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 90 1,244 SH   DFND 2,1 1,244 0 0
AFLAC INC COM 001055102 536 7,400 SH   DFND 6,2,1 4,800 0 2,600
AGCO CORP COM 001084102 12 200 SH   DFND 2,1 200 0 0
AGCO CORP COM 001084102 4,425 73,536 SH   DFND 6,2,1 24,276 0 49,260
AES CORP COM 00130H105 967 86,500 SH   DFND 2,1 21,400 0 65,100
AES CORP COM 00130H105 5,589 499,900 SH   DFND 6,2,1 313,700 0 186,200
AK STL HLDG CORP COM 001547108 705 98,036 SH   DFND 6,2,1 61,736 0 36,300
AMC NETWORKS INC CL A 00164V103 528 9,000 SH   DFND 6,2,1 0 0 9,000
AT&T INC COM 00206R102 11,168 268,775 SH   DFND 2,1 135,222 0 133,553
AT&T INC COM 00206R102 101,552 2,444,080 SH   DFND 6,2,1 1,533,740 0 910,340
AU OPTRONICS CORP SPONSORED ADR 002255107 142 37,194 SH   DFND 2,1 0 0 37,194
AVX CORP NEW COM 002444107 229 14,000 SH   DFND 6,2,1 0 0 14,000
AARONS INC COM PAR $0.50 002535300 5,422 182,300 SH   DFND 6,2,1 90,500 0 91,800
ABBOTT LABS COM 002824100 3,545 79,816 SH   DFND 2,1 8,593 0 71,223
ABBOTT LABS COM 002824100 37,510 844,630 SH   DFND 6,2,1 631,030 0 213,600
ABBVIE INC COM 00287Y109 45,545 698,971 SH   DFND 2,1 520,963 0 178,008
ABBVIE INC COM 00287Y109 121,246 1,860,736 SH   DFND 6,2,1 1,329,736 0 531,000
ACACIA RESH CORP ACACIA TCH COM 003881307 186 32,300 SH   DFND 6,2,1 21,400 0 10,900
ACADIA PHARMACEUTICALS INC COM 004225108 5,656 164,514 SH   DFND 2,1 164,514 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 6,748 224,478 SH   DFND 2,1 224,478 0 0
ACHAOGEN INC COM 004449104 6,637 263,041 SH   DFND 2,1 263,041 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 3,458 821,413 SH   DFND 2,1 821,413 0 0
ACI WORLDWIDE INC COM 004498101 548 25,614 SH   DFND 2,1 25,614 0 0
ACTIVISION BLIZZARD INC COM 00507V109 25,723 515,900 SH   DFND 2,1 514,890 0 1,010
ACTIVISION BLIZZARD INC COM 00507V109 5,903 118,400 SH   DFND 6,2,1 91,900 0 26,500
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 4,959 900,000 SH   DFND 2,1 900,000 0 0
ADOBE SYS INC COM 00724F101 46,857 360,081 SH   DFND 2,1 311,290 0 48,791
ADOBE SYS INC COM 00724F101 26,247 201,700 SH   DFND 6,2,1 109,000 0 92,700
ADVANCE AUTO PARTS INC COM 00751Y106 751 5,063 SH   DFND 2,1 5,063 0 0
ADVISORY BRD CO COM 00762W107 1,181 25,229 SH   DFND 2,1 25,229 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 529 55,432 SH   DFND 6,2,1 26,548 0 28,884
AEGION CORP COM 00770F104 419 18,300 SH   DFND 6,2,1 6,500 0 11,800
ADVANCED ENERGY INDS COM 007973100 3,099 45,200 SH   DFND 6,2,1 5,400 0 39,800
AETNA INC NEW COM 00817Y108 16,993 133,223 SH   DFND 2,1 133,223 0 0
AETNA INC NEW COM 00817Y108 15,639 122,610 SH   DFND 6,2,1 66,810 0 55,800
AFFILIATED MANAGERS GROUP COM 008252108 10,754 65,600 SH   DFND 2,1 65,600 0 0
AFFILIATED MANAGERS GROUP COM 008252108 902 5,500 SH   DFND 6,2,1 0 0 5,500
AGILENT TECHNOLOGIES INC COM 00846U101 674 12,747 SH   DFND 2,1 12,747 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,424 57,118 SH   DFND 2,1 57,118 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 3,755 64,304 SH   DFND 2,1 64,304 0 0
AGRIUM INC COM 008916108 1,204 12,600 SH   DFND 2,1 8,900 0 3,700
AGRIUM INC COM 008916108 2,876 30,100 SH   DFND 6,2,1 11,000 0 19,100
AIR PRODS & CHEMS INC COM 009158106 769 5,687 SH   DFND 2,1 700 0 4,987
AIR PRODS & CHEMS INC COM 009158106 379 2,800 SH   DFND 6,2,1 1,600 0 1,200
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 9,894 10,000,000 PRN   DFND 2,1 10,000,000 0 0
ALAMO GROUP INC COM 011311107 328 4,300 SH   DFND 6,2,1 4,300 0 0
ALASKA AIR GROUP INC COM 011659109 6,778 73,500 SH   DFND 2,1 73,500 0 0
ALBEMARLE CORP COM 012653101 32 300 SH   DFND 2,1 300 0 0
ALBEMARLE CORP COM 012653101 327 3,100 SH   DFND 6,2,1 0 0 3,100
ALCOA CORP COM 013872106 206 5,977 SH   DFND 2,1 0 0 5,977
ALDER BIOPHARMACEUTICALS INC COM 014339105 7,138 343,193 SH   DFND 2,1 343,193 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 590 5,339 SH   DFND 2,1 5,339 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 104,687 863,471 SH   DFND 2,1 860,571 0 2,900
ALEXION PHARMACEUTICALS INC COM 015351109 315 2,600 SH   DFND 6,2,1 1,700 0 900
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 57,010 528,702 SH   DFND 2,1 391,813 0 136,889
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 26,526 245,995 SH   DFND 6,2,1 214,795 0 31,200
ALIGN TECHNOLOGY INC COM 016255101 8,569 74,700 SH   DFND 2,1 74,700 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 51,871 208,316 SH   DFND 2,1 208,316 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 6,325 25,400 SH   DFND 6,2,1 6,800 0 18,600
ALLSTATE CORP COM 020002101 523 6,424 SH   DFND 2,1 6,424 0 0
ALLSTATE CORP COM 020002101 1,939 23,800 SH   DFND 6,2,1 21,400 0 2,400
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 12,520 244,283 SH   DFND 2,1 244,283 0 0
ALPHABET INC CAP STK CL C 02079K107 204,632 246,675 SH   DFND 2,1 241,392 0 5,283
ALPHABET INC CAP STK CL C 02079K107 1,831 2,207 SH   DFND 6,2,1 2,055 0 152
ALPHABET INC CAP STK CL A 02079K305 38,864 45,841 SH   DFND 2,1 24,650 0 21,191
ALPHABET INC CAP STK CL A 02079K305 191,798 226,230 SH   DFND 6,2,1 169,380 0 56,850
ALTRIA GROUP INC COM 02209S103 14,736 206,331 SH   DFND 2,1 35,919 0 170,412
ALTRIA GROUP INC COM 02209S103 106,186 1,486,783 SH   DFND 6,2,1 1,317,483 0 169,300
AMAZON COM INC COM 023135106 126,194 142,344 SH   DFND 2,1 131,868 0 10,476
AMAZON COM INC COM 023135106 77,883 87,850 SH   DFND 6,2,1 70,700 0 17,150
AMBEV SA SPONSORED ADR 02319V103 184 32,016 SH   DFND 2,1 0 0 32,016
AMEREN CORP COM 023608102 143 2,613 SH   DFND 2,1 2,613 0 0
AMEREN CORP COM 023608102 650 11,900 SH   DFND 6,2,1 11,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 2,929 69,237 SH   DFND 2,1 18,537 0 50,700
AMERICAN AIRLS GROUP INC COM 02376R102 18,663 441,200 SH   DFND 6,2,1 299,400 0 141,800
AMERICAN AXLE & MFG HLDGS IN COM 024061103 237 12,600 SH   DFND 6,2,1 0 0 12,600
AMERICAN ELEC PWR INC COM 025537101 595 8,857 SH   DFND 2,1 8,857 0 0
AMERICAN ELEC PWR INC COM 025537101 6,283 93,600 SH   DFND 6,2,1 89,800 0 3,800
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,285 91,600 SH   DFND 6,2,1 37,000 0 54,600
AMERICAN EXPRESS CO COM 025816109 56,769 717,601 SH   DFND 2,1 603,101 0 114,500
AMERICAN EXPRESS CO COM 025816109 123,214 1,557,500 SH   DFND 6,2,1 992,200 0 565,300
AMERICAN HOMES 4 RENT CL A 02665T306 13,812 601,552 SH   DFND 2,1 601,552 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 4,955 215,800 SH   DFND 6,2,1 105,600 0 110,200
AMERICAN INTL GROUP INC COM NEW 026874784 1,329 21,295 SH   DFND 2,1 3,152 0 18,143
AMERICAN INTL GROUP INC COM NEW 026874784 10,694 171,300 SH   DFND 6,2,1 162,100 0 9,200
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 53 2,700 SH   DFND 2,1 0 0 2,700
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 345 17,400 SH   DFND 6,2,1 1,000 0 16,400
AMERICAN TOWER CORP NEW COM 03027X100 64,149 527,805 SH   DFND 2,1 486,513 0 41,292
AMERICAN TOWER CORP NEW COM 03027X100 9,529 78,400 SH   DFND 6,2,1 76,100 0 2,300
AMERICAN WTR WKS CO INC NEW COM 030420103 460 5,916 SH   DFND 2,1 5,916 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 12,070 155,200 SH   DFND 6,2,1 42,100 0 113,100
AMERISOURCEBERGEN CORP COM 03073E105 7,651 86,451 SH   DFND 2,1 86,451 0 0
AMERIPRISE FINL INC COM 03076C106 61 474 SH   DFND 2,1 474 0 0
AMERIPRISE FINL INC COM 03076C106 3,670 28,300 SH   DFND 6,2,1 4,900 0 23,400
AMGEN INC COM 031162100 65,389 398,544 SH   DFND 2,1 322,292 0 76,252
AMGEN INC COM 031162100 111,522 679,720 SH   DFND 6,2,1 369,170 0 310,550
AMICUS THERAPEUTICS INC COM 03152W109 15,460 2,168,358 SH   DFND 2,1 2,168,358 0 0
AMKOR TECHNOLOGY INC COM 031652100 6,674 575,880 SH   DFND 6,2,1 265,600 0 310,280
AMPHENOL CORP NEW CL A 032095101 626 8,800 SH   DFND 2,1 8,800 0 0
AMPHENOL CORP NEW CL A 032095101 18,312 257,300 SH   DFND 6,2,1 80,200 0 177,100
AMTRUST FINL SVCS INC COM 032359309 589 31,900 SH   DFND 6,2,1 2,100 0 29,800
ANADARKO PETE CORP COM 032511107 4,317 69,629 SH   DFND 2,1 30,377 0 39,252
ANADARKO PETE CORP COM 032511107 5,568 89,800 SH   DFND 6,2,1 85,900 0 3,900
ANALOG DEVICES INC COM 032654105 531 6,474 SH   DFND 2,1 6,474 0 0
ANALOG DEVICES INC COM 032654105 15,661 191,100 SH   DFND 6,2,1 59,500 0 131,600
ANALOGIC CORP COM PAR $0.05 032657207 425 5,600 SH   DFND 6,2,1 3,300 0 2,300
ANGIODYNAMICS INC COM 03475V101 2,204 127,060 SH   DFND 6,2,1 62,260 0 64,800
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 324 30,079 SH   DFND 2,1 0 0 30,079
ANIXTER INTL INC COM 035290105 1,348 17,000 SH   DFND 6,2,1 11,700 0 5,300
ANNALY CAP MGMT INC COM 035710409 36 3,278 SH   DFND 2,1 3,278 0 0
ANNALY CAP MGMT INC COM 035710409 272 24,500 SH   DFND 6,2,1 24,500 0 0
ANTHEM INC COM 036752103 19,558 118,262 SH   DFND 2,1 108,131 0 10,131
ANTHEM INC COM 036752103 14,570 88,100 SH   DFND 6,2,1 50,000 0 38,100
APACHE CORP COM 037411105 1,376 26,766 SH   DFND 2,1 26,766 0 0
APACHE CORP COM 037411105 185 3,600 SH   DFND 6,2,1 1,200 0 2,400
APARTMENT INVT & MGMT CO CL A 03748R101 5,011 112,979 SH   DFND 2,1 112,979 0 0
APPLE INC COM 037833100 261,272 1,818,681 SH   DFND 2,1 1,609,561 0 209,120
APPLE INC COM 037833100 273,213 1,901,800 SH   DFND 6,2,1 1,352,800 0 549,000
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 30 1,563 SH   DFND 2,1 1,563 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,574 82,400 SH   DFND 6,2,1 65,900 0 16,500
APPLIED MATLS INC COM 038222105 10,965 281,888 SH   DFND 2,1 213,388 0 68,500
APPLIED MATLS INC COM 038222105 56,930 1,463,500 SH   DFND 6,2,1 1,181,500 0 282,000
ARAMARK COM 03852U106 2,319 62,900 SH   DFND 2,1 9,200 0 53,700
ARAMARK COM 03852U106 14,346 389,100 SH   DFND 6,2,1 158,700 0 230,400
ARBUTUS BIOPHARMA CORP COM 03879J100 2,630 809,129 SH   DFND 2,1 809,129 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 92 2,000 SH   DFND 2,1 2,000 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,396 117,200 SH   DFND 6,2,1 25,400 0 91,800
ARCONIC INC COM 03965L100 552 20,940 SH   DFND 2,1 1,533 0 19,407
ARENA PHARMACEUTICALS INC COM 040047102 830 568,700 SH   DFND 6,2,1 531,300 0 37,400
ARGAN INC COM 04010E109 1,846 27,900 SH   DFND 6,2,1 23,500 0 4,400
ARISTA NETWORKS INC COM 040413106 12,327 93,198 SH   DFND 2,1 93,198 0 0
ARRAY BIOPHARMA INC COM 04269X105 5,813 650,174 SH   DFND 2,1 650,174 0 0
ARRAY BIOPHARMA INC COM 04269X105 50 5,600 SH   DFND 6,2,1 5,600 0 0
ARROW ELECTRS INC COM 042735100 15 200 SH   DFND 2,1 200 0 0
ARROW ELECTRS INC COM 042735100 6,629 90,300 SH   DFND 6,2,1 33,000 0 57,300
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 1,702 61,655 SH   DFND 6,2,1 31,900 0 29,755
ASPEN TECHNOLOGY INC COM 045327103 707 12,000 SH   DFND 6,2,1 0 0 12,000
ASSOCIATED BANC CORP COM 045487105 761 31,200 SH   DFND 6,2,1 0 0 31,200
ATMOS ENERGY CORP COM 049560105 118 1,500 SH   DFND 2,1 300 0 1,200
ATMOS ENERGY CORP COM 049560105 7,220 91,410 SH   DFND 6,2,1 17,950 0 73,460
AUTOBYTEL INC COM NEW 05275N205 180 14,366 SH   DFND 6,2,1 14,366 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,037 19,894 SH   DFND 2,1 11,994 0 7,900
AUTOMATIC DATA PROCESSING IN COM 053015103 47,407 463,000 SH   DFND 6,2,1 177,500 0 285,500
AUTOZONE INC COM 053332102 578 800 SH   DFND 2,1 800 0 0
AUTOZONE INC COM 053332102 36,080 49,900 SH   DFND 6,2,1 10,000 0 39,900
AVALONBAY CMNTYS INC COM 053484101 17,592 95,818 SH   DFND 2,1 95,818 0 0
AVALONBAY CMNTYS INC COM 053484101 1,469 8,000 SH   DFND 6,2,1 4,600 0 3,400
AVERY DENNISON CORP COM 053611109 399 4,956 SH   DFND 2,1 256 0 4,700
AVERY DENNISON CORP COM 053611109 16,176 200,700 SH   DFND 6,2,1 174,000 0 26,700
AVEXIS INC COM 05366U100 2,892 38,043 SH   DFND 2,1 38,043 0 0
AVID TECHNOLOGY INC COM 05367P100 782 167,900 SH   DFND 6,2,1 115,100 0 52,800
AVON PRODS INC COM 054303102 78 17,800 SH   DFND 2,1 0 0 17,800
AVON PRODS INC COM 054303102 4,591 1,043,460 SH   DFND 6,2,1 512,470 0 530,990
BB&T CORP COM 054937107 339 7,587 SH   DFND 2,1 7,587 0 0
BB&T CORP COM 054937107 20,763 464,500 SH   DFND 6,2,1 196,200 0 268,300
BCE INC COM NEW 05534B760 283 6,400 SH   DFND 6,2,1 6,400 0 0
BOFI HLDG INC COM 05566U108 3,418 130,800 SH   DFND 6,2,1 67,900 0 62,900
BAIDU INC SPON ADR REP A 056752108 69,900 405,168 SH   DFND 2,1 349,333 0 55,835
BAIDU INC SPON ADR REP A 056752108 12,814 74,278 SH   DFND 6,2,1 64,917 0 9,361
BAKER HUGHES INC COM 057224107 81 1,359 SH   DFND 2,1 1,359 0 0
BAKER HUGHES INC COM 057224107 179 3,000 SH   DFND 6,2,1 1,300 0 1,700
BANCO BRADESCO S A SP ADR PFD NEW 059460303 482 47,075 SH   DFND 2,1 0 0 47,075
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,254 50,000 SH   DFND 2,1 50,000 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 89 10,037 SH   DFND 2,1 0 0 10,037
BANC OF CALIFORNIA INC COM 05990K106 739 35,700 SH   DFND 6,2,1 17,600 0 18,100
BANK AMER CORP COM 060505104 16,757 710,347 SH   DFND 2,1 361,372 0 348,975
BANK AMER CORP COM 060505104 102,258 4,334,800 SH   DFND 6,2,1 3,166,300 0 1,168,500
BANK MONTREAL QUE COM 063671101 5,250 70,200 SH   DFND 2,1 24,800 0 45,400
BANK MONTREAL QUE COM 063671101 56,736 758,600 SH   DFND 6,2,1 287,000 0 471,600
BANK OF THE OZARKS INC COM 063904106 4,758 91,473 SH   DFND 2,1 91,473 0 0
BANK OF THE OZARKS INC COM 063904106 1,415 27,200 SH   DFND 6,2,1 10,900 0 16,300
BANK NEW YORK MELLON CORP COM 064058100 179 3,785 SH   DFND 2,1 3,231 0 554
BANK NEW YORK MELLON CORP COM 064058100 21,192 448,700 SH   DFND 6,2,1 204,700 0 244,000
BANK N S HALIFAX COM 064149107 2,073 35,400 SH   DFND 2,1 9,400 0 26,000
BANK N S HALIFAX COM 064149107 31,991 546,200 SH   DFND 6,2,1 159,100 0 387,100
BANKRATE INC DEL COM 06647F102 2,067 214,200 SH   DFND 6,2,1 122,800 0 91,400
BARD C R INC COM 067383109 3,011 12,115 SH   DFND 2,1 12,115 0 0
BARD C R INC COM 067383109 12,352 49,700 SH   DFND 6,2,1 14,500 0 35,200
BARRICK GOLD CORP COM 067901108 4,549 239,559 SH   DFND 2,1 239,559 0 0
BARRICK GOLD CORP COM 067901108 382 20,100 SH   DFND 6,2,1 12,000 0 8,100
BAXTER INTL INC COM 071813109 5,276 101,739 SH   DFND 2,1 19,069 0 82,670
BAXTER INTL INC COM 071813109 57,337 1,105,603 SH   DFND 6,2,1 838,100 0 267,503
BEACON ROOFING SUPPLY INC COM 073685109 865 17,605 SH   DFND 2,1 17,605 0 0
BECTON DICKINSON & CO COM 075887109 48,599 264,933 SH   DFND 2,1 264,933 0 0
BECTON DICKINSON & CO COM 075887109 28,547 155,620 SH   DFND 6,2,1 64,700 0 90,920
BED BATH & BEYOND INC COM 075896100 20 500 SH   DFND 2,1 500 0 0
BED BATH & BEYOND INC COM 075896100 3,488 88,400 SH   DFND 6,2,1 87,300 0 1,100
BEL FUSE INC CL B 077347300 250 9,800 SH   DFND 6,2,1 4,880 0 4,920
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,366 62,192 SH   DFND 2,1 48,896 0 13,296
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 118,902 713,355 SH   DFND 6,2,1 415,100 0 298,255
BERKSHIRE HILLS BANCORP INC COM 084680107 2,880 79,900 SH   DFND 6,2,1 39,300 0 40,600
BEST BUY INC COM 086516101 7,563 153,869 SH   DFND 2,1 14,000 0 139,869
BEST BUY INC COM 086516101 53,008 1,078,487 SH   DFND 6,2,1 855,087 0 223,400
BIG 5 SPORTING GOODS CORP COM 08915P101 868 57,500 SH   DFND 6,2,1 6,600 0 50,900
BIG LOTS INC COM 089302103 6,207 127,500 SH   DFND 6,2,1 58,200 0 69,300
BIOMARIN PHARMACEUTICAL INC COM 09061G101 36,252 412,987 SH   DFND 2,1 412,987 0 0
BIOGEN INC COM 09062X103 86,423 316,083 SH   DFND 2,1 309,194 0 6,889
BIOGEN INC COM 09062X103 39,701 145,200 SH   DFND 6,2,1 76,000 0 69,200
BIOVERATIV INC COM 09075E100 11,459 210,410 SH   DFND 2,1 171,757 0 38,653
BLACK BOX CORP DEL COM 091826107 222 24,800 SH   DFND 6,2,1 12,200 0 12,600
BLACKROCK INC COM 09247X101 11,322 29,522 SH   DFND 2,1 12,348 0 17,174
BLACKROCK INC COM 09247X101 12,426 32,400 SH   DFND 6,2,1 16,700 0 15,700
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 6,449 217,130 SH   DFND 2,1 82,457 0 134,673
BLOCK H & R INC COM 093671105 14 600 SH   DFND 2,1 600 0 0
BLOCK H & R INC COM 093671105 9,707 417,500 SH   DFND 6,2,1 392,200 0 25,300
BLOOMIN BRANDS INC COM 094235108 99 5,000 SH   DFND 2,1 0 0 5,000
BLOOMIN BRANDS INC COM 094235108 6,937 351,600 SH   DFND 6,2,1 164,600 0 187,000
BLUEBIRD BIO INC COM 09609G100 11,259 123,866 SH   DFND 2,1 123,866 0 0
BOEING CO COM 097023105 13,584 76,807 SH   DFND 2,1 50,116 0 26,691
BOEING CO COM 097023105 53,518 302,600 SH   DFND 6,2,1 131,900 0 170,700
BOSTON PROPERTIES INC COM 101121101 17,384 131,289 SH   DFND 2,1 131,289 0 0
BOSTON SCIENTIFIC CORP COM 101137107 21,936 882,021 SH   DFND 2,1 882,021 0 0
BOSTON SCIENTIFIC CORP COM 101137107 17,257 693,900 SH   DFND 6,2,1 329,200 0 364,700
BRADY CORP CL A 104674106 223 5,760 SH   DFND 6,2,1 0 0 5,760
BRIGGS & STRATTON CORP COM 109043109 263 11,700 SH   DFND 2,1 0 0 11,700
BRIGGS & STRATTON CORP COM 109043109 5,960 265,500 SH   DFND 6,2,1 139,200 0 126,300
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,227 16,925 SH   DFND 2,1 16,925 0 0
BRINKER INTL INC COM 109641100 66 1,500 SH   DFND 2,1 0 0 1,500
BRINKER INTL INC COM 109641100 6,896 156,860 SH   DFND 6,2,1 66,000 0 90,860
BRINKS CO COM 109696104 224 4,190 SH   DFND 6,2,1 0 0 4,190
BRISTOL MYERS SQUIBB CO COM 110122108 1,729 31,786 SH   DFND 2,1 13,444 0 18,342
BRISTOL MYERS SQUIBB CO COM 110122108 28,930 532,000 SH   DFND 6,2,1 327,200 0 204,800
BRIXMOR PPTY GROUP INC COM 11120U105 72 3,343 SH   DFND 2,1 3,343 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 185 8,600 SH   DFND 6,2,1 8,600 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 802 22,010 SH   DFND 2,1 19,310 0 2,700
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 24,913 683,300 SH   DFND 6,2,1 197,300 0 486,000
BROOKS AUTOMATION INC COM 114340102 4,406 196,688 SH   DFND 6,2,1 75,588 0 121,100
BROWN FORMAN CORP CL B 115637209 305 6,594 SH   DFND 2,1 6,594 0 0
BROWN FORMAN CORP CL B 115637209 10,598 229,500 SH   DFND 6,2,1 51,000 0 178,500
