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 143 3,320 SH   DFND 7,2,1 3,320 0 0
AFLAC INC COM 001055102 1,291 30,000 SH   DFND 6,2,1 22,200 0 7,800
AFLAC INC COM 001055102 370 8,600 SH   DFND 8,2,1 8,600 0 0
AGCO CORP COM 001084102 18 300 SH   DFND 7,2,1 300 0 0
AGCO CORP COM 001084102 2,945 48,500 SH   DFND 6,2,1 44,900 0 3,600
AES CORP COM 00130H105 37 2,766 SH   DFND 7,2,1 2,766 0 0
AES CORP COM 00130H105 1,762 131,400 SH   DFND 6,2,1 129,500 0 1,900
AMAG PHARMACEUTICALS INC COM 00163U106 575 29,500 SH   DFND 6,2,1 20,300 0 9,200
AMC NETWORKS INC CL A 00164V103 17,049 274,100 SH   DFND 6,2,1 179,100 0 95,000
AMC NETWORKS INC CL A 00164V103 790 12,700 SH   DFND 8,2,1 12,700 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 286 18,000 SH   DFND 6,2,1 10,700 0 7,300
AMC ENTMT HLDGS INC CL A COM 00165C104 99 6,200 SH   DFND 8,2,1 0 0 6,200
AMN HEALTHCARE SERVICES INC COM 001744101 4,688 80,000 SH   DFND 6,2,1 45,600 0 34,400
ANGI HOMESERVICES INC COM CL A 00183L102 1,682 109,336 SH   DFND 6,2,1 109,336 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 888 57,707 SH   DFND 8,2,1 53,707 0 4,000
AT&T INC COM 00206R102 12,712 395,894 SH   DFND 7,2,1 248,783 0 147,111
AT&T INC COM 00206R102 49,441 1,539,738 SH   DFND 6,2,1 911,567 0 628,171
AT&T INC COM 00206R102 1,561 48,617 SH   DFND 8,2,1 45,917 0 2,700
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 232 50,375 SH   DFND 7,2,1 28,750 0 21,625
AU OPTRONICS CORP SPONSORED ADR 002255107 157 37,194 SH   DFND 7,2,1 0 0 37,194
AVX CORP NEW COM 002444107 219 14,000 SH   DFND 6,2,1 0 0 14,000
AARONS INC COM PAR $0.50 002535300 1,217 28,000 SH   DFND 6,2,1 28,000 0 0
ABBOTT LABS COM 002824100 1,392 22,825 SH   DFND 7,2,1 7,205 0 15,620
ABBOTT LABS COM 002824100 12,973 212,700 SH   DFND 6,2,1 181,000 0 31,700
ABBVIE INC COM 00287Y109 14,814 159,893 SH   DFND 7,2,1 73,150 0 86,743
ABBVIE INC COM 00287Y109 32,260 348,193 SH   DFND 6,2,1 199,600 0 148,593
ABBVIE INC COM 00287Y109 28,885 311,763 SH   DFND 8,2,1 310,663 0 1,100
ABERCROMBIE & FITCH CO CL A 002896207 1,856 75,800 SH   DFND 6,2,1 41,000 0 34,800
ABIOMED INC COM 003654100 52 127 SH   DFND 7,2,1 127 0 0
ABIOMED INC COM 003654100 43,152 105,493 SH   DFND 6,2,1 74,893 0 30,600
ABIOMED INC COM 003654100 6,504 15,900 SH   DFND 8,2,1 15,900 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 662 159,418 SH   DFND 6,2,1 78,400 0 81,018
ACADIA RLTY TR COM SH BEN INT 004239109 5,113 186,809 SH   DFND 7,2,1 186,809 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 8,485 380,478 SH   DFND 8,2,1 380,478 0 0
ACCELERON PHARMA INC COM 00434H108 6,310 130,055 SH   DFND 8,2,1 130,055 0 0
ACHAOGEN INC COM 004449104 5,953 687,436 SH   DFND 8,2,1 687,436 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 3,290 1,162,627 SH   DFND 8,2,1 1,162,627 0 0
ACI WORLDWIDE INC COM 004498101 732 29,660 SH   DFND 7,2,1 29,660 0 0
ACI WORLDWIDE INC COM 004498101 2,368 96,000 SH   DFND 6,2,1 71,700 0 24,300
ACLARIS THERAPEUTICS INC COM 00461U105 7,628 381,948 SH   DFND 8,2,1 381,948 0 0
ACORDA THERAPEUTICS INC COM 00484M106 241 8,400 SH   DFND 6,2,1 8,400 0 0
ACTIVISION BLIZZARD INC COM 00507V109 9,130 119,633 SH   DFND 7,2,1 114,036 0 5,597
ACTIVISION BLIZZARD INC COM 00507V109 9,036 118,400 SH   DFND 6,2,1 90,100 0 28,300
ACTIVISION BLIZZARD INC COM 00507V109 38,341 502,370 SH   DFND 8,2,1 502,370 0 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 4,825 186,793 SH   DFND 8,2,1 186,793 0 0
ADOBE SYS INC COM 00724F101 244 999 SH   DFND 2,1 999 0 0
ADOBE SYS INC COM 00724F101 14,123 57,928 SH   DFND 7,2,1 21,555 0 36,373
ADOBE SYS INC COM 00724F101 136,972 561,800 SH   DFND 6,2,1 326,700 0 235,100
ADOBE SYS INC COM 00724F101 67,380 276,362 SH   DFND 8,2,1 265,562 0 10,800
ADTALEM GLOBAL ED INC COM 00737L103 7,917 164,600 SH   DFND 6,2,1 90,800 0 73,800
ADURO BIOTECH INC COM 00739L101 161 23,000 SH   DFND 6,2,1 23,000 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 888 6,541 SH   DFND 7,2,1 6,541 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 545 47,932 SH   DFND 6,2,1 15,300 0 32,632
AERIE PHARMACEUTICALS INC COM 00771V108 11,694 173,120 SH   DFND 8,2,1 173,120 0 0
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 871 164,293 SH   DFND 6,2,1 97,900 0 66,393
AETNA INC NEW COM 00817Y108 249 1,358 SH   DFND 7,2,1 1,358 0 0
AETNA INC NEW COM 00817Y108 18,939 103,210 SH   DFND 6,2,1 37,200 0 66,010
AETNA INC NEW COM 00817Y108 7,848 42,769 SH   DFND 8,2,1 38,269 0 4,500
AFFILIATED MANAGERS GROUP COM 008252108 34 227 SH   DFND 7,2,1 227 0 0
AFFILIATED MANAGERS GROUP COM 008252108 669 4,500 SH   DFND 6,2,1 0 0 4,500
AFFILIATED MANAGERS GROUP COM 008252108 1,799 12,100 SH   DFND 8,2,1 12,100 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,230 19,886 SH   DFND 7,2,1 19,886 0 0
AGNICO EAGLE MINES LTD COM 008474108 1,978 43,149 SH   DFND 7,2,1 43,149 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 14,624 173,616 SH   DFND 8,2,1 173,616 0 0
AIR PRODS & CHEMS INC COM 009158106 193 1,242 SH   DFND 7,2,1 1,098 0 144
AIR PRODS & CHEMS INC COM 009158106 10,636 68,300 SH   DFND 6,2,1 2,400 0 65,900
ALCOA CORP COM 013872106 1,481 31,600 SH   DFND 6,2,1 14,700 0 16,900
ALDER BIOPHARMACEUTICALS INC COM 014339105 311 19,700 SH   DFND 6,2,1 19,700 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 3,091 24,496 SH   DFND 7,2,1 24,496 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 63 500 SH   DFND 6,2,1 500 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 297 2,392 SH   DFND 7,2,1 943 0 1,449
ALEXION PHARMACEUTICALS INC COM 015351109 323 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 128,185 1,032,505 SH   DFND 8,2,1 1,032,505 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,836 74,573 SH   DFND 2,1 74,573 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 50,154 270,328 SH   DFND 7,2,1 238,651 0 31,677
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 149,964 808,300 SH   DFND 6,2,1 97,400 0 710,900
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 86,754 467,602 SH   DFND 8,2,1 408,343 0 59,259
ALIGN TECHNOLOGY INC COM 016255101 108 316 SH   DFND 7,2,1 316 0 0
ALIGN TECHNOLOGY INC COM 016255101 24,933 72,874 SH   DFND 6,2,1 58,874 0 14,000
ALIGN TECHNOLOGY INC COM 016255101 15,034 43,940 SH   DFND 8,2,1 43,940 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 48 207 SH   DFND 7,2,1 207 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 65,405 280,467 SH   DFND 8,2,1 280,467 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 8,575 714,600 SH   DFND 6,2,1 514,500 0 200,100
ALLSTATE CORP COM 020002101 150 1,639 SH   DFND 7,2,1 1,502 0 137
ALLSTATE CORP COM 020002101 5,805 63,600 SH   DFND 6,2,1 60,100 0 3,500
ALLSTATE CORP COM 020002101 301 3,300 SH   DFND 8,2,1 3,300 0 0
ALLY FINL INC COM 02005N100 50 1,910 SH   DFND 7,2,1 1,910 0 0
ALLY FINL INC COM 02005N100 806 30,700 SH   DFND 6,2,1 4,700 0 26,000
ALPHABET INC CAP STK CL C 02079K107 3,325 2,980 SH   DFND 2,1 2,980 0 0
ALPHABET INC CAP STK CL C 02079K107 14,018 12,565 SH   DFND 7,2,1 3,497 0 9,068
ALPHABET INC CAP STK CL C 02079K107 336,426 301,552 SH   DFND 8,2,1 301,552 0 0
ALPHABET INC CAP STK CL A 02079K305 26,388 23,369 SH   DFND 7,2,1 17,429 0 5,940
ALPHABET INC CAP STK CL A 02079K305 180,174 159,560 SH   DFND 6,2,1 108,330 0 51,230
ALPHABET INC CAP STK CL A 02079K305 23,624 20,921 SH   DFND 8,2,1 20,051 0 870
ALTABA INC COM 021346101 476 6,500 SH   DFND 6,2,1 0 0 6,500
ALTICE USA INC CL A 02156K103 729 42,705 SH   DFND 7,2,1 42,705 0 0
ALTRIA GROUP INC COM 02209S103 1,659 29,215 SH   DFND 7,2,1 15,686 0 13,529
AMAZON COM INC COM 023135106 4,731 2,783 SH   DFND 2,1 2,783 0 0
AMAZON COM INC COM 023135106 51,854 30,506 SH   DFND 7,2,1 24,528 0 5,978
AMAZON COM INC COM 023135106 244,431 143,800 SH   DFND 6,2,1 114,300 0 29,500
AMAZON COM INC COM 023135106 298,726 175,742 SH   DFND 8,2,1 175,342 0 400
AMBEV SA SPONSORED ADR 02319V103 320 69,116 SH   DFND 7,2,1 21,200 0 47,916
AMEREN CORP COM 023608102 167 2,743 SH   DFND 7,2,1 2,743 0 0
AMEREN CORP COM 023608102 116 1,900 SH   DFND 8,2,1 1,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 782 20,599 SH   DFND 7,2,1 20,599 0 0
AMERICAN ELEC PWR INC COM 025537101 227 3,274 SH   DFND 7,2,1 3,274 0 0
AMERICAN ELEC PWR INC COM 025537101 270 3,900 SH   DFND 6,2,1 2,300 0 1,600
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 430 18,500 SH   DFND 6,2,1 1,400 0 17,100
AMERICAN EXPRESS CO COM 025816109 11,636 118,739 SH   DFND 2,1 118,739 0 0
AMERICAN EXPRESS CO COM 025816109 5,435 55,456 SH   DFND 7,2,1 55,215 0 241
AMERICAN EXPRESS CO COM 025816109 104,007 1,061,300 SH   DFND 6,2,1 627,700 0 433,600
AMERICAN EXPRESS CO COM 025816109 70,212 716,450 SH   DFND 8,2,1 698,750 0 17,700
AMERICAN HOMES 4 RENT CL A 02665T306 35,063 1,580,857 SH   DFND 7,2,1 1,580,857 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 295 5,555 SH   DFND 7,2,1 3,731 0 1,824
AMERICAN INTL GROUP INC COM NEW 026874784 21,250 400,800 SH   DFND 6,2,1 335,200 0 65,600
AMERICAN INTL GROUP INC COM NEW 026874784 5,169 97,500 SH   DFND 8,2,1 97,500 0 0
AMERICAN NATL INS CO COM 028591105 2,696 22,542 SH   DFND 6,2,1 16,433 0 6,109
AMERICAN RENAL ASSOCIATES HO COM 029227105 189 12,000 SH   DFND 6,2,1 5,800 0 6,200
AMERICAN TOWER CORP NEW COM 03027X100 499 3,462 SH   DFND 2,1 3,462 0 0
AMERICAN TOWER CORP NEW COM 03027X100 24,110 167,236 SH   DFND 7,2,1 107,406 0 59,830
AMERICAN TOWER CORP NEW COM 03027X100 7,800 54,100 SH   DFND 6,2,1 52,900 0 1,200
AMERICAN TOWER CORP NEW COM 03027X100 71,224 494,030 SH   DFND 8,2,1 494,030 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 2,246 26,307 SH   DFND 7,2,1 26,307 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 13,020 152,500 SH   DFND 6,2,1 7,000 0 145,500
AMERICAN WTR WKS CO INC NEW COM 030420103 418 4,900 SH   DFND 8,2,1 4,900 0 0
AMERIPRISE FINL INC COM 03076C106 2,909 20,793 SH   DFND 7,2,1 20,793 0 0
AMERIPRISE FINL INC COM 03076C106 64,415 460,500 SH   DFND 6,2,1 285,300 0 175,200
AMERIPRISE FINL INC COM 03076C106 7,162 51,200 SH   DFND 8,2,1 47,000 0 4,200
AMGEN INC COM 031162100 504 2,728 SH   DFND 2,1 2,728 0 0
AMGEN INC COM 031162100 17,040 92,311 SH   DFND 7,2,1 65,613 0 26,698
AMGEN INC COM 031162100 45,872 248,510 SH   DFND 6,2,1 74,200 0 174,310
AMGEN INC COM 031162100 27,304 147,917 SH   DFND 8,2,1 147,917 0 0
AMICUS THERAPEUTICS INC COM 03152W109 8,934 571,952 SH   DFND 8,2,1 571,952 0 0
AMKOR TECHNOLOGY INC COM 031652100 6,125 713,000 SH   DFND 6,2,1 476,400 0 236,600
AMPHENOL CORP NEW CL A 032095101 113 1,293 SH   DFND 7,2,1 1,293 0 0
AMPHENOL CORP NEW CL A 032095101 15,731 180,500 SH   DFND 6,2,1 12,800 0 167,700
AMPHENOL CORP NEW CL A 032095101 410 4,700 SH   DFND 8,2,1 4,700 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 151 24,899 SH   DFND 6,2,1 0 0 24,899
ANADARKO PETE CORP COM 032511107 4,433 60,520 SH   DFND 7,2,1 38,281 0 22,239
ANADARKO PETE CORP COM 032511107 4,139 56,500 SH   DFND 6,2,1 53,400 0 3,100
ANALOG DEVICES INC COM 032654105 148 1,545 SH   DFND 7,2,1 1,545 0 0
ANALOG DEVICES INC COM 032654105 4,892 51,000 SH   DFND 6,2,1 39,200 0 11,800
ANAPTYSBIO INC COM 032724106 1,443 20,315 SH   DFND 8,2,1 20,315 0 0
ANDEAVOR COM 03349M105 430 3,278 SH   DFND 7,2,1 3,278 0 0
ANDEAVOR COM 03349M105 446 3,400 SH   DFND 6,2,1 0 0 3,400
ANGIODYNAMICS INC COM 03475V101 4,421 198,800 SH   DFND 6,2,1 127,600 0 71,200
ANSYS INC COM 03662Q105 561 3,221 SH   DFND 2,1 3,221 0 0
ANSYS INC COM 03662Q105 62 357 SH   DFND 7,2,1 357 0 0
ANSYS INC COM 03662Q105 1,811 10,400 SH   DFND 6,2,1 1,600 0 8,800
ANSYS INC COM 03662Q105 26,385 151,480 SH   DFND 8,2,1 151,480 0 0
ANTHEM INC COM 036752103 447 1,877 SH   DFND 7,2,1 1,066 0 811
ANTHEM INC COM 036752103 22,660 95,200 SH   DFND 6,2,1 37,800 0 57,400
ANTHEM INC COM 036752103 25,484 107,064 SH   DFND 8,2,1 106,464 0 600
APACHE CORP COM 037411105 1,826 39,049 SH   DFND 7,2,1 39,049 0 0
APACHE CORP COM 037411105 304 6,500 SH   DFND 6,2,1 0 0 6,500
APARTMENT INVT & MGMT CO CL A 03748R101 237 5,609 SH   DFND 7,2,1 5,609 0 0
APERGY CORP COM 03755L104 547 13,100 SH   DFND 7,2,1 13,100 0 0
APERGY CORP COM 03755L104 363 8,700 SH   DFND 6,2,1 0 0 8,700
APPLE INC COM 037833100 2,903 15,681 SH   DFND 2,1 15,681 0 0
APPLE INC COM 037833100 45,568 246,169 SH   DFND 7,2,1 105,938 0 140,231
APPLE INC COM 037833100 252,832 1,365,850 SH   DFND 6,2,1 946,650 0 419,200
APPLE INC COM 037833100 341,839 1,846,683 SH   DFND 8,2,1 1,846,683 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 64 3,573 SH   DFND 7,2,1 3,573 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 9,584 536,000 SH   DFND 6,2,1 395,000 0 141,000
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 887 49,600 SH   DFND 8,2,1 30,900 0 18,700
APPLIED MATLS INC COM 038222105 201 4,362 SH   DFND 7,2,1 4,362 0 0
APPLIED MATLS INC COM 038222105 10,273 222,400 SH   DFND 6,2,1 175,700 0 46,700
APPLIED MATLS INC COM 038222105 8,129 176,000 SH   DFND 8,2,1 176,000 0 0
APTEVO THERAPEUTICS INC COM 03835L108 69 13,900 SH   DFND 6,2,1 13,900 0 0
AQUA AMERICA INC COM 03836W103 429 12,200 SH   DFND 6,2,1 0 0 12,200
ARAMARK COM 03852U106 39 1,041 SH   DFND 7,2,1 1,041 0 0
ARAMARK COM 03852U106 8,871 239,100 SH   DFND 6,2,1 129,200 0 109,900
ARAMARK COM 03852U106 2,274 61,300 SH   DFND 8,2,1 55,800 0 5,500
ARCBEST CORP COM 03937C105 740 16,200 SH   DFND 6,2,1 9,500 0 6,700
ARCHER DANIELS MIDLAND CO COM 039483102 109 2,379 SH   DFND 7,2,1 2,379 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,973 108,500 SH   DFND 6,2,1 3,700 0 104,800
ARCHER DANIELS MIDLAND CO COM 039483102 655 14,300 SH   DFND 8,2,1 0 0 14,300
ARCONIC INC COM 03965L100 344 20,224 SH   DFND 7,2,1 1,829 0 18,395
ARCONIC INC COM 03965L100 3,684 216,600 SH   DFND 6,2,1 199,200 0 17,400
ARGENX SE SPONSORED ADR 04016X101 8,941 107,906 SH   DFND 8,2,1 107,906 0 0
ARISTA NETWORKS INC COM 040413106 57 222 SH   DFND 7,2,1 222 0 0
ARISTA NETWORKS INC COM 040413106 2,652 10,300 SH   DFND 6,2,1 5,700 0 4,600
ARISTA NETWORKS INC COM 040413106 8,359 32,464 SH   DFND 8,2,1 32,464 0 0
ARRAY BIOPHARMA INC COM 04269X105 7,744 461,486 SH   DFND 8,2,1 461,486 0 0
ARROW ELECTRS INC COM 042735100 27 365 SH   DFND 7,2,1 365 0 0
ARROW ELECTRS INC COM 042735100 196 2,600 SH   DFND 6,2,1 0 0 2,600
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 412 30,300 SH   DFND 6,2,1 26,400 0 3,900
ASBURY AUTOMOTIVE GROUP INC COM 043436104 679 9,900 SH   DFND 6,2,1 4,800 0 5,100
ASPEN TECHNOLOGY INC COM 045327103 674 7,266 SH   DFND 2,1 7,266 0 0
ASPEN TECHNOLOGY INC COM 045327103 31,515 339,819 SH   DFND 8,2,1 339,819 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 5,460 139,262 SH   DFND 8,2,1 139,262 0 0
ASSOCIATED BANC CORP COM 045487105 336 12,300 SH   DFND 6,2,1 1,100 0 11,200
ASSURANT INC COM 04621X108 26 249 SH   DFND 7,2,1 249 0 0
ASSURANT INC COM 04621X108 12,243 118,300 SH   DFND 6,2,1 106,000 0 12,300
ATMOS ENERGY CORP COM 049560105 44 483 SH   DFND 7,2,1 483 0 0
ATMOS ENERGY CORP COM 049560105 7,112 78,900 SH   DFND 6,2,1 9,900 0 69,000
AUDENTES THERAPEUTICS INC COM 05070R104 2,954 77,309 SH   DFND 8,2,1 77,309 0 0
AUTODESK INC COM 052769106 742 5,659 SH   DFND 2,1 5,659 0 0
AUTODESK INC COM 052769106 116 882 SH   DFND 7,2,1 882 0 0
AUTODESK INC COM 052769106 354 2,700 SH   DFND 6,2,1 2,000 0 700
AUTODESK INC COM 052769106 34,648 264,309 SH   DFND 8,2,1 264,309 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 42 418 SH   DFND 2,1 418 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 384 3,800 SH   DFND 6,2,1 3,800 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 246 1,833 SH   DFND 7,2,1 1,833 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 113,375 845,200 SH   DFND 6,2,1 442,400 0 402,800
AUTOMATIC DATA PROCESSING IN COM 053015103 12,837 95,700 SH   DFND 8,2,1 76,200 0 19,500
AUTONATION INC COM 05329W102 5 100 SH   DFND 7,2,1 100 0 0
AUTONATION INC COM 05329W102 248 5,100 SH   DFND 6,2,1 0 0 5,100
AUTOZONE INC COM 053332102 76 114 SH   DFND 7,2,1 114 0 0
AUTOZONE INC COM 053332102 4,227 6,300 SH   DFND 6,2,1 0 0 6,300
AVALONBAY CMNTYS INC COM 053484101 25,656 149,261 SH   DFND 7,2,1 149,261 0 0
AVALONBAY CMNTYS INC COM 053484101 825 4,800 SH   DFND 6,2,1 0 0 4,800
AVERY DENNISON CORP COM 053611109 38 374 SH   DFND 7,2,1 374 0 0
AVERY DENNISON CORP COM 053611109 12,742 124,800 SH   DFND 6,2,1 87,700 0 37,100
AVERY DENNISON CORP COM 053611109 1,113 10,900 SH   DFND 8,2,1 10,200 0 700
AVID BIOSERVICES INC COM 05368M106 192 48,900 SH   DFND 6,2,1 0 0 48,900
AVNET INC COM 053807103 24 562 SH   DFND 7,2,1 562 0 0
AVNET INC COM 053807103 16,764 390,855 SH   DFND 6,2,1 235,155 0 155,700
AVNET INC COM 053807103 219 5,100 SH   DFND 8,2,1 5,100 0 0
AVON PRODS INC COM 054303102 35 21,600 SH   DFND 6,2,1 0 0 21,600
AXON ENTERPRISE INC COM 05464C101 1,998 31,623 SH   DFND 6,2,1 29,423 0 2,200
BB&T CORP COM 054937107 166 3,299 SH   DFND 7,2,1 3,299 0 0
BB&T CORP COM 054937107 73,521 1,457,600 SH   DFND 6,2,1 958,700 0 498,900
BB&T CORP COM 054937107 8,610 170,700 SH   DFND 8,2,1 150,900 0 19,800
BCE INC COM NEW 05534B760 28 701 SH   DFND 7,2,1 701 0 0
BCE INC COM NEW 05534B760 5,997 148,100 SH   DFND 6,2,1 58,800 0 89,300
BCE INC COM NEW 05534B760 251 6,200 SH   DFND 8,2,1 6,200 0 0
BOK FINL CORP COM NEW 05561Q201 536 5,700 SH   DFND 6,2,1 5,700 0 0
BOFI HLDG INC COM 05566U108 1,759 43,000 SH   DFND 6,2,1 27,400 0 15,600
BMC STK HLDGS INC COM 05591B109 4,710 225,900 SH   DFND 6,2,1 128,700 0 97,200
BAIDU INC SPON ADR REP A 056752108 2,545 10,472 SH   DFND 2,1 10,472 0 0
BAIDU INC SPON ADR REP A 056752108 7,575 31,173 SH   DFND 7,2,1 19,245 0 11,928
BAIDU INC SPON ADR REP A 056752108 52,172 214,700 SH   DFND 6,2,1 27,900 0 186,800
BAIDU INC SPON ADR REP A 056752108 143,971 592,473 SH   DFND 8,2,1 561,034 0 31,439
BAKER HUGHES A GE CO CL A 05722G100 56 1,694 SH   DFND 7,2,1 1,694 0 0
BAKER HUGHES A GE CO CL A 05722G100 6,989 211,600 SH   DFND 6,2,1 188,700 0 22,900
BAKER HUGHES A GE CO CL A 05722G100 2,969 89,900 SH   DFND 8,2,1 89,900 0 0
BALL CORP COM 058498106 50 1,406 SH   DFND 7,2,1 1,406 0 0
BALL CORP COM 058498106 2,094 58,900 SH   DFND 8,2,1 58,900 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 794 115,810 SH   DFND 7,2,1 26,950 0 88,860
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 75 10,037 SH   DFND 7,2,1 0 0 10,037
BANK AMER CORP COM 060505104 231 8,210 SH   DFND 2,1 8,210 0 0
BANK AMER CORP COM 060505104 14,303 507,383 SH   DFND 7,2,1 266,973 0 240,410
BANK AMER CORP COM 060505104 81,370 2,886,500 SH   DFND 6,2,1 1,567,000 0 1,319,500
BANK AMER CORP COM 060505104 10,043 356,258 SH   DFND 8,2,1 340,258 0 16,000
BANK HAWAII CORP COM 062540109 4,737 56,785 SH   DFND 7,2,1 56,785 0 0
BANK MONTREAL QUE COM 063671101 271 3,504 SH   DFND 7,2,1 3,504 0 0
BANK MONTREAL QUE COM 063671101 35,655 461,500 SH   DFND 6,2,1 58,900 0 402,600
BANK MONTREAL QUE COM 063671101 1,190 15,400 SH   DFND 8,2,1 9,900 0 5,500
BANK OF THE OZARKS COM 063904106 333 7,385 SH   DFND 7,2,1 7,385 0 0
BANK OF THE OZARKS COM 063904106 5,607 124,495 SH   DFND 8,2,1 124,495 0 0
BANK NEW YORK MELLON CORP COM 064058100 266 4,937 SH   DFND 7,2,1 4,203 0 734
BANK NEW YORK MELLON CORP COM 064058100 33,749 625,800 SH   DFND 6,2,1 150,600 0 475,200
BANK NEW YORK MELLON CORP COM 064058100 1,931 35,800 SH   DFND 8,2,1 8,100 0 27,700
BANK N S HALIFAX COM 064149107 302 5,285 SH   DFND 7,2,1 5,285 0 0
BANK N S HALIFAX COM 064149107 22,373 391,000 SH   DFND 6,2,1 50,200 0 340,800
BANK N S HALIFAX COM 064149107 1,957 34,200 SH   DFND 8,2,1 7,300 0 26,900
BARRICK GOLD CORP COM 067901108 2,834 215,841 SH   DFND 7,2,1 215,841 0 0
BAXTER INTL INC COM 071813109 447 6,055 SH   DFND 7,2,1 2,142 0 3,913
BAXTER INTL INC COM 071813109 17,367 235,200 SH   DFND 6,2,1 35,100 0 200,100
BAXTER INTL INC COM 071813109 576 7,800 SH   DFND 8,2,1 7,800 0 0
BEACON ROOFING SUPPLY INC COM 073685109 4,478 105,077 SH   DFND 7,2,1 105,077 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 267 23,810 SH   DFND 6,2,1 15,710 0 8,100
BECTON DICKINSON & CO COM 075887109 1,856 7,748 SH   DFND 2,1 7,748 0 0
BECTON DICKINSON & CO COM 075887109 21,146 88,269 SH   DFND 7,2,1 88,269 0 0
BECTON DICKINSON & CO COM 075887109 23,731 99,059 SH   DFND 6,2,1 25,204 0 73,855
BECTON DICKINSON & CO COM 075887109 106,412 444,198 SH   DFND 8,2,1 444,198 0 0
BEL FUSE INC CL B 077347300 701 33,528 SH   DFND 6,2,1 20,328 0 13,200
BELLICUM PHARMACEUTICALS INC COM 079481107 263 35,700 SH   DFND 6,2,1 25,300 0 10,400
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 588 3,152 SH   DFND 2,1 3,152 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,830 15,160 SH   DFND 7,2,1 12,631 0 2,529
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 58,944 315,800 SH   DFND 6,2,1 258,800 0 57,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 9,983 53,486 SH   DFND 8,2,1 53,486 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 1,803 44,400 SH   DFND 6,2,1 27,300 0 17,100
BEST BUY INC COM 086516101 85 1,145 SH   DFND 7,2,1 1,145 0 0
BEST BUY INC COM 086516101 55,801 748,200 SH   DFND 6,2,1 534,700 0 213,500
BEST BUY INC COM 086516101 9,315 124,900 SH   DFND 8,2,1 112,900 0 12,000
BIG LOTS INC COM 089302103 8,385 200,700 SH   DFND 6,2,1 136,000 0 64,700
BIG LOTS INC COM 089302103 113 2,700 SH   DFND 8,2,1 0 0 2,700
BIOMARIN PHARMACEUTICAL INC COM 09061G101 73 777 SH   DFND 7,2,1 777 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 39,231 416,464 SH   DFND 8,2,1 416,464 0 0
BIOGEN INC COM 09062X103 3,644 12,556 SH   DFND 7,2,1 3,796 0 8,760
BIOGEN INC COM 09062X103 14,367 49,500 SH   DFND 6,2,1 22,600 0 26,900
BIOGEN INC COM 09062X103 93,613 322,538 SH   DFND 8,2,1 322,538 0 0
BIOTIME INC COM 09066L105 4,741 2,301,657 SH   DFND 8,2,1 2,301,657 0 0
BLACKBAUD INC COM 09227Q100 6,834 66,710 SH   DFND 7,2,1 66,710 0 0
BLACKROCK INC COM 09247X101 5,615 11,251 SH   DFND 2,1 11,251 0 0
BLACKROCK INC COM 09247X101 7,448 14,925 SH   DFND 7,2,1 4,322 0 10,603
BLACKROCK INC COM 09247X101 23,505 47,100 SH   DFND 6,2,1 16,600 0 30,500
BLACKROCK INC COM 09247X101 4,865 9,749 SH   DFND 8,2,1 9,749 0 0
BLOCK H & R INC COM 093671105 21 900 SH   DFND 7,2,1 900 0 0
BLOCK H & R INC COM 093671105 16,625 729,803 SH   DFND 6,2,1 574,103 0 155,700
BLOCK H & R INC COM 093671105 1,066 46,800 SH   DFND 8,2,1 42,400 0 4,400
BLOOMIN BRANDS INC COM 094235108 9,316 463,500 SH   DFND 6,2,1 278,900 0 184,600
BLOOMIN BRANDS INC COM 094235108 217 10,800 SH   DFND 8,2,1 0 0 10,800
BLUEBIRD BIO INC COM 09609G100 3,249 20,700 SH   DFND 6,2,1 14,800 0 5,900
BLUELINX HLDGS INC COM NEW 09624H208 1,193 31,800 SH   DFND 6,2,1 22,600 0 9,200
BLUEPRINT MEDICINES CORP COM 09627Y109 540 8,500 SH   DFND 6,2,1 8,100 0 400
BLUEPRINT MEDICINES CORP COM 09627Y109 1,930 30,404 SH   DFND 8,2,1 30,404 0 0
BOEING CO COM 097023105 465 1,385 SH   DFND 2,1 1,385 0 0
BOEING CO COM 097023105 20,940 62,411 SH   DFND 7,2,1 43,411 0 19,000
BOEING CO COM 097023105 95,755 285,400 SH   DFND 6,2,1 132,900 0 152,500
BOEING CO COM 097023105 2,718 8,100 SH   DFND 8,2,1 8,100 0 0
BOISE CASCADE CO DEL COM 09739D100 1,261 28,200 SH   DFND 6,2,1 19,000 0 9,200
BONANZA CREEK ENERGY INC COM NEW 097793400 3,699 97,675 SH   DFND 6,2,1 66,375 0 31,300
