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 571 11,427 SH   DFND 7,2,1 11,427 0 0
AFLAC INC COM 001055102 1,945 38,900 SH   DFND 6,2,1 31,100 0 7,800
AGCO CORP COM 001084102 14,925 214,600 SH   DFND 6,2,1 147,700 0 66,900
AGCO CORP COM 001084102 1,210 17,400 SH   DFND 8,2,1 17,400 0 0
AES CORP COM 00130H105 16 900 SH   DFND 7,2,1 900 0 0
AES CORP COM 00130H105 3,623 200,400 SH   DFND 6,2,1 200,400 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,877 145,700 SH   DFND 6,2,1 100,100 0 45,600
AMC NETWORKS INC CL A 00164V103 8,877 156,400 SH   DFND 6,2,1 106,400 0 50,000
AMC ENTMT HLDGS INC CL A COM 00165C104 267 18,000 SH   DFND 6,2,1 10,700 0 7,300
AMC ENTMT HLDGS INC CL A COM 00165C104 64 4,300 SH   DFND 8,2,1 0 0 4,300
ANGI HOMESERVICES INC COM CL A 00183L102 124 8,000 SH   DFND 6,2,1 8,000 0 0
ANGI HOMESERVICES INC COM CL A 00183L102 445 28,807 SH   DFND 8,2,1 28,807 0 0
AT&T INC COM 00206R102 137 4,354 SH   DFND 2,1 4,354 0 0
AT&T INC COM 00206R102 12,203 389,128 SH   DFND 7,2,1 241,092 0 148,036
AT&T INC COM 00206R102 62,206 1,983,623 SH   DFND 6,2,1 1,391,855 0 591,768
AT&T INC COM 00206R102 3,917 124,900 SH   DFND 8,2,1 124,900 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 217 50,375 SH   DFND 7,2,1 28,750 0 21,625
AU OPTRONICS CORP SPONSORED ADR 002255107 135 37,194 SH   DFND 7,2,1 0 0 37,194
AVX CORP NEW COM 002444107 3,237 186,700 SH   DFND 6,2,1 117,000 0 69,700
ABBOTT LABS COM 002824100 1,622 20,296 SH   DFND 7,2,1 2,330 0 17,966
ABBOTT LABS COM 002824100 20,816 260,400 SH   DFND 6,2,1 186,900 0 73,500
ABBVIE INC COM 00287Y109 11,371 141,091 SH   DFND 7,2,1 56,175 0 84,916
ABBVIE INC COM 00287Y109 38,998 483,900 SH   DFND 6,2,1 232,100 0 251,800
ABBVIE INC COM 00287Y109 8,313 103,146 SH   DFND 8,2,1 101,446 0 1,700
ABERCROMBIE & FITCH CO CL A 002896207 2,662 97,100 SH   DFND 6,2,1 72,700 0 24,400
ABIOMED INC COM 003654100 197 689 SH   DFND 7,2,1 689 0 0
ABIOMED INC COM 003654100 13,566 47,500 SH   DFND 6,2,1 40,300 0 7,200
ABIOMED INC COM 003654100 3,427 12,000 SH   DFND 8,2,1 12,000 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 84 25,854 SH   DFND 6,2,1 0 0 25,854
ACADIA RLTY TR COM SH BEN INT 004239109 5,365 196,739 SH   DFND 7,2,1 196,739 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 9,170 436,272 SH   DFND 8,2,1 436,272 0 0
ACCELERON PHARMA INC COM 00434H108 13,986 300,314 SH   DFND 8,2,1 300,314 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,666 562,773 SH   DFND 8,2,1 562,773 0 0
ACI WORLDWIDE INC COM 004498101 987 30,040 SH   DFND 7,2,1 30,040 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 3,583 598,160 SH   DFND 8,2,1 598,160 0 0
ACORDA THERAPEUTICS INC COM 00484M106 320 24,100 SH   DFND 6,2,1 15,500 0 8,600
ACTIVISION BLIZZARD INC COM 00507V109 8,350 183,386 SH   DFND 7,2,1 174,740 0 8,646
ACTIVISION BLIZZARD INC COM 00507V109 583 12,800 SH   DFND 6,2,1 4,100 0 8,700
ACTIVISION BLIZZARD INC COM 00507V109 39,707 872,105 SH   DFND 8,2,1 872,105 0 0
ACTUANT CORP CL A NEW 00508X203 771 31,639 SH   DFND 6,2,1 19,439 0 12,200
ACUSHNET HOLDINGS CORP COM 005098108 1,176 50,800 SH   DFND 6,2,1 35,700 0 15,100
ADAMAS PHARMACEUTICALS INC COM 00548A106 1,327 186,701 SH   DFND 8,2,1 186,701 0 0
ADOBE INC COM 00724F101 720 2,700 SH   DFND 2,1 2,700 0 0
ADOBE INC COM 00724F101 20,480 76,851 SH   DFND 7,2,1 38,857 0 37,994
ADOBE INC COM 00724F101 101,339 380,275 SH   DFND 6,2,1 219,775 0 160,500
ADOBE INC COM 00724F101 65,764 246,779 SH   DFND 8,2,1 243,079 0 3,700
ADTALEM GLOBAL ED INC COM 00737L103 1,107 23,889 SH   DFND 8,2,1 23,889 0 0
ADURO BIOTECH INC COM 00739L101 1,173 294,742 SH   DFND 6,2,1 199,942 0 94,800
ADVANCE AUTO PARTS INC COM 00751Y106 141 825 SH   DFND 7,2,1 825 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 392 2,300 SH   DFND 6,2,1 0 0 2,300
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 513 44,384 SH   DFND 6,2,1 15,500 0 28,884
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 918 175,253 SH   DFND 6,2,1 102,660 0 72,593
ADVANCED MICRO DEVICES INC COM 007903107 248 9,716 SH   DFND 2,1 9,716 0 0
ADVANCED MICRO DEVICES INC COM 007903107 312 12,212 SH   DFND 7,2,1 12,212 0 0
ADVANCED MICRO DEVICES INC COM 007903107 46,390 1,817,800 SH   DFND 6,2,1 1,611,800 0 206,000
ADVANCED MICRO DEVICES INC COM 007903107 7,773 304,600 SH   DFND 8,2,1 304,600 0 0
AEROVIRONMENT INC COM 008073108 287 4,200 SH   DFND 6,2,1 2,800 0 1,400
AFFILIATED MANAGERS GROUP IN COM 008252108 8 73 SH   DFND 7,2,1 73 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 225 2,100 SH   DFND 6,2,1 0 0 2,100
AFFILIATED MANAGERS GROUP IN COM 008252108 1,039 9,700 SH   DFND 8,2,1 9,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,790 22,267 SH   DFND 7,2,1 22,267 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 80 1,000 SH   DFND 6,2,1 0 0 1,000
AGILENT TECHNOLOGIES INC COM 00846U101 80 1,000 SH   DFND 8,2,1 0 0 1,000
AGNICO EAGLE MINES LTD COM 008474108 2,311 53,136 SH   DFND 7,2,1 53,136 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 15,656 232,153 SH   DFND 8,2,1 232,153 0 0
AGEX THERAPEUTICS INC COM 00848H108 491 121,258 SH   DFND 8,2,1 121,258 0 0
AIR PRODS & CHEMS INC COM 009158106 386 2,023 SH   DFND 7,2,1 1,879 0 144
AIR PRODS & CHEMS INC COM 009158106 23,393 122,500 SH   DFND 6,2,1 29,500 0 93,000
AKAMAI TECHNOLOGIES INC COM 00971T101 14 200 SH   DFND 7,2,1 200 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,546 35,500 SH   DFND 6,2,1 35,500 0 0
ALBEMARLE CORP COM 012653101 717 8,743 SH   DFND 7,2,1 8,743 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 1,129 82,700 SH   DFND 6,2,1 66,100 0 16,600
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 9,206 64,575 SH   DFND 7,2,1 64,575 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,049 28,400 SH   DFND 6,2,1 6,400 0 22,000
ALEXION PHARMACEUTICALS INC COM 015351109 664 4,914 SH   DFND 7,2,1 3,465 0 1,449
ALEXION PHARMACEUTICALS INC COM 015351109 351 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 94,746 700,891 SH   DFND 8,2,1 700,891 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,783 15,252 SH   DFND 2,1 15,252 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 79,500 435,736 SH   DFND 7,2,1 397,047 0 38,689
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 177,943 975,300 SH   DFND 6,2,1 97,200 0 878,100
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 90,851 497,951 SH   DFND 8,2,1 488,437 0 9,514
ALIGN TECHNOLOGY INC COM 016255101 28 100 SH   DFND 7,2,1 100 0 0
ALIGN TECHNOLOGY INC COM 016255101 256 900 SH   DFND 6,2,1 0 0 900
ALIGN TECHNOLOGY INC COM 016255101 23,394 82,279 SH   DFND 8,2,1 82,279 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 11 65 SH   DFND 7,2,1 65 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 402 2,300 SH   DFND 6,2,1 0 0 2,300
ALLIANCE DATA SYSTEMS CORP COM 018581108 25,880 147,902 SH   DFND 8,2,1 146,902 0 1,000
ALLIANCE DATA SYSTEMS CORP COM 018581108 24,447 139,713 SH   DFND 9,2,1 139,713 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 2,986 103,285 SH   DFND 8,2,1 103,285 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,627 589,800 SH   DFND 6,2,1 406,000 0 183,800
ALLSTATE CORP COM 020002101 574 6,100 SH   DFND 7,2,1 6,100 0 0
ALLSTATE CORP COM 020002101 2,675 28,400 SH   DFND 6,2,1 24,900 0 3,500
ALLY FINL INC COM 02005N100 399 14,498 SH   DFND 7,2,1 14,498 0 0
ALLY FINL INC COM 02005N100 8,723 317,300 SH   DFND 6,2,1 28,000 0 289,300
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 11 116 SH   DFND 7,2,1 116 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 15,280 163,513 SH   DFND 8,2,1 163,513 0 0
ALPHABET INC CAP STK CL C 02079K107 1,112 948 SH   DFND 2,1 948 0 0
ALPHABET INC CAP STK CL C 02079K107 13,287 11,324 SH   DFND 7,2,1 2,753 0 8,571
ALPHABET INC CAP STK CL C 02079K107 331,775 282,768 SH   DFND 8,2,1 282,768 0 0
ALPHABET INC CAP STK CL A 02079K305 26,874 22,835 SH   DFND 7,2,1 16,740 0 6,095
ALPHABET INC CAP STK CL A 02079K305 167,978 142,730 SH   DFND 6,2,1 112,660 0 30,070
ALPHABET INC CAP STK CL A 02079K305 24,843 21,109 SH   DFND 8,2,1 20,169 0 940
ALTICE USA INC CL A 02156K103 574 26,735 SH   DFND 7,2,1 26,735 0 0
ALTRIA GROUP INC COM 02209S103 1,313 22,871 SH   DFND 7,2,1 10,318 0 12,553
AMAZON COM INC COM 023135106 1,432 804 SH   DFND 2,1 804 0 0
AMAZON COM INC COM 023135106 51,490 28,915 SH   DFND 7,2,1 22,703 0 6,212
AMAZON COM INC COM 023135106 212,265 119,200 SH   DFND 6,2,1 106,300 0 12,900
AMAZON COM INC COM 023135106 284,738 159,898 SH   DFND 8,2,1 159,498 0 400
AMBEV SA SPONSORED ADR 02319V103 317 73,716 SH   DFND 7,2,1 21,200 0 52,516
AMEDISYS INC COM 023436108 11,537 93,601 SH   DFND 6,2,1 64,901 0 28,700
AMEDISYS INC COM 023436108 740 6,000 SH   DFND 8,2,1 4,600 0 1,400
AMEREN CORP COM 023608102 291 3,957 SH   DFND 7,2,1 3,957 0 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 714 50,000 SH   DFND 8,2,1 0 0 50,000
AMERICAN AIRLS GROUP INC COM 02376R102 279 8,769 SH   DFND 7,2,1 8,769 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 18,755 394,179 SH   DFND 7,2,1 394,179 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 966 20,300 SH   DFND 6,2,1 10,700 0 9,600
AMERICAN ELEC PWR CO INC COM 025537101 334 3,984 SH   DFND 7,2,1 3,984 0 0
AMERICAN ELEC PWR CO INC COM 025537101 4,690 56,000 SH   DFND 6,2,1 52,800 0 3,200
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 1,104 49,800 SH   DFND 6,2,1 32,000 0 17,800
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 599 27,000 SH   DFND 8,2,1 27,000 0 0
AMERICAN EXPRESS CO COM 025816109 23,097 211,319 SH   DFND 7,2,1 210,521 0 798
AMERICAN EXPRESS CO COM 025816109 28,527 261,000 SH   DFND 6,2,1 88,000 0 173,000
AMERICAN EXPRESS CO COM 025816109 24,539 224,510 SH   DFND 8,2,1 223,810 0 700
AMERICAN HOMES 4 RENT CL A 02665T306 49,497 2,178,587 SH   DFND 7,2,1 2,178,587 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 8,002 352,200 SH   DFND 6,2,1 241,600 0 110,600
AMERICAN HOMES 4 RENT CL A 02665T306 475 20,900 SH   DFND 8,2,1 20,900 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 538 12,505 SH   DFND 7,2,1 11,097 0 1,408
AMERICAN INTL GROUP INC COM NEW 026874784 32,919 764,500 SH   DFND 6,2,1 720,900 0 43,600
AMERICAN INTL GROUP INC COM NEW 026874784 4,655 108,100 SH   DFND 8,2,1 108,100 0 0
AMERICAN NATL INS CO COM 028591105 2,140 17,709 SH   DFND 6,2,1 11,100 0 6,609
AMERICAN PUBLIC EDUCATION IN COM 02913V103 268 8,900 SH   DFND 6,2,1 4,000 0 4,900
AMERICAN TOWER CORP NEW COM 03027X100 443 2,250 SH   DFND 2,1 2,250 0 0
AMERICAN TOWER CORP NEW COM 03027X100 28,666 145,467 SH   DFND 7,2,1 87,317 0 58,150
AMERICAN TOWER CORP NEW COM 03027X100 11,646 59,100 SH   DFND 6,2,1 57,900 0 1,200
AMERICAN TOWER CORP NEW COM 03027X100 44,016 223,365 SH   DFND 8,2,1 223,365 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 4,180 40,090 SH   DFND 7,2,1 40,090 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 23,813 228,400 SH   DFND 6,2,1 18,500 0 209,900
AMERICOLD RLTY TR COM 03064D108 5,479 179,572 SH   DFND 7,2,1 179,572 0 0
AMERISOURCEBERGEN CORP COM 03073E105 106 1,330 SH   DFND 7,2,1 1,330 0 0
AMERISOURCEBERGEN CORP COM 03073E105 5,232 65,800 SH   DFND 6,2,1 4,400 0 61,400
AMERIPRISE FINL INC COM 03076C106 297 2,315 SH   DFND 7,2,1 2,315 0 0
AMERIPRISE FINL INC COM 03076C106 52,290 408,200 SH   DFND 6,2,1 289,600 0 118,600
AMERIPRISE FINL INC COM 03076C106 6,712 52,400 SH   DFND 8,2,1 47,900 0 4,500
AMETEK INC NEW COM 031100100 111 1,342 SH   DFND 7,2,1 1,342 0 0
AMETEK INC NEW COM 031100100 108 1,300 SH   DFND 8,2,1 0 0 1,300
AMGEN INC COM 031162100 589 3,101 SH   DFND 2,1 3,101 0 0
AMGEN INC COM 031162100 14,328 75,416 SH   DFND 7,2,1 48,747 0 26,669
AMGEN INC COM 031162100 25,288 133,110 SH   DFND 6,2,1 95,600 0 37,510
AMGEN INC COM 031162100 28,614 150,617 SH   DFND 8,2,1 149,117 0 1,500
AMICUS THERAPEUTICS INC COM 03152W109 18,740 1,377,926 SH   DFND 8,2,1 1,377,926 0 0
AMPHENOL CORP NEW CL A 032095101 576 6,096 SH   DFND 7,2,1 6,096 0 0
AMPHENOL CORP NEW CL A 032095101 20,248 214,400 SH   DFND 6,2,1 12,800 0 201,600
ANADARKO PETE CORP COM 032511107 2,827 62,164 SH   DFND 7,2,1 39,925 0 22,239
ANADARKO PETE CORP COM 032511107 109 2,400 SH   DFND 6,2,1 0 0 2,400
ANADARKO PETE CORP COM 032511107 1,787 39,300 SH   DFND 8,2,1 39,300 0 0
ANALOG DEVICES INC COM 032654105 53 500 SH   DFND 7,2,1 500 0 0
ANALOG DEVICES INC COM 032654105 4,558 43,300 SH   DFND 6,2,1 38,100 0 5,200
ANALOG DEVICES INC COM 032654105 36,573 347,421 SH   DFND 8,2,1 347,421 0 0
ANAPTYSBIO INC COM 032724106 6,532 89,412 SH   DFND 8,2,1 89,412 0 0
ANGIODYNAMICS INC COM 03475V101 3,998 174,900 SH   DFND 6,2,1 119,000 0 55,900
ANNALY CAP MGMT INC COM 035710409 327 32,751 SH   DFND 7,2,1 32,751 0 0
ANSYS INC COM 03662Q105 488 2,670 SH   DFND 7,2,1 2,670 0 0
ANSYS INC COM 03662Q105 2,594 14,200 SH   DFND 6,2,1 1,600 0 12,600
ANSYS INC COM 03662Q105 77,467 423,990 SH   DFND 8,2,1 422,390 0 1,600
ANTERO RES CORP COM 03674X106 256 28,950 SH   DFND 2,1 28,950 0 0
ANTERO RES CORP COM 03674X106 217 24,600 SH   DFND 6,2,1 24,600 0 0
ANTHEM INC COM 036752103 1,225 4,270 SH   DFND 7,2,1 3,429 0 841
ANTHEM INC COM 036752103 32,515 113,300 SH   DFND 6,2,1 35,600 0 77,700
ANTHEM INC COM 036752103 31,400 109,416 SH   DFND 8,2,1 107,816 0 1,600
APACHE CORP COM 037411105 1,481 42,733 SH   DFND 7,2,1 42,733 0 0
APACHE CORP COM 037411105 3,022 87,200 SH   DFND 6,2,1 87,200 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 189 3,764 SH   DFND 7,2,1 3,764 0 0
APARTMENT INVT & MGMT CO CL A 03748R754 7,298 145,122 SH   DFND 6,2,1 138,522 0 6,600
APPLE INC COM 037833100 241 1,270 SH   DFND 2,1 1,270 0 0
APPLE INC COM 037833100 40,643 213,967 SH   DFND 7,2,1 76,542 0 137,425
APPLE INC COM 037833100 215,992 1,137,100 SH   DFND 6,2,1 861,800 0 275,300
APPLE INC COM 037833100 259,235 1,364,754 SH   DFND 8,2,1 1,364,754 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 39 2,414 SH   DFND 7,2,1 2,414 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 505 31,000 SH   DFND 6,2,1 3,200 0 27,800
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 346 21,200 SH   DFND 8,2,1 21,200 0 0
APPLIED MATLS INC COM 038222105 221 5,571 SH   DFND 7,2,1 5,571 0 0
APPLIED MATLS INC COM 038222105 5,429 136,900 SH   DFND 6,2,1 112,100 0 24,800
ARAMARK COM 03852U106 9 300 SH   DFND 7,2,1 300 0 0
ARAMARK COM 03852U106 6,870 232,500 SH   DFND 6,2,1 125,600 0 106,900
ARCHER DANIELS MIDLAND CO COM 039483102 35 800 SH   DFND 7,2,1 800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 33,706 781,500 SH   DFND 6,2,1 567,200 0 214,300
ARCHER DANIELS MIDLAND CO COM 039483102 1,837 42,600 SH   DFND 8,2,1 22,700 0 19,900
ARCHROCK INC COM 03957W106 3,984 407,400 SH   DFND 6,2,1 274,200 0 133,200
ARCONIC INC COM 03965L100 448 23,435 SH   DFND 7,2,1 5,040 0 18,395
ARCONIC INC COM 03965L100 26,830 1,404,000 SH   DFND 6,2,1 1,202,400 0 201,600
ARCONIC INC COM 03965L100 3,520 184,200 SH   DFND 8,2,1 179,900 0 4,300
ARENA PHARMACEUTICALS INC COM NEW 040047607 8,946 199,562 SH   DFND 8,2,1 199,562 0 0
ARGENX SE SPONSORED ADR 04016X101 13,471 107,906 SH   DFND 8,2,1 107,906 0 0
ARISTA NETWORKS INC COM 040413106 287 912 SH   DFND 7,2,1 912 0 0
ARISTA NETWORKS INC COM 040413106 8,169 25,977 SH   DFND 8,2,1 25,977 0 0
ARRAY BIOPHARMA INC COM 04269X105 6,564 269,252 SH   DFND 8,2,1 269,252 0 0
ARROW ELECTRS INC COM 042735100 8 100 SH   DFND 7,2,1 100 0 0
ARROW ELECTRS INC COM 042735100 1,757 22,800 SH   DFND 6,2,1 0 0 22,800
ARROW ELECTRS INC COM 042735100 146 1,900 SH   DFND 8,2,1 0 0 1,900
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 1,426 77,700 SH   DFND 6,2,1 67,600 0 10,100
ARTESIAN RESOURCES CORP CL A 043113208 521 13,985 SH   DFND 6,2,1 9,305 0 4,680
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,723 68,100 SH   DFND 6,2,1 44,300 0 23,800
ASPEN TECHNOLOGY INC COM 045327103 49,889 478,508 SH   DFND 8,2,1 478,508 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 5,042 256,076 SH   DFND 8,2,1 256,076 0 0
ASSOCIATED BANC CORP COM 045487105 585 27,400 SH   DFND 6,2,1 19,700 0 7,700
ASSURANT INC COM 04621X108 9 100 SH   DFND 7,2,1 100 0 0
ASSURANT INC COM 04621X108 209 2,200 SH   DFND 6,2,1 0 0 2,200
ATMOS ENERGY CORP COM 049560105 211 2,048 SH   DFND 7,2,1 2,048 0 0
ATMOS ENERGY CORP COM 049560105 17,076 165,900 SH   DFND 6,2,1 13,500 0 152,400
AUDENTES THERAPEUTICS INC COM 05070R104 3,833 98,239 SH   DFND 8,2,1 98,239 0 0
AUTODESK INC COM 052769106 289 1,853 SH   DFND 7,2,1 1,853 0 0
AUTODESK INC COM 052769106 421 2,700 SH   DFND 6,2,1 2,000 0 700
AUTODESK INC COM 052769106 105,359 676,156 SH   DFND 8,2,1 676,156 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 51 487 SH   DFND 2,1 487 0 0
AUTOHOME INC SP ADR RP CL A 05278C107 210 2,000 SH   DFND 6,2,1 2,000 0 0
AUTOLIV INC COM 052800109 246 3,346 SH   DFND 7,2,1 3,346 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,003 6,281 SH   DFND 7,2,1 6,281 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 68,880 431,200 SH   DFND 6,2,1 100,500 0 330,700
AUTOMATIC DATA PROCESSING IN COM 053015103 687 4,300 SH   DFND 8,2,1 0 0 4,300
AUTOZONE INC COM 053332102 345 337 SH   DFND 7,2,1 337 0 0
AUTOZONE INC COM 053332102 19,049 18,600 SH   DFND 6,2,1 1,300 0 17,300
AUTOZONE INC COM 053332102 205 200 SH   DFND 8,2,1 0 0 200
AVALONBAY CMNTYS INC COM 053484101 40,142 199,982 SH   DFND 7,2,1 199,982 0 0
AVALONBAY CMNTYS INC COM 053484101 9,615 47,900 SH   DFND 6,2,1 11,500 0 36,400
AVERY DENNISON CORP COM 053611109 14 125 SH   DFND 7,2,1 125 0 0
AVERY DENNISON CORP COM 053611109 3,367 29,800 SH   DFND 6,2,1 2,300 0 27,500
AVID TECHNOLOGY INC COM 05367P100 758 101,700 SH   DFND 6,2,1 33,400 0 68,300
AVID BIOSERVICES INC COM 05368M106 93 21,956 SH   DFND 6,2,1 19,200 0 2,756
AVNET INC COM 053807103 17,202 396,633 SH   DFND 6,2,1 286,333 0 110,300
AVNET INC COM 053807103 950 21,900 SH   DFND 8,2,1 21,900 0 0
AVON PRODS INC COM 054303102 1,005 341,914 SH   DFND 6,2,1 213,100 0 128,814
BB&T CORP COM 054937107 672 14,444 SH   DFND 7,2,1 14,444 0 0
BB&T CORP COM 054937107 18,556 398,800 SH   DFND 6,2,1 29,400 0 369,400
BB&T CORP COM 054937107 237 5,100 SH   DFND 8,2,1 0 0 5,100
BCE INC COM NEW 05534B760 306 6,901 SH   DFND 7,2,1 6,901 0 0
BCE INC COM NEW 05534B760 10,680 240,600 SH   DFND 6,2,1 62,900 0 177,700
BMC STK HLDGS INC COM 05591B109 207 11,700 SH   DFND 6,2,1 11,700 0 0
BAIDU INC SPON ADR REP A 056752108 373 2,261 SH   DFND 2,1 2,261 0 0
BAIDU INC SPON ADR REP A 056752108 3,941 23,905 SH   DFND 7,2,1 9,465 0 14,440
BAIDU INC SPON ADR REP A 056752108 37,174 225,500 SH   DFND 6,2,1 25,200 0 200,300
BAIDU INC SPON ADR REP A 056752108 86,819 526,657 SH   DFND 8,2,1 517,939 0 8,718
BAIDU INC SPON ADR REP A 056752108 28,849 175,000 SH   DFND 9,2,1 175,000 0 0
BAKER HUGHES A GE CO CL A 05722G100 14 500 SH   DFND 7,2,1 500 0 0
BAKER HUGHES A GE CO CL A 05722G100 6,004 216,600 SH   DFND 6,2,1 186,300 0 30,300
BAKER HUGHES A GE CO CL A 05722G100 2,182 78,700 SH   DFND 8,2,1 78,700 0 0
BALL CORP COM 058498106 93 1,602 SH   DFND 7,2,1 1,602 0 0
BALL CORP COM 058498106 5,855 101,200 SH   DFND 6,2,1 7,300 0 93,900
BALL CORP COM 058498106 2,500 43,200 SH   DFND 8,2,1 43,200 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,445 132,436 SH   DFND 7,2,1 26,950 0 105,486
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 128 11,437 SH   DFND 7,2,1 0 0 11,437
BANK AMER CORP COM 060505104 9,248 335,178 SH   DFND 7,2,1 90,344 0 244,834
BANK AMER CORP COM 060505104 71,055 2,575,400 SH   DFND 6,2,1 2,158,100 0 417,300
BANK AMER CORP COM 060505104 9,816 355,763 SH   DFND 8,2,1 343,763 0 12,000
BANK HAWAII CORP COM 062540109 4,304 54,566 SH   DFND 7,2,1 54,566 0 0
BANK MONTREAL QUE COM 063671101 711 9,504 SH   DFND 7,2,1 9,504 0 0
BANK MONTREAL QUE COM 063671101 21,039 281,200 SH   DFND 6,2,1 39,800 0 241,400
BANK MONTREAL QUE COM 063671101 621 8,300 SH   DFND 8,2,1 0 0 8,300
BANK NEW YORK MELLON CORP COM 064058100 813 16,120 SH   DFND 7,2,1 15,566 0 554
BANK NEW YORK MELLON CORP COM 064058100 34,121 676,600 SH   DFND 6,2,1 213,600 0 463,000
BANK NEW YORK MELLON CORP COM 064058100 872 17,300 SH   DFND 8,2,1 0 0 17,300
BANK N S HALIFAX COM 064149107 798 14,981 SH   DFND 7,2,1 14,285 0 696
BANK N S HALIFAX COM 064149107 20,273 380,500 SH   DFND 6,2,1 51,000 0 329,500
BANK OZK COM 06417N103 3,675 126,825 SH   DFND 8,2,1 126,825 0 0
BARRICK GOLD CORPORATION COM 067901108 5,575 406,654 SH   DFND 7,2,1 406,654 0 0
BARRICK GOLD CORPORATION COM 067901108 18,903 1,378,800 SH   DFND 8,2,1 1,378,800 0 0
BAUSCH HEALTH COS INC COM 071734107 1,073 43,457 SH   DFND 7,2,1 20,403 0 23,054
BAXTER INTL INC COM 071813109 785 9,658 SH   DFND 7,2,1 5,589 0 4,069
BAXTER INTL INC COM 071813109 20,515 252,300 SH   DFND 6,2,1 20,600 0 231,700
BEACON ROOFING SUPPLY INC COM 073685109 4,532 140,912 SH   DFND 7,2,1 140,912 0 0
BECTON DICKINSON & CO COM 075887109 28,643 114,696 SH   DFND 7,2,1 113,014 0 1,682
BECTON DICKINSON & CO COM 075887109 8,924 35,736 SH   DFND 6,2,1 26,400 0 9,336
BECTON DICKINSON & CO COM 075887109 85,218 341,240 SH   DFND 8,2,1 341,240 0 0
BED BATH & BEYOND INC COM 075896100 452 26,600 SH   DFND 6,2,1 16,300 0 10,300
BEIGENE LTD SPONSORED ADR 07725L102 8,879 67,263 SH   DFND 8,2,1 67,263 0 0
BEL FUSE INC CL B 077347300 848 33,528 SH   DFND 6,2,1 20,328 0 13,200
BELLICUM PHARMACEUTICALS INC COM 079481107 120 35,700 SH   DFND 6,2,1 25,300 0 10,400
BENCHMARK ELECTRS INC COM 08160H101 785 29,900 SH   DFND 6,2,1 27,200 0 2,700
BENEFITFOCUS INC COM 08180D106 248 5,000 SH   DFND 6,2,1 4,100 0 900
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 670 3,333 SH   DFND 2,1 3,333 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,540 7,664 SH   DFND 7,2,1 7,282 0 382
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 58,941 293,400 SH   DFND 6,2,1 265,300 0 28,100
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 11,444 56,968 SH   DFND 8,2,1 56,968 0 0
BEST BUY INC COM 086516101 478 6,733 SH   DFND 7,2,1 6,733 0 0
BEST BUY INC COM 086516101 44,256 622,800 SH   DFND 6,2,1 518,600 0 104,200
BEST BUY INC COM 086516101 7,120 100,200 SH   DFND 8,2,1 91,000 0 9,200
BIG LOTS INC COM 089302103 6,475 170,300 SH   DFND 6,2,1 108,700 0 61,600
BIOMARIN PHARMACEUTICAL INC COM 09061G101 22 246 SH   DFND 7,2,1 246 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 29,508 332,181 SH   DFND 8,2,1 332,181 0 0
BIOGEN INC COM 09062X103 2,888 12,217 SH   DFND 7,2,1 3,913 0 8,304
BIOGEN INC COM 09062X103 6,477 27,400 SH   DFND 6,2,1 22,600 0 4,800
BIOGEN INC COM 09062X103 42,900 181,487 SH   DFND 8,2,1 181,045 0 442
