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 54,251 273,125 SH   SOLE 273,125 0 0
3M CO COM 88579Y101 3,591 18,074 SH   DFND 4 18,074 0 0
ABBOTT LABS COM 002824100 5,522 47,638 SH   DFND 4 47,638 0 0
ABBOTT LABS COM 002824100 93,732 808,523 SH   SOLE 808,523 0 0
ABBVIE INC COM 00287Y109 6,222 55,234 SH   DFND 4 55,234 0 0
ABBVIE INC COM 00287Y109 81,429 722,914 SH   SOLE 722,914 0 0
ABIOMED INC COM 003654100 370 1,186 SH   DFND 4 1,186 0 0
ABIOMED INC COM 003654100 1,730 5,542 SH   SOLE 5,542 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 547 22,440 SH   SOLE 22,440 0 0
ACCELERON PHARMA INC COM 00434H108 497 3,958 SH   SOLE 3,958 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 5,034 17,078 SH   DFND 4 17,078 0 0
ACTIVISION BLIZZARD INC COM 00507V109 12,118 126,971 SH   SOLE 126,971 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,990 20,856 SH   DFND 4 20,856 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 59,035 100,805 SH   SOLE 100,805 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 3,503 5,981 SH   DFND 3 5,981 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 7,493 12,795 SH   DFND 4 12,795 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 345 1,681 SH   DFND 4 1,681 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 56,847 277,113 SH   SOLE 277,113 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,198 23,400 SH   DFND 23,400 0 0
ADVANCED MICRO DEVICES INC COM 007903107 22,099 235,305 SH   DFND 2 235,305 0 0
ADVANCED MICRO DEVICES INC COM 007903107 2,543 27,069 SH   DFND 4 27,069 0 0
ADVANCED MICRO DEVICES INC COM 007903107 52,179 555,509 SH   SOLE 555,509 0 0
AECOM COM 00766T100 8,676 137,011 SH   SOLE 137,011 0 0
AENZA S.A.A SPONSORED ADS 00776D103 5,472 3,122,961 SH   DFND 5 3,122,961 0 0
AEROJET ROCKETDYNE HLDGS INC NOTE 2.250%12/1 007800AB1 1,986 1,073,000 SH   SOLE 1,073,000 0 0
AES CORP COM 00130H105 464 17,773 SH   DFND 4 17,773 0 0
AES CORP COM 00130H105 5,489 210,533 SH   SOLE 210,533 0 0
AFLAC INC COM 001055102 1,068 19,896 SH   DFND 4 19,896 0 0
AFLAC INC COM 001055102 4,235 78,915 SH   SOLE 78,915 0 0
AGCO CORP COM 001084102 25,849 198,264 SH   SOLE 198,264 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,213 8,204 SH   DFND 4 8,204 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 5,623 38,041 SH   SOLE 38,041 0 0
AGNC INVT CORP COM 00123Q104 518 30,653 SH   SOLE 30,653 0 0
AGNICO EAGLE MINES LTD COM 008474108 123,223 2,037,927 SH   SOLE 2,037,927 0 0
AIR LEASE CORP CL A 00912X302 4,619 110,673 SH   SOLE 110,673 0 0
AIR PRODS & CHEMS INC COM 009158106 1,996 6,939 SH   DFND 4 6,939 0 0
AIR PRODS & CHEMS INC COM 009158106 8,325 28,940 SH   SOLE 28,940 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,809 24,092 SH   SOLE 24,092 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 512 4,399 SH   DFND 4 4,399 0 0
ALASKA AIR GROUP INC COM 011659109 341 5,659 SH   SOLE 5,659 0 0
ALBEMARLE CORP COM 012653101 1,754 10,412 SH   SOLE 10,412 0 0
ALBEMARLE CORP COM 012653101 525 3,113 SH   DFND 4 3,113 0 0
ALCOA CORP COM 013872106 1,173 31,892 SH   SOLE 31,892 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 677 3,725 SH   DFND 4 3,725 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,145 17,288 SH   SOLE 17,288 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 1,090 5,928 SH   DFND 4 5,928 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 201,772 1,098,317 SH   SOLE 1,098,317 0 0
ALGONQUIN PWR UTILS CORP COM 015857105 126,635 8,499,953 SH   SOLE 8,499,953 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,254 5,530 SH   DFND 5,530 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 409 1,804 SH   DFND 3 1,804 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,283 5,654 SH   SOLE 5,654 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,536 20,000 SH Call DFND 7 20,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 1,175 1,924 SH   DFND 4 1,924 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,752 7,777 SH   SOLE 7,777 0 0
ALLEGHANY CORP MD COM 017175100 5,537 8,300 SH   SOLE 8,300 0 0
ALLEGION PLC ORD SHS G0176J109 327 2,353 SH   DFND 4 2,353 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9,481 91,000 SH   SOLE 91,000 0 0
ALLIANT ENERGY CORP COM 018802108 424 7,578 SH   DFND 4 7,578 0 0
ALLIANT ENERGY CORP COM 018802108 6,084 109,106 SH   SOLE 109,106 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,776 44,700 SH   SOLE 44,700 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 503 19,287 SH   SOLE 19,287 0 0
ALLSTATE CORP COM 020002101 1,223 9,377 SH   DFND 4 9,377 0 0
ALLSTATE CORP COM 020002101 5,323 40,809 SH   SOLE 40,809 0 0
ALPHABET INC CAP STK CL C 02079K107 1,146 457 SH   DFND 3 457 0 0
ALPHABET INC CAP STK CL C 02079K107 19,129 7,632 SH   DFND 4 7,632 0 0
ALPHABET INC CAP STK CL C 02079K107 37,827 15,095 SH   DFND 2 15,095 0 0
ALPHABET INC CAP STK CL C 02079K107 158,822 63,369 SH   SOLE 63,369 0 0
ALPHABET INC CAP STK CL A 02079K305 249 102 SH   DFND 102 0 0
ALPHABET INC CAP STK CL A 02079K305 757 310 SH   DFND 3 310 0 0
ALPHABET INC CAP STK CL A 02079K305 19,666 8,054 SH   DFND 4 8,054 0 0
ALPHABET INC CAP STK CL A 02079K305 387,132 158,544 SH   SOLE 158,544 0 0
ALTERYX INC COM CL A 02156B103 547 6,355 SH   SOLE 6,355 0 0
ALTRIA GROUP INC COM 02209S103 2,766 58,012 SH   DFND 4 58,012 0 0
ALTRIA GROUP INC COM 02209S103 58,126 1,219,086 SH   SOLE 1,219,086 0 0
AMAZON COM INC COM 023135106 1,094,150 318,052 SH   SOLE 318,052 0 0
AMAZON COM INC COM 023135106 39,486 11,478 SH   DFND 4 11,478 0 0
AMAZON COM INC COM 023135106 120,406 35,000 SH Put DFND 7 35,000 0 0
AMAZON COM INC COM 023135106 24,005 6,979 SH   DFND 2 6,979 0 0
AMAZON COM INC COM 023135106 2,649 770 SH   DFND 808 0 0
AMAZON COM INC COM 023135106 54,697 15,900 SH   DFND 3 15,900 0 0
AMCOR PLC ORD G0250X107 561 48,963 SH   DFND 4 48,963 0 0
AMDOCS LTD SHS G02602103 4,796 62,000 SH   SOLE 62,000 0 0
AMEDISYS INC COM 023436108 495 2,020 SH   SOLE 2,020 0 0
AMEREN CORP COM 023608102 642 8,011 SH   DFND 4 8,011 0 0
AMEREN CORP COM 023608102 3,035 37,915 SH   SOLE 37,915 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,471 69,354 SH   DFND 3 69,354 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 366 17,278 SH   DFND 4 17,278 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,482 69,916 SH   SOLE 69,916 0 0
AMERICAN EAGLE OUTFITTERS IN NOTE 3.750% 4/1 02553EAB2 1,311 300,000 PRN   DFND 1 0 300,000 0
AMERICAN ELEC PWR CO INC COM 025537101 1,310 15,490 SH   DFND 4 15,490 0 0
AMERICAN ELEC PWR CO INC COM 025537101 5,173 61,156 SH   SOLE 61,156 0 0
AMERICAN ELEC PWR CO INC COM 025537101 207 2,447 SH   DFND 3 2,447 0 0
AMERICAN EXPRESS CO COM 025816109 2,878 17,417 SH   DFND 4 17,417 0 0
AMERICAN EXPRESS CO COM 025816109 20,950 126,800 SH   SOLE 126,800 0 0
AMERICAN EXPRESS CO COM 025816109 257 1,555 SH   DFND 3 1,555 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,087 22,841 SH   DFND 4 22,841 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 30,018 630,621 SH   SOLE 630,621 0 0
AMERICAN TOWER CORP NEW COM 03027X100 323 1,196 SH   DFND 3 1,196 0 0
AMERICAN TOWER CORP NEW COM 03027X100 3,293 12,191 SH   DFND 4 12,191 0 0
AMERICAN TOWER CORP NEW COM 03027X100 15,089 55,856 SH   SOLE 55,856 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 758 4,920 SH   DFND 4 4,920 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 5,200 33,735 SH   SOLE 33,735 0 0
AMERICOLD RLTY TR COM 03064D108 548 14,488 SH   SOLE 14,488 0 0
AMERIPRISE FINL INC COM 03076C106 899 3,612 SH   DFND 4 3,612 0 0
AMERIPRISE FINL INC COM 03076C106 3,588 14,415 SH   SOLE 14,415 0 0
AMERISOURCEBERGEN CORP COM 03073E105 465 4,051 SH   DFND 4 4,051 0 0
AMERISOURCEBERGEN CORP COM 03073E105 2,122 18,536 SH   SOLE 18,536 0 0
AMETEK INC COM 031100100 823 6,162 SH   DFND 4 6,162 0 0
AMETEK INC COM 031100100 33,598 251,671 SH   SOLE 251,671 0 0
AMGEN INC COM 031162100 4,384 17,985 SH   DFND 4 17,985 0 0
AMGEN INC COM 031162100 18,872 77,421 SH   SOLE 77,421 0 0
AMPHENOL CORP NEW CL A 032095101 1,094 16,000 SH   DFND 4 16,000 0 0
AMPHENOL CORP NEW CL A 032095101 5,067 74,064 SH   SOLE 74,064 0 0
ANALOG DEVICES INC COM 032654105 1,441 8,373 SH   DFND 4 8,373 0 0
ANALOG DEVICES INC COM 032654105 7,828 45,467 SH   SOLE 45,467 0 0
ANNALY CAPITAL MANAGEMENT IN COM 035710409 459 51,735 SH   SOLE 51,735 0 0
ANSYS INC COM 03662Q105 806 2,322 SH   DFND 4 2,322 0 0
ANSYS INC COM 03662Q105 3,701 10,664 SH   SOLE 10,664 0 0
ANTERO RESOURCES CORP COM 03674X106 451 30,000 SH   DFND 1 0 30,000 0
ANTHEM INC COM 036752103 2,499 6,545 SH   DFND 4 6,545 0 0
ANTHEM INC COM 036752103 60,125 157,478 SH   SOLE 157,478 0 0
AON PLC SHS CL A G0403H108 1,075 4,502 SH   DFND 4 4,502 0 0
APA CORPORATION COM 03743Q108 226 10,441 SH   DFND 4 10,441 0 0
APA CORPORATION COM 03743Q108 8,390 387,880 SH   SOLE 387,880 0 0
APPLE INC COM 037833100 3,465 25,300 SH   DFND 25,300 0 0
APPLE INC COM 037833100 33,935 247,810 SH   DFND 2 247,810 0 0
APPLE INC COM 037833100 443,100 3,235,251 SH   DFND 3 3,235,251 0 0
APPLE INC COM 037833100 57,534 420,082 SH   DFND 4 420,082 0 0
APPLE INC COM 037833100 1,505,429 10,991,731 SH   SOLE 10,991,731 0 0
APPLE INC COM 037833100 58,208 425,000 SH Put DFND 7 425,000 0 0
APPLIED MATLS INC COM 038222105 45,563 319,962 SH   SOLE 319,962 0 0
APPLIED MATLS INC COM 038222105 3,491 24,515 SH   DFND 4 24,515 0 0
APTARGROUP INC COM 038336103 527 3,741 SH   SOLE 3,741 0 0
APTIV PLC SHS G6095L109 1,122 7,131 SH   DFND 4 7,131 0 0
ARAMARK COM 03852U106 25,791 692,366 SH   SOLE 692,366 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 1,055 17,433 SH   DFND 4 17,433 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,204 69,374 SH   SOLE 69,374 0 0
ARES MANAGEMENT CORPORATION CL A COM STK 03990B101 625 9,827 SH   SOLE 9,827 0 0
ARISTA NETWORKS INC COM 040413106 541 1,491 SH   DFND 4 1,491 0 0
ARISTA NETWORKS INC COM 040413106 2,504 6,912 SH   SOLE 6,912 0 0
ARRAY TECHNOLOGIES INC COM SHS 04271T100 5,959 382,000 SH   SOLE 382,000 0 0
ASHLAND GLOBAL HLDGS INC COM 044186104 2,228 25,458 SH   SOLE 25,458 0 0
ASSOCIATED BANC CORP COM 045487105 1,413 69,000 SH   SOLE 69,000 0 0
ASSURANT INC COM 04621X108 1,694 10,849 SH   SOLE 10,849 0 0
ASSURANT INC COM 04621X108 226 1,454 SH   DFND 4 1,454 0 0
ASSURED GUARANTY LTD COM G0585R106 17,000 358,000 SH   SOLE 358,000 0 0
AT&T INC COM 00206R102 6,420 223,099 SH   DFND 4 223,099 0 0
AT&T INC COM 00206R102 26,685 927,214 SH   SOLE 927,214 0 0
AT&T INC COM 00206R102 223 7,748 SH   DFND 3 7,748 0 0
ATHENE HOLDING LTD CL A G0684D107 33,291 493,200 SH   SOLE 493,200 0 0
ATMOS ENERGY CORP COM 049560105 380 3,954 SH   DFND 4 3,954 0 0
ATMOS ENERGY CORP COM 049560105 1,538 16,000 SH   SOLE 16,000 0 0
ATOSSA THERAPEUTICS INC COM 04962H506 2,200 348,698 SH   SOLE 348,698 0 0
AUTODESK INC COM 052769106 1,730 5,924 SH   DFND 4 5,924 0 0
AUTODESK INC COM 052769106 7,910 27,098 SH   SOLE 27,098 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,646 13,321 SH   DFND 4 13,321 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 10,892 54,838 SH   SOLE 54,838 0 0
AUTOZONE INC COM 053332102 4,518 3,028 SH   SOLE 3,028 0 0
AUTOZONE INC COM 053332102 856 574 SH   DFND 4 574 0 0
AVALONBAY CMNTYS INC COM 053484101 781 3,739 SH   DFND 4 3,739 0 0
AVALONBAY CMNTYS INC COM 053484101 3,565 17,085 SH   SOLE 17,085 0 0
AVERY DENNISON CORP COM 053611109 472 2,241 SH   DFND 4 2,241 0 0
AVERY DENNISON CORP COM 053611109 2,243 10,668 SH   SOLE 10,668 0 0
AXALTA COATING SYS LTD COM G0750C108 23,168 759,850 SH   SOLE 759,850 0 0
AXIS CAP HLDGS LTD SHS G0692U109 1,701 34,700 SH   SOLE 34,700 0 0
B2GOLD CORP COM 11777Q209 5,930 1,413,650 SH   SOLE 1,413,650 0 0
BAIDU INC SPON ADR REP A 056752108 45,885 225,039 SH   SOLE 225,039 0 0
BAIDU INC SPON ADR REP A 056752108 45,878 225,000 SH Put DFND 7 225,000 0 0
BAKER HUGHES COMPANY CL A 05722G100 542 23,670 SH   DFND 4 23,670 0 0
BAKER HUGHES COMPANY CL A 05722G100 2,036 89,023 SH   SOLE 89,023 0 0
BALL CORP COM 058498106 701 8,650 SH   DFND 4 8,650 0 0
BALL CORP COM 058498106 77,836 960,712 SH   SOLE 960,712 0 0
BALLARD PWR SYS INC NEW COM 058586108 5,795 319,569 SH   SOLE 319,569 0 0
BANK MONTREAL QUE COM 063671101 1,183,609 11,548,599 SH   SOLE 11,548,599 0 0
BANK NEW YORK MELLON CORP COM 064058100 16,330 318,754 SH   SOLE 318,754 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,295 25,269 SH   DFND 4 25,269 0 0
BANK NOVA SCOTIA B C COM 064149107 4,305 66,160 SH   DFND 3 66,160 0 0
BANK OZK COM 06417N103 567 13,437 SH   SOLE 13,437 0 0
BARCLAYS PLC ADR 06738E204 687 71,192 SH   DFND 3 71,192 0 0
BARRICK GOLD CORP COM 067901108 517 25,000 SH   DFND 1 0 25,000 0
BARRICK GOLD CORP COM 067901108 312,469 15,108,271 SH   SOLE 15,108,271 0 0
BAUSCH HEALTH COS INC COM 071734107 72,071 2,455,906 SH   SOLE 2,455,906 0 0
BAXTER INTL INC COM 071813109 1,100 13,651 SH   DFND 4 13,651 0 0
BAXTER INTL INC COM 071813109 59,379 737,631 SH   SOLE 737,631 0 0
BCE INC COM NEW 05534B760 781,011 15,839,319 SH   SOLE 15,839,319 0 0
BCE INC COM NEW 05534B760 506 10,260 SH   DFND 3 10,260 0 0
BECTON DICKINSON & CO COM 075887109 25,629 105,391 SH   SOLE 105,391 0 0
BECTON DICKINSON & CO COM 075887109 1,906 7,837 SH   DFND 4 7,837 0 0
BECTON DICKINSON & CO COM 075887109 260 1,069 SH   DFND 3 1,069 0 0
BERKLEY W R CORP COM 084423102 269 3,630 SH   DFND 4 3,630 0 0
BERKLEY W R CORP COM 084423102 6,730 90,426 SH   SOLE 90,426 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 386 1 SH   DFND 3 1 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 437 1,572 SH   DFND 3 1,572 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 14,109 50,766 SH   DFND 4 50,766 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 141,019 507,409 SH   SOLE 507,409 0 0
BERRY GLOBAL GROUP INC COM 08579W103 9,473 145,248 SH   SOLE 145,248 0 0
BEST BUY INC COM 086516101 807 7,014 SH   DFND 4 7,014 0 0
BEST BUY INC COM 086516101 3,179 27,648 SH   SOLE 27,648 0 0
BHP GROUP LTD SPONSORED ADS 088606108 15,330 210,500 SH   SOLE 210,500 0 0
BILL COM HLDGS INC COM 090043100 18,341 100,124 SH   SOLE 100,124 0 0
BIO RAD LABS INC CL A 090572207 370 576 SH   DFND 4 576 0 0
BIO RAD LABS INC CL A 090572207 1,783 2,767 SH   SOLE 2,767 0 0
BIOGEN INC COM 09062X103 1,403 4,056 SH   DFND 4 4,056 0 0
BIOGEN INC COM 09062X103 6,429 18,566 SH   SOLE 18,566 0 0
BIT DIGITAL INC SHS G1144A105 176 25,838 SH   SOLE 25,838 0 0
BK OF AMERICA CORP COM 060505104 291 7,058 SH   DFND 3 7,058 0 0
BK OF AMERICA CORP COM 060505104 8,325 201,921 SH   DFND 4 201,921 0 0
BK OF AMERICA CORP COM 060505104 259,392 6,291,641 SH   SOLE 6,291,641 0 0
BK OF AMERICA CORP COM 060505104 10,926 265,000 SH Put DFND 7 265,000 0 0
BLACK KNIGHT INC COM 09215C105 510 6,540 SH   SOLE 6,540 0 0
BLACKBAUD INC COM 09227Q100 243 3,160 SH   DFND 3,160 0 0
BLACKBERRY LTD COM 09228F103 8,760 716,766 SH   SOLE 716,766 0 0
BLACKROCK ETF TRUST US CARBON TRANS 09290C509 95,348 1,923,900 SH   DFND 5 1,923,900 0 0
BLACKROCK ETF TRUST WORLD EX US CARB 09290C608 10,310 214,800 SH   DFND 5 214,800 0 0
BLACKROCK INC COM 09247X101 1,211 1,384 SH   DFND 3 1,384 0 0