BOOKING HLDGS INC COM 09857L108 10,904 5,379 SH   DFND 7,2,1 4,717 0 662
BOOKING HLDGS INC COM 09857L108 35,985 17,752 SH   DFND 6,2,1 6,252 0 11,500
BOOKING HLDGS INC COM 09857L108 78,667 38,808 SH   DFND 8,2,1 38,108 0 700
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 9,179 209,900 SH   DFND 6,2,1 99,700 0 110,200
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 936 21,400 SH   DFND 8,2,1 21,400 0 0
BORGWARNER INC COM 099724106 39 898 SH   DFND 7,2,1 898 0 0
BORGWARNER INC COM 099724106 5,063 117,300 SH   DFND 6,2,1 117,300 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 490 30,800 SH   DFND 6,2,1 30,800 0 0
BOSTON PROPERTIES INC COM 101121101 20,235 161,335 SH   DFND 7,2,1 161,335 0 0
BOSTON SCIENTIFIC CORP COM 101137107 432 13,211 SH   DFND 7,2,1 5,811 0 7,400
BOSTON SCIENTIFIC CORP COM 101137107 10,549 322,600 SH   DFND 6,2,1 137,300 0 185,300
BOSTON SCIENTIFIC CORP COM 101137107 24,602 752,358 SH   DFND 8,2,1 752,358 0 0
BRIDGEPOINT ED INC COM 10807M105 492 75,349 SH   DFND 6,2,1 38,856 0 36,493
BRIGGS & STRATTON CORP COM 109043109 185 10,500 SH   DFND 6,2,1 0 0 10,500
BRIGHT HORIZONS FAM SOL IN D COM 109194100 7,109 69,344 SH   DFND 7,2,1 69,344 0 0
BRINKER INTL INC COM 109641100 10,627 223,260 SH   DFND 6,2,1 135,100 0 88,160
BRINKER INTL INC COM 109641100 209 4,400 SH   DFND 8,2,1 0 0 4,400
BRISTOL MYERS SQUIBB CO COM 110122108 994 17,969 SH   DFND 7,2,1 6,755 0 11,214
BRISTOL MYERS SQUIBB CO COM 110122108 13,171 238,000 SH   DFND 6,2,1 180,500 0 57,500
BRIXMOR PPTY GROUP INC COM 11120U105 727 41,699 SH   DFND 7,2,1 41,699 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 7,856 450,700 SH   DFND 6,2,1 306,100 0 144,600
BRIXMOR PPTY GROUP INC COM 11120U105 239 13,700 SH   DFND 8,2,1 0 0 13,700
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 58 504 SH   DFND 7,2,1 504 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,594 48,600 SH   DFND 6,2,1 5,300 0 43,300
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 127 1,100 SH   DFND 8,2,1 1,100 0 0
BROADCOM INC COM 11135F101 669 2,758 SH   DFND 7,2,1 2,195 0 563
BROADCOM INC COM 11135F101 14,000 57,700 SH   DFND 6,2,1 48,200 0 9,500
BROADCOM INC COM 11135F101 11,404 47,000 SH   DFND 8,2,1 47,000 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 45 1,098 SH   DFND 7,2,1 1,098 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 9,661 238,300 SH   DFND 6,2,1 32,900 0 205,400
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 186 4,600 SH   DFND 8,2,1 4,600 0 0
BROWN FORMAN CORP CL B 115637209 55 1,124 SH   DFND 7,2,1 1,124 0 0
BROWN FORMAN CORP CL B 115637209 16,189 330,325 SH   DFND 6,2,1 67,750 0 262,575
BRUKER CORP COM 116794108 8,764 301,800 SH   DFND 6,2,1 186,900 0 114,900
BUILDERS FIRSTSOURCE INC COM 12008R107 6,023 329,300 SH   DFND 6,2,1 185,100 0 144,200
CAE INC COM 124765108 8 400 SH   DFND 7,2,1 400 0 0
CAE INC COM 124765108 1,236 59,500 SH   DFND 6,2,1 22,200 0 37,300
CAE INC COM 124765108 100 4,800 SH   DFND 8,2,1 4,800 0 0
CBS CORP NEW CL B 124857202 121 2,147 SH   DFND 7,2,1 2,147 0 0
CBS CORP NEW CL B 124857202 59,683 1,061,600 SH   DFND 6,2,1 699,300 0 362,300
CBS CORP NEW CL B 124857202 10,378 184,600 SH   DFND 8,2,1 165,300 0 19,300
CBRE GROUP INC CL A 12504L109 63 1,315 SH   DFND 7,2,1 1,315 0 0
CBRE GROUP INC CL A 12504L109 17,855 374,000 SH   DFND 6,2,1 273,100 0 100,900
CBRE GROUP INC CL A 12504L109 210 4,400 SH   DFND 8,2,1 4,400 0 0
CDK GLOBAL INC COM 12508E101 38 586 SH   DFND 7,2,1 586 0 0
CDK GLOBAL INC COM 12508E101 703 10,800 SH   DFND 6,2,1 300 0 10,500
CDW CORP COM 12514G108 53 662 SH   DFND 7,2,1 662 0 0
CDW CORP COM 12514G108 1,212 15,000 SH   DFND 6,2,1 400 0 14,600
CDW CORP COM 12514G108 210 2,600 SH   DFND 8,2,1 2,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 50 595 SH   DFND 7,2,1 595 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 18,179 217,300 SH   DFND 6,2,1 153,000 0 64,300
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 284 3,400 SH   DFND 8,2,1 0 0 3,400
CIGNA CORPORATION COM 125509109 172 1,015 SH   DFND 7,2,1 1,015 0 0
CIGNA CORPORATION COM 125509109 20,445 120,300 SH   DFND 6,2,1 38,900 0 81,400
CIGNA CORPORATION COM 125509109 18,449 108,553 SH   DFND 8,2,1 108,553 0 0
CME GROUP INC COM CL A 12572Q105 329 2,006 SH   DFND 2,1 2,006 0 0
CME GROUP INC COM CL A 12572Q105 230 1,406 SH   DFND 7,2,1 1,406 0 0
CME GROUP INC COM CL A 12572Q105 34,341 209,500 SH   DFND 6,2,1 54,300 0 155,200
CME GROUP INC COM CL A 12572Q105 639 3,900 SH   DFND 8,2,1 3,900 0 0
CMS ENERGY CORP COM 125896100 38 798 SH   DFND 7,2,1 798 0 0
CMS ENERGY CORP COM 125896100 6,695 141,600 SH   DFND 6,2,1 900 0 140,700
CMS ENERGY CORP COM 125896100 203 4,300 SH   DFND 8,2,1 4,300 0 0
CNA FINL CORP COM 126117100 1,375 30,100 SH   DFND 6,2,1 30,100 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 852 76,936 SH   DFND 7,2,1 19,300 0 57,636
CSG SYS INTL INC COM 126349109 7,892 193,100 SH   DFND 6,2,1 114,800 0 78,300
CSG SYS INTL INC COM 126349109 147 3,600 SH   DFND 8,2,1 0 0 3,600
CSX CORP COM 126408103 399 6,251 SH   DFND 7,2,1 4,235 0 2,016
CSX CORP COM 126408103 10,332 162,000 SH   DFND 6,2,1 91,200 0 70,800
CTI BIOPHARMA CORP COM NEW 12648L601 525 105,500 SH   DFND 6,2,1 69,500 0 36,000
CTS CORP COM 126501105 292 8,100 SH   DFND 6,2,1 0 0 8,100
CNX RESOURCES CORPORATION COM 12653C108 891 50,100 SH   DFND 6,2,1 28,600 0 21,500
CVS HEALTH CORP COM 126650100 771 11,984 SH   DFND 7,2,1 4,195 0 7,789
CVS HEALTH CORP COM 126650100 24,537 381,300 SH   DFND 6,2,1 137,100 0 244,200
CVS HEALTH CORP COM 126650100 6,965 108,237 SH   DFND 8,2,1 108,237 0 0
CA INC COM 12673P105 46 1,284 SH   DFND 7,2,1 1,284 0 0
CA INC COM 12673P105 48,587 1,362,900 SH   DFND 6,2,1 973,000 0 389,900
CA INC COM 12673P105 7,422 208,200 SH   DFND 8,2,1 182,800 0 25,400
CABOT CORP COM 127055101 8,837 143,070 SH   DFND 6,2,1 67,500 0 75,570
CABOT CORP COM 127055101 167 2,700 SH   DFND 8,2,1 2,700 0 0
CABOT OIL & GAS CORP COM 127097103 246 10,331 SH   DFND 7,2,1 10,331 0 0
CACI INTL INC CL A 127190304 14,586 86,541 SH   DFND 6,2,1 44,481 0 42,060
CACI INTL INC CL A 127190304 860 5,100 SH   DFND 8,2,1 5,100 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,249 51,931 SH   DFND 2,1 51,931 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 52 1,199 SH   DFND 7,2,1 1,199 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 754 17,400 SH   DFND 6,2,1 0 0 17,400
CADENCE DESIGN SYSTEM INC COM 127387108 116,045 2,679,411 SH   DFND 8,2,1 2,679,411 0 0
CALERES INC COM 129500104 6,779 197,121 SH   DFND 6,2,1 135,121 0 62,000
CALIX INC COM 13100M509 91 11,700 SH   DFND 6,2,1 0 0 11,700
CAMDEN PPTY TR SH BEN INT 133131102 224 2,458 SH   DFND 7,2,1 2,458 0 0
CAMPBELL SOUP CO COM 134429109 38 942 SH   DFND 7,2,1 942 0 0
CAMPBELL SOUP CO COM 134429109 25,848 637,600 SH   DFND 6,2,1 569,600 0 68,000
CAMPBELL SOUP CO COM 134429109 3,211 79,200 SH   DFND 8,2,1 62,200 0 17,000
CDN IMPERIAL BK COMM TORONTO COM 136069101 194 2,230 SH   DFND 7,2,1 2,230 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 37,775 434,600 SH   DFND 6,2,1 146,600 0 288,000
CDN IMPERIAL BK COMM TORONTO COM 136069101 6,730 77,427 SH   DFND 8,2,1 59,527 0 17,900
CANADIAN NATL RY CO COM 136375102 1,877 22,964 SH   DFND 7,2,1 8,925 0 14,039
CANADIAN NATL RY CO COM 136375102 31,073 380,100 SH   DFND 6,2,1 26,200 0 353,900
CANADIAN NAT RES LTD COM 136385101 1,345 37,288 SH   DFND 7,2,1 28,475 0 8,813
CANADIAN NAT RES LTD COM 136385101 1,396 38,700 SH   DFND 6,2,1 35,300 0 3,400
CANADIAN PAC RY LTD COM 13645T100 67 365 SH   DFND 7,2,1 365 0 0
CANADIAN PAC RY LTD COM 13645T100 9,718 53,100 SH   DFND 6,2,1 2,100 0 51,000
CANTEL MEDICAL CORP COM 138098108 5,023 51,067 SH   DFND 7,2,1 51,067 0 0
CAPITAL ONE FINL CORP COM 14040H105 2,163 23,533 SH   DFND 7,2,1 2,006 0 21,527
CAPITAL ONE FINL CORP COM 14040H105 37,422 407,200 SH   DFND 6,2,1 271,800 0 135,400
CAPITAL ONE FINL CORP COM 14040H105 1,654 18,000 SH   DFND 8,2,1 12,100 0 5,900
CARDINAL HEALTH INC COM 14149Y108 65 1,334 SH   DFND 7,2,1 1,334 0 0
CARDINAL HEALTH INC COM 14149Y108 1,489 30,500 SH   DFND 6,2,1 0 0 30,500
CAREER EDUCATION CORP COM 141665109 1,027 63,500 SH   DFND 6,2,1 43,400 0 20,100
CARMAX INC COM 143130102 55 751 SH   DFND 7,2,1 751 0 0
CARMAX INC COM 143130102 1,027 14,100 SH   DFND 6,2,1 0 0 14,100
CARMAX INC COM 143130102 3,971 54,500 SH   DFND 8,2,1 54,500 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 56 973 SH   DFND 7,2,1 973 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 98 1,711 SH   DFND 7,2,1 1,711 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,794 31,300 SH   DFND 6,2,1 0 0 31,300
CARNIVAL CORP UNIT 99/99/9999 143658300 6,201 108,200 SH   DFND 6,2,1 15,600 0 92,600
CARNIVAL CORP UNIT 99/99/9999 143658300 143 2,500 SH   DFND 8,2,1 2,500 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 4,126 72,000 SH   DFND 8,2,1 59,000 0 13,000
CARRIZO OIL & GAS INC COM 144577103 6,896 247,600 SH   DFND 6,2,1 134,800 0 112,800
CARTER INC COM 146229109 17,971 165,800 SH   DFND 6,2,1 98,800 0 67,000
CARTER INC COM 146229109 997 9,200 SH   DFND 8,2,1 9,200 0 0
CATALENT INC COM 148806102 8,158 194,742 SH   DFND 8,2,1 194,742 0 0
CATALYST BIOSCIENCES INC COM NEW 14888D208 338 29,000 SH   DFND 6,2,1 17,300 0 11,700
CATERPILLAR INC DEL COM 149123101 418 3,081 SH   DFND 2,1 3,081 0 0
CATERPILLAR INC DEL COM 149123101 2,263 16,683 SH   DFND 7,2,1 16,265 0 418
CATERPILLAR INC DEL COM 149123101 14,055 103,600 SH   DFND 6,2,1 64,500 0 39,100
CAVIUM INC COM 14964U108 3,028 35,000 SH   DFND 8,2,1 35,000 0 0
CELANESE CORP DEL COM SER A 150870103 1,199 10,794 SH   DFND 7,2,1 609 0 10,185
CELANESE CORP DEL COM SER A 150870103 6,464 58,200 SH   DFND 6,2,1 4,400 0 53,800
CELANESE CORP DEL COM SER A 150870103 200 1,800 SH   DFND 8,2,1 1,800 0 0
CELESTICA INC SUB VTG SHS 15101Q108 150 12,600 SH   DFND 6,2,1 0 0 12,600
CELGENE CORP COM 151020104 3,682 46,366 SH   DFND 7,2,1 21,486 0 24,880
CELGENE CORP COM 151020104 7,299 91,900 SH   DFND 6,2,1 82,300 0 9,600
CELGENE CORP COM 151020104 95,288 1,199,801 SH   DFND 8,2,1 1,199,801 0 0
CELLECTIS S A SPONSORED ADS 15117K103 4,698 166,068 SH   DFND 8,2,1 166,068 0 0
CENTENE CORP DEL COM 15135B101 101 821 SH   DFND 7,2,1 821 0 0
CENTENE CORP DEL COM 15135B101 18,260 148,200 SH   DFND 6,2,1 101,200 0 47,000
CENTENE CORP DEL COM 15135B101 28,849 234,141 SH   DFND 8,2,1 234,141 0 0
CENOVUS ENERGY INC COM 15135U109 271 26,064 SH   DFND 7,2,1 26,064 0 0
CENTERPOINT ENERGY INC COM 15189T107 48 1,729 SH   DFND 7,2,1 1,729 0 0
CENTERPOINT ENERGY INC COM 15189T107 2,511 90,600 SH   DFND 6,2,1 19,600 0 71,000
CENTRAL PAC FINL CORP COM NEW 154760409 370 12,900 SH   DFND 6,2,1 12,900 0 0
CENTURY CASINOS INC COM 156492100 295 33,710 SH   DFND 6,2,1 22,360 0 11,350
CENTURYLINK INC COM 156700106 74 3,987 SH   DFND 7,2,1 3,987 0 0
CENTURYLINK INC COM 156700106 738 39,600 SH   DFND 6,2,1 33,200 0 6,400
CERNER CORP COM 156782104 1,335 22,335 SH   DFND 7,2,1 22,335 0 0
CERNER CORP COM 156782104 2,679 44,800 SH   DFND 6,2,1 6,300 0 38,500
CERNER CORP COM 156782104 53,607 896,581 SH   DFND 8,2,1 896,581 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,816 6,194 SH   DFND 7,2,1 4,726 0 1,468
CHARTER COMMUNICATIONS INC N CL A 16119P108 7,799 26,600 SH   DFND 6,2,1 21,900 0 4,700
CHATHAM LODGING TR COM 16208T102 4,775 225,000 SH   DFND 6,2,1 155,100 0 69,900
CHEMOURS CO COM 163851108 35 792 SH   DFND 7,2,1 792 0 0
CHEMOURS CO COM 163851108 5,345 120,500 SH   DFND 6,2,1 90,800 0 29,700
CHEMOURS CO COM 163851108 1,428 32,200 SH   DFND 8,2,1 23,200 0 9,000
CHENIERE ENERGY INC COM NEW 16411R208 320 4,913 SH   DFND 7,2,1 4,913 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 2,841 89,800 SH   DFND 6,2,1 68,400 0 21,400
CHESAPEAKE LODGING TR SH BEN INT 165240102 92 2,900 SH   DFND 8,2,1 0 0 2,900
CHEVRON CORP NEW COM 166764100 232 1,832 SH   DFND 2,1 1,832 0 0
CHEVRON CORP NEW COM 166764100 20,276 160,371 SH   DFND 7,2,1 126,348 0 34,023
CHEVRON CORP NEW COM 166764100 37,284 294,900 SH   DFND 6,2,1 238,900 0 56,000
CHEVRON CORP NEW COM 166764100 1,264 10,000 SH   DFND 8,2,1 10,000 0 0
CHICOS FAS INC COM 168615102 2,369 291,050 SH   DFND 6,2,1 244,200 0 46,850
CHIMERIX INC COM 16934W106 1,519 319,073 SH   DFND 6,2,1 178,073 0 141,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 47 108 SH   DFND 7,2,1 108 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 38,543 89,350 SH   DFND 8,2,1 89,350 0 0
CHOICE HOTELS INTL INC COM 169905106 249 3,300 SH   DFND 6,2,1 3,300 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 575 16,000 SH   DFND 7,2,1 7,800 0 8,200
CHURCH & DWIGHT INC COM 171340102 55 1,040 SH   DFND 7,2,1 1,040 0 0
CHURCH & DWIGHT INC COM 171340102 10,340 194,500 SH   DFND 6,2,1 15,700 0 178,800
CHURCH & DWIGHT INC COM 171340102 266 5,000 SH   DFND 8,2,1 5,000 0 0
CIENA CORP COM NEW 171779309 1,500 56,600 SH   DFND 8,2,1 56,600 0 0
CIMAREX ENERGY CO COM 171798101 228 2,241 SH   DFND 7,2,1 2,241 0 0
CIMAREX ENERGY CO COM 171798101 4,833 47,500 SH   DFND 6,2,1 47,500 0 0
CINCINNATI FINL CORP COM 172062101 170 2,543 SH   DFND 7,2,1 2,543 0 0
CINCINNATI FINL CORP COM 172062101 468 7,000 SH   DFND 6,2,1 7,000 0 0
CINCINNATI FINL CORP COM 172062101 174 2,600 SH   DFND 8,2,1 2,600 0 0
CINEMARK HOLDINGS INC COM 17243V102 20,700 590,090 SH   DFND 6,2,1 401,000 0 189,090
CINEMARK HOLDINGS INC COM 17243V102 1,986 56,600 SH   DFND 8,2,1 47,300 0 9,300
CIRRUS LOGIC INC COM 172755100 537 14,000 SH   DFND 6,2,1 14,000 0 0
CIRRUS LOGIC INC COM 172755100 956 24,950 SH   DFND 8,2,1 24,950 0 0
CISCO SYS INC COM 17275R102 2,380 55,309 SH   DFND 2,1 55,309 0 0
CISCO SYS INC COM 17275R102 11,620 270,038 SH   DFND 7,2,1 89,728 0 180,310
CISCO SYS INC COM 17275R102 39,725 923,200 SH   DFND 6,2,1 580,900 0 342,300
CISCO SYS INC COM 17275R102 142,677 3,315,763 SH   DFND 8,2,1 3,312,963 0 2,800
CINTAS CORP COM 172908105 71 383 SH   DFND 7,2,1 383 0 0
CINTAS CORP COM 172908105 8,809 47,600 SH   DFND 6,2,1 5,600 0 42,000
CINTAS CORP COM 172908105 389 2,100 SH   DFND 8,2,1 2,100 0 0
CITIGROUP INC COM NEW 172967424 11,720 175,134 SH   DFND 2,1 175,134 0 0
CITIGROUP INC COM NEW 172967424 31,272 467,306 SH   DFND 7,2,1 299,248 0 168,058
CITIGROUP INC COM NEW 172967424 21,247 317,500 SH   DFND 6,2,1 281,600 0 35,900
CITIGROUP INC COM NEW 172967424 67 1,000 SH   DFND 8,2,1 1,000 0 0
CITIZENS FINL GROUP INC COM 174610105 81 2,077 SH   DFND 7,2,1 2,077 0 0
CITIZENS FINL GROUP INC COM 174610105 3,128 80,400 SH   DFND 6,2,1 16,100 0 64,300
CITIZENS FINL GROUP INC COM 174610105 2,206 56,700 SH   DFND 8,2,1 56,700 0 0
CITRIX SYS INC COM 177376100 61 586 SH   DFND 7,2,1 586 0 0
CITRIX SYS INC COM 177376100 451 4,300 SH   DFND 6,2,1 0 0 4,300
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 24,829 17,100,000 PRN   DFND 7,2,1 12,000,000 0 5,100,000
CLOROX CO DEL COM 189054109 72 535 SH   DFND 7,2,1 535 0 0
CLOROX CO DEL COM 189054109 60,452 446,964 SH   DFND 6,2,1 232,300 0 214,664
CLOROX CO DEL COM 189054109 5,965 44,100 SH   DFND 8,2,1 44,100 0 0
CLOUDERA INC COM 18914U100 6,392 468,645 SH   DFND 8,2,1 468,645 0 0
COCA COLA CO COM 191216100 498 11,361 SH   DFND 2,1 11,361 0 0
COCA COLA CO COM 191216100 15,343 349,820 SH   DFND 7,2,1 331,756 0 18,064
COCA COLA CO COM 191216100 48,676 1,109,800 SH   DFND 6,2,1 529,800 0 580,000
COCA COLA CO COM 191216100 921 21,000 SH   DFND 8,2,1 21,000 0 0
COGNEX CORP COM 192422103 1,913 42,874 SH   DFND 2,1 42,874 0 0
COGNEX CORP COM 192422103 1,993 44,678 SH   DFND 7,2,1 44,678 0 0
COGNEX CORP COM 192422103 92,669 2,077,314 SH   DFND 8,2,1 2,077,314 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,402 55,730 SH   DFND 7,2,1 52,461 0 3,269
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 23,247 294,300 SH   DFND 6,2,1 103,900 0 190,400
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 4,166 52,739 SH   DFND 8,2,1 52,739 0 0
COHERUS BIOSCIENCES INC COM 19249H103 5,724 408,883 SH   DFND 8,2,1 408,883 0 0
COLGATE PALMOLIVE CO COM 194162103 6,613 102,038 SH   DFND 7,2,1 3,435 0 98,603
COLGATE PALMOLIVE CO COM 194162103 18,529 285,900 SH   DFND 6,2,1 150,300 0 135,600
COLGATE PALMOLIVE CO COM 194162103 5,307 81,880 SH   DFND 8,2,1 57,680 0 24,200
COMCAST CORP NEW CL A 20030N101 7,405 225,685 SH   DFND 7,2,1 150,320 0 75,365
COMCAST CORP NEW CL A 20030N101 47,584 1,450,300 SH   DFND 6,2,1 594,000 0 856,300
COMCAST CORP NEW CL A 20030N101 4,218 128,550 SH   DFND 8,2,1 128,550 0 0
COMERICA INC COM 200340107 67 738 SH   DFND 7,2,1 738 0 0
COMERICA INC COM 200340107 1,437 15,800 SH   DFND 6,2,1 0 0 15,800
COMMUNITY HEALTH SYS INC NEW RIGHT 12/31/2019 203668116 3 304,623 SH   DFND 8,2,1 304,623 0 0
COMMUNITY TR BANCORP INC COM 204149108 340 6,800 SH   DFND 6,2,1 6,800 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 68 11,339 SH   DFND 7,2,1 0 0 11,339
COMPASS MINERALS INTL INC COM 20451N101 316 4,800 SH   DFND 6,2,1 0 0 4,800
COMPUTER PROGRAMS & SYS INC COM 205306103 2,925 88,900 SH   DFND 6,2,1 57,200 0 31,700
CONAGRA BRANDS INC COM 205887102 62 1,732 SH   DFND 7,2,1 1,732 0 0
CONAGRA BRANDS INC COM 205887102 25,068 701,600 SH   DFND 6,2,1 352,900 0 348,700
CONAGRA BRANDS INC COM 205887102 461 12,900 SH   DFND 8,2,1 0 0 12,900
CONATUS PHARMACEUTICALS INC COM 20600T108 1,899 443,624 SH   DFND 8,2,1 443,624 0 0
CONCERT PHARMACEUTICALS INC COM 206022105 291 17,300 SH   DFND 6,2,1 6,000 0 11,300
CONCHO RES INC COM 20605P101 776 5,612 SH   DFND 7,2,1 5,612 0 0
CONCHO RES INC COM 20605P101 235 1,700 SH   DFND 6,2,1 0 0 1,700
CONCHO RES INC COM 20605P101 52,792 381,580 SH   DFND 8,2,1 381,580 0 0
CONDUENT INC COM 206787103 18,410 1,013,200 SH   DFND 6,2,1 669,500 0 343,700
CONDUENT INC COM 206787103 1,786 98,300 SH   DFND 8,2,1 77,600 0 20,700
CONNS INC COM 208242107 739 22,395 SH   DFND 6,2,1 14,595 0 7,800
CONOCOPHILLIPS COM 20825C104 477 6,856 SH   DFND 2,1 6,856 0 0
CONOCOPHILLIPS COM 20825C104 8,894 127,753 SH   DFND 7,2,1 93,319 0 34,434
CONOCOPHILLIPS COM 20825C104 9,719 139,600 SH   DFND 6,2,1 131,800 0 7,800
CONSOLIDATED EDISON INC COM 209115104 162 2,082 SH   DFND 7,2,1 2,082 0 0
CONSOLIDATED EDISON INC COM 209115104 13,537 173,600 SH   DFND 6,2,1 18,900 0 154,700
CONSOLIDATED EDISON INC COM 209115104 374 4,800 SH   DFND 8,2,1 4,800 0 0
CONSTELLATION BRANDS INC CL A 21036P108 159 726 SH   DFND 7,2,1 726 0 0
CONSTELLATION BRANDS INC CL A 21036P108 20,639 94,300 SH   DFND 6,2,1 27,700 0 66,600
CONSTELLATION BRANDS INC CL A 21036P108 11,257 51,431 SH   DFND 8,2,1 51,431 0 0
CONTRAFECT CORP COM 212326102 1,243 562,517 SH   DFND 8,2,1 562,517 0 0
CONVERGYS CORP COM 212485106 8,967 366,900 SH   DFND 6,2,1 255,300 0 111,600
CONVERGYS CORP COM 212485106 152 6,200 SH   DFND 8,2,1 0 0 6,200
COOPER COS INC COM NEW 216648402 48 203 SH   DFND 7,2,1 203 0 0
COOPER COS INC COM NEW 216648402 51,764 219,850 SH   DFND 8,2,1 219,850 0 0
COOPER STD HLDGS INC COM 21676P103 1,751 13,400 SH   DFND 6,2,1 9,200 0 4,200
COPART INC COM 217204106 36 629 SH   DFND 7,2,1 629 0 0
COPART INC COM 217204106 922 16,300 SH   DFND 6,2,1 0 0 16,300
CORCEPT THERAPEUTICS INC COM 218352102 264 16,800 SH   DFND 6,2,1 3,500 0 13,300
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 805 21,400 SH   DFND 6,2,1 17,700 0 3,700
CORELOGIC INC COM 21871D103 3,771 72,651 SH   DFND 6,2,1 67,200 0 5,451
CORECIVIC INC COM 21871N101 8,049 336,904 SH   DFND 6,2,1 234,304 0 102,600
CORECIVIC INC COM 21871N101 784 32,800 SH   DFND 8,2,1 20,900 0 11,900
CORNING INC COM 219350105 99 3,601 SH   DFND 7,2,1 3,601 0 0
CORNING INC COM 219350105 4,699 170,800 SH   DFND 6,2,1 7,300 0 163,500
COSTCO WHSL CORP NEW COM 22160K105 17,807 85,211 SH   DFND 7,2,1 83,985 0 1,226
COSTCO WHSL CORP NEW COM 22160K105 45,976 220,000 SH   DFND 6,2,1 65,400 0 154,600
COSTCO WHSL CORP NEW COM 22160K105 76,169 364,478 SH   DFND 8,2,1 364,478 0 0
COSTAR GROUP INC COM 22160N109 64 155 SH   DFND 7,2,1 155 0 0
COSTAR GROUP INC COM 22160N109 2,435 5,900 SH   DFND 6,2,1 0 0 5,900
COUPA SOFTWARE INC COM 22266L106 2,092 33,617 SH   DFND 6,2,1 20,517 0 13,100
COUSINS PPTYS INC COM 222795106 116 11,951 SH   DFND 7,2,1 11,951 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 8,373 53,600 SH   DFND 6,2,1 26,500 0 27,100
CRACKER BARREL OLD CTRY STOR COM 22410J106 703 4,500 SH   DFND 8,2,1 3,600 0 900
CRANE CO COM 224399105 1,659 20,700 SH   DFND 6,2,1 17,300 0 3,400
CRAWFORD & CO CL B 224633107 2,263 261,615 SH   DFND 6,2,1 139,839 0 121,776
CRAWFORD & CO CL A 224633206 239 27,800 SH   DFND 6,2,1 18,300 0 9,500
CREDIT ACCEP CORP MICH COM 225310101 7,845 22,200 SH   DFND 6,2,1 16,100 0 6,100
CRESCENT PT ENERGY CORP COM 22576C101 90 12,309 SH   DFND 7,2,1 12,309 0 0
CRITEO S A SPONS ADS 226718104 1,666 50,712 SH   DFND 7,2,1 50,712 0 0
CROCS INC COM 227046109 5,412 307,300 SH   DFND 6,2,1 217,900 0 89,400
CROWN CASTLE INTL CORP NEW COM 22822V101 1,811 16,796 SH   DFND 7,2,1 16,796 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 6,146 57,000 SH   DFND 6,2,1 52,100 0 4,900
CROWN HOLDINGS INC COM 228368106 27 605 SH   DFND 7,2,1 605 0 0
CROWN HOLDINGS INC COM 228368106 9,762 218,100 SH   DFND 6,2,1 127,900 0 90,200
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 135 2,828 SH   DFND 2,1 2,828 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,858 60,000 SH   DFND 7,2,1 60,000 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 16,410 15,600,000 PRN   DFND 7,2,1 14,000,000 0 1,600,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 8,565 7,500,000 PRN   DFND 7,2,1 7,500,000 0 0
CUMMINS INC COM 231021106 147 1,106 SH   DFND 7,2,1 1,106 0 0
CUMMINS INC COM 231021106 8,712 65,500 SH   DFND 6,2,1 1,600 0 63,900
CUMMINS INC COM 231021106 492 3,700 SH   DFND 8,2,1 0 0 3,700
CUSTOMERS BANCORP INC COM 23204G100 267 9,400 SH   DFND 6,2,1 5,500 0 3,900
CUTERA INC COM 232109108 226 5,600 SH   DFND 6,2,1 3,700 0 1,900
CYPRESS SEMICONDUCTOR CORP COM 232806109 706 45,343 SH   DFND 2,1 45,343 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 41,154 2,641,436 SH   DFND 8,2,1 2,641,436 0 0
CYRUSONE INC COM 23283R100 18,407 315,397 SH   DFND 7,2,1 315,397 0 0
DDR CORP COM 23317H854 9,848 550,153 SH   DFND 7,2,1 550,153 0 0
DDR CORP COM 23317H854 507 28,350 SH   DFND 6,2,1 28,350 0 0
D R HORTON INC COM 23331A109 62 1,512 SH   DFND 7,2,1 1,512 0 0
D R HORTON INC COM 23331A109 2,604 63,500 SH   DFND 6,2,1 1,200 0 62,300
D R HORTON INC COM 23331A109 176 4,300 SH   DFND 8,2,1 4,300 0 0
DTE ENERGY CO COM 233331107 182 1,756 SH   DFND 7,2,1 1,756 0 0
DTE ENERGY CO COM 233331107 41 400 SH   DFND 6,2,1 400 0 0
DSW INC CL A 23334L102 258 10,000 SH   DFND 6,2,1 0 0 10,000
DXC TECHNOLOGY CO COM 23355L106 352 4,364 SH   DFND 7,2,1 1,195 0 3,169
DXC TECHNOLOGY CO COM 23355L106 2,443 30,309 SH   DFND 6,2,1 24,700 0 5,609
DANA INCORPORATED COM 235825205 759 37,600 SH   DFND 6,2,1 37,600 0 0
DANAHER CORP DEL COM 235851102 373 3,782 SH   DFND 7,2,1 2,593 0 1,189
DANAHER CORP DEL COM 235851102 27,887 282,600 SH   DFND 6,2,1 87,800 0 194,800
DANAHER CORP DEL COM 235851102 54,003 547,250 SH   DFND 8,2,1 547,250 0 0
DARDEN RESTAURANTS INC COM 237194105 129 1,206 SH   DFND 7,2,1 1,206 0 0
DARDEN RESTAURANTS INC COM 237194105 56,356 526,400 SH   DFND 6,2,1 367,000 0 159,400
