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
ACCO BRANDS CORP COM 00081T108 1,114 115,600 SH   DFND 6,2,1 0 0 115,600
AFLAC INC COM 001055102 4,430 61,643 SH   DFND 2,1 61,643 0 0
AFLAC INC COM 001055102 21,180 294,703 SH   DFND 6,2,1 273,943 0 20,760
AGCO CORP COM 001084102 8,385 170,006 SH   DFND 6,2,1 84,936 0 85,070
AES CORP COM 00130H105 1,222 95,100 SH   DFND 6,2,1 42,500 0 52,600
AMC ENTMT HLDGS INC CL A COM 00165C104 240 7,707 SH   DFND 2,1 7,707 0 0
AT&T INC COM 00206R102 13,358 328,929 SH   DFND 2,1 215,858 0 113,071
AT&T INC COM 00206R102 108,245 2,665,480 SH   DFND 6,2,1 1,748,940 0 916,540
AVX CORP NEW COM 002444107 193 14,000 SH   DFND 6,2,1 0 0 14,000
AZZ INC COM 002474104 4,269 65,400 SH   DFND 6,2,1 29,700 0 35,700
ABBOTT LABS COM 002824100 343 8,100 SH   DFND 2,1 8,100 0 0
ABBOTT LABS COM 002824100 27,260 644,600 SH   DFND 6,2,1 320,500 0 324,100
ABBVIE INC COM 00287Y109 76,874 1,218,864 SH   DFND 2,1 1,065,276 0 153,588
ABBVIE INC COM 00287Y109 109,202 1,731,441 SH   DFND 6,2,1 1,186,241 0 545,200
ABERCROMBIE & FITCH CO CL A 002896207 203 12,800 SH   DFND 6,2,1 12,800 0 0
ABIOMED INC COM 003654100 5,359 41,680 SH   DFND 6,2,1 19,880 0 21,800
ACADIA HEALTHCARE COMPANY IN COM 00404A109 4,682 94,500 SH   DFND 2,1 94,500 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 5,291 166,339 SH   DFND 2,1 166,339 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 10,430 287,805 SH   DFND 2,1 287,805 0 0
ACHAOGEN INC COM 004449104 1,283 267,844 SH   DFND 2,1 267,844 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 6,727 830,520 SH   DFND 2,1 830,520 0 0
ACI WORLDWIDE INC COM 004498101 255 13,167 SH   DFND 2,1 13,167 0 0
ACTIVISION BLIZZARD INC COM 00507V109 19,477 439,655 SH   DFND 2,1 439,655 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,635 149,780 SH   DFND 6,2,1 109,000 0 40,780
ACUITY BRANDS INC COM 00508Y102 19,919 75,281 SH   DFND 2,1 69,781 0 5,500
ACUITY BRANDS INC COM 00508Y102 30,024 113,471 SH   DFND 6,2,1 90,811 0 22,660
ADOBE SYS INC COM 00724F101 19,333 178,121 SH   DFND 2,1 176,875 0 1,246
ADOBE SYS INC COM 00724F101 13,763 126,800 SH   DFND 6,2,1 85,700 0 41,100
ADVANCE AUTO PARTS INC COM 00751Y106 515 3,455 SH   DFND 2,1 3,455 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 1,596 10,700 SH   DFND 6,2,1 2,900 0 7,800
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 420 71,000 SH   DFND 2,1 0 0 71,000
ADVISORY BRD CO COM 00762W107 1,237 27,640 SH   DFND 2,1 27,640 0 0
AEGION CORP COM 00770F104 1,154 60,500 SH   DFND 6,2,1 14,400 0 46,100
ADVANCED MICRO DEVICES INC COM 007903107 63 9,100 SH   DFND 2,1 0 0 9,100
ADVANCED MICRO DEVICES INC COM 007903107 7,689 1,112,700 SH   DFND 6,2,1 612,400 0 500,300
AETNA INC NEW COM 00817Y108 13,090 113,386 SH   DFND 2,1 112,300 0 1,086
AETNA INC NEW COM 00817Y108 14,155 122,610 SH   DFND 6,2,1 64,510 0 58,100
AFFILIATED MANAGERS GROUP COM 008252108 11,652 80,525 SH   DFND 2,1 80,525 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 302 6,407 SH   DFND 2,1 6,407 0 0
AGNICO EAGLE MINES LTD COM 008474108 3,477 64,178 SH   DFND 2,1 54,120 0 10,058
AGNICO EAGLE MINES LTD COM 008474108 103 1,900 SH   DFND 6,2,1 600 0 1,300
AGIOS PHARMACEUTICALS INC COM 00847X104 3,433 64,991 SH   DFND 2,1 64,991 0 0
AGRIUM INC COM 008916108 2,848 31,400 SH   DFND 2,1 27,300 0 4,100
AGRIUM INC COM 008916108 5,360 59,100 SH   DFND 6,2,1 33,200 0 25,900
AIR PRODS & CHEMS INC COM 009158106 1,705 11,340 SH   DFND 2,1 10,547 0 793
AIR PRODS & CHEMS INC COM 009158106 13,185 87,700 SH   DFND 6,2,1 45,400 0 42,300
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 21,003 21,500,000 PRN   DFND 2,1 10,000,000 0 11,500,000
ALAMO GROUP INC COM 011311107 264 4,000 SH   DFND 6,2,1 4,000 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 8,576 261,690 SH   DFND 2,1 261,690 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,920 17,649 SH   DFND 2,1 17,649 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 110,077 898,295 SH   DFND 2,1 891,129 0 7,166
ALEXION PHARMACEUTICALS INC COM 015351109 380 3,100 SH   DFND 6,2,1 500 0 2,600
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 42,267 399,538 SH   DFND 2,1 284,995 0 114,543
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 24,341 230,086 SH   DFND 6,2,1 201,721 0 28,365
ALIGN TECHNOLOGY INC COM 016255101 10,078 107,500 SH   DFND 2,1 107,500 0 0
ALIGN TECHNOLOGY INC COM 016255101 4,200 44,800 SH   DFND 6,2,1 33,600 0 11,200
ALLIANCE DATA SYSTEMS CORP COM 018581108 50,986 237,663 SH   DFND 2,1 237,663 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 4,655 21,700 SH   DFND 6,2,1 5,700 0 16,000
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,638 428,100 SH   DFND 6,2,1 207,500 0 220,600
ALLSTATE CORP COM 020002101 284 4,100 SH   DFND 2,1 4,100 0 0
ALLSTATE CORP COM 020002101 1,273 18,400 SH   DFND 6,2,1 14,100 0 4,300
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8,522 125,734 SH   DFND 2,1 125,734 0 0
ALPHABET INC CAP STK CL C 02079K107 204,986 263,719 SH   DFND 2,1 260,942 0 2,777
ALPHABET INC CAP STK CL C 02079K107 11,599 14,923 SH   DFND 6,2,1 12,414 0 2,509
ALPHABET INC CAP STK CL A 02079K305 65,564 81,541 SH   DFND 2,1 55,285 0 26,256
ALPHABET INC CAP STK CL A 02079K305 287,275 357,280 SH   DFND 6,2,1 273,717 0 83,563
ALTRIA GROUP INC COM 02209S103 23,088 365,136 SH   DFND 2,1 218,305 0 146,831
ALTRIA GROUP INC COM 02209S103 100,724 1,592,983 SH   DFND 6,2,1 1,404,383 0 188,600
AMAZON COM INC COM 023135106 120,785 144,254 SH   DFND 2,1 136,107 0 8,147
AMAZON COM INC COM 023135106 100,547 120,083 SH   DFND 6,2,1 99,483 0 20,600
AMBEV SA SPONSORED ADR 02319V103 6,949 1,140,982 SH   DFND 2,1 1,023,199 0 117,783
AMEREN CORP COM 023608102 5,211 105,950 SH   DFND 6,2,1 104,390 0 1,560
AMERICAN AIRLS GROUP INC COM 02376R102 380 10,368 SH   DFND 2,1 10,368 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,197 32,700 SH   DFND 6,2,1 11,700 0 21,000
AMERICAN ELEC PWR INC COM 025537101 469 7,300 SH   DFND 2,1 7,300 0 0
AMERICAN ELEC PWR INC COM 025537101 6,556 102,100 SH   DFND 6,2,1 96,000 0 6,100
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 254 14,197 SH   DFND 2,1 14,197 0 0
AMERICAN EXPRESS CO COM 025816109 61,424 959,146 SH   DFND 2,1 822,903 0 136,243
AMERICAN EXPRESS CO COM 025816109 124,928 1,950,780 SH   DFND 6,2,1 1,345,480 0 605,300
AMERICAN HOMES 4 RENT CL A 02665T306 7,017 324,277 SH   DFND 2,1 324,277 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 7,297 337,200 SH   DFND 6,2,1 165,700 0 171,500
AMERICAN INTL GROUP INC COM NEW 026874784 1,780 29,999 SH   DFND 2,1 28,303 0 1,696
AMERICAN INTL GROUP INC COM NEW 026874784 12,129 204,400 SH   DFND 6,2,1 188,200 0 16,200
AMERICAN TOWER CORP NEW COM 03027X100 57,642 508,617 SH   DFND 2,1 493,993 0 14,624
AMERICAN TOWER CORP NEW COM 03027X100 17,116 151,030 SH   DFND 6,2,1 146,130 0 4,900
AMERICAN WTR WKS CO INC NEW COM 030420103 358 4,790 SH   DFND 2,1 4,790 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 12,416 165,900 SH   DFND 6,2,1 44,200 0 121,700
AMERISOURCEBERGEN CORP COM 03073E105 10,801 133,712 SH   DFND 2,1 133,712 0 0
AMERIPRISE FINL INC COM 03076C106 90 900 SH   DFND 2,1 900 0 0
AMERIPRISE FINL INC COM 03076C106 8,241 82,600 SH   DFND 6,2,1 20,300 0 62,300
AMGEN INC COM 031162100 94,178 564,584 SH   DFND 2,1 523,417 0 41,167
AMGEN INC COM 031162100 132,050 791,620 SH   DFND 6,2,1 467,620 0 324,000
AMKOR TECHNOLOGY INC COM 031652100 2,199 226,260 SH   DFND 6,2,1 73,930 0 152,330
AMPHENOL CORP NEW CL A 032095101 3,260 50,220 SH   DFND 2,1 50,220 0 0
AMPHENOL CORP NEW CL A 032095101 9,082 139,900 SH   DFND 6,2,1 43,400 0 96,500
AMTRUST FINL SVCS INC COM 032359309 1,473 54,900 SH   DFND 6,2,1 10,800 0 44,100
ANADARKO PETE CORP COM 032511107 3,401 53,680 SH   DFND 2,1 52,367 0 1,313
ANADARKO PETE CORP COM 032511107 5,690 89,800 SH   DFND 6,2,1 82,800 0 7,000
ANALOG DEVICES INC COM 032654105 110 1,700 SH   DFND 2,1 1,700 0 0
ANALOG DEVICES INC COM 032654105 4,080 63,300 SH   DFND 6,2,1 19,500 0 43,800
ANGIODYNAMICS INC COM 03475V101 1,423 81,141 SH   DFND 6,2,1 54,340 0 26,801
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 1,230 77,233 SH   DFND 2,1 24,064 0 53,169
ANIXTER INTL INC COM 035290105 1,097 17,000 SH   DFND 6,2,1 11,700 0 5,300
ANNALY CAP MGMT INC COM 035710409 162 15,400 SH   DFND 6,2,1 15,400 0 0
ANTHEM INC COM 036752103 11,937 95,257 SH   DFND 2,1 94,976 0 281
ANTHEM INC COM 036752103 11,040 88,100 SH   DFND 6,2,1 48,800 0 39,300
APACHE CORP COM 037411105 1,021 15,993 SH   DFND 2,1 15,993 0 0
APACHE CORP COM 037411105 153 2,400 SH   DFND 6,2,1 0 0 2,400
APARTMENT INVT & MGMT CO CL A 03748R101 5,335 116,213 SH   DFND 2,1 116,213 0 0
APPLE INC COM 037833100 231,424 2,047,090 SH   DFND 2,1 1,911,161 0 135,929
APPLE INC COM 037833100 261,225 2,310,700 SH   DFND 6,2,1 1,705,500 0 605,200
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 2,361 127,570 SH   DFND 2,1 87,000 0 40,570
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 5,790 312,800 SH   DFND 6,2,1 296,300 0 16,500
APPLIED MATLS INC COM 038222105 5,035 167,000 SH   DFND 2,1 167,000 0 0
APPLIED MATLS INC COM 038222105 6,512 216,000 SH   DFND 6,2,1 174,000 0 42,000
ARAMARK COM 03852U106 8,271 217,489 SH   DFND 2,1 120,500 0 96,989
ARAMARK COM 03852U106 25,875 680,389 SH   DFND 6,2,1 409,889 0 270,500
ARBUTUS BIOPHARMA CORP COM 03879J100 2,726 792,581 SH   DFND 2,1 792,581 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,866 115,400 SH   DFND 6,2,1 19,900 0 95,500
ARISTA NETWORKS INC COM 040413106 5,020 59,000 SH   DFND 2,1 59,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 5,830 863,674 SH   DFND 2,1 863,674 0 0
ARROW ELECTRS INC COM 042735100 294 4,600 SH   DFND 2,1 3,800 0 800
ARROW ELECTRS INC COM 042735100 13,308 208,040 SH   DFND 6,2,1 87,100 0 120,940
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,265 83,255 SH   DFND 6,2,1 46,200 0 37,055
ATHENAHEALTH INC COM 04685W103 10,153 80,500 SH   DFND 2,1 80,500 0 0
ATMOS ENERGY CORP COM 049560105 186 2,500 SH   DFND 2,1 0 0 2,500
ATMOS ENERGY CORP COM 049560105 8,781 117,910 SH   DFND 6,2,1 23,950 0 93,960
AUTOBYTEL INC COM NEW 05275N205 504 28,300 SH   DFND 6,2,1 28,300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,011 22,804 SH   DFND 2,1 11,804 0 11,000
AUTOMATIC DATA PROCESSING IN COM 053015103 73,374 831,900 SH   DFND 6,2,1 515,500 0 316,400
AUTONATION INC COM 05329W102 390 8,000 SH   DFND 6,2,1 0 0 8,000
AUTOZONE INC COM 053332102 18,882 24,575 SH   DFND 2,1 14,100 0 10,475
AUTOZONE INC COM 053332102 106,008 137,970 SH   DFND 6,2,1 84,300 0 53,670
AVALONBAY CMNTYS INC COM 053484101 21,085 118,563 SH   DFND 2,1 118,563 0 0
AVALONBAY CMNTYS INC COM 053484101 1,547 8,700 SH   DFND 6,2,1 0 0 8,700
AVID TECHNOLOGY INC COM 05367P100 1,344 169,300 SH   DFND 6,2,1 116,500 0 52,800
AVNET INC COM 053807103 123 3,000 SH   DFND 2,1 0 0 3,000
AVNET INC COM 053807103 10,725 261,210 SH   DFND 6,2,1 112,410 0 148,800
AVON PRODS INC COM 054303102 332 58,600 SH   DFND 6,2,1 0 0 58,600
BB&T CORP COM 054937107 192 5,100 SH   DFND 2,1 5,100 0 0
BB&T CORP COM 054937107 19,524 517,600 SH   DFND 6,2,1 218,300 0 299,300
BCE INC COM NEW 05534B760 406 8,800 SH   DFND 2,1 1,600 0 7,200
BCE INC COM NEW 05534B760 993 21,500 SH   DFND 6,2,1 15,900 0 5,600
BOFI HLDG INC COM 05566U108 1,438 64,200 SH   DFND 6,2,1 47,900 0 16,300
BAIDU INC SPON ADR REP A 056752108 66,535 365,438 SH   DFND 2,1 318,631 0 46,807
BAIDU INC SPON ADR REP A 056752108 13,115 72,030 SH   DFND 6,2,1 63,342 0 8,688
BALL CORP COM 058498106 107 1,300 SH   DFND 2,1 1,300 0 0
BALL CORP COM 058498106 4,106 50,100 SH   DFND 6,2,1 16,400 0 33,700
BANCO BRADESCO S A SP ADR PFD NEW 059460303 653 72,025 SH   DFND 2,1 40,785 0 31,240
BANCO DE CHILE SPONSORED ADR 059520106 453 6,728 SH   DFND 2,1 6,728 0 0
BANCO DE CHILE SPONSORED ADR 059520106 522 7,755 SH   DFND 6,2,1 7,755 0 0
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 765 36,993 SH   DFND 2,1 36,993 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 223 5,700 SH   DFND 2,1 5,700 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 742 19,000 SH   DFND 6,2,1 19,000 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,922 110,100 SH   DFND 6,2,1 62,000 0 48,100
BANK AMER CORP COM 060505104 5,288 337,900 SH   DFND 2,1 219,514 0 118,386
BANK AMER CORP COM 060505104 47,789 3,053,600 SH   DFND 6,2,1 2,478,300 0 575,300
BANK MONTREAL QUE COM 063671101 5,101 77,800 SH   DFND 2,1 60,900 0 16,900
BANK MONTREAL QUE COM 063671101 49,751 758,740 SH   DFND 6,2,1 275,500 0 483,240
BANK OF THE OZARKS INC COM 063904106 3,285 85,559 SH   DFND 2,1 75,651 0 9,908
BANK NEW YORK MELLON CORP COM 064058100 152 3,806 SH   DFND 2,1 1,388 0 2,418
BANK NEW YORK MELLON CORP COM 064058100 13,934 349,400 SH   DFND 6,2,1 199,100 0 150,300
BANK N S HALIFAX COM 064149107 6,330 119,465 SH   DFND 2,1 90,200 0 29,265
BANK N S HALIFAX COM 064149107 48,756 920,100 SH   DFND 6,2,1 330,100 0 590,000
BANKRATE INC DEL COM 06647F102 1,797 211,900 SH   DFND 6,2,1 120,500 0 91,400
BARD C R INC COM 067383109 3,252 14,500 SH   DFND 2,1 14,500 0 0
BARD C R INC COM 067383109 6,504 29,000 SH   DFND 6,2,1 7,400 0 21,600
BARNES & NOBLE INC COM 067774109 237 21,000 SH   DFND 6,2,1 8,900 0 12,100
BARRICK GOLD CORP COM 067901108 4,683 264,299 SH   DFND 2,1 241,199 0 23,100
BARRICK GOLD CORP COM 067901108 1,687 95,200 SH   DFND 6,2,1 34,300 0 60,900
BAXTER INTL INC COM 071813109 898 18,866 SH   DFND 2,1 17,617 0 1,249
BAXTER INTL INC COM 071813109 10,410 218,700 SH   DFND 6,2,1 77,500 0 141,200
BECTON DICKINSON & CO COM 075887109 43,051 239,533 SH   DFND 2,1 239,533 0 0
BECTON DICKINSON & CO COM 075887109 28,419 158,120 SH   DFND 6,2,1 64,600 0 93,520
BED BATH & BEYOND INC COM 075896100 9,812 227,600 SH   DFND 6,2,1 182,000 0 45,600
BEL FUSE INC CL B 077347300 381 15,800 SH   DFND 6,2,1 10,880 0 4,920
BELDEN INC COM 077454106 580 8,400 SH   DFND 6,2,1 0 0 8,400
BENEFITFOCUS INC COM 08180D106 8,643 216,500 SH   DFND 2,1 216,500 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 15,522 107,439 SH   DFND 2,1 69,832 0 37,607
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 121,962 844,200 SH   DFND 6,2,1 528,500 0 315,700
BERKSHIRE HILLS BANCORP INC COM 084680107 2,214 79,900 SH   DFND 6,2,1 39,300 0 40,600
BEST BUY INC COM 086516101 11,974 313,616 SH   DFND 2,1 176,623 0 136,993
BEST BUY INC COM 086516101 51,724 1,354,745 SH   DFND 6,2,1 1,018,045 0 336,700
BIG 5 SPORTING GOODS CORP COM 08915P101 1,324 97,196 SH   DFND 6,2,1 70,800 0 26,396
BIG LOTS INC COM 089302103 6,088 127,500 SH   DFND 6,2,1 57,800 0 69,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 36,549 395,040 SH   DFND 2,1 395,040 0 0
BIOGEN INC COM 09062X103 116,151 371,054 SH   DFND 2,1 366,866 0 4,188
BIOGEN INC COM 09062X103 34,965 111,700 SH   DFND 6,2,1 52,300 0 59,400
BLACK DIAMOND INC COM 09202G101 649 126,341 SH   DFND 6,2,1 94,698 0 31,643
BLACKROCK INC COM 09247X101 9,474 26,137 SH   DFND 2,1 24,926 0 1,211
BLACKROCK INC COM 09247X101 12,940 35,700 SH   DFND 6,2,1 20,600 0 15,100
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 3,998 156,586 SH   DFND 2,1 154,244 0 2,342
BLOOMIN BRANDS INC COM 094235108 4,819 279,500 SH   DFND 6,2,1 146,800 0 132,700
BLUEBIRD BIO INC COM 09609G100 11,092 163,651 SH   DFND 2,1 163,651 0 0
BOEING CO COM 097023105 7,662 58,157 SH   DFND 2,1 57,348 0 809
BOEING CO COM 097023105 42,816 325,000 SH   DFND 6,2,1 155,300 0 169,700
BOSTON PROPERTIES INC COM 101121101 17,383 127,546 SH   DFND 2,1 127,546 0 0
BOSTON SCIENTIFIC CORP COM 101137107 13,824 580,840 SH   DFND 2,1 580,840 0 0
BOSTON SCIENTIFIC CORP COM 101137107 12,921 542,900 SH   DFND 6,2,1 281,100 0 261,800
BOYD GAMING CORP COM 103304101 4,037 204,100 SH   DFND 6,2,1 95,700 0 108,400
BRADY CORP CL A 104674106 2,752 79,510 SH   DFND 6,2,1 25,840 0 53,670
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 341 21,800 SH   DFND 6,2,1 0 0 21,800
BRF SA SPONSORED ADR 10552T107 239 14,000 SH   DFND 2,1 0 0 14,000
BRIGGS & STRATTON CORP COM 109043109 22 1,200 SH   DFND 2,1 0 0 1,200
BRIGGS & STRATTON CORP COM 109043109 2,710 145,300 SH   DFND 6,2,1 57,000 0 88,300
BRIGHT HORIZONS FAM SOL IN D COM 109194100 750 11,210 SH   DFND 2,1 11,210 0 0
BRINKER INTL INC COM 109641100 76 1,500 SH   DFND 2,1 0 0 1,500
BRINKER INTL INC COM 109641100 9,620 190,760 SH   DFND 6,2,1 70,700 0 120,060
BRINKS CO COM 109696104 749 20,190 SH   DFND 6,2,1 0 0 20,190