BRUNSWICK CORP COM 117043109 9,914 162,000 SH   DFND 6,2,1 53,200 0 108,800
BUCKLE INC COM 118440106 822 44,200 SH   DFND 6,2,1 11,500 0 32,700
BURLINGTON STORES INC COM 122017106 243 2,500 SH   DFND 6,2,1 0 0 2,500
CBL & ASSOC PPTYS INC COM 124830100 78 8,200 SH   DFND 2,1 0 0 8,200
CBL & ASSOC PPTYS INC COM 124830100 106 11,100 SH   DFND 6,2,1 2,900 0 8,200
CBS CORP NEW CL B 124857202 444 6,400 SH   DFND 2,1 6,400 0 0
CBS CORP NEW CL B 124857202 16,189 233,400 SH   DFND 6,2,1 53,600 0 179,800
CBRE GROUP INC CL A 12504L109 3,011 86,551 SH   DFND 2,1 86,551 0 0
CECO ENVIRONMENTAL CORP COM 125141101 1,461 139,000 SH   DFND 6,2,1 68,600 0 70,400
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 3,416 44,200 SH   DFND 2,1 2,900 0 41,300
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 45,362 586,900 SH   DFND 6,2,1 442,800 0 144,100
CIGNA CORPORATION COM 125509109 18,133 123,785 SH   DFND 2,1 123,785 0 0
CIGNA CORPORATION COM 125509109 8,658 59,100 SH   DFND 6,2,1 39,600 0 19,500
CME GROUP INC COM 12572Q105 570 4,800 SH   DFND 2,1 4,800 0 0
CME GROUP INC COM 12572Q105 23,962 201,700 SH   DFND 6,2,1 88,300 0 113,400
CMS ENERGY CORP COM 125896100 230 5,133 SH   DFND 2,1 5,133 0 0
CMS ENERGY CORP COM 125896100 7,740 173,000 SH   DFND 6,2,1 46,900 0 126,100
CNA FINL CORP COM 126117100 807 18,262 SH   DFND 2,1 0 0 18,262
CNA FINL CORP COM 126117100 2,739 62,000 SH   DFND 6,2,1 56,400 0 5,600
CPFL ENERGIA S A SPONSORED ADR 126153105 479 29,236 SH   DFND 2,1 0 0 29,236
CSG SYS INTL INC COM 126349109 57 1,500 SH   DFND 2,1 0 0 1,500
CSG SYS INTL INC COM 126349109 4,885 129,200 SH   DFND 6,2,1 53,900 0 75,300
CSX CORP COM 126408103 817 17,546 SH   DFND 2,1 3,100 0 14,446
CSX CORP COM 126408103 17,400 373,800 SH   DFND 6,2,1 187,700 0 186,100
CTS CORP COM 126501105 632 29,662 SH   DFND 6,2,1 3,300 0 26,362
CVS HEALTH CORP COM 126650100 24,923 317,490 SH   DFND 2,1 294,427 0 23,063
CVS HEALTH CORP COM 126650100 17,074 217,500 SH   DFND 6,2,1 150,500 0 67,000
CA INC COM 12673P105 7,055 222,400 SH   DFND 2,1 16,800 0 205,600
CA INC COM 12673P105 53,899 1,699,200 SH   DFND 6,2,1 1,267,700 0 431,500
CABELAS INC COM 126804301 281 5,288 SH   DFND 2,1 5,288 0 0
CABOT CORP COM 127055101 7,694 128,420 SH   DFND 6,2,1 53,850 0 74,570
CABOT OIL & GAS CORP COM 127097103 285 11,939 SH   DFND 2,1 11,939 0 0
CACI INTL INC CL A 127190304 5,914 50,420 SH   DFND 6,2,1 28,500 0 21,920
CADENCE DESIGN SYSTEM INC COM 127387108 38,142 1,214,728 SH   DFND 2,1 1,214,728 0 0
CAMPBELL SOUP CO COM 134429109 197 3,442 SH   DFND 2,1 3,442 0 0
CAMPBELL SOUP CO COM 134429109 7,430 129,800 SH   DFND 6,2,1 30,200 0 99,600
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,287 14,927 SH   DFND 2,1 8,100 0 6,827
CDN IMPERIAL BK COMM TORONTO COM 136069101 34,526 400,482 SH   DFND 6,2,1 117,227 0 283,255
CANADIAN NATL RY CO COM 136375102 2,442 33,029 SH   DFND 2,1 19,079 0 13,950
CANADIAN NATL RY CO COM 136375102 45,068 609,600 SH   DFND 6,2,1 174,100 0 435,500
CANADIAN NAT RES LTD COM 136385101 1,471 44,868 SH   DFND 2,1 25,237 0 19,631
CANADIAN NAT RES LTD COM 136385101 1,213 37,000 SH   DFND 6,2,1 11,900 0 25,100
CANADIAN PAC RY LTD COM 13645T100 250 1,700 SH   DFND 2,1 1,700 0 0
CANADIAN PAC RY LTD COM 13645T100 11,151 75,900 SH   DFND 6,2,1 19,300 0 56,600
CAPITAL ONE FINL CORP COM 14040H105 2,588 29,867 SH   DFND 2,1 1,544 0 28,323
CAPITAL ONE FINL CORP COM 14040H105 10,252 118,300 SH   DFND 6,2,1 82,500 0 35,800
CARBO CERAMICS INC COM 140781105 156 12,000 SH   DFND 6,2,1 6,200 0 5,800
CARDINAL HEALTH INC COM 14149Y108 82 1,000 SH   DFND 2,1 1,000 0 0
CARDINAL HEALTH INC COM 14149Y108 848 10,400 SH   DFND 6,2,1 2,600 0 7,800
CARE CAP PPTYS INC COM 141624106 17 619 SH   DFND 2,1 619 0 0
CARE CAP PPTYS INC COM 141624106 712 26,500 SH   DFND 6,2,1 13,700 0 12,800
CARMAX INC COM 143130102 36 600 SH   DFND 2,1 600 0 0
CARMAX INC COM 143130102 936 15,800 SH   DFND 6,2,1 0 0 15,800
CARNIVAL CORP UNIT 99/99/9999 143658300 6,767 114,875 SH   DFND 2,1 67,187 0 47,688
CARNIVAL CORP UNIT 99/99/9999 143658300 202 3,436 SH   DFND 2,1 3,436 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,539 43,100 SH   DFND 6,2,1 0 0 43,100
CARNIVAL CORP UNIT 99/99/9999 143658300 177 3,000 SH   DFND 6,2,1 0 0 3,000
CASELLA WASTE SYS INC CL A 147448104 257 18,190 SH   DFND 6,2,1 9,160 0 9,030
CATERPILLAR INC DEL COM 149123101 730 7,871 SH   DFND 2,1 3,301 0 4,570
CATERPILLAR INC DEL COM 149123101 13,951 150,400 SH   DFND 6,2,1 106,900 0 43,500
CATCHMARK TIMBER TR INC CL A 14912Y202 203 17,600 SH   DFND 6,2,1 9,100 0 8,500
CAVIUM INC COM 14964U108 2,866 40,000 SH   DFND 2,1 40,000 0 0
CELANESE CORP DEL COM SER A 150870103 1,332 14,823 SH   DFND 2,1 2,200 0 12,623
CELANESE CORP DEL COM SER A 150870103 6,550 72,900 SH   DFND 6,2,1 18,100 0 54,800
CELESTICA INC SUB VTG SHS 15101Q108 212 14,600 SH   DFND 6,2,1 0 0 14,600
CELGENE CORP COM 151020104 153,958 1,237,310 SH   DFND 2,1 1,219,215 0 18,095
CELGENE CORP COM 151020104 13,750 110,500 SH   DFND 6,2,1 103,800 0 6,700
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,764 488,750 SH   DFND 6,2,1 240,050 0 248,700
CENTENE CORP DEL COM 15135B101 23,793 333,891 SH   DFND 2,1 333,891 0 0
CENTENE CORP DEL COM 15135B101 648 9,100 SH   DFND 6,2,1 0 0 9,100
CENOVUS ENERGY INC COM 15135U109 939 83,077 SH   DFND 2,1 83,077 0 0
CENTERPOINT ENERGY INC COM 15189T107 39 1,400 SH   DFND 2,1 1,400 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,397 123,200 SH   DFND 6,2,1 49,800 0 73,400
CENTERSTATE BANKS INC COM 15201P109 376 14,500 SH   DFND 6,2,1 0 0 14,500
CENTRAL GARDEN & PET CO COM 153527106 3,997 107,810 SH   DFND 6,2,1 52,585 0 55,225
CENTRAL VALLEY CMNTY BANCORP COM 155685100 215 10,500 SH   DFND 6,2,1 4,600 0 5,900
CENTURY BANCORP INC MASS CL A NON VTG 156432106 779 12,800 SH   DFND 6,2,1 8,400 0 4,400
CENTURY CASINOS INC COM 156492100 254 33,640 SH   DFND 6,2,1 24,590 0 9,050
CENTURYLINK INC COM 156700106 39 1,634 SH   DFND 2,1 1,634 0 0
CENTURYLINK INC COM 156700106 3,050 129,400 SH   DFND 6,2,1 104,100 0 25,300
CERNER CORP COM 156782104 53,437 908,012 SH   DFND 2,1 908,012 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 928 2,834 SH   DFND 2,1 1,766 0 1,068
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,486 41,200 SH   DFND 6,2,1 32,100 0 9,100
CHASE CORP COM 16150R104 255 2,670 SH   DFND 6,2,1 0 0 2,670
CHATHAM LODGING TR COM 16208T102 1,781 90,200 SH   DFND 6,2,1 46,700 0 43,500
CHEESECAKE FACTORY INC COM 163072101 1,444 22,795 SH   DFND 2,1 22,795 0 0
CHEMICAL FINL CORP COM 163731102 7,161 140,000 SH   DFND 6,2,1 53,000 0 87,000
CHENIERE ENERGY INC COM NEW 16411R208 289 6,116 SH   DFND 2,1 6,116 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 69 2,900 SH   DFND 2,1 0 0 2,900
CHESAPEAKE LODGING TR SH BEN INT 165240102 4,193 175,000 SH   DFND 6,2,1 81,400 0 93,600
CHEVRON CORP NEW COM 166764100 15,887 147,962 SH   DFND 2,1 89,467 0 58,495
CHEVRON CORP NEW COM 166764100 37,032 344,900 SH   DFND 6,2,1 276,600 0 68,300
CHICOS FAS INC COM 168615102 3,090 217,600 SH   DFND 6,2,1 105,210 0 112,390
CHIMERIX INC COM 16934W106 429 67,173 SH   DFND 6,2,1 57,073 0 10,100
CHINA BIOLOGIC PRODS INC COM 16938C106 8,037 80,266 SH   DFND 2,1 68,611 0 11,655
CHIPOTLE MEXICAN GRILL INC COM 169656105 38,317 86,006 SH   DFND 2,1 86,006 0 0
CHURCH & DWIGHT INC COM 171340102 289 5,800 SH   DFND 2,1 5,800 0 0
CHURCH & DWIGHT INC COM 171340102 11,605 232,700 SH   DFND 6,2,1 57,400 0 175,300
CIMAREX ENERGY CO COM 171798101 292 2,447 SH   DFND 2,1 2,447 0 0
CINCINNATI FINL CORP COM 172062101 227 3,138 SH   DFND 2,1 3,138 0 0
CINCINNATI FINL CORP COM 172062101 730 10,100 SH   DFND 6,2,1 10,100 0 0
CINEMARK HOLDINGS INC COM 17243V102 33 750 SH   DFND 2,1 0 0 750
CINEMARK HOLDINGS INC COM 17243V102 1,651 37,240 SH   DFND 6,2,1 0 0 37,240
CIRRUS LOGIC INC COM 172755100 6,840 112,700 SH   DFND 2,1 97,500 0 15,200
CIRRUS LOGIC INC COM 172755100 15,550 256,220 SH   DFND 6,2,1 148,100 0 108,120
CISCO SYS INC COM 17275R102 81,904 2,423,188 SH   DFND 2,1 2,180,773 0 242,415
CISCO SYS INC COM 17275R102 61,242 1,811,888 SH   DFND 6,2,1 990,988 0 820,900
CINTAS CORP COM 172908105 228 1,800 SH   DFND 2,1 1,800 0 0
CINTAS CORP COM 172908105 7,314 57,800 SH   DFND 6,2,1 18,600 0 39,200
CITIGROUP INC COM NEW 172967424 28,081 469,421 SH   DFND 2,1 201,385 0 268,036
CITIGROUP INC COM NEW 172967424 53,318 891,300 SH   DFND 6,2,1 791,200 0 100,100
CITIZENS FINL GROUP INC COM 174610105 2,999 86,798 SH   DFND 2,1 86,798 0 0
CITIZENS FINL GROUP INC COM 174610105 1,493 43,200 SH   DFND 6,2,1 0 0 43,200
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 13,151 10,500,000 PRN   DFND 2,1 6,500,000 0 4,000,000
CIVISTA BANCSHARES INC COM NO PAR 178867107 667 30,094 SH   DFND 6,2,1 8,014 0 22,080
CLOROX CO DEL COM 189054109 404 3,000 SH   DFND 2,1 3,000 0 0
CLOROX CO DEL COM 189054109 14,386 106,700 SH   DFND 6,2,1 34,000 0 72,700
COCA COLA BOTTLING CO CONS COM 191098102 700 3,399 SH   DFND 6,2,1 0 0 3,399
COCA COLA CO COM 191216100 11,062 260,639 SH   DFND 2,1 186,733 0 73,906
COCA COLA CO COM 191216100 81,124 1,911,500 SH   DFND 6,2,1 964,700 0 946,800
CODEXIS INC COM 192005106 565 117,770 SH   DFND 6,2,1 64,800 0 52,970
COEUR MNG INC COM NEW 192108504 247 30,625 SH   DFND 2,1 0 0 30,625
COGNEX CORP COM 192422103 42,260 503,399 SH   DFND 2,1 503,399 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,617 27,160 SH   DFND 2,1 8,442 0 18,718
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 19,838 333,300 SH   DFND 6,2,1 162,200 0 171,100
COHERENT INC COM 192479103 4,771 23,200 SH   DFND 6,2,1 5,900 0 17,300
COHERUS BIOSCIENCES INC COM 19249H103 7,799 368,752 SH   DFND 2,1 368,752 0 0
COLGATE PALMOLIVE CO COM 194162103 17,363 237,229 SH   DFND 2,1 193,533 0 43,696
COLGATE PALMOLIVE CO COM 194162103 47,632 650,800 SH   DFND 6,2,1 291,100 0 359,700
COLUMBIA PPTY TR INC COM NEW 198287203 120 5,412 SH   DFND 2,1 5,412 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 4,997 224,600 SH   DFND 6,2,1 112,100 0 112,500
COLUMBUS MCKINNON CORP N Y COM 199333105 2,015 81,200 SH   DFND 6,2,1 36,300 0 44,900
COMCAST CORP NEW CL A 20030N101 15,059 400,609 SH   DFND 2,1 249,189 0 151,420
COMCAST CORP NEW CL A 20030N101 88,159 2,345,274 SH   DFND 6,2,1 1,217,174 0 1,128,100
COMERICA INC COM 200340107 41 600 SH   DFND 2,1 600 0 0
COMERICA INC COM 200340107 1,358 19,800 SH   DFND 6,2,1 0 0 19,800
COMMERCE BANCSHARES INC COM 200525103 1,530 27,235 SH   DFND 6,2,1 10,395 0 16,840
COMMERCIAL METALS CO COM 201723103 1,921 100,400 SH   DFND 6,2,1 75,000 0 25,400
COMMSCOPE HLDG CO INC COM 20337X109 2,757 66,100 SH   DFND 6,2,1 48,400 0 17,700
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 118 11,339 SH   DFND 2,1 0 0 11,339
COMPASS MINERALS INTL INC COM 20451N101 4,956 73,040 SH   DFND 6,2,1 33,750 0 39,290
COMPUTER PROGRAMS & SYS INC COM 205306103 1,022 36,500 SH   DFND 6,2,1 8,100 0 28,400
CONAGRA BRANDS INC COM 205887102 52 1,300 SH   DFND 2,1 1,300 0 0
CONAGRA BRANDS INC COM 205887102 980 24,300 SH   DFND 6,2,1 6,600 0 17,700
CONATUS PHARMACEUTICALS INC COM 20600T108 2,681 464,624 SH   DFND 2,1 464,624 0 0
CONCHO RES INC COM 20605P101 45,445 354,097 SH   DFND 2,1 354,097 0 0
CONCHO RES INC COM 20605P101 680 5,300 SH   DFND 6,2,1 0 0 5,300
CONMED CORP COM 207410101 1,090 24,540 SH   DFND 6,2,1 13,560 0 10,980
CONOCOPHILLIPS COM 20825C104 12,097 242,563 SH   DFND 2,1 71,101 0 171,462
CONOCOPHILLIPS COM 20825C104 51,098 1,024,616 SH   DFND 6,2,1 746,216 0 278,400
CONSOL ENERGY INC COM 20854P109 357 21,300 SH   DFND 6,2,1 3,500 0 17,800
CONSOLIDATED EDISON INC COM 209115104 289 3,726 SH   DFND 2,1 3,726 0 0
CONSOLIDATED EDISON INC COM 209115104 12,643 162,800 SH   DFND 6,2,1 45,800 0 117,000
CONSTELLATION BRANDS INC CL A 21036P108 3,728 23,002 SH   DFND 2,1 23,002 0 0
CONSTELLATION BRANDS INC CL A 21036P108 7,358 45,400 SH   DFND 6,2,1 13,000 0 32,400
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 501 68,400 SH   DFND 6,2,1 10,400 0 58,000
CONTROL4 CORP COM 21240D107 204 12,900 SH   DFND 6,2,1 7,900 0 5,000
COOPER COS INC COM NEW 216648402 47,217 236,213 SH   DFND 2,1 236,213 0 0
COOPER TIRE & RUBR CO COM 216831107 9 200 SH   DFND 2,1 0 0 200
COOPER TIRE & RUBR CO COM 216831107 6,732 151,800 SH   DFND 6,2,1 69,900 0 81,900
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,454 43,050 SH   DFND 6,2,1 20,750 0 22,300
CORELOGIC INC COM 21871D103 973 23,900 SH   DFND 6,2,1 12,300 0 11,600
CORECIVIC INC COM 21871N101 798 25,400 SH   DFND 2,1 3,600 0 21,800
CORECIVIC INC COM 21871N101 6,557 208,700 SH   DFND 6,2,1 120,800 0 87,900
CORNING INC COM 219350105 76 2,815 SH   DFND 2,1 2,815 0 0
CORNING INC COM 219350105 6,971 258,200 SH   DFND 6,2,1 54,000 0 204,200
COSTCO WHSL CORP NEW COM 22160K105 62,169 370,739 SH   DFND 2,1 369,116 0 1,623
COSTCO WHSL CORP NEW COM 22160K105 50,039 298,400 SH   DFND 6,2,1 128,600 0 169,800
COUSINS PPTYS INC COM 222795106 1,142 138,084 SH   DFND 2,1 138,084 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 653 4,100 SH   DFND 2,1 600 0 3,500
CRACKER BARREL OLD CTRY STOR COM 22410J106 4,523 28,400 SH   DFND 6,2,1 11,400 0 17,000
CRANE CO COM 224399105 8,628 115,300 SH   DFND 6,2,1 48,100 0 67,200
CRAWFORD & CO CL B 224633107 1,104 110,033 SH   DFND 6,2,1 54,985 0 55,048
CRAWFORD & CO CL A 224633206 227 27,840 SH   DFND 6,2,1 18,340 0 9,500
CRESCENT PT ENERGY CORP COM 22576C101 373 34,485 SH   DFND 2,1 12,385 0 22,100
CRESCENT PT ENERGY CORP COM 22576C101 273 25,200 SH   DFND 6,2,1 22,100 0 3,100
CRITEO S A SPONS ADS 226718104 7,882 157,662 SH   DFND 2,1 157,662 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 501 5,305 SH   DFND 2,1 5,305 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 5,270 55,800 SH   DFND 6,2,1 50,900 0 4,900
CROWN HOLDINGS INC COM 228368106 1,234 23,300 SH   DFND 2,1 4,300 0 19,000
CROWN HOLDINGS INC COM 228368106 18,638 352,000 SH   DFND 6,2,1 174,800 0 177,200
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 192 3,900 SH   DFND 2,1 3,900 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,001 81,400 SH   DFND 6,2,1 63,600 0 17,800
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 11,740 10,600,000 PRN   DFND 2,1 10,600,000 0 0
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 4,047 3,500,000 PRN   DFND 2,1 3,500,000 0 0
CULLEN FROST BANKERS INC COM 229899109 1,539 17,300 SH   DFND 6,2,1 7,100 0 10,200
CUMMINS INC COM 231021106 2,465 16,300 SH   DFND 2,1 2,400 0 13,900
CUMMINS INC COM 231021106 30,149 199,400 SH   DFND 6,2,1 53,700 0 145,700
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,276 12,342 SH   DFND 2,1 0 0 12,342
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,477 180,000 SH   DFND 2,1 180,000 0 0
CYRUSONE INC COM 23283R100 7,643 148,501 SH   DFND 2,1 148,501 0 0
DDR CORP COM 23317H102 3,454 275,654 SH   DFND 2,1 275,654 0 0
DDR CORP COM 23317H102 3,640 290,500 SH   DFND 6,2,1 162,100 0 128,400
D R HORTON INC COM 23331A109 43 1,300 SH   DFND 2,1 1,300 0 0
D R HORTON INC COM 23331A109 756 22,700 SH   DFND 6,2,1 0 0 22,700
DHI GROUP INC COM 23331S100 126 31,800 SH   DFND 6,2,1 20,800 0 11,000
DST SYS INC DEL COM 233326107 796 6,500 SH   DFND 2,1 900 0 5,600
DST SYS INC DEL COM 233326107 13,279 108,400 SH   DFND 6,2,1 59,000 0 49,400
DTE ENERGY CO COM 233331107 408 4,000 SH   DFND 2,1 4,000 0 0
DTE ENERGY CO COM 233331107 17,665 173,000 SH   DFND 6,2,1 43,600 0 129,400
DAKTRONICS INC COM 234264109 183 19,400 SH   DFND 6,2,1 10,000 0 9,400
DANA INCORPORATED COM 235825205 100 5,200 SH   DFND 2,1 5,200 0 0
DANA INCORPORATED COM 235825205 7,436 385,100 SH   DFND 6,2,1 181,600 0 203,500
DANAHER CORP DEL COM 235851102 45,500 531,974 SH   DFND 2,1 531,202 0 772
DANAHER CORP DEL COM 235851102 31,372 366,800 SH   DFND 6,2,1 168,600 0 198,200
DARDEN RESTAURANTS INC COM 237194105 5,899 70,500 SH   DFND 2,1 4,800 0 65,700
DARDEN RESTAURANTS INC COM 237194105 61,021 729,300 SH   DFND 6,2,1 496,200 0 233,100
DAVITA INC COM 23918K108 6,289 92,532 SH   DFND 2,1 92,532 0 0
DEAN FOODS CO NEW COM NEW 242370203 574 29,200 SH   DFND 2,1 0 0 29,200
DEAN FOODS CO NEW COM NEW 242370203 9,453 480,800 SH   DFND 6,2,1 238,000 0 242,800
DEERE & CO COM 244199105 276 2,531 SH   DFND 2,1 2,531 0 0
DEERE & CO COM 244199105 15,349 141,000 SH   DFND 6,2,1 74,900 0 66,100
DELL TECHNOLOGIES INC COM CL V 24703L103 1,739 27,143 SH   DFND 2,1 722 0 26,421
DELTA AIR LINES INC DEL COM NEW 247361702 165 3,592 SH   DFND 2,1 3,592 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 5,681 123,600 SH   DFND 6,2,1 120,100 0 3,500
DELUXE CORP COM 248019101 1,088 15,082 SH   DFND 2,1 1,900 0 13,182
DELUXE CORP COM 248019101 16,817 233,017 SH   DFND 6,2,1 133,167 0 99,850
DERMIRA INC COM 24983L104 7,240 212,254 SH   DFND 2,1 212,254 0 0
DEVON ENERGY CORP NEW COM 25179M103 559 13,397 SH   DFND 2,1 13,397 0 0
DEVON ENERGY CORP NEW COM 25179M103 58 1,400 SH   DFND 6,2,1 1,400 0 0
DEVRY ED GROUP INC COM 251893103 64 1,800 SH   DFND 2,1 0 0 1,800
DEVRY ED GROUP INC COM 251893103 2,412 68,050 SH   DFND 6,2,1 29,550 0 38,500
DEXCOM INC COM 252131107 72,234 852,524 SH   DFND 2,1 852,524 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 64 5,784 SH   DFND 2,1 1,484 0 4,300
DIAMONDROCK HOSPITALITY CO COM 252784301 4,623 414,600 SH   DFND 6,2,1 210,500 0 204,100
DIAMONDBACK ENERGY INC COM 25278X109 9,075 87,500 SH   DFND 2,1 87,500 0 0
DICKS SPORTING GOODS INC COM 253393102 2,496 51,289 SH   DFND 2,1 51,289 0 0
DIGITAL RLTY TR INC COM 253868103 179 1,683 SH   DFND 2,1 1,683 0 0
DIGITAL RLTY TR INC COM 253868103 21 200 SH   DFND 6,2,1 0 0 200
DINEEQUITY INC COM 254423106 3,706 68,100 SH   DFND 6,2,1 29,100 0 39,000
DISNEY WALT CO COM DISNEY 254687106 20,537 181,116 SH   DFND 2,1 128,469 0 52,647
DISNEY WALT CO COM DISNEY 254687106 62,444 550,700 SH   DFND 6,2,1 289,700 0 261,000
