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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AFLAC INC COM 001055102 188 2,700 SH   DFND 2,1 2,700 0 0
AFLAC INC COM 001055102 1,189 17,090 SH   DFND 6,2,1 9,800 0 7,290
AGCO CORP COM 001084102 7,319 126,496 SH   DFND 6,2,1 59,436 0 67,060
AES CORP COM 00130H105 4,338 373,300 SH   DFND 6,2,1 124,200 0 249,100
AMC ENTMT HLDGS INC CL A COM 00165C104 259 7,707 SH   DFND 2,1 7,707 0 0
AT&T INC COM 00206R102 8,914 209,592 SH   DFND 2,1 96,312 0 113,280
AT&T INC COM 00206R102 107,060 2,517,280 SH   DFND 6,2,1 1,594,840 0 922,440
AVX CORP NEW COM 002444107 219 14,000 SH   DFND 6,2,1 0 0 14,000
AZZ INC COM 002474104 1,994 31,200 SH   DFND 6,2,1 6,900 0 24,300
ABBOTT LABS COM 002824100 2,318 60,360 SH   DFND 2,1 3,300 0 57,060
ABBOTT LABS COM 002824100 60,184 1,566,880 SH   DFND 6,2,1 1,306,580 0 260,300
ABBVIE INC COM 00287Y109 51,576 823,641 SH   DFND 2,1 666,376 0 157,265
ABBVIE INC COM 00287Y109 122,068 1,949,341 SH   DFND 6,2,1 1,361,841 0 587,500
ABERCROMBIE & FITCH CO CL A 002896207 211 17,600 SH   DFND 6,2,1 0 0 17,600
ABIOMED INC COM 003654100 4,606 40,880 SH   DFND 6,2,1 19,880 0 21,000
ACADIA PHARMACEUTICALS INC COM 004225108 4,891 169,575 SH   DFND 2,1 169,575 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 9,968 305,030 SH   DFND 2,1 305,030 0 0
ACHAOGEN INC COM 004449104 3,487 267,844 SH   DFND 2,1 267,844 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 3,497 846,611 SH   DFND 2,1 846,611 0 0
ACI WORLDWIDE INC COM 004498101 465 25,614 SH   DFND 2,1 25,614 0 0
ACTIVISION BLIZZARD INC COM 00507V109 15,186 420,549 SH   DFND 2,1 420,549 0 0
ACTIVISION BLIZZARD INC COM 00507V109 1,091 30,200 SH   DFND 6,2,1 1,800 0 28,400
ACUITY BRANDS INC COM 00508Y102 8,888 38,500 SH   DFND 2,1 38,500 0 0
ACUITY BRANDS INC COM 00508Y102 115 500 SH   DFND 6,2,1 500 0 0
ADOBE SYS INC COM 00724F101 24,976 242,603 SH   DFND 2,1 241,301 0 1,302
ADOBE SYS INC COM 00724F101 19,262 187,100 SH   DFND 6,2,1 99,400 0 87,700
ADVANCE AUTO PARTS INC COM 00751Y106 904 5,345 SH   DFND 2,1 5,345 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,924 23,200 SH   DFND 6,2,1 4,500 0 18,700
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 358 71,000 SH   DFND 2,1 0 0 71,000
ADVISORY BRD CO COM 00762W107 919 27,640 SH   DFND 2,1 27,640 0 0
AEGION CORP COM 00770F104 313 13,200 SH   DFND 6,2,1 1,400 0 11,800
ADVANCED ENERGY INDS COM 007973100 2,475 45,200 SH   DFND 6,2,1 5,400 0 39,800
AETNA INC NEW COM 00817Y108 16,312 131,534 SH   DFND 2,1 130,399 0 1,135
AETNA INC NEW COM 00817Y108 15,205 122,610 SH   DFND 6,2,1 64,510 0 58,100
AFFILIATED MANAGERS GROUP COM 008252108 10,302 70,900 SH   DFND 2,1 70,900 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 656 14,405 SH   DFND 2,1 11,647 0 2,758
AGNICO EAGLE MINES LTD COM 008474108 2,437 58,015 SH   DFND 2,1 58,015 0 0
AGNICO EAGLE MINES LTD COM 008474108 80 1,900 SH   DFND 6,2,1 600 0 1,300
AGIOS PHARMACEUTICALS INC COM 00847X104 2,765 66,251 SH   DFND 2,1 66,251 0 0
AGRIUM INC COM 008916108 1,323 13,161 SH   DFND 2,1 9,461 0 3,700
AGRIUM INC COM 008916108 2,665 26,500 SH   DFND 6,2,1 9,500 0 17,000
AIR PRODS & CHEMS INC COM 009158106 1,200 8,342 SH   DFND 2,1 7,369 0 973
AIR PRODS & CHEMS INC COM 009158106 5,019 34,900 SH   DFND 6,2,1 32,300 0 2,600
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 10,381 10,000,000 PRN   DFND 2,1 10,000,000 0 0
ALAMO GROUP INC COM 011311107 327 4,300 SH   DFND 6,2,1 4,300 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 5,549 266,758 SH   DFND 2,1 266,758 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,439 12,949 SH   DFND 2,1 12,949 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 112,903 922,784 SH   DFND 2,1 922,502 0 282
ALEXION PHARMACEUTICALS INC COM 015351109 318 2,600 SH   DFND 6,2,1 500 0 2,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 48,480 552,096 SH   DFND 2,1 418,912 0 133,184
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 22,256 253,462 SH   DFND 6,2,1 222,930 0 30,532
ALIGN TECHNOLOGY INC COM 016255101 8,459 88,000 SH   DFND 2,1 88,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 3,422 35,600 SH   DFND 6,2,1 14,500 0 21,100
ALLIANCE DATA SYSTEMS CORP COM 018581108 48,182 210,861 SH   DFND 2,1 210,861 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 5,644 24,700 SH   DFND 6,2,1 6,100 0 18,600
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,386 429,600 SH   DFND 6,2,1 224,400 0 205,200
ALLSTATE CORP COM 020002101 393 5,300 SH   DFND 2,1 5,300 0 0
ALLSTATE CORP COM 020002101 1,786 24,100 SH   DFND 6,2,1 19,800 0 4,300
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,798 128,162 SH   DFND 2,1 128,162 0 0
ALPHABET INC CAP STK CL C 02079K107 189,360 245,342 SH   DFND 2,1 243,445 0 1,897
ALPHABET INC CAP STK CL C 02079K107 4,626 5,994 SH   DFND 6,2,1 3,785 0 2,209
ALPHABET INC CAP STK CL A 02079K305 43,758 55,218 SH   DFND 2,1 31,463 0 23,755
ALPHABET INC CAP STK CL A 02079K305 227,346 286,890 SH   DFND 6,2,1 213,470 0 73,420
ALTRIA GROUP INC COM 02209S103 13,600 201,123 SH   DFND 2,1 54,205 0 146,918
ALTRIA GROUP INC COM 02209S103 101,564 1,501,983 SH   DFND 6,2,1 1,382,583 0 119,400
AMAZON COM INC COM 023135106 106,247 141,687 SH   DFND 2,1 134,202 0 7,485
AMAZON COM INC COM 023135106 82,398 109,883 SH   DFND 6,2,1 88,583 0 21,300
AMBEV SA SPONSORED ADR 02319V103 5,186 1,056,220 SH   DFND 2,1 1,017,420 0 38,800
AMEREN CORP COM 023608102 100 1,900 SH   DFND 2,1 1,900 0 0
AMEREN CORP COM 023608102 477 9,100 SH   DFND 6,2,1 7,900 0 1,200
AMERICAN AIRLS GROUP INC COM 02376R102 6,230 133,437 SH   DFND 2,1 30,537 0 102,900
AMERICAN AIRLS GROUP INC COM 02376R102 57,252 1,226,210 SH   DFND 6,2,1 981,710 0 244,500
AMERICAN AXLE & MFG HLDGS IN COM 024061103 195 10,100 SH   DFND 6,2,1 0 0 10,100
AMERICAN ELEC PWR INC COM 025537101 460 7,300 SH   DFND 2,1 7,300 0 0
AMERICAN ELEC PWR INC COM 025537101 5,729 91,000 SH   DFND 6,2,1 84,900 0 6,100
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 215 14,197 SH   DFND 2,1 14,197 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,390 91,600 SH   DFND 6,2,1 37,000 0 54,600
AMERICAN EXPRESS CO COM 025816109 55,912 754,750 SH   DFND 2,1 624,524 0 130,226
AMERICAN EXPRESS CO COM 025816109 126,343 1,705,500 SH   DFND 6,2,1 1,090,600 0 614,900
AMERICAN HOMES 4 RENT CL A 02665T306 8,878 423,172 SH   DFND 2,1 423,172 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,753 274,200 SH   DFND 6,2,1 120,900 0 153,300
AMERICAN INTL GROUP INC COM NEW 026874784 1,867 28,592 SH   DFND 2,1 26,744 0 1,848
AMERICAN INTL GROUP INC COM NEW 026874784 13,271 203,200 SH   DFND 6,2,1 187,400 0 15,800
AMERICAN TOWER CORP NEW COM 03027X100 49,248 466,012 SH   DFND 2,1 458,688 0 7,324
AMERICAN TOWER CORP NEW COM 03027X100 11,403 107,900 SH   DFND 6,2,1 103,000 0 4,900
AMERICAN WTR WKS CO INC NEW COM 030420103 347 4,790 SH   DFND 2,1 4,790 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,896 164,400 SH   DFND 6,2,1 39,400 0 125,000
AMERISOURCEBERGEN CORP COM 03073E105 6,688 85,536 SH   DFND 2,1 85,536 0 0
AMERIPRISE FINL INC COM 03076C106 3,495 31,500 SH   DFND 6,2,1 8,100 0 23,400
AMGEN INC COM 031162100 65,752 449,709 SH   DFND 2,1 395,172 0 54,537
AMGEN INC COM 031162100 110,216 753,820 SH   DFND 6,2,1 415,770 0 338,050
AMICUS THERAPEUTICS INC COM 03152W109 10,777 2,168,322 SH   DFND 2,1 2,168,322 0 0
AMKOR TECHNOLOGY INC COM 031652100 3,820 362,080 SH   DFND 6,2,1 190,700 0 171,380
AMPHENOL CORP NEW CL A 032095101 403 6,000 SH   DFND 2,1 6,000 0 0
AMPHENOL CORP NEW CL A 032095101 12,869 191,500 SH   DFND 6,2,1 55,100 0 136,400
AMTRUST FINL SVCS INC COM 032359309 956 34,900 SH   DFND 6,2,1 5,100 0 29,800
ANADARKO PETE CORP COM 032511107 3,647 52,305 SH   DFND 2,1 50,992 0 1,313
ANADARKO PETE CORP COM 032511107 6,262 89,800 SH   DFND 6,2,1 82,800 0 7,000
ANALOG DEVICES INC COM 032654105 261 3,600 SH   DFND 2,1 3,600 0 0
ANALOG DEVICES INC COM 032654105 8,068 111,100 SH   DFND 6,2,1 29,400 0 81,700
ANGIODYNAMICS INC COM 03475V101 2,144 127,060 SH   DFND 6,2,1 62,260 0 64,800
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 316 30,079 SH   DFND 2,1 0 0 30,079
ANIXTER INTL INC COM 035290105 1,378 17,000 SH   DFND 6,2,1 11,700 0 5,300
ANNALY CAP MGMT INC COM 035710409 154 15,400 SH   DFND 6,2,1 15,400 0 0
ANTHEM INC COM 036752103 16,781 116,724 SH   DFND 2,1 116,443 0 281
ANTHEM INC COM 036752103 12,666 88,100 SH   DFND 6,2,1 48,800 0 39,300
APACHE CORP COM 037411105 1,395 21,986 SH   DFND 2,1 21,986 0 0
APACHE CORP COM 037411105 394 6,200 SH   DFND 6,2,1 1,200 0 5,000
APARTMENT INVT & MGMT CO CL A 03748R101 5,120 112,654 SH   DFND 2,1 112,654 0 0
APPLE INC COM 037833100 208,229 1,797,870 SH   DFND 2,1 1,668,415 0 129,455
APPLE INC COM 037833100 240,315 2,074,900 SH   DFND 6,2,1 1,505,600 0 569,300
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 296 14,800 SH   DFND 2,1 0 0 14,800
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 3,095 154,900 SH   DFND 6,2,1 138,400 0 16,500
APPLIED MATLS INC COM 038222105 6,402 198,400 SH   DFND 2,1 188,100 0 10,300
APPLIED MATLS INC COM 038222105 49,241 1,525,900 SH   DFND 6,2,1 1,286,800 0 239,100
ARAMARK COM 03852U106 3,764 105,389 SH   DFND 2,1 8,400 0 96,989
ARAMARK COM 03852U106 22,060 617,589 SH   DFND 6,2,1 312,289 0 305,300
ARBUTUS BIOPHARMA CORP COM 03879J100 1,980 808,018 SH   DFND 2,1 808,018 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,350 117,200 SH   DFND 6,2,1 21,700 0 95,500
ARENA PHARMACEUTICALS INC COM 040047102 53 37,400 SH   DFND 6,2,1 0 0 37,400
ARISTA NETWORKS INC COM 040413106 5,709 59,000 SH   DFND 2,1 59,000 0 0
ARRAY BIOPHARMA INC COM 04269X105 7,737 880,223 SH   DFND 2,1 880,223 0 0
ARROW ELECTRS INC COM 042735100 13,807 193,640 SH   DFND 6,2,1 83,300 0 110,340
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 2,477 83,255 SH   DFND 6,2,1 46,200 0 37,055
ASSOCIATED BANC CORP COM 045487105 771 31,200 SH   DFND 6,2,1 0 0 31,200
ATMOS ENERGY CORP COM 049560105 185 2,500 SH   DFND 2,1 0 0 2,500
ATMOS ENERGY CORP COM 049560105 8,684 117,110 SH   DFND 6,2,1 19,950 0 97,160
AUTOBYTEL INC COM NEW 05275N205 193 14,366 SH   DFND 6,2,1 14,366 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 6,640 64,604 SH   DFND 2,1 10,004 0 54,600
AUTOMATIC DATA PROCESSING IN COM 053015103 83,529 812,700 SH   DFND 6,2,1 446,900 0 365,800
AUTONATION INC COM 05329W102 297 6,100 SH   DFND 6,2,1 0 0 6,100
AUTOZONE INC COM 053332102 9,616 12,175 SH   DFND 2,1 1,700 0 10,475
AUTOZONE INC COM 053332102 96,086 121,660 SH   DFND 6,2,1 69,800 0 51,860
AVALONBAY CMNTYS INC COM 053484101 14,297 80,704 SH   DFND 2,1 80,704 0 0
AVALONBAY CMNTYS INC COM 053484101 2,321 13,100 SH   DFND 6,2,1 3,500 0 9,600
AVERY DENNISON CORP COM 053611109 13,672 194,700 SH   DFND 6,2,1 188,100 0 6,600
AVID TECHNOLOGY INC COM 05367P100 739 167,900 SH   DFND 6,2,1 115,100 0 52,800
AVNET INC COM 053807103 11,503 241,600 SH   DFND 6,2,1 106,000 0 135,600
AVON PRODS INC COM 054303102 90 17,800 SH   DFND 2,1 0 0 17,800
AVON PRODS INC COM 054303102 5,858 1,162,360 SH   DFND 6,2,1 562,370 0 599,990
BB&T CORP COM 054937107 240 5,100 SH   DFND 2,1 5,100 0 0
BB&T CORP COM 054937107 19,574 416,300 SH   DFND 6,2,1 200,000 0 216,300
BOFI HLDG INC COM 05566U108 3,689 129,200 SH   DFND 6,2,1 66,300 0 62,900
BAIDU INC SPON ADR REP A 056752108 58,927 358,417 SH   DFND 2,1 311,610 0 46,807
BAIDU INC SPON ADR REP A 056752108 11,444 69,604 SH   DFND 6,2,1 60,916 0 8,688
BAKER HUGHES INC COM 057224107 29 450 SH   DFND 2,1 0 0 450
BAKER HUGHES INC COM 057224107 195 3,000 SH   DFND 6,2,1 1,300 0 1,700
BALL CORP COM 058498106 98 1,300 SH   DFND 2,1 1,300 0 0
BALL CORP COM 058498106 5,908 78,700 SH   DFND 6,2,1 16,900 0 61,800
BANCO BRADESCO S A SP ADR PFD NEW 059460303 627 72,025 SH   DFND 2,1 40,785 0 31,240
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,187 54,281 SH   DFND 2,1 54,281 0 0
BANC OF CALIFORNIA INC COM 05990K106 1,114 64,200 SH   DFND 6,2,1 19,900 0 44,300
BANK AMER CORP COM 060505104 8,775 397,037 SH   DFND 2,1 104,494 0 292,543
BANK AMER CORP COM 060505104 98,210 4,443,900 SH   DFND 6,2,1 3,389,900 0 1,054,000
BANK MONTREAL QUE COM 063671101 5,049 70,200 SH   DFND 2,1 24,800 0 45,400
BANK MONTREAL QUE COM 063671101 53,739 747,200 SH   DFND 6,2,1 262,400 0 484,800
BANK OF THE OZARKS INC COM 063904106 4,437 84,369 SH   DFND 2,1 84,369 0 0
BANK OF THE OZARKS INC COM 063904106 1,430 27,200 SH   DFND 6,2,1 10,900 0 16,300
BANK NEW YORK MELLON CORP COM 064058100 180 3,806 SH   DFND 2,1 1,388 0 2,418
BANK NEW YORK MELLON CORP COM 064058100 20,065 423,500 SH   DFND 6,2,1 199,100 0 224,400
BANK N S HALIFAX COM 064149107 2,092 37,565 SH   DFND 2,1 9,400 0 28,165
BANK N S HALIFAX COM 064149107 29,015 521,100 SH   DFND 6,2,1 180,900 0 340,200
BANKRATE INC DEL COM 06647F102 2,367 214,200 SH   DFND 6,2,1 122,800 0 91,400
BARD C R INC COM 067383109 2,583 11,496 SH   DFND 2,1 11,496 0 0
BARD C R INC COM 067383109 8,649 38,500 SH   DFND 6,2,1 7,900 0 30,600
BARRICK GOLD CORP COM 067901108 3,978 248,924 SH   DFND 2,1 244,224 0 4,700
BARRICK GOLD CORP COM 067901108 1,315 82,300 SH   DFND 6,2,1 19,800 0 62,500
BAXTER INTL INC COM 071813109 837 18,866 SH   DFND 2,1 17,617 0 1,249
BAXTER INTL INC COM 071813109 10,952 247,000 SH   DFND 6,2,1 83,500 0 163,500
BECTON DICKINSON & CO COM 075887109 39,035 235,787 SH   DFND 2,1 235,787 0 0
BECTON DICKINSON & CO COM 075887109 25,978 156,920 SH   DFND 6,2,1 64,300 0 92,620
BED BATH & BEYOND INC COM 075896100 13,736 338,000 SH   DFND 6,2,1 297,000 0 41,000
BEL FUSE INC CL B 077347300 488 15,800 SH   DFND 6,2,1 10,880 0 4,920
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 12,945 79,427 SH   DFND 2,1 56,173 0 23,254
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 131,623 807,600 SH   DFND 6,2,1 499,200 0 308,400
BERKSHIRE HILLS BANCORP INC COM 084680107 2,944 79,900 SH   DFND 6,2,1 39,300 0 40,600
BEST BUY INC COM 086516101 5,722 134,093 SH   DFND 2,1 7,700 0 126,393
BEST BUY INC COM 086516101 40,593 951,322 SH   DFND 6,2,1 767,322 0 184,000
BIG LOTS INC COM 089302103 5,970 118,900 SH   DFND 6,2,1 51,000 0 67,900
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,863 420,849 SH   DFND 2,1 420,849 0 0
BIOGEN INC COM 09062X103 93,565 329,942 SH   DFND 2,1 325,567 0 4,375
BIOGEN INC COM 09062X103 32,924 116,100 SH   DFND 6,2,1 52,000 0 64,100
BLACK BOX CORP DEL COM 091826107 878 57,600 SH   DFND 6,2,1 17,900 0 39,700
BLACK DIAMOND INC COM 09202G101 758 141,643 SH   DFND 6,2,1 57,700 0 83,943
BLACKROCK INC COM 09247X101 8,851 23,260 SH   DFND 2,1 22,677 0 583
BLACKROCK INC COM 09247X101 13,585 35,700 SH   DFND 6,2,1 20,600 0 15,100
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 4,444 164,416 SH   DFND 2,1 160,869 0 3,547
BLOCK H & R INC COM 093671105 12,173 529,500 SH   DFND 6,2,1 519,200 0 10,300
BLOOMIN BRANDS INC COM 094235108 90 5,000 SH   DFND 2,1 0 0 5,000
BLOOMIN BRANDS INC COM 094235108 6,224 345,200 SH   DFND 6,2,1 145,300 0 199,900
BLUEBIRD BIO INC COM 09609G100 8,091 131,134 SH   DFND 2,1 131,134 0 0
BOEING CO COM 097023105 9,001 57,815 SH   DFND 2,1 56,580 0 1,235
BOEING CO COM 097023105 49,927 320,700 SH   DFND 6,2,1 152,300 0 168,400
BOSTON PROPERTIES INC COM 101121101 16,649 132,370 SH   DFND 2,1 132,370 0 0
BOSTON SCIENTIFIC CORP COM 101137107 11,864 548,502 SH   DFND 2,1 548,502 0 0
BOSTON SCIENTIFIC CORP COM 101137107 9,266 428,400 SH   DFND 6,2,1 90,000 0 338,400
BOYD GAMING CORP COM 103304101 5,498 272,600 SH   DFND 6,2,1 129,900 0 142,700
BRADY CORP CL A 104674106 216 5,760 SH   DFND 6,2,1 0 0 5,760
BRF SA SPONSORED ADR 10552T107 207 14,000 SH   DFND 2,1 0 0 14,000
BRIGGS & STRATTON CORP COM 109043109 260 11,700 SH   DFND 2,1 0 0 11,700
BRIGGS & STRATTON CORP COM 109043109 5,541 248,900 SH   DFND 6,2,1 139,200 0 109,700
BRIGHT HORIZONS FAM SOL IN D COM 109194100 785 11,210 SH   DFND 2,1 11,210 0 0
BRINKER INTL INC COM 109641100 74 1,500 SH   DFND 2,1 0 0 1,500
BRINKER INTL INC COM 109641100 8,988 181,460 SH   DFND 6,2,1 68,400 0 113,060
BRISTOL MYERS SQUIBB CO COM 110122108 2,256 38,603 SH   DFND 2,1 35,717 0 2,886
BRISTOL MYERS SQUIBB CO COM 110122108 23,353 399,600 SH   DFND 6,2,1 283,500 0 116,100
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 689 20,884 SH   DFND 2,1 18,290 0 2,594
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 21,529 652,194 SH   DFND 6,2,1 163,494 0 488,700
BROOKS AUTOMATION INC COM 114340102 56 3,300 SH   DFND 2,1 0 0 3,300
BROOKS AUTOMATION INC COM 114340102 3,731 218,588 SH   DFND 6,2,1 79,988 0 138,600
BROWN FORMAN CORP CL B 115637209 261 5,800 SH   DFND 2,1 5,800 0 0
BROWN FORMAN CORP CL B 115637209 10,570 235,300 SH   DFND 6,2,1 51,600 0 183,700
BRUNSWICK CORP COM 117043109 1,268 23,249 SH   DFND 2,1 3,500 0 19,749
