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 171 1,948 SH   DFND 7,2,1 1,948 0 0
AFLAC INC COM 001055102 1,448 16,500 SH   DFND 6,2,1 12,600 0 3,900
AFLAC INC COM 001055102 377 4,300 SH   DFND 8,2,1 4,300 0 0
AGCO CORP COM 001084102 21 300 SH   DFND 7,2,1 300 0 0
AGCO CORP COM 001084102 14,643 205,000 SH   DFND 6,2,1 127,300 0 77,700
AES CORP COM 00130H105 39 3,600 SH   DFND 7,2,1 3,600 0 0
AES CORP COM 00130H105 1,945 179,600 SH   DFND 6,2,1 147,700 0 31,900
AMC NETWORKS INC CL A 00164V103 11,595 214,400 SH   DFND 6,2,1 135,300 0 79,100
AMC NETWORKS INC CL A 00164V103 454 8,400 SH   DFND 8,2,1 8,400 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 304 20,100 SH   DFND 6,2,1 12,800 0 7,300
AMC ENTMT HLDGS INC CL A COM 00165C104 94 6,200 SH   DFND 8,2,1 0 0 6,200
AMN HEALTHCARE SERVICES INC COM 001744101 1,576 32,000 SH   DFND 6,2,1 21,000 0 11,000
AT&T INC COM 00206R102 278 7,140 SH   DFND 2,1 7,140 0 0
AT&T INC COM 00206R102 11,407 293,387 SH   DFND 7,2,1 143,291 0 150,096
AT&T INC COM 00206R102 134,624 3,462,540 SH   DFND 6,2,1 2,500,500 0 962,040
AT&T INC COM 00206R102 13,099 336,900 SH   DFND 8,2,1 334,200 0 2,700
AU OPTRONICS CORP SPONSORED ADR 002255107 155 37,194 SH   DFND 7,2,1 0 0 37,194
AVX CORP NEW COM 002444107 242 14,000 SH   DFND 6,2,1 0 0 14,000
AARONS INC COM PAR $0.50 002535300 10,202 256,000 SH   DFND 6,2,1 174,700 0 81,300
ABBOTT LABS COM 002824100 1,280 22,426 SH   DFND 7,2,1 8,384 0 14,042
ABBOTT LABS COM 002824100 13,526 237,000 SH   DFND 6,2,1 201,100 0 35,900
ABBVIE INC COM 00287Y109 13,663 141,281 SH   DFND 7,2,1 57,445 0 83,836
ABBVIE INC COM 00287Y109 128,228 1,325,900 SH   DFND 6,2,1 800,600 0 525,300
ABBVIE INC COM 00287Y109 56,537 584,604 SH   DFND 8,2,1 581,204 0 3,400
ABERCROMBIE & FITCH CO CL A 002896207 241 13,800 SH   DFND 6,2,1 9,000 0 4,800
ACACIA RESH CORP ACACIA TCH COM 003881307 1,212 299,218 SH   DFND 6,2,1 151,600 0 147,618
ACADIA RLTY TR COM SH BEN INT 004239109 4,423 161,664 SH   DFND 7,2,1 161,664 0 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 8,149 311,020 SH   DFND 8,2,1 311,020 0 0
ACCELERON PHARMA INC COM 00434H108 11,409 268,815 SH   DFND 8,2,1 268,815 0 0
ACHAOGEN INC COM 004449104 4,757 442,921 SH   DFND 8,2,1 442,921 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 3,340 1,159,555 SH   DFND 8,2,1 1,159,555 0 0
ACI WORLDWIDE INC COM 004498101 511 22,554 SH   DFND 7,2,1 22,554 0 0
ACLARIS THERAPEUTICS INC COM 00461U105 6,455 261,759 SH   DFND 8,2,1 261,759 0 0
ACTIVISION BLIZZARD INC COM 00507V109 2,637 41,641 SH   DFND 7,2,1 40,631 0 1,010
ACTIVISION BLIZZARD INC COM 00507V109 7,985 126,100 SH   DFND 6,2,1 90,100 0 36,000
ACTIVISION BLIZZARD INC COM 00507V109 27,311 431,310 SH   DFND 8,2,1 431,310 0 0
ADAPTIMMUNE THERAPEUTICS PLC SPONDS ADR 00653A107 1,977 295,926 SH   DFND 8,2,1 295,926 0 0
ADOBE SYS INC COM 00724F101 12,419 70,870 SH   DFND 7,2,1 22,976 0 47,894
ADOBE SYS INC COM 00724F101 38,851 221,700 SH   DFND 6,2,1 74,100 0 147,600
ADOBE SYS INC COM 00724F101 38,272 218,399 SH   DFND 8,2,1 218,399 0 0
ADTALEM GLOBAL ED INC COM 00737L103 8,074 192,000 SH   DFND 6,2,1 108,900 0 83,100
ADVANCE AUTO PARTS INC COM 00751Y106 485 4,863 SH   DFND 7,2,1 4,863 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 143 22,105 SH   DFND 7,2,1 0 0 22,105
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 806 83,467 SH   DFND 6,2,1 50,835 0 32,632
AERIE PHARMACEUTICALS INC COM 00771V108 10,316 172,648 SH   DFND 8,2,1 172,648 0 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 917 29,400 SH   DFND 6,2,1 15,400 0 14,000
ADVANCED MICRO DEVICES INC COM 007903107 37 3,595 SH   DFND 7,2,1 3,595 0 0
ADVANCED MICRO DEVICES INC COM 007903107 3,165 307,900 SH   DFND 6,2,1 290,300 0 17,600
AETNA INC NEW COM 00817Y108 289 1,600 SH   DFND 7,2,1 1,600 0 0
AETNA INC NEW COM 00817Y108 37,775 209,410 SH   DFND 6,2,1 47,800 0 161,610
AETNA INC NEW COM 00817Y108 14,106 78,198 SH   DFND 8,2,1 74,098 0 4,100
AFFILIATED MANAGERS GROUP COM 008252108 56 273 SH   DFND 7,2,1 273 0 0
AFFILIATED MANAGERS GROUP COM 008252108 1,129 5,500 SH   DFND 6,2,1 0 0 5,500
AFFILIATED MANAGERS GROUP COM 008252108 10,406 50,700 SH   DFND 8,2,1 50,700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,014 15,141 SH   DFND 7,2,1 15,141 0 0
AGNICO EAGLE MINES LTD COM 008474108 2,717 58,840 SH   DFND 7,2,1 58,840 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 9,898 173,137 SH   DFND 8,2,1 173,137 0 0
AGRIUM INC COM 008916108 1,468 12,769 SH   DFND 7,2,1 12,769 0 0
AGRIUM INC COM 008916108 2,645 23,000 SH   DFND 6,2,1 0 0 23,000
AIR PRODS & CHEMS INC COM 009158106 1,015 6,189 SH   DFND 7,2,1 1,202 0 4,987
AIR PRODS & CHEMS INC COM 009158106 46,648 284,300 SH   DFND 6,2,1 150,600 0 133,700
AIR PRODS & CHEMS INC COM 009158106 4,972 30,300 SH   DFND 8,2,1 30,000 0 300
AKAMAI TECHNOLOGIES INC DBCV 2/1 00971TAG6 13,081 13,000,000 PRN   DFND 7,2,1 11,500,000 0 1,500,000
ALBEMARLE CORP COM 012653101 66 516 SH   DFND 7,2,1 516 0 0
ALBEMARLE CORP COM 012653101 524 4,100 SH   DFND 6,2,1 0 0 4,100
ALCOA CORP COM 013872106 280 5,199 SH   DFND 7,2,1 0 0 5,199
ALCOA CORP COM 013872106 6,922 128,500 SH   DFND 6,2,1 45,300 0 83,200
ALDER BIOPHARMACEUTICALS INC COM 014339105 1,610 140,619 SH   DFND 6,2,1 123,500 0 17,119
ALDER BIOPHARMACEUTICALS INC COM 014339105 10,838 946,590 SH   DFND 8,2,1 946,590 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2,666 20,417 SH   DFND 7,2,1 20,417 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 477 3,992 SH   DFND 7,2,1 1,092 0 2,900
ALEXION PHARMACEUTICALS INC COM 015351109 311 2,600 SH   DFND 6,2,1 1,200 0 1,400
ALEXION PHARMACEUTICALS INC COM 015351109 95,796 801,035 SH   DFND 8,2,1 801,035 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,569 9,100 SH   DFND 2,1 9,100 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 23,568 136,681 SH   DFND 7,2,1 101,604 0 35,077
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 25,761 149,400 SH   DFND 6,2,1 121,400 0 28,000
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 75,035 435,160 SH   DFND 8,2,1 373,092 0 62,068
ALIGN TECHNOLOGY INC COM 016255101 80 361 SH   DFND 7,2,1 361 0 0
ALIGN TECHNOLOGY INC COM 016255101 34,617 155,800 SH   DFND 6,2,1 123,900 0 31,900
ALIGN TECHNOLOGY INC COM 016255101 12,598 56,700 SH   DFND 8,2,1 56,700 0 0
ALIO GOLD INC COM 01627X108 382 104,200 SH   DFND 6,2,1 52,600 0 51,600
ALLIANCE DATA SYSTEMS CORP COM 018581108 61 242 SH   DFND 7,2,1 242 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 60,588 239,025 SH   DFND 8,2,1 239,025 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 10,277 706,300 SH   DFND 6,2,1 482,200 0 224,100
ALLSTATE CORP COM 020002101 199 1,900 SH   DFND 7,2,1 1,763 0 137
ALLSTATE CORP COM 020002101 5,288 50,500 SH   DFND 6,2,1 47,000 0 3,500
ALLSTATE CORP COM 020002101 346 3,300 SH   DFND 8,2,1 3,300 0 0
ALLY FINL INC COM 02005N100 67 2,306 SH   DFND 7,2,1 2,306 0 0
ALLY FINL INC COM 02005N100 1,137 39,000 SH   DFND 6,2,1 3,000 0 36,000
ALPHABET INC CAP STK CL C 02079K107 2,300 2,198 SH   DFND 2,1 2,198 0 0
ALPHABET INC CAP STK CL C 02079K107 12,921 12,348 SH   DFND 7,2,1 1,607 0 10,741
ALPHABET INC CAP STK CL C 02079K107 368 352 SH   DFND 6,2,1 289 0 63
ALPHABET INC CAP STK CL C 02079K107 286,397 273,697 SH   DFND 8,2,1 273,697 0 0
ALPHABET INC CAP STK CL A 02079K305 23,238 22,060 SH   DFND 7,2,1 15,362 0 6,698
ALPHABET INC CAP STK CL A 02079K305 209,732 199,100 SH   DFND 6,2,1 129,500 0 69,600
ALPHABET INC CAP STK CL A 02079K305 27,187 25,809 SH   DFND 8,2,1 24,939 0 870
ALTABA INC COM 021346101 454 6,500 SH   DFND 6,2,1 0 0 6,500
ALTRIA GROUP INC COM 02209S103 3,789 53,064 SH   DFND 7,2,1 17,027 0 36,037
ALTRIA GROUP INC COM 02209S103 221 3,100 SH   DFND 6,2,1 3,100 0 0
AMAZON COM INC COM 023135106 2,425 2,074 SH   DFND 2,1 2,074 0 0
AMAZON COM INC COM 023135106 34,401 29,416 SH   DFND 7,2,1 20,981 0 8,435
AMAZON COM INC COM 023135106 91,102 77,900 SH   DFND 6,2,1 63,500 0 14,400
AMAZON COM INC COM 023135106 184,367 157,650 SH   DFND 8,2,1 157,650 0 0
AMBEV SA SPONSORED ADR 02319V103 310 47,916 SH   DFND 7,2,1 0 0 47,916
AMEREN CORP COM 023608102 171 2,896 SH   DFND 7,2,1 2,896 0 0
AMEREN CORP COM 023608102 6,577 111,500 SH   DFND 6,2,1 700 0 110,800
AMEREN CORP COM 023608102 112 1,900 SH   DFND 8,2,1 1,900 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 848 16,292 SH   DFND 7,2,1 16,292 0 0
AMERICAN ELEC PWR INC COM 025537101 264 3,584 SH   DFND 7,2,1 3,584 0 0
AMERICAN ELEC PWR INC COM 025537101 22,167 301,300 SH   DFND 6,2,1 65,100 0 236,200
AMERICAN ELEC PWR INC COM 025537101 309 4,200 SH   DFND 8,2,1 4,200 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 442 23,500 SH   DFND 6,2,1 3,500 0 20,000
AMERICAN EXPRESS CO COM 025816109 4,419 44,502 SH   DFND 7,2,1 44,261 0 241
AMERICAN EXPRESS CO COM 025816109 124,982 1,258,500 SH   DFND 6,2,1 665,400 0 593,100
AMERICAN EXPRESS CO COM 025816109 68,464 689,400 SH   DFND 8,2,1 681,000 0 8,400
AMERICAN HOMES 4 RENT CL A 02665T306 23,918 1,095,145 SH   DFND 7,2,1 1,095,145 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,366 22,923 SH   DFND 7,2,1 4,364 0 18,559
AMERICAN INTL GROUP INC COM NEW 026874784 6,721 112,800 SH   DFND 6,2,1 100,100 0 12,700
AMERICAN NATL INS CO COM 028591105 886 6,909 SH   DFND 6,2,1 4,500 0 2,409
AMERICAN PUBLIC EDUCATION IN COM 02913V103 822 32,800 SH   DFND 6,2,1 27,800 0 5,000
AMERICAN TOWER CORP NEW COM 03027X100 260 1,820 SH   DFND 2,1 1,820 0 0
AMERICAN TOWER CORP NEW COM 03027X100 20,976 147,026 SH   DFND 7,2,1 79,332 0 67,694
AMERICAN TOWER CORP NEW COM 03027X100 8,860 62,100 SH   DFND 6,2,1 55,600 0 6,500
AMERICAN TOWER CORP NEW COM 03027X100 58,552 410,400 SH   DFND 8,2,1 410,400 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 587 6,411 SH   DFND 7,2,1 6,411 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 13,797 150,800 SH   DFND 6,2,1 4,100 0 146,700
AMERICAN WTR WKS CO INC NEW COM 030420103 311 3,400 SH   DFND 8,2,1 3,400 0 0
AMERIPRISE FINL INC COM 03076C106 3,544 20,912 SH   DFND 7,2,1 20,912 0 0
AMERIPRISE FINL INC COM 03076C106 75,414 445,000 SH   DFND 6,2,1 279,100 0 165,900
AMERIPRISE FINL INC COM 03076C106 5,304 31,300 SH   DFND 8,2,1 28,400 0 2,900
AMGEN INC COM 031162100 270 1,550 SH   DFND 2,1 1,550 0 0
AMGEN INC COM 031162100 14,111 81,145 SH   DFND 7,2,1 45,750 0 35,395
AMGEN INC COM 031162100 138,804 798,180 SH   DFND 6,2,1 451,970 0 346,210
AMGEN INC COM 031162100 37,504 215,664 SH   DFND 8,2,1 212,624 0 3,040
AMICUS THERAPEUTICS INC COM 03152W109 7,454 517,990 SH   DFND 8,2,1 517,990 0 0
AMKOR TECHNOLOGY INC COM 031652100 6,151 612,000 SH   DFND 6,2,1 375,400 0 236,600
AMPHENOL CORP NEW CL A 032095101 133 1,511 SH   DFND 7,2,1 1,511 0 0
AMPHENOL CORP NEW CL A 032095101 21,853 248,900 SH   DFND 6,2,1 6,800 0 242,100
AMPHENOL CORP NEW CL A 032095101 685 7,800 SH   DFND 8,2,1 7,800 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 573 56,949 SH   DFND 6,2,1 32,050 0 24,899
ANADARKO PETE CORP COM 032511107 4,306 80,280 SH   DFND 7,2,1 41,028 0 39,252
ANADARKO PETE CORP COM 032511107 236 4,400 SH   DFND 6,2,1 3,100 0 1,300
