744132,058PRN DFND4132,05800
CONTROLADORA VUELA COMP DE ASPON ADR RP 1021240E1052,233217,477PRN DFND4217,47700
CONVEY HEALTH SOLUTIONS HLDGCOM21258C1082,222213,669PRN DFND3213,66900
COOPER COS INCCOM NEW2166484027772,480PRN DFND42,48000
COOPER COS INCCOM NEW2166484023,69111,787PRN DFND111,78700
COOPER STD HLDGS INCCOM21676P103746149,431PRN DFND4149,43100
COPART INCCOM2172041066,14356,538PRN DFND456,53800
COPART INCCOM2172041064,46041,046PRN DFND141,04600
COPART INCCOM2172041062622,413PRN DFND32,41300
CORCEPT THERAPEUTICS INCCOM21835210221,109887,681PRN DFND4887,68100
CORCEPT THERAPEUTICS INCCOM2183521025,178217,751PRN DFND1217,75100
CORE & MAIN INCCL A21874C1021,27857,309PRN DFND357,30900
CORE & MAIN INCCL A21874C102017PRN DFND11700
CORECARD CORPORATIONCOM45816D1009366PRN DFND136600
CORECARD CORPORATIONCOM45816D10026610,900PRN DFND410,90000
CORENERGY INFRASTRUCTURE TRCOM NEW21870U5024618,186PRN DFND418,18600
CORNERSTONE BLDG BRANDS INCCOM21925D10915,674640,000PRN DFND3640,00000
CORNING INCCOM2193501052,68185,098PRN DFND485,09800
CORNING INCCOM21935010561819,624PRN DFND119,62400
CORTEVA INCCOM22052L1041,63530,200PRN DFND430,20000
CORTEVA INCCOM22052L10410,019185,056PRN DFND1185,05600
CORTEVA INCCOM22052L10462311,515PRN DFND211,51500
CORTEVA INCCOM22052L1042073,826PRN DFND33,82600
CORVEL CORPCOM2210061093922,663PRN DFND42,66300
COSTAMARE INCSHSY1771G1021129,272PRN DFND39,27200
COSTAMARE INCSHSY1771G102352,915PRN DFND12,91500
COSTAR GROUP INCCOM22160N10926424PRN DFND342400
COSTAR GROUP INCCOM22160N1097,138118,155PRN DFND1118,15500
COSTCO WHSL CORP NEWCOM22160K10520,26042,271PRN DFND142,27100
COSTCO WHSL CORP NEWCOM22160K1052347PRN DFND34700
COSTCO WHSL CORP NEWCOM22160K1052,4495,110PRN DFND25,11000
COSTCO WHSL CORP NEWCOM22160K10538,79180,937PRN DFND480,93700
COTERRA ENERGY INCCOM1270971032,11782,091PRN DFND182,09100
COTERRA ENERGY INCCOM127097103012PRN DFND31200
COTERRA ENERGY INCCOM1270971034,631179,553PRN DFND4179,55300
COTY INCCOM CL A2220702031,276159,340PRN DFND1159,34000
COTY INCCOM CL A22207020363479,126PRN DFND379,12600
COUPA SOFTWARE INCCOM22266L1061893,306PRN DFND33,30600
COUPA SOFTWARE INCCOM22266L1063,39459,437PRN DFND159,43700
COUPA SOFTWARE INCCOM22266L1063486,087PRN DFND46,08700
COUPA SOFTWARE INCNOTE 0.125% 6/122266LAC04,8445,820,000PRN DFND35,820,00000
COUPANG INCCL A22266T10913,7841,081,077PRN DFND11,081,07700
COURSERA INCCOM22266M1043,742263,872PRN DFND1263,87200
COVETRUS INCCOM22304C1002,905140,000PRN DFND3140,00000
COWEN INCCL A NEW223622606361,530PRN DFND11,53000
COWEN INCCL A NEW22362260683935,400PRN DFND435,40000
CRA INTL INCCOM12618T1057158,000PRN DFND48,00000
CRACKER BARREL OLD CTRY STORCOM22410J10617200PRN DFND420000
CRACKER BARREL OLD CTRY STORCOM22410J1062563,061PRN DFND13,06100
CREDICORP LTDCOMG2519Y1082,86523,895PRN DFND123,89500
CREDICORP LTDCOMG2519Y10819,718164,442PRN DFND4164,44200
CRESCENT PT ENERGY CORPCOM22576C10115922,399PRN DFND122,39900
CRESCENT PT ENERGY CORPCOM22576C10110114,270PRN DFND314,27000
CRISPR THERAPEUTICS AGNAMEN AKTH1718210814228PRN DFND122800
CRISPR THERAPEUTICS AGNAMEN AKTH171821083,38055,612PRN DFND455,61200
CROCS INCCOM2270461099,365192,427PRN DFND1192,42700
CROCS INCCOM2270461091,52331,300PRN DFND431,30000
CROSS CTRY HEALTHCARE INCCOM2274831041,78385,592PRN DFND485,59200
CROWDSTRIKE HLDGS INCCL A22788C1053,87723,003PRN DFND423,00300
CROWDSTRIKE HLDGS INCCL A22788C10510,81564,159PRN DFND164,15900
CROWN CASTLE INTL CORP NEWCOM22822V10167,674401,913PRN DFND4401,91300
CROWN HLDGS INCCOM22836810623,191251,606PRN DFND4251,60600
CROWN HLDGS INCCOM2283681067,75384,121PRN DFND184,12100
CROWN HLDGS INCCOM22836810656605PRN DFND360500
CSG SYS INTL INCCOM1263491091,05817,728PRN DFND417,72800
CSG SYS INTL INCCOM12634910922377PRN DFND137700
CSX CORPCOM1264081032227,637PRN DFND37,63700
CSX CORPCOM12640810324,904856,984PRN DFND1856,98400
CSX CORPCOM126408103279,7429,626,349PRN DFND49,626,34900
CUBESMARTCOM22966310931,666741,256PRN DFND4741,25600
CUMMINS INCCOM23102110624123PRN DFND312300
CUMMINS INCCOM231021106103,361534,084PRN DFND4534,08400
CUREVAC N VCOMN2451R10557742,372PRN DFND142,37200
CURIOSITYSTREAM INCCOM CL A23130Q1072313,400PRN DFND413,40000
CURIOSITYSTREAM INCCOM CL A23130Q107116,551PRN DFND16,55100
CURIS INCCOM NEW2312692001111,320PRN DFND111,32000
CURTISS WRIGHT CORPCOM23156110169523PRN DFND352300
CURTISS WRIGHT CORPCOM2315611012511,900PRN DFND41,90000
CURTISS WRIGHT CORPCOM2315611016615,006PRN DFND15,00600
CVB FINL CORPCOM1266001058,898358,652PRN DFND1358,65200
CVR ENERGY INCCOM12662P1081,87055,832PRN DFND155,83200
CVS HEALTH CORPCOM1266501003,09433,391PRN DFND233,39100
CVS HEALTH CORPCOM1266501002893,118PRN DFND33,11800
CVS HEALTH CORPCOM126650100135,8521,466,129PRN DFND41,466,12900
CVS HEALTH CORPCOM1266501006,71072,411PRN DFND172,41100
CYBERARK SOFTWARE LTDNOTE 11/123248VAB13,8053,600,000PRN DFND33,600,00000
CYBERARK SOFTWARE LTDSHSM2682V1082,81822,025PRN DFND122,02500
CYTEK BIOSCIENCES INCCOM23285D10942139,200PRN DFND439,20000
CYTEK BIOSCIENCES INCCOM23285D109191,734PRN DFND11,73400
CYTOKINETICS INCCOM NEW23282W6053,39886,473PRN DFND186,47300
CYTOMX THERAPEUTICS INCCOM23284F1056234,120PRN DFND434,12000
CYTOMX THERAPEUTICS INCCOM23284F10563,381PRN DFND13,38100
DAKTRONICS INCCOM23426410962,154PRN DFND12,15400
DAKTRONICS INCCOM2342641095217,137PRN DFND417,13700
DANA INCCOM23582520569649,500PRN DFND449,50000
DANA INCCOM235825205493,455PRN DFND33,45500
DANA INCCOM235825205174PRN DFND17400
DANAHER CORPORATIONCOM23585110213,63753,792PRN DFND353,79200
DANAHER CORPORATIONCOM2358511024,10116,176PRN DFND216,17600
DANAHER CORPORATIONCOM2358511027,02027,689PRN DFND427,68900
DAQO NEW ENERGY CORPSPNSRD ADS NEW23703Q2031,00314,048PRN DFND314,04800
DAQO NEW ENERGY CORPSPNSRD ADS NEW23703Q20322,511315,365PRN DFND4315,36500
DARDEN RESTAURANTS INCCOM2371941052081,837PRN DFND41,83700
DARDEN RESTAURANTS INCCOM237194105759PRN DFND15900
DARLING INGREDIENTS INCCOM2372661011,90031,768PRN DFND131,76800
DARLING INGREDIENTS INCCOM23726610111184PRN DFND318400
DARLING INGREDIENTS INCCOM23726610121,949367,046PRN DFND4367,04600
DATADOG INCCL A COM23804L1031,22112,815PRN DFND112,81500
DATADOG INCCL A COM23804L1033,59437,739PRN DFND437,73900
DATADOG INCCL A COM23804L10325267PRN DFND326700
DAVE & BUSTERS ENTMT INCCOM2383371094,265130,101PRN DFND4130,10100
DAVITA INCCOM23918K10840500PRN DFND450000
DAVITA INCCOM23918K1082,09626,217PRN DFND126,21700
DAVITA INCCOM23918K10868853PRN DFND385300
DECKERS OUTDOOR CORPCOM243537107248972PRN DFND397200
DECKERS OUTDOOR CORPCOM2435371072285PRN DFND18500
DEERE & COCOM2441991059,79432,706PRN DFND132,70600
DEERE & COCOM24419910522,65075,634PRN DFND475,63400
DEFINITIVE HEALTHCARE CORPCLASS A COM24477E10373432,010PRN DFND132,01000
DELEK US HLDGS INC NEWCOM24665A1031194,596PRN DFND14,59600
DELEK US HLDGS INC NEWCOM24665A10356421,820PRN DFND421,82000
DELL TECHNOLOGIES INCCL C24703L2021002,164PRN DFND32,16400
DELL TECHNOLOGIES INCCL C24703L2026,128132,612PRN DFND4132,61200
DELL TECHNOLOGIES INCCL C24703L2023,75981,342PRN DFND181,34200
DELTA AIR LINES INC DELCOM NEW24736170210,467361,296PRN DFND1361,29600
DELTA AIR LINES INC DELCOM NEW24736170213,118452,798PRN DFND4452,79800
DELTA AIR LINES INC DELCOM NEW24736170228970PRN DFND397000
DENBURY INCCOM24790A1011522,532PRN DFND12,53200
DENBURY INCCOM24790A10115,755262,626PRN DFND4262,62600
DENNYS CORPCOM24869P10443750,318PRN DFND450,31800
DENTSPLY SIRONA INCCOM24906P1092657,419PRN DFND37,41900
DENTSPLY SIRONA INCCOM24906P1096,180172,951PRN DFND1172,95100
DENTSPLY SIRONA INCCOM24906P1098221PRN DFND422100
DESCARTES SYS GROUP INCCOM2499061088,173131,800PRN DFND4131,80000
DESCARTES SYS GROUP INCCOM2499061084006,452PRN DFND36,45200
DESKTOP METAL INCCOM CL A25058X1054118,502PRN DFND318,50200
DEVON ENERGY CORP NEWCOM25179M103240PRN DFND34000
DEVON ENERGY CORP NEWCOM25179M1038,729158,387PRN DFND4158,38700
DEVON ENERGY CORP NEWCOM25179M1037,130129,379PRN DFND1129,37900
DEXCOM INCCOM2521311077,27797,633PRN DFND497,63300
DEXCOM INCCOM25213110710,710143,703PRN DFND1143,70300
DEXCOM INCNOTE 0.250%11/1252131AK36,9437,570,000PRN DFND37,570,00000
DHI GROUP INCCOM23331S10025952,173PRN DFND452,17300
DIAMOND HILL INVT GROUP INCCOM NEW25264R2078945,146PRN DFND45,14600
DIAMONDBACK ENERGY INCCOM25278X1093,68930,449PRN DFND430,44900
DIAMONDBACK ENERGY INCCOM25278X1092,08717,228PRN DFND117,22800
DIAMONDBACK ENERGY INCCOM25278X10917PRN DFND3700
DICKS SPORTING GOODS INCCOM25339310202PRN DFND1200
DICKS SPORTING GOODS INCCOM2533931021,11414,774PRN DFND314,77400
DIGITAL RLTY TR INCCOM2538681039097,000PRN DFND47,00000
DIGITAL TURBINE INCCOM NEW25400W1023,011172,340PRN DFND1172,34000
DIGITAL TURBINE INCCOM NEW25400W102844,800PRN DFND44,80000
DIGITAL TURBINE INCCOM NEW25400W1021478,432PRN DFND38,43200
DIGITALOCEAN HLDGS INCCOM25402D102771,864PRN DFND31,86400
DIGITALOCEAN HLDGS INCCOM25402D1027,160173,115PRN DFND1173,11500
DIGITALOCEAN HLDGS INCCOM25402D10217400PRN DFND440000
DILLARDS INCCL A25406710113,44360,947PRN DFND160,94700
DILLARDS INCCL A2540671011,0464,740PRN DFND44,74000
DINE BRANDS GLOBAL INCCOM2544231061,65925,495PRN DFND425,49500
DIODES INCCOM2545431011,50023,227PRN DFND123,22700
DIODES INCCOM2545431011,86528,879PRN DFND428,87900
DISCOVER FINL SVCSCOM2547091084,82250,986PRN DFND450,98600
DISCOVER FINL SVCSCOM25470910812131PRN DFND113100
DISCOVER FINL SVCSCOM25470910856593PRN DFND359300
DISH NETWORK CORPORATIONNOTE 12/125470MAF69,35513,320,000PRN DFND313,320,00000
DISH NETWORK CORPORATIONNOTE 3.375% 8/125470MAB5235350,000PRN DFND3350,00000
DISNEY WALT COCOM2546871061,15712,255PRN DFND212,25500
DISNEY WALT COCOM25468710637,898401,460PRN DFND4401,46000
DISNEY WALT COCOM25468710629,888316,607PRN DFND1316,60700
DIVERSIFIED HEALTHCARE TRCOM SH BEN INT25525P107189103,828PRN DFND4103,82800
DOCEBO INCCOM25609L10547916,700PRN DFND416,70000
DOCUSIGN INCCOM2561631061,32423,074PRN DFND423,07400
DOCUSIGN INCCOM25616310628490PRN DFND349000
DOCUSIGN INCCOM256163106981,716PRN DFND11,71600
DOLBY LABORATORIES INCCOM CL A25659T1071,06614,900PRN DFND414,90000
DOLBY LABORATORIES INCCOM CL A25659T1071,30018,160PRN DFND118,16000
DOLBY LABORATORIES INCCOM CL A25659T107951,329PRN DFND31,32900
DOLLAR GEN CORP NEWCOM2566771055672,309PRN DFND32,30900
DOLLAR GEN CORP NEWCOM25667710543,614177,698PRN DFND1177,69800
DOLLAR GEN CORP NEWCOM25667710522,34391,032PRN DFND491,03200
DOLLAR TREE INCCOM2567461081,1227,200PRN DFND47,20000
DOLLAR TREE INCCOM2567461082341,504PRN DFND31,50400
DOLLAR TREE INCCOM25674610833,929217,702PRN DFND1217,70200
DOMINION ENERGY INCCOM25746U1092,30528,879PRN DFND128,87900
DOMINION ENERGY INCCOM25746U10940,969513,337PRN DFND4513,33700
DOMINION ENERGY INCCOM25746U1094415,526PRN DFND35,52600
DOMINOS PIZZA INCCOM25754A2014,13110,600PRN DFND410,60000
DOMINOS PIZZA INCCOM25754A2013,2908,442PRN DFND28,44200
DOMINOS PIZZA INCCOM25754A2013,5609,134PRN DFND19,13400
DOMINOS PIZZA INCCOM25754A2018482,175PRN DFND32,17500
DOORDASH INCCL A25809K1051852,889PRN DFND32,88900
DOORDASH INCCL A25809K10522,050343,621PRN DFND1343,62100
DORMAN PRODS INCCOM2582781001196PRN DFND19600
DORMAN PRODS INCCOM2582781004504,100PRN DFND44,10000
DOVER CORPCOM2600031087165,900PRN DFND45,90000
DOVER CORPCOM2600031081211,000PRN DFND31,00000
DOVER CORPCOM260003108217PRN DFND11700
DOW INCCOM26055710311,325219,427PRN DFND4219,42700
DOW INCCOM2605571031,21923,617PRN DFND223,61700
DOW INCCOM26055710344843PRN DFND184300
DR REDDYS LABS LTDADR2561352032,27741,109PRN DFND441,10900
DRAFTKINGS INC NEWCOM CL A26142V105605,133PRN DFND45,13300
DRAFTKINGS INC NEWCOM CL A26142V10541835,785PRN DFND335,78500
DRAFTKINGS INC NEWCOM CL A26142V1057,809669,133PRN DFND1669,13300
DRIVEN BRANDS HLDGS INCCOM26210V1021,49854,404PRN DFND154,40400
DROPBOX INCCL A26210C1049,798466,800PRN DFND4466,80000
DROPBOX INCCL A26210C1046,331301,613PRN DFND1301,61300
DROPBOX INCCL A26210C104703,346PRN DFND33,34600
DROPBOX INCNOTE 3/026210CAC86,5817,300,000PRN DFND37,300,00000
DROPBOX INCNOTE 3/026210CAD63,7744,300,000PRN DFND34,300,00000
DT MIDSTREAM INCCOMMON STOCK23345M10725505PRN DFND350500
DT MIDSTREAM INCCOMMON STOCK23345M1071963,991PRN DFND13,99100
DT MIDSTREAM INCCOMMON STOCK23345M1073487,100PRN DFND47,10000
DTE ENERGY COCOM2333311077,70760,806PRN DFND160,80600
DTE ENERGY COCOM23333110721,506169,672PRN DFND4169,67200
DTE ENERGY COCOM233331107102805PRN DFND380500
DUKE ENERGY CORP NEWCOM NEW26441C2042,88226,880PRN DFND126,88000
DUKE ENERGY CORP NEWCOM NEW26441C2042752,569PRN DFND32,56900
DUKE ENERGY CORP NEWCOM NEW26441C2042,98227,812PRN DFND427,81200
DUN & BRADSTREET HLDGS INCCOM26484T1063,789252,126PRN DFND1252,12600
DUPONT DE NEMOURS INCCOM26614N1026,320113,711PRN DFND1113,71100
DUPONT DE NEMOURS INCCOM26614N1024,82086,719PRN DFND486,71900
DUPONT DE NEMOURS INCCOM26614N102821,483PRN DFND31,48300
DURECT CORPCOM266605104816,532PRN DFND116,53200
DXC TECHNOLOGY COCOM23355L1061545,069PRN DFND35,06900
DXC TECHNOLOGY COCOM23355L106391,300PRN DFND41,30000
DXC TECHNOLOGY COCOM23355L1061,05934,931PRN DFND134,93100
DYCOM INDS INCCOM2674751012,45926,428PRN DFND126,42800
DYCOM INDS INCCOM26747510150535PRN DFND353500
DYNATRACE INCCOM NEW2681501091,44436,620PRN DFND436,62000
DYNATRACE INCCOM NEW2681501091,25731,871PRN DFND131,87100
DYNATRACE INCCOM NEW26815010930755PRN DFND375500
E2OPEN PARENT HOLDINGS INCCOM CL A29788T10336246,500PRN DFND446,50000
E2OPEN PARENT HOLDINGS INCCOM CL A29788T103101,306PRN DFND11,30600
EAGLE MATLS INCCOM26969P1086,24956,840PRN DFND456,84000