BLACKROCK INC COM 09247X101 3,913 4,474 SH   DFND 4 4,474 0 0
BLACKROCK INC COM 09247X101 101,823 116,402 SH   SOLE 116,402 0 0
BLOCK H & R INC COM 093671105 6,856 292,000 SH   SOLE 292,000 0 0
BOEING CO COM 097023105 3,513 14,665 SH   DFND 4 14,665 0 0
BOEING CO COM 097023105 39,470 164,760 SH   SOLE 164,760 0 0
BOEING CO COM 097023105 23,956 10,000 SH Put DFND 7 10,000 0 0
BOK FINL CORP COM NEW 05561Q201 3,684 42,538 SH   SOLE 42,538 0 0
BOOKING HOLDINGS INC COM 09857L108 214 98 SH   DFND 3 98 0 0
BOOKING HOLDINGS INC COM 09857L108 2,399 1,096 SH   DFND 4 1,096 0 0
BOOKING HOLDINGS INC COM 09857L108 10,428 4,766 SH   SOLE 4,766 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 478 5,612 SH   SOLE 5,612 0 0
BORGWARNER INC COM 099724106 311 6,420 SH   DFND 4 6,420 0 0
BORGWARNER INC COM 099724106 1,425 29,367 SH   SOLE 29,367 0 0
BOSTON PROPERTIES INC COM 101121101 449 3,922 SH   DFND 4 3,922 0 0
BOSTON PROPERTIES INC COM 101121101 1,992 17,382 SH   SOLE 17,382 0 0
BOSTON SCIENTIFIC CORP COM 101137107 1,625 37,995 SH   DFND 4 37,995 0 0
BOSTON SCIENTIFIC CORP COM 101137107 6,868 160,606 SH   SOLE 160,606 0 0
BP PLC SPONSORED ADR 055622104 285 10,795 SH   SOLE 10,795 0 0
BRASKEM S A SP ADR PFD A 105532105 1,386 58,258 SH   SOLE 58,258 0 0
BRIGHTHOUSE FINL INC COM 10922N103 3,917 86,011 SH   SOLE 86,011 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 991 14,831 SH   DFND 3 14,831 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 4,665 69,807 SH   DFND 4 69,807 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 18,989 284,173 SH   SOLE 284,173 0 0
BROADCOM INC COM 11135F101 5,207 10,918 SH   DFND 4 10,918 0 0
BROADCOM INC COM 11135F101 86,341 181,070 SH   SOLE 181,070 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 497 3,081 SH   DFND 4 3,081 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,841 17,585 SH   SOLE 17,585 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 200 3,923 SH   DFND 3 3,923 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,032,142 20,231,065 SH   SOLE 20,231,065 0 0
BROOKFIELD ASSET MGMT REINS CL A EXCH LT VTG G16169107 3,138 59,873 SH   SOLE 59,873 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 442 7,957 SH   DFND 3 3,417 0 0
BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 129,154 2,326,024 SH   SOLE 2,326,024 0 0
BROOKFIELD PROPERTY PARTRS L UNIT LTD PARTN G16249107 40,529 2,140,773 SH   SOLE 2,140,773 0 0
BROOKFIELD RENEWABLE CORP CL A SUB VTG 11284V105 7,297 173,688 SH   SOLE 173,688 0 0
BROOKFIELD RENEWABLE PARTNER PARTNERSHIP UNIT G16258108 8,482 219,149 SH   SOLE 219,149 0 0
BROWN & BROWN INC COM 115236101 6,854 128,986 SH   SOLE 128,986 0 0
BROWN FORMAN CORP CL B 115637209 378 5,058 SH   DFND 4 5,058 0 0
BROWN FORMAN CORP CL B 115637209 1,777 23,716 SH   SOLE 23,716 0 0
BRUKER CORP COM 116794108 1,884 24,802 SH   SOLE 24,802 0 0
BRUNSWICK CORP COM 117043109 13,283 133,335 SH   SOLE 133,335 0 0
BWX TECHNOLOGIES INC COM 05605H100 448 7,702 SH   SOLE 7,702 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 392 4,181 SH   DFND 4 4,181 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,081 22,213 SH   SOLE 22,213 0 0
CABOT CORP COM 127055101 569 10,000 SH   SOLE 10,000 0 0
CABOT OIL & GAS CORP COM 127097103 200 11,432 SH   DFND 4 11,432 0 0
CABOT OIL & GAS CORP COM 127097103 1,361 77,955 SH   SOLE 77,955 0 0
CACI INTL INC CL A 127190304 1,753 6,871 SH   SOLE 6,871 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 16,240 118,710 SH   DFND 2 118,710 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 1,010 7,378 SH   DFND 4 7,378 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 4,746 34,685 SH   SOLE 34,685 0 0
CADIZ INC COM NEW 127537207 680 50,000 SH   SOLE 50,000 0 0
CAE INC COM 124765108 55,983 1,817,630 SH   SOLE 1,817,630 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 584 5,633 SH   DFND 4 5,633 0 0
CAESARS ENTERTAINMENT INC NE COM 12769G100 2,703 26,050 SH   SOLE 26,050 0 0
CAMDEN PPTY TR SH BEN INT 133131102 586 4,418 SH   SOLE 4,418 0 0
CAMECO CORP COM 13321L108 64,126 3,345,922 SH   SOLE 3,345,922 0 0
CAMPBELL SOUP CO COM 134429109 276 6,046 SH   DFND 4 6,046 0 0
CAMPBELL SOUP CO COM 134429109 1,735 38,060 SH   SOLE 38,060 0 0
CANADIAN IMP BK COMM COM 136069101 1,455,822 12,889,040 SH   SOLE 12,889,040 0 0
CANADIAN NAT RES LTD COM 136385101 500,155 13,778,915 SH   SOLE 13,778,915 0 0
CANADIAN NATL RY CO COM 136375102 1,456 13,800 SH   DFND 13,800 0 0
CANADIAN NATL RY CO COM 136375102 14,110 133,735 SH   DFND 2 133,735 0 0
CANADIAN NATL RY CO COM 136375102 692,483 6,563,875 SH   SOLE 6,563,875 0 0
CANADIAN PAC RY LTD COM 13645T100 271 3,523 SH   DFND 3 3,523 0 0
CANADIAN PAC RY LTD COM 13645T100 468,247 6,089,985 SH   SOLE 6,089,985 0 0
CANOPY GROWTH CORP COM 138035100 46,257 1,912,753 SH   SOLE 1,912,753 0 0
CANTEL MED CORP NOTE 3.250% 5/1 138098AB4 5,838 2,725,000 SH   SOLE 2,725,000 0 0
CAPITAL ONE FINL CORP COM 14040H105 1,869 12,088 SH   DFND 4 12,088 0 0
CAPITAL ONE FINL CORP COM 14040H105 32,989 213,256 SH   SOLE 213,256 0 0
CAPRI HOLDINGS LIMITED SHS G1890L107 18,930 331,000 SH   SOLE 331,000 0 0
CARDINAL HEALTH INC COM 14149Y108 431 7,534 SH   DFND 4 7,534 0 0
CARDINAL HEALTH INC COM 14149Y108 2,981 52,211 SH   SOLE 52,211 0 0
CARLYLE GROUP INC COM 14316J108 41,124 884,768 SH   SOLE 884,768 0 0
CARMAX INC COM 143130102 566 4,380 SH   DFND 4 4,380 0 0
CARMAX INC COM 143130102 2,643 20,463 SH   SOLE 20,463 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 553 21,028 SH   DFND 4 21,028 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,286 86,726 SH   SOLE 86,726 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 481 9,897 SH   DFND 3 9,897 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 9,317 191,706 SH   SOLE 191,706 0 0
CARRIER GLOBAL CORPORATION COM 14448C104 1,065 21,919 SH   DFND 4 21,919 0 0
CARVANA CO CL A 146869102 56,624 187,609 SH   SOLE 187,609 0 0
CATALENT INC COM 148806102 501 4,627 SH   DFND 4 4,627 0 0
CATALENT INC COM 148806102 2,305 21,322 SH   SOLE 21,322 0 0
CATERPILLAR INC COM 149123101 3,194 14,677 SH   DFND 4 14,677 0 0
CATERPILLAR INC COM 149123101 140,666 646,352 SH   SOLE 646,352 0 0
CBOE GLOBAL MKTS INC COM 12503M108 335 2,803 SH   DFND 4 2,803 0 0
CBOE GLOBAL MKTS INC COM 12503M108 13,204 110,911 SH   SOLE 110,911 0 0
CBRE GROUP INC CL A 12504L109 773 9,022 SH   DFND 4 9,022 0 0
CBRE GROUP INC CL A 12504L109 3,570 41,643 SH   SOLE 41,643 0 0
CDW CORP COM 12514G108 12,167 69,665 SH   SOLE 69,665 0 0
CDW CORP COM 12514G108 635 3,636 SH   DFND 4 3,636 0 0
CELANESE CORP DEL COM 150870103 543 3,579 SH   DFND 4 3,579 0 0
CELANESE CORP DEL COM 150870103 20,334 134,131 SH   SOLE 134,131 0 0
CENOVUS ENERGY INC COM 15135U109 120,634 12,608,935 SH   SOLE 12,608,935 0 0
CENTENE CORP DEL COM 15135B101 1,120 15,352 SH   DFND 4 15,352 0 0
CENTENE CORP DEL COM 15135B101 8,557 117,333 SH   SOLE 117,333 0 0
CENTERPOINT ENERGY INC COM 15189T107 358 14,603 SH   DFND 4 14,603 0 0
CENTERPOINT ENERGY INC COM 15189T107 1,100 44,851 SH   SOLE 44,851 0 0
CERENCE INC COM 156727109 928 8,696 SH   DFND 3 8,696 0 0
CERNER CORP COM 156782104 241 3,086 SH   DFND 3,086 0 0
CERNER CORP COM 156782104 630 8,066 SH   DFND 4 8,066 0 0
CERNER CORP COM 156782104 28,518 364,867 SH   SOLE 364,867 0 0
CF INDS HLDGS INC COM 125269100 304 5,889 SH   DFND 4 5,889 0 0
CF INDS HLDGS INC COM 125269100 1,351 26,265 SH   SOLE 26,265 0 0
CGI INC CL A SUB VTG 12532H104 171,890 1,895,980 SH   SOLE 1,895,980 0 0
CHANGE HEALTHCARE INC COM 15912K100 53,293 2,313,051 SH   SOLE 2,313,051 0 0
CHARLES RIV LABS INTL INC COM 159864107 503 1,360 SH   DFND 4 1,360 0 0
CHARLES RIV LABS INTL INC COM 159864107 2,345 6,340 SH   SOLE 6,340 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,668 3,697 SH   DFND 4 3,697 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 705 6,072 SH   DFND 4 6,072 0 0
CHEGG INC COM 163092109 2,986 35,923 SH   SOLE 35,923 0 0
CHEMED CORP NEW COM 16359R103 2,372 5,000 SH   SOLE 5,000 0 0
CHENIERE ENERGY INC COM NEW 16411R208 11,679 134,642 SH   SOLE 134,642 0 0
CHEVRON CORP NEW COM 166764100 5,439 51,915 SH   DFND 4 51,915 0 0
CHEVRON CORP NEW COM 166764100 95,862 915,237 SH   SOLE 915,237 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,166 752 SH   DFND 4 752 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 5,386 3,474 SH   SOLE 3,474 0 0
CHUBB LIMITED COM H1467J104 2,229 14,029 SH   DFND 4 14,029 0 0
CHURCH & DWIGHT INC COM 171340102 16,772 196,807 SH   SOLE 196,807 0 0
CHURCH & DWIGHT INC COM 171340102 551 6,465 SH   DFND 4 6,465 0 0
CHURCH & DWIGHT INC COM 171340102 869 10,200 SH   DFND 10,200 0 0
CHURCH & DWIGHT INC COM 171340102 8,751 102,705 SH   DFND 2 102,705 0 0
CIGNA CORP NEW COM 125523100 2,198 9,271 SH   DFND 4 9,271 0 0
CIGNA CORP NEW COM 125523100 30,195 127,366 SH   SOLE 127,366 0 0
CIMAREX ENERGY CO COM 171798101 3,470 47,900 SH   SOLE 47,900 0 0
CINCINNATI FINL CORP COM 172062101 474 4,062 SH   DFND 4 4,062 0 0
CINCINNATI FINL CORP COM 172062101 8,852 75,904 SH   SOLE 75,904 0 0
CINTAS CORP COM 172908105 896 2,347 SH   DFND 4 2,347 0 0
CINTAS CORP COM 172908105 4,169 10,914 SH   SOLE 10,914 0 0
CIRRUS LOGIC INC COM 172755100 527 6,189 SH   SOLE 6,189 0 0
CISCO SYS INC COM 17275R102 3,513 66,283 SH   DFND 3 66,283 0 0
CISCO SYS INC COM 17275R102 74,680 1,409,051 SH   SOLE 1,409,051 0 0
CISCO SYS INC COM 17275R102 6,986 131,816 SH   DFND 4 131,816 0 0
CITIGROUP INC COM NEW 172967424 505 7,138 SH   DFND 3 7,138 0 0
CITIGROUP INC COM NEW 172967424 3,930 55,550 SH   DFND 4 55,550 0 0
CITIGROUP INC COM NEW 172967424 230,796 3,262,145 SH   SOLE 3,262,145 0 0
CITIGROUP INC COM NEW 172967424 26,178 370,000 SH Put DFND 7 370,000 0 0
CITIZENS FINL GROUP INC COM 174610105 600 13,077 SH   DFND 4 13,077 0 0
CITIZENS FINL GROUP INC COM 174610105 24,789 540,425 SH   SOLE 540,425 0 0
CITRIX SYS INC COM 177376100 399 3,403 SH   DFND 4 3,403 0 0
CITRIX SYS INC COM 177376100 2,268 19,338 SH   SOLE 19,338 0 0
CLEAN HARBORS INC COM 184496107 4,026 43,222 SH   SOLE 43,222 0 0
CLEVELAND-CLIFFS INC NEW DBCV 1.500% 1/1 185899AA9 20,571 7,345,000 PRN   DFND 1 0 7,345,000 0
CLOROX CO DEL COM 189054109 688 3,820 SH   DFND 4 3,820 0 0
CLOROX CO DEL COM 189054109 3,219 17,894 SH   SOLE 17,894 0 0
CME GROUP INC COM 12572Q105 262 1,232 SH   DFND 3 1,232 0 0
CME GROUP INC COM 12572Q105 2,380 11,191 SH   DFND 4 11,191 0 0
CME GROUP INC COM 12572Q105 9,899 46,543 SH   SOLE 46,543 0 0
CME GROUP INC COM 12572Q105 8,503 40,000 SH   DFND 1 0 40,000 0
CMS ENERGY CORP COM 125896100 591 10,000 SH   DFND 1 0 10,000 0
CMS ENERGY CORP COM 125896100 458 7,730 SH   DFND 4 7,730 0 0
CMS ENERGY CORP COM 125896100 2,539 42,975 SH   SOLE 42,975 0 0
COCA COLA CO COM 191216100 6,617 122,295 SH   DFND 4 122,295 0 0
COCA COLA CO COM 191216100 169,901 3,139,934 SH   SOLE 3,139,934 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 965 13,923 SH   DFND 4 13,923 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 62,781 906,458 SH   SOLE 906,458 0 0
COHERENT INC COM 192479103 41,475 156,900 SH   SOLE 156,900 0 0
COLGATE PALMOLIVE CO COM 194162103 2,141 26,320 SH   DFND 4 26,320 0 0
COLGATE PALMOLIVE CO COM 194162103 13,367 164,313 SH   SOLE 164,313 0 0
COLLIERS INTL GROUP INC NOTE 4.000% 6/0 194693AB3 14,391 7,110,000 PRN   DFND 1 0 7,110,000 0
COMCAST CORP NEW CL A 20030N101 622 10,908 SH   DFND 3 10,908 0 0
COMCAST CORP NEW CL A 20030N101 8,197 143,759 SH   DFND 4 143,759 0 0
COMCAST CORP NEW CL A 20030N101 87,925 1,542,003 SH   SOLE 1,542,003 0 0
COMERICA INC COM 200340107 266 3,727 SH   DFND 4 3,727 0 0
COMERICA INC COM 200340107 11,578 162,295 SH   SOLE 162,295 0 0
COMMERCE BANCSHARES INC COM 200525103 512 6,864 SH   SOLE 6,864 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 70,590 7,799,957 SH   DFND 5 7,799,957 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 7,231 798,981 SH   SOLE 798,981 0 0
CONAGRA BRANDS INC COM 205887102 562 15,453 SH   DFND 4 15,453 0 0
CONAGRA BRANDS INC COM 205887102 2,215 60,876 SH   SOLE 60,876 0 0
CONOCOPHILLIPS COM 20825C104 2,196 36,066 SH   DFND 4 36,066 0 0
CONOCOPHILLIPS COM 20825C104 10,069 165,346 SH   SOLE 165,346 0 0
CONSOLIDATED EDISON INC COM 209115104 3,450 48,098 SH   SOLE 48,098 0 0
CONSOLIDATED EDISON INC COM 209115104 774 10,814 SH   DFND 4 10,814 0 0
CONSTELLATION BRANDS INC CL A 21036P108 1,052 4,503 SH   DFND 4 4,503 0 0
CONSTELLATION BRANDS INC CL A 21036P108 17,108 73,147 SH   SOLE 73,147 0 0
COOPER COS INC COM NEW 216648402 528 1,331 SH   DFND 4 1,331 0 0
COOPER COS INC COM NEW 216648402 2,474 6,242 SH   SOLE 6,242 0 0
COPART INC COM 217204106 745 5,641 SH   DFND 4 5,641 0 0
COPART INC COM 217204106 3,495 26,512 SH   SOLE 26,512 0 0
CORESITE RLTY CORP COM 21870Q105 626 4,650 SH   SOLE 4,650 0 0
CORNING INC COM 219350105 1,866 45,623 SH   DFND 3 45,623 0 0
CORNING INC COM 219350105 986 24,117 SH   DFND 4 24,117 0 0
CORNING INC COM 219350105 18,230 445,732 SH   SOLE 445,732 0 0
CORTEVA INC COM 22052L104 869 19,586 SH   DFND 4 19,586 0 0
CORTEVA INC COM 22052L104 43,163 973,235 SH   SOLE 973,235 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,068 2,700 SH   DFND 2,700 0 0
COSTCO WHSL CORP NEW COM 22160K105 10,693 27,030 SH   DFND 2 27,030 0 0
COSTCO WHSL CORP NEW COM 22160K105 1,225 3,096 SH   DFND 3 3,096 0 0
COSTCO WHSL CORP NEW COM 22160K105 4,674 11,813 SH   DFND 4 11,813 0 0
COSTCO WHSL CORP NEW COM 22160K105 80,854 204,346 SH   SOLE 204,346 0 0
COUPA SOFTWARE INC NOTE 0.125% 6/1 22266LAC0 25,096 14,479,000 PRN   DFND 1 0 14,479,000 0
COUPA SOFTWARE INC NOTE 0.375% 6/1 22266LAF3 465 401,000 PRN   DFND 1 0 401,000 0
CRANE CO COM 224399105 2,028 21,956 SH   SOLE 21,956 0 0
CREDICORP LTD COM G2519Y108 278,703 2,301,243 SH   DFND 5 2,301,243 0 0
CREDICORP LTD COM G2519Y108 30,326 250,397 SH   SOLE 250,397 0 0
CREE INC NOTE 0.875% 9/0 225447AB7 3,219 1,925,000 PRN   DFND 1 0 1,925,000 0
CRESCENT PT ENERGY CORP COM 22576C101 3,108 686,928 SH   SOLE 686,928 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,246 11,515 SH   DFND 4 11,515 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 10,871 55,720 SH   SOLE 55,720 0 0
CROWN HLDGS INC COM 228368106 12,823 125,457 SH   SOLE 125,457 0 0
CSX CORP COM 126408103 1,954 60,912 SH   DFND 4 60,912 0 0
CSX CORP COM 126408103 42,553 1,326,450 SH   SOLE 1,326,450 0 0
CUBESMART COM 229663109 586 12,644 SH   SOLE 12,644 0 0
CUMMINS INC COM 231021106 1,109 4,548 SH   DFND 4 4,548 0 0
CUMMINS INC COM 231021106 4,877 20,002 SH   SOLE 20,002 0 0
CURTISS WRIGHT CORP COM 231561101 3,852 32,439 SH   SOLE 32,439 0 0
CVS HEALTH CORP COM 126650100 3,421 41,001 SH   DFND 4 41,001 0 0
CVS HEALTH CORP COM 126650100 36,912 442,371 SH   SOLE 442,371 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 273 2,100 SH   DFND 4 2,100 0 0
CYRUSONE INC COM 23283R100 514 7,183 SH   SOLE 7,183 0 0
D R HORTON INC COM 23331A109 799 8,826 SH   DFND 4 8,826 0 0
D R HORTON INC COM 23331A109 3,690 40,827 SH   SOLE 40,827 0 0
DANAHER CORPORATION COM 235851102 2,603 9,700 SH   DFND 9,700 0 0
DANAHER CORPORATION COM 235851102 25,541 95,190 SH   DFND 2 95,190 0 0
DANAHER CORPORATION COM 235851102 282 1,051 SH   DFND 3 1,051 0 0