BRUNSWICK CORP COM 117043109 17,572 322,189 SH   DFND 6,2,1 181,989 0 140,200
B2GOLD CORP COM 11777Q209 145 61,100 SH   DFND 6,2,1 26,700 0 34,400
BUCKLE INC COM 118440106 1,591 69,800 SH   DFND 6,2,1 35,600 0 34,200
BURLINGTON STORES INC COM 122017106 1,246 14,700 SH   DFND 6,2,1 0 0 14,700
CBL & ASSOC PPTYS INC COM 124830100 94 8,200 SH   DFND 2,1 0 0 8,200
CBL & ASSOC PPTYS INC COM 124830100 128 11,100 SH   DFND 6,2,1 2,900 0 8,200
CBS CORP NEW CL B 124857202 653 10,263 SH   DFND 2,1 10,263 0 0
CBS CORP NEW CL B 124857202 8,735 137,300 SH   DFND 6,2,1 31,400 0 105,900
CBRE GROUP INC CL A 12504L109 3,050 96,851 SH   DFND 2,1 96,851 0 0
CEB INC COM 125134106 1,220 20,130 SH   DFND 6,2,1 9,420 0 10,710
CECO ENVIRONMENTAL CORP COM 125141101 287 20,600 SH   DFND 6,2,1 13,400 0 7,200
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 14,637 199,800 SH   DFND 6,2,1 154,300 0 45,500
CIGNA CORPORATION COM 125509109 16,151 121,082 SH   DFND 2,1 121,082 0 0
CIGNA CORPORATION COM 125509109 7,363 55,200 SH   DFND 6,2,1 37,700 0 17,500
CME GROUP INC COM 12572Q105 185 1,600 SH   DFND 2,1 1,600 0 0
CME GROUP INC COM 12572Q105 14,961 129,700 SH   DFND 6,2,1 62,600 0 67,100
CMS ENERGY CORP COM 125896100 179 4,300 SH   DFND 2,1 4,300 0 0
CMS ENERGY CORP COM 125896100 16,186 388,895 SH   DFND 6,2,1 236,020 0 152,875
CNA FINL CORP COM 126117100 1,520 36,638 SH   DFND 2,1 2,700 0 33,938
CNA FINL CORP COM 126117100 4,054 97,686 SH   DFND 6,2,1 90,636 0 7,050
CSG SYS INTL INC COM 126349109 73 1,500 SH   DFND 2,1 0 0 1,500
CSG SYS INTL INC COM 126349109 5,440 112,400 SH   DFND 6,2,1 43,000 0 69,400
CSX CORP COM 126408103 4,654 129,522 SH   DFND 2,1 30,530 0 98,992
CSX CORP COM 126408103 22,406 623,600 SH   DFND 6,2,1 315,700 0 307,900
CTS CORP COM 126501105 2,020 90,200 SH   DFND 6,2,1 42,100 0 48,100
CVS HEALTH CORP COM 126650100 19,208 243,415 SH   DFND 2,1 241,412 0 2,003
CVS HEALTH CORP COM 126650100 50,005 633,700 SH   DFND 6,2,1 292,700 0 341,000
CA INC COM 12673P105 6,716 211,400 SH   DFND 2,1 15,700 0 195,700
CA INC COM 12673P105 54,670 1,720,800 SH   DFND 6,2,1 1,219,200 0 501,600
CABELAS INC COM 126804301 310 5,288 SH   DFND 2,1 5,288 0 0
CABOT CORP COM 127055101 6,490 128,420 SH   DFND 6,2,1 53,850 0 74,570
CABOT OIL & GAS CORP COM 127097103 640 27,378 SH   DFND 2,1 27,378 0 0
CACI INTL INC CL A 127190304 6,416 51,620 SH   DFND 6,2,1 28,500 0 23,120
CADENCE DESIGN SYSTEM INC COM 127387108 24,133 956,902 SH   DFND 2,1 956,902 0 0
CAL MAINE FOODS INC COM NEW 128030202 219 4,960 SH   DFND 2,1 4,960 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 253 7,450 SH   DFND 6,2,1 0 0 7,450
CAMDEN PPTY TR SH BEN INT 133131102 238 2,827 SH   DFND 2,1 2,827 0 0
CAMPBELL SOUP CO COM 134429109 169 2,800 SH   DFND 2,1 2,800 0 0
CAMPBELL SOUP CO COM 134429109 7,383 122,100 SH   DFND 6,2,1 25,100 0 97,000
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,218 14,927 SH   DFND 2,1 8,100 0 6,827
CDN IMPERIAL BK COMM TORONTO COM 136069101 33,014 404,582 SH   DFND 6,2,1 114,127 0 290,455
CANADIAN NATL RY CO COM 136375102 1,564 23,211 SH   DFND 2,1 13,458 0 9,753
CANADIAN NATL RY CO COM 136375102 34,258 508,280 SH   DFND 6,2,1 140,400 0 367,880
CANADIAN NAT RES LTD COM 136385101 1,989 62,379 SH   DFND 2,1 59,672 0 2,707
CANADIAN NAT RES LTD COM 136385101 596 18,700 SH   DFND 6,2,1 3,400 0 15,300
CANADIAN PAC RY LTD COM 13645T100 243 1,700 SH   DFND 2,1 1,700 0 0
CANADIAN PAC RY LTD COM 13645T100 9,037 63,300 SH   DFND 6,2,1 18,500 0 44,800
CAPITAL ONE FINL CORP COM 14040H105 2,510 28,774 SH   DFND 2,1 27,329 0 1,445
CAPITAL ONE FINL CORP COM 14040H105 7,546 86,500 SH   DFND 6,2,1 79,700 0 6,800
CARDINAL HEALTH INC COM 14149Y108 331 4,600 SH   DFND 2,1 4,600 0 0
CARDINAL HEALTH INC COM 14149Y108 12,559 174,500 SH   DFND 6,2,1 51,400 0 123,100
CARMAX INC COM 143130102 908 14,100 SH   DFND 6,2,1 0 0 14,100
CARNIVAL CORP UNIT 99/99/9999 143658300 5,938 114,064 SH   DFND 2,1 101,064 0 13,000
CARNIVAL CORP UNIT 99/99/9999 143658300 105 2,012 SH   DFND 2,1 2,012 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,244 43,100 SH   DFND 6,2,1 0 0 43,100
CARNIVAL CORP UNIT 99/99/9999 143658300 156 3,000 SH   DFND 6,2,1 0 0 3,000
CASELLA WASTE SYS INC CL A 147448104 226 18,190 SH   DFND 6,2,1 9,160 0 9,030
CATERPILLAR INC DEL COM 149123101 732 7,891 SH   DFND 2,1 6,334 0 1,557
CATERPILLAR INC DEL COM 149123101 14,857 160,200 SH   DFND 6,2,1 103,900 0 56,300
CAVIUM INC COM 14964U108 2,498 40,000 SH   DFND 2,1 40,000 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,360 208,300 SH   DFND 6,2,1 122,000 0 86,300
CELANESE CORP DEL COM SER A 150870103 389 4,944 SH   DFND 2,1 4,944 0 0
CELANESE CORP DEL COM SER A 150870103 3,425 43,500 SH   DFND 6,2,1 9,300 0 34,200
CELGENE CORP COM 151020104 149,330 1,290,111 SH   DFND 2,1 1,289,007 0 1,104
CELGENE CORP COM 151020104 35,466 306,400 SH   DFND 6,2,1 169,200 0 137,200
CELLDEX THERAPEUTICS INC NEW COM 15117B103 994 280,850 SH   DFND 6,2,1 240,050 0 40,800
CENTENE CORP DEL COM 15135B101 17,392 307,763 SH   DFND 2,1 301,863 0 5,900
CENTENE CORP DEL COM 15135B101 6,510 115,200 SH   DFND 6,2,1 110,300 0 4,900
CENOVUS ENERGY INC COM 15135U109 647 42,771 SH   DFND 2,1 42,771 0 0
CENTERSTATE BANKS INC COM 15201P109 365 14,500 SH   DFND 6,2,1 0 0 14,500
CENTRAL GARDEN & PET CO COM 153527106 4,322 130,610 SH   DFND 6,2,1 75,385 0 55,225
CENTURY BANCORP INC MASS CL A NON VTG 156432106 768 12,800 SH   DFND 6,2,1 8,400 0 4,400
CENTURY CASINOS INC COM 156492100 277 33,640 SH   DFND 6,2,1 24,590 0 9,050
CENTURYLINK INC COM 156700106 5,312 223,400 SH   DFND 6,2,1 92,800 0 130,600
CERNER CORP COM 156782104 43,544 919,230 SH   DFND 2,1 919,230 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 86 299 SH   DFND 2,1 84 0 215
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,388 46,500 SH   DFND 6,2,1 35,300 0 11,200
CHASE CORP COM 16150R104 1,353 16,197 SH   DFND 6,2,1 7,877 0 8,320
CHATHAM LODGING TR COM 16208T102 1,854 90,200 SH   DFND 6,2,1 46,700 0 43,500
CHEESECAKE FACTORY INC COM 163072101 916 15,293 SH   DFND 2,1 15,293 0 0
CHEMICAL FINL CORP COM 163731102 596 11,000 SH   DFND 6,2,1 1,900 0 9,100
CHENIERE ENERGY INC COM NEW 16411R208 534 12,883 SH   DFND 2,1 12,883 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 75 2,900 SH   DFND 2,1 0 0 2,900
CHESAPEAKE LODGING TR SH BEN INT 165240102 4,207 162,700 SH   DFND 6,2,1 69,100 0 93,600
CHEVRON CORP NEW COM 166764100 12,250 104,076 SH   DFND 2,1 87,226 0 16,850
CHEVRON CORP NEW COM 166764100 50,587 429,800 SH   DFND 6,2,1 344,100 0 85,700
CHICOS FAS INC COM 168615102 3,131 217,600 SH   DFND 6,2,1 105,210 0 112,390
CHIMERIX INC COM 16934W106 440 95,580 SH   DFND 6,2,1 67,280 0 28,300
CHINA BIOLOGIC PRODS INC COM 16938C106 8,257 76,794 SH   DFND 2,1 65,139 0 11,655
CHIPOTLE MEXICAN GRILL INC COM 169656105 35,148 93,151 SH   DFND 2,1 93,151 0 0
CHURCH & DWIGHT INC COM 171340102 221 5,000 SH   DFND 2,1 5,000 0 0
CHURCH & DWIGHT INC COM 171340102 11,078 250,700 SH   DFND 6,2,1 57,400 0 193,300
CIMAREX ENERGY CO COM 171798101 665 4,895 SH   DFND 2,1 4,895 0 0
CINCINNATI FINL CORP COM 172062101 197 2,600 SH   DFND 2,1 2,600 0 0
CINCINNATI FINL CORP COM 172062101 765 10,100 SH   DFND 6,2,1 10,100 0 0
CINEMARK HOLDINGS INC COM 17243V102 29 750 SH   DFND 2,1 0 0 750
CINEMARK HOLDINGS INC COM 17243V102 872 22,740 SH   DFND 6,2,1 0 0 22,740
CIRRUS LOGIC INC COM 172755100 5,111 90,400 SH   DFND 2,1 80,000 0 10,400
CIRRUS LOGIC INC COM 172755100 11,722 207,320 SH   DFND 6,2,1 123,300 0 84,020
CISCO SYS INC COM 17275R102 65,510 2,167,766 SH   DFND 2,1 2,088,003 0 79,763
CISCO SYS INC COM 17275R102 61,494 2,034,888 SH   DFND 6,2,1 1,242,688 0 792,200
CINTAS CORP COM 172908105 173 1,500 SH   DFND 2,1 1,500 0 0
CINTAS CORP COM 172908105 5,454 47,200 SH   DFND 6,2,1 18,600 0 28,600
CITIGROUP INC COM NEW 172967424 14,759 248,342 SH   DFND 2,1 131,831 0 116,511
CITIGROUP INC COM NEW 172967424 63,887 1,075,000 SH   DFND 6,2,1 924,400 0 150,600
CITIZENS FINL GROUP INC COM 174610105 3,029 85,000 SH   DFND 2,1 85,000 0 0
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 12,154 10,500,000 PRN   DFND 2,1 6,500,000 0 4,000,000
CIVISTA BANCSHARES INC COM NO PAR 178867107 488 25,100 SH   DFND 6,2,1 4,520 0 20,580
CLOROX CO DEL COM 189054109 312 2,600 SH   DFND 2,1 2,600 0 0
CLOROX CO DEL COM 189054109 12,374 103,100 SH   DFND 6,2,1 29,900 0 73,200
COCA COLA BOTTLING CO CONS COM 191098102 644 3,600 SH   DFND 6,2,1 0 0 3,600
COCA COLA CO COM 191216100 7,112 171,535 SH   DFND 2,1 122,444 0 49,091
COCA COLA CO COM 191216100 86,734 2,092,000 SH   DFND 6,2,1 1,071,900 0 1,020,100
CODEXIS INC COM 192005106 542 117,770 SH   DFND 6,2,1 64,800 0 52,970
COEUR MNG INC COM NEW 192108504 278 30,625 SH   DFND 2,1 0 0 30,625
COGNEX CORP COM 192422103 24,253 381,213 SH   DFND 2,1 381,213 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,350 24,091 SH   DFND 2,1 21,849 0 2,242
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 18,658 333,000 SH   DFND 6,2,1 158,600 0 174,400
COHERENT INC COM 192479103 4,094 29,800 SH   DFND 6,2,1 9,600 0 20,200
COHERUS BIOSCIENCES INC COM 19249H103 8,719 309,733 SH   DFND 2,1 309,733 0 0
COLGATE PALMOLIVE CO COM 194162103 16,742 255,835 SH   DFND 2,1 238,848 0 16,987
COLGATE PALMOLIVE CO COM 194162103 41,136 628,600 SH   DFND 6,2,1 274,200 0 354,400
COLUMBIA PPTY TR INC COM NEW 198287203 538 24,900 SH   DFND 6,2,1 11,800 0 13,100
COLUMBUS MCKINNON CORP N Y COM 199333105 241 8,900 SH   DFND 6,2,1 4,600 0 4,300
COMCAST CORP NEW CL A 20030N101 12,789 185,218 SH   DFND 2,1 141,593 0 43,625
COMCAST CORP NEW CL A 20030N101 92,951 1,346,137 SH   DFND 6,2,1 805,037 0 541,100
COMMERCE BANCSHARES INC COM 200525103 1,528 26,435 SH   DFND 6,2,1 10,395 0 16,040
COMMERCIAL METALS CO COM 201723103 4,563 209,500 SH   DFND 6,2,1 75,900 0 133,600
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 2 339,777 SH   DFND 2,1 339,777 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 148 17,100 SH   DFND 2,1 0 0 17,100
COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 5,396 257,191 SH   DFND 2,1 257,191 0 0
COMPASS MINERALS INTL INC COM 20451N101 5,347 68,240 SH   DFND 6,2,1 33,750 0 34,490
CONAGRA BRANDS INC COM 205887102 2,306 58,300 SH   DFND 6,2,1 12,200 0 46,100
CONATUS PHARMACEUTICALS INC COM 20600T108 2,528 479,686 SH   DFND 2,1 479,686 0 0
CONCHO RES INC COM 20605P101 48,201 363,510 SH   DFND 2,1 363,510 0 0
CONCHO RES INC COM 20605P101 133 1,000 SH   DFND 6,2,1 0 0 1,000
CONMED CORP COM 207410101 661 14,960 SH   DFND 6,2,1 7,610 0 7,350
CONOCOPHILLIPS COM 20825C104 12,912 257,518 SH   DFND 2,1 76,092 0 181,426
CONOCOPHILLIPS COM 20825C104 76,098 1,517,716 SH   DFND 6,2,1 1,169,068 0 348,648
CONSOL ENERGY INC COM 20854P109 560 30,700 SH   DFND 6,2,1 7,000 0 23,700
CONSOLIDATED EDISON INC COM 209115104 206 2,800 SH   DFND 2,1 2,800 0 0
CONSOLIDATED EDISON INC COM 209115104 12,260 166,400 SH   DFND 6,2,1 44,100 0 122,300
CONSTELLATION BRANDS INC CL A 21036P108 2,821 18,400 SH   DFND 2,1 18,400 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,711 50,300 SH   DFND 6,2,1 12,200 0 38,100
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 300 32,103 SH   DFND 6,2,1 22,103 0 10,000
CONVERGYS CORP COM 212485106 575 23,400 SH   DFND 6,2,1 0 0 23,400
COOPER COS INC COM NEW 216648402 45,441 259,769 SH   DFND 2,1 259,769 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 814 23,350 SH   DFND 6,2,1 20,750 0 2,600
CORELOGIC INC COM 21871D103 880 23,900 SH   DFND 6,2,1 12,300 0 11,600
CORECIVIC INC COM 21871N101 621 25,400 SH   DFND 2,1 3,600 0 21,800
CORECIVIC INC COM 21871N101 6,196 253,300 SH   DFND 6,2,1 138,300 0 115,000
CORNING INC COM 219350105 5,915 243,700 SH   DFND 6,2,1 41,800 0 201,900
COSTCO WHSL CORP NEW COM 22160K105 30,365 189,648 SH   DFND 2,1 188,978 0 670
COSTCO WHSL CORP NEW COM 22160K105 50,387 314,700 SH   DFND 6,2,1 135,600 0 179,100
COTY INC COM CL A 222070203 16,770 915,900 SH   DFND 6,2,1 853,700 0 62,200
COUSINS PPTYS INC COM 222795106 1,143 134,345 SH   DFND 2,1 134,345 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 83 500 SH   DFND 2,1 0 0 500
CRACKER BARREL OLD CTRY STOR COM 22410J106 4,175 25,000 SH   DFND 6,2,1 7,000 0 18,000
CRANE CO COM 224399105 8,315 115,300 SH   DFND 6,2,1 48,100 0 67,200
CRAWFORD & CO CL B 224633107 914 72,795 SH   DFND 6,2,1 43,465 0 29,330
CRAWFORD & CO CL A 224633206 264 27,840 SH   DFND 6,2,1 18,340 0 9,500
CRESCENT PT ENERGY CORP COM 22576C101 645 47,445 SH   DFND 2,1 25,345 0 22,100
CRESCENT PT ENERGY CORP COM 22576C101 342 25,200 SH   DFND 6,2,1 22,100 0 3,100
CRITEO S A SPONS ADS 226718104 6,442 156,827 SH   DFND 2,1 156,827 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 5,154 59,400 SH   DFND 6,2,1 49,300 0 10,100
CROWN HOLDINGS INC COM 228368106 168 3,200 SH   DFND 2,1 0 0 3,200
CROWN HOLDINGS INC COM 228368106 18,242 347,000 SH   DFND 6,2,1 136,800 0 210,200
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 156 3,900 SH   DFND 2,1 3,900 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,121 78,028 SH   DFND 6,2,1 61,050 0 16,978
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 5,644 5,500,000 PRN   DFND 2,1 5,500,000 0 0
CULLEN FROST BANKERS INC COM 229899109 1,579 17,900 SH   DFND 6,2,1 7,100 0 10,800
CUMMINS INC COM 231021106 9,225 67,500 SH   DFND 2,1 6,800 0 60,700
CUMMINS INC COM 231021106 81,155 593,800 SH   DFND 6,2,1 378,000 0 215,800
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,262 12,342 SH   DFND 2,1 0 0 12,342
CYRUSONE INC COM 23283R100 10,751 240,343 SH   DFND 2,1 240,343 0 0
D R HORTON INC COM 23331A109 262 9,600 SH   DFND 6,2,1 0 0 9,600
DST SYS INC DEL COM 233326107 600 5,600 SH   DFND 2,1 0 0 5,600
DST SYS INC DEL COM 233326107 12,644 118,000 SH   DFND 6,2,1 65,100 0 52,900
DTE ENERGY CO COM 233331107 345 3,500 SH   DFND 2,1 3,500 0 0
DTE ENERGY CO COM 233331107 17,042 173,000 SH   DFND 6,2,1 43,600 0 129,400
DANA INCORPORATED COM 235825205 393 20,700 SH   DFND 6,2,1 0 0 20,700
DANAHER CORP DEL COM 235851102 43,010 552,547 SH   DFND 2,1 551,517 0 1,030
DANAHER CORP DEL COM 235851102 28,310 363,700 SH   DFND 6,2,1 161,800 0 201,900
DARDEN RESTAURANTS INC COM 237194105 2,523 34,700 SH   DFND 2,1 1,300 0 33,400
DARDEN RESTAURANTS INC COM 237194105 49,173 676,200 SH   DFND 6,2,1 435,400 0 240,800
DAVITA INC COM 23918K108 5,481 85,373 SH   DFND 2,1 85,373 0 0
DEAN FOODS CO NEW COM NEW 242370203 94 4,300 SH   DFND 2,1 0 0 4,300
DEAN FOODS CO NEW COM NEW 242370203 6,939 318,600 SH   DFND 6,2,1 142,500 0 176,100
DEERE & CO COM 244199105 175 1,700 SH   DFND 2,1 1,700 0 0
DEERE & CO COM 244199105 11,458 111,200 SH   DFND 6,2,1 24,300 0 86,900
DELL TECHNOLOGIES INC COM CL V 24703L103 233 4,235 SH   DFND 2,1 3,774 0 461
DELTA AIR LINES INC DEL COM NEW 247361702 138 2,811 SH   DFND 2,1 2,811 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 6,213 126,300 SH   DFND 6,2,1 120,100 0 6,200
DELUXE CORP COM 248019101 1,911 26,682 SH   DFND 2,1 1,900 0 24,782
DELUXE CORP COM 248019101 18,348 256,217 SH   DFND 6,2,1 148,267 0 107,950
DERMIRA INC COM 24983L104 5,807 191,459 SH   DFND 2,1 191,459 0 0
DEVON ENERGY CORP NEW COM 25179M103 464 10,151 SH   DFND 2,1 10,151 0 0
DEVON ENERGY CORP NEW COM 25179M103 521 11,400 SH   DFND 6,2,1 1,400 0 10,000
DEVRY ED GROUP INC COM 251893103 56 1,800 SH   DFND 2,1 0 0 1,800
DEVRY ED GROUP INC COM 251893103 1,295 41,500 SH   DFND 6,2,1 13,960 0 27,540
DEXCOM INC COM 252131107 50,773 850,467 SH   DFND 2,1 850,467 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 50 4,300 SH   DFND 2,1 0 0 4,300
DIAMONDROCK HOSPITALITY CO COM 252784301 4,803 416,600 SH   DFND 6,2,1 208,700 0 207,900
DIAMONDBACK ENERGY INC COM 25278X109 987 9,769 SH   DFND 2,1 9,769 0 0
DICKS SPORTING GOODS INC COM 253393102 2,018 38,000 SH   DFND 2,1 38,000 0 0
DICKS SPORTING GOODS INC COM 253393102 398 7,500 SH   DFND 6,2,1 5,200 0 2,300
DIGITALGLOBE INC COM NEW 25389M877 1,709 59,640 SH   DFND 6,2,1 14,390 0 45,250
DINEEQUITY INC COM 254423106 2,349 30,500 SH   DFND 6,2,1 20,500 0 10,000
DISNEY WALT CO COM DISNEY 254687106 17,713 169,960 SH   DFND 2,1 159,188 0 10,772
DISNEY WALT CO COM DISNEY 254687106 60,823 583,600 SH   DFND 6,2,1 316,200 0 267,400
DISCOVER FINL SVCS COM 254709108 3,665 50,841 SH   DFND 2,1 44,241 0 6,600
DISCOVER FINL SVCS COM 254709108 25,311 351,100 SH   DFND 6,2,1 101,800 0 249,300
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 504 18,400 SH   DFND 6,2,1 0 0 18,400
DR REDDYS LABS LTD ADR 256135203 430 9,500 SH   DFND 2,1 0 0 9,500
DOLLAR GEN CORP NEW COM 256677105 430 5,800 SH   DFND 2,1 3,900 0 1,900
DOLLAR GEN CORP NEW COM 256677105 17,288 233,400 SH   DFND 6,2,1 92,900 0 140,500
DOLLAR TREE INC COM 256746108 224 2,900 SH   DFND 2,1 2,900 0 0
