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 469 6,044 SH   DFND 2,1 6,044 0 0
AFLAC INC COM 001055102 1,227 15,800 SH   DFND 6,2,1 11,900 0 3,900
AGCO CORP COM 001084102 1,038 15,400 SH   DFND 2,1 15,400 0 0
AGCO CORP COM 001084102 10,010 148,536 SH   DFND 6,2,1 85,600 0 62,936
AES CORP COM 00130H105 40 3,600 SH   DFND 2,1 3,600 0 0
AES CORP COM 00130H105 130 11,700 SH   DFND 6,2,1 0 0 11,700
AMC NETWORKS INC CL A 00164V103 2,302 43,100 SH   DFND 6,2,1 22,800 0 20,300
AT&T INC COM 00206R102 15,645 414,650 SH   DFND 2,1 385,897 0 28,753
AT&T INC COM 00206R102 129,866 3,441,980 SH   DFND 6,2,1 2,460,640 0 981,340
AU OPTRONICS CORP SPONSORED ADR 002255107 170 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 7,041 181,000 SH   DFND 6,2,1 77,500 0 103,500
ABBOTT LABS COM 002824100 5,352 110,095 SH   DFND 2,1 93,087 0 17,008
ABBOTT LABS COM 002824100 53,946 1,109,770 SH   DFND 6,2,1 807,670 0 302,100
ABBVIE INC COM 00287Y109 49,479 682,378 SH   DFND 2,1 643,442 0 38,936
ABBVIE INC COM 00287Y109 87,667 1,209,027 SH   DFND 6,2,1 867,127 0 341,900
ACACIA RESH CORP ACACIA TCH COM 003881307 455 110,918 SH   DFND 6,2,1 47,000 0 63,918
ACADIA PHARMACEUTICALS INC COM 004225108 1,726 61,875 SH   DFND 2,1 61,875 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,242 152,607 SH   DFND 2,1 152,607 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 8,441 308,612 SH   DFND 2,1 308,612 0 0
ACCELERON PHARMA INC COM 00434H108 9,833 323,555 SH   DFND 2,1 323,555 0 0
ACHAOGEN INC COM 004449104 4,426 203,690 SH   DFND 2,1 203,690 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 3,636 792,206 SH   DFND 2,1 792,206 0 0
ACI WORLDWIDE INC COM 004498101 505 22,554 SH   DFND 2,1 22,554 0 0
ACTIVISION BLIZZARD INC COM 00507V109 28,523 495,452 SH   DFND 2,1 494,442 0 1,010
ACTIVISION BLIZZARD INC COM 00507V109 6,816 118,400 SH   DFND 6,2,1 90,100 0 28,300
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 3,895 867,461 SH   DFND 2,1 867,461 0 0
ADOBE SYS INC COM 00724F101 48,494 342,861 SH   DFND 2,1 294,518 0 48,343
ADOBE SYS INC COM 00724F101 24,922 176,200 SH   DFND 6,2,1 68,300 0 107,900
ADTALEM GLOBAL ED INC COM 00737L103 68 1,800 SH   DFND 2,1 0 0 1,800
ADTALEM GLOBAL ED INC COM 00737L103 2,416 63,650 SH   DFND 6,2,1 17,850 0 45,800
ADVANCE AUTO PARTS INC COM 00751Y106 562 4,817 SH   DFND 2,1 4,817 0 0
ADVISORY BRD CO COM 00762W107 1,299 25,229 SH   DFND 2,1 25,229 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 508 55,432 SH   DFND 6,2,1 22,800 0 32,632
AEGION CORP COM 00770F104 523 23,900 SH   DFND 6,2,1 5,100 0 18,800
AERIE PHARMACEUTICALS INC COM 00771V108 10,961 208,580 SH   DFND 2,1 208,580 0 0
ADVANCED ENERGY INDS COM 007973100 2,924 45,200 SH   DFND 6,2,1 4,100 0 41,100
AETNA INC NEW COM 00817Y108 18,634 122,728 SH   DFND 2,1 122,728 0 0
AETNA INC NEW COM 00817Y108 17,158 113,010 SH   DFND 6,2,1 42,200 0 70,810
AFFILIATED MANAGERS GROUP COM 008252108 11,021 66,449 SH   DFND 2,1 66,449 0 0
AFFILIATED MANAGERS GROUP COM 008252108 912 5,500 SH   DFND 6,2,1 0 0 5,500
AGILENT TECHNOLOGIES INC COM 00846U101 702 11,833 SH   DFND 2,1 11,833 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,692 59,663 SH   DFND 2,1 59,663 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 8,437 163,987 SH   DFND 2,1 163,987 0 0
AGRIUM INC COM 008916108 1,565 17,300 SH   DFND 2,1 17,300 0 0
AGRIUM INC COM 008916108 3,583 39,600 SH   DFND 6,2,1 15,400 0 24,200
AIR PRODS & CHEMS INC COM 009158106 2,938 20,537 SH   DFND 2,1 15,550 0 4,987
AIR PRODS & CHEMS INC COM 009158106 45,922 321,000 SH   DFND 6,2,1 209,500 0 111,500
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 12,724 13,000,000 PRN   DFND 2,1 11,500,000 0 1,500,000
ALAMO GROUP INC COM 011311107 509 5,600 SH   DFND 6,2,1 1,400 0 4,200
ALASKA AIR GROUP INC COM 011659109 6,867 76,500 SH   DFND 2,1 76,500 0 0
ALASKA AIR GROUP INC COM 011659109 17,431 194,200 SH   DFND 6,2,1 141,200 0 53,000
ALBEMARLE CORP COM 012653101 47 450 SH   DFND 2,1 450 0 0
ALBEMARLE CORP COM 012653101 327 3,100 SH   DFND 6,2,1 0 0 3,100
ALDER BIOPHARMACEUTICALS INC COM 014339105 3,788 330,830 SH   DFND 2,1 330,830 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 99,566 818,327 SH   DFND 2,1 815,427 0 2,900
ALEXION PHARMACEUTICALS INC COM 015351109 316 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 81,651 579,497 SH   DFND 2,1 498,626 0 80,871
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 22,319 158,400 SH   DFND 6,2,1 134,000 0 24,400
ALIGN TECHNOLOGY INC COM 016255101 8,557 57,000 SH   DFND 2,1 57,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,792 18,600 SH   DFND 6,2,1 3,200 0 15,400
ALIO GOLD INC COM 01627X108 480 106,000 SH   DFND 6,2,1 54,400 0 51,600
ALLIANCE DATA SYSTEMS CORP COM 018581108 51,366 200,109 SH   DFND 2,1 200,109 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,745 6,800 SH   DFND 6,2,1 0 0 6,800
ALLSTATE CORP COM 020002101 683 7,727 SH   DFND 2,1 6,924 0 803
ALLSTATE CORP COM 020002101 1,424 16,100 SH   DFND 6,2,1 12,600 0 3,500
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 11,263 141,210 SH   DFND 2,1 141,210 0 0
ALPHABET INC CAP STK CL C 02079K107 226,333 249,065 SH   DFND 2,1 243,802 0 5,263
ALPHABET INC CAP STK CL C 02079K107 1,733 1,907 SH   DFND 6,2,1 1,844 0 63
ALPHABET INC CAP STK CL A 02079K305 44,300 47,651 SH   DFND 2,1 41,430 0 6,221
ALPHABET INC CAP STK CL A 02079K305 189,013 203,310 SH   DFND 6,2,1 142,380 0 60,930
ALTABA INC COM 021346101 2,207 40,508 SH   DFND 2,1 0 0 40,508
ALTABA INC COM 021346101 8,799 161,500 SH   DFND 6,2,1 124,300 0 37,200
ALTRIA GROUP INC COM 02209S103 16,163 217,046 SH   DFND 2,1 179,517 0 37,529
ALTRIA GROUP INC COM 02209S103 90,533 1,215,700 SH   DFND 6,2,1 1,127,000 0 88,700
AMAZON COM INC COM 023135106 148,175 153,073 SH   DFND 2,1 147,325 0 5,748
AMAZON COM INC COM 023135106 81,312 84,000 SH   DFND 6,2,1 70,200 0 13,800
AMAYA INC COM 02314M108 48 2,700 SH   DFND 2,1 0 0 2,700
AMAYA INC COM 02314M108 1,411 78,800 SH   DFND 6,2,1 36,600 0 42,200
AMBEV SA SPONSORED ADR 02319V103 176 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 5,478 100,200 SH   DFND 6,2,1 3,500 0 96,700
AMERICAN AIRLS GROUP INC COM 02376R102 981 19,492 SH   DFND 2,1 19,492 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 5,495 109,200 SH   DFND 6,2,1 7,800 0 101,400
AMERICAN ELEC PWR INC COM 025537101 615 8,857 SH   DFND 2,1 8,857 0 0
AMERICAN ELEC PWR INC COM 025537101 13,797 198,600 SH   DFND 6,2,1 70,900 0 127,700
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,150 95,400 SH   DFND 6,2,1 19,800 0 75,600
AMERICAN EXPRESS CO COM 025816109 66,502 789,439 SH   DFND 2,1 781,039 0 8,400
AMERICAN EXPRESS CO COM 025816109 106,682 1,266,400 SH   DFND 6,2,1 761,300 0 505,100
AMERICAN HOMES 4 RENT CL A 02665T306 21,080 934,003 SH   DFND 2,1 934,003 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 158 7,000 SH   DFND 6,2,1 0 0 7,000
AMERICAN INTL GROUP INC COM NEW 026874784 1,837 29,378 SH   DFND 2,1 10,152 0 19,226
AMERICAN INTL GROUP INC COM NEW 026874784 23,870 381,800 SH   DFND 6,2,1 350,600 0 31,200
AMERICAN TOWER CORP NEW COM 03027X100 69,198 522,961 SH   DFND 2,1 481,669 0 41,292
AMERICAN TOWER CORP NEW COM 03027X100 7,066 53,400 SH   DFND 6,2,1 51,100 0 2,300
AMERICAN WTR WKS CO INC NEW COM 030420103 509 6,536 SH   DFND 2,1 6,536 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 12,745 163,500 SH   DFND 6,2,1 700 0 162,800
AMERISOURCEBERGEN CORP COM 03073E105 8,146 86,173 SH   DFND 2,1 86,173 0 0
AMERIPRISE FINL INC COM 03076C106 2,250 17,674 SH   DFND 2,1 17,674 0 0
AMERIPRISE FINL INC COM 03076C106 37,220 292,400 SH   DFND 6,2,1 191,900 0 100,500
AMGEN INC COM 031162100 53,272 309,305 SH   DFND 2,1 278,953 0 30,352
AMGEN INC COM 031162100 114,495 664,780 SH   DFND 6,2,1 334,870 0 329,910
AMICUS THERAPEUTICS INC COM 03152W109 13,368 1,327,543 SH   DFND 2,1 1,327,543 0 0
AMKOR TECHNOLOGY INC COM 031652100 5,574 570,480 SH   DFND 6,2,1 225,300 0 345,180
AMPHENOL CORP NEW CL A 032095101 679 9,200 SH   DFND 2,1 9,200 0 0
AMPHENOL CORP NEW CL A 032095101 17,473 236,700 SH   DFND 6,2,1 3,500 0 233,200
ANADARKO PETE CORP COM 032511107 3,424 75,510 SH   DFND 2,1 36,258 0 39,252
ANADARKO PETE CORP COM 032511107 331 7,300 SH   DFND 6,2,1 3,100 0 4,200
ANALOG DEVICES INC COM 032654105 136 1,749 SH   DFND 2,1 1,749 0 0
ANALOG DEVICES INC COM 032654105 5,127 65,900 SH   DFND 6,2,1 2,200 0 63,700
ANALOGIC CORP COM PAR $0.05 032657207 2,572 35,400 SH   DFND 6,2,1 15,200 0 20,200
ANGIODYNAMICS INC COM 03475V101 2,108 130,060 SH   DFND 6,2,1 52,560 0 77,500
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 292 30,079 SH   DFND 2,1 0 0 30,079
ANIXTER INTL INC COM 035290105 860 11,000 SH   DFND 6,2,1 1,800 0 9,200
ANNALY CAP MGMT INC COM 035710409 55 4,578 SH   DFND 2,1 4,578 0 0
ANNALY CAP MGMT INC COM 035710409 543 45,100 SH   DFND 6,2,1 45,100 0 0
ANSYS INC COM 03662Q105 129 1,064 SH   DFND 2,1 1,064 0 0
ANSYS INC COM 03662Q105 548 4,500 SH   DFND 6,2,1 1,600 0 2,900
ANTHEM INC COM 036752103 19,485 103,572 SH   DFND 2,1 93,441 0 10,131
ANTHEM INC COM 036752103 18,794 99,900 SH   DFND 6,2,1 45,900 0 54,000
APACHE CORP COM 037411105 1,420 29,635 SH   DFND 2,1 29,635 0 0
APACHE CORP COM 037411105 115 2,400 SH   DFND 6,2,1 0 0 2,400
APPLE INC COM 037833100 262,017 1,819,307 SH   DFND 2,1 1,723,802 0 95,505
APPLE INC COM 037833100 278,448 1,933,400 SH   DFND 6,2,1 1,333,900 0 599,500
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 29 1,563 SH   DFND 2,1 1,563 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,542 82,400 SH   DFND 6,2,1 47,800 0 34,600
APPLIED MATLS INC COM 038222105 15,312 370,652 SH   DFND 2,1 360,352 0 10,300
APPLIED MATLS INC COM 038222105 53,658 1,298,900 SH   DFND 6,2,1 1,003,700 0 295,200
APPLIED OPTOELECTRONICS INC COM 03823U102 482 7,800 SH   DFND 6,2,1 1,600 0 6,200
ARAMARK COM 03852U106 4,508 110,000 SH   DFND 2,1 104,500 0 5,500
ARAMARK COM 03852U106 26,170 638,600 SH   DFND 6,2,1 309,700 0 328,900
ARBUTUS BIOPHARMA CORP COM 03879J100 2,813 781,267 SH   DFND 2,1 781,267 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 116 2,800 SH   DFND 2,1 2,800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,850 117,200 SH   DFND 6,2,1 3,700 0 113,500
ARCONIC INC COM 03965L100 465 20,528 SH   DFND 2,1 2,133 0 18,395
ARENA PHARMACEUTICALS INC COM NEW 040047607 959 56,870 SH   DFND 6,2,1 53,130 0 3,740
ARGAN INC COM 04010E109 1,650 27,500 SH   DFND 6,2,1 20,200 0 7,300
ARGENX SE SPONSORED ADR 04016X101 3,190 150,401 SH   DFND 2,1 150,401 0 0
ARISTA NETWORKS INC COM 040413106 13,351 89,131 SH   DFND 2,1 89,131 0 0
ARISTA NETWORKS INC COM 040413106 5,992 40,000 SH   DFND 6,2,1 26,000 0 14,000
ARRAY BIOPHARMA INC COM 04269X105 6,559 783,655 SH   DFND 2,1 783,655 0 0
ARRAY BIOPHARMA INC COM 04269X105 47 5,600 SH   DFND 6,2,1 5,600 0 0
ARROW ELECTRS INC COM 042735100 24 300 SH   DFND 2,1 300 0 0
ARROW ELECTRS INC COM 042735100 204 2,600 SH   DFND 6,2,1 0 0 2,600
ASPEN TECHNOLOGY INC COM 045327103 1,486 26,900 SH   DFND 6,2,1 15,800 0 11,100
ASSEMBLY BIOSCIENCES INC COM 045396108 2,477 119,941 SH   DFND 2,1 119,941 0 0
ASSOCIATED BANC CORP COM 045487105 786 31,200 SH   DFND 6,2,1 0 0 31,200
ATMOS ENERGY CORP COM 049560105 33 400 SH   DFND 2,1 400 0 0
ATMOS ENERGY CORP COM 049560105 2,108 25,410 SH   DFND 6,2,1 17,400 0 8,010
AUTOBYTEL INC COM NEW 05275N205 181 14,366 SH   DFND 6,2,1 14,366 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,816 27,484 SH   DFND 2,1 19,584 0 7,900
AUTOMATIC DATA PROCESSING IN COM 053015103 77,790 759,225 SH   DFND 6,2,1 294,025 0 465,200
AUTOZONE INC COM 053332102 477 837 SH   DFND 2,1 837 0 0
AUTOZONE INC COM 053332102 21,164 37,100 SH   DFND 6,2,1 1,100 0 36,000
AVALONBAY CMNTYS INC COM 053484101 20,005 104,099 SH   DFND 2,1 104,099 0 0
AVALONBAY CMNTYS INC COM 053484101 1,480 7,700 SH   DFND 6,2,1 4,300 0 3,400
AVERY DENNISON CORP COM 053611109 1,410 15,956 SH   DFND 2,1 15,956 0 0
AVERY DENNISON CORP COM 053611109 23,144 261,900 SH   DFND 6,2,1 220,500 0 41,400
AVEXIS INC COM 05366U100 3,016 36,708 SH   DFND 2,1 36,708 0 0
AVID TECHNOLOGY INC COM 05367P100 194 36,900 SH   DFND 6,2,1 0 0 36,900
AVNET INC COM 053807103 31 800 SH   DFND 2,1 800 0 0
AVNET INC COM 053807103 1,734 44,600 SH   DFND 6,2,1 20,000 0 24,600
AVON PRODS INC COM 054303102 68 17,800 SH   DFND 2,1 17,800 0 0
AVON PRODS INC COM 054303102 3,587 943,860 SH   DFND 6,2,1 338,680 0 605,180
BB&T CORP COM 054937107 567 12,487 SH   DFND 2,1 12,487 0 0
BB&T CORP COM 054937107 22,614 498,000 SH   DFND 6,2,1 123,700 0 374,300
BCE INC COM NEW 05534B760 9 200 SH   DFND 2,1 200 0 0
BCE INC COM NEW 05534B760 509 11,300 SH   DFND 6,2,1 11,300 0 0
BOFI HLDG INC COM 05566U108 3,103 130,800 SH   DFND 6,2,1 57,000 0 73,800
BAIDU INC SPON ADR REP A 056752108 82,055 458,766 SH   DFND 2,1 413,103 0 45,663
BAIDU INC SPON ADR REP A 056752108 8,603 48,100 SH   DFND 6,2,1 40,600 0 7,500
BAKER HUGHES INC COM 057224107 101 1,859 SH   DFND 2,1 1,859 0 0
BAKER HUGHES INC COM 057224107 164 3,000 SH   DFND 6,2,1 0 0 3,000
BANCO BRADESCO S A SP ADR PFD NEW 059460303 440 51,782 SH   DFND 2,1 0 0 51,782
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,271 50,000 SH   DFND 2,1 50,000 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 76 10,037 SH   DFND 2,1 0 0 10,037
BANC OF CALIFORNIA INC COM 05990K106 385 17,900 SH   DFND 6,2,1 6,100 0 11,800
BANK AMER CORP COM 060505104 17,173 707,865 SH   DFND 2,1 613,701 0 94,164
BANK AMER CORP COM 060505104 59,655 2,459,000 SH   DFND 6,2,1 1,807,700 0 651,300
BANK MONTREAL QUE COM 063671101 5,229 71,200 SH   DFND 2,1 61,200 0 10,000
BANK MONTREAL QUE COM 063671101 46,752 636,600 SH   DFND 6,2,1 129,600 0 507,000
BANK OF THE OZARKS INC COM 063904106 4,428 94,474 SH   DFND 2,1 94,474 0 0
BANK OF THE OZARKS INC COM 063904106 764 16,300 SH   DFND 6,2,1 0 0 16,300
BANK NEW YORK MELLON CORP COM 064058100 715 14,018 SH   DFND 2,1 12,731 0 1,287
BANK NEW YORK MELLON CORP COM 064058100 34,678 679,700 SH   DFND 6,2,1 208,500 0 471,200
BANK N S HALIFAX COM 064149107 2,074 34,500 SH   DFND 2,1 30,200 0 4,300
BANK N S HALIFAX COM 064149107 31,087 517,000 SH   DFND 6,2,1 37,700 0 479,300
BANKRATE INC DEL COM 06647F102 2,927 227,799 SH   DFND 6,2,1 116,699 0 111,100
BARD C R INC COM 067383109 480 1,519 SH   DFND 2,1 1,519 0 0
BARD C R INC COM 067383109 15,647 49,500 SH   DFND 6,2,1 3,200 0 46,300
BARRICK GOLD CORP COM 067901108 4,043 254,107 SH   DFND 2,1 254,107 0 0
BARRICK GOLD CORP COM 067901108 116 7,300 SH   DFND 6,2,1 0 0 7,300
BAXTER INTL INC COM 071813109 1,813 29,939 SH   DFND 2,1 10,069 0 19,870
BAXTER INTL INC COM 071813109 17,314 286,000 SH   DFND 6,2,1 39,400 0 246,600
BEACON ROOFING SUPPLY INC COM 073685109 863 17,605 SH   DFND 2,1 17,605 0 0
BECTON DICKINSON & CO COM 075887109 64,181 328,946 SH   DFND 2,1 328,946 0 0
BECTON DICKINSON & CO COM 075887109 29,134 149,320 SH   DFND 6,2,1 38,400 0 110,920
BED BATH & BEYOND INC COM 075896100 21 700 SH   DFND 2,1 700 0 0
BED BATH & BEYOND INC COM 075896100 2,222 73,100 SH   DFND 6,2,1 72,000 0 1,100
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,448 55,783 SH   DFND 2,1 54,487 0 1,296
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 100,978 596,200 SH   DFND 6,2,1 273,700 0 322,500
BERKSHIRE HILLS BANCORP INC COM 084680107 2,749 78,200 SH   DFND 6,2,1 30,900 0 47,300
BEST BUY INC COM 086516101 8,962 156,321 SH   DFND 2,1 149,700 0 6,621
BEST BUY INC COM 086516101 51,110 891,500 SH   DFND 6,2,1 684,600 0 206,900
BIG 5 SPORTING GOODS CORP COM 08915P101 750 57,500 SH   DFND 6,2,1 3,800 0 53,700
BIG LOTS INC COM 089302103 6,062 125,500 SH   DFND 6,2,1 47,900 0 77,600
BIOMARIN PHARMACEUTICAL INC COM 09061G101 36,533 402,257 SH   DFND 2,1 402,257 0 0
BIOGEN INC COM 09062X103 95,834 353,161 SH   DFND 2,1 346,217 0 6,944
BIOGEN INC COM 09062X103 31,613 116,500 SH   DFND 6,2,1 37,300 0 79,200
BIOVERATIV INC COM 09075E100 12,292 204,287 SH   DFND 2,1 165,634 0 38,653
BLACK BOX CORP DEL COM 091826107 212 24,800 SH   DFND 6,2,1 8,700 0 16,100
BLACK HILLS CORP COM 092113109 5,087 75,400 SH   DFND 6,2,1 52,400 0 23,000
BLACKHAWK NETWORK HLDGS INC COM 09238E104 4,325 99,200 SH   DFND 6,2,1 51,700 0 47,500
BLACKROCK INC COM 09247X101 12,991 30,755 SH   DFND 2,1 13,703 0 17,052
BLACKROCK INC COM 09247X101 21,627 51,200 SH   DFND 6,2,1 17,900 0 33,300
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 7,035 210,948 SH   DFND 2,1 76,275 0 134,673
BLOCK H & R INC COM 093671105 28 900 SH   DFND 2,1 900 0 0
BLOCK H & R INC COM 093671105 12,067 390,400 SH   DFND 6,2,1 348,200 0 42,200
BLOOMIN BRANDS INC COM 094235108 363 17,100 SH   DFND 2,1 12,100 0 5,000
BLOOMIN BRANDS INC COM 094235108 8,063 379,800 SH   DFND 6,2,1 147,400 0 232,400
BLUEBIRD BIO INC COM 09609G100 6,035 57,447 SH   DFND 2,1 57,447 0 0
BOEING CO COM 097023105 15,433 78,042 SH   DFND 2,1 51,524 0 26,518
BOEING CO COM 097023105 67,907 343,400 SH   DFND 6,2,1 76,600 0 266,800
BOJANGLES INC COM 097488100 1,308 80,500 SH   DFND 6,2,1 66,500 0 14,000
BOSTON PROPERTIES INC COM 101121101 19,855 161,393 SH   DFND 2,1 161,393 0 0
BOSTON SCIENTIFIC CORP COM 101137107 22,821 823,279 SH   DFND 2,1 823,279 0 0
BOSTON SCIENTIFIC CORP COM 101137107 14,944 539,100 SH   DFND 6,2,1 160,700 0 378,400
BRIGGS & STRATTON CORP COM 109043109 4,685 194,400 SH   DFND 6,2,1 68,500 0 125,900
BRIGHT HORIZONS FAM SOL IN D COM 109194100 1,307 16,925 SH   DFND 2,1 16,925 0 0
BRINKER INTL INC COM 109641100 57 1,500 SH   DFND 2,1 0 0 1,500