BRISTOL MYERS SQUIBB CO COM 110122108 11,629 215,673 SH   DFND 2,1 213,449 0 2,224
BRISTOL MYERS SQUIBB CO COM 110122108 17,799 330,100 SH   DFND 6,2,1 268,700 0 61,400
BRIXMOR PPTY GROUP INC COM 11120U105 12 443 SH   DFND 2,1 443 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 461 16,600 SH   DFND 6,2,1 2,800 0 13,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 698 10,300 SH   DFND 6,2,1 7,700 0 2,600
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 882 25,084 SH   DFND 2,1 19,990 0 5,094
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 17,945 510,094 SH   DFND 6,2,1 139,394 0 370,700
BROOKS AUTOMATION INC COM 114340102 2,448 179,888 SH   DFND 6,2,1 79,988 0 99,900
BROWN FORMAN CORP CL B 115637209 275 5,800 SH   DFND 2,1 5,800 0 0
BROWN FORMAN CORP CL B 115637209 11,182 235,700 SH   DFND 6,2,1 52,000 0 183,700
BRUNSWICK CORP COM 117043109 4,358 89,349 SH   DFND 2,1 48,400 0 40,949
BRUNSWICK CORP COM 117043109 19,468 399,089 SH   DFND 6,2,1 246,089 0 153,000
B2GOLD CORP COM 11777Q209 173 65,600 SH   DFND 6,2,1 31,200 0 34,400
BUILDERS FIRSTSOURCE INC COM 12008R107 662 57,500 SH   DFND 6,2,1 0 0 57,500
CBL & ASSOC PPTYS INC COM 124830100 362 29,800 SH   DFND 6,2,1 29,800 0 0
CBS CORP NEW CL B 124857202 354 6,463 SH   DFND 2,1 6,463 0 0
CBS CORP NEW CL B 124857202 8,424 153,900 SH   DFND 6,2,1 125,200 0 28,700
CBRE GROUP INC CL A 12504L109 4,146 148,194 SH   DFND 2,1 148,194 0 0
CDW CORP COM 12514G108 2,198 48,074 SH   DFND 2,1 48,074 0 0
CDW CORP COM 12514G108 796 17,400 SH   DFND 6,2,1 500 0 16,900
CF INDS HLDGS INC COM 125269100 14 565 SH   DFND 2,1 565 0 0
CF INDS HLDGS INC COM 125269100 718 29,500 SH   DFND 6,2,1 19,700 0 9,800
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 11,555 164,000 SH   DFND 6,2,1 146,100 0 17,900
CIGNA CORPORATION COM 125509109 14,305 109,769 SH   DFND 2,1 109,769 0 0
CIGNA CORPORATION COM 125509109 7,194 55,200 SH   DFND 6,2,1 37,700 0 17,500
CME GROUP INC COM 12572Q105 105 1,000 SH   DFND 2,1 1,000 0 0
CME GROUP INC COM 12572Q105 12,480 119,400 SH   DFND 6,2,1 60,700 0 58,700
CMS ENERGY CORP COM 125896100 181 4,300 SH   DFND 2,1 4,300 0 0
CMS ENERGY CORP COM 125896100 8,503 202,400 SH   DFND 6,2,1 49,700 0 152,700
CNA FINL CORP COM 126117100 2,412 70,098 SH   DFND 2,1 40,260 0 29,838
CNA FINL CORP COM 126117100 4,378 127,228 SH   DFND 6,2,1 117,548 0 9,680
CSG SYS INTL INC COM 126349109 4,402 106,500 SH   DFND 6,2,1 51,500 0 55,000
CSX CORP COM 126408103 16,657 546,122 SH   DFND 2,1 288,830 0 257,292
CSX CORP COM 126408103 83,231 2,728,900 SH   DFND 6,2,1 2,074,700 0 654,200
CTS CORP COM 126501105 1,518 81,621 SH   DFND 6,2,1 35,502 0 46,119
CVS HEALTH CORP COM 126650100 22,228 249,785 SH   DFND 2,1 245,292 0 4,493
CVS HEALTH CORP COM 126650100 54,987 617,900 SH   DFND 6,2,1 299,600 0 318,300
CA INC COM 12673P105 11,680 353,089 SH   DFND 2,1 195,608 0 157,481
CA INC COM 12673P105 53,473 1,616,489 SH   DFND 6,2,1 1,189,989 0 426,500
CABELAS INC COM 126804301 305 5,554 SH   DFND 2,1 5,554 0 0
CABOT CORP COM 127055101 6,641 126,720 SH   DFND 6,2,1 53,850 0 72,870
CABOT OIL & GAS CORP COM 127097103 651 25,219 SH   DFND 2,1 25,219 0 0
CACI INTL INC CL A 127190304 151 1,500 SH   DFND 2,1 0 0 1,500
CACI INTL INC CL A 127190304 6,006 59,520 SH   DFND 6,2,1 29,700 0 29,820
CADENCE DESIGN SYSTEM INC COM 127387108 25,530 1,000,000 SH   DFND 2,1 1,000,000 0 0
CAL MAINE FOODS INC COM NEW 128030202 208 5,401 SH   DFND 2,1 5,401 0 0
CALERES INC COM 129500104 2,901 114,700 SH   DFND 6,2,1 53,600 0 61,100
CALIFORNIA WTR SVC GROUP COM 130788102 1,060 33,032 SH   DFND 6,2,1 25,582 0 7,450
CAMDEN PPTY TR SH BEN INT 133131102 237 2,827 SH   DFND 2,1 2,827 0 0
CAMDEN PPTY TR SH BEN INT 133131102 352 4,200 SH   DFND 6,2,1 0 0 4,200
CAMPBELL SOUP CO COM 134429109 383 7,000 SH   DFND 2,1 2,800 0 4,200
CAMPBELL SOUP CO COM 134429109 21,245 388,400 SH   DFND 6,2,1 228,200 0 160,200
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,165 15,027 SH   DFND 2,1 11,100 0 3,927
CDN IMPERIAL BK COMM TORONTO COM 136069101 30,173 389,182 SH   DFND 6,2,1 107,427 0 281,755
CANADIAN NATL RY CO COM 136375102 2,676 40,911 SH   DFND 2,1 26,358 0 14,553
CANADIAN NATL RY CO COM 136375102 35,374 540,880 SH   DFND 6,2,1 162,900 0 377,980
CANADIAN NAT RES LTD COM 136385101 2,667 83,245 SH   DFND 2,1 75,869 0 7,376
CANADIAN NAT RES LTD COM 136385101 2,092 65,300 SH   DFND 6,2,1 35,900 0 29,400
CANADIAN PAC RY LTD COM 13645T100 260 1,700 SH   DFND 2,1 1,700 0 0
CANADIAN PAC RY LTD COM 13645T100 9,299 60,900 SH   DFND 6,2,1 18,700 0 42,200
CANTEL MEDICAL CORP COM 138098108 234 3,000 SH   DFND 6,2,1 0 0 3,000
CAPITAL ONE FINL CORP COM 14040H105 2,063 28,716 SH   DFND 2,1 27,329 0 1,387
CAPITAL ONE FINL CORP COM 14040H105 6,213 86,500 SH   DFND 6,2,1 79,700 0 6,800
CARDINAL HEALTH INC COM 14149Y108 9,690 124,706 SH   DFND 2,1 124,706 0 0
CARDINAL HEALTH INC COM 14149Y108 15,804 203,400 SH   DFND 6,2,1 62,800 0 140,600
CARMAX INC COM 143130102 752 14,100 SH   DFND 6,2,1 0 0 14,100
CARNIVAL CORP UNIT 99/99/9999 143658300 108 2,220 SH   DFND 2,1 2,220 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 15,129 309,889 SH   DFND 2,1 296,889 0 13,000
CARNIVAL CORP UNIT 99/99/9999 143658300 146 3,000 SH   DFND 6,2,1 0 0 3,000
CARNIVAL CORP UNIT 99/99/9999 143658300 2,104 43,100 SH   DFND 6,2,1 0 0 43,100
CASELLA WASTE SYS INC CL A 147448104 1,272 123,516 SH   DFND 6,2,1 77,116 0 46,400
CATERPILLAR INC DEL COM 149123101 710 8,001 SH   DFND 2,1 6,511 0 1,490
CATERPILLAR INC DEL COM 149123101 14,221 160,200 SH   DFND 6,2,1 103,900 0 56,300
CAVIUM INC COM 14964U108 2,328 40,000 SH   DFND 2,1 40,000 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,433 199,000 SH   DFND 6,2,1 112,700 0 86,300
CELANESE CORP DEL COM SER A 150870103 269 4,044 SH   DFND 2,1 4,044 0 0
CELANESE CORP DEL COM SER A 150870103 359 5,400 SH   DFND 6,2,1 0 0 5,400
CELGENE CORP COM 151020104 137,167 1,312,230 SH   DFND 2,1 1,305,766 0 6,464
CELGENE CORP COM 151020104 32,498 310,900 SH   DFND 6,2,1 173,700 0 137,200
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,105 273,500 SH   DFND 6,2,1 237,900 0 35,600
CEMPRA INC COM 15130J109 9,281 383,533 SH   DFND 2,1 383,533 0 0
CENCOSUD S A SPONSORED ADS 15132H101 333 37,000 SH   DFND 2,1 37,000 0 0
CENCOSUD S A SPONSORED ADS 15132H101 333 37,000 SH   DFND 6,2,1 37,000 0 0
CENTENE CORP DEL COM 15135B101 7,410 110,665 SH   DFND 2,1 110,665 0 0
CENOVUS ENERGY INC COM 15135U109 591 41,141 SH   DFND 2,1 41,141 0 0
CENOVUS ENERGY INC COM 15135U109 112 7,800 SH   DFND 6,2,1 2,500 0 5,300
CENTERSTATE BANKS INC COM 15201P109 257 14,500 SH   DFND 6,2,1 0 0 14,500
CENTRAL GARDEN & PET CO COM 153527106 3,396 130,610 SH   DFND 6,2,1 75,385 0 55,225
CENTURY BANCORP INC MASS CL A NON VTG 156432106 625 13,800 SH   DFND 6,2,1 8,400 0 5,400
CENTURY CASINOS INC COM 156492100 232 33,640 SH   DFND 6,2,1 24,590 0 9,050
CENTURYLINK INC COM 156700106 3,464 126,300 SH   DFND 6,2,1 61,000 0 65,300
CERNER CORP COM 156782104 60,728 983,453 SH   DFND 2,1 977,583 0 5,870
CHARTER COMMUNICATIONS INC N CL A 16119P108 81 299 SH   DFND 2,1 84 0 215
CHARTER COMMUNICATIONS INC N CL A 16119P108 12,041 44,600 SH   DFND 6,2,1 35,300 0 9,300
CHASE CORP COM 16150R104 1,661 24,030 SH   DFND 6,2,1 14,800 0 9,230
CHATHAM LODGING TR COM 16208T102 1,736 90,200 SH   DFND 6,2,1 46,700 0 43,500
CHEESECAKE FACTORY INC COM 163072101 695 13,887 SH   DFND 2,1 13,887 0 0
CHEESECAKE FACTORY INC COM 163072101 441 8,800 SH   DFND 6,2,1 0 0 8,800
CHESAPEAKE LODGING TR SH BEN INT 165240102 3,444 150,400 SH   DFND 6,2,1 84,500 0 65,900
CHEVRON CORP NEW COM 166764100 15,822 153,731 SH   DFND 2,1 125,749 0 27,982
CHEVRON CORP NEW COM 166764100 52,674 511,800 SH   DFND 6,2,1 422,900 0 88,900
CHIMERIX INC COM 16934W106 751 135,580 SH   DFND 6,2,1 107,280 0 28,300
CHINA BIOLOGIC PRODS INC COM 16938C106 7,480 60,088 SH   DFND 2,1 50,957 0 9,131
CHIPOTLE MEXICAN GRILL INC COM 169656105 39,863 94,128 SH   DFND 2,1 93,472 0 656
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 203 5,800 SH   DFND 2,1 0 0 5,800
CHURCH & DWIGHT INC COM 171340102 240 5,000 SH   DFND 2,1 5,000 0 0
CHURCH & DWIGHT INC COM 171340102 11,798 246,200 SH   DFND 6,2,1 58,000 0 188,200
CIENA CORP COM NEW 171779309 728 33,400 SH   DFND 6,2,1 0 0 33,400
CIMAREX ENERGY CO COM 171798101 610 4,536 SH   DFND 2,1 4,536 0 0
CINCINNATI FINL CORP COM 172062101 196 2,600 SH   DFND 2,1 2,600 0 0
CINCINNATI FINL CORP COM 172062101 679 9,000 SH   DFND 6,2,1 9,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 29 750 SH   DFND 2,1 0 0 750
CINEMARK HOLDINGS INC COM 17243V102 2,187 57,140 SH   DFND 6,2,1 6,700 0 50,440
CIRRUS LOGIC INC COM 172755100 1,807 34,000 SH   DFND 2,1 34,000 0 0
CIRRUS LOGIC INC COM 172755100 5,309 99,884 SH   DFND 6,2,1 48,494 0 51,390
CISCO SYS INC COM 17275R102 73,064 2,303,407 SH   DFND 2,1 2,226,831 0 76,576
CISCO SYS INC COM 17275R102 79,581 2,508,858 SH   DFND 6,2,1 1,485,958 0 1,022,900
CINTAS CORP COM 172908105 319 2,830 SH   DFND 2,1 1,500 0 1,330
CINTAS CORP COM 172908105 8,246 73,230 SH   DFND 6,2,1 21,600 0 51,630
CITIGROUP INC COM NEW 172967424 10,784 228,325 SH   DFND 2,1 163,381 0 64,944
CITIGROUP INC COM NEW 172967424 29,769 630,300 SH   DFND 6,2,1 548,000 0 82,300
CITIZENS FINL GROUP INC COM 174610105 3,113 126,000 SH   DFND 2,1 126,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 52,009 46,000,000 PRN   DFND 2,1 18,000,000 0 28,000,000
CLOROX CO DEL COM 189054109 325 2,600 SH   DFND 2,1 2,600 0 0
CLOROX CO DEL COM 189054109 12,956 103,500 SH   DFND 6,2,1 30,300 0 73,200
COCA COLA BOTTLING CO CONS COM 191098102 1,156 7,800 SH   DFND 6,2,1 3,300 0 4,500
COCA COLA CO COM 191216100 9,288 219,466 SH   DFND 2,1 167,499 0 51,967
COCA COLA CO COM 191216100 89,473 2,114,200 SH   DFND 6,2,1 1,153,700 0 960,500
CODEXIS INC COM 192005106 680 153,201 SH   DFND 6,2,1 100,231 0 52,970
COEUR MNG INC COM NEW 192108504 362 30,625 SH   DFND 2,1 0 0 30,625
COGNEX CORP COM 192422103 21,937 415,000 SH   DFND 2,1 415,000 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,145 23,995 SH   DFND 2,1 21,849 0 2,146
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 15,282 320,300 SH   DFND 6,2,1 159,400 0 160,900
COHERENT INC COM 192479103 2,896 26,200 SH   DFND 6,2,1 6,000 0 20,200
COHERUS BIOSCIENCES INC COM 19249H103 8,136 303,822 SH   DFND 2,1 303,822 0 0
COLGATE PALMOLIVE CO COM 194162103 20,830 280,951 SH   DFND 2,1 265,284 0 15,667
COLGATE PALMOLIVE CO COM 194162103 45,203 609,700 SH   DFND 6,2,1 277,600 0 332,100
COLUMBIA PPTY TR INC COM NEW 198287203 4 200 SH   DFND 2,1 200 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 2,416 107,900 SH   DFND 6,2,1 94,800 0 13,100
COMCAST CORP NEW CL A 20030N101 19,420 292,739 SH   DFND 2,1 249,823 0 42,916
COMCAST CORP NEW CL A 20030N101 129,740 1,955,678 SH   DFND 6,2,1 1,287,848 0 667,830
COMMERCIAL METALS CO COM 201723103 4,287 264,800 SH   DFND 6,2,1 133,100 0 131,700
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 3 339,777 SH   DFND 2,1 339,777 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 158 17,100 SH   DFND 2,1 0 0 17,100
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 5,387 266,811 SH   DFND 2,1 266,811 0 0
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 8 400 SH   DFND 6,2,1 400 0 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 584 42,209 SH   DFND 2,1 0 0 42,209
COMPUTER SCIENCES CORP COM 205363104 2,349 45,000 SH   DFND 6,2,1 10,100 0 34,900
CONAGRA FOODS INC COM 205887102 320 6,800 SH   DFND 2,1 4,100 0 2,700
CONAGRA FOODS INC COM 205887102 8,188 173,800 SH   DFND 6,2,1 44,100 0 129,700
CONATUS PHARMACEUTICALS INC COM 20600T108 2,173 1,086,689 SH   DFND 2,1 1,086,689 0 0
CONCHO RES INC COM 20605P101 56,258 409,593 SH   DFND 2,1 405,693 0 3,900
CONMED CORP COM 207410101 2,612 65,200 SH   DFND 6,2,1 32,500 0 32,700
CONOCOPHILLIPS COM 20825C104 22,426 515,907 SH   DFND 2,1 323,414 0 192,493
CONOCOPHILLIPS COM 20825C104 97,678 2,247,025 SH   DFND 6,2,1 1,827,725 0 419,300
CONSOLIDATED EDISON INC COM 209115104 211 2,800 SH   DFND 2,1 2,800 0 0
CONSOLIDATED EDISON INC COM 209115104 12,688 168,500 SH   DFND 6,2,1 45,500 0 123,000
CONSTELLATION BRANDS INC CL A 21036P108 150 900 SH   DFND 2,1 900 0 0
CONSTELLATION BRANDS INC CL A 21036P108 13,119 78,800 SH   DFND 6,2,1 39,000 0 39,800
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 285 27,895 SH   DFND 6,2,1 12,647 0 15,248
CONVERGYS CORP COM 212485106 712 23,400 SH   DFND 6,2,1 0 0 23,400
COOPER COS INC COM NEW 216648402 48,084 268,237 SH   DFND 2,1 268,237 0 0
COOPER COS INC COM NEW 216648402 2,151 12,000 SH   DFND 6,2,1 1,000 0 11,000
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 820 27,950 SH   DFND 6,2,1 23,250 0 4,700
CORNING INC COM 219350105 5,685 240,400 SH   DFND 6,2,1 38,500 0 201,900
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 626 45,100 SH   DFND 2,1 45,100 0 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 3,234 233,140 SH   DFND 6,2,1 121,340 0 111,800
COSTCO WHSL CORP NEW COM 22160K105 23,609 154,804 SH   DFND 2,1 154,134 0 670
COSTCO WHSL CORP NEW COM 22160K105 48,041 315,000 SH   DFND 6,2,1 136,700 0 178,300
COSTAR GROUP INC COM 22160N109 8,142 37,600 SH   DFND 2,1 37,600 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 66 500 SH   DFND 2,1 0 0 500
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,957 14,800 SH   DFND 6,2,1 4,800 0 10,000
CRANE CO COM 224399105 8,103 128,600 SH   DFND 6,2,1 55,200 0 73,400
CRAWFORD & CO CL B 224633107 665 58,593 SH   DFND 6,2,1 34,235 0 24,358
CRESCENT PT ENERGY CORP COM 22576C101 923 69,910 SH   DFND 2,1 69,910 0 0
CRESCENT PT ENERGY CORP COM 22576C101 653 49,500 SH   DFND 6,2,1 46,400 0 3,100
CRITEO S A SPONS ADS 226718104 5,354 152,480 SH   DFND 2,1 152,480 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,318 24,602 SH   DFND 2,1 12,591 0 12,011
CROWN CASTLE INTL CORP NEW COM 22822V101 9,732 103,302 SH   DFND 6,2,1 93,202 0 10,100
CROWN HOLDINGS INC COM 228368106 1,599 28,000 SH   DFND 2,1 28,000 0 0
CROWN HOLDINGS INC COM 228368106 20,238 354,500 SH   DFND 6,2,1 170,200 0 184,300
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 172 3,700 SH   DFND 2,1 3,700 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 720 15,450 SH   DFND 6,2,1 15,450 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,961 5,500,000 PRN   DFND 2,1 5,500,000 0 0
CUMMINS INC COM 231021106 17,915 139,800 SH   DFND 2,1 76,300 0 63,500
CUMMINS INC COM 231021106 89,423 697,800 SH   DFND 6,2,1 486,800 0 211,000
D R HORTON INC COM 23331A109 290 9,600 SH   DFND 6,2,1 0 0 9,600
DTE ENERGY CO COM 233331107 328 3,500 SH   DFND 2,1 3,500 0 0
DTE ENERGY CO COM 233331107 16,842 179,800 SH   DFND 6,2,1 44,800 0 135,000
DANAHER CORP DEL COM 235851102 40,196 512,769 SH   DFND 2,1 511,739 0 1,030
DANAHER CORP DEL COM 235851102 28,064 358,000 SH   DFND 6,2,1 159,800 0 198,200
DARDEN RESTAURANTS INC COM 237194105 4,226 68,924 SH   DFND 2,1 65,924 0 3,000
DARDEN RESTAURANTS INC COM 237194105 35,144 573,124 SH   DFND 6,2,1 358,724 0 214,400
DATALINK CORP COM 237934104 414 39,019 SH   DFND 6,2,1 29,019 0 10,000
DAVITA INC COM 23918K108 5,649 85,501 SH   DFND 2,1 85,501 0 0
DEAN FOODS CO NEW COM NEW 242370203 4,310 262,800 SH   DFND 6,2,1 131,500 0 131,300
DEERE & CO COM 244199105 4,524 53,000 SH   DFND 6,2,1 9,500 0 43,500
DELL TECHNOLOGIES INC COM CL V 24703L103 245 5,126 SH   DFND 2,1 4,761 0 365
DELL TECHNOLOGIES INC COM CL V 24703L103 11 234 SH   DFND 6,2,1 0 0 234
DELTA AIR LINES INC DEL COM NEW 247361702 139 3,534 SH   DFND 2,1 3,534 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,794 172,600 SH   DFND 6,2,1 169,900 0 2,700
DELUXE CORP COM 248019101 3,501 52,391 SH   DFND 2,1 27,609 0 24,782
DELUXE CORP COM 248019101 19,968 298,826 SH   DFND 6,2,1 180,476 0 118,350
DEMAND MEDIA INC COM NEW 24802N208 455 80,017 SH   DFND 6,2,1 62,697 0 17,320
DERMIRA INC COM 24983L104 6,486 191,769 SH   DFND 2,1 191,769 0 0
DEVON ENERGY CORP NEW COM 25179M103 448 10,151 SH   DFND 2,1 10,151 0 0
DEVON ENERGY CORP NEW COM 25179M103 291 6,600 SH   DFND 6,2,1 0 0 6,600
DEXCOM INC COM 252131107 38,955 444,388 SH   DFND 2,1 439,175 0 5,213
DIAMONDROCK HOSPITALITY CO COM 252784301 4,299 472,400 SH   DFND 6,2,1 261,200 0 211,200
DIAMONDBACK ENERGY INC COM 25278X109 920 9,526 SH   DFND 2,1 9,526 0 0
DIGIRAD CORP COM 253827109 188 36,920 SH   DFND 6,2,1 31,150 0 5,770
