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 531 11,663 SH   DFND 7,2,1 11,663 0 0
AFLAC INC COM 001055102 1,645 36,100 SH   DFND 6,2,1 28,300 0 7,800
AGCO CORP COM 001084102 785 14,100 SH   DFND 6,2,1 9,600 0 4,500
AES CORP COM 00130H105 40 2,766 SH   DFND 7,2,1 2,766 0 0
AES CORP COM 00130H105 5,621 388,700 SH   DFND 6,2,1 353,400 0 35,300
AES CORP COM 00130H105 1,657 114,600 SH   DFND 8,2,1 114,600 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,328 87,400 SH   DFND 6,2,1 63,700 0 23,700
AMC NETWORKS INC CL A 00164V103 8,731 159,100 SH   DFND 6,2,1 104,100 0 55,000
AMC ENTMT HLDGS INC CL A COM 00165C104 221 18,000 SH   DFND 6,2,1 10,700 0 7,300
AMN HEALTHCARE SERVICES INC COM 001744101 1,705 30,100 SH   DFND 6,2,1 17,200 0 12,900
ANGI HOMESERVICES INC COM CL A 00183L102 1,798 111,897 SH   DFND 6,2,1 111,897 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 448 27,907 SH   DFND 8,2,1 27,907 0 0
AT&T INC COM 00206R102 574 20,105 SH   DFND 2,1 20,105 0 0
AT&T INC COM 00206R102 11,461 401,590 SH   DFND 7,2,1 252,525 0 149,065
AT&T INC COM 00206R102 56,974 1,996,278 SH   DFND 6,2,1 1,316,288 0 679,990
AT&T INC COM 00206R102 3,371 118,100 SH   DFND 8,2,1 118,100 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 189 50,375 SH   DFND 7,2,1 28,750 0 21,625
AU OPTRONICS CORP SPONSORED ADR 002255107 147 37,194 SH   DFND 7,2,1 0 0 37,194
ABBOTT LABS COM 002824100 1,938 26,793 SH   DFND 7,2,1 7,012 0 19,781
ABBOTT LABS COM 002824100 15,385 212,700 SH   DFND 6,2,1 181,000 0 31,700
ABBVIE INC COM 00287Y109 14,259 154,666 SH   DFND 7,2,1 69,750 0 84,916
ABBVIE INC COM 00287Y109 49,156 533,200 SH   DFND 6,2,1 196,500 0 336,700
ABBVIE INC COM 00287Y109 8,937 96,946 SH   DFND 8,2,1 92,646 0 4,300
ABERCROMBIE & FITCH CO CL A 002896207 1,544 77,000 SH   DFND 6,2,1 60,800 0 16,200
ABIOMED INC COM 003654100 41 125 SH   DFND 7,2,1 125 0 0
ABIOMED INC COM 003654100 30,812 94,793 SH   DFND 6,2,1 84,793 0 10,000
ABIOMED INC COM 003654100 4,876 15,000 SH   DFND 8,2,1 15,000 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 305 102,454 SH   DFND 6,2,1 49,000 0 53,454
ACADIA HEALTHCARE COMPANY IN COM 00404A109 581 22,600 SH   DFND 6,2,1 22,600 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,675 196,739 SH   DFND 7,2,1 196,739 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 5,461 474,872 SH   DFND 8,2,1 474,872 0 0
ACCELERON PHARMA INC COM 00434H108 2,993 68,735 SH   DFND 8,2,1 68,735 0 0
ACHAOGEN INC COM 004449104 1,111 903,425 SH   DFND 8,2,1 903,425 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,849 1,162,627 SH   DFND 8,2,1 1,162,627 0 0
ACI WORLDWIDE INC COM 004498101 831 30,040 SH   DFND 7,2,1 30,040 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 2,823 381,948 SH   DFND 8,2,1 381,948 0 0
ACORDA THERAPEUTICS INC COM 00484M106 421 27,000 SH   DFND 6,2,1 15,500 0 11,500
ACTIVISION BLIZZARD INC COM 00507V109 6,748 144,890 SH   DFND 7,2,1 139,293 0 5,597
ACTIVISION BLIZZARD INC COM 00507V109 5,514 118,400 SH   DFND 6,2,1 90,100 0 28,300
ACTIVISION BLIZZARD INC COM 00507V109 25,644 550,652 SH   DFND 8,2,1 550,652 0 0
ACTUANT CORP CL A NEW 00508X203 1,555 74,100 SH   DFND 6,2,1 30,200 0 43,900
ACUSHNET HOLDINGS CORP COM 005098108 242 11,500 SH   DFND 6,2,1 11,500 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,588 185,977 SH   DFND 8,2,1 185,977 0 0
ADOBE INC COM 00724F101 503 2,224 SH   DFND 2,1 2,224 0 0
ADOBE INC COM 00724F101 17,049 75,360 SH   DFND 7,2,1 37,797 0 37,563
ADOBE INC COM 00724F101 99,410 439,400 SH   DFND 6,2,1 301,300 0 138,100
ADOBE INC COM 00724F101 60,287 266,474 SH   DFND 8,2,1 259,774 0 6,700
ADTALEM GLOBAL ED INC COM 00737L103 883 18,668 SH   DFND 8,2,1 17,568 0 1,100
ADTRAN INC COM 00738A106 424 39,500 SH   DFND 6,2,1 35,000 0 4,500
ADURO BIOTECH INC COM 00739L101 358 135,656 SH   DFND 6,2,1 100,056 0 35,600
ADVANCE AUTO PARTS INC COM 00751Y106 1,036 6,581 SH   DFND 7,2,1 6,581 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 362 2,300 SH   DFND 6,2,1 0 0 2,300
ADVANCE AUTO PARTS INC COM 00751Y106 79 500 SH   DFND 8,2,1 0 0 500
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 508 48,132 SH   DFND 6,2,1 15,500 0 32,632
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 533 169,053 SH   DFND 6,2,1 102,660 0 66,393
ADVANCED MICRO DEVICES INC COM 007903107 143 7,745 SH   DFND 2,1 7,745 0 0
ADVANCED MICRO DEVICES INC COM 007903107 66 3,595 SH   DFND 7,2,1 3,595 0 0
ADVANCED MICRO DEVICES INC COM 007903107 231 12,500 SH   DFND 6,2,1 0 0 12,500
AEROVIRONMENT INC COM 008073108 2,093 30,800 SH   DFND 6,2,1 18,200 0 12,600
AFFILIATED MANAGERS GROUP COM 008252108 22 227 SH   DFND 7,2,1 227 0 0
AFFILIATED MANAGERS GROUP COM 008252108 438 4,500 SH   DFND 6,2,1 0 0 4,500
AFFILIATED MANAGERS GROUP COM 008252108 945 9,700 SH   DFND 8,2,1 9,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,352 20,046 SH   DFND 7,2,1 20,046 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 47 700 SH   DFND 6,2,1 0 0 700
AGNICO EAGLE MINES LTD COM 008474108 1,919 47,489 SH   DFND 7,2,1 47,489 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 10,506 227,853 SH   DFND 8,2,1 227,853 0 0
AGEX THERAPEUTICS INC COM 00848H108 363 121,258 SH   DFND 8,2,1 121,258 0 0
AIR PRODS & CHEMS INC COM 009158106 196 1,226 SH   DFND 7,2,1 1,082 0 144
AIR PRODS & CHEMS INC COM 009158106 800 5,000 SH   DFND 6,2,1 2,400 0 2,600
AKAMAI TECHNOLOGIES INC COM 00971T101 41 678 SH   DFND 7,2,1 678 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 13,053 213,700 SH   DFND 6,2,1 208,400 0 5,300
AKAMAI TECHNOLOGIES INC COM 00971T101 1,099 18,000 SH   DFND 8,2,1 18,000 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 656 64,000 SH   DFND 6,2,1 45,900 0 18,100
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 6,604 57,306 SH   DFND 7,2,1 57,306 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,250 28,200 SH   DFND 6,2,1 6,200 0 22,000
ALEXION PHARMACEUTICALS INC COM 015351109 233 2,392 SH   DFND 7,2,1 943 0 1,449
ALEXION PHARMACEUTICALS INC COM 015351109 253 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 70,134 720,356 SH   DFND 8,2,1 720,356 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,392 10,156 SH   DFND 2,1 10,156 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 59,117 431,293 SH   DFND 7,2,1 397,663 0 33,630
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 120,772 881,100 SH   DFND 6,2,1 101,000 0 780,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 65,148 475,290 SH   DFND 8,2,1 458,276 0 17,014
ALIGN TECHNOLOGY INC COM 016255101 66 316 SH   DFND 7,2,1 316 0 0
ALIGN TECHNOLOGY INC COM 016255101 440 2,100 SH   DFND 6,2,1 0 0 2,100
ALIGN TECHNOLOGY INC COM 016255101 14,451 69,000 SH   DFND 8,2,1 67,700 0 1,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 31 207 SH   DFND 7,2,1 207 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 21,958 146,306 SH   DFND 8,2,1 146,306 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 15,008 100,000 SH   DFND 9,2,1 100,000 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 6,050 627,600 SH   DFND 6,2,1 427,500 0 200,100
ALLSTATE CORP COM 020002101 584 7,065 SH   DFND 7,2,1 7,065 0 0
ALLSTATE CORP COM 020002101 2,305 27,900 SH   DFND 6,2,1 24,400 0 3,500
ALLY FINL INC COM 02005N100 127 5,610 SH   DFND 7,2,1 5,610 0 0
ALLY FINL INC COM 02005N100 7,127 314,500 SH   DFND 6,2,1 28,000 0 286,500
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 28 387 SH   DFND 7,2,1 387 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 11,922 163,513 SH   DFND 8,2,1 163,513 0 0
ALPHABET INC CAP STK CL C 02079K107 669 646 SH   DFND 2,1 646 0 0
ALPHABET INC CAP STK CL C 02079K107 13,299 12,842 SH   DFND 7,2,1 3,636 0 9,206
ALPHABET INC CAP STK CL C 02079K107 302,698 292,290 SH   DFND 8,2,1 292,290 0 0
ALPHABET INC CAP STK CL A 02079K305 25,750 24,642 SH   DFND 7,2,1 18,761 0 5,881
ALPHABET INC CAP STK CL A 02079K305 152,742 146,170 SH   DFND 6,2,1 112,640 0 33,530
ALPHABET INC CAP STK CL A 02079K305 21,957 21,012 SH   DFND 8,2,1 20,072 0 940
ALTICE USA INC CL A 02156K103 434 26,297 SH   DFND 7,2,1 26,297 0 0
ALTRA INDL MOTION CORP COM 02208R106 749 29,800 SH   DFND 6,2,1 22,100 0 7,700
ALTRIA GROUP INC COM 02209S103 1,486 30,087 SH   DFND 7,2,1 15,511 0 14,576
AMAZON COM INC COM 023135106 807 537 SH   DFND 2,1 537 0 0
AMAZON COM INC COM 023135106 47,680 31,745 SH   DFND 7,2,1 25,753 0 5,992
AMAZON COM INC COM 023135106 200,813 133,700 SH   DFND 6,2,1 118,300 0 15,400
AMAZON COM INC COM 023135106 236,506 157,464 SH   DFND 8,2,1 156,864 0 600
AMBEV SA SPONSORED ADR 02319V103 271 69,116 SH   DFND 7,2,1 21,200 0 47,916
AMEDISYS INC COM 023436108 12,835 109,601 SH   DFND 6,2,1 76,901 0 32,700
AMEDISYS INC COM 023436108 703 6,000 SH   DFND 8,2,1 4,600 0 1,400
AMEREN CORP COM 023608102 303 4,643 SH   DFND 7,2,1 4,643 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 290 9,047 SH   DFND 7,2,1 9,047 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,027 24,824 SH   DFND 7,2,1 24,824 0 0
AMERICAN ELEC PWR INC COM 025537101 399 5,338 SH   DFND 7,2,1 5,338 0 0
AMERICAN ELEC PWR INC COM 025537101 4,185 56,000 SH   DFND 6,2,1 52,800 0 3,200
AMERICAN EXPRESS CO COM 025816109 23,900 250,731 SH   DFND 7,2,1 249,933 0 798
AMERICAN EXPRESS CO COM 025816109 77,123 809,100 SH   DFND 6,2,1 578,000 0 231,100
AMERICAN EXPRESS CO COM 025816109 29,535 309,850 SH   DFND 8,2,1 303,450 0 6,400
AMERICAN HOMES 4 RENT CL A 02665T306 36,395 1,833,502 SH   DFND 7,2,1 1,833,502 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 199 5,052 SH   DFND 7,2,1 3,644 0 1,408
AMERICAN INTL GROUP INC COM NEW 026874784 16,757 425,200 SH   DFND 6,2,1 402,100 0 23,100
AMERICAN INTL GROUP INC COM NEW 026874784 820 20,800 SH   DFND 8,2,1 20,800 0 0
AMERICAN NATL INS CO COM 028591105 1,929 15,160 SH   DFND 6,2,1 11,151 0 4,009
AMERICAN TOWER CORP NEW COM 03027X100 188 1,187 SH   DFND 2,1 1,187 0 0
AMERICAN TOWER CORP NEW COM 03027X100 25,324 160,085 SH   DFND 7,2,1 99,160 0 60,925
AMERICAN TOWER CORP NEW COM 03027X100 9,349 59,100 SH   DFND 6,2,1 57,900 0 1,200
AMERICAN TOWER CORP NEW COM 03027X100 37,011 233,963 SH   DFND 8,2,1 233,963 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,608 39,745 SH   DFND 7,2,1 39,745 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 20,278 223,400 SH   DFND 6,2,1 18,500 0 204,900
AMERICOLD RLTY TR COM 03064D108 1,379 54,000 SH   DFND 7,2,1 54,000 0 0
AMERISOURCEBERGEN CORP COM 03073E105 134 1,796 SH   DFND 7,2,1 1,796 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,107 55,200 SH   DFND 6,2,1 3,900 0 51,300
AMERIPRISE FINL INC COM 03076C106 283 2,712 SH   DFND 7,2,1 2,712 0 0
AMERIPRISE FINL INC COM 03076C106 41,998 402,400 SH   DFND 6,2,1 282,300 0 120,100
AMERIPRISE FINL INC COM 03076C106 5,563 53,300 SH   DFND 8,2,1 47,900 0 5,400
AMGEN INC COM 031162100 436 2,241 SH   DFND 2,1 2,241 0 0
AMGEN INC COM 031162100 16,392 84,204 SH   DFND 7,2,1 57,535 0 26,669
AMGEN INC COM 031162100 29,923 153,710 SH   DFND 6,2,1 94,100 0 59,610
AMGEN INC COM 031162100 29,087 149,417 SH   DFND 8,2,1 147,917 0 1,500
AMICUS THERAPEUTICS INC COM 03152W109 11,675 1,218,691 SH   DFND 8,2,1 1,218,691 0 0
AMPHENOL CORP NEW CL A 032095101 483 5,956 SH   DFND 7,2,1 5,956 0 0
AMPHENOL CORP NEW CL A 032095101 17,371 214,400 SH   DFND 6,2,1 12,800 0 201,600
ANADARKO PETE CORP COM 032511107 2,751 62,758 SH   DFND 7,2,1 40,519 0 22,239
ANADARKO PETE CORP COM 032511107 193 4,400 SH   DFND 6,2,1 3,100 0 1,300
ANADARKO PETE CORP COM 032511107 1,491 34,000 SH   DFND 8,2,1 34,000 0 0
ANALOG DEVICES INC COM 032654105 133 1,545 SH   DFND 7,2,1 1,545 0 0
ANALOG DEVICES INC COM 032654105 918 10,700 SH   DFND 6,2,1 2,200 0 8,500
ANAPTYSBIO INC COM 032724106 5,065 79,408 SH   DFND 8,2,1 79,408 0 0
ANGIODYNAMICS INC COM 03475V101 3,402 169,000 SH   DFND 6,2,1 119,000 0 50,000
ANSYS INC COM 03662Q105 151 1,057 SH   DFND 7,2,1 1,057 0 0
ANSYS INC COM 03662Q105 2,030 14,200 SH   DFND 6,2,1 1,600 0 12,600
ANSYS INC COM 03662Q105 63,806 446,383 SH   DFND 8,2,1 446,383 0 0
ANTHEM INC COM 036752103 834 3,174 SH   DFND 7,2,1 2,333 0 841
ANTHEM INC COM 036752103 56,728 216,000 SH   DFND 6,2,1 115,600 0 100,400
ANTHEM INC COM 036752103 28,038 106,760 SH   DFND 8,2,1 104,360 0 2,400
APACHE CORP COM 037411105 1,121 42,706 SH   DFND 7,2,1 42,706 0 0
APACHE CORP COM 037411105 6,114 232,900 SH   DFND 6,2,1 221,100 0 11,800
APPLE INC COM 037833100 193 1,226 SH   DFND 2,1 1,226 0 0
APPLE INC COM 037833100 37,174 235,665 SH   DFND 7,2,1 97,255 0 138,410
APPLE INC COM 037833100 192,017 1,217,300 SH   DFND 6,2,1 895,800 0 321,500
APPLE INC COM 037833100 230,921 1,463,937 SH   DFND 8,2,1 1,463,937 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 34 2,414 SH   DFND 7,2,1 2,414 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 7,452 522,600 SH   DFND 6,2,1 393,100 0 129,500
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,199 84,100 SH   DFND 8,2,1 73,200 0 10,900
APPLIED MATLS INC COM 038222105 135 4,127 SH   DFND 7,2,1 4,127 0 0
APPLIED MATLS INC COM 038222105 1,817 55,500 SH   DFND 6,2,1 15,900 0 39,600
ARAMARK COM 03852U106 30 1,041 SH   DFND 7,2,1 1,041 0 0
ARAMARK COM 03852U106 2,486 85,800 SH   DFND 6,2,1 83,200 0 2,600
ARAMARK COM 03852U106 290 10,000 SH   DFND 8,2,1 0 0 10,000
ARCHER DANIELS MIDLAND CO COM 039483102 97 2,379 SH   DFND 7,2,1 2,379 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 13,254 323,500 SH   DFND 6,2,1 172,200 0 151,300
ARCHER DANIELS MIDLAND CO COM 039483102 1,389 33,900 SH   DFND 8,2,1 11,200 0 22,700
ARCHROCK INC COM 03957W106 1,655 221,000 SH   DFND 6,2,1 131,600 0 89,400
ARCONIC INC COM 03965L100 341 20,224 SH   DFND 7,2,1 1,829 0 18,395
ARCONIC INC COM 03965L100 23,736 1,407,800 SH   DFND 6,2,1 1,273,500 0 134,300
ARCONIC INC COM 03965L100 2,866 170,000 SH   DFND 8,2,1 170,000 0 0
ARGENX SE SPONSORED ADR 04016X101 10,367 107,906 SH   DFND 8,2,1 107,906 0 0
ARISTA NETWORKS INC COM 040413106 44 208 SH   DFND 7,2,1 208 0 0
ARISTA NETWORKS INC COM 040413106 611 2,900 SH   DFND 6,2,1 0 0 2,900
ARISTA NETWORKS INC COM 040413106 5,576 26,464 SH   DFND 8,2,1 26,464 0 0
ARRAY BIOPHARMA INC COM 04269X105 6,576 461,486 SH   DFND 8,2,1 461,486 0 0
ARROW ELECTRS INC COM 042735100 25 365 SH   DFND 7,2,1 365 0 0
ARROW ELECTRS INC COM 042735100 1,572 22,800 SH   DFND 6,2,1 0 0 22,800
ARROW ELECTRS INC COM 042735100 131 1,900 SH   DFND 8,2,1 0 0 1,900
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 681 54,800 SH   DFND 6,2,1 49,400 0 5,400
ARTESIAN RESOURCES CORP CL A 043113208 241 6,910 SH   DFND 6,2,1 5,705 0 1,205
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,480 67,200 SH   DFND 6,2,1 42,800 0 24,400
ASPEN TECHNOLOGY INC COM 045327103 41,565 505,778 SH   DFND 8,2,1 505,778 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 3,942 174,262 SH   DFND 8,2,1 174,262 0 0
ASSURANT INC COM 04621X108 22 249 SH   DFND 7,2,1 249 0 0
ASSURANT INC COM 04621X108 689 7,700 SH   DFND 6,2,1 7,400 0 300
ATMOS ENERGY CORP COM 049560105 221 2,383 SH   DFND 7,2,1 2,383 0 0
ATMOS ENERGY CORP COM 049560105 13,778 148,600 SH   DFND 6,2,1 13,500 0 135,100
AUDENTES THERAPEUTICS INC COM 05070R104 2,094 98,239 SH   DFND 8,2,1 98,239 0 0
AUTODESK INC COM 052769106 111 861 SH   DFND 7,2,1 861 0 0
AUTODESK INC COM 052769106 347 2,700 SH   DFND 6,2,1 2,000 0 700
AUTODESK INC COM 052769106 89,620 696,837 SH   DFND 8,2,1 696,837 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 982 7,490 SH   DFND 7,2,1 7,490 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 96,334 734,700 SH   DFND 6,2,1 390,000 0 344,700
AUTOMATIC DATA PROCESSING IN COM 053015103 5,481 41,800 SH   DFND 8,2,1 41,800 0 0
AUTOZONE INC COM 053332102 176 210 SH   DFND 7,2,1 210 0 0
AUTOZONE INC COM 053332102 10,144 12,100 SH   DFND 6,2,1 800 0 11,300
AUTOZONE INC COM 053332102 84 100 SH   DFND 8,2,1 0 0 100
AVALONBAY CMNTYS INC COM 053484101 29,680 170,526 SH   DFND 7,2,1 170,526 0 0
AVALONBAY CMNTYS INC COM 053484101 9,068 52,100 SH   DFND 6,2,1 11,700 0 40,400
AVERY DENNISON CORP COM 053611109 34 374 SH   DFND 7,2,1 374 0 0
AVERY DENNISON CORP COM 053611109 17,876 199,000 SH   DFND 6,2,1 163,800 0 35,200
AVERY DENNISON CORP COM 053611109 341 3,800 SH   DFND 8,2,1 3,800 0 0
AVID TECHNOLOGY INC COM 05367P100 445 93,700 SH   DFND 6,2,1 33,400 0 60,300
AVNET INC COM 053807103 14,174 392,633 SH   DFND 6,2,1 288,933 0 103,700
AVNET INC COM 053807103 791 21,900 SH   DFND 8,2,1 21,900 0 0
AVON PRODS INC COM 054303102 33 21,600 SH   DFND 6,2,1 0 0 21,600
AXON ENTERPRISE INC COM 05464C101 5,094 116,423 SH   DFND 6,2,1 79,923 0 36,500
AXOS FINL INC COM 05465C100 559 22,200 SH   DFND 6,2,1 18,700 0 3,500
BB&T CORP COM 054937107 409 9,444 SH   DFND 7,2,1 9,444 0 0
BB&T CORP COM 054937107 35,999 831,000 SH   DFND 6,2,1 361,300 0 469,700
BB&T CORP COM 054937107 1,685 38,900 SH   DFND 8,2,1 24,500 0 14,400
BCE INC COM NEW 05534B760 273 6,901 SH   DFND 7,2,1 6,901 0 0
BCE INC COM NEW 05534B760 9,286 234,900 SH   DFND 6,2,1 57,200 0 177,700
BMC STK HLDGS INC COM 05591B109 181 11,700 SH   DFND 6,2,1 11,700 0 0
BAIDU INC SPON ADR REP A 056752108 389 2,450 SH   DFND 2,1 2,450 0 0
BAIDU INC SPON ADR REP A 056752108 3,569 22,505 SH   DFND 7,2,1 9,465 0 13,040
BAIDU INC SPON ADR REP A 056752108 31,530 198,800 SH   DFND 6,2,1 25,100 0 173,700
BAIDU INC SPON ADR REP A 056752108 93,992 592,638 SH   DFND 8,2,1 583,920 0 8,718
BAIDU INC SPON ADR REP A 056752108 27,755 175,000 SH   DFND 9,2,1 175,000 0 0
BAKER HUGHES A GE CO CL A 05722G100 41 1,913 SH   DFND 7,2,1 1,913 0 0
BAKER HUGHES A GE CO CL A 05722G100 2,058 95,700 SH   DFND 6,2,1 65,400 0 30,300
BALL CORP COM 058498106 65 1,406 SH   DFND 7,2,1 1,406 0 0
BALL CORP COM 058498106 515 11,200 SH   DFND 6,2,1 0 0 11,200
BALL CORP COM 058498106 2,511 54,600 SH   DFND 8,2,1 54,600 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,219 123,236 SH   DFND 7,2,1 26,950 0 96,286
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 112 10,037 SH   DFND 7,2,1 0 0 10,037
BANK AMER CORP COM 060505104 8,620 349,835 SH   DFND 7,2,1 105,001 0 244,834
BANK AMER CORP COM 060505104 64,542 2,619,400 SH   DFND 6,2,1 2,125,100 0 494,300
BANK AMER CORP COM 060505104 9,870 400,558 SH   DFND 8,2,1 400,558 0 0
BANK HAWAII CORP COM 062540109 3,673 54,566 SH   DFND 7,2,1 54,566 0 0
BANK MONTREAL QUE COM 063671101 732 11,204 SH   DFND 7,2,1 11,204 0 0
BANK MONTREAL QUE COM 063671101 28,780 440,400 SH   DFND 6,2,1 55,900 0 384,500
BANK MONTREAL QUE COM 063671101 732 11,200 SH   DFND 8,2,1 0 0 11,200
BANK NEW YORK MELLON CORP COM 064058100 603 12,801 SH   DFND 7,2,1 12,247 0 554
BANK NEW YORK MELLON CORP COM 064058100 32,747 695,700 SH   DFND 6,2,1 160,800 0 534,900
BANK NEW YORK MELLON CORP COM 064058100 937 19,900 SH   DFND 8,2,1 0 0 19,900
BANK N S HALIFAX COM 064149107 747 14,981 SH   DFND 7,2,1 14,285 0 696
BANK N S HALIFAX COM 064149107 21,389 428,900 SH   DFND 6,2,1 46,300 0 382,600
BANK OZK COM 06417N103 2,850 124,852 SH   DFND 8,2,1 124,852 0 0
BARRICK GOLD CORP COM 067901108 3,173 234,324 SH   DFND 7,2,1 234,324 0 0
BAUSCH HEALTH COS INC COM 071734107 813 44,016 SH   DFND 7,2,1 20,962 0 23,054
BAXTER INTL INC COM 071813109 728 11,054 SH   DFND 7,2,1 6,985 0 4,069
BAXTER INTL INC COM 071813109 15,534 236,000 SH   DFND 6,2,1 20,600 0 215,400
BEACON ROOFING SUPPLY INC COM 073685109 4,470 140,912 SH   DFND 7,2,1 140,912 0 0
BECTON DICKINSON & CO COM 075887109 27,747 123,146 SH   DFND 7,2,1 123,146 0 0
BECTON DICKINSON & CO COM 075887109 9,230 40,963 SH   DFND 6,2,1 25,204 0 15,759
BECTON DICKINSON & CO COM 075887109 94,859 420,996 SH   DFND 8,2,1 420,996 0 0
BEL FUSE INC CL B 077347300 618 33,528 SH   DFND 6,2,1 20,328 0 13,200
BELLICUM PHARMACEUTICALS INC COM 079481107 104 35,700 SH   DFND 6,2,1 25,300 0 10,400
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 687 3,366 SH   DFND 2,1 3,366 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,224 15,790 SH   DFND 7,2,1 14,294 0 1,496
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 76,384 374,100 SH   DFND 6,2,1 288,900 0 85,200
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,291 55,299 SH   DFND 8,2,1 55,299 0 0
BEST BUY INC COM 086516101 58 1,090 SH   DFND 7,2,1 1,090 0 0
BEST BUY INC COM 086516101 33,693 636,200 SH   DFND 6,2,1 518,600 0 117,600
BEST BUY INC COM 086516101 5,508 104,000 SH   DFND 8,2,1 100,000 0 4,000
BIG LOTS INC COM 089302103 5,145 177,900 SH   DFND 6,2,1 114,700 0 63,200
BIOMARIN PHARMACEUTICAL INC COM 09061G101 66 777 SH   DFND 7,2,1 777 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 31,029 364,400 SH   DFND 8,2,1 364,400 0 0
BIOGEN INC COM 09062X103 3,638 12,091 SH   DFND 7,2,1 3,787 0 8,304
BIOGEN INC COM 09062X103 10,683 35,500 SH   DFND 6,2,1 22,600 0 12,900
BIOGEN INC COM 09062X103 91,262 303,278 SH   DFND 8,2,1 303,236 0 42
BIOTIME INC COM 09066L105 1,107 1,212,600 SH   DFND 8,2,1 1,212,600 0 0
BIOTELEMETRY INC COM 090672106 3,846 64,400 SH   DFND 6,2,1 50,100 0 14,300
BJS RESTAURANTS INC COM 09180C106 3,196 63,200 SH   DFND 6,2,1 40,300 0 22,900
BLACKBAUD INC COM 09227Q100 3,794 60,311 SH   DFND 7,2,1 60,311 0 0
BLACKLINE INC COM 09239B109 4,126 100,757 SH   DFND 7,2,1 100,757 0 0
BLACKROCK INC COM 09247X101 17,762 45,216 SH   DFND 7,2,1 34,065 0 11,151
BLACKROCK INC COM 09247X101 24,669 62,800 SH   DFND 6,2,1 16,300 0 46,500
BLACKROCK INC COM 09247X101 3,487 8,876 SH   DFND 8,2,1 8,876 0 0
BLOCK H & R INC COM 093671105 23 900 SH   DFND 7,2,1 900 0 0
BLOCK H & R INC COM 093671105 2,075 81,800 SH   DFND 6,2,1 73,400 0 8,400
BLOCK H & R INC COM 093671105 360 14,200 SH   DFND 8,2,1 9,800 0 4,400
BLOOMIN BRANDS INC COM 094235108 6,977 390,000 SH   DFND 6,2,1 245,500 0 144,500
BLUELINX HLDGS INC COM NEW 09624H208 282 11,400 SH   DFND 6,2,1 2,200 0 9,200
BLUEPRINT MEDICINES CORP COM 09627Y109 1,639 30,404 SH   DFND 8,2,1 30,404 0 0
BOEING CO COM 097023105 583 1,807 SH   DFND 2,1 1,807 0 0
BOEING CO COM 097023105 19,301 59,847 SH   DFND 7,2,1 40,350 0 19,497
BOEING CO COM 097023105 84,785 262,900 SH   DFND 6,2,1 167,400 0 95,500
BOEING CO COM 097023105 7,998 24,800 SH   DFND 8,2,1 22,400 0 2,400
BONANZA CREEK ENERGY INC COM NEW 097793400 1,980 95,800 SH   DFND 6,2,1 68,100 0 27,700
BOOKING HLDGS INC COM 09857L108 11,303 6,562 SH   DFND 7,2,1 5,850 0 712
BOOKING HLDGS INC COM 09857L108 30,664 17,803 SH   DFND 6,2,1 15,303 0 2,500
BOOKING HLDGS INC COM 09857L108 50,622 29,390 SH   DFND 8,2,1 28,790 0 600
BORGWARNER INC COM 099724106 402 11,579 SH   DFND 7,2,1 11,579 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 326 30,800 SH   DFND 6,2,1 30,800 0 0