DOLLAR TREE INC COM 256746108 8,760 113,500 SH   DFND 6,2,1 30,200 0 83,300
DOMINION DIAMOND CORP COM 257287102 562 58,100 SH   DFND 6,2,1 0 0 58,100
DOMINION RES INC VA NEW COM 25746U109 1,185 15,466 SH   DFND 2,1 12,896 0 2,570
DOMINION RES INC VA NEW COM 25746U109 40,922 534,300 SH   DFND 6,2,1 214,600 0 319,700
DOMINOS PIZZA INC COM 25754A201 175 1,100 SH   DFND 2,1 0 0 1,100
DOMINOS PIZZA INC COM 25754A201 5,032 31,600 SH   DFND 6,2,1 9,400 0 22,200
DOMTAR CORP COM NEW 257559203 242 6,200 SH   DFND 6,2,1 0 0 6,200
DOUGLAS EMMETT INC COM 25960P109 1,498 40,979 SH   DFND 2,1 40,979 0 0
DOVER CORP COM 260003108 1,611 21,500 SH   DFND 6,2,1 0 0 21,500
DOW CHEM CO COM 260543103 15,600 272,640 SH   DFND 2,1 238,636 0 34,004
DOW CHEM CO COM 260543103 42,646 745,300 SH   DFND 6,2,1 330,700 0 414,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 10,092 111,300 SH   DFND 2,1 37,700 0 73,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 77,328 852,850 SH   DFND 6,2,1 501,000 0 351,850
DREW INDS INC COM NEW 26168L205 1,208 11,211 SH   DFND 2,1 11,211 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 2,704 36,838 SH   DFND 2,1 35,270 0 1,568
DU PONT E I DE NEMOURS & CO COM 263534109 15,113 205,900 SH   DFND 6,2,1 144,400 0 61,500
DUKE ENERGY CORP NEW COM NEW 26441C204 5,871 75,634 SH   DFND 2,1 37,691 0 37,943
DUKE ENERGY CORP NEW COM NEW 26441C204 52,103 671,260 SH   DFND 6,2,1 270,480 0 400,780
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 834 211,200 SH   DFND 6,2,1 103,500 0 107,700
EOG RES INC COM 26875P101 68,690 679,422 SH   DFND 2,1 672,278 0 7,144
EOG RES INC COM 26875P101 9,786 96,800 SH   DFND 6,2,1 88,900 0 7,900
EQT CORP COM 26884L109 589 9,012 SH   DFND 2,1 9,012 0 0
EAST WEST BANCORP INC COM 27579R104 738 14,521 SH   DFND 2,1 14,521 0 0
EAST WEST BANCORP INC COM 27579R104 5,881 115,700 SH   DFND 6,2,1 69,800 0 45,900
EASTMAN CHEM CO COM 277432100 1,015 13,500 SH   DFND 6,2,1 0 0 13,500
EBAY INC COM 278642103 11,444 385,450 SH   DFND 2,1 123,495 0 261,955
EBAY INC COM 278642103 81,487 2,744,600 SH   DFND 6,2,1 1,883,800 0 860,800
EBIX INC COM NEW 278715206 3,092 54,193 SH   DFND 6,2,1 10,222 0 43,971
ECHOSTAR CORP CL A 278768106 4,908 95,500 SH   DFND 6,2,1 43,700 0 51,800
ECOLAB INC COM 278865100 63,319 540,170 SH   DFND 2,1 537,441 0 2,729
ECOLAB INC COM 278865100 55,597 474,300 SH   DFND 6,2,1 293,900 0 180,400
ECLIPSE RES CORP COM 27890G100 303 113,312 SH   DFND 6,2,1 91,322 0 21,990
EDISON INTL COM 281020107 2,822 39,200 SH   DFND 6,2,1 1,000 0 38,200
EDWARDS LIFESCIENCES CORP COM 28176E108 12,996 138,702 SH   DFND 2,1 138,702 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 9,061 96,700 SH   DFND 6,2,1 30,300 0 66,400
ELDORADO RESORTS INC COM 28470R102 1,521 89,740 SH   DFND 6,2,1 76,400 0 13,340
ELECTRONIC ARTS INC COM 285512109 12,657 160,700 SH   DFND 2,1 160,700 0 0
ELECTRONIC ARTS INC COM 285512109 11,239 142,700 SH   DFND 6,2,1 42,900 0 99,800
ELLIS PERRY INTL INC COM 288853104 1,338 53,700 SH   DFND 6,2,1 39,400 0 14,300
EMERGENT BIOSOLUTIONS INC COM 29089Q105 451 13,735 SH   DFND 6,2,1 0 0 13,735
EMERSON ELEC CO COM 291011104 633 11,355 SH   DFND 2,1 6,507 0 4,848
EMERSON ELEC CO COM 291011104 20,162 361,650 SH   DFND 6,2,1 172,550 0 189,100
ENCANA CORP COM 292505104 562 47,894 SH   DFND 2,1 47,894 0 0
ENBRIDGE INC COM 29250N105 1,391 33,025 SH   DFND 2,1 29,518 0 3,507
ENBRIDGE INC COM 29250N105 7,468 177,300 SH   DFND 6,2,1 47,200 0 130,100
ENDOLOGIX INC COM 29266S106 5,487 959,255 SH   DFND 2,1 959,255 0 0
ENERGY RECOVERY INC COM 29270J100 1,369 132,300 SH   DFND 6,2,1 83,100 0 49,200
ENERNOC INC COM 292764107 448 74,600 SH   DFND 6,2,1 5,500 0 69,100
ENERPLUS CORP COM 292766102 133 14,000 SH   DFND 2,1 0 0 14,000
ENERPLUS CORP COM 292766102 949 100,100 SH   DFND 6,2,1 40,300 0 59,800
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 692 36,300 SH   DFND 2,1 3,300 0 33,000
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 2,193 115,100 SH   DFND 6,2,1 57,600 0 57,500
ENTERGY CORP NEW COM 29364G103 235 3,195 SH   DFND 2,1 3,195 0 0
ENTERGY CORP NEW COM 29364G103 176 2,400 SH   DFND 6,2,1 2,400 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 472 17,447 SH   DFND 2,1 17,447 0 0
EPAM SYS INC COM 29414B104 643 10,000 SH   DFND 2,1 10,000 0 0
EQUIFAX INC COM 294429105 260 2,200 SH   DFND 2,1 2,200 0 0
EQUIFAX INC COM 294429105 11,291 95,500 SH   DFND 6,2,1 26,000 0 69,500
EQUINIX INC COM PAR $0.001 29444U700 429 1,200 SH   DFND 6,2,1 0 0 1,200
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,008 15,668 SH   DFND 2,1 3,708 0 11,960
EQUITY RESIDENTIAL SH BEN INT 29476L107 17,156 266,560 SH   DFND 6,2,1 263,860 0 2,700
ESSEX PPTY TR INC COM 297178105 57 245 SH   DFND 2,1 245 0 0
ESSEX PPTY TR INC COM 297178105 953 4,100 SH   DFND 6,2,1 0 0 4,100
EURONET WORLDWIDE INC COM 298736109 1,473 20,336 SH   DFND 2,1 20,336 0 0
EURONET WORLDWIDE INC COM 298736109 1,050 14,500 SH   DFND 6,2,1 4,900 0 9,600
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 10,418 9,000,000 PRN   DFND 2,1 9,000,000 0 0
EVERTEC INC COM 30040P103 2,891 162,900 SH   DFND 6,2,1 80,900 0 82,000
EVERSOURCE ENERGY COM 30040W108 282 5,100 SH   DFND 2,1 5,100 0 0
EVERSOURCE ENERGY COM 30040W108 36,938 668,800 SH   DFND 6,2,1 405,500 0 263,300
EXACT SCIENCES CORP COM 30063P105 504 37,700 SH   DFND 6,2,1 11,400 0 26,300
EXACTECH INC COM 30064E109 1,652 60,500 SH   DFND 6,2,1 30,500 0 30,000
EXELON CORP COM 30161N101 3,532 99,530 SH   DFND 2,1 20,100 0 79,430
EXELON CORP COM 30161N101 27,602 777,730 SH   DFND 6,2,1 393,130 0 384,600
EXFO INC SUB VTG SHS 302046107 92 21,000 SH   DFND 6,2,1 13,000 0 8,000
EXPEDIA INC DEL COM NEW 30212P303 272 2,400 SH   DFND 6,2,1 0 0 2,400
EXPRESS SCRIPTS HLDG CO COM 30219G108 3,950 57,415 SH   DFND 2,1 47,669 0 9,746
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,271 105,700 SH   DFND 6,2,1 97,100 0 8,600
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 452 28,000 SH   DFND 2,1 2,600 0 25,400
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 3,992 247,200 SH   DFND 6,2,1 137,100 0 110,100
EXTRA SPACE STORAGE INC COM 30225T102 14,338 185,627 SH   DFND 2,1 185,627 0 0
EXTREME NETWORKS INC COM 30226D106 212 42,200 SH   DFND 6,2,1 8,030 0 34,170
EXTERRAN CORP COM 30227H106 378 15,800 SH   DFND 6,2,1 9,100 0 6,700
EZCORP INC CL A NON VTG 302301106 354 33,200 SH   DFND 6,2,1 22,000 0 11,200
EXXON MOBIL CORP COM 30231G102 51,437 569,881 SH   DFND 2,1 495,650 0 74,231
EXXON MOBIL CORP COM 30231G102 158,325 1,754,100 SH   DFND 6,2,1 1,087,600 0 666,500
F M C CORP COM NEW 302491303 880 15,565 SH   DFND 2,1 13,265 0 2,300
F M C CORP COM NEW 302491303 19,858 351,100 SH   DFND 6,2,1 314,700 0 36,400
FMC TECHNOLOGIES INC COM 30249U101 250 7,025 SH   DFND 2,1 7,025 0 0
FMC TECHNOLOGIES INC COM 30249U101 167 4,700 SH   DFND 6,2,1 4,700 0 0
FNB CORP PA COM 302520101 1,005 62,700 SH   DFND 6,2,1 6,900 0 55,800
FTI CONSULTING INC COM 302941109 726 16,100 SH   DFND 6,2,1 2,600 0 13,500
FACEBOOK INC CL A 30303M102 125,428 1,090,205 SH   DFND 2,1 1,029,944 0 60,261
FACEBOOK INC CL A 30303M102 79,948 694,900 SH   DFND 6,2,1 553,900 0 141,000
FASTENAL CO COM 311900104 94 2,000 SH   DFND 2,1 2,000 0 0
FASTENAL CO COM 311900104 5,126 109,100 SH   DFND 6,2,1 31,100 0 78,000
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 122 857 SH   DFND 2,1 857 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,208 8,500 SH   DFND 6,2,1 2,100 0 6,400
FEDEX CORP COM 31428X106 4,092 21,977 SH   DFND 2,1 21,687 0 290
FEDEX CORP COM 31428X106 9,347 50,200 SH   DFND 6,2,1 33,800 0 16,400
F5 NETWORKS INC COM 315616102 50,406 348,300 SH   DFND 2,1 348,300 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 295 3,900 SH   DFND 2,1 3,900 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 11,724 155,000 SH   DFND 6,2,1 34,500 0 120,500
FIFTH THIRD BANCORP COM 316773100 825 30,600 SH   DFND 6,2,1 25,100 0 5,500
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,207 3,400 SH   DFND 6,2,1 1,300 0 2,100
FIRST HORIZON NATL CORP COM 320517105 1,187 59,300 SH   DFND 6,2,1 21,200 0 38,100
FIRST POTOMAC RLTY TR COM 33610F109 1,261 114,956 SH   DFND 6,2,1 46,117 0 68,839
FIRST REP BK SAN FRANCISCO C COM 33616C100 10,154 110,207 SH   DFND 2,1 110,207 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,925 42,600 SH   DFND 6,2,1 7,900 0 34,700
FIRST SOLAR INC COM 336433107 642 20,000 SH   DFND 6,2,1 20,000 0 0
FIRSTCASH INC COM 33767D105 268 5,700 SH   DFND 6,2,1 0 0 5,700
FISERV INC COM 337738108 2,669 25,112 SH   DFND 2,1 25,112 0 0
FISERV INC COM 337738108 18,546 174,500 SH   DFND 6,2,1 48,800 0 125,700
FLAGSTAR BANCORP INC COM PAR .001 337930705 574 21,300 SH   DFND 6,2,1 0 0 21,300
FIVE9 INC COM 338307101 2,583 182,000 SH   DFND 2,1 182,000 0 0
FIVE9 INC COM 338307101 1,154 81,300 SH   DFND 6,2,1 71,100 0 10,200
FIVE PRIME THERAPEUTICS INC COM 33830X104 436 8,700 SH   DFND 6,2,1 3,500 0 5,200
FLOWERS FOODS INC COM 343498101 1,378 69,000 SH   DFND 2,1 6,200 0 62,800
FLOWERS FOODS INC COM 343498101 14,674 734,800 SH   DFND 6,2,1 412,000 0 322,800
FONAR CORP COM NEW 344437405 486 25,380 SH   DFND 6,2,1 19,190 0 6,190
FOOT LOCKER INC COM 344849104 4,622 65,200 SH   DFND 6,2,1 53,200 0 12,000
FORD MTR CO DEL COM PAR $0.01 345370860 2,721 224,338 SH   DFND 2,1 72,365 0 151,973
FORD MTR CO DEL COM PAR $0.01 345370860 28,427 2,343,500 SH   DFND 6,2,1 1,086,200 0 1,257,300
FORESTAR GROUP INC COM 346233109 1,830 137,600 SH   DFND 6,2,1 60,400 0 77,200
FORTIS INC COM 349553107 1,072 34,714 SH   DFND 2,1 34,714 0 0
FORTIS INC COM 349553107 5,250 170,000 SH   DFND 6,2,1 14,500 0 155,500
FORTIVE CORP COM 34959J108 1,011 18,849 SH   DFND 2,1 18,333 0 516
FORTIVE CORP COM 34959J108 12,995 242,300 SH   DFND 6,2,1 60,800 0 181,500
FRANCO NEVADA CORP COM 351858105 2,222 37,175 SH   DFND 2,1 37,175 0 0
FRANCO NEVADA CORP COM 351858105 490 8,200 SH   DFND 6,2,1 0 0 8,200
FRANKLIN RES INC COM 354613101 3,396 85,800 SH   DFND 6,2,1 12,000 0 73,800
FRANKLIN STREET PPTYS CORP COM 35471R106 621 47,900 SH   DFND 6,2,1 27,800 0 20,100
FREDS INC CL A 356108100 3,190 171,870 SH   DFND 6,2,1 72,770 0 99,100
FRONTIER COMMUNICATIONS CORP COM 35906A108 94 27,800 SH   DFND 6,2,1 27,800 0 0
GEO GROUP INC NEW COM 36162J106 5,023 139,800 SH   DFND 6,2,1 64,300 0 75,500
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 840 31,400 SH   DFND 6,2,1 18,100 0 13,300
GAIN CAP HLDGS INC COM 36268W100 847 128,700 SH   DFND 6,2,1 93,900 0 34,800
GALLAGHER ARTHUR J & CO COM 363576109 10,589 203,800 SH   DFND 6,2,1 197,800 0 6,000
GAMING & LEISURE PPTYS INC COM 36467J108 1,265 41,320 SH   DFND 2,1 0 0 41,320
GAMING & LEISURE PPTYS INC COM 36467J108 10,469 341,910 SH   DFND 6,2,1 236,310 0 105,600
GAMESTOP CORP NEW CL A 36467W109 1,008 39,900 SH   DFND 2,1 4,700 0 35,200
GAMESTOP CORP NEW CL A 36467W109 12,122 479,900 SH   DFND 6,2,1 250,600 0 229,300
GAP INC DEL COM 364760108 2,727 121,546 SH   DFND 2,1 8,300 0 113,246
GAP INC DEL COM 364760108 27,055 1,205,646 SH   DFND 6,2,1 831,246 0 374,400
GENERAL DYNAMICS CORP COM 369550108 397 2,300 SH   DFND 6,2,1 1,700 0 600
GENERAL ELECTRIC CO COM 369604103 31,967 1,011,615 SH   DFND 2,1 916,803 0 94,812
GENERAL ELECTRIC CO COM 369604103 78,618 2,487,900 SH   DFND 6,2,1 1,845,500 0 642,400
GENERAL GROWTH PPTYS INC NEW COM 370023103 7,572 303,112 SH   DFND 2,1 303,112 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 1,017 40,700 SH   DFND 6,2,1 0 0 40,700
GENERAL MLS INC COM 370334104 933 15,100 SH   DFND 2,1 12,300 0 2,800
GENERAL MLS INC COM 370334104 40,336 653,000 SH   DFND 6,2,1 246,000 0 407,000
GENERAL MTRS CO COM 37045V100 5,299 152,109 SH   DFND 2,1 37,144 0 114,965
GENERAL MTRS CO COM 37045V100 89,215 2,560,700 SH   DFND 6,2,1 1,594,200 0 966,500
GENOCEA BIOSCIENCES INC COM 372427104 2,499 606,599 SH   DFND 2,1 606,599 0 0
GENUINE PARTS CO COM 372460105 277 2,900 SH   DFND 2,1 2,900 0 0
GENUINE PARTS CO COM 372460105 12,028 125,900 SH   DFND 6,2,1 36,800 0 89,100
GIGAMON INC COM 37518B102 1,822 40,000 SH   DFND 2,1 40,000 0 0
GIGAMON INC COM 37518B102 1,326 29,100 SH   DFND 6,2,1 25,000 0 4,100
GILEAD SCIENCES INC COM 375558103 151,767 2,119,361 SH   DFND 2,1 2,010,543 0 108,818
GILEAD SCIENCES INC COM 375558103 131,301 1,833,559 SH   DFND 6,2,1 1,188,259 0 645,300
GLADSTONE COML CORP COM 376536108 350 17,400 SH   DFND 6,2,1 10,000 0 7,400
GLOBAL NET LEASE INC COM 379378102 785 100,200 SH   DFND 6,2,1 67,600 0 32,600
GLOBAL PMTS INC COM 37940X102 14,268 205,556 SH   DFND 2,1 205,556 0 0
GLOBAL PMTS INC COM 37940X102 2,388 34,400 SH   DFND 6,2,1 0 0 34,400
GLOBUS MED INC CL A 379577208 14,236 573,786 SH   DFND 2,1 573,786 0 0
GOLDCORP INC NEW COM 380956409 3,210 236,024 SH   DFND 2,1 178,932 0 57,092
GOLDCORP INC NEW COM 380956409 484 35,600 SH   DFND 6,2,1 35,600 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 3,136 13,096 SH   DFND 2,1 12,252 0 844
GOLDMAN SACHS GROUP INC COM 38141G104 17,959 75,000 SH   DFND 6,2,1 69,300 0 5,700
GRACE W R & CO DEL NEW COM 38388F108 3,301 48,800 SH   DFND 6,2,1 16,600 0 32,200
GRAHAM HLDGS CO COM 384637104 307 600 SH   DFND 2,1 200 0 400
GRAHAM HLDGS CO COM 384637104 7,921 15,472 SH   DFND 6,2,1 6,100 0 9,372
GRAINGER W W INC COM 384802104 601 2,586 SH   DFND 2,1 2,586 0 0
GRAINGER W W INC COM 384802104 10,196 43,900 SH   DFND 6,2,1 12,200 0 31,700
GREAT PLAINS ENERGY INC COM 391164100 971 35,500 SH   DFND 6,2,1 0 0 35,500
GREENBRIER COS INC COM 393657101 2,396 57,670 SH   DFND 6,2,1 23,770 0 33,900
GREIF INC CL A 397624107 4,146 80,800 SH   DFND 6,2,1 41,000 0 39,800
GRIFFON CORP COM 398433102 2,416 92,220 SH   DFND 6,2,1 45,100 0 47,120
GROUPE CGI INC CL A SUB VTG 39945C109 312 6,499 SH   DFND 2,1 3,544 0 2,955
GROUPE CGI INC CL A SUB VTG 39945C109 7,082 147,455 SH   DFND 6,2,1 51,055 0 96,400
GULF ISLAND FABRICATION INC COM 402307102 562 47,200 SH   DFND 6,2,1 10,800 0 36,400
GULFPORT ENERGY CORP COM NEW 402635304 465 21,493 SH   DFND 2,1 21,493 0 0
HCA HOLDINGS INC COM 40412C101 5,544 74,900 SH   DFND 2,1 9,900 0 65,000
HCA HOLDINGS INC COM 40412C101 62,732 847,500 SH   DFND 6,2,1 524,700 0 322,800
HCP INC COM 40414L109 44 1,476 SH   DFND 2,1 1,476 0 0
HCP INC COM 40414L109 169 5,700 SH   DFND 6,2,1 5,700 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,453 188,739 SH   DFND 2,1 128,105 0 60,634
HP INC COM 40434L105 7,409 499,280 SH   DFND 2,1 103,344 0 395,936
HP INC COM 40434L105 58,248 3,925,052 SH   DFND 6,2,1 3,039,202 0 885,850
HALLIBURTON CO COM 406216101 7,292 134,805 SH   DFND 2,1 130,361 0 4,444
HALLIBURTON CO COM 406216101 6,713 124,100 SH   DFND 6,2,1 113,800 0 10,300
HALYARD HEALTH INC COM 40650V100 1,568 42,400 SH   DFND 6,2,1 5,000 0 37,400
HANESBRANDS INC COM 410345102 6,470 299,961 SH   DFND 2,1 299,961 0 0
HANESBRANDS INC COM 410345102 479 22,200 SH   DFND 6,2,1 0 0 22,200
HARLEY DAVIDSON INC COM 412822108 70 1,200 SH   DFND 2,1 1,200 0 0
HARLEY DAVIDSON INC COM 412822108 11,656 199,800 SH   DFND 6,2,1 136,900 0 62,900
HARMONIC INC COM 413160102 830 166,066 SH   DFND 6,2,1 57,676 0 108,390
HARRIS CORP DEL COM 413875105 3,866 37,728 SH   DFND 2,1 2,200 0 35,528
HARRIS CORP DEL COM 413875105 28,498 278,108 SH   DFND 6,2,1 219,308 0 58,800
HARVARD BIOSCIENCE INC COM 416906105 559 183,300 SH   DFND 6,2,1 133,200 0 50,100
HASBRO INC COM 418056107 4,644 59,700 SH   DFND 6,2,1 0 0 59,700
HAVERTY FURNITURE INC COM 419596101 334 14,090 SH   DFND 6,2,1 5,260 0 8,830
HEALTHSOUTH CORP COM NEW 421924309 499 12,100 SH   DFND 6,2,1 0 0 12,100
HEARTLAND FINL USA INC COM 42234Q102 466 9,700 SH   DFND 6,2,1 4,100 0 5,600
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 51 5,800 SH   DFND 2,1 0 0 5,800
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,700 419,450 SH   DFND 6,2,1 185,160 0 234,290
HELMERICH & PAYNE INC COM 423452101 568 7,334 SH   DFND 2,1 7,334 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,057 49,185 SH   DFND 6,2,1 9,000 0 40,185
HERSHEY CO COM 427866108 279 2,700 SH   DFND 2,1 2,700 0 0
HERSHEY CO COM 427866108 9,722 94,000 SH   DFND 6,2,1 26,800 0 67,200
HESS CORP COM 42809H107 7,508 120,527 SH   DFND 2,1 15,327 0 105,200
HESS CORP COM 42809H107 61,399 985,700 SH   DFND 6,2,1 658,000 0 327,700
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,502 108,132 SH   DFND 2,1 93,898 0 14,234
HEWLETT PACKARD ENTERPRISE C COM 42824C109 37,271 1,610,660 SH   DFND 6,2,1 1,335,960 0 274,700
HEXCEL CORP NEW COM 428291108 50,200 975,900 SH   DFND 2,1 975,900 0 0
HILL INTERNATIONAL INC COM 431466101 1,037 238,344 SH   DFND 6,2,1 142,544 0 95,800
HILL ROM HLDGS INC COM 431475102 7,983 142,200 SH   DFND 6,2,1 62,900 0 79,300
HILLENBRAND INC COM 431571108 341 8,900 SH   DFND 6,2,1 8,900 0 0
HINGHAM INSTN SVGS MASS COM 433323102 732 3,719 SH   DFND 6,2,1 3,319 0 400
