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 586 10,695 SH   DFND 7,2,1 10,695 0 0
AFLAC INC COM 001055102 6,698 122,200 SH   DFND 6,2,1 112,000 0 10,200
AGCO CORP COM 001084102 11,729 151,200 SH   DFND 6,2,1 84,300 0 66,900
AES CORP COM 00130H105 15 900 SH   DFND 7,2,1 900 0 0
AES CORP COM 00130H105 256 15,300 SH   DFND 6,2,1 1,300 0 14,000
AMAG PHARMACEUTICALS INC COM 00163U106 1,344 134,500 SH   DFND 6,2,1 88,900 0 45,600
AMC NETWORKS INC CL A 00164V103 7,144 131,100 SH   DFND 6,2,1 81,100 0 50,000
AMC ENTMT HLDGS INC CL A COM 00165C104 168 18,000 SH   DFND 6,2,1 10,700 0 7,300
AMC ENTMT HLDGS INC CL A COM 00165C104 40 4,300 SH   DFND 8,2,1 0 0 4,300
AT&T INC COM 00206R102 84 2,493 SH   DFND 2,1 2,493 0 0
AT&T INC COM 00206R102 12,089 360,764 SH   DFND 7,2,1 212,728 0 148,036
AT&T INC COM 00206R102 57,541 1,717,123 SH   DFND 6,2,1 1,132,955 0 584,168
AT&T INC COM 00206R102 643 19,200 SH   DFND 8,2,1 19,200 0 0
ASE TECHNOLOGY HOLDING CO LT SPONSORED ADS 00215W100 199 50,375 SH   DFND 7,2,1 28,750 0 21,625
AU OPTRONICS CORP SPONSORED ADR 002255107 110 37,194 SH   DFND 7,2,1 0 0 37,194
AVX CORP NEW COM 002444107 3,264 196,600 SH   DFND 6,2,1 119,600 0 77,000
AARONS INC COM PAR $0.50 002535300 2,450 39,900 SH   DFND 6,2,1 26,500 0 13,400
ABBOTT LABS COM 002824100 129 1,536 SH   DFND 2,1 1,536 0 0
ABBOTT LABS COM 002824100 7,900 93,933 SH   DFND 7,2,1 6,183 0 87,750
ABBOTT LABS COM 002824100 27,274 324,300 SH   DFND 6,2,1 200,200 0 124,100
ABBVIE INC COM 00287Y109 8,829 121,407 SH   DFND 7,2,1 40,724 0 80,683
ABBVIE INC COM 00287Y109 37,233 512,000 SH   DFND 6,2,1 388,200 0 123,800
ABBVIE INC COM 00287Y109 4,487 61,700 SH   DFND 8,2,1 52,400 0 9,300
ABERCROMBIE & FITCH CO CL A 002896207 1,502 93,628 SH   DFND 6,2,1 60,428 0 33,200
ABIOMED INC COM 003654100 129 495 SH   DFND 7,2,1 495 0 0
ABIOMED INC COM 003654100 5,601 21,500 SH   DFND 8,2,1 21,500 0 0
ACACIA RESH CORP ACACIA TCH COM 003881307 77 25,854 SH   DFND 6,2,1 0 0 25,854
ACADIA RLTY TR COM SH BEN INT 004239109 5,633 205,806 SH   DFND 7,2,1 205,806 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 40,326 1,762,505 SH   DFND 8,2,1 1,762,505 0 0
ACCELERON PHARMA INC COM 00434H108 15,239 370,955 SH   DFND 8,2,1 370,955 0 0
ACI WORLDWIDE INC COM 004498101 1,074 31,266 SH   DFND 7,2,1 31,266 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 578 263,888 SH   DFND 8,2,1 263,888 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1,846 240,700 SH   DFND 6,2,1 156,000 0 84,700
ACTIVISION BLIZZARD INC COM 00507V109 10,729 227,319 SH   DFND 7,2,1 178,354 0 48,965
ACTIVISION BLIZZARD INC COM 00507V109 604 12,800 SH   DFND 6,2,1 4,100 0 8,700
ACTIVISION BLIZZARD INC COM 00507V109 43,591 923,535 SH   DFND 8,2,1 923,535 0 0
ACUSHNET HOLDINGS CORP COM 005098108 1,098 41,800 SH   DFND 6,2,1 26,700 0 15,100
ACUSHNET HOLDINGS CORP COM 005098108 81 3,100 SH   DFND 8,2,1 0 0 3,100
ADOBE INC COM 00724F101 206 699 SH   DFND 2,1 699 0 0
ADOBE INC COM 00724F101 22,786 77,332 SH   DFND 7,2,1 29,841 0 47,491
ADOBE INC COM 00724F101 92,896 315,275 SH   DFND 6,2,1 155,675 0 159,600
ADOBE INC COM 00724F101 66,289 224,974 SH   DFND 8,2,1 222,774 0 2,200
ADTALEM GLOBAL ED INC COM 00737L103 1,352 30,012 SH   DFND 8,2,1 30,012 0 0
ADURO BIOTECH INC COM 00739L101 392 254,855 SH   DFND 6,2,1 160,055 0 94,800
ADVANCE AUTO PARTS INC COM 00751Y106 343 2,223 SH   DFND 7,2,1 2,223 0 0
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 393 31,084 SH   DFND 6,2,1 2,200 0 28,884
AEGION CORP COM 00770F104 278 15,100 SH   DFND 6,2,1 6,900 0 8,200
ADVANCED MICRO DEVICES INC COM 007903107 222 7,311 SH   DFND 2,1 7,311 0 0
ADVANCED MICRO DEVICES INC COM 007903107 273 8,994 SH   DFND 7,2,1 8,994 0 0
ADVANCED MICRO DEVICES INC COM 007903107 50,240 1,654,250 SH   DFND 6,2,1 1,414,050 0 240,200
ADVANCED MICRO DEVICES INC COM 007903107 40,141 1,321,745 SH   DFND 8,2,1 1,302,445 0 19,300
AFFILIATED MANAGERS GROUP IN COM 008252108 7 73 SH   DFND 7,2,1 73 0 0
AFFILIATED MANAGERS GROUP IN COM 008252108 894 9,700 SH   DFND 8,2,1 9,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,982 26,540 SH   DFND 7,2,1 26,540 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 7,624 102,100 SH   DFND 6,2,1 15,800 0 86,300
AGILENT TECHNOLOGIES INC COM 00846U101 75 1,000 SH   DFND 8,2,1 0 0 1,000
AGNICO EAGLE MINES LTD COM 008474108 2,455 47,907 SH   DFND 7,2,1 47,907 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 11,818 236,919 SH   DFND 8,2,1 236,919 0 0
AIR PRODS & CHEMS INC COM 009158106 458 2,023 SH   DFND 7,2,1 1,879 0 144
AIR PRODS & CHEMS INC COM 009158106 28,862 127,500 SH   DFND 6,2,1 29,100 0 98,400
AKAMAI TECHNOLOGIES INC COM 00971T101 200 2,501 SH   DFND 7,2,1 2,501 0 0
AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 17,039 15,950,000 PRN   DFND 7,2,1 12,400,000 0 3,550,000
ALBEMARLE CORP COM 012653101 172 2,445 SH   DFND 7,2,1 2,445 0 0
ALBEMARLE CORP COM 012653101 22,855 324,600 SH   DFND 6,2,1 245,800 0 78,800
ALBEMARLE CORP COM 012653101 2,153 30,571 SH   DFND 8,2,1 28,571 0 2,000
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,620 222,600 SH   DFND 6,2,1 143,700 0 78,900
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 9,357 66,318 SH   DFND 7,2,1 66,318 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4,261 30,200 SH   DFND 6,2,1 6,900 0 23,300
ALEXION PHARMACEUTICALS INC COM 015351109 352 2,685 SH   DFND 7,2,1 1,236 0 1,449
ALEXION PHARMACEUTICALS INC COM 015351109 341 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 88,773 677,757 SH   DFND 8,2,1 677,757 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,614 21,325 SH   DFND 2,1 21,325 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 69,541 410,392 SH   DFND 7,2,1 350,750 0 59,642
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 175,465 1,035,500 SH   DFND 6,2,1 105,500 0 930,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 81,724 482,291 SH   DFND 8,2,1 470,122 0 12,169
ALIGN TECHNOLOGY INC COM 016255101 27 100 SH   DFND 7,2,1 100 0 0
ALIGN TECHNOLOGY INC COM 016255101 192 700 SH   DFND 6,2,1 0 0 700
ALIGN TECHNOLOGY INC COM 016255101 20,722 75,711 SH   DFND 8,2,1 75,711 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 9 65 SH   DFND 7,2,1 65 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 20,434 145,825 SH   DFND 8,2,1 145,825 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 29,387 209,713 SH   DFND 9,2,1 209,713 0 0
ALLOGENE THERAPEUTICS INC COM 019770106 4,620 172,058 SH   DFND 8,2,1 172,058 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 5,740 493,557 SH   DFND 6,2,1 309,757 0 183,800
ALLSTATE CORP COM 020002101 884 8,697 SH   DFND 7,2,1 8,697 0 0
ALLSTATE CORP COM 020002101 3,041 29,900 SH   DFND 6,2,1 26,400 0 3,500
ALLY FINL INC COM 02005N100 70 2,258 SH   DFND 7,2,1 2,258 0 0
ALLY FINL INC COM 02005N100 4,050 130,700 SH   DFND 6,2,1 0 0 130,700
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 8 116 SH   DFND 7,2,1 116 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 12,092 166,651 SH   DFND 8,2,1 166,651 0 0
ALPHABET INC CAP STK CL C 02079K107 402 372 SH   DFND 2,1 372 0 0
ALPHABET INC CAP STK CL C 02079K107 15,346 14,197 SH   DFND 7,2,1 2,670 0 11,527
ALPHABET INC CAP STK CL C 02079K107 293,711 271,726 SH   DFND 8,2,1 271,726 0 0
ALPHABET INC CAP STK CL A 02079K305 36,112 33,351 SH   DFND 7,2,1 15,937 0 17,414
ALPHABET INC CAP STK CL A 02079K305 114,644 105,877 SH   DFND 6,2,1 78,619 0 27,258
ALPHABET INC CAP STK CL A 02079K305 11,504 10,624 SH   DFND 8,2,1 9,684 0 940
ALTICE USA INC CL A 02156K103 651 26,735 SH   DFND 7,2,1 26,735 0 0
ALTRIA GROUP INC COM 02209S103 970 20,493 SH   DFND 7,2,1 10,318 0 10,175
AMAZON COM INC COM 023135106 701 370 SH   DFND 2,1 370 0 0
AMAZON COM INC COM 023135106 51,448 27,169 SH   DFND 7,2,1 19,259 0 7,910
AMAZON COM INC COM 023135106 174,841 92,331 SH   DFND 6,2,1 80,600 0 11,731
AMAZON COM INC COM 023135106 281,655 148,738 SH   DFND 8,2,1 148,038 0 700
AMBEV SA SPONSORED ADR 02319V103 315 67,420 SH   DFND 7,2,1 21,200 0 46,220
AMBEV SA SPONSORED ADR 02319V103 416 88,973 SH   DFND 8,2,1 0 0 88,973
AMEDISYS INC COM 023436108 3,375 27,801 SH   DFND 6,2,1 17,401 0 10,400
AMEDISYS INC COM 023436108 558 4,600 SH   DFND 8,2,1 4,600 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 286 8,769 SH   DFND 7,2,1 8,769 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 17,458 378,196 SH   DFND 7,2,1 378,196 0 0
AMERICAN ELEC PWR CO INC COM 025537101 166 1,884 SH   DFND 7,2,1 1,884 0 0
AMERICAN ELEC PWR CO INC COM 025537101 4,858 55,200 SH   DFND 6,2,1 52,000 0 3,200
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 568 33,600 SH   DFND 6,2,1 33,600 0 0
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 456 27,000 SH   DFND 8,2,1 27,000 0 0
AMERICAN EXPRESS CO COM 025816109 31,998 259,219 SH   DFND 7,2,1 258,421 0 798
AMERICAN EXPRESS CO COM 025816109 40,390 327,200 SH   DFND 6,2,1 102,200 0 225,000
AMERICAN EXPRESS CO COM 025816109 26,949 218,315 SH   DFND 8,2,1 217,615 0 700
AMERICAN FINL GROUP INC OHIO COM 025932104 10 97 SH   DFND 7,2,1 97 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 471 4,600 SH   DFND 6,2,1 4,600 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 51,727 2,127,822 SH   DFND 7,2,1 2,127,822 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 5,151 211,900 SH   DFND 6,2,1 125,600 0 86,300
AMERICAN INTL GROUP INC COM NEW 026874784 446 8,380 SH   DFND 7,2,1 6,972 0 1,408
AMERICAN INTL GROUP INC COM NEW 026874784 8,035 150,800 SH   DFND 6,2,1 126,100 0 24,700
AMERICAN PUBLIC EDUCATION IN COM 02913V103 441 14,900 SH   DFND 6,2,1 10,000 0 4,900
AMERICAN TOWER CORP NEW COM 03027X100 418 2,046 SH   DFND 2,1 2,046 0 0
AMERICAN TOWER CORP NEW COM 03027X100 23,838 116,595 SH   DFND 7,2,1 59,154 0 57,441
AMERICAN TOWER CORP NEW COM 03027X100 12,083 59,100 SH   DFND 6,2,1 57,900 0 1,200
AMERICAN TOWER CORP NEW COM 03027X100 44,489 217,605 SH   DFND 8,2,1 217,605 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 3,746 32,290 SH   DFND 7,2,1 32,290 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 27,689 238,700 SH   DFND 6,2,1 16,300 0 222,400
AMERICOLD RLTY TR COM 03064D108 10,207 314,834 SH   DFND 7,2,1 314,834 0 0
AMERISOURCEBERGEN CORP COM 03073E105 113 1,330 SH   DFND 7,2,1 1,330 0 0
AMERISOURCEBERGEN CORP COM 03073E105 4,391 51,500 SH   DFND 6,2,1 6,300 0 45,200
AMERIPRISE FINL INC COM 03076C106 336 2,315 SH   DFND 7,2,1 2,315 0 0
AMERIPRISE FINL INC COM 03076C106 56,162 386,900 SH   DFND 6,2,1 280,000 0 106,900
AMERIPRISE FINL INC COM 03076C106 7,287 50,200 SH   DFND 8,2,1 46,900 0 3,300
AMETEK INC NEW COM 031100100 166 1,824 SH   DFND 7,2,1 1,824 0 0
AMETEK INC NEW COM 031100100 118 1,300 SH   DFND 8,2,1 0 0 1,300
AMGEN INC COM 031162100 221 1,201 SH   DFND 2,1 1,201 0 0
AMGEN INC COM 031162100 12,037 65,317 SH   DFND 7,2,1 39,802 0 25,515
AMGEN INC COM 031162100 36,102 195,908 SH   DFND 6,2,1 106,977 0 88,931
AMGEN INC COM 031162100 27,952 151,680 SH   DFND 8,2,1 150,680 0 1,000
AMICUS THERAPEUTICS INC COM 03152W109 17,308 1,386,855 SH   DFND 8,2,1 1,386,855 0 0
AMKOR TECHNOLOGY INC COM 031652100 675 90,444 SH   DFND 6,2,1 46,144 0 44,300
AMPHENOL CORP NEW CL A 032095101 571 5,947 SH   DFND 7,2,1 5,947 0 0
AMPHENOL CORP NEW CL A 032095101 20,896 217,800 SH   DFND 6,2,1 16,200 0 201,600
ANADARKO PETE CORP COM 032511107 2,603 36,894 SH   DFND 7,2,1 14,655 0 22,239
ANADARKO PETE CORP COM 032511107 92 1,300 SH   DFND 6,2,1 0 0 1,300
ANADARKO PETE CORP COM 032511107 1,129 16,000 SH   DFND 8,2,1 16,000 0 0
ANALOG DEVICES INC COM 032654105 56 500 SH   DFND 7,2,1 500 0 0
ANALOG DEVICES INC COM 032654105 4,650 41,200 SH   DFND 6,2,1 38,100 0 3,100
ANALOG DEVICES INC COM 032654105 51,344 454,893 SH   DFND 8,2,1 454,893 0 0
ANAPTYSBIO INC COM 032724106 3,896 69,048 SH   DFND 8,2,1 69,048 0 0
ANGIODYNAMICS INC COM 03475V101 1,568 79,633 SH   DFND 6,2,1 58,033 0 21,600
ANNALY CAP MGMT INC COM 035710409 340 37,280 SH   DFND 7,2,1 37,280 0 0
ANSYS INC COM 03662Q105 307 1,501 SH   DFND 7,2,1 1,501 0 0
ANSYS INC COM 03662Q105 2,908 14,200 SH   DFND 6,2,1 1,600 0 12,600
ANSYS INC COM 03662Q105 76,215 372,109 SH   DFND 8,2,1 370,509 0 1,600
ANTERO RES CORP COM 03674X106 136 24,600 SH   DFND 6,2,1 24,600 0 0
ANTHEM INC COM 036752103 1,415 5,013 SH   DFND 7,2,1 4,172 0 841
ANTHEM INC COM 036752103 30,450 107,900 SH   DFND 6,2,1 34,500 0 73,400
ANTHEM INC COM 036752103 30,628 108,528 SH   DFND 8,2,1 107,828 0 700
APACHE CORP COM 037411105 766 26,439 SH   DFND 7,2,1 26,439 0 0
APACHE CORP COM 037411105 2,619 90,400 SH   DFND 6,2,1 87,200 0 3,200
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 10,643 212,346 SH   DFND 6,2,1 205,746 0 6,600
APPLE INC COM 037833100 567 2,864 SH   DFND 2,1 2,864 0 0
APPLE INC COM 037833100 40,536 204,810 SH   DFND 7,2,1 59,805 0 145,005
APPLE INC COM 037833100 216,705 1,094,910 SH   DFND 6,2,1 804,958 0 289,952
APPLE INC COM 037833100 251,520 1,270,819 SH   DFND 8,2,1 1,269,619 0 1,200
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 38 2,414 SH   DFND 7,2,1 2,414 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 476 30,000 SH   DFND 6,2,1 3,200 0 26,800
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 336 21,200 SH   DFND 8,2,1 21,200 0 0
APPLIED MATLS INC COM 038222105 411 9,152 SH   DFND 7,2,1 9,152 0 0
APPLIED MATLS INC COM 038222105 6,337 141,100 SH   DFND 6,2,1 112,100 0 29,000
ARAMARK COM 03852U106 11 300 SH   DFND 7,2,1 300 0 0
ARAMARK COM 03852U106 4,468 123,900 SH   DFND 6,2,1 57,100 0 66,800
ARCHER DANIELS MIDLAND CO COM 039483102 261 6,388 SH   DFND 7,2,1 6,388 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 27,797 681,300 SH   DFND 6,2,1 582,200 0 99,100
ARCHER DANIELS MIDLAND CO COM 039483102 2,632 64,500 SH   DFND 8,2,1 48,700 0 15,800
ARCHROCK INC COM 03957W106 3,806 359,100 SH   DFND 6,2,1 225,900 0 133,200
ARCONIC INC COM 03965L100 733 28,406 SH   DFND 7,2,1 10,011 0 18,395
ARCONIC INC COM 03965L100 25,949 1,005,000 SH   DFND 6,2,1 864,900 0 140,100
ARCONIC INC COM 03965L100 3,669 142,100 SH   DFND 8,2,1 137,800 0 4,300
ARENA PHARMACEUTICALS INC COM NEW 040047607 11,940 203,650 SH   DFND 8,2,1 203,650 0 0
ARGENX SE SPONSORED ADR 04016X101 11,338 80,083 SH   DFND 8,2,1 80,083 0 0
ARISTA NETWORKS INC COM 040413106 155 596 SH   DFND 7,2,1 596 0 0
ARISTA NETWORKS INC COM 040413106 12,514 48,200 SH   DFND 6,2,1 45,500 0 2,700
ARISTA NETWORKS INC COM 040413106 6,806 26,216 SH   DFND 8,2,1 26,216 0 0
ARRAY BIOPHARMA INC COM 04269X105 5,788 124,920 SH   DFND 8,2,1 124,920 0 0
ARTESIAN RESOURCES CORP CL A 043113208 278 7,485 SH   DFND 6,2,1 2,805 0 4,680
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,850 57,500 SH   DFND 6,2,1 33,700 0 23,800
ASPEN TECHNOLOGY INC COM 045327103 52,152 419,636 SH   DFND 8,2,1 419,636 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 3,520 260,901 SH   DFND 8,2,1 260,901 0 0
ASSURANT INC COM 04621X108 11 100 SH   DFND 7,2,1 100 0 0
ASSURANT INC COM 04621X108 9,361 88,000 SH   DFND 6,2,1 85,800 0 2,200
ATKORE INTL GROUP INC COM 047649108 517 20,000 SH   DFND 6,2,1 9,900 0 10,100
ATMOS ENERGY CORP COM 049560105 512 4,846 SH   DFND 7,2,1 4,846 0 0
ATMOS ENERGY CORP COM 049560105 18,494 175,200 SH   DFND 6,2,1 12,000 0 163,200
AUDENTES THERAPEUTICS INC COM 05070R104 3,788 100,059 SH   DFND 8,2,1 100,059 0 0
AUTODESK INC COM 052769106 79 482 SH   DFND 2,1 482 0 0
AUTODESK INC COM 052769106 349 2,145 SH   DFND 7,2,1 2,145 0 0
AUTODESK INC COM 052769106 440 2,700 SH   DFND 6,2,1 2,000 0 700
AUTODESK INC COM 052769106 105,558 647,995 SH   DFND 8,2,1 647,995 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,101 6,657 SH   DFND 7,2,1 6,657 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 64,115 387,800 SH   DFND 6,2,1 84,400 0 303,400
AUTOZONE INC COM 053332102 848 771 SH   DFND 7,2,1 771 0 0
AUTOZONE INC COM 053332102 58,162 52,900 SH   DFND 6,2,1 33,600 0 19,300
AUTOZONE INC COM 053332102 6,267 5,700 SH   DFND 8,2,1 5,500 0 200
AVALONBAY CMNTYS INC COM 053484101 40,556 199,608 SH   DFND 7,2,1 199,608 0 0
AVALONBAY CMNTYS INC COM 053484101 10,647 52,400 SH   DFND 6,2,1 12,500 0 39,900
AVANOS MED INC COM 05350V106 1,191 27,300 SH   DFND 8,2,1 27,300 0 0
AVID TECHNOLOGY INC COM 05367P100 233 25,500 SH   DFND 6,2,1 13,600 0 11,900
AVNET INC COM 053807103 7,492 165,500 SH   DFND 6,2,1 103,700 0 61,800
AVNET INC COM 053807103 539 11,900 SH   DFND 8,2,1 10,200 0 1,700
AVON PRODS INC COM 054303102 1,616 416,615 SH   DFND 6,2,1 280,200 0 136,415
AXA EQUITABLE HLDGS INC COM 054561105 6,515 311,700 SH   DFND 6,2,1 257,300 0 54,400
AXA EQUITABLE HLDGS INC COM 054561105 1,298 62,100 SH   DFND 8,2,1 62,100 0 0
BB&T CORP COM 054937107 481 9,797 SH   DFND 7,2,1 9,797 0 0
BB&T CORP COM 054937107 18,340 373,300 SH   DFND 6,2,1 27,800 0 345,500
BB&T CORP COM 054937107 182 3,700 SH   DFND 8,2,1 0 0 3,700
B & G FOODS INC NEW COM 05508R106 1,080 51,900 SH   DFND 6,2,1 31,500 0 20,400
B & G FOODS INC NEW COM 05508R106 56 2,700 SH   DFND 8,2,1 0 0 2,700
BCE INC COM NEW 05534B760 314 6,901 SH   DFND 7,2,1 6,901 0 0
BCE INC COM NEW 05534B760 7,036 154,700 SH   DFND 6,2,1 64,400 0 90,300
BGC PARTNERS INC CL A 05541T101 720 137,600 SH   DFND 6,2,1 69,300 0 68,300
BMC STK HLDGS INC COM 05591B109 723 34,100 SH   DFND 6,2,1 20,000 0 14,100
BAIDU INC SPON ADR REP A 056752108 201 1,712 SH   DFND 2,1 1,712 0 0
BAIDU INC SPON ADR REP A 056752108 2,687 22,898 SH   DFND 7,2,1 9,829 0 13,069
BAIDU INC SPON ADR REP A 056752108 23,261 198,200 SH   DFND 6,2,1 18,600 0 179,600
BAIDU INC SPON ADR REP A 056752108 4,901 41,757 SH   DFND 8,2,1 38,082 0 3,675
BAIDU INC SPON ADR REP A 056752108 11,736 100,000 SH   DFND 9,2,1 100,000 0 0
BAKER HUGHES A GE CO CL A 05722G100 12 500 SH   DFND 7,2,1 500 0 0
BAKER HUGHES A GE CO CL A 05722G100 369 15,000 SH   DFND 6,2,1 15,000 0 0
BALL CORP COM 058498106 434 6,197 SH   DFND 7,2,1 6,197 0 0
BALL CORP COM 058498106 10,023 143,200 SH   DFND 6,2,1 16,200 0 127,000
BALL CORP COM 058498106 3,024 43,200 SH   DFND 8,2,1 43,200 0 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,412 143,740 SH   DFND 7,2,1 32,340 0 111,400
BANK AMER CORP COM 060505104 9,106 313,983 SH   DFND 7,2,1 69,149 0 244,834
BANK AMER CORP COM 060505104 83,369 2,874,800 SH   DFND 6,2,1 2,148,800 0 726,000
BANK AMER CORP COM 060505104 10,539 363,415 SH   DFND 8,2,1 351,415 0 12,000
BANK HAWAII CORP COM 062540109 4,524 54,566 SH   DFND 7,2,1 54,566 0 0
BANK MONTREAL QUE COM 063671101 717 9,504 SH   DFND 7,2,1 9,504 0 0
BANK MONTREAL QUE COM 063671101 18,712 248,000 SH   DFND 6,2,1 42,200 0 205,800
BANK MONTREAL QUE COM 063671101 445 5,900 SH   DFND 8,2,1 0 0 5,900
BANK NEW YORK MELLON CORP COM 064058100 460 10,417 SH   DFND 7,2,1 9,863 0 554
BANK NEW YORK MELLON CORP COM 064058100 29,528 668,800 SH   DFND 6,2,1 214,600 0 454,200
BANK NEW YORK MELLON CORP COM 064058100 764 17,300 SH   DFND 8,2,1 0 0 17,300
BANK N S HALIFAX COM 064149107 814 14,981 SH   DFND 7,2,1 14,285 0 696
BANK N S HALIFAX COM 064149107 17,435 320,800 SH   DFND 6,2,1 62,200 0 258,600
BANK OZK COM 06417N103 3,673 122,055 SH   DFND 8,2,1 122,055 0 0
BARRICK GOLD CORPORATION COM 067901108 5,789 367,072 SH   DFND 7,2,1 367,072 0 0
BARRICK GOLD CORPORATION COM 067901108 63 4,000 SH   DFND 6,2,1 0 0 4,000
BARRICK GOLD CORPORATION COM 067901108 21,744 1,378,800 SH   DFND 8,2,1 1,378,800 0 0
BAUSCH HEALTH COS INC COM 071734107 1,063 42,154 SH   DFND 7,2,1 19,100 0 23,054
BAXTER INTL INC COM 071813109 1,011 12,350 SH   DFND 7,2,1 8,281 0 4,069
BAXTER INTL INC COM 071813109 20,958 255,900 SH   DFND 6,2,1 23,300 0 232,600
BEACON ROOFING SUPPLY INC COM 073685109 5,469 148,930 SH   DFND 7,2,1 148,930 0 0
BECTON DICKINSON & CO COM 075887109 29,517 117,128 SH   DFND 7,2,1 115,446 0 1,682
BECTON DICKINSON & CO COM 075887109 9,031 35,836 SH   DFND 6,2,1 26,400 0 9,436
BECTON DICKINSON & CO COM 075887109 80,894 320,995 SH   DFND 8,2,1 320,995 0 0
BED BATH & BEYOND INC COM 075896100 1,049 90,243 SH   DFND 6,2,1 54,643 0 35,600
BED BATH & BEYOND INC COM 075896100 63 5,400 SH   DFND 8,2,1 0 0 5,400
BEIGENE LTD SPONSORED ADR 07725L102 8,509 68,646 SH   DFND 8,2,1 68,646 0 0
BEL FUSE INC CL B 077347300 393 22,900 SH   DFND 6,2,1 9,700 0 13,200
BELDEN INC COM 077454106 6,201 104,100 SH   DFND 6,2,1 66,500 0 37,600
BELLICUM PHARMACEUTICALS INC COM 079481107 239 140,600 SH   DFND 6,2,1 84,600 0 56,000
BENEFITFOCUS INC COM 08180D106 2,407 88,662 SH   DFND 7,2,1 88,662 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 558 2,617 SH   DFND 2,1 2,617 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,583 12,118 SH   DFND 7,2,1 11,736 0 382
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 78,766 369,500 SH   DFND 6,2,1 212,100 0 157,400
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,158 47,654 SH   DFND 8,2,1 47,654 0 0
BEST BUY INC COM 086516101 357 5,116 SH   DFND 7,2,1 5,116 0 0
BEST BUY INC COM 086516101 42,166 604,700 SH   DFND 6,2,1 526,200 0 78,500
BEST BUY INC COM 086516101 7,691 110,300 SH   DFND 8,2,1 101,100 0 9,200
BIG LOTS INC COM 089302103 3,867 135,165 SH   DFND 6,2,1 79,965 0 55,200
BIG LOTS INC COM 089302103 40 1,400 SH   DFND 8,2,1 0 0 1,400
BIOMARIN PHARMACEUTICAL INC COM 09061G101 21 246 SH   DFND 7,2,1 246 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 28,745 335,614 SH   DFND 8,2,1 335,614 0 0
BIOGEN INC COM 09062X103 2,768 11,834 SH   DFND 7,2,1 3,530 0 8,304
BIOGEN INC COM 09062X103 6,759 28,900 SH   DFND 6,2,1 24,400 0 4,500
BIOGEN INC COM 09062X103 35,964 153,778 SH   DFND 8,2,1 153,778 0 0
BIOTIME INC COM 09066L105 1,327 1,206,703 SH   DFND 8,2,1 1,206,703 0 0
BIOTELEMETRY INC COM 090672106 246 5,100 SH   DFND 6,2,1 0 0 5,100
BLACKBAUD INC COM 09227Q100 3,295 39,457 SH   DFND 7,2,1 39,457 0 0
BLACKBERRY LTD COM 09228F103 5 700 SH   DFND 7,2,1 700 0 0
BLACKBERRY LTD COM 09228F103 36,673 4,915,890 SH   DFND 8,2,1 4,915,890 0 0
BLACKLINE INC COM 09239B109 23,530 439,728 SH   DFND 7,2,1 439,728 0 0
BLACKROCK INC COM 09247X101 308 656 SH   DFND 2,1 656 0 0
BLACKROCK INC COM 09247X101 5,282 11,255 SH   DFND 7,2,1 1,092 0 10,163
BLACKROCK INC COM 09247X101 34,353 73,200 SH   DFND 6,2,1 18,700 0 54,500
BLACKROCK INC COM 09247X101 4,057 8,645 SH   DFND 8,2,1 8,645 0 0
BLOCK H & R INC COM 093671105 9 300 SH   DFND 7,2,1 300 0 0