BOSTON PROPERTIES INC COM 101121101 21,296 189,218 SH   DFND 7,2,1 189,218 0 0
BOSTON SCIENTIFIC CORP COM 101137107 588 16,632 SH   DFND 7,2,1 9,232 0 7,400
BOSTON SCIENTIFIC CORP COM 101137107 6,524 184,600 SH   DFND 6,2,1 137,300 0 47,300
BOSTON SCIENTIFIC CORP COM 101137107 23,029 651,629 SH   DFND 8,2,1 651,629 0 0
BRIDGEPOINT ED INC COM 10807M105 528 75,349 SH   DFND 6,2,1 38,856 0 36,493
BRIGGS & STRATTON CORP COM 109043109 407 31,100 SH   DFND 6,2,1 16,600 0 14,500
BRIGHT HORIZONS FAM SOL IN D COM 109194100 9,527 85,485 SH   DFND 7,2,1 85,485 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 291 2,613 SH   DFND 8,2,1 2,613 0 0
BRINKER INTL INC COM 109641100 7,158 162,760 SH   DFND 6,2,1 103,600 0 59,160
BRINKER INTL INC COM 109641100 128 2,900 SH   DFND 8,2,1 0 0 2,900
BRISTOL MYERS SQUIBB CO COM 110122108 872 16,784 SH   DFND 7,2,1 6,479 0 10,305
BRISTOL MYERS SQUIBB CO COM 110122108 60,952 1,172,600 SH   DFND 6,2,1 1,073,100 0 99,500
BRISTOL MYERS SQUIBB CO COM 110122108 8,686 167,100 SH   DFND 8,2,1 161,400 0 5,700
BRIXMOR PPTY GROUP INC COM 11120U105 572 38,930 SH   DFND 7,2,1 38,930 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 7,192 489,600 SH   DFND 6,2,1 348,600 0 141,000
BRIXMOR PPTY GROUP INC COM 11120U105 1,136 77,300 SH   DFND 8,2,1 77,300 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 151 1,571 SH   DFND 7,2,1 1,571 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 8,999 93,500 SH   DFND 6,2,1 10,100 0 83,400
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 39 400 SH   DFND 8,2,1 400 0 0
BROADCOM INC COM 11135F101 713 2,804 SH   DFND 7,2,1 2,215 0 589
BROADCOM INC COM 11135F101 14,723 57,900 SH   DFND 6,2,1 48,200 0 9,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 219 5,698 SH   DFND 7,2,1 5,698 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 12,901 336,400 SH   DFND 6,2,1 37,900 0 298,500
BROOKFIELD PROPERTY REIT INC CL A 11282X103 819 50,883 SH   DFND 7,2,1 50,883 0 0
BROWN FORMAN CORP CL B 115637209 153 3,224 SH   DFND 7,2,1 3,224 0 0
BROWN FORMAN CORP CL B 115637209 8,045 169,075 SH   DFND 6,2,1 11,350 0 157,725
BRUKER CORP COM 116794108 6,686 224,600 SH   DFND 6,2,1 135,600 0 89,000
BRUKER CORP COM 116794108 262 8,800 SH   DFND 8,2,1 8,800 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 180 16,500 SH   DFND 6,2,1 0 0 16,500
BURLINGTON STORES INC COM 122017106 32 198 SH   DFND 7,2,1 198 0 0
BURLINGTON STORES INC COM 122017106 2,847 17,500 SH   DFND 6,2,1 1,800 0 15,700
BURLINGTON STORES INC COM 122017106 260 1,600 SH   DFND 8,2,1 0 0 1,600
CAE INC COM 124765108 7 400 SH   DFND 7,2,1 400 0 0
CAE INC COM 124765108 1,510 82,300 SH   DFND 6,2,1 18,500 0 63,800
CBS CORP NEW CL B 124857202 43 975 SH   DFND 7,2,1 975 0 0
CBS CORP NEW CL B 124857202 36,021 823,900 SH   DFND 6,2,1 691,800 0 132,100
CBS CORP NEW CL B 124857202 7,236 165,500 SH   DFND 8,2,1 153,900 0 11,600
CBRE GROUP INC CL A 12504L109 229 5,715 SH   DFND 7,2,1 5,715 0 0
CBRE GROUP INC CL A 12504L109 9,353 233,600 SH   DFND 6,2,1 14,800 0 218,800
CBRE GROUP INC CL A 12504L109 376 9,400 SH   DFND 8,2,1 0 0 9,400
CDW CORP COM 12514G108 264 3,262 SH   DFND 7,2,1 3,262 0 0
CDW CORP COM 12514G108 8,235 101,600 SH   DFND 6,2,1 2,800 0 98,800
CDW CORP COM 12514G108 592 7,300 SH   DFND 8,2,1 0 0 7,300
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 50 595 SH   DFND 7,2,1 595 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,045 60,000 SH   DFND 6,2,1 20,300 0 39,700
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 345 4,100 SH   DFND 8,2,1 700 0 3,400
CIGNA CORP NEW COM 125523100 983 5,175 SH   DFND 7,2,1 2,334 0 2,841
CIGNA CORP NEW COM 125523100 17,296 91,071 SH   DFND 6,2,1 48,394 0 42,677
CIGNA CORP NEW COM 125523100 21,526 113,344 SH   DFND 8,2,1 112,644 0 700
CIT GROUP INC COM NEW 125581801 20 527 SH   DFND 7,2,1 527 0 0
CIT GROUP INC COM NEW 125581801 1,350 35,273 SH   DFND 6,2,1 15,473 0 19,800
CME GROUP INC COM CL A 12572Q105 844 4,488 SH   DFND 2,1 4,488 0 0
CME GROUP INC COM CL A 12572Q105 926 4,920 SH   DFND 7,2,1 4,741 0 179
CME GROUP INC COM CL A 12572Q105 37,398 198,800 SH   DFND 6,2,1 47,700 0 151,100
CMS ENERGY CORP COM 125896100 253 5,098 SH   DFND 7,2,1 5,098 0 0
CMS ENERGY CORP COM 125896100 13,271 267,300 SH   DFND 6,2,1 3,500 0 263,800
CNA FINL CORP COM 126117100 2,856 64,699 SH   DFND 6,2,1 64,699 0 0
CNA FINL CORP COM 126117100 892 20,206 SH   DFND 8,2,1 20,206 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 1,195 80,748 SH   DFND 7,2,1 19,300 0 61,448
CSG SYS INTL INC COM 126349109 5,058 159,200 SH   DFND 6,2,1 101,600 0 57,600
CSX CORP COM 126408103 379 6,107 SH   DFND 2,1 6,107 0 0
CSX CORP COM 126408103 426 6,854 SH   DFND 7,2,1 3,781 0 3,073
CSX CORP COM 126408103 11,637 187,300 SH   DFND 6,2,1 92,800 0 94,500
CSX CORP COM 126408103 553 8,900 SH   DFND 8,2,1 0 0 8,900
CTI BIOPHARMA CORP COM NEW 12648L601 20 27,400 SH   DFND 6,2,1 0 0 27,400
CNX RESOURCES CORPORATION COM 12653C108 217 19,034 SH   DFND 6,2,1 15,134 0 3,900
CVS HEALTH CORP COM 126650100 1,083 16,528 SH   DFND 7,2,1 9,330 0 7,198
CVS HEALTH CORP COM 126650100 19,232 293,524 SH   DFND 6,2,1 171,265 0 122,259
CVS HEALTH CORP COM 126650100 18,901 288,480 SH   DFND 8,2,1 288,480 0 0
CABOT CORP COM 127055101 2,697 62,811 SH   DFND 6,2,1 16,945 0 45,866
CABOT OIL & GAS CORP COM 127097103 262 11,740 SH   DFND 7,2,1 11,740 0 0
CACI INTL INC CL A 127190304 8,944 62,100 SH   DFND 6,2,1 36,800 0 25,300
CACI INTL INC CL A 127190304 706 4,900 SH   DFND 8,2,1 4,900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 52 1,199 SH   DFND 7,2,1 1,199 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 5,983 137,600 SH   DFND 6,2,1 10,600 0 127,000
CADENCE DESIGN SYSTEM INC COM 127387108 85,676 1,970,461 SH   DFND 8,2,1 1,966,661 0 3,800
CALERES INC COM 129500104 2,041 73,321 SH   DFND 6,2,1 44,221 0 29,100
CAMBREX CORP COM 132011107 521 13,800 SH   DFND 6,2,1 8,900 0 4,900
CAMPBELL SOUP CO COM 134429109 25 749 SH   DFND 7,2,1 749 0 0
CAMPBELL SOUP CO COM 134429109 1,386 42,000 SH   DFND 6,2,1 7,400 0 34,600
CANADA GOOSE HOLDINGS INC SHS SUB VTG 135086106 450 10,300 SH   DFND 6,2,1 10,300 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 531 7,130 SH   DFND 7,2,1 7,130 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 31,240 419,100 SH   DFND 6,2,1 177,200 0 241,900
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,153 69,127 SH   DFND 8,2,1 56,027 0 13,100
CANADIAN NATL RY CO COM 136375102 2,041 27,546 SH   DFND 7,2,1 13,507 0 14,039
CANADIAN NATL RY CO COM 136375102 28,592 385,800 SH   DFND 6,2,1 59,000 0 326,800
CANADIAN NATL RY CO COM 136375102 556 7,500 SH   DFND 8,2,1 0 0 7,500
CANADIAN NAT RES LTD COM 136385101 956 39,606 SH   DFND 7,2,1 29,060 0 10,546
CANADIAN NAT RES LTD COM 136385101 1,110 46,000 SH   DFND 6,2,1 29,800 0 16,200
CANADIAN PAC RY LTD COM 13645T100 55 309 SH   DFND 7,2,1 309 0 0
CANADIAN PAC RY LTD COM 13645T100 7,584 42,700 SH   DFND 6,2,1 3,100 0 39,600
CANADIAN PAC RY LTD COM 13645T100 551 3,100 SH   DFND 8,2,1 0 0 3,100
CAPITAL ONE FINL CORP COM 14040H105 1,766 23,357 SH   DFND 7,2,1 1,970 0 21,387
CAPITAL ONE FINL CORP COM 14040H105 33,834 447,600 SH   DFND 6,2,1 395,700 0 51,900
CAPITAL ONE FINL CORP COM 14040H105 3,424 45,300 SH   DFND 8,2,1 28,200 0 17,100
CARBONITE INC COM 141337105 326 12,918 SH   DFND 6,2,1 8,318 0 4,600
CARDINAL HEALTH INC COM 14149Y108 59 1,334 SH   DFND 7,2,1 1,334 0 0
CARDINAL HEALTH INC COM 14149Y108 999 22,400 SH   DFND 6,2,1 0 0 22,400
CAREER EDUCATION CORP COM 141665109 781 68,400 SH   DFND 6,2,1 48,300 0 20,100
CARGURUS INC COM CL A 141788109 803 23,801 SH   DFND 6,2,1 23,801 0 0
CARGURUS INC COM CL A 141788109 503 14,900 SH   DFND 8,2,1 14,900 0 0
CARMAX INC COM 143130102 47 751 SH   DFND 7,2,1 751 0 0
CARMAX INC COM 143130102 884 14,100 SH   DFND 6,2,1 0 0 14,100
CARMAX INC COM 143130102 7,308 116,500 SH   DFND 8,2,1 116,500 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 39 783 SH   DFND 7,2,1 783 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 84 1,711 SH   DFND 7,2,1 1,711 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,326 26,900 SH   DFND 6,2,1 0 0 26,900
CARNIVAL CORP UNIT 99/99/9999 143658300 2,184 44,300 SH   DFND 6,2,1 2,900 0 41,400
CARNIVAL CORP UNIT 99/99/9999 143658300 3,550 72,000 SH   DFND 8,2,1 59,000 0 13,000
CARRIZO OIL & GAS INC COM 144577103 452 40,000 SH   DFND 6,2,1 21,400 0 18,600
CARTERS INC COM 146229109 2,865 35,100 SH   DFND 6,2,1 20,100 0 15,000
CATALENT INC COM 148806102 7,762 248,932 SH   DFND 8,2,1 248,932 0 0
CATALYST BIOSCIENCES INC COM NEW 14888D208 229 29,000 SH   DFND 6,2,1 17,300 0 11,700
CATERPILLAR INC DEL COM 149123101 546 4,298 SH   DFND 2,1 4,298 0 0
CATERPILLAR INC DEL COM 149123101 2,190 17,231 SH   DFND 7,2,1 16,120 0 1,111
CATERPILLAR INC DEL COM 149123101 13,380 105,300 SH   DFND 6,2,1 64,800 0 40,500
CATERPILLAR INC DEL COM 149123101 178 1,400 SH   DFND 8,2,1 0 0 1,400
CELANESE CORP DEL COM 150870103 1,133 12,594 SH   DFND 7,2,1 2,409 0 10,185
CELANESE CORP DEL COM 150870103 4,759 52,900 SH   DFND 6,2,1 4,400 0 48,500
CELANESE CORP DEL COM 150870103 414 4,600 SH   DFND 8,2,1 0 0 4,600
CELESTICA INC SUB VTG SHS 15101Q108 111 12,600 SH   DFND 6,2,1 0 0 12,600
CELGENE CORP COM 151020104 2,734 42,661 SH   DFND 7,2,1 18,217 0 24,444
CELGENE CORP COM 151020104 6,031 94,100 SH   DFND 6,2,1 82,300 0 11,800
CELGENE CORP COM 151020104 62,883 981,160 SH   DFND 8,2,1 973,860 0 7,300
CELLECTIS S A SPONSORED ADS 15117K103 2,765 166,068 SH   DFND 8,2,1 166,068 0 0
CENTENE CORP DEL COM 15135B101 95 821 SH   DFND 7,2,1 821 0 0
CENTENE CORP DEL COM 15135B101 2,686 23,300 SH   DFND 6,2,1 6,300 0 17,000
CENTENE CORP DEL COM 15135B101 11,249 97,560 SH   DFND 8,2,1 94,160 0 3,400
CENOVUS ENERGY INC COM 15135U109 162 23,065 SH   DFND 7,2,1 23,065 0 0
CENTERPOINT ENERGY INC COM 15189T107 262 9,284 SH   DFND 7,2,1 9,284 0 0
CENTERPOINT ENERGY INC COM 15189T107 18,152 643,000 SH   DFND 6,2,1 77,000 0 566,000
CENTRAL PAC FINL CORP COM NEW 154760409 314 12,900 SH   DFND 6,2,1 12,900 0 0
CENTURY CASINOS INC COM 156492100 183 24,770 SH   DFND 6,2,1 22,360 0 2,410
CENTURYLINK INC COM 156700106 60 3,987 SH   DFND 7,2,1 3,987 0 0
CENTURYLINK INC COM 156700106 3,247 214,300 SH   DFND 6,2,1 202,500 0 11,800
CERNER CORP COM 156782104 1,294 24,685 SH   DFND 7,2,1 24,685 0 0
CERNER CORP COM 156782104 5,391 102,800 SH   DFND 6,2,1 8,300 0 94,500
CERNER CORP COM 156782104 25,788 491,767 SH   DFND 8,2,1 491,767 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,582 5,552 SH   DFND 7,2,1 3,943 0 1,609
CHARTER COMMUNICATIONS INC N CL A 16119P108 6,953 24,400 SH   DFND 6,2,1 21,700 0 2,700
CHARTER COMMUNICATIONS INC N CL A 16119P108 42,746 150,000 SH   DFND 9,2,1 150,000 0 0
CHATHAM LODGING TR COM 16208T102 3,552 200,900 SH   DFND 6,2,1 129,200 0 71,700
CHENIERE ENERGY INC COM NEW 16411R208 362 6,120 SH   DFND 7,2,1 6,120 0 0
CHESAPEAKE ENERGY CORP COM 165167107 378 179,900 SH   DFND 6,2,1 45,500 0 134,400
CHESAPEAKE ENERGY CORP COM 165167107 226 107,400 SH   DFND 8,2,1 107,400 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 2,065 84,800 SH   DFND 6,2,1 69,200 0 15,600
CHEVRON CORP NEW COM 166764100 17,756 163,211 SH   DFND 7,2,1 127,592 0 35,619
CHEVRON CORP NEW COM 166764100 31,658 291,000 SH   DFND 6,2,1 242,300 0 48,700
CHEVRON CORP NEW COM 166764100 990 9,100 SH   DFND 8,2,1 9,100 0 0
CHICOS FAS INC COM 168615102 236 42,000 SH   DFND 6,2,1 17,600 0 24,400
CHIMERIX INC COM 16934W106 820 319,073 SH   DFND 6,2,1 178,073 0 141,000
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 21,638 22,150,000 PRN   DFND 7,2,1 20,500,000 0 1,650,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 47 108 SH   DFND 7,2,1 108 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 43 100 SH   DFND 6,2,1 0 0 100
CHIPOTLE MEXICAN GRILL INC COM 169656105 17,924 41,510 SH   DFND 8,2,1 41,510 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 573 16,000 SH   DFND 7,2,1 7,800 0 8,200
CHURCH & DWIGHT INC COM 171340102 397 6,040 SH   DFND 7,2,1 6,040 0 0
CHURCH & DWIGHT INC COM 171340102 17,124 260,400 SH   DFND 6,2,1 15,700 0 244,700
CINCINNATI FINL CORP COM 172062101 398 5,143 SH   DFND 7,2,1 5,143 0 0
CINCINNATI FINL CORP COM 172062101 542 7,000 SH   DFND 6,2,1 7,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 14,535 406,000 SH   DFND 6,2,1 275,900 0 130,100
CINEMARK HOLDINGS INC COM 17243V102 1,647 46,000 SH   DFND 8,2,1 40,700 0 5,300
CIRRUS LOGIC INC COM 172755100 909 27,400 SH   DFND 8,2,1 27,400 0 0
CISCO SYS INC COM 17275R102 11,710 270,246 SH   DFND 7,2,1 91,155 0 179,091
CISCO SYS INC COM 17275R102 54,098 1,248,500 SH   DFND 6,2,1 602,700 0 645,800
CISCO SYS INC COM 17275R102 139,180 3,212,098 SH   DFND 8,2,1 3,198,898 0 13,200
CINTAS CORP COM 172908105 417 2,483 SH   DFND 7,2,1 2,483 0 0
CINTAS CORP COM 172908105 8,971 53,400 SH   DFND 6,2,1 5,600 0 47,800
CITIGROUP INC COM NEW 172967424 39,179 752,570 SH   DFND 7,2,1 588,427 0 164,143
CITIGROUP INC COM NEW 172967424 15,982 307,000 SH   DFND 6,2,1 270,600 0 36,400
CITIZENS FINL GROUP INC COM 174610105 145 4,877 SH   DFND 7,2,1 4,877 0 0
CITIZENS FINL GROUP INC COM 174610105 6,918 232,700 SH   DFND 6,2,1 14,500 0 218,200
CITIZENS FINL GROUP INC COM 174610105 1,754 59,000 SH   DFND 8,2,1 45,500 0 13,500
CITRIX SYS INC COM 177376100 60 586 SH   DFND 7,2,1 586 0 0
CITRIX SYS INC COM 177376100 533 5,200 SH   DFND 6,2,1 900 0 4,300
CITRIX SYS INC COM 177376100 72 700 SH   DFND 8,2,1 0 0 700
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 5,679 4,000,000 PRN   DFND 7,2,1 0 0 4,000,000
CITY OFFICE REIT INC COM 178587101 131 12,800 SH   DFND 6,2,1 9,300 0 3,500
CLOROX CO DEL COM 189054109 483 3,135 SH   DFND 7,2,1 3,135 0 0
CLOROX CO DEL COM 189054109 61,224 397,200 SH   DFND 6,2,1 239,600 0 157,600
CLOROX CO DEL COM 189054109 7,029 45,600 SH   DFND 8,2,1 38,700 0 6,900
COCA COLA CO COM 191216100 684 14,450 SH   DFND 2,1 14,450 0 0
COCA COLA CO COM 191216100 16,188 341,877 SH   DFND 7,2,1 322,763 0 19,114
COCA COLA CO COM 191216100 85,524 1,806,200 SH   DFND 6,2,1 578,500 0 1,227,700
COCA COLA CO COM 191216100 303 6,400 SH   DFND 8,2,1 3,800 0 2,600
CODEXIS INC COM 192005106 374 22,400 SH   DFND 6,2,1 22,400 0 0
COGNEX CORP COM 192422103 2,669 69,020 SH   DFND 7,2,1 69,020 0 0
COGNEX CORP COM 192422103 81,467 2,106,725 SH   DFND 8,2,1 2,106,725 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 646 10,178 SH   DFND 7,2,1 6,909 0 3,269
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 17,476 275,300 SH   DFND 6,2,1 87,100 0 188,200
COHERUS BIOSCIENCES INC COM 19249H103 148 16,300 SH   DFND 6,2,1 13,600 0 2,700
COHERUS BIOSCIENCES INC COM 19249H103 384 42,479 SH   DFND 8,2,1 42,479 0 0
COLGATE PALMOLIVE CO COM 194162103 6,283 105,566 SH   DFND 7,2,1 10,763 0 94,803
COLGATE PALMOLIVE CO COM 194162103 71,626 1,203,400 SH   DFND 6,2,1 859,200 0 344,200
COLGATE PALMOLIVE CO COM 194162103 9,812 164,845 SH   DFND 8,2,1 156,945 0 7,900
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 3,726 67,700 SH   DFND 6,2,1 45,300 0 22,400
COMCAST CORP NEW CL A 20030N101 7,910 232,301 SH   DFND 7,2,1 153,900 0 78,401
COMCAST CORP NEW CL A 20030N101 44,180 1,297,500 SH   DFND 6,2,1 581,100 0 716,400
COMCAST CORP NEW CL A 20030N101 3,129 91,900 SH   DFND 8,2,1 91,900 0 0
COMERICA INC COM 200340107 51 738 SH   DFND 7,2,1 738 0 0
COMERICA INC COM 200340107 3,840 55,900 SH   DFND 6,2,1 0 0 55,900
COMERICA INC COM 200340107 137 2,000 SH   DFND 8,2,1 0 0 2,000
COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 0 304,623 SH   DFND 8,2,1 304,623 0 0
COMMUNITY TR BANCORP INC COM 204149108 269 6,800 SH   DFND 6,2,1 6,800 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 92 11,339 SH   DFND 7,2,1 0 0 11,339
COMPUTER PROGRAMS & SYS INC COM 205306103 118 4,714 SH   DFND 2,1 4,714 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 2,013 80,200 SH   DFND 6,2,1 51,400 0 28,800
CONAGRA BRANDS INC COM 205887102 42 1,945 SH   DFND 7,2,1 1,945 0 0
CONAGRA BRANDS INC COM 205887102 22,913 1,072,700 SH   DFND 6,2,1 898,200 0 174,500
CONAGRA BRANDS INC COM 205887102 3,415 159,900 SH   DFND 8,2,1 151,000 0 8,900
CONCHO RES INC COM 20605P101 529 5,143 SH   DFND 7,2,1 5,143 0 0
CONCHO RES INC COM 20605P101 19,003 184,871 SH   DFND 8,2,1 184,871 0 0
CONDUENT INC COM 206787103 7,808 734,500 SH   DFND 6,2,1 501,400 0 233,100
CONDUENT INC COM 206787103 765 72,000 SH   DFND 8,2,1 51,300 0 20,700
CONNS INC COM 208242107 828 43,900 SH   DFND 6,2,1 36,100 0 7,800
CONOCOPHILLIPS COM 20825C104 237 3,806 SH   DFND 2,1 3,806 0 0
CONOCOPHILLIPS COM 20825C104 8,433 135,258 SH   DFND 7,2,1 100,247 0 35,011
CONOCOPHILLIPS COM 20825C104 22,691 363,935 SH   DFND 6,2,1 352,035 0 11,900
CONOCOPHILLIPS COM 20825C104 4,533 72,700 SH   DFND 8,2,1 64,800 0 7,900
CONSOLIDATED EDISON INC COM 209115104 526 6,882 SH   DFND 7,2,1 6,882 0 0
CONSOLIDATED EDISON INC COM 209115104 22,609 295,700 SH   DFND 6,2,1 31,100 0 264,600
CONSTELLATION BRANDS INC CL A 21036P108 209 1,300 SH   DFND 7,2,1 1,300 0 0
CONSTELLATION BRANDS INC CL A 21036P108 10,260 63,800 SH   DFND 6,2,1 3,900 0 59,900
CONSTELLATION BRANDS INC CL A 21036P108 1,560 9,700 SH   DFND 8,2,1 9,700 0 0
CONTAINER STORE GROUP INC COM 210751103 213 44,600 SH   DFND 6,2,1 36,500 0 8,100
CONTRAFECT CORP COM 212326102 2,547 1,664,781 SH   DFND 8,2,1 1,664,781 0 0
COOPER COS INC COM NEW 216648402 52 203 SH   DFND 7,2,1 203 0 0
COOPER COS INC COM NEW 216648402 10,842 42,600 SH   DFND 8,2,1 42,600 0 0
COPART INC COM 217204106 27 564 SH   DFND 7,2,1 564 0 0
COPART INC COM 217204106 4,725 98,900 SH   DFND 6,2,1 4,900 0 94,000
CORCEPT THERAPEUTICS INC COM 218352102 178 13,300 SH   DFND 6,2,1 0 0 13,300
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 622 18,800 SH   DFND 6,2,1 17,700 0 1,100
CORELOGIC INC COM 21871D103 2,303 68,900 SH   DFND 6,2,1 66,100 0 2,800
CORECIVIC INC COM 21871N101 5,185 290,800 SH   DFND 6,2,1 199,300 0 91,500
CORECIVIC INC COM 21871N101 373 20,900 SH   DFND 8,2,1 20,900 0 0
CORNING INC COM 219350105 104 3,441 SH   DFND 7,2,1 3,441 0 0
CORNING INC COM 219350105 5,299 175,400 SH   DFND 6,2,1 7,300 0 168,100
COSTCO WHSL CORP NEW COM 22160K105 344 1,687 SH   DFND 2,1 1,687 0 0
COSTCO WHSL CORP NEW COM 22160K105 17,524 86,024 SH   DFND 7,2,1 84,998 0 1,026
COSTCO WHSL CORP NEW COM 22160K105 62,356 306,100 SH   DFND 6,2,1 88,400 0 217,700
COSTCO WHSL CORP NEW COM 22160K105 38,077 186,918 SH   DFND 8,2,1 179,818 0 7,100
COSTAR GROUP INC COM 22160N109 52 155 SH   DFND 7,2,1 155 0 0
COSTAR GROUP INC COM 22160N109 1,889 5,600 SH   DFND 6,2,1 0 0 5,600
COUPA SOFTWARE INC COM 22266L106 5,256 83,617 SH   DFND 6,2,1 47,017 0 36,600
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,247 7,800 SH   DFND 6,2,1 3,300 0 4,500
CRACKER BARREL OLD CTRY STOR COM 22410J106 96 600 SH   DFND 8,2,1 600 0 0
CRANE CO COM 224399105 7,752 107,400 SH   DFND 6,2,1 66,900 0 40,500
CRANE CO COM 224399105 36 500 SH   DFND 8,2,1 500 0 0
CRAWFORD & CO CL B 224633107 2,304 256,050 SH   DFND 6,2,1 144,274 0 111,776
CRAWFORD & CO CL A 224633206 157 17,670 SH   DFND 6,2,1 14,170 0 3,500
CREDIT ACCEP CORP MICH COM 225310101 10,804 28,300 SH   DFND 6,2,1 18,100 0 10,200
CREDIT ACCEP CORP MICH COM 225310101 115 300 SH   DFND 8,2,1 300 0 0
CREDIT ACCEP CORP MICH COM 225310101 49,010 128,380 SH   DFND 9,2,1 128,380 0 0
CRITEO S A SPONS ADS 226718104 1,161 51,102 SH   DFND 7,2,1 51,102 0 0
CROCS INC COM 227046109 4,780 184,000 SH   DFND 6,2,1 115,000 0 69,000
CROWN CASTLE INTL CORP NEW COM 22822V101 1,770 16,298 SH   DFND 7,2,1 15,578 0 720
CROWN CASTLE INTL CORP NEW COM 22822V101 5,638 51,900 SH   DFND 6,2,1 51,000 0 900
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 14,448 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 7,238 7,500,000 PRN   DFND 7,2,1 7,500,000 0 0
CUMMINS INC COM 231021106 148 1,106 SH   DFND 7,2,1 1,106 0 0
CUMMINS INC COM 231021106 21,736 162,647 SH   DFND 6,2,1 140,600 0 22,047
CUMMINS INC COM 231021106 1,149 8,600 SH   DFND 8,2,1 8,000 0 600
CURTISS WRIGHT CORP COM 231561101 2,012 19,700 SH   DFND 6,2,1 12,833 0 6,867
CYPRESS SEMICONDUCTOR CORP COM 232806109 53,045 4,170,234 SH   DFND 8,2,1 4,170,234 0 0
CYRUSONE INC COM 23283R100 8,482 160,406 SH   DFND 7,2,1 160,406 0 0
D R HORTON INC COM 23331A109 52 1,512 SH   DFND 7,2,1 1,512 0 0
D R HORTON INC COM 23331A109 2,426 70,000 SH   DFND 6,2,1 0 0 70,000
DXC TECHNOLOGY CO COM 23355L106 232 4,364 SH   DFND 7,2,1 1,195 0 3,169
DXC TECHNOLOGY CO COM 23355L106 353 6,635 SH   DFND 6,2,1 1,026 0 5,609
DXC TECHNOLOGY CO COM 23355L106 245 4,600 SH   DFND 8,2,1 0 0 4,600
DANAHER CORP DEL COM 235851102 924 8,959 SH   DFND 7,2,1 8,120 0 839
DANAHER CORP DEL COM 235851102 32,710 317,200 SH   DFND 6,2,1 96,700 0 220,500
DANAHER CORP DEL COM 235851102 21,685 210,285 SH   DFND 8,2,1 210,285 0 0
DARDEN RESTAURANTS INC COM 237194105 210 2,106 SH   DFND 7,2,1 2,106 0 0
DARDEN RESTAURANTS INC COM 237194105 38,726 387,800 SH   DFND 6,2,1 265,300 0 122,500
DARDEN RESTAURANTS INC COM 237194105 4,234 42,400 SH   DFND 8,2,1 38,500 0 3,900
DAVE & BUSTERS ENTMT INC COM 238337109 2,237 50,207 SH   DFND 6,2,1 39,207 0 11,000
DAVITA INC COM 23918K108 31 612 SH   DFND 7,2,1 612 0 0
DAVITA INC COM 23918K108 345 6,700 SH   DFND 6,2,1 0 0 6,700
DEAN FOODS CO NEW COM NEW 242370203 94 24,700 SH   DFND 6,2,1 0 0 24,700
DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,642 125,864 SH   DFND 8,2,1 125,864 0 0
DECKERS OUTDOOR CORP COM 243537107 12,360 96,600 SH   DFND 6,2,1 62,700 0 33,900
DECKERS OUTDOOR CORP COM 243537107 281 2,200 SH   DFND 8,2,1 2,200 0 0
DEERE & CO COM 244199105 791 5,305 SH   DFND 7,2,1 4,105 0 1,200
DEERE & CO COM 244199105 9,442 63,300 SH   DFND 6,2,1 32,700 0 30,600
DEERE & CO COM 244199105 3,009 20,172 SH   DFND 8,2,1 20,172 0 0
DELEK US HLDGS INC NEW COM 24665A103 2,263 69,600 SH   DFND 6,2,1 40,800 0 28,800
DELL TECHNOLOGIES INC CL C 24703L202 486 9,936 SH   DFND 6,2,1 0 0 9,936
DENBURY RES INC COM NEW 247916208 132 77,100 SH   DFND 6,2,1 15,400 0 61,700
DELUXE CORP COM 248019101 5,916 153,900 SH   DFND 6,2,1 104,900 0 49,000
DEVON ENERGY CORP NEW COM 25179M103 294 13,035 SH   DFND 7,2,1 13,035 0 0
DEVON ENERGY CORP NEW COM 25179M103 8,241 365,600 SH   DFND 6,2,1 348,900 0 16,700
DEVON ENERGY CORP NEW COM 25179M103 165 7,300 SH   DFND 8,2,1 7,300 0 0
DEXCOM INC COM 252131107 421 3,511 SH   DFND 7,2,1 811 0 2,700