EAGLE MATLS INCCOM26969P1086555,960PRN DFND15,96000
EAGLE PHARMACEUTICALS INCCOM2697961084,796107,947PRN DFND4107,94700
EARTHSTONE ENERGY INCCL A27032D304211,516PRN DFND11,51600
EARTHSTONE ENERGY INCCL A27032D3041208,758PRN DFND48,75800
EAST WEST BANCORP INCCOM27579R10458900PRN DFND390000
EAST WEST BANCORP INCCOM27579R10479812,314PRN DFND112,31400
EASTERN BANKSHARES INCCOM27627N1056,305341,529PRN DFND1341,52900
EASTERN BANKSHARES INCCOM27627N105372,000PRN DFND42,00000
EASTMAN CHEM COCOM2774321003,89543,394PRN DFND143,39400
EASTMAN CHEM COCOM2774321006507,239PRN DFND47,23900
EATON CORP PLCSHSG2918310325,219200,169PRN DFND4200,16900
EATON CORP PLCSHSG2918310316125PRN DFND312500
EBAY INC.COM2786421035,205124,912PRN DFND4124,91200
EBAY INC.COM27864210310239PRN DFND123900
EBAY INC.COM27864210328676PRN DFND367600
ECOLAB INCCOM2788651007634,965PRN DFND34,96500
ECOLAB INCCOM27886510042,516276,511PRN DFND4276,51100
ECOVYST INCCOM27923Q10998399,765PRN DFND499,76500
EDGEWELL PERS CARE COCOM28035Q10216,092466,162PRN DFND1466,16200
EDISON INTLCOM28102010721,133334,175PRN DFND4334,17500
EDISON INTLCOM28102010710,392164,332PRN DFND1164,33200
EDISON INTLCOM2810201071792,837PRN DFND32,83700
EDITAS MEDICINE INCCOM28106W10313010,998PRN DFND310,99800
EDWARDS LIFESCIENCES CORPCOM28176E10873772PRN DFND177200
EDWARDS LIFESCIENCES CORPCOM28176E10891,773965,122PRN DFND4965,12200
EDWARDS LIFESCIENCES CORPCOM28176E1085,43357,136PRN DFND357,13600
EHEALTH INCCOM28238P10925227,000PRN DFND427,00000
ELANCO ANIMAL HEALTH INCCOM28414H103282PRN DFND48200
ELANCO ANIMAL HEALTH INCCOM28414H1032,306117,464PRN DFND1117,46400
ELANCO ANIMAL HEALTH INCCOM28414H1031276,458PRN DFND36,45800
ELECTROMED INCCOM28540910830031,153PRN DFND431,15300
ELECTRONIC ARTS INCCOM2855121091861,526PRN DFND11,52600
ELECTRONIC ARTS INCCOM285512109107877PRN DFND287700
ELECTRONIC ARTS INCCOM2855121091,29810,667PRN DFND310,66700
ELECTRONIC ARTS INCCOM28551210924,550201,807PRN DFND4201,80700
ELEMENT SOLUTIONS INCCOM28618M1061096,110PRN DFND16,11000
ELEMENT SOLUTIONS INCCOM28618M1061347,500PRN DFND47,50000
ELEVANCE HEALTH INCCOM03675210324PRN DFND1400
ELEVANCE HEALTH INCCOM036752103179370PRN DFND337000
ELEVANCE HEALTH INCCOM03675210396,870200,733PRN DFND4200,73300
ELEVANCE HEALTH INCCOM0367521037951,647PRN DFND21,64700
EMCOR GROUP INCCOM29084Q1001061,029PRN DFND11,02900
EMCOR GROUP INCCOM29084Q1002,35122,832PRN DFND422,83200
EMERGENT BIOSOLUTIONS INCCOM29089Q10521680PRN DFND368000
EMERGENT BIOSOLUTIONS INCCOM29089Q10513,116422,541PRN DFND4422,54100
EMERGENT BIOSOLUTIONS INCCOM29089Q10525795PRN DFND179500
EMERSON ELEC COCOM2910111043,56644,831PRN DFND444,83100
EMPIRE ST RLTY TR INCCL A2921041062,248319,775PRN DFND4319,77500
ENBRIDGE INCCOM29250N10563215,000PRN DFND415,00000
ENBRIDGE INCCOM29250N10543810,373PRN DFND110,37300
ENCOMPASS HEALTH CORPCOM29261A1001262,246PRN DFND32,24600
ENCOMPASS HEALTH CORPCOM29261A100781,400PRN DFND41,40000
ENCOMPASS HEALTH CORPCOM29261A1003,10955,463PRN DFND155,46300
ENCORE CAP GROUP INCCOM2925541025,72599,100PRN DFND499,10000
ENCORE CAP GROUP INCCOM29255410228480PRN DFND148000
ENDO INTL PLCSHSG30401106108231,421PRN DFND4231,42100
ENERGIZER HLDGS INC NEWCOM29272W1093,331117,502PRN DFND1117,50200
ENERPLUS CORPCOM29276610222116,720PRN DFND116,72000
ENERPLUS CORPCOM2927661021168,800PRN DFND48,80000
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T100888104,426PRN DFND1104,42600
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T100718,300PRN DFND48,30000
ENOVA INTL INCCOM29357K10314500PRN DFND450000
ENOVA INTL INCCOM29357K10317573PRN DFND157300
ENOVA INTL INCCOM29357K1032016,959PRN DFND36,95900
ENOVIS CORPORATIONCOM19401450242756PRN DFND375600
ENOVIS CORPORATIONCOM1940145021,82833,231PRN DFND133,23100
ENPHASE ENERGY INCCOM29355A1072,51912,900PRN DFND112,90000
ENPHASE ENERGY INCCOM29355A107128655PRN DFND465500
ENPHASE ENERGY INCCOM29355A1071,0265,257PRN DFND35,25700
ENPHASE ENERGY INCNOTE 3/029355AAK31,6451,650,000PRN DFND31,650,00000
ENPHASE ENERGY INCNOTE 3/029355AAH05,3385,400,000PRN DFND35,400,00000
ENSIGN GROUP INCCOM29358P1012833,850PRN DFND13,85000
ENSIGN GROUP INCCOM29358P101961,300PRN DFND41,30000
ENSTAR GROUP LIMITEDSHSG3075P1014562,130PRN DFND42,13000
ENTEGRIS INCCOM29362U1044474,851PRN DFND34,85100
ENTEGRIS INCCOM29362U1046547,102PRN DFND17,10200
ENTEGRIS INCCOM29362U10437400PRN DFND440000
ENTERGY CORP NEWCOM29364G1032,86725,456PRN DFND125,45600
ENTERGY CORP NEWCOM29364G1032482,200PRN DFND42,20000
ENTERPRISE FINL SVCS CORPCOM29371210574718,000PRN DFND418,00000
ENTRAVISION COMMUNICATIONS CCL A29382R10725355,400PRN DFND455,40000
ENVESTNET INCCOM29404K10611204PRN DFND120400
ENVESTNET INCCOM29404K10681315,400PRN DFND415,40000
ENVESTNET INCNOTE 0.750% 8/129404KAE62,1472,500,000PRN DFND32,500,00000
ENVESTNET INCNOTE 1.750% 6/029404KAB29,3649,294,000PRN DFND39,294,00000
ENVESTNET INCNOTE 1.750% 6/029404KAB21,7291,716,000PRN DFND21,716,00000
ENVISTA HOLDINGS CORPORATIONCOM29415F1044,247110,194PRN DFND1110,19400
EOG RES INCCOM26875P10169625PRN DFND362500
EOG RES INCCOM26875P1011,1019,969PRN DFND29,96900
EOG RES INCCOM26875P10140,462366,369PRN DFND4366,36900
EOS ENERGY ENTERPRISES INCCOM CL A29415C1012016,822PRN DFND416,82200
EOS ENERGY ENTERPRISES INCCOM CL A29415C10164,841PRN DFND14,84100
EPAM SYS INCCOM29414B1041,9486,608PRN DFND16,60800
EPAM SYS INCCOM29414B104147498PRN DFND449800
EPAM SYS INCCOM29414B1042171PRN DFND37100
EPIZYME INCCOM29428V1041,7031,158,204PRN DFND31,158,20400
EPR PPTYSCOM SH BEN INT26884U1093,00864,100PRN DFND464,10000
EPSILON ENERGY LTDCOM29437520911118,900PRN DFND418,90000
EQT CORPCOM26884L109601,741PRN DFND11,74100
EQT CORPCOM26884L1099,140265,701PRN DFND4265,70100
EQUIFAX INCCOM2944291051,5348,394PRN DFND18,39400
EQUIFAX INCCOM2944291052251,232PRN DFND31,23200
EQUINIX INCCOM29444U70017,24826,252PRN DFND426,25200
EQUITABLE HLDGS INCCOM29452E10143616,714PRN DFND116,71400
EQUITRANS MIDSTREAM CORPCOM294600101813127,900PRN DFND4127,90000
EQUITRANS MIDSTREAM CORPCOM2946001015,353841,744PRN DFND1841,74400
EQUITY LIFESTYLE PPTYS INCCOM29472R10833,329472,958PRN DFND4472,95800
ERIE INDTY COCL A29530P1022691,400PRN DFND41,40000
ERIE INDTY COCL A29530P1023701,925PRN DFND11,92500
ESCO TECHNOLOGIES INCCOM2963151043284,800PRN DFND44,80000
ESPERION THERAPEUTICS INC NECOM29664W10530047,203PRN DFND447,20300
ESSENT GROUP LTDCOMG3198U1026,341163,000PRN DFND4163,00000
ESSENT GROUP LTDCOMG3198U1021183,032PRN DFND33,03200
ESSENT GROUP LTDCOMG3198U1021092,790PRN DFND12,79000
ESSENTIAL PPTYS RLTY TR INCCOM29670E1071,01447,200PRN DFND447,20000
ESSENTIAL UTILS INCCOM29670G10210,157221,518PRN DFND1221,51800
ESSENTIAL UTILS INCCOM29670G10278817,184PRN DFND317,18400
ESSEX PPTY TR INCCOM2971781055952,276PRN DFND42,27600
ESTABLISHMENT LABS HLDGS INCCOMG3124910870712,998PRN DFND412,99800
ETSY INCCOM29786A1061,77524,245PRN DFND424,24500
ETSY INCNOTE 0.125% 9/029786AAL08,23310,572,000PRN DFND310,572,00000
ETSY INCNOTE 0.125% 9/029786AAL01,1471,473,000PRN DFND21,473,00000
ETSY INCNOTE 0.125%10/029786AAJ54,1653,700,000PRN DFND33,700,00000
EURONET WORLDWIDE INCCOM2987361092,37723,634PRN DFND323,63400
EURONET WORLDWIDE INCCOM2987361091,0059,989PRN DFND49,98900
EURONET WORLDWIDE INCCOM2987361094774,739PRN DFND24,73900
EURONET WORLDWIDE INCCOM2987361091,28212,746PRN DFND112,74600
EURONET WORLDWIDE INCNOTE 0.750% 3/1298736AL33,6463,570,000PRN DFND33,570,00000
EVERBRIDGE INCNOTE 0.125%12/129978AAC8242280,000PRN DFND3280,00000
EVERCORE INCCLASS A29977A10553564PRN DFND356400
EVERCORE INCCLASS A29977A1056,81372,778PRN DFND172,77800
EVERCORE INCCLASS A29977A1054,27045,614PRN DFND445,61400
EVEREST RE GROUP LTDCOMG3223R10860214PRN DFND321400
EVEREST RE GROUP LTDCOMG3223R10850,195179,089PRN DFND4179,08900
EVEREST RE GROUP LTDCOMG3223R10811,92542,545PRN DFND142,54500
EVERGY INCCOM30034W1062,44537,464PRN DFND437,46400
EVERI HLDGS INCCOM30034T10346628,600PRN DFND428,60000
EVERI HLDGS INCCOM30034T103462,804PRN DFND32,80400
EVERI HLDGS INCCOM30034T103191,153PRN DFND11,15300
EVERSOURCE ENERGYCOM30040W1084174,934PRN DFND34,93400
EVERSOURCE ENERGYCOM30040W1087,68190,928PRN DFND190,92800
EVERSOURCE ENERGYCOM30040W108110,0091,302,343PRN DFND41,302,34300
EVERSPIN TECHNOLOGIES INCCOM30041T1046712,797PRN DFND412,79700
EVERTEC INCCOM30040P10314,179384,466PRN DFND4384,46600
EVO PMTS INCCL A COM26927E10437415,900PRN DFND415,90000
EVOLENT HEALTH INCCL A30050B1012036,600PRN DFND46,60000
EVOLUTION PETE CORPCOM30049A10733360,983PRN DFND460,98300
EVOQUA WATER TECHNOLOGIES COCOM30057T10529879PRN DFND487900
EVOQUA WATER TECHNOLOGIES COCOM30057T1053219,882PRN DFND19,88200
EXACT SCIENCES CORPCOM30063P10542410,755PRN DFND410,75500
EXACT SCIENCES CORPCOM30063P105135PRN DFND13500
EXACT SCIENCES CORPNOTE 0.375% 3/030063PAC96,93510,050,000PRN DFND310,050,00000
EXACT SCIENCES CORPNOTE 0.375% 3/130063PAB14,1615,600,000PRN DFND35,600,00000
EXELIXIS INCCOM30161Q104633,018PRN DFND33,01800
EXELIXIS INCCOM30161Q10410,206490,179PRN DFND4490,17900
EXELIXIS INCCOM30161Q10410,596508,945PRN DFND1508,94500
EXELON CORPCOM30161N10118,678412,135PRN DFND1412,13500
EXELON CORPCOM30161N10122,771502,456PRN DFND4502,45600
EXELON CORPCOM30161N1011052,323PRN DFND32,32300
EXLSERVICE HOLDINGS INCCOM3020811043,98027,016PRN DFND127,01600
EXLSERVICE HOLDINGS INCCOM3020811042141,451PRN DFND31,45100
EXLSERVICE HOLDINGS INCCOM3020811048,07454,800PRN DFND454,80000
EXP WORLD HLDGS INCCOM30212W1009,927843,399PRN DFND1843,39900
EXP WORLD HLDGS INCCOM30212W1009765PRN DFND376500
EXPEDIA GROUP INCCOM NEW30212P30322235PRN DFND123500
EXPEDIA GROUP INCCOM NEW30212P3032812,961PRN DFND22,96100
EXPEDIA GROUP INCCOM NEW30212P30316,672175,805PRN DFND4175,80500
EXPEDIA GROUP INCCOM NEW30212P3031,43115,092PRN DFND315,09200
EXPEDIA GROUP INCNOTE 2/130212PBE42,2172,450,000PRN DFND32,450,00000
EXPEDITORS INTL WASH INCCOM30213010914,363147,377PRN DFND1147,37700
EXPEDITORS INTL WASH INCCOM3021301093,18132,642PRN DFND432,64200
EXPONENT INCCOM30214U1022,82230,854PRN DFND430,85400
EXPONENT INCCOM30214U10214,076153,887PRN DFND1153,88700
EXPONENT INCCOM30214U1021041,139PRN DFND31,13900
EXPRESS INCCOM30219E103242123,593PRN DFND4123,59300
EXTRA SPACE STORAGE INCCOM30225T1021,92211,299PRN DFND411,29900
EXTREME NETWORKS INCCOM30226D1061,103123,660PRN DFND4123,66000
EXTREME NETWORKS INCCOM30226D106242,700PRN DFND12,70000
EXXON MOBIL CORPCOM30231G1022793,254PRN DFND13,25400
EXXON MOBIL CORPCOM30231G1023,10136,209PRN DFND236,20900
EXXON MOBIL CORPCOM30231G10213,820161,374PRN DFND4161,37400
EXXON MOBIL CORPCOM30231G1022,17825,435PRN DFND325,43500
F N B CORPCOM302520101555,086PRN DFND35,08600
F N B CORPCOM3025201014,826444,397PRN DFND1444,39700
F N B CORPCOM30252010113412,300PRN DFND412,30000
F5 INCCOM3156161021,60110,459PRN DFND110,45900
F5 INCCOM31561610243280PRN DFND328000
F5 INCCOM3156161022141,400PRN DFND41,40000
FABRINETSHSG3323L1001,68420,769PRN DFND120,76900
FABRINETSHSG3323L1001491,842PRN DFND31,84200
FACTSET RESH SYS INCCOM30307510512,08831,432PRN DFND131,43200
FACTSET RESH SYS INCCOM3030751055,83915,184PRN DFND415,18400
FAIR ISAAC CORPCOM30325010476189PRN DFND118900
FAIR ISAAC CORPCOM303250104132330PRN DFND433000
FARFETCH LTDORD SH CL A30744W1075,932828,441PRN DFND1828,44100
FASTENAL COCOM3119001043,48169,727PRN DFND169,72700
FASTENAL COCOM311900104531,053PRN DFND31,05300
FASTENAL COCOM3119001043,35567,213PRN DFND467,21300
FEDERAL SIGNAL CORPCOM31385510847013,200PRN DFND413,20000
FEDERATED HERMES INCCL B3142111033,02695,197PRN DFND195,19700
FEDEX CORPCOM31428X106312PRN DFND31200
FEDEX CORPCOM31428X1061,9058,401PRN DFND48,40100
FEDEX CORPCOM31428X1061,9898,775PRN DFND18,77500
FERROGLOBE PLCSHSG3385610871,130PRN DFND11,13000
FERROGLOBE PLCSHSG3385610835559,800PRN DFND459,80000
FIBROGEN INCCOM31572Q80824323,000PRN DFND423,00000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303932,518PRN DFND12,51800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3033008,124PRN DFND38,12400
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3035147PRN DFND414700
FIDELITY NATL INFORMATION SVCOM31620M10653578PRN DFND357800
FIDELITY NATL INFORMATION SVCOM31620M10675820PRN DFND482000
FIDELITY NATL INFORMATION SVCOM31620M10698410,731PRN DFND210,73100
FIDELITY NATL INFORMATION SVCOM31620M10647511PRN DFND151100
FIFTH THIRD BANCORPCOM3167731001865,539PRN DFND35,53900
FIFTH THIRD BANCORPCOM3167731002015,969PRN DFND45,96900
FIFTH THIRD BANCORPCOM31677310062718,660PRN DFND118,66000
FINVOLUTION GROUPSPONSORED ADS31810T1014,015845,275PRN DFND4845,27500
FIRST AMERN FINL CORPCOM31847R10299618,813PRN DFND118,81300
FIRST BANCORP P RCOM NEW318672706433,360PRN DFND33,36000
FIRST BANCORP P RCOM NEW31867270617,2831,338,709PRN DFND41,338,70900
FIRST BANCORP P RCOM NEW318672706181,399PRN DFND11,39900
FIRST FINL BANCORP OHCOM320209109281,447PRN DFND11,44700
FIRST FINL BANCORP OHCOM32020910956629,200PRN DFND429,20000
FIRST FINL BANKSHARES INCCOM32020R10912,848327,168PRN DFND1327,16800
FIRST HAWAIIAN INCCOM32051X108662,900PRN DFND42,90000
FIRST HAWAIIAN INCCOM32051X10810,102444,840PRN DFND1444,84000
FIRST INDL RLTY TR INCCOM32054K1032,28548,128PRN DFND448,12800
FIRST INTST BANCSYSTEM INCCOM CL A32055Y20128744PRN DFND174400
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2013138,220PRN DFND38,22000
FIRST REP BK SAN FRANCISCO CCOM33616C10014,19298,420PRN DFND198,42000
FIRST REP BK SAN FRANCISCO CCOM33616C1002031,410PRN DFND31,41000
FIRST REP BK SAN FRANCISCO CCOM33616C1005343,700PRN DFND43,70000