DARDEN RESTAURANTS INC COM 237194105 8,062 75,300 SH   DFND 8,2,1 67,200 0 8,100
DAVE & BUSTERS ENTMT INC COM 238337109 8,035 168,800 SH   DFND 6,2,1 110,800 0 58,000
DAVE & BUSTERS ENTMT INC COM 238337109 257 5,400 SH   DFND 8,2,1 0 0 5,400
DAVITA INC COM 23918K108 42 612 SH   DFND 7,2,1 612 0 0
DAVITA INC COM 23918K108 701 10,100 SH   DFND 6,2,1 0 0 10,100
DEAN FOODS CO NEW COM NEW 242370203 778 74,000 SH   DFND 6,2,1 800 0 73,200
DEAN FOODS CO NEW COM NEW 242370203 45 4,300 SH   DFND 8,2,1 0 0 4,300
DECIPHERA PHARMACEUTICALS IN COM 24344T101 3,234 82,196 SH   DFND 8,2,1 82,196 0 0
DECKERS OUTDOOR CORP COM 243537107 12,881 114,100 SH   DFND 6,2,1 76,300 0 37,800
DEERE & CO COM 244199105 339 2,422 SH   DFND 7,2,1 1,222 0 1,200
DEERE & CO COM 244199105 10,681 76,400 SH   DFND 6,2,1 32,700 0 43,700
DEERE & CO COM 244199105 2,297 16,432 SH   DFND 8,2,1 16,432 0 0
DELEK US HLDGS INC NEW COM 24665A103 4,189 83,500 SH   DFND 6,2,1 50,300 0 33,200
DELL TECHNOLOGIES INC COM CL V 24703L103 1,943 22,970 SH   DFND 7,2,1 901 0 22,069
DENBURY RES INC COM NEW 247916208 297 61,700 SH   DFND 6,2,1 0 0 61,700
DELUXE CORP COM 248019101 12,772 192,900 SH   DFND 6,2,1 129,200 0 63,700
DELUXE CORP COM 248019101 33 500 SH   DFND 8,2,1 500 0 0
DEVON ENERGY CORP NEW COM 25179M103 530 12,067 SH   DFND 7,2,1 12,067 0 0
DEVON ENERGY CORP NEW COM 25179M103 39,823 905,900 SH   DFND 6,2,1 758,800 0 147,100
DEVON ENERGY CORP NEW COM 25179M103 2,677 60,900 SH   DFND 8,2,1 60,900 0 0
DEXCOM INC COM 252131107 1,472 15,497 SH   DFND 2,1 15,497 0 0
DEXCOM INC COM 252131107 678 7,134 SH   DFND 7,2,1 4,434 0 2,700
DEXCOM INC COM 252131107 144,234 1,518,577 SH   DFND 8,2,1 1,518,577 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 42 3,392 SH   DFND 7,2,1 3,392 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 7,221 588,000 SH   DFND 6,2,1 393,400 0 194,600
DIAMONDROCK HOSPITALITY CO COM 252784301 270 22,000 SH   DFND 8,2,1 0 0 22,000
DIAMONDBACK ENERGY INC COM 25278X109 1,756 13,347 SH   DFND 7,2,1 13,347 0 0
DIAMONDBACK ENERGY INC COM 25278X109 9,044 68,740 SH   DFND 8,2,1 68,740 0 0
DICKS SPORTING GOODS INC COM 253393102 952 27,000 SH   DFND 6,2,1 16,800 0 10,200
DIGITAL RLTY TR INC COM 253868103 2,041 18,292 SH   DFND 7,2,1 18,292 0 0
DIME CMNTY BANCSHARES COM 253922108 411 21,100 SH   DFND 6,2,1 11,200 0 9,900
DIODES INC COM 254543101 4,884 141,700 SH   DFND 6,2,1 93,000 0 48,700
DISNEY WALT CO COM DISNEY 254687106 486 4,638 SH   DFND 2,1 4,638 0 0
DISNEY WALT CO COM DISNEY 254687106 7,260 69,270 SH   DFND 7,2,1 30,038 0 39,232
DISNEY WALT CO COM DISNEY 254687106 31,401 299,600 SH   DFND 6,2,1 187,800 0 111,800
DISNEY WALT CO COM DISNEY 254687106 10,668 101,785 SH   DFND 8,2,1 101,785 0 0
DISCOVER FINL SVCS COM 254709108 108 1,537 SH   DFND 7,2,1 1,537 0 0
DISCOVER FINL SVCS COM 254709108 7,006 99,500 SH   DFND 6,2,1 15,300 0 84,200
DR REDDYS LABS LTD ADR 256135203 640 19,884 SH   DFND 7,2,1 7,600 0 12,284
DOLBY LABORATORIES INC COM 25659T107 1,542 25,000 SH   DFND 8,2,1 25,000 0 0
DOLLAR GEN CORP NEW COM 256677105 111 1,127 SH   DFND 7,2,1 1,127 0 0
DOLLAR GEN CORP NEW COM 256677105 11,053 112,100 SH   DFND 6,2,1 14,000 0 98,100
DOLLAR GEN CORP NEW COM 256677105 217 2,200 SH   DFND 8,2,1 2,200 0 0
DOLLAR TREE INC COM 256746108 85 1,003 SH   DFND 7,2,1 1,003 0 0
DOLLAR TREE INC COM 256746108 1,250 14,700 SH   DFND 6,2,1 2,300 0 12,400
DOMINION ENERGY INC COM 25746U109 2,315 33,959 SH   DFND 7,2,1 33,959 0 0
DOMINION ENERGY INC COM 25746U109 9,552 140,100 SH   DFND 6,2,1 81,200 0 58,900
DOMINION ENERGY INC COM 25746U109 187 2,740 SH   DFND 8,2,1 2,740 0 0
DOMINOS PIZZA INC COM 25754A201 53 187 SH   DFND 7,2,1 187 0 0
DOMINOS PIZZA INC COM 25754A201 3,358 11,900 SH   DFND 6,2,1 0 0 11,900
DONEGAL GROUP INC CL A 257701201 182 13,400 SH   DFND 6,2,1 10,800 0 2,600
DONNELLEY FINL SOLUTIONS INC COM 25787G100 3,642 209,700 SH   DFND 6,2,1 147,500 0 62,200
DOUGLAS EMMETT INC COM 25960P109 14,264 355,012 SH   DFND 7,2,1 355,012 0 0
DOVER CORP COM 260003108 47 637 SH   DFND 7,2,1 637 0 0
DOVER CORP COM 260003108 3,382 46,200 SH   DFND 6,2,1 28,800 0 17,400
DOWDUPONT INC COM 26078J100 15,847 240,393 SH   DFND 7,2,1 162,024 0 78,369
DOWDUPONT INC COM 26078J100 23,936 363,109 SH   DFND 6,2,1 249,520 0 113,589
DOWDUPONT INC COM 26078J100 14,527 220,368 SH   DFND 8,2,1 220,368 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 94 767 SH   DFND 7,2,1 767 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 14,274 117,000 SH   DFND 6,2,1 0 0 117,000
DUKE REALTY CORP COM NEW 264411505 12,338 425,015 SH   DFND 7,2,1 425,015 0 0
DUKE REALTY CORP COM NEW 264411505 9,949 342,700 SH   DFND 6,2,1 305,900 0 36,800
DUKE REALTY CORP COM NEW 264411505 322 11,100 SH   DFND 8,2,1 0 0 11,100
DUKE ENERGY CORP NEW COM NEW 26441C204 9,786 123,743 SH   DFND 7,2,1 79,083 0 44,660
DUKE ENERGY CORP NEW COM NEW 26441C204 21,665 273,960 SH   DFND 6,2,1 258,800 0 15,160
DUKE ENERGY CORP NEW COM NEW 26441C204 1,202 15,200 SH   DFND 8,2,1 15,200 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 14,178 115,600 SH   DFND 6,2,1 68,500 0 47,100
DUN & BRADSTREET CORP DEL NE COM 26483E100 110 900 SH   DFND 8,2,1 900 0 0
EL POLLO LOCO HLDGS INC COM 268603107 1,087 95,390 SH   DFND 6,2,1 49,300 0 46,090
EOG RES INC COM 26875P101 20,277 162,962 SH   DFND 7,2,1 120,462 0 42,500
EOG RES INC COM 26875P101 8,299 66,700 SH   DFND 6,2,1 59,900 0 6,800
EOG RES INC COM 26875P101 81,287 653,273 SH   DFND 8,2,1 653,273 0 0
EQT CORP COM 26884L109 336 6,087 SH   DFND 7,2,1 6,087 0 0
EPR PPTYS COM SH BEN INT 26884U109 68 1,048 SH   DFND 7,2,1 1,048 0 0
EPR PPTYS COM SH BEN INT 26884U109 1,749 27,000 SH   DFND 6,2,1 19,700 0 7,300
E TRADE FINANCIAL CORP COM NEW 269246401 71 1,153 SH   DFND 7,2,1 1,153 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 862 14,100 SH   DFND 6,2,1 0 0 14,100
EAST WEST BANCORP INC COM 27579R104 3,621 55,539 SH   DFND 7,2,1 55,539 0 0
EASTMAN CHEM CO COM 277432100 60 604 SH   DFND 7,2,1 604 0 0
EASTMAN CHEM CO COM 277432100 1,879 18,800 SH   DFND 6,2,1 0 0 18,800
EBAY INC COM 278642103 334 9,199 SH   DFND 7,2,1 4,120 0 5,079
EBAY INC COM 278642103 61,823 1,705,000 SH   DFND 6,2,1 1,216,600 0 488,400
EBAY INC COM 278642103 16,417 452,747 SH   DFND 8,2,1 425,047 0 27,700
ECHO GLOBAL LOGISTICS INC COM 27875T101 696 23,800 SH   DFND 6,2,1 16,200 0 7,600
ECHOSTAR CORP CL A 278768106 222 5,000 SH   DFND 6,2,1 0 0 5,000
ECOLAB INC COM 278865100 8,793 62,658 SH   DFND 7,2,1 3,923 0 58,735
ECOLAB INC COM 278865100 44,443 316,700 SH   DFND 6,2,1 157,400 0 159,300
ECOLAB INC COM 278865100 61,006 434,735 SH   DFND 8,2,1 427,635 0 7,100
ECOPETROL S A SPONSORED ADS 279158109 549 26,700 SH   DFND 6,2,1 26,700 0 0
EDISON INTL COM 281020107 87 1,380 SH   DFND 7,2,1 1,380 0 0
EDISON INTL COM 281020107 1,911 30,200 SH   DFND 6,2,1 0 0 30,200
EDWARDS LIFESCIENCES CORP COM 28176E108 363 2,494 SH   DFND 7,2,1 894 0 1,600
EDWARDS LIFESCIENCES CORP COM 28176E108 2,577 17,700 SH   DFND 6,2,1 6,200 0 11,500
EDWARDS LIFESCIENCES CORP COM 28176E108 19,395 133,237 SH   DFND 8,2,1 133,237 0 0
ELDORADO RESORTS INC COM 28470R102 987 25,246 SH   DFND 6,2,1 11,000 0 14,246
ELECTRO SCIENTIFIC INDS COM 285229100 1,375 87,200 SH   DFND 6,2,1 56,600 0 30,600
ELECTRONIC ARTS INC COM 285512109 7,879 55,868 SH   DFND 7,2,1 55,868 0 0
ELECTRONIC ARTS INC COM 285512109 18,460 130,900 SH   DFND 6,2,1 37,100 0 93,800
ELECTRONIC ARTS INC COM 285512109 20,488 145,282 SH   DFND 8,2,1 145,282 0 0
ELLIS PERRY INTL INC COM 288853104 612 22,510 SH   DFND 6,2,1 13,200 0 9,310
EMCORE CORP COM NEW 290846203 391 77,507 SH   DFND 6,2,1 49,400 0 28,107
EMERGENT BIOSOLUTIONS INC COM 29089Q105 687 13,600 SH   DFND 6,2,1 6,400 0 7,200
EMERSON ELEC CO COM 291011104 551 7,976 SH   DFND 7,2,1 6,128 0 1,848
EMERSON ELEC CO COM 291011104 18,854 272,700 SH   DFND 6,2,1 100,500 0 172,200
ENCANA CORP COM 292505104 267 20,426 SH   DFND 7,2,1 20,426 0 0
ENBRIDGE INC COM 29250N105 4,969 139,229 SH   DFND 7,2,1 104,061 0 35,168
ENBRIDGE INC COM 29250N105 1,393 39,040 SH   DFND 6,2,1 24,700 0 14,340
ENANTA PHARMACEUTICALS INC COM 29251M106 2,017 17,400 SH   DFND 6,2,1 10,600 0 6,800
ENDOLOGIX INC COM 29266S106 5,433 959,836 SH   DFND 8,2,1 959,836 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 3,112 312,800 SH   DFND 6,2,1 213,600 0 99,200
ENERSYS COM 29275Y102 1,037 13,900 SH   DFND 6,2,1 200 0 13,700
ENOVA INTL INC COM 29357K103 6,265 171,400 SH   DFND 6,2,1 120,000 0 51,400
ENTERGY CORP NEW COM 29364G103 138 1,707 SH   DFND 7,2,1 1,707 0 0
ENTERGY CORP NEW COM 29364G103 9,929 122,900 SH   DFND 6,2,1 600 0 122,300
ENTERGY CORP NEW COM 29364G103 727 9,000 SH   DFND 8,2,1 9,000 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 2,378 475,690 SH   DFND 6,2,1 352,590 0 123,100
EPAM SYS INC COM 29414B104 2,238 18,000 SH   DFND 7,2,1 18,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 14,181 32,988 SH   DFND 7,2,1 32,988 0 0
EQUINIX INC COM PAR $0.001 29444U700 387 900 SH   DFND 6,2,1 400 0 500
EQUITY COMWLTH COM SH BEN INT 294628102 66 2,100 SH   DFND 7,2,1 2,100 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 268 8,500 SH   DFND 6,2,1 6,000 0 2,500
EQUITY RESIDENTIAL SH BEN INT 29476L107 676 10,613 SH   DFND 7,2,1 10,613 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 618 9,700 SH   DFND 6,2,1 9,700 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 159 2,500 SH   DFND 8,2,1 2,500 0 0
ESSEX PPTY TR INC COM 297178105 464 1,942 SH   DFND 7,2,1 1,942 0 0
ESSEX PPTY TR INC COM 297178105 669 2,800 SH   DFND 6,2,1 2,800 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 878 11,900 SH   DFND 6,2,1 6,000 0 5,900
ETSY INC COM 29786A106 9,920 235,124 SH   DFND 6,2,1 146,924 0 88,200
ETSY INC COM 29786A106 827 19,600 SH   DFND 8,2,1 19,600 0 0
EVERGY INC COM 30034W106 39 700 SH   DFND 7,2,1 700 0 0
EVERGY INC COM 30034W106 1,540 27,426 SH   DFND 6,2,1 8,826 0 18,600
EVERTEC INC COM 30040P103 1,580 72,300 SH   DFND 6,2,1 60,700 0 11,600
EVERSOURCE ENERGY COM 30040W108 150 2,559 SH   DFND 7,2,1 2,559 0 0
EVERSOURCE ENERGY COM 30040W108 54,818 935,300 SH   DFND 6,2,1 464,900 0 470,400
EVERSOURCE ENERGY COM 30040W108 5,334 91,000 SH   DFND 8,2,1 75,000 0 16,000
EXACT SCIENCES CORP COM 30063P105 1,361 22,758 SH   DFND 6,2,1 17,458 0 5,300
EXELON CORP COM 30161N101 2,231 52,382 SH   DFND 7,2,1 52,382 0 0
EXELON CORP COM 30161N101 24,222 568,600 SH   DFND 6,2,1 447,200 0 121,400
EXELON CORP COM 30161N101 4,601 108,000 SH   DFND 8,2,1 91,700 0 16,300
EXPEDIA GROUP INC COM NEW 30212P303 62 517 SH   DFND 7,2,1 517 0 0
EXPEDIA GROUP INC COM NEW 30212P303 288 2,400 SH   DFND 6,2,1 0 0 2,400
EXPEDITORS INTL WASH INC COM 302130109 55 753 SH   DFND 7,2,1 753 0 0
EXPEDITORS INTL WASH INC COM 302130109 6,118 83,700 SH   DFND 6,2,1 19,000 0 64,700
EXPEDITORS INTL WASH INC COM 302130109 95 1,300 SH   DFND 8,2,1 1,300 0 0
EXPRESS INC COM 30219E103 923 100,900 SH   DFND 6,2,1 78,100 0 22,800
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,083 14,027 SH   DFND 7,2,1 2,349 0 11,678
EXPRESS SCRIPTS HLDG CO COM 30219G108 5,420 70,200 SH   DFND 6,2,1 62,300 0 7,900
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 11,581 535,900 SH   DFND 6,2,1 378,600 0 157,300
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 1,437 66,500 SH   DFND 8,2,1 66,500 0 0
EXTRA SPACE STORAGE INC COM 30225T102 29,374 294,303 SH   DFND 7,2,1 294,303 0 0
EXTREME NETWORKS INC COM 30226D106 3,538 444,500 SH   DFND 6,2,1 286,800 0 157,700
EXTERRAN CORP COM 30227H106 3,248 129,715 SH   DFND 6,2,1 71,700 0 58,015
EZCORP INC CL A NON VTG 302301106 366 30,400 SH   DFND 6,2,1 14,800 0 15,600
EXXON MOBIL CORP COM 30231G102 5,536 66,922 SH   DFND 2,1 66,922 0 0
EXXON MOBIL CORP COM 30231G102 18,170 219,634 SH   DFND 7,2,1 211,121 0 8,513
EXXON MOBIL CORP COM 30231G102 100,459 1,214,300 SH   DFND 6,2,1 655,500 0 558,800
EXXON MOBIL CORP COM 30231G102 18,060 218,300 SH   DFND 8,2,1 216,900 0 1,400
FLIR SYS INC COM 302445101 4,753 91,448 SH   DFND 7,2,1 91,448 0 0
F M C CORP COM NEW 302491303 962 10,780 SH   DFND 7,2,1 10,780 0 0
F M C CORP COM NEW 302491303 88 988 SH   DFND 6,2,1 388 0 600
F M C CORP COM NEW 302491303 62 700 SH   DFND 8,2,1 700 0 0
FNB CORP PA COM 302520101 12,915 962,400 SH   DFND 6,2,1 669,600 0 292,800
FTI CONSULTING INC COM 302941109 5,401 89,300 SH   DFND 6,2,1 69,600 0 19,700
FTI CONSULTING INC COM 302941109 145 2,400 SH   DFND 8,2,1 0 0 2,400
FACEBOOK INC CL A 30303M102 248 1,278 SH   DFND 2,1 1,278 0 0
FACEBOOK INC CL A 30303M102 31,211 160,617 SH   DFND 7,2,1 112,374 0 48,243
FACEBOOK INC CL A 30303M102 139,183 716,259 SH   DFND 6,2,1 523,159 0 193,100
FACEBOOK INC CL A 30303M102 178,860 920,440 SH   DFND 8,2,1 920,440 0 0
FASTENAL CO COM 311900104 58 1,213 SH   DFND 7,2,1 1,213 0 0
FASTENAL CO COM 311900104 5,939 123,400 SH   DFND 6,2,1 13,300 0 110,100
FASTENAL CO COM 311900104 2,459 51,091 SH   DFND 8,2,1 51,091 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 256 2,025 SH   DFND 7,2,1 2,025 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 114 900 SH   DFND 6,2,1 900 0 0
FEDERATED INVS INC PA CL B 314211103 6,660 285,600 SH   DFND 6,2,1 170,800 0 114,800
FEDEX CORP COM 31428X106 1,519 6,692 SH   DFND 7,2,1 2,776 0 3,916
FEDEX CORP COM 31428X106 9,491 41,800 SH   DFND 6,2,1 28,200 0 13,600
FEDEX CORP COM 31428X106 7,234 31,861 SH   DFND 8,2,1 31,861 0 0
F5 NETWORKS INC COM 315616102 47 275 SH   DFND 7,2,1 275 0 0
F5 NETWORKS INC COM 315616102 845 4,900 SH   DFND 6,2,1 1,100 0 3,800
FIDELITY NATL INFORMATION SV COM 31620M106 149 1,401 SH   DFND 7,2,1 1,401 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,730 101,200 SH   DFND 6,2,1 12,000 0 89,200
FIDELITY NATL INFORMATION SV COM 31620M106 382 3,600 SH   DFND 8,2,1 3,600 0 0
FIFTH THIRD BANCORP COM 316773100 85 2,960 SH   DFND 7,2,1 2,960 0 0
FIFTH THIRD BANCORP COM 316773100 2,896 100,900 SH   DFND 6,2,1 0 0 100,900
FINANCIAL INSTNS INC COM 317585404 276 8,400 SH   DFND 6,2,1 8,400 0 0
FIRST AMERN FINL CORP COM 31847R102 1,955 37,800 SH   DFND 6,2,1 18,300 0 19,500
FIRST BANCORP N C COM 318910106 528 12,900 SH   DFND 6,2,1 12,900 0 0
FIRST HORIZON NATL CORP COM 320517105 3,229 181,000 SH   DFND 6,2,1 131,300 0 49,700
FIRST REP BK SAN FRANCISCO C COM 33616C100 69 709 SH   DFND 7,2,1 709 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,016 10,500 SH   DFND 6,2,1 0 0 10,500
FISERV INC COM 337738108 131 1,768 SH   DFND 7,2,1 1,768 0 0
FISERV INC COM 337738108 21,960 296,400 SH   DFND 6,2,1 36,400 0 260,000
FISERV INC COM 337738108 563 7,600 SH   DFND 8,2,1 7,600 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 5,924 172,900 SH   DFND 6,2,1 111,600 0 61,300
FIRSTENERGY CORP COM 337932107 48 1,349 SH   DFND 7,2,1 1,349 0 0
FIRSTENERGY CORP COM 337932107 575 16,000 SH   DFND 6,2,1 16,000 0 0
FITBIT INC CL A 33812L102 376 57,600 SH   DFND 6,2,1 42,900 0 14,700
FIVE9 INC COM 338307101 543 15,693 SH   DFND 6,2,1 8,793 0 6,900
FIVE9 INC COM 338307101 13,525 391,243 SH   DFND 8,2,1 391,243 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 84 401 SH   DFND 7,2,1 401 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,150 19,700 SH   DFND 8,2,1 19,700 0 0
FONAR CORP COM NEW 344437405 615 23,180 SH   DFND 6,2,1 17,710 0 5,470
FOOT LOCKER INC COM 344849104 15,221 289,100 SH   DFND 6,2,1 236,600 0 52,500
FORD MTR CO DEL COM PAR $0.01 345370860 477 43,069 SH   DFND 7,2,1 19,475 0 23,594
FORD MTR CO DEL COM PAR $0.01 345370860 59,149 5,343,200 SH   DFND 6,2,1 4,248,200 0 1,095,000
FORD MTR CO DEL COM PAR $0.01 345370860 9,828 887,800 SH   DFND 8,2,1 785,400 0 102,400
FORTIS INC COM 349553107 6,604 207,141 SH   DFND 7,2,1 116,259 0 90,882
FORTIS INC COM 349553107 4,011 125,800 SH   DFND 6,2,1 0 0 125,800
FORTIVE CORP COM 34959J108 102 1,325 SH   DFND 7,2,1 1,325 0 0
FORTIVE CORP COM 34959J108 18,279 237,050 SH   DFND 6,2,1 30,900 0 206,150
FORTIVE CORP COM 34959J108 571 7,400 SH   DFND 8,2,1 7,400 0 0
FOX FACTORY HLDG CORP COM 35138V102 5,434 116,730 SH   DFND 7,2,1 116,730 0 0
FRANCO NEVADA CORP COM 351858105 2,843 38,940 SH   DFND 7,2,1 38,940 0 0
FRANCO NEVADA CORP COM 351858105 3,644 49,900 SH   DFND 6,2,1 0 0 49,900
FRANKLIN RES INC COM 354613101 46 1,436 SH   DFND 7,2,1 1,436 0 0
FRANKLIN RES INC COM 354613101 20,156 628,900 SH   DFND 6,2,1 446,200 0 182,700
FRANKLIN RES INC COM 354613101 234 7,300 SH   DFND 8,2,1 7,300 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 4,068 475,255 SH   DFND 6,2,1 357,600 0 117,655
FUTUREFUEL CORPORATION COM 36116M106 284 20,300 SH   DFND 6,2,1 8,300 0 12,000
GEO GROUP INC NEW COM 36162J106 7,417 269,300 SH   DFND 6,2,1 177,800 0 91,500
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 295 10,200 SH   DFND 6,2,1 3,700 0 6,500
GGP INC COM 36174X101 5,584 273,326 SH   DFND 7,2,1 273,326 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 8,276 59,306 SH   DFND 8,2,1 59,306 0 0
G-III APPAREL GROUP LTD COM 36237H101 5,040 113,513 SH   DFND 6,2,1 77,913 0 35,600
GSI TECHNOLOGY COM 36241U106 138 18,400 SH   DFND 6,2,1 14,900 0 3,500
GAIN CAP HLDGS INC COM 36268W100 1,770 234,400 SH   DFND 6,2,1 134,000 0 100,400
GALLAGHER ARTHUR J & CO COM 363576109 65 1,000 SH   DFND 7,2,1 1,000 0 0
GALLAGHER ARTHUR J & CO COM 363576109 385 5,900 SH   DFND 6,2,1 0 0 5,900
GAMESTOP CORP NEW CL A 36467W109 420 28,800 SH   DFND 6,2,1 12,200 0 16,600
GAMESTOP CORP NEW CL A 36467W109 631 43,300 SH   DFND 8,2,1 32,800 0 10,500
GANNETT CO INC COM 36473H104 5,676 530,500 SH   DFND 6,2,1 365,200 0 165,300
GAP INC DEL COM 364760108 31 962 SH   DFND 7,2,1 962 0 0
GAP INC DEL COM 364760108 24,124 744,800 SH   DFND 6,2,1 526,700 0 218,100
GAP INC DEL COM 364760108 2,002 61,800 SH   DFND 8,2,1 60,000 0 1,800
GENERAL DYNAMICS CORP COM 369550108 132 709 SH   DFND 7,2,1 709 0 0
GENERAL DYNAMICS CORP COM 369550108 1,081 5,800 SH   DFND 6,2,1 900 0 4,900
GENERAL ELECTRIC CO COM 369604103 8,349 613,444 SH   DFND 7,2,1 271,355 0 342,089
GENERAL ELECTRIC CO COM 369604103 16,777 1,232,700 SH   DFND 6,2,1 966,600 0 266,100
GENERAL MLS INC COM 370334104 107 2,408 SH   DFND 7,2,1 2,408 0 0
GENERAL MLS INC COM 370334104 34,054 769,400 SH   DFND 6,2,1 424,700 0 344,700
GENERAL MLS INC COM 370334104 1,722 38,900 SH   DFND 8,2,1 8,600 0 30,300
GENERAL MTRS CO COM 37045V100 789 20,031 SH   DFND 7,2,1 11,569 0 8,462
GENERAL MTRS CO COM 37045V100 74,860 1,900,000 SH   DFND 6,2,1 1,309,800 0 590,200
GENERAL MTRS CO COM 37045V100 10,630 269,800 SH   DFND 8,2,1 238,600 0 31,200
GENESCO INC COM 371532102 734 18,500 SH   DFND 6,2,1 12,800 0 5,700
GENUINE PARTS CO COM 372460105 56 615 SH   DFND 7,2,1 615 0 0
GENUINE PARTS CO COM 372460105 6,021 65,600 SH   DFND 6,2,1 0 0 65,600
GILEAD SCIENCES INC COM 375558103 1,636 23,099 SH   DFND 7,2,1 5,407 0 17,692
GILEAD SCIENCES INC COM 375558103 19,821 279,800 SH   DFND 6,2,1 140,600 0 139,200
GILEAD SCIENCES INC COM 375558103 34,265 483,701 SH   DFND 8,2,1 483,701 0 0
GILDAN ACTIVEWEAR INC COM 375916103 8 300 SH   DFND 7,2,1 300 0 0
GILDAN ACTIVEWEAR INC COM 375916103 2,365 84,000 SH   DFND 6,2,1 6,500 0 77,500
GILDAN ACTIVEWEAR INC COM 375916103 110 3,900 SH   DFND 8,2,1 3,900 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 231 5,100 SH   DFND 6,2,1 5,100 0 0
GLOBAL PMTS INC COM 37940X102 14,841 133,112 SH   DFND 2,1 133,112 0 0
GLOBAL PMTS INC COM 37940X102 6,088 54,609 SH   DFND 7,2,1 54,609 0 0
GLOBAL PMTS INC COM 37940X102 8,150 73,100 SH   DFND 8,2,1 73,100 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,009 32,200 SH   DFND 6,2,1 28,000 0 4,200
GLOBUS MED INC CL A 379577208 979 19,400 SH   DFND 2,1 19,400 0 0
GLOBUS MED INC CL A 379577208 49,854 987,992 SH   DFND 8,2,1 987,992 0 0
GLU MOBILE INC COM 379890106 749 116,800 SH   DFND 6,2,1 76,700 0 40,100
GLYCOMIMETICS INC COM 38000Q102 9,887 612,939 SH   DFND 8,2,1 612,939 0 0
GODADDY INC CL A 380237107 32 450 SH   DFND 7,2,1 450 0 0
GODADDY INC CL A 380237107 2,918 41,331 SH   DFND 8,2,1 41,331 0 0
GOLDCORP INC NEW COM 380956409 2,208 161,082 SH   DFND 7,2,1 161,082 0 0
GOLDEN ENTMT INC COM 381013101 337 12,500 SH   DFND 6,2,1 6,000 0 6,500
GOLDMAN SACHS GROUP INC COM 38141G104 163 740 SH   DFND 2,1 740 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 7,729 35,043 SH   DFND 7,2,1 15,787 0 19,256
GOLDMAN SACHS GROUP INC COM 38141G104 12,462 56,500 SH   DFND 6,2,1 36,900 0 19,600
GRAHAM HLDGS CO COM 384637104 12,116 20,672 SH   DFND 6,2,1 14,100 0 6,572
GRAHAM HLDGS CO COM 384637104 879 1,500 SH   DFND 8,2,1 900 0 600
GRAINGER W W INC COM 384802104 361 1,171 SH   DFND 7,2,1 207 0 964
GRAN TIERRA ENERGY INC COM 38500T101 4,962 1,438,246 SH   DFND 6,2,1 990,146 0 448,100
GREENBRIER COS INC COM 393657101 2,142 40,600 SH   DFND 6,2,1 30,900 0 9,700
GREIF INC CL A 397624107 10,398 196,600 SH   DFND 6,2,1 132,200 0 64,400
GREIF INC CL A 397624107 243 4,600 SH   DFND 8,2,1 0 0 4,600
GRIFFON CORP COM 398433102 684 38,400 SH   DFND 6,2,1 26,800 0 11,600
GROUPE CGI INC CL A SUB VTG 39945C109 831 13,117 SH   DFND 7,2,1 498 0 12,619
GROUPE CGI INC CL A SUB VTG 39945C109 19,281 304,500 SH   DFND 6,2,1 175,600 0 128,900
GROUPE CGI INC CL A SUB VTG 39945C109 5,215 82,355 SH   DFND 8,2,1 66,955 0 15,400
GROUPON INC COM 399473107 7,053 1,640,300 SH   DFND 6,2,1 1,220,200 0 420,100
GROUPON INC COM 399473107 2,673 621,605 SH   DFND 8,2,1 621,605 0 0
GRUBHUB INC COM 400110102 5,246 50,000 SH   DFND 6,2,1 35,700 0 14,300
GRUBHUB INC COM 400110102 4,307 41,050 SH   DFND 8,2,1 41,050 0 0
GUESS INC COM 401617105 454 21,224 SH   DFND 6,2,1 13,424 0 7,800
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 12,964 12,770,000 PRN   DFND 7,2,1 11,670,000 0 1,100,000
HCA HEALTHCARE INC COM 40412C101 122 1,191 SH   DFND 7,2,1 1,191 0 0
HCA HEALTHCARE INC COM 40412C101 13,328 129,900 SH   DFND 6,2,1 12,600 0 117,300
HCA HEALTHCARE INC COM 40412C101 246 2,400 SH   DFND 8,2,1 2,300 0 100
HCP INC COM 40414L109 901 34,877 SH   DFND 7,2,1 34,877 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 12,720 121,119 SH   DFND 2,1 121,119 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 10,983 104,583 SH   DFND 7,2,1 104,583 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,725 111,645 SH   DFND 8,2,1 0 0 111,645
HD SUPPLY HLDGS INC COM 40416M105 35 816 SH   DFND 7,2,1 816 0 0
HD SUPPLY HLDGS INC COM 40416M105 17,658 411,700 SH   DFND 6,2,1 274,200 0 137,500
HD SUPPLY HLDGS INC COM 40416M105 2,166 50,500 SH   DFND 8,2,1 36,900 0 13,600
HP INC COM 40434L105 400 17,627 SH   DFND 7,2,1 13,332 0 4,295
HP INC COM 40434L105 9,214 406,100 SH   DFND 6,2,1 215,300 0 190,800
HP INC COM 40434L105 100 4,400 SH   DFND 8,2,1 4,400 0 0
HALCON RES CORP COM PAR NEW 40537Q605 228 51,900 SH   DFND 6,2,1 17,500 0 34,400
HALLIBURTON CO COM 406216101 2,170 48,164 SH   DFND 7,2,1 21,672 0 26,492
HALLIBURTON CO COM 406216101 6,588 146,200 SH   DFND 6,2,1 101,100 0 45,100
HALLIBURTON CO COM 406216101 2,478 55,000 SH   DFND 8,2,1 55,000 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 6,598 391,109 SH   DFND 8,2,1 391,109 0 0
HANESBRANDS INC COM 410345102 33 1,518 SH   DFND 7,2,1 1,518 0 0
HANESBRANDS INC COM 410345102 17,979 816,500 SH   DFND 6,2,1 615,800 0 200,700