HOLLYFRONTIER CORP COM 436106108 393 12,002 SH   DFND 2,1 12,002 0 0
HOLOGIC INC COM 436440101 12,308 306,775 SH   DFND 2,1 306,775 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 8,002 5,900,000 PRN   DFND 2,1 5,900,000 0 0
HOME DEPOT INC COM 437076102 12,040 89,795 SH   DFND 2,1 60,806 0 28,989
HOME DEPOT INC COM 437076102 96,437 719,252 SH   DFND 6,2,1 358,212 0 361,040
HONEYWELL INTL INC COM 438516106 22,854 197,270 SH   DFND 2,1 195,167 0 2,103
HONEYWELL INTL INC COM 438516106 69,383 598,900 SH   DFND 6,2,1 235,700 0 363,200
HORMEL FOODS CORP COM 440452100 414 11,900 SH   DFND 6,2,1 11,900 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 211 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,123 66,896 SH   DFND 2,1 6,100 0 60,796
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 12,808 403,526 SH   DFND 6,2,1 275,926 0 127,600
HOST HOTELS & RESORTS INC COM 44107P104 3,936 208,909 SH   DFND 2,1 19,409 0 189,500
HOST HOTELS & RESORTS INC COM 44107P104 15,831 840,300 SH   DFND 6,2,1 823,100 0 17,200
HUBSPOT INC COM 443573100 4,042 86,000 SH   DFND 2,1 86,000 0 0
HUDBAY MINERALS INC COM 443628102 1,066 187,100 SH   DFND 6,2,1 92,200 0 94,900
HUMANA INC COM 444859102 2,795 13,700 SH   DFND 6,2,1 0 0 13,700
HUNTINGTON BANCSHARES INC COM 446150104 1,645 124,400 SH   DFND 6,2,1 50,700 0 73,700
HUNTINGTON INGALLS INDS INC COM 446413106 2,691 14,610 SH   DFND 2,1 1,210 0 13,400
HUNTINGTON INGALLS INDS INC COM 446413106 20,241 109,890 SH   DFND 6,2,1 66,590 0 43,300
HUNTSMAN CORP COM 447011107 4,219 221,100 SH   DFND 6,2,1 77,200 0 143,900
HURCO COMPANIES INC COM 447324104 218 6,600 SH   DFND 6,2,1 1,300 0 5,300
HUTTIG BLDG PRODS INC COM 448451104 325 49,140 SH   DFND 6,2,1 40,340 0 8,800
HYSTER YALE MATLS HANDLING I CL A 449172105 1,790 28,064 SH   DFND 6,2,1 15,134 0 12,930
IAC INTERACTIVECORP COM 44919P508 2,336 36,049 SH   DFND 2,1 3,000 0 33,049
IAC INTERACTIVECORP COM 44919P508 22,200 342,649 SH   DFND 6,2,1 200,649 0 142,000
ICF INTL INC COM 44925C103 3,191 57,800 SH   DFND 6,2,1 24,300 0 33,500
IES HLDGS INC COM 44951W106 318 16,600 SH   DFND 6,2,1 6,400 0 10,200
ILG INC COM 44967H101 2,824 155,400 SH   DFND 6,2,1 82,100 0 73,300
IPG PHOTONICS CORP COM 44980X109 19,533 197,886 SH   DFND 2,1 197,886 0 0
ITT INC COM 45073V108 633 16,400 SH   DFND 6,2,1 0 0 16,400
IBERIABANK CORP COM 450828108 1,072 12,800 SH   DFND 6,2,1 1,400 0 11,400
IAMGOLD CORP COM 450913108 90 23,500 SH   DFND 2,1 0 0 23,500
IAMGOLD CORP COM 450913108 1,572 408,200 SH   DFND 6,2,1 195,900 0 212,300
ICICI BK LTD ADR 45104G104 2,470 329,803 SH   DFND 2,1 0 0 329,803
IDEXX LABS INC COM 45168D104 4,089 34,870 SH   DFND 2,1 3,000 0 31,870
IDEXX LABS INC COM 45168D104 22,642 193,080 SH   DFND 6,2,1 116,640 0 76,440
ILLINOIS TOOL WKS INC COM 452308109 3,130 25,560 SH   DFND 2,1 24,899 0 661
ILLINOIS TOOL WKS INC COM 452308109 27,645 225,750 SH   DFND 6,2,1 106,700 0 119,050
ILLUMINA INC COM 452327109 20,651 161,282 SH   DFND 2,1 161,282 0 0
ILLUMINA INC COM 452327109 282 2,200 SH   DFND 6,2,1 500 0 1,700
ILLUMINA INC NOTE 6/1 452327AF6 9,353 9,800,000 PRN   DFND 2,1 7,000,000 0 2,800,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,693 8,029,000 PRN   DFND 2,1 1,029,000 0 7,000,000
IMPERIAL OIL LTD COM NEW 453038408 177 5,098 SH   DFND 2,1 5,098 0 0
IMPERIAL OIL LTD COM NEW 453038408 1,310 37,700 SH   DFND 6,2,1 0 0 37,700
IMPERVA INC COM 45321L100 730 19,000 SH   DFND 2,1 19,000 0 0
INCYTE CORP COM 45337C102 41,389 412,780 SH   DFND 2,1 412,780 0 0
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 1,283 43,790 SH   DFND 5,4,2,1 43,790 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,350 225,927 SH   DFND 2,1 0 0 225,927
INGLES MKTS INC CL A 457030104 2,015 41,900 SH   DFND 6,2,1 21,900 0 20,000
INGREDION INC COM 457187102 4,465 35,733 SH   DFND 2,1 2,600 0 33,133
INGREDION INC COM 457187102 37,665 301,413 SH   DFND 6,2,1 169,563 0 131,850
INSIGHT ENTERPRISES INC COM 45765U103 1,559 38,550 SH   DFND 6,2,1 7,000 0 31,550
INSMED INC COM PAR $.01 457669307 6,037 456,280 SH   DFND 2,1 456,280 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,719 32,900 SH   DFND 6,2,1 7,500 0 25,400
INSTEEL INDUSTRIES INC COM 45774W108 748 21,000 SH   DFND 6,2,1 2,700 0 18,300
INSULET CORP COM 45784P101 5,052 134,078 SH   DFND 2,1 134,078 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 515 6,000 SH   DFND 2,1 1,100 0 4,900
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 6,430 74,950 SH   DFND 6,2,1 41,750 0 33,200
INTEL CORP COM 458140100 17,894 493,367 SH   DFND 2,1 149,121 0 344,246
INTEL CORP COM 458140100 151,800 4,185,290 SH   DFND 6,2,1 2,980,790 0 1,204,500
INTEL CORP SDCV 12/1 458140AD2 37,818 28,000,000 PRN   DFND 2,1 8,000,000 0 20,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 12,342 7,000,000 PRN   DFND 2,1 2,000,000 0 5,000,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 10,299 94,789 SH   DFND 2,1 94,789 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,153 144,500 SH   DFND 6,2,1 80,500 0 64,000
INTERNATIONAL BANCSHARES COR COM 459044103 2,330 57,100 SH   DFND 6,2,1 22,140 0 34,960
INTERNATIONAL BUSINESS MACHS COM 459200101 14,171 85,370 SH   DFND 2,1 18,563 0 66,807
INTERNATIONAL BUSINESS MACHS COM 459200101 166,604 1,003,700 SH   DFND 6,2,1 681,500 0 322,200
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 106 900 SH   DFND 2,1 900 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,540 55,500 SH   DFND 6,2,1 13,400 0 42,100
INTL PAPER CO COM 460146103 156 2,931 SH   DFND 2,1 2,140 0 791
INTL PAPER CO COM 460146103 1,762 33,200 SH   DFND 6,2,1 0 0 33,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 497 13,500 SH   DFND 6,2,1 5,800 0 7,700
INTERPUBLIC GROUP COS INC COM 460690100 11,148 476,200 SH   DFND 6,2,1 448,300 0 27,900
INTRAWEST RESORTS HLDGS INC COM 46090K109 537 30,090 SH   DFND 6,2,1 26,900 0 3,190
INTUIT COM 461202103 8,299 72,407 SH   DFND 2,1 72,407 0 0
INTUIT COM 461202103 16,123 140,680 SH   DFND 6,2,1 42,500 0 98,180
INTUITIVE SURGICAL INC COM NEW 46120E602 18,548 29,248 SH   DFND 2,1 29,248 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 317 500 SH   DFND 6,2,1 100 0 400
INVESTORS BANCORP INC NEW COM 46146L101 1,256 90,000 SH   DFND 6,2,1 37,700 0 52,300
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,370 192,100 SH   DFND 6,2,1 140,760 0 51,340
IONIS PHARMACEUTICALS INC COM 462222100 15,297 319,819 SH   DFND 2,1 319,819 0 0
IRON MTN INC NEW COM 46284V101 861 26,500 SH   DFND 2,1 0 0 26,500
IRON MTN INC NEW COM 46284V101 13,570 417,800 SH   DFND 6,2,1 411,800 0 6,000
ISHARES GOLD TRUST ISHARES 464285105 11,391 1,028,100 SH   DFND 5,4,2,1 1,028,100 0 0
ISHARES MSCI AUST ETF 464286103 1,020 50,415 SH   DFND 5,4,2,1 50,415 0 0
ISHARES AUSTRIA CAPD ETF 464286202 2,328 140,837 SH   DFND 5,4,2,1 140,837 0 0
ISHARES INTL HIGH YIELD 464286210 1,037 22,620 SH   DFND 5,4,2,1 22,620 0 0
ISHARES BELGIUM CAPD ETF 464286301 1,350 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES GLB AGRIC PR ETF 464286350 502 20,110 SH   DFND 5,4,2,1 20,110 0 0
ISHARES MSCI CDA ETF 464286509 757 28,958 SH   DFND 5,4,2,1 28,958 0 0
ISHARES MIN VOL GBL ETF 464286525 1,422 19,590 SH   DFND 5,4,2,1 19,590 0 0
ISHARES MIN VOL EMRG MKT 464286533 300 6,140 SH   DFND 5,4,2,1 6,140 0 0
ISHARES MSCI THI CAP ETF 464286624 279 3,868 SH   DFND 5,4,2,1 3,868 0 0
ISHARES MSCI ISR CAP ETF 464286632 1,462 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES MSCI BRIC INDX 464286657 316 9,916 SH   DFND 5,4,2,1 9,916 0 0
ISHARES MSCI PAC JP ETF 464286665 1,223 30,906 SH   DFND 2,1 0 0 30,906
ISHARES MSCI PAC JP ETF 464286665 3,019 76,292 SH   DFND 5,4,2,1 76,292 0 0
ISHARES MSCI FRANCE ETF 464286707 4,519 183,167 SH   DFND 5,4,2,1 183,167 0 0
ISHARES MSCI TURKEY ETF 464286715 262 8,084 SH   DFND 5,4,2,1 8,084 0 0
ISHARES MSCI SZ CAP ETF 464286749 409 13,900 SH   DFND 5,4,2,1 13,900 0 0
ISHARES MSCI SWEDEN ETF 464286756 575 20,003 SH   DFND 5,4,2,1 20,003 0 0
ISHARES MSCI SPAN CP ETF 464286764 3,969 149,721 SH   DFND 5,4,2,1 149,721 0 0
ISHARES MSCI STH KOR ETF 464286772 319 6,000 SH   DFND 5,4,2,1 6,000 0 0
ISHARES MSCI GERMANY ETF 464286806 11 399 SH   DFND 2,1 399 0 0
ISHARES MSCI GERMANY ETF 464286806 9,618 363,210 SH   DFND 5,4,2,1 363,210 0 0
ISHARES MSCI NETHERL ETF 464286814 1,306 54,093 SH   DFND 5,4,2,1 54,093 0 0
ISHARES MSCI MEX CAP ETF 464286822 240 5,448 SH   DFND 5,4,2,1 5,448 0 0
ISHARES MSCI HONG KG ETF 464286871 208 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 5,899 59,402 SH   DFND 5,4,2,1 59,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 73,982 611,323 SH   DFND 5,4,2,1 611,323 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 32,339 243,754 SH   DFND 5,4,2,1 243,754 0 0
ISHARES TR TIPS BD ETF 464287176 1,315 11,620 SH   DFND 5,4,2,1 11,620 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,775 195,190 SH   DFND 5,4,2,1 195,190 0 0
ISHARES TR CORE S&P500 ETF 464287200 92 408 SH   DFND 2,1 0 0 408
ISHARES TR CORE S&P500 ETF 464287200 63,563 282,517 SH   DFND 5,4,2,1 282,517 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 315 8,992 SH   DFND 2,1 0 0 8,992
ISHARES TR S&P 500 GRWT ETF 464287309 73,323 602,048 SH   DFND 5,4,2,1 602,048 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 125 3,581 SH   DFND 2,1 3,581 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 450 12,930 SH   DFND 5,4,2,1 12,930 0 0
ISHARES TR NA NAT RES 464287374 300 8,350 SH   DFND 5,4,2,1 8,350 0 0
ISHARES TR LATN AMER 40 ETF 464287390 796 28,847 SH   DFND 5,4,2,1 28,847 0 0
ISHARES TR S&P 500 VAL ETF 464287408 40,901 403,441 SH   DFND 5,4,2,1 403,441 0 0
ISHARES TR MSCI EAFE ETF 464287465 28,707 497,266 SH   DFND 5,4,2,1 497,266 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 66,425 825,875 SH   DFND 5,4,2,1 825,875 0 0
ISHARES TR RUS MD CP GR ETF 464287481 629 6,454 SH   DFND 5,4,2,1 6,454 0 0
ISHARES TR RUS MID-CAP ETF 464287499 520 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 637 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 51,400 415,150 SH   DFND 5,4,2,1 415,150 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 51,198 457,003 SH   DFND 5,4,2,1 457,003 0 0
ISHARES TR S&P MC 400GR ETF 464287606 758 4,160 SH   DFND 5,4,2,1 4,160 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 112,908 1,076,340 SH   DFND 5,4,2,1 1,076,340 0 0
ISHARES TR RUS 1000 ETF 464287622 32,516 261,255 SH   DFND 5,4,2,1 261,255 0 0
ISHARES TR S&P MC 400VL ETF 464287705 58,160 400,521 SH   DFND 5,4,2,1 400,521 0 0
ISHARES TR U.S. REAL ES ETF 464287739 118,872 1,545,000 SH Put DFND 2,1 0 0 0
ISHARES TR U.S. ENERGY ETF 464287796 901 21,690 SH   DFND 5,4,2,1 21,690 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 39,935 424,336 SH   DFND 5,4,2,1 424,336 0 0
ISHARES TR INTL TREA BD ETF 464288117 442 4,925 SH   DFND 5,4,2,1 4,925 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 1,017 6,466 SH   DFND 5,4,2,1 6,466 0 0
ISHARES TR EMGR MKT INF ETF 464288216 460 16,440 SH   DFND 5,4,2,1 16,440 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 168 21,270 SH   DFND 5,4,2,1 21,270 0 0
ISHARES TR EAFE SML CP ETF 464288273 6,934 139,120 SH   DFND 5,4,2,1 139,120 0 0
ISHARES TR JP MOR EM MK ETF 464288281 12,424 112,720 SH   DFND 5,4,2,1 112,720 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 1,009 6,230 SH   DFND 5,4,2,1 6,230 0 0
ISHARES TR GLB INFRASTR ETF 464288372 2,721 69,700 SH   DFND 5,4,2,1 69,700 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 19,205 132,937 SH   DFND 5,4,2,1 132,937 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,310 98,480 SH   DFND 5,4,2,1 98,480 0 0
ISHARES TR INTL SEL DIV ETF 464288448 163 5,500 SH   DFND 2,1 5,500 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,124 38,030 SH   DFND 5,4,2,1 38,030 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,125 116,980 SH   DFND 5,4,2,1 116,980 0 0
ISHARES TR U.S. PFD STK ETF 464288687 336 9,040 SH   DFND 5,4,2,1 9,040 0 0
ISHARES TR US OIL&GS EX ETF 464288851 2,849 43,530 SH   DFND 5,4,2,1 43,530 0 0
ISHARES TR MICRO-CAP ETF 464288869 239 2,790 SH   DFND 5,4,2,1 2,790 0 0
ISHARES NW ZEALND CP ETF 464289123 1,220 30,700 SH   DFND 5,4,2,1 30,700 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,163 76,950 SH   DFND 5,4,2,1 76,950 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 376 15,600 SH   DFND 5,4,2,1 15,600 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 505 23,200 SH   DFND 5,4,2,1 23,200 0 0
ISHARES TR IRELAND CAPD ETF 46429B507 739 19,700 SH   DFND 5,4,2,1 19,700 0 0
ISHARES TR MSCI POL CAP ETF 46429B606 217 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 2,059 63,000 SH   DFND 6,2,1 63,000 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 3,844 75,770 SH   DFND 5,4,2,1 75,770 0 0
ISHARES TR CHINA ETF 46429B671 695 15,900 SH   DFND 2,1 0 0 15,900
ISHARES TR MIN VOL EAFE ETF 46429B689 652 10,650 SH   DFND 5,4,2,1 10,650 0 0
ISHARES TR MIN VOL USA ETF 46429B697 274 6,050 SH   DFND 5,4,2,1 6,050 0 0
ISHARES U S ETF TR COMMOD SEL STG 46431W853 453 13,210 SH   DFND 5,4,2,1 13,210 0 0
ISHARES TR CORE MSCI EAFE 46432F842 8,152 152,000 SH   DFND 5,4,2,1 152,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 1,503 35,400 SH   DFND 5,4,2,1 35,400 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,036 51,963 SH   DFND 5,4,2,1 51,963 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 75 1,540 SH   DFND 2,1 0 0 1,540
ISHARES INC MSCI JPN ETF NEW 46434G822 10,005 204,770 SH   DFND 5,4,2,1 204,770 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 7,268 300,224 SH   DFND 5,4,2,1 300,224 0 0
ISHARES INC MSCI GBL ETF NEW 46434G855 449 26,183 SH   DFND 5,4,2,1 26,183 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,019 33,200 SH   DFND 5,4,2,1 33,200 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,886 183,503 SH   DFND 2,1 161,393 0 22,110
IXYS CORP COM 46600W106 339 28,500 SH   DFND 6,2,1 4,900 0 23,600
JPMORGAN CHASE & CO COM 46625H100 16,666 193,140 SH   DFND 2,1 95,337 0 97,803
JPMORGAN CHASE & CO COM 46625H100 115,249 1,335,600 SH   DFND 6,2,1 1,147,900 0 187,700
JABIL CIRCUIT INC COM 466313103 3,629 153,300 SH   DFND 6,2,1 131,500 0 21,800
JD COM INC SPON ADR CL A 47215P106 2,049 80,528 SH   DFND 2,1 80,528 0 0
JD COM INC SPON ADR CL A 47215P106 938 36,869 SH   DFND 6,2,1 36,869 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 249 2,900 SH   DFND 6,2,1 0 0 2,900
JOHNSON & JOHNSON COM 478160104 24,594 213,475 SH   DFND 2,1 73,910 0 139,565
JOHNSON & JOHNSON COM 478160104 268,163 2,327,600 SH   DFND 6,2,1 1,484,900 0 842,700
JOHNSON OUTDOORS INC CL A 479167108 294 7,400 SH   DFND 6,2,1 1,100 0 6,300
JONES LANG LASALLE INC COM 48020Q107 402 3,974 SH   DFND 2,1 3,974 0 0
J2 GLOBAL INC COM 48123V102 826 10,100 SH   DFND 6,2,1 10,100 0 0
JUNIPER NETWORKS INC COM 48203R104 822 29,100 SH   DFND 6,2,1 0 0 29,100
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 586 16,600 SH   DFND 2,1 0 0 16,600
KLA-TENCOR CORP COM 482480100 3,360 42,700 SH   DFND 6,2,1 5,500 0 37,200
KKR & CO L P DEL COM UNITS 48248M102 307 19,941 SH   DFND 2,1 19,941 0 0
KADANT INC COM 48282T104 1,209 19,760 SH   DFND 6,2,1 11,340 0 8,420
KELLOGG CO COM 487836108 229 3,100 SH   DFND 2,1 3,100 0 0
KELLOGG CO COM 487836108 8,912 120,900 SH   DFND 6,2,1 31,200 0 89,700
KEYCORP NEW COM 493267108 446 24,400 SH   DFND 6,2,1 24,400 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 493 13,484 SH   DFND 2,1 13,484 0 0
KIMBERLY CLARK CORP COM 494368103 987 8,648 SH   DFND 2,1 7,797 0 851
KIMBERLY CLARK CORP COM 494368103 33,357 292,300 SH   DFND 6,2,1 124,500 0 167,800
KIMCO RLTY CORP COM 49446R109 99 3,948 SH   DFND 2,1 3,948 0 0
KIMCO RLTY CORP COM 49446R109 320 12,700 SH   DFND 6,2,1 0 0 12,700
KINDER MORGAN INC DEL COM 49456B101 665 32,118 SH   DFND 2,1 22,829 0 9,289
KINDER MORGAN INC DEL COM 49456B101 5,942 286,900 SH   DFND 6,2,1 264,000 0 22,900
KINROSS GOLD CORP COM NO PAR 496902404 439 141,300 SH   DFND 2,1 44,700 0 96,600
KINROSS GOLD CORP COM NO PAR 496902404 3,200 1,028,900 SH   DFND 6,2,1 427,400 0 601,500
KNOWLES CORP COM 49926D109 2,286 136,830 SH   DFND 6,2,1 95,130 0 41,700
KOHLS CORP COM 500255104 2,815 57,000 SH   DFND 6,2,1 57,000 0 0
KOPPERS HOLDINGS INC COM 50060P106 2,777 68,900 SH   DFND 6,2,1 25,400 0 43,500
KRAFT HEINZ CO COM 500754106 1,711 19,600 SH   DFND 2,1 18,699 0 901
KRAFT HEINZ CO COM 500754106 23,445 268,500 SH   DFND 6,2,1 129,600 0 138,900
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 543 73,400 SH   DFND 6,2,1 22,900 0 50,500
KROGER CO COM 501044101 829 24,016 SH   DFND 2,1 21,528 0 2,488
KROGER CO COM 501044101 22,880 663,000 SH   DFND 6,2,1 289,500 0 373,500
L BRANDS INC COM 501797104 198 3,000 SH   DFND 2,1 3,000 0 0
