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
AFLAC INC COM 001055102 148 3,142 SH   DFND 7,2,1 3,142 0 0
AFLAC INC COM 001055102 1,699 36,100 SH   DFND 6,2,1 28,300 0 7,800
AFLAC INC COM 001055102 405 8,600 SH   DFND 8,2,1 8,600 0 0
AGCO CORP COM 001084102 18 300 SH   DFND 7,2,1 300 0 0
AGCO CORP COM 001084102 620 10,200 SH   DFND 6,2,1 9,600 0 600
AES CORP COM 00130H105 39 2,766 SH   DFND 7,2,1 2,766 0 0
AES CORP COM 00130H105 5,393 385,200 SH   DFND 6,2,1 342,300 0 42,900
AES CORP COM 00130H105 1,432 102,300 SH   DFND 8,2,1 102,300 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,872 93,600 SH   DFND 6,2,1 63,700 0 29,900
AMC NETWORKS INC CL A 00164V103 11,835 178,400 SH   DFND 6,2,1 123,400 0 55,000
AMC ENTMT HLDGS INC CL A COM 00165C104 369 18,000 SH   DFND 6,2,1 10,700 0 7,300
AMC ENTMT HLDGS INC CL A COM 00165C104 127 6,200 SH   DFND 8,2,1 0 0 6,200
AMN HEALTHCARE SERVICES INC COM 001744101 3,840 70,200 SH   DFND 6,2,1 45,100 0 25,100
ANGI HOMESERVICES INC COM CL A 00183L102 2,567 109,336 SH   DFND 6,2,1 109,336 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 1,355 57,707 SH   DFND 8,2,1 53,707 0 4,000
AT&T INC COM 00206R102 224 6,667 SH   DFND 2,1 6,667 0 0
AT&T INC COM 00206R102 13,471 401,174 SH   DFND 7,2,1 248,878 0 152,296
AT&T INC COM 00206R102 53,937 1,606,238 SH   DFND 6,2,1 983,367 0 622,871
AT&T INC COM 00206R102 1,727 51,417 SH   DFND 8,2,1 51,417 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 243 50,375 SH   DFND 7,2,1 28,750 0 21,625
AU OPTRONICS CORP SPONSORED ADR 002255107 157 37,194 SH   DFND 7,2,1 0 0 37,194
ABBOTT LABS COM 002824100 1,973 26,901 SH   DFND 7,2,1 7,064 0 19,837
ABBOTT LABS COM 002824100 15,604 212,700 SH   DFND 6,2,1 181,000 0 31,700
ABBVIE INC COM 00287Y109 14,769 156,153 SH   DFND 7,2,1 72,908 0 83,245
ABBVIE INC COM 00287Y109 33,472 353,900 SH   DFND 6,2,1 193,600 0 160,300
ABBVIE INC COM 00287Y109 29,505 311,958 SH   DFND 8,2,1 311,958 0 0
ABERCROMBIE & FITCH CO CL A 002896207 2,302 109,000 SH   DFND 6,2,1 74,200 0 34,800
ABIOMED INC COM 003654100 57 127 SH   DFND 7,2,1 127 0 0
ABIOMED INC COM 003654100 48,525 107,893 SH   DFND 6,2,1 96,993 0 10,900
ABIOMED INC COM 003654100 8,590 19,100 SH   DFND 8,2,1 17,300 0 1,800
ACACIA RESH CORP ACACIA TCH COM 003881307 328 102,454 SH   DFND 6,2,1 49,000 0 53,454
ACADIA RLTY TR COM SH BEN INT 004239109 5,133 183,131 SH   DFND 7,2,1 183,131 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 9,265 403,702 SH   DFND 8,2,1 403,702 0 0
ACCELERON PHARMA INC COM 00434H108 2,245 39,220 SH   DFND 8,2,1 39,220 0 0
ACHAOGEN INC COM 004449104 3,605 903,425 SH   DFND 8,2,1 903,425 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 4,278 1,162,627 SH   DFND 8,2,1 1,162,627 0 0
ACI WORLDWIDE INC COM 004498101 845 30,040 SH   DFND 7,2,1 30,040 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 5,546 381,948 SH   DFND 8,2,1 381,948 0 0
ACTIVISION BLIZZARD INC COM 00507V109 12,192 146,555 SH   DFND 7,2,1 140,958 0 5,597
ACTIVISION BLIZZARD INC COM 00507V109 9,850 118,400 SH   DFND 6,2,1 90,100 0 28,300
ACTIVISION BLIZZARD INC COM 00507V109 41,757 501,944 SH   DFND 8,2,1 501,944 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 3,820 190,830 SH   DFND 8,2,1 190,830 0 0
ADOBE SYS INC COM 00724F101 559 2,072 SH   DFND 2,1 2,072 0 0
ADOBE SYS INC COM 00724F101 19,821 73,426 SH   DFND 7,2,1 36,217 0 37,209
ADOBE SYS INC COM 00724F101 137,701 510,100 SH   DFND 6,2,1 327,400 0 182,700
ADOBE SYS INC COM 00724F101 75,599 280,048 SH   DFND 8,2,1 268,748 0 11,300
ADTALEM GLOBAL ED INC COM 00737L103 400 8,300 SH   DFND 6,2,1 0 0 8,300
ADTALEM GLOBAL ED INC COM 00737L103 620 12,860 SH   DFND 8,2,1 12,860 0 0
ADURO BIOTECH INC COM 00739L101 314 42,756 SH   DFND 6,2,1 34,656 0 8,100
ADVANCE AUTO PARTS INC COM 00751Y106 1,108 6,581 SH   DFND 7,2,1 6,581 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 573 47,932 SH   DFND 6,2,1 15,300 0 32,632
AERIE PHARMACEUTICALS INC COM 00771V108 10,656 173,120 SH   DFND 8,2,1 173,120 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 1,023 169,053 SH   DFND 6,2,1 102,660 0 66,393
AEROVIRONMENT INC COM 008073108 348 3,100 SH   DFND 6,2,1 3,100 0 0
AETNA INC NEW COM 00817Y108 275 1,358 SH   DFND 7,2,1 1,358 0 0
AETNA INC NEW COM 00817Y108 20,936 103,210 SH   DFND 6,2,1 37,200 0 66,010
AETNA INC NEW COM 00817Y108 913 4,500 SH   DFND 8,2,1 0 0 4,500
AFFILIATED MANAGERS GROUP COM 008252108 31 227 SH   DFND 7,2,1 227 0 0
AFFILIATED MANAGERS GROUP COM 008252108 615 4,500 SH   DFND 6,2,1 0 0 4,500
AFFILIATED MANAGERS GROUP COM 008252108 1,326 9,700 SH   DFND 8,2,1 9,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,414 20,046 SH   DFND 7,2,1 20,046 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,574 46,023 SH   DFND 7,2,1 46,023 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 15,731 203,984 SH   DFND 8,2,1 203,984 0 0
AIR PRODS & CHEMS INC COM 009158106 207 1,242 SH   DFND 7,2,1 1,098 0 144
AIR PRODS & CHEMS INC COM 009158106 7,083 42,400 SH   DFND 6,2,1 2,400 0 40,000
AKAMAI TECHNOLOGIES INC COM 00971T101 50 678 SH   DFND 7,2,1 678 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 10,351 141,500 SH   DFND 6,2,1 136,200 0 5,300
ALCOA CORP COM 013872106 1,212 30,000 SH   DFND 6,2,1 14,300 0 15,700
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 9,435 75,006 SH   DFND 7,2,1 75,006 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,195 25,400 SH   DFND 6,2,1 3,400 0 22,000
ALEXION PHARMACEUTICALS INC COM 015351109 333 2,392 SH   DFND 7,2,1 943 0 1,449
ALEXION PHARMACEUTICALS INC COM 015351109 361 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 101,290 728,651 SH   DFND 8,2,1 728,651 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,446 8,779 SH   DFND 2,1 8,779 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 69,044 419,061 SH   DFND 7,2,1 387,384 0 31,677
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 120,753 732,900 SH   DFND 6,2,1 92,800 0 640,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 79,690 483,676 SH   DFND 8,2,1 418,310 0 65,366
ALIGN TECHNOLOGY INC COM 016255101 124 316 SH   DFND 7,2,1 316 0 0
ALIGN TECHNOLOGY INC COM 016255101 26,397 67,474 SH   DFND 6,2,1 51,974 0 15,500
ALIGN TECHNOLOGY INC COM 016255101 13,755 35,160 SH   DFND 8,2,1 33,560 0 1,600
ALLIANCE DATA SYSTEMS CORP COM 018581108 49 207 SH   DFND 7,2,1 207 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 34,466 145,945 SH   DFND 8,2,1 145,945 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 9,352 656,300 SH   DFND 6,2,1 456,200 0 200,100
ALLSTATE CORP COM 020002101 162 1,639 SH   DFND 7,2,1 1,502 0 137
ALLSTATE CORP COM 020002101 3,030 30,700 SH   DFND 6,2,1 27,200 0 3,500
ALLSTATE CORP COM 020002101 553 5,600 SH   DFND 8,2,1 5,600 0 0
ALLY FINL INC COM 02005N100 51 1,910 SH   DFND 7,2,1 1,910 0 0
ALLY FINL INC COM 02005N100 3,896 147,300 SH   DFND 6,2,1 16,000 0 131,300
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 34 387 SH   DFND 7,2,1 387 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 6,450 73,692 SH   DFND 8,2,1 73,692 0 0
ALPHABET INC CAP STK CL C 02079K107 4,127 3,458 SH   DFND 2,1 3,458 0 0
ALPHABET INC CAP STK CL C 02079K107 15,472 12,964 SH   DFND 7,2,1 3,649 0 9,315
ALPHABET INC CAP STK CL C 02079K107 345,165 289,211 SH   DFND 8,2,1 289,211 0 0
ALPHABET INC CAP STK CL A 02079K305 31,645 26,216 SH   DFND 7,2,1 20,276 0 5,940
ALPHABET INC CAP STK CL A 02079K305 195,535 161,990 SH   DFND 6,2,1 109,910 0 52,080
ALPHABET INC CAP STK CL A 02079K305 25,871 21,433 SH   DFND 8,2,1 19,623 0 1,810
ALTABA INC COM 021346101 443 6,500 SH   DFND 6,2,1 0 0 6,500
ALTICE USA INC CL A 02156K103 477 26,297 SH   DFND 7,2,1 26,297 0 0
ALTRA INDL MOTION CORP COM 02208R106 1,136 27,500 SH   DFND 6,2,1 19,800 0 7,700
ALTRIA GROUP INC COM 02209S103 1,762 29,215 SH   DFND 7,2,1 15,686 0 13,529
AMAZON COM INC COM 023135106 4,176 2,085 SH   DFND 2,1 2,085 0 0
AMAZON COM INC COM 023135106 69,146 34,521 SH   DFND 7,2,1 28,353 0 6,168
AMAZON COM INC COM 023135106 269,003 134,300 SH   DFND 6,2,1 119,000 0 15,300
AMAZON COM INC COM 023135106 306,040 152,791 SH   DFND 8,2,1 151,991 0 800
AMBEV SA SPONSORED ADR 02319V103 316 69,116 SH   DFND 7,2,1 21,200 0 47,916
AMEDISYS INC COM 023436108 4,111 32,900 SH   DFND 6,2,1 19,000 0 13,900
AMEDISYS INC COM 023436108 175 1,400 SH   DFND 8,2,1 0 0 1,400
AMEREN CORP COM 023608102 173 2,743 SH   DFND 7,2,1 2,743 0 0
AMEREN CORP COM 023608102 120 1,900 SH   DFND 8,2,1 1,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 864 20,899 SH   DFND 7,2,1 20,899 0 0
AMERICAN ELEC PWR INC COM 025537101 232 3,274 SH   DFND 7,2,1 3,274 0 0
AMERICAN ELEC PWR INC COM 025537101 276 3,900 SH   DFND 6,2,1 2,300 0 1,600
AMERICAN EXPRESS CO COM 025816109 26,114 245,222 SH   DFND 7,2,1 244,183 0 1,039
AMERICAN EXPRESS CO COM 025816109 97,673 917,200 SH   DFND 6,2,1 624,600 0 292,600
AMERICAN EXPRESS CO COM 025816109 38,661 363,050 SH   DFND 8,2,1 345,350 0 17,700
AMERICAN HOMES 4 RENT CL A 02665T306 38,479 1,757,841 SH   DFND 7,2,1 1,757,841 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 296 5,555 SH   DFND 7,2,1 3,731 0 1,824
AMERICAN INTL GROUP INC COM NEW 026874784 19,204 360,700 SH   DFND 6,2,1 341,600 0 19,100
AMERICAN NATL INS CO COM 028591105 2,940 22,742 SH   DFND 6,2,1 15,733 0 7,009
AMERICAN NATL INS CO COM 028591105 13 100 SH   DFND 8,2,1 100 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 225 6,800 SH   DFND 6,2,1 4,000 0 2,800
AMERICAN TOWER CORP NEW COM 03027X100 242 1,664 SH   DFND 2,1 1,664 0 0
AMERICAN TOWER CORP NEW COM 03027X100 25,174 173,257 SH   DFND 7,2,1 112,893 0 60,364
AMERICAN TOWER CORP NEW COM 03027X100 7,861 54,100 SH   DFND 6,2,1 52,900 0 1,200
AMERICAN TOWER CORP NEW COM 03027X100 39,673 273,043 SH   DFND 8,2,1 273,043 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,567 40,551 SH   DFND 7,2,1 40,551 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 18,095 205,700 SH   DFND 6,2,1 16,100 0 189,600
AMERICAN WTR WKS CO INC NEW COM 030420103 431 4,900 SH   DFND 8,2,1 4,900 0 0
AMERICOLD RLTY TR COM 03064D108 1,251 50,000 SH   DFND 7,2,1 50,000 0 0
AMERIPRISE FINL INC COM 03076C106 3,070 20,793 SH   DFND 7,2,1 20,793 0 0
AMERIPRISE FINL INC COM 03076C106 60,201 407,700 SH   DFND 6,2,1 291,300 0 116,400
AMERIPRISE FINL INC COM 03076C106 7,206 48,800 SH   DFND 8,2,1 48,800 0 0
AMGEN INC COM 031162100 565 2,728 SH   DFND 2,1 2,728 0 0
AMGEN INC COM 031162100 18,999 91,652 SH   DFND 7,2,1 65,463 0 26,189
AMGEN INC COM 031162100 53,172 256,510 SH   DFND 6,2,1 105,600 0 150,910
AMGEN INC COM 031162100 30,662 147,917 SH   DFND 8,2,1 147,917 0 0
AMICUS THERAPEUTICS INC COM 03152W109 14,734 1,218,691 SH   DFND 8,2,1 1,218,691 0 0
AMKOR TECHNOLOGY INC COM 031652100 4,996 676,000 SH   DFND 6,2,1 476,400 0 199,600
AMPHENOL CORP NEW CL A 032095101 122 1,293 SH   DFND 7,2,1 1,293 0 0
AMPHENOL CORP NEW CL A 032095101 20,788 221,100 SH   DFND 6,2,1 12,800 0 208,300
AMPHENOL CORP NEW CL A 032095101 442 4,700 SH   DFND 8,2,1 4,700 0 0
ANADARKO PETE CORP COM 032511107 4,087 60,628 SH   DFND 7,2,1 38,389 0 22,239
ANADARKO PETE CORP COM 032511107 297 4,400 SH   DFND 6,2,1 3,100 0 1,300
ANADARKO PETE CORP COM 032511107 2,292 34,000 SH   DFND 8,2,1 34,000 0 0
ANALOG DEVICES INC COM 032654105 143 1,545 SH   DFND 7,2,1 1,545 0 0
ANALOG DEVICES INC COM 032654105 1,174 12,700 SH   DFND 6,2,1 2,200 0 10,500
ANAPTYSBIO INC COM 032724106 6,942 69,583 SH   DFND 8,2,1 69,583 0 0
ANDEAVOR COM 03349M105 482 3,141 SH   DFND 7,2,1 3,141 0 0
ANDEAVOR COM 03349M105 522 3,400 SH   DFND 6,2,1 0 0 3,400
ANGIODYNAMICS INC COM 03475V101 4,059 186,700 SH   DFND 6,2,1 127,600 0 59,100
ANIXTER INTL INC COM 035290105 851 12,100 SH   DFND 6,2,1 4,900 0 7,200
ANSYS INC COM 03662Q105 1,158 6,202 SH   DFND 2,1 6,202 0 0
ANSYS INC COM 03662Q105 67 357 SH   DFND 7,2,1 357 0 0
ANSYS INC COM 03662Q105 1,941 10,400 SH   DFND 6,2,1 1,600 0 8,800
ANSYS INC COM 03662Q105 52,979 283,797 SH   DFND 8,2,1 283,797 0 0
ANTHEM INC COM 036752103 505 1,844 SH   DFND 7,2,1 1,033 0 811
ANTHEM INC COM 036752103 32,064 117,000 SH   DFND 6,2,1 38,800 0 78,200
ANTHEM INC COM 036752103 30,113 109,882 SH   DFND 8,2,1 109,282 0 600
APACHE CORP COM 037411105 1,951 40,932 SH   DFND 7,2,1 40,932 0 0
APACHE CORP COM 037411105 72 1,500 SH   DFND 6,2,1 0 0 1,500
APERGY CORP COM 03755L104 571 13,100 SH   DFND 7,2,1 13,100 0 0
APERGY CORP COM 03755L104 379 8,700 SH   DFND 6,2,1 0 0 8,700
APPLE INC COM 037833100 3,114 13,793 SH   DFND 2,1 13,793 0 0
APPLE INC COM 037833100 55,423 245,518 SH   DFND 7,2,1 107,303 0 138,215
APPLE INC COM 037833100 305,144 1,351,750 SH   DFND 6,2,1 966,850 0 384,900
APPLE INC COM 037833100 341,189 1,511,426 SH   DFND 8,2,1 1,511,426 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 42 2,414 SH   DFND 7,2,1 2,414 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 10,057 575,000 SH   DFND 6,2,1 432,500 0 142,500
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,607 91,900 SH   DFND 8,2,1 73,200 0 18,700
APPLIED MATLS INC COM 038222105 169 4,362 SH   DFND 7,2,1 4,362 0 0
APPLIED MATLS INC COM 038222105 6,582 170,300 SH   DFND 6,2,1 126,500 0 43,800
APPLIED MATLS INC COM 038222105 6,802 176,000 SH   DFND 8,2,1 176,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 71 13,900 SH   DFND 6,2,1 13,900 0 0
AQUA AMERICA INC COM 03836W103 450 12,200 SH   DFND 6,2,1 0 0 12,200
ARAMARK COM 03852U106 45 1,041 SH   DFND 7,2,1 1,041 0 0
ARAMARK COM 03852U106 4,237 98,500 SH   DFND 6,2,1 51,100 0 47,400
ARAMARK COM 03852U106 237 5,500 SH   DFND 8,2,1 0 0 5,500
ARCHER DANIELS MIDLAND CO COM 039483102 120 2,379 SH   DFND 7,2,1 2,379 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,957 98,600 SH   DFND 6,2,1 8,000 0 90,600
ARCHER DANIELS MIDLAND CO COM 039483102 719 14,300 SH   DFND 8,2,1 0 0 14,300
ARCONIC INC COM 03965L100 445 20,224 SH   DFND 7,2,1 1,829 0 18,395
ARCONIC INC COM 03965L100 16,670 757,400 SH   DFND 6,2,1 682,500 0 74,900
ARCONIC INC COM 03965L100 1,558 70,800 SH   DFND 8,2,1 70,800 0 0
ARGENX SE SPONSORED ADR 04016X101 8,184 107,906 SH   DFND 8,2,1 107,906 0 0
ARISTA NETWORKS INC COM 040413106 59 222 SH   DFND 7,2,1 222 0 0
ARISTA NETWORKS INC COM 040413106 2,100 7,900 SH   DFND 6,2,1 5,600 0 2,300
ARISTA NETWORKS INC COM 040413106 8,631 32,464 SH   DFND 8,2,1 32,464 0 0
ARRAY BIOPHARMA INC COM 04269X105 7,015 461,486 SH   DFND 8,2,1 461,486 0 0
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 677 35,300 SH   DFND 6,2,1 29,900 0 5,400
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,293 18,800 SH   DFND 6,2,1 13,700 0 5,100
ASPEN TECHNOLOGY INC COM 045327103 1,267 11,123 SH   DFND 2,1 11,123 0 0
ASPEN TECHNOLOGY INC COM 045327103 58,703 515,344 SH   DFND 8,2,1 515,344 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 6,472 174,262 SH   DFND 8,2,1 174,262 0 0
ASSURANT INC COM 04621X108 27 249 SH   DFND 7,2,1 249 0 0
ASSURANT INC COM 04621X108 9,489 87,900 SH   DFND 6,2,1 79,100 0 8,800
ATMOS ENERGY CORP COM 049560105 45 483 SH   DFND 7,2,1 483 0 0
ATMOS ENERGY CORP COM 049560105 12,546 133,600 SH   DFND 6,2,1 12,600 0 121,000
AUDENTES THERAPEUTICS INC COM 05070R104 3,061 77,309 SH   DFND 8,2,1 77,309 0 0
AUTODESK INC COM 052769106 1,646 10,543 SH   DFND 2,1 10,543 0 0
AUTODESK INC COM 052769106 138 882 SH   DFND 7,2,1 882 0 0
AUTODESK INC COM 052769106 421 2,700 SH   DFND 6,2,1 2,000 0 700
AUTODESK INC COM 052769106 85,244 546,052 SH   DFND 8,2,1 546,052 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 36 459 SH   DFND 2,1 459 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 255 3,300 SH   DFND 6,2,1 3,300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 276 1,833 SH   DFND 7,2,1 1,833 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 118,675 787,700 SH   DFND 6,2,1 427,000 0 360,700
AUTOMATIC DATA PROCESSING IN COM 053015103 10,124 67,200 SH   DFND 8,2,1 47,700 0 19,500
AUTOZONE INC COM 053332102 88 114 SH   DFND 7,2,1 114 0 0
AUTOZONE INC COM 053332102 5,973 7,700 SH   DFND 6,2,1 300 0 7,400
AUTOZONE INC COM 053332102 78 100 SH   DFND 8,2,1 100 0 0
AVALONBAY CMNTYS INC COM 053484101 30,057 165,926 SH   DFND 7,2,1 165,926 0 0
AVALONBAY CMNTYS INC COM 053484101 2,536 14,000 SH   DFND 6,2,1 9,200 0 4,800
AVALONBAY CMNTYS INC COM 053484101 471 2,600 SH   DFND 8,2,1 2,600 0 0
AVERY DENNISON CORP COM 053611109 41 374 SH   DFND 7,2,1 374 0 0
AVERY DENNISON CORP COM 053611109 21,529 198,700 SH   DFND 6,2,1 157,600 0 41,100
AVERY DENNISON CORP COM 053611109 997 9,200 SH   DFND 8,2,1 8,500 0 700
AVNET INC COM 053807103 25 562 SH   DFND 7,2,1 562 0 0
AVNET INC COM 053807103 17,519 391,314 SH   DFND 6,2,1 284,614 0 106,700
AVNET INC COM 053807103 980 21,900 SH   DFND 8,2,1 21,900 0 0
AVON PRODS INC COM 054303102 48 21,600 SH   DFND 6,2,1 0 0 21,600
AXON ENTERPRISE INC COM 05464C101 6,242 91,223 SH   DFND 6,2,1 63,223 0 28,000
AXOS FINL INC COM 05465C100 781 22,700 SH   DFND 6,2,1 18,700 0 4,000
BB&T CORP COM 054937107 160 3,299 SH   DFND 7,2,1 3,299 0 0
BB&T CORP COM 054937107 70,432 1,451,000 SH   DFND 6,2,1 972,500 0 478,500
BB&T CORP COM 054937107 7,985 164,500 SH   DFND 8,2,1 144,700 0 19,800
BCE INC COM NEW 05534B760 28 701 SH   DFND 7,2,1 701 0 0
BCE INC COM NEW 05534B760 6,674 164,700 SH   DFND 6,2,1 63,100 0 101,600
BCE INC COM NEW 05534B760 251 6,200 SH   DFND 8,2,1 6,200 0 0
BOK FINL CORP COM NEW 05561Q201 554 5,700 SH   DFND 6,2,1 5,700 0 0
BRP INC COM SUN VTG 05577W200 3,394 72,400 SH   DFND 6,2,1 51,100 0 21,300
BMC STK HLDGS INC COM 05591B109 3,881 208,100 SH   DFND 6,2,1 123,300 0 84,800
BAIDU INC SPON ADR REP A 056752108 2,620 11,455 SH   DFND 2,1 11,455 0 0
BAIDU INC SPON ADR REP A 056752108 7,179 31,393 SH   DFND 7,2,1 19,465 0 11,928
BAIDU INC SPON ADR REP A 056752108 43,335 189,500 SH   DFND 6,2,1 24,900 0 164,600
BAIDU INC SPON ADR REP A 056752108 141,629 619,331 SH   DFND 8,2,1 587,892 0 31,439
BAIDU INC SPON ADR REP A 056752108 37,732 165,000 SH   DFND 9,2,1 165,000 0 0
BAKER HUGHES A GE CO CL A 05722G100 57 1,694 SH   DFND 7,2,1 1,694 0 0
BAKER HUGHES A GE CO CL A 05722G100 2,987 88,300 SH   DFND 6,2,1 76,600 0 11,700
BAKER HUGHES A GE CO CL A 05722G100 321 9,500 SH   DFND 8,2,1 9,500 0 0
BALL CORP COM 058498106 62 1,406 SH   DFND 7,2,1 1,406 0 0
BALL CORP COM 058498106 2,138 48,600 SH   DFND 8,2,1 48,600 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 820 115,810 SH   DFND 7,2,1 26,950 0 88,860
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 88 10,037 SH   DFND 7,2,1 0 0 10,037
BANK AMER CORP COM 060505104 14,684 498,439 SH   DFND 7,2,1 249,541 0 248,898
BANK AMER CORP COM 060505104 67,363 2,286,600 SH   DFND 6,2,1 1,603,500 0 683,100
BANK AMER CORP COM 060505104 8,563 290,658 SH   DFND 8,2,1 274,658 0 16,000
BANK HAWAII CORP COM 062540109 4,537 57,498 SH   DFND 7,2,1 57,498 0 0
BANK MONTREAL QUE COM 063671101 289 3,504 SH   DFND 7,2,1 3,504 0 0
BANK MONTREAL QUE COM 063671101 37,452 453,800 SH   DFND 6,2,1 51,200 0 402,600
BANK MONTREAL QUE COM 063671101 1,799 21,800 SH   DFND 8,2,1 7,700 0 14,100
BANK NEW YORK MELLON CORP COM 064058100 252 4,937 SH   DFND 7,2,1 4,203 0 734
BANK NEW YORK MELLON CORP COM 064058100 39,670 778,000 SH   DFND 6,2,1 279,000 0 499,000
BANK NEW YORK MELLON CORP COM 064058100 2,595 50,900 SH   DFND 8,2,1 23,200 0 27,700
BANK N S HALIFAX COM 064149107 357 5,981 SH   DFND 7,2,1 5,285 0 696
BANK N S HALIFAX COM 064149107 23,673 397,000 SH   DFND 6,2,1 47,800 0 349,200
BANK N S HALIFAX COM 064149107 2,039 34,200 SH   DFND 8,2,1 7,300 0 26,900
BANK OZK COM 06417N103 294 7,749 SH   DFND 7,2,1 7,749 0 0
BANK OZK COM 06417N103 4,753 125,220 SH   DFND 8,2,1 125,220 0 0
BARRICK GOLD CORP COM 067901108 2,530 228,304 SH   DFND 7,2,1 228,304 0 0
BAUSCH HEALTH COS INC COM 071734107 1,130 44,016 SH   DFND 7,2,1 20,962 0 23,054
BAXTER INTL INC COM 071813109 467 6,055 SH   DFND 7,2,1 2,142 0 3,913
BAXTER INTL INC COM 071813109 29,603 384,000 SH   DFND 6,2,1 80,900 0 303,100
BAXTER INTL INC COM 071813109 601 7,800 SH   DFND 8,2,1 7,800 0 0
BEACON ROOFING SUPPLY INC COM 073685109 5,971 165,000 SH   DFND 7,2,1 165,000 0 0
BECTON DICKINSON & CO COM 075887109 1,959 7,506 SH   DFND 2,1 7,506 0 0
BECTON DICKINSON & CO COM 075887109 30,248 115,892 SH   DFND 7,2,1 115,892 0 0
BECTON DICKINSON & CO COM 075887109 25,802 98,859 SH   DFND 6,2,1 25,204 0 73,655
BECTON DICKINSON & CO COM 075887109 111,816 428,414 SH   DFND 8,2,1 428,414 0 0
BEL FUSE INC CL B 077347300 888 33,528 SH   DFND 6,2,1 20,328 0 13,200
BELLICUM PHARMACEUTICALS INC COM 079481107 220 35,700 SH   DFND 6,2,1 25,300 0 10,400
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 675 3,152 SH   DFND 2,1 3,152 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,361 15,698 SH   DFND 7,2,1 13,169 0 2,529
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 76,865 359,000 SH   DFND 6,2,1 271,200 0 87,800
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,207 57,013 SH   DFND 8,2,1 57,013 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,461 35,900 SH   DFND 6,2,1 27,000 0 8,900
BEST BUY INC COM 086516101 91 1,145 SH   DFND 7,2,1 1,145 0 0
BEST BUY INC COM 086516101 49,433 622,900 SH   DFND 6,2,1 534,700 0 88,200
BEST BUY INC COM 086516101 9,912 124,900 SH   DFND 8,2,1 112,900 0 12,000
BIG LOTS INC COM 089302103 7,731 185,000 SH   DFND 6,2,1 121,800 0 63,200
BIG LOTS INC COM 089302103 113 2,700 SH   DFND 8,2,1 0 0 2,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 75 777 SH   DFND 7,2,1 777 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 35,346 364,502 SH   DFND 8,2,1 364,502 0 0
BIOGEN INC COM 09062X103 4,218 11,939 SH   DFND 7,2,1 3,826 0 8,113
BIOGEN INC COM 09062X103 17,489 49,500 SH   DFND 6,2,1 22,600 0 26,900
BIOGEN INC COM 09062X103 114,836 325,028 SH   DFND 8,2,1 325,028 0 0
BIOTIME INC COM 09066L105 4,940 2,101,975 SH   DFND 8,2,1 2,101,975 0 0
BLACKBAUD INC COM 09227Q100 7,229 71,231 SH   DFND 7,2,1 71,231 0 0
BLACKLINE INC COM 09239B109 6,903 122,249 SH   DFND 7,2,1 122,249 0 0
BLACKROCK INC COM 09247X101 285 604 SH   DFND 2,1 604 0 0
BLACKROCK INC COM 09247X101 21,470 45,552 SH   DFND 7,2,1 34,466 0 11,086
BLACKROCK INC COM 09247X101 24,085 51,100 SH   DFND 6,2,1 16,000 0 35,100
BLACKROCK INC COM 09247X101 4,620 9,802 SH   DFND 8,2,1 9,802 0 0
BLOCK H & R INC COM 093671105 23 900 SH   DFND 7,2,1 900 0 0
BLOCK H & R INC COM 093671105 18,808 730,403 SH   DFND 6,2,1 585,503 0 144,900
BLOCK H & R INC COM 093671105 1,205 46,800 SH   DFND 8,2,1 42,400 0 4,400
BLOOMIN BRANDS INC COM 094235108 8,320 420,400 SH   DFND 6,2,1 278,900 0 141,500
BLOOMIN BRANDS INC COM 094235108 214 10,800 SH   DFND 8,2,1 0 0 10,800
BLUELINX HLDGS INC COM NEW 09624H208 466 14,800 SH   DFND 6,2,1 5,600 0 9,200
BLUEPRINT MEDICINES CORP COM 09627Y109 2,373 30,404 SH   DFND 8,2,1 30,404 0 0
BOEING CO COM 097023105 515 1,385 SH   DFND 2,1 1,385 0 0
BOEING CO COM 097023105 23,503 63,197 SH   DFND 7,2,1 43,904 0 19,293
BOEING CO COM 097023105 91,673 246,500 SH   DFND 6,2,1 93,200 0 153,300
BOEING CO COM 097023105 4,537 12,200 SH   DFND 8,2,1 12,200 0 0
BOISE CASCADE CO DEL COM 09739D100 1,225 33,300 SH   DFND 6,2,1 24,100 0 9,200
BONANZA CREEK ENERGY INC COM NEW 097793400 3,228 108,400 SH   DFND 6,2,1 77,100 0 31,300