HANNON ARMSTRONG SUST INFR C COM 41068X100 265 13,400 SH   DFND 7,2,1 0 0 13,400
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,352 68,461 SH   DFND 8,2,1 68,461 0 0
HARMONIC INC COM 413160102 1,180 277,566 SH   DFND 6,2,1 170,846 0 106,720
HARRIS CORP DEL COM 413875105 71 493 SH   DFND 7,2,1 493 0 0
HARRIS CORP DEL COM 413875105 2,052 14,200 SH   DFND 6,2,1 400 0 13,800
HASBRO INC COM 418056107 46 493 SH   DFND 7,2,1 493 0 0
HASBRO INC COM 418056107 609 6,600 SH   DFND 6,2,1 0 0 6,600
HASBRO INC COM 418056107 368 3,983 SH   DFND 8,2,1 3,983 0 0
HAVERTY FURNITURE INC COM 419596101 589 27,250 SH   DFND 6,2,1 15,200 0 12,050
HAWAIIAN TELCOM HOLDCO INC COM 420031106 429 14,826 SH   DFND 6,2,1 9,391 0 5,435
HEALTH INS INNOVATIONS INC COM CL A 42225K106 641 19,800 SH   DFND 6,2,1 6,800 0 13,000
HEALTHEQUITY INC COM 42226A107 4,113 54,768 SH   DFND 7,2,1 54,768 0 0
HEALTHEQUITY INC COM 42226A107 4,267 56,811 SH   DFND 6,2,1 33,210 0 23,601
HECLA MNG CO COM 422704106 787 226,100 SH   DFND 6,2,1 92,800 0 133,300
HERON THERAPEUTICS INC COM 427746102 963 24,800 SH   DFND 6,2,1 17,100 0 7,700
HERSHEY CO COM 427866108 56 603 SH   DFND 7,2,1 603 0 0
HERSHEY CO COM 427866108 6,384 68,600 SH   DFND 6,2,1 1,900 0 66,700
HERSHEY CO COM 427866108 251 2,700 SH   DFND 8,2,1 2,700 0 0
HESS CORP COM 42809H107 425 6,347 SH   DFND 7,2,1 6,347 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 636 43,522 SH   DFND 7,2,1 6,626 0 36,896
HEWLETT PACKARD ENTERPRISE C COM 42824C109 3,558 243,500 SH   DFND 6,2,1 75,000 0 168,500
HEWLETT PACKARD ENTERPRISE C COM 42824C109 196 13,400 SH   DFND 8,2,1 13,400 0 0
HEXCEL CORP NEW COM 428291108 51,180 771,021 SH   DFND 8,2,1 771,021 0 0
HILL INTERNATIONAL INC COM 431466101 60 10,100 SH   DFND 6,2,1 10,100 0 0
HILL ROM HLDGS INC COM 431475102 2,000 22,900 SH   DFND 6,2,1 13,800 0 9,100
HILTON WORLDWIDE HLDGS INC COM 43300A203 89 1,122 SH   DFND 7,2,1 1,122 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,916 24,200 SH   DFND 6,2,1 3,400 0 20,800
HILTON WORLDWIDE HLDGS INC COM 43300A203 95 1,200 SH   DFND 8,2,1 1,200 0 0
HOLLYFRONTIER CORP COM 436106108 258 3,769 SH   DFND 7,2,1 3,769 0 0
HOLOGIC INC COM 436440101 1,467 36,918 SH   DFND 2,1 36,918 0 0
HOLOGIC INC COM 436440101 619 15,575 SH   DFND 7,2,1 1,175 0 14,400
HOLOGIC INC COM 436440101 86,211 2,168,840 SH   DFND 8,2,1 2,168,840 0 0
HOME DEPOT INC COM 437076102 15,461 79,249 SH   DFND 7,2,1 38,299 0 40,950
HOME DEPOT INC COM 437076102 79,113 405,500 SH   DFND 6,2,1 161,100 0 244,400
HOME DEPOT INC COM 437076102 2,815 14,430 SH   DFND 8,2,1 9,530 0 4,900
HONEYWELL INTL INC COM 438516106 2,025 14,061 SH   DFND 2,1 14,061 0 0
HONEYWELL INTL INC COM 438516106 13,699 95,097 SH   DFND 7,2,1 94,727 0 370
HONEYWELL INTL INC COM 438516106 53,587 372,000 SH   DFND 6,2,1 85,000 0 287,000
HONEYWELL INTL INC COM 438516106 86,641 601,467 SH   DFND 8,2,1 601,467 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 202 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 78 2,732 SH   DFND 7,2,1 2,732 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 8,926 312,002 SH   DFND 6,2,1 220,500 0 91,502
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 781 27,296 SH   DFND 8,2,1 27,296 0 0
HOST HOTELS & RESORTS INC COM 44107P104 14,329 680,077 SH   DFND 7,2,1 680,077 0 0
HOST HOTELS & RESORTS INC COM 44107P104 982 46,600 SH   DFND 6,2,1 0 0 46,600
HUB GROUP INC CL A 443320106 1,713 34,400 SH   DFND 6,2,1 26,300 0 8,100
HUBSPOT INC COM 443573100 740 5,900 SH   DFND 6,2,1 5,900 0 0
HUBSPOT INC COM 443573100 11,795 94,057 SH   DFND 8,2,1 94,057 0 0
HUDBAY MINERALS INC COM 443628102 2,038 363,900 SH   DFND 6,2,1 258,000 0 105,900
HUMANA INC COM 444859102 175 589 SH   DFND 7,2,1 589 0 0
HUMANA INC COM 444859102 21,578 72,500 SH   DFND 6,2,1 22,400 0 50,100
HUMANA INC COM 444859102 625 2,100 SH   DFND 8,2,1 1,400 0 700
HUNT J B TRANS SVCS INC COM 445658107 45 373 SH   DFND 7,2,1 373 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,285 18,800 SH   DFND 8,2,1 18,800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 67 4,514 SH   DFND 7,2,1 4,514 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,092 74,000 SH   DFND 6,2,1 0 0 74,000
HUNTINGTON INGALLS INDS INC COM 446413106 40 186 SH   DFND 7,2,1 186 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 87 400 SH   DFND 6,2,1 400 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 173 800 SH   DFND 8,2,1 800 0 0
HUNTSMAN CORP COM 447011107 20,282 694,600 SH   DFND 6,2,1 442,400 0 252,200
HUNTSMAN CORP COM 447011107 1,495 51,200 SH   DFND 8,2,1 48,800 0 2,400
HURCO COMPANIES INC COM 447324104 1,304 29,150 SH   DFND 6,2,1 15,787 0 13,363
HYSTER YALE MATLS HANDLING I CL A 449172105 4,129 64,269 SH   DFND 6,2,1 41,439 0 22,830
IAC INTERACTIVECORP COM 44919P508 35 230 SH   DFND 7,2,1 230 0 0
IAC INTERACTIVECORP COM 44919P508 3,578 23,466 SH   DFND 8,2,1 23,466 0 0
ICF INTL INC COM 44925C103 6,125 86,200 SH   DFND 6,2,1 57,100 0 29,100
IPG PHOTONICS CORP COM 44980X109 2,231 10,111 SH   DFND 2,1 10,111 0 0
IPG PHOTONICS CORP COM 44980X109 374 1,697 SH   DFND 7,2,1 1,697 0 0
IPG PHOTONICS CORP COM 44980X109 4,821 21,850 SH   DFND 6,2,1 300 0 21,550
IPG PHOTONICS CORP COM 44980X109 110,189 499,427 SH   DFND 8,2,1 499,427 0 0
ITT INC COM 45073V108 333 6,374 SH   DFND 8,2,1 6,374 0 0
IAMGOLD CORP COM 450913108 415 71,400 SH   DFND 6,2,1 0 0 71,400
ICICI BK LTD ADR 45104G104 5,316 662,036 SH   DFND 8,2,1 0 0 662,036
IDEX CORP COM 45167R104 46 338 SH   DFND 7,2,1 338 0 0
IDEX CORP COM 45167R104 1,924 14,100 SH   DFND 6,2,1 5,600 0 8,500
IDEX CORP COM 45167R104 177 1,300 SH   DFND 8,2,1 1,300 0 0
IDEXX LABS INC COM 45168D104 81 371 SH   DFND 7,2,1 371 0 0
IDEXX LABS INC COM 45168D104 7,061 32,400 SH   DFND 6,2,1 3,100 0 29,300
IDEXX LABS INC COM 45168D104 109 500 SH   DFND 8,2,1 500 0 0
ILLINOIS TOOL WKS INC COM 452308109 251 1,814 SH   DFND 7,2,1 1,814 0 0
ILLINOIS TOOL WKS INC COM 452308109 28,650 206,800 SH   DFND 6,2,1 47,700 0 159,100
ILLINOIS TOOL WKS INC COM 452308109 540 3,900 SH   DFND 8,2,1 3,900 0 0
ILLUMINA INC COM 452327109 1,830 6,552 SH   DFND 2,1 6,552 0 0
ILLUMINA INC COM 452327109 172 616 SH   DFND 7,2,1 616 0 0
ILLUMINA INC COM 452327109 4,804 17,200 SH   DFND 6,2,1 15,500 0 1,700
ILLUMINA INC COM 452327109 92,024 329,493 SH   DFND 8,2,1 329,493 0 0
ILLUMINA INC NOTE 6/1 452327AF6 26,319 22,352,000 PRN   DFND 7,2,1 17,852,000 0 4,500,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 9,216 7,000,000 PRN   DFND 7,2,1 0 0 7,000,000
IMMERSION CORP COM 452521107 255 16,500 SH   DFND 6,2,1 8,000 0 8,500
IMMUNOGEN INC COM 45253H101 195 20,007 SH   DFND 6,2,1 20,007 0 0
INCYTE CORP COM 45337C102 51 754 SH   DFND 7,2,1 754 0 0
INCYTE CORP COM 45337C102 12,974 193,643 SH   DFND 8,2,1 193,643 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 408 12,256 SH   DFND 6,2,1 9,300 0 2,956
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 2,142 69,750 SH   DFND 5,4,2,1 69,750 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 770 187,798 SH   DFND 6,2,1 111,798 0 76,000
INFOSYS LTD SPONSORED ADR 456788108 2,550 131,218 SH   DFND 7,2,1 47,416 0 83,802
INFRAREIT INC COM 45685L100 3,703 167,013 SH   DFND 6,2,1 155,513 0 11,500
INGREDION INC COM 457187102 35 318 SH   DFND 7,2,1 318 0 0
INGREDION INC COM 457187102 5,762 52,050 SH   DFND 6,2,1 33,450 0 18,600
INGREDION INC COM 457187102 1,362 12,300 SH   DFND 8,2,1 6,900 0 5,400
INSIGHT ENTERPRISES INC COM 45765U103 281 5,750 SH   DFND 6,2,1 0 0 5,750
INNOPHOS HOLDINGS INC COM 45774N108 1,999 42,000 SH   DFND 6,2,1 14,900 0 27,100
INSULET CORP COM 45784P101 2,711 31,635 SH   DFND 6,2,1 17,400 0 14,235
INSULET CORP COM 45784P101 6,572 76,682 SH   DFND 8,2,1 76,682 0 0
INTEL CORP COM 458140100 214 4,309 SH   DFND 2,1 4,309 0 0
INTEL CORP COM 458140100 11,153 224,359 SH   DFND 7,2,1 160,400 0 63,959
INTEL CORP COM 458140100 107,674 2,166,048 SH   DFND 6,2,1 1,074,848 0 1,091,200
INTEL CORP COM 458140100 7,799 156,900 SH   DFND 8,2,1 134,500 0 22,400
INTEL CORP SDCV 3.250% 8/0 458140AF7 23,959 10,010,000 PRN   DFND 7,2,1 9,400,000 0 610,000
INTEGER HLDGS CORP COM 45826H109 8,611 133,200 SH   DFND 6,2,1 90,900 0 42,300
INTERCONTINENTAL EXCHANGE IN COM 45866F104 178 2,414 SH   DFND 7,2,1 2,414 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 17,328 235,600 SH   DFND 6,2,1 74,300 0 161,300
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,685 36,500 SH   DFND 8,2,1 36,500 0 0
INTERDIGITAL INC COM 45867G101 316 3,900 SH   DFND 6,2,1 3,900 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 1,101 7,878 SH   DFND 7,2,1 7,406 0 472
INTERNATIONAL BUSINESS MACHS COM 459200101 104,468 747,800 SH   DFND 6,2,1 514,200 0 233,600
INTERNATIONAL BUSINESS MACHS COM 459200101 12,168 87,100 SH   DFND 8,2,1 74,500 0 12,600
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 40 323 SH   DFND 7,2,1 323 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 2,913 23,500 SH   DFND 6,2,1 0 0 23,500
INTL PAPER CO COM 460146103 347 6,672 SH   DFND 7,2,1 6,203 0 469
INTL PAPER CO COM 460146103 1,771 34,000 SH   DFND 6,2,1 0 0 34,000
INTERPUBLIC GROUP COS INC COM 460690100 37 1,586 SH   DFND 7,2,1 1,586 0 0
INTERPUBLIC GROUP COS INC COM 460690100 391 16,700 SH   DFND 6,2,1 0 0 16,700
INTERPUBLIC GROUP COS INC COM 460690100 274 11,709 SH   DFND 8,2,1 11,709 0 0
INTERSECT ENT INC COM 46071F103 681 18,176 SH   DFND 6,2,1 13,176 0 5,000
INTUIT COM 461202103 5,976 29,252 SH   DFND 2,1 29,252 0 0
INTUIT COM 461202103 206 1,006 SH   DFND 7,2,1 1,006 0 0
INTUIT COM 461202103 31,255 152,980 SH   DFND 6,2,1 41,800 0 111,180
INTUIT COM 461202103 4,202 20,566 SH   DFND 8,2,1 20,566 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,069 6,415 SH   DFND 2,1 6,415 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 225 471 SH   DFND 7,2,1 471 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 15,168 31,700 SH   DFND 6,2,1 15,200 0 16,500
INTUITIVE SURGICAL INC COM NEW 46120E602 128,497 268,553 SH   DFND 8,2,1 268,553 0 0
INVESCO EXCHANGE TRADED FD T S&P500 BUY WRT 46137V399 1,028 47,520 SH   DFND 5,4,2,1 47,520 0 0
INVESCO EXCHANGE TRADED FD T DYNMC OIL GAS 46137V670 137 14,040 SH   DFND 5,4,2,1 14,040 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 1,631 92,260 SH   DFND 5,4,2,1 92,260 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP ENGY 46138E164 247 14,570 SH   DFND 5,4,2,1 14,570 0 0
INVESCO EXCHNG TRADED FD TR S&P MIDCP LOW 46138E198 2,664 56,670 SH   DFND 5,4,2,1 56,670 0 0
INVESCO EXCHNG TRADED FD TR S&P INTL LOW 46138E230 3,344 103,800 SH   DFND 5,4,2,1 103,800 0 0
INVESCO EXCHNG TRADED FD TR S&P EMRNG MKTS 46138E297 1,156 47,830 SH   DFND 5,4,2,1 47,830 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 3,963 83,580 SH   DFND 5,4,2,1 83,580 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP LOW 46138G102 1,264 26,160 SH   DFND 5,4,2,1 26,160 0 0
INVESCO DB G10 CURRENCY HRVS UNIT 46139B102 3,348 137,550 SH   DFND 5,4,2,1 137,550 0 0
INVESCO DB MLTI SECTR CMMTY SILVER FD 46140H205 3,418 140,380 SH   DFND 5,4,2,1 140,380 0 0
INVESCO DB MLTI SECTR CMMTY GOLD FD 46140H601 7,498 189,785 SH   DFND 5,4,2,1 189,785 0 0
INVESCO DB MLTI SECTR CMMTY BASE METALS FD 46140H700 540 30,700 SH   DFND 5,4,2,1 30,700 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 351 16,800 SH   DFND 6,2,1 6,900 0 9,900
INVESTORS REAL ESTATE TR SH BEN INT 461730103 603 109,040 SH   DFND 6,2,1 47,000 0 62,040
INVITATION HOMES INC COM 46187W107 17,215 746,550 SH   DFND 7,2,1 746,550 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 522 21,500 SH   DFND 6,2,1 17,600 0 3,900
IONIS PHARMACEUTICALS INC COM 462222100 18,100 434,355 SH   DFND 8,2,1 434,355 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 223 17,400 SH   DFND 6,2,1 17,400 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 1,098 85,795 SH   DFND 8,2,1 85,795 0 0
IQVIA HLDGS INC COM 46266C105 804 8,050 SH   DFND 7,2,1 644 0 7,406
IRON MTN INC NEW COM 46284V101 37 1,064 SH   DFND 7,2,1 1,064 0 0
IRON MTN INC NEW COM 46284V101 616 17,600 SH   DFND 6,2,1 7,400 0 10,200
ISHARES GOLD TRUST ISHARES 464285105 11,781 980,100 SH   DFND 5,4,2,1 980,100 0 0
ISHARES INC MSCI AUST ETF 464286103 2,983 131,915 SH   DFND 5,4,2,1 131,915 0 0
ISHARES INC MSCI AUSTRIA ETF 464286202 1,892 83,537 SH   DFND 5,4,2,1 83,537 0 0
ISHARES INC MSCI BELGIUM ETF 464286301 1,517 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 359 12,600 SH   DFND 5,4,2,1 12,600 0 0
ISHARES INC MIN VOL GBL ETF 464286525 3,618 43,570 SH   DFND 5,4,2,1 43,570 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,137 19,650 SH   DFND 5,4,2,1 19,650 0 0
ISHARES INC MSCI THAILND ETF 464286624 318 3,868 SH   DFND 5,4,2,1 3,868 0 0
ISHARES INC MSCI ISRAEL ETF 464286632 1,635 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,795 91,567 SH   DFND 5,4,2,1 91,567 0 0
ISHARES INC MSCI TURKEY ETF 464286715 368 12,184 SH   DFND 5,4,2,1 12,184 0 0
ISHARES INC MSCI SPAIN ETF 464286764 3,479 114,621 SH   DFND 5,4,2,1 114,621 0 0
ISHARES INC MSCI GERMANY ETF 464286806 8,760 292,210 SH   DFND 5,4,2,1 292,210 0 0
ISHARES INC MSCI NETHERL ETF 464286814 305 9,993 SH   DFND 5,4,2,1 9,993 0 0
ISHARES INC MSCI MEXICO ETF 464286822 554 11,748 SH   DFND 5,4,2,1 11,748 0 0
ISHARES INC MSCI HONG KG ETF 464286871 258 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 6,746 56,402 SH   DFND 5,4,2,1 56,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 98,978 566,623 SH   DFND 5,4,2,1 566,623 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 37,188 241,654 SH   DFND 5,4,2,1 241,654 0 0
ISHARES TR CORE S&P TTL STK 464287150 9,662 154,550 SH   DFND 5,4,2,1 154,550 0 0
ISHARES TR TIPS BD ETF 464287176 2,326 20,610 SH   DFND 5,4,2,1 20,610 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 6,945 161,615 SH   DFND 5,4,2,1 161,615 0 0
ISHARES TR CORE S&P500 ETF 464287200 682 2,497 SH   DFND 2,1 0 0 2,497
ISHARES TR CORE S&P500 ETF 464287200 75,312 275,817 SH   DFND 5,4,2,1 275,817 0 0
ISHARES TR CORE US AGGBD ET 464287226 6,184 58,160 SH   DFND 5,4,2,1 58,160 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 110,209 677,748 SH   DFND 5,4,2,1 677,748 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 425 11,370 SH   DFND 5,4,2,1 11,370 0 0
ISHARES TR NORTH AMERN NAT 464287374 280 7,590 SH   DFND 5,4,2,1 7,590 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,608 54,347 SH   DFND 5,4,2,1 54,347 0 0
ISHARES TR S&P 500 VAL ETF 464287408 47,592 432,141 SH   DFND 5,4,2,1 432,141 0 0
ISHARES TR MSCI EAFE ETF 464287465 8,536 127,466 SH   DFND 5,4,2,1 127,466 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 65,427 739,375 SH   DFND 5,4,2,1 739,375 0 0
ISHARES TR RUS MD CP GR ETF 464287481 5,215 41,154 SH   DFND 5,4,2,1 41,154 0 0
ISHARES TR RUS MID CAP ETF 464287499 616 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 751 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 74,755 387,550 SH   DFND 5,4,2,1 387,550 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 71,967 592,903 SH   DFND 5,4,2,1 592,903 0 0
ISHARES TR S&P MC 400GR ETF 464287606 5,903 26,260 SH   DFND 5,4,2,1 26,260 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 154,706 1,075,840 SH   DFND 5,4,2,1 1,075,840 0 0
ISHARES TR RUS 1000 ETF 464287622 39,462 259,655 SH   DFND 5,4,2,1 259,655 0 0
ISHARES TR S&P MC 400VL ETF 464287705 50,719 313,021 SH   DFND 5,4,2,1 313,021 0 0
ISHARES TR U.S. ENERGY ETF 464287796 846 20,160 SH   DFND 5,4,2,1 20,160 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 44,929 441,936 SH   DFND 5,4,2,1 441,936 0 0
ISHARES TR INTL TREA BD ETF 464288117 356 7,230 SH   DFND 5,4,2,1 7,230 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 857 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 139 15,890 SH   DFND 5,4,2,1 15,890 0 0
ISHARES TR EAFE SML CP ETF 464288273 5,871 93,580 SH   DFND 5,4,2,1 93,580 0 0
ISHARES TR JPMORGAN USD EMG 464288281 11,967 112,080 SH   DFND 5,4,2,1 112,080 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 4,034 18,430 SH   DFND 5,4,2,1 18,430 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,282 29,840 SH   DFND 5,4,2,1 29,840 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 21,780 136,837 SH   DFND 5,4,2,1 136,837 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,321 87,380 SH   DFND 5,4,2,1 87,380 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,716 125,950 SH   DFND 5,4,2,1 125,950 0 0
ISHARES TR CRE U S REIT ETF 464288521 1,182 24,050 SH   DFND 5,4,2,1 24,050 0 0
ISHARES TR US OIL GS EX ETF 464288851 2,808 37,790 SH   DFND 5,4,2,1 37,790 0 0
ISHARES TR NEW ZEALAND ETF 464289123 1,339 27,700 SH   DFND 5,4,2,1 27,700 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 338 22,300 SH   DFND 5,4,2,1 22,300 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 508 22,100 SH   DFND 5,4,2,1 22,100 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,332 48,300 SH   DFND 5,4,2,1 48,300 0 0
ISHARES TR MSCI IRELAND ETF 46429B507 1,306 27,600 SH   DFND 5,4,2,1 27,600 0 0
ISHARES TR MSCI POLAND ETF 46429B606 24 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POLAND ETF 46429B606 261 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 3,954 77,520 SH   DFND 5,4,2,1 77,520 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 285 4,000 SH   DFND 2,1 0 0 4,000
ISHARES TR MIN VOL EAFE ETF 46429B689 3,349 47,080 SH   DFND 5,4,2,1 47,080 0 0
ISHARES TR MIN VOL USA ETF 46429B697 3,989 75,040 SH   DFND 5,4,2,1 75,040 0 0
ISHARES US ETF TR COMMOD SEL STG 46431W853 710 18,170 SH   DFND 5,4,2,1 18,170 0 0
ISHARES TR CORE MSCI EAFE 46432F842 24,853 392,190 SH   DFND 5,4,2,1 392,190 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,146 40,860 SH   DFND 5,4,2,1 40,860 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,395 58,163 SH   DFND 5,4,2,1 58,163 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 357 11,464 SH   DFND 5,4,2,1 11,464 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 7,254 125,270 SH   DFND 5,4,2,1 125,270 0 0
ISHARES INC MSCI ITALY ETF 46434G830 8,021 277,624 SH   DFND 5,4,2,1 277,624 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 226 12,894 SH   DFND 5,4,2,1 12,894 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,661 160,000 SH   DFND 7,2,1 160,000 0 0
JPMORGAN CHASE & CO COM 46625H100 524 5,024 SH   DFND 2,1 5,024 0 0
JPMORGAN CHASE & CO COM 46625H100 14,438 138,562 SH   DFND 7,2,1 64,111 0 74,451
JPMORGAN CHASE & CO COM 46625H100 124,814 1,197,833 SH   DFND 6,2,1 1,099,533 0 98,300
JPMORGAN CHASE & CO COM 46625H100 13,025 125,000 SH   DFND 8,2,1 125,000 0 0
JABIL INC COM 466313103 8,160 295,000 SH   DFND 6,2,1 210,500 0 84,500
JACK IN THE BOX INC COM 466367109 238 2,800 SH   DFND 6,2,1 1,200 0 1,600
JP MORGAN EXCHANGE TRADED FD DIVERSIFIED ET 46641Q803 2,162 86,300 SH   DFND 5,4,2,1 86,300 0 0
JD COM INC SPON ADR CL A 47215P106 187 4,798 SH   DFND 2,1 4,798 0 0
JD COM INC SPON ADR CL A 47215P106 3,012 77,334 SH   DFND 8,2,1 77,334 0 0
JIANPU TECHNOLOGY INC ADR 47738D101 1,248 188,865 SH   DFND 8,2,1 188,865 0 0
JOHNSON & JOHNSON COM 478160104 460 3,792 SH   DFND 2,1 3,792 0 0
JOHNSON & JOHNSON COM 478160104 13,416 110,562 SH   DFND 7,2,1 98,328 0 12,234
JOHNSON & JOHNSON COM 478160104 170,313 1,403,600 SH   DFND 6,2,1 841,000 0 562,600
JOHNSON & JOHNSON COM 478160104 20,474 168,735 SH   DFND 8,2,1 141,535 0 27,200
JONES LANG LASALLE INC COM 48020Q107 947 5,703 SH   DFND 7,2,1 5,703 0 0
JONES LANG LASALLE INC COM 48020Q107 116 700 SH   DFND 6,2,1 100 0 600
J2 GLOBAL INC COM 48123V102 1,741 20,100 SH   DFND 6,2,1 16,000 0 4,100
JUNIPER NETWORKS INC COM 48203R104 40 1,471 SH   DFND 7,2,1 1,471 0 0
JUNIPER NETWORKS INC COM 48203R104 11,947 435,700 SH   DFND 6,2,1 407,800 0 27,900
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 1,135 24,421 SH   DFND 7,2,1 8,100 0 16,321
KLA-TENCOR CORP COM 482480100 158 1,543 SH   DFND 7,2,1 1,543 0 0
KLA-TENCOR CORP COM 482480100 5,414 52,800 SH   DFND 6,2,1 0 0 52,800
KVH INDS INC COM 482738101 877 65,465 SH   DFND 6,2,1 31,441 0 34,024
K12 INC COM 48273U102 2,179 133,100 SH   DFND 6,2,1 93,400 0 39,700
KANSAS CITY SOUTHERN COM NEW 485170302 47 441 SH   DFND 7,2,1 441 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 26,437 249,500 SH   DFND 6,2,1 170,700 0 78,800
KANSAS CITY SOUTHERN COM NEW 485170302 13,934 131,500 SH   DFND 8,2,1 131,500 0 0
KELLOGG CO COM 487836108 77 1,105 SH   DFND 7,2,1 1,105 0 0
KELLOGG CO COM 487836108 68,661 982,700 SH   DFND 6,2,1 584,900 0 397,800
KELLOGG CO COM 487836108 8,322 119,100 SH   DFND 8,2,1 100,400 0 18,700
KELLY SVCS INC CL A 488152208 4,155 185,100 SH   DFND 6,2,1 131,600 0 53,500
KEMET CORP COM NEW 488360207 4,994 206,800 SH   DFND 6,2,1 152,900 0 53,900
KENNAMETAL INC COM 489170100 10,041 279,700 SH   DFND 6,2,1 181,600 0 98,100
KENNAMETAL INC COM 489170100 474 13,200 SH   DFND 8,2,1 13,200 0 0
KEYCORP NEW COM 493267108 89 4,539 SH   DFND 7,2,1 4,539 0 0
KEYCORP NEW COM 493267108 969 49,600 SH   DFND 6,2,1 0 0 49,600
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,092 18,497 SH   DFND 7,2,1 18,497 0 0
KFORCE INC COM 493732101 4,961 144,631 SH   DFND 6,2,1 105,631 0 39,000
KIMBALL ELECTRONICS INC COM 49428J109 307 16,778 SH   DFND 6,2,1 11,978 0 4,800
KIMBERLY CLARK CORP COM 494368103 153 1,453 SH   DFND 7,2,1 1,453 0 0
KIMBERLY CLARK CORP COM 494368103 49,615 471,000 SH   DFND 6,2,1 239,400 0 231,600
KIMBERLY CLARK CORP COM 494368103 2,412 22,900 SH   DFND 8,2,1 10,700 0 12,200
KIMCO RLTY CORP COM 49446R109 784 46,138 SH   DFND 7,2,1 46,138 0 0
KIMCO RLTY CORP COM 49446R109 15,673 922,500 SH   DFND 6,2,1 771,500 0 151,000
KINDER MORGAN INC DEL COM 49456B101 447 25,284 SH   DFND 7,2,1 15,281 0 10,003
KINDER MORGAN INC DEL COM 49456B101 428 24,200 SH   DFND 6,2,1 9,200 0 15,000
KINROSS GOLD CORP COM NO PAR 496902404 6 1,600 SH   DFND 7,2,1 1,600 0 0
KINROSS GOLD CORP COM NO PAR 496902404 193 51,300 SH   DFND 6,2,1 0 0 51,300
KITE RLTY GROUP TR COM NEW 49803T300 20 1,192 SH   DFND 7,2,1 1,192 0 0
KITE RLTY GROUP TR COM NEW 49803T300 4,501 263,500 SH   DFND 6,2,1 165,600 0 97,900
KITE RLTY GROUP TR COM NEW 49803T300 50 2,900 SH   DFND 8,2,1 0 0 2,900
KNOWLES CORP COM 49926D109 200 13,100 SH   DFND 6,2,1 0 0 13,100
KOPPERS HOLDINGS INC COM 50060P106 729 19,000 SH   DFND 6,2,1 13,100 0 5,900
KRAFT HEINZ CO COM 500754106 561 8,937 SH   DFND 7,2,1 2,520 0 6,417
KRAFT HEINZ CO COM 500754106 5,805 92,400 SH   DFND 6,2,1 60,300 0 32,100
KROGER CO COM 501044101 136 4,792 SH   DFND 7,2,1 3,690 0 1,102
KROGER CO COM 501044101 1,499 52,700 SH   DFND 6,2,1 0 0 52,700
KRONOS WORLDWIDE INC COM 50105F105 7,469 331,500 SH   DFND 6,2,1 221,200 0 110,300
L BRANDS INC COM 501797104 94 2,548 SH   DFND 7,2,1 2,548 0 0
L BRANDS INC COM 501797104 328 8,900 SH   DFND 6,2,1 8,900 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 172 20,845 SH   DFND 7,2,1 2,474 0 18,371
LGI HOMES INC COM 50187T106 1,443 25,000 SH   DFND 6,2,1 16,900 0 8,100
LKQ CORP COM 501889208 41 1,275 SH   DFND 7,2,1 1,275 0 0
LKQ CORP COM 501889208 46,635 1,461,900 SH   DFND 8,2,1 1,461,900 0 0
LCI INDS COM 50189K103 1,356 15,044 SH   DFND 7,2,1 15,044 0 0
LTC PPTYS INC COM 502175102 3,662 85,679 SH   DFND 7,2,1 85,679 0 0
L3 TECHNOLOGIES INC COM 502413107 62 321 SH   DFND 7,2,1 321 0 0