FIRST SOLAR INCCOM33643310732474PRN DFND347400
FIRST SOLAR INCCOM3364331074777,000PRN DFND47,00000
FIRST SOLAR INCCOM3364331076,59796,830PRN DFND196,83000
FIRSTENERGY CORPCOM3379321072626,823PRN DFND36,82300
FIRSTENERGY CORPCOM3379321077,597197,900PRN DFND4197,90000
FIRSTENERGY CORPCOM3379321076,309164,347PRN DFND1164,34700
FISERV INCCOM3377381081,59317,907PRN DFND217,90700
FISERV INCCOM3377381089,023101,420PRN DFND1101,42000
FIVE BELOW INCCOM33829M1017,45265,694PRN DFND165,69400
FIVE9 INCNOTE 0.500% 6/0338307AD34,4934,600,000PRN DFND34,600,00000
FIVERR INTL LTDORD SHSM4R82T1063119,046PRN DFND39,04600
FLAGSTAR BANCORP INCCOM PAR .00133793070515,148427,303PRN DFND4427,30300
FLEETCOR TECHNOLOGIES INCCOM3390411053,06214,571PRN DFND414,57100
FLEETCOR TECHNOLOGIES INCCOM3390411051,2345,871PRN DFND15,87100
FLEETCOR TECHNOLOGIES INCCOM3390411053161,505PRN DFND31,50500
FLEX LTDORDY2573F102463,175PRN DFND33,17500
FLEX LTDORDY2573F1024,865336,210PRN DFND1336,21000
FLEX LTDORDY2573F102251,700PRN DFND41,70000
FLOOR & DECOR HLDGS INCCL A3397501016,710106,572PRN DFND1106,57200
FLOWERS FOODS INCCOM3434981012,15381,800PRN DFND481,80000
FLOWERS FOODS INCCOM3434981013,522133,819PRN DFND1133,81900
FLUENCE ENERGY INCCOM CL A34379V10314515,291PRN DFND415,29100
FLUENT INCCOM34380C10254,324PRN DFND14,32400
FLUENT INCCOM34380C1021310,989PRN DFND410,98900
FLUOR CORP NEWCOM3434121024,983204,706PRN DFND1204,70600
FMC CORPCOM NEW3024913034,00837,454PRN DFND137,45400
FMC CORPCOM NEW3024913035995,600PRN DFND45,60000
FOMENTO ECONOMICO MEXICANO SSPON ADR UNITS3444191064,69169,500PRN DFND469,50000
FOOT LOCKER INCCOM3448491042268,947PRN DFND38,94700
FORD MTR CO DELCOM34537086011,8531,064,958PRN DFND41,064,95800
FORD MTR CO DELCOM34537086050145,005PRN DFND145,00500
FORD MTR CO DELNOTE 3/1345370CZ16,2236,783,000PRN DFND26,783,00000
FORD MTR CO DELNOTE 3/1345370CZ149,20553,644,000PRN DFND353,644,00000
FORMA THERAPEUTICS HLDGS INCSHS34633R1049814,249PRN DFND414,24900
FORMFACTOR INCCOM3463751081,17330,281PRN DFND130,28100
FORMFACTOR INCCOM34637510823600PRN DFND460000
FORRESTER RESH INCCOM34656310959512,441PRN DFND412,44100
FORTINET INCCOM34959E1096,232110,146PRN DFND1110,14600
FORTINET INCCOM34959E10926,637470,790PRN DFND4470,79000
FORTIS INCCOM3495531072475,231PRN DFND15,23100
FORTIS INCCOM34955310762713,300PRN DFND413,30000
FORTIVE CORPCOM34959J1083566,543PRN DFND36,54300
FORTIVE CORPCOM34959J1082123,900PRN DFND43,90000
FORTUNE BRANDS HOME & SEC INCOM34964C1066,789113,374PRN DFND1113,37400
FORTUNE BRANDS HOME & SEC INCOM34964C1061612,694PRN DFND32,69400
FORWARD AIR CORPCOM3498531014,99554,319PRN DFND454,31900
FORWARD AIR CORPCOM3498531011091,181PRN DFND31,18100
FORWARD AIR CORPCOM349853101971,055PRN DFND11,05500
FOX CORPCL A COM35137L1053,01393,673PRN DFND193,67300
FOX FACTORY HLDG CORPCOM35138V1024435,500PRN DFND45,50000
FOX FACTORY HLDG CORPCOM35138V1021301,614PRN DFND11,61400
FRANCO NEV CORPCOM35185810518,859143,673PRN DFND4143,67300
FRANCO NEV CORPCOM3518581053,33825,370PRN DFND125,37000
FRANKLIN COVEY COCOM3534691091,64335,582PRN DFND435,58200
FRESHPET INCCOM358039105354PRN DFND15400
FRESHPET INCCOM3580391054338,352PRN DFND48,35200
FRONTDOOR INCCOM35905A1095,362222,682PRN DFND4222,68200
FRONTDOOR INCCOM35905A1091,25752,216PRN DFND152,21600
FRONTIER COMMUNICATIONS PARECOM35909D1091014,310PRN DFND34,31000
FRONTIER COMMUNICATIONS PARECOM35909D1096,818289,631PRN DFND1289,63100
FRONTIER GROUP HLDGS INCCOM35909R1081,222130,400PRN DFND4130,40000
FRONTIER GROUP HLDGS INCCOM35909R108021PRN DFND12100
FRONTLINE LTDSHS NEWG3682E19212514,100PRN DFND414,10000
FTI CONSULTING INCCOM3029411094702,600PRN DFND42,60000
FTI CONSULTING INCCOM3029411096,72537,185PRN DFND137,18500
FUBOTV INCCOM35953D10416165,378PRN DFND365,37800
FUELCELL ENERGY INCCOM35952H60114939,800PRN DFND439,80000
FULCRUM THERAPEUTICS INCCOM359616109612124,928PRN DFND4124,92800
FULGENT GENETICS INCCOM35966410961911,343PRN DFND411,34300
FULGENT GENETICS INCCOM35966410938691PRN DFND169100
FULGENT GENETICS INCCOM35966410913239PRN DFND323900
FULLER H B COCOM35969410661810,269PRN DFND110,26900
FULTON FINL CORP PACOM3602711004,232292,877PRN DFND4292,87700
FULTON FINL CORP PACOM360271100271,864PRN DFND11,86400
GALLAGHER ARTHUR J & COCOM3635761094402,700PRN DFND42,70000
GALLAGHER ARTHUR J & COCOM3635761091595PRN DFND39500
GALLAGHER ARTHUR J & COCOM36357610910,90866,903PRN DFND166,90300
GAMING & LEISURE PPTYS INCCOM36467J1082,58056,250PRN DFND256,25000
GAN LTDSHSG3728V109103,257PRN DFND13,25700
GAN LTDSHSG3728V1097224,300PRN DFND424,30000
GAP INCCOM36476010820024,312PRN DFND324,31200
GARMIN LTDSHSH2906T1099,78399,576PRN DFND499,57600
GARMIN LTDSHSH2906T1092572,612PRN DFND12,61200
GARMIN LTDSHSH2906T1097437,560PRN DFND37,56000
GARTNER INCCOM3666511077,13129,488PRN DFND129,48800
GARTNER INCCOM36665110724,745102,322PRN DFND4102,32200
GARTNER INCCOM366651107156645PRN DFND364500
GCM GROSVENOR INCCOM CL A36831E10814721,500PRN DFND421,50000
GENCO SHIPPING & TRADING LTDSHSY2685T13152627,200PRN DFND427,20000
GENCO SHIPPING & TRADING LTDSHSY2685T1311145,914PRN DFND35,91400
GENCO SHIPPING & TRADING LTDSHSY2685T131723,714PRN DFND13,71400
GENERAC HLDGS INCCOM3687361046563,115PRN DFND33,11500
GENERAL DYNAMICS CORPCOM36955010815,47969,963PRN DFND169,96300
GENERAL DYNAMICS CORPCOM369550108139629PRN DFND362900
GENERAL DYNAMICS CORPCOM3695501089164,140PRN DFND44,14000
GENERAL ELECTRIC COCOM NEW3696043015,10980,244PRN DFND480,24400
GENERAL ELECTRIC COCOM NEW3696043012483,901PRN DFND13,90100
GENERAL MLS INCCOM37033410461809PRN DFND180900
GENERAL MLS INCCOM37033410433,911449,447PRN DFND4449,44700
GENERAL MLS INCCOM3703341044275,663PRN DFND35,66300
GENERAL MTRS COCOM37045V1009,883311,190PRN DFND1311,19000
GENERAL MTRS COCOM37045V1002026,372PRN DFND36,37200
GENERAL MTRS COCOM37045V100122,2303,848,540PRN DFND43,848,54000
GENERATION BIO COCOM37148K10024737,662PRN DFND437,66200
GENESCO INCCOM3715321022,77055,498PRN DFND455,49800
GENIUS BRANDS INTL INCCOM37229T3012431,924PRN DFND131,92400
GENIUS SPORTS LIMITEDSHARES CL AG3934V109758337,004PRN DFND4337,00400
GENPACT LIMITEDSHSG3922B1071,74941,286PRN DFND141,28600
GENPACT LIMITEDSHSG3922B10737881PRN DFND488100
GENTEX CORPCOM3719011092549,084PRN DFND39,08400
GENTEX CORPCOM3719011091384,927PRN DFND14,92700
GENUINE PARTS COCOM3724601056,78751,029PRN DFND151,02900
GENUINE PARTS COCOM37246010551,646388,319PRN DFND4388,31900
GENWORTH FINL INCCOM CL A37247D10613,8113,912,496PRN DFND43,912,49600
GERDAU SASPON ADR REP PFD3737371059,8582,298,000PRN DFND42,298,00000
GETTY RLTY CORP NEWCOM37429710978429,600PRN DFND429,60000
GEVO INCCOM PAR3743964063514,721PRN DFND314,72100
GEVO INCCOM PAR374396406247105,300PRN DFND4105,30000
GFL ENVIRONMENTAL INCSUB VTG SHS36168Q1041505,800PRN DFND45,80000
GFL ENVIRONMENTAL INCSUB VTG SHS36168Q1049,547370,031PRN DFND1370,03100
GFL ENVIRONMENTAL INCSUB VTG SHS36168Q10413,185511,043PRN DFND2511,04300
GILAT SATELLITE NETWORKS LTDSHS NEWM5147411852586,848PRN DFND486,84800
GILDAN ACTIVEWEAR INCCOM37591610315504PRN DFND150400
GILDAN ACTIVEWEAR INCCOM37591610310,933380,638PRN DFND4380,63800
GILEAD SCIENCES INCCOM3755581033245,246PRN DFND35,24600
GILEAD SCIENCES INCCOM37555810378,6631,272,654PRN DFND41,272,65400
GILEAD SCIENCES INCCOM3755581039,196148,778PRN DFND1148,77800
GILEAD SCIENCES INCCOM3755581031,48724,065PRN DFND224,06500
GLACIER BANCORP INC NEWCOM37637Q1054,50895,064PRN DFND195,06400
GLACIER BANCORP INC NEWCOM37637Q1054699,900PRN DFND49,90000
GLOBAL CORD BLOOD CORPORATIOSHSG393421035,3321,801,336PRN DFND31,801,33600
GLOBAL E ONLINE LTDSHSM5216V1061859,157PRN DFND39,15700
GLOBAL E ONLINE LTDSHSM5216V10627,8651,381,512PRN DFND11,381,51200
GLOBAL MED REIT INCCOM NEW37954A20454148,200PRN DFND448,20000
GLOBAL PMTS INCCOM37940X1023,42030,910PRN DFND130,91000
GLOBAL PMTS INCCOM37940X10266600PRN DFND460000
GLOBAL SHIP LEASE INC NEWCOM CL AY2718360041425,073PRN DFND425,07300
GLOBAL SHIP LEASE INC NEWCOM CL AY271836001106,651PRN DFND36,65100
GLOBAL SHIP LEASE INC NEWCOM CL AY27183600442,634PRN DFND12,63400
GLOBALFOUNDRIES INCORDINARY SHARESG393871083,42584,898PRN DFND184,89800
GLOBALFOUNDRIES INCORDINARY SHARESG393871083037,500PRN DFND47,50000
GLOBANT S ACOML4438510935200PRN DFND420000
GLOBANT S ACOML443851092,65715,270PRN DFND115,27000
GLOBANT S ACOML4438510933188PRN DFND318800
GLOBE LIFE INCCOM37959E10213,777141,344PRN DFND1141,34400
GLOBE LIFE INCCOM37959E1021071,100PRN DFND41,10000
GLOBE LIFE INCCOM37959E10248489PRN DFND348900
GLOBUS MED INCCL A3795772083,06854,646PRN DFND154,64600
GODADDY INCCL A3802371073064,400PRN DFND44,40000
GODADDY INCCL A3802371076949,981PRN DFND19,98100
GOGO INCCOM38046C10920812,868PRN DFND312,86800
GOLAR LNG LTDSHSG9456A1002100PRN DFND410000
GOLAR LNG LTDSHSG9456A1001124,937PRN DFND34,93700
GOLAR LNG LTDSHSG9456A1001305,703PRN DFND15,70300
GOLDEN ENTMT INCCOM38101310183921,203PRN DFND421,20300
GOLDEN ENTMT INCCOM38101310120501PRN DFND150100
GOLDEN OCEAN GROUP LTDSHS NEWG396372055,058434,543PRN DFND1434,54300
GOLDEN OCEAN GROUP LTDSHS NEWG39637205413,516PRN DFND43,51600
GOLDEN OCEAN GROUP LTDSHS NEWG39637205292,453PRN DFND32,45300
GOLDMAN SACHS GROUP INCCOM38141G10427,32391,990PRN DFND491,99000
GOLDMAN SACHS GROUP INCCOM38141G1045,70819,216PRN DFND119,21600
GOLDMAN SACHS GROUP INCCOM38141G10434116PRN DFND311600
GOLDMAN SACHS GROUP INCCOM38141G1041,1793,970PRN DFND23,97000
GOODRX HLDGS INCCOM CL A38246G108142,400PRN DFND42,40000
GOODRX HLDGS INCCOM CL A38246G10816127,244PRN DFND327,24400
GOODRX HLDGS INCCOM CL A38246G108467,835PRN DFND17,83500
GOODYEAR TIRE & RUBR COCOM382550101534,925PRN DFND34,92500
GOODYEAR TIRE & RUBR COCOM3825501011,395130,272PRN DFND1130,27200
GOOSEHEAD INS INCCOM CL A38267D1092655,800PRN DFND45,80000
GOPRO INCCL A38268T103234,100PRN DFND44,10000
GOPRO INCCL A38268T103335,988PRN DFND15,98800
GOPRO INCCL A38268T10330855,663PRN DFND355,66300
GRAFTECH INTL LTDCOM38431350810,2321,447,293PRN DFND41,447,29300
GRAFTECH INTL LTDCOM3843135081,921271,674PRN DFND1271,67400
GRAFTECH INTL LTDCOM38431350817724,983PRN DFND324,98300
GRAHAM HLDGS COCOM CL B3846371042340PRN DFND44000
GRAHAM HLDGS COCOM CL B3846371043,8976,875PRN DFND16,87500
GRAINGER W W INCCOM3848021045,78612,732PRN DFND112,73200
GRAINGER W W INCCOM384802104123271PRN DFND327100
GRAINGER W W INCCOM38480210412,48127,466PRN DFND427,46600
GRAND CANYON ED INCCOM38526M1063784,017PRN DFND34,01700
GRAND CANYON ED INCCOM38526M1066,70971,225PRN DFND171,22500
GRAND CANYON ED INCCOM38526M10611,980127,191PRN DFND4127,19100
GRAPHIC PACKAGING HLDG COCOM3886891017,913385,991PRN DFND1385,99100
GRAY TELEVISION INCCOM389375106311,818PRN DFND31,81800
GRAY TELEVISION INCCOM3893751063,498207,099PRN DFND4207,09900
GREENHILL & CO INCCOM39525910446350,200PRN DFND450,20000
GROCERY OUTLET HLDG CORPCOM39874R10133,312781,420PRN DFND1781,42000
GROUP 1 AUTOMOTIVE INCCOM3989051093101,825PRN DFND31,82500
GROUP 1 AUTOMOTIVE INCCOM3989051098,88152,302PRN DFND452,30200
GROUP 1 AUTOMOTIVE INCCOM39890510913PRN DFND1300
GROUPON INCCOM NEW39947320622019,491PRN DFND319,49100
GTY TECHNOLOGY HOLDINGS INCCOM3624091041,559249,090PRN DFND3249,09000
GUARDANT HEALTH INCCOM40131M1095,749142,520PRN DFND1142,52000
GUARDANT HEALTH INCNOTE 11/140131MAB5200315,000PRN DFND3315,00000
GUIDEWIRE SOFTWARE INCCOM40171V10010139PRN DFND113900
GUIDEWIRE SOFTWARE INCCOM40171V1002413,400PRN DFND43,40000
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA817,64718,823,000PRN DFND318,823,00000
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA83,2863,505,000PRN DFND23,505,00000
GULFPORT ENERGY CORPCOMMON SHARES4026355023985,000PRN DFND45,00000
GULFPORT ENERGY CORPCOMMON SHARES4026355021171,469PRN DFND11,46900
GULFPORT ENERGY CORPCOMMON SHARES4026355021992,508PRN DFND32,50800
GXO LOGISTICS INCORPORATEDCOMMON STOCK36262G10115352PRN DFND335200
GXO LOGISTICS INCORPORATEDCOMMON STOCK36262G10126600PRN DFND460000
GXO LOGISTICS INCORPORATEDCOMMON STOCK36262G1013,92990,810PRN DFND190,81000
HACKETT GROUP INCCOM40460910992348,639PRN DFND448,63900
HAEMONETICS CORP MASSCOM405024100811,236PRN DFND31,23600
HAEMONETICS CORP MASSCOM4050241006,856105,192PRN DFND1105,19200
HAIN CELESTIAL GROUP INCCOM4052171002,980125,540PRN DFND1125,54000
HAIN CELESTIAL GROUP INCCOM40521710039816,761PRN DFND316,76100
HAIN CELESTIAL GROUP INCCOM4052171001,73272,975PRN DFND472,97500
HALLIBURTON COCOM4062161018,242262,811PRN DFND1262,81100
HALLIBURTON COCOM4062161015,364171,034PRN DFND4171,03400
HALLIBURTON COCOM40621610138612,318PRN DFND212,31800
HALLIBURTON COCOM40621610150816,209PRN DFND316,20900
HALOZYME THERAPEUTICS INCNOTE 0.250% 3/040637HAD11,5431,748,000PRN DFND21,748,00000
HALOZYME THERAPEUTICS INCNOTE 0.250% 3/040637HAD112,45014,102,000PRN DFND314,102,00000
HAMILTON LANE INCCL A4074971065,23377,888PRN DFND177,88800
HANCOCK WHITNEY CORPORATIONCOM4101201094100PRN DFND410000
HANCOCK WHITNEY CORPORATIONCOM4101201098,495191,625PRN DFND1191,62500
HANCOCK WHITNEY CORPORATIONCOM4101201091202,696PRN DFND32,69600
HANESBRANDS INCCOM4103451023,205311,465PRN DFND1311,46500
HANOVER INS GROUP INCCOM4108671052801,912PRN DFND11,91200
HANOVER INS GROUP INCCOM4108671052,35516,100PRN DFND416,10000
HANOVER INS GROUP INCCOM41086710549338PRN DFND333800
HARLEY DAVIDSON INCCOM4128221082,31973,260PRN DFND173,26000
HARMONY BIOSCIENCES HLDGS INCOM41319710411,196229,563PRN DFND4229,56300
HARMONY BIOSCIENCES HLDGS INCOM41319710421426PRN DFND142600
HARTFORD FINL SVCS GROUP INCCOM4165151043515,372PRN DFND35,37200