DANAHER CORPORATION COM 235851102 4,583 17,076 SH   DFND 4 17,076 0 0
DANAHER CORPORATION COM 235851102 65,674 244,721 SH   SOLE 244,721 0 0
DARDEN RESTAURANTS INC COM 237194105 522 3,573 SH   DFND 4 3,573 0 0
DARDEN RESTAURANTS INC COM 237194105 2,377 16,280 SH   SOLE 16,280 0 0
DATADOG INC CL A COM 23804L103 12,032 115,603 SH   SOLE 115,603 0 0
DAVITA INC COM 23918K108 225 1,871 SH   DFND 4 1,871 0 0
DAVITA INC COM 23918K108 2,481 20,605 SH   SOLE 20,605 0 0
DBX ETF TR XTRACK HRVST CSI 233051879 99,467 2,453,550 SH   DFND 5 2,453,550 0 0
DEERE & CO COM 244199105 2,949 8,362 SH   DFND 4 8,362 0 0
DEERE & CO COM 244199105 14,236 40,364 SH   SOLE 40,364 0 0
DELL TECHNOLOGIES INC CL C 24703L202 21,577 216,489 SH   SOLE 216,489 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 727 16,808 SH   DFND 4 16,808 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,914 113,591 SH   SOLE 113,591 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,326 100,000 SH Call DFND 7 100,000 0 0
DENTSPLY SIRONA INC COM 24906P109 373 5,879 SH   DFND 4 5,879 0 0
DENTSPLY SIRONA INC COM 24906P109 4,369 69,067 SH   SOLE 69,067 0 0
DERMTECH INC COM 24984K105 482 11,604 SH   SOLE 11,604 0 0
DESCARTES SYS GROUP INC COM 249906108 17,271 249,759 SH   SOLE 249,759 0 0
DEVON ENERGY CORP NEW COM 25179M103 467 15,979 SH   DFND 4 15,979 0 0
DEVON ENERGY CORP NEW COM 25179M103 2,128 72,899 SH   SOLE 72,899 0 0
DEXCOM INC COM 252131107 4,282 10,027 SH   SOLE 10,027 0 0
DEXCOM INC COM 252131107 1,107 2,591 SH   DFND 4 2,591 0 0
DIAMONDBACK ENERGY INC COM 25278X109 2,080 22,151 SH   SOLE 22,151 0 0
DIAMONDBACK ENERGY INC COM 25278X109 458 4,886 SH   DFND 4 4,886 0 0
DICKS SPORTING GOODS INC COM 253393102 657 6,554 SH   SOLE 6,554 0 0
DIGITAL RLTY TR INC COM 253868103 1,136 7,553 SH   DFND 4 7,553 0 0
DIGITAL RLTY TR INC COM 253868103 5,723 38,038 SH   SOLE 38,038 0 0
DIREXION SHS ETF TR DLY SCOND 3XBU 25459W458 3,102 69,750 SH   SOLE 69,750 0 0
DISCOVER FINL SVCS COM 254709108 961 8,118 SH   DFND 4 8,118 0 0
DISCOVER FINL SVCS COM 254709108 12,539 106,006 SH   SOLE 106,006 0 0
DISCOVERY INC COM SER A 25470F104 634 20,650 SH   SOLE 20,650 0 0
DISCOVERY INC COM SER C 25470F302 229 7,898 SH   DFND 4 7,898 0 0
DISCOVERY INC COM SER C 25470F302 1,066 36,785 SH   SOLE 36,785 0 0
DISH NETWORK CORPORATION CL A 25470M109 641 15,335 SH   SOLE 15,335 0 0
DISH NETWORK CORPORATION CL A 25470M109 294 7,046 SH   DFND 4 7,046 0 0
DISNEY WALT CO COM 254687106 8,558 48,688 SH   DFND 4 48,688 0 0
DISNEY WALT CO COM 254687106 93,382 531,272 SH   SOLE 531,272 0 0
DOCUSIGN INC NOTE 0.500% 9/1 256163AB2 25,575 6,552,000 PRN   DFND 1 0 6,552,000 0
DOLBY LABORATORIES INC COM CL A 25659T107 589 5,991 SH   SOLE 5,991 0 0
DOLLAR GEN CORP NEW COM 256677105 1,374 6,347 SH   DFND 4 6,347 0 0
DOLLAR GEN CORP NEW COM 256677105 6,775 31,309 SH   SOLE 31,309 0 0
DOLLAR TREE INC COM 256746108 625 6,285 SH   DFND 4 6,285 0 0
DOLLAR TREE INC COM 256746108 2,870 28,846 SH   SOLE 28,846 0 0
DOMINION ENERGY INC COM 25746U109 1,837 24,974 SH   DFND 4 24,974 0 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 3,409 35,000 SH   DFND 1 0 35,000 0
DOMINION ENERGY INC UNIT 99/99/9999 25746U133 75,225 772,652 SH   SOLE 772,652 0 0
DOMINOS PIZZA INC COM 25754A201 472 1,012 SH   DFND 4 1,012 0 0
DOMINOS PIZZA INC COM 25754A201 2,827 6,060 SH   SOLE 6,060 0 0
DOVER CORP COM 260003108 585 3,880 SH   DFND 4 3,880 0 0
DOVER CORP COM 260003108 8,857 58,811 SH   SOLE 58,811 0 0
DOW INC COM 260557103 39,999 632,100 SH   SOLE 632,100 0 0
DOW INC COM 260557103 1,457 23,025 SH   DFND 4 23,025 0 0
DROPBOX INC CL A 26210C104 541 17,859 SH   SOLE 17,859 0 0
DTE ENERGY CO COM 233331107 781 6,030 SH   DFND 4 6,030 0 0
DTE ENERGY CO COM 233331107 7,399 57,094 SH   SOLE 57,094 0 0
DTE ENERGY CO UNIT 11/01/2022S 233331842 975 20,000 SH   DFND 1 0 20,000 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,372 24,033 SH   DFND 4 24,033 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 24,938 252,616 SH   SOLE 252,616 0 0
DUKE REALTY CORP COM NEW 264411505 496 10,457 SH   DFND 4 10,457 0 0
DUKE REALTY CORP COM NEW 264411505 2,289 48,339 SH   SOLE 48,339 0 0
DUN & BRADSTREET HLDGS INC COM 26484T106 2,400 112,300 SH   SOLE 112,300 0 0
DUPONT DE NEMOURS INC COM 26614N102 50,488 651,752 SH   SOLE 651,752 0 0
DUPONT DE NEMOURS INC COM 26614N102 1,115 14,404 SH   DFND 4 14,404 0 0
DXC TECHNOLOGY CO COM 23355L106 278 7,128 SH   DFND 4 7,128 0 0
DXC TECHNOLOGY CO COM 23355L106 2,434 62,495 SH   SOLE 62,495 0 0
EAST WEST BANCORP INC COM 27579R104 2,600 36,268 SH   SOLE 36,268 0 0
EASTMAN CHEM CO COM 277432100 499 4,272 SH   DFND 4 4,272 0 0
EASTMAN CHEM CO COM 277432100 2,000 17,127 SH   SOLE 17,127 0 0
EATON CORP PLC SHS G29183103 1,854 12,511 SH   DFND 4 12,511 0 0
EBAY INC. COM 278642103 594 8,460 SH   DFND 3 8,460 0 0
EBAY INC. COM 278642103 1,195 17,030 SH   DFND 4 17,030 0 0
EBAY INC. COM 278642103 5,616 79,993 SH   SOLE 79,993 0 0
ECOLAB INC COM 278865100 1,384 6,713 SH   DFND 4 6,713 0 0
ECOLAB INC COM 278865100 6,318 30,672 SH   SOLE 30,672 0 0
EDISON INTL COM 281020107 2,685 46,437 SH   SOLE 46,437 0 0
EDISON INTL COM 281020107 708 12,241 SH   DFND 4 12,241 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 46,335 447,375 SH   SOLE 447,375 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,715 16,557 SH   DFND 4 16,557 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 23,386 225,835 SH   DFND 2 225,835 0 0
EDWARDS LIFESCIENCES CORP CALL 28176E908 2,382 23,000 SH   DFND 23,000 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 9,713 280,000 SH   SOLE 280,000 0 0
ELECTRONIC ARTS INC COM 285512109 1,107 7,701 SH   DFND 4 7,701 0 0
ELECTRONIC ARTS INC COM 285512109 27,725 192,762 SH   SOLE 192,762 0 0
EMERSON ELEC CO COM 291011104 1,801 18,714 SH   DFND 4 18,714 0 0
EMERSON ELEC CO COM 291011104 10,415 108,223 SH   SOLE 108,223 0 0
ENBRIDGE INC COM 29250N105 858,915 21,455,243 SH   SOLE 21,455,243 0 0
ENCOMPASS HEALTH CORP COM 29261A100 16,891 216,467 SH   SOLE 216,467 0 0
ENERPLUS CORP COM 292766102 2,980 414,683 SH   SOLE 414,683 0 0
ENPHASE ENERGY INC COM 29355A107 2,222 12,101 SH   SOLE 12,101 0 0
ENPHASE ENERGY INC COM 29355A107 656 3,572 SH   DFND 4 3,572 0 0
ENTERGY CORP NEW COM 29364G103 550 5,526 SH   DFND 4 5,526 0 0
ENTERGY CORP NEW COM 29364G103 2,548 25,558 SH   SOLE 25,558 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 362 15,000 SH   DFND 1 0 15,000 0
EOG RES INC COM 26875P101 1,293 15,500 SH   DFND 4 15,500 0 0
EOG RES INC COM 26875P101 13,636 163,422 SH   SOLE 163,422 0 0
EQUIFAX INC COM 294429105 772 3,223 SH   DFND 4 3,223 0 0
EQUIFAX INC COM 294429105 3,638 15,190 SH   SOLE 15,190 0 0
EQUINIX INC COM 29444U700 1,940 2,418 SH   DFND 4 2,418 0 0
EQUINIX INC COM 29444U700 9,319 11,611 SH   SOLE 11,611 0 0
EQUITRANS MIDSTREAM CORP COM 294600101 492 57,858 SH   SOLE 57,858 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 510 19,470 SH   SOLE 19,470 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 3,242 42,110 SH   SOLE 42,110 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 702 9,120 SH   DFND 4 9,120 0 0
ERIE INDTY CO CL A 29530P102 470 2,433 SH   SOLE 2,433 0 0
ESSEX PPTY TR INC COM 297178105 535 1,786 SH   DFND 4 1,786 0 0
ESSEX PPTY TR INC COM 297178105 2,387 7,955 SH   SOLE 7,955 0 0
ETSY INC COM 29786A106 710 3,452 SH   DFND 4 3,452 0 0
ETSY INC COM 29786A106 3,245 15,765 SH   SOLE 15,765 0 0
EURONET WORLDWIDE INC COM 298736109 2,785 20,578 SH   SOLE 20,578 0 0
EVERBRIDGE INC COM 29978A104 6,010 44,164 SH   SOLE 44,164 0 0
EVEREST RE GROUP LTD COM G3223R108 278 1,104 SH   DFND 4 1,104 0 0
EVEREST RE GROUP LTD COM G3223R108 15,827 62,909 SH   SOLE 62,909 0 0
EVERGY INC COM 30034W106 441 7,303 SH   DFND 4 7,303 0 0
EVERSOURCE ENERGY COM 30040W108 878 10,939 SH   DFND 4 10,939 0 0
EVERSOURCE ENERGY COM 30040W108 9,319 116,141 SH   SOLE 116,141 0 0
EXACT SCIENCES CORP COM 30063P105 562 4,523 SH   SOLE 4,523 0 0
EXACT SCIENCES CORP NOTE 1.000% 1/1 30063PAA3 3,027 1,700,000 PRN   DFND 1 0 1,700,000 0
EXELIXIS INC COM 30161Q104 389 21,356 SH   SOLE 21,356 0 0
EXELON CORP COM 30161N101 1,143 25,793 SH   DFND 4 25,793 0 0
EXELON CORP COM 30161N101 4,653 105,018 SH   SOLE 105,018 0 0
EXPEDIA GROUP INC COM NEW 30212P303 619 3,783 SH   DFND 4 3,783 0 0
EXPEDIA GROUP INC COM NEW 30212P303 18,624 113,760 SH   SOLE 113,760 0 0
EXPEDITORS INTL WASH INC COM 302130109 567 4,480 SH   DFND 4 4,480 0 0
EXPEDITORS INTL WASH INC COM 302130109 3,181 25,126 SH   SOLE 25,126 0 0
EXTRA SPACE STORAGE INC COM 30225T102 578 3,524 SH   DFND 4 3,524 0 0
EXTRA SPACE STORAGE INC COM 30225T102 3,274 19,986 SH   SOLE 19,986 0 0
EXXON MOBIL CORP COM 30231G102 7,146 113,278 SH   DFND 4 113,278 0 0
EXXON MOBIL CORP COM 30231G102 105,084 1,665,882 SH   SOLE 1,665,882 0 0
F N B CORP COM 302520101 588 47,691 SH   SOLE 47,691 0 0
F5 NETWORKS INC COM 315616102 1,895 10,150 SH   SOLE 10,150 0 0
F5 NETWORKS INC COM 315616102 309 1,655 SH   DFND 4 1,655 0 0
FACEBOOK INC CL A 30303M102 2,816 8,100 SH   DFND 8,100 0 0
FACEBOOK INC CL A 30303M102 27,330 78,610 SH   DFND 2 78,610 0 0
FACEBOOK INC CL A 30303M102 680 1,956 SH   DFND 3 1,956 0 0
FACEBOOK INC CL A 30303M102 22,303 64,143 SH   DFND 4 64,143 0 0
FACEBOOK INC CL A 30303M102 430,084 1,236,905 SH   SOLE 1,236,905 0 0
FACEBOOK INC CL A 30303M102 50,418 145,000 SH Put DFND 7 145,000 0 0
FASTENAL CO COM 311900104 923 17,767 SH   DFND 4 17,767 0 0
FASTENAL CO COM 311900104 4,085 78,547 SH   SOLE 78,547 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 234 1,994 SH   DFND 4 1,994 0 0
FEDERAL RLTY INVT TR SH BEN INT NEW 313747206 1,015 8,663 SH   SOLE 8,663 0 0
FEDEX CORP COM 31428X106 1,937 6,495 SH   DFND 4 6,495 0 0
FEDEX CORP COM 31428X106 8,950 30,002 SH   SOLE 30,002 0 0
FIBROGEN INC COM 31572Q808 615 23,102 SH   SOLE 23,102 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 2,039 46,914 SH   SOLE 46,914 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,351 16,594 SH   DFND 4 16,594 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 25,721 181,553 SH   SOLE 181,553 0 0
FIFTH THIRD BANCORP COM 316773100 844 22,057 SH   DFND 4 22,057 0 0
FIFTH THIRD BANCORP COM 316773100 17,067 446,442 SH   SOLE 446,442 0 0
FIREEYE INC COM 31816Q101 8,093 400,244 SH   SOLE 400,244 0 0
FIRST HORIZON CORPORATION COM 320517105 3,820 221,062 SH   SOLE 221,062 0 0
FIRST MAJESTIC SILVER CORP NOTE 1.875% 3/0 32076VAB9 6,821 4,084,000 PRN   DFND 1 0 4,084,000 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 863 4,614 SH   DFND 4 4,614 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 24,118 128,855 SH   SOLE 128,855 0 0
FIRSTCASH INC COM 33767D105 470 6,151 SH   SOLE 6,151 0 0
FIRSTENERGY CORP COM 337932107 532 14,286 SH   DFND 4 14,286 0 0
FIRSTENERGY CORP COM 337932107 34,477 926,562 SH   SOLE 926,562 0 0
FIRSTSERVICE CORP NEW COM 33767E202 9,091 53,001 SH   SOLE 53,001 0 0
FISERV INC COM 337738108 1,712 16,025 SH   DFND 4 16,025 0 0
FIVE BELOW INC COM 33829M101 556 2,876 SH   SOLE 2,876 0 0
FIVE9 INC COM 338307101 540 2,944 SH   SOLE 2,944 0 0
FIVE9 INC NOTE 0.125% 5/0 338307AB7 5,506 1,230,000 PRN   DFND 1 0 1,230,000 0
FLEETCOR TECHNOLOGIES INC COM 339041105 551 2,152 SH   DFND 4 2,152 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,996 7,797 SH   SOLE 7,797 0 0
FLOWERS FOODS INC COM 343498101 599 24,768 SH   SOLE 24,768 0 0
FMC CORP COM NEW 302491303 372 3,427 SH   DFND 4 3,427 0 0
FMC CORP COM NEW 302491303 1,747 16,145 SH   SOLE 16,145 0 0
FORD MTR CO DEL COM 345370860 10,320 694,434 SH   SOLE 694,434 0 0
FORD MTR CO DEL COM 345370860 1,551 104,374 SH   DFND 4 104,374 0 0
FORTINET INC COM 34959E109 861 3,613 SH   DFND 4 3,613 0 0
FORTINET INC COM 34959E109 3,988 16,741 SH   SOLE 16,741 0 0
FORTIS INC COM 349553107 307 6,941 SH   DFND 3 6,941 0 0
FORTIS INC COM 349553107 306,443 6,923,790 SH   SOLE 6,923,790 0 0
FORTIVE CORP COM 34959J108 622 8,917 SH   DFND 4 8,917 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 361 3,620 SH   DFND 4 3,620 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,735 17,414 SH   SOLE 17,414 0 0
FOX CORP CL A COM 35137L105 334 8,991 SH   DFND 4 8,991 0 0
FOX CORP CL A COM 35137L105 1,963 52,876 SH   SOLE 52,876 0 0
FOX CORP CL B COM 35137L204 242 6,875 SH   DFND 3 6,875 0 0
FOX CORP CL B COM 35137L204 15,421 438,100 SH   SOLE 438,100 0 0
FRANCO NEV CORP COM 351858105 232,557 1,602,690 SH   SOLE 1,602,690 0 0
FRANKLIN RESOURCES INC COM 354613101 434 13,567 SH   SOLE 13,567 0 0
FRANKLIN RESOURCES INC COM 354613101 285 8,917 SH   DFND 4 8,917 0 0
FREEPORT-MCMORAN INC CL B 35671D857 11,546 311,115 SH   SOLE 311,115 0 0
FREEPORT-MCMORAN INC CL B 35671D857 1,445 38,943 SH   DFND 4 38,943 0 0
FRONTDOOR INC COM 35905A109 487 9,772 SH   SOLE 9,772 0 0
FTI CONSULTING INC COM 302941109 493 3,612 SH   SOLE 3,612 0 0
FUBOTV INC COM 35953D104 3,764 117,436 SH   SOLE 117,436 0 0
FULGENT GENETICS INC COM 359664109 4,760 51,686 SH   SOLE 51,686 0 0
FUTU HLDGS LTD SPON ADS CL A 36118L106 501 2,800 SH   DFND 4 2,800 0 0
GABELLI EQUITY TR INC RIGHT 07/14/2021 362397218 3 25,707 SH   SOLE 25,707 0 0
GALLAGHER ARTHUR J & CO COM 363576109 764 5,455 SH   DFND 4 5,455 0 0
GALLAGHER ARTHUR J & CO COM 363576109 20,937 149,605 SH   SOLE 149,605 0 0
GARMIN LTD SHS H2906T109 683 4,733 SH   DFND 4 4,733 0 0
GARTNER INC COM 366651107 7,742 31,967 SH   SOLE 31,967 0 0
GARTNER INC COM 366651107 554 2,286 SH   DFND 4 2,286 0 0
GENERAC HLDGS INC COM 368736104 706 1,702 SH   DFND 4 1,702 0 0
GENERAC HLDGS INC COM 368736104 4,895 11,792 SH   SOLE 11,792 0 0
GENERAL DYNAMICS CORP COM 369550108 1,351 7,176 SH   DFND 4 7,176 0 0
GENERAL DYNAMICS CORP COM 369550108 30,965 164,478 SH   SOLE 164,478 0 0
GENERAL ELECTRIC CO COM 369604103 412 30,609 SH   DFND 3 30,609 0 0
GENERAL ELECTRIC CO COM 369604103 3,154 234,364 SH   DFND 4 234,364 0 0
GENERAL ELECTRIC CO COM 369604103 25,595 1,901,560 SH   SOLE 1,901,560 0 0
GENERAL MLS INC COM 370334104 1,181 19,369 SH   DFND 4 19,369 0 0
GENERAL MLS INC COM 370334104 11,987 196,747 SH   SOLE 196,747 0 0
GENERAL MTRS CO COM 37045V100 2,009 33,951 SH   DFND 4 33,951 0 0
GENERAL MTRS CO COM 37045V100 123,395 2,085,441 SH   SOLE 2,085,441 0 0
GENPACT LIMITED SHS G3922B107 38,667 851,135 SH   SOLE 851,135 0 0
GENUINE PARTS CO COM 372460105 3,965 31,352 SH   SOLE 31,352 0 0
GENUINE PARTS CO COM 372460105 575 4,544 SH   DFND 4 4,544 0 0
GFL ENVIRONMENTAL INC SUB VTG SHS 36168Q104 6,756 211,378 SH   SOLE 211,378 0 0
GILDAN ACTIVEWEAR INC COM 375916103 60,648 1,643,745 SH   SOLE 1,643,745 0 0
GILEAD SCIENCES INC COM 375558103 249 3,632 SH   DFND 3,632 0 0
GILEAD SCIENCES INC COM 375558103 2,315 33,615 SH   DFND 4 33,615 0 0
GILEAD SCIENCES INC COM 375558103 12,502 181,552 SH   SOLE 181,552 0 0
GLOBAL PMTS INC COM 37940X102 1,484 7,914 SH   DFND 4 7,914 0 0
GLOBAL PMTS INC COM 37940X102 88,724 473,092 SH   SOLE 473,092 0 0
GLOBE LIFE INC COM 37959E102 231 2,426 SH   DFND 4 2,426 0 0
GLOBE LIFE INC COM 37959E102 4,916 51,608 SH   SOLE 51,608 0 0
GODADDY INC CL A 380237107 2,232 25,665 SH   SOLE 25,665 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,474 9,153 SH   DFND 4 9,153 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 77,355 203,818 SH   SOLE 203,818 0 0