L BRANDS INC COM 501797104 7,664 116,400 SH   DFND 6,2,1 32,000 0 84,400
LKQ CORP COM 501889208 42,532 1,387,667 SH   DFND 2,1 1,387,667 0 0
LKQ CORP COM 501889208 325 10,600 SH   DFND 6,2,1 0 0 10,600
LTC PPTYS INC COM 502175102 2,396 51,000 SH   DFND 2,1 51,000 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 116 900 SH   DFND 2,1 900 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 5,585 43,500 SH   DFND 6,2,1 7,800 0 35,700
LAKE SUNAPEE BK GROUP COM 510866106 300 12,714 SH   DFND 6,2,1 4,300 0 8,414
LAM RESEARCH CORP COM 512807108 2,612 24,700 SH   DFND 2,1 24,700 0 0
LAM RESEARCH CORP COM 512807108 25,428 240,500 SH   DFND 6,2,1 186,300 0 54,200
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 23,509 13,400,000 PRN   DFND 2,1 7,000,000 0 6,400,000
LAMB WESTON HLDGS INC COM 513272104 665 17,565 SH   DFND 6,2,1 2,200 0 15,365
LAREDO PETROLEUM INC COM 516806106 501 35,461 SH   DFND 2,1 35,461 0 0
LAS VEGAS SANDS CORP COM 517834107 1,431 26,800 SH   DFND 2,1 25,076 0 1,724
LAS VEGAS SANDS CORP COM 517834107 1,009 18,900 SH   DFND 6,2,1 13,200 0 5,700
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,234 40,500 SH   DFND 2,1 4,300 0 36,200
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 9,780 320,960 SH   DFND 6,2,1 216,800 0 104,160
LAUDER ESTEE COS INC CL A 518439104 2,505 32,750 SH   DFND 2,1 32,750 0 0
LAUDER ESTEE COS INC CL A 518439104 8,659 113,200 SH   DFND 6,2,1 31,400 0 81,800
LEAF GROUP LTD COM 52177G102 789 120,411 SH   DFND 6,2,1 54,591 0 65,820
LEAR CORP COM NEW 521865204 1,681 12,700 SH   DFND 6,2,1 1,700 0 11,000
LEIDOS HLDGS INC COM 525327102 143 2,800 SH   DFND 2,1 0 0 2,800
LEIDOS HLDGS INC COM 525327102 13,354 261,130 SH   DFND 6,2,1 93,430 0 167,700
LENNOX INTL INC COM 526107107 398 2,600 SH   DFND 6,2,1 2,400 0 200
LEXINGTON REALTY TRUST COM 529043101 4,609 426,800 SH   DFND 6,2,1 209,400 0 217,400
LIFEPOINT HEALTH INC COM 53219L109 5,355 94,283 SH   DFND 2,1 94,283 0 0
LIFETIME BRANDS INC COM 53222Q103 1,056 59,500 SH   DFND 6,2,1 40,400 0 19,100
LILLY ELI & CO COM 532457108 24,979 339,620 SH   DFND 2,1 336,981 0 2,639
LILLY ELI & CO COM 532457108 44,483 604,800 SH   DFND 6,2,1 268,800 0 336,000
LINEAR TECHNOLOGY CORP COM 535678106 387 6,200 SH   DFND 6,2,1 6,200 0 0
LION BIOTECHNOLOGIES INC COM 53619R102 4,841 696,518 SH   DFND 2,1 696,518 0 0
LOCKHEED MARTIN CORP COM 539830109 500 2,000 SH   DFND 6,2,1 1,500 0 500
LOEWS CORP COM 540424108 6,060 129,400 SH   DFND 2,1 10,000 0 119,400
LOEWS CORP COM 540424108 49,514 1,057,320 SH   DFND 6,2,1 864,560 0 192,760
LOWES COS INC COM 548661107 1,860 26,156 SH   DFND 2,1 24,737 0 1,419
LOWES COS INC COM 548661107 35,361 497,200 SH   DFND 6,2,1 219,800 0 277,400
LOXO ONCOLOGY INC COM 548862101 6,522 203,087 SH   DFND 2,1 203,087 0 0
LULULEMON ATHLETICA INC COM 550021109 632 9,729 SH   DFND 2,1 9,729 0 0
LUMENTUM HLDGS INC COM 55024U109 13,123 339,537 SH   DFND 2,1 339,537 0 0
M & T BK CORP COM 55261F104 360 2,300 SH   DFND 2,1 2,300 0 0
M & T BK CORP COM 55261F104 15,690 100,300 SH   DFND 6,2,1 29,200 0 71,100
MBIA INC COM 55262C100 196 18,300 SH   DFND 6,2,1 0 0 18,300
MB FINANCIAL INC NEW COM 55264U108 1,115 23,600 SH   DFND 6,2,1 2,000 0 21,600
MDU RES GROUP INC COM 552690109 7,673 266,700 SH   DFND 6,2,1 106,300 0 160,400
MGM RESORTS INTERNATIONAL COM 552953101 8,620 299,000 SH   DFND 2,1 299,000 0 0
MGP INGREDIENTS INC NEW COM 55303J106 2,415 48,312 SH   DFND 6,2,1 26,612 0 21,700
MSCI INC COM 55354G100 4,053 51,450 SH   DFND 2,1 51,450 0 0
MTS SYS CORP COM 553777103 868 15,300 SH   DFND 6,2,1 13,430 0 1,870
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 1,944 42,000 SH   DFND 2,1 42,000 0 0
MAGELLAN HEALTH INC COM NEW 559079207 5,071 67,385 SH   DFND 2,1 67,385 0 0
MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 227 3,000 SH   DFND 2,1 3,000 0 0
MAGNA INTL INC COM 559222401 457 10,540 SH   DFND 2,1 5,200 0 5,340
MAGNA INTL INC COM 559222401 9,800 225,800 SH   DFND 6,2,1 62,000 0 163,800
MANHATTAN ASSOCS INC COM 562750109 15,682 295,727 SH   DFND 2,1 295,727 0 0
MANITOWOC FOODSERVICE INC COM 563568104 445 23,004 SH   DFND 2,1 23,004 0 0
MANITOWOC INC COM 563571108 316 52,881 SH   DFND 2,1 52,881 0 0
MANITOWOC INC COM 563571108 545 91,100 SH   DFND 6,2,1 54,500 0 36,600
MANNING & NAPIER INC CL A 56382Q102 629 83,270 SH   DFND 6,2,1 62,500 0 20,770
MANPOWERGROUP INC COM 56418H100 13,997 157,500 SH   DFND 6,2,1 63,800 0 93,700
MANTECH INTL CORP CL A 564563104 714 16,900 SH   DFND 6,2,1 10,100 0 6,800
MANULIFE FINL CORP COM 56501R106 2,406 135,000 SH   DFND 2,1 135,000 0 0
MANULIFE FINL CORP COM 56501R106 492 27,600 SH   DFND 6,2,1 6,000 0 21,600
MARATHON OIL CORP COM 565849106 4,210 243,210 SH   DFND 2,1 44,010 0 199,200
MARATHON OIL CORP COM 565849106 39,308 2,270,800 SH   DFND 6,2,1 1,734,600 0 536,200
MARATHON PETE CORP COM 56585A102 569 11,304 SH   DFND 2,1 10,264 0 1,040
MARATHON PETE CORP COM 56585A102 423 8,400 SH   DFND 6,2,1 1,600 0 6,800
MARCUS CORP COM 566330106 2,094 66,480 SH   DFND 6,2,1 37,380 0 29,100
MARKEL CORP COM 570535104 181 200 SH   DFND 2,1 200 0 0
MARKEL CORP COM 570535104 543 600 SH   DFND 6,2,1 600 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,115 21,200 SH   DFND 6,2,1 11,800 0 9,400
MARSH & MCLENNAN COS INC COM 571748102 656 9,700 SH   DFND 2,1 9,700 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,178 121,000 SH   DFND 6,2,1 110,500 0 10,500
MARRIOTT INTL INC NEW CL A 571903202 868 10,500 SH   DFND 2,1 6,100 0 4,400
MARRIOTT INTL INC NEW CL A 571903202 32,741 396,000 SH   DFND 6,2,1 340,500 0 55,500
MARTIN MARIETTA MATLS INC COM 573284106 2,215 10,000 SH   DFND 2,1 10,000 0 0
MASCO CORP COM 574599106 228 7,217 SH   DFND 2,1 7,217 0 0
MASCO CORP COM 574599106 1,173 37,100 SH   DFND 6,2,1 0 0 37,100
MASIMO CORP COM 574795100 681 10,100 SH   DFND 6,2,1 3,200 0 6,900
MASTEC INC COM 576323109 863 22,575 SH   DFND 2,1 22,575 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,033 19,693 SH   DFND 2,1 17,455 0 2,238
MASTERCARD INCORPORATED CL A 57636Q104 43,081 417,250 SH   DFND 6,2,1 223,250 0 194,000
MATADOR RES CO COM 576485205 359 13,922 SH   DFND 2,1 13,922 0 0
MATERION CORP COM 576690101 1,734 43,800 SH   DFND 6,2,1 14,500 0 29,300
MATTEL INC COM 577081102 260 9,438 SH   DFND 2,1 9,438 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 243 6,300 SH   DFND 6,2,1 0 0 6,300
MAXLINEAR INC CL A 57776J100 2,372 108,800 SH   DFND 6,2,1 65,700 0 43,100
MCCORMICK & CO INC COM NON VTG 579780206 187 2,000 SH   DFND 2,1 2,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 9,734 104,300 SH   DFND 6,2,1 23,800 0 80,500
MCDONALDS CORP COM 580135101 1,753 14,402 SH   DFND 2,1 12,069 0 2,333
MCDONALDS CORP COM 580135101 69,007 566,930 SH   DFND 6,2,1 247,000 0 319,930
MCKESSON CORP COM 58155Q103 688 4,900 SH   DFND 2,1 4,423 0 477
MCKESSON CORP COM 58155Q103 7,893 56,200 SH   DFND 6,2,1 35,300 0 20,900
MEAD JOHNSON NUTRITION CO COM 582839106 19,022 268,825 SH   DFND 2,1 267,218 0 1,607
MEAD JOHNSON NUTRITION CO COM 582839106 6,623 93,600 SH   DFND 6,2,1 25,500 0 68,100
MEDICAL PPTYS TRUST INC COM 58463J304 1,169 95,000 SH   DFND 2,1 8,400 0 86,600
MEDICAL PPTYS TRUST INC COM 58463J304 10,031 815,500 SH   DFND 6,2,1 603,100 0 212,400
MEDIFAST INC COM 58470H101 1,082 26,000 SH   DFND 6,2,1 22,400 0 3,600
MEDIDATA SOLUTIONS INC COM 58471A105 8,131 163,700 SH   DFND 2,1 163,700 0 0
MEETME INC COM 585141104 1,214 246,200 SH   DFND 6,2,1 142,500 0 103,700
MERCADOLIBRE INC COM 58733R102 5,215 33,400 SH   DFND 6,2,1 6,000 0 27,400
MERCK & CO INC COM 58933Y105 9,681 164,445 SH   DFND 2,1 123,198 0 41,247
MERCK & CO INC COM 58933Y105 83,535 1,418,974 SH   DFND 6,2,1 770,074 0 648,900
MERITOR INC COM 59001K100 145 11,700 SH   DFND 6,2,1 0 0 11,700
MERRIMACK PHARMACEUTICALS IN COM 590328100 3,946 967,218 SH   DFND 2,1 967,218 0 0
METHODE ELECTRS INC COM 591520200 617 14,919 SH   DFND 6,2,1 5,180 0 9,739
METLIFE INC COM 59156R108 2,898 53,771 SH   DFND 2,1 49,945 0 3,826
METLIFE INC COM 59156R108 11,112 206,200 SH   DFND 6,2,1 192,500 0 13,700
MICROSOFT CORP COM 594918104 77,705 1,250,484 SH   DFND 2,1 1,048,142 0 202,342
MICROSOFT CORP COM 594918104 177,111 2,850,200 SH   DFND 6,2,1 2,075,300 0 774,900
MICROCHIP TECHNOLOGY INC COM 595017104 21,626 337,122 SH   DFND 2,1 337,122 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,028 1,500,000 PRN   DFND 2,1 1,500,000 0 0
MICRON TECHNOLOGY INC COM 595112103 5,524 251,990 SH   DFND 2,1 250,019 0 1,971
MICRON TECHNOLOGY INC COM 595112103 162 7,400 SH   DFND 6,2,1 0 0 7,400
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 10,031 10,100,000 PRN   DFND 2,1 10,100,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 4,894 49,979 SH   DFND 2,1 49,979 0 0
MIDDLEBY CORP COM 596278101 690 5,358 SH   DFND 2,1 5,358 0 0
MILACRON HLDGS CORP COM 59870L106 244 13,100 SH   DFND 6,2,1 5,600 0 7,500
MINERALS TECHNOLOGIES INC COM 603158106 6,791 87,915 SH   DFND 6,2,1 44,100 0 43,815
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 80 8,805 SH   DFND 2,1 8,805 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,563 171,600 SH   DFND 6,2,1 0 0 171,600
MOHAWK INDS INC COM 608190104 2,019 10,109 SH   DFND 2,1 10,109 0 0
MOHAWK INDS INC COM 608190104 659 3,300 SH   DFND 6,2,1 0 0 3,300
MOLSON COORS BREWING CO CL B 60871R209 2,063 21,200 SH   DFND 6,2,1 600 0 20,600
MOMENTA PHARMACEUTICALS INC COM 60877T100 778 51,690 SH   DFND 6,2,1 5,190 0 46,500
MONDELEZ INTL INC CL A 609207105 7,080 159,710 SH   DFND 2,1 156,806 0 2,904
MONDELEZ INTL INC CL A 609207105 47,362 1,068,400 SH   DFND 6,2,1 469,300 0 599,100
MONSANTO CO NEW COM 61166W101 1,551 14,746 SH   DFND 2,1 13,868 0 878
MONSANTO CO NEW COM 61166W101 25,029 237,900 SH   DFND 6,2,1 113,300 0 124,600
MONSTER BEVERAGE CORP NEW COM 61174X109 43,968 991,607 SH   DFND 2,1 991,607 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 6,895 155,500 SH   DFND 6,2,1 48,000 0 107,500
MOODYS CORP COM 615369105 5,842 61,966 SH   DFND 2,1 9,433 0 52,533
MOODYS CORP COM 615369105 54,890 582,266 SH   DFND 6,2,1 395,666 0 186,600
MOOG INC CL A 615394202 670 10,200 SH   DFND 6,2,1 0 0 10,200
MORGAN STANLEY COM NEW 617446448 426 10,087 SH   DFND 2,1 6,623 0 3,464
MORGAN STANLEY COM NEW 617446448 9,616 227,600 SH   DFND 6,2,1 204,300 0 23,300
MORGAN STANLEY EMER MKTS FD COM 61744G107 923 70,000 SH   DFND 2,1 70,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 108 1,300 SH   DFND 2,1 1,300 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 26,524 319,990 SH   DFND 6,2,1 205,380 0 114,610
MURPHY OIL CORP COM 626717102 2,741 88,045 SH   DFND 2,1 10,045 0 78,000
MURPHY OIL CORP COM 626717102 35,758 1,148,660 SH   DFND 6,2,1 838,360 0 310,300
NCI BUILDING SYS INC COM NEW 628852204 260 16,600 SH   DFND 6,2,1 7,100 0 9,500
NCI INC CL A 62886K104 465 33,342 SH   DFND 6,2,1 24,383 0 8,959
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 8,076 7,100,000 PRN   DFND 2,1 7,100,000 0 0
NANOMETRICS INC COM 630077105 2,932 117,000 SH   DFND 2,1 117,000 0 0
NASDAQ INC COM 631103108 3,296 49,100 SH   DFND 2,1 0 0 49,100
NASDAQ INC COM 631103108 27,385 408,000 SH   DFND 6,2,1 322,000 0 86,000
NATURES SUNSHINE PRODUCTS IN COM 639027101 156 10,403 SH   DFND 6,2,1 6,413 0 3,990
NAVIGANT CONSULTING INC COM 63935N107 3,142 120,000 SH   DFND 6,2,1 60,500 0 59,500
NAVIENT CORP COM 63938C108 749 45,600 SH   DFND 6,2,1 37,900 0 7,700
NEOPHOTONICS CORP COM 64051T100 1,122 103,800 SH   DFND 6,2,1 61,300 0 42,500
NETFLIX INC COM 64110L106 10,214 82,500 SH   DFND 6,2,1 62,400 0 20,100
NETSCOUT SYS INC COM 64115T104 334 10,600 SH   DFND 6,2,1 10,600 0 0
NEUSTAR INC CL A 64126X201 58 1,740 SH   DFND 2,1 0 0 1,740
NEUSTAR INC CL A 64126X201 5,603 167,760 SH   DFND 6,2,1 68,720 0 99,040
NEVSUN RES LTD COM 64156L101 52 16,900 SH   DFND 6,2,1 0 0 16,900
NEVRO CORP COM 64157F103 1,817 25,000 SH   DFND 6,2,1 20,500 0 4,500
NEW GOLD INC CDA COM 644535106 79 22,500 SH   DFND 6,2,1 8,300 0 14,200
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,831 67,246 SH   DFND 2,1 46,400 0 20,846
NEW RELIC INC COM 64829B100 4,096 145,000 SH   DFND 2,1 145,000 0 0
NEWELL BRANDS INC COM 651229106 9,942 222,658 SH   DFND 2,1 222,658 0 0
NEWELL BRANDS INC COM 651229106 8,275 185,330 SH   DFND 6,2,1 34,500 0 150,830
NEWFIELD EXPL CO COM 651290108 653 16,134 SH   DFND 2,1 16,134 0 0
NEWMONT MINING CORP COM 651639106 3,919 115,017 SH   DFND 2,1 110,897 0 4,120
NEWMONT MINING CORP COM 651639106 19,031 558,577 SH   DFND 6,2,1 527,677 0 30,900
NEWPARK RES INC COM PAR $.01NEW 651718504 189 25,236 SH   DFND 2,1 25,236 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,582 210,900 SH   DFND 6,2,1 107,750 0 103,150
NEWS CORP NEW CL A 65249B109 12,349 1,077,600 SH   DFND 6,2,1 794,800 0 282,800
NEXTERA ENERGY INC COM 65339F101 9,239 77,341 SH   DFND 2,1 74,892 0 2,449
NEXTERA ENERGY INC COM 65339F101 39,780 333,000 SH   DFND 6,2,1 136,700 0 196,300
NIKE INC CL B 654106103 22,090 434,587 SH   DFND 2,1 432,166 0 2,421
NIKE INC CL B 654106103 35,665 701,660 SH   DFND 6,2,1 349,700 0 351,960
NIMBLE STORAGE INC COM 65440R101 1,980 250,000 SH   DFND 2,1 250,000 0 0
NISOURCE INC COM 65473P105 1,280 57,800 SH   DFND 2,1 12,900 0 44,900
NISOURCE INC COM 65473P105 15,403 695,710 SH   DFND 6,2,1 559,180 0 136,530
NOBLE ENERGY INC COM 655044105 16,399 430,881 SH   DFND 2,1 344,981 0 85,900
NOBLE ENERGY INC COM 655044105 43,441 1,141,370 SH   DFND 6,2,1 892,970 0 248,400
NORBORD INC COM NEW 65548P403 189 7,500 SH   DFND 2,1 0 0 7,500
NORBORD INC COM NEW 65548P403 1,098 43,500 SH   DFND 6,2,1 16,900 0 26,600
NORDSTROM INC COM 655664100 221 4,619 SH   DFND 2,1 4,619 0 0
NORFOLK SOUTHERN CORP COM 655844108 94 874 SH   DFND 2,1 0 0 874
NORFOLK SOUTHERN CORP COM 655844108 10,429 96,500 SH   DFND 6,2,1 56,300 0 40,200
NORTHERN TR CORP COM 665859104 7,258 81,500 SH   DFND 6,2,1 13,500 0 68,000
NORTHRIM BANCORP INC COM 666762109 534 16,900 SH   DFND 6,2,1 14,300 0 2,600
NORTHROP GRUMMAN CORP COM 666807102 1,470 6,320 SH   DFND 2,1 4,920 0 1,400
NORTHROP GRUMMAN CORP COM 666807102 46,493 199,900 SH   DFND 6,2,1 72,600 0 127,300
NORTHWEST NAT GAS CO COM 667655104 682 11,400 SH   DFND 6,2,1 5,900 0 5,500
NOVADAQ TECHNOLOGIES INC COM 66987G102 7,603 1,072,354 SH   DFND 2,1 1,072,354 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 1,782 119,574 SH   DFND 2,1 9,400 0 110,174
NUANCE COMMUNICATIONS INC COM 67020Y100 14,231 955,084 SH   DFND 6,2,1 577,284 0 377,800
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,021 3,000,000 PRN   DFND 2,1 3,000,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 4,516 5,000,000 PRN   DFND 2,1 5,000,000 0 0
NUCOR CORP COM 670346105 1,738 29,200 SH   DFND 6,2,1 4,600 0 24,600
NUTRACEUTICAL INTL CORP COM 67060Y101 603 17,250 SH   DFND 6,2,1 7,850 0 9,400
NVIDIA CORP COM 67066G104 10,518 98,543 SH   DFND 2,1 39,003 0 59,540
NVIDIA CORP COM 67066G104 74,668 699,536 SH   DFND 6,2,1 541,240 0 158,296
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 5,194 980,000 PRN   DFND 2,1 980,000 0 0
NUVASIVE INC COM 670704105 16,430 243,919 SH   DFND 2,1 243,919 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 13,152 47,239 SH   DFND 2,1 47,039 0 200
O REILLY AUTOMOTIVE INC NEW COM 67103H107 13,815 49,620 SH   DFND 6,2,1 13,520 0 36,100
OASIS PETE INC NEW COM 674215108 155 10,247 SH   DFND 2,1 10,247 0 0
OASIS PETE INC NEW COM 674215108 1,783 117,800 SH   DFND 6,2,1 93,700 0 24,100
OCCIDENTAL PETE CORP DEL COM 674599105 7,904 110,962 SH   DFND 2,1 109,149 0 1,813
OCCIDENTAL PETE CORP DEL COM 674599105 9,595 134,700 SH   DFND 6,2,1 111,900 0 22,800
OCEANEERING INTL INC COM 675232102 194 6,890 SH   DFND 2,1 6,890 0 0
OCEANEERING INTL INC COM 675232102 7,154 253,600 SH   DFND 6,2,1 119,500 0 134,100
OLD NATL BANCORP IND COM 680033107 575 31,700 SH   DFND 6,2,1 0 0 31,700
OMNICOM GROUP INC COM 681919106 354 4,160 SH   DFND 2,1 4,160 0 0
OMNICOM GROUP INC COM 681919106 20,060 235,690 SH   DFND 6,2,1 43,960 0 191,730
OMEGA HEALTHCARE INVS INC COM 681936100 13 403 SH   DFND 2,1 403 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,054 65,700 SH   DFND 6,2,1 14,700 0 51,000
OMEGA PROTEIN CORP COM 68210P107 1,761 70,300 SH   DFND 6,2,1 42,700 0 27,600
ON SEMICONDUCTOR CORP COM 682189105 2,322 182,000 SH   DFND 6,2,1 82,700 0 99,300
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 11,268 11,000,000 PRN   DFND 2,1 11,000,000 0 0
ONE LIBERTY PPTYS INC COM 682406103 901 35,867 SH   DFND 6,2,1 30,467 0 5,400
ONEOK INC NEW COM 682680103 396 6,902 SH   DFND 2,1 6,902 0 0
OPEN TEXT CORP COM 683715106 247 4,000 SH   DFND 2,1 0 0 4,000
OPEN TEXT CORP COM 683715106 1,403 22,700 SH   DFND 6,2,1 5,100 0 17,600
ORACLE CORP COM 68389X105 14,027 364,814 SH   DFND 2,1 319,208 0 45,606