L3 TECHNOLOGIES INC COM 502413107 1,981 10,300 SH   DFND 6,2,1 0 0 10,300
LABORATORY CORP AMER HLDGS COM NEW 50540R409 78 432 SH   DFND 7,2,1 432 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,136 11,900 SH   DFND 6,2,1 800 0 11,100
LABORATORY CORP AMER HLDGS COM NEW 50540R409 180 1,000 SH   DFND 8,2,1 1,000 0 0
LADDER CAP CORP CL A 505743104 191 12,200 SH   DFND 8,2,1 0 0 12,200
LAM RESEARCH CORP COM 512807108 119 688 SH   DFND 7,2,1 688 0 0
LAM RESEARCH CORP COM 512807108 14,035 81,200 SH   DFND 6,2,1 24,600 0 56,600
LAM RESEARCH CORP COM 512807108 6,361 36,800 SH   DFND 8,2,1 36,800 0 0
LAREDO PETROLEUM INC COM 516806106 4,171 433,526 SH   DFND 6,2,1 242,626 0 190,900
LAS VEGAS SANDS CORP COM 517834107 4,743 62,110 SH   DFND 7,2,1 4,603 0 57,507
LAS VEGAS SANDS CORP COM 517834107 2,069 27,100 SH   DFND 6,2,1 12,100 0 15,000
LATTICE SEMICONDUCTOR CORP COM 518415104 1,769 269,600 SH   DFND 6,2,1 241,000 0 28,600
LAUDER ESTEE COS INC CL A 518439104 4,763 33,382 SH   DFND 7,2,1 33,382 0 0
LAUDER ESTEE COS INC CL A 518439104 20,390 142,900 SH   DFND 6,2,1 18,500 0 124,400
LAUDER ESTEE COS INC CL A 518439104 2,128 14,914 SH   DFND 8,2,1 5,814 0 9,100
LEAF GROUP LTD COM 52177G102 1,211 111,578 SH   DFND 6,2,1 50,598 0 60,980
LEAR CORP COM NEW 521865204 56 302 SH   DFND 7,2,1 302 0 0
LEAR CORP COM NEW 521865204 21,405 115,200 SH   DFND 6,2,1 56,200 0 59,000
LEAR CORP COM NEW 521865204 1,412 7,600 SH   DFND 8,2,1 7,600 0 0
LEGG MASON INC COM 524901105 1,712 49,300 SH   DFND 6,2,1 45,800 0 3,500
LEIDOS HLDGS INC COM 525327102 38 636 SH   DFND 7,2,1 636 0 0
LEIDOS HLDGS INC COM 525327102 17,830 302,198 SH   DFND 6,2,1 129,800 0 172,398
LEIDOS HLDGS INC COM 525327102 1,705 28,900 SH   DFND 8,2,1 25,500 0 3,400
LENDINGTREE INC NEW COM 52603B107 2,801 13,100 SH   DFND 6,2,1 7,700 0 5,400
LENDINGTREE INC NEW COM 52603B107 299 1,400 SH   DFND 8,2,1 1,400 0 0
LENNAR CORP CL A 526057104 58 1,113 SH   DFND 7,2,1 1,113 0 0
LENNAR CORP CL A 526057104 326 6,200 SH   DFND 6,2,1 0 0 6,200
LENNOX INTL INC COM 526107107 22 112 SH   DFND 7,2,1 112 0 0
LENNOX INTL INC COM 526107107 380 1,900 SH   DFND 6,2,1 1,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 266 6,001 SH   DFND 7,2,1 6,001 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 16 363 SH   DFND 7,2,1 363 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 8,456 187,700 SH   DFND 6,2,1 20,600 0 167,100
LIFETIME BRANDS INC COM 53222Q103 745 58,905 SH   DFND 6,2,1 31,300 0 27,605
LILLY ELI & CO COM 532457108 511 5,994 SH   DFND 7,2,1 4,084 0 1,910
LILLY ELI & CO COM 532457108 49,432 579,300 SH   DFND 6,2,1 277,300 0 302,000
LILLY ELI & CO COM 532457108 28,449 333,394 SH   DFND 8,2,1 312,894 0 20,500
LIMONEIRA CO COM 532746104 1,956 79,460 SH   DFND 7,2,1 79,460 0 0
LINCOLN NATL CORP IND COM 534187109 57 917 SH   DFND 7,2,1 917 0 0
LINCOLN NATL CORP IND COM 534187109 249 4,000 SH   DFND 6,2,1 4,000 0 0
LINCOLN NATL CORP IND COM 534187109 156 2,500 SH   DFND 8,2,1 2,500 0 0
LOCKHEED MARTIN CORP COM 539830109 215 728 SH   DFND 7,2,1 728 0 0
LOCKHEED MARTIN CORP COM 539830109 768 2,600 SH   DFND 6,2,1 900 0 1,700
LOEWS CORP COM 540424108 58 1,192 SH   DFND 7,2,1 1,192 0 0
LOEWS CORP COM 540424108 36,253 750,900 SH   DFND 6,2,1 684,100 0 66,800
LOEWS CORP COM 540424108 7,150 148,100 SH   DFND 8,2,1 148,100 0 0
LOGMEIN INC COM 54142L109 2,746 26,597 SH   DFND 6,2,1 15,200 0 11,397
LOGMEIN INC COM 54142L109 4,130 40,000 SH   DFND 8,2,1 40,000 0 0
LOWES COS INC COM 548661107 728 7,614 SH   DFND 7,2,1 6,133 0 1,481
LOWES COS INC COM 548661107 60,286 630,800 SH   DFND 6,2,1 362,800 0 268,000
LOWES COS INC COM 548661107 8,566 89,635 SH   DFND 8,2,1 66,335 0 23,300
LOXO ONCOLOGY INC COM 548862101 815 4,700 SH   DFND 6,2,1 2,900 0 1,800
LOXO ONCOLOGY INC COM 548862101 10,738 61,900 SH   DFND 8,2,1 61,900 0 0
LULULEMON ATHLETICA INC COM 550021109 169 1,350 SH   DFND 7,2,1 1,350 0 0
LULULEMON ATHLETICA INC COM 550021109 2,397 19,200 SH   DFND 6,2,1 0 0 19,200
LUMENTUM HLDGS INC COM 55024U109 1,581 27,313 SH   DFND 2,1 27,313 0 0
LUMENTUM HLDGS INC COM 55024U109 93,393 1,612,999 SH   DFND 8,2,1 1,612,999 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 20,402 17,240,000 PRN   DFND 7,2,1 16,000,000 0 1,240,000
M & T BK CORP COM 55261F104 102 602 SH   DFND 7,2,1 602 0 0
M & T BK CORP COM 55261F104 13,238 77,800 SH   DFND 6,2,1 1,800 0 76,000
M & T BK CORP COM 55261F104 306 1,800 SH   DFND 8,2,1 1,800 0 0
MGIC INVT CORP WIS COM 552848103 11,715 1,092,800 SH   DFND 6,2,1 730,900 0 361,900
MGIC INVT CORP WIS COM 552848103 36 3,400 SH   DFND 8,2,1 3,400 0 0
MGM RESORTS INTERNATIONAL COM 552953101 62 2,125 SH   DFND 7,2,1 2,125 0 0
MGM RESORTS INTERNATIONAL COM 552953101 745 25,654 SH   DFND 8,2,1 25,654 0 0
M/I HOMES INC COM 55305B101 217 8,200 SH   DFND 6,2,1 7,700 0 500
MKS INSTRUMENT INC COM 55306N104 15,786 164,957 SH   DFND 6,2,1 122,157 0 42,800
MKS INSTRUMENT INC COM 55306N104 880 9,200 SH   DFND 8,2,1 9,200 0 0
MSCI INC COM 55354G100 288 1,738 SH   DFND 2,1 1,738 0 0
MSCI INC COM 55354G100 13,924 84,171 SH   DFND 7,2,1 84,171 0 0
MSCI INC COM 55354G100 3,706 22,400 SH   DFND 6,2,1 3,300 0 19,100
MSCI INC COM 55354G100 248 1,500 SH   DFND 8,2,1 1,500 0 0
MACERICH CO COM 554382101 11,145 196,106 SH   DFND 7,2,1 196,106 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4 100 SH   DFND 7,2,1 100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 350 8,300 SH   DFND 6,2,1 8,300 0 0
MACROGENICS INC COM 556099109 396 19,200 SH   DFND 6,2,1 9,300 0 9,900
MACYS INC COM 55616P104 96 2,577 SH   DFND 7,2,1 2,577 0 0
MACYS INC COM 55616P104 374 10,000 SH   DFND 6,2,1 10,000 0 0
MADRIGAL PHARMACEUTICALS INC COM 558868105 1,762 6,300 SH   DFND 6,2,1 4,400 0 1,900
MAGELLAN HEALTH INC COM NEW 559079207 8,636 90,000 SH   DFND 6,2,1 63,500 0 26,500
MAGELLAN HEALTH INC COM NEW 559079207 4,865 50,706 SH   DFND 8,2,1 50,706 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 261 31,400 SH   DFND 6,2,1 19,400 0 12,000
MAGNA INTL INC COM 559222401 7,369 126,767 SH   DFND 7,2,1 90,737 0 36,030
MAGNA INTL INC COM 559222401 14,428 248,200 SH   DFND 6,2,1 26,300 0 221,900
MAGNA INTL INC COM 559222401 1,035 17,800 SH   DFND 8,2,1 5,000 0 12,800
MANPOWERGROUP INC COM 56418H100 26 300 SH   DFND 7,2,1 300 0 0
MANPOWERGROUP INC COM 56418H100 22,410 260,400 SH   DFND 6,2,1 151,500 0 108,900
MANPOWERGROUP INC COM 56418H100 2,547 29,600 SH   DFND 8,2,1 26,900 0 2,700
MANULIFE FINL CORP COM 56501R106 2,838 157,917 SH   DFND 7,2,1 157,917 0 0
MANULIFE FINL CORP COM 56501R106 823 45,800 SH   DFND 6,2,1 27,400 0 18,400
MANULIFE FINL CORP COM 56501R106 144 8,000 SH   DFND 8,2,1 8,000 0 0
MARATHON OIL CORP COM 565849106 420 20,140 SH   DFND 7,2,1 20,140 0 0
MARATHON OIL CORP COM 565849106 5,747 275,500 SH   DFND 6,2,1 0 0 275,500
MARATHON PETE CORP COM 56585A102 1,283 18,289 SH   DFND 7,2,1 14,319 0 3,970
MARATHON PETE CORP COM 56585A102 2,708 38,600 SH   DFND 6,2,1 3,600 0 35,000
MARCUS CORP COM 566330106 3,667 112,816 SH   DFND 6,2,1 83,199 0 29,617
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 10,212 90,400 SH   DFND 6,2,1 61,700 0 28,700
MARSH & MCLENNAN COS INC COM 571748102 172 2,104 SH   DFND 7,2,1 2,104 0 0
MARSH & MCLENNAN COS INC COM 571748102 13,861 169,100 SH   DFND 6,2,1 158,000 0 11,100
MARSH & MCLENNAN COS INC COM 571748102 664 8,100 SH   DFND 8,2,1 8,100 0 0
MARRIOTT INTL INC NEW CL A 571903202 245 1,933 SH   DFND 7,2,1 1,933 0 0
MARRIOTT INTL INC NEW CL A 571903202 7,482 59,100 SH   DFND 6,2,1 40,800 0 18,300
MARRIOTT INTL INC NEW CL A 571903202 481 3,800 SH   DFND 8,2,1 0 0 3,800
MARTIN MARIETTA MATLS INC COM 573284106 62 278 SH   DFND 7,2,1 278 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,307 10,330 SH   DFND 8,2,1 10,330 0 0
MASCO CORP COM 574599106 48 1,286 SH   DFND 7,2,1 1,286 0 0
MASCO CORP COM 574599106 1,912 51,100 SH   DFND 6,2,1 0 0 51,100
MASIMO CORP COM 574795100 4,225 43,262 SH   DFND 8,2,1 43,262 0 0
MASTEC INC COM 576323109 7,150 140,895 SH   DFND 7,2,1 140,895 0 0
MASTERCARD INCORPORATED CL A 57636Q104 243 1,237 SH   DFND 2,1 1,237 0 0
MASTERCARD INCORPORATED CL A 57636Q104 3,741 19,037 SH   DFND 7,2,1 16,526 0 2,511
MASTERCARD INCORPORATED CL A 57636Q104 85,152 433,300 SH   DFND 6,2,1 145,600 0 287,700
MASTERCARD INCORPORATED CL A 57636Q104 3,852 19,600 SH   DFND 8,2,1 12,100 0 7,500
MATCH GROUP INC COM 57665R106 2,096 54,117 SH   DFND 6,2,1 40,200 0 13,917
MATCH GROUP INC COM 57665R106 12 300 SH   DFND 8,2,1 0 0 300
MAXIM INTEGRATED PRODS INC COM 57772K101 104 1,775 SH   DFND 7,2,1 1,775 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 370 6,300 SH   DFND 6,2,1 0 0 6,300
MAXAR TECHNOLOGIES LTD COM 57778L103 8,639 171,000 SH   DFND 6,2,1 113,000 0 58,000
MAXAR TECHNOLOGIES LTD COM 57778L103 96 1,900 SH   DFND 8,2,1 0 0 1,900
MCCORMICK & CO INC COM NON VTG 579780206 58 500 SH   DFND 7,2,1 500 0 0
MCCORMICK & CO INC COM NON VTG 579780206 10,181 87,700 SH   DFND 6,2,1 8,500 0 79,200
MCCORMICK & CO INC COM NON VTG 579780206 232 2,000 SH   DFND 8,2,1 2,000 0 0
MCDERMOTT INTL INC COM 580037703 288 14,633 SH   DFND 6,2,1 0 0 14,633
MCDONALDS CORP COM 580135101 455 2,906 SH   DFND 2,1 2,906 0 0
MCDONALDS CORP COM 580135101 1,961 12,516 SH   DFND 7,2,1 5,134 0 7,382
MCDONALDS CORP COM 580135101 27,295 174,200 SH   DFND 6,2,1 84,400 0 89,800
MCKESSON CORP COM 58155Q103 244 1,828 SH   DFND 7,2,1 858 0 970
MCKESSON CORP COM 58155Q103 2,668 20,000 SH   DFND 6,2,1 1,200 0 18,800
MEDICAL PPTYS TRUST INC COM 58463J304 74 5,297 SH   DFND 7,2,1 5,297 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 9,426 671,400 SH   DFND 6,2,1 490,600 0 180,800
MEDICAL PPTYS TRUST INC COM 58463J304 1,689 120,300 SH   DFND 8,2,1 95,000 0 25,300
MEET GROUP INC COM 58513U101 72 16,000 SH   DFND 6,2,1 0 0 16,000
MERCADOLIBRE INC COM 58733R102 3,570 11,941 SH   DFND 2,1 11,941 0 0
MERCADOLIBRE INC COM 58733R102 56 186 SH   DFND 7,2,1 186 0 0
MERCADOLIBRE INC COM 58733R102 419 1,400 SH   DFND 6,2,1 0 0 1,400
MERCADOLIBRE INC COM 58733R102 994 3,325 SH   DFND 8,2,1 0 0 3,325
MERCK & CO INC COM 58933Y105 3,710 61,127 SH   DFND 7,2,1 55,850 0 5,277
MERCK & CO INC COM 58933Y105 144,430 2,379,400 SH   DFND 6,2,1 1,483,200 0 896,200
MERCK & CO INC COM 58933Y105 34,633 570,561 SH   DFND 8,2,1 529,761 0 40,800
MERITOR INC COM 59001K100 6,004 291,900 SH   DFND 6,2,1 190,100 0 101,800
META FINL GROUP INC COM 59100U108 799 8,200 SH   DFND 6,2,1 5,800 0 2,400
METHANEX CORP COM 59151K108 7 100 SH   DFND 7,2,1 100 0 0
METHANEX CORP COM 59151K108 509 7,200 SH   DFND 6,2,1 0 0 7,200
METLIFE INC COM 59156R108 497 11,388 SH   DFND 7,2,1 3,657 0 7,731
METLIFE INC COM 59156R108 5,485 125,800 SH   DFND 6,2,1 114,300 0 11,500
METTLER TOLEDO INTERNATIONAL COM 592688105 61 106 SH   DFND 7,2,1 106 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 7,522 13,000 SH   DFND 6,2,1 1,600 0 11,400
METTLER TOLEDO INTERNATIONAL COM 592688105 231 400 SH   DFND 8,2,1 400 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 111 6,408 SH   DFND 7,2,1 302 0 6,106
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,574 91,148 SH   DFND 6,2,1 80,140 0 11,008
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 702 40,632 SH   DFND 8,2,1 38,449 0 2,183
MICROSOFT CORP COM 594918104 481 4,876 SH   DFND 2,1 4,876 0 0
MICROSOFT CORP COM 594918104 50,757 514,722 SH   DFND 7,2,1 219,986 0 294,736
MICROSOFT CORP COM 594918104 175,171 1,776,400 SH   DFND 6,2,1 1,405,600 0 370,800
MICROSOFT CORP COM 594918104 151,535 1,536,707 SH   DFND 8,2,1 1,536,707 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,617 17,776 SH   DFND 2,1 17,776 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 87 962 SH   DFND 7,2,1 962 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 84,126 924,967 SH   DFND 8,2,1 924,967 0 0
MICRON TECHNOLOGY INC COM 595112103 10,737 204,754 SH   DFND 7,2,1 191,557 0 13,197
MICRON TECHNOLOGY INC COM 595112103 62,283 1,187,700 SH   DFND 6,2,1 882,400 0 305,300
MICRON TECHNOLOGY INC COM 595112103 16,440 313,503 SH   DFND 8,2,1 285,603 0 27,900
MID AMER APT CMNTYS INC COM 59522J103 1,832 18,198 SH   DFND 7,2,1 18,198 0 0
MILACRON HLDGS CORP COM 59870L106 447 23,600 SH   DFND 6,2,1 23,600 0 0
MINDBODY INC COM CL A 60255W105 2,470 63,983 SH   DFND 8,2,1 63,983 0 0
MINERALS TECHNOLOGIES INC COM 603158106 452 6,000 SH   DFND 6,2,1 0 0 6,000
MOBILEIRON INC COM NEW 60739U204 104 23,400 SH   DFND 6,2,1 23,400 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 41 4,634 SH   DFND 2,1 4,634 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,515 171,600 SH   DFND 6,2,1 0 0 171,600
MODINE MFG CO COM 607828100 1,117 61,200 SH   DFND 6,2,1 46,200 0 15,000
MOHAWK INDS INC COM 608190104 56 262 SH   DFND 7,2,1 262 0 0
MOHAWK INDS INC COM 608190104 2,850 13,300 SH   DFND 6,2,1 1,400 0 11,900
MOHAWK INDS INC COM 608190104 150 700 SH   DFND 8,2,1 700 0 0
MOLSON COORS BREWING CO CL B 60871R209 55 801 SH   DFND 7,2,1 801 0 0
MOLSON COORS BREWING CO CL B 60871R209 735 10,800 SH   DFND 6,2,1 0 0 10,800
MOMO INC ADR 60879B107 36 837 SH   DFND 2,1 837 0 0
MOMO INC ADR 60879B107 8,348 191,900 SH   DFND 6,2,1 8,000 0 183,900
MONDELEZ INTL INC CL A 609207105 369 9,008 SH   DFND 7,2,1 6,172 0 2,836
MONDELEZ INTL INC CL A 609207105 30,885 753,300 SH   DFND 6,2,1 229,500 0 523,800
MONDELEZ INTL INC CL A 609207105 2,809 68,500 SH   DFND 8,2,1 68,500 0 0
MONOLITHIC PWR SYS INC COM 609839105 2,398 17,940 SH   DFND 7,2,1 17,940 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 101 1,756 SH   DFND 7,2,1 1,756 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 2,710 47,300 SH   DFND 6,2,1 2,900 0 44,400
MONSTER BEVERAGE CORP NEW COM 61174X109 60,298 1,052,320 SH   DFND 8,2,1 1,052,320 0 0
MOODYS CORP COM 615369105 124 729 SH   DFND 7,2,1 729 0 0
MOODYS CORP COM 615369105 2,695 15,800 SH   DFND 6,2,1 6,000 0 9,800
MOODYS CORP COM 615369105 85 500 SH   DFND 8,2,1 0 0 500
MOOG INC CL A 615394202 444 5,700 SH   DFND 6,2,1 5,700 0 0
MORGAN STANLEY COM NEW 617446448 9,368 197,630 SH   DFND 7,2,1 190,834 0 6,796
MORGAN STANLEY COM NEW 617446448 10,347 218,300 SH   DFND 6,2,1 142,000 0 76,300
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,137 70,000 SH   DFND 8,2,1 70,000 0 0
MOSAIC CO NEW COM 61945C103 40 1,437 SH   DFND 7,2,1 1,437 0 0
MOSAIC CO NEW COM 61945C103 10,550 376,100 SH   DFND 6,2,1 356,600 0 19,500
MOTOROLA SOLUTIONS INC COM NEW 620076307 80 686 SH   DFND 7,2,1 686 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,874 24,700 SH   DFND 6,2,1 0 0 24,700
MUELLER WTR PRODS INC COM SER A 624758108 285 24,300 SH   DFND 6,2,1 0 0 24,300
MURPHY OIL CORP COM 626717102 108 3,190 SH   DFND 7,2,1 3,190 0 0
MURPHY OIL CORP COM 626717102 23,301 690,000 SH   DFND 6,2,1 383,500 0 306,500
MURPHY OIL CORP COM 626717102 1,668 49,400 SH   DFND 8,2,1 49,400 0 0
MYRIAD GENETICS INC COM 62855J104 2,631 70,400 SH   DFND 6,2,1 50,300 0 20,100
MYOKARDIA INC COM 62857M105 357 7,200 SH   DFND 6,2,1 4,900 0 2,300
NCI BUILDING SYS INC COM NEW 628852204 615 29,300 SH   DFND 6,2,1 14,500 0 14,800
NCR CORP NEW COM 62886E108 75 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 16,849 562,000 SH   DFND 6,2,1 370,000 0 192,000
NCR CORP NEW COM 62886E108 761 25,400 SH   DFND 8,2,1 25,400 0 0
NVR INC COM 62944T105 48 16 SH   DFND 7,2,1 16 0 0
NVR INC COM 62944T105 3,861 1,300 SH   DFND 6,2,1 100 0 1,200
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 9,625 8,000,000 PRN   DFND 7,2,1 7,100,000 0 900,000
NASDAQ INC COM 631103108 44 483 SH   DFND 7,2,1 483 0 0
NASDAQ INC COM 631103108 43,016 471,300 SH   DFND 6,2,1 351,300 0 120,000
NASDAQ INC COM 631103108 6,088 66,700 SH   DFND 8,2,1 57,100 0 9,600
NATIONAL OILWELL VARCO INC COM 637071101 68 1,574 SH   DFND 7,2,1 1,574 0 0
NATIONAL OILWELL VARCO INC COM 637071101 217 5,000 SH   DFND 6,2,1 0 0 5,000
NATIONAL RETAIL PPTYS INC COM 637417106 599 13,615 SH   DFND 7,2,1 13,615 0 0
NATURES SUNSHINE PRODUCTS IN COM 639027101 165 17,638 SH   DFND 6,2,1 13,648 0 3,990
NAVIGANT CONSULTING INC COM 63935N107 425 19,200 SH   DFND 6,2,1 7,300 0 11,900
NEOPHOTONICS CORP COM 64051T100 151 24,300 SH   DFND 6,2,1 11,800 0 12,500
NETAPP INC COM 64110D104 91 1,157 SH   DFND 7,2,1 1,157 0 0
NETAPP INC COM 64110D104 628 8,000 SH   DFND 6,2,1 0 0 8,000
NETFLIX INC COM 64110L106 2,077 5,305 SH   DFND 7,2,1 5,105 0 200
NETFLIX INC COM 64110L106 54,017 138,000 SH   DFND 6,2,1 111,800 0 26,200
NETFLIX INC COM 64110L106 15,583 39,810 SH   DFND 8,2,1 39,810 0 0
NETEASE INC SPONSORED ADR 64110W102 155 615 SH   DFND 2,1 615 0 0
NETEASE INC SPONSORED ADR 64110W102 7,835 31,007 SH   DFND 8,2,1 23,548 0 7,459
NETSCOUT SYS INC COM 64115T104 4,363 146,900 SH   DFND 6,2,1 89,600 0 57,300
NEUROCRINE BIOSCIENCES INC COM 64125C109 8,208 83,552 SH   DFND 8,2,1 83,552 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 99 1,046 SH   DFND 2,1 1,046 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,910 41,310 SH   DFND 7,2,1 41,310 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 13,546 143,100 SH   DFND 6,2,1 5,600 0 137,500
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 26,820 283,328 SH   DFND 8,2,1 229,863 0 53,465
NEW RELIC INC COM 64829B100 5,522 54,900 SH   DFND 6,2,1 35,400 0 19,500
NEW RELIC INC COM 64829B100 25,183 250,356 SH   DFND 8,2,1 250,356 0 0
NEW YORK & CO INC COM 649295102 182 35,600 SH   DFND 6,2,1 17,300 0 18,300
NEW YORK CMNTY BANCORP INC COM 649445103 23 2,072 SH   DFND 7,2,1 2,072 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 3,996 362,000 SH   DFND 6,2,1 276,600 0 85,400
NEWELL BRANDS INC COM 651229106 1,987 77,055 SH   DFND 7,2,1 2,066 0 74,989
NEWFIELD EXPL CO COM 651290108 150 4,972 SH   DFND 7,2,1 4,972 0 0
NEWFIELD EXPL CO COM 651290108 31,463 1,040,100 SH   DFND 6,2,1 732,100 0 308,000
NEWFIELD EXPL CO COM 651290108 1,367 45,200 SH   DFND 8,2,1 45,200 0 0
NEWLINK GENETICS CORP COM 651511107 1,222 256,700 SH   DFND 6,2,1 182,600 0 74,100
NEWMONT MINING CORP COM 651639106 3,808 100,971 SH   DFND 7,2,1 100,971 0 0
NEWMONT MINING CORP COM 651639106 1,301 34,500 SH   DFND 6,2,1 0 0 34,500
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 482 24,200 SH   DFND 6,2,1 24,200 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 12,361 168,400 SH   DFND 6,2,1 112,500 0 55,900
NEXTERA ENERGY INC COM 65339F101 499 2,987 SH   DFND 2,1 2,987 0 0
NEXTERA ENERGY INC COM 65339F101 20,119 120,453 SH   DFND 7,2,1 27,000 0 93,453
NEXTERA ENERGY INC COM 65339F101 28,178 168,700 SH   DFND 6,2,1 58,100 0 110,600
NEXTERA ENERGY INC COM 65339F101 3,876 23,203 SH   DFND 8,2,1 23,203 0 0
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 22,393 16,900,000 PRN   DFND 7,2,1 16,000,000 0 900,000
NIKE INC CL B 654106103 278 3,489 SH   DFND 2,1 3,489 0 0
NIKE INC CL B 654106103 8,311 104,306 SH   DFND 7,2,1 100,675 0 3,631
NIKE INC CL B 654106103 37,011 464,500 SH   DFND 6,2,1 160,600 0 303,900
NIKE INC CL B 654106103 954 11,977 SH   DFND 8,2,1 11,977 0 0
NISOURCE INC COM 65473P105 25 953 SH   DFND 7,2,1 953 0 0
NISOURCE INC COM 65473P105 615 23,400 SH   DFND 6,2,1 7,100 0 16,300
NOBLE ENERGY INC COM 655044105 1,907 54,056 SH   DFND 7,2,1 11,047 0 43,009
NOBLE ENERGY INC COM 655044105 8,065 228,609 SH   DFND 8,2,1 228,609 0 0
NORFOLK SOUTHERN CORP COM 655844108 226 1,497 SH   DFND 7,2,1 1,497 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,244 67,900 SH   DFND 6,2,1 35,400 0 32,500
NORTHERN TR CORP COM 665859104 93 908 SH   DFND 7,2,1 908 0 0
NORTHERN TR CORP COM 665859104 11,349 110,300 SH   DFND 6,2,1 13,400 0 96,900
NORTHERN TR CORP COM 665859104 226 2,200 SH   DFND 8,2,1 2,200 0 0
NORTHRIM BANCORP INC COM 666762109 285 7,200 SH   DFND 6,2,1 3,600 0 3,600
NORTHROP GRUMMAN CORP COM 666807102 198 643 SH   DFND 7,2,1 643 0 0
NORTHROP GRUMMAN CORP COM 666807102 41,601 135,200 SH   DFND 6,2,1 23,400 0 111,800
NORTHROP GRUMMAN CORP COM 666807102 677 2,200 SH   DFND 8,2,1 2,200 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 9,022 649,800 SH   DFND 6,2,1 297,200 0 352,600
NUANCE COMMUNICATIONS INC COM 67020Y100 376 27,100 SH   DFND 8,2,1 27,100 0 0
NUCOR CORP COM 670346105 219 3,511 SH   DFND 7,2,1 3,511 0 0
NUCOR CORP COM 670346105 2,781 44,500 SH   DFND 6,2,1 0 0 44,500
NVIDIA CORP COM 67066G104 1,716 7,243 SH   DFND 2,1 7,243 0 0
NVIDIA CORP COM 67066G104 695 2,935 SH   DFND 7,2,1 2,935 0 0
NVIDIA CORP COM 67066G104 109,164 460,800 SH   DFND 6,2,1 320,000 0 140,800
NVIDIA CORP COM 67066G104 93,769 395,816 SH   DFND 8,2,1 389,516 0 6,300
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 12,965 1,100,000 PRN   DFND 7,2,1 980,000 0 120,000
NUVASIVE INC COM 670704105 881 16,907 SH   DFND 2,1 16,907 0 0
NUVASIVE INC COM 670704105 48,872 937,681 SH   DFND 8,2,1 937,681 0 0
NUTRIEN LTD COM 67077M108 4,440 81,644 SH   DFND 7,2,1 53,722 0 27,922
NUTRIEN LTD COM 67077M108 3,199 58,831 SH   DFND 6,2,1 6,900 0 51,931
OFS CAP CORP COM 67103B100 117 10,200 SH   DFND 6,2,1 10,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 137 501 SH   DFND 7,2,1 501 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,149 4,200 SH   DFND 6,2,1 0 0 4,200
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,477 30,986 SH   DFND 8,2,1 30,986 0 0
OFG BANCORP COM 67103X102 336 23,900 SH   DFND 6,2,1 11,400 0 12,500
OSI SYSTEMS INC COM 671044105 2,985 38,600 SH   DFND 6,2,1 33,700 0 4,900
OASIS PETE INC NEW COM 674215108 2,834 218,500 SH   DFND 6,2,1 135,200 0 83,300
OCCIDENTAL PETE CORP DEL COM 674599105 8,150 97,400 SH   DFND 7,2,1 45,363 0 52,037
OCCIDENTAL PETE CORP DEL COM 674599105 8,644 103,300 SH   DFND 6,2,1 99,100 0 4,200
OCCIDENTAL PETE CORP DEL COM 674599105 3,296 39,391 SH   DFND 8,2,1 39,391 0 0
OFFICE DEPOT INC COM 676220106 216 84,700 SH   DFND 6,2,1 62,400 0 22,300
OFFICE DEPOT INC COM 676220106 382 149,800 SH   DFND 8,2,1 90,600 0 59,200
OKTA INC CL A 679295105 8,013 159,088 SH   DFND 6,2,1 95,967 0 63,121
OLD NATL BANCORP IND COM 680033107 945 50,800 SH   DFND 6,2,1 18,300 0 32,500
OLD REP INTL CORP COM 680223104 2,787 140,000 SH   DFND 6,2,1 104,000 0 36,000
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 4,774 65,847 SH   DFND 7,2,1 65,847 0 0
OMNICOM GROUP INC COM 681919106 73 951 SH   DFND 7,2,1 951 0 0
OMNICOM GROUP INC COM 681919106 12,615 165,400 SH   DFND 6,2,1 9,900 0 155,500
OMNICOM GROUP INC COM 681919106 252 3,300 SH   DFND 8,2,1 3,300 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 130 4,185 SH   DFND 7,2,1 4,185 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,693 54,600 SH   DFND 6,2,1 48,500 0 6,100
ON SEMICONDUCTOR CORP COM 682189105 29 1,288 SH   DFND 7,2,1 1,288 0 0
ON SEMICONDUCTOR CORP COM 682189105 19,582 880,700 SH   DFND 6,2,1 550,900 0 329,800
ON SEMICONDUCTOR CORP COM 682189105 1,034 46,500 SH   DFND 8,2,1 46,500 0 0
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 16,839 12,800,000 PRN   DFND 7,2,1 12,000,000 0 800,000
ONCOMED PHARMACEUTICALS INC COM 68234X102 270 116,785 SH   DFND 6,2,1 93,300 0 23,485
ONE LIBERTY PPTYS INC COM 682406103 2,099 79,474 SH   DFND 6,2,1 49,621 0 29,853
ONEOK INC NEW COM 682680103 118 1,695 SH   DFND 7,2,1 1,695 0 0
ONEOK INC NEW COM 682680103 3,359 48,104 SH   DFND 6,2,1 39,704 0 8,400