BOOKING HLDGS INC COM 09857L108 13,918 7,015 SH   DFND 7,2,1 6,280 0 735
BOOKING HLDGS INC COM 09857L108 24,506 12,352 SH   DFND 6,2,1 6,252 0 6,100
BOOKING HLDGS INC COM 09857L108 52,060 26,240 SH   DFND 8,2,1 25,540 0 700
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,315 26,500 SH   DFND 6,2,1 800 0 25,700
BOSTON PRIVATE FINL HLDGS IN COM 101119105 420 30,800 SH   DFND 6,2,1 30,800 0 0
BOSTON PROPERTIES INC COM 101121101 22,909 186,114 SH   DFND 7,2,1 186,114 0 0
BOSTON SCIENTIFIC CORP COM 101137107 644 16,722 SH   DFND 7,2,1 9,322 0 7,400
BOSTON SCIENTIFIC CORP COM 101137107 12,420 322,600 SH   DFND 6,2,1 137,300 0 185,300
BOSTON SCIENTIFIC CORP COM 101137107 26,481 687,812 SH   DFND 8,2,1 687,812 0 0
BRIDGEPOINT ED INC COM 10807M105 766 75,349 SH   DFND 6,2,1 38,856 0 36,493
BRIGGS & STRATTON CORP COM 109043109 202 10,500 SH   DFND 6,2,1 0 0 10,500
BRIGHT HORIZONS FAM SOL IN D COM 109194100 11,209 95,120 SH   DFND 7,2,1 95,120 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 308 2,613 SH   DFND 8,2,1 2,613 0 0
BRINKER INTL INC COM 109641100 9,012 192,860 SH   DFND 6,2,1 126,700 0 66,160
BRINKER INTL INC COM 109641100 206 4,400 SH   DFND 8,2,1 0 0 4,400
BRISTOL MYERS SQUIBB CO COM 110122108 1,106 17,811 SH   DFND 7,2,1 6,597 0 11,214
BRISTOL MYERS SQUIBB CO COM 110122108 14,688 236,600 SH   DFND 6,2,1 180,500 0 56,100
BRIXMOR PPTY GROUP INC COM 11120U105 689 39,330 SH   DFND 7,2,1 39,330 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 8,799 502,500 SH   DFND 6,2,1 357,100 0 145,400
BRIXMOR PPTY GROUP INC COM 11120U105 753 43,000 SH   DFND 8,2,1 29,300 0 13,700
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 67 504 SH   DFND 7,2,1 504 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 8,247 62,500 SH   DFND 6,2,1 5,300 0 57,200
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 145 1,100 SH   DFND 8,2,1 1,100 0 0
BROADCOM INC COM 11135F101 734 2,976 SH   DFND 7,2,1 2,413 0 563
BROADCOM INC COM 11135F101 14,236 57,700 SH   DFND 6,2,1 48,200 0 9,500
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 49 1,098 SH   DFND 7,2,1 1,098 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 10,375 233,000 SH   DFND 6,2,1 33,100 0 199,900
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 205 4,600 SH   DFND 8,2,1 4,600 0 0
BROOKFIELD PROPERTY REIT INC CL A 11282X103 1,070 51,129 SH   DFND 7,2,1 51,129 0 0
BROWN FORMAN CORP CL B 115637209 57 1,124 SH   DFND 7,2,1 1,124 0 0
BROWN FORMAN CORP CL B 115637209 12,022 237,825 SH   DFND 6,2,1 32,150 0 205,675
BROWN FORMAN CORP CL B 115637209 106 2,100 SH   DFND 8,2,1 2,100 0 0
BRUKER CORP COM 116794108 5,292 158,200 SH   DFND 6,2,1 118,500 0 39,700
BUILDERS FIRSTSOURCE INC COM 12008R107 1,826 124,400 SH   DFND 6,2,1 66,500 0 57,900
CAE INC COM 124765108 8 400 SH   DFND 7,2,1 400 0 0
CAE INC COM 124765108 1,134 55,800 SH   DFND 6,2,1 18,500 0 37,300
CBS CORP NEW CL B 124857202 123 2,147 SH   DFND 7,2,1 2,147 0 0
CBS CORP NEW CL B 124857202 53,767 935,900 SH   DFND 6,2,1 742,700 0 193,200
CBS CORP NEW CL B 124857202 10,778 187,600 SH   DFND 8,2,1 168,300 0 19,300
CBRE GROUP INC CL A 12504L109 58 1,315 SH   DFND 7,2,1 1,315 0 0
CBRE GROUP INC CL A 12504L109 14,804 335,700 SH   DFND 6,2,1 161,800 0 173,900
CBRE GROUP INC CL A 12504L109 194 4,400 SH   DFND 8,2,1 4,400 0 0
CDW CORP COM 12514G108 59 662 SH   DFND 7,2,1 662 0 0
CDW CORP COM 12514G108 1,547 17,400 SH   DFND 6,2,1 2,800 0 14,600
CDW CORP COM 12514G108 231 2,600 SH   DFND 8,2,1 2,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 58 595 SH   DFND 7,2,1 595 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 17,175 175,400 SH   DFND 6,2,1 136,600 0 38,800
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 333 3,400 SH   DFND 8,2,1 0 0 3,400
CIGNA CORPORATION COM 125509109 211 1,015 SH   DFND 7,2,1 1,015 0 0
CIGNA CORPORATION COM 125509109 32,320 155,200 SH   DFND 6,2,1 37,500 0 117,700
CIGNA CORPORATION COM 125509109 23,999 115,243 SH   DFND 8,2,1 115,243 0 0
CIT GROUP INC COM NEW 125581801 27 527 SH   DFND 7,2,1 527 0 0
CIT GROUP INC COM NEW 125581801 1,455 28,200 SH   DFND 6,2,1 9,900 0 18,300
CME GROUP INC COM CL A 12572Q105 341 2,006 SH   DFND 2,1 2,006 0 0
CME GROUP INC COM CL A 12572Q105 270 1,585 SH   DFND 7,2,1 1,406 0 179
CME GROUP INC COM CL A 12572Q105 40,340 237,000 SH   DFND 6,2,1 50,100 0 186,900
CME GROUP INC COM CL A 12572Q105 562 3,300 SH   DFND 8,2,1 3,300 0 0
CMS ENERGY CORP COM 125896100 39 798 SH   DFND 7,2,1 798 0 0
CMS ENERGY CORP COM 125896100 11,148 227,500 SH   DFND 6,2,1 9,800 0 217,700
CMS ENERGY CORP COM 125896100 211 4,300 SH   DFND 8,2,1 4,300 0 0
CNA FINL CORP COM 126117100 4,081 89,399 SH   DFND 6,2,1 89,399 0 0
CNA FINL CORP COM 126117100 1,438 31,506 SH   DFND 8,2,1 31,506 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 909 76,936 SH   DFND 7,2,1 19,300 0 57,636
CSG SYS INTL INC COM 126349109 6,920 172,400 SH   DFND 6,2,1 114,800 0 57,600
CSG SYS INTL INC COM 126349109 145 3,600 SH   DFND 8,2,1 0 0 3,600
CSX CORP COM 126408103 307 4,146 SH   DFND 2,1 4,146 0 0
CSX CORP COM 126408103 533 7,201 SH   DFND 7,2,1 4,128 0 3,073
CSX CORP COM 126408103 12,041 162,600 SH   DFND 6,2,1 91,200 0 71,400
CTI BIOPHARMA CORP COM NEW 12648L601 134 62,000 SH   DFND 6,2,1 34,600 0 27,400
CVS HEALTH CORP COM 126650100 943 11,984 SH   DFND 7,2,1 4,195 0 7,789
CVS HEALTH CORP COM 126650100 28,402 360,800 SH   DFND 6,2,1 123,400 0 237,400
CVS HEALTH CORP COM 126650100 15,774 200,379 SH   DFND 8,2,1 200,379 0 0
CABOT CORP COM 127055101 232 3,700 SH   DFND 6,2,1 2,000 0 1,700
CABOT OIL & GAS CORP COM 127097103 219 9,718 SH   DFND 7,2,1 9,718 0 0
CACI INTL INC CL A 127190304 14,006 76,060 SH   DFND 6,2,1 49,900 0 26,160
CACI INTL INC CL A 127190304 939 5,100 SH   DFND 8,2,1 5,100 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,076 45,798 SH   DFND 2,1 45,798 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 54 1,199 SH   DFND 7,2,1 1,199 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 789 17,400 SH   DFND 6,2,1 0 0 17,400
CADENCE DESIGN SYSTEM INC COM 127387108 99,410 2,193,519 SH   DFND 8,2,1 2,193,519 0 0
CALERES INC COM 129500104 6,775 188,921 SH   DFND 6,2,1 126,921 0 62,000
CALIX INC COM 13100M509 95 11,700 SH   DFND 6,2,1 0 0 11,700
CAMPBELL SOUP CO COM 134429109 35 942 SH   DFND 7,2,1 942 0 0
CAMPBELL SOUP CO COM 134429109 4,048 110,500 SH   DFND 6,2,1 54,800 0 55,700
CAMPBELL SOUP CO COM 134429109 623 17,000 SH   DFND 8,2,1 0 0 17,000
CDN IMPERIAL BK COMM TORONTO COM 136069101 209 2,230 SH   DFND 7,2,1 2,230 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 39,524 421,500 SH   DFND 6,2,1 143,300 0 278,200
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,938 63,327 SH   DFND 8,2,1 45,427 0 17,900
CANADIAN NATL RY CO COM 136375102 2,062 22,964 SH   DFND 7,2,1 8,925 0 14,039
CANADIAN NATL RY CO COM 136375102 41,344 460,400 SH   DFND 6,2,1 52,200 0 408,200
CANADIAN NATL RY CO COM 136375102 530 5,900 SH   DFND 8,2,1 5,900 0 0
CANADIAN NAT RES LTD COM 136385101 1,284 39,309 SH   DFND 7,2,1 28,763 0 10,546
CANADIAN NAT RES LTD COM 136385101 1,058 32,400 SH   DFND 6,2,1 29,000 0 3,400
CANADIAN PAC RY LTD COM 13645T100 77 365 SH   DFND 7,2,1 365 0 0
CANADIAN PAC RY LTD COM 13645T100 11,318 53,400 SH   DFND 6,2,1 2,400 0 51,000
CANTEL MEDICAL CORP COM 138098108 4,760 51,709 SH   DFND 7,2,1 51,709 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,234 23,533 SH   DFND 7,2,1 2,006 0 21,527
CAPITAL ONE FINL CORP COM 14040H105 43,127 454,300 SH   DFND 6,2,1 404,800 0 49,500
CAPITAL ONE FINL CORP COM 14040H105 4,927 51,900 SH   DFND 8,2,1 46,000 0 5,900
CARDINAL HEALTH INC COM 14149Y108 72 1,334 SH   DFND 7,2,1 1,334 0 0
CARDINAL HEALTH INC COM 14149Y108 1,647 30,500 SH   DFND 6,2,1 0 0 30,500
CAREER EDUCATION CORP COM 141665109 948 63,500 SH   DFND 6,2,1 43,400 0 20,100
CARMAX INC COM 143130102 56 751 SH   DFND 7,2,1 751 0 0
CARMAX INC COM 143130102 1,053 14,100 SH   DFND 6,2,1 0 0 14,100
CARMAX INC COM 143130102 9,483 127,000 SH   DFND 8,2,1 127,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 67 1,056 SH   DFND 7,2,1 1,056 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 109 1,711 SH   DFND 7,2,1 1,711 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,996 31,300 SH   DFND 6,2,1 0 0 31,300
CARNIVAL CORP UNIT 99/99/9999 143658300 6,607 103,600 SH   DFND 6,2,1 11,000 0 92,600
CARNIVAL CORP UNIT 99/99/9999 143658300 159 2,500 SH   DFND 8,2,1 2,500 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,591 72,000 SH   DFND 8,2,1 59,000 0 13,000
CARRIZO OIL & GAS INC COM 144577103 4,997 198,300 SH   DFND 6,2,1 110,800 0 87,500
CARTERS INC COM 146229109 10,353 105,000 SH   DFND 6,2,1 65,700 0 39,300
CARTERS INC COM 146229109 434 4,400 SH   DFND 8,2,1 4,400 0 0
CATALENT INC COM 148806102 9,141 200,679 SH   DFND 8,2,1 200,679 0 0
CATALYST BIOSCIENCES INC COM NEW 14888D208 313 29,000 SH   DFND 6,2,1 17,300 0 11,700
CATERPILLAR INC DEL COM 149123101 598 3,923 SH   DFND 2,1 3,923 0 0
CATERPILLAR INC DEL COM 149123101 2,745 18,003 SH   DFND 7,2,1 16,474 0 1,529
CATERPILLAR INC DEL COM 149123101 15,798 103,600 SH   DFND 6,2,1 64,500 0 39,100
CELANESE CORP DEL COM 150870103 1,231 10,794 SH   DFND 7,2,1 609 0 10,185
CELANESE CORP DEL COM 150870103 6,635 58,200 SH   DFND 6,2,1 4,400 0 53,800
CELANESE CORP DEL COM 150870103 205 1,800 SH   DFND 8,2,1 1,800 0 0
CELESTICA INC SUB VTG SHS 15101Q108 136 12,600 SH   DFND 6,2,1 0 0 12,600
CELGENE CORP COM 151020104 4,136 46,223 SH   DFND 7,2,1 21,343 0 24,880
CELGENE CORP COM 151020104 8,224 91,900 SH   DFND 6,2,1 82,300 0 9,600
CELGENE CORP COM 151020104 88,275 986,418 SH   DFND 8,2,1 986,418 0 0
CELLECTIS S A SPONSORED ADS 15117K103 4,686 166,068 SH   DFND 8,2,1 166,068 0 0
CENTENE CORP DEL COM 15135B101 119 821 SH   DFND 7,2,1 821 0 0
CENTENE CORP DEL COM 15135B101 4,039 27,900 SH   DFND 6,2,1 6,300 0 21,600
CENTENE CORP DEL COM 15135B101 28,948 199,942 SH   DFND 8,2,1 192,942 0 7,000
CENOVUS ENERGY INC COM 15135U109 269 26,839 SH   DFND 7,2,1 26,839 0 0
CENTERPOINT ENERGY INC COM 15189T107 48 1,729 SH   DFND 7,2,1 1,729 0 0
CENTERPOINT ENERGY INC COM 15189T107 9,321 337,100 SH   DFND 6,2,1 57,700 0 279,400
CENTERPOINT ENERGY INC COM 15189T107 202 7,300 SH   DFND 8,2,1 7,300 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 341 12,900 SH   DFND 6,2,1 12,900 0 0
CENTURY CASINOS INC COM 156492100 251 33,710 SH   DFND 6,2,1 22,360 0 11,350
CENTURYLINK INC COM 156700106 85 3,987 SH   DFND 7,2,1 3,987 0 0
CENTURYLINK INC COM 156700106 1,155 54,500 SH   DFND 6,2,1 33,200 0 21,300
CERNER CORP COM 156782104 1,448 22,485 SH   DFND 7,2,1 22,485 0 0
CERNER CORP COM 156782104 2,886 44,800 SH   DFND 6,2,1 6,300 0 38,500
CERNER CORP COM 156782104 33,112 514,081 SH   DFND 8,2,1 514,081 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 2,047 6,280 SH   DFND 7,2,1 4,703 0 1,577
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,603 26,400 SH   DFND 6,2,1 21,700 0 4,700
CHARTER COMMUNICATIONS INC N CL A 16119P108 48,882 150,000 SH   DFND 9,2,1 150,000 0 0
CHATHAM LODGING TR COM 16208T102 4,738 226,800 SH   DFND 6,2,1 155,100 0 71,700
CHEGG INC COM 163092109 225 7,900 SH   DFND 6,2,1 7,900 0 0
CHENIERE ENERGY INC COM NEW 16411R208 341 4,913 SH   DFND 7,2,1 4,913 0 0
CHENIERE ENERGY INC COM NEW 16411R208 3,912 56,300 SH   DFND 6,2,1 56,300 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,932 27,800 SH   DFND 8,2,1 27,800 0 0
CHESAPEAKE ENERGY CORP COM 165167107 814 181,200 SH   DFND 6,2,1 46,800 0 134,400
CHESAPEAKE ENERGY CORP COM 165167107 482 107,400 SH   DFND 8,2,1 107,400 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 3,027 94,400 SH   DFND 6,2,1 69,300 0 25,100
CHESAPEAKE LODGING TR SH BEN INT 165240102 93 2,900 SH   DFND 8,2,1 0 0 2,900
CHEVRON CORP NEW COM 166764100 224 1,832 SH   DFND 2,1 1,832 0 0
CHEVRON CORP NEW COM 166764100 19,691 161,031 SH   DFND 7,2,1 125,903 0 35,128
CHEVRON CORP NEW COM 166764100 35,290 288,600 SH   DFND 6,2,1 240,900 0 47,700
CHEVRON CORP NEW COM 166764100 978 8,000 SH   DFND 8,2,1 8,000 0 0
CHICOS FAS INC COM 168615102 1,450 167,250 SH   DFND 6,2,1 120,400 0 46,850
CHIMERIX INC COM 16934W106 1,241 319,073 SH   DFND 6,2,1 178,073 0 141,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 49 108 SH   DFND 7,2,1 108 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 16,197 35,635 SH   DFND 8,2,1 35,635 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 575 16,000 SH   DFND 7,2,1 7,800 0 8,200
CHURCH & DWIGHT INC COM 171340102 62 1,040 SH   DFND 7,2,1 1,040 0 0
CHURCH & DWIGHT INC COM 171340102 16,380 275,900 SH   DFND 6,2,1 15,700 0 260,200
CHURCH & DWIGHT INC COM 171340102 297 5,000 SH   DFND 8,2,1 5,000 0 0
CIENA CORP COM NEW 171779309 625 20,000 SH   DFND 6,2,1 9,100 0 10,900
CIENA CORP COM NEW 171779309 1,418 45,400 SH   DFND 8,2,1 45,400 0 0
CINCINNATI FINL CORP COM 172062101 195 2,543 SH   DFND 7,2,1 2,543 0 0
CINCINNATI FINL CORP COM 172062101 538 7,000 SH   DFND 6,2,1 7,000 0 0
CINCINNATI FINL CORP COM 172062101 200 2,600 SH   DFND 8,2,1 2,600 0 0
CINEMARK HOLDINGS INC COM 17243V102 20,787 517,100 SH   DFND 6,2,1 387,000 0 130,100
CINEMARK HOLDINGS INC COM 17243V102 2,275 56,600 SH   DFND 8,2,1 47,300 0 9,300
CIRRUS LOGIC INC COM 172755100 232 6,000 SH   DFND 6,2,1 6,000 0 0
CIRRUS LOGIC INC COM 172755100 1,058 27,400 SH   DFND 8,2,1 27,400 0 0
CISCO SYS INC COM 17275R102 2,607 53,585 SH   DFND 2,1 53,585 0 0
CISCO SYS INC COM 17275R102 12,873 264,609 SH   DFND 7,2,1 88,960 0 175,649
CISCO SYS INC COM 17275R102 46,057 946,700 SH   DFND 6,2,1 596,900 0 349,800
CISCO SYS INC COM 17275R102 155,651 3,199,409 SH   DFND 8,2,1 3,199,409 0 0
CINTAS CORP COM 172908105 76 383 SH   DFND 7,2,1 383 0 0
CINTAS CORP COM 172908105 10,800 54,600 SH   DFND 6,2,1 5,600 0 49,000
CINTAS CORP COM 172908105 415 2,100 SH   DFND 8,2,1 2,100 0 0
CITIGROUP INC COM NEW 172967424 56,776 791,419 SH   DFND 7,2,1 632,236 0 159,183
CITIGROUP INC COM NEW 172967424 22,562 314,500 SH   DFND 6,2,1 279,400 0 35,100
CITI TRENDS INC COM 17306X102 245 8,500 SH   DFND 6,2,1 8,500 0 0
CITIZENS FINL GROUP INC COM 174610105 80 2,077 SH   DFND 7,2,1 2,077 0 0
CITIZENS FINL GROUP INC COM 174610105 4,636 120,200 SH   DFND 6,2,1 14,500 0 105,700
CITIZENS FINL GROUP INC COM 174610105 1,755 45,500 SH   DFND 8,2,1 45,500 0 0
CITRIX SYS INC COM 177376100 65 586 SH   DFND 7,2,1 586 0 0
CITRIX SYS INC COM 177376100 14,873 133,800 SH   DFND 6,2,1 125,700 0 8,100
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 6,144 4,000,000 PRN   DFND 7,2,1 0 0 4,000,000
CITY OFFICE REIT INC COM 178587101 252 20,000 SH   DFND 6,2,1 9,300 0 10,700
CLOROX CO DEL COM 189054109 80 535 SH   DFND 7,2,1 535 0 0
CLOROX CO DEL COM 189054109 61,548 409,200 SH   DFND 6,2,1 239,400 0 169,800
CLOROX CO DEL COM 189054109 8,438 56,100 SH   DFND 8,2,1 52,400 0 3,700
CLOUDERA INC COM 18914U100 7,879 446,387 SH   DFND 8,2,1 446,387 0 0
COCA COLA CO COM 191216100 525 11,361 SH   DFND 2,1 11,361 0 0
COCA COLA CO COM 191216100 16,289 352,654 SH   DFND 7,2,1 331,720 0 20,934
COCA COLA CO COM 191216100 69,682 1,508,600 SH   DFND 6,2,1 546,000 0 962,600
COCA COLA CO COM 191216100 1,118 24,200 SH   DFND 8,2,1 24,200 0 0
CODEXIS INC COM 192005106 384 22,400 SH   DFND 6,2,1 22,400 0 0
COGNEX CORP COM 192422103 2,319 41,538 SH   DFND 2,1 41,538 0 0
COGNEX CORP COM 192422103 4,539 81,316 SH   DFND 7,2,1 81,316 0 0
COGNEX CORP COM 192422103 110,343 1,976,764 SH   DFND 8,2,1 1,976,764 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,142 40,730 SH   DFND 7,2,1 37,461 0 3,269
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 26,671 345,700 SH   DFND 6,2,1 89,300 0 256,400
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,614 59,810 SH   DFND 8,2,1 59,810 0 0
COHERENT INC COM 192479103 499 2,900 SH   DFND 6,2,1 0 0 2,900
COHERUS BIOSCIENCES INC COM 19249H103 6,747 408,883 SH   DFND 8,2,1 408,883 0 0
COLGATE PALMOLIVE CO COM 194162103 6,452 96,373 SH   DFND 7,2,1 3,435 0 92,938
COLGATE PALMOLIVE CO COM 194162103 41,864 625,300 SH   DFND 6,2,1 360,400 0 264,900
COLGATE PALMOLIVE CO COM 194162103 6,992 104,435 SH   DFND 8,2,1 80,235 0 24,200
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 1,419 18,300 SH   DFND 6,2,1 18,300 0 0
COMCAST CORP NEW CL A 20030N101 8,254 233,103 SH   DFND 7,2,1 152,681 0 80,422
COMCAST CORP NEW CL A 20030N101 50,796 1,434,500 SH   DFND 6,2,1 578,200 0 856,300
COMCAST CORP NEW CL A 20030N101 3,881 109,600 SH   DFND 8,2,1 109,600 0 0
COMERICA INC COM 200340107 67 738 SH   DFND 7,2,1 738 0 0
COMERICA INC COM 200340107 2,859 31,700 SH   DFND 6,2,1 0 0 31,700
COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 2 304,623 SH   DFND 8,2,1 304,623 0 0
COMMUNITY TR BANCORP INC COM 204149108 315 6,800 SH   DFND 6,2,1 6,800 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 67 11,339 SH   DFND 7,2,1 0 0 11,339
COMPUTER PROGRAMS & SYS INC COM 205306103 127 4,714 SH   DFND 2,1 4,714 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 2,387 88,900 SH   DFND 6,2,1 57,200 0 31,700
CONAGRA BRANDS INC COM 205887102 59 1,732 SH   DFND 7,2,1 1,732 0 0
CONAGRA BRANDS INC COM 205887102 42,592 1,253,800 SH   DFND 6,2,1 943,800 0 310,000
CONAGRA BRANDS INC COM 205887102 6,315 185,900 SH   DFND 8,2,1 173,000 0 12,900
CONATUS PHARMACEUTICALS INC COM 20600T108 2,573 443,624 SH   DFND 8,2,1 443,624 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 257 17,300 SH   DFND 6,2,1 6,000 0 11,300
CONCHO RES INC COM 20605P101 1,002 6,563 SH   DFND 7,2,1 6,563 0 0
CONCHO RES INC COM 20605P101 260 1,700 SH   DFND 6,2,1 0 0 1,700
CONCHO RES INC COM 20605P101 30,397 198,996 SH   DFND 8,2,1 198,996 0 0
CONDUENT INC COM 206787103 20,045 890,100 SH   DFND 6,2,1 650,000 0 240,100
CONDUENT INC COM 206787103 2,214 98,300 SH   DFND 8,2,1 77,600 0 20,700
CONNS INC COM 208242107 1,552 43,900 SH   DFND 6,2,1 36,100 0 7,800
CONOCOPHILLIPS COM 20825C104 531 6,856 SH   DFND 2,1 6,856 0 0
CONOCOPHILLIPS COM 20825C104 10,181 131,536 SH   DFND 7,2,1 95,874 0 35,662
CONOCOPHILLIPS COM 20825C104 43,003 555,600 SH   DFND 6,2,1 540,700 0 14,900
CONOCOPHILLIPS COM 20825C104 4,350 56,200 SH   DFND 8,2,1 56,200 0 0
CONSOL ENERGY INC NEW COM 20854L108 416 10,200 SH   DFND 6,2,1 7,600 0 2,600
CONSOLIDATED EDISON INC COM 209115104 159 2,082 SH   DFND 7,2,1 2,082 0 0
CONSOLIDATED EDISON INC COM 209115104 17,562 230,500 SH   DFND 6,2,1 28,000 0 202,500
CONSOLIDATED EDISON INC COM 209115104 366 4,800 SH   DFND 8,2,1 4,800 0 0
CONSTELLATION BRANDS INC CL A 21036P108 157 726 SH   DFND 7,2,1 726 0 0
CONSTELLATION BRANDS INC CL A 21036P108 17,444 80,900 SH   DFND 6,2,1 1,200 0 79,700
CONSTELLATION BRANDS INC CL A 21036P108 2,092 9,700 SH   DFND 8,2,1 9,700 0 0
CONTRAFECT CORP COM 212326102 3,446 1,664,781 SH   DFND 8,2,1 1,664,781 0 0
COOPER COS INC COM NEW 216648402 56 203 SH   DFND 7,2,1 203 0 0
COOPER COS INC COM NEW 216648402 22,276 80,375 SH   DFND 8,2,1 80,375 0 0
COOPER STD HLDGS INC COM 21676P103 1,380 11,500 SH   DFND 6,2,1 7,700 0 3,800
COPART INC COM 217204106 32 629 SH   DFND 7,2,1 629 0 0
COPART INC COM 217204106 582 11,300 SH   DFND 6,2,1 300 0 11,000
CORCEPT THERAPEUTICS INC COM 218352102 186 13,300 SH   DFND 6,2,1 0 0 13,300
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 804 21,400 SH   DFND 6,2,1 17,700 0 3,700
CORELOGIC INC COM 21871D103 3,535 71,551 SH   DFND 6,2,1 66,100 0 5,451
CORECIVIC INC COM 21871N101 7,243 297,704 SH   DFND 6,2,1 208,404 0 89,300
CORECIVIC INC COM 21871N101 637 26,200 SH   DFND 8,2,1 20,900 0 5,300
CORNING INC COM 219350105 127 3,601 SH   DFND 7,2,1 3,601 0 0
CORNING INC COM 219350105 6,132 173,700 SH   DFND 6,2,1 7,300 0 166,400
COSTCO WHSL CORP NEW COM 22160K105 250 1,066 SH   DFND 2,1 1,066 0 0
COSTCO WHSL CORP NEW COM 22160K105 22,104 94,109 SH   DFND 7,2,1 92,883 0 1,226
COSTCO WHSL CORP NEW COM 22160K105 88,503 376,800 SH   DFND 6,2,1 150,600 0 226,200
COSTCO WHSL CORP NEW COM 22160K105 46,313 197,178 SH   DFND 8,2,1 189,878 0 7,300
COUPA SOFTWARE INC COM 22266L106 6,171 78,017 SH   DFND 6,2,1 50,917 0 27,100
CRACKER BARREL OLD CTRY STOR COM 22410J106 5,473 37,200 SH   DFND 6,2,1 23,800 0 13,400
CRACKER BARREL OLD CTRY STOR COM 22410J106 662 4,500 SH   DFND 8,2,1 3,600 0 900
CRANE CO COM 224399105 3,147 32,000 SH   DFND 6,2,1 20,200 0 11,800
CRAWFORD & CO CL B 224633107 2,492 270,550 SH   DFND 6,2,1 148,774 0 121,776
CRAWFORD & CO CL A 224633206 250 27,800 SH   DFND 6,2,1 18,300 0 9,500
CREDIT ACCEP CORP MICH COM 225310101 9,068 20,700 SH   DFND 6,2,1 14,600 0 6,100
CREDIT ACCEP CORP MICH COM 225310101 47,514 108,462 SH   DFND 9,2,1 108,462 0 0
CRITEO S A SPONS ADS 226718104 1,172 51,102 SH   DFND 7,2,1 51,102 0 0
CROCS INC COM 227046109 6,202 291,300 SH   DFND 6,2,1 201,900 0 89,400
CROWN CASTLE INTL CORP NEW COM 22822V101 1,950 17,516 SH   DFND 7,2,1 16,796 0 720
CROWN CASTLE INTL CORP NEW COM 22822V101 6,223 55,900 SH   DFND 6,2,1 51,000 0 4,900
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 115 3,091 SH   DFND 2,1 3,091 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,230 60,000 SH   DFND 7,2,1 60,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 15,265 15,600,000 PRN   DFND 7,2,1 14,000,000 0 1,600,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 7,817 7,500,000 PRN   DFND 7,2,1 7,500,000 0 0
CUMMINS INC COM 231021106 162 1,106 SH   DFND 7,2,1 1,106 0 0
CUMMINS INC COM 231021106 10,020 68,600 SH   DFND 6,2,1 5,700 0 62,900
CYPRESS SEMICONDUCTOR CORP COM 232806109 942 65,032 SH   DFND 2,1 65,032 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 52,690 3,636,280 SH   DFND 8,2,1 3,636,280 0 0
CYRUSONE INC COM 23283R100 18,285 288,406 SH   DFND 7,2,1 288,406 0 0
DDR CORP COM 23317H854 7,394 552,230 SH   DFND 7,2,1 552,230 0 0
DDR CORP COM 23317H854 380 28,350 SH   DFND 6,2,1 28,350 0 0
D R HORTON INC COM 23331A109 64 1,512 SH   DFND 7,2,1 1,512 0 0
D R HORTON INC COM 23331A109 3,581 84,900 SH   DFND 6,2,1 6,000 0 78,900
D R HORTON INC COM 23331A109 181 4,300 SH   DFND 8,2,1 4,300 0 0
DTE ENERGY CO COM 233331107 192 1,756 SH   DFND 7,2,1 1,756 0 0
DTE ENERGY CO COM 233331107 87 800 SH   DFND 6,2,1 800 0 0
DTE ENERGY CO COM 233331107 120 1,100 SH   DFND 8,2,1 1,100 0 0
DXC TECHNOLOGY CO COM 23355L106 408 4,364 SH   DFND 7,2,1 1,195 0 3,169
DXC TECHNOLOGY CO COM 23355L106 2,834 30,309 SH   DFND 6,2,1 24,700 0 5,609
DANAHER CORP DEL COM 235851102 411 3,782 SH   DFND 7,2,1 2,593 0 1,189
DANAHER CORP DEL COM 235851102 34,054 313,400 SH   DFND 6,2,1 87,300 0 226,100
DANAHER CORP DEL COM 235851102 26,379 242,770 SH   DFND 8,2,1 242,770 0 0
DARDEN RESTAURANTS INC COM 237194105 134 1,206 SH   DFND 7,2,1 1,206 0 0
DARDEN RESTAURANTS INC COM 237194105 34,235 307,900 SH   DFND 6,2,1 220,700 0 87,200
DARDEN RESTAURANTS INC COM 237194105 3,647 32,800 SH   DFND 8,2,1 24,700 0 8,100
DAVE & BUSTERS ENTMT INC COM 238337109 662 10,000 SH   DFND 6,2,1 6,200 0 3,800
DAVITA INC COM 23918K108 44 612 SH   DFND 7,2,1 612 0 0
DAVITA INC COM 23918K108 723 10,100 SH   DFND 6,2,1 0 0 10,100
DEAN FOODS CO NEW COM NEW 242370203 189 26,600 SH   DFND 6,2,1 0 0 26,600
DEAN FOODS CO NEW COM NEW 242370203 31 4,300 SH   DFND 8,2,1 0 0 4,300
