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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 49,149 281,189 SH   SOLE 989,189 0 0
3M CO COM 88579Y101 8,740 50,000 SH Put DFND 50,000 0 0
3M CO COM 88579Y101 3,079 17,616 SH   DFND 4 17,616 0 0
ABBOTT LABS COM 002824100 5,146 47,001 SH   DFND 4 47,001 0 0
ABBOTT LABS COM 002824100 27,546 252,715 SH   SOLE 253,156 0 0
ABBVIE INC COM 00287Y109 5,799 54,120 SH   DFND 4 54,120 0 0
ABBVIE INC COM 00287Y109 104,890 978,908 SH   SOLE 1,982,911 0 0
ABIOMED INC COM 003654100 385 1,188 SH   DFND 4 1,188 0 0
ABIOMED INC COM 003654100 2,073 6,394 SH   SOLE 6,394 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,390 16,806 SH   DFND 4 16,806 0 0
ACTIVISION BLIZZARD INC COM 00507V109 10,876 117,135 SH   SOLE 117,134 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,901 20,469 SH   DFND 4 20,469 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 55,935 111,843 SH   SOLE 112,370 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 2,428 4,855 SH   DFND 3 4,855 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 6,371 12,739 SH   DFND 4 12,739 0 0
ADT INC DEL COM 00090Q103 5,362 683,057 SH   SOLE 683,057 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 296 1,880 SH   DFND 4 1,880 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,512 9,599 SH   SOLE 9,599 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,907 31,696 SH   DFND 4 31,696 0 0
ADVANCED MICRO DEVICES INC COM 007903107 15,879 172,606 SH   SOLE 172,602 0 0
ADVANCED MICRO DEVICES INC NOTE 2.125% 9/0 007903BD8 44,910 3,921,000 PRN   DFND 0 3,921,000 0
AECOM COM 00766T100 5,516 110,808 SH   SOLE 110,808 0 0
AENZA S.A.A SPONSORED ADS 00776D103 7,221 3,122,961 SH   DFND 5 3,122,961 0 0
AES CORP COM 00130H105 408 17,352 SH   DFND 4 17,352 0 0
AES CORP COM 00130H105 2,257 96,043 SH   SOLE 96,043 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 4,729 46,363 SH   SOLE 46,363 0 0
AFLAC INC COM 001055102 901 20,261 SH   DFND 4 20,261 0 0
AFLAC INC COM 001055102 4,108 93,364 SH   SOLE 93,364 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 969 8,178 SH   DFND 4 8,178 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 11,822 99,772 SH   SOLE 99,772 0 0
AGNICO EAGLE MINES LTD COM 008474108 143,407 2,033,853 SH   SOLE 2,033,850 0 0
AIR LEASE CORP CL A 00912X302 4,345 97,816 SH   SOLE 97,814 0 0
AIR PRODS & CHEMS INC COM 009158106 1,865 6,826 SH   DFND 4 6,826 0 0
AIR PRODS & CHEMS INC COM 009158106 38,095 139,542 SH   SOLE 139,542 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,993 28,507 SH   SOLE 28,503 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 451 4,291 SH   DFND 4 4,291 0 0
ALBEMARLE CORP COM 012653101 414 2,806 SH   DFND 4 2,806 0 0
ALBEMARLE CORP COM 012653101 2,261 15,327 SH   SOLE 15,327 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 562 3,156 SH   DFND 4 3,156 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,174 17,809 SH   SOLE 17,809 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 895 5,726 SH   DFND 4 5,726 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 5,564 35,612 SH   SOLE 35,614 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 178,558 10,847,995 SH   SOLE 8,337,127 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,107 9,053 SH   DFND 9,053 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 231 993 SH   DFND 3 993 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 232 996 SH   SOLE 298 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,018 1,905 SH   DFND 4 1,905 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,597 8,602 SH   SOLE 8,602 0 0
ALLEGION PLC ORD SHS G0176J109 305 2,618 SH   DFND 4 2,618 0 0
ALLIANT ENERGY CORP COM 018802108 1,821 35,339 SH   SOLE 35,339 0 0
ALLIANT ENERGY CORP COM 018802108 408 7,913 SH   DFND 4 7,913 0 0
ALLSTATE CORP COM 020002101 1,027 9,345 SH   DFND 4 9,345 0 0
ALLSTATE CORP COM 020002101 20,513 186,601 SH   SOLE 186,601 0 0
ALLY FINL INC COM 02005N100 25,333 710,404 SH   SOLE 710,393 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 572 4,401 SH   SOLE 4,401 0 0
ALPHABET INC CAP STK CL C 02079K107 21,588 12,315 SH   DFND 12,315 0 0
ALPHABET INC CAP STK CL C 02079K107 567 324 SH   DFND 3 324 0 0
ALPHABET INC CAP STK CL C 02079K107 13,496 7,704 SH   DFND 4 7,704 0 0
ALPHABET INC CAP STK CL C 02079K107 212,803 121,471 SH   SOLE 121,484 0 0
ALPHABET INC CAP STK CL A 02079K305 375 214 SH   DFND 3 214 0 0
ALPHABET INC CAP STK CL A 02079K305 13,997 7,986 SH   DFND 4 7,986 0 0
ALPHABET INC CAP STK CL A 02079K305 436 249 SH   DFND 249 0 0
ALPHABET INC CAP STK CL A 02079K305 267,894 152,851 SH   SOLE 152,980 0 0
ALTERYX INC NOTE 0.500% 6/0 02156BAB9 3,233 1,172,000 PRN   DFND 0 1,172,000 0
ALTRIA GROUP INC COM 02209S103 2,322 56,644 SH   DFND 4 56,644 0 0
ALTRIA GROUP INC COM 02209S103 107,272 2,616,390 SH   SOLE 2,616,390 0 0
AMAZON COM INC COM 023135106 22,353 6,859 SH   DFND 6,859 0 0
AMAZON COM INC COM 023135106 32,458 9,965 SH   DFND 3 9,965 0 0
AMAZON COM INC COM 023135106 36,865 11,319 SH   DFND 4 11,319 0 0
AMAZON COM INC COM 023135106 961,444 295,200 SH   SOLE 295,842 0 0
AMBEV SA SPONSORED ADR 02319V103 78 25,600 SH   DFND 25,600 0 0
AMCOR PLC ORD G0250X107 569 48,321 SH   DFND 4 48,321 0 0
AMDOCS LTD SHS G02602103 4,398 62,005 SH   SOLE 111,919 0 0
AMEDISYS INC COM 023436108 2,411 8,219 SH   SOLE 8,220 0 0
AMERCO COM 023586100 1,138 2,507 SH   SOLE 2,507 0 0
AMEREN CORP COM 023608102 585 7,496 SH   DFND 4 7,496 0 0
AMEREN CORP COM 023608102 3,265 41,827 SH   SOLE 41,826 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,766 111,985 SH   DFND 3 111,985 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 216 13,722 SH   DFND 4 13,722 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 550 34,876 SH   SOLE 34,847 0 0
AMERICAN ELEC PWR CO INC COM 025537101 1,270 15,254 SH   DFND 4 15,254 0 0
AMERICAN ELEC PWR CO INC COM 025537101 5,845 70,193 SH   SOLE 70,193 0 0
AMERICAN EXPRESS CO COM 025816109 41,420 342,569 SH   SOLE 342,569 0 0
AMERICAN EXPRESS CO COM 025816109 226 1,869 SH   DFND 3 1,869 0 0
AMERICAN EXPRESS CO COM 025816109 2,100 17,365 SH   DFND 4 17,365 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 438 4,999 SH   SOLE 5,137 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 41,573 1,098,072 SH   SOLE 1,098,069 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 875 23,113 SH   DFND 4 23,113 0 0
AMERICAN TOWER CORP NEW COM 03027X100 503 2,241 SH   DFND 3 2,241 0 0
AMERICAN TOWER CORP NEW COM 03027X100 2,652 11,817 SH   DFND 4 11,817 0 0
AMERICAN TOWER CORP NEW COM 03027X100 14,679 65,397 SH   SOLE 65,396 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 733 4,779 SH   DFND 4 4,779 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 14,373 93,653 SH   SOLE 93,653 0 0
AMERICOLD RLTY TR COM 03064D108 684 18,323 SH   SOLE 18,319 0 0
AMERIPRISE FINL INC COM 03076C106 705 3,630 SH   DFND 4 3,630 0 0
AMERIPRISE FINL INC COM 03076C106 7,135 36,715 SH   SOLE 36,627 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,077 21,246 SH   SOLE 21,246 0 0
AMERISOURCEBERGEN CORP COM 03073E105 379 3,876 SH   DFND 4 3,876 0 0
AMETEK INC COM 031100100 20,473 169,282 SH   SOLE 169,282 0 0
AMETEK INC COM 031100100 733 6,061 SH   DFND 4 6,061 0 0
AMGEN INC COM 031162100 4,100 17,834 SH   DFND 4 17,834 0 0
AMGEN INC COM 031162100 36,209 157,486 SH   SOLE 157,488 0 0
AMPHENOL CORP NEW CL A 032095101 1,032 7,894 SH   DFND 4 7,894 0 0
AMPHENOL CORP NEW CL A 032095101 11,771 90,013 SH   SOLE 90,013 0 0
ANALOG DEVICES INC COM 032654105 1,188 8,045 SH   DFND 4 8,045 0 0
ANALOG DEVICES INC COM 032654105 7,769 52,589 SH   SOLE 52,589 0 0
ANAPLAN INC COM 03272L108 33,870 471,399 SH   SOLE 471,403 0 0
ANSYS INC COM 03662Q105 820 2,254 SH   DFND 4 2,254 0 0
ANSYS INC COM 03662Q105 4,471 12,290 SH   SOLE 12,290 0 0
ANTHEM INC COM 036752103 2,109 6,568 SH   DFND 4 6,568 0 0
ANTHEM INC COM 036752103 10,548 32,851 SH   SOLE 32,852 0 0
AON PLC SHS CL A G0403H108 934 4,422 SH   DFND 4 4,422 0 0
APACHE CORP COM 037411105 155 10,912 SH   DFND 4 10,912 0 0
APOLLO GLOBAL MGMT INC COM CL A 03768E105 13,683 279,359 SH   SOLE 279,353 0 0
APPLE INC COM 037833100 32,370 243,800 SH   DFND 243,800 0 0
APPLE INC COM 037833100 1,359 10,242 SH   DFND 3 10,242 0 0
APPLE INC COM 037833100 56,254 423,948 SH   DFND 4 423,948 0 0
APPLE INC COM 037833100 2,098,375 15,814,114 SH   SOLE 15,812,396 0 0
APPLIED MATLS INC COM 038222105 2,073 24,024 SH   DFND 4 24,024 0 0
APPLIED MATLS INC COM 038222105 71,691 830,718 SH   SOLE 830,714 0 0
APTARGROUP INC COM 038336103 650 4,748 SH   SOLE 4,746 0 0
APTIV PLC SHS G6095L109 925 7,103 SH   DFND 4 7,103 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,820 105,905 SH   SOLE 105,905 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 861 17,082 SH   DFND 4 17,082 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,051 80,361 SH   SOLE 80,361 0 0
ARISTA NETWORKS INC COM 040413106 423 1,455 SH   DFND 4 1,455 0 0
ARISTA NETWORKS INC COM 040413106 2,240 7,709 SH   SOLE 7,709 0 0
ARROW ELECTRS INC COM 042735100 2,487 25,560 SH   SOLE 25,560 0 0
ASML HOLDING N V N Y REGISTRY SHS N07059210 555 1,138 SH   DFND 3 1,138 0 0
ASSURANT INC COM 04621X108 215 1,575 SH   DFND 4 1,575 0 0
ASSURANT INC COM 04621X108 1,143 8,391 SH   SOLE 8,391 0 0
ASSURED GUARANTY LTD COM G0585R106 7,873 250,016 SH   SOLE 250,016 0 0
AT&T INC COM 00206R102 6,285 218,536 SH   DFND 4 218,536 0 0
AT&T INC COM 00206R102 87,996 3,059,666 SH   SOLE 1,953,658 0 0
AT&T INC COM 00206R102 402 13,978 SH   DFND 3 13,978 0 0
ATHENE HOLDING LTD CL A G0684D107 763 17,687 SH   SOLE 17,690 0 0
ATMOS ENERGY CORP COM 049560105 373 3,907 SH   DFND 4 3,907 0 0
ATMOS ENERGY CORP COM 049560105 2,216 23,221 SH   SOLE 23,225 0 0
AUTODESK INC COM 052769106 1,791 5,865 SH   DFND 4 5,865 0 0
AUTODESK INC COM 052769106 14,158 46,368 SH   SOLE 46,366 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,303 13,070 SH   DFND 4 13,070 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 14,882 84,461 SH   SOLE 84,461 0 0
AUTOZONE INC COM 053332102 725 612 SH   DFND 4 612 0 0
AUTOZONE INC COM 053332102 22,702 19,151 SH   SOLE 19,151 0 0
AVALONBAY CMNTYS INC COM 053484101 588 3,664 SH   DFND 4 3,664 0 0
AVALONBAY CMNTYS INC COM 053484101 3,167 19,741 SH   SOLE 19,741 0 0
AVANGRID INC COM 05351W103 525 11,551 SH   SOLE 11,554 0 0
AVERY DENNISON CORP COM 053611109 1,871 12,062 SH   SOLE 12,062 0 0
AVERY DENNISON CORP COM 053611109 338 2,179 SH   DFND 4 2,179 0 0
AXIS CAP HLDGS LTD SHS G0692U109 510 10,121 SH   SOLE 10,120 0 0
AXON ENTERPRISE INC COM 05464C101 1,718 14,021 SH   SOLE 14,021 0 0
B2GOLD CORP COM 11777Q209 7,894 1,409,643 SH   SOLE 1,409,716 0 0
BAIDU INC SPON ADR REP A 056752108 201 915 SH   DFND 915 0 0
BAKER HUGHES COMPANY CL A 05722G100 449 21,512 SH   DFND 4 21,512 0 0
BAKER HUGHES COMPANY CL A 05722G100 2,023 97,026 SH   SOLE 97,026 0 0
BALL CORP COM 058498106 808 8,676 SH   DFND 4 8,676 0 0
BALL CORP COM 058498106 71,729 769,790 SH   SOLE 309,823 0 0
BANK MONTREAL QUE COM 063671101 1,027,328 13,512,141 SH   SOLE 14,015,016 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,048 24,693 SH   DFND 4 24,693 0 0
BANK NEW YORK MELLON CORP COM 064058100 72,141 1,699,835 SH   SOLE 1,699,827 0 0
BANK NOVA SCOTIA B C COM 064149107 4,095 75,777 SH   DFND 3 75,777 0 0
BANK OZK COM 06417N103 581 18,580 SH   SOLE 18,496 0 0
BARCLAYS PLC ADR 06738E204 709 88,736 SH   DFND 3 88,736 0 0
BARRICK GOLD CORP COM 067901108 345,189 15,153,161 SH   SOLE 15,153,150 0 0
BAUSCH HEALTH COS INC COM 071734107 50,980 2,450,962 SH   SOLE 2,450,940 0 0
BAXTER INTL INC COM 071813109 1,085 13,523 SH   DFND 4 13,523 0 0
BAXTER INTL INC COM 071813109 34,876 434,646 SH   SOLE 406,653 0 0
BCE INC COM NEW 05534B760 551 12,874 SH   DFND 3 12,874 0 0
BCE INC COM NEW 05534B760 591,923 13,829,976 SH   SOLE 15,381,836 0 0
BCE INC COM NEW 05534B760 4,280 100,000 SH Put DFND 100,000 0 0
BECTON DICKINSON & CO COM 075887109 205 819 SH   DFND 3 819 0 0
BECTON DICKINSON & CO COM 075887109 56,512 225,849 SH   SOLE 226,047 0 0
BECTON DICKINSON & CO COM 075887109 1,902 7,603 SH   DFND 4 7,603 0 0
BERKLEY W R CORP COM 084423102 296 4,458 SH   DFND 4 4,458 0 0
BERKLEY W R CORP COM 084423102 28,060 422,463 SH   SOLE 422,465 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 339 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,302 53,025 SH   DFND 53,025 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 340 1,466 SH   DFND 3 1,466 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,979 51,663 SH   DFND 4 51,663 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 230,579 994,432 SH   SOLE 994,482 0 0
BEST BUY INC COM 086516101 701 7,024 SH   DFND 4 7,024 0 0
BEST BUY INC COM 086516101 27,172 272,292 SH   SOLE 272,292 0 0
BIO RAD LABS INC CL A 090572207 321 551 SH   DFND 4 551 0 0
BIO RAD LABS INC CL A 090572207 2,411 4,136 SH   SOLE 4,136 0 0
BIOGEN INC COM 09062X103 5,328 21,759 SH   SOLE 21,759 0 0
BIOGEN INC COM 09062X103 999 4,080 SH   DFND 4 4,080 0 0
BK OF AMERICA CORP COM 060505104 261 8,611 SH   DFND 3 8,611 0 0
BK OF AMERICA CORP COM 060505104 6,126 202,118 SH   DFND 4 202,118 0 0
BK OF AMERICA CORP COM 060505104 219,656 7,246,981 SH   SOLE 6,816,233 0 0
BK OF AMERICA CORP COM 060505104 16,216 535,000 SH Call DFND 535,000 0 0
BK OF AMERICA CORP COM 060505104 9,396 310,000 SH Put DFND 310,000 0 0
BLACK KNIGHT INC COM 09215C105 579 6,553 SH   SOLE 6,555 0 0
BLACKBERRY LTD COM 09228F103 4,711 710,558 SH   SOLE 710,524 0 0
BLACKROCK INC COM 09247X101 54,307 75,266 SH   SOLE 1,224,762 0 0
BLACKROCK INC COM 09247X101 730 1,012 SH   DFND 3 1,012 0 0
BLACKROCK INC COM 09247X101 3,175 4,401 SH   DFND 4 4,401 0 0
BOEING CO COM 097023105 94,003 439,143 SH   SOLE 439,144 0 0
BOEING CO COM 097023105 2,999 14,012 SH   DFND 4 14,012 0 0
BOK FINL CORP COM NEW 05561Q201 3,424 50,000 SH   SOLE 50,000 0 0