ANALOG DEVICES INC COM 032654105 156 1,749 SH   DFND 7,2,1 1,749 0 0
ANALOG DEVICES INC COM 032654105 1,531 17,200 SH   DFND 6,2,1 2,200 0 15,000
ANDEAVOR COM 03349M105 1,201 10,507 SH   DFND 7,2,1 10,507 0 0
ANDEAVOR COM 03349M105 515 4,500 SH   DFND 6,2,1 0 0 4,500
ANGIODYNAMICS INC COM 03475V101 3,669 220,600 SH   DFND 6,2,1 149,400 0 71,200
ANNALY CAP MGMT INC COM 035710409 65 5,477 SH   DFND 7,2,1 5,477 0 0
ANNALY CAP MGMT INC COM 035710409 536 45,100 SH   DFND 6,2,1 45,100 0 0
ANSYS INC COM 03662Q105 62 421 SH   DFND 7,2,1 421 0 0
ANSYS INC COM 03662Q105 2,317 15,700 SH   DFND 6,2,1 1,800 0 13,900
ANSYS INC COM 03662Q105 103 700 SH   DFND 8,2,1 700 0 0
ANTHEM INC COM 036752103 2,562 11,387 SH   DFND 7,2,1 1,256 0 10,131
ANTHEM INC COM 036752103 27,789 123,500 SH   DFND 6,2,1 51,300 0 72,200
ANTHEM INC COM 036752103 24,683 109,697 SH   DFND 8,2,1 109,097 0 600
APACHE CORP COM 037411105 1,380 32,681 SH   DFND 7,2,1 32,681 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 221 5,065 SH   DFND 7,2,1 5,065 0 0
APPLE INC COM 037833100 2,055 12,145 SH   DFND 2,1 12,145 0 0
APPLE INC COM 037833100 38,819 229,384 SH   DFND 7,2,1 80,402 0 148,982
APPLE INC COM 037833100 286,473 1,692,800 SH   DFND 6,2,1 1,141,200 0 551,600
APPLE INC COM 037833100 292,619 1,729,118 SH   DFND 8,2,1 1,728,818 0 300
APPFOLIO INC COM CL A 03783C100 369 8,900 SH   DFND 6,2,1 8,900 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 65 3,319 SH   DFND 7,2,1 3,319 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 10,936 557,700 SH   DFND 6,2,1 423,100 0 134,600
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,302 66,400 SH   DFND 8,2,1 58,600 0 7,800
APPLIED MATLS INC COM 038222105 263 5,148 SH   DFND 7,2,1 5,148 0 0
APPLIED MATLS INC COM 038222105 30,830 603,100 SH   DFND 6,2,1 336,800 0 266,300
APPLIED MATLS INC COM 038222105 13,879 271,500 SH   DFND 8,2,1 262,700 0 8,800
APPLIED OPTOELECTRONICS INC COM 03823U102 1,059 28,000 SH   DFND 6,2,1 18,600 0 9,400
ARAMARK COM 03852U106 52 1,217 SH   DFND 7,2,1 1,217 0 0
ARAMARK COM 03852U106 30,892 722,800 SH   DFND 6,2,1 365,200 0 357,600
ARAMARK COM 03852U106 4,526 105,900 SH   DFND 8,2,1 100,400 0 5,500
ARBUTUS BIOPHARMA CORP COM 03879J100 2,733 541,134 SH   DFND 8,2,1 541,134 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 112 2,800 SH   DFND 7,2,1 2,800 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 4,433 110,600 SH   DFND 6,2,1 3,700 0 106,900
ARCONIC INC COM 03965L100 559 20,528 SH   DFND 7,2,1 2,133 0 18,395
ARGENX SE SPONSORED ADR 04016X101 11,065 175,245 SH   DFND 8,2,1 175,245 0 0
ARISTA NETWORKS INC COM 040413106 54 230 SH   DFND 7,2,1 230 0 0
ARISTA NETWORKS INC COM 040413106 5,560 23,600 SH   DFND 6,2,1 18,000 0 5,600
ARISTA NETWORKS INC COM 040413106 17,232 73,148 SH   DFND 8,2,1 73,148 0 0
ARMSTRONG FLOORING INC COM 04238R106 239 14,100 SH   DFND 6,2,1 7,700 0 6,400
ARRAY BIOPHARMA INC COM 04269X105 4,744 370,645 SH   DFND 8,2,1 370,645 0 0
ARROW ELECTRS INC COM 042735100 32 399 SH   DFND 7,2,1 399 0 0
ARROW ELECTRS INC COM 042735100 209 2,600 SH   DFND 6,2,1 0 0 2,600
ARROWHEAD PHARMACEUTICALS IN COM 04280A100 77 21,000 SH   DFND 6,2,1 21,000 0 0
ASSEMBLY BIOSCIENCES INC COM 045396108 5,348 118,193 SH   DFND 8,2,1 118,193 0 0
ASSOCIATED BANC CORP COM 045487105 871 34,300 SH   DFND 6,2,1 3,200 0 31,100
ASSURANT INC COM 04621X108 30 300 SH   DFND 7,2,1 300 0 0
ASSURANT INC COM 04621X108 2,249 22,300 SH   DFND 6,2,1 22,300 0 0
ATMOS ENERGY CORP COM 049560105 46 533 SH   DFND 7,2,1 533 0 0
ATMOS ENERGY CORP COM 049560105 627 7,300 SH   DFND 6,2,1 7,300 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 249 2,126 SH   DFND 7,2,1 2,126 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 53,921 460,116 SH   DFND 6,2,1 120,416 0 339,700
AUTOMATIC DATA PROCESSING IN COM 053015103 2,097 17,896 SH   DFND 8,2,1 9,996 0 7,900
AUTOZONE INC COM 053332102 97 137 SH   DFND 7,2,1 137 0 0
AUTOZONE INC COM 053332102 13,587 19,100 SH   DFND 6,2,1 0 0 19,100
AUTOWEB INC COM 05335B100 129 14,366 SH   DFND 6,2,1 14,366 0 0
AVALONBAY CMNTYS INC COM 053484101 22,544 126,363 SH   DFND 7,2,1 126,363 0 0
AVALONBAY CMNTYS INC COM 053484101 1,963 11,000 SH   DFND 6,2,1 7,600 0 3,400
AVALONBAY CMNTYS INC COM 053484101 285 1,600 SH   DFND 8,2,1 1,600 0 0
AVERY DENNISON CORP COM 053611109 51 442 SH   DFND 7,2,1 442 0 0
AVERY DENNISON CORP COM 053611109 21,984 191,400 SH   DFND 6,2,1 138,500 0 52,900
AVEXIS INC COM 05366U100 354 3,200 SH   DFND 6,2,1 2,500 0 700
AVEXIS INC COM 05366U100 4,002 36,165 SH   DFND 8,2,1 36,165 0 0
AVNET INC COM 053807103 32 800 SH   DFND 7,2,1 800 0 0
AVNET INC COM 053807103 927 23,400 SH   DFND 6,2,1 19,600 0 3,800
AVON PRODS INC COM 054303102 46 21,600 SH   DFND 6,2,1 0 0 21,600
AXCELIS TECHNOLOGIES INC COM NEW 054540208 649 22,600 SH   DFND 6,2,1 13,800 0 8,800
BB&T CORP COM 054937107 193 3,891 SH   DFND 7,2,1 3,891 0 0
BB&T CORP COM 054937107 73,725 1,482,800 SH   DFND 6,2,1 913,500 0 569,300
BB&T CORP COM 054937107 9,536 191,800 SH   DFND 8,2,1 191,800 0 0
BCE INC COM NEW 05534B760 34 701 SH   DFND 7,2,1 701 0 0
BCE INC COM NEW 05534B760 2,079 43,300 SH   DFND 6,2,1 33,700 0 9,600
BOFI HLDG INC COM 05566U108 5,062 169,300 SH   DFND 6,2,1 101,600 0 67,700
BMC STK HLDGS INC COM 05591B109 5,814 229,800 SH   DFND 6,2,1 140,700 0 89,100
BAIDU INC SPON ADR REP A 056752108 1,714 7,319 SH   DFND 2,1 7,319 0 0
BAIDU INC SPON ADR REP A 056752108 6,259 26,722 SH   DFND 7,2,1 12,894 0 13,828
BAIDU INC SPON ADR REP A 056752108 1,757 7,500 SH   DFND 6,2,1 7,500 0 0
BAIDU INC SPON ADR REP A 056752108 96,797 413,292 SH   DFND 8,2,1 379,538 0 33,754
BAKER HUGHES A GE CO CL A 05722G100 438 13,859 SH   DFND 7,2,1 13,859 0 0
BAKER HUGHES A GE CO CL A 05722G100 95 3,000 SH   DFND 6,2,1 0 0 3,000
BANCO BRADESCO S A SP ADR PFD NEW 059460303 827 80,782 SH   DFND 7,2,1 0 0 80,782
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 97 10,037 SH   DFND 7,2,1 0 0 10,037
BANCOLOMBIA S A SPON ADR PREF 05968L102 357 9,000 SH   DFND 6,2,1 9,000 0 0
BANK AMER CORP COM 060505104 257 8,710 SH   DFND 2,1 8,710 0 0
BANK AMER CORP COM 060505104 11,742 397,749 SH   DFND 7,2,1 117,621 0 280,128
BANK AMER CORP COM 060505104 102,641 3,477,000 SH   DFND 6,2,1 2,049,800 0 1,427,200
BANK AMER CORP COM 060505104 12,402 420,106 SH   DFND 8,2,1 404,106 0 16,000
BANK MONTREAL QUE COM 063671101 280 3,504 SH   DFND 7,2,1 3,504 0 0
BANK MONTREAL QUE COM 063671101 45,235 565,300 SH   DFND 6,2,1 40,300 0 525,000
BANK MONTREAL QUE COM 063671101 1,512 18,900 SH   DFND 8,2,1 9,600 0 9,300
BANK OF THE OZARKS COM 063904106 1,600 33,022 SH   DFND 7,2,1 33,022 0 0
BANK OF THE OZARKS COM 063904106 5,145 106,191 SH   DFND 8,2,1 106,191 0 0
BANK NEW YORK MELLON CORP COM 064058100 304 5,650 SH   DFND 7,2,1 4,916 0 734
BANK NEW YORK MELLON CORP COM 064058100 45,522 845,200 SH   DFND 6,2,1 290,100 0 555,100
BANK NEW YORK MELLON CORP COM 064058100 1,928 35,800 SH   DFND 8,2,1 23,800 0 12,000
BANK N S HALIFAX COM 064149107 341 5,285 SH   DFND 7,2,1 5,285 0 0
BANK N S HALIFAX COM 064149107 34,891 540,700 SH   DFND 6,2,1 54,000 0 486,700
BANK N S HALIFAX COM 064149107 471 7,300 SH   DFND 8,2,1 7,300 0 0
BARRICK GOLD CORP COM 067901108 3,398 234,816 SH   DFND 7,2,1 234,816 0 0
BASIC ENERGY SVCS INC NEW COM NEW 06985P209 629 26,800 SH   DFND 6,2,1 19,100 0 7,700
BAXTER INTL INC COM 071813109 1,146 17,728 SH   DFND 7,2,1 2,358 0 15,370
BAXTER INTL INC COM 071813109 17,311 267,800 SH   DFND 6,2,1 28,500 0 239,300
BAXTER INTL INC COM 071813109 530 8,200 SH   DFND 8,2,1 7,800 0 400
BEACON ROOFING SUPPLY INC COM 073685109 2,673 41,926 SH   DFND 7,2,1 41,926 0 0
BEASLEY BROADCAST GROUP INC CL A 074014101 335 25,011 SH   DFND 6,2,1 16,911 0 8,100
BECTON DICKINSON & CO COM 075887109 1,156 5,399 SH   DFND 2,1 5,399 0 0
BECTON DICKINSON & CO COM 075887109 16,542 77,278 SH   DFND 7,2,1 77,278 0 0
BECTON DICKINSON & CO COM 075887109 27,982 130,720 SH   DFND 6,2,1 37,700 0 93,020
BECTON DICKINSON & CO COM 075887109 76,856 359,041 SH   DFND 8,2,1 359,041 0 0
BEL FUSE INC CL B 077347300 844 33,528 SH   DFND 6,2,1 20,328 0 13,200
BEMIS INC COM 081437105 17,626 368,824 SH   DFND 6,2,1 201,300 0 167,524
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 480 2,420 SH   DFND 2,1 2,420 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 2,108 10,635 SH   DFND 7,2,1 8,306 0 2,329
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 74,352 375,100 SH   DFND 6,2,1 257,100 0 118,000
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,912 44,961 SH   DFND 8,2,1 44,961 0 0
BERKSHIRE HILLS BANCORP INC COM 084680107 6,387 174,500 SH   DFND 6,2,1 129,500 0 45,000
BEST BUY INC COM 086516101 118 1,721 SH   DFND 7,2,1 1,400 0 321
BEST BUY INC COM 086516101 60,801 888,000 SH   DFND 6,2,1 654,400 0 233,600
BEST BUY INC COM 086516101 8,928 130,400 SH   DFND 8,2,1 124,100 0 6,300
BIG LOTS INC COM 089302103 10,579 188,400 SH   DFND 6,2,1 117,400 0 71,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 81 909 SH   DFND 7,2,1 909 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 34,217 383,726 SH   DFND 8,2,1 383,726 0 0
BIOGEN INC COM 09062X103 3,905 12,259 SH   DFND 7,2,1 3,097 0 9,162
BIOGEN INC COM 09062X103 23,765 74,600 SH   DFND 6,2,1 25,400 0 49,200
BIOGEN INC COM 09062X103 93,770 294,347 SH   DFND 8,2,1 294,347 0 0
BIOTIME INC COM 09066L105 4,942 2,298,681 SH   DFND 8,2,1 2,298,681 0 0
BIOVERATIV INC COM 09075E100 2,096 38,868 SH   DFND 7,2,1 215 0 38,653
BIOVERATIV INC COM 09075E100 9,998 185,418 SH   DFND 8,2,1 185,418 0 0
BJS RESTAURANTS INC COM 09180C106 298 8,200 SH   DFND 6,2,1 5,200 0 3,000
BLACK HILLS CORP COM 092113109 2,645 44,000 SH   DFND 6,2,1 28,400 0 15,600
BLACKHAWK NETWORK HLDGS INC COM 09238E104 7,747 217,300 SH   DFND 6,2,1 149,300 0 68,000
BLACKROCK INC COM 09247X101 11,110 21,627 SH   DFND 7,2,1 5,313 0 16,314
BLACKROCK INC COM 09247X101 32,056 62,400 SH   DFND 6,2,1 16,000 0 46,400
BLACKROCK INC COM 09247X101 4,340 8,448 SH   DFND 8,2,1 8,448 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 6,301 196,792 SH   DFND 7,2,1 78,014 0 118,778
BLOCK H & R INC COM 093671105 24 900 SH   DFND 7,2,1 900 0 0
BLOCK H & R INC COM 093671105 16,610 633,500 SH   DFND 6,2,1 507,700 0 125,800
BLOOMIN BRANDS INC COM 094235108 11,280 528,600 SH   DFND 6,2,1 316,300 0 212,300
BLOOMIN BRANDS INC COM 094235108 107 5,000 SH   DFND 8,2,1 0 0 5,000
BLUE BUFFALO PET PRODS INC COM 09531U102 371 11,300 SH   DFND 6,2,1 11,300 0 0
BLUEBIRD BIO INC COM 09609G100 4,435 24,900 SH   DFND 6,2,1 19,200 0 5,700
BLUEPRINT MEDICINES CORP COM 09627Y109 965 12,800 SH   DFND 6,2,1 10,000 0 2,800
BOEING CO COM 097023105 330 1,120 SH   DFND 2,1 1,120 0 0
BOEING CO COM 097023105 17,927 60,788 SH   DFND 7,2,1 34,666 0 26,122
BOEING CO COM 097023105 83,754 284,000 SH   DFND 6,2,1 62,000 0 222,000
BOEING CO COM 097023105 4,866 16,500 SH   DFND 8,2,1 16,500 0 0
BOJANGLES INC COM 097488100 234 19,800 SH   DFND 6,2,1 9,800 0 10,000
BONANZA CREEK ENERGY INC COM NEW 097793400 281 10,200 SH   DFND 6,2,1 5,300 0 4,900
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,852 74,800 SH   DFND 6,2,1 56,600 0 18,200
