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 504 6,189 SH   DFND 2,1 6,189 0 0
AFLAC INC COM 001055102 1,612 19,800 SH   DFND 6,2,1 15,900 0 3,900
AGCO CORP COM 001084102 22 300 SH   DFND 2,1 300 0 0
AGCO CORP COM 001084102 11,353 153,900 SH   DFND 6,2,1 77,700 0 76,200
AES CORP COM 00130H105 40 3,600 SH   DFND 2,1 3,600 0 0
AES CORP COM 00130H105 1,895 172,000 SH   DFND 6,2,1 113,800 0 58,200
AMC NETWORKS INC CL A 00164V103 1,093 18,700 SH   DFND 2,1 18,700 0 0
AMC NETWORKS INC CL A 00164V103 13,238 226,400 SH   DFND 6,2,1 149,400 0 77,000
AMN HEALTHCARE SERVICES INC COM 001744101 676 14,800 SH   DFND 6,2,1 12,700 0 2,100
AT&T INC COM 00206R102 25,816 659,072 SH   DFND 2,1 506,276 0 152,796
AT&T INC COM 00206R102 139,365 3,557,940 SH   DFND 6,2,1 2,576,600 0 981,340
AU OPTRONICS CORP SPONSORED ADR 002255107 150 37,194 SH   DFND 2,1 0 0 37,194
AVX CORP NEW COM 002444107 255 14,000 SH   DFND 6,2,1 0 0 14,000
AARONS INC COM PAR $0.50 002535300 7,932 181,800 SH   DFND 6,2,1 100,500 0 81,300
ABBOTT LABS COM 002824100 1,385 25,963 SH   DFND 2,1 8,275 0 17,688
ABBOTT LABS COM 002824100 27,112 508,100 SH   DFND 6,2,1 202,700 0 305,400
ABBVIE INC COM 00287Y109 55,671 626,500 SH   DFND 2,1 533,264 0 93,236
ABBVIE INC COM 00287Y109 105,844 1,191,127 SH   DFND 6,2,1 826,827 0 364,300
ACACIA RESH CORP ACACIA TCH COM 003881307 957 210,418 SH   DFND 6,2,1 62,800 0 147,618
ACADIA RLTY TR COM SH BEN INT 004239109 4,599 160,682 SH   DFND 2,1 160,682 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 9,713 432,647 SH   DFND 2,1 432,647 0 0
ACCELERON PHARMA INC COM 00434H108 10,043 269,092 SH   DFND 2,1 269,092 0 0
ACHAOGEN INC COM 004449104 1,285 80,584 SH   DFND 2,1 80,584 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 3,508 781,356 SH   DFND 2,1 781,356 0 0
ACI WORLDWIDE INC COM 004498101 514 22,554 SH   DFND 2,1 22,554 0 0
ACTIVISION BLIZZARD INC COM 00507V109 30,842 478,101 SH   DFND 2,1 477,091 0 1,010
ACTIVISION BLIZZARD INC COM 00507V109 7,638 118,400 SH   DFND 6,2,1 90,100 0 28,300
ACUSHNET HOLDINGS CORP COM 005098108 625 35,200 SH   DFND 6,2,1 35,200 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 5,692 694,982 SH   DFND 2,1 694,982 0 0
ADOBE SYS INC COM 00724F101 46,435 311,266 SH   DFND 2,1 262,771 0 48,495
ADOBE SYS INC COM 00724F101 28,046 188,000 SH   DFND 6,2,1 71,600 0 116,400
ADTALEM GLOBAL ED INC COM 00737L103 65 1,800 SH   DFND 2,1 0 0 1,800
ADTALEM GLOBAL ED INC COM 00737L103 7,102 198,100 SH   DFND 6,2,1 98,900 0 99,200
ADVANCE AUTO PARTS INC COM 00751Y106 478 4,817 SH   DFND 2,1 4,817 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 137 22,105 SH   DFND 2,1 0 0 22,105
ADVISORY BRD CO COM 00762W107 2,004 37,369 SH   DFND 2,1 37,369 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 832 75,867 SH   DFND 6,2,1 43,235 0 32,632
AERIE PHARMACEUTICALS INC COM 00771V108 9,998 205,717 SH   DFND 2,1 205,717 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 966 27,600 SH   DFND 6,2,1 13,600 0 14,000
ADVANCED ENERGY INDS COM 007973100 436 5,400 SH   DFND 6,2,1 4,100 0 1,300
AETNA INC NEW COM 00817Y108 17,881 112,453 SH   DFND 2,1 112,453 0 0
AETNA INC NEW COM 00817Y108 25,825 162,410 SH   DFND 6,2,1 50,200 0 112,210
AFFILIATED MANAGERS GROUP COM 008252108 10,555 55,600 SH   DFND 2,1 55,600 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,044 5,500 SH   DFND 6,2,1 0 0 5,500
AGILENT TECHNOLOGIES INC COM 00846U101 969 15,087 SH   DFND 2,1 15,087 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,765 61,164 SH   DFND 2,1 61,164 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 10,796 161,743 SH   DFND 2,1 161,743 0 0
AGRIUM INC COM 008916108 1,262 11,769 SH   DFND 2,1 11,769 0 0
AGRIUM INC COM 008916108 2,348 21,900 SH   DFND 6,2,1 0 0 21,900
AIR PRODS & CHEMS INC COM 009158106 2,796 18,489 SH   DFND 2,1 13,502 0 4,987
AIR PRODS & CHEMS INC COM 009158106 39,347 260,200 SH   DFND 6,2,1 123,700 0 136,500
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 12,634 13,000,000 PRN   DFND 2,1 11,500,000 0 1,500,000
ALAMO GROUP INC COM 011311107 633 5,900 SH   DFND 6,2,1 5,000 0 900
ALASKA AIR GROUP INC COM 011659109 2,822 37,000 SH   DFND 2,1 37,000 0 0
ALASKA AIR GROUP INC COM 011659109 14,522 190,400 SH   DFND 6,2,1 138,100 0 52,300
ALBEMARLE CORP COM 012653101 70 516 SH   DFND 2,1 516 0 0
ALBEMARLE CORP COM 012653101 423 3,100 SH   DFND 6,2,1 0 0 3,100
ALCOA CORP COM 013872106 242 5,199 SH   DFND 2,1 0 0 5,199
ALCOA CORP COM 013872106 61 1,300 SH   DFND 6,2,1 1,300 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 11,608 947,564 SH   DFND 2,1 947,564 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 545 44,519 SH   DFND 6,2,1 27,400 0 17,119
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 265 2,231 SH   DFND 2,1 2,231 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 100,355 715,338 SH   DFND 2,1 712,438 0 2,900
ALEXION PHARMACEUTICALS INC COM 015351109 365 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 109,288 632,786 SH   DFND 2,1 535,215 0 97,571
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 29,309 169,700 SH   DFND 6,2,1 141,400 0 28,300
ALIGN TECHNOLOGY INC COM 016255101 8,729 46,861 SH   DFND 2,1 46,861 0 0
ALIGN TECHNOLOGY INC COM 016255101 6,873 36,900 SH   DFND 6,2,1 19,200 0 17,700
ALIO GOLD INC COM 01627X108 470 106,000 SH   DFND 6,2,1 54,400 0 51,600
ALLIANCE DATA SYSTEMS CORP COM 018581108 46,959 211,955 SH   DFND 2,1 211,955 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 4,865 341,856 SH   DFND 6,2,1 255,656 0 86,200
ALLSTATE CORP COM 020002101 662 7,200 SH   DFND 2,1 7,063 0 137
ALLSTATE CORP COM 020002101 1,608 17,500 SH   DFND 6,2,1 14,000 0 3,500
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,737 40,316 SH   DFND 2,1 40,316 0 0
ALPHABET INC CAP STK CL C 02079K107 256,439 267,372 SH   DFND 2,1 256,418 0 10,954
ALPHABET INC CAP STK CL C 02079K107 338 352 SH   DFND 6,2,1 289 0 63
ALPHABET INC CAP STK CL A 02079K305 45,939 47,179 SH   DFND 2,1 39,520 0 7,659
ALPHABET INC CAP STK CL A 02079K305 192,631 197,830 SH   DFND 6,2,1 129,630 0 68,200
ALTABA INC COM 021346101 2,027 30,600 SH   DFND 6,2,1 0 0 30,600
ALTRIA GROUP INC COM 02209S103 14,335 226,033 SH   DFND 2,1 188,110 0 37,923
ALTRIA GROUP INC COM 02209S103 68,582 1,081,400 SH   DFND 6,2,1 992,700 0 88,700
AMAZON COM INC COM 023135106 159,695 166,115 SH   DFND 2,1 157,622 0 8,493
AMAZON COM INC COM 023135106 73,736 76,700 SH   DFND 6,2,1 62,300 0 14,400
AMBEV SA SPONSORED ADR 02319V103 316 47,916 SH   DFND 2,1 0 0 47,916
AMEREN CORP COM 023608102 277 4,796 SH   DFND 2,1 4,796 0 0
AMEREN CORP COM 023608102 8,450 146,100 SH   DFND 6,2,1 3,500 0 142,600
AMERICAN AIRLS GROUP INC COM 02376R102 774 16,292 SH   DFND 2,1 16,292 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 4,815 101,400 SH   DFND 6,2,1 0 0 101,400
AMERICAN ELEC PWR INC COM 025537101 764 10,884 SH   DFND 2,1 10,884 0 0
AMERICAN ELEC PWR INC COM 025537101 21,571 307,100 SH   DFND 6,2,1 70,900 0 236,200
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 699 48,900 SH   DFND 6,2,1 17,800 0 31,100
AMERICAN EXPRESS CO COM 025816109 66,228 732,120 SH   DFND 2,1 723,479 0 8,641
AMERICAN EXPRESS CO COM 025816109 95,806 1,059,100 SH   DFND 6,2,1 572,200 0 486,900
AMERICAN HOMES 4 RENT CL A 02665T306 22,249 1,024,817 SH   DFND 2,1 1,024,817 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 5,173 84,268 SH   DFND 2,1 65,709 0 18,559
AMERICAN INTL GROUP INC COM NEW 026874784 50,825 827,900 SH   DFND 6,2,1 767,900 0 60,000
AMERICAN PUBLIC EDUCATION IN COM 02913V103 301 14,300 SH   DFND 6,2,1 9,300 0 5,000
AMERICAN TOWER CORP NEW COM 03027X100 73,924 540,858 SH   DFND 2,1 472,088 0 68,770
AMERICAN TOWER CORP NEW COM 03027X100 7,299 53,400 SH   DFND 6,2,1 51,100 0 2,300
AMERICAN WTR WKS CO INC NEW COM 030420103 339 4,196 SH   DFND 2,1 4,196 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 13,229 163,500 SH   DFND 6,2,1 700 0 162,800
AMERISOURCEBERGEN CORP COM 03073E105 7,131 86,173 SH   DFND 2,1 86,173 0 0
AMERIPRISE FINL INC COM 03076C106 6,616 44,547 SH   DFND 2,1 44,547 0 0
AMERIPRISE FINL INC COM 03076C106 51,860 349,200 SH   DFND 6,2,1 228,300 0 120,900
AMGEN INC COM 031162100 57,424 307,984 SH   DFND 2,1 278,473 0 29,511
AMGEN INC COM 031162100 123,650 663,180 SH   DFND 6,2,1 330,170 0 333,010
AMICUS THERAPEUTICS INC COM 03152W109 7,814 518,172 SH   DFND 2,1 518,172 0 0
AMKOR TECHNOLOGY INC COM 031652100 6,196 587,300 SH   DFND 6,2,1 345,400 0 241,900
AMPHENOL CORP NEW CL A 032095101 779 9,200 SH   DFND 2,1 9,200 0 0
AMPHENOL CORP NEW CL A 032095101 20,551 242,800 SH   DFND 6,2,1 3,500 0 239,300
ANADARKO PETE CORP COM 032511107 3,752 76,805 SH   DFND 2,1 37,553 0 39,252
ANADARKO PETE CORP COM 032511107 215 4,400 SH   DFND 6,2,1 3,100 0 1,300
ANALOG DEVICES INC COM 032654105 151 1,749 SH   DFND 2,1 1,749 0 0
ANALOG DEVICES INC COM 032654105 1,094 12,700 SH   DFND 6,2,1 2,200 0 10,500
ANALOGIC CORP COM PAR $0.05 032657207 2,580 30,800 SH   DFND 6,2,1 17,000 0 13,800
ANDEAVOR COM 03349M105 929 9,008 SH   DFND 2,1 9,008 0 0
ANGIODYNAMICS INC COM 03475V101 2,726 159,500 SH   DFND 6,2,1 88,300 0 71,200
ANNALY CAP MGMT INC COM 035710409 64 5,258 SH   DFND 2,1 5,258 0 0
ANNALY CAP MGMT INC COM 035710409 550 45,100 SH   DFND 6,2,1 45,100 0 0
ANSYS INC COM 03662Q105 131 1,064 SH   DFND 2,1 1,064 0 0
ANSYS INC COM 03662Q105 1,927 15,700 SH   DFND 6,2,1 1,800 0 13,900
ANTHEM INC COM 036752103 20,638 108,688 SH   DFND 2,1 98,557 0 10,131
ANTHEM INC COM 036752103 22,729 119,700 SH   DFND 6,2,1 51,100 0 68,600
APACHE CORP COM 037411105 1,396 30,470 SH   DFND 2,1 30,470 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 205 4,663 SH   DFND 2,1 4,663 0 0
APPLE INC COM 037833100 289,220 1,876,591 SH   DFND 2,1 1,726,730 0 149,861
APPLE INC COM 037833100 265,117 1,720,200 SH   DFND 6,2,1 1,135,000 0 585,200
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,313 69,455 SH   DFND 2,1 61,655 0 7,800
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 8,750 462,700 SH   DFND 6,2,1 328,200 0 134,500
APPLIED MATLS INC COM 038222105 16,276 312,452 SH   DFND 2,1 302,152 0 10,300
APPLIED MATLS INC COM 038222105 32,030 614,900 SH   DFND 6,2,1 331,100 0 283,800
APPLIED OPTOELECTRONICS INC COM 03823U102 1,539 23,800 SH   DFND 6,2,1 13,900 0 9,900
ARAMARK COM 03852U106 4,467 110,000 SH   DFND 2,1 104,500 0 5,500
ARAMARK COM 03852U106 28,045 690,600 SH   DFND 6,2,1 334,300 0 356,300
ARBUTUS BIOPHARMA CORP COM 03879J100 3,567 575,268 SH   DFND 2,1 575,268 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 119 2,800 SH   DFND 2,1 2,800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 5,135 120,800 SH   DFND 6,2,1 3,700 0 117,100
ARCONIC INC COM 03965L100 511 20,528 SH   DFND 2,1 2,133 0 18,395
ARGENX SE SPONSORED ADR 04016X101 3,394 150,116 SH   DFND 2,1 150,116 0 0
ARISTA NETWORKS INC COM 040413106 15,257 80,467 SH   DFND 2,1 80,467 0 0
ARISTA NETWORKS INC COM 040413106 6,864 36,200 SH   DFND 6,2,1 17,400 0 18,800
ARRAY BIOPHARMA INC COM 04269X105 4,564 371,031 SH   DFND 2,1 371,031 0 0
ARRAY BIOPHARMA INC COM 04269X105 991 80,600 SH   DFND 6,2,1 58,600 0 22,000
ARROW ELECTRS INC COM 042735100 32 399 SH   DFND 2,1 399 0 0
ARROW ELECTRS INC COM 042735100 209 2,600 SH   DFND 6,2,1 0 0 2,600
ASPEN TECHNOLOGY INC COM 045327103 1,018 16,200 SH   DFND 6,2,1 5,100 0 11,100
ASSEMBLY BIOSCIENCES INC COM 045396108 4,132 118,322 SH   DFND 2,1 118,322 0 0
ASSOCIATED BANC CORP COM 045487105 757 31,200 SH   DFND 6,2,1 0 0 31,200
AUTOBYTEL INC COM NEW 05275N205 99 14,366 SH   DFND 6,2,1 14,366 0 0
AUTODESK INC COM 052769106 112 994 SH   DFND 2,1 994 0 0
AUTODESK INC COM 052769106 191 1,700 SH   DFND 6,2,1 1,700 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 2,858 26,145 SH   DFND 2,1 18,245 0 7,900
AUTOMATIC DATA PROCESSING IN COM 053015103 59,581 545,016 SH   DFND 6,2,1 77,316 0 467,700
AUTOZONE INC COM 053332102 498 837 SH   DFND 2,1 837 0 0
AUTOZONE INC COM 053332102 22,257 37,400 SH   DFND 6,2,1 1,200 0 36,200
AVALONBAY CMNTYS INC COM 053484101 19,607 109,895 SH   DFND 2,1 109,895 0 0
AVALONBAY CMNTYS INC COM 053484101 1,427 8,000 SH   DFND 6,2,1 4,600 0 3,400
AVERY DENNISON CORP COM 053611109 1,294 13,156 SH   DFND 2,1 13,156 0 0
AVERY DENNISON CORP COM 053611109 21,310 216,700 SH   DFND 6,2,1 181,100 0 35,600
AVEXIS INC COM 05366U100 3,502 36,203 SH   DFND 2,1 36,203 0 0
AVEXIS INC COM 05366U100 281 2,900 SH   DFND 6,2,1 2,400 0 500
AVNET INC COM 053807103 31 800 SH   DFND 2,1 800 0 0
AVNET INC COM 053807103 872 22,200 SH   DFND 6,2,1 19,600 0 2,600
AVON PRODS INC COM 054303102 50 21,600 SH   DFND 6,2,1 0 0 21,600
AXCELIS TECHNOLOGIES INC COM NEW 054540208 752 27,500 SH   DFND 6,2,1 18,700 0 8,800
BB&T CORP COM 054937107 600 12,791 SH   DFND 2,1 12,791 0 0
BB&T CORP COM 054937107 23,775 506,500 SH   DFND 6,2,1 91,500 0 415,000
BCE INC COM NEW 05534B760 33 701 SH   DFND 2,1 701 0 0
BCE INC COM NEW 05534B760 1,667 35,600 SH   DFND 6,2,1 11,300 0 24,300
BOFI HLDG INC COM 05566U108 4,231 148,600 SH   DFND 6,2,1 80,900 0 67,700
BAIDU INC SPON ADR REP A 056752108 112,750 455,207 SH   DFND 2,1 407,446 0 47,761
BAIDU INC SPON ADR REP A 056752108 1,858 7,500 SH   DFND 6,2,1 7,500 0 0
BAKER HUGHES A GE CO CL A 05722G100 599 16,359 SH   DFND 2,1 16,359 0 0
BAKER HUGHES A GE CO CL A 05722G100 110 3,000 SH   DFND 6,2,1 0 0 3,000
BANCO BRADESCO S A SP ADR PFD NEW 059460303 894 80,782 SH   DFND 2,1 0 0 80,782
BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 710 23,893 SH   DFND 2,1 23,893 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 88 10,037 SH   DFND 2,1 0 0 10,037
BANCOLOMBIA S A SPON ADR PREF 05968L102 339 7,400 SH   DFND 6,2,1 7,400 0 0
BANK AMER CORP COM 060505104 20,041 790,889 SH   DFND 2,1 494,761 0 296,128
BANK AMER CORP COM 060505104 74,211 2,928,600 SH   DFND 6,2,1 2,026,200 0 902,400
BANK MONTREAL QUE COM 063671101 3,903 51,556 SH   DFND 2,1 41,556 0 10,000
BANK MONTREAL QUE COM 063671101 46,327 611,900 SH   DFND 6,2,1 85,400 0 526,500
BANK OF THE OZARKS COM 063904106 4,503 93,720 SH   DFND 2,1 93,720 0 0
BANK NEW YORK MELLON CORP COM 064058100 732 13,799 SH   DFND 2,1 13,065 0 734
BANK NEW YORK MELLON CORP COM 064058100 41,706 786,600 SH   DFND 6,2,1 215,400 0 571,200
BANK N S HALIFAX COM 064149107 1,222 19,019 SH   DFND 2,1 14,719 0 4,300
BANK N S HALIFAX COM 064149107 33,474 521,000 SH   DFND 6,2,1 37,500 0 483,500
BARD C R INC COM 067383109 496 1,549 SH   DFND 2,1 1,549 0 0
BARD C R INC COM 067383109 15,769 49,200 SH   DFND 6,2,1 2,900 0 46,300
BARRICK GOLD CORP COM 067901108 3,804 236,450 SH   DFND 2,1 236,450 0 0
BARRICK GOLD CORP COM 067901108 117 7,300 SH   DFND 6,2,1 0 0 7,300
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 417 21,600 SH   DFND 6,2,1 13,900 0 7,700
BAXTER INTL INC COM 071813109 1,879 29,939 SH   DFND 2,1 10,069 0 19,870
BAXTER INTL INC COM 071813109 18,141 289,100 SH   DFND 6,2,1 28,500 0 260,600
BEACON ROOFING SUPPLY INC COM 073685109 2,105 41,069 SH   DFND 2,1 41,069 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 137 11,711 SH   DFND 6,2,1 10,211 0 1,500
BECTON DICKINSON & CO COM 075887109 72,779 371,416 SH   DFND 2,1 371,258 0 158
BECTON DICKINSON & CO COM 075887109 28,848 147,220 SH   DFND 6,2,1 38,400 0 108,820
BEL FUSE INC CL B 077347300 384 12,300 SH   DFND 6,2,1 8,800 0 3,500
BEMIS INC COM 081437105 1,476 32,400 SH   DFND 6,2,1 14,700 0 17,700
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,492 57,234 SH   DFND 2,1 54,905 0 2,329
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 88,800 484,400 SH   DFND 6,2,1 255,100 0 229,300
BERKSHIRE HILLS BANCORP INC COM 084680107 4,863 125,500 SH   DFND 6,2,1 74,900 0 50,600
BEST BUY INC COM 086516101 4,661 81,821 SH   DFND 2,1 75,200 0 6,621
BEST BUY INC COM 086516101 45,306 795,400 SH   DFND 6,2,1 596,600 0 198,800
BIG LOTS INC COM 089302103 7,253 135,400 SH   DFND 6,2,1 64,400 0 71,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 35,819 384,866 SH   DFND 2,1 384,866 0 0
BIOGEN INC COM 09062X103 103,650 331,022 SH   DFND 2,1 324,215 0 6,807
BIOGEN INC COM 09062X103 28,243 90,200 SH   DFND 6,2,1 27,400 0 62,800
BIOVERATIV INC COM 09075E100 12,811 224,478 SH   DFND 2,1 185,825 0 38,653
BJS RESTAURANTS INC COM 09180C106 341 11,200 SH   DFND 6,2,1 5,000 0 6,200
BLACK HILLS CORP COM 092113109 3,919 56,900 SH   DFND 6,2,1 41,300 0 15,600
BLACKHAWK NETWORK HLDGS INC COM 09238E104 6,627 151,300 SH   DFND 6,2,1 83,300 0 68,000
BLACKROCK INC COM 09247X101 13,525 30,252 SH   DFND 2,1 13,657 0 16,595
BLACKROCK INC COM 09247X101 27,138 60,700 SH   DFND 6,2,1 16,000 0 44,700
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 6,567 196,792 SH   DFND 2,1 78,014 0 118,778
BLOCK H & R INC COM 093671105 24 900 SH   DFND 2,1 900 0 0
BLOCK H & R INC COM 093671105 7,579 286,213 SH   DFND 6,2,1 244,413 0 41,800
BLOOMIN BRANDS INC COM 094235108 88 5,000 SH   DFND 2,1 0 0 5,000
BLOOMIN BRANDS INC COM 094235108 6,561 372,800 SH   DFND 6,2,1 176,600 0 196,200
BLUEBIRD BIO INC COM 09609G100 1,511 11,000 SH   DFND 6,2,1 7,800 0 3,200
BLUEPRINT MEDICINES CORP COM 09627Y109 662 9,500 SH   DFND 6,2,1 9,500 0 0
BOEING CO COM 097023105 19,020 74,819 SH   DFND 2,1 48,301 0 26,518
BOEING CO COM 097023105 83,305 327,700 SH   DFND 6,2,1 62,000 0 265,700
BOJANGLES INC COM 097488100 1,165 86,300 SH   DFND 6,2,1 76,300 0 10,000
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 654 17,500 SH   DFND 2,1 17,500 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 12,705 339,800 SH   DFND 6,2,1 206,300 0 133,500
BOSTON PROPERTIES INC COM 101121101 17,929 145,905 SH   DFND 2,1 145,905 0 0
BOSTON SCIENTIFIC CORP COM 101137107 23,249 797,012 SH   DFND 2,1 797,012 0 0
BOSTON SCIENTIFIC CORP COM 101137107 12,698 435,300 SH   DFND 6,2,1 163,200 0 272,100
BRADY CORP CL A 104674106 579 15,260 SH   DFND 6,2,1 9,500 0 5,760
BRIDGEPOINT ED INC COM 10807M105 202 21,000 SH   DFND 6,2,1 12,800 0 8,200
BRIGGS & STRATTON CORP COM 109043109 4,836 205,800 SH   DFND 6,2,1 85,600 0 120,200
BRIGHT HORIZONS FAM SOL IN D COM 109194100 2,875 33,343 SH   DFND 2,1 33,343 0 0
BRINKER INTL INC COM 109641100 48 1,500 SH   DFND 2,1 0 0 1,500
BRINKER INTL INC COM 109641100 5,902 185,260 SH   DFND 6,2,1 83,400 0 101,860