DECIPHERA PHARMACEUTICALS IN COM 24344T101 4,873 125,864 SH   DFND 8,2,1 125,864 0 0
DECKERS OUTDOOR CORP COM 243537107 12,285 103,600 SH   DFND 6,2,1 70,600 0 33,000
DEERE & CO COM 244199105 465 3,096 SH   DFND 7,2,1 1,896 0 1,200
DEERE & CO COM 244199105 11,485 76,400 SH   DFND 6,2,1 32,700 0 43,700
DEERE & CO COM 244199105 2,401 15,970 SH   DFND 8,2,1 15,970 0 0
DELEK US HLDGS INC NEW COM 24665A103 6,589 155,300 SH   DFND 6,2,1 92,800 0 62,500
DELL TECHNOLOGIES INC COM CL V 24703L103 2,231 22,970 SH   DFND 7,2,1 901 0 22,069
DENBURY RES INC COM NEW 247916208 694 112,000 SH   DFND 6,2,1 30,800 0 81,200
DELUXE CORP COM 248019101 9,708 170,500 SH   DFND 6,2,1 120,300 0 50,200
DELUXE CORP COM 248019101 28 500 SH   DFND 8,2,1 500 0 0
DEVON ENERGY CORP NEW COM 25179M103 451 11,300 SH   DFND 7,2,1 11,300 0 0
DEVON ENERGY CORP NEW COM 25179M103 871 21,800 SH   DFND 6,2,1 0 0 21,800
DEXCOM INC COM 252131107 1,763 12,326 SH   DFND 2,1 12,326 0 0
DEXCOM INC COM 252131107 806 5,636 SH   DFND 7,2,1 2,936 0 2,700
DEXCOM INC COM 252131107 128,541 898,640 SH   DFND 8,2,1 898,640 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 27 2,292 SH   DFND 7,2,1 2,292 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6,954 595,900 SH   DFND 6,2,1 399,100 0 196,800
DIAMONDROCK HOSPITALITY CO COM 252784301 257 22,000 SH   DFND 8,2,1 0 0 22,000
DIAMONDBACK ENERGY INC COM 25278X109 1,715 12,688 SH   DFND 7,2,1 12,688 0 0
DIAMONDBACK ENERGY INC COM 25278X109 8,775 64,905 SH   DFND 8,2,1 64,905 0 0
DICKS SPORTING GOODS INC COM 253393102 8,845 249,298 SH   DFND 6,2,1 163,398 0 85,900
DIGITAL RLTY TR INC COM 253868103 1,638 14,564 SH   DFND 7,2,1 14,564 0 0
DIODES INC COM 254543101 769 23,100 SH   DFND 6,2,1 12,100 0 11,000
DISNEY WALT CO COM DISNEY 254687106 542 4,638 SH   DFND 2,1 4,638 0 0
DISNEY WALT CO COM DISNEY 254687106 8,250 70,545 SH   DFND 7,2,1 30,401 0 40,144
DISNEY WALT CO COM DISNEY 254687106 47,770 408,500 SH   DFND 6,2,1 186,400 0 222,100
DISNEY WALT CO COM DISNEY 254687106 11,903 101,785 SH   DFND 8,2,1 101,785 0 0
DISCOVER FINL SVCS COM 254709108 109 1,426 SH   DFND 7,2,1 1,426 0 0
DISCOVER FINL SVCS COM 254709108 15,871 207,600 SH   DFND 6,2,1 72,800 0 134,800
DR REDDYS LABS LTD ADR 256135203 688 19,884 SH   DFND 7,2,1 7,600 0 12,284
DOLBY LABORATORIES INC COM 25659T107 1,406 20,100 SH   DFND 8,2,1 20,100 0 0
DOLLAR GEN CORP NEW COM 256677105 123 1,127 SH   DFND 7,2,1 1,127 0 0
DOLLAR GEN CORP NEW COM 256677105 23,543 215,400 SH   DFND 6,2,1 66,900 0 148,500
DOLLAR GEN CORP NEW COM 256677105 240 2,200 SH   DFND 8,2,1 2,200 0 0
DOLLAR TREE INC COM 256746108 82 1,003 SH   DFND 7,2,1 1,003 0 0
DOLLAR TREE INC COM 256746108 946 11,600 SH   DFND 6,2,1 0 0 11,600
DOMINION ENERGY INC COM 25746U109 2,991 42,559 SH   DFND 7,2,1 40,003 0 2,556
DOMINION ENERGY INC COM 25746U109 10,162 144,600 SH   DFND 6,2,1 85,700 0 58,900
DOMINION ENERGY INC COM 25746U109 193 2,740 SH   DFND 8,2,1 2,740 0 0
DOMINOS PIZZA INC COM 25754A201 247 838 SH   DFND 2,1 838 0 0
DOMINOS PIZZA INC COM 25754A201 55 187 SH   DFND 7,2,1 187 0 0
DOMINOS PIZZA INC COM 25754A201 4,628 15,700 SH   DFND 6,2,1 1,300 0 14,400
DOMINOS PIZZA INC COM 25754A201 118 400 SH   DFND 8,2,1 400 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 3,475 193,900 SH   DFND 6,2,1 131,700 0 62,200
DOUGLAS EMMETT INC COM 25960P109 13,230 350,748 SH   DFND 7,2,1 350,748 0 0
DOVER CORP COM 260003108 56 637 SH   DFND 7,2,1 637 0 0
DOVER CORP COM 260003108 28,321 319,900 SH   DFND 6,2,1 285,700 0 34,200
DOVER CORP COM 260003108 1,470 16,600 SH   DFND 8,2,1 16,600 0 0
DOWDUPONT INC COM 26078J100 15,525 241,406 SH   DFND 7,2,1 166,295 0 75,111
DOWDUPONT INC COM 26078J100 23,146 359,909 SH   DFND 6,2,1 249,520 0 110,389
DOWDUPONT INC COM 26078J100 14,172 220,368 SH   DFND 8,2,1 220,368 0 0
DROPBOX INC CL A 26210C104 13,060 486,754 SH   DFND 8,2,1 486,754 0 0
DUKE REALTY CORP COM NEW 264411505 11,801 415,965 SH   DFND 7,2,1 415,965 0 0
DUKE REALTY CORP COM NEW 264411505 315 11,100 SH   DFND 8,2,1 0 0 11,100
DUKE ENERGY CORP NEW COM NEW 26441C204 9,902 123,743 SH   DFND 7,2,1 79,083 0 44,660
DUKE ENERGY CORP NEW COM NEW 26441C204 15,284 191,000 SH   DFND 6,2,1 179,100 0 11,900
DUKE ENERGY CORP NEW COM NEW 26441C204 3,625 45,300 SH   DFND 8,2,1 45,300 0 0
EOG RES INC COM 26875P101 21,312 167,063 SH   DFND 7,2,1 123,621 0 43,442
EOG RES INC COM 26875P101 8,509 66,700 SH   DFND 6,2,1 59,900 0 6,800
EOG RES INC COM 26875P101 47,001 368,435 SH   DFND 8,2,1 368,435 0 0
EQT CORP COM 26884L109 258 5,832 SH   DFND 7,2,1 5,832 0 0
EPR PPTYS COM SH BEN INT 26884U109 49 709 SH   DFND 7,2,1 709 0 0
EPR PPTYS COM SH BEN INT 26884U109 2,346 34,300 SH   DFND 6,2,1 19,600 0 14,700
E TRADE FINANCIAL CORP COM NEW 269246401 60 1,153 SH   DFND 7,2,1 1,153 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 739 14,100 SH   DFND 6,2,1 0 0 14,100
EASTERLY GOVT PPTYS INC COM 27616P103 442 22,800 SH   DFND 6,2,1 13,500 0 9,300
EASTMAN CHEM CO COM 277432100 58 604 SH   DFND 7,2,1 604 0 0
EASTMAN CHEM CO COM 277432100 1,445 15,100 SH   DFND 6,2,1 0 0 15,100
EBAY INC COM 278642103 295 8,946 SH   DFND 7,2,1 3,867 0 5,079
EBAY INC COM 278642103 55,279 1,674,100 SH   DFND 6,2,1 1,455,300 0 218,800
EBAY INC COM 278642103 15,816 478,968 SH   DFND 8,2,1 451,268 0 27,700
ECHO GLOBAL LOGISTICS INC COM 27875T101 2,178 70,371 SH   DFND 6,2,1 44,200 0 26,171
ECOLAB INC COM 278865100 9,830 62,702 SH   DFND 7,2,1 4,709 0 57,993
ECOLAB INC COM 278865100 77,637 495,200 SH   DFND 6,2,1 269,600 0 225,600
ECOLAB INC COM 278865100 37,655 240,178 SH   DFND 8,2,1 230,078 0 10,100
ECOPETROL S A SPONSORED ADS 279158109 617 22,900 SH   DFND 6,2,1 22,900 0 0
EDISON INTL COM 281020107 93 1,380 SH   DFND 7,2,1 1,380 0 0
EDISON INTL COM 281020107 18,788 277,600 SH   DFND 6,2,1 242,300 0 35,300
EDWARDS LIFESCIENCES CORP COM 28176E108 574 3,298 SH   DFND 7,2,1 1,698 0 1,600
EDWARDS LIFESCIENCES CORP COM 28176E108 5,728 32,900 SH   DFND 6,2,1 8,400 0 24,500
EDWARDS LIFESCIENCES CORP COM 28176E108 37,285 214,158 SH   DFND 8,2,1 214,158 0 0
ELDORADO RESORTS INC COM 28470R102 2,398 49,340 SH   DFND 6,2,1 34,700 0 14,640
ELECTRO SCIENTIFIC INDS COM 285229100 1,881 107,800 SH   DFND 6,2,1 77,200 0 30,600
ELECTRONIC ARTS INC COM 285512109 9,359 77,677 SH   DFND 7,2,1 77,677 0 0
ELECTRONIC ARTS INC COM 285512109 10,001 83,000 SH   DFND 6,2,1 2,000 0 81,000
ELECTRONIC ARTS INC COM 285512109 12,643 104,933 SH   DFND 8,2,1 104,933 0 0
EMCORE CORP COM NEW 290846203 368 77,507 SH   DFND 6,2,1 49,400 0 28,107
EMERGENT BIOSOLUTIONS INC COM 29089Q105 421 6,400 SH   DFND 6,2,1 6,400 0 0
EMERSON ELEC CO COM 291011104 618 8,075 SH   DFND 7,2,1 6,227 0 1,848
EMERSON ELEC CO COM 291011104 20,991 274,100 SH   DFND 6,2,1 100,500 0 173,600
ENCANA CORP COM 292505104 244 18,605 SH   DFND 7,2,1 18,605 0 0
ENBRIDGE INC COM 29250N105 4,642 143,759 SH   DFND 7,2,1 107,232 0 36,527
ENBRIDGE INC COM 29250N105 860 26,640 SH   DFND 6,2,1 12,300 0 14,340
ENANTA PHARMACEUTICALS INC COM 29251M106 1,308 15,300 SH   DFND 6,2,1 9,600 0 5,700
ENDAVA PLC ADS 29260V105 3,144 110,200 SH   DFND 8,2,1 110,200 0 0
ENDOLOGIX INC COM 29266S106 1,833 959,836 SH   DFND 8,2,1 959,836 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 3,133 356,008 SH   DFND 6,2,1 256,808 0 99,200
ENERSYS COM 29275Y102 1,211 13,900 SH   DFND 6,2,1 200 0 13,700
ENOVA INTL INC COM 29357K103 4,620 160,400 SH   DFND 6,2,1 110,000 0 50,400
ENTERGY CORP NEW COM 29364G103 138 1,707 SH   DFND 7,2,1 1,707 0 0
ENTERGY CORP NEW COM 29364G103 7,586 93,500 SH   DFND 6,2,1 12,200 0 81,300
ENTERGY CORP NEW COM 29364G103 811 10,000 SH   DFND 8,2,1 9,000 0 1,000
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,060 420,490 SH   DFND 6,2,1 297,390 0 123,100
ENVESTNET INC COM 29404K106 2,412 39,580 SH   DFND 7,2,1 39,580 0 0
EPAM SYS INC COM 29414B104 1,102 8,000 SH   DFND 7,2,1 8,000 0 0
EPIZYME INC COM 29428V104 714 67,400 SH   DFND 6,2,1 47,900 0 19,500
EQUINIX INC COM PAR $0.001 29444U700 10,724 24,772 SH   DFND 7,2,1 24,574 0 198
EQUINIX INC COM PAR $0.001 29444U700 390 900 SH   DFND 6,2,1 400 0 500
EQUITY COMWLTH COM SH BEN INT 294628102 46 1,419 SH   DFND 7,2,1 1,419 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,081 33,700 SH   DFND 6,2,1 15,400 0 18,300
EQUITY RESIDENTIAL SH BEN INT 29476L107 505 7,627 SH   DFND 7,2,1 7,627 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,261 64,300 SH   DFND 6,2,1 10,800 0 53,500
EQUITY RESIDENTIAL SH BEN INT 29476L107 166 2,500 SH   DFND 8,2,1 2,500 0 0
ESSEX PPTY TR INC COM 297178105 345 1,398 SH   DFND 7,2,1 1,398 0 0
ESSEX PPTY TR INC COM 297178105 3,405 13,800 SH   DFND 6,2,1 2,800 0 11,000
ESTERLINE TECHNOLOGIES CORP COM 297425100 482 5,300 SH   DFND 6,2,1 900 0 4,400
ETSY INC COM 29786A106 14,141 275,224 SH   DFND 6,2,1 185,924 0 89,300
ETSY INC COM 29786A106 1,346 26,195 SH   DFND 8,2,1 22,200 0 3,995
EVERTEC INC COM 30040P103 1,200 49,800 SH   DFND 6,2,1 32,800 0 17,000
EVERSOURCE ENERGY COM 30040W108 157 2,559 SH   DFND 7,2,1 2,559 0 0
EVERSOURCE ENERGY COM 30040W108 35,187 572,700 SH   DFND 6,2,1 246,100 0 326,600
EVERSOURCE ENERGY COM 30040W108 1,530 24,900 SH   DFND 8,2,1 8,900 0 16,000
EXACT SCIENCES CORP COM 30063P105 813 10,300 SH   DFND 6,2,1 8,300 0 2,000
EXACT SCIENCES CORP COM 30063P105 6,953 88,100 SH   DFND 8,2,1 88,100 0 0
EXELON CORP COM 30161N101 3,464 79,343 SH   DFND 7,2,1 79,343 0 0
EXELON CORP COM 30161N101 21,097 483,200 SH   DFND 6,2,1 444,100 0 39,100
EXELON CORP COM 30161N101 2,790 63,900 SH   DFND 8,2,1 47,600 0 16,300
EXPEDIA GROUP INC COM NEW 30212P303 67 517 SH   DFND 7,2,1 517 0 0
EXPEDIA GROUP INC COM NEW 30212P303 313 2,400 SH   DFND 6,2,1 0 0 2,400
EXPEDITORS INTL WASH INC COM 302130109 55 753 SH   DFND 7,2,1 753 0 0
EXPEDITORS INTL WASH INC COM 302130109 10,868 147,800 SH   DFND 6,2,1 19,000 0 128,800
EXPRESS INC COM 30219E103 447 40,400 SH   DFND 6,2,1 40,400 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,333 14,027 SH   DFND 7,2,1 2,349 0 11,678
EXPRESS SCRIPTS HLDG CO COM 30219G108 10,584 111,400 SH   DFND 6,2,1 76,000 0 35,400
EXPRESS SCRIPTS HLDG CO COM 30219G108 304 3,200 SH   DFND 8,2,1 3,200 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 7,920 391,500 SH   DFND 6,2,1 239,200 0 152,300
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 170 8,400 SH   DFND 8,2,1 8,400 0 0
EXTRA SPACE STORAGE INC COM 30225T102 25,038 288,986 SH   DFND 7,2,1 288,986 0 0
EXTERRAN CORP COM 30227H106 4,403 165,950 SH   DFND 6,2,1 107,935 0 58,015
EZCORP INC CL A NON VTG 302301106 1,990 185,971 SH   DFND 6,2,1 140,300 0 45,671
EXXON MOBIL CORP COM 30231G102 5,441 64,000 SH   DFND 2,1 64,000 0 0
EXXON MOBIL CORP COM 30231G102 18,425 216,711 SH   DFND 7,2,1 207,751 0 8,960
EXXON MOBIL CORP COM 30231G102 114,564 1,347,500 SH   DFND 6,2,1 653,600 0 693,900
EXXON MOBIL CORP COM 30231G102 19,010 223,600 SH   DFND 8,2,1 220,300 0 3,300
FLIR SYS INC COM 302445101 5,428 88,303 SH   DFND 7,2,1 88,303 0 0
F M C CORP COM NEW 302491303 940 10,780 SH   DFND 7,2,1 10,780 0 0
F M C CORP COM NEW 302491303 86 988 SH   DFND 6,2,1 388 0 600
FNB CORP PA COM 302520101 7,758 609,900 SH   DFND 6,2,1 440,000 0 169,900
FRP HLDGS INC COM 30292L107 404 6,505 SH   DFND 6,2,1 3,705 0 2,800
FTI CONSULTING INC COM 302941109 2,408 32,900 SH   DFND 6,2,1 30,200 0 2,700
FTI CONSULTING INC COM 302941109 168 2,300 SH   DFND 8,2,1 0 0 2,300
FACEBOOK INC CL A 30303M102 31,086 189,021 SH   DFND 7,2,1 139,306 0 49,715
FACEBOOK INC CL A 30303M102 82,954 504,400 SH   DFND 6,2,1 365,300 0 139,100
FACEBOOK INC CL A 30303M102 122,959 747,651 SH   DFND 8,2,1 747,651 0 0
FASTENAL CO COM 311900104 70 1,213 SH   DFND 7,2,1 1,213 0 0
FASTENAL CO COM 311900104 10,856 187,100 SH   DFND 6,2,1 13,300 0 173,800
FASTENAL CO COM 311900104 830 14,300 SH   DFND 8,2,1 14,300 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 185 1,460 SH   DFND 7,2,1 1,460 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,795 22,100 SH   DFND 6,2,1 900 0 21,200
FEDERATED INVS INC PA CL B 314211103 5,560 230,500 SH   DFND 6,2,1 127,800 0 102,700
FEDEX CORP COM 31428X106 1,929 8,013 SH   DFND 7,2,1 3,488 0 4,525
FEDEX CORP COM 31428X106 11,221 46,600 SH   DFND 6,2,1 30,000 0 16,600
FEDEX CORP COM 31428X106 7,649 31,767 SH   DFND 8,2,1 31,767 0 0
F5 NETWORKS INC COM 315616102 55 275 SH   DFND 7,2,1 275 0 0
F5 NETWORKS INC COM 315616102 21,537 108,000 SH   DFND 6,2,1 88,600 0 19,400
F5 NETWORKS INC COM 315616102 479 2,400 SH   DFND 8,2,1 2,400 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 153 1,401 SH   DFND 7,2,1 1,401 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 15,706 144,000 SH   DFND 6,2,1 12,000 0 132,000
FIDELITY NATL INFORMATION SV COM 31620M106 393 3,600 SH   DFND 8,2,1 3,600 0 0
FIFTH THIRD BANCORP COM 316773100 83 2,960 SH   DFND 7,2,1 2,960 0 0
FIFTH THIRD BANCORP COM 316773100 2,817 100,900 SH   DFND 6,2,1 0 0 100,900
FINANCIAL INSTNS INC COM 317585404 264 8,400 SH   DFND 6,2,1 8,400 0 0
FIRST AMERN FINL CORP COM 31847R102 217 4,200 SH   DFND 6,2,1 2,800 0 1,400
FIRST BANCORP N C COM 318910106 523 12,900 SH   DFND 6,2,1 12,900 0 0
FIRST HORIZON NATL CORP COM 320517105 2,330 135,000 SH   DFND 6,2,1 102,700 0 32,300
FIRST REP BK SAN FRANCISCO C COM 33616C100 68 709 SH   DFND 7,2,1 709 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,008 10,500 SH   DFND 6,2,1 0 0 10,500
FISERV INC COM 337738108 137 1,665 SH   DFND 7,2,1 1,665 0 0
FISERV INC COM 337738108 28,273 343,200 SH   DFND 6,2,1 28,000 0 315,200
FISERV INC COM 337738108 626 7,600 SH   DFND 8,2,1 7,600 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 5,019 159,500 SH   DFND 6,2,1 98,200 0 61,300
FIRSTENERGY CORP COM 337932107 50 1,349 SH   DFND 7,2,1 1,349 0 0
FIRSTENERGY CORP COM 337932107 193 5,200 SH   DFND 6,2,1 5,200 0 0
FITBIT INC CL A 33812L102 758 141,700 SH   DFND 6,2,1 95,700 0 46,000
FIVE BELOW INC COM 33829M101 4,916 37,800 SH   DFND 6,2,1 16,800 0 21,000
FIVE9 INC COM 338307101 756 17,293 SH   DFND 6,2,1 10,393 0 6,900
FIVE9 INC COM 338307101 17,879 409,229 SH   DFND 8,2,1 409,229 0 0
FONAR CORP COM NEW 344437405 577 23,180 SH   DFND 6,2,1 17,710 0 5,470
FOOT LOCKER INC COM 344849104 18,908 370,900 SH   DFND 6,2,1 293,900 0 77,000
FORD MTR CO DEL COM PAR $0.01 345370860 403 43,550 SH   DFND 7,2,1 19,956 0 23,594
FORD MTR CO DEL COM PAR $0.01 345370860 55,481 5,997,900 SH   DFND 6,2,1 4,982,700 0 1,015,200
FORD MTR CO DEL COM PAR $0.01 345370860 9,141 988,200 SH   DFND 8,2,1 885,800 0 102,400
FORTIS INC COM 349553107 6,820 210,349 SH   DFND 7,2,1 118,989 0 91,360
FORTIS INC COM 349553107 4,078 125,800 SH   DFND 6,2,1 0 0 125,800
FORTINET INC COM 34959E109 58 631 SH   DFND 7,2,1 631 0 0
FORTINET INC COM 34959E109 4,540 49,200 SH   DFND 6,2,1 35,500 0 13,700
FORTINET INC COM 34959E109 1,218 13,200 SH   DFND 8,2,1 13,200 0 0
FORTIVE CORP COM 34959J108 112 1,325 SH   DFND 7,2,1 1,325 0 0
FORTIVE CORP COM 34959J108 22,856 271,450 SH   DFND 6,2,1 23,500 0 247,950
FORTIVE CORP COM 34959J108 623 7,400 SH   DFND 8,2,1 7,400 0 0
FOSSIL GROUP INC COM 34988V106 438 18,800 SH   DFND 6,2,1 14,600 0 4,200
FOX FACTORY HLDG CORP COM 35138V102 7,894 112,690 SH   DFND 7,2,1 112,690 0 0
FRANCO NEVADA CORP COM 351858105 2,582 41,277 SH   DFND 7,2,1 40,897 0 380
FRANCO NEVADA CORP COM 351858105 3,121 49,900 SH   DFND 6,2,1 0 0 49,900
FRANKLIN RES INC COM 354613101 44 1,436 SH   DFND 7,2,1 1,436 0 0
FRANKLIN RES INC COM 354613101 10,285 338,200 SH   DFND 6,2,1 321,400 0 16,800
FRANKLIN RES INC COM 354613101 474 15,600 SH   DFND 8,2,1 15,600 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 4,152 519,600 SH   DFND 6,2,1 357,600 0 162,000
GEO GROUP INC NEW COM 36162J106 6,776 269,300 SH   DFND 6,2,1 177,800 0 91,500
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 985 37,100 SH   DFND 6,2,1 22,400 0 14,700
GW PHARMACEUTICALS PLC ADS 36197T103 8,403 48,644 SH   DFND 8,2,1 48,644 0 0
G-III APPAREL GROUP LTD COM 36237H101 8,376 173,813 SH   DFND 6,2,1 119,813 0 54,000
GSI TECHNOLOGY COM 36241U106 127 18,400 SH   DFND 6,2,1 14,900 0 3,500
GAIN CAP HLDGS INC COM 36268W100 1,524 234,400 SH   DFND 6,2,1 134,000 0 100,400
GALLAGHER ARTHUR J & CO COM 363576109 74 1,000 SH   DFND 7,2,1 1,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 439 5,900 SH   DFND 6,2,1 0 0 5,900
GAMESTOP CORP NEW CL A 36467W109 440 28,800 SH   DFND 6,2,1 12,200 0 16,600
GAMESTOP CORP NEW CL A 36467W109 478 31,300 SH   DFND 8,2,1 20,800 0 10,500
GANNETT CO INC COM 36473H104 5,376 537,100 SH   DFND 6,2,1 371,800 0 165,300
GAP INC DEL COM 364760108 28 962 SH   DFND 7,2,1 962 0 0
GAP INC DEL COM 364760108 15,813 548,100 SH   DFND 6,2,1 475,700 0 72,400
GAP INC DEL COM 364760108 2,640 91,500 SH   DFND 8,2,1 79,300 0 12,200
GARDNER DENVER HLDGS INC COM 36555P107 1,562 55,100 SH   DFND 8,2,1 55,100 0 0
GENERAL DYNAMICS CORP COM 369550108 145 709 SH   DFND 7,2,1 709 0 0
GENERAL DYNAMICS CORP COM 369550108 573 2,800 SH   DFND 6,2,1 1,100 0 1,700
GENERAL ELECTRIC CO COM 369604103 7,046 624,060 SH   DFND 7,2,1 275,876 0 348,184
GENERAL ELECTRIC CO COM 369604103 13,917 1,232,700 SH   DFND 6,2,1 966,600 0 266,100
GENERAL MLS INC COM 370334104 103 2,408 SH   DFND 7,2,1 2,408 0 0
GENERAL MLS INC COM 370334104 33,971 791,500 SH   DFND 6,2,1 364,400 0 427,100
GENERAL MLS INC COM 370334104 1,300 30,300 SH   DFND 8,2,1 0 0 30,300
GENERAL MTRS CO COM 37045V100 681 20,212 SH   DFND 7,2,1 11,750 0 8,462
GENERAL MTRS CO COM 37045V100 64,003 1,900,900 SH   DFND 6,2,1 1,602,000 0 298,900
GENERAL MTRS CO COM 37045V100 10,401 308,900 SH   DFND 8,2,1 277,700 0 31,200
GENESCO INC COM 371532102 4,875 103,500 SH   DFND 6,2,1 70,700 0 32,800
GENUINE PARTS CO COM 372460105 61 615 SH   DFND 7,2,1 615 0 0
GENUINE PARTS CO COM 372460105 6,521 65,600 SH   DFND 6,2,1 0 0 65,600
GENWORTH FINL INC COM CL A 37247D106 307 73,600 SH   DFND 6,2,1 0 0 73,600
GILEAD SCIENCES INC COM 375558103 1,904 24,654 SH   DFND 7,2,1 5,279 0 19,375
GILEAD SCIENCES INC COM 375558103 21,565 279,300 SH   DFND 6,2,1 140,600 0 138,700
GILEAD SCIENCES INC COM 375558103 45,021 583,104 SH   DFND 8,2,1 583,104 0 0
GILDAN ACTIVEWEAR INC COM 375916103 9 300 SH   DFND 7,2,1 300 0 0
GILDAN ACTIVEWEAR INC COM 375916103 2,556 84,000 SH   DFND 6,2,1 6,500 0 77,500
GILDAN ACTIVEWEAR INC COM 375916103 119 3,900 SH   DFND 8,2,1 3,900 0 0
GLAUKOS CORP COM 377322102 344 5,300 SH   DFND 6,2,1 4,200 0 1,100
GLOBAL NET LEASE INC COM NEW 379378201 2,706 129,800 SH   DFND 6,2,1 95,800 0 34,000
GLOBAL PMTS INC COM 37940X102 38,782 304,413 SH   DFND 7,2,1 304,413 0 0
GLOBAL PMTS INC COM 37940X102 9,326 73,200 SH   DFND 8,2,1 73,200 0 0
GLOBUS MED INC CL A 379577208 1,067 18,795 SH   DFND 2,1 18,795 0 0
GLOBUS MED INC CL A 379577208 358 6,300 SH   DFND 6,2,1 3,100 0 3,200
GLOBUS MED INC CL A 379577208 51,864 913,737 SH   DFND 8,2,1 913,737 0 0
GLU MOBILE INC COM 379890106 131 17,600 SH   DFND 6,2,1 17,600 0 0
GLYCOMIMETICS INC COM 38000Q102 10,452 725,818 SH   DFND 8,2,1 725,818 0 0
GODADDY INC CL A 380237107 38 450 SH   DFND 7,2,1 450 0 0
GODADDY INC CL A 380237107 4,406 52,837 SH   DFND 8,2,1 52,837 0 0
GOLDCORP INC NEW COM 380956409 1,737 170,319 SH   DFND 7,2,1 170,319 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 159 708 SH   DFND 2,1 708 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,174 36,454 SH   DFND 7,2,1 16,622 0 19,832
GOLDMAN SACHS GROUP INC COM 38141G104 13,185 58,800 SH   DFND 6,2,1 36,900 0 21,900
GRAHAM HLDGS CO COM 384637104 10,527 18,172 SH   DFND 6,2,1 11,900 0 6,272
GRAHAM HLDGS CO COM 384637104 290 500 SH   DFND 8,2,1 200 0 300
GRAINGER W W INC COM 384802104 419 1,171 SH   DFND 7,2,1 207 0 964
GRAN TIERRA ENERGY INC COM 38500T101 5,639 1,476,146 SH   DFND 6,2,1 1,028,046 0 448,100
GRAND CANYON ED INC COM 38526M106 417 3,700 SH   DFND 6,2,1 0 0 3,700
GRAY TELEVISION INC COM 389375106 3,451 197,210 SH   DFND 6,2,1 111,410 0 85,800
GREENBRIER COS INC COM 393657101 811 13,500 SH   DFND 6,2,1 11,200 0 2,300
GREIF INC CL A 397624107 9,696 180,700 SH   DFND 6,2,1 118,900 0 61,800
GREIF INC CL A 397624107 247 4,600 SH   DFND 8,2,1 0 0 4,600
GROUPE CGI INC CL A SUB VTG 39945C109 846 13,117 SH   DFND 7,2,1 498 0 12,619
GROUPE CGI INC CL A SUB VTG 39945C109 19,254 298,600 SH   DFND 6,2,1 169,700 0 128,900
GROUPE CGI INC CL A SUB VTG 39945C109 4,723 73,255 SH   DFND 8,2,1 57,855 0 15,400
GROUPON INC COM 399473107 7,661 2,032,200 SH   DFND 6,2,1 1,368,900 0 663,300
GROUPON INC COM 399473107 2,760 732,035 SH   DFND 8,2,1 732,035 0 0
GRUBHUB INC COM 400110102 18,298 132,000 SH   DFND 6,2,1 111,000 0 21,000
GRUBHUB INC COM 400110102 2,440 17,600 SH   DFND 8,2,1 17,600 0 0
GUESS INC COM 401617105 1,358 60,100 SH   DFND 6,2,1 52,300 0 7,800
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 16,760 15,684,000 PRN   DFND 7,2,1 14,584,000 0 1,100,000
HCA HEALTHCARE INC COM 40412C101 166 1,191 SH   DFND 7,2,1 1,191 0 0
HCA HEALTHCARE INC COM 40412C101 21,828 156,900 SH   DFND 6,2,1 11,300 0 145,600
HCA HEALTHCARE INC COM 40412C101 320 2,300 SH   DFND 8,2,1 2,300 0 0
HCP INC COM 40414L109 995 37,813 SH   DFND 7,2,1 37,813 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 30,981 329,236 SH   DFND 7,2,1 329,236 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 10,525 111,848 SH   DFND 8,2,1 0 0 111,848
HD SUPPLY HLDGS INC COM 40416M105 35 816 SH   DFND 7,2,1 816 0 0
HD SUPPLY HLDGS INC COM 40416M105 17,835 416,800 SH   DFND 6,2,1 275,600 0 141,200
HD SUPPLY HLDGS INC COM 40416M105 2,161 50,500 SH   DFND 8,2,1 36,900 0 13,600
HP INC COM 40434L105 454 17,627 SH   DFND 7,2,1 13,332 0 4,295
HP INC COM 40434L105 13,676 530,700 SH   DFND 6,2,1 217,600 0 313,100
HP INC COM 40434L105 113 4,400 SH   DFND 8,2,1 4,400 0 0
HALCON RES CORP COM PAR NEW 40537Q605 154 34,400 SH   DFND 6,2,1 0 0 34,400
HALLIBURTON CO COM 406216101 2,155 53,181 SH   DFND 7,2,1 26,689 0 26,492
HALLIBURTON CO COM 406216101 2,201 54,300 SH   DFND 6,2,1 9,200 0 45,100
HALLIBURTON CO COM 406216101 1,791 44,200 SH   DFND 8,2,1 44,200 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 7,781 428,217 SH   DFND 8,2,1 428,217 0 0
HANESBRANDS INC COM 410345102 28 1,518 SH   DFND 7,2,1 1,518 0 0
HANESBRANDS INC COM 410345102 12,261 665,300 SH   DFND 6,2,1 586,800 0 78,500
HANNON ARMSTRONG SUST INFR C COM 41068X100 374 17,410 SH   DFND 7,2,1 4,010 0 13,400
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,425 66,354 SH   DFND 8,2,1 66,354 0 0
HARMONIC INC COM 413160102 1,527 277,566 SH   DFND 6,2,1 170,846 0 106,720
HARRIS CORP DEL COM 413875105 83 493 SH   DFND 7,2,1 493 0 0
HARRIS CORP DEL COM 413875105 3,401 20,100 SH   DFND 6,2,1 400 0 19,700
HASBRO INC COM 418056107 52 493 SH   DFND 7,2,1 493 0 0
HASBRO INC COM 418056107 694 6,600 SH   DFND 6,2,1 0 0 6,600
HASBRO INC COM 418056107 419 3,983 SH   DFND 8,2,1 3,983 0 0
HAVERTY FURNITURE INC COM 419596101 602 27,250 SH   DFND 6,2,1 15,200 0 12,050
HEALTHEQUITY INC COM 42226A107 4,992 52,872 SH   DFND 7,2,1 52,872 0 0
HEALTHEQUITY INC COM 42226A107 6,307 66,800 SH   DFND 6,2,1 38,100 0 28,700
HECLA MNG CO COM 422704106 1,030 369,300 SH   DFND 6,2,1 210,100 0 159,200
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,747 51,600 SH   DFND 6,2,1 47,500 0 4,100