BLOCK H & R INC COM 093671105 554 18,900 SH   DFND 6,2,1 18,900 0 0
BLOOMIN BRANDS INC COM 094235108 5,863 310,038 SH   DFND 6,2,1 186,338 0 123,700
BLOOMIN BRANDS INC COM 094235108 57 3,000 SH   DFND 8,2,1 0 0 3,000
BLUEPRINT MEDICINES CORP COM 09627Y109 10,163 107,736 SH   DFND 8,2,1 107,736 0 0
BOEING CO COM 097023105 16,917 46,474 SH   DFND 7,2,1 27,643 0 18,831
BOEING CO COM 097023105 71,710 197,000 SH   DFND 6,2,1 123,400 0 73,600
BOEING CO COM 097023105 11,503 31,600 SH   DFND 8,2,1 30,600 0 1,000
BONANZA CREEK ENERGY INC COM NEW 097793400 1,721 82,400 SH   DFND 6,2,1 50,600 0 31,800
BOOKING HLDGS INC COM 09857L108 13,010 6,940 SH   DFND 7,2,1 5,068 0 1,872
BOOKING HLDGS INC COM 09857L108 22,871 12,200 SH   DFND 6,2,1 6,700 0 5,500
BOOKING HLDGS INC COM 09857L108 49,774 26,550 SH   DFND 8,2,1 26,150 0 400
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 3,810 57,545 SH   DFND 8,2,1 57,545 0 0
BORGWARNER INC COM 099724106 145 3,447 SH   DFND 7,2,1 3,447 0 0
BORGWARNER INC COM 099724106 2,178 51,887 SH   DFND 8,2,1 51,887 0 0
BOSTON PROPERTIES INC COM 101121101 29,069 225,344 SH   DFND 7,2,1 225,344 0 0
BOSTON SCIENTIFIC CORP COM 101137107 2,570 59,801 SH   DFND 7,2,1 5,247 0 54,554
BOSTON SCIENTIFIC CORP COM 101137107 8,734 203,200 SH   DFND 6,2,1 145,900 0 57,300
BOSTON SCIENTIFIC CORP COM 101137107 28,206 656,266 SH   DFND 8,2,1 656,266 0 0
BRIGHT HORIZONS FAM SOL IN D COM 109194100 22,711 150,535 SH   DFND 7,2,1 110,535 0 40,000
BRIGHT HORIZONS FAM SOL IN D COM 109194100 14,296 94,755 SH   DFND 8,2,1 94,755 0 0
BRINKER INTL INC COM 109641100 5,122 130,160 SH   DFND 6,2,1 74,200 0 55,960
BRINKER INTL INC COM 109641100 114 2,900 SH   DFND 8,2,1 0 0 2,900
BRISTOL MYERS SQUIBB CO COM 110122108 1,146 25,275 SH   DFND 7,2,1 14,970 0 10,305
BRISTOL MYERS SQUIBB CO COM 110122108 57,055 1,258,100 SH   DFND 6,2,1 1,158,600 0 99,500
BRISTOL MYERS SQUIBB CO COM 110122108 7,846 173,000 SH   DFND 8,2,1 167,300 0 5,700
BRIXMOR PPTY GROUP INC COM 11120U105 696 38,930 SH   DFND 7,2,1 38,930 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 6,127 342,671 SH   DFND 6,2,1 212,871 0 129,800
BRIXMOR PPTY GROUP INC COM 11120U105 190 10,600 SH   DFND 8,2,1 10,600 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 346 2,713 SH   DFND 7,2,1 2,713 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 12,398 97,100 SH   DFND 6,2,1 11,300 0 85,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 268 2,100 SH   DFND 8,2,1 400 0 1,700
BROADCOM INC COM 11135F101 1,200 4,169 SH   DFND 7,2,1 3,580 0 589
BROADCOM INC COM 11135F101 17,013 59,100 SH   DFND 6,2,1 48,200 0 10,900
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 272 5,698 SH   DFND 7,2,1 5,698 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 8,643 180,900 SH   DFND 6,2,1 35,900 0 145,000
BROWN FORMAN CORP CL B 115637209 383 6,914 SH   DFND 7,2,1 6,914 0 0
BROWN FORMAN CORP CL B 115637209 10,237 184,675 SH   DFND 6,2,1 24,750 0 159,925
BRUKER CORP COM 116794108 5,075 101,600 SH   DFND 6,2,1 65,700 0 35,900
BRUKER CORP COM 116794108 929 18,600 SH   DFND 8,2,1 18,600 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 278 16,500 SH   DFND 6,2,1 0 0 16,500
BURLINGTON STORES INC COM 122017106 92 542 SH   DFND 7,2,1 542 0 0
BURLINGTON STORES INC COM 122017106 1,684 9,900 SH   DFND 6,2,1 0 0 9,900
BURLINGTON STORES INC COM 122017106 102 600 SH   DFND 8,2,1 0 0 600
CAE INC COM 124765108 11 400 SH   DFND 7,2,1 400 0 0
CAE INC COM 124765108 1,708 63,600 SH   DFND 6,2,1 37,100 0 26,500
CAE INC COM 124765108 142 5,300 SH   DFND 8,2,1 0 0 5,300
CBS CORP NEW CL B 124857202 130 2,608 SH   DFND 7,2,1 2,608 0 0
CBS CORP NEW CL B 124857202 41,607 833,800 SH   DFND 6,2,1 714,900 0 118,900
CBS CORP NEW CL B 124857202 9,052 181,400 SH   DFND 8,2,1 165,100 0 16,300
CBRE GROUP INC CL A 12504L109 281 5,468 SH   DFND 7,2,1 5,468 0 0
CBRE GROUP INC CL A 12504L109 14,482 282,300 SH   DFND 6,2,1 73,200 0 209,100
CBRE GROUP INC CL A 12504L109 2,557 49,839 SH   DFND 8,2,1 45,539 0 4,300
CDK GLOBAL INC COM 12508E101 10 200 SH   DFND 7,2,1 200 0 0
CDK GLOBAL INC COM 12508E101 6,056 122,500 SH   DFND 6,2,1 74,800 0 47,700
CDK GLOBAL INC COM 12508E101 697 14,100 SH   DFND 8,2,1 12,100 0 2,000
CDW CORP COM 12514G108 504 4,538 SH   DFND 7,2,1 4,538 0 0
CDW CORP COM 12514G108 24,908 224,400 SH   DFND 6,2,1 140,100 0 84,300
CDW CORP COM 12514G108 5,517 49,700 SH   DFND 8,2,1 44,800 0 4,900
CGI INC CL A SUB VTG 12532H104 1,272 16,574 SH   DFND 7,2,1 3,998 0 12,576
CGI INC CL A SUB VTG 12532H104 13,442 175,100 SH   DFND 6,2,1 132,100 0 43,000
CGI INC CL A SUB VTG 12532H104 4,161 54,200 SH   DFND 8,2,1 41,700 0 12,500
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 202 2,389 SH   DFND 7,2,1 2,389 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 18,312 217,100 SH   DFND 6,2,1 166,100 0 51,000
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 2,514 29,800 SH   DFND 8,2,1 26,400 0 3,400
CIGNA CORP NEW COM 125523100 528 3,353 SH   DFND 7,2,1 512 0 2,841
CIGNA CORP NEW COM 125523100 7,788 49,434 SH   DFND 6,2,1 45,062 0 4,372
CIGNA CORP NEW COM 125523100 13,451 85,374 SH   DFND 8,2,1 85,374 0 0
CME GROUP INC COM 12572Q105 114 589 SH   DFND 2,1 589 0 0
CME GROUP INC COM 12572Q105 1,200 6,180 SH   DFND 7,2,1 6,001 0 179
CME GROUP INC COM 12572Q105 37,657 194,000 SH   DFND 6,2,1 50,700 0 143,300
CMS ENERGY CORP COM 125896100 638 11,016 SH   DFND 7,2,1 11,016 0 0
CMS ENERGY CORP COM 125896100 18,155 313,500 SH   DFND 6,2,1 3,500 0 310,000
CPFL ENERGIA S A SPONSORED ADR 126153105 1,233 78,958 SH   DFND 7,2,1 19,300 0 59,658
CSG SYS INTL INC COM 126349109 5,772 118,200 SH   DFND 6,2,1 69,400 0 48,800
CSG SYS INTL INC COM 126349109 68 1,400 SH   DFND 8,2,1 0 0 1,400
CSX CORP COM 126408103 257 3,319 SH   DFND 7,2,1 2,262 0 1,057
CSX CORP COM 126408103 14,499 187,400 SH   DFND 6,2,1 143,700 0 43,700
CSX CORP COM 126408103 4,170 53,900 SH   DFND 8,2,1 47,900 0 6,000
CVS HEALTH CORP COM 126650100 488 8,948 SH   DFND 7,2,1 1,792 0 7,156
CVS HEALTH CORP COM 126650100 11,074 203,224 SH   DFND 6,2,1 154,565 0 48,659
CVS HEALTH CORP COM 126650100 15,801 289,982 SH   DFND 8,2,1 289,982 0 0
CABOT CORP COM 127055101 4,054 84,966 SH   DFND 6,2,1 29,200 0 55,766
CABOT OIL & GAS CORP COM 127097103 228 9,914 SH   DFND 7,2,1 9,914 0 0
CABOT OIL & GAS CORP COM 127097103 3,015 131,300 SH   DFND 6,2,1 1,600 0 129,700
CACI INTL INC CL A 127190304 4,890 23,900 SH   DFND 6,2,1 14,200 0 9,700
CACI INTL INC CL A 127190304 696 3,400 SH   DFND 8,2,1 3,400 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 396 5,594 SH   DFND 2,1 5,594 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 549 7,748 SH   DFND 7,2,1 7,748 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 47,315 668,200 SH   DFND 6,2,1 492,600 0 175,600
CADENCE DESIGN SYSTEM INC COM 127387108 117,604 1,660,837 SH   DFND 8,2,1 1,657,037 0 3,800
CALERES INC COM 129500104 1,122 56,321 SH   DFND 6,2,1 27,421 0 28,900
CAMPBELL SOUP CO COM 134429109 12 300 SH   DFND 7,2,1 300 0 0
CAMPBELL SOUP CO COM 134429109 777 19,400 SH   DFND 6,2,1 18,400 0 1,000
CDN IMPERIAL BK COMM TORONTO COM 136069101 560 7,130 SH   DFND 7,2,1 7,130 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 21,156 269,300 SH   DFND 6,2,1 117,100 0 152,200
CDN IMPERIAL BK COMM TORONTO COM 136069101 990 12,600 SH   DFND 8,2,1 6,200 0 6,400
CANADIAN NATL RY CO COM 136375102 2,298 24,853 SH   DFND 7,2,1 10,814 0 14,039
CANADIAN NATL RY CO COM 136375102 24,526 265,200 SH   DFND 6,2,1 57,700 0 207,500
CANADIAN NATL RY CO COM 136375102 250 2,700 SH   DFND 8,2,1 0 0 2,700
CANADIAN NAT RES LTD COM 136385101 1,058 39,237 SH   DFND 7,2,1 28,691 0 10,546
CANADIAN NAT RES LTD COM 136385101 321 11,900 SH   DFND 6,2,1 8,500 0 3,400
CANADIAN PAC RY LTD COM 13645T100 1,931 8,209 SH   DFND 7,2,1 8,209 0 0
CANADIAN PAC RY LTD COM 13645T100 9,810 41,700 SH   DFND 6,2,1 5,300 0 36,400
CANADIAN PAC RY LTD COM 13645T100 235 1,000 SH   DFND 8,2,1 0 0 1,000
CAPITAL ONE FINL CORP COM 14040H105 2,034 22,411 SH   DFND 7,2,1 1,024 0 21,387
CAPITAL ONE FINL CORP COM 14040H105 5,771 63,600 SH   DFND 6,2,1 52,900 0 10,700
CAPITAL ONE FINL CORP COM 14040H105 109 1,200 SH   DFND 8,2,1 0 0 1,200
CARBON BLACK INC COM 14081R103 9,530 570,000 SH   DFND 8,2,1 570,000 0 0
CARDINAL HEALTH INC COM 14149Y108 21 445 SH   DFND 7,2,1 445 0 0
CARDINAL HEALTH INC COM 14149Y108 36,441 773,700 SH   DFND 6,2,1 682,700 0 91,000
CARDINAL HEALTH INC COM 14149Y108 6,453 137,000 SH   DFND 8,2,1 127,100 0 9,900
CAREER EDUCATION CORP COM 141665109 3,957 207,500 SH   DFND 6,2,1 127,500 0 80,000
CARGURUS INC COM CL A 141788109 224 6,201 SH   DFND 6,2,1 6,201 0 0
CARLISLE COS INC COM 142339100 1,053 7,500 SH   DFND 6,2,1 4,100 0 3,400
CARMAX INC COM 143130102 21 240 SH   DFND 7,2,1 240 0 0
CARMAX INC COM 143130102 773 8,900 SH   DFND 6,2,1 0 0 8,900
CARMAX INC COM 143130102 4,693 54,050 SH   DFND 8,2,1 54,050 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 23 500 SH   DFND 7,2,1 500 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 36 783 SH   DFND 7,2,1 783 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 1,606 34,500 SH   DFND 6,2,1 0 0 34,500
CARNIVAL CORP UNIT 99/99/9999 143658300 3,398 73,000 SH   DFND 6,2,1 10,300 0 62,700
CARNIVAL CORP UNIT 99/99/9999 143658300 2,327 49,980 SH   DFND 8,2,1 39,000 0 10,980
CARTERS INC COM 146229109 5,696 58,400 SH   DFND 6,2,1 38,400 0 20,000
CATALENT INC COM 148806102 13,289 245,139 SH   DFND 8,2,1 245,139 0 0
CATALYST BIOSCIENCES INC COM NEW 14888D208 86 11,700 SH   DFND 6,2,1 0 0 11,700
CATERPILLAR INC DEL COM 149123101 68 500 SH   DFND 2,1 500 0 0
CATERPILLAR INC DEL COM 149123101 2,492 18,287 SH   DFND 7,2,1 17,176 0 1,111
CATERPILLAR INC DEL COM 149123101 37,889 278,000 SH   DFND 6,2,1 129,900 0 148,100
CATERPILLAR INC DEL COM 149123101 1,976 14,500 SH   DFND 8,2,1 13,800 0 700
CELANESE CORP DEL COM 150870103 1,368 12,689 SH   DFND 7,2,1 2,504 0 10,185
CELANESE CORP DEL COM 150870103 5,562 51,600 SH   DFND 6,2,1 4,400 0 47,200
CELANESE CORP DEL COM 150870103 496 4,600 SH   DFND 8,2,1 0 0 4,600
CELGENE CORP COM 151020104 3,379 36,558 SH   DFND 7,2,1 12,114 0 24,444
CELGENE CORP COM 151020104 8,699 94,100 SH   DFND 6,2,1 82,300 0 11,800
CELGENE CORP COM 151020104 46,662 504,777 SH   DFND 8,2,1 500,577 0 4,200
CENTENE CORP DEL COM 15135B101 356 6,780 SH   DFND 7,2,1 6,780 0 0
CENTENE CORP DEL COM 15135B101 1,956 37,300 SH   DFND 6,2,1 30,900 0 6,400
CENTENE CORP DEL COM 15135B101 1,065 20,300 SH   DFND 8,2,1 18,700 0 1,600
CENOVUS ENERGY INC COM 15135U109 214 24,303 SH   DFND 7,2,1 24,303 0 0
CENTERPOINT ENERGY INC COM 15189T107 503 17,576 SH   DFND 7,2,1 17,576 0 0
CENTERPOINT ENERGY INC COM 15189T107 23,259 812,400 SH   DFND 6,2,1 172,200 0 640,200
CERNER CORP COM 156782104 1,871 25,524 SH   DFND 7,2,1 25,524 0 0
CERNER CORP COM 156782104 2,096 28,600 SH   DFND 6,2,1 6,100 0 22,500
CERNER CORP COM 156782104 34,220 466,846 SH   DFND 8,2,1 466,846 0 0
CHANNELADVISOR CORP COM 159179100 704 80,400 SH   DFND 6,2,1 44,000 0 36,400
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,472 3,724 SH   DFND 7,2,1 2,515 0 1,209
CHARTER COMMUNICATIONS INC N CL A 16119P108 9,642 24,400 SH   DFND 6,2,1 21,700 0 2,700
CHARTER COMMUNICATIONS INC N CL A 16119P108 35,566 90,000 SH   DFND 9,2,1 90,000 0 0
CHEESECAKE FACTORY INC COM 163072101 494 11,300 SH   DFND 6,2,1 8,800 0 2,500
CHENIERE ENERGY INC COM NEW 16411R208 418 6,108 SH   DFND 7,2,1 6,108 0 0
CHENIERE ENERGY INC COM NEW 16411R208 1,294 18,900 SH   DFND 6,2,1 12,200 0 6,700
CHENIERE ENERGY INC COM NEW 16411R208 630 9,200 SH   DFND 8,2,1 4,600 0 4,600
CHESAPEAKE ENERGY CORP COM 165167107 24 12,400 SH   DFND 6,2,1 0 0 12,400
CHESAPEAKE ENERGY CORP COM 165167107 42 21,700 SH   DFND 8,2,1 0 0 21,700
CHEVRON CORP NEW COM 166764100 302 2,425 SH   DFND 2,1 2,425 0 0
CHEVRON CORP NEW COM 166764100 18,164 145,966 SH   DFND 7,2,1 112,087 0 33,879
CHEVRON CORP NEW COM 166764100 47,959 385,400 SH   DFND 6,2,1 300,800 0 84,600
CHEVRON CORP NEW COM 166764100 2,364 19,000 SH   DFND 8,2,1 16,600 0 2,400
CHICOS FAS INC COM 168615102 225 66,669 SH   DFND 6,2,1 33,269 0 33,400
CHIMERIX INC COM 16934W106 891 206,300 SH   DFND 6,2,1 79,900 0 126,400
CHINA LODGING GROUP LTD NOTE 0.375%11/0 16949NAC3 16,467 15,228,000 PRN   DFND 7,2,1 13,578,000 0 1,650,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 186 254 SH   DFND 7,2,1 254 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 73 100 SH   DFND 6,2,1 0 0 100
CHIPOTLE MEXICAN GRILL INC COM 169656105 25,083 34,225 SH   DFND 8,2,1 34,225 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 585 16,000 SH   DFND 7,2,1 7,800 0 8,200
CHURCH & DWIGHT INC COM 171340102 472 6,456 SH   DFND 7,2,1 6,456 0 0
CHURCH & DWIGHT INC COM 171340102 20,961 286,900 SH   DFND 6,2,1 50,900 0 236,000
CIENA CORP COM NEW 171779309 8,242 200,400 SH   DFND 6,2,1 171,500 0 28,900
CIENA CORP COM NEW 171779309 860 20,900 SH   DFND 8,2,1 18,200 0 2,700
CIMAREX ENERGY CO COM 171798101 149 2,512 SH   DFND 7,2,1 2,512 0 0
CIMAREX ENERGY CO COM 171798101 344 5,800 SH   DFND 6,2,1 2,500 0 3,300
CINCINNATI FINL CORP COM 172062101 566 5,459 SH   DFND 7,2,1 5,459 0 0
CINCINNATI FINL CORP COM 172062101 726 7,000 SH   DFND 6,2,1 7,000 0 0
CINEMARK HOLDINGS INC COM 17243V102 2,215 61,368 SH   DFND 6,2,1 37,868 0 23,500
CINEMARK HOLDINGS INC COM 17243V102 292 8,100 SH   DFND 8,2,1 4,200 0 3,900
CIRRUS LOGIC INC COM 172755100 6,275 143,600 SH   DFND 6,2,1 90,500 0 53,100
CIRRUS LOGIC INC COM 172755100 1,197 27,400 SH   DFND 8,2,1 27,400 0 0
CISCO SYS INC COM 17275R102 302 5,517 SH   DFND 2,1 5,517 0 0
CISCO SYS INC COM 17275R102 14,119 257,984 SH   DFND 7,2,1 93,107 0 164,877
CISCO SYS INC COM 17275R102 89,996 1,644,358 SH   DFND 6,2,1 757,132 0 887,226
CISCO SYS INC COM 17275R102 122,308 2,234,745 SH   DFND 8,2,1 2,224,945 0 9,800
CINTAS CORP COM 172908105 648 2,729 SH   DFND 7,2,1 2,729 0 0
CINTAS CORP COM 172908105 13,193 55,600 SH   DFND 6,2,1 5,700 0 49,900
CITIGROUP INC COM NEW 172967424 34,442 491,815 SH   DFND 7,2,1 337,318 0 154,497
CITIGROUP INC COM NEW 172967424 23,621 337,300 SH   DFND 6,2,1 299,200 0 38,100
CITIZENS FINL GROUP INC COM 174610105 239 6,765 SH   DFND 7,2,1 6,765 0 0
CITIZENS FINL GROUP INC COM 174610105 3,639 102,900 SH   DFND 6,2,1 14,500 0 88,400
CITIZENS FINL GROUP INC COM 174610105 1,987 56,200 SH   DFND 8,2,1 45,500 0 10,700
CITRIX SYS INC COM 177376100 573 5,835 SH   DFND 7,2,1 1,605 0 4,230
CITRIX SYS INC COM 177376100 40,080 408,400 SH   DFND 6,2,1 318,100 0 90,300
CITRIX SYS INC COM 177376100 5,849 59,600 SH   DFND 8,2,1 55,800 0 3,800
CITY OFFICE REIT INC COM 178587101 1,535 128,000 SH   DFND 6,2,1 65,700 0 62,300
CLOROX CO DEL COM 189054109 859 5,609 SH   DFND 7,2,1 5,609 0 0
CLOROX CO DEL COM 189054109 59,529 388,800 SH   DFND 6,2,1 263,700 0 125,100
CLOROX CO DEL COM 189054109 7,487 48,900 SH   DFND 8,2,1 42,000 0 6,900
COCA COLA CONSOLIDATED INC COM 191098102 5,925 19,800 SH   DFND 6,2,1 11,700 0 8,100
COCA COLA CO COM 191216100 134 2,627 SH   DFND 2,1 2,627 0 0
COCA COLA CO COM 191216100 13,189 259,021 SH   DFND 7,2,1 240,636 0 18,385
COCA COLA CO COM 191216100 96,697 1,899,000 SH   DFND 6,2,1 570,800 0 1,328,200
COGNEX CORP COM 192422103 3,286 68,497 SH   DFND 7,2,1 68,497 0 0
COGNEX CORP COM 192422103 83,531 1,740,950 SH   DFND 8,2,1 1,740,950 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,260 19,870 SH   DFND 7,2,1 16,601 0 3,269
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 11,898 187,700 SH   DFND 6,2,1 29,400 0 158,300
COLFAX CORP COM 194014106 650 23,200 SH   DFND 6,2,1 23,200 0 0
COLGATE PALMOLIVE CO COM 194162103 6,976 97,329 SH   DFND 7,2,1 7,228 0 90,101
COLGATE PALMOLIVE CO COM 194162103 62,890 877,500 SH   DFND 6,2,1 504,100 0 373,400
COLGATE PALMOLIVE CO COM 194162103 10,486 146,303 SH   DFND 8,2,1 137,103 0 9,200
COMCAST CORP NEW CL A 20030N101 7,139 168,853 SH   DFND 7,2,1 91,864 0 76,989
COMCAST CORP NEW CL A 20030N101 56,263 1,330,723 SH   DFND 6,2,1 941,062 0 389,661
COMCAST CORP NEW CL A 20030N101 9,466 223,900 SH   DFND 8,2,1 213,300 0 10,600
COMERICA INC COM 200340107 18 249 SH   DFND 7,2,1 249 0 0
COMERICA INC COM 200340107 17,746 244,300 SH   DFND 6,2,1 189,000 0 55,300
COMERICA INC COM 200340107 2,695 37,100 SH   DFND 8,2,1 37,100 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 130 10,714 SH   DFND 7,2,1 0 0 10,714
COMPUTER PROGRAMS & SYS INC COM 205306103 1,712 61,600 SH   DFND 6,2,1 37,700 0 23,900
COMSCORE INC COM 20564W105 129 25,000 SH   DFND 6,2,1 11,500 0 13,500
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 360 12,800 SH   DFND 6,2,1 6,000 0 6,800
CONAGRA BRANDS INC COM 205887102 207 7,789 SH   DFND 7,2,1 7,789 0 0
CONAGRA BRANDS INC COM 205887102 345 13,000 SH   DFND 6,2,1 0 0 13,000
CONAGRA BRANDS INC COM 205887102 188 7,100 SH   DFND 8,2,1 0 0 7,100
CONCERT PHARMACEUTICALS INC COM 206022105 1,266 105,483 SH   DFND 6,2,1 80,700 0 24,783
CONCHO RES INC COM 20605P101 543 5,261 SH   DFND 7,2,1 5,261 0 0
CONCHO RES INC COM 20605P101 20,786 201,454 SH   DFND 8,2,1 201,454 0 0
CONOCOPHILLIPS COM 20825C104 7,133 116,938 SH   DFND 7,2,1 81,927 0 35,011
CONOCOPHILLIPS COM 20825C104 28,074 460,235 SH   DFND 6,2,1 438,635 0 21,600
CONOCOPHILLIPS COM 20825C104 5,868 96,200 SH   DFND 8,2,1 82,700 0 13,500
CONSOLIDATED EDISON INC COM 209115104 932 10,629 SH   DFND 7,2,1 10,629 0 0
CONSOLIDATED EDISON INC COM 209115104 38,299 436,800 SH   DFND 6,2,1 155,800 0 281,000
CONSOLIDATED EDISON INC COM 209115104 2,385 27,200 SH   DFND 8,2,1 25,400 0 1,800
CONSTELLATION BRANDS INC CL A 21036P108 47 241 SH   DFND 7,2,1 241 0 0
CONSTELLATION BRANDS INC CL A 21036P108 5,573 28,300 SH   DFND 6,2,1 1,200 0 27,100
CONSTELLATION BRANDS INC CL A 21036P108 2,285 11,600 SH   DFND 8,2,1 11,600 0 0
CONTAINER STORE GROUP INC COM 210751103 159 21,700 SH   DFND 6,2,1 13,600 0 8,100
COOPER COS INC COM NEW 216648402 292 866 SH   DFND 7,2,1 866 0 0
COOPER COS INC COM NEW 216648402 10,006 29,700 SH   DFND 6,2,1 29,700 0 0
COOPER COS INC COM NEW 216648402 16,441 48,801 SH   DFND 8,2,1 48,801 0 0
COPART INC COM 217204106 32,116 429,700 SH   DFND 6,2,1 279,800 0 149,900
COPART INC COM 217204106 3,909 52,300 SH   DFND 8,2,1 48,500 0 3,800
CORCEPT THERAPEUTICS INC COM 218352102 148 13,300 SH   DFND 6,2,1 0 0 13,300
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 2,246 56,626 SH   DFND 6,2,1 38,200 0 18,426
CORECIVIC INC COM 21871N101 4,947 238,300 SH   DFND 6,2,1 149,200 0 89,100
CORECIVIC INC COM 21871N101 538 25,900 SH   DFND 8,2,1 20,900 0 5,000
CORNERSTONE ONDEMAND INC COM 21925Y103 388 6,700 SH   DFND 6,2,1 0 0 6,700
CORNING INC COM 219350105 360 10,828 SH   DFND 7,2,1 10,828 0 0
CORNING INC COM 219350105 2,492 75,000 SH   DFND 6,2,1 7,300 0 67,700
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 28 1,078 SH   DFND 7,2,1 1,078 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 4,077 154,600 SH   DFND 6,2,1 83,900 0 70,700
CORTEVA INC COM 22052L104 1,502 50,791 SH   DFND 7,2,1 26,623 0 24,168
CORTEVA INC COM 22052L104 150 5,065 SH   DFND 6,2,1 0 0 5,065
CORTEVA INC COM 22052L104 200 6,777 SH   DFND 8,2,1 6,777 0 0
COSTCO WHSL CORP NEW COM 22160K105 264 998 SH   DFND 2,1 998 0 0
COSTCO WHSL CORP NEW COM 22160K105 15,910 60,206 SH   DFND 7,2,1 57,472 0 2,734
COSTCO WHSL CORP NEW COM 22160K105 75,868 287,095 SH   DFND 6,2,1 77,148 0 209,947
COSTCO WHSL CORP NEW COM 22160K105 43,997 166,492 SH   DFND 8,2,1 162,592 0 3,900
COSTAR GROUP INC COM 22160N109 284 512 SH   DFND 7,2,1 512 0 0
COSTAR GROUP INC COM 22160N109 5,430 9,800 SH   DFND 6,2,1 600 0 9,200
COUPA SOFTWARE INC COM 22266L106 1,835 14,497 SH   DFND 6,2,1 9,017 0 5,480
CRACKER BARREL OLD CTRY STOR COM 22410J106 12,002 70,300 SH   DFND 6,2,1 45,800 0 24,500
CRACKER BARREL OLD CTRY STOR COM 22410J106 905 5,300 SH   DFND 8,2,1 4,700 0 600
CRANE CO COM 224399105 10,647 127,600 SH   DFND 6,2,1 77,100 0 50,500
CRANE CO COM 224399105 300 3,600 SH   DFND 8,2,1 2,600 0 1,000
CRAWFORD & CO CL B 224633107 1,703 182,970 SH   DFND 6,2,1 92,270 0 90,700
CREDIT ACCEP CORP MICH COM 225310101 49,677 102,674 SH   DFND 9,2,1 102,674 0 0
CROCS INC COM 227046109 4,378 221,665 SH   DFND 6,2,1 145,165 0 76,500
CROCS INC COM 227046109 61 3,100 SH   DFND 8,2,1 0 0 3,100
CROWN CASTLE INTL CORP NEW COM 22822V101 1,604 12,302 SH   DFND 7,2,1 11,582 0 720
CROWN CASTLE INTL CORP NEW COM 22822V101 6,765 51,900 SH   DFND 6,2,1 51,000 0 900
CTRIP COM INTL LTD SPONSORED ADS 22943F100 267 7,238 SH   DFND 2,1 7,238 0 0
CTRIP COM INTL LTD SPONSORED ADS 22943F100 3,991 108,119 SH   DFND 8,2,1 108,119 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 1,577 1,600,000 PRN   DFND 7,2,1 0 0 1,600,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 11,491 10,500,000 PRN   DFND 7,2,1 10,500,000 0 0
CUMMINS INC COM 231021106 537 3,134 SH   DFND 7,2,1 3,134 0 0
CUMMINS INC COM 231021106 13,673 79,800 SH   DFND 6,2,1 13,900 0 65,900
CUMMINS INC COM 231021106 206 1,200 SH   DFND 8,2,1 0 0 1,200
CURTISS WRIGHT CORP COM 231561101 5,734 45,100 SH   DFND 6,2,1 28,700 0 16,400
CYPRESS SEMICONDUCTOR CORP COM 232806109 29,368 1,320,483 SH   DFND 8,2,1 1,320,483 0 0
CYRUSONE INC COM 23283R100 604 10,461 SH   DFND 7,2,1 10,461 0 0
D R HORTON INC COM 23331A109 256 5,947 SH   DFND 7,2,1 5,947 0 0
DHI GROUP INC COM 23331S100 126 35,300 SH   DFND 6,2,1 35,300 0 0
DXC TECHNOLOGY CO COM 23355L106 476 8,633 SH   DFND 7,2,1 5,464 0 3,169
DAKTRONICS INC COM 234264109 137 22,200 SH   DFND 6,2,1 10,300 0 11,900
DANAHER CORPORATION COM 235851102 975 6,824 SH   DFND 7,2,1 5,985 0 839
DANAHER CORPORATION COM 235851102 44,148 308,900 SH   DFND 6,2,1 93,600 0 215,300
DANAHER CORPORATION COM 235851102 26,844 187,825 SH   DFND 8,2,1 187,825 0 0
DARDEN RESTAURANTS INC COM 237194105 408 3,355 SH   DFND 7,2,1 3,355 0 0
DARDEN RESTAURANTS INC COM 237194105 47,840 393,000 SH   DFND 6,2,1 284,900 0 108,100
DARDEN RESTAURANTS INC COM 237194105 6,172 50,700 SH   DFND 8,2,1 44,200 0 6,500
DAVE & BUSTERS ENTMT INC COM 238337109 4,375 108,100 SH   DFND 6,2,1 66,300 0 41,800
DECIPHERA PHARMACEUTICALS IN COM 24344T101 2,652 117,586 SH   DFND 8,2,1 117,586 0 0
DECKERS OUTDOOR CORP COM 243537107 15,081 85,700 SH   DFND 6,2,1 64,300 0 21,400
DECKERS OUTDOOR CORP COM 243537107 1,232 7,000 SH   DFND 8,2,1 6,600 0 400