BRISTOL MYERS SQUIBB CO COM 110122108 1,736 27,242 SH   DFND 2,1 7,991 0 19,251
BRISTOL MYERS SQUIBB CO COM 110122108 16,885 264,900 SH   DFND 6,2,1 180,500 0 84,400
BRIXMOR PPTY GROUP INC COM 11120U105 299 15,884 SH   DFND 2,1 15,884 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 5,933 315,600 SH   DFND 6,2,1 194,100 0 121,500
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 137 1,700 SH   DFND 2,1 1,700 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 2,910 36,000 SH   DFND 6,2,1 4,200 0 31,800
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 333 8,060 SH   DFND 2,1 8,060 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 20,452 495,200 SH   DFND 6,2,1 13,900 0 481,300
BROWN FORMAN CORP CL B 115637209 374 6,894 SH   DFND 2,1 6,894 0 0
BROWN FORMAN CORP CL B 115637209 13,722 252,700 SH   DFND 6,2,1 12,800 0 239,900
CAI INTERNATIONAL INC COM 12477X106 515 17,000 SH   DFND 6,2,1 11,300 0 5,700
CBL & ASSOC PPTYS INC COM 124830100 73 8,700 SH   DFND 2,1 0 0 8,700
CBL & ASSOC PPTYS INC COM 124830100 21 2,500 SH   DFND 6,2,1 2,500 0 0
CBS CORP NEW CL B 124857202 435 7,495 SH   DFND 2,1 7,495 0 0
CBS CORP NEW CL B 124857202 12,290 211,900 SH   DFND 6,2,1 11,100 0 200,800
CBRE GROUP INC CL A 12504L109 2,644 69,800 SH   DFND 2,1 69,800 0 0
CBRE GROUP INC CL A 12504L109 10,682 282,000 SH   DFND 6,2,1 261,900 0 20,100
CECO ENVIRONMENTAL CORP COM 125141101 1,259 148,800 SH   DFND 6,2,1 75,100 0 73,700
CDW CORP COM 12514G108 230 3,481 SH   DFND 2,1 3,481 0 0
CDW CORP COM 12514G108 1,010 15,300 SH   DFND 6,2,1 15,300 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,341 70,184 SH   DFND 2,1 70,184 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 43,149 567,000 SH   DFND 6,2,1 431,600 0 135,400
CIGNA CORPORATION COM 125509109 18,556 99,262 SH   DFND 2,1 99,262 0 0
CIGNA CORPORATION COM 125509109 22,657 121,200 SH   DFND 6,2,1 36,100 0 85,100
CME GROUP INC COM CL A 12572Q105 933 6,874 SH   DFND 2,1 6,874 0 0
CME GROUP INC COM CL A 12572Q105 34,313 252,900 SH   DFND 6,2,1 48,200 0 204,700
CMS ENERGY CORP COM 125896100 244 5,268 SH   DFND 2,1 5,268 0 0
CMS ENERGY CORP COM 125896100 7,430 160,400 SH   DFND 6,2,1 900 0 159,500
CPFL ENERGIA S A SPONSORED ADR 126153105 989 57,636 SH   DFND 2,1 0 0 57,636
CSG SYS INTL INC COM 126349109 60 1,500 SH   DFND 2,1 0 0 1,500
CSG SYS INTL INC COM 126349109 5,871 146,400 SH   DFND 6,2,1 60,600 0 85,800
CSX CORP COM 126408103 1,060 19,534 SH   DFND 2,1 5,088 0 14,446
CSX CORP COM 126408103 13,120 241,800 SH   DFND 6,2,1 122,300 0 119,500
CSRA INC COM 12650T104 5,003 155,038 SH   DFND 6,2,1 149,138 0 5,900
CVS HEALTH CORP COM 126650100 11,787 144,952 SH   DFND 2,1 121,871 0 23,081
CVS HEALTH CORP COM 126650100 43,612 536,300 SH   DFND 6,2,1 150,100 0 386,200
CA INC COM 12673P105 7,437 222,800 SH   DFND 2,1 215,100 0 7,700
CA INC COM 12673P105 39,969 1,197,400 SH   DFND 6,2,1 989,500 0 207,900
CABOT CORP COM 127055101 547 9,800 SH   DFND 2,1 9,800 0 0
CABOT CORP COM 127055101 9,060 162,370 SH   DFND 6,2,1 83,800 0 78,570
CABOT OIL & GAS CORP COM 127097103 340 12,703 SH   DFND 2,1 12,703 0 0
CACI INTL INC CL A 127190304 8,314 59,660 SH   DFND 6,2,1 33,200 0 26,460
CADENCE DESIGN SYSTEM INC COM 127387108 66,600 1,687,367 SH   DFND 2,1 1,686,215 0 1,152
CAESARS ACQUISITION CO CL A 12768T103 1,029 47,957 SH   DFND 6,2,1 22,440 0 25,517
CALERES INC COM 129500104 643 21,068 SH   DFND 6,2,1 10,400 0 10,668
CALLIDUS SOFTWARE INC COM 13123E500 2,511 101,847 SH   DFND 2,1 101,847 0 0
CAMDEN PPTY TR SH BEN INT 133131102 198 2,160 SH   DFND 2,1 2,160 0 0
CAMDEN PPTY TR SH BEN INT 133131102 68 740 SH   DFND 6,2,1 740 0 0
CAMPBELL SOUP CO COM 134429109 4,033 86,142 SH   DFND 2,1 86,142 0 0
CAMPBELL SOUP CO COM 134429109 25,011 534,200 SH   DFND 6,2,1 489,500 0 44,700
CDN IMPERIAL BK COMM TORONTO COM 136069101 5,518 63,051 SH   DFND 2,1 57,451 0 5,600
CDN IMPERIAL BK COMM TORONTO COM 136069101 44,338 506,600 SH   DFND 6,2,1 152,200 0 354,400
CANADIAN NATL RY CO COM 136375102 2,925 35,303 SH   DFND 2,1 20,395 0 14,908
CANADIAN NATL RY CO COM 136375102 46,835 565,300 SH   DFND 6,2,1 38,500 0 526,800
CANADIAN NAT RES LTD COM 136385101 1,738 51,887 SH   DFND 2,1 32,256 0 19,631
CANADIAN NAT RES LTD COM 136385101 1,581 47,200 SH   DFND 6,2,1 8,500 0 38,700
CANADIAN PAC RY LTD COM 13645T100 342 2,036 SH   DFND 2,1 2,036 0 0
CANADIAN PAC RY LTD COM 13645T100 12,837 76,400 SH   DFND 6,2,1 4,900 0 71,500
CAPELLA EDUCATION COMPANY COM 139594105 702 10,000 SH   DFND 6,2,1 6,800 0 3,200
CAPITAL ONE FINL CORP COM 14040H105 2,609 30,822 SH   DFND 2,1 2,262 0 28,560
CAPITAL ONE FINL CORP COM 14040H105 8,288 97,900 SH   DFND 6,2,1 60,600 0 37,300
CARDINAL HEALTH INC COM 14149Y108 100 1,491 SH   DFND 2,1 1,491 0 0
CARDINAL HEALTH INC COM 14149Y108 489 7,300 SH   DFND 6,2,1 0 0 7,300
CAREER EDUCATION CORP COM 141665109 635 61,100 SH   DFND 6,2,1 41,000 0 20,100
CARMAX INC COM 143130102 68 900 SH   DFND 2,1 900 0 0
CARMAX INC COM 143130102 1,198 15,800 SH   DFND 6,2,1 0 0 15,800
CARNIVAL CORP UNIT 99/99/9999 143658300 111 1,725 SH   DFND 2,1 1,725 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 7,205 111,579 SH   DFND 2,1 63,891 0 47,688
CARNIVAL CORP UNIT 99/99/9999 143658300 471 7,300 SH   DFND 6,2,1 0 0 7,300
CARNIVAL CORP UNIT 99/99/9999 143658300 4,068 63,000 SH   DFND 6,2,1 9,000 0 54,000
CARRIZO OIL & GAS INC COM 144577103 396 23,100 SH   DFND 6,2,1 11,700 0 11,400
CARS COM INC COM 14575E105 82 3,079 SH   DFND 2,1 3,079 0 0
CARS COM INC COM 14575E105 1,517 56,999 SH   DFND 6,2,1 0 0 56,999
CATERPILLAR INC DEL COM 149123101 1,346 10,794 SH   DFND 2,1 5,806 0 4,988
CATERPILLAR INC DEL COM 149123101 17,010 136,400 SH   DFND 6,2,1 77,300 0 59,100
CAVIUM INC COM 14964U108 3,495 53,000 SH   DFND 2,1 53,000 0 0
CELANESE CORP DEL COM SER A 150870103 1,581 15,167 SH   DFND 2,1 2,544 0 12,623
CELANESE CORP DEL COM SER A 150870103 7,466 71,600 SH   DFND 6,2,1 4,500 0 67,100
CELESTICA INC SUB VTG SHS 15101Q108 181 14,600 SH   DFND 6,2,1 0 0 14,600
CELGENE CORP COM 151020104 154,741 1,061,179 SH   DFND 2,1 1,042,648 0 18,531
CELGENE CORP COM 151020104 16,521 113,300 SH   DFND 6,2,1 103,100 0 10,200
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,398 488,850 SH   DFND 6,2,1 227,950 0 260,900
CENTENE CORP DEL COM 15135B101 25,266 261,097 SH   DFND 2,1 261,097 0 0
CENTENE CORP DEL COM 15135B101 881 9,100 SH   DFND 6,2,1 0 0 9,100
CENOVUS ENERGY INC COM 15135U109 340 33,950 SH   DFND 2,1 33,950 0 0
CENTERPOINT ENERGY INC COM 15189T107 155 5,300 SH   DFND 2,1 5,300 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,907 168,000 SH   DFND 6,2,1 24,700 0 143,300
CENTRAL VALLEY CMNTY BANCORP COM 155685100 455 20,400 SH   DFND 6,2,1 13,300 0 7,100
CENTURY BANCORP INC MASS CL A NON VTG 156432106 1,049 13,100 SH   DFND 6,2,1 8,200 0 4,900
CENTURY CASINOS INC COM 156492100 350 42,610 SH   DFND 6,2,1 31,260 0 11,350
CENTURYLINK INC COM 156700106 44 2,334 SH   DFND 2,1 2,334 0 0
CENTURYLINK INC COM 156700106 796 42,100 SH   DFND 6,2,1 33,900 0 8,200
CERNER CORP COM 156782104 61,455 861,678 SH   DFND 2,1 861,678 0 0
CERNER CORP COM 156782104 6,519 91,400 SH   DFND 6,2,1 6,500 0 84,900
CHART INDS INC COM PAR $0.01 16115Q308 259 6,600 SH   DFND 6,2,1 6,600 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,406 3,869 SH   DFND 2,1 2,801 0 1,068
CHARTER COMMUNICATIONS INC N CL A 16119P108 13,483 37,100 SH   DFND 6,2,1 26,400 0 10,700
CHATHAM LODGING TR COM 16208T102 2,887 135,400 SH   DFND 6,2,1 88,500 0 46,900
CHEESECAKE FACTORY INC COM 163072101 6,048 143,600 SH   DFND 6,2,1 72,400 0 71,200
CHEMOURS CO COM 163851108 263 5,200 SH   DFND 2,1 5,200 0 0
CHEMOURS CO COM 163851108 3,229 63,800 SH   DFND 6,2,1 44,000 0 19,800
CHENIERE ENERGY INC COM NEW 16411R208 254 5,639 SH   DFND 2,1 5,639 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 78 2,900 SH   DFND 2,1 0 0 2,900
CHESAPEAKE LODGING TR SH BEN INT 165240102 4,989 185,000 SH   DFND 6,2,1 100,400 0 84,600
CHEVRON CORP NEW COM 166764100 18,889 160,754 SH   DFND 2,1 108,718 0 52,036
CHEVRON CORP NEW COM 166764100 34,228 291,300 SH   DFND 6,2,1 232,800 0 58,500
CHICOS FAS INC COM 168615102 536 59,840 SH   DFND 6,2,1 15,690 0 44,150
CHIMERIX INC COM 16934W106 1,400 266,673 SH   DFND 6,2,1 125,673 0 141,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 31,794 103,284 SH   DFND 2,1 103,284 0 0
CHOICE HOTELS INTL INC COM 169905106 562 8,800 SH   DFND 6,2,1 3,400 0 5,400
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 308 9,017 SH   DFND 2,1 0 0 9,017
CHURCH & DWIGHT INC COM 171340102 296 6,100 SH   DFND 2,1 6,100 0 0
CHURCH & DWIGHT INC COM 171340102 11,347 234,200 SH   DFND 6,2,1 12,400 0 221,800
CIMAREX ENERGY CO COM 171798101 285 2,508 SH   DFND 2,1 2,508 0 0
CINCINNATI FINL CORP COM 172062101 401 5,239 SH   DFND 2,1 5,239 0 0
CINCINNATI FINL CORP COM 172062101 536 7,000 SH   DFND 6,2,1 7,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 1,769 48,850 SH   DFND 2,1 48,100 0 750
CINEMARK HOLDINGS INC COM 17243V102 17,482 482,790 SH   DFND 6,2,1 281,300 0 201,490
CIRRUS LOGIC INC COM 172755100 1,397 26,200 SH   DFND 2,1 26,200 0 0
CIRRUS LOGIC INC COM 172755100 3,723 69,820 SH   DFND 6,2,1 27,100 0 42,720
CISCO SYS INC COM 17275R102 104,326 3,102,178 SH   DFND 2,1 2,886,589 0 215,589
CISCO SYS INC COM 17275R102 44,328 1,318,100 SH   DFND 6,2,1 605,500 0 712,600
CINTAS CORP COM 172908105 361 2,500 SH   DFND 2,1 2,500 0 0
CINTAS CORP COM 172908105 8,224 57,000 SH   DFND 6,2,1 4,600 0 52,400
CITIGROUP INC COM NEW 172967424 35,746 491,416 SH   DFND 2,1 299,005 0 192,411
CITIGROUP INC COM NEW 172967424 37,883 520,800 SH   DFND 6,2,1 482,100 0 38,700
CITIZENS FINL GROUP INC COM 174610105 2,583 68,198 SH   DFND 2,1 68,198 0 0
CITIZENS FINL GROUP INC COM 174610105 1,636 43,200 SH   DFND 6,2,1 0 0 43,200
CITRIX SYS INC COM 177376100 54 700 SH   DFND 2,1 700 0 0
CITRIX SYS INC COM 177376100 2,412 31,400 SH   DFND 6,2,1 9,200 0 22,200
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 19,720 17,000,000 PRN   DFND 2,1 12,000,000 0 5,000,000
CIVISTA BANCSHARES INC COM NO PAR 178867107 721 32,294 SH   DFND 6,2,1 10,214 0 22,080
CLOROX CO DEL COM 189054109 435 3,299 SH   DFND 2,1 3,299 0 0
CLOROX CO DEL COM 189054109 13,653 103,500 SH   DFND 6,2,1 7,900 0 95,600
CLOUDERA INC COM 18914U100 2,078 125,000 SH   DFND 2,1 125,000 0 0
CLOVIS ONCOLOGY INC COM 189464100 2,917 35,400 SH   DFND 6,2,1 21,900 0 13,500
COCA COLA BOTTLING CO CONS COM 191098102 2,114 9,800 SH   DFND 6,2,1 3,900 0 5,900
COCA COLA CO COM 191216100 14,727 327,185 SH   DFND 2,1 254,911 0 72,274
COCA COLA CO COM 191216100 76,242 1,693,900 SH   DFND 6,2,1 462,800 0 1,231,100
CODEXIS INC COM 192005106 201 30,300 SH   DFND 6,2,1 16,500 0 13,800
COGNEX CORP COM 192422103 64,924 588,717 SH   DFND 2,1 588,267 0 450
COGNEX CORP COM 192422103 5,724 51,900 SH   DFND 6,2,1 48,100 0 3,800
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,028 27,960 SH   DFND 2,1 9,242 0 18,718
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 24,896 343,200 SH   DFND 6,2,1 115,900 0 227,300
COHERENT INC COM 192479103 10,857 46,167 SH   DFND 6,2,1 24,367 0 21,800
COHERUS BIOSCIENCES INC COM 19249H103 5,448 408,060 SH   DFND 2,1 408,060 0 0
COLGATE PALMOLIVE CO COM 194162103 22,248 305,398 SH   DFND 2,1 212,801 0 92,597
COLGATE PALMOLIVE CO COM 194162103 37,467 514,300 SH   DFND 6,2,1 133,300 0 381,000
COLONY NORTHSTAR INC CL A COM 19625W104 30 2,400 SH   DFND 2,1 2,400 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 835 66,500 SH   DFND 6,2,1 19,100 0 47,400
COLUMBUS MCKINNON CORP N Y COM 199333105 3,571 94,300 SH   DFND 6,2,1 54,900 0 39,400
COMCAST CORP NEW CL A 20030N101 14,300 371,620 SH   DFND 2,1 248,441 0 123,179
COMCAST CORP NEW CL A 20030N101 80,458 2,090,900 SH   DFND 6,2,1 668,900 0 1,422,000
COMERICA INC COM 200340107 61 800 SH   DFND 2,1 800 0 0
COMERICA INC COM 200340107 1,510 19,800 SH   DFND 6,2,1 0 0 19,800
COMMERCIAL METALS CO COM 201723103 1,136 59,700 SH   DFND 6,2,1 27,400 0 32,300
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 119 11,339 SH   DFND 2,1 0 0 11,339
COMPASS MINERALS INTL INC COM 20451N101 312 4,800 SH   DFND 6,2,1 0 0 4,800
COMPUTER PROGRAMS & SYS INC COM 205306103 1,167 39,500 SH   DFND 6,2,1 9,800 0 29,700
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 310 15,100 SH   DFND 6,2,1 9,800 0 5,300
CONAGRA BRANDS INC COM 205887102 2,967 87,934 SH   DFND 2,1 87,934 0 0
CONAGRA BRANDS INC COM 205887102 30,018 889,677 SH   DFND 6,2,1 599,677 0 290,000
CONATUS PHARMACEUTICALS INC COM 20600T108 2,430 442,539 SH   DFND 2,1 442,539 0 0
CONCHO RES INC COM 20605P101 52,130 395,760 SH   DFND 2,1 395,760 0 0
CONCHO RES INC COM 20605P101 698 5,300 SH   DFND 6,2,1 0 0 5,300
CONMED CORP COM 207410101 1,881 35,840 SH   DFND 6,2,1 19,260 0 16,580
CONOCOPHILLIPS COM 20825C104 6,855 136,973 SH   DFND 2,1 69,864 0 67,109
CONOCOPHILLIPS COM 20825C104 9,214 184,100 SH   DFND 6,2,1 173,300 0 10,800
CONSOLIDATED EDISON INC COM 209115104 406 5,030 SH   DFND 2,1 5,030 0 0
CONSOLIDATED EDISON INC COM 209115104 16,273 201,700 SH   DFND 6,2,1 13,000 0 188,700
CONSTELLATION BRANDS INC CL A 21036P108 11,429 57,302 SH   DFND 2,1 57,302 0 0
CONSTELLATION BRANDS INC CL A 21036P108 14,879 74,600 SH   DFND 6,2,1 22,800 0 51,800
CONTROL4 CORP COM 21240D107 380 12,900 SH   DFND 6,2,1 5,600 0 7,300
COOPER COS INC COM NEW 216648402 45,992 193,969 SH   DFND 2,1 193,969 0 0
COOPER STD HLDGS INC COM 21676P103 1,032 8,900 SH   DFND 6,2,1 4,700 0 4,200
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,614 45,650 SH   DFND 6,2,1 22,250 0 23,400
CORELOGIC INC COM 21871D103 1,105 23,900 SH   DFND 6,2,1 7,100 0 16,800
CORECIVIC INC COM 21871N101 680 25,400 SH   DFND 2,1 20,900 0 4,500
CORECIVIC INC COM 21871N101 6,420 239,813 SH   DFND 6,2,1 145,600 0 94,213
CORNING INC COM 219350105 131 4,363 SH   DFND 2,1 4,363 0 0
CORNING INC COM 219350105 8,351 279,100 SH   DFND 6,2,1 7,300 0 271,800
COSTCO WHSL CORP NEW COM 22160K105 69,738 424,482 SH   DFND 2,1 422,632 0 1,850
COSTCO WHSL CORP NEW COM 22160K105 46,050 280,300 SH   DFND 6,2,1 62,500 0 217,800
COUSINS PPTYS INC COM 222795106 1,494 159,935 SH   DFND 2,1 159,935 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,425 9,400 SH   DFND 2,1 8,900 0 500
CRACKER BARREL OLD CTRY STOR COM 22410J106 14,601 96,300 SH   DFND 6,2,1 60,200 0 36,100
CRANE CO COM 224399105 9,095 113,700 SH   DFND 6,2,1 55,400 0 58,300
CRAWFORD & CO CL B 224633107 2,414 201,800 SH   DFND 6,2,1 82,034 0 119,766
CRAWFORD & CO CL A 224633206 266 27,800 SH   DFND 6,2,1 18,300 0 9,500
CREE INC COM 225447101 6,481 229,900 SH   DFND 6,2,1 131,000 0 98,900
CRESCENT PT ENERGY CORP COM 22576C101 95 11,822 SH   DFND 2,1 11,822 0 0
CRITEO S A SPONS ADS 226718104 1,484 35,765 SH   DFND 2,1 35,765 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 773 7,736 SH   DFND 2,1 7,736 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 5,769 57,700 SH   DFND 6,2,1 52,800 0 4,900
CROWN HOLDINGS INC COM 228368106 1,224 20,500 SH   DFND 2,1 20,500 0 0
CROWN HOLDINGS INC COM 228368106 8,522 142,700 SH   DFND 6,2,1 87,200 0 55,500
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,328 63,100 SH   DFND 2,1 63,100 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 480 9,100 SH   DFND 6,2,1 9,100 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 17,281 15,200,000 PRN   DFND 2,1 14,000,000 0 1,200,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 9,084 7,500,000 PRN   DFND 2,1 7,500,000 0 0
CUMMINS INC COM 231021106 821 4,889 SH   DFND 2,1 3,089 0 1,800
CUMMINS INC COM 231021106 16,349 97,300 SH   DFND 6,2,1 7,800 0 89,500
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,408 12,342 SH   DFND 2,1 0 0 12,342
CUSTOMERS BANCORP INC COM 23204G100 819 25,100 SH   DFND 6,2,1 17,400 0 7,700
CYPRESS SEMICONDUCTOR CORP COM 232806109 4,281 285,000 SH   DFND 2,1 285,000 0 0
CYRUSONE INC COM 23283R100 18,427 312,701 SH   DFND 2,1 312,701 0 0
DDR CORP COM 23317H102 6,882 751,275 SH   DFND 2,1 751,275 0 0
DDR CORP COM 23317H102 3,211 350,500 SH   DFND 6,2,1 169,000 0 181,500
D R HORTON INC COM 23331A109 244 6,100 SH   DFND 2,1 6,100 0 0
D R HORTON INC COM 23331A109 934 23,400 SH   DFND 6,2,1 700 0 22,700
DHI GROUP INC COM 23331S100 192 73,800 SH   DFND 6,2,1 73,800 0 0
DST SYS INC DEL COM 233326107 801 14,600 SH   DFND 2,1 12,100 0 2,500
DST SYS INC DEL COM 233326107 11,750 214,100 SH   DFND 6,2,1 105,100 0 109,000
DTE ENERGY CO COM 233331107 579 5,391 SH   DFND 2,1 5,391 0 0
DTE ENERGY CO COM 233331107 17,457 162,600 SH   DFND 6,2,1 1,700 0 160,900
DXC TECHNOLOGY CO COM 23355L106 3,523 41,023 SH   DFND 2,1 34,082 0 6,941
DXC TECHNOLOGY CO COM 23355L106 19,410 226,009 SH   DFND 6,2,1 198,070 0 27,939
DAKTRONICS INC COM 234264109 113 10,700 SH   DFND 6,2,1 10,700 0 0
DANA INCORPORATED COM 235825205 632 22,600 SH   DFND 2,1 22,600 0 0
DANA INCORPORATED COM 235825205 10,807 386,500 SH   DFND 6,2,1 211,000 0 175,500
DANAHER CORP DEL COM 235851102 47,904 558,449 SH   DFND 2,1 557,260 0 1,189
DANAHER CORP DEL COM 235851102 29,894 348,500 SH   DFND 6,2,1 88,400 0 260,100
DARDEN RESTAURANTS INC COM 237194105 5,721 72,621 SH   DFND 2,1 69,621 0 3,000
DARDEN RESTAURANTS INC COM 237194105 41,855 531,294 SH   DFND 6,2,1 388,794 0 142,500
DARLING INGREDIENTS INC COM 237266101 333 19,000 SH   DFND 2,1 19,000 0 0
DEAN FOODS CO NEW COM NEW 242370203 47 4,300 SH   DFND 2,1 0 0 4,300
DEAN FOODS CO NEW COM NEW 242370203 4,221 388,000 SH   DFND 6,2,1 152,100 0 235,900
DEERE & CO COM 244199105 167 1,330 SH   DFND 2,1 1,330 0 0
DEERE & CO COM 244199105 12,999 103,500 SH   DFND 6,2,1 35,100 0 68,400
DEL FRISCOS RESTAURANT GROUP COM 245077102 218 15,000 SH   DFND 6,2,1 8,400 0 6,600
DEL TACO RESTAURANTS INC COM 245496104 1,804 117,600 SH   DFND 6,2,1 24,300 0 93,300
DELL TECHNOLOGIES INC COM CL V 24703L103 2,119 27,443 SH   DFND 2,1 1,022 0 26,421
DELUXE CORP COM 248019101 232 3,182 SH   DFND 2,1 3,182 0 0
DELUXE CORP COM 248019101 12,359 169,400 SH   DFND 6,2,1 78,200 0 91,200
DERMIRA INC COM 24983L104 8,109 300,333 SH   DFND 2,1 300,333 0 0
DEVON ENERGY CORP NEW COM 25179M103 524 14,265 SH   DFND 2,1 14,265 0 0
DEXCOM INC COM 252131107 64,529 1,318,931 SH   DFND 2,1 1,318,622 0 309
DIAMONDROCK HOSPITALITY CO COM 252784301 79 7,201 SH   DFND 2,1 2,901 0 4,300