GRACE W R & CO DEL NEW COM 38388F108 2,765 40,000 SH   SOLE 40,000 0 0
GRACO INC COM 384109104 10,119 133,672 SH   SOLE 133,672 0 0
GRAFTECH INTL LTD COM 384313508 1,978 170,200 SH   SOLE 170,200 0 0
GRAHAM HLDGS CO COM CL B 384637104 1,412 2,227 SH   SOLE 2,227 0 0
GRAINGER W W INC COM 384802104 523 1,194 SH   DFND 4 1,194 0 0
GRAINGER W W INC COM 384802104 8,526 19,466 SH   SOLE 19,466 0 0
GRAND CANYON ED INC COM 38526M106 471 5,236 SH   SOLE 5,236 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 3,438 51,666 SH   SOLE 51,666 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,730 260,729 SH   SOLE 260,729 0 0
GUARDANT HEALTH INC COM 40131M109 9,861 79,400 SH   SOLE 79,400 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 3,958 35,163 SH   SOLE 35,163 0 0
HAIN CELESTIAL GROUP INC COM 405217100 518 12,899 SH   SOLE 12,899 0 0
HALLIBURTON CO COM 406216101 12,884 557,286 SH   SOLE 557,286 0 0
HALLIBURTON CO COM 406216101 555 24,007 SH   DFND 4 24,007 0 0
HANESBRANDS INC COM 410345102 798 42,746 SH   SOLE 42,746 0 0
HANNON ARMSTRONG SUST INFR C NOTE 4.125% 9/0 41068XAB6 26,450 12,803,000 PRN   DFND 1 0 12,803,000 0
HANNON ARMSTRONG SUST INFR C NOTE 8/1 41068XAD2 1,638 1,325,000 PRN   DFND 1 0 1,325,000 0
HANOVER INS GROUP INC COM 410867105 5,746 42,365 SH   SOLE 42,365 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 692 11,165 SH   DFND 4 11,165 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 16,699 269,468 SH   SOLE 269,468 0 0
HASBRO INC COM 418056107 386 4,084 SH   DFND 4 4,084 0 0
HASBRO INC COM 418056107 1,689 17,866 SH   SOLE 17,866 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 470 11,127 SH   SOLE 11,127 0 0
HCA HEALTHCARE INC COM 40412C101 1,442 6,974 SH   DFND 4 6,974 0 0
HCA HEALTHCARE INC COM 40412C101 6,054 29,282 SH   SOLE 29,282 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 339 4,630 SH   DFND 4,630 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 477 14,318 SH   DFND 4 14,318 0 0
HEALTHPEAK PROPERTIES INC COM 42250P103 2,281 68,512 SH   SOLE 68,512 0 0
HELEN OF TROY LTD COM G4388N106 568 2,489 SH   SOLE 2,489 0 0
HENRY JACK & ASSOC INC COM 426281101 335 2,047 SH   DFND 4 2,047 0 0
HENRY JACK & ASSOC INC COM 426281101 1,487 9,096 SH   SOLE 9,096 0 0
HENRY SCHEIN INC COM 806407102 293 3,955 SH   DFND 4 3,955 0 0
HENRY SCHEIN INC COM 806407102 1,319 17,785 SH   SOLE 17,785 0 0
HERBALIFE NUTRITION LTD COM SHS G4412G101 7,224 137,000 SH   SOLE 137,000 0 0
HERSHEY CO COM 427866108 809 4,644 SH   DFND 4 4,644 0 0
HERSHEY CO COM 427866108 24,968 143,348 SH   SOLE 143,348 0 0
HESS CORP COM 42809H107 625 7,153 SH   DFND 4 7,153 0 0
HESS CORP COM 42809H107 2,933 33,594 SH   SOLE 33,594 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 510 34,947 SH   DFND 4 34,947 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,385 163,563 SH   SOLE 163,563 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 905 7,504 SH   DFND 4 7,504 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 4,153 34,433 SH   SOLE 34,433 0 0
HOLLYFRONTIER CORP COM 436106108 19,559 594,500 SH   SOLE 594,500 0 0
HOLOGIC INC COM 436440101 453 6,794 SH   DFND 4 6,794 0 0
HOLOGIC INC COM 436440101 2,138 32,037 SH   SOLE 32,037 0 0
HOME DEPOT INC COM 437076102 1,850 5,800 SH   DFND 5,800 0 0
HOME DEPOT INC COM 437076102 18,404 57,720 SH   DFND 2 57,720 0 0
HOME DEPOT INC COM 437076102 986 3,092 SH   DFND 3 3,092 0 0
HOME DEPOT INC COM 437076102 10,644 33,379 SH   DFND 4 33,379 0 0
HOME DEPOT INC COM 437076102 70,013 219,555 SH   SOLE 219,555 0 0
HONEYWELL INTL INC COM 438516106 1,019 4,645 SH   DFND 3 4,645 0 0
HONEYWELL INTL INC COM 438516106 4,754 21,680 SH   DFND 4 21,680 0 0
HONEYWELL INTL INC COM 438516106 83,792 382,001 SH   SOLE 382,001 0 0
HORMEL FOODS CORP COM 440452100 412 8,636 SH   DFND 4 8,636 0 0
HORMEL FOODS CORP COM 440452100 2,238 46,870 SH   SOLE 46,870 0 0
HOST HOTELS & RESORTS INC COM 44107P104 812 47,501 SH   SOLE 47,501 0 0
HOST HOTELS & RESORTS INC COM 44107P104 336 19,622 SH   DFND 4 19,622 0 0
HOWMET AEROSPACE INC COM 443201108 528 15,318 SH   DFND 3 15,318 0 0
HOWMET AEROSPACE INC COM 443201108 367 10,658 SH   DFND 4 10,658 0 0
HOWMET AEROSPACE INC COM 443201108 8,606 249,664 SH   SOLE 249,664 0 0
HP INC COM 40434L105 1,155 38,254 SH   DFND 4 38,254 0 0
HP INC COM 40434L105 21,830 723,098 SH   SOLE 723,098 0 0
HUBBELL INC COM 443510607 7,529 40,298 SH   SOLE 40,298 0 0
HUBSPOT INC COM 443573100 3,965 6,805 SH   SOLE 6,805 0 0
HUBSPOT INC NOTE 0.250% 6/0 443573AB6 41,164 6,704,000 PRN   DFND 1 0 6,704,000 0
HUMANA INC COM 444859102 1,529 3,454 SH   DFND 4 3,454 0 0
HUMANA INC COM 444859102 7,044 15,911 SH   SOLE 15,911 0 0
HUNT J B TRANS SVCS INC COM 445658107 356 2,191 SH   DFND 4 2,191 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,192 13,449 SH   SOLE 13,449 0 0
HUNTINGTON BANCSHARES INC COM 446150104 651 45,658 SH   DFND 4 45,658 0 0
HUNTINGTON BANCSHARES INC COM 446150104 26,350 1,846,534 SH   SOLE 1,846,534 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 280 1,334 SH   DFND 4 1,334 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,190 19,881 SH   SOLE 19,881 0 0
HUNTSMAN CORP COM 447011107 4,540 171,200 SH   SOLE 171,200 0 0
ICICI BANK LIMITED ADR 45104G104 211 12,339 SH   DFND 3 12,339 0 0
IDACORP INC COM 451107106 9,808 100,600 SH   SOLE 100,600 0 0
IDEX CORP COM 45167R104 441 2,005 SH   DFND 4 2,005 0 0
IDEX CORP COM 45167R104 2,098 9,535 SH   SOLE 9,535 0 0
IDEXX LABS INC COM 45168D104 1,440 2,279 SH   DFND 4 2,279 0 0
IDEXX LABS INC COM 45168D104 10,441 16,533 SH   SOLE 16,533 0 0
IHS MARKIT LTD SHS G47567105 1,111 9,866 SH   DFND 4 9,866 0 0
IHS MARKIT LTD SHS G47567105 138,768 1,231,739 SH   SOLE 1,231,739 0 0
ILLINOIS TOOL WKS INC COM 452308109 7,916 35,409 SH   SOLE 35,409 0 0
ILLINOIS TOOL WKS INC COM 452308109 2,037 9,109 SH   DFND 4 9,109 0 0
ILLUMINA INC COM 452327109 1,843 3,895 SH   DFND 4 3,895 0 0
ILLUMINA INC COM 452327109 8,506 17,975 SH   SOLE 17,975 0 0
IMPERIAL OIL LTD COM NEW 453038408 67,545 2,216,441 SH   SOLE 2,216,441 0 0
INCYTE CORP COM 45337C102 419 4,985 SH   DFND 4 4,985 0 0
INCYTE CORP COM 45337C102 2,410 28,646 SH   SOLE 28,646 0 0
INFOSYS LTD SPONSORED ADR 456788108 292 13,800 SH   DFND 13,800 0 0
INGERSOLL RAND INC COM 45687V106 494 10,100 SH   DFND 4 10,100 0 0
INGERSOLL RAND INC COM 45687V106 4,225 86,565 SH   SOLE 86,565 0 0
INSULET CORP NOTE 1.375%11/1 45784PAH4 12,933 4,400,000 PRN   DFND 1 0 4,400,000 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 5,953 87,229 SH   SOLE 87,229 0 0
INTEL CORP COM 458140100 2,692 47,952 SH   DFND 3 47,952 0 0
INTEL CORP COM 458140100 34,771 619,360 SH   SOLE 619,360 0 0
INTEL CORP COM 458140100 7,116 126,754 SH   DFND 4 126,754 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,877 15,810 SH   DFND 1 0 15,810 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 1,777 14,972 SH   DFND 4 14,972 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 36,347 306,209 SH   SOLE 306,209 0 0
INTERCORP FINL SVCS INC SHS P5626F128 328 13,045 SH   DFND 5 13,045 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 4,086 27,872 SH   DFND 4 27,872 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 82,544 563,100 SH   SOLE 563,100 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,158 7,750 SH   DFND 4 7,750 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 77,241 517,011 SH   SOLE 517,011 0 0
INTERNATIONAL PAPER CO COM 460146103 757 12,332 SH   DFND 4 12,332 0 0
INTERNATIONAL PAPER CO COM 460146103 70,834 1,155,342 SH   SOLE 1,155,342 0 0
INTERPUBLIC GROUP COS INC COM 460690100 412 12,680 SH   DFND 4 12,680 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,619 49,821 SH   SOLE 49,821 0 0
INTUIT COM 461202103 18,424 37,587 SH   SOLE 37,587 0 0
INTUIT COM 461202103 3,583 7,309 SH   DFND 4 7,309 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,483 2,700 SH   DFND 2,700 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 23,893 25,985 SH   DFND 2 25,985 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,920 3,175 SH   DFND 4 3,175 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 73,270 79,672 SH   SOLE 79,672 0 0
INVESCO CURRENCYSHARES EURO EURO SHS 46138K103 2,666 24,100 SH   SOLE 24,100 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 19,527 1,014,400 SH   SOLE 1,014,400 0 0
INVESCO DB US DLR INDEX TR BULLISH FD 46141D203 386 15,536 SH   SOLE 15,536 0 0
INVESCO EXCH TRADED FD TR II SR LN ETF 46138G508 17,720 800,000 SH   SOLE 800,000 0 0
INVESCO LTD SHS G491BT108 37,713 1,410,898 SH   SOLE 1,410,898 0 0
INVESCO LTD SHS G491BT108 264 9,858 SH   DFND 4 9,858 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 532,530 1,502,500 SH   SOLE 1,502,500 0 0
IONIS PHARMACEUTICALS INC COM 462222100 540 13,535 SH   SOLE 13,535 0 0
IPG PHOTONICS CORP COM 44980X109 927 4,396 SH   SOLE 4,396 0 0
IQVIA HLDGS INC COM 46266C105 1,251 5,162 SH   DFND 4 5,162 0 0
IQVIA HLDGS INC COM 46266C105 5,834 24,080 SH   SOLE 24,080 0 0
IRON MTN INC NEW COM 46284V101 330 7,780 SH   DFND 4 7,780 0 0
IRON MTN INC NEW COM 46284V101 2,024 47,837 SH   SOLE 47,837 0 0
ISHARES GOLD TR ISHARES NEW 464285204 28,771 853,500 SH   SOLE 853,500 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 499 12,300 SH   DFND 12,300 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 167,798 4,139,071 SH   DFND 5 4,139,071 0 0
ISHARES INC MSCI BRAZIL ETF 464286400 3,686 90,930 SH   SOLE 90,930 0 0
ISHARES INC MSCI CDA ETF 464286509 3,617 97,054 SH   SOLE 97,054 0 0
ISHARES INC MSCI CDA ETF 464286509 13,045 350,000 SH Put DFND 7 350,000 0 0
ISHARES INC MSCI CDA ETF 464286509 2,579 69,200 SH   DFND 5 69,200 0 0
ISHARES INC MSCI EURZONE ETF 464286608 17,499 354,600 SH   DFND 5 354,600 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,468 65,180 SH   DFND 5 65,180 0 0
ISHARES INC MSCI STH KOR ETF 464286772 419 4,500 SH   DFND 4,500 0 0
ISHARES INC MSCI GERMANY ETF 464286806 1,310 37,842 SH   DFND 5 37,842 0 0
ISHARES INC MSCI MEXICO ETF 464286822 336 7,000 SH   SOLE 7,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 6,467 96,531 SH   DFND 5 96,531 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 110,940 1,642,584 SH   DFND 5 1,642,584 0 0
ISHARES S&P GSCI COMMODITY- UNIT BEN INT 46428R107 248 15,413 SH   DFND 3 15,413 0 0
ISHARES SILVER TR ISHARES 46428Q109 25,634 1,058,348 SH   SOLE 1,058,348 0 0
ISHARES SILVER TR ISHARES 46428Q109 2,664 110,000 SH Call DFND 7 110,000 0 0
ISHARES TR MORNINGSTAR GRWT 464287119 7,768 119,951 SH   DFND 3 119,951 0 0
ISHARES TR SELECT DIVID ETF 464287168 5,120 43,900 SH   SOLE 43,900 0 0
ISHARES TR SELECT DIVID ETF 464287168 627 5,376 SH   DFND 3 5,376 0 0
ISHARES TR TIPS BD ETF 464287176 2,098 16,420 SH   SOLE 16,420 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 510 11,000 SH   DFND 11,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 485 10,468 SH   DFND 3 10,468 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 1,427 30,800 SH   SOLE 30,800 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 4,633 100,000 SH Call DFND 7 100,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 9,266 200,000 SH Put DFND 7 200,000 0 0
ISHARES TR CORE S&P500 ETF 464287200 791 1,840 SH   DFND 3 1,840 0 0
ISHARES TR CORE S&P500 ETF 464287200 75,420 175,428 SH   DFND 5 175,428 0 0
ISHARES TR CORE S&P500 ETF 464287200 472,912 1,100,000 SH   SOLE 1,100,000 0 0
ISHARES TR CORE US AGGBD ET 464287226 295,498 2,562,242 SH   SOLE 2,562,242 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 2,500 45,326 SH   DFND 5 45,326 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 16,269 295,000 SH Call DFND 7 295,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 18,036 327,035 SH   DFND 3 327,035 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,765 32,000 SH   DFND 32,000 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 35,848 650,000 SH Put DFND 7 650,000 0 0
ISHARES TR IBOXX INV CP ETF 464287242 1,885 14,026 SH   DFND 5 14,026 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 1,935 26,605 SH   DFND 3 26,605 0 0
ISHARES TR GLOB HLTHCRE ETF 464287325 499 6,003 SH   DFND 3 6,003 0 0
ISHARES TR LATN AMER 40 ETF 464287390 3,461 109,800 SH   DFND 109,800 0 0
ISHARES TR LATN AMER 40 ETF 464287390 229 7,265 SH   DFND 3 7,265 0 0
ISHARES TR S&P 500 VAL ETF 464287408 3,287 22,262 SH   DFND 22,262 0 0
ISHARES TR MSCI EAFE ETF 464287465 29,018 367,875 SH   DFND 3 367,875 0 0
ISHARES TR MSCI EAFE ETF 464287465 12,317 156,139 SH   SOLE 156,139 0 0
ISHARES TR RUS MD CP GR ETF 464287481 2,410 21,292 SH   DFND 21,292 0 0
ISHARES TR RUS MID CAP ETF 464287499 8,316 104,942 SH   SOLE 104,942 0 0
ISHARES TR CORE S&P MCP ETF 464287507 54,430 202,545 SH   DFND 3 202,545 0 0
ISHARES TR ISHARES BIOTECH 464287556 355 2,169 SH   DFND 5 2,169 0 0
ISHARES TR ISHARES BIOTECH 464287556 81,825 500,000 SH   SOLE 500,000 0 0
ISHARES TR GLOBAL 100 ETF 464287572 1,683 23,708 SH   DFND 3 23,708 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 46,278 291,754 SH   DFND 3 291,754 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 23,932 150,875 SH   SOLE 150,875 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 55,656 205,010 SH   DFND 3 205,010 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 7,956 29,306 SH   SOLE 29,306 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 638 3,849 SH   DFND 3 3,849 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 688 4,150 SH   SOLE 4,150 0 0
ISHARES TR RUS 2000 VAL ETF 464287630 11,604 70,000 SH Call DFND 7 70,000 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 165,720 722,500 SH Put DFND 7 722,500 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 420 1,831 SH   DFND 3 1,831 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 186,919 814,923 SH   SOLE 814,923 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 2,294 10,000 SH Call DFND 7 10,000 0 0
ISHARES TR U.S. TECH ETF 464287721 1,194 12,012 SH   DFND 3 12,012 0 0
ISHARES TR U.S. REAL ES ETF 464287739 50,970 500,000 SH   SOLE 500,000 0 0
ISHARES TR U.S. FIN SVC ETF 464287770 4,145 22,378 SH   DFND 3 22,378 0 0
ISHARES TR CORE S&P SCP ETF 464287804 49,120 434,767 SH   DFND 3 434,767 0 0
ISHARES TR U.S. BAS MTL ETF 464287838 4,156 31,881 SH   DFND 3 31,881 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 4,897 51,820 SH   DFND 51,820 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 162,541 1,720,004 SH   DFND 5 1,720,004 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 701 29,860 SH   SOLE 29,860 0 0
ISHARES TR MSCI ACWI ETF 464288257 4,204 41,544 SH   DFND 41,544 0 0
ISHARES TR MSCI ACWI ETF 464288257 247 2,441 SH   DFND 3 2,441 0 0
ISHARES TR MSCI ACWI ETF 464288257 450,295 4,450,000 SH   SOLE 4,450,000 0 0
ISHARES TR EAFE SML CP ETF 464288273 202 2,724 SH   DFND 3 2,724 0 0
ISHARES TR JPMORGAN USD EMG 464288281 170,758 1,518,410 SH   SOLE 1,518,410 0 0
ISHARES TR JPMORGAN USD EMG 464288281 28,550 253,870 SH   DFND 5 253,870 0 0
ISHARES TR IBOXX HI YD ETF 464288513 7,193 81,707 SH   DFND 5 81,707 0 0