DINEEQUITY INC COM 254423106 2,162 27,300 SH   DFND 6,2,1 17,300 0 10,000
DISNEY WALT CO COM DISNEY 254687106 22,072 237,687 SH   DFND 2,1 218,024 0 19,663
DISNEY WALT CO COM DISNEY 254687106 59,226 637,800 SH   DFND 6,2,1 372,200 0 265,600
DISCOVER FINL SVCS COM 254709108 4,087 72,270 SH   DFND 2,1 72,270 0 0
DISCOVER FINL SVCS COM 254709108 20,991 371,200 SH   DFND 6,2,1 74,700 0 296,500
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 1,548 57,500 SH   DFND 6,2,1 9,100 0 48,400
DR REDDYS LABS LTD ADR 256135203 441 9,500 SH   DFND 2,1 0 0 9,500
DOLLAR GEN CORP NEW COM 256677105 36,199 517,200 SH   DFND 2,1 491,700 0 25,500
DOLLAR GEN CORP NEW COM 256677105 39,866 569,600 SH   DFND 6,2,1 387,800 0 181,800
DOLLAR TREE INC COM 256746108 229 2,900 SH   DFND 2,1 2,900 0 0
DOLLAR TREE INC COM 256746108 8,193 103,800 SH   DFND 6,2,1 29,000 0 74,800
DOMINION DIAMOND CORP COM 257287102 222 22,808 SH   DFND 2,1 22,808 0 0
DOMINION DIAMOND CORP COM 257287102 1,435 147,308 SH   DFND 6,2,1 78,008 0 69,300
DOMINION RES INC VA NEW COM 25746U109 1,142 15,374 SH   DFND 2,1 12,896 0 2,478
DOMINION RES INC VA NEW COM 25746U109 39,073 526,100 SH   DFND 6,2,1 214,600 0 311,500
DOMINOS PIZZA INC COM 25754A201 1,017 6,700 SH   DFND 6,2,1 4,800 0 1,900
DONNELLEY R R & SONS CO COM 257867101 1,930 122,800 SH   DFND 6,2,1 0 0 122,800
DOUGLAS EMMETT INC COM 25960P109 2,600 70,979 SH   DFND 2,1 70,979 0 0
DOVER CORP COM 260003108 1,797 24,400 SH   DFND 6,2,1 2,900 0 21,500
DOW CHEM CO COM 260543103 30,552 589,464 SH   DFND 2,1 426,803 0 162,661
DOW CHEM CO COM 260543103 103,582 1,998,500 SH   DFND 6,2,1 1,521,700 0 476,800
DR PEPPER SNAPPLE GROUP INC COM 26138E109 17,322 189,700 SH   DFND 2,1 116,100 0 73,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 78,798 862,970 SH   DFND 6,2,1 571,000 0 291,970
DU PONT E I DE NEMOURS & CO COM 263534109 2,516 37,575 SH   DFND 2,1 36,087 0 1,488
DU PONT E I DE NEMOURS & CO COM 263534109 13,079 195,300 SH   DFND 6,2,1 144,400 0 50,900
DUKE ENERGY CORP NEW COM NEW 26441C204 15,556 194,352 SH   DFND 2,1 110,994 0 83,358
DUKE ENERGY CORP NEW COM NEW 26441C204 108,151 1,351,210 SH   DFND 6,2,1 870,380 0 480,830
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 2,897 276,212 SH   DFND 2,1 276,212 0 0
EOG RES INC COM 26875P101 70,280 726,711 SH   DFND 2,1 713,974 0 12,737
EOG RES INC COM 26875P101 11,760 121,600 SH   DFND 6,2,1 113,700 0 7,900
EQT CORP COM 26884L109 606 8,346 SH   DFND 2,1 8,346 0 0
EARTHLINK HLDGS CORP COM 27033X101 16 2,500 SH   DFND 2,1 0 0 2,500
EARTHLINK HLDGS CORP COM 27033X101 2,057 331,800 SH   DFND 6,2,1 138,500 0 193,300
EAST WEST BANCORP INC COM 27579R104 533 14,521 SH   DFND 2,1 14,521 0 0
EAST WEST BANCORP INC COM 27579R104 6,064 165,200 SH   DFND 6,2,1 102,600 0 62,600
EASTMAN CHEM CO COM 277432100 13,171 194,600 SH   DFND 6,2,1 168,600 0 26,000
EBAY INC COM 278642103 3,321 100,950 SH   DFND 2,1 99,095 0 1,855
EBAY INC COM 278642103 5,915 179,800 SH   DFND 6,2,1 170,000 0 9,800
EBIX INC COM NEW 278715206 2,775 48,812 SH   DFND 6,2,1 8,742 0 40,070
ECHOSTAR CORP CL A 278768106 5,531 126,200 SH   DFND 6,2,1 53,000 0 73,200
ECOLAB INC COM 278865100 68,712 564,508 SH   DFND 2,1 557,615 0 6,893
ECOLAB INC COM 278865100 46,229 379,800 SH   DFND 6,2,1 193,800 0 186,000
ECOPETROL S A SPONSORED ADS 279158109 66 7,500 SH   DFND 2,1 7,500 0 0
ECOPETROL S A SPONSORED ADS 279158109 79 9,000 SH   DFND 6,2,1 9,000 0 0
EDISON INTL COM 281020107 2,601 36,000 SH   DFND 6,2,1 0 0 36,000
EDWARDS LIFESCIENCES CORP COM 28176E108 14,334 118,892 SH   DFND 2,1 118,892 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 37,796 313,500 SH   DFND 6,2,1 232,800 0 80,700
ELDORADO RESORTS INC COM 28470R102 1,145 81,440 SH   DFND 6,2,1 69,400 0 12,040
ELDORADO GOLD CORP NEW COM 284902103 127 32,300 SH   DFND 6,2,1 9,100 0 23,200
ELECTRONIC ARTS INC COM 285512109 15,338 179,600 SH   DFND 2,1 179,600 0 0
ELECTRONIC ARTS INC COM 285512109 10,410 121,900 SH   DFND 6,2,1 37,600 0 84,300
ELLIS PERRY INTL INC COM 288853104 1,141 59,200 SH   DFND 6,2,1 42,200 0 17,000
EMERGENT BIOSOLUTIONS INC COM 29089Q105 2,705 85,800 SH   DFND 6,2,1 38,800 0 47,000
EMERSON ELEC CO COM 291011104 13,145 241,145 SH   DFND 2,1 161,427 0 79,718
EMERSON ELEC CO COM 291011104 83,422 1,530,400 SH   DFND 6,2,1 1,007,500 0 522,900
ENCANA CORP COM 292505104 172 16,463 SH   DFND 2,1 16,463 0 0
ENCANA CORP COM 292505104 69 6,600 SH   DFND 6,2,1 1,300 0 5,300
ENBRIDGE INC COM 29250N105 2,466 55,756 SH   DFND 2,1 47,134 0 8,622
ENBRIDGE INC COM 29250N105 9,142 206,700 SH   DFND 6,2,1 70,900 0 135,800
ENDOLOGIX INC COM 29266S106 8,627 673,998 SH   DFND 2,1 673,998 0 0
ENERGY RECOVERY INC COM 29270J100 2,114 132,300 SH   DFND 6,2,1 83,100 0 49,200
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 543 66,360 SH   DFND 2,1 66,360 0 0
ENERSIS AMERICAS SA SPONSORED ADR 29274F104 584 71,360 SH   DFND 6,2,1 71,360 0 0
ENERPLUS CORP COM 292766102 90 14,000 SH   DFND 2,1 0 0 14,000
ENERPLUS CORP COM 292766102 571 89,100 SH   DFND 6,2,1 29,300 0 59,800
ENERSIS CHILE SA SPON ADR 29278D105 229 48,160 SH   DFND 2,1 48,160 0 0
ENERSIS CHILE SA SPON ADR 29278D105 244 51,460 SH   DFND 6,2,1 51,460 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 935 55,800 SH   DFND 6,2,1 49,800 0 6,000
ENTERGY CORP NEW COM 29364G103 245 3,195 SH   DFND 2,1 3,195 0 0
ENTERGY CORP NEW COM 29364G103 153 2,000 SH   DFND 6,2,1 2,000 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 637 23,045 SH   DFND 2,1 23,045 0 0
EPAM SYS INC COM 29414B104 2,218 32,000 SH   DFND 2,1 32,000 0 0
EQUIFAX INC COM 294429105 296 2,200 SH   DFND 2,1 2,200 0 0
EQUIFAX INC COM 294429105 11,466 85,200 SH   DFND 6,2,1 25,200 0 60,000
EQUINIX INC COM PAR $0.001 29444U700 432 1,200 SH   DFND 6,2,1 0 0 1,200
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,819 28,275 SH   DFND 2,1 16,315 0 11,960
EQUITY RESIDENTIAL SH BEN INT 29476L107 7,273 113,060 SH   DFND 6,2,1 110,360 0 2,700
ESSEX PPTY TR INC COM 297178105 55 245 SH   DFND 2,1 245 0 0
ESSEX PPTY TR INC COM 297178105 913 4,100 SH   DFND 6,2,1 0 0 4,100
ESTERLINE TECHNOLOGIES CORP COM 297425100 494 6,500 SH   DFND 6,2,1 6,500 0 0
EURONET WORLDWIDE INC COM 298736109 2,194 26,808 SH   DFND 2,1 26,808 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 11,329 9,000,000 PRN   DFND 2,1 9,000,000 0 0
EVERTEC INC COM 30040P103 2,972 177,100 SH   DFND 6,2,1 80,900 0 96,200
EVERSOURCE ENERGY COM 30040W108 466 8,600 SH   DFND 2,1 5,100 0 3,500
EVERSOURCE ENERGY COM 30040W108 39,016 720,110 SH   DFND 6,2,1 418,100 0 302,010
EXACTECH INC COM 30064E109 1,292 47,800 SH   DFND 6,2,1 32,400 0 15,400
EXELON CORP COM 30161N101 17,590 528,400 SH   DFND 6,2,1 293,400 0 235,000
EXPEDIA INC DEL COM NEW 30212P303 280 2,400 SH   DFND 6,2,1 0 0 2,400
EXPRESS SCRIPTS HLDG CO COM 30219G108 11,088 157,205 SH   DFND 2,1 147,743 0 9,462
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,455 105,700 SH   DFND 6,2,1 97,100 0 8,600
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 426 30,000 SH   DFND 2,1 28,400 0 1,600
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 3,543 249,500 SH   DFND 6,2,1 144,000 0 105,500
EXTRA SPACE STORAGE INC COM 30225T102 13,393 168,661 SH   DFND 2,1 168,661 0 0
EXTREME NETWORKS INC COM 30226D106 189 42,200 SH   DFND 6,2,1 8,030 0 34,170
EXXON MOBIL CORP COM 30231G102 60,138 689,020 SH   DFND 2,1 600,307 0 88,713
EXXON MOBIL CORP COM 30231G102 179,518 2,056,800 SH   DFND 6,2,1 1,332,600 0 724,200
F M C CORP COM NEW 302491303 386 7,990 SH   DFND 2,1 7,990 0 0
F M C CORP COM NEW 302491303 16,416 339,600 SH   DFND 6,2,1 302,300 0 37,300
FMC TECHNOLOGIES INC COM 30249U101 184 6,200 SH   DFND 2,1 6,200 0 0
FMC TECHNOLOGIES INC COM 30249U101 139 4,700 SH   DFND 6,2,1 4,700 0 0
FTI CONSULTING INC COM 302941109 744 16,700 SH   DFND 6,2,1 9,000 0 7,700
FACEBOOK INC CL A 30303M102 149,979 1,169,247 SH   DFND 2,1 1,106,672 0 62,575
FACEBOOK INC CL A 30303M102 129,427 1,009,023 SH   DFND 6,2,1 839,023 0 170,000
FASTENAL CO COM 311900104 84 2,000 SH   DFND 2,1 2,000 0 0
FASTENAL CO COM 311900104 4,579 109,600 SH   DFND 6,2,1 30,500 0 79,100
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 40 257 SH   DFND 2,1 257 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 985 6,400 SH   DFND 6,2,1 0 0 6,400
FEDEX CORP COM 31428X106 5,807 33,242 SH   DFND 2,1 30,715 0 2,527
FEDEX CORP COM 31428X106 8,769 50,200 SH   DFND 6,2,1 33,800 0 16,400
FELCOR LODGING TR INC COM 31430F101 1,907 296,501 SH   DFND 6,2,1 154,900 0 141,601
F5 NETWORKS INC COM 315616102 52,847 424,000 SH   DFND 2,1 424,000 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 139 1,800 SH   DFND 2,1 1,800 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 5,954 77,300 SH   DFND 6,2,1 17,000 0 60,300
FIFTH THIRD BANCORP COM 316773100 514 25,100 SH   DFND 6,2,1 25,100 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 529 1,800 SH   DFND 6,2,1 1,300 0 500
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 711 25,199 SH   DFND 2,1 25,199 0 0
FIRST POTOMAC RLTY TR COM 33610F109 1,052 114,956 SH   DFND 6,2,1 46,117 0 68,839
FIRST REP BK SAN FRANCISCO C COM 33616C100 10,680 138,507 SH   DFND 2,1 138,507 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 177 2,300 SH   DFND 6,2,1 0 0 2,300
FIRST SOLAR INC COM 336433107 2,863 72,500 SH   DFND 6,2,1 51,000 0 21,500
FISERV INC COM 337738108 3,138 31,545 SH   DFND 2,1 31,545 0 0
FISERV INC COM 337738108 15,637 157,200 SH   DFND 6,2,1 45,900 0 111,300
FLAGSTAR BANCORP INC COM PAR .001 337930705 591 21,300 SH   DFND 6,2,1 0 0 21,300
FIVE9 INC COM 338307101 1,297 82,700 SH   DFND 6,2,1 72,500 0 10,200
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,551 48,600 SH   DFND 6,2,1 38,300 0 10,300
FLOWERS FOODS INC COM 343498101 2,263 149,700 SH   DFND 2,1 86,900 0 62,800
FLOWERS FOODS INC COM 343498101 10,654 704,600 SH   DFND 6,2,1 377,500 0 327,100
FONAR CORP COM NEW 344437405 521 25,380 SH   DFND 6,2,1 19,190 0 6,190
FOOT LOCKER INC COM 344849104 955 14,100 SH   DFND 6,2,1 2,100 0 12,000
FORD MTR CO DEL COM PAR $0.01 345370860 19,104 1,582,797 SH   DFND 2,1 929,011 0 653,786
FORD MTR CO DEL COM PAR $0.01 345370860 93,233 7,724,389 SH   DFND 6,2,1 6,201,389 0 1,523,000
FORESTAR GROUP INC COM 346233109 1,230 105,000 SH   DFND 6,2,1 60,400 0 44,600
FORTIVE CORP COM 34959J108 959 18,849 SH   DFND 2,1 18,333 0 516
FORTIVE CORP COM 34959J108 9,951 195,500 SH   DFND 6,2,1 56,600 0 138,900
FORTUNE BRANDS HOME & SEC IN COM 34964C106 6,966 119,900 SH   DFND 2,1 54,200 0 65,700
FORTUNE BRANDS HOME & SEC IN COM 34964C106 31,920 549,400 SH   DFND 6,2,1 446,800 0 102,600
FRANCO NEVADA CORP COM 351858105 2,516 36,015 SH   DFND 2,1 36,015 0 0
FRANCO NEVADA CORP COM 351858105 678 9,700 SH   DFND 6,2,1 500 0 9,200
FRANKLIN RES INC COM 354613101 3,866 108,700 SH   DFND 6,2,1 12,000 0 96,700
FREDS INC CL A 356108100 1,259 138,970 SH   DFND 6,2,1 79,270 0 59,700
FRONTIER COMMUNICATIONS CORP COM 35906A108 116 27,800 SH   DFND 6,2,1 27,800 0 0
GEO GROUP INC NEW COM 36162J106 4,019 169,000 SH   DFND 6,2,1 86,700 0 82,300
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 2,787 98,400 SH   DFND 6,2,1 85,100 0 13,300
GAIN CAP HLDGS INC COM 36268W100 795 128,700 SH   DFND 6,2,1 93,900 0 34,800
GAMING & LEISURE PPTYS INC COM 36467J108 7,414 221,630 SH   DFND 6,2,1 123,980 0 97,650
GAMESTOP CORP NEW CL A 36467W109 3,060 110,909 SH   DFND 2,1 67,109 0 43,800
GAMESTOP CORP NEW CL A 36467W109 16,474 597,109 SH   DFND 6,2,1 368,209 0 228,900
GAP INC DEL COM 364760108 4,013 180,446 SH   DFND 2,1 111,800 0 68,646
GAP INC DEL COM 364760108 20,177 907,246 SH   DFND 6,2,1 696,446 0 210,800
GENERAL DYNAMICS CORP COM 369550108 357 2,300 SH   DFND 6,2,1 1,700 0 600
GENERAL ELECTRIC CO COM 369604103 37,749 1,274,448 SH   DFND 2,1 1,110,682 0 163,766
GENERAL ELECTRIC CO COM 369604103 79,805 2,694,300 SH   DFND 6,2,1 2,210,800 0 483,500
GENERAL GROWTH PPTYS INC NEW COM 370023103 7,119 257,929 SH   DFND 2,1 257,929 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,123 40,700 SH   DFND 6,2,1 0 0 40,700
GENERAL MLS INC COM 370334104 965 15,100 SH   DFND 2,1 12,300 0 2,800
GENERAL MLS INC COM 370334104 68,051 1,065,300 SH   DFND 6,2,1 646,600 0 418,700
GENERAL MTRS CO COM 37045V100 2,015 63,409 SH   DFND 2,1 15,344 0 48,065
GENERAL MTRS CO COM 37045V100 77,979 2,454,500 SH   DFND 6,2,1 1,598,500 0 856,000
GENOCEA BIOSCIENCES INC COM 372427104 3,048 595,330 SH   DFND 2,1 595,330 0 0
GENUINE PARTS CO COM 372460105 291 2,900 SH   DFND 2,1 2,900 0 0
GENUINE PARTS CO COM 372460105 12,807 127,500 SH   DFND 6,2,1 36,600 0 90,900
GIGAMON INC COM 37518B102 3,836 70,000 SH   DFND 2,1 70,000 0 0
GIGAMON INC COM 37518B102 1,469 26,800 SH   DFND 6,2,1 22,700 0 4,100
GILEAD SCIENCES INC COM 375558103 180,403 2,280,116 SH   DFND 2,1 2,171,781 0 108,335
GILEAD SCIENCES INC COM 375558103 137,564 1,738,675 SH   DFND 6,2,1 1,145,255 0 593,420
GLADSTONE COML CORP COM 376536108 378 20,300 SH   DFND 6,2,1 12,900 0 7,400
GLOBAL NET LEASE INC COM 379378102 818 100,200 SH   DFND 6,2,1 67,600 0 32,600
GLOBAL PMTS INC COM 37940X102 16,242 211,601 SH   DFND 2,1 211,601 0 0
GLOBAL PMTS INC COM 37940X102 14,957 194,860 SH   DFND 6,2,1 149,660 0 45,200
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 350 12,100 SH   DFND 6,2,1 12,100 0 0
GOLDCORP INC NEW COM 380956409 5,610 339,582 SH   DFND 2,1 254,645 0 84,937
GOLDCORP INC NEW COM 380956409 5,490 332,300 SH   DFND 6,2,1 181,000 0 151,300
GOLDMAN SACHS GROUP INC COM 38141G104 2,451 15,201 SH   DFND 2,1 14,608 0 593
GOLDMAN SACHS GROUP INC COM 38141G104 12,047 74,700 SH   DFND 6,2,1 69,500 0 5,200
GRAHAM HLDGS CO COM 384637104 1,589 3,300 SH   DFND 2,1 2,200 0 1,100
GRAHAM HLDGS CO COM 384637104 9,662 20,072 SH   DFND 6,2,1 10,300 0 9,772
GRAINGER W W INC COM 384802104 581 2,586 SH   DFND 2,1 2,586 0 0
GRAINGER W W INC COM 384802104 9,308 41,400 SH   DFND 6,2,1 12,400 0 29,000
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 448 14,600 SH   DFND 6,2,1 13,600 0 1,000
GREAT PLAINS ENERGY INC COM 391164100 2,295 84,100 SH   DFND 6,2,1 0 0 84,100
GREEN DOT CORP CL A 39304D102 387 16,800 SH   DFND 6,2,1 1,200 0 15,600
GREIF INC CL A 397624107 4,007 80,800 SH   DFND 6,2,1 41,000 0 39,800
GRIFFON CORP COM 398433102 1,569 92,220 SH   DFND 6,2,1 45,100 0 47,120
GROUPE CGI INC CL A SUB VTG 39945C109 467 9,799 SH   DFND 2,1 6,844 0 2,955
GROUPE CGI INC CL A SUB VTG 39945C109 4,980 104,555 SH   DFND 6,2,1 47,455 0 57,100
GULFPORT ENERGY CORP COM NEW 402635304 462 16,352 SH   DFND 2,1 16,352 0 0
HCA HOLDINGS INC COM 40412C101 3,744 49,500 SH   DFND 2,1 13,200 0 36,300
HCA HOLDINGS INC COM 40412C101 59,702 789,400 SH   DFND 6,2,1 444,500 0 344,900
HCP INC COM 40414L109 56 1,476 SH   DFND 2,1 1,476 0 0
HCP INC COM 40414L109 156 4,100 SH   DFND 6,2,1 4,100 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 7,594 105,634 SH   DFND 2,1 45,000 0 60,634
HP INC COM 40434L105 969 62,380 SH   DFND 2,1 56,244 0 6,136
HP INC COM 40434L105 29,648 1,909,080 SH   DFND 6,2,1 1,647,200 0 261,880
HALLIBURTON CO COM 406216101 3,183 70,919 SH   DFND 2,1 67,342 0 3,577
HALLIBURTON CO COM 406216101 5,570 124,100 SH   DFND 6,2,1 113,800 0 10,300
HANESBRANDS INC COM 410345102 9,689 383,735 SH   DFND 2,1 383,735 0 0
HANESBRANDS INC COM 410345102 561 22,200 SH   DFND 6,2,1 0 0 22,200
HARLEY DAVIDSON INC COM 412822108 1,257 23,900 SH   DFND 6,2,1 5,400 0 18,500
HARMAN INTL INDS INC COM 413086109 2,196 26,002 SH   DFND 2,1 26,002 0 0
HARMONIC INC COM 413160102 985 166,066 SH   DFND 6,2,1 57,676 0 108,390
HARRIS CORP DEL COM 413875105 12,081 131,869 SH   DFND 2,1 72,541 0 59,328
HARRIS CORP DEL COM 413875105 46,634 509,049 SH   DFND 6,2,1 381,049 0 128,000
HARVARD BIOSCIENCE INC COM 416906105 499 183,300 SH   DFND 6,2,1 133,200 0 50,100
HASBRO INC COM 418056107 281 3,540 SH   DFND 2,1 720 0 2,820
HASBRO INC COM 418056107 16,640 209,760 SH   DFND 6,2,1 138,050 0 71,710
HAVERTY FURNITURE INC COM 419596101 282 14,090 SH   DFND 6,2,1 5,260 0 8,830
HEARTLAND FINL USA INC COM 42234Q102 202 5,600 SH   DFND 6,2,1 0 0 5,600
HECLA MNG CO COM 422704106 4,018 704,882 SH   DFND 2,1 0 0 704,882
HELMERICH & PAYNE INC COM 423452101 436 6,473 SH   DFND 2,1 6,473 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 2,035 112,925 SH   DFND 6,2,1 54,200 0 58,725
HERSHEY CO COM 427866108 258 2,700 SH   DFND 2,1 2,700 0 0
HERSHEY CO COM 427866108 9,656 101,000 SH   DFND 6,2,1 29,300 0 71,700