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 275 7,200 SH   DFND 8,2,1 7,200 0 0
BOSTON PROPERTIES INC COM 101121101 20,930 160,960 SH   DFND 7,2,1 160,960 0 0
BOSTON SCIENTIFIC CORP COM 101137107 165 6,644 SH   DFND 7,2,1 6,644 0 0
BOSTON SCIENTIFIC CORP COM 101137107 9,487 382,700 SH   DFND 6,2,1 160,700 0 222,000
BOSTON SCIENTIFIC CORP COM 101137107 21,330 860,443 SH   DFND 8,2,1 860,443 0 0
BRIDGEPOINT ED INC COM 10807M105 182 21,900 SH   DFND 6,2,1 13,700 0 8,200
BRIGGS & STRATTON CORP COM 109043109 4,848 191,100 SH   DFND 6,2,1 88,200 0 102,900
BRIGHT HORIZONS FAM SOL IN D COM 109194100 3,134 33,343 SH   DFND 7,2,1 33,343 0 0
BRINKER INTL INC COM 109641100 9,833 253,160 SH   DFND 6,2,1 154,700 0 98,460
BRINKER INTL INC COM 109641100 58 1,500 SH   DFND 8,2,1 0 0 1,500
BRISTOL MYERS SQUIBB CO COM 110122108 1,666 27,186 SH   DFND 7,2,1 7,935 0 19,251
BRISTOL MYERS SQUIBB CO COM 110122108 20,829 339,900 SH   DFND 6,2,1 200,300 0 139,600
BRISTOL MYERS SQUIBB CO COM 110122108 276 4,500 SH   DFND 8,2,1 4,500 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 311 16,654 SH   DFND 7,2,1 16,654 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 7,990 428,200 SH   DFND 6,2,1 289,200 0 139,000
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 50 552 SH   DFND 7,2,1 552 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 3,261 36,000 SH   DFND 6,2,1 4,200 0 31,800
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 100 1,100 SH   DFND 8,2,1 1,100 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 299 6,860 SH   DFND 2,1 6,860 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 48 1,098 SH   DFND 7,2,1 1,098 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 13,206 303,300 SH   DFND 6,2,1 9,700 0 293,600
BROWN FORMAN CORP CL B 115637209 75 1,094 SH   DFND 7,2,1 1,094 0 0
BROWN FORMAN CORP CL B 115637209 18,033 262,600 SH   DFND 6,2,1 12,800 0 249,800
BROWN FORMAN CORP CL B 115637209 48 700 SH   DFND 8,2,1 700 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 8,450 387,800 SH   DFND 6,2,1 227,100 0 160,700
CAI INTERNATIONAL INC COM 12477X106 997 35,200 SH   DFND 6,2,1 29,500 0 5,700
CBL & ASSOC PPTYS INC COM 124830100 14 2,500 SH   DFND 6,2,1 2,500 0 0
CBL & ASSOC PPTYS INC COM 124830100 49 8,700 SH   DFND 8,2,1 0 0 8,700
CBS CORP NEW CL B 124857202 141 2,395 SH   DFND 7,2,1 2,395 0 0
CBS CORP NEW CL B 124857202 8,809 149,300 SH   DFND 6,2,1 1,000 0 148,300
CBS CORP NEW CL B 124857202 301 5,100 SH   DFND 8,2,1 5,100 0 0
CBRE GROUP INC CL A 12504L109 69 1,600 SH   DFND 7,2,1 1,600 0 0
CBRE GROUP INC CL A 12504L109 13,725 316,900 SH   DFND 6,2,1 268,600 0 48,300
CBRE GROUP INC CL A 12504L109 749 17,300 SH   DFND 8,2,1 17,300 0 0
CDK GLOBAL INC COM 12508E101 48 678 SH   DFND 7,2,1 678 0 0
CDK GLOBAL INC COM 12508E101 299 4,200 SH   DFND 6,2,1 4,200 0 0
CECO ENVIRONMENTAL CORP COM 125141101 769 149,900 SH   DFND 6,2,1 76,200 0 73,700
CDW CORP COM 12514G108 61 881 SH   DFND 7,2,1 881 0 0
CDW CORP COM 12514G108 667 9,600 SH   DFND 6,2,1 400 0 9,200
CDW CORP COM 12514G108 181 2,600 SH   DFND 8,2,1 2,600 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 70 784 SH   DFND 7,2,1 784 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 46,398 520,800 SH   DFND 6,2,1 384,200 0 136,600
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,486 72,800 SH   DFND 8,2,1 69,400 0 3,400
CIGNA CORPORATION COM 125509109 248 1,219 SH   DFND 7,2,1 1,219 0 0
CIGNA CORPORATION COM 125509109 26,199 129,000 SH   DFND 6,2,1 36,100 0 92,900
CIGNA CORPORATION COM 125509109 21,716 106,928 SH   DFND 8,2,1 106,928 0 0
CME GROUP INC COM CL A 12572Q105 236 1,618 SH   DFND 7,2,1 1,618 0 0
CME GROUP INC COM CL A 12572Q105 35,665 244,200 SH   DFND 6,2,1 48,200 0 196,000
CME GROUP INC COM CL A 12572Q105 570 3,900 SH   DFND 8,2,1 3,900 0 0
CMS ENERGY CORP COM 125896100 46 968 SH   DFND 7,2,1 968 0 0
CMS ENERGY CORP COM 125896100 7,587 160,400 SH   DFND 6,2,1 900 0 159,500
CMS ENERGY CORP COM 125896100 203 4,300 SH   DFND 8,2,1 4,300 0 0
CNA FINL CORP COM 126117100 435 8,200 SH   DFND 6,2,1 8,200 0 0
CPFL ENERGIA S A SPONSORED ADR 126153105 663 57,636 SH   DFND 7,2,1 0 0 57,636
CSG SYS INTL INC COM 126349109 8,519 194,410 SH   DFND 6,2,1 108,610 0 85,800
CSG SYS INTL INC COM 126349109 66 1,500 SH   DFND 8,2,1 0 0 1,500
CSX CORP COM 126408103 1,066 19,374 SH   DFND 7,2,1 4,928 0 14,446
CSX CORP COM 126408103 13,004 236,400 SH   DFND 6,2,1 121,600 0 114,800
CTS CORP COM 126501105 209 8,100 SH   DFND 6,2,1 0 0 8,100
CSRA INC COM 12650T104 8,710 291,100 SH   DFND 6,2,1 281,400 0 9,700
CVS HEALTH CORP COM 126650100 2,027 27,959 SH   DFND 7,2,1 4,878 0 23,081
CVS HEALTH CORP COM 126650100 35,938 495,700 SH   DFND 6,2,1 140,300 0 355,400
CVS HEALTH CORP COM 126650100 8,252 113,822 SH   DFND 8,2,1 113,822 0 0
CA INC COM 12673P105 50 1,500 SH   DFND 7,2,1 1,500 0 0
CA INC COM 12673P105 45,181 1,357,600 SH   DFND 6,2,1 1,011,800 0 345,800
CA INC COM 12673P105 7,365 221,300 SH   DFND 8,2,1 213,600 0 7,700
CABOT CORP COM 127055101 10,709 173,870 SH   DFND 6,2,1 95,300 0 78,570
CABOT CORP COM 127055101 604 9,800 SH   DFND 8,2,1 9,800 0 0
CABOT OIL & GAS CORP COM 127097103 336 11,750 SH   DFND 7,2,1 11,750 0 0
CACI INTL INC CL A 127190304 9,775 73,860 SH   DFND 6,2,1 40,500 0 33,360
CADENCE DESIGN SYSTEM INC COM 127387108 1,577 37,708 SH   DFND 2,1 37,708 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 59 1,400 SH   DFND 7,2,1 1,400 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 87,389 2,089,647 SH   DFND 8,2,1 2,089,647 0 0
CALLIDUS SOFTWARE INC COM 13123E500 2,918 101,847 SH   DFND 7,2,1 101,847 0 0
CAMDEN PPTY TR SH BEN INT 133131102 215 2,337 SH   DFND 7,2,1 2,337 0 0
CAMPBELL SOUP CO COM 134429109 45 942 SH   DFND 7,2,1 942 0 0
CAMPBELL SOUP CO COM 134429109 30,872 641,700 SH   DFND 6,2,1 582,200 0 59,500
CAMPBELL SOUP CO COM 134429109 6,245 129,800 SH   DFND 8,2,1 125,900 0 3,900
CDN IMPERIAL BK COMM TORONTO COM 136069101 217 2,230 SH   DFND 7,2,1 2,230 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 50,809 521,600 SH   DFND 6,2,1 166,200 0 355,400
CDN IMPERIAL BK COMM TORONTO COM 136069101 6,792 69,727 SH   DFND 8,2,1 63,127 0 6,600
CANADIAN NATL RY CO COM 136375102 1,769 21,437 SH   DFND 7,2,1 8,129 0 13,308
CANADIAN NATL RY CO COM 136375102 48,609 589,200 SH   DFND 6,2,1 63,400 0 525,800
CANADIAN NATL RY CO COM 136375102 833 10,100 SH   DFND 8,2,1 10,100 0 0
CANADIAN NAT RES LTD COM 136385101 1,763 49,356 SH   DFND 7,2,1 29,725 0 19,631
CANADIAN NAT RES LTD COM 136385101 789 22,100 SH   DFND 6,2,1 8,500 0 13,600
CANADIAN PAC RY LTD COM 13645T100 61 336 SH   DFND 7,2,1 336 0 0
CANADIAN PAC RY LTD COM 13645T100 14,274 78,100 SH   DFND 6,2,1 4,900 0 73,200
CANADIAN PAC RY LTD COM 13645T100 311 1,700 SH   DFND 8,2,1 1,700 0 0
CAPITAL ONE FINL CORP COM 14040H105 3,072 30,854 SH   DFND 7,2,1 2,294 0 28,560
CAPITAL ONE FINL CORP COM 14040H105 9,749 97,900 SH   DFND 6,2,1 60,600 0 37,300
CARDINAL HEALTH INC COM 14149Y108 94 1,536 SH   DFND 7,2,1 1,536 0 0
CARDINAL HEALTH INC COM 14149Y108 1,281 20,900 SH   DFND 6,2,1 0 0 20,900
CAREER EDUCATION CORP COM 141665109 504 41,700 SH   DFND 6,2,1 21,600 0 20,100
CARMAX INC COM 143130102 54 840 SH   DFND 7,2,1 840 0 0
CARMAX INC COM 143130102 1,013 15,800 SH   DFND 6,2,1 0 0 15,800
CARNIVAL CORP UNIT 99/99/9999 143658300 114 1,725 SH   DFND 7,2,1 1,725 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 2,324 35,020 SH   DFND 7,2,1 891 0 34,129
CARNIVAL CORP UNIT 99/99/9999 143658300 285 4,300 SH   DFND 6,2,1 0 0 4,300
CARNIVAL CORP UNIT 99/99/9999 143658300 7,181 108,200 SH   DFND 6,2,1 9,700 0 98,500
CARNIVAL CORP UNIT 99/99/9999 143658300 5,044 76,000 SH   DFND 8,2,1 63,000 0 13,000
CARRIZO OIL & GAS INC COM 144577103 2,156 101,300 SH   DFND 6,2,1 77,700 0 23,600
CARS COM INC COM 14575E105 80 2,779 SH   DFND 7,2,1 2,779 0 0
CARS COM INC COM 14575E105 185 6,400 SH   DFND 6,2,1 6,400 0 0
CATERPILLAR INC DEL COM 149123101 361 2,293 SH   DFND 2,1 2,293 0 0
CATERPILLAR INC DEL COM 149123101 1,327 8,420 SH   DFND 7,2,1 3,432 0 4,988
CATERPILLAR INC DEL COM 149123101 19,241 122,100 SH   DFND 6,2,1 64,500 0 57,600
CAVIUM INC COM 14964U108 5,030 60,000 SH   DFND 8,2,1 60,000 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 3,181 523,200 SH   DFND 6,2,1 354,100 0 169,100
CELANESE CORP DEL COM SER A 150870103 1,431 13,367 SH   DFND 7,2,1 744 0 12,623
CELANESE CORP DEL COM SER A 150870103 8,159 76,200 SH   DFND 6,2,1 4,500 0 71,700
CELANESE CORP DEL COM SER A 150870103 193 1,800 SH   DFND 8,2,1 1,800 0 0
CELESTICA INC SUB VTG SHS 15101Q108 153 14,600 SH   DFND 6,2,1 0 0 14,600
CELGENE CORP COM 151020104 4,996 47,868 SH   DFND 7,2,1 19,797 0 28,071
CELGENE CORP COM 151020104 12,127 116,200 SH   DFND 6,2,1 103,100 0 13,100
CELGENE CORP COM 151020104 104,014 996,684 SH   DFND 8,2,1 996,684 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 793 279,100 SH   DFND 6,2,1 245,100 0 34,000
CENTENE CORP DEL COM 15135B101 84 836 SH   DFND 7,2,1 836 0 0
CENTENE CORP DEL COM 15135B101 12,156 120,500 SH   DFND 6,2,1 102,000 0 18,500
CENTENE CORP DEL COM 15135B101 22,868 226,686 SH   DFND 8,2,1 226,686 0 0
CENOVUS ENERGY INC COM 15135U109 287 31,400 SH   DFND 7,2,1 31,400 0 0
CENTERPOINT ENERGY INC COM 15189T107 56 1,976 SH   DFND 7,2,1 1,976 0 0
CENTERPOINT ENERGY INC COM 15189T107 4,438 156,500 SH   DFND 6,2,1 30,000 0 126,500
CENTERPOINT ENERGY INC COM 15189T107 96 3,400 SH   DFND 8,2,1 3,400 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 420 20,800 SH   DFND 6,2,1 13,700 0 7,100
CENTURY BANCORP INC MASS CL A NON VTG 156432106 1,301 16,624 SH   DFND 6,2,1 11,724 0 4,900
CENTURY CASINOS INC COM 156492100 308 33,710 SH   DFND 6,2,1 22,360 0 11,350
CENTURY CMNTYS INC COM 156504300 389 12,500 SH   DFND 6,2,1 6,100 0 6,400
CENTURYLINK INC COM 156700106 74 4,423 SH   DFND 7,2,1 4,423 0 0
CENTURYLINK INC COM 156700106 866 51,900 SH   DFND 6,2,1 43,700 0 8,200
CERNER CORP COM 156782104 1,126 16,711 SH   DFND 7,2,1 16,711 0 0
CERNER CORP COM 156782104 6,159 91,400 SH   DFND 6,2,1 6,500 0 84,900
CERNER CORP COM 156782104 54,503 808,765 SH   DFND 8,2,1 808,765 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,905 5,670 SH   DFND 7,2,1 4,602 0 1,068
CHARTER COMMUNICATIONS INC N CL A 16119P108 8,937 26,600 SH   DFND 6,2,1 21,900 0 4,700
CHARTER FINL CORP MD COM 16122W108 247 14,102 SH   DFND 6,2,1 13,502 0 600
CHATHAM LODGING TR COM 16208T102 5,121 225,000 SH   DFND 6,2,1 155,100 0 69,900
CHEESECAKE FACTORY INC COM 163072101 3,556 73,800 SH   DFND 6,2,1 53,200 0 20,600
CHEMOURS CO COM 163851108 51 1,013 SH   DFND 7,2,1 1,013 0 0
CHEMOURS CO COM 163851108 20,289 405,300 SH   DFND 6,2,1 270,400 0 134,900
CHEMOURS CO COM 163851108 2,603 52,000 SH   DFND 8,2,1 48,200 0 3,800
CHENIERE ENERGY INC COM NEW 16411R208 281 5,217 SH   DFND 7,2,1 5,217 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 6,946 256,400 SH   DFND 6,2,1 171,800 0 84,600
CHESAPEAKE LODGING TR SH BEN INT 165240102 79 2,900 SH   DFND 8,2,1 0 0 2,900
CHEVRON CORP NEW COM 166764100 20,105 160,599 SH   DFND 7,2,1 109,551 0 51,048
