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 170 3,896 SH   DFND 7,2,1 3,896 0 0
AFLAC INC COM 001055102 1,313 30,000 SH   DFND 6,2,1 22,200 0 7,800
AFLAC INC COM 001055102 376 8,600 SH   DFND 8,2,1 8,600 0 0
AGCO CORP COM 001084102 19 300 SH   DFND 7,2,1 300 0 0
AGCO CORP COM 001084102 8,657 133,500 SH   DFND 6,2,1 104,600 0 28,900
AES CORP COM 00130H105 41 3,600 SH   DFND 7,2,1 3,600 0 0
AES CORP COM 00130H105 1,798 158,100 SH   DFND 6,2,1 135,900 0 22,200
AMC NETWORKS INC CL A 00164V103 11,312 218,800 SH   DFND 6,2,1 150,100 0 68,700
AMC ENTMT HLDGS INC CL A COM 00165C104 253 18,000 SH   DFND 6,2,1 10,700 0 7,300
AMC ENTMT HLDGS INC CL A COM 00165C104 87 6,200 SH   DFND 8,2,1 0 0 6,200
AMN HEALTHCARE SERVICES INC COM 001744101 3,087 54,400 SH   DFND 6,2,1 33,800 0 20,600
ANGI HOMESERVICES INC COM CL A 00183L102 1,067 78,539 SH   DFND 6,2,1 78,539 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 363 26,707 SH   DFND 8,2,1 20,307 0 6,400
AT&T INC COM 00206R102 255 7,140 SH   DFND 2,1 7,140 0 0
AT&T INC COM 00206R102 11,215 314,600 SH   DFND 7,2,1 179,077 0 135,523
AT&T INC COM 00206R102 53,233 1,493,200 SH   DFND 6,2,1 804,900 0 688,300
AT&T INC COM 00206R102 1,472 41,300 SH   DFND 8,2,1 38,600 0 2,700
AU OPTRONICS CORP SPONSORED ADR 002255107 170 37,194 SH   DFND 7,2,1 0 0 37,194
AVX CORP NEW COM 002444107 232 14,000 SH   DFND 6,2,1 0 0 14,000
AARONS INC COM PAR $0.50 002535300 11,450 245,700 SH   DFND 6,2,1 174,700 0 71,000
ABBOTT LABS COM 002824100 1,446 24,125 SH   DFND 7,2,1 8,505 0 15,620
ABBOTT LABS COM 002824100 14,944 249,400 SH   DFND 6,2,1 205,700 0 43,700
ABBVIE INC COM 00287Y109 14,362 151,742 SH   DFND 7,2,1 74,599 0 77,143
ABBVIE INC COM 00287Y109 101,682 1,074,300 SH   DFND 6,2,1 637,700 0 436,600
ABBVIE INC COM 00287Y109 40,333 426,128 SH   DFND 8,2,1 408,128 0 18,000
ABERCROMBIE & FITCH CO CL A 002896207 1,356 56,000 SH   DFND 6,2,1 29,900 0 26,100
ABIOMED INC COM 003654100 7,886 27,100 SH   DFND 6,2,1 15,600 0 11,500
ABIOMED INC COM 003654100 2,357 8,100 SH   DFND 8,2,1 8,100 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 558 159,418 SH   DFND 6,2,1 78,400 0 81,018
ACADIA RLTY TR COM SH BEN INT 004239109 4,013 163,122 SH   DFND 7,2,1 163,122 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 7,141 312,520 SH   DFND 8,2,1 312,520 0 0
ACCELERON PHARMA INC COM 00434H108 9,130 233,504 SH   DFND 8,2,1 233,504 0 0
ACHAOGEN INC COM 004449104 7,966 615,139 SH   DFND 8,2,1 615,139 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 4,258 1,147,834 SH   DFND 8,2,1 1,147,834 0 0
ACI WORLDWIDE INC COM 004498101 535 22,554 SH   DFND 7,2,1 22,554 0 0
ACI WORLDWIDE INC COM 004498101 531 22,400 SH   DFND 6,2,1 19,500 0 2,900
ACLARIS THERAPEUTICS INC COM 00461U105 5,163 294,698 SH   DFND 8,2,1 294,698 0 0
ACTIVISION BLIZZARD INC COM 00507V109 6,008 89,064 SH   DFND 7,2,1 88,467 0 597
ACTIVISION BLIZZARD INC COM 00507V109 7,987 118,400 SH   DFND 6,2,1 90,100 0 28,300
ACTIVISION BLIZZARD INC COM 00507V109 30,844 457,213 SH   DFND 8,2,1 457,213 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 4,464 186,793 SH   DFND 8,2,1 186,793 0 0
ADOBE SYS INC COM 00724F101 12,485 57,781 SH   DFND 7,2,1 23,008 0 34,773
ADOBE SYS INC COM 00724F101 75,563 349,700 SH   DFND 6,2,1 206,300 0 143,400
ADOBE SYS INC COM 00724F101 56,403 261,029 SH   DFND 8,2,1 256,529 0 4,500
ADTALEM GLOBAL ED INC COM 00737L103 8,445 177,600 SH   DFND 6,2,1 103,800 0 73,800
ADVANCE AUTO PARTS INC COM 00751Y106 577 4,863 SH   DFND 7,2,1 4,863 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 293 40,300 SH   DFND 7,2,1 23,000 0 17,300
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 953 83,467 SH   DFND 6,2,1 50,835 0 32,632
AERIE PHARMACEUTICALS INC COM 00771V108 9,272 170,917 SH   DFND 8,2,1 170,917 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 231 39,800 SH   DFND 6,2,1 28,500 0 11,300
AEROJET ROCKETDYNE HLDGS INC COM 007800105 562 20,100 SH   DFND 6,2,1 15,400 0 4,700
ADVANCED MICRO DEVICES INC COM 007903107 36 3,595 SH   DFND 7,2,1 3,595 0 0
ADVANCED MICRO DEVICES INC COM 007903107 4,515 449,300 SH   DFND 6,2,1 405,900 0 43,400
AETNA INC NEW COM 00817Y108 270 1,597 SH   DFND 7,2,1 1,597 0 0
AETNA INC NEW COM 00817Y108 25,521 151,010 SH   DFND 6,2,1 37,200 0 113,810
AETNA INC NEW COM 00817Y108 7,397 43,769 SH   DFND 8,2,1 38,269 0 5,500
AFFILIATED MANAGERS GROUP COM 008252108 52 273 SH   DFND 7,2,1 273 0 0
AFFILIATED MANAGERS GROUP COM 008252108 853 4,500 SH   DFND 6,2,1 0 0 4,500
AFFILIATED MANAGERS GROUP COM 008252108 9,712 51,230 SH   DFND 8,2,1 51,230 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,013 15,141 SH   DFND 7,2,1 15,141 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,402 57,090 SH   DFND 7,2,1 57,090 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 14,018 171,407 SH   DFND 8,2,1 171,407 0 0
AIR PRODS & CHEMS INC COM 009158106 222 1,399 SH   DFND 7,2,1 1,255 0 144
AIR PRODS & CHEMS INC COM 009158106 30,836 193,900 SH   DFND 6,2,1 82,200 0 111,700
AIR PRODS & CHEMS INC COM 009158106 3,499 22,000 SH   DFND 8,2,1 21,700 0 300
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 13,333 13,000,000 PRN   DFND 7,2,1 11,500,000 0 1,500,000
ALAMO GROUP INC COM 011311107 833 7,576 SH   DFND 6,2,1 7,576 0 0
ALBEMARLE CORP COM 012653101 48 516 SH   DFND 7,2,1 516 0 0
ALBEMARLE CORP COM 012653101 287 3,100 SH   DFND 6,2,1 0 0 3,100
ALCOA CORP COM 013872106 4,384 97,500 SH   DFND 6,2,1 44,900 0 52,600
ALDER BIOPHARMACEUTICALS INC COM 014339105 330 26,000 SH   DFND 6,2,1 19,700 0 6,300
ALDER BIOPHARMACEUTICALS INC COM 014339105 6,755 531,909 SH   DFND 8,2,1 531,909 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,041 24,351 SH   DFND 7,2,1 24,351 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 283 2,541 SH   DFND 7,2,1 1,092 0 1,449
ALEXION PHARMACEUTICALS INC COM 015351109 290 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 106,053 951,488 SH   DFND 8,2,1 951,488 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,450 7,900 SH   DFND 2,1 7,900 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 27,132 147,825 SH   DFND 7,2,1 116,148 0 31,677
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 157,477 858,000 SH   DFND 6,2,1 103,500 0 754,500
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 80,513 438,670 SH   DFND 8,2,1 374,678 0 63,992
ALIGN TECHNOLOGY INC COM 016255101 91 361 SH   DFND 7,2,1 361 0 0
ALIGN TECHNOLOGY INC COM 016255101 40,984 163,200 SH   DFND 6,2,1 127,800 0 35,400
ALIGN TECHNOLOGY INC COM 016255101 13,661 54,400 SH   DFND 8,2,1 54,400 0 0
ALIO GOLD INC COM 01627X108 203 104,200 SH   DFND 6,2,1 52,600 0 51,600
ALLIANCE DATA SYSTEMS CORP COM 018581108 52 242 SH   DFND 7,2,1 242 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 53,423 250,978 SH   DFND 8,2,1 250,978 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 8,426 682,300 SH   DFND 6,2,1 482,200 0 200,100
ALLSTATE CORP COM 020002101 180 1,900 SH   DFND 7,2,1 1,763 0 137
ALLSTATE CORP COM 020002101 5,214 55,000 SH   DFND 6,2,1 51,500 0 3,500
ALLSTATE CORP COM 020002101 313 3,300 SH   DFND 8,2,1 3,300 0 0
ALLY FINL INC COM 02005N100 63 2,306 SH   DFND 7,2,1 2,306 0 0
ALLY FINL INC COM 02005N100 1,059 39,000 SH   DFND 6,2,1 14,400 0 24,600
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 58 484 SH   DFND 7,2,1 484 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 167 1,400 SH   DFND 6,2,1 1,200 0 200
ALPHABET INC CAP STK CL C 02079K107 2,753 2,668 SH   DFND 2,1 2,668 0 0
ALPHABET INC CAP STK CL C 02079K107 12,799 12,405 SH   DFND 7,2,1 3,737 0 8,668
ALPHABET INC CAP STK CL C 02079K107 65 63 SH   DFND 6,2,1 0 0 63
ALPHABET INC CAP STK CL C 02079K107 299,920 290,679 SH   DFND 8,2,1 290,679 0 0
ALPHABET INC CAP STK CL A 02079K305 23,045 22,220 SH   DFND 7,2,1 16,180 0 6,040
ALPHABET INC CAP STK CL A 02079K305 168,846 162,800 SH   DFND 6,2,1 108,520 0 54,280
ALPHABET INC CAP STK CL A 02079K305 21,402 20,636 SH   DFND 8,2,1 19,766 0 870
ALTABA INC COM 021346101 481 6,500 SH   DFND 6,2,1 0 0 6,500
ALTRIA GROUP INC COM 02209S103 1,911 30,668 SH   DFND 7,2,1 17,139 0 13,529
AMAZON COM INC COM 023135106 4,220 2,916 SH   DFND 2,1 2,916 0 0
AMAZON COM INC COM 023135106 42,610 29,440 SH   DFND 7,2,1 23,502 0 5,938
AMAZON COM INC COM 023135106 155,879 107,700 SH   DFND 6,2,1 90,200 0 17,500
AMAZON COM INC COM 023135106 261,705 180,818 SH   DFND 8,2,1 180,418 0 400
AMBEV SA SPONSORED ADR 02319V103 502 69,116 SH   DFND 7,2,1 21,200 0 47,916
AMEREN CORP COM 023608102 164 2,896 SH   DFND 7,2,1 2,896 0 0
AMEREN CORP COM 023608102 40 700 SH   DFND 6,2,1 700 0 0
AMEREN CORP COM 023608102 108 1,900 SH   DFND 8,2,1 1,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 847 16,292 SH   DFND 7,2,1 16,292 0 0
AMERICAN ELEC PWR INC COM 025537101 254 3,703 SH   DFND 7,2,1 3,703 0 0
AMERICAN ELEC PWR INC COM 025537101 268 3,900 SH   DFND 6,2,1 2,300 0 1,600
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 468 23,500 SH   DFND 6,2,1 3,500 0 20,000
AMERICAN EXPRESS CO COM 025816109 5,494 58,900 SH   DFND 7,2,1 58,659 0 241
AMERICAN EXPRESS CO COM 025816109 101,740 1,090,700 SH   DFND 6,2,1 631,900 0 458,800
AMERICAN EXPRESS CO COM 025816109 66,341 711,200 SH   DFND 8,2,1 693,500 0 17,700
AMERICAN HOMES 4 RENT CL A 02665T306 25,836 1,286,646 SH   DFND 7,2,1 1,286,646 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 344 6,329 SH   DFND 7,2,1 4,505 0 1,824
AMERICAN INTL GROUP INC COM NEW 026874784 16,794 308,600 SH   DFND 6,2,1 295,900 0 12,700
AMERICAN INTL GROUP INC COM NEW 026874784 648 11,900 SH   DFND 8,2,1 11,900 0 0
AMERICAN NATL INS CO COM 028591105 1,677 14,342 SH   DFND 6,2,1 11,933 0 2,409
AMERICAN PUBLIC EDUCATION IN COM 02913V103 774 18,000 SH   DFND 6,2,1 18,000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 265 1,820 SH   DFND 2,1 1,820 0 0
AMERICAN TOWER CORP NEW COM 03027X100 24,184 166,396 SH   DFND 7,2,1 106,766 0 59,630
AMERICAN TOWER CORP NEW COM 03027X100 8,212 56,500 SH   DFND 6,2,1 52,900 0 3,600
AMERICAN TOWER CORP NEW COM 03027X100 63,586 437,500 SH   DFND 8,2,1 437,500 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 1,090 13,277 SH   DFND 7,2,1 13,277 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 11,014 134,100 SH   DFND 6,2,1 9,600 0 124,500
AMERICAN WTR WKS CO INC NEW COM 030420103 402 4,900 SH   DFND 8,2,1 4,900 0 0
AMERIPRISE FINL INC COM 03076C106 3,094 20,912 SH   DFND 7,2,1 20,912 0 0
AMERIPRISE FINL INC COM 03076C106 65,730 444,300 SH   DFND 6,2,1 279,200 0 165,100
AMERIPRISE FINL INC COM 03076C106 8,314 56,200 SH   DFND 8,2,1 52,000 0 4,200
AMGEN INC COM 031162100 264 1,550 SH   DFND 2,1 1,550 0 0
AMGEN INC COM 031162100 15,794 92,645 SH   DFND 7,2,1 66,116 0 26,529
AMGEN INC COM 031162100 77,246 453,110 SH   DFND 6,2,1 186,400 0 266,710
AMGEN INC COM 031162100 32,431 190,235 SH   DFND 8,2,1 185,535 0 4,700
AMICUS THERAPEUTICS INC COM 03152W109 7,693 511,499 SH   DFND 8,2,1 511,499 0 0
AMKOR TECHNOLOGY INC COM 031652100 7,223 713,000 SH   DFND 6,2,1 476,400 0 236,600
AMPHENOL CORP NEW CL A 032095101 130 1,511 SH   DFND 7,2,1 1,511 0 0
AMPHENOL CORP NEW CL A 032095101 15,546 180,500 SH   DFND 6,2,1 12,800 0 167,700
AMPHENOL CORP NEW CL A 032095101 405 4,700 SH   DFND 8,2,1 4,700 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 417 56,949 SH   DFND 6,2,1 32,050 0 24,899
ANADARKO PETE CORP COM 032511107 3,825 63,312 SH   DFND 7,2,1 41,073 0 22,239
ANADARKO PETE CORP COM 032511107 266 4,400 SH   DFND 6,2,1 3,100 0 1,300
ANALOG DEVICES INC COM 032654105 170 1,866 SH   DFND 7,2,1 1,866 0 0
ANALOG DEVICES INC COM 032654105 1,157 12,700 SH   DFND 6,2,1 2,200 0 10,500
ANAPTYSBIO INC COM 032724106 2,088 20,057 SH   DFND 8,2,1 20,057 0 0
ANDEAVOR COM 03349M105 968 9,629 SH   DFND 7,2,1 9,629 0 0
ANDEAVOR COM 03349M105 342 3,400 SH   DFND 6,2,1 0 0 3,400
ANGIODYNAMICS INC COM 03475V101 3,805 220,600 SH   DFND 6,2,1 149,400 0 71,200
ANNALY CAP MGMT INC COM 035710409 64 6,114 SH   DFND 7,2,1 6,114 0 0
ANNALY CAP MGMT INC COM 035710409 599 57,400 SH   DFND 6,2,1 57,400 0 0
ANSYS INC COM 03662Q105 66 421 SH   DFND 7,2,1 421 0 0
ANSYS INC COM 03662Q105 1,661 10,600 SH   DFND 6,2,1 1,800 0 8,800
ANSYS INC COM 03662Q105 110 700 SH   DFND 8,2,1 700 0 0
ANTHEM INC COM 036752103 455 2,069 SH   DFND 7,2,1 1,258 0 811
ANTHEM INC COM 036752103 20,520 93,400 SH   DFND 6,2,1 36,000 0 57,400
ANTHEM INC COM 036752103 23,520 107,057 SH   DFND 8,2,1 106,457 0 600
APACHE CORP COM 037411105 1,153 29,960 SH   DFND 7,2,1 29,960 0 0
APACHE CORP COM 037411105 65 1,700 SH   DFND 6,2,1 0 0 1,700
APARTMENT INVT & MGMT CO CL A 03748R101 212 5,205 SH   DFND 7,2,1 5,205 0 0
APPLE INC COM 037833100 2,601 15,501 SH   DFND 2,1 15,501 0 0
APPLE INC COM 037833100 40,391 240,737 SH   DFND 7,2,1 110,024 0 130,713
APPLE INC COM 037833100 230,597 1,374,400 SH   DFND 6,2,1 953,300 0 421,100
APPLE INC COM 037833100 318,228 1,896,697 SH   DFND 8,2,1 1,896,397 0 300
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 58 3,319 SH   DFND 7,2,1 3,319 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 10,159 578,200 SH   DFND 6,2,1 434,600 0 143,600
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,358 77,300 SH   DFND 8,2,1 58,600 0 18,700
APPLIED MATLS INC COM 038222105 296 5,318 SH   DFND 7,2,1 5,318 0 0
APPLIED MATLS INC COM 038222105 32,154 578,200 SH   DFND 6,2,1 317,700 0 260,500
APPLIED MATLS INC COM 038222105 13,997 251,700 SH   DFND 8,2,1 251,700 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 564 22,500 SH   DFND 6,2,1 13,100 0 9,400
AQUA AMERICA INC COM 03836W103 416 12,200 SH   DFND 6,2,1 0 0 12,200
ARAMARK COM 03852U106 48 1,217 SH   DFND 7,2,1 1,217 0 0
ARAMARK COM 03852U106 16,299 412,000 SH   DFND 6,2,1 93,900 0 318,100
ARAMARK COM 03852U106 2,425 61,300 SH   DFND 8,2,1 55,800 0 5,500
ARBUTUS BIOPHARMA CORP COM 03879J100 2,678 535,644 SH   DFND 8,2,1 535,644 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 121 2,800 SH   DFND 7,2,1 2,800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 13,020 300,200 SH   DFND 6,2,1 204,100 0 96,100
ARCHER DANIELS MIDLAND CO COM 039483102 1,175 27,100 SH   DFND 8,2,1 12,800 0 14,300
ARCONIC INC COM 03965L100 473 20,528 SH   DFND 7,2,1 2,133 0 18,395
ARGENX SE SPONSORED ADR 04016X101 11,746 146,018 SH   DFND 8,2,1 146,018 0 0
ARISTA NETWORKS INC COM 040413106 59 230 SH   DFND 7,2,1 230 0 0
ARISTA NETWORKS INC COM 040413106 12,739 49,900 SH   DFND 6,2,1 31,900 0 18,000
ARISTA NETWORKS INC COM 040413106 11,694 45,803 SH   DFND 8,2,1 45,803 0 0
ARRAY BIOPHARMA INC COM 04269X105 9,460 579,673 SH   DFND 8,2,1 579,673 0 0
ARROW ELECTRS INC COM 042735100 31 399 SH   DFND 7,2,1 399 0 0
ARROW ELECTRS INC COM 042735100 200 2,600 SH   DFND 6,2,1 0 0 2,600
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 151 21,000 SH   DFND 6,2,1 21,000 0 0
ASPEN TECHNOLOGY INC COM 045327103 408 5,167 SH   DFND 2,1 5,167 0 0
ASPEN TECHNOLOGY INC COM 045327103 19,635 248,897 SH   DFND 8,2,1 248,897 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 5,746 116,936 SH   DFND 8,2,1 116,936 0 0
ASSOCIATED BANC CORP COM 045487105 1,255 50,500 SH   DFND 6,2,1 3,200 0 47,300
ASSURANT INC COM 04621X108 27 300 SH   DFND 7,2,1 300 0 0
ASSURANT INC COM 04621X108 11,682 127,800 SH   DFND 6,2,1 114,500 0 13,300
ATMOS ENERGY CORP COM 049560105 45 533 SH   DFND 7,2,1 533 0 0
ATMOS ENERGY CORP COM 049560105 615 7,300 SH   DFND 6,2,1 7,300 0 0
AUDENTES THERAPEUTICS INC COM 05070R104 2,294 76,325 SH   DFND 8,2,1 76,325 0 0
AUTODESK INC COM 052769106 120 953 SH   DFND 7,2,1 953 0 0
AUTODESK INC COM 052769106 251 2,000 SH   DFND 6,2,1 2,000 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 244 2,147 SH   DFND 7,2,1 2,147 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 60,668 534,616 SH   DFND 6,2,1 263,416 0 271,200
AUTOMATIC DATA PROCESSING IN COM 053015103 7,297 64,300 SH   DFND 8,2,1 44,800 0 19,500
AUTOZONE INC COM 053332102 89 137 SH   DFND 7,2,1 137 0 0
AUTOZONE INC COM 053332102 9,730 15,000 SH   DFND 6,2,1 0 0 15,000
AVALONBAY CMNTYS INC COM 053484101 19,516 118,667 SH   DFND 7,2,1 118,667 0 0
AVALONBAY CMNTYS INC COM 053484101 1,168 7,100 SH   DFND 6,2,1 0 0 7,100
AVERY DENNISON CORP COM 053611109 47 442 SH   DFND 7,2,1 442 0 0
AVERY DENNISON CORP COM 053611109 23,248 218,800 SH   DFND 6,2,1 147,400 0 71,400
AVERY DENNISON CORP COM 053611109 1,774 16,700 SH   DFND 8,2,1 16,000 0 700
AVEXIS INC COM 05366U100 433 3,500 SH   DFND 6,2,1 2,500 0 1,000
AVEXIS INC COM 05366U100 4,423 35,789 SH   DFND 8,2,1 35,789 0 0
AVID BIOSERVICES INC COM 05368M106 244 83,700 SH   DFND 6,2,1 34,800 0 48,900
AVNET INC COM 053807103 33 800 SH   DFND 7,2,1 800 0 0
AVNET INC COM 053807103 2,180 52,200 SH   DFND 6,2,1 44,600 0 7,600
AVON PRODS INC COM 054303102 61 21,600 SH   DFND 6,2,1 0 0 21,600
BB&T CORP COM 054937107 203 3,906 SH   DFND 7,2,1 3,906 0 0
BB&T CORP COM 054937107 74,579 1,433,100 SH   DFND 6,2,1 966,000 0 467,100
BB&T CORP COM 054937107 9,825 188,800 SH   DFND 8,2,1 169,000 0 19,800
BCE INC COM NEW 05534B760 30 701 SH   DFND 7,2,1 701 0 0
BCE INC COM NEW 05534B760 8,083 187,800 SH   DFND 6,2,1 50,800 0 137,000
BOFI HLDG INC COM 05566U108 693 17,100 SH   DFND 6,2,1 17,100 0 0
BMC STK HLDGS INC COM 05591B109 4,651 237,900 SH   DFND 6,2,1 140,700 0 97,200
BAIDU INC SPON ADR REP A 056752108 2,001 8,967 SH   DFND 2,1 8,967 0 0
BAIDU INC SPON ADR REP A 056752108 6,076 27,222 SH   DFND 7,2,1 15,294 0 11,928
BAIDU INC SPON ADR REP A 056752108 51,401 230,300 SH   DFND 6,2,1 29,700 0 200,600
BAIDU INC SPON ADR REP A 056752108 116,734 523,024 SH   DFND 8,2,1 491,585 0 31,439
BALL CORP COM 058498106 63 1,592 SH   DFND 7,2,1 1,592 0 0
BALL CORP COM 058498106 2,383 60,000 SH   DFND 8,2,1 60,000 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,251 105,282 SH   DFND 7,2,1 24,500 0 80,782
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 121 10,037 SH   DFND 7,2,1 0 0 10,037
BANK AMER CORP COM 060505104 261 8,710 SH   DFND 2,1 8,710 0 0
BANK AMER CORP COM 060505104 15,827 527,738 SH   DFND 7,2,1 275,169 0 252,569
BANK AMER CORP COM 060505104 110,708 3,691,500 SH   DFND 6,2,1 2,313,100 0 1,378,400
BANK AMER CORP COM 060505104 15,984 532,977 SH   DFND 8,2,1 516,977 0 16,000
BANK HAWAII CORP COM 062540109 4,072 49,002 SH   DFND 7,2,1 49,002 0 0
BANK MONTREAL QUE COM 063671101 265 3,504 SH   DFND 7,2,1 3,504 0 0
BANK MONTREAL QUE COM 063671101 36,017 476,600 SH   DFND 6,2,1 67,900 0 408,700
BANK MONTREAL QUE COM 063671101 605 8,000 SH   DFND 8,2,1 8,000 0 0
BANK OF THE OZARKS COM 063904106 2,006 41,553 SH   DFND 7,2,1 41,553 0 0
BANK OF THE OZARKS COM 063904106 5,757 119,257 SH   DFND 8,2,1 119,257 0 0
BANK NEW YORK MELLON CORP COM 064058100 296 5,740 SH   DFND 7,2,1 5,006 0 734
BANK NEW YORK MELLON CORP COM 064058100 43,079 836,000 SH   DFND 6,2,1 353,200 0 482,800
BANK NEW YORK MELLON CORP COM 064058100 1,845 35,800 SH   DFND 8,2,1 8,100 0 27,700
BANK N S HALIFAX COM 064149107 326 5,285 SH   DFND 7,2,1 5,285 0 0
BANK N S HALIFAX COM 064149107 28,839 467,400 SH   DFND 6,2,1 46,600 0 420,800
BANK N S HALIFAX COM 064149107 2,110 34,200 SH   DFND 8,2,1 7,300 0 26,900
BAR HBR BANKSHARES COM 066849100 286 10,317 SH   DFND 6,2,1 7,920 0 2,397
BARRICK GOLD CORP COM 067901108 2,827 227,097 SH   DFND 7,2,1 227,097 0 0
BAXTER INTL INC COM 071813109 418 6,420 SH   DFND 7,2,1 2,507 0 3,913
BAXTER INTL INC COM 071813109 14,953 229,900 SH   DFND 6,2,1 29,800 0 200,100
BAXTER INTL INC COM 071813109 507 7,800 SH   DFND 8,2,1 7,800 0 0
BEACON ROOFING SUPPLY INC COM 073685109 2,500 47,110 SH   DFND 7,2,1 47,110 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 269 23,810 SH   DFND 6,2,1 15,710 0 8,100
BECTON DICKINSON & CO COM 075887109 1,612 7,438 SH   DFND 2,1 7,438 0 0
BECTON DICKINSON & CO COM 075887109 18,517 85,452 SH   DFND 7,2,1 85,452 0 0
BECTON DICKINSON & CO COM 075887109 24,478 112,959 SH   DFND 6,2,1 32,104 0 80,855
BECTON DICKINSON & CO COM 075887109 96,912 447,218 SH   DFND 8,2,1 447,218 0 0
BEL FUSE INC CL B 077347300 634 33,528 SH   DFND 6,2,1 20,328 0 13,200
BEMIS INC COM 081437105 3,818 87,724 SH   DFND 6,2,1 27,300 0 60,424
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 447 2,240 SH   DFND 2,1 2,240 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 3,170 15,891 SH   DFND 7,2,1 13,562 0 2,329
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 63,056 316,100 SH   DFND 6,2,1 259,100 0 57,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,348 51,876 SH   DFND 8,2,1 51,876 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 6,615 174,300 SH   DFND 6,2,1 129,300 0 45,000
BEST BUY INC COM 086516101 98 1,400 SH   DFND 7,2,1 1,400 0 0
BEST BUY INC COM 086516101 53,094 758,600 SH   DFND 6,2,1 534,700 0 223,900
BEST BUY INC COM 086516101 8,637 123,400 SH   DFND 8,2,1 111,400 0 12,000
BIG LOTS INC COM 089302103 8,353 191,900 SH   DFND 6,2,1 127,200 0 64,700
BIG LOTS INC COM 089302103 118 2,700 SH   DFND 8,2,1 0 0 2,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 74 909 SH   DFND 7,2,1 909 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 30,765 379,492 SH   DFND 8,2,1 379,492 0 0
BIOGEN INC COM 09062X103 3,131 11,436 SH   DFND 7,2,1 3,132 0 8,304
BIOGEN INC COM 09062X103 15,772 57,600 SH   DFND 6,2,1 22,600 0 35,000
BIOGEN INC COM 09062X103 86,105 314,459 SH   DFND 8,2,1 314,459 0 0
BIOTIME INC COM 09066L105 6,154 2,287,776 SH   DFND 8,2,1 2,287,776 0 0
BLACKBAUD INC COM 09227Q100 5,232 51,392 SH   DFND 7,2,1 51,392 0 0
BLACKROCK INC COM 09247X101 7,872 14,531 SH   DFND 7,2,1 4,428 0 10,103
BLACKROCK INC COM 09247X101 29,632 54,700 SH   DFND 6,2,1 16,800 0 37,900
BLACKROCK INC COM 09247X101 5,080 9,377 SH   DFND 8,2,1 9,377 0 0
BLOCK H & R INC COM 093671105 23 900 SH   DFND 7,2,1 900 0 0
BLOCK H & R INC COM 093671105 21,306 838,504 SH   DFND 6,2,1 629,604 0 208,900
BLOCK H & R INC COM 093671105 1,189 46,800 SH   DFND 8,2,1 42,400 0 4,400
BLOOMIN BRANDS INC COM 094235108 12,227 503,600 SH   DFND 6,2,1 314,500 0 189,100
BLOOMIN BRANDS INC COM 094235108 262 10,800 SH   DFND 8,2,1 0 0 10,800
BLUEBIRD BIO INC COM 09609G100 4,354 25,500 SH   DFND 6,2,1 19,200 0 6,300
BLUEPRINT MEDICINES CORP COM 09627Y109 1,036 11,300 SH   DFND 6,2,1 8,100 0 3,200
BOEING CO COM 097023105 367 1,120 SH   DFND 2,1 1,120 0 0
BOEING CO COM 097023105 19,989 60,964 SH   DFND 7,2,1 41,964 0 19,000
BOEING CO COM 097023105 81,085 247,300 SH   DFND 6,2,1 79,600 0 167,700
BOEING CO COM 097023105 1,967 6,000 SH   DFND 8,2,1 6,000 0 0
BONANZA CREEK ENERGY INC COM NEW 097793400 1,535 55,400 SH   DFND 6,2,1 32,100 0 23,300
BOOKING HLDGS INC COM 09857L108 10,691 5,139 SH   DFND 7,2,1 4,477 0 662
BOOKING HLDGS INC COM 09857L108 55,130 26,500 SH   DFND 6,2,1 12,800 0 13,700
BOOKING HLDGS INC COM 09857L108 67,309 32,354 SH   DFND 8,2,1 31,454 0 900
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 9,591 247,700 SH   DFND 6,2,1 143,300 0 104,400
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 953 24,600 SH   DFND 8,2,1 24,600 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 464 30,800 SH   DFND 6,2,1 30,800 0 0
BOSTON PROPERTIES INC COM 101121101 19,848 161,078 SH   DFND 7,2,1 161,078 0 0
BOSTON SCIENTIFIC CORP COM 101137107 192 7,011 SH   DFND 7,2,1 7,011 0 0
BOSTON SCIENTIFIC CORP COM 101137107 8,813 322,600 SH   DFND 6,2,1 137,300 0 185,300
BOSTON SCIENTIFIC CORP COM 101137107 24,110 882,496 SH   DFND 8,2,1 882,496 0 0
BRIDGEPOINT ED INC COM 10807M105 508 75,349 SH   DFND 6,2,1 38,856 0 36,493