DISCOVER FINL SVCS COM 254709108 4,390 64,191 SH   DFND 2,1 57,591 0 6,600
DISCOVER FINL SVCS COM 254709108 25,338 370,500 SH   DFND 6,2,1 77,400 0 293,100
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 19 650 SH   DFND 2,1 650 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 6,391 219,700 SH   DFND 6,2,1 201,600 0 18,100
DISH NETWORK CORP CL A 25470M109 47 746 SH   DFND 2,1 746 0 0
DISH NETWORK CORP CL A 25470M109 533 8,400 SH   DFND 6,2,1 1,000 0 7,400
DOLLAR GEN CORP NEW COM 256677105 335 4,800 SH   DFND 2,1 4,800 0 0
DOLLAR GEN CORP NEW COM 256677105 11,945 171,300 SH   DFND 6,2,1 39,500 0 131,800
DOLLAR TREE INC COM 256746108 55 699 SH   DFND 2,1 699 0 0
DOLLAR TREE INC COM 256746108 690 8,800 SH   DFND 6,2,1 0 0 8,800
DOMINION RES INC VA NEW COM 25746U109 1,173 15,128 SH   DFND 2,1 15,128 0 0
DOMINION RES INC VA NEW COM 25746U109 39,243 505,900 SH   DFND 6,2,1 218,300 0 287,600
DOMINOS PIZZA INC COM 25754A201 350 1,900 SH   DFND 2,1 800 0 1,100
DOMINOS PIZZA INC COM 25754A201 7,962 43,200 SH   DFND 6,2,1 18,700 0 24,500
DOMTAR CORP COM NEW 257559203 226 6,200 SH   DFND 6,2,1 0 0 6,200
DOUGLAS EMMETT INC COM 25960P109 1,574 40,979 SH   DFND 2,1 40,979 0 0
DOVER CORP COM 260003108 37 464 SH   DFND 2,1 464 0 0
DOVER CORP COM 260003108 1,728 21,500 SH   DFND 6,2,1 0 0 21,500
DOW CHEM CO COM 260543103 23,323 367,059 SH   DFND 2,1 273,910 0 93,149
DOW CHEM CO COM 260543103 40,958 644,600 SH   DFND 6,2,1 281,100 0 363,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 9,792 100,000 SH   DFND 2,1 26,400 0 73,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 85,166 869,750 SH   DFND 6,2,1 525,400 0 344,350
DU PONT E I DE NEMOURS & CO COM 263534109 3,922 48,821 SH   DFND 2,1 23,052 0 25,769
DU PONT E I DE NEMOURS & CO COM 263534109 21,360 265,900 SH   DFND 6,2,1 165,700 0 100,200
DUKE ENERGY CORP NEW COM NEW 26441C204 6,879 83,878 SH   DFND 2,1 45,553 0 38,325
DUKE ENERGY CORP NEW COM NEW 26441C204 51,916 633,041 SH   DFND 6,2,1 294,761 0 338,280
DUN & BRADSTREET CORP DEL NE COM 26483E100 11 100 SH   DFND 2,1 100 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 9,814 90,918 SH   DFND 6,2,1 85,700 0 5,218
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,257 211,200 SH   DFND 6,2,1 103,500 0 107,700
EOG RES INC COM 26875P101 70,816 725,946 SH   DFND 2,1 725,529 0 417
EOG RES INC COM 26875P101 10,945 112,200 SH   DFND 6,2,1 92,300 0 19,900
EQT CORP COM 26884L109 278 4,555 SH   DFND 2,1 4,555 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 28 791 SH   DFND 2,1 791 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 593 17,000 SH   DFND 6,2,1 0 0 17,000
EAST WEST BANCORP INC COM 27579R104 1,079 20,899 SH   DFND 2,1 20,899 0 0
EAST WEST BANCORP INC COM 27579R104 6,271 121,500 SH   DFND 6,2,1 69,800 0 51,700
EASTMAN CHEM CO COM 277432100 40 500 SH   DFND 2,1 500 0 0
EASTMAN CHEM CO COM 277432100 1,091 13,500 SH   DFND 6,2,1 0 0 13,500
EBAY INC COM 278642103 13,089 389,888 SH   DFND 2,1 123,672 0 266,216
EBAY INC COM 278642103 83,905 2,499,400 SH   DFND 6,2,1 1,736,200 0 763,200
ECHOSTAR CORP CL A 278768106 2,961 52,000 SH   DFND 6,2,1 12,500 0 39,500
ECOLAB INC COM 278865100 77,126 615,337 SH   DFND 2,1 519,600 0 95,737
ECOLAB INC COM 278865100 99,121 790,819 SH   DFND 6,2,1 474,600 0 316,219
ECLIPSE RES CORP COM 27890G100 288 113,312 SH   DFND 6,2,1 91,322 0 21,990
EDISON INTL COM 281020107 88 1,101 SH   DFND 2,1 1,101 0 0
EDISON INTL COM 281020107 3,121 39,200 SH   DFND 6,2,1 3,200 0 36,000
EDWARDS LIFESCIENCES CORP COM 28176E108 12,996 138,154 SH   DFND 2,1 138,154 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,767 93,200 SH   DFND 6,2,1 28,500 0 64,700
ELDORADO RESORTS INC COM 28470R102 1,698 89,740 SH   DFND 6,2,1 76,400 0 13,340
ELECTRONIC ARTS INC COM 285512109 13,179 147,214 SH   DFND 2,1 147,214 0 0
ELECTRONIC ARTS INC COM 285512109 13,222 147,700 SH   DFND 6,2,1 42,300 0 105,400
ELLIS PERRY INTL INC COM 288853104 1,153 53,700 SH   DFND 6,2,1 39,400 0 14,300
EMERGENT BIOSOLUTIONS INC COM 29089Q105 209 7,200 SH   DFND 6,2,1 0 0 7,200
EMERSON ELEC CO COM 291011104 521 8,697 SH   DFND 2,1 8,673 0 24
EMERSON ELEC CO COM 291011104 26,658 445,340 SH   DFND 6,2,1 202,440 0 242,900
ENCANA CORP COM 292505104 261 22,277 SH   DFND 2,1 22,277 0 0
ENBRIDGE INC COM 29250N105 2,329 55,657 SH   DFND 2,1 44,741 0 10,916
ENBRIDGE INC COM 29250N105 8,119 194,040 SH   DFND 6,2,1 66,700 0 127,340
ENDOLOGIX INC COM 29266S106 6,971 962,787 SH   DFND 2,1 962,787 0 0
ENERNOC INC COM 292764107 764 127,400 SH   DFND 6,2,1 58,300 0 69,100
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 815 42,000 SH   DFND 2,1 3,300 0 38,700
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 1,924 99,200 SH   DFND 6,2,1 63,300 0 35,900
ENTERGY CORP NEW COM 29364G103 38 500 SH   DFND 2,1 500 0 0
ENTERGY CORP NEW COM 29364G103 281 3,700 SH   DFND 6,2,1 3,700 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 482 17,447 SH   DFND 2,1 17,447 0 0
EPAM SYS INC COM 29414B104 755 10,000 SH   DFND 2,1 10,000 0 0
EQUIFAX INC COM 294429105 468 3,426 SH   DFND 2,1 3,426 0 0
EQUIFAX INC COM 294429105 14,098 103,100 SH   DFND 6,2,1 31,700 0 71,400
EQUINIX INC COM PAR $0.001 29444U700 84 209 SH   DFND 2,1 209 0 0
EQUINIX INC COM PAR $0.001 29444U700 881 2,200 SH   DFND 6,2,1 400 0 1,800
EQUITY COMWLTH COM SH BEN INT 294628102 1,153 36,919 SH   DFND 2,1 4,319 0 32,600
EQUITY COMWLTH COM SH BEN INT 294628102 7,671 245,718 SH   DFND 6,2,1 168,518 0 77,200
EQUITY RESIDENTIAL SH BEN INT 29476L107 2,960 47,567 SH   DFND 2,1 9,067 0 38,500
EQUITY RESIDENTIAL SH BEN INT 29476L107 22,461 361,000 SH   DFND 6,2,1 351,200 0 9,800
EURONET WORLDWIDE INC COM 298736109 1,739 20,336 SH   DFND 2,1 20,336 0 0
EURONET WORLDWIDE INC COM 298736109 932 10,900 SH   DFND 6,2,1 4,900 0 6,000
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 11,379 9,000,000 PRN   DFND 2,1 9,000,000 0 0
EVERTEC INC COM 30040P103 2,590 162,900 SH   DFND 6,2,1 80,900 0 82,000
EVERSOURCE ENERGY COM 30040W108 2,029 34,519 SH   DFND 2,1 6,219 0 28,300
EVERSOURCE ENERGY COM 30040W108 29,778 506,598 SH   DFND 6,2,1 280,300 0 226,298
EXACT SCIENCES CORP COM 30063P105 999 42,300 SH   DFND 6,2,1 13,700 0 28,600
EXACTECH INC COM 30064E109 1,525 60,500 SH   DFND 6,2,1 30,500 0 30,000
EXELON CORP COM 30161N101 5,401 150,118 SH   DFND 2,1 26,318 0 123,800
EXELON CORP COM 30161N101 25,441 707,100 SH   DFND 6,2,1 494,500 0 212,600
EXFO INC SUB VTG SHS 302046107 109 21,000 SH   DFND 6,2,1 13,000 0 8,000
EXPEDIA INC DEL COM NEW 30212P303 50 400 SH   DFND 2,1 400 0 0
EXPEDIA INC DEL COM NEW 30212P303 303 2,400 SH   DFND 6,2,1 0 0 2,400
EXPEDITORS INTL WASH INC COM 302130109 39 691 SH   DFND 2,1 691 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,000 35,400 SH   DFND 6,2,1 18,100 0 17,300
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,207 18,319 SH   DFND 2,1 1,888 0 16,431
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,967 105,700 SH   DFND 6,2,1 100,500 0 5,200
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 217 13,600 SH   DFND 2,1 2,600 0 11,000
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 3,247 203,700 SH   DFND 6,2,1 101,900 0 101,800
EXTRA SPACE STORAGE INC COM 30225T102 19,316 259,654 SH   DFND 2,1 259,654 0 0
EXTREME NETWORKS INC COM 30226D106 720 95,900 SH   DFND 6,2,1 39,330 0 56,570
EXTERRAN CORP COM 30227H106 85 2,700 SH   DFND 2,1 0 0 2,700
EXTERRAN CORP COM 30227H106 4,357 138,541 SH   DFND 6,2,1 70,441 0 68,100
EZCORP INC CL A NON VTG 302301106 1,118 137,193 SH   DFND 6,2,1 54,293 0 82,900
EXXON MOBIL CORP COM 30231G102 45,412 553,734 SH   DFND 2,1 490,444 0 63,290
EXXON MOBIL CORP COM 30231G102 126,558 1,543,200 SH   DFND 6,2,1 933,600 0 609,600
FLIR SYS INC COM 302445101 867 23,902 SH   DFND 2,1 23,902 0 0
F M C CORP COM NEW 302491303 1,009 14,500 SH   DFND 2,1 12,400 0 2,100
F M C CORP COM NEW 302491303 17,578 252,600 SH   DFND 6,2,1 234,400 0 18,200
FNB CORP PA COM 302520101 955 64,200 SH   DFND 6,2,1 8,400 0 55,800
FTI CONSULTING INC COM 302941109 712 17,300 SH   DFND 6,2,1 3,800 0 13,500
FACEBOOK INC CL A 30303M102 141,955 999,334 SH   DFND 2,1 950,743 0 48,591
FACEBOOK INC CL A 30303M102 70,660 497,427 SH   DFND 6,2,1 411,400 0 86,027
FASTENAL CO COM 311900104 2,854 55,415 SH   DFND 2,1 55,415 0 0
FASTENAL CO COM 311900104 6,422 124,700 SH   DFND 6,2,1 36,600 0 88,100
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 266 1,989 SH   DFND 2,1 1,989 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 521 3,900 SH   DFND 6,2,1 3,900 0 0
FEDEX CORP COM 31428X106 5,008 25,660 SH   DFND 2,1 21,143 0 4,517
FEDEX CORP COM 31428X106 9,797 50,200 SH   DFND 6,2,1 35,100 0 15,100
F5 NETWORKS INC COM 315616102 50,684 355,500 SH   DFND 2,1 355,500 0 0
F5 NETWORKS INC COM 315616102 3,407 23,900 SH   DFND 6,2,1 9,600 0 14,300
FIDELITY NATL INFORMATION SV COM 31620M106 77 963 SH   DFND 2,1 963 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 1,951 24,500 SH   DFND 6,2,1 3,100 0 21,400
FIDELITY SOUTHERN CORP NEW COM 316394105 331 14,800 SH   DFND 6,2,1 9,500 0 5,300
FIFTH THIRD BANCORP COM 316773100 61 2,400 SH   DFND 2,1 2,400 0 0
FIFTH THIRD BANCORP COM 316773100 3,886 153,000 SH   DFND 6,2,1 30,600 0 122,400
FIRST BANCORP P R COM NEW 318672706 3,699 654,700 SH   DFND 6,2,1 316,100 0 338,600
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,140 3,400 SH   DFND 6,2,1 1,300 0 2,100
FIRST HORIZON NATL CORP COM 320517105 1,097 59,300 SH   DFND 6,2,1 21,200 0 38,100
FIRST POTOMAC RLTY TR COM 33610F109 1,112 108,156 SH   DFND 6,2,1 39,317 0 68,839
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,589 102,222 SH   DFND 2,1 102,222 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,173 12,500 SH   DFND 6,2,1 0 0 12,500
FISERV INC COM 337738108 2,976 25,812 SH   DFND 2,1 25,812 0 0
FISERV INC COM 337738108 21,044 182,500 SH   DFND 6,2,1 54,600 0 127,900
FLAGSTAR BANCORP INC COM PAR .001 337930705 739 26,200 SH   DFND 6,2,1 2,000 0 24,200
FIRSTENERGY CORP COM 337932107 893 28,061 SH   DFND 2,1 15,661 0 12,400
FIRSTENERGY CORP COM 337932107 7,023 220,700 SH   DFND 6,2,1 131,000 0 89,700
FIVE9 INC COM 338307101 3,292 200,000 SH   DFND 2,1 200,000 0 0
FIVE9 INC COM 338307101 334 20,293 SH   DFND 6,2,1 17,893 0 2,400
FIVE PRIME THERAPEUTICS INC COM 33830X104 557 15,400 SH   DFND 6,2,1 7,500 0 7,900
FLOWERS FOODS INC COM 343498101 1,361 70,100 SH   DFND 2,1 6,200 0 63,900
FLOWERS FOODS INC COM 343498101 13,810 711,500 SH   DFND 6,2,1 378,700 0 332,800
FONAR CORP COM NEW 344437405 445 25,380 SH   DFND 6,2,1 19,190 0 6,190
FOOT LOCKER INC COM 344849104 157 2,100 SH   DFND 2,1 2,100 0 0
FOOT LOCKER INC COM 344849104 4,541 60,700 SH   DFND 6,2,1 22,800 0 37,900
FORD MTR CO DEL COM PAR $0.01 345370860 1,977 169,817 SH   DFND 2,1 62,979 0 106,838
FORD MTR CO DEL COM PAR $0.01 345370860 13,267 1,139,800 SH   DFND 6,2,1 732,900 0 406,900
FORTIS INC COM 349553107 3,783 114,094 SH   DFND 2,1 64,882 0 49,212
FORTIS INC COM 349553107 8,091 244,000 SH   DFND 6,2,1 60,900 0 183,100
FORTIVE CORP COM 34959J108 1,328 22,059 SH   DFND 2,1 8,426 0 13,633
FORTIVE CORP COM 34959J108 16,467 273,450 SH   DFND 6,2,1 83,200 0 190,250
FRANCO NEVADA CORP COM 351858105 2,389 36,466 SH   DFND 2,1 36,466 0 0
FRANKLIN RES INC COM 354613101 57 1,357 SH   DFND 2,1 1,357 0 0
FRANKLIN RES INC COM 354613101 1,576 37,400 SH   DFND 6,2,1 12,000 0 25,400
FRANKLIN STREET PPTYS CORP COM 35471R106 676 55,700 SH   DFND 6,2,1 35,600 0 20,100
FREDS INC CL A 356108100 2,251 171,870 SH   DFND 6,2,1 72,770 0 99,100
FRONTIER COMMUNICATIONS CORP COM 35906A108 9 4,432 SH   DFND 2,1 4,432 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 59 27,800 SH   DFND 6,2,1 27,800 0 0
GEO GROUP INC NEW COM 36162J106 5,008 108,000 SH   DFND 6,2,1 51,500 0 56,500
GGP INC COM 36174X101 1,174 50,632 SH   DFND 2,1 50,632 0 0
GAIN CAP HLDGS INC COM 36268W100 1,018 122,200 SH   DFND 6,2,1 87,400 0 34,800
GAMING & LEISURE PPTYS INC COM 36467J108 730 21,853 SH   DFND 2,1 1,493 0 20,360
GAMING & LEISURE PPTYS INC COM 36467J108 8,293 248,150 SH   DFND 6,2,1 161,150 0 87,000
GAMESTOP CORP NEW CL A 36467W109 832 36,900 SH   DFND 2,1 4,700 0 32,200
GAMESTOP CORP NEW CL A 36467W109 9,347 414,500 SH   DFND 6,2,1 197,800 0 216,700
GAP INC DEL COM 364760108 4,560 187,746 SH   DFND 2,1 13,200 0 174,546
GAP INC DEL COM 364760108 30,198 1,243,246 SH   DFND 6,2,1 928,446 0 314,800
GENERAL DYNAMICS CORP COM 369550108 147 787 SH   DFND 2,1 787 0 0
GENERAL DYNAMICS CORP COM 369550108 431 2,300 SH   DFND 6,2,1 1,700 0 600
GENERAL ELECTRIC CO COM 369604103 50,509 1,694,928 SH   DFND 2,1 1,387,283 0 307,645
GENERAL ELECTRIC CO COM 369604103 58,995 1,979,700 SH   DFND 6,2,1 1,517,100 0 462,600
GENERAL MLS INC COM 370334104 1,003 17,000 SH   DFND 2,1 14,200 0 2,800
GENERAL MLS INC COM 370334104 55,009 932,200 SH   DFND 6,2,1 520,600 0 411,600
GENERAL MTRS CO COM 37045V100 5,731 162,069 SH   DFND 2,1 29,304 0 132,765
GENERAL MTRS CO COM 37045V100 42,807 1,210,600 SH   DFND 6,2,1 587,000 0 623,600
GENTEX CORP COM 371901109 852 39,960 SH   DFND 2,1 39,960 0 0
GENOCEA BIOSCIENCES INC COM 372427104 3,702 607,934 SH   DFND 2,1 607,934 0 0
GENUINE PARTS CO COM 372460105 314 3,400 SH   DFND 2,1 3,400 0 0
GENUINE PARTS CO COM 372460105 11,662 126,200 SH   DFND 6,2,1 37,100 0 89,100
GILEAD SCIENCES INC COM 375558103 139,899 2,059,761 SH   DFND 2,1 1,928,171 0 131,590
GILEAD SCIENCES INC COM 375558103 108,163 1,592,500 SH   DFND 6,2,1 1,189,100 0 403,400
GLADSTONE COML CORP COM 376536108 269 13,000 SH   DFND 6,2,1 5,600 0 7,400
GLOBAL NET LEASE INC COM NEW 379378201 583 24,199 SH   DFND 6,2,1 22,533 0 1,666
GLOBAL PMTS INC COM 37940X102 14,654 181,636 SH   DFND 2,1 181,636 0 0
GLOBAL PMTS INC COM 37940X102 1,041 12,900 SH   DFND 6,2,1 0 0 12,900
GLOBUS MED INC CL A 379577208 20,921 706,324 SH   DFND 2,1 706,324 0 0
GOLDCORP INC NEW COM 380956409 2,974 203,806 SH   DFND 2,1 175,514 0 28,292
GOLDMAN SACHS GROUP INC COM 38141G104 6,671 29,041 SH   DFND 2,1 6,453 0 22,588
GOLDMAN SACHS GROUP INC COM 38141G104 14,312 62,300 SH   DFND 6,2,1 58,900 0 3,400
GRAHAM HLDGS CO COM 384637104 779 1,300 SH   DFND 2,1 200 0 1,100
GRAHAM HLDGS CO COM 384637104 10,595 17,672 SH   DFND 6,2,1 7,500 0 10,172
GRAINGER W W INC COM 384802104 520 2,236 SH   DFND 2,1 1,200 0 1,036
GRAINGER W W INC COM 384802104 10,079 43,300 SH   DFND 6,2,1 13,600 0 29,700
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 84 2,400 SH   DFND 2,1 0 0 2,400
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 154 4,400 SH   DFND 6,2,1 600 0 3,800
GREAT PLAINS ENERGY INC COM 391164100 1,885 64,500 SH   DFND 6,2,1 23,100 0 41,400
GREENBRIER COS INC COM 393657101 4,422 102,600 SH   DFND 6,2,1 45,500 0 57,100
GREIF INC CL A 397624107 6,815 123,700 SH   DFND 6,2,1 59,100 0 64,600
GRIFFON CORP COM 398433102 2,273 92,220 SH   DFND 6,2,1 45,100 0 47,120
GROUPE CGI INC CL A SUB VTG 39945C109 248 5,174 SH   DFND 2,1 0 0 5,174
GROUPE CGI INC CL A SUB VTG 39945C109 5,817 121,355 SH   DFND 6,2,1 64,755 0 56,600
GULF ISLAND FABRICATION INC COM 402307102 684 59,200 SH   DFND 6,2,1 21,500 0 37,700
HCA HOLDINGS INC COM 40412C101 7,235 81,300 SH   DFND 2,1 14,200 0 67,100
HCA HOLDINGS INC COM 40412C101 73,933 830,800 SH   DFND 6,2,1 515,600 0 315,200
HCP INC COM 40414L109 164 5,232 SH   DFND 2,1 5,232 0 0
HCP INC COM 40414L109 178 5,700 SH   DFND 6,2,1 5,700 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,583 153,988 SH   DFND 2,1 86,632 0 67,356
HP INC COM 40434L105 671 37,530 SH   DFND 2,1 16,524 0 21,006
HP INC COM 40434L105 11,592 648,300 SH   DFND 6,2,1 133,900 0 514,400
HAEMONETICS CORP COM 405024100 292 7,200 SH   DFND 6,2,1 0 0 7,200
HALLIBURTON CO COM 406216101 7,297 148,276 SH   DFND 2,1 95,646 0 52,630
HALLIBURTON CO COM 406216101 8,154 165,700 SH   DFND 6,2,1 117,800 0 47,900
HALYARD HEALTH INC COM 40650V100 2,510 65,900 SH   DFND 6,2,1 14,600 0 51,300
HANESBRANDS INC COM 410345102 6,260 301,561 SH   DFND 2,1 301,561 0 0
HARLEY DAVIDSON INC COM 412822108 42 700 SH   DFND 2,1 700 0 0
HARLEY DAVIDSON INC COM 412822108 1,446 23,900 SH   DFND 6,2,1 5,400 0 18,500
HARMONIC INC COM 413160102 892 149,866 SH   DFND 6,2,1 53,776 0 96,090
HARRIS CORP DEL COM 413875105 2,002 17,988 SH   DFND 2,1 2,588 0 15,400
HARRIS CORP DEL COM 413875105 15,909 142,980 SH   DFND 6,2,1 94,380 0 48,600
HARVARD BIOSCIENCE INC COM 416906105 477 183,300 SH   DFND 6,2,1 133,200 0 50,100
HASBRO INC COM 418056107 368 3,684 SH   DFND 2,1 3,684 0 0
HASBRO INC COM 418056107 3,454 34,600 SH   DFND 6,2,1 13,600 0 21,000
HAVERTY FURNITURE INC COM 419596101 343 14,090 SH   DFND 6,2,1 5,260 0 8,830
HEALTH INS INNOVATIONS INC COM CL A 42225K106 362 22,612 SH   DFND 6,2,1 10,712 0 11,900
HEARTLAND FINL USA INC COM 42234Q102 939 18,800 SH   DFND 6,2,1 8,800 0 10,000
HECLA MNG CO COM 422704106 293 55,400 SH   DFND 6,2,1 0 0 55,400
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 82 10,500 SH   DFND 2,1 0 0 10,500
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 434 55,900 SH   DFND 6,2,1 12,500 0 43,400
HERSHEY CO COM 427866108 350 3,200 SH   DFND 2,1 3,200 0 0
HERSHEY CO COM 427866108 10,444 95,600 SH   DFND 6,2,1 28,400 0 67,200
HESS CORP COM 42809H107 7,165 148,614 SH   DFND 2,1 19,814 0 128,800
HESS CORP COM 42809H107 52,443 1,087,800 SH   DFND 6,2,1 779,000 0 308,800
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,083 467,632 SH   DFND 2,1 45,076 0 422,556
HEWLETT PACKARD ENTERPRISE C COM 42824C109 71,958 3,036,200 SH   DFND 6,2,1 2,482,600 0 553,600
HEXCEL CORP NEW COM 428291108 48,468 888,500 SH   DFND 2,1 888,500 0 0
HILL INTERNATIONAL INC COM 431466101 989 238,344 SH   DFND 6,2,1 142,544 0 95,800
HILL ROM HLDGS INC COM 431475102 9,940 140,800 SH   DFND 6,2,1 62,900 0 77,900
HILLENBRAND INC COM 431571108 5,187 144,700 SH   DFND 6,2,1 71,600 0 73,100