CHEVRON CORP NEW COM 166764100 38,233 305,400 SH   DFND 6,2,1 236,000 0 69,400
CHEVRON CORP NEW COM 166764100 551 4,400 SH   DFND 8,2,1 4,400 0 0
CHICOS FAS INC COM 168615102 663 75,150 SH   DFND 6,2,1 31,000 0 44,150
CHIMERIX INC COM 16934W106 1,477 319,073 SH   DFND 6,2,1 178,073 0 141,000
CHIPOTLE MEXICAN GRILL INC COM 169656105 35 120 SH   DFND 7,2,1 120 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 30,565 105,750 SH   DFND 8,2,1 105,750 0 0
CHOICE HOTELS INTL INC COM 169905106 784 10,100 SH   DFND 6,2,1 4,700 0 5,400
CHOICE HOTELS INTL INC COM 169905106 47 600 SH   DFND 8,2,1 600 0 0
CHUNGHWA TELECOM CO LTD SPON ADR NEW11 17133Q502 320 9,017 SH   DFND 7,2,1 0 0 9,017
CHURCH & DWIGHT INC COM 171340102 58 1,151 SH   DFND 7,2,1 1,151 0 0
CHURCH & DWIGHT INC COM 171340102 11,479 228,800 SH   DFND 6,2,1 12,400 0 216,400
CHURCH & DWIGHT INC COM 171340102 251 5,000 SH   DFND 8,2,1 5,000 0 0
CIMAREX ENERGY CO COM 171798101 294 2,413 SH   DFND 7,2,1 2,413 0 0
CINCINNATI FINL CORP COM 172062101 198 2,639 SH   DFND 7,2,1 2,639 0 0
CINCINNATI FINL CORP COM 172062101 525 7,000 SH   DFND 6,2,1 7,000 0 0
CINCINNATI FINL CORP COM 172062101 195 2,600 SH   DFND 8,2,1 2,600 0 0
CINEMARK HOLDINGS INC COM 17243V102 20,794 597,190 SH   DFND 6,2,1 396,000 0 201,190
CINEMARK HOLDINGS INC COM 17243V102 1,187 34,100 SH   DFND 8,2,1 30,100 0 4,000
CIRRUS LOGIC INC COM 172755100 2,641 50,920 SH   DFND 6,2,1 39,000 0 11,920
CIRRUS LOGIC INC COM 172755100 1,670 32,200 SH   DFND 8,2,1 32,200 0 0
CISCO SYS INC COM 17275R102 1,675 43,725 SH   DFND 2,1 43,725 0 0
CISCO SYS INC COM 17275R102 9,545 249,219 SH   DFND 7,2,1 43,299 0 205,920
CISCO SYS INC COM 17275R102 40,242 1,050,700 SH   DFND 6,2,1 564,100 0 486,600
CISCO SYS INC COM 17275R102 123,341 3,220,403 SH   DFND 8,2,1 3,220,403 0 0
CINTAS CORP COM 172908105 66 426 SH   DFND 7,2,1 426 0 0
CINTAS CORP COM 172908105 8,882 57,000 SH   DFND 6,2,1 4,600 0 52,400
CINTAS CORP COM 172908105 327 2,100 SH   DFND 8,2,1 2,100 0 0
CITIGROUP INC COM NEW 172967424 217 2,910 SH   DFND 2,1 2,910 0 0
CITIGROUP INC COM NEW 172967424 34,568 464,566 SH   DFND 7,2,1 273,650 0 190,916
CITIGROUP INC COM NEW 172967424 26,587 357,300 SH   DFND 6,2,1 319,100 0 38,200
CITIGROUP INC COM NEW 172967424 729 9,800 SH   DFND 8,2,1 9,800 0 0
CITIZENS FINL GROUP INC COM 174610105 105 2,498 SH   DFND 7,2,1 2,498 0 0
CITIZENS FINL GROUP INC COM 174610105 5,814 138,500 SH   DFND 6,2,1 53,600 0 84,900
CITIZENS FINL GROUP INC COM 174610105 2,758 65,700 SH   DFND 8,2,1 65,700 0 0
CITRIX SYS INC COM 177376100 62 700 SH   DFND 7,2,1 700 0 0
CITRIX SYS INC COM 177376100 1,575 17,900 SH   DFND 6,2,1 7,600 0 10,300
CITRIX SYS INC NOTE 0.500% 4/1 177376AD2 24,699 19,100,000 PRN   DFND 7,2,1 14,000,000 0 5,100,000
CIVISTA BANCSHARES INC COM NO PAR 178867107 290 13,194 SH   DFND 6,2,1 8,214 0 4,980
CLOROX CO DEL COM 189054109 99 668 SH   DFND 7,2,1 668 0 0
CLOROX CO DEL COM 189054109 16,748 112,600 SH   DFND 6,2,1 7,900 0 104,700
CLOROX CO DEL COM 189054109 387 2,600 SH   DFND 8,2,1 2,600 0 0
CLOUDERA INC COM 18914U100 4,576 277,000 SH   DFND 8,2,1 277,000 0 0
CLOVIS ONCOLOGY INC COM 189464100 1,068 15,700 SH   DFND 6,2,1 9,400 0 6,300
COCA COLA BOTTLING CO CONS COM 191098102 947 4,400 SH   DFND 6,2,1 1,800 0 2,600
COCA COLA CO COM 191216100 272 5,930 SH   DFND 2,1 5,930 0 0
COCA COLA CO COM 191216100 14,560 317,345 SH   DFND 7,2,1 246,871 0 70,474
COCA COLA CO COM 191216100 78,845 1,718,500 SH   DFND 6,2,1 504,400 0 1,214,100
COCA COLA CO COM 191216100 1,615 35,200 SH   DFND 8,2,1 35,200 0 0
COGNEX CORP COM 192422103 1,763 28,832 SH   DFND 2,1 28,832 0 0
COGNEX CORP COM 192422103 58 946 SH   DFND 7,2,1 946 0 0
COGNEX CORP COM 192422103 13,761 225,000 SH   DFND 6,2,1 159,400 0 65,600
COGNEX CORP COM 192422103 90,974 1,487,470 SH   DFND 8,2,1 1,487,470 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 3,378 47,560 SH   DFND 7,2,1 28,842 0 18,718
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 33,408 470,400 SH   DFND 6,2,1 178,100 0 292,300
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,479 34,901 SH   DFND 8,2,1 34,901 0 0
COHERENT INC COM 192479103 15,626 55,367 SH   DFND 6,2,1 35,267 0 20,100
COHERUS BIOSCIENCES INC COM 19249H103 3,587 407,654 SH   DFND 8,2,1 407,654 0 0
COLGATE PALMOLIVE CO COM 194162103 7,287 96,582 SH   DFND 7,2,1 3,985 0 92,597
COLGATE PALMOLIVE CO COM 194162103 30,942 410,100 SH   DFND 6,2,1 130,900 0 279,200
COLGATE PALMOLIVE CO COM 194162103 14,293 189,438 SH   DFND 8,2,1 189,438 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 27 2,400 SH   DFND 7,2,1 2,400 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 531 46,500 SH   DFND 6,2,1 46,500 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 2,863 71,600 SH   DFND 6,2,1 45,700 0 25,900
COMCAST CORP NEW CL A 20030N101 9,173 229,039 SH   DFND 7,2,1 105,860 0 123,179
COMCAST CORP NEW CL A 20030N101 76,516 1,910,500 SH   DFND 6,2,1 609,100 0 1,301,400
COMCAST CORP NEW CL A 20030N101 6,232 155,600 SH   DFND 8,2,1 155,600 0 0
COMERICA INC COM 200340107 74 849 SH   DFND 7,2,1 849 0 0
COMERICA INC COM 200340107 6,606 76,100 SH   DFND 6,2,1 56,300 0 19,800
COMERICA INC COM 200340107 1,337 15,400 SH   DFND 8,2,1 15,400 0 0
COMMUNITY HEALTH SYS INC NEW RIGHT 99/99/9999 203668116 2 304,623 SH   DFND 8,2,1 304,623 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 118 11,339 SH   DFND 7,2,1 0 0 11,339
COMPASS MINERALS INTL INC COM 20451N101 347 4,800 SH   DFND 6,2,1 0 0 4,800
COMPUTER PROGRAMS & SYS INC COM 205306103 2,671 88,900 SH   DFND 6,2,1 57,200 0 31,700
COMTECH TELECOMMUNICATIONS C COM NEW 205826209 354 16,000 SH   DFND 6,2,1 10,700 0 5,300
CONAGRA BRANDS INC COM 205887102 80 2,111 SH   DFND 7,2,1 2,111 0 0
CONAGRA BRANDS INC COM 205887102 5,270 139,900 SH   DFND 6,2,1 1,900 0 138,000
CONATUS PHARMACEUTICALS INC COM 20600T108 2,043 442,117 SH   DFND 8,2,1 442,117 0 0
CONCHO RES INC COM 20605P101 898 5,981 SH   DFND 7,2,1 5,981 0 0
CONCHO RES INC COM 20605P101 255 1,700 SH   DFND 6,2,1 0 0 1,700
CONCHO RES INC COM 20605P101 58,311 388,172 SH   DFND 8,2,1 388,172 0 0
CONDUENT INC COM 206787103 10,842 670,900 SH   DFND 6,2,1 415,500 0 255,400
CONMED CORP COM 207410101 1,862 36,540 SH   DFND 6,2,1 19,960 0 16,580
CONOCOPHILLIPS COM 20825C104 340 6,200 SH   DFND 2,1 6,200 0 0
CONOCOPHILLIPS COM 20825C104 8,621 157,066 SH   DFND 7,2,1 89,957 0 67,109
CONOCOPHILLIPS COM 20825C104 7,663 139,600 SH   DFND 6,2,1 131,800 0 7,800
CONSOLIDATED EDISON INC COM 209115104 192 2,260 SH   DFND 7,2,1 2,260 0 0
CONSOLIDATED EDISON INC COM 209115104 13,473 158,600 SH   DFND 6,2,1 8,800 0 149,800
CONSOLIDATED EDISON INC COM 209115104 238 2,800 SH   DFND 8,2,1 2,800 0 0
CONSOLIDATED TOMOKA LD CO COM 210226106 203 3,200 SH   DFND 6,2,1 1,600 0 1,600
CONSTELLATION BRANDS INC CL A 21036P108 193 843 SH   DFND 7,2,1 843 0 0
CONSTELLATION BRANDS INC CL A 21036P108 18,811 82,300 SH   DFND 6,2,1 22,800 0 59,500
CONSTELLATION BRANDS INC CL A 21036P108 12,137 53,100 SH   DFND 8,2,1 53,100 0 0
CONTROL4 CORP COM 21240D107 327 11,000 SH   DFND 6,2,1 7,700 0 3,300
COOPER COS INC COM NEW 216648402 51 233 SH   DFND 7,2,1 233 0 0
COOPER COS INC COM NEW 216648402 43,293 198,700 SH   DFND 8,2,1 198,700 0 0
COOPER STD HLDGS INC COM 21676P103 1,642 13,400 SH   DFND 6,2,1 9,200 0 4,200
COOPER TIRE & RUBR CO COM 216831107 8,537 241,496 SH   DFND 6,2,1 161,796 0 79,700
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 2,122 55,550 SH   DFND 6,2,1 32,150 0 23,400
CORELOGIC INC COM 21871D103 4,161 90,051 SH   DFND 6,2,1 77,600 0 12,451
CORECIVIC INC COM 21871N101 8,411 373,800 SH   DFND 6,2,1 259,200 0 114,600
CORECIVIC INC COM 21871N101 572 25,400 SH   DFND 8,2,1 20,900 0 4,500
CORNING INC COM 219350105 136 4,244 SH   DFND 7,2,1 4,244 0 0
CORNING INC COM 219350105 7,815 244,300 SH   DFND 6,2,1 7,300 0 237,000
COSTCO WHSL CORP NEW COM 22160K105 14,136 75,953 SH   DFND 7,2,1 74,103 0 1,850
COSTCO WHSL CORP NEW COM 22160K105 51,946 279,100 SH   DFND 6,2,1 62,500 0 216,600
COSTCO WHSL CORP NEW COM 22160K105 66,001 354,613 SH   DFND 8,2,1 354,613 0 0
COUSINS PPTYS INC COM 222795106 2,139 231,292 SH   DFND 7,2,1 231,292 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 19,718 124,100 SH   DFND 6,2,1 78,400 0 45,700
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,160 7,300 SH   DFND 8,2,1 6,400 0 900
CRANE CO COM 224399105 5,398 60,500 SH   DFND 6,2,1 32,600 0 27,900
CRAWFORD & CO CL B 224633107 2,517 261,615 SH   DFND 6,2,1 139,839 0 121,776
CRAWFORD & CO CL A 224633206 236 27,800 SH   DFND 6,2,1 18,300 0 9,500
CREE INC COM 225447101 4,435 119,400 SH   DFND 6,2,1 98,100 0 21,300
CRESCENT PT ENERGY CORP COM 22576C101 96 12,607 SH   DFND 7,2,1 12,607 0 0
CRITEO S A SPONS ADS 226718104 931 35,765 SH   DFND 7,2,1 35,765 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 970 8,737 SH   DFND 7,2,1 8,737 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 6,361 57,300 SH   DFND 6,2,1 52,400 0 4,900
CROWN HOLDINGS INC COM 228368106 45 800 SH   DFND 7,2,1 800 0 0
CROWN HOLDINGS INC COM 228368106 17,612 313,100 SH   DFND 6,2,1 164,200 0 148,900
CROWN HOLDINGS INC COM 228368106 1,434 25,500 SH   DFND 8,2,1 21,800 0 3,700
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 137 3,100 SH   DFND 2,1 3,100 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,646 60,000 SH   DFND 7,2,1 60,000 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 348 7,900 SH   DFND 6,2,1 7,900 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 246 5,572 SH   DFND 8,2,1 5,572 0 0
CTRIP COM INTL LTD NOTE 1.000% 7/0 22943FAF7 16,017 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
CTRIP COM INTL LTD NOTE 1.990% 7/0 22943FAH3 8,372 7,500,000 PRN   DFND 7,2,1 7,500,000 0 0
CUMMINS INC COM 231021106 214 1,214 SH   DFND 7,2,1 1,214 0 0
CUMMINS INC COM 231021106 19,024 107,700 SH   DFND 6,2,1 7,800 0 99,900
CUMMINS INC COM 231021106 336 1,900 SH   DFND 8,2,1 1,900 0 0
CURRENCYSHARES EURO TR EURO SHS 23130C108 1,427 12,342 SH   DFND 2,1 0 0 12,342
CUSTOMERS BANCORP INC COM 23204G100 790 30,400 SH   DFND 6,2,1 22,700 0 7,700
CUTERA INC COM 232109108 254 5,600 SH   DFND 6,2,1 3,700 0 1,900
CYPRESS SEMICONDUCTOR CORP COM 232806109 5,258 345,000 SH   DFND 8,2,1 345,000 0 0
CYRUSONE INC COM 23283R100 18,417 309,372 SH   DFND 7,2,1 309,372 0 0
DDR CORP COM 23317H102 7,201 803,719 SH   DFND 7,2,1 803,719 0 0
DDR CORP COM 23317H102 2,623 292,800 SH   DFND 6,2,1 292,800 0 0
DDR CORP COM 23317H102 72 8,070 SH   DFND 8,2,1 8,070 0 0
D R HORTON INC COM 23331A109 92 1,800 SH   DFND 7,2,1 1,800 0 0
D R HORTON INC COM 23331A109 4,412 86,400 SH   DFND 6,2,1 1,200 0 85,200
D R HORTON INC COM 23331A109 220 4,300 SH   DFND 8,2,1 4,300 0 0
DHI GROUP INC COM 23331S100 140 73,800 SH   DFND 6,2,1 73,800 0 0
DST SYS INC DEL COM 233326107 21,905 352,900 SH   DFND 6,2,1 224,800 0 128,100
DST SYS INC DEL COM 233326107 1,732 27,900 SH   DFND 8,2,1 25,400 0 2,500
DTE ENERGY CO COM 233331107 207 1,891 SH   DFND 7,2,1 1,891 0 0
DTE ENERGY CO COM 233331107 17,689 161,600 SH   DFND 6,2,1 700 0 160,900