DIAMONDROCK HOSPITALITY CO COM 252784301 5,473 499,800 SH   DFND 6,2,1 276,300 0 223,500
DIAMONDBACK ENERGY INC COM 25278X109 9,022 92,100 SH   DFND 2,1 92,100 0 0
DIGITAL RLTY TR INC COM 253868103 533 4,505 SH   DFND 2,1 4,505 0 0
DIGITAL RLTY TR INC COM 253868103 24 200 SH   DFND 6,2,1 0 0 200
DIME CMNTY BANCSHARES COM 253922108 404 18,800 SH   DFND 6,2,1 10,000 0 8,800
DINEEQUITY INC COM 254423106 285 6,642 SH   DFND 6,2,1 0 0 6,642
DIODES INC COM 254543101 512 17,100 SH   DFND 6,2,1 17,100 0 0
DISNEY WALT CO COM DISNEY 254687106 18,035 182,964 SH   DFND 2,1 121,384 0 61,580
DISNEY WALT CO COM DISNEY 254687106 55,032 558,300 SH   DFND 6,2,1 195,100 0 363,200
DISCOVER FINL SVCS COM 254709108 119 1,850 SH   DFND 2,1 1,850 0 0
DISCOVER FINL SVCS COM 254709108 6,764 104,900 SH   DFND 6,2,1 2,800 0 102,100
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 137 6,450 SH   DFND 2,1 6,450 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 9,199 432,100 SH   DFND 6,2,1 316,300 0 115,800
DISH NETWORK CORP CL A 25470M109 57 1,046 SH   DFND 2,1 1,046 0 0
DISH NETWORK CORP CL A 25470M109 298 5,500 SH   DFND 6,2,1 0 0 5,500
DR REDDYS LABS LTD ADR 256135203 438 12,284 SH   DFND 2,1 0 0 12,284
DOLLAR GEN CORP NEW COM 256677105 105 1,300 SH   DFND 2,1 1,300 0 0
DOLLAR GEN CORP NEW COM 256677105 8,786 108,400 SH   DFND 6,2,1 0 0 108,400
DOLLAR TREE INC COM 256746108 97 1,116 SH   DFND 2,1 1,116 0 0
DOLLAR TREE INC COM 256746108 764 8,800 SH   DFND 6,2,1 0 0 8,800
DOMINION ENERGY INC COM 25746U109 1,133 14,733 SH   DFND 2,1 14,733 0 0
DOMINION ENERGY INC COM 25746U109 32,995 428,900 SH   DFND 6,2,1 87,600 0 341,300
DOMINOS PIZZA INC COM 25754A201 2,244 11,300 SH   DFND 2,1 10,200 0 1,100
DOMINOS PIZZA INC COM 25754A201 14,633 73,700 SH   DFND 6,2,1 24,300 0 49,400
DOMTAR CORP COM NEW 257559203 6,530 150,500 SH   DFND 6,2,1 66,400 0 84,100
DOUGLAS EMMETT INC COM 25960P109 8,749 221,942 SH   DFND 2,1 221,942 0 0
DOVER CORP COM 260003108 67 737 SH   DFND 2,1 737 0 0
DOVER CORP COM 260003108 1,965 21,500 SH   DFND 6,2,1 0 0 21,500
DOWDUPONT INC COM 26078J100 31,056 448,586 SH   DFND 2,1 342,333 0 106,253
DOWDUPONT INC COM 26078J100 53,822 777,433 SH   DFND 6,2,1 297,165 0 480,268
DR PEPPER SNAPPLE GROUP INC COM 26138E109 7,909 89,400 SH   DFND 2,1 83,800 0 5,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 65,614 741,650 SH   DFND 6,2,1 420,750 0 320,900
DUKE REALTY CORP COM NEW 264411505 11,067 384,007 SH   DFND 2,1 376,707 0 7,300
DUKE REALTY CORP COM NEW 264411505 14,514 503,600 SH   DFND 6,2,1 462,700 0 40,900
DUKE ENERGY CORP NEW COM NEW 26441C204 12,916 153,906 SH   DFND 2,1 85,348 0 68,558
DUKE ENERGY CORP NEW COM NEW 26441C204 44,306 527,960 SH   DFND 6,2,1 151,400 0 376,560
DUN & BRADSTREET CORP DEL NE COM 26483E100 664 5,700 SH   DFND 2,1 5,700 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 9,385 80,618 SH   DFND 6,2,1 42,718 0 37,900
EL POLLO LOCO HLDGS INC COM 268603107 1,531 126,000 SH   DFND 6,2,1 36,700 0 89,300
EOG RES INC COM 26875P101 77,551 801,643 SH   DFND 2,1 761,497 0 40,146
EOG RES INC COM 26875P101 8,591 88,800 SH   DFND 6,2,1 72,500 0 16,300
EQT CORP COM 26884L109 308 4,727 SH   DFND 2,1 4,727 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 59 1,350 SH   DFND 2,1 1,350 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 741 17,000 SH   DFND 6,2,1 0 0 17,000
EAST WEST BANCORP INC COM 27579R104 2,492 41,683 SH   DFND 2,1 41,683 0 0
EAST WEST BANCORP INC COM 27579R104 3,579 59,875 SH   DFND 6,2,1 34,275 0 25,600
EASTERLY GOVT PPTYS INC COM 27616P103 2,005 97,000 SH   DFND 2,1 97,000 0 0
EASTMAN CHEM CO COM 277432100 63 700 SH   DFND 2,1 700 0 0
EASTMAN CHEM CO COM 277432100 1,222 13,500 SH   DFND 6,2,1 0 0 13,500
EBAY INC COM 278642103 13,645 354,793 SH   DFND 2,1 337,777 0 17,016
EBAY INC COM 278642103 65,209 1,695,500 SH   DFND 6,2,1 1,319,600 0 375,900
ECHOSTAR CORP CL A 278768106 286 5,000 SH   DFND 6,2,1 0 0 5,000
ECOLAB INC COM 278865100 74,360 578,185 SH   DFND 2,1 511,251 0 66,934
ECOLAB INC COM 278865100 43,663 339,500 SH   DFND 6,2,1 46,000 0 293,500
EDISON INTL COM 281020107 116 1,501 SH   DFND 2,1 1,501 0 0
EDISON INTL COM 281020107 3,025 39,200 SH   DFND 6,2,1 2,200 0 37,000
EDWARDS LIFESCIENCES CORP COM 28176E108 12,593 115,202 SH   DFND 2,1 115,202 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 5,815 53,200 SH   DFND 6,2,1 1,700 0 51,500
ELDORADO RESORTS INC COM 28470R102 283 11,040 SH   DFND 6,2,1 7,000 0 4,040
ELECTRONIC ARTS INC COM 285512109 13,784 116,756 SH   DFND 2,1 116,756 0 0
ELECTRONIC ARTS INC COM 285512109 21,794 184,600 SH   DFND 6,2,1 42,800 0 141,800
ELLIS PERRY INTL INC COM 288853104 1,898 80,210 SH   DFND 6,2,1 40,500 0 39,710
EMCORE CORP COM NEW 290846203 148 18,100 SH   DFND 6,2,1 12,500 0 5,600
EMERGENT BIOSOLUTIONS INC COM 29089Q105 4,737 117,100 SH   DFND 6,2,1 63,800 0 53,300
EMERSON ELEC CO COM 291011104 461 7,329 SH   DFND 2,1 6,481 0 848
EMERSON ELEC CO COM 291011104 30,779 489,800 SH   DFND 6,2,1 81,100 0 408,700
ENCANA CORP COM 292505104 276 23,461 SH   DFND 2,1 23,461 0 0
ENBRIDGE INC COM 29250N105 3,647 87,162 SH   DFND 2,1 57,531 0 29,631
ENBRIDGE INC COM 29250N105 1,115 26,640 SH   DFND 6,2,1 12,300 0 14,340
ENDOLOGIX INC COM 29266S106 4,294 962,787 SH   DFND 2,1 962,787 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 172 21,000 SH   DFND 6,2,1 21,000 0 0
ENERSYS COM 29275Y102 927 13,400 SH   DFND 6,2,1 0 0 13,400
ENOVA INTL INC COM 29357K103 436 32,400 SH   DFND 6,2,1 22,200 0 10,200
ENTERCOM COMMUNICATIONS CORP CL A 293639100 167 14,600 SH   DFND 6,2,1 9,900 0 4,700
ENTERGY CORP NEW COM 29364G103 135 1,763 SH   DFND 2,1 1,763 0 0
ENTERGY CORP NEW COM 29364G103 473 6,200 SH   DFND 6,2,1 6,200 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 834 32,000 SH   DFND 2,1 32,000 0 0
EPAM SYS INC COM 29414B104 879 10,000 SH   DFND 2,1 10,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 164 368 SH   DFND 2,1 368 0 0
EQUINIX INC COM PAR $0.001 29444U700 5,400 12,100 SH   DFND 6,2,1 10,000 0 2,100
EQUITY COMWLTH COM SH BEN INT 294628102 55 1,796 SH   DFND 2,1 1,796 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 164 5,400 SH   DFND 6,2,1 4,400 0 1,000
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,400 66,741 SH   DFND 2,1 66,741 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 633 9,600 SH   DFND 6,2,1 9,600 0 0
ESSEX PPTY TR INC COM 297178105 432 1,702 SH   DFND 2,1 1,702 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,001 11,100 SH   DFND 6,2,1 5,200 0 5,900
EURONET WORLDWIDE INC COM 298736109 1,319 13,910 SH   DFND 2,1 13,910 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 17,583 13,000,000 PRN   DFND 2,1 12,000,000 0 1,000,000
EVERTEC INC COM 30040P103 3,796 239,500 SH   DFND 6,2,1 131,500 0 108,000
EVERSOURCE ENERGY COM 30040W108 3,695 61,137 SH   DFND 2,1 61,137 0 0
EVERSOURCE ENERGY COM 30040W108 37,225 615,900 SH   DFND 6,2,1 244,400 0 371,500
EXACT SCIENCES CORP COM 30063P105 2,752 58,400 SH   DFND 6,2,1 27,200 0 31,200
EXACTECH INC COM 30064E109 2,063 62,600 SH   DFND 6,2,1 31,400 0 31,200
EXELON CORP COM 30161N101 9,237 245,205 SH   DFND 2,1 236,105 0 9,100
EXELON CORP COM 30161N101 51,525 1,367,800 SH   DFND 6,2,1 1,246,000 0 121,800
EXELIXIS INC COM 30161Q104 4,856 200,400 SH   DFND 6,2,1 103,000 0 97,400
EXFO INC SUB VTG SHS 302046107 84 21,000 SH   DFND 6,2,1 13,000 0 8,000
EXPEDIA INC DEL COM NEW 30212P303 86 600 SH   DFND 2,1 600 0 0
EXPEDIA INC DEL COM NEW 30212P303 705 4,900 SH   DFND 6,2,1 0 0 4,900
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,224 19,328 SH   DFND 2,1 2,897 0 16,431
EXPRESS SCRIPTS HLDG CO COM 30219G108 7,915 125,000 SH   DFND 6,2,1 72,500 0 52,500
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,738 236,900 SH   DFND 6,2,1 102,700 0 134,200
EXTRA SPACE STORAGE INC COM 30225T102 23,285 291,356 SH   DFND 2,1 291,356 0 0
EXTRA SPACE STORAGE INC COM 30225T102 112 1,400 SH   DFND 6,2,1 1,400 0 0
EXTREME NETWORKS INC COM 30226D106 189 15,930 SH   DFND 6,2,1 11,030 0 4,900
EXTERRAN CORP COM 30227H106 1,755 55,514 SH   DFND 6,2,1 46,500 0 9,014
EZCORP INC CL A NON VTG 302301106 1,421 149,593 SH   DFND 6,2,1 61,493 0 88,100
EXXON MOBIL CORP COM 30231G102 46,599 568,415 SH   DFND 2,1 551,789 0 16,626
EXXON MOBIL CORP COM 30231G102 106,558 1,299,800 SH   DFND 6,2,1 641,700 0 658,100
FLIR SYS INC COM 302445101 1,823 46,841 SH   DFND 2,1 46,841 0 0
F M C CORP COM NEW 302491303 869 9,735 SH   DFND 2,1 9,735 0 0
FNB CORP PA COM 302520101 1,069 76,200 SH   DFND 6,2,1 59,300 0 16,900
FTI CONSULTING INC COM 302941109 5,219 147,100 SH   DFND 6,2,1 72,200 0 74,900
FACEBOOK INC CL A 30303M102 168,595 986,683 SH   DFND 2,1 928,104 0 58,579
FACEBOOK INC CL A 30303M102 83,846 490,700 SH   DFND 6,2,1 408,700 0 82,000
FASTENAL CO COM 311900104 2,421 53,106 SH   DFND 2,1 53,106 0 0
FASTENAL CO COM 311900104 6,404 140,500 SH   DFND 6,2,1 9,500 0 131,000
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 216 1,739 SH   DFND 2,1 1,739 0 0
FEDEX CORP COM 31428X106 6,127 27,162 SH   DFND 2,1 22,328 0 4,834
FEDEX CORP COM 31428X106 9,926 44,000 SH   DFND 6,2,1 28,200 0 15,800
FERRO CORP COM 315405100 285 12,800 SH   DFND 6,2,1 12,800 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 482 5,156 SH   DFND 2,1 5,156 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 5,697 61,000 SH   DFND 6,2,1 6,100 0 54,900
FIFTH THIRD BANCORP COM 316773100 95 3,400 SH   DFND 2,1 3,400 0 0
FIFTH THIRD BANCORP COM 316773100 4,127 147,500 SH   DFND 6,2,1 0 0 147,500
FINANCIAL INSTNS INC COM 317585404 242 8,400 SH   DFND 6,2,1 8,400 0 0
FIRST BANCORP P R COM NEW 318672706 3,580 699,200 SH   DFND 6,2,1 343,800 0 355,400
FIRST BANCORP N C COM 318910106 310 9,000 SH   DFND 6,2,1 9,000 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 9,853 94,322 SH   DFND 2,1 94,322 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,306 12,500 SH   DFND 6,2,1 0 0 12,500
FISERV INC COM 337738108 851 6,600 SH   DFND 2,1 6,600 0 0
FISERV INC COM 337738108 22,916 177,700 SH   DFND 6,2,1 6,300 0 171,400
FIRSTENERGY CORP COM 337932107 4,678 151,730 SH   DFND 2,1 144,230 0 7,500
FIRSTENERGY CORP COM 337932107 27,090 878,700 SH   DFND 6,2,1 810,200 0 68,500
FIVE9 INC COM 338307101 6,429 269,000 SH   DFND 2,1 269,000 0 0
FIVE9 INC COM 338307101 210 8,793 SH   DFND 6,2,1 8,793 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 5,441 133,003 SH   DFND 2,1 133,003 0 0
FLOWERS FOODS INC COM 343498101 719 38,200 SH   DFND 2,1 38,200 0 0
FLOWERS FOODS INC COM 343498101 4,926 261,875 SH   DFND 6,2,1 168,600 0 93,275
FONAR CORP COM NEW 344437405 707 23,180 SH   DFND 6,2,1 17,710 0 5,470
FOOT LOCKER INC COM 344849104 25 700 SH   DFND 2,1 700 0 0
FOOT LOCKER INC COM 344849104 184 5,224 SH   DFND 6,2,1 1,324 0 3,900
FORD MTR CO DEL COM PAR $0.01 345370860 1,325 110,684 SH   DFND 2,1 21,383 0 89,301
FORD MTR CO DEL COM PAR $0.01 345370860 10,429 871,300 SH   DFND 6,2,1 496,200 0 375,100
FORMFACTOR INC COM 346375108 583 34,600 SH   DFND 6,2,1 30,400 0 4,200
FORTIS INC COM 349553107 7,185 200,872 SH   DFND 2,1 92,560 0 108,312
FORTIS INC COM 349553107 8,410 235,100 SH   DFND 6,2,1 9,800 0 225,300
FORTIVE CORP COM 34959J108 1,590 22,459 SH   DFND 2,1 8,826 0 13,633
FORTIVE CORP COM 34959J108 19,591 276,750 SH   DFND 6,2,1 19,300 0 257,450
FOX FACTORY HLDG CORP COM 35138V102 2,275 52,792 SH   DFND 2,1 52,792 0 0
FRANCO NEVADA CORP COM 351858105 2,833 36,568 SH   DFND 2,1 36,568 0 0
FRANKLIN RES INC COM 354613101 71 1,605 SH   DFND 2,1 1,605 0 0
FRANKLIN RES INC COM 354613101 1,197 26,900 SH   DFND 6,2,1 0 0 26,900
FRANKLIN STREET PPTYS CORP COM 35471R106 3,343 314,800 SH   DFND 6,2,1 202,500 0 112,300
FREDS INC CL A 356108100 176 27,400 SH   DFND 6,2,1 15,800 0 11,600
FREEPORT-MCMORAN INC CL B 35671D857 717 51,058 SH   DFND 2,1 51,058 0 0
FREEPORT-MCMORAN INC CL B 35671D857 16,022 1,141,200 SH   DFND 6,2,1 960,700 0 180,500
GEO GROUP INC NEW COM 36162J106 1,237 46,000 SH   DFND 6,2,1 41,400 0 4,600
GGP INC COM 36174X101 356 17,126 SH   DFND 2,1 17,126 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 9,570 94,291 SH   DFND 2,1 94,291 0 0
GAIN CAP HLDGS INC COM 36268W100 910 142,400 SH   DFND 6,2,1 103,200 0 39,200
GALLAGHER ARTHUR J & CO COM 363576109 70 1,134 SH   DFND 2,1 1,134 0 0
GALLAGHER ARTHUR J & CO COM 363576109 10,187 165,500 SH   DFND 6,2,1 159,600 0 5,900
GAMING & LEISURE PPTYS INC COM 36467J108 141 3,815 SH   DFND 2,1 3,815 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 66 1,800 SH   DFND 6,2,1 1,800 0 0
GAMESTOP CORP NEW CL A 36467W109 762 36,900 SH   DFND 2,1 32,800 0 4,100
GAMESTOP CORP NEW CL A 36467W109 7,683 371,900 SH   DFND 6,2,1 211,500 0 160,400
GAP INC DEL COM 364760108 2,132 72,200 SH   DFND 2,1 70,400 0 1,800
GAP INC DEL COM 364760108 5,259 178,100 SH   DFND 6,2,1 145,000 0 33,100
GARTNER INC COM 366651107 47 376 SH   DFND 2,1 376 0 0
GARTNER INC COM 366651107 286 2,300 SH   DFND 6,2,1 0 0 2,300
GENERAL DYNAMICS CORP COM 369550108 181 882 SH   DFND 2,1 882 0 0
GENERAL DYNAMICS CORP COM 369550108 576 2,800 SH   DFND 6,2,1 900 0 1,900
GENERAL ELECTRIC CO COM 369604103 54,770 2,265,089 SH   DFND 2,1 1,852,147 0 412,942
GENERAL ELECTRIC CO COM 369604103 32,745 1,354,200 SH   DFND 6,2,1 1,079,000 0 275,200
GENERAL MLS INC COM 370334104 457 8,820 SH   DFND 2,1 6,020 0 2,800
GENERAL MLS INC COM 370334104 18,716 361,600 SH   DFND 6,2,1 8,900 0 352,700
GENERAL MTRS CO COM 37045V100 10,822 268,002 SH   DFND 2,1 249,833 0 18,169
GENERAL MTRS CO COM 37045V100 67,701 1,676,600 SH   DFND 6,2,1 1,303,100 0 373,500
GENTEX CORP COM 371901109 791 39,960 SH   DFND 2,1 39,960 0 0
GENOCEA BIOSCIENCES INC COM 372427104 844 578,192 SH   DFND 2,1 578,192 0 0
GENUINE PARTS CO COM 372460105 344 3,600 SH   DFND 2,1 3,600 0 0
GENUINE PARTS CO COM 372460105 11,727 122,600 SH   DFND 6,2,1 6,600 0 116,000
GILEAD SCIENCES INC COM 375558103 151,466 1,869,483 SH   DFND 2,1 1,791,350 0 78,133
GILEAD SCIENCES INC COM 375558103 75,300 929,400 SH   DFND 6,2,1 461,100 0 468,300
GLOBAL PMTS INC COM 37940X102 10,545 110,961 SH   DFND 2,1 110,961 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 652 19,300 SH   DFND 6,2,1 12,600 0 6,700
GLOBUS MED INC CL A 379577208 22,356 752,206 SH   DFND 2,1 751,761 0 445
GLU MOBILE INC COM 379890106 61 16,300 SH   DFND 6,2,1 16,300 0 0
GOLDCORP INC NEW COM 380956409 2,286 176,358 SH   DFND 2,1 176,358 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,599 36,255 SH   DFND 2,1 13,566 0 22,689
GOLDMAN SACHS GROUP INC COM 38141G104 16,864 71,100 SH   DFND 6,2,1 52,900 0 18,200
GRAHAM HLDGS CO COM 384637104 644 1,100 SH   DFND 2,1 900 0 200
GRAHAM HLDGS CO COM 384637104 11,569 19,772 SH   DFND 6,2,1 8,500 0 11,272
GRAINGER W W INC COM 384802104 240 1,336 SH   DFND 2,1 300 0 1,036
GRAINGER W W INC COM 384802104 431 2,400 SH   DFND 6,2,1 0 0 2,400
GRAND CANYON ED INC COM 38526M106 1,462 16,100 SH   DFND 6,2,1 8,500 0 7,600
GREAT PLAINS ENERGY INC COM 391164100 109 3,600 SH   DFND 2,1 3,600 0 0
GREAT PLAINS ENERGY INC COM 391164100 5,272 174,000 SH   DFND 6,2,1 79,400 0 94,600
GREENBRIER COS INC COM 393657101 5,065 105,200 SH   DFND 6,2,1 49,700 0 55,500
GREIF INC CL A 397624107 7,985 136,400 SH   DFND 6,2,1 68,600 0 67,800
GRIFFON CORP COM 398433102 2,391 107,720 SH   DFND 6,2,1 56,800 0 50,920
GROUPE CGI INC CL A SUB VTG 39945C109 4,387 84,572 SH   DFND 2,1 67,453 0 17,119
GROUPE CGI INC CL A SUB VTG 39945C109 11,079 213,600 SH   DFND 6,2,1 139,500 0 74,100
GROUPON INC COM 399473107 176 33,900 SH   DFND 6,2,1 33,900 0 0
GRUBHUB INC COM 400110102 2,343 44,500 SH   DFND 2,1 44,500 0 0
HCA HEALTHCARE INC COM 40412C101 860 10,800 SH   DFND 2,1 4,700 0 6,100
HCA HEALTHCARE INC COM 40412C101 18,139 227,900 SH   DFND 6,2,1 38,000 0 189,900
HCP INC COM 40414L109 600 21,566 SH   DFND 2,1 21,566 0 0
HCP INC COM 40414L109 125 4,500 SH   DFND 6,2,1 4,500 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 20,814 215,985 SH   DFND 2,1 99,000 0 116,985
HNI CORP COM 404251100 257 6,200 SH   DFND 6,2,1 0 0 6,200
HP INC COM 40434L105 659 33,004 SH   DFND 2,1 14,556 0 18,448
HP INC COM 40434L105 2,790 139,800 SH   DFND 6,2,1 12,300 0 127,500
HAEMONETICS CORP COM 405024100 951 21,200 SH   DFND 6,2,1 0 0 21,200
HALLIBURTON CO COM 406216101 5,794 125,883 SH   DFND 2,1 72,737 0 53,146
HALLIBURTON CO COM 406216101 7,747 168,300 SH   DFND 6,2,1 115,600 0 52,700
HALYARD HEALTH INC COM 40650V100 6,430 142,800 SH   DFND 6,2,1 74,600 0 68,200
HANESBRANDS INC COM 410345102 7,443 302,061 SH   DFND 2,1 302,061 0 0
HARLEY DAVIDSON INC COM 412822108 43 900 SH   DFND 2,1 900 0 0
HARLEY DAVIDSON INC COM 412822108 3,047 63,200 SH   DFND 6,2,1 35,000 0 28,200
HARMONIC INC COM 413160102 506 165,766 SH   DFND 6,2,1 59,046 0 106,720
HARRIS CORP DEL COM 413875105 77 588 SH   DFND 2,1 588 0 0
HARRIS CORP DEL COM 413875105 9,468 71,900 SH   DFND 6,2,1 20,800 0 51,100
HARVARD BIOSCIENCE INC COM 416906105 538 143,500 SH   DFND 6,2,1 105,000 0 38,500
HASBRO INC COM 418056107 415 4,246 SH   DFND 2,1 4,246 0 0
HASBRO INC COM 418056107 3,692 37,800 SH   DFND 6,2,1 3,900 0 33,900
HEALTH INS INNOVATIONS INC COM CL A 42225K106 412 28,396 SH   DFND 6,2,1 14,512 0 13,884
HEALTHEQUITY INC COM 42226A107 2,440 48,247 SH   DFND 2,1 48,247 0 0
HERSHEY CO COM 427866108 371 3,400 SH   DFND 2,1 3,400 0 0
HERSHEY CO COM 427866108 9,705 88,900 SH   DFND 6,2,1 7,400 0 81,500
HESS CORP COM 42809H107 7,161 152,721 SH   DFND 2,1 147,921 0 4,800
HESS CORP COM 42809H107 46,735 996,700 SH   DFND 6,2,1 749,700 0 247,000
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,233 695,655 SH   DFND 2,1 614,832 0 80,823
HEWLETT PACKARD ENTERPRISE C COM 42824C109 51,107 3,474,326 SH   DFND 6,2,1 2,706,826 0 767,500
HEXCEL CORP NEW COM 428291108 51,621 899,000 SH   DFND 2,1 899,000 0 0
HILL INTERNATIONAL INC COM 431466101 189 39,700 SH   DFND 6,2,1 29,475 0 10,225
HILL ROM HLDGS INC COM 431475102 459 6,200 SH   DFND 6,2,1 0 0 6,200
HINGHAM INSTN SVGS MASS COM 433323102 708 3,719 SH   DFND 6,2,1 3,119 0 600
HOLLYFRONTIER CORP COM 436106108 168 4,683 SH   DFND 2,1 4,683 0 0
HOLLYFRONTIER CORP COM 436106108 725 20,167 SH   DFND 6,2,1 2,867 0 17,300