HINGHAM INSTN SVGS MASS COM 433323102 658 3,719 SH   DFND 6,2,1 3,319 0 400
HOLOGIC INC COM 436440101 15,410 362,159 SH   DFND 2,1 362,159 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 11,001 7,900,000 PRN   DFND 2,1 7,900,000 0 0
HOME DEPOT INC COM 437076102 10,739 73,137 SH   DFND 2,1 22,167 0 50,970
HOME DEPOT INC COM 437076102 103,571 705,382 SH   DFND 6,2,1 366,612 0 338,770
HONEYWELL INTL INC COM 438516106 39,718 318,073 SH   DFND 2,1 310,517 0 7,556
HONEYWELL INTL INC COM 438516106 71,575 573,200 SH   DFND 6,2,1 240,700 0 332,500
HORMEL FOODS CORP COM 440452100 111 3,200 SH   DFND 2,1 3,200 0 0
HORMEL FOODS CORP COM 440452100 1,797 51,900 SH   DFND 6,2,1 29,800 0 22,100
HORIZON TECHNOLOGY FIN CORP COM 44045A102 223 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,743 55,291 SH   DFND 2,1 7,295 0 47,996
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 9,040 286,726 SH   DFND 6,2,1 204,026 0 82,700
HOST HOTELS & RESORTS INC COM 44107P104 308 16,493 SH   DFND 2,1 16,493 0 0
HOST HOTELS & RESORTS INC COM 44107P104 8,944 479,300 SH   DFND 6,2,1 417,200 0 62,100
HUBSPOT INC COM 443573100 5,110 84,400 SH   DFND 2,1 84,400 0 0
HUDBAY MINERALS INC COM 443628102 1,788 273,000 SH   DFND 6,2,1 123,000 0 150,000
HUDSON TECHNOLOGIES INC COM 444144109 106 16,100 SH   DFND 6,2,1 8,400 0 7,700
HUMANA INC COM 444859102 103 500 SH   DFND 2,1 500 0 0
HUMANA INC COM 444859102 5,442 26,400 SH   DFND 6,2,1 19,700 0 6,700
HUNTINGTON BANCSHARES INC COM 446150104 37 2,800 SH   DFND 2,1 2,800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 2,203 164,500 SH   DFND 6,2,1 50,700 0 113,800
HUNTINGTON INGALLS INDS INC COM 446413106 3,187 15,914 SH   DFND 2,1 2,014 0 13,900
HUNTINGTON INGALLS INDS INC COM 446413106 19,952 99,640 SH   DFND 6,2,1 60,440 0 39,200
HUNTSMAN CORP COM 447011107 7,266 296,100 SH   DFND 6,2,1 127,900 0 168,200
HUTTIG BLDG PRODS INC COM 448451104 400 49,140 SH   DFND 6,2,1 40,340 0 8,800
HYSTER YALE MATLS HANDLING I CL A 449172105 1,532 27,164 SH   DFND 6,2,1 15,134 0 12,030
IAC INTERACTIVECORP COM 44919P508 2,658 36,049 SH   DFND 2,1 3,000 0 33,049
IAC INTERACTIVECORP COM 44919P508 26,594 360,749 SH   DFND 6,2,1 200,649 0 160,100
ICF INTL INC COM 44925C103 2,379 57,600 SH   DFND 6,2,1 24,300 0 33,300
IES HLDGS INC COM 44951W106 456 25,200 SH   DFND 6,2,1 14,300 0 10,900
ILG INC COM 44967H101 6,846 326,600 SH   DFND 6,2,1 152,800 0 173,800
IPG PHOTONICS CORP COM 44980X109 30,543 253,049 SH   DFND 2,1 253,049 0 0
ITT INC COM 45073V108 1,124 27,400 SH   DFND 6,2,1 11,000 0 16,400
IBERIABANK CORP COM 450828108 1,012 12,800 SH   DFND 6,2,1 1,400 0 11,400
IAMGOLD CORP COM 450913108 94 23,500 SH   DFND 2,1 0 0 23,500
IAMGOLD CORP COM 450913108 1,527 381,800 SH   DFND 6,2,1 190,600 0 191,200
ICICI BK LTD ADR 45104G104 2,815 327,303 SH   DFND 2,1 0 0 327,303
IDEXX LABS INC COM 45168D104 5,407 34,970 SH   DFND 2,1 4,400 0 30,570
IDEXX LABS INC COM 45168D104 48,180 311,623 SH   DFND 6,2,1 227,533 0 84,090
ILLINOIS TOOL WKS INC COM 452308109 3,874 29,248 SH   DFND 2,1 6,466 0 22,782
ILLINOIS TOOL WKS INC COM 452308109 36,906 278,600 SH   DFND 6,2,1 119,900 0 158,700
ILLUMINA INC COM 452327109 26,790 157,000 SH   DFND 2,1 157,000 0 0
ILLUMINA INC COM 452327109 375 2,200 SH   DFND 6,2,1 1,500 0 700
ILLUMINA INC NOTE 6/1 452327AF6 10,868 10,800,000 PRN   DFND 2,1 8,000,000 0 2,800,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,249 7,000,000 PRN   DFND 2,1 0 0 7,000,000
IMMUNOGEN INC COM 45253H101 197 50,900 SH   DFND 6,2,1 32,800 0 18,100
INCYTE CORP COM 45337C102 43,535 325,691 SH   DFND 2,1 325,691 0 0
INCYTE CORP COM 45337C102 1,150 8,600 SH   DFND 6,2,1 1,800 0 6,800
INDEPENDENT BK GROUP INC COM 45384B106 309 4,800 SH   DFND 6,2,1 3,700 0 1,100
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 1,371 45,730 SH   DFND 5,4,2,1 45,730 0 0
INFOSYS LTD SPONSORED ADR 456788108 3,826 242,138 SH   DFND 2,1 14,509 0 227,629
INGLES MKTS INC CL A 457030104 971 22,500 SH   DFND 6,2,1 6,000 0 16,500
INGREDION INC COM 457187102 4,603 38,222 SH   DFND 2,1 4,192 0 34,030
INGREDION INC COM 457187102 35,817 297,410 SH   DFND 6,2,1 181,460 0 115,950
INSIGHT ENTERPRISES INC COM 45765U103 1,485 36,150 SH   DFND 6,2,1 4,600 0 31,550
INSMED INC COM PAR $.01 457669307 7,994 456,540 SH   DFND 2,1 456,540 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,776 32,900 SH   DFND 6,2,1 7,500 0 25,400
INSTEEL INDUSTRIES INC COM 45774W108 694 19,200 SH   DFND 6,2,1 6,700 0 12,500
INSULET CORP COM 45784P101 4,301 99,820 SH   DFND 2,1 99,820 0 0
INTEL CORP COM 458140100 19,551 542,029 SH   DFND 2,1 95,542 0 446,487
INTEL CORP COM 458140100 143,663 3,982,890 SH   DFND 6,2,1 2,860,690 0 1,122,200
INTEL CORP SDCV 12/1 458140AD2 38,115 28,000,000 PRN   DFND 2,1 8,000,000 0 20,000,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 8,734 5,000,000 PRN   DFND 2,1 0 0 5,000,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 10,402 91,970 SH   DFND 2,1 91,970 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 111 1,855 SH   DFND 2,1 1,855 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 8,651 144,500 SH   DFND 6,2,1 83,500 0 61,000
INTERDIGITAL INC COM 45867G101 112 1,300 SH   DFND 2,1 1,300 0 0
INTERDIGITAL INC COM 45867G101 526 6,100 SH   DFND 6,2,1 1,300 0 4,800
INTERNATIONAL BANCSHARES COR COM 459044103 1,415 39,985 SH   DFND 6,2,1 12,225 0 27,760
INTERNATIONAL BUSINESS MACHS COM 459200101 15,264 87,651 SH   DFND 2,1 15,892 0 71,759
INTERNATIONAL BUSINESS MACHS COM 459200101 165,520 950,500 SH   DFND 6,2,1 646,000 0 304,500
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 146 1,100 SH   DFND 2,1 1,100 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,494 49,000 SH   DFND 6,2,1 13,400 0 35,600
INTL PAPER CO COM 460146103 245 4,816 SH   DFND 2,1 4,025 0 791
INTL PAPER CO COM 460146103 1,833 36,100 SH   DFND 6,2,1 2,900 0 33,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 610 16,500 SH   DFND 6,2,1 8,800 0 7,700
INTERPUBLIC GROUP COS INC COM 460690100 210 8,530 SH   DFND 2,1 8,530 0 0
INTERPUBLIC GROUP COS INC COM 460690100 1,843 75,000 SH   DFND 6,2,1 60,000 0 15,000
INTUIT COM 461202103 8,139 70,169 SH   DFND 2,1 70,169 0 0
INTUIT COM 461202103 18,823 162,280 SH   DFND 6,2,1 49,000 0 113,280
INTUITIVE SURGICAL INC COM NEW 46120E602 30,824 40,215 SH   DFND 2,1 40,215 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 383 500 SH   DFND 6,2,1 300 0 200
INVESTORS BANCORP INC NEW COM 46146L101 1,294 90,000 SH   DFND 6,2,1 37,700 0 52,300
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,217 205,240 SH   DFND 6,2,1 153,900 0 51,340
INVITATION HOMES INC COM 46187W107 860 39,400 SH   DFND 2,1 39,400 0 0
IRON MTN INC NEW COM 46284V101 23 641 SH   DFND 2,1 641 0 0
IRON MTN INC NEW COM 46284V101 4,716 132,200 SH   DFND 6,2,1 124,000 0 8,200
ISHARES GOLD TRUST ISHARES 464285105 12,347 1,028,100 SH   DFND 5,4,2,1 1,028,100 0 0
ISHARES MSCI AUST ETF 464286103 1,140 50,415 SH   DFND 5,4,2,1 50,415 0 0
ISHARES AUSTRIA CAPD ETF 464286202 2,559 140,837 SH   DFND 5,4,2,1 140,837 0 0
ISHARES INTL HIGH YIELD 464286210 1,048 22,360 SH   DFND 5,4,2,1 22,360 0 0
ISHARES BELGIUM CAPD ETF 464286301 1,446 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES GLB AGRIC PR ETF 464286350 524 20,110 SH   DFND 5,4,2,1 20,110 0 0
ISHARES MSCI CDA ETF 464286509 703 26,158 SH   DFND 5,4,2,1 26,158 0 0
ISHARES MIN VOL GBL ETF 464286525 3,491 45,260 SH   DFND 5,4,2,1 45,260 0 0
ISHARES MIN VOL EMRG MKT 464286533 1,017 19,010 SH   DFND 5,4,2,1 19,010 0 0
ISHARES MSCI THI CAP ETF 464286624 302 3,868 SH   DFND 5,4,2,1 3,868 0 0
ISHARES MSCI ISR CAP ETF 464286632 1,614 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES MSCI BRIC INDX 464286657 360 9,916 SH   DFND 5,4,2,1 9,916 0 0
ISHARES MSCI PAC JP ETF 464286665 2,846 63,692 SH   DFND 5,4,2,1 63,692 0 0
ISHARES MSCI FRANCE ETF 464286707 4,856 183,167 SH   DFND 5,4,2,1 183,167 0 0
ISHARES MSCI TURKEY ETF 464286715 289 8,084 SH   DFND 5,4,2,1 8,084 0 0
ISHARES MSCI SZ CAP ETF 464286749 445 13,900 SH   DFND 5,4,2,1 13,900 0 0
ISHARES MSCI SWEDEN ETF 464286756 392 12,403 SH   DFND 5,4,2,1 12,403 0 0
ISHARES MSCI SPAN CP ETF 464286764 4,553 149,721 SH   DFND 5,4,2,1 149,721 0 0
ISHARES MSCI STH KOR ETF 464286772 371 6,000 SH   DFND 5,4,2,1 6,000 0 0
ISHARES MSCI GERMANY ETF 464286806 18 633 SH   DFND 2,1 633 0 0
ISHARES MSCI GERMANY ETF 464286806 9,873 343,410 SH   DFND 5,4,2,1 343,410 0 0
ISHARES MSCI NETHERL ETF 464286814 1,450 54,093 SH   DFND 5,4,2,1 54,093 0 0
ISHARES MSCI MEX CAP ETF 464286822 279 5,448 SH   DFND 5,4,2,1 5,448 0 0
ISHARES MSCI HONG KG ETF 464286871 238 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 6,219 59,402 SH   DFND 5,4,2,1 59,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 73,949 561,623 SH   DFND 5,4,2,1 561,623 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 33,967 239,454 SH   DFND 5,4,2,1 239,454 0 0
ISHARES TR CORE S&P TTL STK 464287150 6,414 118,710 SH   DFND 5,4,2,1 118,710 0 0
ISHARES TR TIPS BD ETF 464287176 1,949 17,000 SH   DFND 5,4,2,1 17,000 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,513 195,190 SH   DFND 5,4,2,1 195,190 0 0
ISHARES TR CORE S&P500 ETF 464287200 951 4,009 SH   DFND 2,1 0 0 4,009
ISHARES TR CORE S&P500 ETF 464287200 64,945 273,717 SH   DFND 5,4,2,1 273,717 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,036 27,980 SH   DFND 5,4,2,1 27,980 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 75,091 570,948 SH   DFND 5,4,2,1 570,948 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 121 3,654 SH   DFND 2,1 3,654 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 441 13,280 SH   DFND 5,4,2,1 13,280 0 0
ISHARES TR NA NAT RES 464287374 301 8,780 SH   DFND 5,4,2,1 8,780 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,238 39,047 SH   DFND 5,4,2,1 39,047 0 0
ISHARES TR S&P 500 VAL ETF 464287408 49,132 472,241 SH   DFND 5,4,2,1 472,241 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 497 5,880 SH   DFND 2,1 0 0 5,880
ISHARES TR MSCI EAFE ETF 464287465 29,667 476,266 SH   DFND 5,4,2,1 476,266 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 65,975 794,975 SH   DFND 5,4,2,1 794,975 0 0
ISHARES TR RUS MD CP GR ETF 464287481 670 6,454 SH   DFND 5,4,2,1 6,454 0 0
ISHARES TR RUS MID CAP ETF 464287499 544 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 660 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 57,482 415,150 SH   DFND 5,4,2,1 415,150 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 62,758 546,003 SH   DFND 5,4,2,1 546,003 0 0
ISHARES TR S&P MC 400GR ETF 464287606 794 4,160 SH   DFND 5,4,2,1 4,160 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 112,883 991,940 SH   DFND 5,4,2,1 991,940 0 0
ISHARES TR RUS 1000 ETF 464287622 34,290 261,255 SH   DFND 5,4,2,1 261,255 0 0
ISHARES TR S&P MC 400VL ETF 464287705 56,904 383,321 SH   DFND 5,4,2,1 383,321 0 0
ISHARES TR U.S. ENERGY ETF 464287796 850 22,060 SH   DFND 5,4,2,1 22,060 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 56,850 590,936 SH   DFND 5,4,2,1 590,936 0 0
ISHARES TR INTL TREA BD ETF 464288117 450 4,925 SH   DFND 5,4,2,1 4,925 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 1,077 6,466 SH   DFND 5,4,2,1 6,466 0 0
ISHARES TR EMGR MKT INF ETF 464288216 510 16,080 SH   DFND 5,4,2,1 16,080 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 160 18,640 SH   DFND 5,4,2,1 18,640 0 0
ISHARES TR EAFE SML CP ETF 464288273 7,492 138,390 SH   DFND 5,4,2,1 138,390 0 0
ISHARES TR JP MOR EM MK ETF 464288281 12,850 113,020 SH   DFND 5,4,2,1 113,020 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 527 3,030 SH   DFND 5,4,2,1 3,030 0 0
ISHARES TR GLB INFRASTR ETF 464288372 2,923 69,080 SH   DFND 5,4,2,1 69,080 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 19,732 132,937 SH   DFND 5,4,2,1 132,937 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,504 98,650 SH   DFND 5,4,2,1 98,650 0 0
ISHARES TR INTL SEL DIV ETF 464288448 173 5,500 SH   DFND 2,1 5,500 0 0
ISHARES TR INTL SEL DIV ETF 464288448 1,152 36,630 SH   DFND 5,4,2,1 36,630 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,321 117,580 SH   DFND 5,4,2,1 117,580 0 0
ISHARES TR U.S. PFD STK ETF 464288687 350 9,040 SH   DFND 5,4,2,1 9,040 0 0
ISHARES TR US OIL&GS EX ETF 464288851 2,711 44,350 SH   DFND 5,4,2,1 44,350 0 0
ISHARES TR MICRO-CAP ETF 464288869 227 2,650 SH   DFND 5,4,2,1 2,650 0 0
ISHARES NW ZEALND CP ETF 464289123 1,296 30,700 SH   DFND 5,4,2,1 30,700 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,327 76,950 SH   DFND 5,4,2,1 76,950 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 402 15,600 SH   DFND 5,4,2,1 15,600 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 509 23,200 SH   DFND 5,4,2,1 23,200 0 0
ISHARES TR IRELAND CAPD ETF 46429B507 869 21,700 SH   DFND 5,4,2,1 21,700 0 0
ISHARES TR MSCI POL CAP ETF 46429B606 259 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR MSCI INDIA SM CP 46429B614 2,645 63,000 SH   DFND 6,2,1 63,000 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 3,892 76,510 SH   DFND 5,4,2,1 76,510 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 343 5,195 SH   DFND 2,1 0 0 5,195
ISHARES TR MIN VOL EAFE ETF 46429B689 2,794 42,340 SH   DFND 5,4,2,1 42,340 0 0
ISHARES TR MIN VOL USA ETF 46429B697 72 1,500 SH   DFND 2,1 0 0 1,500
ISHARES TR MIN VOL USA ETF 46429B697 2,896 60,680 SH   DFND 5,4,2,1 60,680 0 0
ISHARES U S ETF TR COMMOD SEL STG 46431W853 443 13,210 SH   DFND 5,4,2,1 13,210 0 0
ISHARES TR CORE MSCI EAFE 46432F842 11,174 192,830 SH   DFND 5,4,2,1 192,830 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,224 46,540 SH   DFND 5,4,2,1 46,540 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,185 51,963 SH   DFND 5,4,2,1 51,963 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 10,546 204,770 SH   DFND 5,4,2,1 204,770 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 7,728 300,224 SH   DFND 5,4,2,1 300,224 0 0
ISHARES INC MSCI GBL ETF NEW 46434G855 496 26,183 SH   DFND 5,4,2,1 26,183 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,081 33,200 SH   DFND 5,4,2,1 33,200 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,328 110,000 SH   DFND 2,1 110,000 0 0
ITRON INC COM 465741106 5,809 95,700 SH   DFND 6,2,1 44,100 0 51,600
IXYS CORP COM 46600W106 415 28,500 SH   DFND 6,2,1 4,900 0 23,600
JPMORGAN CHASE & CO COM 46625H100 16,939 192,838 SH   DFND 2,1 69,933 0 122,905
JPMORGAN CHASE & CO COM 46625H100 99,461 1,132,300 SH   DFND 6,2,1 1,009,600 0 122,700
JABIL CIRCUIT INC COM 466313103 4,662 161,200 SH   DFND 6,2,1 118,900 0 42,300
J P MORGAN EXCHANGE TRADED F DIVERSIFIED ET 46641Q803 369 14,180 SH   DFND 5,4,2,1 14,180 0 0
JD COM INC SPON ADR CL A 47215P106 2,505 80,528 SH   DFND 2,1 80,528 0 0
JD COM INC SPON ADR CL A 47215P106 996 32,000 SH   DFND 6,2,1 32,000 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 255 2,900 SH   DFND 6,2,1 0 0 2,900
JOHNSON & JOHNSON COM 478160104 27,906 224,056 SH   DFND 2,1 71,525 0 152,531
JOHNSON & JOHNSON COM 478160104 264,582 2,124,300 SH   DFND 6,2,1 1,345,000 0 779,300
JOHNSON OUTDOORS INC CL A 479167108 688 18,861 SH   DFND 6,2,1 9,561 0 9,300
JONES LANG LASALLE INC COM 48020Q107 465 4,174 SH   DFND 2,1 4,174 0 0
KLA-TENCOR CORP COM 482480100 228 2,400 SH   DFND 2,1 2,400 0 0
KLA-TENCOR CORP COM 482480100 8,395 88,300 SH   DFND 6,2,1 27,500 0 60,800
KKR & CO L P DEL COM UNITS 48248M102 364 19,941 SH   DFND 2,1 19,941 0 0
KMG CHEMICALS INC COM 482564101 208 4,525 SH   DFND 6,2,1 2,605 0 1,920
KADANT INC COM 48282T104 2,241 37,760 SH   DFND 6,2,1 19,040 0 18,720
KANSAS CITY SOUTHERN COM NEW 485170302 34 400 SH   DFND 2,1 400 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 14,168 165,200 SH   DFND 6,2,1 161,800 0 3,400
KELLOGG CO COM 487836108 290 3,997 SH   DFND 2,1 3,997 0 0
KELLOGG CO COM 487836108 6,673 91,900 SH   DFND 6,2,1 28,300 0 63,600
KENNAMETAL INC COM 489170100 7,367 187,800 SH   DFND 6,2,1 88,600 0 99,200
KEYCORP NEW COM 493267108 64 3,619 SH   DFND 2,1 3,619 0 0
KEYCORP NEW COM 493267108 1,065 59,900 SH   DFND 6,2,1 24,400 0 35,500
KEYSIGHT TECHNOLOGIES INC COM 49338L103 487 13,484 SH   DFND 2,1 13,484 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 108 3,000 SH   DFND 6,2,1 1,600 0 1,400
KIMBERLY CLARK CORP COM 494368103 1,171 8,899 SH   DFND 2,1 7,102 0 1,797
KIMBERLY CLARK CORP COM 494368103 36,856 280,000 SH   DFND 6,2,1 127,200 0 152,800
KINDER MORGAN INC DEL COM 49456B101 703 32,328 SH   DFND 2,1 5,826 0 26,502
KINDER MORGAN INC DEL COM 49456B101 7,187 330,600 SH   DFND 6,2,1 273,200 0 57,400
KINROSS GOLD CORP COM NO PAR 496902404 339 96,600 SH   DFND 2,1 0 0 96,600
KINROSS GOLD CORP COM NO PAR 496902404 1,445 411,700 SH   DFND 6,2,1 170,700 0 241,000
KITE RLTY GROUP TR COM NEW 49803T300 13 610 SH   DFND 2,1 610 0 0
KITE RLTY GROUP TR COM NEW 49803T300 1,567 72,900 SH   DFND 6,2,1 59,500 0 13,400
KOPPERS HOLDINGS INC COM 50060P106 1,711 40,400 SH   DFND 6,2,1 700 0 39,700
KRAFT HEINZ CO COM 500754106 2,527 27,831 SH   DFND 2,1 9,983 0 17,848
KRAFT HEINZ CO COM 500754106 33,082 364,300 SH   DFND 6,2,1 169,900 0 194,400
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 571 73,400 SH   DFND 6,2,1 22,900 0 50,500
KROGER CO COM 501044101 897 30,401 SH   DFND 2,1 19,371 0 11,030
KROGER CO COM 501044101 15,134 513,200 SH   DFND 6,2,1 146,500 0 366,700
L BRANDS INC COM 501797104 181 3,836 SH   DFND 2,1 3,836 0 0
L BRANDS INC COM 501797104 5,195 110,300 SH   DFND 6,2,1 32,000 0 78,300
LG DISPLAY CO LTD SPONS ADR REP 50186V102 250 18,371 SH   DFND 2,1 0 0 18,371
LKQ CORP COM 501889208 41,188 1,407,167 SH   DFND 2,1 1,407,167 0 0
LCI INDS COM 50189K103 1,119 11,211 SH   DFND 2,1 11,211 0 0
LTC PPTYS INC COM 502175102 2,503 52,265 SH   DFND 2,1 52,265 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 44 309 SH   DFND 2,1 309 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,277 8,900 SH   DFND 6,2,1 0 0 8,900