HESS CORP COM 42809H107 12,947 241,457 SH   DFND 2,1 133,357 0 108,100
HESS CORP COM 42809H107 57,045 1,063,880 SH   DFND 6,2,1 771,330 0 292,550
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,895 127,233 SH   DFND 2,1 121,097 0 6,136
HEWLETT PACKARD ENTERPRISE C COM 42824C109 25,851 1,136,300 SH   DFND 6,2,1 501,500 0 634,800
HEXCEL CORP NEW COM 428291108 45,828 1,034,500 SH   DFND 2,1 1,034,500 0 0
HILL INTERNATIONAL INC COM 431466101 741 160,844 SH   DFND 6,2,1 142,544 0 18,300
HILL ROM HLDGS INC COM 431475102 8,900 143,600 SH   DFND 6,2,1 54,200 0 89,400
HINGHAM INSTN SVGS MASS COM 433323102 612 4,419 SH   DFND 6,2,1 3,719 0 700
HOLLYFRONTIER CORP COM 436106108 269 10,994 SH   DFND 2,1 10,994 0 0
HOLOGIC INC COM 436440101 9,376 241,473 SH   DFND 2,1 241,473 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 8,039 5,900,000 PRN   DFND 2,1 5,900,000 0 0
HOME DEPOT INC COM 437076102 16,482 128,089 SH   DFND 2,1 99,383 0 28,706
HOME DEPOT INC COM 437076102 136,172 1,058,222 SH   DFND 6,2,1 637,522 0 420,700
HONEYWELL INTL INC COM 438516106 24,908 213,641 SH   DFND 2,1 212,216 0 1,425
HONEYWELL INTL INC COM 438516106 76,844 659,100 SH   DFND 6,2,1 352,800 0 306,300
HORMEL FOODS CORP COM 440452100 190 5,000 SH   DFND 2,1 5,000 0 0
HORMEL FOODS CORP COM 440452100 7,260 191,400 SH   DFND 6,2,1 49,000 0 142,400
HORIZON TECHNOLOGY FIN CORP COM 44045A102 271 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 4,524 152,223 SH   DFND 2,1 83,127 0 69,096
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 18,499 622,453 SH   DFND 6,2,1 485,953 0 136,500
HOST HOTELS & RESORTS INC COM 44107P104 9,124 585,983 SH   DFND 2,1 385,683 0 200,300
HOST HOTELS & RESORTS INC COM 44107P104 28,297 1,817,400 SH   DFND 6,2,1 1,765,300 0 52,100
HUBSPOT INC COM 443573100 4,033 70,000 SH   DFND 2,1 70,000 0 0
HUDBAY MINERALS INC COM 443628102 53 13,500 SH   DFND 2,1 13,500 0 0
HUDBAY MINERALS INC COM 443628102 1,031 260,300 SH   DFND 6,2,1 139,100 0 121,200
HUMANA INC COM 444859102 2,423 13,700 SH   DFND 6,2,1 0 0 13,700
HUNTINGTON BANCSHARES INC COM 446150104 714 72,400 SH   DFND 6,2,1 23,900 0 48,500
HUNTINGTON INGALLS INDS INC COM 446413106 6,244 40,700 SH   DFND 2,1 22,300 0 18,400
HUNTINGTON INGALLS INDS INC COM 446413106 28,533 185,980 SH   DFND 6,2,1 126,480 0 59,500
HUNTSMAN CORP COM 447011107 3,548 218,100 SH   DFND 6,2,1 77,700 0 140,400
HUTTIG BLDG PRODS INC COM 448451104 233 40,300 SH   DFND 6,2,1 35,860 0 4,440
HYSTER YALE MATLS HANDLING I CL A 449172105 42 700 SH   DFND 2,1 0 0 700
HYSTER YALE MATLS HANDLING I CL A 449172105 2,263 37,630 SH   DFND 6,2,1 20,200 0 17,430
IAC INTERACTIVECORP COM 44919P508 4,483 71,757 SH   DFND 2,1 38,708 0 33,049
IAC INTERACTIVECORP COM 44919P508 24,173 386,957 SH   DFND 6,2,1 244,057 0 142,900
ICF INTL INC COM 44925C103 2,314 52,200 SH   DFND 6,2,1 24,300 0 27,900
IPG PHOTONICS CORP COM 44980X109 16,979 206,184 SH   DFND 2,1 201,970 0 4,214
IBERIABANK CORP COM 450828108 765 11,400 SH   DFND 6,2,1 0 0 11,400
IAMGOLD CORP COM 450913108 497 122,600 SH   DFND 2,1 99,100 0 23,500
IAMGOLD CORP COM 450913108 2,055 507,300 SH   DFND 6,2,1 295,000 0 212,300
ICICI BK LTD ADR 45104G104 2,464 329,803 SH   DFND 2,1 0 0 329,803
IDEXX LABS INC COM 45168D104 1,849 16,400 SH   DFND 2,1 15,100 0 1,300
IDEXX LABS INC COM 45168D104 9,562 84,820 SH   DFND 6,2,1 32,900 0 51,920
ILLINOIS TOOL WKS INC COM 452308109 2,991 24,960 SH   DFND 2,1 24,299 0 661
ILLINOIS TOOL WKS INC COM 452308109 29,217 243,800 SH   DFND 6,2,1 107,200 0 136,600
ILLUMINA INC COM 452327109 34,336 189,015 SH   DFND 2,1 189,015 0 0
ILLUMINA INC COM 452327109 127 700 SH   DFND 6,2,1 0 0 700
ILLUMINA INC NOTE 6/1 452327AF6 20,286 19,600,000 PRN   DFND 2,1 14,000,000 0 5,600,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 17,523 16,058,000 PRN   DFND 2,1 2,058,000 0 14,000,000
IMPERIAL OIL LTD COM NEW 453038408 160 5,098 SH   DFND 2,1 5,098 0 0
IMPERIAL OIL LTD COM NEW 453038408 1,544 49,300 SH   DFND 6,2,1 9,800 0 39,500
IMPERVA INC COM 45321L100 1,558 29,000 SH   DFND 2,1 29,000 0 0
INCYTE CORP COM 45337C102 43,186 458,008 SH   DFND 2,1 458,008 0 0
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 1,129 38,680 SH   DFND 5,4,2,1 38,680 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,565 225,927 SH   DFND 2,1 0 0 225,927
INGLES MKTS INC CL A 457030104 16 400 SH   DFND 2,1 0 0 400
INGLES MKTS INC CL A 457030104 1,795 45,400 SH   DFND 6,2,1 22,400 0 23,000
INGREDION INC COM 457187102 9,718 73,033 SH   DFND 2,1 39,900 0 33,133
INGREDION INC COM 457187102 46,080 346,313 SH   DFND 6,2,1 229,363 0 116,950
INSIGHT ENTERPRISES INC COM 45765U103 1,255 38,550 SH   DFND 6,2,1 7,000 0 31,550
INSMED INC COM PAR $.01 457669307 5,335 367,417 SH   DFND 2,1 367,417 0 0
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 243 26,100 SH   DFND 6,2,1 12,800 0 13,300
INNOPHOS HOLDINGS INC COM 45774N108 1,905 48,800 SH   DFND 6,2,1 23,400 0 25,400
INSTEEL INDUSTRIES INC COM 45774W108 634 17,500 SH   DFND 6,2,1 0 0 17,500
INSULET CORP COM 45784P101 4,012 97,988 SH   DFND 2,1 97,988 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 338 4,100 SH   DFND 2,1 4,100 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 7,353 89,070 SH   DFND 6,2,1 42,570 0 46,500
INTEL CORP COM 458140100 33,863 897,037 SH   DFND 2,1 551,669 0 345,368
INTEL CORP COM 458140100 162,922 4,315,812 SH   DFND 6,2,1 3,237,112 0 1,078,700
INTEL CORP SDCV 12/1 458140AD2 38,658 28,000,000 PRN   DFND 2,1 8,000,000 0 20,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 12,801 7,000,000 PRN   DFND 2,1 2,000,000 0 5,000,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 12,920 78,499 SH   DFND 2,1 78,499 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 7,785 28,900 SH   DFND 6,2,1 16,100 0 12,800
INTERNATIONAL BANCSHARES COR COM 459044103 2,662 89,400 SH   DFND 6,2,1 31,300 0 58,100
INTERNATIONAL BUSINESS MACHS COM 459200101 25,404 159,923 SH   DFND 2,1 93,561 0 66,362
INTERNATIONAL BUSINESS MACHS COM 459200101 165,236 1,040,203 SH   DFND 6,2,1 722,653 0 317,550
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 129 900 SH   DFND 2,1 900 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7,963 55,700 SH   DFND 6,2,1 13,600 0 42,100
INTL PAPER CO COM 460146103 773 16,109 SH   DFND 2,1 16,109 0 0
INTL PAPER CO COM 460146103 1,842 38,400 SH   DFND 6,2,1 5,200 0 33,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 729 21,800 SH   DFND 6,2,1 14,100 0 7,700
INTERPUBLIC GROUP COS INC COM 460690100 335 15,000 SH   DFND 6,2,1 0 0 15,000
INTERSIL CORP CL A 46069S109 1,930 88,000 SH   DFND 2,1 88,000 0 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 262 16,150 SH   DFND 6,2,1 16,150 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 15 900 SH   DFND 2,1 0 0 900
INTERVAL LEISURE GROUP INC COM 46113M108 2,536 147,700 SH   DFND 6,2,1 73,500 0 74,200
INTUIT COM 461202103 9,110 82,807 SH   DFND 2,1 82,807 0 0
INTUIT COM 461202103 16,224 147,480 SH   DFND 6,2,1 46,600 0 100,880
INTUITIVE SURGICAL INC COM NEW 46120E602 19,933 27,500 SH   DFND 2,1 27,500 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 290 400 SH   DFND 6,2,1 0 0 400
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,738 292,100 SH   DFND 6,2,1 158,200 0 133,900
IONIS PHARMACEUTICALS INC COM 462222100 14,012 382,415 SH   DFND 2,1 382,415 0 0
IRON MTN INC NEW COM 46284V101 926 24,680 SH   DFND 6,2,1 24,060 0 620
ISHARES GOLD TRUST ISHARES 464285105 13,776 1,085,560 SH   DFND 5,4,2,1 1,085,560 0 0
ISHARES MSCI AUST ETF 464286103 1,054 50,415 SH   DFND 5,4,2,1 50,415 0 0
ISHARES AUSTRIA CAPD ETF 464286202 2,298 140,837 SH   DFND 5,4,2,1 140,837 0 0
ISHARES INTL HIGH YIELD 464286210 1,087 22,620 SH   DFND 5,4,2,1 22,620 0 0
ISHARES BELGIUM CAPD ETF 464286301 1,454 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES GLB GLD MINR ETF 464286335 539 48,460 SH   DFND 5,4,2,1 48,460 0 0
ISHARES GLB AGRIC PR ETF 464286350 430 18,010 SH   DFND 5,4,2,1 18,010 0 0
ISHARES MSCI CDA ETF 464286509 744 28,958 SH   DFND 5,4,2,1 28,958 0 0
ISHARES MIN VOL GBL ETF 464286525 1,416 18,580 SH   DFND 5,4,2,1 18,580 0 0
ISHARES MIN VOL EMRG MKT 464286533 288 5,320 SH   DFND 5,4,2,1 5,320 0 0
ISHARES MSCI THI CAP ETF 464286624 284 3,868 SH   DFND 5,4,2,1 3,868 0 0
ISHARES MSCI ISR CAP ETF 464286632 1,513 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES MSCI BRIC INDX 464286657 340 9,916 SH   DFND 5,4,2,1 9,916 0 0
ISHARES MSCI PAC JP ETF 464286665 1,254 29,656 SH   DFND 2,1 0 0 29,656
ISHARES MSCI PAC JP ETF 464286665 3,378 79,892 SH   DFND 5,4,2,1 79,892 0 0
ISHARES MSCI SINGAP ETF 464286673 1,129 103,926 SH   DFND 5,4,2,1 103,926 0 0
ISHARES MSCI FRANCE ETF 464286707 4,578 189,467 SH   DFND 5,4,2,1 189,467 0 0
ISHARES MSCI TURKEY ETF 464286715 306 8,084 SH   DFND 5,4,2,1 8,084 0 0
ISHARES MSCI TAIWAN ETF 464286731 2,936 187,000 SH   DFND 2,1 187,000 0 0
ISHARES MSCI TAIWAN ETF 464286731 2,936 187,000 SH   DFND 6,2,1 187,000 0 0
ISHARES MSCI SZ CAP ETF 464286749 425 13,900 SH   DFND 5,4,2,1 13,900 0 0
ISHARES MSCI SWEDEN ETF 464286756 741 25,503 SH   DFND 5,4,2,1 25,503 0 0
ISHARES MSCI SPAN CP ETF 464286764 4,016 149,721 SH   DFND 5,4,2,1 149,721 0 0
ISHARES MSCI STH KOR ETF 464286772 22,520 387,400 SH   DFND 2,1 387,400 0 0
ISHARES MSCI STH KOR ETF 464286772 349 6,000 SH   DFND 5,4,2,1 6,000 0 0
ISHARES MSCI STH KOR ETF 464286772 22,520 387,400 SH   DFND 6,2,1 387,400 0 0
ISHARES MSCI GERMANY ETF 464286806 14 520 SH   DFND 2,1 520 0 0
ISHARES MSCI GERMANY ETF 464286806 9,852 375,010 SH   DFND 5,4,2,1 375,010 0 0
ISHARES MSCI NETHERL ETF 464286814 2,065 82,393 SH   DFND 5,4,2,1 82,393 0 0
ISHARES MSCI MEX CAP ETF 464286822 337 6,948 SH   DFND 5,4,2,1 6,948 0 0
ISHARES MSCI MALAYSI ETF 464286830 200 24,662 SH   DFND 5,4,2,1 24,662 0 0
ISHARES MSCI JAPAN ETF 464286848 10,271 819,080 SH   DFND 5,4,2,1 819,080 0 0
ISHARES MSCI ITALCPD ETF 464286855 6,464 586,548 SH   DFND 5,4,2,1 586,548 0 0
ISHARES MSCI HONG KG ETF 464286871 235 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 5,698 59,402 SH   DFND 5,4,2,1 59,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 87,524 717,823 SH   DFND 5,4,2,1 717,823 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 30,990 241,654 SH   DFND 5,4,2,1 241,654 0 0
ISHARES TR TIPS BD ETF 464287176 1,129 9,690 SH   DFND 5,4,2,1 9,690 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,689 202,290 SH   DFND 5,4,2,1 202,290 0 0
ISHARES TR CORE S&P500 ETF 464287200 61,464 282,517 SH   DFND 5,4,2,1 282,517 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 337 8,992 SH   DFND 2,1 0 0 8,992
ISHARES TR S&P 500 GRWT ETF 464287309 85,034 698,948 SH   DFND 5,4,2,1 698,948 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 112 3,401 SH   DFND 2,1 3,401 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 388 11,790 SH   DFND 5,4,2,1 11,790 0 0
ISHARES TR NA NAT RES 464287374 253 7,350 SH   DFND 5,4,2,1 7,350 0 0
ISHARES TR LATN AMER 40 ETF 464287390 949 33,847 SH   DFND 5,4,2,1 33,847 0 0
ISHARES TR S&P 500 VAL ETF 464287408 27,257 287,041 SH   DFND 5,4,2,1 287,041 0 0
ISHARES TR MSCI EAFE ETF 464287465 30,480 515,466 SH   DFND 5,4,2,1 515,466 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 63,809 831,175 SH   DFND 5,4,2,1 831,175 0 0
ISHARES TR RUS MD CP GR ETF 464287481 4,728 48,554 SH   DFND 5,4,2,1 48,554 0 0
ISHARES TR RUS MID-CAP ETF 464287499 506 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 596 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 51,477 416,450 SH   DFND 5,4,2,1 416,450 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 40,495 383,403 SH   DFND 5,4,2,1 383,403 0 0
ISHARES TR S&P MC 400GR ETF 464287606 2,946 16,860 SH   DFND 5,4,2,1 16,860 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 121,341 1,164,840 SH   DFND 5,4,2,1 1,164,840 0 0
ISHARES TR RUS 1000 ETF 464287622 31,471 261,255 SH   DFND 5,4,2,1 261,255 0 0
ISHARES TR S&P MC 400VL ETF 464287705 57,286 430,721 SH   DFND 5,4,2,1 430,721 0 0
ISHARES TR U.S. ENERGY ETF 464287796 805 20,640 SH   DFND 5,4,2,1 20,640 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 26,234 297,636 SH   DFND 5,4,2,1 297,636 0 0
ISHARES TR INTL TREA BD ETF 464288117 495 4,925 SH   DFND 5,4,2,1 4,925 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 998 6,466 SH   DFND 5,4,2,1 6,466 0 0
ISHARES TR EMGR MKT INF ETF 464288216 494 16,100 SH   DFND 5,4,2,1 16,100 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 137 14,970 SH   DFND 5,4,2,1 14,970 0 0
ISHARES TR EAFE SML CP ETF 464288273 7,898 150,700 SH   DFND 5,4,2,1 150,700 0 0
ISHARES TR JP MOR EM MK ETF 464288281 12,598 107,480 SH   DFND 5,4,2,1 107,480 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 4,141 25,430 SH   DFND 5,4,2,1 25,430 0 0
ISHARES TR GLB INFRASTR ETF 464288372 2,850 68,580 SH   DFND 5,4,2,1 68,580 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 11,522 85,937 SH   DFND 5,4,2,1 85,937 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,597 94,840 SH   DFND 5,4,2,1 94,840 0 0
ISHARES TR INTL SEL DIV ETF 464288448 165 5,500 SH   DFND 2,1 5,500 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,197 39,920 SH   DFND 5,4,2,1 39,920 0 0
ISHARES TR IBOXX HI YD ETF 464288513 9,939 113,900 SH   DFND 5,4,2,1 113,900 0 0
ISHARES TR U.S. PFD STK ETF 464288687 357 9,040 SH   DFND 5,4,2,1 9,040 0 0
ISHARES TR US OIL&GS EX ETF 464288851 3,125 50,800 SH   DFND 5,4,2,1 50,800 0 0
ISHARES TR MICRO-CAP ETF 464288869 232 2,970 SH   DFND 5,4,2,1 2,970 0 0
ISHARES NW ZEALND CP ETF 464289123 1,438 30,700 SH   DFND 5,4,2,1 30,700 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,770 97,280 SH   DFND 5,4,2,1 97,280 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 412 15,600 SH   DFND 5,4,2,1 15,600 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 499 23,200 SH   DFND 5,4,2,1 23,200 0 0
ISHARES TR IRELAND CAPD ETF 46429B507 589 15,500 SH   DFND 5,4,2,1 15,500 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 1,678 45,638 SH   DFND 6,2,1 45,638 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 3,739 73,670 SH   DFND 5,4,2,1 73,670 0 0
ISHARES TR CHINA ETF 46429B671 771 15,900 SH   DFND 2,1 0 0 15,900
ISHARES TR MIN VOL EAFE ETF 46429B689 634 9,370 SH   DFND 5,4,2,1 9,370 0 0
ISHARES TR MIN VOL USA ETF 46429B697 275 6,050 SH   DFND 5,4,2,1 6,050 0 0
ISHARES U S ETF TR COMMOD SEL STG 46431W853 379 11,610 SH   DFND 5,4,2,1 11,610 0 0
ISHARES TR CORE MSCI EAFE 46432F842 8,381 152,000 SH   DFND 5,4,2,1 152,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,615 35,400 SH   DFND 5,4,2,1 35,400 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 1,052 66,400 SH   DFND 5,4,2,1 66,400 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 1,898 85,200 SH   DFND 6,2,1 50,800 0 34,400
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,788 163,404 SH   DFND 2,1 143,304 0 20,100
ITC HLDGS CORP COM 465685105 1,024 22,041 SH   DFND 2,1 22,041 0 0
IXYS CORP COM 46600W106 343 28,500 SH   DFND 6,2,1 4,900 0 23,600
JPMORGAN CHASE & CO COM 46625H100 15,093 226,652 SH   DFND 2,1 163,082 0 63,570
JPMORGAN CHASE & CO COM 46625H100 64,318 965,880 SH   DFND 6,2,1 862,200 0 103,680
JABIL CIRCUIT INC COM 466313103 3,609 165,400 SH   DFND 6,2,1 131,500 0 33,900
JD COM INC SPON ADR CL A 47215P106 1,634 62,646 SH   DFND 2,1 62,646 0 0
JD COM INC SPON ADR CL A 47215P106 810 31,040 SH   DFND 6,2,1 31,040 0 0
JOHNSON & JOHNSON COM 478160104 60,506 512,198 SH   DFND 2,1 368,948 0 143,250
JOHNSON & JOHNSON COM 478160104 286,831 2,428,100 SH   DFND 6,2,1 1,702,500 0 725,600
JONES LANG LASALLE INC COM 48020Q107 321 2,823 SH   DFND 2,1 2,823 0 0
J2 GLOBAL INC COM 48123V102 2,265 34,000 SH   DFND 6,2,1 17,300 0 16,700
JUNIPER NETWORKS INC COM 48203R104 1,208 50,220 SH   DFND 2,1 17,700 0 32,520
JUNIPER NETWORKS INC COM 48203R104 12,432 516,700 SH   DFND 6,2,1 447,320 0 69,380
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 568 16,600 SH   DFND 2,1 0 0 16,600
KLA-TENCOR CORP COM 482480100 1,046 15,000 SH   DFND 2,1 15,000 0 0
KLA-TENCOR CORP COM 482480100 669 9,600 SH   DFND 6,2,1 2,900 0 6,700
KKR & CO L P DEL COM UNITS 48248M102 284 19,941 SH   DFND 2,1 19,941 0 0
KADANT INC COM 48282T104 511 9,800 SH   DFND 6,2,1 7,590 0 2,210
KELLOGG CO COM 487836108 240 3,100 SH   DFND 2,1 3,100 0 0
KELLOGG CO COM 487836108 11,125 143,600 SH   DFND 6,2,1 34,800 0 108,800
KEYCORP NEW COM 493267108 297 24,400 SH   DFND 6,2,1 24,400 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 221 6,960 SH   DFND 2,1 6,960 0 0