BRINKER INTL INC COM 109641100 5,801 152,260 SH   DFND 6,2,1 52,600 0 99,660
BRISTOL MYERS SQUIBB CO COM 110122108 1,512 27,131 SH   DFND 2,1 7,829 0 19,302
BRISTOL MYERS SQUIBB CO COM 110122108 20,633 370,300 SH   DFND 6,2,1 206,400 0 163,900
BRIXMOR PPTY GROUP INC COM 11120U105 360 20,143 SH   DFND 2,1 20,143 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,170 177,300 SH   DFND 6,2,1 177,300 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 128 1,700 SH   DFND 2,1 1,700 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 854 11,300 SH   DFND 6,2,1 3,500 0 7,800
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 832 21,210 SH   DFND 2,1 21,210 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 26,145 666,800 SH   DFND 6,2,1 46,300 0 620,500
BROWN FORMAN CORP CL B 115637209 335 6,894 SH   DFND 2,1 6,894 0 0
BROWN FORMAN CORP CL B 115637209 12,281 252,700 SH   DFND 6,2,1 12,800 0 239,900
CBS CORP NEW CL B 124857202 478 7,495 SH   DFND 2,1 7,495 0 0
CBS CORP NEW CL B 124857202 9,975 156,400 SH   DFND 6,2,1 11,100 0 145,300
CBRE GROUP INC CL A 12504L109 3,080 84,613 SH   DFND 2,1 84,613 0 0
CBRE GROUP INC CL A 12504L109 546 15,000 SH   DFND 6,2,1 0 0 15,000
CECO ENVIRONMENTAL CORP COM 125141101 1,276 139,000 SH   DFND 6,2,1 60,900 0 78,100
CDW CORP COM 12514G108 55 881 SH   DFND 2,1 881 0 0
CDW CORP COM 12514G108 2,157 34,500 SH   DFND 6,2,1 27,000 0 7,500
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,075 73,900 SH   DFND 2,1 73,900 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 40,082 583,600 SH   DFND 6,2,1 434,000 0 149,600
CIGNA CORPORATION COM 125509109 18,663 111,492 SH   DFND 2,1 111,492 0 0
CIGNA CORPORATION COM 125509109 17,258 103,100 SH   DFND 6,2,1 43,900 0 59,200
CME GROUP INC COM 12572Q105 927 7,400 SH   DFND 2,1 7,400 0 0
CME GROUP INC COM 12572Q105 29,419 234,900 SH   DFND 6,2,1 59,800 0 175,100
CMS ENERGY CORP COM 125896100 237 5,133 SH   DFND 2,1 5,133 0 0
CMS ENERGY CORP COM 125896100 7,419 160,400 SH   DFND 6,2,1 900 0 159,500
CPFL ENERGIA S A SPONSORED ADR 126153105 466 29,236 SH   DFND 2,1 0 0 29,236
CSG SYS INTL INC COM 126349109 345 8,500 SH   DFND 2,1 7,000 0 1,500
CSG SYS INTL INC COM 126349109 5,848 144,100 SH   DFND 6,2,1 54,000 0 90,100
CSX CORP COM 126408103 1,053 19,297 SH   DFND 2,1 4,851 0 14,446
CSX CORP COM 126408103 13,193 241,800 SH   DFND 6,2,1 122,300 0 119,500
CTS CORP COM 126501105 641 29,662 SH   DFND 6,2,1 0 0 29,662
CVS HEALTH CORP COM 126650100 14,581 181,218 SH   DFND 2,1 157,941 0 23,277
CVS HEALTH CORP COM 126650100 33,182 412,400 SH   DFND 6,2,1 145,500 0 266,900
CA INC COM 12673P105 7,680 222,800 SH   DFND 2,1 215,100 0 7,700
CA INC COM 12673P105 41,603 1,206,922 SH   DFND 6,2,1 994,100 0 212,822
CABELAS INC COM 126804301 259 4,353 SH   DFND 2,1 4,353 0 0
CABOT CORP COM 127055101 524 9,800 SH   DFND 2,1 9,800 0 0
CABOT CORP COM 127055101 7,048 131,920 SH   DFND 6,2,1 44,800 0 87,120
CABOT OIL & GAS CORP COM 127097103 290 11,552 SH   DFND 2,1 11,552 0 0
CACI INTL INC CL A 127190304 6,910 55,260 SH   DFND 6,2,1 22,000 0 33,260
CADENCE DESIGN SYSTEM INC COM 127387108 48,746 1,455,535 SH   DFND 2,1 1,455,535 0 0
CAESARS ACQUISITION CO CL A 12768T103 5,374 282,100 SH   DFND 6,2,1 121,100 0 161,000
CAMDEN PPTY TR SH BEN INT 133131102 163 1,903 SH   DFND 2,1 1,903 0 0
CAMDEN PPTY TR SH BEN INT 133131102 166 1,940 SH   DFND 6,2,1 1,940 0 0
CAMPBELL SOUP CO COM 134429109 49 942 SH   DFND 2,1 942 0 0
CAMPBELL SOUP CO COM 134429109 1,460 28,000 SH   DFND 6,2,1 1,100 0 26,900
CDN IMPERIAL BK COMM TORONTO COM 136069101 1,512 18,627 SH   DFND 2,1 14,127 0 4,500
CDN IMPERIAL BK COMM TORONTO COM 136069101 36,169 445,655 SH   DFND 6,2,1 88,600 0 357,055
CANADIAN NATL RY CO COM 136375102 2,891 35,674 SH   DFND 2,1 20,766 0 14,908
CANADIAN NATL RY CO COM 136375102 46,904 578,700 SH   DFND 6,2,1 36,800 0 541,900
CANADIAN NAT RES LTD COM 136385101 1,376 47,723 SH   DFND 2,1 28,092 0 19,631
CANADIAN NAT RES LTD COM 136385101 539 18,700 SH   DFND 6,2,1 8,500 0 10,200
CANADIAN PAC RY LTD COM 13645T100 327 2,036 SH   DFND 2,1 2,036 0 0
CANADIAN PAC RY LTD COM 13645T100 11,932 74,200 SH   DFND 6,2,1 4,800 0 69,400
CAPITAL ONE FINL CORP COM 14040H105 2,536 30,689 SH   DFND 2,1 2,144 0 28,545
CAPITAL ONE FINL CORP COM 14040H105 8,088 97,900 SH   DFND 6,2,1 60,600 0 37,300
CARDINAL HEALTH INC COM 14149Y108 109 1,400 SH   DFND 2,1 1,400 0 0
CARDINAL HEALTH INC COM 14149Y108 358 4,600 SH   DFND 6,2,1 1,600 0 3,000
CARE CAP PPTYS INC COM 141624106 17 619 SH   DFND 2,1 619 0 0
CARE CAP PPTYS INC COM 141624106 708 26,500 SH   DFND 6,2,1 0 0 26,500
CARMAX INC COM 143130102 57 900 SH   DFND 2,1 900 0 0
CARMAX INC COM 143130102 996 15,800 SH   DFND 6,2,1 0 0 15,800
CARNIVAL CORP UNIT 99/99/9999 143658300 301 4,587 SH   DFND 2,1 4,587 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 7,316 111,579 SH   DFND 2,1 63,891 0 47,688
CARNIVAL CORP UNIT 99/99/9999 143658300 498 7,600 SH   DFND 6,2,1 0 0 7,600
CARNIVAL CORP UNIT 99/99/9999 143658300 3,016 46,000 SH   DFND 6,2,1 2,900 0 43,100
CARS COM INC COM 14575E105 201 7,540 SH   DFND 2,1 7,540 0 0
CARS COM INC COM 14575E105 1,616 60,699 SH   DFND 6,2,1 3,700 0 56,999
CASELLA WASTE SYS INC CL A 147448104 372 22,690 SH   DFND 6,2,1 4,460 0 18,230
CATERPILLAR INC DEL COM 149123101 1,035 9,630 SH   DFND 2,1 5,060 0 4,570
CATERPILLAR INC DEL COM 149123101 14,561 135,500 SH   DFND 6,2,1 77,300 0 58,200
CAVIUM INC COM 14964U108 2,920 47,000 SH   DFND 2,1 47,000 0 0
CELANESE CORP DEL COM SER A 150870103 1,426 15,023 SH   DFND 2,1 2,400 0 12,623
CELANESE CORP DEL COM SER A 150870103 6,798 71,600 SH   DFND 6,2,1 4,500 0 67,100
CELESTICA INC SUB VTG SHS 15101Q108 215 15,800 SH   DFND 6,2,1 1,200 0 14,600
CELGENE CORP COM 151020104 148,495 1,143,414 SH   DFND 2,1 1,125,319 0 18,095
CELGENE CORP COM 151020104 14,545 112,000 SH   DFND 6,2,1 103,100 0 8,900
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,207 488,750 SH   DFND 6,2,1 216,850 0 271,900
CENTENE CORP DEL COM 15135B101 22,031 275,795 SH   DFND 2,1 275,795 0 0
CENTENE CORP DEL COM 15135B101 727 9,100 SH   DFND 6,2,1 0 0 9,100
CENOVUS ENERGY INC COM 15135U109 202 27,422 SH   DFND 2,1 27,422 0 0
CENTERPOINT ENERGY INC COM 15189T107 145 5,300 SH   DFND 2,1 5,300 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,189 153,000 SH   DFND 6,2,1 24,700 0 128,300
CENTRAL GARDEN & PET CO COM 153527106 3,001 94,410 SH   DFND 6,2,1 29,085 0 65,325
CENTRAL VALLEY CMNTY BANCORP COM 155685100 403 18,200 SH   DFND 6,2,1 9,800 0 8,400
CENTURY BANCORP INC MASS CL A NON VTG 156432106 814 12,800 SH   DFND 6,2,1 6,400 0 6,400
CENTURY CASINOS INC COM 156492100 248 33,640 SH   DFND 6,2,1 17,060 0 16,580
CENTURYLINK INC COM 156700106 56 2,334 SH   DFND 2,1 2,334 0 0
CENTURYLINK INC COM 156700106 566 23,700 SH   DFND 6,2,1 20,300 0 3,400
CERNER CORP COM 156782104 55,673 837,561 SH   DFND 2,1 837,561 0 0
CERNER CORP COM 156782104 3,463 52,100 SH   DFND 6,2,1 6,000 0 46,100
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,188 3,527 SH   DFND 2,1 2,459 0 1,068
CHARTER COMMUNICATIONS INC N CL A 16119P108 12,194 36,200 SH   DFND 6,2,1 26,400 0 9,800
CHASE CORP COM 16150R104 285 2,670 SH   DFND 6,2,1 0 0 2,670
CHATHAM LODGING TR COM 16208T102 1,768 88,000 SH   DFND 6,2,1 36,300 0 51,700
CHEESECAKE FACTORY INC COM 163072101 5,890 117,100 SH   DFND 6,2,1 53,200 0 63,900
CHEMICAL FINL CORP COM 163731102 4,415 91,200 SH   DFND 6,2,1 6,900 0 84,300
CHENIERE ENERGY INC COM NEW 16411R208 257 5,282 SH   DFND 2,1 5,282 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 71 2,900 SH   DFND 2,1 0 0 2,900
CHESAPEAKE LODGING TR SH BEN INT 165240102 4,490 183,500 SH   DFND 6,2,1 79,900 0 103,600
CHEVRON CORP NEW COM 166764100 15,827 151,706 SH   DFND 2,1 99,670 0 52,036
CHEVRON CORP NEW COM 166764100 33,177 318,000 SH   DFND 6,2,1 250,400 0 67,600
CHICOS FAS INC COM 168615102 1,367 145,110 SH   DFND 6,2,1 15,690 0 129,420
CHIMERIX INC COM 16934W106 1,409 258,573 SH   DFND 6,2,1 111,373 0 147,200
CHINA BIOLOGIC PRODS INC COM 16938C106 10,669 94,334 SH   DFND 2,1 70,411 0 23,923
CHIPOTLE MEXICAN GRILL INC COM 169656105 37,151 89,284 SH   DFND 2,1 89,284 0 0
CHURCH & DWIGHT INC COM 171340102 316 6,100 SH   DFND 2,1 6,100 0 0
CHURCH & DWIGHT INC COM 171340102 11,813 227,700 SH   DFND 6,2,1 12,400 0 215,300
CIMAREX ENERGY CO COM 171798101 220 2,344 SH   DFND 2,1 2,344 0 0
CINCINNATI FINL CORP COM 172062101 242 3,338 SH   DFND 2,1 3,338 0 0
CINCINNATI FINL CORP COM 172062101 507 7,000 SH   DFND 6,2,1 7,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,898 48,850 SH   DFND 2,1 48,100 0 750
CINEMARK HOLDINGS INC COM 17243V102 17,692 455,390 SH   DFND 6,2,1 236,400 0 218,990
CIRRUS LOGIC INC COM 172755100 5,344 85,203 SH   DFND 2,1 85,203 0 0
CIRRUS LOGIC INC COM 172755100 10,883 173,520 SH   DFND 6,2,1 59,200 0 114,320
CISCO SYS INC COM 17275R102 89,843 2,870,392 SH   DFND 2,1 2,655,778 0 214,614
CISCO SYS INC COM 17275R102 51,179 1,635,100 SH   DFND 6,2,1 774,500 0 860,600
CINTAS CORP COM 172908105 315 2,500 SH   DFND 2,1 2,500 0 0
CINTAS CORP COM 172908105 7,184 57,000 SH   DFND 6,2,1 4,600 0 52,400
CITIGROUP INC COM NEW 172967424 27,245 407,376 SH   DFND 2,1 212,136 0 195,240
CITIGROUP INC COM NEW 172967424 25,582 382,500 SH   DFND 6,2,1 347,300 0 35,200
CITIZENS FINL GROUP INC COM 174610105 3,597 100,809 SH   DFND 2,1 100,809 0 0
CITIZENS FINL GROUP INC COM 174610105 1,541 43,200 SH   DFND 6,2,1 0 0 43,200
CITRIX SYS INC COM 177376100 151 1,900 SH   DFND 2,1 1,900 0 0
CITRIX SYS INC COM 177376100 1,806 22,700 SH   DFND 6,2,1 3,300 0 19,400
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 18,009 15,000,000 PRN   DFND 2,1 10,000,000 0 5,000,000
CIVISTA BANCSHARES INC COM NO PAR 178867107 628 30,094 SH   DFND 6,2,1 8,014 0 22,080
CLOROX CO DEL COM 189054109 426 3,200 SH   DFND 2,1 3,200 0 0
CLOROX CO DEL COM 189054109 13,790 103,500 SH   DFND 6,2,1 7,900 0 95,600
COCA COLA CO COM 191216100 12,580 280,493 SH   DFND 2,1 207,796 0 72,697
COCA COLA CO COM 191216100 79,201 1,765,900 SH   DFND 6,2,1 559,800 0 1,206,100
CODEXIS INC COM 192005106 642 117,770 SH   DFND 6,2,1 51,500 0 66,270
COEUR MNG INC COM NEW 192108504 263 30,625 SH   DFND 2,1 0 0 30,625
COGNEX CORP COM 192422103 47,281 556,902 SH   DFND 2,1 556,902 0 0
COGNEX CORP COM 192422103 2,012 23,700 SH   DFND 6,2,1 13,800 0 9,900
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,857 27,960 SH   DFND 2,1 9,242 0 18,718
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 20,292 305,600 SH   DFND 6,2,1 88,000 0 217,600
COHERENT INC COM 192479103 7,942 35,300 SH   DFND 6,2,1 10,100 0 25,200
COHERUS BIOSCIENCES INC COM 19249H103 5,937 413,728 SH   DFND 2,1 413,728 0 0
COHU INC COM 192576106 208 13,200 SH   DFND 6,2,1 3,600 0 9,600
COLGATE PALMOLIVE CO COM 194162103 17,443 235,301 SH   DFND 2,1 192,151 0 43,150
COLGATE PALMOLIVE CO COM 194162103 44,330 598,000 SH   DFND 6,2,1 143,600 0 454,400
COLONY STARWOOD HOMES COM 19625X102 395 11,500 SH   DFND 6,2,1 0 0 11,500
COLUMBIA PPTY TR INC COM NEW 198287203 121 5,412 SH   DFND 2,1 5,412 0 0
COLUMBIA PPTY TR INC COM NEW 198287203 2,851 127,400 SH   DFND 6,2,1 90,500 0 36,900
COLUMBUS MCKINNON CORP N Y COM 199333105 2,064 81,200 SH   DFND 6,2,1 31,700 0 49,500
COMCAST CORP NEW CL A 20030N101 14,587 374,782 SH   DFND 2,1 284,434 0 90,348
COMCAST CORP NEW CL A 20030N101 80,311 2,063,500 SH   DFND 6,2,1 803,900 0 1,259,600
COMERICA INC COM 200340107 59 800 SH   DFND 2,1 800 0 0
COMERICA INC COM 200340107 1,450 19,800 SH   DFND 6,2,1 0 0 19,800
COMMERCIAL METALS CO COM 201723103 1,224 63,000 SH   DFND 6,2,1 12,700 0 50,300
COMMSCOPE HLDG CO INC COM 20337X109 40 1,058 SH   DFND 2,1 1,058 0 0
COMMSCOPE HLDG CO INC COM 20337X109 2,514 66,100 SH   DFND 6,2,1 32,400 0 33,700
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 108 11,339 SH   DFND 2,1 0 0 11,339
COMPASS MINERALS INTL INC COM 20451N101 313 4,800 SH   DFND 6,2,1 0 0 4,800
COMPUTER PROGRAMS & SYS INC COM 205306103 1,141 34,800 SH   DFND 6,2,1 3,300 0 31,500
CONAGRA BRANDS INC COM 205887102 68 1,900 SH   DFND 2,1 1,900 0 0
CONAGRA BRANDS INC COM 205887102 8,171 228,500 SH   DFND 6,2,1 7,000 0 221,500
CONATUS PHARMACEUTICALS INC COM 20600T108 2,583 448,515 SH   DFND 2,1 448,515 0 0
CONCHO RES INC COM 20605P101 47,322 389,382 SH   DFND 2,1 389,382 0 0
CONCHO RES INC COM 20605P101 644 5,300 SH   DFND 6,2,1 0 0 5,300
CONMED CORP COM 207410101 1,423 27,940 SH   DFND 6,2,1 8,360 0 19,580
CONOCOPHILLIPS COM 20825C104 6,905 157,081 SH   DFND 2,1 84,256 0 72,825
CONOCOPHILLIPS COM 20825C104 8,357 190,100 SH   DFND 6,2,1 173,900 0 16,200
CONSOLIDATED EDISON INC COM 209115104 333 4,126 SH   DFND 2,1 4,126 0 0
CONSOLIDATED EDISON INC COM 209115104 16,301 201,700 SH   DFND 6,2,1 13,000 0 188,700
CONSTELLATION BRANDS INC CL A 21036P108 13,432 69,332 SH   DFND 2,1 69,332 0 0
CONSTELLATION BRANDS INC CL A 21036P108 9,493 49,000 SH   DFND 6,2,1 4,000 0 45,000
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 682 102,700 SH   DFND 6,2,1 33,000 0 69,700
CONTROL4 CORP COM 21240D107 253 12,900 SH   DFND 6,2,1 2,500 0 10,400
COOPER COS INC COM NEW 216648402 45,069 188,244 SH   DFND 2,1 188,244 0 0
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,446 43,050 SH   DFND 6,2,1 18,050 0 25,000
CORELOGIC INC COM 21871D103 1,037 23,900 SH   DFND 6,2,1 0 0 23,900
CORECIVIC INC COM 21871N101 701 25,400 SH   DFND 2,1 20,900 0 4,500
CORECIVIC INC COM 21871N101 5,643 204,600 SH   DFND 6,2,1 103,500 0 101,100
CORNING INC COM 219350105 124 4,115 SH   DFND 2,1 4,115 0 0
CORNING INC COM 219350105 7,323 243,700 SH   DFND 6,2,1 7,300 0 236,400
COSTCO WHSL CORP NEW COM 22160K105 64,128 400,978 SH   DFND 2,1 399,355 0 1,623
COSTCO WHSL CORP NEW COM 22160K105 46,444 290,400 SH   DFND 6,2,1 71,600 0 218,800
COUSINS PPTYS INC COM 222795106 1,363 155,084 SH   DFND 2,1 155,084 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 686 4,100 SH   DFND 2,1 3,600 0 500
CRACKER BARREL OLD CTRY STOR COM 22410J106 11,156 66,700 SH   DFND 6,2,1 28,400 0 38,300
CRANE CO COM 224399105 8,708 109,700 SH   DFND 6,2,1 38,100 0 71,600
CRAWFORD & CO CL B 224633107 1,301 139,915 SH   DFND 6,2,1 61,770 0 78,145
CRAWFORD & CO CL A 224633206 217 27,840 SH   DFND 6,2,1 15,300 0 12,540
CRESCENT PT ENERGY CORP COM 22576C101 100 13,085 SH   DFND 2,1 13,085 0 0
CRITEO S A SPONS ADS 226718104 1,754 35,765 SH   DFND 2,1 35,765 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 631 6,295 SH   DFND 2,1 6,295 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 5,590 55,800 SH   DFND 6,2,1 50,900 0 4,900
CROWN HOLDINGS INC COM 228368106 1,336 22,400 SH   DFND 2,1 22,400 0 0
CROWN HOLDINGS INC COM 228368106 7,446 124,800 SH   DFND 6,2,1 68,300 0 56,500
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 1,239 23,000 SH   DFND 2,1 23,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 4,034 74,900 SH   DFND 6,2,1 61,200 0 13,700
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 17,509 15,200,000 PRN   DFND 2,1 14,000,000 0 1,200,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 4,263 3,500,000 PRN   DFND 2,1 3,500,000 0 0
CUMMINS INC COM 231021106 714 4,400 SH   DFND 2,1 2,600 0 1,800
CUMMINS INC COM 231021106 14,373 88,600 SH   DFND 6,2,1 5,600 0 83,000
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,364 12,342 SH   DFND 2,1 0 0 12,342
CUSTOMERS BANCORP INC COM 23204G100 396 14,000 SH   DFND 6,2,1 3,300 0 10,700
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,798 205,000 SH   DFND 2,1 205,000 0 0
CYRUSONE INC COM 23283R100 13,659 245,001 SH   DFND 2,1 245,001 0 0
DDR CORP COM 23317H102 2,580 284,454 SH   DFND 2,1 284,454 0 0
DDR CORP COM 23317H102 2,400 264,600 SH   DFND 6,2,1 105,200 0 159,400
D R HORTON INC COM 23331A109 62 1,800 SH   DFND 2,1 1,800 0 0
D R HORTON INC COM 23331A109 785 22,700 SH   DFND 6,2,1 0 0 22,700
DHI GROUP INC COM 23331S100 301 105,600 SH   DFND 6,2,1 82,900 0 22,700
DST SYS INC DEL COM 233326107 747 12,100 SH   DFND 2,1 12,100 0 0
DST SYS INC DEL COM 233326107 12,136 196,700 SH   DFND 6,2,1 79,900 0 116,800
DTE ENERGY CO COM 233331107 423 4,000 SH   DFND 2,1 4,000 0 0
DTE ENERGY CO COM 233331107 17,201 162,600 SH   DFND 6,2,1 1,700 0 160,900
DXC TECHNOLOGY CO COM 23355L106 3,140 40,928 SH   DFND 2,1 33,987 0 6,941
DXC TECHNOLOGY CO COM 23355L106 17,395 226,730 SH   DFND 6,2,1 198,791 0 27,939
DANA INCORPORATED COM 235825205 505 22,600 SH   DFND 2,1 22,600 0 0
DANA INCORPORATED COM 235825205 8,479 379,700 SH   DFND 6,2,1 154,800 0 224,900
DANAHER CORP DEL COM 235851102 46,557 551,684 SH   DFND 2,1 550,912 0 772
DANAHER CORP DEL COM 235851102 28,583 338,700 SH   DFND 6,2,1 86,800 0 251,900
DARDEN RESTAURANTS INC COM 237194105 6,494 71,800 SH   DFND 2,1 68,800 0 3,000
DARDEN RESTAURANTS INC COM 237194105 52,717 582,900 SH   DFND 6,2,1 416,200 0 166,700
DARLING INGREDIENTS INC COM 237266101 299 19,000 SH   DFND 2,1 19,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 496 29,200 SH   DFND 2,1 24,900 0 4,300
DEAN FOODS CO NEW COM NEW 242370203 6,854 403,200 SH   DFND 6,2,1 150,300 0 252,900
DEERE & CO COM 244199105 152 1,231 SH   DFND 2,1 1,231 0 0
DEERE & CO COM 244199105 15,795 127,800 SH   DFND 6,2,1 47,100 0 80,700
DEL FRISCOS RESTAURANT GROUP COM 245077102 203 12,600 SH   DFND 6,2,1 3,100 0 9,500
DEL TACO RESTAURANTS INC COM 245496104 293 21,300 SH   DFND 6,2,1 4,900 0 16,400
DELL TECHNOLOGIES INC COM CL V 24703L103 1,677 27,443 SH   DFND 2,1 1,022 0 26,421