LAM RESEARCH CORP COM 512807108 3,349 26,093 SH   DFND 2,1 26,093 0 0
LAM RESEARCH CORP COM 512807108 15,121 117,800 SH   DFND 6,2,1 33,500 0 84,300
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 28,383 13,400,000 PRN   DFND 2,1 7,000,000 0 6,400,000
LAREDO PETROLEUM INC COM 516806106 1,145 78,426 SH   DFND 2,1 78,426 0 0
LAS VEGAS SANDS CORP COM 517834107 4,415 77,353 SH   DFND 2,1 1,440 0 75,913
LAS VEGAS SANDS CORP COM 517834107 1,313 23,000 SH   DFND 6,2,1 20,300 0 2,700
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 661 22,820 SH   DFND 2,1 5,120 0 17,700
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 7,177 247,900 SH   DFND 6,2,1 169,600 0 78,300
LAUDER ESTEE COS INC CL A 518439104 3,007 35,467 SH   DFND 2,1 35,467 0 0
LAUDER ESTEE COS INC CL A 518439104 8,869 104,600 SH   DFND 6,2,1 31,400 0 73,200
LEAF GROUP LTD COM 52177G102 853 113,671 SH   DFND 6,2,1 54,591 0 59,080
LEAR CORP COM NEW 521865204 852 6,019 SH   DFND 2,1 2,119 0 3,900
LEAR CORP COM NEW 521865204 14,569 102,900 SH   DFND 6,2,1 63,000 0 39,900
LEGACY TEX FINL GROUP INC COM 52471Y106 339 8,500 SH   DFND 6,2,1 2,300 0 6,200
LEGG MASON INC COM 524901105 1,769 49,000 SH   DFND 6,2,1 15,300 0 33,700
LEIDOS HLDGS INC COM 525327102 2,250 44,000 SH   DFND 2,1 5,500 0 38,500
LEIDOS HLDGS INC COM 525327102 19,660 384,430 SH   DFND 6,2,1 185,430 0 199,000
LENNAR CORP CL A 526057104 41 800 SH   DFND 2,1 800 0 0
LENNAR CORP CL A 526057104 317 6,200 SH   DFND 6,2,1 0 0 6,200
LENNOX INTL INC COM 526107107 402 2,400 SH   DFND 6,2,1 2,400 0 0
LEXINGTON REALTY TRUST COM 529043101 17 1,751 SH   DFND 2,1 1,751 0 0
LEXINGTON REALTY TRUST COM 529043101 2,012 201,585 SH   DFND 6,2,1 33,885 0 167,700
LIFEPOINT HEALTH INC COM 53219L109 6,198 94,631 SH   DFND 2,1 94,631 0 0
LIFETIME BRANDS INC COM 53222Q103 1,223 60,838 SH   DFND 6,2,1 40,400 0 20,438
LILLY ELI & CO COM 532457108 25,688 305,406 SH   DFND 2,1 303,954 0 1,452
LILLY ELI & CO COM 532457108 47,186 561,000 SH   DFND 6,2,1 252,300 0 308,700
LINCOLN NATL CORP IND COM 534187109 46 700 SH   DFND 2,1 700 0 0
LINCOLN NATL CORP IND COM 534187109 295 4,500 SH   DFND 6,2,1 1,400 0 3,100
LION BIOTECHNOLOGIES INC COM 53619R102 5,192 696,882 SH   DFND 2,1 696,882 0 0
LOCKHEED MARTIN CORP COM 539830109 219 820 SH   DFND 2,1 820 0 0
LOCKHEED MARTIN CORP COM 539830109 535 2,000 SH   DFND 6,2,1 1,500 0 500
LOEWS CORP COM 540424108 6,973 149,100 SH   DFND 2,1 14,300 0 134,800
LOEWS CORP COM 540424108 42,596 910,762 SH   DFND 6,2,1 769,242 0 141,520
LOWES COS INC COM 548661107 1,171 14,241 SH   DFND 2,1 11,120 0 3,121
LOWES COS INC COM 548661107 39,420 479,500 SH   DFND 6,2,1 233,500 0 246,000
LOXO ONCOLOGY INC COM 548862101 7,128 169,381 SH   DFND 2,1 169,381 0 0
LULULEMON ATHLETICA INC COM 550021109 525 10,129 SH   DFND 2,1 10,129 0 0
LUMENTUM HLDGS INC COM 55024U109 35,398 663,512 SH   DFND 2,1 663,512 0 0
M & T BK CORP COM 55261F104 421 2,722 SH   DFND 2,1 2,722 0 0
M & T BK CORP COM 55261F104 17,577 113,600 SH   DFND 6,2,1 28,500 0 85,100
MBIA INC COM 55262C100 153 18,100 SH   DFND 6,2,1 0 0 18,100
MB FINANCIAL INC NEW COM 55264U108 1,011 23,600 SH   DFND 6,2,1 2,000 0 21,600
MDU RES GROUP INC COM 552690109 4,639 169,500 SH   DFND 6,2,1 51,000 0 118,500
MGM RESORTS INTERNATIONAL COM 552953101 9,001 328,511 SH   DFND 2,1 328,511 0 0
MSCI INC COM 55354G100 4,212 43,335 SH   DFND 2,1 43,335 0 0
MTS SYS CORP COM 553777103 545 9,900 SH   DFND 6,2,1 6,700 0 3,200
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 2,608 54,000 SH   DFND 2,1 54,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 24 300 SH   DFND 2,1 300 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 282 3,500 SH   DFND 6,2,1 3,500 0 0
MAGELLAN HEALTH INC COM NEW 559079207 4,670 67,629 SH   DFND 2,1 67,629 0 0
MAGNA INTL INC COM 559222401 2,030 47,035 SH   DFND 2,1 38,405 0 8,630
MAGNA INTL INC COM 559222401 10,199 236,300 SH   DFND 6,2,1 65,900 0 170,400
MANHATTAN ASSOCS INC COM 562750109 19,136 367,652 SH   DFND 2,1 367,652 0 0
MANITOWOC INC COM 563571108 1,290 226,250 SH   DFND 6,2,1 74,750 0 151,500
MANNING & NAPIER INC CL A 56382Q102 475 83,270 SH   DFND 6,2,1 62,500 0 20,770
MANPOWERGROUP INC COM 56418H100 21 200 SH   DFND 2,1 200 0 0
MANPOWERGROUP INC COM 56418H100 15,550 151,600 SH   DFND 6,2,1 73,300 0 78,300
MANTECH INTL CORP CL A 564563104 679 19,600 SH   DFND 6,2,1 10,100 0 9,500
MANULIFE FINL CORP COM 56501R106 2,572 145,000 SH   DFND 2,1 145,000 0 0
MANULIFE FINL CORP COM 56501R106 490 27,600 SH   DFND 6,2,1 15,200 0 12,400
MARATHON OIL CORP COM 565849106 3,662 231,765 SH   DFND 2,1 57,365 0 174,400
MARATHON OIL CORP COM 565849106 21,008 1,329,600 SH   DFND 6,2,1 928,300 0 401,300
MARATHON PETE CORP COM 56585A102 895 17,704 SH   DFND 2,1 13,734 0 3,970
MARATHON PETE CORP COM 56585A102 1,819 36,000 SH   DFND 6,2,1 5,200 0 30,800
MARCUS CORP COM 566330106 2,134 66,480 SH   DFND 6,2,1 37,380 0 29,100
MARKEL CORP COM 570535104 331 339 SH   DFND 2,1 339 0 0
MARKEL CORP COM 570535104 878 900 SH   DFND 6,2,1 900 0 0
MARKETAXESS HLDGS INC COM 57060D108 4,106 21,900 SH   DFND 6,2,1 6,900 0 15,000
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 210 2,100 SH   DFND 6,2,1 2,100 0 0
MARSH & MCLENNAN COS INC COM 571748102 834 11,281 SH   DFND 2,1 11,281 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,645 117,000 SH   DFND 6,2,1 113,000 0 4,000
MARRIOTT INTL INC NEW CL A 571903202 8,685 92,216 SH   DFND 2,1 12,216 0 80,000
MARRIOTT INTL INC NEW CL A 571903202 74,025 786,000 SH   DFND 6,2,1 565,200 0 220,800
MARTIN MARIETTA MATLS INC COM 573284106 2,663 12,200 SH   DFND 2,1 12,200 0 0
MASCO CORP COM 574599106 35 1,026 SH   DFND 2,1 1,026 0 0
MASCO CORP COM 574599106 642 18,900 SH   DFND 6,2,1 0 0 18,900
MASIMO CORP COM 574795100 942 10,100 SH   DFND 6,2,1 3,200 0 6,900
MASTEC INC COM 576323109 1,301 32,491 SH   DFND 2,1 32,491 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,107 27,622 SH   DFND 2,1 21,980 0 5,642
MASTERCARD INCORPORATED CL A 57636Q104 52,990 471,150 SH   DFND 6,2,1 239,850 0 231,300
MATERION CORP COM 576690101 1,469 43,800 SH   DFND 6,2,1 14,500 0 29,300
MAXIM INTEGRATED PRODS INC COM 57772K101 40 883 SH   DFND 2,1 883 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 283 6,300 SH   DFND 6,2,1 0 0 6,300
MAXLINEAR INC COM 57776J100 1,122 40,000 SH   DFND 6,2,1 14,800 0 25,200
MCCORMICK & CO INC COM NON VTG 579780206 224 2,300 SH   DFND 2,1 2,300 0 0
MCCORMICK & CO INC COM NON VTG 579780206 9,765 100,100 SH   DFND 6,2,1 27,800 0 72,300
MCDONALDS CORP COM 580135101 2,038 15,726 SH   DFND 2,1 13,253 0 2,473
MCDONALDS CORP COM 580135101 70,123 541,030 SH   DFND 6,2,1 229,300 0 311,730
MCKESSON CORP COM 58155Q103 603 4,064 SH   DFND 2,1 2,593 0 1,471
MCKESSON CORP COM 58155Q103 16,813 113,400 SH   DFND 6,2,1 50,100 0 63,300
MEAD JOHNSON NUTRITION CO COM 582839106 22,687 254,683 SH   DFND 2,1 252,978 0 1,705
MEDICAL PPTYS TRUST INC COM 58463J304 1,254 97,318 SH   DFND 2,1 10,718 0 86,600
MEDICAL PPTYS TRUST INC COM 58463J304 9,389 728,400 SH   DFND 6,2,1 519,500 0 208,900
MEDIFAST INC COM 58470H101 1,154 26,000 SH   DFND 6,2,1 22,400 0 3,600
MEDIDATA SOLUTIONS INC COM 58471A105 6,317 109,500 SH   DFND 2,1 109,500 0 0
MEETME INC COM 585141104 1,450 246,200 SH   DFND 6,2,1 142,500 0 103,700
MERCADOLIBRE INC COM 58733R102 402 1,900 SH   DFND 2,1 100 0 1,800
MERCADOLIBRE INC COM 58733R102 5,308 25,100 SH   DFND 6,2,1 22,100 0 3,000
MERCK & CO INC COM 58933Y105 8,247 129,791 SH   DFND 2,1 99,957 0 29,834
MERCK & CO INC COM 58933Y105 79,073 1,244,453 SH   DFND 6,2,1 618,900 0 625,553
MERITOR INC COM 59001K100 4,829 281,900 SH   DFND 6,2,1 127,300 0 154,600
MERRIMACK PHARMACEUTICALS IN COM 590328100 2,415 784,174 SH   DFND 2,1 784,174 0 0
METHODE ELECTRS INC COM 591520200 699 15,319 SH   DFND 6,2,1 5,580 0 9,739
METLIFE INC COM 59156R108 676 12,794 SH   DFND 2,1 2,840 0 9,954
METLIFE INC COM 59156R108 8,456 160,100 SH   DFND 6,2,1 151,100 0 9,000
METTLER TOLEDO INTERNATIONAL COM 592688105 144 300 SH   DFND 2,1 300 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,502 9,400 SH   DFND 6,2,1 3,300 0 6,100
MICROSOFT CORP COM 594918104 86,588 1,314,732 SH   DFND 2,1 964,113 0 350,619
MICROSOFT CORP COM 594918104 158,538 2,407,200 SH   DFND 6,2,1 1,723,500 0 683,700
MICROCHIP TECHNOLOGY INC COM 595017104 32,443 439,726 SH   DFND 2,1 439,726 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 4,658 1,500,000 PRN   DFND 2,1 1,500,000 0 0
MICRON TECHNOLOGY INC COM 595112103 7,851 271,676 SH   DFND 2,1 245,300 0 26,376
MICRON TECHNOLOGY INC COM 595112103 10,020 346,700 SH   DFND 6,2,1 268,200 0 78,500
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 7,956 7,100,000 PRN   DFND 2,1 7,100,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 6,479 63,680 SH   DFND 2,1 63,680 0 0
MIDDLEBY CORP COM 596278101 1,136 8,324 SH   DFND 2,1 8,324 0 0
MILACRON HLDGS CORP COM 59870L106 988 53,100 SH   DFND 6,2,1 45,600 0 7,500
MINERALS TECHNOLOGIES INC COM 603158106 237 3,100 SH   DFND 2,1 0 0 3,100
MINERALS TECHNOLOGIES INC COM 603158106 9,023 117,800 SH   DFND 6,2,1 67,000 0 50,800
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 86 7,805 SH   DFND 2,1 7,805 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,893 171,600 SH   DFND 6,2,1 0 0 171,600
MOHAWK INDS INC COM 608190104 2,389 10,409 SH   DFND 2,1 10,409 0 0
MOHAWK INDS INC COM 608190104 757 3,300 SH   DFND 6,2,1 0 0 3,300
MOLSON COORS BREWING CO CL B 60871R209 59 617 SH   DFND 2,1 617 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,905 19,900 SH   DFND 6,2,1 600 0 19,300
MOMENTA PHARMACEUTICALS INC COM 60877T100 483 36,200 SH   DFND 6,2,1 23,500 0 12,700
MONDELEZ INTL INC CL A 609207105 7,622 176,917 SH   DFND 2,1 152,158 0 24,759
MONDELEZ INTL INC CL A 609207105 42,615 989,200 SH   DFND 6,2,1 427,500 0 561,700
MONSANTO CO NEW COM 61166W101 2,322 20,516 SH   DFND 2,1 13,052 0 7,464
MONSANTO CO NEW COM 61166W101 28,198 249,100 SH   DFND 6,2,1 139,900 0 109,200
MONSTER BEVERAGE CORP NEW COM 61174X109 46,307 1,002,962 SH   DFND 2,1 1,002,962 0 0
MOODYS CORP COM 615369105 6,836 61,012 SH   DFND 2,1 10,012 0 51,000
MOODYS CORP COM 615369105 63,396 565,833 SH   DFND 6,2,1 388,133 0 177,700
MOOG INC CL A 615394202 2,068 30,700 SH   DFND 6,2,1 15,700 0 15,000
MORGAN STANLEY COM NEW 617446448 4,892 114,201 SH   DFND 2,1 103,414 0 10,787
MORGAN STANLEY COM NEW 617446448 12,805 298,900 SH   DFND 6,2,1 214,300 0 84,600
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,033 70,000 SH   DFND 2,1 70,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,992 23,102 SH   DFND 2,1 2,802 0 20,300
MOTOROLA SOLUTIONS INC COM NEW 620076307 41,022 475,780 SH   DFND 6,2,1 297,680 0 178,100
MURPHY OIL CORP COM 626717102 3,063 107,118 SH   DFND 2,1 11,118 0 96,000
MURPHY OIL CORP COM 626717102 31,199 1,091,260 SH   DFND 6,2,1 805,760 0 285,500
NCI BUILDING SYS INC COM NEW 628852204 285 16,600 SH   DFND 6,2,1 7,100 0 9,500
NCI INC CL A 62886K104 502 33,342 SH   DFND 6,2,1 24,383 0 8,959
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 8,218 7,100,000 PRN   DFND 2,1 7,100,000 0 0
NANOMETRICS INC COM 630077105 3,564 117,000 SH   DFND 2,1 117,000 0 0
NASDAQ INC COM 631103108 3,022 43,514 SH   DFND 2,1 414 0 43,100
NASDAQ INC COM 631103108 39,885 574,300 SH   DFND 6,2,1 455,900 0 118,400
NATIONAL OILWELL VARCO INC COM 637071101 53 1,310 SH   DFND 2,1 1,310 0 0
NATIONAL OILWELL VARCO INC COM 637071101 838 20,900 SH   DFND 6,2,1 0 0 20,900
NATURES SUNSHINE PRODUCTS IN COM 639027101 121 12,104 SH   DFND 6,2,1 8,114 0 3,990
NAVIGANT CONSULTING INC COM 63935N107 2,743 120,000 SH   DFND 6,2,1 60,500 0 59,500
NAVIENT CORPORATION COM 63938C108 21 1,400 SH   DFND 2,1 1,400 0 0
NAVIENT CORPORATION COM 63938C108 673 45,600 SH   DFND 6,2,1 37,900 0 7,700
NEOPHOTONICS CORP COM 64051T100 510 56,600 SH   DFND 6,2,1 14,100 0 42,500
NETFLIX INC COM 64110L106 11,219 75,900 SH   DFND 2,1 75,900 0 0
NETFLIX INC COM 64110L106 12,194 82,500 SH   DFND 6,2,1 64,600 0 17,900
NETEASE INC SPONSORED ADR 64110W102 227 800 SH   DFND 2,1 800 0 0
NETSCOUT SYS INC COM 64115T104 27 700 SH   DFND 2,1 0 0 700
NETSCOUT SYS INC COM 64115T104 1,871 49,300 SH   DFND 6,2,1 22,000 0 27,300
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,085 94,338 SH   DFND 2,1 94,338 0 0
NEW GOLD INC CDA COM 644535106 67 22,500 SH   DFND 6,2,1 8,300 0 14,200
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,060 67,246 SH   DFND 2,1 46,400 0 20,846
NEW RELIC INC COM 64829B100 5,375 145,000 SH   DFND 2,1 145,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 1,530 109,543 SH   DFND 2,1 12,343 0 97,200
NEW YORK CMNTY BANCORP INC COM 649445103 10,621 760,300 SH   DFND 6,2,1 584,000 0 176,300
NEWELL BRANDS INC COM 651229106 9,465 200,660 SH   DFND 2,1 174,299 0 26,361
NEWELL BRANDS INC COM 651229106 2,497 52,930 SH   DFND 6,2,1 4,400 0 48,530
NEWMONT MINING CORP COM 651639106 3,638 110,363 SH   DFND 2,1 110,363 0 0
NEWMONT MINING CORP COM 651639106 109 3,300 SH   DFND 6,2,1 0 0 3,300
NEWPARK RES INC COM PAR $.01NEW 651718504 1,619 199,920 SH   DFND 6,2,1 107,750 0 92,170
NEWS CORP NEW CL A 65249B109 23 1,750 SH   DFND 2,1 1,750 0 0
NEWS CORP NEW CL A 65249B109 10,552 811,700 SH   DFND 6,2,1 789,500 0 22,200
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 1,097 64,600 SH   DFND 6,2,1 37,400 0 27,200
NEXSTAR MEDIA GROUP INC CL A 65336K103 435 6,200 SH   DFND 6,2,1 0 0 6,200
NEXTERA ENERGY INC COM 65339F101 14,157 110,281 SH   DFND 2,1 23,458 0 86,823
NEXTERA ENERGY INC COM 65339F101 37,369 291,100 SH   DFND 6,2,1 135,800 0 155,300
NIKE INC CL B 654106103 25,323 454,393 SH   DFND 2,1 448,394 0 5,999
NIKE INC CL B 654106103 32,998 592,100 SH   DFND 6,2,1 298,500 0 293,600
NISOURCE INC COM 65473P105 1,220 51,300 SH   DFND 2,1 14,000 0 37,300
NISOURCE INC COM 65473P105 1,292 54,300 SH   DFND 6,2,1 51,800 0 2,500
NOBLE ENERGY INC COM 655044105 13,437 391,295 SH   DFND 2,1 336,211 0 55,084
NOBLE ENERGY INC COM 655044105 209 6,100 SH   DFND 6,2,1 0 0 6,100
NORBORD INC COM NEW 65548P403 214 7,500 SH   DFND 2,1 0 0 7,500
NORBORD INC COM NEW 65548P403 610 21,400 SH   DFND 6,2,1 16,000 0 5,400
NORFOLK SOUTHERN CORP COM 655844108 109 970 SH   DFND 2,1 970 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,805 96,500 SH   DFND 6,2,1 58,000 0 38,500
NORTHERN TR CORP COM 665859104 61 700 SH   DFND 2,1 700 0 0
NORTHERN TR CORP COM 665859104 3,195 36,900 SH   DFND 6,2,1 5,500 0 31,400
NORTHRIM BANCORP INC COM 666762109 538 17,900 SH   DFND 6,2,1 15,300 0 2,600
NORTHROP GRUMMAN CORP COM 666807102 976 4,102 SH   DFND 2,1 4,102 0 0
NORTHROP GRUMMAN CORP COM 666807102 45,451 191,100 SH   DFND 6,2,1 72,800 0 118,300
NOVADAQ TECHNOLOGIES INC COM 66987G102 9,042 1,160,732 SH   DFND 2,1 1,160,732 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 717 41,415 SH   DFND 2,1 515 0 40,900
NUANCE COMMUNICATIONS INC COM 67020Y100 14,486 836,858 SH   DFND 6,2,1 488,410 0 348,448
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 3,017 3,000,000 PRN   DFND 2,1 3,000,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 6,663 7,000,000 PRN   DFND 2,1 7,000,000 0 0
NUCOR CORP COM 670346105 191 3,197 SH   DFND 2,1 3,197 0 0
NUCOR CORP COM 670346105 2,174 36,400 SH   DFND 6,2,1 4,600 0 31,800
NUTRACEUTICAL INTL CORP COM 67060Y101 375 12,050 SH   DFND 6,2,1 5,750 0 6,300
NVIDIA CORP COM 67066G104 17,381 159,562 SH   DFND 2,1 120,522 0 39,040
NVIDIA CORP COM 67066G104 76,874 705,716 SH   DFND 6,2,1 450,140 0 255,576
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 5,301 980,000 PRN   DFND 2,1 980,000 0 0
NUVASIVE INC COM 670704105 23,376 313,017 SH   DFND 2,1 313,017 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 12,201 45,214 SH   DFND 2,1 44,830 0 384
O REILLY AUTOMOTIVE INC NEW COM 67103H107 13,335 49,420 SH   DFND 6,2,1 14,020 0 35,400
OFG BANCORP COM 67103X102 227 19,200 SH   DFND 6,2,1 9,900 0 9,300
OASIS PETE INC NEW COM 674215108 6,916 485,000 SH   DFND 6,2,1 258,600 0 226,400
OCCIDENTAL PETE CORP DEL COM 674599105 10,350 163,346 SH   DFND 2,1 87,177 0 76,169
OCCIDENTAL PETE CORP DEL COM 674599105 7,838 123,700 SH   DFND 6,2,1 117,500 0 6,200
OCEANEERING INTL INC COM 675232102 292 10,800 SH   DFND 2,1 3,300 0 7,500
OCEANEERING INTL INC COM 675232102 7,203 266,000 SH   DFND 6,2,1 131,800 0 134,200
OCLARO INC COM NEW 67555N206 2,836 288,793 SH   DFND 6,2,1 91,693 0 197,100
OFFICE DEPOT INC COM 676220106 607 130,200 SH   DFND 6,2,1 8,800 0 121,400
OLD NATL BANCORP IND COM 680033107 1,572 90,600 SH   DFND 6,2,1 38,000 0 52,600
OLYMPIC STEEL INC COM 68162K106 605 32,600 SH   DFND 6,2,1 16,200 0 16,400
OMNICOM GROUP INC COM 681919106 420 4,867 SH   DFND 2,1 4,867 0 0
OMNICOM GROUP INC COM 681919106 20,230 234,660 SH   DFND 6,2,1 45,960 0 188,700
OMEGA HEALTHCARE INVS INC COM 681936100 41 1,241 SH   DFND 2,1 1,241 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,801 54,600 SH   DFND 6,2,1 13,100 0 41,500
OMEGA PROTEIN CORP COM 68210P107 1,391 69,400 SH   DFND 6,2,1 41,800 0 27,600
ON SEMICONDUCTOR CORP COM 682189105 1,289 83,200 SH   DFND 6,2,1 38,700 0 44,500
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 12,011 11,000,000 PRN   DFND 2,1 11,000,000 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,375 58,849 SH   DFND 6,2,1 30,467 0 28,382
ONEOK INC NEW COM 682680103 44 800 SH   DFND 2,1 800 0 0
ONEOK INC NEW COM 682680103 12,402 223,700 SH   DFND 6,2,1 214,200 0 9,500
OPEN TEXT CORP COM 683715106 1,350 39,700 SH   DFND 2,1 3,200 0 36,500
OPEN TEXT CORP COM 683715106 6,642 195,300 SH   DFND 6,2,1 117,300 0 78,000
ORACLE CORP COM 68389X105 10,500 235,384 SH   DFND 2,1 90,858 0 144,526
ORACLE CORP COM 68389X105 41,108 921,500 SH   DFND 6,2,1 606,500 0 315,000
ORBITAL ATK INC COM 68557N103 862 8,800 SH   DFND 6,2,1 8,800 0 0