BOOKING HOLDINGS INC COM 09857L108 503 226 SH   DFND 226 0 0
BOOKING HOLDINGS INC COM 09857L108 2,403 1,079 SH   DFND 4 1,079 0 0
BOOKING HOLDINGS INC COM 09857L108 43,427 19,498 SH   SOLE 19,546 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 580 6,653 SH   SOLE 6,655 0 0
BORGWARNER INC COM 099724106 259 6,691 SH   DFND 4 6,691 0 0
BORGWARNER INC COM 099724106 1,337 34,601 SH   SOLE 34,601 0 0
BOSTON BEER INC CL A 100557107 1,031 1,037 SH   SOLE 1,037 0 0
BOSTON PROPERTIES INC COM 101121101 1,894 20,036 SH   SOLE 20,036 0 0
BOSTON PROPERTIES INC COM 101121101 354 3,747 SH   DFND 4 3,747 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,375 38,244 SH   DFND 4 38,244 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,297 202,977 SH   SOLE 202,604 0 0
BRIGHTHOUSE FINL INC COM 10922N103 4,171 115,205 SH   SOLE 115,207 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 1,008 16,250 SH   DFND 3 16,250 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 4,294 69,224 SH   DFND 4 69,224 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 85,449 1,377,544 SH   SOLE 1,377,544 0 0
BROADCOM INC COM 11135F101 4,707 10,750 SH   DFND 4 10,750 0 0
BROADCOM INC COM 11135F101 138,100 315,405 SH   SOLE 344,405 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 465 3,037 SH   DFND 4 3,037 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,128 20,418 SH   SOLE 20,420 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 750,111 18,175,697 SH   SOLE 18,175,650 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 255 6,179 SH   DFND 3 6,179 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 428 8,664 SH   DFND 3 8,664 0 0
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 9,787 167,959 SH   SOLE 167,952 0 0
BROWN & BROWN INC COM 115236101 635 13,394 SH   SOLE 13,403 0 0
BROWN FORMAN CORP CL A 115637100 1,606 21,859 SH   SOLE 21,859 0 0
BROWN FORMAN CORP CL B 115637209 390 4,905 SH   DFND 4 4,905 0 0
BROWN FORMAN CORP CL B 115637209 2,141 26,955 SH   SOLE 26,955 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 395 4,212 SH   DFND 4 4,212 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,391 25,471 SH   SOLE 25,474 0 0
CABOT CORP COM 127055101 808 18,004 SH   SOLE 18,004 0 0
CABOT OIL & GAS CORP COM 127097103 1,407 86,425 SH   SOLE 86,435 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,009 7,397 SH   DFND 4 7,397 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 21,376 156,680 SH   SOLE 156,390 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 15,944 116,795 SH   DFND 116,795 0 0
CADIZ INC COM NEW 127537207 533 50,047 SH   SOLE 50,047 0 0
CAE INC COM 124765108 16,052 578,659 SH   SOLE 578,650 0 0
CAMECO CORP COM 13321L108 44,815 3,344,403 SH   SOLE 3,344,386 0 0
CAMPBELL SOUP CO COM 134429109 238 4,916 SH   DFND 4 4,916 0 0
CAMPBELL SOUP CO COM 134429109 2,046 42,316 SH   SOLE 42,307 0 0
CANADIAN IMP BK COMM COM 136069101 1,147,650 13,427,518 SH   SOLE 13,314,624 0 0
CANADIAN NAT RES LTD COM 136385101 301,347 12,530,021 SH   SOLE 12,530,041 0 0
CANADIAN NATL RY CO COM 136375102 9,671 87,985 SH   DFND 87,985 0 0
CANADIAN NATL RY CO COM 136375102 716,791 6,525,180 SH   SOLE 6,525,180 0 0
CANADIAN PAC RY LTD COM 13645T100 432,126 1,246,433 SH   SOLE 1,246,434 0 0
CANOPY GROWTH CORP COM 138035100 44,043 1,787,459 SH   SOLE 1,787,471 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,214 12,285 SH   DFND 4 12,285 0 0
CAPITAL ONE FINL CORP COM 14040H105 5,567 56,318 SH   SOLE 56,314 0 0
CARDINAL HEALTH INC COM 14149Y108 481 8,981 SH   DFND 4 8,981 0 0
CARDINAL HEALTH INC COM 14149Y108 26,331 491,618 SH   SOLE 396,623 0 0
CARLYLE GROUP INC COM 14316J108 3,867 122,996 SH   SOLE 123,006 0 0
CARMAX INC COM 143130102 403 4,271 SH   DFND 4 4,271 0 0
CARMAX INC COM 143130102 2,240 23,714 SH   SOLE 23,714 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 413 19,069 SH   DFND 4 19,069 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,461 67,452 SH   SOLE 67,462 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 800 21,214 SH   DFND 4 21,214 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 39,848 1,056,416 SH   SOLE 1,056,416 0 0
CATALENT INC COM 148806102 2,443 23,475 SH   SOLE 23,475 0 0
CATALENT INC COM 148806102 441 4,238 SH   DFND 4 4,238 0 0
CATERPILLAR INC COM 149123101 2,616 14,373 SH   DFND 4 14,373 0 0
CATERPILLAR INC COM 149123101 54,692 300,473 SH   SOLE 300,471 0 0
CBOE GLOBAL MKTS INC COM 12503M108 276 2,966 SH   DFND 4 2,966 0 0
CBOE GLOBAL MKTS INC COM 12503M108 10,734 115,271 SH   SOLE 115,270 0 0
CBRE GROUP INC CL A 12504L109 556 8,859 SH   DFND 4 8,859 0 0
CBRE GROUP INC CL A 12504L109 7,752 123,597 SH   SOLE 123,597 0 0
CDW CORP COM 12514G108 388 2,987 SH   DFND 2,987 0 0
CDW CORP COM 12514G108 495 3,756 SH   DFND 4 3,756 0 0
CDW CORP COM 12514G108 8,036 60,976 SH   SOLE 60,977 0 0
CELANESE CORP DEL COM 150870103 469 3,609 SH   DFND 4 3,609 0 0
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CENOVUS ENERGY INC COM 15135U109 60,070 9,945,364 SH   SOLE 9,945,334 0 0
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CENOVUS ENERGY INC COM 15135U109 3,020 500,000 SH Call DFND 500,000 0 0
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CENTENE CORP DEL COM 15135B101 4,922 81,992 SH   SOLE 81,992 0 0
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CENTERPOINT ENERGY INC COM 15189T107 990 45,749 SH   SOLE 45,734 0 0
CERNER CORP COM 156782104 624 7,949 SH   DFND 4 7,949 0 0
CERNER CORP COM 156782104 3,402 43,349 SH   SOLE 43,349 0 0
CF INDS HLDGS INC COM 125269100 222 5,734 SH   DFND 4 5,734 0 0
CF INDS HLDGS INC COM 125269100 1,172 30,276 SH   SOLE 30,276 0 0
CHARLES RIV LABS INTL INC COM 159864107 11,041 44,189 SH   SOLE 44,190 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,553 3,859 SH   DFND 4 3,859 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 191,782 289,898 SH   SOLE 289,898 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 794 5,972 SH   DFND 4 5,972 0 0
CHENIERE ENERGY INC COM NEW 16411R208 551 9,179 SH   SOLE 9,183 0 0
CHEVRON CORP NEW COM 166764100 4,313 51,069 SH   DFND 4 51,069 0 0
CHEVRON CORP NEW COM 166764100 53,164 629,532 SH   SOLE 629,532 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,018 734 SH   DFND 4 734 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,527 3,986 SH   SOLE 87,730 0 0
CHUBB LIMITED COM H1467J104 2,157 14,011 SH   DFND 4 14,011 0 0
CHURCH & DWIGHT INC COM 171340102 8,821 101,060 SH   DFND 101,060 0 0
CHURCH & DWIGHT INC COM 171340102 593 6,803 SH   DFND 4 6,803 0 0
CHURCH & DWIGHT INC COM 171340102 9,067 103,943 SH   SOLE 44,022 0 0
CI FINL CORP COM 125491100 3,416 275,262 SH   SOLE 275,268 0 0
CIGNA CORP NEW COM 125523100 1,985 9,537 SH   DFND 4 9,537 0 0
CIGNA CORP NEW COM 125523100 29,239 140,451 SH   SOLE 140,451 0 0
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CINCINNATI FINL CORP COM 172062101 1,850 21,174 SH   SOLE 21,174 0 0
CINTAS CORP COM 172908105 818 2,314 SH   DFND 4 2,314 0 0
CINTAS CORP COM 172908105 4,434 12,545 SH   SOLE 12,545 0 0
CIRRUS LOGIC INC COM 172755100 6,535 79,501 SH   SOLE 79,501 0 0
CISCO SYS INC COM 17275R102 3,253 72,693 SH   DFND 3 72,693 0 0
CISCO SYS INC COM 17275R102 5,795 129,497 SH   DFND 4 129,497 0 0
CISCO SYS INC COM 17275R102 200,579 4,482,212 SH   SOLE 4,308,955 0 0
CITIGROUP INC COM NEW 172967424 268,869 4,360,509 SH   SOLE 4,361,966 0 0
CITIGROUP INC COM NEW 172967424 34,221 555,000 SH Call DFND 555,000 0 0
CITIGROUP INC COM NEW 172967424 3,402 55,171 SH   DFND 4 55,171 0 0
CITIGROUP INC COM NEW 172967424 490 7,947 SH   DFND 3 7,947 0 0
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CITIZENS FINL GROUP INC COM 174610105 475 13,282 SH   DFND 4 13,282 0 0
CITIZENS FINL GROUP INC COM 174610105 41,147 1,150,643 SH   SOLE 1,150,645 0 0
CITRIX SYS INC COM 177376100 419 3,224 SH   DFND 4 3,224 0 0
CITRIX SYS INC COM 177376100 5,289 40,653 SH   SOLE 40,656 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 9,461 4,845,000 PRN   DFND 0 4,845,000 0
CLOROX CO DEL COM 189054109 780 3,864 SH   DFND 4 3,864 0 0
CLOROX CO DEL COM 189054109 4,204 20,820 SH   SOLE 20,820 0 0
CLOUDFLARE INC CL A COM 18915M107 648 8,527 SH   SOLE 8,523 0 0
CME GROUP INC COM 12572Q105 2,017 11,080 SH   DFND 4 11,080 0 0
CME GROUP INC COM 12572Q105 56,179 308,591 SH   SOLE 308,590 0 0
CME GROUP INC COM 12572Q105 7,282 40,000 SH   DFND 0 40,000 0
CMS ENERGY CORP COM 125896100 2,472 40,518 SH   SOLE 40,518 0 0
CMS ENERGY CORP COM 125896100 472 7,730 SH   DFND 4 7,730 0 0
COCA COLA CO COM 191216100 6,552 119,482 SH   DFND 4 119,482 0 0
COCA COLA CO COM 191216100 272,031 4,960,449 SH   SOLE 6,327,295 0 0
COGNEX CORP COM 192422103 631 7,860 SH   SOLE 7,855 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,168 14,255 SH   DFND 4 14,255 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,202 75,680 SH   SOLE 75,726 0 0
COLGATE PALMOLIVE CO COM 194162103 2,232 26,097 SH   DFND 4 26,097 0 0
COLGATE PALMOLIVE CO COM 194162103 10,553 123,412 SH   SOLE 123,413 0 0
COLUMBIA SPORTSWEAR CO COM 198516106 551 6,306 SH   SOLE 6,310 0 0
COMCAST CORP NEW CL A 20030N101 370 7,061 SH   DFND 3 7,061 0 0
COMCAST CORP NEW CL A 20030N101 6,353 121,247 SH   DFND 4 121,247 0 0
COMCAST CORP NEW CL A 20030N101 76,654 1,462,863 SH   SOLE 1,462,850 0 0
COMERICA INC COM 200340107 220 3,939 SH   DFND 4 3,939 0 0
COMERICA INC COM 200340107 26,435 473,237 SH   SOLE 473,245 0 0
COMMERCE BANCSHARES INC COM 200525103 577 8,782 SH   SOLE 8,783 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 68,631 5,630,166 SH   DFND 5 5,630,166 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 16,930 1,388,843 SH   SOLE 1,388,815 0 0
COMPASS MINERALS INTL INC COM 20451N101 266 4,290 SH   DFND 4,290 0 0
CONAGRA BRANDS INC COM 205887102 544 14,990 SH   DFND 4 14,990 0 0
CONAGRA BRANDS INC COM 205887102 2,584 71,263 SH   SOLE 71,263 0 0
CONCHO RES INC COM 20605P101 301 5,151 SH   DFND 4 5,151 0 0
CONCHO RES INC COM 20605P101 6,381 109,357 SH   SOLE 109,361 0 0
CONOCOPHILLIPS COM 20825C104 1,141 28,527 SH   DFND 4 28,527 0 0
CONOCOPHILLIPS COM 20825C104 6,047 151,213 SH   SOLE 151,213 0 0
CONSOLIDATED EDISON INC COM 209115104 753 10,424 SH   DFND 4 10,424 0 0
CONSOLIDATED EDISON INC COM 209115104 3,996 55,293 SH   SOLE 55,293 0 0
CONSTELLATION BRANDS INC CL A 21036P108 217 1,003 SH   DFND 1,003 0 0
CONSTELLATION BRANDS INC CL A 21036P108 977 4,460 SH   DFND 4 4,460 0 0
CONSTELLATION BRANDS INC CL A 21036P108 65,034 296,891 SH   SOLE 296,891 0 0
COOPER COS INC COM NEW 216648402 470 1,295 SH   DFND 4 1,295 0 0
COOPER COS INC COM NEW 216648402 2,565 7,060 SH   SOLE 7,060 0 0
COPA HOLDINGS SA CL A P31076105 2,896 37,498 SH   SOLE 37,498 0 0
COPART INC COM 217204106 689 5,411 SH   DFND 4 5,411 0 0
COPART INC COM 217204106 3,814 29,972 SH   SOLE 30,002 0 0
CORELOGIC INC COM 21871D103 18,451 238,632 SH   SOLE 238,632 0 0
CORESITE RLTY CORP COM 21870Q105 601 4,797 SH   SOLE 4,796 0 0
CORNING INC COM 219350105 840 23,324 SH   DFND 4 23,324 0 0
CORNING INC COM 219350105 3,932 109,222 SH   SOLE 109,222 0 0
CORNING INC COM 219350105 1,249 34,694 SH   DFND 3 34,694 0 0
CORTEVA INC COM 22052L104 289 7,344 SH   DFND 7,344 0 0
CORTEVA INC COM 22052L104 768 19,833 SH   DFND 4 19,833 0 0
CORTEVA INC COM 22052L104 57,080 1,474,174 SH   SOLE 1,474,185 0 0
COSTAR GROUP INC COM 22160N109 45,170 48,870 SH   SOLE 48,870 0 0
COSTCO WHSL CORP NEW COM 22160K105 10,028 26,600 SH   DFND 26,600 0 0
COSTCO WHSL CORP NEW COM 22160K105 874 2,320 SH   DFND 3 2,065 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,409 11,702 SH   DFND 4 11,702 0 0
COSTCO WHSL CORP NEW COM 22160K105 80,489 213,623 SH   SOLE 225,624 0 0
COUPA SOFTWARE INC COM 22266L106 115,291 340,182 SH   SOLE 340,183 0 0
COUPA SOFTWARE INC NOTE 0.375% 1/1 22266LAB2 21,906 2,884,000 PRN   DFND 0 2,884,000 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 13,464 6,178,000 PRN   DFND 0 6,178,000 0
CRANE CO COM 224399105 3,597 46,317 SH   SOLE 46,315 0 0
CREDICORP LTD COM G2519Y108 223,839 1,364,706 SH   DFND 5 1,364,706 0 0
CREDICORP LTD COM G2519Y108 71,314 434,788 SH   SOLE 434,781 0 0
CRESCENT PT ENERGY CORP COM 22576C101 1,588 678,632 SH   SOLE 678,632 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,807 11,352 SH   DFND 4 11,352 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 10,280 64,577 SH   SOLE 64,578 0 0
CROWN HLDGS INC COM 228368106 9,064 90,459 SH   SOLE 90,459 0 0
CSX CORP COM 126408103 1,853 20,418 SH   DFND 4 20,418 0 0
CSX CORP COM 126408103 58,581 645,521 SH   SOLE 645,521 0 0
CUBESMART COM 229663109 614 18,268 SH   SOLE 18,257 0 0
CUMMINS INC COM 231021106 1,033 4,550 SH   DFND 4 4,550 0 0
CUMMINS INC COM 231021106 4,800 21,136 SH   SOLE 21,136 0 0
CURTISS WRIGHT CORP COM 231561101 1,897 16,304 SH   SOLE 16,304 0 0
CVS HEALTH CORP COM 126650100 2,725 39,903 SH   DFND 4 39,903 0 0
CVS HEALTH CORP COM 126650100 157,729 2,309,356 SH   SOLE 2,125,350 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 355 2,200 SH   DFND 4 2,200 0 0
CYRUSONE INC COM 23283R100 632 8,640 SH   SOLE 8,645 0 0
D R HORTON INC COM 23331A109 607 8,806 SH   DFND 4 8,806 0 0
D R HORTON INC COM 23331A109 41,990 609,257 SH   SOLE 609,257 0 0
DANAHER CORPORATION COM 235851102 13,093 58,905 SH   DFND 58,905 0 0
DANAHER CORPORATION COM 235851102 3,736 16,817 SH   DFND 4 16,817 0 0
DANAHER CORPORATION COM 235851102 80,955 364,432 SH   SOLE 364,432 0 0
DARDEN RESTAURANTS INC COM 237194105 399 3,348 SH   DFND 4 3,348 0 0
DARDEN RESTAURANTS INC COM 237194105 1,392 11,686 SH   SOLE 11,687 0 0
DATADOG INC CL A COM 23804L103 625 6,349 SH   SOLE 6,350 0 0
DAVITA INC COM 23918K108 220 1,871 SH   DFND 4 1,871 0 0
DAVITA INC COM 23918K108 4,271 36,380 SH   SOLE 36,380 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 150,091 3,746,650 SH   DFND 5 3,746,650 0 0
DEERE & CO COM 244199105 2,230 8,289 SH   DFND 4 8,289 0 0