BIOTIME INC COM 09066L105 1,589 1,212,600 SH   DFND 8,2,1 1,212,600 0 0
BIOTELEMETRY INC COM 090672106 4,271 68,200 SH   DFND 6,2,1 50,100 0 18,100
BLACKBAUD INC COM 09227Q100 4,320 54,185 SH   DFND 7,2,1 54,185 0 0
BLACKBERRY LTD COM 09228F103 7 700 SH   DFND 7,2,1 700 0 0
BLACKBERRY LTD COM 09228F103 40,069 3,971,144 SH   DFND 8,2,1 3,971,144 0 0
BLACKLINE INC COM 09239B109 14,949 322,738 SH   DFND 7,2,1 322,738 0 0
BLACKROCK INC COM 09247X101 634 1,483 SH   DFND 2,1 1,483 0 0
BLACKROCK INC COM 09247X101 4,938 11,555 SH   DFND 7,2,1 1,206 0 10,349
BLACKROCK INC COM 09247X101 26,112 61,100 SH   DFND 6,2,1 17,100 0 44,000
BLACKROCK INC COM 09247X101 3,839 8,984 SH   DFND 8,2,1 8,984 0 0
BLOCK H & R INC COM 093671105 7 300 SH   DFND 7,2,1 300 0 0
BLOCK H & R INC COM 093671105 601 25,100 SH   DFND 6,2,1 18,900 0 6,200
BLOOMIN BRANDS INC COM 094235108 7,931 387,800 SH   DFND 6,2,1 245,500 0 142,300
BLOOMIN BRANDS INC COM 094235108 61 3,000 SH   DFND 8,2,1 0 0 3,000
BLUEPRINT MEDICINES CORP COM 09627Y109 10,069 125,790 SH   DFND 8,2,1 125,790 0 0
BOEING CO COM 097023105 20,450 53,615 SH   DFND 7,2,1 34,523 0 19,092
BOEING CO COM 097023105 96,118 252,000 SH   DFND 6,2,1 175,400 0 76,600
BOEING CO COM 097023105 10,298 27,000 SH   DFND 8,2,1 25,300 0 1,700
BONANZA CREEK ENERGY INC COM NEW 097793400 2,267 99,900 SH   DFND 6,2,1 68,100 0 31,800
BOOKING HLDGS INC COM 09857L108 10,792 6,185 SH   DFND 7,2,1 5,427 0 758
BOOKING HLDGS INC COM 09857L108 13,876 7,952 SH   DFND 6,2,1 5,952 0 2,000
BOOKING HLDGS INC COM 09857L108 46,593 26,702 SH   DFND 8,2,1 26,302 0 400
BORGWARNER INC COM 099724106 2,074 53,994 SH   DFND 7,2,1 53,994 0 0
BOSTON PRIVATE FINL HLDGS IN COM 101119105 338 30,800 SH   DFND 6,2,1 30,800 0 0
BOSTON PROPERTIES INC COM 101121101 32,721 244,405 SH   DFND 7,2,1 244,405 0 0
BOSTON SCIENTIFIC CORP COM 101137107 596 15,540 SH   DFND 7,2,1 15,540 0 0
BOSTON SCIENTIFIC CORP COM 101137107 7,031 183,200 SH   DFND 6,2,1 137,300 0 45,900
BOSTON SCIENTIFIC CORP COM 101137107 24,993 651,207 SH   DFND 8,2,1 651,207 0 0
BRIDGEPOINT ED INC COM 10807M105 460 75,349 SH   DFND 6,2,1 38,856 0 36,493
BRIGHT HORIZONS FAM SOL IN D COM 109194100 10,866 85,485 SH   DFND 7,2,1 85,485 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 903 7,101 SH   DFND 8,2,1 7,101 0 0
BRINKER INTL INC COM 109641100 7,001 157,760 SH   DFND 6,2,1 99,200 0 58,560
BRINKER INTL INC COM 109641100 129 2,900 SH   DFND 8,2,1 0 0 2,900
BRISTOL MYERS SQUIBB CO COM 110122108 1,042 21,848 SH   DFND 7,2,1 11,543 0 10,305
BRISTOL MYERS SQUIBB CO COM 110122108 60,024 1,258,100 SH   DFND 6,2,1 1,158,600 0 99,500
BRISTOL MYERS SQUIBB CO COM 110122108 8,254 173,000 SH   DFND 8,2,1 167,300 0 5,700
BRIXMOR PPTY GROUP INC COM 11120U105 715 38,930 SH   DFND 7,2,1 38,930 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 8,786 478,300 SH   DFND 6,2,1 345,700 0 132,600
BRIXMOR PPTY GROUP INC COM 11120U105 1,420 77,300 SH   DFND 8,2,1 77,300 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 130 1,252 SH   DFND 7,2,1 1,252 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 9,944 95,900 SH   DFND 6,2,1 10,100 0 85,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 218 2,100 SH   DFND 8,2,1 400 0 1,700
BROADCOM INC COM 11135F101 229 762 SH   DFND 2,1 762 0 0
BROADCOM INC COM 11135F101 447 1,487 SH   DFND 7,2,1 898 0 589
BROADCOM INC COM 11135F101 17,501 58,200 SH   DFND 6,2,1 48,200 0 10,000
BROADCOM INC COM 11135F101 120 400 SH   DFND 8,2,1 0 0 400
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 266 5,698 SH   DFND 7,2,1 5,698 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 9,232 197,900 SH   DFND 6,2,1 19,900 0 178,000
BROWN FORMAN CORP CL B 115637209 585 11,086 SH   DFND 7,2,1 11,086 0 0
BROWN FORMAN CORP CL B 115637209 8,971 169,975 SH   DFND 6,2,1 13,650 0 156,325
BRUKER CORP COM 116794108 2,960 77,000 SH   DFND 6,2,1 41,100 0 35,900
BUILDERS FIRSTSOURCE INC COM 12008R107 220 16,500 SH   DFND 6,2,1 0 0 16,500
BURLINGTON STORES INC COM 122017106 2,319 14,800 SH   DFND 6,2,1 700 0 14,100
BURLINGTON STORES INC COM 122017106 94 600 SH   DFND 8,2,1 0 0 600
CAE INC COM 124765108 9 400 SH   DFND 7,2,1 400 0 0
CAE INC COM 124765108 1,823 82,300 SH   DFND 6,2,1 18,500 0 63,800
CAE INC COM 124765108 117 5,300 SH   DFND 8,2,1 0 0 5,300
CBS CORP NEW CL B 124857202 76 1,599 SH   DFND 7,2,1 1,599 0 0
CBS CORP NEW CL B 124857202 40,553 853,200 SH   DFND 6,2,1 704,500 0 148,700
CBS CORP NEW CL B 124857202 8,161 171,700 SH   DFND 8,2,1 153,900 0 17,800
CBRE GROUP INC CL A 12504L109 475 9,603 SH   DFND 7,2,1 9,603 0 0
CBRE GROUP INC CL A 12504L109 11,200 226,500 SH   DFND 6,2,1 14,800 0 211,700
CBRE GROUP INC CL A 12504L109 465 9,400 SH   DFND 8,2,1 0 0 9,400
CDK GLOBAL INC COM 12508E101 286 4,857 SH   DFND 7,2,1 4,857 0 0
CDK GLOBAL INC COM 12508E101 4,582 77,900 SH   DFND 6,2,1 63,800 0 14,100
CDK GLOBAL INC COM 12508E101 118 2,000 SH   DFND 8,2,1 0 0 2,000
CDW CORP COM 12514G108 270 2,800 SH   DFND 7,2,1 2,800 0 0
CDW CORP COM 12514G108 10,157 105,400 SH   DFND 6,2,1 3,900 0 101,500
CDW CORP COM 12514G108 472 4,900 SH   DFND 8,2,1 0 0 4,900
CGI INC CL A SUB VTG 12532H104 1,140 16,574 SH   DFND 7,2,1 3,998 0 12,576
CGI INC CL A SUB VTG 12532H104 10,500 152,700 SH   DFND 6,2,1 30,000 0 122,700
CGI INC CL A SUB VTG 12532H104 860 12,500 SH   DFND 8,2,1 0 0 12,500
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 191 2,197 SH   DFND 7,2,1 2,197 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5,393 62,000 SH   DFND 6,2,1 22,300 0 39,700
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 357 4,100 SH   DFND 8,2,1 700 0 3,400
CIGNA CORP NEW COM 125523100 1,320 8,211 SH   DFND 7,2,1 5,370 0 2,841
CIGNA CORP NEW COM 125523100 10,096 62,778 SH   DFND 6,2,1 45,062 0 17,716
CIGNA CORP NEW COM 125523100 13,758 85,547 SH   DFND 8,2,1 85,547 0 0
CIT GROUP INC COM NEW 125581801 199 4,143 SH   DFND 7,2,1 4,143 0 0
CIT GROUP INC COM NEW 125581801 508 10,600 SH   DFND 6,2,1 4,200 0 6,400
CME GROUP INC COM CL A 12572Q105 1,076 6,535 SH   DFND 7,2,1 6,356 0 179
CME GROUP INC COM CL A 12572Q105 30,414 184,800 SH   DFND 6,2,1 45,900 0 138,900
CMS ENERGY CORP COM 125896100 366 6,591 SH   DFND 7,2,1 6,591 0 0
CMS ENERGY CORP COM 125896100 15,979 287,700 SH   DFND 6,2,1 3,500 0 284,200
CNOOC LTD SPONSORED ADR 126132109 247 1,329 SH   DFND 2,1 1,329 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 1,326 85,448 SH   DFND 7,2,1 19,300 0 66,148
CSG SYS INTL INC COM 126349109 6,434 152,100 SH   DFND 6,2,1 95,300 0 56,800
CSG SYS INTL INC COM 126349109 59 1,400 SH   DFND 8,2,1 0 0 1,400
CSX CORP COM 126408103 451 6,028 SH   DFND 2,1 6,028 0 0
CSX CORP COM 126408103 258 3,454 SH   DFND 7,2,1 2,397 0 1,057
CSX CORP COM 126408103 46,186 617,300 SH   DFND 6,2,1 529,900 0 87,400
CSX CORP COM 126408103 8,036 107,400 SH   DFND 8,2,1 102,100 0 5,300
CVS HEALTH CORP COM 126650100 639 11,854 SH   DFND 7,2,1 4,698 0 7,156
CVS HEALTH CORP COM 126650100 10,960 203,224 SH   DFND 6,2,1 154,565 0 48,659
CVS HEALTH CORP COM 126650100 15,620 289,635 SH   DFND 8,2,1 289,635 0 0
CABOT CORP COM 127055101 4,407 105,866 SH   DFND 6,2,1 50,100 0 55,766
CABOT OIL & GAS CORP COM 127097103 274 10,502 SH   DFND 7,2,1 10,502 0 0
CABOT OIL & GAS CORP COM 127097103 3,385 129,700 SH   DFND 6,2,1 0 0 129,700
CACI INTL INC CL A 127190304 10,339 56,800 SH   DFND 6,2,1 34,200 0 22,600
CACI INTL INC CL A 127190304 892 4,900 SH   DFND 8,2,1 4,900 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 470 7,408 SH   DFND 2,1 7,408 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 536 8,432 SH   DFND 7,2,1 8,432 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 25,785 406,000 SH   DFND 6,2,1 235,400 0 170,600
CADENCE DESIGN SYSTEM INC COM 127387108 111,753 1,759,606 SH   DFND 8,2,1 1,755,806 0 3,800
CALERES INC COM 129500104 1,968 79,721 SH   DFND 6,2,1 44,221 0 35,500
CAMPBELL SOUP CO COM 134429109 11 300 SH   DFND 7,2,1 300 0 0
CAMPBELL SOUP CO COM 134429109 740 19,400 SH   DFND 6,2,1 18,400 0 1,000
CDN IMPERIAL BK COMM TORONTO COM 136069101 564 7,130 SH   DFND 7,2,1 7,130 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 29,003 366,800 SH   DFND 6,2,1 159,100 0 207,700
CDN IMPERIAL BK COMM TORONTO COM 136069101 2,683 33,927 SH   DFND 8,2,1 26,427 0 7,500
CANADIAN NATL RY CO COM 136375102 2,393 26,739 SH   DFND 7,2,1 12,700 0 14,039
CANADIAN NATL RY CO COM 136375102 29,242 326,800 SH   DFND 6,2,1 64,100 0 262,700
CANADIAN NATL RY CO COM 136375102 1,011 11,300 SH   DFND 8,2,1 6,500 0 4,800
CANADIAN NAT RES LTD COM 136385101 1,098 39,928 SH   DFND 7,2,1 29,382 0 10,546
CANADIAN NAT RES LTD COM 136385101 704 25,600 SH   DFND 6,2,1 16,300 0 9,300
CANADIAN PAC RY LTD COM 13645T100 187 909 SH   DFND 7,2,1 909 0 0
CANADIAN PAC RY LTD COM 13645T100 7,767 37,700 SH   DFND 6,2,1 5,500 0 32,200
CANADIAN PAC RY LTD COM 13645T100 206 1,000 SH   DFND 8,2,1 0 0 1,000
CAPITAL ONE FINL CORP COM 14040H105 1,897 23,223 SH   DFND 7,2,1 1,836 0 21,387
CAPITAL ONE FINL CORP COM 14040H105 6,576 80,500 SH   DFND 6,2,1 52,900 0 27,600
CAPITAL ONE FINL CORP COM 14040H105 98 1,200 SH   DFND 8,2,1 0 0 1,200
CARBON BLACK INC COM 14081R103 6,975 500,000 SH   DFND 8,2,1 500,000 0 0
CARBONITE INC COM 141337105 320 12,918 SH   DFND 6,2,1 8,318 0 4,600
CARDINAL HEALTH INC COM 14149Y108 21 445 SH   DFND 7,2,1 445 0 0
CARDINAL HEALTH INC COM 14149Y108 27,569 572,570 SH   DFND 6,2,1 527,570 0 45,000
CARDINAL HEALTH INC COM 14149Y108 3,818 79,300 SH   DFND 8,2,1 79,300 0 0
CAREER EDUCATION CORP COM 141665109 1,287 77,900 SH   DFND 6,2,1 44,900 0 33,000
CARGURUS INC COM CL A 141788109 248 6,201 SH   DFND 6,2,1 6,201 0 0
CARMAX INC COM 143130102 17 240 SH   DFND 7,2,1 240 0 0
CARMAX INC COM 143130102 726 10,400 SH   DFND 6,2,1 0 0 10,400
CARMAX INC COM 143130102 4,956 71,000 SH   DFND 8,2,1 71,000 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 25 500 SH   DFND 7,2,1 500 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 40 783 SH   DFND 7,2,1 783 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,750 34,500 SH   DFND 6,2,1 0 0 34,500
CARNIVAL CORP UNIT 99/99/9999 143658300 3,779 74,500 SH   DFND 6,2,1 14,600 0 59,900
CARNIVAL CORP UNIT 99/99/9999 143658300 3,580 70,582 SH   DFND 8,2,1 59,000 0 11,582
CARRIZO OIL & GAS INC COM 144577103 180 14,400 SH   DFND 6,2,1 10,500 0 3,900
CARTERS INC COM 146229109 4,777 47,400 SH   DFND 6,2,1 31,100 0 16,300
CATALENT INC COM 148806102 11,226 276,575 SH   DFND 8,2,1 276,575 0 0
CATALYST BIOSCIENCES INC COM NEW 14888D208 235 29,000 SH   DFND 6,2,1 17,300 0 11,700
CATERPILLAR INC DEL COM 149123101 854 6,300 SH   DFND 2,1 6,300 0 0
CATERPILLAR INC DEL COM 149123101 2,329 17,187 SH   DFND 7,2,1 16,076 0 1,111
CATERPILLAR INC DEL COM 149123101 30,187 222,800 SH   DFND 6,2,1 101,500 0 121,300
CATERPILLAR INC DEL COM 149123101 1,138 8,400 SH   DFND 8,2,1 7,700 0 700
CATCHMARK TIMBER TR INC CL A 14912Y202 326 33,164 SH   DFND 6,2,1 33,164 0 0
CATO CORP NEW CL A 149205106 780 52,100 SH   DFND 6,2,1 45,600 0 6,500
CELANESE CORP DEL COM 150870103 1,287 13,047 SH   DFND 7,2,1 2,862 0 10,185
CELANESE CORP DEL COM 150870103 4,339 44,000 SH   DFND 6,2,1 4,400 0 39,600
CELANESE CORP DEL COM 150870103 454 4,600 SH   DFND 8,2,1 0 0 4,600
CELGENE CORP COM 151020104 3,576 37,904 SH   DFND 7,2,1 13,460 0 24,444
CELGENE CORP COM 151020104 8,877 94,100 SH   DFND 6,2,1 82,300 0 11,800
CELGENE CORP COM 151020104 58,066 615,494 SH   DFND 8,2,1 611,294 0 4,200
CENTENE CORP DEL COM 15135B101 605 11,387 SH   DFND 7,2,1 11,387 0 0
CENTENE CORP DEL COM 15135B101 18,612 350,500 SH   DFND 6,2,1 324,600 0 25,900
CENTENE CORP DEL COM 15135B101 2,565 48,300 SH   DFND 8,2,1 39,900 0 8,400
CENOVUS ENERGY INC COM 15135U109 212 24,479 SH   DFND 7,2,1 24,479 0 0
CENTERPOINT ENERGY INC COM 15189T107 360 11,725 SH   DFND 7,2,1 11,725 0 0
CENTERPOINT ENERGY INC COM 15189T107 26,427 860,800 SH   DFND 6,2,1 278,100 0 582,700
CENTURY CASINOS INC COM 156492100 156 17,170 SH   DFND 6,2,1 17,060 0 110
CENTURYLINK INC COM 156700106 15 1,271 SH   DFND 7,2,1 1,271 0 0
CENTURYLINK INC COM 156700106 496 41,400 SH   DFND 6,2,1 0 0 41,400
CERNER CORP COM 156782104 1,372 23,979 SH   DFND 7,2,1 23,979 0 0
CERNER CORP COM 156782104 29,053 507,837 SH   DFND 8,2,1 507,837 0 0
CHANNELADVISOR CORP COM 159179100 762 62,600 SH   DFND 6,2,1 55,300 0 7,300
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,431 4,125 SH   DFND 7,2,1 2,916 0 1,209
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,465 24,400 SH   DFND 6,2,1 21,700 0 2,700
CHARTER COMMUNICATIONS INC N CL A 16119P108 39,895 115,000 SH   DFND 9,2,1 115,000 0 0
CHEESECAKE FACTORY INC COM 163072101 1,223 25,000 SH   DFND 6,2,1 15,700 0 9,300
CHEGG INC COM 163092109 4,006 105,100 SH   DFND 6,2,1 66,500 0 38,600
CHENIERE ENERGY INC COM NEW 16411R208 406 5,934 SH   DFND 7,2,1 5,934 0 0
CHENIERE ENERGY INC COM NEW 16411R208 3,056 44,700 SH   DFND 6,2,1 39,300 0 5,400
CHENIERE ENERGY INC COM NEW 16411R208 526 7,700 SH   DFND 8,2,1 3,400 0 4,300
CHESAPEAKE ENERGY CORP COM 165167107 596 192,300 SH   DFND 6,2,1 45,500 0 146,800
CHESAPEAKE ENERGY CORP COM 165167107 400 129,100 SH   DFND 8,2,1 107,400 0 21,700
CHEVRON CORP NEW COM 166764100 18,623 151,186 SH   DFND 7,2,1 116,657 0 34,529
CHEVRON CORP NEW COM 166764100 46,242 375,400 SH   DFND 6,2,1 304,900 0 70,500
CHEVRON CORP NEW COM 166764100 2,882 23,400 SH   DFND 8,2,1 21,000 0 2,400
CHICOS FAS INC COM 168615102 354 83,000 SH   DFND 6,2,1 49,600 0 33,400
CHIMERIX INC COM 16934W106 555 264,373 SH   DFND 6,2,1 137,973 0 126,400
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 19,778 17,228,000 PRN   DFND 7,2,1 15,578,000 0 1,650,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 510 718 SH   DFND 7,2,1 718 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 71 100 SH   DFND 6,2,1 0 0 100
CHIPOTLE MEXICAN GRILL INC COM 169656105 23,409 32,956 SH   DFND 8,2,1 32,956 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 569 16,000 SH   DFND 7,2,1 7,800 0 8,200
CHURCH & DWIGHT INC COM 171340102 381 5,351 SH   DFND 7,2,1 5,351 0 0
CHURCH & DWIGHT INC COM 171340102 17,836 250,400 SH   DFND 6,2,1 15,700 0 234,700
CIENA CORP COM NEW 171779309 11,501 308,000 SH   DFND 6,2,1 207,300 0 100,700
CIENA CORP COM NEW 171779309 329 8,800 SH   DFND 8,2,1 8,800 0 0
CINCINNATI FINL CORP COM 172062101 404 4,701 SH   DFND 7,2,1 4,701 0 0
CINCINNATI FINL CORP COM 172062101 601 7,000 SH   DFND 6,2,1 7,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 15,760 394,100 SH   DFND 6,2,1 273,000 0 121,100
CINEMARK HOLDINGS INC COM 17243V102 1,840 46,000 SH   DFND 8,2,1 40,700 0 5,300
CIRRUS LOGIC INC COM 172755100 2,667 63,400 SH   DFND 6,2,1 59,100 0 4,300
CIRRUS LOGIC INC COM 172755100 1,153 27,400 SH   DFND 8,2,1 27,400 0 0
CISCO SYS INC COM 17275R102 14,047 260,177 SH   DFND 7,2,1 85,883 0 174,294
CISCO SYS INC COM 17275R102 64,248 1,190,000 SH   DFND 6,2,1 622,500 0 567,500
CISCO SYS INC COM 17275R102 168,745 3,125,480 SH   DFND 8,2,1 3,115,680 0 9,800
CINTAS CORP COM 172908105 556 2,752 SH   DFND 7,2,1 2,752 0 0
CINTAS CORP COM 172908105 10,793 53,400 SH   DFND 6,2,1 5,600 0 47,800
CITIGROUP INC COM NEW 172967424 35,262 566,728 SH   DFND 7,2,1 404,090 0 162,638
CITIGROUP INC COM NEW 172967424 19,102 307,000 SH   DFND 6,2,1 270,600 0 36,400
CITI TRENDS INC COM 17306X102 239 12,400 SH   DFND 6,2,1 8,500 0 3,900
CITIZENS FINL GROUP INC COM 174610105 228 7,015 SH   DFND 7,2,1 7,015 0 0
CITIZENS FINL GROUP INC COM 174610105 7,082 217,900 SH   DFND 6,2,1 15,900 0 202,000
CITIZENS FINL GROUP INC COM 174610105 1,827 56,200 SH   DFND 8,2,1 45,500 0 10,700
CITRIX SYS INC COM 177376100 274 2,754 SH   DFND 7,2,1 2,754 0 0
CITRIX SYS INC COM 177376100 22,493 225,700 SH   DFND 6,2,1 172,000 0 53,700
CITRIX SYS INC COM 177376100 458 4,600 SH   DFND 8,2,1 2,300 0 2,300
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 1,411 995,000 PRN   DFND 7,2,1 0 0 995,000
CLOROX CO DEL COM 189054109 935 5,829 SH   DFND 7,2,1 5,829 0 0
CLOROX CO DEL COM 189054109 62,788 391,300 SH   DFND 6,2,1 243,500 0 147,800
CLOROX CO DEL COM 189054109 7,461 46,500 SH   DFND 8,2,1 39,600 0 6,900
COCA COLA CONSOLIDATED INC COM 191098102 1,554 5,400 SH   DFND 6,2,1 3,600 0 1,800
COCA COLA CO COM 191216100 670 14,307 SH   DFND 2,1 14,307 0 0
COCA COLA CO COM 191216100 14,091 300,711 SH   DFND 7,2,1 282,326 0 18,385
COCA COLA CO COM 191216100 89,221 1,904,000 SH   DFND 6,2,1 562,000 0 1,342,000
COGNEX CORP COM 192422103 3,484 68,497 SH   DFND 7,2,1 68,497 0 0
COGNEX CORP COM 192422103 100,670 1,979,349 SH   DFND 8,2,1 1,979,349 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 621 8,569 SH   DFND 7,2,1 5,300 0 3,269
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 24,148 333,300 SH   DFND 6,2,1 91,200 0 242,100
COLGATE PALMOLIVE CO COM 194162103 7,528 109,836 SH   DFND 7,2,1 15,033 0 94,803
COLGATE PALMOLIVE CO COM 194162103 97,238 1,418,700 SH   DFND 6,2,1 841,200 0 577,500
COLGATE PALMOLIVE CO COM 194162103 11,527 168,182 SH   DFND 8,2,1 159,082 0 9,100
COLLIERS INTL GROUP INC SUB VTG SHS 194693107 4,386 65,700 SH   DFND 6,2,1 50,800 0 14,900
COMCAST CORP NEW CL A 20030N101 7,525 188,227 SH   DFND 7,2,1 111,238 0 76,989
COMCAST CORP NEW CL A 20030N101 26,511 663,100 SH   DFND 6,2,1 533,800 0 129,300
COMCAST CORP NEW CL A 20030N101 3,674 91,900 SH   DFND 8,2,1 91,900 0 0
COMERICA INC COM 200340107 18 249 SH   DFND 7,2,1 249 0 0
COMERICA INC COM 200340107 5,323 72,600 SH   DFND 6,2,1 3,700 0 68,900
COMMUNITY TR BANCORP INC COM 204149108 435 10,600 SH   DFND 6,2,1 10,600 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 137 12,939 SH   DFND 7,2,1 0 0 12,939
COMPUTER PROGRAMS & SYS INC COM 205306103 2,236 75,300 SH   DFND 6,2,1 51,400 0 23,900
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 297 12,800 SH   DFND 6,2,1 6,000 0 6,800
CONAGRA BRANDS INC COM 205887102 396 14,273 SH   DFND 7,2,1 14,273 0 0
CONAGRA BRANDS INC COM 205887102 1,784 64,300 SH   DFND 6,2,1 10,700 0 53,600
CONAGRA BRANDS INC COM 205887102 247 8,900 SH   DFND 8,2,1 0 0 8,900
CONCERT PHARMACEUTICALS INC COM 206022105 337 27,900 SH   DFND 6,2,1 16,200 0 11,700
CONCHO RES INC COM 20605P101 577 5,203 SH   DFND 7,2,1 5,203 0 0
CONCHO RES INC COM 20605P101 44 400 SH   DFND 6,2,1 0 0 400
CONCHO RES INC COM 20605P101 22,392 201,798 SH   DFND 8,2,1 201,798 0 0
CONDUENT INC COM 206787103 142 10,300 SH   DFND 6,2,1 0 0 10,300
CONDUENT INC COM 206787103 274 19,800 SH   DFND 8,2,1 9,800 0 10,000
CONNS INC COM 208242107 437 19,100 SH   DFND 6,2,1 19,100 0 0
CONOCOPHILLIPS COM 20825C104 453 6,782 SH   DFND 2,1 6,782 0 0
CONOCOPHILLIPS COM 20825C104 8,499 127,345 SH   DFND 7,2,1 92,334 0 35,011
CONOCOPHILLIPS COM 20825C104 16,874 252,835 SH   DFND 6,2,1 234,935 0 17,900
CONOCOPHILLIPS COM 20825C104 1,368 20,500 SH   DFND 8,2,1 14,100 0 6,400
CONSOLIDATED EDISON INC COM 209115104 942 11,111 SH   DFND 7,2,1 11,111 0 0
CONSOLIDATED EDISON INC COM 209115104 51,573 608,100 SH   DFND 6,2,1 353,500 0 254,600
CONSOLIDATED EDISON INC COM 209115104 2,307 27,200 SH   DFND 8,2,1 25,400 0 1,800
CONSTELLATION BRANDS INC CL A 21036P108 288 1,640 SH   DFND 7,2,1 1,640 0 0
CONSTELLATION BRANDS INC CL A 21036P108 11,993 68,400 SH   DFND 6,2,1 4,200 0 64,200
CONSTELLATION BRANDS INC CL A 21036P108 2,034 11,600 SH   DFND 8,2,1 11,600 0 0
CONTAINER STORE GROUP INC COM 210751103 392 44,600 SH   DFND 6,2,1 36,500 0 8,100
COOPER COS INC COM NEW 216648402 19 64 SH   DFND 7,2,1 64 0 0
COOPER COS INC COM NEW 216648402 9,033 30,500 SH   DFND 6,2,1 30,500 0 0
COOPER COS INC COM NEW 216648402 12,439 42,000 SH   DFND 8,2,1 42,000 0 0
COPART INC COM 217204106 6,810 112,400 SH   DFND 6,2,1 6,700 0 105,700
CORCEPT THERAPEUTICS INC COM 218352102 156 13,300 SH   DFND 6,2,1 0 0 13,300
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,706 46,426 SH   DFND 6,2,1 28,000 0 18,426
CORELOGIC INC COM 21871D103 563 15,100 SH   DFND 6,2,1 12,300 0 2,800
CORECIVIC INC COM 21871N101 5,993 308,100 SH   DFND 6,2,1 206,400 0 101,700
CORECIVIC INC COM 21871N101 504 25,900 SH   DFND 8,2,1 20,900 0 5,000
CORNERSTONE ONDEMAND INC COM 21925Y103 367 6,700 SH   DFND 6,2,1 0 0 6,700
CORNING INC COM 219350105 39 1,181 SH   DFND 7,2,1 1,181 0 0
CORNING INC COM 219350105 2,810 84,900 SH   DFND 6,2,1 7,300 0 77,600
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 29 1,078 SH   DFND 7,2,1 1,078 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 5,214 191,000 SH   DFND 6,2,1 117,800 0 73,200
COSTCO WHSL CORP NEW COM 22160K105 404 1,667 SH   DFND 2,1 1,667 0 0
COSTCO WHSL CORP NEW COM 22160K105 18,601 76,820 SH   DFND 7,2,1 74,086 0 2,734
COSTCO WHSL CORP NEW COM 22160K105 72,569 299,700 SH   DFND 6,2,1 81,700 0 218,000
COSTCO WHSL CORP NEW COM 22160K105 43,761 180,728 SH   DFND 8,2,1 174,728 0 6,000
COSTAR GROUP INC COM 22160N109 488 1,046 SH   DFND 7,2,1 1,046 0 0
COSTAR GROUP INC COM 22160N109 3,918 8,400 SH   DFND 6,2,1 600 0 7,800
COTY INC COM CL A 222070203 139 12,113 SH   DFND 7,2,1 12,113 0 0
COUPA SOFTWARE INC COM 22266L106 6,943 76,317 SH   DFND 6,2,1 46,117 0 30,200
CRACKER BARREL OLD CTRY STOR COM 22410J106 6,998 43,300 SH   DFND 6,2,1 23,600 0 19,700
CRACKER BARREL OLD CTRY STOR COM 22410J106 598 3,700 SH   DFND 8,2,1 3,100 0 600
CRANE CO COM 224399105 11,568 136,700 SH   DFND 6,2,1 86,200 0 50,500
CRANE CO COM 224399105 220 2,600 SH   DFND 8,2,1 2,600 0 0
CRAWFORD & CO CL B 224633107 2,092 229,140 SH   DFND 6,2,1 138,440 0 90,700
CREDIT ACCEP CORP MICH COM 225310101 49,522 109,580 SH   DFND 9,2,1 109,580 0 0
CRITEO S A SPONS ADS 226718104 1,024 51,102 SH   DFND 7,2,1 51,102 0 0
CROCS INC COM 227046109 5,495 213,400 SH   DFND 6,2,1 137,600 0 75,800
CROWN CASTLE INTL CORP NEW COM 22822V101 1,793 14,007 SH   DFND 7,2,1 13,287 0 720
CROWN CASTLE INTL CORP NEW COM 22822V101 6,643 51,900 SH   DFND 6,2,1 51,000 0 900
CTRIP COM INTL LTD SPONSORED ADS 22943F100 142 3,246 SH   DFND 2,1 3,246 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 845 19,330 SH   DFND 8,2,1 19,330 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 1,627 1,600,000 PRN   DFND 7,2,1 0 0 1,600,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 11,865 10,500,000 PRN   DFND 7,2,1 10,500,000 0 0
CUMMINS INC COM 231021106 231 1,461 SH   DFND 7,2,1 1,461 0 0
CUMMINS INC COM 231021106 13,435 85,100 SH   DFND 6,2,1 38,400 0 46,700
CUMMINS INC COM 231021106 1,452 9,200 SH   DFND 8,2,1 8,000 0 1,200
CURTISS WRIGHT CORP COM 231561101 3,393 29,933 SH   DFND 6,2,1 25,133 0 4,800
CYPRESS SEMICONDUCTOR CORP COM 232806109 59,898 4,014,626 SH   DFND 8,2,1 4,014,626 0 0