OPEN TEXT CORP COM 683715106 13 371 SH   DFND 7,2,1 371 0 0
OPEN TEXT CORP COM 683715106 3,188 90,600 SH   DFND 6,2,1 56,000 0 34,600
OPEN TEXT CORP COM 683715106 690 19,600 SH   DFND 8,2,1 13,900 0 5,700
ORACLE CORP COM 68389X105 8,017 181,951 SH   DFND 7,2,1 126,682 0 55,269
ORACLE CORP COM 68389X105 108,621 2,465,300 SH   DFND 6,2,1 1,630,700 0 834,600
ORACLE CORP COM 68389X105 12,835 291,300 SH   DFND 8,2,1 243,600 0 47,700
OPUS BK IRVINE CALIF COM 684000102 456 15,900 SH   DFND 6,2,1 15,900 0 0
OSHKOSH CORP COM 688239201 13,987 198,900 SH   DFND 6,2,1 119,400 0 79,500
OUTFRONT MEDIA INC COM 69007J106 7,187 369,500 SH   DFND 6,2,1 249,900 0 119,600
OUTFRONT MEDIA INC COM 69007J106 99 5,100 SH   DFND 8,2,1 5,100 0 0
OWENS & MINOR INC NEW COM 690732102 790 47,300 SH   DFND 6,2,1 0 0 47,300
OWENS & MINOR INC NEW COM 690732102 74 4,400 SH   DFND 8,2,1 2,400 0 2,000
OWENS CORNING NEW COM 690742101 21 337 SH   DFND 7,2,1 337 0 0
OWENS CORNING NEW COM 690742101 691 10,900 SH   DFND 6,2,1 3,400 0 7,500
OXFORD INDS INC COM 691497309 6,912 83,300 SH   DFND 6,2,1 55,300 0 28,000
OXFORD INDS INC COM 691497309 183 2,200 SH   DFND 8,2,1 0 0 2,200
P A M TRANSN SVCS INC COM 693149106 620 13,200 SH   DFND 6,2,1 8,300 0 4,900
PBF ENERGY INC CL A 69318G106 10,554 251,700 SH   DFND 6,2,1 139,000 0 112,700
PBF ENERGY INC CL A 69318G106 205 4,900 SH   DFND 8,2,1 4,900 0 0
PDL BIOPHARMA INC COM 69329Y104 353 150,900 SH   DFND 6,2,1 150,900 0 0
PJT PARTNERS INC COM CL A 69343T107 1,252 23,452 SH   DFND 7,2,1 0 0 23,452
PNC FINL SVCS GROUP INC COM 693475105 2,562 18,963 SH   DFND 7,2,1 18,963 0 0
PNC FINL SVCS GROUP INC COM 693475105 36,869 272,900 SH   DFND 6,2,1 71,800 0 201,100
PNC FINL SVCS GROUP INC COM 693475105 676 5,000 SH   DFND 8,2,1 5,000 0 0
POSCO SPONSORED ADR 693483109 1,052 14,197 SH   DFND 7,2,1 2,593 0 11,604
PPG INDS INC COM 693506107 3,505 33,790 SH   DFND 7,2,1 23,758 0 10,032
PPG INDS INC COM 693506107 25,123 242,200 SH   DFND 6,2,1 123,800 0 118,400
PPG INDS INC COM 693506107 14,459 139,388 SH   DFND 8,2,1 129,388 0 10,000
PPL CORP COM 69351T106 157 5,509 SH   DFND 7,2,1 5,509 0 0
PPL CORP COM 69351T106 103 3,600 SH   DFND 6,2,1 0 0 3,600
PPL CORP COM 69351T106 11 400 SH   DFND 8,2,1 400 0 0
PVH CORP COM 693656100 48 318 SH   DFND 7,2,1 318 0 0
PVH CORP COM 693656100 32,340 216,000 SH   DFND 6,2,1 141,700 0 74,300
PVH CORP COM 693656100 2,949 19,700 SH   DFND 8,2,1 19,700 0 0
PTC INC COM 69370C100 2,974 31,700 SH   DFND 2,1 31,700 0 0
PTC INC COM 69370C100 153,730 1,638,735 SH   DFND 8,2,1 1,638,735 0 0
PACCAR INC COM 693718108 93 1,495 SH   DFND 7,2,1 1,495 0 0
PACCAR INC COM 693718108 1,952 31,500 SH   DFND 6,2,1 2,400 0 29,100
PACKAGING CORP AMER COM 695156109 159 1,424 SH   DFND 7,2,1 1,424 0 0
PACKAGING CORP AMER COM 695156109 10,430 93,300 SH   DFND 6,2,1 16,300 0 77,000
PACKAGING CORP AMER COM 695156109 291 2,600 SH   DFND 8,2,1 0 0 2,600
PALO ALTO NETWORKS INC COM 697435105 13,738 66,862 SH   DFND 2,1 66,862 0 0
PALO ALTO NETWORKS INC COM 697435105 24,027 116,936 SH   DFND 7,2,1 116,936 0 0
PALO ALTO NETWORKS INC COM 697435105 13,316 64,806 SH   DFND 8,2,1 64,806 0 0
PARAMOUNT GROUP INC COM 69924R108 3,061 198,738 SH   DFND 7,2,1 198,738 0 0
PARAMOUNT GROUP INC COM 69924R108 6,781 440,300 SH   DFND 6,2,1 284,100 0 156,200
PARAMOUNT GROUP INC COM 69924R108 200 13,000 SH   DFND 8,2,1 0 0 13,000
PARK HOTELS RESORTS INC COM 700517105 9,731 317,700 SH   DFND 6,2,1 231,500 0 86,200
PARK HOTELS RESORTS INC COM 700517105 1,265 41,300 SH   DFND 8,2,1 25,000 0 16,300
PARKER HANNIFIN CORP COM 701094104 1,924 12,346 SH   DFND 2,1 12,346 0 0
PARKER HANNIFIN CORP COM 701094104 86 550 SH   DFND 7,2,1 550 0 0
PARKER HANNIFIN CORP COM 701094104 40,412 259,300 SH   DFND 6,2,1 210,200 0 49,100
PARKER HANNIFIN CORP COM 701094104 109,323 701,463 SH   DFND 8,2,1 696,463 0 5,000
PARSLEY ENERGY INC CL A 701877102 31 1,016 SH   DFND 7,2,1 1,016 0 0
PARSLEY ENERGY INC CL A 701877102 8,466 279,600 SH   DFND 8,2,1 279,600 0 0
PATTERSON COMPANIES INC COM 703395103 9,265 408,700 SH   DFND 6,2,1 279,400 0 129,300
PATTERSON COMPANIES INC COM 703395103 587 25,900 SH   DFND 8,2,1 19,800 0 6,100
PAYCHEX INC COM 704326107 250 3,651 SH   DFND 7,2,1 3,651 0 0
PAYCHEX INC COM 704326107 13,390 195,900 SH   DFND 6,2,1 7,700 0 188,200
PAYCHEX INC COM 704326107 403 5,900 SH   DFND 8,2,1 5,900 0 0
PAYCOM SOFTWARE INC COM 70432V102 1,482 15,000 SH   DFND 6,2,1 6,700 0 8,300
PAYPAL HLDGS INC COM 70450Y103 14,077 169,052 SH   DFND 2,1 169,052 0 0
PAYPAL HLDGS INC COM 70450Y103 510 6,122 SH   DFND 7,2,1 5,596 0 526
PAYPAL HLDGS INC COM 70450Y103 17,786 213,600 SH   DFND 6,2,1 140,600 0 73,000
PAYPAL HLDGS INC COM 70450Y103 18,276 219,473 SH   DFND 8,2,1 219,473 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 27,443 707,293 SH   DFND 7,2,1 707,293 0 0
PEMBINA PIPELINE CORP COM 706327103 67 1,923 SH   DFND 7,2,1 1,923 0 0
PEMBINA PIPELINE CORP COM 706327103 1,810 52,300 SH   DFND 6,2,1 0 0 52,300
PENN NATL GAMING INC COM 707569109 7,020 209,000 SH   DFND 6,2,1 146,700 0 62,300
PEOPLES UNITED FINANCIAL INC COM 712704105 25 1,378 SH   DFND 7,2,1 1,378 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,040 57,500 SH   DFND 6,2,1 21,500 0 36,000
PEPSICO INC COM 713448108 4,408 40,491 SH   DFND 7,2,1 36,435 0 4,056
PEPSICO INC COM 713448108 127,998 1,175,700 SH   DFND 6,2,1 636,600 0 539,100
PEPSICO INC COM 713448108 10,386 95,400 SH   DFND 8,2,1 65,600 0 29,800
PERKINELMER INC COM 714046109 1,135 15,500 SH   DFND 6,2,1 1,300 0 14,200
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 318 12,220 SH   DFND 7,2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,615 160,995 SH   DFND 7,2,1 66,583 0 94,412
PFIZER INC COM 717081103 5,829 160,674 SH   DFND 7,2,1 157,892 0 2,782
PFIZER INC COM 717081103 72,070 1,986,500 SH   DFND 6,2,1 830,100 0 1,156,400
PFIZER INC COM 717081103 2,525 69,600 SH   DFND 8,2,1 46,100 0 23,500
PHILIP MORRIS INTL INC COM 718172109 8,312 102,947 SH   DFND 7,2,1 33,726 0 69,221
PHILLIPS 66 COM 718546104 2,692 23,965 SH   DFND 7,2,1 23,965 0 0
PHILLIPS 66 COM 718546104 10,422 92,800 SH   DFND 6,2,1 48,000 0 44,800
PHILLIPS 66 COM 718546104 101 900 SH   DFND 8,2,1 900 0 0
PHYSICIANS RLTY TR COM 71943U104 17,324 1,086,811 SH   DFND 7,2,1 1,086,811 0 0
PINNACLE WEST CAP CORP COM 723484101 25 316 SH   DFND 7,2,1 316 0 0
PINNACLE WEST CAP CORP COM 723484101 1,007 12,500 SH   DFND 6,2,1 0 0 12,500
PIONEER NAT RES CO COM 723787107 4,622 24,423 SH   DFND 7,2,1 4,361 0 20,062
PIONEER NAT RES CO COM 723787107 719 3,800 SH   DFND 6,2,1 1,000 0 2,800
PIONEER NAT RES CO COM 723787107 22,286 117,767 SH   DFND 8,2,1 117,767 0 0
PITNEY BOWES INC COM 724479100 235 27,400 SH   DFND 6,2,1 0 0 27,400
PIXELWORKS INC COM NEW 72581M305 123 33,938 SH   DFND 6,2,1 20,709 0 13,229
PLANET FITNESS INC CL A 72703H101 7,138 162,459 SH   DFND 7,2,1 162,459 0 0
PLANET FITNESS INC CL A 72703H101 8,586 195,400 SH   DFND 8,2,1 195,400 0 0
POPULAR INC COM NEW 733174700 2,839 62,800 SH   DFND 6,2,1 37,600 0 25,200
PORTLAND GEN ELEC CO COM NEW 736508847 0 1 SH   DFND 7,2,1 0 0 1
PORTLAND GEN ELEC CO COM NEW 736508847 1,428 33,400 SH   DFND 6,2,1 16,200 0 17,200
PRAXAIR INC COM 74005P104 1,447 9,148 SH   DFND 7,2,1 9,085 0 63
PRAXAIR INC COM 74005P104 25,383 160,500 SH   DFND 6,2,1 32,800 0 127,700
PREMIER FINL BANCORP INC COM 74050M105 328 17,543 SH   DFND 6,2,1 4,000 0 13,543
PRESIDIO INC COM 74102M103 4,574 349,145 SH   DFND 6,2,1 250,445 0 98,700
PRICE T ROWE GROUP INC COM 74144T108 319 2,748 SH   DFND 2,1 2,748 0 0
PRICE T ROWE GROUP INC COM 74144T108 120 1,031 SH   DFND 7,2,1 1,031 0 0
PRICE T ROWE GROUP INC COM 74144T108 16,195 139,500 SH   DFND 6,2,1 12,700 0 126,800
PRICE T ROWE GROUP INC COM 74144T108 430 3,700 SH   DFND 8,2,1 3,700 0 0
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 14,707 9,500,000 PRN   DFND 7,2,1 0 0 9,500,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 28,673 24,000,000 PRN   DFND 7,2,1 9,000,000 0 15,000,000
PRINCIPAL FINL GROUP INC COM 74251V102 192 3,618 SH   DFND 7,2,1 3,618 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 101 1,900 SH   DFND 6,2,1 0 0 1,900
PROCTER AND GAMBLE CO COM 742718109 1,961 25,121 SH   DFND 7,2,1 22,736 0 2,385
PROCTER AND GAMBLE CO COM 742718109 71,183 911,900 SH   DFND 6,2,1 360,800 0 551,100
PROCTER AND GAMBLE CO COM 742718109 1,952 25,000 SH   DFND 8,2,1 24,300 0 700
PROGRESS SOFTWARE CORP COM 743312100 5,124 132,000 SH   DFND 6,2,1 102,500 0 29,500
PROGRESSIVE CORP OHIO COM 743315103 145 2,445 SH   DFND 7,2,1 2,445 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,999 50,700 SH   DFND 6,2,1 45,300 0 5,400
PROGRESSIVE CORP OHIO COM 743315103 12,983 219,496 SH   DFND 8,2,1 219,496 0 0
PROLOGIS INC COM 74340W103 38,060 579,391 SH   DFND 7,2,1 573,891 0 5,500
PROLOGIS INC COM 74340W103 2,746 41,800 SH   DFND 6,2,1 26,600 0 15,200
PROLOGIS INC COM 74340W103 7,233 110,108 SH   DFND 8,2,1 110,108 0 0
PROOFPOINT INC COM 743424103 259 2,243 SH   DFND 7,2,1 2,243 0 0
PROOFPOINT INC COM 743424103 25,671 222,630 SH   DFND 8,2,1 222,630 0 0
PROSHARES TR HD REPLICATION 74347X294 2,133 47,370 SH   DFND 5,4,2,1 47,370 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 2,115 57,900 SH   DFND 5,4,2,1 57,900 0 0
PRUDENTIAL FINL INC COM 744320102 3,097 33,123 SH   DFND 7,2,1 1,750 0 31,373
PRUDENTIAL FINL INC COM 744320102 7,004 74,900 SH   DFND 6,2,1 69,600 0 5,300
PRUDENTIAL FINL INC COM 744320102 402 4,300 SH   DFND 8,2,1 4,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 179 3,304 SH   DFND 7,2,1 3,304 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 10,942 202,100 SH   DFND 6,2,1 13,100 0 189,000
PUBLIC SVC ENTERPRISE GROUP COM 744573106 206 3,800 SH   DFND 8,2,1 3,800 0 0
PUBLIC STORAGE COM 74460D109 5,501 24,249 SH   DFND 7,2,1 19,479 0 4,770
PUBLIC STORAGE COM 74460D109 1,679 7,400 SH   DFND 6,2,1 5,800 0 1,600
PUBLIC STORAGE COM 74460D109 250 1,100 SH   DFND 8,2,1 1,100 0 0
PURE STORAGE INC CL A 74624M102 3,002 125,692 SH   DFND 7,2,1 125,692 0 0
PURE STORAGE INC CL A 74624M102 16,287 682,050 SH   DFND 8,2,1 682,050 0 0
QEP RES INC COM 74733V100 260 21,200 SH   DFND 6,2,1 0 0 21,200
Q2 HLDGS INC COM 74736L109 4,370 76,607 SH   DFND 2,1 76,607 0 0
Q2 HLDGS INC COM 74736L109 9,897 173,480 SH   DFND 8,2,1 173,480 0 0
QUALCOMM INC COM 747525103 1,798 32,030 SH   DFND 2,1 32,030 0 0
QUALCOMM INC COM 747525103 3,116 55,531 SH   DFND 7,2,1 24,749 0 30,782
QUALCOMM INC COM 747525103 44,677 796,100 SH   DFND 6,2,1 591,600 0 204,500
QUALCOMM INC COM 747525103 158,855 2,830,622 SH   DFND 8,2,1 2,802,022 0 28,600
QUALITY SYS INC COM 747582104 5,836 299,300 SH   DFND 6,2,1 208,100 0 91,200
QUALYS INC COM 74758T303 4,728 56,081 SH   DFND 7,2,1 56,081 0 0
QUALYS INC COM 74758T303 1,180 14,000 SH   DFND 6,2,1 7,500 0 6,500
QUANTA SVCS INC COM 74762E102 11,956 357,950 SH   DFND 6,2,1 338,550 0 19,400
QUANTUM CORP COM NEW 747906501 267 121,177 SH   DFND 6,2,1 69,434 0 51,743
QUEST DIAGNOSTICS INC COM 74834L100 64 584 SH   DFND 7,2,1 584 0 0
QUEST DIAGNOSTICS INC COM 74834L100 35,203 320,200 SH   DFND 6,2,1 182,700 0 137,500
QUEST DIAGNOSTICS INC COM 74834L100 2,617 23,800 SH   DFND 8,2,1 23,800 0 0
QUIDEL CORP COM 74838J101 399 6,000 SH   DFND 6,2,1 2,300 0 3,700
QURATE RETAIL INC COM SER A 74915M100 41 1,954 SH   DFND 7,2,1 1,954 0 0
QURATE RETAIL INC COM SER A 74915M100 3,427 161,500 SH   DFND 6,2,1 24,400 0 137,100
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,836 58,000 SH   DFND 6,2,1 30,500 0 27,500
RLJ LODGING TR COM 74965L101 46 2,103 SH   DFND 7,2,1 2,103 0 0
RLJ LODGING TR COM 74965L101 10,326 468,300 SH   DFND 6,2,1 352,700 0 115,600
RLJ LODGING TR COM 74965L101 1,453 65,900 SH   DFND 8,2,1 62,200 0 3,700
RMR GROUP INC CL A 74967R106 4,150 52,897 SH   DFND 6,2,1 32,927 0 19,970
RADIAN GROUP INC COM 750236101 5,641 347,800 SH   DFND 6,2,1 216,300 0 131,500
RADNET INC COM 750491102 375 25,000 SH   DFND 6,2,1 11,700 0 13,300
RAMBUS INC DEL COM 750917106 2,874 229,200 SH   DFND 6,2,1 177,800 0 51,400
RALPH LAUREN CORP CL A 751212101 32 257 SH   DFND 7,2,1 257 0 0
RALPH LAUREN CORP CL A 751212101 47,623 378,800 SH   DFND 6,2,1 255,500 0 123,300
RALPH LAUREN CORP CL A 751212101 5,054 40,200 SH   DFND 8,2,1 35,500 0 4,700
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 5,065 383,400 SH   DFND 6,2,1 265,200 0 118,200
RANGE RES CORP COM 75281A109 72 4,332 SH   DFND 7,2,1 4,332 0 0
RANGE RES CORP COM 75281A109 557 33,300 SH   DFND 6,2,1 33,300 0 0
RANGE RES CORP COM 75281A109 664 39,700 SH   DFND 8,2,1 36,500 0 3,200
RAYMOND JAMES FINANCIAL INC COM 754730109 51 571 SH   DFND 7,2,1 571 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,099 12,300 SH   DFND 6,2,1 0 0 12,300
RAYTHEON CO COM NEW 755111507 4,785 24,768 SH   DFND 7,2,1 23,161 0 1,607
RAYTHEON CO COM NEW 755111507 65,758 340,400 SH   DFND 6,2,1 100,700 0 239,700
RAYTHEON CO COM NEW 755111507 3,516 18,200 SH   DFND 8,2,1 7,000 0 11,200
REALNETWORKS INC COM NEW 75605L708 693 187,300 SH   DFND 6,2,1 122,700 0 64,600
REALTY INCOME CORP COM 756109104 996 18,509 SH   DFND 7,2,1 18,509 0 0
RED HAT INC COM 756577102 101 750 SH   DFND 7,2,1 750 0 0
RED HAT INC COM 756577102 3,144 23,400 SH   DFND 6,2,1 1,800 0 21,600
RED HAT INC COM 756577102 10,615 79,000 SH   DFND 8,2,1 79,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 47,554 26,100,000 PRN   DFND 7,2,1 10,500,000 0 15,600,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,109 23,800 SH   DFND 6,2,1 14,300 0 9,500
RED ROCK RESORTS INC CL A 75700L108 9,553 285,150 SH   DFND 6,2,1 197,550 0 87,600
RED ROCK RESORTS INC CL A 75700L108 147 4,400 SH   DFND 8,2,1 0 0 4,400
REGAL BELOIT CORP COM 758750103 12,229 149,500 SH   DFND 6,2,1 102,300 0 47,200
REGENCY CTRS CORP COM 758849103 301 4,848 SH   DFND 7,2,1 4,848 0 0
REGENERON PHARMACEUTICALS COM 75886F107 116 335 SH   DFND 7,2,1 335 0 0
REGENERON PHARMACEUTICALS COM 75886F107 379 1,100 SH   DFND 6,2,1 400 0 700
REGENERON PHARMACEUTICALS COM 75886F107 31,583 91,548 SH   DFND 8,2,1 91,548 0 0
REGENXBIO INC COM 75901B107 208 2,900 SH   DFND 6,2,1 2,900 0 0
REGIONAL MGMT CORP COM 75902K106 231 6,600 SH   DFND 6,2,1 3,200 0 3,400
REGIONS FINL CORP NEW COM 7591EP100 85 4,771 SH   DFND 7,2,1 4,771 0 0
REGIONS FINL CORP NEW COM 7591EP100 932 52,400 SH   DFND 6,2,1 0 0 52,400
REINSURANCE GROUP AMER INC COM NEW 759351604 6,579 49,292 SH   DFND 7,2,1 49,292 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 521 3,900 SH   DFND 6,2,1 3,900 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 160 1,200 SH   DFND 8,2,1 1,200 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 735 41,200 SH   DFND 6,2,1 30,300 0 10,900
REPUBLIC SVCS INC COM 760759100 68 990 SH   DFND 7,2,1 990 0 0
REPUBLIC SVCS INC COM 760759100 12,079 176,700 SH   DFND 6,2,1 1,100 0 175,600
RESOURCES CONNECTION INC COM 76122Q105 3,291 194,722 SH   DFND 6,2,1 146,478 0 48,244
RESTAURANT BRANDS INTL INC COM 76131D103 37 615 SH   DFND 7,2,1 615 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,780 46,100 SH   DFND 6,2,1 5,000 0 41,100
RESTAURANT BRANDS INTL INC COM 76131D103 175 2,900 SH   DFND 8,2,1 2,900 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 17,119 893,450 SH   DFND 7,2,1 893,450 0 0
REXFORD INDL RLTY INC COM 76169C100 3,106 98,947 SH   DFND 7,2,1 98,947 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 338 119,600 SH   DFND 6,2,1 78,300 0 41,300
RINGCENTRAL INC CL A 76680R206 7,612 108,200 SH   DFND 6,2,1 73,700 0 34,500
ROBERT HALF INTL INC COM 770323103 36 551 SH   DFND 7,2,1 551 0 0
ROBERT HALF INTL INC COM 770323103 13,775 211,600 SH   DFND 6,2,1 160,400 0 51,200
ROCKWELL AUTOMATION INC COM 773903109 1,829 11,001 SH   DFND 2,1 11,001 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,924 11,577 SH   DFND 7,2,1 11,577 0 0
ROCKWELL AUTOMATION INC COM 773903109 6,899 41,500 SH   DFND 6,2,1 0 0 41,500
ROCKWELL AUTOMATION INC COM 773903109 85,478 514,215 SH   DFND 8,2,1 514,215 0 0
ROCKWELL COLLINS INC COM 774341101 94 695 SH   DFND 7,2,1 695 0 0
ROCKWELL COLLINS INC COM 774341101 9,737 72,300 SH   DFND 6,2,1 0 0 72,300
ROCKY BRANDS INC COM 774515100 489 16,292 SH   DFND 6,2,1 3,692 0 12,600
ROGERS COMMUNICATIONS INC CL B 775109200 1,573 33,150 SH   DFND 7,2,1 9,702 0 23,448
ROGERS COMMUNICATIONS INC CL B 775109200 3,080 64,900 SH   DFND 6,2,1 5,700 0 59,200
ROPER TECHNOLOGIES INC COM 776696106 14,032 50,857 SH   DFND 7,2,1 12,189 0 38,668
ROPER TECHNOLOGIES INC COM 776696106 15,534 56,300 SH   DFND 6,2,1 5,500 0 50,800
ROPER TECHNOLOGIES INC COM 776696106 72,143 261,472 SH   DFND 8,2,1 261,472 0 0
ROSS STORES INC COM 778296103 3,809 44,946 SH   DFND 7,2,1 2,205 0 42,741
ROSS STORES INC COM 778296103 12,212 144,100 SH   DFND 6,2,1 2,600 0 141,500
ROYAL BK CDA MONTREAL QUE COM 780087102 4,954 65,794 SH   DFND 7,2,1 7,376 0 58,418
ROYAL BK CDA MONTREAL QUE COM 780087102 57,898 768,900 SH   DFND 6,2,1 232,400 0 536,500
ROYAL BK CDA MONTREAL QUE COM 780087102 9,085 120,652 SH   DFND 8,2,1 87,652 0 33,000
RUTHS HOSPITALITY GROUP INC COM 783332109 244 8,700 SH   DFND 6,2,1 0 0 8,700
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 53,049 464,409 SH   DFND 8,2,1 0 0 464,409
S&P GLOBAL INC COM 78409V104 14,621 71,712 SH   DFND 2,1 71,712 0 0
S&P GLOBAL INC COM 78409V104 2,588 12,691 SH   DFND 7,2,1 12,691 0 0
S&P GLOBAL INC COM 78409V104 30,604 150,100 SH   DFND 6,2,1 39,700 0 110,400
S&P GLOBAL INC COM 78409V104 2,243 11,000 SH   DFND 8,2,1 2,000 0 9,000
SEI INVESTMENTS CO COM 784117103 38 603 SH   DFND 7,2,1 603 0 0
SEI INVESTMENTS CO COM 784117103 44,355 709,450 SH   DFND 8,2,1 709,450 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 1,141 48,914 SH   DFND 7,2,1 20,600 0 28,314
SL GREEN RLTY CORP COM 78440X101 306 3,047 SH   DFND 7,2,1 3,047 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,785 25,010 SH   DFND 2,1 13,755 0 11,255
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,426 20,000 SH   DFND 7,2,1 0 0 20,000
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 370 9,664 SH   DFND 5,4,2,1 9,664 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,360 33,769 SH   DFND 5,4,2,1 33,769 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,551 32,695 SH   DFND 5,4,2,1 32,695 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 11,886 391,000 SH   DFND 5,4,2,1 391,000 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 8,705 164,180 SH   DFND 5,4,2,1 164,180 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,916 307,675 SH   DFND 5,4,2,1 307,675 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,403 46,188 SH   DFND 5,4,2,1 46,188 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 3,899 75,130 SH   DFND 7,2,1 75,130 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 192 3,700 SH   DFND 6,2,1 0 0 3,700
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,892 69,330 SH   DFND 5,4,2,1 69,330 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 2,441 26,650 SH   DFND 7,2,1 26,650 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 391 4,340 SH   DFND 5,4,2,1 4,340 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 1,232 12,930 SH   DFND 5,4,2,1 12,930 0 0
SP PLUS CORP COM 78469C103 450 12,100 SH   DFND 6,2,1 5,900 0 6,200
SRC ENERGY INC COM 78470V108 7,498 680,400 SH   DFND 6,2,1 429,300 0 251,100
SVB FINL GROUP COM 78486Q101 63 218 SH   DFND 7,2,1 218 0 0
SVB FINL GROUP COM 78486Q101 751 2,600 SH   DFND 6,2,1 0 0 2,600
SABRA HEALTH CARE REIT INC COM 78573L106 44 2,033 SH   DFND 7,2,1 2,033 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 7,562 348,000 SH   DFND 6,2,1 232,400 0 115,600
SABRE CORP COM 78573M104 26 1,062 SH   DFND 7,2,1 1,062 0 0
SABRE CORP COM 78573M104 6,793 275,700 SH   DFND 6,2,1 114,800 0 160,900
SAGE THERAPEUTICS INC COM 78667J108 3,819 24,400 SH   DFND 6,2,1 16,400 0 8,000
SAGE THERAPEUTICS INC COM 78667J108 7,086 45,270 SH   DFND 8,2,1 45,270 0 0
SALESFORCE COM INC COM 79466L302 484 3,549 SH   DFND 7,2,1 3,549 0 0
SALESFORCE COM INC COM 79466L302 90,420 662,900 SH   DFND 6,2,1 484,800 0 178,100
SALESFORCE COM INC COM 79466L302 98,661 723,322 SH   DFND 8,2,1 716,622 0 6,700
SAREPTA THERAPEUTICS INC COM 803607100 3,535 26,746 SH   DFND 6,2,1 17,746 0 9,000
SAREPTA THERAPEUTICS INC COM 803607100 7,979 60,361 SH   DFND 8,2,1 60,361 0 0
SAUL CTRS INC COM 804395101 15,638 291,864 SH   DFND 7,2,1 291,864 0 0
SCHEIN HENRY INC COM 806407102 46 635 SH   DFND 7,2,1 635 0 0
SCHEIN HENRY INC COM 806407102 2,092 28,800 SH   DFND 6,2,1 600 0 28,200
SCHLUMBERGER LTD COM 806857108 445 6,642 SH   DFND 2,1 6,642 0 0
SCHLUMBERGER LTD COM 806857108 6,974 104,046 SH   DFND 7,2,1 103,378 0 668
SCHLUMBERGER LTD COM 806857108 12,340 184,100 SH   DFND 6,2,1 150,700 0 33,400
SCHNITZER STL INDS CL A 806882106 1,680 49,865 SH   DFND 6,2,1 42,835 0 7,030
SCHWAB CHARLES CORP NEW COM 808513105 2,713 53,094 SH   DFND 7,2,1 53,094 0 0
SCHWAB CHARLES CORP NEW COM 808513105 9,745 190,700 SH   DFND 6,2,1 129,200 0 61,500
SCHWAB CHARLES CORP NEW COM 808513105 7,682 150,341 SH   DFND 8,2,1 150,341 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,377 17,016 SH   DFND 7,2,1 17,016 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 2,679 33,100 SH   DFND 6,2,1 25,900 0 7,200
SEACHANGE INTL INC COM 811699107 565 165,303 SH   DFND 6,2,1 115,300 0 50,003
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,425 18,760 SH   DFND 5,4,2,1 18,760 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,301 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 75,055 1,080,400 SH   DFND 5,4,2,1 1,080,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 2,112 94,000 SH   DFND 6,2,1 62,900 0 31,100
SELECT INCOME REIT COM SH BEN INT 81618T100 180 8,000 SH   DFND 8,2,1 0 0 8,000
SEMPRA ENERGY COM 816851109 1,080 9,302 SH   DFND 7,2,1 9,302 0 0
SEMPRA ENERGY COM 816851109 25,266 217,600 SH   DFND 6,2,1 18,500 0 199,100
SEMPRA ENERGY COM 816851109 453 3,900 SH   DFND 8,2,1 3,900 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 71 3,949 SH   DFND 7,2,1 3,949 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 10,396 574,700 SH   DFND 6,2,1 429,100 0 145,600
SENIOR HSG PPTYS TR SH BEN INT 81721M109 195 10,800 SH   DFND 8,2,1 10,800 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 5,018 70,139 SH   DFND 7,2,1 70,139 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 1,836 900,000 SH   DFND 8,2,1 900,000 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 9,125 215,069 SH   DFND 7,2,1 215,069 0 0
SERVICE CORP INTL COM 817565104 4,367 122,017 SH   DFND 7,2,1 122,017 0 0
SERVICE CORP INTL COM 817565104 1,923 53,734 SH   DFND 8,2,1 53,734 0 0
SERVICENOW INC COM 81762P102 132 766 SH   DFND 7,2,1 766 0 0
SERVICENOW INC COM 81762P102 15,798 91,600 SH   DFND 6,2,1 62,400 0 29,200
SERVICENOW INC COM 81762P102 29,579 171,500 SH   DFND 8,2,1 171,500 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 32 1,579 SH   DFND 7,2,1 1,579 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 4,528 222,500 SH   DFND 6,2,1 19,200 0 203,300
SHERWIN WILLIAMS CO COM 824348106 156 382 SH   DFND 7,2,1 358 0 24
SHERWIN WILLIAMS CO COM 824348106 16,344 40,100 SH   DFND 6,2,1 4,700 0 35,400