DEERE & CO COM 244199105 46,169 171,600 SH   SOLE 171,600 0 0
DELL TECHNOLOGIES INC CL C 24703L202 5,684 77,555 SH   SOLE 77,553 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 661 16,427 SH   DFND 4 16,427 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 2,882 71,674 SH   SOLE 71,666 0 0
DENISON MINES CORP COM 248356107 8 12,365 SH   SOLE 12,365 0 0
DENTSPLY SIRONA INC COM 24906P109 308 5,879 SH   DFND 4 5,879 0 0
DENTSPLY SIRONA INC COM 24906P109 1,619 30,921 SH   SOLE 30,921 0 0
DESCARTES SYS GROUP INC COM 249906108 15,583 266,467 SH   SOLE 266,467 0 0
DEVON ENERGY CORP NEW COM 25179M103 165 10,435 SH   DFND 4 10,435 0 0
DEVON ENERGY CORP NEW COM 25179M103 856 54,143 SH   SOLE 54,143 0 0
DEXCOM INC COM 252131107 945 2,557 SH   DFND 4 2,557 0 0
DEXCOM INC COM 252131107 5,037 13,624 SH   SOLE 13,624 0 0
DIAMONDBACK ENERGY INC COM 25278X109 220 4,544 SH   DFND 4 4,544 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,083 22,376 SH   SOLE 22,376 0 0
DIGITAL RLTY TR INC COM 253868103 1,015 7,278 SH   DFND 4 7,278 0 0
DIGITAL RLTY TR INC COM 253868103 6,159 44,147 SH   SOLE 44,145 0 0
DISCOVER FINL SVCS COM 254709108 3,945 43,577 SH   SOLE 43,578 0 0
DISCOVER FINL SVCS COM 254709108 738 8,153 SH   DFND 4 8,153 0 0
DISCOVERY INC COM SER A 25470F104 683 22,699 SH   SOLE 22,699 0 0
DISCOVERY INC COM SER C 25470F302 204 7,808 SH   DFND 4 7,808 0 0
DISCOVERY INC COM SER C 25470F302 1,094 41,772 SH   SOLE 41,772 0 0
DISH NETWORK CORPORATION CL A 25470M109 228 7,046 SH   DFND 4 7,046 0 0
DISH NETWORK CORPORATION CL A 25470M109 1,132 35,003 SH   SOLE 35,003 0 0
DISNEY WALT CO COM 254687106 238 1,312 SH   DFND 1,312 0 0
DISNEY WALT CO COM 254687106 8,698 48,010 SH   DFND 4 48,010 0 0
DISNEY WALT CO COM 254687106 235,357 1,299,023 SH   SOLE 1,299,023 0 0
DOCUSIGN INC COM 256163106 69,107 310,873 SH   SOLE 310,871 0 0
DOLLAR GEN CORP NEW COM 256677105 1,365 6,493 SH   DFND 4 6,493 0 0
DOLLAR GEN CORP NEW COM 256677105 56,617 269,220 SH   SOLE 269,220 0 0
DOLLAR TREE INC COM 256746108 681 6,304 SH   DFND 4 6,304 0 0
DOLLAR TREE INC COM 256746108 4,121 38,143 SH   SOLE 38,145 0 0
DOMINION ENERGY INC COM 25746U109 16,708 222,181 SH   SOLE 222,182 0 0
DOMINION ENERGY INC COM 25746U109 1,878 24,977 SH   DFND 4 24,977 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 5,538 55,500 SH   DFND 0 55,500 0
DOMINOS PIZZA INC COM 25754A201 404 1,053 SH   DFND 4 1,053 0 0
DOMINOS PIZZA INC COM 25754A201 8,673 22,618 SH   SOLE 22,619 0 0
DOVER CORP COM 260003108 493 3,908 SH   DFND 4 3,908 0 0
DOVER CORP COM 260003108 2,624 20,784 SH   SOLE 20,784 0 0
DOW INC COM 260557103 1,263 22,750 SH   DFND 4 22,750 0 0
DOW INC COM 260557103 21,954 395,568 SH   SOLE 145,568 0 0
DROPBOX INC CL A 26210C104 651 29,338 SH   SOLE 29,360 0 0
DTE ENERGY CO COM 233331107 2,666 21,959 SH   SOLE 21,960 0 0
DTE ENERGY CO COM 233331107 729 6,005 SH   DFND 4 6,005 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 954 20,000 SH   DFND 0 20,000 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,059 22,492 SH   DFND 4 22,492 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,617 105,035 SH   SOLE 105,035 0 0
DUKE REALTY CORP COM NEW 264411505 400 9,999 SH   DFND 4 9,999 0 0
DUKE REALTY CORP COM NEW 264411505 2,186 54,691 SH   SOLE 54,691 0 0
DUPONT DE NEMOURS INC COM 26614N102 1,384 19,461 SH   DFND 4 19,461 0 0
DUPONT DE NEMOURS INC COM 26614N102 32,481 456,771 SH   SOLE 456,771 0 0
EASTMAN CHEM CO COM 277432100 426 4,244 SH   DFND 4 4,244 0 0
EASTMAN CHEM CO COM 277432100 1,222 12,186 SH   SOLE 12,185 0 0
EATON CORP PLC SHS G29183103 1,479 12,311 SH   DFND 4 12,311 0 0
EATON VANCE CORP COM NON VTG 278265103 39,133 576,078 SH   SOLE 576,078 0 0
EBAY INC. COM 278642103 383 7,622 SH   DFND 3 223 0 0
EBAY INC. COM 278642103 876 17,431 SH   DFND 4 17,431 0 0
EBAY INC. COM 278642103 5,237 104,219 SH   SOLE 104,223 0 0
ECOLAB INC COM 278865100 1,433 6,624 SH   DFND 4 6,624 0 0
ECOLAB INC COM 278865100 7,647 35,344 SH   SOLE 35,344 0 0
EDISON INTL COM 281020107 717 11,417 SH   DFND 4 11,417 0 0
EDISON INTL COM 281020107 8,068 128,430 SH   SOLE 128,430 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 16,774 183,750 SH   DFND 183,750 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,513 16,587 SH   DFND 4 16,587 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 16,689 182,933 SH   SOLE 182,933 0 0
ELECTRONIC ARTS INC COM 285512109 1,104 7,689 SH   DFND 4 7,689 0 0
ELECTRONIC ARTS INC COM 285512109 23,341 162,542 SH   SOLE 162,543 0 0
EMERSON ELEC CO COM 291011104 1,489 18,531 SH   DFND 4 18,531 0 0
EMERSON ELEC CO COM 291011104 6,847 85,193 SH   SOLE 85,193 0 0
ENBRIDGE INC COM 29250N105 722,496 22,585,058 SH   SOLE 21,810,031 0 0
ENBRIDGE INC COM 29250N105 15,995 500,000 SH Call DFND 500,000 0 0
ENERPLUS CORP COM 292766102 1,297 414,377 SH   SOLE 414,377 0 0
ENTEGRIS INC COM 29362U104 7,329 76,264 SH   SOLE 76,264 0 0
ENTERGY CORP NEW COM 29364G103 534 5,351 SH   DFND 4 5,351 0 0
ENTERGY CORP NEW COM 29364G103 2,139 21,424 SH   SOLE 21,425 0 0
EOG RES INC COM 26875P101 779 15,626 SH   DFND 4 15,626 0 0
EOG RES INC COM 26875P101 12,093 242,890 SH   SOLE 87,056 0 0
EQT CORP COM 26884L109 431 33,910 SH   SOLE 33,943 0 0
EQUIFAX INC COM 294429105 3,374 17,496 SH   SOLE 17,496 0 0
EQUIFAX INC COM 294429105 615 3,189 SH   DFND 4 3,189 0 0
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EQUITY COMWLTH COM SH BEN INT 294628102 621 22,764 SH   SOLE 22,768 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 540 9,116 SH   DFND 4 9,116 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,872 48,448 SH   SOLE 48,448 0 0
ERIE INDTY CO CL A 29530P102 576 2,345 SH   SOLE 2,347 0 0
ESSEX PPTY TR INC COM 297178105 411 1,732 SH   DFND 4 1,732 0 0
ESSEX PPTY TR INC COM 297178105 2,190 9,224 SH   SOLE 9,224 0 0
ETSY INC COM 29786A106 594 3,337 SH   DFND 4 3,337 0 0
ETSY INC COM 29786A106 3,209 18,037 SH   SOLE 18,037 0 0
EVERBRIDGE INC NOTE 1.500%11/0 29978AAA2 7,747 1,757,000 PRN   DFND 0 1,757,000 0
EVERCORE INC CLASS A 29977A105 4,498 41,025 SH   SOLE 41,021 0 0
EVEREST RE GROUP LTD COM G3223R108 11,862 50,673 SH   SOLE 50,671 0 0
EVEREST RE GROUP LTD COM G3223R108 248 1,059 SH   DFND 4 1,059 0 0
EVERGY INC COM 30034W106 384 6,919 SH   DFND 4 6,919 0 0
EVERGY INC COM 30034W106 62,926 1,133,598 SH   SOLE 1,133,593 0 0
EVERSOURCE ENERGY COM 30040W108 903 10,435 SH   DFND 4 10,435 0 0
EVERSOURCE ENERGY COM 30040W108 4,194 48,480 SH   SOLE 48,480 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 2,835 1,500,000 PRN   DFND 0 1,500,000 0
EXELON CORP COM 30161N101 1,094 25,905 SH   DFND 4 25,905 0 0
EXELON CORP COM 30161N101 5,824 137,944 SH   SOLE 137,944 0 0
EXPEDIA GROUP INC COM NEW 30212P303 2,547 19,237 SH   SOLE 19,237 0 0
EXPEDIA GROUP INC COM NEW 30212P303 488 3,683 SH   DFND 4 3,683 0 0
EXPEDITORS INTL WASH INC COM 302130109 423 4,445 SH   DFND 4 4,445 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,945 30,964 SH   SOLE 30,962 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 3,347 225,996 SH   SOLE 225,996 0 0
EXTRA SPACE STORAGE INC COM 30225T102 396 3,414 SH   DFND 4 3,414 0 0
EXTRA SPACE STORAGE INC COM 30225T102 2,734 23,597 SH   SOLE 23,596 0 0
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EXXON MOBIL CORP COM 30231G102 4,625 112,197 SH   DFND 4 112,197 0 0
EXXON MOBIL CORP COM 30231G102 151,237 3,669,019 SH   SOLE 3,669,008 0 0
F5 NETWORKS INC COM 315616102 309 1,755 SH   DFND 4 1,755 0 0
F5 NETWORKS INC COM 315616102 5,244 29,806 SH   SOLE 29,806 0 0
FACEBOOK INC CL A 30303M102 289,423 1,059,537 SH   SOLE 1,059,230 0 0
FACEBOOK INC CL A 30303M102 17,406 63,721 SH   DFND 4 63,721 0 0
FACEBOOK INC CL A 30303M102 206 754 SH   DFND 3 754 0 0
FACEBOOK INC CL A 30303M102 21,136 77,330 SH   DFND 77,330 0 0
FASTENAL CO COM 311900104 4,402 90,150 SH   SOLE 90,150 0 0
FASTENAL CO COM 311900104 847 17,337 SH   DFND 4 17,337 0 0
FASTLY INC CL A 31188V100 595 6,810 SH   SOLE 6,809 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 830 9,751 SH   SOLE 9,751 0 0
FEDEX CORP COM 31428X106 1,659 6,392 SH   DFND 4 6,392 0 0
FEDEX CORP COM 31428X106 38,253 147,342 SH   SOLE 147,341 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 28,657 733,103 SH   SOLE 733,104 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,330 16,471 SH   DFND 4 16,471 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 40,704 287,742 SH   SOLE 287,742 0 0
FIFTH THIRD BANCORP COM 316773100 2,006 72,760 SH   SOLE 72,759 0 0
FIFTH THIRD BANCORP COM 316773100 598 21,686 SH   DFND 4 21,686 0 0
FIRST AMERN FINL CORP COM 31847R102 5,282 102,305 SH   SOLE 102,298 0 0
FIRST FINL BANKSHARES COM 32020R109 592 16,365 SH   SOLE 16,356 0 0
FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 5,795 3,925,000 PRN   DFND 0 3,925,000 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 666 4,534 SH   DFND 4 4,534 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,699 25,175 SH   SOLE 25,175 0 0
FIRST TR EXCHANGE-TRADED FD DJ INTERNT IDX 33733E302 109,999 518,301 SH   DFND 5 518,301 0 0
FIRSTCASH INC COM 33767D105 537 7,667 SH   SOLE 7,668 0 0
FIRSTENERGY CORP COM 337932107 461 15,067 SH   DFND 4 15,067 0 0
FIRSTENERGY CORP COM 337932107 29,039 948,677 SH   SOLE 948,677 0 0
FISERV INC COM 337738108 1,692 14,860 SH   DFND 4 14,860 0 0
FISERV INC COM 337738108 9,270 81,415 SH   SOLE 81,334 0 0
FIVE9 INC COM 338307101 695 3,985 SH   SOLE 3,986 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 592 2,169 SH   DFND 4 2,169 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 3,218 11,795 SH   SOLE 11,795 0 0
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FLOWSERVE CORP COM 34354P105 680 18,453 SH   SOLE 18,453 0 0
FMC CORP COM NEW 302491303 405 3,527 SH   DFND 4 3,527 0 0
FMC CORP COM NEW 302491303 5,026 43,731 SH   SOLE 43,731 0 0
FORD MTR CO DEL COM 345370860 908 103,279 SH   DFND 4 103,279 0 0
FORD MTR CO DEL COM 345370860 7,071 804,437 SH   SOLE 804,437 0 0
FORTINET INC COM 34959E109 531 3,572 SH   DFND 4 3,572 0 0
FORTINET INC COM 34959E109 3,532 23,780 SH   SOLE 23,778 0 0
FORTIS INC COM 349553107 318 7,790 SH   DFND 3 7,790 0 0
FORTIS INC COM 349553107 287,760 7,049,486 SH   SOLE 6,893,726 0 0
FORTIVE CORP COM 34959J108 629 8,887 SH   DFND 4 8,887 0 0
FORTIVE CORP COM 34959J108 11,045 155,959 SH   SOLE 155,959 0 0
FORTIVE CORP NOTE 0.875% 2/1 34959JAK4 32,169 312,898 SH   SOLE 312,898 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 304 3,548 SH   DFND 4 3,548 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 959 11,188 SH   SOLE 11,187 0 0
FOX CORP CL A COM 35137L105 262 8,991 SH   DFND 4 8,991 0 0
FOX CORP CL A COM 35137L105 1,391 47,768 SH   SOLE 47,768 0 0
FOX CORP CL B COM 35137L204 7,910 273,892 SH   SOLE 273,892 0 0
FRANCO NEV CORP COM 351858105 201,280 1,606,000 SH   SOLE 1,605,998 0 0
FRANKLIN RESOURCES INC COM 354613101 207 8,303 SH   DFND 4 8,303 0 0
FRANKLIN RESOURCES INC COM 354613101 1,569 62,785 SH   SOLE 62,773 0 0
FREEPORT-MCMORAN INC CL B 35671D857 983 37,782 SH   DFND 4 37,782 0 0
FREEPORT-MCMORAN INC CL B 35671D857 206 7,917 SH   SOLE 7,917 0 0
FRONTDOOR INC COM 35905A109 1,295 25,792 SH   SOLE 25,785 0 0
FTI CONSULTING INC COM 302941109 595 5,326 SH   SOLE 5,323 0 0
GALLAGHER ARTHUR J & CO COM 363576109 631 5,103 SH   DFND 4 5,103 0 0
GALLAGHER ARTHUR J & CO COM 363576109 9,363 75,685 SH   SOLE 67,362 0 0
GARMIN LTD SHS H2906T109 562 4,694 SH   DFND 4 4,694 0 0
GARTNER INC COM 366651107 379 2,368 SH   DFND 4 2,368 0 0
GARTNER INC COM 366651107 5,077 31,694 SH   SOLE 31,692 0 0
GENERAC HLDGS INC COM 368736104 1,599 7,031 SH   SOLE 7,031 0 0
GENERAL DYNAMICS CORP COM 369550108 224 1,510 SH   DFND 1,510 0 0
GENERAL DYNAMICS CORP COM 369550108 1,063 7,146 SH   DFND 4 7,146 0 0
GENERAL DYNAMICS CORP COM 369550108 11,484 77,167 SH   SOLE 77,167 0 0
GENERAL ELECTRIC CO COM 369604103 2,507 232,159 SH   DFND 4 232,159 0 0
GENERAL ELECTRIC CO COM 369604103 105,513 9,769,722 SH   SOLE 9,769,722 0 0
GENERAL ELECTRIC CO COM 369604103 350 32,407 SH   DFND 3 32,407 0 0
GENERAL MLS INC COM 370334104 5,755 97,875 SH   SOLE 97,877 0 0
GENERAL MLS INC COM 370334104 1,102 18,735 SH   DFND 4 18,735 0 0
GENERAL MTRS CO COM 37045V100 1,398 33,567 SH   DFND 4 33,567 0 0
GENERAL MTRS CO COM 37045V100 18,614 447,022 SH   SOLE 447,022 0 0
GENPACT LIMITED SHS G3922B107 11,879 287,210 SH   SOLE 287,210 0 0
GENTEX CORP COM 371901109 614 18,096 SH   SOLE 18,087 0 0
GENUINE PARTS CO COM 372460105 450 4,480 SH   DFND 4 4,480 0 0
GENUINE PARTS CO COM 372460105 3,456 34,412 SH   SOLE 34,412 0 0
GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 7,405 253,770 SH   SOLE 253,778 0 0
GILDAN ACTIVEWEAR INC COM 375916103 45,555 1,626,383 SH   SOLE 1,626,388 0 0
GILEAD SCIENCES INC COM 375558103 35,824 614,898 SH   SOLE 614,898 0 0
GILEAD SCIENCES INC COM 375558103 2,225 38,193 SH   DFND 4 38,193 0 0
GLACIER BANCORP INC NEW COM 37637Q105 597 12,975 SH   SOLE 12,976 0 0
GLOBAL PMTS INC COM 37940X102 1,720 7,986 SH   DFND 4 7,986 0 0
GLOBAL PMTS INC COM 37940X102 8,337 38,701 SH   SOLE 38,699 0 0
GLOBE LIFE INC COM 37959E102 240 2,526 SH   DFND 4 2,526 0 0
GLOBE LIFE INC COM 37959E102 2,860 30,118 SH   SOLE 30,118 0 0
GODADDY INC CL A 380237107 5,065 61,061 SH   SOLE 61,061 0 0
GOHEALTH INC COM CL A 38046W105 1,175 86,018 SH   SOLE 86,018 0 0
GOLDMAN SACHS ETF TR ACTIVEBETA EME 381430206 2,007 52,510 SH   DFND 52,510 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,389 9,058 SH   DFND 4 9,058 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 76,800 291,229 SH   SOLE 291,229 0 0
GRACO INC COM 384109104 661 9,136 SH   SOLE 9,131 0 0
GRAHAM HLDGS CO COM CL B 384637104 1,988 3,727 SH   SOLE 3,727 0 0
GRAINGER W W INC COM 384802104 492 1,204 SH   DFND 4 1,204 0 0
GRAINGER W W INC COM 384802104 5,106 12,504 SH   SOLE 12,504 0 0