DELTA AIR LINES INC DEL COM NEW 247361702 234 4,352 SH   DFND 2,1 4,352 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,788 89,100 SH   DFND 6,2,1 85,600 0 3,500
DELUXE CORP COM 248019101 871 12,582 SH   DFND 2,1 12,582 0 0
DELUXE CORP COM 248019101 13,431 194,035 SH   DFND 6,2,1 95,535 0 98,500
DERMIRA INC COM 24983L104 6,185 212,254 SH   DFND 2,1 212,254 0 0
DEVON ENERGY CORP NEW COM 25179M103 416 13,025 SH   DFND 2,1 13,025 0 0
DEVON ENERGY CORP NEW COM 25179M103 45 1,400 SH   DFND 6,2,1 0 0 1,400
DEXCOM INC COM 252131107 87,342 1,194,011 SH   DFND 2,1 1,194,011 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 63 5,784 SH   DFND 2,1 1,484 0 4,300
DIAMONDROCK HOSPITALITY CO COM 252784301 4,522 413,000 SH   DFND 6,2,1 180,800 0 232,200
DIAMONDBACK ENERGY INC COM 25278X109 7,815 88,000 SH   DFND 2,1 88,000 0 0
DICKS SPORTING GOODS INC COM 253393102 1,954 49,067 SH   DFND 2,1 49,067 0 0
DIGITAL RLTY TR INC COM 253868103 247 2,187 SH   DFND 2,1 2,187 0 0
DIGITAL RLTY TR INC COM 253868103 23 200 SH   DFND 6,2,1 0 0 200
DINEEQUITY INC COM 254423106 570 12,942 SH   DFND 6,2,1 6,300 0 6,642
DISNEY WALT CO COM DISNEY 254687106 19,507 183,596 SH   DFND 2,1 132,533 0 51,063
DISNEY WALT CO COM DISNEY 254687106 59,829 563,100 SH   DFND 6,2,1 218,900 0 344,200
DISCOVER FINL SVCS COM 254709108 1,524 24,500 SH   DFND 2,1 24,500 0 0
DISCOVER FINL SVCS COM 254709108 9,683 155,700 SH   DFND 6,2,1 5,000 0 150,700
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 22 850 SH   DFND 2,1 850 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 10,893 421,700 SH   DFND 6,2,1 305,900 0 115,800
DISH NETWORK CORP CL A 25470M109 66 1,046 SH   DFND 2,1 1,046 0 0
DISH NETWORK CORP CL A 25470M109 408 6,500 SH   DFND 6,2,1 1,000 0 5,500
DOLLAR GEN CORP NEW COM 256677105 375 5,200 SH   DFND 2,1 5,200 0 0
DOLLAR GEN CORP NEW COM 256677105 11,354 157,500 SH   DFND 6,2,1 7,500 0 150,000
DOLLAR TREE INC COM 256746108 70 999 SH   DFND 2,1 999 0 0
DOLLAR TREE INC COM 256746108 615 8,800 SH   DFND 6,2,1 0 0 8,800
DOMINION ENERGY INC COM 25746U109 1,221 15,928 SH   DFND 2,1 15,928 0 0
DOMINION ENERGY INC COM 25746U109 33,112 432,100 SH   DFND 6,2,1 86,500 0 345,600
DOMINOS PIZZA INC COM 25754A201 2,390 11,300 SH   DFND 2,1 10,200 0 1,100
DOMINOS PIZZA INC COM 25754A201 14,617 69,100 SH   DFND 6,2,1 23,900 0 45,200
DOUGLAS EMMETT INC COM 25960P109 1,566 40,979 SH   DFND 2,1 40,979 0 0
DOVER CORP COM 260003108 53 664 SH   DFND 2,1 664 0 0
DOVER CORP COM 260003108 1,725 21,500 SH   DFND 6,2,1 0 0 21,500
DOW CHEM CO COM 260543103 24,068 381,606 SH   DFND 2,1 308,402 0 73,204
DOW CHEM CO COM 260543103 32,096 508,900 SH   DFND 6,2,1 157,900 0 351,000
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,009 87,900 SH   DFND 2,1 82,300 0 5,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 71,444 784,150 SH   DFND 6,2,1 459,950 0 324,200
DU PONT E I DE NEMOURS & CO COM 263534109 4,016 49,755 SH   DFND 2,1 23,978 0 25,777
DU PONT E I DE NEMOURS & CO COM 263534109 16,675 206,600 SH   DFND 6,2,1 109,100 0 97,500
DUKE REALTY CORP COM NEW 264411505 5,843 209,064 SH   DFND 2,1 209,064 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 7,485 89,542 SH   DFND 2,1 75,217 0 14,325
DUKE ENERGY CORP NEW COM NEW 26441C204 45,478 544,060 SH   DFND 6,2,1 187,700 0 356,360
DUN & BRADSTREET CORP DEL NE COM 26483E100 616 5,700 SH   DFND 2,1 5,700 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 9,238 85,418 SH   DFND 6,2,1 36,818 0 48,600
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 2,228 230,900 SH   DFND 6,2,1 103,500 0 127,400
EL POLLO LOCO HLDGS INC COM 268603107 284 20,500 SH   DFND 6,2,1 4,600 0 15,900
EOG RES INC COM 26875P101 68,206 753,495 SH   DFND 2,1 753,149 0 346
EOG RES INC COM 26875P101 7,097 78,400 SH   DFND 6,2,1 72,500 0 5,900
EQT CORP COM 26884L109 259 4,425 SH   DFND 2,1 4,425 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 45 1,191 SH   DFND 2,1 1,191 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 647 17,000 SH   DFND 6,2,1 0 0 17,000
EAST WEST BANCORP INC COM 27579R104 1,270 21,682 SH   DFND 2,1 21,682 0 0
EAST WEST BANCORP INC COM 27579R104 5,126 87,500 SH   DFND 6,2,1 49,600 0 37,900
EASTERLY GOVT PPTYS INC COM 27616P103 1,257 60,000 SH   DFND 2,1 60,000 0 0
EASTMAN CHEM CO COM 277432100 59 700 SH   DFND 2,1 700 0 0
EASTMAN CHEM CO COM 277432100 1,134 13,500 SH   DFND 6,2,1 0 0 13,500
EBAY INC COM 278642103 13,831 396,088 SH   DFND 2,1 379,072 0 17,016
EBAY INC COM 278642103 63,443 1,816,800 SH   DFND 6,2,1 1,427,000 0 389,800
ECHOSTAR CORP CL A 278768106 3,932 64,775 SH   DFND 6,2,1 25,975 0 38,800
ECOLAB INC COM 278865100 83,660 630,204 SH   DFND 2,1 589,470 0 40,734
ECOLAB INC COM 278865100 95,580 720,000 SH   DFND 6,2,1 408,800 0 311,200
EDISON INTL COM 281020107 117 1,501 SH   DFND 2,1 1,501 0 0
EDISON INTL COM 281020107 3,065 39,200 SH   DFND 6,2,1 2,200 0 37,000
EDWARDS LIFESCIENCES CORP COM 28176E108 14,340 121,279 SH   DFND 2,1 121,279 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 11,055 93,500 SH   DFND 6,2,1 6,600 0 86,900
ELECTRONIC ARTS INC COM 285512109 13,200 124,856 SH   DFND 2,1 124,856 0 0
ELECTRONIC ARTS INC COM 285512109 19,156 181,200 SH   DFND 6,2,1 43,500 0 137,700
ELLIS PERRY INTL INC COM 288853104 1,510 77,610 SH   DFND 6,2,1 35,900 0 41,710
EMERGENT BIOSOLUTIONS INC COM 29089Q105 244 7,200 SH   DFND 6,2,1 0 0 7,200
EMERSON ELEC CO COM 291011104 597 10,011 SH   DFND 2,1 9,987 0 24
EMERSON ELEC CO COM 291011104 47,350 794,200 SH   DFND 6,2,1 345,100 0 449,100
ENCANA CORP COM 292505104 191 21,751 SH   DFND 2,1 21,751 0 0
ENBRIDGE INC COM 29250N105 2,435 61,178 SH   DFND 2,1 50,347 0 10,831
ENBRIDGE INC COM 29250N105 2,904 72,940 SH   DFND 6,2,1 12,300 0 60,640
ENDOLOGIX INC COM 29266S106 4,679 962,787 SH   DFND 2,1 962,787 0 0
ENERNOC INC COM 292764107 987 127,400 SH   DFND 6,2,1 58,300 0 69,100
ENTERGY CORP NEW COM 29364G103 54 700 SH   DFND 2,1 700 0 0
ENTERGY CORP NEW COM 29364G103 476 6,200 SH   DFND 6,2,1 6,200 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 542 20,000 SH   DFND 2,1 20,000 0 0
EPAM SYS INC COM 29414B104 841 10,000 SH   DFND 2,1 10,000 0 0
EQUIFAX INC COM 294429105 498 3,626 SH   DFND 2,1 3,626 0 0
EQUIFAX INC COM 294429105 13,852 100,800 SH   DFND 6,2,1 5,000 0 95,800
EQUINIX INC COM PAR $0.001 29444U700 158 368 SH   DFND 2,1 368 0 0
EQUINIX INC COM PAR $0.001 29444U700 5,193 12,100 SH   DFND 6,2,1 10,000 0 2,100
EQUITY COMWLTH COM SH BEN INT 294628102 620 19,619 SH   DFND 2,1 19,619 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 5,246 166,018 SH   DFND 6,2,1 77,618 0 88,400
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,232 94,672 SH   DFND 2,1 90,072 0 4,600
EQUITY RESIDENTIAL SH BEN INT 29476L107 323 4,900 SH   DFND 6,2,1 4,900 0 0
ESSEX PPTY TR INC COM 297178105 231 897 SH   DFND 2,1 897 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 360 3,800 SH   DFND 6,2,1 0 0 3,800
EURONET WORLDWIDE INC COM 298736109 1,696 19,410 SH   DFND 2,1 19,410 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 15,330 12,000,000 PRN   DFND 2,1 11,000,000 0 1,000,000
EVERTEC INC COM 30040P103 4,091 236,500 SH   DFND 6,2,1 103,100 0 133,400
EVERSOURCE ENERGY COM 30040W108 3,723 61,319 SH   DFND 2,1 61,319 0 0
EVERSOURCE ENERGY COM 30040W108 53,036 873,600 SH   DFND 6,2,1 498,100 0 375,500
EXACT SCIENCES CORP COM 30063P105 2,161 61,100 SH   DFND 6,2,1 21,100 0 40,000
EXACTECH INC COM 30064E109 1,800 60,400 SH   DFND 6,2,1 27,300 0 33,100
EXELON CORP COM 30161N101 477 13,218 SH   DFND 2,1 4,118 0 9,100
EXELON CORP COM 30161N101 7,008 194,300 SH   DFND 6,2,1 141,800 0 52,500
EXFO INC SUB VTG SHS 302046107 99 21,000 SH   DFND 6,2,1 13,000 0 8,000
EXPEDIA INC DEL COM NEW 30212P303 89 600 SH   DFND 2,1 600 0 0
EXPEDIA INC DEL COM NEW 30212P303 357 2,400 SH   DFND 6,2,1 0 0 2,400
EXPEDITORS INTL WASH INC COM 302130109 50 891 SH   DFND 2,1 891 0 0
EXPEDITORS INTL WASH INC COM 302130109 1,327 23,500 SH   DFND 6,2,1 0 0 23,500
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,457 22,819 SH   DFND 2,1 6,388 0 16,431
EXPRESS SCRIPTS HLDG CO COM 30219G108 9,033 141,500 SH   DFND 6,2,1 79,400 0 62,100
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 263 13,600 SH   DFND 2,1 13,600 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,286 221,400 SH   DFND 6,2,1 72,200 0 149,200
EXTRA SPACE STORAGE INC COM 30225T102 23,553 301,966 SH   DFND 2,1 301,966 0 0
EXTRA SPACE STORAGE INC COM 30225T102 156 2,000 SH   DFND 6,2,1 2,000 0 0
EXTREME NETWORKS INC COM 30226D106 844 91,590 SH   DFND 6,2,1 15,530 0 76,060
EXTERRAN CORP COM 30227H106 72 2,700 SH   DFND 2,1 2,700 0 0
EXTERRAN CORP COM 30227H106 3,563 133,441 SH   DFND 6,2,1 61,141 0 72,300
EZCORP INC CL A NON VTG 302301106 1,056 137,193 SH   DFND 6,2,1 42,393 0 94,800
EXXON MOBIL CORP COM 30231G102 44,324 549,043 SH   DFND 2,1 532,311 0 16,732
EXXON MOBIL CORP COM 30231G102 113,377 1,404,400 SH   DFND 6,2,1 717,900 0 686,500
FLIR SYS INC COM 302445101 835 24,102 SH   DFND 2,1 24,102 0 0
F M C CORP COM NEW 302491303 701 9,600 SH   DFND 2,1 9,600 0 0
FNB CORP PA COM 302520101 292 20,600 SH   DFND 6,2,1 8,400 0 12,200
FTI CONSULTING INC COM 302941109 3,101 88,700 SH   DFND 6,2,1 42,700 0 46,000
FACEBOOK INC CL A 30303M102 144,128 954,616 SH   DFND 2,1 930,854 0 23,762
FACEBOOK INC CL A 30303M102 71,478 473,427 SH   DFND 6,2,1 401,827 0 71,600
FASTENAL CO COM 311900104 3,139 72,106 SH   DFND 2,1 72,106 0 0
FASTENAL CO COM 311900104 5,698 130,900 SH   DFND 6,2,1 8,800 0 122,100
FEDEX CORP COM 31428X106 5,924 27,259 SH   DFND 2,1 22,497 0 4,762
FEDEX CORP COM 31428X106 10,910 50,200 SH   DFND 6,2,1 34,400 0 15,800
F5 NETWORKS INC COM 315616102 45,360 357,000 SH   DFND 2,1 357,000 0 0
F5 NETWORKS INC COM 315616102 1,207 9,500 SH   DFND 6,2,1 0 0 9,500
FIDELITY NATL INFORMATION SV COM 31620M106 116 1,363 SH   DFND 2,1 1,363 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 2,092 24,500 SH   DFND 6,2,1 2,100 0 22,400
FIDELITY SOUTHERN CORP NEW COM 316394105 338 14,800 SH   DFND 6,2,1 3,800 0 11,000
FIFTH THIRD BANCORP COM 316773100 88 3,400 SH   DFND 2,1 3,400 0 0
FIFTH THIRD BANCORP COM 316773100 3,829 147,500 SH   DFND 6,2,1 0 0 147,500
FINISAR CORP COM NEW 31787A507 1,159 44,600 SH   DFND 6,2,1 10,600 0 34,000
FIRST BANCORP P R COM NEW 318672706 3,791 654,700 SH   DFND 6,2,1 278,300 0 376,400
FIRST CTZNS BANCSHARES INC N CL A 31946M103 596 1,600 SH   DFND 6,2,1 900 0 700
FIRST HORIZON NATL CORP COM 320517105 664 38,100 SH   DFND 6,2,1 0 0 38,100
FIRST POTOMAC RLTY TR COM 33610F109 1,714 154,304 SH   DFND 6,2,1 72,865 0 81,439
FIRST REP BK SAN FRANCISCO C COM 33616C100 10,122 101,122 SH   DFND 2,1 101,122 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,251 12,500 SH   DFND 6,2,1 0 0 12,500
FISERV INC COM 337738108 807 6,600 SH   DFND 2,1 6,600 0 0
FISERV INC COM 337738108 20,920 171,000 SH   DFND 6,2,1 6,100 0 164,900
FIRSTENERGY CORP COM 337932107 37 1,261 SH   DFND 2,1 1,261 0 0
FIRSTENERGY CORP COM 337932107 356 12,200 SH   DFND 6,2,1 12,200 0 0
FIVE9 INC COM 338307101 4,907 228,000 SH   DFND 2,1 228,000 0 0
FIVE9 INC COM 338307101 437 20,293 SH   DFND 6,2,1 11,193 0 9,100
FLOWERS FOODS INC COM 343498101 990 57,200 SH   DFND 2,1 57,200 0 0
FLOWERS FOODS INC COM 343498101 8,873 512,600 SH   DFND 6,2,1 232,900 0 279,700
FONAR CORP COM NEW 344437405 585 21,080 SH   DFND 6,2,1 15,610 0 5,470
FOOT LOCKER INC COM 344849104 34 700 SH   DFND 2,1 700 0 0
FOOT LOCKER INC COM 344849104 6,107 123,924 SH   DFND 6,2,1 97,224 0 26,700
FORD MTR CO DEL COM PAR $0.01 345370860 1,222 109,163 SH   DFND 2,1 19,996 0 89,167
FORD MTR CO DEL COM PAR $0.01 345370860 6,021 538,100 SH   DFND 6,2,1 496,200 0 41,900
FORTIS INC COM 349553107 4,279 121,749 SH   DFND 2,1 72,537 0 49,212
FORTIS INC COM 349553107 8,250 234,700 SH   DFND 6,2,1 9,400 0 225,300
FORTIVE CORP COM 34959J108 1,423 22,459 SH   DFND 2,1 8,826 0 13,633
FORTIVE CORP COM 34959J108 17,006 268,450 SH   DFND 6,2,1 17,400 0 251,050
FOX FACTORY HLDG CORP COM 35138V102 954 26,798 SH   DFND 2,1 26,798 0 0
FRANCO NEVADA CORP COM 351858105 2,762 38,280 SH   DFND 2,1 38,280 0 0
FRANKLIN RES INC COM 354613101 72 1,605 SH   DFND 2,1 1,605 0 0
FRANKLIN RES INC COM 354613101 1,205 26,900 SH   DFND 6,2,1 0 0 26,900
FRANKLIN STREET PPTYS CORP COM 35471R106 1,837 165,800 SH   DFND 6,2,1 124,300 0 41,500
FREDS INC CL A 356108100 1,586 171,870 SH   DFND 6,2,1 64,270 0 107,600
FREEPORT-MCMORAN INC CL B 35671D857 788 65,642 SH   DFND 2,1 65,642 0 0
FREEPORT-MCMORAN INC CL B 35671D857 14,626 1,217,800 SH   DFND 6,2,1 1,046,100 0 171,700
GEO GROUP INC NEW COM 36162J106 798 27,000 SH   DFND 6,2,1 22,400 0 4,600
GGP INC COM 36174X101 236 10,015 SH   DFND 2,1 10,015 0 0
GAIN CAP HLDGS INC COM 36268W100 761 122,200 SH   DFND 6,2,1 76,300 0 45,900
GAMING & LEISURE PPTYS INC COM 36467J108 1,520 40,353 SH   DFND 2,1 40,353 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 7,097 188,400 SH   DFND 6,2,1 96,900 0 91,500
GAMESTOP CORP NEW CL A 36467W109 797 36,900 SH   DFND 2,1 32,800 0 4,100
GAMESTOP CORP NEW CL A 36467W109 7,375 341,300 SH   DFND 6,2,1 166,300 0 175,000
GAP INC DEL COM 364760108 2,915 132,546 SH   DFND 2,1 124,946 0 7,600
GAP INC DEL COM 364760108 22,155 1,007,500 SH   DFND 6,2,1 921,200 0 86,300
GARTNER INC COM 366651107 145 1,176 SH   DFND 2,1 1,176 0 0
GARTNER INC COM 366651107 593 4,800 SH   DFND 6,2,1 2,000 0 2,800
GENERAL DYNAMICS CORP COM 369550108 156 787 SH   DFND 2,1 787 0 0
GENERAL DYNAMICS CORP COM 369550108 456 2,300 SH   DFND 6,2,1 900 0 1,400
GENERAL ELECTRIC CO COM 369604103 54,878 2,031,773 SH   DFND 2,1 1,791,422 0 240,351
GENERAL ELECTRIC CO COM 369604103 41,185 1,524,800 SH   DFND 6,2,1 1,232,000 0 292,800
GENERAL MLS INC COM 370334104 1,662 30,000 SH   DFND 2,1 27,200 0 2,800
GENERAL MLS INC COM 370334104 55,411 1,000,200 SH   DFND 6,2,1 480,800 0 519,400
GENERAL MTRS CO COM 37045V100 897 25,669 SH   DFND 2,1 7,403 0 18,266
GENERAL MTRS CO COM 37045V100 16,288 466,300 SH   DFND 6,2,1 196,100 0 270,200
GENTEX CORP COM 371901109 758 39,960 SH   DFND 2,1 39,960 0 0
GENOCEA BIOSCIENCES INC COM 372427104 3,059 586,066 SH   DFND 2,1 586,066 0 0
GENUINE PARTS CO COM 372460105 334 3,600 SH   DFND 2,1 3,600 0 0
GENUINE PARTS CO COM 372460105 11,372 122,600 SH   DFND 6,2,1 6,600 0 116,000
GILEAD SCIENCES INC COM 375558103 149,311 2,109,505 SH   DFND 2,1 2,086,076 0 23,429
GILEAD SCIENCES INC COM 375558103 69,244 978,300 SH   DFND 6,2,1 631,100 0 347,200
GLOBAL NET LEASE INC COM NEW 379378201 538 24,199 SH   DFND 6,2,1 10,200 0 13,999
GLOBAL PMTS INC COM 37940X102 10,754 119,061 SH   DFND 2,1 119,061 0 0
GLOBUS MED INC CL A 379577208 22,386 675,281 SH   DFND 2,1 675,281 0 0
GOLDCORP INC NEW COM 380956409 2,774 214,887 SH   DFND 2,1 186,595 0 28,292
GOLDMAN SACHS GROUP INC COM 38141G104 6,732 30,340 SH   DFND 2,1 7,597 0 22,743
GOLDMAN SACHS GROUP INC COM 38141G104 13,625 61,400 SH   DFND 6,2,1 43,200 0 18,200
GRAHAM HLDGS CO COM 384637104 780 1,300 SH   DFND 2,1 1,100 0 200
GRAHAM HLDGS CO COM 384637104 11,317 18,872 SH   DFND 6,2,1 7,000 0 11,872
GRAINGER W W INC COM 384802104 241 1,336 SH   DFND 2,1 300 0 1,036
GRAINGER W W INC COM 384802104 2,365 13,100 SH   DFND 6,2,1 0 0 13,100
GREAT PLAINS ENERGY INC COM 391164100 1,774 60,600 SH   DFND 6,2,1 0 0 60,600
GREENBRIER COS INC COM 393657101 4,653 100,600 SH   DFND 6,2,1 37,700 0 62,900
GREIF INC CL A 397624107 6,878 123,300 SH   DFND 6,2,1 51,500 0 71,800
GRIFFON CORP COM 398433102 2,024 92,220 SH   DFND 6,2,1 37,100 0 55,120
GROUPE CGI INC CL A SUB VTG 39945C109 412 8,072 SH   DFND 2,1 5,853 0 2,219
GROUPE CGI INC CL A SUB VTG 39945C109 7,783 152,400 SH   DFND 6,2,1 111,600 0 40,800
GROUPON INC COM 399473107 5,332 1,388,600 SH   DFND 6,2,1 640,600 0 748,000
HCA HEALTHCARE INC COM 40412C101 2,224 25,500 SH   DFND 2,1 19,400 0 6,100
HCA HEALTHCARE INC COM 40412C101 24,922 285,800 SH   DFND 6,2,1 99,000 0 186,800
HCP INC COM 40414L109 512 16,019 SH   DFND 2,1 16,019 0 0
HCP INC COM 40414L109 144 4,500 SH   DFND 6,2,1 4,500 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 18,352 211,012 SH   DFND 2,1 94,027 0 116,985
HNI CORP COM 404251100 247 6,200 SH   DFND 6,2,1 0 0 6,200
HP INC COM 40434L105 454 25,972 SH   DFND 2,1 7,524 0 18,448
HP INC COM 40434L105 4,328 247,600 SH   DFND 6,2,1 12,300 0 235,300
HALLIBURTON CO COM 406216101 6,808 159,408 SH   DFND 2,1 105,765 0 53,643
HALLIBURTON CO COM 406216101 5,300 124,100 SH   DFND 6,2,1 115,600 0 8,500
HALYARD HEALTH INC COM 40650V100 5,464 139,100 SH   DFND 6,2,1 57,500 0 81,600
HANESBRANDS INC COM 410345102 6,996 302,061 SH   DFND 2,1 302,061 0 0
HARLEY DAVIDSON INC COM 412822108 49 900 SH   DFND 2,1 900 0 0
HARLEY DAVIDSON INC COM 412822108 6,142 113,700 SH   DFND 6,2,1 84,800 0 28,900
HARMONIC INC COM 413160102 787 149,866 SH   DFND 6,2,1 43,146 0 106,720
HARRIS CORP DEL COM 413875105 1,984 18,188 SH   DFND 2,1 18,188 0 0
HARRIS CORP DEL COM 413875105 27,399 251,180 SH   DFND 6,2,1 192,480 0 58,700
HARVARD BIOSCIENCE INC COM 416906105 467 183,300 SH   DFND 6,2,1 110,800 0 72,500
HASBRO INC COM 418056107 435 3,898 SH   DFND 2,1 3,898 0 0
HASBRO INC COM 418056107 4,215 37,800 SH   DFND 6,2,1 3,900 0 33,900
HAVERTY FURNITURE INC COM 419596101 354 14,090 SH   DFND 6,2,1 3,600 0 10,490
HAWAIIAN HOLDINGS INC COM 419879101 1,620 34,500 SH   DFND 6,2,1 1,300 0 33,200
HEALTH INS INNOVATIONS INC COM CL A 42225K106 550 23,396 SH   DFND 6,2,1 10,712 0 12,684
HEARTLAND FINL USA INC COM 42234Q102 834 17,700 SH   DFND 6,2,1 3,000 0 14,700