BRIGGS & STRATTON CORP COM 109043109 4,781 223,295 SH   DFND 6,2,1 144,800 0 78,495
BRIGHT HORIZONS FAM SOL IN D COM 109194100 4,887 49,004 SH   DFND 7,2,1 49,004 0 0
BRIGHTCOVE INC COM 10921T101 801 115,200 SH   DFND 6,2,1 42,000 0 73,200
BRINKER INTL INC COM 109641100 9,107 252,260 SH   DFND 6,2,1 153,800 0 98,460
BRINKER INTL INC COM 109641100 159 4,400 SH   DFND 8,2,1 0 0 4,400
BRINKS CO COM 109696104 285 3,990 SH   DFND 6,2,1 2,500 0 1,490
BRISTOL MYERS SQUIBB CO COM 110122108 1,215 19,216 SH   DFND 7,2,1 8,002 0 11,214
BRISTOL MYERS SQUIBB CO COM 110122108 18,994 300,300 SH   DFND 6,2,1 180,500 0 119,800
BRIXMOR PPTY GROUP INC COM 11120U105 646 42,334 SH   DFND 7,2,1 42,334 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 8,037 527,000 SH   DFND 6,2,1 379,500 0 147,500
BRIXMOR PPTY GROUP INC COM 11120U105 209 13,700 SH   DFND 8,2,1 0 0 13,700
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 61 552 SH   DFND 7,2,1 552 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,784 34,500 SH   DFND 6,2,1 5,300 0 29,200
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 121 1,100 SH   DFND 8,2,1 1,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 268 6,860 SH   DFND 2,1 6,860 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 43 1,098 SH   DFND 7,2,1 1,098 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 6,474 166,000 SH   DFND 6,2,1 9,700 0 156,300
BROWN FORMAN CORP CL B 115637209 53 969 SH   DFND 7,2,1 969 0 0
BROWN FORMAN CORP CL B 115637209 15,168 278,825 SH   DFND 6,2,1 16,250 0 262,575
BROWN FORMAN CORP CL B 115637209 48 875 SH   DFND 8,2,1 875 0 0
BRUKER CORP COM 116794108 1,047 35,000 SH   DFND 6,2,1 18,300 0 16,700
BRUNSWICK CORP COM 117043109 434 7,300 SH   DFND 6,2,1 4,700 0 2,600
BUILDERS FIRSTSOURCE INC COM 12008R107 9,067 457,000 SH   DFND 6,2,1 312,800 0 144,200
CAE INC COM 124765108 7 400 SH   DFND 7,2,1 400 0 0
CAE INC COM 124765108 794 42,700 SH   DFND 6,2,1 5,400 0 37,300
CAI INTERNATIONAL INC COM 12477X106 289 13,600 SH   DFND 6,2,1 13,600 0 0
CBS CORP NEW CL B 124857202 123 2,395 SH   DFND 7,2,1 2,395 0 0
CBS CORP NEW CL B 124857202 26,132 508,500 SH   DFND 6,2,1 392,000 0 116,500
CBS CORP NEW CL B 124857202 5,458 106,200 SH   DFND 8,2,1 97,400 0 8,800
CBRE GROUP INC CL A 12504L109 76 1,600 SH   DFND 7,2,1 1,600 0 0
CBRE GROUP INC CL A 12504L109 9,826 208,100 SH   DFND 6,2,1 130,200 0 77,900
CBRE GROUP INC CL A 12504L109 208 4,400 SH   DFND 8,2,1 4,400 0 0
CDK GLOBAL INC COM 12508E101 43 678 SH   DFND 7,2,1 678 0 0
CDK GLOBAL INC COM 12508E101 906 14,300 SH   DFND 6,2,1 4,500 0 9,800
CECO ENVIRONMENTAL CORP COM 125141101 325 73,100 SH   DFND 6,2,1 56,300 0 16,800
CDW CORP COM 12514G108 62 881 SH   DFND 7,2,1 881 0 0
CDW CORP COM 12514G108 1,055 15,000 SH   DFND 6,2,1 400 0 14,600
CDW CORP COM 12514G108 183 2,600 SH   DFND 8,2,1 2,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 64 686 SH   DFND 7,2,1 686 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 41,195 439,600 SH   DFND 6,2,1 319,500 0 120,100
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,370 57,300 SH   DFND 8,2,1 53,900 0 3,400
CIGNA CORPORATION COM 125509109 203 1,208 SH   DFND 7,2,1 1,208 0 0
CIGNA CORPORATION COM 125509109 19,189 114,400 SH   DFND 6,2,1 36,900 0 77,500
CIGNA CORPORATION COM 125509109 17,953 107,027 SH   DFND 8,2,1 107,027 0 0
CME GROUP INC COM CL A 12572Q105 275 1,701 SH   DFND 7,2,1 1,701 0 0
CME GROUP INC COM CL A 12572Q105 33,480 207,000 SH   DFND 6,2,1 51,800 0 155,200
CME GROUP INC COM CL A 12572Q105 631 3,900 SH   DFND 8,2,1 3,900 0 0
CMS ENERGY CORP COM 125896100 44 968 SH   DFND 7,2,1 968 0 0
CMS ENERGY CORP COM 125896100 6,413 141,600 SH   DFND 6,2,1 900 0 140,700
CMS ENERGY CORP COM 125896100 195 4,300 SH   DFND 8,2,1 4,300 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 1,154 76,936 SH   DFND 7,2,1 19,300 0 57,636
CSG SYS INTL INC COM 126349109 8,745 193,100 SH   DFND 6,2,1 114,800 0 78,300
CSG SYS INTL INC COM 126349109 163 3,600 SH   DFND 8,2,1 0 0 3,600
CSX CORP COM 126408103 426 7,639 SH   DFND 7,2,1 4,723 0 2,916
CSX CORP COM 126408103 10,674 191,600 SH   DFND 6,2,1 101,000 0 90,600
CTI BIOPHARMA CORP COM NEW 12648L601 72 18,500 SH   DFND 6,2,1 18,500 0 0
CTS CORP COM 126501105 220 8,100 SH   DFND 6,2,1 0 0 8,100
CVS HEALTH CORP COM 126650100 962 15,468 SH   DFND 7,2,1 5,079 0 10,389
CVS HEALTH CORP COM 126650100 24,753 397,900 SH   DFND 6,2,1 142,200 0 255,700
CVS HEALTH CORP COM 126650100 6,914 111,147 SH   DFND 8,2,1 111,147 0 0
CA INC COM 12673P105 51 1,500 SH   DFND 7,2,1 1,500 0 0
CA INC COM 12673P105 46,372 1,367,900 SH   DFND 6,2,1 959,200 0 408,700
CA INC COM 12673P105 7,058 208,200 SH   DFND 8,2,1 182,800 0 25,400
CABOT CORP COM 127055101 8,964 160,870 SH   DFND 6,2,1 90,800 0 70,070
CABOT OIL & GAS CORP COM 127097103 290 12,084 SH   DFND 7,2,1 12,084 0 0
CACI INTL INC CL A 127190304 10,679 70,560 SH   DFND 6,2,1 40,500 0 30,060
CADENCE DESIGN SYSTEM INC COM 127387108 1,655 45,021 SH   DFND 2,1 45,021 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 51 1,400 SH   DFND 7,2,1 1,400 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 640 17,400 SH   DFND 6,2,1 0 0 17,400
CADENCE DESIGN SYSTEM INC COM 127387108 87,736 2,386,063 SH   DFND 8,2,1 2,386,063 0 0
CALERES INC COM 129500104 6,496 193,321 SH   DFND 6,2,1 132,021 0 61,300
CALIFORNIA WTR SVC GROUP COM 130788102 320 8,600 SH   DFND 6,2,1 0 0 8,600
CALLIDUS SOFTWARE INC COM 13123E500 3,922 109,098 SH   DFND 7,2,1 109,098 0 0
CAMDEN PPTY TR SH BEN INT 133131102 201 2,388 SH   DFND 7,2,1 2,388 0 0
CAMPBELL SOUP CO COM 134429109 41 942 SH   DFND 7,2,1 942 0 0
CAMPBELL SOUP CO COM 134429109 27,350 631,500 SH   DFND 6,2,1 569,600 0 61,900
CAMPBELL SOUP CO COM 134429109 6,189 142,900 SH   DFND 8,2,1 125,900 0 17,000
CDN IMPERIAL BK COMM TORONTO COM 136069101 197 2,230 SH   DFND 7,2,1 2,230 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 37,440 424,100 SH   DFND 6,2,1 140,300 0 283,800
CDN IMPERIAL BK COMM TORONTO COM 136069101 7,021 79,527 SH   DFND 8,2,1 61,627 0 17,900
CANADIAN NATL RY CO COM 136375102 1,624 22,202 SH   DFND 7,2,1 8,894 0 13,308
CANADIAN NATL RY CO COM 136375102 28,740 393,000 SH   DFND 6,2,1 31,100 0 361,900
CANADIAN NAT RES LTD COM 136385101 1,240 39,408 SH   DFND 7,2,1 30,595 0 8,813
CANADIAN NAT RES LTD COM 136385101 374 11,900 SH   DFND 6,2,1 8,500 0 3,400
CANADIAN PAC RY LTD COM 13645T100 59 336 SH   DFND 7,2,1 336 0 0
CANADIAN PAC RY LTD COM 13645T100 9,708 55,000 SH   DFND 6,2,1 4,000 0 51,000
CANADIAN PAC RY LTD COM 13645T100 53 300 SH   DFND 8,2,1 300 0 0
CANTEL MEDICAL CORP COM 138098108 3,236 29,050 SH   DFND 7,2,1 29,050 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,295 23,950 SH   DFND 7,2,1 2,423 0 21,527
CAPITAL ONE FINL CORP COM 14040H105 11,479 119,800 SH   DFND 6,2,1 87,000 0 32,800
CAPITAL ONE FINL CORP COM 14040H105 565 5,900 SH   DFND 8,2,1 0 0 5,900
CARDINAL HEALTH INC COM 14149Y108 96 1,536 SH   DFND 7,2,1 1,536 0 0
CARDINAL HEALTH INC COM 14149Y108 1,912 30,500 SH   DFND 6,2,1 0 0 30,500
CAREER EDUCATION CORP COM 141665109 624 47,500 SH   DFND 6,2,1 27,400 0 20,100
CARMAX INC COM 143130102 52 840 SH   DFND 7,2,1 840 0 0
CARMAX INC COM 143130102 873 14,100 SH   DFND 6,2,1 0 0 14,100
CARNIVAL CORP UNIT 99/99/9999 143658300 58 891 SH   DFND 7,2,1 891 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 113 1,725 SH   DFND 7,2,1 1,725 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,410 21,500 SH   DFND 6,2,1 0 0 21,500
CARNIVAL CORP UNIT 99/99/9999 143658300 6,951 106,000 SH   DFND 6,2,1 13,400 0 92,600
CARNIVAL CORP UNIT 99/99/9999 143658300 4,807 73,300 SH   DFND 8,2,1 59,000 0 14,300
CARRIZO OIL & GAS INC COM 144577103 2,330 145,600 SH   DFND 6,2,1 97,500 0 48,100
CARTER INC COM 146229109 1,010 9,700 SH   DFND 6,2,1 1,000 0 8,700
CATALENT INC COM 148806102 7,996 194,742 SH   DFND 8,2,1 194,742 0 0
CATERPILLAR INC DEL COM 149123101 338 2,293 SH   DFND 2,1 2,293 0 0
CATERPILLAR INC DEL COM 149123101 2,512 17,044 SH   DFND 7,2,1 16,626 0 418
CATERPILLAR INC DEL COM 149123101 15,210 103,200 SH   DFND 6,2,1 64,500 0 38,700
CAVIUM INC COM 14964U108 2,778 35,000 SH   DFND 8,2,1 35,000 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 497 126,100 SH   DFND 6,2,1 126,100 0 0
CELANESE CORP DEL COM SER A 150870103 1,095 10,929 SH   DFND 7,2,1 744 0 10,185
CELANESE CORP DEL COM SER A 150870103 5,842 58,300 SH   DFND 6,2,1 4,500 0 53,800
CELANESE CORP DEL COM SER A 150870103 180 1,800 SH   DFND 8,2,1 1,800 0 0
CELESTICA INC SUB VTG SHS 15101Q108 139 13,400 SH   DFND 6,2,1 0 0 13,400
CELGENE CORP COM 151020104 4,203 47,118 SH   DFND 7,2,1 22,238 0 24,880
CELGENE CORP COM 151020104 8,314 93,200 SH   DFND 6,2,1 82,300 0 10,900
CELGENE CORP COM 151020104 97,675 1,094,883 SH   DFND 8,2,1 1,094,883 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 650 279,100 SH   DFND 6,2,1 245,100 0 34,000
CENTENE CORP DEL COM 15135B101 89 836 SH   DFND 7,2,1 836 0 0
CENTENE CORP DEL COM 15135B101 12,482 116,800 SH   DFND 6,2,1 102,000 0 14,800
CENTENE CORP DEL COM 15135B101 22,630 211,753 SH   DFND 8,2,1 211,753 0 0
CENOVUS ENERGY INC COM 15135U109 276 32,294 SH   DFND 7,2,1 32,294 0 0
CENTERPOINT ENERGY INC COM 15189T107 54 1,976 SH   DFND 7,2,1 1,976 0 0
CENTERPOINT ENERGY INC COM 15189T107 3,806 138,900 SH   DFND 6,2,1 35,800 0 103,100
CENTERPOINT ENERGY INC COM 15189T107 93 3,400 SH   DFND 8,2,1 3,400 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 367 12,900 SH   DFND 6,2,1 12,900 0 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 406 5,113 SH   DFND 6,2,1 4,229 0 884
CENTURY CASINOS INC COM 156492100 251 33,710 SH   DFND 6,2,1 22,360 0 11,350
CENTURYLINK INC COM 156700106 80 4,867 SH   DFND 7,2,1 4,867 0 0
CENTURYLINK INC COM 156700106 187 11,400 SH   DFND 6,2,1 3,200 0 8,200
CERNER CORP COM 156782104 969 16,711 SH   DFND 7,2,1 16,711 0 0
CERNER CORP COM 156782104 4,135 71,300 SH   DFND 6,2,1 6,500 0 64,800
CERNER CORP COM 156782104 50,011 862,265 SH   DFND 8,2,1 862,265 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,853 5,954 SH   DFND 7,2,1 4,886 0 1,068
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,278 26,600 SH   DFND 6,2,1 21,900 0 4,700
CHARTER FINL CORP MD COM 16122W108 265 13,002 SH   DFND 6,2,1 13,002 0 0
CHATHAM LODGING TR COM 16208T102 4,309 225,000 SH   DFND 6,2,1 155,100 0 69,900
CHEESECAKE FACTORY INC COM 163072101 661 13,700 SH   DFND 6,2,1 9,000 0 4,700
CHEMOURS CO COM 163851108 49 1,013 SH   DFND 7,2,1 1,013 0 0
CHEMOURS CO COM 163851108 8,958 183,900 SH   DFND 6,2,1 140,200 0 43,700
CHEMOURS CO COM 163851108 2,635 54,100 SH   DFND 8,2,1 48,200 0 5,900
CHENIERE ENERGY INC COM NEW 16411R208 287 5,366 SH   DFND 7,2,1 5,366 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 5,103 183,500 SH   DFND 6,2,1 98,900 0 84,600
CHESAPEAKE LODGING TR SH BEN INT 165240102 81 2,900 SH   DFND 8,2,1 0 0 2,900
CHEVRON CORP NEW COM 166764100 19,046 167,011 SH   DFND 7,2,1 131,388 0 35,623
CHEVRON CORP NEW COM 166764100 32,136 281,800 SH   DFND 6,2,1 232,800 0 49,000
CHEVRON CORP NEW COM 166764100 901 7,900 SH   DFND 8,2,1 7,900 0 0
CHICOS FAS INC COM 168615102 2,631 291,050 SH   DFND 6,2,1 244,200 0 46,850
CHIMERIX INC COM 16934W106 1,659 319,073 SH   DFND 6,2,1 178,073 0 141,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 39 120 SH   DFND 7,2,1 120 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 34,573 107,000 SH   DFND 8,2,1 107,000 0 0
CHOICE HOTELS INTL INC COM 169905106 1,114 13,900 SH   DFND 6,2,1 9,000 0 4,900
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 622 16,000 SH   DFND 7,2,1 7,800 0 8,200
CHURCH & DWIGHT INC COM 171340102 65 1,292 SH   DFND 7,2,1 1,292 0 0
CHURCH & DWIGHT INC COM 171340102 9,261 183,900 SH   DFND 6,2,1 15,700 0 168,200
CHURCH & DWIGHT INC COM 171340102 252 5,000 SH   DFND 8,2,1 5,000 0 0
CIENA CORP COM NEW 171779309 1,502 58,000 SH   DFND 8,2,1 58,000 0 0
CIMAREX ENERGY CO COM 171798101 226 2,413 SH   DFND 7,2,1 2,413 0 0
CINCINNATI FINL CORP COM 172062101 196 2,639 SH   DFND 7,2,1 2,639 0 0
CINCINNATI FINL CORP COM 172062101 624 8,400 SH   DFND 6,2,1 8,400 0 0
CINCINNATI FINL CORP COM 172062101 193 2,600 SH   DFND 8,2,1 2,600 0 0
CINEMARK HOLDINGS INC COM 17243V102 21,818 579,190 SH   DFND 6,2,1 392,200 0 186,990
CINEMARK HOLDINGS INC COM 17243V102 1,631 43,300 SH   DFND 8,2,1 34,000 0 9,300
CIRRUS LOGIC INC COM 172755100 2,995 73,720 SH   DFND 6,2,1 58,900 0 14,820
CIRRUS LOGIC INC COM 172755100 1,178 29,000 SH   DFND 8,2,1 29,000 0 0
CISCO SYS INC COM 17275R102 2,286 53,291 SH   DFND 2,1 53,291 0 0
CISCO SYS INC COM 17275R102 11,423 266,332 SH   DFND 7,2,1 93,772 0 172,560
CISCO SYS INC COM 17275R102 38,652 901,200 SH   DFND 6,2,1 574,100 0 327,100
CISCO SYS INC COM 17275R102 151,335 3,528,450 SH   DFND 8,2,1 3,525,650 0 2,800
CINTAS CORP COM 172908105 73 426 SH   DFND 7,2,1 426 0 0
CINTAS CORP COM 172908105 8,120 47,600 SH   DFND 6,2,1 5,600 0 42,000
CINTAS CORP COM 172908105 358 2,100 SH   DFND 8,2,1 2,100 0 0
CITIGROUP INC COM NEW 172967424 196 2,910 SH   DFND 2,1 2,910 0 0
CITIGROUP INC COM NEW 172967424 30,750 455,558 SH   DFND 7,2,1 301,515 0 154,043
CITIGROUP INC COM NEW 172967424 23,882 353,800 SH   DFND 6,2,1 315,600 0 38,200
CITIGROUP INC COM NEW 172967424 567 8,400 SH   DFND 8,2,1 8,400 0 0
CITIZENS FINL GROUP INC COM 174610105 105 2,498 SH   DFND 7,2,1 2,498 0 0
CITIZENS FINL GROUP INC COM 174610105 3,438 81,900 SH   DFND 6,2,1 17,600 0 64,300
CITIZENS FINL GROUP INC COM 174610105 2,758 65,700 SH   DFND 8,2,1 65,700 0 0
CITRIX SYS INC COM 177376100 65 700 SH   DFND 7,2,1 700 0 0
CITRIX SYS INC COM 177376100 622 6,700 SH   DFND 6,2,1 0 0 6,700
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 22,510 17,100,000 PRN   DFND 7,2,1 12,000,000 0 5,100,000
CLOROX CO DEL COM 189054109 89 668 SH   DFND 7,2,1 668 0 0
CLOROX CO DEL COM 189054109 21,985 165,164 SH   DFND 6,2,1 63,800 0 101,364
CLOROX CO DEL COM 189054109 2,729 20,500 SH   DFND 8,2,1 20,500 0 0
CLOUDERA INC COM 18914U100 8,529 395,223 SH   DFND 8,2,1 395,223 0 0
COCA COLA BOTTLING CO CONS COM 191098102 742 4,300 SH   DFND 6,2,1 1,800 0 2,500
COCA COLA CO COM 191216100 258 5,930 SH   DFND 2,1 5,930 0 0
COCA COLA CO COM 191216100 15,095 347,572 SH   DFND 7,2,1 322,408 0 25,164
COCA COLA CO COM 191216100 55,308 1,273,500 SH   DFND 6,2,1 484,200 0 789,300
COCA COLA CO COM 191216100 243 5,600 SH   DFND 8,2,1 5,600 0 0
COGNEX CORP COM 192422103 2,112 40,620 SH   DFND 2,1 40,620 0 0
COGNEX CORP COM 192422103 2,334 44,884 SH   DFND 7,2,1 44,884 0 0
COGNEX CORP COM 192422103 3,411 65,600 SH   DFND 6,2,1 0 0 65,600
COGNEX CORP COM 192422103 106,687 2,052,069 SH   DFND 8,2,1 2,052,069 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,528 56,253 SH   DFND 7,2,1 52,984 0 3,269
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 31,725 394,100 SH   DFND 6,2,1 155,200 0 238,900
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,144 26,635 SH   DFND 8,2,1 26,635 0 0
COHERENT INC COM 192479103 11,781 62,867 SH   DFND 6,2,1 39,867 0 23,000
COHERUS BIOSCIENCES INC COM 19249H103 4,461 403,680 SH   DFND 8,2,1 403,680 0 0
COLGATE PALMOLIVE CO COM 194162103 6,863 95,743 SH   DFND 7,2,1 4,179 0 91,564
COLGATE PALMOLIVE CO COM 194162103 19,762 275,700 SH   DFND 6,2,1 114,000 0 161,700
COLGATE PALMOLIVE CO COM 194162103 1,985 27,686 SH   DFND 8,2,1 27,686 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 13 2,400 SH   DFND 7,2,1 2,400 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 78 13,900 SH   DFND 6,2,1 13,900 0 0
COMCAST CORP NEW CL A 20030N101 7,994 233,936 SH   DFND 7,2,1 153,671 0 80,265
COMCAST CORP NEW CL A 20030N101 53,374 1,562,000 SH   DFND 6,2,1 594,000 0 968,000
COMCAST CORP NEW CL A 20030N101 4,569 133,700 SH   DFND 8,2,1 133,700 0 0
COMERICA INC COM 200340107 81 849 SH   DFND 7,2,1 849 0 0
COMERICA INC COM 200340107 1,516 15,800 SH   DFND 6,2,1 0 0 15,800
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 3 304,623 SH   DFND 8,2,1 304,623 0 0
COMMUNITY TR BANCORP INC COM 204149108 307 6,800 SH   DFND 6,2,1 6,800 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 120 11,339 SH   DFND 7,2,1 0 0 11,339
COMPASS MINERALS INTL INC COM 20451N101 289 4,800 SH   DFND 6,2,1 0 0 4,800
COMPUTER PROGRAMS & SYS INC COM 205306103 2,596 88,900 SH   DFND 6,2,1 57,200 0 31,700
CONAGRA BRANDS INC COM 205887102 78 2,111 SH   DFND 7,2,1 2,111 0 0
CONAGRA BRANDS INC COM 205887102 4,997 135,500 SH   DFND 6,2,1 1,000 0 134,500
CONATUS PHARMACEUTICALS INC COM 20600T108 2,571 437,979 SH   DFND 8,2,1 437,979 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 600 26,200 SH   DFND 6,2,1 6,000 0 20,200
CONCHO RES INC COM 20605P101 914 6,082 SH   DFND 7,2,1 6,082 0 0
CONCHO RES INC COM 20605P101 256 1,700 SH   DFND 6,2,1 0 0 1,700
CONCHO RES INC COM 20605P101 58,112 386,564 SH   DFND 8,2,1 386,564 0 0
CONDUENT INC COM 206787103 17,043 914,300 SH   DFND 6,2,1 677,400 0 236,900
CONDUENT INC COM 206787103 835 44,800 SH   DFND 8,2,1 34,100 0 10,700
CONMED CORP COM 207410101 795 12,560 SH   DFND 6,2,1 10,260 0 2,300
CONNS INC COM 208242107 714 21,000 SH   DFND 6,2,1 13,200 0 7,800
CONOCOPHILLIPS COM 20825C104 368 6,200 SH   DFND 2,1 6,200 0 0
CONOCOPHILLIPS COM 20825C104 8,183 138,015 SH   DFND 7,2,1 97,909 0 40,106
CONOCOPHILLIPS COM 20825C104 8,277 139,600 SH   DFND 6,2,1 131,800 0 7,800
CONSOLIDATED EDISON INC COM 209115104 184 2,355 SH   DFND 7,2,1 2,355 0 0
CONSOLIDATED EDISON INC COM 209115104 10,958 140,600 SH   DFND 6,2,1 14,900 0 125,700
CONSOLIDATED EDISON INC COM 209115104 218 2,800 SH   DFND 8,2,1 2,800 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 201 3,200 SH   DFND 6,2,1 1,600 0 1,600
CONSTELLATION BRANDS INC CL A 21036P108 192 843 SH   DFND 7,2,1 843 0 0
CONSTELLATION BRANDS INC CL A 21036P108 18,758 82,300 SH   DFND 6,2,1 25,400 0 56,900
CONSTELLATION BRANDS INC CL A 21036P108 12,643 55,470 SH   DFND 8,2,1 55,470 0 0
CONVERGYS CORP COM 212485106 7,659 338,600 SH   DFND 6,2,1 241,900 0 96,700
COOPER COS INC COM NEW 216648402 53 233 SH   DFND 7,2,1 233 0 0
COOPER COS INC COM NEW 216648402 49,194 215,000 SH   DFND 8,2,1 215,000 0 0
COOPER STD HLDGS INC COM 21676P103 1,646 13,400 SH   DFND 6,2,1 9,200 0 4,200
COOPER TIRE & RUBR CO COM 216831107 1,187 40,500 SH   DFND 6,2,1 40,200 0 300
CORCEPT THERAPEUTICS INC COM 218352102 339 20,600 SH   DFND 6,2,1 7,300 0 13,300
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 698 18,600 SH   DFND 6,2,1 14,900 0 3,700
CORELOGIC INC COM 21871D103 4,358 96,351 SH   DFND 6,2,1 83,900 0 12,451
CORECIVIC INC COM 21871N101 7,228 370,300 SH   DFND 6,2,1 255,700 0 114,600
CORECIVIC INC COM 21871N101 640 32,800 SH   DFND 8,2,1 20,900 0 11,900
CORNING INC COM 219350105 127 4,550 SH   DFND 7,2,1 4,550 0 0
CORNING INC COM 219350105 4,834 173,400 SH   DFND 6,2,1 7,300 0 166,100
COSTCO WHSL CORP NEW COM 22160K105 16,043 85,143 SH   DFND 7,2,1 83,917 0 1,226
COSTCO WHSL CORP NEW COM 22160K105 43,150 229,000 SH   DFND 6,2,1 65,300 0 163,700
COSTCO WHSL CORP NEW COM 22160K105 68,179 361,828 SH   DFND 8,2,1 361,828 0 0
COSTAR GROUP INC COM 22160N109 68 188 SH   DFND 7,2,1 188 0 0
COSTAR GROUP INC COM 22160N109 218 600 SH   DFND 6,2,1 0 0 600
COUSINS PPTYS INC COM 222795106 96 11,090 SH   DFND 7,2,1 11,090 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 16,780 105,400 SH   DFND 6,2,1 64,000 0 41,400
CRACKER BARREL OLD CTRY STOR COM 22410J106 716 4,500 SH   DFND 8,2,1 3,600 0 900
CRANE CO COM 224399105 3,570 38,500 SH   DFND 6,2,1 30,700 0 7,800
CRAWFORD & CO CL B 224633107 2,150 261,615 SH   DFND 6,2,1 139,839 0 121,776
CRAWFORD & CO CL A 224633206 223 27,800 SH   DFND 6,2,1 18,300 0 9,500
CREDIT ACCEP CORP MICH COM 225310101 4,262 12,900 SH   DFND 6,2,1 10,400 0 2,500
CREE INC COM 225447101 5,982 148,400 SH   DFND 6,2,1 125,700 0 22,700
CRESCENT PT ENERGY CORP COM 22576C101 84 12,309 SH   DFND 7,2,1 12,309 0 0
CRITEO S A SPONS ADS 226718104 924 35,765 SH   DFND 7,2,1 35,765 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 1,872 17,077 SH   DFND 7,2,1 17,077 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 6,171 56,300 SH   DFND 6,2,1 51,400 0 4,900
CROWN HOLDINGS INC COM 228368106 41 800 SH   DFND 7,2,1 800 0 0
CROWN HOLDINGS INC COM 228368106 20,305 400,100 SH   DFND 6,2,1 200,900 0 199,200
CROWN HOLDINGS INC COM 228368106 589 11,600 SH   DFND 8,2,1 7,900 0 3,700
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 126 2,700 SH   DFND 2,1 2,700 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,797 60,000 SH   DFND 7,2,1 60,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 364 7,800 SH   DFND 6,2,1 7,800 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 16,364 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 8,664 7,500,000 PRN   DFND 7,2,1 7,500,000 0 0
CUMMINS INC COM 231021106 202 1,249 SH   DFND 7,2,1 1,249 0 0
CUMMINS INC COM 231021106 41,933 258,700 SH   DFND 6,2,1 187,000 0 71,700
CUMMINS INC COM 231021106 4,263 26,300 SH   DFND 8,2,1 22,600 0 3,700
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,460 12,342 SH   DFND 2,1 0 0 12,342
CUTERA INC COM 232109108 281 5,600 SH   DFND 6,2,1 3,700 0 1,900
CYPRESS SEMICONDUCTOR CORP COM 232806109 6,614 390,000 SH   DFND 8,2,1 390,000 0 0
CYRUSONE INC COM 23283R100 18,268 356,724 SH   DFND 7,2,1 356,724 0 0
DDR CORP COM 23317H102 8,611 1,174,772 SH   DFND 7,2,1 1,174,772 0 0
DDR CORP COM 23317H102 1,731 236,200 SH   DFND 6,2,1 236,200 0 0
D R HORTON INC COM 23331A109 79 1,800 SH   DFND 7,2,1 1,800 0 0
D R HORTON INC COM 23331A109 8,273 188,700 SH   DFND 6,2,1 115,600 0 73,100
D R HORTON INC COM 23331A109 189 4,300 SH   DFND 8,2,1 4,300 0 0
DHI GROUP INC COM 23331S100 118 73,800 SH   DFND 6,2,1 73,800 0 0
DTE ENERGY CO COM 233331107 197 1,891 SH   DFND 7,2,1 1,891 0 0
DTE ENERGY CO COM 233331107 73 700 SH   DFND 6,2,1 700 0 0
DTE ENERGY CO COM 233331107 365 3,500 SH   DFND 8,2,1 3,500 0 0
DSW INC CL A 23334L102 225 10,000 SH   DFND 6,2,1 0 0 10,000
DXC TECHNOLOGY CO COM 23355L106 456 4,540 SH   DFND 7,2,1 1,371 0 3,169
DXC TECHNOLOGY CO COM 23355L106 3,166 31,493 SH   DFND 6,2,1 24,700 0 6,793
DANA INCORPORATED COM 235825205 1,352 52,500 SH   DFND 6,2,1 52,500 0 0
DANAHER CORP DEL COM 235851102 423 4,323 SH   DFND 7,2,1 3,134 0 1,189
DANAHER CORP DEL COM 235851102 27,679 282,700 SH   DFND 6,2,1 87,800 0 194,900
DANAHER CORP DEL COM 235851102 52,098 532,100 SH   DFND 8,2,1 532,100 0 0
DARDEN RESTAURANTS INC COM 237194105 113 1,321 SH   DFND 7,2,1 1,321 0 0
DARDEN RESTAURANTS INC COM 237194105 45,771 536,900 SH   DFND 6,2,1 367,000 0 169,900
DARDEN RESTAURANTS INC COM 237194105 6,513 76,400 SH   DFND 8,2,1 68,300 0 8,100
DAVE & BUSTERS ENTMT INC COM 238337109 4,725 113,200 SH   DFND 6,2,1 70,300 0 42,900
DAVE & BUSTERS ENTMT INC COM 238337109 225 5,400 SH   DFND 8,2,1 0 0 5,400
DAVITA INC COM 23918K108 53 800 SH   DFND 7,2,1 800 0 0
DAVITA INC COM 23918K108 666 10,100 SH   DFND 6,2,1 0 0 10,100
DEAN FOODS CO NEW COM NEW 242370203 499 57,900 SH   DFND 6,2,1 0 0 57,900
DEAN FOODS CO NEW COM NEW 242370203 37 4,300 SH   DFND 8,2,1 0 0 4,300
DECKERS OUTDOOR CORP COM 243537107 9,399 104,400 SH   DFND 6,2,1 73,200 0 31,200
DECKERS OUTDOOR CORP COM 243537107 162 1,800 SH   DFND 8,2,1 0 0 1,800
DEERE & CO COM 244199105 211 1,357 SH   DFND 7,2,1 1,357 0 0
DEERE & CO COM 244199105 12,317 79,300 SH   DFND 6,2,1 35,600 0 43,700
DEERE & CO COM 244199105 2,425 15,612 SH   DFND 8,2,1 15,612 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,690 23,091 SH   DFND 7,2,1 1,022 0 22,069