DEERE & CO COM 244199105 2,163 13,055 SH   DFND 7,2,1 457 0 12,598
DEERE & CO COM 244199105 8,948 54,000 SH   DFND 6,2,1 32,700 0 21,300
DEERE & CO COM 244199105 4,863 29,345 SH   DFND 8,2,1 29,345 0 0
DELL TECHNOLOGIES INC CL C 24703L202 2,053 40,409 SH   DFND 7,2,1 541 0 39,868
DENBURY RES INC COM NEW 247916208 45 36,516 SH   DFND 6,2,1 0 0 36,516
DELUXE CORP COM 248019101 5,570 137,000 SH   DFND 6,2,1 88,700 0 48,300
DENTSPLY SIRONA INC COM 24906P109 336 5,758 SH   DFND 7,2,1 5,758 0 0
DENTSPLY SIRONA INC COM 24906P109 123 2,100 SH   DFND 6,2,1 0 0 2,100
DESIGNER BRANDS INC CL A 250565108 3,826 199,571 SH   DFND 6,2,1 140,571 0 59,000
DEVON ENERGY CORP NEW COM 25179M103 301 10,552 SH   DFND 7,2,1 10,552 0 0
DEVON ENERGY CORP NEW COM 25179M103 5,493 192,600 SH   DFND 6,2,1 182,100 0 10,500
DEVON ENERGY CORP NEW COM 25179M103 305 10,700 SH   DFND 8,2,1 10,700 0 0
DEXCOM INC COM 252131107 2,645 17,654 SH   DFND 7,2,1 781 0 16,873
DEXCOM INC COM 252131107 2,592 17,300 SH   DFND 6,2,1 2,700 0 14,600
DEXCOM INC COM 252131107 122,969 820,669 SH   DFND 8,2,1 820,669 0 0
DIAMONDBACK ENERGY INC COM 25278X109 1,863 17,099 SH   DFND 7,2,1 17,099 0 0
DIAMONDBACK ENERGY INC COM 25278X109 262 2,400 SH   DFND 6,2,1 2,400 0 0
DIAMONDBACK ENERGY INC COM 25278X109 6,832 62,700 SH   DFND 8,2,1 62,700 0 0
DICKS SPORTING GOODS INC COM 253393102 6,896 199,148 SH   DFND 6,2,1 114,948 0 84,200
DIGITAL RLTY TR INC COM 253868103 212 1,799 SH   DFND 7,2,1 1,799 0 0
DISNEY WALT CO COM DISNEY 254687106 615 4,402 SH   DFND 2,1 4,402 0 0
DISNEY WALT CO COM DISNEY 254687106 8,449 60,505 SH   DFND 7,2,1 20,179 0 40,326
DISNEY WALT CO COM DISNEY 254687106 36,069 258,300 SH   DFND 6,2,1 192,300 0 66,000
DISNEY WALT CO COM DISNEY 254687106 13,288 95,162 SH   DFND 8,2,1 95,162 0 0
DISCOVER FINL SVCS COM 254709108 173 2,224 SH   DFND 7,2,1 2,224 0 0
DISCOVER FINL SVCS COM 254709108 7,185 92,600 SH   DFND 6,2,1 20,200 0 72,400
DISCOVER FINL SVCS COM 254709108 287 3,700 SH   DFND 8,2,1 0 0 3,700
DR REDDYS LABS LTD ADR 256135203 745 19,884 SH   DFND 7,2,1 7,600 0 12,284
DOLBY LABORATORIES INC COM CL A 25659T107 1,298 20,100 SH   DFND 8,2,1 20,100 0 0
DOLLAR GEN CORP NEW COM 256677105 3,649 26,998 SH   DFND 7,2,1 26,998 0 0
DOLLAR GEN CORP NEW COM 256677105 34,520 255,400 SH   DFND 6,2,1 109,000 0 146,400
DOLLAR GEN CORP NEW COM 256677105 3,447 25,500 SH   DFND 8,2,1 22,000 0 3,500
DOLLAR TREE INC COM 256746108 595 5,540 SH   DFND 7,2,1 5,540 0 0
DOLLAR TREE INC COM 256746108 193 1,800 SH   DFND 6,2,1 0 0 1,800
DOMINION ENERGY INC COM 25746U109 2,168 28,043 SH   DFND 7,2,1 25,487 0 2,556
DOMINION ENERGY INC COM 25746U109 6,472 83,700 SH   DFND 6,2,1 81,200 0 2,500
DOMINION ENERGY INC COM 25746U109 791 10,227 SH   DFND 8,2,1 10,227 0 0
DOMINOS PIZZA INC COM 25754A201 85 307 SH   DFND 2,1 307 0 0
DOMINOS PIZZA INC COM 25754A201 201 724 SH   DFND 7,2,1 724 0 0
DOMINOS PIZZA INC COM 25754A201 4,341 15,600 SH   DFND 6,2,1 1,900 0 13,700
DOMINOS PIZZA INC COM 25754A201 83 300 SH   DFND 8,2,1 0 0 300
DOMTAR CORP COM NEW 257559203 815 18,300 SH   DFND 6,2,1 10,100 0 8,200
DONNELLEY FINL SOLUTIONS INC COM 25787G100 2,082 156,092 SH   DFND 6,2,1 91,892 0 64,200
DOUGLAS EMMETT INC COM 25960P109 9,989 250,719 SH   DFND 7,2,1 250,719 0 0
DOVER CORP COM 260003108 328 3,276 SH   DFND 7,2,1 3,276 0 0
DOVER CORP COM 260003108 802 8,000 SH   DFND 6,2,1 0 0 8,000
DOW INC COM 260557103 3,101 62,882 SH   DFND 7,2,1 37,338 0 25,544
DOW INC COM 260557103 4,748 96,290 SH   DFND 6,2,1 83,172 0 13,118
DOW INC COM 260557103 334 6,777 SH   DFND 8,2,1 6,777 0 0
DROPBOX INC CL A 26210C104 19,802 790,503 SH   DFND 8,2,1 790,503 0 0
DUCOMMUN INC DEL COM 264147109 257 5,700 SH   DFND 6,2,1 2,600 0 3,100
DUKE REALTY CORP COM NEW 264411505 14,568 460,854 SH   DFND 7,2,1 460,854 0 0
DUKE REALTY CORP COM NEW 264411505 3,250 102,800 SH   DFND 6,2,1 0 0 102,800
DUKE REALTY CORP COM NEW 264411505 3,349 105,932 SH   DFND 8,2,1 105,932 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 8,052 91,250 SH   DFND 7,2,1 46,590 0 44,660
DUKE ENERGY CORP NEW COM NEW 26441C204 12,045 136,500 SH   DFND 6,2,1 128,600 0 7,900
DUPONT DE NEMOURS INC COM 26614N102 3,988 53,126 SH   DFND 7,2,1 28,958 0 24,168
DUPONT DE NEMOURS INC COM 26614N102 7,409 98,689 SH   DFND 6,2,1 83,172 0 15,517
DUPONT DE NEMOURS INC COM 26614N102 509 6,777 SH   DFND 8,2,1 6,777 0 0
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 1,199 300,500 SH   DFND 6,2,1 190,300 0 110,200
EOG RES INC COM 26875P101 10,849 116,455 SH   DFND 7,2,1 75,713 0 40,742
EOG RES INC COM 26875P101 5,832 62,600 SH   DFND 6,2,1 59,900 0 2,700
EOG RES INC COM 26875P101 31,400 337,051 SH   DFND 8,2,1 337,051 0 0
EPR PPTYS COM SH BEN INT 26884U109 53 709 SH   DFND 7,2,1 709 0 0
EPR PPTYS COM SH BEN INT 26884U109 5,512 73,900 SH   DFND 6,2,1 45,100 0 28,800
EPR PPTYS COM SH BEN INT 26884U109 52 700 SH   DFND 8,2,1 0 0 700
E TRADE FINANCIAL CORP COM NEW 269246401 18 400 SH   DFND 7,2,1 400 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 281 6,300 SH   DFND 6,2,1 0 0 6,300
EASTERLY GOVT PPTYS INC COM 27616P103 5,875 324,402 SH   DFND 7,2,1 324,402 0 0
EASTMAN CHEMICAL CO COM 277432100 16 200 SH   DFND 7,2,1 200 0 0
EASTMAN CHEMICAL CO COM 277432100 20,718 266,200 SH   DFND 6,2,1 227,200 0 39,000
EASTMAN CHEMICAL CO COM 277432100 2,459 31,600 SH   DFND 8,2,1 28,900 0 2,700
EBAY INC COM 278642103 725 18,366 SH   DFND 7,2,1 13,287 0 5,079
EBAY INC COM 278642103 59,352 1,502,594 SH   DFND 6,2,1 1,235,746 0 266,848
EBAY INC COM 278642103 17,911 453,433 SH   DFND 8,2,1 426,933 0 26,500
EBIX INC COM NEW 278715206 697 13,879 SH   DFND 6,2,1 7,379 0 6,500
ECHOSTAR CORP CL A 278768106 6,480 146,200 SH   DFND 6,2,1 87,700 0 58,500
ECOLAB INC COM 278865100 11,938 60,463 SH   DFND 7,2,1 4,373 0 56,090
ECOLAB INC COM 278865100 70,012 354,600 SH   DFND 6,2,1 167,400 0 187,200
ECOLAB INC COM 278865100 44,607 225,926 SH   DFND 8,2,1 222,926 0 3,000
EDGEWELL PERS CARE CO COM 28035Q102 3,078 114,200 SH   DFND 6,2,1 60,100 0 54,100
EDGEWELL PERS CARE CO COM 28035Q102 62 2,300 SH   DFND 8,2,1 0 0 2,300
EDWARDS LIFESCIENCES CORP COM 28176E108 7,897 42,746 SH   DFND 7,2,1 29,128 0 13,618
EDWARDS LIFESCIENCES CORP COM 28176E108 16,331 88,400 SH   DFND 6,2,1 45,000 0 43,400
EDWARDS LIFESCIENCES CORP COM 28176E108 46,704 252,810 SH   DFND 8,2,1 252,810 0 0
ELECTRONIC ARTS INC COM 285512109 9,192 90,779 SH   DFND 7,2,1 90,779 0 0
ELECTRONIC ARTS INC COM 285512109 466 4,600 SH   DFND 6,2,1 2,000 0 2,600
ELECTRONIC ARTS INC COM 285512109 16,401 161,972 SH   DFND 8,2,1 161,972 0 0
EMCORE CORP COM NEW 290846203 202 61,407 SH   DFND 6,2,1 33,300 0 28,107
EMCOR GROUP INC COM 29084Q100 247 2,800 SH   DFND 6,2,1 2,800 0 0
EMCOR GROUP INC COM 29084Q100 88 1,000 SH   DFND 8,2,1 0 0 1,000
EMERSON ELEC CO COM 291011104 522 7,823 SH   DFND 7,2,1 7,799 0 24
EMERSON ELEC CO COM 291011104 58,814 881,500 SH   DFND 6,2,1 693,300 0 188,200
EMERSON ELEC CO COM 291011104 8,600 128,900 SH   DFND 8,2,1 119,300 0 9,600
ENCANA CORP COM 292505104 192 37,455 SH   DFND 7,2,1 37,455 0 0
ENBRIDGE INC COM 29250N105 3,236 89,697 SH   DFND 7,2,1 65,335 0 24,362
ENBRIDGE INC COM 29250N105 6,882 190,740 SH   DFND 6,2,1 105,600 0 85,140
ENDAVA PLC ADS 29260V105 12,521 311,169 SH   DFND 8,2,1 311,169 0 0
ENDOLOGIX INC COM NEW 29266S304 692 95,609 SH   DFND 8,2,1 95,609 0 0
ENEL AMERICAS S A SPONSORED ADR 29274F104 376 42,400 SH   DFND 6,2,1 42,400 0 0
ENTERGY CORP NEW COM 29364G103 257 2,496 SH   DFND 7,2,1 2,496 0 0
ENTERGY CORP NEW COM 29364G103 8,512 82,700 SH   DFND 6,2,1 5,900 0 76,800
ENTRAVISION COMMUNICATIONS C CL A 29382R107 763 244,601 SH   DFND 6,2,1 185,900 0 58,701
ENVESTNET INC COM 29404K106 16,540 241,918 SH   DFND 7,2,1 241,918 0 0
ENVESTNET INC COM 29404K106 1,361 19,900 SH   DFND 8,2,1 19,900 0 0
EPAM SYS INC COM 29414B104 1,437 8,300 SH   DFND 6,2,1 8,300 0 0
EPAM SYS INC COM 29414B104 1,437 8,300 SH   DFND 8,2,1 7,900 0 400
EQUINIX INC COM 29444U700 28,657 56,827 SH   DFND 7,2,1 56,629 0 198
EQUINIX INC COM 29444U700 4,236 8,400 SH   DFND 6,2,1 8,000 0 400
EQUITY LIFESTYLE PPTYS INC COM 29472R108 148 1,219 SH   DFND 7,2,1 1,219 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 413 3,400 SH   DFND 6,2,1 3,400 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 757 9,967 SH   DFND 7,2,1 9,967 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,737 62,400 SH   DFND 6,2,1 17,400 0 45,000
ERICSSON ADR B SEK 10 294821608 252 26,508 SH   DFND 2,1 26,508 0 0
ESSEX PPTY TR INC COM 297178105 931 3,188 SH   DFND 7,2,1 3,188 0 0
ESSEX PPTY TR INC COM 297178105 4,204 14,400 SH   DFND 6,2,1 2,300 0 12,100
ETHAN ALLEN INTERIORS INC COM 297602104 297 14,100 SH   DFND 6,2,1 7,000 0 7,100
ETSY INC COM 29786A106 216 3,514 SH   DFND 2,1 3,514 0 0
ETSY INC COM 29786A106 10,539 171,734 SH   DFND 6,2,1 110,534 0 61,200
ETSY INC COM 29786A106 1,767 28,800 SH   DFND 8,2,1 26,700 0 2,100
EURONET WORLDWIDE INC COM 298736109 15,360 91,300 SH   DFND 6,2,1 69,900 0 21,400
EURONET WORLDWIDE INC COM 298736109 1,077 6,400 SH   DFND 8,2,1 5,900 0 500
EVERTEC INC COM 30040P103 5,732 175,300 SH   DFND 6,2,1 116,100 0 59,200
EVERSOURCE ENERGY COM 30040W108 581 7,664 SH   DFND 7,2,1 7,664 0 0
EVERSOURCE ENERGY COM 30040W108 25,675 338,900 SH   DFND 6,2,1 40,700 0 298,200
EVERSOURCE ENERGY COM 30040W108 189 2,500 SH   DFND 8,2,1 0 0 2,500
EVOQUA WATER TECHNOLOGIES CO COM 30057T105 763 53,592 SH   DFND 8,2,1 53,592 0 0
EXACT SCIENCES CORP COM 30063P105 992 8,400 SH   DFND 6,2,1 3,200 0 5,200
EXACT SCIENCES CORP COM 30063P105 5,702 48,309 SH   DFND 8,2,1 48,309 0 0
EXELON CORP COM 30161N101 4,389 91,552 SH   DFND 7,2,1 91,552 0 0
EXELON CORP COM 30161N101 8,941 186,500 SH   DFND 6,2,1 177,200 0 9,300
EXELON CORP COM 30161N101 887 18,500 SH   DFND 8,2,1 16,700 0 1,800
EXPEDIA GROUP INC COM NEW 30212P303 150 1,126 SH   DFND 7,2,1 1,126 0 0
EXPEDIA GROUP INC COM NEW 30212P303 1,344 10,100 SH   DFND 6,2,1 10,100 0 0
EXPEDITORS INTL WASH INC COM 302130109 346 4,563 SH   DFND 7,2,1 4,563 0 0
EXPEDITORS INTL WASH INC COM 302130109 11,455 151,000 SH   DFND 6,2,1 17,500 0 133,500
EXPONENT INC COM 30214U102 2,305 39,383 SH   DFND 7,2,1 39,383 0 0
EXTRA SPACE STORAGE INC COM 30225T102 35,792 337,340 SH   DFND 7,2,1 337,340 0 0
EXTERRAN CORP COM 30227H106 890 62,557 SH   DFND 6,2,1 44,360 0 18,197
EZCORP INC CL A NON VTG 302301106 2,211 233,500 SH   DFND 6,2,1 164,000 0 69,500
EXXON MOBIL CORP COM 30231G102 5,181 67,605 SH   DFND 2,1 67,605 0 0
EXXON MOBIL CORP COM 30231G102 18,261 238,305 SH   DFND 7,2,1 233,467 0 4,838
EXXON MOBIL CORP COM 30231G102 116,355 1,518,400 SH   DFND 6,2,1 728,600 0 789,800
EXXON MOBIL CORP COM 30231G102 16,893 220,451 SH   DFND 8,2,1 215,951 0 4,500
FLIR SYS INC COM 302445101 4,030 74,487 SH   DFND 7,2,1 74,487 0 0
F M C CORP COM NEW 302491303 930 11,215 SH   DFND 7,2,1 11,215 0 0
FNB CORP PA COM 302520101 4,189 355,900 SH   DFND 6,2,1 203,500 0 152,400
FTI CONSULTING INC COM 302941109 226 2,700 SH   DFND 6,2,1 0 0 2,700
FACEBOOK INC CL A 30303M102 89 460 SH   DFND 2,1 460 0 0
FACEBOOK INC CL A 30303M102 33,647 174,335 SH   DFND 7,2,1 105,738 0 68,597
FACEBOOK INC CL A 30303M102 96,500 500,000 SH   DFND 6,2,1 431,200 0 68,800
FACEBOOK INC CL A 30303M102 116,899 605,693 SH   DFND 8,2,1 604,093 0 1,600
FACTSET RESH SYS INC COM 303075105 117 408 SH   DFND 7,2,1 408 0 0
FACTSET RESH SYS INC COM 303075105 8,568 29,900 SH   DFND 6,2,1 8,400 0 21,500
FACTSET RESH SYS INC COM 303075105 1,204 4,200 SH   DFND 8,2,1 4,000 0 200
FAIR ISAAC CORP COM 303250104 534 1,700 SH   DFND 6,2,1 1,700 0 0
FAIR ISAAC CORP COM 303250104 722 2,300 SH   DFND 8,2,1 2,300 0 0
FARMER BROS CO COM 307675108 407 24,840 SH   DFND 6,2,1 24,840 0 0
FASTENAL CO COM 311900104 331 10,169 SH   DFND 7,2,1 10,169 0 0
FASTENAL CO COM 311900104 11,850 363,600 SH   DFND 6,2,1 25,000 0 338,600
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 15,240 118,356 SH   DFND 7,2,1 118,356 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 3,361 26,100 SH   DFND 6,2,1 2,800 0 23,300
FEDEX CORP COM 31428X106 2,403 14,637 SH   DFND 7,2,1 907 0 13,730
FEDEX CORP COM 31428X106 10,902 66,400 SH   DFND 6,2,1 28,200 0 38,200
FEDEX CORP COM 31428X106 17,367 105,774 SH   DFND 8,2,1 105,774 0 0
F5 NETWORKS INC COM 315616102 340 2,334 SH   DFND 7,2,1 2,334 0 0
F5 NETWORKS INC COM 315616102 903 6,200 SH   DFND 6,2,1 1,700 0 4,500
FIDELITY NATL INFORMATION SV COM 31620M106 6,013 49,015 SH   DFND 7,2,1 49,015 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 70,431 574,100 SH   DFND 6,2,1 387,700 0 186,400
FIDELITY NATL INFORMATION SV COM 31620M106 26,198 213,549 SH   DFND 8,2,1 213,549 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 252 6,241 SH   DFND 7,2,1 6,241 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 661 16,400 SH   DFND 6,2,1 16,400 0 0
FIFTH THIRD BANCORP COM 316773100 337 12,063 SH   DFND 7,2,1 12,063 0 0
FIFTH THIRD BANCORP COM 316773100 2,597 93,100 SH   DFND 6,2,1 80,900 0 12,200
FIFTH THIRD BANCORP COM 316773100 220 7,900 SH   DFND 8,2,1 0 0 7,900
FIRST AMERN FINL CORP COM 31847R102 4,833 90,000 SH   DFND 6,2,1 44,900 0 45,100
FIRST BANCORP P R COM NEW 318672706 459 41,600 SH   DFND 6,2,1 9,100 0 32,500
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 1,025 10,500 SH   DFND 6,2,1 0 0 10,500
FISERV INC COM 337738108 248 2,716 SH   DFND 7,2,1 2,716 0 0
FISERV INC COM 337738108 602 6,600 SH   DFND 6,2,1 2,600 0 4,000
FLAGSTAR BANCORP INC COM PAR .001 337930705 530 16,000 SH   DFND 6,2,1 5,000 0 11,000
FITBIT INC CL A 33812L102 3,480 790,800 SH   DFND 6,2,1 524,600 0 266,200
FIVE BELOW INC COM 33829M101 540 4,500 SH   DFND 6,2,1 4,500 0 0
FIVE BELOW INC COM 33829M101 696 5,800 SH   DFND 8,2,1 5,800 0 0
FIVE9 INC COM 338307101 462 9,000 SH   DFND 6,2,1 2,100 0 6,900
FIVE9 INC COM 338307101 20,244 394,689 SH   DFND 8,2,1 394,689 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 894 148,300 SH   DFND 6,2,1 95,200 0 53,100
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,489 412,821 SH   DFND 8,2,1 412,821 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 210 748 SH   DFND 2,1 748 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 20,928 74,515 SH   DFND 7,2,1 74,515 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 56 200 SH   DFND 6,2,1 0 0 200
FORD MTR CO DEL COM 345370860 411 40,195 SH   DFND 7,2,1 16,601 0 23,594
FORD MTR CO DEL COM 345370860 55,857 5,460,100 SH   DFND 6,2,1 4,845,900 0 614,200
FORD MTR CO DEL COM 345370860 8,687 849,200 SH   DFND 8,2,1 796,000 0 53,200
FORTIS INC COM 349553107 5,643 142,967 SH   DFND 7,2,1 55,007 0 87,960
FORTIS INC COM 349553107 821 20,800 SH   DFND 6,2,1 0 0 20,800
FORTINET INC COM 34959E109 262 3,411 SH   DFND 7,2,1 3,411 0 0
FORTINET INC COM 34959E109 24,201 314,989 SH   DFND 6,2,1 257,689 0 57,300
FORTINET INC COM 34959E109 3,365 43,800 SH   DFND 8,2,1 40,600 0 3,200
FORTIVE CORP COM 34959J108 428 5,246 SH   DFND 7,2,1 5,246 0 0
FORTIVE CORP COM 34959J108 558 6,850 SH   DFND 6,2,1 0 0 6,850
FOX CORP CL A COM 35137L105 59 1,616 SH   DFND 7,2,1 819 0 797
FOX CORP CL A COM 35137L105 1,015 27,700 SH   DFND 6,2,1 0 0 27,700
FOX FACTORY HLDG CORP COM 35138V102 4,885 59,207 SH   DFND 7,2,1 59,207 0 0
FOX FACTORY HLDG CORP COM 35138V102 487 5,900 SH   DFND 6,2,1 0 0 5,900
FRANCO NEVADA CORP COM 351858105 3,629 42,753 SH   DFND 7,2,1 42,373 0 380
FRANKLIN STREET PPTYS CORP COM 35471R106 3,221 436,400 SH   DFND 6,2,1 274,400 0 162,000
FRESHPET INC COM 358039105 2,248 49,400 SH   DFND 6,2,1 21,400 0 28,000
FRESHPET INC COM 358039105 96 2,100 SH   DFND 8,2,1 0 0 2,100
FUNKO INC COM CL A 361008105 1,812 74,800 SH   DFND 6,2,1 36,100 0 38,700
GEO GROUP INC NEW COM 36162J106 4,639 220,800 SH   DFND 6,2,1 130,000 0 90,800
GEO GROUP INC NEW COM 36162J106 105 5,000 SH   DFND 8,2,1 0 0 5,000
GW PHARMACEUTICALS PLC ADS 36197T103 8,551 49,604 SH   DFND 8,2,1 49,604 0 0
G-III APPAREL GROUP LTD COM 36237H101 2,375 80,713 SH   DFND 6,2,1 60,413 0 20,300
GAIN CAP HLDGS INC COM 36268W100 676 163,800 SH   DFND 6,2,1 69,000 0 94,800
GAMING & LEISURE PPTYS INC COM 36467J108 120 3,079 SH   DFND 7,2,1 3,079 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 998 25,600 SH   DFND 6,2,1 11,600 0 14,000
GAMESTOP CORP NEW CL A 36467W109 10 1,800 SH   DFND 6,2,1 0 0 1,800
GAMESTOP CORP NEW CL A 36467W109 114 20,800 SH   DFND 8,2,1 20,800 0 0
GANNETT CO INC COM 36473H104 3,069 376,100 SH   DFND 6,2,1 234,000 0 142,100
GAP INC COM 364760108 5 300 SH   DFND 7,2,1 300 0 0
GAP INC COM 364760108 9,668 538,000 SH   DFND 6,2,1 443,300 0 94,700
GAP INC COM 364760108 1,563 87,000 SH   DFND 8,2,1 83,800 0 3,200
GARDNER DENVER HLDGS INC COM 36555P107 1,474 42,600 SH   DFND 8,2,1 42,600 0 0
GARRETT MOTION INC COM 366505105 144 9,377 SH   DFND 7,2,1 9,278 0 99
GARRETT MOTION INC COM 366505105 264 17,190 SH   DFND 6,2,1 16,600 0 590
GENERAL DYNAMICS CORP COM 369550108 364 2,000 SH   DFND 6,2,1 1,100 0 900
GENERAL ELECTRIC CO COM 369604103 5,141 489,614 SH   DFND 7,2,1 147,037 0 342,577
GENERAL ELECTRIC CO COM 369604103 11,049 1,052,300 SH   DFND 6,2,1 966,600 0 85,700
GENERAL MLS INC COM 370334104 389 7,400 SH   DFND 7,2,1 7,400 0 0
GENERAL MLS INC COM 370334104 68,785 1,309,700 SH   DFND 6,2,1 764,900 0 544,800
GENERAL MLS INC COM 370334104 7,348 139,900 SH   DFND 8,2,1 126,300 0 13,600
GENERAL MTRS CO COM 37045V100 111 2,882 SH   DFND 2,1 2,882 0 0
GENERAL MTRS CO COM 37045V100 914 23,714 SH   DFND 7,2,1 21,749 0 1,965
GENERAL MTRS CO COM 37045V100 67,855 1,761,100 SH   DFND 6,2,1 1,366,900 0 394,200
GENERAL MTRS CO COM 37045V100 10,815 280,700 SH   DFND 8,2,1 249,700 0 31,000
GENESCO INC COM 371532102 2,000 47,300 SH   DFND 6,2,1 33,500 0 13,800
GENOMIC HEALTH INC COM 37244C101 314 5,400 SH   DFND 6,2,1 5,400 0 0
GENUINE PARTS CO COM 372460105 125 1,202 SH   DFND 7,2,1 1,202 0 0
GENUINE PARTS CO COM 372460105 238 2,300 SH   DFND 6,2,1 0 0 2,300
GENWORTH FINL INC COM CL A 37247D106 273 73,600 SH   DFND 6,2,1 0 0 73,600
GILEAD SCIENCES INC COM 375558103 1,476 21,847 SH   DFND 7,2,1 3,076 0 18,771
GILEAD SCIENCES INC COM 375558103 61,439 909,400 SH   DFND 6,2,1 805,300 0 104,100
GILEAD SCIENCES INC COM 375558103 52,338 774,690 SH   DFND 8,2,1 764,490 0 10,200
GILDAN ACTIVEWEAR INC COM 375916103 162 4,200 SH   DFND 7,2,1 4,200 0 0
GILDAN ACTIVEWEAR INC COM 375916103 3,125 80,800 SH   DFND 6,2,1 11,500 0 69,300
GILDAN ACTIVEWEAR INC COM 375916103 132 3,400 SH   DFND 8,2,1 0 0 3,400
GLAUKOS CORP COM 377322102 3,205 42,500 SH   DFND 6,2,1 27,000 0 15,500
GLOBAL PMTS INC COM 37940X102 52,730 329,295 SH   DFND 7,2,1 329,295 0 0
GLOBAL PMTS INC COM 37940X102 64 400 SH   DFND 6,2,1 0 0 400
GLOBAL PMTS INC COM 37940X102 7,914 49,420 SH   DFND 8,2,1 49,420 0 0
GLOBAL MED REIT INC COM NEW 37954A204 775 73,800 SH   DFND 6,2,1 24,900 0 48,900
GLOBUS MED INC CL A 379577208 34,136 807,003 SH   DFND 8,2,1 807,003 0 0
GLYCOMIMETICS INC COM 38000Q102 11,092 930,551 SH   DFND 8,2,1 930,551 0 0
GODADDY INC CL A 380237107 3,195 45,546 SH   DFND 8,2,1 45,546 0 0
GOGO INC COM 38046C109 128 32,200 SH   DFND 6,2,1 11,600 0 20,600
GOLDMAN SACHS GROUP INC COM 38141G104 106 520 SH   DFND 2,1 520 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,799 28,343 SH   DFND 7,2,1 10,189 0 18,154
GOLDMAN SACHS GROUP INC COM 38141G104 8,470 41,400 SH   DFND 6,2,1 36,900 0 4,500
GRAINGER W W INC COM 384802104 564 2,103 SH   DFND 7,2,1 1,139 0 964
GRAINGER W W INC COM 384802104 10,005 37,300 SH   DFND 6,2,1 34,000 0 3,300
GRAINGER W W INC COM 384802104 1,636 6,100 SH   DFND 8,2,1 5,800 0 300
GRAY TELEVISION INC COM 389375106 3,403 207,600 SH   DFND 6,2,1 146,000 0 61,600
GREENBRIER COS INC COM 393657101 246 8,100 SH   DFND 6,2,1 4,400 0 3,700
GREIF INC CL A 397624107 4,821 148,100 SH   DFND 6,2,1 85,600 0 62,500
GREIF INC CL A 397624107 65 2,000 SH   DFND 8,2,1 0 0 2,000
GRIFFON CORP COM 398433102 408 24,100 SH   DFND 6,2,1 12,900 0 11,200
GROUPON INC COM 399473107 5,899 1,647,700 SH   DFND 6,2,1 951,600 0 696,100
GROUPON INC COM 399473107 2,728 762,022 SH   DFND 8,2,1 738,122 0 23,900
GUESS INC COM 401617105 3,723 230,517 SH   DFND 6,2,1 155,017 0 75,500
GUIDEWIRE SOFTWARE INC COM 40171V100 10,871 107,229 SH   DFND 7,2,1 107,229 0 0
GUIDEWIRE SOFTWARE INC NOTE 1.250% 3/1 40171VAA8 17,367 15,484,000 PRN   DFND 7,2,1 13,784,000 0 1,700,000
HCA HEALTHCARE INC COM 40412C101 643 4,758 SH   DFND 7,2,1 4,758 0 0
HCA HEALTHCARE INC COM 40412C101 18,248 135,000 SH   DFND 6,2,1 9,900 0 125,100
HCA HEALTHCARE INC COM 40412C101 135 1,000 SH   DFND 8,2,1 0 0 1,000
HCP INC COM 40414L109 1,585 49,577 SH   DFND 7,2,1 49,577 0 0
HDFC BANK LTD SPONSORED ADS 40415F101 42,922 330,067 SH   DFND 7,2,1 326,264 0 3,803
HDFC BANK LTD SPONSORED ADS 40415F101 1,978 15,209 SH   DFND 8,2,1 0 0 15,209
HD SUPPLY HLDGS INC COM 40416M105 11 284 SH   DFND 7,2,1 284 0 0
HD SUPPLY HLDGS INC COM 40416M105 15,157 376,300 SH   DFND 6,2,1 235,100 0 141,200
HD SUPPLY HLDGS INC COM 40416M105 1,172 29,100 SH   DFND 8,2,1 22,500 0 6,600
HMS HLDGS CORP COM 40425J101 6,303 194,600 SH   DFND 6,2,1 123,100 0 71,500
HP INC COM 40434L105 501 24,102 SH   DFND 7,2,1 19,807 0 4,295
HP INC COM 40434L105 30,648 1,474,185 SH   DFND 6,2,1 729,985 0 744,200
HP INC COM 40434L105 1,680 80,800 SH   DFND 8,2,1 59,300 0 21,500
HALLIBURTON CO COM 406216101 837 36,810 SH   DFND 7,2,1 10,834 0 25,976
HALLIBURTON CO COM 406216101 298 13,100 SH   DFND 6,2,1 8,300 0 4,800
HALLIBURTON CO COM 406216101 1,005 44,200 SH   DFND 8,2,1 44,200 0 0
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 371 26,100 SH   DFND 6,2,1 900 0 25,200
HALOZYME THERAPEUTICS INC COM 40637H109 7,498 436,419 SH   DFND 8,2,1 436,419 0 0
HAMILTON BEACH BRANDS HLDG C COM CL A 40701T104 747 39,237 SH   DFND 6,2,1 22,643 0 16,594
HANESBRANDS INC COM 410345102 9 500 SH   DFND 7,2,1 500 0 0
HANESBRANDS INC COM 410345102 21,000 1,219,500 SH   DFND 6,2,1 959,900 0 259,600
HANESBRANDS INC COM 410345102 1,224 71,100 SH   DFND 8,2,1 66,500 0 4,600
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,452 51,529 SH   DFND 7,2,1 0 0 51,529
HANNON ARMSTRONG SUST INFR C COM 41068X100 3,837 136,159 SH   DFND 8,2,1 136,159 0 0
HARMONIC INC COM 413160102 1,281 230,746 SH   DFND 6,2,1 119,646 0 111,100
HARRIS CORP DEL COM 413875105 425 2,248 SH   DFND 7,2,1 2,248 0 0
HARRIS CORP DEL COM 413875105 1,116 5,900 SH   DFND 6,2,1 0 0 5,900