ORION GROUP HOLDINGS INC COM 68628V308 157 21,000 SH   DFND 6,2,1 12,100 0 8,900
OUTFRONT MEDIA INC COM 69007J106 535 20,150 SH   DFND 6,2,1 13,930 0 6,220
OWENS & MINOR INC NEW COM 690732102 152 4,400 SH   DFND 2,1 2,400 0 2,000
OWENS & MINOR INC NEW COM 690732102 8,757 253,100 SH   DFND 6,2,1 105,300 0 147,800
PDF SOLUTIONS INC COM 693282105 778 34,400 SH   DFND 6,2,1 12,200 0 22,200
PG&E CORP COM 69331C108 374 5,640 SH   DFND 2,1 5,640 0 0
PG&E CORP COM 69331C108 21,036 317,000 SH   DFND 6,2,1 126,000 0 191,000
PICO HLDGS INC COM NEW 693366205 176 12,600 SH   DFND 6,2,1 7,600 0 5,000
PJT PARTNERS INC COM CL A 69343T107 1,022 29,125 SH   DFND 2,1 0 0 29,125
PNC FINL SVCS GROUP INC COM 693475105 779 6,481 SH   DFND 2,1 6,481 0 0
PNC FINL SVCS GROUP INC COM 693475105 39,114 325,300 SH   DFND 6,2,1 131,900 0 193,400
POSCO SPONSORED ADR 693483109 748 11,604 SH   DFND 2,1 0 0 11,604
PPG INDS INC COM 693506107 5,614 53,428 SH   DFND 2,1 25,700 0 27,728
PPG INDS INC COM 693506107 53,465 508,800 SH   DFND 6,2,1 307,300 0 201,500
PPL CORP COM 69351T106 574 15,354 SH   DFND 2,1 15,354 0 0
PPL CORP COM 69351T106 21,021 562,200 SH   DFND 6,2,1 168,200 0 394,000
PTC THERAPEUTICS INC COM 69366J200 103 10,500 SH   DFND 6,2,1 5,600 0 4,900
PTC INC COM 69370C100 44,213 841,344 SH   DFND 2,1 841,344 0 0
PACCAR INC COM 693718108 69 1,025 SH   DFND 2,1 1,025 0 0
PACCAR INC COM 693718108 3,132 46,600 SH   DFND 6,2,1 11,600 0 35,000
PACIFIC PREMIER BANCORP COM 69478X105 339 8,800 SH   DFND 6,2,1 0 0 8,800
PACKAGING CORP AMER COM 695156109 1,017 11,100 SH   DFND 2,1 400 0 10,700
PACKAGING CORP AMER COM 695156109 12,094 132,000 SH   DFND 6,2,1 99,700 0 32,300
PACWEST BANCORP DEL COM 695263103 1,837 34,490 SH   DFND 6,2,1 15,600 0 18,890
PALO ALTO NETWORKS INC COM 697435105 10,838 96,183 SH   DFND 2,1 96,183 0 0
PAN AMERICAN SILVER CORP COM 697900108 5,313 303,251 SH   DFND 2,1 0 0 303,251
PAN AMERICAN SILVER CORP COM 697900108 191 10,900 SH   DFND 6,2,1 5,100 0 5,800
PANERA BREAD CO CL A 69840W108 8,956 34,200 SH   DFND 2,1 34,200 0 0
PAPA JOHNS INTL INC COM 698813102 312 3,900 SH   DFND 6,2,1 0 0 3,900
PARAMOUNT GROUP INC COM 69924R108 6,014 371,012 SH   DFND 2,1 371,012 0 0
PAREXEL INTL CORP COM 699462107 808 12,797 SH   DFND 6,2,1 2,000 0 10,797
PARKE BANCORP INC COM 700885106 548 25,662 SH   DFND 6,2,1 7,262 0 18,400
PARKER HANNIFIN CORP COM 701094104 13,774 85,916 SH   DFND 2,1 85,916 0 0
PARKER HANNIFIN CORP COM 701094104 3,046 19,000 SH   DFND 6,2,1 4,000 0 15,000
PARKWAY INC COM 70156Q107 3,670 184,496 SH   DFND 2,1 184,496 0 0
PATTERSON COMPANIES INC COM 703395103 5 100 SH   DFND 2,1 100 0 0
PATTERSON COMPANIES INC COM 703395103 244 5,400 SH   DFND 6,2,1 0 0 5,400
PAYCHEX INC COM 704326107 493 8,378 SH   DFND 2,1 8,378 0 0
PAYCHEX INC COM 704326107 15,502 263,200 SH   DFND 6,2,1 75,600 0 187,600
PAYPAL HLDGS INC COM 70450Y103 3,037 70,600 SH   DFND 2,1 70,600 0 0
PAYPAL HLDGS INC COM 70450Y103 7,937 184,500 SH   DFND 6,2,1 175,700 0 8,800
PEBBLEBROOK HOTEL TR COM 70509V100 22,218 760,624 SH   DFND 2,1 760,624 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 873 29,900 SH   DFND 6,2,1 18,300 0 11,600
PEMBINA PIPELINE CORP COM 706327103 328 10,333 SH   DFND 2,1 10,333 0 0
PEOPLES BANCORP INC COM 709789101 253 8,000 SH   DFND 6,2,1 4,200 0 3,800
PEOPLES UNITED FINANCIAL INC COM 712704105 18 973 SH   DFND 2,1 973 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 797 43,800 SH   DFND 6,2,1 36,800 0 7,000
PEPSICO INC COM 713448108 11,285 100,888 SH   DFND 2,1 28,221 0 72,667
PEPSICO INC COM 713448108 170,726 1,526,246 SH   DFND 6,2,1 896,500 0 629,746
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 381 12,220 SH   DFND 2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 11,805 1,280,341 SH   DFND 2,1 1,072,975 0 207,366
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 188 19,412 SH   DFND 2,1 0 0 19,412
PFIZER INC COM 717081103 13,773 402,591 SH   DFND 2,1 93,389 0 309,202
PFIZER INC COM 717081103 147,961 4,325,070 SH   DFND 6,2,1 2,329,290 0 1,995,780
PHARMATHENE INC COM 71714G102 294 361,800 SH   DFND 6,2,1 181,500 0 180,300
PHILIP MORRIS INTL INC COM 718172109 27,706 245,406 SH   DFND 2,1 190,216 0 55,190
PHILIP MORRIS INTL INC COM 718172109 30,754 272,400 SH   DFND 6,2,1 255,700 0 16,700
PHILLIPS 66 COM 718546104 1,670 21,080 SH   DFND 2,1 21,080 0 0
PHILLIPS 66 COM 718546104 7,970 100,600 SH   DFND 6,2,1 74,500 0 26,100
PHOTRONICS INC COM 719405102 586 54,800 SH   DFND 6,2,1 41,900 0 12,900
PHYSICIANS RLTY TR COM 71943U104 14,161 712,692 SH   DFND 2,1 712,692 0 0
PIER 1 IMPORTS INC COM 720279108 2,023 282,600 SH   DFND 6,2,1 171,300 0 111,300
PILGRIMS PRIDE CORP NEW COM 72147K108 365 16,231 SH   DFND 2,1 0 0 16,231
PILGRIMS PRIDE CORP NEW COM 72147K108 786 34,931 SH   DFND 6,2,1 27,531 0 7,400
PINNACLE WEST CAP CORP COM 723484101 27 320 SH   DFND 2,1 320 0 0
PINNACLE WEST CAP CORP COM 723484101 1,509 18,100 SH   DFND 6,2,1 1,800 0 16,300
PIONEER ENERGY SVCS CORP COM 723664108 118 29,600 SH   DFND 6,2,1 15,300 0 14,300
PIONEER NAT RES CO COM 723787107 25,852 138,819 SH   DFND 2,1 136,202 0 2,617
PIONEER NAT RES CO COM 723787107 2,011 10,800 SH   DFND 6,2,1 2,000 0 8,800
PIPER JAFFRAY COS COM 724078100 472 7,400 SH   DFND 6,2,1 5,000 0 2,400
PLANET FITNESS INC CL A 72703H101 8,983 466,147 SH   DFND 2,1 466,147 0 0
PLY GEM HLDGS INC COM 72941W100 455 23,100 SH   DFND 6,2,1 11,300 0 11,800
POPULAR INC COM NEW 733174700 953 23,400 SH   DFND 2,1 0 0 23,400
POPULAR INC COM NEW 733174700 16,834 413,300 SH   DFND 6,2,1 228,100 0 185,200
POTASH CORP SASK INC COM 73755L107 521 30,499 SH   DFND 2,1 26,894 0 3,605
POTASH CORP SASK INC COM 73755L107 1,090 63,800 SH   DFND 6,2,1 20,100 0 43,700
POWERSHARES ACTIVE MNG ETF T ALT MULTI STRG 73935B870 1,456 65,200 SH   DFND 5,4,2,1 65,200 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 16 1,058 SH   DFND 2,1 1,058 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,495 98,290 SH   DFND 5,4,2,1 98,290 0 0
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 138 34,400 SH   DFND 5,4,2,1 34,400 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 133 11,350 SH   DFND 5,4,2,1 11,350 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 3,824 151,320 SH   DFND 5,4,2,1 151,320 0 0
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 3,180 112,390 SH   DFND 5,4,2,1 112,390 0 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 7,359 184,070 SH   DFND 5,4,2,1 184,070 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 739 45,150 SH   DFND 5,4,2,1 45,150 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 1,212 54,960 SH   DFND 5,4,2,1 54,960 0 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 923 21,530 SH   DFND 5,4,2,1 21,530 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 1,973 46,630 SH   DFND 5,4,2,1 46,630 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 773 19,070 SH   DFND 5,4,2,1 19,070 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 1,018 44,240 SH   DFND 5,4,2,1 44,240 0 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 2,791 90,650 SH   DFND 5,4,2,1 90,650 0 0
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 275 15,160 SH   DFND 5,4,2,1 15,160 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 2,917 67,100 SH   DFND 5,4,2,1 67,100 0 0
PRAXAIR INC COM 74005P104 959 8,086 SH   DFND 2,1 6,200 0 1,886
PRAXAIR INC COM 74005P104 29,697 250,400 SH   DFND 6,2,1 100,300 0 150,100
PRECISION DRILLING CORP COM 2010 74022D308 513 108,713 SH   DFND 2,1 108,713 0 0
PREFORMED LINE PRODS CO COM 740444104 764 14,649 SH   DFND 6,2,1 10,184 0 4,465
PREMIER FINL BANCORP INC COM 74050M105 653 31,045 SH   DFND 6,2,1 21,210 0 9,835
PRICE T ROWE GROUP INC COM 74144T108 1,631 23,936 SH   DFND 2,1 4,436 0 19,500
PRICE T ROWE GROUP INC COM 74144T108 23,598 346,271 SH   DFND 6,2,1 206,300 0 139,971
PRICELINE GRP INC COM NEW 741503403 64,983 36,508 SH   DFND 2,1 31,401 0 5,107
PRICELINE GRP INC COM NEW 741503403 97,299 54,663 SH   DFND 6,2,1 35,413 0 19,250
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 50,828 27,000,000 PRN   DFND 2,1 6,000,000 0 21,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 10,119 9,000,000 PRN   DFND 2,1 9,000,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 55 865 SH   DFND 2,1 865 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 13,089 207,400 SH   DFND 6,2,1 203,000 0 4,400
PROCTER AND GAMBLE CO COM 742718109 4,489 49,966 SH   DFND 2,1 29,430 0 20,536
PROCTER AND GAMBLE CO COM 742718109 98,386 1,095,000 SH   DFND 6,2,1 591,500 0 503,500
PROGRESS SOFTWARE CORP COM 743312100 4,174 143,700 SH   DFND 6,2,1 75,900 0 67,800
PROGRESSIVE CORP OHIO COM 743315103 10,657 272,000 SH   DFND 2,1 272,000 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,552 39,600 SH   DFND 6,2,1 39,600 0 0
PROLOGIS INC COM 74340W103 25,618 493,787 SH   DFND 2,1 493,787 0 0
PROLOGIS INC COM 74340W103 685 13,200 SH   DFND 6,2,1 3,300 0 9,900
PROOFPOINT INC COM 743424103 18,991 255,392 SH   DFND 2,1 255,392 0 0
PROSHARES TR HD REPLICATION 74347X294 1,388 31,650 SH   DFND 5,4,2,1 31,650 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 1,387 35,730 SH   DFND 5,4,2,1 35,730 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,575 22,600 SH   DFND 6,2,1 10,100 0 12,500
PRUDENTIAL FINL INC COM 744320102 5,959 55,857 SH   DFND 2,1 5,825 0 50,032
PRUDENTIAL FINL INC COM 744320102 16,674 156,300 SH   DFND 6,2,1 120,500 0 35,800
PUBLIC SVC ENTERPRISE GROUP COM 744573106 3,225 72,721 SH   DFND 2,1 1,521 0 71,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 21,208 478,200 SH   DFND 6,2,1 159,500 0 318,700
PUBLIC STORAGE COM 74460D109 5,561 25,405 SH   DFND 2,1 17,388 0 8,017
PUBLIC STORAGE COM 74460D109 8,888 40,600 SH   DFND 6,2,1 37,300 0 3,300
PURE STORAGE INC CL A 74624M102 2,163 220,000 SH   DFND 2,1 220,000 0 0
QEP RES INC COM 74733V100 24 1,900 SH   DFND 2,1 0 0 1,900
QEP RES INC COM 74733V100 4,351 342,300 SH   DFND 6,2,1 120,000 0 222,300
QORVO INC COM 74736K101 34 500 SH   DFND 2,1 500 0 0
QORVO INC COM 74736K101 5,855 85,400 SH   DFND 6,2,1 81,100 0 4,300
Q2 HLDGS INC COM 74736L109 2,335 67,000 SH   DFND 2,1 67,000 0 0
QUALCOMM INC COM 747525103 90,483 1,578,007 SH   DFND 2,1 1,371,819 0 206,188
QUALCOMM INC COM 747525103 118,034 2,058,500 SH   DFND 6,2,1 1,398,700 0 659,800
QUALITY SYS INC COM 747582104 2,289 150,200 SH   DFND 6,2,1 79,700 0 70,500
QUALYS INC COM 74758T303 708 18,689 SH   DFND 2,1 18,689 0 0
QUANTA SVCS INC COM 74762E102 2,048 55,200 SH   DFND 2,1 0 0 55,200
QUANTA SVCS INC COM 74762E102 37,991 1,023,750 SH   DFND 6,2,1 747,950 0 275,800
QUEST DIAGNOSTICS INC COM 74834L100 39 400 SH   DFND 2,1 400 0 0
QUEST DIAGNOSTICS INC COM 74834L100 3,083 31,400 SH   DFND 6,2,1 3,200 0 28,200
QUINSTREET INC COM 74874Q100 544 139,580 SH   DFND 6,2,1 115,112 0 24,468
QUINTILES IMS HOLDINGS INC COM 74876Y101 2,749 34,137 SH   DFND 2,1 9,424 0 24,713
QUINTILES IMS HOLDINGS INC COM 74876Y101 8,190 101,700 SH   DFND 6,2,1 45,600 0 56,100
RCI HOSPITALITY HLDGS INC COM 74934Q108 603 34,844 SH   DFND 6,2,1 9,900 0 24,944
RLJ LODGING TR COM 74965L101 572 24,321 SH   DFND 2,1 6,021 0 18,300
RLJ LODGING TR COM 74965L101 6,146 261,400 SH   DFND 6,2,1 153,800 0 107,600
RMR GROUP INC CL A 74967R106 965 19,499 SH   DFND 6,2,1 10,480 0 9,019
RPX CORP COM 74972G103 354 29,500 SH   DFND 6,2,1 19,100 0 10,400
RADISYS CORP COM 750459109 383 95,800 SH   DFND 6,2,1 47,600 0 48,200
RALPH LAUREN CORP CL A 751212101 17 209 SH   DFND 2,1 209 0 0
RALPH LAUREN CORP CL A 751212101 10,325 126,500 SH   DFND 6,2,1 123,600 0 2,900
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 555 39,600 SH   DFND 6,2,1 25,700 0 13,900
RANGE RES CORP COM 75281A109 148 5,069 SH   DFND 2,1 5,069 0 0
RANGE RES CORP COM 75281A109 10,747 369,300 SH   DFND 6,2,1 360,300 0 9,000
RAYMOND JAMES FINANCIAL INC COM 754730109 2,151 28,212 SH   DFND 2,1 28,212 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,494 32,700 SH   DFND 6,2,1 15,000 0 17,700
RAYTHEON CO COM NEW 755111507 1,647 10,797 SH   DFND 2,1 6,004 0 4,793
RAYTHEON CO COM NEW 755111507 62,357 408,900 SH   DFND 6,2,1 179,400 0 229,500
REALNETWORKS INC COM NEW 75605L708 801 165,500 SH   DFND 6,2,1 104,300 0 61,200
REALTY INCOME CORP COM 756109104 176 2,962 SH   DFND 2,1 2,962 0 0
REALTY INCOME CORP COM 756109104 83 1,400 SH   DFND 6,2,1 1,400 0 0
RED HAT INC COM 756577102 7,603 87,900 SH   DFND 2,1 87,900 0 0
RED HAT INC COM 756577102 3,728 43,100 SH   DFND 6,2,1 15,700 0 27,400
RED HAT INC NOTE 0.250%10/0 756577AD4 50,343 38,800,000 PRN   DFND 2,1 10,800,000 0 28,000,000
REGAL BELOIT CORP COM 758750103 9,095 120,230 SH   DFND 6,2,1 50,900 0 69,330
REGENERON PHARMACEUTICALS COM 75886F107 30,862 79,642 SH   DFND 2,1 79,642 0 0
REGENERON PHARMACEUTICALS COM 75886F107 581 1,500 SH   DFND 6,2,1 600 0 900
REGENXBIO INC COM 75901B107 4,366 226,195 SH   DFND 2,1 226,195 0 0
REGIONS FINL CORP NEW COM 7591EP100 61 4,198 SH   DFND 2,1 4,198 0 0
REGIONS FINL CORP NEW COM 7591EP100 984 67,700 SH   DFND 6,2,1 0 0 67,700
REINSURANCE GROUP AMER INC COM NEW 759351604 1,897 14,939 SH   DFND 2,1 14,939 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 256 3,200 SH   DFND 2,1 0 0 3,200
RELIANCE STEEL & ALUMINUM CO COM 759509102 7,546 94,300 SH   DFND 6,2,1 41,800 0 52,500
RENASANT CORP COM 75970E107 421 10,600 SH   DFND 6,2,1 0 0 10,600
REPUBLIC BANCORP KY CL A 760281204 640 18,615 SH   DFND 6,2,1 6,400 0 12,215
REPUBLIC SVCS INC COM 760759100 367 5,840 SH   DFND 2,1 5,540 0 300
REPUBLIC SVCS INC COM 760759100 20,036 319,000 SH   DFND 6,2,1 69,900 0 249,100
RESTAURANT BRANDS INTL INC COM 76131D103 424 7,600 SH   DFND 6,2,1 0 0 7,600
RETAIL OPPORTUNITY INVTS COR COM 76131N101 17,433 828,938 SH   DFND 2,1 828,938 0 0
RETAILMENOT INC COM SER 1 76132B106 268 33,100 SH   DFND 6,2,1 21,000 0 12,100
REXNORD CORP NEW COM 76169B102 215 9,300 SH   DFND 6,2,1 9,300 0 0
REYNOLDS AMERICAN INC COM 761713106 166 2,627 SH   DFND 2,1 2,627 0 0
REYNOLDS AMERICAN INC COM 761713106 8,174 129,700 SH   DFND 6,2,1 127,100 0 2,600
RICE ENERGY INC COM 762760106 313 13,200 SH   DFND 6,2,1 6,200 0 7,000
ROCKWELL AUTOMATION INC COM 773903109 36,382 233,650 SH   DFND 2,1 233,650 0 0
ROCKWELL AUTOMATION INC COM 773903109 11,629 74,684 SH   DFND 6,2,1 22,100 0 52,584
ROCKWELL COLLINS INC COM 774341101 291 3,000 SH   DFND 2,1 3,000 0 0
ROCKWELL COLLINS INC COM 774341101 16,022 164,900 SH   DFND 6,2,1 28,700 0 136,200
ROGERS COMMUNICATIONS INC CL B 775109200 77 1,748 SH   DFND 2,1 0 0 1,748
ROGERS COMMUNICATIONS INC CL B 775109200 1,132 25,600 SH   DFND 6,2,1 10,900 0 14,700
ROPER TECHNOLOGIES INC COM 776696106 65,195 315,729 SH   DFND 2,1 289,231 0 26,498
ROPER TECHNOLOGIES INC COM 776696106 15,528 75,200 SH   DFND 6,2,1 20,900 0 54,300
ROSS STORES INC COM 778296103 4,049 61,469 SH   DFND 2,1 8,240 0 53,229
ROSS STORES INC COM 778296103 17,681 268,423 SH   DFND 6,2,1 79,900 0 188,523
ROYAL BK CDA MONTREAL QUE COM 780087102 9,967 136,703 SH   DFND 2,1 30,525 0 106,178
ROYAL BK CDA MONTREAL QUE COM 780087102 63,942 877,000 SH   DFND 6,2,1 296,500 0 580,500
RUTHS HOSPITALITY GROUP INC COM 783332109 2,015 100,496 SH   DFND 6,2,1 47,896 0 52,600
S&P GLOBAL INC COM 78409V104 3,072 23,494 SH   DFND 2,1 23,494 0 0
S&P GLOBAL INC COM 78409V104 17,872 136,700 SH   DFND 6,2,1 67,700 0 69,000
SEI INVESTMENTS CO COM 784117103 44,203 876,353 SH   DFND 2,1 876,353 0 0
SJW GROUP COM 784305104 2,171 45,032 SH   DFND 6,2,1 21,500 0 23,532
SK TELECOM LTD SPONSORED ADR 78440P108 338 13,414 SH   DFND 2,1 0 0 13,414
SL GREEN RLTY CORP COM 78440X101 1,128 10,578 SH   DFND 2,1 10,578 0 0
SL GREEN RLTY CORP COM 78440X101 8,156 76,500 SH   DFND 6,2,1 74,200 0 2,300
SM ENERGY CO COM 78454L100 838 34,900 SH   DFND 6,2,1 0 0 34,900
SPDR S&P 500 ETF TR TR UNIT 78462F103 7,975 33,830 SH   DFND 2,1 2,575 0 31,255
SPX CORP COM 784635104 201 8,300 SH   DFND 6,2,1 6,100 0 2,200
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 726 19,964 SH   DFND 5,4,2,1 19,964 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,424 39,789 SH   DFND 5,4,2,1 39,789 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,826 40,240 SH   DFND 5,4,2,1 40,240 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 6,230 129,520 SH   DFND 5,4,2,1 129,520 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,415 282,015 SH   DFND 5,4,2,1 282,015 0 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 562 10,260 SH   DFND 5,4,2,1 10,260 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,225 23,094 SH   DFND 5,4,2,1 23,094 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,704 60,950 SH   DFND 5,4,2,1 60,950 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 277 3,270 SH   DFND 5,4,2,1 3,270 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 923 10,080 SH   DFND 5,4,2,1 10,080 0 0
SVB FINL GROUP COM 78486Q101 723 3,886 SH   DFND 2,1 3,886 0 0
SVB FINL GROUP COM 78486Q101 2,736 14,700 SH   DFND 6,2,1 6,200 0 8,500
SAGE THERAPEUTICS INC COM 78667J108 3,376 47,509 SH   DFND 2,1 47,509 0 0
SALESFORCE COM INC COM 79466L302 57,001 691,010 SH   DFND 2,1 686,152 0 4,858
SALESFORCE COM INC COM 79466L302 7,622 92,400 SH   DFND 6,2,1 87,800 0 4,600
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 9,343 7,250,000 PRN   DFND 2,1 7,250,000 0 0
SANDERSON FARMS INC COM 800013104 391 3,765 SH   DFND 2,1 3,765 0 0
SANDERSON FARMS INC COM 800013104 73 700 SH   DFND 6,2,1 0 0 700
SANFILIPPO JOHN B & SON INC COM 800422107 2,459 33,600 SH   DFND 6,2,1 19,000 0 14,600
SANMINA CORPORATION COM 801056102 7,807 192,300 SH   DFND 6,2,1 91,900 0 100,400
SAUL CTRS INC COM 804395101 11,523 187,009 SH   DFND 2,1 187,009 0 0
SCANA CORP NEW COM 80589M102 28 423 SH   DFND 2,1 423 0 0
SCANA CORP NEW COM 80589M102 17,681 270,552 SH   DFND 6,2,1 232,210 0 38,342