CYRUSONE INC COM 23283R100 3,461 66,001 SH   DFND 7,2,1 66,001 0 0
D R HORTON INC COM 23331A109 217 5,254 SH   DFND 7,2,1 5,254 0 0
D R HORTON INC COM 23331A109 1,080 26,100 SH   DFND 6,2,1 0 0 26,100
DTE ENERGY CO COM 233331107 672 5,388 SH   DFND 7,2,1 5,388 0 0
DSW INC CL A 23334L102 469 21,100 SH   DFND 6,2,1 21,100 0 0
DXC TECHNOLOGY CO COM 23355L106 229 3,557 SH   DFND 7,2,1 388 0 3,169
DXC TECHNOLOGY CO COM 23355L106 58 909 SH   DFND 6,2,1 0 0 909
DANAHER CORPORATION COM 235851102 2,026 15,343 SH   DFND 7,2,1 14,504 0 839
DANAHER CORPORATION COM 235851102 37,784 286,200 SH   DFND 6,2,1 87,300 0 198,900
DANAHER CORPORATION COM 235851102 26,188 198,365 SH   DFND 8,2,1 198,365 0 0
DARDEN RESTAURANTS INC COM 237194105 213 1,757 SH   DFND 7,2,1 1,757 0 0
DARDEN RESTAURANTS INC COM 237194105 46,778 385,100 SH   DFND 6,2,1 267,100 0 118,000
DARDEN RESTAURANTS INC COM 237194105 5,478 45,100 SH   DFND 8,2,1 38,600 0 6,500
DAVE & BUSTERS ENTMT INC COM 238337109 6,373 127,800 SH   DFND 6,2,1 86,000 0 41,800
DAVITA INC COM 23918K108 276 5,088 SH   DFND 7,2,1 5,088 0 0
DAVITA INC COM 23918K108 60 1,100 SH   DFND 6,2,1 0 0 1,100
DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,921 125,864 SH   DFND 8,2,1 125,864 0 0
DECKERS OUTDOOR CORP COM 243537107 14,096 95,900 SH   DFND 6,2,1 64,600 0 31,300
DECKERS OUTDOOR CORP COM 243537107 323 2,200 SH   DFND 8,2,1 2,200 0 0
DEERE & CO COM 244199105 1,877 11,745 SH   DFND 7,2,1 11,745 0 0
DEERE & CO COM 244199105 8,631 54,000 SH   DFND 6,2,1 32,700 0 21,300
DEERE & CO COM 244199105 3,264 20,421 SH   DFND 8,2,1 20,421 0 0
DELEK US HLDGS INC NEW COM 24665A103 626 17,200 SH   DFND 6,2,1 17,200 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,372 40,409 SH   DFND 7,2,1 541 0 39,868
DELL TECHNOLOGIES INC CL C 24703L202 583 9,936 SH   DFND 6,2,1 0 0 9,936
DENBURY RES INC COM NEW 247916208 75 36,516 SH   DFND 6,2,1 0 0 36,516
DELUXE CORP COM 248019101 6,956 159,100 SH   DFND 6,2,1 110,800 0 48,300
DEVON ENERGY CORP NEW COM 25179M103 397 12,572 SH   DFND 7,2,1 12,572 0 0
DEVON ENERGY CORP NEW COM 25179M103 11,592 367,300 SH   DFND 6,2,1 353,300 0 14,000
DEVON ENERGY CORP NEW COM 25179M103 338 10,700 SH   DFND 8,2,1 10,700 0 0
DEXCOM INC COM 252131107 171 1,433 SH   DFND 7,2,1 1,433 0 0
DEXCOM INC COM 252131107 15,971 134,100 SH   DFND 6,2,1 93,100 0 41,000
DEXCOM INC COM 252131107 97,751 820,746 SH   DFND 8,2,1 820,746 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,470 14,474 SH   DFND 7,2,1 14,474 0 0
DIAMONDBACK ENERGY INC COM 25278X109 274 2,700 SH   DFND 6,2,1 2,700 0 0
DIAMONDBACK ENERGY INC COM 25278X109 6,412 63,150 SH   DFND 8,2,1 63,150 0 0
DICKS SPORTING GOODS INC COM 253393102 9,302 252,700 SH   DFND 6,2,1 164,400 0 88,300
DIGITAL RLTY TR INC COM 253868103 214 1,799 SH   DFND 7,2,1 1,799 0 0
DISNEY WALT CO COM DISNEY 254687106 637 5,738 SH   DFND 2,1 5,738 0 0
DISNEY WALT CO COM DISNEY 254687106 7,929 71,411 SH   DFND 7,2,1 31,086 0 40,325
DISNEY WALT CO COM DISNEY 254687106 62,454 562,500 SH   DFND 6,2,1 375,600 0 186,900
DISNEY WALT CO COM DISNEY 254687106 15,023 135,310 SH   DFND 8,2,1 135,310 0 0
DISCOVER FINL SVCS COM 254709108 227 3,192 SH   DFND 7,2,1 3,192 0 0
DISCOVER FINL SVCS COM 254709108 11,186 157,200 SH   DFND 6,2,1 20,200 0 137,000
DISCOVER FINL SVCS COM 254709108 263 3,700 SH   DFND 8,2,1 0 0 3,700
DISCOVERY INC COM SER A 25470F104 4,972 184,000 SH   DFND 6,2,1 184,000 0 0
DR REDDYS LABS LTD ADR 256135203 805 19,884 SH   DFND 7,2,1 7,600 0 12,284
DOLBY LABORATORIES INC COM CL A 25659T107 1,266 20,100 SH   DFND 8,2,1 20,100 0 0
DOLLAR GEN CORP NEW COM 256677105 2,780 23,302 SH   DFND 7,2,1 23,302 0 0
DOLLAR GEN CORP NEW COM 256677105 21,068 176,600 SH   DFND 6,2,1 11,600 0 165,000
DOLLAR GEN CORP NEW COM 256677105 525 4,400 SH   DFND 8,2,1 0 0 4,400
DOLLAR TREE INC COM 256746108 386 3,678 SH   DFND 7,2,1 3,678 0 0
DOLLAR TREE INC COM 256746108 179 1,700 SH   DFND 6,2,1 0 0 1,700
DOMINION ENERGY INC COM 25746U109 1,746 22,774 SH   DFND 7,2,1 20,218 0 2,556
DOMINION ENERGY INC COM 25746U109 6,907 90,100 SH   DFND 6,2,1 85,800 0 4,300
DOMINION ENERGY INC COM 25746U109 571 7,445 SH   DFND 8,2,1 7,445 0 0
DOMINOS PIZZA INC COM 25754A201 233 903 SH   DFND 2,1 903 0 0
DOMINOS PIZZA INC COM 25754A201 120 463 SH   DFND 7,2,1 463 0 0
DOMINOS PIZZA INC COM 25754A201 3,949 15,300 SH   DFND 6,2,1 1,800 0 13,500
DOMINOS PIZZA INC COM 25754A201 77 300 SH   DFND 8,2,1 0 0 300
DOMTAR CORP COM NEW 257559203 760 15,300 SH   DFND 6,2,1 13,500 0 1,800
DONNELLEY FINL SOLUTIONS INC COM 25787G100 2,726 183,200 SH   DFND 6,2,1 119,000 0 64,200
DOUGLAS EMMETT INC COM 25960P109 15,260 377,539 SH   DFND 7,2,1 377,539 0 0
DOVER CORP COM 260003108 354 3,770 SH   DFND 7,2,1 3,770 0 0
DOVER CORP COM 260003108 553 5,900 SH   DFND 6,2,1 2,100 0 3,800
DOWDUPONT INC COM 26078J100 248 4,656 SH   DFND 2,1 4,656 0 0
DOWDUPONT INC COM 26078J100 11,319 212,317 SH   DFND 7,2,1 135,684 0 76,633
DOWDUPONT INC COM 26078J100 16,285 305,481 SH   DFND 6,2,1 249,520 0 55,961
DOWDUPONT INC COM 26078J100 11,748 220,368 SH   DFND 8,2,1 220,368 0 0
DROPBOX INC CL A 26210C104 16,761 768,849 SH   DFND 8,2,1 768,849 0 0
DUKE REALTY CORP COM NEW 264411505 14,517 474,706 SH   DFND 7,2,1 474,706 0 0
DUKE REALTY CORP COM NEW 264411505 3,144 102,800 SH   DFND 6,2,1 0 0 102,800
DUKE REALTY CORP COM NEW 264411505 3,285 107,435 SH   DFND 8,2,1 107,435 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 9,365 104,050 SH   DFND 7,2,1 59,390 0 44,660
DUKE ENERGY CORP NEW COM NEW 26441C204 9,252 102,800 SH   DFND 6,2,1 97,300 0 5,500
DUKE ENERGY CORP NEW COM NEW 26441C204 738 8,200 SH   DFND 8,2,1 8,200 0 0
EOG RES INC COM 26875P101 12,967 136,236 SH   DFND 7,2,1 95,494 0 40,742
EOG RES INC COM 26875P101 5,958 62,600 SH   DFND 6,2,1 59,900 0 2,700
EOG RES INC COM 26875P101 32,723 343,803 SH   DFND 8,2,1 343,803 0 0
EPR PPTYS COM SH BEN INT 26884U109 55 709 SH   DFND 7,2,1 709 0 0
EPR PPTYS COM SH BEN INT 26884U109 9,874 128,400 SH   DFND 6,2,1 95,800 0 32,600
EPR PPTYS COM SH BEN INT 26884U109 669 8,700 SH   DFND 8,2,1 8,000 0 700
E TRADE FINANCIAL CORP COM NEW 269246401 19 400 SH   DFND 7,2,1 400 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 293 6,300 SH   DFND 6,2,1 0 0 6,300
EAST WEST BANCORP INC COM 27579R104 10 203 SH   DFND 7,2,1 203 0 0
EAST WEST BANCORP INC COM 27579R104 264 5,500 SH   DFND 8,2,1 0 0 5,500
EASTERLY GOVT PPTYS INC COM 27616P103 2,109 117,100 SH   DFND 7,2,1 117,100 0 0
EASTMAN CHEMICAL CO COM 277432100 120 1,586 SH   DFND 7,2,1 1,586 0 0
EASTMAN CHEMICAL CO COM 277432100 15,867 209,100 SH   DFND 6,2,1 198,200 0 10,900
EASTMAN CHEMICAL CO COM 277432100 2,459 32,400 SH   DFND 8,2,1 32,400 0 0
EBAY INC COM 278642103 484 13,037 SH   DFND 7,2,1 7,958 0 5,079
EBAY INC COM 278642103 52,728 1,419,700 SH   DFND 6,2,1 1,210,600 0 209,100
EBAY INC COM 278642103 16,474 443,576 SH   DFND 8,2,1 417,076 0 26,500
EBIX INC COM NEW 278715206 1,160 23,500 SH   DFND 6,2,1 17,000 0 6,500
ECHO GLOBAL LOGISTICS INC COM 27875T101 248 10,000 SH   DFND 6,2,1 5,900 0 4,100
ECOLAB INC COM 278865100 12,261 69,449 SH   DFND 7,2,1 11,798 0 57,651
ECOLAB INC COM 278865100 90,971 515,300 SH   DFND 6,2,1 315,600 0 199,700
ECOLAB INC COM 278865100 39,455 223,492 SH   DFND 8,2,1 218,692 0 4,800
EDGEWELL PERS CARE CO COM 28035Q102 3,581 81,600 SH   DFND 6,2,1 42,200 0 39,400
EDISON INTL COM 281020107 121 1,947 SH   DFND 7,2,1 1,947 0 0
EDISON INTL COM 281020107 2,310 37,300 SH   DFND 6,2,1 17,100 0 20,200
EDWARDS LIFESCIENCES CORP COM 28176E108 985 5,146 SH   DFND 7,2,1 5,146 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 17,411 91,000 SH   DFND 6,2,1 25,700 0 65,300
EDWARDS LIFESCIENCES CORP COM 28176E108 45,564 238,141 SH   DFND 8,2,1 238,141 0 0
ELANCO ANIMAL HEALTH INC COM 28414H103 3,891 121,339 SH   DFND 8,2,1 121,339 0 0
ELDORADO RESORTS INC COM 28470R102 1,573 33,700 SH   DFND 6,2,1 22,900 0 10,800
ELECTRONIC ARTS INC COM 285512109 8,651 85,119 SH   DFND 7,2,1 85,119 0 0
ELECTRONIC ARTS INC COM 285512109 569 5,600 SH   DFND 6,2,1 2,000 0 3,600
ELECTRONIC ARTS INC COM 285512109 16,700 164,325 SH   DFND 8,2,1 164,325 0 0
EMCORE CORP COM NEW 290846203 283 77,507 SH   DFND 6,2,1 49,400 0 28,107
EMERSON ELEC CO COM 291011104 620 9,049 SH   DFND 7,2,1 9,025 0 24
EMERSON ELEC CO COM 291011104 62,602 914,300 SH   DFND 6,2,1 690,100 0 224,200
EMERSON ELEC CO COM 291011104 8,168 119,300 SH   DFND 8,2,1 115,900 0 3,400
EMPIRE ST RLTY TR INC CL A 292104106 22 1,396 SH   DFND 7,2,1 1,396 0 0
EMPIRE ST RLTY TR INC CL A 292104106 340 21,500 SH   DFND 6,2,1 9,100 0 12,400
ENCANA CORP COM 292505104 283 39,152 SH   DFND 7,2,1 39,152 0 0
ENBRIDGE INC COM 29250N105 3,831 105,664 SH   DFND 7,2,1 81,302 0 24,362
ENBRIDGE INC COM 29250N105 4,099 113,040 SH   DFND 6,2,1 24,600 0 88,440
ENDAVA PLC ADS 29260V105 5,840 212,377 SH   DFND 8,2,1 212,377 0 0
ENDOLOGIX INC COM NEW 29266S304 634 95,984 SH   DFND 8,2,1 95,984 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 877 120,971 SH   DFND 6,2,1 108,260 0 12,711
ENEL AMERICAS S A SPONSORED ADR 29274F104 379 42,400 SH   DFND 6,2,1 42,400 0 0
ENTERGY CORP NEW COM 29364G103 565 5,907 SH   DFND 7,2,1 5,907 0 0
ENTERGY CORP NEW COM 29364G103 18,590 194,400 SH   DFND 6,2,1 121,800 0 72,600
ENTERGY CORP NEW COM 29364G103 287 3,000 SH   DFND 8,2,1 0 0 3,000
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,014 313,101 SH   DFND 6,2,1 250,600 0 62,501
ENVESTNET INC COM 29404K106 17,635 269,690 SH   DFND 7,2,1 269,690 0 0
ENVESTNET INC COM 29404K106 1,301 19,900 SH   DFND 8,2,1 19,900 0 0
EQUINIX INC COM 29444U700 26,649 58,806 SH   DFND 7,2,1 58,608 0 198
EQUINIX INC COM 29444U700 3,897 8,600 SH   DFND 6,2,1 8,600 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 874 11,600 SH   DFND 7,2,1 11,600 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 6,048 80,300 SH   DFND 6,2,1 14,400 0 65,900
ERICSSON ADR B SEK 10 294821608 285 31,021 SH   DFND 2,1 31,021 0 0
ESSEX PPTY TR INC COM 297178105 1,072 3,706 SH   DFND 7,2,1 3,706 0 0
ESSEX PPTY TR INC COM 297178105 3,992 13,800 SH   DFND 6,2,1 2,800 0 11,000
ETHAN ALLEN INTERIORS INC COM 297602104 235 12,300 SH   DFND 6,2,1 7,000 0 5,300
ETSY INC COM 29786A106 15,198 226,100 SH   DFND 6,2,1 151,800 0 74,300
ETSY INC COM 29786A106 1,492 22,200 SH   DFND 8,2,1 22,200 0 0
EURONET WORLDWIDE INC COM 298736109 6,973 48,900 SH   DFND 6,2,1 38,200 0 10,700
EVERBRIDGE INC COM 29978A104 383 5,100 SH   DFND 6,2,1 4,300 0 800
EVERTEC INC COM 30040P103 770 27,700 SH   DFND 6,2,1 11,200 0 16,500
EVERSOURCE ENERGY COM 30040W108 648 9,127 SH   DFND 7,2,1 9,127 0 0
EVERSOURCE ENERGY COM 30040W108 24,052 339,000 SH   DFND 6,2,1 39,800 0 299,200
EVERSOURCE ENERGY COM 30040W108 177 2,500 SH   DFND 8,2,1 0 0 2,500
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 674 53,592 SH   DFND 7,2,1 53,592 0 0
EXACT SCIENCES CORP COM 30063P105 1,550 17,900 SH   DFND 6,2,1 10,500 0 7,400
EXACT SCIENCES CORP COM 30063P105 3,638 42,000 SH   DFND 8,2,1 42,000 0 0
EXELON CORP COM 30161N101 3,936 78,517 SH   DFND 7,2,1 78,517 0 0
EXELON CORP COM 30161N101 22,774 454,300 SH   DFND 6,2,1 408,000 0 46,300
EXELON CORP COM 30161N101 3,690 73,600 SH   DFND 8,2,1 63,300 0 10,300
EXPEDIA GROUP INC COM NEW 30212P303 108 910 SH   DFND 7,2,1 910 0 0
EXPEDIA GROUP INC COM NEW 30212P303 19,064 160,200 SH   DFND 6,2,1 156,600 0 3,600
EXPEDIA GROUP INC COM NEW 30212P303 2,047 17,200 SH   DFND 8,2,1 17,200 0 0
EXPEDITORS INTL WASH INC COM 302130109 361 4,760 SH   DFND 7,2,1 4,760 0 0
EXPEDITORS INTL WASH INC COM 302130109 16,189 213,300 SH   DFND 6,2,1 19,000 0 194,300
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 4,482 249,700 SH   DFND 6,2,1 170,600 0 79,100
EXTRA SPACE STORAGE INC COM 30225T102 36,680 359,929 SH   DFND 7,2,1 359,929 0 0
EXTERRAN CORP COM 30227H106 2,727 161,846 SH   DFND 6,2,1 107,049 0 54,797
EZCORP INC CL A NON VTG 302301106 2,584 277,300 SH   DFND 6,2,1 207,800 0 69,500
EXXON MOBIL CORP COM 30231G102 5,629 69,669 SH   DFND 2,1 69,669 0 0
EXXON MOBIL CORP COM 30231G102 19,430 240,469 SH   DFND 7,2,1 235,631 0 4,838
EXXON MOBIL CORP COM 30231G102 128,520 1,590,600 SH   DFND 6,2,1 809,700 0 780,900
EXXON MOBIL CORP COM 30231G102 22,797 282,142 SH   DFND 8,2,1 277,242 0 4,900
FLIR SYS INC COM 302445101 3,544 74,487 SH   DFND 7,2,1 74,487 0 0
F M C CORP COM NEW 302491303 799 10,400 SH   DFND 7,2,1 10,400 0 0
FNB CORP PA COM 302520101 4,459 420,700 SH   DFND 6,2,1 268,300 0 152,400
FTI CONSULTING INC COM 302941109 207 2,700 SH   DFND 6,2,1 0 0 2,700
FACEBOOK INC CL A 30303M102 27,294 163,741 SH   DFND 7,2,1 113,859 0 49,882
FACEBOOK INC CL A 30303M102 79,311 475,800 SH   DFND 6,2,1 416,800 0 59,000
FACEBOOK INC CL A 30303M102 102,857 617,055 SH   DFND 8,2,1 615,455 0 1,600
FASTENAL CO COM 311900104 597 9,277 SH   DFND 7,2,1 9,277 0 0
FASTENAL CO COM 311900104 11,743 182,600 SH   DFND 6,2,1 13,300 0 169,300
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 15,884 115,224 SH   DFND 7,2,1 115,224 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,239 23,500 SH   DFND 6,2,1 2,300 0 21,200
FEDERATED INVS INC PA CL B 314211103 850 29,000 SH   DFND 6,2,1 10,900 0 18,100
FEDEX CORP COM 31428X106 883 4,865 SH   DFND 7,2,1 2,346 0 2,519
FEDEX CORP COM 31428X106 15,402 84,900 SH   DFND 6,2,1 31,700 0 53,200
FEDEX CORP COM 31428X106 6,274 34,587 SH   DFND 8,2,1 34,587 0 0
F5 NETWORKS INC COM 315616102 482 3,071 SH   DFND 7,2,1 3,071 0 0
F5 NETWORKS INC COM 315616102 21,876 139,400 SH   DFND 6,2,1 106,900 0 32,500
F5 NETWORKS INC COM 315616102 706 4,500 SH   DFND 8,2,1 2,600 0 1,900
FIDELITY NATL INFORMATION SV COM 31620M106 460 4,065 SH   DFND 7,2,1 4,065 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 68,640 606,900 SH   DFND 6,2,1 415,000 0 191,900
FIDELITY NATL INFORMATION SV COM 31620M106 6,809 60,200 SH   DFND 8,2,1 60,200 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 137 3,755 SH   DFND 7,2,1 3,755 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 757 20,700 SH   DFND 6,2,1 20,700 0 0
FIFTH THIRD BANCORP COM 316773100 196 7,787 SH   DFND 7,2,1 7,787 0 0
FIFTH THIRD BANCORP COM 316773100 1,725 68,400 SH   DFND 6,2,1 28,800 0 39,600
FIFTH THIRD BANCORP COM 316773100 199 7,900 SH   DFND 8,2,1 0 0 7,900
FIRST AMERN FINL CORP COM 31847R102 3,739 72,600 SH   DFND 6,2,1 40,100 0 32,500
FIRST BANCORP P R COM NEW 318672706 1,200 104,700 SH   DFND 6,2,1 65,700 0 39,000
FIRST HORIZON NATL CORP COM 320517105 573 41,000 SH   DFND 6,2,1 0 0 41,000
FIRST REP BK SAN FRANCISCO C COM 33616C100 22 221 SH   DFND 7,2,1 221 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 4,963 49,400 SH   DFND 6,2,1 3,200 0 46,200
FISERV INC COM 337738108 44 497 SH   DFND 7,2,1 497 0 0
FISERV INC COM 337738108 583 6,600 SH   DFND 6,2,1 2,600 0 4,000
FISERV INC COM 337738108 177 2,000 SH   DFND 8,2,1 0 0 2,000
FLAGSTAR BANCORP INC COM PAR .001 337930705 1,287 39,100 SH   DFND 6,2,1 28,100 0 11,000
FITBIT INC CL A 33812L102 5,081 858,300 SH   DFND 6,2,1 592,100 0 266,200
FIVE BELOW INC COM 33829M101 5,169 41,600 SH   DFND 6,2,1 21,400 0 20,200
FIVE9 INC COM 338307101 1,025 19,400 SH   DFND 6,2,1 12,500 0 6,900
FIVE9 INC COM 338307101 21,712 410,971 SH   DFND 8,2,1 410,971 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,284 170,430 SH   DFND 6,2,1 117,330 0 53,100
FIVE PRIME THERAPEUTICS INC COM 33830X104 5,420 404,490 SH   DFND 8,2,1 404,490 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 21,444 86,964 SH   DFND 7,2,1 86,964 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 49 200 SH   DFND 6,2,1 0 0 200
FONAR CORP COM NEW 344437405 448 21,880 SH   DFND 6,2,1 17,710 0 4,170
FOOT LOCKER INC COM 344849104 10,102 166,701 SH   DFND 6,2,1 141,601 0 25,100
FORD MTR CO DEL COM 345370860 291 33,116 SH   DFND 7,2,1 9,522 0 23,594
FORD MTR CO DEL COM 345370860 48,703 5,547,000 SH   DFND 6,2,1 4,895,600 0 651,400
FORD MTR CO DEL COM 345370860 7,342 836,200 SH   DFND 8,2,1 783,000 0 53,200
FORTIS INC COM 349553107 6,309 170,572 SH   DFND 7,2,1 82,612 0 87,960
FORTINET INC COM 34959E109 17 200 SH   DFND 7,2,1 200 0 0
FORTINET INC COM 34959E109 30,480 362,989 SH   DFND 6,2,1 316,189 0 46,800
FORTINET INC COM 34959E109 4,392 52,300 SH   DFND 8,2,1 52,300 0 0
FORTIVE CORP COM 34959J108 548 6,536 SH   DFND 7,2,1 6,536 0 0
FORTIVE CORP COM 34959J108 575 6,850 SH   DFND 6,2,1 0 0 6,850
FOX FACTORY HLDG CORP COM 35138V102 4,654 66,591 SH   DFND 7,2,1 66,591 0 0
FRANCO NEVADA CORP COM 351858105 3,533 47,074 SH   DFND 7,2,1 46,694 0 380
FRANKLIN RES INC COM 354613101 177 5,340 SH   DFND 7,2,1 5,340 0 0
FRANKLIN RES INC COM 354613101 30 900 SH   DFND 6,2,1 0 0 900
FRANKLIN STREET PPTYS CORP COM 35471R106 3,338 464,300 SH   DFND 6,2,1 302,300 0 162,000
FREEPORT-MCMORAN INC CL B 35671D857 302 23,459 SH   DFND 7,2,1 23,459 0 0
FRESHPET INC COM 358039105 195 4,600 SH   DFND 6,2,1 4,100 0 500
FRESHPET INC COM 358039105 89 2,100 SH   DFND 8,2,1 0 0 2,100
FUNKO INC COM CL A 361008105 1,568 72,200 SH   DFND 6,2,1 52,100 0 20,100
GAMCO INVESTORS INC CL A COM 361438104 453 22,100 SH   DFND 6,2,1 14,400 0 7,700
GEO GROUP INC NEW COM 36162J106 5,877 306,100 SH   DFND 6,2,1 212,900 0 93,200
GW PHARMACEUTICALS PLC ADS 36197T103 8,200 48,644 SH   DFND 8,2,1 48,644 0 0
G-III APPAREL GROUP LTD COM 36237H101 4,232 105,913 SH   DFND 6,2,1 86,413 0 19,500
GSI TECHNOLOGY COM 36241U106 143 18,400 SH   DFND 6,2,1 14,900 0 3,500
GAIN CAP HLDGS INC COM 36268W100 1,277 203,300 SH   DFND 6,2,1 108,500 0 94,800
GAMING & LEISURE PPTYS INC COM 36467J108 119 3,079 SH   DFND 7,2,1 3,079 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 1,192 30,900 SH   DFND 6,2,1 14,000 0 16,900
GAMESTOP CORP NEW CL A 36467W109 185 18,200 SH   DFND 6,2,1 12,200 0 6,000
GAMESTOP CORP NEW CL A 36467W109 211 20,800 SH   DFND 8,2,1 20,800 0 0
GANNETT CO INC COM 36473H104 4,672 443,300 SH   DFND 6,2,1 301,200 0 142,100
GAP INC COM 364760108 8 300 SH   DFND 7,2,1 300 0 0
GAP INC COM 364760108 22,358 854,000 SH   DFND 6,2,1 745,700 0 108,300
GAP INC COM 364760108 3,519 134,400 SH   DFND 8,2,1 120,800 0 13,600
GARDNER DENVER HLDGS INC COM 36555P107 1,841 66,200 SH   DFND 8,2,1 66,200 0 0
GARRETT MOTION INC COM 366505105 2 127 SH   DFND 2,1 127 0 0
GARRETT MOTION INC COM 366505105 138 9,377 SH   DFND 7,2,1 9,278 0 99
GARRETT MOTION INC COM 366505105 36 2,450 SH   DFND 6,2,1 0 0 2,450
GENERAL DYNAMICS CORP COM 369550108 339 2,000 SH   DFND 6,2,1 1,100 0 900
GENERAL ELECTRIC CO COM 369604103 5,335 534,019 SH   DFND 7,2,1 191,442 0 342,577
GENERAL ELECTRIC CO COM 369604103 10,512 1,052,300 SH   DFND 6,2,1 966,600 0 85,700
GENERAL MLS INC COM 370334104 562 10,862 SH   DFND 7,2,1 10,862 0 0
GENERAL MLS INC COM 370334104 81,175 1,568,600 SH   DFND 6,2,1 943,800 0 624,800
GENERAL MLS INC COM 370334104 7,711 149,000 SH   DFND 8,2,1 135,400 0 13,600
GENERAL MTRS CO COM 37045V100 439 11,822 SH   DFND 2,1 11,822 0 0
GENERAL MTRS CO COM 37045V100 354 9,551 SH   DFND 7,2,1 7,586 0 1,965
GENERAL MTRS CO COM 37045V100 60,139 1,621,000 SH   DFND 6,2,1 1,407,600 0 213,400
GENERAL MTRS CO COM 37045V100 9,546 257,300 SH   DFND 8,2,1 226,300 0 31,000
GENESCO INC COM 371532102 3,808 83,600 SH   DFND 6,2,1 56,800 0 26,800
GENOMIC HEALTH INC COM 37244C101 6,213 88,700 SH   DFND 6,2,1 60,500 0 28,200
GENUINE PARTS CO COM 372460105 22 200 SH   DFND 7,2,1 200 0 0
GENUINE PARTS CO COM 372460105 4,851 43,300 SH   DFND 6,2,1 0 0 43,300
GENWORTH FINL INC COM CL A 37247D106 282 73,600 SH   DFND 6,2,1 0 0 73,600
GILEAD SCIENCES INC COM 375558103 1,468 22,578 SH   DFND 7,2,1 3,807 0 18,771
GILEAD SCIENCES INC COM 375558103 55,265 850,100 SH   DFND 6,2,1 763,600 0 86,500
GILEAD SCIENCES INC COM 375558103 51,055 785,337 SH   DFND 8,2,1 782,437 0 2,900
GILDAN ACTIVEWEAR INC COM 375916103 151 4,200 SH   DFND 7,2,1 4,200 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,806 105,800 SH   DFND 6,2,1 12,700 0 93,100
GILDAN ACTIVEWEAR INC COM 375916103 122 3,400 SH   DFND 8,2,1 0 0 3,400
GLAUKOS CORP COM 377322102 4,005 51,100 SH   DFND 6,2,1 36,100 0 15,000
GLOBAL NET LEASE INC COM NEW 379378201 1,066 56,400 SH   DFND 6,2,1 39,800 0 16,600
GLOBAL PMTS INC COM 37940X102 49,790 364,705 SH   DFND 7,2,1 364,705 0 0
GLOBAL PMTS INC COM 37940X102 55 400 SH   DFND 6,2,1 0 0 400
GLOBAL PMTS INC COM 37940X102 6,526 47,800 SH   DFND 8,2,1 47,800 0 0
GLOBAL MED REIT INC COM NEW 37954A204 884 90,000 SH   DFND 6,2,1 41,100 0 48,900
GLOBUS MED INC CL A 379577208 44,136 893,253 SH   DFND 8,2,1 893,253 0 0
GLYCOMIMETICS INC COM 38000Q102 11,527 925,144 SH   DFND 8,2,1 925,144 0 0
GODADDY INC CL A 380237107 3,889 51,716 SH   DFND 8,2,1 51,716 0 0
GOLDCORP INC NEW COM 380956409 2,274 198,776 SH   DFND 7,2,1 198,776 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 100 520 SH   DFND 2,1 520 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 6,057 31,551 SH   DFND 7,2,1 13,397 0 18,154
GOLDMAN SACHS GROUP INC COM 38141G104 7,948 41,400 SH   DFND 6,2,1 36,900 0 4,500
GRAINGER W W INC COM 384802104 756 2,513 SH   DFND 7,2,1 1,549 0 964
GRAINGER W W INC COM 384802104 3,792 12,600 SH   DFND 6,2,1 9,900 0 2,700
GRAINGER W W INC COM 384802104 181 600 SH   DFND 8,2,1 0 0 600
GRAN TIERRA ENERGY INC COM 38500T101 1,671 736,019 SH   DFND 6,2,1 530,303 0 205,716
GRAY TELEVISION INC COM 389375106 6,355 297,500 SH   DFND 6,2,1 205,500 0 92,000
GREENBRIER COS INC COM 393657101 261 8,100 SH   DFND 6,2,1 4,400 0 3,700
GREIF INC CL A 397624107 7,413 179,700 SH   DFND 6,2,1 117,200 0 62,500
GREIF INC CL A 397624107 83 2,000 SH   DFND 8,2,1 0 0 2,000
GRIFFON CORP COM 398433102 767 41,500 SH   DFND 6,2,1 30,300 0 11,200
GROUPON INC COM 399473107 7,136 2,010,200 SH   DFND 6,2,1 1,306,900 0 703,300
GROUPON INC COM 399473107 2,746 773,446 SH   DFND 8,2,1 773,446 0 0
GUESS INC COM 401617105 3,245 165,548 SH   DFND 6,2,1 117,348 0 48,200
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 17,684 16,284,000 PRN   DFND 7,2,1 14,584,000 0 1,700,000
HCA HEALTHCARE INC COM 40412C101 352 2,700 SH   DFND 7,2,1 2,700 0 0
HCA HEALTHCARE INC COM 40412C101 17,575 134,800 SH   DFND 6,2,1 10,500 0 124,300
HCA HEALTHCARE INC COM 40412C101 261 2,000 SH   DFND 8,2,1 0 0 2,000
HCP INC COM 40414L109 1,142 36,487 SH   DFND 7,2,1 36,487 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 47,065 406,046 SH   DFND 7,2,1 402,243 0 3,803
HDFC BANK LTD SPONSORED ADS 40415F101 1,869 16,127 SH   DFND 8,2,1 0 0 16,127
HD SUPPLY HLDGS INC COM 40416M105 12 284 SH   DFND 7,2,1 284 0 0
HD SUPPLY HLDGS INC COM 40416M105 16,365 377,500 SH   DFND 6,2,1 208,000 0 169,500
HD SUPPLY HLDGS INC COM 40416M105 286 6,600 SH   DFND 8,2,1 0 0 6,600