HARTFORD FINL SVCS GROUP INC COM 416515104 706 12,678 SH   DFND 7,2,1 12,678 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 31,499 565,300 SH   DFND 6,2,1 556,800 0 8,500
HARTFORD FINL SVCS GROUP INC COM 416515104 2,769 49,700 SH   DFND 8,2,1 49,700 0 0
HASBRO INC COM 418056107 330 3,121 SH   DFND 7,2,1 3,121 0 0
HAVERTY FURNITURE INC COM 419596101 376 22,050 SH   DFND 6,2,1 15,300 0 6,750
HEALTH INS INNOVATIONS INC COM CL A 42225K106 1,195 46,100 SH   DFND 6,2,1 22,900 0 23,200
HECLA MNG CO COM 422704106 109 60,800 SH   DFND 6,2,1 0 0 60,800
HEICO CORP NEW COM 422806109 19,978 149,300 SH   DFND 6,2,1 99,200 0 50,100
HEICO CORP NEW COM 422806109 4,857 36,300 SH   DFND 8,2,1 34,200 0 2,100
HENRY JACK & ASSOC INC COM 426281101 15 109 SH   DFND 7,2,1 109 0 0
HENRY JACK & ASSOC INC COM 426281101 3,803 28,400 SH   DFND 6,2,1 3,200 0 25,200
HERITAGE CRYSTAL CLEAN INC COM 42726M106 590 22,418 SH   DFND 8,2,1 22,418 0 0
HERSHEY CO COM 427866108 723 5,394 SH   DFND 7,2,1 5,394 0 0
HERSHEY CO COM 427866108 17,826 133,000 SH   DFND 6,2,1 9,600 0 123,400
HESS CORP COM 42809H107 452 7,105 SH   DFND 7,2,1 7,105 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 855 57,212 SH   DFND 7,2,1 20,316 0 36,896
HEWLETT PACKARD ENTERPRISE C COM 42824C109 44,325 2,964,900 SH   DFND 6,2,1 2,569,700 0 395,200
HEWLETT PACKARD ENTERPRISE C COM 42824C109 8,015 536,100 SH   DFND 8,2,1 490,300 0 45,800
HEXCEL CORP NEW COM 428291108 28,615 353,797 SH   DFND 8,2,1 353,797 0 0
HIBBETT SPORTS INC COM 428567101 759 41,700 SH   DFND 6,2,1 34,400 0 7,300
HILL INTERNATIONAL INC COM 431466101 297 110,100 SH   DFND 6,2,1 23,300 0 86,800
HILL ROM HLDGS INC COM 431475102 8,055 76,995 SH   DFND 6,2,1 46,600 0 30,395
HILTON WORLDWIDE HLDGS INC COM 43300A203 29 300 SH   DFND 7,2,1 300 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 7,223 73,900 SH   DFND 6,2,1 7,700 0 66,200
HOLLYFRONTIER CORP COM 436106108 393 8,493 SH   DFND 7,2,1 8,493 0 0
HOLLYFRONTIER CORP COM 436106108 69 1,500 SH   DFND 8,2,1 0 0 1,500
HOLOGIC INC COM 436440101 2,356 49,070 SH   DFND 7,2,1 5,022 0 44,048
HOLOGIC INC COM 436440101 2,022 42,100 SH   DFND 6,2,1 0 0 42,100
HOLOGIC INC COM 436440101 10,663 222,050 SH   DFND 8,2,1 222,050 0 0
HOME DEPOT INC COM 437076102 160 769 SH   DFND 2,1 769 0 0
HOME DEPOT INC COM 437076102 15,185 73,014 SH   DFND 7,2,1 32,727 0 40,287
HOME DEPOT INC COM 437076102 122,058 586,900 SH   DFND 6,2,1 307,700 0 279,200
HOME DEPOT INC COM 437076102 13,764 66,182 SH   DFND 8,2,1 60,882 0 5,300
HONEYWELL INTL INC COM 438516106 175 1,000 SH   DFND 2,1 1,000 0 0
HONEYWELL INTL INC COM 438516106 11,596 66,420 SH   DFND 7,2,1 53,666 0 12,754
HONEYWELL INTL INC COM 438516106 55,013 315,100 SH   DFND 6,2,1 84,400 0 230,700
HONEYWELL INTL INC COM 438516106 81,361 466,013 SH   DFND 8,2,1 466,013 0 0
HORMEL FOODS CORP COM 440452100 294 7,249 SH   DFND 7,2,1 7,249 0 0
HORMEL FOODS CORP COM 440452100 1,451 35,800 SH   DFND 6,2,1 0 0 35,800
HOST HOTELS & RESORTS INC COM 44107P104 5,480 300,776 SH   DFND 7,2,1 300,776 0 0
HUBSPOT INC COM 443573100 1,313 7,700 SH   DFND 6,2,1 900 0 6,800
HUBSPOT INC COM 443573100 20,604 120,832 SH   DFND 8,2,1 120,832 0 0
HUMANA INC COM 444859102 332 1,250 SH   DFND 7,2,1 1,250 0 0
HUMANA INC COM 444859102 2,892 10,900 SH   DFND 6,2,1 2,700 0 8,200
HUNT COS FIN TR INC COM 44558T100 11,392 3,340,780 SH   DFND 9,2,1 3,340,780 0 0
HUNT J B TRANS SVCS INC COM 445658107 229 2,506 SH   DFND 7,2,1 2,506 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,380 15,100 SH   DFND 8,2,1 15,100 0 0
HUNTINGTON BANCSHARES INC COM 446150104 99 7,142 SH   DFND 7,2,1 7,142 0 0
HUNTINGTON BANCSHARES INC COM 446150104 392 28,400 SH   DFND 6,2,1 28,400 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 160 713 SH   DFND 7,2,1 713 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 3,191 14,200 SH   DFND 6,2,1 0 0 14,200
HUNTSMAN CORP COM 447011107 10,211 499,540 SH   DFND 6,2,1 318,840 0 180,700
HUNTSMAN CORP COM 447011107 1,067 52,200 SH   DFND 8,2,1 46,000 0 6,200
HURCO COMPANIES INC COM 447324104 664 18,663 SH   DFND 6,2,1 5,400 0 13,263
IDT CORP CL B NEW 448947507 143 15,144 SH   DFND 6,2,1 1,211 0 13,933
HYSTER YALE MATLS HANDLING I CL A 449172105 426 7,700 SH   DFND 6,2,1 3,900 0 3,800
IAC INTERACTIVECORP COM 44919P508 440 2,022 SH   DFND 7,2,1 2,022 0 0
IAC INTERACTIVECORP COM 44919P508 44 200 SH   DFND 6,2,1 0 0 200
IAC INTERACTIVECORP COM 44919P508 4,836 22,233 SH   DFND 8,2,1 22,233 0 0
ICF INTL INC COM 44925C103 4,282 58,817 SH   DFND 6,2,1 37,517 0 21,300
IPG PHOTONICS CORP COM 44980X109 59,949 388,648 SH   DFND 8,2,1 388,648 0 0
ITT INC COM 45073V108 1,202 18,359 SH   DFND 8,2,1 18,359 0 0
ICICI BK LTD ADR 45104G104 1,544 122,654 SH   DFND 8,2,1 0 0 122,654
IDEX CORP COM 45167R104 435 2,526 SH   DFND 7,2,1 2,526 0 0
IDEX CORP COM 45167R104 6,266 36,400 SH   DFND 6,2,1 4,900 0 31,500
IDEXX LABS INC COM 45168D104 717 2,603 SH   DFND 7,2,1 2,603 0 0
IDEXX LABS INC COM 45168D104 26,239 95,300 SH   DFND 6,2,1 59,500 0 35,800
ILLINOIS TOOL WKS INC COM 452308109 1,157 7,675 SH   DFND 7,2,1 7,675 0 0
ILLINOIS TOOL WKS INC COM 452308109 35,953 238,400 SH   DFND 6,2,1 45,300 0 193,100
ILLUMINA INC COM 452327109 450 1,222 SH   DFND 2,1 1,222 0 0
ILLUMINA INC COM 452327109 74 200 SH   DFND 7,2,1 200 0 0
ILLUMINA INC COM 452327109 7,510 20,400 SH   DFND 6,2,1 15,800 0 4,600
ILLUMINA INC COM 452327109 98,521 267,610 SH   DFND 8,2,1 267,610 0 0
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 23,939 15,522,000 PRN   DFND 7,2,1 7,800,000 0 7,722,000
INCYTE CORP COM 45337C102 21 245 SH   DFND 7,2,1 245 0 0
INCYTE CORP COM 45337C102 14,672 172,696 SH   DFND 8,2,1 172,696 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 3,398 293,700 SH   DFND 6,2,1 214,100 0 79,600
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 2,167 68,680 SH   DFND 5,4,2,1 68,680 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 398 125,880 SH   DFND 6,2,1 49,880 0 76,000
INFOSYS LTD SPONSORED ADR 456788108 2,864 267,637 SH   DFND 7,2,1 94,832 0 172,805
INFOSYS LTD SPONSORED ADR 456788108 1,284 120,042 SH   DFND 8,2,1 0 0 120,042
INGLES MKTS INC CL A 457030104 807 25,922 SH   DFND 6,2,1 4,200 0 21,722
INGREDION INC COM 457187102 8 100 SH   DFND 7,2,1 100 0 0
INGREDION INC COM 457187102 12,477 151,250 SH   DFND 6,2,1 86,950 0 64,300
INGREDION INC COM 457187102 1,312 15,900 SH   DFND 8,2,1 12,900 0 3,000
INSIGHT ENTERPRISES INC COM 45765U103 1,112 19,100 SH   DFND 6,2,1 14,800 0 4,300
INNOPHOS HOLDINGS INC COM 45774N108 279 9,600 SH   DFND 6,2,1 4,300 0 5,300
INSPERITY INC COM 45778Q107 2,186 17,900 SH   DFND 6,2,1 10,600 0 7,300
INSULET CORP COM 45784P101 17,013 142,513 SH   DFND 8,2,1 142,513 0 0
INTEL CORP COM 458140100 199 4,160 SH   DFND 2,1 4,160 0 0
INTEL CORP COM 458140100 8,956 187,091 SH   DFND 7,2,1 123,983 0 63,108
INTEL CORP COM 458140100 106,606 2,227,000 SH   DFND 6,2,1 1,528,100 0 698,900
INTEL CORP COM 458140100 11,680 244,000 SH   DFND 8,2,1 230,200 0 13,800
INTEGER HLDGS CORP COM 45826H109 7,360 87,700 SH   DFND 6,2,1 52,800 0 34,900
INTERCONTINENTAL EXCHANGE IN COM 45866F104 79 923 SH   DFND 2,1 923 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 628 7,302 SH   DFND 7,2,1 7,302 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 32,915 383,000 SH   DFND 6,2,1 86,100 0 296,900
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,316 26,950 SH   DFND 8,2,1 26,950 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 837 6,069 SH   DFND 7,2,1 5,793 0 276
INTERNATIONAL BUSINESS MACHS COM 459200101 73,611 533,800 SH   DFND 6,2,1 481,000 0 52,800
INTERNATIONAL BUSINESS MACHS COM 459200101 10,329 74,900 SH   DFND 8,2,1 66,900 0 8,000
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 232 1,596 SH   DFND 7,2,1 1,596 0 0
INTL PAPER CO COM 460146103 247 5,710 SH   DFND 7,2,1 5,241 0 469
INTL PAPER CO COM 460146103 494 11,400 SH   DFND 6,2,1 0 0 11,400
INTL PAPER CO COM 460146103 87 2,000 SH   DFND 8,2,1 0 0 2,000
INTERPUBLIC GROUP COS INC COM 460690100 11 500 SH   DFND 7,2,1 500 0 0
INTERPUBLIC GROUP COS INC COM 460690100 12,314 545,100 SH   DFND 6,2,1 451,700 0 93,400
INTERPUBLIC GROUP COS INC COM 460690100 857 37,929 SH   DFND 8,2,1 33,729 0 4,200
INTRA CELLULAR THERAPIES INC COM 46116X101 1,720 132,511 SH   DFND 6,2,1 98,911 0 33,600
INTUIT COM 461202103 17,848 68,298 SH   DFND 7,2,1 68,298 0 0
INTUIT COM 461202103 75,336 288,280 SH   DFND 6,2,1 166,900 0 121,380
INTUIT COM 461202103 11,714 44,823 SH   DFND 8,2,1 42,223 0 2,600
INVACARE CORP COM 461203101 496 95,500 SH   DFND 6,2,1 58,500 0 37,000
INTUITIVE SURGICAL INC COM NEW 46120E602 212 405 SH   DFND 2,1 405 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 145 276 SH   DFND 7,2,1 276 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,891 32,200 SH   DFND 6,2,1 13,500 0 18,700
INTUITIVE SURGICAL INC COM NEW 46120E602 140,003 266,901 SH   DFND 8,2,1 266,901 0 0
INTREXON CORP COM 46122T102 692 90,396 SH   DFND 6,2,1 49,700 0 40,696
INVESCO EXCHANGE TRADED FD T S&P500 BUY WRT 46137V399 1,266 58,390 SH   DFND 5,4,2,1 58,390 0 0
INVESCO EXCHANGE TRADED FD T DYNMC OIL GAS 46137V670 132 21,510 SH   DFND 5,4,2,1 21,510 0 0
INVESCO DB COMMDY INDX TRCK UNIT 46138B103 1,630 103,620 SH   DFND 5,4,2,1 103,620 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP ENGY 46138E164 225 24,950 SH   DFND 5,4,2,1 24,950 0 0
INVESCO EXCHNG TRADED FD TR S&P MIDCP LOW 46138E198 3,713 72,430 SH   DFND 5,4,2,1 72,430 0 0
INVESCO EXCHNG TRADED FD TR S&P INTL LOW 46138E230 4,678 138,210 SH   DFND 5,4,2,1 138,210 0 0
INVESCO EXCHNG TRADED FD TR S&P EMRNG MKTS 46138E297 1,578 64,710 SH   DFND 5,4,2,1 64,710 0 0
INVESCO EXCHNG TRADED FD TR S&P500 LOW VOL 46138E354 5,761 104,710 SH   DFND 5,4,2,1 104,710 0 0
INVESCO EXCHNG TRADED FD TR S&P500 HDL VOL 46138E362 886 21,050 SH   DFND 5,4,2,1 21,050 0 0
INVESCO EXCHNG TRADED FD TR S&P SMLCP LOW 46138G102 1,746 36,390 SH   DFND 5,4,2,1 36,390 0 0
INVESCO CURRENCYSHARES EURO EURO SHS 46138K103 1,473 13,602 SH   DFND 2,1 0 0 13,602
INVESCO DB G10 CURRENCY HRVS UNIT 46139B102 3,401 140,120 SH   DFND 5,4,2,1 140,120 0 0
INVESCO DB MLTI SECTR CMMTY SILVER FD 46140H205 2,820 125,880 SH   DFND 5,4,2,1 125,880 0 0
INVESCO DB MLTI SECTR CMMTY PRECIOUS METAL 46140H502 1,974 50,960 SH   DFND 5,4,2,1 50,960 0 0
INVESCO DB MLTI SECTR CMMTY GOLD FD 46140H601 8,336 193,175 SH   DFND 5,4,2,1 193,175 0 0
INVESCO DB MLTI SECTR CMMTY BASE METALS FD 46140H700 644 41,580 SH   DFND 5,4,2,1 41,580 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730509 2,973 50,680 SH   DFND 6,2,1 30,340 0 20,340
INVITATION HOMES INC COM 46187W107 33,713 1,261,247 SH   DFND 7,2,1 1,261,247 0 0
IONIS PHARMACEUTICALS INC COM 462222100 1,941 30,200 SH   DFND 6,2,1 30,200 0 0
IONIS PHARMACEUTICALS INC COM 462222100 16,220 252,378 SH   DFND 8,2,1 252,378 0 0
IQVIA HLDGS INC COM 46266C105 1,293 8,039 SH   DFND 7,2,1 1,210 0 6,829
IQVIA HLDGS INC COM 46266C105 772 4,800 SH   DFND 6,2,1 0 0 4,800
IROBOT CORP COM 462726100 632 6,900 SH   DFND 6,2,1 1,300 0 5,600
IRON MTN INC NEW COM 46284V101 9 300 SH   DFND 7,2,1 300 0 0
IRON MTN INC NEW COM 46284V101 13,903 444,200 SH   DFND 6,2,1 373,900 0 70,300
IRON MTN INC NEW COM 46284V101 1,815 58,000 SH   DFND 8,2,1 52,600 0 5,400
ISHARES GOLD TRUST ISHARES 464285105 12,691 940,100 SH   DFND 5,4,2,1 940,100 0 0
ISHARES INC MSCI AUST ETF 464286103 2,523 111,915 SH   DFND 5,4,2,1 111,915 0 0
ISHARES INC MSCI AUSTRIA ETF 464286202 2,385 120,137 SH   DFND 5,4,2,1 120,137 0 0
ISHARES INC MSCI BELGIUM ETF 464286301 1,488 81,197 SH   DFND 5,4,2,1 81,197 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 368 12,970 SH   DFND 5,4,2,1 12,970 0 0
ISHARES INC MIN VOL GBL ETF 464286525 4,280 46,460 SH   DFND 5,4,2,1 46,460 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,590 27,010 SH   DFND 5,4,2,1 27,010 0 0
ISHARES INC MSCI ISRAEL ETF 464286632 1,576 28,900 SH   DFND 5,4,2,1 28,900 0 0
ISHARES INC MSCI FRANCE ETF 464286707 2,279 74,367 SH   DFND 5,4,2,1 74,367 0 0
ISHARES INC MSCI TURKEY ETF 464286715 290 12,184 SH   DFND 5,4,2,1 12,184 0 0
ISHARES INC MSCI SPAIN ETF 464286764 3,317 114,721 SH   DFND 5,4,2,1 114,721 0 0
ISHARES INC MSCI GERMANY ETF 464286806 9,167 326,810 SH   DFND 5,4,2,1 326,810 0 0
ISHARES INC MSCI NETHERL ETF 464286814 308 9,993 SH   DFND 5,4,2,1 9,993 0 0
ISHARES INC MSCI MEXICO ETF 464286822 510 11,748 SH   DFND 5,4,2,1 11,748 0 0
ISHARES INC MSCI HONG KG ETF 464286871 276 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 4,860 37,502 SH   DFND 5,4,2,1 37,502 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 101,551 529,323 SH   DFND 5,4,2,1 529,323 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 40,585 245,754 SH   DFND 5,4,2,1 245,754 0 0
ISHARES TR CORE S&P TTL STK 464287150 15,043 225,770 SH   DFND 5,4,2,1 225,770 0 0
ISHARES TR TIPS BD ETF 464287176 3,516 30,440 SH   DFND 5,4,2,1 30,440 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 7,062 165,115 SH   DFND 5,4,2,1 165,115 0 0
ISHARES TR CORE S&P500 ETF 464287200 10,130 34,369 SH   DFND 2,1 31,103 0 3,266
ISHARES TR CORE S&P500 ETF 464287200 79,030 268,127 SH   DFND 5,4,2,1 268,127 0 0
ISHARES TR CORE US AGGBD ET 464287226 12,034 108,070 SH   DFND 5,4,2,1 108,070 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,858 22,982 SH   DFND 2,1 22,982 0 0
ISHARES TR IBOXX INV CP ETF 464287242 2,405 19,340 SH   DFND 5,4,2,1 19,340 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 100,544 560,948 SH   DFND 5,4,2,1 560,948 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 393 12,100 SH   DFND 5,4,2,1 12,100 0 0
ISHARES TR NORTH AMERN NAT 464287374 262 8,520 SH   DFND 5,4,2,1 8,520 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,048 31,047 SH   DFND 5,4,2,1 31,047 0 0
ISHARES TR S&P 500 VAL ETF 464287408 47,775 409,841 SH   DFND 5,4,2,1 409,841 0 0
ISHARES TR MSCI EAFE ETF 464287465 417 6,340 SH   DFND 5,4,2,1 6,340 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 63,236 709,475 SH   DFND 5,4,2,1 709,475 0 0
ISHARES TR RUS MD CP GR ETF 464287481 6,866 48,154 SH   DFND 5,4,2,1 48,154 0 0
ISHARES TR RUS MID CAP ETF 464287499 649 11,620 SH   DFND 5,4,2,1 11,620 0 0
ISHARES TR CORE S&P MCP ETF 464287507 1,281 6,595 SH   DFND 5,4,2,1 6,595 0 0
ISHARES TR EXPND TEC SC ETF 464287549 78,443 363,750 SH   DFND 5,4,2,1 363,750 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 74,170 583,003 SH   DFND 5,4,2,1 583,003 0 0
ISHARES TR S&P MC 400GR ETF 464287606 12,413 54,860 SH   DFND 5,4,2,1 54,860 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 162,837 1,034,940 SH   DFND 5,4,2,1 1,034,940 0 0
ISHARES TR RUS 1000 ETF 464287622 42,269 259,655 SH   DFND 5,4,2,1 259,655 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 480 3,088 SH   DFND 2,1 3,088 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 104 670 SH   DFND 5,4,2,1 670 0 0
ISHARES TR S&P MC 400VL ETF 464287705 30,797 193,121 SH   DFND 5,4,2,1 193,121 0 0
ISHARES TR U.S. ENERGY ETF 464287796 760 22,090 SH   DFND 5,4,2,1 22,090 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 47,286 438,136 SH   DFND 5,4,2,1 438,136 0 0
ISHARES TR INTL TREA BD ETF 464288117 337 6,630 SH   DFND 5,4,2,1 6,630 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 905 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 200 18,800 SH   DFND 5,4,2,1 18,800 0 0
ISHARES TR EAFE SML CP ETF 464288273 6,143 107,020 SH   DFND 5,4,2,1 107,020 0 0
ISHARES TR JPMORGAN USD EMG 464288281 13,224 116,730 SH   DFND 5,4,2,1 116,730 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 4,636 18,430 SH   DFND 5,4,2,1 18,430 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,470 31,810 SH   DFND 5,4,2,1 31,810 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 20,975 133,237 SH   DFND 5,4,2,1 133,237 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,322 87,380 SH   DFND 5,4,2,1 87,380 0 0
ISHARES TR IBOXX HI YD ETF 464288513 11,207 128,550 SH   DFND 5,4,2,1 128,550 0 0
ISHARES TR CRE U S REIT ETF 464288521 1,059 20,360 SH   DFND 5,4,2,1 20,360 0 0
ISHARES TR US OIL GS EX ETF 464288851 2,164 38,600 SH   DFND 5,4,2,1 38,600 0 0
ISHARES TR MICRO-CAP ETF 464288869 257 2,760 SH   DFND 5,4,2,1 2,760 0 0
ISHARES TR NEW ZEALAND ETF 464289123 1,495 28,000 SH   DFND 5,4,2,1 28,000 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 278 10,700 SH   DFND 5,4,2,1 10,700 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,324 54,300 SH   DFND 5,4,2,1 54,300 0 0
ISHARES TR MSCI IRELAND ETF 46429B507 1,735 41,700 SH   DFND 5,4,2,1 41,700 0 0
ISHARES TR MSCI POLAND ETF 46429B606 26 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POLAND ETF 46429B606 285 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 4,567 89,670 SH   DFND 5,4,2,1 89,670 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 158 2,177 SH   DFND 2,1 0 0 2,177
ISHARES TR MIN VOL EAFE ETF 46429B689 4,665 64,220 SH   DFND 5,4,2,1 64,220 0 0
ISHARES TR MIN VOL USA ETF 46429B697 5,767 93,420 SH   DFND 5,4,2,1 93,420 0 0
ISHARES US ETF TR COMMOD SEL STG 46431W853 736 22,510 SH   DFND 5,4,2,1 22,510 0 0
ISHARES TR CORE MSCI EAFE 46432F842 1,624 26,444 SH   DFND 2,1 26,444 0 0
ISHARES TR CORE MSCI EAFE 46432F842 30,089 490,050 SH   DFND 5,4,2,1 490,050 0 0
ISHARES INC CORE MSCI EMKT 46434G103 17,490 340,000 SH   DFND 2,1 340,000 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,431 47,260 SH   DFND 5,4,2,1 47,260 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,595 64,563 SH   DFND 5,4,2,1 64,563 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 272 9,164 SH   DFND 5,4,2,1 9,164 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 6,930 126,970 SH   DFND 5,4,2,1 126,970 0 0
ISHARES INC MSCI ITALY ETF 46434G830 8,806 319,624 SH   DFND 5,4,2,1 319,624 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 263 12,894 SH   DFND 5,4,2,1 12,894 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 7,668 813,990 SH   DFND 8,2,1 720,889 0 93,101
ITRON INC COM 465741106 1,303 20,827 SH   DFND 8,2,1 20,827 0 0
JPMORGAN CHASE & CO COM 46625H100 368 3,290 SH   DFND 2,1 3,290 0 0
JPMORGAN CHASE & CO COM 46625H100 39,010 348,930 SH   DFND 7,2,1 281,428 0 67,502
JPMORGAN CHASE & CO COM 46625H100 80,480 719,860 SH   DFND 6,2,1 659,660 0 60,200
JPMORGAN CHASE & CO COM 46625H100 7,368 65,900 SH   DFND 8,2,1 65,900 0 0
JACK IN THE BOX INC COM 466367109 1,441 17,700 SH   DFND 6,2,1 7,700 0 10,000
JACK IN THE BOX INC COM 466367109 81 1,000 SH   DFND 8,2,1 0 0 1,000
JP MORGAN EXCHANGE TRADED FD DIVERSIFIED ET 46641Q803 2,214 90,650 SH   DFND 5,4,2,1 90,650 0 0
JACOBS ENGR GROUP INC COM 469814107 247 2,921 SH   DFND 7,2,1 2,921 0 0
JAZZ INVESTMENTS I LTD NOTE 1.500% 8/1 472145AD3 19,700 19,998,000 PRN   DFND 7,2,1 17,961,000 0 2,037,000
JD COM INC SPON ADR CL A 47215P106 140 4,628 SH   DFND 2,1 4,628 0 0
JD COM INC SPON ADR CL A 47215P106 13,382 441,800 SH   DFND 6,2,1 47,700 0 394,100
JD COM INC SPON ADR CL A 47215P106 2,072 68,400 SH   DFND 8,2,1 68,400 0 0
JIANPU TECHNOLOGY INC ADR 47738D101 1,131 302,394 SH   DFND 8,2,1 302,394 0 0
JOHNSON & JOHNSON COM 478160104 209 1,500 SH   DFND 2,1 1,500 0 0
JOHNSON & JOHNSON COM 478160104 32,124 230,640 SH   DFND 7,2,1 219,466 0 11,174
JOHNSON & JOHNSON COM 478160104 105,017 754,000 SH   DFND 6,2,1 424,100 0 329,900
JOHNSON & JOHNSON COM 478160104 4,972 35,700 SH   DFND 8,2,1 32,200 0 3,500
JONES LANG LASALLE INC COM 48020Q107 1,376 9,782 SH   DFND 7,2,1 9,782 0 0
JONES LANG LASALLE INC COM 48020Q107 523 3,719 SH   DFND 6,2,1 2,200 0 1,519
J2 GLOBAL INC COM 48123V102 9,165 103,100 SH   DFND 6,2,1 65,800 0 37,300
JUMIA TECHNOLOGIES AG SPONSORED ADS 48138M105 118,957 4,502,527 SH   DFND 1,2 4,502,527 0 0
JUNIPER NETWORKS INC COM 48203R104 242 9,078 SH   DFND 7,2,1 9,078 0 0
JUNIPER NETWORKS INC COM 48203R104 3,976 149,300 SH   DFND 6,2,1 131,400 0 17,900
JUNIPER NETWORKS INC COM 48203R104 128 4,800 SH   DFND 8,2,1 4,800 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 964 24,421 SH   DFND 7,2,1 8,100 0 16,321
KLA-TENCOR CORP COM 482480100 448 3,792 SH   DFND 7,2,1 3,792 0 0
KLA-TENCOR CORP COM 482480100 414 3,500 SH   DFND 6,2,1 0 0 3,500
KLA-TENCOR CORP COM 482480100 319 2,700 SH   DFND 8,2,1 0 0 2,700
KKR & CO INC CL A 48251W104 37,905 1,500,000 SH   DFND 9,2,1 1,500,000 0 0
KVH INDS INC COM 482738101 331 30,451 SH   DFND 6,2,1 11,177 0 19,274
KANSAS CITY SOUTHERN COM NEW 485170302 18 149 SH   DFND 7,2,1 149 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 24,151 198,250 SH   DFND 8,2,1 198,250 0 0
KELLOGG CO COM 487836108 406 7,588 SH   DFND 7,2,1 7,588 0 0
KELLOGG CO COM 487836108 43,017 803,000 SH   DFND 6,2,1 535,800 0 267,200
KELLOGG CO COM 487836108 5,668 105,800 SH   DFND 8,2,1 96,200 0 9,600
KELLY SVCS INC CL A 488152208 210 8,000 SH   DFND 6,2,1 5,468 0 2,532
KEMPER CORP DEL COM 488401100 6,076 70,413 SH   DFND 7,2,1 70,413 0 0
KEMPER CORP DEL COM 488401100 10,208 118,300 SH   DFND 8,2,1 118,300 0 0
KENNAMETAL INC COM 489170100 8,075 218,300 SH   DFND 6,2,1 132,100 0 86,200
KENNAMETAL INC COM 489170100 488 13,200 SH   DFND 8,2,1 13,200 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,703 41,231 SH   DFND 7,2,1 41,231 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,329 14,800 SH   DFND 8,2,1 13,400 0 1,400
KIMBERLY CLARK CORP COM 494368103 434 3,253 SH   DFND 7,2,1 3,253 0 0
KIMBERLY CLARK CORP COM 494368103 29,436 220,858 SH   DFND 6,2,1 196,383 0 24,475
KIMBERLY CLARK CORP COM 494368103 7,917 59,400 SH   DFND 8,2,1 53,300 0 6,100
KIMCO RLTY CORP COM 49446R109 772 41,765 SH   DFND 7,2,1 41,765 0 0
KIMCO RLTY CORP COM 49446R109 10,626 575,000 SH   DFND 6,2,1 520,500 0 54,500
KINDER MORGAN INC DEL COM 49456B101 832 39,856 SH   DFND 7,2,1 30,527 0 9,329
KINDER MORGAN INC DEL COM 49456B101 5,143 246,300 SH   DFND 6,2,1 224,900 0 21,400
KITE RLTY GROUP TR COM NEW 49803T300 13 883 SH   DFND 7,2,1 883 0 0
KITE RLTY GROUP TR COM NEW 49803T300 3,727 246,300 SH   DFND 6,2,1 150,100 0 96,200
KNOLL INC COM NEW 498904200 211 9,200 SH   DFND 6,2,1 5,500 0 3,700
KOHLS CORP COM 500255104 245 5,160 SH   DFND 7,2,1 5,160 0 0
KOHLS CORP COM 500255104 95 2,000 SH   DFND 6,2,1 2,000 0 0
KONTOOR BRANDS INC COM 50050N103 2 68 SH   DFND 7,2,1 68 0 0
KONTOOR BRANDS INC COM 50050N103 368 13,140 SH   DFND 6,2,1 0 0 13,140