SHERWIN WILLIAMS CO COM 824348106 326 800 SH   DFND 8,2,1 800 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,066 27,714 SH   DFND 7,2,1 7,500 0 20,214
SHOE CARNIVAL INC COM 824889109 276 8,500 SH   DFND 6,2,1 4,200 0 4,300
SIGMA DESIGNS INC COM 826565103 959 157,200 SH   DFND 6,2,1 95,900 0 61,300
SILICON LABORATORIES INC COM 826919102 1,462 14,681 SH   DFND 2,1 14,681 0 0
SILICON LABORATORIES INC COM 826919102 72,584 728,755 SH   DFND 8,2,1 728,755 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 18,327 15,000,000 PRN   DFND 7,2,1 15,000,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 6,496 122,821 SH   DFND 8,2,1 122,821 0 0
SIMON PPTY GROUP INC NEW COM 828806109 30,410 178,680 SH   DFND 7,2,1 148,513 0 30,167
SIMON PPTY GROUP INC NEW COM 828806109 9,173 53,900 SH   DFND 6,2,1 50,600 0 3,300
SIMON PPTY GROUP INC NEW COM 828806109 528 3,100 SH   DFND 8,2,1 3,100 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5,665 176,200 SH   DFND 6,2,1 122,600 0 53,600
SIRIUS XM HLDGS INC COM 82968B103 47 6,937 SH   DFND 7,2,1 6,937 0 0
SIRIUS XM HLDGS INC COM 82968B103 634 93,700 SH   DFND 6,2,1 0 0 93,700
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,331 19,000 SH   DFND 8,2,1 19,000 0 0
SKECHERS U S A INC CL A 830566105 1,158 38,600 SH   DFND 6,2,1 28,500 0 10,100
SKYWORKS SOLUTIONS INC COM 83088M102 75 776 SH   DFND 7,2,1 776 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,774 28,700 SH   DFND 6,2,1 0 0 28,700
SMITH A O COM 831865209 2,985 50,461 SH   DFND 7,2,1 43,061 0 7,400
SMITH A O COM 831865209 2,223 37,582 SH   DFND 8,2,1 37,582 0 0
SMUCKER J M CO COM NEW 832696405 50 469 SH   DFND 7,2,1 469 0 0
SMUCKER J M CO COM NEW 832696405 1,386 12,900 SH   DFND 6,2,1 0 0 12,900
SNAP ON INC COM 833034101 38 236 SH   DFND 7,2,1 236 0 0
SNAP ON INC COM 833034101 21,344 132,800 SH   DFND 6,2,1 93,145 0 39,655
SNAP ON INC COM 833034101 177 1,100 SH   DFND 8,2,1 1,100 0 0
SOHU COM LTD SPONSORED ADS 83410S108 472 13,300 SH   DFND 6,2,1 3,000 0 10,300
SOHU COM LTD SPONSORED ADS 83410S108 50 1,400 SH   DFND 8,2,1 0 0 1,400
SOLAR CAP LTD COM 83413U100 2,988 146,200 SH   DFND 6,2,1 81,900 0 64,300
SOLAR SR CAP LTD COM 83416M105 776 47,569 SH   DFND 6,2,1 21,100 0 26,469
SOLAREDGE TECHNOLOGIES INC COM 83417M104 684 14,300 SH   DFND 6,2,1 8,800 0 5,500
SONIC CORP COM 835451105 509 14,800 SH   DFND 6,2,1 14,800 0 0
SONOCO PRODS CO COM 835495102 17,078 325,300 SH   DFND 6,2,1 214,600 0 110,700
SONOCO PRODS CO COM 835495102 1,192 22,700 SH   DFND 8,2,1 18,300 0 4,400
SORRENTO THERAPEUTICS INC COM NEW 83587F202 508 70,600 SH   DFND 6,2,1 49,000 0 21,600
SOUTHERN CO COM 842587107 339 7,314 SH   DFND 7,2,1 5,136 0 2,178
SOUTHERN CO COM 842587107 5,817 125,600 SH   DFND 6,2,1 119,300 0 6,300
SOUTHERN COPPER CORP COM 84265V105 1,667 35,561 SH   DFND 8,2,1 0 0 35,561
SOUTHWEST AIRLS CO COM 844741108 28 541 SH   DFND 7,2,1 541 0 0
SOUTHWEST AIRLS CO COM 844741108 443 8,700 SH   DFND 6,2,1 0 0 8,700
SOUTHWEST GAS HOLDINGS INC COM 844895102 6,079 79,700 SH   DFND 6,2,1 31,300 0 48,400
SOUTHWESTERN ENERGY CO COM 845467109 658 124,100 SH   DFND 6,2,1 44,700 0 79,400
SOUTHWESTERN ENERGY CO COM 845467109 417 78,700 SH   DFND 8,2,1 78,700 0 0
SPARK THERAPEUTICS INC COM 84652J103 5,207 62,915 SH   DFND 8,2,1 62,915 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 3,316 191,040 SH   DFND 6,2,1 124,880 0 66,160
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 30 345 SH   DFND 7,2,1 345 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 9,466 110,186 SH   DFND 6,2,1 76,286 0 33,900
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,345 27,300 SH   DFND 8,2,1 24,100 0 3,200
SPIRIT RLTY CAP INC NEW COM 84860W102 61 7,535 SH   DFND 7,2,1 7,535 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,736 838,900 SH   DFND 6,2,1 554,300 0 284,600
SPIRIT RLTY CAP INC NEW COM 84860W102 137 17,100 SH   DFND 8,2,1 17,100 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 21,911 22,030,000 PRN   DFND 7,2,1 20,500,000 0 1,530,000
SPLUNK INC COM 848637104 1,972 19,896 SH   DFND 7,2,1 19,896 0 0
SPLUNK INC COM 848637104 18,860 190,297 SH   DFND 8,2,1 190,297 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 4,392 370,621 SH   DFND 8,2,1 370,621 0 0
SQUARE INC CL A 852234103 5,827 94,526 SH   DFND 2,1 94,526 0 0
SQUARE INC CL A 852234103 73 1,183 SH   DFND 7,2,1 1,183 0 0
SQUARE INC CL A 852234103 25,272 410,000 SH   DFND 6,2,1 317,700 0 92,300
SQUARE INC CL A 852234103 9,286 150,656 SH   DFND 8,2,1 150,656 0 0
STAAR SURGICAL CO COM PAR $0.01 852312305 471 15,178 SH   DFND 6,2,1 8,100 0 7,078
STAMPS COM INC COM NEW 852857200 20,049 79,228 SH   DFND 6,2,1 52,928 0 26,300
STAMPS COM INC COM NEW 852857200 911 3,600 SH   DFND 8,2,1 3,600 0 0
STANDARD MTR PRODS INC COM 853666105 522 10,800 SH   DFND 6,2,1 10,800 0 0
STANLEY BLACK & DECKER INC COM 854502101 443 3,336 SH   DFND 2,1 3,336 0 0
STANLEY BLACK & DECKER INC COM 854502101 86 651 SH   DFND 7,2,1 651 0 0
STANLEY BLACK & DECKER INC COM 854502101 43,668 328,800 SH   DFND 6,2,1 230,300 0 98,500
STANLEY BLACK & DECKER INC COM 854502101 5,950 44,800 SH   DFND 8,2,1 36,600 0 8,200
STARBUCKS CORP COM 855244109 11,367 232,700 SH   DFND 7,2,1 115,269 0 117,431
STARBUCKS CORP COM 855244109 26,980 552,300 SH   DFND 6,2,1 197,500 0 354,800
STARBUCKS CORP COM 855244109 59,253 1,212,955 SH   DFND 8,2,1 1,212,955 0 0
STARS GROUP INC COM 85570W100 2,752 75,800 SH   DFND 6,2,1 68,100 0 7,700
STATE STR CORP COM 857477103 142 1,528 SH   DFND 7,2,1 1,528 0 0
STATE STR CORP COM 857477103 6,572 70,600 SH   DFND 6,2,1 2,700 0 67,900
STEEL DYNAMICS INC COM 858119100 48 1,052 SH   DFND 7,2,1 1,052 0 0
STEEL DYNAMICS INC COM 858119100 919 20,000 SH   DFND 6,2,1 0 0 20,000
STEELCASE INC CL A 858155203 163 12,100 SH   DFND 6,2,1 0 0 12,100
STELLUS CAP INVT CORP COM 858568108 597 46,700 SH   DFND 6,2,1 13,200 0 33,500
STEMLINE THERAPEUTICS INC COM 85858C107 7,254 451,988 SH   DFND 8,2,1 451,988 0 0
STEWART INFORMATION SVCS COR COM 860372101 1,404 32,600 SH   DFND 6,2,1 26,300 0 6,300
STONERIDGE INC COM 86183P102 3,171 90,244 SH   DFND 6,2,1 79,244 0 11,000
STORE CAP CORP COM 862121100 12,553 458,154 SH   DFND 7,2,1 458,154 0 0
STRYKER CORP COM 863667101 1,260 7,461 SH   DFND 2,1 7,461 0 0
STRYKER CORP COM 863667101 2,972 17,600 SH   DFND 7,2,1 17,600 0 0
STRYKER CORP COM 863667101 39,783 235,600 SH   DFND 6,2,1 57,100 0 178,500
STRYKER CORP COM 863667101 65,966 390,657 SH   DFND 8,2,1 390,657 0 0
STURM RUGER & CO INC COM 864159108 1,204 21,500 SH   DFND 6,2,1 16,800 0 4,700
SUMMIT FINANCIAL GROUP INC COM 86606G101 254 9,465 SH   DFND 6,2,1 6,700 0 2,765
SUMMIT HOTEL PPTYS INC COM 866082100 1,483 103,600 SH   DFND 6,2,1 79,900 0 23,700
SUN LIFE FINL INC COM 866796105 35 864 SH   DFND 7,2,1 864 0 0
SUN LIFE FINL INC COM 866796105 2,147 53,500 SH   DFND 6,2,1 47,800 0 5,700
SUN LIFE FINL INC COM 866796105 442 11,000 SH   DFND 8,2,1 11,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 5,284 129,902 SH   DFND 7,2,1 127,554 0 2,348
SUNCOR ENERGY INC NEW COM 867224107 854 21,000 SH   DFND 6,2,1 16,000 0 5,000
SUNCOR ENERGY INC NEW COM 867224107 28 700 SH   DFND 8,2,1 700 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 61 3,657 SH   DFND 7,2,1 3,657 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,196 132,154 SH   DFND 6,2,1 97,500 0 34,654
SUNTRUST BKS INC COM 867914103 129 1,950 SH   DFND 7,2,1 1,950 0 0
SUNTRUST BKS INC COM 867914103 10,959 166,000 SH   DFND 6,2,1 25,700 0 140,300
SUNTRUST BKS INC COM 867914103 99 1,500 SH   DFND 8,2,1 1,500 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 7,565 126,395 SH   DFND 8,2,1 126,395 0 0
SYKES ENTERPRISES INC COM 871237103 6,225 216,300 SH   DFND 6,2,1 144,900 0 71,400
SYMANTEC CORP COM 871503108 17,338 839,631 SH   DFND 7,2,1 839,631 0 0
SYMANTEC CORP COM 871503108 19,489 943,800 SH   DFND 6,2,1 775,600 0 168,200
SYMANTEC CORP COM 871503108 2,323 112,500 SH   DFND 8,2,1 84,300 0 28,200
SYNAPTICS INC COM 87157D109 2,362 46,900 SH   DFND 6,2,1 32,500 0 14,400
SYNOPSYS INC COM 871607107 53 621 SH   DFND 7,2,1 621 0 0
SYNOPSYS INC COM 871607107 15,355 179,440 SH   DFND 6,2,1 42,640 0 136,800
SYNOPSYS INC COM 871607107 77 900 SH   DFND 8,2,1 900 0 0
SYNCHRONY FINL COM 87165B103 105 3,142 SH   DFND 7,2,1 3,142 0 0
SYNCHRONY FINL COM 87165B103 4,613 138,200 SH   DFND 6,2,1 5,700 0 132,500
SYSCO CORP COM 871829107 144 2,104 SH   DFND 7,2,1 2,104 0 0
SYSCO CORP COM 871829107 21,914 320,900 SH   DFND 6,2,1 33,700 0 287,200
SYSCO CORP COM 871829107 574 8,400 SH   DFND 8,2,1 8,400 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 5,334 97,384 SH   DFND 2,1 97,384 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 7,734 141,209 SH   DFND 7,2,1 1,227 0 139,982
TD AMERITRADE HLDG CORP COM 87236Y108 4,425 80,800 SH   DFND 6,2,1 10,200 0 70,600
TD AMERITRADE HLDG CORP COM 87236Y108 17,292 315,728 SH   DFND 8,2,1 315,728 0 0
TJX COS INC NEW COM 872540109 3,921 41,194 SH   DFND 7,2,1 28,705 0 12,489
TJX COS INC NEW COM 872540109 39,823 418,400 SH   DFND 6,2,1 95,000 0 323,400
TJX COS INC NEW COM 872540109 50,269 528,150 SH   DFND 8,2,1 528,150 0 0
TTM TECHNOLOGIES INC COM 87305R109 421 23,900 SH   DFND 6,2,1 0 0 23,900
TABLEAU SOFTWARE INC CL A 87336U105 7,631 78,070 SH   DFND 2,1 78,070 0 0
TABLEAU SOFTWARE INC CL A 87336U105 7,806 79,859 SH   DFND 8,2,1 79,859 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,037 55,716 SH   DFND 2,1 55,716 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 8,458 231,347 SH   DFND 7,2,1 182,782 0 48,565
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 30,010 820,851 SH   DFND 8,2,1 507,260 0 313,591
TAILORED BRANDS INC COM 87403A107 3,537 138,600 SH   DFND 6,2,1 92,800 0 45,800
TAL ED GROUP SPONSORED ADS 874080104 85 2,318 SH   DFND 2,1 2,318 0 0
TAL ED GROUP SPONSORED ADS 874080104 27,084 735,979 SH   DFND 7,2,1 735,979 0 0
TAL ED GROUP SPONSORED ADS 874080104 4,117 111,884 SH   DFND 8,2,1 0 0 111,884
TAPESTRY INC COM 876030107 132 2,825 SH   DFND 7,2,1 2,825 0 0
TAPESTRY INC COM 876030107 425 9,100 SH   DFND 6,2,1 0 0 9,100
TARGET CORP COM 87612E106 397 5,209 SH   DFND 7,2,1 3,309 0 1,900
TARGET CORP COM 87612E106 33,714 442,900 SH   DFND 6,2,1 265,400 0 177,500
TARGET CORP COM 87612E106 3,715 48,800 SH   DFND 8,2,1 33,600 0 15,200
TARGA RES CORP COM 87612G101 261 5,264 SH   DFND 7,2,1 5,264 0 0
TARGA RES CORP COM 87612G101 569 11,500 SH   DFND 6,2,1 11,500 0 0
TASEKO MINES LTD COM 876511106 866 801,500 SH   DFND 6,2,1 527,800 0 273,700
TATA MTRS LTD SPONSORED ADR 876568502 245 12,531 SH   DFND 7,2,1 455 0 12,076
TAYLOR MORRISON HOME CORP CL A 87724P106 308 14,800 SH   DFND 6,2,1 14,800 0 0
TECK RESOURCES LTD CL B 878742204 62 2,446 SH   DFND 7,2,1 800 0 1,646
TECK RESOURCES LTD CL B 878742204 7,029 276,200 SH   DFND 6,2,1 244,600 0 31,600
TECK RESOURCES LTD CL B 878742204 1,779 69,900 SH   DFND 8,2,1 69,900 0 0
TEGNA INC COM 87901J105 137 12,591 SH   DFND 7,2,1 12,591 0 0
TEGNA INC COM 87901J105 11,094 1,022,445 SH   DFND 6,2,1 612,845 0 409,600
TEGNA INC COM 87901J105 782 72,100 SH   DFND 8,2,1 45,100 0 27,000
TELEFLEX INC COM 879369106 53 199 SH   DFND 7,2,1 199 0 0
TELEFLEX INC COM 879369106 1,770 6,600 SH   DFND 6,2,1 0 0 6,600
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 918 77,306 SH   DFND 7,2,1 30,200 0 47,106
TERADATA CORP DEL COM 88076W103 11,463 285,500 SH   DFND 6,2,1 200,900 0 84,600
TERADYNE INC COM 880770102 2,126 55,846 SH   DFND 2,1 55,846 0 0
TERADYNE INC COM 880770102 100,310 2,634,879 SH   DFND 8,2,1 2,634,879 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 15,840 11,900,000 PRN   DFND 7,2,1 11,000,000 0 900,000
TEREX CORP NEW COM 880779103 1,633 38,700 SH   DFND 6,2,1 15,900 0 22,800
TESARO INC COM 881569107 2 53 SH   DFND 7,2,1 53 0 0
TESARO INC COM 881569107 6,509 146,366 SH   DFND 8,2,1 146,366 0 0
TESLA INC COM 88160R101 565 1,648 SH   DFND 2,1 1,648 0 0
TESLA INC COM 88160R101 239 697 SH   DFND 7,2,1 697 0 0
TESLA INC COM 88160R101 583 1,700 SH   DFND 6,2,1 800 0 900
TESLA INC COM 88160R101 26,430 77,067 SH   DFND 8,2,1 77,067 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 14,089 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
TETRAPHASE PHARMACEUTICALS I COM 88165N105 772 216,337 SH   DFND 6,2,1 104,437 0 111,900
TEXAS INSTRS INC COM 882508104 1,849 16,774 SH   DFND 2,1 16,774 0 0
TEXAS INSTRS INC COM 882508104 1,432 12,988 SH   DFND 7,2,1 5,113 0 7,875
TEXAS INSTRS INC COM 882508104 52,170 473,200 SH   DFND 6,2,1 135,700 0 337,500
TEXAS INSTRS INC COM 882508104 98,629 894,597 SH   DFND 8,2,1 894,597 0 0
THERAPEUTICSMD INC COM 88338N107 6,627 1,062,046 SH   DFND 8,2,1 1,062,046 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,200 10,622 SH   DFND 2,1 10,622 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 7,713 37,238 SH   DFND 7,2,1 15,749 0 21,489
THERMO FISHER SCIENTIFIC INC COM 883556102 28,875 139,400 SH   DFND 6,2,1 49,500 0 89,900
THERMO FISHER SCIENTIFIC INC COM 883556102 149,146 720,025 SH   DFND 8,2,1 720,025 0 0
THOMSON REUTERS CORP COM 884903105 16 400 SH   DFND 7,2,1 400 0 0
THOMSON REUTERS CORP COM 884903105 9,385 232,755 SH   DFND 6,2,1 38,700 0 194,055
THOMSON REUTERS CORP COM 884903105 613 15,200 SH   DFND 8,2,1 9,000 0 6,200
3M CO COM 88579Y101 459 2,334 SH   DFND 2,1 2,334 0 0
3M CO COM 88579Y101 27,396 139,262 SH   DFND 7,2,1 23,983 0 115,279
3M CO COM 88579Y101 45,580 231,700 SH   DFND 6,2,1 84,500 0 147,200
3M CO COM 88579Y101 13,259 67,399 SH   DFND 8,2,1 67,399 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 347 20,609 SH   DFND 7,2,1 0 0 20,609
TIMBERLAND BANCORP INC COM 887098101 310 8,300 SH   DFND 6,2,1 7,600 0 700
TIMKEN CO COM 887389104 10,613 243,700 SH   DFND 6,2,1 159,300 0 84,400
TIMKEN CO COM 887389104 553 12,700 SH   DFND 8,2,1 12,700 0 0
TITAN MACHY INC COM 88830R101 199 12,800 SH   DFND 6,2,1 6,200 0 6,600
TIVO CORP COM 88870P106 8,730 649,100 SH   DFND 6,2,1 392,800 0 256,300
TIVO CORP COM 88870P106 179 13,300 SH   DFND 8,2,1 0 0 13,300
TORCHMARK CORP COM 891027104 38 463 SH   DFND 7,2,1 463 0 0
TORCHMARK CORP COM 891027104 871 10,700 SH   DFND 6,2,1 10,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 11,871 205,160 SH   DFND 7,2,1 64,315 0 140,845
TORONTO DOMINION BK ONT COM NEW 891160509 51,779 894,900 SH   DFND 6,2,1 90,800 0 804,100
TORONTO DOMINION BK ONT COM NEW 891160509 15,923 275,207 SH   DFND 8,2,1 275,207 0 0
TRACTOR SUPPLY CO COM 892356106 42 554 SH   DFND 7,2,1 554 0 0
TRACTOR SUPPLY CO COM 892356106 12,200 159,500 SH   DFND 6,2,1 144,400 0 15,100
TRANSCANADA CORP COM 89353D107 967 22,390 SH   DFND 7,2,1 20,690 0 1,700
TRANSCANADA CORP COM 89353D107 255 5,900 SH   DFND 6,2,1 3,700 0 2,200
TRANSDIGM GROUP INC COM 893641100 69 201 SH   DFND 7,2,1 201 0 0
TRANSDIGM GROUP INC COM 893641100 1,346 3,900 SH   DFND 6,2,1 1,300 0 2,600
TRANSDIGM GROUP INC COM 893641100 104 300 SH   DFND 8,2,1 300 0 0
TRANSUNION COM 89400J107 40 554 SH   DFND 7,2,1 554 0 0
TRANSUNION COM 89400J107 3,238 45,200 SH   DFND 6,2,1 0 0 45,200
TRAVELERS COMPANIES INC COM 89417E109 138 1,128 SH   DFND 7,2,1 1,128 0 0
TRAVELERS COMPANIES INC COM 89417E109 7,646 62,500 SH   DFND 6,2,1 49,000 0 13,500
TRAVELZOO COM NEW 89421Q205 214 12,500 SH   DFND 6,2,1 6,600 0 5,900
TREDEGAR CORP COM 894650100 711 30,245 SH   DFND 6,2,1 21,500 0 8,745
TREX CO INC COM 89531P105 338 5,400 SH   DFND 6,2,1 0 0 5,400
TRICO BANCSHARES COM 896095106 607 16,200 SH   DFND 6,2,1 10,500 0 5,700
TRIMBLE INC COM 896239100 1,835 55,877 SH   DFND 2,1 55,877 0 0
TRIMBLE INC COM 896239100 204 6,204 SH   DFND 7,2,1 1,104 0 5,100
TRIMBLE INC COM 896239100 95,564 2,909,985 SH   DFND 8,2,1 2,909,985 0 0
TRINET GROUP INC COM 896288107 6,120 109,400 SH   DFND 6,2,1 64,300 0 45,100
TRIPLE-S MGMT CORP CL B 896749108 547 14,000 SH   DFND 6,2,1 6,700 0 7,300
TRIPADVISOR INC COM 896945201 28 503 SH   DFND 7,2,1 503 0 0
TRIPADVISOR INC COM 896945201 1,816 32,600 SH   DFND 6,2,1 31,000 0 1,600
TRUEBLUE INC COM 89785X101 1,100 40,800 SH   DFND 6,2,1 29,300 0 11,500
TRUPANION INC COM 898202106 4,142 107,293 SH   DFND 7,2,1 107,293 0 0
TRUSTMARK CORP COM 898402102 1,723 52,800 SH   DFND 6,2,1 38,000 0 14,800
TTEC HLDGS INC COM 89854H102 506 14,652 SH   DFND 6,2,1 8,400 0 6,252
TUESDAY MORNING CORP COM NEW 899035505 199 65,400 SH   DFND 6,2,1 19,800 0 45,600
TUPPERWARE BRANDS CORP COM 899896104 3,419 82,900 SH   DFND 6,2,1 49,000 0 33,900
TUPPERWARE BRANDS CORP COM 899896104 355 8,600 SH   DFND 8,2,1 8,600 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 361 7,261 SH   DFND 7,2,1 6,613 0 648
TWENTY FIRST CENTY FOX INC CL A 90130A101 13,610 273,900 SH   DFND 6,2,1 187,100 0 86,800
TWILIO INC CL A 90138F102 6,354 113,418 SH   DFND 8,2,1 113,418 0 0
TWITTER INC COM 90184L102 124 2,836 SH   DFND 7,2,1 2,836 0 0
TWITTER INC COM 90184L102 44,639 1,022,200 SH   DFND 6,2,1 802,100 0 220,100
TWITTER INC COM 90184L102 6,935 158,795 SH   DFND 8,2,1 131,295 0 27,500
2U INC COM 90214J101 1,253 15,000 SH   DFND 6,2,1 15,000 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,536 11,417 SH   DFND 8,2,1 11,417 0 0
TYSON FOODS INC CL A 902494103 85 1,241 SH   DFND 7,2,1 1,241 0 0
TYSON FOODS INC CL A 902494103 3,140 45,600 SH   DFND 6,2,1 6,100 0 39,500
TYSON FOODS INC CL A 902494103 131 1,900 SH   DFND 8,2,1 1,900 0 0
UDR INC COM 902653104 307 8,179 SH   DFND 7,2,1 8,179 0 0
UDR INC COM 902653104 897 23,900 SH   DFND 6,2,1 23,900 0 0
UGI CORP NEW COM 902681105 38 722 SH   DFND 7,2,1 722 0 0
UGI CORP NEW COM 902681105 734 14,100 SH   DFND 6,2,1 0 0 14,100
US BANCORP DEL COM NEW 902973304 7,868 157,304 SH   DFND 7,2,1 155,107 0 2,197
US BANCORP DEL COM NEW 902973304 45,308 905,800 SH   DFND 6,2,1 215,300 0 690,500
US BANCORP DEL COM NEW 902973304 14,616 292,207 SH   DFND 8,2,1 285,207 0 7,000
ULTA BEAUTY INC COM 90384S303 56 241 SH   DFND 7,2,1 241 0 0
ULTA BEAUTY INC COM 90384S303 398 1,705 SH   DFND 8,2,1 1,705 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,718 14,450 SH   DFND 7,2,1 14,450 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 64,146 249,296 SH   DFND 8,2,1 249,296 0 0
ULTRA PETROLEUM CORP COM NEW 903914208 70 30,300 SH   DFND 6,2,1 0 0 30,300
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 15,182 197,503 SH   DFND 8,2,1 197,503 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 247 20,856 SH   DFND 7,2,1 12,209 0 8,647
UMPQUA HLDGS CORP COM 904214103 5,684 251,612 SH   DFND 7,2,1 251,612 0 0
UMPQUA HLDGS CORP COM 904214103 6,800 301,000 SH   DFND 6,2,1 156,900 0 144,100
UNION PAC CORP COM 907818108 480 3,386 SH   DFND 2,1 3,386 0 0
UNION PAC CORP COM 907818108 15,108 106,633 SH   DFND 7,2,1 54,166 0 52,467
UNION PAC CORP COM 907818108 56,955 402,000 SH   DFND 6,2,1 99,400 0 302,600
UNION PAC CORP COM 907818108 72,208 509,656 SH   DFND 8,2,1 509,656 0 0
UNIT CORP COM 909218109 2,610 102,100 SH   DFND 6,2,1 80,800 0 21,300
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 480 170,305 SH   DFND 7,2,1 52,300 0 118,005
UNITED NAT FOODS INC COM 911163103 5,512 129,200 SH   DFND 6,2,1 89,200 0 40,000
UNITED PARCEL SERVICE INC CL B 911312106 1,777 16,727 SH   DFND 7,2,1 16,283 0 444
UNITED PARCEL SERVICE INC CL B 911312106 37,191 350,100 SH   DFND 6,2,1 108,500 0 241,600
UNITED PARCEL SERVICE INC CL B 911312106 616 5,800 SH   DFND 8,2,1 5,800 0 0
UNITED RENTALS INC COM 911363109 989 6,701 SH   DFND 7,2,1 358 0 6,343
UNITED RENTALS INC COM 911363109 813 5,508 SH   DFND 6,2,1 308 0 5,200
UNITED RENTALS INC COM 911363109 18,752 127,028 SH   DFND 8,2,1 127,028 0 0
UNITED TECHNOLOGIES CORP COM 913017109 12,900 103,177 SH   DFND 7,2,1 96,803 0 6,374
UNITED TECHNOLOGIES CORP COM 913017109 37,384 299,000 SH   DFND 6,2,1 108,100 0 190,900
UNITED TECHNOLOGIES CORP COM 913017109 2,000 16,000 SH   DFND 8,2,1 4,600 0 11,400
UNITED THERAPEUTICS CORP DEL COM 91307C102 21 188 SH   DFND 7,2,1 188 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 5,771 51,000 SH   DFND 6,2,1 33,800 0 17,200
UNITEDHEALTH GROUP INC COM 91324P102 483 1,968 SH   DFND 2,1 1,968 0 0
UNITEDHEALTH GROUP INC COM 91324P102 31,510 128,432 SH   DFND 7,2,1 64,823 0 63,609
UNITEDHEALTH GROUP INC COM 91324P102 91,831 374,300 SH   DFND 6,2,1 134,800 0 239,500
UNITEDHEALTH GROUP INC COM 91324P102 87,747 357,654 SH   DFND 8,2,1 356,554 0 1,100
UNIVAR INC COM 91336L107 3,165 120,629 SH   DFND 7,2,1 120,629 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,095 31,200 SH   DFND 6,2,1 21,300 0 9,900
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 453 17,263 SH   DFND 6,2,1 9,663 0 7,600
UNIVERSAL HLTH SVCS INC CL B 913903100 42 374 SH   DFND 7,2,1 374 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 189 1,700 SH   DFND 6,2,1 0 0 1,700
UNIVERSAL HLTH SVCS INC CL B 913903100 8,010 71,878 SH   DFND 8,2,1 71,878 0 0
UNUM GROUP COM 91529Y106 34 925 SH   DFND 7,2,1 925 0 0
UNUM GROUP COM 91529Y106 14,866 401,900 SH   DFND 6,2,1 394,000 0 7,900
URBAN OUTFITTERS INC COM 917047102 410 9,200 SH   DFND 6,2,1 3,200 0 6,000
URBAN EDGE PPTYS COM 91704F104 17,247 754,113 SH   DFND 7,2,1 754,113 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 477 21,100 SH   DFND 6,2,1 11,370 0 9,730
V F CORP COM 918204108 117 1,433 SH   DFND 7,2,1 1,433 0 0
V F CORP COM 918204108 16,744 205,400 SH   DFND 6,2,1 23,800 0 181,600
V F CORP COM 918204108 399 4,900 SH   DFND 8,2,1 4,900 0 0
VAIL RESORTS INC COM 91879Q109 49 178 SH   DFND 7,2,1 178 0 0
VAIL RESORTS INC COM 91879Q109 3,948 14,400 SH   DFND 6,2,1 2,100 0 12,300
VAIL RESORTS INC COM 91879Q109 110 400 SH   DFND 8,2,1 400 0 0
VALHI INC NEW COM 918905100 1,838 386,168 SH   DFND 6,2,1 244,462 0 141,706
VALEANT PHARMACEUTICALS INTL COM 91911K102 958 41,203 SH   DFND 7,2,1 19,100 0 22,103
VALE S A ADR 91912E105 2,921 227,878 SH   DFND 7,2,1 82,793 0 145,085
VALERO ENERGY CORP NEW COM 91913Y100 4,652 41,976 SH   DFND 7,2,1 12,405 0 29,571
VALERO ENERGY CORP NEW COM 91913Y100 78,745 710,500 SH   DFND 6,2,1 483,300 0 227,200
VALERO ENERGY CORP NEW COM 91913Y100 7,814 70,500 SH   DFND 8,2,1 60,300 0 10,200
VALLEY NATL BANCORP COM 919794107 178 14,600 SH   DFND 6,2,1 14,600 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 260 3,330 SH   DFND 5,4,2,1 3,330 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,190 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 1,898 38,860 SH   DFND 5,4,2,1 38,860 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 4,835 88,370 SH   DFND 5,4,2,1 88,370 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,023 17,620 SH   DFND 5,4,2,1 17,620 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,541 155,000 SH   DFND 5,4,2,1 155,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 6,179 88,300 SH   DFND 5,4,2,1 88,300 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 222 3,950 SH   DFND 2,1 0 0 3,950
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 38,269 681,800 SH   DFND 5,4,2,1 681,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 922 8,770 SH   DFND 5,4,2,1 8,770 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 74,265 409,400 SH   DFND 5,4,2,1 409,400 0 0
VARONIS SYS INC COM 922280102 983 13,200 SH   DFND 6,2,1 6,700 0 6,500
VECTRUS INC COM 92242T101 2,024 65,673 SH   DFND 6,2,1 41,362 0 24,311
VEEVA SYS INC CL A COM 922475108 38 493 SH   DFND 7,2,1 493 0 0