HARTFORD FINL SVCS GROUP INCCOM41651510492,2751,410,282PRN DFND41,410,28200
HARVARD BIOSCIENCE INCCOM41690610561,656PRN DFND11,65600
HARVARD BIOSCIENCE INCCOM4169061053710,200PRN DFND410,20000
HASBRO INCCOM418056107895PRN DFND19500
HASBRO INCCOM4180561077,80595,318PRN DFND495,31800
HASHICORP INCCOM CL A41810010352117,700PRN DFND417,70000
HAWAIIAN ELEC INDUSTRIESCOM41987010016400PRN DFND440000
HAWAIIAN ELEC INDUSTRIESCOM419870100822,006PRN DFND32,00600
HAWAIIAN ELEC INDUSTRIESCOM4198701003,81493,243PRN DFND193,24300
HAWAIIAN HOLDINGS INCCOM4198791016,309440,903PRN DFND4440,90300
HCA HEALTHCARE INCCOM40412C1016653,958PRN DFND13,95800
HEALTH CATALYST INCCOM42225T107513,509PRN DFND33,50900
HEALTH CATALYST INCCOM42225T10768146,985PRN DFND446,98500
HEALTH CATALYST INCNOTE 2.500% 4/142225TAB3637709,000PRN DFND2709,00000
HEALTH CATALYST INCNOTE 2.500% 4/142225TAB33,4063,791,000PRN DFND33,791,00000
HEALTHCARE SVCS GROUP INCCOM42190610824514,100PRN DFND414,10000
HEALTHCARE SVCS GROUP INCCOM421906108341,938PRN DFND11,93800
HEALTHEQUITY INCCOM42226A1073,98364,886PRN DFND164,88600
HEALTHEQUITY INCCOM42226A1071532,500PRN DFND42,50000
HEALTHPEAK PROPERTIES INCCOM42250P1036,500250,869PRN DFND4250,86900
HECLA MNG COCOM4227041062,940750,023PRN DFND1750,02300
HECLA MNG COCOM42270410627369,700PRN DFND469,70000
HECLA MNG COCOM422704106194,806PRN DFND34,80600
HEICO CORP NEWCL A4228062089288,809PRN DFND38,80900
HEICO CORP NEWCOM422806109105801PRN DFND180100
HEICO CORP NEWCOM4228061094723,600PRN DFND43,60000
HEIDRICK & STRUGGLES INTL INCOM42281910246914,500PRN DFND414,50000
HELEN OF TROY LTDCOMG4388N1066,33739,021PRN DFND139,02100
HELEN OF TROY LTDCOMG4388N1062601,600PRN DFND41,60000
HELEN OF TROY LTDCOMG4388N106146898PRN DFND389800
HELLO GROUP INCADS42340310429,3115,804,162PRN DFND45,804,16200
HELLO GROUP INCNOTE 1.250% 7/060879BAB36,1236,611,000PRN DFND36,611,00000
HEMISPHERE MEDIA GROUP INCCL A42365Q1031,017133,301PRN DFND3133,30100
HENRY JACK & ASSOC INCCOM4262811015563,086PRN DFND13,08600
HENRY JACK & ASSOC INCCOM4262811011,2667,030PRN DFND47,03000
HENRY SCHEIN INCCOM8064071021702,216PRN DFND32,21600
HENRY SCHEIN INCCOM8064071024,95264,526PRN DFND164,52600
HENRY SCHEIN INCCOM80640710288511,537PRN DFND411,53700
HERITAGE CRYSTAL CLEAN INCCOM42726M10660422,400PRN DFND422,40000
HERSHEY COCOM42786610825,666119,288PRN DFND4119,28800
HERSHEY COCOM4278661089134,245PRN DFND34,24500
HERSHEY COCOM42786610810,96850,978PRN DFND150,97800
HESKA CORPCOM RESTRC NEW42805E3066637,015PRN DFND47,01500
HESS CORPCOM42809H10717PRN DFND3700
HESS CORPCOM42809H10717,457164,781PRN DFND4164,78100
HESS CORPCOM42809H10718,080170,666PRN DFND1170,66600
HEWLETT PACKARD ENTERPRISE CCOM42824C1092,734206,180PRN DFND1206,18000
HEWLETT PACKARD ENTERPRISE CCOM42824C10913986PRN DFND398600
HEWLETT PACKARD ENTERPRISE CCOM42824C109604,502PRN DFND44,50200
HEXCEL CORP NEWCOM4282911083,53967,650PRN DFND467,65000
HF SINCLAIR CORPCOM4039491002415,333PRN DFND45,33300
HF SINCLAIR CORPCOM403949100247PRN DFND14700
HF SINCLAIR CORPCOM4039491002976,580PRN DFND36,58000
HIBBETT INCCOM4285671019200PRN DFND420000
HIBBETT INCCOM42856710179118,089PRN DFND318,08900
HIGHPEAK ENERGY INCCOM43114Q10539915,578PRN DFND415,57800
HIGHWOODS PPTYS INCCOM4312841081,13533,200PRN DFND433,20000
HILLENBRAND INCCOM43157110872917,800PRN DFND417,80000
HILLENBRAND INCCOM43157110873617,965PRN DFND117,96500
HILTON GRAND VACATIONS INCCOM43283X1052517,033PRN DFND37,03300
HILTON GRAND VACATIONS INCCOM43283X1051734,846PRN DFND14,84600
HILTON WORLDWIDE HLDGS INCCOM43300A20318,633167,204PRN DFND1167,20400
HILTON WORLDWIDE HLDGS INCCOM43300A2038,90879,931PRN DFND479,93100
HIMS & HERS HEALTH INCCOM CL A4330001061,366301,570PRN DFND4301,57000
HOLLYSYS AUTOMATION TCHNGY LSHSG4566710510,473707,643PRN DFND3707,64300
HOLOGIC INCCOM4364401013,85355,603PRN DFND155,60300
HOLOGIC INCCOM4364401011,92727,800PRN DFND427,80000
HOME BANCSHARES INCCOM4368932001577,558PRN DFND37,55800
HOME BANCSHARES INCCOM436893200271,314PRN DFND11,31400
HOME BANCSHARES INCCOM4368932001778,500PRN DFND48,50000
HOME DEPOT INCCOM43707610264,616235,591PRN DFND4235,59100
HOME DEPOT INCCOM4370761021,9697,178PRN DFND27,17800
HOME DEPOT INCCOM437076102518PRN DFND11800
HONEYWELL INTL INCCOM4385161061891,088PRN DFND31,08800
HONEYWELL INTL INCCOM4385161061,3077,521PRN DFND47,52100
HORIZON THERAPEUTICS PUB LSHSG4618810165818PRN DFND181800
HORIZON THERAPEUTICS PUB LSHSG46188101788PRN DFND38800
HORIZON THERAPEUTICS PUB LSHSG461881018,431105,700PRN DFND4105,70000
HORMEL FOODS CORPCOM4404521003076,479PRN DFND16,47900
HORMEL FOODS CORPCOM4404521008,011169,146PRN DFND4169,14600
HORMEL FOODS CORPCOM44045210081517,201PRN DFND317,20100
HOST HOTELS & RESORTS INCCOM44107P10452,4273,343,568PRN DFND43,343,56800
HOSTESS BRANDS INCCL A44109J106341,590PRN DFND11,59000
HOSTESS BRANDS INCCL A44109J10631,1391,468,151PRN DFND21,468,15100
HOSTESS BRANDS INCCL A44109J106723,400PRN DFND43,40000
HOULIHAN LOKEY INCCL A4415931004635,871PRN DFND35,87100
HOULIHAN LOKEY INCCL A4415931005,03363,768PRN DFND163,76800
HOVNANIAN ENTERPRISES INCCL A NEW44248740148511,331PRN DFND411,33100
HOWMET AEROSPACE INCCOM4432011082818,941PRN DFND48,94100
HOWMET AEROSPACE INCCOM44320110830958PRN DFND195800
HP INCCOM40434L1053,803116,013PRN DFND1116,01300
HP INCCOM40434L1059,033275,575PRN DFND4275,57500
HUAZHU GROUP LTDNOTE 0.375%11/016949NAC31,0981,050,000PRN DFND31,050,00000
HUAZHU GROUP LTDNOTE 3.000% 5/044332NAB23,4932,950,000PRN DFND32,950,00000
HUB GROUP INCCL A4433201065047,110PRN DFND47,11000
HUB GROUP INCCL A4433201062,22531,367PRN DFND131,36700
HUBBELL INCCOM44351060744244PRN DFND124400
HUBBELL INCCOM4435106073,60720,200PRN DFND420,20000
HUBSPOT INCCOM44357310020,65368,696PRN DFND468,69600
HUBSPOT INCCOM443573100930PRN DFND13000
HUBSPOT INCNOTE 0.375% 6/0443573AD211,2838,789,000PRN DFND38,789,00000
HUBSPOT INCNOTE 0.375% 6/0443573AD22,3131,802,000PRN DFND21,802,00000
HUDBAY MINERALS INCCOM4436281025112,500PRN DFND412,50000
HUDBAY MINERALS INCCOM443628102194,585PRN DFND14,58500
HUDSON PAC PPTYS INCCOM44409710915110,200PRN DFND410,20000
HUMANA INCCOM444859102118253PRN DFND325300
HUMANA INCCOM44485910224PRN DFND1400
HUMANA INCCOM444859102158,697339,045PRN DFND4339,04500
HUNT J B TRANS SVCS INCCOM445658107322PRN DFND32200
HUNT J B TRANS SVCS INCCOM44565810722,069140,148PRN DFND4140,14800
HUNT J B TRANS SVCS INCCOM44565810712,29678,083PRN DFND178,08300
HUNTINGTON BANCSHARES INCCOM446150104241,993PRN DFND11,99300
HUNTINGTON BANCSHARES INCCOM4461501043,528293,301PRN DFND4293,30100
HUNTINGTON INGALLS INDS INCCOM446413106108496PRN DFND349600
HUNTINGTON INGALLS INDS INCCOM4464131069,08641,713PRN DFND141,71300
HYATT HOTELS CORPCOM CL A44857910289012,043PRN DFND412,04300
HYATT HOTELS CORPCOM CL A44857910210,505142,130PRN DFND1142,13000
HYLIION HOLDINGS CORPCOMMON STOCK4491091077122,000PRN DFND422,00000
HYRECAR INCCOM44916T107710,685PRN DFND110,68500
IAA INCCOM4492531031,77154,037PRN DFND154,03700
ICF INTL INCCOM44925C1037,86982,834PRN DFND482,83400
ICICI BANK LIMITEDADR45104G10413,162741,921PRN DFND3741,92100
ICICI BANK LIMITEDADR45104G10494053,000PRN DFND453,00000
ICON PLCSHSG4705A10032147PRN DFND314700
ICON PLCSHSG4705A1002,87013,244PRN DFND113,24400
ICU MED INCCOM44930G1071695PRN DFND39500
ICU MED INCCOM44930G1075,84635,559PRN DFND135,55900
IDACORP INCCOM4511071061081,024PRN DFND11,02400
IDACORP INCCOM45110710621200PRN DFND420000
IDACORP INCCOM4511071061761,662PRN DFND31,66200
IDEANOMICS INCCOM45166V1063248,078PRN DFND148,07800
IDEX CORPCOM45167R1041,4277,859PRN DFND37,85900
IDEX CORPCOM45167R104318PRN DFND11800
IDEX CORPCOM45167R1047814,300PRN DFND44,30000
IDEXX LABS INCCOM45168D1041439PRN DFND13900
IDEXX LABS INCCOM45168D1047,40421,111PRN DFND421,11100
IDEXX LABS INCCOM45168D1045,28715,073PRN DFND315,07300
IHS HOLDING LIMITEDORD SHSG4701H10940138,384PRN DFND438,38400
II-VI INCCOM9021041082,50849,226PRN DFND149,22600
ILLINOIS TOOL WKS INCCOM4523081091055PRN DFND15500
ILLINOIS TOOL WKS INCCOM45230810912,11466,468PRN DFND466,46800
ILLUMINA INCCOM4523271092,74214,874PRN DFND114,87400
ILLUMINA INCCOM45232710961332PRN DFND333200
ILLUMINA INCCOM45232710940,886221,772PRN DFND4221,77200
ILLUMINA INCNOTE 8/1452327AK55,6075,850,000PRN DFND35,850,00000
IMMERSION CORPCOM45252110714427,000PRN DFND427,00000
IMMUNITYBIO INCCOM45256X1034512,200PRN DFND412,20000
IMPERIAL OIL LTDCOM NEW453038408821,749PRN DFND11,74900
IMPERIAL OIL LTDCOM NEW4530384084429,400PRN DFND49,40000
INARI MED INCCOM45332Y10993413,736PRN DFND413,73600
INARI MED INCCOM45332Y10960889PRN DFND188900
INCYTE CORPCOM45337C1021642,160PRN DFND32,16000
INCYTE CORPCOM45337C10222,149291,551PRN DFND4291,55100
INCYTE CORPCOM45337C102899PRN DFND19900
INDEPENDENT BK CORP MASSCOM4538361082783,500PRN DFND43,50000
INDEPENDENT BK CORP MASSCOM4538361081,43318,047PRN DFND118,04700
INDUSTRIAL LOGISTICS PPTYS TCOM SHS BEN INT45623710659742,400PRN DFND442,40000
INFINERA CORPCOM45667G10327851,900PRN DFND451,90000
INFINITY PHARMACEUTICALS INCCOM45665G303813,247PRN DFND113,24700
INFORMATION SVCS GROUP INCCOM45675Y104972143,787PRN DFND4143,78700
INFOSYS LTDSPONSORED ADR45678810818,367992,269PRN DFND4992,26900
INFOSYS LTDSPONSORED ADR45678810813,063705,743PRN DFND3705,74300
INGEVITY CORPCOM45688C1077,490118,623PRN DFND4118,62300
INGEVITY CORPCOM45688C10743679PRN DFND367900
INGEVITY CORPCOM45688C10706PRN DFND1600
INGLES MKTS INCCL A4570301041,57318,133PRN DFND418,13300
INGLES MKTS INCCL A457030104871,008PRN DFND11,00800
INGREDION INCCOM45718710210,778122,252PRN DFND4122,25200
INGREDION INCCOM4571871025,80165,802PRN DFND165,80200
INGREDION INCCOM4571871021862,109PRN DFND32,10900
INMODE LTDSHSM5425M10316,519737,108PRN DFND4737,10800
INMODE LTDSHSM5425M1035,293236,200PRN DFND1236,20000
INMODE LTDSHSM5425M1031486,619PRN DFND36,61900
INNOSPEC INCCOM45768S1052,01221,008PRN DFND421,00800
INNOVIVA INCCOM45781M101342,288PRN DFND12,28800
INNOVIVA INCCOM45781M1016,323428,411PRN DFND4428,41100
INSEEGO CORPCOM45782B104433229,101PRN DFND4229,10100
INSIGHT ENTERPRISES INCCOM45765U1032,20425,539PRN DFND125,53900
INSMED INCNOTE 0.750% 6/0457669AB52,4242,900,000PRN DFND32,900,00000
INSMED INCNOTE 1.750% 1/1457669AA72,8093,000,000PRN DFND33,000,00000
INSPERITY INCCOM45778Q10714,226142,503PRN DFND1142,50300
INSPERITY INCCOM45778Q10774738PRN DFND373800
INSPERITY INCCOM45778Q1073,66936,753PRN DFND436,75300
INSTALLED BLDG PRODS INCCOM45780R1012312,778PRN DFND12,77800
INSTALLED BLDG PRODS INCCOM45780R1012402,886PRN DFND32,88600
INSTALLED BLDG PRODS INCCOM45780R1011151,384PRN DFND41,38400
INSULET CORPCOM45784P1012,0569,435PRN DFND19,43500
INSULET CORPCOM45784P10127122PRN DFND412200
INSULET CORPNOTE 0.375% 9/045784PAK715,57113,545,000PRN DFND313,545,00000
INSULET CORPNOTE 0.375% 9/045784PAK71,8321,595,000PRN DFND21,595,00000
INTAPP INCCOM45827U10917311,800PRN DFND411,80000
INTEGER HLDGS CORPCOM45826H1091,47720,897PRN DFND120,89700
INTEGER HLDGS CORPCOM45826H109851,200PRN DFND41,20000
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852082,58447,833PRN DFND147,83300
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520815273PRN DFND327300
INTEGRA LIFESCIENCES HLDGS CNOTE 0.500% 8/1457985AM13,6123,820,000PRN DFND33,820,00000
INTEL CORPCOM458140100148,8113,977,845PRN DFND43,977,84500
INTEL CORPCOM4581401001,05728,258PRN DFND228,25800
INTEL CORPCOM458140100561,488PRN DFND31,48800
INTEL CORPCOM45814010012,853343,577PRN DFND1343,57700
INTERACTIVE BROKERS GROUP INCOM CL A45841N1079,425171,335PRN DFND1171,33500
INTERACTIVE BROKERS GROUP INCOM CL A45841N1073476,309PRN DFND36,30900
INTERCEPT PHARMACEUTICALS INCOM45845P10826719,355PRN DFND419,35500
INTERCONTINENTAL EXCHANGE INCOM45866F1046,33467,354PRN DFND167,35400
INTERCONTINENTAL EXCHANGE INCOM45866F1042392,541PRN DFND32,54100
INTERCONTINENTAL EXCHANGE INCOM45866F1043,35335,650PRN DFND435,65000
INTERDIGITAL INCCOM45867G10149800PRN DFND480000
INTERDIGITAL INCCOM45867G1011,05617,367PRN DFND117,36700
INTERNATIONAL BUSINESS MACHSCOM4592001017,36652,171PRN DFND452,17100
INTERNATIONAL BUSINESS MACHSCOM459200101857PRN DFND15700
INTERNATIONAL FLAVORS&FRAGRACOM4595061013,74731,677PRN DFND331,67700
INTERNATIONAL FLAVORS&FRAGRACOM4595061018,09667,964PRN DFND467,96400
INTERNATIONAL MNY EXPRESS INCOM46005L1011,17457,368PRN DFND457,36800
INTERNATIONAL PAPER COCOM46014610346911,208PRN DFND111,20800
INTERNATIONAL PAPER COCOM4601461037,945189,934PRN DFND4189,93400
INTERPUBLIC GROUP COS INCCOM4606901002,11076,640PRN DFND176,64000
INTERPUBLIC GROUP COS INCCOM46069010070525,600PRN DFND425,60000
INTUITCOM46120210362,926163,258PRN DFND4163,25800
INTUITCOM4612021031,3173,416PRN DFND23,41600
INTUITCOM461202103717PRN DFND11700
INTUITIVE SURGICAL INCCOM NEW46120E60212,34961,526PRN DFND461,52600
INTUITIVE SURGICAL INCCOM NEW46120E60241204PRN DFND320400
INTUITIVE SURGICAL INCCOM NEW46120E6028764,363PRN DFND14,36300
INVESCO DB COMMDY INDX TRCKUNIT46138B10314,240534,529PRN DFND1534,52900
INVESCO EXCH TRADED FD TR IISR LN ETF46138G50880339,626PRN DFND139,62600
INVESCO LTDSHSG491BT1084,225261,927PRN DFND1261,92700
INVESCO LTDSHSG491BT10811656PRN DFND465600
INVESCO LTDSHSG491BT1081549,530PRN DFND39,53000
INVESCO QQQ TRUNIT SER 146090E1031,1494,100PRNCallDFND14,10000
INVESCO QQQ TRUNIT SER 146090E1031,0653,800PRNPutDFND13,80000
IONIS PHARMACEUTICALS INCCOM46222210044211,930PRN DFND111,93000
IONIS PHARMACEUTICALS INCNOTE 0.125%12/1462222AB6486550,000PRN DFND3550,00000
IONIS PHARMACEUTICALS INCNOTE 4/0462222AD22,9293,200,000PRN DFND33,200,00000