KOPPERS HOLDINGS INC COM 50060P106 279 9,500 SH   DFND 6,2,1 4,200 0 5,300
KOSMOS ENERGY LTD COM 500688106 376 60,000 SH   DFND 7,2,1 60,000 0 0
KRAFT HEINZ CO COM 500754106 387 12,458 SH   DFND 7,2,1 6,483 0 5,975
KRAFT HEINZ CO COM 500754106 885 28,500 SH   DFND 6,2,1 24,000 0 4,500
KROGER CO COM 501044101 340 15,662 SH   DFND 7,2,1 14,560 0 1,102
KROGER CO COM 501044101 1,804 83,100 SH   DFND 6,2,1 64,600 0 18,500
KROGER CO COM 501044101 1,033 47,600 SH   DFND 8,2,1 41,500 0 6,100
L BRANDS INC COM 501797104 49 1,871 SH   DFND 7,2,1 1,871 0 0
L BRANDS INC COM 501797104 11,954 458,000 SH   DFND 6,2,1 437,300 0 20,700
L BRANDS INC COM 501797104 1,078 41,300 SH   DFND 8,2,1 36,100 0 5,200
LG DISPLAY CO LTD SPONS ADR REP 50186V102 152 19,585 SH   DFND 7,2,1 1,214 0 18,371
LTC PPTYS INC COM 502175102 12,810 280,542 SH   DFND 7,2,1 280,542 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 215 1,243 SH   DFND 7,2,1 1,243 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,023 11,700 SH   DFND 6,2,1 2,500 0 9,200
LAM RESEARCH CORP COM 512807108 369 1,966 SH   DFND 7,2,1 1,966 0 0
LAM RESEARCH CORP COM 512807108 2,442 13,000 SH   DFND 6,2,1 1,900 0 11,100
LAM RESEARCH CORP COM 512807108 188 1,000 SH   DFND 8,2,1 0 0 1,000
LANDS END INC NEW COM 51509F105 167 13,700 SH   DFND 6,2,1 6,000 0 7,700
LANTHEUS HLDGS INC COM 516544103 4,002 141,400 SH   DFND 6,2,1 91,200 0 50,200
LAS VEGAS SANDS CORP COM 517834107 3,767 63,745 SH   DFND 7,2,1 6,087 0 57,658
LAS VEGAS SANDS CORP COM 517834107 2,990 50,600 SH   DFND 6,2,1 8,300 0 42,300
LAS VEGAS SANDS CORP COM 517834107 957 16,199 SH   DFND 8,2,1 16,199 0 0
LAUDER ESTEE COS INC CL A 518439104 286 1,564 SH   DFND 2,1 1,564 0 0
LAUDER ESTEE COS INC CL A 518439104 22,106 120,726 SH   DFND 7,2,1 57,860 0 62,866
LAUDER ESTEE COS INC CL A 518439104 30,195 164,900 SH   DFND 6,2,1 35,000 0 129,900
LAUDER ESTEE COS INC CL A 518439104 1,401 7,653 SH   DFND 8,2,1 6,953 0 700
LEAF GROUP LTD COM 52177G102 165 22,298 SH   DFND 6,2,1 0 0 22,298
LEAR CORP COM NEW 521865204 112 803 SH   DFND 7,2,1 803 0 0
LEAR CORP COM NEW 521865204 808 5,800 SH   DFND 6,2,1 0 0 5,800
LEGG MASON INC COM 524901105 8,743 228,400 SH   DFND 6,2,1 134,000 0 94,400
LENDINGTREE INC NEW COM 52603B107 672 1,600 SH   DFND 6,2,1 1,600 0 0
LENNAR CORP CL A 526057104 226 4,664 SH   DFND 7,2,1 4,664 0 0
LENNAR CORP CL A 526057104 48 1,000 SH   DFND 6,2,1 0 0 1,000
LENNOX INTL INC COM 526107107 110 400 SH   DFND 7,2,1 400 0 0
LENNOX INTL INC COM 526107107 6,243 22,700 SH   DFND 6,2,1 4,100 0 18,600
LEXICON PHARMACEUTICALS INC COM NEW 528872302 809 128,600 SH   DFND 6,2,1 18,500 0 110,100
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 3,668 97,000 SH   DFND 6,2,1 4,600 0 92,400
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 1,580 41,800 SH   DFND 8,2,1 37,800 0 4,000
LIFEVANTAGE CORP COM NEW 53222K205 431 33,200 SH   DFND 6,2,1 10,300 0 22,900
LIFETIME BRANDS INC COM 53222Q103 118 12,496 SH   DFND 6,2,1 0 0 12,496
LILLY ELI & CO COM 532457108 1,105 9,971 SH   DFND 7,2,1 8,422 0 1,549
LILLY ELI & CO COM 532457108 52,005 469,400 SH   DFND 6,2,1 135,100 0 334,300
LILLY ELI & CO COM 532457108 20,154 181,911 SH   DFND 8,2,1 179,611 0 2,300
LIMONEIRA CO COM 532746104 4,748 238,137 SH   DFND 7,2,1 238,137 0 0
LINCOLN NATL CORP IND COM 534187109 34 525 SH   DFND 7,2,1 525 0 0
LINCOLN NATL CORP IND COM 534187109 4,789 74,300 SH   DFND 6,2,1 67,800 0 6,500
LINCOLN NATL CORP IND COM 534187109 316 4,900 SH   DFND 8,2,1 4,900 0 0
LITHIA MTRS INC CL A 536797103 3,136 26,400 SH   DFND 6,2,1 19,300 0 7,100
LIVENT CORP COM 53814L108 209 30,187 SH   DFND 7,2,1 30,187 0 0
LOCKHEED MARTIN CORP COM 539830109 654 1,800 SH   DFND 6,2,1 900 0 900
LOEWS CORP COM 540424108 112 2,056 SH   DFND 7,2,1 2,056 0 0
LOEWS CORP COM 540424108 25,870 473,200 SH   DFND 6,2,1 460,800 0 12,400
LOEWS CORP COM 540424108 1,744 31,900 SH   DFND 8,2,1 31,900 0 0
LOUISIANA PAC CORP COM 546347105 585 22,300 SH   DFND 6,2,1 0 0 22,300
LOWES COS INC COM 548661107 743 7,363 SH   DFND 7,2,1 4,989 0 2,374
LOWES COS INC COM 548661107 25,389 251,600 SH   DFND 6,2,1 104,000 0 147,600
LOWES COS INC COM 548661107 535 5,300 SH   DFND 8,2,1 0 0 5,300
LULULEMON ATHLETICA INC COM 550021109 183 1,017 SH   DFND 7,2,1 1,017 0 0
LULULEMON ATHLETICA INC COM 550021109 11,530 63,979 SH   DFND 6,2,1 58,279 0 5,700
LULULEMON ATHLETICA INC COM 550021109 2,912 16,157 SH   DFND 8,2,1 15,757 0 400
LUMENTUM HLDGS INC COM 55024U109 2,868 53,700 SH   DFND 6,2,1 51,000 0 2,700
LUMENTUM HLDGS INC COM 55024U109 57,557 1,077,648 SH   DFND 8,2,1 1,077,648 0 0
LUMENTUM HLDGS INC NOTE 0.250% 3/1 55024UAB5 13,880 11,821,000 PRN   DFND 7,2,1 10,581,000 0 1,240,000
M & T BK CORP COM 55261F104 611 3,595 SH   DFND 7,2,1 3,595 0 0
M & T BK CORP COM 55261F104 15,476 91,000 SH   DFND 6,2,1 4,000 0 87,000
MDU RES GROUP INC COM 552690109 397 15,400 SH   DFND 6,2,1 0 0 15,400
MGIC INVT CORP WIS COM 552848103 6,326 481,414 SH   DFND 6,2,1 347,314 0 134,100
MGIC INVT CORP WIS COM 552848103 71 5,400 SH   DFND 8,2,1 0 0 5,400
MGM RESORTS INTERNATIONAL COM 552953101 73 2,544 SH   DFND 7,2,1 2,544 0 0
MGM RESORTS INTERNATIONAL COM 552953101 670 23,459 SH   DFND 8,2,1 23,459 0 0
MSC INDL DIRECT INC CL A 553530106 1,545 20,800 SH   DFND 6,2,1 15,500 0 5,300
MSCI INC COM 55354G100 411 1,722 SH   DFND 2,1 1,722 0 0
MSCI INC COM 55354G100 35,361 148,082 SH   DFND 7,2,1 113,082 0 35,000
MSCI INC COM 55354G100 24,643 103,200 SH   DFND 6,2,1 63,500 0 39,700
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 4,842 320,000 SH   DFND 8,2,1 320,000 0 0
MACERICH CO COM 554382101 573 17,105 SH   DFND 7,2,1 17,105 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 4 100 SH   DFND 7,2,1 100 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 336 8,300 SH   DFND 6,2,1 8,300 0 0
MACROGENICS INC COM 556099109 3,027 178,400 SH   DFND 6,2,1 117,200 0 61,200
MACYS INC COM 55616P104 214 9,978 SH   DFND 7,2,1 9,978 0 0
MACYS INC COM 55616P104 494 23,000 SH   DFND 6,2,1 23,000 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 134 14,900 SH   DFND 6,2,1 6,400 0 8,500
MAGNA INTL INC COM 559222401 4,596 92,465 SH   DFND 7,2,1 56,854 0 35,611
MAGNA INTL INC COM 559222401 905 18,200 SH   DFND 6,2,1 0 0 18,200
MAGNA INTL INC COM 559222401 229 4,600 SH   DFND 8,2,1 0 0 4,600
MANITOWOC CO INC COM NEW 563571405 1,022 57,400 SH   DFND 6,2,1 48,100 0 9,300
MANPOWERGROUP INC COM 56418H100 10 100 SH   DFND 7,2,1 100 0 0
MANPOWERGROUP INC COM 56418H100 5,757 59,601 SH   DFND 6,2,1 31,100 0 28,501
MANULIFE FINL CORP COM 56501R106 185 10,186 SH   DFND 7,2,1 10,186 0 0
MANULIFE FINL CORP COM 56501R106 8,406 462,400 SH   DFND 6,2,1 416,000 0 46,400
MANULIFE FINL CORP COM 56501R106 1,336 73,500 SH   DFND 8,2,1 73,500 0 0
MARATHON OIL CORP COM 565849106 291 20,513 SH   DFND 7,2,1 20,513 0 0
MARATHON OIL CORP COM 565849106 13,782 969,900 SH   DFND 6,2,1 927,600 0 42,300
MARATHON OIL CORP COM 565849106 1,353 95,200 SH   DFND 8,2,1 95,200 0 0
MARATHON PETE CORP COM 56585A102 1,787 31,975 SH   DFND 7,2,1 27,892 0 4,083
MARATHON PETE CORP COM 56585A102 866 15,500 SH   DFND 6,2,1 3,600 0 11,900
MARCUS CORP COM 566330106 438 13,300 SH   DFND 6,2,1 7,000 0 6,300
MARKEL CORP COM 570535104 240 220 SH   DFND 7,2,1 220 0 0
MARKEL CORP COM 570535104 425 390 SH   DFND 6,2,1 390 0 0
MARSH & MCLENNAN COS INC COM 571748102 781 7,834 SH   DFND 7,2,1 7,834 0 0
MARSH & MCLENNAN COS INC COM 571748102 27,561 276,300 SH   DFND 6,2,1 261,000 0 15,300
MARSH & MCLENNAN COS INC COM 571748102 2,434 24,400 SH   DFND 8,2,1 24,400 0 0
MARRIOTT INTL INC NEW CL A 571903202 281 2,000 SH   DFND 7,2,1 2,000 0 0
MARRIOTT INTL INC NEW CL A 571903202 10,480 74,700 SH   DFND 6,2,1 10,300 0 64,400
MARTIN MARIETTA MATLS INC COM 573284106 23 100 SH   DFND 7,2,1 100 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,485 10,800 SH   DFND 8,2,1 10,800 0 0
MASCO CORP COM 574599106 104 2,657 SH   DFND 7,2,1 2,657 0 0
MASCO CORP COM 574599106 16,289 415,100 SH   DFND 6,2,1 299,400 0 115,700
MASCO CORP COM 574599106 2,825 72,000 SH   DFND 8,2,1 69,100 0 2,900
MASIMO CORP COM 574795100 4,465 30,000 SH   DFND 7,2,1 0 0 30,000
MASIMO CORP COM 574795100 3,140 21,100 SH   DFND 6,2,1 13,800 0 7,300
MASIMO CORP COM 574795100 9,652 64,856 SH   DFND 8,2,1 63,956 0 900
MASTEC INC COM 576323109 6,340 123,030 SH   DFND 7,2,1 123,030 0 0
MASTERCARD INC CL A 57636Q104 373 1,409 SH   DFND 2,1 1,409 0 0
MASTERCARD INC CL A 57636Q104 15,788 59,685 SH   DFND 7,2,1 55,703 0 3,982
MASTERCARD INC CL A 57636Q104 98,881 373,800 SH   DFND 6,2,1 216,200 0 157,600
MASTERCARD INC CL A 57636Q104 2,513 9,500 SH   DFND 8,2,1 8,000 0 1,500
MATCH GROUP INC COM 57665R106 4,581 68,100 SH   DFND 6,2,1 65,900 0 2,200
MATCH GROUP INC COM 57665R106 854 12,700 SH   DFND 8,2,1 11,700 0 1,000
MAXIM INTEGRATED PRODS INC COM 57772K101 286 4,784 SH   DFND 7,2,1 4,784 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,029 17,200 SH   DFND 6,2,1 0 0 17,200
MAXIMUS INC COM 577933104 11,693 161,200 SH   DFND 6,2,1 124,800 0 36,400
MAXIMUS INC COM 577933104 2,466 34,000 SH   DFND 8,2,1 34,000 0 0
MCCORMICK & CO INC COM NON VTG 579780206 675 4,354 SH   DFND 7,2,1 4,354 0 0
MCCORMICK & CO INC COM NON VTG 579780206 14,958 96,500 SH   DFND 6,2,1 4,300 0 92,200
MCDONALDS CORP COM 580135101 269 1,296 SH   DFND 2,1 1,296 0 0
MCDONALDS CORP COM 580135101 2,736 13,174 SH   DFND 7,2,1 5,862 0 7,312
MCDONALDS CORP COM 580135101 63,295 304,800 SH   DFND 6,2,1 91,900 0 212,900
MCDONALDS CORP COM 580135101 145 700 SH   DFND 8,2,1 0 0 700
MCKESSON CORP COM 58155Q103 167 1,245 SH   DFND 7,2,1 275 0 970
MCKESSON CORP COM 58155Q103 242 1,800 SH   DFND 6,2,1 1,200 0 600
MEDICAL PPTYS TRUST INC COM 58463J304 62 3,580 SH   DFND 7,2,1 3,580 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,636 437,842 SH   DFND 6,2,1 313,842 0 124,000
MEDICAL PPTYS TRUST INC COM 58463J304 89 5,100 SH   DFND 8,2,1 5,100 0 0
MEDPACE HLDGS INC COM 58506Q109 968 14,800 SH   DFND 6,2,1 8,000 0 6,800
MEET GROUP INC COM 58513U101 880 253,000 SH   DFND 6,2,1 128,200 0 124,800
MELCO RESORTS AND ENTMT LTD ADR 585464100 706 32,500 SH   DFND 2,1 32,500 0 0
MELCO RESORTS AND ENTMT LTD ADR 585464100 7 300 SH   DFND 7,2,1 300 0 0
MERCK & CO INC COM 58933Y105 199 2,377 SH   DFND 2,1 2,377 0 0
MERCK & CO INC COM 58933Y105 15,590 185,927 SH   DFND 7,2,1 49,675 0 136,252
MERCK & CO INC COM 58933Y105 74,232 885,300 SH   DFND 6,2,1 341,700 0 543,600
MERCK & CO INC COM 58933Y105 54,604 651,207 SH   DFND 8,2,1 641,407 0 9,800
MERCURY SYS INC COM 589378108 633 9,000 SH   DFND 6,2,1 0 0 9,000
METLIFE INC COM 59156R108 465 9,366 SH   DFND 7,2,1 1,901 0 7,465
METLIFE INC COM 59156R108 6,308 127,000 SH   DFND 6,2,1 114,300 0 12,700
METTLER TOLEDO INTERNATIONAL COM 592688105 449 534 SH   DFND 7,2,1 534 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 32,508 38,700 SH   DFND 6,2,1 20,000 0 18,700
METTLER TOLEDO INTERNATIONAL COM 592688105 1,680 2,000 SH   DFND 8,2,1 1,900 0 100
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 139 5,313 SH   DFND 7,2,1 250 0 5,063
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 685 26,166 SH   DFND 6,2,1 18,489 0 7,677
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837403 173 6,606 SH   DFND 8,2,1 6,606 0 0
MICROSOFT CORP COM 594918104 824 6,150 SH   DFND 2,1 6,150 0 0
MICROSOFT CORP COM 594918104 61,199 456,842 SH   DFND 7,2,1 158,248 0 298,594
MICROSOFT CORP COM 594918104 235,150 1,755,378 SH   DFND 6,2,1 1,373,965 0 381,413
MICROSOFT CORP COM 594918104 145,644 1,087,217 SH   DFND 8,2,1 1,079,517 0 7,700
MICROCHIP TECHNOLOGY INC COM 595017104 147 1,699 SH   DFND 7,2,1 1,699 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 72,336 834,328 SH   DFND 8,2,1 834,328 0 0
MICRON TECHNOLOGY INC COM 595112103 1,580 40,941 SH   DFND 7,2,1 30,842 0 10,099
MICRON TECHNOLOGY INC COM 595112103 3,718 96,359 SH   DFND 6,2,1 72,759 0 23,600
MICRON TECHNOLOGY INC COM 595112103 5,403 140,000 SH   DFND 8,2,1 140,000 0 0
MID AMER APT CMNTYS INC COM 59522J103 6,014 51,070 SH   DFND 7,2,1 51,070 0 0
MILLER HERMAN INC COM 600544100 7,179 160,600 SH   DFND 6,2,1 103,400 0 57,200
MINERALS TECHNOLOGIES INC COM 603158106 5,778 107,985 SH   DFND 6,2,1 68,285 0 39,700
MIRATI THERAPEUTICS INC COM 60468T105 2,922 28,370 SH   DFND 8,2,1 28,370 0 0
MOBILEIRON INC COM NEW 60739U204 339 54,700 SH   DFND 6,2,1 25,500 0 29,200
MOLECULAR TEMPLATES INC COM 608550109 5,123 613,474 SH   DFND 8,2,1 613,474 0 0
MOLINA HEALTHCARE INC COM 60855R100 6,055 42,300 SH   DFND 6,2,1 24,400 0 17,900
MOLINA HEALTHCARE INC COM 60855R100 1,346 9,400 SH   DFND 8,2,1 8,300 0 1,100
MOMO INC ADR 60879B107 32 906 SH   DFND 2,1 906 0 0
MOMO INC ADR 60879B107 6,892 192,500 SH   DFND 6,2,1 4,800 0 187,700
MONDELEZ INTL INC CL A 609207105 915 16,971 SH   DFND 7,2,1 16,971 0 0
MONDELEZ INTL INC CL A 609207105 52,372 971,648 SH   DFND 6,2,1 242,538 0 729,110
MONDELEZ INTL INC CL A 609207105 3,175 58,900 SH   DFND 8,2,1 58,900 0 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 3,573 263,700 SH   DFND 6,2,1 172,000 0 91,700
MONOLITHIC PWR SYS INC COM 609839105 2,604 19,180 SH   DFND 7,2,1 19,180 0 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,523 149,850 SH   DFND 6,2,1 101,850 0 48,000
MONSTER BEVERAGE CORP NEW COM 61174X109 223 3,492 SH   DFND 7,2,1 3,492 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 147 2,300 SH   DFND 6,2,1 1,000 0 1,300
MONSTER BEVERAGE CORP NEW COM 61174X109 25,727 403,050 SH   DFND 8,2,1 403,050 0 0
MOODYS CORP COM 615369105 400 2,050 SH   DFND 2,1 2,050 0 0
MOODYS CORP COM 615369105 11,002 56,333 SH   DFND 7,2,1 56,333 0 0
MOODYS CORP COM 615369105 5,820 29,800 SH   DFND 6,2,1 7,600 0 22,200
MOOG INC CL A 615394202 5,038 53,815 SH   DFND 6,2,1 16,715 0 37,100
MOOG INC CL A 615394202 580 6,200 SH   DFND 8,2,1 6,200 0 0
MORGAN STANLEY COM NEW 617446448 4,283 97,766 SH   DFND 7,2,1 91,550 0 6,216
MORGAN STANLEY COM NEW 617446448 15,824 361,200 SH   DFND 6,2,1 171,900 0 189,300
MORNINGSTAR INC COM 617700109 1,692 11,700 SH   DFND 6,2,1 7,100 0 4,600
MOSAIC CO NEW COM 61945C103 10 400 SH   DFND 7,2,1 400 0 0
MOSAIC CO NEW COM 61945C103 5,880 234,900 SH   DFND 6,2,1 202,000 0 32,900
MOTOROLA SOLUTIONS INC COM NEW 620076307 475 2,846 SH   DFND 7,2,1 2,846 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,784 10,700 SH   DFND 6,2,1 0 0 10,700
MURPHY OIL CORP COM 626717102 97 3,922 SH   DFND 7,2,1 3,922 0 0
MURPHY OIL CORP COM 626717102 5,957 241,662 SH   DFND 6,2,1 132,362 0 109,300
MURPHY OIL CORP COM 626717102 74 3,000 SH   DFND 8,2,1 3,000 0 0
MYRIAD GENETICS INC COM 62855J104 2,411 86,787 SH   DFND 6,2,1 48,287 0 38,500
NCR CORP NEW COM 62886E108 78 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 11,572 372,100 SH   DFND 6,2,1 248,300 0 123,800
NCR CORP NEW COM 62886E108 1,110 35,700 SH   DFND 8,2,1 35,700 0 0
NMI HLDGS INC CL A 629209305 659 23,200 SH   DFND 6,2,1 10,000 0 13,200
NVR INC COM 62944T105 172 51 SH   DFND 7,2,1 51 0 0
NVR INC COM 62944T105 3,303 980 SH   DFND 6,2,1 100 0 880
NXP SEMICONDUCTORS N V NOTE 1.000%12/0 62952QAB6 6,112 5,800,000 PRN   DFND 7,2,1 5,100,000 0 700,000
NANOSTRING TECHNOLOGIES INC COM 63009R109 225 7,400 SH   DFND 6,2,1 4,100 0 3,300
NASDAQ INC COM 631103108 170 1,767 SH   DFND 7,2,1 1,767 0 0
NASDAQ INC COM 631103108 11,213 116,600 SH   DFND 6,2,1 80,200 0 36,400
NASDAQ INC COM 631103108 125 1,300 SH   DFND 8,2,1 0 0 1,300
NATERA INC COM 632307104 4,626 167,715 SH   DFND 8,2,1 167,715 0 0
NATIONAL GEN HLDGS CORP COM 636220303 2,121 92,444 SH   DFND 6,2,1 85,244 0 7,200
NATIONAL OILWELL VARCO INC COM 637071101 237 10,650 SH   DFND 7,2,1 10,650 0 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 4,876 168,500 SH   DFND 6,2,1 104,000 0 64,500
NATURES SUNSHINE PRODUCTS IN COM 639027101 278 29,968 SH   DFND 6,2,1 6,413 0 23,555
NAVIGANT CONSULTING INC COM 63935N107 1,171 50,500 SH   DFND 6,2,1 9,700 0 40,800
NEOPHOTONICS CORP COM 64051T100 555 132,700 SH   DFND 6,2,1 45,900 0 86,800
NETAPP INC COM 64110D104 298 4,822 SH   DFND 7,2,1 4,822 0 0
NETFLIX INC COM 64110L106 148 402 SH   DFND 2,1 402 0 0
NETFLIX INC COM 64110L106 1,145 3,116 SH   DFND 7,2,1 2,956 0 160
NETFLIX INC COM 64110L106 23,182 63,111 SH   DFND 6,2,1 53,011 0 10,100
NETFLIX INC COM 64110L106 15,846 43,140 SH   DFND 8,2,1 43,140 0 0
NETSCOUT SYS INC COM 64115T104 5,009 197,300 SH   DFND 6,2,1 115,100 0 82,200
NEW MEDIA INVT GROUP INC COM 64704V106 275 29,100 SH   DFND 6,2,1 14,000 0 15,100
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 261 2,706 SH   DFND 2,1 2,706 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5,870 60,780 SH   DFND 7,2,1 37,889 0 22,891
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 27,884 288,716 SH   DFND 8,2,1 272,391 0 16,325
NEW RELIC INC COM 64829B100 23,118 267,227 SH   DFND 8,2,1 267,227 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 6 600 SH   DFND 7,2,1 600 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 686 68,700 SH   DFND 6,2,1 63,800 0 4,900
NEWELL BRANDS INC COM 651229106 1,167 75,669 SH   DFND 7,2,1 680 0 74,989
NEWMONT GOLDCORP CORPORATION COM 651639106 6,489 168,678 SH   DFND 7,2,1 168,678 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 196 5,100 SH   DFND 6,2,1 0 0 5,100
NEWS CORP NEW CL A 65249B109 16,318 1,209,600 SH   DFND 6,2,1 890,600 0 319,000
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 317 13,800 SH   DFND 6,2,1 13,800 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 11,706 115,900 SH   DFND 6,2,1 82,600 0 33,300
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,131 11,200 SH   DFND 8,2,1 11,200 0 0
NEXTERA ENERGY INC COM 65339F101 7 36 SH   DFND 2,1 36 0 0
NEXTERA ENERGY INC COM 65339F101 28,165 137,485 SH   DFND 7,2,1 31,328 0 106,157
NEXTERA ENERGY INC COM 65339F101 12,312 60,100 SH   DFND 6,2,1 58,100 0 2,000
NEXTERA ENERGY INC COM 65339F101 19,397 94,682 SH   DFND 8,2,1 94,682 0 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 472 11,400 SH   DFND 6,2,1 5,900 0 5,500
NEXTGEN HEALTHCARE INC COM 65343C102 4,242 213,165 SH   DFND 6,2,1 135,000 0 78,165
NICE SYS INC NOTE 1.250% 1/1 65366HAB9 14,535 8,547,000 PRN   DFND 7,2,1 7,377,000 0 1,170,000
NIKE INC CL B 654106103 210 2,501 SH   DFND 2,1 2,501 0 0
NIKE INC CL B 654106103 18,069 215,230 SH   DFND 7,2,1 107,036 0 108,194
NIKE INC CL B 654106103 30,054 358,000 SH   DFND 6,2,1 173,800 0 184,200
NIKE INC CL B 654106103 1,354 16,126 SH   DFND 8,2,1 16,126 0 0
NISOURCE INC COM 65473P105 6,051 210,100 SH   DFND 6,2,1 0 0 210,100
NOKIA CORP SPONSORED ADR 654902204 154 30,752 SH   DFND 2,1 30,752 0 0
NOBLE ENERGY INC COM 655044105 1,229 54,881 SH   DFND 7,2,1 11,872 0 43,009
NORFOLK SOUTHERN CORP COM 655844108 112 560 SH   DFND 7,2,1 560 0 0
NORFOLK SOUTHERN CORP COM 655844108 10,624 53,300 SH   DFND 6,2,1 35,400 0 17,900
NORFOLK SOUTHERN CORP COM 655844108 339 1,700 SH   DFND 8,2,1 0 0 1,700
NORTHERN TR CORP COM 665859104 225 2,500 SH   DFND 7,2,1 2,500 0 0
NORTHERN TR CORP COM 665859104 10,305 114,500 SH   DFND 6,2,1 12,400 0 102,100
NORTHROP GRUMMAN CORP COM 666807102 420 1,300 SH   DFND 6,2,1 900 0 400
NORTHSTAR REALTY EUROPE CORP COM 66706L101 3,031 184,500 SH   DFND 6,2,1 117,700 0 66,800
NOVANTA INC COM 67000B104 42,738 453,209 SH   DFND 8,2,1 453,209 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 3,610 73,200 SH   DFND 6,2,1 59,400 0 13,800
NUANCE COMMUNICATIONS INC COM 67020Y100 12,184 762,900 SH   DFND 6,2,1 468,900 0 294,000
NUANCE COMMUNICATIONS INC COM 67020Y100 696 43,600 SH   DFND 8,2,1 30,300 0 13,300
NUCOR CORP COM 670346105 122 2,206 SH   DFND 7,2,1 2,206 0 0
NUCOR CORP COM 670346105 1,074 19,500 SH   DFND 6,2,1 4,800 0 14,700
NVIDIA CORP COM 67066G104 205 1,251 SH   DFND 2,1 1,251 0 0
NVIDIA CORP COM 67066G104 8,424 51,292 SH   DFND 7,2,1 45,339 0 5,953
NVIDIA CORP COM 67066G104 14,157 86,200 SH   DFND 6,2,1 70,200 0 16,000
NVIDIA CORP COM 67066G104 43,006 261,866 SH   DFND 8,2,1 261,866 0 0
NUVASIVE INC COM 670704105 42,937 733,462 SH   DFND 8,2,1 733,462 0 0
NUTRIEN LTD COM 67077M108 4,389 82,093 SH   DFND 7,2,1 53,722 0 28,371
NUTRIEN LTD COM 67077M108 1,707 31,931 SH   DFND 6,2,1 6,900 0 25,031
O REILLY AUTOMOTIVE INC NEW COM 67103H107 369 1,000 SH   DFND 7,2,1 1,000 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 23,046 62,400 SH   DFND 6,2,1 14,700 0 47,700
O REILLY AUTOMOTIVE INC NEW COM 67103H107 8,201 22,205 SH   DFND 8,2,1 21,605 0 600
OFG BANCORP COM 67103X102 592 24,900 SH   DFND 6,2,1 12,900 0 12,000
OSI SYSTEMS INC COM 671044105 5,361 47,600 SH   DFND 6,2,1 28,900 0 18,700
OCCIDENTAL PETE CORP COM 674599105 5,274 104,896 SH   DFND 7,2,1 53,401 0 51,495
OCCIDENTAL PETE CORP COM 674599105 6,944 138,100 SH   DFND 6,2,1 130,000 0 8,100
OCCIDENTAL PETE CORP COM 674599105 1,099 21,864 SH   DFND 8,2,1 19,964 0 1,900
OFFICE DEPOT INC COM 676220106 217 105,500 SH   DFND 6,2,1 62,400 0 43,100
OFFICE DEPOT INC COM 676220106 187 90,600 SH   DFND 8,2,1 90,600 0 0
OKTA INC CL A 679295105 191 1,543 SH   DFND 7,2,1 1,543 0 0
OKTA INC CL A 679295105 2,606 21,101 SH   DFND 6,2,1 3,967 0 17,134
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 3,882 44,566 SH   DFND 7,2,1 44,566 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 723 8,300 SH   DFND 6,2,1 8,300 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 636 7,300 SH   DFND 8,2,1 7,300 0 0
OMNICOM GROUP INC COM 681919106 295 3,600 SH   DFND 7,2,1 3,600 0 0
OMNICOM GROUP INC COM 681919106 18,463 225,300 SH   DFND 6,2,1 15,300 0 210,000
OMNICOM GROUP INC COM 681919106 115 1,400 SH   DFND 8,2,1 0 0 1,400
OMNICELL INC COM 68213N109 8,095 94,100 SH   DFND 6,2,1 60,100 0 34,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 15,083 12,278,000 PRN   DFND 7,2,1 11,000,000 0 1,278,000
ONEOK INC NEW COM 682680103 213 3,091 SH   DFND 7,2,1 3,091 0 0
ONEOK INC NEW COM 682680103 1,184 17,200 SH   DFND 6,2,1 14,700 0 2,500
OPEN TEXT CORP COM 683715106 15 371 SH   DFND 7,2,1 371 0 0
OPEN TEXT CORP COM 683715106 3,753 91,100 SH   DFND 6,2,1 82,400 0 8,700
OPEN TEXT CORP COM 683715106 62 1,500 SH   DFND 8,2,1 0 0 1,500
ORACLE CORP COM 68389X105 7,401 129,904 SH   DFND 7,2,1 73,173 0 56,731
ORACLE CORP COM 68389X105 112,100 1,967,700 SH   DFND 6,2,1 1,381,000 0 586,700
ORACLE CORP COM 68389X105 12,619 221,500 SH   DFND 8,2,1 205,500 0 16,000