GRAND CANYON ED INC COM 38526M106 580 6,229 SH   SOLE 6,225 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,017 60,035 SH   SOLE 60,035 0 0
GROCERY OUTLET HLDG CORP COM 39874R101 1,711 43,592 SH   SOLE 43,592 0 0
GRUBHUB INC COM 400110102 44,859 603,999 SH   SOLE 603,999 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 627 4,871 SH   SOLE 4,871 0 0
HAIN CELESTIAL GROUP INC COM 405217100 582 14,496 SH   SOLE 14,490 0 0
HALLIBURTON CO COM 406216101 431 22,795 SH   DFND 4 22,795 0 0
HALLIBURTON CO COM 406216101 1,558 82,434 SH   SOLE 82,430 0 0
HANESBRANDS INC COM 410345102 5,883 403,498 SH   SOLE 403,482 0 0
HANESBRANDS INC COM 410345102 152 10,401 SH   DFND 4 10,401 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 20,242 8,639,000 PRN   DFND 0 8,639,000 0
HANOVER INS GROUP INC COM 410867105 2,911 24,897 SH   SOLE 24,897 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 533 10,878 SH   DFND 4 10,878 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 26,782 546,795 SH   SOLE 546,795 0 0
HASBRO INC COM 418056107 380 4,061 SH   DFND 4 4,061 0 0
HASBRO INC COM 418056107 1,986 21,231 SH   SOLE 21,231 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 504 14,241 SH   SOLE 14,254 0 0
HCA HEALTHCARE INC COM 40412C101 1,152 7,002 SH   DFND 4 7,002 0 0
HCA HEALTHCARE INC COM 40412C101 5,366 32,628 SH   SOLE 32,626 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 300 4,168 SH   DFND 4,168 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 2,303 76,183 SH   SOLE 76,183 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 424 14,018 SH   DFND 4 14,018 0 0
HEICO CORP NEW COM 422806109 1,536 11,601 SH   SOLE 11,601 0 0
HELEN OF TROY LTD COM G4388N106 644 2,898 SH   SOLE 2,898 0 0
HENRY JACK & ASSOC INC COM 426281101 334 2,062 SH   DFND 4 2,062 0 0
HENRY JACK & ASSOC INC COM 426281101 1,749 10,797 SH   SOLE 10,797 0 0
HENRY SCHEIN INC COM 806407102 257 3,850 SH   DFND 4 3,850 0 0
HENRY SCHEIN INC COM 806407102 1,351 20,206 SH   SOLE 20,206 0 0
HERSHEY CO COM 427866108 685 4,495 SH   DFND 4 4,495 0 0
HERSHEY CO COM 427866108 3,178 20,863 SH   SOLE 20,863 0 0
HESS CORP COM 42809H107 393 7,442 SH   DFND 4 7,442 0 0
HESS CORP COM 42809H107 2,041 38,663 SH   SOLE 38,663 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 402 33,918 SH   DFND 4 33,918 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,158 182,110 SH   SOLE 182,110 0 0
HEXCEL CORP NEW COM 428291108 912 18,808 SH   SOLE 18,808 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,368 39,259 SH   SOLE 39,280 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 804 7,226 SH   DFND 4 7,226 0 0
HOLLYFRONTIER CORP COM 436106108 546 21,122 SH   SOLE 21,122 0 0
HOLOGIC INC COM 436440101 495 6,803 SH   DFND 4 6,803 0 0
HOLOGIC INC COM 436440101 2,696 37,018 SH   SOLE 37,018 0 0
HOME DEPOT INC COM 437076102 15,094 56,790 SH   DFND 56,790 0 0
HOME DEPOT INC COM 437076102 564 2,124 SH   DFND 3 2,124 0 0
HOME DEPOT INC COM 437076102 8,757 32,967 SH   DFND 4 32,967 0 0
HOME DEPOT INC COM 437076102 256,947 967,348 SH   SOLE 1,293,349 0 0
HONEYWELL INTL INC COM 438516106 45,625 214,504 SH   SOLE 214,504 0 0
HONEYWELL INTL INC COM 438516106 789 3,710 SH   DFND 3 3,710 0 0
HONEYWELL INTL INC COM 438516106 4,574 21,503 SH   DFND 4 21,503 0 0
HORMEL FOODS CORP COM 440452100 340 7,290 SH   DFND 4 7,290 0 0
HORMEL FOODS CORP COM 440452100 2,468 52,950 SH   SOLE 52,948 0 0
HOST HOTELS & RESORTS INC COM 44107P104 266 18,209 SH   DFND 4 18,209 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,460 99,795 SH   SOLE 99,795 0 0
HOWMET AEROSPACE INC COM 443201108 753 26,384 SH   DFND 3 26,384 0 0
HOWMET AEROSPACE INC COM 443201108 291 10,187 SH   DFND 4 10,187 0 0
HOWMET AEROSPACE INC COM 443201108 7,023 246,076 SH   SOLE 246,091 0 0
HP INC COM 40434L105 1,045 42,480 SH   DFND 4 42,480 0 0
HP INC COM 40434L105 15,749 640,464 SH   SOLE 640,464 0 0
HUBBELL INC COM 443510607 8,811 56,196 SH   SOLE 56,196 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 16,426 3,934,000 PRN   DFND 0 3,934,000 0
HUMANA INC COM 444859102 1,451 3,537 SH   DFND 4 3,537 0 0
HUMANA INC COM 444859102 58,654 142,964 SH   SOLE 142,965 0 0
HUNT J B TRANS SVCS INC COM 445658107 316 2,314 SH   DFND 4 2,314 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,208 16,158 SH   SOLE 16,161 0 0
HUNTINGTON BANCSHARES INC COM 446150104 412 32,607 SH   DFND 4 32,607 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,818 143,943 SH   SOLE 143,943 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 223 1,311 SH   DFND 4 1,311 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,534 20,730 SH   SOLE 20,730 0 0
IAC INTERACTIVECORP NEW COM 44891N109 3,670 19,382 SH   SOLE 19,382 0 0
ICICI BANK LIMITED ADR 45104G104 199 13,392 SH   DFND 3 13,392 0 0
ICU MED INC COM 44930G107 622 2,900 SH   SOLE 2,900 0 0
IDEX CORP COM 45167R104 2,193 11,009 SH   SOLE 11,009 0 0
IDEX CORP COM 45167R104 400 2,009 SH   DFND 4 2,009 0 0
IDEXX LABS INC COM 45168D104 1,122 2,244 SH   DFND 4 2,244 0 0
IDEXX LABS INC COM 45168D104 29,722 59,459 SH   SOLE 59,459 0 0
IHS MARKIT LTD SHS G47567105 886 9,860 SH   DFND 4 9,860 0 0
IHS MARKIT LTD SHS G47567105 4,787 53,290 SH   SOLE 53,290 0 0
ILLINOIS TOOL WKS INC COM 452308109 374 1,848 SH   DFND 1,848 0 0
ILLINOIS TOOL WKS INC COM 452308109 1,834 8,994 SH   DFND 4 8,994 0 0
ILLINOIS TOOL WKS INC COM 452308109 8,351 40,960 SH   SOLE 40,960 0 0
ILLUMINA INC COM 452327109 1,444 3,904 SH   DFND 4 3,904 0 0
ILLUMINA INC COM 452327109 7,639 20,646 SH   SOLE 20,646 0 0
IMPERIAL OIL LTD COM NEW 453038408 41,401 2,175,565 SH   SOLE 2,175,547 0 0
INCYTE CORP COM 45337C102 435 5,004 SH   DFND 4 5,004 0 0
INCYTE CORP COM 45337C102 2,874 33,042 SH   SOLE 33,041 0 0
INGERSOLL RAND INC COM 45687V106 463 10,160 SH   DFND 4 10,160 0 0
INGERSOLL RAND INC COM 45687V106 11,777 258,494 SH   SOLE 258,494 0 0
INPHI CORP COM 45772F107 22,447 139,883 SH   SOLE 139,884 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 4,098 1,500,000 PRN   DFND 0 1,500,000 0
INTEL CORP COM 458140100 2,489 49,960 SH   DFND 3 49,960 0 0
INTEL CORP COM 458140100 6,295 126,363 SH   DFND 4 126,363 0 0
INTEL CORP COM 458140100 169,530 3,402,850 SH   SOLE 3,402,850 0 0
INTERACTIVE BROKERS GROUP IN COM CL A 45841N107 643 10,554 SH   SOLE 10,332 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,823 15,810 SH   DFND 0 15,810 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,718 14,900 SH   DFND 4 14,900 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 24,948 216,393 SH   SOLE 216,394 0 0
INTERCORP FINL SVCS INC SHS P5626F128 419 13,045 SH   DFND 5 13,045 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,434 27,281 SH   DFND 4 27,281 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 44,612 354,401 SH   SOLE 189,202 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,647 15,132 SH   SOLE 15,132 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 366 3,364 SH   DFND 4 3,364 0 0
INTERNATIONAL PAPER CO COM 460146103 607 12,207 SH   DFND 4 12,207 0 0
INTERNATIONAL PAPER CO COM 460146103 16,950 340,909 SH   SOLE 340,909 0 0
INTERPUBLIC GROUP COS INC COM 460690100 285 12,115 SH   DFND 4 12,115 0 0
INTERPUBLIC GROUP COS INC COM 460690100 563 23,937 SH   SOLE 23,933 0 0
INTUIT COM 461202103 2,660 7,004 SH   DFND 4 7,004 0 0
INTUIT COM 461202103 68,140 179,387 SH   SOLE 179,387 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,823 15,674 SH   SOLE 15,674 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,527 20,190 SH   DFND 20,190 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,561 3,131 SH   DFND 4 3,131 0 0
INVESCO EXCHANGE TRADED FD T FTSE RAFI 1500 46137V597 340 2,255 SH   DFND 2,255 0 0
INVESCO LTD SHS G491BT108 24,896 1,428,342 SH   SOLE 1,428,342 0 0
INVESCO LTD SHS G491BT108 188 10,763 SH   DFND 4 10,763 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 5,521 17,597 SH   SOLE 16,997 0 0
IPG PHOTONICS CORP COM 44980X109 207 924 SH   DFND 4 924 0 0
IPG PHOTONICS CORP COM 44980X109 1,131 5,054 SH   SOLE 5,054 0 0
IQVIA HLDGS INC COM 46266C105 925 5,165 SH   DFND 4 5,165 0 0
IQVIA HLDGS INC COM 46266C105 63,328 353,451 SH   SOLE 353,417 0 0
IRON MTN INC NEW COM 46284V101 220 7,471 SH   DFND 4 7,471 0 0
IRON MTN INC NEW COM 46284V101 1,202 40,773 SH   SOLE 40,773 0 0
ISHARES INC JP MRG EM CRP BD 464286251 364 6,855 SH   DFND 3 6,855 0 0
ISHARES INC EM MKTS DIV ETF 464286319 895 24,026 SH   DFND 24,026 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 11,121 300,000 SH Put DFND 300,000 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 4,634 125,000 SH Call DFND 125,000 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 3,058 82,493 SH   SOLE 82,493 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 383 10,300 SH   DFND 10,300 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 78,796 2,125,571 SH   DFND 5 2,125,571 0 0
ISHARES INC MSCI CDA ETF 464286509 2,134 69,200 SH   DFND 5 69,200 0 0
ISHARES INC MSCI CDA ETF 464286509 10,794 350,000 SH Put DFND 350,000 0 0
ISHARES INC MSCI EMERG MRKT 464286533 437 7,130 SH   DFND 7,130 0 0
ISHARES INC MSCI EURZONE ETF 464286608 201 4,500 SH   DFND 4,500 0 0
ISHARES INC MSCI EURZONE ETF 464286608 34,166 775,100 SH   DFND 5 775,100 0 0
ISHARES INC MSCI CHILE ETF 464286640 660 21,707 SH   DFND 21,707 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,910 87,480 SH   DFND 5 87,480 0 0
ISHARES INC MSCI FRANCE ETF 464286707 506 15,000 SH   DFND 15,000 0 0
ISHARES INC MSCI STH KOR ETF 464286772 258 3,000 SH   DFND 3,000 0 0
ISHARES INC MSCI GERMANY ETF 464286806 441 13,700 SH   DFND 13,700 0 0
ISHARES INC MSCI GERMANY ETF 464286806 1,203 37,842 SH   DFND 5 37,842 0 0
ISHARES INC CORE MSCI EMKT 46434G103 270,175 4,354,850 SH   DFND 5 4,354,850 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 172,885 2,558,984 SH   DFND 5 2,558,984 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 67,560 1,000,000 SH   SOLE 1,000,000 0 0
ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 288 23,358 SH   DFND 3 23,358 0 0
ISHARES SILVER TR ISHARES 46428Q109 1,179 47,985 SH   SOLE 47,985 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 415 1,432 SH   DFND 3 1,432 0 0
ISHARES TR SELECT DIVID ETF 464287168 539 5,604 SH   DFND 3 5,604 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 486 10,467 SH   DFND 3 10,467 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 15,691 337,950 SH   DFND 5 337,950 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 324 6,995 SH   DFND 6,995 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 4,634 100,000 SH Call DFND 100,000 0 0
ISHARES TR CORE S&P500 ETF 464287200 2,837 7,600 SH   DFND 7,600 0 0
ISHARES TR CORE S&P500 ETF 464287200 642 1,710 SH   DFND 3 1,710 0 0
ISHARES TR CORE S&P500 ETF 464287200 71,447 190,328 SH   DFND 5 190,328 0 0
ISHARES TR CORE US AGGBD ET 464287226 401,255 3,395,000 SH   SOLE 3,395,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,215 23,500 SH   DFND 23,500 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 15,172 293,633 SH   DFND 3 293,633 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 3,336 64,544 SH   DFND 5 64,544 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 25,577 495,000 SH Call DFND 495,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 85,256 1,650,000 SH Put DFND 1,650,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,711 12,390 SH   DFND 5 12,390 0 0
ISHARES TR IBOXX INV CP ETF 464287242 314,246 2,275,002 SH   SOLE 2,275,002 0 0
ISHARES TR IBOXX INV CP ETF 464287242 297 2,150 SH   DFND 3 2,150 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 5,754 90,160 SH   DFND 3 90,160 0 0
ISHARES TR GLOB HLTHCRE ETF 464287325 445 5,821 SH   DFND 3 5,821 0 0
ISHARES TR LATN AMER 40 ETF 464287390 2,930 99,300 SH   DFND 99,300 0 0
ISHARES TR LATN AMER 40 ETF 464287390 272 9,267 SH   DFND 3 9,267 0 0
ISHARES TR MSCI EAFE ETF 464287465 24,803 339,953 SH   DFND 3 339,953 0 0
ISHARES TR MSCI EAFE ETF 464287465 55,390 759,183 SH   SOLE 759,178 0 0
ISHARES TR MSCI EAFE ETF 464287465 13,133 180,000 SH Put DFND 180,000 0 0
ISHARES TR RUS MD CP GR ETF 464287481 687 6,680 SH   DFND 6,680 0 0
ISHARES TR RUS MID CAP ETF 464287499 10,612 154,807 SH   SOLE 154,809 0 0
ISHARES TR CORE S&P MCP ETF 464287507 43,028 187,217 SH   DFND 3 187,217 0 0
ISHARES TR EXPANDED TECH 464287515 176,965 499,760 SH   SOLE 499,760 0 0
ISHARES TR NASDAQ BIOTECH 464287556 329 2,169 SH   DFND 5 2,169 0 0
ISHARES TR NASDAQ BIOTECH 464287556 151,490 1,000,000 SH   SOLE 1,000,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,376 21,873 SH   DFND 3 21,873 0 0
ISHARES TR U.S. CNSM SV ETF 464287580 725 10,312 SH   DFND 10,312 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 35,447 259,248 SH   DFND 3 259,248 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 14,681 107,372 SH   SOLE 107,372 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 21,324 88,430 SH   DFND 3 88,430 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 476 3,613 SH   DFND 3 3,613 0 0
ISHARES TR RUS 2000 GRW ETF 464287648 71,675 250,000 SH   SOLE 250,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 112,747 575,064 SH   SOLE 575,065 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 22,547 115,000 SH Put DFND 115,000 0 0
ISHARES TR U.S. TECH ETF 464287721 3,167 37,224 SH   DFND 3 37,224 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 1,367 9,110 SH   DFND 3 9,110 0 0
ISHARES TR U.S. FINLS ETF 464287788 1,917 29,000 SH   DFND 29,000 0 0
ISHARES TR CORE S&P SCP ETF 464287804 36,751 399,902 SH   DFND 3 399,902 0 0
ISHARES TR U.S. CNSM GD ETF 464287812 327 1,896 SH   DFND 1,896 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 2,865 25,262 SH   DFND 3 25,262 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 3,329 37,117 SH   DFND 37,117 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 511,459 5,707,604 SH   DFND 5 5,707,604 0 0