HMS HLDGS CORP COM 40425J101 2,022 68,300 SH   DFND 6,2,1 44,700 0 23,600
HP INC COM 40434L105 523 26,930 SH   DFND 7,2,1 22,635 0 4,295
HP INC COM 40434L105 17,343 892,600 SH   DFND 6,2,1 63,000 0 829,600
HP INC COM 40434L105 161 8,300 SH   DFND 8,2,1 0 0 8,300
HALLIBURTON CO COM 406216101 1,471 50,193 SH   DFND 7,2,1 24,217 0 25,976
HALLIBURTON CO COM 406216101 475 16,200 SH   DFND 6,2,1 9,200 0 7,000
HALLIBURTON CO COM 406216101 1,295 44,200 SH   DFND 8,2,1 44,200 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 6,894 428,217 SH   DFND 8,2,1 428,217 0 0
HANCOCK WHITNEY CORPORATION COM 410120109 1,075 26,600 SH   DFND 6,2,1 22,600 0 4,000
HANESBRANDS INC COM 410345102 9 500 SH   DFND 7,2,1 500 0 0
HANESBRANDS INC COM 410345102 21,755 1,216,700 SH   DFND 6,2,1 1,025,100 0 191,600
HANESBRANDS INC COM 410345102 1,395 78,000 SH   DFND 8,2,1 73,400 0 4,600
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,741 67,885 SH   DFND 7,2,1 67,885 0 0
HANNON ARMSTRONG SUST INFR C COM 41068X100 2,229 86,923 SH   DFND 8,2,1 86,923 0 0
HARMONIC INC COM 413160102 1,528 281,946 SH   DFND 6,2,1 170,846 0 111,100
HARRIS CORP DEL COM 413875105 690 4,318 SH   DFND 7,2,1 4,318 0 0
HARRIS CORP DEL COM 413875105 942 5,900 SH   DFND 6,2,1 0 0 5,900
HARTFORD FINL SVCS GROUP INC COM 416515104 494 9,941 SH   DFND 7,2,1 9,941 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 22,255 447,600 SH   DFND 6,2,1 439,100 0 8,500
HARTFORD FINL SVCS GROUP INC COM 416515104 1,869 37,600 SH   DFND 8,2,1 37,600 0 0
HARVARD BIOSCIENCE INC COM 416906105 59 13,669 SH   DFND 6,2,1 11,000 0 2,669
HAVERTY FURNITURE INC COM 419596101 657 30,050 SH   DFND 6,2,1 23,300 0 6,750
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,523 56,800 SH   DFND 6,2,1 33,600 0 23,200
HECLA MNG CO COM 422704106 732 318,300 SH   DFND 6,2,1 159,100 0 159,200
HENRY JACK & ASSOC INC COM 426281101 15 109 SH   DFND 7,2,1 109 0 0
HENRY JACK & ASSOC INC COM 426281101 5,938 42,800 SH   DFND 6,2,1 3,200 0 39,600
HERITAGE CRYSTAL CLEAN INC COM 42726M106 615 22,418 SH   DFND 7,2,1 22,418 0 0
HERSHEY CO COM 427866108 538 4,681 SH   DFND 7,2,1 4,681 0 0
HERSHEY CO COM 427866108 14,515 126,400 SH   DFND 6,2,1 7,600 0 118,800
HESS CORP COM 42809H107 409 6,787 SH   DFND 7,2,1 6,787 0 0
HESS CORP COM 42809H107 60 1,000 SH   DFND 6,2,1 0 0 1,000
HEWLETT PACKARD ENTERPRISE C COM 42824C109 914 59,253 SH   DFND 7,2,1 22,357 0 36,896
HEWLETT PACKARD ENTERPRISE C COM 42824C109 32,665 2,117,000 SH   DFND 6,2,1 1,851,600 0 265,400
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,213 143,400 SH   DFND 8,2,1 129,500 0 13,900
HEXCEL CORP NEW COM 428291108 23,445 338,990 SH   DFND 8,2,1 338,990 0 0
HIBBETT SPORTS INC COM 428567101 1,159 50,800 SH   DFND 6,2,1 43,500 0 7,300
HILL INTERNATIONAL INC COM 431466101 374 128,100 SH   DFND 6,2,1 41,300 0 86,800
HILL ROM HLDGS INC COM 431475102 8,648 81,695 SH   DFND 6,2,1 51,300 0 30,395
HILTON WORLDWIDE HLDGS INC COM 43300A203 25 300 SH   DFND 7,2,1 300 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 6,183 74,400 SH   DFND 6,2,1 8,200 0 66,200
HOLLYFRONTIER CORP COM 436106108 471 9,553 SH   DFND 7,2,1 9,553 0 0
HOLLYFRONTIER CORP COM 436106108 468 9,500 SH   DFND 6,2,1 0 0 9,500
HOLLYFRONTIER CORP COM 436106108 74 1,500 SH   DFND 8,2,1 0 0 1,500
HOLOGIC INC COM 436440101 514 10,618 SH   DFND 7,2,1 10,618 0 0
HOLOGIC INC COM 436440101 13,748 284,050 SH   DFND 8,2,1 284,050 0 0
HOME DEPOT INC COM 437076102 217 1,133 SH   DFND 2,1 1,133 0 0
HOME DEPOT INC COM 437076102 14,807 77,162 SH   DFND 7,2,1 36,875 0 40,287
HOME DEPOT INC COM 437076102 110,087 573,700 SH   DFND 6,2,1 262,500 0 311,200
HOME DEPOT INC COM 437076102 9,498 49,499 SH   DFND 8,2,1 42,099 0 7,400
HONEYWELL INTL INC COM 438516106 113 712 SH   DFND 2,1 712 0 0
HONEYWELL INTL INC COM 438516106 11,654 73,332 SH   DFND 7,2,1 72,335 0 997
HONEYWELL INTL INC COM 438516106 45,197 284,400 SH   DFND 6,2,1 84,800 0 199,600
HONEYWELL INTL INC COM 438516106 84,161 529,578 SH   DFND 8,2,1 529,578 0 0
HORMEL FOODS CORP COM 440452100 18 400 SH   DFND 7,2,1 400 0 0
HORMEL FOODS CORP COM 440452100 6,718 150,100 SH   DFND 6,2,1 7,700 0 142,400
HORIZON TECHNOLOGY FIN CORP COM 44045A102 236 20,003 SH   DFND 6,2,1 11,003 0 9,000
HOST HOTELS & RESORTS INC COM 44107P104 13,091 692,627 SH   DFND 7,2,1 692,627 0 0
HOST HOTELS & RESORTS INC COM 44107P104 401 21,200 SH   DFND 6,2,1 0 0 21,200
HUBSPOT INC COM 443573100 1,280 7,700 SH   DFND 6,2,1 900 0 6,800
HUBSPOT INC COM 443573100 20,214 121,617 SH   DFND 8,2,1 121,617 0 0
HUMANA INC COM 444859102 1,095 4,117 SH   DFND 7,2,1 4,117 0 0
HUMANA INC COM 444859102 5,267 19,800 SH   DFND 6,2,1 6,800 0 13,000
HUMANA INC COM 444859102 771 2,900 SH   DFND 8,2,1 0 0 2,900
HUNT COS FIN TR INC COM 44558T100 11,659 3,340,780 SH   DFND 9,2,1 3,340,780 0 0
HUNT J B TRANS SVCS INC COM 445658107 278 2,743 SH   DFND 7,2,1 2,743 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,529 15,100 SH   DFND 8,2,1 15,100 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 12 59 SH   DFND 7,2,1 59 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 311 1,500 SH   DFND 6,2,1 0 0 1,500
HUNTSMAN CORP COM 447011107 13,845 615,600 SH   DFND 6,2,1 406,700 0 208,900
HUNTSMAN CORP COM 447011107 1,174 52,200 SH   DFND 8,2,1 46,000 0 6,200
HURCO COMPANIES INC COM 447324104 954 23,663 SH   DFND 6,2,1 10,400 0 13,263
IDT CORP CL B NEW 448947507 238 35,814 SH   DFND 6,2,1 21,881 0 13,933
IAC INTERACTIVECORP COM 44919P508 641 3,053 SH   DFND 7,2,1 3,053 0 0
IAC INTERACTIVECORP COM 44919P508 42 200 SH   DFND 6,2,1 0 0 200
IAC INTERACTIVECORP COM 44919P508 4,895 23,297 SH   DFND 8,2,1 23,297 0 0
ICF INTL INC COM 44925C103 5,402 71,000 SH   DFND 6,2,1 49,700 0 21,300
IPG PHOTONICS CORP COM 44980X109 66,907 440,814 SH   DFND 8,2,1 440,814 0 0
ITT INC COM 45073V108 1,004 17,317 SH   DFND 8,2,1 17,317 0 0
ICICI BK LTD ADR 45104G104 1,857 161,999 SH   DFND 8,2,1 0 0 161,999
IDEX CORP COM 45167R104 213 1,407 SH   DFND 7,2,1 1,407 0 0
IDEX CORP COM 45167R104 5,630 37,100 SH   DFND 6,2,1 5,600 0 31,500
IDEXX LABS INC COM 45168D104 140 624 SH   DFND 7,2,1 624 0 0
IDEXX LABS INC COM 45168D104 8,050 36,000 SH   DFND 6,2,1 3,100 0 32,900
ILLINOIS TOOL WKS INC COM 452308109 849 5,914 SH   DFND 7,2,1 5,914 0 0
ILLINOIS TOOL WKS INC COM 452308109 34,490 240,300 SH   DFND 6,2,1 47,200 0 193,100
ILLUMINA INC COM 452327109 405 1,304 SH   DFND 2,1 1,304 0 0
ILLUMINA INC COM 452327109 62 200 SH   DFND 7,2,1 200 0 0
ILLUMINA INC COM 452327109 7,736 24,900 SH   DFND 6,2,1 20,300 0 4,600
ILLUMINA INC COM 452327109 92,217 296,815 SH   DFND 8,2,1 296,815 0 0
ILLUMINA INC NOTE 6/1 452327AF6 21,132 17,271,000 PRN   DFND 7,2,1 13,352,000 0 3,919,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 9,020 6,672,000 PRN   DFND 7,2,1 0 0 6,672,000
IMMUNOGEN INC COM 45253H101 83 30,744 SH   DFND 6,2,1 15,044 0 15,700
INCYTE CORP COM 45337C102 21 245 SH   DFND 7,2,1 245 0 0
INCYTE CORP COM 45337C102 14,579 169,498 SH   DFND 8,2,1 169,498 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 3,518 326,000 SH   DFND 6,2,1 246,400 0 79,600
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 2,172 68,020 SH   DFND 5,4,2,1 68,020 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 577 154,800 SH   DFND 6,2,1 78,800 0 76,000
INFOSYS LTD SPONSORED ADR 456788108 2,996 274,077 SH   DFND 7,2,1 94,832 0 179,245
INGREDION INC COM 457187102 9 100 SH   DFND 7,2,1 100 0 0
INGREDION INC COM 457187102 9,332 98,550 SH   DFND 6,2,1 59,650 0 38,900
INGREDION INC COM 457187102 1,382 14,600 SH   DFND 8,2,1 12,900 0 1,700
INSIGHT ENTERPRISES INC COM 45765U103 1,520 27,600 SH   DFND 6,2,1 20,500 0 7,100
INSPERITY INC COM 45778Q107 12,494 101,032 SH   DFND 6,2,1 72,932 0 28,100
INSULET CORP COM 45784P101 13,115 137,927 SH   DFND 8,2,1 137,927 0 0
INTEL CORP COM 458140100 461 8,588 SH   DFND 2,1 8,588 0 0
INTEL CORP COM 458140100 10,742 200,033 SH   DFND 7,2,1 136,925 0 63,108
INTEL CORP COM 458140100 90,854 1,691,874 SH   DFND 6,2,1 1,231,374 0 460,500
INTEL CORP COM 458140100 9,773 182,000 SH   DFND 8,2,1 174,700 0 7,300
INTEGER HLDGS CORP COM 45826H109 7,957 105,500 SH   DFND 6,2,1 70,600 0 34,900
INTERCEPT PHARMACEUTICALS IN COM 45845P108 3,328 29,755 SH   DFND 8,2,1 29,755 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 143 1,883 SH   DFND 2,1 1,883 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 647 8,503 SH   DFND 7,2,1 8,503 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 32,382 425,300 SH   DFND 6,2,1 85,300 0 340,000
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,052 26,950 SH   DFND 8,2,1 26,950 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 709 5,025 SH   DFND 7,2,1 4,749 0 276
INTERNATIONAL BUSINESS MACHS COM 459200101 82,177 582,400 SH   DFND 6,2,1 524,100 0 58,300
INTERNATIONAL BUSINESS MACHS COM 459200101 10,568 74,900 SH   DFND 8,2,1 66,900 0 8,000
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 216 1,681 SH   DFND 7,2,1 1,681 0 0
INTL PAPER CO COM 460146103 264 5,710 SH   DFND 7,2,1 5,241 0 469
INTL PAPER CO COM 460146103 194 4,200 SH   DFND 6,2,1 0 0 4,200
INTL PAPER CO COM 460146103 93 2,000 SH   DFND 8,2,1 0 0 2,000
INTERPUBLIC GROUP COS INC COM 460690100 202 9,630 SH   DFND 7,2,1 9,630 0 0
INTERPUBLIC GROUP COS INC COM 460690100 2,290 109,000 SH   DFND 6,2,1 15,600 0 93,400
INTERPUBLIC GROUP COS INC COM 460690100 895 42,615 SH   DFND 8,2,1 31,815 0 10,800
INTRA CELLULAR THERAPIES INC COM 46116X101 1,603 131,611 SH   DFND 6,2,1 106,011 0 25,600
INTUIT COM 461202103 21,753 83,216 SH   DFND 7,2,1 83,216 0 0
INTUIT COM 461202103 41,376 158,280 SH   DFND 6,2,1 39,800 0 118,480
INTUIT COM 461202103 7,127 27,263 SH   DFND 8,2,1 24,663 0 2,600
INVACARE CORP COM 461203101 1,600 191,200 SH   DFND 6,2,1 130,000 0 61,200
INTUITIVE SURGICAL INC COM NEW 46120E602 763 1,338 SH   DFND 2,1 1,338 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 569 998 SH   DFND 7,2,1 998 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 26,874 47,100 SH   DFND 6,2,1 15,500 0 31,600
INTUITIVE SURGICAL INC COM NEW 46120E602 147,170 257,930 SH   DFND 8,2,1 257,930 0 0
INVESCO EXCHANGE TRADED FD T S&P500 BUY WRT 46137V399 1,144 54,410 SH   DFND 5,4,2,1 54,410 0 0
INVESCO EXCHANGE TRADED FD T DYNMC OIL GAS 46137V670 148 20,810 SH   DFND 5,4,2,1 20,810 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 1,683 105,870 SH   DFND 5,4,2,1 105,870 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP ENGY 46138E164 238 22,070 SH   DFND 5,4,2,1 22,070 0 0
INVESCO EXCHNG TRADED FD TR S&P MIDCP LOW 46138E198 3,473 69,930 SH   DFND 5,4,2,1 69,930 0 0
INVESCO EXCHNG TRADED FD TR S&P INTL LOW 46138E230 4,445 135,380 SH   DFND 5,4,2,1 135,380 0 0
INVESCO EXCHNG TRADED FD TR S&P EMRNG MKTS 46138E297 1,449 60,250 SH   DFND 5,4,2,1 60,250 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 5,407 102,720 SH   DFND 5,4,2,1 102,720 0 0
INVESCO EXCHNG TRADED FD TR S&P500 HDL VOL 46138E362 899 21,180 SH   DFND 5,4,2,1 21,180 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP LOW 46138G102 1,593 33,940 SH   DFND 5,4,2,1 33,940 0 0
INVESCO DB G10 CURRENCY HRVS UNIT 46139B102 3,427 140,120 SH   DFND 5,4,2,1 140,120 0 0
INVESCO DB MLTI SECTR CMMTY SILVER FD 46140H205 2,812 125,880 SH   DFND 5,4,2,1 125,880 0 0
INVESCO DB MLTI SECTR CMMTY PRECIOUS METAL 46140H502 1,700 46,900 SH   DFND 5,4,2,1 46,900 0 0
INVESCO DB MLTI SECTR CMMTY GOLD FD 46140H601 7,825 197,205 SH   DFND 5,4,2,1 197,205 0 0
INVESCO DB MLTI SECTR CMMTY BASE METALS FD 46140H700 623 36,540 SH   DFND 5,4,2,1 36,540 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 3,604 60,150 SH   DFND 6,2,1 39,810 0 20,340
INVITATION HOMES INC COM 46187W107 28,626 1,176,583 SH   DFND 7,2,1 1,176,583 0 0
INVITATION HOMES INC COM 46187W107 3,937 161,800 SH   DFND 6,2,1 161,800 0 0
INVITATION HOMES INC COM 46187W107 1,085 44,600 SH   DFND 8,2,1 44,600 0 0
IONIS PHARMACEUTICALS INC COM 462222100 24,740 304,787 SH   DFND 8,2,1 304,787 0 0
IQVIA HLDGS INC COM 46266C105 1,214 8,436 SH   DFND 7,2,1 200 0 8,236
IQVIA HLDGS INC COM 46266C105 1,036 7,200 SH   DFND 6,2,1 2,400 0 4,800
IRON MTN INC NEW COM 46284V101 11 300 SH   DFND 7,2,1 300 0 0
IRON MTN INC NEW COM 46284V101 21,127 595,800 SH   DFND 6,2,1 533,500 0 62,300
IRON MTN INC NEW COM 46284V101 2,447 69,000 SH   DFND 8,2,1 69,000 0 0
ISHARES GOLD TRUST ISHARES 464285105 11,638 940,100 SH   DFND 5,4,2,1 940,100 0 0
ISHARES INC MSCI AUST ETF 464286103 2,688 124,915 SH   DFND 5,4,2,1 124,915 0 0
ISHARES INC MSCI AUSTRIA ETF 464286202 2,093 105,237 SH   DFND 5,4,2,1 105,237 0 0
ISHARES INC MSCI BELGIUM ETF 464286301 1,494 81,197 SH   DFND 5,4,2,1 81,197 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 353 12,600 SH   DFND 5,4,2,1 12,600 0 0
ISHARES INC MIN VOL GBL ETF 464286525 4,266 47,680 SH   DFND 5,4,2,1 47,680 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,489 25,120 SH   DFND 5,4,2,1 25,120 0 0
ISHARES INC MSCI ISRAEL ETF 464286632 1,562 28,900 SH   DFND 5,4,2,1 28,900 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,698 91,567 SH   DFND 5,4,2,1 91,567 0 0
ISHARES INC MSCI TURKEY ETF 464286715 296 12,184 SH   DFND 5,4,2,1 12,184 0 0
ISHARES INC MSCI SPAIN ETF 464286764 3,282 114,721 SH   DFND 5,4,2,1 114,721 0 0
ISHARES INC MSCI GERMANY ETF 464286806 8,655 321,510 SH   DFND 5,4,2,1 321,510 0 0
ISHARES INC MSCI NETHERL ETF 464286814 299 9,993 SH   DFND 5,4,2,1 9,993 0 0
ISHARES INC MSCI MEXICO ETF 464286822 512 11,748 SH   DFND 5,4,2,1 11,748 0 0
ISHARES INC MSCI HONG KG ETF 464286871 280 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 5,801 46,302 SH   DFND 5,4,2,1 46,302 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 97,343 532,423 SH   DFND 5,4,2,1 532,423 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 39,323 245,754 SH   DFND 5,4,2,1 245,754 0 0
ISHARES TR CORE S&P TTL STK 464287150 13,597 211,130 SH   DFND 5,4,2,1 211,130 0 0
ISHARES TR TIPS BD ETF 464287176 3,173 28,060 SH   DFND 5,4,2,1 28,060 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,310 165,115 SH   DFND 5,4,2,1 165,115 0 0
ISHARES TR CORE S&P500 ETF 464287200 9,214 32,379 SH   DFND 2,1 30,210 0 2,169
ISHARES TR CORE S&P500 ETF 464287200 75,593 265,647 SH   DFND 5,4,2,1 265,647 0 0
ISHARES TR CORE US AGGBD ET 464287226 10,506 96,320 SH   DFND 5,4,2,1 96,320 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,394 20,110 SH   DFND 2,1 20,110 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,788 23,420 SH   DFND 5,4,2,1 23,420 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 101,028 586,148 SH   DFND 5,4,2,1 586,148 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 408 12,100 SH   DFND 5,4,2,1 12,100 0 0
ISHARES TR NORTH AMERN NAT 464287374 267 8,520 SH   DFND 5,4,2,1 8,520 0 0
ISHARES TR LATN AMER 40 ETF 464287390 660 19,847 SH   DFND 5,4,2,1 19,847 0 0
ISHARES TR S&P 500 VAL ETF 464287408 46,420 411,741 SH   DFND 5,4,2,1 411,741 0 0
ISHARES TR 20 YR TR BD ETF 464287432 879 6,954 SH   DFND 2,1 0 0 6,954
ISHARES TR MSCI EAFE ETF 464287465 903 13,916 SH   DFND 5,4,2,1 13,916 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 63,275 728,475 SH   DFND 5,4,2,1 728,475 0 0
ISHARES TR RUS MD CP GR ETF 464287481 6,533 48,154 SH   DFND 5,4,2,1 48,154 0 0
ISHARES TR RUS MID CAP ETF 464287499 627 11,620 SH   DFND 5,4,2,1 11,620 0 0
ISHARES TR CORE S&P MCP ETF 464287507 1,018 5,375 SH   DFND 5,4,2,1 5,375 0 0
ISHARES TR EXPND TEC SC ETF 464287549 76,452 370,750 SH   DFND 5,4,2,1 370,750 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 72,822 589,703 SH   DFND 5,4,2,1 589,703 0 0
ISHARES TR S&P MC 400GR ETF 464287606 12,020 54,860 SH   DFND 5,4,2,1 54,860 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 156,709 1,035,340 SH   DFND 5,4,2,1 1,035,340 0 0
ISHARES TR RUS 1000 ETF 464287622 40,846 259,655 SH   DFND 5,4,2,1 259,655 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 395 2,577 SH   DFND 2,1 2,577 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 57 370 SH   DFND 5,4,2,1 370 0 0
ISHARES TR S&P MC 400VL ETF 464287705 30,848 196,521 SH   DFND 5,4,2,1 196,521 0 0
ISHARES TR U.S. ENERGY ETF 464287796 783 21,730 SH   DFND 5,4,2,1 21,730 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 45,203 428,836 SH   DFND 5,4,2,1 428,836 0 0
ISHARES TR INTL TREA BD ETF 464288117 355 7,230 SH   DFND 5,4,2,1 7,230 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 877 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 183 18,800 SH   DFND 5,4,2,1 18,800 0 0
ISHARES TR EAFE SML CP ETF 464288273 6,119 106,520 SH   DFND 5,4,2,1 106,520 0 0
ISHARES TR JPMORGAN USD EMG 464288281 12,637 114,820 SH   DFND 5,4,2,1 114,820 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 4,336 18,430 SH   DFND 5,4,2,1 18,430 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,432 31,960 SH   DFND 5,4,2,1 31,960 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 20,748 133,237 SH   DFND 5,4,2,1 133,237 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,395 87,380 SH   DFND 5,4,2,1 87,380 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,925 126,350 SH   DFND 5,4,2,1 126,350 0 0
ISHARES TR CRE U S REIT ETF 464288521 1,109 21,450 SH   DFND 5,4,2,1 21,450 0 0
ISHARES TR US OIL GS EX ETF 464288851 2,136 36,720 SH   DFND 5,4,2,1 36,720 0 0
ISHARES TR MICRO-CAP ETF 464288869 205 2,210 SH   DFND 5,4,2,1 2,210 0 0
ISHARES TR NEW ZEALAND ETF 464289123 1,464 28,000 SH   DFND 5,4,2,1 28,000 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 275 10,700 SH   DFND 5,4,2,1 10,700 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,211 48,300 SH   DFND 5,4,2,1 48,300 0 0
ISHARES TR MSCI IRELAND ETF 46429B507 1,665 40,000 SH   DFND 5,4,2,1 40,000 0 0
ISHARES TR MSCI POLAND ETF 46429B606 25 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POLAND ETF 46429B606 275 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 4,377 85,970 SH   DFND 5,4,2,1 85,970 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 157 2,177 SH   DFND 2,1 0 0 2,177
ISHARES TR MIN VOL EAFE ETF 46429B689 4,398 61,080 SH   DFND 5,4,2,1 61,080 0 0
ISHARES TR MIN VOL USA ETF 46429B697 5,399 91,820 SH   DFND 5,4,2,1 91,820 0 0
ISHARES US ETF TR COMMOD SEL STG 46431W853 721 21,790 SH   DFND 5,4,2,1 21,790 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,367 22,491 SH   DFND 2,1 22,491 0 0
ISHARES TR CORE MSCI EAFE 46432F842 28,709 472,420 SH   DFND 5,4,2,1 472,420 0 0
ISHARES INC CORE MSCI EMKT 46434G103 17,581 340,000 SH   DFND 2,1 340,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,327 45,010 SH   DFND 5,4,2,1 45,010 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,532 64,563 SH   DFND 5,4,2,1 64,563 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 274 9,164 SH   DFND 5,4,2,1 9,164 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 6,948 126,970 SH   DFND 5,4,2,1 126,970 0 0
ISHARES INC MSCI ITALY ETF 46434G830 8,882 319,624 SH   DFND 5,4,2,1 319,624 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 8,659 982,830 SH   DFND 8,2,1 902,830 0 80,000
ITRON INC COM 465741106 972 20,827 SH   DFND 7,2,1 20,827 0 0
JPMORGAN CHASE & CO COM 46625H100 335 3,312 SH   DFND 2,1 3,312 0 0
JPMORGAN CHASE & CO COM 46625H100 33,724 333,146 SH   DFND 7,2,1 264,938 0 68,208
JPMORGAN CHASE & CO COM 46625H100 75,129 742,160 SH   DFND 6,2,1 678,460 0 63,700
JPMORGAN CHASE & CO COM 46625H100 7,116 70,300 SH   DFND 8,2,1 70,300 0 0
JACK IN THE BOX INC COM 466367109 381 4,700 SH   DFND 6,2,1 0 0 4,700
JP MORGAN EXCHANGE TRADED FD DIVERSIFIED ET 46641Q803 2,221 89,400 SH   DFND 5,4,2,1 89,400 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 21,525 21,998,000 PRN   DFND 7,2,1 19,961,000 0 2,037,000
JIANPU TECHNOLOGY INC ADR 47738D101 1,515 302,394 SH   DFND 8,2,1 302,394 0 0
JOHNSON & JOHNSON COM 478160104 24,499 175,256 SH   DFND 7,2,1 160,880 0 14,376
JOHNSON & JOHNSON COM 478160104 110,951 793,700 SH   DFND 6,2,1 453,200 0 340,500
JOHNSON & JOHNSON COM 478160104 7,835 56,045 SH   DFND 8,2,1 52,545 0 3,500
JONES LANG LASALLE INC COM 48020Q107 871 5,646 SH   DFND 7,2,1 5,646 0 0
JONES LANG LASALLE INC COM 48020Q107 573 3,719 SH   DFND 6,2,1 2,200 0 1,519
J2 GLOBAL INC COM 48123V102 1,250 14,432 SH   DFND 6,2,1 5,500 0 8,932
JUMEI INTL HLDG LTD SPONSORED ADR 48138L107 131 55,601 SH   DFND 6,2,1 55,601 0 0
JUNIPER NETWORKS INC COM 48203R104 204 7,698 SH   DFND 7,2,1 7,698 0 0
JUNIPER NETWORKS INC COM 48203R104 1,617 61,100 SH   DFND 6,2,1 58,800 0 2,300
JUNIPER NETWORKS INC COM 48203R104 127 4,800 SH   DFND 8,2,1 4,800 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 905 24,421 SH   DFND 7,2,1 8,100 0 16,321
KLA-TENCOR CORP COM 482480100 3,729 31,227 SH   DFND 7,2,1 31,227 0 0
KLA-TENCOR CORP COM 482480100 442 3,700 SH   DFND 6,2,1 0 0 3,700
KLA-TENCOR CORP COM 482480100 322 2,700 SH   DFND 8,2,1 0 0 2,700
KKR & CO INC CL A 48251W104 35,235 1,500,000 SH   DFND 9,2,1 1,500,000 0 0
KVH INDS INC COM 482738101 364 35,692 SH   DFND 6,2,1 16,418 0 19,274
KANSAS CITY SOUTHERN COM NEW 485170302 17 149 SH   DFND 7,2,1 149 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 591 5,100 SH   DFND 6,2,1 0 0 5,100
KANSAS CITY SOUTHERN COM NEW 485170302 23,184 199,900 SH   DFND 8,2,1 199,900 0 0
KELLOGG CO COM 487836108 666 11,603 SH   DFND 7,2,1 11,603 0 0
KELLOGG CO COM 487836108 49,450 861,800 SH   DFND 6,2,1 499,200 0 362,600
KELLOGG CO COM 487836108 4,659 81,200 SH   DFND 8,2,1 71,600 0 9,600
KELLY SVCS INC CL A 488152208 1,597 72,399 SH   DFND 6,2,1 61,401 0 10,998
KEMPER CORP DEL COM 488401100 5,288 69,454 SH   DFND 7,2,1 69,454 0 0
KEMPER CORP DEL COM 488401100 8,969 117,800 SH   DFND 8,2,1 117,800 0 0
KENNAMETAL INC COM 489170100 9,412 256,100 SH   DFND 6,2,1 169,900 0 86,200
KENNAMETAL INC COM 489170100 485 13,200 SH   DFND 8,2,1 13,200 0 0
KEYCORP NEW COM 493267108 24 1,543 SH   DFND 7,2,1 1,543 0 0
KEYCORP NEW COM 493267108 282 17,900 SH   DFND 6,2,1 0 0 17,900
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,292 37,747 SH   DFND 7,2,1 37,747 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 122 1,400 SH   DFND 8,2,1 0 0 1,400
KFORCE INC COM 493732101 1,893 53,900 SH   DFND 6,2,1 38,600 0 15,300
KIMBERLY CLARK CORP COM 494368103 57 462 SH   DFND 7,2,1 462 0 0
KIMBERLY CLARK CORP COM 494368103 60,696 489,875 SH   DFND 6,2,1 404,800 0 85,075
KIMBERLY CLARK CORP COM 494368103 8,809 71,100 SH   DFND 8,2,1 62,800 0 8,300
KIMCO RLTY CORP COM 49446R109 773 41,765 SH   DFND 7,2,1 41,765 0 0
KIMCO RLTY CORP COM 49446R109 15,183 820,700 SH   DFND 6,2,1 765,200 0 55,500