ORBCOMM INC COM 68555P100 3,735 515,218 SH   DFND 8,2,1 515,218 0 0
OUTFRONT MEDIA INC COM 69007J106 5,430 210,554 SH   DFND 6,2,1 127,354 0 83,200
OUTFRONT MEDIA INC COM 69007J106 642 24,900 SH   DFND 8,2,1 24,900 0 0
OVERSTOCK COM INC DEL COM 690370101 236 17,362 SH   DFND 6,2,1 8,662 0 8,700
OXFORD INDS INC COM 691497309 4,290 56,600 SH   DFND 6,2,1 32,800 0 23,800
OXFORD INDS INC COM 691497309 53 700 SH   DFND 8,2,1 0 0 700
P A M TRANSN SVCS INC COM 693149106 291 4,693 SH   DFND 6,2,1 893 0 3,800
PC CONNECTION INC COM 69318J100 2,817 80,518 SH   DFND 6,2,1 52,504 0 28,014
PCM INC COM 69323K100 1,444 41,200 SH   DFND 6,2,1 20,400 0 20,800
PDL BIOPHARMA INC COM 69329Y104 230 73,200 SH   DFND 6,2,1 34,000 0 39,200
PJT PARTNERS INC COM CL A 69343T107 950 23,452 SH   DFND 7,2,1 0 0 23,452
PNC FINL SVCS GROUP INC COM 693475105 3,279 23,882 SH   DFND 7,2,1 22,178 0 1,704
PNC FINL SVCS GROUP INC COM 693475105 28,211 205,500 SH   DFND 6,2,1 68,900 0 136,600
POSCO SPONSORED ADR 693483109 817 15,404 SH   DFND 7,2,1 2,340 0 13,064
PPG INDS INC COM 693506107 6,591 56,472 SH   DFND 7,2,1 43,477 0 12,995
PPG INDS INC COM 693506107 18,207 156,000 SH   DFND 6,2,1 20,600 0 135,400
PPG INDS INC COM 693506107 12,697 108,788 SH   DFND 8,2,1 104,788 0 4,000
PPL CORP COM 69351T106 110 3,548 SH   DFND 7,2,1 3,548 0 0
PPL CORP COM 69351T106 14,041 452,800 SH   DFND 6,2,1 443,500 0 9,300
PPL CORP COM 69351T106 177 5,700 SH   DFND 8,2,1 5,700 0 0
PRA HEALTH SCIENCES INC COM 69354M108 99 1,000 SH   DFND 6,2,1 1,000 0 0
PRA HEALTH SCIENCES INC COM 69354M108 188 1,900 SH   DFND 8,2,1 1,900 0 0
PVH CORP COM 693656100 194 2,051 SH   DFND 7,2,1 2,051 0 0
PVH CORP COM 693656100 76 800 SH   DFND 8,2,1 0 0 800
PTC INC COM 69370C100 110 1,231 SH   DFND 2,1 1,231 0 0
PTC INC COM 69370C100 145,799 1,624,316 SH   DFND 8,2,1 1,624,316 0 0
PACCAR INC COM 693718108 351 4,897 SH   DFND 7,2,1 4,897 0 0
PACCAR INC COM 693718108 10,713 149,500 SH   DFND 6,2,1 12,400 0 137,100
PACKAGING CORP AMER COM 695156109 176 1,850 SH   DFND 7,2,1 1,850 0 0
PACKAGING CORP AMER COM 695156109 16,681 175,000 SH   DFND 6,2,1 145,100 0 29,900
PACKAGING CORP AMER COM 695156109 1,868 19,600 SH   DFND 8,2,1 17,500 0 2,100
PACWEST BANCORP DEL COM 695263103 4,679 120,500 SH   DFND 6,2,1 64,300 0 56,200
PALO ALTO NETWORKS INC COM 697435105 48,842 239,704 SH   DFND 7,2,1 239,704 0 0
PALO ALTO NETWORKS INC COM 697435105 734 3,600 SH   DFND 6,2,1 3,400 0 200
PALO ALTO NETWORKS INC COM 697435105 16,373 80,355 SH   DFND 8,2,1 80,355 0 0
PARAMOUNT GROUP INC COM 69924R108 150 10,680 SH   DFND 7,2,1 10,680 0 0
PARAMOUNT GROUP INC COM 69924R108 4,783 341,384 SH   DFND 6,2,1 208,684 0 132,700
PARAMOUNT GROUP INC COM 69924R108 692 49,400 SH   DFND 8,2,1 41,100 0 8,300
PARKER HANNIFIN CORP COM 701094104 65 385 SH   DFND 7,2,1 385 0 0
PARKER HANNIFIN CORP COM 701094104 4,412 25,949 SH   DFND 6,2,1 16,849 0 9,100
PARKER HANNIFIN CORP COM 701094104 49,925 293,658 SH   DFND 8,2,1 293,658 0 0
PATTERSON COMPANIES INC COM 703395103 6,978 304,700 SH   DFND 6,2,1 198,100 0 106,600
PATTERSON COMPANIES INC COM 703395103 593 25,900 SH   DFND 8,2,1 19,800 0 6,100
PAYCHEX INC COM 704326107 824 10,014 SH   DFND 7,2,1 10,014 0 0
PAYCHEX INC COM 704326107 48,913 594,400 SH   DFND 6,2,1 351,800 0 242,600
PAYCHEX INC COM 704326107 3,201 38,900 SH   DFND 8,2,1 30,200 0 8,700
PAYCOM SOFTWARE INC COM 70432V102 79 349 SH   DFND 7,2,1 349 0 0
PAYCOM SOFTWARE INC COM 70432V102 23,738 104,700 SH   DFND 6,2,1 85,400 0 19,300
PAYCOM SOFTWARE INC COM 70432V102 5,237 23,100 SH   DFND 8,2,1 22,000 0 1,100
PAYLOCITY HLDG CORP COM 70438V106 9,767 104,100 SH   DFND 6,2,1 91,500 0 12,600
PAYLOCITY HLDG CORP COM 70438V106 1,801 19,200 SH   DFND 8,2,1 18,300 0 900
PAYPAL HLDGS INC COM 70450Y103 441 3,855 SH   DFND 2,1 3,855 0 0
PAYPAL HLDGS INC COM 70450Y103 54,208 473,597 SH   DFND 7,2,1 473,597 0 0
PAYPAL HLDGS INC COM 70450Y103 16,405 143,327 SH   DFND 6,2,1 126,500 0 16,827
PAYPAL HLDGS INC COM 70450Y103 46,022 402,077 SH   DFND 8,2,1 402,077 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 7,487 265,693 SH   DFND 7,2,1 265,693 0 0
PEMBINA PIPELINE CORP COM 706327103 77 2,066 SH   DFND 7,2,1 2,066 0 0
PEMBINA PIPELINE CORP COM 706327103 1,976 53,100 SH   DFND 6,2,1 0 0 53,100
PENUMBRA INC COM 70975L107 1,856 11,600 SH   DFND 6,2,1 8,900 0 2,700
PENUMBRA INC COM 70975L107 8,986 56,160 SH   DFND 8,2,1 55,560 0 600
PEOPLES UTD FINL INC COM 712704105 7 400 SH   DFND 7,2,1 400 0 0
PEOPLES UTD FINL INC COM 712704105 691 41,200 SH   DFND 6,2,1 41,200 0 0
PEPSICO INC COM 713448108 121 922 SH   DFND 2,1 922 0 0
PEPSICO INC COM 713448108 3,732 28,459 SH   DFND 7,2,1 27,279 0 1,180
PEPSICO INC COM 713448108 106,877 815,047 SH   DFND 6,2,1 263,353 0 551,694
PEPSICO INC COM 713448108 1,010 7,700 SH   DFND 8,2,1 0 0 7,700
PERKINELMER INC COM 714046109 973 10,100 SH   DFND 6,2,1 0 0 10,100
PERSPECTA INC COM 715347100 42 1,777 SH   DFND 7,2,1 194 0 1,583
PERSPECTA INC COM 715347100 915 39,100 SH   DFND 6,2,1 23,600 0 15,500
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 357 12,220 SH   DFND 7,2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,261 145,193 SH   DFND 7,2,1 51,800 0 93,393
PFENEX INC COM 717071104 178 26,423 SH   DFND 6,2,1 1,200 0 25,223
PFIZER INC COM 717081103 199 4,600 SH   DFND 2,1 4,600 0 0
PFIZER INC COM 717081103 5,969 137,789 SH   DFND 7,2,1 133,708 0 4,081
PFIZER INC COM 717081103 104,076 2,402,500 SH   DFND 6,2,1 1,027,500 0 1,375,000
PFIZER INC COM 717081103 3,522 81,300 SH   DFND 8,2,1 71,400 0 9,900
PHILIP MORRIS INTL INC COM 718172109 6,934 88,295 SH   DFND 7,2,1 17,997 0 70,298
PHILLIPS 66 COM 718546104 3,520 37,633 SH   DFND 7,2,1 37,633 0 0
PHILLIPS 66 COM 718546104 36,237 387,400 SH   DFND 6,2,1 267,200 0 120,200
PHILLIPS 66 COM 718546104 2,133 22,800 SH   DFND 8,2,1 18,300 0 4,500
PHOTRONICS INC COM 719405102 231 28,200 SH   DFND 6,2,1 11,200 0 17,000
PHYSICIANS RLTY TR COM 71943U104 20,035 1,148,796 SH   DFND 7,2,1 1,148,796 0 0
PHYSICIANS RLTY TR COM 71943U104 1,364 78,200 SH   DFND 6,2,1 52,900 0 25,300
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 33 1,659 SH   DFND 7,2,1 1,659 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 719 36,100 SH   DFND 6,2,1 17,000 0 19,100
PINNACLE WEST CAP CORP COM 723484101 226 2,400 SH   DFND 7,2,1 2,400 0 0
PINNACLE WEST CAP CORP COM 723484101 5,937 63,100 SH   DFND 6,2,1 600 0 62,500
PIONEER NAT RES CO COM 723787107 3,826 24,870 SH   DFND 7,2,1 4,808 0 20,062
PIONEER NAT RES CO COM 723787107 292 1,900 SH   DFND 6,2,1 1,000 0 900
PIONEER NAT RES CO COM 723787107 11,214 72,885 SH   DFND 8,2,1 72,885 0 0
PITNEY BOWES INC COM 724479100 117 27,400 SH   DFND 6,2,1 0 0 27,400
PIXELWORKS INC COM NEW 72581M305 39 13,229 SH   DFND 6,2,1 0 0 13,229
PLANET FITNESS INC CL A 72703H101 15,154 209,200 SH   DFND 7,2,1 209,200 0 0
PLANET FITNESS INC CL A 72703H101 7,960 109,880 SH   DFND 8,2,1 109,880 0 0
PLURALSIGHT INC COM CL A 72941B106 5,157 170,073 SH   DFND 7,2,1 170,073 0 0
POPULAR INC COM NEW 733174700 17,785 327,900 SH   DFND 6,2,1 224,900 0 103,000
POPULAR INC COM NEW 733174700 1,405 25,900 SH   DFND 8,2,1 24,200 0 1,700
PORTLAND GEN ELEC CO COM NEW 736508847 0 1 SH   DFND 7,2,1 0 0 1
PORTLAND GEN ELEC CO COM NEW 736508847 823 15,200 SH   DFND 6,2,1 12,000 0 3,200
POTLATCHDELTIC CORPORATION COM 737630103 943 24,200 SH   DFND 6,2,1 11,500 0 12,700
PRESIDIO INC COM 74102M103 3,210 234,844 SH   DFND 6,2,1 137,844 0 97,000
PRICE T ROWE GROUP INC COM 74144T108 459 4,188 SH   DFND 7,2,1 4,188 0 0
PRICE T ROWE GROUP INC COM 74144T108 18,256 166,400 SH   DFND 6,2,1 15,300 0 151,100
PRICELINE GRP INC NOTE 0.350% 6/1 741503AS5 2,980 2,071,000 PRN   DFND 7,2,1 0 0 2,071,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 30,836 26,957,000 PRN   DFND 7,2,1 9,000,000 0 17,957,000
PRICESMART INC COM 741511109 4,376 85,607 SH   DFND 6,2,1 53,600 0 32,007
PRINCIPAL FINL GROUP INC COM 74251V102 198 3,416 SH   DFND 7,2,1 3,416 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 25,284 436,534 SH   DFND 6,2,1 430,034 0 6,500
PRINCIPAL FINL GROUP INC COM 74251V102 2,039 35,200 SH   DFND 8,2,1 35,200 0 0
PRINCIPIA BIOPHARMA INC COM 74257L108 5,089 153,330 SH   DFND 8,2,1 153,330 0 0
PROCTER AND GAMBLE CO COM 742718109 88 800 SH   DFND 2,1 800 0 0
PROCTER AND GAMBLE CO COM 742718109 3,340 30,465 SH   DFND 7,2,1 28,488 0 1,977
PROCTER AND GAMBLE CO COM 742718109 121,306 1,106,300 SH   DFND 6,2,1 384,400 0 721,900
PROCTER AND GAMBLE CO COM 742718109 2,357 21,500 SH   DFND 8,2,1 16,800 0 4,700
PROGENICS PHARMACEUTICALS IN COM 743187106 225 36,400 SH   DFND 6,2,1 19,400 0 17,000
PROGRESS SOFTWARE CORP COM 743312100 1,931 44,264 SH   DFND 6,2,1 23,347 0 20,917
PROGRESSIVE CORP OHIO COM 743315103 919 11,500 SH   DFND 7,2,1 11,500 0 0
PROGRESSIVE CORP OHIO COM 743315103 38,286 479,000 SH   DFND 6,2,1 442,000 0 37,000
PROGRESSIVE CORP OHIO COM 743315103 14,475 181,100 SH   DFND 8,2,1 181,100 0 0
PROLOGIS INC COM 74340W103 54,170 676,279 SH   DFND 7,2,1 645,899 0 30,380
PROLOGIS INC COM 74340W103 5,431 67,800 SH   DFND 6,2,1 65,700 0 2,100
PROLOGIS INC COM 74340W103 32,492 405,641 SH   DFND 8,2,1 405,641 0 0
PROOFPOINT INC COM 743424103 20,216 168,120 SH   DFND 7,2,1 168,120 0 0
PROOFPOINT INC COM 743424103 29,762 247,497 SH   DFND 8,2,1 247,497 0 0
PROSHARES TR HD REPLICATION 74347X294 2,204 48,460 SH   DFND 5,4,2,1 48,460 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 1,927 55,300 SH   DFND 5,4,2,1 55,300 0 0
PRUDENTIAL FINL INC COM 744320102 3,351 33,176 SH   DFND 7,2,1 925 0 32,251
PRUDENTIAL FINL INC COM 744320102 5,282 52,300 SH   DFND 6,2,1 46,400 0 5,900
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 681 11,581 SH   DFND 7,2,1 11,581 0 0
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 20,652 351,100 SH   DFND 6,2,1 25,500 0 325,600
PUBLIC STORAGE COM 74460D109 2,870 12,049 SH   DFND 7,2,1 6,943 0 5,106
PUBLIC STORAGE COM 74460D109 10,813 45,400 SH   DFND 6,2,1 6,300 0 39,100
PULTE GROUP INC COM 745867101 13 400 SH   DFND 7,2,1 400 0 0
PULTE GROUP INC COM 745867101 4,898 154,900 SH   DFND 6,2,1 154,900 0 0
PURE STORAGE INC CL A 74624M102 2,050 134,253 SH   DFND 7,2,1 134,253 0 0
PURE STORAGE INC CL A 74624M102 9,162 600,000 SH   DFND 8,2,1 600,000 0 0
PURE STORAGE INC NOTE 0.125% 4/1 74624MAB8 8,618 9,000,000 PRN   DFND 7,2,1 8,000,000 0 1,000,000
QAD INC CL A 74727D306 446 11,100 SH   DFND 6,2,1 5,700 0 5,400
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 1,284 27,802 SH   DFND 6,2,1 15,600 0 12,202
QORVO INC COM 74736K101 228 3,429 SH   DFND 7,2,1 3,429 0 0
Q2 HLDGS INC COM 74736L109 20,207 264,622 SH   DFND 7,2,1 264,622 0 0
Q2 HLDGS INC COM 74736L109 16,918 221,553 SH   DFND 8,2,1 221,553 0 0
QUALCOMM INC COM 747525103 6,193 81,413 SH   DFND 7,2,1 19,085 0 62,328
QUALCOMM INC COM 747525103 12,088 158,900 SH   DFND 6,2,1 128,900 0 30,000
QUALCOMM INC COM 747525103 192,030 2,524,388 SH   DFND 8,2,1 2,524,388 0 0
QUALYS INC COM 74758T303 6,586 75,630 SH   DFND 7,2,1 75,630 0 0
QUALYS INC COM 74758T303 218 2,500 SH   DFND 6,2,1 0 0 2,500
QUANTA SVCS INC COM 74762E102 23,280 609,595 SH   DFND 6,2,1 496,095 0 113,500
QUANTA SVCS INC COM 74762E102 592 15,500 SH   DFND 8,2,1 15,500 0 0
QUEST DIAGNOSTICS INC COM 74834L100 258 2,535 SH   DFND 7,2,1 2,535 0 0
QUEST DIAGNOSTICS INC COM 74834L100 17,226 169,200 SH   DFND 6,2,1 115,000 0 54,200
QUEST DIAGNOSTICS INC COM 74834L100 4,459 43,800 SH   DFND 8,2,1 43,800 0 0
QUIDEL CORP COM 74838J101 1,450 24,449 SH   DFND 6,2,1 13,149 0 11,300
RCI HOSPITALITY HLDGS INC COM 74934Q108 672 38,358 SH   DFND 6,2,1 10,858 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 138 7,800 SH   DFND 8,2,1 7,800 0 0
RMR GROUP INC CL A 74967R106 1,682 35,794 SH   DFND 6,2,1 18,527 0 17,267
RPT REALTY SH BEN INT 74971D101 2,269 187,400 SH   DFND 6,2,1 115,800 0 71,600
RTW RETAILWINDS INC COM 74980D100 43 25,332 SH   DFND 6,2,1 7,032 0 18,300
RADIAN GROUP INC COM 750236101 11,198 490,050 SH   DFND 6,2,1 313,150 0 176,900
RAMBUS INC DEL COM 750917106 4,028 334,575 SH   DFND 6,2,1 213,175 0 121,400
RALPH LAUREN CORP CL A 751212101 11 100 SH   DFND 7,2,1 100 0 0
RALPH LAUREN CORP CL A 751212101 18,997 167,243 SH   DFND 6,2,1 129,200 0 38,043
RALPH LAUREN CORP CL A 751212101 772 6,800 SH   DFND 8,2,1 5,400 0 1,400
RAYTHEON CO COM NEW 755111507 5,185 29,818 SH   DFND 7,2,1 27,562 0 2,256
RAYTHEON CO COM NEW 755111507 76,125 437,800 SH   DFND 6,2,1 293,800 0 144,000
RAYTHEON CO COM NEW 755111507 8,416 48,400 SH   DFND 8,2,1 42,600 0 5,800
REALTY INCOME CORP COM 756109104 627 9,096 SH   DFND 7,2,1 9,096 0 0
RED HAT INC COM 756577102 47 250 SH   DFND 7,2,1 250 0 0
RED HAT INC COM 756577102 1,521 8,100 SH   DFND 6,2,1 1,800 0 6,300
RED HAT INC COM 756577102 12,204 65,000 SH   DFND 8,2,1 65,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 6,768 2,661,000 PRN   DFND 7,2,1 0 0 2,661,000
RED ROCK RESORTS INC CL A 75700L108 3,682 171,400 SH   DFND 6,2,1 87,100 0 84,300
REGAL BELOIT CORP COM 758750103 8,825 108,000 SH   DFND 6,2,1 63,400 0 44,600
REGAL BELOIT CORP COM 758750103 196 2,400 SH   DFND 8,2,1 2,400 0 0
REGENCY CTRS CORP COM 758849103 359 5,377 SH   DFND 7,2,1 5,377 0 0
REGENCY CTRS CORP COM 758849103 1,842 27,600 SH   DFND 6,2,1 5,200 0 22,400
REGENERON PHARMACEUTICALS COM 75886F107 34 110 SH   DFND 7,2,1 110 0 0
REGENERON PHARMACEUTICALS COM 75886F107 783 2,500 SH   DFND 6,2,1 1,400 0 1,100
REGENERON PHARMACEUTICALS COM 75886F107 14,795 47,268 SH   DFND 8,2,1 46,868 0 400
REGIONS FINL CORP NEW COM 7591EP100 104 6,994 SH   DFND 7,2,1 6,994 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,318 222,100 SH   DFND 6,2,1 0 0 222,100
REINSURANCE GRP OF AMERICA I COM NEW 759351604 4,689 30,055 SH   DFND 7,2,1 30,055 0 0
RENT A CTR INC NEW COM 76009N100 1,089 40,900 SH   DFND 6,2,1 27,600 0 13,300
REPUBLIC SVCS INC COM 760759100 29 333 SH   DFND 7,2,1 333 0 0
REPUBLIC SVCS INC COM 760759100 6,420 74,100 SH   DFND 6,2,1 900 0 73,200
REPUBLIC SVCS INC COM 760759100 69 800 SH   DFND 8,2,1 0 0 800
RESMED INC COM 761152107 259 2,123 SH   DFND 7,2,1 2,123 0 0
RESIDEO TECHNOLOGIES INC COM 76118Y104 342 15,582 SH   DFND 7,2,1 15,417 0 165
RESIDEO TECHNOLOGIES INC COM 76118Y104 7,319 333,900 SH   DFND 6,2,1 208,300 0 125,600
RESOURCES CONNECTION INC COM 76122Q105 2,259 141,122 SH   DFND 6,2,1 92,778 0 48,344
RESTAURANT BRANDS INTL INC COM 76131D103 244 3,515 SH   DFND 7,2,1 3,515 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 2,017 29,000 SH   DFND 6,2,1 10,000 0 19,000
RETAIL VALUE INC COM 76133Q102 33 955 SH   DFND 7,2,1 955 0 0
RETAIL VALUE INC COM 76133Q102 626 18,000 SH   DFND 6,2,1 13,400 0 4,600
REVLON INC CL A NEW 761525609 671 34,700 SH   DFND 6,2,1 19,700 0 15,000
RIGEL PHARMACEUTICALS INC COM NEW 766559603 149 56,900 SH   DFND 6,2,1 43,700 0 13,200
RINGCENTRAL INC CL A 76680R206 8,764 76,266 SH   DFND 6,2,1 49,866 0 26,400
RINGCENTRAL INC CL A 76680R206 1,758 15,300 SH   DFND 8,2,1 14,000 0 1,300
ROBERT HALF INTL INC COM 770323103 11 200 SH   DFND 7,2,1 200 0 0
ROBERT HALF INTL INC COM 770323103 8,688 152,400 SH   DFND 6,2,1 146,900 0 5,500
ROBERT HALF INTL INC COM 770323103 257 4,500 SH   DFND 8,2,1 0 0 4,500
ROCKET PHARMACEUTICALS INC COM 77313F106 3,215 214,362 SH   DFND 8,2,1 214,362 0 0
ROCKWELL AUTOMATION INC COM 773903109 2,301 14,042 SH   DFND 7,2,1 14,042 0 0
ROCKWELL AUTOMATION INC COM 773903109 10,452 63,800 SH   DFND 6,2,1 6,700 0 57,100
ROCKY BRANDS INC COM 774515100 524 19,192 SH   DFND 6,2,1 5,392 0 13,800
ROGERS COMMUNICATIONS INC CL B 775109200 2,283 42,656 SH   DFND 7,2,1 18,502 0 24,154
ROGERS COMMUNICATIONS INC CL B 775109200 8,221 153,600 SH   DFND 6,2,1 42,400 0 111,200
ROGERS COMMUNICATIONS INC CL B 775109200 209 3,900 SH   DFND 8,2,1 0 0 3,900
ROKU INC COM CL A 77543R102 2,989 33,000 SH   DFND 6,2,1 25,200 0 7,800
ROKU INC COM CL A 77543R102 91 1,000 SH   DFND 8,2,1 1,000 0 0
ROLLINS INC COM 775711104 7 192 SH   DFND 7,2,1 192 0 0
ROLLINS INC COM 775711104 1,512 42,150 SH   DFND 6,2,1 0 0 42,150
ROPER TECHNOLOGIES INC COM 776696106 21,803 59,528 SH   DFND 7,2,1 21,249 0 38,279
ROPER TECHNOLOGIES INC COM 776696106 15,932 43,500 SH   DFND 6,2,1 3,600 0 39,900
ROPER TECHNOLOGIES INC COM 776696106 42,291 115,466 SH   DFND 8,2,1 115,466 0 0
ROSS STORES INC COM 778296103 4,750 47,918 SH   DFND 7,2,1 5,077 0 42,841
ROSS STORES INC COM 778296103 19,358 195,300 SH   DFND 6,2,1 16,500 0 178,800
ROSS STORES INC COM 778296103 228 2,300 SH   DFND 8,2,1 0 0 2,300
ROYAL BK CDA MONTREAL QUE COM 780087102 6,139 77,322 SH   DFND 7,2,1 18,122 0 59,200
ROYAL BK CDA MONTREAL QUE COM 780087102 38,017 478,800 SH   DFND 6,2,1 139,900 0 338,900
ROYAL BK CDA MONTREAL QUE COM 780087102 7,021 88,424 SH   DFND 8,2,1 69,424 0 19,000
RUSH ENTERPRISES INC CL A 781846209 1,640 44,900 SH   DFND 6,2,1 11,400 0 33,500
RYANAIR HLDGS PLC SPONSORED ADS 783513203 17,232 268,660 SH   DFND 8,2,1 0 0 268,660
S&P GLOBAL INC COM 78409V104 233 1,025 SH   DFND 2,1 1,025 0 0
S&P GLOBAL INC COM 78409V104 33,672 147,822 SH   DFND 7,2,1 147,822 0 0
S&P GLOBAL INC COM 78409V104 37,654 165,300 SH   DFND 6,2,1 39,100 0 126,200
SK TELECOM LTD SPONSORED ADR 78440P108 1,254 50,663 SH   DFND 7,2,1 20,600 0 30,063
SL GREEN RLTY CORP COM 78440X101 207 2,576 SH   DFND 7,2,1 2,576 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 22,905 78,175 SH   DFND 2,1 43,909 0 34,266
SPX CORP COM 784635104 1,786 54,086 SH   DFND 6,2,1 24,686 0 29,400
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 370 9,664 SH   DFND 5,4,2,1 9,664 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,301 33,769 SH   DFND 5,4,2,1 33,769 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,627 36,395 SH   DFND 5,4,2,1 36,395 0 0
SPDR INDEX SHS FDS PORTFOLIO DEVLPD 78463X889 11,570 391,000 SH   DFND 5,4,2,1 391,000 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 9,494 179,580 SH   DFND 5,4,2,1 179,580 0 0
SPDR SERIES TRUST OILGAS EQUIP 78464A748 127 13,190 SH   DFND 5,4,2,1 13,190 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,373 46,188 SH   DFND 5,4,2,1 46,188 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 4,578 79,472 SH   DFND 7,2,1 79,472 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 711 2,005 SH   DFND 2,1 2,005 0 0
SPDR SERIES TRUST BLOOMBERG SRT TR 78468R408 2,273 83,490 SH   DFND 5,4,2,1 83,490 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78468R622 11,698 107,376 SH   DFND 5,4,2,1 107,376 0 0
SPDR SERIES TRUST SPDR BLOOMBERG 78468R663 2,651 28,942 SH   DFND 7,2,1 28,942 0 0
SPDR SERIES TRUST SSGA US LRG ETF 78468R804 658 6,110 SH   DFND 5,4,2,1 6,110 0 0
SPDR SERIES TRUST SSGA US SMAL ETF 78468R887 1,745 18,760 SH   DFND 5,4,2,1 18,760 0 0
SP PLUS CORP COM 78469C103 2,679 83,900 SH   DFND 6,2,1 55,900 0 28,000
SPX FLOW INC COM 78469X107 4,291 102,500 SH   DFND 6,2,1 84,800 0 17,700
SVB FINL GROUP COM 78486Q101 15 68 SH   DFND 7,2,1 68 0 0
SVB FINL GROUP COM 78486Q101 6,175 27,495 SH   DFND 8,2,1 27,495 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 5,265 267,402 SH   DFND 6,2,1 162,302 0 105,100
SABRA HEALTH CARE REIT INC COM 78573L106 382 19,400 SH   DFND 8,2,1 19,400 0 0
SABRE CORP COM 78573M104 7 300 SH   DFND 7,2,1 300 0 0
SABRE CORP COM 78573M104 10,074 453,800 SH   DFND 6,2,1 315,500 0 138,300
SABRE CORP COM 78573M104 1,177 53,000 SH   DFND 8,2,1 33,900 0 19,100
SAGE THERAPEUTICS INC COM 78667J108 8,473 46,279 SH   DFND 8,2,1 46,279 0 0
SALESFORCE COM INC COM 79466L302 2,224 14,659 SH   DFND 7,2,1 2,993 0 11,666
SALESFORCE COM INC COM 79466L302 49,418 325,700 SH   DFND 6,2,1 284,700 0 41,000
SALESFORCE COM INC COM 79466L302 68,023 448,317 SH   DFND 8,2,1 446,017 0 2,300
SAREPTA THERAPEUTICS INC COM 803607100 9,358 61,585 SH   DFND 8,2,1 61,585 0 0
SAUL CTRS INC COM 804395101 2,852 50,818 SH   DFND 7,2,1 50,818 0 0
HENRY SCHEIN INC COM 806407102 296 4,241 SH   DFND 7,2,1 4,241 0 0
HENRY SCHEIN INC COM 806407102 4,739 67,800 SH   DFND 6,2,1 19,900 0 47,900
SCHLUMBERGER LTD COM 806857108 3,042 76,536 SH   DFND 7,2,1 73,662 0 2,874
SCHLUMBERGER LTD COM 806857108 6,692 168,400 SH   DFND 6,2,1 150,700 0 17,700
SCHNITZER STL INDS CL A 806882106 2,921 111,600 SH   DFND 6,2,1 70,300 0 41,300
THE CHARLES SCHWAB CORPORATI COM 808513105 42 1,055 SH   DFND 2,1 1,055 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 2,488 61,903 SH   DFND 7,2,1 61,903 0 0
THE CHARLES SCHWAB CORPORATI COM 808513105 5,655 140,700 SH   DFND 6,2,1 129,200 0 11,500
THE CHARLES SCHWAB CORPORATI COM 808513105 3,418 85,050 SH   DFND 8,2,1 85,050 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,480 17,097 SH   DFND 7,2,1 17,097 0 0
SEATTLE GENETICS INC COM 812578102 10 141 SH   DFND 7,2,1 141 0 0
SEATTLE GENETICS INC COM 812578102 10,467 151,240 SH   DFND 8,2,1 151,240 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,267 19,890 SH   DFND 5,4,2,1 19,890 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,730 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 9,053 116,000 SH   DFND 2,1 116,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 78,134 1,001,200 SH   DFND 5,4,2,1 1,001,200 0 0
SEMPRA ENERGY COM 816851109 3,303 24,035 SH   DFND 7,2,1 24,035 0 0
SEMPRA ENERGY COM 816851109 30,814 224,200 SH   DFND 6,2,1 20,900 0 203,300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 22 2,668 SH   DFND 7,2,1 2,668 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 208 25,146 SH   DFND 6,2,1 25,146 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 371 44,900 SH   DFND 8,2,1 36,600 0 8,300
SENSIENT TECHNOLOGIES CORP COM 81725T100 4,534 61,709 SH   DFND 7,2,1 61,709 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 2,956 68,805 SH   DFND 7,2,1 68,805 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 23,991 558,452 SH   DFND 9,2,1 558,452 0 0
SERVICE CORP INTL COM 817565104 4,296 91,832 SH   DFND 7,2,1 91,832 0 0
SERVICE CORP INTL COM 817565104 3,435 73,439 SH   DFND 8,2,1 73,439 0 0
SERVICENOW INC COM 81762P102 4,923 17,931 SH   DFND 7,2,1 17,931 0 0
SERVICENOW INC COM 81762P102 25,837 94,100 SH   DFND 6,2,1 78,600 0 15,500
SERVICENOW INC COM 81762P102 63,575 231,545 SH   DFND 8,2,1 229,045 0 2,500
SHAW COMMUNICATIONS INC CL B CONV 82028K200 32 1,579 SH   DFND 7,2,1 1,579 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 434 21,300 SH   DFND 6,2,1 21,300 0 0