HOLOGIC INC COM 436440101 14,554 396,673 SH   DFND 2,1 396,673 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 13,514 11,100,000 PRN   DFND 2,1 10,000,000 0 1,100,000
HOME DEPOT INC COM 437076102 13,922 85,119 SH   DFND 2,1 26,526 0 58,593
HOME DEPOT INC COM 437076102 98,790 604,000 SH   DFND 6,2,1 263,300 0 340,700
HONEYWELL INTL INC COM 438516106 66,901 472,001 SH   DFND 2,1 464,399 0 7,602
HONEYWELL INTL INC COM 438516106 67,851 478,700 SH   DFND 6,2,1 98,600 0 380,100
HORIZON TECHNOLOGY FIN CORP COM 44045A102 222 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,673 58,732 SH   DFND 2,1 58,732 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 8,972 314,900 SH   DFND 6,2,1 213,200 0 101,700
HOST HOTELS & RESORTS INC COM 44107P104 14,312 774,046 SH   DFND 2,1 774,046 0 0
HOST HOTELS & RESORTS INC COM 44107P104 17,797 962,500 SH   DFND 6,2,1 881,800 0 80,700
HUBSPOT INC COM 443573100 5,884 70,000 SH   DFND 2,1 70,000 0 0
HUDBAY MINERALS INC COM 443628102 3,531 473,900 SH   DFND 6,2,1 282,500 0 191,400
HUMANA INC COM 444859102 341 1,400 SH   DFND 2,1 1,400 0 0
HUMANA INC COM 444859102 8,162 33,500 SH   DFND 6,2,1 21,700 0 11,800
HUNTINGTON BANCSHARES INC COM 446150104 75 5,391 SH   DFND 2,1 5,391 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,675 120,000 SH   DFND 6,2,1 0 0 120,000
HUNTINGTON INGALLS INDS INC COM 446413106 236 1,044 SH   DFND 2,1 1,044 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 4,053 17,900 SH   DFND 6,2,1 1,400 0 16,500
HUNTSMAN CORP COM 447011107 8,097 295,300 SH   DFND 6,2,1 132,200 0 163,100
HYSTER YALE MATLS HANDLING I CL A 449172105 4,191 54,830 SH   DFND 6,2,1 31,200 0 23,630
IAC INTERACTIVECORP COM 44919P508 470 4,000 SH   DFND 2,1 2,100 0 1,900
IAC INTERACTIVECORP COM 44919P508 7,749 65,900 SH   DFND 6,2,1 31,800 0 34,100
ICF INTL INC COM 44925C103 1,562 28,960 SH   DFND 6,2,1 14,155 0 14,805
IES HLDGS INC COM 44951W106 488 28,200 SH   DFND 6,2,1 15,400 0 12,800
ILG INC COM 44967H101 2,021 75,600 SH   DFND 6,2,1 44,500 0 31,100
IPG PHOTONICS CORP COM 44980X109 67,079 362,474 SH   DFND 2,1 362,225 0 249
IPG PHOTONICS CORP COM 44980X109 7,088 38,300 SH   DFND 6,2,1 36,700 0 1,600
IAMGOLD CORP COM 450913108 4,965 814,000 SH   DFND 6,2,1 394,700 0 419,300
ICICI BK LTD ADR 45104G104 5,667 662,036 SH   DFND 2,1 0 0 662,036
IDEX CORP COM 45167R104 191 1,571 SH   DFND 2,1 1,571 0 0
IDEX CORP COM 45167R104 36 300 SH   DFND 6,2,1 300 0 0
IDEXX LABS INC COM 45168D104 3,541 22,770 SH   DFND 2,1 21,200 0 1,570
IDEXX LABS INC COM 45168D104 45,013 289,490 SH   DFND 6,2,1 205,790 0 83,700
IGNYTA INC COM 451731103 5,512 446,298 SH   DFND 2,1 446,298 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,469 30,201 SH   DFND 2,1 7,419 0 22,782
ILLINOIS TOOL WKS INC COM 452308109 40,023 270,500 SH   DFND 6,2,1 52,700 0 217,800
ILLUMINA INC COM 452327109 13,677 68,662 SH   DFND 2,1 68,662 0 0
ILLUMINA INC COM 452327109 438 2,200 SH   DFND 6,2,1 1,000 0 1,200
ILLUMINA INC NOTE 6/1 452327AF6 17,408 16,500,000 PRN   DFND 2,1 12,000,000 0 4,500,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 7,958 7,000,000 PRN   DFND 2,1 0 0 7,000,000
IMMUNOGEN INC COM 45253H101 621 81,200 SH   DFND 6,2,1 55,000 0 26,200
IMMUNOMEDICS INC COM 452907108 461 33,000 SH   DFND 6,2,1 33,000 0 0
INCYTE CORP COM 45337C102 23,349 200,009 SH   DFND 2,1 200,009 0 0
INCYTE CORP COM 45337C102 444 3,800 SH   DFND 6,2,1 0 0 3,800
INDEPENDENCE HLDG CO NEW COM NEW 453440307 297 11,756 SH   DFND 6,2,1 8,800 0 2,956
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 1,496 48,570 SH   DFND 5,4,2,1 48,570 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 62 15,300 SH   DFND 6,2,1 15,300 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,450 99,413 SH   DFND 2,1 15,611 0 83,802
INFRAREIT INC COM 45685L100 808 36,100 SH   DFND 6,2,1 24,600 0 11,500
INGREDION INC COM 457187102 2,361 19,573 SH   DFND 2,1 17,573 0 2,000
INGREDION INC COM 457187102 17,909 148,450 SH   DFND 6,2,1 59,750 0 88,700
INSIGHT ENTERPRISES INC COM 45765U103 264 5,750 SH   DFND 6,2,1 0 0 5,750
INSMED INC COM PAR $.01 457669307 2,208 70,734 SH   DFND 2,1 70,734 0 0
INNOPHOS HOLDINGS INC COM 45774N108 1,884 38,300 SH   DFND 6,2,1 11,200 0 27,100
INSULET CORP COM 45784P101 4,283 77,751 SH   DFND 2,1 77,751 0 0
INTEL CORP COM 458140100 21,905 575,233 SH   DFND 2,1 436,698 0 138,535
INTEL CORP COM 458140100 133,623 3,508,999 SH   DFND 6,2,1 2,188,599 0 1,320,400
INTEL CORP SDCV 2.950%12/1 458140AD2 49,930 35,100,000 PRN   DFND 2,1 14,000,000 0 21,100,000
INTEL CORP SDCV 3.250% 8/0 458140AF7 9,188 5,000,000 PRN   DFND 2,1 0 0 5,000,000
INTEGER HLDGS CORP COM 45826H109 5,749 112,400 SH   DFND 6,2,1 57,400 0 55,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,431 24,648 SH   DFND 2,1 24,648 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,663 38,759 SH   DFND 2,1 38,759 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 14,922 217,200 SH   DFND 6,2,1 87,600 0 129,600
INTERDIGITAL INC COM 45867G101 1,910 25,900 SH   DFND 6,2,1 16,200 0 9,700
INTERNATIONAL BANCSHARES COR COM 459044103 268 6,685 SH   DFND 6,2,1 6,085 0 600
INTERNATIONAL BUSINESS MACHS COM 459200101 13,173 90,800 SH   DFND 2,1 79,769 0 11,031
INTERNATIONAL BUSINESS MACHS COM 459200101 111,611 769,310 SH   DFND 6,2,1 487,210 0 282,100
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 182 1,274 SH   DFND 2,1 1,274 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,917 48,400 SH   DFND 6,2,1 3,500 0 44,900
INTL PAPER CO COM 460146103 379 6,663 SH   DFND 2,1 6,194 0 469
INTL PAPER CO COM 460146103 2,284 40,200 SH   DFND 6,2,1 0 0 40,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 5,249 145,800 SH   DFND 6,2,1 76,000 0 69,800
INTERPUBLIC GROUP COS INC COM 460690100 190 9,125 SH   DFND 2,1 9,125 0 0
INTERPUBLIC GROUP COS INC COM 460690100 312 15,000 SH   DFND 6,2,1 0 0 15,000
INTUIT COM 461202103 773 5,440 SH   DFND 2,1 5,440 0 0
INTUIT COM 461202103 26,990 189,880 SH   DFND 6,2,1 40,800 0 149,080
INVACARE CORP COM 461203101 213 13,500 SH   DFND 6,2,1 4,000 0 9,500
INTUITIVE SURGICAL INC COM NEW 46120E602 63,757 60,960 SH   DFND 2,1 60,902 0 58
INTUITIVE SURGICAL INC COM NEW 46120E602 12,446 11,900 SH   DFND 6,2,1 4,300 0 7,600
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,496 244,840 SH   DFND 6,2,1 182,800 0 62,040
INVITATION HOMES INC COM 46187W107 8,535 376,809 SH   DFND 2,1 376,809 0 0
IONIS PHARMACEUTICALS INC COM 462222100 4,862 95,904 SH   DFND 2,1 95,904 0 0
IONIS PHARMACEUTICALS INC COM 462222100 340 6,700 SH   DFND 6,2,1 4,200 0 2,500
IOVANCE BIOTHERAPEUTICS INC COM 462260100 5,189 669,587 SH   DFND 2,1 669,587 0 0
IRON MTN INC NEW COM 46284V101 45 1,167 SH   DFND 2,1 1,167 0 0
IRON MTN INC NEW COM 46284V101 599 15,400 SH   DFND 6,2,1 15,400 0 0
ISHARES GOLD TRUST ISHARES 464285105 12,656 1,028,100 SH   DFND 5,4,2,1 1,028,100 0 0
ISHARES INC MSCI AUST ETF 464286103 2,004 89,315 SH   DFND 5,4,2,1 89,315 0 0
ISHARES INC AUSTRIA CAPD ETF 464286202 1,956 83,537 SH   DFND 5,4,2,1 83,537 0 0
ISHARES INC BELGIUM CAPD ETF 464286301 1,633 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 278 9,870 SH   DFND 5,4,2,1 9,870 0 0
ISHARES INC MSCI CDA ETF 464286509 760 26,258 SH   DFND 5,4,2,1 26,258 0 0
ISHARES INC MIN VOL GBL ETF 464286525 3,840 47,180 SH   DFND 5,4,2,1 47,180 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,106 19,040 SH   DFND 5,4,2,1 19,040 0 0
ISHARES INC MSCI EURZONE ETF 464286608 850 19,610 SH   DFND 2,1 19,610 0 0
ISHARES INC MSCI THI CAP ETF 464286624 334 3,868 SH   DFND 5,4,2,1 3,868 0 0
ISHARES INC MSCI ISR CAP ETF 464286632 1,574 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES INC MSCI BRIC INDX 464286657 425 9,916 SH   DFND 5,4,2,1 9,916 0 0
ISHARES INC MSCI PAC JP ETF 464286665 2,945 63,692 SH   DFND 5,4,2,1 63,692 0 0
ISHARES INC MSCI FRANCE ETF 464286707 4,220 136,567 SH   DFND 5,4,2,1 136,567 0 0
ISHARES INC MSCI TURKEY ETF 464286715 338 8,084 SH   DFND 5,4,2,1 8,084 0 0
ISHARES INC MSCI SZ CAP ETF 464286749 487 13,900 SH   DFND 5,4,2,1 13,900 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 445 12,403 SH   DFND 5,4,2,1 12,403 0 0
ISHARES INC MSCI SPAN CP ETF 464286764 4,110 121,821 SH   DFND 5,4,2,1 121,821 0 0
ISHARES INC MSCI STH KOR ETF 464286772 27 398 SH   DFND 2,1 0 0 398
ISHARES INC MSCI STH KOR ETF 464286772 249 3,600 SH   DFND 5,4,2,1 3,600 0 0
ISHARES INC MSCI GERMANY ETF 464286806 2,865 88,343 SH   DFND 2,1 88,343 0 0
ISHARES INC MSCI GERMANY ETF 464286806 10,080 310,810 SH   DFND 5,4,2,1 310,810 0 0
ISHARES INC MSCI NETHERL ETF 464286814 624 19,893 SH   DFND 5,4,2,1 19,893 0 0
ISHARES INC MSCI MEX CAP ETF 464286822 298 5,448 SH   DFND 5,4,2,1 5,448 0 0
ISHARES INC MSCI HONG KG ETF 464286871 264 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 6,611 59,402 SH   DFND 5,4,2,1 59,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 93,649 639,723 SH   DFND 5,4,2,1 639,723 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 36,415 241,654 SH   DFND 5,4,2,1 241,654 0 0
ISHARES TR CORE S&P TTL STK 464287150 6,858 119,000 SH   DFND 5,4,2,1 119,000 0 0
ISHARES TR TIPS BD ETF 464287176 2,124 18,700 SH   DFND 5,4,2,1 18,700 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 8,078 183,415 SH   DFND 5,4,2,1 183,415 0 0
ISHARES TR CORE S&P500 ETF 464287200 164 648 SH   DFND 2,1 0 0 648
ISHARES TR CORE S&P500 ETF 464287200 69,762 275,817 SH   DFND 5,4,2,1 275,817 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,291 30,030 SH   DFND 5,4,2,1 30,030 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 96,830 675,148 SH   DFND 5,4,2,1 675,148 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 392 11,520 SH   DFND 5,4,2,1 11,520 0 0
ISHARES TR NORTH AMERN NAT 464287374 251 7,450 SH   DFND 5,4,2,1 7,450 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,907 54,347 SH   DFND 5,4,2,1 54,347 0 0
ISHARES TR S&P 500 VAL ETF 464287408 43,837 406,241 SH   DFND 5,4,2,1 406,241 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 1,077 12,753 SH   DFND 2,1 0 0 12,753
ISHARES TR MSCI EAFE ETF 464287465 19,227 280,766 SH   DFND 5,4,2,1 280,766 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 64,069 754,375 SH   DFND 5,4,2,1 754,375 0 0
ISHARES TR RUS MD CP GR ETF 464287481 731 6,454 SH   DFND 5,4,2,1 6,454 0 0
ISHARES TR RUS MID CAP ETF 464287499 573 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 690 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 63,766 410,650 SH   DFND 5,4,2,1 410,650 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 56,696 478,403 SH   DFND 5,4,2,1 478,403 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,469 7,260 SH   DFND 5,4,2,1 7,260 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 137,496 1,099,440 SH   DFND 5,4,2,1 1,099,440 0 0
ISHARES TR RUS 1000 ETF 464287622 36,544 261,255 SH   DFND 5,4,2,1 261,255 0 0
ISHARES TR S&P MC 400VL ETF 464287705 58,132 380,621 SH   DFND 5,4,2,1 380,621 0 0
ISHARES TR U.S. ENERGY ETF 464287796 752 20,080 SH   DFND 5,4,2,1 20,080 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 42,866 430,336 SH   DFND 5,4,2,1 430,336 0 0
ISHARES TR INTL TREA BD ETF 464288117 386 7,830 SH   DFND 5,4,2,1 7,830 0 0
ISHARES TR MSCI AC ASIA ETF 464288182 617 8,540 SH   DFND 2,1 8,540 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 816 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 121 13,520 SH   DFND 5,4,2,1 13,520 0 0
ISHARES TR EAFE SML CP ETF 464288273 6,863 110,700 SH   DFND 5,4,2,1 110,700 0 0
ISHARES TR JPMORGAN USD EMG 464288281 11,465 98,480 SH   DFND 5,4,2,1 98,480 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 575 3,030 SH   DFND 5,4,2,1 3,030 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,039 22,960 SH   DFND 5,4,2,1 22,960 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 20,084 132,937 SH   DFND 5,4,2,1 132,937 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,492 91,680 SH   DFND 5,4,2,1 91,680 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,221 115,150 SH   DFND 5,4,2,1 115,150 0 0
ISHARES TR US OIL GS EX ETF 464288851 2,050 34,890 SH   DFND 5,4,2,1 34,890 0 0
ISHARES NW ZEALND CP ETF 464289123 1,706 36,200 SH   DFND 5,4,2,1 36,200 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 1,211 76,950 SH   DFND 5,4,2,1 76,950 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 590 22,100 SH   DFND 5,4,2,1 22,100 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,258 48,300 SH   DFND 5,4,2,1 48,300 0 0
ISHARES TR IRELAND CAPD ETF 46429B507 1,277 27,600 SH   DFND 5,4,2,1 27,600 0 0
ISHARES TR MSCI POL CAP ETF 46429B606 29 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POL CAP ETF 46429B606 318 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 3,521 69,130 SH   DFND 5,4,2,1 69,130 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 369 5,195 SH   DFND 2,1 0 0 5,195
ISHARES TR MIN VOL EAFE ETF 46429B689 3,010 42,360 SH   DFND 5,4,2,1 42,360 0 0
ISHARES TR MIN VOL USA ETF 46429B697 76 1,500 SH   DFND 2,1 0 0 1,500
ISHARES TR MIN VOL USA ETF 46429B697 3,094 61,470 SH   DFND 5,4,2,1 61,470 0 0
ISHARES U S ETF TR COMMOD SEL STG 46431W853 492 14,130 SH   DFND 5,4,2,1 14,130 0 0
ISHARES TR CORE MSCI EAFE 46432F842 21,369 333,000 SH   DFND 5,4,2,1 333,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,155 39,890 SH   DFND 5,4,2,1 39,890 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,269 51,963 SH   DFND 5,4,2,1 51,963 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 371 11,464 SH   DFND 5,4,2,1 11,464 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 11,408 204,770 SH   DFND 5,4,2,1 204,770 0 0
ISHARES INC MSCI ITL ETF NEW 46434G830 9,415 300,224 SH   DFND 5,4,2,1 300,224 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 241 12,894 SH   DFND 5,4,2,1 12,894 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,157 33,200 SH   DFND 5,4,2,1 33,200 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,507 110,000 SH   DFND 2,1 110,000 0 0
ITRON INC COM 465741106 7,660 98,900 SH   DFND 6,2,1 53,800 0 45,100
JPMORGAN CHASE & CO COM 46625H100 19,056 199,515 SH   DFND 2,1 105,473 0 94,042
JPMORGAN CHASE & CO COM 46625H100 72,234 756,300 SH   DFND 6,2,1 692,800 0 63,500
JABIL INC COM 466313103 976 34,200 SH   DFND 2,1 34,200 0 0
JABIL INC COM 466313103 12,374 433,400 SH   DFND 6,2,1 223,600 0 209,800
J P MORGAN EXCHANGE TRADED F DIVERSIFIED ET 46641Q803 1,511 58,120 SH   DFND 5,4,2,1 58,120 0 0
JD COM INC SPON ADR CL A 47215P106 2,868 75,087 SH   DFND 2,1 75,087 0 0
JD COM INC SPON ADR CL A 47215P106 600 15,700 SH   DFND 6,2,1 15,700 0 0
JETBLUE AIRWAYS CORP COM 477143101 747 40,300 SH   DFND 6,2,1 17,300 0 23,000
JOHNSON & JOHNSON COM 478160104 26,684 205,247 SH   DFND 2,1 180,373 0 24,874
JOHNSON & JOHNSON COM 478160104 196,614 1,512,300 SH   DFND 6,2,1 822,300 0 690,000
JOHNSON OUTDOORS INC CL A 479167108 1,760 24,017 SH   DFND 6,2,1 12,561 0 11,456
JONES LANG LASALLE INC COM 48020Q107 530 4,294 SH   DFND 2,1 4,294 0 0
J2 GLOBAL INC COM 48123V102 6,029 81,600 SH   DFND 6,2,1 44,000 0 37,600
JUNIPER NETWORKS INC COM 48203R104 56 1,999 SH   DFND 2,1 1,999 0 0
JUNIPER NETWORKS INC COM 48203R104 7,353 264,200 SH   DFND 6,2,1 248,300 0 15,900
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 800 16,321 SH   DFND 2,1 0 0 16,321
KLA-TENCOR CORP COM 482480100 472 4,451 SH   DFND 2,1 4,451 0 0
KLA-TENCOR CORP COM 482480100 9,858 93,000 SH   DFND 6,2,1 6,700 0 86,300
KKR & CO L P DEL COM UNITS 48248M102 405 19,941 SH   DFND 2,1 19,941 0 0
KMG CHEMICALS INC COM 482564101 556 10,125 SH   DFND 6,2,1 7,182 0 2,943
KVH INDS INC COM 482738101 1,070 89,541 SH   DFND 6,2,1 45,041 0 44,500
K12 INC COM 48273U102 630 35,300 SH   DFND 6,2,1 23,900 0 11,400
KELLOGG CO COM 487836108 324 5,197 SH   DFND 2,1 5,197 0 0
KELLOGG CO COM 487836108 4,085 65,500 SH   DFND 6,2,1 12,800 0 52,700
KELLY SVCS INC CL A 488152208 748 29,800 SH   DFND 6,2,1 21,600 0 8,200
KEMET CORP COM NEW 488360207 1,395 65,999 SH   DFND 6,2,1 55,399 0 10,600
KENNAMETAL INC COM 489170100 2,909 72,100 SH   DFND 6,2,1 50,700 0 21,400
KEYCORP NEW COM 493267108 94 5,019 SH   DFND 2,1 5,019 0 0
KEYCORP NEW COM 493267108 1,236 65,700 SH   DFND 6,2,1 0 0 65,700
KEYSIGHT TECHNOLOGIES INC COM 49338L103 566 13,596 SH   DFND 2,1 13,596 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,358 56,600 SH   DFND 6,2,1 26,100 0 30,500
KEYW HLDG CORP COM 493723100 358 47,100 SH   DFND 6,2,1 31,900 0 15,200
KFORCE INC COM 493732101 351 17,400 SH   DFND 6,2,1 11,300 0 6,100
KIMBERLY CLARK CORP COM 494368103 1,121 9,523 SH   DFND 2,1 7,726 0 1,797
KIMBERLY CLARK CORP COM 494368103 30,891 262,500 SH   DFND 6,2,1 57,700 0 204,800
KIMCO RLTY CORP COM 49446R109 200 10,209 SH   DFND 2,1 10,209 0 0
KIMCO RLTY CORP COM 49446R109 162 8,300 SH   DFND 6,2,1 0 0 8,300
KINDER MORGAN INC DEL COM 49456B101 812 42,312 SH   DFND 2,1 15,539 0 26,773
KINDER MORGAN INC DEL COM 49456B101 6,103 318,200 SH   DFND 6,2,1 268,400 0 49,800
KITE RLTY GROUP TR COM NEW 49803T300 24 1,192 SH   DFND 2,1 1,192 0 0
KITE RLTY GROUP TR COM NEW 49803T300 5,056 249,700 SH   DFND 6,2,1 142,600 0 107,100
KNOWLES CORP COM 49926D109 3,542 231,948 SH   DFND 6,2,1 123,748 0 108,200
KORN FERRY INTL COM NEW 500643200 1,589 40,300 SH   DFND 6,2,1 27,400 0 12,900
KRAFT HEINZ CO COM 500754106 2,342 30,198 SH   DFND 2,1 11,908 0 18,290
KRAFT HEINZ CO COM 500754106 23,094 297,800 SH   DFND 6,2,1 84,400 0 213,400
KROGER CO COM 501044101 306 15,230 SH   DFND 2,1 4,200 0 11,030
KROGER CO COM 501044101 5,677 283,000 SH   DFND 6,2,1 0 0 283,000
KRONOS WORLDWIDE INC COM 50105F105 340 14,900 SH   DFND 6,2,1 14,900 0 0
KULICKE & SOFFA INDS INC COM 501242101 3,883 180,000 SH   DFND 6,2,1 115,700 0 64,300
L BRANDS INC COM 501797104 113 2,707 SH   DFND 2,1 2,707 0 0
L BRANDS INC COM 501797104 2,014 48,400 SH   DFND 6,2,1 0 0 48,400
LG DISPLAY CO LTD SPONS ADR REP 50186V102 280 20,845 SH   DFND 2,1 2,474 0 18,371
LKQ CORP COM 501889208 51,558 1,432,577 SH   DFND 2,1 1,432,577 0 0
LCI INDS COM 50189K103 1,234 10,655 SH   DFND 2,1 10,655 0 0
LPL FINL HLDGS INC COM 50212V100 346 6,700 SH   DFND 6,2,1 1,300 0 5,400
LTC PPTYS INC COM 502175102 3,922 83,473 SH   DFND 2,1 83,473 0 0
L3 TECHNOLOGIES INC COM 502413107 73 385 SH   DFND 2,1 385 0 0
L3 TECHNOLOGIES INC COM 502413107 283 1,500 SH   DFND 6,2,1 500 0 1,000