ISHARES TR IBOXX HI YD ETF 464288513 4,502 51,212 SH   SOLE 51,212 0 0
ISHARES TR SHORT TREAS BD 464288679 3,837 34,735 SH   DFND 2 34,735 0 0
ISHARES TR SHORT TREAS BD 464288679 27,955 253,448 SH   SOLE 253,448 0 0
ISHARES TR PFD AND INCM SEC 464288687 8,268 210,294 SH   SOLE 210,294 0 0
ISHARES TR MSCI EURO FL ETF 464289180 2,334 119,400 SH   DFND 119,400 0 0
ISHARES TR MSCI PERU ETF 464289842 4,235 145,739 SH   DFND 5 145,739 0 0
ISHARES TR MSCI INDIA ETF 46429B598 443 10,000 SH   DFND 5 10,000 0 0
ISHARES TR MSCI CHINA ETF 46429B671 3,347 40,600 SH   DFND 40,600 0 0
ISHARES TR MSCI CHINA ETF 46429B671 40,642 492,990 SH   DFND 5 492,990 0 0
ISHARES TR MSCI USA MIN VOL 46429B697 336 4,565 SH   DFND 3 4,565 0 0
ISHARES TR CORE MSCI TOTAL 46432F834 473 6,453 SH   DFND 3 6,453 0 0
ISHARES TR 0-5YR INVT GR CP 46434V100 262 5,055 SH   DFND 3 5,055 0 0
ISHARES TR CONV BD ETF 46435G102 18,895 185,300 SH   DFND 5 185,300 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 422 12,900 SH   SOLE 12,900 0 0
ISHARES TR ESG AWR MSCI USA 46435G425 22,658 230,100 SH   SOLE 230,100 0 0
ITT INC COM 45073V108 5,875 64,146 SH   SOLE 64,146 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 26,344 13,028,000 PRN   DFND 1 0 13,028,000 0
J2 GLOBAL INC NOTE 3.250% 6/1 48123VAC6 14,162 7,000,000 SH   SOLE 7,000,000 0 0
JACOBS ENGR GROUP INC COM 469814107 485 3,635 SH   DFND 4 3,635 0 0
JACOBS ENGR GROUP INC COM 469814107 2,182 16,351 SH   SOLE 16,351 0 0
JEFFERIES FINL GROUP INC COM 47233W109 9,540 278,960 SH   SOLE 278,960 0 0
JETBLUE AWYS CORP COM 477143101 16,892 1,006,670 SH   SOLE 1,006,670 0 0
JOHNSON & JOHNSON COM 478160104 166,967 1,013,520 SH   SOLE 1,013,520 0 0
JOHNSON & JOHNSON COM 478160104 13,572 82,383 SH   DFND 4 82,383 0 0
JOHNSON & JOHNSON COM 478160104 1,058 6,422 SH   DFND 3 6,422 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,521 22,155 SH   DFND 4 22,155 0 0
JPMORGAN CHASE & CO COM 46625H100 1,104 7,100 SH   DFND 7,100 0 0
JPMORGAN CHASE & CO COM 46625H100 10,268 66,025 SH   DFND 2 66,025 0 0
JPMORGAN CHASE & CO COM 46625H100 1,144 7,355 SH   DFND 3 7,355 0 0
JPMORGAN CHASE & CO COM 46625H100 12,628 81,187 SH   DFND 4 81,187 0 0
JPMORGAN CHASE & CO COM 46625H100 296,847 1,908,495 SH   SOLE 1,908,495 0 0
JUNIPER NETWORKS INC COM 48203R104 279 10,231 SH   DFND 4 10,231 0 0
JUNIPER NETWORKS INC COM 48203R104 1,173 42,896 SH   SOLE 42,896 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 700 2,468 SH   DFND 4 2,468 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 230,143 812,164 SH   SOLE 812,164 0 0
KELLOGG CO COM 487836108 508 7,897 SH   DFND 4 7,897 0 0
KELLOGG CO COM 487836108 1,984 30,837 SH   SOLE 30,837 0 0
KELLOGG CO COM 487836108 245 3,812 SH   DFND 3,812 0 0
KEMPER CORP COM 488401100 1,182 16,000 SH   SOLE 16,000 0 0
KEYCORP COM 493267108 618 29,990 SH   DFND 4 29,990 0 0
KEYCORP COM 493267108 24,197 1,174,652 SH   SOLE 1,174,652 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 754 4,884 SH   DFND 4 4,884 0 0
KIMBERLY-CLARK CORP COM 494368103 1,426 10,663 SH   DFND 4 10,663 0 0
KIMBERLY-CLARK CORP COM 494368103 5,605 41,897 SH   SOLE 41,897 0 0
KIMCO RLTY CORP COM 49446R109 242 11,617 SH   DFND 4 11,617 0 0
KIMCO RLTY CORP COM 49446R109 442 21,217 SH   SOLE 21,217 0 0
KINDER MORGAN INC DEL COM 49456B101 1,107 60,796 SH   DFND 4 60,796 0 0
KINDER MORGAN INC DEL COM 49456B101 4,820 264,412 SH   SOLE 264,412 0 0
KINROSS GOLD CORP COM 496902404 254 40,000 SH   DFND 1 0 40,000 0
KINROSS GOLD CORP COM 496902404 91,440 14,422,300 SH   SOLE 14,422,300 0 0
KIRKLAND LAKE GOLD LTD COM 49741E100 82,088 2,130,288 SH   SOLE 2,130,288 0 0
KKR & CO INC COM 48251W104 2,623 44,272 SH   SOLE 44,272 0 0
KLA CORP COM NEW 482480100 1,315 4,056 SH   DFND 4 4,056 0 0
KLA CORP COM NEW 482480100 52,281 161,257 SH   SOLE 161,257 0 0
KNIGHT-SWIFT TRANSN HLDGS IN CL A 499049104 459 10,089 SH   SOLE 10,089 0 0
KOHLS CORP COM 500255104 24,806 450,123 SH   SOLE 450,123 0 0
KRAFT HEINZ CO COM 500754106 705 17,306 SH   DFND 4 17,306 0 0
KRAFT HEINZ CO COM 500754106 4,068 99,735 SH   SOLE 99,735 0 0
KROGER CO COM 501044101 906 23,651 SH   DFND 4 23,651 0 0
KROGER CO COM 501044101 4,107 107,195 SH   SOLE 107,195 0 0
L BRANDS INC COM 501797104 456 6,325 SH   DFND 4 6,325 0 0
L BRANDS INC COM 501797104 3,125 43,364 SH   SOLE 43,364 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 1,379 6,382 SH   DFND 4 6,382 0 0
L3HARRIS TECHNOLOGIES INC COM 502431109 5,514 25,508 SH   SOLE 25,508 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 717 2,600 SH   DFND 4 2,600 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 12,279 44,513 SH   SOLE 44,513 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 297 1,077 SH   DFND 3 1,077 0 0
LAM RESEARCH CORP COM 512807108 2,488 3,822 SH   DFND 4 3,822 0 0
LAM RESEARCH CORP COM 512807108 30,820 47,365 SH   SOLE 47,365 0 0
LAMB WESTON HLDGS INC COM 513272104 315 3,899 SH   DFND 4 3,899 0 0
LAMB WESTON HLDGS INC COM 513272104 787 9,762 SH   SOLE 9,762 0 0
LANDSTAR SYS INC COM 515098101 507 3,206 SH   SOLE 3,206 0 0
LAS VEGAS SANDS CORP COM 517834107 459 8,696 SH   DFND 4 8,696 0 0
LAS VEGAS SANDS CORP COM 517834107 25,829 490,204 SH   SOLE 490,204 0 0
LAUDER ESTEE COS INC CL A 518439104 1,990 6,254 SH   DFND 4 6,254 0 0
LAUDER ESTEE COS INC CL A 518439104 30,642 96,333 SH   SOLE 96,333 0 0
LAUDER ESTEE COS INC CL A 518439104 2,036 6,400 SH   DFND 6,400 0 0
LAUDER ESTEE COS INC CL A 518439104 19,957 62,750 SH   DFND 2 62,750 0 0
LAZARD LTD SHS A G54050102 2,054 45,382 SH   SOLE 45,382 0 0
LEGGETT & PLATT INC COM 524660107 897 17,316 SH   SOLE 17,316 0 0
LEIDOS HOLDINGS INC COM 525327102 347 3,432 SH   DFND 4 3,432 0 0
LEIDOS HOLDINGS INC COM 525327102 1,645 16,269 SH   SOLE 16,269 0 0
LENDINGTREE INC NEW COM 52603B107 513 2,419 SH   SOLE 2,419 0 0
LENNAR CORP CL A 526057104 718 7,228 SH   DFND 4 7,228 0 0
LENNAR CORP CL A 526057104 3,419 34,418 SH   SOLE 34,418 0 0
LENNAR CORP CL B 526057302 4,055 49,783 SH   SOLE 49,783 0 0
LIFE STORAGE INC COM 53223X107 587 5,469 SH   SOLE 5,469 0 0
LIGHTSPEED POS INC SUB VTG SHS 53227R106 10,844 129,557 SH   SOLE 129,557 0 0
LILLY ELI & CO COM 532457108 5,738 25,000 SH   DFND 4 25,000 0 0
LILLY ELI & CO COM 532457108 22,998 100,200 SH   SOLE 100,200 0 0
LILLY ELI & CO COM 532457108 1,831 7,978 SH   DFND 3 7,978 0 0
LINCOLN NATL CORP IND COM 534187109 765 12,173 SH   SOLE 12,173 0 0
LINCOLN NATL CORP IND COM 534187109 347 5,530 SH   DFND 4 5,530 0 0
LINDE PLC SHS G5494J103 4,028 13,934 SH   DFND 4 13,934 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 339 3,855 SH   DFND 4 3,855 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 11,029 125,914 SH   SOLE 125,914 0 0
LKQ CORP COM 501889208 359 7,289 SH   DFND 4 7,289 0 0
LKQ CORP COM 501889208 1,729 35,132 SH   SOLE 35,132 0 0
LOCKHEED MARTIN CORP COM 539830109 243 641 SH   DFND 641 0 0
LOCKHEED MARTIN CORP COM 539830109 2,917 7,707 SH   DFND 4 7,707 0 0
LOCKHEED MARTIN CORP COM 539830109 38,845 102,670 SH   SOLE 102,670 0 0
LOEWS CORP COM 540424108 320 5,860 SH   DFND 4 5,860 0 0
LOEWS CORP COM 540424108 16,703 305,640 SH   SOLE 305,640 0 0
LOWES COS INC COM 548661107 3,693 19,040 SH   DFND 4 19,040 0 0
LOWES COS INC COM 548661107 16,838 86,806 SH   SOLE 86,806 0 0
LPL FINL HLDGS INC COM 50212V100 1,943 14,393 SH   SOLE 14,393 0 0
LUMEN TECHNOLOGIES INC COM 550241103 360 26,448 SH   DFND 4 26,448 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 823 8,000 SH   DFND 4 8,000 0 0
M & T BK CORP COM 55261F104 589 4,057 SH   DFND 4 4,057 0 0
M & T BK CORP COM 55261F104 2,337 16,085 SH   SOLE 16,085 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 23,808 622,104 SH   SOLE 622,104 0 0
MADISON SQUARE GRDN SPRT COR CL A 55825T103 6,558 38,000 SH   SOLE 38,000 0 0
MAGNA INTL INC COM 559222401 266,109 2,874,476 SH   SOLE 2,874,476 0 0
MANHATTAN ASSOCIATES INC COM 562750109 5,177 35,741 SH   SOLE 35,741 0 0
MANPOWERGROUP INC WIS COM 56418H100 2,081 17,503 SH   SOLE 17,503 0 0
MANULIFE FINL CORP COM 56501R106 513,190 26,074,559 SH   SOLE 26,074,559 0 0
MARATHON DIGITAL HOLDINGS IN COM 565788106 554 17,718 SH   SOLE 17,718 0 0
MARATHON OIL CORP COM 565849106 300 22,023 SH   DFND 4 22,023 0 0
MARATHON OIL CORP COM 565849106 2,513 184,502 SH   SOLE 184,502 0 0
MARATHON PETE CORP COM 56585A102 1,220 20,190 SH   DFND 4 20,190 0 0
MARATHON PETE CORP COM 56585A102 59,669 987,578 SH   SOLE 987,578 0 0
MARKETAXESS HLDGS INC COM 57060D108 476 1,027 SH   DFND 4 1,027 0 0
MARKETAXESS HLDGS INC COM 57060D108 2,637 5,689 SH   SOLE 5,689 0 0
MARRIOTT INTL INC NEW CL A 571903202 962 7,046 SH   DFND 4 7,046 0 0
MARRIOTT INTL INC NEW CL A 571903202 6,326 46,340 SH   SOLE 46,340 0 0
MARSH & MCLENNAN COS INC COM 571748102 484 3,441 SH   DFND 3 3,441 0 0
MARSH & MCLENNAN COS INC COM 571748102 1,928 13,698 SH   DFND 4 13,698 0 0
MARSH & MCLENNAN COS INC COM 571748102 9,421 66,970 SH   SOLE 66,970 0 0
MARTIN MARIETTA MATLS INC COM 573284106 14,686 41,743 SH   SOLE 41,743 0 0
MARTIN MARIETTA MATLS INC COM 573284106 582 1,655 SH   DFND 4 1,655 0 0
MASCO CORP COM 574599106 2,401 40,761 SH   SOLE 40,761 0 0
MASCO CORP COM 574599106 393 6,681 SH   DFND 4 6,681 0 0
MASTEC INC COM 576323109 5,459 51,450 SH   SOLE 51,450 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,519 6,900 SH   DFND 6,900 0 0
MASTERCARD INCORPORATED CL A 57636Q104 24,556 67,270 SH   DFND 2 67,270 0 0
MASTERCARD INCORPORATED CL A 57636Q104 8,556 23,436 SH   DFND 4 23,436 0 0
MASTERCARD INCORPORATED CL A 57636Q104 254,181 696,214 SH   SOLE 696,214 0 0
MATTEL INC COM 577081102 522 25,968 SH   SOLE 25,968 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,262 11,979 SH   DFND 4 11,979 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 66,839 634,391 SH   SOLE 634,391 0 0
MAXIMUS INC COM 577933104 510 5,803 SH   SOLE 5,803 0 0
MCAFEE CORP COM CL A 579063108 3,587 128,000 SH   SOLE 128,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 615 6,957 SH   DFND 4 6,957 0 0
MCCORMICK & CO INC COM NON VTG 579780206 2,691 30,474 SH   SOLE 30,474 0 0
MCDONALDS CORP COM 580135101 128,583 556,662 SH   SOLE 556,662 0 0
MCDONALDS CORP COM 580135101 5,397 23,369 SH   DFND 4 23,369 0 0
MCKESSON CORP COM 58155Q103 809 4,233 SH   DFND 4 4,233 0 0
MCKESSON CORP COM 58155Q103 20,176 105,503 SH   SOLE 105,503 0 0
MEDTRONIC PLC SHS G5960L103 5,217 42,034 SH   DFND 4 42,034 0 0
MELCO RESORTS AND ENTMNT LTD ADR 585464100 193 11,622 SH   DFND 4 11,622 0 0
MERCADOLIBRE INC COM 58733R102 452 290 SH   DFND 290 0 0
MERCADOLIBRE INC NOTE 2.000% 8/1 58733RAD4 63,992 18,052,000 PRN   DFND 1 0 18,052,000 0
MERCK & CO INC COM 58933Y105 249 3,181 SH   DFND 3,181 0 0
MERCK & CO INC COM 58933Y105 1,984 25,511 SH   DFND 3 25,511 0 0
MERCK & CO INC COM 58933Y105 6,153 79,110 SH   DFND 4 79,110 0 0
MERCK & CO INC COM 58933Y105 68,774 884,328 SH   SOLE 884,328 0 0
MERCURY GENL CORP NEW COM 589400100 2,164 33,325 SH   SOLE 33,325 0 0
METLIFE INC COM 59156R108 5,504 91,968 SH   SOLE 91,968 0 0
METLIFE INC COM 59156R108 1,203 20,108 SH   DFND 4 20,108 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 845 610 SH   DFND 4 610 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,296 2,379 SH   SOLE 2,379 0 0
MGIC INVT CORP WIS COM 552848103 99,874 7,343,674 SH   SOLE 7,343,674 0 0
MGM RESORTS INTERNATIONAL COM 552953101 470 10,983 SH   DFND 4 10,983 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,504 35,262 SH   SOLE 35,262 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 1,085 7,245 SH   DFND 4 7,245 0 0
MICROCHIP TECHNOLOGY INC. COM 595017104 12,234 81,699 SH   SOLE 81,699 0 0
MICROCHIP TECHNOLOGY INC. NOTE 1.625% 2/1 595017AD6 16,830 5,070,000 PRN   DFND 1 0 5,070,000 0
MICRON TECHNOLOGY INC COM 595112103 2,547 29,971 SH   DFND 4 29,971 0 0
MICROSOFT CORP COM 594918104 33,000 121,835 SH   DFND 2 121,835 0 0
MICROSOFT CORP COM 594918104 1,777,194 6,560,332 SH   SOLE 6,560,332 0 0
MICROSOFT CORP COM 594918104 5,199 19,192 SH   DFND 3 19,192 0 0
MICROSOFT CORP COM 594918104 3,638 13,431 SH   DFND 13,431 0 0
MICROSOFT CORP COM 594918104 54,630 201,662 SH   DFND 4 201,662 0 0
MID-AMER APT CMNTYS INC COM 59522J103 512 3,044 SH   DFND 4 3,044 0 0
MID-AMER APT CMNTYS INC COM 59522J103 2,432 14,438 SH   SOLE 14,438 0 0
MIDDLEBY CORP COM 596278101 75,946 438,338 SH   SOLE 438,338 0 0
MODERNA INC COM 60770K107 35,272 150,108 SH   SOLE 150,108 0 0
MOHAWK INDS INC COM 608190104 306 1,594 SH   DFND 4 1,594 0 0
MOHAWK INDS INC COM 608190104 25,421 132,268 SH   SOLE 132,268 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 280 5,208 SH   DFND 4 5,208 0 0
MOLSON COORS BEVERAGE CO CL B 60871R209 1,238 23,062 SH   SOLE 23,062 0 0
MONDELEZ INTL INC CL A 609207105 76,684 1,228,134 SH   SOLE 1,228,134 0 0
MONDELEZ INTL INC CL A 609207105 211 3,379 SH   DFND 3 3,379 0 0
MONDELEZ INTL INC CL A 609207105 2,749 44,051 SH   DFND 4 44,051 0 0
MONGODB INC CL A 60937P106 597 1,652 SH   SOLE 1,652 0 0
MONOLITHIC PWR SYS INC COM 609839105 414 1,110 SH   DFND 4 1,110 0 0
MONOLITHIC PWR SYS INC COM 609839105 3,130 8,382 SH   SOLE 8,382 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 892 9,755 SH   DFND 4 9,755 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 17,075 186,921 SH   SOLE 186,921 0 0
MOODYS CORP COM 615369105 1,123 3,100 SH   DFND 3,100 0 0
MOODYS CORP COM 615369105 11,409 31,490 SH   DFND 2 31,490 0 0
MOODYS CORP COM 615369105 1,558 4,301 SH   DFND 4 4,301 0 0
MOODYS CORP COM 615369105 32,699 90,236 SH   SOLE 90,236 0 0
MORGAN STANLEY COM NEW 617446448 10,086 110,000 SH Put DFND 7 110,000 0 0
MORGAN STANLEY COM NEW 617446448 3,665 39,966 SH   DFND 4 39,966 0 0
MORGAN STANLEY COM NEW 617446448 75,701 825,802 SH   SOLE 825,802 0 0
MORGAN STANLEY COM NEW 617446448 10,086 110,000 SH Call DFND 7 110,000 0 0
MORNINGSTAR INC COM 617700109 5,100 19,837 SH   SOLE 19,837 0 0
MOSAIC CO NEW COM 61945C103 27,134 850,317 SH   SOLE 850,317 0 0
MOSAIC CO NEW COM 61945C103 297 9,301 SH   DFND 4 9,301 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 991 4,573 SH   DFND 4 4,573 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 19,961 92,051 SH   SOLE 92,051 0 0
MSC INDL DIRECT INC CL A 553530106 508 5,658 SH   SOLE 5,658 0 0
MSCI INC COM 55354G100 1,164 2,185 SH   DFND 4 2,185 0 0
MSCI INC COM 55354G100 5,943 11,148 SH   SOLE 11,148 0 0
MURPHY USA INC COM 626755102 534 4,005 SH   SOLE 4,005 0 0
NASDAQ INC COM 631103108 549 3,123 SH   DFND 4 3,123 0 0
NASDAQ INC COM 631103108 12,412 70,603 SH   SOLE 70,603 0 0
NATERA INC NOTE 2.250% 5/0 632307AB0 3,080 1,017,000 PRN   DFND 1 0 1,017,000 0
NATIONAL FUEL GAS CO COM 636180101 488 9,332 SH   SOLE 9,332 0 0
NATIONAL INSTRS CORP COM 636518102 17,081 404,000 SH   SOLE 404,000 0 0
NAVISTAR INTL CORP NEW COM 63934E108 480 10,790 SH   SOLE 10,790 0 0
NETAPP INC COM 64110D104 554 6,784 SH   DFND 4 6,784 0 0
NETAPP INC COM 64110D104 2,296 28,062 SH   SOLE 28,062 0 0
NETEASE INC SPONSORED ADS 64110W102 455 3,950 SH   DFND 3,950 0 0
NETEASE INC SPONSORED ADS 64110W102 1,092 9,475 SH   DFND 3 9,475 0 0
NETFLIX INC COM 64110L106 273 517 SH   DFND 3 517 0 0
NETFLIX INC COM 64110L106 6,276 11,882 SH   DFND 4 11,882 0 0