SCHEIN HENRY INC COM 806407102 201 1,184 SH   DFND 2,1 1,184 0 0
SCHEIN HENRY INC COM 806407102 8,414 49,500 SH   DFND 6,2,1 13,400 0 36,100
SCHLUMBERGER LTD COM 806857108 5,719 73,230 SH   DFND 2,1 62,605 0 10,625
SCHLUMBERGER LTD COM 806857108 18,283 234,100 SH   DFND 6,2,1 198,700 0 35,400
SCHNITZER STL INDS CL A 806882106 758 36,695 SH   DFND 6,2,1 32,065 0 4,630
SCHWAB CHARLES CORP NEW COM 808513105 5,524 135,355 SH   DFND 2,1 135,355 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,317 228,300 SH   DFND 6,2,1 159,800 0 68,500
SCIENCE APPLICATNS INTL CP N COM 808625107 952 12,790 SH   DFND 2,1 12,790 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 491 6,600 SH   DFND 6,2,1 0 0 6,600
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 745 9,500 SH   DFND 2,1 300 0 9,200
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 22,390 285,700 SH   DFND 6,2,1 271,900 0 13,800
SEACHANGE INTL INC COM 811699107 480 193,400 SH   DFND 6,2,1 143,600 0 49,800
SEAWORLD ENTMT INC COM 81282V100 2,940 160,900 SH   DFND 6,2,1 77,500 0 83,400
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,476 21,120 SH   DFND 5,4,2,1 21,120 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 61,280 1,149,500 SH   DFND 5,4,2,1 1,149,500 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 4,464 173,100 SH   DFND 6,2,1 82,800 0 90,300
SEMPRA ENERGY COM 816851109 688 6,224 SH   DFND 2,1 6,224 0 0
SEMPRA ENERGY COM 816851109 25,526 231,000 SH   DFND 6,2,1 65,700 0 165,300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 819 40,428 SH   DFND 2,1 1,728 0 38,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 7,597 375,170 SH   DFND 6,2,1 245,150 0 130,020
SERITAGE GROWTH PPTYS CL A 81752R100 949 22,000 SH   DFND 2,1 22,000 0 0
SERVICENOW INC COM 81762P102 17,201 196,647 SH   DFND 2,1 196,647 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 941 45,400 SH   DFND 2,1 21,000 0 24,400
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,755 84,700 SH   DFND 6,2,1 81,900 0 2,800
SHERWIN WILLIAMS CO COM 824348106 549 1,770 SH   DFND 2,1 1,746 0 24
SHERWIN WILLIAMS CO COM 824348106 16,037 51,700 SH   DFND 6,2,1 15,800 0 35,900
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 414 9,914 SH   DFND 2,1 0 0 9,914
SIGMA DESIGNS INC COM 826565103 149 23,900 SH   DFND 6,2,1 15,800 0 8,100
SIGNATURE BK NEW YORK N Y COM 82669G104 6,222 41,929 SH   DFND 2,1 41,929 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 1,311 8,838 SH   DFND 6,2,1 7,538 0 1,300
SILICON LABORATORIES INC COM 826919102 2,795 38,000 SH   DFND 2,1 38,000 0 0
SILVER STD RES INC COM 82823L106 4,418 416,366 SH   DFND 2,1 0 0 416,366
SILVER STD RES INC COM 82823L106 1,269 119,600 SH   DFND 6,2,1 41,300 0 78,300
SILVER WHEATON CORP COM 828336107 1,886 90,477 SH   DFND 2,1 90,477 0 0
SIMON PPTY GROUP INC NEW COM 828806109 25,901 150,563 SH   DFND 2,1 135,027 0 15,536
SIMON PPTY GROUP INC NEW COM 828806109 10,649 61,900 SH   DFND 6,2,1 61,100 0 800
SKYWORKS SOLUTIONS INC COM 83088M102 260 2,658 SH   DFND 2,1 2,658 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 9,994 102,000 SH   DFND 6,2,1 25,500 0 76,500
SMITH A O COM 831865209 1,713 33,488 SH   DFND 2,1 33,488 0 0
SMUCKER J M CO COM NEW 832696405 52 400 SH   DFND 2,1 400 0 0
SMUCKER J M CO COM NEW 832696405 2,560 19,530 SH   DFND 6,2,1 1,900 0 17,630
SNAP ON INC COM 833034101 219 1,300 SH   DFND 2,1 1,300 0 0
SNAP ON INC COM 833034101 9,058 53,700 SH   DFND 6,2,1 11,100 0 42,600
SOLAR CAP LTD COM 83413U100 260 11,500 SH   DFND 2,1 0 0 11,500
SOLAR CAP LTD COM 83413U100 2,917 129,001 SH   DFND 6,2,1 67,901 0 61,100
SOLAR SR CAP LTD COM 83416M105 728 40,469 SH   DFND 6,2,1 15,400 0 25,069
SOUTHERN CO COM 842587107 1,388 27,878 SH   DFND 2,1 22,400 0 5,478
SOUTHERN CO COM 842587107 45,549 915,000 SH   DFND 6,2,1 361,100 0 553,900
SOUTHERN COPPER CORP COM 84265V105 6,930 193,100 SH   DFND 2,1 155,435 0 37,665
SOUTHERN COPPER CORP COM 84265V105 108 3,000 SH   DFND 6,2,1 0 0 3,000
SOUTHERN MO BANCORP INC COM 843380106 224 6,317 SH   DFND 6,2,1 3,752 0 2,565
SOUTHWEST AIRLS CO COM 844741108 20 363 SH   DFND 2,1 363 0 0
SOUTHWEST AIRLS CO COM 844741108 6,118 113,800 SH   DFND 6,2,1 98,200 0 15,600
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,575 19,000 SH   DFND 2,1 1,670 0 17,330
SOUTHWEST GAS HOLDINGS INC COM 844895102 17,585 212,100 SH   DFND 6,2,1 118,300 0 93,800
SOUTHWESTERN ENERGY CO COM 845467109 9 1,100 SH   DFND 2,1 1,100 0 0
SOUTHWESTERN ENERGY CO COM 845467109 446 54,600 SH   DFND 6,2,1 0 0 54,600
SPARK THERAPEUTICS INC COM 84652J103 8,089 151,645 SH   DFND 2,1 151,645 0 0
SPARTANNASH CO COM 847215100 2,271 64,900 SH   DFND 6,2,1 18,900 0 46,000
SPEEDWAY MOTORSPORTS INC COM 847788106 1,711 90,795 SH   DFND 6,2,1 47,561 0 43,234
SPIRIT RLTY CAP INC NEW COM 84860W102 33 3,297 SH   DFND 2,1 3,297 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 757 74,700 SH   DFND 6,2,1 40,800 0 33,900
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 6,251 6,170,000 PRN   DFND 2,1 6,170,000 0 0
SPLUNK INC COM 848637104 8,067 129,500 SH   DFND 2,1 129,500 0 0
STAMPS COM INC COM NEW 852857200 5,539 46,800 SH   DFND 6,2,1 22,100 0 24,700
STANLEY BLACK & DECKER INC COM 854502101 3,904 29,380 SH   DFND 2,1 1,680 0 27,700
STANLEY BLACK & DECKER INC COM 854502101 61,094 459,800 SH   DFND 6,2,1 331,600 0 128,200
STAPLES INC COM 855030102 2,359 269,000 SH   DFND 2,1 25,500 0 243,500
STAPLES INC COM 855030102 34,793 3,967,324 SH   DFND 6,2,1 2,773,000 0 1,194,324
STARBUCKS CORP COM 855244109 69,294 1,186,744 SH   DFND 2,1 1,115,897 0 70,847
STARBUCKS CORP COM 855244109 38,456 658,600 SH   DFND 6,2,1 333,600 0 325,000
STARTEK INC COM 85569C107 289 33,200 SH   DFND 6,2,1 1,300 0 31,900
STATE STR CORP COM 857477103 102 1,281 SH   DFND 2,1 1,281 0 0
STATE STR CORP COM 857477103 7,738 97,200 SH   DFND 6,2,1 17,700 0 79,500
STEMLINE THERAPEUTICS INC COM 85858C107 3,712 434,183 SH   DFND 2,1 434,183 0 0
STERICYCLE INC COM 858912108 861 10,389 SH   DFND 2,1 10,389 0 0
STIFEL FINL CORP COM 860630102 376 7,500 SH   DFND 2,1 0 0 7,500
STIFEL FINL CORP COM 860630102 1,807 36,000 SH   DFND 6,2,1 24,400 0 11,600
STONERIDGE INC COM 86183P102 2,097 115,600 SH   DFND 6,2,1 52,600 0 63,000
STORE CAP CORP COM 862121100 5,903 247,210 SH   DFND 2,1 247,210 0 0
STRYKER CORP COM 863667101 26,711 202,891 SH   DFND 2,1 202,891 0 0
STRYKER CORP COM 863667101 39,916 303,200 SH   DFND 6,2,1 118,900 0 184,300
SUMMIT HOTEL PPTYS COM 866082100 3,209 200,800 SH   DFND 6,2,1 99,900 0 100,900
SUMMIT MATLS INC CL A 86614U100 5,621 227,476 SH   DFND 6,2,1 112,998 0 114,478
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 3,905 294,166 SH   DFND 2,1 294,166 0 0
SUN LIFE FINL INC COM 866796105 260 7,100 SH   DFND 2,1 7,100 0 0
SUN LIFE FINL INC COM 866796105 1,239 33,900 SH   DFND 6,2,1 30,100 0 3,800
SUNCOR ENERGY INC NEW COM 867224107 2,287 74,389 SH   DFND 2,1 63,521 0 10,868
SUNCOR ENERGY INC NEW COM 867224107 747 24,300 SH   DFND 6,2,1 14,000 0 10,300
SUNSTONE HOTEL INVS INC NEW COM 867892101 607 39,600 SH   DFND 2,1 9,900 0 29,700
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,612 105,154 SH   DFND 6,2,1 83,200 0 21,954
SUNTRUST BKS INC COM 867914103 83 1,500 SH   DFND 2,1 1,500 0 0
SUNTRUST BKS INC COM 867914103 5,309 96,000 SH   DFND 6,2,1 4,900 0 91,100
SUPERIOR ENERGY SVCS INC COM 868157108 51 3,600 SH   DFND 2,1 3,600 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 6,513 456,700 SH   DFND 6,2,1 186,600 0 270,100
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,519 208,270 SH   DFND 2,1 208,270 0 0
SUPERVALU INC COM 868536103 143 37,000 SH   DFND 6,2,1 0 0 37,000
SWIFT TRANSN CO CL A 87074U101 3,539 172,300 SH   DFND 6,2,1 63,200 0 109,100
SYKES ENTERPRISES INC COM 871237103 3,081 104,800 SH   DFND 6,2,1 48,700 0 56,100
SYMANTEC CORP COM 871503108 9,354 304,881 SH   DFND 2,1 60,081 0 244,800
SYMANTEC CORP COM 871503108 71,518 2,331,104 SH   DFND 6,2,1 1,653,784 0 677,320
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,922 78,777 SH   DFND 2,1 78,777 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 726 29,764 SH   DFND 6,2,1 14,030 0 15,734
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 5,659 6,000,000 PRN   DFND 2,1 6,000,000 0 0
SYNOPSYS INC COM 871607107 2,417 33,506 SH   DFND 2,1 3,106 0 30,400
SYNOPSYS INC COM 871607107 38,973 540,322 SH   DFND 6,2,1 270,600 0 269,722
SYNOVUS FINL CORP COM NEW 87161C501 1,583 38,600 SH   DFND 6,2,1 14,600 0 24,000
SYNCHRONY FINL COM 87165B103 421 12,281 SH   DFND 2,1 12,281 0 0
SYNCHRONY FINL COM 87165B103 17,544 511,500 SH   DFND 6,2,1 105,300 0 406,200
SYSCO CORP COM 871829107 710 13,676 SH   DFND 2,1 13,676 0 0
SYSCO CORP COM 871829107 22,279 429,100 SH   DFND 6,2,1 135,900 0 293,200
SYSTEMAX INC COM 871851101 130 11,693 SH   DFND 6,2,1 8,310 0 3,383
TCF FINL CORP COM 872275102 111 6,500 SH   DFND 2,1 6,500 0 0
TCF FINL CORP COM 872275102 7,552 443,740 SH   DFND 6,2,1 202,840 0 240,900
TD AMERITRADE HLDG CORP COM 87236Y108 18,819 484,282 SH   DFND 2,1 398,876 0 85,406
TJX COS INC NEW COM 872540109 37,357 472,397 SH   DFND 2,1 444,580 0 27,817
TJX COS INC NEW COM 872540109 55,886 706,700 SH   DFND 6,2,1 252,500 0 454,200
T MOBILE US INC COM 872590104 61 950 SH   DFND 2,1 950 0 0
T MOBILE US INC COM 872590104 336 5,200 SH   DFND 6,2,1 0 0 5,200
TTM TECHNOLOGIES INC COM 87305R109 429 26,600 SH   DFND 2,1 0 0 26,600
TTM TECHNOLOGIES INC COM 87305R109 7,459 462,400 SH   DFND 6,2,1 268,400 0 194,000
TABLEAU SOFTWARE INC CL A 87336U105 2,478 50,000 SH   DFND 2,1 50,000 0 0
TAHOE RES INC COM 873868103 2,429 302,500 SH   DFND 6,2,1 113,700 0 188,800
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,885 270,548 SH   DFND 2,1 142,448 0 128,100
TAL ED GROUP ADS REPSTG COM 874080104 23,621 221,652 SH   DFND 2,1 207,489 0 14,163
TANGER FACTORY OUTLET CTRS I COM 875465106 3,062 93,450 SH   DFND 2,1 93,450 0 0
TARGET CORP COM 87612E106 216 3,912 SH   DFND 2,1 1,619 0 2,293
TARGET CORP COM 87612E106 7,180 130,100 SH   DFND 6,2,1 98,100 0 32,000
TARGA RES CORP COM 87612G101 297 4,951 SH   DFND 2,1 4,951 0 0
TATA MTRS LTD SPONSORED ADR 876568502 3,599 100,947 SH   DFND 2,1 52,828 0 48,119
TECK RESOURCES LTD CL B 878742204 1,762 80,466 SH   DFND 2,1 24,520 0 55,946
TECK RESOURCES LTD CL B 878742204 7,087 323,600 SH   DFND 6,2,1 191,100 0 132,500
TEGNA INC COM 87901J105 3,714 144,950 SH   DFND 2,1 33,150 0 111,800
TEGNA INC COM 87901J105 44,243 1,726,900 SH   DFND 6,2,1 1,210,800 0 516,100
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 177 11,906 SH   DFND 2,1 0 0 11,906
TELENAV INC COM 879455103 1,827 211,180 SH   DFND 6,2,1 110,204 0 100,976
TENNECO INC COM 880349105 1,149 18,400 SH   DFND 6,2,1 6,400 0 12,000
TERADATA CORP DEL COM 88076W103 2,458 78,985 SH   DFND 2,1 5,000 0 73,985
TERADATA CORP DEL COM 88076W103 35,417 1,138,085 SH   DFND 6,2,1 823,585 0 314,500
TERADYNE INC COM 880770102 30,619 984,534 SH   DFND 2,1 984,534 0 0
TESARO INC COM 881569107 9,439 61,346 SH   DFND 2,1 61,346 0 0
TESARO INC COM 881569107 1,114 7,240 SH   DFND 6,2,1 4,000 0 3,240
TESORO CORP COM 881609101 475 5,858 SH   DFND 2,1 5,858 0 0
TESLA INC COM 88160R101 110 396 SH   DFND 2,1 396 0 0
TESLA INC COM 88160R101 473 1,700 SH   DFND 6,2,1 1,200 0 500
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 7,622 237,513 SH   DFND 2,1 237,513 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 42,950 40,000,000 PRN   DFND 2,1 15,000,000 0 25,000,000
TEXAS INSTRS INC COM 882508104 39,152 485,992 SH   DFND 2,1 453,428 0 32,564
TEXAS INSTRS INC COM 882508104 50,060 621,400 SH   DFND 6,2,1 285,200 0 336,200
THERMO FISHER SCIENTIFIC INC COM 883556102 75,365 490,657 SH   DFND 2,1 452,173 0 38,484
THERMO FISHER SCIENTIFIC INC COM 883556102 21,581 140,500 SH   DFND 6,2,1 80,800 0 59,700
THOMSON REUTERS CORP COM 884903105 2,698 62,417 SH   DFND 2,1 9,000 0 53,417
THOMSON REUTERS CORP COM 884903105 13,162 304,455 SH   DFND 6,2,1 92,700 0 211,755
THOR INDS INC COM 885160101 2,198 22,867 SH   DFND 6,2,1 8,067 0 14,800
3M CO COM 88579Y101 17,594 91,954 SH   DFND 2,1 84,655 0 7,299
3M CO COM 88579Y101 55,409 289,600 SH   DFND 6,2,1 141,500 0 148,100
TIER REIT INC COM NEW 88650V208 1,187 68,400 SH   DFND 6,2,1 59,200 0 9,200
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 329 20,609 SH   DFND 2,1 0 0 20,609
TIMBERLAND BANCORP INC COM 887098101 339 15,155 SH   DFND 6,2,1 5,800 0 9,355
TIME WARNER INC COM NEW 887317303 2,573 26,334 SH   DFND 2,1 8,243 0 18,091
TIME WARNER INC COM NEW 887317303 16,337 167,200 SH   DFND 6,2,1 123,200 0 44,000
TIVO CORP COM 88870P106 146 7,800 SH   DFND 2,1 0 0 7,800
TIVO CORP COM 88870P106 7,605 405,600 SH   DFND 6,2,1 224,800 0 180,800
TOLL BROTHERS INC COM 889478103 11,760 325,675 SH   DFND 2,1 325,675 0 0
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 7,453 7,500,000 PRN   DFND 2,1 7,500,000 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 28,604 571,057 SH   DFND 2,1 388,864 0 182,193
TORONTO DOMINION BK ONT COM NEW 891160509 56,051 1,119,000 SH   DFND 6,2,1 331,300 0 787,700
TRACTOR SUPPLY CO COM 892356106 351 5,094 SH   DFND 2,1 5,094 0 0
TRANS WORLD ENTMT CORP COM 89336Q100 22 12,912 SH   DFND 6,2,1 9,450 0 3,462
TRANSCANADA CORP COM 89353D107 1,260 27,300 SH   DFND 2,1 27,300 0 0
TRANSCANADA CORP COM 89353D107 33,542 726,800 SH   DFND 6,2,1 205,900 0 520,900
TRAVELERS COMPANIES INC COM 89417E109 9,432 78,250 SH   DFND 2,1 11,468 0 66,782
TRAVELERS COMPANIES INC COM 89417E109 48,183 399,730 SH   DFND 6,2,1 349,570 0 50,160
TRAVELZOO INC COM NEW 89421Q205 637 66,000 SH   DFND 6,2,1 24,400 0 41,600
TRICO BANCSHARES COM 896095106 234 6,600 SH   DFND 6,2,1 900 0 5,700
TRIMBLE INC COM 896239100 25,612 800,111 SH   DFND 2,1 800,111 0 0
TRINITY INDS INC COM 896522109 350 13,200 SH   DFND 6,2,1 0 0 13,200
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 8,501 7,000,000 PRN   DFND 2,1 7,000,000 0 0
TRIUMPH GROUP INC NEW COM 896818101 62 2,400 SH   DFND 2,1 0 0 2,400
TRIUMPH GROUP INC NEW COM 896818101 379 14,700 SH   DFND 6,2,1 700 0 14,000
TUPPERWARE BRANDS CORP COM 899896104 539 8,600 SH   DFND 2,1 1,700 0 6,900
TUPPERWARE BRANDS CORP COM 899896104 1,367 21,800 SH   DFND 6,2,1 9,900 0 11,900
TWENTY FIRST CENTY FOX INC CL A 90130A101 135 4,153 SH   DFND 2,1 3,556 0 597
TWENTY FIRST CENTY FOX INC CL A 90130A101 11,570 357,200 SH   DFND 6,2,1 279,800 0 77,400
TWILIO INC CL A 90138F102 2,454 85,000 SH   DFND 2,1 85,000 0 0
TYSON FOODS INC CL A 902494103 720 11,664 SH   DFND 2,1 982 0 10,682
TYSON FOODS INC CL A 902494103 17,526 284,002 SH   DFND 6,2,1 127,482 0 156,520
UGI CORP NEW COM 902681105 109 2,200 SH   DFND 2,1 2,200 0 0
UGI CORP NEW COM 902681105 2,292 46,400 SH   DFND 6,2,1 22,600 0 23,800
US BANCORP DEL COM NEW 902973304 21,782 422,942 SH   DFND 2,1 364,441 0 58,501
US BANCORP DEL COM NEW 902973304 86,211 1,674,000 SH   DFND 6,2,1 733,100 0 940,900
UBIQUITI NETWORKS INC COM 90347A100 106 2,100 SH   DFND 2,1 2,100 0 0
UBIQUITI NETWORKS INC COM 90347A100 819 16,300 SH   DFND 6,2,1 10,000 0 6,300
ULTA BEAUTY INC COM 90384S303 576 2,018 SH   DFND 2,1 2,018 0 0
ULTA BEAUTY INC COM 90384S303 8,985 31,500 SH   DFND 6,2,1 10,700 0 20,800
ULTIMATE SOFTWARE GROUP INC COM 90385D107 50,623 259,328 SH   DFND 2,1 259,328 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 327 19,400 SH   DFND 6,2,1 12,600 0 6,800
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 11,230 165,685 SH   DFND 2,1 165,685 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,155 94,816 SH   DFND 2,1 90,069 0 4,747
UMPQUA HLDGS CORP COM 904214103 10,186 574,200 SH   DFND 6,2,1 266,100 0 308,100
UNION PAC CORP COM 907818108 61,833 583,768 SH   DFND 2,1 552,890 0 30,878
UNION PAC CORP COM 907818108 51,954 490,500 SH   DFND 6,2,1 233,600 0 256,900
UNITED CONTL HLDGS INC COM 910047109 13 177 SH   DFND 2,1 177 0 0
UNITED CONTL HLDGS INC COM 910047109 6,831 96,700 SH   DFND 6,2,1 95,000 0 1,700
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 154 79,705 SH   DFND 2,1 0 0 79,705
UNITED PARCEL SERVICE INC CL B 911312106 2,207 20,565 SH   DFND 2,1 19,378 0 1,187
UNITED PARCEL SERVICE INC CL B 911312106 48,628 453,200 SH   DFND 6,2,1 206,800 0 246,400
UNITED RENTALS INC COM 911363109 23,574 188,514 SH   DFND 2,1 164,816 0 23,698
UNITED RENTALS INC COM 911363109 22,235 177,806 SH   DFND 6,2,1 140,500 0 37,306
UNITED STATES LIME & MINERAL COM 911922102 454 5,746 SH   DFND 6,2,1 2,447 0 3,299
UNITED TECHNOLOGIES CORP COM 913017109 17,653 157,323 SH   DFND 2,1 60,882 0 96,441
UNITED TECHNOLOGIES CORP COM 913017109 100,550 896,090 SH   DFND 6,2,1 515,390 0 380,700
UNITED THERAPEUTICS CORP DEL COM 91307C102 505 3,729 SH   DFND 2,1 729 0 3,000
UNITED THERAPEUTICS CORP DEL COM 91307C102 12,279 90,700 SH   DFND 6,2,1 49,100 0 41,600
UNITEDHEALTH GROUP INC COM 91324P102 81,116 494,578 SH   DFND 2,1 451,081 0 43,497
UNITEDHEALTH GROUP INC COM 91324P102 76,552 466,750 SH   DFND 6,2,1 227,400 0 239,350
UNIVERSAL CORP VA COM 913456109 453 6,400 SH   DFND 2,1 0 0 6,400
UNIVERSAL CORP VA COM 913456109 7,598 107,387 SH   DFND 6,2,1 62,487 0 44,900
UNIVERSAL FST PRODS INC COM 913543104 1,211 12,290 SH   DFND 6,2,1 0 0 12,290
UNIVERSAL INS HLDGS INC COM 91359V107 1,230 50,200 SH   DFND 6,2,1 42,200 0 8,000
UNIVERSAL HLTH SVCS INC CL B 913903100 9,031 72,565 SH   DFND 2,1 72,565 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 747 6,000 SH   DFND 6,2,1 0 0 6,000
URBAN EDGE PPTYS COM 91704F104 10,773 409,635 SH   DFND 2,1 409,635 0 0
VCA INC COM 918194101 1,518 16,592 SH   DFND 2,1 16,592 0 0
V F CORP COM 918204108 4,409 80,204 SH   DFND 2,1 15,664 0 64,540
V F CORP COM 918204108 53,642 975,840 SH   DFND 6,2,1 625,940 0 349,900
VWR CORP COM 91843L103 7,826 277,500 SH   DFND 6,2,1 109,600 0 167,900
VALE S A ADR REPSTG PFD 91912E204 5,530 615,772 SH   DFND 2,1 487,939 0 127,833