DEXCOM INC COM 252131107 16,484 137,600 SH   DFND 6,2,1 89,200 0 48,400
DEXCOM INC COM 252131107 107,966 901,220 SH   DFND 8,2,1 901,220 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 21 2,292 SH   DFND 7,2,1 2,292 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,900 539,700 SH   DFND 6,2,1 342,900 0 196,800
DIAMONDBACK ENERGY INC COM 25278X109 1,345 14,504 SH   DFND 7,2,1 14,504 0 0
DIAMONDBACK ENERGY INC COM 25278X109 5,845 63,050 SH   DFND 8,2,1 63,050 0 0
DICKS SPORTING GOODS INC COM 253393102 8,780 281,400 SH   DFND 6,2,1 190,200 0 91,200
DICKS SPORTING GOODS INC COM 253393102 215 6,900 SH   DFND 8,2,1 6,900 0 0
DIGITAL RLTY TR INC COM 253868103 1,642 15,414 SH   DFND 7,2,1 15,414 0 0
DISNEY WALT CO COM DISNEY 254687106 638 5,820 SH   DFND 2,1 5,820 0 0
DISNEY WALT CO COM DISNEY 254687106 7,809 71,214 SH   DFND 7,2,1 31,683 0 39,531
DISNEY WALT CO COM DISNEY 254687106 54,167 494,000 SH   DFND 6,2,1 299,100 0 194,900
DISNEY WALT CO COM DISNEY 254687106 13,189 120,285 SH   DFND 8,2,1 120,285 0 0
DISCOVER FINL SVCS COM 254709108 81 1,379 SH   DFND 7,2,1 1,379 0 0
DISCOVER FINL SVCS COM 254709108 10,475 177,600 SH   DFND 6,2,1 10,700 0 166,900
DISCOVER FINL SVCS COM 254709108 790 13,400 SH   DFND 8,2,1 0 0 13,400
DR REDDYS LABS LTD ADR 256135203 750 19,884 SH   DFND 7,2,1 7,600 0 12,284
DOLBY LABORATORIES INC COM 25659T107 1,243 20,100 SH   DFND 8,2,1 20,100 0 0
DOLLAR GEN CORP NEW COM 256677105 4,050 37,468 SH   DFND 7,2,1 37,468 0 0
DOLLAR GEN CORP NEW COM 256677105 21,032 194,600 SH   DFND 6,2,1 11,600 0 183,000
DOLLAR GEN CORP NEW COM 256677105 465 4,300 SH   DFND 8,2,1 0 0 4,300
DOLLAR TREE INC COM 256746108 91 1,003 SH   DFND 7,2,1 1,003 0 0
DOLLAR TREE INC COM 256746108 163 1,800 SH   DFND 6,2,1 0 0 1,800
DOMINION ENERGY INC COM 25746U109 3,038 42,512 SH   DFND 7,2,1 39,956 0 2,556
DOMINION ENERGY INC COM 25746U109 6,196 86,700 SH   DFND 6,2,1 85,700 0 1,000
DOMINION ENERGY INC COM 25746U109 196 2,740 SH   DFND 8,2,1 2,740 0 0
DOMINOS PIZZA INC COM 25754A201 227 916 SH   DFND 2,1 916 0 0
DOMINOS PIZZA INC COM 25754A201 144 579 SH   DFND 7,2,1 579 0 0
DOMINOS PIZZA INC COM 25754A201 3,943 15,900 SH   DFND 6,2,1 600 0 15,300
DOMINOS PIZZA INC COM 25754A201 74 300 SH   DFND 8,2,1 0 0 300
DONNELLEY FINL SOLUTIONS INC COM 25787G100 2,542 181,200 SH   DFND 6,2,1 119,000 0 62,200
DOUGLAS EMMETT INC COM 25960P109 12,142 355,748 SH   DFND 7,2,1 355,748 0 0
DOVER CORP COM 260003108 45 637 SH   DFND 7,2,1 637 0 0
DOVER CORP COM 260003108 8,436 118,900 SH   DFND 6,2,1 105,400 0 13,500
DOVER CORP COM 260003108 561 7,900 SH   DFND 8,2,1 7,900 0 0
DOWDUPONT INC COM 26078J100 252 4,719 SH   DFND 2,1 4,719 0 0
DOWDUPONT INC COM 26078J100 11,978 223,964 SH   DFND 7,2,1 147,331 0 76,633
DOWDUPONT INC COM 26078J100 14,770 276,181 SH   DFND 6,2,1 249,520 0 26,661
DOWDUPONT INC COM 26078J100 11,785 220,368 SH   DFND 8,2,1 220,368 0 0
DROPBOX INC CL A 26210C104 12,066 590,582 SH   DFND 8,2,1 590,582 0 0
DUKE REALTY CORP COM NEW 264411505 11,003 424,830 SH   DFND 7,2,1 424,830 0 0
DUKE REALTY CORP COM NEW 264411505 2,663 102,800 SH   DFND 6,2,1 0 0 102,800
DUKE REALTY CORP COM NEW 264411505 1,961 75,731 SH   DFND 8,2,1 75,731 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,891 114,611 SH   DFND 7,2,1 69,951 0 44,660
DUKE ENERGY CORP NEW COM NEW 26441C204 15,008 173,900 SH   DFND 6,2,1 165,800 0 8,100
DUKE ENERGY CORP NEW COM NEW 26441C204 3,953 45,800 SH   DFND 8,2,1 45,800 0 0
EL POLLO LOCO HLDGS INC COM 268603107 196 12,900 SH   DFND 6,2,1 9,400 0 3,500
EOG RES INC COM 26875P101 13,318 152,710 SH   DFND 7,2,1 109,268 0 43,442
EOG RES INC COM 26875P101 5,459 62,600 SH   DFND 6,2,1 59,900 0 2,700
EOG RES INC COM 26875P101 31,398 360,023 SH   DFND 8,2,1 360,023 0 0
EPR PPTYS COM SH BEN INT 26884U109 45 709 SH   DFND 7,2,1 709 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,389 21,700 SH   DFND 6,2,1 12,500 0 9,200
E TRADE FINANCIAL CORP COM NEW 269246401 51 1,153 SH   DFND 7,2,1 1,153 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 619 14,100 SH   DFND 6,2,1 0 0 14,100
EAST WEST BANCORP INC COM 27579R104 28 639 SH   DFND 7,2,1 639 0 0
EAST WEST BANCORP INC COM 27579R104 348 8,000 SH   DFND 8,2,1 0 0 8,000
EASTERLY GOVT PPTYS INC COM 27616P103 503 32,100 SH   DFND 7,2,1 32,100 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 292 18,600 SH   DFND 6,2,1 13,500 0 5,100
EASTMAN CHEM CO COM 277432100 44 604 SH   DFND 7,2,1 604 0 0
EASTMAN CHEM CO COM 277432100 3,794 51,900 SH   DFND 6,2,1 39,500 0 12,400
EASTMAN CHEM CO COM 277432100 738 10,100 SH   DFND 8,2,1 7,800 0 2,300
EBAY INC COM 278642103 247 8,805 SH   DFND 7,2,1 3,726 0 5,079
EBAY INC COM 278642103 43,615 1,553,800 SH   DFND 6,2,1 1,379,500 0 174,300
EBAY INC COM 278642103 13,156 468,673 SH   DFND 8,2,1 440,973 0 27,700
EBIX INC COM NEW 278715206 615 14,450 SH   DFND 6,2,1 12,590 0 1,860
ECHO GLOBAL LOGISTICS INC COM 27875T101 931 45,771 SH   DFND 6,2,1 24,800 0 20,971
ECOLAB INC COM 278865100 9,194 62,394 SH   DFND 7,2,1 3,404 0 58,990
ECOLAB INC COM 278865100 53,768 364,900 SH   DFND 6,2,1 316,000 0 48,900
ECOLAB INC COM 278865100 35,040 237,802 SH   DFND 8,2,1 231,502 0 6,300
ECOPETROL S A SPONSORED ADS 279158109 262 16,500 SH   DFND 6,2,1 16,500 0 0
EDISON INTL COM 281020107 78 1,380 SH   DFND 7,2,1 1,380 0 0
EDISON INTL COM 281020107 3,173 55,900 SH   DFND 6,2,1 19,600 0 36,300
EDWARDS LIFESCIENCES CORP COM 28176E108 674 4,398 SH   DFND 7,2,1 2,798 0 1,600
EDWARDS LIFESCIENCES CORP COM 28176E108 10,829 70,700 SH   DFND 6,2,1 6,700 0 64,000
EDWARDS LIFESCIENCES CORP COM 28176E108 29,543 192,880 SH   DFND 8,2,1 191,580 0 1,300
ELDORADO RESORTS INC COM 28470R102 3,785 104,540 SH   DFND 6,2,1 64,100 0 40,440
ELECTRONIC ARTS INC COM 285512109 6,615 83,828 SH   DFND 7,2,1 83,828 0 0
ELECTRONIC ARTS INC COM 285512109 836 10,600 SH   DFND 6,2,1 2,000 0 8,600
ELECTRONIC ARTS INC COM 285512109 10,561 133,831 SH   DFND 8,2,1 133,831 0 0
EMCORE CORP COM NEW 290846203 326 77,507 SH   DFND 6,2,1 49,400 0 28,107
EMERSON ELEC CO COM 291011104 429 7,186 SH   DFND 7,2,1 6,162 0 1,024
EMERSON ELEC CO COM 291011104 53,013 887,249 SH   DFND 6,2,1 668,649 0 218,600
EMERSON ELEC CO COM 291011104 5,658 94,700 SH   DFND 8,2,1 90,400 0 4,300
ENCANA CORP COM 292505104 132 22,843 SH   DFND 7,2,1 22,843 0 0
ENBRIDGE INC COM 29250N105 4,047 130,204 SH   DFND 7,2,1 93,677 0 36,527
ENBRIDGE INC COM 29250N105 1,425 45,840 SH   DFND 6,2,1 31,500 0 14,340
ENANTA PHARMACEUTICALS INC COM 29251M106 234 3,300 SH   DFND 6,2,1 800 0 2,500
ENDAVA PLC ADS 29260V105 4,014 166,230 SH   DFND 8,2,1 166,230 0 0
ENDOLOGIX INC COM 29266S106 687 959,836 SH   DFND 8,2,1 959,836 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 1,217 183,015 SH   DFND 6,2,1 108,260 0 74,755
ENOVA INTL INC COM 29357K103 2,946 151,400 SH   DFND 6,2,1 101,000 0 50,400
ENTERGY CORP NEW COM 29364G103 259 3,007 SH   DFND 7,2,1 3,007 0 0
ENTERGY CORP NEW COM 29364G103 24,762 287,700 SH   DFND 6,2,1 194,200 0 93,500
ENTERGY CORP NEW COM 29364G103 1,282 14,900 SH   DFND 8,2,1 11,900 0 3,000
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,382 474,900 SH   DFND 6,2,1 369,800 0 105,100
ENVESTNET INC COM 29404K106 11,361 230,970 SH   DFND 7,2,1 230,970 0 0
ENVESTNET INC COM 29404K106 979 19,900 SH   DFND 8,2,1 19,900 0 0
EPIZYME INC COM 29428V104 415 67,400 SH   DFND 6,2,1 47,900 0 19,500
EQUINIX INC COM PAR $0.001 29444U700 8,468 24,019 SH   DFND 7,2,1 23,821 0 198
EQUINIX INC COM PAR $0.001 29444U700 141 400 SH   DFND 6,2,1 400 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 43 1,419 SH   DFND 7,2,1 1,419 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 459 15,300 SH   DFND 6,2,1 10,700 0 4,600
EQUITY RESIDENTIAL SH BEN INT 29476L107 668 10,127 SH   DFND 7,2,1 10,127 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 5,334 80,800 SH   DFND 6,2,1 14,900 0 65,900
ESSEX PPTY TR INC COM 297178105 416 1,698 SH   DFND 7,2,1 1,698 0 0
ESSEX PPTY TR INC COM 297178105 3,384 13,800 SH   DFND 6,2,1 2,800 0 11,000
ETSY INC COM 29786A106 11,793 247,900 SH   DFND 6,2,1 172,000 0 75,900
ETSY INC COM 29786A106 1,056 22,200 SH   DFND 8,2,1 22,200 0 0
EVERSOURCE ENERGY COM 30040W108 557 8,559 SH   DFND 7,2,1 8,559 0 0
EVERSOURCE ENERGY COM 30040W108 24,410 375,300 SH   DFND 6,2,1 39,800 0 335,500
EVERSOURCE ENERGY COM 30040W108 501 7,700 SH   DFND 8,2,1 0 0 7,700
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 106 11,032 SH   DFND 7,2,1 11,032 0 0
EXACT SCIENCES CORP COM 30063P105 5,452 86,400 SH   DFND 8,2,1 86,400 0 0
EXELON CORP COM 30161N101 3,575 79,269 SH   DFND 7,2,1 79,269 0 0
EXELON CORP COM 30161N101 24,038 533,000 SH   DFND 6,2,1 480,400 0 52,600
EXELON CORP COM 30161N101 2,846 63,100 SH   DFND 8,2,1 54,100 0 9,000
EXPEDIA GROUP INC COM NEW 30212P303 40 354 SH   DFND 7,2,1 354 0 0
EXPEDIA GROUP INC COM NEW 30212P303 270 2,400 SH   DFND 6,2,1 0 0 2,400
EXPEDIA GROUP INC COM NEW 30212P303 124 1,100 SH   DFND 8,2,1 0 0 1,100
EXPEDITORS INTL WASH INC COM 302130109 147 2,153 SH   DFND 7,2,1 2,153 0 0
EXPEDITORS INTL WASH INC COM 302130109 13,196 193,800 SH   DFND 6,2,1 19,000 0 174,800
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,679 301,900 SH   DFND 6,2,1 170,400 0 131,500
EXTRA SPACE STORAGE INC COM 30225T102 26,410 291,886 SH   DFND 7,2,1 291,886 0 0
EXTERRAN CORP COM 30227H106 2,578 145,650 SH   DFND 6,2,1 87,635 0 58,015
EZCORP INC CL A NON VTG 302301106 1,438 185,971 SH   DFND 6,2,1 140,300 0 45,671
EXXON MOBIL CORP COM 30231G102 4,364 64,000 SH   DFND 2,1 64,000 0 0
EXXON MOBIL CORP COM 30231G102 16,892 247,726 SH   DFND 7,2,1 241,290 0 6,436
EXXON MOBIL CORP COM 30231G102 98,869 1,449,900 SH   DFND 6,2,1 666,400 0 783,500
EXXON MOBIL CORP COM 30231G102 14,402 211,200 SH   DFND 8,2,1 208,500 0 2,700
FLIR SYS INC COM 302445101 3,260 74,880 SH   DFND 7,2,1 74,880 0 0
F M C CORP COM NEW 302491303 797 10,780 SH   DFND 7,2,1 10,780 0 0
FNB CORP PA COM 302520101 1,975 200,700 SH   DFND 6,2,1 106,000 0 94,700
FRP HLDGS INC COM 30292L107 212 4,605 SH   DFND 6,2,1 3,705 0 900
FTI CONSULTING INC COM 302941109 2,099 31,500 SH   DFND 6,2,1 26,500 0 5,000
FACEBOOK INC CL A 30303M102 23,122 176,380 SH   DFND 7,2,1 127,752 0 48,628
FACEBOOK INC CL A 30303M102 54,468 415,500 SH   DFND 6,2,1 357,900 0 57,600
FACEBOOK INC CL A 30303M102 87,729 669,227 SH   DFND 8,2,1 668,327 0 900
FASTENAL CO COM 311900104 246 4,713 SH   DFND 7,2,1 4,713 0 0
FASTENAL CO COM 311900104 9,548 182,600 SH   DFND 6,2,1 13,300 0 169,300
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 184 1,560 SH   DFND 7,2,1 1,560 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 2,774 23,500 SH   DFND 6,2,1 2,300 0 21,200
FEDERATED INVS INC PA CL B 314211103 1,195 45,000 SH   DFND 6,2,1 10,900 0 34,100
FEDEX CORP COM 31428X106 1,020 6,324 SH   DFND 7,2,1 1,879 0 4,445
FEDEX CORP COM 31428X106 13,116 81,300 SH   DFND 6,2,1 30,500 0 50,800
FEDEX CORP COM 31428X106 5,503 34,111 SH   DFND 8,2,1 34,111 0 0
F5 NETWORKS INC COM 315616102 142 875 SH   DFND 7,2,1 875 0 0
F5 NETWORKS INC COM 315616102 20,805 128,400 SH   DFND 6,2,1 93,500 0 34,900
F5 NETWORKS INC COM 315616102 1,296 8,000 SH   DFND 8,2,1 5,300 0 2,700
FIDELITY NATL INFORMATION SV COM 31620M106 510 4,976 SH   DFND 7,2,1 4,976 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 17,300 168,700 SH   DFND 6,2,1 12,000 0 156,700
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 26 827 SH   DFND 7,2,1 827 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 7,288 231,801 SH   DFND 6,2,1 181,601 0 50,200
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,754 55,800 SH   DFND 8,2,1 55,800 0 0
FIFTH THIRD BANCORP COM 316773100 70 2,960 SH   DFND 7,2,1 2,960 0 0
FIFTH THIRD BANCORP COM 316773100 1,581 67,200 SH   DFND 6,2,1 0 0 67,200
FINANCIAL INSTNS INC COM 317585404 216 8,400 SH   DFND 6,2,1 8,400 0 0
FIRST BANCORP P R COM NEW 318672706 1,348 156,800 SH   DFND 6,2,1 112,200 0 44,600
FIRST HORIZON NATL CORP COM 320517105 1,644 124,900 SH   DFND 6,2,1 64,000 0 60,900
FIRST REP BK SAN FRANCISCO C COM 33616C100 62 709 SH   DFND 7,2,1 709 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 634 7,300 SH   DFND 6,2,1 0 0 7,300
FISERV INC COM 337738108 678 9,220 SH   DFND 7,2,1 9,220 0 0
FISERV INC COM 337738108 25,097 341,500 SH   DFND 6,2,1 26,900 0 314,600
FISERV INC COM 337738108 147 2,000 SH   DFND 8,2,1 0 0 2,000
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,053 39,900 SH   DFND 6,2,1 28,100 0 11,800
FIRSTENERGY CORP COM 337932107 51 1,349 SH   DFND 7,2,1 1,349 0 0
FIRSTENERGY CORP COM 337932107 195 5,200 SH   DFND 6,2,1 5,200 0 0
FITBIT INC CL A 33812L102 4,593 924,100 SH   DFND 6,2,1 628,100 0 296,000
FIVE BELOW INC COM 33829M101 4,830 47,200 SH   DFND 6,2,1 25,900 0 21,300
FIVE9 INC COM 338307101 1,237 28,300 SH   DFND 6,2,1 12,500 0 15,800
FIVE9 INC COM 338307101 18,220 416,746 SH   DFND 8,2,1 416,746 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 3,407 366,377 SH   DFND 8,2,1 366,377 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 11,978 64,494 SH   DFND 7,2,1 64,494 0 0
FONAR CORP COM NEW 344437405 469 23,180 SH   DFND 6,2,1 17,710 0 5,470
FOOT LOCKER INC COM 344849104 9,214 173,201 SH   DFND 6,2,1 148,101 0 25,100
FORD MTR CO DEL COM PAR $0.01 345370860 333 43,550 SH   DFND 7,2,1 19,956 0 23,594
FORD MTR CO DEL COM PAR $0.01 345370860 45,508 5,948,800 SH   DFND 6,2,1 4,785,100 0 1,163,700
FORD MTR CO DEL COM PAR $0.01 345370860 6,197 810,000 SH   DFND 8,2,1 783,000 0 27,000
FORTIS INC COM 349553107 6,405 192,008 SH   DFND 7,2,1 100,648 0 91,360
FORTIS INC COM 349553107 57 1,700 SH   DFND 8,2,1 0 0 1,700
FORTINET INC COM 34959E109 41 584 SH   DFND 7,2,1 584 0 0
FORTINET INC COM 34959E109 26,756 379,889 SH   DFND 6,2,1 320,889 0 59,000
FORTINET INC COM 34959E109 3,683 52,300 SH   DFND 8,2,1 52,300 0 0
FORTIVE CORP COM 34959J108 409 6,047 SH   DFND 7,2,1 6,047 0 0
FORTIVE CORP COM 34959J108 13,319 196,850 SH   DFND 6,2,1 19,500 0 177,350
FOSSIL GROUP INC COM 34988V106 574 36,500 SH   DFND 6,2,1 26,000 0 10,500
FOX FACTORY HLDG CORP COM 35138V102 3,920 66,591 SH   DFND 7,2,1 66,591 0 0
FRANCO NEVADA CORP COM 351858105 2,977 42,426 SH   DFND 7,2,1 42,046 0 380
FRANKLIN STREET PPTYS CORP COM 35471R106 2,893 464,300 SH   DFND 6,2,1 302,300 0 162,000
FRESHPET INC COM 358039105 222 6,900 SH   DFND 6,2,1 4,100 0 2,800
FRESHPET INC COM 358039105 68 2,100 SH   DFND 8,2,1 0 0 2,100
GEO GROUP INC NEW COM 36162J106 3,956 200,800 SH   DFND 6,2,1 132,100 0 68,700
GW PHARMACEUTICALS PLC ADS 36197T103 4,737 48,644 SH   DFND 8,2,1 48,644 0 0
G-III APPAREL GROUP LTD COM 36237H101 4,162 149,213 SH   DFND 6,2,1 95,213 0 54,000
GSI TECHNOLOGY COM 36241U106 95 18,400 SH   DFND 6,2,1 14,900 0 3,500
GAIN CAP HLDGS INC COM 36268W100 1,287 208,900 SH   DFND 6,2,1 108,500 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 435 5,900 SH   DFND 6,2,1 0 0 5,900
GAMESTOP CORP NEW CL A 36467W109 2,808 222,500 SH   DFND 6,2,1 156,300 0 66,200
GAMESTOP CORP NEW CL A 36467W109 262 20,800 SH   DFND 8,2,1 20,800 0 0
GANNETT CO INC COM 36473H104 4,114 482,300 SH   DFND 6,2,1 317,000 0 165,300
GAP INC DEL COM 364760108 25 962 SH   DFND 7,2,1 962 0 0
GAP INC DEL COM 364760108 14,315 555,700 SH   DFND 6,2,1 496,600 0 59,100
GAP INC DEL COM 364760108 1,914 74,300 SH   DFND 8,2,1 63,900 0 10,400
GARDNER DENVER HLDGS INC COM 36555P107 1,354 66,200 SH   DFND 8,2,1 66,200 0 0
GARRETT MOTION INC COM 366505105 2 127 SH   DFND 2,1 127 0 0
GARRETT MOTION INC COM 366505105 116 9,377 SH   DFND 7,2,1 9,278 0 99
GARRETT MOTION INC COM 366505105 68 5,550 SH   DFND 6,2,1 0 0 5,550
GENERAL DYNAMICS CORP COM 369550108 109 691 SH   DFND 7,2,1 691 0 0
GENERAL DYNAMICS CORP COM 369550108 314 2,000 SH   DFND 6,2,1 1,100 0 900
GENERAL ELECTRIC CO COM 369604103 4,442 586,729 SH   DFND 7,2,1 244,152 0 342,577
GENERAL ELECTRIC CO COM 369604103 7,972 1,053,100 SH   DFND 6,2,1 966,600 0 86,500
GENERAL MLS INC COM 370334104 452 11,608 SH   DFND 7,2,1 11,608 0 0
GENERAL MLS INC COM 370334104 58,862 1,511,600 SH   DFND 6,2,1 889,000 0 622,600
GENERAL MLS INC COM 370334104 5,880 151,000 SH   DFND 8,2,1 126,300 0 24,700
GENERAL MTRS CO COM 37045V100 173 5,165 SH   DFND 2,1 5,165 0 0
GENERAL MTRS CO COM 37045V100 607 18,132 SH   DFND 7,2,1 11,067 0 7,065
GENERAL MTRS CO COM 37045V100 58,257 1,741,600 SH   DFND 6,2,1 1,467,000 0 274,600
GENERAL MTRS CO COM 37045V100 8,924 266,800 SH   DFND 8,2,1 243,500 0 23,300
GENESCO INC COM 371532102 3,810 86,000 SH   DFND 6,2,1 53,200 0 32,800
GENOMIC HEALTH INC COM 37244C101 5,314 82,500 SH   DFND 6,2,1 53,700 0 28,800
GENUINE PARTS CO COM 372460105 59 615 SH   DFND 7,2,1 615 0 0
GENUINE PARTS CO COM 372460105 2,160 22,500 SH   DFND 6,2,1 0 0 22,500
GENWORTH FINL INC COM CL A 37247D106 343 73,600 SH   DFND 6,2,1 0 0 73,600
GILEAD SCIENCES INC COM 375558103 1,496 23,913 SH   DFND 7,2,1 5,142 0 18,771
GILEAD SCIENCES INC COM 375558103 12,397 198,200 SH   DFND 6,2,1 140,600 0 57,600
GILEAD SCIENCES INC COM 375558103 36,573 584,704 SH   DFND 8,2,1 583,104 0 1,600
GILDAN ACTIVEWEAR INC COM 375916103 128 4,200 SH   DFND 7,2,1 4,200 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,261 107,400 SH   DFND 6,2,1 14,300 0 93,100
GLAUKOS CORP COM 377322102 534 9,500 SH   DFND 6,2,1 8,400 0 1,100
GLOBAL NET LEASE INC COM NEW 379378201 4,375 248,300 SH   DFND 6,2,1 173,100 0 75,200
GLOBAL PMTS INC COM 37940X102 37,750 366,044 SH   DFND 7,2,1 366,044 0 0
GLOBAL PMTS INC COM 37940X102 1,351 13,100 SH   DFND 6,2,1 0 0 13,100
GLOBAL PMTS INC COM 37940X102 6,925 67,150 SH   DFND 8,2,1 67,150 0 0
GLOBUS MED INC CL A 379577208 169 3,900 SH   DFND 6,2,1 3,100 0 800
GLOBUS MED INC CL A 379577208 38,857 897,799 SH   DFND 8,2,1 897,799 0 0
GLYCOMIMETICS INC COM 38000Q102 8,610 909,168 SH   DFND 8,2,1 909,168 0 0
GODADDY INC CL A 380237107 30 450 SH   DFND 7,2,1 450 0 0
GODADDY INC CL A 380237107 3,686 56,169 SH   DFND 8,2,1 56,169 0 0
GOLDCORP INC NEW COM 380956409 1,723 175,843 SH   DFND 7,2,1 175,843 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 87 520 SH   DFND 2,1 520 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,811 34,784 SH   DFND 7,2,1 15,147 0 19,637
GOLDMAN SACHS GROUP INC COM 38141G104 6,916 41,400 SH   DFND 6,2,1 36,900 0 4,500
GRAINGER W W INC COM 384802104 331 1,171 SH   DFND 7,2,1 207 0 964
GRAINGER W W INC COM 384802104 1,271 4,500 SH   DFND 6,2,1 0 0 4,500
GRAINGER W W INC COM 384802104 141 500 SH   DFND 8,2,1 0 0 500
GRAN TIERRA ENERGY INC COM 38500T101 3,041 1,401,346 SH   DFND 6,2,1 953,246 0 448,100
GRAY TELEVISION INC COM 389375106 6,198 420,500 SH   DFND 6,2,1 277,700 0 142,800
GREENBRIER COS INC COM 393657101 206 5,200 SH   DFND 6,2,1 4,400 0 800
GREIF INC CL A 397624107 6,350 171,100 SH   DFND 6,2,1 109,300 0 61,800
GREIF INC CL A 397624107 122 3,300 SH   DFND 8,2,1 0 0 3,300
GROUPE CGI INC CL A SUB VTG 39945C109 1,017 16,617 SH   DFND 7,2,1 3,998 0 12,619
GROUPE CGI INC CL A SUB VTG 39945C109 14,398 235,300 SH   DFND 6,2,1 105,500 0 129,800
GROUPE CGI INC CL A SUB VTG 39945C109 854 13,955 SH   DFND 8,2,1 6,655 0 7,300
GROUPON INC COM 399473107 6,312 1,972,600 SH   DFND 6,2,1 1,272,400 0 700,200
GROUPON INC COM 399473107 2,490 778,193 SH   DFND 8,2,1 778,193 0 0
GRUBHUB INC COM 400110102 20 265 SH   DFND 7,2,1 265 0 0
GRUBHUB INC COM 400110102 215 2,800 SH   DFND 6,2,1 2,800 0 0
GRUBHUB INC COM 400110102 69 900 SH   DFND 8,2,1 900 0 0
GUESS INC COM 401617105 695 33,448 SH   DFND 6,2,1 31,048 0 2,400
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 15,029 15,684,000 PRN   DFND 7,2,1 14,584,000 0 1,100,000
HCA HEALTHCARE INC COM 40412C101 432 3,470 SH   DFND 7,2,1 3,470 0 0
HCA HEALTHCARE INC COM 40412C101 22,973 184,600 SH   DFND 6,2,1 37,600 0 147,000
HCA HEALTHCARE INC COM 40412C101 535 4,300 SH   DFND 8,2,1 0 0 4,300
HCP INC COM 40414L109 1,056 37,813 SH   DFND 7,2,1 37,813 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 39,848 384,674 SH   DFND 7,2,1 384,674 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,914 28,127 SH   DFND 8,2,1 0 0 28,127
HD SUPPLY HLDGS INC COM 40416M105 31 816 SH   DFND 7,2,1 816 0 0
HD SUPPLY HLDGS INC COM 40416M105 14,085 375,400 SH   DFND 6,2,1 219,000 0 156,400
HD SUPPLY HLDGS INC COM 40416M105 368 9,800 SH   DFND 8,2,1 0 0 9,800
HP INC COM 40434L105 449 21,927 SH   DFND 7,2,1 17,632 0 4,295
HP INC COM 40434L105 17,526 856,600 SH   DFND 6,2,1 67,000 0 789,600
HALLIBURTON CO COM 406216101 1,400 52,665 SH   DFND 7,2,1 26,689 0 25,976
HALLIBURTON CO COM 406216101 431 16,200 SH   DFND 6,2,1 9,200 0 7,000
HALLIBURTON CO COM 406216101 1,175 44,200 SH   DFND 8,2,1 44,200 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 6,265 428,217 SH   DFND 8,2,1 428,217 0 0
HANESBRANDS INC COM 410345102 19 1,518 SH   DFND 7,2,1 1,518 0 0
HANESBRANDS INC COM 410345102 12,570 1,003,200 SH   DFND 6,2,1 837,800 0 165,400
HANESBRANDS INC COM 410345102 138 11,000 SH   DFND 8,2,1 11,000 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 547 28,735 SH   DFND 7,2,1 15,335 0 13,400
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,635 85,838 SH   DFND 8,2,1 85,838 0 0
HARMONIC INC COM 413160102 1,269 268,776 SH   DFND 6,2,1 170,846 0 97,930
HARRIS CORP DEL COM 413875105 66 493 SH   DFND 7,2,1 493 0 0
HARRIS CORP DEL COM 413875105 1,858 13,800 SH   DFND 6,2,1 0 0 13,800
HARTFORD FINL SVCS GROUP INC COM 416515104 165 3,709 SH   DFND 7,2,1 3,709 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 4,125 92,800 SH   DFND 6,2,1 92,800 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,071 24,100 SH   DFND 8,2,1 24,100 0 0
HARVARD BIOSCIENCE INC COM 416906105 43 13,669 SH   DFND 6,2,1 11,000 0 2,669
HASBRO INC COM 418056107 40 493 SH   DFND 7,2,1 493 0 0
HASBRO INC COM 418056107 324 3,983 SH   DFND 8,2,1 3,983 0 0
HAVERTY FURNITURE INC COM 419596101 431 22,950 SH   DFND 6,2,1 15,200 0 7,750
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,652 61,800 SH   DFND 6,2,1 38,700 0 23,100
HEALTHEQUITY INC COM 42226A107 2,423 40,621 SH   DFND 7,2,1 40,621 0 0
HEALTHEQUITY INC COM 42226A107 4,969 83,300 SH   DFND 6,2,1 48,700 0 34,600
HECLA MNG CO COM 422704106 751 318,300 SH   DFND 6,2,1 159,100 0 159,200
HEIDRICK & STRUGGLES INTL IN COM 422819102 2,143 68,700 SH   DFND 6,2,1 47,500 0 21,200
HENRY JACK & ASSOC INC COM 426281101 43 342 SH   DFND 7,2,1 342 0 0
HENRY JACK & ASSOC INC COM 426281101 4,820 38,100 SH   DFND 6,2,1 300 0 37,800
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 851 48,500 SH   DFND 6,2,1 27,100 0 21,400
HERSHEY CO COM 427866108 354 3,303 SH   DFND 7,2,1 3,303 0 0