ISHARES TR MSCI ACWI ETF 464288257 5,313 58,600 SH   DFND 58,600 0 0
ISHARES TR MSCI ACWI ETF 464288257 206 2,271 SH   DFND 3 2,271 0 0
ISHARES TR JPMORGAN USD EMG 464288281 603 5,202 SH   DFND 3 5,202 0 0
ISHARES TR JPMORGAN USD EMG 464288281 68,267 588,970 SH   DFND 5 588,970 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 209 5,861 SH   DFND 3 5,861 0 0
ISHARES TR INTL SEL DIV ETF 464288448 443 14,889 SH   DFND 14,889 0 0
ISHARES TR IBOXX HI YD ETF 464288513 4,365 50,000 SH   DFND 0 50,000 0
ISHARES TR IBOXX HI YD ETF 464288513 46,668 534,568 SH   DFND 5 534,568 0 0
ISHARES TR ISHS 5-10YR INVT 464288638 14,818 239,812 SH   SOLE 239,812 0 0
ISHARES TR SHORT TREAS BD 464288679 10,712 96,855 SH   DFND 96,855 0 0
ISHARES TR SHORT TREAS BD 464288679 1,935 17,503 SH   SOLE 5,589 0 0
ISHARES TR PFD AND INCM SEC 464288687 5,777 150,013 SH   SOLE 150,013 0 0
ISHARES TR MSCI PERU ETF 464289842 5,074 146,338 SH   DFND 5 146,338 0 0
ISHARES TR MSCI INDIA ETF 46429B598 402 10,000 SH   DFND 5 10,000 0 0
ISHARES TR MSCI CHINA ETF 46429B671 3,415 42,200 SH   DFND 42,200 0 0
ISHARES TR MSCI CHINA ETF 46429B671 89,949 1,110,890 SH   DFND 5 1,110,890 0 0
ISHARES TR MSCI EAFE MIN VL 46429B689 214 2,897 SH   DFND 2,897 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 1,886 28,030 SH   DFND 28,030 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 319 4,699 SH   DFND 3 4,699 0 0
ISHARES TR MSCI USA MMENTM 46432F396 756 4,690 SH   DFND 5 4,690 0 0
ISHARES TR CORE MSCI EAFE 46432F842 883 12,672 SH   DFND 12,672 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 258 4,941 SH   DFND 3 4,941 0 0
ISHARES TR MSCI USA MULTIFT 46434V282 1,314 35,108 SH   DFND 35,108 0 0
ISHARES TR MSCI INTL QUALTY 46434V456 450 12,614 SH   DFND 5 12,614 0 0
ISHARES TR HDG MSCI EAFE 46434V803 213 6,941 SH   DFND 6,941 0 0
ITT INC COM 45073V108 735 9,543 SH   SOLE 9,543 0 0
J P MORGAN EXCHANGE-TRADED F ULTRA SHRT INC 46641Q837 301 5,928 SH   DFND 5 5,928 0 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 4,161 2,849,000 PRN   DFND 0 2,849,000 0
JACOBS ENGR GROUP INC COM 469814107 2,044 18,759 SH   SOLE 18,759 0 0
JACOBS ENGR GROUP INC COM 469814107 372 3,416 SH   DFND 4 3,416 0 0
JAMF HLDG CORP COM 47074L105 3,238 108,222 SH   SOLE 108,222 0 0
JEFFERIES FINL GROUP INC COM 47233W109 6,594 268,049 SH   SOLE 268,049 0 0
JOHNSON & JOHNSON COM 478160104 8,025 50,960 SH   DFND 50,960 0 0
JOHNSON & JOHNSON COM 478160104 840 5,337 SH   DFND 3 5,337 0 0
JOHNSON & JOHNSON COM 478160104 12,713 80,779 SH   DFND 4 80,779 0 0
JOHNSON & JOHNSON COM 478160104 265,478 1,686,860 SH   SOLE 1,839,863 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,042 22,371 SH   DFND 4 22,371 0 0
JPMORGAN CHASE & CO COM 46625H100 78,212 615,500 SH Put DFND 615,500 0 0
JPMORGAN CHASE & CO COM 46625H100 8,259 64,960 SH   DFND 64,960 0 0
JPMORGAN CHASE & CO COM 46625H100 968 7,618 SH   DFND 3 7,618 0 0
JPMORGAN CHASE & CO COM 46625H100 10,274 80,857 SH   DFND 4 80,857 0 0
JPMORGAN CHASE & CO COM 46625H100 376,462 2,962,635 SH   SOLE 3,287,626 0 0
JPMORGAN CHASE & CO COM 46625H100 49,557 390,000 SH Call DFND 390,000 0 0
JUNIPER NETWORKS INC COM 48203R104 1,050 46,646 SH   SOLE 46,646 0 0
JUNIPER NETWORKS INC COM 48203R104 226 10,040 SH   DFND 4 10,040 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 515 2,521 SH   DFND 4 2,521 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 29,712 145,554 SH   SOLE 145,554 0 0
KELLOGG CO COM 487836108 489 7,851 SH   DFND 4 7,851 0 0
KELLOGG CO COM 487836108 2,317 37,233 SH   SOLE 37,233 0 0
KEYCORP COM 493267108 495 30,181 SH   DFND 4 30,181 0 0
KEYCORP COM 493267108 4,014 244,607 SH   SOLE 244,604 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 666 5,040 SH   DFND 4 5,040 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,131 31,274 SH   SOLE 31,273 0 0
KIMBERLY-CLARK CORP COM 494368103 8,866 65,757 SH   SOLE 65,757 0 0
KIMBERLY-CLARK CORP COM 494368103 1,416 10,505 SH   DFND 4 10,505 0 0
KIMCO RLTY CORP COM 49446R109 176 11,744 SH   DFND 4 11,744 0 0
KIMCO RLTY CORP COM 49446R109 919 61,226 SH   SOLE 61,226 0 0
KINDER MORGAN INC DEL COM 49456B101 702 51,360 SH   DFND 4 51,360 0 0
KINDER MORGAN INC DEL COM 49456B101 10,602 775,567 SH   SOLE 775,567 0 0
KINROSS GOLD CORP COM 496902404 114,818 15,642,779 SH   SOLE 15,642,750 0 0
KIRBY CORP COM 497266106 1,151 22,207 SH   SOLE 22,207 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 89,148 2,160,116 SH   SOLE 2,160,128 0 0
KKR & CO INC COM 48251W104 22,037 544,258 SH   SOLE 544,250 0 0
KLA CORP COM NEW 482480100 1,059 4,090 SH   DFND 4 4,090 0 0
KLA CORP COM NEW 482480100 35,709 137,921 SH   SOLE 137,922 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 546 13,056 SH   SOLE 13,052 0 0
KRAFT HEINZ CO COM 500754106 590 17,026 SH   DFND 4 17,026 0 0
KRAFT HEINZ CO COM 500754106 3,176 91,633 SH   SOLE 91,633 0 0
KROGER CO COM 501044101 751 23,652 SH   DFND 4 23,652 0 0
KROGER CO COM 501044101 4,080 128,463 SH   SOLE 128,471 0 0
L BRANDS INC COM 501797104 246 6,603 SH   DFND 4 6,603 0 0
L BRANDS INC COM 501797104 1,229 33,047 SH   SOLE 33,047 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,051 5,558 SH   DFND 4 5,558 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 7,897 41,779 SH   SOLE 41,778 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 519 2,551 SH   DFND 4 2,551 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 25,275 124,171 SH   SOLE 124,173 0 0
LAM RESEARCH CORP COM 512807108 1,794 3,799 SH   DFND 4 3,799 0 0
LAM RESEARCH CORP COM 512807108 8,875 18,792 SH   SOLE 18,792 0 0
LAMB WESTON HLDGS INC COM 513272104 308 3,906 SH   DFND 4 3,906 0 0
LAMB WESTON HLDGS INC COM 513272104 794 10,084 SH   SOLE 10,086 0 0
LANDSTAR SYS INC COM 515098101 631 4,686 SH   SOLE 4,687 0 0
LAS VEGAS SANDS CORP COM 517834107 512 8,586 SH   DFND 4 8,586 0 0
LAS VEGAS SANDS CORP COM 517834107 2,770 46,477 SH   SOLE 46,477 0 0
LAUDER ESTEE COS INC CL A 518439104 16,443 61,735 SH   DFND 61,735 0 0
LAUDER ESTEE COS INC CL A 518439104 1,601 6,016 SH   DFND 4 6,016 0 0
LAUDER ESTEE COS INC CL A 518439104 8,579 32,229 SH   SOLE 32,229 0 0
LEGGETT & PLATT INC COM 524660107 831 18,758 SH   SOLE 18,758 0 0
LEIDOS HOLDINGS INC COM 525327102 382 3,632 SH   DFND 4 3,632 0 0
LEIDOS HOLDINGS INC COM 525327102 15,353 146,052 SH   SOLE 146,052 0 0
LENNAR CORP CL A 526057104 558 7,325 SH   DFND 4 7,325 0 0
LENNAR CORP CL A 526057104 3,016 39,564 SH   SOLE 39,564 0 0
LENNAR CORP CL B 526057302 1,639 26,781 SH   SOLE 26,781 0 0
LEXINGTON REALTY TRUST COM 529043101 606 57,062 SH   SOLE 57,082 0 0
LIBERTY MEDIA CORP DEL COM SER C FRMLA 531229854 435 10,211 SH   SOLE 10,211 0 0
LILLY ELI & CO COM 532457108 1,288 7,629 SH   DFND 3 7,629 0 0
LILLY ELI & CO COM 532457108 4,155 24,609 SH   DFND 4 24,609 0 0
LILLY ELI & CO COM 532457108 41,052 243,141 SH   SOLE 243,143 0 0
LINCOLN NATL CORP IND COM 534187109 268 5,330 SH   DFND 4 5,330 0 0
LINCOLN NATL CORP IND COM 534187109 537 10,674 SH   SOLE 10,675 0 0
LINDE PLC SHS G5494J103 3,667 13,916 SH   DFND 4 13,916 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 289 3,936 SH   DFND 4 3,936 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 676 9,200 SH   SOLE 9,196 0 0
LKQ CORP COM 501889208 1,396 39,614 SH   SOLE 39,614 0 0
LKQ CORP COM 501889208 273 7,733 SH   DFND 4 7,733 0 0
LOCKHEED MARTIN CORP COM 539830109 36,296 102,248 SH   SOLE 102,248 0 0
LOCKHEED MARTIN CORP COM 539830109 4,907 13,815 SH   DFND 13,815 0 0
LOCKHEED MARTIN CORP COM 539830109 2,690 7,578 SH   DFND 4 7,578 0 0
LOEWS CORP COM 540424108 301 6,688 SH   DFND 4 6,688 0 0
LOEWS CORP COM 540424108 1,488 33,052 SH   SOLE 33,052 0 0
LOWES COS INC COM 548661107 3,115 19,408 SH   DFND 4 19,408 0 0
LOWES COS INC COM 548661107 16,678 103,906 SH   SOLE 103,906 0 0
LULULEMON ATHLETICA INC COM 550021109 539 1,549 SH   SOLE 1,549 0 0
LUMEN TECHNOLOGIES INC COM 156700106 277 28,422 SH   DFND 4 28,422 0 0
LUMEN TECHNOLOGIES INC COM 156700106 1,362 139,692 SH   SOLE 139,692 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 717 7,825 SH   DFND 4 7,825 0 0
M & T BK CORP COM 55261F104 512 4,024 SH   DFND 4 4,024 0 0
M & T BK CORP COM 55261F104 2,311 18,154 SH   SOLE 18,154 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4,017 106,977 SH   SOLE 106,990 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 6,259 33,998 SH   SOLE 33,998 0 0
MAGNA INTL INC COM 559222401 196,282 2,772,344 SH   SOLE 2,772,349 0 0
MANULIFE FINL CORP COM 56501R106 476,786 26,755,667 SH   SOLE 26,755,655 0 0
MARATHON OIL CORP COM 565849106 147 22,023 SH   DFND 4 22,023 0 0
MARATHON OIL CORP COM 565849106 746 111,844 SH   SOLE 111,844 0 0
MARATHON PETE CORP COM 56585A102 722 17,458 SH   DFND 4 17,458 0 0
MARATHON PETE CORP COM 56585A102 88,950 2,150,629 SH   SOLE 2,150,622 0 0
MARKEL CORP COM 570535104 13,478 13,044 SH   SOLE 13,044 0 0
MARKETAXESS HLDGS INC COM 57060D108 18,585 32,573 SH   SOLE 32,573 0 0
MARKETAXESS HLDGS INC COM 57060D108 561 984 SH   DFND 4 984 0 0
MARRIOTT INTL INC NEW CL A 571903202 933 7,072 SH   DFND 4 7,072 0 0
MARRIOTT INTL INC NEW CL A 571903202 11,953 90,608 SH   SOLE 90,608 0 0
MARSH & MCLENNAN COS INC COM 571748102 490 4,188 SH   DFND 3 4,188 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,560 13,330 SH   DFND 4 13,330 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,479 72,470 SH   SOLE 72,470 0 0
MARTIN MARIETTA MATLS INC COM 573284106 475 1,673 SH   DFND 4 1,673 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,534 8,923 SH   SOLE 8,923 0 0
MASCO CORP COM 574599106 392 7,131 SH   DFND 4 7,131 0 0
MASCO CORP COM 574599106 5,047 91,881 SH   SOLE 91,881 0 0
MASTERCARD INCORPORATED CL A 57636Q104 23,637 66,180 SH   DFND 66,180 0 0
MASTERCARD INCORPORATED CL A 57636Q104 8,324 23,320 SH   DFND 4 23,320 0 0
MASTERCARD INCORPORATED CL A 57636Q104 191,158 535,547 SH   SOLE 535,615 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,227 13,840 SH   DFND 4 13,840 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 84,603 954,349 SH   SOLE 954,349 0 0
MAXIMUS INC COM 577933104 537 7,337 SH   SOLE 7,339 0 0
MCCORMICK & CO INC COM NON VTG 579780206 625 6,539 SH   DFND 4 6,539 0 0
MCCORMICK & CO INC COM NON VTG 579780206 14,444 151,088 SH   SOLE 151,088 0 0
MCDONALDS CORP COM 580135101 4,913 22,898 SH   DFND 4 22,898 0 0
MCDONALDS CORP COM 580135101 84,000 391,462 SH   SOLE 391,464 0 0
MCKESSON CORP COM 58155Q103 741 4,261 SH   DFND 4 4,261 0 0
MCKESSON CORP COM 58155Q103 4,032 23,183 SH   SOLE 23,183 0 0
MDU RES GROUP INC COM 552690109 1,469 55,771 SH   SOLE 55,765 0 0
MEDTRONIC PLC SHS G5960L103 4,830 41,234 SH   DFND 4 41,234 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 205 11,050 SH   DFND 4 11,050 0 0
MERCADOLIBRE INC COM 58733R102 348 208 SH   DFND 208 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 35,810 9,428,000 PRN   DFND 0 9,428,000 0
MERCK & CO. INC COM 58933Y105 6,344 77,558 SH   DFND 4 77,558 0 0
MERCK & CO. INC COM 58933Y105 292,396 3,574,524 SH   SOLE 3,525,520 0 0
MERCK & CO. INC COM 58933Y105 2,340 28,606 SH   DFND 3 28,606 0 0
MERCURY SYS INC COM 589378108 3,789 43,027 SH   SOLE 43,024 0 0
METLIFE INC COM 59156R108 952 20,273 SH   DFND 4 20,273 0 0
METLIFE INC COM 59156R108 21,915 466,773 SH   SOLE 466,773 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 705 619 SH   DFND 4 619 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,883 3,407 SH   SOLE 3,407 0 0
MGIC INVT CORP WIS COM 552848103 55,318 4,407,809 SH   SOLE 4,407,828 0 0
MGM RESORTS INTERNATIONAL COM 552953101 361 11,458 SH   DFND 4 11,458 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 4,358 31,555 SH   SOLE 31,554 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 924 6,691 SH   DFND 4 6,691 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 16,757 5,523,000 PRN   DFND 0 5,523,000 0
MICRON TECHNOLOGY INC COM 595112103 2,252 29,949 SH   DFND 4 29,949 0 0
MICRON TECHNOLOGY INC COM 595112103 36,576 486,512 SH   SOLE 486,512 0 0
MICROSOFT CORP COM 594918104 27,704 124,504 SH   DFND 124,504 0 0
MICROSOFT CORP COM 594918104 3,255 14,635 SH   DFND 3 14,635 0 0
MICROSOFT CORP COM 594918104 44,602 200,532 SH   DFND 4 200,532 0 0
MICROSOFT CORP COM 594918104 2,123,192 9,545,868 SH   SOLE 9,545,898 0 0
MID-AMER APT CMNTYS INC COM 59522J103 402 3,170 SH   DFND 4 3,170 0 0
MID-AMER APT CMNTYS INC COM 59522J103 2,050 16,181 SH   SOLE 16,181 0 0
MIDDLEBY CORP COM 596278101 330,358 2,562,504 SH   SOLE 2,562,502 0 0
MODERNA INC COM 60770K107 605 5,791 SH   SOLE 5,792 0 0
MOHAWK INDS INC COM 608190104 230 1,630 SH   DFND 4 1,630 0 0
MOHAWK INDS INC COM 608190104 7,724 54,800 SH   SOLE 54,802 0 0
MOLINA HEALTHCARE INC COM 60855R100 12,554 59,028 SH   SOLE 59,026 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 217 4,805 SH   DFND 4 4,805 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 1,204 26,643 SH   SOLE 26,643 0 0
MONDELEZ INTL INC CL A 609207105 2,547 43,555 SH   DFND 4 43,555 0 0
MONDELEZ INTL INC CL A 609207105 84,495 1,445,099 SH   SOLE 1,445,045 0 0
MONGODB INC CL A 60937P106 764 2,128 SH   SOLE 2,129 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 906 9,797 SH   DFND 4 9,797 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,046 43,750 SH   SOLE 43,749 0 0
MOODYS CORP COM 615369105 1,249 4,305 SH   DFND 4 4,305 0 0
MOODYS CORP COM 615369105 6,670 22,981 SH   SOLE 22,981 0 0
MORGAN STANLEY COM NEW 617446448 2,596 37,879 SH   DFND 4 37,879 0 0
MORGAN STANLEY COM NEW 617446448 34,402 502,000 SH Put DFND 502,000 0 0
MORGAN STANLEY COM NEW 617446448 63,994 933,810 SH   SOLE 973,807 0 0
MORGAN STANLEY COM NEW 617446448 34,251 499,800 SH Call DFND 499,800 0 0
MORNINGSTAR INC COM 617700109 6,091 26,303 SH   SOLE 26,304 0 0
MOSAIC CO NEW COM 61945C103 216 9,394 SH   DFND 4 9,394 0 0
MOSAIC CO NEW COM 61945C103 14,336 623,033 SH   SOLE 623,033 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 748 4,398 SH   DFND 4 4,398 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,077 23,974 SH   SOLE 23,974 0 0