NETFLIX INC COM 64110L106 294,424 557,401 SH   SOLE 557,401 0 0
NETFLIX INC COM 64110L106 26,411 50,000 SH Put DFND 7 50,000 0 0
NEW RELIC INC COM 64829B100 3,203 47,826 SH   SOLE 47,826 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 490 44,486 SH   SOLE 44,486 0 0
NEW YORK TIMES CO CL A 650111107 28,785 660,956 SH   SOLE 660,956 0 0
NEWELL BRANDS INC COM 651229106 1,327 48,319 SH   SOLE 48,319 0 0
NEWELL BRANDS INC COM 651229106 265 9,628 SH   DFND 4 9,628 0 0
NEWMARKET CORP COM 651587107 1,388 4,312 SH   SOLE 4,312 0 0
NEWMONT CORP COM 651639106 30,128 475,343 SH   SOLE 475,343 0 0
NEWMONT CORP COM 651639106 1,357 21,416 SH   DFND 4 21,416 0 0
NEWS CORP NEW CL A 65249B109 282 10,959 SH   DFND 4 10,959 0 0
NEWS CORP NEW CL A 65249B109 1,296 50,295 SH   SOLE 50,295 0 0
NEWS CORP NEW CL B 65249B208 425 17,438 SH   SOLE 17,438 0 0
NEXTERA ENERGY INC COM 65339F101 4,480 61,139 SH   DFND 4 61,139 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F739 69,399 1,410,000 SH   SOLE 1,410,000 0 0
NEXTERA ENERGY INC UNIT 99/99/9999 65339F770 56,416 1,157,368 SH   SOLE 1,157,368 0 0
NEXTERA ENERGY INC UNIT 09/01/2022S 65339F796 145,282 2,601,062 SH   SOLE 2,601,062 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 234 9,487 SH   DFND 4 9,487 0 0
NIKE INC CL B 654106103 1,993 12,900 SH   DFND 12,900 0 0
NIKE INC CL B 654106103 203,185 1,315,196 SH   SOLE 1,315,196 0 0
NIKE INC CL B 654106103 5,279 34,173 SH   DFND 4 34,173 0 0
NIKE INC CL B 654106103 2,206 14,279 SH   DFND 3 14,279 0 0
NIKE INC CL B 654106103 19,458 125,970 SH   DFND 2 125,970 0 0
NIO INC SPON ADS 62914V106 1,376 25,898 SH   SOLE 25,898 0 0
NISOURCE INC COM 65473P105 263 10,776 SH   DFND 4 10,776 0 0
NISOURCE INC COM 65473P105 1,177 48,025 SH   SOLE 48,025 0 0
NOKIA CORP SPONSORED ADR 654902204 61 11,466 SH   DFND 3 11,466 0 0
NORDSON CORP COM 655663102 2,226 10,140 SH   SOLE 10,140 0 0
NORFOLK SOUTHN CORP COM 655844108 1,787 6,731 SH   DFND 4 6,731 0 0
NORFOLK SOUTHN CORP COM 655844108 8,192 30,867 SH   SOLE 30,867 0 0
NORTHERN TR CORP COM 665859104 756 6,537 SH   DFND 4 6,537 0 0
NORTHERN TR CORP COM 665859104 2,370 20,502 SH   SOLE 20,502 0 0
NORTHROP GRUMMAN CORP COM 666807102 1,483 4,081 SH   DFND 4 4,081 0 0
NORTHROP GRUMMAN CORP COM 666807102 36,223 99,669 SH   SOLE 99,669 0 0
NORTONLIFELOCK INC COM 668771108 3,800 139,610 SH   SOLE 139,610 0 0
NORTONLIFELOCK INC COM 668771108 496 18,195 SH   DFND 4 18,195 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 292 9,953 SH   DFND 4 9,953 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 1,268 43,108 SH   SOLE 43,108 0 0
NOV INC COM 62955J103 169 11,031 SH   DFND 4 11,031 0 0
NOV INC COM 62955J103 733 47,830 SH   SOLE 47,830 0 0
NOVAVAX INC COM NEW 670002401 4,517 21,312 SH   SOLE 21,312 0 0
NRG ENERGY INC COM NEW 629377508 266 6,596 SH   DFND 4 6,596 0 0
NRG ENERGY INC COM NEW 629377508 28,537 708,115 SH   SOLE 708,115 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 2,889 51,000 SH   SOLE 51,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 169,558 3,114,580 SH   SOLE 3,114,580 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,618 66,458 SH   DFND 3 66,458 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 35,634 15,831,000 SH   SOLE 15,831,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 4,504 2,000,000 PRN   DFND 1 0 2,000,000 0
NUCOR CORP COM 670346105 913 9,522 SH   DFND 4 9,522 0 0
NUCOR CORP COM 670346105 5,494 57,266 SH   SOLE 57,266 0 0
NUTANIX INC CL A 67059N108 1,804 47,200 SH   SOLE 47,200 0 0
NUTRIEN LTD COM 67077M108 411,681 6,795,032 SH   SOLE 6,795,032 0 0
NUVASIVE INC COM 670704105 12,860 189,733 SH   SOLE 189,733 0 0
NVIDIA CORPORATION COM 67066G104 4,961 6,200 SH   DFND 6,200 0 0
NVIDIA CORPORATION COM 67066G104 47,567 59,460 SH   DFND 2 59,460 0 0
NVIDIA CORPORATION COM 67066G104 13,354 16,690 SH   DFND 4 16,690 0 0
NVIDIA CORPORATION COM 67066G104 589,413 736,675 SH   SOLE 736,675 0 0
NVIDIA CORPORATION COM 67066G104 60,001 75,000 SH Put DFND 7 75,000 0 0
NVR INC COM 62944T105 457 92 SH   DFND 4 92 0 0
NVR INC COM 62944T105 2,143 431 SH   SOLE 431 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,527 7,422 SH   DFND 4 7,422 0 0
OCCIDENTAL PETE CORP COM 674599105 701 22,430 SH   DFND 4 22,430 0 0
OCCIDENTAL PETE CORP COM 674599105 21,881 699,748 SH   SOLE 699,748 0 0
OKTA INC CL A 679295105 18,143 74,150 SH   SOLE 74,150 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 652 2,568 SH   DFND 4 2,568 0 0
OLD DOMINION FREIGHT LINE IN COM 679580100 3,012 11,868 SH   SOLE 11,868 0 0
OLD REP INTL CORP COM 680223104 3,404 136,654 SH   SOLE 136,654 0 0
OLLIES BARGAIN OUTLET HLDGS COM 681116109 548 6,513 SH   SOLE 6,513 0 0
OMNICOM GROUP INC COM 681919106 528 6,596 SH   DFND 4 6,596 0 0
OMNICOM GROUP INC COM 681919106 2,164 27,049 SH   SOLE 27,049 0 0
ON SEMICONDUCTOR CORP COM 682189105 12,344 322,464 SH   SOLE 322,464 0 0
ONEMAIN HLDGS INC COM 68268W103 6,233 104,033 SH   SOLE 104,033 0 0
ONEOK INC NEW COM 682680103 669 12,036 SH   DFND 4 12,036 0 0
ONEOK INC NEW COM 682680103 15,641 281,106 SH   SOLE 281,106 0 0
OPEN TEXT CORP COM 683715106 116,473 2,293,801 SH   SOLE 2,293,801 0 0
ORACLE CORP COM 68389X105 3,806 48,898 SH   DFND 4 48,898 0 0
ORACLE CORP COM 68389X105 17,856 229,395 SH   SOLE 229,395 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 1,063 1,877 SH   DFND 4 1,877 0 0
OREILLY AUTOMOTIVE INC COM 67103H107 33,710 59,537 SH   SOLE 59,537 0 0
ORGANON & CO COMMON STOCK 68622V106 202 6,686 SH   DFND 4 6,686 0 0
ORGANON & CO COMMON STOCK 68622V106 6,369 210,464 SH   SOLE 210,464 0 0
OSHKOSH CORP COM 688239201 12,902 103,518 SH   SOLE 103,518 0 0
OTIS WORLDWIDE CORP COM 68902V107 390 4,769 SH   DFND 3 4,769 0 0
OTIS WORLDWIDE CORP COM 68902V107 881 10,768 SH   DFND 4 10,768 0 0
OTIS WORLDWIDE CORP COM 68902V107 8,347 102,080 SH   SOLE 102,080 0 0
OWENS CORNING NEW COM 690742101 8,811 90,000 SH   SOLE 90,000 0 0
PACCAR INC COM 693718108 972 10,898 SH   DFND 4 10,898 0 0
PACCAR INC COM 693718108 41,636 466,510 SH   SOLE 466,510 0 0
PACKAGING CORP AMER COM 695156109 401 2,960 SH   DFND 4 2,960 0 0
PACKAGING CORP AMER COM 695156109 2,082 15,373 SH   SOLE 15,373 0 0
PAN AMERN SILVER CORP COM 697900108 8,070 282,597 SH   SOLE 282,597 0 0
PARKER-HANNIFIN CORP COM 701094104 1,060 3,454 SH   DFND 4 3,454 0 0
PARKER-HANNIFIN CORP COM 701094104 55,604 181,057 SH   SOLE 181,057 0 0
PAYCHEX INC COM 704326107 1,083 10,086 SH   DFND 4 10,086 0 0
PAYCHEX INC COM 704326107 8,786 81,885 SH   SOLE 81,885 0 0
PAYCOM SOFTWARE INC COM 70432V102 485 1,335 SH   DFND 4 1,335 0 0
PAYCOM SOFTWARE INC COM 70432V102 19,638 54,030 SH   SOLE 54,030 0 0
PAYPAL HLDGS INC COM 70450Y103 151,038 518,174 SH   SOLE 518,174 0 0
PAYPAL HLDGS INC COM 70450Y103 2,388 8,193 SH   DFND 3 8,193 0 0
PAYPAL HLDGS INC COM 70450Y103 9,176 31,479 SH   DFND 4 31,479 0 0
PEGASYSTEMS INC COM 705573103 19,681 141,396 SH   SOLE 141,396 0 0
PELOTON INTERACTIVE INC CL A COM 70614W100 595 4,794 SH   SOLE 4,794 0 0
PEMBINA PIPELINE CORP COM 706327103 257,129 8,092,702 SH   SOLE 8,092,702 0 0
PENN NATL GAMING INC COM 707569109 300 3,910 SH   DFND 4 3,910 0 0
PENN NATL GAMING INC COM 707569109 1,410 18,437 SH   SOLE 18,437 0 0
PENN NATL GAMING INC NOTE 2.750% 5/1 707569AU3 6,542 1,958,000 PRN   DFND 1 0 1,958,000 0
PENTAIR PLC SHS G7S00T104 295 4,369 SH   DFND 4 4,369 0 0
PENUMBRA INC COM 70975L107 523 1,910 SH   SOLE 1,910 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 178 10,417 SH   DFND 4 10,417 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 24,812 1,447,599 SH   SOLE 1,447,599 0 0
PEPSICO INC COM 713448108 261,043 1,761,778 SH   SOLE 1,761,778 0 0
PEPSICO INC COM 713448108 250 1,687 SH   DFND 3 1,687 0 0
PEPSICO INC COM 713448108 6,393 43,151 SH   DFND 4 43,151 0 0
PERKINELMER INC COM 714046109 468 3,028 SH   DFND 4 3,028 0 0
PERKINELMER INC COM 714046109 6,442 41,719 SH   SOLE 41,719 0 0
PFIZER INC COM 717081103 730 18,641 SH   DFND 3 18,641 0 0
PFIZER INC COM 717081103 6,875 175,585 SH   DFND 4 175,585 0 0
PFIZER INC COM 717081103 210,753 5,381,848 SH   SOLE 5,381,848 0 0
PG&E CORP COM 69331C108 30,024 2,952,242 SH   SOLE 2,952,242 0 0
PHILIP MORRIS INTL INC COM 718172109 244 2,466 SH   DFND 2,466 0 0
PHILIP MORRIS INTL INC COM 718172109 4,831 48,751 SH   DFND 4 48,751 0 0
PHILIP MORRIS INTL INC COM 718172109 457,542 4,616,504 SH   SOLE 4,616,504 0 0
PHILLIPS 66 COM 718546104 326 3,799 SH   DFND 3 3,799 0 0
PHILLIPS 66 COM 718546104 991 11,550 SH   DFND 4 11,550 0 0
PHILLIPS 66 COM 718546104 4,600 53,595 SH   SOLE 53,595 0 0
PINDUODUO INC SPONSORED ADS 722304102 12,702 100,000 SH   SOLE 100,000 0 0
PINDUODUO INC SPONSORED ADS 722304102 12,702 100,000 SH Put DFND 7 100,000 0 0
PINNACLE WEST CAP CORP COM 723484101 281 3,428 SH   DFND 4 3,428 0 0
PINNACLE WEST CAP CORP COM 723484101 2,607 31,807 SH   SOLE 31,807 0 0
PIONEER NAT RES CO COM 723787107 1,018 6,262 SH   DFND 4 6,262 0 0
PIONEER NAT RES CO COM 723787107 61,492 378,367 SH   SOLE 378,367 0 0
PLANET FITNESS INC CL A 72703H101 2,372 31,522 SH   SOLE 31,522 0 0
PLAYTIKA HLDG CORP COM 72815L107 4,980 208,900 SH   SOLE 208,900 0 0
PLUG POWER INC COM NEW 72919P202 204 6,000 SH   SOLE 6,000 0 0
PLUG POWER INC NOTE 3.750% 6/0 72919PAD5 3,947 578,000 PRN   DFND 1 0 578,000 0
PNC FINL SVCS GROUP INC COM 693475105 2,527 13,252 SH   DFND 4 13,252 0 0
PNC FINL SVCS GROUP INC COM 693475105 9,982 52,329 SH   SOLE 52,329 0 0
PNM RES INC COM 69349H107 475 9,746 SH   SOLE 9,746 0 0
POLARIS INC COM 731068102 252 1,842 SH   DFND 1,842 0 0
POLARIS INC COM 731068102 4,976 36,329 SH   SOLE 36,329 0 0
POOL CORP COM 73278L105 6,014 13,113 SH   SOLE 13,113 0 0
POOL CORP COM 73278L105 501 1,090 SH   DFND 4 1,090 0 0
POPULAR INC COM NEW 733174700 4,547 60,590 SH   SOLE 60,590 0 0
POST HLDGS INC COM 737446104 52,247 481,675 SH   SOLE 481,675 0 0
PPD INC COM 69355F102 112,810 2,447,600 SH   SOLE 2,447,600 0 0
PPG INDS INC COM 693506107 1,071 6,308 SH   DFND 4 6,308 0 0
PPG INDS INC COM 693506107 9,600 56,546 SH   SOLE 56,546 0 0
PPL CORP COM 69351T106 669 23,898 SH   DFND 4 23,898 0 0
PPL CORP COM 69351T106 14,812 529,564 SH   SOLE 529,564 0 0
PRA HEALTH SCIENCES INC COM 69354M108 57,578 348,512 SH   SOLE 348,512 0 0
PRETIUM RES INC NOTE 2.250% 3/1 74139CAB8 1,960 1,954,000 PRN   DFND 1 0 1,954,000 0
PRICE T ROWE GROUP INC COM 74144T108 5,554 28,057 SH   SOLE 28,057 0 0
PRICE T ROWE GROUP INC COM 74144T108 1,399 7,068 SH   DFND 4 7,068 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 505 7,982 SH   DFND 4 7,982 0 0
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 21,830 345,464 SH   SOLE 345,464 0 0
PROCTER AND GAMBLE CO COM 742718109 609 4,513 SH   DFND 3 4,513 0 0
PROCTER AND GAMBLE CO COM 742718109 10,351 76,714 SH   DFND 4 76,714 0 0
PROCTER AND GAMBLE CO COM 742718109 255,964 1,897,009 SH   SOLE 1,897,009 0 0
PROGRESSIVE CORP COM 743315103 1,581 16,100 SH   DFND 16,100 0 0
PROGRESSIVE CORP COM 743315103 15,993 162,865 SH   DFND 2 162,865 0 0
PROGRESSIVE CORP COM 743315103 1,795 18,269 SH   DFND 4 18,269 0 0
PROGRESSIVE CORP COM 743315103 22,530 229,409 SH   SOLE 229,409 0 0
PROLOGIS INC. COM 74340W103 874 7,312 SH   DFND 3 7,312 0 0
PROLOGIS INC. COM 74340W103 2,365 19,790 SH   DFND 4 19,790 0 0
PROLOGIS INC. COM 74340W103 10,821 90,532 SH   SOLE 90,532 0 0
PROOFPOINT INC COM 743424103 100,276 577,096 SH   SOLE 577,096 0 0
PRUDENTIAL FINL INC COM 744320102 1,075 10,480 SH   DFND 4 10,480 0 0
PRUDENTIAL FINL INC COM 744320102 5,000 48,790 SH   SOLE 48,790 0 0
PTC INC COM 69370C100 3,156 22,339 SH   SOLE 22,339 0 0
PTC INC COM 69370C100 400 2,837 SH   DFND 4 2,837 0 0
PUBLIC STORAGE COM 74460D109 1,226 4,078 SH   DFND 4 4,078 0 0
PUBLIC STORAGE COM 74460D109 6,193 20,596 SH   SOLE 20,596 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 932 15,586 SH   DFND 4 15,586 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 15,855 265,392 SH   SOLE 265,392 0 0
PULTE GROUP INC COM 745867101 375 6,877 SH   DFND 4 6,877 0 0
PULTE GROUP INC COM 745867101 1,826 33,453 SH   SOLE 33,453 0 0
PVH CORPORATION COM 693656100 208 1,936 SH   DFND 4 1,936 0 0
PVH CORPORATION COM 693656100 14,395 133,795 SH   SOLE 133,795 0 0
QORVO INC COM 74736K101 11,180 57,143 SH   SOLE 57,143 0 0
QORVO INC COM 74736K101 583 2,981 SH   DFND 4 2,981 0 0
QUALCOMM INC COM 747525103 3,216 22,500 SH Put DFND 7 22,500 0 0
QUALCOMM INC COM 747525103 104,584 731,712 SH   SOLE 731,712 0 0
QUALCOMM INC COM 747525103 5,054 35,349 SH   DFND 4 35,349 0 0
QUANTA SVCS INC COM 74762E102 320 3,525 SH   DFND 4 3,525 0 0
QUANTA SVCS INC COM 74762E102 20,458 225,882 SH   SOLE 225,882 0 0
QUEST DIAGNOSTICS INC COM 74834L100 544 4,124 SH   DFND 4 4,124 0 0
QUEST DIAGNOSTICS INC COM 74834L100 2,644 20,037 SH   SOLE 20,037 0 0
QUIDEL CORP COM 74838J101 514 4,011 SH   SOLE 4,011 0 0
RALPH LAUREN CORP CL A 751212101 696 5,907 SH   SOLE 5,907 0 0
RAYMOND JAMES FINL INC COM 754730109 422 3,256 SH   DFND 4 3,256 0 0
RAYMOND JAMES FINL INC COM 754730109 22,316 171,797 SH   SOLE 171,797 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 51,723 606,325 SH   SOLE 606,325 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 918 10,761 SH   DFND 3 10,761 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 3,459 40,543 SH   DFND 4 40,543 0 0
REALTY INCOME CORP COM 756109104 671 10,057 SH   DFND 4 10,057 0 0
REALTY INCOME CORP COM 756109104 3,051 45,718 SH   SOLE 45,718 0 0
REGAL BELOIT CORP COM 758750103 5,396 40,413 SH   SOLE 40,413 0 0
REGENCY CTRS CORP COM 758849103 264 4,111 SH   DFND 4 4,111 0 0
REGENCY CTRS CORP COM 758849103 1,305 20,370 SH   SOLE 20,370 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,566 2,802 SH   DFND 4 2,802 0 0
REGENERON PHARMACEUTICALS COM 75886F107 79,785 142,846 SH   SOLE 142,846 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 614 30,415 SH   DFND 4 30,415 0 0
REGIONS FINANCIAL CORP NEW COM 7591EP100 8,198 406,237 SH   SOLE 406,237 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 2,611 22,900 SH   SOLE 22,900 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,320 15,376 SH   SOLE 15,376 0 0
REPUBLIC SVCS INC COM 760759100 617 5,611 SH   DFND 4 5,611 0 0
REPUBLIC SVCS INC COM 760759100 16,920 153,801 SH   SOLE 153,801 0 0
REPUBLIC SVCS INC COM 760759100 1,122 10,200 SH   DFND 10,200 0 0
REPUBLIC SVCS INC COM 760759100 11,093 100,855 SH   DFND 2 100,855 0 0
RESMED INC COM 761152107 955 3,874 SH   DFND 4 3,874 0 0
RESMED INC COM 761152107 29,669 120,353 SH   SOLE 120,353 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 213 3,305 SH   DFND 3 3,305 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 243,399 3,778,016 SH   SOLE 3,778,016 0 0
RH COM 74967X103 6,154 9,064 SH   SOLE 9,064 0 0
RH NOTE 9/1 74967XAD5 34,664 10,832,000 PRN   DFND 1 0 10,832,000 0
RINGCENTRAL INC CL A 76680R206 545 1,876 SH   SOLE 1,876 0 0
RITCHIE BROS AUCTIONEERS COM 767744105 8,762 147,790 SH   SOLE 147,790 0 0
RLI CORP COM 749607107 527 5,036 SH   SOLE 5,036 0 0
ROBERT HALF INTL INC COM 770323103 3,766 42,326 SH   SOLE 42,326 0 0
ROBERT HALF INTL INC COM 770323103 297 3,341 SH   DFND 4 3,341 0 0