KIMBERLY CLARK CORP COM 494368103 1,091 8,648 SH   DFND 2,1 7,797 0 851
KIMBERLY CLARK CORP COM 494368103 36,694 290,900 SH   DFND 6,2,1 125,200 0 165,700
KIMCO RLTY CORP COM 49446R109 1,893 65,396 SH   DFND 2,1 65,396 0 0
KIMCO RLTY CORP COM 49446R109 368 12,700 SH   DFND 6,2,1 0 0 12,700
KINDER MORGAN INC DEL COM 49456B101 1,166 50,405 SH   DFND 2,1 43,408 0 6,997
KINDER MORGAN INC DEL COM 49456B101 6,636 286,900 SH   DFND 6,2,1 264,000 0 22,900
KINROSS GOLD CORP COM NO PAR 496902404 1,692 401,900 SH   DFND 2,1 305,300 0 96,600
KINROSS GOLD CORP COM NO PAR 496902404 4,492 1,066,900 SH   DFND 6,2,1 608,900 0 458,000
KNOWLES CORP COM 49926D109 1,922 136,830 SH   DFND 6,2,1 95,130 0 41,700
KOHLS CORP COM 500255104 1,632 37,300 SH   DFND 6,2,1 20,200 0 17,100
KOPPERS HOLDINGS INC COM 50060P106 1,837 57,100 SH   DFND 6,2,1 25,400 0 31,700
KOREA ELECTRIC PWR SPONSORED ADR 500631106 215 8,800 SH   DFND 2,1 0 0 8,800
KRAFT HEINZ CO COM 500754106 1,253 14,000 SH   DFND 2,1 13,099 0 901
KRAFT HEINZ CO COM 500754106 8,038 89,800 SH   DFND 6,2,1 85,000 0 4,800
KROGER CO COM 501044101 2,293 77,247 SH   DFND 2,1 74,759 0 2,488
KROGER CO COM 501044101 21,168 713,200 SH   DFND 6,2,1 295,700 0 417,500
KULICKE & SOFFA INDS INC COM 501242101 151 11,700 SH   DFND 6,2,1 11,700 0 0
L BRANDS INC COM 501797104 212 3,000 SH   DFND 2,1 3,000 0 0
L BRANDS INC COM 501797104 7,721 109,100 SH   DFND 6,2,1 32,300 0 76,800
LKQ CORP COM 501889208 50,156 1,414,429 SH   DFND 2,1 1,414,429 0 0
LKQ CORP COM 501889208 376 10,600 SH   DFND 6,2,1 0 0 10,600
LTC PPTYS INC COM 502175102 1,924 37,000 SH   DFND 2,1 37,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 124 900 SH   DFND 2,1 900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 4,482 32,600 SH   DFND 6,2,1 7,800 0 24,800
LAKE SUNAPEE BK GROUP COM 510866106 303 16,757 SH   DFND 6,2,1 6,600 0 10,157
LAM RESEARCH CORP COM 512807108 2,055 21,700 SH   DFND 2,1 21,700 0 0
LAM RESEARCH CORP COM 512807108 25,922 273,700 SH   DFND 6,2,1 190,200 0 83,500
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 21,331 13,400,000 PRN   DFND 2,1 7,000,000 0 6,400,000
LANNET INC COM 516012101 295 11,100 SH   DFND 6,2,1 3,000 0 8,100
LAREDO PETROLEUM INC COM 516806106 506 39,239 SH   DFND 2,1 39,239 0 0
LAS VEGAS SANDS CORP COM 517834107 2,127 36,959 SH   DFND 2,1 36,289 0 670
LAS VEGAS SANDS CORP COM 517834107 840 14,600 SH   DFND 6,2,1 11,900 0 2,700
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,631 110,216 SH   DFND 2,1 63,216 0 47,000
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 9,562 400,576 SH   DFND 6,2,1 290,716 0 109,860
LATTICE SEMICONDUCTOR CORP COM 518415104 1,919 295,700 SH   DFND 6,2,1 148,300 0 147,400
LAUDER ESTEE COS INC CL A 518439104 765 8,633 SH   DFND 2,1 8,633 0 0
LAUDER ESTEE COS INC CL A 518439104 10,025 113,200 SH   DFND 6,2,1 31,400 0 81,800
LEAR CORP COM NEW 521865204 1,649 13,600 SH   DFND 6,2,1 1,700 0 11,900
LEGG MASON INC COM 524901105 425 12,700 SH   DFND 6,2,1 12,700 0 0
LEIDOS HLDGS INC COM 525327102 415 9,600 SH   DFND 2,1 0 0 9,600
LEIDOS HLDGS INC COM 525327102 9,393 217,030 SH   DFND 6,2,1 96,830 0 120,200
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 4,221 91,000 SH   DFND 2,1 37,100 0 53,900
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 27,814 599,700 SH   DFND 6,2,1 523,800 0 75,900
LEXINGTON REALTY TRUST COM 529043101 4,510 437,900 SH   DFND 6,2,1 214,200 0 223,700
LIFEPOINT HEALTH INC COM 53219L109 5,593 94,432 SH   DFND 2,1 94,432 0 0
LIFETIME BRANDS INC COM 53222Q103 677 50,300 SH   DFND 6,2,1 44,100 0 6,200
LIFELOCK INC COM 53224V100 2,173 128,410 SH   DFND 6,2,1 57,910 0 70,500
LILLY ELI & CO COM 532457108 31,323 390,264 SH   DFND 2,1 387,721 0 2,543
LILLY ELI & CO COM 532457108 53,935 672,000 SH   DFND 6,2,1 288,000 0 384,000
LINEAR TECHNOLOGY CORP COM 535678106 130 2,200 SH   DFND 2,1 2,200 0 0
LINEAR TECHNOLOGY CORP COM 535678106 6,054 102,100 SH   DFND 6,2,1 26,500 0 75,600
LINKEDIN CORP NOTE 0.500%11/0 53578AAB4 10,897 11,000,000 PRN   DFND 2,1 11,000,000 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 5,625 683,505 SH   DFND 2,1 683,505 0 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 429 85,700 SH   DFND 6,2,1 85,700 0 0
LOCKHEED MARTIN CORP COM 539830109 479 2,000 SH   DFND 6,2,1 1,500 0 500
LOEWS CORP COM 540424108 8,658 210,400 SH   DFND 2,1 131,300 0 79,100
LOEWS CORP COM 540424108 34,381 835,500 SH   DFND 6,2,1 725,000 0 110,500
LOWES COS INC COM 548661107 3,561 49,320 SH   DFND 2,1 26,249 0 23,071
LOWES COS INC COM 548661107 52,497 727,000 SH   DFND 6,2,1 406,900 0 320,100
LOXO ONCOLOGY INC COM 548862101 5,208 198,939 SH   DFND 2,1 198,939 0 0
LULULEMON ATHLETICA INC COM 550021109 487 7,987 SH   DFND 2,1 7,987 0 0
LUMENTUM HLDGS INC COM 55024U109 5,012 120,000 SH   DFND 2,1 120,000 0 0
M & T BK CORP COM 55261F104 267 2,300 SH   DFND 2,1 2,300 0 0
M & T BK CORP COM 55261F104 14,141 121,800 SH   DFND 6,2,1 32,300 0 89,500
MB FINANCIAL INC NEW COM 55264U108 776 20,400 SH   DFND 6,2,1 0 0 20,400
MDU RES GROUP INC COM 552690109 10,792 424,200 SH   DFND 6,2,1 145,100 0 279,100
MGM RESORTS INTERNATIONAL COM 552953101 10,464 402,000 SH   DFND 2,1 402,000 0 0
MGP INGREDIENTS INC NEW COM 55303J106 1,958 48,312 SH   DFND 6,2,1 26,612 0 21,700
MSCI INC COM 55354G100 1,907 22,722 SH   DFND 2,1 22,722 0 0
MTS SYS CORP COM 553777103 704 15,300 SH   DFND 6,2,1 13,430 0 1,870
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4,573 108,000 SH   DFND 2,1 108,000 0 0
MAGELLAN HEALTH INC COM NEW 559079207 3,626 67,489 SH   DFND 2,1 67,489 0 0
MAGNA INTL INC COM 559222401 594 13,840 SH   DFND 2,1 7,500 0 6,340
MAGNA INTL INC COM 559222401 10,471 243,800 SH   DFND 6,2,1 64,200 0 179,600
MANHATTAN ASSOCS INC COM 562750109 27,136 470,945 SH   DFND 2,1 470,945 0 0
MANNING & NAPIER INC CL A 56382Q102 588 82,870 SH   DFND 6,2,1 62,100 0 20,770
MANPOWERGROUP INC COM 56418H100 12,812 177,300 SH   DFND 6,2,1 80,500 0 96,800
MANTECH INTL CORP CL A 564563104 637 16,900 SH   DFND 6,2,1 10,100 0 6,800
MANULIFE FINL CORP COM 56501R106 2,145 152,000 SH   DFND 2,1 147,000 0 5,000
MANULIFE FINL CORP COM 56501R106 643 45,600 SH   DFND 6,2,1 23,000 0 22,600
MARATHON OIL CORP COM 565849106 733 46,344 SH   DFND 2,1 46,344 0 0
MARATHON OIL CORP COM 565849106 3,404 215,300 SH   DFND 6,2,1 119,300 0 96,000
MARATHON PETE CORP COM 56585A102 459 11,304 SH   DFND 2,1 10,264 0 1,040
MARATHON PETE CORP COM 56585A102 130 3,200 SH   DFND 6,2,1 0 0 3,200
MARCUS CORP COM 566330106 1,665 66,480 SH   DFND 6,2,1 37,380 0 29,100
MARKEL CORP COM 570535104 186 200 SH   DFND 2,1 200 0 0
MARKEL CORP COM 570535104 557 600 SH   DFND 6,2,1 600 0 0
MARSH & MCLENNAN COS INC COM 571748102 652 9,700 SH   DFND 2,1 9,700 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,164 121,400 SH   DFND 6,2,1 110,900 0 10,500
MARRIOTT INTL INC NEW CL A 571903202 619 9,200 SH   DFND 2,1 9,200 0 0
MARRIOTT INTL INC NEW CL A 571903202 15,573 231,300 SH   DFND 6,2,1 214,400 0 16,900
MARTIN MARIETTA MATLS INC COM 573284106 2,687 15,000 SH   DFND 2,1 15,000 0 0
MASCO CORP COM 574599106 248 7,217 SH   DFND 2,1 7,217 0 0
MASCO CORP COM 574599106 1,273 37,100 SH   DFND 6,2,1 0 0 37,100
MASTEC INC COM 576323109 755 25,394 SH   DFND 2,1 25,394 0 0
MASTERCARD INCORPORATED CL A 57636Q104 1,489 14,629 SH   DFND 2,1 13,691 0 938
MASTERCARD INCORPORATED CL A 57636Q104 44,850 440,700 SH   DFND 6,2,1 225,950 0 214,750
MATADOR RES CO COM 576485205 299 12,286 SH   DFND 2,1 12,286 0 0
MATERION CORP COM 576690101 1,784 58,100 SH   DFND 6,2,1 28,800 0 29,300
MATTEL INC COM 577081102 286 9,438 SH   DFND 2,1 9,438 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 252 6,300 SH   DFND 6,2,1 0 0 6,300
MAXLINEAR INC CL A 57776J100 2,461 121,400 SH   DFND 6,2,1 65,700 0 55,700
MCCORMICK & CO INC COM NON VTG 579780206 200 2,000 SH   DFND 2,1 2,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 10,442 104,500 SH   DFND 6,2,1 24,000 0 80,500
MCDONALDS CORP COM 580135101 1,840 15,953 SH   DFND 2,1 13,469 0 2,484
MCDONALDS CORP COM 580135101 65,274 565,830 SH   DFND 6,2,1 251,000 0 314,830
MCKESSON CORP COM 58155Q103 30,442 182,562 SH   DFND 2,1 182,085 0 477
MCKESSON CORP COM 58155Q103 22,895 137,300 SH   DFND 6,2,1 55,600 0 81,700
MEAD JOHNSON NUTRITION CO COM 582839106 21,769 275,520 SH   DFND 2,1 274,027 0 1,493
MEAD JOHNSON NUTRITION CO COM 582839106 6,850 86,700 SH   DFND 6,2,1 25,500 0 61,200
MEDICAL PPTYS TRUST INC COM 58463J304 2,901 196,400 SH   DFND 2,1 111,600 0 84,800
MEDICAL PPTYS TRUST INC COM 58463J304 12,772 864,759 SH   DFND 6,2,1 655,100 0 209,659
MEDIFAST INC COM 58470H101 1,292 34,200 SH   DFND 6,2,1 23,900 0 10,300
MEDIDATA SOLUTIONS INC COM 58471A105 9,535 171,000 SH   DFND 2,1 171,000 0 0
MEETME INC COM 585141104 1,304 210,400 SH   DFND 6,2,1 152,600 0 57,800
MENTOR GRAPHICS CORP COM 587200106 952 36,018 SH   DFND 2,1 36,018 0 0
MENTOR GRAPHICS CORP COM 587200106 8,736 330,418 SH   DFND 6,2,1 157,318 0 173,100
MERCK & CO INC COM 58933Y105 10,240 164,078 SH   DFND 2,1 114,235 0 49,843
MERCK & CO INC COM 58933Y105 95,879 1,536,274 SH   DFND 6,2,1 831,774 0 704,500
MERRIMACK PHARMACEUTICALS IN COM 590328100 6,025 948,827 SH   DFND 2,1 948,827 0 0
METHODE ELECTRS INC COM 591520200 3,147 90,000 SH   DFND 6,2,1 44,900 0 45,100
METLIFE INC COM 59156R108 3,045 68,538 SH   DFND 2,1 66,407 0 2,131
METLIFE INC COM 59156R108 9,095 204,700 SH   DFND 6,2,1 192,500 0 12,200
METTLER TOLEDO INTERNATIONAL COM 592688105 14,064 33,500 SH   DFND 6,2,1 30,000 0 3,500
MICROSOFT CORP COM 594918104 48,271 838,031 SH   DFND 2,1 634,739 0 203,292
MICROSOFT CORP COM 594918104 175,853 3,053,000 SH   DFND 6,2,1 2,286,000 0 767,000
MICROCHIP TECHNOLOGY INC COM 595017104 22,868 368,000 SH   DFND 2,1 368,000 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 3,880 1,500,000 PRN   DFND 2,1 1,500,000 0 0
MICRON TECHNOLOGY INC COM 595112103 2,969 166,990 SH   DFND 2,1 165,019 0 1,971
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 8,976 10,100,000 PRN   DFND 2,1 10,100,000 0 0
MICROSEMI CORP COM 595137100 252 6,000 SH   DFND 6,2,1 0 0 6,000
MID-AMER APT CMNTYS INC COM 59522J103 4,578 48,705 SH   DFND 2,1 48,705 0 0
MIDDLEBY CORP COM 596278101 662 5,358 SH   DFND 2,1 5,358 0 0
MINERALS TECHNOLOGIES INC COM 603158106 5,888 83,300 SH   DFND 6,2,1 41,100 0 42,200
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 890 116,705 SH   DFND 2,1 116,705 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,155 282,400 SH   DFND 6,2,1 110,800 0 171,600
MOHAWK INDS INC COM 608190104 2,630 13,128 SH   DFND 2,1 13,128 0 0
MOHAWK INDS INC COM 608190104 661 3,300 SH   DFND 6,2,1 0 0 3,300
MOLSON COORS BREWING CO CL B 60871R209 2,119 19,300 SH   DFND 6,2,1 0 0 19,300
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,668 142,681 SH   DFND 6,2,1 77,171 0 65,510
MONDELEZ INTL INC CL A 609207105 5,698 129,801 SH   DFND 2,1 127,022 0 2,779
MONDELEZ INTL INC CL A 609207105 49,085 1,118,100 SH   DFND 6,2,1 494,100 0 624,000
MONSANTO CO NEW COM 61166W101 1,304 12,757 SH   DFND 2,1 11,898 0 859
MONSANTO CO NEW COM 61166W101 13,051 127,700 SH   DFND 6,2,1 84,800 0 42,900
MONSTER BEVERAGE CORP NEW COM 61174X109 45,361 308,978 SH   DFND 2,1 308,978 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 7,663 52,200 SH   DFND 6,2,1 16,200 0 36,000
MOODYS CORP COM 615369105 15,177 140,166 SH   DFND 2,1 84,633 0 55,533
MOODYS CORP COM 615369105 78,689 726,716 SH   DFND 6,2,1 493,766 0 232,950
MOOG INC CL A 615394202 607 10,200 SH   DFND 6,2,1 0 0 10,200
MORGAN STANLEY COM NEW 617446448 319 9,960 SH   DFND 2,1 6,623 0 3,337
MORGAN STANLEY COM NEW 617446448 7,236 225,700 SH   DFND 6,2,1 204,300 0 21,400
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,019 70,000 SH   DFND 2,1 70,000 0 0
MOSAIC CO NEW COM 61945C103 235 9,600 SH   DFND 6,2,1 9,600 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 99 1,300 SH   DFND 2,1 1,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 9,695 127,100 SH   DFND 6,2,1 26,200 0 100,900
MURPHY OIL CORP COM 626717102 4,457 146,605 SH   DFND 2,1 99,045 0 47,560
MURPHY OIL CORP COM 626717102 28,915 951,140 SH   DFND 6,2,1 786,940 0 164,200
NCI BUILDING SYS INC COM NEW 628852204 242 16,600 SH   DFND 6,2,1 7,100 0 9,500
NCI INC CL A 62886K104 386 33,342 SH   DFND 6,2,1 24,383 0 8,959
NANOMETRICS INC COM 630077105 2,234 100,000 SH   DFND 2,1 100,000 0 0
NASDAQ INC COM 631103108 7,888 116,786 SH   DFND 2,1 64,747 0 52,039
NASDAQ INC COM 631103108 33,234 492,061 SH   DFND 6,2,1 389,561 0 102,500
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 230 11,000 SH   DFND 6,2,1 6,100 0 4,900
NATURES SUNSHINE PRODUCTS IN COM 639027101 357 22,293 SH   DFND 6,2,1 13,003 0 9,290
NAVIGANT CONSULTING INC COM 63935N107 2,659 131,500 SH   DFND 6,2,1 60,500 0 71,000
NEOPHOTONICS CORP COM 64051T100 796 48,703 SH   DFND 6,2,1 34,300 0 14,403
NETFLIX INC COM 64110L106 8,130 82,500 SH   DFND 6,2,1 62,400 0 20,100
NETSCOUT SYS INC COM 64115T104 468 16,000 SH   DFND 6,2,1 16,000 0 0
NEUSTAR INC CL A 64126X201 46 1,740 SH   DFND 2,1 0 0 1,740
NEUSTAR INC CL A 64126X201 4,535 170,540 SH   DFND 6,2,1 68,720 0 101,820
NEVSUN RES LTD COM 64156L101 992 327,400 SH   DFND 6,2,1 154,700 0 172,700
NEVRO CORP COM 64157F103 3,184 30,500 SH   DFND 6,2,1 20,500 0 10,000
NEW GOLD INC CDA COM 644535106 117 26,800 SH   DFND 6,2,1 11,800 0 15,000
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 11,376 245,374 SH   DFND 2,1 216,668 0 28,706
NEW RELIC INC COM 64829B100 4,790 125,000 SH   DFND 2,1 125,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 101 7,090 SH   DFND 2,1 7,090 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 138 9,700 SH   DFND 6,2,1 9,700 0 0
NEWELL BRANDS INC COM 651229106 12,380 235,099 SH   DFND 2,1 235,099 0 0
NEWELL BRANDS INC COM 651229106 2,445 46,430 SH   DFND 6,2,1 0 0 46,430
NEWFIELD EXPL CO COM 651290108 545 12,538 SH   DFND 2,1 12,538 0 0
NEWMONT MINING CORP COM 651639106 4,522 115,085 SH   DFND 2,1 110,965 0 4,120
NEWMONT MINING CORP COM 651639106 23,425 596,207 SH   DFND 6,2,1 537,807 0 58,400
NEWPARK RES INC COM PAR $.01NEW 651718504 164 22,271 SH   DFND 2,1 22,271 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,552 210,900 SH   DFND 6,2,1 107,750 0 103,150
NEWS CORP NEW CL A 65249B109 1,016 72,700 SH   DFND 2,1 0 0 72,700
NEWS CORP NEW CL A 65249B109 6,314 451,630 SH   DFND 6,2,1 232,500 0 219,130
NEXTERA ENERGY INC COM 65339F101 11,382 93,051 SH   DFND 2,1 91,646 0 1,405
NEXTERA ENERGY INC COM 65339F101 47,399 387,500 SH   DFND 6,2,1 149,900 0 237,600
NIKE INC CL B 654106103 21,877 415,519 SH   DFND 2,1 403,798 0 11,721
NIKE INC CL B 654106103 38,659 734,260 SH   DFND 6,2,1 362,200 0 372,060
NIMBLE STORAGE INC COM 65440R101 1,819 206,000 SH   DFND 2,1 206,000 0 0
NISOURCE INC COM 65473P105 8,101 336,005 SH   DFND 2,1 177,400 0 158,605
NISOURCE INC COM 65473P105 38,381 1,591,905 SH   DFND 6,2,1 1,209,605 0 382,300
NIVALIS THERAPEUTICS INC COM 65481J109 5,300 651,846 SH   DFND 2,1 651,846 0 0
NOBLE ENERGY INC COM 655044105 22,450 628,155 SH   DFND 2,1 542,255 0 85,900
NOBLE ENERGY INC COM 655044105 46,135 1,290,860 SH   DFND 6,2,1 1,069,830 0 221,030
NORBORD INC COM NEW 65548P403 759 29,500 SH   DFND 2,1 22,000 0 7,500
NORBORD INC COM NEW 65548P403 2,199 85,500 SH   DFND 6,2,1 56,500 0 29,000
NORDSTROM INC COM 655664100 240 4,619 SH   DFND 2,1 4,619 0 0
NORFOLK SOUTHERN CORP COM 655844108 85 874 SH   DFND 2,1 0 0 874
NORFOLK SOUTHERN CORP COM 655844108 4,766 49,100 SH   DFND 6,2,1 9,500 0 39,600
NORTHERN TR CORP COM 665859104 2,509 36,900 SH   DFND 6,2,1 5,500 0 31,400
NORTHRIM BANCORP INC COM 666762109 435 16,900 SH   DFND 6,2,1 14,300 0 2,600
NORTHROP GRUMMAN CORP COM 666807102 1,352 6,320 SH   DFND 2,1 4,920 0 1,400
NORTHROP GRUMMAN CORP COM 666807102 43,303 202,400 SH   DFND 6,2,1 73,500 0 128,900
NORTHWEST NAT GAS CO COM 667655104 3,114 51,800 SH   DFND 6,2,1 31,700 0 20,100
NOVADAQ TECHNOLOGIES INC COM 66987G102 11,709 1,012,000 SH   DFND 2,1 1,012,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,781 260,774 SH   DFND 2,1 150,600 0 110,174
NUANCE COMMUNICATIONS INC COM 67020Y100 16,060 1,107,584 SH   DFND 6,2,1 703,484 0 404,100
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,017 3,000,000 PRN   DFND 2,1 3,000,000 0 0
NUCOR CORP COM 670346105 1,444 29,200 SH   DFND 6,2,1 4,600 0 24,600