MSC INDL DIRECT INC CL A 553530106 571 6,766 SH   SOLE 6,766 0 0
MSCI INC COM 55354G100 986 2,209 SH   DFND 4 2,209 0 0
MSCI INC COM 55354G100 7,644 17,119 SH   SOLE 17,118 0 0
MURPHY USA INC COM 626755102 606 4,631 SH   SOLE 4,632 0 0
NASDAQ INC COM 631103108 401 3,018 SH   DFND 4 3,018 0 0
NASDAQ INC COM 631103108 5,607 42,240 SH   SOLE 42,239 0 0
NATIONAL FUEL GAS CO N J COM 636180101 516 12,546 SH   SOLE 12,555 0 0
NATIONAL INSTRS CORP COM 636518102 25,903 589,508 SH   SOLE 589,508 0 0
NATIONAL OILWELL VARCO INC COM 637071101 11,856 846,857 SH   SOLE 846,857 0 0
NETAPP INC COM 64110D104 462 6,971 SH   DFND 4 6,971 0 0
NETAPP INC COM 64110D104 2,094 31,612 SH   SOLE 31,612 0 0
NETEASE INC SPONSORED ADS 64110W102 651 6,790 SH   DFND 6,790 0 0
NETFLIX INC COM 64110L106 6,343 11,731 SH   DFND 4 11,731 0 0
NETFLIX INC COM 64110L106 88,111 162,948 SH   SOLE 162,866 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 554 5,780 SH   SOLE 5,785 0 0
NEW JERSEY RES CORP COM 646025106 504 14,177 SH   SOLE 14,191 0 0
NEW RELIC INC COM 64829B100 3,074 47,003 SH   SOLE 47,003 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 585 55,450 SH   SOLE 55,458 0 0
NEWELL BRANDS INC COM 651229106 1,135 53,462 SH   SOLE 53,462 0 0
NEWELL BRANDS INC COM 651229106 207 9,728 SH   DFND 4 9,728 0 0
NEWMARKET CORP COM 651587107 1,885 4,733 SH   SOLE 4,732 0 0
NEWMONT CORP COM 651639106 1,283 21,428 SH   DFND 4 21,428 0 0
NEWMONT CORP COM 651639106 57,309 956,904 SH   SOLE 956,902 0 0
NEWS CORP NEW CL A 65249B109 181 10,059 SH   DFND 4 10,059 0 0
NEWS CORP NEW CL A 65249B109 1,038 57,763 SH   SOLE 57,763 0 0
NEWS CORP NEW CL B 65249B208 1,843 103,714 SH   SOLE 103,714 0 0
NEXTERA ENERGY INC COM 65339F101 4,631 60,020 SH   DFND 4 60,020 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 96,773 1,634,679 SH   SOLE 1,634,679 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 213 10,225 SH   DFND 4 10,225 0 0
NIKE INC CL B 654106103 147,178 1,040,348 SH   SOLE 1,040,348 0 0
NIKE INC CL B 654106103 4,715 33,331 SH   DFND 4 33,331 0 0
NIKE INC CL B 654106103 17,544 123,935 SH   DFND 123,935 0 0
NIKE INC CL B 654106103 1,644 11,621 SH   DFND 3 11,621 0 0
NISOURCE INC COM 65473P105 247 10,776 SH   DFND 4 10,776 0 0
NISOURCE INC COM 65473P105 1,244 54,228 SH   SOLE 54,228 0 0
NOKIA CORP SPONSORED ADR 654902204 81 20,716 SH   DFND 3 20,716 0 0
NORFOLK SOUTHN CORP COM 655844108 1,569 6,605 SH   DFND 4 6,605 0 0
NORFOLK SOUTHN CORP COM 655844108 26,910 113,253 SH   SOLE 113,253 0 0
NORTHERN TR CORP COM 665859104 603 6,473 SH   DFND 4 6,473 0 0
NORTHERN TR CORP COM 665859104 5,537 59,448 SH   SOLE 59,448 0 0
NORTHROP GRUMMAN CORP COM 666807102 46,676 153,177 SH   SOLE 153,176 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,261 4,137 SH   DFND 4 4,137 0 0
NORTONLIFELOCK INC COM 668771108 13,793 663,763 SH   SOLE 663,751 0 0
NORTONLIFELOCK INC COM 668771108 326 15,684 SH   DFND 4 15,684 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 275 10,814 SH   SOLE 10,797 0 0
NOVAVAX INC COM NEW 670002401 645 5,784 SH   SOLE 5,785 0 0
NRG ENERGY INC COM NEW 629377508 248 6,596 SH   DFND 4 6,596 0 0
NRG ENERGY INC COM NEW 629377508 8,123 216,325 SH   SOLE 216,327 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 4,207 77,009 SH   SOLE 77,009 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,478 33,522 SH   DFND 3 33,522 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 2,008 45,543 SH   SOLE 45,543 0 0
NUCOR CORP COM 670346105 498 9,367 SH   DFND 4 9,367 0 0
NUCOR CORP COM 670346105 6,613 124,328 SH   SOLE 124,326 0 0
NUTRIEN LTD COM 67077M108 332,190 6,897,632 SH   SOLE 6,449,339 0 0
NUVASIVE INC COM 670704105 7,888 140,032 SH   SOLE 60,000 0 0
NVIDIA CORPORATION COM 67066G104 8,572 16,416 SH   DFND 4 16,416 0 0
NVIDIA CORPORATION COM 67066G104 270,182 517,392 SH   SOLE 517,391 0 0
NVIDIA CORPORATION COM 67066G104 26,722 51,140 SH   DFND 51,140 0 0
NVR INC COM 62944T105 375 92 SH   DFND 4 92 0 0
NVR INC COM 62944T105 4,321 1,059 SH   SOLE 1,059 0 0
OCCIDENTAL PETE CORP COM 674599105 370 21,391 SH   DFND 4 21,391 0 0
OCCIDENTAL PETE CORP COM 674599105 1,435 82,900 SH   SOLE 82,902 0 0
OKTA INC CL A 679295105 118,433 465,795 SH   SOLE 465,796 0 0
OKTA INC NOTE 0.250% 2/1 679295AB1 17,015 3,240,000 PRN   DFND 0 3,240,000 0
OLD DOMINION FREIGHT LINE IN COM 679580100 502 2,574 SH   DFND 4 2,574 0 0
OLD REP INTL CORP COM 680223104 8,562 434,399 SH   SOLE 434,399 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 485 5,931 SH   SOLE 5,927 0 0
OMNICOM GROUP INC COM 681919106 1,897 30,415 SH   SOLE 30,415 0 0
OMNICOM GROUP INC COM 681919106 421 6,753 SH   DFND 4 6,753 0 0
ONEMAIN HLDGS INC COM 68268W103 1,695 35,195 SH   SOLE 35,196 0 0
ONEOK INC NEW COM 682680103 447 11,639 SH   DFND 4 11,639 0 0
ONEOK INC NEW COM 682680103 9,967 259,693 SH   SOLE 259,682 0 0
OPEN TEXT CORP COM 683715106 104,290 2,294,105 SH   SOLE 2,294,114 0 0
ORACLE CORP COM 68389X105 3,250 50,244 SH   DFND 4 50,244 0 0
ORACLE CORP COM 68389X105 73,711 1,139,450 SH   SOLE 1,139,364 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 876 1,936 SH   DFND 4 1,936 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 5,265 11,634 SH   SOLE 11,633 0 0
OTIS WORLDWIDE CORP COM 68902V107 728 10,783 SH   DFND 4 10,783 0 0
OTIS WORLDWIDE CORP COM 68902V107 15,758 233,279 SH   SOLE 233,279 0 0
OTIS WORLDWIDE CORP COM 68902V107 271 4,012 SH   DFND 3 4,012 0 0
PACCAR INC COM 693718108 25,537 295,978 SH   SOLE 295,978 0 0
PACCAR INC COM 693718108 915 10,603 SH   DFND 4 10,603 0 0
PACKAGING CORP AMER COM 695156109 420 3,047 SH   DFND 4 3,047 0 0
PACKAGING CORP AMER COM 695156109 17,347 125,785 SH   SOLE 125,787 0 0
PAN AMERN SILVER CORP COM 697900108 9,765 282,961 SH   SOLE 282,970 0 0
PARKER-HANNIFIN CORP COM 701094104 914 3,357 SH   DFND 4 3,357 0 0
PARKER-HANNIFIN CORP COM 701094104 13,279 48,746 SH   SOLE 48,746 0 0
PAYCHEX INC COM 704326107 915 9,820 SH   DFND 4 9,820 0 0
PAYCHEX INC COM 704326107 25,241 270,884 SH   SOLE 270,884 0 0
PAYCOM SOFTWARE INC COM 70432V102 3,170 7,009 SH   SOLE 7,009 0 0
PAYCOM SOFTWARE INC COM 70432V102 586 1,296 SH   DFND 4 1,296 0 0
PAYPAL HLDGS INC COM 70450Y103 171,107 730,602 SH   SOLE 730,603 0 0
PAYPAL HLDGS INC COM 70450Y103 7,272 31,052 SH   DFND 4 31,052 0 0
PAYPAL HLDGS INC COM 70450Y103 1,064 4,543 SH   DFND 3 4,543 0 0
PEGASYSTEMS INC COM 705573103 14,711 110,393 SH   SOLE 110,393 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 16,021 105,596 SH   SOLE 105,596 0 0
PEMBINA PIPELINE CORP COM 706327103 196,582 8,308,622 SH   SOLE 8,308,631 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 1,699 450,000 PRN   DFND 0 450,000 0
PENTAIR PLC SHS G7S00T104 233 4,397 SH   DFND 4 4,397 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 160 12,354 SH   DFND 4 12,354 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 778 60,170 SH   SOLE 60,170 0 0
PEPSICO INC COM 713448108 6,285 42,378 SH   DFND 4 42,378 0 0
PEPSICO INC COM 713448108 203,904 1,374,942 SH   SOLE 1,375,293 0 0
PERKINELMER INC COM 714046109 435 3,028 SH   DFND 4 3,028 0 0
PERKINELMER INC COM 714046109 2,327 16,216 SH   SOLE 16,216 0 0
PFIZER INC COM 717081103 6,277 170,530 SH   DFND 4 170,530 0 0
PFIZER INC COM 717081103 127,992 3,477,098 SH   SOLE 3,035,088 0 0
PFIZER INC COM 717081103 739 20,076 SH   DFND 3 20,076 0 0
PG&E CORP COM 69331C108 46,317 3,717,255 SH   SOLE 3,717,255 0 0
PHILIP MORRIS INTL INC COM 718172109 231 2,802 SH   DFND 2,802 0 0
PHILIP MORRIS INTL INC COM 718172109 3,947 47,672 SH   DFND 4 47,672 0 0
PHILIP MORRIS INTL INC COM 718172109 482,278 5,825,317 SH   SOLE 5,825,317 0 0
PHILLIPS 66 COM 718546104 445 6,363 SH   DFND 3 6,363 0 0
PHILLIPS 66 COM 718546104 806 11,520 SH   DFND 4 11,520 0 0
PHILLIPS 66 COM 718546104 32,506 464,770 SH   SOLE 464,770 0 0
PINNACLE WEST CAP CORP COM 723484101 288 3,602 SH   DFND 4 3,602 0 0
PINNACLE WEST CAP CORP COM 723484101 13,226 165,428 SH   SOLE 165,428 0 0
PIONEER NAT RES CO COM 723787107 487 4,277 SH   DFND 4 4,277 0 0
PIONEER NAT RES CO COM 723787107 27,912 245,079 SH   SOLE 245,079 0 0
PLANET FITNESS INC CL A 72703H101 6,780 87,337 SH   SOLE 87,342 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,940 13,018 SH   DFND 4 13,018 0 0
PNC FINL SVCS GROUP INC COM 693475105 28,304 189,960 SH   SOLE 189,960 0 0
POOL CORP COM 73278L105 389 1,045 SH   DFND 4 1,045 0 0
POOL CORP COM 73278L105 19,753 53,028 SH   SOLE 53,027 0 0
PPG INDS INC COM 693506107 901 6,249 SH   DFND 4 6,249 0 0
PPG INDS INC COM 693506107 4,862 33,712 SH   SOLE 33,712 0 0
PPL CORP COM 69351T106 18,917 670,816 SH   SOLE 670,824 0 0
PPL CORP COM 69351T106 659 23,382 SH   DFND 4 23,382 0 0
PREMIER INC CL A 74051N102 539 15,356 SH   SOLE 15,366 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 191 179,000 PRN   DFND 0 179,000 0
PRICE T ROWE GROUP INC COM 74144T108 1,053 6,955 SH   DFND 4 6,955 0 0
PRICE T ROWE GROUP INC COM 74144T108 43,274 285,845 SH   SOLE 285,845 0 0
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 1,506 1,290,000 PRN   DFND 0 1,290,000 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 395 7,970 SH   DFND 4 7,970 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,073 21,629 SH   SOLE 21,632 0 0
PROCTER AND GAMBLE CO COM 742718109 770 5,534 SH   DFND 3 5,534 0 0
PROCTER AND GAMBLE CO COM 742718109 10,585 76,074 SH   DFND 4 76,074 0 0
PROCTER AND GAMBLE CO COM 742718109 381,791 2,743,934 SH   SOLE 2,743,934 0 0
PROGRESSIVE CORP COM 743315103 1,787 18,068 SH   DFND 4 18,068 0 0
PROGRESSIVE CORP COM 743315103 29,244 295,752 SH   SOLE 295,749 0 0
PROGRESSIVE CORP COM 743315103 16,275 164,563 SH   DFND 164,563 0 0
PROLOGIS INC. COM 74340W103 715 7,174 SH   DFND 3 7,174 0 0
PROLOGIS INC. COM 74340W103 1,931 19,379 SH   DFND 4 19,379 0 0
PROLOGIS INC. COM 74340W103 10,418 104,535 SH   SOLE 104,535 0 0
PROTECTIVE INS CORP CL A 74368L104 235 15,604 SH   DFND 3 15,604 0 0
PRUDENTIAL FINL INC COM 744320102 811 10,390 SH   DFND 4 10,390 0 0
PRUDENTIAL FINL INC COM 744320102 7,997 102,434 SH   SOLE 102,428 0 0
PUBLIC STORAGE COM 74460D109 927 4,014 SH   DFND 4 4,014 0 0
PUBLIC STORAGE COM 74460D109 5,530 23,947 SH   SOLE 23,947 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 906 15,535 SH   DFND 4 15,535 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 4,170 71,527 SH   SOLE 71,527 0 0
PULTE GROUP INC COM 745867101 299 6,926 SH   DFND 4 6,926 0 0
PULTE GROUP INC COM 745867101 5,262 122,032 SH   SOLE 122,026 0 0
QORVO INC COM 74736K101 2,743 16,497 SH   SOLE 16,497 0 0
QORVO INC COM 74736K101 514 3,092 SH   DFND 4 3,092 0 0
QUALCOMM INC COM 747525103 4,584 30,091 SH   DFND 4 30,091 0 0
QUALCOMM INC COM 747525103 65,234 428,213 SH   SOLE 428,213 0 0
QUANTA SVCS INC COM 74762E102 269 3,729 SH   DFND 4 3,729 0 0
QUANTA SVCS INC COM 74762E102 8,964 124,465 SH   SOLE 124,465 0 0
QUEST DIAGNOSTICS INC COM 74834L100 441 3,701 SH   DFND 4 3,701 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,320 19,468 SH   SOLE 19,468 0 0
RALPH LAUREN CORP CL A 751212101 708 6,825 SH   SOLE 6,825 0 0
RAYMOND JAMES FINL INC COM 754730109 1,650 17,247 SH   SOLE 17,247 0 0
RAYMOND JAMES FINL INC COM 754730109 303 3,167 SH   DFND 4 3,167 0 0
RAYONIER INC COM 754907103 564 19,197 SH   SOLE 19,210 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 256 3,622 SH   DFND 3,622 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 434 6,069 SH   DFND 3 6,069 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 3,324 46,480 SH   DFND 4 46,480 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 125,678 1,757,489 SH   SOLE 2,297,711 0 0
REALPAGE INC NOTE 1.500%11/1 75606NAB5 905 435,000 PRN   DFND 0 435,000 0
REALTY INCOME CORP COM 756109104 581 9,342 SH   DFND 4 9,342 0 0
REALTY INCOME CORP COM 756109104 3,086 49,638 SH   SOLE 49,638 0 0
REGAL BELOIT CORP COM 758750103 2,138 17,409 SH   SOLE 17,409 0 0
REGENCY CTRS CORP COM 758849103 211 4,621 SH   DFND 4 4,621 0 0
REGENCY CTRS CORP COM 758849103 1,019 22,351 SH   SOLE 22,351 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,346 2,787 SH   DFND 4 2,787 0 0
REGENERON PHARMACEUTICALS COM 75886F107 7,697 15,932 SH   SOLE 15,931 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 4,434 275,062 SH   SOLE 275,062 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 474 29,421 SH   DFND 4 29,421 0 0
RENAISSANCERE HLDGS LTD COM G7496G103 20,819 125,552 SH   SOLE 125,554 0 0
REPLIGEN CORP COM 759916109 608 3,173 SH   SOLE 3,170 0 0
REPUBLIC SVCS INC COM 760759100 4,802 49,835 SH   DFND 49,835 0 0
REPUBLIC SVCS INC COM 760759100 531 5,511 SH   DFND 4 5,511 0 0
REPUBLIC SVCS INC COM 760759100 3,459 35,919 SH   SOLE 35,917 0 0
RESMED INC COM 761152107 808 3,800 SH   DFND 4 3,800 0 0
RESMED INC COM 761152107 4,404 20,719 SH   SOLE 20,719 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,292 37,500 SH Put DFND 37,500 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 236 3,862 SH   DFND 3 3,862 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 220,141 3,602,372 SH   SOLE 4,235,920 0 0
RINGCENTRAL INC CL A 76680R206 29,168 76,967 SH   SOLE 76,968 0 0
RINGCENTRAL INC NOTE 3/1 76680RAD9 1,138 245,000 PRN   DFND 0 245,000 0
RIO TINTO PLC SPONSORED ADR 767204100 203 2,699 SH   SOLE 2,699 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 12,345 177,498 SH   SOLE 177,501 0 0
RLI CORP COM 749607107 595 5,713 SH   SOLE 5,713 0 0
ROBERT HALF INTL INC COM 770323103 233 3,736 SH   DFND 4 3,736 0 0
ROBERT HALF INTL INC COM 770323103 1,008 16,133 SH   SOLE 16,133 0 0
ROCKWELL AUTOMATION INC COM 773903109 767 3,057 SH   DFND 4 3,057 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,899 27,507 SH   SOLE 27,507 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 242 5,194 SH   DFND 3 5,194 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 254,192 5,455,935 SH   SOLE 4,961,114 0 0