DTE ENERGY CO COM 233331107 383 3,500 SH   DFND 8,2,1 3,500 0 0
DSW INC CL A 23334L102 214 10,000 SH   DFND 6,2,1 0 0 10,000
DXC TECHNOLOGY CO COM 23355L106 659 6,947 SH   DFND 7,2,1 1,371 0 5,576
DXC TECHNOLOGY CO COM 23355L106 2,989 31,493 SH   DFND 6,2,1 24,700 0 6,793
DANA INCORPORATED COM 235825205 3,214 100,400 SH   DFND 6,2,1 73,900 0 26,500
DANAHER CORP DEL COM 235851102 387 4,166 SH   DFND 7,2,1 2,977 0 1,189
DANAHER CORP DEL COM 235851102 32,283 347,800 SH   DFND 6,2,1 87,700 0 260,100
DANAHER CORP DEL COM 235851102 50,800 547,300 SH   DFND 8,2,1 547,300 0 0
DARDEN RESTAURANTS INC COM 237194105 127 1,321 SH   DFND 7,2,1 1,321 0 0
DARDEN RESTAURANTS INC COM 237194105 56,123 584,494 SH   DFND 6,2,1 397,294 0 187,200
DARDEN RESTAURANTS INC COM 237194105 6,846 71,300 SH   DFND 8,2,1 68,300 0 3,000
DARLING INGREDIENTS INC COM 237266101 363 20,000 SH   DFND 7,2,1 20,000 0 0
DAVITA INC COM 23918K108 58 800 SH   DFND 7,2,1 800 0 0
DAVITA INC COM 23918K108 874 12,100 SH   DFND 6,2,1 0 0 12,100
DEAN FOODS CO NEW COM NEW 242370203 4,855 420,000 SH   DFND 6,2,1 209,300 0 210,700
DEAN FOODS CO NEW COM NEW 242370203 50 4,300 SH   DFND 8,2,1 0 0 4,300
DEERE & CO COM 244199105 201 1,287 SH   DFND 7,2,1 1,287 0 0
DEERE & CO COM 244199105 16,199 103,500 SH   DFND 6,2,1 35,100 0 68,400
DEERE & CO COM 244199105 2,393 15,291 SH   DFND 8,2,1 15,291 0 0
DEL FRISCOS RESTAURANT GROUP COM 245077102 154 10,100 SH   DFND 6,2,1 3,500 0 6,600
DEL TACO RESTAURANTS INC COM 245496104 297 24,500 SH   DFND 6,2,1 10,600 0 13,900
DELL TECHNOLOGIES INC COM CL V 24703L103 2,231 27,443 SH   DFND 7,2,1 1,022 0 26,421
DELTA AIR LINES INC DEL COM NEW 247361702 46 820 SH   DFND 7,2,1 820 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 4,110 73,400 SH   DFND 6,2,1 66,400 0 7,000
DELUXE CORP COM 248019101 19,725 256,700 SH   DFND 6,2,1 165,600 0 91,100
DELUXE CORP COM 248019101 1,067 13,882 SH   DFND 8,2,1 13,882 0 0
DERMIRA INC COM 24983L104 8,440 303,474 SH   DFND 8,2,1 303,474 0 0
DEVON ENERGY CORP NEW COM 25179M103 550 13,279 SH   DFND 7,2,1 13,279 0 0
DEXCOM INC COM 252131107 835 14,550 SH   DFND 2,1 14,550 0 0
DEXCOM INC COM 252131107 1,202 20,941 SH   DFND 7,2,1 20,941 0 0
DEXCOM INC COM 252131107 107,647 1,875,715 SH   DFND 8,2,1 1,875,715 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 36 3,151 SH   DFND 7,2,1 3,151 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 7,678 680,100 SH   DFND 6,2,1 456,600 0 223,500
DIAMONDROCK HOSPITALITY CO COM 252784301 105 9,300 SH   DFND 8,2,1 0 0 9,300
DIAMONDBACK ENERGY INC COM 25278X109 1,316 10,424 SH   DFND 7,2,1 10,424 0 0
DIAMONDBACK ENERGY INC COM 25278X109 9,755 77,268 SH   DFND 8,2,1 77,268 0 0
DIGITAL RLTY TR INC COM 253868103 615 5,400 SH   DFND 7,2,1 5,400 0 0
DIGITAL RLTY TR INC COM 253868103 843 7,400 SH   DFND 6,2,1 1,900 0 5,500
DIME CMNTY BANCSHARES COM 253922108 394 18,800 SH   DFND 6,2,1 10,000 0 8,800
DINEEQUITY INC COM 254423106 1,233 24,300 SH   DFND 6,2,1 13,200 0 11,100
DIODES INC COM 254543101 2,325 81,100 SH   DFND 6,2,1 58,300 0 22,800
DISNEY WALT CO COM DISNEY 254687106 282 2,620 SH   DFND 2,1 2,620 0 0
DISNEY WALT CO COM DISNEY 254687106 8,807 81,914 SH   DFND 7,2,1 20,334 0 61,580
DISNEY WALT CO COM DISNEY 254687106 49,261 458,200 SH   DFND 6,2,1 171,800 0 286,400
DISNEY WALT CO COM DISNEY 254687106 10,056 93,535 SH   DFND 8,2,1 93,535 0 0
DISCOVER FINL SVCS COM 254709108 145 1,885 SH   DFND 7,2,1 1,885 0 0
DISCOVER FINL SVCS COM 254709108 9,146 118,900 SH   DFND 6,2,1 2,800 0 116,100
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 19 850 SH   DFND 7,2,1 850 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 271 12,100 SH   DFND 6,2,1 0 0 12,100
DISH NETWORK CORP CL A 25470M109 50 1,046 SH   DFND 7,2,1 1,046 0 0
DISH NETWORK CORP CL A 25470M109 263 5,500 SH   DFND 6,2,1 0 0 5,500
DR REDDYS LABS LTD ADR 256135203 461 12,284 SH   DFND 7,2,1 0 0 12,284
DOLLAR GEN CORP NEW COM 256677105 123 1,326 SH   DFND 7,2,1 1,326 0 0
DOLLAR GEN CORP NEW COM 256677105 5,283 56,800 SH   DFND 6,2,1 2,600 0 54,200
DOLLAR TREE INC COM 256746108 123 1,149 SH   DFND 7,2,1 1,149 0 0
DOLLAR TREE INC COM 256746108 2,060 19,200 SH   DFND 6,2,1 2,300 0 16,900
DOMINION ENERGY INC COM 25746U109 854 10,531 SH   DFND 7,2,1 10,531 0 0
DOMINION ENERGY INC COM 25746U109 35,431 437,100 SH   DFND 6,2,1 90,400 0 346,700
DOMINION ENERGY INC COM 25746U109 824 10,161 SH   DFND 8,2,1 10,161 0 0
DOMINOS PIZZA INC COM 25754A201 50 263 SH   DFND 7,2,1 263 0 0
DOMINOS PIZZA INC COM 25754A201 5,404 28,600 SH   DFND 6,2,1 3,800 0 24,800
DOMINOS PIZZA INC COM 25754A201 397 2,100 SH   DFND 8,2,1 1,000 0 1,100
DOMTAR CORP COM NEW 257559203 10,894 220,000 SH   DFND 6,2,1 135,900 0 84,100
DONEGAL GROUP INC CL A 257701201 405 23,400 SH   DFND 6,2,1 14,900 0 8,500
DONNELLEY FINL SOLUTIONS INC COM 25787G100 3,984 204,400 SH   DFND 6,2,1 142,200 0 62,200
DOUGLAS EMMETT INC COM 25960P109 8,536 207,881 SH   DFND 7,2,1 207,881 0 0
DOVER CORP COM 260003108 74 737 SH   DFND 7,2,1 737 0 0
DOVER CORP COM 260003108 2,171 21,500 SH   DFND 6,2,1 0 0 21,500
DOWDUPONT INC COM 26078J100 16,618 233,333 SH   DFND 7,2,1 137,780 0 95,553
DOWDUPONT INC COM 26078J100 49,778 698,933 SH   DFND 6,2,1 282,365 0 416,568
DOWDUPONT INC COM 26078J100 15,949 223,936 SH   DFND 8,2,1 213,236 0 10,700
DR PEPPER SNAPPLE GROUP INC COM 26138E109 83 859 SH   DFND 7,2,1 859 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 67,190 692,250 SH   DFND 6,2,1 414,950 0 277,300
DR PEPPER SNAPPLE GROUP INC COM 26138E109 8,405 86,600 SH   DFND 8,2,1 82,600 0 4,000
DUKE REALTY CORP COM NEW 264411505 6,513 239,364 SH   DFND 7,2,1 239,364 0 0
DUKE REALTY CORP COM NEW 264411505 17,567 645,600 SH   DFND 6,2,1 605,600 0 40,000
DUKE REALTY CORP COM NEW 264411505 2,680 98,500 SH   DFND 8,2,1 91,200 0 7,300
DUKE ENERGY CORP NEW COM NEW 26441C204 9,568 113,759 SH   DFND 7,2,1 54,201 0 59,558
DUKE ENERGY CORP NEW COM NEW 26441C204 32,606 387,660 SH   DFND 6,2,1 88,400 0 299,260
DUKE ENERGY CORP NEW COM NEW 26441C204 622 7,400 SH   DFND 8,2,1 5,500 0 1,900
DUN & BRADSTREET CORP DEL NE COM 26483E100 15,857 133,918 SH   DFND 6,2,1 72,718 0 61,200
DUN & BRADSTREET CORP DEL NE COM 26483E100 675 5,700 SH   DFND 8,2,1 5,700 0 0
EL POLLO LOCO HLDGS INC COM 268603107 832 83,990 SH   DFND 6,2,1 37,900 0 46,090
EOG RES INC COM 26875P101 16,552 153,385 SH   DFND 7,2,1 113,239 0 40,146
EOG RES INC COM 26875P101 8,557 79,300 SH   DFND 6,2,1 72,500 0 6,800
EOG RES INC COM 26875P101 71,666 664,132 SH   DFND 8,2,1 664,132 0 0
EQT CORP COM 26884L109 345 6,060 SH   DFND 7,2,1 6,060 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 67 1,350 SH   DFND 7,2,1 1,350 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,125 22,700 SH   DFND 6,2,1 0 0 22,700
EAST WEST BANCORP INC COM 27579R104 2,548 41,886 SH   DFND 7,2,1 41,886 0 0
EAST WEST BANCORP INC COM 27579R104 2,798 46,000 SH   DFND 6,2,1 20,400 0 25,600
EASTMAN CHEM CO COM 277432100 65 700 SH   DFND 7,2,1 700 0 0
EASTMAN CHEM CO COM 277432100 1,621 17,500 SH   DFND 6,2,1 0 0 17,500
EBAY INC COM 278642103 419 11,093 SH   DFND 7,2,1 4,977 0 6,116
EBAY INC COM 278642103 71,883 1,904,700 SH   DFND 6,2,1 1,403,800 0 500,900
EBAY INC COM 278642103 13,732 363,850 SH   DFND 8,2,1 352,950 0 10,900
ECHOSTAR CORP CL A 278768106 300 5,000 SH   DFND 6,2,1 0 0 5,000
ECOLAB INC COM 278865100 10,723 79,913 SH   DFND 7,2,1 18,468 0 61,445
ECOLAB INC COM 278865100 33,357 248,600 SH   DFND 6,2,1 46,100 0 202,500
ECOLAB INC COM 278865100 68,559 510,946 SH   DFND 8,2,1 506,146 0 4,800
EDISON INTL COM 281020107 99 1,560 SH   DFND 7,2,1 1,560 0 0
EDISON INTL COM 281020107 4,395 69,500 SH   DFND 6,2,1 8,100 0 61,400
EDISON INTL COM 281020107 405 6,400 SH   DFND 8,2,1 6,400 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 119 1,058 SH   DFND 7,2,1 1,058 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,243 19,900 SH   DFND 6,2,1 1,700 0 18,200
EDWARDS LIFESCIENCES CORP COM 28176E108 16,544 146,785 SH   DFND 8,2,1 146,785 0 0
ELDORADO RESORTS INC COM 28470R102 377 11,379 SH   DFND 6,2,1 7,339 0 4,040
ELECTRONIC ARTS INC COM 285512109 157 1,492 SH   DFND 7,2,1 1,492 0 0
ELECTRONIC ARTS INC COM 285512109 19,909 189,500 SH   DFND 6,2,1 47,700 0 141,800
ELECTRONIC ARTS INC COM 285512109 12,508 119,052 SH   DFND 8,2,1 119,052 0 0
ELLIS PERRY INTL INC COM 288853104 2,449 97,810 SH   DFND 6,2,1 58,100 0 39,710
EMCORE CORP COM NEW 290846203 500 77,507 SH   DFND 6,2,1 49,400 0 28,107
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,218 26,200 SH   DFND 6,2,1 19,000 0 7,200
EMERSON ELEC CO COM 291011104 506 7,266 SH   DFND 7,2,1 6,418 0 848
EMERSON ELEC CO COM 291011104 25,541 366,500 SH   DFND 6,2,1 118,400 0 248,100
ENCANA CORP COM 292505104 286 21,441 SH   DFND 7,2,1 21,441 0 0
ENBRIDGE INC COM 29250N105 3,592 91,835 SH   DFND 7,2,1 62,204 0 29,631
ENBRIDGE INC COM 29250N105 3,744 95,740 SH   DFND 6,2,1 28,400 0 67,340
ENDOLOGIX INC COM 29266S106 5,151 962,787 SH   DFND 8,2,1 962,787 0 0
ENDOCYTE INC COM 29269A102 101 23,500 SH   DFND 6,2,1 23,500 0 0
ENERSYS COM 29275Y102 975 14,000 SH   DFND 6,2,1 600 0 13,400
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 97 5,500 SH   DFND 6,2,1 5,500 0 0
ENLINK MIDSTREAM LLC COM UNIT REP LTD 29336T100 544 30,900 SH   DFND 8,2,1 30,900 0 0
ENOVA INTL INC COM 29357K103 1,607 105,700 SH   DFND 6,2,1 90,000 0 15,700
ENTERCOM COMMUNICATIONS CORP CL A 293639100 214 19,800 SH   DFND 6,2,1 11,200 0 8,600
ENTERPRISE PRODS PARTNERS L COM 293792107 1,127 42,515 SH   DFND 7,2,1 42,515 0 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 368 51,500 SH   DFND 6,2,1 25,000 0 26,500
EPAM SYS INC COM 29414B104 1,074 10,000 SH   DFND 7,2,1 10,000 0 0
EQUINIX INC COM PAR $0.001 29444U700 11,102 24,495 SH   DFND 7,2,1 24,495 0 0
EQUINIX INC COM PAR $0.001 29444U700 4,895 10,800 SH   DFND 6,2,1 10,000 0 800
EQUITY COMWLTH COM SH BEN INT 294628102 60 1,951 SH   DFND 7,2,1 1,951 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,211 39,700 SH   DFND 6,2,1 33,000 0 6,700
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,680 73,392 SH   DFND 7,2,1 73,392 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 638 10,000 SH   DFND 6,2,1 10,000 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 159 2,500 SH   DFND 8,2,1 2,500 0 0
ESSEX PPTY TR INC COM 297178105 440 1,821 SH   DFND 7,2,1 1,821 0 0
ESSEX PPTY TR INC COM 297178105 772 3,200 SH   DFND 6,2,1 1,800 0 1,400
ESTERLINE TECHNOLOGIES CORP COM 297425100 889 11,900 SH   DFND 6,2,1 6,000 0 5,900
EURONET WORLDWIDE INC COM 298736109 1,172 13,910 SH   DFND 8,2,1 13,910 0 0
EURONET WORLDWIDE INC NOTE 1.500%10/0 298736AH2 17,220 14,000,000 PRN   DFND 7,2,1 13,000,000 0 1,000,000
EVERTEC INC COM 30040P103 4,840 354,600 SH   DFND 6,2,1 246,600 0 108,000
EVERSOURCE ENERGY COM 30040W108 176 2,783 SH   DFND 7,2,1 2,783 0 0
EVERSOURCE ENERGY COM 30040W108 56,774 898,600 SH   DFND 6,2,1 514,100 0 384,500
EVERSOURCE ENERGY COM 30040W108 3,854 61,000 SH   DFND 8,2,1 58,400 0 2,600
EXACT SCIENCES CORP COM 30063P105 6,909 131,500 SH   DFND 6,2,1 91,400 0 40,100
EXELON CORP COM 30161N101 185 4,693 SH   DFND 7,2,1 4,693 0 0