NUTRACEUTICAL INTL CORP COM 67060Y101 1,042 33,350 SH   DFND 6,2,1 22,450 0 10,900
NVIDIA CORP COM 67066G104 10,360 151,190 SH   DFND 2,1 80,250 0 70,940
NVIDIA CORP COM 67066G104 77,392 1,129,486 SH   DFND 6,2,1 837,290 0 292,196
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 13,610 4,000,000 PRN   DFND 2,1 4,000,000 0 0
NUVASIVE INC COM 670704105 16,263 243,976 SH   DFND 2,1 243,976 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 14,031 50,090 SH   DFND 2,1 48,618 0 1,472
O REILLY AUTOMOTIVE INC NEW COM 67103H107 13,199 47,120 SH   DFND 6,2,1 13,520 0 33,600
OCCIDENTAL PETE CORP DEL COM 674599105 8,577 117,627 SH   DFND 2,1 116,365 0 1,262
OCCIDENTAL PETE CORP DEL COM 674599105 9,822 134,700 SH   DFND 6,2,1 111,900 0 22,800
OCEANEERING INTL INC COM 675232102 167 6,080 SH   DFND 2,1 6,080 0 0
OCEANEERING INTL INC COM 675232102 2,186 79,447 SH   DFND 6,2,1 61,247 0 18,200
OLD NATL BANCORP IND COM 680033107 446 31,700 SH   DFND 6,2,1 0 0 31,700
OMNICOM GROUP INC COM 681919106 3,632 42,730 SH   DFND 2,1 21,330 0 21,400
OMNICOM GROUP INC COM 681919106 51,886 610,420 SH   DFND 6,2,1 369,720 0 240,700
OMEGA HEALTHCARE INVS INC COM 681936100 14 403 SH   DFND 2,1 403 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 3,758 106,000 SH   DFND 6,2,1 32,800 0 73,200
OMEGA PROTEIN CORP COM 68210P107 1,627 69,600 SH   DFND 6,2,1 42,000 0 27,600
ON SEMICONDUCTOR CORP COM 682189105 1,932 156,800 SH   DFND 6,2,1 82,700 0 74,100
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 11,151 11,000,000 PRN   DFND 2,1 11,000,000 0 0
ONE LIBERTY PPTYS INC COM 682406103 912 37,767 SH   DFND 6,2,1 32,367 0 5,400
ONEOK INC NEW COM 682680103 313 6,091 SH   DFND 2,1 6,091 0 0
OPEN TEXT CORP COM 683715106 1,155 17,800 SH   DFND 2,1 13,800 0 4,000
OPEN TEXT CORP COM 683715106 3,645 56,200 SH   DFND 6,2,1 30,400 0 25,800
OPHTHOTECH CORP COM 683745103 7,595 164,637 SH   DFND 2,1 164,637 0 0
ORACLE CORP COM 68389X105 11,259 286,623 SH   DFND 2,1 235,990 0 50,633
ORACLE CORP COM 68389X105 84,043 2,139,600 SH   DFND 6,2,1 1,443,000 0 696,600
ORBITAL ATK INC COM 68557N103 1,227 16,100 SH   DFND 6,2,1 11,800 0 4,300
OSISKO GOLD ROYALTIES LTD COM 68827L101 240 21,954 SH   DFND 2,1 21,954 0 0
OUTFRONT MEDIA INC COM 69007J106 4,802 203,050 SH   DFND 6,2,1 112,430 0 90,620
OWENS & MINOR INC NEW COM 690732102 153 4,400 SH   DFND 2,1 2,400 0 2,000
OWENS & MINOR INC NEW COM 690732102 7,380 212,500 SH   DFND 6,2,1 94,900 0 117,600
OXFORD INDS INC COM 691497309 1,104 16,300 SH   DFND 6,2,1 600 0 15,700
PDL BIOPHARMA INC COM 69329Y104 967 288,800 SH   DFND 6,2,1 120,100 0 168,700
PG&E CORP COM 69331C108 159 2,600 SH   DFND 2,1 2,600 0 0
PG&E CORP COM 69331C108 17,501 286,100 SH   DFND 6,2,1 118,200 0 167,900
PJT PARTNERS INC COM CL A 69343T107 273 9,993 SH   DFND 2,1 9,993 0 0
PNC FINL SVCS GROUP INC COM 693475105 983 10,915 SH   DFND 2,1 10,915 0 0
PNC FINL SVCS GROUP INC COM 693475105 14,441 160,300 SH   DFND 6,2,1 91,500 0 68,800
POSCO SPONSORED ADR 693483109 536 10,500 SH   DFND 2,1 0 0 10,500
PPG INDS INC COM 693506107 1,246 12,056 SH   DFND 2,1 11,424 0 632
PPG INDS INC COM 693506107 12,269 118,700 SH   DFND 6,2,1 33,300 0 85,400
PPL CORP COM 69351T106 283 8,200 SH   DFND 2,1 8,200 0 0
PPL CORP COM 69351T106 16,175 467,900 SH   DFND 6,2,1 120,600 0 347,300
PTC INC COM 69370C100 31,460 710,000 SH   DFND 2,1 710,000 0 0
PACCAR INC COM 693718108 2,533 43,100 SH   DFND 6,2,1 8,100 0 35,000
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 1,486 165,900 SH   DFND 6,2,1 87,100 0 78,800
PACIFIC PREMIER BANCORP COM 69478X105 233 8,800 SH   DFND 6,2,1 0 0 8,800
PACKAGING CORP AMER COM 695156109 10,515 129,400 SH   DFND 6,2,1 82,300 0 47,100
PACWEST BANCORP DEL COM 695263103 498 11,600 SH   DFND 6,2,1 0 0 11,600
PALO ALTO NETWORKS INC COM 697435105 11,089 69,600 SH   DFND 2,1 69,600 0 0
PAN AMERICAN SILVER CORP COM 697900108 9,339 530,026 SH   DFND 2,1 38,868 0 491,158
PAN AMERICAN SILVER CORP COM 697900108 203 11,500 SH   DFND 6,2,1 5,500 0 6,000
PANERA BREAD CO CL A 69840W108 9,288 47,700 SH   DFND 2,1 47,700 0 0
PARAMOUNT GROUP INC COM 69924R108 3,960 241,598 SH   DFND 2,1 175,500 0 66,098
PARAMOUNT GROUP INC COM 69924R108 8,183 499,298 SH   DFND 6,2,1 466,198 0 33,100
PARKER HANNIFIN CORP COM 701094104 19,780 157,570 SH   DFND 6,2,1 100,630 0 56,940
PATRICK INDS INC COM 703343103 2,074 33,500 SH   DFND 6,2,1 17,800 0 15,700
PATTERSON UTI ENERGY INC COM 703481101 1,772 79,232 SH   DFND 6,2,1 1,882 0 77,350
PAYCHEX INC COM 704326107 428 7,400 SH   DFND 2,1 7,400 0 0
PAYCHEX INC COM 704326107 14,826 256,200 SH   DFND 6,2,1 75,600 0 180,600
PAYPAL HLDGS INC COM 70450Y103 2,860 69,810 SH   DFND 2,1 69,810 0 0
PAYPAL HLDGS INC COM 70450Y103 7,559 184,500 SH   DFND 6,2,1 170,000 0 14,500
PEBBLEBROOK HOTEL TR COM 70509V100 9,304 349,784 SH   DFND 2,1 349,784 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 152 5,700 SH   DFND 6,2,1 5,700 0 0
PEMBINA PIPELINE CORP COM 706327103 602 19,752 SH   DFND 2,1 19,752 0 0
PEMBINA PIPELINE CORP COM 706327103 107 3,500 SH   DFND 6,2,1 1,100 0 2,400
PEOPLES UNITED FINANCIAL INC COM 712704105 233 14,721 SH   DFND 2,1 14,721 0 0
PEPSICO INC COM 713448108 25,525 234,668 SH   DFND 2,1 139,968 0 94,700
PEPSICO INC COM 713448108 192,647 1,771,140 SH   DFND 6,2,1 1,143,350 0 627,790
PERFICIENT INC COM 71375U101 292 14,500 SH   DFND 6,2,1 14,500 0 0
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 608 9,200 SH   DFND 2,1 0 0 9,200
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 182 19,500 SH   DFND 2,1 0 0 19,500
PFIZER INC COM 717081103 30,306 894,761 SH   DFND 2,1 516,298 0 378,463
PFIZER INC COM 717081103 221,193 6,530,660 SH   DFND 6,2,1 4,262,280 0 2,268,380
PHILIP MORRIS INTL INC COM 718172109 28,954 297,817 SH   DFND 2,1 271,839 0 25,978
PHILIP MORRIS INTL INC COM 718172109 38,434 395,326 SH   DFND 6,2,1 349,026 0 46,300
PHILLIPS 66 COM 718546104 2,064 25,621 SH   DFND 2,1 24,622 0 999
PHILLIPS 66 COM 718546104 13,524 167,900 SH   DFND 6,2,1 94,300 0 73,600
PHOTRONICS INC COM 719405102 1,723 167,100 SH   DFND 6,2,1 85,700 0 81,400
PHYSICIANS RLTY TR COM 71943U104 11,395 529,018 SH   DFND 2,1 529,018 0 0
PIER 1 IMPORTS INC COM 720279108 1,296 305,600 SH   DFND 6,2,1 184,900 0 120,700
PILGRIMS PRIDE CORP NEW COM 72147K108 1,308 61,931 SH   DFND 2,1 34,000 0 27,931
PILGRIMS PRIDE CORP NEW COM 72147K108 6,681 316,331 SH   DFND 6,2,1 197,031 0 119,300
PINNACLE WEST CAP CORP COM 723484101 2,918 38,400 SH   DFND 6,2,1 1,800 0 36,600
PIONEER NAT RES CO COM 723787107 28,763 154,931 SH   DFND 2,1 154,571 0 360
PIONEER NAT RES CO COM 723787107 5,310 28,600 SH   DFND 6,2,1 26,400 0 2,200
PLAINS GP HLDGS L P SHS A REP LTPN 72651A108 247 19,075 SH   DFND 2,1 19,075 0 0
PLANET FITNESS INC CL A 72703H101 608 30,283 SH   DFND 2,1 30,283 0 0
PLY GEM HLDGS INC COM 72941W100 1,057 79,100 SH   DFND 6,2,1 67,300 0 11,800
POPULAR INC COM NEW 733174700 3,279 85,800 SH   DFND 6,2,1 38,100 0 47,700
POTASH CORP SASK INC COM 73755L107 140 8,549 SH   DFND 2,1 8,549 0 0
POTASH CORP SASK INC COM 73755L107 1,888 115,700 SH   DFND 6,2,1 22,700 0 93,000
POWERSHARES ACTIVE MNG ETF T ALT MULTI STRG 73935B870 1,499 65,200 SH   DFND 5,4,2,1 65,200 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 12 814 SH   DFND 2,1 814 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,419 94,550 SH   DFND 5,4,2,1 94,550 0 0
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 108 27,820 SH   DFND 5,4,2,1 27,820 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 132 11,540 SH   DFND 5,4,2,1 11,540 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 3,576 143,510 SH   DFND 5,4,2,1 143,510 0 0
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 2,559 84,780 SH   DFND 5,4,2,1 84,780 0 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 5,357 125,780 SH   DFND 5,4,2,1 125,780 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 647 46,030 SH   DFND 5,4,2,1 46,030 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 1,173 55,770 SH   DFND 5,4,2,1 55,770 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 344 8,850 SH   DFND 5,4,2,1 8,850 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 252 6,480 SH   DFND 5,4,2,1 6,480 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 298 13,260 SH   DFND 5,4,2,1 13,260 0 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 635 20,720 SH   DFND 5,4,2,1 20,720 0 0
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 253 13,800 SH   DFND 5,4,2,1 13,800 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 282 6,790 SH   DFND 5,4,2,1 6,790 0 0
PRAXAIR INC COM 74005P104 1,797 14,873 SH   DFND 2,1 10,285 0 4,588
PRAXAIR INC COM 74005P104 31,802 263,200 SH   DFND 6,2,1 106,600 0 156,600
PRECISION DRILLING CORP COM 2010 74022D308 184 43,968 SH   DFND 2,1 43,968 0 0
PREFORMED LINE PRODS CO COM 740444104 619 14,672 SH   DFND 6,2,1 10,207 0 4,465
PREMIER FINL BANCORP INC COM 74050M105 592 34,550 SH   DFND 6,2,1 22,500 0 12,050
PRICE T ROWE GROUP INC COM 74144T108 173 2,600 SH   DFND 2,1 2,600 0 0
PRICE T ROWE GROUP INC COM 74144T108 10,226 153,771 SH   DFND 6,2,1 42,100 0 111,671
PRICELINE GRP INC COM NEW 741503403 70,654 48,015 SH   DFND 2,1 43,223 0 4,792
PRICELINE GRP INC COM NEW 741503403 98,646 67,038 SH   DFND 6,2,1 48,323 0 18,715
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 45,893 29,000,000 PRN   DFND 2,1 6,000,000 0 23,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 7,516 7,000,000 PRN   DFND 2,1 7,000,000 0 0
PROCTER AND GAMBLE CO COM 742718109 16,455 183,344 SH   DFND 2,1 133,687 0 49,657
PROCTER AND GAMBLE CO COM 742718109 128,953 1,436,800 SH   DFND 6,2,1 827,300 0 609,500
PROGRESS SOFTWARE CORP COM 743312100 3,517 129,300 SH   DFND 6,2,1 63,100 0 66,200
PROGRESSIVE CORP OHIO COM 743315103 2,813 89,289 SH   DFND 2,1 89,289 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,090 34,600 SH   DFND 6,2,1 34,600 0 0
PROLOGIS INC COM 74340W103 22,750 424,922 SH   DFND 2,1 413,054 0 11,868
PROLOGIS INC COM 74340W103 8,669 161,908 SH   DFND 6,2,1 157,408 0 4,500
PROOFPOINT INC COM 743424103 18,076 241,500 SH   DFND 2,1 241,500 0 0
PROSHARES TR HD REPLICATION 74347X294 1,120 26,230 SH   DFND 5,4,2,1 26,230 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 1,079 27,780 SH   DFND 5,4,2,1 27,780 0 0
PRUDENTIAL FINL INC COM 744320102 3,131 38,345 SH   DFND 2,1 37,295 0 1,050
PRUDENTIAL FINL INC COM 744320102 6,067 74,300 SH   DFND 6,2,1 68,900 0 5,400
PUBLIC SVC ENTERPRISE GROUP COM 744573106 431 10,300 SH   DFND 2,1 0 0 10,300
PUBLIC SVC ENTERPRISE GROUP COM 744573106 33,002 788,200 SH   DFND 6,2,1 517,600 0 270,600
PUBLIC STORAGE COM 74460D109 8,342 37,383 SH   DFND 2,1 33,112 0 4,271
PUBLIC STORAGE COM 74460D109 11,869 53,191 SH   DFND 6,2,1 44,791 0 8,400
QEP RES INC COM 74733V100 98 5,000 SH   DFND 2,1 0 0 5,000
QEP RES INC COM 74733V100 10,128 518,600 SH   DFND 6,2,1 227,600 0 291,000
Q2 HLDGS INC COM 74736L109 2,264 79,000 SH   DFND 2,1 79,000 0 0
QUALCOMM INC COM 747525103 99,658 1,454,865 SH   DFND 2,1 1,435,896 0 18,969
QUALCOMM INC COM 747525103 41,586 607,100 SH   DFND 6,2,1 339,100 0 268,000
QUALITY SYS INC COM 747582104 1,681 148,500 SH   DFND 6,2,1 78,000 0 70,500
QUEST DIAGNOSTICS INC COM 74834L100 262 3,100 SH   DFND 2,1 0 0 3,100
QUEST DIAGNOSTICS INC COM 74834L100 3,504 41,400 SH   DFND 6,2,1 4,300 0 37,100
QUINSTREET INC COM 74874Q100 422 139,580 SH   DFND 6,2,1 115,112 0 24,468
RLJ LODGING TR COM 74965L101 1,975 93,930 SH   DFND 2,1 72,130 0 21,800
RLJ LODGING TR COM 74965L101 9,275 441,030 SH   DFND 6,2,1 301,030 0 140,000
RTI SURGICAL INC COM 74975N105 181 57,800 SH   DFND 6,2,1 11,100 0 46,700
RADIUS HEALTH INC COM NEW 750469207 1,455 26,891 SH   DFND 2,1 0 0 26,891
RAYMOND JAMES FINANCIAL INC COM 754730109 2,127 36,532 SH   DFND 2,1 36,532 0 0
RAYTHEON CO COM NEW 755111507 962 7,066 SH   DFND 2,1 5,886 0 1,180
RAYTHEON CO COM NEW 755111507 46,706 343,100 SH   DFND 6,2,1 109,700 0 233,400
REALNETWORKS INC COM NEW 75605L708 626 140,300 SH   DFND 6,2,1 104,300 0 36,000
REALTY INCOME CORP COM 756109104 1,657 24,756 SH   DFND 2,1 24,756 0 0
REALTY INCOME CORP COM 756109104 94 1,400 SH   DFND 6,2,1 1,400 0 0
RED HAT INC COM 756577102 5,658 70,000 SH   DFND 2,1 70,000 0 0
RED HAT INC COM 756577102 970 12,000 SH   DFND 6,2,1 0 0 12,000
RED HAT INC NOTE 0.250%10/0 756577AD4 46,828 37,000,000 PRN   DFND 2,1 9,000,000 0 28,000,000
REGAL BELOIT CORP COM 758750103 6,618 111,250 SH   DFND 6,2,1 46,200 0 65,050
REGENERON PHARMACEUTICALS COM 75886F107 35,243 87,664 SH   DFND 2,1 87,664 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,950 14,800 SH   DFND 6,2,1 10,600 0 4,200
REGENXBIO INC COM 75901B107 6,225 444,342 SH   DFND 2,1 444,342 0 0
REGULUS THERAPEUTICS INC COM 75915K101 3,450 1,045,579 SH   DFND 2,1 1,045,579 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 975 9,033 SH   DFND 2,1 9,033 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,750 24,300 SH   DFND 6,2,1 0 0 24,300
RENASANT CORP COM 75970E107 356 10,600 SH   DFND 6,2,1 0 0 10,600
REPUBLIC BANCORP KY CL A 760281204 268 8,615 SH   DFND 6,2,1 200 0 8,415
REPUBLIC SVCS INC COM 760759100 13,725 272,043 SH   DFND 2,1 145,620 0 126,423
REPUBLIC SVCS INC COM 760759100 67,625 1,340,443 SH   DFND 6,2,1 860,743 0 479,700
RESMED INC COM 761152107 356 5,500 SH   DFND 6,2,1 0 0 5,500
RETAIL OPPORTUNITY INVTS COR COM 76131N101 10,129 461,240 SH   DFND 2,1 461,240 0 0
RETAILMENOT INC COM SER 1 76132B106 327 33,100 SH   DFND 6,2,1 21,000 0 12,100
REVLON INC CL A NEW 761525609 1,776 48,300 SH   DFND 6,2,1 26,900 0 21,400
REX AMERICAN RESOURCES CORP COM 761624105 237 2,796 SH   DFND 2,1 2,796 0 0
REX AMERICAN RESOURCES CORP COM 761624105 93 1,100 SH   DFND 6,2,1 1,100 0 0
REYNOLDS AMERICAN INC COM 761713106 7,110 150,800 SH   DFND 6,2,1 138,200 0 12,600
RIGHTSIDE GROUP LTD COM 76658B100 151 16,603 SH   DFND 6,2,1 12,908 0 3,695
ROCKWELL AUTOMATION INC COM 773903109 24,366 199,166 SH   DFND 2,1 199,166 0 0
ROCKWELL AUTOMATION INC COM 773903109 8,550 69,884 SH   DFND 6,2,1 19,500 0 50,384
ROCKWELL COLLINS INC COM 774341101 1,392 16,501 SH   DFND 2,1 7,601 0 8,900
ROCKWELL COLLINS INC COM 774341101 30,329 359,601 SH   DFND 6,2,1 202,901 0 156,700
ROGERS COMMUNICATIONS INC CL B 775109200 106 2,500 SH   DFND 2,1 2,200 0 300
ROGERS COMMUNICATIONS INC CL B 775109200 4,929 116,200 SH   DFND 6,2,1 37,600 0 78,600
ROPER TECHNOLOGIES INC COM 776696106 63,109 345,859 SH   DFND 2,1 343,421 0 2,438
ROPER TECHNOLOGIES INC COM 776696106 11,131 61,000 SH   DFND 6,2,1 15,300 0 45,700
ROSS STORES INC COM 778296103 1,050 16,334 SH   DFND 2,1 15,470 0 864
ROSS STORES INC COM 778296103 14,853 231,000 SH   DFND 6,2,1 57,900 0 173,100
ROYAL BK CDA MONTREAL QUE COM 780087102 7,563 122,058 SH   DFND 2,1 91,800 0 30,258
ROYAL BK CDA MONTREAL QUE COM 780087102 66,372 1,071,200 SH   DFND 6,2,1 388,200 0 683,000
RUTHS HOSPITALITY GROUP INC COM 783332109 1,419 100,496 SH   DFND 6,2,1 47,896 0 52,600
S&P GLOBAL INC COM 78409V104 15,234 120,368 SH   DFND 2,1 120,368 0 0
S&P GLOBAL INC COM 78409V104 17,972 142,000 SH   DFND 6,2,1 69,900 0 72,100
SEI INVESTMENTS CO COM 784117103 43,447 952,587 SH   DFND 2,1 952,587 0 0
SJW CORP COM 784305104 17 400 SH   DFND 2,1 0 0 400
SJW CORP COM 784305104 2,011 46,032 SH   DFND 6,2,1 21,500 0 24,532
SK TELECOM LTD SPONSORED ADR 78440P108 249 11,000 SH   DFND 2,1 0 0 11,000
SL GREEN RLTY CORP COM 78440X101 1,106 10,229 SH   DFND 2,1 10,229 0 0
SL GREEN RLTY CORP COM 78440X101 12,734 117,800 SH   DFND 6,2,1 112,200 0 5,600
SM ENERGY CO COM 78454L100 4,757 123,290 SH   DFND 6,2,1 50,210 0 73,080
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,314 33,815 SH   DFND 2,1 2,560 0 31,255
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 654 19,964 SH   DFND 5,4,2,1 19,964 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,593 43,589 SH   DFND 5,4,2,1 43,589 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,788 41,430 SH   DFND 5,4,2,1 41,430 0 0
SPDR SERIES TRUST BRC CNV SECS ETF 78464A359 5,484 118,300 SH   DFND 5,4,2,1 118,300 0 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 9,910 269,885 SH   DFND 5,4,2,1 269,885 0 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 584 10,260 SH   DFND 5,4,2,1 10,260 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 1,995 23,094 SH   DFND 5,4,2,1 23,094 0 0
SPDR SER TR SHT TRM HGH YLD 78468R408 1,690 61,050 SH   DFND 5,4,2,1 61,050 0 0
SPDR SER TR RUSS1000LOWVOL 78468R804 260 3,270 SH   DFND 5,4,2,1 3,270 0 0