DELUXE CORP COM 248019101 15,320 207,000 SH   DFND 6,2,1 123,900 0 83,100
DELUXE CORP COM 248019101 126 1,700 SH   DFND 8,2,1 1,700 0 0
DERMIRA INC COM 24983L104 204 25,500 SH   DFND 8,2,1 25,500 0 0
DEVON ENERGY CORP NEW COM 25179M103 434 13,663 SH   DFND 7,2,1 13,663 0 0
DEVON ENERGY CORP NEW COM 25179M103 25,340 797,100 SH   DFND 6,2,1 766,100 0 31,000
DEVON ENERGY CORP NEW COM 25179M103 1,936 60,900 SH   DFND 8,2,1 60,900 0 0
DEXCOM INC COM 252131107 1,300 17,528 SH   DFND 2,1 17,528 0 0
DEXCOM INC COM 252131107 1,533 20,676 SH   DFND 7,2,1 20,676 0 0
DEXCOM INC COM 252131107 140,899 1,899,932 SH   DFND 8,2,1 1,899,932 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 33 3,151 SH   DFND 7,2,1 3,151 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 7,563 724,400 SH   DFND 6,2,1 500,900 0 223,500
DIAMONDROCK HOSPITALITY CO COM 252784301 230 22,000 SH   DFND 8,2,1 0 0 22,000
DIAMONDBACK ENERGY INC COM 25278X109 1,523 12,039 SH   DFND 7,2,1 12,039 0 0
DIAMONDBACK ENERGY INC COM 25278X109 8,654 68,400 SH   DFND 8,2,1 68,400 0 0
DIGITAL RLTY TR INC COM 253868103 1,860 17,654 SH   DFND 7,2,1 17,654 0 0
DIGITAL RLTY TR INC COM 253868103 337 3,200 SH   DFND 6,2,1 0 0 3,200
DIME CMNTY BANCSHARES COM 253922108 550 29,900 SH   DFND 6,2,1 11,200 0 18,700
DINE BRANDS GLOBAL INC COM 254423106 413 6,300 SH   DFND 6,2,1 0 0 6,300
DIODES INC COM 254543101 3,527 115,800 SH   DFND 6,2,1 93,000 0 22,800
DISNEY WALT CO COM DISNEY 254687106 263 2,620 SH   DFND 2,1 2,620 0 0
DISNEY WALT CO COM DISNEY 254687106 7,167 71,354 SH   DFND 7,2,1 31,082 0 40,272
DISNEY WALT CO COM DISNEY 254687106 39,543 393,700 SH   DFND 6,2,1 170,000 0 223,700
DISNEY WALT CO COM DISNEY 254687106 9,715 96,728 SH   DFND 8,2,1 96,728 0 0
DISCOVER FINL SVCS COM 254709108 136 1,885 SH   DFND 7,2,1 1,885 0 0
DISCOVER FINL SVCS COM 254709108 6,603 91,800 SH   DFND 6,2,1 8,500 0 83,300
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 18 850 SH   DFND 7,2,1 850 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 199 9,300 SH   DFND 6,2,1 0 0 9,300
DISH NETWORK CORP CL A 25470M109 40 1,046 SH   DFND 7,2,1 1,046 0 0
DISH NETWORK CORP CL A 25470M109 208 5,500 SH   DFND 6,2,1 0 0 5,500
DR REDDYS LABS LTD ADR 256135203 650 19,884 SH   DFND 7,2,1 7,600 0 12,284
DOLBY LABORATORIES INC COM 25659T107 1,525 24,000 SH   DFND 8,2,1 24,000 0 0
DOLLAR GEN CORP NEW COM 256677105 124 1,326 SH   DFND 7,2,1 1,326 0 0
DOLLAR GEN CORP NEW COM 256677105 6,446 68,900 SH   DFND 6,2,1 11,700 0 57,200
DOLLAR GEN CORP NEW COM 256677105 430 4,600 SH   DFND 8,2,1 0 0 4,600
DOLLAR TREE INC COM 256746108 109 1,149 SH   DFND 7,2,1 1,149 0 0
DOLLAR TREE INC COM 256746108 1,452 15,300 SH   DFND 6,2,1 2,300 0 13,000
DOMINION ENERGY INC COM 25746U109 2,266 33,605 SH   DFND 7,2,1 33,605 0 0
DOMINION ENERGY INC COM 25746U109 19,481 288,900 SH   DFND 6,2,1 81,200 0 207,700
DOMINION ENERGY INC COM 25746U109 127 1,878 SH   DFND 8,2,1 1,878 0 0
DOMINOS PIZZA INC COM 25754A201 52 224 SH   DFND 7,2,1 224 0 0
DOMINOS PIZZA INC COM 25754A201 2,779 11,900 SH   DFND 6,2,1 0 0 11,900
DOMTAR CORP COM NEW 257559203 668 15,700 SH   DFND 6,2,1 15,700 0 0
DONEGAL GROUP INC CL A 257701201 370 23,400 SH   DFND 6,2,1 14,900 0 8,500
DONNELLEY FINL SOLUTIONS INC COM 25787G100 3,510 204,400 SH   DFND 6,2,1 142,200 0 62,200
DOUGLAS EMMETT INC COM 25960P109 7,542 205,182 SH   DFND 7,2,1 205,182 0 0
DOVER CORP COM 260003108 72 737 SH   DFND 7,2,1 737 0 0
DOVER CORP COM 260003108 4,882 49,700 SH   DFND 6,2,1 29,800 0 19,900
DOWDUPONT INC COM 26078J100 15,367 241,208 SH   DFND 7,2,1 165,043 0 76,165
DOWDUPONT INC COM 26078J100 35,156 551,814 SH   DFND 6,2,1 249,520 0 302,294
DOWDUPONT INC COM 26078J100 14,040 220,368 SH   DFND 8,2,1 220,368 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 111 940 SH   DFND 7,2,1 940 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 24,363 205,800 SH   DFND 6,2,1 11,300 0 194,500
DR PEPPER SNAPPLE GROUP INC COM 26138E109 474 4,000 SH   DFND 8,2,1 0 0 4,000
DUKE REALTY CORP COM NEW 264411505 11,337 428,123 SH   DFND 7,2,1 428,123 0 0
DUKE REALTY CORP COM NEW 264411505 13,219 499,200 SH   DFND 6,2,1 462,400 0 36,800
DUKE REALTY CORP COM NEW 264411505 1,086 41,000 SH   DFND 8,2,1 18,200 0 22,800
DUKE ENERGY CORP NEW COM NEW 26441C204 9,685 125,016 SH   DFND 7,2,1 79,694 0 45,322
DUKE ENERGY CORP NEW COM NEW 26441C204 10,246 132,260 SH   DFND 6,2,1 120,000 0 12,260
DUKE ENERGY CORP NEW COM NEW 26441C204 798 10,300 SH   DFND 8,2,1 10,300 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 18,672 159,593 SH   DFND 6,2,1 98,093 0 61,500
DUN & BRADSTREET CORP DEL NE COM 26483E100 1,400 11,970 SH   DFND 8,2,1 10,170 0 1,800
EL POLLO LOCO HLDGS INC COM 268603107 906 95,390 SH   DFND 6,2,1 49,300 0 46,090
EOG RES INC COM 26875P101 17,316 164,490 SH   DFND 7,2,1 124,690 0 39,800
EOG RES INC COM 26875P101 8,580 81,500 SH   DFND 6,2,1 74,700 0 6,800
EOG RES INC COM 26875P101 71,882 682,832 SH   DFND 8,2,1 682,832 0 0
EQT CORP COM 26884L109 305 6,415 SH   DFND 7,2,1 6,415 0 0
EQT CORP COM 26884L109 52 1,100 SH   DFND 6,2,1 0 0 1,100
EPR PPTYS COM SH BEN INT 26884U109 54 974 SH   DFND 7,2,1 974 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,496 27,000 SH   DFND 6,2,1 19,700 0 7,300
E TRADE FINANCIAL CORP COM NEW 269246401 75 1,350 SH   DFND 7,2,1 1,350 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 781 14,100 SH   DFND 6,2,1 0 0 14,100
EAST WEST BANCORP INC COM 27579R104 3,478 55,615 SH   DFND 7,2,1 55,615 0 0
EASTMAN CHEM CO COM 277432100 74 700 SH   DFND 7,2,1 700 0 0
EASTMAN CHEM CO COM 277432100 1,584 15,000 SH   DFND 6,2,1 0 0 15,000
EBAY INC COM 278642103 405 10,056 SH   DFND 7,2,1 4,977 0 5,079
EBAY INC COM 278642103 68,283 1,696,900 SH   DFND 6,2,1 1,206,000 0 490,900
EBAY INC COM 278642103 16,584 412,133 SH   DFND 8,2,1 384,433 0 27,700
ECHO GLOBAL LOGISTICS INC COM 27875T101 657 23,800 SH   DFND 6,2,1 16,200 0 7,600
ECHOSTAR CORP CL A 278768106 264 5,000 SH   DFND 6,2,1 0 0 5,000
ECOLAB INC COM 278865100 10,667 77,825 SH   DFND 7,2,1 20,630 0 57,195
ECOLAB INC COM 278865100 43,643 318,400 SH   DFND 6,2,1 156,200 0 162,200
ECOLAB INC COM 278865100 74,416 542,904 SH   DFND 8,2,1 535,804 0 7,100
ECOPETROL S A SPONSORED ADS 279158109 516 26,700 SH   DFND 6,2,1 26,700 0 0
EDISON INTL COM 281020107 99 1,560 SH   DFND 7,2,1 1,560 0 0
EDISON INTL COM 281020107 2,215 34,800 SH   DFND 6,2,1 2,200 0 32,600
EDWARDS LIFESCIENCES CORP COM 28176E108 148 1,058 SH   DFND 7,2,1 1,058 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 502 3,600 SH   DFND 6,2,1 1,700 0 1,900
EDWARDS LIFESCIENCES CORP COM 28176E108 18,562 133,043 SH   DFND 8,2,1 133,043 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 1,531 79,200 SH   DFND 6,2,1 48,600 0 30,600
ELECTRONIC ARTS INC COM 285512109 4,799 39,581 SH   DFND 7,2,1 39,581 0 0
ELECTRONIC ARTS INC COM 285512109 14,282 117,800 SH   DFND 6,2,1 32,400 0 85,400
ELECTRONIC ARTS INC COM 285512109 15,438 127,338 SH   DFND 8,2,1 127,338 0 0
ELLIS PERRY INTL INC COM 288853104 2,523 97,810 SH   DFND 6,2,1 58,100 0 39,710
EMCORE CORP COM NEW 290846203 442 77,507 SH   DFND 6,2,1 49,400 0 28,107
EMERGENT BIOSOLUTIONS INC COM 29089Q105 716 13,600 SH   DFND 6,2,1 6,400 0 7,200
EMERSON ELEC CO COM 291011104 505 7,391 SH   DFND 7,2,1 6,543 0 848
EMERSON ELEC CO COM 291011104 19,923 291,700 SH   DFND 6,2,1 100,500 0 191,200
ENCANA CORP COM 292505104 244 22,149 SH   DFND 7,2,1 22,149 0 0
ENBRIDGE INC COM 29250N105 4,014 127,564 SH   DFND 7,2,1 103,696 0 23,868
ENBRIDGE INC COM 29250N105 1,609 51,140 SH   DFND 6,2,1 36,800 0 14,340
ENDOLOGIX INC COM 29266S106 4,073 962,787 SH   DFND 8,2,1 962,787 0 0
ENDOCYTE INC COM 29269A102 518 57,035 SH   DFND 6,2,1 29,800 0 27,235
ENERSYS COM 29275Y102 1,214 17,500 SH   DFND 6,2,1 100 0 17,400
ENOVA INTL INC COM 29357K103 4,503 204,200 SH   DFND 6,2,1 142,700 0 61,500
ENTERCOM COMMUNICATIONS CORP CL A 293639100 243 25,200 SH   DFND 6,2,1 11,200 0 14,000
ENTERGY CORP NEW COM 29364G103 143 1,816 SH   DFND 7,2,1 1,816 0 0
ENTERGY CORP NEW COM 29364G103 1,741 22,100 SH   DFND 6,2,1 0 0 22,100
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,806 384,313 SH   DFND 6,2,1 261,213 0 123,100
EPAM SYS INC COM 29414B104 1,718 15,000 SH   DFND 7,2,1 15,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 11,100 26,547 SH   DFND 7,2,1 26,547 0 0
EQUINIX INC COM PAR $0.001 29444U700 376 900 SH   DFND 6,2,1 400 0 500
EQUITY COMWLTH COM SH BEN INT 294628102 60 1,951 SH   DFND 7,2,1 1,951 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,208 39,400 SH   DFND 6,2,1 32,700 0 6,700
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,002 64,953 SH   DFND 7,2,1 64,953 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 438 7,100 SH   DFND 6,2,1 7,100 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 154 2,500 SH   DFND 8,2,1 2,500 0 0
ESPERION THERAPEUTICS INC NE COM 29664W105 340 4,700 SH   DFND 6,2,1 4,400 0 300
ESSEX PPTY TR INC COM 297178105 448 1,862 SH   DFND 7,2,1 1,862 0 0
ESSEX PPTY TR INC COM 297178105 963 4,000 SH   DFND 6,2,1 2,600 0 1,400
ESTERLINE TECHNOLOGIES CORP COM 297425100 870 11,900 SH   DFND 6,2,1 6,000 0 5,900
ETSY INC COM 29786A106 410 14,600 SH   DFND 6,2,1 1,400 0 13,200
ETSY INC COM 29786A106 550 19,600 SH   DFND 8,2,1 19,600 0 0
EVERTEC INC COM 30040P103 5,669 346,700 SH   DFND 6,2,1 238,700 0 108,000
EVERSOURCE ENERGY COM 30040W108 164 2,783 SH   DFND 7,2,1 2,783 0 0
EVERSOURCE ENERGY COM 30040W108 55,497 941,900 SH   DFND 6,2,1 546,500 0 395,400
EVERSOURCE ENERGY COM 30040W108 4,784 81,200 SH   DFND 8,2,1 70,900 0 10,300
EXACT SCIENCES CORP COM 30063P105 6,096 151,158 SH   DFND 6,2,1 108,058 0 43,100
EXELON CORP COM 30161N101 832 21,318 SH   DFND 7,2,1 21,318 0 0
EXELON CORP COM 30161N101 23,983 614,800 SH   DFND 6,2,1 457,200 0 157,600
EXELON CORP COM 30161N101 4,135 106,000 SH   DFND 8,2,1 89,300 0 16,700
EXFO INC SUB VTG SHS 302046107 58 13,700 SH   DFND 6,2,1 12,700 0 1,000
EXPEDIA GROUP INC COM NEW 30212P303 67 607 SH   DFND 7,2,1 607 0 0
EXPEDIA GROUP INC COM NEW 30212P303 607 5,500 SH   DFND 6,2,1 0 0 5,500
EXPEDITORS INTL WASH INC COM 302130109 60 945 SH   DFND 7,2,1 945 0 0
EXPEDITORS INTL WASH INC COM 302130109 2,969 46,900 SH   DFND 6,2,1 14,000 0 32,900
EXPRESS INC COM 30219E103 433 60,500 SH   DFND 6,2,1 37,700 0 22,800
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,004 14,530 SH   DFND 7,2,1 2,852 0 11,678
EXPRESS SCRIPTS HLDG CO COM 30219G108 4,849 70,200 SH   DFND 6,2,1 62,300 0 7,900
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 15,822 800,298 SH   DFND 6,2,1 577,000 0 223,298
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,441 72,900 SH   DFND 8,2,1 72,900 0 0
EXTRA SPACE STORAGE INC COM 30225T102 27,929 319,698 SH   DFND 7,2,1 319,698 0 0
EXTRA SPACE STORAGE INC COM 30225T102 61 700 SH   DFND 6,2,1 700 0 0
EXTREME NETWORKS INC COM 30226D106 5,855 528,900 SH   DFND 6,2,1 371,200 0 157,700
EXTERRAN CORP COM 30227H106 3,495 130,915 SH   DFND 6,2,1 72,900 0 58,015
EXXON MOBIL CORP COM 30231G102 5,039 67,540 SH   DFND 2,1 67,540 0 0
EXXON MOBIL CORP COM 30231G102 17,332 232,305 SH   DFND 7,2,1 223,392 0 8,913
EXXON MOBIL CORP COM 30231G102 91,285 1,223,500 SH   DFND 6,2,1 631,400 0 592,100
EXXON MOBIL CORP COM 30231G102 16,228 217,500 SH   DFND 8,2,1 216,900 0 600
FLIR SYS INC COM 302445101 4,577 91,514 SH   DFND 7,2,1 91,514 0 0
F M C CORP COM NEW 302491303 822 10,735 SH   DFND 7,2,1 10,735 0 0
FNB CORP PA COM 302520101 5,428 403,600 SH   DFND 6,2,1 361,600 0 42,000
FTI CONSULTING INC COM 302941109 9,179 189,600 SH   DFND 6,2,1 133,300 0 56,300
FTI CONSULTING INC COM 302941109 237 4,900 SH   DFND 8,2,1 0 0 4,900
FACEBOOK INC CL A 30303M102 252 1,580 SH   DFND 2,1 1,580 0 0
FACEBOOK INC CL A 30303M102 24,747 154,872 SH   DFND 7,2,1 106,629 0 48,243
FACEBOOK INC CL A 30303M102 116,471 728,900 SH   DFND 6,2,1 585,800 0 143,100
FACEBOOK INC CL A 30303M102 145,674 911,662 SH   DFND 8,2,1 911,662 0 0
FASTENAL CO COM 311900104 78 1,422 SH   DFND 7,2,1 1,422 0 0
FASTENAL CO COM 311900104 6,709 122,900 SH   DFND 6,2,1 12,800 0 110,100
FASTENAL CO COM 311900104 11,878 217,591 SH   DFND 8,2,1 217,591 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 227 1,952 SH   DFND 7,2,1 1,952 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 104 900 SH   DFND 6,2,1 900 0 0
FEDERATED INVS INC PA CL B 314211103 7,478 223,900 SH   DFND 6,2,1 127,900 0 96,000
FEDEX CORP COM 31428X106 1,238 5,154 SH   DFND 7,2,1 2,938 0 2,216
FEDEX CORP COM 31428X106 10,037 41,800 SH   DFND 6,2,1 28,200 0 13,600
FEDEX CORP COM 31428X106 7,306 30,426 SH   DFND 8,2,1 30,426 0 0
FERRO CORP COM 315405100 444 19,100 SH   DFND 6,2,1 18,000 0 1,100
FIBROGEN INC COM 31572Q808 282 6,100 SH   DFND 6,2,1 6,100 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 156 1,621 SH   DFND 7,2,1 1,621 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 9,428 97,900 SH   DFND 6,2,1 8,700 0 89,200
FIDELITY NATL INFORMATION SV COM 31620M106 347 3,600 SH   DFND 8,2,1 3,600 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 52 1,306 SH   DFND 7,2,1 1,306 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6,923 173,000 SH   DFND 6,2,1 173,000 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,473 36,800 SH   DFND 8,2,1 36,800 0 0
FIFTH THIRD BANCORP COM 316773100 115 3,609 SH   DFND 7,2,1 3,609 0 0
FIFTH THIRD BANCORP COM 316773100 3,204 100,900 SH   DFND 6,2,1 0 0 100,900
FINANCIAL INSTNS INC COM 317585404 249 8,400 SH   DFND 6,2,1 8,400 0 0
FINISH LINE INC CL A 317923100 505 37,300 SH   DFND 6,2,1 25,500 0 11,800
FIRST AMERN FINL CORP COM 31847R102 1,555 26,500 SH   DFND 6,2,1 16,700 0 9,800
FIRST BANCORP N C COM 318910106 460 12,900 SH   DFND 6,2,1 12,900 0 0
FIRST HORIZON NATL CORP COM 320517105 2,625 139,400 SH   DFND 6,2,1 89,700 0 49,700
FIRST REP BK SAN FRANCISCO C COM 33616C100 76 821 SH   DFND 7,2,1 821 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 972 10,500 SH   DFND 6,2,1 0 0 10,500
FISERV INC COM 337738108 149 2,086 SH   DFND 7,2,1 2,086 0 0
FISERV INC COM 337738108 21,136 296,400 SH   DFND 6,2,1 36,400 0 260,000
FISERV INC COM 337738108 542 7,600 SH   DFND 8,2,1 7,600 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 5,423 153,200 SH   DFND 6,2,1 91,900 0 61,300
FIRSTENERGY CORP COM 337932107 52 1,530 SH   DFND 7,2,1 1,530 0 0
FIRSTENERGY CORP COM 337932107 881 25,900 SH   DFND 6,2,1 25,900 0 0
FIVE9 INC COM 338307101 467 15,693 SH   DFND 6,2,1 8,793 0 6,900
FIVE9 INC COM 338307101 9,799 328,927 SH   DFND 8,2,1 328,927 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 3,787 220,413 SH   DFND 8,2,1 220,413 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 96 473 SH   DFND 7,2,1 473 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,516 22,300 SH   DFND 8,2,1 22,300 0 0
FONAR CORP COM NEW 344437405 691 23,180 SH   DFND 6,2,1 17,710 0 5,470
FORD MTR CO DEL COM PAR $0.01 345370860 530 47,789 SH   DFND 7,2,1 22,232 0 25,557
FORD MTR CO DEL COM PAR $0.01 345370860 56,824 5,128,500 SH   DFND 6,2,1 4,129,200 0 999,300
FORD MTR CO DEL COM PAR $0.01 345370860 9,771 881,900 SH   DFND 8,2,1 779,500 0 102,400
FORMFACTOR INC COM 346375108 677 49,589 SH   DFND 6,2,1 36,299 0 13,290
FORTIS INC COM 349553107 6,880 203,741 SH   DFND 7,2,1 116,259 0 87,482
FORTIS INC COM 349553107 8,598 254,600 SH   DFND 6,2,1 0 0 254,600
FORTIVE CORP COM 34959J108 120 1,545 SH   DFND 7,2,1 1,545 0 0
FORTIVE CORP COM 34959J108 18,144 234,050 SH   DFND 6,2,1 27,900 0 206,150
FORTIVE CORP COM 34959J108 574 7,400 SH   DFND 8,2,1 7,400 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 2,104 191,300 SH   DFND 6,2,1 122,200 0 69,100
FOUNDATION MEDICINE INC COM 350465100 1,922 24,400 SH   DFND 6,2,1 11,800 0 12,600
FOX FACTORY HLDG CORP COM 35138V102 2,297 65,812 SH   DFND 7,2,1 65,812 0 0
FRANCO NEVADA CORP COM 351858105 2,784 40,707 SH   DFND 7,2,1 40,707 0 0
FRANCO NEVADA CORP COM 351858105 1,518 22,200 SH   DFND 6,2,1 0 0 22,200
FRANKLIN RES INC COM 354613101 56 1,605 SH   DFND 7,2,1 1,605 0 0
FRANKLIN RES INC COM 354613101 8,528 245,900 SH   DFND 6,2,1 233,300 0 12,600
FRANKLIN STREET PPTYS CORP COM 35471R106 3,997 475,255 SH   DFND 6,2,1 357,600 0 117,655
FREDS INC CL A 356108100 35 11,600 SH   DFND 6,2,1 0 0 11,600
GEO GROUP INC NEW COM 36162J106 7,007 342,300 SH   DFND 6,2,1 236,500 0 105,800
GGP INC COM 36174X101 9,668 472,509 SH   DFND 7,2,1 472,509 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 10,506 93,249 SH   DFND 8,2,1 93,249 0 0
GSI TECHNOLOGY COM 36241U106 76 10,300 SH   DFND 6,2,1 10,300 0 0
GAIN CAP HLDGS INC COM 36268W100 1,582 234,400 SH   DFND 6,2,1 134,000 0 100,400
GALLAGHER ARTHUR J & CO COM 363576109 82 1,187 SH   DFND 7,2,1 1,187 0 0
GALLAGHER ARTHUR J & CO COM 363576109 406 5,900 SH   DFND 6,2,1 0 0 5,900
GAMESTOP CORP NEW CL A 36467W109 917 72,700 SH   DFND 6,2,1 56,100 0 16,600
GAMESTOP CORP NEW CL A 36467W109 546 43,300 SH   DFND 8,2,1 32,800 0 10,500
GANNETT CO INC COM 36473H104 1,220 122,200 SH   DFND 6,2,1 66,700 0 55,500
GAP INC DEL COM 364760108 36 1,144 SH   DFND 7,2,1 1,144 0 0
GAP INC DEL COM 364760108 17,182 550,700 SH   DFND 6,2,1 414,600 0 136,100
GAP INC DEL COM 364760108 1,282 41,100 SH   DFND 8,2,1 39,300 0 1,800
GENERAL DYNAMICS CORP COM 369550108 206 934 SH   DFND 7,2,1 934 0 0
GENERAL DYNAMICS CORP COM 369550108 1,281 5,800 SH   DFND 6,2,1 900 0 4,900
GENERAL ELECTRIC CO COM 369604103 149 11,080 SH   DFND 2,1 11,080 0 0
GENERAL ELECTRIC CO COM 369604103 8,346 619,127 SH   DFND 7,2,1 277,038 0 342,089
GENERAL ELECTRIC CO COM 369604103 16,624 1,233,200 SH   DFND 6,2,1 966,600 0 266,600
GENERAL MLS INC COM 370334104 132 2,920 SH   DFND 7,2,1 2,920 0 0
GENERAL MLS INC COM 370334104 29,221 648,500 SH   DFND 6,2,1 408,400 0 240,100
GENERAL MLS INC COM 370334104 315 7,000 SH   DFND 8,2,1 4,200 0 2,800
GENERAL MTRS CO COM 37045V100 550 15,142 SH   DFND 7,2,1 12,373 0 2,769
GENERAL MTRS CO COM 37045V100 67,974 1,870,500 SH   DFND 6,2,1 1,308,700 0 561,800
GENERAL MTRS CO COM 37045V100 9,797 269,600 SH   DFND 8,2,1 238,400 0 31,200
GENESCO INC COM 371532102 451 11,100 SH   DFND 6,2,1 5,400 0 5,700
GENUINE PARTS CO COM 372460105 63 700 SH   DFND 7,2,1 700 0 0
GENUINE PARTS CO COM 372460105 6,181 68,800 SH   DFND 6,2,1 0 0 68,800
GILEAD SCIENCES INC COM 375558103 1,815 24,077 SH   DFND 7,2,1 6,385 0 17,692
GILEAD SCIENCES INC COM 375558103 23,198 307,700 SH   DFND 6,2,1 149,600 0 158,100
GILEAD SCIENCES INC COM 375558103 36,002 477,547 SH   DFND 8,2,1 477,547 0 0
GILDAN ACTIVEWEAR INC COM 375916103 9 300 SH   DFND 7,2,1 300 0 0
GILDAN ACTIVEWEAR INC COM 375916103 1,095 37,900 SH   DFND 6,2,1 14,100 0 23,800
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 1,198 24,800 SH   DFND 6,2,1 23,700 0 1,100
GLOBAL PMTS INC COM 37940X102 2,523 22,623 SH   DFND 7,2,1 22,623 0 0
GLOBAL PMTS INC COM 37940X102 8,331 74,700 SH   DFND 8,2,1 74,700 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,997 59,700 SH   DFND 6,2,1 53,000 0 6,700
GLOBUS MED INC CL A 379577208 910 18,265 SH   DFND 2,1 18,265 0 0
GLOBUS MED INC CL A 379577208 48,173 966,935 SH   DFND 8,2,1 966,935 0 0
GLU MOBILE INC COM 379890106 440 116,800 SH   DFND 6,2,1 76,700 0 40,100
GLYCOMIMETICS INC COM 38000Q102 8,255 508,632 SH   DFND 8,2,1 508,632 0 0
GODADDY INC CL A 380237107 1,056 17,190 SH   DFND 8,2,1 17,190 0 0
GOLDCORP INC NEW COM 380956409 2,330 168,598 SH   DFND 7,2,1 168,598 0 0
GOLDEN ENTMT INC COM 381013101 290 12,500 SH   DFND 6,2,1 6,000 0 6,500
GOLDMAN SACHS GROUP INC COM 38141G104 504 2,000 SH   DFND 2,1 2,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,740 34,700 SH   DFND 7,2,1 16,044 0 18,656
GOLDMAN SACHS GROUP INC COM 38141G104 14,230 56,500 SH   DFND 6,2,1 36,900 0 19,600
GRAHAM HLDGS CO COM 384637104 13,052 21,672 SH   DFND 6,2,1 15,100 0 6,572
GRAHAM HLDGS CO COM 384637104 903 1,500 SH   DFND 8,2,1 900 0 600
GRAINGER W W INC COM 384802104 349 1,236 SH   DFND 7,2,1 272 0 964
GRAINGER W W INC COM 384802104 85 300 SH   DFND 6,2,1 300 0 0
GREAT PLAINS ENERGY INC COM 391164100 1,936 60,900 SH   DFND 6,2,1 28,000 0 32,900
GREEN DOT CORP CL A 39304D102 475 7,400 SH   DFND 6,2,1 4,400 0 3,000
GREENBRIER COS INC COM 393657101 5,869 116,800 SH   DFND 6,2,1 77,800 0 39,000
GREIF INC CL A 397624107 10,006 191,500 SH   DFND 6,2,1 127,100 0 64,400
GREIF INC CL A 397624107 240 4,600 SH   DFND 8,2,1 0 0 4,600
GROUPE CGI INC CL A SUB VTG 39945C109 808 14,017 SH   DFND 7,2,1 498 0 13,519
GROUPE CGI INC CL A SUB VTG 39945C109 15,442 267,900 SH   DFND 6,2,1 154,100 0 113,800
GROUPE CGI INC CL A SUB VTG 39945C109 4,747 82,355 SH   DFND 8,2,1 66,955 0 15,400
GROUPON INC COM 399473107 6,842 1,576,400 SH   DFND 6,2,1 1,163,900 0 412,500
GROUPON INC COM 399473107 953 219,690 SH   DFND 8,2,1 219,690 0 0
GRUBHUB INC COM 400110102 2,100 20,700 SH   DFND 6,2,1 20,100 0 600
GRUBHUB INC COM 400110102 4,647 45,800 SH   DFND 8,2,1 45,800 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 6,160 6,300,000 PRN   DFND 7,2,1 5,870,000 0 430,000
HCA HEALTHCARE INC COM 40412C101 136 1,400 SH   DFND 7,2,1 1,400 0 0
HCA HEALTHCARE INC COM 40412C101 12,086 124,600 SH   DFND 6,2,1 12,600 0 112,000
HCA HEALTHCARE INC COM 40412C101 815 8,400 SH   DFND 8,2,1 2,300 0 6,100
HCP INC COM 40414L109 797 34,325 SH   DFND 7,2,1 34,325 0 0
HCP INC COM 40414L109 144 6,200 SH   DFND 6,2,1 6,200 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 10,243 103,705 SH   DFND 7,2,1 103,705 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,027 111,645 SH   DFND 8,2,1 0 0 111,645
HD SUPPLY HLDGS INC COM 40416M105 38 1,000 SH   DFND 7,2,1 1,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 14,732 388,300 SH   DFND 6,2,1 274,200 0 114,100
HD SUPPLY HLDGS INC COM 40416M105 1,916 50,500 SH   DFND 8,2,1 36,900 0 13,600
HP INC COM 40434L105 421 19,224 SH   DFND 7,2,1 14,929 0 4,295
HP INC COM 40434L105 9,025 411,737 SH   DFND 6,2,1 220,737 0 191,000
HP INC COM 40434L105 96 4,400 SH   DFND 8,2,1 4,400 0 0
HALCON RES CORP COM PAR NEW 40537Q605 3,361 690,200 SH   DFND 6,2,1 489,200 0 201,000
HALLIBURTON CO COM 406216101 2,233 47,580 SH   DFND 7,2,1 21,088 0 26,492
HALLIBURTON CO COM 406216101 7,543 160,700 SH   DFND 6,2,1 115,600 0 45,100
HALLIBURTON CO COM 406216101 2,629 56,000 SH   DFND 8,2,1 56,000 0 0
HALYARD HEALTH INC COM 40650V100 1,571 34,100 SH   DFND 6,2,1 34,100 0 0
HANESBRANDS INC COM 410345102 32 1,756 SH   DFND 7,2,1 1,756 0 0
HANESBRANDS INC COM 410345102 6,471 351,300 SH   DFND 6,2,1 335,000 0 16,300
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,264 64,827 SH   DFND 8,2,1 64,827 0 0
HARLEY DAVIDSON INC COM 412822108 41 946 SH   DFND 7,2,1 946 0 0
HARLEY DAVIDSON INC COM 412822108 635 14,800 SH   DFND 6,2,1 0 0 14,800
HARMONIC INC COM 413160102 1,055 277,566 SH   DFND 6,2,1 170,846 0 106,720
HARRIS CORP DEL COM 413875105 94 581 SH   DFND 7,2,1 581 0 0
HARRIS CORP DEL COM 413875105 2,226 13,800 SH   DFND 6,2,1 0 0 13,800
HARVARD BIOSCIENCE INC COM 416906105 491 98,150 SH   DFND 6,2,1 84,550 0 13,600
HASBRO INC COM 418056107 46 544 SH   DFND 7,2,1 544 0 0
HASBRO INC COM 418056107 3,220 38,200 SH   DFND 6,2,1 0 0 38,200
HASBRO INC COM 418056107 230 2,730 SH   DFND 8,2,1 2,730 0 0
HAVERTY FURNITURE INC COM 419596101 549 27,250 SH   DFND 6,2,1 15,200 0 12,050
HEALTH INS INNOVATIONS INC COM CL A 42225K106 477 16,500 SH   DFND 6,2,1 3,500 0 13,000
HEALTHEQUITY INC COM 42226A107 3,930 64,917 SH   DFND 7,2,1 64,917 0 0