LABORATORY CORP AMER HLDGS COM NEW 50540R409 219 1,453 SH   DFND 2,1 1,453 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,374 9,100 SH   DFND 6,2,1 200 0 8,900
LAKELAND BANCORP INC COM 511637100 322 15,800 SH   DFND 6,2,1 15,800 0 0
LAM RESEARCH CORP COM 512807108 6,433 34,763 SH   DFND 2,1 34,763 0 0
LAM RESEARCH CORP COM 512807108 52,958 286,200 SH   DFND 6,2,1 136,100 0 150,100
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 46,761 15,300,000 PRN   DFND 2,1 8,000,000 0 7,300,000
LAMB WESTON HLDGS INC COM 513272104 217 4,633 SH   DFND 6,2,1 0 0 4,633
LAREDO PETROLEUM INC COM 516806106 1,531 118,374 SH   DFND 2,1 118,374 0 0
LAS VEGAS SANDS CORP COM 517834107 5,150 80,269 SH   DFND 2,1 4,785 0 75,484
LAS VEGAS SANDS CORP COM 517834107 1,777 27,700 SH   DFND 6,2,1 11,800 0 15,900
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 685 23,602 SH   DFND 2,1 23,602 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 6,097 210,100 SH   DFND 6,2,1 125,600 0 84,500
LAUDER ESTEE COS INC CL A 518439104 4,345 40,292 SH   DFND 2,1 40,292 0 0
LAUDER ESTEE COS INC CL A 518439104 12,261 113,700 SH   DFND 6,2,1 10,700 0 103,000
LEAF GROUP LTD COM 52177G102 784 113,671 SH   DFND 6,2,1 49,957 0 63,714
LEAR CORP COM NEW 521865204 2,184 12,619 SH   DFND 2,1 12,619 0 0
LEAR CORP COM NEW 521865204 19,350 111,800 SH   DFND 6,2,1 58,300 0 53,500
LEGG MASON INC COM 524901105 9,961 253,400 SH   DFND 6,2,1 139,500 0 113,900
LEIDOS HLDGS INC COM 525327102 3,340 56,408 SH   DFND 2,1 53,008 0 3,400
LEIDOS HLDGS INC COM 525327102 30,362 512,700 SH   DFND 6,2,1 301,200 0 211,500
LENDINGTREE INC NEW COM 52603B107 3,649 14,926 SH   DFND 6,2,1 11,900 0 3,026
LENNAR CORP CL A 526057104 58 1,100 SH   DFND 2,1 1,100 0 0
LENNAR CORP CL A 526057104 327 6,200 SH   DFND 6,2,1 0 0 6,200
LENNOX INTL INC COM 526107107 25 138 SH   DFND 2,1 138 0 0
LENNOX INTL INC COM 526107107 358 2,000 SH   DFND 6,2,1 0 0 2,000
LIFEPOINT HEALTH INC COM 53219L109 4,842 83,629 SH   DFND 2,1 83,629 0 0
LIFETIME BRANDS INC COM 53222Q103 1,079 58,938 SH   DFND 6,2,1 38,900 0 20,038
LILLY ELI & CO COM 532457108 25,987 303,799 SH   DFND 2,1 301,889 0 1,910
LILLY ELI & CO COM 532457108 42,642 498,500 SH   DFND 6,2,1 135,800 0 362,700
LINCOLN NATL CORP IND COM 534187109 257 3,500 SH   DFND 2,1 3,500 0 0
LINCOLN NATL CORP IND COM 534187109 1,102 15,000 SH   DFND 6,2,1 8,500 0 6,500
LOCKHEED MARTIN CORP COM 539830109 281 906 SH   DFND 2,1 906 0 0
LOCKHEED MARTIN CORP COM 539830109 745 2,400 SH   DFND 6,2,1 700 0 1,700
LOEWS CORP COM 540424108 7,155 149,500 SH   DFND 2,1 149,500 0 0
LOEWS CORP COM 540424108 40,464 845,460 SH   DFND 6,2,1 781,460 0 64,000
LOGMEIN INC COM 54142L109 6,042 54,900 SH   DFND 2,1 54,900 0 0
LOWES COS INC COM 548661107 2,465 30,831 SH   DFND 2,1 24,170 0 6,661
LOWES COS INC COM 548661107 39,259 491,100 SH   DFND 6,2,1 213,500 0 277,600
LOXO ONCOLOGY INC COM 548862101 8,865 96,235 SH   DFND 2,1 96,235 0 0
LOXO ONCOLOGY INC COM 548862101 129 1,400 SH   DFND 6,2,1 1,400 0 0
LUMENTUM HLDGS INC COM 55024U109 51,674 950,772 SH   DFND 2,1 950,209 0 563
M & T BK CORP COM 55261F104 399 2,476 SH   DFND 2,1 2,476 0 0
M & T BK CORP COM 55261F104 17,038 105,800 SH   DFND 6,2,1 400 0 105,400
MGIC INVT CORP WIS COM 552848103 356 28,400 SH   DFND 2,1 28,400 0 0
MGIC INVT CORP WIS COM 552848103 11,568 923,200 SH   DFND 6,2,1 551,800 0 371,400
MGM RESORTS INTERNATIONAL COM 552953101 10,206 313,177 SH   DFND 2,1 313,177 0 0
MKS INSTRUMENT INC COM 55306N104 312 3,300 SH   DFND 2,1 3,300 0 0
MKS INSTRUMENT INC COM 55306N104 16,557 175,300 SH   DFND 6,2,1 112,800 0 62,500
MSCI INC COM 55354G100 7,307 62,508 SH   DFND 2,1 62,508 0 0
MSCI INC COM 55354G100 152 1,300 SH   DFND 6,2,1 1,300 0 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 2,810 63,000 SH   DFND 2,1 63,000 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 29 400 SH   DFND 2,1 400 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 462 6,400 SH   DFND 6,2,1 6,400 0 0
MACROGENICS INC COM 556099109 262 14,200 SH   DFND 6,2,1 13,700 0 500
MACYS INC COM 55616P104 59 2,716 SH   DFND 2,1 2,716 0 0
MACYS INC COM 55616P104 188 8,600 SH   DFND 6,2,1 6,100 0 2,500
MAGELLAN HEALTH INC COM NEW 559079207 4,437 51,412 SH   DFND 2,1 51,412 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 246 28,300 SH   DFND 6,2,1 16,300 0 12,000
MAGNA INTL INC COM 559222401 6,514 122,031 SH   DFND 2,1 83,601 0 38,430
MAGNA INTL INC COM 559222401 25,297 473,900 SH   DFND 6,2,1 181,000 0 292,900
MANPOWERGROUP INC COM 56418H100 3,323 28,200 SH   DFND 2,1 28,200 0 0
MANPOWERGROUP INC COM 56418H100 26,686 226,500 SH   DFND 6,2,1 154,500 0 72,000
MANTECH INTL CORP CL A 564563104 5,510 124,800 SH   DFND 6,2,1 67,500 0 57,300
MANULIFE FINL CORP COM 56501R106 3,461 170,564 SH   DFND 2,1 170,564 0 0
MANULIFE FINL CORP COM 56501R106 560 27,600 SH   DFND 6,2,1 9,200 0 18,400
MARATHON OIL CORP COM 565849106 5,433 400,649 SH   DFND 2,1 400,649 0 0
MARATHON OIL CORP COM 565849106 31,798 2,345,000 SH   DFND 6,2,1 2,259,700 0 85,300
MARATHON PETE CORP COM 56585A102 1,192 21,263 SH   DFND 2,1 17,293 0 3,970
MARATHON PETE CORP COM 56585A102 2,019 36,000 SH   DFND 6,2,1 3,600 0 32,400
MARCUS CORP COM 566330106 3,485 125,800 SH   DFND 6,2,1 64,500 0 61,300
MARKEL CORP COM 570535104 396 371 SH   DFND 2,1 371 0 0
MARKEL CORP COM 570535104 214 200 SH   DFND 6,2,1 200 0 0
MARKETAXESS HLDGS INC COM 57060D108 1,421 7,700 SH   DFND 6,2,1 0 0 7,700
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 7,440 59,745 SH   DFND 6,2,1 30,700 0 29,045
MARSH & MCLENNAN COS INC COM 571748102 1,021 12,180 SH   DFND 2,1 12,180 0 0
MARSH & MCLENNAN COS INC COM 571748102 7,350 87,700 SH   DFND 6,2,1 82,200 0 5,500
MARRIOTT INTL INC NEW CL A 571903202 11,233 101,880 SH   DFND 2,1 97,480 0 4,400
MARRIOTT INTL INC NEW CL A 571903202 67,049 608,100 SH   DFND 6,2,1 451,900 0 156,200
MARTIN MARIETTA MATLS INC COM 573284106 2,124 10,300 SH   DFND 2,1 10,300 0 0
MASCO CORP COM 574599106 196 5,026 SH   DFND 2,1 5,026 0 0
MASCO CORP COM 574599106 5,910 151,500 SH   DFND 6,2,1 11,700 0 139,800
MASTEC INC COM 576323109 7,495 161,522 SH   DFND 2,1 161,522 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,965 28,082 SH   DFND 2,1 25,571 0 2,511
MASTERCARD INCORPORATED CL A 57636Q104 79,086 560,100 SH   DFND 6,2,1 172,300 0 387,800
MATERION CORP COM 576690101 748 17,333 SH   DFND 6,2,1 11,800 0 5,533
MAXIM INTEGRATED PRODS INC COM 57772K101 94 1,964 SH   DFND 2,1 1,964 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 301 6,300 SH   DFND 6,2,1 0 0 6,300
MCCORMICK & CO INC COM NON VTG 579780206 266 2,593 SH   DFND 2,1 2,593 0 0
MCCORMICK & CO INC COM NON VTG 579780206 10,141 98,800 SH   DFND 6,2,1 6,200 0 92,600
MCDONALDS CORP COM 580135101 2,488 15,878 SH   DFND 2,1 7,455 0 8,423
MCDONALDS CORP COM 580135101 49,464 315,700 SH   DFND 6,2,1 92,700 0 223,000
MCKESSON CORP COM 58155Q103 385 2,504 SH   DFND 2,1 1,033 0 1,471
MCKESSON CORP COM 58155Q103 9,386 61,100 SH   DFND 6,2,1 1,200 0 59,900
MEDICAL PPTYS TRUST INC COM 58463J304 1,307 99,530 SH   DFND 2,1 99,530 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 8,038 612,200 SH   DFND 6,2,1 389,800 0 222,400
MEDIDATA SOLUTIONS INC COM 58471A105 6,534 83,700 SH   DFND 2,1 83,700 0 0
MEET GROUP INC COM 58513U101 1,000 274,800 SH   DFND 6,2,1 158,900 0 115,900
MERCADOLIBRE INC COM 58733R102 44 170 SH   DFND 2,1 170 0 0
MERCADOLIBRE INC COM 58733R102 4,816 18,600 SH   DFND 6,2,1 400 0 18,200
MERCK & CO INC COM 58933Y105 7,771 121,367 SH   DFND 2,1 99,001 0 22,366
MERCK & CO INC COM 58933Y105 73,314 1,145,000 SH   DFND 6,2,1 394,800 0 750,200
MERITOR INC COM 59001K100 7,350 282,600 SH   DFND 6,2,1 146,100 0 136,500
METHODE ELECTRS INC COM 591520200 294 6,939 SH   DFND 6,2,1 1,400 0 5,539
METLIFE INC COM 59156R108 725 13,950 SH   DFND 2,1 4,383 0 9,567
METLIFE INC COM 59156R108 6,535 125,800 SH   DFND 6,2,1 114,300 0 11,500
METTLER TOLEDO INTERNATIONAL COM 592688105 407 650 SH   DFND 2,1 650 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 26,925 43,000 SH   DFND 6,2,1 21,900 0 21,100
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,590 49,847 SH   DFND 2,1 38,751 0 11,096
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 4,293 134,569 SH   DFND 6,2,1 87,389 0 47,180
MICROSOFT CORP COM 594918104 144,664 1,942,058 SH   DFND 2,1 1,612,376 0 329,682
MICROSOFT CORP COM 594918104 140,682 1,888,600 SH   DFND 6,2,1 1,375,000 0 513,600
MICROCHIP TECHNOLOGY INC COM 595017104 55,543 618,661 SH   DFND 2,1 618,230 0 431
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 3,490 2,000,000 PRN   DFND 2,1 2,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 19,217 488,601 SH   DFND 2,1 449,925 0 38,676
MICRON TECHNOLOGY INC COM 595112103 67,345 1,712,300 SH   DFND 6,2,1 1,185,600 0 526,700
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 20,728 15,000,000 PRN   DFND 2,1 14,000,000 0 1,000,000
MID AMER APT CMNTYS INC COM 59522J103 13,191 123,416 SH   DFND 2,1 123,416 0 0
MIDDLEBY CORP COM 596278101 2,090 16,305 SH   DFND 2,1 16,305 0 0
MILACRON HLDGS CORP COM 59870L106 1,457 86,400 SH   DFND 6,2,1 70,200 0 16,200
MIMEDX GROUP INC COM 602496101 277 23,300 SH   DFND 6,2,1 23,300 0 0
MINERALS TECHNOLOGIES INC COM 603158106 424 6,000 SH   DFND 6,2,1 0 0 6,000
MOBILEIRON INC COM NEW 60739U204 87 23,400 SH   DFND 6,2,1 23,400 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 50 4,805 SH   DFND 2,1 4,805 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,792 171,600 SH   DFND 6,2,1 0 0 171,600
MODINE MFG CO COM 607828100 560 29,100 SH   DFND 6,2,1 29,100 0 0
MOELIS & CO CL A 60786M105 301 7,000 SH   DFND 6,2,1 0 0 7,000
MOHAWK INDS INC COM 608190104 1,980 8,000 SH   DFND 2,1 8,000 0 0
MOHAWK INDS INC COM 608190104 5,420 21,900 SH   DFND 6,2,1 1,600 0 20,300
MOLSON COORS BREWING CO CL B 60871R209 67 817 SH   DFND 2,1 817 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,576 19,300 SH   DFND 6,2,1 0 0 19,300
MOMENTA PHARMACEUTICALS INC COM 60877T100 649 35,100 SH   DFND 6,2,1 22,600 0 12,500
MONDELEZ INTL INC CL A 609207105 6,638 163,257 SH   DFND 2,1 137,362 0 25,895
MONDELEZ INTL INC CL A 609207105 38,509 947,100 SH   DFND 6,2,1 222,700 0 724,400
MONSANTO CO NEW COM 61166W101 2,118 17,677 SH   DFND 2,1 12,932 0 4,745
MONSANTO CO NEW COM 61166W101 12,905 107,700 SH   DFND 6,2,1 89,200 0 18,500
MONSTER BEVERAGE CORP NEW COM 61174X109 48,734 882,055 SH   DFND 2,1 882,055 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,718 31,100 SH   DFND 6,2,1 1,000 0 30,100
MOODYS CORP COM 615369105 8,489 60,979 SH   DFND 2,1 58,479 0 2,500
MOODYS CORP COM 615369105 58,259 418,500 SH   DFND 6,2,1 306,100 0 112,400
MOOG INC CL A 615394202 3,571 42,800 SH   DFND 6,2,1 26,000 0 16,800
MORGAN STANLEY COM NEW 617446448 7,602 157,823 SH   DFND 2,1 146,314 0 11,509
MORGAN STANLEY COM NEW 617446448 12,621 262,000 SH   DFND 6,2,1 173,500 0 88,500
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,217 70,000 SH   DFND 2,1 70,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 65 770 SH   DFND 2,1 770 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 9,488 111,800 SH   DFND 6,2,1 0 0 111,800
MURPHY OIL CORP COM 626717102 1,074 40,440 SH   DFND 2,1 40,440 0 0
MURPHY OIL CORP COM 626717102 12,478 469,800 SH   DFND 6,2,1 299,200 0 170,600
MYOKARDIA INC COM 62857M105 2,766 64,555 SH   DFND 2,1 64,555 0 0
NCI BUILDING SYS INC COM NEW 628852204 610 39,100 SH   DFND 6,2,1 23,700 0 15,400
NCR CORP NEW COM 62886E108 94 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 14,753 393,200 SH   DFND 6,2,1 207,100 0 186,100
NVR INC COM 62944T105 323 113 SH   DFND 2,1 113 0 0
NVR INC COM 62944T105 2,284 800 SH   DFND 6,2,1 100 0 700
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 9,670 8,000,000 PRN   DFND 2,1 7,100,000 0 900,000
NANOMETRICS INC COM 630077105 3,456 120,000 SH   DFND 2,1 120,000 0 0
NASDAQ INC COM 631103108 48 614 SH   DFND 2,1 614 0 0
NASDAQ INC COM 631103108 9,502 122,500 SH   DFND 6,2,1 22,400 0 100,100
NATIONAL BEVERAGE CORP COM 635017106 782 6,300 SH   DFND 2,1 6,300 0 0
NATIONAL BEVERAGE CORP COM 635017106 1,427 11,500 SH   DFND 6,2,1 9,700 0 1,800
NATIONAL OILWELL VARCO INC COM 637071101 65 1,810 SH   DFND 2,1 1,810 0 0
NATIONAL OILWELL VARCO INC COM 637071101 732 20,500 SH   DFND 6,2,1 0 0 20,500
NATIONAL WESTN LIFE GROUP IN CL A 638517102 942 2,700 SH   DFND 6,2,1 1,800 0 900
NATURES SUNSHINE PRODUCTS IN COM 639027101 179 17,638 SH   DFND 6,2,1 13,648 0 3,990
NAVIGANT CONSULTING INC COM 63935N107 1,115 65,900 SH   DFND 6,2,1 52,900 0 13,000
NETFLIX INC COM 64110L106 13,231 72,956 SH   DFND 2,1 72,956 0 0
NETFLIX INC COM 64110L106 13,347 73,600 SH   DFND 6,2,1 53,100 0 20,500
NETEASE INC SPONSORED ADR 64110W102 8,054 30,531 SH   DFND 2,1 23,072 0 7,459
NETEASE INC SPONSORED ADR 64110W102 501 1,900 SH   DFND 6,2,1 1,900 0 0
NETSCOUT SYS INC COM 64115T104 9,100 281,300 SH   DFND 6,2,1 126,600 0 154,700
NEUROCRINE BIOSCIENCES INC COM 64125C109 9,061 147,858 SH   DFND 2,1 147,858 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 7,984 90,465 SH   DFND 2,1 37,000 0 53,465
NEW RELIC INC COM 64829B100 8,516 171,000 SH   DFND 2,1 171,000 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 32 2,500 SH   DFND 2,1 2,500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 5,518 428,100 SH   DFND 6,2,1 248,700 0 179,400
NEWELL BRANDS INC COM 651229106 11,009 258,006 SH   DFND 2,1 174,880 0 83,126
NEWELL BRANDS INC COM 651229106 2,131 49,930 SH   DFND 6,2,1 0 0 49,930
NEWMONT MINING CORP COM 651639106 4,159 110,880 SH   DFND 2,1 110,880 0 0
NEWMONT MINING CORP COM 651639106 124 3,300 SH   DFND 6,2,1 0 0 3,300
NEWS CORP NEW CL A 65249B109 30 2,250 SH   DFND 2,1 2,250 0 0
NEWS CORP NEW CL A 65249B109 10,833 817,000 SH   DFND 6,2,1 766,100 0 50,900
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 1,198 67,200 SH   DFND 6,2,1 40,000 0 27,200
NEXSTAR MEDIA GROUP INC CL A 65336K103 4,826 77,457 SH   DFND 6,2,1 29,757 0 47,700
NEXTERA ENERGY INC COM 65339F101 18,719 127,733 SH   DFND 2,1 20,609 0 107,124
NEXTERA ENERGY INC COM 65339F101 37,414 255,300 SH   DFND 6,2,1 59,000 0 196,300
NIKE INC CL B 654106103 9,865 190,265 SH   DFND 2,1 183,634 0 6,631
NIKE INC CL B 654106103 30,493 588,100 SH   DFND 6,2,1 199,100 0 389,000
NISOURCE INC COM 65473P105 28 1,100 SH   DFND 2,1 1,100 0 0
NISOURCE INC COM 65473P105 12,641 494,000 SH   DFND 6,2,1 425,300 0 68,700
NOBLE ENERGY INC COM 655044105 10,291 362,873 SH   DFND 2,1 308,353 0 54,520
NORBORD INC COM NEW 65548P403 534 14,000 SH   DFND 6,2,1 10,600 0 3,400
NORFOLK SOUTHERN CORP COM 655844108 213 1,613 SH   DFND 2,1 1,613 0 0
NORFOLK SOUTHERN CORP COM 655844108 11,029 83,400 SH   DFND 6,2,1 35,400 0 48,000
NORTHEAST BANCORP COM NEW 663904209 256 9,800 SH   DFND 6,2,1 1,800 0 8,000
NORTHERN TR CORP COM 665859104 294 3,200 SH   DFND 2,1 3,200 0 0
NORTHERN TR CORP COM 665859104 10,370 112,800 SH   DFND 6,2,1 5,900 0 106,900
NORTHRIM BANCORP INC COM 666762109 696 19,900 SH   DFND 6,2,1 16,300 0 3,600
NORTHROP GRUMMAN CORP COM 666807102 1,238 4,304 SH   DFND 2,1 4,304 0 0
NORTHROP GRUMMAN CORP COM 666807102 50,667 176,100 SH   DFND 6,2,1 23,300 0 152,800
NUANCE COMMUNICATIONS INC COM 67020Y100 95 6,069 SH   DFND 2,1 6,069 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 12,559 798,910 SH   DFND 6,2,1 465,110 0 333,800
NUANCE COMMUNICATIONS INC NOTE 2.750%11/0 67020YAF7 10,013 10,000,000 PRN   DFND 2,1 10,000,000 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 8,426 9,000,000 PRN   DFND 2,1 9,000,000 0 0
NUCOR CORP COM 670346105 186 3,323 SH   DFND 2,1 3,323 0 0
NUCOR CORP COM 670346105 3,794 67,700 SH   DFND 6,2,1 0 0 67,700
NVIDIA CORP COM 67066G104 51,119 285,946 SH   DFND 2,1 280,967 0 4,979
NVIDIA CORP COM 67066G104 100,296 561,036 SH   DFND 6,2,1 338,836 0 222,200
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 9,778 1,100,000 PRN   DFND 2,1 980,000 0 120,000
NUTRI SYS INC NEW COM 67069D108 246 4,400 SH   DFND 6,2,1 0 0 4,400
NUVASIVE INC COM 670704105 24,656 444,567 SH   DFND 2,1 444,287 0 280
O REILLY AUTOMOTIVE INC NEW COM 67103H107 10,501 48,759 SH   DFND 2,1 48,375 0 384
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,030 28,000 SH   DFND 6,2,1 0 0 28,000
OASIS PETE INC NEW COM 674215108 297 32,600 SH   DFND 6,2,1 0 0 32,600
OCCIDENTAL PETE CORP DEL COM 674599105 9,707 151,179 SH   DFND 2,1 74,382 0 76,797
OCCIDENTAL PETE CORP DEL COM 674599105 6,222 96,900 SH   DFND 6,2,1 92,700 0 4,200
OFFICE DEPOT INC COM 676220106 411 90,600 SH   DFND 2,1 90,600 0 0
OFFICE DEPOT INC COM 676220106 5,445 1,199,426 SH   DFND 6,2,1 608,426 0 591,000
OLD NATL BANCORP IND COM 680033107 302 16,500 SH   DFND 6,2,1 16,500 0 0
OMNICOM GROUP INC COM 681919106 327 4,411 SH   DFND 2,1 4,411 0 0
OMNICOM GROUP INC COM 681919106 14,925 201,500 SH   DFND 6,2,1 9,200 0 192,300
OMEGA HEALTHCARE INVS INC COM 681936100 111 3,478 SH   DFND 2,1 3,478 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,020 63,300 SH   DFND 6,2,1 15,800 0 47,500
ON SEMICONDUCTOR CORP COM 682189105 7,750 419,600 SH   DFND 6,2,1 218,800 0 200,800
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 19,305 16,180,000 PRN   DFND 2,1 16,000,000 0 180,000
ONCOMED PHARMACEUTICALS INC COM 68234X102 460 101,779 SH   DFND 6,2,1 88,700 0 13,079
ONE LIBERTY PPTYS INC COM 682406103 1,699 69,725 SH   DFND 6,2,1 31,167 0 38,558
ONEOK INC NEW COM 682680103 86 1,559 SH   DFND 2,1 1,559 0 0
ONEOK INC NEW COM 682680103 831 15,000 SH   DFND 6,2,1 0 0 15,000
OPEN TEXT CORP COM 683715106 1,870 57,900 SH   DFND 2,1 52,200 0 5,700
OPEN TEXT CORP COM 683715106 5,518 170,900 SH   DFND 6,2,1 117,300 0 53,600
ORACLE CORP COM 68389X105 22,042 455,875 SH   DFND 2,1 352,634 0 103,241
ORACLE CORP COM 68389X105 112,535 2,327,500 SH   DFND 6,2,1 1,465,000 0 862,500
ORASURE TECHNOLOGIES INC COM 68554V108 286 12,700 SH   DFND 6,2,1 4,300 0 8,400
OUTFRONT MEDIA INC COM 69007J106 128 5,100 SH   DFND 2,1 5,100 0 0
OUTFRONT MEDIA INC COM 69007J106 6,129 243,400 SH   DFND 6,2,1 131,400 0 112,000
OWENS & MINOR INC NEW COM 690732102 128 4,400 SH   DFND 2,1 2,400 0 2,000
OWENS & MINOR INC NEW COM 690732102 7,785 266,616 SH   DFND 6,2,1 127,516 0 139,100
OXFORD INDS INC COM 691497309 940 14,800 SH   DFND 6,2,1 9,400 0 5,400