VEEVA SYS INC CL A COM 922475108 7,148 93,000 SH   DFND 8,2,1 93,000 0 0
VENTAS INC COM 92276F100 1,200 21,065 SH   DFND 7,2,1 21,065 0 0
VENTAS INC COM 92276F100 2,470 43,371 SH   DFND 8,2,1 43,371 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 2,933 11,755 SH   DFND 7,2,1 0 0 11,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 39,070 353,700 SH   DFND 5,4,2,1 353,700 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 6,384 47,500 SH   DFND 5,4,2,1 47,500 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 38,935 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 114,621 765,112 SH   DFND 5,4,2,1 765,112 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 44,408 427,701 SH   DFND 5,4,2,1 427,701 0 0
VERA BRADLEY INC COM 92335C106 3,170 225,799 SH   DFND 6,2,1 157,920 0 67,879
VERASTEM INC COM 92337C104 163 23,700 SH   DFND 6,2,1 23,700 0 0
VEREIT INC COM 92339V100 812 109,121 SH   DFND 7,2,1 109,121 0 0
VEREIT INC COM 92339V100 6,864 922,600 SH   DFND 6,2,1 610,700 0 311,900
VEREIT INC COM 92339V100 449 60,300 SH   DFND 8,2,1 60,300 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,677 112,850 SH   DFND 7,2,1 17,192 0 95,658
VERIZON COMMUNICATIONS INC COM 92343V104 95,084 1,889,959 SH   DFND 6,2,1 1,411,859 0 478,100
VERIZON COMMUNICATIONS INC COM 92343V104 13,513 268,589 SH   DFND 8,2,1 266,489 0 2,100
VERINT SYS INC COM 92343X100 2,283 51,473 SH   DFND 7,2,1 51,473 0 0
VERINT SYS INC COM 92343X100 11,380 256,600 SH   DFND 6,2,1 175,300 0 81,300
VERINT SYS INC COM 92343X100 231 5,200 SH   DFND 8,2,1 0 0 5,200
VERISK ANALYTICS INC COM 92345Y106 69 644 SH   DFND 7,2,1 644 0 0
VERISK ANALYTICS INC COM 92345Y106 5,608 52,100 SH   DFND 6,2,1 5,300 0 46,800
VERISK ANALYTICS INC COM 92345Y106 312 2,900 SH   DFND 8,2,1 2,900 0 0
VERMILION ENERGY INC COM 923725105 511 14,200 SH   DFND 7,2,1 14,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 182 1,069 SH   DFND 7,2,1 1,069 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 58,405 343,639 SH   DFND 6,2,1 277,239 0 66,400
VERTEX PHARMACEUTICALS INC COM 92532F100 78,075 459,373 SH   DFND 8,2,1 453,873 0 5,500
VIACOM INC NEW CL B 92553P201 45 1,497 SH   DFND 7,2,1 1,497 0 0
VIACOM INC NEW CL B 92553P201 40,799 1,352,750 SH   DFND 6,2,1 978,550 0 374,200
VIACOM INC NEW CL B 92553P201 6,056 200,800 SH   DFND 8,2,1 179,800 0 21,000
VILLAGE SUPER MKT INC CL A NEW 927107409 995 33,761 SH   DFND 6,2,1 26,071 0 7,690
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 36 3,307 SH   DFND 2,1 3,307 0 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 398 36,700 SH   DFND 6,2,1 36,700 0 0
VISA INC COM CL A 92826C839 15,037 113,530 SH   DFND 2,1 113,530 0 0
VISA INC COM CL A 92826C839 24,517 185,106 SH   DFND 7,2,1 139,532 0 45,574
VISA INC COM CL A 92826C839 99,046 747,800 SH   DFND 6,2,1 294,900 0 452,900
VISA INC COM CL A 92826C839 127,540 962,930 SH   DFND 8,2,1 962,930 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 6,294 271,282 SH   DFND 6,2,1 175,800 0 95,482
VISHAY PRECISION GROUP INC COM 92835K103 1,262 33,074 SH   DFND 6,2,1 20,152 0 12,922
VORNADO RLTY TR SH BEN INT 929042109 370 5,000 SH   DFND 7,2,1 5,000 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 540 27,658 SH   DFND 8,2,1 27,658 0 0
VULCAN MATLS CO COM 929160109 74 575 SH   DFND 7,2,1 575 0 0
VULCAN MATLS CO COM 929160109 2,129 16,500 SH   DFND 6,2,1 1,200 0 15,300
WABASH NATL CORP COM 929566107 1,092 58,500 SH   DFND 6,2,1 30,600 0 27,900
WABTEC CORP COM 929740108 4,589 46,546 SH   DFND 7,2,1 46,546 0 0
WABTEC CORP COM 929740108 256 2,600 SH   DFND 6,2,1 0 0 2,600
WADDELL & REED FINL INC CL A 930059100 6,996 389,300 SH   DFND 6,2,1 271,800 0 117,500
WALMART INC COM 931142103 483 5,645 SH   DFND 2,1 5,645 0 0
WALMART INC COM 931142103 2,510 29,308 SH   DFND 7,2,1 4,189 0 25,119
WALMART INC COM 931142103 23,545 274,900 SH   DFND 6,2,1 159,000 0 115,900
WALGREENS BOOTS ALLIANCE INC COM 931427108 750 12,505 SH   DFND 7,2,1 5,883 0 6,622
WALGREENS BOOTS ALLIANCE INC COM 931427108 20,315 338,500 SH   DFND 6,2,1 129,500 0 209,000
WALGREENS BOOTS ALLIANCE INC COM 931427108 2,491 41,500 SH   DFND 8,2,1 41,500 0 0
WALKER & DUNLOP INC COM 93148P102 7,006 125,900 SH   DFND 6,2,1 88,300 0 37,600
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 495 16,313 SH   DFND 7,2,1 16,313 0 0
WASTE CONNECTIONS INC COM 94106B101 88 1,166 SH   DFND 7,2,1 1,166 0 0
WASTE CONNECTIONS INC COM 94106B101 4,841 64,300 SH   DFND 6,2,1 0 0 64,300
WASTE MGMT INC DEL COM 94106L109 470 5,781 SH   DFND 2,1 5,781 0 0
WASTE MGMT INC DEL COM 94106L109 149 1,832 SH   DFND 7,2,1 1,832 0 0
WASTE MGMT INC DEL COM 94106L109 25,053 308,000 SH   DFND 6,2,1 30,600 0 277,400
WASTE MGMT INC DEL COM 94106L109 390 4,800 SH   DFND 8,2,1 4,800 0 0
WATERS CORP COM 941848103 65 336 SH   DFND 7,2,1 336 0 0
WATERS CORP COM 941848103 4,259 22,000 SH   DFND 6,2,1 0 0 22,000
WAYFAIR INC CL A 94419L101 1,093 9,200 SH   DFND 6,2,1 7,500 0 1,700
WEB COM GROUP INC COM 94733A104 5,607 216,900 SH   DFND 6,2,1 155,700 0 61,200
WEIS MKTS INC COM 948849104 288 5,400 SH   DFND 6,2,1 5,400 0 0
WELBILT INC COM 949090104 5,242 234,952 SH   DFND 7,2,1 234,952 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 25,814 7,900,000 PRN   DFND 7,2,1 0 0 7,900,000
WELLS FARGO CO NEW COM 949746101 21,087 380,353 SH   DFND 7,2,1 209,184 0 171,169
WELLS FARGO CO NEW COM 949746101 15,204 274,250 SH   DFND 8,2,1 274,250 0 0
WELLTOWER INC COM 95040Q104 24,942 397,862 SH   DFND 7,2,1 397,862 0 0
WELLTOWER INC COM 95040Q104 13,786 219,900 SH   DFND 6,2,1 214,000 0 5,900
WELLTOWER INC COM 95040Q104 1,696 27,055 SH   DFND 8,2,1 27,055 0 0
WESCO INTL INC COM 95082P105 4,368 76,500 SH   DFND 6,2,1 51,300 0 25,200
WESTERN ALLIANCE BANCORP COM 957638109 11,582 204,600 SH   DFND 8,2,1 204,600 0 0
WESTERN DIGITAL CORP COM 958102105 96 1,241 SH   DFND 7,2,1 1,241 0 0
WESTERN DIGITAL CORP COM 958102105 6,433 83,100 SH   DFND 6,2,1 70,600 0 12,500
WESTERN DIGITAL CORP COM 958102105 279 3,600 SH   DFND 8,2,1 0 0 3,600
WESTERN UN CO COM 959802109 39 1,898 SH   DFND 7,2,1 1,898 0 0
WESTERN UN CO COM 959802109 32,717 1,609,300 SH   DFND 6,2,1 1,122,500 0 486,800
WESTERN UN CO COM 959802109 4,233 208,200 SH   DFND 8,2,1 193,300 0 14,900
WEYCO GROUP INC COM 962149100 902 24,780 SH   DFND 6,2,1 15,300 0 9,480
WEYERHAEUSER CO COM 962166104 114 3,136 SH   DFND 7,2,1 3,136 0 0
WEYERHAEUSER CO COM 962166104 1,101 30,200 SH   DFND 6,2,1 5,100 0 25,100
WHEATON PRECIOUS METALS CORP COM 962879102 1,897 86,009 SH   DFND 7,2,1 86,009 0 0
WHIRLPOOL CORP COM 963320106 41 281 SH   DFND 7,2,1 281 0 0
WHIRLPOOL CORP COM 963320106 23,060 157,700 SH   DFND 6,2,1 143,906 0 13,794
WHIRLPOOL CORP COM 963320106 3,524 24,100 SH   DFND 8,2,1 22,000 0 2,100
WHITEHORSE FIN INC COM 96524V106 482 33,217 SH   DFND 6,2,1 26,417 0 6,800
WHITESTONE REIT COM 966084204 1,874 150,200 SH   DFND 6,2,1 119,400 0 30,800
WILLIAMS COS INC DEL COM 969457100 93 3,437 SH   DFND 7,2,1 3,437 0 0
WILLIAMS COS INC DEL COM 969457100 1,130 41,700 SH   DFND 6,2,1 14,100 0 27,600
WILLIAMS SONOMA INC COM 969904101 2,425 39,500 SH   DFND 6,2,1 25,400 0 14,100
WILLIAMS SONOMA INC COM 969904101 110 1,800 SH   DFND 8,2,1 0 0 1,800
WISDOMTREE TR FUTRE STRAT FD 97717W125 2,162 54,260 SH   DFND 5,4,2,1 54,260 0 0
WOLVERINE WORLD WIDE INC COM 978097103 883 25,400 SH   DFND 6,2,1 12,300 0 13,100
WORKDAY INC CL A 98138H101 5,933 48,983 SH   DFND 2,1 48,983 0 0
WORKDAY INC CL A 98138H101 74 613 SH   DFND 7,2,1 613 0 0
WORKDAY INC CL A 98138H101 2,422 20,000 SH   DFND 8,2,1 20,000 0 0
WORLD ACCEP CORP DEL COM 981419104 3,909 35,211 SH   DFND 6,2,1 24,611 0 10,600
WORLD FUEL SVCS CORP COM 981475106 202 9,900 SH   DFND 6,2,1 0 0 9,900
WORLDPAY INC CL A 981558109 14,819 181,208 SH   DFND 2,1 181,208 0 0
WORLDPAY INC CL A 981558109 2,292 28,024 SH   DFND 7,2,1 28,024 0 0
WORLDPAY INC CL A 981558109 376 4,600 SH   DFND 6,2,1 4,600 0 0
WORLDPAY INC CL A 981558109 126,497 1,546,791 SH   DFND 8,2,1 1,546,791 0 0
WYNN RESORTS LTD COM 983134107 66 393 SH   DFND 7,2,1 393 0 0
WYNN RESORTS LTD COM 983134107 402 2,400 SH   DFND 6,2,1 0 0 2,400
XO GROUP INC COM 983772104 1,155 36,082 SH   DFND 6,2,1 31,500 0 4,582
XPO LOGISTICS INC COM 983793100 36 362 SH   DFND 7,2,1 362 0 0
XPO LOGISTICS INC COM 983793100 18,183 181,500 SH   DFND 6,2,1 102,400 0 79,100
XPO LOGISTICS INC COM 983793100 18,054 180,214 SH   DFND 8,2,1 178,614 0 1,600
XCEL ENERGY INC COM 98389B100 212 4,646 SH   DFND 7,2,1 4,646 0 0
XCEL ENERGY INC COM 98389B100 21,552 471,800 SH   DFND 6,2,1 449,400 0 22,400
XCEL ENERGY INC COM 98389B100 3,257 71,300 SH   DFND 8,2,1 71,300 0 0
XILINX INC COM 983919101 1,466 22,471 SH   DFND 2,1 22,471 0 0
XILINX INC COM 983919101 70 1,069 SH   DFND 7,2,1 1,069 0 0
XILINX INC COM 983919101 3,054 46,800 SH   DFND 6,2,1 0 0 46,800
XILINX INC COM 983919101 75,595 1,158,369 SH   DFND 8,2,1 1,158,369 0 0
XENIA HOTELS & RESORTS INC COM 984017103 45 1,827 SH   DFND 7,2,1 1,827 0 0
XENIA HOTELS & RESORTS INC COM 984017103 7,062 289,900 SH   DFND 6,2,1 193,200 0 96,700
XENIA HOTELS & RESORTS INC COM 984017103 287 11,800 SH   DFND 8,2,1 0 0 11,800
XEROX CORP COM NEW 984121608 22 926 SH   DFND 7,2,1 926 0 0
XEROX CORP COM NEW 984121608 23,994 999,750 SH   DFND 6,2,1 763,425 0 236,325
XEROX CORP COM NEW 984121608 1,641 68,375 SH   DFND 8,2,1 62,675 0 5,700
XOMA CORP DEL COM NEW 98419J206 710 34,006 SH   DFND 6,2,1 20,206 0 13,800
XPERI CORP COM 98421B100 370 23,000 SH   DFND 6,2,1 15,200 0 7,800
YY INC ADS REPCOM CLA 98426T106 32 315 SH   DFND 2,1 315 0 0
YY INC ADS REPCOM CLA 98426T106 8,912 88,700 SH   DFND 6,2,1 3,800 0 84,900
YAHOO INC NOTE 12/0 984332AF3 27,552 20,200,000 PRN   DFND 7,2,1 19,000,000 0 1,200,000
YAMANA GOLD INC COM 98462Y100 85 29,413 SH   DFND 7,2,1 29,413 0 0
YEXT INC COM 98585N106 7,299 377,397 SH   DFND 8,2,1 377,397 0 0
YUM BRANDS INC COM 988498101 118 1,503 SH   DFND 7,2,1 1,368 0 135
YUM BRANDS INC COM 988498101 8,870 113,400 SH   DFND 6,2,1 6,900 0 106,500
YUM BRANDS INC COM 988498101 188 2,400 SH   DFND 8,2,1 2,400 0 0
YUM CHINA HLDGS INC COM 98850P109 118 3,056 SH   DFND 2,1 3,056 0 0
YUM CHINA HLDGS INC COM 98850P109 64 1,669 SH   DFND 7,2,1 0 0 1,669
YUM CHINA HLDGS INC COM 98850P109 13,983 363,571 SH   DFND 8,2,1 265,113 0 98,458
ZAGG INC COM 98884U108 208 12,000 SH   DFND 6,2,1 5,300 0 6,700
ZENDESK INC COM 98936J101 1,471 27,000 SH   DFND 6,2,1 14,500 0 12,500
ZENDESK INC COM 98936J101 26,019 477,509 SH   DFND 8,2,1 477,509 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 93 838 SH   DFND 7,2,1 838 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 2,207 19,800 SH   DFND 6,2,1 1,300 0 18,500
ZIMMER BIOMET HLDGS INC COM 98956P102 9,999 89,721 SH   DFND 8,2,1 89,721 0 0
ZIONS BANCORPORATION COM 989701107 43 824 SH   DFND 7,2,1 824 0 0
ZIONS BANCORPORATION COM 989701107 8,705 165,210 SH   DFND 6,2,1 27,400 0 137,810
ZOETIS INC CL A 98978V103 2,572 30,186 SH   DFND 7,2,1 30,186 0 0
ZOETIS INC CL A 98978V103 16,425 192,800 SH   DFND 6,2,1 66,200 0 126,600
ZOETIS INC CL A 98978V103 2,258 26,507 SH   DFND 8,2,1 26,507 0 0
ZUMIEZ INC COM 989817101 353 14,100 SH   DFND 6,2,1 6,800 0 7,300
ZYNGA INC CL A 98986T108 11,330 2,783,800 SH   DFND 6,2,1 1,943,800 0 840,000
DEUTSCHE BANK AG NAMEN AKT D18190898 2,311 217,593 SH   DFND 7,2,1 213,324 0 4,269
DEUTSCHE BANK AG NAMEN AKT D18190898 2,242 211,100 SH   DFND 6,2,1 203,100 0 8,000
DEUTSCHE BANK AG NAMEN AKT D18190898 19 1,800 SH   DFND 8,2,1 1,800 0 0
ALKERMES PLC SHS G01767105 28 671 SH   DFND 7,2,1 671 0 0
ALKERMES PLC SHS G01767105 11,825 287,304 SH   DFND 8,2,1 287,304 0 0
ALLERGAN PLC SHS G0177J108 326 1,956 SH   DFND 7,2,1 1,370 0 586
ALLERGAN PLC SHS G0177J108 6,702 40,200 SH   DFND 6,2,1 37,800 0 2,400
ALLERGAN PLC SHS G0177J108 88,586 531,345 SH   DFND 8,2,1 531,345 0 0
AMDOCS LTD SHS G02602103 16,878 255,000 SH   DFND 6,2,1 161,900 0 93,100
AMDOCS LTD SHS G02602103 3,462 52,300 SH   DFND 8,2,1 43,500 0 8,800
AMBARELLA INC SHS G037AX101 919 23,794 SH   DFND 2,1 23,794 0 0
AMBARELLA INC SHS G037AX101 46,957 1,216,194 SH   DFND 8,2,1 1,216,194 0 0
AON PLC SHS CL A G0408V102 143 1,039 SH   DFND 7,2,1 1,039 0 0
AON PLC SHS CL A G0408V102 35,276 257,170 SH   DFND 6,2,1 246,700 0 10,470
AON PLC SHS CL A G0408V102 5,589 40,746 SH   DFND 8,2,1 40,746 0 0
ARRIS INTL INC SHS G0551A103 1,618 66,200 SH   DFND 6,2,1 32,200 0 34,000
ASSURED GUARANTY LTD COM G0585R106 9,268 259,400 SH   DFND 6,2,1 189,800 0 69,600
ATLASSIAN CORP PLC CL A G06242104 10,065 160,992 SH   DFND 8,2,1 160,992 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 20 352 SH   DFND 7,2,1 352 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,403 43,200 SH   DFND 6,2,1 19,400 0 23,800
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 503 3,072 SH   DFND 2,1 3,072 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,942 11,874 SH   DFND 7,2,1 11,360 0 514
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 47,474 290,200 SH   DFND 6,2,1 97,300 0 192,900
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 14,896 91,058 SH   DFND 8,2,1 88,458 0 2,600
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 318 22,300 SH   DFND 6,2,1 9,500 0 12,800
BUNGE LIMITED COM G16962105 43 624 SH   DFND 7,2,1 624 0 0
BUNGE LIMITED COM G16962105 481 6,900 SH   DFND 6,2,1 0 0 6,900
CREDICORP LTD COM G2519Y108 257 1,142 SH   DFND 7,2,1 1,142 0 0
CREDICORP LTD COM G2519Y108 68 300 SH   DFND 6,2,1 300 0 0
CREDICORP LTD COM G2519Y108 7,473 33,197 SH   DFND 8,2,1 19,452 0 13,745
COCA COLA EUROPEAN PARTNERS SHS G25839104 710 17,480 SH   DFND 7,2,1 17,480 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 6,970 171,500 SH   DFND 6,2,1 22,400 0 149,100
COCA COLA EUROPEAN PARTNERS SHS G25839104 837 20,600 SH   DFND 8,2,1 0 0 20,600
DELPHI TECHNOLOGIES PLC SHS G2709G107 5 116 SH   DFND 7,2,1 116 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 530 11,666 SH   DFND 6,2,1 0 0 11,666
EATON CORP PLC SHS G29183103 564 7,541 SH   DFND 7,2,1 3,864 0 3,677
EATON CORP PLC SHS G29183103 61,602 824,217 SH   DFND 6,2,1 580,667 0 243,550
EATON CORP PLC SHS G29183103 9,268 124,000 SH   DFND 8,2,1 111,000 0 13,000
ESSENT GROUP LTD COM G3198U102 4,660 130,100 SH   DFND 6,2,1 84,800 0 45,300
EVEREST RE GROUP LTD COM G3223R108 39 170 SH   DFND 7,2,1 170 0 0
EVEREST RE GROUP LTD COM G3223R108 807 3,500 SH   DFND 6,2,1 2,100 0 1,400
EVEREST RE GROUP LTD COM G3223R108 115 500 SH   DFND 8,2,1 500 0 0
GOLDEN OCEAN GROUP LTD SHS NEW G39637205 235 27,000 SH   DFND 6,2,1 13,400 0 13,600
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 2,631 185,296 SH   DFND 6,2,1 132,900 0 52,396
ICON PLC SHS G4705A100 5,459 41,192 SH   DFND 7,2,1 41,192 0 0
INGERSOLL-RAND PLC SHS G47791101 96 1,066 SH   DFND 7,2,1 1,066 0 0
INGERSOLL-RAND PLC SHS G47791101 1,597 17,800 SH   DFND 6,2,1 6,900 0 10,900
INGERSOLL-RAND PLC SHS G47791101 99 1,100 SH   DFND 8,2,1 1,100 0 0
INVESCO LTD SHS G491BT108 46 1,723 SH   DFND 7,2,1 1,723 0 0
INVESCO LTD SHS G491BT108 34,743 1,308,100 SH   DFND 6,2,1 982,000 0 326,100
INVESCO LTD SHS G491BT108 2,762 104,000 SH   DFND 8,2,1 104,000 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 48 281 SH   DFND 7,2,1 281 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 25,859 150,079 SH   DFND 8,2,1 150,079 0 0
JOHNSON CTLS INTL PLC SHS G51502105 2,754 82,342 SH   DFND 7,2,1 4,902 0 77,440
JOHNSON CTLS INTL PLC SHS G51502105 508 15,200 SH   DFND 6,2,1 6,400 0 8,800
LIVANOVA PLC SHS G5509L101 1,857 18,600 SH   DFND 6,2,1 8,500 0 10,100
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 42 1,945 SH   DFND 7,2,1 1,945 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 26,680 1,244,406 SH   DFND 6,2,1 770,196 0 474,210
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11,584 540,300 SH   DFND 8,2,1 513,100 0 27,200
MEDTRONIC PLC SHS G5960L103 11,022 128,742 SH   DFND 7,2,1 125,389 0 3,353
MEDTRONIC PLC SHS G5960L103 102,578 1,198,200 SH   DFND 6,2,1 819,800 0 378,400
MEDTRONIC PLC SHS G5960L103 32,738 382,414 SH   DFND 8,2,1 355,014 0 27,400
MICHAEL KORS HLDGS LTD SHS G60754101 42 630 SH   DFND 7,2,1 630 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 12,545 188,360 SH   DFND 6,2,1 164,200 0 24,160
APTIV PLC SHS G6095L109 1,844 20,129 SH   DFND 2,1 20,129 0 0
APTIV PLC SHS G6095L109 101 1,100 SH   DFND 7,2,1 1,100 0 0
APTIV PLC SHS G6095L109 4,792 52,300 SH   DFND 6,2,1 2,300 0 50,000
APTIV PLC SHS G6095L109 87,869 958,958 SH   DFND 8,2,1 958,958 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 187 13,100 SH   DFND 6,2,1 6,200 0 6,900
NABORS INDUSTRIES LTD SHS G6359F103 310 48,400 SH   DFND 6,2,1 0 0 48,400
NIELSEN HLDGS PLC SHS EUR G6518L108 47 1,512 SH   DFND 7,2,1 1,512 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 12,434 402,000 SH   DFND 6,2,1 304,400 0 97,600
NIELSEN HLDGS PLC SHS EUR G6518L108 696 22,500 SH   DFND 8,2,1 22,500 0 0
NOBLE CORP PLC SHS USD G65431101 239 37,800 SH   DFND 6,2,1 0 0 37,800
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 41 860 SH   DFND 7,2,1 860 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 392 8,300 SH   DFND 6,2,1 0 0 8,300
NOVOCURE LTD ORD SHS G6674U108 770 24,600 SH   DFND 6,2,1 22,800 0 1,800
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 6,187 479,975 SH   DFND 8,2,1 479,975 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 20,569 741,235 SH   DFND 7,2,1 741,235 0 0
PROTHENA CORP PLC SHS G72800108 400 27,460 SH   DFND 6,2,1 24,281 0 3,179
ROWAN COMPANIES PLC SHS CL A G7665A101 285 17,600 SH   DFND 6,2,1 0 0 17,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 66 1,162 SH   DFND 7,2,1 1,162 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 12,118 214,600 SH   DFND 6,2,1 190,200 0 24,400
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 34 717 SH   DFND 7,2,1 717 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 3,288 69,100 SH   DFND 6,2,1 27,300 0 41,800
STERIS PLC SHS USD G84720104 1,131 10,770 SH   DFND 8,2,1 10,770 0 0
TECHNIPFMC PLC COM G87110105 11,755 370,366 SH   DFND 2,1 370,366 0 0
TECHNIPFMC PLC COM G87110105 123,416 3,888,344 SH   DFND 7,2,1 1,077,478 0 2,810,866
TECHNIPFMC PLC COM G87110105 4,834 152,300 SH   DFND 6,2,1 130,400 0 21,900
THIRD PT REINS LTD COM G8827U100 2,396 191,700 SH   DFND 6,2,1 160,000 0 31,700
TRAVELPORT WORLDWIDE LTD SHS G9019D104 12,502 674,300 SH   DFND 6,2,1 386,100 0 288,200
TRAVELPORT WORLDWIDE LTD SHS G9019D104 256 13,800 SH   DFND 8,2,1 0 0 13,800
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 62 15,200 SH   DFND 6,2,1 15,200 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 82 541 SH   DFND 7,2,1 541 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 667 4,400 SH   DFND 6,2,1 3,600 0 800
WILLIS TOWERS WATSON PUB LTD SHS G96629103 106 700 SH   DFND 8,2,1 700 0 0
CHUBB LIMITED COM H1467J104 323 2,541 SH   DFND 7,2,1 1,919 0 622
CHUBB LIMITED COM H1467J104 7,596 59,800 SH   DFND 6,2,1 54,300 0 5,500
CHUBB LIMITED COM H1467J104 152 1,200 SH   DFND 8,2,1 1,200 0 0
CRISPR THERAPEUTICS AG NAMEN AKT H17182108 300 5,100 SH   DFND 6,2,1 5,100 0 0
GARMIN LTD SHS H2906T109 32 520 SH   DFND 7,2,1 520 0 0
GARMIN LTD SHS H2906T109 2,233 36,600 SH   DFND 6,2,1 8,600 0 28,000
UBS GROUP AG SHS H42097107 63,135 4,115,693 SH   DFND 7,2,1 3,828,184 0 287,509
UBS GROUP AG SHS H42097107 16,682 1,087,500 SH   DFND 6,2,1 935,200 0 152,300
UBS GROUP AG SHS H42097107 54,451 3,549,629 SH   DFND 8,2,1 458,751 0 3,090,878
LOGITECH INTL S A SHS H50430232 5,684 129,475 SH   DFND 7,2,1 129,475 0 0
LOGITECH INTL S A SHS H50430232 26 600 SH   DFND 6,2,1 600 0 0
OBSEVA SA COM H5861P103 5,564 367,500 SH   DFND 8,2,1 367,500 0 0
TE CONNECTIVITY LTD REG SHS H84989104 1,741 19,330 SH   DFND 2,1 19,330 0 0
TE CONNECTIVITY LTD REG SHS H84989104 2,688 29,843 SH   DFND 7,2,1 29,843 0 0
TE CONNECTIVITY LTD REG SHS H84989104 216 2,400 SH   DFND 6,2,1 2,400 0 0
TE CONNECTIVITY LTD REG SHS H84989104 84,331 936,386 SH   DFND 8,2,1 936,386 0 0
TRANSOCEAN LTD REG SHS H8817H100 950 70,700 SH   DFND 6,2,1 13,300 0 57,400
GLOBANT S A COM L44385109 261 4,600 SH   DFND 7,2,1 0 0 4,600
GLOBANT S A COM L44385109 14,200 250,049 SH   DFND 8,2,1 250,049 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 15,265 156,272 SH   DFND 7,2,1 156,272 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,923 50,400 SH   DFND 6,2,1 0 0 50,400
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,012 41,071 SH   DFND 8,2,1 41,071 0 0
ELBIT SYS LTD ORD M3760D101 855 7,200 SH   DFND 6,2,1 100 0 7,100
FOAMIX PHARMACEUTICALS LTD SHS M46135105 4,772 952,554 SH   DFND 8,2,1 952,554 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 5,227 62,000 SH   DFND 8,2,1 62,000 0 0
ORBOTECH LTD ORD M75253100 6,764 109,442 SH   DFND 7,2,1 109,442 0 0
RADWARE LTD ORD M81873107 8,848 350,000 SH   DFND 8,2,1 350,000 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 1,898 86,240 SH   DFND 6,2,1 77,540 0 8,700
AERCAP HOLDINGS NV SHS N00985106 375 6,920 SH   DFND 7,2,1 6,560 0 360
AERCAP HOLDINGS NV SHS N00985106 395 7,300 SH   DFND 6,2,1 0 0 7,300
CIMPRESS N V SHS EURO N20146101 1,965 13,555 SH   DFND 7,2,1 13,555 0 0
CNH INDL N V SHS N20944109 174,269 16,549,780 SH   DFND 7,2,1 15,178,594 0 1,371,186
CORE LABORATORIES N V COM N22717107 5,510 43,657 SH   DFND 7,2,1 43,657 0 0
FERRARI N V COM N3167Y103 50,291 372,496 SH   DFND 7,2,1 156,608 0 215,888
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 31,452 1,664,993 SH   DFND 7,2,1 1,445,226 0 219,767
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 1,132 59,900 SH   DFND 6,2,1 43,300 0 16,600
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 652 34,500 SH   DFND 8,2,1 34,500 0 0
INFLARX NV COM N44821101 4,181 129,650 SH   DFND 8,2,1 129,650 0 0
INTERXION HOLDING N.V SHS N47279109 1,736 27,804 SH   DFND 7,2,1 27,804 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6,394 58,208 SH   DFND 7,2,1 15,834 0 42,374
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 72,633 661,200 SH   DFND 6,2,1 433,800 0 227,400
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 23,042 209,758 SH   DFND 8,2,1 195,658 0 14,100
MYLAN N V SHS EURO N59465109 74 2,054 SH   DFND 7,2,1 2,054 0 0
MYLAN N V SHS EURO N59465109 795 22,000 SH   DFND 6,2,1 0 0 22,000
NXP SEMICONDUCTORS N V COM N6596X109 1,522 13,930 SH   DFND 7,2,1 13,544 0 386
NXP SEMICONDUCTORS N V COM N6596X109 404 3,700 SH   DFND 6,2,1 3,700 0 0
ORTHOFIX INTL N V COM N6748L102 3,919 68,965 SH   DFND 6,2,1 51,265 0 17,700
QIAGEN NV SHS NEW N72482123 765 21,163 SH   DFND 7,2,1 21,163 0 0
QIAGEN NV SHS NEW N72482123 14,283 394,988 SH   DFND 8,2,1 394,988 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 1,387 53,442 SH   DFND 2,1 53,442 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 76,658 2,952,923 SH   DFND 8,2,1 2,952,923 0 0
YANDEX N V SHS CLASS A N97284108 10,457 291,293 SH   DFND 8,2,1 217,741 0 73,552
COPA HOLDINGS SA CL A P31076105 14,165 149,702 SH   DFND 8,2,1 108,062 0 41,640
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 75 725 SH   DFND 7,2,1 725 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 4,165 40,200 SH   DFND 6,2,1 6,100 0 34,100
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 58,474 564,417 SH   DFND 8,2,1 564,417 0 0