ROCKWELL AUTOMATION INC COM 773903109 892 3,121 SH   DFND 4 3,121 0 0
ROCKWELL AUTOMATION INC COM 773903109 5,229 18,282 SH   SOLE 18,282 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 211 3,971 SH   DFND 3 3,971 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 330,563 6,218,700 SH   SOLE 6,218,700 0 0
ROKU INC COM CL A 77543R102 31,322 68,203 SH   SOLE 68,203 0 0
ROLLINS INC COM 775711104 1,407 41,143 SH   SOLE 41,143 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,319 2,805 SH   DFND 4 2,805 0 0
ROPER TECHNOLOGIES INC COM 776696106 6,103 12,979 SH   SOLE 12,979 0 0
ROSS STORES INC COM 778296103 1,186 9,566 SH   DFND 4 9,566 0 0
ROSS STORES INC COM 778296103 24,919 200,956 SH   SOLE 200,956 0 0
ROYAL BK CDA COM 780087102 1,484 14,648 SH   DFND 3 14,648 0 0
ROYAL BK CDA COM 780087102 2,132,555 21,050,093 SH   SOLE 21,050,093 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 514 6,036 SH   DFND 4 6,036 0 0
ROYAL CARIBBEAN GROUP COM V7780T103 537 6,292 SH   SOLE 6,292 0 0
ROYAL GOLD INC COM 780287108 478 4,188 SH   SOLE 4,188 0 0
RYDER SYS INC COM 783549108 1,717 23,100 SH   SOLE 23,100 0 0
S&P GLOBAL INC COM 78409V104 2,750 6,700 SH   DFND 6,700 0 0
S&P GLOBAL INC COM 78409V104 26,901 65,550 SH   DFND 2 65,550 0 0
S&P GLOBAL INC COM 78409V104 2,640 6,434 SH   DFND 4 6,434 0 0
S&P GLOBAL INC COM 78409V104 12,668 30,864 SH   SOLE 30,864 0 0
SALESFORCE COM INC COM 79466L302 244 1,000 SH   DFND 1,000 0 0
SALESFORCE COM INC COM 79466L302 6,079 24,886 SH   DFND 4 24,886 0 0
SALESFORCE COM INC COM 79466L302 52,134 213,429 SH   SOLE 213,429 0 0
SALESFORCE COM INC COM 79466L302 24,427 100,000 SH Put DFND 7 100,000 0 0
SANTANDER CONSUMER USA HLDGS COM 80283M101 3,126 86,067 SH   SOLE 86,067 0 0
SAREPTA THERAPEUTICS INC COM 803607100 494 6,359 SH   SOLE 6,359 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 915 2,872 SH   DFND 4 2,872 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,854 15,230 SH   SOLE 15,230 0 0
SCHLUMBERGER LTD COM STK 806857108 1,179 36,824 SH   DFND 4 36,824 0 0
SCHLUMBERGER LTD COM STK 806857108 25,737 804,033 SH   SOLE 804,033 0 0
SCHNEIDER NATIONAL INC CL B 80689H102 6,509 299,000 SH   SOLE 299,000 0 0
SCHWAB CHARLES CORP COM 808513105 2,913 40,021 SH   DFND 4 40,021 0 0
SCHWAB CHARLES CORP COM 808513105 13,419 184,300 SH   SOLE 184,300 0 0
SCIENCE APPLICATIONS INTL CO COM 808625107 472 5,380 SH   SOLE 5,380 0 0
SCOTTS MIRACLE-GRO CO CL A 810186106 524 2,731 SH   SOLE 2,731 0 0
SEA LTD SPONSORD ADS 81141R100 219 800 SH   DFND 4 800 0 0
SEA LTD SPONSORD ADS 81141R100 741 2,700 SH   SOLE 2,700 0 0
SEAGATE TECHNOLOGY HLDNGS PL ORD SHS G7997R103 550 6,256 SH   DFND 4 6,256 0 0
SEAGEN INC COM 81181C104 23,065 146,095 SH   SOLE 146,095 0 0
SEALED AIR CORP NEW COM 81211K100 233 3,920 SH   DFND 4 3,920 0 0
SEALED AIR CORP NEW COM 81211K100 469 7,922 SH   SOLE 7,922 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 41,213 500,700 SH   SOLE 500,700 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 524 4,160 SH   DFND 3 4,160 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 100,760 800,000 SH   SOLE 800,000 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 432 6,174 SH   DFND 3 202 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 69,970 1,000,000 SH   SOLE 1,000,000 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 743 4,161 SH   DFND 3 1,234 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 260,180 4,829,773 SH   SOLE 4,829,773 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 2,694 50,000 SH Call DFND 7 50,000 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 9,173 250,000 SH Call DFND 7 250,000 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 7,338 200,000 SH Put DFND 7 200,000 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 74,925 2,042,101 SH   DFND 5 2,042,101 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 3,295 89,800 SH   DFND 89,800 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 623,730 17,000,000 SH   SOLE 17,000,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 119,934 1,171,231 SH   DFND 5 1,171,231 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 153,600 1,500,000 SH   SOLE 1,500,000 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 9,216 90,000 SH Put DFND 7 90,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 147,867 1,001,400 SH   SOLE 1,001,400 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,067 7,226 SH   DFND 3 14,617 0 0
SELECT SECTOR SPDR TR RL EST SEL SEC 81369Y860 44,330 1,000,000 SH   SOLE 1,000,000 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 63,230 1,000,001 SH   SOLE 1,000,001 0 0
SEMPRA ENERGY COM 816851109 1,310 9,886 SH   DFND 4 9,886 0 0
SEMPRA ENERGY COM 816851109 8,553 64,563 SH   SOLE 64,563 0 0
SERVICE CORP INTL COM 817565104 4,139 77,230 SH   SOLE 77,230 0 0
SERVICENOW INC COM 81762P102 2,926 5,325 SH   DFND 4 5,325 0 0
SERVICENOW INC COM 81762P102 68,260 124,210 SH   SOLE 124,210 0 0
SERVICENOW INC NOTE 6/0 81762PAC6 18,244 4,480,000 PRN   DFND 1 0 4,480,000 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 209,495 7,232,505 SH   SOLE 7,232,505 0 0
SHERWIN WILLIAMS CO COM 824348106 2,125 7,800 SH   DFND 7,800 0 0
SHERWIN WILLIAMS CO COM 824348106 20,864 76,590 SH   DFND 2 76,590 0 0
SHERWIN WILLIAMS CO COM 824348106 1,758 6,453 SH   DFND 4 6,453 0 0
SHERWIN WILLIAMS CO COM 824348106 35,861 131,624 SH   SOLE 131,624 0 0
SHOPIFY INC CL A 82509L107 1,317,292 900,799 SH   SOLE 900,799 0 0
SHOPIFY INC NOTE 0.125%11/0 82509LAA5 4,182 3,211,000 PRN   DFND 1 0 3,211,000 0
SILGAN HOLDINGS INC COM 827048109 2,934 70,702 SH   SOLE 70,702 0 0
SIMON PPTY GROUP INC NEW COM 828806109 1,146 8,788 SH   DFND 4 8,788 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,744 36,353 SH   SOLE 36,353 0 0
SIRIUS XM HOLDINGS INC COM 82968B103 608 92,966 SH   DFND 3 399 0 0
SKILLZ INC COM 83067L109 496 22,828 SH   SOLE 22,828 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 833 4,344 SH   DFND 4 4,344 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 6,237 32,525 SH   SOLE 32,525 0 0
SLACK TECHNOLOGIES INC COM CL A 83088V102 357,164 8,062,384 SH   SOLE 8,062,384 0 0
SLACK TECHNOLOGIES INC NOTE 0.500% 4/1 83088VAB8 65,488 43,244,000 SH   SOLE 43,244,000 0 0
SLM CORP COM 78442P106 2,722 130,009 SH   SOLE 130,009 0 0
SMARTSHEET INC COM CL A 83200N103 32,411 448,157 SH   SOLE 448,157 0 0
SMITH A O CORP COM 831865209 256 3,557 SH   DFND 4 3,557 0 0
SMITH A O CORP COM 831865209 1,239 17,191 SH   SOLE 17,191 0 0
SMUCKER J M CO COM NEW 832696405 453 3,503 SH   DFND 4 3,503 0 0
SMUCKER J M CO COM NEW 832696405 7,177 55,389 SH   SOLE 55,389 0 0
SNAP ON INC COM 833034101 355 1,589 SH   DFND 4 1,589 0 0
SNAP ON INC COM 833034101 1,530 6,848 SH   SOLE 6,848 0 0
SOTERA HEALTH CO COM 83601L102 3,559 146,900 SH   SOLE 146,900 0 0
SOUTHERN CO COM 842587107 28,293 467,569 SH   SOLE 467,569 0 0
SOUTHERN CO COM 842587107 1,706 28,194 SH   DFND 4 28,194 0 0
SOUTHERN CO COM 842587107 303 5,000 SH   DFND 1 0 5,000 0
SOUTHERN COPPER CORP COM 84265V105 20,333 316,115 SH   SOLE 316,115 0 0
SOUTHERN COPPER CORP COM 84265V105 720 11,197 SH   DFND 5 11,197 0 0
SOUTHWEST AIRLS CO COM 844741108 824 15,533 SH   DFND 4 15,533 0 0
SPDR DOW JONES INDL AVERAGE UT SER 1 78467X109 3,450 10,000 SH Put DFND 7 10,000 0 0
SPDR GOLD TR GOLD SHS 78463V107 970 5,860 SH   SOLE 5,860 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 5,301 113,200 SH   DFND 113,200 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 581 12,397 SH   DFND 5 12,397 0 0
SPDR INDEX SHS FDS PORTFLI MSCI GBL 78463X475 6,527 117,557 SH   DFND 117,557 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,056,378 2,467,830 SH   SOLE 2,467,830 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,036 14,100 SH   DFND 14,100 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 555 1,297 SH   DFND 3 1,297 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 2,505 5,852 SH   DFND 5 5,852 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 1,228 2,500 SH   SOLE 2,500 0 0
SPDR SER TR S&P REGL BKG 78464A698 93,407 1,425,401 SH   DFND 5 1,425,401 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 2,758 100,000 SH   SOLE 100,000 0 0
SPDR SER TR S&P OILGAS EXP 78468R556 9,822 101,190 SH   SOLE 101,190 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 6,106 66,872 SH   SOLE 66,872 0 0
SPECTRUM BRANDS HLDGS INC NE COM 84790A105 4,507 53,000 SH   SOLE 53,000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 11,755 249,100 SH   SOLE 249,100 0 0
SPLUNK INC COM 848637104 581 4,020 SH   SOLE 4,020 0 0
SPROUTS FMRS MKT INC COM 85208M102 462 18,582 SH   SOLE 18,582 0 0
SQUARE INC CL A 852234103 21,242 87,130 SH   SOLE 87,130 0 0
SQUARE INC NOTE 0.500% 5/1 852234AD5 18,404 5,880,000 PRN   DFND 1 0 5,880,000 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 8,993 124,798 SH   SOLE 124,798 0 0
SSR MNG INC NOTE 2.500% 4/0 784730AB9 4,544 3,807,000 PRN   DFND 1 0 3,807,000 0
STANLEY BLACK & DECKER INC COM 854502101 18,316 89,351 SH   SOLE 89,351 0 0
STANLEY BLACK & DECKER INC COM 854502101 894 4,365 SH   DFND 4 4,365 0 0
STANLEY BLACK & DECKER INC UNIT 11/15/2022 854502846 1,201 10,000 SH   DFND 1 0 10,000 0
STANTEC INC COM 85472N109 2,767 61,999 SH   SOLE 61,999 0 0
STARBUCKS CORP COM 855244109 5,441 48,663 SH   DFND 3 48,663 0 0
STARBUCKS CORP COM 855244109 3,517 31,455 SH   DFND 4 31,455 0 0
STARBUCKS CORP COM 855244109 168,655 1,508,411 SH   SOLE 1,508,411 0 0
STARWOOD PPTY TR INC COM 85571B105 7,613 290,912 SH   SOLE 290,912 0 0
STATE STR CORP COM 857477103 893 10,863 SH   DFND 4 10,863 0 0
STATE STR CORP COM 857477103 9,537 115,905 SH   SOLE 115,905 0 0
STEEL DYNAMICS INC COM 858119100 1,669 28,000 SH   SOLE 28,000 0 0
STERIS PLC SHS USD G8473T100 557 2,700 SH   DFND 4 2,700 0 0
STONECO LTD COM CL A G85158106 14,887 222,000 SH   SOLE 222,000 0 0
STRYKER CORPORATION COM 863667101 2,273 8,753 SH   DFND 4 8,753 0 0
STRYKER CORPORATION COM 863667101 9,844 37,899 SH   SOLE 37,899 0 0
SUN CMNTYS INC COM 866674104 577 3,369 SH   SOLE 3,369 0 0
SUN LIFE FINANCIAL INC. COM 866796105 482,252 9,352,270 SH   SOLE 9,352,270 0 0
SUNCOR ENERGY INC NEW COM 867224107 277 11,557 SH   DFND 3 11,557 0 0
SUNCOR ENERGY INC NEW COM 867224107 447,454 18,682,599 SH   SOLE 18,682,599 0 0
SUZANO S A SPON ADS 86959K105 143 11,900 SH   DFND 11,900 0 0
SVB FINANCIAL GROUP COM 78486Q101 807 1,450 SH   DFND 4 1,450 0 0
SVB FINANCIAL GROUP COM 78486Q101 4,791 8,610 SH   SOLE 8,610 0 0
SWITCH INC CL A 87105L104 38,200 1,809,584 SH   SOLE 1,809,584 0 0
SYNAPTICS INC NOTE 0.500% 6/1 87157DAD1 43,014 21,225,719 SH   SOLE 21,225,719 0 0
SYNCHRONY FINANCIAL COM 87165B103 853 17,588 SH   DFND 4 17,588 0 0
SYNCHRONY FINANCIAL COM 87165B103 11,889 245,025 SH   SOLE 245,025 0 0
SYNEOS HEALTH INC CL A 87166B102 9,964 111,341 SH   SOLE 111,341 0 0
SYNNEX CORP COM 87162W100 8,942 73,441 SH   SOLE 73,441 0 0
SYNOPSYS INC COM 871607107 1,125 4,080 SH   DFND 4 4,080 0 0
SYNOPSYS INC COM 871607107 43,484 157,669 SH   SOLE 157,669 0 0
SYSCO CORP COM 871829107 1,050 13,498 SH   DFND 4 13,498 0 0
SYSCO CORP COM 871829107 16,452 211,595 SH   SOLE 211,595 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 232 1,934 SH   DFND 1,934 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 24,050 200,153 SH   SOLE 200,153 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 24,032 200,000 SH Put DFND 7 200,000 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 534 3,016 SH   DFND 4 3,016 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3,102 17,527 SH   SOLE 17,527 0 0
TANDEM DIABETES CARE INC COM NEW 875372203 16,558 170,000 SH   SOLE 170,000 0 0
TAPESTRY INC COM 876030107 1,686 38,769 SH   SOLE 38,769 0 0
TAPESTRY INC COM 876030107 317 7,313 SH   DFND 4 7,313 0 0
TARGET CORP COM 87612E106 3,220 13,321 SH   DFND 4 13,321 0 0
TARGET CORP COM 87612E106 153,890 636,591 SH   SOLE 636,591 0 0
TC ENERGY CORP COM 87807B107 307 6,200 SH   DFND 3 202 0 0
TC ENERGY CORP COM 87807B107 847,003 17,475,054 SH   SOLE 17,475,054 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,196 8,841 SH   DFND 4 8,841 0 0
TECK RESOURCES LTD CL B 878742204 93,759 4,069,198 SH   SOLE 4,069,198 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 520 1,241 SH   DFND 4 1,241 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 25,671 61,292 SH   SOLE 61,292 0 0
TELEFLEX INCORPORATED COM 879369106 494 1,228 SH   DFND 4 1,228 0 0
TELEFLEX INCORPORATED COM 879369106 11,488 28,591 SH   SOLE 28,591 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 3,898 172,000 SH   SOLE 172,000 0 0
TELUS CORPORATION COM 87971M103 459,036 20,470,793 SH   SOLE 20,470,793 0 0
TEMPUR SEALY INTL INC COM 88023U101 42,165 1,075,902 SH   SOLE 1,075,902 0 0
TENCENT MUSIC ENTMT GROUP SPON ADS 88034P109 231 14,900 SH   DFND 14,900 0 0
TERADYNE INC COM 880770102 11,682 87,212 SH   SOLE 87,212 0 0
TERADYNE INC COM 880770102 601 4,487 SH   DFND 4 4,487 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 1,762 416,000 PRN   DFND 1 0 416,000 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 9,053 2,137,000 SH   SOLE 2,137,000 0 0
TERMINIX GLOBAL HOLDINGS INC COM 88087E100 471 9,871 SH   SOLE 9,871 0 0
TESLA INC COM 88160R101 260 383 SH   DFND 3 12,017 0 0
TESLA INC COM 88160R101 14,033 20,645 SH   DFND 4 20,645 0 0
TESLA INC COM 88160R101 334 491 SH   SOLE 491 0 0
TESLA INC NOTE 2.375% 3/1 88160RAD3 10,793 1,042,000 PRN   DFND 1 0 1,042,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 119,748 10,937,000 PRN   DFND 1 0 10,937,000 0
TESLA INC NOTE 2.000% 5/1 88160RAG6 71,033 6,494,000 SH   SOLE 6,494,000 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 337 34,003 SH   DFND 4 34,003 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS 881624209 211 21,313 SH   DFND 3 21,313 0 0
TEXAS CAP BANCSHARES INC COM 88224Q107 5,644 88,900 SH   SOLE 88,900 0 0
TEXAS INSTRS INC COM 882508104 92,561 481,334 SH   SOLE 481,334 0 0
TEXAS INSTRS INC COM 882508104 5,575 28,989 SH   DFND 4 28,989 0 0
TEXTRON INC COM 883203101 425 6,188 SH   DFND 4 6,188 0 0
TEXTRON INC COM 883203101 6,351 92,345 SH   SOLE 92,345 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 5,315 10,536 SH   DFND 4 10,536 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 75,114 148,897 SH   SOLE 148,897 0 0
THOMSON REUTERS CORP. COM NEW 884903709 203,685 2,050,795 SH   SOLE 2,050,795 0 0
THOR INDS INC COM 885160101 459 4,058 SH   SOLE 4,058 0 0
TIMKEN CO COM 887389104 1,494 18,542 SH   SOLE 18,542 0 0
TJX COS INC NEW COM 872540109 2,170 32,188 SH   DFND 4 32,188 0 0
TJX COS INC NEW COM 872540109 114,740 1,701,874 SH   SOLE 1,701,874 0 0
T-MOBILE US INC COM 872590104 243,966 1,684,502 SH   SOLE 1,684,502 0 0
T-MOBILE US INC COM 872590104 2,281 15,753 SH   DFND 4 15,753 0 0
TORO CO COM 891092108 2,186 19,891 SH   SOLE 19,891 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,399 19,972 SH   DFND 3 19,972 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 1,332,374 18,894,553 SH   SOLE 18,894,553 0 0
TRACTOR SUPPLY CO COM 892356106 586 3,146 SH   DFND 4 3,146 0 0
TRACTOR SUPPLY CO COM 892356106 3,186 17,126 SH   SOLE 17,126 0 0