ROKU INC COM CL A 77543R102 8,133 24,496 SH   SOLE 24,496 0 0
ROLLINS INC COM 775711104 226 5,773 SH   DFND 4 5,773 0 0
ROLLINS INC COM 775711104 12,689 324,776 SH   SOLE 324,780 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,201 2,785 SH   DFND 4 2,785 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,992 16,219 SH   SOLE 16,219 0 0
ROSS STORES INC COM 778296103 357 2,912 SH   DFND 2,912 0 0
ROSS STORES INC COM 778296103 1,154 9,394 SH   DFND 4 9,394 0 0
ROSS STORES INC COM 778296103 76,172 620,243 SH   SOLE 620,243 0 0
ROYAL BK CDA COM 780087102 1,326 16,159 SH   DFND 3 16,159 0 0
ROYAL BK CDA COM 780087102 1,936,526 23,598,903 SH   SOLE 24,153,263 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 1,529 20,471 SH   DFND 3 20,471 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 363 4,857 SH   DFND 4 4,857 0 0
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 235 6,688 SH   SOLE 6,688 0 0
ROYAL GOLD INC COM 780287108 10,207 95,967 SH   SOLE 95,965 0 0
S&P GLOBAL INC COM 78409V104 16,627 50,550 SH   DFND 50,550 0 0
S&P GLOBAL INC COM 78409V104 2,066 6,284 SH   DFND 4 6,284 0 0
S&P GLOBAL INC COM 78409V104 30,865 93,892 SH   SOLE 93,777 0 0
SALESFORCE COM INC COM 79466L302 11,911 53,495 SH   DFND 53,495 0 0
SALESFORCE COM INC COM 79466L302 5,401 24,273 SH   DFND 4 24,273 0 0
SALESFORCE COM INC COM 79466L302 28,836 129,583 SH   SOLE 129,583 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 2,634 119,619 SH   SOLE 119,598 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 844 2,991 SH   DFND 4 2,991 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,996 17,708 SH   SOLE 17,708 0 0
SCHLUMBERGER LTD COM 806857108 21,630 990,838 SH   SOLE 990,838 0 0
SCHLUMBERGER LTD COM 806857108 811 37,136 SH   DFND 4 37,136 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 2,132 102,995 SH   SOLE 102,995 0 0
SCHWAB CHARLES CORP COM 808513105 2,085 39,302 SH   DFND 4 39,302 0 0
SCHWAB CHARLES CORP COM 808513105 19,287 363,631 SH   SOLE 363,638 0 0
SCHWAB CHARLES CORP COM 808513105 313 5,990 SH   DFND 5,990 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 439 7,061 SH   DFND 4 7,061 0 0
SEAGEN INC COM 81181C104 606 3,460 SH   SOLE 3,462 0 0
SEALED AIR CORP NEW COM 81211K100 1,006 21,970 SH   SOLE 21,970 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3,183 28,350 SH   DFND 28,350 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 500 4,408 SH   DFND 3 4,408 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 56,720 500,000 SH   SOLE 500,000 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 399 5,915 SH   DFND 3 5,915 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 555 3,452 SH   DFND 3 3,452 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 221,715 5,850,000 SH   SOLE 5,850,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 5,685 150,000 SH Put DFND 150,000 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 6,443 170,000 SH Call DFND 170,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,025 35,200 SH   DFND 35,200 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 442,200 15,000,000 SH   SOLE 15,000,000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 7,912 268,400 SH Call DFND 268,400 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 21,712 736,500 SH Put DFND 736,500 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 141,901 1,602,501 SH   DFND 5 1,602,501 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 159,390 1,800,000 SH   SOLE 1,800,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 7,970 90,000 SH Put DFND 90,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 737 5,668 SH   DFND 3 5,668 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 206,910 3,300,000 SH   SOLE 3,300,000 0 0
SELECTIVE INS GROUP INC COM 816300107 559 8,346 SH   SOLE 8,344 0 0
SEMPRA ENERGY COM 816851109 1,128 8,854 SH   DFND 4 8,854 0 0
SEMPRA ENERGY COM 816851109 40,989 321,709 SH   SOLE 321,709 0 0
SERVICE CORP INTL COM 817565104 538 10,957 SH   SOLE 10,961 0 0
SERVICENOW INC COM 81762P102 2,848 5,174 SH   DFND 4 5,174 0 0
SERVICENOW INC COM 81762P102 15,211 27,635 SH   SOLE 27,635 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 80,461 20,258,000 PRN   DFND 0 20,258,000 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 170,428 9,705,467 SH   SOLE 7,799,625 0 0
SHERWIN WILLIAMS CO COM 824348106 18,472 25,120 SH   DFND 25,120 0 0
SHERWIN WILLIAMS CO COM 824348106 1,598 2,174 SH   DFND 4 2,174 0 0
SHERWIN WILLIAMS CO COM 824348106 10,751 14,629 SH   SOLE 14,629 0 0
SHOPIFY INC CL A 82509L107 754,123 666,216 SH   SOLE 666,216 0 0
SHOPIFY INC CL A 82509L107 376 332 SH   DFND 0 332 0
SIGNATURE BK NEW YORK N Y COM 82669G104 866 6,401 SH   SOLE 6,401 0 0
SILGAN HOLDINGS INC COM 827048109 670 18,069 SH   SOLE 18,061 0 0
SIMON PPTY GROUP INC NEW COM 828806109 729 8,544 SH   DFND 4 8,544 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,339 39,153 SH   SOLE 39,157 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 281 44,113 SH   DFND 3 44,113 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 659 4,312 SH   DFND 4 4,312 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 8,226 53,807 SH   SOLE 53,807 0 0
SLM CORP COM 78442P106 3,581 289,023 SH   SOLE 289,023 0 0
SMARTSHEET INC COM CL A 83200N103 750 10,824 SH   SOLE 10,825 0 0
SMITH A O CORP COM 831865209 7,136 130,171 SH   SOLE 130,171 0 0
SMUCKER J M CO COM NEW 832696405 2,397 20,735 SH   SOLE 20,733 0 0
SMUCKER J M CO COM NEW 832696405 404 3,498 SH   DFND 4 3,498 0 0
SNAP ON INC COM 833034101 299 1,745 SH   DFND 4 1,745 0 0
SNAP ON INC COM 833034101 4,449 25,996 SH   SOLE 25,996 0 0
SONOCO PRODS CO COM 835495102 542 9,148 SH   SOLE 9,140 0 0
SOUTHERN CO COM 842587107 1,748 28,461 SH   DFND 4 28,461 0 0
SOUTHERN CO COM 842587107 23,673 385,365 SH   SOLE 385,365 0 0
SOUTHERN COPPER CORP COM 84265V105 750 11,524 SH   DFND 5 11,524 0 0
SOUTHERN COPPER CORP COM 84265V105 35,899 551,275 SH   SOLE 551,278 0 0
SOUTHWEST AIRLS CO COM 844741108 726 15,576 SH   DFND 4 15,576 0 0
SOUTHWEST AIRLS CO COM 844741108 3,890 83,458 SH   SOLE 83,458 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 3,272 10,700 SH   SOLE 10,700 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 3,058 10,000 SH Put DFND 10,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 8,918 50,000 SH Call DFND 50,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 1,452 8,141 SH   SOLE 8,141 0 0
SPDR GOLD TR GOLD SHS 78463V107 389 2,181 SH   DFND 3 2,181 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1,577 37,805 SH   DFND 5 37,805 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 1,646 39,000 SH   DFND 39,000 0 0
SPDR INDEX SHS FDS PORTFOLIO EMG MK 78463X509 302 7,163 SH   DFND 7,163 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,073 19,015 SH   DFND 19,015 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 450 1,204 SH   DFND 3 1,204 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 47,566 127,221 SH   DFND 5 127,221 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,484 25,367 SH   SOLE 26,688 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 966 2,300 SH   SOLE 2,300 0 0
SPDR SER TR BLMBRG BRC CNVRT 78464A359 6,143 74,200 SH   SOLE 74,200 0 0
SPDR SER TR S&P REGL BKG 78464A698 2,598 50,000 SH Put DFND 50,000 0 0
SPDR SER TR S&P REGL BKG 78464A698 207,800 4,000,000 SH   SOLE 4,000,000 0 0
SPDR SER TR S&P DIVID ETF 78464A763 743 7,015 SH   DFND 5 7,015 0 0
SPDR SER TR S&P BIOTECH 78464A870 241,438 1,715,002 SH   SOLE 1,715,002 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 2,695 100,000 SH   SOLE 100,000 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 6,849 117,077 SH   SOLE 117,084 0 0
SPDR SER TR BLOOMBERG BRCLYS 78468R622 54,470 500,000 SH   SOLE 500,000 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 502 5,484 SH   SOLE 327 0 0
SPIRE INC COM 84857L101 515 8,042 SH   SOLE 8,046 0 0
SPROUTS FMRS MKT INC COM 85208M102 524 26,070 SH   SOLE 26,071 0 0
SQUARE INC CL A 852234103 37,301 171,389 SH   SOLE 171,389 0 0
SQUARE INC NOTE 0.375% 3/0 852234AB9 21,756 2,296,000 PRN   DFND 0 2,296,000 0
SSR MNG INC COM 784730103 5,923 294,530 SH   SOLE 294,545 0 0
SSR MNG INC NOTE 2.500% 4/0 784730AB9 4,447 3,250,000 PRN   DFND 0 3,250,000 0
STANLEY BLACK & DECKER INC COM 854502101 12,836 71,886 SH   SOLE 71,889 0 0
STANLEY BLACK & DECKER INC COM 854502101 763 4,274 SH   DFND 4 4,274 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,105 10,000 SH   DFND 0 10,000 0
STANTEC INC COM 85472N109 2,856 87,958 SH   SOLE 87,958 0 0
STARBUCKS CORP COM 855244109 4,378 40,924 SH   DFND 3 40,924 0 0
STARBUCKS CORP COM 855244109 3,330 31,130 SH   DFND 4 31,130 0 0
STARBUCKS CORP COM 855244109 65,725 614,368 SH   SOLE 614,368 0 0
STATE STR CORP COM 857477103 777 10,673 SH   DFND 4 10,673 0 0
STATE STR CORP COM 857477103 46,425 637,881 SH   SOLE 637,886 0 0
STERIS PLC SHS USD G8473T100 433 2,284 SH   DFND 4 2,284 0 0
STRYKER CORPORATION COM 863667101 52,288 213,386 SH   SOLE 213,384 0 0
STRYKER CORPORATION COM 863667101 2,124 8,667 SH   DFND 4 8,667 0 0
SUN CMNTYS INC COM 866674104 590 3,883 SH   SOLE 3,886 0 0
SUN LIFE FINANCIAL INC. COM 866796105 413,552 9,301,664 SH   SOLE 9,301,673 0 0
SUNCOR ENERGY INC NEW COM 867224107 447 26,638 SH   DFND 3 26,638 0 0
SUNCOR ENERGY INC NEW COM 867224107 288,356 17,184,506 SH   SOLE 17,184,490 0 0
SUZANO S A SPON ADS 86959K105 134 11,900 SH   DFND 11,900 0 0
SVB FINANCIAL GROUP COM 78486Q101 531 1,368 SH   DFND 4 1,368 0 0
SVB FINANCIAL GROUP COM 78486Q101 2,885 7,439 SH   SOLE 7,439 0 0
SYNCHRONY FINANCIAL COM 87165B103 569 16,389 SH   DFND 4 16,389 0 0
SYNCHRONY FINANCIAL COM 87165B103 32,556 937,943 SH   SOLE 937,929 0 0
SYNNEX CORP COM 87162W100 1,907 23,416 SH   SOLE 23,416 0 0
SYNOPSYS INC COM 871607107 1,043 4,022 SH   DFND 4 4,022 0 0
SYNOPSYS INC COM 871607107 50,083 193,192 SH   SOLE 193,192 0 0
SYNOVUS FINL CORP COM NEW 87161C501 489 15,107 SH   SOLE 15,122 0 0
SYSCO CORP COM 871829107 4,565 61,473 SH   SOLE 61,478 0 0
SYSCO CORP COM 871829107 1,149 15,469 SH   DFND 4 15,469 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 287 2,634 SH   DFND 2,634 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 633 3,048 SH   DFND 4 3,048 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,080 19,635 SH   SOLE 19,637 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 227 2,372 SH   SOLE 2,371 0 0
TAPESTRY INC COM 876030107 243 7,813 SH   DFND 4 7,813 0 0
TAPESTRY INC COM 876030107 432 13,900 SH   SOLE 13,900 0 0
TARGA RES CORP COM 87612G101 4,600 174,375 SH   SOLE 174,387 0 0
TARGET CORP COM 87612E106 2,693 15,255 SH   DFND 4 15,255 0 0
TARGET CORP COM 87612E106 57,582 326,188 SH   SOLE 326,189 0 0
TC ENERGY CORP COM 87807B107 381 9,357 SH   DFND 3 9,357 0 0
TC ENERGY CORP COM 87807B107 89,280 2,192,535 SH   SOLE 1,727,082 0 0
TCF FINL CORP COM 872307103 3,317 89,600 SH   SOLE 89,601 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,054 8,706 SH   DFND 4 8,706 0 0
TECHNIPFMC PLC COM G87110105 113 12,023 SH   DFND 4 12,023 0 0
TECK RESOURCES LTD CL B 878742204 73,859 4,069,366 SH   SOLE 4,069,365 0 0
TELADOC HEALTH INC COM 87918A105 617 3,086 SH   SOLE 3,085 0 0
TELADOC HEALTH INC NOTE 3.000%12/1 87918AAB1 27,159 5,969,000 PRN   DFND 0 5,969,000 0
TELECOM ARGENTINA S A SPON ADR REP B 879273209 635 96,799 SH   SOLE 96,735 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 374 953 SH   DFND 4 953 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 4,837 12,340 SH   SOLE 12,340 0 0
TELEFLEX INCORPORATED COM 879369106 514 1,249 SH   DFND 4 1,249 0 0
TELEFLEX INCORPORATED COM 879369106 2,782 6,759 SH   SOLE 6,759 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,363 181,099 SH   SOLE 181,099 0 0
TELUS CORPORATION COM 87971M103 316,161 15,967,727 SH   SOLE 14,333,983 0 0
TEMPUR SEALY INTL INC COM 88023U101 30,796 1,140,593 SH   SOLE 1,140,593 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 353 18,373 SH   DFND 18,373 0 0
TERADYNE INC COM 880770102 523 4,360 SH   DFND 4 4,360 0 0
TERADYNE INC COM 880770102 28,200 235,216 SH   SOLE 235,214 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 1,893 500,000 PRN   DFND 0 500,000 0
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 546 10,704 SH   SOLE 10,700 0 0
TESLA INC COM 88160R101 14,199 20,121 SH   DFND 4 20,121 0 0
TESLA INC COM 88160R101 795 1,127 SH   SOLE 1,127 0 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 72,705 7,432,000 PRN   DFND 0 7,432,000 0
TESLA INC NOTE 1.250% 3/0 88160RAC5 146,916 148,366 SH   SOLE 148,366 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 11,287 1,050,000 PRN   DFND 0 1,050,000 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 4,467 4,108 SH   SOLE 4,108 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 36,553 32,244 SH   SOLE 32,244 0 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 154,566 13,596,000 PRN   DFND 0 13,596,000 0
TETRA TECH INC NEW COM 88162G103 548 4,733 SH   SOLE 4,734 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 179 18,549 SH   DFND 3 18,549 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 331 34,303 SH   DFND 4 34,303 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 5,290 88,908 SH   SOLE 88,908 0 0
TEXAS INSTRS INC COM 882508104 4,627 28,193 SH   DFND 4 28,193 0 0
TEXAS INSTRS INC COM 882508104 84,877 517,133 SH   SOLE 517,131 0 0
TEXTRON INC COM 883203101 288 5,969 SH   DFND 4 5,969 0 0
TEXTRON INC COM 883203101 21,669 448,355 SH   SOLE 448,348 0 0
THE TRADE DESK INC COM CL A 88339J105 834 1,041 SH   SOLE 1,041 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 4,913 10,547 SH   DFND 4 10,547 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 263,649 566,038 SH   SOLE 566,038 0 0
TIFFANY & CO NEW COM 886547108 386 2,935 SH   DFND 4 2,935 0 0