HENRY JACK & ASSOC INC COM 426281101 55 342 SH   DFND 7,2,1 342 0 0
HENRY JACK & ASSOC INC COM 426281101 2,353 14,700 SH   DFND 6,2,1 300 0 14,400
HERON THERAPEUTICS INC COM 427746102 883 27,900 SH   DFND 6,2,1 20,200 0 7,700
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,075 47,400 SH   DFND 6,2,1 26,000 0 21,400
HERSHEY CO COM 427866108 62 603 SH   DFND 7,2,1 603 0 0
HERSHEY CO COM 427866108 11,342 111,200 SH   DFND 6,2,1 7,400 0 103,800
HERSHEY CO COM 427866108 275 2,700 SH   DFND 8,2,1 2,700 0 0
HESS CORP COM 42809H107 426 5,958 SH   DFND 7,2,1 5,958 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 710 43,522 SH   DFND 7,2,1 6,626 0 36,896
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,608 282,500 SH   DFND 6,2,1 15,800 0 266,700
HEXCEL CORP NEW COM 428291108 23,137 345,075 SH   DFND 8,2,1 345,075 0 0
HIBBETT SPORTS INC COM 428567101 404 21,500 SH   DFND 6,2,1 15,700 0 5,800
HILL ROM HLDGS INC COM 431475102 3,436 36,400 SH   DFND 6,2,1 23,100 0 13,300
HILTON WORLDWIDE HLDGS INC COM 43300A203 91 1,122 SH   DFND 7,2,1 1,122 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,850 22,900 SH   DFND 6,2,1 2,100 0 20,800
HOLLYFRONTIER CORP COM 436106108 263 3,769 SH   DFND 7,2,1 3,769 0 0
HOLOGIC INC COM 436440101 1,466 35,767 SH   DFND 2,1 35,767 0 0
HOLOGIC INC COM 436440101 739 18,040 SH   DFND 7,2,1 3,640 0 14,400
HOLOGIC INC COM 436440101 85,307 2,081,682 SH   DFND 8,2,1 2,081,682 0 0
HOME DEPOT INC COM 437076102 148 715 SH   DFND 2,1 715 0 0
HOME DEPOT INC COM 437076102 16,924 81,699 SH   DFND 7,2,1 39,919 0 41,780
HOME DEPOT INC COM 437076102 121,721 587,600 SH   DFND 6,2,1 282,600 0 305,000
HOME DEPOT INC COM 437076102 8,852 42,730 SH   DFND 8,2,1 36,930 0 5,800
HONEYWELL INTL INC COM 438516106 2,230 13,399 SH   DFND 2,1 13,399 0 0
HONEYWELL INTL INC COM 438516106 16,173 97,192 SH   DFND 7,2,1 96,195 0 997
HONEYWELL INTL INC COM 438516106 73,382 441,000 SH   DFND 6,2,1 85,000 0 356,000
HONEYWELL INTL INC COM 438516106 95,134 571,719 SH   DFND 8,2,1 571,719 0 0
HORMEL FOODS CORP COM 440452100 48 1,227 SH   DFND 7,2,1 1,227 0 0
HORMEL FOODS CORP COM 440452100 3,325 84,400 SH   DFND 6,2,1 0 0 84,400
HORIZON TECHNOLOGY FIN CORP COM 44045A102 228 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 53 1,846 SH   DFND 7,2,1 1,846 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 10,948 379,602 SH   DFND 6,2,1 288,100 0 91,502
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,491 51,696 SH   DFND 8,2,1 51,696 0 0
HOST HOTELS & RESORTS INC COM 44107P104 17,931 849,806 SH   DFND 7,2,1 849,806 0 0
HOST HOTELS & RESORTS INC COM 44107P104 1,266 60,000 SH   DFND 6,2,1 0 0 60,000
HUB GROUP INC CL A 443320106 347 7,600 SH   DFND 6,2,1 7,600 0 0
HUBSPOT INC COM 443573100 302 2,000 SH   DFND 6,2,1 2,000 0 0
HUBSPOT INC COM 443573100 14,402 95,409 SH   DFND 8,2,1 95,409 0 0
HUMANA INC COM 444859102 188 556 SH   DFND 7,2,1 556 0 0
HUMANA INC COM 444859102 34,664 102,400 SH   DFND 6,2,1 22,100 0 80,300
HUMANA INC COM 444859102 1,151 3,400 SH   DFND 8,2,1 1,400 0 2,000
HUNT COS FIN TR INC COM 44558T100 12,528 3,340,780 SH   DFND 9,2,1 3,340,780 0 0
HUNT J B TRANS SVCS INC COM 445658107 44 373 SH   DFND 7,2,1 373 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,796 15,100 SH   DFND 8,2,1 15,100 0 0
HUNTINGTON BANCSHARES INC COM 446150104 67 4,514 SH   DFND 7,2,1 4,514 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,104 74,000 SH   DFND 6,2,1 0 0 74,000
HUNTINGTON INGALLS INDS INC COM 446413106 48 186 SH   DFND 7,2,1 186 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,174 16,300 SH   DFND 6,2,1 200 0 16,100
HUNTINGTON INGALLS INDS INC COM 446413106 205 800 SH   DFND 8,2,1 800 0 0
HUNTSMAN CORP COM 447011107 21,313 782,700 SH   DFND 6,2,1 558,300 0 224,400
HUNTSMAN CORP COM 447011107 2,445 89,800 SH   DFND 8,2,1 87,400 0 2,400
HURCO COMPANIES INC COM 447324104 1,315 29,150 SH   DFND 6,2,1 15,787 0 13,363
HYSTER YALE MATLS HANDLING I CL A 449172105 3,196 51,942 SH   DFND 6,2,1 35,012 0 16,930
IAC INTERACTIVECORP COM 44919P508 50 230 SH   DFND 7,2,1 230 0 0
IAC INTERACTIVECORP COM 44919P508 5,543 25,579 SH   DFND 8,2,1 25,579 0 0
ICF INTL INC COM 44925C103 6,572 87,100 SH   DFND 6,2,1 57,500 0 29,600
IPG PHOTONICS CORP COM 44980X109 1,529 9,796 SH   DFND 2,1 9,796 0 0
IPG PHOTONICS CORP COM 44980X109 277 1,775 SH   DFND 7,2,1 1,775 0 0
IPG PHOTONICS CORP COM 44980X109 74,253 475,768 SH   DFND 8,2,1 475,768 0 0
ITT INC COM 45073V108 390 6,374 SH   DFND 8,2,1 6,374 0 0
ICICI BK LTD ADR 45104G104 5,621 662,036 SH   DFND 8,2,1 0 0 662,036
IDEX CORP COM 45167R104 51 338 SH   DFND 7,2,1 338 0 0
IDEX CORP COM 45167R104 4,625 30,700 SH   DFND 6,2,1 5,600 0 25,100
IDEX CORP COM 45167R104 196 1,300 SH   DFND 8,2,1 1,300 0 0
IDEXX LABS INC COM 45168D104 93 371 SH   DFND 7,2,1 371 0 0
IDEXX LABS INC COM 45168D104 9,362 37,500 SH   DFND 6,2,1 3,100 0 34,400
IDEXX LABS INC COM 45168D104 125 500 SH   DFND 8,2,1 500 0 0
ILLINOIS TOOL WKS INC COM 452308109 265 1,876 SH   DFND 7,2,1 1,876 0 0
ILLINOIS TOOL WKS INC COM 452308109 34,828 246,800 SH   DFND 6,2,1 45,800 0 201,000
ILLINOIS TOOL WKS INC COM 452308109 550 3,900 SH   DFND 8,2,1 3,900 0 0
ILLUMINA INC COM 452327109 2,337 6,367 SH   DFND 2,1 6,367 0 0
ILLUMINA INC COM 452327109 226 616 SH   DFND 7,2,1 616 0 0
ILLUMINA INC COM 452327109 6,424 17,500 SH   DFND 6,2,1 15,500 0 2,000
ILLUMINA INC COM 452327109 115,827 315,552 SH   DFND 8,2,1 315,552 0 0
ILLUMINA INC NOTE 6/1 452327AF6 30,610 21,100,000 PRN   DFND 7,2,1 17,000,000 0 4,100,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 10,553 7,000,000 PRN   DFND 7,2,1 0 0 7,000,000
IMMERSION CORP COM 452521107 361 34,200 SH   DFND 6,2,1 25,700 0 8,500
INCYTE CORP COM 45337C102 52 754 SH   DFND 7,2,1 754 0 0
INCYTE CORP COM 45337C102 10,913 157,972 SH   DFND 8,2,1 157,972 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 857 81,400 SH   DFND 6,2,1 57,500 0 23,900
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 2,216 69,750 SH   DFND 5,4,2,1 69,750 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 898 187,798 SH   DFND 6,2,1 111,798 0 76,000
INFOSYS LTD SPONSORED ADR 456788108 2,669 262,436 SH   DFND 7,2,1 94,832 0 167,604
INFRAREIT INC COM 45685L100 4,679 221,213 SH   DFND 6,2,1 155,513 0 65,700
INGREDION INC COM 457187102 33 318 SH   DFND 7,2,1 318 0 0
INGREDION INC COM 457187102 7,143 68,050 SH   DFND 6,2,1 44,550 0 23,500
INGREDION INC COM 457187102 1,700 16,200 SH   DFND 8,2,1 10,800 0 5,400
INSIGHT ENTERPRISES INC COM 45765U103 1,558 28,800 SH   DFND 6,2,1 20,500 0 8,300
INNOPHOS HOLDINGS INC COM 45774N108 777 17,500 SH   DFND 6,2,1 3,300 0 14,200
INSPERITY INC COM 45778Q107 11,618 98,500 SH   DFND 6,2,1 65,600 0 32,900
INOGEN INC COM 45780L104 1,587 6,500 SH   DFND 6,2,1 2,800 0 3,700
INSULET CORP COM 45784P101 904 8,535 SH   DFND 6,2,1 4,200 0 4,335
INSULET CORP COM 45784P101 14,998 141,554 SH   DFND 8,2,1 141,554 0 0
INTEL CORP COM 458140100 311 6,575 SH   DFND 2,1 6,575 0 0
INTEL CORP COM 458140100 10,812 228,632 SH   DFND 7,2,1 160,875 0 67,757
INTEL CORP COM 458140100 149,960 3,171,074 SH   DFND 6,2,1 2,194,674 0 976,400
INTEL CORP COM 458140100 16,561 350,200 SH   DFND 8,2,1 308,300 0 41,900
INTEL CORP SDCV 3.250% 8/0 458140AF7 22,973 10,010,000 PRN   DFND 7,2,1 9,400,000 0 610,000
INTEGER HLDGS CORP COM 45826H109 10,443 125,900 SH   DFND 6,2,1 84,300 0 41,600
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,760 29,755 SH   DFND 8,2,1 29,755 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 181 2,414 SH   DFND 7,2,1 2,414 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 20,587 274,900 SH   DFND 6,2,1 78,900 0 196,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,340 31,250 SH   DFND 8,2,1 31,250 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,233 8,154 SH   DFND 7,2,1 7,406 0 748
INTERNATIONAL BUSINESS MACHS COM 459200101 115,600 764,500 SH   DFND 6,2,1 578,200 0 186,300
INTERNATIONAL BUSINESS MACHS COM 459200101 13,790 91,200 SH   DFND 8,2,1 78,600 0 12,600
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 45 323 SH   DFND 7,2,1 323 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 4,132 29,700 SH   DFND 6,2,1 1,000 0 28,700
INTL PAPER CO COM 460146103 335 6,815 SH   DFND 7,2,1 6,346 0 469
INTL PAPER CO COM 460146103 1,671 34,000 SH   DFND 6,2,1 0 0 34,000
INTERPUBLIC GROUP COS INC COM 460690100 36 1,586 SH   DFND 7,2,1 1,586 0 0
INTERPUBLIC GROUP COS INC COM 460690100 382 16,700 SH   DFND 6,2,1 0 0 16,700
INTERPUBLIC GROUP COS INC COM 460690100 268 11,709 SH   DFND 8,2,1 11,709 0 0
INTUIT COM 461202103 13,830 60,819 SH   DFND 7,2,1 60,819 0 0
INTUIT COM 461202103 39,290 172,780 SH   DFND 6,2,1 40,300 0 132,480
INTUIT COM 461202103 5,713 25,121 SH   DFND 8,2,1 25,121 0 0
INVACARE CORP COM 461203101 594 40,800 SH   DFND 6,2,1 30,700 0 10,100
INTUITIVE SURGICAL INC COM NEW 46120E602 3,396 5,917 SH   DFND 2,1 5,917 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 262 456 SH   DFND 7,2,1 456 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 22,271 38,800 SH   DFND 6,2,1 15,500 0 23,300
INTUITIVE SURGICAL INC COM NEW 46120E602 131,495 229,085 SH   DFND 8,2,1 229,085 0 0
INVESCO EXCHANGE TRADED FD T S&P500 BUY WRT 46137V399 1,078 47,520 SH   DFND 5,4,2,1 47,520 0 0
INVESCO EXCHANGE TRADED FD T DYNMC OIL GAS 46137V670 165 16,350 SH   DFND 5,4,2,1 16,350 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 1,658 92,260 SH   DFND 5,4,2,1 92,260 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP ENGY 46138E164 236 14,570 SH   DFND 5,4,2,1 14,570 0 0
INVESCO EXCHNG TRADED FD TR S&P MIDCP LOW 46138E198 2,992 61,630 SH   DFND 5,4,2,1 61,630 0 0
INVESCO EXCHNG TRADED FD TR S&P INTL LOW 46138E230 3,796 116,860 SH   DFND 5,4,2,1 116,860 0 0
INVESCO EXCHNG TRADED FD TR S&P EMRNG MKTS 46138E297 1,263 50,820 SH   DFND 5,4,2,1 50,820 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 4,640 93,700 SH   DFND 5,4,2,1 93,700 0 0
INVESCO EXCHNG TRADED FD TR S&P500 HDL VOL 46138E362 805 19,450 SH   DFND 5,4,2,1 19,450 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP LOW 46138G102 1,377 27,860 SH   DFND 5,4,2,1 27,860 0 0
INVESCO DB G10 CURRENCY HRVS UNIT 46139B102 3,322 138,860 SH   DFND 5,4,2,1 138,860 0 0
INVESCO DB MLTI SECTR CMMTY SILVER FD 46140H205 3,123 140,380 SH   DFND 5,4,2,1 140,380 0 0
INVESCO DB MLTI SECTR CMMTY GOLD FD 46140H601 7,324 195,725 SH   DFND 5,4,2,1 195,725 0 0
INVESCO DB MLTI SECTR CMMTY BASE METALS FD 46140H700 575 34,580 SH   DFND 5,4,2,1 34,580 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 674 31,100 SH   DFND 6,2,1 21,200 0 9,900
INVESTORS REAL ESTATE TR SH BEN INT 461730103 2,332 389,900 SH   DFND 6,2,1 186,400 0 203,500
INVITATION HOMES INC COM 46187W107 21,202 925,461 SH   DFND 7,2,1 925,461 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 334 21,500 SH   DFND 6,2,1 17,600 0 3,900
IONIS PHARMACEUTICALS INC COM 462222100 18,817 364,820 SH   DFND 8,2,1 364,820 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 196 17,400 SH   DFND 6,2,1 17,400 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 965 85,795 SH   DFND 8,2,1 85,795 0 0
IQVIA HLDGS INC COM 46266C105 1,044 8,050 SH   DFND 7,2,1 644 0 7,406
IRON MTN INC NEW COM 46284V101 37 1,064 SH   DFND 7,2,1 1,064 0 0
IRON MTN INC NEW COM 46284V101 12,565 364,000 SH   DFND 6,2,1 333,600 0 30,400
ISHARES GOLD TRUST ISHARES 464285105 11,203 980,100 SH   DFND 5,4,2,1 980,100 0 0
ISHARES INC MSCI AUST ETF 464286103 2,763 124,915 SH   DFND 5,4,2,1 124,915 0 0
ISHARES INC MSCI AUSTRIA ETF 464286202 1,911 83,537 SH   DFND 5,4,2,1 83,537 0 0
ISHARES INC MSCI BELGIUM ETF 464286301 1,478 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 374 12,600 SH   DFND 5,4,2,1 12,600 0 0
ISHARES INC MIN VOL GBL ETF 464286525 3,795 43,190 SH   DFND 5,4,2,1 43,190 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,240 20,910 SH   DFND 5,4,2,1 20,910 0 0
ISHARES INC MSCI ISRAEL ETF 464286632 1,619 28,900 SH   DFND 5,4,2,1 28,900 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,874 91,567 SH   DFND 5,4,2,1 91,567 0 0
ISHARES INC MSCI TURKEY ETF 464286715 290 12,184 SH   DFND 5,4,2,1 12,184 0 0
ISHARES INC MSCI SPAIN ETF 464286764 3,394 114,621 SH   DFND 5,4,2,1 114,621 0 0
ISHARES INC MSCI GERMANY ETF 464286806 8,690 292,210 SH   DFND 5,4,2,1 292,210 0 0
ISHARES INC MSCI NETHERL ETF 464286814 302 9,993 SH   DFND 5,4,2,1 9,993 0 0
ISHARES INC MSCI MEXICO ETF 464286822 602 11,748 SH   DFND 5,4,2,1 11,748 0 0
ISHARES INC MSCI HONG KG ETF 464286871 255 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 6,935 53,502 SH   DFND 5,4,2,1 53,502 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 108,305 582,723 SH   DFND 5,4,2,1 582,723 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 40,170 238,654 SH   DFND 5,4,2,1 238,654 0 0
ISHARES TR CORE S&P TTL STK 464287150 11,768 176,620 SH   DFND 5,4,2,1 176,620 0 0
ISHARES TR TIPS BD ETF 464287176 2,678 24,210 SH   DFND 5,4,2,1 24,210 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,920 161,615 SH   DFND 5,4,2,1 161,615 0 0
ISHARES TR CORE S&P500 ETF 464287200 740 2,529 SH   DFND 2,1 0 0 2,529
ISHARES TR CORE S&P500 ETF 464287200 80,740 275,817 SH   DFND 5,4,2,1 275,817 0 0
ISHARES TR CORE US AGGBD ET 464287226 8,012 75,930 SH   DFND 5,4,2,1 75,930 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 117,384 662,548 SH   DFND 5,4,2,1 662,548 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 459 12,180 SH   DFND 5,4,2,1 12,180 0 0
ISHARES TR NORTH AMERN NAT 464287374 297 8,280 SH   DFND 5,4,2,1 8,280 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,706 54,347 SH   DFND 5,4,2,1 54,347 0 0
ISHARES TR S&P 500 VAL ETF 464287408 40,190 346,941 SH   DFND 5,4,2,1 346,941 0 0
ISHARES TR 20 YR TR BD ETF 464287432 749 6,385 SH   DFND 2,1 0 0 6,385
ISHARES TR BARCLAYS 7 10 YR 464287440 534 5,280 SH   DFND 2,1 0 0 5,280
ISHARES TR MSCI EAFE ETF 464287465 3,771 55,466 SH   DFND 5,4,2,1 55,466 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 66,736 739,375 SH   DFND 5,4,2,1 739,375 0 0
ISHARES TR RUS MD CP GR ETF 464287481 5,580 41,154 SH   DFND 5,4,2,1 41,154 0 0
ISHARES TR RUS MID CAP ETF 464287499 641 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 776 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 80,056 382,350 SH   DFND 5,4,2,1 382,350 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 64,450 509,003 SH   DFND 5,4,2,1 509,003 0 0
ISHARES TR S&P MC 400GR ETF 464287606 8,773 37,660 SH   DFND 5,4,2,1 37,660 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 168,636 1,081,140 SH   DFND 5,4,2,1 1,081,140 0 0
ISHARES TR RUS 1000 ETF 464287622 41,989 259,655 SH   DFND 5,4,2,1 259,655 0 0
ISHARES TR S&P MC 400VL ETF 464287705 44,647 266,821 SH   DFND 5,4,2,1 266,821 0 0
ISHARES TR U.S. ENERGY ETF 464287796 874 20,830 SH   DFND 5,4,2,1 20,830 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 39,828 370,936 SH   DFND 5,4,2,1 370,936 0 0
ISHARES TR INTL TREA BD ETF 464288117 348 7,230 SH   DFND 5,4,2,1 7,230 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 884 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 153 17,770 SH   DFND 5,4,2,1 17,770 0 0
ISHARES TR EAFE SML CP ETF 464288273 5,883 94,460 SH   DFND 5,4,2,1 94,460 0 0
ISHARES TR JPMORGAN USD EMG 464288281 12,158 112,770 SH   DFND 5,4,2,1 112,770 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 4,344 18,430 SH   DFND 5,4,2,1 18,430 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,321 31,370 SH   DFND 5,4,2,1 31,370 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 22,158 136,837 SH   DFND 5,4,2,1 136,837 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,231 87,380 SH   DFND 5,4,2,1 87,380 0 0
ISHARES TR INTL SEL DIV ETF 464288448 209 6,399 SH   DFND 2,1 6,399 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,965 126,850 SH   DFND 5,4,2,1 126,850 0 0
ISHARES TR CRE U S REIT ETF 464288521 1,164 24,050 SH   DFND 5,4,2,1 24,050 0 0
ISHARES TR US OIL GS EX ETF 464288851 2,778 36,590 SH   DFND 5,4,2,1 36,590 0 0
ISHARES TR NEW ZEALAND ETF 464289123 1,502 30,900 SH   DFND 5,4,2,1 30,900 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 306 22,300 SH   DFND 5,4,2,1 22,300 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 508 22,100 SH   DFND 5,4,2,1 22,100 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,411 48,300 SH   DFND 5,4,2,1 48,300 0 0
ISHARES TR MSCI IRELAND ETF 46429B507 1,397 31,000 SH   DFND 5,4,2,1 31,000 0 0
ISHARES TR MSCI POLAND ETF 46429B606 26 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POLAND ETF 46429B606 286 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 4,032 79,020 SH   DFND 5,4,2,1 79,020 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 291 4,000 SH   DFND 2,1 0 0 4,000
ISHARES TR MIN VOL EAFE ETF 46429B689 3,777 51,880 SH   DFND 5,4,2,1 51,880 0 0
ISHARES TR MIN VOL USA ETF 46429B697 4,729 82,900 SH   DFND 5,4,2,1 82,900 0 0
ISHARES US ETF TR COMMOD SEL STG 46431W853 746 19,160 SH   DFND 5,4,2,1 19,160 0 0
ISHARES TR CORE MSCI EAFE 46432F842 27,464 428,590 SH   DFND 5,4,2,1 428,590 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,279 44,010 SH   DFND 5,4,2,1 44,010 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,412 58,163 SH   DFND 5,4,2,1 58,163 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 371 11,464 SH   DFND 5,4,2,1 11,464 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 7,545 125,270 SH   DFND 5,4,2,1 125,270 0 0
ISHARES INC MSCI ITALY ETF 46434G830 7,679 277,624 SH   DFND 5,4,2,1 277,624 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 184 12,894 SH   DFND 5,4,2,1 12,894 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,757 160,000 SH   DFND 7,2,1 160,000 0 0
JPMORGAN CHASE & CO COM 46625H100 733 6,494 SH   DFND 2,1 6,494 0 0
JPMORGAN CHASE & CO COM 46625H100 15,924 141,122 SH   DFND 7,2,1 66,671 0 74,451
JPMORGAN CHASE & CO COM 46625H100 115,394 1,022,633 SH   DFND 6,2,1 930,633 0 92,000
JPMORGAN CHASE & CO COM 46625H100 14,680 130,100 SH   DFND 8,2,1 130,100 0 0
JABIL INC COM 466313103 7,875 290,800 SH   DFND 6,2,1 210,500 0 80,300
JACK IN THE BOX INC COM 466367109 503 6,000 SH   DFND 6,2,1 1,400 0 4,600
JP MORGAN EXCHANGE TRADED FD DIVERSIFIED ET 46641Q803 2,204 88,500 SH   DFND 5,4,2,1 88,500 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 24,834 24,450,000 PRN   DFND 7,2,1 22,700,000 0 1,750,000
JIANPU TECHNOLOGY INC ADR 47738D101 1,144 234,034 SH   DFND 8,2,1 234,034 0 0
JOHNSON & JOHNSON COM 478160104 524 3,792 SH   DFND 2,1 3,792 0 0
JOHNSON & JOHNSON COM 478160104 23,896 172,945 SH   DFND 7,2,1 160,528 0 12,417
JOHNSON & JOHNSON COM 478160104 159,738 1,156,100 SH   DFND 6,2,1 523,900 0 632,200
JOHNSON & JOHNSON COM 478160104 14,383 104,095 SH   DFND 8,2,1 84,895 0 19,200
JONES LANG LASALLE INC COM 48020Q107 835 5,783 SH   DFND 7,2,1 5,783 0 0
JONES LANG LASALLE INC COM 48020Q107 981 6,800 SH   DFND 6,2,1 2,600 0 4,200
J2 GLOBAL INC COM 48123V102 2,436 29,400 SH   DFND 6,2,1 21,900 0 7,500
JUNIPER NETWORKS INC COM 48203R104 44 1,471 SH   DFND 7,2,1 1,471 0 0
JUNIPER NETWORKS INC COM 48203R104 417 13,900 SH   DFND 6,2,1 0 0 13,900
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,179 24,421 SH   DFND 7,2,1 8,100 0 16,321
KLA-TENCOR CORP COM 482480100 157 1,543 SH   DFND 7,2,1 1,543 0 0
KLA-TENCOR CORP COM 482480100 5,370 52,800 SH   DFND 6,2,1 0 0 52,800
KKR & CO INC CL A 48251W104 27,270 1,000,000 SH   DFND 9,2,1 1,000,000 0 0
KVH INDS INC COM 482738101 626 47,782 SH   DFND 6,2,1 16,418 0 31,364
K12 INC COM 48273U102 3,967 224,100 SH   DFND 6,2,1 156,700 0 67,400
KANSAS CITY SOUTHERN COM NEW 485170302 50 441 SH   DFND 7,2,1 441 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 26,292 232,100 SH   DFND 6,2,1 207,800 0 24,300
KANSAS CITY SOUTHERN COM NEW 485170302 24,978 220,500 SH   DFND 8,2,1 220,500 0 0
KELLOGG CO COM 487836108 77 1,105 SH   DFND 7,2,1 1,105 0 0
KELLOGG CO COM 487836108 62,430 891,600 SH   DFND 6,2,1 589,700 0 301,900
KELLOGG CO COM 487836108 3,053 43,600 SH   DFND 8,2,1 24,900 0 18,700
KELLY SVCS INC CL A 488152208 3,948 164,286 SH   DFND 6,2,1 115,201 0 49,085
KEMET CORP COM NEW 488360207 3,528 190,200 SH   DFND 6,2,1 136,300 0 53,900
KEMPER CORP DEL COM 488401100 7,160 89,000 SH   DFND 7,2,1 89,000 0 0
KEMPER CORP DEL COM 488401100 10,217 127,000 SH   DFND 8,2,1 127,000 0 0
KENNAMETAL INC COM 489170100 11,304 259,500 SH   DFND 6,2,1 172,300 0 87,200
KENNAMETAL INC COM 489170100 575 13,200 SH   DFND 8,2,1 13,200 0 0
KEYCORP NEW COM 493267108 90 4,539 SH   DFND 7,2,1 4,539 0 0
KEYCORP NEW COM 493267108 987 49,600 SH   DFND 6,2,1 0 0 49,600
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,461 37,129 SH   DFND 7,2,1 37,129 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 822 12,400 SH   DFND 6,2,1 12,400 0 0
KFORCE INC COM 493732101 4,731 125,831 SH   DFND 6,2,1 86,831 0 39,000
KIMBERLY CLARK CORP COM 494368103 165 1,453 SH   DFND 7,2,1 1,453 0 0
KIMBERLY CLARK CORP COM 494368103 73,593 647,600 SH   DFND 6,2,1 381,700 0 265,900
KIMBERLY CLARK CORP COM 494368103 2,784 24,500 SH   DFND 8,2,1 8,300 0 16,200
KIMCO RLTY CORP COM 49446R109 719 42,967 SH   DFND 7,2,1 42,967 0 0
KIMCO RLTY CORP COM 49446R109 19,770 1,181,000 SH   DFND 6,2,1 1,027,300 0 153,700
KIMCO RLTY CORP COM 49446R109 588 35,100 SH   DFND 8,2,1 35,100 0 0
KINDER MORGAN INC DEL COM 49456B101 490 27,615 SH   DFND 7,2,1 17,612 0 10,003
KINDER MORGAN INC DEL COM 49456B101 1,131 63,800 SH   DFND 6,2,1 48,800 0 15,000
KINROSS GOLD CORP COM NO PAR 496902404 4 1,600 SH   DFND 7,2,1 1,600 0 0
KINROSS GOLD CORP COM NO PAR 496902404 139 51,300 SH   DFND 6,2,1 0 0 51,300
KITE RLTY GROUP TR COM NEW 49803T300 15 883 SH   DFND 7,2,1 883 0 0
KITE RLTY GROUP TR COM NEW 49803T300 5,693 341,900 SH   DFND 6,2,1 244,000 0 97,900
KITE RLTY GROUP TR COM NEW 49803T300 48 2,900 SH   DFND 8,2,1 0 0 2,900
KNOWLES CORP COM 49926D109 218 13,100 SH   DFND 6,2,1 0 0 13,100
KOPPERS HOLDINGS INC COM 50060P106 583 18,700 SH   DFND 6,2,1 13,100 0 5,600
KORN FERRY INTL COM NEW 500643200 6,970 141,557 SH   DFND 6,2,1 85,957 0 55,600
KRAFT HEINZ CO COM 500754106 493 8,937 SH   DFND 7,2,1 2,520 0 6,417
KRAFT HEINZ CO COM 500754106 2,386 43,300 SH   DFND 6,2,1 13,200 0 30,100
KROGER CO COM 501044101 139 4,792 SH   DFND 7,2,1 3,690 0 1,102
KROGER CO COM 501044101 1,534 52,700 SH   DFND 6,2,1 0 0 52,700
KRONOS WORLDWIDE INC COM 50105F105 5,432 334,300 SH   DFND 6,2,1 222,500 0 111,800
L BRANDS INC COM 501797104 77 2,548 SH   DFND 7,2,1 2,548 0 0
L BRANDS INC COM 501797104 733 24,200 SH   DFND 6,2,1 24,200 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 181 20,845 SH   DFND 7,2,1 2,474 0 18,371
LGI HOMES INC COM 50187T106 299 6,300 SH   DFND 6,2,1 3,500 0 2,800
LKQ CORP COM 501889208 40 1,275 SH   DFND 7,2,1 1,275 0 0
LKQ CORP COM 501889208 19,711 622,400 SH   DFND 8,2,1 622,400 0 0
LCI INDS COM 50189K103 1,251 15,114 SH   DFND 7,2,1 15,114 0 0
LTC PPTYS INC COM 502175102 3,792 85,966 SH   DFND 7,2,1 85,966 0 0
L3 TECHNOLOGIES INC COM 502413107 68 321 SH   DFND 7,2,1 321 0 0
L3 TECHNOLOGIES INC COM 502413107 2,679 12,600 SH   DFND 6,2,1 0 0 12,600