KINDER MORGAN INC DEL COM 49456B101 701 35,045 SH   DFND 7,2,1 25,716 0 9,329
KINDER MORGAN INC DEL COM 49456B101 4,928 246,300 SH   DFND 6,2,1 224,900 0 21,400
KITE RLTY GROUP TR COM NEW 49803T300 14 883 SH   DFND 7,2,1 883 0 0
KITE RLTY GROUP TR COM NEW 49803T300 4,760 297,700 SH   DFND 6,2,1 201,500 0 96,200
KNOLL INC COM NEW 498904200 546 28,900 SH   DFND 6,2,1 25,200 0 3,700
KOHLS CORP COM 500255104 287 4,179 SH   DFND 7,2,1 4,179 0 0
KOHLS CORP COM 500255104 811 11,800 SH   DFND 6,2,1 2,000 0 9,800
KOHLS CORP COM 500255104 110 1,600 SH   DFND 8,2,1 0 0 1,600
KRAFT HEINZ CO COM 500754106 315 9,638 SH   DFND 7,2,1 3,663 0 5,975
KRAFT HEINZ CO COM 500754106 147 4,500 SH   DFND 6,2,1 0 0 4,500
KROGER CO COM 501044101 57 2,302 SH   DFND 7,2,1 1,200 0 1,102
KROGER CO COM 501044101 11,341 461,000 SH   DFND 6,2,1 392,500 0 68,500
KROGER CO COM 501044101 652 26,500 SH   DFND 8,2,1 16,800 0 9,700
LG DISPLAY CO LTD SPONS ADR REP 50186V102 169 19,585 SH   DFND 7,2,1 1,214 0 18,371
LTC PPTYS INC COM 502175102 9,048 197,545 SH   DFND 7,2,1 197,545 0 0
L3 TECHNOLOGIES INC COM 502413107 337 1,632 SH   DFND 7,2,1 1,632 0 0
L3 TECHNOLOGIES INC COM 502413107 330 1,600 SH   DFND 6,2,1 0 0 1,600
LABORATORY CORP AMER HLDGS COM NEW 50540R409 22 144 SH   DFND 7,2,1 144 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 490 3,200 SH   DFND 6,2,1 0 0 3,200
LAM RESEARCH CORP COM 512807108 258 1,443 SH   DFND 7,2,1 1,443 0 0
LAM RESEARCH CORP COM 512807108 2,327 13,000 SH   DFND 6,2,1 1,900 0 11,100
LAM RESEARCH CORP COM 512807108 179 1,000 SH   DFND 8,2,1 0 0 1,000
LANTHEUS HLDGS INC COM 516544103 977 39,900 SH   DFND 6,2,1 27,700 0 12,200
LAS VEGAS SANDS CORP COM 517834107 4,043 66,326 SH   DFND 7,2,1 8,668 0 57,658
LAS VEGAS SANDS CORP COM 517834107 3,450 56,600 SH   DFND 6,2,1 14,300 0 42,300
LAS VEGAS SANDS CORP COM 517834107 923 15,148 SH   DFND 8,2,1 15,148 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 972 81,481 SH   DFND 6,2,1 56,720 0 24,761
LAUDER ESTEE COS INC CL A 518439104 514 3,102 SH   DFND 2,1 3,102 0 0
LAUDER ESTEE COS INC CL A 518439104 10,268 62,024 SH   DFND 7,2,1 59,158 0 2,866
LAUDER ESTEE COS INC CL A 518439104 21,985 132,800 SH   DFND 6,2,1 11,000 0 121,800
LAUDER ESTEE COS INC CL A 518439104 1,337 8,075 SH   DFND 8,2,1 7,375 0 700
LAUREATE EDUCATION INC CL A 518613203 927 61,900 SH   DFND 6,2,1 26,600 0 35,300
LEAF GROUP LTD COM 52177G102 195 24,339 SH   DFND 6,2,1 2,041 0 22,298
LEAR CORP COM NEW 521865204 162 1,195 SH   DFND 7,2,1 1,195 0 0
LEAR CORP COM NEW 521865204 4,017 29,600 SH   DFND 6,2,1 0 0 29,600
LEAR CORP COM NEW 521865204 231 1,700 SH   DFND 8,2,1 0 0 1,700
LEGG MASON INC COM 524901105 7,269 265,600 SH   DFND 6,2,1 172,100 0 93,500
LENNAR CORP CL A 526057104 248 5,056 SH   DFND 7,2,1 5,056 0 0
LENNAR CORP CL A 526057104 49 1,000 SH   DFND 6,2,1 0 0 1,000
LENNOX INTL INC COM 526107107 106 400 SH   DFND 7,2,1 400 0 0
LENNOX INTL INC COM 526107107 5,579 21,100 SH   DFND 6,2,1 2,500 0 18,600
LEXICON PHARMACEUTICALS INC COM NEW 528872302 315 56,600 SH   DFND 6,2,1 50,100 0 6,500
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4 100 SH   DFND 7,2,1 100 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4,543 119,000 SH   DFND 6,2,1 0 0 119,000
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 153 4,000 SH   DFND 8,2,1 0 0 4,000
LIFETIME BRANDS INC COM 53222Q103 244 25,779 SH   DFND 6,2,1 6,283 0 19,496
LILLY ELI & CO COM 532457108 1,069 8,236 SH   DFND 7,2,1 6,687 0 1,549
LILLY ELI & CO COM 532457108 58,729 452,600 SH   DFND 6,2,1 130,600 0 322,000
LILLY ELI & CO COM 532457108 23,462 180,809 SH   DFND 8,2,1 178,509 0 2,300
LIMONEIRA CO COM 532746104 5,380 228,630 SH   DFND 7,2,1 228,630 0 0
LIVENT CORP COM 53814L108 371 30,187 SH   DFND 7,2,1 30,187 0 0
LOCKHEED MARTIN CORP COM 539830109 540 1,800 SH   DFND 6,2,1 900 0 900
LOEWS CORP COM 540424108 194 4,046 SH   DFND 7,2,1 4,046 0 0
LOEWS CORP COM 540424108 25,662 535,400 SH   DFND 6,2,1 515,900 0 19,500
LOEWS CORP COM 540424108 2,401 50,100 SH   DFND 8,2,1 50,100 0 0
LOGMEIN INC COM 54142L109 1,113 13,900 SH   DFND 6,2,1 13,900 0 0
LOWES COS INC COM 548661107 1,419 12,959 SH   DFND 7,2,1 10,585 0 2,374
LOWES COS INC COM 548661107 43,963 401,600 SH   DFND 6,2,1 122,800 0 278,800
LOWES COS INC COM 548661107 1,007 9,200 SH   DFND 8,2,1 100 0 9,100
LULULEMON ATHLETICA INC COM 550021109 227 1,387 SH   DFND 7,2,1 1,387 0 0
LULULEMON ATHLETICA INC COM 550021109 11,602 70,800 SH   DFND 6,2,1 56,100 0 14,700
LULULEMON ATHLETICA INC COM 550021109 1,147 7,000 SH   DFND 8,2,1 5,700 0 1,300
LUMENTUM HLDGS INC COM 55024U109 82,778 1,464,058 SH   DFND 8,2,1 1,464,058 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 18,978 16,121,000 PRN   DFND 7,2,1 14,881,000 0 1,240,000
M & T BK CORP COM 55261F104 314 2,000 SH   DFND 7,2,1 2,000 0 0
M & T BK CORP COM 55261F104 14,446 92,000 SH   DFND 6,2,1 3,600 0 88,400
MGIC INVT CORP WIS COM 552848103 5,792 439,136 SH   DFND 6,2,1 295,436 0 143,700
MGM RESORTS INTERNATIONAL COM 552953101 117 4,552 SH   DFND 7,2,1 4,552 0 0
MGM RESORTS INTERNATIONAL COM 552953101 583 22,735 SH   DFND 8,2,1 22,735 0 0
MSC INDL DIRECT INC CL A 553530106 438 5,300 SH   DFND 6,2,1 0 0 5,300
MSCI INC COM 55354G100 448 2,253 SH   DFND 2,1 2,253 0 0
MSCI INC COM 55354G100 25,706 129,278 SH   DFND 7,2,1 129,278 0 0
MSCI INC COM 55354G100 9,843 49,500 SH   DFND 6,2,1 20,000 0 29,500
MACERICH CO COM 554382101 681 15,708 SH   DFND 7,2,1 15,708 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4 100 SH   DFND 7,2,1 100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 342 8,300 SH   DFND 6,2,1 8,300 0 0
MACROGENICS INC COM 556099109 1,229 68,374 SH   DFND 6,2,1 51,193 0 17,181
MACYS INC COM 55616P104 202 8,396 SH   DFND 7,2,1 8,396 0 0
MACYS INC COM 55616P104 860 35,800 SH   DFND 6,2,1 16,300 0 19,500
MACYS INC COM 55616P104 108 4,500 SH   DFND 8,2,1 0 0 4,500
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 233 27,900 SH   DFND 6,2,1 19,400 0 8,500
MAGNA INTL INC COM 559222401 5,331 109,491 SH   DFND 7,2,1 73,880 0 35,611
MAGNA INTL INC COM 559222401 1,694 34,800 SH   DFND 6,2,1 6,000 0 28,800
MAGNA INTL INC COM 559222401 224 4,600 SH   DFND 8,2,1 0 0 4,600
MANITOWOC CO INC COM NEW 563571405 1,149 70,000 SH   DFND 6,2,1 60,700 0 9,300
MANPOWERGROUP INC COM 56418H100 8 100 SH   DFND 7,2,1 100 0 0
MANPOWERGROUP INC COM 56418H100 3,093 37,401 SH   DFND 6,2,1 12,600 0 24,801
MANULIFE FINL CORP COM 56501R106 44 2,586 SH   DFND 7,2,1 2,586 0 0
MANULIFE FINL CORP COM 56501R106 538 31,800 SH   DFND 6,2,1 9,200 0 22,600
MARATHON OIL CORP COM 565849106 357 21,350 SH   DFND 7,2,1 21,350 0 0
MARATHON OIL CORP COM 565849106 15,452 924,700 SH   DFND 6,2,1 883,800 0 40,900
MARATHON OIL CORP COM 565849106 1,315 78,700 SH   DFND 8,2,1 78,700 0 0
MARATHON PETE CORP COM 56585A102 1,538 25,696 SH   DFND 7,2,1 21,613 0 4,083
MARATHON PETE CORP COM 56585A102 5,825 97,331 SH   DFND 6,2,1 70,100 0 27,231
MARCUS CORP COM 566330106 3,241 80,916 SH   DFND 6,2,1 52,999 0 27,917
MARINEMAX INC COM 567908108 192 10,000 SH   DFND 6,2,1 10,000 0 0
MARKEL CORP COM 570535104 396 397 SH   DFND 7,2,1 397 0 0
MARSH & MCLENNAN COS INC COM 571748102 692 7,370 SH   DFND 7,2,1 7,370 0 0
MARSH & MCLENNAN COS INC COM 571748102 41,091 437,600 SH   DFND 6,2,1 417,000 0 20,600
MARSH & MCLENNAN COS INC COM 571748102 2,291 24,400 SH   DFND 8,2,1 24,400 0 0
MARRIOTT INTL INC NEW CL A 571903202 250 2,000 SH   DFND 7,2,1 2,000 0 0
MARRIOTT INTL INC NEW CL A 571903202 8,143 65,100 SH   DFND 6,2,1 7,200 0 57,900
MARTIN MARIETTA MATLS INC COM 573284106 20 100 SH   DFND 7,2,1 100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,173 10,800 SH   DFND 8,2,1 10,800 0 0
MASCO CORP COM 574599106 16 400 SH   DFND 7,2,1 400 0 0
MASCO CORP COM 574599106 14,454 367,700 SH   DFND 6,2,1 178,600 0 189,100
MASCO CORP COM 574599106 1,631 41,500 SH   DFND 8,2,1 38,600 0 2,900
MASIMO CORP COM 574795100 7,942 57,436 SH   DFND 8,2,1 57,436 0 0
MASTEC INC COM 576323109 6,108 126,989 SH   DFND 7,2,1 126,989 0 0
MASTERCARD INC CL A 57636Q104 926 3,932 SH   DFND 2,1 3,932 0 0
MASTERCARD INC CL A 57636Q104 10,227 43,437 SH   DFND 7,2,1 39,786 0 3,651
MASTERCARD INC CL A 57636Q104 67,715 287,600 SH   DFND 6,2,1 151,300 0 136,300
MASTERCARD INC CL A 57636Q104 2,025 8,600 SH   DFND 8,2,1 7,100 0 1,500
MAXIMUS INC COM 577933104 4,692 66,100 SH   DFND 6,2,1 57,800 0 8,300
MCCORMICK & CO INC COM NON VTG 579780206 668 4,437 SH   DFND 7,2,1 4,437 0 0
MCCORMICK & CO INC COM NON VTG 579780206 15,635 103,800 SH   DFND 6,2,1 6,200 0 97,600
MCDONALDS CORP COM 580135101 312 1,644 SH   DFND 2,1 1,644 0 0
MCDONALDS CORP COM 580135101 3,342 17,599 SH   DFND 7,2,1 10,287 0 7,312
MCDONALDS CORP COM 580135101 77,574 408,500 SH   DFND 6,2,1 106,400 0 302,100
MCDONALDS CORP COM 580135101 285 1,500 SH   DFND 8,2,1 0 0 1,500
MCKESSON CORP COM 58155Q103 146 1,245 SH   DFND 7,2,1 275 0 970
MCKESSON CORP COM 58155Q103 211 1,800 SH   DFND 6,2,1 1,200 0 600
MEDICAL PPTYS TRUST INC COM 58463J304 66 3,580 SH   DFND 7,2,1 3,580 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 9,403 508,000 SH   DFND 6,2,1 368,500 0 139,500
MEDICAL PPTYS TRUST INC COM 58463J304 744 40,200 SH   DFND 8,2,1 40,200 0 0
MEDPACE HLDGS INC COM 58506Q109 1,516 25,700 SH   DFND 6,2,1 18,900 0 6,800
MEET GROUP INC COM 58513U101 1,577 313,500 SH   DFND 6,2,1 188,700 0 124,800
MERCK & CO INC COM 58933Y105 344 4,139 SH   DFND 2,1 4,139 0 0
MERCK & CO INC COM 58933Y105 4,821 57,971 SH   DFND 7,2,1 51,719 0 6,252
MERCK & CO INC COM 58933Y105 79,602 957,100 SH   DFND 6,2,1 373,400 0 583,700
MERCK & CO INC COM 58933Y105 51,315 616,991 SH   DFND 8,2,1 604,691 0 12,300
MERIT MED SYS INC COM 589889104 631 10,200 SH   DFND 6,2,1 4,800 0 5,400
METHANEX CORP COM 59151K108 6 100 SH   DFND 7,2,1 100 0 0
METHANEX CORP COM 59151K108 478 8,400 SH   DFND 6,2,1 7,200 0 1,200
METHANEX CORP COM 59151K108 165 2,900 SH   DFND 8,2,1 2,900 0 0
METLIFE INC COM 59156R108 631 14,817 SH   DFND 7,2,1 7,352 0 7,465
METLIFE INC COM 59156R108 5,436 127,700 SH   DFND 6,2,1 114,300 0 13,400
METTLER TOLEDO INTERNATIONAL COM 592688105 442 611 SH   DFND 7,2,1 611 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 12,363 17,100 SH   DFND 6,2,1 1,600 0 15,500
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 165 6,408 SH   DFND 7,2,1 302 0 6,106
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 813 31,542 SH   DFND 6,2,1 22,287 0 9,255
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 205 7,964 SH   DFND 8,2,1 7,964 0 0
MICROSOFT CORP COM 594918104 1,472 12,477 SH   DFND 2,1 12,477 0 0
MICROSOFT CORP COM 594918104 56,362 477,883 SH   DFND 7,2,1 193,826 0 284,057
MICROSOFT CORP COM 594918104 208,282 1,766,000 SH   DFND 6,2,1 1,484,600 0 281,400
MICROSOFT CORP COM 594918104 138,942 1,178,076 SH   DFND 8,2,1 1,170,676 0 7,400
MICROSTRATEGY INC CL A NEW 594972408 3,563 24,700 SH   DFND 6,2,1 16,500 0 8,200
MICROCHIP TECHNOLOGY INC COM 595017104 25 300 SH   DFND 7,2,1 300 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 75,328 908,007 SH   DFND 8,2,1 908,007 0 0
MICRON TECHNOLOGY INC COM 595112103 1,429 34,581 SH   DFND 7,2,1 21,384 0 13,197
MICRON TECHNOLOGY INC COM 595112103 38,347 927,827 SH   DFND 6,2,1 835,227 0 92,600
MICRON TECHNOLOGY INC COM 595112103 11,138 269,500 SH   DFND 8,2,1 266,400 0 3,100
MID AMER APT CMNTYS INC COM 59522J103 6,929 63,373 SH   DFND 7,2,1 63,373 0 0
MILLER HERMAN INC COM 600544100 4,918 139,800 SH   DFND 6,2,1 117,800 0 22,000
MINERALS TECHNOLOGIES INC COM 603158106 6,984 118,800 SH   DFND 6,2,1 81,400 0 37,400
MOBILEIRON INC COM NEW 60739U204 299 54,700 SH   DFND 6,2,1 25,500 0 29,200
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 30 3,972 SH   DFND 2,1 3,972 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 114 15,100 SH   DFND 6,2,1 0 0 15,100
MOLECULAR TEMPLATES INC COM 608550109 3,486 600,000 SH   DFND 8,2,1 600,000 0 0
MOLINA HEALTHCARE INC COM 60855R100 20,655 145,500 SH   DFND 6,2,1 99,800 0 45,700
MOLINA HEALTHCARE INC COM 60855R100 2,215 15,600 SH   DFND 8,2,1 13,600 0 2,000
MOMO INC ADR 60879B107 39 1,016 SH   DFND 2,1 1,016 0 0
MOMO INC ADR 60879B107 7,220 188,800 SH   DFND 6,2,1 4,900 0 183,900
MONDELEZ INTL INC CL A 609207105 987 19,770 SH   DFND 7,2,1 19,770 0 0
MONDELEZ INTL INC CL A 609207105 47,349 948,500 SH   DFND 6,2,1 239,100 0 709,400
MONDELEZ INTL INC CL A 609207105 3,135 62,800 SH   DFND 8,2,1 58,900 0 3,900
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,063 232,400 SH   DFND 6,2,1 169,400 0 63,000
MONOLITHIC PWR SYS INC COM 609839105 2,469 18,220 SH   DFND 7,2,1 18,220 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 3,447 173,300 SH   DFND 6,2,1 125,300 0 48,000
MONSTER BEVERAGE CORP NEW COM 61174X109 186 3,408 SH   DFND 7,2,1 3,408 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 126 2,300 SH   DFND 6,2,1 1,000 0 1,300
MONSTER BEVERAGE CORP NEW COM 61174X109 22,246 407,580 SH   DFND 8,2,1 407,580 0 0
MOODYS CORP COM 615369105 7,359 40,637 SH   DFND 7,2,1 40,637 0 0
MOODYS CORP COM 615369105 616 3,400 SH   DFND 6,2,1 1,700 0 1,700
MOOG INC CL A 615394202 6,191 71,200 SH   DFND 6,2,1 34,100 0 37,100
MORGAN STANLEY COM NEW 617446448 5,753 136,328 SH   DFND 7,2,1 130,112 0 6,216
MORGAN STANLEY COM NEW 617446448 6,955 164,800 SH   DFND 6,2,1 141,200 0 23,600
MORNINGSTAR INC COM 617700109 2,129 16,900 SH   DFND 6,2,1 11,800 0 5,100
MOSAIC CO NEW COM 61945C103 210 7,691 SH   DFND 7,2,1 7,691 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 737 5,249 SH   DFND 7,2,1 5,249 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,559 11,100 SH   DFND 6,2,1 0 0 11,100
MUELLER WTR PRODS INC COM SER A 624758108 244 24,300 SH   DFND 6,2,1 0 0 24,300
MURPHY OIL CORP COM 626717102 116 3,955 SH   DFND 7,2,1 3,955 0 0
MURPHY OIL CORP COM 626717102 10,703 365,300 SH   DFND 6,2,1 233,900 0 131,400
MURPHY OIL CORP COM 626717102 536 18,300 SH   DFND 8,2,1 18,300 0 0
MYRIAD GENETICS INC COM 62855J104 3,413 102,787 SH   DFND 6,2,1 64,287 0 38,500
NCR CORP NEW COM 62886E108 68 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 9,827 360,100 SH   DFND 6,2,1 234,900 0 125,200
NCR CORP NEW COM 62886E108 639 23,400 SH   DFND 8,2,1 23,400 0 0
NVR INC COM 62944T105 160 58 SH   DFND 7,2,1 58 0 0
NVR INC COM 62944T105 2,020 730 SH   DFND 6,2,1 0 0 730
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 5,939 5,800,000 PRN   DFND 7,2,1 5,100,000 0 700,000
NASDAQ INC COM 631103108 295 3,374 SH   DFND 7,2,1 3,374 0 0
NASDAQ INC COM 631103108 18,968 216,800 SH   DFND 6,2,1 109,200 0 107,600
NASDAQ INC COM 631103108 1,391 15,900 SH   DFND 8,2,1 11,500 0 4,400
NATIONAL GEN HLDGS CORP COM 636220303 2,604 109,744 SH   DFND 6,2,1 102,544 0 7,200
NATIONAL OILWELL VARCO INC COM 637071101 415 15,594 SH   DFND 7,2,1 15,594 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 5,682 199,300 SH   DFND 6,2,1 134,800 0 64,500
NATURAL GROCERS BY VITAMIN C COM 63888U108 172 14,400 SH   DFND 6,2,1 9,600 0 4,800
NATURES SUNSHINE PRODUCTS IN COM 639027101 346 37,203 SH   DFND 6,2,1 13,648 0 23,555
NEOPHOTONICS CORP COM 64051T100 1,089 173,200 SH   DFND 6,2,1 86,400 0 86,800
NETAPP INC COM 64110D104 626 9,029 SH   DFND 7,2,1 9,029 0 0
NETAPP INC COM 64110D104 90 1,300 SH   DFND 6,2,1 0 0 1,300
NETFLIX INC COM 64110L106 1,178 3,304 SH   DFND 7,2,1 3,144 0 160
NETFLIX INC COM 64110L106 29,705 83,311 SH   DFND 6,2,1 72,411 0 10,900
NETFLIX INC COM 64110L106 17,760 49,809 SH   DFND 8,2,1 49,809 0 0
NETSCOUT SYS INC COM 64115T104 6,824 243,100 SH   DFND 6,2,1 160,900 0 82,200
NEW MEDIA INVT GROUP INC COM 64704V106 294 28,000 SH   DFND 6,2,1 12,900 0 15,100
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 105 1,165 SH   DFND 2,1 1,165 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,803 42,218 SH   DFND 7,2,1 39,043 0 3,175
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 26,455 293,647 SH   DFND 8,2,1 278,415 0 15,232
NEW RELIC INC COM 64829B100 4,461 45,200 SH   DFND 6,2,1 33,800 0 11,400
NEW RELIC INC COM 64829B100 26,257 266,029 SH   DFND 8,2,1 266,029 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 7 600 SH   DFND 7,2,1 600 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 795 68,700 SH   DFND 6,2,1 63,800 0 4,900
NEWELL BRANDS INC COM 651229106 1,161 75,669 SH   DFND 7,2,1 680 0 74,989
NEWMONT MNG CORP COM 651639106 4,366 122,062 SH   DFND 7,2,1 122,062 0 0
NEWMONT MNG CORP COM 651639106 118 3,300 SH   DFND 6,2,1 0 0 3,300
NEWS CORP NEW CL A 65249B109 6,201 498,500 SH   DFND 6,2,1 477,300 0 21,200
NEXSTAR MEDIA GROUP INC CL A 65336K103 8,236 76,000 SH   DFND 6,2,1 38,100 0 37,900
NEXTERA ENERGY INC COM 65339F101 339 1,754 SH   DFND 2,1 1,754 0 0
NEXTERA ENERGY INC COM 65339F101 27,193 140,665 SH   DFND 7,2,1 48,357 0 92,308
NEXTERA ENERGY INC COM 65339F101 12,314 63,700 SH   DFND 6,2,1 58,100 0 5,600
NEXTERA ENERGY INC COM 65339F101 16,218 83,894 SH   DFND 8,2,1 83,894 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 725 18,900 SH   DFND 6,2,1 13,400 0 5,500
NEXTGEN HEALTHCARE INC COM 65343C102 4,279 254,265 SH   DFND 6,2,1 176,100 0 78,165
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 17,102 11,212,000 PRN   DFND 7,2,1 10,312,000 0 900,000
NIKE INC CL B 654106103 448 5,318 SH   DFND 2,1 5,318 0 0
NIKE INC CL B 654106103 10,171 120,777 SH   DFND 7,2,1 112,583 0 8,194
NIKE INC CL B 654106103 14,636 173,800 SH   DFND 6,2,1 144,700 0 29,100
NIKE INC CL B 654106103 1,643 19,513 SH   DFND 8,2,1 18,413 0 1,100
NISOURCE INC COM 65473P105 91 3,165 SH   DFND 7,2,1 3,165 0 0
NISOURCE INC COM 65473P105 5,723 199,700 SH   DFND 6,2,1 0 0 199,700
NOKIA CORP SPONSORED ADR 654902204 280 48,961 SH   DFND 2,1 48,961 0 0
NOBLE ENERGY INC COM 655044105 1,382 55,872 SH   DFND 7,2,1 12,863 0 43,009
NORFOLK SOUTHERN CORP COM 655844108 229 1,225 SH   DFND 7,2,1 1,225 0 0
NORFOLK SOUTHERN CORP COM 655844108 9,961 53,300 SH   DFND 6,2,1 35,400 0 17,900
NORFOLK SOUTHERN CORP COM 655844108 411 2,200 SH   DFND 8,2,1 0 0 2,200
NORTHERN TR CORP COM 665859104 226 2,500 SH   DFND 7,2,1 2,500 0 0
NORTHERN TR CORP COM 665859104 14,683 162,400 SH   DFND 6,2,1 13,400 0 149,000
NORTHROP GRUMMAN CORP COM 666807102 204 755 SH   DFND 7,2,1 755 0 0
NORTHROP GRUMMAN CORP COM 666807102 350 1,300 SH   DFND 6,2,1 900 0 400
NORTHSTAR REALTY EUROPE CORP COM 66706L101 536 30,900 SH   DFND 6,2,1 18,800 0 12,100
NOVANTA INC COM 67000B104 43,778 516,680 SH   DFND 8,2,1 516,680 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 15,962 942,800 SH   DFND 6,2,1 658,100 0 284,700
NUANCE COMMUNICATIONS INC COM 67020Y100 1,192 70,400 SH   DFND 8,2,1 62,100 0 8,300
NUCOR CORP COM 670346105 129 2,206 SH   DFND 7,2,1 2,206 0 0
NUCOR CORP COM 670346105 2,492 42,700 SH   DFND 6,2,1 4,800 0 37,900
NUCOR CORP COM 670346105 175 3,000 SH   DFND 8,2,1 0 0 3,000
NVIDIA CORP COM 67066G104 966 5,378 SH   DFND 2,1 5,378 0 0
NVIDIA CORP COM 67066G104 9,426 52,496 SH   DFND 7,2,1 46,543 0 5,953
NVIDIA CORP COM 67066G104 15,478 86,200 SH   DFND 6,2,1 70,200 0 16,000
NVIDIA CORP COM 67066G104 53,614 298,586 SH   DFND 8,2,1 298,586 0 0
NUVASIVE INC COM 670704105 48,598 855,755 SH   DFND 8,2,1 855,755 0 0
NUTRIEN LTD COM 67077M108 4,331 82,093 SH   DFND 7,2,1 53,722 0 28,371
NUTRIEN LTD COM 67077M108 1,611 30,531 SH   DFND 6,2,1 6,900 0 23,631
OFS CAP CORP COM 67103B100 120 10,200 SH   DFND 6,2,1 10,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 388 1,000 SH   DFND 7,2,1 1,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 20,696 53,300 SH   DFND 6,2,1 3,900 0 49,400
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,257 21,265 SH   DFND 8,2,1 20,665 0 600
OFG BANCORP COM 67103X102 857 43,300 SH   DFND 6,2,1 31,300 0 12,000
OSI SYSTEMS INC COM 671044105 5,825 66,500 SH   DFND 6,2,1 44,900 0 21,600
OCCIDENTAL PETE CORP COM 674599105 6,647 100,413 SH   DFND 7,2,1 48,918 0 51,495
OCCIDENTAL PETE CORP COM 674599105 6,243 94,300 SH   DFND 6,2,1 90,100 0 4,200
OCCIDENTAL PETE CORP COM 674599105 970 14,647 SH   DFND 8,2,1 14,647 0 0
OFFICE DEPOT INC COM 676220106 408 112,300 SH   DFND 6,2,1 69,200 0 43,100
OFFICE DEPOT INC COM 676220106 329 90,600 SH   DFND 8,2,1 90,600 0 0
OKTA INC CL A 679295105 5,012 60,588 SH   DFND 6,2,1 17,667 0 42,921
OLD REP INTL CORP COM 680223104 2,544 121,600 SH   DFND 6,2,1 76,800 0 44,800
OLD REP INTL CORP COM 680223104 575 27,500 SH   DFND 8,2,1 27,500 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 3,597 42,155 SH   DFND 7,2,1 42,155 0 0
OMNICOM GROUP INC COM 681919106 364 4,992 SH   DFND 7,2,1 4,992 0 0
OMNICOM GROUP INC COM 681919106 15,299 209,600 SH   DFND 6,2,1 10,100 0 199,500
OMNICOM GROUP INC COM 681919106 102 1,400 SH   DFND 8,2,1 0 0 1,400
OMNICELL INC COM 68213N109 752 9,300 SH   DFND 6,2,1 9,300 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,131 55,000 SH   DFND 6,2,1 0 0 55,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 16,410 13,278,000 PRN   DFND 7,2,1 12,000,000 0 1,278,000
ONE LIBERTY PPTYS INC COM 682406103 491 16,925 SH   DFND 6,2,1 9,654 0 7,271
ONEOK INC NEW COM 682680103 37 535 SH   DFND 7,2,1 535 0 0
ONEOK INC NEW COM 682680103 3,185 45,600 SH   DFND 6,2,1 14,700 0 30,900
OPEN TEXT CORP COM 683715106 14 371 SH   DFND 7,2,1 371 0 0
OPEN TEXT CORP COM 683715106 6,921 180,100 SH   DFND 6,2,1 165,100 0 15,000
OPEN TEXT CORP COM 683715106 1,818 47,300 SH   DFND 8,2,1 42,600 0 4,700
ORACLE CORP COM 68389X105 8,094 150,706 SH   DFND 7,2,1 93,975 0 56,731
ORACLE CORP COM 68389X105 105,556 1,965,300 SH   DFND 6,2,1 1,436,100 0 529,200
ORACLE CORP COM 68389X105 11,682 217,500 SH   DFND 8,2,1 205,500 0 12,000
OPUS BK IRVINE CALIF COM 684000102 283 14,300 SH   DFND 6,2,1 14,300 0 0
ORBCOMM INC COM 68555P100 3,539 521,929 SH   DFND 8,2,1 521,929 0 0
ORTHOFIX MED INC COM 68752M108 337 5,981 SH   DFND 6,2,1 5,625 0 356
OSHKOSH CORP COM 688239201 333 4,430 SH   DFND 6,2,1 0 0 4,430
OUTFRONT MEDIA INC COM 69007J106 6,274 268,100 SH   DFND 6,2,1 171,000 0 97,100
OVERSTOCK COM INC DEL COM 690370101 1,923 115,700 SH   DFND 6,2,1 72,500 0 43,200
OWENS & MINOR INC NEW COM 690732102 55 13,500 SH   DFND 6,2,1 0 0 13,500
OXFORD INDS INC COM 691497309 5,359 71,200 SH   DFND 6,2,1 47,400 0 23,800
P A M TRANSN SVCS INC COM 693149106 480 9,799 SH   DFND 6,2,1 5,999 0 3,800
PBF ENERGY INC CL A 69318G106 1,249 40,100 SH   DFND 6,2,1 23,200 0 16,900
PBF ENERGY INC CL A 69318G106 209 6,700 SH   DFND 8,2,1 6,700 0 0
PC CONNECTION INC COM 69318J100 2,901 79,100 SH   DFND 6,2,1 61,700 0 17,400
PCM INC COM 69323K100 1,905 52,000 SH   DFND 6,2,1 31,200 0 20,800
PJT PARTNERS INC COM CL A 69343T107 980 23,452 SH   DFND 7,2,1 0 0 23,452