VALERO ENERGY CORP NEW COM 91913Y100 12,138 183,108 SH   DFND 2,1 26,766 0 156,342
VALERO ENERGY CORP NEW COM 91913Y100 76,970 1,161,104 SH   DFND 6,2,1 798,704 0 362,400
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,502 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 701 14,176 SH   DFND 2,1 0 0 14,176
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 1,032 20,870 SH   DFND 5,4,2,1 20,870 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 4,124 76,180 SH   DFND 5,4,2,1 76,180 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 714 13,410 SH   DFND 5,4,2,1 13,410 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,315 159,000 SH   DFND 5,4,2,1 159,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 88 1,395 SH   DFND 2,1 0 0 1,395
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 2,917 46,100 SH   DFND 5,4,2,1 46,100 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 204 3,950 SH   DFND 2,1 0 0 3,950
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 34,696 672,800 SH   DFND 5,4,2,1 672,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 952 9,840 SH   DFND 5,4,2,1 9,840 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 60,477 445,900 SH   DFND 5,4,2,1 445,900 0 0
VARIAN MED SYS INC COM 92220P105 328 3,600 SH   DFND 2,1 300 0 3,300
VARIAN MED SYS INC COM 92220P105 319 3,500 SH   DFND 6,2,1 3,300 0 200
VEEVA SYS INC CL A COM 922475108 6,769 132,000 SH   DFND 2,1 132,000 0 0
VENTAS INC COM 92276F100 249 3,825 SH   DFND 2,1 3,825 0 0
VENTAS INC COM 92276F100 247 3,800 SH   DFND 6,2,1 3,800 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,841 17,755 SH   DFND 2,1 0 0 17,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 62,314 611,400 SH   DFND 5,4,2,1 611,400 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 745 6,600 SH   DFND 5,4,2,1 6,600 0 0
VANGUARD INDEX FDS REIT ETF 922908553 669 8,100 SH   DFND 5,4,2,1 8,100 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 33,732 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 68,752 565,112 SH   DFND 5,4,2,1 565,112 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 51,786 543,001 SH   DFND 5,4,2,1 543,001 0 0
VERA BRADLEY INC COM 92335C106 276 29,658 SH   DFND 6,2,1 6,478 0 23,180
VEREIT INC COM 92339V100 94 11,032 SH   DFND 2,1 11,032 0 0
VEREIT INC COM 92339V100 502 59,100 SH   DFND 6,2,1 59,100 0 0
VERIFONE SYS INC COM 92342Y109 1,193 63,700 SH   DFND 6,2,1 30,600 0 33,100
VERISIGN INC COM 92343E102 31 353 SH   DFND 2,1 353 0 0
VERISIGN INC COM 92343E102 1,490 17,100 SH   DFND 6,2,1 13,500 0 3,600
VERIZON COMMUNICATIONS INC COM 92343V104 15,776 323,603 SH   DFND 2,1 86,873 0 236,730
VERIZON COMMUNICATIONS INC COM 92343V104 96,062 1,970,500 SH   DFND 6,2,1 1,302,200 0 668,300
VERINT SYS INC COM 92343X100 174 4,010 SH   DFND 2,1 4,010 0 0
VERINT SYS INC COM 92343X100 6,082 140,230 SH   DFND 6,2,1 75,300 0 64,930
VERISK ANALYTICS INC COM 92345Y106 341 4,200 SH   DFND 2,1 4,200 0 0
VERISK ANALYTICS INC COM 92345Y106 10,962 135,100 SH   DFND 6,2,1 40,900 0 94,200
VERMILION ENERGY INC COM 923725105 482 12,856 SH   DFND 2,1 12,856 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 18,921 173,029 SH   DFND 2,1 173,029 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 426 3,900 SH   DFND 6,2,1 2,500 0 1,400
VIACOM INC NEW CL B 92553P201 4,662 99,990 SH   DFND 2,1 5,800 0 94,190
VIACOM INC NEW CL B 92553P201 45,834 983,130 SH   DFND 6,2,1 705,870 0 277,260
VISA INC COM CL A 92826C839 102,381 1,152,032 SH   DFND 2,1 1,087,132 0 64,900
VISA INC COM CL A 92826C839 72,927 820,600 SH   DFND 6,2,1 428,400 0 392,200
VISHAY INTERTECHNOLOGY INC COM 928298108 7,376 448,390 SH   DFND 6,2,1 195,300 0 253,090
VISHAY PRECISION GROUP INC COM 92835K103 526 33,322 SH   DFND 6,2,1 18,852 0 14,470
VMWARE INC CL A COM 928563402 129 1,400 SH   DFND 2,1 1,400 0 0
VMWARE INC CL A COM 928563402 5,326 57,800 SH   DFND 6,2,1 27,500 0 30,300
VOLT INFORMATION SCIENCES IN COM 928703107 87 12,585 SH   DFND 6,2,1 5,085 0 7,500
VULCAN MATLS CO COM 929160109 48 398 SH   DFND 2,1 398 0 0
VULCAN MATLS CO COM 929160109 1,084 9,000 SH   DFND 6,2,1 0 0 9,000
WSFS FINL CORP COM 929328102 202 4,400 SH   DFND 6,2,1 0 0 4,400
WEC ENERGY GROUP INC COM 92939U106 58 956 SH   DFND 2,1 956 0 0
WEC ENERGY GROUP INC COM 92939U106 3,159 52,100 SH   DFND 6,2,1 8,800 0 43,300
WABASH NATL CORP COM 929566107 4,564 220,600 SH   DFND 6,2,1 105,900 0 114,700
WABTEC CORP COM 929740108 3,626 46,485 SH   DFND 2,1 46,485 0 0
WABTEC CORP COM 929740108 203 2,600 SH   DFND 6,2,1 0 0 2,600
WADDELL & REED FINL INC CL A 930059100 2,678 157,540 SH   DFND 6,2,1 52,040 0 105,500
WAL-MART STORES INC COM 931142103 2,993 41,524 SH   DFND 2,1 10,191 0 31,333
WAL-MART STORES INC COM 931142103 37,081 514,440 SH   DFND 6,2,1 287,940 0 226,500
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,725 68,936 SH   DFND 2,1 62,123 0 6,813
WALGREENS BOOTS ALLIANCE INC COM 931427108 11,154 134,300 SH   DFND 6,2,1 125,600 0 8,700
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 16,665 532,754 SH   DFND 2,1 532,754 0 0
WASTE MGMT INC DEL COM 94106L109 1,011 13,860 SH   DFND 2,1 13,860 0 0
WASTE MGMT INC DEL COM 94106L109 27,564 378,000 SH   DFND 6,2,1 105,300 0 272,700
WATERS CORP COM 941848103 141 900 SH   DFND 2,1 900 0 0
WATERS CORP COM 941848103 7,550 48,300 SH   DFND 6,2,1 11,300 0 37,000
WEB COM GROUP INC COM 94733A104 2,277 118,000 SH   DFND 6,2,1 61,400 0 56,600
WEBSTER FINL CORP CONN COM 947890109 1,286 25,700 SH   DFND 6,2,1 10,900 0 14,800
WEINGARTEN RLTY INVS SH BEN INT 948741103 3,520 105,413 SH   DFND 2,1 105,413 0 0
WELBILT INC COM 949090104 735 37,421 SH   DFND 2,1 37,421 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 42,010 18,400,000 PRN   DFND 2,1 3,000,000 0 15,400,000
WELLS FARGO & CO NEW COM 949746101 41,560 746,683 SH   DFND 2,1 550,142 0 196,541
WELLS FARGO & CO NEW COM 949746101 82,750 1,486,700 SH   DFND 6,2,1 1,323,000 0 163,700
WELLTOWER INC COM 95040Q104 15,253 215,378 SH   DFND 2,1 211,578 0 3,800
WELLTOWER INC COM 95040Q104 15,806 223,181 SH   DFND 6,2,1 219,181 0 4,000
WESBANCO INC COM 950810101 475 12,477 SH   DFND 6,2,1 12,477 0 0
WEST MARINE INC COM 954235107 923 96,788 SH   DFND 6,2,1 67,963 0 28,825
WESTERN ALLIANCE BANCORP COM 957638109 1,468 29,900 SH   DFND 6,2,1 12,200 0 17,700
WESTERN DIGITAL CORP COM 958102105 4,208 50,990 SH   DFND 2,1 50,990 0 0
WESTERN DIGITAL CORP COM 958102105 3,582 43,400 SH   DFND 6,2,1 9,800 0 33,600
WESTERN UN CO COM 959802109 5,246 257,800 SH   DFND 2,1 26,300 0 231,500
WESTERN UN CO COM 959802109 49,725 2,443,500 SH   DFND 6,2,1 1,782,900 0 660,600
WEX INC COM 96208T104 1,283 12,400 SH   DFND 6,2,1 4,600 0 7,800
WEYERHAEUSER CO COM 962166104 433 12,733 SH   DFND 2,1 2,257 0 10,476
WEYERHAEUSER CO COM 962166104 1,155 34,000 SH   DFND 6,2,1 5,100 0 28,900
WHIRLPOOL CORP COM 963320106 38 223 SH   DFND 2,1 223 0 0
WHIRLPOOL CORP COM 963320106 1,011 5,900 SH   DFND 6,2,1 0 0 5,900
WHITESTONE REIT COM 966084204 943 68,129 SH   DFND 6,2,1 41,029 0 27,100
WHITING PETE CORP NEW COM 966387102 453 47,900 SH   DFND 2,1 7,100 0 40,800
WHITING PETE CORP NEW COM 966387102 1,533 162,100 SH   DFND 6,2,1 86,700 0 75,400
WILLIAMS COS INC DEL COM 969457100 714 24,119 SH   DFND 2,1 2,536 0 21,583
WILLIAMS COS INC DEL COM 969457100 1,480 50,000 SH   DFND 6,2,1 7,100 0 42,900
WINTRUST FINL CORP COM 97650W108 2,972 43,000 SH   DFND 6,2,1 9,200 0 33,800
WISDOMTREE TR FUTRE STRAT FD 97717W125 1,499 37,660 SH   DFND 5,4,2,1 37,660 0 0
WORKDAY INC CL A 98138H101 2,115 25,400 SH   DFND 2,1 25,400 0 0
WORLD ACCEP CORP DEL COM 981419104 1,465 28,300 SH   DFND 6,2,1 10,500 0 17,800
WORLD FUEL SVCS CORP COM 981475106 2,266 62,500 SH   DFND 6,2,1 48,900 0 13,600
WYNDHAM WORLDWIDE CORP COM 98310W108 169 2,000 SH   DFND 2,1 2,000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 18,898 224,200 SH   DFND 6,2,1 189,500 0 34,700
XO GROUP INC COM 983772104 765 44,442 SH   DFND 6,2,1 13,653 0 30,789
XCEL ENERGY INC COM 98389B100 681 15,316 SH   DFND 2,1 11,116 0 4,200
XCEL ENERGY INC COM 98389B100 23,043 518,400 SH   DFND 6,2,1 135,000 0 383,400
XILINX INC COM 983919101 144 2,484 SH   DFND 2,1 2,484 0 0
XILINX INC COM 983919101 7,833 135,300 SH   DFND 6,2,1 43,400 0 91,900
XILINX INC NOTE 2.625% 6/1 983919AF8 30,772 15,300,000 PRN   DFND 2,1 0 0 15,300,000
XENIA HOTELS & RESORTS INC COM 984017103 99 5,799 SH   DFND 2,1 799 0 5,000
XENIA HOTELS & RESORTS INC COM 984017103 4,577 268,130 SH   DFND 6,2,1 131,530 0 136,600
XEROX CORP COM 984121103 2,011 273,928 SH   DFND 2,1 57,685 0 216,243
XEROX CORP COM 984121103 7,508 1,022,903 SH   DFND 6,2,1 611,443 0 411,460
YAHOO INC COM 984332106 2,015 43,408 SH   DFND 2,1 2,900 0 40,508
YAHOO INC COM 984332106 7,802 168,100 SH   DFND 6,2,1 130,900 0 37,200
YUM BRANDS INC COM 988498101 855 13,385 SH   DFND 2,1 6,204 0 7,181
YUM BRANDS INC COM 988498101 35,305 552,500 SH   DFND 6,2,1 412,700 0 139,800
ZIMMER BIOMET HLDGS INC COM 98956P102 30,521 249,947 SH   DFND 2,1 249,947 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,833 23,200 SH   DFND 6,2,1 5,300 0 17,900
ZIONS BANCORPORATION COM 989701107 23,428 557,814 SH   DFND 6,2,1 385,500 0 172,314
ZOETIS INC CL A 98978V103 1,549 29,031 SH   DFND 2,1 29,031 0 0
ZOETIS INC CL A 98978V103 11,411 213,800 SH   DFND 6,2,1 67,100 0 146,700
ZYNGA INC CL A 98986T108 5,234 1,836,600 SH   DFND 6,2,1 791,800 0 1,044,800
DEUTSCHE BANK AG NAMEN AKT D18190898 3,194 186,124 SH   DFND 2,1 168,775 0 17,349
DEUTSCHE BANK AG NAMEN AKT D18190898 3,030 176,600 SH   DFND 6,2,1 57,600 0 119,000
DEUTSCHE BK AG RIGHT 04/06/2017 D1T769565 417 176,838 SH   DFND 2,1 162,489 0 14,349
ALLERGAN PLC SHS G0177J108 80,707 337,801 SH   DFND 2,1 334,583 0 3,218
ALLERGAN PLC SHS G0177J108 11,181 46,800 SH   DFND 6,2,1 45,600 0 1,200
AMDOCS LTD SHS G02602103 2,452 40,200 SH   DFND 2,1 6,100 0 34,100
AMDOCS LTD SHS G02602103 16,290 267,100 SH   DFND 6,2,1 160,400 0 106,700
AMBARELLA INC SHS G037AX101 19,309 352,936 SH   DFND 2,1 352,936 0 0
AON PLC SHS CL A G0408V102 3,035 25,570 SH   DFND 2,1 25,570 0 0
AON PLC SHS CL A G0408V102 7,153 60,270 SH   DFND 6,2,1 57,270 0 3,000
ARCH CAP GROUP LTD ORD G0450A105 256 2,704 SH   DFND 2,1 2,704 0 0
ARCH CAP GROUP LTD ORD G0450A105 616 6,500 SH   DFND 6,2,1 6,500 0 0
ASSURED GUARANTY LTD COM G0585R106 2,088 56,265 SH   DFND 2,1 6,200 0 50,065
ASSURED GUARANTY LTD COM G0585R106 17,492 471,365 SH   DFND 6,2,1 301,365 0 170,000
ATLASSIAN CORP PLC CL A G06242104 2,636 88,000 SH   DFND 2,1 88,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 11,792 98,367 SH   DFND 2,1 98,193 0 174
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 39,476 329,300 SH   DFND 6,2,1 161,300 0 168,000
BUNGE LIMITED COM G16962105 2,964 37,400 SH   DFND 2,1 3,800 0 33,600
BUNGE LIMITED COM G16962105 22,076 278,530 SH   DFND 6,2,1 151,700 0 126,830
CREDICORP LTD COM G2519Y108 14,639 89,645 SH   DFND 2,1 78,950 0 10,695
COCA COLA EUROPEAN PARTNERS SHS G25839104 6,461 171,438 SH   DFND 2,1 18,300 0 153,138
COCA COLA EUROPEAN PARTNERS SHS G25839104 32,607 865,146 SH   DFND 6,2,1 539,900 0 325,246
DELPHI AUTOMOTIVE PLC SHS G27823106 35,641 442,806 SH   DFND 2,1 442,806 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 14,400 178,900 SH   DFND 6,2,1 49,000 0 129,900
EATON CORP PLC SHS G29183103 385 5,198 SH   DFND 2,1 1,521 0 3,677
EATON CORP PLC SHS G29183103 14,270 192,450 SH   DFND 6,2,1 109,950 0 82,500
EVEREST RE GROUP LTD COM G3223R108 3,437 14,700 SH   DFND 2,1 1,200 0 13,500
EVEREST RE GROUP LTD COM G3223R108 15,315 65,500 SH   DFND 6,2,1 55,100 0 10,400
FABRINET SHS G3323L100 2,186 52,000 SH   DFND 2,1 52,000 0 0
GLOBAL SOURCES LTD ORD G39300101 105 12,700 SH   DFND 6,2,1 12,700 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 375 16,951 SH   DFND 6,2,1 11,100 0 5,851
INVESCO LTD SHS G491BT108 40 1,300 SH   DFND 2,1 1,300 0 0
INVESCO LTD SHS G491BT108 1,032 33,700 SH   DFND 6,2,1 0 0 33,700
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 4,601 31,700 SH   DFND 2,1 31,700 0 0
JOHNSON CTLS INTL PLC SHS G51502105 4,356 103,427 SH   DFND 2,1 6,549 0 96,878
JOHNSON CTLS INTL PLC SHS G51502105 7,068 167,800 SH   DFND 6,2,1 160,000 0 7,800
LIBERTY GLOBAL PLC SHS CL A G5480U104 34 961 SH   DFND 2,1 961 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 295 8,215 SH   DFND 6,2,1 6,115 0 2,100
LIBERTY GLOBAL PLC SHS CL C G5480U120 848 24,191 SH   DFND 2,1 2,099 0 22,092
LIBERTY GLOBAL PLC SHS CL C G5480U120 91 2,600 SH   DFND 6,2,1 500 0 2,100
LIVANOVA PLC SHS G5509L101 299 6,100 SH   DFND 6,2,1 0 0 6,100
LUXOFT HLDG INC ORD SHS CL A G57279104 16,614 265,617 SH   DFND 2,1 230,256 0 35,361
MAIDEN HOLDINGS LTD SHS G5753U112 587 41,900 SH   DFND 6,2,1 27,200 0 14,700
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7,116 466,334 SH   DFND 2,1 293,234 0 173,100
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 28,154 1,844,982 SH   DFND 6,2,1 1,048,272 0 796,710
MEDTRONIC PLC SHS G5960L103 33,916 421,009 SH   DFND 2,1 413,808 0 7,201
MEDTRONIC PLC SHS G5960L103 21,324 264,700 SH   DFND 6,2,1 203,500 0 61,200
MICHAEL KORS HLDGS LTD SHS G60754101 27 700 SH   DFND 2,1 700 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 389 10,200 SH   DFND 6,2,1 0 0 10,200
NABORS INDUSTRIES LTD SHS G6359F103 293 22,400 SH   DFND 6,2,1 11,100 0 11,300
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 14,212 917,468 SH   DFND 2,1 917,468 0 0
PROTHENA CORP PLC SHS G72800108 8,476 151,929 SH   DFND 2,1 151,929 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 46 1,000 SH   DFND 2,1 1,000 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 671 14,600 SH   DFND 6,2,1 1,700 0 12,900
PENTAIR PLC SHS G7S00T104 33 533 SH   DFND 2,1 533 0 0
PENTAIR PLC SHS G7S00T104 4,081 65,000 SH   DFND 6,2,1 4,000 0 61,000
STERIS PLC SHS USD G84720104 748 10,770 SH   DFND 2,1 10,770 0 0
TECHNIPFMC PLC COM G87110105 242,792 7,470,536 SH   DFND 2,1 3,269,266 0 4,201,270
TECHNIPFMC PLC COM G87110105 153 4,700 SH   DFND 6,2,1 4,700 0 0
THIRD PT REINS LTD COM G8827U100 1,868 154,400 SH   DFND 6,2,1 76,600 0 77,800
TRAVELPORT WORLDWIDE LTD SHS G9019D104 302 25,700 SH   DFND 2,1 0 0 25,700
TRAVELPORT WORLDWIDE LTD SHS G9019D104 6,823 579,700 SH   DFND 6,2,1 313,300 0 266,400
WILLIS TOWERS WATSON PUB LTD SHS G96629103 3,601 27,511 SH   DFND 2,1 411 0 27,100
WILLIS TOWERS WATSON PUB LTD SHS G96629103 37,656 287,690 SH   DFND 6,2,1 271,600 0 16,090
CHUBB LIMITED COM H1467J104 1,178 8,646 SH   DFND 2,1 8,024 0 622
CHUBB LIMITED COM H1467J104 12,971 95,200 SH   DFND 6,2,1 91,700 0 3,500
UBS GROUP AG SHS H42097107 43,964 2,756,359 SH   DFND 2,1 2,453,701 0 302,658
UBS GROUP AG SHS H42097107 7,794 488,651 SH   DFND 6,2,1 299,500 0 189,151
LOGITECH INTL S A SHS H50430232 2,843 89,200 SH   DFND 2,1 89,200 0 0
LOGITECH INTL S A SHS H50430232 1,154 36,200 SH   DFND 6,2,1 2,600 0 33,600
TE CONNECTIVITY LTD REG SHS H84989104 74 992 SH   DFND 2,1 992 0 0
TE CONNECTIVITY LTD REG SHS H84989104 179 2,400 SH   DFND 6,2,1 2,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 712 57,200 SH   DFND 6,2,1 0 0 57,200
GLOBANT S A COM L44385109 4,259 117,000 SH   DFND 2,1 117,000 0 0
TRINSEO S A SHS L9340P101 114 1,700 SH   DFND 2,1 1,700 0 0
TRINSEO S A SHS L9340P101 1,261 18,800 SH   DFND 6,2,1 7,200 0 11,600
CHECK POINT SOFTWARE TECH LT ORD M22465104 9,546 92,987 SH   DFND 2,1 92,987 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,437 62,700 SH   DFND 6,2,1 20,700 0 42,000
FOAMIX PHARMACEUTICALS LTD SHS M46135105 4,091 826,437 SH   DFND 2,1 826,437 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 15,591 306,000 SH   DFND 2,1 306,000 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 899 105,200 SH   DFND 6,2,1 56,700 0 48,500
ORBOTECH LTD ORD M75253100 2,744 85,096 SH   DFND 2,1 85,096 0 0
RADWARE LTD ORD M81873107 4,767 295,000 SH   DFND 2,1 295,000 0 0
STRATASYS LTD SHS M85548101 11,503 561,397 SH   DFND 2,1 561,397 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 3,266 141,700 SH   DFND 6,2,1 38,100 0 103,600
CIMPRESS N V SHS EURO N20146101 840 9,741 SH   DFND 2,1 9,741 0 0
CNH INDL N V SHS N20944109 156,938 16,279,902 SH   DFND 2,1 14,536,611 0 1,743,291
FERRARI N V COM N3167Y103 1,193 16,042 SH   DFND 2,1 11,402 0 4,640
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 14,512 1,327,723 SH   DFND 2,1 1,012,786 0 314,937
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,006 275,000 SH   DFND 6,2,1 69,000 0 206,000
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 15,796 257,259 SH   DFND 2,1 257,259 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 20,783 227,906 SH   DFND 2,1 149,410 0 78,496
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 86,129 944,500 SH   DFND 6,2,1 577,400 0 367,100
MYLAN N V SHS EURO N59465109 58 1,500 SH   DFND 2,1 1,500 0 0
MYLAN N V SHS EURO N59465109 1,988 51,000 SH   DFND 6,2,1 0 0 51,000
NXP SEMICONDUCTORS N V COM N6596X109 45,956 444,017 SH   DFND 2,1 366,651 0 77,366
ORTHOFIX INTL N V COM N6748L102 1,859 48,720 SH   DFND 6,2,1 22,270 0 26,450
QIAGEN NV SHS NEW N72482123 22,146 764,454 SH   DFND 2,1 763,825 0 629
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 24,197 554,089 SH   DFND 2,1 554,089 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 13,792 443,196 SH   DFND 2,1 443,196 0 0
COPA HOLDINGS SA CL A P31076105 9,933 88,486 SH   DFND 2,1 74,396 0 14,090
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 47,181 480,897 SH   DFND 2,1 480,897 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,315 23,600 SH   DFND 6,2,1 0 0 23,600
BROADCOM LTD SHS Y09827109 9,892 45,176 SH   DFND 2,1 38,275 0 6,901
BROADCOM LTD SHS Y09827109 17,451 79,700 SH   DFND 6,2,1 58,500 0 21,200
FLEX LTD ORD Y2573F102 30 1,768 SH   DFND 2,1 1,768 0 0
FLEX LTD ORD Y2573F102 2,513 149,600 SH   DFND 6,2,1 93,100 0 56,500