SABRE CORP COM 78573M104 4,036 143,210 SH   DFND 2,1 143,210 0 0
SABRE CORP COM 78573M104 59 2,100 SH   DFND 6,2,1 2,100 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,214 48,075 SH   DFND 2,1 48,075 0 0
SALESFORCE COM INC COM 79466L302 52,367 734,150 SH   DFND 2,1 732,400 0 1,750
SALESFORCE COM INC COM 79466L302 6,591 92,400 SH   DFND 6,2,1 83,400 0 9,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 8,668 7,250,000 PRN   DFND 2,1 7,250,000 0 0
SANDERSON FARMS INC COM 800013104 642 6,660 SH   DFND 2,1 5,060 0 1,600
SANDERSON FARMS INC COM 800013104 6,502 67,500 SH   DFND 6,2,1 24,400 0 43,100
SANFILIPPO JOHN B & SON INC COM 800422107 1,725 33,600 SH   DFND 6,2,1 19,000 0 14,600
SAUL CTRS INC COM 804395101 8,127 122,030 SH   DFND 2,1 122,030 0 0
SCANA CORP NEW COM 80589M102 217 3,000 SH   DFND 2,1 0 0 3,000
SCANA CORP NEW COM 80589M102 6,904 95,400 SH   DFND 6,2,1 9,200 0 86,200
SCHEIN HENRY INC COM 806407102 147 900 SH   DFND 2,1 900 0 0
SCHEIN HENRY INC COM 806407102 8,410 51,600 SH   DFND 6,2,1 13,000 0 38,600
SCHLUMBERGER LTD COM 806857108 2,356 29,960 SH   DFND 2,1 21,697 0 8,263
SCHLUMBERGER LTD COM 806857108 25,762 327,600 SH   DFND 6,2,1 262,300 0 65,300
SCHNITZER STL INDS CL A 806882106 754 36,095 SH   DFND 6,2,1 31,465 0 4,630
SCHWAB CHARLES CORP NEW COM 808513105 4,280 135,577 SH   DFND 2,1 119,812 0 15,765
SCHWAB CHARLES CORP NEW COM 808513105 4,720 149,500 SH   DFND 6,2,1 135,600 0 13,900
SCIENCE APPLICATNS INTL CP N COM 808625107 437 6,300 SH   DFND 6,2,1 0 0 6,300
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3,435 54,100 SH   DFND 6,2,1 20,200 0 33,900
SEACHANGE INTL INC COM 811699107 578 193,400 SH   DFND 6,2,1 143,600 0 49,800
SEALED AIR CORP NEW COM 81211K100 339 7,400 SH   DFND 6,2,1 0 0 7,400
SEARS CDA INC COM 81234D109 60 24,500 SH   DFND 6,2,1 5,500 0 19,000
SEAWORLD ENTMT INC COM 81282V100 2,456 182,200 SH   DFND 6,2,1 82,200 0 100,000
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,311 18,560 SH   DFND 5,4,2,1 18,560 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 56,376 1,179,900 SH   DFND 5,4,2,1 1,179,900 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 2,105 78,253 SH   DFND 6,2,1 51,220 0 27,033
SEMGROUP CORP CL A 81663A105 251 7,100 SH   DFND 2,1 7,100 0 0
SEMPRA ENERGY COM 816851109 590 5,500 SH   DFND 2,1 5,500 0 0
SEMPRA ENERGY COM 816851109 23,839 222,400 SH   DFND 6,2,1 59,800 0 162,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 497 21,900 SH   DFND 2,1 21,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,015 44,700 SH   DFND 6,2,1 32,200 0 12,500
SERVICENOW INC COM 81762P102 17,532 221,500 SH   DFND 2,1 221,500 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,265 110,716 SH   DFND 2,1 86,600 0 24,116
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,902 239,600 SH   DFND 6,2,1 167,900 0 71,700
SHERWIN WILLIAMS CO COM 824348106 754 2,726 SH   DFND 2,1 2,621 0 105
SHERWIN WILLIAMS CO COM 824348106 37,404 135,200 SH   DFND 6,2,1 93,300 0 41,900
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 751 20,600 SH   DFND 2,1 0 0 20,600
SILICON LABORATORIES INC COM 826919102 1,764 30,000 SH   DFND 2,1 30,000 0 0
SILVER STD RES INC COM 82823L106 6,618 548,729 SH   DFND 2,1 32,248 0 516,481
SILVER STD RES INC COM 82823L106 785 65,100 SH   DFND 6,2,1 27,800 0 37,300
SILVER WHEATON CORP COM 828336107 3,982 147,313 SH   DFND 2,1 89,359 0 57,954
SILVER WHEATON CORP COM 828336107 111 4,100 SH   DFND 6,2,1 1,300 0 2,800
SIMON PPTY GROUP INC NEW COM 828806109 34,116 164,805 SH   DFND 2,1 154,299 0 10,506
SIMON PPTY GROUP INC NEW COM 828806109 24,781 119,708 SH   DFND 6,2,1 108,608 0 11,100
SKYWORKS SOLUTIONS INC COM 83088M102 4,838 63,547 SH   DFND 2,1 63,547 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 3,244 42,600 SH   DFND 6,2,1 13,800 0 28,800
SMITH & WESSON HLDG CORP COM 831756101 4,180 157,200 SH   DFND 6,2,1 77,200 0 80,000
SMITH A O COM 831865209 375 3,800 SH   DFND 6,2,1 0 0 3,800
SMUCKER J M CO COM NEW 832696405 244 1,800 SH   DFND 2,1 1,800 0 0
SMUCKER J M CO COM NEW 832696405 23,082 170,300 SH   DFND 6,2,1 101,560 0 68,740
SNAP ON INC COM 833034101 15,606 102,700 SH   DFND 6,2,1 76,600 0 26,100
SOLAR CAP LTD COM 83413U100 1,855 90,400 SH   DFND 6,2,1 43,900 0 46,500
SOUTHERN CO COM 842587107 2,768 53,965 SH   DFND 2,1 50,679 0 3,286
SOUTHERN CO COM 842587107 45,149 880,100 SH   DFND 6,2,1 329,700 0 550,400
SOUTHWEST GAS CORP COM 844895102 2,892 41,400 SH   DFND 2,1 25,270 0 16,130
SOUTHWEST GAS CORP COM 844895102 17,975 257,300 SH   DFND 6,2,1 156,100 0 101,200
SOUTHWESTERN ENERGY CO COM 845467109 1,415 102,240 SH   DFND 6,2,1 98,950 0 3,290
SPARK THERAPEUTICS INC COM 84652J103 8,430 140,359 SH   DFND 2,1 140,359 0 0
SPARTANNASH CO COM 847215100 2,773 95,900 SH   DFND 6,2,1 45,100 0 50,800
SPECTRA ENERGY CORP COM 847560109 70 1,641 SH   DFND 2,1 0 0 1,641
SPECTRA ENERGY CORP COM 847560109 158 3,700 SH   DFND 6,2,1 0 0 3,700
SPEEDWAY MOTORSPORTS INC COM 847788106 440 24,637 SH   DFND 6,2,1 15,324 0 9,313
SPIRE INC COM 84857L101 752 11,800 SH   DFND 2,1 4,500 0 7,300
SPIRE INC COM 84857L101 8,707 136,600 SH   DFND 6,2,1 67,900 0 68,700
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 6,814 6,170,000 PRN   DFND 2,1 6,170,000 0 0
SPLUNK INC COM 848637104 9,541 162,600 SH   DFND 2,1 162,600 0 0
SPOK HLDGS INC COM 84863T106 470 26,387 SH   DFND 6,2,1 25,000 0 1,387
STAMPS COM INC COM NEW 852857200 3,969 42,000 SH   DFND 6,2,1 19,400 0 22,600
STANLEY BLACK & DECKER INC COM 854502101 105 850 SH   DFND 2,1 850 0 0
STANLEY BLACK & DECKER INC COM 854502101 3,468 28,200 SH   DFND 6,2,1 0 0 28,200
STAPLES INC COM 855030102 6,122 716,024 SH   DFND 6,2,1 645,400 0 70,624
STARBUCKS CORP COM 855244109 61,176 1,129,952 SH   DFND 2,1 1,118,358 0 11,594
STARBUCKS CORP COM 855244109 45,970 849,100 SH   DFND 6,2,1 365,000 0 484,100
STATE STR CORP COM 857477103 73 1,043 SH   DFND 2,1 0 0 1,043
STATE STR CORP COM 857477103 4,839 69,500 SH   DFND 6,2,1 15,000 0 54,500
STEELCASE INC CL A 858155203 1,438 103,500 SH   DFND 6,2,1 86,800 0 16,700
STEIN MART INC COM 858375108 166 26,175 SH   DFND 6,2,1 26,175 0 0
STERLING BANCORP DEL COM 85917A100 285 16,300 SH   DFND 6,2,1 16,300 0 0
STONERIDGE INC COM 86183P102 1,638 89,000 SH   DFND 6,2,1 52,000 0 37,000
STORE CAP CORP COM 862121100 1,441 48,900 SH   DFND 6,2,1 25,700 0 23,200
STRYKER CORP COM 863667101 28,036 240,835 SH   DFND 2,1 236,804 0 4,031
STRYKER CORP COM 863667101 33,666 289,200 SH   DFND 6,2,1 111,200 0 178,000
SUMMIT HOTEL PPTYS COM 866082100 2,643 200,800 SH   DFND 6,2,1 99,900 0 100,900
SUMMIT MATLS INC CL A 86614U100 1,766 95,200 SH   DFND 6,2,1 81,000 0 14,200
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 3,472 383,054 SH   DFND 2,1 383,054 0 0
SUN CMNTYS INC COM 866674104 1,177 15,000 SH   DFND 2,1 15,000 0 0
SUN LIFE FINL INC COM 866796105 1,712 52,600 SH   DFND 2,1 33,700 0 18,900
SUN LIFE FINL INC COM 866796105 2,922 89,800 SH   DFND 6,2,1 58,500 0 31,300
SUNCOR ENERGY INC NEW COM 867224107 2,141 77,056 SH   DFND 2,1 64,074 0 12,982
SUNCOR ENERGY INC NEW COM 867224107 1,742 62,700 SH   DFND 6,2,1 40,100 0 22,600
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,631 440,227 SH   DFND 6,2,1 202,873 0 237,354
SUPERIOR ENERGY SVCS INC COM 868157108 258 14,400 SH   DFND 2,1 14,400 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 8,415 470,100 SH   DFND 6,2,1 185,900 0 284,200
SWIFT TRANSN CO CL A 87074U101 1,174 54,700 SH   DFND 6,2,1 13,900 0 40,800
SYKES ENTERPRISES INC COM 871237103 3,176 112,900 SH   DFND 6,2,1 48,700 0 64,200
SYMANTEC CORP COM 871503108 17,018 678,026 SH   DFND 2,1 376,025 0 302,001
SYMANTEC CORP COM 871503108 71,634 2,853,930 SH   DFND 6,2,1 2,135,310 0 718,620
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,340 81,110 SH   DFND 2,1 71,619 0 9,491
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 6,334 6,000,000 PRN   DFND 2,1 6,000,000 0 0
SYNOPSYS INC COM 871607107 8,692 146,460 SH   DFND 2,1 84,060 0 62,400
SYNOPSYS INC COM 871607107 43,105 726,282 SH   DFND 6,2,1 417,360 0 308,922
SYNTEL INC COM 87162H103 293 7,000 SH   DFND 6,2,1 0 0 7,000
SYNCHRONY FINL COM 87165B103 389 13,900 SH   DFND 2,1 13,900 0 0
SYNCHRONY FINL COM 87165B103 13,255 473,400 SH   DFND 6,2,1 116,100 0 357,300
SYSCO CORP COM 871829107 662 13,500 SH   DFND 2,1 13,500 0 0
SYSCO CORP COM 871829107 21,731 443,400 SH   DFND 6,2,1 132,600 0 310,800
TCF FINL CORP COM 872275102 5,122 353,000 SH   DFND 6,2,1 180,990 0 172,010
TD AMERITRADE HLDG CORP COM 87236Y108 18,140 514,747 SH   DFND 2,1 493,493 0 21,254
TJX COS INC NEW COM 872540109 47,718 638,110 SH   DFND 2,1 534,594 0 103,516
TJX COS INC NEW COM 872540109 121,329 1,622,478 SH   DFND 6,2,1 984,378 0 638,100
TTM TECHNOLOGIES INC COM 87305R109 1,143 99,794 SH   DFND 6,2,1 54,880 0 44,914
TAHOE RES INC COM 873868103 253 19,700 SH   DFND 6,2,1 1,100 0 18,600
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,853 224,038 SH   DFND 2,1 0 0 224,038
TAL ED GROUP ADS REPSTG COM 874080104 8,340 117,727 SH   DFND 2,1 103,564 0 14,163
TARGET CORP COM 87612E106 652 9,494 SH   DFND 2,1 8,392 0 1,102
TARGET CORP COM 87612E106 10,405 151,500 SH   DFND 6,2,1 95,100 0 56,400
TATA MTRS LTD SPONSORED ADR 876568502 2,404 60,128 SH   DFND 2,1 52,828 0 7,300
TEGNA INC COM 87901J105 4,466 204,284 SH   DFND 2,1 124,984 0 79,300
TEGNA INC COM 87901J105 31,639 1,447,350 SH   DFND 6,2,1 1,098,000 0 349,350
TELENAV INC COM 879455103 936 163,304 SH   DFND 6,2,1 119,504 0 43,800
TENNECO INC COM 880349105 577 9,900 SH   DFND 6,2,1 6,900 0 3,000
TERADATA CORP DEL COM 88076W103 4,367 140,885 SH   DFND 2,1 79,000 0 61,885
TERADATA CORP DEL COM 88076W103 32,742 1,056,185 SH   DFND 6,2,1 766,985 0 289,200
TERADYNE INC COM 880770102 16,401 760,000 SH   DFND 2,1 760,000 0 0
TESARO INC COM 881569107 245 2,440 SH   DFND 6,2,1 0 0 2,440
TESORO CORP COM 881609101 830 10,427 SH   DFND 2,1 10,427 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 11,106 241,389 SH   DFND 2,1 241,389 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 40,566 34,000,000 PRN   DFND 2,1 9,000,000 0 25,000,000
TEXAS INSTRS INC COM 882508104 30,818 439,124 SH   DFND 2,1 437,080 0 2,044
TEXAS INSTRS INC COM 882508104 38,634 550,500 SH   DFND 6,2,1 254,400 0 296,100
THERMO FISHER SCIENTIFIC INC COM 883556102 67,672 425,452 SH   DFND 2,1 421,143 0 4,309
THERMO FISHER SCIENTIFIC INC COM 883556102 22,682 142,600 SH   DFND 6,2,1 77,200 0 65,400
THOMSON REUTERS CORP COM 884903105 2,670 64,533 SH   DFND 2,1 62,417 0 2,116
THOMSON REUTERS CORP COM 884903105 14,531 351,155 SH   DFND 6,2,1 121,000 0 230,155
3M CO COM 88579Y101 18,296 103,821 SH   DFND 2,1 101,507 0 2,314
3M CO COM 88579Y101 53,595 304,119 SH   DFND 6,2,1 159,219 0 144,900
TIER REIT INC COM NEW 88650V208 1,056 68,400 SH   DFND 6,2,1 59,200 0 9,200
TIME WARNER INC COM NEW 887317303 1,276 16,023 SH   DFND 2,1 14,618 0 1,405
TIME WARNER INC COM NEW 887317303 18,175 228,300 SH   DFND 6,2,1 143,200 0 85,100
TIVO CORP COM 88870P106 4,985 255,900 SH   DFND 6,2,1 127,900 0 128,000
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 7,355 7,500,000 PRN   DFND 2,1 7,500,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 25,170 566,899 SH   DFND 2,1 518,421 0 48,478
TORONTO DOMINION BK ONT COM NEW 891160509 54,687 1,231,700 SH   DFND 6,2,1 389,600 0 842,100
TRACTOR SUPPLY CO COM 892356106 483 7,168 SH   DFND 2,1 7,168 0 0
TRACTOR SUPPLY CO COM 892356106 3,448 51,200 SH   DFND 6,2,1 12,700 0 38,500
TRANS WORLD ENTMT CORP COM 89336Q100 84 24,254 SH   DFND 6,2,1 19,191 0 5,063
TRANSALTA CORP COM 89346D107 97 21,700 SH   DFND 6,2,1 0 0 21,700
TRANSCANADA CORP COM 89353D107 2,076 43,653 SH   DFND 2,1 36,603 0 7,050
TRANSCANADA CORP COM 89353D107 29,529 620,875 SH   DFND 6,2,1 182,200 0 438,675
TRANSUNION COM 89400J107 3,043 88,200 SH   DFND 6,2,1 65,700 0 22,500
TRAVELERS COMPANIES INC COM 89417E109 17,917 156,408 SH   DFND 2,1 92,672 0 63,736
TRAVELERS COMPANIES INC COM 89417E109 74,448 649,920 SH   DFND 6,2,1 565,060 0 84,860
TREEHOUSE FOODS INC COM 89469A104 9,460 108,500 SH   DFND 2,1 108,500 0 0
TRIMBLE NAVIGATION LTD COM 896239100 17,136 600,000 SH   DFND 2,1 600,000 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 8,365 7,000,000 PRN   DFND 2,1 7,000,000 0 0
TRIPADVISOR INC COM 896945201 3,980 63,000 SH   DFND 2,1 63,000 0 0
TUBEMOGUL INC COM 898570106 1,218 130,000 SH   DFND 2,1 130,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 78 1,200 SH   DFND 2,1 0 0 1,200
TUPPERWARE BRANDS CORP COM 899896104 301 4,600 SH   DFND 6,2,1 0 0 4,600
TWENTY FIRST CENTY FOX INC CL A 90130A101 264 10,897 SH   DFND 2,1 7,268 0 3,629
TWENTY FIRST CENTY FOX INC CL A 90130A101 13,074 539,800 SH   DFND 6,2,1 329,300 0 210,500
II VI INC COM 902104108 3,192 131,200 SH   DFND 6,2,1 69,000 0 62,200
TYSON FOODS INC CL A 902494103 18,733 250,882 SH   DFND 2,1 142,700 0 108,182
TYSON FOODS INC CL A 902494103 86,647 1,160,402 SH   DFND 6,2,1 814,982 0 345,420
UGI CORP NEW COM 902681105 190 4,200 SH   DFND 2,1 0 0 4,200
UGI CORP NEW COM 902681105 4,569 101,000 SH   DFND 6,2,1 12,100 0 88,900
US BANCORP DEL COM NEW 902973304 13,467 313,988 SH   DFND 2,1 306,988 0 7,000
US BANCORP DEL COM NEW 902973304 60,488 1,410,300 SH   DFND 6,2,1 548,600 0 861,700
U S SILICA HLDGS INC COM 90346E103 559 12,000 SH   DFND 2,1 12,000 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 95 400 SH   DFND 2,1 400 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 4,117 17,300 SH   DFND 6,2,1 5,900 0 11,400
ULTIMATE SOFTWARE GROUP INC COM 90385D107 50,533 247,236 SH   DFND 2,1 247,236 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 16,569 233,569 SH   DFND 2,1 233,569 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,071 94,619 SH   DFND 2,1 90,069 0 4,550
UMPQUA HLDGS CORP COM 904214103 7,611 505,700 SH   DFND 6,2,1 229,900 0 275,800
UNDER ARMOUR INC CL A 904311107 267 6,900 SH   DFND 6,2,1 0 0 6,900
UNDER ARMOUR INC CL C 904311206 9,532 281,500 SH   DFND 2,1 281,500 0 0
UNDER ARMOUR INC CL C 904311206 235 6,948 SH   DFND 6,2,1 0 0 6,948
UNION PAC CORP COM 907818108 60,459 619,900 SH   DFND 2,1 615,588 0 4,312
UNION PAC CORP COM 907818108 47,580 487,850 SH   DFND 6,2,1 229,950 0 257,900
UNITED NAT FOODS INC COM 911163103 2,503 62,500 SH   DFND 6,2,1 50,500 0 12,000
UNITED PARCEL SERVICE INC CL B 911312106 1,087 9,936 SH   DFND 2,1 9,936 0 0
UNITED PARCEL SERVICE INC CL B 911312106 49,617 453,700 SH   DFND 6,2,1 194,900 0 258,800
UNITED RENTALS INC COM 911363109 18,217 232,087 SH   DFND 2,1 223,418 0 8,669
UNITED STATES LIME & MINERAL COM 911922102 284 4,300 SH   DFND 6,2,1 900 0 3,400
UNITED TECHNOLOGIES CORP COM 913017109 20,142 198,248 SH   DFND 2,1 130,243 0 68,005
UNITED TECHNOLOGIES CORP COM 913017109 118,801 1,169,298 SH   DFND 6,2,1 760,817 0 408,481
UNITED THERAPEUTICS CORP DEL COM 91307C102 638 5,400 SH   DFND 6,2,1 0 0 5,400
UNITEDHEALTH GROUP INC COM 91324P102 73,193 522,805 SH   DFND 2,1 505,565 0 17,240
UNITEDHEALTH GROUP INC COM 91324P102 70,743 505,310 SH   DFND 6,2,1 262,160 0 243,150
UNIVERSAL CORP VA COM 913456109 3,976 68,300 SH   DFND 6,2,1 35,200 0 33,100
UNIVERSAL DISPLAY CORP COM 91347P105 5,512 99,300 SH   DFND 6,2,1 48,900 0 50,400
UNIVERSAL FST PRODS INC COM 913543104 5,772 58,600 SH   DFND 6,2,1 23,100 0 35,500
UNIVERSAL INS HLDGS INC COM 91359V107 1,996 79,200 SH   DFND 6,2,1 43,100 0 36,100
UNIVERSAL HLTH SVCS INC CL B 913903100 8,886 72,113 SH   DFND 2,1 72,113 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 739 6,000 SH   DFND 6,2,1 0 0 6,000
UNUM GROUP COM 91529Y106 385 10,900 SH   DFND 6,2,1 0 0 10,900
URBAN EDGE PPTYS COM 91704F104 9,616 341,734 SH   DFND 2,1 341,734 0 0
VCA INC COM 918194101 16,137 230,592 SH   DFND 2,1 230,592 0 0
V F CORP COM 918204108 14,222 253,740 SH   DFND 2,1 156,500 0 97,240
V F CORP COM 918204108 66,249 1,181,967 SH   DFND 6,2,1 820,180 0 361,787
VWR CORP COM 91843L103 221 7,800 SH   DFND 2,1 7,800 0 0
VWR CORP COM 91843L103 5,516 194,500 SH   DFND 6,2,1 157,800 0 36,700
VALEANT PHARMACEUTICALS INTL COM 91911K102 231 9,409 SH   DFND 2,1 6,836 0 2,573
VALEANT PHARMACEUTICALS INTL COM 91911K102 124 5,052 SH   DFND 6,2,1 4,752 0 300
VALE S A ADR REPSTG PFD 91912E204 215 45,600 SH   DFND 2,1 0 0 45,600
VALERO ENERGY CORP NEW COM 91913Y100 19,181 361,906 SH   DFND 2,1 209,922 0 151,984
VALERO ENERGY CORP NEW COM 91913Y100 83,576 1,576,914 SH   DFND 6,2,1 1,153,704 0 423,210