PDL BIOPHARMA INC COM 69329Y104 70 20,700 SH   DFND 6,2,1 20,700 0 0
PG&E CORP COM 69331C108 1,007 14,795 SH   DFND 2,1 8,495 0 6,300
PG&E CORP COM 69331C108 24,567 360,800 SH   DFND 6,2,1 71,200 0 289,600
PICO HLDGS INC COM NEW 693366205 210 12,600 SH   DFND 6,2,1 4,300 0 8,300
PJT PARTNERS INC COM CL A 69343T107 1,116 29,125 SH   DFND 2,1 0 0 29,125
PNC FINL SVCS GROUP INC COM 693475105 989 7,339 SH   DFND 2,1 7,339 0 0
PNC FINL SVCS GROUP INC COM 693475105 44,434 329,700 SH   DFND 6,2,1 79,500 0 250,200
POSCO SPONSORED ADR 693483109 913 13,162 SH   DFND 2,1 1,558 0 11,604
PPG INDS INC COM 693506107 15,884 146,185 SH   DFND 2,1 127,057 0 19,128
PPG INDS INC COM 693506107 71,314 656,300 SH   DFND 6,2,1 407,500 0 248,800
PPL CORP COM 69351T106 729 19,201 SH   DFND 2,1 19,201 0 0
PPL CORP COM 69351T106 20,243 533,400 SH   DFND 6,2,1 20,500 0 512,900
PTC THERAPEUTICS INC COM 69366J200 2,669 133,400 SH   DFND 6,2,1 88,700 0 44,700
PTC INC COM 69370C100 65,367 1,161,468 SH   DFND 2,1 1,160,717 0 751
PACCAR INC COM 693718108 126 1,735 SH   DFND 2,1 1,735 0 0
PACCAR INC COM 693718108 3,371 46,600 SH   DFND 6,2,1 2,400 0 44,200
PACKAGING CORP AMER COM 695156109 3,179 27,724 SH   DFND 2,1 27,724 0 0
PACKAGING CORP AMER COM 695156109 32,271 281,400 SH   DFND 6,2,1 203,400 0 78,000
PALO ALTO NETWORKS INC COM 697435105 17,222 119,513 SH   DFND 2,1 119,513 0 0
PARAMOUNT GROUP INC COM 69924R108 2,356 147,231 SH   DFND 2,1 147,231 0 0
PARAMOUNT GROUP INC COM 69924R108 1,737 108,551 SH   DFND 6,2,1 75,851 0 32,700
PARK HOTELS RESORTS INC COM 700517105 1,354 49,131 SH   DFND 2,1 49,131 0 0
PARK HOTELS RESORTS INC COM 700517105 9,078 329,400 SH   DFND 6,2,1 236,700 0 92,700
PARK OHIO HLDGS CORP COM 700666100 287 6,300 SH   DFND 6,2,1 3,400 0 2,900
PARKE BANCORP INC COM 700885106 627 28,228 SH   DFND 6,2,1 7,988 0 20,240
PARKER HANNIFIN CORP COM 701094104 54,069 308,928 SH   DFND 2,1 308,749 0 179
PARKER HANNIFIN CORP COM 701094104 4,918 28,100 SH   DFND 6,2,1 3,600 0 24,500
PARKWAY INC COM 70156Q107 10,134 440,028 SH   DFND 2,1 440,028 0 0
PATTERSON COMPANIES INC COM 703395103 15 388 SH   DFND 2,1 388 0 0
PATTERSON COMPANIES INC COM 703395103 9,624 249,000 SH   DFND 6,2,1 225,400 0 23,600
PAYCHEX INC COM 704326107 671 11,199 SH   DFND 2,1 11,199 0 0
PAYCHEX INC COM 704326107 14,876 248,100 SH   DFND 6,2,1 1,300 0 246,800
PAYPAL HLDGS INC COM 70450Y103 6,451 100,748 SH   DFND 2,1 100,222 0 526
PAYPAL HLDGS INC COM 70450Y103 18,024 281,500 SH   DFND 6,2,1 152,600 0 128,900
PEBBLEBROOK HOTEL TR COM 70509V100 25,213 697,645 SH   DFND 2,1 697,645 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 365 10,100 SH   DFND 6,2,1 8,700 0 1,400
PEGASYSTEMS INC COM 705573103 1,505 26,100 SH   DFND 6,2,1 11,300 0 14,800
PEMBINA PIPELINE CORP COM 706327103 548 15,605 SH   DFND 2,1 15,605 0 0
PEMBINA PIPELINE CORP COM 706327103 1,060 30,200 SH   DFND 6,2,1 0 0 30,200
PEPSICO INC COM 713448108 13,961 125,292 SH   DFND 2,1 114,636 0 10,656
PEPSICO INC COM 713448108 126,890 1,138,746 SH   DFND 6,2,1 480,146 0 658,600
PEREGRINE PHARMACEUTICALS IN COM PAR 713661502 257 81,700 SH   DFND 6,2,1 32,800 0 48,900
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 419 12,220 SH   DFND 2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 13,964 1,445,557 SH   DFND 2,1 1,069,324 0 376,233
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,068 106,326 SH   DFND 2,1 11,914 0 94,412
PFIZER INC COM 717081103 17,961 503,113 SH   DFND 2,1 455,619 0 47,494
PFIZER INC COM 717081103 151,629 4,247,300 SH   DFND 6,2,1 2,676,300 0 1,571,000
PHILIP MORRIS INTL INC COM 718172109 30,455 274,349 SH   DFND 2,1 183,062 0 91,287
PHILIP MORRIS INTL INC COM 718172109 24,178 217,800 SH   DFND 6,2,1 198,200 0 19,600
PHILLIPS 66 COM 718546104 1,912 20,869 SH   DFND 2,1 20,869 0 0
PHILLIPS 66 COM 718546104 9,363 102,200 SH   DFND 6,2,1 59,600 0 42,600
PHOTRONICS INC COM 719405102 535 60,500 SH   DFND 6,2,1 41,100 0 19,400
PHYSICIANS RLTY TR COM 71943U104 18,461 1,041,214 SH   DFND 2,1 1,041,214 0 0
PIER 1 IMPORTS INC COM 720279108 1,226 292,600 SH   DFND 6,2,1 173,200 0 119,400
PINNACLE WEST CAP CORP COM 723484101 39 459 SH   DFND 2,1 459 0 0
PINNACLE WEST CAP CORP COM 723484101 1,632 19,300 SH   DFND 6,2,1 3,000 0 16,300
PIONEER NAT RES CO COM 723787107 22,849 154,867 SH   DFND 2,1 133,750 0 21,117
PIONEER NAT RES CO COM 723787107 1,402 9,500 SH   DFND 6,2,1 1,000 0 8,500
PIPER JAFFRAY COS COM 724078100 2,152 36,255 SH   DFND 6,2,1 15,700 0 20,555
PIXELWORKS INC COM NEW 72581M305 80 17,029 SH   DFND 6,2,1 3,800 0 13,229
PLANET FITNESS INC CL A 72703H101 11,207 415,379 SH   DFND 2,1 415,379 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 9,806 879,466 SH   DFND 2,1 879,466 0 0
POPULAR INC COM NEW 733174700 10,574 294,200 SH   DFND 6,2,1 121,600 0 172,600
PORTOLA PHARMACEUTICALS INC COM 737010108 3,296 61,000 SH   DFND 6,2,1 33,200 0 27,800
POTASH CORP SASK INC COM 73755L107 2,120 110,188 SH   DFND 2,1 40,383 0 69,805
POTASH CORP SASK INC COM 73755L107 1,126 58,500 SH   DFND 6,2,1 0 0 58,500
POWERSHARES QQQ TRUST UNIT SER 1 73935A104 309 2,124 SH   DFND 2,1 2,124 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,202 78,020 SH   DFND 5,4,2,1 78,020 0 0
POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X500 99 21,010 SH   DFND 5,4,2,1 21,010 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 125 12,650 SH   DFND 5,4,2,1 12,650 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 2,531 105,890 SH   DFND 5,4,2,1 105,890 0 0
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 2,673 104,430 SH   DFND 5,4,2,1 104,430 0 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 6,303 154,605 SH   DFND 5,4,2,1 154,605 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 459 25,360 SH   DFND 5,4,2,1 25,360 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 898 40,380 SH   DFND 5,4,2,1 40,380 0 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 1,030 22,420 SH   DFND 5,4,2,1 22,420 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 2,098 47,810 SH   DFND 5,4,2,1 47,810 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 883 21,540 SH   DFND 5,4,2,1 21,540 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 1,082 44,240 SH   DFND 5,4,2,1 44,240 0 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 3,018 90,950 SH   DFND 5,4,2,1 90,950 0 0
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 240 16,200 SH   DFND 5,4,2,1 16,200 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 3,079 67,250 SH   DFND 5,4,2,1 67,250 0 0
PRAXAIR INC COM 74005P104 1,165 8,336 SH   DFND 2,1 6,687 0 1,649
PRAXAIR INC COM 74005P104 33,356 238,700 SH   DFND 6,2,1 41,000 0 197,700
PRECISION DRILLING CORP COM 2010 74022D308 339 108,713 SH   DFND 2,1 108,713 0 0
PREFORMED LINE PRODS CO COM 740444104 262 3,900 SH   DFND 6,2,1 1,200 0 2,700
PREMIER FINL BANCORP INC COM 74050M105 420 19,273 SH   DFND 6,2,1 8,438 0 10,835
PRICE T ROWE GROUP INC COM 74144T108 439 4,842 SH   DFND 2,1 4,842 0 0
PRICE T ROWE GROUP INC COM 74144T108 26,839 296,071 SH   DFND 6,2,1 38,500 0 257,571
PRICELINE GRP INC COM NEW 741503403 65,979 36,038 SH   DFND 2,1 34,981 0 1,057
PRICELINE GRP INC COM NEW 741503403 95,294 52,050 SH   DFND 6,2,1 33,900 0 18,150
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 48,266 25,000,000 PRN   DFND 2,1 8,000,000 0 17,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 10,328 9,000,000 PRN   DFND 2,1 9,000,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 508 7,894 SH   DFND 2,1 7,894 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 862 13,400 SH   DFND 6,2,1 6,700 0 6,700
PROCTER AND GAMBLE CO COM 742718109 6,102 67,075 SH   DFND 2,1 57,211 0 9,864
PROCTER AND GAMBLE CO COM 742718109 91,144 1,001,800 SH   DFND 6,2,1 362,300 0 639,500
PROGRESS SOFTWARE CORP COM 743312100 1,492 39,100 SH   DFND 6,2,1 23,900 0 15,200
PROGRESSIVE CORP OHIO COM 743315103 11,422 235,904 SH   DFND 2,1 235,904 0 0
PROGRESSIVE CORP OHIO COM 743315103 1,666 34,400 SH   DFND 6,2,1 29,000 0 5,400
PROLOGIS INC COM 74340W103 37,209 586,341 SH   DFND 2,1 586,341 0 0
PROLOGIS INC COM 74340W103 1,371 21,600 SH   DFND 6,2,1 9,900 0 11,700
PROOFPOINT INC COM 743424103 20,993 240,693 SH   DFND 2,1 240,693 0 0
PROSHARES TR HD REPLICATION 74347X294 1,498 33,450 SH   DFND 5,4,2,1 33,450 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 1,470 39,020 SH   DFND 5,4,2,1 39,020 0 0
PRUDENTIAL FINL INC COM 744320102 6,020 56,618 SH   DFND 2,1 6,387 0 50,231
PRUDENTIAL FINL INC COM 744320102 7,761 73,000 SH   DFND 6,2,1 67,000 0 6,000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 644 13,929 SH   DFND 2,1 3,629 0 10,300
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,604 164,400 SH   DFND 6,2,1 17,100 0 147,300
PUBLIC STORAGE COM 74460D109 5,799 27,099 SH   DFND 2,1 20,312 0 6,787
PUBLIC STORAGE COM 74460D109 899 4,200 SH   DFND 6,2,1 2,000 0 2,200
PURE STORAGE INC CL A 74624M102 5,544 346,700 SH   DFND 2,1 346,700 0 0
QAD INC CL A 74727D306 479 13,937 SH   DFND 6,2,1 8,437 0 5,500
QEP RES INC COM 74733V100 105 12,300 SH   DFND 2,1 0 0 12,300
QEP RES INC COM 74733V100 340 39,700 SH   DFND 6,2,1 0 0 39,700
Q2 HLDGS INC COM 74736L109 3,790 91,000 SH   DFND 2,1 91,000 0 0
QUALCOMM INC COM 747525103 110,818 2,137,696 SH   DFND 2,1 2,082,783 0 54,913
QUALCOMM INC COM 747525103 69,808 1,346,600 SH   DFND 6,2,1 906,400 0 440,200
QUALITY SYS INC COM 747582104 2,323 147,700 SH   DFND 6,2,1 89,500 0 58,200
QUALYS INC COM 74758T303 2,018 38,967 SH   DFND 2,1 38,967 0 0
QUANTA SVCS INC COM 74762E102 13,563 362,950 SH   DFND 6,2,1 278,850 0 84,100
QUANTUM CORP COM NEW 747906501 1,033 168,739 SH   DFND 6,2,1 90,639 0 78,100
QUEST DIAGNOSTICS INC COM 74834L100 157 1,675 SH   DFND 2,1 1,675 0 0
QUEST DIAGNOSTICS INC COM 74834L100 7,416 79,200 SH   DFND 6,2,1 3,300 0 75,900
QUINSTREET INC COM 74874Q100 1,092 148,540 SH   DFND 6,2,1 119,772 0 28,768
QUINTILES IMS HOLDINGS INC COM 74876Y101 2,446 25,730 SH   DFND 2,1 18,324 0 7,406
QUINTILES IMS HOLDINGS INC COM 74876Y101 20,478 215,400 SH   DFND 6,2,1 121,300 0 94,100
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,315 53,144 SH   DFND 6,2,1 27,300 0 25,844
R1 RCM INC COM 749397105 637 171,733 SH   DFND 6,2,1 90,700 0 81,033
RLJ LODGING TR COM 74965L101 636 28,899 SH   DFND 2,1 25,199 0 3,700
RLJ LODGING TR COM 74965L101 6,435 292,500 SH   DFND 6,2,1 178,300 0 114,200
RMR GROUP INC CL A 74967R106 906 17,647 SH   DFND 6,2,1 8,000 0 9,647
RPM INTL INC COM 749685103 472 9,200 SH   DFND 6,2,1 9,200 0 0
RPX CORP COM 74972G103 2,805 211,205 SH   DFND 6,2,1 106,994 0 104,211
RADIAN GROUP INC COM 750236101 1,424 76,200 SH   DFND 6,2,1 61,300 0 14,900
RADNET INC COM 750491102 118 10,200 SH   DFND 6,2,1 10,200 0 0
RAMBUS INC DEL COM 750917106 798 59,800 SH   DFND 6,2,1 57,100 0 2,700
RALPH LAUREN CORP CL A 751212101 2,535 28,709 SH   DFND 2,1 28,709 0 0
RALPH LAUREN CORP CL A 751212101 29,277 331,600 SH   DFND 6,2,1 258,900 0 72,700
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 3,647 280,300 SH   DFND 6,2,1 148,800 0 131,500
RANGE RES CORP COM 75281A109 1,002 51,217 SH   DFND 2,1 42,917 0 8,300
RANGE RES CORP COM 75281A109 12,775 652,800 SH   DFND 6,2,1 508,400 0 144,400
RAYMOND JAMES FINANCIAL INC COM 754730109 59 700 SH   DFND 2,1 700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,240 14,700 SH   DFND 6,2,1 0 0 14,700
RAYTHEON CO COM NEW 755111507 5,235 28,059 SH   DFND 2,1 21,366 0 6,693
RAYTHEON CO COM NEW 755111507 50,563 271,000 SH   DFND 6,2,1 50,200 0 220,800
REALNETWORKS INC COM NEW 75605L708 794 165,400 SH   DFND 6,2,1 100,800 0 64,600
REALTY INCOME CORP COM 756109104 477 8,343 SH   DFND 2,1 8,343 0 0
RED HAT INC COM 756577102 8,845 79,782 SH   DFND 2,1 79,782 0 0
RED HAT INC COM 756577102 6,075 54,800 SH   DFND 6,2,1 0 0 54,800
RED HAT INC NOTE 0.250%10/0 756577AD4 61,858 40,200,000 PRN   DFND 2,1 15,000,000 0 25,200,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,082 46,000 SH   DFND 6,2,1 20,700 0 25,300
REGAL BELOIT CORP COM 758750103 8,722 110,400 SH   DFND 6,2,1 53,500 0 56,900
REGAL ENTMT GROUP CL A 758766109 6,803 425,200 SH   DFND 6,2,1 224,100 0 201,100
REGENCY CTRS CORP COM 758849103 223 3,599 SH   DFND 2,1 3,599 0 0
REGENERON PHARMACEUTICALS COM 75886F107 41,028 91,761 SH   DFND 2,1 91,761 0 0
REGENERON PHARMACEUTICALS COM 75886F107 760 1,700 SH   DFND 6,2,1 400 0 1,300
REGIS CORP MINN COM 758932107 444 31,100 SH   DFND 6,2,1 17,400 0 13,700
REGIONS FINL CORP NEW COM 7591EP100 88 5,798 SH   DFND 2,1 5,798 0 0
REGIONS FINL CORP NEW COM 7591EP100 1,031 67,700 SH   DFND 6,2,1 0 0 67,700
REINSURANCE GROUP AMER INC COM NEW 759351604 2,988 21,414 SH   DFND 2,1 21,414 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 70 500 SH   DFND 6,2,1 500 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 305 4,000 SH   DFND 6,2,1 0 0 4,000
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 345 28,400 SH   DFND 6,2,1 16,600 0 11,800
RENT A CTR INC NEW COM 76009N100 2,783 242,400 SH   DFND 6,2,1 127,100 0 115,300
REPUBLIC BANCORP KY CL A 760281204 646 16,615 SH   DFND 6,2,1 4,700 0 11,915
REPUBLIC SVCS INC COM 760759100 386 5,840 SH   DFND 2,1 5,840 0 0
REPUBLIC SVCS INC COM 760759100 15,511 234,800 SH   DFND 6,2,1 2,300 0 232,500
RESOURCES CONNECTION INC COM 76122Q105 1,655 119,044 SH   DFND 6,2,1 73,400 0 45,644
RESTAURANT BRANDS INTL INC COM 76131D103 222 3,479 SH   DFND 2,1 3,479 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 3,283 51,400 SH   DFND 6,2,1 5,500 0 45,900
RETAIL OPPORTUNITY INVTS COR COM 76131N101 15,893 836,024 SH   DFND 2,1 836,024 0 0
REXFORD INDL RLTY INC COM 76169C100 1,116 39,000 SH   DFND 2,1 39,000 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 114 44,900 SH   DFND 6,2,1 11,500 0 33,400
ROBERT HALF INTL INC COM 770323103 28 565 SH   DFND 2,1 565 0 0
ROBERT HALF INTL INC COM 770323103 15,117 300,300 SH   DFND 6,2,1 242,300 0 58,000
ROCKWELL AUTOMATION INC COM 773903109 63,617 356,979 SH   DFND 2,1 356,707 0 272
ROCKWELL AUTOMATION INC COM 773903109 13,612 76,384 SH   DFND 6,2,1 4,700 0 71,684
ROCKWELL COLLINS INC COM 774341101 542 4,150 SH   DFND 2,1 4,150 0 0
ROCKWELL COLLINS INC COM 774341101 22,247 170,200 SH   DFND 6,2,1 6,800 0 163,400
ROGERS COMMUNICATIONS INC CL B 775109200 1,425 27,650 SH   DFND 2,1 2,502 0 25,148
ROGERS COMMUNICATIONS INC CL B 775109200 1,603 31,100 SH   DFND 6,2,1 5,500 0 25,600
ROPER TECHNOLOGIES INC COM 776696106 80,243 329,676 SH   DFND 2,1 288,670 0 41,006
ROPER TECHNOLOGIES INC COM 776696106 17,573 72,200 SH   DFND 6,2,1 1,200 0 71,000
ROSETTA STONE INC COM 777780107 280 27,469 SH   DFND 6,2,1 15,169 0 12,300
ROSS STORES INC COM 778296103 4,050 62,727 SH   DFND 2,1 9,498 0 53,229
ROSS STORES INC COM 778296103 18,015 279,000 SH   DFND 6,2,1 15,400 0 263,600
ROYAL BK CDA MONTREAL QUE COM 780087102 12,284 158,809 SH   DFND 2,1 74,131 0 84,678
ROYAL BK CDA MONTREAL QUE COM 780087102 63,520 821,200 SH   DFND 6,2,1 153,900 0 667,300
RUTHS HOSPITALITY GROUP INC COM 783332109 2,212 105,600 SH   DFND 6,2,1 50,100 0 55,500
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 35,271 334,579 SH   DFND 2,1 0 0 334,579
S&P GLOBAL INC COM 78409V104 2,324 14,868 SH   DFND 2,1 14,868 0 0
S&P GLOBAL INC COM 78409V104 26,776 171,300 SH   DFND 6,2,1 40,000 0 131,300
SEI INVESTMENTS CO COM 784117103 52,487 859,600 SH   DFND 2,1 859,600 0 0
SJW GROUP COM 784305104 243 4,300 SH   DFND 6,2,1 0 0 4,300
SK TELECOM LTD SPONSORED ADR 78440P108 696 28,314 SH   DFND 2,1 0 0 28,314
SL GREEN RLTY CORP COM 78440X101 1,824 18,001 SH   DFND 2,1 18,001 0 0
SL GREEN RLTY CORP COM 78440X101 14,114 139,300 SH   DFND 6,2,1 135,000 0 4,300
SM ENERGY CO COM 78454L100 257 14,500 SH   DFND 6,2,1 0 0 14,500
SPDR S&P 500 ETF TR TR UNIT 78462F103 11,308 45,010 SH   DFND 2,1 13,755 0 31,255
SPX CORP COM 784635104 2,561 87,300 SH   DFND 6,2,1 61,384 0 25,916
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 824 19,964 SH   DFND 5,4,2,1 19,964 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,904 39,369 SH   DFND 5,4,2,1 39,369 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,620 32,695 SH   DFND 5,4,2,1 32,695 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 6,870 134,520 SH   DFND 5,4,2,1 134,520 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,318 276,465 SH   DFND 5,4,2,1 276,465 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,287 23,094 SH   DFND 5,4,2,1 23,094 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,688 60,350 SH   DFND 5,4,2,1 60,350 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 290 3,270 SH   DFND 5,4,2,1 3,270 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 981 10,240 SH   DFND 5,4,2,1 10,240 0 0
SSR MNG INC COM 784730103 4,312 406,366 SH   DFND 2,1 0 0 406,366
SABRA HEALTH CARE REIT INC COM 78573L106 32 1,475 SH   DFND 2,1 1,475 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,688 168,074 SH   DFND 6,2,1 98,800 0 69,274
SABRE CORP COM 78573M104 19 1,062 SH   DFND 2,1 1,062 0 0
SABRE CORP COM 78573M104 867 47,900 SH   DFND 6,2,1 21,200 0 26,700
SAGE THERAPEUTICS INC COM 78667J108 2,814 45,164 SH   DFND 2,1 45,164 0 0
SAGE THERAPEUTICS INC COM 78667J108 81 1,300 SH   DFND 6,2,1 1,300 0 0
SALESFORCE COM INC COM 79466L302 60,044 642,732 SH   DFND 2,1 637,874 0 4,858
SALESFORCE COM INC COM 79466L302 8,725 93,400 SH   DFND 6,2,1 86,200 0 7,200
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 18,538 13,200,000 PRN   DFND 2,1 12,000,000 0 1,200,000
SANDERSON FARMS INC COM 800013104 608 3,765 SH   DFND 2,1 3,765 0 0
SANMINA CORPORATION COM 801056102 7,426 199,900 SH   DFND 6,2,1 104,800 0 95,100
SAUL CTRS INC COM 804395101 16,464 265,941 SH   DFND 2,1 265,941 0 0
SCANA CORP NEW COM 80589M102 316 6,523 SH   DFND 2,1 6,523 0 0
SCANA CORP NEW COM 80589M102 15,669 323,142 SH   DFND 6,2,1 251,900 0 71,242
SCHEIN HENRY INC COM 806407102 211 2,568 SH   DFND 2,1 2,568 0 0
SCHEIN HENRY INC COM 806407102 8,133 99,200 SH   DFND 6,2,1 5,400 0 93,800
SCHLUMBERGER LTD COM 806857108 5,149 73,815 SH   DFND 2,1 62,705 0 11,110
SCHLUMBERGER LTD COM 806857108 14,308 205,100 SH   DFND 6,2,1 171,600 0 33,500
SCHNITZER STL INDS CL A 806882106 1,249 44,365 SH   DFND 6,2,1 37,335 0 7,030
SCHWAB CHARLES CORP NEW COM 808513105 6,152 140,649 SH   DFND 2,1 140,649 0 0