HERSHEY CO COM 427866108 13,687 127,700 SH   DFND 6,2,1 7,600 0 120,100
HESS CORP COM 42809H107 286 7,067 SH   DFND 7,2,1 7,067 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 660 49,963 SH   DFND 7,2,1 13,067 0 36,896
HEWLETT PACKARD ENTERPRISE C COM 42824C109 16,181 1,224,900 SH   DFND 6,2,1 520,800 0 704,100
HEWLETT PACKARD ENTERPRISE C COM 42824C109 371 28,100 SH   DFND 8,2,1 14,200 0 13,900
HEXCEL CORP NEW COM 428291108 19,478 339,700 SH   DFND 8,2,1 339,700 0 0
HIBBETT SPORTS INC COM 428567101 252 17,600 SH   DFND 6,2,1 15,700 0 1,900
HILL INTERNATIONAL INC COM 431466101 339 110,100 SH   DFND 6,2,1 23,300 0 86,800
HILL ROM HLDGS INC COM 431475102 10,396 117,400 SH   DFND 6,2,1 66,500 0 50,900
HILL ROM HLDGS INC COM 431475102 62 700 SH   DFND 8,2,1 700 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 77 1,077 SH   DFND 7,2,1 1,077 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 2,815 39,200 SH   DFND 6,2,1 6,900 0 32,300
HOLLYFRONTIER CORP COM 436106108 217 4,238 SH   DFND 7,2,1 4,238 0 0
HOLLYFRONTIER CORP COM 436106108 961 18,800 SH   DFND 6,2,1 0 0 18,800
HOLLYFRONTIER CORP COM 436106108 77 1,500 SH   DFND 8,2,1 0 0 1,500
HOLOGIC INC COM 436440101 741 18,040 SH   DFND 7,2,1 3,640 0 14,400
HOLOGIC INC COM 436440101 18,389 447,424 SH   DFND 8,2,1 447,424 0 0
HOME DEPOT INC COM 437076102 197 1,147 SH   DFND 2,1 1,147 0 0
HOME DEPOT INC COM 437076102 14,258 82,983 SH   DFND 7,2,1 41,757 0 41,226
HOME DEPOT INC COM 437076102 103,367 601,600 SH   DFND 6,2,1 283,100 0 318,500
HOME DEPOT INC COM 437076102 6,930 40,330 SH   DFND 8,2,1 36,030 0 4,300
HONEYWELL INTL INC COM 438516106 95 722 SH   DFND 2,1 722 0 0
HONEYWELL INTL INC COM 438516106 11,597 87,773 SH   DFND 7,2,1 86,776 0 997
HONEYWELL INTL INC COM 438516106 46,519 352,100 SH   DFND 6,2,1 85,000 0 267,100
HONEYWELL INTL INC COM 438516106 73,801 558,590 SH   DFND 8,2,1 558,590 0 0
HORMEL FOODS CORP COM 440452100 52 1,227 SH   DFND 7,2,1 1,227 0 0
HORMEL FOODS CORP COM 440452100 6,641 155,600 SH   DFND 6,2,1 7,700 0 147,900
HORIZON TECHNOLOGY FIN CORP COM 44045A102 225 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 44 1,846 SH   DFND 7,2,1 1,846 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7,711 322,902 SH   DFND 6,2,1 240,100 0 82,802
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,137 47,600 SH   DFND 8,2,1 47,600 0 0
HOST HOTELS & RESORTS INC COM 44107P104 13,622 817,161 SH   DFND 7,2,1 817,161 0 0
HOST HOTELS & RESORTS INC COM 44107P104 10,921 655,100 SH   DFND 6,2,1 585,600 0 69,500
HOST HOTELS & RESORTS INC COM 44107P104 497 29,800 SH   DFND 8,2,1 29,800 0 0
HUBSPOT INC COM 443573100 968 7,700 SH   DFND 6,2,1 900 0 6,800
HUBSPOT INC COM 443573100 13,957 111,008 SH   DFND 8,2,1 111,008 0 0
HUMANA INC COM 444859102 557 1,946 SH   DFND 7,2,1 1,946 0 0
HUMANA INC COM 444859102 72,452 252,904 SH   DFND 6,2,1 143,204 0 109,700
HUMANA INC COM 444859102 6,303 22,000 SH   DFND 8,2,1 16,600 0 5,400
HUNT COS FIN TR INC COM 44558T100 9,555 3,340,780 SH   DFND 9,2,1 3,340,780 0 0
HUNT J B TRANS SVCS INC COM 445658107 35 373 SH   DFND 7,2,1 373 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,405 15,100 SH   DFND 8,2,1 15,100 0 0
HUNTINGTON BANCSHARES INC COM 446150104 54 4,514 SH   DFND 7,2,1 4,514 0 0
HUNTINGTON BANCSHARES INC COM 446150104 387 32,500 SH   DFND 6,2,1 0 0 32,500
HUNTINGTON INGALLS INDS INC COM 446413106 35 186 SH   DFND 7,2,1 186 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 780 4,100 SH   DFND 6,2,1 0 0 4,100
HUNTINGTON INGALLS INDS INC COM 446413106 76 400 SH   DFND 8,2,1 0 0 400
HUNTSMAN CORP COM 447011107 14,718 763,000 SH   DFND 6,2,1 541,000 0 222,000
HUNTSMAN CORP COM 447011107 1,732 89,800 SH   DFND 8,2,1 87,400 0 2,400
HURCO COMPANIES INC COM 447324104 939 26,307 SH   DFND 6,2,1 14,344 0 11,963
IDT CORP CL B NEW 448947507 222 35,814 SH   DFND 6,2,1 21,881 0 13,933
HYSTER YALE MATLS HANDLING I CL A 449172105 641 10,342 SH   DFND 6,2,1 5,212 0 5,130
IAC INTERACTIVECORP COM 44919P508 42 230 SH   DFND 7,2,1 230 0 0
IAC INTERACTIVECORP COM 44919P508 4,549 24,850 SH   DFND 8,2,1 24,850 0 0
ICF INTL INC COM 44925C103 4,982 76,900 SH   DFND 6,2,1 53,200 0 23,700
IPG PHOTONICS CORP COM 44980X109 12 107 SH   DFND 7,2,1 107 0 0
IPG PHOTONICS CORP COM 44980X109 52,968 467,546 SH   DFND 8,2,1 467,546 0 0
ITT INC COM 45073V108 308 6,374 SH   DFND 8,2,1 6,374 0 0
ICICI BK LTD ADR 45104G104 1,667 161,999 SH   DFND 8,2,1 0 0 161,999
IDEX CORP COM 45167R104 207 1,638 SH   DFND 7,2,1 1,638 0 0
IDEX CORP COM 45167R104 4,684 37,100 SH   DFND 6,2,1 5,600 0 31,500
IDEXX LABS INC COM 45168D104 162 871 SH   DFND 7,2,1 871 0 0
IDEXX LABS INC COM 45168D104 6,994 37,600 SH   DFND 6,2,1 3,100 0 34,500
ILLINOIS TOOL WKS INC COM 452308109 727 5,741 SH   DFND 7,2,1 5,741 0 0
ILLINOIS TOOL WKS INC COM 452308109 31,064 245,200 SH   DFND 6,2,1 47,200 0 198,000
ILLUMINA INC COM 452327109 396 1,319 SH   DFND 2,1 1,319 0 0
ILLUMINA INC COM 452327109 181 604 SH   DFND 7,2,1 604 0 0
ILLUMINA INC COM 452327109 7,048 23,500 SH   DFND 6,2,1 20,400 0 3,100
ILLUMINA INC COM 452327109 93,699 312,404 SH   DFND 8,2,1 312,404 0 0
ILLUMINA INC NOTE 6/1 452327AF6 25,733 21,100,000 PRN   DFND 7,2,1 17,000,000 0 4,100,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 9,189 7,000,000 PRN   DFND 7,2,1 0 0 7,000,000
IMMUNOGEN INC COM 45253H101 268 55,844 SH   DFND 6,2,1 45,144 0 10,700
INCYTE CORP COM 45337C102 48 754 SH   DFND 7,2,1 754 0 0
INCYTE CORP COM 45337C102 10,778 169,498 SH   DFND 8,2,1 169,498 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 599 65,200 SH   DFND 6,2,1 57,500 0 7,700
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 2,101 66,270 SH   DFND 5,4,2,1 66,270 0 0
INDUSTRIAL LOGISTICS PPTYS T COM SHS BEN INT 456237106 2,837 144,216 SH   DFND 6,2,1 93,967 0 50,249
INFORMATION SERVICES GROUP I COM 45675Y104 656 154,800 SH   DFND 6,2,1 78,800 0 76,000
INFOSYS LTD SPONSORED ADR 456788108 2,548 267,677 SH   DFND 7,2,1 94,832 0 172,845
INGREDION INC COM 457187102 29 318 SH   DFND 7,2,1 318 0 0
INGREDION INC COM 457187102 7,097 77,650 SH   DFND 6,2,1 57,350 0 20,300
INGREDION INC COM 457187102 1,079 11,800 SH   DFND 8,2,1 11,800 0 0
INSIGHT ENTERPRISES INC COM 45765U103 945 23,200 SH   DFND 6,2,1 20,500 0 2,700
INNOPHOS HOLDINGS INC COM 45774N108 589 24,000 SH   DFND 6,2,1 12,800 0 11,200
INSPERITY INC COM 45778Q107 11,044 118,300 SH   DFND 6,2,1 83,600 0 34,700
INSULET CORP COM 45784P101 880 11,100 SH   DFND 6,2,1 2,000 0 9,100
INSULET CORP COM 45784P101 10,803 136,192 SH   DFND 8,2,1 136,192 0 0
INTEL CORP COM 458140100 328 6,983 SH   DFND 2,1 6,983 0 0
INTEL CORP COM 458140100 10,468 223,062 SH   DFND 7,2,1 157,597 0 65,465
INTEL CORP COM 458140100 116,465 2,481,674 SH   DFND 6,2,1 1,491,774 0 989,900
INTEL CORP COM 458140100 10,902 232,300 SH   DFND 8,2,1 209,800 0 22,500
INTEGER HLDGS CORP COM 45826H109 8,404 110,200 SH   DFND 6,2,1 74,500 0 35,700
INTERCEPT PHARMACEUTICALS IN COM 45845P108 2,999 29,755 SH   DFND 8,2,1 29,755 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 330 4,380 SH   DFND 2,1 4,380 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 502 6,659 SH   DFND 7,2,1 6,659 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 29,981 398,000 SH   DFND 6,2,1 79,700 0 318,300
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,030 26,950 SH   DFND 8,2,1 26,950 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 853 7,503 SH   DFND 7,2,1 7,227 0 276
INTERNATIONAL BUSINESS MACHS COM 459200101 72,885 641,200 SH   DFND 6,2,1 550,000 0 91,200
INTERNATIONAL BUSINESS MACHS COM 459200101 9,128 80,300 SH   DFND 8,2,1 71,200 0 9,100
INTL PAPER CO COM 460146103 275 6,815 SH   DFND 7,2,1 6,346 0 469
INTL PAPER CO COM 460146103 1,045 25,900 SH   DFND 6,2,1 0 0 25,900
INTERPUBLIC GROUP COS INC COM 460690100 33 1,586 SH   DFND 7,2,1 1,586 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,118 54,200 SH   DFND 6,2,1 0 0 54,200
INTERPUBLIC GROUP COS INC COM 460690100 464 22,509 SH   DFND 8,2,1 11,709 0 10,800
INTUIT COM 461202103 14,476 73,540 SH   DFND 7,2,1 73,540 0 0
INTUIT COM 461202103 22,043 111,980 SH   DFND 6,2,1 39,800 0 72,180
INTUIT COM 461202103 5,475 27,814 SH   DFND 8,2,1 24,814 0 3,000
INTUITIVE SURGICAL INC COM NEW 46120E602 648 1,354 SH   DFND 2,1 1,354 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 360 751 SH   DFND 7,2,1 751 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 22,509 47,000 SH   DFND 6,2,1 15,500 0 31,500
INTUITIVE SURGICAL INC COM NEW 46120E602 123,426 257,718 SH   DFND 8,2,1 257,718 0 0
INVESCO EXCHANGE TRADED FD T S&P500 BUY WRT 46137V399 1,046 52,970 SH   DFND 5,4,2,1 52,970 0 0
INVESCO EXCHANGE TRADED FD T DYNMC OIL GAS 46137V670 119 20,810 SH   DFND 5,4,2,1 20,810 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 1,499 103,450 SH   DFND 5,4,2,1 103,450 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP ENGY 46138E164 194 22,070 SH   DFND 5,4,2,1 22,070 0 0
INVESCO EXCHNG TRADED FD TR S&P MIDCP LOW 46138E198 2,918 65,740 SH   DFND 5,4,2,1 65,740 0 0
INVESCO EXCHNG TRADED FD TR S&P INTL LOW 46138E230 3,758 125,950 SH   DFND 5,4,2,1 125,950 0 0
INVESCO EXCHNG TRADED FD TR S&P EMRNG MKTS 46138E297 1,263 55,520 SH   DFND 5,4,2,1 55,520 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 4,520 96,890 SH   DFND 5,4,2,1 96,890 0 0
INVESCO EXCHNG TRADED FD TR S&P500 HDL VOL 46138E362 788 20,640 SH   DFND 5,4,2,1 20,640 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP LOW 46138G102 1,321 30,980 SH   DFND 5,4,2,1 30,980 0 0
INVESCO DB G10 CURRENCY HRVS UNIT 46139B102 3,297 140,120 SH   DFND 5,4,2,1 140,120 0 0
INVESCO DB MLTI SECTR CMMTY SILVER FD 46140H205 2,893 125,880 SH   DFND 5,4,2,1 125,880 0 0
INVESCO DB MLTI SECTR CMMTY PRECIOUS METAL 46140H502 800 22,000 SH   DFND 5,4,2,1 22,000 0 0
INVESCO DB MLTI SECTR CMMTY GOLD FD 46140H601 7,767 196,435 SH   DFND 5,4,2,1 196,435 0 0
INVESCO DB MLTI SECTR CMMTY BASE METALS FD 46140H700 544 35,380 SH   DFND 5,4,2,1 35,380 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 2,286 46,580 SH   DFND 6,2,1 28,540 0 18,040
INVITATION HOMES INC COM 46187W107 17,242 858,645 SH   DFND 7,2,1 858,645 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 70 13,500 SH   DFND 6,2,1 9,600 0 3,900
IONIS PHARMACEUTICALS INC COM 462222100 22,244 411,475 SH   DFND 8,2,1 411,475 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 759 85,795 SH   DFND 8,2,1 85,795 0 0
IQVIA HLDGS INC COM 46266C105 1,032 8,880 SH   DFND 7,2,1 644 0 8,236
IRON MTN INC NEW COM 46284V101 34 1,064 SH   DFND 7,2,1 1,064 0 0
IRON MTN INC NEW COM 46284V101 15,110 466,200 SH   DFND 6,2,1 404,600 0 61,600
IRON MTN INC NEW COM 46284V101 742 22,900 SH   DFND 8,2,1 22,900 0 0
ISHARES GOLD TRUST ISHARES 464285105 11,554 940,100 SH   DFND 5,4,2,1 940,100 0 0
ISHARES INC MSCI AUST ETF 464286103 2,405 124,915 SH   DFND 5,4,2,1 124,915 0 0
ISHARES INC MSCI AUSTRIA ETF 464286202 1,932 105,237 SH   DFND 5,4,2,1 105,237 0 0
ISHARES INC MSCI BELGIUM ETF 464286301 1,327 81,197 SH   DFND 5,4,2,1 81,197 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 328 12,600 SH   DFND 5,4,2,1 12,600 0 0
ISHARES INC MIN VOL GBL ETF 464286525 3,679 45,270 SH   DFND 5,4,2,1 45,270 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,296 23,200 SH   DFND 5,4,2,1 23,200 0 0
ISHARES INC MSCI ISRAEL ETF 464286632 1,399 28,900 SH   DFND 5,4,2,1 28,900 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,428 91,567 SH   DFND 5,4,2,1 91,567 0 0
ISHARES INC MSCI TURKEY ETF 464286715 299 12,184 SH   DFND 5,4,2,1 12,184 0 0
ISHARES INC MSCI SPAIN ETF 464286764 3,211 119,721 SH   DFND 5,4,2,1 119,721 0 0
ISHARES INC MSCI GERMANY ETF 464286806 8,150 321,510 SH   DFND 5,4,2,1 321,510 0 0
ISHARES INC MSCI NETHERL ETF 464286814 263 9,993 SH   DFND 5,4,2,1 9,993 0 0
ISHARES INC MSCI MEXICO ETF 464286822 484 11,748 SH   DFND 5,4,2,1 11,748 0 0
ISHARES INC MSCI HONG KG ETF 464286871 241 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 5,967 53,502 SH   DFND 5,4,2,1 53,502 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 94,646 597,023 SH   DFND 5,4,2,1 597,023 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 34,015 238,654 SH   DFND 5,4,2,1 238,654 0 0
ISHARES TR CORE S&P TTL STK 464287150 11,433 201,430 SH   DFND 5,4,2,1 201,430 0 0
ISHARES TR TIPS BD ETF 464287176 2,771 25,300 SH   DFND 5,4,2,1 25,300 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,453 165,115 SH   DFND 5,4,2,1 165,115 0 0
ISHARES TR CORE S&P500 ETF 464287200 455 1,808 SH   DFND 2,1 0 0 1,808
ISHARES TR CORE S&P500 ETF 464287200 68,392 271,817 SH   DFND 5,4,2,1 271,817 0 0
ISHARES TR CORE US AGGBD ET 464287226 8,579 80,560 SH   DFND 5,4,2,1 80,560 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 93,995 623,848 SH   DFND 5,4,2,1 623,848 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 344 11,720 SH   DFND 5,4,2,1 11,720 0 0
ISHARES TR NORTH AMERN NAT 464287374 225 8,280 SH   DFND 5,4,2,1 8,280 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,139 36,947 SH   DFND 5,4,2,1 36,947 0 0
ISHARES TR S&P 500 VAL ETF 464287408 31,742 313,841 SH   DFND 5,4,2,1 313,841 0 0
ISHARES TR 20 YR TR BD ETF 464287432 1,620 13,331 SH   DFND 2,1 0 0 13,331
ISHARES TR BARCLAYS 7 10 YR 464287440 550 5,280 SH   DFND 2,1 0 0 5,280
ISHARES TR MSCI EAFE ETF 464287465 2,925 49,766 SH   DFND 5,4,2,1 49,766 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 55,619 728,475 SH   DFND 5,4,2,1 728,475 0 0
ISHARES TR RUS MD CP GR ETF 464287481 4,680 41,154 SH   DFND 5,4,2,1 41,154 0 0
ISHARES TR RUS MID CAP ETF 464287499 540 11,620 SH   DFND 5,4,2,1 11,620 0 0
ISHARES TR CORE S&P MCP ETF 464287507 640 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR EXPND TEC SC ETF 464287549 64,984 378,450 SH   DFND 5,4,2,1 378,450 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 53,560 482,303 SH   DFND 5,4,2,1 482,303 0 0
ISHARES TR S&P MC 400GR ETF 464287606 8,043 42,060 SH   DFND 5,4,2,1 42,060 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 142,291 1,086,940 SH   DFND 5,4,2,1 1,086,940 0 0
ISHARES TR RUS 1000 ETF 464287622 36,012 259,655 SH   DFND 5,4,2,1 259,655 0 0
ISHARES TR S&P MC 400VL ETF 464287705 34,228 247,421 SH   DFND 5,4,2,1 247,421 0 0
ISHARES TR U.S. ENERGY ETF 464287796 664 21,300 SH   DFND 5,4,2,1 21,300 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 32,515 337,536 SH   DFND 5,4,2,1 337,536 0 0
ISHARES TR INTL TREA BD ETF 464288117 350 7,230 SH   DFND 5,4,2,1 7,230 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 754 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 155 18,800 SH   DFND 5,4,2,1 18,800 0 0
ISHARES TR EAFE SML CP ETF 464288273 5,546 107,020 SH   DFND 5,4,2,1 107,020 0 0
ISHARES TR JPMORGAN USD EMG 464288281 11,775 113,320 SH   DFND 5,4,2,1 113,320 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 3,583 18,430 SH   DFND 5,4,2,1 18,430 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,253 31,810 SH   DFND 5,4,2,1 31,810 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 18,495 133,237 SH   DFND 5,4,2,1 133,237 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,013 87,380 SH   DFND 5,4,2,1 87,380 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,052 123,950 SH   DFND 5,4,2,1 123,950 0 0
ISHARES TR CRE U S REIT ETF 464288521 1,000 22,300 SH   DFND 5,4,2,1 22,300 0 0
ISHARES TR US OIL GS EX ETF 464288851 1,933 37,430 SH   DFND 5,4,2,1 37,430 0 0
ISHARES TR MICRO-CAP ETF 464288869 207 2,510 SH   DFND 5,4,2,1 2,510 0 0
ISHARES TR NEW ZEALAND ETF 464289123 1,289 28,000 SH   DFND 5,4,2,1 28,000 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 266 10,700 SH   DFND 5,4,2,1 10,700 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,114 48,300 SH   DFND 5,4,2,1 48,300 0 0
ISHARES TR MSCI IRELAND ETF 46429B507 1,480 40,000 SH   DFND 5,4,2,1 40,000 0 0
ISHARES TR MSCI POLAND ETF 46429B606 25 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POLAND ETF 46429B606 276 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 4,002 79,470 SH   DFND 5,4,2,1 79,470 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 267 4,000 SH   DFND 2,1 0 0 4,000
ISHARES TR MIN VOL EAFE ETF 46429B689 3,772 56,590 SH   DFND 5,4,2,1 56,590 0 0
ISHARES TR MIN VOL USA ETF 46429B697 4,539 86,630 SH   DFND 5,4,2,1 86,630 0 0
ISHARES US ETF TR COMMOD SEL STG 46431W853 629 20,640 SH   DFND 5,4,2,1 20,640 0 0
ISHARES TR CORE MSCI EAFE 46432F842 24,943 453,510 SH   DFND 5,4,2,1 453,510 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,178 46,190 SH   DFND 5,4,2,1 46,190 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,427 64,563 SH   DFND 5,4,2,1 64,563 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 273 9,164 SH   DFND 5,4,2,1 9,164 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 6,157 121,470 SH   DFND 5,4,2,1 121,470 0 0
ISHARES INC MSCI ITALY ETF 46434G830 7,866 324,924 SH   DFND 5,4,2,1 324,924 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 209 12,894 SH   DFND 5,4,2,1 12,894 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 5,041 551,546 SH   DFND 8,2,1 551,546 0 0
ITRON INC COM 465741106 203 4,287 SH   DFND 7,2,1 4,287 0 0
JPMORGAN CHASE & CO COM 46625H100 327 3,345 SH   DFND 2,1 3,345 0 0
JPMORGAN CHASE & CO COM 46625H100 38,081 390,097 SH   DFND 7,2,1 317,044 0 73,053
JPMORGAN CHASE & CO COM 46625H100 76,794 786,660 SH   DFND 6,2,1 696,960 0 89,700
JPMORGAN CHASE & CO COM 46625H100 6,882 70,500 SH   DFND 8,2,1 70,500 0 0
JACK IN THE BOX INC COM 466367109 233 3,000 SH   DFND 6,2,1 0 0 3,000
JP MORGAN EXCHANGE TRADED FD DIVERSIFIED ET 46641Q803 2,136 89,000 SH   DFND 5,4,2,1 89,000 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 22,107 24,450,000 PRN   DFND 7,2,1 22,700,000 0 1,750,000
JIANPU TECHNOLOGY INC ADR 47738D101 991 237,646 SH   DFND 8,2,1 237,646 0 0
JOHNSON & JOHNSON COM 478160104 24,307 188,357 SH   DFND 7,2,1 177,183 0 11,174
JOHNSON & JOHNSON COM 478160104 111,138 861,200 SH   DFND 6,2,1 488,300 0 372,900
JOHNSON & JOHNSON COM 478160104 7,290 56,492 SH   DFND 8,2,1 52,292 0 4,200
JONES LANG LASALLE INC COM 48020Q107 732 5,783 SH   DFND 7,2,1 5,783 0 0
JONES LANG LASALLE INC COM 48020Q107 1,089 8,600 SH   DFND 6,2,1 2,300 0 6,300
J2 GLOBAL INC COM 48123V102 4,080 58,800 SH   DFND 6,2,1 30,800 0 28,000
JUNIPER NETWORKS INC COM 48203R104 40 1,471 SH   DFND 7,2,1 1,471 0 0
JUNIPER NETWORKS INC COM 48203R104 13,062 485,400 SH   DFND 6,2,1 461,200 0 24,200
JUNIPER NETWORKS INC COM 48203R104 129 4,800 SH   DFND 8,2,1 4,800 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,025 24,421 SH   DFND 7,2,1 8,100 0 16,321
KLA-TENCOR CORP COM 482480100 138 1,543 SH   DFND 7,2,1 1,543 0 0
KLA-TENCOR CORP COM 482480100 295 3,300 SH   DFND 6,2,1 0 0 3,300
KLA-TENCOR CORP COM 482480100 143 1,600 SH   DFND 8,2,1 0 0 1,600
KKR & CO INC CL A 48251W104 29,445 1,500,000 SH   DFND 9,2,1 1,500,000 0 0
KVH INDS INC COM 482738101 492 47,782 SH   DFND 6,2,1 16,418 0 31,364
KANSAS CITY SOUTHERN COM NEW 485170302 42 441 SH   DFND 7,2,1 441 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 19,500 204,300 SH   DFND 6,2,1 195,400 0 8,900
KANSAS CITY SOUTHERN COM NEW 485170302 20,689 216,750 SH   DFND 8,2,1 216,750 0 0
KELLOGG CO COM 487836108 394 6,905 SH   DFND 7,2,1 6,905 0 0
KELLOGG CO COM 487836108 51,178 897,700 SH   DFND 6,2,1 552,400 0 345,300
KELLOGG CO COM 487836108 5,005 87,800 SH   DFND 8,2,1 78,200 0 9,600
KELLY SVCS INC CL A 488152208 3,365 164,286 SH   DFND 6,2,1 115,201 0 49,085
KEMET CORP COM NEW 488360207 2,743 156,400 SH   DFND 6,2,1 97,200 0 59,200
KEMPER CORP DEL COM 488401100 4,447 67,000 SH   DFND 7,2,1 67,000 0 0
KEMPER CORP DEL COM 488401100 7,813 117,700 SH   DFND 8,2,1 117,700 0 0
KENNAMETAL INC COM 489170100 8,679 260,800 SH   DFND 6,2,1 173,600 0 87,200
KENNAMETAL INC COM 489170100 439 13,200 SH   DFND 8,2,1 13,200 0 0
KEYCORP NEW COM 493267108 67 4,539 SH   DFND 7,2,1 4,539 0 0
KEYCORP NEW COM 493267108 733 49,600 SH   DFND 6,2,1 0 0 49,600
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,317 37,329 SH   DFND 7,2,1 37,329 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 13,813 222,500 SH   DFND 6,2,1 214,400 0 8,100
KEYSIGHT TECHNOLOGIES INC COM 49338L103 211 3,400 SH   DFND 8,2,1 3,400 0 0
KFORCE INC COM 493732101 3,687 119,231 SH   DFND 6,2,1 80,231 0 39,000
KIMBERLY CLARK CORP COM 494368103 709 6,221 SH   DFND 7,2,1 6,221 0 0
KIMBERLY CLARK CORP COM 494368103 78,402 688,100 SH   DFND 6,2,1 411,600 0 276,500
KIMBERLY CLARK CORP COM 494368103 5,492 48,200 SH   DFND 8,2,1 38,200 0 10,000
KIMCO RLTY CORP COM 49446R109 629 42,967 SH   DFND 7,2,1 42,967 0 0
KIMCO RLTY CORP COM 49446R109 16,288 1,111,800 SH   DFND 6,2,1 983,400 0 128,400
KIMCO RLTY CORP COM 49446R109 650 44,400 SH   DFND 8,2,1 44,400 0 0
KINDER MORGAN INC DEL COM 49456B101 412 26,783 SH   DFND 7,2,1 17,454 0 9,329
KINDER MORGAN INC DEL COM 49456B101 981 63,800 SH   DFND 6,2,1 48,800 0 15,000
KITE RLTY GROUP TR COM NEW 49803T300 12 883 SH   DFND 7,2,1 883 0 0
KITE RLTY GROUP TR COM NEW 49803T300 4,275 303,400 SH   DFND 6,2,1 205,500 0 97,900
KNOLL INC COM NEW 498904200 476 28,900 SH   DFND 6,2,1 25,200 0 3,700
KNOWLES CORP COM 49926D109 174 13,100 SH   DFND 6,2,1 0 0 13,100
KOHLS CORP COM 500255104 80 1,212 SH   DFND 7,2,1 1,212 0 0
KOHLS CORP COM 500255104 1,214 18,300 SH   DFND 6,2,1 0 0 18,300
KOHLS CORP COM 500255104 106 1,600 SH   DFND 8,2,1 0 0 1,600
KORN FERRY INTL COM NEW 500643200 4,452 112,600 SH   DFND 6,2,1 73,700 0 38,900
KRAFT HEINZ CO COM 500754106 363 8,443 SH   DFND 7,2,1 2,468 0 5,975
KRAFT HEINZ CO COM 500754106 783 18,200 SH   DFND 6,2,1 13,200 0 5,000
KROGER CO COM 501044101 123 4,472 SH   DFND 7,2,1 3,370 0 1,102
KROGER CO COM 501044101 2,852 103,700 SH   DFND 6,2,1 0 0 103,700
KROGER CO COM 501044101 267 9,700 SH   DFND 8,2,1 0 0 9,700
L BRANDS INC COM 501797104 65 2,548 SH   DFND 7,2,1 2,548 0 0
L BRANDS INC COM 501797104 621 24,200 SH   DFND 6,2,1 24,200 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 160 19,585 SH   DFND 7,2,1 1,214 0 18,371
LKQ CORP COM 501889208 30 1,275 SH   DFND 7,2,1 1,275 0 0
LKQ CORP COM 501889208 14,232 599,750 SH   DFND 8,2,1 599,750 0 0
LTC PPTYS INC COM 502175102 2,338 56,085 SH   DFND 7,2,1 56,085 0 0
L3 TECHNOLOGIES INC COM 502413107 56 321 SH   DFND 7,2,1 321 0 0
L3 TECHNOLOGIES INC COM 502413107 1,980 11,400 SH   DFND 6,2,1 1,100 0 10,300
LABORATORY CORP AMER HLDGS COM NEW 50540R409 55 432 SH   DFND 7,2,1 432 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,377 10,900 SH   DFND 6,2,1 0 0 10,900