LABORATORY CORP AMER HLDGS COM NEW 50540R409 75 432 SH   DFND 7,2,1 432 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,389 8,000 SH   DFND 6,2,1 800 0 7,200
LABORATORY CORP AMER HLDGS COM NEW 50540R409 174 1,000 SH   DFND 8,2,1 1,000 0 0
LADDER CAP CORP CL A 505743104 207 12,200 SH   DFND 8,2,1 0 0 12,200
LAM RESEARCH CORP COM 512807108 104 688 SH   DFND 7,2,1 688 0 0
LAM RESEARCH CORP COM 512807108 8,874 58,500 SH   DFND 6,2,1 6,900 0 51,600
LAM RESEARCH CORP COM 512807108 5,765 38,000 SH   DFND 8,2,1 38,000 0 0
LANDS END INC NEW COM 51509F105 400 22,800 SH   DFND 6,2,1 14,000 0 8,800
LAREDO PETROLEUM INC COM 516806106 3,803 465,426 SH   DFND 6,2,1 274,526 0 190,900
LAS VEGAS SANDS CORP COM 517834107 3,694 62,263 SH   DFND 7,2,1 4,756 0 57,507
LAS VEGAS SANDS CORP COM 517834107 1,388 23,400 SH   DFND 6,2,1 19,400 0 4,000
LAS VEGAS SANDS CORP COM 517834107 1,014 17,094 SH   DFND 8,2,1 17,094 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 4,193 524,117 SH   DFND 6,2,1 386,600 0 137,517
LAUDER ESTEE COS INC CL A 518439104 8,288 57,035 SH   DFND 7,2,1 57,035 0 0
LAUDER ESTEE COS INC CL A 518439104 23,135 159,200 SH   DFND 6,2,1 12,100 0 147,100
LAUDER ESTEE COS INC CL A 518439104 1,165 8,014 SH   DFND 8,2,1 5,014 0 3,000
LAUREATE EDUCATION INC CL A 518613203 968 62,700 SH   DFND 6,2,1 30,600 0 32,100
LEAF GROUP LTD COM 52177G102 263 26,339 SH   DFND 6,2,1 2,041 0 24,298
LEAR CORP COM NEW 521865204 44 302 SH   DFND 7,2,1 302 0 0
LEAR CORP COM NEW 521865204 3,263 22,500 SH   DFND 6,2,1 6,100 0 16,400
LEIDOS HLDGS INC COM 525327102 44 636 SH   DFND 7,2,1 636 0 0
LEIDOS HLDGS INC COM 525327102 13,493 195,098 SH   DFND 6,2,1 113,800 0 81,298
LEIDOS HLDGS INC COM 525327102 851 12,300 SH   DFND 8,2,1 12,300 0 0
LENDINGTREE INC NEW COM 52603B107 529 2,300 SH   DFND 6,2,1 1,100 0 1,200
LENNAR CORP CL A 526057104 52 1,113 SH   DFND 7,2,1 1,113 0 0
LENNAR CORP CL A 526057104 289 6,200 SH   DFND 6,2,1 0 0 6,200
LENNOX INTL INC COM 526107107 24 112 SH   DFND 7,2,1 112 0 0
LENNOX INTL INC COM 526107107 415 1,900 SH   DFND 6,2,1 1,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 351 8,297 SH   DFND 7,2,1 8,297 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 16 363 SH   DFND 7,2,1 363 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 2,780 64,000 SH   DFND 6,2,1 0 0 64,000
LIFETIME BRANDS INC COM 53222Q103 516 47,296 SH   DFND 6,2,1 27,800 0 19,496
LILLY ELI & CO COM 532457108 632 5,886 SH   DFND 7,2,1 3,976 0 1,910
LILLY ELI & CO COM 532457108 56,853 529,800 SH   DFND 6,2,1 189,400 0 340,400
LILLY ELI & CO COM 532457108 29,264 272,709 SH   DFND 8,2,1 252,209 0 20,500
LIMONEIRA CO COM 532746104 2,124 81,360 SH   DFND 7,2,1 81,360 0 0
LINCOLN NATL CORP IND COM 534187109 62 917 SH   DFND 7,2,1 917 0 0
LINCOLN NATL CORP IND COM 534187109 271 4,000 SH   DFND 6,2,1 4,000 0 0
LINCOLN NATL CORP IND COM 534187109 169 2,500 SH   DFND 8,2,1 2,500 0 0
LOCKHEED MARTIN CORP COM 539830109 252 728 SH   DFND 7,2,1 728 0 0
LOCKHEED MARTIN CORP COM 539830109 899 2,600 SH   DFND 6,2,1 900 0 1,700
LOEWS CORP COM 540424108 60 1,192 SH   DFND 7,2,1 1,192 0 0
LOEWS CORP COM 540424108 39,310 782,600 SH   DFND 6,2,1 715,800 0 66,800
LOEWS CORP COM 540424108 7,650 152,300 SH   DFND 8,2,1 152,300 0 0
LOGMEIN INC COM 54142L109 232 2,600 SH   DFND 6,2,1 2,600 0 0
LOWES COS INC COM 548661107 1,084 9,442 SH   DFND 7,2,1 6,628 0 2,814
LOWES COS INC COM 548661107 59,121 514,900 SH   DFND 6,2,1 217,800 0 297,100
LOWES COS INC COM 548661107 6,855 59,700 SH   DFND 8,2,1 36,400 0 23,300
LOXO ONCOLOGY INC COM 548862101 10,574 61,900 SH   DFND 8,2,1 61,900 0 0
LULULEMON ATHLETICA INC COM 550021109 219 1,350 SH   DFND 7,2,1 1,350 0 0
LULULEMON ATHLETICA INC COM 550021109 8,937 55,000 SH   DFND 6,2,1 50,700 0 4,300
LULULEMON ATHLETICA INC COM 550021109 3,494 21,500 SH   DFND 8,2,1 18,000 0 3,500
LUMENTUM HLDGS INC COM 55024U109 1,727 28,802 SH   DFND 2,1 28,802 0 0
LUMENTUM HLDGS INC COM 55024U109 100,224 1,671,787 SH   DFND 8,2,1 1,671,787 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20,637 17,240,000 PRN   DFND 7,2,1 16,000,000 0 1,240,000
M & T BK CORP COM 55261F104 99 602 SH   DFND 7,2,1 602 0 0
M & T BK CORP COM 55261F104 13,097 79,600 SH   DFND 6,2,1 3,600 0 76,000
M & T BK CORP COM 55261F104 296 1,800 SH   DFND 8,2,1 1,800 0 0
MGIC INVT CORP WIS COM 552848103 13,217 993,000 SH   DFND 6,2,1 680,900 0 312,100
MGM RESORTS INTERNATIONAL COM 552953101 59 2,125 SH   DFND 7,2,1 2,125 0 0
MGM RESORTS INTERNATIONAL COM 552953101 716 25,654 SH   DFND 8,2,1 25,654 0 0
MKS INSTRUMENT INC COM 55306N104 11,872 148,123 SH   DFND 6,2,1 105,323 0 42,800
MKS INSTRUMENT INC COM 55306N104 152 1,900 SH   DFND 8,2,1 1,900 0 0
MSCI INC COM 55354G100 481 2,711 SH   DFND 2,1 2,711 0 0
MSCI INC COM 55354G100 24,868 140,171 SH   DFND 7,2,1 140,171 0 0
MSCI INC COM 55354G100 4,400 24,800 SH   DFND 6,2,1 3,300 0 21,500
MSCI INC COM 55354G100 266 1,500 SH   DFND 8,2,1 1,500 0 0
MACERICH CO COM 554382101 11,099 200,736 SH   DFND 7,2,1 200,736 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 5 100 SH   DFND 7,2,1 100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 383 8,300 SH   DFND 6,2,1 8,300 0 0
MACROGENICS INC COM 556099109 1,610 75,074 SH   DFND 6,2,1 51,193 0 23,881
MACYS INC COM 55616P104 89 2,577 SH   DFND 7,2,1 2,577 0 0
MACYS INC COM 55616P104 368 10,600 SH   DFND 6,2,1 10,600 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,349 6,300 SH   DFND 6,2,1 4,400 0 1,900
MAGELLAN HEALTH INC COM NEW 559079207 3,666 50,877 SH   DFND 8,2,1 50,877 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 267 31,400 SH   DFND 6,2,1 19,400 0 12,000
MAGNA INTL INC COM 559222401 6,956 132,415 SH   DFND 7,2,1 95,074 0 37,341
MAGNA INTL INC COM 559222401 13,674 260,300 SH   DFND 6,2,1 35,100 0 225,200
MAGNA INTL INC COM 559222401 336 6,400 SH   DFND 8,2,1 5,000 0 1,400
MANPOWERGROUP INC COM 56418H100 26 300 SH   DFND 7,2,1 300 0 0
MANPOWERGROUP INC COM 56418H100 17,441 202,900 SH   DFND 6,2,1 142,700 0 60,200
MANPOWERGROUP INC COM 56418H100 1,083 12,600 SH   DFND 8,2,1 12,600 0 0
MANULIFE FINL CORP COM 56501R106 1,958 109,484 SH   DFND 7,2,1 109,484 0 0
MANULIFE FINL CORP COM 56501R106 2,836 158,600 SH   DFND 6,2,1 113,900 0 44,700
MANULIFE FINL CORP COM 56501R106 143 8,000 SH   DFND 8,2,1 8,000 0 0
MARATHON OIL CORP COM 565849106 437 18,766 SH   DFND 7,2,1 18,766 0 0
MARATHON PETE CORP COM 56585A102 1,445 18,073 SH   DFND 7,2,1 14,103 0 3,970
MARATHON PETE CORP COM 56585A102 6,869 85,900 SH   DFND 6,2,1 49,300 0 36,600
MARCUS CORP COM 566330106 4,155 98,816 SH   DFND 6,2,1 69,199 0 29,617
MARKEL CORP COM 570535104 150 126 SH   DFND 2,1 126 0 0
MARKEL CORP COM 570535104 71 60 SH   DFND 7,2,1 60 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,112 36,800 SH   DFND 6,2,1 29,300 0 7,500
MARSH & MCLENNAN COS INC COM 571748102 174 2,104 SH   DFND 7,2,1 2,104 0 0
MARSH & MCLENNAN COS INC COM 571748102 32,765 396,100 SH   DFND 6,2,1 383,100 0 13,000
MARSH & MCLENNAN COS INC COM 571748102 4,260 51,500 SH   DFND 8,2,1 51,500 0 0
MARRIOTT INTL INC NEW CL A 571903202 265 2,009 SH   DFND 7,2,1 2,009 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,724 58,500 SH   DFND 6,2,1 35,400 0 23,100
MARTIN MARIETTA MATLS INC COM 573284106 51 278 SH   DFND 7,2,1 278 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,947 10,700 SH   DFND 8,2,1 10,700 0 0
MASCO CORP COM 574599106 47 1,286 SH   DFND 7,2,1 1,286 0 0
MASCO CORP COM 574599106 24,163 660,200 SH   DFND 6,2,1 566,200 0 94,000
MASCO CORP COM 574599106 2,430 66,400 SH   DFND 8,2,1 66,400 0 0
MASIMO CORP COM 574795100 5,688 45,671 SH   DFND 8,2,1 45,671 0 0
MASTEC INC COM 576323109 6,612 148,091 SH   DFND 7,2,1 148,091 0 0
MASTERCARD INCORPORATED CL A 57636Q104 459 2,061 SH   DFND 2,1 2,061 0 0
MASTERCARD INCORPORATED CL A 57636Q104 8,261 37,108 SH   DFND 7,2,1 32,988 0 4,120
MASTERCARD INCORPORATED CL A 57636Q104 94,676 425,300 SH   DFND 6,2,1 125,300 0 300,000
MASTERCARD INCORPORATED CL A 57636Q104 1,670 7,500 SH   DFND 8,2,1 4,900 0 2,600
MATCH GROUP INC COM 57665R106 1,252 21,617 SH   DFND 6,2,1 19,900 0 1,717
MATCH GROUP INC COM 57665R106 17 300 SH   DFND 8,2,1 0 0 300
MAXIM INTEGRATED PRODS INC COM 57772K101 100 1,775 SH   DFND 7,2,1 1,775 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 355 6,300 SH   DFND 6,2,1 0 0 6,300
MAXAR TECHNOLOGIES LTD COM 57778L103 5,159 156,000 SH   DFND 6,2,1 103,800 0 52,200
MAXAR TECHNOLOGIES LTD COM 57778L103 63 1,900 SH   DFND 8,2,1 0 0 1,900
MCCORMICK & CO INC COM NON VTG 579780206 66 500 SH   DFND 7,2,1 500 0 0
MCCORMICK & CO INC COM NON VTG 579780206 16,759 127,200 SH   DFND 6,2,1 8,500 0 118,700
MCCORMICK & CO INC COM NON VTG 579780206 264 2,000 SH   DFND 8,2,1 2,000 0 0
MCDERMOTT INTL INC COM 580037703 270 14,633 SH   DFND 6,2,1 0 0 14,633
MCDONALDS CORP COM 580135101 255 1,524 SH   DFND 2,1 1,524 0 0
MCDONALDS CORP COM 580135101 2,124 12,696 SH   DFND 7,2,1 5,134 0 7,562
MCDONALDS CORP COM 580135101 29,142 174,200 SH   DFND 6,2,1 84,400 0 89,800
MCKESSON CORP COM 58155Q103 242 1,828 SH   DFND 7,2,1 858 0 970
MCKESSON CORP COM 58155Q103 2,653 20,000 SH   DFND 6,2,1 1,200 0 18,800
MEDICAL PPTYS TRUST INC COM 58463J304 53 3,580 SH   DFND 7,2,1 3,580 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 11,338 760,400 SH   DFND 6,2,1 579,600 0 180,800
MEDICAL PPTYS TRUST INC COM 58463J304 1,794 120,300 SH   DFND 8,2,1 95,000 0 25,300
MEDPACE HLDGS INC COM 58506Q109 1,588 26,500 SH   DFND 6,2,1 18,900 0 7,600
MERCADOLIBRE INC COM 58733R102 4,527 13,297 SH   DFND 7,2,1 13,297 0 0
MERCADOLIBRE INC COM 58733R102 477 1,400 SH   DFND 6,2,1 0 0 1,400
MERCK & CO INC COM 58933Y105 4,487 63,257 SH   DFND 7,2,1 55,553 0 7,704
MERCK & CO INC COM 58933Y105 94,747 1,335,600 SH   DFND 6,2,1 653,700 0 681,900
MERCK & CO INC COM 58933Y105 51,801 730,206 SH   DFND 8,2,1 689,406 0 40,800
MERITOR INC COM 59001K100 1,574 81,300 SH   DFND 6,2,1 46,700 0 34,600
METHANEX CORP COM 59151K108 8 100 SH   DFND 7,2,1 100 0 0
METHANEX CORP COM 59151K108 570 7,200 SH   DFND 6,2,1 0 0 7,200
METLIFE INC COM 59156R108 532 11,388 SH   DFND 7,2,1 3,657 0 7,731
METLIFE INC COM 59156R108 5,877 125,800 SH   DFND 6,2,1 114,300 0 11,500
METTLER TOLEDO INTERNATIONAL COM 592688105 65 106 SH   DFND 7,2,1 106 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 9,561 15,700 SH   DFND 6,2,1 1,600 0 14,100
METTLER TOLEDO INTERNATIONAL COM 592688105 244 400 SH   DFND 8,2,1 400 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 118 6,408 SH   DFND 7,2,1 302 0 6,106
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,684 91,148 SH   DFND 6,2,1 80,140 0 11,008
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 751 40,632 SH   DFND 8,2,1 38,449 0 2,183
MICROSOFT CORP COM 594918104 646 5,648 SH   DFND 2,1 5,648 0 0
MICROSOFT CORP COM 594918104 60,533 529,272 SH   DFND 7,2,1 250,121 0 279,151
MICROSOFT CORP COM 594918104 202,687 1,772,200 SH   DFND 6,2,1 1,452,300 0 319,900
MICROSOFT CORP COM 594918104 134,451 1,175,577 SH   DFND 8,2,1 1,159,777 0 15,800
MICROCHIP TECHNOLOGY INC COM 595017104 1,500 19,003 SH   DFND 2,1 19,003 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 76 962 SH   DFND 7,2,1 962 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 76,501 969,470 SH   DFND 8,2,1 969,470 0 0
MICRON TECHNOLOGY INC COM 595112103 9,261 204,754 SH   DFND 7,2,1 191,557 0 13,197
MICRON TECHNOLOGY INC COM 595112103 55,977 1,237,600 SH   DFND 6,2,1 929,900 0 307,700
MICRON TECHNOLOGY INC COM 595112103 12,221 270,203 SH   DFND 8,2,1 270,203 0 0
MID AMER APT CMNTYS INC COM 59522J103 4,113 41,057 SH   DFND 7,2,1 41,057 0 0
MINDBODY INC COM CL A 60255W105 3,316 81,579 SH   DFND 8,2,1 81,579 0 0
MINERALS TECHNOLOGIES INC COM 603158106 243 3,600 SH   DFND 6,2,1 400 0 3,200
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 41 4,784 SH   DFND 2,1 4,784 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,464 171,600 SH   DFND 6,2,1 0 0 171,600
MODINE MFG CO COM 607828100 226 15,200 SH   DFND 6,2,1 15,200 0 0
MOHAWK INDS INC COM 608190104 46 262 SH   DFND 7,2,1 262 0 0
MOHAWK INDS INC COM 608190104 1,490 8,500 SH   DFND 6,2,1 0 0 8,500
MOLECULAR TEMPLATES INC COM 608550109 3,234 600,000 SH   DFND 8,2,1 600,000 0 0
MOLINA HEALTHCARE INC COM 60855R100 15,703 105,600 SH   DFND 6,2,1 72,100 0 33,500
MOLINA HEALTHCARE INC COM 60855R100 610 4,100 SH   DFND 8,2,1 0 0 4,100
MOLSON COORS BREWING CO CL B 60871R209 49 801 SH   DFND 7,2,1 801 0 0
MOLSON COORS BREWING CO CL B 60871R209 664 10,800 SH   DFND 6,2,1 0 0 10,800
MOMO INC ADR 60879B107 40 924 SH   DFND 2,1 924 0 0
MOMO INC ADR 60879B107 6,618 151,100 SH   DFND 6,2,1 6,200 0 144,900
MONDELEZ INTL INC CL A 609207105 387 9,008 SH   DFND 7,2,1 6,172 0 2,836
MONDELEZ INTL INC CL A 609207105 45,465 1,058,300 SH   DFND 6,2,1 243,400 0 814,900
MONDELEZ INTL INC CL A 609207105 2,870 66,800 SH   DFND 8,2,1 66,800 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,287 18,220 SH   DFND 7,2,1 18,220 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 283 14,000 SH   DFND 6,2,1 14,000 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 102 1,756 SH   DFND 7,2,1 1,756 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,966 50,900 SH   DFND 6,2,1 6,500 0 44,400
MONSTER BEVERAGE CORP NEW COM 61174X109 24,376 418,250 SH   DFND 8,2,1 418,250 0 0
MOODYS CORP COM 615369105 6,876 41,124 SH   DFND 7,2,1 41,124 0 0
MOODYS CORP COM 615369105 3,745 22,400 SH   DFND 6,2,1 4,700 0 17,700
MOOG INC CL A 615394202 1,333 15,500 SH   DFND 6,2,1 9,300 0 6,200
MORGAN STANLEY COM NEW 617446448 9,195 197,442 SH   DFND 7,2,1 190,646 0 6,796
MORGAN STANLEY COM NEW 617446448 10,129 217,500 SH   DFND 6,2,1 141,200 0 76,300
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,092 70,000 SH   DFND 8,2,1 70,000 0 0
MOSAIC CO NEW COM 61945C103 47 1,437 SH   DFND 7,2,1 1,437 0 0
MOSAIC CO NEW COM 61945C103 21,391 658,600 SH   DFND 6,2,1 646,000 0 12,600
MOSAIC CO NEW COM 61945C103 2,452 75,500 SH   DFND 8,2,1 75,500 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 89 686 SH   DFND 7,2,1 686 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 3,214 24,700 SH   DFND 6,2,1 0 0 24,700
MUELLER WTR PRODS INC COM SER A 624758108 280 24,300 SH   DFND 6,2,1 0 0 24,300
MURPHY OIL CORP COM 626717102 106 3,190 SH   DFND 7,2,1 3,190 0 0
MURPHY OIL CORP COM 626717102 15,560 466,700 SH   DFND 6,2,1 298,700 0 168,000
MURPHY OIL CORP COM 626717102 613 18,400 SH   DFND 8,2,1 18,400 0 0
MYRIAD GENETICS INC COM 62855J104 1,960 42,600 SH   DFND 6,2,1 23,200 0 19,400
MYOKARDIA INC COM 62857M105 306 4,700 SH   DFND 6,2,1 4,700 0 0
NCI BUILDING SYS INC COM NEW 628852204 2,037 134,449 SH   DFND 6,2,1 85,049 0 49,400
NCR CORP NEW COM 62886E108 71 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 11,736 413,100 SH   DFND 6,2,1 286,000 0 127,100
NCR CORP NEW COM 62886E108 270 9,500 SH   DFND 8,2,1 9,500 0 0
NVR INC COM 62944T105 40 16 SH   DFND 7,2,1 16 0 0
NVR INC COM 62944T105 3,212 1,300 SH   DFND 6,2,1 100 0 1,200
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 8,330 8,000,000 PRN   DFND 7,2,1 7,100,000 0 900,000
NASDAQ INC COM 631103108 41 483 SH   DFND 7,2,1 483 0 0
NASDAQ INC COM 631103108 39,485 460,200 SH   DFND 6,2,1 365,400 0 94,800
NASDAQ INC COM 631103108 6,847 79,800 SH   DFND 8,2,1 70,200 0 9,600
NATIONAL GEN HLDGS CORP COM 636220303 844 31,444 SH   DFND 6,2,1 16,044 0 15,400
NATIONAL OILWELL VARCO INC COM 637071101 68 1,574 SH   DFND 7,2,1 1,574 0 0
NATIONAL OILWELL VARCO INC COM 637071101 215 5,000 SH   DFND 6,2,1 0 0 5,000
NATIONAL RETAIL PPTYS INC COM 637417106 561 12,512 SH   DFND 7,2,1 12,512 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 154 17,638 SH   DFND 6,2,1 13,648 0 3,990
NEKTAR THERAPEUTICS COM 640268108 28 455 SH   DFND 7,2,1 455 0 0
NEKTAR THERAPEUTICS COM 640268108 14,673 240,700 SH   DFND 6,2,1 207,900 0 32,800
NEKTAR THERAPEUTICS COM 640268108 1,902 31,200 SH   DFND 8,2,1 31,200 0 0
NEOPHOTONICS CORP COM 64051T100 1,623 195,600 SH   DFND 6,2,1 109,400 0 86,200
NETAPP INC COM 64110D104 99 1,157 SH   DFND 7,2,1 1,157 0 0
NETAPP INC COM 64110D104 687 8,000 SH   DFND 6,2,1 0 0 8,000
NETFLIX INC COM 64110L106 2,185 5,839 SH   DFND 7,2,1 5,479 0 360
NETFLIX INC COM 64110L106 51,705 138,200 SH   DFND 6,2,1 118,300 0 19,900
NETFLIX INC COM 64110L106 18,484 49,405 SH   DFND 8,2,1 49,405 0 0
NETEASE INC SPONSORED ADR 64110W102 144 631 SH   DFND 2,1 631 0 0
NETEASE INC SPONSORED ADR 64110W102 4,623 20,255 SH   DFND 8,2,1 12,796 0 7,459
NETSCOUT SYS INC COM 64115T104 3,709 146,900 SH   DFND 6,2,1 89,600 0 57,300
NEUROCRINE BIOSCIENCES INC COM 64125C109 922 7,500 SH   DFND 6,2,1 4,900 0 2,600
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,540 61,322 SH   DFND 8,2,1 61,322 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 83 1,126 SH   DFND 2,1 1,126 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,791 64,732 SH   DFND 7,2,1 64,732 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 9,318 125,900 SH   DFND 6,2,1 4,900 0 121,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 23,460 316,985 SH   DFND 8,2,1 255,738 0 61,247
NEW RELIC INC COM 64829B100 8,311 88,200 SH   DFND 6,2,1 54,000 0 34,200
NEW RELIC INC COM 64829B100 23,182 246,013 SH   DFND 8,2,1 246,013 0 0
NEW YORK & CO INC COM 649295102 248 64,200 SH   DFND 6,2,1 45,900 0 18,300
NEW YORK CMNTY BANCORP INC COM 649445103 21 2,072 SH   DFND 7,2,1 2,072 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,142 110,100 SH   DFND 6,2,1 110,100 0 0
NEWELL BRANDS INC COM 651229106 1,564 77,055 SH   DFND 7,2,1 2,066 0 74,989
NEWELL BRANDS INC COM 651229106 144 7,100 SH   DFND 6,2,1 7,100 0 0
NEWFIELD EXPL CO COM 651290108 128 4,436 SH   DFND 7,2,1 4,436 0 0
NEWFIELD EXPL CO COM 651290108 30,101 1,044,100 SH   DFND 6,2,1 860,900 0 183,200
NEWFIELD EXPL CO COM 651290108 2,321 80,500 SH   DFND 8,2,1 80,500 0 0
NEWLINK GENETICS CORP COM 651511107 614 256,700 SH   DFND 6,2,1 182,600 0 74,100
NEWMONT MINING CORP COM 651639106 3,222 106,673 SH   DFND 7,2,1 106,673 0 0
NEWMONT MINING CORP COM 651639106 100 3,300 SH   DFND 6,2,1 0 0 3,300
NEWS CORP NEW CL A 65249B109 21 1,583 SH   DFND 7,2,1 1,583 0 0
NEWS CORP NEW CL A 65249B109 9,047 685,900 SH   DFND 6,2,1 676,000 0 9,900
NEXSTAR MEDIA GROUP INC CL A 65336K103 11,315 139,000 SH   DFND 6,2,1 96,100 0 42,900
NEXTERA ENERGY INC COM 65339F101 501 2,987 SH   DFND 2,1 2,987 0 0
NEXTERA ENERGY INC COM 65339F101 22,186 132,376 SH   DFND 7,2,1 38,369 0 94,007
NEXTERA ENERGY INC COM 65339F101 28,324 169,000 SH   DFND 6,2,1 58,100 0 110,900
NEXTERA ENERGY INC COM 65339F101 3,802 22,684 SH   DFND 8,2,1 21,084 0 1,600
NEXTGEN HEALTHCARE INC COM 65343C102 2,942 146,500 SH   DFND 6,2,1 94,000 0 52,500
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 21,298 14,900,000 PRN   DFND 7,2,1 14,000,000 0 900,000
NIKE INC CL B 654106103 296 3,489 SH   DFND 2,1 3,489 0 0
NIKE INC CL B 654106103 11,056 130,497 SH   DFND 7,2,1 126,243 0 4,254
NIKE INC CL B 654106103 36,743 433,700 SH   DFND 6,2,1 153,700 0 280,000
NIKE INC CL B 654106103 794 9,377 SH   DFND 8,2,1 9,377 0 0
NISOURCE INC COM 65473P105 24 953 SH   DFND 7,2,1 953 0 0
NISOURCE INC COM 65473P105 4,396 176,400 SH   DFND 6,2,1 21,800 0 154,600
NOBLE ENERGY INC COM 655044105 1,672 53,592 SH   DFND 7,2,1 10,583 0 43,009
NOBLE ENERGY INC COM 655044105 7,130 228,609 SH   DFND 8,2,1 228,609 0 0
NORBORD INC COM NEW 65548P403 637 19,200 SH   DFND 6,2,1 9,600 0 9,600
NORBORD INC COM NEW 65548P403 40 1,200 SH   DFND 8,2,1 1,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 266 1,474 SH   DFND 7,2,1 1,474 0 0
NORFOLK SOUTHERN CORP COM 655844108 12,292 68,100 SH   DFND 6,2,1 35,400 0 32,700
NORTHERN TR CORP COM 665859104 93 908 SH   DFND 7,2,1 908 0 0
NORTHERN TR CORP COM 665859104 16,361 160,200 SH   DFND 6,2,1 13,400 0 146,800
NORTHERN TR CORP COM 665859104 225 2,200 SH   DFND 8,2,1 2,200 0 0
NORTHRIM BANCORP INC COM 666762109 262 6,300 SH   DFND 6,2,1 3,600 0 2,700
NORTHROP GRUMMAN CORP COM 666807102 148 466 SH   DFND 7,2,1 466 0 0
NORTHROP GRUMMAN CORP COM 666807102 35,768 112,700 SH   DFND 6,2,1 900 0 111,800
NUANCE COMMUNICATIONS INC COM 67020Y100 9,793 565,400 SH   DFND 6,2,1 384,300 0 181,100
NUCOR CORP COM 670346105 239 3,759 SH   DFND 7,2,1 3,759 0 0
NUCOR CORP COM 670346105 2,824 44,500 SH   DFND 6,2,1 0 0 44,500
NVIDIA CORP COM 67066G104 1,972 7,017 SH   DFND 2,1 7,017 0 0
NVIDIA CORP COM 67066G104 1,032 3,672 SH   DFND 7,2,1 3,124 0 548
NVIDIA CORP COM 67066G104 102,713 365,500 SH   DFND 6,2,1 246,200 0 119,300
NVIDIA CORP COM 67066G104 103,347 367,757 SH   DFND 8,2,1 364,757 0 3,000
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 15,331 1,100,000 PRN   DFND 7,2,1 980,000 0 120,000
NUVASIVE INC COM 670704105 1,163 16,380 SH   DFND 2,1 16,380 0 0
NUVASIVE INC COM 670704105 63,738 897,968 SH   DFND 8,2,1 897,968 0 0
NUTRIEN LTD COM 67077M108 4,737 82,093 SH   DFND 7,2,1 53,722 0 28,371
NUTRIEN LTD COM 67077M108 3,395 58,831 SH   DFND 6,2,1 6,900 0 51,931
OFS CAP CORP COM 67103B100 121 10,200 SH   DFND 6,2,1 10,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 170 489 SH   DFND 7,2,1 489 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,036 14,500 SH   DFND 6,2,1 3,500 0 11,000
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,621 27,700 SH   DFND 8,2,1 27,700 0 0
OFG BANCORP COM 67103X102 386 23,900 SH   DFND 6,2,1 11,400 0 12,500
OSI SYSTEMS INC COM 671044105 2,656 34,800 SH   DFND 6,2,1 29,900 0 4,900
OCCIDENTAL PETE CORP DEL COM 674599105 8,183 99,584 SH   DFND 7,2,1 47,547 0 52,037
OCCIDENTAL PETE CORP DEL COM 674599105 8,233 100,200 SH   DFND 6,2,1 96,000 0 4,200
OCCIDENTAL PETE CORP DEL COM 674599105 443 5,391 SH   DFND 8,2,1 5,391 0 0
OFFICE DEPOT INC COM 676220106 294 91,500 SH   DFND 6,2,1 69,200 0 22,300
OFFICE DEPOT INC COM 676220106 481 149,800 SH   DFND 8,2,1 90,600 0 59,200
OKTA INC CL A 679295105 6,782 96,388 SH   DFND 6,2,1 61,267 0 35,121
OLD NATL BANCORP IND COM 680033107 1,641 85,000 SH   DFND 6,2,1 52,500 0 32,500
OLD REP INTL CORP COM 680223104 1,021 45,600 SH   DFND 6,2,1 40,500 0 5,100
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 8,891 92,520 SH   DFND 7,2,1 92,520 0 0
OMNICOM GROUP INC COM 681919106 65 951 SH   DFND 7,2,1 951 0 0
OMNICOM GROUP INC COM 681919106 15,828 232,700 SH   DFND 6,2,1 9,600 0 223,100
OMNICOM GROUP INC COM 681919106 224 3,300 SH   DFND 8,2,1 3,300 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 92 2,808 SH   DFND 7,2,1 2,808 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 154 4,700 SH   DFND 6,2,1 0 0 4,700
ON SEMICONDUCTOR CORP COM 682189105 24 1,288 SH   DFND 7,2,1 1,288 0 0
ON SEMICONDUCTOR CORP COM 682189105 9,554 518,400 SH   DFND 6,2,1 273,700 0 244,700
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 14,849 12,800,000 PRN   DFND 7,2,1 12,000,000 0 800,000
ONCOMED PHARMACEUTICALS INC COM 68234X102 248 116,785 SH   DFND 6,2,1 93,300 0 23,485
ONE LIBERTY PPTYS INC COM 682406103 2,208 79,474 SH   DFND 6,2,1 49,621 0 29,853
ONEOK INC NEW COM 682680103 115 1,695 SH   DFND 7,2,1 1,695 0 0
ONEOK INC NEW COM 682680103 1,566 23,100 SH   DFND 6,2,1 14,700 0 8,400
ONEOK INC NEW COM 682680103 115 1,700 SH   DFND 8,2,1 0 0 1,700
OPEN TEXT CORP COM 683715106 14 371 SH   DFND 7,2,1 371 0 0