HEIDRICK & STRUGGLES INTL IN COM 422819102 237 10,900 SH   DFND 6,2,1 2,700 0 8,200
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 136 24,200 SH   DFND 6,2,1 7,800 0 16,400
HERSHEY CO COM 427866108 365 3,400 SH   DFND 2,1 3,400 0 0
HERSHEY CO COM 427866108 9,534 88,800 SH   DFND 6,2,1 7,300 0 81,500
HESS CORP COM 42809H107 7,262 165,537 SH   DFND 2,1 160,737 0 4,800
HESS CORP COM 42809H107 43,984 1,002,600 SH   DFND 6,2,1 755,900 0 246,700
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,504 331,755 SH   DFND 2,1 250,932 0 80,823
HEWLETT PACKARD ENTERPRISE C COM 42824C109 15,145 912,900 SH   DFND 6,2,1 707,500 0 205,400
HEXCEL CORP NEW COM 428291108 48,118 911,497 SH   DFND 2,1 911,497 0 0
HILL ROM HLDGS INC COM 431475102 11,209 140,800 SH   DFND 6,2,1 49,200 0 91,600
HINGHAM INSTN SVGS MASS COM 433323102 677 3,719 SH   DFND 6,2,1 2,819 0 900
HOLLYFRONTIER CORP COM 436106108 129 4,703 SH   DFND 2,1 4,703 0 0
HOLLYFRONTIER CORP COM 436106108 288 10,467 SH   DFND 6,2,1 2,867 0 7,600
HOLOGIC INC COM 436440101 16,355 360,409 SH   DFND 2,1 360,409 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 13,185 9,000,000 PRN   DFND 2,1 7,900,000 0 1,100,000
HOME DEPOT INC COM 437076102 11,880 77,446 SH   DFND 2,1 46,139 0 31,307
HOME DEPOT INC COM 437076102 99,245 646,970 SH   DFND 6,2,1 307,270 0 339,700
HONEYWELL INTL INC COM 438516106 53,564 401,861 SH   DFND 2,1 394,559 0 7,302
HONEYWELL INTL INC COM 438516106 63,286 474,800 SH   DFND 6,2,1 109,800 0 365,000
HORMEL FOODS CORP COM 440452100 48 1,400 SH   DFND 2,1 1,400 0 0
HORMEL FOODS CORP COM 440452100 1,180 34,600 SH   DFND 6,2,1 0 0 34,600
HORIZON TECHNOLOGY FIN CORP COM 44045A102 227 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,679 57,591 SH   DFND 2,1 57,591 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 7,338 251,730 SH   DFND 6,2,1 148,130 0 103,600
HOST HOTELS & RESORTS INC COM 44107P104 9,244 505,951 SH   DFND 2,1 505,951 0 0
HOST HOTELS & RESORTS INC COM 44107P104 10,111 553,400 SH   DFND 6,2,1 477,700 0 75,700
HUBSPOT INC COM 443573100 4,603 70,000 SH   DFND 2,1 70,000 0 0
HUDBAY MINERALS INC COM 443628102 3,284 571,200 SH   DFND 6,2,1 282,900 0 288,300
HUDSON TECHNOLOGIES INC COM 444144109 136 16,100 SH   DFND 6,2,1 0 0 16,100
HUMANA INC COM 444859102 168 700 SH   DFND 2,1 700 0 0
HUMANA INC COM 444859102 6,593 27,400 SH   DFND 6,2,1 19,700 0 7,700
HUNTINGTON BANCSHARES INC COM 446150104 57 4,200 SH   DFND 2,1 4,200 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,521 112,500 SH   DFND 6,2,1 0 0 112,500
HUNTINGTON INGALLS INDS INC COM 446413106 1,860 9,994 SH   DFND 2,1 9,994 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,626 19,480 SH   DFND 6,2,1 1,900 0 17,580
HUNTSMAN CORP COM 447011107 7,687 297,500 SH   DFND 6,2,1 114,900 0 182,600
HUTTIG BLDG PRODS INC COM 448451104 344 49,140 SH   DFND 6,2,1 30,940 0 18,200
HYSTER YALE MATLS HANDLING I CL A 449172105 1,908 27,164 SH   DFND 6,2,1 12,334 0 14,830
IAC INTERACTIVECORP COM 44919P508 3,722 36,049 SH   DFND 2,1 34,149 0 1,900
IAC INTERACTIVECORP COM 44919P508 23,652 229,100 SH   DFND 6,2,1 144,200 0 84,900
ICF INTL INC COM 44925C103 1,091 23,160 SH   DFND 6,2,1 5,955 0 17,205
IES HLDGS INC COM 44951W106 457 25,200 SH   DFND 6,2,1 9,500 0 15,700
ILG INC COM 44967H101 8,929 324,800 SH   DFND 6,2,1 130,500 0 194,300
IPG PHOTONICS CORP COM 44980X109 44,391 305,937 SH   DFND 2,1 305,937 0 0
IAMGOLD CORP COM 450913108 75 14,500 SH   DFND 6,2,1 7,400 0 7,100
ICICI BK LTD ADR 45104G104 5,938 662,036 SH   DFND 2,1 0 0 662,036
IDEXX LABS INC COM 45168D104 6,856 42,470 SH   DFND 2,1 40,900 0 1,570
IDEXX LABS INC COM 45168D104 54,026 334,690 SH   DFND 6,2,1 232,290 0 102,400
IGNYTA INC COM 451731103 3,252 314,187 SH   DFND 2,1 314,187 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,311 30,093 SH   DFND 2,1 7,311 0 22,782
ILLINOIS TOOL WKS INC COM 452308109 37,317 260,500 SH   DFND 6,2,1 50,700 0 209,800
ILLUMINA INC COM 452327109 12,999 74,911 SH   DFND 2,1 74,911 0 0
ILLUMINA INC COM 452327109 382 2,200 SH   DFND 6,2,1 1,000 0 1,200
ILLUMINA INC NOTE 6/1 452327AF6 12,625 12,500,000 PRN   DFND 2,1 8,000,000 0 4,500,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,446 7,000,000 PRN   DFND 2,1 0 0 7,000,000
IMMUNOGEN INC COM 45253H101 2,188 307,800 SH   DFND 6,2,1 129,700 0 178,100
INCYTE CORP COM 45337C102 34,127 271,045 SH   DFND 2,1 271,045 0 0
INCYTE CORP COM 45337C102 227 1,800 SH   DFND 6,2,1 1,300 0 500
INDEPENDENT BK GROUP INC COM 45384B106 286 4,800 SH   DFND 6,2,1 1,700 0 3,100
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 1,493 48,570 SH   DFND 5,4,2,1 48,570 0 0
INFOSYS LTD SPONSORED ADR 456788108 534 35,527 SH   DFND 2,1 15,425 0 20,102
INGLES MKTS INC CL A 457030104 323 9,700 SH   DFND 6,2,1 2,400 0 7,300
INGREDION INC COM 457187102 3,826 32,092 SH   DFND 2,1 30,092 0 2,000
INGREDION INC COM 457187102 26,832 225,080 SH   DFND 6,2,1 111,080 0 114,000
INSIGHT ENTERPRISES INC COM 45765U103 1,446 36,150 SH   DFND 6,2,1 4,600 0 31,550
INSMED INC COM PAR $.01 457669307 6,431 374,773 SH   DFND 2,1 374,773 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,398 31,900 SH   DFND 6,2,1 2,300 0 29,600
INSULET CORP COM 45784P101 4,512 87,938 SH   DFND 2,1 87,938 0 0
INTEL CORP COM 458140100 18,991 562,868 SH   DFND 2,1 427,363 0 135,505
INTEL CORP COM 458140100 117,891 3,494,090 SH   DFND 6,2,1 2,508,490 0 985,600
INTEL CORP SDCV 12/1 458140AD2 40,644 31,100,000 PRN   DFND 2,1 10,000,000 0 21,100,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 8,263 5,000,000 PRN   DFND 2,1 0 0 5,000,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 10,735 88,669 SH   DFND 2,1 88,669 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,399 51,555 SH   DFND 2,1 51,555 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 12,400 188,100 SH   DFND 6,2,1 87,500 0 100,600
INTERDIGITAL INC COM 45867G101 100 1,300 SH   DFND 2,1 1,300 0 0
INTERDIGITAL INC COM 45867G101 216 2,800 SH   DFND 6,2,1 0 0 2,800
INTERNATIONAL BANCSHARES COR COM 459044103 487 13,885 SH   DFND 6,2,1 6,085 0 7,800
INTERNATIONAL BUSINESS MACHS COM 459200101 13,545 88,051 SH   DFND 2,1 76,764 0 11,287
INTERNATIONAL BUSINESS MACHS COM 459200101 127,448 828,500 SH   DFND 6,2,1 527,900 0 300,600
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 162 1,200 SH   DFND 2,1 1,200 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,534 48,400 SH   DFND 6,2,1 3,500 0 44,900
INTL PAPER CO COM 460146103 374 6,603 SH   DFND 2,1 6,134 0 469
INTL PAPER CO COM 460146103 2,440 43,100 SH   DFND 6,2,1 2,900 0 40,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 815 21,700 SH   DFND 6,2,1 4,600 0 17,100
INTERPUBLIC GROUP COS INC COM 460690100 222 9,030 SH   DFND 2,1 9,030 0 0
INTERPUBLIC GROUP COS INC COM 460690100 369 15,000 SH   DFND 6,2,1 0 0 15,000
INTUIT COM 461202103 2,306 17,362 SH   DFND 2,1 17,362 0 0
INTUIT COM 461202103 24,899 187,480 SH   DFND 6,2,1 40,800 0 146,680
INVACARE CORP COM 461203101 224 17,000 SH   DFND 6,2,1 4,000 0 13,000
INTUITIVE SURGICAL INC COM NEW 46120E602 47,725 51,023 SH   DFND 2,1 51,023 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 8,512 9,100 SH   DFND 6,2,1 4,200 0 4,900
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,275 205,240 SH   DFND 6,2,1 127,600 0 77,640
INVITATION HOMES INC COM 46187W107 4,901 226,600 SH   DFND 2,1 226,600 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 4,989 678,767 SH   DFND 2,1 678,767 0 0
IRON MTN INC NEW COM 46284V101 1,484 43,185 SH   DFND 2,1 43,185 0 0
IRON MTN INC NEW COM 46284V101 14,507 422,200 SH   DFND 6,2,1 384,600 0 37,600
ISHARES GOLD TRUST ISHARES 464285105 12,276 1,028,100 SH   DFND 5,4,2,1 1,028,100 0 0
ISHARES MSCI AUST ETF 464286103 1,936 89,315 SH   DFND 5,4,2,1 89,315 0 0
ISHARES AUSTRIA CAPD ETF 464286202 1,774 83,537 SH   DFND 5,4,2,1 83,537 0 0
ISHARES BELGIUM CAPD ETF 464286301 1,510 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES GLB AGRIC PR ETF 464286350 260 9,870 SH   DFND 5,4,2,1 9,870 0 0
ISHARES MSCI CDA ETF 464286509 783 29,258 SH   DFND 5,4,2,1 29,258 0 0
ISHARES MIN VOL GBL ETF 464286525 3,708 46,880 SH   DFND 5,4,2,1 46,880 0 0
ISHARES MIN VOL EMRG MKT 464286533 1,075 19,410 SH   DFND 5,4,2,1 19,410 0 0
ISHARES MSCI EURZONE ETF 464286608 2,708 67,160 SH   DFND 2,1 67,160 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 1,712 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES MSCI BRIC INDX 464286657 371 9,916 SH   DFND 5,4,2,1 9,916 0 0
ISHARES MSCI PAC JP ETF 464286665 2,833 63,692 SH   DFND 5,4,2,1 63,692 0 0
ISHARES MSCI FRANCE ETF 464286707 3,928 136,567 SH   DFND 5,4,2,1 136,567 0 0
ISHARES MSCI TURKEY ETF 464286715 336 8,084 SH   DFND 5,4,2,1 8,084 0 0
ISHARES MSCI SZ CAP ETF 464286749 477 13,900 SH   DFND 5,4,2,1 13,900 0 0
ISHARES MSCI SWEDEN ETF 464286756 421 12,403 SH   DFND 5,4,2,1 12,403 0 0
ISHARES MSCI SPAN CP ETF 464286764 4,250 129,421 SH   DFND 5,4,2,1 129,421 0 0
ISHARES MSCI STH KOR ETF 464286772 27 398 SH   DFND 2,1 0 0 398
ISHARES MSCI STH KOR ETF 464286772 244 3,600 SH   DFND 5,4,2,1 3,600 0 0
ISHARES MSCI GERMANY ETF 464286806 4,773 157,676 SH   DFND 2,1 157,676 0 0
ISHARES MSCI GERMANY ETF 464286806 9,408 310,810 SH   DFND 5,4,2,1 310,810 0 0
ISHARES MSCI NETHERL ETF 464286814 819 28,293 SH   DFND 5,4,2,1 28,293 0 0
ISHARES MSCI MEX CAP ETF 464286822 294 5,448 SH   DFND 5,4,2,1 5,448 0 0
ISHARES MSCI HONG KG ETF 464286871 250 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 6,350 59,402 SH   DFND 5,4,2,1 59,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 89,883 645,523 SH   DFND 5,4,2,1 645,523 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 35,049 239,454 SH   DFND 5,4,2,1 239,454 0 0
ISHARES TR CORE S&P TTL STK 464287150 6,583 118,780 SH   DFND 5,4,2,1 118,780 0 0
ISHARES TR TIPS BD ETF 464287176 2,051 18,080 SH   DFND 5,4,2,1 18,080 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,593 191,215 SH   DFND 5,4,2,1 191,215 0 0
ISHARES TR CORE S&P500 ETF 464287200 179 735 SH   DFND 2,1 0 0 735
ISHARES TR CORE S&P500 ETF 464287200 66,942 275,017 SH   DFND 5,4,2,1 275,017 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,131 28,590 SH   DFND 5,4,2,1 28,590 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 88,945 649,948 SH   DFND 5,4,2,1 649,948 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 333 10,730 SH   DFND 5,4,2,1 10,730 0 0
ISHARES TR NA NAT RES 464287374 227 7,160 SH   DFND 5,4,2,1 7,160 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,852 61,147 SH   DFND 5,4,2,1 61,147 0 0
ISHARES TR S&P 500 VAL ETF 464287408 41,736 397,641 SH   DFND 5,4,2,1 397,641 0 0
ISHARES TR 1-3 YR TR BD ETF 464287457 935 11,063 SH   DFND 2,1 0 0 11,063
ISHARES TR MSCI EAFE ETF 464287465 21,814 334,566 SH   DFND 5,4,2,1 334,566 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 65,807 782,575 SH   DFND 5,4,2,1 782,575 0 0
ISHARES TR RUS MD CP GR ETF 464287481 697 6,454 SH   DFND 5,4,2,1 6,454 0 0
ISHARES TR RUS MID CAP ETF 464287499 558 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 671 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 59,396 410,650 SH   DFND 5,4,2,1 410,650 0 0
ISHARES TR NASDQ BIOTEC ETF 464287556 521 1,680 SH   DFND 2,1 1,680 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 54,105 464,703 SH   DFND 5,4,2,1 464,703 0 0
ISHARES TR S&P MC 400GR ETF 464287606 405 2,060 SH   DFND 5,4,2,1 2,060 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 130,046 1,092,640 SH   DFND 5,4,2,1 1,092,640 0 0
ISHARES TR RUS 1000 ETF 464287622 35,340 261,255 SH   DFND 5,4,2,1 261,255 0 0
ISHARES TR S&P MC 400VL ETF 464287705 56,942 383,321 SH   DFND 5,4,2,1 383,321 0 0
ISHARES TR U.S. ENERGY ETF 464287796 662 18,650 SH   DFND 5,4,2,1 18,650 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 42,366 441,336 SH   DFND 5,4,2,1 441,336 0 0
ISHARES TR INTL TREA BD ETF 464288117 375 3,915 SH   DFND 5,4,2,1 3,915 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 264 3,910 SH   DFND 2,1 3,910 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 788 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 124 14,500 SH   DFND 5,4,2,1 14,500 0 0
ISHARES TR EAFE SML CP ETF 464288273 6,981 120,700 SH   DFND 5,4,2,1 120,700 0 0
ISHARES TR JP MOR EM MK ETF 464288281 11,148 97,480 SH   DFND 5,4,2,1 97,480 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 554 3,030 SH   DFND 5,4,2,1 3,030 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,015 23,090 SH   DFND 5,4,2,1 23,090 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 19,683 132,937 SH   DFND 5,4,2,1 132,937 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,394 91,680 SH   DFND 5,4,2,1 91,680 0 0
ISHARES TR IBOXX HI YD ETF 464288513 9,986 112,980 SH   DFND 5,4,2,1 112,980 0 0
ISHARES TR US OIL&GS EX ETF 464288851 1,839 33,620 SH   DFND 5,4,2,1 33,620 0 0
ISHARES NW ZEALND CP ETF 464289123 1,337 28,900 SH   DFND 5,4,2,1 28,900 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,209 76,950 SH   DFND 5,4,2,1 76,950 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 424 15,600 SH   DFND 5,4,2,1 15,600 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 836 37,800 SH   DFND 5,4,2,1 37,800 0 0
ISHARES TR IRELAND CAPD ETF 46429B507 945 21,700 SH   DFND 5,4,2,1 21,700 0 0
ISHARES TR MSCI POL CAP ETF 46429B606 27 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POL CAP ETF 46429B606 291 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE BD ETF 46429B655 3,367 66,130 SH   DFND 5,4,2,1 66,130 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 360 5,195 SH   DFND 2,1 0 0 5,195
ISHARES TR MIN VOL EAFE ETF 46429B689 2,952 42,630 SH   DFND 5,4,2,1 42,630 0 0
ISHARES TR MIN VOL USA ETF 46429B697 73 1,500 SH   DFND 2,1 0 0 1,500
ISHARES TR MIN VOL USA ETF 46429B697 2,989 61,080 SH   DFND 5,4,2,1 61,080 0 0
ISHARES U S ETF TR COMMOD SEL STG 46431W853 492 15,100 SH   DFND 5,4,2,1 15,100 0 0
ISHARES TR CORE MSCI EAFE 46432F842 19,941 327,500 SH   DFND 5,4,2,1 327,500 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,329 46,540 SH   DFND 5,4,2,1 46,540 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,227 51,963 SH   DFND 5,4,2,1 51,963 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 364 11,464 SH   DFND 5,4,2,1 11,464 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 10,986 204,770 SH   DFND 5,4,2,1 204,770 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 8,346 300,224 SH   DFND 5,4,2,1 300,224 0 0
ISHARES INC MSCI GBL ETF NEW 46434G855 227 12,894 SH   DFND 5,4,2,1 12,894 0 0
ISHARES TR HDG MSCI JAPAN 46434V886 1,147 38,490 SH   DFND 2,1 38,490 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,107 33,200 SH   DFND 5,4,2,1 33,200 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,216 110,000 SH   DFND 2,1 110,000 0 0
ITRON INC COM 465741106 6,457 95,300 SH   DFND 6,2,1 37,500 0 57,800
IXYS CORP COM 46600W106 469 28,500 SH   DFND 6,2,1 4,900 0 23,600
JPMORGAN CHASE & CO COM 46625H100 18,486 202,259 SH   DFND 2,1 170,043 0 32,216
JPMORGAN CHASE & CO COM 46625H100 68,806 752,800 SH   DFND 6,2,1 700,100 0 52,700
JABIL INC COM 466313103 11,110 380,600 SH   DFND 6,2,1 139,700 0 240,900
J P MORGAN EXCHANGE TRADED F DIVERSIFIED ET 46641Q803 1,472 56,240 SH   DFND 5,4,2,1 56,240 0 0
JD COM INC SPON ADR CL A 47215P106 2,953 75,287 SH   DFND 2,1 75,287 0 0
JD COM INC SPON ADR CL A 47215P106 1,067 27,200 SH   DFND 6,2,1 27,200 0 0
JOHNSON & JOHNSON COM 478160104 29,794 225,217 SH   DFND 2,1 201,586 0 23,631
JOHNSON & JOHNSON COM 478160104 229,933 1,738,100 SH   DFND 6,2,1 1,039,000 0 699,100
JOHNSON OUTDOORS INC CL A 479167108 1,283 26,617 SH   DFND 6,2,1 9,861 0 16,756
JONES LANG LASALLE INC COM 48020Q107 537 4,294 SH   DFND 2,1 4,294 0 0
KLA-TENCOR CORP COM 482480100 327 3,572 SH   DFND 2,1 3,572 0 0
KLA-TENCOR CORP COM 482480100 8,327 91,000 SH   DFND 6,2,1 6,700 0 84,300
KKR & CO L P DEL COM UNITS 48248M102 371 19,941 SH   DFND 2,1 19,941 0 0
KMG CHEMICALS INC COM 482564101 220 4,525 SH   DFND 6,2,1 1,582 0 2,943
KVH INDS INC COM 482738101 826 86,900 SH   DFND 6,2,1 42,400 0 44,500
K12 INC COM 48273U102 258 14,400 SH   DFND 6,2,1 4,800 0 9,600
KADANT INC COM 48282T104 1,869 24,860 SH   DFND 6,2,1 4,250 0 20,610
KELLOGG CO COM 487836108 83 1,197 SH   DFND 2,1 1,197 0 0
KELLOGG CO COM 487836108 2,466 35,500 SH   DFND 6,2,1 0 0 35,500
KEMET CORP COM NEW 488360207 280 21,900 SH   DFND 6,2,1 4,900 0 17,000
KENNAMETAL INC COM 489170100 7,027 187,800 SH   DFND 6,2,1 76,000 0 111,800
KEYCORP NEW COM 493267108 94 5,019 SH   DFND 2,1 5,019 0 0
KEYCORP NEW COM 493267108 1,123 59,900 SH   DFND 6,2,1 0 0 59,900
KEYSIGHT TECHNOLOGIES INC COM 49338L103 529 13,596 SH   DFND 2,1 13,596 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 358 9,200 SH   DFND 6,2,1 0 0 9,200
KFORCE INC COM 493732101 261 13,300 SH   DFND 6,2,1 3,600 0 9,700
KIMBERLY CLARK CORP COM 494368103 1,214 9,399 SH   DFND 2,1 7,602 0 1,797
KIMBERLY CLARK CORP COM 494368103 33,840 262,100 SH   DFND 6,2,1 57,300 0 204,800
KINDER MORGAN INC DEL COM 49456B101 790 41,233 SH   DFND 2,1 15,539 0 25,694
KINDER MORGAN INC DEL COM 49456B101 5,497 286,900 SH   DFND 6,2,1 268,400 0 18,500
KITE RLTY GROUP TR COM NEW 49803T300 12 610 SH   DFND 2,1 610 0 0
KITE RLTY GROUP TR COM NEW 49803T300 4,237 223,800 SH   DFND 6,2,1 94,800 0 129,000
KOPPERS HOLDINGS INC COM 50060P106 1,265 35,000 SH   DFND 6,2,1 0 0 35,000
KRAFT HEINZ CO COM 500754106 2,671 31,192 SH   DFND 2,1 13,344 0 17,848