IONQ INCCOM46222L1086013,633PRN DFND313,63300
IOVANCE BIOTHERAPEUTICS INCCOM46226010014513,168PRN DFND313,16800
IOVANCE BIOTHERAPEUTICS INCCOM462260100676,063PRN DFND46,06300
IPG PHOTONICS CORPCOM44980X1092352,497PRN DFND32,49700
IPG PHOTONICS CORPCOM44980X1091321,400PRN DFND41,40000
IPG PHOTONICS CORPCOM44980X10912,374131,455PRN DFND1131,45500
IQVIA HLDGS INCCOM46266C10514,41766,441PRN DFND466,44100
IQVIA HLDGS INCCOM46266C1057,67135,354PRN DFND135,35400
IQVIA HLDGS INCCOM46266C10526118PRN DFND311800
IRHYTHM TECHNOLOGIES INCCOM4500561066,48159,995PRN DFND159,99500
IRHYTHM TECHNOLOGIES INCCOM450056106764PRN DFND36400
IRIDIUM COMMUNICATIONS INCCOM46269C1021243,292PRN DFND33,29200
IRIDIUM COMMUNICATIONS INCCOM46269C10226,852714,919PRN DFND1714,91900
IRIDIUM COMMUNICATIONS INCCOM46269C1021,51440,303PRN DFND440,30300
IRON MTN INC NEWCOM46284V1012435,000PRN DFND45,00000
IRONNET INCCOM46323Q10516072,500PRN DFND472,50000
IRONSOURCE LTDCL A ORD SHSM5R75Y101441185,100PRN DFND4185,10000
IRONSOURCE LTDCL A ORD SHSM5R75Y1015121,241PRN DFND321,24100
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X1082,343203,212PRN DFND4203,21200
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X108312,668PRN DFND12,66800
ISHARES INCMSCI BRAZIL ETF46428640063023,000PRNCallDFND123,00000
ISHARES INCMSCI BRAZIL ETF46428640044116,100PRNPutDFND116,10000
ISHARES TR20 YR TR BD ETF46428743223,790207,100PRNCallDFND1207,10000
ISHARES TR20 YR TR BD ETF46428743223,732206,600PRNPutDFND1206,60000
ISHARES TR7-10 YR TRSY BD4642874402052,000PRNCallDFND12,00000
ISHARES TR7-10 YR TRSY BD4642874402052,000PRNPutDFND12,00000
ISHARES TRIBOXX HI YD ETF4642885133,75951,067PRN DFND451,06700
ISHARES TRIBOXX HI YD ETF46428851316,238220,600PRNCallDFND1220,60000
ISHARES TRIBOXX HI YD ETF46428851316,238220,600PRNPutDFND1220,60000
ISHARES TRIBOXX INV CP ETF46428724288800PRN DFND480000
ISHARES TRIBOXX INV CP ETF4642872421,98118,000PRNCallDFND118,00000
ISHARES TRIBOXX INV CP ETF4642872422,03618,500PRNPutDFND118,50000
ISHARES TRRUSSELL 2000 ETF4642876552,33713,800PRNCallDFND113,80000
ISHARES TRRUSSELL 2000 ETF4642876552,23613,200PRNPutDFND113,20000
ISHARES TRTIPS BD ETF4642871768267,250PRN DFND17,25000
ITEOS THERAPEUTICS INCCOM46565G104351,723PRN DFND11,72300
ITEOS THERAPEUTICS INCCOM46565G1042,867139,186PRN DFND4139,18600
ITRON INCCOM4657411067,257146,810PRN DFND4146,81000
ITRON INCCOM4657411061,22424,771PRN DFND124,77100
ITT INCCOM45073V1083144,671PRN DFND34,67100
ITT INCCOM45073V10819287PRN DFND128700
IVERIC BIO INCCOM46583P102252,600PRN DFND42,60000
IVERIC BIO INCCOM46583P10212112,539PRN DFND312,53900
J & J SNACK FOODS CORPCOM4660321097,40753,036PRN DFND153,03600
J JILL INCCOM46620W20130216,500PRN DFND416,50000
JABIL INCCOM4663131036,086118,842PRN DFND1118,84200
JABIL INCCOM4663131039,821191,781PRN DFND4191,78100
JABIL INCCOM4663131031653,215PRN DFND33,21500
JACK IN THE BOX INCCOM4663671094167,426PRN DFND37,42600
JACKSON FINANCIAL INCCOM CL A46817M1079,322348,500PRN DFND4348,50000
JACOBS ENGR GROUP INCCOM4698141072111,659PRN DFND31,65900
JACOBS ENGR GROUP INCCOM4698141072161,700PRN DFND41,70000
JACOBS ENGR GROUP INCCOM4698141071184PRN DFND18400
JAKKS PAC INCCOM NEW47012E40314611,500PRN DFND411,50000
JAMES RIV GROUP LTDCOMG5005R1071,03641,800PRN DFND441,80000
JANUS HENDERSON GROUP PLCORD SHSG4474Y214662,800PRN DFND42,80000
JANUS HENDERSON GROUP PLCORD SHSG4474Y21418783PRN DFND378300
JANUS HENDERSON GROUP PLCORD SHSG4474Y2142,733116,267PRN DFND1116,26700
JANUS INTERNATIONAL GROUP INCOMMON STOCK47103N10610211,300PRN DFND411,30000
JAZZ INVESTMENTS I LTDNOTE 1.500% 8/1472145AD37,1967,250,000PRN DFND37,250,00000
JAZZ INVESTMENTS I LTDNOTE 2.000% 6/1472145AF86,3695,415,000PRN DFND35,415,00000
JD.COM INCSPON ADR CL A47215P10643,285674,010PRN DFND4674,01000
JEFFERIES FINL GROUP INCCOM47233W1091053,800PRN DFND43,80000
JEFFERIES FINL GROUP INCCOM47233W1094,590166,193PRN DFND1166,19300
JETBLUE AIRWAYS CORPNOTE 0.500% 4/0477143AP62,7483,750,000PRN DFND33,750,00000
JETBLUE AWYS CORPCOM4771431013,057365,205PRN DFND1365,20500
JETBLUE AWYS CORPCOM4771431016,369760,876PRN DFND4760,87600
JFROG LTDORD SHSM6191J10078237,100PRN DFND437,10000
JFROG LTDORD SHSM6191J10014649PRN DFND364900
JFROG LTDORD SHSM6191J1001898,985PRN DFND18,98500
JINKOSOLAR HLDG CO LTDSPONSORED ADR47759T1002423,500PRN DFND43,50000
JINKOSOLAR HLDG CO LTDSPONSORED ADR47759T10073110,564PRN DFND310,56400
JOHN BEAN TECHNOLOGIES CORPNOTE 0.250% 5/1477839AB011,20012,043,000PRN DFND312,043,00000
JOHN BEAN TECHNOLOGIES CORPNOTE 0.250% 5/1477839AB02,2382,407,000PRN DFND22,407,00000
JOHNSON & JOHNSONCOM47816010442239PRN DFND323900
JOHNSON & JOHNSONCOM47816010477,273435,318PRN DFND4435,31800
JOHNSON & JOHNSONCOM478160104129729PRN DFND172900
JOHNSON CTLS INTL PLCSHSG5150210517,338362,119PRN DFND4362,11900
JOHNSON CTLS INTL PLCSHSG5150210588818,541PRN DFND118,54100
JOHNSON CTLS INTL PLCSHSG515021052134,439PRN DFND34,43900
JOINT CORPCOM47973J10249332,178PRN DFND432,17800
JONES LANG LASALLE INCCOM48020Q1074982,850PRN DFND42,85000
JONES LANG LASALLE INCCOM48020Q10771404PRN DFND340400
JONES LANG LASALLE INCCOM48020Q107954PRN DFND15400
JOYY INCADS REPSTG COM A46591M10915,105505,873PRN DFND4505,87300
JOYY INCNOTE 0.750% 6/198426TAD83,8854,300,000PRN DFND34,300,00000
JPMORGAN CHASE & COCOM46625H1002,85325,338PRN DFND225,33800
JPMORGAN CHASE & COCOM46625H1001791,589PRN DFND11,58900
JPMORGAN CHASE & COCOM46625H1002272,014PRN DFND32,01400
JPMORGAN CHASE & COCOM46625H10023,857211,856PRN DFND4211,85600
JUNIPER NETWORKS INCCOM48203R1042,06672,500PRN DFND472,50000
JUNIPER NETWORKS INCCOM48203R10457920,302PRN DFND120,30200
JUNIPER NETWORKS INCCOM48203R10425892PRN DFND389200
KALA PHARMACEUTICALS INCCOM4831191031446,370PRN DFND146,37000
KANZHUN LIMITEDSPONSORED ADS48553T10642716,254PRN DFND416,25400
KARYOPHARM THERAPEUTICS INCCOM48576U1068518,765PRN DFND318,76500
KB HOMECOM48666K10910,052353,200PRN DFND4353,20000
KBR INCCOM48242W1063,57073,773PRN DFND173,77300
KBR INCNOTE 2.500%11/048242WAB29,6314,974,000PRN DFND24,974,00000
KBR INCNOTE 2.500%11/048242WAB249,47325,551,000PRN DFND325,551,00000
KELLOGG COCOM48783610829,513413,699PRN DFND4413,69900
KELLOGG COCOM4878361082,40833,753PRN DFND133,75300
KELLOGG COCOM4878361081,45820,436PRN DFND320,43600
KEMPER CORPCOM4884011006,666139,172PRN DFND1139,17200
KEMPHARM INCCOM NEW48844520628664,142PRN DFND464,14200
KEMPHARM INCCOM NEW488445206143,130PRN DFND13,13000
KENNAMETAL INCCOM489170100331,400PRN DFND41,40000
KENNAMETAL INCCOM48917010075732,592PRN DFND132,59200
KENNAMETAL INCCOM4891701003149PRN DFND314900
KENNEDY-WILSON HOLDINGS INCCOM48939810729415,500PRN DFND415,50000
KEURIG DR PEPPER INCCOM49271V10024,323687,298PRN DFND4687,29800
KEURIG DR PEPPER INCCOM49271V1008,448238,708PRN DFND1238,70800
KEYSIGHT TECHNOLOGIES INCCOM49338L1031971,431PRN DFND31,43100
KEYSIGHT TECHNOLOGIES INCCOM49338L1034,53232,878PRN DFND132,87800
KEYSIGHT TECHNOLOGIES INCCOM49338L103166,5781,208,402PRN DFND41,208,40200
KFORCE INCCOM49373210180413,100PRN DFND413,10000
KFORCE INCCOM49373210126418PRN DFND141800
KILROY RLTY CORPCOM49427F1084668,900PRN DFND48,90000
KIMBERLY-CLARK CORPCOM49436810315,956118,064PRN DFND1118,06400
KIMBERLY-CLARK CORPCOM4943681032,65919,672PRN DFND419,67200
KIMBERLY-CLARK CORPCOM494368103115854PRN DFND385400
KINDER MORGAN INC DELCOM49456B101021PRN DFND32100
KINDER MORGAN INC DELCOM49456B1016,734401,796PRN DFND4401,79600
KINDER MORGAN INC DELCOM49456B1016,070362,148PRN DFND1362,14800
KINETIK HOLDINGS INCCOM NEW CL A02215L2091163,400PRN DFND43,40000
KINETIK HOLDINGS INCCOM NEW CL A02215L209892,620PRN DFND12,62000
KINSALE CAP GROUP INCCOM49714P1081,6767,300PRN DFND47,30000
KINSALE CAP GROUP INCCOM49714P1083,71716,186PRN DFND116,18600
KIRBY CORPCOM4972661061,24620,474PRN DFND120,47400
KIRBY CORPCOM49726610693115,300PRN DFND415,30000
KLA CORPCOM NEW48248010065205PRN DFND420500
KLA CORPCOM NEW48248010010,03031,434PRN DFND131,43400
KNIGHT-SWIFT TRANSN HLDGS INCL A49904910488019,000PRN DFND419,00000
KNIGHT-SWIFT TRANSN HLDGS INCL A49904910416,406354,415PRN DFND1354,41500
KNOWLES CORPCOM49926D1091,40380,933PRN DFND480,93300
KNOWLES CORPCOM49926D109211,212PRN DFND11,21200
KONTOOR BRANDS INCCOM50050N1032,74582,252PRN DFND182,25200
KONTOOR BRANDS INCCOM50050N1032818,406PRN DFND38,40600
KORN FERRYCOM NEW50064320011,737202,300PRN DFND4202,30000
KORN FERRYCOM NEW5006432005,69198,092PRN DFND198,09200
KOSMOS ENERGY LTDCOM50068810615124,377PRN DFND424,37700
KOSMOS ENERGY LTDCOM500688106538,528PRN DFND38,52800
KRAFT HEINZ COCOM50075410612,727333,690PRN DFND1333,69000
KRAFT HEINZ COCOM50075410641810,969PRN DFND310,96900
KRAFT HEINZ COCOM50075410611,403298,970PRN DFND4298,97000
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B207342,466PRN DFND12,46600
KRATOS DEFENSE & SEC SOLUTIOCOM NEW50077B2071,06977,000PRN DFND477,00000
KROGER COCOM50104410183317,610PRN DFND317,61000
KROGER COCOM501044101102,0672,156,503PRN DFND42,156,50300
KROGER COCOM5010441011,49631,600PRN DFND231,60000
KROGER COCOM50104410141,983887,030PRN DFND1887,03000
KRONOS BIO INCCOM50107A1045715,544PRN DFND415,54400
KULICKE & SOFFA INDS INCCOM5012421011854,321PRN DFND34,32100
KULICKE & SOFFA INDS INCCOM5012421012345,457PRN DFND45,45700
KULICKE & SOFFA INDS INCCOM5012421015,101119,151PRN DFND1119,15100
KURA SUSHI USA INCCL A COM5012701024709,488PRN DFND49,48800
KYMERA THERAPEUTICS INCCOM50157510448224,500PRN DFND424,50000
KYNDRYL HLDGS INCCOMMON STOCK50155Q1004,446454,577PRN DFND1454,57700
KYNDRYL HLDGS INCCOMMON STOCK50155Q100171,777PRN DFND31,77700
KYNDRYL HLDGS INCCOMMON STOCK50155Q10071873,400PRN DFND473,40000
KYNDRYL HLDGS INCCOMMON STOCK50155Q100323,288PRN DFND23,28800
LABORATORY CORP AMER HLDGSCOM NEW50540R4093,85216,438PRN DFND116,43800
LABORATORY CORP AMER HLDGSCOM NEW50540R4093451,470PRN DFND41,47000
LABORATORY CORP AMER HLDGSCOM NEW50540R409123524PRN DFND352400
LAKELAND BANCORP INCCOM51163710016611,371PRN DFND411,37100
LAKELAND INDS INCCOM51179510649131,942PRN DFND431,94200
LAM RESEARCH CORPCOM5128071084,29010,067PRN DFND110,06700
LAM RESEARCH CORPCOM51280710811,57327,157PRN DFND427,15700
LAMAR ADVERTISING CO NEWCL A5128161093,66041,600PRN DFND441,60000
LAMB WESTON HLDGS INCCOM5132721041,77324,815PRN DFND124,81500
LAMB WESTON HLDGS INCCOM5132721043635,084PRN DFND35,08400
LAMB WESTON HLDGS INCCOM51327210490712,695PRN DFND412,69500
LANCASTER COLONY CORPCOM5138471035,88245,671PRN DFND145,67100
LANDSEA HOMES CORPCOM51509P10313119,693PRN DFND419,69300
LANDSTAR SYS INCCOM5150981012621,800PRN DFND41,80000
LANDSTAR SYS INCCOM515098101116798PRN DFND379800
LANDSTAR SYS INCCOM5150981013,41323,470PRN DFND123,47000
LATTICE SEMICONDUCTOR CORPCOM5184151046,491133,831PRN DFND1133,83100
LATTICE SEMICONDUCTOR CORPCOM5184151049182PRN DFND318200
LATTICE SEMICONDUCTOR CORPCOM51841510412,464257,000PRN DFND4257,00000
LAUDER ESTEE COS INCCL A518439104414PRN DFND11400
LAUDER ESTEE COS INCCL A5184391043,51513,803PRN DFND313,80300
LAUDER ESTEE COS INCCL A5184391048,27132,479PRN DFND432,47900
LCI INDSCOM50189K1035915,278PRN DFND15,27800
LCI INDSNOTE 1.125% 5/1501812AB7208230,000PRN DFND3230,00000
LEAR CORPCOM NEW5218652041,90715,145PRN DFND115,14500
LEAR CORPCOM NEW5218652041,89815,078PRN DFND415,07800
LEGALZOOM COM INCCOM52466B10353048,200PRN DFND448,20000
LEGALZOOM COM INCCOM52466B1031116PRN DFND111600
LEGEND BIOTECH CORPSPONSORED ADS52490G1025189,427PRN DFND49,42700
LEGGETT & PLATT INCCOM5246601071454,188PRN DFND34,18800
LEGGETT & PLATT INCCOM5246601075,181149,827PRN DFND1149,82700
LEMAITRE VASCULAR INCCOM5255582012004,400PRN DFND44,40000
LEMAITRE VASCULAR INCCOM52555820127584PRN DFND158400
LENDINGCLUB CORPCOM NEW52603A2085,297453,099PRN DFND4453,09900
LENDINGCLUB CORPCOM NEW52603A208131,139PRN DFND11,13900
LENDINGCLUB CORPCOM NEW52603A208332,828PRN DFND32,82800
LENNAR CORPCL A5260571044836,848PRN DFND46,84800
LENNAR CORPCL A5260571041,62623,044PRN DFND123,04400
LENNAR CORPCL A5260571041612,277PRN DFND32,27700
LENNOX INTL INCCOM5261071072,94414,251PRN DFND114,25100
LENNOX INTL INCCOM5261071073,02214,630PRN DFND414,63000
LESLIES INCCOM5270641091,894124,761PRN DFND1124,76100
LESLIES INCCOM5270641091,11273,284PRN DFND473,28400
LEXINFINTECH HLDGS LTDADR52887710312,7445,714,753PRN DFND45,714,75300
LGI HOMES INCCOM50187T10698211,298PRN DFND111,29800
LHC GROUP INCCOM50187A10742,943275,732PRN DFND3275,73200
LHC GROUP INCCOM50187A10778500PRN DFND450000
LI AUTO INCNOTE 0.250% 5/050202MAB86,6084,500,000PRN DFND34,500,00000
LI AUTO INCSPONSORED ADS50202M10238,4061,002,497PRN DFND41,002,49700
LIBERTY BROADBAND CORPCOM SER C5303073052241,941PRN DFND31,94100
LIBERTY BROADBAND CORPCOM SER C5303073056,07952,571PRN DFND152,57100
LIBERTY ENERGY INCCOM CL A53115L10410745PRN DFND374500
LIBERTY ENERGY INCCOM CL A53115L10426820,971PRN DFND120,97100
LIBERTY ENERGY INCCOM CL A53115L10416012,500PRN DFND412,50000
LIBERTY GLOBAL PLCSHS CL CG5480U12015700PRN DFND470000
LIBERTY GLOBAL PLCSHS CL CG5480U1206,245282,720PRN DFND1282,72000
LIBERTY MEDIA CORP DELCOM C SIRIUSXM53122960773220,300PRN DFND420,30000
LIBERTY MEDIA CORP DELCOM C SIRIUSXM53122960717476PRN DFND147600
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298542413,800PRN DFND43,80000
LIBERTY MEDIA CORP DELCOM SER C FRMLA5312298542,15433,939PRN DFND133,93900
LIBERTY MEDIA CORP DELCOM SER C FRMLA531229854681,075PRN DFND31,07500
LIBERTY TRIPADVISOR HLDGS INCOM SER A531465102810,598PRN DFND110,59800
LIFE STORAGE INCCOM53223X10716,582148,500PRN DFND4148,50000