SHERWIN WILLIAMS CO COM 824348106 14,399 31,418 SH   DFND 7,2,1 31,394 0 24
SHERWIN WILLIAMS CO COM 824348106 6,279 13,700 SH   DFND 6,2,1 2,500 0 11,200
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1,078 27,714 SH   DFND 7,2,1 7,500 0 20,214
SIGA TECHNOLOGIES INC COM 826917106 335 58,891 SH   DFND 6,2,1 36,891 0 22,000
SILICON LABORATORIES INC COM 826919102 88,035 851,404 SH   DFND 8,2,1 851,404 0 0
SILICON LABORATORIES INC NOTE 1.375% 3/0 826919AB8 15,487 12,462,000 PRN   DFND 7,2,1 12,000,000 0 462,000
SIMON PPTY GROUP INC NEW COM 828806109 29,750 186,215 SH   DFND 7,2,1 155,783 0 30,432
SIMON PPTY GROUP INC NEW COM 828806109 17,078 106,900 SH   DFND 6,2,1 54,500 0 52,400
SIMON PPTY GROUP INC NEW COM 828806109 367 2,300 SH   DFND 8,2,1 0 0 2,300
SINCLAIR BROADCAST GROUP INC CL A 829226109 12,946 241,389 SH   DFND 6,2,1 167,289 0 74,100
SINCLAIR BROADCAST GROUP INC CL A 829226109 558 10,400 SH   DFND 8,2,1 10,400 0 0
SIRIUS XM HLDGS INC COM 82968B103 71 12,655 SH   DFND 7,2,1 12,655 0 0
SKECHERS U S A INC CL A 830566105 3,458 109,800 SH   DFND 6,2,1 82,300 0 27,500
SKYWORKS SOLUTIONS INC COM 83088M102 385 4,988 SH   DFND 7,2,1 4,988 0 0
SMITH A O CORP COM 831865209 2,554 54,156 SH   DFND 7,2,1 54,156 0 0
SMITH A O CORP COM 831865209 495 10,500 SH   DFND 6,2,1 5,300 0 5,200
SMUCKER J M CO COM NEW 832696405 302 2,620 SH   DFND 7,2,1 2,620 0 0
SMUCKER J M CO COM NEW 832696405 29,074 252,400 SH   DFND 6,2,1 234,600 0 17,800
SMUCKER J M CO COM NEW 832696405 3,398 29,500 SH   DFND 8,2,1 28,900 0 600
SNAP ON INC COM 833034101 195 1,175 SH   DFND 7,2,1 1,175 0 0
SNAP ON INC COM 833034101 15,861 95,755 SH   DFND 6,2,1 69,100 0 26,655
SNAP ON INC COM 833034101 331 2,000 SH   DFND 8,2,1 0 0 2,000
SOLAREDGE TECHNOLOGIES INC COM 83417M104 325 5,200 SH   DFND 6,2,1 0 0 5,200
SORRENTO THERAPEUTICS INC COM NEW 83587F202 190 71,000 SH   DFND 6,2,1 71,000 0 0
SOUTHERN CO COM 842587107 416 7,530 SH   DFND 7,2,1 2,288 0 5,242
SOUTHERN CO COM 842587107 6,954 125,800 SH   DFND 6,2,1 119,300 0 6,500
SOUTHERN CO COM 842587107 100 1,800 SH   DFND 8,2,1 0 0 1,800
SOUTHWESTERN ENERGY CO COM 845467109 3,634 1,150,120 SH   DFND 6,2,1 666,220 0 483,900
SOUTHWESTERN ENERGY CO COM 845467109 292 92,500 SH   DFND 8,2,1 78,700 0 13,800
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,676 20,600 SH   DFND 6,2,1 800 0 19,800
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 138 1,700 SH   DFND 8,2,1 0 0 1,700
SPLUNK INC COM 848637104 4,167 33,138 SH   DFND 7,2,1 33,138 0 0
SPLUNK INC COM 848637104 8,522 67,767 SH   DFND 8,2,1 67,767 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 1,398 378,845 SH   DFND 8,2,1 378,845 0 0
SPROUTS FMRS MKT INC COM 85208M102 786 41,634 SH   DFND 8,2,1 41,634 0 0
SQUARE INC CL A 852234103 74 1,020 SH   DFND 2,1 1,020 0 0
SQUARE INC CL A 852234103 21,974 302,963 SH   DFND 7,2,1 302,963 0 0
SQUARE INC CL A 852234103 7,739 106,700 SH   DFND 6,2,1 100,600 0 6,100
SQUARE INC CL A 852234103 7,230 99,676 SH   DFND 8,2,1 93,876 0 5,800
SQUARE INC NOTE 0.500% 5/1 852234AD5 14,438 12,099,000 PRN   DFND 7,2,1 10,879,000 0 1,220,000
STAAR SURGICAL CO COM PAR $0.01 852312305 329 11,213 SH   DFND 6,2,1 6,900 0 4,313
STANLEY BLACK & DECKER INC COM 854502101 181 1,250 SH   DFND 2,1 1,250 0 0
STANLEY BLACK & DECKER INC COM 854502101 255 1,762 SH   DFND 7,2,1 1,762 0 0
STANLEY BLACK & DECKER INC COM 854502101 1,981 13,700 SH   DFND 6,2,1 0 0 13,700
STARBUCKS CORP COM 855244109 89 1,058 SH   DFND 2,1 1,058 0 0
STARBUCKS CORP COM 855244109 13,677 163,146 SH   DFND 7,2,1 47,858 0 115,288
STARBUCKS CORP COM 855244109 56,325 671,900 SH   DFND 6,2,1 188,600 0 483,300
STARBUCKS CORP COM 855244109 38,886 463,864 SH   DFND 8,2,1 457,264 0 6,600
STATE STR CORP COM 857477103 112 2,000 SH   DFND 7,2,1 2,000 0 0
STATE STR CORP COM 857477103 13,146 234,500 SH   DFND 6,2,1 208,800 0 25,700
STEELCASE INC CL A 858155203 860 50,300 SH   DFND 6,2,1 19,600 0 30,700
STEMLINE THERAPEUTICS INC COM 85858C107 8,720 569,194 SH   DFND 8,2,1 569,194 0 0
STORE CAP CORP COM 862121100 27,743 835,872 SH   DFND 7,2,1 835,872 0 0
STRATEGIC ED INC COM 86272C103 10,170 57,134 SH   DFND 8,2,1 57,134 0 0
STRYKER CORP COM 863667101 3,997 19,443 SH   DFND 7,2,1 19,443 0 0
STRYKER CORP COM 863667101 57,480 279,600 SH   DFND 6,2,1 52,600 0 227,000
STRYKER CORP COM 863667101 4,550 22,132 SH   DFND 8,2,1 21,432 0 700
SUN CMNTYS INC COM 866674104 3,188 24,872 SH   DFND 7,2,1 24,872 0 0
SUN LIFE FINL INC COM 866796105 602 14,564 SH   DFND 7,2,1 14,564 0 0
SUN LIFE FINL INC COM 866796105 2,829 68,400 SH   DFND 6,2,1 61,400 0 7,000
SUNCOR ENERGY INC NEW COM 867224107 3,367 108,054 SH   DFND 7,2,1 104,764 0 3,290
SUNCOR ENERGY INC NEW COM 867224107 1,433 46,000 SH   DFND 6,2,1 15,200 0 30,800
SUNTRUST BKS INC COM 867914103 247 3,927 SH   DFND 7,2,1 3,927 0 0
SUNTRUST BKS INC COM 867914103 16,894 268,800 SH   DFND 6,2,1 17,200 0 251,600
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,460 195,213 SH   DFND 8,2,1 195,213 0 0
SYKES ENTERPRISES INC COM 871237103 4,061 147,900 SH   DFND 6,2,1 93,500 0 54,400
SYMANTEC CORP COM 871503108 17,077 784,793 SH   DFND 7,2,1 784,793 0 0
SYMANTEC CORP COM 871503108 26,795 1,231,400 SH   DFND 6,2,1 1,070,700 0 160,700
SYMANTEC CORP COM 871503108 5,209 239,400 SH   DFND 8,2,1 213,800 0 25,600
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,025 129,600 SH   DFND 6,2,1 65,400 0 64,200
SYNAPTICS INC COM 87157D109 3,331 114,300 SH   DFND 6,2,1 68,800 0 45,500
SYNOPSYS INC COM 871607107 225 1,747 SH   DFND 7,2,1 1,747 0 0
SYNOPSYS INC COM 871607107 4,166 32,370 SH   DFND 6,2,1 20,570 0 11,800
SYNOPSYS INC COM 871607107 296 2,300 SH   DFND 8,2,1 0 0 2,300
SYNOVUS FINL CORP COM NEW 87161C501 1,001 28,600 SH   DFND 6,2,1 17,900 0 10,700
SYNCHRONY FINL COM 87165B103 38 1,100 SH   DFND 7,2,1 1,100 0 0
SYNCHRONY FINL COM 87165B103 3,484 100,500 SH   DFND 6,2,1 0 0 100,500
SYNCHRONY FINL COM 87165B103 173 5,000 SH   DFND 8,2,1 0 0 5,000
SYNEOS HEALTH INC CL A 87166B102 5,814 113,800 SH   DFND 6,2,1 70,700 0 43,100
SYSCO CORP COM 871829107 1,088 15,380 SH   DFND 7,2,1 15,380 0 0
SYSCO CORP COM 871829107 35,657 504,200 SH   DFND 6,2,1 38,100 0 466,100
TD AMERITRADE HLDG CORP COM 87236Y108 6,678 133,765 SH   DFND 7,2,1 372 0 133,393
TJX COS INC NEW COM 872540109 7,538 142,552 SH   DFND 7,2,1 117,364 0 25,188
TJX COS INC NEW COM 872540109 49,284 932,000 SH   DFND 6,2,1 202,200 0 729,800
TJX COS INC NEW COM 872540109 24,425 461,900 SH   DFND 8,2,1 454,700 0 7,200
T MOBILE US INC COM 872590104 674 9,086 SH   DFND 7,2,1 9,086 0 0
T MOBILE US INC COM 872590104 4,026 54,300 SH   DFND 6,2,1 5,400 0 48,900
TABLEAU SOFTWARE INC CL A 87336U105 12,062 72,653 SH   DFND 7,2,1 72,653 0 0
TABLEAU SOFTWARE INC CL A 87336U105 9,557 57,563 SH   DFND 8,2,1 57,563 0 0
TACTILE SYS TECHNOLOGY INC COM 87357P100 290 5,096 SH   DFND 6,2,1 1,200 0 3,896
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 14,195 362,393 SH   DFND 7,2,1 193,280 0 169,113
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADS 874039100 23,888 609,866 SH   DFND 8,2,1 559,575 0 50,291
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 16 138 SH   DFND 7,2,1 138 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 11,682 102,900 SH   DFND 6,2,1 100,700 0 2,200
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 738 6,500 SH   DFND 8,2,1 6,500 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 88 2,309 SH   DFND 2,1 2,309 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 21,321 559,619 SH   DFND 7,2,1 559,619 0 0
TAL EDUCATION GROUP SPONSORED ADS 874080104 20,323 533,400 SH   DFND 6,2,1 4,000 0 529,400
TANGER FACTORY OUTLET CTRS I COM 875465106 63 3,866 SH   DFND 7,2,1 3,866 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 615 37,954 SH   DFND 6,2,1 18,754 0 19,200
TAPESTRY INC COM 876030107 280 8,836 SH   DFND 7,2,1 8,836 0 0
TARGET CORP COM 87612E106 1 13 SH   DFND 2,1 13 0 0
TARGET CORP COM 87612E106 894 10,323 SH   DFND 7,2,1 8,479 0 1,844
TARGET CORP COM 87612E106 69,020 796,900 SH   DFND 6,2,1 595,800 0 201,100
TARGET CORP COM 87612E106 10,185 117,600 SH   DFND 8,2,1 105,000 0 12,600
TARGA RES CORP COM 87612G101 409 10,411 SH   DFND 7,2,1 10,411 0 0
TARGA RES CORP COM 87612G101 573 14,600 SH   DFND 6,2,1 14,600 0 0
TATA MTRS LTD SPONSORED ADR 876568502 146 12,531 SH   DFND 7,2,1 455 0 12,076
TC ENERGY CORP COM 87807B107 1,135 22,926 SH   DFND 7,2,1 22,926 0 0
TC ENERGY CORP COM 87807B107 5,794 117,000 SH   DFND 6,2,1 111,200 0 5,800
TC ENERGY CORP COM 87807B107 2,179 44,000 SH   DFND 8,2,1 44,000 0 0
TECK RESOURCES LTD CL B 878742204 38 1,646 SH   DFND 7,2,1 0 0 1,646
TECK RESOURCES LTD CL B 878742204 8,666 375,800 SH   DFND 6,2,1 327,300 0 48,500
TECK RESOURCES LTD CL B 878742204 2,710 117,500 SH   DFND 8,2,1 117,500 0 0
TEGNA INC COM 87901J105 502 33,105 SH   DFND 7,2,1 33,105 0 0
TEGNA INC COM 87901J105 9,030 596,064 SH   DFND 6,2,1 369,464 0 226,600
TEGNA INC COM 87901J105 683 45,100 SH   DFND 8,2,1 45,100 0 0
TELADOC HEALTH INC COM 87918A105 4,291 64,607 SH   DFND 7,2,1 64,607 0 0
TELADOC HEALTH INC COM 87918A105 14,932 224,846 SH   DFND 8,2,1 224,846 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 998 76,667 SH   DFND 7,2,1 30,200 0 46,467
TELEPHONE & DATA SYS INC COM NEW 879433829 374 12,300 SH   DFND 6,2,1 0 0 12,300
TELENAV INC COM 879455103 1,037 129,627 SH   DFND 6,2,1 44,127 0 85,500
TERADATA CORP DEL COM 88076W103 391 10,900 SH   DFND 6,2,1 10,900 0 0
TERADYNE INC COM 880770102 968 20,200 SH   DFND 6,2,1 20,200 0 0
TERADYNE INC COM 880770102 98,523 2,056,415 SH   DFND 8,2,1 2,054,715 0 1,700
TERADYNE INC NOTE 1.250%12/1 880770AG7 14,276 8,800,000 PRN   DFND 7,2,1 7,600,000 0 1,200,000
TEREX CORP NEW COM 880779103 7,062 224,900 SH   DFND 6,2,1 139,900 0 85,000
TESLA INC COM 88160R101 74 331 SH   DFND 7,2,1 331 0 0
TESLA INC COM 88160R101 760 3,400 SH   DFND 6,2,1 2,500 0 900
TESLA INC COM 88160R101 17,268 77,275 SH   DFND 8,2,1 77,275 0 0
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 12,984 14,200,000 PRN   DFND 7,2,1 13,000,000 0 1,200,000
TEXAS INSTRS INC COM 882508104 2,296 20,008 SH   DFND 7,2,1 12,497 0 7,511
TEXAS INSTRS INC COM 882508104 56,490 492,241 SH   DFND 6,2,1 132,541 0 359,700
TEXAS INSTRS INC COM 882508104 100,381 874,702 SH   DFND 8,2,1 874,702 0 0
THERAPEUTICSMD INC COM 88338N107 8,353 3,212,524 SH   DFND 8,2,1 3,212,524 0 0
THE TRADE DESK INC COM CL A 88339J105 7,927 34,800 SH   DFND 6,2,1 25,400 0 9,400
THE TRADE DESK INC COM CL A 88339J105 1,822 8,000 SH   DFND 8,2,1 7,500 0 500
THERMO FISHER SCIENTIFIC INC COM 883556102 403 1,373 SH   DFND 2,1 1,373 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 28,325 96,447 SH   DFND 7,2,1 26,156 0 70,291
THERMO FISHER SCIENTIFIC INC COM 883556102 44,874 152,800 SH   DFND 6,2,1 48,000 0 104,800
THERMO FISHER SCIENTIFIC INC COM 883556102 176,301 600,317 SH   DFND 8,2,1 600,317 0 0
THOMSON REUTERS CORP COM NEW 884903709 26 400 SH   DFND 7,2,1 400 0 0
THOMSON REUTERS CORP COM NEW 884903709 9,376 145,455 SH   DFND 6,2,1 84,800 0 60,655
THOMSON REUTERS CORP COM NEW 884903709 458 7,100 SH   DFND 8,2,1 3,800 0 3,300
3M CO COM 88579Y101 20,998 121,137 SH   DFND 7,2,1 8,910 0 112,227
3M CO COM 88579Y101 41,654 240,300 SH   DFND 6,2,1 90,200 0 150,100
TIFFANY & CO NEW COM 886547108 268 2,861 SH   DFND 7,2,1 2,861 0 0
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 293 19,550 SH   DFND 7,2,1 0 0 19,550
TIMKEN CO COM 887389104 9,139 178,000 SH   DFND 6,2,1 109,800 0 68,200
TIMKEN CO COM 887389104 180 3,500 SH   DFND 8,2,1 3,500 0 0
TITAN MACHY INC COM 88830R101 385 18,700 SH   DFND 6,2,1 10,300 0 8,400
TIVO CORP COM 88870P106 3,295 447,147 SH   DFND 6,2,1 275,747 0 171,400
TIVO CORP COM 88870P106 38 5,200 SH   DFND 8,2,1 0 0 5,200
TORCHMARK CORP COM 891027104 81 905 SH   DFND 7,2,1 905 0 0
TORCHMARK CORP COM 891027104 814 9,100 SH   DFND 6,2,1 9,100 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 9,370 160,550 SH   DFND 7,2,1 19,010 0 141,540
TORONTO DOMINION BK ONT COM NEW 891160509 37,776 647,300 SH   DFND 6,2,1 85,200 0 562,100
TORONTO DOMINION BK ONT COM NEW 891160509 11,844 202,942 SH   DFND 8,2,1 194,142 0 8,800
TRACTOR SUPPLY CO COM 892356106 104 952 SH   DFND 7,2,1 952 0 0
TRACTOR SUPPLY CO COM 892356106 8,029 73,800 SH   DFND 6,2,1 63,700 0 10,100
TRACTOR SUPPLY CO COM 892356106 305 2,800 SH   DFND 8,2,1 0 0 2,800
TRANSDIGM GROUP INC COM 893641100 343 709 SH   DFND 2,1 709 0 0
TRANSGLOBE ENERGY CORP COM 893662106 45 32,600 SH   DFND 6,2,1 27,600 0 5,000
TRANSMEDICS GROUP INC COM 89377M109 5,769 199,005 SH   DFND 8,2,1 199,005 0 0
TRANSUNION COM 89400J107 132 1,800 SH   DFND 7,2,1 1,800 0 0
TRANSUNION COM 89400J107 7,094 96,500 SH   DFND 6,2,1 8,100 0 88,400
TRANSUNION COM 89400J107 110 1,500 SH   DFND 8,2,1 0 0 1,500
TRAVELERS COMPANIES INC COM 89417E109 489 3,271 SH   DFND 7,2,1 3,271 0 0
TRAVELERS COMPANIES INC COM 89417E109 19,408 129,800 SH   DFND 6,2,1 115,700 0 14,100
TRAVELERS COMPANIES INC COM 89417E109 1,690 11,300 SH   DFND 8,2,1 11,300 0 0
TREDEGAR CORP COM 894650100 332 20,000 SH   DFND 6,2,1 10,400 0 9,600
TRIBUNE PUBG CO NEW COM 89609W107 119 14,900 SH   DFND 6,2,1 6,900 0 8,000
TRIMBLE INC COM 896239100 3,345 74,148 SH   DFND 7,2,1 356 0 73,792
TRIMBLE INC COM 896239100 114,888 2,546,842 SH   DFND 8,2,1 2,546,842 0 0
TRINET GROUP INC COM 896288107 1,573 23,200 SH   DFND 6,2,1 15,700 0 7,500
TRINET GROUP INC COM 896288107 81 1,200 SH   DFND 8,2,1 0 0 1,200
TRUEBLUE INC COM 89785X101 713 32,300 SH   DFND 6,2,1 21,800 0 10,500
TTEC HLDGS INC COM 89854H102 3,120 66,973 SH   DFND 6,2,1 52,111 0 14,862
TUPPERWARE BRANDS CORP COM 899896104 2,442 128,300 SH   DFND 6,2,1 68,000 0 60,300
TUPPERWARE BRANDS CORP COM 899896104 164 8,600 SH   DFND 8,2,1 8,600 0 0
TWILIO INC CL A 90138F102 269 1,970 SH   DFND 7,2,1 1,970 0 0
TWILIO INC CL A 90138F102 1,991 14,600 SH   DFND 6,2,1 4,200 0 10,400
TWILIO INC CL A 90138F102 14,295 104,841 SH   DFND 8,2,1 104,841 0 0
TWITTER INC COM 90184L102 28 800 SH   DFND 7,2,1 800 0 0
TWITTER INC COM 90184L102 7,301 209,200 SH   DFND 6,2,1 185,200 0 24,000
II VI INC COM 902104108 296 8,100 SH   DFND 6,2,1 3,700 0 4,400
II VI INC NOTE 0.250% 9/0 902104AB4 9,945 9,443,000 PRN   DFND 7,2,1 8,400,000 0 1,043,000
TYLER TECHNOLOGIES INC COM 902252105 3,702 17,136 SH   DFND 8,2,1 17,136 0 0
TYSON FOODS INC CL A 902494103 134 1,655 SH   DFND 7,2,1 1,655 0 0
TYSON FOODS INC CL A 902494103 6,927 85,800 SH   DFND 6,2,1 75,100 0 10,700
TYSON FOODS INC CL A 902494103 2,915 36,100 SH   DFND 8,2,1 36,100 0 0
UDR INC COM 902653104 311 6,924 SH   DFND 7,2,1 6,924 0 0
UGI CORP NEW COM 902681105 11 200 SH   DFND 7,2,1 200 0 0
UGI CORP NEW COM 902681105 2,206 41,300 SH   DFND 6,2,1 0 0 41,300
US BANCORP DEL COM NEW 902973304 5,037 96,134 SH   DFND 7,2,1 93,600 0 2,534
US BANCORP DEL COM NEW 902973304 29,910 570,800 SH   DFND 6,2,1 213,300 0 357,500
US BANCORP DEL COM NEW 902973304 16,802 320,646 SH   DFND 8,2,1 320,646 0 0
UBIQUITI NETWORKS INC COM 90347A100 7,561 57,500 SH   DFND 6,2,1 47,100 0 10,400
UBIQUITI NETWORKS INC COM 90347A100 2,354 17,900 SH   DFND 8,2,1 16,700 0 1,200
UBER TECHNOLOGIES INC COM 90353T100 17,615 379,797 SH   DFND 8,2,1 379,797 0 0
ULTA BEAUTY INC COM 90384S303 217 626 SH   DFND 7,2,1 626 0 0
ULTA BEAUTY INC COM 90384S303 8,325 24,000 SH   DFND 6,2,1 22,200 0 1,800
ULTA BEAUTY INC COM 90384S303 2,351 6,776 SH   DFND 8,2,1 6,476 0 300
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 18,859 296,991 SH   DFND 8,2,1 296,991 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 195 37,158 SH   DFND 7,2,1 19,864 0 17,294
UMPQUA HLDGS CORP COM 904214103 3,887 234,302 SH   DFND 7,2,1 234,302 0 0
UMPQUA HLDGS CORP COM 904214103 1,399 84,300 SH   DFND 6,2,1 45,000 0 39,300
UNION PACIFIC CORP COM 907818108 260 1,537 SH   DFND 2,1 1,537 0 0
UNION PACIFIC CORP COM 907818108 13,260 78,413 SH   DFND 7,2,1 26,513 0 51,900
UNION PACIFIC CORP COM 907818108 38,388 227,000 SH   DFND 6,2,1 114,200 0 112,800
UNION PACIFIC CORP COM 907818108 23,450 138,670 SH   DFND 8,2,1 136,070 0 2,600
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 376 170,305 SH   DFND 7,2,1 52,300 0 118,005
UNITED PARCEL SERVICE INC CL B 911312106 1,242 12,025 SH   DFND 7,2,1 12,025 0 0
UNITED PARCEL SERVICE INC CL B 911312106 31,394 304,000 SH   DFND 6,2,1 116,400 0 187,600
UNITED PARCEL SERVICE INC CL B 911312106 83 800 SH   DFND 8,2,1 0 0 800
UNITED RENTALS INC COM 911363109 857 6,462 SH   DFND 7,2,1 119 0 6,343
UNITED RENTALS INC COM 911363109 80 600 SH   DFND 6,2,1 0 0 600
UNITED RENTALS INC COM 911363109 12,744 96,085 SH   DFND 8,2,1 96,085 0 0
UNITED TECHNOLOGIES CORP COM 913017109 7,092 54,471 SH   DFND 7,2,1 53,248 0 1,223
UNITED TECHNOLOGIES CORP COM 913017109 35,474 272,454 SH   DFND 6,2,1 227,800 0 44,654
UNITED TECHNOLOGIES CORP COM 913017109 3,476 26,700 SH   DFND 8,2,1 22,300 0 4,400
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,872 49,600 SH   DFND 6,2,1 28,500 0 21,100
UNITED THERAPEUTICS CORP DEL COM 91307C102 70 900 SH   DFND 8,2,1 0 0 900
UNITEDHEALTH GROUP INC COM 91324P102 33,853 138,735 SH   DFND 7,2,1 68,840 0 69,895
UNITEDHEALTH GROUP INC COM 91324P102 74,399 304,900 SH   DFND 6,2,1 140,000 0 164,900
UNITEDHEALTH GROUP INC COM 91324P102 74,199 304,080 SH   DFND 8,2,1 303,080 0 1,000
UNIVAR INC COM 91336L107 2,306 104,611 SH   DFND 7,2,1 104,611 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 658 3,500 SH   DFND 6,2,1 3,500 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 733 3,900 SH   DFND 8,2,1 3,900 0 0
UNIVERSAL ELECTRS INC COM 913483103 328 8,000 SH   DFND 6,2,1 4,200 0 3,800
UNIVERSAL INS HLDGS INC COM 91359V107 402 14,400 SH   DFND 6,2,1 5,600 0 8,800
UNIVERSAL HLTH SVCS INC CL B 913903100 272 2,087 SH   DFND 7,2,1 2,087 0 0
UNUM GROUP COM 91529Y106 166 4,943 SH   DFND 7,2,1 4,943 0 0
UNUM GROUP COM 91529Y106 17,543 522,900 SH   DFND 6,2,1 452,400 0 70,500
UNUM GROUP COM 91529Y106 939 28,000 SH   DFND 8,2,1 28,000 0 0
UPLAND SOFTWARE INC COM 91544A109 214 4,700 SH   DFND 6,2,1 800 0 3,900
URSTADT BIDDLE PPTYS INC CL A 917286205 638 30,370 SH   DFND 6,2,1 17,670 0 12,700
V F CORP COM 918204108 859 9,831 SH   DFND 7,2,1 9,831 0 0
V F CORP COM 918204108 14,762 169,000 SH   DFND 6,2,1 15,100 0 153,900
VAALCO ENERGY INC COM NEW 91851C201 67 40,000 SH   DFND 6,2,1 11,700 0 28,300
VAIL RESORTS INC COM 91879Q109 12 56 SH   DFND 7,2,1 56 0 0
VAIL RESORTS INC COM 91879Q109 1,473 6,600 SH   DFND 6,2,1 0 0 6,600
VALE S A SPONSORED ADS 91912E105 3,082 229,346 SH   DFND 7,2,1 81,478 0 147,868
VALERO ENERGY CORP NEW COM 91913Y100 4,206 49,128 SH   DFND 7,2,1 19,469 0 29,659
VALERO ENERGY CORP NEW COM 91913Y100 950 11,100 SH   DFND 6,2,1 9,500 0 1,600
VALLEY NATL BANCORP COM 919794107 536 49,700 SH   DFND 6,2,1 5,000 0 44,700
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 721 8,950 SH   DFND 5,4,2,1 8,950 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 133 3,191 SH   DFND 2,1 0 0 3,191
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 7,962 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 2,004 40,630 SH   DFND 5,4,2,1 40,630 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 5,928 103,460 SH   DFND 5,4,2,1 103,460 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,102 18,680 SH   DFND 5,4,2,1 18,680 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 7,064 166,100 SH   DFND 5,4,2,1 166,100 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 7,004 106,000 SH   DFND 5,4,2,1 106,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 34,313 625,000 SH   DFND 5,4,2,1 625,000 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 821 9,660 SH   DFND 5,4,2,1 9,660 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 78,915 374,200 SH   DFND 5,4,2,1 374,200 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,848 31,701 SH   DFND 2,1 31,701 0 0
VANGUARD SCOTTSDALE FDS INT-TERM CORP 92206C870 2,562 28,510 SH   DFND 5,4,2,1 28,510 0 0
VAREX IMAGING CORP COM 92214X106 521 17,000 SH   DFND 6,2,1 8,400 0 8,600
VARIAN MED SYS INC COM 92220P105 284 2,087 SH   DFND 7,2,1 2,087 0 0
VARIAN MED SYS INC COM 92220P105 939 6,900 SH   DFND 6,2,1 0 0 6,900
VECTRUS INC COM 92242T101 1,465 36,120 SH   DFND 6,2,1 17,309 0 18,811
VEEVA SYS INC CL A COM 922475108 124 765 SH   DFND 7,2,1 765 0 0
VEEVA SYS INC CL A COM 922475108 27,834 171,700 SH   DFND 6,2,1 138,300 0 33,400
VEEVA SYS INC CL A COM 922475108 17,929 110,600 SH   DFND 8,2,1 107,600 0 3,000
VENTAS INC COM 92276F100 1,698 24,849 SH   DFND 7,2,1 24,849 0 0
VENTAS INC COM 92276F100 3,253 47,586 SH   DFND 8,2,1 47,586 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 1,583 5,880 SH   DFND 5,4,2,1 5,880 0 0
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 35,774 321,300 SH   DFND 5,4,2,1 321,300 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 8,167 54,700 SH   DFND 5,4,2,1 54,700 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 42,574 316,017 SH   DFND 5,4,2,1 316,017 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 104,523 639,712 SH   DFND 5,4,2,1 639,712 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 44,113 397,701 SH   DFND 5,4,2,1 397,701 0 0
VERA BRADLEY INC COM 92335C106 2,031 169,279 SH   DFND 6,2,1 102,200 0 67,079
VEREIT INC COM 92339V100 889 98,688 SH   DFND 7,2,1 98,688 0 0
VERISIGN INC COM 92343E102 326 1,557 SH   DFND 7,2,1 1,557 0 0
VERISIGN INC COM 92343E102 1,464 7,000 SH   DFND 6,2,1 2,200 0 4,800
VERIZON COMMUNICATIONS INC COM 92343V104 6,946 121,578 SH   DFND 7,2,1 31,205 0 90,373
VERIZON COMMUNICATIONS INC COM 92343V104 103,675 1,814,718 SH   DFND 6,2,1 1,209,018 0 605,700
VERIZON COMMUNICATIONS INC COM 92343V104 9,016 157,810 SH   DFND 8,2,1 153,710 0 4,100
VERINT SYS INC COM 92343X100 3,682 68,457 SH   DFND 7,2,1 68,457 0 0
VERINT SYS INC COM 92343X100 9,035 168,000 SH   DFND 6,2,1 109,300 0 58,700
VERINT SYS INC COM 92343X100 871 16,200 SH   DFND 8,2,1 13,900 0 2,300
VERISK ANALYTICS INC COM 92345Y106 209 1,428 SH   DFND 2,1 1,428 0 0
VERISK ANALYTICS INC COM 92345Y106 29,124 198,856 SH   DFND 7,2,1 138,856 0 60,000
VERISK ANALYTICS INC COM 92345Y106 15,261 104,200 SH   DFND 6,2,1 8,800 0 95,400
VERISK ANALYTICS INC COM 92345Y106 11,442 78,127 SH   DFND 8,2,1 78,127 0 0