LAM RESEARCH CORP COM 512807108 91 665 SH   DFND 7,2,1 665 0 0
LAM RESEARCH CORP COM 512807108 3,268 24,000 SH   DFND 6,2,1 1,900 0 22,100
LAM RESEARCH CORP COM 512807108 82 600 SH   DFND 8,2,1 0 0 600
LANCASTER COLONY CORP COM 513847103 248 1,400 SH   DFND 6,2,1 0 0 1,400
LANCASTER COLONY CORP COM 513847103 159 900 SH   DFND 8,2,1 0 0 900
LANDS END INC NEW COM 51509F105 185 13,000 SH   DFND 6,2,1 10,200 0 2,800
LAREDO PETROLEUM INC COM 516806106 3,167 874,900 SH   DFND 6,2,1 582,900 0 292,000
LAS VEGAS SANDS CORP COM 517834107 3,220 61,863 SH   DFND 7,2,1 4,205 0 57,658
LAS VEGAS SANDS CORP COM 517834107 2,826 54,300 SH   DFND 6,2,1 13,200 0 41,100
LAS VEGAS SANDS CORP COM 517834107 728 13,979 SH   DFND 8,2,1 13,979 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 3,325 480,517 SH   DFND 6,2,1 343,000 0 137,517
LAUDER ESTEE COS INC CL A 518439104 7,500 57,649 SH   DFND 7,2,1 57,649 0 0
LAUDER ESTEE COS INC CL A 518439104 12,737 97,900 SH   DFND 6,2,1 7,300 0 90,600
LAUDER ESTEE COS INC CL A 518439104 353 2,714 SH   DFND 8,2,1 2,714 0 0
LAUREATE EDUCATION INC CL A 518613203 1,228 80,600 SH   DFND 6,2,1 26,600 0 54,000
LEAF GROUP LTD COM 52177G102 167 24,339 SH   DFND 6,2,1 2,041 0 22,298
LEAR CORP COM NEW 521865204 37 302 SH   DFND 7,2,1 302 0 0
LEAR CORP COM NEW 521865204 4,841 39,400 SH   DFND 6,2,1 0 0 39,400
LEAR CORP COM NEW 521865204 209 1,700 SH   DFND 8,2,1 0 0 1,700
LENDINGTREE INC NEW COM 52603B107 263 1,200 SH   DFND 6,2,1 0 0 1,200
LENNAR CORP CL A 526057104 32 813 SH   DFND 7,2,1 813 0 0
LENNAR CORP CL A 526057104 243 6,200 SH   DFND 6,2,1 0 0 6,200
LENNOX INTL INC COM 526107107 112 512 SH   DFND 7,2,1 512 0 0
LENNOX INTL INC COM 526107107 3,567 16,300 SH   DFND 6,2,1 2,400 0 13,900
LIBERTY PPTY TR SH BEN INT 531172104 121 2,897 SH   DFND 7,2,1 2,897 0 0
LIBERTY PPTY TR SH BEN INT 531172104 2,416 57,700 SH   DFND 6,2,1 0 0 57,700
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 13 363 SH   DFND 7,2,1 363 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 243 6,600 SH   DFND 6,2,1 0 0 6,600
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 147 4,000 SH   DFND 8,2,1 0 0 4,000
LIFETIME BRANDS INC COM 53222Q103 442 44,096 SH   DFND 6,2,1 24,600 0 19,496
LILLY ELI & CO COM 532457108 1,089 9,414 SH   DFND 7,2,1 7,865 0 1,549
LILLY ELI & CO COM 532457108 56,066 484,500 SH   DFND 6,2,1 141,000 0 343,500
LILLY ELI & CO COM 532457108 25,276 218,424 SH   DFND 8,2,1 209,824 0 8,600
LIMONEIRA CO COM 532746104 4,470 228,630 SH   DFND 7,2,1 228,630 0 0
LINCOLN NATL CORP IND COM 534187109 175 3,417 SH   DFND 7,2,1 3,417 0 0
LINCOLN NATL CORP IND COM 534187109 41 800 SH   DFND 6,2,1 800 0 0
LOCKHEED MARTIN CORP COM 539830109 185 708 SH   DFND 7,2,1 708 0 0
LOCKHEED MARTIN CORP COM 539830109 471 1,800 SH   DFND 6,2,1 900 0 900
LOEWS CORP COM 540424108 52 1,136 SH   DFND 7,2,1 1,136 0 0
LOEWS CORP COM 540424108 29,583 649,900 SH   DFND 6,2,1 630,400 0 19,500
LOEWS CORP COM 540424108 5,467 120,100 SH   DFND 8,2,1 120,100 0 0
LOWES COS INC COM 548661107 1,250 13,537 SH   DFND 7,2,1 11,163 0 2,374
LOWES COS INC COM 548661107 47,806 517,600 SH   DFND 6,2,1 220,500 0 297,100
LOWES COS INC COM 548661107 4,258 46,100 SH   DFND 8,2,1 32,200 0 13,900
LOXO ONCOLOGY INC COM 548862101 8,670 61,900 SH   DFND 8,2,1 61,900 0 0
LULULEMON ATHLETICA INC COM 550021109 55 451 SH   DFND 7,2,1 451 0 0
LULULEMON ATHLETICA INC COM 550021109 15,199 124,984 SH   DFND 6,2,1 76,984 0 48,000
LULULEMON ATHLETICA INC COM 550021109 1,788 14,700 SH   DFND 8,2,1 10,300 0 4,400
LUMENTUM HLDGS INC COM 55024U109 66,359 1,579,591 SH   DFND 8,2,1 1,579,591 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 17,296 17,240,000 PRN   DFND 7,2,1 16,000,000 0 1,240,000
M & T BK CORP COM 55261F104 340 2,374 SH   DFND 7,2,1 2,374 0 0
M & T BK CORP COM 55261F104 13,411 93,700 SH   DFND 6,2,1 13,900 0 79,800
M & T BK CORP COM 55261F104 701 4,900 SH   DFND 8,2,1 2,300 0 2,600
MGIC INVT CORP WIS COM 552848103 10,337 988,200 SH   DFND 6,2,1 627,200 0 361,000
MGM RESORTS INTERNATIONAL COM 552953101 52 2,125 SH   DFND 7,2,1 2,125 0 0
MGM RESORTS INTERNATIONAL COM 552953101 509 20,980 SH   DFND 8,2,1 20,980 0 0
MKS INSTRUMENT INC COM 55306N104 840 13,000 SH   DFND 6,2,1 6,700 0 6,300
MKS INSTRUMENT INC COM 55306N104 65 1,000 SH   DFND 8,2,1 1,000 0 0
MSCI INC COM 55354G100 275 1,865 SH   DFND 2,1 1,865 0 0
MSCI INC COM 55354G100 18,881 128,070 SH   DFND 7,2,1 128,070 0 0
MSCI INC COM 55354G100 4,777 32,400 SH   DFND 6,2,1 3,300 0 29,100
MACERICH CO COM 554382101 7,722 178,420 SH   DFND 7,2,1 178,420 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4 100 SH   DFND 7,2,1 100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 303 8,300 SH   DFND 6,2,1 8,300 0 0
MACROGENICS INC COM 556099109 868 68,374 SH   DFND 6,2,1 51,193 0 17,181
MACYS INC COM 55616P104 77 2,577 SH   DFND 7,2,1 2,577 0 0
MACYS INC COM 55616P104 1,450 48,700 SH   DFND 6,2,1 10,600 0 38,100
MACYS INC COM 55616P104 134 4,500 SH   DFND 8,2,1 0 0 4,500
MADRIGAL PHARMACEUTICALS INC COM 558868105 519 4,600 SH   DFND 6,2,1 2,700 0 1,900
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 213 27,900 SH   DFND 6,2,1 19,400 0 8,500
MAGNA INTL INC COM 559222401 5,541 121,919 SH   DFND 7,2,1 84,578 0 37,341
MAGNA INTL INC COM 559222401 2,936 64,600 SH   DFND 6,2,1 1,500 0 63,100
MAGNA INTL INC COM 559222401 209 4,600 SH   DFND 8,2,1 0 0 4,600
MANPOWERGROUP INC COM 56418H100 19 300 SH   DFND 7,2,1 300 0 0
MANPOWERGROUP INC COM 56418H100 12,947 199,800 SH   DFND 6,2,1 118,700 0 81,100
MANPOWERGROUP INC COM 56418H100 402 6,200 SH   DFND 8,2,1 6,200 0 0
MANULIFE FINL CORP COM 56501R106 150 10,586 SH   DFND 7,2,1 10,586 0 0
MANULIFE FINL CORP COM 56501R106 1,171 82,500 SH   DFND 6,2,1 51,300 0 31,200
MARATHON OIL CORP COM 565849106 319 22,224 SH   DFND 7,2,1 22,224 0 0
MARATHON OIL CORP COM 565849106 10,110 705,000 SH   DFND 6,2,1 682,900 0 22,100
MARATHON OIL CORP COM 565849106 179 12,500 SH   DFND 8,2,1 12,500 0 0
MARATHON PETE CORP COM 56585A102 1,571 26,624 SH   DFND 7,2,1 22,541 0 4,083
MARATHON PETE CORP COM 56585A102 5,454 92,431 SH   DFND 6,2,1 49,700 0 42,731
MARATHON PETE CORP COM 56585A102 266 4,500 SH   DFND 8,2,1 0 0 4,500
MARCUS CORP COM 566330106 3,093 78,316 SH   DFND 6,2,1 54,299 0 24,017
MARINEMAX INC COM 567908108 264 14,400 SH   DFND 6,2,1 10,000 0 4,400
MARKETAXESS HLDGS INC COM 57060D108 275 1,300 SH   DFND 6,2,1 0 0 1,300
MARSH & MCLENNAN COS INC COM 571748102 699 8,765 SH   DFND 7,2,1 8,765 0 0
MARSH & MCLENNAN COS INC COM 571748102 34,739 435,600 SH   DFND 6,2,1 421,500 0 14,100
MARSH & MCLENNAN COS INC COM 571748102 2,512 31,500 SH   DFND 8,2,1 31,500 0 0
MARRIOTT INTL INC NEW CL A 571903202 187 1,724 SH   DFND 7,2,1 1,724 0 0
MARRIOTT INTL INC NEW CL A 571903202 5,634 51,900 SH   DFND 6,2,1 7,800 0 44,100
MARTIN MARIETTA MATLS INC COM 573284106 48 278 SH   DFND 7,2,1 278 0 0
MARTIN MARIETTA MATLS INC COM 573284106 1,856 10,800 SH   DFND 8,2,1 10,800 0 0
MASCO CORP COM 574599106 38 1,286 SH   DFND 7,2,1 1,286 0 0
MASCO CORP COM 574599106 21,743 743,600 SH   DFND 6,2,1 567,300 0 176,300
MASCO CORP COM 574599106 2,213 75,700 SH   DFND 8,2,1 75,700 0 0
MASIMO CORP COM 574795100 5,097 47,467 SH   DFND 8,2,1 47,467 0 0
MASTEC INC COM 576323109 5,499 135,566 SH   DFND 7,2,1 135,566 0 0
MASTERCARD INCORPORATED CL A 57636Q104 544 2,882 SH   DFND 2,1 2,882 0 0
MASTERCARD INCORPORATED CL A 57636Q104 8,393 44,491 SH   DFND 7,2,1 40,840 0 3,651
MASTERCARD INCORPORATED CL A 57636Q104 68,103 361,000 SH   DFND 6,2,1 151,300 0 209,700
MASTERCARD INCORPORATED CL A 57636Q104 1,736 9,200 SH   DFND 8,2,1 7,100 0 2,100
MCCORMICK & CO INC COM NON VTG 579780206 348 2,500 SH   DFND 7,2,1 2,500 0 0
MCCORMICK & CO INC COM NON VTG 579780206 17,140 123,100 SH   DFND 6,2,1 8,200 0 114,900
MCDONALDS CORP COM 580135101 296 1,669 SH   DFND 2,1 1,669 0 0
MCDONALDS CORP COM 580135101 3,046 17,152 SH   DFND 7,2,1 9,840 0 7,312
MCDONALDS CORP COM 580135101 72,750 409,700 SH   DFND 6,2,1 105,000 0 304,700
MCDONALDS CORP COM 580135101 355 2,000 SH   DFND 8,2,1 0 0 2,000
MCKESSON CORP COM 58155Q103 298 2,698 SH   DFND 7,2,1 1,728 0 970
MCKESSON CORP COM 58155Q103 7,357 66,600 SH   DFND 6,2,1 5,400 0 61,200
MEDICAL PPTYS TRUST INC COM 58463J304 58 3,580 SH   DFND 7,2,1 3,580 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,551 469,600 SH   DFND 6,2,1 336,600 0 133,000
MEDICAL PPTYS TRUST INC COM 58463J304 412 25,600 SH   DFND 8,2,1 25,600 0 0
MEDPACE HLDGS INC COM 58506Q109 2,922 55,200 SH   DFND 6,2,1 31,800 0 23,400
MEET GROUP INC COM 58513U101 330 71,300 SH   DFND 6,2,1 59,600 0 11,700
MERCADOLIBRE INC COM 58733R102 54 186 SH   DFND 7,2,1 186 0 0
MERCADOLIBRE INC COM 58733R102 410 1,400 SH   DFND 6,2,1 0 0 1,400
MERCK & CO INC COM 58933Y105 320 4,189 SH   DFND 2,1 4,189 0 0
MERCK & CO INC COM 58933Y105 5,213 68,229 SH   DFND 7,2,1 61,973 0 6,256
MERCK & CO INC COM 58933Y105 85,640 1,120,800 SH   DFND 6,2,1 459,700 0 661,100
MERCK & CO INC COM 58933Y105 46,797 612,443 SH   DFND 8,2,1 592,443 0 20,000
METHANEX CORP COM 59151K108 5 100 SH   DFND 7,2,1 100 0 0
METHANEX CORP COM 59151K108 1,305 27,100 SH   DFND 6,2,1 19,900 0 7,200
METLIFE INC COM 59156R108 451 10,981 SH   DFND 7,2,1 3,516 0 7,465
METLIFE INC COM 59156R108 5,165 125,800 SH   DFND 6,2,1 114,300 0 11,500
METTLER TOLEDO INTERNATIONAL COM 592688105 286 506 SH   DFND 7,2,1 506 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 9,671 17,100 SH   DFND 6,2,1 1,600 0 15,500
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 110 6,408 SH   DFND 7,2,1 302 0 6,106
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 543 31,542 SH   DFND 6,2,1 22,287 0 9,255
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 137 7,964 SH   DFND 8,2,1 7,964 0 0
MICROSOFT CORP COM 594918104 947 9,323 SH   DFND 2,1 9,323 0 0
MICROSOFT CORP COM 594918104 52,103 512,981 SH   DFND 7,2,1 228,303 0 284,678
MICROSOFT CORP COM 594918104 178,895 1,761,300 SH   DFND 6,2,1 1,480,500 0 280,800
MICROSOFT CORP COM 594918104 117,978 1,161,544 SH   DFND 8,2,1 1,145,344 0 16,200
MICROSTRATEGY INC CL A NEW 594972408 2,734 21,400 SH   DFND 6,2,1 19,800 0 1,600
MICROCHIP TECHNOLOGY INC COM 595017104 69 962 SH   DFND 7,2,1 962 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 68,586 953,649 SH   DFND 8,2,1 953,649 0 0
MICRON TECHNOLOGY INC COM 595112103 1,198 37,771 SH   DFND 7,2,1 24,574 0 13,197
MICRON TECHNOLOGY INC COM 595112103 27,311 860,727 SH   DFND 6,2,1 742,627 0 118,100
MICRON TECHNOLOGY INC COM 595112103 7,656 241,300 SH   DFND 8,2,1 235,700 0 5,600
MID AMER APT CMNTYS INC COM 59522J103 4,173 43,607 SH   DFND 7,2,1 43,607 0 0
MINDBODY INC COM CL A 60255W105 3,347 91,947 SH   DFND 8,2,1 91,947 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,723 92,000 SH   DFND 6,2,1 53,400 0 38,600
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 27 3,816 SH   DFND 2,1 3,816 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 646 92,300 SH   DFND 6,2,1 0 0 92,300
MOLECULAR TEMPLATES INC COM 608550109 2,424 600,000 SH   DFND 8,2,1 600,000 0 0
MOLINA HEALTHCARE INC COM 60855R100 19,293 166,000 SH   DFND 6,2,1 111,200 0 54,800
MOLINA HEALTHCARE INC COM 60855R100 2,441 21,000 SH   DFND 8,2,1 19,000 0 2,000
MOLSON COORS BREWING CO CL B 60871R209 45 801 SH   DFND 7,2,1 801 0 0
MOLSON COORS BREWING CO CL B 60871R209 607 10,800 SH   DFND 6,2,1 0 0 10,800
MOMENTA PHARMACEUTICALS INC COM 60877T100 690 62,500 SH   DFND 6,2,1 44,700 0 17,800
MOMO INC ADR 60879B107 26 1,093 SH   DFND 2,1 1,093 0 0
MOMO INC ADR 60879B107 4,263 179,500 SH   DFND 6,2,1 4,600 0 174,900
MONDELEZ INTL INC CL A 609207105 857 21,414 SH   DFND 7,2,1 19,714 0 1,700
MONDELEZ INTL INC CL A 609207105 34,770 868,600 SH   DFND 6,2,1 234,600 0 634,000
MONDELEZ INTL INC CL A 609207105 2,358 58,900 SH   DFND 8,2,1 58,900 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,118 18,220 SH   DFND 7,2,1 18,220 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 511 32,900 SH   DFND 6,2,1 29,100 0 3,800
MONSTER BEVERAGE CORP NEW COM 61174X109 59 1,197 SH   DFND 7,2,1 1,197 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,235 25,100 SH   DFND 6,2,1 1,000 0 24,100
MONSTER BEVERAGE CORP NEW COM 61174X109 19,782 401,900 SH   DFND 8,2,1 401,900 0 0
MOODYS CORP COM 615369105 5,759 41,124 SH   DFND 7,2,1 41,124 0 0
MOODYS CORP COM 615369105 2,031 14,500 SH   DFND 6,2,1 1,700 0 12,800
MOOG INC CL A 615394202 4,866 62,800 SH   DFND 6,2,1 30,100 0 32,700
MORGAN STANLEY COM NEW 617446448 6,610 166,703 SH   DFND 7,2,1 160,487 0 6,216
MORGAN STANLEY COM NEW 617446448 7,831 197,500 SH   DFND 6,2,1 141,200 0 56,300
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,128 70,000 SH   DFND 8,2,1 70,000 0 0
MOSAIC CO NEW COM 61945C103 42 1,437 SH   DFND 7,2,1 1,437 0 0
MOSAIC CO NEW COM 61945C103 6,470 221,500 SH   DFND 6,2,1 218,600 0 2,900
MOSAIC CO NEW COM 61945C103 29 1,000 SH   DFND 8,2,1 1,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 79 686 SH   DFND 7,2,1 686 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,841 24,700 SH   DFND 6,2,1 0 0 24,700
MUELLER WTR PRODS INC COM SER A 624758108 221 24,300 SH   DFND 6,2,1 0 0 24,300
MURPHY OIL CORP COM 626717102 87 3,702 SH   DFND 7,2,1 3,702 0 0
MURPHY OIL CORP COM 626717102 6,701 286,500 SH   DFND 6,2,1 161,300 0 125,200
MURPHY OIL CORP COM 626717102 70 3,000 SH   DFND 8,2,1 3,000 0 0
MYRIAD GENETICS INC COM 62855J104 2,491 85,687 SH   DFND 6,2,1 55,187 0 30,500
NCI BUILDING SYS INC COM NEW 628852204 1,298 179,049 SH   DFND 6,2,1 114,149 0 64,900
NCR CORP NEW COM 62886E108 58 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 8,463 366,700 SH   DFND 6,2,1 239,600 0 127,100
NCR CORP NEW COM 62886E108 540 23,400 SH   DFND 8,2,1 23,400 0 0
NVR INC COM 62944T105 39 16 SH   DFND 7,2,1 16 0 0
NVR INC COM 62944T105 1,218 500 SH   DFND 6,2,1 0 0 500
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 5,803 5,800,000 PRN   DFND 7,2,1 5,100,000 0 700,000
NASDAQ INC COM 631103108 129 1,583 SH   DFND 7,2,1 1,583 0 0
NASDAQ INC COM 631103108 38,118 467,300 SH   DFND 6,2,1 337,500 0 129,800
NASDAQ INC COM 631103108 5,065 62,100 SH   DFND 8,2,1 54,400 0 7,700
NATIONAL GEN HLDGS CORP COM 636220303 2,647 109,344 SH   DFND 6,2,1 102,544 0 6,800
NATIONAL RETAIL PPTYS INC COM 637417106 423 8,712 SH   DFND 7,2,1 8,712 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 144 17,638 SH   DFND 6,2,1 13,648 0 3,990
NEOPHOTONICS CORP COM 64051T100 1,213 187,200 SH   DFND 6,2,1 109,400 0 77,800
NETAPP INC COM 64110D104 69 1,157 SH   DFND 7,2,1 1,157 0 0
NETAPP INC COM 64110D104 477 8,000 SH   DFND 6,2,1 0 0 8,000
NETFLIX INC COM 64110L106 1,452 5,424 SH   DFND 7,2,1 5,064 0 360
NETFLIX INC COM 64110L106 47,031 175,711 SH   DFND 6,2,1 153,611 0 22,100
NETFLIX INC COM 64110L106 18,052 67,442 SH   DFND 8,2,1 67,042 0 400
NETSCOUT SYS INC COM 64115T104 3,939 166,700 SH   DFND 6,2,1 122,200 0 44,500
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 69 1,258 SH   DFND 2,1 1,258 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,122 38,707 SH   DFND 7,2,1 38,707 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5,799 105,800 SH   DFND 6,2,1 0 0 105,800
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 16,077 293,314 SH   DFND 8,2,1 278,082 0 15,232
NEW RELIC INC COM 64829B100 3,660 45,200 SH   DFND 6,2,1 33,800 0 11,400
NEW RELIC INC COM 64829B100 21,416 264,491 SH   DFND 8,2,1 264,491 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 6 600 SH   DFND 7,2,1 600 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 600 63,800 SH   DFND 6,2,1 63,800 0 0
NEWELL BRANDS INC COM 651229106 1,432 77,055 SH   DFND 7,2,1 2,066 0 74,989
NEWFIELD EXPL CO COM 651290108 70 4,794 SH   DFND 7,2,1 4,794 0 0
NEWFIELD EXPL CO COM 651290108 14,431 984,400 SH   DFND 6,2,1 796,500 0 187,900
NEWFIELD EXPL CO COM 651290108 808 55,100 SH   DFND 8,2,1 55,100 0 0
NEWMONT MINING CORP COM 651639106 3,812 110,022 SH   DFND 7,2,1 110,022 0 0
NEWMONT MINING CORP COM 651639106 114 3,300 SH   DFND 6,2,1 0 0 3,300
NEWS CORP NEW CL A 65249B109 18 1,583 SH   DFND 7,2,1 1,583 0 0
NEWS CORP NEW CL A 65249B109 5,658 498,500 SH   DFND 6,2,1 477,300 0 21,200
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,101 14,000 SH   DFND 6,2,1 14,000 0 0
NEXTERA ENERGY INC COM 65339F101 692 3,982 SH   DFND 2,1 3,982 0 0
NEXTERA ENERGY INC COM 65339F101 23,315 134,131 SH   DFND 7,2,1 40,532 0 93,599
NEXTERA ENERGY INC COM 65339F101 13,228 76,100 SH   DFND 6,2,1 58,100 0 18,000
NEXTERA ENERGY INC COM 65339F101 4,387 25,238 SH   DFND 8,2,1 25,238 0 0
NEXTGEN HEALTHCARE INC COM 65343C102 1,636 107,954 SH   DFND 6,2,1 70,865 0 37,089
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 20,357 14,900,000 PRN   DFND 7,2,1 14,000,000 0 900,000
NIKE INC CL B 654106103 283 3,823 SH   DFND 2,1 3,823 0 0
NIKE INC CL B 654106103 8,956 120,798 SH   DFND 7,2,1 117,110 0 3,688
NIKE INC CL B 654106103 14,917 201,200 SH   DFND 6,2,1 144,700 0 56,500
NIKE INC CL B 654106103 584 7,877 SH   DFND 8,2,1 6,777 0 1,100
NISOURCE INC COM 65473P105 24 953 SH   DFND 7,2,1 953 0 0
NISOURCE INC COM 65473P105 20,204 797,000 SH   DFND 6,2,1 564,900 0 232,100
NISOURCE INC COM 65473P105 510 20,100 SH   DFND 8,2,1 12,200 0 7,900
NOBLE ENERGY INC COM 655044105 1,047 55,820 SH   DFND 7,2,1 12,811 0 43,009
NOBLE ENERGY INC COM 655044105 4,289 228,609 SH   DFND 8,2,1 228,609 0 0
NORBORD INC COM NEW 65548P403 984 37,000 SH   DFND 6,2,1 19,500 0 17,500
NORBORD INC COM NEW 65548P403 32 1,200 SH   DFND 8,2,1 1,200 0 0
NORFOLK SOUTHERN CORP COM 655844108 200 1,337 SH   DFND 7,2,1 1,337 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,139 67,800 SH   DFND 6,2,1 35,400 0 32,400
NORFOLK SOUTHERN CORP COM 655844108 329 2,200 SH   DFND 8,2,1 0 0 2,200
NORTHERN TR CORP COM 665859104 260 3,108 SH   DFND 7,2,1 3,108 0 0
NORTHERN TR CORP COM 665859104 14,586 174,500 SH   DFND 6,2,1 13,400 0 161,100
NORTHRIM BANCORP INC COM 666762109 207 6,300 SH   DFND 6,2,1 3,600 0 2,700
NORTHROP GRUMMAN CORP COM 666807102 112 456 SH   DFND 7,2,1 456 0 0
NORTHROP GRUMMAN CORP COM 666807102 318 1,300 SH   DFND 6,2,1 900 0 400
NOVANTA INC COM 67000B104 34,401 546,045 SH   DFND 8,2,1 546,045 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,427 561,400 SH   DFND 6,2,1 380,300 0 181,100
NUCOR CORP COM 670346105 161 3,104 SH   DFND 7,2,1 3,104 0 0
NUCOR CORP COM 670346105 3,466 66,900 SH   DFND 6,2,1 0 0 66,900
NUCOR CORP COM 670346105 155 3,000 SH   DFND 8,2,1 0 0 3,000
NVIDIA CORP COM 67066G104 7,048 52,794 SH   DFND 7,2,1 46,841 0 5,953
NVIDIA CORP COM 67066G104 17,398 130,323 SH   DFND 6,2,1 104,223 0 26,100
NVIDIA CORP COM 67066G104 44,124 330,516 SH   DFND 8,2,1 330,516 0 0
NUVASIVE INC COM 670704105 44,183 891,505 SH   DFND 8,2,1 891,505 0 0
NUTRIEN LTD COM 67077M108 3,858 82,093 SH   DFND 7,2,1 53,722 0 28,371
NUTRIEN LTD COM 67077M108 2,765 58,831 SH   DFND 6,2,1 6,900 0 51,931
OFS CAP CORP COM 67103B100 108 10,200 SH   DFND 6,2,1 10,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 421 1,224 SH   DFND 7,2,1 1,224 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 17,526 50,900 SH   DFND 6,2,1 3,900 0 47,000
O REILLY AUTOMOTIVE INC NEW COM 67103H107 7,851 22,800 SH   DFND 8,2,1 21,700 0 1,100
OFG BANCORP COM 67103X102 713 43,300 SH   DFND 6,2,1 31,300 0 12,000
OSI SYSTEMS INC COM 671044105 5,168 70,500 SH   DFND 6,2,1 48,400 0 22,100
OCCIDENTAL PETE CORP DEL COM 674599105 6,218 101,297 SH   DFND 7,2,1 49,802 0 51,495
OCCIDENTAL PETE CORP DEL COM 674599105 6,150 100,200 SH   DFND 6,2,1 96,000 0 4,200
OCCIDENTAL PETE CORP DEL COM 674599105 331 5,391 SH   DFND 8,2,1 5,391 0 0
OFFICE DEPOT INC COM 676220106 179 69,200 SH   DFND 6,2,1 69,200 0 0
OFFICE DEPOT INC COM 676220106 234 90,600 SH   DFND 8,2,1 90,600 0 0
OKTA INC CL A 679295105 6,545 102,588 SH   DFND 6,2,1 53,867 0 48,721
OLD NATL BANCORP IND COM 680033107 336 21,800 SH   DFND 6,2,1 21,800 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2,804 42,155 SH   DFND 7,2,1 42,155 0 0
OMNICOM GROUP INC COM 681919106 311 4,251 SH   DFND 7,2,1 4,251 0 0
OMNICOM GROUP INC COM 681919106 16,259 222,000 SH   DFND 6,2,1 10,100 0 211,900
OMNICOM GROUP INC COM 681919106 103 1,400 SH   DFND 8,2,1 0 0 1,400
ON SEMICONDUCTOR CORP COM 682189105 21 1,288 SH   DFND 7,2,1 1,288 0 0
ON SEMICONDUCTOR CORP COM 682189105 908 55,000 SH   DFND 6,2,1 0 0 55,000
ON SEMICONDUCTOR CORP COM 682189105 139 8,400 SH   DFND 8,2,1 0 0 8,400
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 14,112 12,800,000 PRN   DFND 7,2,1 12,000,000 0 800,000
ONE LIBERTY PPTYS INC COM 682406103 1,560 64,396 SH   DFND 6,2,1 39,943 0 24,453
ONEOK INC NEW COM 682680103 91 1,695 SH   DFND 7,2,1 1,695 0 0
ONEOK INC NEW COM 682680103 1,246 23,100 SH   DFND 6,2,1 14,700 0 8,400
OPEN TEXT CORP COM 683715106 12 371 SH   DFND 7,2,1 371 0 0
OPEN TEXT CORP COM 683715106 795 24,400 SH   DFND 6,2,1 12,700 0 11,700
OPEN TEXT CORP COM 683715106 153 4,700 SH   DFND 8,2,1 0 0 4,700
ORACLE CORP COM 68389X105 7,804 172,847 SH   DFND 7,2,1 116,116 0 56,731
ORACLE CORP COM 68389X105 104,021 2,303,900 SH   DFND 6,2,1 1,671,800 0 632,100
ORACLE CORP COM 68389X105 11,017 244,000 SH   DFND 8,2,1 221,300 0 22,700
OPUS BK IRVINE CALIF COM 684000102 280 14,300 SH   DFND 6,2,1 14,300 0 0
ORBCOMM INC COM 68555P100 4,319 522,831 SH   DFND 8,2,1 522,831 0 0
ORTHOFIX MED INC COM 68752M108 3,286 62,600 SH   DFND 6,2,1 48,300 0 14,300
OUTFRONT MEDIA INC COM 69007J106 5,055 279,000 SH   DFND 6,2,1 172,700 0 106,300
OUTFRONT MEDIA INC COM 69007J106 92 5,100 SH   DFND 8,2,1 5,100 0 0
OVERSTOCK COM INC DEL COM 690370101 1,488 109,600 SH   DFND 6,2,1 72,500 0 37,100
OWENS & MINOR INC NEW COM 690732102 85 13,500 SH   DFND 6,2,1 0 0 13,500
OXFORD INDS INC COM 691497309 5,292 74,500 SH   DFND 6,2,1 47,400 0 27,100
P A M TRANSN SVCS INC COM 693149106 559 14,192 SH   DFND 6,2,1 8,800 0 5,392
PBF ENERGY INC CL A 69318G106 2,382 72,900 SH   DFND 6,2,1 22,600 0 50,300
PC CONNECTION INC COM 69318J100 1,104 37,136 SH   DFND 6,2,1 30,736 0 6,400
PDL BIOPHARMA INC COM 69329Y104 60 20,700 SH   DFND 6,2,1 20,700 0 0
PJT PARTNERS INC COM CL A 69343T107 909 23,452 SH   DFND 7,2,1 0 0 23,452
PNC FINL SVCS GROUP INC COM 693475105 3,102 26,534 SH   DFND 7,2,1 24,830 0 1,704
PNC FINL SVCS GROUP INC COM 693475105 38,732 331,300 SH   DFND 6,2,1 69,000 0 262,300
POSCO SPONSORED ADR 693483109 849 15,457 SH   DFND 7,2,1 2,340 0 13,117
PPG INDS INC COM 693506107 5,167 50,541 SH   DFND 7,2,1 40,509 0 10,032
PPG INDS INC COM 693506107 14,087 137,800 SH   DFND 6,2,1 14,100 0 123,700