EXELON CORP COM 30161N101 22,704 576,100 SH   DFND 6,2,1 405,600 0 170,500
EXELON CORP COM 30161N101 3,232 82,000 SH   DFND 8,2,1 79,200 0 2,800
EXFO INC SUB VTG SHS 302046107 90 20,700 SH   DFND 6,2,1 12,700 0 8,000
EXPEDIA INC DEL COM NEW 30212P303 73 607 SH   DFND 7,2,1 607 0 0
EXPEDIA INC DEL COM NEW 30212P303 767 6,400 SH   DFND 6,2,1 0 0 6,400
EXPEDITORS INTL WASH INC COM 302130109 61 945 SH   DFND 7,2,1 945 0 0
EXPEDITORS INTL WASH INC COM 302130109 453 7,000 SH   DFND 6,2,1 7,000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,439 19,283 SH   DFND 7,2,1 2,852 0 16,431
EXPRESS SCRIPTS HLDG CO COM 30219G108 6,240 83,600 SH   DFND 6,2,1 62,300 0 21,300
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 7,731 406,900 SH   DFND 6,2,1 252,400 0 154,500
EXTRA SPACE STORAGE INC COM 30225T102 23,697 270,972 SH   DFND 7,2,1 270,972 0 0
EXTRA SPACE STORAGE INC COM 30225T102 122 1,400 SH   DFND 6,2,1 1,400 0 0
EXTREME NETWORKS INC COM 30226D106 6,409 511,900 SH   DFND 6,2,1 371,200 0 140,700
EXTERRAN CORP COM 30227H106 1,070 34,026 SH   DFND 6,2,1 21,212 0 12,814
EZCORP INC CL A NON VTG 302301106 2,034 166,693 SH   DFND 6,2,1 78,593 0 88,100
EXXON MOBIL CORP COM 30231G102 5,649 67,540 SH   DFND 2,1 67,540 0 0
EXXON MOBIL CORP COM 30231G102 19,575 234,041 SH   DFND 7,2,1 217,415 0 16,626
EXXON MOBIL CORP COM 30231G102 115,047 1,375,500 SH   DFND 6,2,1 654,300 0 721,200
EXXON MOBIL CORP COM 30231G102 21,583 258,045 SH   DFND 8,2,1 256,245 0 1,800
FLIR SYS INC COM 302445101 2,184 46,841 SH   DFND 7,2,1 46,841 0 0
F M C CORP COM NEW 302491303 1,016 10,735 SH   DFND 7,2,1 10,735 0 0
FNB CORP PA COM 302520101 5,780 418,200 SH   DFND 6,2,1 361,600 0 56,600
FTI CONSULTING INC COM 302941109 8,562 199,300 SH   DFND 6,2,1 133,300 0 66,000
FACEBOOK INC CL A 30303M102 279 1,580 SH   DFND 2,1 1,580 0 0
FACEBOOK INC CL A 30303M102 25,845 146,462 SH   DFND 7,2,1 87,883 0 58,579
FACEBOOK INC CL A 30303M102 81,683 462,900 SH   DFND 6,2,1 360,800 0 102,100
FACEBOOK INC CL A 30303M102 148,785 843,164 SH   DFND 8,2,1 843,164 0 0
FASTENAL CO COM 311900104 78 1,422 SH   DFND 7,2,1 1,422 0 0
FASTENAL CO COM 311900104 7,684 140,500 SH   DFND 6,2,1 9,500 0 131,000
FASTENAL CO COM 311900104 11,934 218,215 SH   DFND 8,2,1 218,215 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 254 1,909 SH   DFND 7,2,1 1,909 0 0
FEDEX CORP COM 31428X106 1,930 7,735 SH   DFND 7,2,1 2,901 0 4,834
FEDEX CORP COM 31428X106 10,980 44,000 SH   DFND 6,2,1 28,200 0 15,800
FEDEX CORP COM 31428X106 6,908 27,683 SH   DFND 8,2,1 27,683 0 0
FERRO CORP COM 315405100 1,191 50,500 SH   DFND 6,2,1 33,300 0 17,200
FIDELITY NATL INFORMATION SV COM 31620M106 153 1,621 SH   DFND 7,2,1 1,621 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 10,764 114,400 SH   DFND 6,2,1 6,400 0 108,000
FIDELITY NATL INFORMATION SV COM 31620M106 339 3,600 SH   DFND 8,2,1 3,600 0 0
FIFTH THIRD BANCORP COM 316773100 109 3,609 SH   DFND 7,2,1 3,609 0 0
FIFTH THIRD BANCORP COM 316773100 4,475 147,500 SH   DFND 6,2,1 0 0 147,500
FINANCIAL INSTNS INC COM 317585404 261 8,400 SH   DFND 6,2,1 8,400 0 0
FIRST BANCORP N C COM 318910106 455 12,900 SH   DFND 6,2,1 12,900 0 0
FIRST HORIZON NATL CORP COM 320517105 270 13,500 SH   DFND 6,2,1 13,500 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 983 11,343 SH   DFND 7,2,1 11,343 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 1,083 12,500 SH   DFND 6,2,1 0 0 12,500
FISERV INC COM 337738108 137 1,043 SH   DFND 7,2,1 1,043 0 0
FISERV INC COM 337738108 24,784 189,000 SH   DFND 6,2,1 15,600 0 173,400
FISERV INC COM 337738108 734 5,600 SH   DFND 8,2,1 5,600 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 644 17,200 SH   DFND 6,2,1 17,200 0 0
FIRSTENERGY CORP COM 337932107 47 1,530 SH   DFND 7,2,1 1,530 0 0
FIRSTENERGY CORP COM 337932107 17,114 558,900 SH   DFND 6,2,1 383,200 0 175,700
FIRSTENERGY CORP COM 337932107 1,072 35,000 SH   DFND 8,2,1 35,000 0 0
FIVE9 INC COM 338307101 219 8,793 SH   DFND 6,2,1 8,793 0 0
FIVE9 INC COM 338307101 7,414 298,000 SH   DFND 8,2,1 298,000 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,912 132,865 SH   DFND 8,2,1 132,865 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 91 473 SH   DFND 7,2,1 473 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 4,247 22,071 SH   DFND 8,2,1 22,071 0 0
FLOWERS FOODS INC COM 343498101 2,309 119,600 SH   DFND 6,2,1 73,300 0 46,300
FLOWERS FOODS INC COM 343498101 738 38,200 SH   DFND 8,2,1 38,200 0 0
FONAR CORP COM NEW 344437405 564 23,180 SH   DFND 6,2,1 17,710 0 5,470
FOOT LOCKER INC COM 344849104 23 500 SH   DFND 7,2,1 500 0 0
FOOT LOCKER INC COM 344849104 183 3,900 SH   DFND 6,2,1 0 0 3,900
FORD MTR CO DEL COM PAR $0.01 345370860 1,079 86,428 SH   DFND 7,2,1 21,327 0 65,101
FORD MTR CO DEL COM PAR $0.01 345370860 63,903 5,116,300 SH   DFND 6,2,1 4,237,100 0 879,200
FORD MTR CO DEL COM PAR $0.01 345370860 9,740 779,800 SH   DFND 8,2,1 744,500 0 35,300
FORMFACTOR INC COM 346375108 5,401 345,089 SH   DFND 6,2,1 248,389 0 96,700
FORTIS INC COM 349553107 7,711 210,273 SH   DFND 7,2,1 101,961 0 108,312
FORTIS INC COM 349553107 5,416 147,700 SH   DFND 6,2,1 1,100 0 146,600
FORTIS INC COM 349553107 158 4,300 SH   DFND 8,2,1 4,300 0 0
FORTIVE CORP COM 34959J108 1,098 15,178 SH   DFND 7,2,1 1,545 0 13,633
FORTIVE CORP COM 34959J108 20,023 276,750 SH   DFND 6,2,1 19,300 0 257,450
FORTIVE CORP COM 34959J108 535 7,400 SH   DFND 8,2,1 7,400 0 0
FOX FACTORY HLDG CORP COM 35138V102 2,051 52,792 SH   DFND 7,2,1 52,792 0 0
FRANCO NEVADA CORP COM 351858105 2,968 37,119 SH   DFND 7,2,1 37,119 0 0
FRANCO NEVADA CORP COM 351858105 752 9,400 SH   DFND 6,2,1 0 0 9,400
FRANKLIN RES INC COM 354613101 70 1,605 SH   DFND 7,2,1 1,605 0 0
FRANKLIN RES INC COM 354613101 646 14,900 SH   DFND 6,2,1 0 0 14,900
FRANKLIN STREET PPTYS CORP COM 35471R106 5,047 469,900 SH   DFND 6,2,1 357,600 0 112,300
FREDS INC CL A 356108100 47 11,600 SH   DFND 6,2,1 0 0 11,600
GEO GROUP INC NEW COM 36162J106 6,076 257,450 SH   DFND 6,2,1 142,100 0 115,350
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,381 43,300 SH   DFND 6,2,1 27,300 0 16,000
GGP INC COM 36174X101 10,124 432,834 SH   DFND 7,2,1 432,834 0 0
GW PHARMACEUTICALS PLC ADS 36197T103 12,434 94,193 SH   DFND 8,2,1 94,193 0 0
GAIN CAP HLDGS INC COM 36268W100 2,344 234,400 SH   DFND 6,2,1 134,000 0 100,400
GALLAGHER ARTHUR J & CO COM 363576109 75 1,187 SH   DFND 7,2,1 1,187 0 0
GALLAGHER ARTHUR J & CO COM 363576109 430 6,800 SH   DFND 6,2,1 900 0 5,900
GAMESTOP CORP NEW CL A 36467W109 8,851 493,100 SH   DFND 6,2,1 337,700 0 155,400
GAMESTOP CORP NEW CL A 36467W109 662 36,900 SH   DFND 8,2,1 32,800 0 4,100
GAP INC DEL COM 364760108 39 1,144 SH   DFND 7,2,1 1,144 0 0
GAP INC DEL COM 364760108 20,644 606,100 SH   DFND 6,2,1 454,800 0 151,300
GAP INC DEL COM 364760108 2,360 69,300 SH   DFND 8,2,1 67,500 0 1,800
GENERAL DYNAMICS CORP COM 369550108 179 882 SH   DFND 7,2,1 882 0 0
GENERAL DYNAMICS CORP COM 369550108 1,180 5,800 SH   DFND 6,2,1 900 0 4,900
GENERAL ELECTRIC CO COM 369604103 916 52,479 SH   DFND 2,1 52,479 0 0
GENERAL ELECTRIC CO COM 369604103 10,743 615,656 SH   DFND 7,2,1 203,932 0 411,724
GENERAL ELECTRIC CO COM 369604103 20,811 1,192,600 SH   DFND 6,2,1 962,200 0 230,400
GENERAL ELECTRIC CO COM 369604103 36,243 2,076,940 SH   DFND 8,2,1 2,076,940 0 0
GENERAL MLS INC COM 370334104 173 2,920 SH   DFND 7,2,1 2,920 0 0
GENERAL MLS INC COM 370334104 14,923 251,700 SH   DFND 6,2,1 43,600 0 208,100
GENERAL MLS INC COM 370334104 166 2,800 SH   DFND 8,2,1 0 0 2,800
GENERAL MTRS CO COM 37045V100 624 15,216 SH   DFND 7,2,1 12,447 0 2,769
GENERAL MTRS CO COM 37045V100 80,275 1,958,400 SH   DFND 6,2,1 1,349,200 0 609,200
GENERAL MTRS CO COM 37045V100 9,891 241,300 SH   DFND 8,2,1 229,100 0 12,200
GENUINE PARTS CO COM 372460105 67 700 SH   DFND 7,2,1 700 0 0
GENUINE PARTS CO COM 372460105 8,874 93,400 SH   DFND 6,2,1 0 0 93,400
GILEAD SCIENCES INC COM 375558103 2,109 29,433 SH   DFND 7,2,1 6,300 0 23,133
GILEAD SCIENCES INC COM 375558103 53,451 746,100 SH   DFND 6,2,1 495,300 0 250,800
GILEAD SCIENCES INC COM 375558103 39,982 558,097 SH   DFND 8,2,1 551,097 0 7,000
GILDAN ACTIVEWEAR INC COM 375916103 10 300 SH   DFND 7,2,1 300 0 0
GILDAN ACTIVEWEAR INC COM 375916103 568 17,600 SH   DFND 6,2,1 9,400 0 8,200
GLOBAL PMTS INC COM 37940X102 2,268 22,623 SH   DFND 7,2,1 22,623 0 0
GLOBAL PMTS INC COM 37940X102 8,019 80,000 SH   DFND 8,2,1 80,000 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,976 59,700 SH   DFND 6,2,1 53,000 0 6,700
GLOBUS MED INC CL A 379577208 621 15,116 SH   DFND 2,1 15,116 0 0
GLOBUS MED INC CL A 379577208 37,602 914,893 SH   DFND 8,2,1 914,893 0 0
GLU MOBILE INC COM 379890106 425 116,800 SH   DFND 6,2,1 76,700 0 40,100
GLYCOMIMETICS INC COM 38000Q102 8,579 510,974 SH   DFND 8,2,1 510,974 0 0
GODADDY INC CL A 380237107 201 3,991 SH   DFND 8,2,1 3,991 0 0
GOLDCORP INC NEW COM 380956409 2,237 175,146 SH   DFND 7,2,1 175,146 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 510 2,000 SH   DFND 2,1 2,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 8,211 32,230 SH   DFND 7,2,1 9,541 0 22,689
GOLDMAN SACHS GROUP INC COM 38141G104 19,515 76,600 SH   DFND 6,2,1 44,100 0 32,500
GRAHAM HLDGS CO COM 384637104 11,207 20,072 SH   DFND 6,2,1 12,300 0 7,772
GRAHAM HLDGS CO COM 384637104 503 900 SH   DFND 8,2,1 900 0 0
GRAINGER W W INC COM 384802104 309 1,308 SH   DFND 7,2,1 272 0 1,036
GRAINGER W W INC COM 384802104 425 1,800 SH   DFND 6,2,1 300 0 1,500
GRAND CANYON ED INC COM 38526M106 1,289 14,400 SH   DFND 6,2,1 12,100 0 2,300
GREAT PLAINS ENERGY INC COM 391164100 2,679 83,100 SH   DFND 6,2,1 31,800 0 51,300
GREEN BANCORP INC COM 39260X100 205 10,100 SH   DFND 6,2,1 10,100 0 0
GREEN DOT CORP CL A 39304D102 675 11,200 SH   DFND 6,2,1 6,700 0 4,500
GREENBRIER COS INC COM 393657101 6,652 124,800 SH   DFND 6,2,1 77,800 0 47,000
GREIF INC CL A 397624107 11,516 190,100 SH   DFND 6,2,1 122,300 0 67,800
GRIFFON CORP COM 398433102 669 32,869 SH   DFND 6,2,1 24,200 0 8,669
GROUPE CGI INC CL A SUB VTG 39945C109 762 14,017 SH   DFND 7,2,1 498 0 13,519
GROUPE CGI INC CL A SUB VTG 39945C109 14,789 272,200 SH   DFND 6,2,1 155,700 0 116,500
GROUPE CGI INC CL A SUB VTG 39945C109 3,953 72,755 SH   DFND 8,2,1 66,955 0 5,800
GROUPON INC COM 399473107 117 23,000 SH   DFND 6,2,1 23,000 0 0
GROUPON INC COM 399473107 191 37,414 SH   DFND 8,2,1 37,414 0 0
GRUBHUB INC COM 400110102 4,452 62,000 SH   DFND 8,2,1 62,000 0 0
HCA HEALTHCARE INC COM 40412C101 123 1,400 SH   DFND 7,2,1 1,400 0 0
HCA HEALTHCARE INC COM 40412C101 12,298 140,000 SH   DFND 6,2,1 11,400 0 128,600
HCA HEALTHCARE INC COM 40412C101 826 9,400 SH   DFND 8,2,1 3,300 0 6,100
HCP INC COM 40414L109 692 26,516 SH   DFND 7,2,1 26,516 0 0
HCP INC COM 40414L109 162 6,200 SH   DFND 6,2,1 6,200 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 10,136 99,694 SH   DFND 7,2,1 99,694 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 11,669 114,771 SH   DFND 8,2,1 3,126 0 111,645
HD SUPPLY HLDGS INC COM 40416M105 40 1,000 SH   DFND 7,2,1 1,000 0 0
HD SUPPLY HLDGS INC COM 40416M105 4,724 118,000 SH   DFND 6,2,1 80,700 0 37,300