LIGAND PHARMACEUTICALS INCCOM NEW53220K5045,09457,100PRN DFND457,10000
LIGHTSPEED COMMERCE INCSUB VTG SHS53229C1074,810215,688PRN DFND1215,68800
LILLY ELI & COCOM53245710813,22840,797PRN DFND140,79700
LILLY ELI & COCOM5324571083,29610,167PRN DFND210,16700
LILLY ELI & COCOM53245710816,28350,221PRN DFND450,22100
LINCOLN EDL SVCS CORPCOM5335351009014,200PRN DFND414,20000
LINCOLN NATL CORP INDCOM53418710914309PRN DFND130900
LINCOLN NATL CORP INDCOM53418710910,656227,833PRN DFND4227,83300
LINDE PLCSHSG5494J1032,4048,360PRN DFND28,36000
LINDE PLCSHSG5494J1036,40422,272PRN DFND422,27200
LINDE PLCSHSG5494J1037192,500PRN DFND32,50000
LINDE PLCSHSG5494J1032588PRN DFND18800
LIQUIDITY SVCS INCCOM53635B10716412,200PRN DFND412,20000
LITHIA MTRS INCCOM5367971033,00610,940PRN DFND410,94000
LITHIA MTRS INCCOM5367971033,48112,668PRN DFND112,66800
LITHIUM AMERS CORP NEWCOM NEW53680Q20779439,437PRN DFND139,43700
LITTELFUSE INCCOM53700810451200PRN DFND420000
LITTELFUSE INCCOM5370081041,5936,271PRN DFND16,27100
LITTELFUSE INCCOM53700810427105PRN DFND310500
LIVE NATION ENTERTAINMENT INCOM53803410922,877277,034PRN DFND1277,03400
LIVE NATION ENTERTAINMENT INCOM53803410901PRN DFND3100
LIVE NATION ENTERTAINMENT INCOM5380341092232,700PRN DFND42,70000
LIVENT CORPCOM53814L1081807,946PRN DFND17,94600
LIVENT CORPCOM53814L108793,500PRN DFND43,50000
LIVEONE INCCOM53814X1021416,733PRN DFND116,73300
LIVEPERSON INCNOTE 12/1538146AD33,8725,292,000PRN DFND35,292,00000
LIVEPERSON INCNOTE 12/1538146AD37371,008,000PRN DFND21,008,00000
LIVERAMP HLDGS INCCOM53815P1081,93675,028PRN DFND175,02800
LIVERAMP HLDGS INCCOM53815P108602,324PRN DFND32,32400
LIVONGO HEALTH INCNOTE 0.875% 6/0539183AA11,1811,400,000PRN DFND31,400,00000
LKQ CORPCOM5018892086,178125,842PRN DFND1125,84200
LKQ CORPCOM5018892081543,137PRN DFND33,13700
LKQ CORPCOM50188920829,730605,616PRN DFND4605,61600
LOEWS CORPCOM5404241088,541144,133PRN DFND4144,13300
LOEWS CORPCOM5404241082,51542,444PRN DFND142,44400
LOUISIANA PAC CORPCOM54634710511,447218,407PRN DFND4218,40700
LOUISIANA PAC CORPCOM54634710511,434218,157PRN DFND1218,15700
LOWES COS INCCOM5486611074,08823,402PRN DFND123,40200
LOWES COS INCCOM54866110722,791130,483PRN DFND4130,48300
LPL FINL HLDGS INCCOM50212V1001,1706,344PRN DFND16,34400
LPL FINL HLDGS INCCOM50212V10048260PRN DFND326000
LTC PPTYS INCCOM50217510291923,932PRN DFND423,93200
LUCID GROUP INCCOM5494981031,727100,668PRN DFND4100,66800
LUCID GROUP INCCOM549498103583,398PRN DFND33,39800
LUCID GROUP INCCOM5494981039523PRN DFND152300
LULULEMON ATHLETICA INCCOM55002110918,04966,208PRN DFND466,20800
LULULEMON ATHLETICA INCCOM55002110948,932179,493PRN DFND1179,49300
LULULEMON ATHLETICA INCCOM5500211095421,987PRN DFND31,98700
LUMEN TECHNOLOGIES INCCOM5502411037,649701,115PRN DFND1701,11500
LUMEN TECHNOLOGIES INCCOM55024110317916,415PRN DFND416,41500
LUMENTUM HLDGS INCCOM55024U1093,30441,597PRN DFND141,59700
LUMENTUM HLDGS INCNOTE 0.250% 3/155024UAB5157108,000PRN DFND3108,00000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD140,97439,823,000PRN DFND339,823,00000
LUMENTUM HLDGS INCNOTE 0.500%12/155024UAD16,3386,161,000PRN DFND26,161,00000
LUXFER HOLDINGS PLCSHSG5698W11615910,500PRN DFND410,50000
LYFT INCCL A COM55087P10425,1561,894,274PRN DFND11,894,27400
LYFT INCNOTE 1.500% 5/155087PAB03,6544,300,000PRN DFND34,300,00000
LYONDELLBASELL INDUSTRIES NSHS - A -N537451004825,513PRN DFND15,51300
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,03711,854PRN DFND411,85400
M & T BK CORPCOM55261F1047174,500PRN DFND44,50000
M & T BK CORPCOM55261F1042,16013,554PRN DFND113,55400
MACERICH COCOM55438210110111,600PRN DFND411,60000
MACOM TECH SOLUTIONS HLDGS ICOM55405Y100741,612PRN DFND31,61200
MACOM TECH SOLUTIONS HLDGS ICOM55405Y1001,77238,429PRN DFND138,42900
MACOM TECH SOLUTIONS HLDGS ICOM55405Y100551,200PRN DFND41,20000
MACOM TECH SOLUTIONS HLDGS INOTE 0.250% 3/155405YAB62,2242,540,000PRN DFND32,540,00000
MACYS INCCOM55616P10444324,186PRN DFND424,18600
MACYS INCCOM55616P10425814,110PRN DFND114,11000
MADDEN STEVEN LTDCOM5562691081,09233,900PRN DFND433,90000
MADDEN STEVEN LTDCOM5562691085,524171,507PRN DFND1171,50700
MADISON SQUARE GRDN SPRT CORCL A55825T10338249PRN DFND124900
MADISON SQUARE GRDN SPRT CORCL A55825T1034022,659PRN DFND32,65900
MADISON SQUARE GRDN SPRT CORCL A55825T1031511,000PRN DFND41,00000
MAGIC SOFTWARE ENTERPRISES LORD5591661031,57590,283PRN DFND490,28300
MAGNA INTL INCCOM55922240145813PRN DFND381300
MAGNA INTL INCCOM559222401119PRN DFND11900
MAGNA INTL INCCOM5592224011,94535,500PRN DFND435,50000
MAGNACHIP SEMICONDUCTOR CORPCOM55933J2033,680253,237PRN DFND3253,23700
MAGNOLIA OIL & GAS CORPCL A55966310932515,475PRN DFND115,47500
MAGNOLIA OIL & GAS CORPCL A55966310940119,100PRN DFND419,10000
MANDIANT INCCOM56266210621,8701,002,308PRN DFND31,002,30800
MANDIANT INCNOTE 0.875% 6/031816QAF829,47727,078,000PRN DFND327,078,00000
MANDIANT INCNOTE 0.875% 6/031816QAF85,2284,802,000PRN DFND24,802,00000
MANHATTAN ASSOCIATES INCCOM56275010915134PRN DFND313400
MANHATTAN ASSOCIATES INCCOM5627501093,30628,852PRN DFND128,85200
MANHATTAN ASSOCIATES INCCOM56275010916,611144,946PRN DFND4144,94600
MANNING & NAPIER INCCL A56382Q1025,082407,517PRN DFND3407,51700
MANNKIND CORPCOM NEW56400P706934245,171PRN DFND4245,17100
MANPOWERGROUP INC WISCOM56418H10058762PRN DFND176200
MANPOWERGROUP INC WISCOM56418H100951,248PRN DFND31,24800
MANPOWERGROUP INC WISCOM56418H1003,30443,234PRN DFND443,23400
MANULIFE FINL CORPCOM56501R10619,2161,110,566PRN DFND41,110,56600
MANULIFE FINL CORPCOM56501R1061247,152PRN DFND17,15200
MARATHON OIL CORPCOM56584910634415,284PRN DFND315,28400
MARATHON OIL CORPCOM5658491069,271412,425PRN DFND1412,42500
MARATHON OIL CORPCOM56584910631,6281,406,948PRN DFND41,406,94800
MARATHON PETE CORPCOM56585A10222,147269,400PRN DFND4269,40000
MARATHON PETE CORPCOM56585A1027,94896,681PRN DFND196,68100
MARATHON PETE CORPCOM56585A1023564,331PRN DFND34,33100
MARCUS CORP DELCOM56633010648332,700PRN DFND432,70000
MARINEMAX INCCOM56790810831867PRN DFND186700
MARINEMAX INCCOM5679081083,01383,423PRN DFND483,42300
MARKEL CORPCOM5705351042,1381,653PRN DFND11,65300
MARKEL CORPCOM5705351045039PRN DFND43900
MARKEL CORPCOM570535104301233PRN DFND323300
MARKETAXESS HLDGS INCCOM57060D1082651,035PRN DFND31,03500
MARKETAXESS HLDGS INCCOM57060D1083,95615,451PRN DFND115,45100
MARKETAXESS HLDGS INCCOM57060D1083,15112,310PRN DFND412,31000
MARQETA INCCLASS A COM57142B10417021,005PRN DFND321,00500
MARQETA INCCLASS A COM57142B1041,464180,516PRN DFND1180,51600
MARRIOTT INTL INC NEWCL A57190320233,985249,872PRN DFND1249,87200
MARRIOTT INTL INC NEWCL A5719032029,69771,295PRN DFND471,29500
MARRIOTT VACATIONS WORLDWIDECOM57164Y1073903,355PRN DFND13,35500
MARRIOTT VACATIONS WORLDWIDECOM57164Y1072,03417,500PRN DFND417,50000
MARRIOTT VACATIONS WORLDWIDENOTE 1/157164YAD93,9354,300,000PRN DFND34,300,00000
MARSH & MCLENNAN COS INCCOM57174810221136PRN DFND113600
MARSH & MCLENNAN COS INCCOM5717481021,4359,241PRN DFND29,24100
MARSH & MCLENNAN COS INCCOM57174810291,441588,989PRN DFND4588,98900
MARSH & MCLENNAN COS INCCOM57174810229187PRN DFND318700
MARVELL TECHNOLOGY INCCOM5738741041,09025,042PRN DFND125,04200
MARVELL TECHNOLOGY INCCOM573874104498PRN DFND49800
MASCO CORPCOM57459910673414,501PRN DFND314,50100
MASCO CORPCOM5745991061302,569PRN DFND12,56900
MASIMO CORPCOM5747951002,44418,703PRN DFND118,70300
MASIMO CORPCOM57479510036273PRN DFND327300
MASONITE INTL CORPCOM5753851095697,400PRN DFND47,40000
MASONITE INTL CORPCOM5753851092,10827,441PRN DFND127,44100
MASTEC INCCOM5763231094,74766,240PRN DFND166,24000
MASTERCARD INCORPORATEDCL A57636Q1046,39820,281PRN DFND120,28100
MASTERCARD INCORPORATEDCL A57636Q10427,98888,716PRN DFND488,71600
MASTERCRAFT BOAT HLDGS INCCOM57637H10331414,900PRN DFND414,90000
MATADOR RES COCOM5764852056,296135,142PRN DFND1135,14200
MATADOR RES COCOM5764852051,48931,969PRN DFND431,96900
MATERIALISE NVSPONSORED ADS57667T1001,390102,073PRN DFND4102,07300
MATRIX SVC COCOM57685310591,804PRN DFND11,80400
MATRIX SVC COCOM57685310526351,900PRN DFND451,90000
MATSON INCCOM57686G10510,909149,683PRN DFND1149,68300
MATSON INCCOM57686G1055177,100PRN DFND47,10000
MATSON INCCOM57686G10554742PRN DFND374200
MATTEL INCCOM57708110213600PRN DFND460000
MATTEL INCCOM57708110214,720659,194PRN DFND1659,19400
MATTEL INCCOM57708110229012,985PRN DFND312,98500
MAXAR TECHNOLOGIES INCCOM57778K10522832PRN DFND383200
MAXAR TECHNOLOGIES INCCOM57778K10578830,200PRN DFND430,20000
MAXAR TECHNOLOGIES INCCOM57778K10597937,540PRN DFND137,54000
MAXCYTE INCCOM57777K10618939,865PRN DFND439,86500
MAXIMUS INCCOM5779331041,46223,390PRN DFND123,39000
MAXIMUS INCCOM5779331042634,202PRN DFND34,20200
MAXLINEAR INCCOM57776J100351,020PRN DFND41,02000
MAXLINEAR INCCOM57776J1007,471219,854PRN DFND1219,85400
MCDONALDS CORPCOM58013510150,415204,208PRN DFND1204,20800
MCDONALDS CORPCOM58013510121,63387,627PRN DFND487,62700
MCDONALDS CORPCOM5801351011,7337,019PRN DFND27,01900
MCGRATH RENTCORPCOM5805891096,21081,704PRN DFND481,70400
MCKESSON CORPCOM58155Q1031957PRN DFND35700
MCKESSON CORPCOM58155Q1031,3074,006PRN DFND14,00600
MDU RES GROUP INCCOM552690109264PRN DFND16400
MDU RES GROUP INCCOM55269010991233,800PRN DFND433,80000
MEDIFAST INCCOM58470H1011911,060PRN DFND11,06000
MEDIFAST INCCOM58470H101122678PRN DFND367800
MEDIFAST INCCOM58470H10194520PRN DFND452000
MEDPACE HLDGS INCCOM58506Q10947313PRN DFND331300
MEDPACE HLDGS INCCOM58506Q1097,31048,842PRN DFND448,84200
MEDPACE HLDGS INCCOM58506Q1092,87819,229PRN DFND119,22900
MEDTRONIC PLCSHSG5960L10390610,095PRN DFND210,09500
MEDTRONIC PLCSHSG5960L1032082,323PRN DFND32,32300
MEDTRONIC PLCSHSG5960L103921,027PRN DFND11,02700
MEDTRONIC PLCSHSG5960L10318,518206,332PRN DFND4206,33200
MEI PHARMA INCCOM NEW55279B2021117,970PRN DFND117,97000
MELCO RESORTS AND ENTMNT LTDADR58546410012020,864PRN DFND320,86400
MERCADOLIBRE INCCOM58733R1027581,190PRN DFND41,19000
MERCADOLIBRE INCCOM58733R10227,94943,885PRN DFND143,88500
MERCK & CO INCCOM58933Y10564,043702,462PRN DFND4702,46200
MERCK & CO INCCOM58933Y1056,99576,727PRN DFND176,72700
MERCK & CO INCCOM58933Y10526281PRN DFND328100
MERCURY SYS INCCOM5893781089,887153,695PRN DFND1153,69500
MERIDIAN BIOSCIENCE INCCOM58958410128911PRN DFND191100
MERIDIAN BIOSCIENCE INCCOM5895841011,01933,500PRN DFND433,50000
MERIT MED SYS INCCOM5898891041422,618PRN DFND32,61800
MERIT MED SYS INCCOM5898891042334,300PRN DFND44,30000
MERITAGE HOMES CORPCOM59001A1022,51834,731PRN DFND434,73100
MERITAGE HOMES CORPCOM59001A10270966PRN DFND396600
MERITAGE HOMES CORPCOM59001A1021,79724,789PRN DFND124,78900
MERITOR INCCOM59001K10014,826408,089PRN DFND3408,08900
MESA AIR GROUP INCCOM NEW5904791354821,800PRN DFND421,80000
META FINL GROUP INCCOM59100U1086,657172,144PRN DFND4172,14400
META FINL GROUP INCCOM59100U10821534PRN DFND153400
META MATERIALS INCCOM59134N1042019,495PRN DFND119,49500
META PLATFORMS INCCL A30303M102130,131807,016PRN DFND4807,01600
META PLATFORMS INCCL A30303M10288548PRN DFND154800
METHANEX CORPCOM59151K10894024,600PRN DFND424,60000
METHANEX CORPCOM59151K1082,29960,140PRN DFND160,14000
METLIFE INCCOM59156R10818281PRN DFND128100
METLIFE INCCOM59156R10829,482469,534PRN DFND4469,53400
METLIFE INCCOM59156R1082473,938PRN DFND33,93800
METROMILE INCCOM5916971078,0798,805,460PRN DFND38,805,46000
METTLER TOLEDO INTERNATIONALCOM5926881055,8555,097PRN DFND15,09700
METTLER TOLEDO INTERNATIONALCOM59268810540,44435,206PRN DFND435,20600
MGIC INVT CORP WISCOM55284810331825,202PRN DFND325,20200
MGIC INVT CORP WISCOM552848103262,063PRN DFND12,06300
MGM RESORTS INTERNATIONALCOM55295310110,025346,282PRN DFND4346,28200
MGM RESORTS INTERNATIONALCOM5529531013,499120,864PRN DFND1120,86400
MICROCHIP TECHNOLOGY INC.COM59501710491815,811PRN DFND215,81100
MICROCHIP TECHNOLOGY INC.COM5950171044,70581,012PRN DFND381,01200
MICROCHIP TECHNOLOGY INC.COM5950171042,52243,425PRN DFND443,42500
MICROCHIP TECHNOLOGY INC.COM59501710411,622200,106PRN DFND1200,10600
MICROCHIP TECHNOLOGY INC.COM5950171041,38823,900PRNCallDFND323,90000
MICROCHIP TECHNOLOGY INC.COM5950171042674,600PRNCallDFND24,60000
MICRON TECHNOLOGY INCCOM5951121036,264113,311PRN DFND1113,31100
MICRON TECHNOLOGY INCCOM59511210343,583788,413PRN DFND4788,41300
MICROSOFT CORPCOM59491810414,73257,359PRN DFND257,35900
MICROSOFT CORPCOM5949181048,44632,887PRN DFND132,88700
MICROSOFT CORPCOM59491810417,50768,164PRN DFND368,16400
MICROSOFT CORPCOM594918104702,4652,735,135PRN DFND42,735,13500
MICROSTRATEGY INCNOTE 0.750%12/1594972AC51,8433,000,000PRN DFND33,000,00000
MICROSTRATEGY INCNOTE 2/1594972AE11,1582,700,000PRN DFND32,700,00000
MID-AMER APT CMNTYS INCCOM59522J10334,718198,764PRN DFND4198,76400
MIDDLEBY CORPNOTE 1.000% 9/0596278AB77,0976,260,000PRN DFND26,260,00000
MIDDLEBY CORPNOTE 1.000% 9/0596278AB737,93433,459,000PRN DFND333,459,00000
MILLERKNOLL INCCOM60054410083931,929PRN DFND131,92900
MILLICOM INTL CELLULAR S ACOM STKL6388F11031321,773PRN DFND321,77300
MIND MEDICINE MINDMED INCCOM SUB VTG60255C109711,520PRN DFND111,52000
MIND MEDICINE MINDMED INCCOM SUB VTG60255C109141219,780PRN DFND4219,78000
MINISO GROUP HLDG LTDSPONSORED ADS66981J1029812,521PRN DFND412,52100
MIRATI THERAPEUTICS INCCOM60468T1056,948103,508PRN DFND1103,50800
MIRATI THERAPEUTICS INCCOM60468T10548719PRN DFND471900
MIRATI THERAPEUTICS INCCOM60468T1052774,127PRN DFND34,12700
MISSION PRODUCE INCCOM60510V10826218,400PRN DFND418,40000
MISTER CAR WASH INCCOM60646V1052,035187,032PRN DFND1187,03200
MITEK SYS INCCOM NEW60671020011912,900PRN DFND412,90000