PPG INDS INC COM 693506107 11,224 109,788 SH   DFND 8,2,1 104,788 0 5,000
PPL CORP COM 69351T106 525 18,522 SH   DFND 2,1 18,522 0 0
PPL CORP COM 69351T106 156 5,509 SH   DFND 7,2,1 5,509 0 0
PPL CORP COM 69351T106 643 22,700 SH   DFND 6,2,1 17,600 0 5,100
PVH CORP COM 693656100 30 318 SH   DFND 7,2,1 318 0 0
PVH CORP COM 693656100 7,910 85,100 SH   DFND 6,2,1 52,600 0 32,500
PVH CORP COM 693656100 149 1,600 SH   DFND 8,2,1 0 0 1,600
PTC INC COM 69370C100 27 328 SH   DFND 7,2,1 328 0 0
PTC INC COM 69370C100 137,045 1,653,133 SH   DFND 8,2,1 1,653,133 0 0
PACCAR INC COM 693718108 85 1,495 SH   DFND 7,2,1 1,495 0 0
PACCAR INC COM 693718108 1,223 21,400 SH   DFND 6,2,1 0 0 21,400
PACKAGING CORP AMER COM 695156109 119 1,424 SH   DFND 7,2,1 1,424 0 0
PACKAGING CORP AMER COM 695156109 17,994 215,600 SH   DFND 6,2,1 189,600 0 26,000
PACKAGING CORP AMER COM 695156109 709 8,500 SH   DFND 8,2,1 6,400 0 2,100
PACWEST BANCORP DEL COM 695263103 446 13,400 SH   DFND 6,2,1 2,900 0 10,500
PALO ALTO NETWORKS INC COM 697435105 53,349 283,243 SH   DFND 7,2,1 283,243 0 0
PALO ALTO NETWORKS INC COM 697435105 12,214 64,850 SH   DFND 8,2,1 64,850 0 0
PARAMOUNT GROUP INC COM 69924R108 134 10,680 SH   DFND 7,2,1 10,680 0 0
PARAMOUNT GROUP INC COM 69924R108 5,768 459,200 SH   DFND 6,2,1 310,000 0 149,200
PARAMOUNT GROUP INC COM 69924R108 904 72,000 SH   DFND 8,2,1 65,100 0 6,900
PARK HOTELS RESORTS INC COM 700517105 7,877 303,200 SH   DFND 6,2,1 225,500 0 77,700
PARK HOTELS RESORTS INC COM 700517105 1,658 63,800 SH   DFND 8,2,1 55,900 0 7,900
PARKER HANNIFIN CORP COM 701094104 82 550 SH   DFND 7,2,1 550 0 0
PARKER HANNIFIN CORP COM 701094104 37,046 248,400 SH   DFND 6,2,1 196,500 0 51,900
PARKER HANNIFIN CORP COM 701094104 81,060 543,513 SH   DFND 8,2,1 541,513 0 2,000
PARSLEY ENERGY INC CL A 701877102 16 1,016 SH   DFND 7,2,1 1,016 0 0
PARSLEY ENERGY INC CL A 701877102 4,014 251,200 SH   DFND 8,2,1 251,200 0 0
PATTERSON COMPANIES INC COM 703395103 7,182 365,300 SH   DFND 6,2,1 243,100 0 122,200
PATTERSON COMPANIES INC COM 703395103 509 25,900 SH   DFND 8,2,1 19,800 0 6,100
PAYCHEX INC COM 704326107 622 9,551 SH   DFND 7,2,1 9,551 0 0
PAYCHEX INC COM 704326107 14,528 223,000 SH   DFND 6,2,1 11,100 0 211,900
PAYCOM SOFTWARE INC COM 70432V102 2,265 18,500 SH   DFND 6,2,1 11,400 0 7,100
PAYPAL HLDGS INC COM 70450Y103 39,252 466,787 SH   DFND 7,2,1 466,787 0 0
PAYPAL HLDGS INC COM 70450Y103 28,481 338,700 SH   DFND 6,2,1 130,000 0 208,700
PAYPAL HLDGS INC COM 70450Y103 21,952 261,052 SH   DFND 8,2,1 259,952 0 1,100
PEBBLEBROOK HOTEL TR COM 70509V100 17,159 606,113 SH   DFND 7,2,1 606,113 0 0
PEMBINA PIPELINE CORP COM 706327103 61 2,066 SH   DFND 7,2,1 2,066 0 0
PEMBINA PIPELINE CORP COM 706327103 3,056 103,000 SH   DFND 6,2,1 0 0 103,000
PENN NATL GAMING INC COM 707569109 2,258 119,900 SH   DFND 6,2,1 75,900 0 44,000
PENSKE AUTOMOTIVE GRP INC COM 70959W103 423 10,500 SH   DFND 6,2,1 10,500 0 0
PENUMBRA INC COM 70975L107 1,418 11,600 SH   DFND 6,2,1 8,900 0 2,700
PENUMBRA INC COM 70975L107 159 1,300 SH   DFND 8,2,1 1,300 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 20 1,378 SH   DFND 7,2,1 1,378 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 12,947 897,200 SH   DFND 6,2,1 814,600 0 82,600
PEPSICO INC COM 713448108 5,168 46,779 SH   DFND 7,2,1 42,732 0 4,047
PEPSICO INC COM 713448108 151,711 1,373,200 SH   DFND 6,2,1 780,300 0 592,900
PEPSICO INC COM 713448108 11,954 108,200 SH   DFND 8,2,1 95,000 0 13,200
PERFICIENT INC COM 71375U101 434 19,500 SH   DFND 6,2,1 11,100 0 8,400
PERSPECTA INC COM 715347100 31 1,777 SH   DFND 7,2,1 194 0 1,583
PERSPECTA INC COM 715347100 8,558 497,004 SH   DFND 6,2,1 350,700 0 146,304
PERSPECTA INC COM 715347100 303 17,600 SH   DFND 8,2,1 17,600 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 320 12,220 SH   DFND 7,2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,902 146,212 SH   DFND 7,2,1 51,800 0 94,412
PFENEX INC COM 717071104 32 10,000 SH   DFND 6,2,1 10,000 0 0
PFIZER INC COM 717081103 320 7,331 SH   DFND 2,1 7,331 0 0
PFIZER INC COM 717081103 7,593 173,955 SH   DFND 7,2,1 169,874 0 4,081
PFIZER INC COM 717081103 86,104 1,972,600 SH   DFND 6,2,1 879,300 0 1,093,300
PFIZER INC COM 717081103 2,012 46,100 SH   DFND 8,2,1 46,100 0 0
PHILIP MORRIS INTL INC COM 718172109 6,837 102,411 SH   DFND 7,2,1 30,268 0 72,143
PHILLIPS 66 COM 718546104 2,398 27,832 SH   DFND 7,2,1 27,832 0 0
PHILLIPS 66 COM 718546104 17,945 208,300 SH   DFND 6,2,1 53,000 0 155,300
PHYSICIANS RLTY TR COM 71943U104 17,184 1,071,994 SH   DFND 7,2,1 1,071,994 0 0
PINNACLE WEST CAP CORP COM 723484101 231 2,716 SH   DFND 7,2,1 2,716 0 0
PINNACLE WEST CAP CORP COM 723484101 6,450 75,700 SH   DFND 6,2,1 600 0 75,100
PIONEER NAT RES CO COM 723787107 3,314 25,200 SH   DFND 7,2,1 5,138 0 20,062
PIONEER NAT RES CO COM 723787107 316 2,400 SH   DFND 6,2,1 1,000 0 1,400
PIONEER NAT RES CO COM 723787107 14,993 113,997 SH   DFND 8,2,1 113,997 0 0
PITNEY BOWES INC COM 724479100 162 27,400 SH   DFND 6,2,1 0 0 27,400
PIXELWORKS INC COM NEW 72581M305 38 13,229 SH   DFND 6,2,1 0 0 13,229
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 9 454 SH   DFND 7,2,1 454 0 0
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 289 14,400 SH   DFND 6,2,1 14,400 0 0
PLANET FITNESS INC CL A 72703H101 10,814 201,682 SH   DFND 7,2,1 201,682 0 0
PLANET FITNESS INC CL A 72703H101 7,064 131,750 SH   DFND 8,2,1 131,750 0 0
POPULAR INC COM NEW 733174700 13,793 292,100 SH   DFND 6,2,1 198,900 0 93,200
POPULAR INC COM NEW 733174700 944 20,000 SH   DFND 8,2,1 20,000 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 0 1 SH   DFND 7,2,1 0 0 1
PORTLAND GEN ELEC CO COM NEW 736508847 2,824 61,600 SH   DFND 6,2,1 45,300 0 16,300
PREMIER INC CL A 74051N102 5,909 158,200 SH   DFND 6,2,1 110,800 0 47,400
PRESIDIO INC COM 74102M103 3,875 296,900 SH   DFND 6,2,1 198,200 0 98,700
PRICE T ROWE GROUP INC COM 74144T108 434 4,703 SH   DFND 7,2,1 4,703 0 0
PRICE T ROWE GROUP INC COM 74144T108 16,775 181,700 SH   DFND 6,2,1 12,700 0 169,000
PRICE T ROWE GROUP INC COM 74144T108 240 2,600 SH   DFND 8,2,1 0 0 2,600
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 9,424 7,000,000 PRN   DFND 7,2,1 0 0 7,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 26,485 24,000,000 PRN   DFND 7,2,1 9,000,000 0 15,000,000
PRINCIPIA BIOPHARMA INC COM 74257L108 4,109 150,000 SH   DFND 8,2,1 150,000 0 0
PROCTER AND GAMBLE CO COM 742718109 96 1,048 SH   DFND 2,1 1,048 0 0
PROCTER AND GAMBLE CO COM 742718109 3,502 38,096 SH   DFND 7,2,1 36,106 0 1,990
PROCTER AND GAMBLE CO COM 742718109 100,193 1,090,000 SH   DFND 6,2,1 380,900 0 709,100
PROCTER AND GAMBLE CO COM 742718109 1,976 21,500 SH   DFND 8,2,1 16,800 0 4,700
PROGENICS PHARMACEUTICALS IN COM 743187106 311 74,000 SH   DFND 6,2,1 65,800 0 8,200
PROGRESS SOFTWARE CORP COM 743312100 6,065 170,900 SH   DFND 6,2,1 116,100 0 54,800
PROGRESSIVE CORP OHIO COM 743315103 790 13,101 SH   DFND 7,2,1 13,101 0 0
PROGRESSIVE CORP OHIO COM 743315103 6,371 105,600 SH   DFND 6,2,1 99,900 0 5,700
PROGRESSIVE CORP OHIO COM 743315103 8,525 141,300 SH   DFND 8,2,1 141,300 0 0
PROLOGIS INC COM 74340W103 40,010 681,364 SH   DFND 7,2,1 675,864 0 5,500
PROLOGIS INC COM 74340W103 11,174 190,300 SH   DFND 6,2,1 105,100 0 85,200
PROLOGIS INC COM 74340W103 9,917 168,878 SH   DFND 8,2,1 168,878 0 0
PROOFPOINT INC COM 743424103 17,762 211,930 SH   DFND 7,2,1 211,930 0 0
PROOFPOINT INC COM 743424103 20,013 238,796 SH   DFND 8,2,1 238,796 0 0
PROSHARES TR HD REPLICATION 74347X294 2,085 48,410 SH   DFND 5,4,2,1 48,410 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 2,123 59,200 SH   DFND 5,4,2,1 59,200 0 0
PRUDENTIAL FINL INC COM 744320102 3,061 37,539 SH   DFND 7,2,1 6,011 0 31,528
PRUDENTIAL FINL INC COM 744320102 20,893 256,200 SH   DFND 6,2,1 244,200 0 12,000
PRUDENTIAL FINL INC COM 744320102 1,288 15,800 SH   DFND 8,2,1 15,800 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 552 10,604 SH   DFND 7,2,1 10,604 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 18,722 359,700 SH   DFND 6,2,1 28,100 0 331,600
PUBLIC STORAGE COM 74460D109 3,517 17,375 SH   DFND 7,2,1 12,269 0 5,106
PUBLIC STORAGE COM 74460D109 5,607 27,700 SH   DFND 6,2,1 5,600 0 22,100
PURE STORAGE INC CL A 74624M102 2,047 127,322 SH   DFND 7,2,1 127,322 0 0
PURE STORAGE INC CL A 74624M102 12,646 786,450 SH   DFND 8,2,1 786,450 0 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 166 19,200 SH   DFND 6,2,1 19,200 0 0
QEP RES INC COM 74733V100 89 15,800 SH   DFND 6,2,1 0 0 15,800
Q2 HLDGS INC COM 74736L109 7,873 158,885 SH   DFND 7,2,1 158,885 0 0
Q2 HLDGS INC COM 74736L109 11,258 227,204 SH   DFND 8,2,1 227,204 0 0
QUALCOMM INC COM 747525103 2,634 46,282 SH   DFND 7,2,1 16,134 0 30,148
QUALCOMM INC COM 747525103 13,670 240,200 SH   DFND 6,2,1 166,300 0 73,900
QUALCOMM INC COM 747525103 147,284 2,588,010 SH   DFND 8,2,1 2,583,910 0 4,100
QUALYS INC COM 74758T303 5,342 71,478 SH   DFND 7,2,1 71,478 0 0
QUALYS INC COM 74758T303 486 6,500 SH   DFND 6,2,1 4,000 0 2,500
QUANTA SVCS INC COM 74762E102 11,232 373,150 SH   DFND 6,2,1 355,850 0 17,300
QUEST DIAGNOSTICS INC COM 74834L100 49 584 SH   DFND 7,2,1 584 0 0
QUEST DIAGNOSTICS INC COM 74834L100 30,460 365,800 SH   DFND 6,2,1 312,600 0 53,200
QUEST DIAGNOSTICS INC COM 74834L100 4,338 52,100 SH   DFND 8,2,1 52,100 0 0
QUIDEL CORP COM 74838J101 1,518 31,100 SH   DFND 6,2,1 9,800 0 21,300
QUIDEL CORP COM 74838J101 88 1,800 SH   DFND 8,2,1 0 0 1,800
QURATE RETAIL INC COM SER A 74915M100 38 1,954 SH   DFND 7,2,1 1,954 0 0
QURATE RETAIL INC COM SER A 74915M100 2,397 122,800 SH   DFND 6,2,1 102,300 0 20,500
QURATE RETAIL INC COM SER A 74915M100 707 36,200 SH   DFND 8,2,1 27,600 0 8,600
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,140 51,049 SH   DFND 6,2,1 23,549 0 27,500
RLJ LODGING TR COM 74965L101 23 1,421 SH   DFND 7,2,1 1,421 0 0
RLJ LODGING TR COM 74965L101 6,088 371,200 SH   DFND 6,2,1 265,300 0 105,900
RLJ LODGING TR COM 74965L101 787 48,000 SH   DFND 8,2,1 48,000 0 0
RMR GROUP INC CL A 74967R106 2,850 53,697 SH   DFND 6,2,1 34,027 0 19,670
RPT REALTY COM SH BEN INT 74971D101 4,028 337,100 SH   DFND 6,2,1 218,900 0 118,200
RTI SURGICAL INC COM 74975N105 204 55,200 SH   DFND 6,2,1 43,800 0 11,400
RTW RETAILWINDS INC COM 74980D100 182 64,200 SH   DFND 6,2,1 45,900 0 18,300
RADIAN GROUP INC COM 750236101 11,598 708,900 SH   DFND 6,2,1 496,500 0 212,400
RADIAN GROUP INC COM 750236101 667 40,800 SH   DFND 8,2,1 40,800 0 0
RAMBUS INC DEL COM 750917106 1,052 137,200 SH   DFND 6,2,1 132,300 0 4,900
RALPH LAUREN CORP CL A 751212101 27 257 SH   DFND 7,2,1 257 0 0
RALPH LAUREN CORP CL A 751212101 24,038 232,343 SH   DFND 6,2,1 185,600 0 46,743
RALPH LAUREN CORP CL A 751212101 704 6,800 SH   DFND 8,2,1 6,800 0 0
RANGE RES CORP COM 75281A109 41 4,332 SH   DFND 7,2,1 4,332 0 0
RANGE RES CORP COM 75281A109 79 8,300 SH   DFND 8,2,1 8,300 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 42 571 SH   DFND 7,2,1 571 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 610 8,200 SH   DFND 6,2,1 0 0 8,200
RAYTHEON CO COM NEW 755111507 4,479 29,210 SH   DFND 7,2,1 26,954 0 2,256
RAYTHEON CO COM NEW 755111507 77,994 508,600 SH   DFND 6,2,1 275,800 0 232,800
RAYTHEON CO COM NEW 755111507 3,619 23,600 SH   DFND 8,2,1 14,400 0 9,200
REALNETWORKS INC COM NEW 75605L708 304 131,400 SH   DFND 6,2,1 111,800 0 19,600
REALTY INCOME CORP COM 756109104 468 7,431 SH   DFND 7,2,1 7,431 0 0
RED HAT INC COM 756577102 132 750 SH   DFND 7,2,1 750 0 0
RED HAT INC COM 756577102 1,844 10,500 SH   DFND 6,2,1 1,800 0 8,700
RED HAT INC COM 756577102 13,876 79,000 SH   DFND 8,2,1 79,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 40,376 17,000,000 PRN   DFND 7,2,1 5,500,000 0 11,500,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 460 17,200 SH   DFND 6,2,1 9,900 0 7,300
RED ROCK RESORTS INC CL A 75700L108 5,142 253,200 SH   DFND 6,2,1 171,800 0 81,400
RED ROCK RESORTS INC CL A 75700L108 89 4,400 SH   DFND 8,2,1 0 0 4,400
REGAL BELOIT CORP COM 758750103 8,847 126,300 SH   DFND 6,2,1 82,600 0 43,700
REGENCY CTRS CORP COM 758849103 194 3,298 SH   DFND 7,2,1 3,298 0 0
REGENCY CTRS CORP COM 758849103 1,620 27,600 SH   DFND 6,2,1 5,200 0 22,400
REGENERON PHARMACEUTICALS COM 75886F107 125 335 SH   DFND 7,2,1 335 0 0
REGENERON PHARMACEUTICALS COM 75886F107 411 1,100 SH   DFND 6,2,1 400 0 700
REGENERON PHARMACEUTICALS COM 75886F107 25,901 69,347 SH   DFND 8,2,1 68,947 0 400
REGENXBIO INC COM 75901B107 1,338 31,900 SH   DFND 6,2,1 18,800 0 13,100
REGENXBIO INC COM 75901B107 92 2,200 SH   DFND 8,2,1 0 0 2,200
REGIONS FINL CORP NEW COM 7591EP100 64 4,771 SH   DFND 7,2,1 4,771 0 0
REGIONS FINL CORP NEW COM 7591EP100 326 24,400 SH   DFND 6,2,1 0 0 24,400
REINSURANCE GROUP AMER INC COM NEW 759351604 5,380 38,365 SH   DFND 7,2,1 38,365 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 196 1,400 SH   DFND 6,2,1 1,400 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 4,137 160,973 SH   DFND 6,2,1 112,873 0 48,100
REPLIGEN CORP COM 759916109 448 8,500 SH   DFND 6,2,1 4,400 0 4,100
REPUBLIC SVCS INC COM 760759100 71 990 SH   DFND 7,2,1 990 0 0
REPUBLIC SVCS INC COM 760759100 3,410 47,300 SH   DFND 6,2,1 900 0 46,400
REPUBLIC SVCS INC COM 760759100 58 800 SH   DFND 8,2,1 0 0 800
RESMED INC COM 761152107 69 604 SH   DFND 7,2,1 604 0 0
RESMED INC COM 761152107 1,105 9,700 SH   DFND 6,2,1 0 0 9,700
RESIDEO TECHNOLOGIES INC COM 76118Y104 5 240 SH   DFND 2,1 240 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 320 15,582 SH   DFND 7,2,1 15,417 0 165
RESIDEO TECHNOLOGIES INC COM 76118Y104 5,336 259,669 SH   DFND 6,2,1 144,319 0 115,350
RESOURCES CONNECTION INC COM 76122Q105 2,278 160,422 SH   DFND 6,2,1 118,378 0 42,044
RESTAURANT BRANDS INTL INC COM 76131D103 184 3,515 SH   DFND 7,2,1 3,515 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 868 16,600 SH   DFND 6,2,1 2,900 0 13,700
RETAIL OPPORTUNITY INVTS COR COM 76131N101 13,998 881,455 SH   DFND 7,2,1 881,455 0 0
RETAIL VALUE INC COM 76133Q102 668 26,101 SH   DFND 7,2,1 26,101 0 0
RIBBON COMMUNICATIONS INC COM 762544104 204 42,400 SH   DFND 6,2,1 32,800 0 9,600
RIGEL PHARMACEUTICALS INC COM NEW 766559603 210 91,500 SH   DFND 6,2,1 78,300 0 13,200
RINGCENTRAL INC CL A 76680R206 7,832 95,000 SH   DFND 6,2,1 67,900 0 27,100
RINGCENTRAL INC CL A 76680R206 445 5,400 SH   DFND 8,2,1 5,400 0 0
ROBERT HALF INTL INC COM 770323103 32 551 SH   DFND 7,2,1 551 0 0
ROBERT HALF INTL INC COM 770323103 17,126 299,400 SH   DFND 6,2,1 215,700 0 83,700
ROBERT HALF INTL INC COM 770323103 366 6,400 SH   DFND 8,2,1 0 0 6,400
ROCKET PHARMACEUTICALS INC COM 77313F106 90 6,100 SH   DFND 6,2,1 6,100 0 0
ROCKET PHARMACEUTICALS INC COM 77313F106 2,308 155,728 SH   DFND 8,2,1 155,728 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,765 11,730 SH   DFND 7,2,1 11,730 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,129 7,500 SH   DFND 6,2,1 0 0 7,500
ROCKWELL AUTOMATION INC COM 773903109 72,124 479,295 SH   DFND 8,2,1 479,295 0 0
ROCKY BRANDS INC COM 774515100 712 27,392 SH   DFND 6,2,1 13,592 0 13,800
ROGERS COMMUNICATIONS INC CL B 775109200 2,066 40,304 SH   DFND 7,2,1 16,102 0 24,202
ROGERS COMMUNICATIONS INC CL B 775109200 16,260 317,200 SH   DFND 6,2,1 27,000 0 290,200
ROLLINS INC COM 775711104 23 636 SH   DFND 7,2,1 636 0 0
ROLLINS INC COM 775711104 1,522 42,150 SH   DFND 6,2,1 0 0 42,150
ROPER TECHNOLOGIES INC COM 776696106 15,949 59,842 SH   DFND 7,2,1 21,349 0 38,493
ROPER TECHNOLOGIES INC COM 776696106 13,619 51,100 SH   DFND 6,2,1 4,400 0 46,700
ROPER TECHNOLOGIES INC COM 776696106 34,948 131,126 SH   DFND 8,2,1 131,126 0 0
ROSS STORES INC COM 778296103 3,899 46,860 SH   DFND 7,2,1 4,019 0 42,841
ROSS STORES INC COM 778296103 14,851 178,500 SH   DFND 6,2,1 12,800 0 165,700
ROSS STORES INC COM 778296103 200 2,400 SH   DFND 8,2,1 0 0 2,400
ROYAL BK CDA MONTREAL QUE COM 780087102 5,293 77,243 SH   DFND 7,2,1 18,022 0 59,221
ROYAL BK CDA MONTREAL QUE COM 780087102 53,062 774,400 SH   DFND 6,2,1 255,800 0 518,600
ROYAL BK CDA MONTREAL QUE COM 780087102 6,349 92,652 SH   DFND 8,2,1 70,052 0 22,600
RUBICON PROJ INC COM 78112V102 452 121,200 SH   DFND 6,2,1 73,000 0 48,200
RUSH ENTERPRISES INC CL A 781846209 796 23,100 SH   DFND 6,2,1 12,400 0 10,700
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 12,590 176,479 SH   DFND 8,2,1 0 0 176,479
S&P GLOBAL INC COM 78409V104 30,910 181,888 SH   DFND 7,2,1 181,888 0 0
S&P GLOBAL INC COM 78409V104 28,652 168,600 SH   DFND 6,2,1 36,400 0 132,200
S&P GLOBAL INC COM 78409V104 731 4,300 SH   DFND 8,2,1 0 0 4,300
SJW GROUP COM 784305104 734 13,200 SH   DFND 6,2,1 10,100 0 3,100
SK TELECOM LTD SPONSORED ADR 78440P108 1,358 50,663 SH   DFND 7,2,1 20,600 0 30,063
SL GREEN RLTY CORP COM 78440X101 172 2,176 SH   DFND 7,2,1 2,176 0 0
SL GREEN RLTY CORP COM 78440X101 6,761 85,500 SH   DFND 6,2,1 80,800 0 4,700
SPDR S&P 500 ETF TR TR UNIT 78462F103 13,882 55,547 SH   DFND 2,1 21,281 0 34,266
SPS COMM INC COM 78463M107 725 8,800 SH   DFND 6,2,1 8,800 0 0
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 322 9,664 SH   DFND 5,4,2,1 9,664 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 2,964 33,769 SH   DFND 5,4,2,1 33,769 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,491 36,395 SH   DFND 5,4,2,1 36,395 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 10,342 391,000 SH   DFND 5,4,2,1 391,000 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 8,360 178,660 SH   DFND 5,4,2,1 178,660 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,344 307,935 SH   DFND 5,4,2,1 307,935 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 125 13,910 SH   DFND 5,4,2,1 13,910 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,049 46,188 SH   DFND 5,4,2,1 46,188 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,422 75,860 SH   DFND 7,2,1 75,860 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 2,522 55,900 SH   DFND 6,2,1 38,200 0 17,700
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,833 70,430 SH   DFND 5,4,2,1 70,430 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 3,355 36,681 SH   DFND 7,2,1 36,681 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 427 4,800 SH   DFND 5,4,2,1 4,800 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 1,327 16,010 SH   DFND 5,4,2,1 16,010 0 0
SP PLUS CORP COM 78469C103 1,359 46,000 SH   DFND 6,2,1 44,000 0 2,000
SVB FINL GROUP COM 78486Q101 41 218 SH   DFND 7,2,1 218 0 0
SVB FINL GROUP COM 78486Q101 1,614 8,500 SH   DFND 6,2,1 0 0 8,500
SVB FINL GROUP COM 78486Q101 5,242 27,600 SH   DFND 8,2,1 27,600 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 9 546 SH   DFND 7,2,1 546 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 6,172 374,500 SH   DFND 6,2,1 256,100 0 118,400
SABRA HEALTH CARE REIT INC COM 78573L106 804 48,800 SH   DFND 8,2,1 48,800 0 0
SABRE CORP COM 78573M104 23 1,062 SH   DFND 7,2,1 1,062 0 0
SABRE CORP COM 78573M104 2,203 101,800 SH   DFND 6,2,1 50,500 0 51,300
SABRE CORP COM 78573M104 240 11,100 SH   DFND 8,2,1 0 0 11,100
SAGE THERAPEUTICS INC COM 78667J108 4,336 45,270 SH   DFND 8,2,1 45,270 0 0
SAILPOINT TECHNLGIES HLDGS I COM 78781P105 587 25,000 SH   DFND 6,2,1 15,900 0 9,100
SALESFORCE COM INC COM 79466L302 589 4,297 SH   DFND 7,2,1 4,297 0 0
SALESFORCE COM INC COM 79466L302 72,485 529,200 SH   DFND 6,2,1 475,400 0 53,800
SALESFORCE COM INC COM 79466L302 61,040 445,645 SH   DFND 8,2,1 441,345 0 4,300
SALLY BEAUTY HLDGS INC COM 79546E104 1,412 82,800 SH   DFND 6,2,1 57,100 0 25,700
SAREPTA THERAPEUTICS INC COM 803607100 2,903 26,600 SH   DFND 6,2,1 18,400 0 8,200
SAREPTA THERAPEUTICS INC COM 803607100 6,587 60,361 SH   DFND 8,2,1 60,361 0 0
SAUL CTRS INC COM 804395101 11,554 244,686 SH   DFND 7,2,1 244,686 0 0
SCHEIN HENRY INC COM 806407102 50 635 SH   DFND 7,2,1 635 0 0
SCHEIN HENRY INC COM 806407102 12,461 158,700 SH   DFND 6,2,1 131,600 0 27,100
SCHEIN HENRY INC COM 806407102 424 5,400 SH   DFND 8,2,1 3,500 0 1,900
SCHLUMBERGER LTD COM 806857108 3,472 96,223 SH   DFND 7,2,1 93,349 0 2,874
SCHLUMBERGER LTD COM 806857108 6,076 168,400 SH   DFND 6,2,1 150,700 0 17,700
SCHNITZER STL INDS CL A 806882106 975 45,235 SH   DFND 6,2,1 42,835 0 2,400
SCHWAB CHARLES CORP NEW COM 808513105 91 2,199 SH   DFND 2,1 2,199 0 0
SCHWAB CHARLES CORP NEW COM 808513105 2,579 62,089 SH   DFND 7,2,1 62,089 0 0
SCHWAB CHARLES CORP NEW COM 808513105 7,251 174,600 SH   DFND 6,2,1 129,200 0 45,400
SCHWAB CHARLES CORP NEW COM 808513105 3,630 87,412 SH   DFND 8,2,1 87,412 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,090 17,106 SH   DFND 7,2,1 17,106 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 2,427 38,100 SH   DFND 6,2,1 31,600 0 6,500
SEATTLE GENETICS INC COM 812578102 27 475 SH   DFND 7,2,1 475 0 0
SEATTLE GENETICS INC COM 812578102 8,408 148,389 SH   DFND 8,2,1 148,389 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,109 19,330 SH   DFND 5,4,2,1 19,330 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10,124 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 7,190 116,000 SH   DFND 2,1 116,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 65,005 1,048,800 SH   DFND 5,4,2,1 1,048,800 0 0
SECUREWORKS CORP CL A 81374A105 292 17,300 SH   DFND 6,2,1 5,500 0 11,800
SELECT INCOME REIT COM SH BEN INT 81618T100 2,112 287,000 SH   DFND 6,2,1 187,000 0 100,000
SEMPRA ENERGY COM 816851109 1,937 17,900 SH   DFND 7,2,1 17,900 0 0
SEMPRA ENERGY COM 816851109 23,001 212,600 SH   DFND 6,2,1 16,300 0 196,300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 31 2,668 SH   DFND 7,2,1 2,668 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 5,633 480,600 SH   DFND 6,2,1 313,900 0 166,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 614 52,400 SH   DFND 8,2,1 46,300 0 6,100
SENSIENT TECHNOLOGIES CORP COM 81725T100 3,446 61,709 SH   DFND 7,2,1 61,709 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 5,749 177,819 SH   DFND 7,2,1 177,819 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 223 6,900 SH   DFND 6,2,1 4,100 0 2,800
SERITAGE GROWTH PPTYS CL A 81752R100 25,269 781,600 SH   DFND 9,2,1 781,600 0 0
SERVICE CORP INTL COM 817565104 3,487 86,617 SH   DFND 7,2,1 86,617 0 0
SERVICE CORP INTL COM 817565104 2,381 59,149 SH   DFND 8,2,1 59,149 0 0
SERVICENOW INC COM 81762P102 134 752 SH   DFND 7,2,1 752 0 0
SERVICENOW INC COM 81762P102 16,665 93,600 SH   DFND 6,2,1 85,000 0 8,600
SERVICENOW INC COM 81762P102 34,965 196,376 SH   DFND 8,2,1 196,376 0 0