HECLA MNG CO COM 422704106 527 143,600 SH   DFND 6,2,1 10,300 0 133,300
HERSHEY CO COM 427866108 69 700 SH   DFND 7,2,1 700 0 0
HERSHEY CO COM 427866108 6,373 64,400 SH   DFND 6,2,1 1,900 0 62,500
HERSHEY CO COM 427866108 267 2,700 SH   DFND 8,2,1 2,700 0 0
HESS CORP COM 42809H107 377 7,443 SH   DFND 7,2,1 7,443 0 0
HESS CORP COM 42809H107 9,066 179,100 SH   DFND 6,2,1 0 0 179,100
HEWLETT PACKARD ENTERPRISE C COM 42824C109 786 44,828 SH   DFND 7,2,1 7,932 0 36,896
HEWLETT PACKARD ENTERPRISE C COM 42824C109 11,604 661,600 SH   DFND 6,2,1 15,800 0 645,800
HEXCEL CORP NEW COM 428291108 54,495 843,700 SH   DFND 8,2,1 843,700 0 0
HILL INTERNATIONAL INC COM 431466101 101 17,700 SH   DFND 6,2,1 11,600 0 6,100
HILL ROM HLDGS INC COM 431475102 1,992 22,900 SH   DFND 6,2,1 13,800 0 9,100
HILTON WORLDWIDE HLDGS INC COM 43300A203 78 986 SH   DFND 7,2,1 986 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,521 44,700 SH   DFND 6,2,1 5,900 0 38,800
HILTON WORLDWIDE HLDGS INC COM 43300A203 480 6,100 SH   DFND 8,2,1 0 0 6,100
HOLLYFRONTIER CORP COM 436106108 220 4,499 SH   DFND 7,2,1 4,499 0 0
HOLOGIC INC COM 436440101 1,325 35,475 SH   DFND 2,1 35,475 0 0
HOLOGIC INC COM 436440101 51 1,368 SH   DFND 7,2,1 1,368 0 0
HOLOGIC INC COM 436440101 81,001 2,168,130 SH   DFND 8,2,1 2,168,130 0 0
HOME DEPOT INC COM 437076102 14,461 81,132 SH   DFND 7,2,1 39,082 0 42,050
HOME DEPOT INC COM 437076102 74,112 415,800 SH   DFND 6,2,1 160,200 0 255,600
HOME DEPOT INC COM 437076102 2,475 13,886 SH   DFND 8,2,1 8,986 0 4,900
HONEYWELL INTL INC COM 438516106 1,730 11,973 SH   DFND 2,1 11,973 0 0
HONEYWELL INTL INC COM 438516106 13,793 95,446 SH   DFND 7,2,1 95,076 0 370
HONEYWELL INTL INC COM 438516106 51,417 355,800 SH   DFND 6,2,1 84,600 0 271,200
HONEYWELL INTL INC COM 438516106 86,602 599,279 SH   DFND 8,2,1 599,279 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 208 20,003 SH   DFND 6,2,1 11,003 0 9,000
HORTONWORKS INC COM 440894103 609 29,900 SH   DFND 6,2,1 29,900 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 64 2,538 SH   DFND 7,2,1 2,538 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 8,920 352,002 SH   DFND 6,2,1 248,700 0 103,302
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 286 11,296 SH   DFND 8,2,1 11,296 0 0
HOST HOTELS & RESORTS INC COM 44107P104 16,624 891,830 SH   DFND 7,2,1 891,830 0 0
HOST HOTELS & RESORTS INC COM 44107P104 869 46,600 SH   DFND 6,2,1 0 0 46,600
HUB GROUP INC CL A 443320106 318 7,600 SH   DFND 6,2,1 7,600 0 0
HUBSPOT INC COM 443573100 628 5,800 SH   DFND 6,2,1 5,800 0 0
HUBSPOT INC COM 443573100 8,914 82,304 SH   DFND 8,2,1 82,304 0 0
HUDBAY MINERALS INC COM 443628102 250 35,200 SH   DFND 6,2,1 27,600 0 7,600
HUMANA INC COM 444859102 197 734 SH   DFND 7,2,1 734 0 0
HUMANA INC COM 444859102 17,340 64,500 SH   DFND 6,2,1 22,400 0 42,100
HUMANA INC COM 444859102 484 1,800 SH   DFND 8,2,1 1,100 0 700
HUNT J B TRANS SVCS INC COM 445658107 48 408 SH   DFND 7,2,1 408 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,554 21,800 SH   DFND 8,2,1 21,800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 81 5,391 SH   DFND 7,2,1 5,391 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,117 74,000 SH   DFND 6,2,1 0 0 74,000
HUNTINGTON INGALLS INDS INC COM 446413106 59 229 SH   DFND 7,2,1 229 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,186 4,600 SH   DFND 6,2,1 400 0 4,200
HUNTINGTON INGALLS INDS INC COM 446413106 206 800 SH   DFND 8,2,1 800 0 0
HUNTSMAN CORP COM 447011107 18,542 633,900 SH   DFND 6,2,1 396,400 0 237,500
HUNTSMAN CORP COM 447011107 1,498 51,200 SH   DFND 8,2,1 48,800 0 2,400
HURCO COMPANIES INC COM 447324104 1,338 29,150 SH   DFND 6,2,1 15,787 0 13,363
IDT CORP CL B NEW 448947507 148 23,600 SH   DFND 6,2,1 18,000 0 5,600
HYSTER YALE MATLS HANDLING I CL A 449172105 4,494 64,269 SH   DFND 6,2,1 41,439 0 22,830
IAC INTERACTIVECORP COM 44919P508 48 307 SH   DFND 7,2,1 307 0 0
IAC INTERACTIVECORP COM 44919P508 3,284 21,000 SH   DFND 6,2,1 6,300 0 14,700
IAC INTERACTIVECORP COM 44919P508 1,544 9,874 SH   DFND 8,2,1 9,874 0 0
ICF INTL INC COM 44925C103 2,376 40,658 SH   DFND 6,2,1 21,304 0 19,354
IPG PHOTONICS CORP COM 44980X109 2,253 9,653 SH   DFND 2,1 9,653 0 0
IPG PHOTONICS CORP COM 44980X109 408 1,750 SH   DFND 7,2,1 1,750 0 0
IPG PHOTONICS CORP COM 44980X109 16,733 71,700 SH   DFND 6,2,1 43,500 0 28,200
IPG PHOTONICS CORP COM 44980X109 117,396 503,023 SH   DFND 8,2,1 503,023 0 0
ITT INC COM 45073V108 214 4,369 SH   DFND 8,2,1 4,369 0 0
IAMGOLD CORP COM 450913108 6,372 1,227,700 SH   DFND 6,2,1 881,100 0 346,600
ICICI BK LTD ADR 45104G104 5,859 662,036 SH   DFND 8,2,1 0 0 662,036
IDEX CORP COM 45167R104 54 378 SH   DFND 7,2,1 378 0 0
IDEX CORP COM 45167R104 2,009 14,100 SH   DFND 6,2,1 5,600 0 8,500
IDEX CORP COM 45167R104 185 1,300 SH   DFND 8,2,1 1,300 0 0
IDEXX LABS INC COM 45168D104 81 424 SH   DFND 7,2,1 424 0 0
IDEXX LABS INC COM 45168D104 7,502 39,200 SH   DFND 6,2,1 3,100 0 36,100
IDEXX LABS INC COM 45168D104 33 170 SH   DFND 8,2,1 0 0 170
ILLINOIS TOOL WKS INC COM 452308109 717 4,577 SH   DFND 7,2,1 1,994 0 2,583
ILLINOIS TOOL WKS INC COM 452308109 32,397 206,800 SH   DFND 6,2,1 47,700 0 159,100
ILLINOIS TOOL WKS INC COM 452308109 611 3,900 SH   DFND 8,2,1 3,900 0 0
ILLUMINA INC COM 452327109 1,347 5,696 SH   DFND 2,1 5,696 0 0
ILLUMINA INC COM 452327109 175 740 SH   DFND 7,2,1 740 0 0
ILLUMINA INC COM 452327109 520 2,200 SH   DFND 6,2,1 1,000 0 1,200
ILLUMINA INC COM 452327109 77,633 328,369 SH   DFND 8,2,1 328,369 0 0
ILLUMINA INC NOTE 6/1 452327AF6 24,729 22,352,000 PRN   DFND 7,2,1 17,852,000 0 4,500,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 8,535 7,000,000 PRN   DFND 7,2,1 0 0 7,000,000
IMMUNOGEN INC COM 45253H101 195 18,544 SH   DFND 6,2,1 18,544 0 0
INCYTE CORP COM 45337C102 69 834 SH   DFND 7,2,1 834 0 0
INCYTE CORP COM 45337C102 317 3,800 SH   DFND 6,2,1 0 0 3,800
INCYTE CORP COM 45337C102 29,522 354,274 SH   DFND 8,2,1 354,274 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 437 12,256 SH   DFND 6,2,1 9,300 0 2,956
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 2,098 68,250 SH   DFND 5,4,2,1 68,250 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 92 21,898 SH   DFND 6,2,1 21,898 0 0
INFOSYS LTD SPONSORED ADR 456788108 2,342 131,218 SH   DFND 7,2,1 47,416 0 83,802
INFRAREIT INC COM 45685L100 1,998 102,813 SH   DFND 6,2,1 91,313 0 11,500
INGREDION INC COM 457187102 47 363 SH   DFND 7,2,1 363 0 0
INGREDION INC COM 457187102 13,040 101,150 SH   DFND 6,2,1 49,950 0 51,200
INGREDION INC COM 457187102 2,385 18,500 SH   DFND 8,2,1 13,100 0 5,400
INSIGHT ENTERPRISES INC COM 45765U103 201 5,750 SH   DFND 6,2,1 0 0 5,750
INNOPHOS HOLDINGS INC COM 45774N108 2,565 63,800 SH   DFND 6,2,1 36,700 0 27,100
INSULET CORP COM 45784P101 6,647 76,682 SH   DFND 8,2,1 76,682 0 0
INTEL CORP COM 458140100 402 7,710 SH   DFND 2,1 7,710 0 0
INTEL CORP COM 458140100 12,154 233,378 SH   DFND 7,2,1 163,919 0 69,459
INTEL CORP COM 458140100 125,565 2,411,000 SH   DFND 6,2,1 1,186,000 0 1,225,000
INTEL CORP COM 458140100 10,307 197,900 SH   DFND 8,2,1 163,700 0 34,200
INTEL CORP SDCV 3.250% 8/0 458140AF7 19,651 7,900,000 PRN   DFND 7,2,1 7,400,000 0 500,000
INTEGER HLDGS CORP COM 45826H109 8,262 146,100 SH   DFND 6,2,1 98,200 0 47,900
INTERCONTINENTAL EXCHANGE IN COM 45866F104 213 2,939 SH   DFND 7,2,1 2,939 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 14,765 203,600 SH   DFND 6,2,1 74,300 0 129,300
INTERCONTINENTAL EXCHANGE IN COM 45866F104 3,039 41,900 SH   DFND 8,2,1 41,900 0 0
INTERDIGITAL INC COM 45867G101 287 3,900 SH   DFND 6,2,1 3,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,291 8,412 SH   DFND 7,2,1 7,940 0 472
INTERNATIONAL BUSINESS MACHS COM 459200101 125,076 815,200 SH   DFND 6,2,1 512,800 0 302,400
INTERNATIONAL BUSINESS MACHS COM 459200101 12,182 79,400 SH   DFND 8,2,1 74,500 0 4,900
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 51 374 SH   DFND 7,2,1 374 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 5,435 39,700 SH   DFND 6,2,1 6,700 0 33,000
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 123 900 SH   DFND 8,2,1 900 0 0
INTL PAPER CO COM 460146103 364 6,817 SH   DFND 7,2,1 6,348 0 469
INTL PAPER CO COM 460146103 1,817 34,000 SH   DFND 6,2,1 0 0 34,000
INTERNATIONAL SPEEDWAY CORP CL A 460335201 7,451 168,954 SH   DFND 6,2,1 112,354 0 56,600
INTERPUBLIC GROUP COS INC COM 460690100 44 1,916 SH   DFND 7,2,1 1,916 0 0
INTERPUBLIC GROUP COS INC COM 460690100 345 15,000 SH   DFND 6,2,1 0 0 15,000
INTERPUBLIC GROUP COS INC COM 460690100 185 8,025 SH   DFND 8,2,1 8,025 0 0
INTERSECT ENT INC COM 46071F103 714 18,176 SH   DFND 6,2,1 13,176 0 5,000
INTUIT COM 461202103 211 1,218 SH   DFND 7,2,1 1,218 0 0
INTUIT COM 461202103 26,519 152,980 SH   DFND 6,2,1 41,800 0 111,180
INTUIT COM 461202103 1,902 10,972 SH   DFND 8,2,1 10,972 0 0
INVACARE CORP COM 461203101 465 26,700 SH   DFND 6,2,1 26,700 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,688 6,510 SH   DFND 2,1 6,510 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 233 565 SH   DFND 7,2,1 565 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 10,568 25,600 SH   DFND 6,2,1 12,900 0 12,700
INTUITIVE SURGICAL INC COM NEW 46120E602 110,704 268,158 SH   DFND 8,2,1 268,158 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 332 16,800 SH   DFND 6,2,1 6,900 0 9,900
INVESTORS REAL ESTATE TR SH BEN INT 461730103 192 37,040 SH   DFND 6,2,1 0 0 37,040
INVITATION HOMES INC COM 46187W107 15,492 678,580 SH   DFND 7,2,1 678,580 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 488 18,000 SH   DFND 6,2,1 17,200 0 800
IONIS PHARMACEUTICALS INC COM 462222100 10,255 232,635 SH   DFND 8,2,1 232,635 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,431 84,703 SH   DFND 8,2,1 84,703 0 0
IQVIA HLDGS INC COM 46266C105 798 8,130 SH   DFND 7,2,1 724 0 7,406
IQVIA HLDGS INC COM 46266C105 7,633 77,800 SH   DFND 6,2,1 0 0 77,800
IRON MTN INC NEW COM 46284V101 38 1,167 SH   DFND 7,2,1 1,167 0 0
IRON MTN INC NEW COM 46284V101 808 24,600 SH   DFND 6,2,1 11,900 0 12,700
ISHARES GOLD TRUST ISHARES 464285105 12,477 980,100 SH   DFND 5,4,2,1 980,100 0 0
ISHARES INC MSCI AUST ETF 464286103 1,967 89,315 SH   DFND 5,4,2,1 89,315 0 0
ISHARES INC MSCI AUSTRIA ETF 464286202 2,118 83,537 SH   DFND 5,4,2,1 83,537 0 0
ISHARES INC MSCI BELGIUM ETF 464286301 1,646 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 364 12,600 SH   DFND 5,4,2,1 12,600 0 0
ISHARES INC MSCI CDA ETF 464286509 724 26,258 SH   DFND 5,4,2,1 26,258 0 0
ISHARES INC MIN VOL GBL ETF 464286525 3,528 42,090 SH   DFND 5,4,2,1 42,090 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,080 17,320 SH   DFND 5,4,2,1 17,320 0 0
ISHARES INC MSCI THAILND ETF 464286624 386 3,868 SH   DFND 5,4,2,1 3,868 0 0
ISHARES INC MSCI ISRAEL ETF 464286632 1,560 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES INC MSCI PAC JP ETF 464286665 2,959 63,692 SH   DFND 5,4,2,1 63,692 0 0
ISHARES INC MSCI FRANCE ETF 464286707 4,200 133,767 SH   DFND 5,4,2,1 133,767 0 0
ISHARES INC MSCI TURKEY ETF 464286715 517 12,184 SH   DFND 5,4,2,1 12,184 0 0
ISHARES INC MSCI SWITZERLAND 464286749 478 13,900 SH   DFND 5,4,2,1 13,900 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 335 10,003 SH   DFND 5,4,2,1 10,003 0 0
ISHARES INC MSCI SPAIN ETF 464286764 3,960 121,821 SH   DFND 5,4,2,1 121,821 0 0
ISHARES INC MSCI STH KOR ETF 464286772 30 398 SH   DFND 2,1 0 0 398
ISHARES INC MSCI STH KOR ETF 464286772 272 3,600 SH   DFND 5,4,2,1 3,600 0 0
ISHARES INC MSCI GERMANY ETF 464286806 9,958 310,810 SH   DFND 5,4,2,1 310,810 0 0
ISHARES INC MSCI NETHERL ETF 464286814 636 19,893 SH   DFND 5,4,2,1 19,893 0 0
ISHARES INC MSCI MEXICO ETF 464286822 605 11,748 SH   DFND 5,4,2,1 11,748 0 0
ISHARES INC MSCI HONG KG ETF 464286871 270 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 6,890 59,402 SH   DFND 5,4,2,1 59,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 127,159 776,023 SH   DFND 5,4,2,1 776,023 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 37,048 241,654 SH   DFND 5,4,2,1 241,654 0 0
ISHARES TR CORE S&P TTL STK 464287150 6,810 112,630 SH   DFND 5,4,2,1 112,630 0 0
ISHARES TR TIPS BD ETF 464287176 2,736 24,200 SH   DFND 5,4,2,1 24,200 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,635 161,615 SH   DFND 5,4,2,1 161,615 0 0
ISHARES TR CORE S&P500 ETF 464287200 599 2,258 SH   DFND 2,1 0 0 2,258
ISHARES TR CORE S&P500 ETF 464287200 73,194 275,817 SH   DFND 5,4,2,1 275,817 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,449 32,160 SH   DFND 5,4,2,1 32,160 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 117,768 759,448 SH   DFND 5,4,2,1 759,448 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 386 11,370 SH   DFND 5,4,2,1 11,370 0 0
ISHARES TR NORTH AMERN NAT 464287374 241 7,290 SH   DFND 5,4,2,1 7,290 0 0
ISHARES TR LATN AMER 40 ETF 464287390 2,042 54,347 SH   DFND 5,4,2,1 54,347 0 0
ISHARES TR S&P 500 VAL ETF 464287408 30,609 279,941 SH   DFND 5,4,2,1 279,941 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 678 8,113 SH   DFND 2,1 0 0 8,113
ISHARES TR MSCI EAFE ETF 464287465 11,523 165,366 SH   DFND 5,4,2,1 165,366 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 62,106 718,575 SH   DFND 5,4,2,1 718,575 0 0
ISHARES TR RUS MD CP GR ETF 464287481 5,060 41,154 SH   DFND 5,4,2,1 41,154 0 0
ISHARES TR RUS MID CAP ETF 464287499 600 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 723 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 71,494 398,450 SH   DFND 5,4,2,1 398,450 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 49,376 411,603 SH   DFND 5,4,2,1 411,603 0 0
ISHARES TR S&P MC 400GR ETF 464287606 9,139 41,860 SH   DFND 5,4,2,1 41,860 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 157,530 1,157,540 SH   DFND 5,4,2,1 1,157,540 0 0
ISHARES TR RUS 1000 ETF 464287622 38,368 261,255 SH   DFND 5,4,2,1 261,255 0 0
ISHARES TR S&P MC 400VL ETF 464287705 49,042 317,421 SH   DFND 5,4,2,1 317,421 0 0
ISHARES TR U.S. ENERGY ETF 464287796 745 20,160 SH   DFND 5,4,2,1 20,160 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 30,035 295,736 SH   DFND 5,4,2,1 295,736 0 0
ISHARES TR INTL TREA BD ETF 464288117 404 7,830 SH   DFND 5,4,2,1 7,830 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 846 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 124 13,040 SH   DFND 5,4,2,1 13,040 0 0
ISHARES TR EAFE SML CP ETF 464288273 6,061 92,980 SH   DFND 5,4,2,1 92,980 0 0
ISHARES TR JPMORGAN USD EMG 464288281 11,995 106,320 SH   DFND 5,4,2,1 106,320 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 6,562 31,330 SH   DFND 5,4,2,1 31,330 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,213 28,310 SH   DFND 5,4,2,1 28,310 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 20,344 130,437 SH   DFND 5,4,2,1 130,437 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,406 87,380 SH   DFND 5,4,2,1 87,380 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,786 125,950 SH   DFND 5,4,2,1 125,950 0 0
ISHARES TR CRE U S REIT ETF 464288521 1,084 24,050 SH   DFND 5,4,2,1 24,050 0 0
ISHARES TR US OIL GS EX ETF 464288851 2,402 37,790 SH   DFND 5,4,2,1 37,790 0 0
ISHARES TR NEW ZEALAND ETF 464289123 1,601 32,800 SH   DFND 5,4,2,1 32,800 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 344 22,300 SH   DFND 5,4,2,1 22,300 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 596 22,100 SH   DFND 5,4,2,1 22,100 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,309 48,300 SH   DFND 5,4,2,1 48,300 0 0
ISHARES TR MSCI IRELAND ETF 46429B507 1,289 27,600 SH   DFND 5,4,2,1 27,600 0 0
ISHARES TR MSCI POLAND ETF 46429B606 28 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POLAND ETF 46429B606 301 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 3,856 75,710 SH   DFND 5,4,2,1 75,710 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 383 5,195 SH   DFND 2,1 0 0 5,195
ISHARES TR MIN VOL EAFE ETF 46429B689 2,917 39,580 SH   DFND 5,4,2,1 39,580 0 0
ISHARES TR MIN VOL USA ETF 46429B697 130 2,500 SH   DFND 2,1 0 0 2,500
ISHARES TR MIN VOL USA ETF 46429B697 3,027 58,290 SH   DFND 5,4,2,1 58,290 0 0
ISHARES US ETF TR COMMOD SEL STG 46431W853 671 18,170 SH   DFND 5,4,2,1 18,170 0 0
ISHARES TR CORE MSCI EAFE 46432F842 24,702 374,960 SH   DFND 5,4,2,1 374,960 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,109 36,110 SH   DFND 5,4,2,1 36,110 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,386 51,963 SH   DFND 5,4,2,1 51,963 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 414 11,464 SH   DFND 5,4,2,1 11,464 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 11,728 193,270 SH   DFND 5,4,2,1 193,270 0 0
ISHARES INC MSCI ITALY ETF 46434G830 9,119 283,624 SH   DFND 5,4,2,1 283,624 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 228 12,894 SH   DFND 5,4,2,1 12,894 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,154 33,200 SH   DFND 5,4,2,1 33,200 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 2,496 160,000 SH   DFND 7,2,1 160,000 0 0
ITRON INC COM 465741106 3,935 55,000 SH   DFND 6,2,1 46,200 0 8,800
JPMORGAN CHASE & CO COM 46625H100 325 2,951 SH   DFND 2,1 2,951 0 0
JPMORGAN CHASE & CO COM 46625H100 15,281 138,955 SH   DFND 7,2,1 66,704 0 72,251
JPMORGAN CHASE & CO COM 46625H100 119,236 1,084,260 SH   DFND 6,2,1 1,001,360 0 82,900
JPMORGAN CHASE & CO COM 46625H100 10,183 92,600 SH   DFND 8,2,1 92,600 0 0
JABIL INC COM 466313103 15,543 541,000 SH   DFND 6,2,1 346,300 0 194,700
JP MORGAN EXCHANGE TRADED FD DIVERSIFIED ET 46641Q803 2,089 82,610 SH   DFND 5,4,2,1 82,610 0 0
JD COM INC SPON ADR CL A 47215P106 182 4,500 SH   DFND 2,1 4,500 0 0
JD COM INC SPON ADR CL A 47215P106 22,614 558,500 SH   DFND 6,2,1 20,300 0 538,200
JD COM INC SPON ADR CL A 47215P106 1,385 34,201 SH   DFND 8,2,1 34,201 0 0
JOHNSON & JOHNSON COM 478160104 263 2,050 SH   DFND 2,1 2,050 0 0
JOHNSON & JOHNSON COM 478160104 13,698 106,894 SH   DFND 7,2,1 94,588 0 12,306
JOHNSON & JOHNSON COM 478160104 198,876 1,551,900 SH   DFND 6,2,1 864,700 0 687,200
JOHNSON & JOHNSON COM 478160104 22,402 174,812 SH   DFND 8,2,1 152,112 0 22,700
JOHNSON OUTDOORS INC CL A 479167108 831 13,408 SH   DFND 6,2,1 5,261 0 8,147
JONES LANG LASALLE INC COM 48020Q107 743 4,253 SH   DFND 7,2,1 4,253 0 0
JONES LANG LASALLE INC COM 48020Q107 17 100 SH   DFND 6,2,1 100 0 0
J2 GLOBAL INC COM 48123V102 4,451 56,400 SH   DFND 6,2,1 35,500 0 20,900
JUNIPER NETWORKS INC COM 48203R104 49 1,999 SH   DFND 7,2,1 1,999 0 0
JUNIPER NETWORKS INC COM 48203R104 16,591 681,900 SH   DFND 6,2,1 410,400 0 271,500
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,415 24,421 SH   DFND 7,2,1 8,100 0 16,321
KLA-TENCOR CORP COM 482480100 182 1,672 SH   DFND 7,2,1 1,672 0 0
KLA-TENCOR CORP COM 482480100 5,756 52,800 SH   DFND 6,2,1 0 0 52,800
KVH INDS INC COM 482738101 927 89,541 SH   DFND 6,2,1 45,041 0 44,500
K12 INC COM 48273U102 554 39,100 SH   DFND 6,2,1 27,700 0 11,400
KANSAS CITY SOUTHERN COM NEW 485170302 60 549 SH   DFND 7,2,1 549 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 16,368 149,000 SH   DFND 6,2,1 145,200 0 3,800
KELLOGG CO COM 487836108 82 1,267 SH   DFND 7,2,1 1,267 0 0
KELLOGG CO COM 487836108 51,962 799,300 SH   DFND 6,2,1 482,500 0 316,800
KELLOGG CO COM 487836108 8,568 131,800 SH   DFND 8,2,1 122,200 0 9,600
KELLY SVCS INC CL A 488152208 5,672 195,300 SH   DFND 6,2,1 134,900 0 60,400
KEMET CORP COM NEW 488360207 5,379 296,700 SH   DFND 6,2,1 199,100 0 97,600
KENNAMETAL INC COM 489170100 7,751 193,000 SH   DFND 6,2,1 94,900 0 98,100
KENNAMETAL INC COM 489170100 530 13,200 SH   DFND 8,2,1 13,200 0 0
KEYCORP NEW COM 493267108 105 5,384 SH   DFND 7,2,1 5,384 0 0
KEYCORP NEW COM 493267108 1,083 55,400 SH   DFND 6,2,1 0 0 55,400
KEYSIGHT TECHNOLOGIES INC COM 49338L103 712 13,596 SH   DFND 7,2,1 13,596 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,168 22,300 SH   DFND 6,2,1 22,300 0 0
KFORCE INC COM 493732101 4,123 152,431 SH   DFND 6,2,1 105,631 0 46,800
KIMBALL ELECTRONICS INC COM 49428J109 271 16,778 SH   DFND 6,2,1 11,978 0 4,800
KIMBERLY CLARK CORP COM 494368103 195 1,767 SH   DFND 7,2,1 1,767 0 0
KIMBERLY CLARK CORP COM 494368103 35,451 321,900 SH   DFND 6,2,1 132,500 0 189,400
KIMBERLY CLARK CORP COM 494368103 1,101 10,000 SH   DFND 8,2,1 4,800 0 5,200
KIMCO RLTY CORP COM 49446R109 660 45,841 SH   DFND 7,2,1 45,841 0 0
KIMCO RLTY CORP COM 49446R109 13,198 916,500 SH   DFND 6,2,1 813,100 0 103,400
KINDER MORGAN INC DEL COM 49456B101 396 26,327 SH   DFND 7,2,1 16,324 0 10,003
KINDER MORGAN INC DEL COM 49456B101 364 24,200 SH   DFND 6,2,1 9,200 0 15,000
KITE RLTY GROUP TR COM NEW 49803T300 18 1,192 SH   DFND 7,2,1 1,192 0 0
KITE RLTY GROUP TR COM NEW 49803T300 2,920 191,700 SH   DFND 6,2,1 167,900 0 23,800
KITE RLTY GROUP TR COM NEW 49803T300 44 2,900 SH   DFND 8,2,1 0 0 2,900
KNOWLES CORP COM 49926D109 2,511 199,448 SH   DFND 6,2,1 74,948 0 124,500
KOPPERS HOLDINGS INC COM 50060P106 781 19,000 SH   DFND 6,2,1 13,100 0 5,900
KORN FERRY INTL COM NEW 500643200 609 11,800 SH   DFND 6,2,1 11,200 0 600
KRAFT HEINZ CO COM 500754106 590 9,471 SH   DFND 7,2,1 3,054 0 6,417
KRAFT HEINZ CO COM 500754106 9,804 157,400 SH   DFND 6,2,1 83,100 0 74,300
KRAFT HEINZ CO COM 500754106 62 1,000 SH   DFND 8,2,1 1,000 0 0
KROGER CO COM 501044101 131 5,470 SH   DFND 7,2,1 4,368 0 1,102
KROGER CO COM 501044101 565 23,600 SH   DFND 6,2,1 0 0 23,600
KRONOS WORLDWIDE INC COM 50105F105 5,682 251,400 SH   DFND 6,2,1 165,700 0 85,700
KULICKE & SOFFA INDS INC COM 501242101 3,324 132,900 SH   DFND 6,2,1 118,000 0 14,900
L BRANDS INC COM 501797104 103 2,707 SH   DFND 7,2,1 2,707 0 0
L BRANDS INC COM 501797104 585 15,300 SH   DFND 6,2,1 7,000 0 8,300
LG DISPLAY CO LTD SPONS ADR REP 50186V102 252 20,845 SH   DFND 7,2,1 2,474 0 18,371
LGI HOMES INC COM 50187T106 4,453 63,100 SH   DFND 6,2,1 48,800 0 14,300
LKQ CORP COM 501889208 60 1,577 SH   DFND 7,2,1 1,577 0 0
LKQ CORP COM 501889208 53,688 1,414,700 SH   DFND 8,2,1 1,414,700 0 0
LCI INDS COM 50189K103 1,110 10,655 SH   DFND 7,2,1 10,655 0 0
LTC PPTYS INC COM 502175102 3,248 85,465 SH   DFND 7,2,1 85,465 0 0
L3 TECHNOLOGIES INC COM 502413107 80 385 SH   DFND 7,2,1 385 0 0
L3 TECHNOLOGIES INC COM 502413107 2,246 10,800 SH   DFND 6,2,1 500 0 10,300
LABORATORY CORP AMER HLDGS COM NEW 50540R409 80 497 SH   DFND 7,2,1 497 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,925 11,900 SH   DFND 6,2,1 800 0 11,100
LABORATORY CORP AMER HLDGS COM NEW 50540R409 162 1,000 SH   DFND 8,2,1 1,000 0 0
LADDER CAP CORP CL A 505743104 184 12,200 SH   DFND 8,2,1 0 0 12,200
LAM RESEARCH CORP COM 512807108 160 790 SH   DFND 7,2,1 790 0 0
LAM RESEARCH CORP COM 512807108 46,605 229,400 SH   DFND 6,2,1 121,300 0 108,100
LAM RESEARCH CORP COM 512807108 7,050 34,700 SH   DFND 8,2,1 34,000 0 700
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 30,021 8,900,000 PRN   DFND 7,2,1 2,500,000 0 6,400,000
LAREDO PETROLEUM INC COM 516806106 942 108,194 SH   DFND 7,2,1 108,194 0 0
LAREDO PETROLEUM INC COM 516806106 1,157 132,800 SH   DFND 6,2,1 62,200 0 70,600
LAS VEGAS SANDS CORP COM 517834107 4,481 62,319 SH   DFND 7,2,1 4,812 0 57,507
LAS VEGAS SANDS CORP COM 517834107 1,136 15,800 SH   DFND 6,2,1 11,800 0 4,000
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 50 1,740 SH   DFND 7,2,1 1,740 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 6,626 228,400 SH   DFND 6,2,1 201,200 0 27,200