PNC FINL SVCS GROUP INC COM 693475105 2,889 23,554 SH   DFND 7,2,1 21,850 0 1,704
PNC FINL SVCS GROUP INC COM 693475105 30,812 251,200 SH   DFND 6,2,1 66,800 0 184,400
POSCO SPONSORED ADR 693483109 953 17,257 SH   DFND 7,2,1 2,340 0 14,917
PPG INDS INC COM 693506107 6,128 54,295 SH   DFND 7,2,1 41,300 0 12,995
PPG INDS INC COM 693506107 17,472 154,800 SH   DFND 6,2,1 18,300 0 136,500
PPG INDS INC COM 693506107 12,279 108,788 SH   DFND 8,2,1 104,788 0 4,000
PPL CORP COM 69351T106 113 3,548 SH   DFND 7,2,1 3,548 0 0
PPL CORP COM 69351T106 720 22,700 SH   DFND 6,2,1 17,600 0 5,100
PRA HEALTH SCIENCES INC COM 69354M108 110 1,000 SH   DFND 6,2,1 1,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 210 1,900 SH   DFND 8,2,1 1,900 0 0
PVH CORP COM 693656100 366 3,005 SH   DFND 7,2,1 3,005 0 0
PVH CORP COM 693656100 817 6,700 SH   DFND 6,2,1 0 0 6,700
PVH CORP COM 693656100 98 800 SH   DFND 8,2,1 0 0 800
PTC INC COM 69370C100 168,657 1,829,650 SH   DFND 8,2,1 1,829,650 0 0
PACCAR INC COM 693718108 287 4,213 SH   DFND 7,2,1 4,213 0 0
PACCAR INC COM 693718108 10,875 159,600 SH   DFND 6,2,1 13,800 0 145,800
PACKAGING CORP AMER COM 695156109 203 2,046 SH   DFND 7,2,1 2,046 0 0
PACKAGING CORP AMER COM 695156109 20,413 205,400 SH   DFND 6,2,1 176,600 0 28,800
PACKAGING CORP AMER COM 695156109 2,256 22,700 SH   DFND 8,2,1 20,600 0 2,100
PACWEST BANCORP DEL COM 695263103 5,476 145,600 SH   DFND 6,2,1 89,400 0 56,200
PALO ALTO NETWORKS INC COM 697435105 66,740 274,784 SH   DFND 7,2,1 274,784 0 0
PALO ALTO NETWORKS INC COM 697435105 3,959 16,300 SH   DFND 6,2,1 15,300 0 1,000
PALO ALTO NETWORKS INC COM 697435105 17,755 73,100 SH   DFND 8,2,1 73,100 0 0
PARAMOUNT GROUP INC COM 69924R108 152 10,680 SH   DFND 7,2,1 10,680 0 0
PARAMOUNT GROUP INC COM 69924R108 6,051 426,400 SH   DFND 6,2,1 275,800 0 150,600
PARKER HANNIFIN CORP COM 701094104 30 174 SH   DFND 7,2,1 174 0 0
PARKER HANNIFIN CORP COM 701094104 7,079 41,249 SH   DFND 6,2,1 26,549 0 14,700
PARKER HANNIFIN CORP COM 701094104 85,478 498,067 SH   DFND 8,2,1 498,067 0 0
PARSLEY ENERGY INC CL A 701877102 6 300 SH   DFND 7,2,1 300 0 0
PARSLEY ENERGY INC CL A 701877102 4,815 249,500 SH   DFND 8,2,1 249,500 0 0
PATTERSON COMPANIES INC COM 703395103 8,087 370,100 SH   DFND 6,2,1 248,800 0 121,300
PATTERSON COMPANIES INC COM 703395103 566 25,900 SH   DFND 8,2,1 19,800 0 6,100
PAYCHEX INC COM 704326107 823 10,267 SH   DFND 7,2,1 10,267 0 0
PAYCHEX INC COM 704326107 50,710 632,300 SH   DFND 6,2,1 374,000 0 258,300
PAYCHEX INC COM 704326107 2,663 33,200 SH   DFND 8,2,1 26,600 0 6,600
PAYCOM SOFTWARE INC COM 70432V102 3,348 17,700 SH   DFND 6,2,1 12,700 0 5,000
PAYCOM SOFTWARE INC COM 70432V102 303 1,600 SH   DFND 8,2,1 1,600 0 0
PAYLOCITY HLDG CORP COM 70438V106 491 5,500 SH   DFND 6,2,1 600 0 4,900
PAYPAL HLDGS INC COM 70450Y103 183 1,759 SH   DFND 2,1 1,759 0 0
PAYPAL HLDGS INC COM 70450Y103 50,252 483,938 SH   DFND 7,2,1 483,938 0 0
PAYPAL HLDGS INC COM 70450Y103 14,122 136,000 SH   DFND 6,2,1 120,200 0 15,800
PAYPAL HLDGS INC COM 70450Y103 26,276 253,043 SH   DFND 8,2,1 253,043 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 16,523 531,978 SH   DFND 7,2,1 531,978 0 0
PEMBINA PIPELINE CORP COM 706327103 76 2,066 SH   DFND 7,2,1 2,066 0 0
PEMBINA PIPELINE CORP COM 706327103 5,918 161,000 SH   DFND 6,2,1 23,300 0 137,700
PENN NATL GAMING INC COM 707569109 2,384 118,600 SH   DFND 6,2,1 75,900 0 42,700
PENUMBRA INC COM 70975L107 1,882 12,800 SH   DFND 6,2,1 10,100 0 2,700
PENUMBRA INC COM 70975L107 588 4,000 SH   DFND 8,2,1 4,000 0 0
PEOPLES UTD FINL INC COM 712704105 7 400 SH   DFND 7,2,1 400 0 0
PEOPLES UTD FINL INC COM 712704105 677 41,200 SH   DFND 6,2,1 41,200 0 0
PEPSICO INC COM 713448108 4,421 36,074 SH   DFND 7,2,1 34,894 0 1,180
PEPSICO INC COM 713448108 103,616 845,500 SH   DFND 6,2,1 251,500 0 594,000
PEPSICO INC COM 713448108 3,101 25,300 SH   DFND 8,2,1 16,700 0 8,600
PERSPECTA INC COM 715347100 36 1,777 SH   DFND 7,2,1 194 0 1,583
PERSPECTA INC COM 715347100 8,901 440,204 SH   DFND 6,2,1 305,700 0 134,504
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 336 12,220 SH   DFND 7,2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,372 149,012 SH   DFND 7,2,1 51,800 0 97,212
PFENEX INC COM 717071104 323 52,323 SH   DFND 6,2,1 27,100 0 25,223
PFIZER INC COM 717081103 132 3,102 SH   DFND 2,1 3,102 0 0
PFIZER INC COM 717081103 6,305 148,466 SH   DFND 7,2,1 144,385 0 4,081
PFIZER INC COM 717081103 95,400 2,246,300 SH   DFND 6,2,1 925,600 0 1,320,700
PFIZER INC COM 717081103 2,378 56,000 SH   DFND 8,2,1 46,100 0 9,900
PHILIP MORRIS INTL INC COM 718172109 8,388 94,898 SH   DFND 7,2,1 22,755 0 72,143
PHILLIPS 66 COM 718546104 2,704 28,411 SH   DFND 7,2,1 28,411 0 0
PHILLIPS 66 COM 718546104 19,767 207,700 SH   DFND 6,2,1 57,000 0 150,700
PHILLIPS 66 COM 718546104 305 3,200 SH   DFND 8,2,1 0 0 3,200
PHYSICIANS RLTY TR COM 71943U104 21,388 1,137,035 SH   DFND 7,2,1 1,137,035 0 0
PHYSICIANS RLTY TR COM 71943U104 873 46,400 SH   DFND 6,2,1 31,200 0 15,200
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 35 1,659 SH   DFND 7,2,1 1,659 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 2,804 134,500 SH   DFND 6,2,1 64,600 0 69,900
PINNACLE WEST CAP CORP COM 723484101 566 5,920 SH   DFND 7,2,1 5,920 0 0
PINNACLE WEST CAP CORP COM 723484101 5,419 56,700 SH   DFND 6,2,1 0 0 56,700
PIONEER NAT RES CO COM 723787107 3,805 24,989 SH   DFND 7,2,1 4,927 0 20,062
PIONEER NAT RES CO COM 723787107 289 1,900 SH   DFND 6,2,1 1,000 0 900
PIONEER NAT RES CO COM 723787107 10,721 70,400 SH   DFND 8,2,1 70,400 0 0
PITNEY BOWES INC COM 724479100 188 27,400 SH   DFND 6,2,1 0 0 27,400
PIXELWORKS INC COM NEW 72581M305 52 13,229 SH   DFND 6,2,1 0 0 13,229
PLANET FITNESS INC CL A 72703H101 13,860 201,682 SH   DFND 7,2,1 201,682 0 0
PLANET FITNESS INC CL A 72703H101 8,556 124,500 SH   DFND 8,2,1 124,500 0 0
PLURALSIGHT INC COM CL A 72941B106 3,768 118,716 SH   DFND 7,2,1 118,716 0 0
POPULAR INC COM NEW 733174700 16,478 316,100 SH   DFND 6,2,1 223,000 0 93,100
POPULAR INC COM NEW 733174700 1,262 24,200 SH   DFND 8,2,1 24,200 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 0 1 SH   DFND 7,2,1 0 0 1
PORTLAND GEN ELEC CO COM NEW 736508847 2,680 51,700 SH   DFND 6,2,1 36,800 0 14,900
POTLATCHDELTIC CORPORATION COM 737630103 1,179 31,200 SH   DFND 6,2,1 18,500 0 12,700
PRESIDIO INC COM 74102M103 4,098 276,900 SH   DFND 6,2,1 179,900 0 97,000
PRICE T ROWE GROUP INC COM 74144T108 310 3,101 SH   DFND 2,1 3,101 0 0
PRICE T ROWE GROUP INC COM 74144T108 522 5,218 SH   DFND 7,2,1 5,218 0 0
PRICE T ROWE GROUP INC COM 74144T108 17,771 177,500 SH   DFND 6,2,1 15,900 0 161,600
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 4,674 3,458,000 PRN   DFND 7,2,1 0 0 3,458,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 24,236 21,957,000 PRN   DFND 7,2,1 9,000,000 0 12,957,000
PRICESMART INC COM 741511109 394 6,700 SH   DFND 6,2,1 3,900 0 2,800
PRINCIPIA BIOPHARMA INC COM 74257L108 5,100 150,000 SH   DFND 8,2,1 150,000 0 0
PROCTER AND GAMBLE CO COM 742718109 3,397 32,647 SH   DFND 7,2,1 30,670 0 1,977
PROCTER AND GAMBLE CO COM 742718109 113,623 1,092,000 SH   DFND 6,2,1 389,200 0 702,800
PROCTER AND GAMBLE CO COM 742718109 2,237 21,500 SH   DFND 8,2,1 16,800 0 4,700
PROGENICS PHARMACEUTICALS IN COM 743187106 169 36,400 SH   DFND 6,2,1 19,400 0 17,000
PROGRESS SOFTWARE CORP COM 743312100 7,862 177,200 SH   DFND 6,2,1 116,100 0 61,100
PROGRESSIVE CORP OHIO COM 743315103 947 13,142 SH   DFND 7,2,1 13,142 0 0
PROGRESSIVE CORP OHIO COM 743315103 7,944 110,200 SH   DFND 6,2,1 100,600 0 9,600
PROGRESSIVE CORP OHIO COM 743315103 10,374 143,900 SH   DFND 8,2,1 143,900 0 0
PROLOGIS INC COM 74340W103 41,822 581,268 SH   DFND 7,2,1 581,268 0 0
PROLOGIS INC COM 74340W103 5,058 70,300 SH   DFND 6,2,1 65,700 0 4,600
PROLOGIS INC COM 74340W103 16,844 234,107 SH   DFND 8,2,1 234,107 0 0
PROOFPOINT INC COM 743424103 22,846 188,139 SH   DFND 7,2,1 188,139 0 0
PROOFPOINT INC COM 743424103 29,072 239,414 SH   DFND 8,2,1 239,414 0 0
PROSHARES TR HD REPLICATION 74347X294 2,175 48,410 SH   DFND 5,4,2,1 48,410 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 2,085 59,200 SH   DFND 5,4,2,1 59,200 0 0
PRUDENTIAL FINL INC COM 744320102 3,409 37,106 SH   DFND 7,2,1 5,578 0 31,528
PRUDENTIAL FINL INC COM 744320102 6,367 69,300 SH   DFND 6,2,1 63,200 0 6,100
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 595 10,017 SH   DFND 7,2,1 10,017 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 20,199 340,000 SH   DFND 6,2,1 28,100 0 311,900
PUBLIC STORAGE COM 74460D109 2,792 12,819 SH   DFND 7,2,1 7,713 0 5,106
PUBLIC STORAGE COM 74460D109 8,254 37,900 SH   DFND 6,2,1 7,000 0 30,900
PURE STORAGE INC CL A 74624M102 2,774 127,322 SH   DFND 7,2,1 127,322 0 0
PURE STORAGE INC CL A 74624M102 17,970 824,700 SH   DFND 8,2,1 824,700 0 0
QAD INC CL A 74727D306 668 15,500 SH   DFND 6,2,1 10,100 0 5,400
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 155 19,200 SH   DFND 6,2,1 19,200 0 0
QTS RLTY TR INC COM CL A 74736A103 24 523 SH   DFND 7,2,1 523 0 0
QTS RLTY TR INC COM CL A 74736A103 1,408 31,302 SH   DFND 6,2,1 24,100 0 7,202
QORVO INC COM 74736K101 244 3,400 SH   DFND 7,2,1 3,400 0 0
Q2 HLDGS INC COM 74736L109 21,661 312,747 SH   DFND 7,2,1 312,747 0 0
Q2 HLDGS INC COM 74736L109 16,745 241,764 SH   DFND 8,2,1 241,764 0 0
QUALCOMM INC COM 747525103 367 6,443 SH   DFND 2,1 6,443 0 0
QUALCOMM INC COM 747525103 1,999 35,049 SH   DFND 7,2,1 9,901 0 25,148
QUALCOMM INC COM 747525103 11,406 200,000 SH   DFND 6,2,1 170,900 0 29,100
QUALCOMM INC COM 747525103 142,360 2,496,225 SH   DFND 8,2,1 2,492,125 0 4,100
QUALYS INC COM 74758T303 5,914 71,478 SH   DFND 7,2,1 71,478 0 0
QUALYS INC COM 74758T303 207 2,500 SH   DFND 6,2,1 0 0 2,500
QUANTA SVCS INC COM 74762E102 24,099 638,550 SH   DFND 6,2,1 525,050 0 113,500
QUANTA SVCS INC COM 74762E102 585 15,500 SH   DFND 8,2,1 15,500 0 0
QUEST DIAGNOSTICS INC COM 74834L100 207 2,298 SH   DFND 7,2,1 2,298 0 0
QUEST DIAGNOSTICS INC COM 74834L100 32,434 360,700 SH   DFND 6,2,1 312,600 0 48,100
QUEST DIAGNOSTICS INC COM 74834L100 4,523 50,300 SH   DFND 8,2,1 50,300 0 0
QUIDEL CORP COM 74838J101 2,560 39,108 SH   DFND 6,2,1 23,108 0 16,000
QURATE RETAIL INC COM SER A 74915M100 102 6,382 SH   DFND 7,2,1 6,382 0 0
QURATE RETAIL INC COM SER A 74915M100 361 22,600 SH   DFND 6,2,1 16,500 0 6,100
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,173 51,049 SH   DFND 6,2,1 23,549 0 27,500
RLJ LODGING TR COM 74965L101 25 1,421 SH   DFND 7,2,1 1,421 0 0
RLJ LODGING TR COM 74965L101 51 2,900 SH   DFND 6,2,1 0 0 2,900
RLJ LODGING TR COM 74965L101 137 7,800 SH   DFND 8,2,1 7,800 0 0
RMR GROUP INC CL A 74967R106 3,280 53,794 SH   DFND 6,2,1 34,027 0 19,767
RPT REALTY COM SH BEN INT 74971D101 4,109 342,100 SH   DFND 6,2,1 225,400 0 116,700
RTI SURGICAL HOLDINGS INC COM 74975N105 990 164,754 SH   DFND 6,2,1 90,300 0 74,454
RTW RETAILWINDS INC COM 74980D100 154 64,200 SH   DFND 6,2,1 45,900 0 18,300
RADIAN GROUP INC COM 750236101 12,299 593,000 SH   DFND 6,2,1 405,300 0 187,700
RAMBUS INC DEL COM 750917106 744 71,200 SH   DFND 6,2,1 70,100 0 1,100
RALPH LAUREN CORP CL A 751212101 13 100 SH   DFND 7,2,1 100 0 0
RALPH LAUREN CORP CL A 751212101 28,678 221,143 SH   DFND 6,2,1 175,500 0 45,643
RALPH LAUREN CORP CL A 751212101 1,284 9,900 SH   DFND 8,2,1 9,200 0 700
RAYMOND JAMES FINANCIAL INC COM 754730109 121 1,506 SH   DFND 7,2,1 1,506 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 105 1,300 SH   DFND 6,2,1 0 0 1,300
RAYTHEON CO COM NEW 755111507 6,100 33,504 SH   DFND 7,2,1 31,248 0 2,256
RAYTHEON CO COM NEW 755111507 92,861 510,000 SH   DFND 6,2,1 291,800 0 218,200
RAYTHEON CO COM NEW 755111507 7,593 41,700 SH   DFND 8,2,1 35,900 0 5,800
REALNETWORKS INC COM NEW 75605L708 409 131,400 SH   DFND 6,2,1 111,800 0 19,600
REALTY INCOME CORP COM 756109104 573 7,791 SH   DFND 7,2,1 7,791 0 0
REATA PHARMACEUTICALS INC CL A 75615P103 410 4,800 SH   DFND 6,2,1 4,800 0 0
RED HAT INC COM 756577102 601 3,292 SH   DFND 7,2,1 3,292 0 0
RED HAT INC COM 756577102 1,480 8,100 SH   DFND 6,2,1 1,800 0 6,300
RED HAT INC COM 756577102 11,876 65,000 SH   DFND 8,2,1 65,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 10,455 4,213,000 PRN   DFND 7,2,1 0 0 4,213,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,147 39,800 SH   DFND 6,2,1 29,000 0 10,800
RED ROCK RESORTS INC CL A 75700L108 6,307 244,000 SH   DFND 6,2,1 163,700 0 80,300
RED ROCK RESORTS INC CL A 75700L108 114 4,400 SH   DFND 8,2,1 0 0 4,400
REGAL BELOIT CORP COM 758750103 10,291 125,700 SH   DFND 6,2,1 81,100 0 44,600
REGENCY CTRS CORP COM 758849103 392 5,804 SH   DFND 7,2,1 5,804 0 0
REGENCY CTRS CORP COM 758849103 1,863 27,600 SH   DFND 6,2,1 5,200 0 22,400
REGENERON PHARMACEUTICALS COM 75886F107 45 110 SH   DFND 7,2,1 110 0 0
REGENERON PHARMACEUTICALS COM 75886F107 1,027 2,500 SH   DFND 6,2,1 1,400 0 1,100
REGENERON PHARMACEUTICALS COM 75886F107 28,557 69,547 SH   DFND 8,2,1 68,947 0 600
REGENXBIO INC COM 75901B107 327 5,700 SH   DFND 6,2,1 3,700 0 2,000
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,395 30,955 SH   DFND 7,2,1 30,955 0 0
REINSURANCE GRP OF AMERICA I COM NEW 759351604 327 2,300 SH   DFND 6,2,1 2,300 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,452 157,173 SH   DFND 6,2,1 110,273 0 46,900
REPLIGEN CORP COM 759916109 260 4,400 SH   DFND 6,2,1 4,400 0 0
RENT A CTR INC NEW COM 76009N100 975 46,700 SH   DFND 6,2,1 34,100 0 12,600
REPUBLIC SVCS INC COM 760759100 27 333 SH   DFND 7,2,1 333 0 0
REPUBLIC SVCS INC COM 760759100 5,554 69,100 SH   DFND 6,2,1 38,300 0 30,800
REPUBLIC SVCS INC COM 760759100 64 800 SH   DFND 8,2,1 0 0 800
RESIDEO TECHNOLOGIES INC COM 76118Y104 4 220 SH   DFND 2,1 220 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 301 15,582 SH   DFND 7,2,1 15,417 0 165
RESIDEO TECHNOLOGIES INC COM 76118Y104 1,683 87,250 SH   DFND 6,2,1 51,800 0 35,450
RESOURCES CONNECTION INC COM 76122Q105 2,758 166,722 SH   DFND 6,2,1 118,378 0 48,344
RESTAURANT BRANDS INTL INC COM 76131D103 229 3,515 SH   DFND 7,2,1 3,515 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,038 31,300 SH   DFND 6,2,1 11,100 0 20,200
RETAIL OPPORTUNITY INVTS COR COM 76131N101 4,368 251,890 SH   DFND 7,2,1 251,890 0 0
REVLON INC CL A NEW 761525609 804 41,500 SH   DFND 6,2,1 26,500 0 15,000
REX AMERICAN RESOURCES CORP COM 761624105 226 2,800 SH   DFND 6,2,1 1,500 0 1,300
RIGEL PHARMACEUTICALS INC COM NEW 766559603 235 91,500 SH   DFND 6,2,1 78,300 0 13,200
RINGCENTRAL INC CL A 76680R206 10,295 95,500 SH   DFND 6,2,1 67,900 0 27,600
RINGCENTRAL INC CL A 76680R206 1,056 9,800 SH   DFND 8,2,1 9,800 0 0
ROBERT HALF INTL INC COM 770323103 13 200 SH   DFND 7,2,1 200 0 0
ROBERT HALF INTL INC COM 770323103 15,345 235,500 SH   DFND 6,2,1 182,100 0 53,400
ROBERT HALF INTL INC COM 770323103 293 4,500 SH   DFND 8,2,1 0 0 4,500
ROCKET PHARMACEUTICALS INC COM 77313F106 3,678 209,684 SH   DFND 8,2,1 209,684 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,212 12,607 SH   DFND 7,2,1 12,607 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,861 61,900 SH   DFND 6,2,1 3,900 0 58,000
ROCKWELL AUTOMATION INC COM 773903109 79,568 453,482 SH   DFND 8,2,1 453,482 0 0
ROCKY BRANDS INC COM 774515100 656 27,392 SH   DFND 6,2,1 13,592 0 13,800
ROGERS COMMUNICATIONS INC CL B 775109200 2,296 42,656 SH   DFND 7,2,1 18,502 0 24,154
ROGERS COMMUNICATIONS INC CL B 775109200 18,121 336,700 SH   DFND 6,2,1 37,900 0 298,800
ROGERS COMMUNICATIONS INC CL B 775109200 210 3,900 SH   DFND 8,2,1 0 0 3,900
ROLLINS INC COM 775711104 8 192 SH   DFND 7,2,1 192 0 0
ROLLINS INC COM 775711104 1,754 42,150 SH   DFND 6,2,1 0 0 42,150
ROPER TECHNOLOGIES INC COM 776696106 20,956 61,281 SH   DFND 7,2,1 21,800 0 39,481
ROPER TECHNOLOGIES INC COM 776696106 15,662 45,800 SH   DFND 6,2,1 4,400 0 41,400
ROPER TECHNOLOGIES INC COM 776696106 43,388 126,876 SH   DFND 8,2,1 126,876 0 0
ROSS STORES INC COM 778296103 4,441 47,704 SH   DFND 7,2,1 4,863 0 42,841
ROSS STORES INC COM 778296103 17,726 190,400 SH   DFND 6,2,1 12,800 0 177,600
ROSS STORES INC COM 778296103 214 2,300 SH   DFND 8,2,1 0 0 2,300
ROYAL BK CDA MONTREAL QUE COM 780087102 5,842 77,322 SH   DFND 7,2,1 18,122 0 59,200
ROYAL BK CDA MONTREAL QUE COM 780087102 50,248 665,100 SH   DFND 6,2,1 240,300 0 424,800
ROYAL BK CDA MONTREAL QUE COM 780087102 6,724 88,996 SH   DFND 8,2,1 68,696 0 20,300
RUSH ENTERPRISES INC CL A 781846209 673 16,100 SH   DFND 6,2,1 12,700 0 3,400
RUTHS HOSPITALITY GROUP INC COM 783332109 223 8,700 SH   DFND 6,2,1 0 0 8,700
RYANAIR HLDGS PLC SPONSORED ADS 783513203 13,225 176,479 SH   DFND 8,2,1 0 0 176,479
S&P GLOBAL INC COM 78409V104 39,486 187,538 SH   DFND 7,2,1 187,538 0 0
S&P GLOBAL INC COM 78409V104 34,004 161,500 SH   DFND 6,2,1 36,400 0 125,100
SK TELECOM LTD SPONSORED ADR 78440P108 1,241 50,663 SH   DFND 7,2,1 20,600 0 30,063
SL GREEN RLTY CORP COM 78440X101 375 4,173 SH   DFND 7,2,1 4,173 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 21,831 77,284 SH   DFND 2,1 43,018 0 34,266
SPX CORP COM 784635104 529 15,200 SH   DFND 6,2,1 12,900 0 2,300
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 354 9,664 SH   DFND 5,4,2,1 9,664 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,337 33,769 SH   DFND 5,4,2,1 33,769 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,622 36,395 SH   DFND 5,4,2,1 36,395 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 11,421 391,000 SH   DFND 5,4,2,1 391,000 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 9,373 179,380 SH   DFND 5,4,2,1 179,380 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 11,428 317,705 SH   DFND 5,4,2,1 317,705 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 117 10,090 SH   DFND 5,4,2,1 10,090 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,327 46,188 SH   DFND 5,4,2,1 46,188 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,791 75,228 SH   DFND 7,2,1 75,228 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 930 14,600 SH   DFND 6,2,1 9,300 0 5,300
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 588 1,702 SH   DFND 2,1 1,702 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 2,102 77,130 SH   DFND 5,4,2,1 77,130 0 0
SPDR SER TR SPDR BLOOMBERG 78468R663 5,078 55,440 SH   DFND 7,2,1 55,440 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 536 5,340 SH   DFND 5,4,2,1 5,340 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 1,585 17,320 SH   DFND 5,4,2,1 17,320 0 0
SP PLUS CORP COM 78469C103 3,313 97,100 SH   DFND 6,2,1 69,100 0 28,000
SPX FLOW INC COM 78469X107 1,011 31,700 SH   DFND 6,2,1 22,700 0 9,000
SVB FINL GROUP COM 78486Q101 15 68 SH   DFND 7,2,1 68 0 0
SVB FINL GROUP COM 78486Q101 1,112 5,000 SH   DFND 6,2,1 0 0 5,000
SVB FINL GROUP COM 78486Q101 6,093 27,400 SH   DFND 8,2,1 27,400 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 11 546 SH   DFND 7,2,1 546 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 6,604 339,200 SH   DFND 6,2,1 229,900 0 109,300
SABRA HEALTH CARE REIT INC COM 78573L106 569 29,200 SH   DFND 8,2,1 29,200 0 0
SABRE CORP COM 78573M104 6 300 SH   DFND 7,2,1 300 0 0
SABRE CORP COM 78573M104 13,005 608,000 SH   DFND 6,2,1 373,100 0 234,900
SABRE CORP COM 78573M104 963 45,000 SH   DFND 8,2,1 33,900 0 11,100
SAGE THERAPEUTICS INC COM 78667J108 7,200 45,270 SH   DFND 8,2,1 45,270 0 0
SALESFORCE COM INC COM 79466L302 353 2,230 SH   DFND 2,1 2,230 0 0
SALESFORCE COM INC COM 79466L302 338 2,133 SH   DFND 7,2,1 2,133 0 0
SALESFORCE COM INC COM 79466L302 78,900 498,200 SH   DFND 6,2,1 452,300 0 45,900
SALESFORCE COM INC COM 79466L302 71,398 450,831 SH   DFND 8,2,1 445,431 0 5,400
SALLY BEAUTY HLDGS INC COM 79546E104 1,438 78,100 SH   DFND 6,2,1 54,300 0 23,800
SANDY SPRING BANCORP INC COM 800363103 754 24,100 SH   DFND 6,2,1 22,000 0 2,100
SAREPTA THERAPEUTICS INC COM 803607100 2,622 22,000 SH   DFND 6,2,1 17,100 0 4,900
SAREPTA THERAPEUTICS INC COM 803607100 7,194 60,361 SH   DFND 8,2,1 60,361 0 0
SAUL CTRS INC COM 804395101 7,677 149,453 SH   DFND 7,2,1 149,453 0 0
HENRY SCHEIN INC COM 806407102 352 5,848 SH   DFND 7,2,1 5,848 0 0
HENRY SCHEIN INC COM 806407102 2,615 43,500 SH   DFND 6,2,1 0 0 43,500
HENRY SCHEIN INC COM 806407102 114 1,900 SH   DFND 8,2,1 0 0 1,900
SCHLUMBERGER LTD COM 806857108 3,590 82,392 SH   DFND 7,2,1 79,518 0 2,874
SCHLUMBERGER LTD COM 806857108 7,403 169,900 SH   DFND 6,2,1 150,700 0 19,200
SCHNITZER STL INDS CL A 806882106 3,183 132,635 SH   DFND 6,2,1 91,335 0 41,300
THE CHARLES SCHWAB CORPORATI COM 808513105 94 2,199 SH   DFND 2,1 2,199 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 2,512 58,749 SH   DFND 7,2,1 58,749 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 6,256 146,300 SH   DFND 6,2,1 129,200 0 17,100
THE CHARLES SCHWAB CORPORATI COM 808513105 3,779 88,379 SH   DFND 8,2,1 88,379 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,316 17,106 SH   DFND 7,2,1 17,106 0 0
SEATTLE GENETICS INC COM 812578102 10 141 SH   DFND 7,2,1 141 0 0
SEATTLE GENETICS INC COM 812578102 10,868 148,389 SH   DFND 8,2,1 148,389 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,315 19,890 SH   DFND 5,4,2,1 19,890 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 10,927 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 8,584 116,000 SH   DFND 2,1 116,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 76,124 1,028,700 SH   DFND 5,4,2,1 1,028,700 0 0
SEMPRA ENERGY COM 816851109 2,656 21,103 SH   DFND 7,2,1 21,103 0 0
SEMPRA ENERGY COM 816851109 26,267 208,700 SH   DFND 6,2,1 16,300 0 192,400
SENIOR HSG PPTYS TR SH BEN INT 81721M109 31 2,668 SH   DFND 7,2,1 2,668 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 6,014 510,500 SH   DFND 6,2,1 355,000 0 155,500
SENIOR HSG PPTYS TR SH BEN INT 81721M109 643 54,600 SH   DFND 8,2,1 46,300 0 8,300
SENSIENT TECHNOLOGIES CORP COM 81725T100 4,183 61,709 SH   DFND 7,2,1 61,709 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 6,595 148,406 SH   DFND 7,2,1 148,406 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 24,818 558,452 SH   DFND 9,2,1 558,452 0 0
SERVICE CORP INTL COM 817565104 3,687 91,832 SH   DFND 7,2,1 91,832 0 0
SERVICE CORP INTL COM 817565104 2,757 68,673 SH   DFND 8,2,1 68,673 0 0
SERVICENOW INC COM 81762P102 128 518 SH   DFND 2,1 518 0 0
SERVICENOW INC COM 81762P102 59 239 SH   DFND 7,2,1 239 0 0
SERVICENOW INC COM 81762P102 22,578 91,600 SH   DFND 6,2,1 81,200 0 10,400
SERVICENOW INC COM 81762P102 46,384 188,176 SH   DFND 8,2,1 188,176 0 0
SHERWIN WILLIAMS CO COM 824348106 178 413 SH   DFND 7,2,1 389 0 24
SHERWIN WILLIAMS CO COM 824348106 3,101 7,200 SH   DFND 6,2,1 1,200 0 6,000