ORACLE CORP COM 68389X105 86,074 2,238,600 SH   DFND 6,2,1 1,446,800 0 791,800
ORBITAL ATK INC COM 68557N103 1,035 11,800 SH   DFND 6,2,1 11,800 0 0
ORION GROUP HOLDINGS INC COM 68628V308 209 21,000 SH   DFND 6,2,1 12,100 0 8,900
OTTER TAIL CORP COM 689648103 231 5,661 SH   DFND 2,1 5,661 0 0
OUTFRONT MEDIA INC COM 69007J106 4,729 190,150 SH   DFND 6,2,1 99,530 0 90,620
OWENS & MINOR INC NEW COM 690732102 155 4,400 SH   DFND 2,1 2,400 0 2,000
OWENS & MINOR INC NEW COM 690732102 8,473 240,100 SH   DFND 6,2,1 102,100 0 138,000
PDF SOLUTIONS INC COM 693282105 776 34,400 SH   DFND 6,2,1 12,200 0 22,200
PDL BIOPHARMA INC COM 69329Y104 278 131,000 SH   DFND 6,2,1 0 0 131,000
PG&E CORP COM 69331C108 158 2,600 SH   DFND 2,1 2,600 0 0
PG&E CORP COM 69331C108 18,596 306,000 SH   DFND 6,2,1 118,200 0 187,800
PJT PARTNERS INC COM CL A 69343T107 309 9,993 SH   DFND 2,1 9,993 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,861 15,915 SH   DFND 2,1 15,915 0 0
PNC FINL SVCS GROUP INC COM 693475105 38,234 326,900 SH   DFND 6,2,1 132,600 0 194,300
POSCO SPONSORED ADR 693483109 552 10,500 SH   DFND 2,1 0 0 10,500
PPG INDS INC COM 693506107 2,564 27,053 SH   DFND 2,1 26,227 0 826
PPG INDS INC COM 693506107 36,483 385,000 SH   DFND 6,2,1 268,100 0 116,900
PPL CORP COM 69351T106 354 10,400 SH   DFND 2,1 10,400 0 0
PPL CORP COM 69351T106 17,253 506,700 SH   DFND 6,2,1 130,600 0 376,100
PVH CORP COM 693656100 13,590 150,600 SH   DFND 6,2,1 144,500 0 6,100
PTC INC COM 69370C100 31,031 670,641 SH   DFND 2,1 670,641 0 0
PACCAR INC COM 693718108 2,978 46,600 SH   DFND 6,2,1 9,200 0 37,400
PACIFIC PREMIER BANCORP COM 69478X105 311 8,800 SH   DFND 6,2,1 0 0 8,800
PACKAGING CORP AMER COM 695156109 8,474 99,900 SH   DFND 6,2,1 79,600 0 20,300
PACWEST BANCORP DEL COM 695263103 1,845 33,890 SH   DFND 6,2,1 15,600 0 18,290
PALO ALTO NETWORKS INC COM 697435105 16,911 135,232 SH   DFND 2,1 135,232 0 0
PAN AMERICAN SILVER CORP COM 697900108 4,570 303,251 SH   DFND 2,1 0 0 303,251
PAN AMERICAN SILVER CORP COM 697900108 170 11,300 SH   DFND 6,2,1 5,500 0 5,800
PANERA BREAD CO CL A 69840W108 8,511 41,500 SH   DFND 2,1 41,500 0 0
PARAMOUNT GROUP INC COM 69924R108 2,897 181,200 SH   DFND 2,1 181,200 0 0
PARAMOUNT GROUP INC COM 69924R108 3,222 201,500 SH   DFND 6,2,1 168,400 0 33,100
PAREXEL INTL CORP COM 699462107 2,417 36,777 SH   DFND 6,2,1 13,320 0 23,457
PARKE BANCORP INC COM 700885106 395 19,600 SH   DFND 6,2,1 1,200 0 18,400
PARKER HANNIFIN CORP COM 701094104 11,538 82,413 SH   DFND 2,1 82,413 0 0
PARKER HANNIFIN CORP COM 701094104 2,660 19,000 SH   DFND 6,2,1 3,000 0 16,000
PARKWAY INC COM 70156Q107 2,609 117,268 SH   DFND 2,1 117,268 0 0
PARSLEY ENERGY INC CL A 701877102 370 10,500 SH   DFND 6,2,1 9,300 0 1,200
PATRICK INDS INC COM 703343103 341 4,470 SH   DFND 6,2,1 0 0 4,470
PATTERSON COMPANIES INC COM 703395103 570 13,900 SH   DFND 6,2,1 4,100 0 9,800
PAYCHEX INC COM 704326107 451 7,400 SH   DFND 2,1 7,400 0 0
PAYCHEX INC COM 704326107 15,683 257,600 SH   DFND 6,2,1 78,300 0 179,300
PAYPAL HLDGS INC COM 70450Y103 2,748 69,610 SH   DFND 2,1 69,610 0 0
PAYPAL HLDGS INC COM 70450Y103 7,282 184,500 SH   DFND 6,2,1 170,000 0 14,500
PEBBLEBROOK HOTEL TR COM 70509V100 16,052 539,577 SH   DFND 2,1 539,577 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 170 5,700 SH   DFND 6,2,1 5,700 0 0
PEMBINA PIPELINE CORP COM 706327103 580 18,530 SH   DFND 2,1 18,530 0 0
PENUMBRA INC COM 70975L107 1,321 20,710 SH   DFND 6,2,1 20,710 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 285 14,721 SH   DFND 2,1 14,721 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 852 44,000 SH   DFND 6,2,1 36,800 0 7,200
PEPSICO INC COM 713448108 3,606 34,468 SH   DFND 2,1 14,568 0 19,900
PEPSICO INC COM 713448108 117,133 1,119,500 SH   DFND 6,2,1 550,700 0 568,800
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 537 18,400 SH   DFND 2,1 0 0 18,400
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 360 40,896 SH   DFND 2,1 40,896 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 197 19,500 SH   DFND 2,1 0 0 19,500
PFIZER INC COM 717081103 15,173 467,160 SH   DFND 2,1 88,408 0 378,752
PFIZER INC COM 717081103 194,473 5,987,470 SH   DFND 6,2,1 3,639,290 0 2,348,180
PHARMATHENE INC COM 71714G102 1,080 332,300 SH   DFND 6,2,1 166,300 0 166,000
PHILIP MORRIS INTL INC COM 718172109 23,051 251,953 SH   DFND 2,1 229,850 0 22,103
PHILIP MORRIS INTL INC COM 718172109 31,967 349,400 SH   DFND 6,2,1 317,200 0 32,200
PHILLIPS 66 COM 718546104 2,085 24,131 SH   DFND 2,1 23,132 0 999
PHILLIPS 66 COM 718546104 14,474 167,500 SH   DFND 6,2,1 93,900 0 73,600
PHOTRONICS INC COM 719405102 1,888 167,100 SH   DFND 6,2,1 85,700 0 81,400
PHYSICIANS RLTY TR COM 71943U104 9,205 485,503 SH   DFND 2,1 485,503 0 0
PIER 1 IMPORTS INC COM 720279108 2,494 292,000 SH   DFND 6,2,1 171,300 0 120,700
PILGRIMS PRIDE CORP NEW COM 72147K108 354 18,631 SH   DFND 2,1 2,400 0 16,231
PILGRIMS PRIDE CORP NEW COM 72147K108 2,819 148,431 SH   DFND 6,2,1 84,931 0 63,500
PINNACLE WEST CAP CORP COM 723484101 2,996 38,400 SH   DFND 6,2,1 1,800 0 36,600
PIONEER NAT RES CO COM 723787107 20,829 115,670 SH   DFND 2,1 115,310 0 360
PIONEER NAT RES CO COM 723787107 5,150 28,600 SH   DFND 6,2,1 26,400 0 2,200
PIPER JAFFRAY COS COM 724078100 363 5,000 SH   DFND 6,2,1 3,700 0 1,300
PLAINS GP HLDGS L P LTD PARTNR INT A 72651A207 281 8,116 SH   DFND 2,1 8,116 0 0
PLANET FITNESS INC CL A 72703H101 9,239 459,635 SH   DFND 2,1 459,635 0 0
PLY GEM HLDGS INC COM 72941W100 1,285 79,100 SH   DFND 6,2,1 67,300 0 11,800
POPULAR INC COM NEW 733174700 762 17,400 SH   DFND 2,1 0 0 17,400
POPULAR INC COM NEW 733174700 12,813 292,400 SH   DFND 6,2,1 157,700 0 134,700
POTASH CORP SASK INC COM 73755L107 155 8,549 SH   DFND 2,1 8,549 0 0
POTASH CORP SASK INC COM 73755L107 2,046 113,100 SH   DFND 6,2,1 20,100 0 93,000
POWERSHARES ACTIVE MNG ETF T ALT MULTI STRG 73935B870 1,470 65,200 SH   DFND 5,4,2,1 65,200 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 11 699 SH   DFND 2,1 699 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,485 93,770 SH   DFND 5,4,2,1 93,770 0 0
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 127 34,400 SH   DFND 5,4,2,1 34,400 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 145 11,350 SH   DFND 5,4,2,1 11,350 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 3,674 148,100 SH   DFND 5,4,2,1 148,100 0 0
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 2,794 112,390 SH   DFND 5,4,2,1 112,390 0 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 6,568 177,380 SH   DFND 5,4,2,1 177,380 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 679 45,520 SH   DFND 5,4,2,1 45,520 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 1,178 55,380 SH   DFND 5,4,2,1 55,380 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 350 8,610 SH   DFND 5,4,2,1 8,610 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 272 6,940 SH   DFND 5,4,2,1 6,940 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 302 14,430 SH   DFND 5,4,2,1 14,430 0 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 640 22,490 SH   DFND 5,4,2,1 22,490 0 0
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 288 13,680 SH   DFND 5,4,2,1 13,680 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 269 6,480 SH   DFND 5,4,2,1 6,480 0 0
PRAXAIR INC COM 74005P104 1,569 13,386 SH   DFND 2,1 8,735 0 4,651
PRAXAIR INC COM 74005P104 29,344 250,400 SH   DFND 6,2,1 99,000 0 151,400
PRECISION DRILLING CORP COM 2010 74022D308 272 49,823 SH   DFND 2,1 49,823 0 0
PREFORMED LINE PRODS CO COM 740444104 851 14,649 SH   DFND 6,2,1 10,184 0 4,465
PREMIER FINL BANCORP INC COM 74050M105 624 31,045 SH   DFND 6,2,1 21,210 0 9,835
PRICE T ROWE GROUP INC COM 74144T108 1,174 15,600 SH   DFND 2,1 2,600 0 13,000
PRICE T ROWE GROUP INC COM 74144T108 17,646 234,471 SH   DFND 6,2,1 95,900 0 138,571
PRICELINE GRP INC COM NEW 741503403 64,133 43,745 SH   DFND 2,1 38,539 0 5,206
PRICELINE GRP INC COM NEW 741503403 94,529 64,478 SH   DFND 6,2,1 46,113 0 18,365
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 45,657 29,000,000 PRN   DFND 2,1 6,000,000 0 23,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 7,394 7,000,000 PRN   DFND 2,1 7,000,000 0 0
PROCTER AND GAMBLE CO COM 742718109 9,630 114,528 SH   DFND 2,1 85,987 0 28,541
PROCTER AND GAMBLE CO COM 742718109 103,914 1,235,900 SH   DFND 6,2,1 683,600 0 552,300
PROGRESS SOFTWARE CORP COM 743312100 4,129 129,300 SH   DFND 6,2,1 63,100 0 66,200
PROGRESSIVE CORP OHIO COM 743315103 2,492 70,195 SH   DFND 2,1 70,195 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,193 33,600 SH   DFND 6,2,1 33,600 0 0
PROLOGIS INC COM 74340W103 22,572 427,588 SH   DFND 2,1 427,588 0 0
PROLOGIS INC COM 74340W103 428 8,100 SH   DFND 6,2,1 200 0 7,900
PROOFPOINT INC COM 743424103 16,871 238,800 SH   DFND 2,1 238,800 0 0
PROSHARES TR HD REPLICATION 74347X294 1,294 30,140 SH   DFND 5,4,2,1 30,140 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 1,296 32,370 SH   DFND 5,4,2,1 32,370 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,622 22,600 SH   DFND 6,2,1 10,100 0 12,500
PRUDENTIAL FINL INC COM 744320102 3,995 38,389 SH   DFND 2,1 37,295 0 1,094
PRUDENTIAL FINL INC COM 744320102 7,700 74,000 SH   DFND 6,2,1 68,600 0 5,400
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,011 91,400 SH   DFND 2,1 0 0 91,400
PUBLIC SVC ENTERPRISE GROUP COM 744573106 55,021 1,253,900 SH   DFND 6,2,1 849,100 0 404,800
PUBLIC STORAGE COM 74460D109 3,736 16,716 SH   DFND 2,1 14,786 0 1,930
PUBLIC STORAGE COM 74460D109 10,147 45,400 SH   DFND 6,2,1 36,600 0 8,800
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 126 11,385 SH   DFND 6,2,1 8,600 0 2,785
QEP RES INC COM 74733V100 155 8,400 SH   DFND 2,1 6,500 0 1,900
QEP RES INC COM 74733V100 8,472 460,200 SH   DFND 6,2,1 205,400 0 254,800
QORVO INC COM 74736K101 10,488 198,900 SH   DFND 6,2,1 192,800 0 6,100
Q2 HLDGS INC COM 74736L109 2,259 78,300 SH   DFND 2,1 78,300 0 0
QUALCOMM INC COM 747525103 88,026 1,350,091 SH   DFND 2,1 1,327,936 0 22,155
QUALCOMM INC COM 747525103 61,725 946,700 SH   DFND 6,2,1 650,800 0 295,900
QUALITY SYS INC COM 747582104 1,975 150,200 SH   DFND 6,2,1 79,700 0 70,500
QUALYS INC COM 74758T303 592 18,689 SH   DFND 2,1 18,689 0 0
QUANTA SVCS INC COM 74762E102 1,924 55,200 SH   DFND 2,1 0 0 55,200
QUANTA SVCS INC COM 74762E102 33,078 949,150 SH   DFND 6,2,1 733,550 0 215,600
QUEST DIAGNOSTICS INC COM 74834L100 2,748 29,900 SH   DFND 6,2,1 3,200 0 26,700
QUINSTREET INC COM 74874Q100 525 139,580 SH   DFND 6,2,1 115,112 0 24,468
QUINTILES IMS HOLDINGS INC COM 74876Y101 93 1,218 SH   DFND 2,1 0 0 1,218
QUINTILES IMS HOLDINGS INC COM 74876Y101 7,468 98,200 SH   DFND 6,2,1 25,700 0 72,500
RCI HOSPITALITY HLDGS INC COM 74934Q108 427 24,944 SH   DFND 6,2,1 0 0 24,944
RLJ LODGING TR COM 74965L101 573 23,400 SH   DFND 2,1 5,100 0 18,300
RLJ LODGING TR COM 74965L101 7,188 293,500 SH   DFND 6,2,1 162,600 0 130,900
RTI SURGICAL INC COM 74975N105 188 57,800 SH   DFND 6,2,1 11,100 0 46,700
RANGE RES CORP COM 75281A109 434 12,633 SH   DFND 2,1 12,633 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,920 27,712 SH   DFND 2,1 27,712 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,247 18,000 SH   DFND 6,2,1 15,000 0 3,000
RAYTHEON CO COM NEW 755111507 1,145 8,066 SH   DFND 2,1 5,886 0 2,180
RAYTHEON CO COM NEW 755111507 78,057 549,700 SH   DFND 6,2,1 307,200 0 242,500
REALNETWORKS INC COM NEW 75605L708 682 140,300 SH   DFND 6,2,1 104,300 0 36,000
RED HAT INC COM 756577102 5,994 86,000 SH   DFND 2,1 86,000 0 0
RED HAT INC COM 756577102 836 12,000 SH   DFND 6,2,1 0 0 12,000
RED HAT INC NOTE 0.250%10/0 756577AD4 43,175 37,000,000 PRN   DFND 2,1 9,000,000 0 28,000,000
REGAL BELOIT CORP COM 758750103 526 7,600 SH   DFND 2,1 0 0 7,600
REGAL BELOIT CORP COM 758750103 10,806 156,050 SH   DFND 6,2,1 82,400 0 73,650
REGENERON PHARMACEUTICALS COM 75886F107 30,101 81,999 SH   DFND 2,1 81,877 0 122
REGENERON PHARMACEUTICALS COM 75886F107 1,542 4,200 SH   DFND 6,2,1 200 0 4,000
REGENXBIO INC COM 75901B107 4,323 233,070 SH   DFND 2,1 233,070 0 0
REGULUS THERAPEUTICS INC COM 75915K101 2,399 1,066,078 SH   DFND 2,1 1,066,078 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 1,612 12,812 SH   DFND 2,1 12,812 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,078 38,700 SH   DFND 6,2,1 0 0 38,700
RENASANT CORP COM 75970E107 448 10,600 SH   DFND 6,2,1 0 0 10,600
REPUBLIC BANCORP KY CL A 760281204 416 10,515 SH   DFND 6,2,1 2,100 0 8,415
REPUBLIC SVCS INC COM 760759100 3,001 52,600 SH   DFND 2,1 4,800 0 47,800
REPUBLIC SVCS INC COM 760759100 34,338 601,900 SH   DFND 6,2,1 360,900 0 241,000
RETAIL OPPORTUNITY INVTS COR COM 76131N101 12,362 585,039 SH   DFND 2,1 585,039 0 0
RETAILMENOT INC COM SER 1 76132B106 308 33,100 SH   DFND 6,2,1 21,000 0 12,100
REVLON INC CL A NEW 761525609 2,122 72,800 SH   DFND 6,2,1 37,100 0 35,700
REXNORD CORP NEW COM 76169B102 347 17,700 SH   DFND 6,2,1 17,700 0 0
REYNOLDS AMERICAN INC COM 761713106 168 3,000 SH   DFND 2,1 3,000 0 0
REYNOLDS AMERICAN INC COM 761713106 8,625 153,900 SH   DFND 6,2,1 151,300 0 2,600
RIGHTSIDE GROUP LTD COM 76658B100 156 18,903 SH   DFND 6,2,1 15,208 0 3,695
ROCKWELL AUTOMATION INC COM 773903109 23,529 175,064 SH   DFND 2,1 175,064 0 0
ROCKWELL AUTOMATION INC COM 773903109 9,661 71,884 SH   DFND 6,2,1 19,300 0 52,584
ROCKWELL COLLINS INC COM 774341101 158 1,700 SH   DFND 2,1 1,700 0 0
ROCKWELL COLLINS INC COM 774341101 15,602 168,200 SH   DFND 6,2,1 28,000 0 140,200
ROGERS COMMUNICATIONS INC CL B 775109200 2,033 52,700 SH   DFND 6,2,1 14,100 0 38,600
ROPER TECHNOLOGIES INC COM 776696106 61,394 335,342 SH   DFND 2,1 332,732 0 2,610
ROPER TECHNOLOGIES INC COM 776696106 12,944 70,700 SH   DFND 6,2,1 16,600 0 54,100
ROSS STORES INC COM 778296103 1,072 16,334 SH   DFND 2,1 15,470 0 864
ROSS STORES INC COM 778296103 15,029 229,100 SH   DFND 6,2,1 62,800 0 166,300
ROYAL BK CDA MONTREAL QUE COM 780087102 4,202 62,058 SH   DFND 2,1 27,700 0 34,358
ROYAL BK CDA MONTREAL QUE COM 780087102 59,070 872,400 SH   DFND 6,2,1 268,700 0 603,700
RUTHS HOSPITALITY GROUP INC COM 783332109 1,839 100,496 SH   DFND 6,2,1 47,896 0 52,600
S&P GLOBAL INC COM 78409V104 1,957 18,200 SH   DFND 2,1 18,200 0 0
S&P GLOBAL INC COM 78409V104 14,271 132,700 SH   DFND 6,2,1 65,700 0 67,000
SEI INVESTMENTS CO COM 784117103 44,501 901,553 SH   DFND 2,1 901,553 0 0
SJW GROUP COM 784305104 2,521 45,032 SH   DFND 6,2,1 21,500 0 23,532
SK TELECOM LTD SPONSORED ADR 78440P108 230 11,000 SH   DFND 2,1 0 0 11,000
SL GREEN RLTY CORP COM 78440X101 1,116 10,372 SH   DFND 2,1 10,372 0 0
SM ENERGY CO COM 78454L100 4,428 128,430 SH   DFND 6,2,1 51,730 0 76,700
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,556 33,804 SH   DFND 2,1 2,549 0 31,255
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 668 19,964 SH   DFND 5,4,2,1 19,964 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 2,989 39,789 SH   DFND 5,4,2,1 39,789 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,613 40,610 SH   DFND 5,4,2,1 40,610 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 5,791 126,860 SH   DFND 5,4,2,1 126,860 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,033 275,255 SH   DFND 5,4,2,1 275,255 0 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 534 10,260 SH   DFND 5,4,2,1 10,260 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,170 23,094 SH   DFND 5,4,2,1 23,094 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,690 61,050 SH   DFND 5,4,2,1 61,050 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 263 3,270 SH   DFND 5,4,2,1 3,270 0 0
SVB FINL GROUP COM 78486Q101 463 2,700 SH   DFND 2,1 2,700 0 0
SVB FINL GROUP COM 78486Q101 2,523 14,700 SH   DFND 6,2,1 6,200 0 8,500
SABRE CORP COM 78573M104 3,355 134,466 SH   DFND 2,1 134,466 0 0
SAGE THERAPEUTICS INC COM 78667J108 2,502 49,002 SH   DFND 2,1 49,002 0 0
SALESFORCE COM INC COM 79466L302 49,819 727,707 SH   DFND 2,1 725,957 0 1,750
SALESFORCE COM INC COM 79466L302 6,326 92,400 SH   DFND 6,2,1 83,400 0 9,000
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 8,442 7,250,000 PRN   DFND 2,1 7,250,000 0 0
SANDERSON FARMS INC COM 800013104 506 5,365 SH   DFND 2,1 3,765 0 1,600
SANDERSON FARMS INC COM 800013104 6,578 69,800 SH   DFND 6,2,1 25,000 0 44,800
SANFILIPPO JOHN B & SON INC COM 800422107 2,365 33,600 SH   DFND 6,2,1 19,000 0 14,600
SANMINA CORPORATION COM 801056102 5,058 138,000 SH   DFND 6,2,1 45,300 0 92,700
SAUL CTRS INC COM 804395101 8,376 125,753 SH   DFND 2,1 125,753 0 0
SCANA CORP NEW COM 80589M102 17,024 232,310 SH   DFND 6,2,1 151,910 0 80,400
SCHEIN HENRY INC COM 806407102 137 900 SH   DFND 2,1 900 0 0
SCHEIN HENRY INC COM 806407102 7,995 52,700 SH   DFND 6,2,1 12,600 0 40,100
SCHLUMBERGER LTD COM 806857108 3,071 36,576 SH   DFND 2,1 34,227 0 2,349