MKS INSTRS INCCOM55306N1041,38013,443PRN DFND313,44300
MKS INSTRS INCCOM55306N10421200PRN DFND420000
MKS INSTRS INCCOM55306N1042,26022,018PRN DFND122,01800
MODERNA INCCOM60770K107642PRN DFND14200
MODERNA INCCOM60770K10720,740145,189PRN DFND4145,18900
MOELIS & COCL A60786M1052,57265,369PRN DFND165,36900
MOHAWK INDS INCCOM6081901041,1549,297PRN DFND19,29700
MOLINA HEALTHCARE INCCOM60855R1005,03618,012PRN DFND118,01200
MOLINA HEALTHCARE INCCOM60855R10077,774278,150PRN DFND4278,15000
MOLSON COORS BEVERAGE COCL B60871R20914,371263,642PRN DFND1263,64200
MOLSON COORS BEVERAGE COCL B60871R2094,29178,717PRN DFND478,71700
MOMENTIVE GLOBAL INCCOM60878Y10891,041PRN DFND11,04100
MOMENTIVE GLOBAL INCCOM60878Y10810311,758PRN DFND311,75800
MOMENTIVE GLOBAL INCCOM60878Y1081,674190,260PRN DFND4190,26000
MONDELEZ INTL INCCL A6092071051,02116,450PRN DFND316,45000
MONDELEZ INTL INCCL A60920710534,562556,641PRN DFND4556,64100
MONEYGRAM INTL INCCOM NEW60935Y2084,467446,669PRN DFND3446,66900
MONGODB INCCL A60937P1063,41613,163PRN DFND113,16300
MONGODB INCCL A60937P1063,23812,476PRN DFND412,47600
MONOLITHIC PWR SYS INCCOM60983910582213PRN DFND321300
MONOLITHIC PWR SYS INCCOM6098391056921,803PRN DFND41,80300
MONOLITHIC PWR SYS INCCOM6098391052,9617,711PRN DFND17,71100
MONSTER BEVERAGE CORP NEWCOM61174X1098058,687PRN DFND38,68700
MONSTER BEVERAGE CORP NEWCOM61174X10910,057108,489PRN DFND2108,48900
MONSTER BEVERAGE CORP NEWCOM61174X10919207PRN DFND420700
MOODYS CORPCOM61536910517,98066,112PRN DFND466,11200
MOODYS CORPCOM6153691051245PRN DFND14500
MOODYS CORPCOM6153691059543,508PRN DFND23,50800
MOOG INCCL A6153942022,85035,900PRN DFND435,90000
MORGAN STANLEYCOM NEW6174464484035,292PRN DFND15,29200
MORGAN STANLEYCOM NEW6174464481,58120,792PRN DFND220,79200
MORGAN STANLEYCOM NEW6174464489,313122,445PRN DFND4122,44500
MORNINGSTAR INCCOM6177001096,04725,004PRN DFND125,00400
MORNINGSTAR INCCOM6177001092395PRN DFND39500
MORNINGSTAR INCCOM6177001095,12521,192PRN DFND421,19200
MOSAIC CO NEWCOM61945C10310,937231,566PRN DFND1231,56600
MOSAIC CO NEWCOM61945C10320,158426,799PRN DFND4426,79900
MOSAIC CO NEWCOM61945C1039190PRN DFND319000
MOTOROLA SOLUTIONS INCCOM NEW62007630787,186415,963PRN DFND4415,96300
MOTOROLA SOLUTIONS INCCOM NEW6200763071,1785,622PRN DFND25,62200
MOTOROLA SOLUTIONS INCCOM NEW62007630793443PRN DFND144300
MOTOROLA SOLUTIONS INCCOM NEW62007630786408PRN DFND340800
MP MATERIALS CORPCOM CL A55336810189727,976PRN DFND127,97600
MP MATERIALS CORPCOM CL A5533681011,28340,000PRN DFND340,00000
MR COOPER GROUP INCCOM62482R1074,422120,369PRN DFND1120,36900
MR COOPER GROUP INCCOM62482R107471,268PRN DFND31,26800
MSA SAFETY INCCOM5534981061,25310,349PRN DFND110,34900
MSA SAFETY INCCOM5534981062071,712PRN DFND31,71200
MSC INDL DIRECT INCCL A55353010638500PRN DFND450000
MSC INDL DIRECT INCCL A553530106343PRN DFND14300
MSC INDL DIRECT INCCL A5535301063174,222PRN DFND34,22200
MSCI INCCOM55354G1005521,340PRN DFND11,34000
MSCI INCCOM55354G1007,63018,512PRN DFND418,51200
MUELLER WTR PRODS INCCOM SER A624758108484,100PRN DFND44,10000
MUELLER WTR PRODS INCCOM SER A62475810861652,474PRN DFND152,47400
MUELLER WTR PRODS INCCOM SER A624758108221,864PRN DFND31,86400
MULLEN AUTOMOTIVE INCCOM62526P109166162,440PRN DFND3162,44000
MULTIPLAN CORPORATIONCOM62548M100529,500PRN DFND49,50000
MULTIPLAN CORPORATIONCOM62548M10010,4411,901,910PRN DFND11,901,91000
MURPHY OIL CORPCOM6267171022518,300PRN DFND48,30000
MURPHY OIL CORPCOM6267171022,60186,158PRN DFND186,15800
MURPHY USA INCCOM62675510224,416104,849PRN DFND4104,84900
MURPHY USA INCCOM62675510229,654127,343PRN DFND1127,34300
MURPHY USA INCCOM6267551024471,920PRN DFND31,92000
MUSTANG BIO INCCOM62818Q104610,622PRN DFND110,62200
MYR GROUP INC DELCOM55405W1041,23814,047PRN DFND414,04700
MYRIAD GENETICS INCCOM62855J1042,838156,218PRN DFND4156,21800
MYRIAD GENETICS INCCOM62855J10415853PRN DFND185300
NABORS INDUSTRIES LTDSHSG6359F13714107PRN DFND110700
NABORS INDUSTRIES LTDSHSG6359F13784631PRN DFND363100
NABORS INDUSTRIES LTDSHSG6359F1372541,900PRN DFND41,90000
NANO DIMENSION LTDSPONSORD ADS NEW63008G2037,3752,348,660PRN DFND42,348,66000
NANO X IMAGING LTDORD SHSM7070010536031,892PRN DFND431,89200
NANOSTRING TECHNOLOGIES INCCOM63009R10928322,300PRN DFND422,30000
NAPCO SEC TECHNOLOGIES INCCOM63040210557027,700PRN DFND427,70000
NASDAQ INCCOM6311031088,90458,373PRN DFND158,37300
NASDAQ INCCOM631103108212PRN DFND41200
NATIONAL BK HLDGS CORPCL A63370710447512,400PRN DFND412,40000
NATIONAL BK HLDGS CORPCL A63370710417448PRN DFND144800
NATIONAL CINEMEDIA INCCOM6353091071313,735PRN DFND113,73500
NATIONAL FUEL GAS COCOM6361801015488,296PRN DFND18,29600
NATIONAL FUEL GAS COCOM6361801011362,054PRN DFND32,05400
NATIONAL FUEL GAS COCOM63618010140600PRN DFND460000
NATIONAL INSTRS CORPCOM6365181021,78457,122PRN DFND157,12200
NATIONAL INSTRS CORPCOM63651810238112,200PRN DFND412,20000
NATIONAL RESH CORPCOM NEW6373722022566,692PRN DFND46,69200
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN63787010612,868257,009PRN DFND4257,00900
NATIONAL VISION HLDGS INCCOM63845R10795434,700PRN DFND134,70000
NATIONAL VISION HLDGS INCNOTE 2.500% 5/163845RAB330,71627,243,000PRN DFND327,243,00000
NATIONAL VISION HLDGS INCNOTE 2.500% 5/163845RAB35,7425,093,000PRN DFND25,093,00000
NATUS MED INC DELCOM63905010315,841483,385PRN DFND3483,38500
NAVIENT CORPORATIONCOM63938C1083,156225,600PRN DFND4225,60000
NAVIENT CORPORATIONCOM63938C1088545PRN DFND154500
NEOGEN CORPCOM6404911061,01141,966PRN DFND141,96600
NEOPHOTONICS CORPCOM64051T10011,726745,449PRN DFND3745,44900
NETAPP INCCOM64110D1042513,852PRN DFND33,85200
NETAPP INCCOM64110D1041,63325,034PRN DFND125,03400
NETAPP INCCOM64110D1042,71441,600PRN DFND441,60000
NETEASE INCSPONSORED ADS64110W10228,379303,977PRN DFND4303,97700
NETFLIX INCCOM64110L10625,560146,165PRN DFND4146,16500
NETFLIX INCCOM64110L1067384,222PRN DFND14,22200
NETFLIX INCCOM64110L1065022,868PRN DFND22,86800
NETFLIX INCCOM64110L1066573,757PRN DFND33,75700
NEUROCRINE BIOSCIENCES INCCOM64125C109442PRN DFND14200
NEUROCRINE BIOSCIENCES INCCOM64125C1092,76828,400PRN DFND428,40000
NEVRO CORPCOM64157F1031,34630,700PRN DFND430,70000
NEVRO CORPCOM64157F103952,170PRN DFND32,17000
NEW FORTRESS ENERGY INCCOM CL A644393100441,113PRN DFND31,11300
NEW FORTRESS ENERGY INCCOM CL A6443931003,87898,014PRN DFND198,01400
NEW JERSEY RES CORPCOM6460251061,38931,200PRN DFND431,20000
NEW JERSEY RES CORPCOM6460251064,33397,294PRN DFND197,29400
NEW RELIC INCCOM64829B10017336PRN DFND333600
NEW RELIC INCCOM64829B10020400PRN DFND440000
NEW RELIC INCCOM64829B1001,08321,638PRN DFND121,63800
NEW RELIC INCNOTE 0.500% 5/064829BAB62,4852,555,000PRN DFND32,555,00000
NEW YORK TIMES COCL A6501111073,034108,735PRN DFND1108,73500
NEW YORK TIMES COCL A6501111072107,513PRN DFND37,51300
NEWAGE INCCOM650194103417,578PRN DFND117,57800
NEWELL BRANDS INCCOM6512291061105,762PRN DFND35,76200
NEWELL BRANDS INCCOM6512291066,084319,552PRN DFND1319,55200
NEWMARK GROUP INCCL A65158N10242543,900PRN DFND443,90000
NEWMARKET CORPCOM6515871072790PRN DFND49000
NEWMARKET CORPCOM6515871071,3234,397PRN DFND14,39700
NEWMONT CORPCOM65163910615,014251,611PRN DFND4251,61100
NEWMONT CORPCOM65163910670211,762PRN DFND111,76200
NEWS CORP NEWCL A65249B10925616,429PRN DFND316,42900
NEWS CORP NEWCL A65249B109322,079PRN DFND42,07900
NEWS CORP NEWCL A65249B1091,825117,108PRN DFND1117,10800
NEXPOINT RESIDENTIAL TR INCCOM65341D10289814,360PRN DFND414,36000
NEXSTAR MEDIA GROUP INCCL A65336K1032571,579PRN DFND31,57900
NEXSTAR MEDIA GROUP INCCL A65336K10398600PRN DFND460000
NEXSTAR MEDIA GROUP INCCL A65336K1038,13049,913PRN DFND149,91300
NEXTERA ENERGY INCCOM65339F1012,88537,245PRN DFND137,24500
NEXTERA ENERGY INCCOM65339F1011,56520,202PRN DFND220,20200
NEXTERA ENERGY INCCOM65339F1013,53245,599PRN DFND345,59900
NEXTERA ENERGY INCCOM65339F10121270PRN DFND427000
NEXTERA ENERGY PARTNERS LPCOM UNIT PART IN65341B1065747,742PRN DFND37,74200
NEXTGEN HEALTHCARE INCCOM65343C102331,891PRN DFND11,89100
NEXTGEN HEALTHCARE INCCOM65343C10226715,300PRN DFND415,30000
NEXTIER OILFIELD SOLUTIONSCOM65290C1059610,100PRN DFND410,10000
NGM BIOPHARMACEUTICALS INCCOM62921N10548437,733PRN DFND437,73300
NICE LTDNOTE 9/1653656AB43,4823,600,000PRN DFND33,600,00000
NICE LTDSPONSORED ADR653656108103535PRN DFND253500
NICE LTDSPONSORED ADR6536561085322,765PRN DFND32,76500
NIKE INCCL B65410610311,460112,077PRN DFND3112,07700
NIKE INCCL B65410610314,954146,324PRN DFND1146,32400
NIKE INCCL B6541061039038,832PRN DFND28,83200
NIKE INCCL B6541061038,57183,863PRN DFND483,86300
NIKOLA CORPCOM6541101058417,680PRN DFND317,68000
NINE ENERGY SERVICE INCCOM65441V101478180,448PRN DFND4180,44800
NIO INCSPON ADS62914V1063,430157,913PRN DFND4157,91300
NIO INCSPON ADS62914V10612,354568,764PRN DFND3568,76400
NISOURCE INCCOM65473P1059,219312,598PRN DFND1312,59800
NISOURCE INCCOM65473P10518600PRN DFND460000
NISOURCE INCCOM65473P105622,110PRN DFND32,11000
NIU TECHNOLOGIESADS65481N10037143,148PRN DFND443,14800
NMI HLDGS INCCL A6292093054,129248,000PRN DFND4248,00000
NOMAD FOODS LTDUSD ORD SHSG6564A1054,456222,922PRN DFND1222,92200
NORDSON CORPCOM6556631024522,234PRN DFND42,23400
NORDSON CORPCOM65566310288435PRN DFND343500
NORDSON CORPCOM65566310250247PRN DFND124700
NORFOLK SOUTHN CORPCOM6558441089,07939,945PRN DFND139,94500
NORFOLK SOUTHN CORPCOM655844108113,363498,760PRN DFND4498,76000
NORFOLK SOUTHN CORPCOM6558441083711,633PRN DFND31,63300
NORTHEAST BK LEWISTON MECOM66405S1002115,767PRN DFND45,76700
NORTHERN TR CORPCOM6658591045,60758,114PRN DFND158,11400
NORTHERN TR CORPCOM66585910447492PRN DFND449200
NORTHROP GRUMMAN CORPCOM6668071027,30015,254PRN DFND115,25400
NORTHROP GRUMMAN CORPCOM6668071021,9304,033PRN DFND44,03300
NORTHROP GRUMMAN CORPCOM6668071022451PRN DFND35100
NORTONLIFELOCK INCCOM6687711089,197418,829PRN DFND4418,82900
NORTONLIFELOCK INCCOM6687711086,739306,879PRN DFND1306,87900
NORTONLIFELOCK INCNOTE 2.000% 8/1668771AB437,83534,882,000PRN DFND334,882,00000
NORTONLIFELOCK INCNOTE 2.000% 8/1668771AB47,0106,461,000PRN DFND26,461,00000
NORWEGIAN CRUISE LINE HLDG LSHSG6672110434,5563,107,593PRN DFND13,107,59300
NORWEGIAN CRUISE LINE HLDG LSHSG66721104322,900PRN DFND42,90000
NORWEGIAN CRUISE LINE HLDG LSHSG66721104012PRN DFND31200
NOV INCCOM62955J10318611,000PRN DFND411,00000
NOV INCCOM62955J103945,551PRN DFND15,55100
NOVA LTDCOMM7516K1031,84020,817PRN DFND420,81700
NOVA LTDCOMM7516K103776PRN DFND17600
NOVANTA INCCOM67000B1045074,183PRN DFND14,18300
NOVAVAX INCCOM NEW670002401731,427PRN DFND11,42700
NOVAVAX INCCOM NEW6700024014,61889,793PRN DFND489,79300
NOVOCURE LTDNOTE 11/067011XAB9608700,000PRN DFND3700,00000
NOW INCCOM67011P10072273,808PRN DFND473,80800
NRG ENERGY INCCOM NEW629377508123PRN DFND42300
NRG ENERGY INCCOM NEW62937750835,490929,778PRN DFND1929,77800
NRG ENERGY INCDBCV 2.750% 6/0629377CG52,7542,540,000PRN DFND32,540,00000
NU HLDGS LTDORD SHS CL AG6683N10324765,977PRN DFND165,97700
NU SKIN ENTERPRISES INCCL A67018T1052946,791PRN DFND16,79100
NUCOR CORPCOM6703461055855,600PRN DFND45,60000
NUCOR CORPCOM6703461059,22988,395PRN DFND188,39500
NUTANIX INCCL A67059N10886258,900PRN DFND458,90000
NUTANIX INCCL A67059N108010PRN DFND11000
NUTANIX INCCL A67059N108523,544PRN DFND33,54400
NUTRIEN LTDCOM67077M108821,028PRN DFND11,02800
NUTRIEN LTDCOM67077M10879,8001,004,170PRN DFND41,004,17000
NUVATION BIO INCCOM CL A67080N10117553,900PRN DFND453,90000
NVE CORPCOM NEW6294452069185PRN DFND118500
NVE CORPCOM NEW6294452064399,426PRN DFND49,42600
NVIDIA CORPORATIONCOM67066G1043072,023PRN DFND32,02300
NVIDIA CORPORATIONCOM67066G1046,08540,138PRN DFND140,13800
NVIDIA CORPORATIONCOM67066G10450,698334,439PRN DFND4334,43900
NVR INCCOM62944T1058020PRN DFND32000
NVR INCCOM62944T1052,198549PRN DFND154900
NVR INCCOM62944T10522055PRN DFND45500
NXP SEMICONDUCTORS N VCOMN6596X1095,71738,620PRN DFND138,62000
NXP SEMICONDUCTORS N VCOMN6596X10910,75572,656PRN DFND472,65600
OAK STR HEALTH INCCOM67181A10722113,419PRN DFND113,41900
OASIS PETROLEUM INCCOM NEW67421520735,117288,671PRN DFND4288,67100
OCCIDENTAL PETE CORPCOM67459910519,979339,312PRN DFND1339,31200
OCCIDENTAL PETE CORPCOM6745991052,40640,856PRN DFND340,85600
OCCIDENTAL PETE CORPCOM6745991052474,195PRN DFND44,19500
OCCIDENTAL PETE CORPCOM6745991055,61095,272PRN DFND295,27200
OCEANEERING INTL INCCOM67523210212912,078PRN DFND112,07800
OCEANEERING INTL INCCOM67523210250347,077PRN DFND447,07700
OIL DRI CORP AMERCOM6778641002799,100PRN DFND49,10000
OIL DRI CORP AMERCOM67786410011375PRN DFND137500
OKTA INCCL A67929510510109PRN DFND110900
OKTA INCCL A67929510574,701826,339PRN DFND4826,33900
OKTA INCCL A6792951051301,436PRN DFND31,43600
OKTA INCNOTE 0.125% 9/0679295AD75,6956,400,000PRN DFND36,400,00000
OKTA INCNOTE 0.375% 6/1679295AF29711,165,000PRN DFND31,165,00000
OLAPLEX HLDGS INCCOM67936910812877PRN DFND387700
OLAPLEX HLDGS INCCOM6793691082,608185,076PRN DFND1185,07600
OLD DOMINION FREIGHT LINE INCOM6795801006892,690PRN DFND42,69000
OLD DOMINION FREIGHT LINE INCOM67958010012,22147,686PRN DFND147,68600
OLD NATL BANCORP INDCOM68003310788159,600PRN DFND459,60000
OLD NATL BANCORP INDCOM68003310720513,844PRN DFND313,84400
OLD NATL BANCORP INDCOM6800331078,120548,994PRN DFND1548,99400
OLD REP INTL CORPCOM68022310452623,541PRN DFND123,54100
OLD REP INTL CORPCOM6802231041376,130PRN DFND36,13000
OLD REP INTL CORPCOM6802231041,61272,100PRN DFND472,10000
OLIN CORPCOM PAR $1680665205701,523PRN DFND31,52300
OLIN CORPCOM PAR $16806652056,307136,278PRN DFND1136,27800