SHERWIN WILLIAMS CO COM 824348106 147 374 SH   DFND 7,2,1 350 0 24
SHERWIN WILLIAMS CO COM 824348106 1,928 4,900 SH   DFND 6,2,1 500 0 4,400
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 984 27,714 SH   DFND 7,2,1 7,500 0 20,214
SHOE CARNIVAL INC COM 824889109 201 6,000 SH   DFND 6,2,1 900 0 5,100
SIGA TECHNOLOGIES INC COM 826917106 174 22,000 SH   DFND 6,2,1 15,800 0 6,200
SILICON LABORATORIES INC COM 826919102 62,698 795,553 SH   DFND 8,2,1 795,553 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 15,845 15,000,000 PRN   DFND 7,2,1 15,000,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 2,987 86,582 SH   DFND 8,2,1 86,582 0 0
SIMON PPTY GROUP INC NEW COM 828806109 472 2,810 SH   DFND 2,1 2,810 0 0
SIMON PPTY GROUP INC NEW COM 828806109 31,058 184,879 SH   DFND 7,2,1 154,447 0 30,432
SIMON PPTY GROUP INC NEW COM 828806109 17,286 102,900 SH   DFND 6,2,1 52,400 0 50,500
SINCLAIR BROADCAST GROUP INC CL A 829226109 7,101 269,600 SH   DFND 6,2,1 179,600 0 90,000
SITE CENTERS CORP COM 82981J109 2,779 251,018 SH   DFND 7,2,1 251,018 0 0
SITE CENTERS CORP COM 82981J109 314 28,350 SH   DFND 6,2,1 28,350 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,246 22,400 SH   DFND 8,2,1 22,400 0 0
SKECHERS U S A INC CL A 830566105 774 33,800 SH   DFND 6,2,1 29,000 0 4,800
SKYWORKS SOLUTIONS INC COM 83088M102 52 776 SH   DFND 7,2,1 776 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 1,280 19,100 SH   DFND 6,2,1 0 0 19,100
SMITH A O COM 831865209 3,679 86,164 SH   DFND 7,2,1 78,764 0 7,400
SMITH A O COM 831865209 3,136 73,438 SH   DFND 8,2,1 73,438 0 0
SMUCKER J M CO COM NEW 832696405 44 469 SH   DFND 7,2,1 469 0 0
SMUCKER J M CO COM NEW 832696405 524 5,600 SH   DFND 6,2,1 0 0 5,600
SNAP ON INC COM 833034101 269 1,850 SH   DFND 2,1 1,850 0 0
SNAP ON INC COM 833034101 194 1,336 SH   DFND 7,2,1 1,336 0 0
SNAP ON INC COM 833034101 20,857 143,555 SH   DFND 6,2,1 89,400 0 54,155
SNAP ON INC COM 833034101 625 4,300 SH   DFND 8,2,1 0 0 4,300
SOLAR SR CAP LTD COM 83416M105 721 47,712 SH   DFND 6,2,1 21,100 0 26,612
SONOCO PRODS CO COM 835495102 74 1,400 SH   DFND 6,2,1 1,400 0 0
SONOCO PRODS CO COM 835495102 287 5,400 SH   DFND 8,2,1 1,000 0 4,400
SORRENTO THERAPEUTICS INC COM NEW 83587F202 696 290,100 SH   DFND 6,2,1 210,200 0 79,900
SOUTHERN CO COM 842587107 453 10,313 SH   DFND 7,2,1 5,071 0 5,242
SOUTHERN CO COM 842587107 5,411 123,200 SH   DFND 6,2,1 119,300 0 3,900
SOUTHERN CO COM 842587107 369 8,400 SH   DFND 8,2,1 2,300 0 6,100
SOUTHERN COPPER CORP COM 84265V105 275 8,938 SH   DFND 8,2,1 0 0 8,938
SOUTHWEST AIRLS CO COM 844741108 25 541 SH   DFND 7,2,1 541 0 0
SOUTHWEST AIRLS CO COM 844741108 404 8,700 SH   DFND 6,2,1 0 0 8,700
SOUTHWESTERN ENERGY CO COM 845467109 3,215 942,920 SH   DFND 6,2,1 473,620 0 469,300
SOUTHWESTERN ENERGY CO COM 845467109 268 78,700 SH   DFND 8,2,1 78,700 0 0
SPARK THERAPEUTICS INC COM 84652J103 2,240 57,236 SH   DFND 8,2,1 57,236 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2,640 162,289 SH   DFND 6,2,1 103,329 0 58,960
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 25 345 SH   DFND 7,2,1 345 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,846 25,600 SH   DFND 6,2,1 1,600 0 24,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 187 2,600 SH   DFND 8,2,1 0 0 2,600
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 36 1,018 SH   DFND 7,2,1 1,018 0 0
SPIRIT RLTY CAP INC NEW COM NEW 84860W300 3,944 111,880 SH   DFND 6,2,1 77,640 0 34,240
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 21,986 22,030,000 PRN   DFND 7,2,1 20,500,000 0 1,530,000
SPLUNK INC COM 848637104 3,213 30,642 SH   DFND 7,2,1 30,642 0 0
SPLUNK INC COM 848637104 9,723 92,730 SH   DFND 8,2,1 92,730 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 3,851 370,621 SH   DFND 8,2,1 370,621 0 0
SPROUTS FMRS MKT INC COM 85208M102 201 8,570 SH   DFND 7,2,1 8,570 0 0
SPROUTS FMRS MKT INC COM 85208M102 153 6,500 SH   DFND 6,2,1 0 0 6,500
SQUARE INC CL A 852234103 15,262 272,103 SH   DFND 7,2,1 272,103 0 0
SQUARE INC CL A 852234103 18,431 328,600 SH   DFND 6,2,1 287,600 0 41,000
SQUARE INC CL A 852234103 8,640 154,037 SH   DFND 8,2,1 141,237 0 12,800
STAAR SURGICAL CO COM PAR $0.01 852312305 2,725 85,400 SH   DFND 6,2,1 62,300 0 23,100
STAMPS COM INC COM NEW 852857200 7,611 48,900 SH   DFND 6,2,1 34,200 0 14,700
STANLEY BLACK & DECKER INC COM 854502101 153 1,280 SH   DFND 2,1 1,280 0 0
STANLEY BLACK & DECKER INC COM 854502101 78 651 SH   DFND 7,2,1 651 0 0
STANLEY BLACK & DECKER INC COM 854502101 8,178 68,300 SH   DFND 6,2,1 27,400 0 40,900
STANLEY BLACK & DECKER INC COM 854502101 730 6,100 SH   DFND 8,2,1 6,100 0 0
STARBUCKS CORP COM 855244109 12,735 197,751 SH   DFND 7,2,1 79,684 0 118,067
STARBUCKS CORP COM 855244109 39,902 619,600 SH   DFND 6,2,1 180,400 0 439,200
STARBUCKS CORP COM 855244109 35,053 544,305 SH   DFND 8,2,1 537,105 0 7,200
STARS GROUP INC COM 85570W100 420 25,400 SH   DFND 6,2,1 23,600 0 1,800
STATE STR CORP COM 857477103 98 1,546 SH   DFND 7,2,1 1,546 0 0
STATE STR CORP COM 857477103 7,209 114,300 SH   DFND 6,2,1 64,200 0 50,100
STATE STR CORP COM 857477103 164 2,600 SH   DFND 8,2,1 2,600 0 0
STEEL DYNAMICS INC COM 858119100 32 1,052 SH   DFND 7,2,1 1,052 0 0
STEEL DYNAMICS INC COM 858119100 2,277 75,800 SH   DFND 6,2,1 0 0 75,800
STEEL DYNAMICS INC COM 858119100 288 9,600 SH   DFND 8,2,1 0 0 9,600
STEELCASE INC CL A 858155203 179 12,100 SH   DFND 6,2,1 0 0 12,100
STELLUS CAP INVT CORP COM 858568108 434 33,500 SH   DFND 6,2,1 0 0 33,500
STEMLINE THERAPEUTICS INC COM 85858C107 6,474 681,478 SH   DFND 8,2,1 681,478 0 0
STONERIDGE INC COM 86183P102 2,666 108,144 SH   DFND 6,2,1 83,244 0 24,900
STORE CAP CORP COM 862121100 14,868 525,174 SH   DFND 7,2,1 525,174 0 0
STRATEGIC ED INC COM 86272C103 5,404 47,650 SH   DFND 8,2,1 47,650 0 0
STRYKER CORP COM 863667101 2,953 18,836 SH   DFND 7,2,1 18,836 0 0
STRYKER CORP COM 863667101 45,222 288,500 SH   DFND 6,2,1 53,900 0 234,600
STRYKER CORP COM 863667101 5,855 37,350 SH   DFND 8,2,1 37,350 0 0
SUMMIT HOTEL PPTYS INC COM 866082100 4,073 418,600 SH   DFND 6,2,1 285,900 0 132,700
SUN CMNTYS INC COM 866674104 1,434 14,096 SH   DFND 7,2,1 14,096 0 0
SUN LIFE FINL INC COM 866796105 483 14,564 SH   DFND 7,2,1 14,564 0 0
SUN LIFE FINL INC COM 866796105 1,879 56,600 SH   DFND 6,2,1 49,600 0 7,000
SUNCOR ENERGY INC NEW COM 867224107 3,575 127,816 SH   DFND 7,2,1 124,119 0 3,697
SUNCOR ENERGY INC NEW COM 867224107 1,099 39,300 SH   DFND 6,2,1 15,200 0 24,100
SUNSTONE HOTEL INVS INC NEW COM 867892101 32 2,471 SH   DFND 7,2,1 2,471 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,983 459,854 SH   DFND 6,2,1 307,400 0 152,454
SUNSTONE HOTEL INVS INC NEW COM 867892101 686 52,700 SH   DFND 8,2,1 52,700 0 0
SUNTRUST BKS INC COM 867914103 262 5,202 SH   DFND 7,2,1 5,202 0 0
SUNTRUST BKS INC COM 867914103 17,124 339,500 SH   DFND 6,2,1 20,900 0 318,600
SUNTRUST BKS INC COM 867914103 146 2,900 SH   DFND 8,2,1 0 0 2,900
SUPERNUS PHARMACEUTICALS INC COM 868459108 4,954 149,123 SH   DFND 8,2,1 149,123 0 0
SYKES ENTERPRISES INC COM 871237103 4,268 172,600 SH   DFND 6,2,1 117,400 0 55,200
SYMANTEC CORP COM 871503108 14,898 788,440 SH   DFND 7,2,1 788,440 0 0
SYMANTEC CORP COM 871503108 24,624 1,303,200 SH   DFND 6,2,1 1,138,900 0 164,300
SYMANTEC CORP COM 871503108 3,089 163,500 SH   DFND 8,2,1 150,000 0 13,500
SYNAPTICS INC COM 87157D109 5,120 137,600 SH   DFND 6,2,1 94,200 0 43,400
SYNOPSYS INC COM 871607107 52 621 SH   DFND 7,2,1 621 0 0
SYNOPSYS INC COM 871607107 112 1,330 SH   DFND 6,2,1 1,330 0 0
SYNOPSYS INC COM 871607107 126 1,500 SH   DFND 8,2,1 0 0 1,500
SYNOVUS FINL CORP COM NEW 87161C501 1,312 41,000 SH   DFND 6,2,1 19,200 0 21,800
SYNCHRONY FINL COM 87165B103 74 3,142 SH   DFND 7,2,1 3,142 0 0
SYNCHRONY FINL COM 87165B103 35,162 1,498,800 SH   DFND 6,2,1 1,249,000 0 249,800
SYNCHRONY FINL COM 87165B103 5,027 214,300 SH   DFND 8,2,1 194,500 0 19,800
SYSCO CORP COM 871829107 655 10,461 SH   DFND 7,2,1 10,461 0 0
SYSCO CORP COM 871829107 28,786 459,400 SH   DFND 6,2,1 34,300 0 425,100
SYSCO CORP COM 871829107 232 3,700 SH   DFND 8,2,1 0 0 3,700
TD AMERITRADE HLDG CORP COM 87236Y108 23,269 475,260 SH   DFND 7,2,1 337,716 0 137,544
TD AMERITRADE HLDG CORP COM 87236Y108 607 12,400 SH   DFND 6,2,1 0 0 12,400
TD AMERITRADE HLDG CORP COM 87236Y108 13,609 277,956 SH   DFND 8,2,1 277,956 0 0
TJX COS INC NEW COM 872540109 5,306 118,605 SH   DFND 7,2,1 90,417 0 28,188
TJX COS INC NEW COM 872540109 41,456 926,600 SH   DFND 6,2,1 193,700 0 732,900
TJX COS INC NEW COM 872540109 19,368 432,900 SH   DFND 8,2,1 413,700 0 19,200
T MOBILE US INC COM 872590104 196 3,077 SH   DFND 7,2,1 3,077 0 0
T MOBILE US INC COM 872590104 197 3,100 SH   DFND 6,2,1 3,100 0 0
TABLEAU SOFTWARE INC CL A 87336U105 16,351 136,262 SH   DFND 7,2,1 136,262 0 0
TABLEAU SOFTWARE INC CL A 87336U105 7,614 63,453 SH   DFND 8,2,1 63,453 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 383 8,400 SH   DFND 6,2,1 7,200 0 1,200
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 174 4,708 SH   DFND 2,1 4,708 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,646 288,437 SH   DFND 7,2,1 233,540 0 54,897
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 20,709 561,071 SH   DFND 8,2,1 496,430 0 64,641
TAILORED BRANDS INC COM 87403A107 2,139 156,800 SH   DFND 6,2,1 111,000 0 45,800
TAL ED GROUP SPONSORED ADS 874080104 80 2,999 SH   DFND 2,1 2,999 0 0
TAL ED GROUP SPONSORED ADS 874080104 17,254 646,701 SH   DFND 7,2,1 646,701 0 0
TAL ED GROUP SPONSORED ADS 874080104 756 28,340 SH   DFND 8,2,1 0 0 28,340
TAPESTRY INC COM 876030107 95 2,825 SH   DFND 7,2,1 2,825 0 0
TAPESTRY INC COM 876030107 307 9,100 SH   DFND 6,2,1 0 0 9,100
TARGET CORP COM 87612E106 506 7,661 SH   DFND 7,2,1 5,817 0 1,844
TARGET CORP COM 87612E106 50,354 761,900 SH   DFND 6,2,1 510,600 0 251,300
TARGET CORP COM 87612E106 3,490 52,800 SH   DFND 8,2,1 39,300 0 13,500
TARGA RES CORP COM 87612G101 207 5,759 SH   DFND 7,2,1 5,759 0 0
TARGA RES CORP COM 87612G101 526 14,600 SH   DFND 6,2,1 14,600 0 0
TATA MTRS LTD SPONSORED ADR 876568502 153 12,531 SH   DFND 7,2,1 455 0 12,076
TECK RESOURCES LTD CL B 878742204 53 2,446 SH   DFND 7,2,1 800 0 1,646
TECK RESOURCES LTD CL B 878742204 7,834 363,700 SH   DFND 6,2,1 297,400 0 66,300
TECK RESOURCES LTD CL B 878742204 2,440 113,300 SH   DFND 8,2,1 113,300 0 0
TEGNA INC COM 87901J105 144 13,291 SH   DFND 7,2,1 13,291 0 0
TEGNA INC COM 87901J105 8,507 782,600 SH   DFND 6,2,1 502,200 0 280,400
TEGNA INC COM 87901J105 490 45,100 SH   DFND 8,2,1 45,100 0 0
TELADOC HEALTH INC COM 87918A105 6,717 135,500 SH   DFND 8,2,1 135,500 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 922 77,306 SH   DFND 7,2,1 30,200 0 47,106
TELENAV INC COM 879455103 66 16,327 SH   DFND 6,2,1 16,327 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 459 26,800 SH   DFND 6,2,1 18,800 0 8,000
TERADATA CORP DEL COM 88076W103 307 8,000 SH   DFND 6,2,1 3,200 0 4,800
TERADYNE INC COM 880770102 77,075 2,456,180 SH   DFND 8,2,1 2,456,180 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 14,109 11,900,000 PRN   DFND 7,2,1 11,000,000 0 900,000
TEREX CORP NEW COM 880779103 3,132 113,600 SH   DFND 6,2,1 57,600 0 56,000
TESLA INC COM 88160R101 377 1,134 SH   DFND 7,2,1 1,134 0 0
TESLA INC COM 88160R101 599 1,800 SH   DFND 6,2,1 800 0 1,000
TESLA INC COM 88160R101 30,141 90,569 SH   DFND 8,2,1 90,569 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 13,718 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
TETRAPHASE PHARMACEUTICALS I COM 88165N105 112 99,000 SH   DFND 6,2,1 0 0 99,000
TEXAS INSTRS INC COM 882508104 1,877 19,859 SH   DFND 7,2,1 12,348 0 7,511
TEXAS INSTRS INC COM 882508104 49,178 520,400 SH   DFND 6,2,1 133,600 0 386,800
TEXAS INSTRS INC COM 882508104 79,158 837,649 SH   DFND 8,2,1 837,649 0 0
THERAPEUTICSMD INC COM 88338N107 9,265 2,431,824 SH   DFND 8,2,1 2,431,824 0 0
THE TRADE DESK INC COM CL A 88339J105 2,739 23,600 SH   DFND 6,2,1 14,200 0 9,400
THERMO FISHER SCIENTIFIC INC COM 883556102 11,337 50,661 SH   DFND 7,2,1 29,172 0 21,489
THERMO FISHER SCIENTIFIC INC COM 883556102 35,717 159,600 SH   DFND 6,2,1 48,900 0 110,700
THERMO FISHER SCIENTIFIC INC COM 883556102 150,422 672,155 SH   DFND 8,2,1 670,855 0 1,300
THOMSON REUTERS CORP COM NEW 884903709 19 400 SH   DFND 7,2,1 400 0 0
THOMSON REUTERS CORP COM NEW 884903709 3,244 67,155 SH   DFND 6,2,1 10,400 0 56,755
THOMSON REUTERS CORP COM NEW 884903709 300 6,200 SH   DFND 8,2,1 0 0 6,200
3M CO COM 88579Y101 602 3,160 SH   DFND 2,1 3,160 0 0
3M CO COM 88579Y101 29,291 153,728 SH   DFND 7,2,1 38,167 0 115,561
3M CO COM 88579Y101 51,579 270,700 SH   DFND 6,2,1 81,200 0 189,500
3M CO COM 88579Y101 9,620 50,490 SH   DFND 8,2,1 50,490 0 0
TILE SHOP HLDGS INC COM 88677Q109 216 39,400 SH   DFND 6,2,1 27,100 0 12,300
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 316 20,609 SH   DFND 7,2,1 0 0 20,609
TIMKEN CO COM 887389104 8,822 236,400 SH   DFND 6,2,1 152,000 0 84,400
TIMKEN CO COM 887389104 131 3,500 SH   DFND 8,2,1 3,500 0 0
TITAN MACHY INC COM 88830R101 964 73,300 SH   DFND 6,2,1 46,900 0 26,400
TIVO CORP COM 88870P106 4,586 487,400 SH   DFND 6,2,1 328,900 0 158,500
TOCAGEN INC COM 888846102 1,997 243,263 SH   DFND 8,2,1 243,263 0 0
TOLL BROTHERS INC COM 889478103 4,689 142,400 SH   DFND 7,2,1 142,400 0 0
TORCHMARK CORP COM 891027104 35 463 SH   DFND 7,2,1 463 0 0
TORCHMARK CORP COM 891027104 797 10,700 SH   DFND 6,2,1 10,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 7,983 160,550 SH   DFND 7,2,1 19,010 0 141,540
TORONTO DOMINION BK ONT COM NEW 891160509 42,963 864,100 SH   DFND 6,2,1 81,400 0 782,700
TORONTO DOMINION BK ONT COM NEW 891160509 12,796 257,363 SH   DFND 8,2,1 250,963 0 6,400
TRACTOR SUPPLY CO COM 892356106 46 554 SH   DFND 7,2,1 554 0 0
TRACTOR SUPPLY CO COM 892356106 2,478 29,700 SH   DFND 6,2,1 1,100 0 28,600
TRACTOR SUPPLY CO COM 892356106 234 2,800 SH   DFND 8,2,1 0 0 2,800
TRANSCANADA CORP COM 89353D107 911 25,527 SH   DFND 7,2,1 23,827 0 1,700
TRANSCANADA CORP COM 89353D107 211 5,900 SH   DFND 6,2,1 3,700 0 2,200
TRANSDIGM GROUP INC COM 893641100 170 501 SH   DFND 7,2,1 501 0 0
TRANSDIGM GROUP INC COM 893641100 4,625 13,600 SH   DFND 6,2,1 1,200 0 12,400
TRANSENTERIX INC COM NEW 89366M201 139 61,538 SH   DFND 2,1 61,538 0 0
TRANSUNION COM 89400J107 134 2,354 SH   DFND 7,2,1 2,354 0 0
TRANSUNION COM 89400J107 6,810 119,900 SH   DFND 6,2,1 8,100 0 111,800
TRANSUNION COM 89400J107 301 5,300 SH   DFND 8,2,1 0 0 5,300
TRAVELERS COMPANIES INC COM 89417E109 216 1,804 SH   DFND 7,2,1 1,804 0 0
TRAVELERS COMPANIES INC COM 89417E109 31,997 267,200 SH   DFND 6,2,1 253,100 0 14,100
TRAVELERS COMPANIES INC COM 89417E109 922 7,700 SH   DFND 8,2,1 7,700 0 0
TREDEGAR CORP COM 894650100 390 24,600 SH   DFND 6,2,1 21,500 0 3,100
TREX CO INC COM 89531P105 321 5,400 SH   DFND 6,2,1 0 0 5,400
TRIMBLE INC COM 896239100 492 14,940 SH   DFND 7,2,1 9,840 0 5,100
TRIMBLE INC COM 896239100 97,413 2,959,994 SH   DFND 8,2,1 2,959,994 0 0
TRINET GROUP INC COM 896288107 8,050 191,900 SH   DFND 6,2,1 125,800 0 66,100
TRIPLE-S MGMT CORP CL B 896749108 464 26,700 SH   DFND 6,2,1 24,400 0 2,300
TRIPADVISOR INC COM 896945201 27 503 SH   DFND 7,2,1 503 0 0
TRIPADVISOR INC COM 896945201 976 18,100 SH   DFND 6,2,1 16,500 0 1,600
TRUEBLUE INC COM 89785X101 1,119 50,300 SH   DFND 6,2,1 38,800 0 11,500
TRUSTMARK CORP COM 898402102 691 24,300 SH   DFND 6,2,1 24,300 0 0
TUESDAY MORNING CORP COM NEW 899035505 111 65,400 SH   DFND 6,2,1 19,800 0 45,600
TUPPERWARE BRANDS CORP COM 899896104 5,395 170,900 SH   DFND 6,2,1 110,600 0 60,300
TUPPERWARE BRANDS CORP COM 899896104 272 8,600 SH   DFND 8,2,1 8,600 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 373 7,745 SH   DFND 7,2,1 5,354 0 2,391
TWENTY FIRST CENTY FOX INC CL A 90130A101 13,180 273,900 SH   DFND 6,2,1 187,100 0 86,800
TWILIO INC CL A 90138F102 4,760 53,300 SH   DFND 6,2,1 30,100 0 23,200
TWILIO INC CL A 90138F102 12,379 138,619 SH   DFND 8,2,1 138,619 0 0
TWITTER INC COM 90184L102 81 2,801 SH   DFND 7,2,1 2,801 0 0
TWITTER INC COM 90184L102 20,219 703,500 SH   DFND 6,2,1 644,800 0 58,700
TWITTER INC COM 90184L102 2,115 73,595 SH   DFND 8,2,1 73,595 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 13,644 14,043,000 PRN   DFND 7,2,1 13,000,000 0 1,043,000
TYLER TECHNOLOGIES INC COM 902252105 3,357 18,065 SH   DFND 8,2,1 18,065 0 0
TYSON FOODS INC CL A 902494103 66 1,241 SH   DFND 7,2,1 1,241 0 0
TYSON FOODS INC CL A 902494103 1,709 32,000 SH   DFND 6,2,1 4,900 0 27,100
UDR INC COM 902653104 233 5,869 SH   DFND 7,2,1 5,869 0 0
UGI CORP NEW COM 902681105 39 722 SH   DFND 7,2,1 722 0 0
UGI CORP NEW COM 902681105 6,850 128,400 SH   DFND 6,2,1 7,100 0 121,300
UGI CORP NEW COM 902681105 181 3,400 SH   DFND 8,2,1 0 0 3,400
US BANCORP DEL COM NEW 902973304 6,956 152,218 SH   DFND 7,2,1 149,636 0 2,582
US BANCORP DEL COM NEW 902973304 39,224 858,300 SH   DFND 6,2,1 219,000 0 639,300
US BANCORP DEL COM NEW 902973304 12,210 267,176 SH   DFND 8,2,1 264,076 0 3,100
ULTA BEAUTY INC COM 90384S303 59 241 SH   DFND 7,2,1 241 0 0
ULTA BEAUTY INC COM 90384S303 122 500 SH   DFND 6,2,1 0 0 500
ULTA BEAUTY INC COM 90384S303 355 1,448 SH   DFND 8,2,1 1,448 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,680 10,945 SH   DFND 7,2,1 10,945 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 27,192 111,046 SH   DFND 8,2,1 111,046 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 7,654 176,025 SH   DFND 8,2,1 176,025 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 252 18,579 SH   DFND 7,2,1 9,932 0 8,647
UMPQUA HLDGS CORP COM 904214103 3,725 234,302 SH   DFND 7,2,1 234,302 0 0
UMPQUA HLDGS CORP COM 904214103 1,264 79,500 SH   DFND 6,2,1 37,100 0 42,400
UNION PAC CORP COM 907818108 366 2,648 SH   DFND 2,1 2,648 0 0
UNION PAC CORP COM 907818108 15,307 110,739 SH   DFND 7,2,1 58,150 0 52,589
UNION PAC CORP COM 907818108 51,753 374,400 SH   DFND 6,2,1 166,100 0 208,300
UNION PAC CORP COM 907818108 25,074 181,392 SH   DFND 8,2,1 175,292 0 6,100
UNISYS CORP COM NEW 909214306 804 69,100 SH   DFND 6,2,1 36,000 0 33,100
UNIT CORP COM 909218109 1,825 127,800 SH   DFND 6,2,1 85,200 0 42,600
UNITED CONTL HLDGS INC COM 910047109 23 277 SH   DFND 7,2,1 277 0 0
UNITED CONTL HLDGS INC COM 910047109 1,281 15,300 SH   DFND 6,2,1 0 0 15,300
UNITED CONTL HLDGS INC COM 910047109 193 2,300 SH   DFND 8,2,1 0 0 2,300
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 305 170,305 SH   DFND 7,2,1 52,300 0 118,005
UNITED PARCEL SERVICE INC CL B 911312106 1,848 18,943 SH   DFND 7,2,1 18,943 0 0
UNITED PARCEL SERVICE INC CL B 911312106 39,607 406,100 SH   DFND 6,2,1 137,100 0 269,000
UNITED PARCEL SERVICE INC CL B 911312106 1,414 14,500 SH   DFND 8,2,1 13,700 0 800
UNITED RENTALS INC COM 911363109 687 6,701 SH   DFND 7,2,1 358 0 6,343
UNITED RENTALS INC COM 911363109 707 6,900 SH   DFND 6,2,1 0 0 6,900
UNITED RENTALS INC COM 911363109 12,167 118,663 SH   DFND 8,2,1 117,863 0 800
UNITED TECHNOLOGIES CORP COM 913017109 9,925 93,209 SH   DFND 7,2,1 86,352 0 6,857
UNITED TECHNOLOGIES CORP COM 913017109 27,683 259,987 SH   DFND 6,2,1 102,400 0 157,587
UNITED TECHNOLOGIES CORP COM 913017109 894 8,400 SH   DFND 8,2,1 0 0 8,400
UNITED THERAPEUTICS CORP DEL COM 91307C102 20 188 SH   DFND 7,2,1 188 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 6,022 55,300 SH   DFND 6,2,1 32,700 0 22,600
UNITED THERAPEUTICS CORP DEL COM 91307C102 174 1,600 SH   DFND 8,2,1 1,600 0 0
UNITEDHEALTH GROUP INC COM 91324P102 625 2,509 SH   DFND 2,1 2,509 0 0
UNITEDHEALTH GROUP INC COM 91324P102 36,314 145,768 SH   DFND 7,2,1 83,476 0 62,292
UNITEDHEALTH GROUP INC COM 91324P102 80,516 323,200 SH   DFND 6,2,1 140,000 0 183,200
UNITEDHEALTH GROUP INC COM 91324P102 86,451 347,025 SH   DFND 8,2,1 343,825 0 3,200
UNIVAR INC COM 91336L107 1,856 104,611 SH   DFND 7,2,1 104,611 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 4,220 111,300 SH   DFND 6,2,1 81,300 0 30,000
UNIVERSAL HLTH SVCS INC CL B 913903100 44 374 SH   DFND 7,2,1 374 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 8,252 70,800 SH   DFND 6,2,1 51,000 0 19,800
UNIVERSAL HLTH SVCS INC CL B 913903100 8,800 75,498 SH   DFND 8,2,1 74,198 0 1,300
UNUM GROUP COM 91529Y106 27 925 SH   DFND 7,2,1 925 0 0
UNUM GROUP COM 91529Y106 18,636 634,300 SH   DFND 6,2,1 558,400 0 75,900
UNUM GROUP COM 91529Y106 1,460 49,700 SH   DFND 8,2,1 49,700 0 0
URBAN EDGE PPTYS COM 91704F104 10,998 661,704 SH   DFND 7,2,1 661,704 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 564 29,370 SH   DFND 6,2,1 24,870 0 4,500
V F CORP COM 918204108 364 5,101 SH   DFND 7,2,1 5,101 0 0
V F CORP COM 918204108 12,656 177,400 SH   DFND 6,2,1 11,700 0 165,700
V F CORP COM 918204108 78 1,100 SH   DFND 8,2,1 0 0 1,100
VAIL RESORTS INC COM 91879Q109 122 578 SH   DFND 7,2,1 578 0 0
VAIL RESORTS INC COM 91879Q109 5,840 27,700 SH   DFND 6,2,1 2,100 0 25,600
VALE S A ADR 91912E105 3,056 231,691 SH   DFND 7,2,1 81,478 0 150,213
VALERO ENERGY CORP NEW COM 91913Y100 3,253 43,389 SH   DFND 7,2,1 13,730 0 29,659
VALERO ENERGY CORP NEW COM 91913Y100 40,071 534,500 SH   DFND 6,2,1 383,100 0 151,400
VALERO ENERGY CORP NEW COM 91913Y100 1,417 18,900 SH   DFND 8,2,1 17,400 0 1,500
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 450 5,730 SH   DFND 5,4,2,1 5,730 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,082 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 1,912 39,910 SH   DFND 5,4,2,1 39,910 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 5,042 92,940 SH   DFND 5,4,2,1 92,940 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,018 19,420 SH   DFND 5,4,2,1 19,420 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 5,989 157,200 SH   DFND 5,4,2,1 157,200 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 5,693 93,900 SH   DFND 5,4,2,1 93,900 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 33,149 681,800 SH   DFND 5,4,2,1 681,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 707 9,170 SH   DFND 5,4,2,1 9,170 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 65,347 391,700 SH   DFND 5,4,2,1 391,700 0 0
VECTRUS INC COM 92242T101 1,168 54,111 SH   DFND 6,2,1 32,200 0 21,911
VEEVA SYS INC CL A COM 922475108 44 493 SH   DFND 7,2,1 493 0 0
VEEVA SYS INC CL A COM 922475108 11,424 127,900 SH   DFND 6,2,1 114,100 0 13,800
VEEVA SYS INC CL A COM 922475108 9,986 111,800 SH   DFND 8,2,1 110,600 0 1,200
VENTAS INC COM 92276F100 1,174 20,031 SH   DFND 7,2,1 20,031 0 0