HNI CORP COM 404251100 239 6,200 SH   DFND 6,2,1 0 0 6,200
HP INC COM 40434L105 693 33,004 SH   DFND 7,2,1 14,556 0 18,448
HP INC COM 40434L105 6,627 315,400 SH   DFND 6,2,1 182,100 0 133,300
HALCON RES CORP COM PAR NEW 40537Q605 5,197 686,500 SH   DFND 6,2,1 489,200 0 197,300
HALLIBURTON CO COM 406216101 3,421 70,004 SH   DFND 7,2,1 16,858 0 53,146
HALLIBURTON CO COM 406216101 8,225 168,300 SH   DFND 6,2,1 115,600 0 52,700
HALLIBURTON CO COM 406216101 2,737 56,000 SH   DFND 8,2,1 56,000 0 0
HALYARD HEALTH INC COM 40650V100 8,793 190,400 SH   DFND 6,2,1 122,200 0 68,200
HANESBRANDS INC COM 410345102 37 1,756 SH   DFND 7,2,1 1,756 0 0
HANESBRANDS INC COM 410345102 3,532 168,900 SH   DFND 6,2,1 152,600 0 16,300
HANNON ARMSTRONG SUST INFR C COM 41068X100 1,502 62,422 SH   DFND 8,2,1 62,422 0 0
HARLEY DAVIDSON INC COM 412822108 48 946 SH   DFND 7,2,1 946 0 0
HARLEY DAVIDSON INC COM 412822108 2,630 51,700 SH   DFND 6,2,1 33,200 0 18,500
HARMONIC INC COM 413160102 1,166 277,566 SH   DFND 6,2,1 170,846 0 106,720
HARRIS CORP DEL COM 413875105 82 581 SH   DFND 7,2,1 581 0 0
HARRIS CORP DEL COM 413875105 2,663 18,800 SH   DFND 6,2,1 0 0 18,800
HARVARD BIOSCIENCE INC COM 416906105 553 167,500 SH   DFND 6,2,1 129,000 0 38,500
HASBRO INC COM 418056107 49 544 SH   DFND 7,2,1 544 0 0
HASBRO INC COM 418056107 4,072 44,800 SH   DFND 6,2,1 0 0 44,800
HASBRO INC COM 418056107 233 2,560 SH   DFND 8,2,1 2,560 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 885 35,484 SH   DFND 6,2,1 22,600 0 12,884
HEALTHEQUITY INC COM 42226A107 2,467 52,866 SH   DFND 7,2,1 52,866 0 0
HEARTLAND FINL USA INC COM 42234Q102 590 11,000 SH   DFND 6,2,1 11,000 0 0
HECLA MNG CO COM 422704106 241 60,800 SH   DFND 6,2,1 0 0 60,800
HERSHEY CO COM 427866108 79 700 SH   DFND 7,2,1 700 0 0
HERSHEY CO COM 427866108 10,091 88,900 SH   DFND 6,2,1 7,400 0 81,500
HERSHEY CO COM 427866108 306 2,700 SH   DFND 8,2,1 2,700 0 0
HESS CORP COM 42809H107 343 7,235 SH   DFND 7,2,1 7,235 0 0
HESS CORP COM 42809H107 48,937 1,030,900 SH   DFND 6,2,1 769,400 0 261,500
HESS CORP COM 42809H107 6,878 144,900 SH   DFND 8,2,1 140,100 0 4,800
HEWLETT PACKARD ENTERPRISE C COM 42824C109 1,046 72,855 SH   DFND 7,2,1 7,932 0 64,923
HEWLETT PACKARD ENTERPRISE C COM 42824C109 56,505 3,934,900 SH   DFND 6,2,1 2,975,900 0 959,000
HEWLETT PACKARD ENTERPRISE C COM 42824C109 9,017 627,900 SH   DFND 8,2,1 606,900 0 21,000
HEXCEL CORP NEW COM 428291108 52,232 844,500 SH   DFND 8,2,1 844,500 0 0
HILL ROM HLDGS INC COM 431475102 700 8,300 SH   DFND 6,2,1 700 0 7,600
HILTON WORLDWIDE HLDGS INC COM 43300A203 79 986 SH   DFND 7,2,1 986 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 3,162 39,600 SH   DFND 6,2,1 0 0 39,600
HINGHAM INSTN SVGS MASS COM 433323102 290 1,400 SH   DFND 6,2,1 800 0 600
HOLLYFRONTIER CORP COM 436106108 230 4,499 SH   DFND 7,2,1 4,499 0 0
HOLLYFRONTIER CORP COM 436106108 398 7,767 SH   DFND 6,2,1 7,767 0 0
HOLOGIC INC COM 436440101 797 18,637 SH   DFND 2,1 18,637 0 0
HOLOGIC INC COM 436440101 58 1,368 SH   DFND 7,2,1 1,368 0 0
HOLOGIC INC COM 436440101 58,591 1,370,552 SH   DFND 8,2,1 1,370,552 0 0
HOLOGIC INC DEBT 2.000% 3/0 436440AC5 18,054 13,100,000 PRN   DFND 7,2,1 12,000,000 0 1,100,000
HOME DEPOT INC COM 437076102 13,457 71,003 SH   DFND 7,2,1 17,610 0 53,393
HOME DEPOT INC COM 437076102 96,983 511,700 SH   DFND 6,2,1 178,900 0 332,800
HOME DEPOT INC COM 437076102 2,523 13,312 SH   DFND 8,2,1 8,412 0 4,900
HONEYWELL INTL INC COM 438516106 1,518 9,898 SH   DFND 2,1 9,898 0 0
HONEYWELL INTL INC COM 438516106 12,456 81,221 SH   DFND 7,2,1 73,919 0 7,302
HONEYWELL INTL INC COM 438516106 71,803 468,200 SH   DFND 6,2,1 85,100 0 383,100
HONEYWELL INTL INC COM 438516106 79,730 519,889 SH   DFND 8,2,1 519,889 0 0
HORIZON TECHNOLOGY FIN CORP COM 44045A102 224 20,003 SH   DFND 6,2,1 11,003 0 9,000
HORTONWORKS INC COM 440894103 209 10,400 SH   DFND 6,2,1 10,400 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 76 2,538 SH   DFND 7,2,1 2,538 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 10,256 343,600 SH   DFND 6,2,1 242,500 0 101,100
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,024 34,296 SH   DFND 8,2,1 34,296 0 0
HOST HOTELS & RESORTS INC COM 44107P104 16,460 829,209 SH   DFND 7,2,1 829,209 0 0
HOST HOTELS & RESORTS INC COM 44107P104 9,877 497,600 SH   DFND 6,2,1 418,300 0 79,300
HOST HOTELS & RESORTS INC COM 44107P104 129 6,500 SH   DFND 8,2,1 6,500 0 0
HUB GROUP INC CL A 443320106 450 9,400 SH   DFND 6,2,1 900 0 8,500
HUBSPOT INC COM 443573100 6,468 73,164 SH   DFND 8,2,1 73,164 0 0
HUDBAY MINERALS INC COM 443628102 913 103,800 SH   DFND 6,2,1 100,800 0 3,000
HUMANA INC COM 444859102 174 700 SH   DFND 7,2,1 700 0 0
HUMANA INC COM 444859102 15,405 62,100 SH   DFND 6,2,1 21,600 0 40,500
HUMANA INC COM 444859102 620 2,500 SH   DFND 8,2,1 700 0 1,800
HUNT J B TRANS SVCS INC COM 445658107 47 408 SH   DFND 7,2,1 408 0 0
HUNT J B TRANS SVCS INC COM 445658107 2,507 21,800 SH   DFND 8,2,1 21,800 0 0
HUNTINGTON BANCSHARES INC COM 446150104 78 5,391 SH   DFND 7,2,1 5,391 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,399 96,100 SH   DFND 6,2,1 0 0 96,100
HUNTINGTON INGALLS INDS INC COM 446413106 54 229 SH   DFND 7,2,1 229 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 896 3,800 SH   DFND 6,2,1 1,800 0 2,000
HUNTINGTON INGALLS INDS INC COM 446413106 189 800 SH   DFND 8,2,1 800 0 0
HUNTSMAN CORP COM 447011107 19,601 588,800 SH   DFND 6,2,1 338,300 0 250,500
HUNTSMAN CORP COM 447011107 456 13,700 SH   DFND 8,2,1 13,700 0 0
HURCO COMPANIES INC COM 447324104 633 15,000 SH   DFND 6,2,1 8,400 0 6,600
IDT CORP CL B NEW 448947507 128 12,100 SH   DFND 6,2,1 6,500 0 5,600
HYSTER YALE MATLS HANDLING I CL A 449172105 5,507 64,669 SH   DFND 6,2,1 41,439 0 23,230
IAC INTERACTIVECORP COM 44919P508 38 307 SH   DFND 7,2,1 307 0 0
IAC INTERACTIVECORP COM 44919P508 2,702 22,100 SH   DFND 6,2,1 7,300 0 14,800
IAC INTERACTIVECORP COM 44919P508 631 5,160 SH   DFND 8,2,1 5,160 0 0
ICF INTL INC COM 44925C103 1,547 29,460 SH   DFND 6,2,1 14,655 0 14,805
IES HLDGS INC COM 44951W106 778 45,122 SH   DFND 6,2,1 18,200 0 26,922
ILG INC COM 44967H101 481 16,900 SH   DFND 6,2,1 12,400 0 4,500
IPG PHOTONICS CORP COM 44980X109 1,719 8,028 SH   DFND 2,1 8,028 0 0
IPG PHOTONICS CORP COM 44980X109 376 1,754 SH   DFND 7,2,1 1,754 0 0
IPG PHOTONICS CORP COM 44980X109 15,910 74,300 SH   DFND 6,2,1 46,400 0 27,900
IPG PHOTONICS CORP COM 44980X109 93,362 436,008 SH   DFND 8,2,1 436,008 0 0
ITT INC COM 45073V108 219 4,097 SH   DFND 8,2,1 4,097 0 0
IAMGOLD CORP COM 450913108 8,269 1,418,400 SH   DFND 6,2,1 932,700 0 485,700
ICICI BK LTD ADR 45104G104 6,442 662,036 SH   DFND 8,2,1 0 0 662,036
IDEX CORP COM 45167R104 50 378 SH   DFND 7,2,1 378 0 0
IDEX CORP COM 45167R104 1,636 12,400 SH   DFND 6,2,1 3,900 0 8,500
IDEX CORP COM 45167R104 172 1,300 SH   DFND 8,2,1 1,300 0 0
IDEXX LABS INC COM 45168D104 66 424 SH   DFND 7,2,1 424 0 0
IDEXX LABS INC COM 45168D104 31,618 202,190 SH   DFND 6,2,1 153,290 0 48,900
IDEXX LABS INC COM 45168D104 981 6,270 SH   DFND 8,2,1 4,700 0 1,570
IGNYTA INC COM 451731103 11,904 445,836 SH   DFND 8,2,1 445,836 0 0
ILLINOIS TOOL WKS INC COM 452308109 4,122 24,706 SH   DFND 7,2,1 1,924 0 22,782
ILLINOIS TOOL WKS INC COM 452308109 45,383 272,000 SH   DFND 6,2,1 54,200 0 217,800
ILLINOIS TOOL WKS INC COM 452308109 784 4,700 SH   DFND 8,2,1 4,700 0 0
ILLUMINA INC COM 452327109 821 3,759 SH   DFND 2,1 3,759 0 0
ILLUMINA INC COM 452327109 153 700 SH   DFND 7,2,1 700 0 0
ILLUMINA INC COM 452327109 481 2,200 SH   DFND 6,2,1 1,000 0 1,200
ILLUMINA INC COM 452327109 52,289 239,318 SH   DFND 8,2,1 239,318 0 0
ILLUMINA INC NOTE 6/1 452327AF6 21,375 19,700,000 PRN   DFND 7,2,1 15,200,000 0 4,500,000
ILLUMINA INC NOTE 0.500% 6/1 452327AH2 8,273 7,000,000 PRN   DFND 7,2,1 0 0 7,000,000
IMMUNOGEN INC COM 45253H101 1,163 181,400 SH   DFND 6,2,1 155,200 0 26,200
IMPERIAL OIL LTD COM NEW 453038408 164 5,273 SH   DFND 7,2,1 5,273 0 0
IMPERIAL OIL LTD COM NEW 453038408 883 28,300 SH   DFND 6,2,1 2,100 0 26,200
INCYTE CORP COM 45337C102 79 834 SH   DFND 7,2,1 834 0 0
INCYTE CORP COM 45337C102 360 3,800 SH   DFND 6,2,1 0 0 3,800
INCYTE CORP COM 45337C102 23,616 249,351 SH   DFND 8,2,1 249,351 0 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 336 12,256 SH   DFND 6,2,1 9,300 0 2,956
INDEXIQ ETF TR IQ MRGR ARB ETF 45409B800 2,119 68,250 SH   DFND 5,4,2,1 68,250 0 0
INFORMATION SERVICES GROUP I COM 45675Y104 64 15,300 SH   DFND 6,2,1 15,300 0 0
INFOSYS LTD SPONSORED ADR 456788108 1,374 84,718 SH   DFND 7,2,1 916 0 83,802
INFRAREIT INC COM 45685L100 1,910 102,813 SH   DFND 6,2,1 91,313 0 11,500
INGREDION INC COM 457187102 51 363 SH   DFND 7,2,1 363 0 0
INGREDION INC COM 457187102 15,063 107,750 SH   DFND 6,2,1 54,050 0 53,700
INGREDION INC COM 457187102 3,327 23,800 SH   DFND 8,2,1 21,800 0 2,000
INSIGHT ENTERPRISES INC COM 45765U103 220 5,750 SH   DFND 6,2,1 0 0 5,750
INNOPHOS HOLDINGS INC COM 45774N108 3,285 70,300 SH   DFND 6,2,1 43,200 0 27,100
INSULET CORP COM 45784P101 5,365 77,751 SH   DFND 8,2,1 77,751 0 0
INTEL CORP COM 458140100 356 7,710 SH   DFND 2,1 7,710 0 0
INTEL CORP COM 458140100 11,024 238,814 SH   DFND 7,2,1 116,479 0 122,335
INTEL CORP COM 458140100 176,705 3,828,100 SH   DFND 6,2,1 2,255,600 0 1,572,500
INTEL CORP COM 458140100 16,539 358,300 SH   DFND 8,2,1 335,100 0 23,200
INTEL CORP SDCV 3.250% 8/0 458140AF7 28,543 12,850,000 PRN   DFND 7,2,1 12,000,000 0 850,000
INTEGER HLDGS CORP COM 45826H109 6,940 153,200 SH   DFND 6,2,1 98,200 0 55,000
INTERCEPT PHARMACEUTICALS IN COM 45845P108 1,439 24,632 SH   DFND 8,2,1 24,632 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 200 2,828 SH   DFND 7,2,1 2,828 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 15,326 217,200 SH   DFND 6,2,1 87,600 0 129,600
INTERCONTINENTAL EXCHANGE IN COM 45866F104 2,533 35,900 SH   DFND 8,2,1 35,900 0 0
INTERDIGITAL INC COM 45867G101 5,216 68,500 SH   DFND 6,2,1 58,800 0 9,700
INTERNATIONAL BUSINESS MACHS COM 459200101 2,153 14,036 SH   DFND 7,2,1 7,905 0 6,131
INTERNATIONAL BUSINESS MACHS COM 459200101 133,061 867,300 SH   DFND 6,2,1 518,200 0 349,100
INTERNATIONAL BUSINESS MACHS COM 459200101 12,182 79,400 SH   DFND 8,2,1 74,500 0 4,900
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 57 374 SH   DFND 7,2,1 374 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 7,676 50,300 SH   DFND 6,2,1 5,400 0 44,900
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 137 900 SH   DFND 8,2,1 900 0 0
INTL PAPER CO COM 460146103 389 6,715 SH   DFND 7,2,1 6,246 0 469
INTL PAPER CO COM 460146103 2,329 40,200 SH   DFND 6,2,1 0 0 40,200
INTERNATIONAL SPEEDWAY CORP CL A 460335201 7,307 183,354 SH   DFND 6,2,1 123,254 0 60,100
INTERPUBLIC GROUP COS INC COM 460690100 39 1,916 SH   DFND 7,2,1 1,916 0 0
INTERPUBLIC GROUP COS INC COM 460690100 302 15,000 SH   DFND 6,2,1 0 0 15,000
INTERPUBLIC GROUP COS INC COM 460690100 152 7,525 SH   DFND 8,2,1 7,525 0 0
INTERSECT ENT INC COM 46071F103 252 7,776 SH   DFND 6,2,1 7,576 0 200
INTUIT COM 461202103 183 1,158 SH   DFND 7,2,1 1,158 0 0