OPEN TEXT CORP COM 683715106 1,754 46,100 SH   DFND 6,2,1 27,900 0 18,200
OPEN TEXT CORP COM 683715106 1,366 35,900 SH   DFND 8,2,1 31,200 0 4,700
ORACLE CORP COM 68389X105 9,509 184,423 SH   DFND 7,2,1 126,471 0 57,952
ORACLE CORP COM 68389X105 119,310 2,314,000 SH   DFND 6,2,1 1,740,400 0 573,600
ORACLE CORP COM 68389X105 14,777 286,600 SH   DFND 8,2,1 247,500 0 39,100
OPUS BK IRVINE CALIF COM 684000102 392 14,300 SH   DFND 6,2,1 14,300 0 0
ORBCOMM INC COM 68555P100 5,583 514,062 SH   DFND 8,2,1 514,062 0 0
ORTHOFIX MED INC COM 68752M108 3,987 68,965 SH   DFND 6,2,1 51,265 0 17,700
OSHKOSH CORP COM 688239201 6,385 89,630 SH   DFND 6,2,1 61,100 0 28,530
OUTFRONT MEDIA INC COM 69007J106 6,731 337,400 SH   DFND 6,2,1 228,700 0 108,700
OUTFRONT MEDIA INC COM 69007J106 102 5,100 SH   DFND 8,2,1 5,100 0 0
OVERSTOCK COM INC DEL COM 690370101 1,861 67,200 SH   DFND 6,2,1 42,900 0 24,300
OWENS & MINOR INC NEW COM 690732102 243 14,700 SH   DFND 6,2,1 0 0 14,700
OWENS & MINOR INC NEW COM 690732102 73 4,400 SH   DFND 8,2,1 2,400 0 2,000
OXFORD INDS INC COM 691497309 7,099 78,700 SH   DFND 6,2,1 51,600 0 27,100
OXFORD INDS INC COM 691497309 198 2,200 SH   DFND 8,2,1 0 0 2,200
P A M TRANSN SVCS INC COM 693149106 924 14,192 SH   DFND 6,2,1 8,800 0 5,392
PBF ENERGY INC CL A 69318G106 9,233 185,000 SH   DFND 6,2,1 117,200 0 67,800
PBF ENERGY INC CL A 69318G106 245 4,900 SH   DFND 8,2,1 4,900 0 0
PC CONNECTION INC COM 69318J100 1,615 41,536 SH   DFND 6,2,1 30,736 0 10,800
PDL BIOPHARMA INC COM 69329Y104 54 20,700 SH   DFND 6,2,1 20,700 0 0
PJT PARTNERS INC COM CL A 69343T107 1,228 23,452 SH   DFND 7,2,1 0 0 23,452
PNC FINL SVCS GROUP INC COM 693475105 2,939 21,583 SH   DFND 7,2,1 19,879 0 1,704
PNC FINL SVCS GROUP INC COM 693475105 45,801 336,300 SH   DFND 6,2,1 69,000 0 267,300
PNC FINL SVCS GROUP INC COM 693475105 681 5,000 SH   DFND 8,2,1 5,000 0 0
POSCO SPONSORED ADR 693483109 957 14,494 SH   DFND 7,2,1 2,890 0 11,604
PPG INDS INC COM 693506107 5,407 49,546 SH   DFND 7,2,1 39,514 0 10,032
PPG INDS INC COM 693506107 30,873 282,900 SH   DFND 6,2,1 158,100 0 124,800
PPG INDS INC COM 693506107 14,753 135,188 SH   DFND 8,2,1 125,188 0 10,000
PPL CORP COM 69351T106 494 16,900 SH   DFND 2,1 16,900 0 0
PPL CORP COM 69351T106 161 5,509 SH   DFND 7,2,1 5,509 0 0
PPL CORP COM 69351T106 732 25,000 SH   DFND 6,2,1 21,400 0 3,600
PVH CORP COM 693656100 46 318 SH   DFND 7,2,1 318 0 0
PVH CORP COM 693656100 23,725 164,300 SH   DFND 6,2,1 134,600 0 29,700
PVH CORP COM 693656100 2,874 19,900 SH   DFND 8,2,1 19,900 0 0
PTC INC COM 69370C100 3,261 30,712 SH   DFND 2,1 30,712 0 0
PTC INC COM 69370C100 166,090 1,564,081 SH   DFND 8,2,1 1,564,081 0 0
PACCAR INC COM 693718108 102 1,495 SH   DFND 7,2,1 1,495 0 0
PACCAR INC COM 693718108 1,984 29,100 SH   DFND 6,2,1 0 0 29,100
PACKAGING CORP AMER COM 695156109 156 1,424 SH   DFND 7,2,1 1,424 0 0
PACKAGING CORP AMER COM 695156109 10,190 92,900 SH   DFND 6,2,1 51,300 0 41,600
PACKAGING CORP AMER COM 695156109 285 2,600 SH   DFND 8,2,1 0 0 2,600
PALO ALTO NETWORKS INC COM 697435105 54,925 243,831 SH   DFND 7,2,1 243,831 0 0
PALO ALTO NETWORKS INC COM 697435105 15,086 66,970 SH   DFND 8,2,1 66,970 0 0
PARAMOUNT GROUP INC COM 69924R108 161 10,680 SH   DFND 7,2,1 10,680 0 0
PARAMOUNT GROUP INC COM 69924R108 6,685 443,000 SH   DFND 6,2,1 288,900 0 154,100
PARAMOUNT GROUP INC COM 69924R108 771 51,100 SH   DFND 8,2,1 38,100 0 13,000
PARK HOTELS RESORTS INC COM 700517105 10,532 320,900 SH   DFND 6,2,1 234,700 0 86,200
PARK HOTELS RESORTS INC COM 700517105 2,320 70,700 SH   DFND 8,2,1 54,400 0 16,300
PARKER HANNIFIN CORP COM 701094104 1,911 10,391 SH   DFND 2,1 10,391 0 0
PARKER HANNIFIN CORP COM 701094104 101 550 SH   DFND 7,2,1 550 0 0
PARKER HANNIFIN CORP COM 701094104 48,999 266,400 SH   DFND 6,2,1 238,400 0 28,000
PARKER HANNIFIN CORP COM 701094104 105,402 573,056 SH   DFND 8,2,1 570,556 0 2,500
PARSLEY ENERGY INC CL A 701877102 30 1,016 SH   DFND 7,2,1 1,016 0 0
PARSLEY ENERGY INC CL A 701877102 7,994 273,290 SH   DFND 8,2,1 273,290 0 0
PATTERSON COMPANIES INC COM 703395103 9,479 387,700 SH   DFND 6,2,1 267,200 0 120,500
PATTERSON COMPANIES INC COM 703395103 770 31,500 SH   DFND 8,2,1 19,800 0 11,700
PAYCHEX INC COM 704326107 269 3,651 SH   DFND 7,2,1 3,651 0 0
PAYCHEX INC COM 704326107 16,549 224,700 SH   DFND 6,2,1 11,100 0 213,600
PAYCHEX INC COM 704326107 435 5,900 SH   DFND 8,2,1 5,900 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,166 7,500 SH   DFND 6,2,1 400 0 7,100
PAYPAL HLDGS INC COM 70450Y103 32,658 371,794 SH   DFND 7,2,1 371,268 0 526
PAYPAL HLDGS INC COM 70450Y103 16,971 193,200 SH   DFND 6,2,1 120,200 0 73,000
PAYPAL HLDGS INC COM 70450Y103 21,434 244,016 SH   DFND 8,2,1 244,016 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 23,299 640,615 SH   DFND 7,2,1 640,615 0 0
PEMBINA PIPELINE CORP COM 706327103 70 2,066 SH   DFND 7,2,1 2,066 0 0
PEMBINA PIPELINE CORP COM 706327103 1,778 52,300 SH   DFND 6,2,1 0 0 52,300
PENN NATL GAMING INC COM 707569109 10,041 305,000 SH   DFND 6,2,1 214,500 0 90,500
PENUMBRA INC COM 70975L107 494 3,300 SH   DFND 6,2,1 600 0 2,700
PEOPLES UNITED FINANCIAL INC COM 712704105 24 1,378 SH   DFND 7,2,1 1,378 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 11,109 648,900 SH   DFND 6,2,1 612,800 0 36,100
PEPSICO INC COM 713448108 4,796 42,895 SH   DFND 7,2,1 37,659 0 5,236
PEPSICO INC COM 713448108 161,115 1,441,100 SH   DFND 6,2,1 813,700 0 627,400
PEPSICO INC COM 713448108 15,697 140,400 SH   DFND 8,2,1 109,500 0 30,900
PERKINELMER INC COM 714046109 827 8,500 SH   DFND 6,2,1 1,200 0 7,300
PERSPECTA INC COM 715347100 46 1,777 SH   DFND 7,2,1 194 0 1,583
PERSPECTA INC COM 715347100 10,967 426,404 SH   DFND 6,2,1 298,000 0 128,404
PERSPECTA INC COM 715347100 265 10,300 SH   DFND 8,2,1 10,300 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 299 12,220 SH   DFND 7,2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,004 166,040 SH   DFND 7,2,1 71,628 0 94,412
PFIZER INC COM 717081103 7,229 164,041 SH   DFND 7,2,1 157,178 0 6,863
PFIZER INC COM 717081103 95,011 2,155,900 SH   DFND 6,2,1 830,000 0 1,325,900
PFIZER INC COM 717081103 2,032 46,100 SH   DFND 8,2,1 46,100 0 0
PHILIP MORRIS INTL INC COM 718172109 8,544 104,780 SH   DFND 7,2,1 33,726 0 71,054
PHILLIPS 66 COM 718546104 2,700 23,952 SH   DFND 7,2,1 23,952 0 0
PHILLIPS 66 COM 718546104 17,562 155,800 SH   DFND 6,2,1 53,000 0 102,800
PHYSICIANS RLTY TR COM 71943U104 18,217 1,080,498 SH   DFND 7,2,1 1,080,498 0 0
PINNACLE WEST CAP CORP COM 723484101 25 316 SH   DFND 7,2,1 316 0 0
PINNACLE WEST CAP CORP COM 723484101 4,680 59,100 SH   DFND 6,2,1 2,900 0 56,200
PIONEER NAT RES CO COM 723787107 4,234 24,309 SH   DFND 7,2,1 4,247 0 20,062
PIONEER NAT RES CO COM 723787107 662 3,800 SH   DFND 6,2,1 1,000 0 2,800
PIONEER NAT RES CO COM 723787107 20,702 118,847 SH   DFND 8,2,1 118,847 0 0
PITNEY BOWES INC COM 724479100 194 27,400 SH   DFND 6,2,1 0 0 27,400
PIXELWORKS INC COM NEW 72581M305 153 33,938 SH   DFND 6,2,1 20,709 0 13,229
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 16 654 SH   DFND 7,2,1 654 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 549 22,400 SH   DFND 6,2,1 22,400 0 0
PLANET FITNESS INC CL A 72703H101 9,734 180,150 SH   DFND 7,2,1 180,150 0 0
PLANET FITNESS INC CL A 72703H101 9,785 181,100 SH   DFND 8,2,1 181,100 0 0
POPULAR INC COM NEW 733174700 9,609 187,500 SH   DFND 6,2,1 129,000 0 58,500
PORTLAND GEN ELEC CO COM NEW 736508847 0 1 SH   DFND 7,2,1 0 0 1
PORTLAND GEN ELEC CO COM NEW 736508847 1,660 36,400 SH   DFND 6,2,1 16,200 0 20,200
PRAXAIR INC COM 74005P104 1,595 9,925 SH   DFND 7,2,1 9,085 0 840
PRAXAIR INC COM 74005P104 23,997 149,300 SH   DFND 6,2,1 32,800 0 116,500
PRESIDIO INC COM 74102M103 4,952 324,700 SH   DFND 6,2,1 226,000 0 98,700
PRICE T ROWE GROUP INC COM 74144T108 113 1,031 SH   DFND 7,2,1 1,031 0 0
PRICE T ROWE GROUP INC COM 74144T108 16,999 155,700 SH   DFND 6,2,1 12,700 0 143,000
PRICE T ROWE GROUP INC COM 74144T108 404 3,700 SH   DFND 8,2,1 3,700 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 14,417 9,500,000 PRN   DFND 7,2,1 0 0 9,500,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 28,475 24,000,000 PRN   DFND 7,2,1 9,000,000 0 15,000,000
PRINCIPAL FINL GROUP INC COM 74251V102 212 3,618 SH   DFND 7,2,1 3,618 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 4,383 150,000 SH   DFND 8,2,1 150,000 0 0
PROCTER AND GAMBLE CO COM 742718109 2,141 25,724 SH   DFND 7,2,1 22,506 0 3,218
PROCTER AND GAMBLE CO COM 742718109 96,022 1,153,700 SH   DFND 6,2,1 360,200 0 793,500
PROCTER AND GAMBLE CO COM 742718109 2,197 26,400 SH   DFND 8,2,1 24,300 0 2,100
PROGRESS SOFTWARE CORP COM 743312100 6,599 187,000 SH   DFND 6,2,1 125,000 0 62,000
PROGRESSIVE CORP OHIO COM 743315103 174 2,445 SH   DFND 7,2,1 2,445 0 0
PROGRESSIVE CORP OHIO COM 743315103 7,452 104,900 SH   DFND 6,2,1 99,500 0 5,400
PROGRESSIVE CORP OHIO COM 743315103 12,702 178,800 SH   DFND 8,2,1 178,800 0 0
PROLOGIS INC COM 74340W103 41,694 615,047 SH   DFND 7,2,1 609,547 0 5,500
PROLOGIS INC COM 74340W103 11,945 176,200 SH   DFND 6,2,1 91,000 0 85,200
PROLOGIS INC COM 74340W103 9,392 138,540 SH   DFND 8,2,1 138,540 0 0
PROOFPOINT INC COM 743424103 12,412 116,730 SH   DFND 7,2,1 116,730 0 0
PROOFPOINT INC COM 743424103 25,117 236,218 SH   DFND 8,2,1 236,218 0 0
PROSHARES TR HD REPLICATION 74347X294 2,200 48,410 SH   DFND 5,4,2,1 48,410 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 2,133 59,200 SH   DFND 5,4,2,1 59,200 0 0
PRUDENTIAL FINL INC COM 744320102 3,356 33,123 SH   DFND 7,2,1 1,750 0 31,373
PRUDENTIAL FINL INC COM 744320102 7,386 72,900 SH   DFND 6,2,1 67,600 0 5,300
PRUDENTIAL FINL INC COM 744320102 436 4,300 SH   DFND 8,2,1 4,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 174 3,304 SH   DFND 7,2,1 3,304 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 16,618 314,800 SH   DFND 6,2,1 27,700 0 287,100
PUBLIC SVC ENTERPRISE GROUP COM 744573106 385 7,300 SH   DFND 8,2,1 7,300 0 0
PUBLIC STORAGE COM 74460D109 3,305 16,389 SH   DFND 7,2,1 11,283 0 5,106
PUBLIC STORAGE COM 74460D109 4,053 20,100 SH   DFND 6,2,1 5,600 0 14,500
PUBLIC STORAGE COM 74460D109 222 1,100 SH   DFND 8,2,1 1,100 0 0
PURE STORAGE INC CL A 74624M102 3,304 127,322 SH   DFND 7,2,1 127,322 0 0
PURE STORAGE INC CL A 74624M102 19,025 733,150 SH   DFND 8,2,1 733,150 0 0
QEP RES INC COM 74733V100 179 15,800 SH   DFND 6,2,1 0 0 15,800
Q2 HLDGS INC COM 74736L109 8,633 142,571 SH   DFND 7,2,1 142,571 0 0
Q2 HLDGS INC COM 74736L109 12,654 208,992 SH   DFND 8,2,1 208,992 0 0
QUALCOMM INC COM 747525103 2,508 34,822 SH   DFND 2,1 34,822 0 0
QUALCOMM INC COM 747525103 4,148 57,587 SH   DFND 7,2,1 26,805 0 30,782
QUALCOMM INC COM 747525103 19,398 269,300 SH   DFND 6,2,1 166,300 0 103,000
QUALCOMM INC COM 747525103 179,340 2,489,789 SH   DFND 8,2,1 2,485,689 0 4,100
QUALYS INC COM 74758T303 5,018 56,321 SH   DFND 7,2,1 56,321 0 0
QUALYS INC COM 74758T303 1,274 14,300 SH   DFND 6,2,1 10,000 0 4,300
QUANTA SVCS INC COM 74762E102 12,599 377,450 SH   DFND 6,2,1 355,850 0 21,600
QUEST DIAGNOSTICS INC COM 74834L100 63 584 SH   DFND 7,2,1 584 0 0
QUEST DIAGNOSTICS INC COM 74834L100 20,028 185,600 SH   DFND 6,2,1 97,400 0 88,200
QUEST DIAGNOSTICS INC COM 74834L100 108 1,000 SH   DFND 8,2,1 1,000 0 0
QUIDEL CORP COM 74838J101 769 11,800 SH   DFND 6,2,1 2,300 0 9,500
QUIDEL CORP COM 74838J101 117 1,800 SH   DFND 8,2,1 0 0 1,800
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,717 58,000 SH   DFND 6,2,1 30,500 0 27,500
RLJ LODGING TR COM 74965L101 31 1,421 SH   DFND 7,2,1 1,421 0 0
RLJ LODGING TR COM 74965L101 9,880 448,500 SH   DFND 6,2,1 344,200 0 104,300
RLJ LODGING TR COM 74965L101 1,024 46,500 SH   DFND 8,2,1 42,800 0 3,700
RMR GROUP INC CL A 74967R106 5,048 54,397 SH   DFND 6,2,1 34,427 0 19,970
RH COM 74967X103 288 2,200 SH   DFND 6,2,1 2,200 0 0
RADIAN GROUP INC COM 750236101 9,717 470,100 SH   DFND 6,2,1 316,900 0 153,200
RAMBUS INC DEL COM 750917106 1,759 161,200 SH   DFND 6,2,1 145,100 0 16,100
RALPH LAUREN CORP CL A 751212101 35 257 SH   DFND 7,2,1 257 0 0
RALPH LAUREN CORP CL A 751212101 46,808 340,300 SH   DFND 6,2,1 246,600 0 93,700
RALPH LAUREN CORP CL A 751212101 3,948 28,700 SH   DFND 8,2,1 24,000 0 4,700
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,214 383,400 SH   DFND 6,2,1 265,200 0 118,200
RANGE RES CORP COM 75281A109 74 4,332 SH   DFND 7,2,1 4,332 0 0
RANGE RES CORP COM 75281A109 496 29,200 SH   DFND 6,2,1 29,200 0 0
RANGE RES CORP COM 75281A109 620 36,500 SH   DFND 8,2,1 36,500 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 53 571 SH   DFND 7,2,1 571 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,132 12,300 SH   DFND 6,2,1 0 0 12,300
RAYTHEON CO COM NEW 755111507 5,248 25,394 SH   DFND 7,2,1 23,197 0 2,197
RAYTHEON CO COM NEW 755111507 103,785 502,200 SH   DFND 6,2,1 270,400 0 231,800
RAYTHEON CO COM NEW 755111507 8,473 41,000 SH   DFND 8,2,1 29,300 0 11,700
REALNETWORKS INC COM NEW 75605L708 551 187,300 SH   DFND 6,2,1 122,700 0 64,600
REALTY INCOME CORP COM 756109104 423 7,431 SH   DFND 7,2,1 7,431 0 0
RED HAT INC COM 756577102 102 750 SH   DFND 7,2,1 750 0 0
RED HAT INC COM 756577102 4,007 29,400 SH   DFND 6,2,1 4,500 0 24,900
RED HAT INC COM 756577102 10,862 79,700 SH   DFND 8,2,1 79,700 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 48,216 26,100,000 PRN   DFND 7,2,1 10,500,000 0 15,600,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 265 6,600 SH   DFND 6,2,1 200 0 6,400
RED ROCK RESORTS INC CL A 75700L108 7,371 276,600 SH   DFND 6,2,1 189,000 0 87,600
RED ROCK RESORTS INC CL A 75700L108 117 4,400 SH   DFND 8,2,1 0 0 4,400
REGAL BELOIT CORP COM 758750103 11,634 141,100 SH   DFND 6,2,1 93,900 0 47,200
REGENERON PHARMACEUTICALS COM 75886F107 135 335 SH   DFND 7,2,1 335 0 0
REGENERON PHARMACEUTICALS COM 75886F107 444 1,100 SH   DFND 6,2,1 400 0 700
REGENERON PHARMACEUTICALS COM 75886F107 36,989 91,548 SH   DFND 8,2,1 91,548 0 0
REGENXBIO INC COM 75901B107 876 11,600 SH   DFND 6,2,1 7,500 0 4,100
REGENXBIO INC COM 75901B107 166 2,200 SH   DFND 8,2,1 0 0 2,200
REGIONS FINL CORP NEW COM 7591EP100 88 4,771 SH   DFND 7,2,1 4,771 0 0
REGIONS FINL CORP NEW COM 7591EP100 962 52,400 SH   DFND 6,2,1 0 0 52,400
REINSURANCE GROUP AMER INC COM NEW 759351604 7,570 52,365 SH   DFND 7,2,1 52,365 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,921 170,873 SH   DFND 6,2,1 122,773 0 48,100
REPUBLIC SVCS INC COM 760759100 72 990 SH   DFND 7,2,1 990 0 0
REPUBLIC SVCS INC COM 760759100 13,573 186,800 SH   DFND 6,2,1 900 0 185,900
RESOURCES CONNECTION INC COM 76122Q105 3,232 194,722 SH   DFND 6,2,1 146,478 0 48,244
RESTAURANT BRANDS INTL INC COM 76131D103 36 615 SH   DFND 7,2,1 615 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,804 47,300 SH   DFND 6,2,1 6,200 0 41,100
RESTAURANT BRANDS INTL INC COM 76131D103 172 2,900 SH   DFND 8,2,1 2,900 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 16,644 891,495 SH   DFND 7,2,1 891,495 0 0
RETAIL VALUE INC COM 76133Q102 1,354 41,434 SH   DFND 7,2,1 41,434 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 384 119,600 SH   DFND 6,2,1 78,300 0 41,300
RINGCENTRAL INC CL A 76680R206 9,994 107,400 SH   DFND 6,2,1 72,900 0 34,500
RINGCENTRAL INC CL A 76680R206 800 8,600 SH   DFND 8,2,1 8,600 0 0
ROBERT HALF INTL INC COM 770323103 39 551 SH   DFND 7,2,1 551 0 0
ROBERT HALF INTL INC COM 770323103 14,055 199,700 SH   DFND 6,2,1 181,600 0 18,100
ROCKET PHARMACEUTICALS INC COM 77313F106 231 9,400 SH   DFND 6,2,1 9,400 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 2,935 119,222 SH   DFND 8,2,1 119,222 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,999 10,658 SH   DFND 2,1 10,658 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,203 11,747 SH   DFND 7,2,1 11,747 0 0
ROCKWELL AUTOMATION INC COM 773903109 7,988 42,600 SH   DFND 6,2,1 1,100 0 41,500
ROCKWELL AUTOMATION INC COM 773903109 91,568 488,308 SH   DFND 8,2,1 488,308 0 0
ROCKWELL COLLINS INC COM 774341101 98 695 SH   DFND 7,2,1 695 0 0
ROCKWELL COLLINS INC COM 774341101 9,692 69,000 SH   DFND 6,2,1 0 0 69,000
ROCKY BRANDS INC COM 774515100 775 27,392 SH   DFND 6,2,1 13,592 0 13,800
ROGERS COMMUNICATIONS INC CL B 775109200 1,743 33,904 SH   DFND 7,2,1 9,702 0 24,202
ROGERS COMMUNICATIONS INC CL B 775109200 5,059 98,400 SH   DFND 6,2,1 16,600 0 81,800
ROGERS COMMUNICATIONS INC CL B 775109200 200 3,900 SH   DFND 8,2,1 3,900 0 0
ROLLINS INC COM 775711104 26 424 SH   DFND 7,2,1 424 0 0
ROLLINS INC COM 775711104 1,190 19,600 SH   DFND 6,2,1 0 0 19,600
ROPER TECHNOLOGIES INC COM 776696106 17,291 58,373 SH   DFND 7,2,1 20,671 0 37,702
ROPER TECHNOLOGIES INC COM 776696106 16,351 55,200 SH   DFND 6,2,1 4,400 0 50,800
ROPER TECHNOLOGIES INC COM 776696106 41,443 139,912 SH   DFND 8,2,1 139,912 0 0
ROSS STORES INC COM 778296103 4,452 44,920 SH   DFND 7,2,1 2,179 0 42,741
ROSS STORES INC COM 778296103 17,025 171,800 SH   DFND 6,2,1 12,500 0 159,300
ROSS STORES INC COM 778296103 208 2,100 SH   DFND 8,2,1 2,100 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 5,327 66,435 SH   DFND 7,2,1 7,222 0 59,213
ROYAL BK CDA MONTREAL QUE COM 780087102 61,979 772,900 SH   DFND 6,2,1 228,400 0 544,500
ROYAL BK CDA MONTREAL QUE COM 780087102 9,475 118,152 SH   DFND 8,2,1 85,152 0 33,000
RUTHS HOSPITALITY GROUP INC COM 783332109 274 8,700 SH   DFND 6,2,1 0 0 8,700
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 27,740 288,837 SH   DFND 8,2,1 0 0 288,837
S&P GLOBAL INC COM 78409V104 31,140 159,374 SH   DFND 7,2,1 159,374 0 0
S&P GLOBAL INC COM 78409V104 29,289 149,900 SH   DFND 6,2,1 37,200 0 112,700
S&P GLOBAL INC COM 78409V104 2,149 11,000 SH   DFND 8,2,1 2,000 0 9,000
SK TELECOM LTD SPONSORED ADR 78440P108 1,364 48,914 SH   DFND 7,2,1 20,600 0 28,314
SL GREEN RLTY CORP COM 78440X101 212 2,176 SH   DFND 7,2,1 2,176 0 0
SL GREEN RLTY CORP COM 78440X101 10,982 112,600 SH   DFND 6,2,1 108,900 0 3,700
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,271 25,010 SH   DFND 2,1 13,755 0 11,255
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 370 9,664 SH   DFND 5,4,2,1 9,664 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,271 33,769 SH   DFND 5,4,2,1 33,769 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,464 32,695 SH   DFND 5,4,2,1 32,695 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 12,031 391,000 SH   DFND 5,4,2,1 391,000 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 9,038 167,560 SH   DFND 5,4,2,1 167,560 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11,218 311,185 SH   DFND 5,4,2,1 311,185 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,482 46,188 SH   DFND 5,4,2,1 46,188 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,311 75,860 SH   DFND 7,2,1 75,860 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,591 28,000 SH   DFND 6,2,1 8,500 0 19,500
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,943 70,430 SH   DFND 5,4,2,1 70,430 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 2,684 29,303 SH   DFND 7,2,1 29,303 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 421 4,340 SH   DFND 5,4,2,1 4,340 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 1,398 14,420 SH   DFND 5,4,2,1 14,420 0 0
SP PLUS CORP COM 78469C103 1,832 50,200 SH   DFND 6,2,1 44,000 0 6,200
SRC ENERGY INC COM 78470V108 2,575 289,600 SH   DFND 6,2,1 217,600 0 72,000
SVB FINL GROUP COM 78486Q101 68 218 SH   DFND 7,2,1 218 0 0
SVB FINL GROUP COM 78486Q101 808 2,600 SH   DFND 6,2,1 0 0 2,600
SVB FINL GROUP COM 78486Q101 9,045 29,100 SH   DFND 8,2,1 29,100 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 13 546 SH   DFND 7,2,1 546 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,635 373,500 SH   DFND 6,2,1 272,500 0 101,000
SABRE CORP COM 78573M104 28 1,062 SH   DFND 7,2,1 1,062 0 0
SABRE CORP COM 78573M104 2,647 101,500 SH   DFND 6,2,1 71,300 0 30,200
SAGE THERAPEUTICS INC COM 78667J108 3,432 24,300 SH   DFND 6,2,1 16,300 0 8,000
SAGE THERAPEUTICS INC COM 78667J108 6,394 45,270 SH   DFND 8,2,1 45,270 0 0
SALESFORCE COM INC COM 79466L302 771 4,851 SH   DFND 7,2,1 4,851 0 0
SALESFORCE COM INC COM 79466L302 89,391 562,100 SH   DFND 6,2,1 493,800 0 68,300
SALESFORCE COM INC COM 79466L302 71,730 451,047 SH   DFND 8,2,1 441,947 0 9,100
SAREPTA THERAPEUTICS INC COM 803607100 4,312 26,700 SH   DFND 6,2,1 18,500 0 8,200
SAREPTA THERAPEUTICS INC COM 803607100 9,749 60,361 SH   DFND 8,2,1 60,361 0 0
SAUL CTRS INC COM 804395101 16,304 291,137 SH   DFND 7,2,1 291,137 0 0
SCHEIN HENRY INC COM 806407102 54 635 SH   DFND 7,2,1 635 0 0
SCHEIN HENRY INC COM 806407102 16,147 189,900 SH   DFND 6,2,1 157,400 0 32,500
SCHLUMBERGER LTD COM 806857108 6,607 108,454 SH   DFND 7,2,1 105,095 0 3,359
SCHLUMBERGER LTD COM 806857108 11,215 184,100 SH   DFND 6,2,1 150,700 0 33,400
SCHNITZER STL INDS CL A 806882106 1,349 49,865 SH   DFND 6,2,1 42,835 0 7,030
SCHWAB CHARLES CORP NEW COM 808513105 165 3,363 SH   DFND 2,1 3,363 0 0
SCHWAB CHARLES CORP NEW COM 808513105 3,314 67,433 SH   DFND 7,2,1 67,433 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,373 190,700 SH   DFND 6,2,1 129,200 0 61,500
SCHWAB CHARLES CORP NEW COM 808513105 4,284 87,158 SH   DFND 8,2,1 87,158 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,379 17,106 SH   DFND 7,2,1 17,106 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 3,071 38,100 SH   DFND 6,2,1 31,600 0 6,500
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,451 19,160 SH   DFND 5,4,2,1 19,160 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,722 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 81,387 1,080,400 SH   DFND 5,4,2,1 1,080,400 0 0
SECUREWORKS CORP CL A 81374A105 193 13,195 SH   DFND 6,2,1 7,114 0 6,081
SELECT INCOME REIT COM SH BEN INT 81618T100 5,128 233,736 SH   DFND 6,2,1 159,136 0 74,600
SELECT INCOME REIT COM SH BEN INT 81618T100 176 8,000 SH   DFND 8,2,1 0 0 8,000
SEMPRA ENERGY COM 816851109 1,583 13,920 SH   DFND 7,2,1 13,920 0 0
SEMPRA ENERGY COM 816851109 29,689 261,000 SH   DFND 6,2,1 17,000 0 244,000
SEMPRA ENERGY COM 816851109 444 3,900 SH   DFND 8,2,1 3,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 47 2,668 SH   DFND 7,2,1 2,668 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 9,533 542,900 SH   DFND 6,2,1 393,700 0 149,200
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,256 71,500 SH   DFND 8,2,1 65,400 0 6,100
SENSIENT TECHNOLOGIES CORP COM 81725T100 5,434 71,020 SH   DFND 7,2,1 71,020 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 284 200,000 SH   DFND 8,2,1 200,000 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 9,146 192,581 SH   DFND 7,2,1 192,581 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 33,718 710,000 SH   DFND 9,2,1 710,000 0 0
SERVICE CORP INTL COM 817565104 5,713 129,263 SH   DFND 7,2,1 129,263 0 0
SERVICE CORP INTL COM 817565104 3,035 68,667 SH   DFND 8,2,1 68,667 0 0
SERVICENOW INC COM 81762P102 150 766 SH   DFND 7,2,1 766 0 0
SERVICENOW INC COM 81762P102 17,763 90,800 SH   DFND 6,2,1 79,800 0 11,000
SERVICENOW INC COM 81762P102 32,435 165,800 SH   DFND 8,2,1 165,800 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 31 1,579 SH   DFND 7,2,1 1,579 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 3,311 169,900 SH   DFND 6,2,1 2,100 0 167,800