KRAFT HEINZ CO COM 500754106 32,389 378,200 SH   DFND 6,2,1 86,700 0 291,500
KROGER CO COM 501044101 754 32,349 SH   DFND 2,1 21,319 0 11,030
KROGER CO COM 501044101 11,702 501,800 SH   DFND 6,2,1 31,500 0 470,300
KULICKE & SOFFA INDS INC COM 501242101 1,613 84,800 SH   DFND 6,2,1 63,600 0 21,200
L BRANDS INC COM 501797104 223 4,136 SH   DFND 2,1 4,136 0 0
L BRANDS INC COM 501797104 4,850 90,000 SH   DFND 6,2,1 7,500 0 82,500
LG DISPLAY CO LTD SPONS ADR REP 50186V102 335 20,845 SH   DFND 2,1 2,474 0 18,371
LKQ CORP COM 501889208 48,099 1,459,746 SH   DFND 2,1 1,459,746 0 0
LCI INDS COM 50189K103 1,091 10,655 SH   DFND 2,1 10,655 0 0
LTC PPTYS INC COM 502175102 4,228 82,265 SH   DFND 2,1 82,265 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 63 409 SH   DFND 2,1 409 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,372 8,900 SH   DFND 6,2,1 0 0 8,900
LAM RESEARCH CORP COM 512807108 5,359 37,893 SH   DFND 2,1 37,893 0 0
LAM RESEARCH CORP COM 512807108 53,164 375,900 SH   DFND 6,2,1 197,500 0 178,400
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 31,039 13,300,000 PRN   DFND 2,1 6,000,000 0 7,300,000
LAMB WESTON HLDGS INC COM 513272104 204 4,633 SH   DFND 6,2,1 0 0 4,633
LAREDO PETROLEUM INC COM 516806106 825 78,426 SH   DFND 2,1 78,426 0 0
LAS VEGAS SANDS CORP COM 517834107 5,028 78,702 SH   DFND 2,1 3,218 0 75,484
LAS VEGAS SANDS CORP COM 517834107 1,610 25,200 SH   DFND 6,2,1 9,300 0 15,900
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 680 22,820 SH   DFND 2,1 22,820 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5,659 189,900 SH   DFND 6,2,1 99,100 0 90,800
LAUDER ESTEE COS INC CL A 518439104 3,865 40,267 SH   DFND 2,1 40,267 0 0
LAUDER ESTEE COS INC CL A 518439104 10,241 106,700 SH   DFND 6,2,1 8,700 0 98,000
LEAF GROUP LTD COM 52177G102 887 113,671 SH   DFND 6,2,1 49,957 0 63,714
LEAR CORP COM NEW 521865204 1,764 12,419 SH   DFND 2,1 12,419 0 0
LEAR CORP COM NEW 521865204 14,492 102,000 SH   DFND 6,2,1 44,700 0 57,300
LEGG MASON INC COM 524901105 4,919 128,900 SH   DFND 6,2,1 62,300 0 66,600
LEIDOS HLDGS INC COM 525327102 2,315 44,777 SH   DFND 2,1 43,377 0 1,400
LEIDOS HLDGS INC COM 525327102 21,110 408,400 SH   DFND 6,2,1 207,200 0 201,200
LENNAR CORP CL A 526057104 59 1,100 SH   DFND 2,1 1,100 0 0
LENNAR CORP CL A 526057104 331 6,200 SH   DFND 6,2,1 0 0 6,200
LENNOX INTL INC COM 526107107 39 210 SH   DFND 2,1 210 0 0
LENNOX INTL INC COM 526107107 2,093 11,400 SH   DFND 6,2,1 6,000 0 5,400
LEXINGTON REALTY TRUST COM 529043101 17 1,751 SH   DFND 2,1 1,751 0 0
LEXINGTON REALTY TRUST COM 529043101 1,998 201,585 SH   DFND 6,2,1 2,585 0 199,000
LIFEPOINT HEALTH INC COM 53219L109 6,319 94,102 SH   DFND 2,1 94,102 0 0
LIFETIME BRANDS INC COM 53222Q103 1,004 55,338 SH   DFND 6,2,1 33,500 0 21,838
LILLY ELI & CO COM 532457108 25,224 306,494 SH   DFND 2,1 303,874 0 2,620
LILLY ELI & CO COM 532457108 43,117 523,900 SH   DFND 6,2,1 153,900 0 370,000
LOCKHEED MARTIN CORP COM 539830109 242 873 SH   DFND 2,1 873 0 0
LOCKHEED MARTIN CORP COM 539830109 555 2,000 SH   DFND 6,2,1 700 0 1,300
LOEWS CORP COM 540424108 6,998 149,500 SH   DFND 2,1 149,500 0 0
LOEWS CORP COM 540424108 39,627 846,560 SH   DFND 6,2,1 782,560 0 64,000
LOWES COS INC COM 548661107 5,684 73,313 SH   DFND 2,1 67,092 0 6,221
LOWES COS INC COM 548661107 38,749 499,800 SH   DFND 6,2,1 223,900 0 275,900
LOXO ONCOLOGY INC COM 548862101 9,098 113,456 SH   DFND 2,1 113,456 0 0
LULULEMON ATHLETICA INC COM 550021109 584 9,790 SH   DFND 2,1 9,790 0 0
LUMENTUM HLDGS INC COM 55024U109 42,473 744,491 SH   DFND 2,1 744,491 0 0
M & T BK CORP COM 55261F104 473 2,922 SH   DFND 2,1 2,922 0 0
M & T BK CORP COM 55261F104 17,798 109,900 SH   DFND 6,2,1 4,500 0 105,400
MGM RESORTS INTERNATIONAL COM 552953101 8,029 256,611 SH   DFND 2,1 256,611 0 0
MKS INSTRUMENT INC COM 55306N104 222 3,300 SH   DFND 2,1 3,300 0 0
MKS INSTRUMENT INC COM 55306N104 9,180 136,400 SH   DFND 6,2,1 62,600 0 73,800
MSCI INC COM 55354G100 4,997 48,517 SH   DFND 2,1 48,517 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 3,514 63,000 SH   DFND 2,1 63,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 31 400 SH   DFND 2,1 400 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 502 6,400 SH   DFND 6,2,1 6,400 0 0
MAGELLAN HEALTH INC COM NEW 559079207 4,239 58,148 SH   DFND 2,1 58,148 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 176 22,200 SH   DFND 6,2,1 5,000 0 17,200
MAGNA INTL INC COM 559222401 2,543 54,892 SH   DFND 2,1 50,762 0 4,130
MAGNA INTL INC COM 559222401 13,125 283,300 SH   DFND 6,2,1 55,800 0 227,500
MANHATTAN ASSOCS INC COM 562750109 20,611 428,869 SH   DFND 2,1 428,869 0 0
MANNING & NAPIER INC CL A 56382Q102 94 21,700 SH   DFND 6,2,1 3,300 0 18,400
MANPOWERGROUP INC COM 56418H100 614 5,500 SH   DFND 2,1 5,500 0 0
MANPOWERGROUP INC COM 56418H100 17,630 157,900 SH   DFND 6,2,1 76,600 0 81,300
MANTECH INTL CORP CL A 564563104 4,654 112,474 SH   DFND 6,2,1 43,974 0 68,500
MANULIFE FINL CORP COM 56501R106 3,011 160,498 SH   DFND 2,1 160,498 0 0
MANULIFE FINL CORP COM 56501R106 518 27,600 SH   DFND 6,2,1 9,200 0 18,400
MARATHON OIL CORP COM 565849106 458 38,660 SH   DFND 2,1 38,660 0 0
MARATHON OIL CORP COM 565849106 3,438 290,100 SH   DFND 6,2,1 281,800 0 8,300
MARATHON PETE CORP COM 56585A102 969 18,520 SH   DFND 2,1 14,550 0 3,970
MARATHON PETE CORP COM 56585A102 1,884 36,000 SH   DFND 6,2,1 3,600 0 32,400
MARCUS CORP COM 566330106 2,008 66,480 SH   DFND 6,2,1 31,080 0 35,400
MARKEL CORP COM 570535104 348 357 SH   DFND 2,1 357 0 0
MARKEL CORP COM 570535104 195 200 SH   DFND 6,2,1 200 0 0
MARKETAXESS HLDGS INC COM 57060D108 3,338 16,600 SH   DFND 6,2,1 4,700 0 11,900
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6,222 52,845 SH   DFND 6,2,1 21,400 0 31,445
MARSH & MCLENNAN COS INC COM 571748102 934 11,981 SH   DFND 2,1 11,981 0 0
MARSH & MCLENNAN COS INC COM 571748102 6,829 87,600 SH   DFND 6,2,1 82,100 0 5,500
MARRIOTT INTL INC NEW CL A 571903202 10,241 102,090 SH   DFND 2,1 97,690 0 4,400
MARRIOTT INTL INC NEW CL A 571903202 63,526 633,300 SH   DFND 6,2,1 506,900 0 126,400
MARTIN MARIETTA MATLS INC COM 573284106 2,616 11,754 SH   DFND 2,1 11,754 0 0
MASCO CORP COM 574599106 192 5,026 SH   DFND 2,1 5,026 0 0
MASCO CORP COM 574599106 3,825 100,100 SH   DFND 6,2,1 10,200 0 89,900
MASIMO CORP COM 574795100 1,787 19,600 SH   DFND 6,2,1 0 0 19,600
MASTEC INC COM 576323109 1,467 32,491 SH   DFND 2,1 32,491 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,253 26,788 SH   DFND 2,1 24,746 0 2,042
MASTERCARD INCORPORATED CL A 57636Q104 69,081 568,800 SH   DFND 6,2,1 179,400 0 389,400
MATTEL INC COM 577081102 30 1,400 SH   DFND 2,1 1,400 0 0
MATTEL INC COM 577081102 274 12,738 SH   DFND 6,2,1 12,738 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 58 1,283 SH   DFND 2,1 1,283 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 283 6,300 SH   DFND 6,2,1 0 0 6,300
MAXLINEAR INC COM 57776J100 1,116 40,000 SH   DFND 6,2,1 6,000 0 34,000
MCCORMICK & CO INC COM NON VTG 579780206 244 2,500 SH   DFND 2,1 2,500 0 0
MCCORMICK & CO INC COM NON VTG 579780206 9,488 97,300 SH   DFND 6,2,1 6,200 0 91,100
MCDONALDS CORP COM 580135101 937 6,117 SH   DFND 2,1 2,707 0 3,410
MCDONALDS CORP COM 580135101 66,104 431,600 SH   DFND 6,2,1 102,400 0 329,200
MCKESSON CORP COM 58155Q103 833 5,064 SH   DFND 2,1 3,593 0 1,471
MCKESSON CORP COM 58155Q103 18,906 114,900 SH   DFND 6,2,1 31,300 0 83,600
MEDICAL PPTYS TRUST INC COM 58463J304 1,252 97,318 SH   DFND 2,1 97,318 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 6,645 516,300 SH   DFND 6,2,1 329,900 0 186,400
MEDIFAST INC COM 58470H101 1,078 26,000 SH   DFND 6,2,1 19,700 0 6,300
MEDIDATA SOLUTIONS INC COM 58471A105 6,624 84,700 SH   DFND 2,1 84,700 0 0
MEET GROUP INC COM 58513U101 1,243 246,200 SH   DFND 6,2,1 130,300 0 115,900
MERCADOLIBRE INC COM 58733R102 2,677 10,670 SH   DFND 2,1 10,670 0 0
MERCADOLIBRE INC COM 58733R102 16,759 66,800 SH   DFND 6,2,1 45,700 0 21,100
MERCK & CO INC COM 58933Y105 8,093 126,280 SH   DFND 2,1 105,476 0 20,804
MERCK & CO INC COM 58933Y105 72,749 1,135,100 SH   DFND 6,2,1 414,500 0 720,600
MEREDITH CORP COM 589433101 315 5,300 SH   DFND 6,2,1 0 0 5,300
MERITOR INC COM 59001K100 4,682 281,900 SH   DFND 6,2,1 113,200 0 168,700
MERRIMACK PHARMACEUTICALS IN COM 590328100 33 26,500 SH   DFND 6,2,1 0 0 26,500
METHANEX CORP COM 59151K108 4 100 SH   DFND 2,1 100 0 0
METHANEX CORP COM 59151K108 885 20,100 SH   DFND 6,2,1 18,000 0 2,100
METHODE ELECTRS INC COM 591520200 672 16,319 SH   DFND 6,2,1 1,400 0 14,919
METLIFE INC COM 59156R108 733 13,341 SH   DFND 2,1 4,040 0 9,301
METLIFE INC COM 59156R108 8,796 160,100 SH   DFND 6,2,1 148,600 0 11,500
METTLER TOLEDO INTERNATIONAL COM 592688105 441 750 SH   DFND 2,1 750 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 16,891 28,700 SH   DFND 6,2,1 10,300 0 18,400
MICROSOFT CORP COM 594918104 97,605 1,416,007 SH   DFND 2,1 1,176,957 0 239,050
MICROSOFT CORP COM 594918104 139,907 2,029,700 SH   DFND 6,2,1 1,377,700 0 652,000
MICROCHIP TECHNOLOGY INC COM 595017104 40,979 530,949 SH   DFND 2,1 530,949 0 0
MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 5,870 1,800,000 PRN   DFND 2,1 1,500,000 0 300,000
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 3,009 2,000,000 PRN   DFND 2,1 2,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 17,211 576,376 SH   DFND 2,1 537,700 0 38,676
MICRON TECHNOLOGY INC COM 595112103 64,468 2,159,000 SH   DFND 6,2,1 1,637,200 0 521,800
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 14,625 13,000,000 PRN   DFND 2,1 12,000,000 0 1,000,000
MID AMER APT CMNTYS INC COM 59522J103 11,326 107,480 SH   DFND 2,1 107,480 0 0
MIDDLEBY CORP COM 596278101 1,024 8,424 SH   DFND 2,1 8,424 0 0
MILACRON HLDGS CORP COM 59870L106 1,122 63,800 SH   DFND 6,2,1 41,200 0 22,600
MINERALS TECHNOLOGIES INC COM 603158106 227 3,100 SH   DFND 2,1 3,100 0 0
MINERALS TECHNOLOGIES INC COM 603158106 6,793 92,800 SH   DFND 6,2,1 36,600 0 56,200
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 46 5,505 SH   DFND 2,1 5,505 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,438 171,600 SH   DFND 6,2,1 0 0 171,600
MOHAWK INDS INC COM 608190104 2,638 10,913 SH   DFND 2,1 10,913 0 0
MOHAWK INDS INC COM 608190104 3,553 14,700 SH   DFND 6,2,1 1,400 0 13,300
MOLSON COORS BREWING CO CL B 60871R209 71 817 SH   DFND 2,1 817 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,666 19,300 SH   DFND 6,2,1 0 0 19,300
MONDELEZ INTL INC CL A 609207105 8,368 193,758 SH   DFND 2,1 167,170 0 26,588
MONDELEZ INTL INC CL A 609207105 40,426 936,000 SH   DFND 6,2,1 222,300 0 713,700
MONSANTO CO NEW COM 61166W101 2,004 16,929 SH   DFND 2,1 12,184 0 4,745
MONSANTO CO NEW COM 61166W101 17,967 151,800 SH   DFND 6,2,1 97,400 0 54,400
MONSTER BEVERAGE CORP NEW COM 61174X109 49,147 989,269 SH   DFND 2,1 989,269 0 0
MOODYS CORP COM 615369105 8,004 65,779 SH   DFND 2,1 63,279 0 2,500
MOODYS CORP COM 615369105 59,340 487,670 SH   DFND 6,2,1 354,470 0 133,200
MOOG INC CL A 615394202 2,410 33,600 SH   DFND 6,2,1 16,800 0 16,800
MORGAN STANLEY COM NEW 617446448 5,781 129,741 SH   DFND 2,1 117,407 0 12,334
MORGAN STANLEY COM NEW 617446448 11,675 262,000 SH   DFND 6,2,1 173,500 0 88,500
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,131 70,000 SH   DFND 2,1 70,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 61 702 SH   DFND 2,1 702 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 12,308 141,900 SH   DFND 6,2,1 9,400 0 132,500
MURPHY OIL CORP COM 626717102 992 38,718 SH   DFND 2,1 38,718 0 0
MURPHY OIL CORP COM 626717102 19,547 762,660 SH   DFND 6,2,1 545,360 0 217,300
NCI BUILDING SYS INC COM NEW 628852204 277 16,600 SH   DFND 6,2,1 7,100 0 9,500
NCR CORP NEW COM 62886E108 817 20,000 SH   DFND 2,1 20,000 0 0
NCR CORP NEW COM 62886E108 15,891 389,100 SH   DFND 6,2,1 182,100 0 207,000
NCI INC CL A 62886K104 798 37,842 SH   DFND 6,2,1 20,173 0 17,669
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 9,540 8,000,000 PRN   DFND 2,1 7,100,000 0 900,000
NANOMETRICS INC COM 630077105 2,807 111,000 SH   DFND 2,1 111,000 0 0
NASDAQ INC COM 631103108 3,647 51,014 SH   DFND 2,1 51,014 0 0
NASDAQ INC COM 631103108 37,461 524,000 SH   DFND 6,2,1 413,800 0 110,200
NATIONAL FUEL GAS CO N J COM 636180101 1,189 21,300 SH   DFND 6,2,1 10,300 0 11,000
NATIONAL RETAIL PPTYS INC COM 637417106 69 1,768 SH   DFND 2,1 1,768 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 262 6,700 SH   DFND 6,2,1 6,700 0 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 447 1,400 SH   DFND 6,2,1 400 0 1,000
NATURES SUNSHINE PRODUCTS IN COM 639027101 160 12,104 SH   DFND 6,2,1 8,114 0 3,990
NAVIGANT CONSULTING INC COM 63935N107 2,306 116,700 SH   DFND 6,2,1 46,900 0 69,800
NETFLIX INC COM 64110L106 11,858 79,368 SH   DFND 2,1 79,368 0 0
NETFLIX INC COM 64110L106 10,862 72,700 SH   DFND 6,2,1 53,100 0 19,600
NETEASE INC SPONSORED ADR 64110W102 9,203 30,611 SH   DFND 2,1 23,152 0 7,459
NETSCOUT SYS INC COM 64115T104 8,490 246,800 SH   DFND 6,2,1 84,900 0 161,900
NEUROCRINE BIOSCIENCES INC COM 64125C109 4,181 90,886 SH   DFND 2,1 90,886 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5,773 81,896 SH   DFND 2,1 37,100 0 44,796
NEW RELIC INC COM 64829B100 6,796 158,000 SH   DFND 2,1 158,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 362 27,563 SH   DFND 2,1 27,563 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 3,571 272,000 SH   DFND 6,2,1 131,000 0 141,000
NEWELL BRANDS INC COM 651229106 10,633 198,312 SH   DFND 2,1 172,586 0 25,726
NEWELL BRANDS INC COM 651229106 2,838 52,930 SH   DFND 6,2,1 3,000 0 49,930
NEWMONT MINING CORP COM 651639106 3,845 118,718 SH   DFND 2,1 118,718 0 0
NEWMONT MINING CORP COM 651639106 107 3,300 SH   DFND 6,2,1 0 0 3,300
NEWPARK RES INC COM PAR $.01NEW 651718504 1,439 195,730 SH   DFND 6,2,1 85,070 0 110,660
NEWS CORP NEW CL A 65249B109 657 47,950 SH   DFND 2,1 47,950 0 0
NEWS CORP NEW CL A 65249B109 14,056 1,026,000 SH   DFND 6,2,1 944,000 0 82,000
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 1,052 64,600 SH   DFND 6,2,1 37,400 0 27,200
NEXTERA ENERGY INC COM 65339F101 15,425 110,073 SH   DFND 2,1 23,653 0 86,420
NEXTERA ENERGY INC COM 65339F101 35,579 253,900 SH   DFND 6,2,1 57,600 0 196,300
NIKE INC CL B 654106103 24,388 413,356 SH   DFND 2,1 405,694 0 7,662
NIKE INC CL B 654106103 34,757 589,100 SH   DFND 6,2,1 201,800 0 387,300
NISOURCE INC COM 65473P105 28 1,100 SH   DFND 2,1 1,100 0 0
NISOURCE INC COM 65473P105 8,742 344,700 SH   DFND 6,2,1 331,000 0 13,700
NOBLE ENERGY INC COM 655044105 10,824 382,457 SH   DFND 2,1 327,937 0 54,520
NOBLE ENERGY INC COM 655044105 218 7,700 SH   DFND 6,2,1 0 0 7,700
NORBORD INC COM NEW 65548P403 234 7,500 SH   DFND 2,1 7,500 0 0
NORBORD INC COM NEW 65548P403 433 13,900 SH   DFND 6,2,1 10,500 0 3,400
NORFOLK SOUTHERN CORP COM 655844108 196 1,613 SH   DFND 2,1 1,613 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,150 83,400 SH   DFND 6,2,1 35,400 0 48,000
NORTHERN TR CORP COM 665859104 311 3,200 SH   DFND 2,1 3,200 0 0
NORTHERN TR CORP COM 665859104 8,311 85,500 SH   DFND 6,2,1 5,500 0 80,000
NORTHRIM BANCORP INC COM 666762109 544 17,900 SH   DFND 6,2,1 14,300 0 3,600
NORTHROP GRUMMAN CORP COM 666807102 1,105 4,304 SH   DFND 2,1 4,304 0 0
NORTHROP GRUMMAN CORP COM 666807102 45,207 176,100 SH   DFND 6,2,1 23,300 0 152,800
NUANCE COMMUNICATIONS INC COM 67020Y100 728 41,815 SH   DFND 2,1 41,815 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 13,482 774,358 SH   DFND 6,2,1 418,110 0 356,248
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 9,969 10,000,000 PRN   DFND 2,1 10,000,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 8,674 9,000,000 PRN   DFND 2,1 9,000,000 0 0
NUCOR CORP COM 670346105 486 8,399 SH   DFND 2,1 8,399 0 0
NUCOR CORP COM 670346105 4,392 75,900 SH   DFND 6,2,1 300 0 75,600
NVIDIA CORP COM 67066G104 36,052 249,388 SH   DFND 2,1 244,588 0 4,800
NVIDIA CORP COM 67066G104 89,392 618,376 SH   DFND 6,2,1 343,876 0 274,500
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 7,895 1,100,000 PRN   DFND 2,1 980,000 0 120,000
NUVASIVE INC COM 670704105 29,061 377,813 SH   DFND 2,1 377,813 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,038 45,892 SH   DFND 2,1 45,508 0 384
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,913 45,320 SH   DFND 6,2,1 200 0 45,120
OCCIDENTAL PETE CORP DEL COM 674599105 9,877 164,967 SH   DFND 2,1 88,623 0 76,344
OCCIDENTAL PETE CORP DEL COM 674599105 6,065 101,300 SH   DFND 6,2,1 92,700 0 8,600
OCEANEERING INTL INC COM 675232102 247 10,800 SH   DFND 2,1 10,800 0 0
OCEANEERING INTL INC COM 675232102 5,646 247,200 SH   DFND 6,2,1 96,700 0 150,500
OCLARO INC COM NEW 67555N206 3,341 357,700 SH   DFND 6,2,1 117,900 0 239,800
OFFICE DEPOT INC COM 676220106 511 90,600 SH   DFND 2,1 90,600 0 0
OFFICE DEPOT INC COM 676220106 3,101 549,900 SH   DFND 6,2,1 220,700 0 329,200
OLD NATL BANCORP IND COM 680033107 992 57,500 SH   DFND 6,2,1 14,400 0 43,100
OLYMPIC STEEL INC COM 68162K106 600 30,800 SH   DFND 6,2,1 11,900 0 18,900
OMNICOM GROUP INC COM 681919106 357 4,307 SH   DFND 2,1 4,307 0 0
OMNICOM GROUP INC COM 681919106 16,970 204,700 SH   DFND 6,2,1 12,400 0 192,300
OMEGA HEALTHCARE INVS INC COM 681936100 41 1,241 SH   DFND 2,1 1,241 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,681 50,900 SH   DFND 6,2,1 0 0 50,900
OMEGA PROTEIN CORP COM 68210P107 251 14,000 SH   DFND 6,2,1 1,800 0 12,200
ON SEMICONDUCTOR CORP COM 682189105 8,324 592,900 SH   DFND 6,2,1 241,100 0 351,800