SCHLUMBERGER LTD COM 806857108 25,210 300,300 SH   DFND 6,2,1 235,000 0 65,300
SCHNITZER STL INDS CL A 806882106 943 36,695 SH   DFND 6,2,1 32,065 0 4,630
SCHWAB CHARLES CORP NEW COM 808513105 5,277 133,694 SH   DFND 2,1 133,694 0 0
SCHWAB CHARLES CORP NEW COM 808513105 8,269 209,500 SH   DFND 6,2,1 195,600 0 13,900
SCIENCE APPLICATNS INTL CP N COM 808625107 1,085 12,790 SH   DFND 2,1 12,790 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,052 12,400 SH   DFND 6,2,1 0 0 12,400
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 10,170 142,500 SH   DFND 6,2,1 112,000 0 30,500
SEACHANGE INTL INC COM 811699107 445 193,400 SH   DFND 6,2,1 143,600 0 49,800
SEARS CDA INC COM 81234D109 39 22,800 SH   DFND 6,2,1 5,500 0 17,300
SEAWORLD ENTMT INC COM 81282V100 3,112 164,400 SH   DFND 6,2,1 81,000 0 83,400
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,500 19,910 SH   DFND 5,4,2,1 19,910 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 55,914 1,156,200 SH   DFND 5,4,2,1 1,156,200 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 4,722 187,400 SH   DFND 6,2,1 96,000 0 91,400
SEMGROUP CORP CL A 81663A105 336 8,046 SH   DFND 2,1 8,046 0 0
SEMPRA ENERGY COM 816851109 554 5,500 SH   DFND 2,1 5,500 0 0
SEMPRA ENERGY COM 816851109 22,825 226,800 SH   DFND 6,2,1 60,500 0 166,300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 733 38,700 SH   DFND 2,1 0 0 38,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 8,168 431,470 SH   DFND 6,2,1 282,550 0 148,920
SERITAGE GROWTH PPTYS CL A 81752R100 1,196 28,000 SH   DFND 2,1 28,000 0 0
SERVICENOW INC COM 81762P102 14,987 201,600 SH   DFND 2,1 201,600 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 927 46,216 SH   DFND 2,1 23,300 0 22,916
SHAW COMMUNICATIONS INC CL B CONV 82028K200 2,540 126,600 SH   DFND 6,2,1 78,400 0 48,200
SHERWIN WILLIAMS CO COM 824348106 672 2,500 SH   DFND 2,1 2,371 0 129
SHERWIN WILLIAMS CO COM 824348106 14,109 52,500 SH   DFND 6,2,1 15,400 0 37,100
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 775 20,600 SH   DFND 2,1 0 0 20,600
SHUTTERSTOCK INC COM 825690100 836 17,600 SH   DFND 6,2,1 3,700 0 13,900
SIGNATURE BK NEW YORK N Y COM 82669G104 1,327 8,838 SH   DFND 6,2,1 7,538 0 1,300
SILICON LABORATORIES INC COM 826919102 2,470 38,000 SH   DFND 2,1 38,000 0 0
SILVER STD RES INC COM 82823L106 3,714 416,366 SH   DFND 2,1 0 0 416,366
SILVER STD RES INC COM 82823L106 1,210 135,600 SH   DFND 6,2,1 41,800 0 93,800
SILVER WHEATON CORP COM 828336107 1,782 92,239 SH   DFND 2,1 92,239 0 0
SIMON PPTY GROUP INC NEW COM 828806109 27,126 152,677 SH   DFND 2,1 150,593 0 2,084
SIMON PPTY GROUP INC NEW COM 828806109 14,658 82,500 SH   DFND 6,2,1 71,400 0 11,100
SKYWORKS SOLUTIONS INC COM 83088M102 97 1,300 SH   DFND 2,1 1,300 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 5,114 68,500 SH   DFND 6,2,1 16,400 0 52,100
SMITH & WESSON HLDG CORP COM 831756101 57 2,700 SH   DFND 2,1 0 0 2,700
SMITH & WESSON HLDG CORP COM 831756101 3,729 176,900 SH   DFND 6,2,1 70,700 0 106,200
SMITH A O COM 831865209 1,557 32,888 SH   DFND 2,1 32,888 0 0
SMUCKER J M CO COM NEW 832696405 231 1,800 SH   DFND 2,1 1,800 0 0
SMUCKER J M CO COM NEW 832696405 9,058 70,730 SH   DFND 6,2,1 18,100 0 52,630
SNAP ON INC COM 833034101 20,004 116,800 SH   DFND 6,2,1 78,900 0 37,900
SOLAR CAP LTD COM 83413U100 1,899 91,200 SH   DFND 6,2,1 44,700 0 46,500
SOUTHERN CO COM 842587107 2,660 54,086 SH   DFND 2,1 50,679 0 3,407
SOUTHERN CO COM 842587107 44,423 903,100 SH   DFND 6,2,1 330,200 0 572,900
SOUTHERN COPPER CORP COM 84265V105 7,567 236,928 SH   DFND 2,1 202,263 0 34,665
SOUTHERN MO BANCORP INC COM 843380106 223 6,317 SH   DFND 6,2,1 3,752 0 2,565
SOUTHWEST AIRLS CO COM 844741108 4,989 100,100 SH   DFND 6,2,1 98,200 0 1,900
SOUTHWEST GAS CORP COM 844895102 1,456 19,000 SH   DFND 2,1 1,670 0 17,330
SOUTHWEST GAS CORP COM 844895102 17,285 225,600 SH   DFND 6,2,1 118,500 0 107,100
SOUTHWESTERN ENERGY CO COM 845467109 12,550 1,159,900 SH   DFND 6,2,1 1,052,300 0 107,600
SPARK THERAPEUTICS INC COM 84652J103 7,798 156,272 SH   DFND 2,1 156,272 0 0
SPARTANNASH CO COM 847215100 3,733 94,400 SH   DFND 6,2,1 43,600 0 50,800
SPECTRA ENERGY CORP COM 847560109 67 1,641 SH   DFND 2,1 0 0 1,641
SPECTRA ENERGY CORP COM 847560109 152 3,700 SH   DFND 6,2,1 0 0 3,700
SPEEDWAY MOTORSPORTS INC COM 847788106 1,152 53,147 SH   DFND 6,2,1 19,964 0 33,183
SPIRE INC COM 84857L101 65 1,000 SH   DFND 2,1 1,000 0 0
SPIRE INC COM 84857L101 6,177 95,700 SH   DFND 6,2,1 35,400 0 60,300
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 6,421 6,170,000 PRN   DFND 2,1 6,170,000 0 0
SPLUNK INC COM 848637104 7,478 146,200 SH   DFND 2,1 146,200 0 0
SPOK HLDGS INC COM 84863T106 548 26,387 SH   DFND 6,2,1 25,000 0 1,387
STAMPS COM INC COM NEW 852857200 5,285 46,100 SH   DFND 6,2,1 19,400 0 26,700
STANLEY BLACK & DECKER INC COM 854502101 1,204 10,500 SH   DFND 2,1 0 0 10,500
STANLEY BLACK & DECKER INC COM 854502101 34,315 299,200 SH   DFND 6,2,1 238,600 0 60,600
STAPLES INC COM 855030102 1,822 201,300 SH   DFND 2,1 9,000 0 192,300
STAPLES INC COM 855030102 27,570 3,046,424 SH   DFND 6,2,1 2,238,700 0 807,724
STARBUCKS CORP COM 855244109 62,649 1,128,401 SH   DFND 2,1 1,123,020 0 5,381
STARBUCKS CORP COM 855244109 46,237 832,800 SH   DFND 6,2,1 351,600 0 481,200
STARTEK INC COM 85569C107 281 33,200 SH   DFND 6,2,1 1,300 0 31,900
STATE STR CORP COM 857477103 81 1,043 SH   DFND 2,1 0 0 1,043
STATE STR CORP COM 857477103 5,402 69,500 SH   DFND 6,2,1 15,000 0 54,500
STEIN MART INC COM 858375108 143 26,175 SH   DFND 6,2,1 26,175 0 0
STERLING BANCORP DEL COM 85917A100 381 16,300 SH   DFND 6,2,1 16,300 0 0
STONERIDGE INC COM 86183P102 2,045 115,600 SH   DFND 6,2,1 52,600 0 63,000
STORE CAP CORP COM 862121100 986 39,900 SH   DFND 6,2,1 16,700 0 23,200
STRYKER CORP COM 863667101 28,236 235,669 SH   DFND 2,1 235,669 0 0
STRYKER CORP COM 863667101 34,745 290,000 SH   DFND 6,2,1 111,200 0 178,800
SUMMIT HOTEL PPTYS COM 866082100 3,219 200,800 SH   DFND 6,2,1 99,900 0 100,900
SUMMIT MATLS INC CL A 86614U100 3,063 128,770 SH   DFND 6,2,1 83,900 0 44,870
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 2,517 294,100 SH   DFND 2,1 294,100 0 0
SUN LIFE FINL INC COM 866796105 323 8,400 SH   DFND 2,1 7,100 0 1,300
SUN LIFE FINL INC COM 866796105 1,417 36,900 SH   DFND 6,2,1 28,900 0 8,000
SUNCOR ENERGY INC NEW COM 867224107 1,354 41,423 SH   DFND 2,1 39,541 0 1,882
SUNCOR ENERGY INC NEW COM 867224107 902 27,600 SH   DFND 6,2,1 5,000 0 22,600
SUNSTONE HOTEL INVS INC NEW COM 867892101 435 28,554 SH   DFND 6,2,1 6,600 0 21,954
SUNTRUST BKS INC COM 867914103 439 8,000 SH   DFND 6,2,1 1,500 0 6,500
SUPERIOR ENERGY SVCS INC COM 868157108 61 3,600 SH   DFND 2,1 3,600 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 7,724 457,600 SH   DFND 6,2,1 186,600 0 271,000
SUPERVALU INC COM 868536103 173 37,000 SH   DFND 6,2,1 0 0 37,000
SWIFT TRANSN CO CL A 87074U101 358 14,700 SH   DFND 2,1 0 0 14,700
SWIFT TRANSN CO CL A 87074U101 6,533 268,200 SH   DFND 6,2,1 137,100 0 131,100
SYKES ENTERPRISES INC COM 871237103 3,025 104,800 SH   DFND 6,2,1 48,700 0 56,100
SYMANTEC CORP COM 871503108 7,602 318,192 SH   DFND 2,1 57,981 0 260,211
SYMANTEC CORP COM 871503108 58,421 2,445,415 SH   DFND 6,2,1 1,674,095 0 771,320
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,063 79,986 SH   DFND 2,1 79,986 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,002 52,264 SH   DFND 6,2,1 14,030 0 38,234
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 6,300 6,000,000 PRN   DFND 2,1 6,000,000 0 0
SYNOPSYS INC COM 871607107 1,878 31,900 SH   DFND 2,1 1,500 0 30,400
SYNOPSYS INC COM 871607107 34,682 589,222 SH   DFND 6,2,1 301,700 0 287,522
SYNOVUS FINL CORP COM NEW 87161C501 1,536 37,400 SH   DFND 6,2,1 14,600 0 22,800
SYNCHRONY FINL COM 87165B103 348 9,600 SH   DFND 2,1 9,600 0 0
SYNCHRONY FINL COM 87165B103 16,133 444,800 SH   DFND 6,2,1 101,000 0 343,800
SYSCO CORP COM 871829107 670 12,100 SH   DFND 2,1 12,100 0 0
SYSCO CORP COM 871829107 21,262 384,000 SH   DFND 6,2,1 131,400 0 252,600
TCF FINL CORP COM 872275102 8,370 427,240 SH   DFND 6,2,1 196,340 0 230,900
TD AMERITRADE HLDG CORP COM 87236Y108 21,390 490,595 SH   DFND 2,1 468,298 0 22,297
TJX COS INC NEW COM 872540109 36,291 483,038 SH   DFND 2,1 470,823 0 12,215
TJX COS INC NEW COM 872540109 59,931 797,700 SH   DFND 6,2,1 255,000 0 542,700
TTM TECHNOLOGIES INC COM 87305R109 3,894 285,700 SH   DFND 6,2,1 138,100 0 147,600
TAHOE RES INC COM 873868103 851 90,300 SH   DFND 6,2,1 1,100 0 89,200
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 11,059 384,655 SH   DFND 2,1 232,701 0 151,954
TAL ED GROUP ADS REPSTG COM 874080104 17,443 248,654 SH   DFND 2,1 234,491 0 14,163
TARGET CORP COM 87612E106 686 9,494 SH   DFND 2,1 8,392 0 1,102
TARGET CORP COM 87612E106 10,943 151,500 SH   DFND 6,2,1 95,100 0 56,400
TATA MTRS LTD SPONSORED ADR 876568502 3,056 88,856 SH   DFND 2,1 52,828 0 36,028
TECK RESOURCES LTD CL B 878742204 1,199 59,837 SH   DFND 2,1 20,539 0 39,298
TECK RESOURCES LTD CL B 878742204 5,184 258,800 SH   DFND 6,2,1 107,700 0 151,100
TEGNA INC COM 87901J105 2,497 116,750 SH   DFND 2,1 32,250 0 84,500
TEGNA INC COM 87901J105 28,960 1,353,900 SH   DFND 6,2,1 965,100 0 388,800
TELENAV INC COM 879455103 1,530 217,080 SH   DFND 6,2,1 116,104 0 100,976
TERADATA CORP DEL COM 88076W103 2,510 92,385 SH   DFND 2,1 5,000 0 87,385
TERADATA CORP DEL COM 88076W103 30,775 1,132,685 SH   DFND 6,2,1 801,085 0 331,600
TERADYNE INC COM 880770102 18,604 732,432 SH   DFND 2,1 732,432 0 0
TESARO INC COM 881569107 328 2,440 SH   DFND 6,2,1 0 0 2,440
TESORO CORP COM 881609101 765 8,748 SH   DFND 2,1 8,748 0 0
TESLA MTRS INC COM 88160R101 363 1,700 SH   DFND 6,2,1 400 0 1,300
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8,737 241,012 SH   DFND 2,1 241,012 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 43,800 40,000,000 PRN   DFND 2,1 15,000,000 0 25,000,000
TEXAS INSTRS INC COM 882508104 28,432 389,641 SH   DFND 2,1 387,516 0 2,125
TEXAS INSTRS INC COM 882508104 36,740 503,500 SH   DFND 6,2,1 248,200 0 255,300
THERMO FISHER SCIENTIFIC INC COM 883556102 59,728 423,300 SH   DFND 2,1 418,244 0 5,056
THERMO FISHER SCIENTIFIC INC COM 883556102 19,655 139,300 SH   DFND 6,2,1 76,100 0 63,200
THOMSON REUTERS CORP COM 884903105 2,768 63,233 SH   DFND 2,1 62,417 0 816
THOMSON REUTERS CORP COM 884903105 14,353 327,855 SH   DFND 6,2,1 84,100 0 243,755
THOR INDS INC COM 885160101 880 8,800 SH   DFND 6,2,1 0 0 8,800
3M CO COM 88579Y101 17,976 100,669 SH   DFND 2,1 99,943 0 726
3M CO COM 88579Y101 54,964 307,800 SH   DFND 6,2,1 153,500 0 154,300
TIER REIT INC COM NEW 88650V208 1,189 68,400 SH   DFND 6,2,1 59,200 0 9,200
TIME INC NEW COM 887228104 253 14,200 SH   DFND 6,2,1 0 0 14,200
TIME WARNER INC COM NEW 887317303 1,547 16,023 SH   DFND 2,1 14,618 0 1,405
TIME WARNER INC COM NEW 887317303 21,999 227,900 SH   DFND 6,2,1 142,800 0 85,100
TIVO CORP COM 88870P106 4,991 238,800 SH   DFND 6,2,1 110,800 0 128,000
TOLL BROTHERS INC COM 889478103 7,690 248,069 SH   DFND 2,1 248,069 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 7,378 7,500,000 PRN   DFND 2,1 7,500,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 24,944 505,550 SH   DFND 2,1 449,483 0 56,067
TORONTO DOMINION BK ONT COM NEW 891160509 53,124 1,076,700 SH   DFND 6,2,1 319,900 0 756,800
TRACTOR SUPPLY CO COM 892356106 351 4,629 SH   DFND 2,1 4,629 0 0
TRACTOR SUPPLY CO COM 892356106 462 6,100 SH   DFND 6,2,1 2,900 0 3,200
TRANS WORLD ENTMT CORP COM 89336Q100 80 24,554 SH   DFND 6,2,1 19,491 0 5,063
TRANSALTA CORP COM 89346D107 119 21,700 SH   DFND 6,2,1 0 0 21,700
TRANSCANADA CORP COM 89353D107 1,340 29,669 SH   DFND 2,1 26,819 0 2,850
TRANSCANADA CORP COM 89353D107 28,976 641,775 SH   DFND 6,2,1 158,600 0 483,175
TRANSUNION COM 89400J107 2,709 87,600 SH   DFND 6,2,1 74,400 0 13,200
TRAVELERS COMPANIES INC COM 89417E109 9,541 77,938 SH   DFND 2,1 14,202 0 63,736
TRAVELERS COMPANIES INC COM 89417E109 65,474 534,830 SH   DFND 6,2,1 468,170 0 66,660
TRAVELZOO INC COM NEW 89421Q205 433 46,100 SH   DFND 6,2,1 7,500 0 38,600
TRICO BANCSHARES COM 896095106 226 6,600 SH   DFND 6,2,1 900 0 5,700
TRIMBLE INC COM 896239100 17,939 594,991 SH   DFND 2,1 594,991 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 8,956 7,000,000 PRN   DFND 2,1 7,000,000 0 0
TRIUMPH GROUP INC NEW COM 896818101 64 2,400 SH   DFND 2,1 0 0 2,400
TRIUMPH GROUP INC NEW COM 896818101 390 14,700 SH   DFND 6,2,1 700 0 14,000
TRIPADVISOR INC COM 896945201 1,948 42,000 SH   DFND 2,1 42,000 0 0
TUPPERWARE BRANDS CORP COM 899896104 558 10,600 SH   DFND 6,2,1 0 0 10,600
TWENTY FIRST CENTY FOX INC CL A 90130A101 306 10,897 SH   DFND 2,1 7,268 0 3,629
TWENTY FIRST CENTY FOX INC CL A 90130A101 15,997 570,500 SH   DFND 6,2,1 334,700 0 235,800
TWILIO INC CL A 90138F102 1,616 56,000 SH   DFND 2,1 56,000 0 0
TYSON FOODS INC CL A 902494103 7,296 118,282 SH   DFND 2,1 10,100 0 108,182
TYSON FOODS INC CL A 902494103 59,682 967,602 SH   DFND 6,2,1 664,982 0 302,620
UGI CORP NEW COM 902681105 194 4,200 SH   DFND 2,1 0 0 4,200
UGI CORP NEW COM 902681105 3,152 68,400 SH   DFND 6,2,1 3,700 0 64,700
US BANCORP DEL COM NEW 902973304 17,348 337,702 SH   DFND 2,1 287,849 0 49,853
US BANCORP DEL COM NEW 902973304 88,228 1,717,500 SH   DFND 6,2,1 792,400 0 925,100
U S G CORP COM NEW 903293405 370 12,800 SH   DFND 6,2,1 0 0 12,800
U S SILICA HLDGS INC COM 90346E103 465 8,197 SH   DFND 2,1 8,197 0 0
UBIQUITI NETWORKS INC COM 90347A100 405 7,000 SH   DFND 6,2,1 0 0 7,000
ULTA SALON COSMETCS & FRAG I COM 90384S303 102 400 SH   DFND 2,1 400 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 5,940 23,300 SH   DFND 6,2,1 6,100 0 17,200
ULTIMATE SOFTWARE GROUP INC COM 90385D107 44,974 246,636 SH   DFND 2,1 246,636 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 16,626 236,467 SH   DFND 2,1 236,467 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 1,962 94,619 SH   DFND 2,1 90,069 0 4,550
UMPQUA HLDGS CORP COM 904214103 10,027 533,900 SH   DFND 6,2,1 228,400 0 305,500
UNDER ARMOUR INC CL A 904311107 200 6,900 SH   DFND 6,2,1 0 0 6,900
UNION PAC CORP COM 907818108 59,771 576,499 SH   DFND 2,1 571,632 0 4,867
UNION PAC CORP COM 907818108 44,696 431,100 SH   DFND 6,2,1 220,100 0 211,000
UNITED PARCEL SERVICE INC CL B 911312106 1,047 9,136 SH   DFND 2,1 9,136 0 0
UNITED PARCEL SERVICE INC CL B 911312106 51,175 446,400 SH   DFND 6,2,1 187,200 0 259,200
UNITED RENTALS INC COM 911363109 21,275 201,507 SH   DFND 2,1 192,500 0 9,007
UNITED STATES LIME & MINERAL COM 911922102 306 4,046 SH   DFND 6,2,1 747 0 3,299
UNITED STATES STL CORP NEW COM 912909108 427 12,923 SH   DFND 2,1 12,923 0 0
UNITED STATES STL CORP NEW COM 912909108 690 20,900 SH   DFND 6,2,1 0 0 20,900
UNITED TECHNOLOGIES CORP COM 913017109 12,185 111,157 SH   DFND 2,1 40,173 0 70,984
UNITED TECHNOLOGIES CORP COM 913017109 120,694 1,101,023 SH   DFND 6,2,1 684,923 0 416,100
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,711 18,900 SH   DFND 6,2,1 2,100 0 16,800
UNITEDHEALTH GROUP INC COM 91324P102 75,904 474,284 SH   DFND 2,1 456,454 0 17,830
UNITEDHEALTH GROUP INC COM 91324P102 96,010 599,910 SH   DFND 6,2,1 365,060 0 234,850
UNIVERSAL CORP VA COM 913456109 147 2,300 SH   DFND 2,1 0 0 2,300
UNIVERSAL CORP VA COM 913456109 6,285 98,587 SH   DFND 6,2,1 55,487 0 43,100
UNIVERSAL DISPLAY CORP COM 91347P105 4,352 77,300 SH   DFND 6,2,1 42,100 0 35,200
UNIVERSAL FST PRODS INC COM 913543104 1,736 16,990 SH   DFND 6,2,1 0 0 16,990
UNIVERSAL INS HLDGS INC COM 91359V107 1,167 41,100 SH   DFND 6,2,1 39,800 0 1,300
UNIVERSAL HLTH SVCS INC CL B 913903100 7,659 71,999 SH   DFND 2,1 71,999 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 638 6,000 SH   DFND 6,2,1 0 0 6,000
URBAN EDGE PPTYS COM 91704F104 8,753 318,159 SH   DFND 2,1 318,159 0 0
VCA INC COM 918194101 15,350 223,592 SH   DFND 2,1 223,592 0 0
V F CORP COM 918204108 6,239 116,940 SH   DFND 2,1 14,500 0 102,440
V F CORP COM 918204108 62,562 1,172,667 SH   DFND 6,2,1 779,580 0 393,087
VWR CORP COM 91843L103 5,036 201,200 SH   DFND 6,2,1 98,300 0 102,900
VALE S A ADR REPSTG PFD 91912E204 5,431 788,286 SH   DFND 2,1 599,187 0 189,099
VALERO ENERGY CORP NEW COM 91913Y100 11,252 164,694 SH   DFND 2,1 37,110 0 127,584
VALERO ENERGY CORP NEW COM 91913Y100 90,804 1,329,104 SH   DFND 6,2,1 916,504 0 412,600
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 6,975 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 1,026 20,870 SH   DFND 5,4,2,1 20,870 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 4,004 73,750 SH   DFND 5,4,2,1 73,750 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 665 13,410 SH   DFND 5,4,2,1 13,410 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 77 2,140 SH   DFND 2,1 0 0 2,140