VANECK VECTORS ETF TR GLOBAL ALTER ETF 92189F502 223 4,169 SH   DFND 2,1 4,169 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,142 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 1,024 20,620 SH   DFND 5,4,2,1 20,620 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 3,639 64,930 SH   DFND 5,4,2,1 64,930 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 557 9,920 SH   DFND 5,4,2,1 9,920 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,567 201,100 SH   DFND 5,4,2,1 201,100 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 2,793 46,100 SH   DFND 5,4,2,1 46,100 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 32,786 672,800 SH   DFND 5,4,2,1 672,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 837 8,570 SH   DFND 5,4,2,1 8,570 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 55,418 460,400 SH   DFND 5,4,2,1 460,400 0 0
VANTIV INC CL A 92210H105 1,868 33,200 SH   DFND 2,1 33,200 0 0
VANTIV INC CL A 92210H105 2,791 49,600 SH   DFND 6,2,1 36,200 0 13,400
VARIAN MED SYS INC COM 92220P105 27,288 274,172 SH   DFND 2,1 246,672 0 27,500
VARIAN MED SYS INC COM 92220P105 36,368 365,400 SH   DFND 6,2,1 273,800 0 91,600
VEEVA SYS INC CL A COM 922475108 5,449 132,000 SH   DFND 2,1 132,000 0 0
VEEVA SYS INC CL A COM 922475108 161 3,900 SH   DFND 6,2,1 0 0 3,900
VENTAS INC COM 92276F100 8,293 117,413 SH   DFND 2,1 117,413 0 0
VENTAS INC COM 92276F100 452 6,400 SH   DFND 6,2,1 1,600 0 4,800
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,228 11,215 SH   DFND 2,1 11,215 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 52,951 565,900 SH   DFND 5,4,2,1 565,900 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 2,277 21,400 SH   DFND 5,4,2,1 21,400 0 0
VANGUARD INDEX FDS REIT ETF 922908553 556 6,410 SH   DFND 5,4,2,1 6,410 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 31,501 317,677 SH   DFND 5,4,2,1 317,677 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 85,903 765,012 SH   DFND 5,4,2,1 765,012 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 27,701 318,401 SH   DFND 5,4,2,1 318,401 0 0
VERA BRADLEY INC COM 92335C106 1,395 92,100 SH   DFND 6,2,1 61,100 0 31,000
VEREIT INC COM 92339V100 8,460 815,776 SH   DFND 2,1 511,148 0 304,628
VEREIT INC COM 92339V100 12,775 1,231,888 SH   DFND 6,2,1 1,191,588 0 40,300
VERISIGN INC COM 92343E102 3,896 49,800 SH   DFND 6,2,1 30,800 0 19,000
VERIZON COMMUNICATIONS INC COM 92343V104 21,829 419,957 SH   DFND 2,1 331,755 0 88,202
VERIZON COMMUNICATIONS INC COM 92343V104 87,352 1,680,500 SH   DFND 6,2,1 1,074,800 0 605,700
VERINT SYS INC COM 92343X100 151 4,010 SH   DFND 2,1 4,010 0 0
VERINT SYS INC COM 92343X100 508 13,500 SH   DFND 6,2,1 13,500 0 0
VERISK ANALYTICS INC COM 92345Y106 374 4,600 SH   DFND 2,1 4,600 0 0
VERISK ANALYTICS INC COM 92345Y106 25,278 311,000 SH   DFND 6,2,1 195,100 0 115,900
VERMILION ENERGY INC COM 923725105 746 19,250 SH   DFND 2,1 19,250 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 49,378 566,192 SH   DFND 2,1 566,192 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 122 1,400 SH   DFND 6,2,1 0 0 1,400
VIACOM INC NEW CL B 92553P201 11,842 310,823 SH   DFND 2,1 155,440 0 155,383
VIACOM INC NEW CL B 92553P201 49,205 1,291,463 SH   DFND 6,2,1 972,003 0 319,460
VISA INC COM CL A 92826C839 102,188 1,235,644 SH   DFND 2,1 1,210,361 0 25,283
VISA INC COM CL A 92826C839 83,874 1,014,191 SH   DFND 6,2,1 556,591 0 457,600
VISHAY INTERTECHNOLOGY INC COM 928298108 5,892 418,190 SH   DFND 6,2,1 202,200 0 215,990
VISHAY PRECISION GROUP INC COM 92835K103 595 37,122 SH   DFND 6,2,1 22,652 0 14,470
WI-LAN INC COM 928972108 180 116,800 SH   DFND 6,2,1 116,800 0 0
VORNADO RLTY TR SH BEN INT 929042109 149 1,471 SH   DFND 2,1 1,471 0 0
VORNADO RLTY TR SH BEN INT 929042109 344 3,400 SH   DFND 6,2,1 3,400 0 0
VULCAN MATLS CO COM 929160109 80 700 SH   DFND 2,1 700 0 0
VULCAN MATLS CO COM 929160109 4,356 38,300 SH   DFND 6,2,1 8,100 0 30,200
WEC ENERGY GROUP INC COM 92939U106 2,964 49,500 SH   DFND 6,2,1 8,800 0 40,700
WABASH NATL CORP COM 929566107 1,014 71,200 SH   DFND 6,2,1 0 0 71,200
WABTEC CORP COM 929740108 637 7,800 SH   DFND 6,2,1 0 0 7,800
WAL-MART STORES INC COM 931142103 4,852 67,283 SH   DFND 2,1 59,556 0 7,727
WAL-MART STORES INC COM 931142103 39,474 547,340 SH   DFND 6,2,1 326,700 0 220,640
WALGREENS BOOTS ALLIANCE INC COM 931427108 6,018 74,643 SH   DFND 2,1 73,034 0 1,609
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,658 144,600 SH   DFND 6,2,1 119,300 0 25,300
WASHINGTON PRIME GROUP NEW COM 93964W108 3,677 297,040 SH   DFND 6,2,1 129,430 0 167,610
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 12,673 407,237 SH   DFND 2,1 407,237 0 0
WASTE CONNECTIONS INC COM 94106B101 187 2,500 SH   DFND 2,1 2,500 0 0
WASTE CONNECTIONS INC COM 94106B101 6,831 91,444 SH   DFND 6,2,1 29,344 0 62,100
WASTE MGMT INC DEL COM 94106L109 640 10,030 SH   DFND 2,1 10,030 0 0
WASTE MGMT INC DEL COM 94106L109 23,598 370,100 SH   DFND 6,2,1 100,100 0 270,000
WATERS CORP COM 941848103 111 700 SH   DFND 2,1 700 0 0
WATERS CORP COM 941848103 7,782 49,100 SH   DFND 6,2,1 9,100 0 40,000
WEB COM GROUP INC COM 94733A104 2,216 128,300 SH   DFND 6,2,1 61,400 0 66,900
WELLPOINT INC NOTE 2.750%10/1 94973VBG1 32,223 18,400,000 PRN   DFND 2,1 3,000,000 0 15,400,000
WELLS FARGO & CO NEW COM 949746101 35,659 805,302 SH   DFND 2,1 697,233 0 108,069
WELLS FARGO & CO NEW COM 949746101 56,195 1,269,090 SH   DFND 6,2,1 1,137,590 0 131,500
WELLTOWER INC COM 95040Q104 2,238 29,927 SH   DFND 2,1 29,927 0 0
WELLTOWER INC COM 95040Q104 269 3,600 SH   DFND 6,2,1 1,500 0 2,100
WESBANCO INC COM 950810101 302 9,177 SH   DFND 6,2,1 9,177 0 0
WEST MARINE INC COM 954235107 655 79,223 SH   DFND 6,2,1 67,963 0 11,260
WESTERN DIGITAL CORP COM 958102105 2,362 40,400 SH   DFND 6,2,1 6,800 0 33,600
WESTERN UN CO COM 959802109 11,428 548,913 SH   DFND 2,1 298,952 0 249,961
WESTERN UN CO COM 959802109 51,748 2,485,513 SH   DFND 6,2,1 1,771,513 0 714,000
WESTLAKE CHEM CORP COM 960413102 2,199 41,100 SH   DFND 6,2,1 33,800 0 7,300
WHIRLPOOL CORP COM 963320106 15,275 94,200 SH   DFND 6,2,1 82,900 0 11,300
WHITESTONE REIT COM 966084204 989 71,229 SH   DFND 6,2,1 44,129 0 27,100
WHITEWAVE FOODS CO COM 966244105 1,117 20,524 SH   DFND 2,1 20,524 0 0
WHITING PETE CORP NEW COM 966387102 307 35,100 SH   DFND 6,2,1 35,100 0 0
WILLIAMS COS INC DEL COM 969457100 715 23,273 SH   DFND 2,1 21,583 0 1,690
WILLIAMS COS INC DEL COM 969457100 138 4,500 SH   DFND 6,2,1 0 0 4,500
WISDOMTREE TR FUTRE STRAT FD 97717W125 1,260 29,940 SH   DFND 5,4,2,1 29,940 0 0
WORKDAY INC CL A 98138H101 7,656 83,500 SH   DFND 2,1 83,500 0 0
WORLD FUEL SVCS CORP COM 981475106 227 4,914 SH   DFND 2,1 4,914 0 0
WPX ENERGY INC COM 98212B103 344 26,100 SH   DFND 6,2,1 0 0 26,100
WYNDHAM WORLDWIDE CORP COM 98310W108 9,224 137,000 SH   DFND 6,2,1 124,200 0 12,800
XO GROUP INC COM 983772104 1,622 83,900 SH   DFND 6,2,1 49,800 0 34,100
XCEL ENERGY INC COM 98389B100 778 18,900 SH   DFND 2,1 9,400 0 9,500
XCEL ENERGY INC COM 98389B100 46,048 1,119,300 SH   DFND 6,2,1 634,600 0 484,700
XILINX INC COM 983919101 87 1,600 SH   DFND 2,1 1,600 0 0
XILINX INC COM 983919101 6,581 121,100 SH   DFND 6,2,1 34,500 0 86,600
XILINX INC NOTE 2.625% 6/1 983919AF8 41,388 22,000,000 PRN   DFND 2,1 4,000,000 0 18,000,000
XENIA HOTELS & RESORTS INC COM 984017103 2,310 152,150 SH   DFND 6,2,1 138,330 0 13,820
XEROX CORP COM 984121103 11,255 1,111,044 SH   DFND 2,1 607,001 0 504,043
XEROX CORP COM 984121103 49,085 4,845,524 SH   DFND 6,2,1 3,657,984 0 1,187,540
YAHOO INC COM 984332106 430 9,970 SH   DFND 2,1 8,524 0 1,446
YAHOO INC COM 984332106 5,926 137,500 SH   DFND 6,2,1 126,800 0 10,700
YAMANA GOLD INC COM 98462Y100 604 140,200 SH   DFND 2,1 124,800 0 15,400
YAMANA GOLD INC COM 98462Y100 1,925 446,700 SH   DFND 6,2,1 354,200 0 92,500
YELP INC CL A 985817105 4,087 98,000 SH   DFND 6,2,1 50,200 0 47,800
YUM BRANDS INC COM 988498101 965 10,631 SH   DFND 2,1 6,046 0 4,585
YUM BRANDS INC COM 988498101 21,549 237,300 SH   DFND 6,2,1 117,300 0 120,000
ZELTIQ AESTHETICS INC COM 98933Q108 9,962 254,000 SH   DFND 2,1 254,000 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 25,081 192,898 SH   DFND 2,1 192,898 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 11,455 88,100 SH   DFND 6,2,1 22,600 0 65,500
ZIONS BANCORPORATION COM 989701107 17,946 578,514 SH   DFND 6,2,1 463,500 0 115,014
ZOETIS INC CL A 98978V103 312 6,000 SH   DFND 2,1 6,000 0 0
ZOETIS INC CL A 98978V103 9,778 188,000 SH   DFND 6,2,1 58,400 0 129,600
EURONAV NV ANTWERPEN SHS B38564108 903 118,356 SH   DFND 2,1 0 0 118,356
DEUTSCHE BANK AG NAMEN AKT D18190898 4,832 369,123 SH   DFND 2,1 338,979 0 30,144
DEUTSCHE BANK AG NAMEN AKT D18190898 321 24,500 SH   DFND 6,2,1 8,800 0 15,700
ALLERGAN PLC SHS G0177J108 80,533 349,674 SH   DFND 2,1 349,242 0 432
ALLERGAN PLC SHS G0177J108 14,210 61,700 SH   DFND 6,2,1 58,500 0 3,200
AMDOCS LTD SHS G02602103 9,165 158,432 SH   DFND 2,1 81,783 0 76,649
AMDOCS LTD SHS G02602103 25,861 447,032 SH   DFND 6,2,1 315,632 0 131,400
AON PLC SHS CL A G0408V102 3,306 29,393 SH   DFND 2,1 29,393 0 0
AON PLC SHS CL A G0408V102 6,510 57,870 SH   DFND 6,2,1 53,970 0 3,900
ARCH CAP GROUP LTD ORD G0450A105 119 1,500 SH   DFND 2,1 1,500 0 0
ARCH CAP GROUP LTD ORD G0450A105 452 5,700 SH   DFND 6,2,1 5,700 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 821 17,630 SH   DFND 6,2,1 0 0 17,630
ASSURED GUARANTY LTD COM G0585R106 4,038 145,505 SH   DFND 2,1 83,040 0 62,465
ASSURED GUARANTY LTD COM G0585R106 18,132 653,405 SH   DFND 6,2,1 424,605 0 228,800
ATLASSIAN CORP PLC CL A G06242104 2,098 70,000 SH   DFND 2,1 70,000 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 4,982 91,700 SH   DFND 6,2,1 21,000 0 70,700
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15,249 124,819 SH   DFND 2,1 123,521 0 1,298
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 40,695 333,100 SH   DFND 6,2,1 156,800 0 176,300
BUNGE LIMITED COM G16962105 207 3,500 SH   DFND 2,1 0 0 3,500
BUNGE LIMITED COM G16962105 5,546 93,640 SH   DFND 6,2,1 20,920 0 72,720
CREDICORP LTD COM G2519Y108 11,210 73,641 SH   DFND 2,1 61,862 0 11,779
CREDICORP LTD COM G2519Y108 46 300 SH   DFND 6,2,1 300 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 7,513 188,305 SH   DFND 2,1 132,613 0 55,692
COCA COLA EUROPEAN PARTNERS SHS G25839104 26,164 655,750 SH   DFND 6,2,1 422,444 0 233,306
DELPHI AUTOMOTIVE PLC SHS G27823106 24,428 342,513 SH   DFND 2,1 342,513 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 11,789 165,300 SH   DFND 6,2,1 44,500 0 120,800
EATON CORP PLC SHS G29183103 60 912 SH   DFND 2,1 0 0 912
EATON CORP PLC SHS G29183103 9,630 146,550 SH   DFND 6,2,1 80,950 0 65,600
EVEREST RE GROUP LTD COM G3223R108 1,218 6,410 SH   DFND 2,1 5,790 0 620
EVEREST RE GROUP LTD COM G3223R108 19,846 104,470 SH   DFND 6,2,1 69,090 0 35,380
WEATHERFORD INTL PLC ORD SHS G48833100 284 50,496 SH   DFND 2,1 50,496 0 0
INVESCO LTD SHS G491BT108 1,642 52,500 SH   DFND 6,2,1 8,400 0 44,100
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,556 62,200 SH   DFND 2,1 62,200 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,638 35,206 SH   DFND 2,1 33,049 0 2,157
JOHNSON CTLS INTL PLC SHS G51502105 18,100 389,000 SH   DFND 6,2,1 222,800 0 166,200
KOSMOS ENERGY LTD SHS G5315B107 160 25,000 SH   DFND 2,1 25,000 0 0
LAZARD LTD SHS A G54050102 421 11,578 SH   DFND 2,1 11,578 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 233 6,807 SH   DFND 2,1 6,807 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 281 8,215 SH   DFND 6,2,1 1,815 0 6,400
LIBERTY GLOBAL PLC SHS CL C G5480U120 766 23,172 SH   DFND 2,1 21,281 0 1,891
LIBERTY GLOBAL PLC SHS CL C G5480U120 86 2,600 SH   DFND 6,2,1 500 0 2,100
LUXOFT HLDG INC ORD SHS CL A G57279104 13,980 264,521 SH   DFND 2,1 229,160 0 35,361
MAIDEN HOLDINGS LTD SHS G5753U112 773 60,900 SH   DFND 6,2,1 23,300 0 37,600
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,778 134,000 SH   DFND 2,1 134,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,579 420,400 SH   DFND 6,2,1 240,000 0 180,400
MEDTRONIC PLC SHS G5960L103 34,692 401,531 SH   DFND 2,1 390,751 0 10,780
MEDTRONIC PLC SHS G5960L103 69,351 802,674 SH   DFND 6,2,1 397,674 0 405,000
MICHAEL KORS HLDGS LTD SHS G60754101 416 8,900 SH   DFND 2,1 8,900 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 13,658 291,900 SH   DFND 6,2,1 228,900 0 63,000
NABORS INDUSTRIES LTD SHS G6359F103 246 20,199 SH   DFND 2,1 20,199 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 7,955 211,000 SH   DFND 2,1 211,000 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7,584 603,803 SH   DFND 2,1 603,803 0 0
PROTHENA CORP PLC SHS G72800108 9,210 153,571 SH   DFND 2,1 153,571 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 2,197 57,000 SH   DFND 2,1 57,000 0 0
PENTAIR PLC SHS G7S00T104 11,918 185,528 SH   DFND 2,1 98,200 0 87,328
PENTAIR PLC SHS G7S00T104 52,858 822,828 SH   DFND 6,2,1 589,728 0 233,100
STERIS PLC SHS USD G84720104 787 10,770 SH   DFND 2,1 10,770 0 0
THERAVANCE BIOPHARMA INC COM G8807B106 502 13,841 SH   DFND 6,2,1 0 0 13,841
THIRD PT REINS LTD COM G8827U100 1,801 150,100 SH   DFND 6,2,1 72,300 0 77,800
WILLIS TOWERS WATSON PUB LTD SHS G96629103 828 6,240 SH   DFND 2,1 2,540 0 3,700
WILLIS TOWERS WATSON PUB LTD SHS G96629103 21,372 160,970 SH   DFND 6,2,1 145,520 0 15,450
CHUBB LIMITED COM H1467J104 1,031 8,207 SH   DFND 2,1 5,236 0 2,971
CHUBB LIMITED COM H1467J104 10,881 86,600 SH   DFND 6,2,1 80,600 0 6,000
UBS GROUP AG SHS H42097107 99,616 7,313,978 SH   DFND 2,1 3,933,589 0 3,380,389
UBS GROUP AG SHS H42097107 7,868 577,700 SH   DFND 6,2,1 93,900 0 483,800
LOGITECH INTL S A SHS H50430232 2,093 93,200 SH   DFND 2,1 93,200 0 0
LOGITECH INTL S A SHS H50430232 795 35,400 SH   DFND 6,2,1 1,800 0 33,600
GLOBANT S A COM L44385109 4,102 97,391 SH   DFND 2,1 97,391 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,713 47,844 SH   DFND 2,1 43,514 0 4,330
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,250 16,100 SH   DFND 6,2,1 9,000 0 7,100
FOAMIX PHARMACEUTICALS LTD SHS M46135105 6,416 692,835 SH   DFND 2,1 692,835 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 15,267 353,000 SH   DFND 2,1 353,000 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 436 71,600 SH   DFND 6,2,1 63,700 0 7,900
RADWARE LTD ORD M81873107 3,559 259,000 SH   DFND 2,1 259,000 0 0
STRATASYS LTD SHS M85548101 8,913 370,000 SH   DFND 2,1 370,000 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 987 65,000 SH   DFND 6,2,1 7,000 0 58,000
CIMPRESS N V SHS EURO N20146101 718 7,100 SH   DFND 2,1 7,100 0 0
CNH INDL N V SHS N20944109 131,254 18,179,208 SH   DFND 2,1 16,393,917 0 1,785,291
FERRARI N V COM N3167Y103 1,240 23,915 SH   DFND 2,1 17,056 0 6,859
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 8,768 1,369,963 SH   DFND 2,1 1,301,331 0 68,632
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 17,028 400,000 SH   DFND 2,1 400,000 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 26,474 328,216 SH   DFND 2,1 253,706 0 74,510
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 76,377 946,900 SH   DFND 6,2,1 709,800 0 237,100
MYLAN N V SHS EURO N59465109 1,914 50,200 SH   DFND 6,2,1 0 0 50,200
NXP SEMICONDUCTORS N V COM N6596X109 64,682 634,074 SH   DFND 2,1 631,356 0 2,718
ORTHOFIX INTL N V COM N6748L102 2,039 47,670 SH   DFND 6,2,1 21,870 0 25,800
QIAGEN NV REG SHS N72482107 22,058 803,853 SH   DFND 2,1 803,853 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 15,124 390,000 SH   DFND 2,1 390,000 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 198 5,100 SH   DFND 6,2,1 5,100 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 10,803 440,380 SH   DFND 2,1 440,380 0 0
YANDEX N V SHS CLASS A N97284108 632 30,000 SH   DFND 2,1 30,000 0 0
COPA HOLDINGS SA CL A P31076105 5,434 61,797 SH   DFND 2,1 52,760 0 9,037
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 46,239 616,931 SH   DFND 2,1 616,931 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 989 13,200 SH   DFND 6,2,1 0 0 13,200
BROADCOM LTD SHS Y09827109 7,579 43,934 SH   DFND 2,1 43,338 0 596
BROADCOM LTD SHS Y09827109 13,664 79,200 SH   DFND 6,2,1 56,100 0 23,100
FLEX LTD ORD Y2573F102 10,784 791,810 SH   DFND 6,2,1 351,200 0 440,610
TEEKAY TANKERS LTD CL A Y8565N102 81 32,114 SH   DFND 2,1 30,714 0 1,400
TEEKAY TANKERS LTD CL A Y8565N102 4 1,400 SH   DFND 6,2,1 0 0 1,400