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 14,712 14,180,000 PRN   DFND 2,1 14,000,000 0 180,000
ONCOMED PHARMACEUTICALS INC COM 68234X102 295 88,700 SH   DFND 6,2,1 88,700 0 0
ONE LIBERTY PPTYS INC COM 682406103 1,577 67,325 SH   DFND 6,2,1 26,667 0 40,658
ONEOK INC NEW COM 682680103 57 1,100 SH   DFND 2,1 1,100 0 0
ONEOK INC NEW COM 682680103 970 18,600 SH   DFND 6,2,1 0 0 18,600
OPEN TEXT CORP COM 683715106 1,826 57,900 SH   DFND 2,1 52,200 0 5,700
OPEN TEXT CORP COM 683715106 5,406 171,400 SH   DFND 6,2,1 117,800 0 53,600
ORACLE CORP COM 68389X105 13,907 277,357 SH   DFND 2,1 173,471 0 103,886
ORACLE CORP COM 68389X105 82,846 1,652,300 SH   DFND 6,2,1 935,600 0 716,700
ORBITAL ATK INC COM 68557N103 866 8,800 SH   DFND 6,2,1 0 0 8,800
ORION GROUP HOLDINGS INC COM 68628V308 114 15,300 SH   DFND 6,2,1 0 0 15,300
OUTFRONT MEDIA INC COM 69007J106 118 5,100 SH   DFND 2,1 5,100 0 0
OUTFRONT MEDIA INC COM 69007J106 5,274 228,100 SH   DFND 6,2,1 100,600 0 127,500
OVERSTOCK COM INC DEL COM 690370101 176 10,800 SH   DFND 6,2,1 2,600 0 8,200
OWENS & MINOR INC NEW COM 690732102 142 4,400 SH   DFND 2,1 2,400 0 2,000
OWENS & MINOR INC NEW COM 690732102 7,661 238,000 SH   DFND 6,2,1 94,100 0 143,900
PG&E CORP COM 69331C108 839 12,640 SH   DFND 2,1 6,340 0 6,300
PG&E CORP COM 69331C108 28,021 422,200 SH   DFND 6,2,1 132,700 0 289,500
PICO HLDGS INC COM NEW 693366205 221 12,600 SH   DFND 6,2,1 4,300 0 8,300
PJT PARTNERS INC COM CL A 69343T107 1,171 29,125 SH   DFND 2,1 0 0 29,125
PNC FINL SVCS GROUP INC COM 693475105 904 7,236 SH   DFND 2,1 7,236 0 0
PNC FINL SVCS GROUP INC COM 693475105 40,321 322,900 SH   DFND 6,2,1 77,900 0 245,000
POSCO SPONSORED ADR 693483109 824 13,162 SH   DFND 2,1 1,558 0 11,604
PPG INDS INC COM 693506107 13,622 123,885 SH   DFND 2,1 104,757 0 19,128
PPG INDS INC COM 693506107 77,500 704,800 SH   DFND 6,2,1 450,300 0 254,500
PPL CORP COM 69351T106 594 15,354 SH   DFND 2,1 15,354 0 0
PPL CORP COM 69351T106 20,621 533,400 SH   DFND 6,2,1 20,500 0 512,900
PTC THERAPEUTICS INC COM 69366J200 2,962 161,600 SH   DFND 6,2,1 71,700 0 89,900
PTC INC COM 69370C100 55,238 1,002,139 SH   DFND 2,1 1,002,139 0 0
PACCAR INC COM 693718108 101 1,525 SH   DFND 2,1 1,525 0 0
PACCAR INC COM 693718108 3,077 46,600 SH   DFND 6,2,1 2,400 0 44,200
PACKAGING CORP AMER COM 695156109 1,916 17,200 SH   DFND 2,1 17,200 0 0
PACKAGING CORP AMER COM 695156109 26,422 237,200 SH   DFND 6,2,1 137,400 0 99,800
PACWEST BANCORP DEL COM 695263103 1,022 21,890 SH   DFND 6,2,1 0 0 21,890
PALO ALTO NETWORKS INC COM 697435105 14,276 106,687 SH   DFND 2,1 106,687 0 0
PAN AMERICAN SILVER CORP COM 697900108 5,101 303,251 SH   DFND 2,1 0 0 303,251
PARAMOUNT GROUP INC COM 69924R108 2,992 186,970 SH   DFND 2,1 186,970 0 0
PARKE BANCORP INC COM 700885106 632 28,228 SH   DFND 6,2,1 7,988 0 20,240
PARKER HANNIFIN CORP COM 701094104 13,961 87,355 SH   DFND 2,1 87,355 0 0
PARKER HANNIFIN CORP COM 701094104 3,037 19,000 SH   DFND 6,2,1 1,000 0 18,000
PARKWAY INC COM 70156Q107 15,528 678,396 SH   DFND 2,1 678,396 0 0
PATTERSON COMPANIES INC COM 703395103 9 200 SH   DFND 2,1 200 0 0
PATTERSON COMPANIES INC COM 703395103 8,831 188,100 SH   DFND 6,2,1 183,200 0 4,900
PAYCHEX INC COM 704326107 500 8,778 SH   DFND 2,1 8,778 0 0
PAYCHEX INC COM 704326107 13,774 241,900 SH   DFND 6,2,1 1,300 0 240,600
PAYPAL HLDGS INC COM 70450Y103 3,911 72,880 SH   DFND 2,1 72,880 0 0
PAYPAL HLDGS INC COM 70450Y103 8,271 154,100 SH   DFND 6,2,1 140,600 0 13,500
PEBBLEBROOK HOTEL TR COM 70509V100 24,059 746,240 SH   DFND 2,1 746,240 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 816 25,300 SH   DFND 6,2,1 4,600 0 20,700
PEMBINA PIPELINE CORP COM 706327103 517 15,605 SH   DFND 2,1 15,605 0 0
PEOPLES BANCORP INC COM 709789101 257 8,000 SH   DFND 6,2,1 200 0 7,800
PEPSICO INC COM 713448108 14,480 125,379 SH   DFND 2,1 114,461 0 10,918
PEPSICO INC COM 713448108 161,530 1,398,646 SH   DFND 6,2,1 761,846 0 636,800
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 411 12,220 SH   DFND 2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 9,981 1,337,988 SH   DFND 2,1 1,072,975 0 265,013
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 250 31,326 SH   DFND 2,1 11,914 0 19,412
PFIZER INC COM 717081103 16,711 497,507 SH   DFND 2,1 452,795 0 44,712
PFIZER INC COM 717081103 147,339 4,386,400 SH   DFND 6,2,1 2,775,900 0 1,610,500
PHILIP MORRIS INTL INC COM 718172109 27,055 230,355 SH   DFND 2,1 175,768 0 54,587
PHILIP MORRIS INTL INC COM 718172109 25,804 219,700 SH   DFND 6,2,1 199,900 0 19,800
PHILLIPS 66 COM 718546104 1,656 20,026 SH   DFND 2,1 20,026 0 0
PHILLIPS 66 COM 718546104 8,319 100,600 SH   DFND 6,2,1 59,600 0 41,000
PHOTRONICS INC COM 719405102 482 51,300 SH   DFND 6,2,1 24,200 0 27,100
PHYSICIANS RLTY TR COM 71943U104 16,364 812,504 SH   DFND 2,1 812,504 0 0
PIER 1 IMPORTS INC COM 720279108 1,445 278,500 SH   DFND 6,2,1 148,500 0 130,000
PINNACLE WEST CAP CORP COM 723484101 27 320 SH   DFND 2,1 320 0 0
PINNACLE WEST CAP CORP COM 723484101 1,644 19,300 SH   DFND 6,2,1 3,000 0 16,300
PIONEER NAT RES CO COM 723787107 21,899 137,231 SH   DFND 2,1 134,614 0 2,617
PIONEER NAT RES CO COM 723787107 383 2,400 SH   DFND 6,2,1 1,000 0 1,400
PIPER JAFFRAY COS COM 724078100 701 11,700 SH   DFND 6,2,1 6,700 0 5,000
PLANET FITNESS INC CL A 72703H101 9,666 414,147 SH   DFND 2,1 414,147 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 22,303 1,758,931 SH   DFND 2,1 1,758,931 0 0
POPULAR INC COM NEW 733174700 976 23,400 SH   DFND 2,1 23,400 0 0
POPULAR INC COM NEW 733174700 16,067 385,200 SH   DFND 6,2,1 189,400 0 195,800
POTASH CORP SASK INC COM 73755L107 627 38,475 SH   DFND 2,1 34,870 0 3,605
POTASH CORP SASK INC COM 73755L107 954 58,500 SH   DFND 6,2,1 0 0 58,500
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1,703 12,370 SH   DFND 2,1 12,370 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,175 81,320 SH   DFND 5,4,2,1 81,320 0 0
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 91 21,010 SH   DFND 5,4,2,1 21,010 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 119 12,650 SH   DFND 5,4,2,1 12,650 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 2,453 100,530 SH   DFND 5,4,2,1 100,530 0 0
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 2,679 104,430 SH   DFND 5,4,2,1 104,430 0 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 5,800 146,345 SH   DFND 5,4,2,1 146,345 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 460 28,090 SH   DFND 5,4,2,1 28,090 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 897 40,380 SH   DFND 5,4,2,1 40,380 0 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 965 22,130 SH   DFND 5,4,2,1 22,130 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 2,044 47,240 SH   DFND 5,4,2,1 47,240 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 830 20,620 SH   DFND 5,4,2,1 20,620 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 1,060 44,240 SH   DFND 5,4,2,1 44,240 0 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 2,903 89,850 SH   DFND 5,4,2,1 89,850 0 0
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 202 15,160 SH   DFND 5,4,2,1 15,160 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 3,005 67,190 SH   DFND 5,4,2,1 67,190 0 0
PRAXAIR INC COM 74005P104 1,093 8,249 SH   DFND 2,1 6,600 0 1,649
PRAXAIR INC COM 74005P104 31,255 235,800 SH   DFND 6,2,1 40,900 0 194,900
PRECISION DRILLING CORP COM 2010 74022D308 371 108,713 SH   DFND 2,1 108,713 0 0
PREFORMED LINE PRODS CO COM 740444104 353 7,601 SH   DFND 6,2,1 4,901 0 2,700
PREMIER FINL BANCORP INC COM 74050M105 389 18,873 SH   DFND 6,2,1 6,638 0 12,235
PRICE T ROWE GROUP INC COM 74144T108 1,799 24,236 SH   DFND 2,1 24,236 0 0
PRICE T ROWE GROUP INC COM 74144T108 44,516 599,871 SH   DFND 6,2,1 343,900 0 255,971
PRICELINE GRP INC COM NEW 741503403 68,081 36,397 SH   DFND 2,1 35,763 0 634
PRICELINE GRP INC COM NEW 741503403 108,210 57,850 SH   DFND 6,2,1 36,000 0 21,850
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 46,339 23,500,000 PRN   DFND 2,1 6,500,000 0 17,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 10,305 9,000,000 PRN   DFND 2,1 9,000,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 81 1,265 SH   DFND 2,1 1,265 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 269 4,200 SH   DFND 6,2,1 0 0 4,200
PROCTER AND GAMBLE CO COM 742718109 5,017 57,573 SH   DFND 2,1 48,195 0 9,378
PROCTER AND GAMBLE CO COM 742718109 90,793 1,041,800 SH   DFND 6,2,1 408,900 0 632,900
PROGRESS SOFTWARE CORP COM 743312100 5,075 164,300 SH   DFND 6,2,1 65,000 0 99,300
PROGRESSIVE CORP OHIO COM 743315103 12,031 272,876 SH   DFND 2,1 272,876 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,292 29,300 SH   DFND 6,2,1 27,500 0 1,800
PROLOGIS INC COM 74340W103 30,751 524,396 SH   DFND 2,1 524,396 0 0
PROLOGIS INC COM 74340W103 1,132 19,300 SH   DFND 6,2,1 9,400 0 9,900
PROOFPOINT INC COM 743424103 21,487 247,457 SH   DFND 2,1 247,457 0 0
PROSHARES TR HD REPLICATION 74347X294 1,478 33,450 SH   DFND 5,4,2,1 33,450 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 1,474 39,020 SH   DFND 5,4,2,1 39,020 0 0
PROSPERITY BANCSHARES INC COM 743606105 951 14,800 SH   DFND 6,2,1 600 0 14,200
PRUDENTIAL FINL INC COM 744320102 6,570 60,757 SH   DFND 2,1 10,725 0 50,032
PRUDENTIAL FINL INC COM 744320102 7,678 71,000 SH   DFND 6,2,1 65,800 0 5,200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 539 12,521 SH   DFND 2,1 2,221 0 10,300
PUBLIC SVC ENTERPRISE GROUP COM 744573106 6,946 161,500 SH   DFND 6,2,1 14,200 0 147,300
PUBLIC STORAGE COM 74460D109 5,949 28,530 SH   DFND 2,1 20,043 0 8,487
PUBLIC STORAGE COM 74460D109 7,271 34,870 SH   DFND 6,2,1 31,170 0 3,700
PURE STORAGE INC CL A 74624M102 4,061 317,000 SH   DFND 2,1 317,000 0 0
QORVO INC COM 74736K101 44 700 SH   DFND 2,1 700 0 0
QORVO INC COM 74736K101 348 5,500 SH   DFND 6,2,1 0 0 5,500
Q2 HLDGS INC COM 74736L109 2,993 81,000 SH   DFND 2,1 81,000 0 0
QUALCOMM INC COM 747525103 113,290 2,051,618 SH   DFND 2,1 1,997,204 0 54,414
QUALCOMM INC COM 747525103 83,355 1,509,500 SH   DFND 6,2,1 1,017,000 0 492,500
QUALITY SYS INC COM 747582104 2,518 146,300 SH   DFND 6,2,1 64,700 0 81,600
QUALYS INC COM 74758T303 1,090 26,711 SH   DFND 2,1 26,711 0 0
QUANTA SVCS INC COM 74762E102 21,903 665,350 SH   DFND 6,2,1 449,250 0 216,100
QUANTUM CORP COM NEW 747906501 1,267 162,200 SH   DFND 6,2,1 84,100 0 78,100
QUEST DIAGNOSTICS INC COM 74834L100 178 1,600 SH   DFND 2,1 1,600 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,303 56,700 SH   DFND 6,2,1 3,000 0 53,700
QUINSTREET INC COM 74874Q100 582 139,580 SH   DFND 6,2,1 103,772 0 35,808
QUINTILES IMS HOLDINGS INC COM 74876Y101 2,536 28,330 SH   DFND 2,1 20,924 0 7,406
QUINTILES IMS HOLDINGS INC COM 74876Y101 20,003 223,500 SH   DFND 6,2,1 103,700 0 119,800
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,176 49,344 SH   DFND 6,2,1 24,400 0 24,944
R1 RCM INC COM 749397105 198 52,900 SH   DFND 6,2,1 10,800 0 42,100
RLJ LODGING TR COM 74965L101 557 28,021 SH   DFND 2,1 24,321 0 3,700
RLJ LODGING TR COM 74965L101 5,200 261,700 SH   DFND 6,2,1 128,000 0 133,700
RMR GROUP INC CL A 74967R106 1,401 28,799 SH   DFND 6,2,1 15,980 0 12,819
RPX CORP COM 74972G103 412 29,500 SH   DFND 6,2,1 8,000 0 21,500
RADISYS CORP COM 750459109 360 95,800 SH   DFND 6,2,1 47,600 0 48,200
RALPH LAUREN CORP CL A 751212101 23 309 SH   DFND 2,1 309 0 0
RALPH LAUREN CORP CL A 751212101 1,083 14,672 SH   DFND 6,2,1 9,772 0 4,900
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3,295 255,400 SH   DFND 6,2,1 115,200 0 140,200
RANGE RES CORP COM 75281A109 149 6,417 SH   DFND 2,1 6,417 0 0
RANGE RES CORP COM 75281A109 10,786 465,500 SH   DFND 6,2,1 441,000 0 24,500
RAYMOND JAMES FINANCIAL INC COM 754730109 56 700 SH   DFND 2,1 700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,179 14,700 SH   DFND 6,2,1 0 0 14,700
RAYTHEON CO COM NEW 755111507 4,514 27,953 SH   DFND 2,1 21,260 0 6,693
RAYTHEON CO COM NEW 755111507 46,199 286,100 SH   DFND 6,2,1 62,900 0 223,200
REALNETWORKS INC COM NEW 75605L708 717 165,500 SH   DFND 6,2,1 88,900 0 76,600
REALTY INCOME CORP COM 756109104 287 5,210 SH   DFND 2,1 5,210 0 0
RED HAT INC COM 756577102 8,550 89,300 SH   DFND 2,1 89,300 0 0
RED HAT INC COM 756577102 6,923 72,300 SH   DFND 6,2,1 5,800 0 66,500
RED HAT INC NOTE 0.250%10/0 756577AD4 58,263 42,200,000 PRN   DFND 2,1 13,000,000 0 29,200,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 424 6,500 SH   DFND 6,2,1 1,500 0 5,000
REGAL BELOIT CORP COM 758750103 8,369 102,630 SH   DFND 6,2,1 40,700 0 61,930
REGENERON PHARMACEUTICALS COM 75886F107 49,611 101,011 SH   DFND 2,1 101,011 0 0
REGENERON PHARMACEUTICALS COM 75886F107 5,353 10,900 SH   DFND 6,2,1 9,600 0 1,300
REGIS CORP MINN COM 758932107 264 25,700 SH   DFND 6,2,1 6,000 0 19,700
REGIONS FINL CORP NEW COM 7591EP100 85 5,798 SH   DFND 2,1 5,798 0 0
REGIONS FINL CORP NEW COM 7591EP100 991 67,700 SH   DFND 6,2,1 0 0 67,700
REINSURANCE GROUP AMER INC COM NEW 759351604 1,809 14,089 SH   DFND 2,1 14,089 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 233 3,200 SH   DFND 2,1 3,200 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 4,136 56,800 SH   DFND 6,2,1 1,400 0 55,400
RENT A CTR INC NEW COM 76009N100 335 28,600 SH   DFND 6,2,1 6,600 0 22,000
REPUBLIC BANCORP KY CL A 760281204 665 18,615 SH   DFND 6,2,1 2,200 0 16,415
REPUBLIC SVCS INC COM 760759100 372 5,840 SH   DFND 2,1 5,840 0 0
REPUBLIC SVCS INC COM 760759100 15,327 240,500 SH   DFND 6,2,1 10,600 0 229,900
RESOURCES CONNECTION INC COM 76122Q105 1,062 77,500 SH   DFND 6,2,1 64,500 0 13,000
RESTAURANT BRANDS INTL INC COM 76131D103 36 579 SH   DFND 2,1 579 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 475 7,600 SH   DFND 6,2,1 0 0 7,600
RETAIL OPPORTUNITY INVTS COR COM 76131N101 14,243 742,234 SH   DFND 2,1 742,234 0 0
REYNOLDS AMERICAN INC COM 761713106 188 2,889 SH   DFND 2,1 2,889 0 0
REYNOLDS AMERICAN INC COM 761713106 6,647 102,200 SH   DFND 6,2,1 99,600 0 2,600
RIGEL PHARMACEUTICALS INC COM NEW 766559603 122 44,800 SH   DFND 6,2,1 0 0 44,800
ROBERT HALF INTL INC COM 770323103 27 565 SH   DFND 2,1 565 0 0
ROBERT HALF INTL INC COM 770323103 9,653 201,400 SH   DFND 6,2,1 190,700 0 10,700
ROCKWELL AUTOMATION INC COM 773903109 48,870 301,744 SH   DFND 2,1 301,744 0 0
ROCKWELL AUTOMATION INC COM 773903109 12,112 74,784 SH   DFND 6,2,1 4,500 0 70,284
ROCKWELL COLLINS INC COM 774341101 425 4,045 SH   DFND 2,1 4,045 0 0
ROCKWELL COLLINS INC COM 774341101 16,960 161,400 SH   DFND 6,2,1 6,800 0 154,600
ROGERS COMMUNICATIONS INC CL B 775109200 106 2,248 SH   DFND 2,1 500 0 1,748
ROGERS COMMUNICATIONS INC CL B 775109200 1,209 25,600 SH   DFND 6,2,1 0 0 25,600
ROPER TECHNOLOGIES INC COM 776696106 72,143 311,594 SH   DFND 2,1 285,290 0 26,304
ROPER TECHNOLOGIES INC COM 776696106 16,925 73,100 SH   DFND 6,2,1 2,100 0 71,000
ROSETTA STONE INC COM 777780107 141 13,100 SH   DFND 6,2,1 3,300 0 9,800
ROSS STORES INC COM 778296103 3,607 62,473 SH   DFND 2,1 9,244 0 53,229
ROSS STORES INC COM 778296103 16,286 282,100 SH   DFND 6,2,1 18,500 0 263,600
ROYAL BK CDA MONTREAL QUE COM 780087102 11,277 155,503 SH   DFND 2,1 70,825 0 84,678
ROYAL BK CDA MONTREAL QUE COM 780087102 63,013 868,900 SH   DFND 6,2,1 193,300 0 675,600
RUTHS HOSPITALITY GROUP INC COM 783332109 2,142 98,496 SH   DFND 6,2,1 38,000 0 60,496
S&P GLOBAL INC COM 78409V104 2,553 17,486 SH   DFND 2,1 17,486 0 0
S&P GLOBAL INC COM 78409V104 25,242 172,900 SH   DFND 6,2,1 47,400 0 125,500
SEI INVESTMENTS CO COM 784117103 47,009 874,089 SH   DFND 2,1 874,089 0 0
SJW GROUP COM 784305104 1,593 32,390 SH   DFND 6,2,1 8,100 0 24,290
SK TELECOM LTD SPONSORED ADR 78440P108 344 13,414 SH   DFND 2,1 0 0 13,414
SL GREEN RLTY CORP COM 78440X101 1,522 14,388 SH   DFND 2,1 14,388 0 0
SL GREEN RLTY CORP COM 78440X101 7,660 72,400 SH   DFND 6,2,1 70,100 0 2,300
SPDR S&P 500 ETF TR TR UNIT 78462F103 8,162 33,755 SH   DFND 2,1 2,500 0 31,255
SPX CORP COM 784635104 257 10,200 SH   DFND 6,2,1 4,900 0 5,300
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 768 19,964 SH   DFND 5,4,2,1 19,964 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,601 39,369 SH   DFND 5,4,2,1 39,369 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,685 36,095 SH   DFND 5,4,2,1 36,095 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 6,608 133,170 SH   DFND 5,4,2,1 133,170 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,046 270,065 SH   DFND 5,4,2,1 270,065 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,224 23,094 SH   DFND 5,4,2,1 23,094 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,604 57,350 SH   DFND 5,4,2,1 57,350 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 283 3,270 SH   DFND 5,4,2,1 3,270 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 930 10,080 SH   DFND 5,4,2,1 10,080 0 0
SVB FINL GROUP COM 78486Q101 745 4,238 SH   DFND 2,1 4,238 0 0
SAGE THERAPEUTICS INC COM 78667J108 3,647 45,788 SH   DFND 2,1 45,788 0 0
SALESFORCE COM INC COM 79466L302 55,988 646,515 SH   DFND 2,1 641,657 0 4,858
SALESFORCE COM INC COM 79466L302 8,088 93,400 SH   DFND 6,2,1 86,200 0 7,200
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 11,175 8,450,000 PRN   DFND 2,1 7,250,000 0 1,200,000
SANDERSON FARMS INC COM 800013104 435 3,765 SH   DFND 2,1 3,765 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 2,102 33,300 SH   DFND 6,2,1 15,800 0 17,500
SANMINA CORPORATION COM 801056102 6,866 180,200 SH   DFND 6,2,1 78,200 0 102,000