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,916 193,300 SH   DFND 5,4,2,1 193,300 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 2,679 46,100 SH   DFND 5,4,2,1 46,100 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 379 7,900 SH   DFND 2,1 0 0 7,900
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 32,254 672,800 SH   DFND 5,4,2,1 672,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 941 8,990 SH   DFND 5,4,2,1 8,990 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 55,453 456,400 SH   DFND 5,4,2,1 456,400 0 0
VARIAN MED SYS INC COM 92220P105 17,943 199,858 SH   DFND 2,1 194,158 0 5,700
VARIAN MED SYS INC COM 92220P105 13,673 152,300 SH   DFND 6,2,1 112,100 0 40,200
VEEVA SYS INC CL A COM 922475108 5,372 132,000 SH   DFND 2,1 132,000 0 0
VENTAS INC COM 92276F100 1,061 16,968 SH   DFND 2,1 16,968 0 0
VENTAS INC COM 92276F100 488 7,800 SH   DFND 6,2,1 1,600 0 6,200
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,303 11,215 SH   DFND 2,1 11,215 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 59,723 614,500 SH   DFND 5,4,2,1 614,500 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 697 6,600 SH   DFND 5,4,2,1 6,600 0 0
VANGUARD INDEX FDS REIT ETF 922908553 668 8,100 SH   DFND 5,4,2,1 8,100 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 32,521 317,677 SH   DFND 5,4,2,1 317,677 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 73,589 660,112 SH   DFND 5,4,2,1 660,112 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 40,999 440,801 SH   DFND 5,4,2,1 440,801 0 0
VERA BRADLEY INC COM 92335C106 348 29,658 SH   DFND 6,2,1 6,478 0 23,180
VEREIT INC COM 92339V100 962 113,688 SH   DFND 2,1 39,788 0 73,900
VEREIT INC COM 92339V100 3,760 444,500 SH   DFND 6,2,1 444,500 0 0
VERISIGN INC COM 92343E102 1,407 18,500 SH   DFND 6,2,1 7,300 0 11,200
VERIZON COMMUNICATIONS INC COM 92343V104 16,142 302,398 SH   DFND 2,1 211,982 0 90,416
VERIZON COMMUNICATIONS INC COM 92343V104 87,431 1,637,900 SH   DFND 6,2,1 980,700 0 657,200
VERINT SYS INC COM 92343X100 141 4,010 SH   DFND 2,1 4,010 0 0
VERINT SYS INC COM 92343X100 2,456 69,670 SH   DFND 6,2,1 39,000 0 30,670
VERISK ANALYTICS INC COM 92345Y106 219 2,700 SH   DFND 2,1 2,700 0 0
VERISK ANALYTICS INC COM 92345Y106 25,228 310,800 SH   DFND 6,2,1 204,200 0 106,600
VERMILION ENERGY INC COM 923725105 910 21,581 SH   DFND 2,1 21,581 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 36,753 498,888 SH   DFND 2,1 498,888 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 287 3,900 SH   DFND 6,2,1 800 0 3,100
VIACOM INC NEW CL B 92553P201 4,538 129,283 SH   DFND 2,1 4,700 0 124,583
VIACOM INC NEW CL B 92553P201 41,419 1,180,023 SH   DFND 6,2,1 897,563 0 282,460
VISA INC COM CL A 92826C839 98,495 1,262,435 SH   DFND 2,1 1,238,873 0 23,562
VISA INC COM CL A 92826C839 75,258 964,600 SH   DFND 6,2,1 518,800 0 445,800
VISHAY INTERTECHNOLOGY INC COM 928298108 7,374 455,190 SH   DFND 6,2,1 195,300 0 259,890
VISHAY PRECISION GROUP INC COM 92835K103 630 33,322 SH   DFND 6,2,1 18,852 0 14,470
VORNADO RLTY TR SH BEN INT 929042109 247 2,371 SH   DFND 2,1 2,371 0 0
VORNADO RLTY TR SH BEN INT 929042109 584 5,600 SH   DFND 6,2,1 5,600 0 0
VULCAN MATLS CO COM 929160109 88 700 SH   DFND 2,1 700 0 0
VULCAN MATLS CO COM 929160109 6,283 50,200 SH   DFND 6,2,1 9,600 0 40,600
WSFS FINL CORP COM 929328102 204 4,400 SH   DFND 6,2,1 0 0 4,400
WEC ENERGY GROUP INC COM 92939U106 3,056 52,100 SH   DFND 6,2,1 8,800 0 43,300
WABASH NATL CORP COM 929566107 2,958 187,000 SH   DFND 6,2,1 81,200 0 105,800
WABTEC CORP COM 929740108 648 7,800 SH   DFND 6,2,1 0 0 7,800
WADDELL & REED FINL INC CL A 930059100 2,510 128,640 SH   DFND 6,2,1 36,940 0 91,700
WAL-MART STORES INC COM 931142103 3,043 44,032 SH   DFND 2,1 41,794 0 2,238
WAL-MART STORES INC COM 931142103 37,583 543,740 SH   DFND 6,2,1 302,900 0 240,840
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,256 63,505 SH   DFND 2,1 61,421 0 2,084
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,967 144,600 SH   DFND 6,2,1 119,300 0 25,300
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 14,952 457,400 SH   DFND 2,1 457,400 0 0
WASTE CONNECTIONS INC COM 94106B101 196 2,500 SH   DFND 2,1 2,500 0 0
WASTE CONNECTIONS INC COM 94106B101 6,814 86,700 SH   DFND 6,2,1 24,200 0 62,500
WASTE MGMT INC DEL COM 94106L109 667 9,400 SH   DFND 2,1 9,400 0 0
WASTE MGMT INC DEL COM 94106L109 23,769 335,200 SH   DFND 6,2,1 96,200 0 239,000
WATERS CORP COM 941848103 94 700 SH   DFND 2,1 700 0 0
WATERS CORP COM 941848103 6,599 49,100 SH   DFND 6,2,1 9,100 0 40,000
WEB COM GROUP INC COM 94733A104 2,496 118,000 SH   DFND 6,2,1 61,400 0 56,600
WEBSTER FINL CORP CONN COM 947890109 1,395 25,700 SH   DFND 6,2,1 10,900 0 14,800
WEINGARTEN RLTY INVS SH BEN INT 948741103 3,765 105,187 SH   DFND 2,1 105,187 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 36,616 18,400,000 PRN   DFND 2,1 3,000,000 0 15,400,000
WELLS FARGO & CO NEW COM 949746101 41,573 754,355 SH   DFND 2,1 609,900 0 144,455
WELLS FARGO & CO NEW COM 949746101 96,002 1,742,000 SH   DFND 6,2,1 1,499,500 0 242,500
WELLTOWER INC COM 95040Q104 6,854 102,403 SH   DFND 2,1 102,403 0 0
WELLTOWER INC COM 95040Q104 13,994 209,081 SH   DFND 6,2,1 200,381 0 8,700
WESBANCO INC COM 950810101 395 9,177 SH   DFND 6,2,1 9,177 0 0
WEST MARINE INC COM 954235107 779 74,373 SH   DFND 6,2,1 67,963 0 6,410
WESTERN ALLIANCE BANCORP COM 957638109 1,456 29,900 SH   DFND 6,2,1 12,200 0 17,700
WESTERN DIGITAL CORP COM 958102105 2,378 35,000 SH   DFND 2,1 35,000 0 0
WESTERN DIGITAL CORP COM 958102105 2,745 40,400 SH   DFND 6,2,1 6,800 0 33,600
WESTERN UN CO COM 959802109 5,049 232,461 SH   DFND 2,1 24,900 0 207,561
WESTERN UN CO COM 959802109 52,108 2,399,061 SH   DFND 6,2,1 1,612,561 0 786,500
WEX INC COM 96208T104 1,339 12,000 SH   DFND 6,2,1 4,600 0 7,400
WHIRLPOOL CORP COM 963320106 5,508 30,300 SH   DFND 6,2,1 23,000 0 7,300
WHITESTONE REIT COM 966084204 980 68,129 SH   DFND 6,2,1 41,029 0 27,100
WHITEWAVE FOODS CO COM 966244105 1,141 20,524 SH   DFND 2,1 20,524 0 0
WHITING PETE CORP NEW COM 966387102 576 47,900 SH   DFND 2,1 7,100 0 40,800
WHITING PETE CORP NEW COM 966387102 2,093 174,100 SH   DFND 6,2,1 86,700 0 87,400
WILLIAMS COS INC DEL COM 969457100 725 23,273 SH   DFND 2,1 21,583 0 1,690
WILLIAMS COS INC DEL COM 969457100 361 11,600 SH   DFND 6,2,1 2,200 0 9,400
WISDOMTREE TR FUTRE STRAT FD 97717W125 1,404 33,870 SH   DFND 5,4,2,1 33,870 0 0
WORKDAY INC CL A 98138H101 1,652 25,000 SH   DFND 2,1 25,000 0 0
WORLD FUEL SVCS CORP COM 981475106 256 5,568 SH   DFND 2,1 5,568 0 0
WORLD FUEL SVCS CORP COM 981475106 427 9,300 SH   DFND 6,2,1 0 0 9,300
WPX ENERGY INC COM 98212B103 536 36,810 SH   DFND 6,2,1 0 0 36,810
WYNDHAM WORLDWIDE CORP COM 98310W108 1,062 13,900 SH   DFND 6,2,1 4,900 0 9,000
XO GROUP INC COM 983772104 1,632 83,900 SH   DFND 6,2,1 49,800 0 34,100
XCEL ENERGY INC COM 98389B100 554 13,600 SH   DFND 2,1 9,400 0 4,200
XCEL ENERGY INC COM 98389B100 19,955 490,300 SH   DFND 6,2,1 135,400 0 354,900
XILINX INC COM 983919101 97 1,600 SH   DFND 2,1 1,600 0 0
XILINX INC COM 983919101 7,613 126,100 SH   DFND 6,2,1 34,200 0 91,900
XILINX INC NOTE 2.625% 6/1 983919AF8 37,823 18,000,000 PRN   DFND 2,1 0 0 18,000,000
XENIA HOTELS & RESORTS INC COM 984017103 97 5,000 SH   DFND 2,1 0 0 5,000
XENIA HOTELS & RESORTS INC COM 984017103 4,745 244,330 SH   DFND 6,2,1 111,830 0 132,500
XENITH BANKSHARES INC NEW COM NEW 984102202 403 14,300 SH   DFND 6,2,1 9,100 0 5,200
XEROX CORP COM 984121103 2,361 270,443 SH   DFND 2,1 54,200 0 216,243
XEROX CORP COM 984121103 9,820 1,124,903 SH   DFND 6,2,1 485,943 0 638,960
YAHOO INC COM 984332106 386 9,970 SH   DFND 2,1 8,524 0 1,446
YAHOO INC COM 984332106 5,317 137,500 SH   DFND 6,2,1 126,800 0 10,700
YAMANA GOLD INC COM 98462Y100 43 15,400 SH   DFND 2,1 0 0 15,400
YAMANA GOLD INC COM 98462Y100 489 173,900 SH   DFND 6,2,1 128,600 0 45,300
YELP INC CL A 985817105 2,909 76,300 SH   DFND 6,2,1 41,100 0 35,200
YUM BRANDS INC COM 988498101 477 7,531 SH   DFND 2,1 6,046 0 1,485
YUM BRANDS INC COM 988498101 11,539 182,200 SH   DFND 6,2,1 53,300 0 128,900
ZELTIQ AESTHETICS INC COM 98933Q108 8,634 198,400 SH   DFND 2,1 198,400 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 18,306 177,384 SH   DFND 2,1 177,384 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,828 27,400 SH   DFND 6,2,1 8,200 0 19,200
ZIONS BANCORPORATION COM 989701107 24,589 571,314 SH   DFND 6,2,1 462,100 0 109,214
ZOETIS INC CL A 98978V103 1,474 27,531 SH   DFND 2,1 27,531 0 0
ZOETIS INC CL A 98978V103 11,423 213,400 SH   DFND 6,2,1 63,500 0 149,900
ZYNGA INC CL A 98986T108 3,383 1,316,400 SH   DFND 6,2,1 424,800 0 891,600
DEUTSCHE BANK AG NAMEN AKT D18190898 4,509 249,123 SH   DFND 2,1 238,826 0 10,297
DEUTSCHE BANK AG NAMEN AKT D18190898 453 25,000 SH   DFND 6,2,1 8,800 0 16,200
ALLERGAN PLC SHS G0177J108 72,246 344,014 SH   DFND 2,1 343,582 0 432
ALLERGAN PLC SHS G0177J108 13,021 62,000 SH   DFND 6,2,1 58,300 0 3,700
AMDOCS LTD SHS G02602103 4,188 71,889 SH   DFND 2,1 6,100 0 65,789
AMDOCS LTD SHS G02602103 20,731 355,889 SH   DFND 6,2,1 229,089 0 126,800
AON PLC SHS CL A G0408V102 2,603 23,335 SH   DFND 2,1 23,335 0 0
AON PLC SHS CL A G0408V102 6,711 60,170 SH   DFND 6,2,1 55,570 0 4,600
ARCH CAP GROUP LTD ORD G0450A105 129 1,500 SH   DFND 2,1 1,500 0 0
ARCH CAP GROUP LTD ORD G0450A105 492 5,700 SH   DFND 6,2,1 5,700 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 231 4,200 SH   DFND 6,2,1 0 0 4,200
ASSURED GUARANTY LTD COM G0585R106 2,125 56,265 SH   DFND 2,1 6,200 0 50,065
ASSURED GUARANTY LTD COM G0585R106 18,785 497,365 SH   DFND 6,2,1 290,565 0 206,800
ATLASSIAN CORP PLC CL A G06242104 1,854 77,000 SH   DFND 2,1 77,000 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 135 2,070 SH   DFND 2,1 0 0 2,070
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 9,546 146,250 SH   DFND 6,2,1 82,370 0 63,880
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 12,081 103,141 SH   DFND 2,1 101,795 0 1,346
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 37,400 319,300 SH   DFND 6,2,1 156,000 0 163,300
BUNGE LIMITED COM G16962105 1,676 23,200 SH   DFND 2,1 0 0 23,200
BUNGE LIMITED COM G16962105 13,896 192,360 SH   DFND 6,2,1 120,100 0 72,260
CREDICORP LTD COM G2519Y108 12,323 78,061 SH   DFND 2,1 67,366 0 10,695
COCA COLA EUROPEAN PARTNERS SHS G25839104 5,266 167,700 SH   DFND 2,1 15,200 0 152,500
COCA COLA EUROPEAN PARTNERS SHS G25839104 27,087 862,646 SH   DFND 6,2,1 535,800 0 326,846
DELPHI AUTOMOTIVE PLC SHS G27823106 22,690 336,890 SH   DFND 2,1 336,890 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 11,705 173,800 SH   DFND 6,2,1 43,900 0 129,900
EATON CORP PLC SHS G29183103 61 912 SH   DFND 2,1 0 0 912
EATON CORP PLC SHS G29183103 14,736 219,650 SH   DFND 6,2,1 153,150 0 66,500
EVEREST RE GROUP LTD COM G3223R108 3,294 15,220 SH   DFND 2,1 1,100 0 14,120
EVEREST RE GROUP LTD COM G3223R108 26,963 124,600 SH   DFND 6,2,1 82,220 0 42,380
FABRINET SHS G3323L100 1,693 42,000 SH   DFND 2,1 42,000 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 286 57,221 SH   DFND 2,1 57,221 0 0
INVESCO LTD SHS G491BT108 1,022 33,700 SH   DFND 6,2,1 0 0 33,700
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 6,509 59,700 SH   DFND 2,1 59,700 0 0
JOHNSON CTLS INTL PLC SHS G51502105 1,509 36,626 SH   DFND 2,1 34,469 0 2,157
JOHNSON CTLS INTL PLC SHS G51502105 22,531 547,000 SH   DFND 6,2,1 255,600 0 291,400
KOSMOS ENERGY LTD SHS G5315B107 199 28,329 SH   DFND 2,1 28,329 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 208 6,807 SH   DFND 2,1 6,807 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 251 8,215 SH   DFND 6,2,1 1,815 0 6,400
LIBERTY GLOBAL PLC SHS CL C G5480U120 688 23,172 SH   DFND 2,1 21,281 0 1,891
LIBERTY GLOBAL PLC SHS CL C G5480U120 77 2,600 SH   DFND 6,2,1 500 0 2,100
LIVANOVA PLC SHS G5509L101 1,286 28,600 SH   DFND 6,2,1 0 0 28,600
LUXOFT HLDG INC ORD SHS CL A G57279104 14,331 255,000 SH   DFND 2,1 219,639 0 35,361
MAIDEN HOLDINGS LTD SHS G5753U112 501 28,700 SH   DFND 6,2,1 23,300 0 5,400
MALLINCKRODT PUB LTD CO SHS G5785G107 623 12,500 SH   DFND 6,2,1 5,800 0 6,700
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,677 193,000 SH   DFND 2,1 193,000 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 6,105 440,146 SH   DFND 6,2,1 268,376 0 171,770
MEDTRONIC PLC SHS G5960L103 27,707 388,979 SH   DFND 2,1 381,701 0 7,278
MEDTRONIC PLC SHS G5960L103 56,183 788,754 SH   DFND 6,2,1 371,054 0 417,700
MICHAEL KORS HLDGS LTD SHS G60754101 90 2,100 SH   DFND 2,1 0 0 2,100
MICHAEL KORS HLDGS LTD SHS G60754101 13,117 305,200 SH   DFND 6,2,1 218,100 0 87,100
NABORS INDUSTRIES LTD SHS G6359F103 375 22,889 SH   DFND 2,1 22,889 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 5,040 118,500 SH   DFND 2,1 118,500 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 8,996 601,750 SH   DFND 2,1 601,750 0 0
PROTHENA CORP PLC SHS G72800108 7,700 156,542 SH   DFND 2,1 156,542 0 0
PENTAIR PLC SHS G7S00T104 6,253 111,528 SH   DFND 2,1 7,000 0 104,528
PENTAIR PLC SHS G7S00T104 51,104 911,428 SH   DFND 6,2,1 641,628 0 269,800
STERIS PLC SHS USD G84720104 726 10,770 SH   DFND 2,1 10,770 0 0
THIRD PT REINS LTD COM G8827U100 1,734 150,100 SH   DFND 6,2,1 72,300 0 77,800
TRAVELPORT WORLDWIDE LTD SHS G9019D104 83 5,900 SH   DFND 2,1 0 0 5,900
TRAVELPORT WORLDWIDE LTD SHS G9019D104 5,047 357,970 SH   DFND 6,2,1 146,470 0 211,500
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,529 12,500 SH   DFND 2,1 0 0 12,500
WILLIS TOWERS WATSON PUB LTD SHS G96629103 20,062 164,070 SH   DFND 6,2,1 151,180 0 12,890
CHUBB LIMITED COM H1467J104 1,409 10,661 SH   DFND 2,1 7,536 0 3,125
CHUBB LIMITED COM H1467J104 12,499 94,600 SH   DFND 6,2,1 88,600 0 6,000
UBS GROUP AG SHS H42097107 112,694 7,191,729 SH   DFND 2,1 4,109,153 0 3,082,576
UBS GROUP AG SHS H42097107 2,142 136,700 SH   DFND 6,2,1 97,700 0 39,000
LOGITECH INTL S A SHS H50430232 2,309 93,200 SH   DFND 2,1 93,200 0 0
LOGITECH INTL S A SHS H50430232 877 35,400 SH   DFND 6,2,1 1,800 0 33,600
TRANSOCEAN LTD REG SHS H8817H100 886 60,100 SH   DFND 6,2,1 0 0 60,100
GLOBANT S A COM L44385109 3,902 117,000 SH   DFND 2,1 117,000 0 0
TRINSEO S A SHS L9340P101 1,239 20,900 SH   DFND 6,2,1 6,400 0 14,500
CHECK POINT SOFTWARE TECH LT ORD M22465104 8,849 104,767 SH   DFND 2,1 104,767 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,615 42,800 SH   DFND 6,2,1 9,300 0 33,500
FOAMIX PHARMACEUTICALS LTD SHS M46135105 7,690 692,835 SH   DFND 2,1 692,835 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 13,886 339,500 SH   DFND 2,1 339,500 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 490 71,600 SH   DFND 6,2,1 63,700 0 7,900
ORBOTECH LTD ORD M75253100 2,843 85,096 SH   DFND 2,1 85,096 0 0
RADWARE LTD ORD M81873107 4,301 295,000 SH   DFND 2,1 295,000 0 0
STRATASYS LTD SHS M85548101 6,908 417,656 SH   DFND 2,1 417,656 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,237 65,000 SH   DFND 6,2,1 7,000 0 58,000
CIMPRESS N V SHS EURO N20146101 892 9,741 SH   DFND 2,1 9,741 0 0
CNH INDL N V SHS N20944109 147,619 16,987,212 SH   DFND 2,1 15,175,921 0 1,811,291
CORE LABORATORIES N V COM N22717107 283 2,357 SH   DFND 2,1 2,357 0 0
FERRARI N V COM N3167Y103 1,370 23,565 SH   DFND 2,1 16,706 0 6,859
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 11,075 1,214,331 SH   DFND 2,1 1,145,699 0 68,632
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 16,310 427,852 SH   DFND 2,1 427,852 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 21,134 246,376 SH   DFND 2,1 166,706 0 79,670
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 80,221 935,200 SH   DFND 6,2,1 632,800 0 302,400
MYLAN N V SHS EURO N59465109 1,381 36,200 SH   DFND 6,2,1 0 0 36,200
NXP SEMICONDUCTORS N V COM N6596X109 44,275 451,741 SH   DFND 2,1 448,647 0 3,094
NXP SEMICONDUCTORS N V COM N6596X109 284 2,900 SH   DFND 6,2,1 900 0 2,000
ORTHOFIX INTL N V COM N6748L102 1,763 48,720 SH   DFND 6,2,1 22,270 0 26,450
QIAGEN NV REG SHS N72482107 22,293 795,624 SH   DFND 2,1 795,624 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 16,078 412,787 SH   DFND 2,1 412,787 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 10,176 442,840 SH   DFND 2,1 442,840 0 0
COPA HOLDINGS SA CL A P31076105 5,929 65,277 SH   DFND 2,1 52,882 0 12,395
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 44,118 537,760 SH   DFND 2,1 537,760 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,083 13,200 SH   DFND 6,2,1 0 0 13,200
BROADCOM LTD SHS Y09827109 7,589 42,934 SH   DFND 2,1 42,338 0 596
BROADCOM LTD SHS Y09827109 14,036 79,400 SH   DFND 6,2,1 56,100 0 23,300
FLEX LTD ORD Y2573F102 10,144 705,910 SH   DFND 6,2,1 339,700 0 366,210
TEEKAY TANKERS LTD CL A Y8565N102 79 34,803 SH   DFND 2,1 34,803 0 0