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 638 22,000 SH   DFND 8,2,1 22,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 414 74,400 SH   DFND 6,2,1 50,400 0 24,000
LAUDER ESTEE COS INC CL A 518439104 5,278 35,250 SH   DFND 7,2,1 35,250 0 0
LAUDER ESTEE COS INC CL A 518439104 21,769 145,400 SH   DFND 6,2,1 16,800 0 128,600
LAUDER ESTEE COS INC CL A 518439104 2,105 14,060 SH   DFND 8,2,1 4,960 0 9,100
LEAF GROUP LTD COM 52177G102 787 111,578 SH   DFND 6,2,1 50,598 0 60,980
LEAR CORP COM NEW 521865204 66 354 SH   DFND 7,2,1 354 0 0
LEAR CORP COM NEW 521865204 23,782 127,800 SH   DFND 6,2,1 65,800 0 62,000
LEAR CORP COM NEW 521865204 2,289 12,300 SH   DFND 8,2,1 12,300 0 0
LEGG MASON INC COM 524901105 6,118 150,500 SH   DFND 6,2,1 93,400 0 57,100
LEIDOS HLDGS INC COM 525327102 46 710 SH   DFND 7,2,1 710 0 0
LEIDOS HLDGS INC COM 525327102 20,065 306,798 SH   DFND 6,2,1 157,600 0 149,198
LEIDOS HLDGS INC COM 525327102 1,635 25,000 SH   DFND 8,2,1 21,600 0 3,400
LENDINGTREE INC NEW COM 52603B107 14,504 44,200 SH   DFND 6,2,1 27,900 0 16,300
LENDINGTREE INC NEW COM 52603B107 623 1,900 SH   DFND 8,2,1 1,900 0 0
LENNAR CORP CL A 526057104 78 1,329 SH   DFND 7,2,1 1,329 0 0
LENNAR CORP CL A 526057104 365 6,200 SH   DFND 6,2,1 0 0 6,200
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 61 2,430 SH   DFND 7,2,1 2,430 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 5,678 225,600 SH   DFND 6,2,1 167,000 0 58,600
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,447 57,500 SH   DFND 8,2,1 57,500 0 0
LIBERTY PPTY TR SH BEN INT 531172104 231 5,814 SH   DFND 7,2,1 5,814 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 25 600 SH   DFND 7,2,1 600 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 596 14,500 SH   DFND 6,2,1 0 0 14,500
LIFEPOINT HEALTH INC COM 53219L109 3,877 82,481 SH   DFND 8,2,1 82,481 0 0
LIFETIME BRANDS INC COM 53222Q103 928 74,805 SH   DFND 6,2,1 39,400 0 35,405
LILLY ELI & CO COM 532457108 523 6,756 SH   DFND 7,2,1 4,846 0 1,910
LILLY ELI & CO COM 532457108 58,329 753,900 SH   DFND 6,2,1 505,600 0 248,300
LILLY ELI & CO COM 532457108 28,065 362,739 SH   DFND 8,2,1 339,639 0 23,100
LINCOLN NATL CORP IND COM 534187109 79 1,087 SH   DFND 7,2,1 1,087 0 0
LINCOLN NATL CORP IND COM 534187109 358 4,900 SH   DFND 6,2,1 4,900 0 0
LINCOLN NATL CORP IND COM 534187109 183 2,500 SH   DFND 8,2,1 2,500 0 0
LOCKHEED MARTIN CORP COM 539830109 313 926 SH   DFND 7,2,1 926 0 0
LOCKHEED MARTIN CORP COM 539830109 574 1,700 SH   DFND 6,2,1 0 0 1,700
LOEWS CORP COM 540424108 70 1,400 SH   DFND 7,2,1 1,400 0 0
LOEWS CORP COM 540424108 39,267 789,600 SH   DFND 6,2,1 725,000 0 64,600
LOEWS CORP COM 540424108 7,365 148,100 SH   DFND 8,2,1 148,100 0 0
LOGMEIN INC COM 54142L109 14,744 127,597 SH   DFND 6,2,1 88,000 0 39,597
LOGMEIN INC COM 54142L109 11,936 103,300 SH   DFND 8,2,1 103,300 0 0
LOWES COS INC COM 548661107 720 8,205 SH   DFND 7,2,1 6,724 0 1,481
LOWES COS INC COM 548661107 91,980 1,048,200 SH   DFND 6,2,1 622,100 0 426,100
LOWES COS INC COM 548661107 10,454 119,135 SH   DFND 8,2,1 95,835 0 23,300
LOXO ONCOLOGY INC COM 548862101 969 8,400 SH   DFND 6,2,1 3,100 0 5,300
LOXO ONCOLOGY INC COM 548862101 10,979 95,164 SH   DFND 8,2,1 95,164 0 0
LUMENTUM HLDGS INC COM 55024U109 1,679 26,320 SH   DFND 2,1 26,320 0 0
LUMENTUM HLDGS INC COM 55024U109 100,988 1,582,885 SH   DFND 8,2,1 1,582,885 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 21,500 17,000,000 PRN   DFND 7,2,1 16,000,000 0 1,000,000
M & T BK CORP COM 55261F104 125 676 SH   DFND 7,2,1 676 0 0
M & T BK CORP COM 55261F104 14,601 79,200 SH   DFND 6,2,1 3,700 0 75,500
M & T BK CORP COM 55261F104 332 1,800 SH   DFND 8,2,1 1,800 0 0
MGIC INVT CORP WIS COM 552848103 18,437 1,418,200 SH   DFND 6,2,1 923,000 0 495,200
MGIC INVT CORP WIS COM 552848103 44 3,400 SH   DFND 8,2,1 3,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 74 2,111 SH   DFND 7,2,1 2,111 0 0
MGM RESORTS INTERNATIONAL COM 552953101 389 11,100 SH   DFND 6,2,1 0 0 11,100
MGM RESORTS INTERNATIONAL COM 552953101 922 26,325 SH   DFND 8,2,1 26,325 0 0
M/I HOMES INC COM 55305B101 1,593 50,000 SH   DFND 6,2,1 41,300 0 8,700
MKS INSTRUMENT INC COM 55306N104 22,115 191,223 SH   DFND 6,2,1 140,523 0 50,700
MKS INSTRUMENT INC COM 55306N104 104 900 SH   DFND 8,2,1 900 0 0
MSCI INC COM 55354G100 12,591 84,236 SH   DFND 7,2,1 84,236 0 0
MSCI INC COM 55354G100 3,348 22,400 SH   DFND 6,2,1 3,300 0 19,100
MSCI INC COM 55354G100 224 1,500 SH   DFND 8,2,1 1,500 0 0
MACERICH CO COM 554382101 7,626 136,125 SH   DFND 7,2,1 136,125 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 15 400 SH   DFND 7,2,1 400 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 410 11,100 SH   DFND 6,2,1 11,100 0 0
MACYS INC COM 55616P104 81 2,716 SH   DFND 7,2,1 2,716 0 0
MACYS INC COM 55616P104 669 22,500 SH   DFND 6,2,1 22,500 0 0
MAGELLAN HEALTH INC COM NEW 559079207 10,100 94,300 SH   DFND 6,2,1 67,800 0 26,500
MAGELLAN HEALTH INC COM NEW 559079207 5,431 50,706 SH   DFND 8,2,1 50,706 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 267 31,400 SH   DFND 6,2,1 19,400 0 12,000
MAGNA INTL INC COM 559222401 7,265 128,933 SH   DFND 7,2,1 90,603 0 38,330
MAGNA INTL INC COM 559222401 20,658 366,600 SH   DFND 6,2,1 136,100 0 230,500
MAGNA INTL INC COM 559222401 1,465 26,000 SH   DFND 8,2,1 13,200 0 12,800
MANPOWERGROUP INC COM 56418H100 41 352 SH   DFND 7,2,1 352 0 0
MANPOWERGROUP INC COM 56418H100 32,401 281,500 SH   DFND 6,2,1 168,600 0 112,900
MANPOWERGROUP INC COM 56418H100 3,407 29,600 SH   DFND 8,2,1 26,900 0 2,700
MANULIFE FINL CORP COM 56501R106 3,275 176,279 SH   DFND 7,2,1 176,279 0 0
MANULIFE FINL CORP COM 56501R106 868 46,700 SH   DFND 6,2,1 28,300 0 18,400
MANULIFE FINL CORP COM 56501R106 149 8,000 SH   DFND 8,2,1 8,000 0 0
MARATHON OIL CORP COM 565849106 360 22,289 SH   DFND 7,2,1 22,289 0 0
MARATHON OIL CORP COM 565849106 8,175 506,800 SH   DFND 6,2,1 4,000 0 502,800
MARATHON PETE CORP COM 56585A102 1,477 20,199 SH   DFND 7,2,1 16,229 0 3,970
MARATHON PETE CORP COM 56585A102 2,822 38,600 SH   DFND 6,2,1 3,600 0 35,000
MARATHON PETE CORP COM 56585A102 534 7,300 SH   DFND 8,2,1 0 0 7,300
MARCUS CORP COM 566330106 3,127 103,016 SH   DFND 6,2,1 73,399 0 29,617
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 16,197 121,600 SH   DFND 6,2,1 75,300 0 46,300
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 214 1,610 SH   DFND 8,2,1 1,610 0 0
MARSH & MCLENNAN COS INC COM 571748102 212 2,564 SH   DFND 7,2,1 2,564 0 0
MARSH & MCLENNAN COS INC COM 571748102 9,448 114,400 SH   DFND 6,2,1 108,900 0 5,500
MARSH & MCLENNAN COS INC COM 571748102 669 8,100 SH   DFND 8,2,1 8,100 0 0
MARRIOTT INTL INC NEW CL A 571903202 286 2,103 SH   DFND 7,2,1 2,103 0 0
MARRIOTT INTL INC NEW CL A 571903202 23,049 169,500 SH   DFND 6,2,1 55,900 0 113,600
MARRIOTT INTL INC NEW CL A 571903202 761 5,600 SH   DFND 8,2,1 0 0 5,600
MARTIN MARIETTA MATLS INC COM 573284106 67 322 SH   DFND 7,2,1 322 0 0
MARTIN MARIETTA MATLS INC COM 573284106 352 1,700 SH   DFND 6,2,1 0 0 1,700
MARTIN MARIETTA MATLS INC COM 573284106 2,488 12,000 SH   DFND 8,2,1 12,000 0 0
MASCO CORP COM 574599106 62 1,530 SH   DFND 7,2,1 1,530 0 0
MASCO CORP COM 574599106 5,035 124,500 SH   DFND 6,2,1 14,700 0 109,800
MASCO CORP COM 574599106 146 3,600 SH   DFND 8,2,1 3,600 0 0
MASTEC INC COM 576323109 5,803 123,345 SH   DFND 7,2,1 123,345 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,956 16,878 SH   DFND 7,2,1 14,367 0 2,511
MASTERCARD INCORPORATED CL A 57636Q104 99,176 566,200 SH   DFND 6,2,1 238,800 0 327,400
MASTERCARD INCORPORATED CL A 57636Q104 6,026 34,400 SH   DFND 8,2,1 24,400 0 10,000
MATCH GROUP INC COM 57665R106 311 7,000 SH   DFND 6,2,1 7,000 0 0
MATCH GROUP INC COM 57665R106 271 6,100 SH   DFND 8,2,1 0 0 6,100
MAXIM INTEGRATED PRODS INC COM 57772K101 118 1,964 SH   DFND 7,2,1 1,964 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 379 6,300 SH   DFND 6,2,1 0 0 6,300
MAXAR TECHNOLOGIES LTD COM 57778L103 7,789 168,400 SH   DFND 6,2,1 110,400 0 58,000
MAXAR TECHNOLOGIES LTD COM 57778L103 88 1,900 SH   DFND 8,2,1 0 0 1,900
MCCORMICK & CO INC COM NON VTG 579780206 59 550 SH   DFND 7,2,1 550 0 0
MCCORMICK & CO INC COM NON VTG 579780206 8,309 78,100 SH   DFND 6,2,1 8,500 0 69,600
MCCORMICK & CO INC COM NON VTG 579780206 213 2,000 SH   DFND 8,2,1 2,000 0 0
MCDERMOTT INTL INC COM 580037109 267 43,900 SH   DFND 6,2,1 0 0 43,900
MCDONALDS CORP COM 580135101 264 1,690 SH   DFND 2,1 1,690 0 0
MCDONALDS CORP COM 580135101 2,214 14,157 SH   DFND 7,2,1 5,734 0 8,423
MCDONALDS CORP COM 580135101 26,991 172,600 SH   DFND 6,2,1 82,800 0 89,800
MCKESSON CORP COM 58155Q103 279 1,978 SH   DFND 7,2,1 1,008 0 970
MCKESSON CORP COM 58155Q103 2,817 20,000 SH   DFND 6,2,1 1,200 0 18,800
MEDICAL PPTYS TRUST INC COM 58463J304 64 4,921 SH   DFND 7,2,1 4,921 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 10,052 773,200 SH   DFND 6,2,1 568,300 0 204,900
MEDICAL PPTYS TRUST INC COM 58463J304 1,564 120,300 SH   DFND 8,2,1 95,000 0 25,300
MEET GROUP INC COM 58513U101 574 274,800 SH   DFND 6,2,1 158,900 0 115,900
MERCADOLIBRE INC COM 58733R102 82 229 SH   DFND 7,2,1 229 0 0
MERCADOLIBRE INC COM 58733R102 499 1,400 SH   DFND 6,2,1 0 0 1,400
MERCADOLIBRE INC COM 58733R102 11,586 32,510 SH   DFND 8,2,1 16,330 0 16,180
MERCK & CO INC COM 58933Y105 3,593 65,958 SH   DFND 7,2,1 57,981 0 7,977
MERCK & CO INC COM 58933Y105 136,752 2,510,600 SH   DFND 6,2,1 1,528,900 0 981,700
MERCK & CO INC COM 58933Y105 16,507 303,044 SH   DFND 8,2,1 258,144 0 44,900
MERITOR INC COM 59001K100 6,001 291,900 SH   DFND 6,2,1 190,100 0 101,800
METHANEX CORP COM 59151K108 6 100 SH   DFND 7,2,1 100 0 0
METHANEX CORP COM 59151K108 437 7,200 SH   DFND 6,2,1 0 0 7,200
METLIFE INC COM 59156R108 555 12,095 SH   DFND 7,2,1 4,364 0 7,731
METLIFE INC COM 59156R108 5,773 125,800 SH   DFND 6,2,1 114,300 0 11,500
METTLER TOLEDO INTERNATIONAL COM 592688105 77 134 SH   DFND 7,2,1 134 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 11,156 19,400 SH   DFND 6,2,1 1,700 0 17,700
METTLER TOLEDO INTERNATIONAL COM 592688105 230 400 SH   DFND 8,2,1 400 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 90 6,408 SH   DFND 7,2,1 302 0 6,106
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,398 99,602 SH   DFND 6,2,1 80,140 0 19,462
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 570 40,632 SH   DFND 8,2,1 38,449 0 2,183
MICROSOFT CORP COM 594918104 332 3,640 SH   DFND 2,1 3,640 0 0
MICROSOFT CORP COM 594918104 42,509 465,746 SH   DFND 7,2,1 190,985 0 274,761
MICROSOFT CORP COM 594918104 158,810 1,740,000 SH   DFND 6,2,1 1,390,400 0 349,600
MICROSOFT CORP COM 594918104 125,180 1,371,534 SH   DFND 8,2,1 1,371,534 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,864 20,408 SH   DFND 2,1 20,408 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 100 1,100 SH   DFND 7,2,1 1,100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 97,889 1,071,461 SH   DFND 8,2,1 1,071,461 0 0
MICRON TECHNOLOGY INC COM 595112103 8,276 158,729 SH   DFND 7,2,1 145,532 0 13,197
MICRON TECHNOLOGY INC COM 595112103 84,170 1,614,300 SH   DFND 6,2,1 1,134,500 0 479,800
MICRON TECHNOLOGY INC COM 595112103 20,387 391,000 SH   DFND 8,2,1 363,100 0 27,900
MID AMER APT CMNTYS INC COM 59522J103 1,621 17,763 SH   DFND 7,2,1 17,763 0 0
MIDDLEBY CORP COM 596278101 3,047 24,614 SH   DFND 7,2,1 24,614 0 0
MILACRON HLDGS CORP COM 59870L106 465 23,100 SH   DFND 6,2,1 23,100 0 0
MIMEDX GROUP INC COM 602496101 165 23,700 SH   DFND 6,2,1 23,700 0 0
MINDBODY INC COM CL A 60255W105 1,122 28,832 SH   DFND 8,2,1 28,832 0 0
MINERALS TECHNOLOGIES INC COM 603158106 402 6,000 SH   DFND 6,2,1 0 0 6,000
MOBILEIRON INC COM NEW 60739U204 116 23,400 SH   DFND 6,2,1 23,400 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 55 4,805 SH   DFND 2,1 4,805 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,955 171,600 SH   DFND 6,2,1 0 0 171,600
MODINE MFG CO COM 607828100 973 46,000 SH   DFND 6,2,1 31,000 0 15,000
MOHAWK INDS INC COM 608190104 71 306 SH   DFND 7,2,1 306 0 0
MOHAWK INDS INC COM 608190104 4,273 18,400 SH   DFND 6,2,1 1,600 0 16,800
MOHAWK INDS INC COM 608190104 1,788 7,700 SH   DFND 8,2,1 7,700 0 0
MOLSON COORS BREWING CO CL B 60871R209 74 976 SH   DFND 7,2,1 976 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,273 16,900 SH   DFND 6,2,1 0 0 16,900
MONDELEZ INTL INC CL A 609207105 352 8,446 SH   DFND 7,2,1 7,310 0 1,136
MONDELEZ INTL INC CL A 609207105 31,081 744,800 SH   DFND 6,2,1 219,200 0 525,600
MONDELEZ INTL INC CL A 609207105 3,255 78,000 SH   DFND 8,2,1 78,000 0 0
MONSANTO CO NEW COM 61166W101 1,044 8,951 SH   DFND 7,2,1 5,592 0 3,359
MONSTER BEVERAGE CORP NEW COM 61174X109 115 2,014 SH   DFND 7,2,1 2,014 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 4,005 70,000 SH   DFND 6,2,1 10,300 0 59,700
MONSTER BEVERAGE CORP NEW COM 61174X109 54,269 948,600 SH   DFND 8,2,1 948,600 0 0
MOODYS CORP COM 615369105 137 849 SH   DFND 7,2,1 849 0 0
MOODYS CORP COM 615369105 17,791 110,300 SH   DFND 6,2,1 24,800 0 85,500
MOODYS CORP COM 615369105 1,807 11,200 SH   DFND 8,2,1 5,100 0 6,100
MOOG INC CL A 615394202 470 5,700 SH   DFND 6,2,1 5,700 0 0
MORGAN STANLEY COM NEW 617446448 10,720 198,671 SH   DFND 7,2,1 191,875 0 6,796
MORGAN STANLEY COM NEW 617446448 11,779 218,300 SH   DFND 6,2,1 142,000 0 76,300
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,290 70,000 SH   DFND 8,2,1 70,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 84 800 SH   DFND 7,2,1 800 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,601 24,700 SH   DFND 6,2,1 0 0 24,700
MURPHY OIL CORP COM 626717102 90 3,485 SH   DFND 7,2,1 3,485 0 0
MURPHY OIL CORP COM 626717102 20,176 780,800 SH   DFND 6,2,1 471,800 0 309,000
MURPHY OIL CORP COM 626717102 1,385 53,600 SH   DFND 8,2,1 49,400 0 4,200
MYRIAD GENETICS INC COM 62855J104 2,255 76,300 SH   DFND 6,2,1 48,600 0 27,700
MYOKARDIA INC COM 62857M105 410 8,400 SH   DFND 6,2,1 5,100 0 3,300
MYOKARDIA INC COM 62857M105 4,896 100,328 SH   DFND 8,2,1 100,328 0 0
NCR CORP NEW COM 62886E108 79 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 5,059 160,495 SH   DFND 6,2,1 81,000 0 79,495
NL INDS INC COM NEW 629156407 276 35,180 SH   DFND 6,2,1 26,400 0 8,780
NVR INC COM 62944T105 50 18 SH   DFND 7,2,1 18 0 0
NVR INC COM 62944T105 10,080 3,600 SH   DFND 6,2,1 100 0 3,500
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 9,900 8,000,000 PRN   DFND 7,2,1 7,100,000 0 900,000
NASDAQ INC COM 631103108 49 567 SH   DFND 7,2,1 567 0 0
NASDAQ INC COM 631103108 34,109 395,600 SH   DFND 6,2,1 349,900 0 45,700
NASDAQ INC COM 631103108 5,751 66,700 SH   DFND 8,2,1 57,100 0 9,600
NATIONAL BEVERAGE CORP COM 635017106 507 5,700 SH   DFND 6,2,1 3,900 0 1,800
NATIONAL OILWELL VARCO INC COM 637071101 67 1,810 SH   DFND 7,2,1 1,810 0 0
NATIONAL OILWELL VARCO INC COM 637071101 184 5,000 SH   DFND 6,2,1 0 0 5,000
NATIONAL RETAIL PPTYS INC COM 637417106 526 13,409 SH   DFND 7,2,1 13,409 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 194 17,638 SH   DFND 6,2,1 13,648 0 3,990
NEKTAR THERAPEUTICS COM 640268108 1,509 14,200 SH   DFND 6,2,1 9,600 0 4,600
NETAPP INC COM 64110D104 87 1,410 SH   DFND 7,2,1 1,410 0 0
NETAPP INC COM 64110D104 494 8,000 SH   DFND 6,2,1 0 0 8,000
NETFLIX INC COM 64110L106 1,590 5,383 SH   DFND 7,2,1 5,383 0 0
NETFLIX INC COM 64110L106 19,345 65,500 SH   DFND 6,2,1 54,100 0 11,400
NETFLIX INC COM 64110L106 6,377 21,590 SH   DFND 8,2,1 21,590 0 0
NETEASE INC SPONSORED ADR 64110W102 168 600 SH   DFND 2,1 600 0 0
NETEASE INC SPONSORED ADR 64110W102 477 1,700 SH   DFND 6,2,1 1,700 0 0
NETEASE INC SPONSORED ADR 64110W102 10,254 36,569 SH   DFND 8,2,1 29,110 0 7,459
NETSCOUT SYS INC COM 64115T104 8,706 330,400 SH   DFND 6,2,1 233,900 0 96,500
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,841 82,489 SH   DFND 8,2,1 82,489 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 88 1,000 SH   DFND 2,1 1,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,191 25,000 SH   DFND 7,2,1 25,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 12,902 147,200 SH   DFND 6,2,1 0 0 147,200
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 14,938 170,428 SH   DFND 8,2,1 116,963 0 53,465
NEW RELIC INC COM 64829B100 15,420 208,039 SH   DFND 8,2,1 208,039 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 33 2,500 SH   DFND 7,2,1 2,500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 5,062 388,500 SH   DFND 6,2,1 298,900 0 89,600
NEWELL BRANDS INC COM 651229106 144 5,670 SH   DFND 2,1 5,670 0 0
NEWELL BRANDS INC COM 651229106 1,973 77,443 SH   DFND 7,2,1 2,454 0 74,989
NEWELL BRANDS INC COM 651229106 1,030 40,430 SH   DFND 6,2,1 0 0 40,430
NEWFIELD EXPL CO COM 651290108 125 5,107 SH   DFND 7,2,1 5,107 0 0
NEWFIELD EXPL CO COM 651290108 15,365 629,200 SH   DFND 6,2,1 535,900 0 93,300
NEWFIELD EXPL CO COM 651290108 579 23,700 SH   DFND 8,2,1 23,700 0 0
NEWLINK GENETICS CORP COM 651511107 647 89,200 SH   DFND 6,2,1 89,200 0 0
NEWMONT MINING CORP COM 651639106 4,145 106,084 SH   DFND 7,2,1 106,084 0 0
NEWMONT MINING CORP COM 651639106 1,348 34,500 SH   DFND 6,2,1 0 0 34,500
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 445 24,600 SH   DFND 6,2,1 24,600 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 11,318 170,200 SH   DFND 6,2,1 112,500 0 57,700
NEXTERA ENERGY INC COM 65339F101 292 1,790 SH   DFND 2,1 1,790 0 0
NEXTERA ENERGY INC COM 65339F101 18,458 113,012 SH   DFND 7,2,1 19,559 0 93,453
NEXTERA ENERGY INC COM 65339F101 28,452 174,200 SH   DFND 6,2,1 58,100 0 116,100
NEXTERA ENERGY INC COM 65339F101 3,888 23,802 SH   DFND 8,2,1 23,802 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 19,870 16,053,000 PRN   DFND 7,2,1 16,000,000 0 53,000
NIKE INC CL B 654106103 340 5,120 SH   DFND 2,1 5,120 0 0
NIKE INC CL B 654106103 7,112 107,044 SH   DFND 7,2,1 100,413 0 6,631
NIKE INC CL B 654106103 33,891 510,100 SH   DFND 6,2,1 175,800 0 334,300
NIKE INC CL B 654106103 820 12,345 SH   DFND 8,2,1 12,345 0 0
NISOURCE INC COM 65473P105 26 1,100 SH   DFND 7,2,1 1,100 0 0
NISOURCE INC COM 65473P105 10,523 440,100 SH   DFND 6,2,1 404,100 0 36,000
NOBLE ENERGY INC COM 655044105 1,682 55,528 SH   DFND 7,2,1 12,519 0 43,009
NOBLE ENERGY INC COM 655044105 8,275 273,109 SH   DFND 8,2,1 273,109 0 0
NORBORD INC COM NEW 65548P403 490 13,500 SH   DFND 6,2,1 10,100 0 3,400
NORBORD INC COM NEW 65548P403 538 14,800 SH   DFND 8,2,1 14,800 0 0
NORFOLK SOUTHERN CORP COM 655844108 225 1,659 SH   DFND 7,2,1 1,659 0 0
NORFOLK SOUTHERN CORP COM 655844108 9,219 67,900 SH   DFND 6,2,1 35,400 0 32,500
NORTHEAST BANCORP COM NEW 663904209 247 12,070 SH   DFND 6,2,1 11,100 0 970
NORTHERN TR CORP COM 665859104 110 1,070 SH   DFND 7,2,1 1,070 0 0
NORTHERN TR CORP COM 665859104 11,375 110,300 SH   DFND 6,2,1 13,400 0 96,900
NORTHERN TR CORP COM 665859104 227 2,200 SH   DFND 8,2,1 2,200 0 0
NORTHRIM BANCORP INC COM 666762109 327 9,462 SH   DFND 6,2,1 5,862 0 3,600
NORTHROP GRUMMAN CORP COM 666807102 262 751 SH   DFND 7,2,1 751 0 0
NORTHROP GRUMMAN CORP COM 666807102 46,573 133,400 SH   DFND 6,2,1 23,300 0 110,100
NORTHROP GRUMMAN CORP COM 666807102 768 2,200 SH   DFND 8,2,1 2,200 0 0
NORTHWESTERN CORP COM NEW 668074305 570 10,600 SH   DFND 6,2,1 0 0 10,600
NUANCE COMMUNICATIONS INC COM 67020Y100 6,390 405,700 SH   DFND 6,2,1 240,100 0 165,600
NUANCE COMMUNICATIONS INC COM 67020Y100 58 3,700 SH   DFND 8,2,1 3,700 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 8,537 9,000,000 PRN   DFND 7,2,1 9,000,000 0 0
NUCOR CORP COM 670346105 206 3,372 SH   DFND 7,2,1 3,372 0 0
NUCOR CORP COM 670346105 2,719 44,500 SH   DFND 6,2,1 0 0 44,500
NVIDIA CORP COM 67066G104 1,614 6,969 SH   DFND 2,1 6,969 0 0
NVIDIA CORP COM 67066G104 815 3,521 SH   DFND 7,2,1 3,521 0 0
NVIDIA CORP COM 67066G104 105,894 457,246 SH   DFND 6,2,1 314,346 0 142,900
NVIDIA CORP COM 67066G104 91,186 393,740 SH   DFND 8,2,1 387,440 0 6,300
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 12,646 1,100,000 PRN   DFND 7,2,1 980,000 0 120,000
NUVASIVE INC COM 670704105 842 16,119 SH   DFND 2,1 16,119 0 0
NUVASIVE INC COM 670704105 48,508 929,099 SH   DFND 8,2,1 929,099 0 0
NUTRIEN LTD COM 67077M108 3,885 82,206 SH   DFND 7,2,1 54,284 0 27,922
NUTRIEN LTD COM 67077M108 2,454 51,931 SH   DFND 6,2,1 0 0 51,931
OFS CAP CORP COM 67103B100 114 10,200 SH   DFND 6,2,1 10,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 276 1,114 SH   DFND 7,2,1 1,114 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,039 4,200 SH   DFND 6,2,1 0 0 4,200
O REILLY AUTOMOTIVE INC NEW COM 67103H107 9,717 39,280 SH   DFND 8,2,1 39,280 0 0
OSI SYSTEMS INC COM 671044105 2,846 43,600 SH   DFND 6,2,1 38,700 0 4,900
OCCIDENTAL PETE CORP DEL COM 674599105 6,257 96,319 SH   DFND 7,2,1 44,282 0 52,037
OCCIDENTAL PETE CORP DEL COM 674599105 6,886 106,000 SH   DFND 6,2,1 101,800 0 4,200
OCCIDENTAL PETE CORP DEL COM 674599105 2,254 34,695 SH   DFND 8,2,1 34,695 0 0
OFFICE DEPOT INC COM 676220106 182 84,700 SH   DFND 6,2,1 62,400 0 22,300
OFFICE DEPOT INC COM 676220106 322 149,800 SH   DFND 8,2,1 90,600 0 59,200
OLD NATL BANCORP IND COM 680033107 279 16,500 SH   DFND 6,2,1 16,500 0 0
OLD REP INTL CORP COM 680223104 4,916 229,200 SH   DFND 6,2,1 193,200 0 36,000
OMNICOM GROUP INC COM 681919106 81 1,111 SH   DFND 7,2,1 1,111 0 0
OMNICOM GROUP INC COM 681919106 7,594 104,500 SH   DFND 6,2,1 9,300 0 95,200
OMNICOM GROUP INC COM 681919106 240 3,300 SH   DFND 8,2,1 3,300 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 105 3,883 SH   DFND 7,2,1 3,883 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 6,719 248,500 SH   DFND 6,2,1 179,500 0 69,000
ON SEMICONDUCTOR CORP COM 682189105 20,025 818,700 SH   DFND 6,2,1 589,300 0 229,400
ON SEMICONDUCTOR CORP COM 682189105 2,057 84,100 SH   DFND 8,2,1 84,100 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 17,383 12,180,000 PRN   DFND 7,2,1 12,000,000 0 180,000
ONCOMED PHARMACEUTICALS INC COM 68234X102 419 131,785 SH   DFND 6,2,1 108,300 0 23,485
ONE LIBERTY PPTYS INC COM 682406103 2,252 101,879 SH   DFND 6,2,1 63,321 0 38,558
ONEOK INC NEW COM 682680103 107 1,877 SH   DFND 7,2,1 1,877 0 0
ONEOK INC NEW COM 682680103 4,833 84,900 SH   DFND 6,2,1 71,800 0 13,100
OPEN TEXT CORP COM 683715106 13 371 SH   DFND 7,2,1 371 0 0
OPEN TEXT CORP COM 683715106 2,968 85,300 SH   DFND 6,2,1 45,900 0 39,400
OPEN TEXT CORP COM 683715106 606 17,400 SH   DFND 8,2,1 11,700 0 5,700
ORACLE CORP COM 68389X105 8,437 184,412 SH   DFND 7,2,1 129,143 0 55,269
ORACLE CORP COM 68389X105 99,474 2,174,300 SH   DFND 6,2,1 1,269,000 0 905,300
ORACLE CORP COM 68389X105 12,394 270,900 SH   DFND 8,2,1 223,200 0 47,700
OSHKOSH CORP COM 688239201 927 12,000 SH   DFND 6,2,1 1,200 0 10,800
OUTFRONT MEDIA INC COM 69007J106 6,478 345,700 SH   DFND 6,2,1 233,500 0 112,200
OUTFRONT MEDIA INC COM 69007J106 96 5,100 SH   DFND 8,2,1 5,100 0 0
OWENS & MINOR INC NEW COM 690732102 1,748 112,400 SH   DFND 6,2,1 62,700 0 49,700
OWENS & MINOR INC NEW COM 690732102 68 4,400 SH   DFND 8,2,1 2,400 0 2,000
OXFORD INDS INC COM 691497309 5,995 80,400 SH   DFND 6,2,1 58,300 0 22,100
PBF ENERGY INC CL A 69318G106 4,902 144,600 SH   DFND 6,2,1 62,800 0 81,800
PDL BIOPHARMA INC COM 69329Y104 842 286,500 SH   DFND 6,2,1 286,500 0 0
PG&E CORP COM 69331C108 193 4,395 SH   DFND 7,2,1 4,395 0 0
PG&E CORP COM 69331C108 45,982 1,046,700 SH   DFND 6,2,1 786,300 0 260,400
PG&E CORP COM 69331C108 5,856 133,300 SH   DFND 8,2,1 125,700 0 7,600
PJT PARTNERS INC COM CL A 69343T107 1,175 23,452 SH   DFND 7,2,1 0 0 23,452