SAUL CTRS INC COM 804395101 11,716 202,074 SH   DFND 2,1 202,074 0 0
SCANA CORP NEW COM 80589M102 2,427 36,223 SH   DFND 2,1 36,223 0 0
SCANA CORP NEW COM 80589M102 23,101 344,742 SH   DFND 6,2,1 299,400 0 45,342
SCHEIN HENRY INC COM 806407102 235 1,284 SH   DFND 2,1 1,284 0 0
SCHEIN HENRY INC COM 806407102 8,840 48,300 SH   DFND 6,2,1 2,700 0 45,600
SCHLUMBERGER LTD COM 806857108 4,148 63,008 SH   DFND 2,1 51,718 0 11,290
SCHLUMBERGER LTD COM 806857108 12,464 189,300 SH   DFND 6,2,1 171,600 0 17,700
SCHNITZER STL INDS CL A 806882106 877 34,795 SH   DFND 6,2,1 25,035 0 9,760
SCHWAB CHARLES CORP NEW COM 808513105 6,069 141,272 SH   DFND 2,1 141,272 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,997 232,700 SH   DFND 6,2,1 161,100 0 71,600
SCIENCE APPLICATNS INTL CP N COM 808625107 840 12,105 SH   DFND 2,1 12,105 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 6,047 67,600 SH   DFND 6,2,1 45,800 0 21,800
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 581 8,500 SH   DFND 2,1 8,500 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 7,685 112,500 SH   DFND 6,2,1 96,800 0 15,700
SEACHANGE INTL INC COM 811699107 514 193,400 SH   DFND 6,2,1 121,100 0 72,300
SEAWORLD ENTMT INC COM 81282V100 2,776 170,600 SH   DFND 6,2,1 63,000 0 107,600
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,155 17,790 SH   DFND 5,4,2,1 17,790 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 62,720 1,146,200 SH   DFND 5,4,2,1 1,146,200 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 4,686 195,000 SH   DFND 6,2,1 90,800 0 104,200
SEMPRA ENERGY COM 816851109 736 6,524 SH   DFND 2,1 6,524 0 0
SEMPRA ENERGY COM 816851109 28,289 250,900 SH   DFND 6,2,1 14,100 0 236,800
SENIOR HSG PPTYS TR SH BEN INT 81721M109 182 8,928 SH   DFND 2,1 8,928 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 4,684 229,170 SH   DFND 6,2,1 80,850 0 148,320
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 4,237 1,280,000 SH   DFND 2,1 1,280,000 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 1,300 31,000 SH   DFND 2,1 31,000 0 0
SERVICENOW INC COM 81762P102 19,424 183,247 SH   DFND 2,1 183,247 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,002 46,000 SH   DFND 2,1 43,700 0 2,300
SHAW COMMUNICATIONS INC CL B CONV 82028K200 754 34,600 SH   DFND 6,2,1 25,900 0 8,700
SHERWIN WILLIAMS CO COM 824348106 671 1,913 SH   DFND 2,1 1,889 0 24
SHERWIN WILLIAMS CO COM 824348106 25,515 72,700 SH   DFND 6,2,1 3,500 0 69,200
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 431 9,914 SH   DFND 2,1 0 0 9,914
SIGMA DESIGNS INC COM 826565103 140 23,900 SH   DFND 6,2,1 7,200 0 16,700
SIGNATURE BK NEW YORK N Y COM 82669G104 8,386 58,429 SH   DFND 2,1 58,429 0 0
SILICON LABORATORIES INC COM 826919102 2,256 33,000 SH   DFND 2,1 33,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 8,066 167,247 SH   DFND 2,1 126,852 0 40,395
SILVER STD RES INC COM 82823L106 4,043 416,366 SH   DFND 2,1 0 0 416,366
SILVER STD RES INC COM 82823L106 1,161 119,600 SH   DFND 6,2,1 41,300 0 78,300
SILVERCORP METALS INC COM 82835P103 4,839 1,507,409 SH   DFND 2,1 0 0 1,507,409
SIMON PPTY GROUP INC NEW COM 828806109 27,754 171,574 SH   DFND 2,1 155,724 0 15,850
SIMON PPTY GROUP INC NEW COM 828806109 7,344 45,400 SH   DFND 6,2,1 44,600 0 800
SKYWORKS SOLUTIONS INC COM 83088M102 361 3,758 SH   DFND 2,1 3,758 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 10,152 105,800 SH   DFND 6,2,1 7,200 0 98,600
SMITH A O COM 831865209 2,361 41,910 SH   DFND 2,1 41,910 0 0
SMUCKER J M CO COM NEW 832696405 71 600 SH   DFND 2,1 600 0 0
SMUCKER J M CO COM NEW 832696405 4,689 39,630 SH   DFND 6,2,1 0 0 39,630
SNAP ON INC COM 833034101 885 5,600 SH   DFND 2,1 5,600 0 0
SNAP ON INC COM 833034101 17,127 108,400 SH   DFND 6,2,1 76,300 0 32,100
SOHU COM INC COM 83408W103 63 1,400 SH   DFND 2,1 0 0 1,400
SOHU COM INC COM 83408W103 424 9,400 SH   DFND 6,2,1 0 0 9,400
SOLAR CAP LTD COM 83413U100 252 11,500 SH   DFND 2,1 11,500 0 0
SOLAR CAP LTD COM 83413U100 2,570 117,501 SH   DFND 6,2,1 48,401 0 69,100
SOLAR SR CAP LTD COM 83416M105 677 40,469 SH   DFND 6,2,1 12,100 0 28,369
SOUTHERN CO COM 842587107 1,814 37,878 SH   DFND 2,1 22,400 0 15,478
SOUTHERN CO COM 842587107 41,833 873,700 SH   DFND 6,2,1 143,200 0 730,500
SOUTHERN COPPER CORP COM 84265V105 7,574 218,699 SH   DFND 2,1 155,435 0 63,264
SOUTHERN MO BANCORP INC COM 843380106 204 6,317 SH   DFND 6,2,1 3,234 0 3,083
SOUTHWEST AIRLS CO COM 844741108 35 563 SH   DFND 2,1 563 0 0
SOUTHWEST AIRLS CO COM 844741108 5,313 85,500 SH   DFND 6,2,1 69,900 0 15,600
SOUTHWEST GAS HOLDINGS INC COM 844895102 1,388 19,000 SH   DFND 2,1 17,800 0 1,200
SOUTHWEST GAS HOLDINGS INC COM 844895102 11,748 160,800 SH   DFND 6,2,1 72,000 0 88,800
SOUTHWESTERN ENERGY CO COM 845467109 125 20,600 SH   DFND 2,1 20,600 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,808 461,900 SH   DFND 6,2,1 190,800 0 271,100
SPARK THERAPEUTICS INC COM 84652J103 7,391 123,726 SH   DFND 2,1 123,726 0 0
SPARTANNASH CO COM 847215100 706 27,200 SH   DFND 6,2,1 8,500 0 18,700
SPEEDWAY MOTORSPORTS INC COM 847788106 2,243 122,795 SH   DFND 6,2,1 54,061 0 68,734
SPIRIT RLTY CAP INC NEW COM 84860W102 24 3,297 SH   DFND 2,1 3,297 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 5,042 680,400 SH   DFND 6,2,1 294,700 0 385,700
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 13,700 13,830,000 PRN   DFND 2,1 13,000,000 0 830,000
SPLUNK INC COM 848637104 8,004 140,700 SH   DFND 2,1 140,700 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 2,894 213,722 SH   DFND 2,1 213,722 0 0
STAMPS COM INC COM NEW 852857200 7,775 50,200 SH   DFND 6,2,1 18,500 0 31,700
STANDARD MTR PRODS INC COM 853666105 287 5,500 SH   DFND 6,2,1 500 0 5,000
STANLEY BLACK & DECKER INC COM 854502101 4,467 31,740 SH   DFND 2,1 31,740 0 0
STANLEY BLACK & DECKER INC COM 854502101 59,093 419,900 SH   DFND 6,2,1 275,100 0 144,800
STAPLES INC COM 855030102 1,793 178,100 SH   DFND 2,1 162,000 0 16,100
STAPLES INC COM 855030102 33,427 3,319,424 SH   DFND 6,2,1 2,174,300 0 1,145,124
STARBUCKS CORP COM 855244109 70,053 1,201,384 SH   DFND 2,1 1,128,690 0 72,694
STARBUCKS CORP COM 855244109 36,420 624,600 SH   DFND 6,2,1 198,800 0 425,800
STARTEK INC COM 85569C107 406 33,200 SH   DFND 6,2,1 1,300 0 31,900
STATE STR CORP COM 857477103 160 1,781 SH   DFND 2,1 1,781 0 0
STATE STR CORP COM 857477103 8,722 97,200 SH   DFND 6,2,1 2,700 0 94,500
STEELCASE INC CL A 858155203 169 12,100 SH   DFND 6,2,1 0 0 12,100
STEMLINE THERAPEUTICS INC COM 85858C107 5,789 629,205 SH   DFND 2,1 629,205 0 0
STERICYCLE INC COM 858912108 801 10,489 SH   DFND 2,1 10,489 0 0
STIFEL FINL CORP COM 860630102 6,322 137,500 SH   DFND 6,2,1 62,900 0 74,600
STONERIDGE INC COM 86183P102 1,754 113,800 SH   DFND 6,2,1 42,900 0 70,900
STORE CAP CORP COM 862121100 9,678 431,110 SH   DFND 2,1 431,110 0 0
STRYKER CORP COM 863667101 28,711 206,881 SH   DFND 2,1 206,881 0 0
STRYKER CORP COM 863667101 38,567 277,900 SH   DFND 6,2,1 40,200 0 237,700
SUMMIT HOTEL PPTYS COM 866082100 2,184 117,100 SH   DFND 6,2,1 7,800 0 109,300
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 3,267 286,857 SH   DFND 2,1 286,857 0 0
SUN LIFE FINL INC COM 866796105 29 800 SH   DFND 2,1 800 0 0
SUN LIFE FINL INC COM 866796105 354 9,900 SH   DFND 6,2,1 4,200 0 5,700
SUNCOR ENERGY INC NEW COM 867224107 2,486 85,124 SH   DFND 2,1 74,256 0 10,868
SUNCOR ENERGY INC NEW COM 867224107 756 25,900 SH   DFND 6,2,1 10,600 0 15,300
SUNSTONE HOTEL INVS INC NEW COM 867892101 638 39,600 SH   DFND 2,1 39,600 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,501 341,254 SH   DFND 6,2,1 170,200 0 171,054
SUNTRUST BKS INC COM 867914103 125 2,200 SH   DFND 2,1 2,200 0 0
SUNTRUST BKS INC COM 867914103 5,445 96,000 SH   DFND 6,2,1 3,400 0 92,600
SUPERIOR ENERGY SVCS INC COM 868157108 38 3,600 SH   DFND 2,1 3,600 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 4,543 435,600 SH   DFND 6,2,1 189,700 0 245,900
SUPERNUS PHARMACEUTICALS INC COM 868459108 9,252 214,669 SH   DFND 2,1 214,669 0 0
SYKES ENTERPRISES INC COM 871237103 3,437 102,500 SH   DFND 6,2,1 38,000 0 64,500
SYMANTEC CORP COM 871503108 5,749 203,514 SH   DFND 2,1 187,814 0 15,700
SYMANTEC CORP COM 871503108 21,403 757,614 SH   DFND 6,2,1 541,714 0 215,900
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 364 22,110 SH   DFND 6,2,1 5,360 0 16,750
SYNCHRONOSS TECHNOLOGIES INC NOTE 0.750% 8/1 87157BAA1 6,493 7,000,000 PRN   DFND 2,1 6,000,000 0 1,000,000
SYNOPSYS INC COM 871607107 3,414 46,806 SH   DFND 2,1 46,806 0 0
SYNOPSYS INC COM 871607107 47,968 657,722 SH   DFND 6,2,1 409,060 0 248,662
SYNTEL INC COM 87162H103 1,046 61,700 SH   DFND 6,2,1 34,400 0 27,300
SYNCHRONY FINL COM 87165B103 113 3,781 SH   DFND 2,1 3,781 0 0
SYNCHRONY FINL COM 87165B103 5,162 173,100 SH   DFND 6,2,1 5,700 0 167,400
SYSCO CORP COM 871829107 724 14,376 SH   DFND 2,1 14,376 0 0
SYSCO CORP COM 871829107 20,806 413,400 SH   DFND 6,2,1 28,900 0 384,500
SYSTEMAX INC COM 871851101 220 11,693 SH   DFND 6,2,1 4,350 0 7,343
TD AMERITRADE HLDG CORP COM 87236Y108 20,862 485,275 SH   DFND 2,1 400,871 0 84,404
TJX COS INC NEW COM 872540109 36,624 507,474 SH   DFND 2,1 479,657 0 27,817
TJX COS INC NEW COM 872540109 39,066 541,300 SH   DFND 6,2,1 112,800 0 428,500
T MOBILE US INC COM 872590104 82 1,350 SH   DFND 2,1 1,350 0 0
T MOBILE US INC COM 872590104 315 5,200 SH   DFND 6,2,1 0 0 5,200
TTM TECHNOLOGIES INC COM 87305R109 7,609 438,300 SH   DFND 6,2,1 229,800 0 208,500
TABLEAU SOFTWARE INC CL A 87336U105 3,064 50,000 SH   DFND 2,1 50,000 0 0
TAHOE RES INC COM 873868103 1,649 191,300 SH   DFND 6,2,1 2,500 0 188,800
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 17,961 513,755 SH   DFND 2,1 228,415 0 285,340
TAL ED GROUP ADS REPSTG COM 874080104 23,871 195,165 SH   DFND 2,1 169,272 0 25,893
TANGER FACTORY OUTLET CTRS I COM 875465106 1,519 58,450 SH   DFND 2,1 58,450 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 1,086 41,800 SH   DFND 6,2,1 0 0 41,800
TARGET CORP COM 87612E106 572 10,932 SH   DFND 2,1 8,608 0 2,324
TARGET CORP COM 87612E106 10,913 208,700 SH   DFND 6,2,1 82,300 0 126,400
TARGA RES CORP COM 87612G101 228 5,047 SH   DFND 2,1 5,047 0 0
TARGA RES CORP COM 87612G101 208 4,600 SH   DFND 6,2,1 4,600 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,327 131,083 SH   DFND 2,1 53,195 0 77,888
TECK RESOURCES LTD CL B 878742204 1,554 89,666 SH   DFND 2,1 81,820 0 7,846
TECK RESOURCES LTD CL B 878742204 4,223 243,680 SH   DFND 6,2,1 194,280 0 49,400
TEGNA INC COM 87901J105 391 27,136 SH   DFND 2,1 25,136 0 2,000
TEGNA INC COM 87901J105 4,904 340,300 SH   DFND 6,2,1 11,100 0 329,200
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 161 11,906 SH   DFND 2,1 0 0 11,906
TELENAV INC COM 879455103 1,711 211,180 SH   DFND 6,2,1 100,504 0 110,676
TENNECO INC COM 880349105 607 10,500 SH   DFND 6,2,1 10,500 0 0
TERADATA CORP DEL COM 88076W103 2,329 78,985 SH   DFND 2,1 74,585 0 4,400
TERADATA CORP DEL COM 88076W103 19,325 655,300 SH   DFND 6,2,1 372,600 0 282,700
TERADYNE INC COM 880770102 36,452 1,213,848 SH   DFND 2,1 1,213,848 0 0
TESARO INC COM 881569107 8,301 59,349 SH   DFND 2,1 59,349 0 0
TESARO INC COM 881569107 671 4,800 SH   DFND 6,2,1 2,900 0 1,900
TESORO CORP COM 881609101 750 8,008 SH   DFND 2,1 8,008 0 0
TESLA INC COM 88160R101 285 788 SH   DFND 2,1 788 0 0
TESLA INC COM 88160R101 615 1,700 SH   DFND 6,2,1 800 0 900
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 7,904 237,914 SH   DFND 2,1 237,914 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 36 1,075 SH   DFND 6,2,1 1,075 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 48,048 44,800,000 PRN   DFND 2,1 18,000,000 0 26,800,000
TETRAPHASE PHARMACEUTICALS I COM 88165N105 132 18,500 SH   DFND 6,2,1 5,600 0 12,900
TEXAS INSTRS INC COM 882508104 45,241 588,075 SH   DFND 2,1 554,880 0 33,195
TEXAS INSTRS INC COM 882508104 45,796 595,300 SH   DFND 6,2,1 146,800 0 448,500
THERMO FISHER SCIENTIFIC INC COM 883556102 97,363 558,051 SH   DFND 2,1 520,045 0 38,006
THERMO FISHER SCIENTIFIC INC COM 883556102 26,013 149,100 SH   DFND 6,2,1 53,500 0 95,600
THOMSON REUTERS CORP COM 884903105 2,982 64,417 SH   DFND 2,1 9,400 0 55,017
THOMSON REUTERS CORP COM 884903105 13,903 300,355 SH   DFND 6,2,1 20,400 0 279,955
THOR INDS INC COM 885160101 2,169 20,751 SH   DFND 6,2,1 0 0 20,751
3M CO COM 88579Y101 40,481 194,441 SH   DFND 2,1 89,048 0 105,393
3M CO COM 88579Y101 67,037 322,000 SH   DFND 6,2,1 89,200 0 232,800
TIER REIT INC COM NEW 88650V208 1,210 65,500 SH   DFND 6,2,1 45,900 0 19,600
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 305 20,609 SH   DFND 2,1 0 0 20,609
TIMBERLAND BANCORP INC COM 887098101 383 15,155 SH   DFND 6,2,1 2,600 0 12,555
TIME WARNER INC COM NEW 887317303 2,957 29,448 SH   DFND 2,1 10,821 0 18,627
TIME WARNER INC COM NEW 887317303 15,132 150,700 SH   DFND 6,2,1 89,700 0 61,000
TIMKEN CO COM 887389104 2,530 54,700 SH   DFND 6,2,1 22,300 0 32,400
TIVO CORP COM 88870P106 532 28,500 SH   DFND 2,1 22,900 0 5,600
TIVO CORP COM 88870P106 7,074 379,327 SH   DFND 6,2,1 132,700 0 246,627
TOLL BROS FIN CORP NOTE 0.500% 9/1 88947EAM2 8,479 8,500,000 PRN   DFND 2,1 7,500,000 0 1,000,000
TORO CO COM 891092108 492 7,100 SH   DFND 2,1 7,100 0 0
TORO CO COM 891092108 2,030 29,300 SH   DFND 6,2,1 29,300 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 28,700 569,673 SH   DFND 2,1 400,480 0 169,193
TORONTO DOMINION BK ONT COM NEW 891160509 55,620 1,104,000 SH   DFND 6,2,1 71,800 0 1,032,200
TRANSCANADA CORP COM 89353D107 1,476 30,964 SH   DFND 2,1 30,964 0 0
TRANSCANADA CORP COM 89353D107 32,401 679,700 SH   DFND 6,2,1 7,100 0 672,600
TRAVELERS COMPANIES INC COM 89417E109 8,383 66,250 SH   DFND 2,1 62,648 0 3,602
TRAVELERS COMPANIES INC COM 89417E109 37,438 295,880 SH   DFND 6,2,1 282,280 0 13,600
TRAVELZOO COM NEW 89421Q205 723 66,000 SH   DFND 6,2,1 19,300 0 46,700
TRICO BANCSHARES COM 896095106 232 6,600 SH   DFND 6,2,1 900 0 5,700
TRIMBLE INC COM 896239100 39,494 1,107,191 SH   DFND 2,1 1,107,191 0 0
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 15,038 12,000,000 PRN   DFND 2,1 11,000,000 0 1,000,000
TUPPERWARE BRANDS CORP COM 899896104 604 8,600 SH   DFND 2,1 8,600 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,739 39,000 SH   DFND 6,2,1 14,800 0 24,200
TWENTY FIRST CENTY FOX INC CL A 90130A101 364 12,861 SH   DFND 2,1 6,864 0 5,997
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,895 384,451 SH   DFND 6,2,1 205,951 0 178,500
TWILIO INC CL A 90138F102 2,154 74,000 SH   DFND 2,1 74,000 0 0
II VI INC COM 902104108 957 27,900 SH   DFND 6,2,1 6,800 0 21,100
TYSON FOODS INC CL A 902494103 206 3,282 SH   DFND 2,1 3,282 0 0
TYSON FOODS INC CL A 902494103 3,200 51,100 SH   DFND 6,2,1 2,400 0 48,700
UGI CORP NEW COM 902681105 116 2,400 SH   DFND 2,1 2,400 0 0
UGI CORP NEW COM 902681105 3,781 78,100 SH   DFND 6,2,1 5,900 0 72,200
US BANCORP DEL COM NEW 902973304 19,952 384,280 SH   DFND 2,1 366,400 0 17,880
US BANCORP DEL COM NEW 902973304 65,814 1,267,600 SH   DFND 6,2,1 268,700 0 998,900
U S SILICA HLDGS INC COM 90346E103 355 10,000 SH   DFND 2,1 10,000 0 0
ULTA BEAUTY INC COM 90384S303 672 2,340 SH   DFND 2,1 2,340 0 0
ULTA BEAUTY INC COM 90384S303 8,850 30,800 SH   DFND 6,2,1 2,300 0 28,500
ULTIMATE SOFTWARE GROUP INC COM 90385D107 52,647 250,628 SH   DFND 2,1 250,628 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 2,269 121,000 SH   DFND 6,2,1 45,200 0 75,800
ULTRA PETROLEUM CORP COM NEW 903914208 375 34,600 SH   DFND 6,2,1 7,700 0 26,900
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 14,699 236,653 SH   DFND 2,1 236,653 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,004 85,154 SH   DFND 2,1 80,407 0 4,747
UMPQUA HLDGS CORP COM 904214103 9,918 540,200 SH   DFND 6,2,1 192,600 0 347,600
UNION PAC CORP COM 907818108 65,304 599,618 SH   DFND 2,1 568,882 0 30,736
UNION PAC CORP COM 907818108 58,757 539,500 SH   DFND 6,2,1 151,800 0 387,700
UNITED CONTL HLDGS INC COM 910047109 1,676 22,277 SH   DFND 2,1 22,277 0 0
UNITED CONTL HLDGS INC COM 910047109 24,313 323,100 SH   DFND 6,2,1 311,300 0 11,800
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 194 79,705 SH   DFND 2,1 0 0 79,705
UNITED PARCEL SERVICE INC CL B 911312106 2,607 23,572 SH   DFND 2,1 21,512 0 2,060
UNITED PARCEL SERVICE INC CL B 911312106 47,653 430,900 SH   DFND 6,2,1 105,800 0 325,100
UNITED RENTALS INC COM 911363109 20,637 183,101 SH   DFND 2,1 170,610 0 12,491
UNITED RENTALS INC COM 911363109 6,944 61,606 SH   DFND 6,2,1 19,500 0 42,106
UNITED STATES LIME & MINERAL COM 911922102 451 5,746 SH   DFND 6,2,1 1,247 0 4,499
UNITED TECHNOLOGIES CORP COM 913017109 20,044 164,144 SH   DFND 2,1 131,103 0 33,041
UNITED TECHNOLOGIES CORP COM 913017109 89,676 734,390 SH   DFND 6,2,1 414,000 0 320,390
UNITED THERAPEUTICS CORP DEL COM 91307C102 626 4,829 SH   DFND 2,1 4,829 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 11,754 90,600 SH   DFND 6,2,1 45,800 0 44,800
UNITEDHEALTH GROUP INC COM 91324P102 89,768 484,135 SH   DFND 2,1 444,460 0 39,675
UNITEDHEALTH GROUP INC COM 91324P102 93,379 503,610 SH   DFND 6,2,1 147,310 0 356,300
UNIVERSAL CORP VA COM 913456109 414 6,400 SH   DFND 2,1 6,400 0 0
UNIVERSAL CORP VA COM 913456109 6,534 100,987 SH   DFND 6,2,1 53,987 0 47,000
UNIVERSAL INS HLDGS INC COM 91359V107 1,220 48,400 SH   DFND 6,2,1 33,900 0 14,500
UNIVERSAL HLTH SVCS INC CL B 913903100 8,821 72,259 SH   DFND 2,1 72,259 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 732 6,000 SH   DFND 6,2,1 0 0 6,000