TRADEWEB MKTS INC CL A 892672106 575 6,800 SH   SOLE 6,800 0 0
TRANE TECHNOLOGIES PLC SHS G8994E103 1,190 6,454 SH   DFND 4 6,454 0 0
TRANSALTA CORP COM 89346D107 9,848 988,624 SH   SOLE 988,624 0 0
TRANSDIGM GROUP INC COM 893641100 961 1,485 SH   DFND 4 1,485 0 0
TRANSDIGM GROUP INC COM 893641100 3,726 5,756 SH   SOLE 5,756 0 0
TRAVEL PLUS LEISURE CO COM 894164102 5,939 99,900 SH   SOLE 99,900 0 0
TRAVELERS COMPANIES INC COM 89417E109 4,661 31,135 SH   SOLE 31,135 0 0
TRAVELERS COMPANIES INC COM 89417E109 1,177 7,859 SH   DFND 4 7,859 0 0
TREEHOUSE FOODS INC COM 89469A104 429 9,645 SH   SOLE 9,645 0 0
TRIMBLE INC COM 896239100 1,906 23,292 SH   SOLE 23,292 0 0
TRIMBLE INC COM 896239100 532 6,501 SH   DFND 4 6,501 0 0
TRINITY INDS INC COM 896522109 2,294 85,300 SH   SOLE 85,300 0 0
TRIP COM GROUP LTD ADS 89677Q107 390 11,000 SH   DFND 11,000 0 0
TRIPADVISOR INC COM 896945201 44,821 1,112,186 SH   SOLE 1,112,186 0 0
TRUIST FINL CORP COM 89832Q109 2,336 42,096 SH   DFND 4 42,096 0 0
TRUIST FINL CORP COM 89832Q109 68,840 1,240,357 SH   SOLE 1,240,357 0 0
TWITTER INC COM 90184L102 1,466 21,312 SH   DFND 4 21,312 0 0
TWITTER INC COM 90184L102 58,236 846,332 SH   SOLE 846,332 0 0
TWITTER INC COM 90184L102 20,643 300,000 SH Put DFND 7 300,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,875 6,356 SH   SOLE 6,356 0 0
TYLER TECHNOLOGIES INC COM 902252105 494 1,094 SH   DFND 4 1,094 0 0
TYLER TECHNOLOGIES INC COM 902252105 247 547 SH   DFND 547 0 0
TYSON FOODS INC CL A 902494103 5,390 73,076 SH   SOLE 73,076 0 0
TYSON FOODS INC CL A 902494103 687 9,312 SH   DFND 4 9,312 0 0
UBER TECHNOLOGIES INC COM 90353T100 146,739 2,927,762 SH   SOLE 2,927,762 0 0
UDR INC COM 902653104 407 8,297 SH   DFND 4 8,297 0 0
UDR INC COM 902653104 1,868 38,133 SH   SOLE 38,133 0 0
ULTA BEAUTY INC COM 90384S303 504 1,455 SH   DFND 4 1,455 0 0
ULTA BEAUTY INC COM 90384S303 2,317 6,701 SH   SOLE 6,701 0 0
UNDER ARMOUR INC CL A 904311107 488 23,085 SH   SOLE 23,085 0 0
UNDER ARMOUR INC CL C 904311206 447 24,047 SH   SOLE 24,047 0 0
UNILEVER PLC SPON ADR NEW 904767704 273 4,667 SH   DFND 3 4,667 0 0
UNION PAC CORP COM 907818108 22,622 102,875 SH   DFND 2 102,875 0 0
UNION PAC CORP COM 907818108 22,333 101,545 SH   SOLE 101,545 0 0
UNION PAC CORP COM 907818108 348 1,582 SH   DFND 3 1,582 0 0
UNION PAC CORP COM 907818108 2,353 10,700 SH   DFND 10,700 0 0
UNION PAC CORP COM 907818108 3,923 17,836 SH   DFND 4 17,836 0 0
UNITED AIRLS HLDGS INC COM 910047109 458 8,760 SH   DFND 4 8,760 0 0
UNITED AIRLS HLDGS INC COM 910047109 21,072 402,973 SH   SOLE 402,973 0 0
UNITED PARCEL SERVICE INC CL B 911312106 4,721 22,698 SH   DFND 4 22,698 0 0
UNITED PARCEL SERVICE INC CL B 911312106 18,473 88,825 SH   SOLE 88,825 0 0
UNITED RENTALS INC COM 911363109 593 1,858 SH   DFND 4 1,858 0 0
UNITED RENTALS INC COM 911363109 2,231 6,992 SH   SOLE 6,992 0 0
UNITED STATES CELLULAR CORP COM 911684108 1,046 28,800 SH   SOLE 28,800 0 0
UNITED STATES STL CORP NEW COM 912909108 336 14,000 SH   DFND 1 0 14,000 0
UNITED STATES STL CORP NEW NOTE 5.000%11/0 912909AT5 15,204 7,504,000 PRN   DFND 1 0 7,504,000 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 510 2,845 SH   SOLE 2,845 0 0
UNITEDHEALTH GROUP INC COM 91324P102 1,176 2,937 SH   DFND 3 12,017 0 0
UNITEDHEALTH GROUP INC COM 91324P102 71,597 178,796 SH   SOLE 178,796 0 0
UNITEDHEALTH GROUP INC COM 91324P102 10,128 25,292 SH   DFND 4 25,292 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 315 2,156 SH   DFND 4 2,156 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 5,266 35,961 SH   SOLE 35,961 0 0
US BANCORP DEL COM NEW 902973304 2,438 42,779 SH   DFND 4 42,779 0 0
US BANCORP DEL COM NEW 902973304 9,518 167,080 SH   SOLE 167,080 0 0
US FOODS HLDG CORP COM 912008109 8,935 232,929 SH   SOLE 232,929 0 0
V F CORP COM 918204108 711 8,668 SH   DFND 4 8,668 0 0
V F CORP COM 918204108 3,229 39,360 SH   SOLE 39,360 0 0
VALERO ENERGY CORP COM 91913Y100 842 10,783 SH   DFND 4 10,783 0 0
VALERO ENERGY CORP COM 91913Y100 15,198 194,654 SH   SOLE 194,654 0 0
VALVOLINE INC COM 92047W101 2,099 64,660 SH   SOLE 64,660 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 138,463 4,074,845 SH   SOLE 4,074,845 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 60,145 1,770,000 SH Put DFND 7 1,770,000 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 325 11,215 SH   DFND 3 12,017 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 116,463 3,539,900 SH   DFND 5 3,539,900 0 0
VANECK VECTORS ETF TR FALLEN ANGEL HG 92189F437 1,210 36,846 SH   SOLE 36,846 0 0
VANECK VECTORS ETF TR MORNINGSTAR WIDE 92189F643 554 7,480 SH   SOLE 7,480 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 160,966 3,443,137 SH   SOLE 3,443,137 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 4,675 100,000 SH Put DFND 7 100,000 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189H300 13,502 430,284 SH   DFND 5 430,284 0 0
VANECK VECTORS ETF TR HIGH YLD MUN ETF 92189H409 10,496 165,000 SH   SOLE 165,000 0 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189H607 424 1,937 SH   SOLE 1,937 0 0
VANGUARD BD INDEX FDS TOTAL BND MRKT 921937835 6,777 78,909 SH   SOLE 78,909 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,239 5,700 SH   SOLE 5,700 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 201 847 SH   DFND 3 847 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 228,321 1,661,000 SH   SOLE 1,661,000 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 43,115 416,200 SH   SOLE 416,200 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 6,528 63,004 SH   DFND 5 63,004 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 4,159 76,579 SH   DFND 5 76,579 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 45,322 834,500 SH   SOLE 834,500 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 97,876 1,455,200 SH   DFND 5 1,455,200 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 2,840 54,290 SH   SOLE 54,290 0 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP BD 92206C409 7,946 96,228 SH   SOLE 96,228 0 0
VANGUARD SCOTTSDALE FDS INTER TERM TREAS 92206C706 4,174 61,555 SH   SOLE 61,555 0 0
VANGUARD TAX-MANAGED INTL FD FTSE DEV MKT ETF 921943858 77,280 1,500,000 SH   SOLE 1,500,000 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 9,368 23,494 SH   DFND 5 23,494 0 0
VENTAS INC COM 92276F100 575 10,063 SH   DFND 4 10,063 0 0
VENTAS INC COM 92276F100 2,028 35,507 SH   SOLE 35,507 0 0
VERINT SYS INC COM 92343X100 528 11,715 SH   SOLE 11,715 0 0
VERISIGN INC COM 92343E102 587 2,580 SH   DFND 4 2,580 0 0
VERISIGN INC COM 92343E102 3,323 14,596 SH   SOLE 14,596 0 0
VERISK ANALYTICS INC COM 92345Y106 759 4,343 SH   DFND 4 4,343 0 0
VERISK ANALYTICS INC COM 92345Y106 6,056 34,660 SH   SOLE 34,660 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,081 19,293 SH   DFND 3 12,017 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,252 129,416 SH   DFND 4 129,416 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 109,595 1,956,011 SH   SOLE 1,956,011 0 0
VERMILION ENERGY INC COM 923725105 21,324 2,434,271 SH   SOLE 2,434,271 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,404 6,962 SH   DFND 4 6,962 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 6,847 33,960 SH   SOLE 33,960 0 0
VERTIV HOLDINGS CO COM CL A 92537N108 10,907 399,520 SH   SOLE 399,520 0 0
VIACOMCBS INC CL B 92556H206 22,600 500,000 SH Put DFND 7 500,000 0 0
VIACOMCBS INC CL B 92556H206 829 18,323 SH   DFND 4 18,323 0 0
VIACOMCBS INC CL B 92556H206 23,712 524,594 SH   SOLE 524,594 0 0
VIATRIS INC COM 92556V106 2,114 147,919 SH   SOLE 147,919 0 0
VIATRIS INC COM 92556V106 445 31,177 SH   DFND 4 31,177 0 0
VIMEO INC COMMON STOCK 92719V100 1,511 30,846 SH   SOLE 30,846 0 0
VIR BIOTECHNOLOGY INC COM 92764N102 504 10,670 SH   SOLE 10,670 0 0
VIRGIN GALACTIC HOLDINGS INC COM 92766K106 1,638 35,642 SH   SOLE 35,642 0 0
VIRTU FINL INC CL A 928254101 9,767 353,501 SH   SOLE 353,501 0 0
VISA INC COM CL A 92826C839 2,502 10,700 SH   DFND 10,700 0 0
VISA INC COM CL A 92826C839 24,915 106,570 SH   DFND 2 106,570 0 0
VISA INC COM CL A 92826C839 1,705 7,292 SH   DFND 3 1,417 0 0
VISA INC COM CL A 92826C839 10,604 45,352 SH   DFND 4 45,352 0 0
VISTRA CORP COM 92840M102 23,402 1,261,579 SH   SOLE 1,261,579 0 0
VONTIER CORPORATION COM 928881101 8,979 275,600 SH   SOLE 275,600 0 0
VOYA FINANCIAL INC COM 929089100 31,233 507,851 SH   SOLE 507,851 0 0
VULCAN MATLS CO COM 929160109 620 3,560 SH   DFND 4 3,560 0 0
VULCAN MATLS CO COM 929160109 16,429 94,383 SH   SOLE 94,383 0 0
WABTEC COM 929740108 381 4,632 SH   DFND 4 4,632 0 0
WABTEC COM 929740108 1,127 13,691 SH   SOLE 13,691 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 417 7,926 SH   DFND 3 7,926 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,013 19,254 SH   DFND 4 19,254 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,562 124,724 SH   SOLE 124,724 0 0
WALMART INC COM 931142103 5,209 36,934 SH   DFND 4 36,934 0 0
WALMART INC COM 931142103 114,834 814,308 SH   SOLE 814,308 0 0
WARRIOR MET COAL INC COM 93627C101 299 17,362 SH   SOLE 17,362 0 0
WASTE CONNECTIONS INC COM 94106B101 225,300 1,885,995 SH   SOLE 1,885,995 0 0
WASTE MGMT INC DEL COM 94106L109 7,213 51,479 SH   SOLE 51,479 0 0
WASTE MGMT INC DEL COM 94106L109 489 3,490 SH   DFND 3 11,234 0 0
WASTE MGMT INC DEL COM 94106L109 1,464 10,452 SH   DFND 4 10,452 0 0
WATERS CORP COM 941848103 2,677 7,746 SH   SOLE 7,746 0 0
WATERS CORP COM 941848103 578 1,673 SH   DFND 4 1,673 0 0
WATSCO INC COM 942622200 581 2,028 SH   SOLE 2,028 0 0
WAYFAIR INC CL A 94419L101 35,769 113,296 SH   SOLE 113,296 0 0
WAYFAIR INC NOTE 1.125%11/0 94419LAD3 5,475 2,000,000 PRN   DFND 1 0 2,000,000 0
WEBSTER FINL CORP CONN COM 947890109 944 17,700 SH   SOLE 17,700 0 0
WEC ENERGY GROUP INC COM 92939U106 872 9,807 SH   DFND 4 9,807 0 0
WEC ENERGY GROUP INC COM 92939U106 5,308 59,679 SH   SOLE 59,679 0 0
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 427 79,000 PRN   DFND 1 0 79,000 0
WELLS FARGO CO NEW COM 949746101 305,235 6,739,723 SH   SOLE 6,739,723 0 0
WELLS FARGO CO NEW COM 949746101 11,323 250,000 SH Put DFND 7 250,000 0 0
WELLS FARGO CO NEW COM 949746101 204 4,504 SH   DFND 3 4,504 0 0
WELLS FARGO CO NEW COM 949746101 260 5,760 SH   DFND 5,760 0 0
WELLS FARGO CO NEW COM 949746101 5,015 110,743 SH   DFND 4 110,743 0 0
WELLTOWER INC COM 95040Q104 937 11,266 SH   DFND 4 11,266 0 0
WELLTOWER INC COM 95040Q104 3,521 42,366 SH   SOLE 42,366 0 0
WENDYS CO COM 95058W100 484 20,609 SH   SOLE 20,609 0 0
WEST FRASER TIMBER CO LTD COM 952845105 80,010 1,114,640 SH   SOLE 1,114,640 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 722 2,013 SH   DFND 4 2,013 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 8,739 24,335 SH   SOLE 24,335 0 0
WESTERN ALLIANCE BANCORP COM 957638109 5,470 58,910 SH   SOLE 58,910 0 0
WESTERN DIGITAL CORP. COM 958102105 586 8,230 SH   DFND 4 8,230 0 0
WESTERN DIGITAL CORP. COM 958102105 14,341 201,503 SH   SOLE 201,503 0 0
WESTERN UN CO COM 959802109 287 12,485 SH   DFND 4 12,485 0 0
WESTERN UN CO COM 959802109 1,151 50,108 SH   SOLE 50,108 0 0
WESTLAKE CHEM CORP COM 960413102 8,325 92,407 SH   SOLE 92,407 0 0
WESTROCK CO COM 96145D105 353 6,640 SH   DFND 4 6,640 0 0
WESTROCK CO COM 96145D105 1,733 32,567 SH   SOLE 32,567 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 683 19,850 SH   DFND 4 19,850 0 0
WEYERHAEUSER CO MTN BE COM NEW 962166104 2,594 75,376 SH   SOLE 75,376 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 166,581 3,779,546 SH   SOLE 3,779,546 0 0
WHIRLPOOL CORP COM 963320106 414 1,901 SH   DFND 4 1,901 0 0
WHIRLPOOL CORP COM 963320106 1,724 7,908 SH   SOLE 7,908 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 5,500 4,791 SH   SOLE 4,791 0 0
WILLIAMS COS INC COM 969457100 852 32,087 SH   DFND 4 32,087 0 0
WILLIAMS COS INC COM 969457100 64,895 2,444,282 SH   SOLE 2,444,282 0 0
WILLIS TOWERS WATSON PLC LTD SHS G96629103 1,141 4,959 SH   DFND 4 4,959 0 0
WINTRUST FINL CORP COM 97650W108 3,116 41,200 SH   SOLE 41,200 0 0
WIPRO LTD SPON ADR 1 SH 97651M109 210 26,922 SH   DFND 26,922 0 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 2,768 50,800 SH   DFND 50,800 0 0
WISDOMTREE TR INTL SMCAP DIV 97717W760 4,107 55,000 SH   DFND 55,000 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 725 11,879 SH   DFND 5 11,879 0 0
WISDOMTREE TR EM EX ST-OWNED 97717X578 326,127 7,751,980 SH   DFND 5 7,751,980 0 0
WISDOMTREE TR EM EX ST-OWNED 97717X578 238 5,674 SH   SOLE 5,674 0 0
WISDOMTREE TR CHINADIV EX FI 97717X719 2,289 33,960 SH   DFND 33,960 0 0
WIX COM LTD SHS M98068105 906 3,125 SH   DFND 4 3,125 0 0
WORKDAY INC CL A 98138H101 37,416 156,724 SH   SOLE 156,724 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 9,769 5,919,000 PRN   DFND 1 0 5,919,000 0
WORLD WRESTLING ENTMT INC NOTE 3.375%12/1 98156QAB4 32,204 12,682,129 PRN   DFND 1 0 12,682,129 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 3,076 42,555 SH   SOLE 42,555 0 0
WYNN RESORTS LTD COM 983134107 343 2,803 SH   DFND 4 2,803 0 0
WYNN RESORTS LTD COM 983134107 1,091 8,920 SH   SOLE 8,920 0 0
XCEL ENERGY INC COM 98389B100 4,339 65,863 SH   SOLE 65,863 0 0
XCEL ENERGY INC COM 98389B100 1,090 16,560 SH   DFND 4 16,560 0 0
XEROX HOLDINGS CORP COM NEW 98421M106 1,857 79,039 SH   SOLE 79,039 0 0
XILINX INC COM 983919101 1,421 9,822 SH   DFND 4 9,822 0 0
XILINX INC COM 983919101 299,268 2,069,052 SH   SOLE 2,069,052 0 0
XP INC CL A G98239109 314 7,200 SH   DFND 7,200 0 0
XYLEM INC COM 98419M100 581 4,844 SH   DFND 4 4,844 0 0
XYLEM INC COM 98419M100 2,695 22,467 SH   SOLE 22,467 0 0
YAMANA GOLD INC COM 98462Y100 23,332 5,541,125 SH   SOLE 5,541,125 0 0
YANDEX N V SHS CLASS A N97284108 439 6,200 SH   DFND 6,200 0 0
YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 996 212,920 SH   SOLE 212,920 0 0
YUM BRANDS INC COM 988498101 922 8,016 SH   DFND 4 8,016 0 0
YUM BRANDS INC COM 988498101 4,274 37,153 SH   SOLE 37,153 0 0
YUM CHINA HLDGS INC COM 98850P109 424 6,400 SH   DFND 6,400 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 748 1,414 SH   DFND 4 1,414 0 0
ZEBRA TECHNOLOGIES CORPORATI CL A 989207105 5,499 10,386 SH   SOLE 10,386 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 49,510 405,090 SH   SOLE 405,090 0 0
ZILLOW GROUP INC NOTE 1.500% 7/0 98954MAC5 380 244,000 PRN   DFND 1 0 244,000 0
ZILLOW GROUP INC NOTE 0.750% 9/0 98954MAE1 9,897 3,615,603 PRN   DFND 1 0 3,615,603 0
ZILLOW GROUP INC NOTE 2.750% 5/1 98954MAH4 2,476 1,247,000 PRN   DFND 1 0 1,247,000 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 241 1,496 SH   DFND 1,496 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 886 5,511 SH   DFND 4 5,511 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 7,858 48,860 SH   SOLE 48,860 0 0
ZIONS BANCORPORATION N A COM 989701107 236 4,471 SH   DFND 4 4,471 0 0
ZIONS BANCORPORATION N A COM 989701107 1,103 20,870 SH   SOLE 20,870 0 0
ZOETIS INC CL A 98978V103 2,358 12,655 SH   DFND 4 12,655 0 0
ZOETIS INC CL A 98978V103 10,884 58,401 SH   SOLE 58,401 0 0
ZOOM VIDEO COMMUNICATIONS IN CL A 98980L101 201,828 521,480 SH   SOLE 521,480 0 0
ZYNGA INC CL A 98986T108 21,985 2,068,230 SH   SOLE 2,068,230 0 0