VERMILION ENERGY INC COM 923725105 449 20,646 SH   DFND 7,2,1 20,646 0 0
VERMILION ENERGY INC COM 923725105 500 23,000 SH   DFND 6,2,1 23,000 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 127 690 SH   DFND 2,1 690 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 64 351 SH   DFND 7,2,1 351 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 38,436 209,600 SH   DFND 6,2,1 188,200 0 21,400
VERTEX PHARMACEUTICALS INC COM 92532F100 45,799 249,748 SH   DFND 8,2,1 249,748 0 0
VIACOM INC NEW CL B 92553P201 263 8,795 SH   DFND 7,2,1 8,795 0 0
VIACOM INC NEW CL B 92553P201 31,422 1,051,950 SH   DFND 6,2,1 921,650 0 130,300
VIACOM INC NEW CL B 92553P201 5,834 195,300 SH   DFND 8,2,1 177,500 0 17,800
VICI PPTYS INC COM 925652109 9,854 447,100 SH   DFND 6,2,1 330,400 0 116,700
VICI PPTYS INC COM 925652109 2,590 117,500 SH   DFND 8,2,1 109,200 0 8,300
VILLAGE SUPER MKT INC CL A NEW 927107409 790 29,817 SH   DFND 6,2,1 22,871 0 6,946
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 24 2,792 SH   DFND 2,1 2,792 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 5,784 670,212 SH   DFND 7,2,1 670,212 0 0
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 9,814 1,137,200 SH   DFND 6,2,1 92,400 0 1,044,800
VIPSHOP HLDGS LTD SPONSORED ADS A 92763W103 1,056 122,400 SH   DFND 8,2,1 122,400 0 0
VISA INC COM CL A 92826C839 124 717 SH   DFND 2,1 717 0 0
VISA INC COM CL A 92826C839 88,901 512,252 SH   DFND 7,2,1 388,138 0 124,114
VISA INC COM CL A 92826C839 112,825 650,100 SH   DFND 6,2,1 281,400 0 368,700
VISA INC COM CL A 92826C839 124,678 718,397 SH   DFND 8,2,1 718,397 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 4,546 275,200 SH   DFND 6,2,1 124,000 0 151,200
VISTEON CORP COM NEW 92839U206 392 6,700 SH   DFND 6,2,1 6,300 0 400
VISTRA ENERGY CORP COM 92840M102 3,779 166,912 SH   DFND 6,2,1 138,312 0 28,600
VISTRA ENERGY CORP COM 92840M102 720 31,800 SH   DFND 8,2,1 31,800 0 0
VMWARE INC CL A COM 928563402 173 1,032 SH   DFND 2,1 1,032 0 0
VMWARE INC CL A COM 928563402 216 1,294 SH   DFND 7,2,1 1,294 0 0
VMWARE INC CL A COM 928563402 3,679 22,000 SH   DFND 6,2,1 2,900 0 19,100
VORNADO RLTY TR SH BEN INT 929042109 354 5,516 SH   DFND 7,2,1 5,516 0 0
VORNADO RLTY TR SH BEN INT 929042109 3,269 51,000 SH   DFND 6,2,1 7,800 0 43,200
VOYA FINL INC COM 929089100 17 300 SH   DFND 7,2,1 300 0 0
VOYA FINL INC COM 929089100 476 8,600 SH   DFND 6,2,1 4,400 0 4,200
W P CAREY INC COM 92936U109 462 5,692 SH   DFND 7,2,1 5,692 0 0
WABTEC CORP COM 929740108 920 12,816 SH   DFND 7,2,1 11,017 0 1,799
WADDELL & REED FINL INC CL A 930059100 4,409 264,500 SH   DFND 6,2,1 164,600 0 99,900
WALMART INC COM 931142103 388 3,509 SH   DFND 2,1 3,509 0 0
WALMART INC COM 931142103 3,019 27,322 SH   DFND 7,2,1 1,200 0 26,122
WALMART INC COM 931142103 21,822 197,500 SH   DFND 6,2,1 162,000 0 35,500
WALGREENS BOOTS ALLIANCE INC COM 931427108 909 16,632 SH   DFND 7,2,1 10,382 0 6,250
WALGREENS BOOTS ALLIANCE INC COM 931427108 14,460 264,500 SH   DFND 6,2,1 140,400 0 124,100
WALGREENS BOOTS ALLIANCE INC COM 931427108 235 4,300 SH   DFND 8,2,1 0 0 4,300
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 293 10,945 SH   DFND 7,2,1 10,945 0 0
WASTE CONNECTIONS INC COM 94106B101 98 1,024 SH   DFND 2,1 1,024 0 0
WASTE CONNECTIONS INC COM 94106B101 35 371 SH   DFND 7,2,1 371 0 0
WASTE CONNECTIONS INC COM 94106B101 5,544 58,000 SH   DFND 6,2,1 0 0 58,000
WASTE CONNECTIONS INC COM 94106B101 1,358 14,207 SH   DFND 8,2,1 14,207 0 0
WASTE MGMT INC DEL COM 94106L109 357 3,098 SH   DFND 2,1 3,098 0 0
WASTE MGMT INC DEL COM 94106L109 623 5,400 SH   DFND 7,2,1 5,400 0 0
WASTE MGMT INC DEL COM 94106L109 57,177 495,600 SH   DFND 6,2,1 147,000 0 348,600
WASTE MGMT INC DEL COM 94106L109 2,665 23,100 SH   DFND 8,2,1 14,500 0 8,600
WATERS CORP COM 941848103 8,179 38,000 SH   DFND 7,2,1 38,000 0 0
WATERS CORP COM 941848103 5,037 23,400 SH   DFND 6,2,1 4,900 0 18,500
WEIBO CORP NOTE 1.250%11/1 948596AC5 8,600 9,110,000 PRN   DFND 7,2,1 8,000,000 0 1,110,000
WEIS MKTS INC COM 948849104 1,303 35,800 SH   DFND 6,2,1 30,300 0 5,500
WELLCARE HEALTH PLANS INC COM 94946T106 212 742 SH   DFND 7,2,1 742 0 0
ANTHEM INC NOTE 2.750%10/1 94973VBG1 13,569 3,477,000 PRN   DFND 7,2,1 0 0 3,477,000
WELLS FARGO CO NEW COM 949746101 10,502 221,934 SH   DFND 7,2,1 66,736 0 155,198
WELLTOWER INC COM 95040Q104 35,460 434,928 SH   DFND 7,2,1 434,928 0 0
WELLTOWER INC COM 95040Q104 334 4,100 SH   DFND 6,2,1 0 0 4,100
WELLTOWER INC COM 95040Q104 1,132 13,887 SH   DFND 8,2,1 13,887 0 0
WESCO INTL INC COM 95082P105 6,068 119,800 SH   DFND 6,2,1 72,000 0 47,800
WESTERN DIGITAL CORP COM 958102105 356 7,491 SH   DFND 7,2,1 7,491 0 0
WESTERN UN CO COM 959802109 44 2,208 SH   DFND 7,2,1 2,208 0 0
WESTERN UN CO COM 959802109 39,472 1,984,500 SH   DFND 6,2,1 1,576,500 0 408,000
WESTERN UN CO COM 959802109 5,587 280,900 SH   DFND 8,2,1 255,400 0 25,500
WEYCO GROUP INC COM 962149100 254 9,491 SH   DFND 6,2,1 2,410 0 7,081
WEYERHAEUSER CO COM 962166104 105 3,972 SH   DFND 7,2,1 3,972 0 0
WEYERHAEUSER CO COM 962166104 12,061 457,900 SH   DFND 6,2,1 442,000 0 15,900
WEYERHAEUSER CO COM 962166104 445 16,900 SH   DFND 8,2,1 16,900 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 2,323 96,082 SH   DFND 7,2,1 96,082 0 0
WHIRLPOOL CORP COM 963320106 92 648 SH   DFND 7,2,1 648 0 0
WHIRLPOOL CORP COM 963320106 12,684 89,100 SH   DFND 6,2,1 82,700 0 6,400
WHITESTONE REIT COM 966084204 315 24,800 SH   DFND 6,2,1 13,200 0 11,600
WILLIAMS COS INC DEL COM 969457100 41 1,470 SH   DFND 7,2,1 1,470 0 0
WILLIAMS COS INC DEL COM 969457100 923 32,900 SH   DFND 6,2,1 26,200 0 6,700
WILLIAMS SONOMA INC COM 969904101 14,313 220,200 SH   DFND 6,2,1 143,400 0 76,800
WILLIAMS SONOMA INC COM 969904101 1,450 22,300 SH   DFND 8,2,1 22,300 0 0
WISDOMTREE TR FUTRE STRAT FD 97717W125 2,130 56,360 SH   DFND 5,4,2,1 56,360 0 0
WOLVERINE WORLD WIDE INC COM 978097103 361 13,100 SH   DFND 6,2,1 0 0 13,100
WOODWARD INC COM 980745103 1,935 17,100 SH   DFND 6,2,1 17,100 0 0
WOODWARD INC COM 980745103 905 8,000 SH   DFND 8,2,1 7,300 0 700
WORKDAY INC CL A 98138H101 215 1,044 SH   DFND 2,1 1,044 0 0
WORKDAY INC CL A 98138H101 192 935 SH   DFND 7,2,1 935 0 0
WORKDAY INC CL A 98138H101 10,073 49,000 SH   DFND 8,2,1 49,000 0 0
WORKDAY INC NOTE 0.250%10/0 98138HAF8 12,954 8,650,000 PRN   DFND 7,2,1 7,500,000 0 1,150,000
WORKIVA INC COM CL A 98139A105 1,394 24,000 SH   DFND 6,2,1 15,100 0 8,900
WORLDPAY INC CL A 981558109 51,873 423,277 SH   DFND 7,2,1 423,277 0 0
WORLDPAY INC CL A 981558109 502 4,100 SH   DFND 6,2,1 3,100 0 1,000
WORLDPAY INC CL A 981558109 103,951 848,231 SH   DFND 8,2,1 848,231 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 6 147 SH   DFND 7,2,1 147 0 0
WYNDHAM DESTINATIONS INC COM 98310W108 13,253 301,900 SH   DFND 6,2,1 199,800 0 102,100
WYNDHAM DESTINATIONS INC COM 98310W108 1,005 22,900 SH   DFND 8,2,1 22,900 0 0
XPO LOGISTICS INC COM 983793100 9,482 164,014 SH   DFND 8,2,1 164,014 0 0
XCEL ENERGY INC COM 98389B100 191 3,211 SH   DFND 7,2,1 3,211 0 0
XCEL ENERGY INC COM 98389B100 3,272 55,000 SH   DFND 6,2,1 50,800 0 4,200
XCEL ENERGY INC COM 98389B100 1,933 32,500 SH   DFND 8,2,1 32,500 0 0
XILINX INC COM 983919101 405 3,435 SH   DFND 2,1 3,435 0 0
XILINX INC COM 983919101 528 4,475 SH   DFND 7,2,1 4,475 0 0
XILINX INC COM 983919101 708 6,000 SH   DFND 6,2,1 0 0 6,000
XILINX INC COM 983919101 65,950 559,277 SH   DFND 8,2,1 559,277 0 0
XEROX CORP COM NEW 984121608 10 275 SH   DFND 7,2,1 275 0 0
XEROX CORP COM NEW 984121608 30,800 869,798 SH   DFND 6,2,1 708,473 0 161,325
XEROX CORP COM NEW 984121608 2,971 83,900 SH   DFND 8,2,1 81,300 0 2,600
XOMA CORP DEL COM NEW 98419J206 215 14,488 SH   DFND 6,2,1 688 0 13,800
XYLEM INC COM 98419M100 8,641 103,316 SH   DFND 7,2,1 61,356 0 41,960
XYLEM INC COM 98419M100 7,302 87,300 SH   DFND 6,2,1 13,000 0 74,300
XYLEM INC COM 98419M100 18,639 222,849 SH   DFND 8,2,1 222,849 0 0
XPERI CORP COM 98421B100 3,294 160,000 SH   DFND 6,2,1 101,100 0 58,900
Y MABS THERAPEUTICS INC COM 984241109 3,560 155,642 SH   DFND 8,2,1 155,642 0 0
YY INC SPONSORED ADS A 98426T106 20 290 SH   DFND 2,1 290 0 0
YY INC SPONSORED ADS A 98426T106 5,161 74,063 SH   DFND 6,2,1 1,900 0 72,163
YAMANA GOLD INC COM 98462Y100 83 32,787 SH   DFND 7,2,1 32,787 0 0
YAMANA GOLD INC COM 98462Y100 711 282,100 SH   DFND 6,2,1 168,300 0 113,800
YEXT INC COM 98585N106 10,462 520,778 SH   DFND 8,2,1 520,778 0 0
YUM BRANDS INC COM 988498101 337 3,049 SH   DFND 2,1 3,049 0 0
YUM BRANDS INC COM 988498101 519 4,688 SH   DFND 7,2,1 4,553 0 135
YUM BRANDS INC COM 988498101 25,554 230,900 SH   DFND 6,2,1 17,300 0 213,600
YUM CHINA HLDGS INC COM 98850P109 107 2,314 SH   DFND 2,1 2,314 0 0
YUM CHINA HLDGS INC COM 98850P109 77 1,669 SH   DFND 7,2,1 0 0 1,669
YUM CHINA HLDGS INC COM 98850P109 9,617 208,151 SH   DFND 8,2,1 177,982 0 30,169
ZAI LAB LTD ADR 98887Q104 5,062 145,169 SH   DFND 8,2,1 145,169 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,068 5,100 SH   DFND 6,2,1 5,100 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 796 3,800 SH   DFND 8,2,1 3,800 0 0
ZENDESK INC COM 98936J101 276 3,100 SH   DFND 6,2,1 1,800 0 1,300
ZENDESK INC COM 98936J101 32,453 364,513 SH   DFND 8,2,1 364,513 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 166 1,408 SH   DFND 7,2,1 1,408 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 25,891 219,900 SH   DFND 6,2,1 180,300 0 39,600
ZIMMER BIOMET HLDGS INC COM 98956P102 14,782 125,550 SH   DFND 8,2,1 125,550 0 0
ZIONS BANCORPORATION N A COM 989701107 59 1,278 SH   DFND 7,2,1 1,278 0 0
ZIONS BANCORPORATION N A COM 989701107 5,219 113,500 SH   DFND 6,2,1 2,500 0 111,000
ZIONS BANCORPORATION N A COM 989701107 276 6,000 SH   DFND 8,2,1 0 0 6,000
ZOETIS INC CL A 98978V103 6,507 57,332 SH   DFND 7,2,1 53,298 0 4,034
ZOETIS INC CL A 98978V103 41,798 368,300 SH   DFND 6,2,1 73,600 0 294,700
ZOETIS INC CL A 98978V103 16,889 148,812 SH   DFND 8,2,1 148,812 0 0
ZOVIO INC COM 98979V102 237 66,149 SH   DFND 6,2,1 29,656 0 36,493
ZSCALER INC COM 98980G102 2,028 26,462 SH   DFND 6,2,1 20,562 0 5,900
ZYNGA INC CL A 98986T108 1,483 241,900 SH   DFND 6,2,1 139,500 0 102,400
ZYNGA INC CL A 98986T108 99 16,200 SH   DFND 8,2,1 0 0 16,200
EURONAV NV ANTWERPEN SHS B38564108 2,178 230,742 SH   DFND 7,2,1 230,742 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 617 80,802 SH   DFND 7,2,1 80,802 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 382 50,000 SH   DFND 6,2,1 50,000 0 0
DEUTSCHE BANK AG NAMEN AKT D18190898 14 1,800 SH   DFND 8,2,1 1,800 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 125 1,134 SH   DFND 7,2,1 1,134 0 0
ALLEGION PUB LTD CO ORD SHS G0176J109 9,916 89,700 SH   DFND 6,2,1 7,500 0 82,200
ALLERGAN PLC SHS G0177J108 527 3,146 SH   DFND 7,2,1 2,697 0 449
ALLERGAN PLC SHS G0177J108 1,390 8,300 SH   DFND 6,2,1 5,200 0 3,100
ALLERGAN PLC SHS G0177J108 29,216 174,499 SH   DFND 8,2,1 174,499 0 0
AMDOCS LTD SHS G02602103 233 3,746 SH   DFND 7,2,1 3,746 0 0
AMDOCS LTD SHS G02602103 9,053 145,800 SH   DFND 6,2,1 93,200 0 52,600
AMDOCS LTD SHS G02602103 1,782 28,700 SH   DFND 8,2,1 24,400 0 4,300
AMBARELLA INC SHS G037AX101 42,551 964,211 SH   DFND 8,2,1 964,211 0 0
AON PLC SHS CL A G0408V102 617 3,196 SH   DFND 7,2,1 3,196 0 0
AON PLC SHS CL A G0408V102 10,955 56,770 SH   DFND 6,2,1 51,400 0 5,370
AON PLC SHS CL A G0408V102 1,282 6,644 SH   DFND 8,2,1 6,644 0 0
AQUAVENTURE HLDGS LTD SHS G0443N107 690 34,572 SH   DFND 8,2,1 34,572 0 0
ARCH CAP GROUP LTD ORD G0450A105 190 5,121 SH   DFND 7,2,1 5,121 0 0
ARCH CAP GROUP LTD ORD G0450A105 430 11,600 SH   DFND 6,2,1 11,600 0 0
ASSURED GUARANTY LTD COM G0585R106 4,073 96,800 SH   DFND 6,2,1 54,600 0 42,200
ASSURED GUARANTY LTD COM G0585R106 168 4,000 SH   DFND 8,2,1 4,000 0 0
ATLASSIAN CORP PLC CL A G06242104 13,354 102,062 SH   DFND 8,2,1 102,062 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 374 2,024 SH   DFND 2,1 2,024 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,486 24,281 SH   DFND 7,2,1 24,107 0 174
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 78,065 422,500 SH   DFND 6,2,1 168,900 0 253,600
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 24,852 134,505 SH   DFND 8,2,1 129,505 0 5,000
MIMECAST LTD ORD SHS G14838109 9,342 200,000 SH   DFND 8,2,1 200,000 0 0
BUNGE LIMITED COM G16962105 206 3,699 SH   DFND 7,2,1 3,699 0 0
BUNGE LIMITED COM G16962105 167 3,000 SH   DFND 6,2,1 3,000 0 0
CARDTRONICS PLC SHS CL A G1991C105 2,994 109,601 SH   DFND 6,2,1 67,001 0 42,600
CHINA YUCHAI INTL LTD COM G21082105 288 19,200 SH   DFND 6,2,1 19,200 0 0
CREDICORP LTD COM G2519Y108 69 300 SH   DFND 6,2,1 300 0 0
CREDICORP LTD COM G2519Y108 5,470 23,894 SH   DFND 8,2,1 20,474 0 3,420
COCA COLA EUROPEAN PARTNERS SHS G25839104 2,310 40,880 SH   DFND 7,2,1 40,880 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 8,927 158,000 SH   DFND 6,2,1 124,800 0 33,200
COCA COLA EUROPEAN PARTNERS SHS G25839104 3,181 56,300 SH   DFND 8,2,1 52,100 0 4,200
EATON CORP PLC SHS G29183103 816 9,800 SH   DFND 7,2,1 6,017 0 3,783
EATON CORP PLC SHS G29183103 48,885 587,000 SH   DFND 6,2,1 536,200 0 50,800
EATON CORP PLC SHS G29183103 8,012 96,200 SH   DFND 8,2,1 86,200 0 10,000
ESSENT GROUP LTD COM G3198U102 11,024 234,600 SH   DFND 6,2,1 152,600 0 82,000
ESSENT GROUP LTD COM G3198U102 80 1,700 SH   DFND 8,2,1 0 0 1,700
EVEREST RE GROUP LTD COM G3223R108 220 889 SH   DFND 7,2,1 889 0 0
GENPACT LIMITED SHS G3922B107 3,679 96,600 SH   DFND 6,2,1 60,100 0 36,500
HORIZON THERAPEUTICS PUB LTD SHS G46188101 5,992 249,033 SH   DFND 8,2,1 249,033 0 0
ICON PLC SHS G4705A100 8,754 56,857 SH   DFND 7,2,1 56,857 0 0
IHS MARKIT LTD SHS G47567105 131 2,049 SH   DFND 2,1 2,049 0 0
IHS MARKIT LTD SHS G47567105 175 2,744 SH   DFND 7,2,1 2,744 0 0
IHS MARKIT LTD SHS G47567105 4,002 62,800 SH   DFND 6,2,1 9,400 0 53,400
INGERSOLL-RAND PLC SHS G47791101 578 4,563 SH   DFND 7,2,1 4,563 0 0
INGERSOLL-RAND PLC SHS G47791101 23,991 189,400 SH   DFND 6,2,1 39,600 0 149,800
INGERSOLL-RAND PLC SHS G47791101 3,331 26,300 SH   DFND 8,2,1 22,100 0 4,200
INVESCO LTD SHS G491BT108 12 573 SH   DFND 7,2,1 573 0 0
INVESCO LTD SHS G491BT108 14,946 730,500 SH   DFND 6,2,1 596,300 0 134,200
INVESCO LTD SHS G491BT108 137 6,700 SH   DFND 8,2,1 0 0 6,700
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 14 100 SH   DFND 7,2,1 100 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,935 27,600 SH   DFND 6,2,1 4,000 0 23,600
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 20,667 144,970 SH   DFND 8,2,1 144,970 0 0
JOHNSON CTLS INTL PLC SHS G51502105 3,584 86,759 SH   DFND 7,2,1 9,147 0 77,612
JOHNSON CTLS INTL PLC SHS G51502105 11,773 285,000 SH   DFND 6,2,1 34,600 0 250,400
LINDE PLC SHS G5494J103 396,811 1,976,152 SH   DFND 7,2,1 1,246,988 0 729,164
LINDE PLC SHS G5494J103 67,298 335,147 SH   DFND 8,2,1 52,394 0 282,753
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 381 15,973 SH   DFND 7,2,1 15,973 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 20,352 852,600 SH   DFND 8,2,1 852,600 0 0
MEDTRONIC PLC SHS G5960L103 100 1,025 SH   DFND 2,1 1,025 0 0
MEDTRONIC PLC SHS G5960L103 16,851 173,031 SH   DFND 7,2,1 168,436 0 4,595
MEDTRONIC PLC SHS G5960L103 131,535 1,350,600 SH   DFND 6,2,1 771,700 0 578,900
MEDTRONIC PLC SHS G5960L103 44,212 453,967 SH   DFND 8,2,1 438,467 0 15,500
APTIV PLC SHS G6095L109 409 5,054 SH   DFND 2,1 5,054 0 0
APTIV PLC SHS G6095L109 28 349 SH   DFND 7,2,1 349 0 0
APTIV PLC SHS G6095L109 445 5,500 SH   DFND 6,2,1 0 0 5,500
APTIV PLC SHS G6095L109 47,459 587,148 SH   DFND 8,2,1 587,148 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 160 7,082 SH   DFND 7,2,1 7,082 0 0
NIELSEN HLDGS PLC SHS EUR G6518L108 13,171 582,800 SH   DFND 6,2,1 485,100 0 97,700
NIELSEN HLDGS PLC SHS EUR G6518L108 75 3,300 SH   DFND 8,2,1 0 0 3,300
NOBLE CORP PLC SHS USD G65431101 61 32,600 SH   DFND 6,2,1 0 0 32,600
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 14 257 SH   DFND 7,2,1 257 0 0
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 928 17,300 SH   DFND 6,2,1 1,300 0 16,000
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 102 1,900 SH   DFND 8,2,1 0 0 1,900
NOVOCURE LTD ORD SHS G6674U108 2,864 45,300 SH   DFND 6,2,1 30,900 0 14,400
NOVOCURE LTD ORD SHS G6674U108 1,107 17,500 SH   DFND 8,2,1 16,200 0 1,300
PAGSEGURO DIGITAL LTD COM CL A G68707101 142 3,641 SH   DFND 2,1 3,641 0 0
PAGSEGURO DIGITAL LTD COM CL A G68707101 64,900 1,665,395 SH   DFND 7,2,1 1,665,395 0 0
PROTHENA CORP PLC SHS G72800108 1,093 103,423 SH   DFND 6,2,1 68,981 0 34,442
SEAGATE TECHNOLOGY PLC SHS G7945M107 135 2,872 SH   DFND 7,2,1 2,872 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 27,249 578,300 SH   DFND 6,2,1 539,600 0 38,700
SEAGATE TECHNOLOGY PLC SHS G7945M107 4,344 92,200 SH   DFND 8,2,1 89,000 0 3,200
SAPIENS INTL CORP N V SHS G7T16G103 335 20,166 SH   DFND 6,2,1 7,226 0 12,940
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 10 200 SH   DFND 7,2,1 200 0 0
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 8,266 168,700 SH   DFND 6,2,1 81,900 0 86,800
SINA CORP ORD G81477104 18 409 SH   DFND 2,1 409 0 0
SINA CORP ORD G81477104 1,428 33,100 SH   DFND 6,2,1 4,500 0 28,600
STERIS PLC SHS USD G8473T100 198 1,333 SH   DFND 7,2,1 1,333 0 0
STERIS PLC SHS USD G8473T100 4,124 27,700 SH   DFND 6,2,1 3,300 0 24,400
STERIS PLC SHS USD G8473T100 908 6,100 SH   DFND 8,2,1 6,100 0 0
TECHNIPFMC PLC COM G87110105 10,904 420,366 SH   DFND 2,1 420,366 0 0
TECHNIPFMC PLC COM G87110105 73,937 2,850,301 SH   DFND 7,2,1 1,006,149 0 1,844,152
TECHNIPFMC PLC COM G87110105 13 500 SH   DFND 6,2,1 0 0 500
WILLIS TOWERS WATSON PUB LTD SHS G96629103 447 2,334 SH   DFND 7,2,1 2,334 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 2,337 12,200 SH   DFND 6,2,1 11,100 0 1,100
PERRIGO CO PLC SHS G97822103 150 3,151 SH   DFND 7,2,1 3,151 0 0
PERRIGO CO PLC SHS G97822103 16,210 340,400 SH   DFND 6,2,1 295,300 0 45,100
ALCON INC ORD SHS H01301128 1,522 24,529 SH   DFND 7,2,1 1,158 0 23,371
ALCON INC ORD SHS H01301128 36,162 582,791 SH   DFND 8,2,1 106,002 0 476,789
CHUBB LIMITED COM H1467J104 423 2,874 SH   DFND 7,2,1 1,268 0 1,606
CHUBB LIMITED COM H1467J104 7,792 52,900 SH   DFND 6,2,1 47,400 0 5,500
GARMIN LTD SHS H2906T109 16 200 SH   DFND 7,2,1 200 0 0
GARMIN LTD SHS H2906T109 271 3,400 SH   DFND 6,2,1 0 0 3,400
UBS GROUP AG SHS H42097107 10,049 848,009 SH   DFND 7,2,1 498,545 0 349,464
UBS GROUP AG SHS H42097107 1,384 116,800 SH   DFND 6,2,1 97,200 0 19,600
UBS GROUP AG SHS H42097107 18,039 1,522,276 SH   DFND 8,2,1 9,900 0 1,512,376
LOGITECH INTL S A SHS H50430232 10,364 260,665 SH   DFND 7,2,1 230,378 0 30,287
LOGITECH INTL S A SHS H50430232 28 700 SH   DFND 6,2,1 700 0 0
LOGITECH INTL S A SHS H50430232 52 1,300 SH   DFND 8,2,1 1,300 0 0
OBSEVA SA COM H5861P103 5,659 500,313 SH   DFND 8,2,1 500,313 0 0
TE CONNECTIVITY LTD REG SHS H84989104 7,998 83,505 SH   DFND 7,2,1 51,243 0 32,262
TE CONNECTIVITY LTD REG SHS H84989104 21,455 224,000 SH   DFND 6,2,1 19,500 0 204,500
TE CONNECTIVITY LTD REG SHS H84989104 73,668 769,136 SH   DFND 8,2,1 769,136 0 0
GLOBANT S A COM L44385109 4,982 49,305 SH   DFND 7,2,1 20,220 0 29,085
GLOBANT S A COM L44385109 26,722 264,445 SH   DFND 8,2,1 264,445 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 19,491 168,595 SH   DFND 7,2,1 168,595 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,012 34,700 SH   DFND 6,2,1 0 0 34,700
CHECK POINT SOFTWARE TECH LT ORD M22465104 4,599 39,777 SH   DFND 8,2,1 39,077 0 700
CYBERARK SOFTWARE LTD SHS M2682V108 3,531 27,620 SH   DFND 7,2,1 27,620 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 3,199 1,344,262 SH   DFND 8,2,1 1,344,262 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 10,624 96,000 SH   DFND 8,2,1 96,000 0 0
KAMADA LTD SHS M6240T109 298 53,924 SH   DFND 6,2,1 21,000 0 32,924
RADWARE LTD ORD M81873107 10,510 425,000 SH   DFND 8,2,1 425,000 0 0
AERCAP HOLDINGS NV SHS N00985106 357 6,860 SH   DFND 7,2,1 6,860 0 0
AERCAP HOLDINGS NV SHS N00985106 109 2,100 SH   DFND 8,2,1 0 0 2,100
AERCAP HOLDINGS NV SHS N00985106 35,333 679,347 SH   DFND 9,2,1 679,347 0 0
CIMPRESS N V SHS EURO N20146101 4,554 50,101 SH   DFND 7,2,1 50,101 0 0
CNH INDL N V SHS N20944109 136,149 13,244,033 SH   DFND 7,2,1 12,919,052 0 324,981
CORE LABORATORIES N V COM N22717107 2,002 38,292 SH   DFND 7,2,1 38,292 0 0
FERRARI N V COM N3167Y103 58,962 365,273 SH   DFND 7,2,1 171,280 0 193,993
FERRARI N V COM N3167Y103 81 500 SH   DFND 6,2,1 500 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 20,534 1,485,808 SH   DFND 7,2,1 1,448,095 0 37,713
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 260 18,800 SH   DFND 6,2,1 4,000 0 14,800
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 252 18,200 SH   DFND 8,2,1 6,400 0 11,800
INTERXION HOLDING N.V SHS N47279109 982 12,900 SH   DFND 7,2,1 12,900 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 4,469 51,888 SH   DFND 7,2,1 8,230 0 43,658
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 36,278 421,200 SH   DFND 6,2,1 385,400 0 35,800
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,282 26,500 SH   DFND 8,2,1 17,700 0 8,800
NXP SEMICONDUCTORS N V COM N6596X109 3,089 31,644 SH   DFND 7,2,1 31,644 0 0
NXP SEMICONDUCTORS N V COM N6596X109 361 3,700 SH   DFND 6,2,1 3,700 0 0
NXP SEMICONDUCTORS N V COM N6596X109 54,320 556,502 SH   DFND 8,2,1 556,502 0 0
QIAGEN NV SHS NEW N72482123 635 15,672 SH   DFND 7,2,1 15,672 0 0
QIAGEN NV SHS NEW N72482123 61 1,500 SH   DFND 6,2,1 0 0 1,500
QIAGEN NV SHS NEW N72482123 16,588 409,086 SH   DFND 8,2,1 409,086 0 0
WRIGHT MED GROUP N V ORD SHS N96617118 406 13,600 SH   DFND 6,2,1 0 0 13,600
WRIGHT MED GROUP N V ORD SHS N96617118 71,045 2,382,455 SH   DFND 8,2,1 2,382,455 0 0
YANDEX N V SHS CLASS A N97284108 4,915 129,337 SH   DFND 8,2,1 111,007 0 18,330
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 29 242 SH   DFND 7,2,1 242 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 994 8,200 SH   DFND 6,2,1 0 0 8,200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 29,554 243,828 SH   DFND 8,2,1 243,828 0 0
FLEX LTD ORD Y2573F102 7 700 SH   DFND 7,2,1 700 0 0
FLEX LTD ORD Y2573F102 196 20,500 SH   DFND 6,2,1 13,500 0 7,000
SEASPAN CORP SHS Y75638109 478 48,700 SH   DFND 6,2,1 48,700 0 0