SHERWIN WILLIAMS CO COM 824348106 174 382 SH   DFND 7,2,1 358 0 24
SHERWIN WILLIAMS CO COM 824348106 23,534 51,700 SH   DFND 6,2,1 12,000 0 39,700
SHERWIN WILLIAMS CO COM 824348106 364 800 SH   DFND 8,2,1 800 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,112 27,714 SH   DFND 7,2,1 7,500 0 20,214
SHOE CARNIVAL INC COM 824889109 920 23,900 SH   DFND 6,2,1 15,900 0 8,000
SILICON LABORATORIES INC COM 826919102 1,306 14,223 SH   DFND 2,1 14,223 0 0
SILICON LABORATORIES INC COM 826919102 64,245 699,841 SH   DFND 8,2,1 699,841 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 17,140 15,000,000 PRN   DFND 7,2,1 15,000,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 4,649 86,582 SH   DFND 8,2,1 86,582 0 0
SIMON PPTY GROUP INC NEW COM 828806109 235 1,328 SH   DFND 2,1 1,328 0 0
SIMON PPTY GROUP INC NEW COM 828806109 30,523 172,691 SH   DFND 7,2,1 142,069 0 30,622
SIMON PPTY GROUP INC NEW COM 828806109 17,905 101,300 SH   DFND 6,2,1 50,800 0 50,500
SIMON PPTY GROUP INC NEW COM 828806109 654 3,700 SH   DFND 8,2,1 3,700 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5,140 181,300 SH   DFND 6,2,1 124,400 0 56,900
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,355 19,400 SH   DFND 8,2,1 19,400 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 70 776 SH   DFND 7,2,1 776 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,603 28,700 SH   DFND 6,2,1 0 0 28,700
SMITH A O COM 831865209 4,414 82,706 SH   DFND 7,2,1 75,306 0 7,400
SMITH A O COM 831865209 1,951 36,559 SH   DFND 8,2,1 36,559 0 0
SMUCKER J M CO COM NEW 832696405 48 469 SH   DFND 7,2,1 469 0 0
SMUCKER J M CO COM NEW 832696405 1,324 12,900 SH   DFND 6,2,1 0 0 12,900
SNAP ON INC COM 833034101 310 1,689 SH   DFND 2,1 1,689 0 0
SNAP ON INC COM 833034101 43 236 SH   DFND 7,2,1 236 0 0
SNAP ON INC COM 833034101 23,713 129,155 SH   DFND 6,2,1 91,900 0 37,255
SNAP ON INC COM 833034101 698 3,800 SH   DFND 8,2,1 3,800 0 0
SOLAR CAP LTD COM 83413U100 2,803 131,100 SH   DFND 6,2,1 68,500 0 62,600
SOLAR SR CAP LTD COM 83416M105 795 47,569 SH   DFND 6,2,1 21,100 0 26,469
SOLAREDGE TECHNOLOGIES INC COM 83417M104 248 6,600 SH   DFND 6,2,1 1,400 0 5,200
SONOCO PRODS CO COM 835495102 11,605 209,100 SH   DFND 6,2,1 113,600 0 95,500
SONOCO PRODS CO COM 835495102 722 13,000 SH   DFND 8,2,1 8,600 0 4,400
SORRENTO THERAPEUTICS INC COM NEW 83587F202 1,276 290,100 SH   DFND 6,2,1 210,200 0 79,900
SOUTHERN CO COM 842587107 452 10,378 SH   DFND 7,2,1 5,136 0 5,242
SOUTHERN CO COM 842587107 5,546 127,200 SH   DFND 6,2,1 119,300 0 7,900
SOUTHERN COPPER CORP COM 84265V105 1,534 35,561 SH   DFND 8,2,1 0 0 35,561
SOUTHWEST AIRLS CO COM 844741108 34 541 SH   DFND 7,2,1 541 0 0
SOUTHWEST AIRLS CO COM 844741108 543 8,700 SH   DFND 6,2,1 0 0 8,700
SOUTHWEST GAS HOLDINGS INC COM 844895102 530 6,700 SH   DFND 6,2,1 0 0 6,700
SOUTHWESTERN ENERGY CO COM 845467109 4,538 888,120 SH   DFND 6,2,1 418,820 0 469,300
SOUTHWESTERN ENERGY CO COM 845467109 402 78,700 SH   DFND 8,2,1 78,700 0 0
SPARK THERAPEUTICS INC COM 84652J103 2,046 37,512 SH   DFND 8,2,1 37,512 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 3,410 191,040 SH   DFND 6,2,1 124,880 0 66,160
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 32 345 SH   DFND 7,2,1 345 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,548 38,700 SH   DFND 6,2,1 25,100 0 13,600
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 697 7,600 SH   DFND 8,2,1 4,400 0 3,200
SPIRIT RLTY CAP INC NEW COM 84860W102 41 5,092 SH   DFND 7,2,1 5,092 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,838 848,400 SH   DFND 6,2,1 563,800 0 284,600
SPIRIT RLTY CAP INC NEW COM 84860W102 138 17,100 SH   DFND 8,2,1 17,100 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 21,989 22,030,000 PRN   DFND 7,2,1 20,500,000 0 1,530,000
SPLUNK INC COM 848637104 3,705 30,642 SH   DFND 7,2,1 30,642 0 0
SPLUNK INC COM 848637104 13,581 112,324 SH   DFND 8,2,1 112,324 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 4,466 370,621 SH   DFND 8,2,1 370,621 0 0
SQUARE INC CL A 852234103 117 1,183 SH   DFND 7,2,1 1,183 0 0
SQUARE INC CL A 852234103 35,762 361,200 SH   DFND 6,2,1 313,100 0 48,100
SQUARE INC CL A 852234103 17,101 172,722 SH   DFND 8,2,1 165,822 0 6,900
STAAR SURGICAL CO COM PAR $0.01 852312305 1,507 31,400 SH   DFND 6,2,1 20,900 0 10,500
STAMPS COM INC COM NEW 852857200 13,807 61,038 SH   DFND 6,2,1 41,338 0 19,700
STANLEY BLACK & DECKER INC COM 854502101 95 651 SH   DFND 7,2,1 651 0 0
STANLEY BLACK & DECKER INC COM 854502101 53,407 364,700 SH   DFND 6,2,1 253,000 0 111,700
STANLEY BLACK & DECKER INC COM 854502101 5,228 35,700 SH   DFND 8,2,1 35,700 0 0
STARBUCKS CORP COM 855244109 14,605 256,957 SH   DFND 7,2,1 138,183 0 118,774
STARBUCKS CORP COM 855244109 43,670 768,300 SH   DFND 6,2,1 184,800 0 583,500
STARBUCKS CORP COM 855244109 34,315 603,715 SH   DFND 8,2,1 603,715 0 0
STARS GROUP INC COM 85570W100 2,181 87,600 SH   DFND 6,2,1 73,600 0 14,000
STATE STR CORP COM 857477103 128 1,528 SH   DFND 7,2,1 1,528 0 0
STATE STR CORP COM 857477103 12,550 149,800 SH   DFND 6,2,1 75,100 0 74,700
STEEL DYNAMICS INC COM 858119100 48 1,052 SH   DFND 7,2,1 1,052 0 0
STEEL DYNAMICS INC COM 858119100 904 20,000 SH   DFND 6,2,1 0 0 20,000
STEELCASE INC CL A 858155203 224 12,100 SH   DFND 6,2,1 0 0 12,100
STELLUS CAP INVT CORP COM 858568108 637 46,700 SH   DFND 6,2,1 13,200 0 33,500
STEMLINE THERAPEUTICS INC COM 85858C107 7,503 451,988 SH   DFND 8,2,1 451,988 0 0
STEWART INFORMATION SVCS COR COM 860372101 964 21,410 SH   DFND 6,2,1 16,310 0 5,100
STONERIDGE INC COM 86183P102 3,666 123,344 SH   DFND 6,2,1 91,344 0 32,000
STORE CAP CORP COM 862121100 12,772 459,597 SH   DFND 7,2,1 459,597 0 0
STRYKER CORP COM 863667101 1,284 7,228 SH   DFND 2,1 7,228 0 0
STRYKER CORP COM 863667101 3,158 17,774 SH   DFND 7,2,1 17,774 0 0
STRYKER CORP COM 863667101 44,118 248,300 SH   DFND 6,2,1 50,800 0 197,500
STRYKER CORP COM 863667101 66,152 372,311 SH   DFND 8,2,1 372,311 0 0
STURM RUGER & CO INC COM 864159108 1,581 22,900 SH   DFND 6,2,1 18,200 0 4,700
SUMMIT HOTEL PPTYS INC COM 866082100 1,525 112,700 SH   DFND 6,2,1 89,000 0 23,700
SUN CMNTYS INC COM 866674104 2,142 21,096 SH   DFND 7,2,1 21,096 0 0
SUN LIFE FINL INC COM 866796105 34 864 SH   DFND 7,2,1 864 0 0
SUN LIFE FINL INC COM 866796105 2,151 54,100 SH   DFND 6,2,1 48,400 0 5,700
SUN LIFE FINL INC COM 866796105 437 11,000 SH   DFND 8,2,1 11,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 5,026 129,903 SH   DFND 7,2,1 126,206 0 3,697
SUNCOR ENERGY INC NEW COM 867224107 782 20,200 SH   DFND 6,2,1 15,200 0 5,000
SUNSTONE HOTEL INVS INC NEW COM 867892101 40 2,471 SH   DFND 7,2,1 2,471 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,105 128,654 SH   DFND 6,2,1 94,000 0 34,654
SUNTRUST BKS INC COM 867914103 130 1,950 SH   DFND 7,2,1 1,950 0 0
SUNTRUST BKS INC COM 867914103 16,564 248,000 SH   DFND 6,2,1 30,000 0 218,000
SUNTRUST BKS INC COM 867914103 100 1,500 SH   DFND 8,2,1 1,500 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,370 126,519 SH   DFND 8,2,1 126,519 0 0
SYKES ENTERPRISES INC COM 871237103 5,775 189,400 SH   DFND 6,2,1 134,200 0 55,200
SYMANTEC CORP COM 871503108 17,350 815,330 SH   DFND 7,2,1 815,330 0 0
SYMANTEC CORP COM 871503108 22,080 1,037,600 SH   DFND 6,2,1 970,400 0 67,200
SYMANTEC CORP COM 871503108 4,707 221,200 SH   DFND 8,2,1 193,000 0 28,200
SYNAPTICS INC COM 87157D109 3,951 86,600 SH   DFND 6,2,1 62,000 0 24,600
SYNOPSYS INC COM 871607107 61 621 SH   DFND 7,2,1 621 0 0
SYNOPSYS INC COM 871607107 11,364 115,240 SH   DFND 6,2,1 60,540 0 54,700
SYNOVUS FINL CORP COM NEW 87161C501 1,877 41,000 SH   DFND 6,2,1 19,200 0 21,800
SYNCHRONY FINL COM 87165B103 98 3,142 SH   DFND 7,2,1 3,142 0 0
SYNCHRONY FINL COM 87165B103 4,488 144,400 SH   DFND 6,2,1 11,900 0 132,500
SYSCO CORP COM 871829107 154 2,104 SH   DFND 7,2,1 2,104 0 0
SYSCO CORP COM 871829107 32,963 450,000 SH   DFND 6,2,1 32,500 0 417,500
SYSCO CORP COM 871829107 615 8,400 SH   DFND 8,2,1 8,400 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 22,584 427,477 SH   DFND 7,2,1 292,496 0 134,981
TD AMERITRADE HLDG CORP COM 87236Y108 2,742 51,900 SH   DFND 6,2,1 0 0 51,900
TD AMERITRADE HLDG CORP COM 87236Y108 16,495 312,228 SH   DFND 8,2,1 312,228 0 0
TJX COS INC NEW COM 872540109 5,875 52,445 SH   DFND 7,2,1 38,351 0 14,094
TJX COS INC NEW COM 872540109 60,412 539,300 SH   DFND 6,2,1 92,100 0 447,200
TJX COS INC NEW COM 872540109 25,040 223,530 SH   DFND 8,2,1 222,730 0 800
TTM TECHNOLOGIES INC COM 87305R109 756 47,500 SH   DFND 6,2,1 23,600 0 23,900
TABLEAU SOFTWARE INC CL A 87336U105 19,119 171,100 SH   DFND 7,2,1 171,100 0 0
TABLEAU SOFTWARE INC CL A 87336U105 9,516 85,162 SH   DFND 8,2,1 85,162 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,741 62,081 SH   DFND 2,1 62,081 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,947 293,187 SH   DFND 7,2,1 244,622 0 48,565
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 33,082 749,150 SH   DFND 8,2,1 486,064 0 263,086
TAILORED BRANDS INC COM 87403A107 3,670 145,700 SH   DFND 6,2,1 99,900 0 45,800
TAL ED GROUP SPONSORED ADS 874080104 66 2,548 SH   DFND 2,1 2,548 0 0
TAL ED GROUP SPONSORED ADS 874080104 19,861 772,505 SH   DFND 7,2,1 772,505 0 0
TAL ED GROUP SPONSORED ADS 874080104 2,877 111,884 SH   DFND 8,2,1 0 0 111,884
TAPESTRY INC COM 876030107 142 2,825 SH   DFND 7,2,1 2,825 0 0
TAPESTRY INC COM 876030107 457 9,100 SH   DFND 6,2,1 0 0 9,100
TARGET CORP COM 87612E106 460 5,214 SH   DFND 7,2,1 3,314 0 1,900
TARGET CORP COM 87612E106 18,259 207,000 SH   DFND 6,2,1 86,200 0 120,800
TARGET CORP COM 87612E106 1,605 18,200 SH   DFND 8,2,1 3,000 0 15,200
TARGA RES CORP COM 87612G101 279 4,948 SH   DFND 7,2,1 4,948 0 0
TARGA RES CORP COM 87612G101 822 14,600 SH   DFND 6,2,1 14,600 0 0
TATA MTRS LTD SPONSORED ADR 876568502 192 12,531 SH   DFND 7,2,1 455 0 12,076
TECK RESOURCES LTD CL B 878742204 59 2,446 SH   DFND 7,2,1 800 0 1,646
TECK RESOURCES LTD CL B 878742204 6,640 275,500 SH   DFND 6,2,1 243,900 0 31,600
TECK RESOURCES LTD CL B 878742204 1,955 81,100 SH   DFND 8,2,1 81,100 0 0
TEGNA INC COM 87901J105 159 13,291 SH   DFND 7,2,1 13,291 0 0
TEGNA INC COM 87901J105 10,086 843,300 SH   DFND 6,2,1 558,500 0 284,800
TEGNA INC COM 87901J105 862 72,100 SH   DFND 8,2,1 45,100 0 27,000
TELEFLEX INC COM 879369106 53 199 SH   DFND 7,2,1 199 0 0
TELEFLEX INC COM 879369106 1,756 6,600 SH   DFND 6,2,1 0 0 6,600
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 752 77,306 SH   DFND 7,2,1 30,200 0 47,106
TENET HEALTHCARE CORP COM NEW 88033G407 453 15,900 SH   DFND 6,2,1 7,900 0 8,000
TERADATA CORP DEL COM 88076W103 1,161 30,800 SH   DFND 6,2,1 23,900 0 6,900
TERADYNE INC COM 880770102 2,001 54,105 SH   DFND 2,1 54,105 0 0
TERADYNE INC COM 880770102 92,528 2,502,118 SH   DFND 8,2,1 2,502,118 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 15,458 11,900,000 PRN   DFND 7,2,1 11,000,000 0 900,000
TEREX CORP NEW COM 880779103 3,939 98,700 SH   DFND 6,2,1 42,700 0 56,000
TESARO INC COM 881569107 2 53 SH   DFND 7,2,1 53 0 0
TESARO INC COM 881569107 5,710 146,366 SH   DFND 8,2,1 146,366 0 0
TESLA INC COM 88160R101 389 1,468 SH   DFND 2,1 1,468 0 0
TESLA INC COM 88160R101 189 713 SH   DFND 7,2,1 713 0 0
TESLA INC COM 88160R101 450 1,700 SH   DFND 6,2,1 800 0 900
TESLA INC COM 88160R101 17,470 65,983 SH   DFND 8,2,1 65,983 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 14,216 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
TETRAPHASE PHARMACEUTICALS I COM 88165N105 597 216,337 SH   DFND 6,2,1 104,437 0 111,900
TEXAS INSTRS INC COM 882508104 1,744 16,251 SH   DFND 2,1 16,251 0 0
TEXAS INSTRS INC COM 882508104 1,440 13,418 SH   DFND 7,2,1 5,543 0 7,875
TEXAS INSTRS INC COM 882508104 57,529 536,200 SH   DFND 6,2,1 133,400 0 402,800
TEXAS INSTRS INC COM 882508104 91,743 855,092 SH   DFND 8,2,1 855,092 0 0
THERAPEUTICSMD INC COM 88338N107 9,599 1,463,274 SH   DFND 8,2,1 1,463,274 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,512 10,291 SH   DFND 2,1 10,291 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 11,744 48,117 SH   DFND 7,2,1 26,628 0 21,489
THERMO FISHER SCIENTIFIC INC COM 883556102 38,687 158,500 SH   DFND 6,2,1 47,800 0 110,700
THERMO FISHER SCIENTIFIC INC COM 883556102 167,872 687,775 SH   DFND 8,2,1 687,775 0 0
THOMSON REUTERS CORP COM 884903105 18 400 SH   DFND 7,2,1 400 0 0
THOMSON REUTERS CORP COM 884903105 7,202 157,655 SH   DFND 6,2,1 10,400 0 147,255
THOMSON REUTERS CORP COM 884903105 283 6,200 SH   DFND 8,2,1 0 0 6,200
3M CO COM 88579Y101 608 2,885 SH   DFND 2,1 2,885 0 0
3M CO COM 88579Y101 32,116 152,418 SH   DFND 7,2,1 36,040 0 116,378
3M CO COM 88579Y101 57,123 271,100 SH   DFND 6,2,1 79,900 0 191,200
3M CO COM 88579Y101 14,096 66,899 SH   DFND 8,2,1 66,899 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 299 20,609 SH   DFND 7,2,1 0 0 20,609
TIMKEN CO COM 887389104 12,014 241,000 SH   DFND 6,2,1 156,600 0 84,400
TIMKEN CO COM 887389104 174 3,500 SH   DFND 8,2,1 3,500 0 0
TITAN MACHY INC COM 88830R101 372 24,000 SH   DFND 6,2,1 17,400 0 6,600
TIVO CORP COM 88870P106 6,245 501,600 SH   DFND 6,2,1 378,100 0 123,500
TIVO CORP COM 88870P106 166 13,300 SH   DFND 8,2,1 0 0 13,300
TORCHMARK CORP COM 891027104 40 463 SH   DFND 7,2,1 463 0 0
TORCHMARK CORP COM 891027104 928 10,700 SH   DFND 6,2,1 10,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 12,516 205,855 SH   DFND 7,2,1 64,315 0 141,540
TORONTO DOMINION BK ONT COM NEW 891160509 54,434 895,300 SH   DFND 6,2,1 82,500 0 812,800
TORONTO DOMINION BK ONT COM NEW 891160509 16,733 275,207 SH   DFND 8,2,1 275,207 0 0
TRACTOR SUPPLY CO COM 892356106 50 554 SH   DFND 7,2,1 554 0 0
TRACTOR SUPPLY CO COM 892356106 14,559 160,200 SH   DFND 6,2,1 143,600 0 16,600
TRANSCANADA CORP COM 89353D107 1,068 26,390 SH   DFND 7,2,1 24,690 0 1,700
TRANSCANADA CORP COM 89353D107 239 5,900 SH   DFND 6,2,1 3,700 0 2,200
TRANSDIGM GROUP INC COM 893641100 75 201 SH   DFND 7,2,1 201 0 0
TRANSDIGM GROUP INC COM 893641100 2,718 7,300 SH   DFND 6,2,1 1,300 0 6,000
TRANSDIGM GROUP INC COM 893641100 112 300 SH   DFND 8,2,1 300 0 0
TRANSUNION COM 89400J107 41 554 SH   DFND 7,2,1 554 0 0
TRANSUNION COM 89400J107 4,555 61,900 SH   DFND 6,2,1 8,900 0 53,000
TRANSUNION COM 89400J107 522 7,100 SH   DFND 8,2,1 1,800 0 5,300
TRAVELERS COMPANIES INC COM 89417E109 146 1,128 SH   DFND 7,2,1 1,128 0 0
TRAVELERS COMPANIES INC COM 89417E109 38,161 294,200 SH   DFND 6,2,1 280,700 0 13,500
TRAVELERS COMPANIES INC COM 89417E109 3,437 26,500 SH   DFND 8,2,1 26,500 0 0
TREDEGAR CORP COM 894650100 655 30,245 SH   DFND 6,2,1 21,500 0 8,745
TREX CO INC COM 89531P105 416 5,400 SH   DFND 6,2,1 0 0 5,400
TRIMBLE INC COM 896239100 2,353 54,135 SH   DFND 2,1 54,135 0 0
TRIMBLE INC COM 896239100 369 8,485 SH   DFND 7,2,1 3,385 0 5,100
TRIMBLE INC COM 896239100 120,649 2,776,086 SH   DFND 8,2,1 2,776,086 0 0
TRINET GROUP INC COM 896288107 10,853 192,700 SH   DFND 6,2,1 126,600 0 66,100
TRIPLE-S MGMT CORP CL B 896749108 599 31,700 SH   DFND 6,2,1 24,400 0 7,300
TRIPADVISOR INC COM 896945201 26 503 SH   DFND 7,2,1 503 0 0
TRIPADVISOR INC COM 896945201 7,732 151,400 SH   DFND 6,2,1 147,700 0 3,700
TRUEBLUE INC COM 89785X101 1,310 50,300 SH   DFND 6,2,1 38,800 0 11,500
TRUSTMARK CORP COM 898402102 1,736 51,600 SH   DFND 6,2,1 36,800 0 14,800
TTEC HLDGS INC COM 89854H102 499 19,252 SH   DFND 6,2,1 13,000 0 6,252
TUESDAY MORNING CORP COM NEW 899035505 209 65,400 SH   DFND 6,2,1 19,800 0 45,600
TUPPERWARE BRANDS CORP COM 899896104 2,378 71,100 SH   DFND 6,2,1 48,400 0 22,700
TUPPERWARE BRANDS CORP COM 899896104 288 8,600 SH   DFND 8,2,1 8,600 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 422 9,101 SH   DFND 7,2,1 6,659 0 2,442
TWENTY FIRST CENTY FOX INC CL A 90130A101 12,690 273,900 SH   DFND 6,2,1 187,100 0 86,800
TWILIO INC CL A 90138F102 86 1,000 SH   DFND 6,2,1 0 0 1,000
TWILIO INC CL A 90138F102 10,589 122,730 SH   DFND 8,2,1 122,730 0 0
TWITTER INC COM 90184L102 81 2,836 SH   DFND 7,2,1 2,836 0 0
TWITTER INC COM 90184L102 29,456 1,035,000 SH   DFND 6,2,1 927,100 0 107,900
TWITTER INC COM 90184L102 5,009 175,995 SH   DFND 8,2,1 148,495 0 27,500
2U INC COM 90214J101 233 3,100 SH   DFND 6,2,1 3,100 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,926 16,019 SH   DFND 8,2,1 16,019 0 0
TYSON FOODS INC CL A 902494103 74 1,241 SH   DFND 7,2,1 1,241 0 0
TYSON FOODS INC CL A 902494103 2,351 39,500 SH   DFND 6,2,1 0 0 39,500
UDR INC COM 902653104 237 5,869 SH   DFND 7,2,1 5,869 0 0
UDR INC COM 902653104 2,721 67,300 SH   DFND 6,2,1 18,800 0 48,500
UGI CORP NEW COM 902681105 40 722 SH   DFND 7,2,1 722 0 0
UGI CORP NEW COM 902681105 5,953 107,300 SH   DFND 6,2,1 2,800 0 104,500
UGI CORP NEW COM 902681105 189 3,400 SH   DFND 8,2,1 0 0 3,400
US BANCORP DEL COM NEW 902973304 8,515 161,230 SH   DFND 7,2,1 157,152 0 4,078
US BANCORP DEL COM NEW 902973304 57,758 1,093,700 SH   DFND 6,2,1 215,400 0 878,300
US BANCORP DEL COM NEW 902973304 14,888 281,907 SH   DFND 8,2,1 274,907 0 7,000
ULTA BEAUTY INC COM 90384S303 68 241 SH   DFND 7,2,1 241 0 0
ULTA BEAUTY INC COM 90384S303 481 1,705 SH   DFND 8,2,1 1,705 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,494 13,949 SH   DFND 7,2,1 13,949 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 35,575 110,416 SH   DFND 8,2,1 110,416 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 7,236 94,783 SH   DFND 8,2,1 94,783 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 200 21,626 SH   DFND 7,2,1 12,979 0 8,647
UMPQUA HLDGS CORP COM 904214103 5,299 254,773 SH   DFND 7,2,1 254,773 0 0
UNION PAC CORP COM 907818108 551 3,386 SH   DFND 2,1 3,386 0 0
UNION PAC CORP COM 907818108 18,846 115,738 SH   DFND 7,2,1 62,600 0 53,138
UNION PAC CORP COM 907818108 61,419 377,200 SH   DFND 6,2,1 98,200 0 279,000
UNION PAC CORP COM 907818108 34,057 209,156 SH   DFND 8,2,1 209,156 0 0
UNISYS CORP COM NEW 909214306 4,678 229,300 SH   DFND 6,2,1 157,400 0 71,900
UNIT CORP COM 909218109 1,941 74,500 SH   DFND 6,2,1 53,200 0 21,300
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 439 170,305 SH   DFND 7,2,1 52,300 0 118,005
UNITED NAT FOODS INC COM 911163103 1,644 54,900 SH   DFND 6,2,1 38,200 0 16,700
UNITED PARCEL SERVICE INC CL B 911312106 1,953 16,727 SH   DFND 7,2,1 16,283 0 444
UNITED PARCEL SERVICE INC CL B 911312106 70,085 600,300 SH   DFND 6,2,1 279,700 0 320,600
UNITED PARCEL SERVICE INC CL B 911312106 5,511 47,200 SH   DFND 8,2,1 47,200 0 0
UNITED RENTALS INC COM 911363109 1,096 6,701 SH   DFND 7,2,1 358 0 6,343
UNITED RENTALS INC COM 911363109 736 4,500 SH   DFND 6,2,1 0 0 4,500
UNITED RENTALS INC COM 911363109 20,782 127,028 SH   DFND 8,2,1 127,028 0 0
UNITED TECHNOLOGIES CORP COM 913017109 14,491 103,647 SH   DFND 7,2,1 96,790 0 6,857
UNITED TECHNOLOGIES CORP COM 913017109 40,601 290,400 SH   DFND 6,2,1 106,900 0 183,500
UNITED TECHNOLOGIES CORP COM 913017109 2,237 16,000 SH   DFND 8,2,1 4,600 0 11,400
UNITED THERAPEUTICS CORP DEL COM 91307C102 24 188 SH   DFND 7,2,1 188 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 5,921 46,300 SH   DFND 6,2,1 31,800 0 14,500
UNITEDHEALTH GROUP INC COM 91324P102 612 2,301 SH   DFND 2,1 2,301 0 0
UNITEDHEALTH GROUP INC COM 91324P102 38,681 145,395 SH   DFND 7,2,1 84,824 0 60,571
UNITEDHEALTH GROUP INC COM 91324P102 110,247 414,400 SH   DFND 6,2,1 134,600 0 279,800
UNITEDHEALTH GROUP INC COM 91324P102 92,977 349,485 SH   DFND 8,2,1 348,385 0 1,100
UNIVAR INC COM 91336L107 3,570 116,454 SH   DFND 7,2,1 116,454 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 4,787 98,600 SH   DFND 6,2,1 69,300 0 29,300
UNIVERSAL HLTH SVCS INC CL B 913903100 48 374 SH   DFND 7,2,1 374 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 12,937 101,200 SH   DFND 6,2,1 94,500 0 6,700
UNIVERSAL HLTH SVCS INC CL B 913903100 9,375 73,332 SH   DFND 8,2,1 73,332 0 0
UNUM GROUP COM 91529Y106 36 925 SH   DFND 7,2,1 925 0 0
UNUM GROUP COM 91529Y106 12,127 310,400 SH   DFND 6,2,1 295,200 0 15,200
URBAN OUTFITTERS INC COM 917047102 5,844 142,877 SH   DFND 6,2,1 74,377 0 68,500
URBAN EDGE PPTYS COM 91704F104 16,613 752,385 SH   DFND 7,2,1 752,385 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 623 29,270 SH   DFND 6,2,1 15,270 0 14,000
V F CORP COM 918204108 134 1,433 SH   DFND 7,2,1 1,433 0 0
V F CORP COM 918204108 20,344 217,700 SH   DFND 6,2,1 12,900 0 204,800
V F CORP COM 918204108 346 3,700 SH   DFND 8,2,1 3,700 0 0
VAIL RESORTS INC COM 91879Q109 49 178 SH   DFND 7,2,1 178 0 0
VAIL RESORTS INC COM 91879Q109 7,080 25,800 SH   DFND 6,2,1 2,100 0 23,700
VAIL RESORTS INC COM 91879Q109 110 400 SH   DFND 8,2,1 400 0 0
VALHI INC NEW COM 918905100 628 275,325 SH   DFND 6,2,1 152,503 0 122,822
VALE S A ADR 91912E105 3,394 228,680 SH   DFND 7,2,1 83,595 0 145,085
VALERO ENERGY CORP NEW COM 91913Y100 4,740 41,671 SH   DFND 7,2,1 12,100 0 29,571
VALERO ENERGY CORP NEW COM 91913Y100 49,129 431,900 SH   DFND 6,2,1 258,300 0 173,600
VALERO ENERGY CORP NEW COM 91913Y100 2,207 19,400 SH   DFND 8,2,1 9,200 0 10,200
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 374 4,790 SH   DFND 5,4,2,1 4,790 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,260 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 1,946 40,240 SH   DFND 5,4,2,1 40,240 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 5,029 92,210 SH   DFND 5,4,2,1 92,210 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,018 18,120 SH   DFND 5,4,2,1 18,120 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,966 169,900 SH   DFND 5,4,2,1 169,900 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 6,278 88,300 SH   DFND 5,4,2,1 88,300 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 222 3,950 SH   DFND 2,1 0 0 3,950
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 38,331 681,800 SH   DFND 5,4,2,1 681,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 921 8,760 SH   DFND 5,4,2,1 8,760 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 80,396 396,900 SH   DFND 5,4,2,1 396,900 0 0
VAREX IMAGING CORP COM 92214X106 929 32,400 SH   DFND 6,2,1 24,500 0 7,900
VECTRUS INC COM 92242T101 2,048 65,673 SH   DFND 6,2,1 41,362 0 24,311
VEEVA SYS INC CL A COM 922475108 54 493 SH   DFND 7,2,1 493 0 0
VEEVA SYS INC CL A COM 922475108 6,143 56,422 SH   DFND 6,2,1 48,722 0 7,700
VEEVA SYS INC CL A COM 922475108 11,823 108,600 SH   DFND 8,2,1 108,600 0 0
VENTAS INC COM 92276F100 1,089 20,031 SH   DFND 7,2,1 20,031 0 0
VENTAS INC COM 92276F100 2,730 50,210 SH   DFND 8,2,1 50,210 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,139 11,755 SH   DFND 7,2,1 0 0 11,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 39,993 353,700 SH   DFND 5,4,2,1 353,700 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 6,769 47,500 SH   DFND 5,4,2,1 47,500 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 41,665 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 135,259 839,912 SH   DFND 5,4,2,1 839,912 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 38,107 344,301 SH   DFND 5,4,2,1 344,301 0 0
VERA BRADLEY INC COM 92335C106 3,122 204,599 SH   DFND 6,2,1 136,720 0 67,879