URBAN EDGE PPTYS COM 91704F104 10,532 443,808 SH   DFND 2,1 443,808 0 0
VCA INC COM 918194101 1,572 17,033 SH   DFND 2,1 17,033 0 0
V F CORP COM 918204108 453 7,864 SH   DFND 2,1 7,864 0 0
V F CORP COM 918204108 13,634 236,700 SH   DFND 6,2,1 25,000 0 211,700
VALE S A ADR REPSTG PFD 91912E204 384 47,146 SH   DFND 2,1 5,040 0 42,106
VALERO ENERGY CORP NEW COM 91913Y100 12,402 183,849 SH   DFND 2,1 135,331 0 48,518
VALERO ENERGY CORP NEW COM 91913Y100 58,075 860,880 SH   DFND 6,2,1 656,680 0 204,200
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,888 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 698 14,176 SH   DFND 2,1 0 0 14,176
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 656 13,320 SH   DFND 5,4,2,1 13,320 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 3,926 72,230 SH   DFND 5,4,2,1 72,230 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 754 13,410 SH   DFND 5,4,2,1 13,410 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,333 155,100 SH   DFND 5,4,2,1 155,100 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 92 1,395 SH   DFND 2,1 0 0 1,395
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 4,896 74,400 SH   DFND 5,4,2,1 74,400 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 218 3,950 SH   DFND 2,1 0 0 3,950
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 37,098 672,800 SH   DFND 5,4,2,1 672,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 722 8,160 SH   DFND 5,4,2,1 8,160 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 61,702 438,100 SH   DFND 5,4,2,1 438,100 0 0
VECTRUS INC COM 92242T101 220 6,800 SH   DFND 6,2,1 1,900 0 4,900
VEEVA SYS INC CL A COM 922475108 8,128 132,579 SH   DFND 2,1 132,579 0 0
VEEVA SYS INC CL A COM 922475108 294 4,800 SH   DFND 6,2,1 4,800 0 0
VENTAS INC COM 92276F100 536 7,719 SH   DFND 2,1 7,719 0 0
VENTAS INC COM 92276F100 208 3,000 SH   DFND 6,2,1 3,000 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,943 17,755 SH   DFND 2,1 0 0 17,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 59,233 575,800 SH   DFND 5,4,2,1 575,800 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 777 6,600 SH   DFND 5,4,2,1 6,600 0 0
VANGUARD INDEX FDS REIT ETF 922908553 712 8,550 SH   DFND 5,4,2,1 8,550 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 34,647 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 88,205 694,312 SH   DFND 5,4,2,1 694,312 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 40,874 423,301 SH   DFND 5,4,2,1 423,301 0 0
VERA BRADLEY INC COM 92335C106 290 29,658 SH   DFND 6,2,1 0 0 29,658
VEREIT INC COM 92339V100 450 55,332 SH   DFND 2,1 55,332 0 0
VEREIT INC COM 92339V100 121 14,900 SH   DFND 6,2,1 14,900 0 0
VERIFONE SYS INC COM 92342Y109 3,654 201,900 SH   DFND 6,2,1 70,500 0 131,400
VERISIGN INC COM 92343E102 42 453 SH   DFND 2,1 453 0 0
VERISIGN INC COM 92343E102 1,236 13,300 SH   DFND 6,2,1 10,700 0 2,600
VERIZON COMMUNICATIONS INC COM 92343V104 15,978 357,780 SH   DFND 2,1 192,896 0 164,884
VERIZON COMMUNICATIONS INC COM 92343V104 66,418 1,487,200 SH   DFND 6,2,1 936,100 0 551,100
VERINT SYS INC COM 92343X100 1,059 26,014 SH   DFND 2,1 26,014 0 0
VERINT SYS INC COM 92343X100 6,870 168,800 SH   DFND 6,2,1 67,700 0 101,100
VERISK ANALYTICS INC COM 92345Y106 59 700 SH   DFND 2,1 700 0 0
VERISK ANALYTICS INC COM 92345Y106 4,438 52,600 SH   DFND 6,2,1 0 0 52,600
VERMILION ENERGY INC COM 923725105 414 13,056 SH   DFND 2,1 13,056 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 21,540 167,149 SH   DFND 2,1 167,149 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 503 3,900 SH   DFND 6,2,1 1,700 0 2,200
VIACOM INC NEW CL B 92553P201 3,373 100,490 SH   DFND 2,1 100,490 0 0
VIACOM INC NEW CL B 92553P201 29,724 885,440 SH   DFND 6,2,1 652,140 0 233,300
VISA INC COM CL A 92826C839 108,207 1,153,838 SH   DFND 2,1 1,086,920 0 66,918
VISA INC COM CL A 92826C839 70,316 749,800 SH   DFND 6,2,1 256,800 0 493,000
VISHAY INTERTECHNOLOGY INC COM 928298108 7,257 437,190 SH   DFND 6,2,1 157,100 0 280,090
VISHAY PRECISION GROUP INC COM 92835K103 576 33,322 SH   DFND 6,2,1 15,752 0 17,570
VISTEON CORP COM NEW 92839U206 531 5,200 SH   DFND 6,2,1 300 0 4,900
VMWARE INC CL A COM 928563402 866 9,900 SH   DFND 2,1 5,900 0 4,000
VMWARE INC CL A COM 928563402 9,635 110,200 SH   DFND 6,2,1 53,200 0 57,000
VOLT INFORMATION SCIENCES IN COM 928703107 50 12,585 SH   DFND 6,2,1 5,085 0 7,500
VORNADO RLTY TR SH BEN INT 929042109 328 3,495 SH   DFND 2,1 3,495 0 0
VORNADO RLTY TR SH BEN INT 929042109 338 3,600 SH   DFND 6,2,1 3,600 0 0
VULCAN MATLS CO COM 929160109 228 1,798 SH   DFND 2,1 1,798 0 0
VULCAN MATLS CO COM 929160109 3,813 30,100 SH   DFND 6,2,1 200 0 29,900
WEC ENERGY GROUP INC COM 92939U106 59 956 SH   DFND 2,1 956 0 0
WEC ENERGY GROUP INC COM 92939U106 3,296 53,700 SH   DFND 6,2,1 4,200 0 49,500
WABASH NATL CORP COM 929566107 5,266 239,600 SH   DFND 6,2,1 92,200 0 147,400
WABTEC CORP COM 929740108 4,263 46,585 SH   DFND 2,1 46,585 0 0
WABTEC CORP COM 929740108 238 2,600 SH   DFND 6,2,1 0 0 2,600
WADDELL & REED FINL INC CL A 930059100 2,884 152,740 SH   DFND 6,2,1 32,140 0 120,600
WAL-MART STORES INC COM 931142103 3,380 44,656 SH   DFND 2,1 12,742 0 31,914
WAL-MART STORES INC COM 931142103 37,083 490,000 SH   DFND 6,2,1 184,800 0 305,200
WALGREENS BOOTS ALLIANCE INC COM 931427108 5,818 74,295 SH   DFND 2,1 67,482 0 6,813
WALGREENS BOOTS ALLIANCE INC COM 931427108 16,500 210,700 SH   DFND 6,2,1 113,000 0 97,700
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 8,111 254,264 SH   DFND 2,1 254,264 0 0
WASTE CONNECTIONS INC COM 94106B101 294 4,567 SH   DFND 2,1 4,567 0 0
WASTE CONNECTIONS INC COM 94106B101 5,398 83,800 SH   DFND 6,2,1 9,900 0 73,900
WASTE MGMT INC DEL COM 94106L109 1,100 14,990 SH   DFND 2,1 14,990 0 0
WASTE MGMT INC DEL COM 94106L109 31,944 435,500 SH   DFND 6,2,1 4,000 0 431,500
WATERS CORP COM 941848103 73 395 SH   DFND 2,1 395 0 0
WATERS CORP COM 941848103 7,059 38,400 SH   DFND 6,2,1 0 0 38,400
WEB COM GROUP INC COM 94733A104 3,261 128,900 SH   DFND 6,2,1 49,800 0 79,100
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,541 84,413 SH   DFND 2,1 84,413 0 0
WELBILT INC COM 949090104 954 50,607 SH   DFND 2,1 50,607 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 48,808 18,950,000 PRN   DFND 2,1 3,000,000 0 15,950,000
WELLS FARGO CO NEW COM 949746101 36,095 651,412 SH   DFND 2,1 573,501 0 77,911
WELLS FARGO CO NEW COM 949746101 38,399 693,000 SH   DFND 6,2,1 634,500 0 58,500
WELLTOWER INC COM 95040Q104 19,840 265,067 SH   DFND 2,1 265,067 0 0
WELLTOWER INC COM 95040Q104 269 3,600 SH   DFND 6,2,1 3,600 0 0
WEST MARINE INC COM 954235107 1,244 96,788 SH   DFND 6,2,1 57,763 0 39,025
WESTERN ALLIANCE BANCORP COM 957638109 1,038 21,100 SH   DFND 6,2,1 0 0 21,100
WESTERN DIGITAL CORP COM 958102105 4,110 46,390 SH   DFND 2,1 46,390 0 0
WESTERN DIGITAL CORP COM 958102105 4,005 45,200 SH   DFND 6,2,1 2,100 0 43,100
WESTERN UN CO COM 959802109 5,305 278,500 SH   DFND 2,1 268,100 0 10,400
WESTERN UN CO COM 959802109 37,809 1,984,700 SH   DFND 6,2,1 1,425,300 0 559,400
WEYERHAEUSER CO COM 962166104 414 12,370 SH   DFND 2,1 3,257 0 9,113
WEYERHAEUSER CO COM 962166104 1,497 44,700 SH   DFND 6,2,1 15,800 0 28,900
WHEATON PRECIOUS METALS CORP COM 962879102 1,995 100,309 SH   DFND 2,1 100,309 0 0
WHIRLPOOL CORP COM 963320106 62 323 SH   DFND 2,1 323 0 0
WHIRLPOOL CORP COM 963320106 1,131 5,900 SH   DFND 6,2,1 0 0 5,900
WHITESTONE REIT COM 966084204 1,164 95,000 SH   DFND 6,2,1 61,300 0 33,700
WILLIAMS COS INC DEL COM 969457100 764 25,219 SH   DFND 2,1 3,636 0 21,583
WILLIAMS COS INC DEL COM 969457100 1,514 50,000 SH   DFND 6,2,1 4,900 0 45,100
WILLIAMS SONOMA INC COM 969904101 1,232 25,400 SH   DFND 6,2,1 14,700 0 10,700
WINTRUST FINL CORP COM 97650W108 1,154 15,100 SH   DFND 6,2,1 0 0 15,100
WISDOMTREE TR FUTRE STRAT FD 97717W125 1,471 37,700 SH   DFND 5,4,2,1 37,700 0 0
WORKDAY INC CL A 98138H101 1,998 20,600 SH   DFND 2,1 20,600 0 0
WORLD FUEL SVCS CORP COM 981475106 6,302 163,900 SH   DFND 6,2,1 73,300 0 90,600
WYNDHAM WORLDWIDE CORP COM 98310W108 3,705 36,900 SH   DFND 2,1 36,900 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 39,682 395,200 SH   DFND 6,2,1 298,700 0 96,500
XO GROUP INC COM 983772104 783 44,442 SH   DFND 6,2,1 5,853 0 38,589
XPO LOGISTICS INC COM 983793100 8,822 136,500 SH   DFND 2,1 136,500 0 0
XCEL ENERGY INC COM 98389B100 735 16,016 SH   DFND 2,1 11,816 0 4,200
XCEL ENERGY INC COM 98389B100 19,274 420,100 SH   DFND 6,2,1 33,500 0 386,600
XILINX INC COM 983919101 22,109 343,737 SH   DFND 2,1 42,184 0 301,553
XILINX INC COM 983919101 7,178 111,600 SH   DFND 6,2,1 0 0 111,600
XENIA HOTELS & RESORTS INC COM 984017103 112 5,799 SH   DFND 2,1 799 0 5,000
XENIA HOTELS & RESORTS INC COM 984017103 4,977 256,930 SH   DFND 6,2,1 111,300 0 145,630
XEROX CORP COM NEW 984121608 4,089 142,331 SH   DFND 2,1 136,631 0 5,700
XEROX CORP COM NEW 984121608 37,242 1,296,290 SH   DFND 6,2,1 912,715 0 383,575
YAHOO INC NOTE 12/0 984332AF3 1,137 1,000,000 PRN   DFND 2,1 0 0 1,000,000
YAMANA GOLD INC COM 98462Y100 48 19,640 SH   DFND 2,1 19,640 0 0
YUM BRANDS INC COM 988498101 567 7,685 SH   DFND 2,1 6,704 0 981
YUM BRANDS INC COM 988498101 12,325 167,100 SH   DFND 6,2,1 14,000 0 153,100
ZILLOW GROUP INC CL C CAP STK 98954M200 8,407 171,536 SH   DFND 2,1 171,536 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 39,006 303,784 SH   DFND 2,1 303,784 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,979 23,200 SH   DFND 6,2,1 1,300 0 21,900
ZIONS BANCORPORATION COM 989701107 57 1,300 SH   DFND 2,1 1,300 0 0
ZIONS BANCORPORATION COM 989701107 17,516 398,910 SH   DFND 6,2,1 311,800 0 87,110
ZOETIS INC CL A 98978V103 2,184 35,014 SH   DFND 2,1 35,014 0 0
ZOETIS INC CL A 98978V103 11,478 184,000 SH   DFND 6,2,1 10,600 0 173,400
ZYNGA INC CL A 98986T108 6,401 1,758,600 SH   DFND 6,2,1 791,800 0 966,800
DEUTSCHE BANK AG NAMEN AKT D18190898 4,459 250,672 SH   DFND 2,1 234,297 0 16,375
DEUTSCHE BANK AG NAMEN AKT D18190898 5,358 301,200 SH   DFND 6,2,1 293,200 0 8,000
ALLERGAN PLC SHS G0177J108 85,616 352,200 SH   DFND 2,1 348,982 0 3,218
ALLERGAN PLC SHS G0177J108 11,377 46,800 SH   DFND 6,2,1 44,400 0 2,400
AMDOCS LTD SHS G02602103 2,965 46,000 SH   DFND 2,1 46,000 0 0
AMDOCS LTD SHS G02602103 13,859 215,000 SH   DFND 6,2,1 168,500 0 46,500
AMBARELLA INC SHS G037AX101 34,379 708,106 SH   DFND 2,1 708,106 0 0
AON PLC SHS CL A G0408V102 3,355 25,234 SH   DFND 2,1 25,234 0 0
AON PLC SHS CL A G0408V102 7,335 55,170 SH   DFND 6,2,1 51,100 0 4,070
ARCH CAP GROUP LTD ORD G0450A105 271 2,904 SH   DFND 2,1 2,904 0 0
ARCH CAP GROUP LTD ORD G0450A105 37 400 SH   DFND 6,2,1 400 0 0
ASSURED GUARANTY LTD COM G0585R106 2,349 56,265 SH   DFND 2,1 56,265 0 0
ASSURED GUARANTY LTD COM G0585R106 17,376 416,300 SH   DFND 6,2,1 253,600 0 162,700
ATLASSIAN CORP PLC CL A G06242104 3,588 102,000 SH   DFND 2,1 102,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,484 109,026 SH   DFND 2,1 108,230 0 796
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 48,347 390,900 SH   DFND 6,2,1 99,500 0 291,400
BUNGE LIMITED COM G16962105 1,485 19,900 SH   DFND 2,1 19,900 0 0
BUNGE LIMITED COM G16962105 5,192 69,600 SH   DFND 6,2,1 45,700 0 23,900
CREDICORP LTD COM G2519Y108 17,770 99,057 SH   DFND 2,1 79,507 0 19,550
COCA COLA EUROPEAN PARTNERS SHS G25839104 7,903 194,318 SH   DFND 2,1 186,380 0 7,938
COCA COLA EUROPEAN PARTNERS SHS G25839104 26,239 645,160 SH   DFND 6,2,1 507,860 0 137,300
DELPHI AUTOMOTIVE PLC SHS G27823106 40,632 463,575 SH   DFND 2,1 463,575 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 15,549 177,400 SH   DFND 6,2,1 11,000 0 166,400
EATON CORP PLC SHS G29183103 451 5,798 SH   DFND 2,1 2,121 0 3,677
EATON CORP PLC SHS G29183103 11,297 145,150 SH   DFND 6,2,1 53,300 0 91,850
EVEREST RE GROUP LTD COM G3223R108 3,275 12,864 SH   DFND 2,1 12,864 0 0
EVEREST RE GROUP LTD COM G3223R108 8,249 32,400 SH   DFND 6,2,1 32,400 0 0
FABRINET SHS G3323L100 2,218 52,000 SH   DFND 2,1 52,000 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 643 30,751 SH   DFND 6,2,1 18,300 0 12,451
INGERSOLL-RAND PLC SHS G47791101 103 1,130 SH   DFND 2,1 1,130 0 0
INGERSOLL-RAND PLC SHS G47791101 192 2,100 SH   DFND 6,2,1 2,100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 14,750 94,855 SH   DFND 2,1 94,855 0 0
JOHNSON CTLS INTL PLC SHS G51502105 4,613 106,387 SH   DFND 2,1 9,509 0 96,878
JOHNSON CTLS INTL PLC SHS G51502105 5,632 129,900 SH   DFND 6,2,1 119,200 0 10,700
LIBERTY GLOBAL PLC SHS CL A G5480U104 41 1,261 SH   DFND 2,1 1,261 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 264 8,215 SH   DFND 6,2,1 4,300 0 3,915
LIBERTY GLOBAL PLC SHS CL C G5480U120 779 24,991 SH   DFND 2,1 2,899 0 22,092
LIBERTY GLOBAL PLC SHS CL C G5480U120 81 2,600 SH   DFND 6,2,1 0 0 2,600
LUXOFT HLDG INC ORD SHS CL A G57279104 17,949 294,979 SH   DFND 2,1 230,256 0 64,723
MAIDEN HOLDINGS LTD SHS G5753U112 198 17,800 SH   DFND 6,2,1 11,400 0 6,400
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 8,507 514,934 SH   DFND 2,1 514,934 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 27,121 1,641,682 SH   DFND 6,2,1 836,396 0 805,286
MEDTRONIC PLC SHS G5960L103 37,973 427,866 SH   DFND 2,1 418,985 0 8,881
MEDTRONIC PLC SHS G5960L103 21,806 245,700 SH   DFND 6,2,1 169,100 0 76,600
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 15,044 894,388 SH   DFND 2,1 894,388 0 0
PROTHENA CORP PLC SHS G72800108 7,927 146,477 SH   DFND 2,1 146,477 0 0
PENTAIR PLC SHS G7S00T104 49 733 SH   DFND 2,1 733 0 0
PENTAIR PLC SHS G7S00T104 1,098 16,500 SH   DFND 6,2,1 0 0 16,500
STERIS PLC SHS USD G84720104 878 10,770 SH   DFND 2,1 10,770 0 0
TECHNIPFMC PLC COM G87110105 236,439 8,692,611 SH   DFND 2,1 3,210,555 0 5,482,056
TECHNIPFMC PLC COM G87110105 128 4,700 SH   DFND 6,2,1 0 0 4,700
THIRD PT REINS LTD COM G8827U100 2,146 154,400 SH   DFND 6,2,1 57,900 0 96,500
TRAVELPORT WORLDWIDE LTD SHS G9019D104 354 25,700 SH   DFND 2,1 19,800 0 5,900
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,164 593,300 SH   DFND 6,2,1 272,200 0 321,100
WILLIS TOWERS WATSON PUB LTD SHS G96629103 176 1,211 SH   DFND 2,1 1,211 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 844 5,800 SH   DFND 6,2,1 5,000 0 800
CHUBB LIMITED COM H1467J104 1,366 9,395 SH   DFND 2,1 8,773 0 622
CHUBB LIMITED COM H1467J104 10,976 75,500 SH   DFND 6,2,1 70,700 0 4,800
UBS GROUP AG SHS H42097107 89,188 5,252,529 SH   DFND 2,1 4,973,852 0 278,677
UBS GROUP AG SHS H42097107 17,780 1,047,138 SH   DFND 6,2,1 862,338 0 184,800
LOGITECH INTL S A SHS H50430232 3,299 90,000 SH   DFND 2,1 90,000 0 0
LOGITECH INTL S A SHS H50430232 1,356 37,000 SH   DFND 6,2,1 3,400 0 33,600
TE CONNECTIVITY LTD REG SHS H84989104 136 1,732 SH   DFND 2,1 1,732 0 0
TE CONNECTIVITY LTD REG SHS H84989104 189 2,400 SH   DFND 6,2,1 2,400 0 0
GLOBANT S A COM L44385109 5,082 117,000 SH   DFND 2,1 117,000 0 0
TRINSEO S A SHS L9340P101 117 1,700 SH   DFND 2,1 1,700 0 0
TRINSEO S A SHS L9340P101 502 7,300 SH   DFND 6,2,1 1,000 0 6,300
CHECK POINT SOFTWARE TECH LT ORD M22465104 13,679 125,405 SH   DFND 2,1 125,405 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,807 62,400 SH   DFND 6,2,1 4,600 0 57,800
FOAMIX PHARMACEUTICALS LTD SHS M46135105 4,374 942,735 SH   DFND 2,1 942,735 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 12,319 284,500 SH   DFND 2,1 284,500 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 757 105,200 SH   DFND 6,2,1 53,400 0 51,800
ORBOTECH LTD ORD M75253100 2,858 87,620 SH   DFND 2,1 87,620 0 0
RADWARE LTD ORD M81873107 5,174 295,000 SH   DFND 2,1 295,000 0 0
STRATASYS LTD SHS M85548101 17,856 766,026 SH   DFND 2,1 766,026 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 3,368 141,200 SH   DFND 6,2,1 37,600 0 103,600
AERCAP HOLDINGS NV SHS N00985106 431 9,289 SH   DFND 2,1 8,460 0 829
CIMPRESS N V SHS EURO N20146101 925 9,786 SH   DFND 2,1 9,786 0 0
CNH INDL N V SHS N20944109 178,877 15,718,542 SH   DFND 2,1 13,911,251 0 1,807,291
FERRARI N V COM N3167Y103 7,293 84,784 SH   DFND 2,1 80,259 0 4,525
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 12,317 1,158,658 SH   DFND 2,1 844,786 0 313,872
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 7,345 691,000 SH   DFND 6,2,1 575,000 0 116,000
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 21,506 254,838 SH   DFND 2,1 243,342 0 11,496
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 71,841 851,300 SH   DFND 6,2,1 542,300 0 309,000
NXP SEMICONDUCTORS N V COM N6596X109 1,920 17,543 SH   DFND 2,1 16,144 0 1,399
ORTHOFIX INTL N V COM N6748L102 3,329 71,620 SH   DFND 6,2,1 29,300 0 42,320
QIAGEN NV SHS NEW N72482123 12,960 386,530 SH   DFND 2,1 385,901 0 629
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 29,406 688,333 SH   DFND 2,1 688,333 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 12,343 449,011 SH   DFND 2,1 449,011 0 0
COPA HOLDINGS SA CL A P31076105 12,862 109,930 SH   DFND 2,1 84,204 0 25,726
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 46,745 427,949 SH   DFND 2,1 427,949 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6,783 62,100 SH   DFND 6,2,1 5,200 0 56,900
BROADCOM LTD SHS Y09827109 10,750 46,126 SH   DFND 2,1 39,225 0 6,901
BROADCOM LTD SHS Y09827109 18,761 80,500 SH   DFND 6,2,1 58,100 0 22,400
FLEX LTD ORD Y2573F102 40 2,468 SH   DFND 2,1 2,468 0 0
FLEX LTD ORD Y2573F102 2,440 149,600 SH   DFND 6,2,1 12,400 0 137,200