PNC FINL SVCS GROUP INC COM 693475105 2,923 19,327 SH   DFND 7,2,1 19,327 0 0
PNC FINL SVCS GROUP INC COM 693475105 41,273 272,900 SH   DFND 6,2,1 69,100 0 203,800
PNC FINL SVCS GROUP INC COM 693475105 756 5,000 SH   DFND 8,2,1 5,000 0 0
POSCO SPONSORED ADR 693483109 962 12,196 SH   DFND 7,2,1 592 0 11,604
PPG INDS INC COM 693506107 3,700 33,150 SH   DFND 7,2,1 23,118 0 10,032
PPG INDS INC COM 693506107 55,488 497,200 SH   DFND 6,2,1 291,100 0 206,100
PPG INDS INC COM 693506107 11,964 107,200 SH   DFND 8,2,1 97,200 0 10,000
PPL CORP COM 69351T106 167 5,901 SH   DFND 7,2,1 5,901 0 0
PPL CORP COM 69351T106 116 4,100 SH   DFND 6,2,1 500 0 3,600
PPL CORP COM 69351T106 252 8,900 SH   DFND 8,2,1 8,900 0 0
PVH CORP COM 693656100 61 400 SH   DFND 7,2,1 400 0 0
PVH CORP COM 693656100 31,119 205,500 SH   DFND 6,2,1 160,200 0 45,300
PVH CORP COM 693656100 3,210 21,200 SH   DFND 8,2,1 21,200 0 0
PTC INC COM 69370C100 2,372 30,400 SH   DFND 2,1 30,400 0 0
PTC INC COM 69370C100 127,223 1,630,855 SH   DFND 8,2,1 1,630,855 0 0
PACCAR INC COM 693718108 115 1,735 SH   DFND 7,2,1 1,735 0 0
PACCAR INC COM 693718108 2,084 31,500 SH   DFND 6,2,1 2,400 0 29,100
PACKAGING CORP AMER COM 695156109 167 1,482 SH   DFND 7,2,1 1,482 0 0
PACKAGING CORP AMER COM 695156109 34,261 304,000 SH   DFND 6,2,1 222,500 0 81,500
PACKAGING CORP AMER COM 695156109 3,246 28,800 SH   DFND 8,2,1 26,200 0 2,600
PALO ALTO NETWORKS INC COM 697435105 19,733 108,708 SH   DFND 7,2,1 108,708 0 0
PALO ALTO NETWORKS INC COM 697435105 5,718 31,500 SH   DFND 8,2,1 31,500 0 0
PARAMOUNT GROUP INC COM 69924R108 2,814 197,591 SH   DFND 7,2,1 197,591 0 0
PARAMOUNT GROUP INC COM 69924R108 1,948 136,800 SH   DFND 6,2,1 122,000 0 14,800
PARAMOUNT GROUP INC COM 69924R108 185 13,000 SH   DFND 8,2,1 0 0 13,000
PARK HOTELS RESORTS INC COM 700517105 1 31 SH   DFND 7,2,1 31 0 0
PARK HOTELS RESORTS INC COM 700517105 9,803 362,800 SH   DFND 6,2,1 265,400 0 97,400
PARK HOTELS RESORTS INC COM 700517105 527 19,500 SH   DFND 8,2,1 19,500 0 0
PARKE BANCORP INC COM 700885106 655 31,496 SH   DFND 6,2,1 12,268 0 19,228
PARKER HANNIFIN CORP COM 701094104 1,804 10,548 SH   DFND 2,1 10,548 0 0
PARKER HANNIFIN CORP COM 701094104 109 635 SH   DFND 7,2,1 635 0 0
PARKER HANNIFIN CORP COM 701094104 36,734 214,781 SH   DFND 6,2,1 186,781 0 28,000
PARKER HANNIFIN CORP COM 701094104 108,241 632,875 SH   DFND 8,2,1 630,375 0 2,500
PARSLEY ENERGY INC CL A 701877102 32 1,113 SH   DFND 7,2,1 1,113 0 0
PARSLEY ENERGY INC CL A 701877102 8,677 299,300 SH   DFND 8,2,1 299,300 0 0
PATTERSON COMPANIES INC COM 703395103 8,874 399,200 SH   DFND 6,2,1 270,800 0 128,400
PATTERSON COMPANIES INC COM 703395103 440 19,800 SH   DFND 8,2,1 19,800 0 0
PAYCHEX INC COM 704326107 237 3,854 SH   DFND 7,2,1 3,854 0 0
PAYCHEX INC COM 704326107 12,010 195,000 SH   DFND 6,2,1 6,800 0 188,200
PAYCHEX INC COM 704326107 456 7,400 SH   DFND 8,2,1 7,400 0 0
PAYCOM SOFTWARE INC COM 70432V102 902 8,400 SH   DFND 6,2,1 8,400 0 0
PAYPAL HLDGS INC COM 70450Y103 530 6,990 SH   DFND 7,2,1 6,464 0 526
PAYPAL HLDGS INC COM 70450Y103 24,870 327,800 SH   DFND 6,2,1 140,600 0 187,200
PAYPAL HLDGS INC COM 70450Y103 10,692 140,930 SH   DFND 8,2,1 140,930 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 27,506 800,761 SH   DFND 7,2,1 800,761 0 0
PEMBINA PIPELINE CORP COM 706327103 493 15,781 SH   DFND 7,2,1 15,781 0 0
PEMBINA PIPELINE CORP COM 706327103 1,633 52,300 SH   DFND 6,2,1 0 0 52,300
PENN NATL GAMING INC COM 707569109 8,752 333,300 SH   DFND 6,2,1 238,800 0 94,500
PEOPLES UNITED FINANCIAL INC COM 712704105 31 1,640 SH   DFND 7,2,1 1,640 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 332 17,800 SH   DFND 6,2,1 17,800 0 0
PEPSICO INC COM 713448108 4,264 39,070 SH   DFND 7,2,1 37,514 0 1,556
PEPSICO INC COM 713448108 157,187 1,440,100 SH   DFND 6,2,1 769,900 0 670,200
PEPSICO INC COM 713448108 14,582 133,600 SH   DFND 8,2,1 104,700 0 28,900
PERKINELMER INC COM 714046109 8,291 109,500 SH   DFND 6,2,1 95,300 0 14,200
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 323 12,220 SH   DFND 7,2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,236 158,126 SH   DFND 7,2,1 63,714 0 94,412
PFIZER INC COM 717081103 6,149 173,269 SH   DFND 7,2,1 162,426 0 10,843
PFIZER INC COM 717081103 94,918 2,674,500 SH   DFND 6,2,1 1,102,000 0 1,572,500
PFIZER INC COM 717081103 6,470 182,300 SH   DFND 8,2,1 108,900 0 73,400
PHILIP MORRIS INTL INC COM 718172109 10,223 102,847 SH   DFND 7,2,1 34,900 0 67,947
PHILIP MORRIS INTL INC COM 718172109 14,529 146,168 SH   DFND 8,2,1 146,168 0 0
PHILLIPS 66 COM 718546104 2,323 24,223 SH   DFND 7,2,1 24,223 0 0
PHILLIPS 66 COM 718546104 6,743 70,300 SH   DFND 6,2,1 43,000 0 27,300
PHOTRONICS INC COM 719405102 165 20,000 SH   DFND 6,2,1 17,900 0 2,100
PHYSICIANS RLTY TR COM 71943U104 17,378 1,116,142 SH   DFND 7,2,1 1,116,142 0 0
PIER 1 IMPORTS INC COM 720279108 545 169,400 SH   DFND 6,2,1 169,400 0 0
PINNACLE WEST CAP CORP COM 723484101 37 459 SH   DFND 7,2,1 459 0 0
PINNACLE WEST CAP CORP COM 723484101 998 12,500 SH   DFND 6,2,1 0 0 12,500
PIONEER NAT RES CO COM 723787107 4,278 24,902 SH   DFND 7,2,1 4,840 0 20,062
PIONEER NAT RES CO COM 723787107 653 3,800 SH   DFND 6,2,1 1,000 0 2,800
PIONEER NAT RES CO COM 723787107 21,395 124,547 SH   DFND 8,2,1 124,547 0 0
PITNEY BOWES INC COM 724479100 298 27,400 SH   DFND 6,2,1 0 0 27,400
PIXELWORKS INC COM NEW 72581M305 131 33,938 SH   DFND 6,2,1 20,709 0 13,229
PLANET FITNESS INC CL A 72703H101 3,643 96,465 SH   DFND 7,2,1 96,465 0 0
PLANET FITNESS INC CL A 72703H101 9,439 249,900 SH   DFND 8,2,1 249,900 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 0 1 SH   DFND 7,2,1 0 0 1
PORTLAND GEN ELEC CO COM NEW 736508847 753 18,600 SH   DFND 6,2,1 1,400 0 17,200
PORTOLA PHARMACEUTICALS INC COM 737010108 421 12,900 SH   DFND 6,2,1 12,900 0 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,567 92,260 SH   DFND 5,4,2,1 92,260 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 120 14,040 SH   DFND 5,4,2,1 14,040 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 3,239 137,250 SH   DFND 5,4,2,1 137,250 0 0
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 3,484 139,370 SH   DFND 5,4,2,1 139,370 0 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 7,857 187,075 SH   DFND 5,4,2,1 187,075 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 552 30,320 SH   DFND 5,4,2,1 30,320 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 995 47,180 SH   DFND 5,4,2,1 47,180 0 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 995 22,100 SH   DFND 5,4,2,1 22,100 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 2,094 46,760 SH   DFND 5,4,2,1 46,760 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 757 19,210 SH   DFND 5,4,2,1 19,210 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 1,058 40,130 SH   DFND 5,4,2,1 40,130 0 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 2,837 85,570 SH   DFND 5,4,2,1 85,570 0 0
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 224 16,200 SH   DFND 5,4,2,1 16,200 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 3,058 65,110 SH   DFND 5,4,2,1 65,110 0 0
PRAXAIR INC COM 74005P104 1,356 9,394 SH   DFND 7,2,1 9,331 0 63
PRAXAIR INC COM 74005P104 25,108 174,000 SH   DFND 6,2,1 42,000 0 132,000
PREMIER FINL BANCORP INC COM 74050M105 385 20,673 SH   DFND 6,2,1 9,838 0 10,835
PRESIDIO INC COM 74102M103 5,461 349,145 SH   DFND 6,2,1 250,445 0 98,700
PRICE T ROWE GROUP INC COM 74144T108 128 1,182 SH   DFND 7,2,1 1,182 0 0
PRICE T ROWE GROUP INC COM 74144T108 26,939 249,500 SH   DFND 6,2,1 48,000 0 201,500
PRICE T ROWE GROUP INC COM 74144T108 875 8,100 SH   DFND 8,2,1 3,700 0 4,400
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 16,858 10,500,000 PRN   DFND 7,2,1 0 0 10,500,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 29,954 24,000,000 PRN   DFND 7,2,1 9,000,000 0 15,000,000
PRINCIPAL FINL GROUP INC COM 74251V102 231 3,794 SH   DFND 7,2,1 3,794 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 408 6,700 SH   DFND 6,2,1 6,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 250 4,100 SH   DFND 8,2,1 4,100 0 0
PROCTER AND GAMBLE CO COM 742718109 232 2,930 SH   DFND 2,1 2,930 0 0
PROCTER AND GAMBLE CO COM 742718109 2,281 28,770 SH   DFND 7,2,1 24,685 0 4,085
PROCTER AND GAMBLE CO COM 742718109 70,195 885,400 SH   DFND 6,2,1 352,600 0 532,800
PROCTER AND GAMBLE CO COM 742718109 1,982 25,000 SH   DFND 8,2,1 24,300 0 700
PROGRESS SOFTWARE CORP COM 743312100 1,288 33,500 SH   DFND 6,2,1 22,900 0 10,600
PROGRESSIVE CORP OHIO COM 743315103 180 2,953 SH   DFND 7,2,1 2,953 0 0
PROGRESSIVE CORP OHIO COM 743315103 3,089 50,700 SH   DFND 6,2,1 45,300 0 5,400
PROGRESSIVE CORP OHIO COM 743315103 13,191 216,496 SH   DFND 8,2,1 216,496 0 0
PROLOGIS INC COM 74340W103 40,804 647,790 SH   DFND 7,2,1 647,790 0 0
PROLOGIS INC COM 74340W103 2,299 36,500 SH   DFND 6,2,1 26,600 0 9,900
PROLOGIS INC COM 74340W103 2,634 41,813 SH   DFND 8,2,1 41,813 0 0
PROOFPOINT INC COM 743424103 255 2,247 SH   DFND 7,2,1 2,247 0 0
PROOFPOINT INC COM 743424103 26,694 234,876 SH   DFND 8,2,1 234,876 0 0
PROSHARES TR HD REPLICATION 74347X294 2,139 47,370 SH   DFND 5,4,2,1 47,370 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 2,086 56,620 SH   DFND 5,4,2,1 56,620 0 0
PRUDENTIAL FINL INC COM 744320102 3,470 33,507 SH   DFND 7,2,1 2,134 0 31,373
PRUDENTIAL FINL INC COM 744320102 7,507 72,500 SH   DFND 6,2,1 66,500 0 6,000
PRUDENTIAL FINL INC COM 744320102 445 4,300 SH   DFND 8,2,1 4,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 182 3,629 SH   DFND 7,2,1 3,629 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 8,189 163,000 SH   DFND 6,2,1 5,100 0 157,900
PUBLIC STORAGE COM 74460D109 4,908 24,493 SH   DFND 7,2,1 19,329 0 5,164
PUBLIC STORAGE COM 74460D109 461 2,300 SH   DFND 6,2,1 700 0 1,600
PULTE GROUP INC COM 745867101 45 1,523 SH   DFND 7,2,1 1,523 0 0
PULTE GROUP INC COM 745867101 1,805 61,200 SH   DFND 6,2,1 0 0 61,200
PUMA BIOTECHNOLOGY INC COM 74587V107 1,450 21,314 SH   DFND 6,2,1 15,647 0 5,667
PURE STORAGE INC CL A 74624M102 7,880 395,000 SH   DFND 8,2,1 395,000 0 0
QAD INC CL A 74727D306 283 6,800 SH   DFND 6,2,1 5,200 0 1,600
QEP RES INC COM 74733V100 730 74,600 SH   DFND 6,2,1 29,100 0 45,500
QEP RES INC COM 74733V100 32 3,300 SH   DFND 8,2,1 0 0 3,300
QORVO INC COM 74736K101 49 700 SH   DFND 7,2,1 700 0 0
QORVO INC COM 74736K101 155 2,200 SH   DFND 6,2,1 2,200 0 0
Q2 HLDGS INC COM 74736L109 6,370 139,846 SH   DFND 8,2,1 139,846 0 0
QUALCOMM INC COM 747525103 1,700 30,676 SH   DFND 2,1 30,676 0 0
QUALCOMM INC COM 747525103 2,739 49,426 SH   DFND 7,2,1 23,644 0 25,782
QUALCOMM INC COM 747525103 43,303 781,500 SH   DFND 6,2,1 588,700 0 192,800
QUALCOMM INC COM 747525103 154,263 2,784,028 SH   DFND 8,2,1 2,759,228 0 24,800
QUALITY CARE PPTYS INC COM 747545101 10 527 SH   DFND 7,2,1 527 0 0
QUALITY CARE PPTYS INC COM 747545101 787 40,500 SH   DFND 6,2,1 17,100 0 23,400
QUALITY SYS INC COM 747582104 4,802 351,800 SH   DFND 6,2,1 229,900 0 121,900
QUALYS INC COM 74758T303 2,835 38,967 SH   DFND 7,2,1 38,967 0 0
QUALYS INC COM 74758T303 182 2,500 SH   DFND 6,2,1 0 0 2,500
QUANTA SVCS INC COM 74762E102 3,468 100,950 SH   DFND 6,2,1 94,050 0 6,900
QUANTUM CORP COM NEW 747906501 661 181,600 SH   DFND 6,2,1 103,500 0 78,100
QUEST DIAGNOSTICS INC COM 74834L100 68 675 SH   DFND 7,2,1 675 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,376 53,600 SH   DFND 6,2,1 4,800 0 48,800
QUEST DIAGNOSTICS INC COM 74834L100 100 1,000 SH   DFND 8,2,1 1,000 0 0
QUIDEL CORP COM 74838J101 41 800 SH   DFND 6,2,1 0 0 800
QUIDEL CORP COM 74838J101 7,647 147,603 SH   DFND 8,2,1 147,603 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,647 58,000 SH   DFND 6,2,1 30,500 0 27,500
RLJ LODGING TR COM 74965L101 38 1,954 SH   DFND 7,2,1 1,954 0 0
RLJ LODGING TR COM 74965L101 7,918 407,300 SH   DFND 6,2,1 290,200 0 117,100
RLJ LODGING TR COM 74965L101 175 9,000 SH   DFND 8,2,1 0 0 9,000
RMR GROUP INC CL A 74967R106 1,430 20,447 SH   DFND 6,2,1 10,200 0 10,247
RPM INTL INC COM 749685103 5,368 112,600 SH   DFND 6,2,1 112,600 0 0
RPM INTL INC COM 749685103 276 5,800 SH   DFND 8,2,1 5,800 0 0
RPX CORP COM 74972G103 3,048 285,106 SH   DFND 6,2,1 180,895 0 104,211
RADIAN GROUP INC COM 750236101 7,070 371,300 SH   DFND 6,2,1 216,900 0 154,400
RADNET INC COM 750491102 147 10,200 SH   DFND 6,2,1 10,200 0 0
RAFAEL HLDGS INC COM CL B 75062E106 57 11,800 SH   DFND 6,2,1 9,000 0 2,800
RAMBUS INC DEL COM 750917106 3,826 284,900 SH   DFND 6,2,1 233,500 0 51,400
RALPH LAUREN CORP CL A 751212101 35 309 SH   DFND 7,2,1 309 0 0
RALPH LAUREN CORP CL A 751212101 48,376 432,700 SH   DFND 6,2,1 303,100 0 129,600
RALPH LAUREN CORP CL A 751212101 4,494 40,200 SH   DFND 8,2,1 35,500 0 4,700
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,111 413,500 SH   DFND 6,2,1 270,300 0 143,200
RANGE RES CORP COM 75281A109 91 6,288 SH   DFND 7,2,1 6,288 0 0
RANGE RES CORP COM 75281A109 1,704 117,200 SH   DFND 6,2,1 96,000 0 21,200
RANGE RES CORP COM 75281A109 651 44,800 SH   DFND 8,2,1 36,500 0 8,300
RAYMOND JAMES FINANCIAL INC COM 754730109 63 700 SH   DFND 7,2,1 700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,100 12,300 SH   DFND 6,2,1 0 0 12,300
RAYTHEON CO COM NEW 755111507 3,871 17,934 SH   DFND 7,2,1 16,327 0 1,607
RAYTHEON CO COM NEW 755111507 74,307 344,300 SH   DFND 6,2,1 103,100 0 241,200
RAYTHEON CO COM NEW 755111507 3,928 18,200 SH   DFND 8,2,1 7,000 0 11,200
REALNETWORKS INC COM NEW 75605L708 573 187,300 SH   DFND 6,2,1 122,700 0 64,600
REALTY INCOME CORP COM 756109104 940 18,177 SH   DFND 7,2,1 18,177 0 0
RED HAT INC COM 756577102 131 877 SH   DFND 7,2,1 877 0 0
RED HAT INC COM 756577102 4,186 28,000 SH   DFND 6,2,1 4,500 0 23,500
RED HAT INC COM 756577102 11,811 79,000 SH   DFND 8,2,1 79,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 57,225 28,300,000 PRN   DFND 7,2,1 10,500,000 0 17,800,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,647 28,400 SH   DFND 6,2,1 18,900 0 9,500
RED ROCK RESORTS INC CL A 75700L108 6,862 234,350 SH   DFND 6,2,1 152,950 0 81,400
REGAL BELOIT CORP COM 758750103 11,399 155,400 SH   DFND 6,2,1 102,300 0 53,100
REGENCY CTRS CORP COM 758849103 255 4,325 SH   DFND 7,2,1 4,325 0 0
REGENERON PHARMACEUTICALS COM 75886F107 137 399 SH   DFND 7,2,1 399 0 0
REGENERON PHARMACEUTICALS COM 75886F107 379 1,100 SH   DFND 6,2,1 400 0 700
REGENERON PHARMACEUTICALS COM 75886F107 31,124 90,383 SH   DFND 8,2,1 90,383 0 0
REGIS CORP MINN COM 758932107 345 22,793 SH   DFND 6,2,1 22,793 0 0
REGIONS FINL CORP NEW COM 7591EP100 108 5,798 SH   DFND 7,2,1 5,798 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,936 158,000 SH   DFND 6,2,1 0 0 158,000
REINSURANCE GROUP AMER INC COM NEW 759351604 5,209 33,822 SH   DFND 7,2,1 33,822 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 508 3,300 SH   DFND 6,2,1 3,300 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 185 1,200 SH   DFND 8,2,1 1,200 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 343 4,000 SH   DFND 6,2,1 0 0 4,000
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 349 27,300 SH   DFND 6,2,1 25,600 0 1,700
RENT A CTR INC NEW COM 76009N100 833 96,500 SH   DFND 6,2,1 91,300 0 5,200
REPUBLIC SVCS INC COM 760759100 78 1,172 SH   DFND 7,2,1 1,172 0 0
REPUBLIC SVCS INC COM 760759100 11,723 177,000 SH   DFND 6,2,1 900 0 176,100
RESOURCES CONNECTION INC COM 76122Q105 3,090 190,722 SH   DFND 6,2,1 142,478 0 48,244
RESTAURANT BRANDS INTL INC COM 76131D103 33 579 SH   DFND 7,2,1 579 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,559 80,100 SH   DFND 6,2,1 7,500 0 72,600
RESTAURANT BRANDS INTL INC COM 76131D103 165 2,900 SH   DFND 8,2,1 2,900 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 16,139 913,377 SH   DFND 7,2,1 913,377 0 0
REXFORD INDL RLTY INC COM 76169C100 2,709 94,110 SH   DFND 7,2,1 94,110 0 0
RINGCENTRAL INC CL A 76680R206 6,102 96,100 SH   DFND 6,2,1 71,300 0 24,800
ROBERT HALF INTL INC COM 770323103 38 652 SH   DFND 7,2,1 652 0 0
ROBERT HALF INTL INC COM 770323103 24,175 417,600 SH   DFND 6,2,1 307,300 0 110,300
ROCKWELL AUTOMATION INC COM 773903109 1,848 10,610 SH   DFND 2,1 10,610 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,539 8,835 SH   DFND 7,2,1 8,835 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,243 58,800 SH   DFND 6,2,1 6,900 0 51,900
ROCKWELL AUTOMATION INC COM 773903109 89,953 516,376 SH   DFND 8,2,1 516,376 0 0
ROCKWELL COLLINS INC COM 774341101 107 791 SH   DFND 7,2,1 791 0 0
ROCKWELL COLLINS INC COM 774341101 9,952 73,800 SH   DFND 6,2,1 0 0 73,800
ROGERS COMMUNICATIONS INC CL B 775109200 1,557 34,850 SH   DFND 7,2,1 9,702 0 25,148
ROGERS COMMUNICATIONS INC CL B 775109200 3,735 83,600 SH   DFND 6,2,1 7,700 0 75,900
ROPER TECHNOLOGIES INC COM 776696106 13,853 49,355 SH   DFND 7,2,1 11,887 0 37,468
ROPER TECHNOLOGIES INC COM 776696106 15,494 55,200 SH   DFND 6,2,1 4,400 0 50,800
ROPER TECHNOLOGIES INC COM 776696106 72,511 258,332 SH   DFND 8,2,1 258,332 0 0
ROSETTA STONE INC COM 777780107 334 25,369 SH   DFND 6,2,1 18,569 0 6,800
ROSS STORES INC COM 778296103 3,524 45,191 SH   DFND 7,2,1 2,450 0 42,741
ROSS STORES INC COM 778296103 15,105 193,700 SH   DFND 6,2,1 20,400 0 173,300
ROSS STORES INC COM 778296103 413 5,300 SH   DFND 8,2,1 5,300 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 5,101 65,994 SH   DFND 7,2,1 7,376 0 58,618
ROYAL BK CDA MONTREAL QUE COM 780087102 55,023 711,900 SH   DFND 6,2,1 200,600 0 511,300
ROYAL BK CDA MONTREAL QUE COM 780087102 8,506 110,051 SH   DFND 8,2,1 77,051 0 33,000
RUTHS HOSPITALITY GROUP INC COM 783332109 467 19,100 SH   DFND 6,2,1 1,000 0 18,100
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 57,053 464,409 SH   DFND 8,2,1 0 0 464,409
RYDER SYS INC COM 783549108 3,043 41,800 SH   DFND 6,2,1 41,800 0 0
S&P GLOBAL INC COM 78409V104 2,469 12,922 SH   DFND 7,2,1 12,922 0 0
S&P GLOBAL INC COM 78409V104 30,799 161,200 SH   DFND 6,2,1 38,300 0 122,900
S&P GLOBAL INC COM 78409V104 2,407 12,600 SH   DFND 8,2,1 2,000 0 10,600
SBA COMMUNICATIONS CORP NEW CL A 78410G104 99 581 SH   DFND 7,2,1 581 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 376 2,200 SH   DFND 6,2,1 0 0 2,200
SEI INVESTMENTS CO COM 784117103 60 800 SH   DFND 7,2,1 800 0 0
SEI INVESTMENTS CO COM 784117103 105 1,400 SH   DFND 6,2,1 1,400 0 0
SEI INVESTMENTS CO COM 784117103 57,104 762,300 SH   DFND 8,2,1 762,300 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,182 48,914 SH   DFND 7,2,1 20,600 0 28,314
SL GREEN RLTY CORP COM 78440X101 286 2,953 SH   DFND 7,2,1 2,953 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,581 25,010 SH   DFND 2,1 13,755 0 11,255
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,263 20,000 SH   DFND 7,2,1 0 0 20,000
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 804 19,964 SH   DFND 5,4,2,1 19,964 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,601 33,769 SH   DFND 5,4,2,1 33,769 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,716 32,695 SH   DFND 5,4,2,1 32,695 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 8,183 158,400 SH   DFND 5,4,2,1 158,400 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,907 304,245 SH   DFND 5,4,2,1 304,245 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,297 23,094 SH   DFND 5,4,2,1 23,094 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 46 860 SH   DFND 7,2,1 860 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 434 8,100 SH   DFND 6,2,1 0 0 8,100
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,898 69,330 SH   DFND 5,4,2,1 69,330 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 2,165 23,650 SH   DFND 7,2,1 23,650 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 384 4,260 SH   DFND 5,4,2,1 4,260 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 945 10,650 SH   DFND 5,4,2,1 10,650 0 0
SSR MNG INC COM 784730103 1,981 206,366 SH   DFND 7,2,1 0 0 206,366
SVB FINL GROUP COM 78486Q101 61 254 SH   DFND 7,2,1 254 0 0
SVB FINL GROUP COM 78486Q101 624 2,600 SH   DFND 6,2,1 0 0 2,600
SABRA HEALTH CARE REIT INC COM 78573L106 31 1,743 SH   DFND 7,2,1 1,743 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,438 478,100 SH   DFND 6,2,1 342,400 0 135,700
SABRA HEALTH CARE REIT INC COM 78573L106 891 50,500 SH   DFND 8,2,1 29,700 0 20,800
SABRE CORP COM 78573M104 23 1,062 SH   DFND 7,2,1 1,062 0 0
SABRE CORP COM 78573M104 4,809 224,200 SH   DFND 6,2,1 197,500 0 26,700
SAGE THERAPEUTICS INC COM 78667J108 2,948 18,300 SH   DFND 6,2,1 10,500 0 7,800
SAGE THERAPEUTICS INC COM 78667J108 7,199 44,694 SH   DFND 8,2,1 44,694 0 0
SALESFORCE COM INC COM 79466L302 479 4,122 SH   DFND 7,2,1 4,122 0 0
SALESFORCE COM INC COM 79466L302 50,532 434,500 SH   DFND 6,2,1 399,100 0 35,400
SALESFORCE COM INC COM 79466L302 81,554 701,242 SH   DFND 8,2,1 701,242 0 0
SANDERSON FARMS INC COM 800013104 405 3,400 SH   DFND 6,2,1 3,400 0 0
SAREPTA THERAPEUTICS INC COM 803607100 4,415 59,593 SH   DFND 8,2,1 59,593 0 0
SAUL CTRS INC COM 804395101 15,595 305,969 SH   DFND 7,2,1 305,969 0 0
SCANA CORP NEW COM 80589M102 16 423 SH   DFND 7,2,1 423 0 0
SCANA CORP NEW COM 80589M102 638 17,000 SH   DFND 6,2,1 0 0 17,000
SCHEIN HENRY INC COM 806407102 52 768 SH   DFND 7,2,1 768 0 0
SCHEIN HENRY INC COM 806407102 24,041 357,700 SH   DFND 6,2,1 168,700 0 189,000
SCHEIN HENRY INC COM 806407102 262 3,900 SH   DFND 8,2,1 3,900 0 0
SCHLUMBERGER LTD COM 806857108 275 4,250 SH   DFND 2,1 4,250 0 0
SCHLUMBERGER LTD COM 806857108 7,016 108,305 SH   DFND 7,2,1 104,150 0 4,155
SCHLUMBERGER LTD COM 806857108 11,680 180,300 SH   DFND 6,2,1 146,900 0 33,400
SCHNITZER STL INDS CL A 806882106 1,613 49,865 SH   DFND 6,2,1 42,835 0 7,030
SCHWAB CHARLES CORP NEW COM 808513105 790 15,132 SH   DFND 7,2,1 15,132 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,958 190,700 SH   DFND 6,2,1 129,200 0 61,500
SCHWAB CHARLES CORP NEW COM 808513105 7,521 144,018 SH   DFND 8,2,1 144,018 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 954 12,105 SH   DFND 7,2,1 12,105 0 0
SEACHANGE INTL INC COM 811699107 448 165,303 SH   DFND 6,2,1 115,300 0 50,003
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,250 18,540 SH   DFND 5,4,2,1 18,540 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,717 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 70,680 1,080,400 SH   DFND 5,4,2,1 1,080,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 818 42,000 SH   DFND 6,2,1 42,000 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 156 8,000 SH   DFND 8,2,1 0 0 8,000
SEMPRA ENERGY COM 816851109 943 8,478 SH   DFND 7,2,1 8,478 0 0
SEMPRA ENERGY COM 816851109 21,688 195,000 SH   DFND 6,2,1 19,000 0 176,000
SEMPRA ENERGY COM 816851109 612 5,500 SH   DFND 8,2,1 5,500 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 57 3,668 SH   DFND 7,2,1 3,668 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 9,650 616,200 SH   DFND 6,2,1 448,700 0 167,500
SENIOR HSG PPTYS TR SH BEN INT 81721M109 825 52,700 SH   DFND 8,2,1 52,700 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 3,262 46,223 SH   DFND 7,2,1 46,223 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 1,512 900,000 SH   DFND 8,2,1 900,000 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 6,967 195,969 SH   DFND 7,2,1 195,969 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 380 10,700 SH   DFND 6,2,1 3,300 0 7,400
SERVICE CORP INTL COM 817565104 3,955 104,793 SH   DFND 7,2,1 104,793 0 0
SERVICE CORP INTL COM 817565104 2,081 55,139 SH   DFND 8,2,1 55,139 0 0