VEREIT INC COM 92339V100 738 101,624 SH   DFND 7,2,1 101,624 0 0
VEREIT INC COM 92339V100 9,360 1,289,200 SH   DFND 6,2,1 973,300 0 315,900
VEREIT INC COM 92339V100 993 136,800 SH   DFND 8,2,1 136,800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 6,004 112,450 SH   DFND 7,2,1 16,792 0 95,658
VERIZON COMMUNICATIONS INC COM 92343V104 88,038 1,648,959 SH   DFND 6,2,1 1,171,159 0 477,800
VERIZON COMMUNICATIONS INC COM 92343V104 10,517 196,989 SH   DFND 8,2,1 194,889 0 2,100
VERINT SYS INC COM 92343X100 3,225 64,377 SH   DFND 7,2,1 64,377 0 0
VERINT SYS INC COM 92343X100 12,244 244,400 SH   DFND 6,2,1 167,600 0 76,800
VERINT SYS INC COM 92343X100 261 5,200 SH   DFND 8,2,1 0 0 5,200
VERISK ANALYTICS INC COM 92345Y106 20,871 173,134 SH   DFND 7,2,1 173,134 0 0
VERISK ANALYTICS INC COM 92345Y106 8,294 68,800 SH   DFND 6,2,1 6,500 0 62,300
VERISK ANALYTICS INC COM 92345Y106 350 2,900 SH   DFND 8,2,1 2,900 0 0
VERMILION ENERGY INC COM 923725105 468 14,200 SH   DFND 7,2,1 14,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 206 1,069 SH   DFND 7,2,1 1,069 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 46,766 242,639 SH   DFND 6,2,1 228,639 0 14,000
VERTEX PHARMACEUTICALS INC COM 92532F100 55,676 288,868 SH   DFND 8,2,1 283,368 0 5,500
VIACOM INC NEW CL B 92553P201 51 1,497 SH   DFND 7,2,1 1,497 0 0
VIACOM INC NEW CL B 92553P201 36,601 1,084,150 SH   DFND 6,2,1 978,550 0 105,600
VIACOM INC NEW CL B 92553P201 6,779 200,800 SH   DFND 8,2,1 179,800 0 21,000
VICOR CORP COM 925815102 350 7,600 SH   DFND 6,2,1 4,600 0 3,000
VILLAGE SUPER MKT INC CL A NEW 927107409 918 33,761 SH   DFND 6,2,1 26,071 0 7,690
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 22 3,450 SH   DFND 2,1 3,450 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,251 200,495 SH   DFND 7,2,1 200,495 0 0
VISA INC COM CL A 92826C839 274 1,824 SH   DFND 2,1 1,824 0 0
VISA INC COM CL A 92826C839 64,891 432,344 SH   DFND 7,2,1 386,556 0 45,788
VISA INC COM CL A 92826C839 109,025 726,400 SH   DFND 6,2,1 269,200 0 457,200
VISA INC COM CL A 92826C839 107,923 719,057 SH   DFND 8,2,1 719,057 0 0
VIRTUSA CORP COM 92827P102 494 9,200 SH   DFND 6,2,1 9,200 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 3,122 153,392 SH   DFND 6,2,1 95,000 0 58,392
VISHAY PRECISION GROUP INC COM 92835K103 276 7,370 SH   DFND 6,2,1 3,200 0 4,170
VISTRA ENERGY CORP COM 92840M102 27 1,070 SH   DFND 7,2,1 1,070 0 0
VISTRA ENERGY CORP COM 92840M102 597 24,000 SH   DFND 6,2,1 13,200 0 10,800
VMWARE INC CL A COM 928563402 50 319 SH   DFND 7,2,1 319 0 0
VMWARE INC CL A COM 928563402 250 1,600 SH   DFND 8,2,1 1,600 0 0
VORNADO RLTY TR SH BEN INT 929042109 262 3,593 SH   DFND 7,2,1 3,593 0 0
VULCAN MATLS CO COM 929160109 64 575 SH   DFND 7,2,1 575 0 0
VULCAN MATLS CO COM 929160109 990 8,900 SH   DFND 6,2,1 0 0 8,900
WABTEC CORP COM 929740108 4,882 46,546 SH   DFND 7,2,1 46,546 0 0
WABTEC CORP COM 929740108 273 2,600 SH   DFND 6,2,1 0 0 2,600
WADDELL & REED FINL INC CL A 930059100 7,610 359,300 SH   DFND 6,2,1 241,800 0 117,500
WALMART INC COM 931142103 243 2,589 SH   DFND 2,1 2,589 0 0
WALMART INC COM 931142103 3,021 32,172 SH   DFND 7,2,1 5,366 0 26,806
WALMART INC COM 931142103 27,149 289,100 SH   DFND 6,2,1 158,900 0 130,200
WALMART INC COM 931142103 113 1,200 SH   DFND 8,2,1 1,200 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 906 12,430 SH   DFND 7,2,1 5,808 0 6,622
WALGREENS BOOTS ALLIANCE INC COM 931427108 27,272 374,100 SH   DFND 6,2,1 103,200 0 270,900
WALKER & DUNLOP INC COM 93148P102 6,658 125,900 SH   DFND 6,2,1 88,300 0 37,600
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 335 10,945 SH   DFND 7,2,1 10,945 0 0
WASTE CONNECTIONS INC COM 94106B101 93 1,166 SH   DFND 7,2,1 1,166 0 0
WASTE CONNECTIONS INC COM 94106B101 5,129 64,300 SH   DFND 6,2,1 0 0 64,300
WASTE MGMT INC DEL COM 94106L109 522 5,781 SH   DFND 2,1 5,781 0 0
WASTE MGMT INC DEL COM 94106L109 166 1,832 SH   DFND 7,2,1 1,832 0 0
WASTE MGMT INC DEL COM 94106L109 44,837 496,200 SH   DFND 6,2,1 107,700 0 388,500
WASTE MGMT INC DEL COM 94106L109 822 9,100 SH   DFND 8,2,1 9,100 0 0
WATERS CORP COM 941848103 65 336 SH   DFND 7,2,1 336 0 0
WATERS CORP COM 941848103 4,283 22,000 SH   DFND 6,2,1 0 0 22,000
WELBILT INC COM 949090104 5,347 256,059 SH   DFND 7,2,1 256,059 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,301 10,300 SH   DFND 6,2,1 10,300 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 160 500 SH   DFND 8,2,1 0 0 500
ANTHEM INC NOTE 2.750%10/1 94973VBG1 29,818 7,900,000 PRN   DFND 7,2,1 0 0 7,900,000
WELLS FARGO CO NEW COM 949746101 18,195 346,169 SH   DFND 7,2,1 182,623 0 163,546
WELLS FARGO CO NEW COM 949746101 14,415 274,250 SH   DFND 8,2,1 274,250 0 0
WELLTOWER INC COM 95040Q104 25,218 392,065 SH   DFND 7,2,1 392,065 0 0
WELLTOWER INC COM 95040Q104 90 1,400 SH   DFND 6,2,1 1,400 0 0
WELLTOWER INC COM 95040Q104 942 14,653 SH   DFND 8,2,1 14,653 0 0
WESCO INTL INC COM 95082P105 5,487 89,300 SH   DFND 6,2,1 63,600 0 25,700
WESTERN DIGITAL CORP COM 958102105 73 1,241 SH   DFND 7,2,1 1,241 0 0
WESTERN DIGITAL CORP COM 958102105 30,294 517,500 SH   DFND 6,2,1 479,900 0 37,600
WESTERN DIGITAL CORP COM 958102105 5,034 86,000 SH   DFND 8,2,1 86,000 0 0
WESTERN UN CO COM 959802109 36 1,898 SH   DFND 7,2,1 1,898 0 0
WESTERN UN CO COM 959802109 39,727 2,084,300 SH   DFND 6,2,1 1,643,700 0 440,600
WESTERN UN CO COM 959802109 4,994 262,000 SH   DFND 8,2,1 247,100 0 14,900
WEYCO GROUP INC COM 962149100 812 23,080 SH   DFND 6,2,1 14,100 0 8,980
WEYERHAEUSER CO COM 962166104 101 3,136 SH   DFND 7,2,1 3,136 0 0
WEYERHAEUSER CO COM 962166104 975 30,200 SH   DFND 6,2,1 5,100 0 25,100
WHEATON PRECIOUS METALS CORP COM 962879102 1,609 91,931 SH   DFND 7,2,1 91,931 0 0
WHIRLPOOL CORP COM 963320106 33 281 SH   DFND 7,2,1 281 0 0
WHIRLPOOL CORP COM 963320106 13,644 114,900 SH   DFND 6,2,1 100,906 0 13,994
WHIRLPOOL CORP COM 963320106 285 2,400 SH   DFND 8,2,1 2,400 0 0
WHITEHORSE FIN INC COM 96524V106 462 33,217 SH   DFND 6,2,1 26,417 0 6,800
WHITESTONE REIT COM 966084204 3,363 242,300 SH   DFND 6,2,1 166,800 0 75,500
WILLIAMS COS INC DEL COM 969457100 136 5,016 SH   DFND 7,2,1 5,016 0 0
WILLIAMS COS INC DEL COM 969457100 1,463 53,800 SH   DFND 6,2,1 26,200 0 27,600
WILLIAMS SONOMA INC COM 969904101 2,543 38,700 SH   DFND 6,2,1 24,600 0 14,100
WILLIAMS SONOMA INC COM 969904101 118 1,800 SH   DFND 8,2,1 0 0 1,800
WISDOMTREE TR FUTRE STRAT FD 97717W125 2,212 54,260 SH   DFND 5,4,2,1 54,260 0 0
WOLVERINE WORLD WIDE INC COM 978097103 512 13,100 SH   DFND 6,2,1 0 0 13,100
WORKDAY INC CL A 98138H101 10,984 75,240 SH   DFND 7,2,1 75,240 0 0
WORKDAY INC CL A 98138H101 8,321 57,000 SH   DFND 8,2,1 57,000 0 0
WORLD FUEL SVCS CORP COM 981475106 274 9,900 SH   DFND 6,2,1 0 0 9,900
WORLDPAY INC CL A 981558109 35,848 353,989 SH   DFND 7,2,1 353,989 0 0
WORLDPAY INC CL A 981558109 1,651 16,300 SH   DFND 6,2,1 7,900 0 8,400
WORLDPAY INC CL A 981558109 110,720 1,093,312 SH   DFND 8,2,1 1,093,312 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 3,826 39,550 SH   DFND 6,2,1 23,350 0 16,200
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,490 15,400 SH   DFND 8,2,1 9,400 0 6,000
WYNDHAM DESTINATIONS INC COM 98310W108 6 147 SH   DFND 7,2,1 147 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 13,585 313,300 SH   DFND 6,2,1 216,200 0 97,100
WYNDHAM DESTINATIONS INC COM 98310W108 1,487 34,300 SH   DFND 8,2,1 34,300 0 0
WYNN RESORTS LTD COM 983134107 50 393 SH   DFND 7,2,1 393 0 0
WYNN RESORTS LTD COM 983134107 305 2,400 SH   DFND 6,2,1 0 0 2,400
XO GROUP INC COM 983772104 858 24,882 SH   DFND 6,2,1 20,300 0 4,582
XPO LOGISTICS INC COM 983793100 41 362 SH   DFND 7,2,1 362 0 0
XPO LOGISTICS INC COM 983793100 8,357 73,200 SH   DFND 6,2,1 49,200 0 24,000
XPO LOGISTICS INC COM 983793100 20,454 179,158 SH   DFND 8,2,1 177,558 0 1,600
XCEL ENERGY INC COM 98389B100 219 4,646 SH   DFND 7,2,1 4,646 0 0
XCEL ENERGY INC COM 98389B100 37,683 798,200 SH   DFND 6,2,1 766,400 0 31,800
XCEL ENERGY INC COM 98389B100 3,994 84,600 SH   DFND 8,2,1 84,600 0 0
XILINX INC COM 983919101 1,745 21,771 SH   DFND 2,1 21,771 0 0
XILINX INC COM 983919101 86 1,069 SH   DFND 7,2,1 1,069 0 0
XILINX INC COM 983919101 3,752 46,800 SH   DFND 6,2,1 0 0 46,800
XILINX INC COM 983919101 89,025 1,110,449 SH   DFND 8,2,1 1,110,449 0 0
XENIA HOTELS & RESORTS INC COM 984017103 29 1,234 SH   DFND 7,2,1 1,234 0 0
XENIA HOTELS & RESORTS INC COM 984017103 6,563 276,900 SH   DFND 6,2,1 181,500 0 95,400
XENIA HOTELS & RESORTS INC COM 984017103 280 11,800 SH   DFND 8,2,1 0 0 11,800
XEROX CORP COM NEW 984121608 25 926 SH   DFND 7,2,1 926 0 0
XEROX CORP COM NEW 984121608 21,635 801,875 SH   DFND 6,2,1 647,525 0 154,350
XEROX CORP COM NEW 984121608 1,845 68,375 SH   DFND 8,2,1 62,675 0 5,700
XOMA CORP DEL COM NEW 98419J206 597 34,006 SH   DFND 6,2,1 20,206 0 13,800
XYLEM INC COM 98419M100 61 762 SH   DFND 7,2,1 762 0 0
XYLEM INC COM 98419M100 327 4,100 SH   DFND 6,2,1 4,100 0 0
XPERI CORP COM 98421B100 342 23,000 SH   DFND 6,2,1 15,200 0 7,800
YY INC ADS REPCOM CLA 98426T106 27 357 SH   DFND 2,1 357 0 0
YY INC ADS REPCOM CLA 98426T106 5,679 75,800 SH   DFND 6,2,1 3,200 0 72,600
YAHOO INC NOTE 12/0 984332AF3 27,829 21,900,000 PRN   DFND 7,2,1 20,700,000 0 1,200,000
YAMANA GOLD INC COM 98462Y100 82 32,787 SH   DFND 7,2,1 32,787 0 0
YEXT INC COM 98585N106 168 7,100 SH   DFND 6,2,1 7,100 0 0
YEXT INC COM 98585N106 9,008 380,068 SH   DFND 8,2,1 380,068 0 0
YUM BRANDS INC COM 988498101 137 1,503 SH   DFND 7,2,1 1,368 0 135
YUM BRANDS INC COM 988498101 16,137 177,500 SH   DFND 6,2,1 15,200 0 162,300
YUM BRANDS INC COM 988498101 218 2,400 SH   DFND 8,2,1 2,400 0 0
YUM CHINA HLDGS INC COM 98850P109 107 3,049 SH   DFND 2,1 3,049 0 0
YUM CHINA HLDGS INC COM 98850P109 59 1,669 SH   DFND 7,2,1 0 0 1,669
YUM CHINA HLDGS INC COM 98850P109 10,004 284,921 SH   DFND 8,2,1 186,463 0 98,458
ZAGG INC COM 98884U108 255 17,300 SH   DFND 6,2,1 10,600 0 6,700
ZENDESK INC COM 98936J101 1,917 27,000 SH   DFND 6,2,1 14,500 0 12,500
ZENDESK INC COM 98936J101 34,068 479,838 SH   DFND 8,2,1 479,838 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 110 838 SH   DFND 7,2,1 838 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,603 19,800 SH   DFND 6,2,1 1,300 0 18,500
ZIMMER BIOMET HLDGS INC COM 98956P102 12,080 91,887 SH   DFND 8,2,1 91,887 0 0
ZIONS BANCORPORATION COM 989701107 41 824 SH   DFND 7,2,1 824 0 0
ZIONS BANCORPORATION COM 989701107 6,189 123,410 SH   DFND 6,2,1 27,300 0 96,110
ZOETIS INC CL A 98978V103 4,594 50,170 SH   DFND 7,2,1 50,170 0 0
ZOETIS INC CL A 98978V103 23,275 254,200 SH   DFND 6,2,1 66,200 0 188,000
ZOETIS INC CL A 98978V103 2,723 29,741 SH   DFND 8,2,1 29,741 0 0
ZUMIEZ INC COM 989817101 2,785 105,700 SH   DFND 6,2,1 71,900 0 33,800
ZYNGA INC CL A 98986T108 11,163 2,783,800 SH   DFND 6,2,1 1,943,800 0 840,000
EURONAV NV ANTWERPEN SHS B38564108 2,007 230,742 SH   DFND 7,2,1 230,742 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 519 45,718 SH   DFND 7,2,1 41,449 0 4,269
DEUTSCHE BANK AG NAMEN AKT D18190898 1,756 154,600 SH   DFND 6,2,1 150,600 0 4,000
DEUTSCHE BANK AG NAMEN AKT D18190898 20 1,800 SH   DFND 8,2,1 1,800 0 0
ALKERMES PLC SHS G01767105 28 671 SH   DFND 7,2,1 671 0 0
ALKERMES PLC SHS G01767105 12,193 287,304 SH   DFND 8,2,1 287,304 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 36 403 SH   DFND 7,2,1 403 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 2,998 33,100 SH   DFND 6,2,1 0 0 33,100
ALLERGAN PLC SHS G0177J108 373 1,956 SH   DFND 7,2,1 1,370 0 586
ALLERGAN PLC SHS G0177J108 7,657 40,200 SH   DFND 6,2,1 37,800 0 2,400
ALLERGAN PLC SHS G0177J108 68,728 360,816 SH   DFND 8,2,1 360,816 0 0
AMDOCS LTD SHS G02602103 12,939 196,100 SH   DFND 6,2,1 166,600 0 29,500
AMDOCS LTD SHS G02602103 3,787 57,400 SH   DFND 8,2,1 48,600 0 8,800
AMBARELLA INC SHS G037AX101 892 23,052 SH   DFND 2,1 23,052 0 0
AMBARELLA INC SHS G037AX101 44,875 1,160,159 SH   DFND 8,2,1 1,160,159 0 0
AON PLC SHS CL A G0408V102 160 1,039 SH   DFND 7,2,1 1,039 0 0
AON PLC SHS CL A G0408V102 42,792 278,270 SH   DFND 6,2,1 267,800 0 10,470
AON PLC SHS CL A G0408V102 6,275 40,806 SH   DFND 8,2,1 40,806 0 0
ARCH CAP GROUP LTD ORD G0450A105 52 1,731 SH   DFND 7,2,1 1,731 0 0
ARCH CAP GROUP LTD ORD G0450A105 346 11,600 SH   DFND 6,2,1 11,600 0 0
ASSURED GUARANTY LTD COM G0585R106 10,080 238,700 SH   DFND 6,2,1 169,100 0 69,600
ATLASSIAN CORP PLC CL A G06242104 1,519 15,800 SH   DFND 6,2,1 15,800 0 0
ATLASSIAN CORP PLC CL A G06242104 16,127 167,747 SH   DFND 8,2,1 167,747 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 20 352 SH   DFND 7,2,1 352 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 4,184 72,500 SH   DFND 6,2,1 48,700 0 23,800
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 523 3,072 SH   DFND 2,1 3,072 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,514 20,644 SH   DFND 7,2,1 20,130 0 514
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 61,698 362,500 SH   DFND 6,2,1 94,900 0 267,600
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,043 94,258 SH   DFND 8,2,1 91,658 0 2,600
MIMECAST LTD ORD SHS G14838109 7,371 176,000 SH   DFND 8,2,1 176,000 0 0
BUNGE LIMITED COM G16962105 43 624 SH   DFND 7,2,1 624 0 0
BUNGE LIMITED COM G16962105 474 6,900 SH   DFND 6,2,1 0 0 6,900
CREDICORP LTD COM G2519Y108 267 1,199 SH   DFND 7,2,1 1,199 0 0
CREDICORP LTD COM G2519Y108 67 300 SH   DFND 6,2,1 300 0 0
CREDICORP LTD COM G2519Y108 7,430 33,306 SH   DFND 8,2,1 19,561 0 13,745
COCA COLA EUROPEAN PARTNERS SHS G25839104 736 16,180 SH   DFND 7,2,1 16,180 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 4,906 107,900 SH   DFND 6,2,1 87,400 0 20,500
COCA COLA EUROPEAN PARTNERS SHS G25839104 937 20,600 SH   DFND 8,2,1 0 0 20,600
DELPHI TECHNOLOGIES PLC SHS G2709G107 4 116 SH   DFND 7,2,1 116 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 366 11,666 SH   DFND 6,2,1 0 0 11,666
EATON CORP PLC SHS G29183103 654 7,541 SH   DFND 7,2,1 3,864 0 3,677
EATON CORP PLC SHS G29183103 61,580 710,017 SH   DFND 6,2,1 584,067 0 125,950
EATON CORP PLC SHS G29183103 11,075 127,700 SH   DFND 8,2,1 114,700 0 13,000
ESSENT GROUP LTD COM G3198U102 3,204 72,400 SH   DFND 6,2,1 33,300 0 39,100
EVEREST RE GROUP LTD COM G3223R108 39 170 SH   DFND 7,2,1 170 0 0
EVEREST RE GROUP LTD COM G3223R108 320 1,400 SH   DFND 6,2,1 0 0 1,400
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 266 27,000 SH   DFND 6,2,1 13,400 0 13,600
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 2,298 185,296 SH   DFND 6,2,1 132,900 0 52,396
ICON PLC SHS G4705A100 7,380 48,000 SH   DFND 7,2,1 48,000 0 0
IHS MARKIT LTD SHS G47567105 92 1,709 SH   DFND 7,2,1 1,709 0 0
IHS MARKIT LTD SHS G47567105 2,088 38,700 SH   DFND 6,2,1 0 0 38,700
INGERSOLL-RAND PLC SHS G47791101 109 1,066 SH   DFND 7,2,1 1,066 0 0
INGERSOLL-RAND PLC SHS G47791101 8,481 82,900 SH   DFND 6,2,1 11,100 0 71,800
INGERSOLL-RAND PLC SHS G47791101 235 2,300 SH   DFND 8,2,1 2,300 0 0
INVESCO LTD SHS G491BT108 39 1,723 SH   DFND 7,2,1 1,723 0 0
INVESCO LTD SHS G491BT108 14,824 647,900 SH   DFND 6,2,1 618,300 0 29,600
INVESCO LTD SHS G491BT108 1,201 52,500 SH   DFND 8,2,1 52,500 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 47 281 SH   DFND 7,2,1 281 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 25,513 151,748 SH   DFND 8,2,1 151,748 0 0
JOHNSON CTLS INTL PLC SHS G51502105 2,886 82,464 SH   DFND 7,2,1 5,024 0 77,440
JOHNSON CTLS INTL PLC SHS G51502105 1,831 52,300 SH   DFND 6,2,1 23,800 0 28,500
JOHNSON CTLS INTL PLC SHS G51502105 105 3,000 SH   DFND 8,2,1 3,000 0 0
LIVANOVA PLC SHS G5509L101 545 4,400 SH   DFND 6,2,1 2,600 0 1,800
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 47 2,456 SH   DFND 7,2,1 2,456 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 25,739 1,333,610 SH   DFND 6,2,1 957,600 0 376,010
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 12,719 659,000 SH   DFND 8,2,1 631,800 0 27,200
MEDTRONIC PLC SHS G5960L103 12,835 130,477 SH   DFND 7,2,1 125,258 0 5,219
MEDTRONIC PLC SHS G5960L103 122,126 1,241,500 SH   DFND 6,2,1 912,300 0 329,200
MEDTRONIC PLC SHS G5960L103 42,316 430,171 SH   DFND 8,2,1 399,071 0 31,100
MICHAEL KORS HLDGS LTD SHS G60754101 43 630 SH   DFND 7,2,1 630 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 12,544 182,960 SH   DFND 6,2,1 165,400 0 17,560
APTIV PLC SHS G6095L109 1,474 17,566 SH   DFND 2,1 17,566 0 0
APTIV PLC SHS G6095L109 92 1,100 SH   DFND 7,2,1 1,100 0 0
APTIV PLC SHS G6095L109 4,195 50,000 SH   DFND 6,2,1 0 0 50,000
APTIV PLC SHS G6095L109 58,502 697,284 SH   DFND 8,2,1 697,284 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 152 13,100 SH   DFND 6,2,1 6,200 0 6,900
NABORS INDUSTRIES LTD SHS G6359F103 298 48,400 SH   DFND 6,2,1 0 0 48,400
NOBLE CORP PLC SHS USD G65431101 266 37,800 SH   DFND 6,2,1 0 0 37,800
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 49 860 SH   DFND 7,2,1 860 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 477 8,300 SH   DFND 6,2,1 0 0 8,300
NOVOCURE LTD ORD SHS G6674U108 833 15,900 SH   DFND 6,2,1 15,900 0 0
NVENT ELECTRIC PLC SHS G6700G107 7 244 SH   DFND 7,2,1 244 0 0
NVENT ELECTRIC PLC SHS G6700G107 196 7,200 SH   DFND 6,2,1 0 0 7,200
PAGSEGURO DIGITAL LTD COM CL A G68707101 25,183 910,113 SH   DFND 7,2,1 910,113 0 0
PROTHENA CORP PLC SHS G72800108 359 27,460 SH   DFND 6,2,1 24,281 0 3,179
ROWAN COMPANIES PLC SHS CL A G7665A101 331 17,600 SH   DFND 6,2,1 0 0 17,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 55 1,162 SH   DFND 7,2,1 1,162 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 21,336 450,600 SH   DFND 6,2,1 425,000 0 25,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,619 34,200 SH   DFND 8,2,1 34,200 0 0
PENTAIR PLC SHS G7S00T104 32 734 SH   DFND 7,2,1 734 0 0
PENTAIR PLC SHS G7S00T104 221 5,100 SH   DFND 6,2,1 0 0 5,100
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 36 717 SH   DFND 7,2,1 717 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 2,017 40,700 SH   DFND 6,2,1 20,100 0 20,600
STERIS PLC SHS USD G84720104 858 7,500 SH   DFND 8,2,1 7,500 0 0
TECHNIPFMC PLC COM G87110105 13,136 420,366 SH   DFND 2,1 420,366 0 0
TECHNIPFMC PLC COM G87110105 128,199 4,102,379 SH   DFND 7,2,1 1,106,513 0 2,995,866
TECHNIPFMC PLC COM G87110105 16 500 SH   DFND 6,2,1 0 0 500
TRAVELPORT WORLDWIDE LTD SHS G9019D104 9,279 550,000 SH   DFND 6,2,1 356,000 0 194,000
TRAVELPORT WORLDWIDE LTD SHS G9019D104 233 13,800 SH   DFND 8,2,1 0 0 13,800
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 58 15,200 SH   DFND 6,2,1 15,200 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 76 541 SH   DFND 7,2,1 541 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 916 6,500 SH   DFND 6,2,1 5,700 0 800
CHUBB LIMITED COM H1467J104 543 4,065 SH   DFND 7,2,1 2,459 0 1,606
CHUBB LIMITED COM H1467J104 8,072 60,400 SH   DFND 6,2,1 54,900 0 5,500
CHUBB LIMITED COM H1467J104 160 1,200 SH   DFND 8,2,1 1,200 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 226 5,100 SH   DFND 6,2,1 5,100 0 0
GARMIN LTD SHS H2906T109 36 520 SH   DFND 7,2,1 520 0 0
GARMIN LTD SHS H2906T109 5,058 72,200 SH   DFND 6,2,1 8,300 0 63,900
UBS GROUP AG SHS H42097107 153 9,698 SH   DFND 2,1 9,698 0 0
UBS GROUP AG SHS H42097107 71,594 4,551,425 SH   DFND 7,2,1 4,263,916 0 287,509
UBS GROUP AG SHS H42097107 14,775 939,300 SH   DFND 6,2,1 846,400 0 92,900
UBS GROUP AG SHS H42097107 54,400 3,458,378 SH   DFND 8,2,1 367,500 0 3,090,878
LOGITECH INTL S A SHS H50430232 5,158 115,345 SH   DFND 7,2,1 115,345 0 0
LOGITECH INTL S A SHS H50430232 67 1,500 SH   DFND 6,2,1 1,500 0 0
OBSEVA SA COM H5861P103 6,626 367,500 SH   DFND 8,2,1 367,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,647 18,727 SH   DFND 2,1 18,727 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,535 51,579 SH   DFND 7,2,1 51,579 0 0
TE CONNECTIVITY LTD REG SHS H84989104 211 2,400 SH   DFND 6,2,1 2,400 0 0
TE CONNECTIVITY LTD REG SHS H84989104 78,327 890,787 SH   DFND 8,2,1 890,787 0 0
GLOBANT S A COM L44385109 336 5,696 SH   DFND 7,2,1 1,096 0 4,600
GLOBANT S A COM L44385109 15,102 256,016 SH   DFND 8,2,1 256,016 0 0
ORION ENGINEERED CARBONS S A COM L72967109 353 11,000 SH   DFND 6,2,1 6,400 0 4,600
CHECK POINT SOFTWARE TECH LT ORD M22465104 21,941 186,466 SH   DFND 7,2,1 186,466 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,931 50,400 SH   DFND 6,2,1 0 0 50,400
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,403 37,416 SH   DFND 8,2,1 37,416 0 0
CYBERARK SOFTWARE LTD SHS M2682V108 2,074 25,974 SH   DFND 7,2,1 25,974 0 0
ELBIT SYS LTD ORD M3760D101 891 7,100 SH   DFND 6,2,1 0 0 7,100
FOAMIX PHARMACEUTICALS LTD SHS M46135105 7,846 1,369,341 SH   DFND 8,2,1 1,369,341 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 5,142 70,000 SH   DFND 8,2,1 70,000 0 0
ISRAEL CHEMICALS LTD SHS M5920A109 181 30,000 SH   DFND 6,2,1 30,000 0 0
ORBOTECH LTD ORD M75253100 6,533 109,912 SH   DFND 7,2,1 109,912 0 0
RADWARE LTD ORD M81873107 9,265 350,000 SH   DFND 8,2,1 350,000 0 0
AERCAP HOLDINGS NV SHS N00985106 354 6,160 SH   DFND 7,2,1 6,160 0 0
AERCAP HOLDINGS NV SHS N00985106 420 7,300 SH   DFND 6,2,1 0 0 7,300
AERCAP HOLDINGS NV SHS N00985106 35,662 620,000 SH   DFND 9,2,1 620,000 0 0
CIMPRESS N V SHS EURO N20146101 1,876 13,735 SH   DFND 7,2,1 13,735 0 0
CNH INDL N V SHS N20944109 180,092 14,995,152 SH   DFND 7,2,1 14,668,985 0 326,167
CORE LABORATORIES N V COM N22717107 5,120 44,205 SH   DFND 7,2,1 44,205 0 0
FERRARI N V COM N3167Y103 54,640 399,093 SH   DFND 7,2,1 182,599 0 216,494
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 28,561 1,631,153 SH   DFND 7,2,1 1,592,226 0 38,927
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,443 82,400 SH   DFND 6,2,1 55,400 0 27,000
INFLARX NV COM N44821101 4,450 129,650 SH   DFND 8,2,1 129,650 0 0
INTERXION HOLDING N.V SHS N47279109 3,201 47,556 SH   DFND 7,2,1 47,556 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6,132 59,814 SH   DFND 7,2,1 16,156 0 43,658
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 63,013 614,700 SH   DFND 6,2,1 449,700 0 165,000
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 21,759 212,258 SH   DFND 8,2,1 198,158 0 14,100
MYLAN N V SHS EURO N59465109 75 2,054 SH   DFND 7,2,1 2,054 0 0
MYLAN N V SHS EURO N59465109 805 22,000 SH   DFND 6,2,1 0 0 22,000
NXP SEMICONDUCTORS N V COM N6596X109 1,218 14,244 SH   DFND 7,2,1 14,244 0 0
NXP SEMICONDUCTORS N V COM N6596X109 316 3,700 SH   DFND 6,2,1 3,700 0 0
QIAGEN NV SHS NEW N72482123 812 21,440 SH   DFND 7,2,1 21,440 0 0
QIAGEN NV SHS NEW N72482123 15,409 406,778 SH   DFND 8,2,1 406,778 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 1,383 47,669 SH   DFND 2,1 47,669 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 72,548 2,499,927 SH   DFND 8,2,1 2,499,927 0 0
YANDEX N V SHS CLASS A N97284108 7,539 229,214 SH   DFND 8,2,1 155,662 0 73,552
COPA HOLDINGS SA CL A P31076105 9,393 117,645 SH   DFND 8,2,1 76,005 0 41,640
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 94 725 SH   DFND 7,2,1 725 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,016 38,600 SH   DFND 6,2,1 4,500 0 34,100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 32,428 249,563 SH   DFND 8,2,1 249,563 0 0