TIFFANY & CO NEW COM 886547108 352,630 2,682,617 SH   SOLE 2,682,614 0 0
TIMKEN CO COM 887389104 1,357 17,541 SH   SOLE 17,541 0 0
TJX COS INC NEW COM 872540109 385 5,633 SH   DFND 5,633 0 0
TJX COS INC NEW COM 872540109 2,193 32,113 SH   DFND 4 32,113 0 0
TJX COS INC NEW COM 872540109 40,670 595,549 SH   SOLE 595,451 0 0
T-MOBILE US INC COM 872590104 2,088 15,483 SH   DFND 4 15,483 0 0
T-MOBILE US INC COM 872590104 16,555 122,766 SH   SOLE 122,766 0 0
TORO CO COM 891092108 653 6,885 SH   SOLE 6,884 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,475,876 26,158,739 SH   SOLE 26,481,925 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,264 22,404 SH   DFND 3 22,404 0 0
TRACTOR SUPPLY CO COM 892356106 428 3,046 SH   DFND 4 3,046 0 0
TRACTOR SUPPLY CO COM 892356106 2,938 20,899 SH   SOLE 20,897 0 0
TRADEWEB MKTS INC CL A 892672106 601 9,624 SH   SOLE 9,627 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 917 6,320 SH   DFND 4 6,320 0 0
TRANSALTA CORP COM 89346D107 7,516 990,250 SH   SOLE 990,250 0 0
TRANSDIGM GROUP INC COM 893641100 882 1,425 SH   DFND 4 1,425 0 0
TRANSDIGM GROUP INC COM 893641100 3,995 6,456 SH   SOLE 6,455 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,084 7,721 SH   DFND 4 7,721 0 0
TRAVELERS COMPANIES INC COM 89417E109 19,767 140,821 SH   SOLE 140,821 0 0
TRIP COM GROUP LTD ADS 89677Q107 407 12,254 SH   DFND 12,254 0 0
TRUIST FINL CORP COM 89832Q109 25,040 522,429 SH   SOLE 522,429 0 0
TRUIST FINL CORP COM 89832Q109 2,007 41,864 SH   DFND 4 41,864 0 0
TWILIO INC CL A 90138F102 5,484 16,201 SH   SOLE 16,201 0 0
TWILIO INC NOTE 0.250% 6/0 90138FAB8 5,687 1,192,000 PRN   DFND 0 1,192,000 0
TWITTER INC COM 90184L102 1,134 20,942 SH   DFND 4 20,942 0 0
TWITTER INC COM 90184L102 119,162 2,200,591 SH   SOLE 2,200,594 0 0
TYLER TECHNOLOGIES INC COM 902252105 457 1,047 SH   DFND 4 1,047 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,099 7,100 SH   SOLE 7,127 0 0
TYSON FOODS INC CL A 902494103 578 8,973 SH   DFND 4 8,973 0 0
TYSON FOODS INC CL A 902494103 17,730 275,140 SH   SOLE 275,137 0 0
UBER TECHNOLOGIES INC COM 90353T100 64,186 1,258,549 SH   SOLE 1,258,557 0 0
UBIQUITI INC COM 90353W103 654 2,348 SH   SOLE 2,350 0 0
UDR INC COM 902653104 1,601 41,660 SH   SOLE 41,660 0 0
UDR INC COM 902653104 293 7,614 SH   DFND 4 7,614 0 0
ULTA BEAUTY INC COM 90384S303 431 1,501 SH   DFND 4 1,501 0 0
ULTA BEAUTY INC COM 90384S303 2,289 7,971 SH   SOLE 7,971 0 0
UMB FINL CORP COM 902788108 515 7,465 SH   SOLE 7,470 0 0
UMPQUA HLDGS CORP COM 904214103 2,846 187,979 SH   SOLE 187,979 0 0
UNDER ARMOUR INC CL A 904311107 3,205 186,663 SH   SOLE 186,663 0 0
UNDER ARMOUR INC CL C 904311206 410 27,554 SH   SOLE 27,554 0 0
UNION PAC CORP COM 907818108 19,663 94,375 SH   DFND 94,375 0 0
UNION PAC CORP COM 907818108 299 1,436 SH   DFND 3 1,436 0 0
UNION PAC CORP COM 907818108 3,719 17,860 SH   DFND 4 17,860 0 0
UNION PAC CORP COM 907818108 83,229 399,717 SH   SOLE 399,717 0 0
UNITED AIRLS HLDGS INC COM 910047109 343 7,930 SH   DFND 4 7,930 0 0
UNITED AIRLS HLDGS INC COM 910047109 1,056 24,416 SH   SOLE 24,423 0 0
UNITED PARCEL SERVICE INC CL B 911312106 3,696 21,946 SH   DFND 4 21,946 0 0
UNITED PARCEL SERVICE INC CL B 911312106 17,610 104,572 SH   SOLE 104,575 0 0
UNITED RENTALS INC COM 911363109 441 1,901 SH   DFND 4 1,901 0 0
UNITED RENTALS INC COM 911363109 1,657 7,145 SH   SOLE 7,144 0 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 8,859 5,900,000 PRN   DFND 0 5,900,000 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 607 3,999 SH   SOLE 3,998 0 0
UNITEDHEALTH GROUP INC COM 91324P102 849 2,421 SH   DFND 3 2,421 0 0
UNITEDHEALTH GROUP INC COM 91324P102 8,821 25,155 SH   DFND 4 25,155 0 0
UNITEDHEALTH GROUP INC COM 91324P102 245,022 698,706 SH   SOLE 698,762 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 269 1,957 SH   DFND 4 1,957 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,428 61,295 SH   SOLE 61,297 0 0
UNUM GROUP COM 91529Y106 8,397 366,042 SH   SOLE 366,043 0 0
US BANCORP DEL COM NEW 902973304 1,979 42,481 SH   DFND 4 42,481 0 0
US BANCORP DEL COM NEW 902973304 56,991 1,223,245 SH   SOLE 1,223,245 0 0
V F CORP COM 918204108 3,862 45,217 SH   SOLE 45,217 0 0
V F CORP COM 918204108 708 8,295 SH   DFND 4 8,295 0 0
VALERO ENERGY CORP COM 91913Y100 606 10,714 SH   DFND 4 10,714 0 0
VALERO ENERGY CORP COM 91913Y100 15,839 279,989 SH   SOLE 279,992 0 0
VALMONT INDS INC COM 920253101 2,538 14,509 SH   SOLE 14,507 0 0
VALVOLINE INC COM 92047W101 3,648 157,649 SH   SOLE 157,669 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 76,106 2,112,882 SH   SOLE 2,112,889 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 353 14,617 SH   DFND 3 14,617 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 110,305 3,436,300 SH   DFND 5 3,436,300 0 0
VANECK VECTORS ETF TR SEMICONDUCTOR ET 92189F676 459 2,101 SH   SOLE 2,101 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 110,869 2,044,045 SH   SOLE 2,044,045 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 17,533 526,984 SH   DFND 5 526,984 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 5,539 90,006 SH   SOLE 90,006 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,961 5,706 SH   SOLE 1,302 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 47,584 400,000 SH   SOLE 400,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 9,505 102,664 SH   DFND 5 102,664 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 3,838 76,579 SH   DFND 5 76,579 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 135,297 2,700,000 SH   SOLE 2,700,000 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 326,953 924,144 SH   DFND 5 924,144 0 0
VARIAN MED SYS INC COM 92220P105 429 2,450 SH   DFND 4 2,450 0 0
VARIAN MED SYS INC COM 92220P105 310,529 1,774,350 SH   SOLE 1,774,349 0 0
VEDANTA LIMITED SPONSORED ADR 92242Y100 97 11,048 SH   SOLE 11,048 0 0
VEEVA SYS INC CL A COM 922475108 583 2,141 SH   SOLE 2,140 0 0
VENTAS INC COM 92276F100 481 9,818 SH   DFND 4 9,818 0 0
VENTAS INC COM 92276F100 1,924 39,233 SH   SOLE 39,227 0 0
VERISIGN INC COM 92343E102 564 2,606 SH   DFND 4 2,606 0 0
VERISIGN INC COM 92343E102 3,668 16,950 SH   SOLE 16,949 0 0
VERISK ANALYTICS INC COM 92345Y106 8,629 41,540 SH   DFND 41,540 0 0
VERISK ANALYTICS INC COM 92345Y106 881 4,245 SH   DFND 4 4,245 0 0
VERISK ANALYTICS INC COM 92345Y106 17,916 86,305 SH   SOLE 87,080 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 706 12,017 SH   DFND 3 12,017 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,457 126,931 SH   DFND 4 126,931 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 94,926 1,615,762 SH   SOLE 3,908,984 0 0
VERMILION ENERGY INC COM 923725105 11,176 2,511,461 SH   SOLE 2,511,461 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 26,747 113,172 SH   SOLE 113,174 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,623 6,869 SH   DFND 4 6,869 0 0
VIACOMCBS INC CL B 92556H206 76,707 2,058,696 SH   SOLE 2,058,691 0 0
VIACOMCBS INC CL B 92556H206 650 17,437 SH   DFND 4 17,437 0 0
VIATRIS INC COM 92556V106 609 32,477 SH   DFND 4 32,477 0 0
VIATRIS INC COM 92556V106 9,739 519,691 SH   SOLE 415,592 0 0
VIPSHOP HOLDINGS LIMITED SPONSORED ADS A 92763W103 205 7,374 SH   DFND 7,374 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 534 19,940 SH   SOLE 19,933 0 0
VIRTU FINL INC CL A 928254101 2,828 112,356 SH   SOLE 112,370 0 0
VISA INC COM CL A 92826C839 23,395 106,896 SH   DFND 106,896 0 0
VISA INC COM CL A 92826C839 1,377 6,295 SH   DFND 3 6,295 0 0
VISA INC COM CL A 92826C839 9,837 44,975 SH   DFND 4 44,975 0 0
VISTRA CORP COM 92840M102 668 33,978 SH   SOLE 33,978 0 0
VONTIER CORPORATION COM 928881101 2,942 88,084 SH   SOLE 88,084 0 0
VULCAN MATLS CO COM 929160109 506 3,411 SH   DFND 4 3,411 0 0
VULCAN MATLS CO COM 929160109 10,233 68,997 SH   SOLE 68,997 0 0
WABTEC COM 929740108 355 4,843 SH   DFND 4 4,843 0 0
WABTEC COM 929740108 4,123 56,325 SH   SOLE 56,330 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 448 11,234 SH   DFND 3 11,234 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 886 22,227 SH   DFND 4 22,227 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,053 101,630 SH   SOLE 101,630 0 0
WALMART INC COM 931142103 5,307 36,813 SH   DFND 4 36,813 0 0
WALMART INC COM 931142103 156,123 1,083,059 SH   SOLE 1,083,059 0 0
WARRIOR MET COAL INC COM 93627C101 370 17,355 SH   SOLE 600,000 0 0
WASTE CONNECTIONS INC COM 94106B101 195,178 1,902,876 SH   SOLE 1,902,876 0 0
WASTE MGMT INC DEL COM 94106L109 403 3,417 SH   DFND 3 3,417 0 0
WASTE MGMT INC DEL COM 94106L109 7,015 59,484 SH   SOLE 59,480 0 0
WASTE MGMT INC DEL COM 94106L109 1,221 10,354 SH   DFND 4 10,354 0 0
WATERS CORP COM 941848103 401 1,621 SH   DFND 4 1,621 0 0
WATERS CORP COM 941848103 8,605 34,779 SH   SOLE 34,779 0 0
WATSCO INC COM 942622200 12,364 54,575 SH   SOLE 577,574 0 0
WAYFAIR INC CL A 94419L101 5,631 24,937 SH   SOLE 24,935 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 4,075 2,000,000 PRN   DFND 0 2,000,000 0
WEC ENERGY GROUP INC COM 92939U106 893 9,706 SH   DFND 4 9,706 0 0
WEC ENERGY GROUP INC COM 92939U106 11,453 124,449 SH   SOLE 124,449 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 162,084 35,896,000 PRN   DFND 0 35,896,000 0
WELLS FARGO CO NEW COM 949746101 3,303 109,430 SH   DFND 4 109,430 0 0
WELLS FARGO CO NEW COM 949746101 4,527 150,000 SH Put DFND 150,000 0 0
WELLS FARGO CO NEW COM 949746101 214,705 7,114,149 SH   SOLE 7,114,135 0 0
WELLS FARGO CO NEW COM 949746101 641 21,239 SH   DFND 3 21,239 0 0
WELLS FARGO CO NEW COM 949746101 6,036 200,000 SH Call DFND 200,000 0 0
WELLTOWER INC COM 95040Q104 715 11,071 SH   DFND 4 11,071 0 0
WELLTOWER INC COM 95040Q104 3,059 47,338 SH   SOLE 47,340 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 530 1,869 SH   DFND 4 1,869 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 12,314 43,465 SH   SOLE 43,465 0 0
WESTERN ALLIANCE BANCORP COM 957638109 1,409 23,503 SH   SOLE 23,503 0 0
WESTERN DIGITAL CORP. COM 958102105 464 8,384 SH   DFND 4 8,384 0 0
WESTERN DIGITAL CORP. COM 958102105 1,461 26,377 SH   SOLE 26,374 0 0
WESTERN UN CO COM 959802109 289 13,193 SH   DFND 4 13,193 0 0
WESTERN UN CO COM 959802109 1,276 58,159 SH   SOLE 58,159 0 0
WESTROCK CO COM 96145D105 353 8,117 SH   DFND 4 8,117 0 0
WESTROCK CO COM 96145D105 1,618 37,170 SH   SOLE 37,170 0 0
WEX INC COM 96208T104 1,377 6,766 SH   SOLE 6,764 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 654 19,499 SH   DFND 4 19,499 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 2,663 79,421 SH   SOLE 79,412 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 158,014 3,785,673 SH   SOLE 3,785,668 0 0
WHIRLPOOL CORP COM 963320106 353 1,957 SH   DFND 4 1,957 0 0
WHIRLPOOL CORP COM 963320106 1,640 9,086 SH   SOLE 9,086 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 541 541 SH   SOLE 541 0 0
WILLIAMS COS INC COM 969457100 640 31,936 SH   DFND 4 31,936 0 0
WILLIAMS COS INC COM 969457100 66,230 3,303,241 SH   SOLE 2,885,229 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,094 5,194 SH   DFND 4 5,194 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 152 26,922 SH   DFND 26,922 0 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 1,102 23,060 SH   DFND 23,060 0 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 440 6,441 SH   DFND 6,441 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 646 11,879 SH   DFND 5 11,879 0 0
WISDOMTREE TR EM EX ST-OWNED 97717X578 25,369 639,500 SH   DFND 5 639,500 0 0
WISDOMTREE TR US QTLY DIV GRT 97717X669 964 18,003 SH   DFND 18,003 0 0
WISDOMTREE TR CHINADIV EX FI 97717X719 1,245 19,000 SH   DFND 19,000 0 0
WIX COM LTD SHS M98068105 731 2,925 SH   DFND 4 2,925 0 0
WORKDAY INC CL A 98138H101 25,286 105,530 SH   SOLE 105,530 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 619 12,882 SH   SOLE 12,879 0 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 7,253 3,578,000 PRN   DFND 0 3,578,000 0
WPX ENERGY INC COM 98212B103 1,402 172,025 SH   SOLE 172,025 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 2,445 54,503 SH   SOLE 54,503 0 0
WYNN RESORTS LTD COM 983134107 292 2,590 SH   DFND 4 2,590 0 0
WYNN RESORTS LTD COM 983134107 710 6,293 SH   SOLE 6,293 0 0
XCEL ENERGY INC COM 98389B100 1,075 16,130 SH   DFND 4 16,130 0 0
XCEL ENERGY INC COM 98389B100 26,902 403,510 SH   SOLE 403,510 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 4,665 201,164 SH   SOLE 201,169 0 0
XILINX INC COM 983919101 909 6,414 SH   DFND 4 6,414 0 0
XILINX INC COM 983919101 79,957 563,991 SH   SOLE 563,993 0 0
XYLEM INC COM 98419M100 484 4,754 SH   DFND 4 4,754 0 0
XYLEM INC COM 98419M100 2,678 26,309 SH   SOLE 26,309 0 0
YAMANA GOLD INC COM 98462Y100 31,353 5,490,893 SH   SOLE 5,490,947 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 915 194,681 SH   SOLE 194,648 0 0
YUM BRANDS INC COM 988498101 8,865 81,660 SH   SOLE 81,660 0 0
YUM BRANDS INC COM 988498101 866 7,976 SH   DFND 4 7,976 0 0
YUM CHINA HLDGS INC COM 98850P109 265 4,644 SH   DFND 4,644 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 8,159 21,229 SH   SOLE 21,229 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 537 1,396 SH   DFND 4 1,396 0 0
ZENDESK INC COM 98936J101 14,784 103,298 SH   SOLE 103,298 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 80,165 617,604 SH   SOLE 617,600 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 844 5,480 SH   DFND 4 5,480 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 3,738 24,259 SH   SOLE 24,256 0 0
ZIONS BANCORPORATION N A COM 989701107 1,009 23,227 SH   SOLE 23,227 0 0
ZOETIS INC CL A 98978V103 2,079 12,560 SH   DFND 4 12,560 0 0
ZOETIS INC CL A 98978V103 63,272 382,308 SH   SOLE 382,308 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 86,227 255,624 SH   SOLE 255,625 0 0
ZSCALER INC COM 98980G102 830 4,156 SH   SOLE 4,156 0 0
ZYNGA INC CL A 98986T108 34,968 3,542,857 SH   SOLE 3,542,846 0 0