OLLIES BARGAIN OUTLET HLDGSCOM6811161091,50225,563PRN DFND125,56300
OLLIES BARGAIN OUTLET HLDGSCOM6811161093596,109PRN DFND36,10900
OLYMPIC STEEL INCCOM68162K10639415,315PRN DFND415,31500
OMNICELL COMNOTE 0.250% 9/168213NAD145,59135,723,000PRN DFND335,723,00000
OMNICELL COMNOTE 0.250% 9/168213NAD18,5806,723,000PRN DFND26,723,00000
OMNICOM GROUP INCCOM6819191061,89329,752PRN DFND129,75200
OMNICOM GROUP INCCOM68191910664710,169PRN DFND410,16900
ON HLDG AGNAMEN AKT AH5919C1047,683434,309PRN DFND1434,30900
ON HLDG AGNAMEN AKT AH5919C104945,324PRN DFND35,32400
ON SEMICONDUCTOR CORPCOM6821891057,327145,639PRN DFND1145,63900
ON SEMICONDUCTOR CORPCOM6821891051903,777PRN DFND33,77700
ON SEMICONDUCTOR CORPCOM68218910517,240342,684PRN DFND4342,68400
ON SEMICONDUCTOR CORPNOTE 5/0682189AS45,7665,000,000PRN DFND35,000,00000
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ONE GAS INCCOM68235P1081,36816,846PRN DFND116,84600
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ONEMAIN HLDGS INCCOM68268W1032436,506PRN DFND36,50600
ONEMAIN HLDGS INCCOM68268W1031,18731,768PRN DFND131,76800
ONEOK INC NEWCOM6826801034,72785,173PRN DFND485,17300
ONEOK INC NEWCOM6826801039,978179,780PRN DFND1179,78000
ONESPAN INCCOM68287N10012110,200PRN DFND410,20000
ONTO INNOVATION INCCOM6833441051331,900PRN DFND41,90000
ONTO INNOVATION INCCOM6833441052513,606PRN DFND13,60600
OP BANCORPCOM67109R10914714,000PRN DFND414,00000
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OPEN TEXT CORPCOM6837151068199PRN DFND119900
OPEN TEXT CORPCOM6837151061744,600PRN DFND44,60000
OPENDOOR TECHNOLOGIES INCCOM6837121035,0331,068,652PRN DFND11,068,65200
OPORTUN FINL CORPCOM68376D10422527,203PRN DFND427,20300
OPTION CARE HEALTH INCCOM NEW68404L201351,264PRN DFND11,26400
OPTION CARE HEALTH INCCOM NEW68404L201893,190PRN DFND33,19000
OPTION CARE HEALTH INCCOM NEW68404L2012398,600PRN DFND48,60000
ORACLE CORPCOM68389X10561873PRN DFND387300
ORACLE CORPCOM68389X10538538PRN DFND153800
ORACLE CORPCOM68389X10521,295304,779PRN DFND2304,77900
ORACLE CORPCOM68389X10550,353720,668PRN DFND4720,66800
ORAMED PHARMACEUTICALS INCCOM NEW68403P20337982,686PRN DFND482,68600
ORAMED PHARMACEUTICALS INCCOM NEW68403P203183,990PRN DFND13,99000
OREILLY AUTOMOTIVE INCCOM67103H10716,05425,412PRN DFND425,41200
OREILLY AUTOMOTIVE INCCOM67103H107295467PRN DFND346700
OREILLY AUTOMOTIVE INCCOM67103H10728,02244,356PRN DFND144,35600
ORGANOGENESIS HLDGS INCCOM68621F102204,134PRN DFND14,13400
ORGANOGENESIS HLDGS INCCOM68621F102428,600PRN DFND48,60000
ORION ENERGY SYS INCCOM6862751084421,993PRN DFND421,99300
ORION ENGINEERED CARBONS S ACOML729671092,513161,831PRN DFND4161,83100
ORION GROUP HLDGS INCCOM68628V3085323,192PRN DFND423,19200
OSHKOSH CORPCOM6882392011962,386PRN DFND12,38600
OSHKOSH CORPCOM6882392017,20487,700PRN DFND487,70000
OTIS WORLDWIDE CORPCOM68902V1078,899125,925PRN DFND4125,92500
OTIS WORLDWIDE CORPCOM68902V10718257PRN DFND125700
OTIS WORLDWIDE CORPCOM68902V1071552,192PRN DFND32,19200
OUTFRONT MEDIA INCCOM69007J10631718,700PRN DFND418,70000
OUTSET MED INCCOM69014510779353,360PRN DFND453,36000
OVERSEAS SHIPHOLDING GROUP ICL A NEW69036R8632,8191,375,251PRN DFND31,375,25100
OVINTIV INCCOM69047Q102731,644PRN DFND31,64400
OVINTIV INCCOM69047Q1021,46333,106PRN DFND133,10600
OVINTIV INCCOM69047Q1021,36330,837PRN DFND430,83700
OWENS & MINOR INC NEWCOM6907321026,438204,704PRN DFND1204,70400
OWENS CORNING NEWCOM6907421012,07027,852PRN DFND127,85200
OWENS CORNING NEWCOM69074210158,472786,864PRN DFND4786,86400
OXFORD INDS INCCOM6914973096,75776,146PRN DFND476,14600
OXFORD INDS INCCOM69149730913146PRN DFND114600
OXFORD INDS INCCOM6914973092242,523PRN DFND32,52300
PACIFIC BIOSCIENCES CALIF INCOM69404D10810222,966PRN DFND322,96600
PACIFIC PREMIER BANCORPCOM69478X1057,162244,934PRN DFND1244,93400
PACIRA BIOSCIENCES INCCOM69512710083414,300PRN DFND414,30000
PACIRA BIOSCIENCES INCCOM695127100231PRN DFND13100
PACKAGING CORP AMERCOM6951561091,56811,400PRN DFND411,40000
PACKAGING CORP AMERCOM6951561091791,299PRN DFND31,29900
PACKAGING CORP AMERCOM69515610913,802100,378PRN DFND1100,37800
PACTIV EVERGREEN INCCOM69526K10526726,800PRN DFND426,80000
PACWEST BANCORP DELCOM69526310367225,200PRN DFND425,20000
PACWEST BANCORP DELCOM695263103274PRN DFND17400
PALO ALTO NETWORKS INCCOM69743510513,60027,534PRN DFND427,53400
PALO ALTO NETWORKS INCCOM6974351051,8093,663PRN DFND13,66300
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD715,9628,496,000PRN DFND28,496,00000
PALO ALTO NETWORKS INCNOTE 0.750% 7/0697435AD784,43544,942,000PRN DFND344,942,00000
PAN AMERN SILVER CORPCOM69790010868434,784PRN DFND134,78400
PARAMOUNT GLOBALCLASS B COM92556H2061,19248,300PRN DFND148,30000
PARAMOUNT GROUP INCCOM69924R10844962,100PRN DFND462,10000
PARK AEROSPACE CORPCOM70014A10429022,700PRN DFND422,70000
PARK HOTELS & RESORTS INCCOM70051710551537,931PRN DFND437,93100
PARSONS CORP DELNOTE 0.250% 8/170202LAB83,2723,090,000PRN DFND23,090,00000
PARSONS CORP DELNOTE 0.250% 8/170202LAB817,82316,834,000PRN DFND316,834,00000
PASSAGE BIO INCCOM7027121002510,700PRN DFND410,70000
PASSAGE BIO INCCOM702712100104,148PRN DFND14,14800
PATTERSON COS INCCOM7033951031,38645,755PRN DFND145,75500
PATTERSON-UTI ENERGY INCCOM70348110161539,022PRN DFND239,02200
PATTERSON-UTI ENERGY INCCOM703481101143PRN DFND14300
PAVMED INCCOM70387R1061414,815PRN DFND114,81500
PAYA HOLDINGS INCCOM CL A70434P1037010,600PRN DFND410,60000
PAYCHEX INCCOM7043261073182,796PRN DFND42,79600
PAYCHEX INCCOM704326107102900PRN DFND390000
PAYCHEX INCCOM7043261076015,279PRN DFND15,27900
PAYCOM SOFTWARE INCCOM70432V1026,41822,910PRN DFND122,91000
PAYCOM SOFTWARE INCCOM70432V10243,486155,239PRN DFND4155,23900
PAYLOCITY HLDG CORPCOM70438V106316PRN DFND41600
PAYLOCITY HLDG CORPCOM70438V1063,03617,407PRN DFND117,40700
PAYLOCITY HLDG CORPCOM70438V106108622PRN DFND362200
PAYPAL HLDGS INCCOM70450Y1038121PRN DFND112100
PAYPAL HLDGS INCCOM70450Y10354,312777,669PRN DFND4777,66900
PAYPAL HLDGS INCCOM70450Y1035067,239PRN DFND27,23900
PAYPAL HLDGS INCCOM70450Y10348685PRN DFND368500
PAYSAFE LIMITEDORDG6964L1074925,228PRN DFND325,22800
PBF ENERGY INCCL A69318G10628959PRN DFND395900
PBF ENERGY INCCL A69318G106144PRN DFND44400
PBF ENERGY INCCL A69318G1069,683333,680PRN DFND1333,68000
PDC ENERGY INCCOM69327R10190014,600PRN DFND414,60000
PDC ENERGY INCCOM69327R1016,480105,175PRN DFND1105,17500
PEBBLEBROOK HOTEL TRNOTE 1.750%12/170509VAA84,0194,450,000PRN DFND34,450,00000
PEGASYSTEMS INCCOM7055731032926,100PRN DFND46,10000
PEGASYSTEMS INCCOM7055731031,06422,236PRN DFND122,23600
PEMBINA PIPELINE CORPCOM706327103411,155PRN DFND11,15500
PEMBINA PIPELINE CORPCOM7063271033,587101,700PRN DFND4101,70000
PENNYMAC FINL SVCS INC NEWCOM70932M1076,326144,734PRN DFND4144,73400
PENNYMAC FINL SVCS INC NEWCOM70932M1071172,680PRN DFND12,68000
PENSKE AUTOMOTIVE GRP INCCOM70959W1033773,600PRN DFND43,60000
PENSKE AUTOMOTIVE GRP INCCOM70959W1032,00119,113PRN DFND119,11300
PENSKE AUTOMOTIVE GRP INCCOM70959W10319183PRN DFND318300
PENTAIR PLCSHSG7S00T104492PRN DFND19200
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PENUMBRA INCCOM70975L1071,28410,310PRN DFND110,31000
PEPSICO INCCOM713448108165,065990,431PRN DFND4990,43100
PEPSICO INCCOM7134481082,52215,134PRN DFND215,13400
PEPSICO INCCOM713448108102614PRN DFND361400
PEPSICO INCCOM7134481082,05312,321PRN DFND112,32100
PERDOCEO ED CORPCOM71363P10639133,200PRN DFND433,20000
PERDOCEO ED CORPCOM71363P106322,715PRN DFND12,71500
PERFICIENT INCCOM71375U10160656PRN DFND165600
PERFICIENT INCCOM71375U1012382,600PRN DFND42,60000
PERFORMANCE FOOD GROUP COCOM71377A1035,351116,373PRN DFND1116,37300
PERIMETER SOLUTIONS SACOMMON STOCKL7579L10625423,462PRN DFND423,46200
PERION NETWORK LTDSHS NEWM7867311419010,469PRN DFND410,46900
PERKINELMER INCCOM7140461098,12257,108PRN DFND157,10800
PETCO HEALTH & WELLNESS CO ICOM71601V105855,743PRN DFND35,74300
PETCO HEALTH & WELLNESS CO ICOM71601V10529620,070PRN DFND120,07000
PETIQ INCCOM CL A71639T10628416,900PRN DFND416,90000
PETMED EXPRESS INCCOM7163821064,324217,281PRN DFND4217,28100
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V10146,0344,330,559PRN DFND44,330,55900
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PFIZER INCCOM7170811033,57268,130PRN DFND268,13000
PFIZER INCCOM7170811033,66169,829PRN DFND169,82900
PFIZER INCCOM71708110336,794701,778PRN DFND4701,77800
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PG&E CORPCOM69331C10841441,500PRN DFND441,50000
PG&E CORPCOM69331C1089946PRN DFND194600
PHILIP MORRIS INTL INCCOM7181721099759,873PRN DFND49,87300
PHILIP MORRIS INTL INCCOM7181721091161,175PRN DFND31,17500
PHILLIPS 66COM7185461043,88647,396PRN DFND447,39600
PHILLIPS 66COM71854610419PRN DFND1900
PHOTRONICS INCCOM719405102211,090PRN DFND11,09000
PHOTRONICS INCCOM71940510259030,300PRN DFND430,30000
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PIEDMONT OFFICE REALTY TR INCOM CL A72019020615,8561,208,568PRN DFND41,208,56800
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PILGRIMS PRIDE CORPCOM72147K1081093,500PRN DFND43,50000
PILGRIMS PRIDE CORPCOM72147K1082,38776,427PRN DFND176,42700
PINDUODUO INCSPONSORED ADS72230410236,508590,745PRN DFND4590,74500
PINDUODUO INCSPONSORED ADS72230410210,102163,460PRN DFND3163,46000
PINNACLE FINL PARTNERS INCCOM72346Q1042,85939,534PRN DFND139,53400
PINNACLE WEST CAP CORPCOM7234841011011,381PRN DFND11,38100
PINNACLE WEST CAP CORPCOM7234841011,62322,200PRN DFND422,20000
PIONEER NAT RES COCOM72378710713PRN DFND3300
PIONEER NAT RES COCOM72378710714,33364,249PRN DFND464,24900
PIONEER NAT RES COCOM72378710715,13367,837PRN DFND167,83700
PIONEER NAT RES COCOM7237871072,73712,270PRN DFND212,27000
PITNEY BOWES INCCOM7244791003610,015PRN DFND110,01500
PJT PARTNERS INCCOM CL A69343T10721292PRN DFND129200
PJT PARTNERS INCCOM CL A69343T1075,24374,600PRN DFND474,60000
PLAINS GP HLDGS L PLTD PARTNR INT A72651A207928,935PRN DFND38,93500
PLAINS GP HLDGS L PLTD PARTNR INT A72651A20714614,150PRN DFND114,15000
PLANET FITNESS INCCL A72703H1014,74069,691PRN DFND169,69100
PLANET FITNESS INCCL A72703H1013885,700PRN DFND45,70000
PLANET FITNESS INCCL A72703H10110,475154,019PRN DFND2154,01900
PLANET FITNESS INCCL A72703H1012263,328PRN DFND33,32800
PLANET LABS PBCCOM CL A72703X10640192,500PRN DFND492,50000
PLANTRONICS INC NEWCOM72749310836,901929,961PRN DFND3929,96100
PLAYTIKA HLDG CORPCOM72815L1071,20190,747PRN DFND490,74700
PLAYTIKA HLDG CORPCOM72815L10723117,464PRN DFND317,46400
PLEXUS CORPCOM7291321002,30529,369PRN DFND129,36900
PLUG POWER INCCOM NEW72919P2027406PRN DFND140600
PLUG POWER INCCOM NEW72919P20240024,161PRN DFND424,16100
PNC FINL SVCS GROUP INCCOM6934751051831,158PRN DFND31,15800
PNC FINL SVCS GROUP INCCOM6934751051,87811,901PRN DFND411,90100
PNC FINL SVCS GROUP INCCOM69347510526162PRN DFND116200
POINTS COM INCCOM73085G1092309,200PRN DFND49,20000
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POOL CORPCOM73278L1059982,841PRN DFND32,84100
POOL CORPCOM73278L1058,52524,273PRN DFND424,27300
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POPULAR INCCOM NEW73317470054703PRN DFND170300
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PORTLAND GEN ELEC COCOM NEW7365088472,00141,400PRN DFND441,40000
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POST HLDGS INCCOM7374461048,847107,426PRN DFND1107,42600
POST HLDGS INCCOM7374461047,56091,800PRN DFND491,80000
POTLATCHDELTIC CORPORATIONCOM73763010351311,600PRN DFND411,60000
POWER INTEGRATIONS INCCOM7392761037,35298,013PRN DFND198,01300
POWER INTEGRATIONS INCCOM7392761032,97039,600PRN DFND439,60000
POWER INTEGRATIONS INCCOM7392761031331,776PRN DFND31,77600
POWER REITCOM73933H10151240,220PRN DFND440,22000
PPG INDS INCCOM6935061071891,652PRN DFND21,65200
PPG INDS INCCOM69350610716,109140,890PRN DFND4140,89000
PPL CORPCOM69351T1061,56857,800PRN DFND457,80000
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PPL CORPCOM69351T1063,490128,630PRN DFND1128,63000
PREMIER INCCL A74051N1025130PRN DFND113000
PREMIER INCCL A74051N10236010,090PRN DFND310,09000
PREMIER INCCL A74051N10284923,800PRN DFND423,80000
PRESTIGE CONSMR HEALTHCARE ICOM74112D1015,84099,326PRN DFND199,32600
PRESTIGE CONSMR HEALTHCARE ICOM74112D101731,244PRN DFND31,24400
PRESTIGE CONSMR HEALTHCARE ICOM74112D1017,915134,602PRN DFND4134,60200
PRICE T ROWE GROUP INCCOM74144T1082392,105PRN DFND42,10500
PRICE T ROWE GROUP INCCOM74144T10879695PRN DFND169500
PRIMERICA INCCOM74164M1083,05025,486PRN DFND125,48600
PRIMERICA INCCOM74164M1081431,195PRN DFND31,19500
PRIMERICA INCCOM74164M1081801,500PRN DFND41,50000
PRIMO WATER CORPORATIONCOM74167P1085,762430,680PRN DFND1430,68000
PRIMO WATER CORPORATIONCOM74167P10887865,600PRN DFND465,60000
PRIMORIS SVCS CORPCOM74164F10379436,500PRN DFND436,50000
PRINCIPAL FINANCIAL GROUP INCOM74251V1022,09531,367PRN DFND431,36700
PRINCIPAL FINANCIAL GROUP INCOM74251V10218276PRN DFND127600
PRIVIA HEALTH GROUP INCCOM74276R1022047,000PRN DFND47,00000
PRIVIA HEALTH GROUP INCCOM74276R10206PRN DFND1600
PROCTER AND GAMBLE COCOM7427181094783,323PRN DFND13,32300
PROCTER AND GAMBLE COCOM7427181092771,924PRN DFND31,92400
PROCTER AND GAMBLE COCOM7427181092,56317,827PRN DFND217,82700
PROCTER AND GAMBLE COCOM74271810976,815534,217PRN DFND4534,21700
PROGRESS SOFTWARE CORPCOM7433121004449,800PRN DFND49,80000
PROGRESS SOFTWARE CORPCOM7433121001,11824,687PRN DFND124,68700
PROGRESS SOFTWARE CORPNOTE 1.000% 4/1743312AB65,0935,264,000PRN DFND25,264,00000
PROGRESS SOFTWARE CORPNOTE 1.000% 4/1743312AB626,23927,120,000PRN DFND327,120