SERVICENOW INC COM 81762P102 150 906 SH   DFND 7,2,1 906 0 0
SERVICENOW INC COM 81762P102 563 3,400 SH   DFND 6,2,1 1,700 0 1,700
SERVICENOW INC COM 81762P102 22,534 136,200 SH   DFND 8,2,1 136,200 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 30 1,579 SH   DFND 7,2,1 1,579 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,568 81,400 SH   DFND 6,2,1 27,000 0 54,400
SHERWIN WILLIAMS CO COM 824348106 178 453 SH   DFND 7,2,1 429 0 24
SHERWIN WILLIAMS CO COM 824348106 15,724 40,100 SH   DFND 6,2,1 4,700 0 35,400
SHERWIN WILLIAMS CO COM 824348106 510 1,300 SH   DFND 8,2,1 800 0 500
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,175 27,714 SH   DFND 7,2,1 7,500 0 20,214
SIERRA WIRELESS INC COM 826516106 372 22,533 SH   DFND 6,2,1 22,533 0 0
SILICON LABORATORIES INC COM 826919102 1,041 11,583 SH   DFND 2,1 11,583 0 0
SILICON LABORATORIES INC COM 826919102 53,921 599,785 SH   DFND 8,2,1 599,785 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 17,325 15,000,000 PRN   DFND 7,2,1 15,000,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 9,567 198,824 SH   DFND 8,2,1 198,824 0 0
SILVERCORP METALS INC COM 82835P103 2,820 1,048,143 SH   DFND 7,2,1 0 0 1,048,143
SIMON PPTY GROUP INC NEW COM 828806109 28,188 182,623 SH   DFND 7,2,1 151,976 0 30,647
SIMON PPTY GROUP INC NEW COM 828806109 7,609 49,300 SH   DFND 6,2,1 48,500 0 800
SIMON PPTY GROUP INC NEW COM 828806109 478 3,100 SH   DFND 8,2,1 3,100 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,382 76,100 SH   DFND 6,2,1 55,700 0 20,400
SKYWORKS SOLUTIONS INC COM 83088M102 90 899 SH   DFND 7,2,1 899 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,877 28,700 SH   DFND 6,2,1 0 0 28,700
SMITH A O COM 831865209 2,665 41,910 SH   DFND 7,2,1 41,910 0 0
SMITH A O COM 831865209 2,263 35,584 SH   DFND 8,2,1 35,584 0 0
SMUCKER J M CO COM NEW 832696405 68 548 SH   DFND 7,2,1 548 0 0
SMUCKER J M CO COM NEW 832696405 1,600 12,900 SH   DFND 6,2,1 0 0 12,900
SNAP ON INC COM 833034101 41 275 SH   DFND 7,2,1 275 0 0
SNAP ON INC COM 833034101 19,254 130,500 SH   DFND 6,2,1 92,445 0 38,055
SNAP ON INC COM 833034101 841 5,700 SH   DFND 8,2,1 5,700 0 0
SOHU COM INC COM 83408W103 538 17,400 SH   DFND 6,2,1 7,100 0 10,300
SOHU COM INC COM 83408W103 43 1,400 SH   DFND 8,2,1 0 0 1,400
SOLAR CAP LTD COM 83413U100 2,969 146,200 SH   DFND 6,2,1 81,900 0 64,300
SOLAR SR CAP LTD COM 83416M105 799 47,569 SH   DFND 6,2,1 21,100 0 26,469
SOLAREDGE TECHNOLOGIES INC COM 83417M104 684 13,000 SH   DFND 6,2,1 7,500 0 5,500
SONIC CORP COM 835451105 913 36,200 SH   DFND 6,2,1 24,600 0 11,600
SONOCO PRODS CO COM 835495102 19,366 399,300 SH   DFND 6,2,1 288,600 0 110,700
SONOCO PRODS CO COM 835495102 1,736 35,800 SH   DFND 8,2,1 31,400 0 4,400
SOUTHERN CO COM 842587107 477 10,675 SH   DFND 7,2,1 5,809 0 4,866
SOUTHERN CO COM 842587107 5,609 125,600 SH   DFND 6,2,1 119,300 0 6,300
SOUTHERN COPPER CORP COM 84265V105 7,438 137,288 SH   DFND 8,2,1 101,727 0 35,561
SOUTHWEST AIRLS CO COM 844741108 38 663 SH   DFND 7,2,1 663 0 0
SOUTHWEST AIRLS CO COM 844741108 676 11,800 SH   DFND 6,2,1 0 0 11,800
SOUTHWEST GAS HOLDINGS INC COM 844895102 5,877 86,900 SH   DFND 6,2,1 30,400 0 56,500
SOUTHWESTERN ENERGY CO COM 845467109 5 1,100 SH   DFND 7,2,1 1,100 0 0
SOUTHWESTERN ENERGY CO COM 845467109 607 140,300 SH   DFND 6,2,1 50,100 0 90,200
SOUTHWESTERN ENERGY CO COM 845467109 341 78,700 SH   DFND 8,2,1 78,700 0 0
SPARK THERAPEUTICS INC COM 84652J103 6,659 100,000 SH   DFND 8,2,1 100,000 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 3,146 176,531 SH   DFND 6,2,1 110,371 0 66,160
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 41 493 SH   DFND 7,2,1 493 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 15,007 179,300 SH   DFND 6,2,1 139,900 0 39,400
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,515 42,000 SH   DFND 8,2,1 38,800 0 3,200
SPIRIT RLTY CAP INC NEW COM 84860W102 54 7,000 SH   DFND 7,2,1 7,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 7,488 965,000 SH   DFND 6,2,1 645,100 0 319,900
SPIRIT RLTY CAP INC NEW COM 84860W102 636 81,900 SH   DFND 8,2,1 81,900 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 21,919 22,030,000 PRN   DFND 7,2,1 20,500,000 0 1,530,000
SPLUNK INC COM 848637104 69 700 SH   DFND 7,2,1 700 0 0
SPLUNK INC COM 848637104 18,054 183,494 SH   DFND 8,2,1 183,494 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 4,058 263,880 SH   DFND 8,2,1 263,880 0 0
SQUARE INC CL A 852234103 68 1,380 SH   DFND 7,2,1 1,380 0 0
SQUARE INC CL A 852234103 14,632 297,400 SH   DFND 6,2,1 250,700 0 46,700
SQUARE INC CL A 852234103 6,301 128,065 SH   DFND 8,2,1 128,065 0 0
STAMPS COM INC COM NEW 852857200 13,215 65,728 SH   DFND 6,2,1 45,728 0 20,000
STANDARD MTR PRODS INC COM 853666105 2,459 51,700 SH   DFND 6,2,1 45,800 0 5,900
STANLEY BLACK & DECKER INC COM 854502101 116 755 SH   DFND 7,2,1 755 0 0
STANLEY BLACK & DECKER INC COM 854502101 32,402 211,500 SH   DFND 6,2,1 111,800 0 99,700
STANLEY BLACK & DECKER INC COM 854502101 9,514 62,100 SH   DFND 8,2,1 53,900 0 8,200
STARBUCKS CORP COM 855244109 15,827 273,403 SH   DFND 7,2,1 153,872 0 119,531
STARBUCKS CORP COM 855244109 23,469 405,400 SH   DFND 6,2,1 192,000 0 213,400
STARBUCKS CORP COM 855244109 80,333 1,387,688 SH   DFND 8,2,1 1,387,688 0 0
STARS GROUP INC COM 85570W100 2,681 97,300 SH   DFND 6,2,1 63,200 0 34,100
STARS GROUP INC COM 85570W100 298 10,800 SH   DFND 8,2,1 8,100 0 2,700
STATE STR CORP COM 857477103 187 1,876 SH   DFND 7,2,1 1,876 0 0
STATE STR CORP COM 857477103 14,541 145,800 SH   DFND 6,2,1 51,900 0 93,900
STEEL DYNAMICS INC COM 858119100 53 1,201 SH   DFND 7,2,1 1,201 0 0
STEEL DYNAMICS INC COM 858119100 884 20,000 SH   DFND 6,2,1 0 0 20,000
STEELCASE INC CL A 858155203 165 12,100 SH   DFND 6,2,1 0 0 12,100
STELLUS CAP INVT CORP COM 858568108 538 46,700 SH   DFND 6,2,1 13,200 0 33,500
STEMLINE THERAPEUTICS INC COM 85858C107 8,637 564,504 SH   DFND 8,2,1 564,504 0 0
STEWART INFORMATION SVCS COR COM 860372101 1,432 32,600 SH   DFND 6,2,1 26,300 0 6,300
STONERIDGE INC COM 86183P102 2,433 88,144 SH   DFND 6,2,1 77,144 0 11,000
STORE CAP CORP COM 862121100 11,115 447,808 SH   DFND 7,2,1 447,808 0 0
STRYKER CORP COM 863667101 1,158 7,194 SH   DFND 2,1 7,194 0 0
STRYKER CORP COM 863667101 2,227 13,840 SH   DFND 7,2,1 13,840 0 0
STRYKER CORP COM 863667101 38,009 236,200 SH   DFND 6,2,1 53,700 0 182,500
STRYKER CORP COM 863667101 62,625 389,168 SH   DFND 8,2,1 389,168 0 0
STURM RUGER & CO INC COM 864159108 635 12,100 SH   DFND 6,2,1 7,400 0 4,700
SUMMIT FINANCIAL GROUP INC COM 86606G101 237 9,465 SH   DFND 6,2,1 6,700 0 2,765
SUMMIT HOTEL PPTYS INC COM 866082100 1,410 103,600 SH   DFND 6,2,1 79,900 0 23,700
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 4,360 338,000 SH   DFND 8,2,1 338,000 0 0
SUN LIFE FINL INC COM 866796105 36 864 SH   DFND 7,2,1 864 0 0
SUN LIFE FINL INC COM 866796105 2,175 52,900 SH   DFND 6,2,1 47,200 0 5,700
SUN LIFE FINL INC COM 866796105 452 11,000 SH   DFND 8,2,1 11,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 4,648 134,558 SH   DFND 7,2,1 130,910 0 3,648
SUNCOR ENERGY INC NEW COM 867224107 1,202 34,800 SH   DFND 6,2,1 29,800 0 5,000
SUNCOR ENERGY INC NEW COM 867224107 176 5,100 SH   DFND 8,2,1 5,100 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 52 3,397 SH   DFND 7,2,1 3,397 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,217 342,754 SH   DFND 6,2,1 184,200 0 158,554
SUNSTONE HOTEL INVS INC NEW COM 867892101 126 8,300 SH   DFND 8,2,1 8,300 0 0
SUNTRUST BKS INC COM 867914103 158 2,328 SH   DFND 7,2,1 2,328 0 0
SUNTRUST BKS INC COM 867914103 12,417 182,500 SH   DFND 6,2,1 27,900 0 154,600
SUPERNUS PHARMACEUTICALS INC COM 868459108 8,539 186,451 SH   DFND 8,2,1 186,451 0 0
SYKES ENTERPRISES INC COM 871237103 6,260 216,300 SH   DFND 6,2,1 144,900 0 71,400
SYMANTEC CORP COM 871503108 18,893 730,885 SH   DFND 7,2,1 730,885 0 0
SYMANTEC CORP COM 871503108 32,124 1,242,700 SH   DFND 6,2,1 1,023,000 0 219,700
SYMANTEC CORP COM 871503108 5,524 213,700 SH   DFND 8,2,1 185,500 0 28,200
SYNAPTICS INC COM 87157D109 883 19,300 SH   DFND 6,2,1 17,400 0 1,900
SYNOPSYS INC COM 871607107 59 706 SH   DFND 7,2,1 706 0 0
SYNOPSYS INC COM 871607107 24,920 299,370 SH   DFND 6,2,1 176,270 0 123,100
SYNOPSYS INC COM 871607107 807 9,700 SH   DFND 8,2,1 9,700 0 0
SYNCHRONY FINL COM 87165B103 131 3,915 SH   DFND 7,2,1 3,915 0 0
SYNCHRONY FINL COM 87165B103 4,634 138,200 SH   DFND 6,2,1 5,700 0 132,500
SYSCO CORP COM 871829107 149 2,479 SH   DFND 7,2,1 2,479 0 0
SYSCO CORP COM 871829107 19,241 320,900 SH   DFND 6,2,1 33,700 0 287,200
SYSCO CORP COM 871829107 504 8,400 SH   DFND 8,2,1 8,400 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 8,007 135,180 SH   DFND 7,2,1 1,412 0 133,768
TD AMERITRADE HLDG CORP COM 87236Y108 4,786 80,800 SH   DFND 6,2,1 10,200 0 70,600
TD AMERITRADE HLDG CORP COM 87236Y108 18,701 315,728 SH   DFND 8,2,1 315,728 0 0
TJX COS INC NEW COM 872540109 2,715 33,286 SH   DFND 7,2,1 22,297 0 10,989
TJX COS INC NEW COM 872540109 35,030 429,500 SH   DFND 6,2,1 112,700 0 316,800
TJX COS INC NEW COM 872540109 44,287 543,000 SH   DFND 8,2,1 543,000 0 0
T MOBILE US INC COM 872590104 89 1,461 SH   DFND 7,2,1 1,461 0 0
T MOBILE US INC COM 872590104 317 5,200 SH   DFND 6,2,1 0 0 5,200
TTM TECHNOLOGIES INC COM 87305R109 3,637 237,900 SH   DFND 6,2,1 169,800 0 68,100
TABLEAU SOFTWARE INC CL A 87336U105 5,224 64,639 SH   DFND 8,2,1 64,639 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,300 52,567 SH   DFND 2,1 52,567 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 10,008 228,705 SH   DFND 7,2,1 180,140 0 48,565
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 31,330 715,955 SH   DFND 8,2,1 486,838 0 229,117
TAILORED BRANDS INC COM 87403A107 1,609 64,200 SH   DFND 6,2,1 54,100 0 10,100
TAL ED GROUP SPONSORED ADS 874080104 82 2,200 SH   DFND 2,1 2,200 0 0
TAL ED GROUP SPONSORED ADS 874080104 23,804 641,795 SH   DFND 7,2,1 641,795 0 0
TAL ED GROUP SPONSORED ADS 874080104 4,150 111,884 SH   DFND 8,2,1 0 0 111,884
TAPESTRY INC COM 876030107 157 2,990 SH   DFND 7,2,1 2,990 0 0
TAPESTRY INC COM 876030107 479 9,100 SH   DFND 6,2,1 0 0 9,100
TARGET CORP COM 87612E106 380 5,468 SH   DFND 7,2,1 3,568 0 1,900
TARGET CORP COM 87612E106 25,710 370,300 SH   DFND 6,2,1 281,400 0 88,900
TARGET CORP COM 87612E106 2,631 37,900 SH   DFND 8,2,1 22,700 0 15,200
TARGA RES CORP COM 87612G101 248 5,625 SH   DFND 7,2,1 5,625 0 0
TARGA RES CORP COM 87612G101 673 15,300 SH   DFND 6,2,1 15,300 0 0
TASEKO MINES LTD COM 876511106 855 743,236 SH   DFND 6,2,1 469,536 0 273,700
TATA MTRS LTD SPONSORED ADR 876568502 320 12,443 SH   DFND 7,2,1 367 0 12,076
TAYLOR MORRISON HOME CORP CL A 87724P106 345 14,800 SH   DFND 6,2,1 14,800 0 0
TECK RESOURCES LTD CL B 878742204 578 22,446 SH   DFND 7,2,1 20,800 0 1,646
TECK RESOURCES LTD CL B 878742204 281 10,900 SH   DFND 6,2,1 10,900 0 0
TEGNA INC COM 87901J105 124 10,852 SH   DFND 7,2,1 10,852 0 0
TEGNA INC COM 87901J105 11,382 999,300 SH   DFND 6,2,1 599,600 0 399,700
TEGNA INC COM 87901J105 655 57,500 SH   DFND 8,2,1 45,100 0 12,400
TELEFLEX INC COM 879369106 62 245 SH   DFND 7,2,1 245 0 0
TELEFLEX INC COM 879369106 1,734 6,800 SH   DFND 6,2,1 200 0 6,600
TELEFLEX INC COM 879369106 178 700 SH   DFND 8,2,1 700 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 1,187 77,306 SH   DFND 7,2,1 30,200 0 47,106
TELENAV INC COM 879455103 1,190 220,380 SH   DFND 6,2,1 115,304 0 105,076
TERADATA CORP DEL COM 88076W103 16,368 412,600 SH   DFND 6,2,1 322,600 0 90,000
TERADATA CORP DEL COM 88076W103 980 24,700 SH   DFND 8,2,1 24,700 0 0
TERADYNE INC COM 880770102 2,002 43,799 SH   DFND 2,1 43,799 0 0
TERADYNE INC COM 880770102 97,144 2,125,227 SH   DFND 8,2,1 2,125,227 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 17,101 11,216,000 PRN   DFND 7,2,1 11,000,000 0 216,000
TEREX CORP NEW COM 880779103 1,440 38,500 SH   DFND 6,2,1 15,700 0 22,800
TESARO INC COM 881569107 11 187 SH   DFND 7,2,1 187 0 0
TESARO INC COM 881569107 8,257 144,504 SH   DFND 8,2,1 144,504 0 0
TESLA INC COM 88160R101 412 1,549 SH   DFND 2,1 1,549 0 0
TESLA INC COM 88160R101 219 822 SH   DFND 7,2,1 822 0 0
TESLA INC COM 88160R101 452 1,700 SH   DFND 6,2,1 800 0 900
TESLA INC COM 88160R101 20,010 75,188 SH   DFND 8,2,1 75,188 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 13,322 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
TETRAPHASE PHARMACEUTICALS I COM 88165N105 664 216,337 SH   DFND 6,2,1 104,437 0 111,900
TEXAS INSTRS INC COM 882508104 1,679 16,166 SH   DFND 2,1 16,166 0 0
TEXAS INSTRS INC COM 882508104 1,427 13,732 SH   DFND 7,2,1 5,857 0 7,875
TEXAS INSTRS INC COM 882508104 49,275 474,300 SH   DFND 6,2,1 135,400 0 338,900
TEXAS INSTRS INC COM 882508104 92,320 888,637 SH   DFND 8,2,1 888,637 0 0
THERAPEUTICSMD INC COM 88338N107 5,172 1,062,046 SH   DFND 8,2,1 1,062,046 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,109 10,215 SH   DFND 2,1 10,215 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,591 36,767 SH   DFND 7,2,1 16,578 0 20,189
THERMO FISHER SCIENTIFIC INC COM 883556102 29,421 142,500 SH   DFND 6,2,1 49,500 0 93,000
THERMO FISHER SCIENTIFIC INC COM 883556102 149,132 722,328 SH   DFND 8,2,1 722,328 0 0
THOMSON REUTERS CORP COM 884903105 15 400 SH   DFND 7,2,1 400 0 0
THOMSON REUTERS CORP COM 884903105 10,453 270,455 SH   DFND 6,2,1 47,000 0 223,455
THOMSON REUTERS CORP COM 884903105 587 15,200 SH   DFND 8,2,1 9,000 0 6,200
3M CO COM 88579Y101 290 1,320 SH   DFND 2,1 1,320 0 0
3M CO COM 88579Y101 31,190 142,081 SH   DFND 7,2,1 23,879 0 118,202
3M CO COM 88579Y101 52,773 240,400 SH   DFND 6,2,1 85,600 0 154,800
3M CO COM 88579Y101 14,795 67,399 SH   DFND 8,2,1 67,399 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 447 20,609 SH   DFND 7,2,1 0 0 20,609
TIMBERLAND BANCORP INC COM 887098101 499 16,400 SH   DFND 6,2,1 12,700 0 3,700
TIME WARNER INC COM NEW 887317303 4,443 46,980 SH   DFND 7,2,1 35,161 0 11,819
TIME WARNER INC COM NEW 887317303 14,764 156,100 SH   DFND 6,2,1 108,500 0 47,600
TIME WARNER INC COM NEW 887317303 199 2,100 SH   DFND 8,2,1 2,100 0 0
TIMKEN CO COM 887389104 3,370 73,900 SH   DFND 6,2,1 17,200 0 56,700
TIVO CORP COM 88870P106 8,870 654,600 SH   DFND 6,2,1 392,800 0 261,800
TIVO CORP COM 88870P106 180 13,300 SH   DFND 8,2,1 0 0 13,300
TORCHMARK CORP COM 891027104 46 552 SH   DFND 7,2,1 552 0 0
TORCHMARK CORP COM 891027104 901 10,700 SH   DFND 6,2,1 10,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 12,240 215,308 SH   DFND 7,2,1 74,993 0 140,315
TORONTO DOMINION BK ONT COM NEW 891160509 50,380 886,200 SH   DFND 6,2,1 82,100 0 804,100
TORONTO DOMINION BK ONT COM NEW 891160509 15,646 275,207 SH   DFND 8,2,1 275,207 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 252 33,177 SH   DFND 6,2,1 7,886 0 25,291
TRACTOR SUPPLY CO COM 892356106 42 665 SH   DFND 7,2,1 665 0 0
TRACTOR SUPPLY CO COM 892356106 788 12,500 SH   DFND 6,2,1 0 0 12,500
TRANSCANADA CORP COM 89353D107 933 22,591 SH   DFND 7,2,1 22,591 0 0
TRANSCANADA CORP COM 89353D107 244 5,900 SH   DFND 6,2,1 3,700 0 2,200
TRAVELERS COMPANIES INC COM 89417E109 184 1,328 SH   DFND 7,2,1 1,328 0 0
TRAVELERS COMPANIES INC COM 89417E109 8,915 64,200 SH   DFND 6,2,1 50,700 0 13,500
TRAVELZOO COM NEW 89421Q205 91 12,500 SH   DFND 6,2,1 6,600 0 5,900
TREDEGAR CORP COM 894650100 816 45,471 SH   DFND 6,2,1 36,726 0 8,745
TREX CO INC COM 89531P105 489 4,500 SH   DFND 6,2,1 0 0 4,500
TRICO BANCSHARES COM 896095106 603 16,200 SH   DFND 6,2,1 10,500 0 5,700
TRIMBLE INC COM 896239100 1,684 46,924 SH   DFND 2,1 46,924 0 0
TRIMBLE INC COM 896239100 49 1,356 SH   DFND 7,2,1 1,356 0 0
TRIMBLE INC COM 896239100 83,657 2,331,577 SH   DFND 8,2,1 2,331,577 0 0
TRINET GROUP INC COM 896288107 4,525 97,700 SH   DFND 6,2,1 55,300 0 42,400
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 20,443 15,000,000 PRN   DFND 7,2,1 14,000,000 0 1,000,000
TRIPLE-S MGMT CORP CL B 896749108 316 12,100 SH   DFND 6,2,1 4,800 0 7,300
TRIPADVISOR INC COM 896945201 25 600 SH   DFND 7,2,1 600 0 0
TRIPADVISOR INC COM 896945201 810 19,800 SH   DFND 6,2,1 19,800 0 0
TRUEBLUE INC COM 89785X101 1,057 40,800 SH   DFND 6,2,1 29,300 0 11,500
TRUPANION INC COM 898202106 1,817 60,785 SH   DFND 7,2,1 60,785 0 0
TRUSTMARK CORP COM 898402102 757 24,300 SH   DFND 6,2,1 24,300 0 0
TTEC HLDGS INC COM 89854H102 597 19,452 SH   DFND 6,2,1 13,200 0 6,252
TUESDAY MORNING CORP COM NEW 899035505 78 19,800 SH   DFND 6,2,1 19,800 0 0
TUPPERWARE BRANDS CORP COM 899896104 8,423 174,100 SH   DFND 6,2,1 105,200 0 68,900
TUPPERWARE BRANDS CORP COM 899896104 416 8,600 SH   DFND 8,2,1 8,600 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 284 7,749 SH   DFND 7,2,1 7,101 0 648
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,049 273,900 SH   DFND 6,2,1 187,100 0 86,800
TWILIO INC CL A 90138F102 3,231 84,621 SH   DFND 8,2,1 84,621 0 0
TWITTER INC COM 90184L102 89 3,066 SH   DFND 7,2,1 3,066 0 0
TWITTER INC COM 90184L102 7,406 255,300 SH   DFND 6,2,1 186,600 0 68,700
TWITTER INC COM 90184L102 1,256 43,300 SH   DFND 8,2,1 15,800 0 27,500
2U INC COM 90214J101 1,260 15,000 SH   DFND 6,2,1 15,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 982 4,657 SH   DFND 8,2,1 4,657 0 0
TYSON FOODS INC CL A 902494103 101 1,382 SH   DFND 7,2,1 1,382 0 0
TYSON FOODS INC CL A 902494103 3,462 47,300 SH   DFND 6,2,1 5,200 0 42,100
TYSON FOODS INC CL A 902494103 139 1,900 SH   DFND 8,2,1 1,900 0 0
UDR INC COM 902653104 278 7,817 SH   DFND 7,2,1 7,817 0 0
UDR INC COM 902653104 851 23,900 SH   DFND 6,2,1 23,900 0 0
UGI CORP NEW COM 902681105 36 800 SH   DFND 7,2,1 800 0 0
UGI CORP NEW COM 902681105 1,706 38,400 SH   DFND 6,2,1 600 0 37,800
UGI CORP NEW COM 902681105 71 1,600 SH   DFND 8,2,1 1,600 0 0
US BANCORP DEL COM NEW 902973304 8,455 167,418 SH   DFND 7,2,1 156,621 0 10,797
US BANCORP DEL COM NEW 902973304 48,687 964,100 SH   DFND 6,2,1 215,300 0 748,800
US BANCORP DEL COM NEW 902973304 14,555 288,225 SH   DFND 8,2,1 281,225 0 7,000
ULTA BEAUTY INC COM 90384S303 59 288 SH   DFND 7,2,1 288 0 0
ULTA BEAUTY INC COM 90384S303 239 1,168 SH   DFND 8,2,1 1,168 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,521 14,450 SH   DFND 7,2,1 14,450 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 62,240 255,396 SH   DFND 8,2,1 255,396 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 3,040 157,900 SH   DFND 6,2,1 132,500 0 25,400
ULTRA PETROLEUM CORP COM NEW 903914208 1,492 357,900 SH   DFND 6,2,1 168,900 0 189,000
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 13,467 264,115 SH   DFND 8,2,1 264,115 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,369 109,554 SH   DFND 7,2,1 100,907 0 8,647
UMPQUA HLDGS CORP COM 904214103 4,246 198,330 SH   DFND 7,2,1 198,330 0 0
UMPQUA HLDGS CORP COM 904214103 10,630 496,500 SH   DFND 6,2,1 283,900 0 212,600
UNION PAC CORP COM 907818108 344 2,560 SH   DFND 2,1 2,560 0 0
UNION PAC CORP COM 907818108 13,718 102,048 SH   DFND 7,2,1 49,481 0 52,567
UNION PAC CORP COM 907818108 54,041 402,000 SH   DFND 6,2,1 98,500 0 303,500
UNION PAC CORP COM 907818108 73,581 547,356 SH   DFND 8,2,1 547,356 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 441 170,305 SH   DFND 7,2,1 52,300 0 118,005
UNITED PARCEL SERVICE INC CL B 911312106 1,932 18,458 SH   DFND 7,2,1 16,827 0 1,631
UNITED PARCEL SERVICE INC CL B 911312106 40,064 382,800 SH   DFND 6,2,1 133,900 0 248,900
UNITED PARCEL SERVICE INC CL B 911312106 2,376 22,700 SH   DFND 8,2,1 22,700 0 0
UNITED RENTALS INC COM 911363109 1,168 6,762 SH   DFND 7,2,1 419 0 6,343
UNITED RENTALS INC COM 911363109 16,549 95,806 SH   DFND 6,2,1 54,100 0 41,706
UNITED RENTALS INC COM 911363109 21,942 127,028 SH   DFND 8,2,1 127,028 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,043 103,662 SH   DFND 7,2,1 97,288 0 6,374
UNITED TECHNOLOGIES CORP COM 913017109 39,759 316,000 SH   DFND 6,2,1 108,300 0 207,700
UNITED TECHNOLOGIES CORP COM 913017109 2,013 16,000 SH   DFND 8,2,1 4,600 0 11,400
UNITED THERAPEUTICS CORP DEL COM 91307C102 25 221 SH   DFND 7,2,1 221 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 5,742 51,100 SH   DFND 6,2,1 33,900 0 17,200
UNITEDHEALTH GROUP INC COM 91324P102 294 1,374 SH   DFND 2,1 1,374 0 0
UNITEDHEALTH GROUP INC COM 91324P102 24,909 116,397 SH   DFND 7,2,1 57,344 0 59,053
UNITEDHEALTH GROUP INC COM 91324P102 77,447 361,900 SH   DFND 6,2,1 137,000 0 224,900
UNITEDHEALTH GROUP INC COM 91324P102 79,779 372,800 SH   DFND 8,2,1 372,100 0 700
UNIVAR INC COM 91336L107 3,347 120,629 SH   DFND 7,2,1 120,629 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 2,972 29,427 SH   DFND 6,2,1 20,600 0 8,827
UNIVERSAL INS HLDGS INC COM 91359V107 995 31,200 SH   DFND 6,2,1 21,300 0 9,900
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 311 14,700 SH   DFND 6,2,1 7,100 0 7,600
UNIVERSAL HLTH SVCS INC CL B 913903100 50 426 SH   DFND 7,2,1 426 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 580 4,900 SH   DFND 6,2,1 0 0 4,900
UNIVERSAL HLTH SVCS INC CL B 913903100 8,539 72,112 SH   DFND 8,2,1 72,112 0 0
UNUM GROUP COM 91529Y106 57 1,200 SH   DFND 7,2,1 1,200 0 0
UNUM GROUP COM 91529Y106 11,860 249,100 SH   DFND 6,2,1 241,200 0 7,900
UNUM GROUP COM 91529Y106 843 17,700 SH   DFND 8,2,1 17,700 0 0
URBAN EDGE PPTYS COM 91704F104 16,931 793,021 SH   DFND 7,2,1 793,021 0 0
V F CORP COM 918204108 122 1,643 SH   DFND 7,2,1 1,643 0 0
V F CORP COM 918204108 15,143 204,300 SH   DFND 6,2,1 23,800 0 180,500
V F CORP COM 918204108 363 4,900 SH   DFND 8,2,1 4,900 0 0
VALHI INC NEW COM 918905100 2,055 339,068 SH   DFND 6,2,1 233,962 0 105,106
VALEANT PHARMACEUTICALS INTL COM 91911K102 656 41,203 SH   DFND 7,2,1 19,100 0 22,103
VALE S A ADR 91912E105 2,870 225,592 SH   DFND 7,2,1 80,507 0 145,085
VALERO ENERGY CORP NEW COM 91913Y100 4,013 43,253 SH   DFND 7,2,1 13,682 0 29,571
VALERO ENERGY CORP NEW COM 91913Y100 65,950 710,900 SH   DFND 6,2,1 495,700 0 215,200
VALERO ENERGY CORP NEW COM 91913Y100 6,438 69,400 SH   DFND 8,2,1 59,200 0 10,200
VALLEY NATL BANCORP COM 919794107 259 20,800 SH   DFND 6,2,1 20,800 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,447 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 693 14,176 SH   DFND 2,1 0 0 14,176
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 823 16,820 SH   DFND 5,4,2,1 16,820 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 4,543 83,010 SH   DFND 5,4,2,1 83,010 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,073 17,620 SH   DFND 5,4,2,1 17,620 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,587 140,200 SH   DFND 5,4,2,1 140,200 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 102 1,395 SH   DFND 2,1 0 0 1,395
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 6,441 88,300 SH   DFND 5,4,2,1 88,300 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 39,647 681,800 SH   DFND 5,4,2,1 681,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 795 8,610 SH   DFND 5,4,2,1 8,610 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 71,256 416,700 SH   DFND 5,4,2,1 416,700 0 0
VARONIS SYS INC COM 922280102 224 3,700 SH   DFND 6,2,1 3,700 0 0
VECTRUS INC COM 92242T101 2,446 65,673 SH   DFND 6,2,1 41,362 0 24,311
VEEVA SYS INC CL A COM 922475108 38 521 SH   DFND 7,2,1 521 0 0
VEEVA SYS INC CL A COM 922475108 6,791 93,000 SH   DFND 8,2,1 93,000 0 0
VENTAS INC COM 92276F100 1,015 20,485 SH   DFND 7,2,1 20,485 0 0
VENTAS INC COM 92276F100 163 3,300 SH   DFND 6,2,1 3,300 0 0