VENTAS INC COM 92276F100 2,406 41,062 SH   DFND 8,2,1 41,062 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,701 11,755 SH   DFND 7,2,1 0 0 11,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 32,455 340,700 SH   DFND 5,4,2,1 340,700 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 6,547 54,700 SH   DFND 5,4,2,1 54,700 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 35,845 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 114,975 855,912 SH   DFND 5,4,2,1 855,912 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 31,050 317,001 SH   DFND 5,4,2,1 317,001 0 0
VERA BRADLEY INC COM 92335C106 1,689 197,099 SH   DFND 6,2,1 136,720 0 60,379
VEREIT INC COM 92339V100 727 101,624 SH   DFND 7,2,1 101,624 0 0
VEREIT INC COM 92339V100 8,292 1,159,700 SH   DFND 6,2,1 923,400 0 236,300
VEREIT INC COM 92339V100 547 76,500 SH   DFND 8,2,1 76,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,173 127,584 SH   DFND 7,2,1 33,329 0 94,255
VERIZON COMMUNICATIONS INC COM 92343V104 79,718 1,417,959 SH   DFND 6,2,1 979,659 0 438,300
VERIZON COMMUNICATIONS INC COM 92343V104 5,623 100,010 SH   DFND 8,2,1 97,910 0 2,100
VERINT SYS INC COM 92343X100 2,724 64,377 SH   DFND 7,2,1 64,377 0 0
VERINT SYS INC COM 92343X100 9,524 225,100 SH   DFND 6,2,1 149,800 0 75,300
VERINT SYS INC COM 92343X100 97 2,300 SH   DFND 8,2,1 0 0 2,300
VERISK ANALYTICS INC COM 92345Y106 25,490 233,768 SH   DFND 7,2,1 233,768 0 0
VERISK ANALYTICS INC COM 92345Y106 10,849 99,500 SH   DFND 6,2,1 6,500 0 93,000
VERICEL CORP COM 92346J108 599 34,400 SH   DFND 6,2,1 23,700 0 10,700
VERMILION ENERGY INC COM 923725105 299 14,200 SH   DFND 7,2,1 14,200 0 0
VERMILION ENERGY INC COM 923725105 485 23,000 SH   DFND 6,2,1 23,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 174 1,052 SH   DFND 7,2,1 1,052 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 43,638 263,339 SH   DFND 6,2,1 242,839 0 20,500
VERTEX PHARMACEUTICALS INC COM 92532F100 47,769 288,268 SH   DFND 8,2,1 288,268 0 0
VIACOM INC NEW CL B 92553P201 38 1,497 SH   DFND 7,2,1 1,497 0 0
VIACOM INC NEW CL B 92553P201 27,076 1,053,550 SH   DFND 6,2,1 881,350 0 172,200
VIACOM INC NEW CL B 92553P201 4,464 173,700 SH   DFND 8,2,1 159,600 0 14,100
VILLAGE SUPER MKT INC CL A NEW 927107409 921 34,461 SH   DFND 6,2,1 28,771 0 5,690
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 21 3,815 SH   DFND 2,1 3,815 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,095 200,495 SH   DFND 7,2,1 200,495 0 0
VISA INC COM CL A 92826C839 387 2,932 SH   DFND 2,1 2,932 0 0
VISA INC COM CL A 92826C839 60,815 460,928 SH   DFND 7,2,1 416,008 0 44,920
VISA INC COM CL A 92826C839 68,187 516,800 SH   DFND 6,2,1 269,500 0 247,300
VISA INC COM CL A 92826C839 95,083 720,652 SH   DFND 8,2,1 719,052 0 1,600
VISHAY INTERTECHNOLOGY INC COM 928298108 1,024 56,860 SH   DFND 6,2,1 40,700 0 16,160
VISTEON CORP COM NEW 92839U206 744 12,342 SH   DFND 6,2,1 7,200 0 5,142
VISTRA ENERGY CORP COM 92840M102 24 1,070 SH   DFND 7,2,1 1,070 0 0
VISTRA ENERGY CORP COM 92840M102 238 10,412 SH   DFND 6,2,1 10,412 0 0
VITAMIN SHOPPE INC COM 92849E101 62 13,100 SH   DFND 6,2,1 13,100 0 0
VORNADO RLTY TR SH BEN INT 929042109 310 4,993 SH   DFND 7,2,1 4,993 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,164 51,000 SH   DFND 6,2,1 7,800 0 43,200
VULCAN MATLS CO COM 929160109 57 575 SH   DFND 7,2,1 575 0 0
VULCAN MATLS CO COM 929160109 504 5,100 SH   DFND 6,2,1 0 0 5,100
WEC ENERGY GROUP INC COM 92939U106 203 2,935 SH   DFND 7,2,1 2,935 0 0
WABTEC CORP COM 929740108 525 7,471 SH   DFND 7,2,1 7,471 0 0
WADDELL & REED FINL INC CL A 930059100 6,004 332,100 SH   DFND 6,2,1 216,400 0 115,700
WALMART INC COM 931142103 264 2,836 SH   DFND 2,1 2,836 0 0
WALMART INC COM 931142103 3,037 32,607 SH   DFND 7,2,1 6,485 0 26,122
WALMART INC COM 931142103 21,648 232,400 SH   DFND 6,2,1 158,800 0 73,600
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,052 15,398 SH   DFND 7,2,1 9,148 0 6,250
WALGREENS BOOTS ALLIANCE INC COM 931427108 26,553 388,600 SH   DFND 6,2,1 124,800 0 263,800
WALGREENS BOOTS ALLIANCE INC COM 931427108 451 6,600 SH   DFND 8,2,1 0 0 6,600
WALKER & DUNLOP INC COM 93148P102 497 11,500 SH   DFND 6,2,1 11,500 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 252 10,945 SH   DFND 7,2,1 10,945 0 0
WASTE CONNECTIONS INC COM 94106B101 301 4,058 SH   DFND 7,2,1 4,058 0 0
WASTE CONNECTIONS INC COM 94106B101 6,326 85,200 SH   DFND 6,2,1 0 0 85,200
WASTE MGMT INC DEL COM 94106L109 1,184 13,304 SH   DFND 2,1 13,304 0 0
WASTE MGMT INC DEL COM 94106L109 587 6,592 SH   DFND 7,2,1 6,592 0 0
WASTE MGMT INC DEL COM 94106L109 50,973 572,800 SH   DFND 6,2,1 199,000 0 373,800
WASTE MGMT INC DEL COM 94106L109 2,919 32,800 SH   DFND 8,2,1 17,700 0 15,100
WATERS CORP COM 941848103 63 336 SH   DFND 7,2,1 336 0 0
WATERS CORP COM 941848103 396 2,100 SH   DFND 6,2,1 0 0 2,100
WATTS WATER TECHNOLOGIES INC CL A 942749102 549 8,500 SH   DFND 6,2,1 6,200 0 2,300
WAYFAIR INC CL A 94419L101 15 166 SH   DFND 7,2,1 166 0 0
WAYFAIR INC CL A 94419L101 207 2,300 SH   DFND 6,2,1 900 0 1,400
WELLCARE HEALTH PLANS INC COM 94946T106 34 146 SH   DFND 7,2,1 146 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 6,634 28,100 SH   DFND 6,2,1 28,100 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 189 800 SH   DFND 8,2,1 0 0 800
ANTHEM INC NOTE 2.750%10/1 94973VBG1 23,142 6,400,000 PRN   DFND 7,2,1 0 0 6,400,000
WELLS FARGO CO NEW COM 949746101 12,888 279,695 SH   DFND 7,2,1 112,707 0 166,988
WELLS FARGO CO NEW COM 949746101 11,740 254,779 SH   DFND 8,2,1 254,779 0 0
WELLTOWER INC COM 95040Q104 21,925 315,870 SH   DFND 7,2,1 315,870 0 0
WELLTOWER INC COM 95040Q104 3,096 44,600 SH   DFND 6,2,1 9,800 0 34,800
WELLTOWER INC COM 95040Q104 832 11,983 SH   DFND 8,2,1 11,983 0 0
WESCO INTL INC COM 95082P105 4,512 94,000 SH   DFND 6,2,1 66,900 0 27,100
WESTERN DIGITAL CORP COM 958102105 46 1,241 SH   DFND 7,2,1 1,241 0 0
WESTERN DIGITAL CORP COM 958102105 3,028 81,900 SH   DFND 6,2,1 61,800 0 20,100
WESTERN DIGITAL CORP COM 958102105 296 8,000 SH   DFND 8,2,1 8,000 0 0
WESTERN UN CO COM 959802109 32 1,898 SH   DFND 7,2,1 1,898 0 0
WESTERN UN CO COM 959802109 33,772 1,979,600 SH   DFND 6,2,1 1,539,000 0 440,600
WESTERN UN CO COM 959802109 4,164 244,100 SH   DFND 8,2,1 229,200 0 14,900
WESTROCK CO COM 96145D105 41 1,074 SH   DFND 7,2,1 1,074 0 0
WESTROCK CO COM 96145D105 434 11,500 SH   DFND 6,2,1 0 0 11,500
WEYCO GROUP INC COM 962149100 498 17,087 SH   DFND 6,2,1 9,807 0 7,280
WHEATON PRECIOUS METALS CORP COM 962879102 1,850 94,715 SH   DFND 7,2,1 94,715 0 0
WHIRLPOOL CORP COM 963320106 30 281 SH   DFND 7,2,1 281 0 0
WHIRLPOOL CORP COM 963320106 11,617 108,701 SH   DFND 6,2,1 94,307 0 14,394
WHITESTONE REIT COM 966084204 2,675 218,200 SH   DFND 6,2,1 152,100 0 66,100
WILLIAMS COS INC DEL COM 969457100 108 4,896 SH   DFND 7,2,1 4,896 0 0
WILLIAMS COS INC DEL COM 969457100 725 32,900 SH   DFND 6,2,1 26,200 0 6,700
WILLIAMS SONOMA INC COM 969904101 878 17,400 SH   DFND 6,2,1 5,200 0 12,200
WISDOMTREE TR FUTRE STRAT FD 97717W125 2,068 53,360 SH   DFND 5,4,2,1 53,360 0 0
WOLVERINE WORLD WIDE INC COM 978097103 418 13,100 SH   DFND 6,2,1 0 0 13,100
WORKDAY INC CL A 98138H101 13,379 83,788 SH   DFND 7,2,1 83,788 0 0
WORKDAY INC CL A 98138H101 8,303 52,000 SH   DFND 8,2,1 52,000 0 0
WORKIVA INC COM CL A 98139A105 1,034 28,800 SH   DFND 6,2,1 19,000 0 9,800
WORLD FUEL SVCS CORP COM 981475106 212 9,900 SH   DFND 6,2,1 0 0 9,900
WORLDPAY INC CL A 981558109 36,601 478,886 SH   DFND 7,2,1 478,886 0 0
WORLDPAY INC CL A 981558109 2,858 37,400 SH   DFND 6,2,1 6,300 0 31,100
WORLDPAY INC CL A 981558109 89,583 1,172,097 SH   DFND 8,2,1 1,172,097 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 4,562 61,050 SH   DFND 6,2,1 38,350 0 22,700
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,270 17,000 SH   DFND 8,2,1 14,200 0 2,800
WYNDHAM DESTINATIONS INC COM 98310W108 5 147 SH   DFND 7,2,1 147 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 11,193 312,300 SH   DFND 6,2,1 213,100 0 99,200
WYNDHAM DESTINATIONS INC COM 98310W108 760 21,200 SH   DFND 8,2,1 21,200 0 0
XPO LOGISTICS INC COM 983793100 21 362 SH   DFND 7,2,1 362 0 0
XPO LOGISTICS INC COM 983793100 34 600 SH   DFND 6,2,1 600 0 0
XPO LOGISTICS INC COM 983793100 8,726 152,973 SH   DFND 8,2,1 151,373 0 1,600
XCEL ENERGY INC COM 98389B100 229 4,646 SH   DFND 7,2,1 4,646 0 0
XCEL ENERGY INC COM 98389B100 15,032 305,100 SH   DFND 6,2,1 286,300 0 18,800
XCEL ENERGY INC COM 98389B100 3,109 63,100 SH   DFND 8,2,1 63,100 0 0
XILINX INC COM 983919101 91 1,069 SH   DFND 7,2,1 1,069 0 0
XILINX INC COM 983919101 554 6,500 SH   DFND 6,2,1 0 0 6,500
XILINX INC COM 983919101 93,009 1,092,040 SH   DFND 8,2,1 1,092,040 0 0
XENIA HOTELS & RESORTS INC COM 984017103 21 1,234 SH   DFND 7,2,1 1,234 0 0
XENIA HOTELS & RESORTS INC COM 984017103 4,565 265,400 SH   DFND 6,2,1 166,900 0 98,500
XENIA HOTELS & RESORTS INC COM 984017103 117 6,800 SH   DFND 8,2,1 0 0 6,800
XEROX CORP COM NEW 984121608 18 926 SH   DFND 7,2,1 926 0 0
XEROX CORP COM NEW 984121608 16,919 856,200 SH   DFND 6,2,1 671,350 0 184,850
XEROX CORP COM NEW 984121608 91 4,600 SH   DFND 8,2,1 4,600 0 0
XOMA CORP DEL COM NEW 98419J206 430 34,006 SH   DFND 6,2,1 20,206 0 13,800
XYLEM INC COM 98419M100 4,174 62,555 SH   DFND 7,2,1 62,555 0 0
XYLEM INC COM 98419M100 500 7,500 SH   DFND 6,2,1 0 0 7,500
XYLEM INC COM 98419M100 13,192 197,723 SH   DFND 8,2,1 197,723 0 0
YY INC ADS REPCOM CLA 98426T106 25 413 SH   DFND 2,1 413 0 0
YY INC ADS REPCOM CLA 98426T106 4,112 68,700 SH   DFND 6,2,1 1,900 0 66,800
YAMANA GOLD INC COM 98462Y100 77 32,787 SH   DFND 7,2,1 32,787 0 0
YEXT INC COM 98585N106 6,852 461,406 SH   DFND 8,2,1 461,406 0 0
YUM BRANDS INC COM 988498101 353 3,844 SH   DFND 7,2,1 3,709 0 135
YUM BRANDS INC COM 988498101 17,042 185,400 SH   DFND 6,2,1 15,500 0 169,900
YUM BRANDS INC COM 988498101 193 2,100 SH   DFND 8,2,1 0 0 2,100
YUM CHINA HLDGS INC COM 98850P109 110 3,282 SH   DFND 2,1 3,282 0 0
YUM CHINA HLDGS INC COM 98850P109 56 1,669 SH   DFND 7,2,1 0 0 1,669
YUM CHINA HLDGS INC COM 98850P109 6,798 202,730 SH   DFND 8,2,1 177,982 0 24,748
ZAGG INC COM 98884U108 144 14,700 SH   DFND 6,2,1 10,600 0 4,100
ZENDESK INC COM 98936J101 1,290 22,100 SH   DFND 6,2,1 14,000 0 8,100
ZENDESK INC COM 98936J101 30,186 517,157 SH   DFND 8,2,1 517,157 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 87 838 SH   DFND 7,2,1 838 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 1,618 15,600 SH   DFND 6,2,1 1,300 0 14,300
ZIMMER BIOMET HLDGS INC COM 98956P102 9,415 90,776 SH   DFND 8,2,1 89,276 0 1,500
ZIONS BANCORPORATION N A COM 989701107 34 824 SH   DFND 7,2,1 824 0 0
ZIONS BANCORPORATION N A COM 989701107 4,661 114,400 SH   DFND 6,2,1 0 0 114,400
ZIONS BANCORPORATION N A COM 989701107 363 8,900 SH   DFND 8,2,1 0 0 8,900
ZOETIS INC CL A 98978V103 4,695 54,892 SH   DFND 7,2,1 54,892 0 0
ZOETIS INC CL A 98978V103 29,366 343,300 SH   DFND 6,2,1 70,200 0 273,100
ZOETIS INC CL A 98978V103 2,131 24,915 SH   DFND 8,2,1 24,915 0 0
ZYNGA INC CL A 98986T108 3,001 763,600 SH   DFND 6,2,1 511,700 0 251,900
EURONAV NV ANTWERPEN SHS B38564108 1,599 230,742 SH   DFND 7,2,1 230,742 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,013 124,348 SH   DFND 7,2,1 124,348 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,111 136,300 SH   DFND 6,2,1 136,300 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 15 1,800 SH   DFND 8,2,1 1,800 0 0
ALKERMES PLC SHS G01767105 20 671 SH   DFND 7,2,1 671 0 0
ALKERMES PLC SHS G01767105 7,130 241,624 SH   DFND 8,2,1 241,624 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 112 1,403 SH   DFND 7,2,1 1,403 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 6,927 86,900 SH   DFND 6,2,1 7,300 0 79,600
ALLEGION PUB LTD CO ORD SHS G0176J109 183 2,300 SH   DFND 8,2,1 0 0 2,300
ALLERGAN PLC SHS G0177J108 243 1,817 SH   DFND 7,2,1 1,368 0 449
ALLERGAN PLC SHS G0177J108 6,469 48,400 SH   DFND 6,2,1 40,700 0 7,700
ALLERGAN PLC SHS G0177J108 30,112 225,285 SH   DFND 8,2,1 224,285 0 1,000
AMDOCS LTD SHS G02602103 7,405 126,400 SH   DFND 6,2,1 93,700 0 32,700
AMDOCS LTD SHS G02602103 1,277 21,800 SH   DFND 8,2,1 21,800 0 0
AMBARELLA INC SHS G037AX101 39,900 1,140,665 SH   DFND 8,2,1 1,140,665 0 0
AON PLC SHS CL A G0408V102 511 3,514 SH   DFND 7,2,1 3,514 0 0
AON PLC SHS CL A G0408V102 23,471 161,470 SH   DFND 6,2,1 150,500 0 10,970
AON PLC SHS CL A G0408V102 2,516 17,306 SH   DFND 8,2,1 17,306 0 0
ARCH CAP GROUP LTD ORD G0450A105 46 1,731 SH   DFND 7,2,1 1,731 0 0
ARCH CAP GROUP LTD ORD G0450A105 310 11,600 SH   DFND 6,2,1 11,600 0 0
ASSURED GUARANTY LTD COM G0585R106 9,926 259,300 SH   DFND 6,2,1 180,600 0 78,700
ASSURED GUARANTY LTD COM G0585R106 153 4,000 SH   DFND 8,2,1 4,000 0 0
ATLASSIAN CORP PLC CL A G06242104 374 4,200 SH   DFND 6,2,1 0 0 4,200
ATLASSIAN CORP PLC CL A G06242104 12,929 145,300 SH   DFND 8,2,1 145,300 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,205 42,700 SH   DFND 6,2,1 29,800 0 12,900
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 464 3,288 SH   DFND 2,1 3,288 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 3,664 25,982 SH   DFND 7,2,1 25,808 0 174
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 59,125 419,300 SH   DFND 6,2,1 94,900 0 324,400
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,122 93,058 SH   DFND 8,2,1 85,758 0 7,300
MIMECAST LTD ORD SHS G14838109 6,726 200,000 SH   DFND 8,2,1 200,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 286 11,000 SH   DFND 6,2,1 0 0 11,000
CREDICORP LTD COM G2519Y108 67 300 SH   DFND 6,2,1 300 0 0
CREDICORP LTD COM G2519Y108 5,346 24,117 SH   DFND 8,2,1 20,697 0 3,420
COCA COLA EUROPEAN PARTNERS SHS G25839104 696 15,180 SH   DFND 7,2,1 15,180 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 7,648 166,800 SH   DFND 6,2,1 146,600 0 20,200
COCA COLA EUROPEAN PARTNERS SHS G25839104 1,192 26,000 SH   DFND 8,2,1 26,000 0 0
EATON CORP PLC SHS G29183103 522 7,603 SH   DFND 7,2,1 3,820 0 3,783
EATON CORP PLC SHS G29183103 47,698 694,700 SH   DFND 6,2,1 574,600 0 120,100
EATON CORP PLC SHS G29183103 8,054 117,300 SH   DFND 8,2,1 106,200 0 11,100
ESSENT GROUP LTD COM G3198U102 5,219 152,700 SH   DFND 6,2,1 88,700 0 64,000
EVEREST RE GROUP LTD COM G3223R108 124 570 SH   DFND 7,2,1 570 0 0
EVEREST RE GROUP LTD COM G3223R108 8,449 38,800 SH   DFND 6,2,1 37,244 0 1,556
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 599 69,445 SH   DFND 6,2,1 40,609 0 28,836
ICON PLC SHS G4705A100 5,480 42,409 SH   DFND 7,2,1 42,409 0 0
IHS MARKIT LTD SHS G47567105 79 1,645 SH   DFND 7,2,1 1,645 0 0
IHS MARKIT LTD SHS G47567105 1,856 38,700 SH   DFND 6,2,1 0 0 38,700
INGERSOLL-RAND PLC SHS G47791101 305 3,341 SH   DFND 7,2,1 3,341 0 0
INGERSOLL-RAND PLC SHS G47791101 15,172 166,300 SH   DFND 6,2,1 11,300 0 155,000
INGERSOLL-RAND PLC SHS G47791101 511 5,600 SH   DFND 8,2,1 0 0 5,600
INVESCO LTD SHS G491BT108 29 1,723 SH   DFND 7,2,1 1,723 0 0
INVESCO LTD SHS G491BT108 5,303 316,800 SH   DFND 6,2,1 290,300 0 26,500
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 35 281 SH   DFND 7,2,1 281 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 2,789 22,500 SH   DFND 6,2,1 1,300 0 21,200
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 20,264 163,473 SH   DFND 8,2,1 162,873 0 600
JOHNSON CTLS INTL PLC SHS G51502105 2,527 85,232 SH   DFND 7,2,1 7,620 0 77,612
JOHNSON CTLS INTL PLC SHS G51502105 7,243 244,300 SH   DFND 6,2,1 23,800 0 220,500
LINDE PLC COM G5494J103 411,967 2,640,134 SH   DFND 7,2,1 1,908,547 0 731,587
LINDE PLC COM G5494J103 1,326 8,500 SH   DFND 6,2,1 0 0 8,500
LINDE PLC COM G5494J103 79,422 508,983 SH   DFND 8,2,1 52,394 0 456,589
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 40 2,456 SH   DFND 7,2,1 2,456 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 16,106 994,810 SH   DFND 6,2,1 728,900 0 265,910
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 9,878 610,100 SH   DFND 8,2,1 610,100 0 0
MEDTRONIC PLC SHS G5960L103 10,822 118,979 SH   DFND 7,2,1 114,384 0 4,595
MEDTRONIC PLC SHS G5960L103 132,283 1,454,300 SH   DFND 6,2,1 869,300 0 585,000
MEDTRONIC PLC SHS G5960L103 35,922 394,920 SH   DFND 8,2,1 376,920 0 18,000
APTIV PLC SHS G6095L109 325 5,276 SH   DFND 2,1 5,276 0 0
APTIV PLC SHS G6095L109 276 4,477 SH   DFND 7,2,1 4,477 0 0
APTIV PLC SHS G6095L109 1,533 24,900 SH   DFND 6,2,1 0 0 24,900
APTIV PLC SHS G6095L109 42,161 684,760 SH   DFND 8,2,1 684,760 0 0
NABORS INDUSTRIES LTD SHS G6359F103 97 48,400 SH   DFND 6,2,1 0 0 48,400
NOBLE CORP PLC SHS USD G65431101 99 37,800 SH   DFND 6,2,1 0 0 37,800
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 36 860 SH   DFND 7,2,1 860 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 352 8,300 SH   DFND 6,2,1 0 0 8,300
NOVOCURE LTD ORD SHS G6674U108 1,075 32,100 SH   DFND 6,2,1 23,200 0 8,900
NOVOCURE LTD ORD SHS G6674U108 479 14,300 SH   DFND 8,2,1 14,300 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 16,219 865,913 SH   DFND 7,2,1 865,913 0 0
PROTHENA CORP PLC SHS G72800108 283 27,460 SH   DFND 6,2,1 24,281 0 3,179
ROWAN COMPANIES PLC SHS CL A G7665A101 148 17,600 SH   DFND 6,2,1 0 0 17,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 45 1,162 SH   DFND 7,2,1 1,162 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 24,859 644,182 SH   DFND 6,2,1 534,582 0 109,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,627 94,000 SH   DFND 8,2,1 94,000 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 32 717 SH   DFND 7,2,1 717 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 1,825 40,700 SH   DFND 6,2,1 20,100 0 20,600
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 202 4,500 SH   DFND 8,2,1 0 0 4,500
STERIS PLC SHS USD G84720104 801 7,500 SH   DFND 8,2,1 7,500 0 0
TECHNIPFMC PLC COM G87110105 8,231 420,366 SH   DFND 2,1 420,366 0 0
TECHNIPFMC PLC COM G87110105 72,283 3,691,662 SH   DFND 7,2,1 1,063,680 0 2,627,982
TECHNIPFMC PLC COM G87110105 10 500 SH   DFND 6,2,1 0 0 500
TRAVELPORT WORLDWIDE LTD SHS G9019D104 7,619 487,800 SH   DFND 6,2,1 321,900 0 165,900
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 41 15,200 SH   DFND 6,2,1 15,200 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 264 1,741 SH   DFND 7,2,1 1,741 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,412 9,300 SH   DFND 6,2,1 8,200 0 1,100
CHUBB LIMITED COM H1467J104 521 4,037 SH   DFND 7,2,1 2,431 0 1,606
CHUBB LIMITED COM H1467J104 6,834 52,900 SH   DFND 6,2,1 47,400 0 5,500
GARMIN LTD SHS H2906T109 33 520 SH   DFND 7,2,1 520 0 0
GARMIN LTD SHS H2906T109 4,122 65,100 SH   DFND 6,2,1 8,300 0 56,800
GARMIN LTD SHS H2906T109 152 2,400 SH   DFND 8,2,1 0 0 2,400
UBS GROUP AG SHS H42097107 38,112 3,078,507 SH   DFND 7,2,1 2,790,998 0 287,509
UBS GROUP AG SHS H42097107 2,737 221,100 SH   DFND 6,2,1 167,100 0 54,000
UBS GROUP AG SHS H42097107 41,709 3,369,093 SH   DFND 8,2,1 29,700 0 3,339,393
LOGITECH INTL S A SHS H50430232 4,387 140,244 SH   DFND 7,2,1 140,244 0 0
LOGITECH INTL S A SHS H50430232 22 700 SH   DFND 6,2,1 700 0 0
LOGITECH INTL S A SHS H50430232 13 400 SH   DFND 8,2,1 400 0 0
OBSEVA SA COM H5861P103 4,653 367,500 SH   DFND 8,2,1 367,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 4,387 58,008 SH   DFND 7,2,1 58,008 0 0
TE CONNECTIVITY LTD REG SHS H84989104 16,034 212,000 SH   DFND 6,2,1 16,300 0 195,700
TE CONNECTIVITY LTD REG SHS H84989104 67,320 890,122 SH   DFND 8,2,1 890,122 0 0
GLOBANT S A COM L44385109 321 5,696 SH   DFND 7,2,1 1,096 0 4,600
GLOBANT S A COM L44385109 15,318 271,977 SH   DFND 8,2,1 271,977 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 18,096 176,293 SH   DFND 7,2,1 176,293 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,174 50,400 SH   DFND 6,2,1 0 0 50,400
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,293 41,824 SH   DFND 8,2,1 39,624 0 2,200
CYBERARK SOFTWARE LTD SHS M2682V108 1,926 25,974 SH   DFND 7,2,1 25,974 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 4,850 1,350,938 SH   DFND 8,2,1 1,350,938 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 8,868 96,000 SH   DFND 8,2,1 96,000 0 0
ORBOTECH LTD ORD M75253100 6,214 109,912 SH   DFND 7,2,1 109,912 0 0
RADWARE LTD ORD M81873107 7,949 350,000 SH   DFND 8,2,1 350,000 0 0
AERCAP HOLDINGS NV SHS N00985106 268 6,760 SH   DFND 7,2,1 6,760 0 0
AERCAP HOLDINGS NV SHS N00985106 289 7,300 SH   DFND 6,2,1 0 0 7,300
AERCAP HOLDINGS NV SHS N00985106 34,228 864,347 SH   DFND 9,2,1 864,347 0 0
CIMPRESS N V SHS EURO N20146101 1,420 13,735 SH   DFND 7,2,1 13,735 0 0
CNH INDL N V SHS N20944109 133,482 14,493,129 SH   DFND 7,2,1 14,168,148 0 324,981
CORE LABORATORIES N V COM N22717107 2,285 38,292 SH   DFND 7,2,1 38,292 0 0
FERRARI N V COM N3167Y103 41,435 416,679 SH   DFND 7,2,1 178,869 0 237,810
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 23,656 1,635,939 SH   DFND 7,2,1 1,598,226 0 37,713
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 338 23,400 SH   DFND 6,2,1 8,800 0 14,600
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 93 6,400 SH   DFND 8,2,1 0 0 6,400
INFLARX NV COM N44821101 4,715 129,650 SH   DFND 8,2,1 129,650 0 0
INTERXION HOLDING N.V SHS N47279109 2,576 47,556 SH   DFND 7,2,1 47,556 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,938 59,380 SH   DFND 7,2,1 15,722 0 43,658
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 44,940 540,400 SH   DFND 6,2,1 431,700 0 108,700
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 16,928 203,558 SH   DFND 8,2,1 191,158 0 12,400
MYLAN N V SHS EURO N59465109 40 1,454 SH   DFND 7,2,1 1,454 0 0
MYLAN N V SHS EURO N59465109 293 10,700 SH   DFND 6,2,1 0 0 10,700
NXP SEMICONDUCTORS N V COM N6596X109 1,124 15,344 SH   DFND 7,2,1 15,344 0 0
NXP SEMICONDUCTORS N V COM N6596X109 271 3,700 SH   DFND 6,2,1 3,700 0 0
QIAGEN NV SHS NEW N72482123 745 21,612 SH   DFND 7,2,1 21,612 0 0
QIAGEN NV SHS NEW N72482123 52 1,500 SH   DFND 6,2,1 0 0 1,500
QIAGEN NV SHS NEW N72482123 13,551 393,365 SH   DFND 8,2,1 393,365 0 0
UNIQURE NV SHS N90064101 2,682 93,046 SH   DFND 8,2,1 93,046 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 66,742 2,451,960 SH   DFND 8,2,1 2,451,960 0 0
YANDEX N V SHS CLASS A N97284108 4,780 174,779 SH   DFND 8,2,1 156,449 0 18,330
COPA HOLDINGS SA CL A P31076105 6,683 84,910 SH   DFND 8,2,1 74,668 0 10,242
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 71 725 SH   DFND 7,2,1 725 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,142 21,900 SH   DFND 6,2,1 0 0 21,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 23,202 237,268 SH   DFND 8,2,1 237,268 0 0