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,030 27,714 SH   DFND 7,2,1 7,500 0 20,214
SHOE CARNIVAL INC COM 824889109 340 10,000 SH   DFND 6,2,1 2,600 0 7,400
SIGA TECHNOLOGIES INC COM 826917106 531 88,391 SH   DFND 6,2,1 66,391 0 22,000
SILICON LABORATORIES INC COM 826919102 73,221 905,528 SH   DFND 8,2,1 905,528 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 16,280 15,000,000 PRN   DFND 7,2,1 15,000,000 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 3,432 86,582 SH   DFND 8,2,1 86,582 0 0
SIMON PPTY GROUP INC NEW COM 828806109 33,826 185,643 SH   DFND 7,2,1 155,211 0 30,432
SIMON PPTY GROUP INC NEW COM 828806109 18,385 100,900 SH   DFND 6,2,1 52,500 0 48,400
SINCLAIR BROADCAST GROUP INC CL A 829226109 11,582 301,000 SH   DFND 6,2,1 212,900 0 88,100
SINCLAIR BROADCAST GROUP INC CL A 829226109 400 10,400 SH   DFND 8,2,1 10,400 0 0
SIRIUS XM HLDGS INC COM 82968B103 143 25,259 SH   DFND 7,2,1 25,259 0 0
SITE CENTERS CORP COM 82981J109 35 2,575 SH   DFND 7,2,1 2,575 0 0
SITE CENTERS CORP COM 82981J109 386 28,350 SH   DFND 6,2,1 28,350 0 0
SKECHERS U S A INC CL A 830566105 1,086 32,300 SH   DFND 6,2,1 29,000 0 3,300
SMITH A O CORP COM 831865209 7,939 148,888 SH   DFND 7,2,1 143,085 0 5,803
SMITH A O CORP COM 831865209 560 10,500 SH   DFND 6,2,1 5,300 0 5,200
SMITH A O CORP COM 831865209 3,965 74,358 SH   DFND 8,2,1 74,358 0 0
SMUCKER J M CO COM NEW 832696405 341 2,925 SH   DFND 7,2,1 2,925 0 0
SMUCKER J M CO COM NEW 832696405 28,624 245,700 SH   DFND 6,2,1 227,000 0 18,700
SMUCKER J M CO COM NEW 832696405 3,367 28,900 SH   DFND 8,2,1 28,900 0 0
SNAP ON INC COM 833034101 285 1,823 SH   DFND 2,1 1,823 0 0
SNAP ON INC COM 833034101 416 2,656 SH   DFND 7,2,1 2,656 0 0
SNAP ON INC COM 833034101 8,742 55,855 SH   DFND 6,2,1 13,200 0 42,655
SNAP ON INC COM 833034101 313 2,000 SH   DFND 8,2,1 0 0 2,000
SOLAR SR CAP LTD COM 83416M105 242 14,100 SH   DFND 6,2,1 9,100 0 5,000
SORRENTO THERAPEUTICS INC COM NEW 83587F202 614 129,300 SH   DFND 6,2,1 71,000 0 58,300
SOUTHERN CO COM 842587107 389 7,530 SH   DFND 7,2,1 2,288 0 5,242
SOUTHERN CO COM 842587107 6,501 125,800 SH   DFND 6,2,1 119,300 0 6,500
SOUTHERN CO COM 842587107 88 1,700 SH   DFND 8,2,1 0 0 1,700
SOUTHERN COPPER CORP COM 84265V105 355 8,938 SH   DFND 8,2,1 0 0 8,938
SOUTHWESTERN ENERGY CO COM 845467109 5,199 1,108,620 SH   DFND 6,2,1 651,420 0 457,200
SOUTHWESTERN ENERGY CO COM 845467109 434 92,500 SH   DFND 8,2,1 78,700 0 13,800
SPARTANNASH CO COM 847215100 211 13,300 SH   DFND 6,2,1 13,300 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 2,436 168,329 SH   DFND 6,2,1 103,329 0 65,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,270 24,800 SH   DFND 6,2,1 800 0 24,000
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 156 1,700 SH   DFND 8,2,1 0 0 1,700
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 13,471 13,503,000 PRN   DFND 7,2,1 11,973,000 0 1,530,000
SPLUNK INC COM 848637104 4,025 32,301 SH   DFND 7,2,1 32,301 0 0
SPLUNK INC COM 848637104 10,655 85,510 SH   DFND 8,2,1 85,510 0 0
SPORTSMANS WHSE HLDGS INC COM 84920Y106 103 21,400 SH   DFND 6,2,1 21,400 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 3,888 370,621 SH   DFND 8,2,1 370,621 0 0
SPROUTS FMRS MKT INC COM 85208M102 897 41,634 SH   DFND 7,2,1 41,634 0 0
SQUARE INC CL A 852234103 293 3,916 SH   DFND 2,1 3,916 0 0
SQUARE INC CL A 852234103 18,300 244,259 SH   DFND 7,2,1 244,259 0 0
SQUARE INC CL A 852234103 19,794 264,200 SH   DFND 6,2,1 247,700 0 16,500
SQUARE INC CL A 852234103 9,919 132,388 SH   DFND 8,2,1 126,588 0 5,800
STAAR SURGICAL CO COM PAR $0.01 852312305 1,395 40,800 SH   DFND 6,2,1 31,200 0 9,600
STANLEY BLACK & DECKER INC COM 854502101 172 1,262 SH   DFND 2,1 1,262 0 0
STANLEY BLACK & DECKER INC COM 854502101 280 2,056 SH   DFND 7,2,1 2,056 0 0
STANLEY BLACK & DECKER INC COM 854502101 2,233 16,400 SH   DFND 6,2,1 0 0 16,400
STANTEC INC COM 85472N109 355 15,000 SH   DFND 6,2,1 0 0 15,000
STARBUCKS CORP COM 855244109 13,648 183,588 SH   DFND 7,2,1 66,579 0 117,009
STARBUCKS CORP COM 855244109 48,336 650,200 SH   DFND 6,2,1 193,700 0 456,500
STARBUCKS CORP COM 855244109 36,789 494,872 SH   DFND 8,2,1 487,972 0 6,900
STARS GROUP INC COM 85570W100 413 23,600 SH   DFND 6,2,1 23,600 0 0
STATE STR CORP COM 857477103 223 3,383 SH   DFND 7,2,1 3,383 0 0
STATE STR CORP COM 857477103 23,705 360,200 SH   DFND 6,2,1 342,000 0 18,200
STATE STR CORP COM 857477103 941 14,300 SH   DFND 8,2,1 14,300 0 0
STEEL DYNAMICS INC COM 858119100 84 2,376 SH   DFND 7,2,1 2,376 0 0
STEEL DYNAMICS INC COM 858119100 1,845 52,300 SH   DFND 6,2,1 0 0 52,300
STEEL DYNAMICS INC COM 858119100 254 7,200 SH   DFND 8,2,1 0 0 7,200
STEELCASE INC CL A 858155203 394 27,100 SH   DFND 6,2,1 0 0 27,100
STEMLINE THERAPEUTICS INC COM 85858C107 12,151 945,567 SH   DFND 8,2,1 945,567 0 0
STERICYCLE INC COM 858912108 5 100 SH   DFND 7,2,1 100 0 0
STERICYCLE INC COM 858912108 637 11,700 SH   DFND 6,2,1 0 0 11,700
STONERIDGE INC COM 86183P102 564 19,544 SH   DFND 6,2,1 14,344 0 5,200
STORE CAP CORP COM 862121100 27,158 810,696 SH   DFND 7,2,1 810,696 0 0
STRATEGIC ED INC COM 86272C103 8,856 67,444 SH   DFND 8,2,1 67,444 0 0
STRYKER CORP COM 863667101 3,736 18,916 SH   DFND 7,2,1 18,916 0 0
STRYKER CORP COM 863667101 54,753 277,200 SH   DFND 6,2,1 52,000 0 225,200
STRYKER CORP COM 863667101 4,537 22,971 SH   DFND 8,2,1 22,271 0 700
SUN CMNTYS INC COM 866674104 2,342 19,764 SH   DFND 7,2,1 19,764 0 0
SUN LIFE FINL INC COM 866796105 559 14,564 SH   DFND 7,2,1 14,564 0 0
SUN LIFE FINL INC COM 866796105 2,577 67,100 SH   DFND 6,2,1 60,100 0 7,000
SUNCOR ENERGY INC NEW COM 867224107 3,930 121,178 SH   DFND 7,2,1 117,888 0 3,290
SUNCOR ENERGY INC NEW COM 867224107 1,492 46,000 SH   DFND 6,2,1 15,200 0 30,800
SUNTRUST BKS INC COM 867914103 233 3,927 SH   DFND 7,2,1 3,927 0 0
SUNTRUST BKS INC COM 867914103 17,716 299,000 SH   DFND 6,2,1 20,900 0 278,100
SUNTRUST BKS INC COM 867914103 95 1,600 SH   DFND 8,2,1 0 0 1,600
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,320 180,378 SH   DFND 8,2,1 180,378 0 0
SYKES ENTERPRISES INC COM 871237103 4,618 163,300 SH   DFND 6,2,1 108,900 0 54,400
SYMANTEC CORP COM 871503108 17,782 773,460 SH   DFND 7,2,1 773,460 0 0
SYMANTEC CORP COM 871503108 29,294 1,274,200 SH   DFND 6,2,1 1,131,200 0 143,000
SYMANTEC CORP COM 871503108 4,653 202,400 SH   DFND 8,2,1 188,900 0 13,500
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,120 184,200 SH   DFND 6,2,1 108,800 0 75,400
SYNAPTICS INC COM 87157D109 5,529 139,100 SH   DFND 6,2,1 93,600 0 45,500
SYNOPSYS INC COM 871607107 351 3,048 SH   DFND 7,2,1 3,048 0 0
SYNOPSYS INC COM 871607107 291 2,530 SH   DFND 6,2,1 2,530 0 0
SYNOPSYS INC COM 871607107 357 3,100 SH   DFND 8,2,1 0 0 3,100
SYNOVUS FINL CORP COM NEW 87161C501 505 14,700 SH   DFND 6,2,1 0 0 14,700
SYNCHRONY FINL COM 87165B103 35 1,100 SH   DFND 7,2,1 1,100 0 0
SYNCHRONY FINL COM 87165B103 3,646 114,300 SH   DFND 6,2,1 0 0 114,300
SYNCHRONY FINL COM 87165B103 306 9,600 SH   DFND 8,2,1 0 0 9,600
SYSCO CORP COM 871829107 863 12,932 SH   DFND 7,2,1 12,932 0 0
SYSCO CORP COM 871829107 32,238 482,900 SH   DFND 6,2,1 36,200 0 446,700
SYSCO CORP COM 871829107 327 4,900 SH   DFND 8,2,1 0 0 4,900
TD AMERITRADE HLDG CORP COM 87236Y108 6,894 137,916 SH   DFND 7,2,1 372 0 137,544
TD AMERITRADE HLDG CORP COM 87236Y108 100 2,000 SH   DFND 6,2,1 0 0 2,000
TD AMERITRADE HLDG CORP COM 87236Y108 12,332 246,695 SH   DFND 8,2,1 246,695 0 0
TJX COS INC NEW COM 872540109 6,161 115,793 SH   DFND 7,2,1 90,605 0 25,188
TJX COS INC NEW COM 872540109 48,645 914,200 SH   DFND 6,2,1 193,700 0 720,500
TJX COS INC NEW COM 872540109 22,949 431,300 SH   DFND 8,2,1 424,100 0 7,200
T MOBILE US INC COM 872590104 734 10,621 SH   DFND 7,2,1 10,621 0 0
TABLEAU SOFTWARE INC CL A 87336U105 17,356 136,358 SH   DFND 7,2,1 136,358 0 0
TABLEAU SOFTWARE INC CL A 87336U105 305 2,400 SH   DFND 6,2,1 0 0 2,400
TABLEAU SOFTWARE INC CL A 87336U105 7,814 61,390 SH   DFND 8,2,1 61,390 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 2,346 44,500 SH   DFND 6,2,1 32,000 0 12,500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 191 4,653 SH   DFND 2,1 4,653 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 13,308 324,914 SH   DFND 7,2,1 250,879 0 74,035
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 23,123 564,520 SH   DFND 8,2,1 524,879 0 39,641
TAL EDUCATION GROUP SPONSORED ADS 874080104 100 2,778 SH   DFND 2,1 2,778 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 21,782 603,704 SH   DFND 7,2,1 603,704 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 3,269 90,600 SH   DFND 6,2,1 4,000 0 86,600
TAL EDUCATION GROUP SPONSORED ADS 874080104 1,023 28,340 SH   DFND 8,2,1 0 0 28,340
TAPESTRY INC COM 876030107 349 10,748 SH   DFND 7,2,1 10,748 0 0
TAPESTRY INC COM 876030107 49 1,500 SH   DFND 6,2,1 0 0 1,500
TARGET CORP COM 87612E106 504 6,281 SH   DFND 7,2,1 4,437 0 1,844
TARGET CORP COM 87612E106 69,971 871,800 SH   DFND 6,2,1 622,400 0 249,400
TARGET CORP COM 87612E106 8,853 110,300 SH   DFND 8,2,1 97,700 0 12,600
TARGA RES CORP COM 87612G101 583 14,030 SH   DFND 7,2,1 14,030 0 0
TARGA RES CORP COM 87612G101 607 14,600 SH   DFND 6,2,1 14,600 0 0
TATA MTRS LTD SPONSORED ADR 876568502 157 12,531 SH   DFND 7,2,1 455 0 12,076
TECK RESOURCES LTD CL B 878742204 38 1,646 SH   DFND 7,2,1 0 0 1,646
TECK RESOURCES LTD CL B 878742204 7,923 341,800 SH   DFND 6,2,1 293,300 0 48,500
TECK RESOURCES LTD CL B 878742204 2,724 117,500 SH   DFND 8,2,1 117,500 0 0
TEGNA INC COM 87901J105 187 13,291 SH   DFND 7,2,1 13,291 0 0
TEGNA INC COM 87901J105 10,017 710,400 SH   DFND 6,2,1 475,700 0 234,700
TEGNA INC COM 87901J105 636 45,100 SH   DFND 8,2,1 45,100 0 0
TELADOC HEALTH INC COM 87918A105 2,224 40,000 SH   DFND 7,2,1 40,000 0 0
TELADOC HEALTH INC COM 87918A105 12,445 223,822 SH   DFND 8,2,1 223,822 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 954 79,006 SH   DFND 7,2,1 30,200 0 48,806
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 724 60,000 SH   DFND 8,2,1 0 0 60,000
TELENAV INC COM 879455103 993 163,627 SH   DFND 6,2,1 78,127 0 85,500
TENET HEALTHCARE CORP COM NEW 88033G407 314 10,900 SH   DFND 6,2,1 10,900 0 0
TERADYNE INC COM 880770102 92,586 2,323,944 SH   DFND 8,2,1 2,323,944 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 16,628 11,900,000 PRN   DFND 7,2,1 11,000,000 0 900,000
TEREX CORP NEW COM 880779103 7,457 232,100 SH   DFND 6,2,1 151,400 0 80,700
TESLA INC COM 88160R101 682 2,437 SH   DFND 7,2,1 2,437 0 0
TESLA INC COM 88160R101 980 3,500 SH   DFND 6,2,1 2,500 0 1,000
TESLA INC COM 88160R101 23,984 85,699 SH   DFND 8,2,1 85,699 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 14,013 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
TEXAS INSTRS INC COM 882508104 1,832 17,272 SH   DFND 7,2,1 9,761 0 7,511
TEXAS INSTRS INC COM 882508104 52,770 497,500 SH   DFND 6,2,1 130,700 0 366,800
TEXAS INSTRS INC COM 882508104 103,435 975,162 SH   DFND 8,2,1 975,162 0 0
THERAPEUTICSMD INC COM 88338N107 13,581 2,788,754 SH   DFND 8,2,1 2,788,754 0 0
THE TRADE DESK INC COM CL A 88339J105 3,860 19,500 SH   DFND 6,2,1 10,100 0 9,400
THERMO FISHER SCIENTIFIC INC COM 883556102 15,063 55,031 SH   DFND 7,2,1 32,905 0 22,126
THERMO FISHER SCIENTIFIC INC COM 883556102 42,016 153,500 SH   DFND 6,2,1 48,900 0 104,600
THERMO FISHER SCIENTIFIC INC COM 883556102 177,933 650,055 SH   DFND 8,2,1 649,455 0 600
THOMSON REUTERS CORP COM NEW 884903709 160 2,700 SH   DFND 7,2,1 2,700 0 0
THOMSON REUTERS CORP COM NEW 884903709 14,389 243,055 SH   DFND 6,2,1 147,500 0 95,555
THOMSON REUTERS CORP COM NEW 884903709 2,261 38,200 SH   DFND 8,2,1 38,200 0 0
3M CO COM 88579Y101 730 3,514 SH   DFND 2,1 3,514 0 0
3M CO COM 88579Y101 31,296 150,620 SH   DFND 7,2,1 34,780 0 115,840
3M CO COM 88579Y101 61,378 295,400 SH   DFND 6,2,1 86,500 0 208,900
3M CO COM 88579Y101 10,491 50,490 SH   DFND 8,2,1 50,490 0 0
TIFFANY & CO NEW COM 886547108 440 4,172 SH   DFND 7,2,1 4,172 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 356 23,609 SH   DFND 7,2,1 0 0 23,609
TIMKEN CO COM 887389104 9,723 222,900 SH   DFND 6,2,1 144,000 0 78,900
TIMKEN CO COM 887389104 153 3,500 SH   DFND 8,2,1 3,500 0 0
TITAN MACHY INC COM 88830R101 291 18,700 SH   DFND 6,2,1 10,300 0 8,400
TIVO CORP COM 88870P106 4,969 533,200 SH   DFND 6,2,1 361,800 0 171,400
TIVO CORP COM 88870P106 48 5,200 SH   DFND 8,2,1 0 0 5,200
TIVITY HEALTH INC COM 88870R102 641 36,500 SH   DFND 6,2,1 26,600 0 9,900
TOCAGEN INC COM 888846102 2,644 243,263 SH   DFND 8,2,1 243,263 0 0
TORCHMARK CORP COM 891027104 128 1,567 SH   DFND 7,2,1 1,567 0 0
TORCHMARK CORP COM 891027104 877 10,700 SH   DFND 6,2,1 10,700 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 8,723 160,550 SH   DFND 7,2,1 19,010 0 141,540
TORONTO DOMINION BK ONT COM NEW 891160509 42,301 778,600 SH   DFND 6,2,1 91,600 0 687,000
TORONTO DOMINION BK ONT COM NEW 891160509 12,868 236,858 SH   DFND 8,2,1 226,758 0 10,100
TOTAL S A SPONSORED ADS 89151E109 404 7,262 SH   DFND 2,1 7,262 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 48 10,000 SH   DFND 6,2,1 10,000 0 0
TRACTOR SUPPLY CO COM 892356106 219 2,244 SH   DFND 7,2,1 2,244 0 0
TRACTOR SUPPLY CO COM 892356106 1,681 17,200 SH   DFND 6,2,1 1,100 0 16,100
TRACTOR SUPPLY CO COM 892356106 274 2,800 SH   DFND 8,2,1 0 0 2,800
TRANSCANADA CORP COM 89353D107 1,020 22,688 SH   DFND 7,2,1 22,688 0 0
TRANSCANADA CORP COM 89353D107 5,038 112,100 SH   DFND 6,2,1 109,700 0 2,400
TRANSCANADA CORP COM 89353D107 1,977 44,000 SH   DFND 8,2,1 44,000 0 0
TRANSDIGM GROUP INC COM 893641100 512 1,127 SH   DFND 2,1 1,127 0 0
TRANSDIGM GROUP INC COM 893641100 167 368 SH   DFND 7,2,1 368 0 0
TRANSDIGM GROUP INC COM 893641100 6,537 14,400 SH   DFND 6,2,1 1,200 0 13,200
TRANSGLOBE ENERGY CORP COM 893662106 62 32,600 SH   DFND 6,2,1 27,600 0 5,000
TRANSUNION COM 89400J107 120 1,800 SH   DFND 7,2,1 1,800 0 0
TRANSUNION COM 89400J107 7,520 112,500 SH   DFND 6,2,1 8,100 0 104,400
TRANSUNION COM 89400J107 100 1,500 SH   DFND 8,2,1 0 0 1,500
TRAVELERS COMPANIES INC COM 89417E109 516 3,764 SH   DFND 7,2,1 3,764 0 0
TRAVELERS COMPANIES INC COM 89417E109 35,483 258,700 SH   DFND 6,2,1 244,600 0 14,100
TRAVELERS COMPANIES INC COM 89417E109 1,550 11,300 SH   DFND 8,2,1 11,300 0 0
TREDEGAR CORP COM 894650100 502 31,100 SH   DFND 6,2,1 21,500 0 9,600
TREEHOUSE FOODS INC COM 89469A104 2,653 41,100 SH   DFND 6,2,1 19,100 0 22,000
TRIMBLE INC COM 896239100 1,346 33,309 SH   DFND 7,2,1 33,309 0 0
TRIMBLE INC COM 896239100 113,929 2,820,022 SH   DFND 8,2,1 2,820,022 0 0
TRUEBLUE INC COM 89785X101 1,165 49,300 SH   DFND 6,2,1 38,800 0 10,500
TTEC HLDGS INC COM 89854H102 2,405 66,373 SH   DFND 6,2,1 51,511 0 14,862
TUESDAY MORNING CORP COM NEW 899035505 32 15,300 SH   DFND 6,2,1 0 0 15,300
TUPPERWARE BRANDS CORP COM 899896104 4,343 169,800 SH   DFND 6,2,1 109,500 0 60,300
TUPPERWARE BRANDS CORP COM 899896104 220 8,600 SH   DFND 8,2,1 8,600 0 0
TWILIO INC CL A 90138F102 6,524 50,500 SH   DFND 6,2,1 28,600 0 21,900
TWILIO INC CL A 90138F102 15,418 119,352 SH   DFND 8,2,1 119,352 0 0
TWITTER INC COM 90184L102 26 800 SH   DFND 7,2,1 800 0 0
TWITTER INC COM 90184L102 1,854 56,400 SH   DFND 6,2,1 41,600 0 14,800
TWITTER INC COM 90184L102 355 10,800 SH   DFND 8,2,1 10,800 0 0
II VI INC NOTE 0.250% 9/0 902104AB4 13,226 12,643,000 PRN   DFND 7,2,1 11,600,000 0 1,043,000
TYLER TECHNOLOGIES INC COM 902252105 3,670 17,955 SH   DFND 8,2,1 17,955 0 0
TYSON FOODS INC CL A 902494103 28 400 SH   DFND 7,2,1 400 0 0
TYSON FOODS INC CL A 902494103 812 11,700 SH   DFND 6,2,1 4,900 0 6,800
UDR INC COM 902653104 374 8,226 SH   DFND 7,2,1 8,226 0 0
UGI CORP NEW COM 902681105 11 200 SH   DFND 7,2,1 200 0 0
UGI CORP NEW COM 902681105 8,601 155,200 SH   DFND 6,2,1 7,100 0 148,100
US BANCORP DEL COM NEW 902973304 6,190 128,448 SH   DFND 7,2,1 125,914 0 2,534
US BANCORP DEL COM NEW 902973304 37,323 774,500 SH   DFND 6,2,1 219,000 0 555,500
US BANCORP DEL COM NEW 902973304 15,393 319,426 SH   DFND 8,2,1 319,426 0 0
UBIQUITI NETWORKS INC COM 90347A100 8,144 54,400 SH   DFND 6,2,1 43,400 0 11,000
UBIQUITI NETWORKS INC COM 90347A100 1,587 10,600 SH   DFND 8,2,1 10,600 0 0
ULTA BEAUTY INC COM 90384S303 304 873 SH   DFND 7,2,1 873 0 0
ULTA BEAUTY INC COM 90384S303 4,115 11,800 SH   DFND 6,2,1 11,800 0 0
ULTA BEAUTY INC COM 90384S303 1,477 4,235 SH   DFND 8,2,1 3,935 0 300
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,613 10,945 SH   DFND 7,2,1 10,945 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 20,350 293,390 SH   DFND 8,2,1 293,390 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 222 18,579 SH   DFND 7,2,1 9,932 0 8,647
UMPQUA HLDGS CORP COM 904214103 3,866 234,302 SH   DFND 7,2,1 234,302 0 0
UMPQUA HLDGS CORP COM 904214103 2,170 131,500 SH   DFND 6,2,1 92,200 0 39,300
UNION PACIFIC CORP COM 907818108 230 1,374 SH   DFND 2,1 1,374 0 0
UNION PACIFIC CORP COM 907818108 15,386 92,023 SH   DFND 7,2,1 40,123 0 51,900
UNION PACIFIC CORP COM 907818108 41,114 245,900 SH   DFND 6,2,1 124,400 0 121,500
UNION PACIFIC CORP COM 907818108 26,140 156,341 SH   DFND 8,2,1 151,641 0 4,700
UNITED CONTL HLDGS INC COM 910047109 8 100 SH   DFND 7,2,1 100 0 0
UNITED CONTL HLDGS INC COM 910047109 590 7,400 SH   DFND 6,2,1 0 0 7,400
UNITED CONTL HLDGS INC COM 910047109 183 2,300 SH   DFND 8,2,1 0 0 2,300
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 320 170,305 SH   DFND 7,2,1 52,300 0 118,005
UNITED PARCEL SERVICE INC CL B 911312106 1,677 15,012 SH   DFND 7,2,1 15,012 0 0
UNITED PARCEL SERVICE INC CL B 911312106 43,355 388,000 SH   DFND 6,2,1 120,400 0 267,600
UNITED PARCEL SERVICE INC CL B 911312106 89 800 SH   DFND 8,2,1 0 0 800
UNITED RENTALS INC COM 911363109 738 6,462 SH   DFND 7,2,1 119 0 6,343
UNITED RENTALS INC COM 911363109 571 5,000 SH   DFND 6,2,1 0 0 5,000
UNITED RENTALS INC COM 911363109 13,557 118,663 SH   DFND 8,2,1 117,863 0 800
UNITED TECHNOLOGIES CORP COM 913017109 10,279 79,752 SH   DFND 7,2,1 72,895 0 6,857
UNITED TECHNOLOGIES CORP COM 913017109 72,314 561,054 SH   DFND 6,2,1 511,100 0 49,954
UNITED TECHNOLOGIES CORP COM 913017109 10,182 79,000 SH   DFND 8,2,1 70,600 0 8,400
UNITED THERAPEUTICS CORP DEL COM 91307C102 7,664 65,300 SH   DFND 6,2,1 35,200 0 30,100
UNITED THERAPEUTICS CORP DEL COM 91307C102 293 2,500 SH   DFND 8,2,1 1,600 0 900
UNITEDHEALTH GROUP INC COM 91324P102 613 2,478 SH   DFND 2,1 2,478 0 0
UNITEDHEALTH GROUP INC COM 91324P102 34,194 138,292 SH   DFND 7,2,1 76,541 0 61,751
UNITEDHEALTH GROUP INC COM 91324P102 92,698 374,900 SH   DFND 6,2,1 145,600 0 229,300
UNITEDHEALTH GROUP INC COM 91324P102 87,455 353,697 SH   DFND 8,2,1 351,997 0 1,700
UNIVAR INC COM 91336L107 2,318 104,611 SH   DFND 7,2,1 104,611 0 0
UNIVERSAL ELECTRS INC COM 913483103 490 13,200 SH   DFND 6,2,1 9,400 0 3,800
UNIVERSAL INS HLDGS INC COM 91359V107 4,213 135,900 SH   DFND 6,2,1 93,800 0 42,100
UNIVERSAL HLTH SVCS INC CL B 913903100 1,980 14,800 SH   DFND 6,2,1 0 0 14,800
UNIVERSAL HLTH SVCS INC CL B 913903100 5,975 44,668 SH   DFND 8,2,1 43,368 0 1,300
UNUM GROUP COM 91529Y106 241 7,118 SH   DFND 7,2,1 7,118 0 0
UNUM GROUP COM 91529Y106 16,810 496,900 SH   DFND 6,2,1 423,300 0 73,600
UPLAND SOFTWARE INC COM 91544A109 309 7,300 SH   DFND 6,2,1 3,400 0 3,900
URBAN EDGE PPTYS COM 91704F104 8,439 444,175 SH   DFND 7,2,1 444,175 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 990 47,970 SH   DFND 6,2,1 35,270 0 12,700
V F CORP COM 918204108 1,103 12,693 SH   DFND 7,2,1 12,693 0 0
V F CORP COM 918204108 14,331 164,900 SH   DFND 6,2,1 15,100 0 149,800
V F CORP COM 918204108 96 1,100 SH   DFND 8,2,1 0 0 1,100
VALE S A SPONSORED ADS 91912E105 3,109 238,091 SH   DFND 7,2,1 81,478 0 156,613
VALERO ENERGY CORP NEW COM 91913Y100 3,633 42,830 SH   DFND 7,2,1 13,171 0 29,659
VALERO ENERGY CORP NEW COM 91913Y100 15,312 180,500 SH   DFND 6,2,1 140,300 0 40,200
VALERO ENERGY CORP NEW COM 91913Y100 1,043 12,300 SH   DFND 8,2,1 12,300 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 589 7,400 SH   DFND 5,4,2,1 7,400 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 130 3,191 SH   DFND 2,1 0 0 3,191
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,802 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 2,024 41,580 SH   DFND 5,4,2,1 41,580 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 5,454 97,790 SH   DFND 5,4,2,1 97,790 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,170 19,640 SH   DFND 5,4,2,1 19,640 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,681 157,200 SH   DFND 5,4,2,1 157,200 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 6,184 93,900 SH   DFND 5,4,2,1 93,900 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 36,407 679,100 SH   DFND 5,4,2,1 679,100 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 847 9,480 SH   DFND 5,4,2,1 9,480 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 76,761 382,600 SH   DFND 5,4,2,1 382,600 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,393 27,545 SH   DFND 2,1 27,545 0 0
VARIAN MED SYS INC COM 92220P105 412 2,907 SH   DFND 7,2,1 2,907 0 0
VARIAN MED SYS INC COM 92220P105 978 6,900 SH   DFND 6,2,1 0 0 6,900
VECTRUS INC COM 92242T101 1,500 56,411 SH   DFND 6,2,1 32,200 0 24,211
VEEVA SYS INC CL A COM 922475108 230 1,814 SH   DFND 7,2,1 1,814 0 0
VEEVA SYS INC CL A COM 922475108 18,445 145,400 SH   DFND 6,2,1 126,600 0 18,800
VEEVA SYS INC CL A COM 922475108 13,181 103,900 SH   DFND 8,2,1 102,700 0 1,200
VENTAS INC COM 92276F100 1,214 19,025 SH   DFND 7,2,1 19,025 0 0
VENTAS INC COM 92276F100 2,839 44,498 SH   DFND 8,2,1 44,498 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 849 3,270 SH   DFND 5,4,2,1 3,270 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 36,755 340,700 SH   DFND 5,4,2,1 340,700 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 7,810 54,700 SH   DFND 5,4,2,1 54,700 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 40,819 314,477 SH   DFND 5,4,2,1 314,477 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 106,665 681,912 SH   DFND 5,4,2,1 681,912 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 45,269 420,601 SH   DFND 5,4,2,1 420,601 0 0
VERA BRADLEY INC COM 92335C106 2,700 203,799 SH   DFND 6,2,1 136,720 0 67,079
VERASTEM INC COM 92337C104 69 23,400 SH   DFND 6,2,1 23,400 0 0
VEREIT INC COM 92339V100 826 98,688 SH   DFND 7,2,1 98,688 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 489 8,271 SH   DFND 2,1 8,271 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 7,389 124,957 SH   DFND 7,2,1 32,418 0 92,539