SCHWAB CHARLES CORP NEW COM 808513105 10,178 232,700 SH   DFND 6,2,1 161,100 0 71,600
SCIENCE APPLICATNS INTL CP N COM 808625107 809 12,105 SH   DFND 2,1 12,105 0 0
SEACHANGE INTL INC COM 811699107 497 181,303 SH   DFND 6,2,1 115,300 0 66,003
SEAWORLD ENTMT INC COM 81282V100 1,280 98,500 SH   DFND 6,2,1 79,100 0 19,400
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,255 18,320 SH   DFND 5,4,2,1 18,320 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10,991 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 66,570 1,126,400 SH   DFND 5,4,2,1 1,126,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 5,117 218,500 SH   DFND 6,2,1 116,300 0 102,200
SEMPRA ENERGY COM 816851109 755 6,618 SH   DFND 2,1 6,618 0 0
SEMPRA ENERGY COM 816851109 29,046 254,500 SH   DFND 6,2,1 14,100 0 240,400
SENIOR HSG PPTYS TR SH BEN INT 81721M109 451 23,077 SH   DFND 2,1 23,077 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 5,522 282,450 SH   DFND 6,2,1 138,850 0 143,600
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 4,019 1,280,000 SH   DFND 2,1 1,280,000 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 6,206 134,700 SH   DFND 2,1 134,700 0 0
SERVICE CORP INTL COM 817565104 3,965 114,916 SH   DFND 2,1 114,916 0 0
SERVICENOW INC COM 81762P102 19,817 168,609 SH   DFND 2,1 168,609 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 89 3,879 SH   DFND 2,1 1,579 0 2,300
SHAW COMMUNICATIONS INC CL B CONV 82028K200 624 27,100 SH   DFND 6,2,1 6,500 0 20,600
SHERWIN WILLIAMS CO COM 824348106 685 1,913 SH   DFND 2,1 1,889 0 24
SHERWIN WILLIAMS CO COM 824348106 26,280 73,400 SH   DFND 6,2,1 3,600 0 69,800
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 895 20,214 SH   DFND 2,1 0 0 20,214
SIGMA DESIGNS INC COM 826565103 188 29,900 SH   DFND 6,2,1 18,100 0 11,800
SILICON LABORATORIES INC COM 826919102 2,637 33,000 SH   DFND 2,1 33,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 7,451 155,131 SH   DFND 2,1 155,131 0 0
SILVERCORP METALS INC COM 82835P103 3,505 1,298,143 SH   DFND 2,1 0 0 1,298,143
SIMON PPTY GROUP INC NEW COM 828806109 41,513 257,827 SH   DFND 2,1 219,481 0 38,346
SIMON PPTY GROUP INC NEW COM 828806109 7,342 45,600 SH   DFND 6,2,1 44,800 0 800
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,399 262,060 SH   DFND 6,2,1 144,700 0 117,360
SKYWORKS SOLUTIONS INC COM 83088M102 85 839 SH   DFND 2,1 839 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 7,948 78,000 SH   DFND 6,2,1 0 0 78,000
SMITH A O COM 831865209 2,491 41,910 SH   DFND 2,1 41,910 0 0
SMUCKER J M CO COM NEW 832696405 63 600 SH   DFND 2,1 600 0 0
SMUCKER J M CO COM NEW 832696405 3,987 38,000 SH   DFND 6,2,1 0 0 38,000
SNAP ON INC COM 833034101 209 1,400 SH   DFND 2,1 1,400 0 0
SNAP ON INC COM 833034101 16,197 108,700 SH   DFND 6,2,1 76,500 0 32,200
SOHU COM INC COM 83408W103 76 1,400 SH   DFND 2,1 0 0 1,400
SOHU COM INC COM 83408W103 664 12,200 SH   DFND 6,2,1 2,500 0 9,700
SOLAR CAP LTD COM 83413U100 3,164 146,200 SH   DFND 6,2,1 81,900 0 64,300
SOLAR SR CAP LTD COM 83416M105 697 40,469 SH   DFND 6,2,1 14,000 0 26,469
SONOCO PRODS CO COM 835495102 585 11,600 SH   DFND 6,2,1 11,600 0 0
SOUTHERN CO COM 842587107 1,988 40,466 SH   DFND 2,1 24,988 0 15,478
SOUTHERN CO COM 842587107 45,518 926,300 SH   DFND 6,2,1 138,200 0 788,100
SOUTHERN COPPER CORP COM 84265V105 8,702 218,870 SH   DFND 2,1 155,606 0 63,264
SOUTHWEST AIRLS CO COM 844741108 32 563 SH   DFND 2,1 563 0 0
SOUTHWEST AIRLS CO COM 844741108 767 13,700 SH   DFND 6,2,1 0 0 13,700
SOUTHWEST GAS HOLDINGS INC COM 844895102 165 2,130 SH   DFND 2,1 930 0 1,200
SOUTHWEST GAS HOLDINGS INC COM 844895102 9,951 128,200 SH   DFND 6,2,1 59,200 0 69,000
SOUTHWESTERN ENERGY CO COM 845467109 488 79,800 SH   DFND 2,1 79,800 0 0
SOUTHWESTERN ENERGY CO COM 845467109 2,238 366,300 SH   DFND 6,2,1 134,600 0 231,700
SPARK THERAPEUTICS INC COM 84652J103 9,320 104,528 SH   DFND 2,1 104,528 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2,920 137,111 SH   DFND 6,2,1 70,951 0 66,160
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 738 9,500 SH   DFND 6,2,1 0 0 9,500
SPIRIT RLTY CAP INC NEW COM 84860W102 1,187 138,544 SH   DFND 2,1 138,544 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 8,144 950,300 SH   DFND 6,2,1 635,200 0 315,100
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 16,872 16,830,000 PRN   DFND 2,1 15,500,000 0 1,330,000
SPLUNK INC COM 848637104 11,406 171,700 SH   DFND 2,1 171,700 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 4,172 247,726 SH   DFND 2,1 247,726 0 0
SQUARE INC CL A 852234103 1,634 56,700 SH   DFND 6,2,1 21,300 0 35,400
STAMPS COM INC COM NEW 852857200 6,667 32,900 SH   DFND 6,2,1 15,500 0 17,400
STANDARD MTR PRODS INC COM 853666105 893 18,500 SH   DFND 6,2,1 12,600 0 5,900
STANLEY BLACK & DECKER INC COM 854502101 5,074 33,610 SH   DFND 2,1 33,610 0 0
STANLEY BLACK & DECKER INC COM 854502101 69,854 462,700 SH   DFND 6,2,1 291,000 0 171,700
STARBUCKS CORP COM 855244109 75,117 1,398,563 SH   DFND 2,1 1,262,424 0 136,139
STARBUCKS CORP COM 855244109 24,024 447,300 SH   DFND 6,2,1 174,200 0 273,100
STARTEK INC COM 85569C107 318 27,047 SH   DFND 6,2,1 7,100 0 19,947
STARS GROUP INC COM 85570W100 55 2,700 SH   DFND 2,1 0 0 2,700
STARS GROUP INC COM 85570W100 1,497 73,000 SH   DFND 6,2,1 50,800 0 22,200
STATE STR CORP COM 857477103 170 1,781 SH   DFND 2,1 1,781 0 0
STATE STR CORP COM 857477103 13,013 136,200 SH   DFND 6,2,1 40,400 0 95,800
STEEL DYNAMICS INC COM 858119100 30 861 SH   DFND 2,1 861 0 0
STEEL DYNAMICS INC COM 858119100 417 12,100 SH   DFND 6,2,1 0 0 12,100
STEELCASE INC CL A 858155203 582 37,800 SH   DFND 6,2,1 25,700 0 12,100
STELLUS CAP INVT CORP COM 858568108 180 13,200 SH   DFND 6,2,1 13,200 0 0
STEMLINE THERAPEUTICS INC COM 85858C107 6,888 620,546 SH   DFND 2,1 620,546 0 0
STERICYCLE INC COM 858912108 1,452 20,275 SH   DFND 2,1 20,275 0 0
STERICYCLE INC COM 858912108 7,491 104,600 SH   DFND 6,2,1 100,400 0 4,200
STEWART INFORMATION SVCS COR COM 860372101 744 19,700 SH   DFND 6,2,1 13,400 0 6,300
STIFEL FINL CORP COM 860630102 8,190 153,200 SH   DFND 6,2,1 84,200 0 69,000
STONERIDGE INC COM 86183P102 2,340 118,100 SH   DFND 6,2,1 52,400 0 65,700
STORE CAP CORP COM 862121100 11,056 444,569 SH   DFND 2,1 444,569 0 0
STRYKER CORP COM 863667101 33,709 237,356 SH   DFND 2,1 237,221 0 135
STRYKER CORP COM 863667101 39,595 278,800 SH   DFND 6,2,1 40,300 0 238,500
STURM RUGER & CO INC COM 864159108 455 8,800 SH   DFND 6,2,1 5,600 0 3,200
SUMMIT FINANCIAL GROUP INC COM 86606G101 267 10,400 SH   DFND 6,2,1 6,700 0 3,700
SUMMIT HOTEL PPTYS COM 866082100 1,130 70,700 SH   DFND 6,2,1 47,000 0 23,700
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 3,552 283,001 SH   DFND 2,1 283,001 0 0
SUN LIFE FINL INC COM 866796105 470 11,800 SH   DFND 2,1 11,800 0 0
SUN LIFE FINL INC COM 866796105 1,270 31,900 SH   DFND 6,2,1 26,200 0 5,700
SUNCOR ENERGY INC NEW COM 867224107 3,248 92,723 SH   DFND 2,1 81,855 0 10,868
SUNCOR ENERGY INC NEW COM 867224107 546 15,600 SH   DFND 6,2,1 10,600 0 5,000
SUNSTONE HOTEL INVS INC NEW COM 867892101 661 41,127 SH   DFND 2,1 41,127 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 6,091 379,054 SH   DFND 6,2,1 220,000 0 159,054
SUNTRUST BKS INC COM 867914103 144 2,401 SH   DFND 2,1 2,401 0 0
SUNTRUST BKS INC COM 867914103 5,822 97,400 SH   DFND 6,2,1 3,400 0 94,000
SUPERNUS PHARMACEUTICALS INC COM 868459108 7,562 189,048 SH   DFND 2,1 189,048 0 0
SYKES ENTERPRISES INC COM 871237103 4,829 165,600 SH   DFND 6,2,1 84,100 0 81,500
SYMANTEC CORP COM 871503108 3,282 100,023 SH   DFND 2,1 84,323 0 15,700
SYMANTEC CORP COM 871503108 5,731 174,684 SH   DFND 6,2,1 3,884 0 170,800
SYNAPTICS INC COM 87157D109 713 18,200 SH   DFND 6,2,1 17,100 0 1,100
SYNOPSYS INC COM 871607107 3,544 44,006 SH   DFND 2,1 44,006 0 0
SYNOPSYS INC COM 871607107 38,629 479,686 SH   DFND 6,2,1 305,886 0 173,800
SYNCHRONY FINL COM 87165B103 117 3,781 SH   DFND 2,1 3,781 0 0
SYNCHRONY FINL COM 87165B103 5,074 163,400 SH   DFND 6,2,1 5,700 0 157,700
SYSCO CORP COM 871829107 787 14,579 SH   DFND 2,1 14,579 0 0
SYSCO CORP COM 871829107 22,740 421,500 SH   DFND 6,2,1 29,400 0 392,100
TD AMERITRADE HLDG CORP COM 87236Y108 26,814 549,477 SH   DFND 2,1 389,973 0 159,504
TD AMERITRADE HLDG CORP COM 87236Y108 2,201 45,100 SH   DFND 6,2,1 6,400 0 38,700
TJX COS INC NEW COM 872540109 41,225 559,140 SH   DFND 2,1 532,023 0 27,117
TJX COS INC NEW COM 872540109 39,224 532,000 SH   DFND 6,2,1 111,500 0 420,500
T MOBILE US INC COM 872590104 90 1,461 SH   DFND 2,1 1,461 0 0
T MOBILE US INC COM 872590104 321 5,200 SH   DFND 6,2,1 0 0 5,200
TTM TECHNOLOGIES INC COM 87305R109 6,123 398,400 SH   DFND 6,2,1 189,200 0 209,200
TABLEAU SOFTWARE INC CL A 87336U105 3,745 50,000 SH   DFND 2,1 50,000 0 0
TAHOE RES INC COM 873868103 3,464 657,400 SH   DFND 6,2,1 288,200 0 369,200
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 24,133 642,685 SH   DFND 2,1 340,471 0 302,214
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 30 800 SH   DFND 6,2,1 800 0 0
TAL ED GROUP SPONSORED ADS 874080104 22,118 656,117 SH   DFND 2,1 566,783 0 89,334
TANGER FACTORY OUTLET CTRS I COM 875465106 1,778 72,789 SH   DFND 2,1 72,789 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 29 1,200 SH   DFND 6,2,1 0 0 1,200
TARGET CORP COM 87612E106 339 5,740 SH   DFND 2,1 3,530 0 2,210
TARGET CORP COM 87612E106 9,548 161,800 SH   DFND 6,2,1 17,400 0 144,400
TARGA RES CORP COM 87612G101 275 5,807 SH   DFND 2,1 5,807 0 0
TARGA RES CORP COM 87612G101 539 11,400 SH   DFND 6,2,1 11,400 0 0
TASEKO MINES LTD COM 876511106 404 218,400 SH   DFND 6,2,1 218,400 0 0
TATA MTRS LTD SPONSORED ADR 876568502 4,099 131,083 SH   DFND 2,1 53,195 0 77,888
TECK RESOURCES LTD CL B 878742204 1,458 69,146 SH   DFND 2,1 61,300 0 7,846
TECK RESOURCES LTD CL B 878742204 2,495 118,280 SH   DFND 6,2,1 104,280 0 14,000
TEGNA INC COM 87901J105 773 57,952 SH   DFND 2,1 55,952 0 2,000
TEGNA INC COM 87901J105 10,296 772,400 SH   DFND 6,2,1 315,600 0 456,800
TELEFLEX INC COM 879369106 239 986 SH   DFND 2,1 986 0 0
TELEFLEX INC COM 879369106 48 200 SH   DFND 6,2,1 200 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 746 47,106 SH   DFND 2,1 0 0 47,106
TELENAV INC COM 879455103 1,391 219,080 SH   DFND 6,2,1 114,004 0 105,076
TERADATA CORP DEL COM 88076W103 422 12,485 SH   DFND 2,1 8,085 0 4,400
TERADATA CORP DEL COM 88076W103 11,536 341,400 SH   DFND 6,2,1 148,800 0 192,600
TERADYNE INC COM 880770102 53,769 1,441,911 SH   DFND 2,1 1,440,782 0 1,129
TESARO INC COM 881569107 15,266 118,249 SH   DFND 2,1 118,249 0 0
TESARO INC COM 881569107 413 3,200 SH   DFND 6,2,1 3,200 0 0
TESLA INC COM 88160R101 285 836 SH   DFND 2,1 836 0 0
TESLA INC COM 88160R101 580 1,700 SH   DFND 6,2,1 800 0 900
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 35,870 39,800,000 PRN   DFND 2,1 18,000,000 0 21,800,000
TETRAPHASE PHARMACEUTICALS I COM 88165N105 1,381 201,937 SH   DFND 6,2,1 90,037 0 111,900
TEXAS INSTRS INC COM 882508104 60,757 677,787 SH   DFND 2,1 644,365 0 33,422
TEXAS INSTRS INC COM 882508104 54,654 609,700 SH   DFND 6,2,1 149,700 0 460,000
THERMO FISHER SCIENTIFIC INC COM 883556102 114,605 605,734 SH   DFND 2,1 567,479 0 38,255
THERMO FISHER SCIENTIFIC INC COM 883556102 31,502 166,500 SH   DFND 6,2,1 56,200 0 110,300
THOMSON REUTERS CORP COM 884903105 2,955 64,417 SH   DFND 2,1 9,400 0 55,017
THOMSON REUTERS CORP COM 884903105 13,950 304,055 SH   DFND 6,2,1 17,300 0 286,755
3M CO COM 88579Y101 45,104 214,881 SH   DFND 2,1 90,086 0 124,795
3M CO COM 88579Y101 66,853 318,500 SH   DFND 6,2,1 81,400 0 237,100
TIER REIT INC COM NEW 88650V208 1,521 78,800 SH   DFND 6,2,1 65,500 0 13,300
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 377 20,609 SH   DFND 2,1 0 0 20,609
TIMBERLAND BANCORP INC COM 887098101 519 16,555 SH   DFND 6,2,1 6,500 0 10,055
TIME INC NEW COM 887228104 196 14,500 SH   DFND 6,2,1 0 0 14,500
TIME WARNER INC COM NEW 887317303 3,195 31,182 SH   DFND 2,1 12,594 0 18,588
TIME WARNER INC COM NEW 887317303 15,439 150,700 SH   DFND 6,2,1 89,700 0 61,000
TIMKEN CO COM 887389104 2,792 57,500 SH   DFND 6,2,1 37,700 0 19,800
TIVO CORP COM 88870P106 111 5,600 SH   DFND 2,1 0 0 5,600
TIVO CORP COM 88870P106 8,571 431,800 SH   DFND 6,2,1 203,500 0 228,300
TORO CO COM 891092108 739 11,900 SH   DFND 2,1 11,900 0 0
TORO CO COM 891092108 720 11,600 SH   DFND 6,2,1 1,100 0 10,500
TORONTO DOMINION BK ONT COM NEW 891160509 33,381 593,233 SH   DFND 2,1 396,640 0 196,593
TORONTO DOMINION BK ONT COM NEW 891160509 62,809 1,116,200 SH   DFND 6,2,1 72,500 0 1,043,700
TRACTOR SUPPLY CO COM 892356106 42 665 SH   DFND 2,1 665 0 0
TRACTOR SUPPLY CO COM 892356106 772 12,200 SH   DFND 6,2,1 0 0 12,200
TRANSCANADA CORP COM 89353D107 1,520 30,752 SH   DFND 2,1 30,752 0 0
TRANSCANADA CORP COM 89353D107 33,217 672,000 SH   DFND 6,2,1 7,400 0 664,600
TRAVELERS COMPANIES INC COM 89417E109 3,231 26,369 SH   DFND 2,1 22,767 0 3,602
TRAVELERS COMPANIES INC COM 89417E109 38,224 311,980 SH   DFND 6,2,1 298,180 0 13,800
TRAVELZOO COM NEW 89421Q205 569 66,200 SH   DFND 6,2,1 23,500 0 42,700
TREDEGAR CORP COM 894650100 526 29,245 SH   DFND 6,2,1 20,500 0 8,745
TRICO BANCSHARES COM 896095106 538 13,200 SH   DFND 6,2,1 7,500 0 5,700
TRIMBLE INC COM 896239100 51,910 1,322,542 SH   DFND 2,1 1,321,543 0 999
TRINET GROUP INC COM 896288107 249 7,400 SH   DFND 6,2,1 1,600 0 5,800
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 17,428 13,000,000 PRN   DFND 2,1 12,000,000 0 1,000,000
TRIUMPH GROUP INC NEW COM 896818101 214 7,200 SH   DFND 6,2,1 0 0 7,200
TRUECAR INC COM 89785L107 193 12,200 SH   DFND 6,2,1 12,200 0 0
TRUEBLUE INC COM 89785X101 801 35,700 SH   DFND 6,2,1 24,200 0 11,500
TUPPERWARE BRANDS CORP COM 899896104 532 8,600 SH   DFND 2,1 8,600 0 0
TUPPERWARE BRANDS CORP COM 899896104 4,402 71,200 SH   DFND 6,2,1 38,100 0 33,100
TWENTY FIRST CENTY FOX INC CL A 90130A101 341 12,912 SH   DFND 2,1 6,864 0 6,048
TWENTY FIRST CENTY FOX INC CL A 90130A101 9,542 361,700 SH   DFND 6,2,1 192,200 0 169,500
TWILIO INC CL A 90138F102 1,821 61,000 SH   DFND 2,1 61,000 0 0
II VI INC COM 902104108 4,469 108,600 SH   DFND 6,2,1 70,500 0 38,100
TYSON FOODS INC CL A 902494103 231 3,282 SH   DFND 2,1 3,282 0 0
TYSON FOODS INC CL A 902494103 3,466 49,200 SH   DFND 6,2,1 500 0 48,700
UDR INC COM 902653104 271 7,138 SH   DFND 2,1 7,138 0 0
UGI CORP NEW COM 902681105 112 2,400 SH   DFND 2,1 2,400 0 0
UGI CORP NEW COM 902681105 3,411 72,800 SH   DFND 6,2,1 600 0 72,200
US BANCORP DEL COM NEW 902973304 20,907 390,126 SH   DFND 2,1 372,329 0 17,797
US BANCORP DEL COM NEW 902973304 68,102 1,270,800 SH   DFND 6,2,1 264,700 0 1,006,100
U S SILICA HLDGS INC COM 90346E103 621 20,000 SH   DFND 2,1 20,000 0 0
U S SILICA HLDGS INC COM 90346E103 3,212 103,394 SH   DFND 6,2,1 67,100 0 36,294
ULTA BEAUTY INC COM 90384S303 589 2,606 SH   DFND 2,1 2,606 0 0
ULTA BEAUTY INC COM 90384S303 6,171 27,300 SH   DFND 6,2,1 2,300 0 25,000
ULTIMATE SOFTWARE GROUP INC COM 90385D107 55,394 292,160 SH   DFND 2,1 292,160 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,201 137,200 SH   DFND 6,2,1 77,300 0 59,900
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 14,136 265,408 SH   DFND 2,1 265,408 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,121 89,054 SH   DFND 2,1 80,407 0 8,647
UMPQUA HLDGS CORP COM 904214103 9,833 504,000 SH   DFND 6,2,1 227,500 0 276,500
UNION PAC CORP COM 907818108 79,736 687,559 SH   DFND 2,1 621,425 0 66,134
UNION PAC CORP COM 907818108 71,774 618,900 SH   DFND 6,2,1 209,400 0 409,500
UNITED CONTL HLDGS INC COM 910047109 17 277 SH   DFND 2,1 277 0 0
UNITED CONTL HLDGS INC COM 910047109 822 13,500 SH   DFND 6,2,1 1,600 0 11,900
UNITED FINL BANCORP INC NEW COM 910304104 302 16,500 SH   DFND 6,2,1 16,500 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 295 118,005 SH   DFND 2,1 0 0 118,005
UNITED PARCEL SERVICE INC CL B 911312106 2,926 24,361 SH   DFND 2,1 22,730 0 1,631
UNITED PARCEL SERVICE INC CL B 911312106 53,644 446,700 SH   DFND 6,2,1 110,000 0 336,700
UNITED RENTALS INC COM 911363109 25,405 183,110 SH   DFND 2,1 170,619 0 12,491
UNITED RENTALS INC COM 911363109 23,503 169,406 SH   DFND 6,2,1 120,700 0 48,706
UNITED TECHNOLOGIES CORP COM 913017109 12,159 104,744 SH   DFND 2,1 71,703 0 33,041
UNITED TECHNOLOGIES CORP COM 913017109 48,602 418,690 SH   DFND 6,2,1 102,800 0 315,890
UNITED THERAPEUTICS CORP DEL COM 91307C102 27 229 SH   DFND 2,1 229 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 7,781 66,400 SH   DFND 6,2,1 30,600 0 35,800
UNITEDHEALTH GROUP INC COM 91324P102 96,241 491,402 SH   DFND 2,1 428,666 0 62,736
UNITEDHEALTH GROUP INC COM 91324P102 95,399 487,100 SH   DFND 6,2,1 124,500 0 362,600
UNIVERSAL CORP VA COM 913456109 4,537 79,187 SH   DFND 6,2,1 35,187 0 44,000
UNIVERSAL DISPLAY CORP COM 91347P105 593 4,600 SH   DFND 6,2,1 2,500 0 2,100
UNIVERSAL INS HLDGS INC COM 91359V107 1,373 59,700 SH   DFND 6,2,1 48,500 0 11,200
UNIVERSAL HLTH SVCS INC CL B 913903100 8,100 73,016 SH   DFND 2,1 73,016 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 666 6,000 SH   DFND 6,2,1 0 0 6,000
UNUM GROUP COM 91529Y106 61 1,200 SH   DFND 2,1 1,200 0 0
UNUM GROUP COM 91529Y106 12,736 249,100 SH   DFND 6,2,1 241,200 0 7,900
URBAN EDGE PPTYS COM 91704F104 14,940 619,408 SH   DFND 2,1 619,408 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 304 14,000 SH   DFND 6,2,1 13,770 0 230
V F CORP COM 918204108 500 7,864 SH   DFND 2,1 7,864 0 0
V F CORP COM 918204108 15,003 236,000 SH   DFND 6,2,1 14,600 0 221,400
VALEANT PHARMACEUTICALS INTL COM 91911K102 378 26,353 SH   DFND 2,1 0 0 26,353
VALE S A ADR REPSTG PFD 91912E204 1,499 160,346 SH   DFND 2,1 5,040 0 155,306
VALERO ENERGY CORP NEW COM 91913Y100 14,647 190,398 SH   DFND 2,1 141,880 0 48,518
VALERO ENERGY CORP NEW COM 91913Y100 60,265 783,380 SH   DFND 6,2,1 612,080 0 171,300
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,287 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 701 14,176 SH   DFND 2,1 0 0 14,176
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 683 13,820 SH   DFND 5,4,2,1 13,820 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 4,156 76,140 SH   DFND 5,4,2,1 76,140 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 788 13,270 SH   DFND 5,4,2,1 13,270 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,422 147,400 SH   DFND 5,4,2,1 147,400 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 95 1,395 SH   DFND 2,1 0 0 1,395