VENTAS INC COM 92276F100 2,204 44,505 SH   DFND 8,2,1 44,505 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 3,572 14,755 SH   DFND 7,2,1 0 0 14,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 38,899 355,600 SH   DFND 5,4,2,1 355,600 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 6,610 51,000 SH   DFND 5,4,2,1 51,000 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 37,827 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 119,904 845,112 SH   DFND 5,4,2,1 845,112 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 31,439 304,701 SH   DFND 5,4,2,1 304,701 0 0
VERA BRADLEY INC COM 92335C106 2,928 275,959 SH   DFND 6,2,1 183,400 0 92,559
VERASTEM INC COM 92337C104 234 78,425 SH   DFND 6,2,1 78,425 0 0
VEREIT INC COM 92339V100 751 107,843 SH   DFND 7,2,1 107,843 0 0
VEREIT INC COM 92339V100 4,856 697,700 SH   DFND 6,2,1 536,100 0 161,600
VERIFONE SYS INC COM 92342Y109 321 20,900 SH   DFND 6,2,1 20,900 0 0
VERISIGN INC COM 92343E102 57 482 SH   DFND 7,2,1 482 0 0
VERISIGN INC COM 92343E102 356 3,000 SH   DFND 6,2,1 0 0 3,000
VERIZON COMMUNICATIONS INC COM 92343V104 5,528 115,595 SH   DFND 7,2,1 19,937 0 95,658
VERIZON COMMUNICATIONS INC COM 92343V104 48,231 1,008,600 SH   DFND 6,2,1 573,600 0 435,000
VERIZON COMMUNICATIONS INC COM 92343V104 1,430 29,900 SH   DFND 8,2,1 27,800 0 2,100
VERINT SYS INC COM 92343X100 1,493 35,039 SH   DFND 7,2,1 35,039 0 0
VERINT SYS INC COM 92343X100 11,498 269,900 SH   DFND 6,2,1 178,700 0 91,200
VERINT SYS INC COM 92343X100 349 8,200 SH   DFND 8,2,1 0 0 8,200
VERISK ANALYTICS INC COM 92345Y106 78 754 SH   DFND 7,2,1 754 0 0
VERISK ANALYTICS INC COM 92345Y106 5,418 52,100 SH   DFND 6,2,1 5,300 0 46,800
VERISK ANALYTICS INC COM 92345Y106 302 2,900 SH   DFND 8,2,1 2,900 0 0
VERMILION ENERGY INC COM 923725105 458 14,200 SH   DFND 7,2,1 14,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 202 1,238 SH   DFND 7,2,1 1,238 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 43,646 267,800 SH   DFND 6,2,1 237,300 0 30,500
VERTEX PHARMACEUTICALS INC COM 92532F100 68,459 420,047 SH   DFND 8,2,1 419,547 0 500
VIACOM INC NEW CL B 92553P201 55 1,755 SH   DFND 7,2,1 1,755 0 0
VIACOM INC NEW CL B 92553P201 40,109 1,291,350 SH   DFND 6,2,1 958,950 0 332,400
VIACOM INC NEW CL B 92553P201 6,237 200,800 SH   DFND 8,2,1 179,800 0 21,000
VILLAGE SUPER MKT INC CL A NEW 927107409 890 33,761 SH   DFND 6,2,1 26,071 0 7,690
VISA INC COM CL A 92826C839 310 2,590 SH   DFND 2,1 2,590 0 0
VISA INC COM CL A 92826C839 20,608 172,278 SH   DFND 7,2,1 125,604 0 46,674
VISA INC COM CL A 92826C839 81,665 682,700 SH   DFND 6,2,1 292,700 0 390,000
VISA INC COM CL A 92826C839 111,163 929,299 SH   DFND 8,2,1 929,299 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 10,174 546,990 SH   DFND 6,2,1 364,000 0 182,990
VISHAY PRECISION GROUP INC COM 92835K103 1,030 33,074 SH   DFND 6,2,1 20,152 0 12,922
VMWARE INC CL A COM 928563402 51 423 SH   DFND 7,2,1 423 0 0
VMWARE INC CL A COM 928563402 1,019 8,400 SH   DFND 6,2,1 1,600 0 6,800
VMWARE INC CL A COM 928563402 109 900 SH   DFND 8,2,1 0 0 900
VORNADO RLTY TR SH BEN INT 929042109 324 4,816 SH   DFND 7,2,1 4,816 0 0
VORNADO RLTY TR SH BEN INT 929042109 249 3,700 SH   DFND 6,2,1 3,700 0 0
VORNADO RLTY TR SH BEN INT 929042109 81 1,200 SH   DFND 8,2,1 1,200 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 5,036 268,030 SH   DFND 8,2,1 268,030 0 0
VULCAN MATLS CO COM 929160109 75 657 SH   DFND 7,2,1 657 0 0
VULCAN MATLS CO COM 929160109 3,870 33,900 SH   DFND 6,2,1 0 0 33,900
WABASH NATL CORP COM 929566107 2,680 128,800 SH   DFND 6,2,1 99,100 0 29,700
WABTEC CORP COM 929740108 3,792 46,585 SH   DFND 7,2,1 46,585 0 0
WABTEC CORP COM 929740108 212 2,600 SH   DFND 6,2,1 0 0 2,600
WADDELL & REED FINL INC CL A 930059100 7,868 389,300 SH   DFND 6,2,1 271,800 0 117,500
WALMART INC COM 931142103 305 3,430 SH   DFND 2,1 3,430 0 0
WALMART INC COM 931142103 2,709 30,448 SH   DFND 7,2,1 5,329 0 25,119
WALMART INC COM 931142103 25,152 282,700 SH   DFND 6,2,1 159,000 0 123,700
WALGREENS BOOTS ALLIANCE INC COM 931427108 845 12,911 SH   DFND 7,2,1 6,289 0 6,622
WALGREENS BOOTS ALLIANCE INC COM 931427108 21,343 326,000 SH   DFND 6,2,1 124,200 0 201,800
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,103 47,400 SH   DFND 8,2,1 47,400 0 0
WALKER & DUNLOP INC COM 93148P102 7,897 132,900 SH   DFND 6,2,1 95,300 0 37,600
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 413 15,137 SH   DFND 7,2,1 15,137 0 0
WASTE CONNECTIONS INC COM 94106B101 96 1,336 SH   DFND 7,2,1 1,336 0 0
WASTE CONNECTIONS INC COM 94106B101 4,613 64,300 SH   DFND 6,2,1 0 0 64,300
WASTE MGMT INC DEL COM 94106L109 294 3,498 SH   DFND 2,1 3,498 0 0
WASTE MGMT INC DEL COM 94106L109 188 2,237 SH   DFND 7,2,1 2,237 0 0
WASTE MGMT INC DEL COM 94106L109 23,697 281,700 SH   DFND 6,2,1 15,400 0 266,300
WASTE MGMT INC DEL COM 94106L109 404 4,800 SH   DFND 8,2,1 4,800 0 0
WATERS CORP COM 941848103 81 408 SH   DFND 7,2,1 408 0 0
WATERS CORP COM 941848103 4,370 22,000 SH   DFND 6,2,1 0 0 22,000
WAYFAIR INC CL A 94419L101 8,131 120,400 SH   DFND 6,2,1 88,600 0 31,800
WEB COM GROUP INC COM 94733A104 4,250 234,800 SH   DFND 6,2,1 161,200 0 73,600
WEIS MKTS INC COM 948849104 869 21,200 SH   DFND 6,2,1 14,700 0 6,500
WELBILT INC COM 949090104 3,078 158,234 SH   DFND 7,2,1 158,234 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,033 10,500 SH   DFND 6,2,1 10,500 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 47,591 15,800,000 PRN   DFND 7,2,1 0 0 15,800,000
WELLS FARGO CO NEW COM 949746101 19,682 375,543 SH   DFND 7,2,1 224,812 0 150,731
WELLS FARGO CO NEW COM 949746101 19,183 366,020 SH   DFND 8,2,1 366,020 0 0
WELLTOWER INC COM 95040Q104 20,416 375,080 SH   DFND 7,2,1 375,080 0 0
WELLTOWER INC COM 95040Q104 953 17,500 SH   DFND 6,2,1 9,600 0 7,900
WELLTOWER INC COM 95040Q104 1,511 27,763 SH   DFND 8,2,1 27,763 0 0
WESBANCO INC COM 950810101 575 13,600 SH   DFND 6,2,1 13,600 0 0
WESTERN ALLIANCE BANCORP COM 957638109 12,598 216,800 SH   DFND 8,2,1 216,800 0 0
WESTERN DIGITAL CORP COM 958102105 133 1,439 SH   DFND 7,2,1 1,439 0 0
WESTERN DIGITAL CORP COM 958102105 1,476 16,000 SH   DFND 6,2,1 3,500 0 12,500
WESTERN DIGITAL CORP COM 958102105 332 3,600 SH   DFND 8,2,1 0 0 3,600
WESTERN UN CO COM 959802109 43 2,258 SH   DFND 7,2,1 2,258 0 0
WESTERN UN CO COM 959802109 32,558 1,693,100 SH   DFND 6,2,1 1,206,300 0 486,800
WESTERN UN CO COM 959802109 4,004 208,200 SH   DFND 8,2,1 193,300 0 14,900
WEYCO GROUP INC COM 962149100 833 24,780 SH   DFND 6,2,1 15,300 0 9,480
WEYERHAEUSER CO COM 962166104 126 3,590 SH   DFND 7,2,1 3,590 0 0
WEYERHAEUSER CO COM 962166104 1,057 30,200 SH   DFND 6,2,1 5,100 0 25,100
WHEATON PRECIOUS METALS CORP COM 962879102 1,826 89,649 SH   DFND 7,2,1 89,649 0 0
WHIRLPOOL CORP COM 963320106 60 391 SH   DFND 7,2,1 391 0 0
WHIRLPOOL CORP COM 963320106 17,317 113,100 SH   DFND 6,2,1 106,200 0 6,900
WHIRLPOOL CORP COM 963320106 1,868 12,200 SH   DFND 8,2,1 12,200 0 0
WHITEHORSE FIN INC COM 96524V106 413 33,217 SH   DFND 6,2,1 26,417 0 6,800
WHITESTONE REIT COM 966084204 1,561 150,200 SH   DFND 6,2,1 119,400 0 30,800
WHITING PETE CORP NEW COM NEW 966387409 442 13,075 SH   DFND 6,2,1 0 0 13,075
WILLIAMS COS INC DEL COM 969457100 98 3,956 SH   DFND 7,2,1 3,956 0 0
WILLIAMS COS INC DEL COM 969457100 1,427 57,400 SH   DFND 6,2,1 19,000 0 38,400
WILLIAMS SONOMA INC COM 969904101 3,118 59,100 SH   DFND 6,2,1 41,600 0 17,500
WILLIAMS SONOMA INC COM 969904101 781 14,800 SH   DFND 8,2,1 7,700 0 7,100
WISDOMTREE TR FUTRE STRAT FD 97717W125 2,062 52,150 SH   DFND 5,4,2,1 52,150 0 0
WOLVERINE WORLD WIDE INC COM 978097103 10,306 356,600 SH   DFND 6,2,1 232,700 0 123,900
WORKDAY INC CL A 98138H101 87 682 SH   DFND 7,2,1 682 0 0
WORKDAY INC CL A 98138H101 2,542 20,000 SH   DFND 8,2,1 20,000 0 0
WORLD ACCEP CORP DEL COM 981419104 4,981 47,300 SH   DFND 6,2,1 33,700 0 13,600
WORLD FUEL SVCS CORP COM 981475106 243 9,900 SH   DFND 6,2,1 0 0 9,900
WORLDPAY INC CL A 981558109 122 1,488 SH   DFND 7,2,1 1,488 0 0
WORLDPAY INC CL A 981558109 1,521 18,500 SH   DFND 6,2,1 3,100 0 15,400
WORLDPAY INC CL A 981558109 133,313 1,621,021 SH   DFND 8,2,1 1,621,021 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 58 510 SH   DFND 7,2,1 510 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 9,566 83,600 SH   DFND 6,2,1 4,600 0 79,000
WYNDHAM WORLDWIDE CORP COM 98310W108 34 300 SH   DFND 8,2,1 300 0 0
WYNN RESORTS LTD COM 983134107 76 418 SH   DFND 7,2,1 418 0 0
WYNN RESORTS LTD COM 983134107 438 2,400 SH   DFND 6,2,1 0 0 2,400
XO GROUP INC COM 983772104 2,810 135,444 SH   DFND 6,2,1 94,725 0 40,719
XPO LOGISTICS INC COM 983793100 8,053 79,100 SH   DFND 6,2,1 56,000 0 23,100
XPO LOGISTICS INC COM 983793100 17,231 169,250 SH   DFND 8,2,1 167,650 0 1,600
XCEL ENERGY INC COM 98389B100 227 5,000 SH   DFND 7,2,1 5,000 0 0
XCEL ENERGY INC COM 98389B100 10,092 221,900 SH   DFND 6,2,1 208,300 0 13,600
XCEL ENERGY INC COM 98389B100 728 16,000 SH   DFND 8,2,1 16,000 0 0
XILINX INC COM 983919101 1,562 21,621 SH   DFND 2,1 21,621 0 0
XILINX INC COM 983919101 89 1,233 SH   DFND 7,2,1 1,233 0 0
XILINX INC COM 983919101 3,764 52,100 SH   DFND 6,2,1 0 0 52,100
XILINX INC COM 983919101 80,658 1,116,529 SH   DFND 8,2,1 1,116,529 0 0
XENIA HOTELS & RESORTS INC COM 984017103 33 1,697 SH   DFND 7,2,1 1,697 0 0
XENIA HOTELS & RESORTS INC COM 984017103 6,801 344,900 SH   DFND 6,2,1 236,700 0 108,200
XENIA HOTELS & RESORTS INC COM 984017103 233 11,800 SH   DFND 8,2,1 0 0 11,800
XEROX CORP COM NEW 984121608 33 1,146 SH   DFND 7,2,1 1,146 0 0
XEROX CORP COM NEW 984121608 33,784 1,173,875 SH   DFND 6,2,1 763,425 0 410,450
XEROX CORP COM NEW 984121608 1,968 68,375 SH   DFND 8,2,1 62,675 0 5,700
XOMA CORP DEL COM NEW 98419J206 688 34,006 SH   DFND 6,2,1 20,206 0 13,800
YAHOO INC NOTE 12/0 984332AF3 28,228 20,200,000 PRN   DFND 7,2,1 19,000,000 0 1,200,000
YEXT INC COM 98585N106 3,103 245,289 SH   DFND 8,2,1 245,289 0 0
YUM BRANDS INC COM 988498101 147 1,726 SH   DFND 7,2,1 1,591 0 135
YUM BRANDS INC COM 988498101 9,747 114,500 SH   DFND 6,2,1 8,000 0 106,500
YUM BRANDS INC COM 988498101 204 2,400 SH   DFND 8,2,1 2,400 0 0
YUM CHINA HLDGS INC COM 98850P109 125 3,000 SH   DFND 2,1 3,000 0 0
YUM CHINA HLDGS INC COM 98850P109 69 1,669 SH   DFND 7,2,1 0 0 1,669
YUM CHINA HLDGS INC COM 98850P109 16,102 387,999 SH   DFND 8,2,1 289,541 0 98,458
ZENDESK INC COM 98936J101 21,332 445,616 SH   DFND 8,2,1 445,616 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 107 978 SH   DFND 7,2,1 978 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,159 19,800 SH   DFND 6,2,1 1,300 0 18,500
ZIMMER BIOMET HLDGS INC COM 98956P102 9,818 90,036 SH   DFND 8,2,1 90,036 0 0
ZIONS BANCORPORATION COM 989701107 50 941 SH   DFND 7,2,1 941 0 0
ZIONS BANCORPORATION COM 989701107 9,460 179,410 SH   DFND 6,2,1 17,800 0 161,610
ZOETIS INC CL A 98978V103 2,484 29,742 SH   DFND 7,2,1 29,742 0 0
ZOETIS INC CL A 98978V103 17,796 213,100 SH   DFND 6,2,1 66,200 0 146,900
ZOETIS INC CL A 98978V103 2,617 31,342 SH   DFND 8,2,1 31,342 0 0
ZYNGA INC CL A 98986T108 7,163 1,957,134 SH   DFND 6,2,1 1,411,700 0 545,434
DEUTSCHE BANK AG NAMEN AKT D18190898 3,229 231,004 SH   DFND 7,2,1 207,787 0 23,217
DEUTSCHE BANK AG NAMEN AKT D18190898 3,344 239,200 SH   DFND 6,2,1 231,200 0 8,000
DEUTSCHE BANK AG NAMEN AKT D18190898 63 4,500 SH   DFND 8,2,1 4,500 0 0
ALKERMES PLC SHS G01767105 41 700 SH   DFND 7,2,1 700 0 0
ALKERMES PLC SHS G01767105 14,148 244,093 SH   DFND 8,2,1 244,093 0 0
ALLERGAN PLC SHS G0177J108 380 2,259 SH   DFND 7,2,1 1,673 0 586
ALLERGAN PLC SHS G0177J108 6,765 40,200 SH   DFND 6,2,1 37,800 0 2,400
ALLERGAN PLC SHS G0177J108 89,495 531,791 SH   DFND 8,2,1 531,791 0 0
AMDOCS LTD SHS G02602103 15,933 238,800 SH   DFND 6,2,1 145,700 0 93,100
AMDOCS LTD SHS G02602103 3,776 56,600 SH   DFND 8,2,1 49,100 0 7,500
AMBARELLA INC SHS G037AX101 1,121 22,884 SH   DFND 2,1 22,884 0 0
AMBARELLA INC SHS G037AX101 58,615 1,196,477 SH   DFND 8,2,1 1,196,477 0 0
AON PLC SHS CL A G0408V102 172 1,227 SH   DFND 7,2,1 1,227 0 0
AON PLC SHS CL A G0408V102 1,764 12,570 SH   DFND 6,2,1 8,500 0 4,070
AON PLC SHS CL A G0408V102 2,243 15,981 SH   DFND 8,2,1 15,981 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,166 26,000 SH   DFND 6,2,1 26,000 0 0
ASSURED GUARANTY LTD COM G0585R106 8,655 239,100 SH   DFND 6,2,1 169,500 0 69,600
ATLASSIAN CORP PLC CL A G06242104 7,318 135,725 SH   DFND 8,2,1 135,725 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 26 456 SH   DFND 7,2,1 456 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 242 4,200 SH   DFND 6,2,1 4,200 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 318 2,070 SH   DFND 2,1 2,070 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,588 10,347 SH   DFND 7,2,1 9,833 0 514
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 44,576 290,400 SH   DFND 6,2,1 96,300 0 194,100
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 15,051 98,052 SH   DFND 8,2,1 90,052 0 8,000
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 6,288 399,000 SH   DFND 6,2,1 252,100 0 146,900
BUNGE LIMITED COM G16962105 52 700 SH   DFND 7,2,1 700 0 0
BUNGE LIMITED COM G16962105 695 9,400 SH   DFND 6,2,1 0 0 9,400
CREDICORP LTD COM G2519Y108 1,009 4,442 SH   DFND 7,2,1 4,442 0 0
CREDICORP LTD COM G2519Y108 522 2,300 SH   DFND 6,2,1 2,300 0 0
CREDICORP LTD COM G2519Y108 7,351 32,379 SH   DFND 8,2,1 18,634 0 13,745
COCA COLA EUROPEAN PARTNERS SHS G25839104 732 17,580 SH   DFND 7,2,1 17,580 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 21,167 508,100 SH   DFND 6,2,1 320,800 0 187,300
COCA COLA EUROPEAN PARTNERS SHS G25839104 3,912 93,900 SH   DFND 8,2,1 73,300 0 20,600
DELPHI TECHNOLOGIES PLC SHS G2709G107 6 116 SH   DFND 7,2,1 116 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 556 11,666 SH   DFND 6,2,1 0 0 11,666
EATON CORP PLC SHS G29183103 635 7,949 SH   DFND 7,2,1 4,272 0 3,677
EATON CORP PLC SHS G29183103 44,594 558,050 SH   DFND 6,2,1 391,500 0 166,550
EATON CORP PLC SHS G29183103 2,829 35,400 SH   DFND 8,2,1 28,800 0 6,600
ENSCO PLC SHS CLASS A G3157S106 197 44,800 SH   DFND 6,2,1 0 0 44,800
ESSENT GROUP LTD COM G3198U102 5,750 135,100 SH   DFND 6,2,1 85,300 0 49,800
EVEREST RE GROUP LTD COM G3223R108 56 218 SH   DFND 7,2,1 218 0 0
EVEREST RE GROUP LTD COM G3223R108 899 3,500 SH   DFND 6,2,1 2,100 0 1,400
EVEREST RE GROUP LTD COM G3223R108 128 500 SH   DFND 8,2,1 500 0 0
GENPACT LIMITED SHS G3922B107 400 12,500 SH   DFND 6,2,1 12,500 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 2,974 185,296 SH   DFND 6,2,1 132,900 0 52,396
ICON PLC SHS G4705A100 3,921 33,191 SH   DFND 7,2,1 33,191 0 0
INVESCO LTD SHS G491BT108 65 2,017 SH   DFND 7,2,1 2,017 0 0
INVESCO LTD SHS G491BT108 22,016 687,800 SH   DFND 6,2,1 667,700 0 20,100
INVESCO LTD SHS G491BT108 3,329 104,000 SH   DFND 8,2,1 104,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 45 300 SH   DFND 7,2,1 300 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 14,932 98,891 SH   DFND 8,2,1 98,891 0 0
JOHNSON CTLS INTL PLC SHS G51502105 2,924 82,982 SH   DFND 7,2,1 5,542 0 77,440
JOHNSON CTLS INTL PLC SHS G51502105 536 15,200 SH   DFND 6,2,1 6,400 0 8,800
LIBERTY GLOBAL PLC SHS CL A G5480U104 39 1,261 SH   DFND 7,2,1 1,261 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 257 8,215 SH   DFND 6,2,1 4,300 0 3,915
LIVANOVA PLC SHS G5509L101 1,487 16,800 SH   DFND 6,2,1 7,100 0 9,700
LUXOFT HLDG INC ORD SHS CL A G57279104 860 21,000 SH   DFND 7,2,1 21,000 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 4,106 100,273 SH   DFND 8,2,1 100,273 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 43 2,034 SH   DFND 7,2,1 2,034 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 29,564 1,407,806 SH   DFND 6,2,1 780,996 0 626,810
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11,277 537,000 SH   DFND 8,2,1 513,100 0 23,900
MEDTRONIC PLC SHS G5960L103 270 3,366 SH   DFND 2,1 3,366 0 0
MEDTRONIC PLC SHS G5960L103 10,768 134,227 SH   DFND 7,2,1 126,402 0 7,825
MEDTRONIC PLC SHS G5960L103 22,879 285,200 SH   DFND 6,2,1 149,500 0 135,700
MEDTRONIC PLC SHS G5960L103 23,048 287,314 SH   DFND 8,2,1 287,314 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 46 739 SH   DFND 7,2,1 739 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 10,942 176,260 SH   DFND 6,2,1 163,800 0 12,460
APTIV PLC SHS G6095L109 1,650 19,421 SH   DFND 2,1 19,421 0 0
APTIV PLC SHS G6095L109 109 1,281 SH   DFND 7,2,1 1,281 0 0
APTIV PLC SHS G6095L109 7,282 85,700 SH   DFND 6,2,1 13,600 0 72,100
APTIV PLC SHS G6095L109 81,826 962,993 SH   DFND 8,2,1 962,993 0 0
NABORS INDUSTRIES LTD SHS G6359F103 338 48,400 SH   DFND 6,2,1 0 0 48,400
NOBLE CORP PLC SHS USD G65431101 140 37,800 SH   DFND 6,2,1 0 0 37,800
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 45 857 SH   DFND 7,2,1 857 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 678 12,800 SH   DFND 6,2,1 0 0 12,800
NOVOCURE LTD ORD SHS G6674U108 536 24,600 SH   DFND 6,2,1 22,800 0 1,800
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 7,229 580,614 SH   DFND 8,2,1 580,614 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 7,702 201,000 SH   DFND 7,2,1 201,000 0 0
PROTHENA CORP PLC SHS G72800108 5,245 142,881 SH   DFND 8,2,1 142,881 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 203 17,600 SH   DFND 6,2,1 0 0 17,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 82 1,400 SH   DFND 7,2,1 1,400 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 819 14,000 SH   DFND 6,2,1 12,900 0 1,100
PENTAIR PLC SHS G7S00T104 59 859 SH   DFND 7,2,1 859 0 0
PENTAIR PLC SHS G7S00T104 24,282 356,400 SH   DFND 6,2,1 229,000 0 127,400
PENTAIR PLC SHS G7S00T104 1,542 22,632 SH   DFND 8,2,1 22,632 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 1,535 29,625 SH   DFND 2,1 29,625 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 40 778 SH   DFND 7,2,1 778 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 4,965 95,800 SH   DFND 6,2,1 27,300 0 68,500
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 74,739 1,441,996 SH   DFND 8,2,1 1,441,996 0 0
STERIS PLC SHS USD G84720104 1,005 10,770 SH   DFND 8,2,1 10,770 0 0
TECHNIPFMC PLC COM G87110105 10,907 370,366 SH   DFND 2,1 370,366 0 0
TECHNIPFMC PLC COM G87110105 116,246 3,947,222 SH   DFND 7,2,1 1,038,156 0 2,909,066
TECHNIPFMC PLC COM G87110105 11,132 378,000 SH   DFND 6,2,1 359,900 0 18,100
TECHNIPFMC PLC COM G87110105 336 11,400 SH   DFND 8,2,1 0 0 11,400
THIRD PT REINS LTD COM G8827U100 5,374 385,200 SH   DFND 6,2,1 299,700 0 85,500
TRAVELPORT WORLDWIDE LTD SHS G9019D104 11,564 707,700 SH   DFND 6,2,1 419,500 0 288,200
TRAVELPORT WORLDWIDE LTD SHS G9019D104 225 13,800 SH   DFND 8,2,1 0 0 13,800
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 75 15,200 SH   DFND 6,2,1 15,200 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 1,152 1,400 SH   DFND 6,2,1 700 0 700
WILLIS TOWERS WATSON PUB LTD SHS G96629103 94 618 SH   DFND 7,2,1 618 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 122 800 SH   DFND 6,2,1 0 0 800
CHUBB LIMITED COM H1467J104 404 2,951 SH   DFND 7,2,1 2,329 0 622
CHUBB LIMITED COM H1467J104 8,712 63,700 SH   DFND 6,2,1 58,200 0 5,500
GARMIN LTD SHS H2906T109 35 600 SH   DFND 7,2,1 600 0 0
GARMIN LTD SHS H2906T109 1,155 19,600 SH   DFND 6,2,1 8,300 0 11,300
UBS GROUP AG SHS H42097107 289 16,380 SH   DFND 2,1 16,380 0 0
UBS GROUP AG SHS H42097107 83,272 4,715,270 SH   DFND 7,2,1 4,409,952 0 305,318
UBS GROUP AG SHS H42097107 14,651 829,600 SH   DFND 6,2,1 703,300 0 126,300
UBS GROUP AG SHS H42097107 48,222 2,730,565 SH   DFND 8,2,1 307,838 0 2,422,727
LOGITECH INTL S A SHS H50430232 5,060 137,750 SH   DFND 7,2,1 137,750 0 0
TE CONNECTIVITY LTD REG SHS H84989104 173 1,732 SH   DFND 7,2,1 1,732 0 0
TE CONNECTIVITY LTD REG SHS H84989104 240 2,400 SH   DFND 6,2,1 2,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,057 106,800 SH   DFND 6,2,1 49,400 0 57,400
TRANSOCEAN LTD REG SHS H8817H100 43 4,300 SH   DFND 8,2,1 4,300 0 0
GLOBANT S A COM L44385109 10,008 194,180 SH   DFND 8,2,1 194,180 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 12,663 127,468 SH   DFND 7,2,1 127,468 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,437 64,800 SH   DFND 6,2,1 5,600 0 59,200
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,087 41,143 SH   DFND 8,2,1 41,143 0 0
ELBIT SYS LTD ORD M3760D101 1,143 9,400 SH   DFND 6,2,1 0 0 9,400
FOAMIX PHARMACEUTICALS LTD SHS M46135105 4,887 952,554 SH   DFND 8,2,1 952,554 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,517 62,000 SH   DFND 8,2,1 62,000 0 0
ORBOTECH LTD ORD M75253100 5,448 87,620 SH   DFND 7,2,1 87,620 0 0
ORBOTECH LTD ORD M75253100 2,686 43,200 SH   DFND 6,2,1 28,100 0 15,100
RADWARE LTD ORD M81873107 6,768 317,000 SH   DFND 8,2,1 317,000 0 0
STRATASYS LTD SHS M85548101 713 35,340 SH   DFND 2,1 35,340 0 0
STRATASYS LTD SHS M85548101 34,413 1,705,283 SH   DFND 8,2,1 1,705,283 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 2,622 97,440 SH   DFND 6,2,1 77,540 0 19,900
AERCAP HOLDINGS NV SHS N00985106 371 7,320 SH   DFND 7,2,1 6,960 0 360
AERCAP HOLDINGS NV SHS N00985106 370 7,300 SH   DFND 6,2,1 0 0 7,300
CIMPRESS N V SHS EURO N20146101 1,514 9,786 SH   DFND 7,2,1 9,786 0 0
CNH INDL N V SHS N20944109 211,373 17,046,229 SH   DFND 7,2,1 15,710,043 0 1,336,186
CORE LABORATORIES N V COM N22717107 3,816 35,261 SH   DFND 7,2,1 35,261 0 0
FERRARI N V COM N3167Y103 43,136 357,914 SH   DFND 7,2,1 141,579 0 216,335
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 28,122 1,370,445 SH   DFND 7,2,1 1,111,226 0 259,219
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 13,229 644,700 SH   DFND 6,2,1 584,500 0 60,200
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 3,060 149,100 SH   DFND 8,2,1 149,100 0 0
INFLARX NV COM N44821101 3,118 108,100 SH   DFND 8,2,1 108,100 0 0
INTERXION HOLDING N.V SHS N47279109 827 13,318 SH   DFND 7,2,1 13,318 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,888 55,719 SH   DFND 7,2,1 13,345 0 42,374
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 68,203 645,375 SH   DFND 6,2,1 395,800 0 249,575
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 20,582 194,758 SH   DFND 8,2,1 180,658 0 14,100
MYLAN N V SHS EURO N59465109 94 2,287 SH   DFND 7,2,1 2,287 0 0
MYLAN N V SHS EURO N59465109 1,210 29,400 SH   DFND 6,2,1 0 0 29,400
NXP SEMICONDUCTORS N V COM N6596X109 1,642 14,030 SH   DFND 7,2,1 13,644 0 386
ORTHOFIX INTL N V COM N6748L102 5,190 88,300 SH   DFND 6,2,1 61,900 0 26,400
QIAGEN NV SHS NEW N72482123 731 22,626 SH   DFND 7,2,1 22,626 0 0
QIAGEN NV SHS NEW N72482123 12,247 379,034 SH   DFND 8,2,1 379,034 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 869 43,811 SH   DFND 2,1 43,811 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 51,214 2,581,361 SH   DFND 8,2,1 2,581,361 0 0
YANDEX N V SHS CLASS A N97284108 12,292 311,581 SH   DFND 8,2,1 238,029 0 73,552
COPA HOLDINGS SA CL A P31076105 19,107 148,540 SH   DFND 8,2,1 118,055 0 30,485
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 99 837 SH   DFND 7,2,1 837 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6,252 53,100 SH   DFND 6,2,1 5,700 0 47,400
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 54,278 460,996 SH   DFND 8,2,1 460,996 0 0
BROADCOM LTD SHS Y09827109 711 3,017 SH   DFND 7,2,1 2,454 0 563
BROADCOM LTD SHS Y09827109 13,314 56,500 SH   DFND 6,2,1 47,000 0 9,500
BROADCOM LTD SHS Y09827109 9,426 40,000 SH   DFND 8,2,1 40,000 0 0