VERIZON COMMUNICATIONS INC COM 92343V104 111,907 1,892,559 SH   DFND 6,2,1 1,465,759 0 426,800
VERIZON COMMUNICATIONS INC COM 92343V104 11,194 189,310 SH   DFND 8,2,1 187,210 0 2,100
VERINT SYS INC COM 92343X100 3,854 64,377 SH   DFND 7,2,1 64,377 0 0
VERINT SYS INC COM 92343X100 12,343 206,200 SH   DFND 6,2,1 135,800 0 70,400
VERINT SYS INC COM 92343X100 820 13,700 SH   DFND 8,2,1 11,400 0 2,300
VERISK ANALYTICS INC COM 92345Y106 30,224 227,251 SH   DFND 7,2,1 227,251 0 0
VERISK ANALYTICS INC COM 92345Y106 13,553 101,900 SH   DFND 6,2,1 6,500 0 95,400
VERICEL CORP COM 92346J108 478 27,300 SH   DFND 6,2,1 23,700 0 3,600
VERMILION ENERGY INC COM 923725105 502 20,334 SH   DFND 7,2,1 20,334 0 0
VERMILION ENERGY INC COM 923725105 568 23,000 SH   DFND 6,2,1 23,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 439 2,389 SH   DFND 2,1 2,389 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 65 351 SH   DFND 7,2,1 351 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 51,090 277,739 SH   DFND 6,2,1 258,539 0 19,200
VERTEX PHARMACEUTICALS INC COM 92532F100 47,255 256,889 SH   DFND 8,2,1 256,889 0 0
VIACOM INC NEW CL B 92553P201 304 10,815 SH   DFND 7,2,1 10,815 0 0
VIACOM INC NEW CL B 92553P201 29,245 1,041,850 SH   DFND 6,2,1 881,350 0 160,500
VIACOM INC NEW CL B 92553P201 4,980 177,400 SH   DFND 8,2,1 159,600 0 17,800
VICI PPTYS INC COM 925652109 4,078 186,400 SH   DFND 6,2,1 156,100 0 30,300
VILLAGE SUPER MKT INC CL A NEW 927107409 976 35,717 SH   DFND 6,2,1 28,771 0 6,946
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 28 3,530 SH   DFND 2,1 3,530 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 1,610 200,495 SH   DFND 7,2,1 200,495 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 553 68,900 SH   DFND 6,2,1 27,100 0 41,800
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 983 122,400 SH   DFND 8,2,1 122,400 0 0
VIRTU FINL INC CL A 928254101 3,753 158,000 SH   DFND 6,2,1 102,200 0 55,800
VISA INC COM CL A 92826C839 74,511 477,056 SH   DFND 7,2,1 430,351 0 46,705
VISA INC COM CL A 92826C839 96,541 618,100 SH   DFND 6,2,1 275,600 0 342,500
VISA INC COM CL A 92826C839 112,141 717,980 SH   DFND 8,2,1 717,980 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 7,713 417,600 SH   DFND 6,2,1 265,000 0 152,600
VISTEON CORP COM NEW 92839U206 451 6,700 SH   DFND 6,2,1 6,300 0 400
VISTRA ENERGY CORP COM 92840M102 2,143 82,312 SH   DFND 6,2,1 76,512 0 5,800
VISTRA ENERGY CORP COM 92840M102 705 27,100 SH   DFND 8,2,1 27,100 0 0
VMWARE INC CL A COM 928563402 774 4,286 SH   DFND 2,1 4,286 0 0
VMWARE INC CL A COM 928563402 18 100 SH   DFND 7,2,1 100 0 0
VMWARE INC CL A COM 928563402 3,538 19,600 SH   DFND 6,2,1 1,800 0 17,800
VMWARE INC CL A COM 928563402 217 1,200 SH   DFND 8,2,1 0 0 1,200
VORNADO RLTY TR SH BEN INT 929042109 304 4,510 SH   DFND 7,2,1 4,510 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,439 51,000 SH   DFND 6,2,1 7,800 0 43,200
VOYA FINL INC COM 929089100 15 300 SH   DFND 7,2,1 300 0 0
VOYA FINL INC COM 929089100 689 13,800 SH   DFND 6,2,1 8,700 0 5,100
WABTEC CORP COM 929740108 746 10,121 SH   DFND 7,2,1 8,284 0 1,837
WADDELL & REED FINL INC CL A 930059100 3,833 221,700 SH   DFND 6,2,1 140,900 0 80,800
WALMART INC COM 931142103 272 2,793 SH   DFND 2,1 2,793 0 0
WALMART INC COM 931142103 2,745 28,146 SH   DFND 7,2,1 2,024 0 26,122
WALMART INC COM 931142103 18,804 192,800 SH   DFND 6,2,1 158,800 0 34,000
WALGREENS BOOTS ALLIANCE INC COM 931427108 1,147 18,122 SH   DFND 7,2,1 11,872 0 6,250
WALGREENS BOOTS ALLIANCE INC COM 931427108 26,377 416,900 SH   DFND 6,2,1 125,500 0 291,400
WALGREENS BOOTS ALLIANCE INC COM 931427108 335 5,300 SH   DFND 8,2,1 0 0 5,300
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 311 10,945 SH   DFND 7,2,1 10,945 0 0
WASTE CONNECTIONS INC COM 94106B101 1,291 14,578 SH   DFND 7,2,1 14,578 0 0
WASTE CONNECTIONS INC COM 94106B101 7,548 85,200 SH   DFND 6,2,1 0 0 85,200
WASTE MGMT INC DEL COM 94106L109 561 5,400 SH   DFND 7,2,1 5,400 0 0
WASTE MGMT INC DEL COM 94106L109 53,077 510,800 SH   DFND 6,2,1 147,100 0 363,700
WASTE MGMT INC DEL COM 94106L109 2,431 23,400 SH   DFND 8,2,1 14,500 0 8,900
WATERS CORP COM 941848103 8,815 35,019 SH   DFND 7,2,1 35,019 0 0
WATERS CORP COM 941848103 579 2,300 SH   DFND 6,2,1 0 0 2,300
WEIGHT WATCHERS INTL INC NEW COM 948626106 236 11,700 SH   DFND 6,2,1 6,700 0 5,000
WEIS MKTS INC COM 948849104 1,771 43,400 SH   DFND 6,2,1 37,900 0 5,500
WELLCARE HEALTH PLANS INC COM 94946T106 316 1,170 SH   DFND 7,2,1 1,170 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 81 300 SH   DFND 8,2,1 0 0 300
ANTHEM INC NOTE 2.750%10/1 94973VBG1 16,385 4,129,000 PRN   DFND 7,2,1 0 0 4,129,000
WELLS FARGO CO NEW COM 949746101 12,048 249,332 SH   DFND 7,2,1 85,879 0 163,453
WELLTOWER INC COM 95040Q104 27,518 354,615 SH   DFND 7,2,1 354,615 0 0
WELLTOWER INC COM 95040Q104 3,345 43,100 SH   DFND 6,2,1 8,300 0 34,800
WELLTOWER INC COM 95040Q104 1,008 12,986 SH   DFND 8,2,1 12,986 0 0
WESCO INTL INC COM 95082P105 7,480 141,100 SH   DFND 6,2,1 93,300 0 47,800
WESTERN DIGITAL CORP COM 958102105 19 400 SH   DFND 7,2,1 400 0 0
WESTERN DIGITAL CORP COM 958102105 2,244 46,700 SH   DFND 6,2,1 39,900 0 6,800
WESTERN DIGITAL CORP COM 958102105 1,485 30,900 SH   DFND 8,2,1 30,900 0 0
WESTERN UN CO COM 959802109 31 1,698 SH   DFND 7,2,1 1,698 0 0
WESTERN UN CO COM 959802109 39,155 2,119,900 SH   DFND 6,2,1 1,700,000 0 419,900
WESTERN UN CO COM 959802109 4,704 254,700 SH   DFND 8,2,1 229,200 0 25,500
WEYCO GROUP INC COM 962149100 319 10,288 SH   DFND 6,2,1 3,207 0 7,081
WEYERHAEUSER CO COM 962166104 26 1,000 SH   DFND 7,2,1 1,000 0 0
WEYERHAEUSER CO COM 962166104 16,210 615,400 SH   DFND 6,2,1 601,200 0 14,200
WEYERHAEUSER CO COM 962166104 1,696 64,400 SH   DFND 8,2,1 64,400 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 2,512 105,440 SH   DFND 7,2,1 105,440 0 0
WHIRLPOOL CORP COM 963320106 13 100 SH   DFND 7,2,1 100 0 0
WHIRLPOOL CORP COM 963320106 17,235 129,694 SH   DFND 6,2,1 113,300 0 16,394
WHIRLPOOL CORP COM 963320106 505 3,800 SH   DFND 8,2,1 3,800 0 0
WHITESTONE REIT COM 966084204 1,381 114,900 SH   DFND 6,2,1 111,200 0 3,700
WILLIAMS COS INC DEL COM 969457100 42 1,470 SH   DFND 7,2,1 1,470 0 0
WILLIAMS COS INC DEL COM 969457100 945 32,900 SH   DFND 6,2,1 26,200 0 6,700
WILLIAMS SONOMA INC COM 969904101 900 16,000 SH   DFND 6,2,1 4,300 0 11,700
WISDOMTREE TR FUTRE STRAT FD 97717W125 2,131 54,810 SH   DFND 5,4,2,1 54,810 0 0
WOLVERINE WORLD WIDE INC COM 978097103 468 13,100 SH   DFND 6,2,1 0 0 13,100
WORKDAY INC CL A 98138H101 180 934 SH   DFND 2,1 934 0 0
WORKDAY INC CL A 98138H101 39 200 SH   DFND 7,2,1 200 0 0
WORKDAY INC CL A 98138H101 10,028 52,000 SH   DFND 8,2,1 52,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 11,648 8,250,000 PRN   DFND 7,2,1 7,500,000 0 750,000
WORKIVA INC COM CL A 98139A105 1,602 31,600 SH   DFND 6,2,1 22,700 0 8,900
WORLD FUEL SVCS CORP COM 981475106 303 10,500 SH   DFND 6,2,1 0 0 10,500
WORLDPAY INC CL A 981558109 57,195 503,923 SH   DFND 7,2,1 503,923 0 0
WORLDPAY INC CL A 981558109 465 4,100 SH   DFND 6,2,1 3,100 0 1,000
WORLDPAY INC CL A 981558109 110,900 977,090 SH   DFND 8,2,1 977,090 0 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 4,777 55,050 SH   DFND 6,2,1 35,050 0 20,000
WORLD WRESTLING ENTMT INC CL A 98156Q108 521 6,000 SH   DFND 8,2,1 3,200 0 2,800
WYNDHAM DESTINATIONS INC COM 98310W108 18 447 SH   DFND 7,2,1 447 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 11,576 285,900 SH   DFND 6,2,1 200,300 0 85,600
WYNDHAM DESTINATIONS INC COM 98310W108 555 13,700 SH   DFND 8,2,1 13,700 0 0
XPO LOGISTICS INC COM 983793100 227 4,222 SH   DFND 7,2,1 4,222 0 0
XPO LOGISTICS INC COM 983793100 8,319 154,807 SH   DFND 8,2,1 154,807 0 0
XCEL ENERGY INC COM 98389B100 393 6,984 SH   DFND 7,2,1 6,984 0 0
XCEL ENERGY INC COM 98389B100 3,564 63,400 SH   DFND 6,2,1 52,200 0 11,200
XCEL ENERGY INC COM 98389B100 1,827 32,500 SH   DFND 8,2,1 32,500 0 0
XILINX INC COM 983919101 548 4,322 SH   DFND 2,1 4,322 0 0
XILINX INC COM 983919101 1,232 9,717 SH   DFND 7,2,1 9,717 0 0
XILINX INC COM 983919101 761 6,000 SH   DFND 6,2,1 0 0 6,000
XILINX INC COM 983919101 131,775 1,039,314 SH   DFND 8,2,1 1,039,314 0 0
XEROX CORP COM NEW 984121608 9 275 SH   DFND 7,2,1 275 0 0
XEROX CORP COM NEW 984121608 28,820 901,200 SH   DFND 6,2,1 733,125 0 168,075
XEROX CORP COM NEW 984121608 2,536 79,300 SH   DFND 8,2,1 76,700 0 2,600
XOMA CORP DEL COM NEW 98419J206 421 34,006 SH   DFND 6,2,1 20,206 0 13,800
XYLEM INC COM 98419M100 7,260 91,853 SH   DFND 7,2,1 87,210 0 4,643
XYLEM INC COM 98419M100 3,320 42,000 SH   DFND 6,2,1 0 0 42,000
XYLEM INC COM 98419M100 15,679 198,365 SH   DFND 8,2,1 198,365 0 0
XPERI CORP COM 98421B100 4,388 187,500 SH   DFND 6,2,1 128,600 0 58,900
YY INC SPONSORED ADS A 98426T106 32 380 SH   DFND 2,1 380 0 0
YY INC SPONSORED ADS A 98426T106 6,197 73,763 SH   DFND 6,2,1 1,900 0 71,863
YAMANA GOLD INC COM 98462Y100 86 32,787 SH   DFND 7,2,1 32,787 0 0
YEXT INC COM 98585N106 10,059 460,147 SH   DFND 8,2,1 460,147 0 0
YUM BRANDS INC COM 988498101 395 3,962 SH   DFND 7,2,1 3,827 0 135
YUM BRANDS INC COM 988498101 22,507 225,500 SH   DFND 6,2,1 18,800 0 206,700
YUM BRANDS INC COM 988498101 289 2,900 SH   DFND 8,2,1 0 0 2,900
YUM CHINA HLDGS INC COM 98850P109 136 3,035 SH   DFND 2,1 3,035 0 0
YUM CHINA HLDGS INC COM 98850P109 75 1,669 SH   DFND 7,2,1 0 0 1,669
YUM CHINA HLDGS INC COM 98850P109 9,105 202,730 SH   DFND 8,2,1 177,982 0 24,748
ZAGG INC COM 98884U108 96 10,600 SH   DFND 6,2,1 10,600 0 0
ZENDESK INC COM 98936J101 1,879 22,100 SH   DFND 6,2,1 14,000 0 8,100
ZENDESK INC COM 98936J101 39,711 467,184 SH   DFND 8,2,1 467,184 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 443 3,466 SH   DFND 7,2,1 3,466 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 12,080 94,600 SH   DFND 6,2,1 88,500 0 6,100
ZIMMER BIOMET HLDGS INC COM 98956P102 12,411 97,185 SH   DFND 8,2,1 95,085 0 2,100
ZIONS BANCORPORATION N A COM 989701107 12 265 SH   DFND 7,2,1 265 0 0
ZIONS BANCORPORATION N A COM 989701107 5,803 127,800 SH   DFND 6,2,1 11,500 0 116,300
ZIONS BANCORPORATION N A COM 989701107 272 6,000 SH   DFND 8,2,1 0 0 6,000
ZIX CORP COM 98974P100 147 21,400 SH   DFND 6,2,1 13,200 0 8,200
ZOETIS INC CL A 98978V103 6,115 60,746 SH   DFND 7,2,1 56,712 0 4,034
ZOETIS INC CL A 98978V103 35,124 348,900 SH   DFND 6,2,1 70,800 0 278,100
ZOETIS INC CL A 98978V103 2,347 23,318 SH   DFND 8,2,1 23,318 0 0
ZSCALER INC COM 98980G102 2,220 31,300 SH   DFND 6,2,1 25,400 0 5,900
EURONAV NV ANTWERPEN SHS B38564108 1,881 230,742 SH   DFND 7,2,1 230,742 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 652 80,333 SH   DFND 7,2,1 80,333 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 1,107 136,300 SH   DFND 6,2,1 136,300 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 15 1,800 SH   DFND 8,2,1 1,800 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 103 1,134 SH   DFND 7,2,1 1,134 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 8,137 89,700 SH   DFND 6,2,1 7,500 0 82,200
ALLERGAN PLC SHS G0177J108 377 2,573 SH   DFND 7,2,1 2,124 0 449
ALLERGAN PLC SHS G0177J108 12,093 82,600 SH   DFND 6,2,1 66,900 0 15,700
ALLERGAN PLC SHS G0177J108 35,261 240,840 SH   DFND 8,2,1 240,840 0 0
AMDOCS LTD SHS G02602103 7,110 131,400 SH   DFND 6,2,1 94,900 0 36,500
AMDOCS LTD SHS G02602103 1,553 28,700 SH   DFND 8,2,1 28,700 0 0
AMBARELLA INC SHS G037AX101 46,865 1,084,835 SH   DFND 8,2,1 1,084,835 0 0
AON PLC SHS CL A G0408V102 485 2,843 SH   DFND 7,2,1 2,843 0 0
AON PLC SHS CL A G0408V102 8,905 52,170 SH   DFND 6,2,1 46,400 0 5,770
AON PLC SHS CL A G0408V102 1,070 6,266 SH   DFND 8,2,1 6,266 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 669 34,572 SH   DFND 7,2,1 34,572 0 0
ARCH CAP GROUP LTD ORD G0450A105 212 6,552 SH   DFND 7,2,1 6,552 0 0
ARCH CAP GROUP LTD ORD G0450A105 375 11,600 SH   DFND 6,2,1 11,600 0 0
ASSURED GUARANTY LTD COM G0585R106 10,170 228,900 SH   DFND 6,2,1 156,200 0 72,700
ASSURED GUARANTY LTD COM G0585R106 178 4,000 SH   DFND 8,2,1 4,000 0 0
ATLASSIAN CORP PLC CL A G06242104 14,127 125,695 SH   DFND 8,2,1 125,695 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,777 50,700 SH   DFND 6,2,1 28,700 0 22,000
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 400 2,273 SH   DFND 2,1 2,273 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,184 23,771 SH   DFND 7,2,1 23,597 0 174
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 64,177 364,600 SH   DFND 6,2,1 89,900 0 274,700
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16,653 94,611 SH   DFND 8,2,1 89,611 0 5,000
MIMECAST LTD ORD SHS G14838109 9,470 200,000 SH   DFND 8,2,1 200,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 4,024 113,093 SH   DFND 6,2,1 79,601 0 33,492
CHINA YUCHAI INTL LTD COM G21082105 289 18,250 SH   DFND 6,2,1 18,250 0 0
CREDICORP LTD COM G2519Y108 72 300 SH   DFND 6,2,1 300 0 0
CREDICORP LTD COM G2519Y108 5,926 24,695 SH   DFND 8,2,1 21,275 0 3,420
COCA COLA EUROPEAN PARTNERS SHS G25839104 832 16,080 SH   DFND 7,2,1 16,080 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 15,294 295,600 SH   DFND 6,2,1 268,600 0 27,000
COCA COLA EUROPEAN PARTNERS SHS G25839104 4,724 91,300 SH   DFND 8,2,1 85,700 0 5,600
EATON CORP PLC SHS G29183103 516 6,403 SH   DFND 7,2,1 2,620 0 3,783
EATON CORP PLC SHS G29183103 48,465 601,600 SH   DFND 6,2,1 535,600 0 66,000
EATON CORP PLC SHS G29183103 6,332 78,600 SH   DFND 8,2,1 68,600 0 10,000
ESSENT GROUP LTD COM G3198U102 6,952 160,000 SH   DFND 6,2,1 97,500 0 62,500
EVEREST RE GROUP LTD COM G3223R108 238 1,101 SH   DFND 7,2,1 1,101 0 0
GENPACT LIMITED SHS G3922B107 429 12,200 SH   DFND 6,2,1 9,300 0 2,900
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 735 67,645 SH   DFND 6,2,1 34,009 0 33,636
HORIZON PHARMA PLC SHS G4617B105 6,621 250,510 SH   DFND 8,2,1 250,510 0 0
ICON PLC SHS G4705A100 6,901 50,526 SH   DFND 7,2,1 50,526 0 0
IHS MARKIT LTD SHS G47567105 78 1,442 SH   DFND 7,2,1 1,442 0 0
IHS MARKIT LTD SHS G47567105 2,404 44,200 SH   DFND 6,2,1 0 0 44,200
INGERSOLL-RAND PLC SHS G47791101 602 5,573 SH   DFND 7,2,1 5,573 0 0
INGERSOLL-RAND PLC SHS G47791101 18,816 174,300 SH   DFND 6,2,1 11,300 0 163,000
INGERSOLL-RAND PLC SHS G47791101 605 5,600 SH   DFND 8,2,1 0 0 5,600
INVESCO LTD SHS G491BT108 35 1,830 SH   DFND 7,2,1 1,830 0 0
INVESCO LTD SHS G491BT108 13,936 721,700 SH   DFND 6,2,1 602,300 0 119,400
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 14 100 SH   DFND 7,2,1 100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 7,891 55,200 SH   DFND 6,2,1 12,200 0 43,000
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 20,250 141,657 SH   DFND 8,2,1 141,057 0 600
JOHNSON CTLS INTL PLC SHS G51502105 3,052 82,616 SH   DFND 7,2,1 5,004 0 77,612
JOHNSON CTLS INTL PLC SHS G51502105 10,129 274,200 SH   DFND 6,2,1 23,800 0 250,400
LINDE PLC COM G5494J103 435,484 2,475,324 SH   DFND 7,2,1 1,742,123 0 733,201
LINDE PLC COM G5494J103 246 1,400 SH   DFND 6,2,1 0 0 1,400
LINDE PLC COM G5494J103 89,545 508,983 SH   DFND 8,2,1 52,394 0 456,589
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 12 600 SH   DFND 7,2,1 600 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 20,805 1,046,010 SH   DFND 6,2,1 757,600 0 288,410
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 13,169 662,100 SH   DFND 8,2,1 662,100 0 0
MEDTRONIC PLC SHS G5960L103 18,093 198,655 SH   DFND 7,2,1 194,060 0 4,595
MEDTRONIC PLC SHS G5960L103 132,139 1,450,800 SH   DFND 6,2,1 836,900 0 613,900
MEDTRONIC PLC SHS G5960L103 36,365 399,259 SH   DFND 8,2,1 383,659 0 15,600
APTIV PLC SHS G6095L109 767 9,646 SH   DFND 2,1 9,646 0 0
APTIV PLC SHS G6095L109 1,332 16,754 SH   DFND 7,2,1 16,754 0 0
APTIV PLC SHS G6095L109 485 6,100 SH   DFND 6,2,1 0 0 6,100
APTIV PLC SHS G6095L109 51,565 648,694 SH   DFND 8,2,1 648,694 0 0
NABORS INDUSTRIES LTD SHS G6359F103 143 41,600 SH   DFND 6,2,1 0 0 41,600
NIELSEN HLDGS PLC SHS EUR G6518L108 246 10,387 SH   DFND 7,2,1 10,387 0 0
NOBLE CORP PLC SHS USD G65431101 94 32,600 SH   DFND 6,2,1 0 0 32,600
NOVOCURE LTD ORD SHS G6674U108 2,466 51,200 SH   DFND 6,2,1 36,800 0 14,400
NOVOCURE LTD ORD SHS G6674U108 780 16,200 SH   DFND 8,2,1 16,200 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 25,254 846,023 SH   DFND 7,2,1 846,023 0 0
PROTHENA CORP PLC SHS G72800108 333 27,460 SH   DFND 6,2,1 24,281 0 3,179
ROWAN COMPANIES PLC SHS CL A G7665A101 190 17,600 SH   DFND 6,2,1 0 0 17,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 19 400 SH   DFND 7,2,1 400 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 26,430 551,900 SH   DFND 6,2,1 456,000 0 95,900
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,262 89,000 SH   DFND 8,2,1 89,000 0 0
SAPIENS INTL CORP N V SHS G7T16G103 215 14,040 SH   DFND 6,2,1 5,600 0 8,440
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 9 200 SH   DFND 7,2,1 200 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 4,633 102,900 SH   DFND 6,2,1 76,600 0 26,300
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 203 4,500 SH   DFND 8,2,1 0 0 4,500
SIGNET JEWELERS LIMITED SHS G81276100 277 10,200 SH   DFND 6,2,1 6,100 0 4,100
SIGNET JEWELERS LIMITED SHS G81276100 60 2,200 SH   DFND 8,2,1 0 0 2,200
SINA CORP ORD G81477104 31 520 SH   DFND 2,1 520 0 0
SINA CORP ORD G81477104 2,097 35,400 SH   DFND 6,2,1 0 0 35,400
STERIS PLC SHS USD G8473T100 960 7,500 SH   DFND 8,2,1 7,500 0 0
TECHNIPFMC PLC COM G87110105 9,887 420,366 SH   DFND 2,1 420,366 0 0
TECHNIPFMC PLC COM G87110105 76,671 3,259,808 SH   DFND 7,2,1 982,572 0 2,277,236
TECHNIPFMC PLC COM G87110105 9,862 419,300 SH   DFND 6,2,1 402,700 0 16,600
UTSTARCOM HOLDINGS CORP SHS NEW G9310A114 56 15,200 SH   DFND 6,2,1 15,200 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 392 2,229 SH   DFND 7,2,1 2,229 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 8,607 49,000 SH   DFND 6,2,1 47,900 0 1,100
WILLIS TOWERS WATSON PUB LTD SHS G96629103 1,634 9,300 SH   DFND 8,2,1 9,300 0 0
PERRIGO CO PLC SHS G97822103 205 4,252 SH   DFND 7,2,1 4,252 0 0
PERRIGO CO PLC SHS G97822103 16,023 332,700 SH   DFND 6,2,1 287,600 0 45,100
CHUBB LIMITED COM H1467J104 427 3,051 SH   DFND 7,2,1 1,445 0 1,606
CHUBB LIMITED COM H1467J104 7,410 52,900 SH   DFND 6,2,1 47,400 0 5,500
GARMIN LTD SHS H2906T109 17 200 SH   DFND 7,2,1 200 0 0
GARMIN LTD SHS H2906T109 5,224 60,500 SH   DFND 6,2,1 8,300 0 52,200
GARMIN LTD SHS H2906T109 207 2,400 SH   DFND 8,2,1 0 0 2,400
UBS GROUP AG SHS H42097107 11,841 977,822 SH   DFND 7,2,1 690,313 0 287,509
UBS GROUP AG SHS H42097107 1,708 141,000 SH   DFND 6,2,1 100,400 0 40,600
UBS GROUP AG SHS H42097107 28,660 2,366,615 SH   DFND 8,2,1 20,700 0 2,345,915
LOGITECH INTL S A SHS H50430232 8,369 212,727 SH   DFND 7,2,1 212,727 0 0
LOGITECH INTL S A SHS H50430232 382 9,700 SH   DFND 6,2,1 9,700 0 0
LOGITECH INTL S A SHS H50430232 98 2,500 SH   DFND 8,2,1 2,500 0 0
OBSEVA SA COM H5861P103 5,934 463,957 SH   DFND 8,2,1 463,957 0 0
TE CONNECTIVITY LTD REG SHS H84989104 6,393 79,166 SH   DFND 7,2,1 75,261 0 3,905
TE CONNECTIVITY LTD REG SHS H84989104 18,225 225,700 SH   DFND 6,2,1 21,200 0 204,500
TE CONNECTIVITY LTD REG SHS H84989104 68,221 844,845 SH   DFND 8,2,1 844,845 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 686 29,000 SH   DFND 6,2,1 29,000 0 0
GLOBANT S A COM L44385109 55 767 SH   DFND 7,2,1 767 0 0
GLOBANT S A COM L44385109 19,419 271,973 SH   DFND 8,2,1 271,973 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 21,899 173,130 SH   DFND 7,2,1 173,130 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,894 54,500 SH   DFND 6,2,1 0 0 54,500
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,224 41,300 SH   DFND 8,2,1 40,600 0 700
CYBERARK SOFTWARE LTD SHS M2682V108 3,092 25,974 SH   DFND 7,2,1 25,974 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 5,066 1,350,938 SH   DFND 8,2,1 1,350,938 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 6 52 SH   DFND 2,1 52 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 11,363 96,000 SH   DFND 8,2,1 96,000 0 0
KAMADA LTD SHS M6240T109 302 52,746 SH   DFND 6,2,1 21,000 0 31,746
RADWARE LTD ORD M81873107 9,146 350,000 SH   DFND 8,2,1 350,000 0 0
AERCAP HOLDINGS NV SHS N00985106 315 6,760 SH   DFND 7,2,1 6,760 0 0
AERCAP HOLDINGS NV SHS N00985106 56 1,200 SH   DFND 6,2,1 0 0 1,200
AERCAP HOLDINGS NV SHS N00985106 98 2,100 SH   DFND 8,2,1 0 0 2,100
AERCAP HOLDINGS NV SHS N00985106 41,390 889,347 SH   DFND 9,2,1 889,347 0 0
CIMPRESS N V SHS EURO N20146101 1,101 13,735 SH   DFND 7,2,1 13,735 0 0
CNH INDL N V SHS N20944109 140,413 13,765,970 SH   DFND 7,2,1 13,440,989 0 324,981
CORE LABORATORIES N V COM N22717107 2,639 38,292 SH   DFND 7,2,1 38,292 0 0
FERRARI N V COM N3167Y103 52,409 391,697 SH   DFND 7,2,1 181,020 0 210,677
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 22,111 1,488,939 SH   DFND 7,2,1 1,451,226 0 37,713
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 279 18,800 SH   DFND 6,2,1 0 0 18,800
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 175 11,800 SH   DFND 8,2,1 0 0 11,800
INFLARX NV COM N44821101 3,775 99,890 SH   DFND 8,2,1 99,890 0 0
INTERXION HOLDING N.V SHS N47279109 2,693 40,351 SH   DFND 7,2,1 40,351 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 5,114 60,828 SH   DFND 7,2,1 17,170 0 43,658
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 43,890 522,000 SH   DFND 6,2,1 438,100 0 83,900
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 17,704 210,558 SH   DFND 8,2,1 199,458 0 11,100
NXP SEMICONDUCTORS N V COM N6596X109 213 2,412 SH   DFND 2,1 2,412 0 0
NXP SEMICONDUCTORS N V COM N6596X109 1,330 15,044 SH   DFND 7,2,1 15,044 0 0
NXP SEMICONDUCTORS N V COM N6596X109 327 3,700 SH   DFND 6,2,1 3,700 0 0
QIAGEN NV SHS NEW N72482123 871 21,411 SH   DFND 7,2,1 21,411 0 0
QIAGEN NV SHS NEW N72482123 61 1,500 SH   DFND 6,2,1 0 0 1,500
QIAGEN NV SHS NEW N72482123 16,548 406,794 SH   DFND 8,2,1 406,794 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 79,541 2,529,116 SH   DFND 8,2,1 2,529,116 0 0
YANDEX N V SHS CLASS A N97284108 6,449 187,785 SH   DFND 8,2,1 169,455 0 18,330
COPA HOLDINGS SA CL A P31076105 3,283 40,730 SH   DFND 8,2,1 30,488 0 10,242
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 28 242 SH   DFND 7,2,1 242 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 940 8,200 SH   DFND 6,2,1 0 0 8,200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 26,432 230,609 SH   DFND 8,2,1 230,609 0 0
FLEX LTD ORD Y2573F102 7 700 SH   DFND 7,2,1 700 0 0
FLEX LTD ORD Y2573F102 915 91,500 SH   DFND 6,2,1 56,000 0 35,500