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 5,681 83,300 SH   DFND 5,4,2,1 83,300 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 230 3,950 SH   DFND 2,1 0 0 3,950
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 39,244 672,800 SH   DFND 5,4,2,1 672,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 812 8,680 SH   DFND 5,4,2,1 8,680 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 65,812 433,000 SH   DFND 5,4,2,1 433,000 0 0
VECTRUS INC COM 92242T101 645 20,900 SH   DFND 6,2,1 17,400 0 3,500
VEEVA SYS INC CL A COM 922475108 5,211 92,379 SH   DFND 2,1 92,379 0 0
VENTAS INC COM 92276F100 3,722 57,141 SH   DFND 2,1 57,141 0 0
VENTAS INC COM 92276F100 287 4,400 SH   DFND 6,2,1 4,400 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 4,097 17,755 SH   DFND 2,1 0 0 17,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 57,912 548,200 SH   DFND 5,4,2,1 548,200 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 804 6,600 SH   DFND 5,4,2,1 6,600 0 0
VANGUARD INDEX FDS REIT ETF 922908553 759 9,130 SH   DFND 5,4,2,1 9,130 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 36,014 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 94,878 714,712 SH   DFND 5,4,2,1 714,712 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 41,455 415,301 SH   DFND 5,4,2,1 415,301 0 0
VERA BRADLEY INC COM 92335C106 1,147 130,159 SH   DFND 6,2,1 37,600 0 92,559
VERASTEM INC COM 92337C104 279 59,307 SH   DFND 6,2,1 59,307 0 0
VEREIT INC COM 92339V100 552 66,540 SH   DFND 2,1 66,540 0 0
VEREIT INC COM 92339V100 176 21,200 SH   DFND 6,2,1 21,200 0 0
VERIFONE SYS INC COM 92342Y109 726 35,800 SH   DFND 6,2,1 20,000 0 15,800
VERISIGN INC COM 92343E102 452 4,253 SH   DFND 2,1 4,253 0 0
VERISIGN INC COM 92343E102 15,533 146,000 SH   DFND 6,2,1 125,400 0 20,600
VERIZON COMMUNICATIONS INC COM 92343V104 10,272 207,558 SH   DFND 2,1 44,555 0 163,003
VERIZON COMMUNICATIONS INC COM 92343V104 62,936 1,271,700 SH   DFND 6,2,1 581,900 0 689,800
VERINT SYS INC COM 92343X100 1,089 26,014 SH   DFND 2,1 26,014 0 0
VERINT SYS INC COM 92343X100 7,303 174,500 SH   DFND 6,2,1 90,000 0 84,500
VERISK ANALYTICS INC COM 92345Y106 299 3,600 SH   DFND 2,1 3,600 0 0
VERISK ANALYTICS INC COM 92345Y106 2,837 34,100 SH   DFND 6,2,1 5,300 0 28,800
VERMILION ENERGY INC COM 923725105 541 15,200 SH   DFND 2,1 15,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 36,885 242,598 SH   DFND 2,1 242,598 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,804 31,600 SH   DFND 6,2,1 28,600 0 3,000
VIACOM INC NEW CL B 92553P201 5,128 184,200 SH   DFND 2,1 176,600 0 7,600
VIACOM INC NEW CL B 92553P201 33,565 1,205,650 SH   DFND 6,2,1 905,550 0 300,100
VILLAGE SUPER MKT INC CL A NEW 927107409 230 9,300 SH   DFND 6,2,1 7,300 0 2,000
VISA INC COM CL A 92826C839 112,968 1,073,433 SH   DFND 2,1 1,008,172 0 65,261
VISA INC COM CL A 92826C839 79,488 755,300 SH   DFND 6,2,1 259,700 0 495,600
VISHAY INTERTECHNOLOGY INC COM 928298108 8,480 451,090 SH   DFND 6,2,1 208,300 0 242,790
VISHAY PRECISION GROUP INC COM 92835K103 1,099 45,022 SH   DFND 6,2,1 27,252 0 17,770
VMWARE INC CL A COM 928563402 483 4,423 SH   DFND 2,1 423 0 4,000
VMWARE INC CL A COM 928563402 6,934 63,500 SH   DFND 6,2,1 700 0 62,800
VORNADO RLTY TR SH BEN INT 929042109 421 5,480 SH   DFND 2,1 5,480 0 0
VORNADO RLTY TR SH BEN INT 929042109 169 2,200 SH   DFND 6,2,1 2,200 0 0
VULCAN MATLS CO COM 929160109 222 1,857 SH   DFND 2,1 1,857 0 0
VULCAN MATLS CO COM 929160109 5,358 44,800 SH   DFND 6,2,1 200 0 44,600
WSFS FINL CORP COM 929328102 215 4,400 SH   DFND 6,2,1 0 0 4,400
WEC ENERGY GROUP INC COM 92939U106 197 3,134 SH   DFND 2,1 3,134 0 0
WEC ENERGY GROUP INC COM 92939U106 3,371 53,700 SH   DFND 6,2,1 4,200 0 49,500
WABASH NATL CORP COM 929566107 5,481 240,200 SH   DFND 6,2,1 115,900 0 124,300
WABTEC CORP COM 929740108 3,529 46,585 SH   DFND 2,1 46,585 0 0
WABTEC CORP COM 929740108 197 2,600 SH   DFND 6,2,1 0 0 2,600
WADDELL & REED FINL INC CL A 930059100 5,407 269,400 SH   DFND 6,2,1 151,900 0 117,500
WAL-MART STORES INC COM 931142103 3,359 42,992 SH   DFND 2,1 11,327 0 31,665
WAL-MART STORES INC COM 931142103 39,562 506,300 SH   DFND 6,2,1 163,800 0 342,500
WALGREENS BOOTS ALLIANCE INC COM 931427108 4,499 58,262 SH   DFND 2,1 51,077 0 7,185
WALGREENS BOOTS ALLIANCE INC COM 931427108 20,232 262,000 SH   DFND 6,2,1 113,300 0 148,700
WALKER & DUNLOP INC COM 93148P102 921 17,600 SH   DFND 6,2,1 15,500 0 2,100
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 13,565 414,068 SH   DFND 2,1 414,068 0 0
WASTE CONNECTIONS INC COM 94106B101 326 4,665 SH   DFND 2,1 4,665 0 0
WASTE CONNECTIONS INC COM 94106B101 9,606 137,300 SH   DFND 6,2,1 9,900 0 127,400
WASTE MGMT INC DEL COM 94106L109 988 12,627 SH   DFND 2,1 12,627 0 0
WASTE MGMT INC DEL COM 94106L109 34,650 442,700 SH   DFND 6,2,1 4,000 0 438,700
WATERS CORP COM 941848103 71 395 SH   DFND 2,1 395 0 0
WATERS CORP COM 941848103 5,098 28,400 SH   DFND 6,2,1 1,500 0 26,900
WAYFAIR INC CL A 94419L101 843 12,500 SH   DFND 6,2,1 6,700 0 5,800
WEB COM GROUP INC COM 94733A104 4,123 164,900 SH   DFND 6,2,1 91,300 0 73,600
WEINGARTEN RLTY INVS SH BEN INT 948741103 2,752 86,716 SH   DFND 2,1 86,716 0 0
WELBILT INC COM 949090104 2,298 99,695 SH   DFND 2,1 99,695 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 704 4,100 SH   DFND 6,2,1 4,100 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 35,033 13,500,000 PRN   DFND 2,1 0 0 13,500,000
WELLS FARGO CO NEW COM 949746101 45,430 823,761 SH   DFND 2,1 653,643 0 170,118
WELLS FARGO CO NEW COM 949746101 51,234 929,000 SH   DFND 6,2,1 860,100 0 68,900
WELLTOWER INC COM 95040Q104 27,581 392,439 SH   DFND 2,1 392,439 0 0
WELLTOWER INC COM 95040Q104 274 3,900 SH   DFND 6,2,1 3,900 0 0
WESBANCO INC COM 950810101 558 13,600 SH   DFND 6,2,1 13,600 0 0
WESTERN DIGITAL CORP COM 958102105 120 1,390 SH   DFND 2,1 1,390 0 0
WESTERN DIGITAL CORP COM 958102105 3,966 45,900 SH   DFND 6,2,1 2,100 0 43,800
WESTERN UN CO COM 959802109 3,636 189,400 SH   DFND 2,1 179,000 0 10,400
WESTERN UN CO COM 959802109 33,101 1,724,000 SH   DFND 6,2,1 1,110,700 0 613,300
WEYERHAEUSER CO COM 962166104 432 12,703 SH   DFND 2,1 3,590 0 9,113
WEYERHAEUSER CO COM 962166104 1,157 34,000 SH   DFND 6,2,1 5,100 0 28,900
WHEATON PRECIOUS METALS CORP COM 962879102 1,787 93,617 SH   DFND 2,1 93,617 0 0
WHIRLPOOL CORP COM 963320106 72 391 SH   DFND 2,1 391 0 0
WHIRLPOOL CORP COM 963320106 1,088 5,900 SH   DFND 6,2,1 0 0 5,900
WHITEHORSE FIN INC COM 96524V106 187 12,700 SH   DFND 6,2,1 7,500 0 5,200
WHITESTONE REIT COM 966084204 1,437 110,100 SH   DFND 6,2,1 79,300 0 30,800
WHITING PETE CORP NEW COM 966387102 286 52,300 SH   DFND 6,2,1 0 0 52,300
WILLIAMS COS INC DEL COM 969457100 766 25,539 SH   DFND 2,1 3,956 0 21,583
WILLIAMS COS INC DEL COM 969457100 1,501 50,000 SH   DFND 6,2,1 4,900 0 45,100
WILLIAMS SONOMA INC COM 969904101 1,670 33,500 SH   DFND 6,2,1 22,800 0 10,700
WISDOMTREE TR FUTRE STRAT FD 97717W125 1,503 38,760 SH   DFND 5,4,2,1 38,760 0 0
WOLVERINE WORLD WIDE INC COM 978097103 7,155 248,000 SH   DFND 6,2,1 140,300 0 107,700
WORKDAY INC CL A 98138H101 2,190 20,776 SH   DFND 2,1 20,776 0 0
WORLD FUEL SVCS CORP COM 981475106 5,514 162,600 SH   DFND 6,2,1 96,200 0 66,400
WYNDHAM WORLDWIDE CORP COM 98310W108 3,896 36,963 SH   DFND 2,1 36,963 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 39,508 374,800 SH   DFND 6,2,1 278,300 0 96,500
XO GROUP INC COM 983772104 874 44,442 SH   DFND 6,2,1 11,153 0 33,289
XPO LOGISTICS INC COM 983793100 13,610 200,800 SH   DFND 2,1 200,800 0 0
XCEL ENERGY INC COM 98389B100 877 18,527 SH   DFND 2,1 14,327 0 4,200
XCEL ENERGY INC COM 98389B100 18,545 391,900 SH   DFND 6,2,1 5,300 0 386,600
XILINX INC COM 983919101 2,988 42,184 SH   DFND 2,1 42,184 0 0
XILINX INC COM 983919101 5,567 78,600 SH   DFND 6,2,1 400 0 78,200
XENIA HOTELS & RESORTS INC COM 984017103 138 6,562 SH   DFND 2,1 1,562 0 5,000
XENIA HOTELS & RESORTS INC COM 984017103 5,566 264,400 SH   DFND 6,2,1 142,900 0 121,500
XEROX CORP COM NEW 984121608 4,295 129,031 SH   DFND 2,1 123,331 0 5,700
XEROX CORP COM NEW 984121608 43,975 1,320,975 SH   DFND 6,2,1 940,100 0 380,875
YAHOO INC NOTE 12/0 984332AF3 19,463 15,000,000 PRN   DFND 2,1 14,000,000 0 1,000,000
YEXT INC COM 98585N106 1,594 120,000 SH   DFND 2,1 120,000 0 0
YUM BRANDS INC COM 988498101 577 7,844 SH   DFND 2,1 6,863 0 981
YUM BRANDS INC COM 988498101 12,403 168,500 SH   DFND 6,2,1 13,300 0 155,200
ZENDESK INC COM 98936J101 2,824 97,000 SH   DFND 2,1 97,000 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 7,239 180,036 SH   DFND 2,1 180,036 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 45,272 386,645 SH   DFND 2,1 386,439 0 206
ZIMMER BIOMET HLDGS INC COM 98956P102 3,068 26,200 SH   DFND 6,2,1 1,300 0 24,900
ZIONS BANCORPORATION COM 989701107 44 941 SH   DFND 2,1 941 0 0
ZIONS BANCORPORATION COM 989701107 3,638 77,110 SH   DFND 6,2,1 9,700 0 67,410
ZOETIS INC CL A 98978V103 4,249 66,641 SH   DFND 2,1 66,641 0 0
ZOETIS INC CL A 98978V103 11,834 185,600 SH   DFND 6,2,1 10,800 0 174,800
ZYNGA INC CL A 98986T108 8,025 2,122,900 SH   DFND 6,2,1 1,122,500 0 1,000,400
DEUTSCHE BANK AG NAMEN AKT D18190898 4,809 278,280 SH   DFND 2,1 226,656 0 51,624
DEUTSCHE BANK AG NAMEN AKT D18190898 5,151 298,100 SH   DFND 6,2,1 290,100 0 8,000
ALKERMES PLC SHS G01767105 8,487 166,926 SH   DFND 2,1 166,926 0 0
ALLERGAN PLC SHS G0177J108 91,829 448,057 SH   DFND 2,1 444,702 0 3,355
ALLERGAN PLC SHS G0177J108 8,239 40,200 SH   DFND 6,2,1 37,800 0 2,400
AMDOCS LTD SHS G02602103 3,081 47,900 SH   DFND 2,1 47,900 0 0
AMDOCS LTD SHS G02602103 13,198 205,200 SH   DFND 6,2,1 162,100 0 43,100
AMBARELLA INC SHS G037AX101 40,878 834,078 SH   DFND 2,1 833,510 0 568
AON PLC SHS CL A G0408V102 2,774 18,985 SH   DFND 2,1 18,985 0 0
AON PLC SHS CL A G0408V102 6,409 43,870 SH   DFND 6,2,1 39,800 0 4,070
ARCH CAP GROUP LTD ORD G0450A105 293 2,976 SH   DFND 2,1 2,976 0 0
ARCH CAP GROUP LTD ORD G0450A105 39 400 SH   DFND 6,2,1 400 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 6,965 172,400 SH   DFND 6,2,1 90,900 0 81,500
ASSURED GUARANTY LTD COM G0585R106 2,124 56,265 SH   DFND 2,1 56,265 0 0
ASSURED GUARANTY LTD COM G0585R106 15,780 418,000 SH   DFND 6,2,1 280,600 0 137,400
ATLASSIAN CORP PLC CL A G06242104 4,394 125,000 SH   DFND 2,1 125,000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,674 101,239 SH   DFND 2,1 100,725 0 514
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 53,461 395,800 SH   DFND 6,2,1 92,800 0 303,000
BUNGE LIMITED COM G16962105 49 700 SH   DFND 2,1 700 0 0
BUNGE LIMITED COM G16962105 1,396 20,100 SH   DFND 6,2,1 0 0 20,100
CHINA BIOLOGIC PRODS HLDGS I COM G21515104 11,831 128,220 SH   DFND 2,1 92,390 0 35,830
CREDICORP LTD COM G2519Y108 20,239 98,717 SH   DFND 2,1 79,167 0 19,550
COCA COLA EUROPEAN PARTNERS SHS G25839104 8,054 193,518 SH   DFND 2,1 185,580 0 7,938
COCA COLA EUROPEAN PARTNERS SHS G25839104 26,098 627,060 SH   DFND 6,2,1 497,160 0 129,900
DELPHI AUTOMOTIVE PLC SHS G27823106 53,059 539,219 SH   DFND 2,1 538,812 0 407
DELPHI AUTOMOTIVE PLC SHS G27823106 13,717 139,400 SH   DFND 6,2,1 2,300 0 137,100
EATON CORP PLC SHS G29183103 763 9,937 SH   DFND 2,1 6,260 0 3,677
EATON CORP PLC SHS G29183103 12,920 168,250 SH   DFND 6,2,1 60,900 0 107,350
ENSCO PLC SHS CLASS A G3157S106 267 44,800 SH   DFND 6,2,1 0 0 44,800
ESSENT GROUP LTD COM G3198U102 348 8,600 SH   DFND 6,2,1 8,600 0 0
EVEREST RE GROUP LTD COM G3223R108 2,938 12,864 SH   DFND 2,1 12,864 0 0
EVEREST RE GROUP LTD COM G3223R108 24,461 107,100 SH   DFND 6,2,1 101,900 0 5,200
FABRINET SHS G3323L100 2,224 60,000 SH   DFND 2,1 60,000 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 956 44,151 SH   DFND 6,2,1 35,100 0 9,051
ICON PLC SHS G4705A100 2,240 19,672 SH   DFND 2,1 19,672 0 0
INGERSOLL-RAND PLC SHS G47791101 101 1,130 SH   DFND 2,1 1,130 0 0
INGERSOLL-RAND PLC SHS G47791101 259 2,900 SH   DFND 6,2,1 2,100 0 800
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 17,091 116,862 SH   DFND 2,1 116,862 0 0
JOHNSON CTLS INTL PLC SHS G51502105 4,118 102,205 SH   DFND 2,1 5,327 0 96,878
JOHNSON CTLS INTL PLC SHS G51502105 5,234 129,900 SH   DFND 6,2,1 119,200 0 10,700
LIBERTY GLOBAL PLC SHS CL A G5480U104 43 1,261 SH   DFND 2,1 1,261 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 279 8,215 SH   DFND 6,2,1 4,300 0 3,915
LIBERTY GLOBAL PLC SHS CL C G5480U120 817 24,991 SH   DFND 2,1 2,899 0 22,092
LIBERTY GLOBAL PLC SHS CL C G5480U120 85 2,600 SH   DFND 6,2,1 0 0 2,600
LUXOFT HLDG INC ORD SHS CL A G57279104 10,972 229,544 SH   DFND 2,1 229,544 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 8,573 478,934 SH   DFND 2,1 478,934 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 23,367 1,305,406 SH   DFND 6,2,1 554,496 0 750,910
MEDTRONIC PLC SHS G5960L103 31,394 403,675 SH   DFND 2,1 395,850 0 7,825
MEDTRONIC PLC SHS G5960L103 23,222 298,600 SH   DFND 6,2,1 166,400 0 132,200
NORDIC AMERICAN TANKERS LIMI COM G65773106 134 25,000 SH   DFND 6,2,1 25,000 0 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 14,820 882,157 SH   DFND 2,1 882,157 0 0
PROTHENA CORP PLC SHS G72800108 9,357 144,465 SH   DFND 2,1 144,465 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 226 17,600 SH   DFND 6,2,1 0 0 17,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 46 1,400 SH   DFND 2,1 1,400 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 299 9,000 SH   DFND 6,2,1 2,500 0 6,500
PENTAIR PLC SHS G7S00T104 3,939 57,965 SH   DFND 2,1 57,965 0 0
PENTAIR PLC SHS G7S00T104 28,441 418,500 SH   DFND 6,2,1 372,600 0 45,900
STERIS PLC SHS USD G84720104 952 10,770 SH   DFND 2,1 10,770 0 0
TECHNIPFMC PLC COM G87110105 172,551 6,180,199 SH   DFND 2,1 2,034,359 0 4,145,840
TECHNIPFMC PLC COM G87110105 131 4,700 SH   DFND 6,2,1 0 0 4,700
THIRD PT REINS LTD COM G8827U100 3,775 242,000 SH   DFND 6,2,1 156,500 0 85,500
TRAVELPORT WORLDWIDE LTD SHS G9019D104 93 5,900 SH   DFND 2,1 0 0 5,900
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,170 520,400 SH   DFND 6,2,1 212,000 0 308,400
VALIDUS HOLDINGS LTD COM SHS G9319H102 2,938 59,700 SH   DFND 6,2,1 12,600 0 47,100
WILLIS TOWERS WATSON PUB LTD SHS G96629103 94 611 SH   DFND 2,1 611 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 123 800 SH   DFND 6,2,1 0 0 800
XL GROUP LTD COM G98294104 52 1,317 SH   DFND 2,1 1,317 0 0
XL GROUP LTD COM G98294104 5,811 147,300 SH   DFND 6,2,1 137,700 0 9,600
CHUBB LIMITED COM H1467J104 414 2,906 SH   DFND 2,1 2,284 0 622
CHUBB LIMITED COM H1467J104 9,080 63,700 SH   DFND 6,2,1 58,200 0 5,500
UBS GROUP AG SHS H42097107 104,278 6,080,371 SH   DFND 2,1 5,709,494 0 370,877
UBS GROUP AG SHS H42097107 16,677 972,438 SH   DFND 6,2,1 802,938 0 169,500
LOGITECH INTL S A SHS H50430232 2,323 63,700 SH   DFND 2,1 63,700 0 0
LOGITECH INTL S A SHS H50430232 197 5,400 SH   DFND 6,2,1 1,800 0 3,600
TE CONNECTIVITY LTD REG SHS H84989104 144 1,732 SH   DFND 2,1 1,732 0 0
TE CONNECTIVITY LTD REG SHS H84989104 199 2,400 SH   DFND 6,2,1 2,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,072 99,600 SH   DFND 6,2,1 42,200 0 57,400
GLOBANT S A COM L44385109 5,169 129,000 SH   DFND 2,1 129,000 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 15,534 136,240 SH   DFND 2,1 136,240 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 7,115 62,400 SH   DFND 6,2,1 4,600 0 57,800
FOAMIX PHARMACEUTICALS LTD SHS M46135105 5,232 942,735 SH   DFND 2,1 942,735 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 13,207 280,100 SH   DFND 2,1 280,100 0 0
MAGICJACK VOCALTEC LTD SHS M6787E101 333 46,600 SH   DFND 6,2,1 2,700 0 43,900
ORBOTECH LTD ORD M75253100 3,698 87,620 SH   DFND 2,1 87,620 0 0
RADWARE LTD ORD M81873107 5,412 321,000 SH   DFND 2,1 321,000 0 0
STRATASYS LTD SHS M85548101 24,464 1,058,110 SH   DFND 2,1 1,057,318 0 792
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 4,342 141,200 SH   DFND 6,2,1 37,600 0 103,600
AERCAP HOLDINGS NV SHS N00985106 454 8,889 SH   DFND 2,1 8,060 0 829
CIMPRESS N V SHS EURO N20146101 956 9,786 SH   DFND 2,1 9,786 0 0
CNH INDL N V SHS N20944109 189,777 15,801,602 SH   DFND 2,1 14,217,316 0 1,584,286
FERRARI N V COM N3167Y103 13,300 120,388 SH   DFND 2,1 111,304 0 9,084
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 27,105 1,513,374 SH   DFND 2,1 1,083,003 0 430,371
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 11,089 619,142 SH   DFND 6,2,1 480,000 0 139,142
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 28,874 291,510 SH   DFND 2,1 238,614 0 52,896
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 84,688 855,000 SH   DFND 6,2,1 502,400 0 352,600
MYLAN N V SHS EURO N59465109 66 2,100 SH   DFND 2,1 2,100 0 0
MYLAN N V SHS EURO N59465109 1,035 33,000 SH   DFND 6,2,1 0 0 33,000
NXP SEMICONDUCTORS N V COM N6596X109 1,916 16,943 SH   DFND 2,1 15,544 0 1,399
ORTHOFIX INTL N V COM N6748L102 2,989 63,250 SH   DFND 6,2,1 33,500 0 29,750
QIAGEN NV SHS NEW N72482123 12,783 405,798 SH   DFND 2,1 405,169 0 629
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 39,581 823,398 SH   DFND 2,1 822,775 0 623
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2,125 44,200 SH   DFND 6,2,1 23,700 0 20,500
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 7,207 278,575 SH   DFND 2,1 278,575 0 0
YANDEX N V SHS CLASS A N97284108 7,807 236,945 SH   DFND 2,1 236,945 0 0
COPA HOLDINGS SA CL A P31076105 13,642 109,550 SH   DFND 2,1 83,824 0 25,726
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 52,436 442,349 SH   DFND 2,1 442,349 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6,117 51,600 SH   DFND 6,2,1 0 0 51,600
BROADCOM LTD SHS Y09827109 11,225 46,282 SH   DFND 2,1 39,381 0 6,901
BROADCOM LTD SHS Y09827109 16,954 69,900 SH   DFND 6,2,1 47,000 0 22,900
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 78 17,300 SH   DFND 6,2,1 17,300 0 0
FLEX LTD ORD Y2573F102 41 2,468 SH   DFND 2,1 2,468 0 0
FLEX LTD ORD Y2573F102 152 9,200 SH   DFND 6,2,1 0 0 9,200
STAR BULK CARRIERS CORP SHS PAR Y8162K204 119 12,300 SH   DFND 6,2,1 12,300 0 0