INTUIT COM 461202103 30,212 191,480 SH   DFND 6,2,1 40,800 0 150,680
INTUIT COM 461202103 776 4,921 SH   DFND 8,2,1 4,921 0 0
INVACARE CORP COM 461203101 2,408 142,900 SH   DFND 6,2,1 133,400 0 9,500
INTUITIVE SURGICAL INC COM NEW 46120E602 2,015 5,521 SH   DFND 2,1 5,521 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 198 543 SH   DFND 7,2,1 543 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 12,590 34,500 SH   DFND 6,2,1 12,900 0 21,600
INTUITIVE SURGICAL INC COM NEW 46120E602 84,090 230,421 SH   DFND 8,2,1 230,421 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 323 16,800 SH   DFND 6,2,1 6,900 0 9,900
INVESTORS REAL ESTATE TR SH BEN INT 461730103 632 111,240 SH   DFND 6,2,1 74,200 0 37,040
INVITATION HOMES INC COM 46187W107 12,851 545,223 SH   DFND 7,2,1 545,223 0 0
ION GEOPHYSICAL CORP COM NEW 462044207 436 22,100 SH   DFND 6,2,1 14,600 0 7,500
IONIS PHARMACEUTICALS INC COM 462222100 9,954 197,898 SH   DFND 8,2,1 197,898 0 0
IOVANCE BIOTHERAPEUTICS INC COM 462260100 5,352 668,975 SH   DFND 8,2,1 668,975 0 0
IQVIA HLDGS INC COM 46266C105 796 8,130 SH   DFND 7,2,1 724 0 7,406
IQVIA HLDGS INC COM 46266C105 26,883 274,600 SH   DFND 6,2,1 177,900 0 96,700
IQVIA HLDGS INC COM 46266C105 2,144 21,900 SH   DFND 8,2,1 18,900 0 3,000
IRON MTN INC NEW COM 46284V101 44 1,167 SH   DFND 7,2,1 1,167 0 0
IRON MTN INC NEW COM 46284V101 581 15,400 SH   DFND 6,2,1 15,400 0 0
ISHARES GOLD TRUST ISHARES 464285105 12,261 980,100 SH   DFND 5,4,2,1 980,100 0 0
ISHARES INC MSCI AUST ETF 464286103 2,069 89,315 SH   DFND 5,4,2,1 89,315 0 0
ISHARES INC MSCI AUSTRIA ETF 464286202 2,058 83,537 SH   DFND 5,4,2,1 83,537 0 0
ISHARES INC MSCI BELGIUM ETF 464286301 1,621 77,097 SH   DFND 5,4,2,1 77,097 0 0
ISHARES INC GLB AGRIC PR ETF 464286350 370 12,600 SH   DFND 5,4,2,1 12,600 0 0
ISHARES INC MSCI CDA ETF 464286509 778 26,258 SH   DFND 5,4,2,1 26,258 0 0
ISHARES INC MIN VOL GBL ETF 464286525 3,435 40,740 SH   DFND 5,4,2,1 40,740 0 0
ISHARES INC MIN VOL EMRG MKT 464286533 1,034 17,010 SH   DFND 5,4,2,1 17,010 0 0
ISHARES INC MSCI THAILND ETF 464286624 358 3,868 SH   DFND 5,4,2,1 3,868 0 0
ISHARES INC MSCI ISRAEL ETF 464286632 1,616 31,500 SH   DFND 5,4,2,1 31,500 0 0
ISHARES INC MSCI BRIC INDX 464286657 441 9,916 SH   DFND 5,4,2,1 9,916 0 0
ISHARES INC MSCI PAC JP ETF 464286665 3,044 63,692 SH   DFND 5,4,2,1 63,692 0 0
ISHARES INC MSCI FRANCE ETF 464286707 4,176 133,767 SH   DFND 5,4,2,1 133,767 0 0
ISHARES INC MSCI TURKEY ETF 464286715 530 12,184 SH   DFND 5,4,2,1 12,184 0 0
ISHARES INC MSCI SWITZERLAND 464286749 495 13,900 SH   DFND 5,4,2,1 13,900 0 0
ISHARES INC MSCI SWEDEN ETF 464286756 339 10,003 SH   DFND 5,4,2,1 10,003 0 0
ISHARES INC MSCI SPAIN ETF 464286764 3,992 121,821 SH   DFND 5,4,2,1 121,821 0 0
ISHARES INC MSCI STH KOR ETF 464286772 30 398 SH   DFND 2,1 0 0 398
ISHARES INC MSCI STH KOR ETF 464286772 270 3,600 SH   DFND 5,4,2,1 3,600 0 0
ISHARES INC MSCI GERMANY ETF 464286806 10,263 310,810 SH   DFND 5,4,2,1 310,810 0 0
ISHARES INC MSCI NETHERL ETF 464286814 631 19,893 SH   DFND 5,4,2,1 19,893 0 0
ISHARES INC MSCI MEXICO ETF 464286822 579 11,748 SH   DFND 5,4,2,1 11,748 0 0
ISHARES INC MSCI HONG KG ETF 464286871 271 10,677 SH   DFND 5,4,2,1 10,677 0 0
ISHARES TR S&P 100 ETF 464287101 7,047 59,402 SH   DFND 5,4,2,1 59,402 0 0
ISHARES TR MRNGSTR LG-CP GR 464287119 119,625 764,423 SH   DFND 5,4,2,1 764,423 0 0
ISHARES TR MRNGSTR LG-CP ET 464287127 38,399 241,654 SH   DFND 5,4,2,1 241,654 0 0
ISHARES TR CORE S&P TTL STK 464287150 7,059 115,460 SH   DFND 5,4,2,1 115,460 0 0
ISHARES TR TIPS BD ETF 464287176 2,711 23,760 SH   DFND 5,4,2,1 23,760 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 8,034 174,015 SH   DFND 5,4,2,1 174,015 0 0
ISHARES TR CORE S&P500 ETF 464287200 443 1,648 SH   DFND 2,1 0 0 1,648
ISHARES TR CORE S&P500 ETF 464287200 74,153 275,817 SH   DFND 5,4,2,1 275,817 0 0
ISHARES TR CORE US AGGBD ET 464287226 3,391 31,020 SH   DFND 5,4,2,1 31,020 0 0
ISHARES TR S&P 500 GRWT ETF 464287309 113,958 745,948 SH   DFND 5,4,2,1 745,948 0 0
ISHARES TR GLOBAL ENERG ETF 464287341 426 11,970 SH   DFND 5,4,2,1 11,970 0 0
ISHARES TR NORTH AMERN NAT 464287374 275 7,750 SH   DFND 5,4,2,1 7,750 0 0
ISHARES TR LATN AMER 40 ETF 464287390 1,857 54,347 SH   DFND 5,4,2,1 54,347 0 0
ISHARES TR S&P 500 VAL ETF 464287408 32,746 286,641 SH   DFND 5,4,2,1 286,641 0 0
ISHARES TR 1 3 YR TREAS BD 464287457 928 11,063 SH   DFND 2,1 0 0 11,063
ISHARES TR MSCI EAFE ETF 464287465 16,063 228,466 SH   DFND 5,4,2,1 228,466 0 0
ISHARES TR RUS MDCP VAL ETF 464287473 67,253 754,375 SH   DFND 5,4,2,1 754,375 0 0
ISHARES TR RUS MD CP GR ETF 464287481 779 6,454 SH   DFND 5,4,2,1 6,454 0 0
ISHARES TR RUS MID CAP ETF 464287499 605 2,905 SH   DFND 5,4,2,1 2,905 0 0
ISHARES TR CORE S&P MCP ETF 464287507 732 3,855 SH   DFND 5,4,2,1 3,855 0 0
ISHARES TR N AMER TECH ETF 464287549 69,314 410,650 SH   DFND 5,4,2,1 410,650 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 49,338 396,803 SH   DFND 5,4,2,1 396,803 0 0
ISHARES TR S&P MC 400GR ETF 464287606 1,567 7,260 SH   DFND 5,4,2,1 7,260 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 152,773 1,134,340 SH   DFND 5,4,2,1 1,134,340 0 0
ISHARES TR RUS 1000 ETF 464287622 38,825 261,255 SH   DFND 5,4,2,1 261,255 0 0
ISHARES TR S&P MC 400VL ETF 464287705 57,611 359,821 SH   DFND 5,4,2,1 359,821 0 0
ISHARES TR U.S. ENERGY ETF 464287796 828 20,890 SH   DFND 5,4,2,1 20,890 0 0
ISHARES TR MRNGSTR LG-CP VL 464288109 32,198 304,936 SH   DFND 5,4,2,1 304,936 0 0
ISHARES TR INTL TREA BD ETF 464288117 391 7,830 SH   DFND 5,4,2,1 7,830 0 0
ISHARES TR MRGSTR MD CP ETF 464288208 866 4,666 SH   DFND 5,4,2,1 4,666 0 0
ISHARES TR GL CLEAN ENE ETF 464288224 137 14,690 SH   DFND 5,4,2,1 14,690 0 0
ISHARES TR EAFE SML CP ETF 464288273 7,153 110,900 SH   DFND 5,4,2,1 110,900 0 0
ISHARES TR JPMORGAN USD EMG 464288281 11,674 100,550 SH   DFND 5,4,2,1 100,550 0 0
ISHARES TR MRGSTR MD CP GRW 464288307 613 3,030 SH   DFND 5,4,2,1 3,030 0 0
ISHARES TR GLB INFRASTR ETF 464288372 1,089 24,090 SH   DFND 5,4,2,1 24,090 0 0
ISHARES TR MRGSTR MD CP VAL 464288406 21,202 132,937 SH   DFND 5,4,2,1 132,937 0 0
ISHARES TR INTL DEVPPTY ETF 464288422 3,452 87,380 SH   DFND 5,4,2,1 87,380 0 0
ISHARES TR IBOXX HI YD ETF 464288513 10,606 121,550 SH   DFND 5,4,2,1 121,550 0 0
ISHARES TR CRE U S REIT ETF 464288521 1,029 20,740 SH   DFND 5,4,2,1 20,740 0 0
ISHARES TR US OIL GS EX ETF 464288851 2,260 34,790 SH   DFND 5,4,2,1 34,790 0 0
ISHARES TR NEW ZEALAND ETF 464289123 1,718 36,200 SH   DFND 5,4,2,1 36,200 0 0
ISHARES SILVER TRUST ISHARES 46428Q109 357 22,300 SH   DFND 5,4,2,1 22,300 0 0
ISHARES TR MSCI INDONIA ETF 46429B309 628 22,100 SH   DFND 5,4,2,1 22,100 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 1,246 48,300 SH   DFND 5,4,2,1 48,300 0 0
ISHARES TR MSCI IRELAND ETF 46429B507 1,325 27,600 SH   DFND 5,4,2,1 27,600 0 0
ISHARES TR MSCI POLAND ETF 46429B606 30 1,100 SH   DFND 2,1 0 0 1,100
ISHARES TR MSCI POLAND ETF 46429B606 325 12,000 SH   DFND 5,4,2,1 12,000 0 0
ISHARES TR FLTG RATE NT ETF 46429B655 3,691 72,630 SH   DFND 5,4,2,1 72,630 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 379 5,195 SH   DFND 2,1 0 0 5,195
ISHARES TR MIN VOL EAFE ETF 46429B689 2,841 38,930 SH   DFND 5,4,2,1 38,930 0 0
ISHARES TR MIN VOL USA ETF 46429B697 79 1,500 SH   DFND 2,1 0 0 1,500
ISHARES TR MIN VOL USA ETF 46429B697 3,060 57,970 SH   DFND 5,4,2,1 57,970 0 0
ISHARES U S ETF TR COMMOD SEL STG 46431W853 660 18,170 SH   DFND 5,4,2,1 18,170 0 0
ISHARES TR CORE MSCI EAFE 46432F842 22,258 336,780 SH   DFND 5,4,2,1 336,780 0 0
ISHARES INC CORE MSCI EMKT 46434G103 2,220 39,010 SH   DFND 5,4,2,1 39,010 0 0
ISHARES INC MSCI SINGPOR ETF 46434G780 1,347 51,963 SH   DFND 5,4,2,1 51,963 0 0
ISHARES INC MSCI MLY ETF NEW 46434G814 378 11,464 SH   DFND 5,4,2,1 11,464 0 0
ISHARES INC MSCI JPN ETF NEW 46434G822 11,750 196,070 SH   DFND 5,4,2,1 196,070 0 0
ISHARES INC MSCI ITALY ETF 46434G830 8,634 283,624 SH   DFND 5,4,2,1 283,624 0 0
ISHARES INC MSCI GBL GOLD MN 46434G855 242 12,894 SH   DFND 5,4,2,1 12,894 0 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,189 33,200 SH   DFND 5,4,2,1 33,200 0 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,430 110,000 SH   DFND 7,2,1 110,000 0 0
ITRON INC COM 465741106 9,896 145,100 SH   DFND 6,2,1 99,900 0 45,200
JPMORGAN CHASE & CO COM 46625H100 316 2,951 SH   DFND 2,1 2,951 0 0
JPMORGAN CHASE & CO COM 46625H100 13,340 124,743 SH   DFND 7,2,1 31,774 0 92,969
JPMORGAN CHASE & CO COM 46625H100 76,490 715,260 SH   DFND 6,2,1 652,360 0 62,900
JPMORGAN CHASE & CO COM 46625H100 7,432 69,500 SH   DFND 8,2,1 69,500 0 0
JABIL INC COM 466313103 19,039 725,300 SH   DFND 6,2,1 517,700 0 207,600
JABIL INC COM 466313103 898 34,200 SH   DFND 8,2,1 34,200 0 0
JP MORGAN EXCHANGE TRADED FD DIVERSIFIED ET 46641Q803 2,070 79,100 SH   DFND 5,4,2,1 79,100 0 0
JD COM INC SPON ADR CL A 47215P106 211 5,100 SH   DFND 2,1 5,100 0 0
JD COM INC SPON ADR CL A 47215P106 596 14,400 SH   DFND 6,2,1 14,400 0 0
JD COM INC SPON ADR CL A 47215P106 286 6,907 SH   DFND 8,2,1 6,907 0 0
JOHNSON & JOHNSON COM 478160104 286 2,050 SH   DFND 2,1 2,050 0 0
JOHNSON & JOHNSON COM 478160104 13,286 95,088 SH   DFND 7,2,1 79,714 0 15,374
JOHNSON & JOHNSON COM 478160104 227,101 1,625,400 SH   DFND 6,2,1 825,200 0 800,200
JOHNSON & JOHNSON COM 478160104 19,249 137,766 SH   DFND 8,2,1 128,266 0 9,500
JOHNSON OUTDOORS INC CL A 479167108 1,087 17,508 SH   DFND 6,2,1 9,361 0 8,147
JONES LANG LASALLE INC COM 48020Q107 633 4,253 SH   DFND 7,2,1 4,253 0 0
JONES LANG LASALLE INC COM 48020Q107 15 100 SH   DFND 6,2,1 100 0 0
J2 GLOBAL INC COM 48123V102 6,843 91,200 SH   DFND 6,2,1 54,700 0 36,500
JUNIPER NETWORKS INC COM 48203R104 57 1,999 SH   DFND 7,2,1 1,999 0 0
JUNIPER NETWORKS INC COM 48203R104 19,970 700,700 SH   DFND 6,2,1 425,000 0 275,700
JUNIPER NETWORKS INC COM 48203R104 1,382 48,500 SH   DFND 8,2,1 48,500 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 955 16,321 SH   DFND 7,2,1 0 0 16,321
KLA-TENCOR CORP COM 482480100 176 1,672 SH   DFND 7,2,1 1,672 0 0
KLA-TENCOR CORP COM 482480100 10,539 100,300 SH   DFND 6,2,1 6,700 0 93,600
KLA-TENCOR CORP COM 482480100 294 2,800 SH   DFND 8,2,1 2,800 0 0
KVH INDS INC COM 482738101 927 89,541 SH   DFND 6,2,1 45,041 0 44,500
K12 INC COM 48273U102 339 21,300 SH   DFND 6,2,1 9,900 0 11,400
KELLOGG CO COM 487836108 86 1,267 SH   DFND 7,2,1 1,267 0 0
KELLOGG CO COM 487836108 46,145 678,800 SH   DFND 6,2,1 398,200 0 280,600
KELLOGG CO COM 487836108 3,780 55,600 SH   DFND 8,2,1 55,600 0 0
KELLY SVCS INC CL A 488152208 5,326 195,300 SH   DFND 6,2,1 134,900 0 60,400
KEMET CORP COM NEW 488360207 4,468 296,700 SH   DFND 6,2,1 199,100 0 97,600
KEYCORP NEW COM 493267108 109 5,384 SH   DFND 7,2,1 5,384 0 0
KEYCORP NEW COM 493267108 1,850 91,700 SH   DFND 6,2,1 0 0 91,700
KEYSIGHT TECHNOLOGIES INC COM 49338L103 566 13,596 SH   DFND 7,2,1 13,596 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,575 61,900 SH   DFND 6,2,1 49,100 0 12,800
KEYW HLDG CORP COM 493723100 437 74,400 SH   DFND 6,2,1 59,200 0 15,200
KFORCE INC COM 493732101 2,917 115,531 SH   DFND 6,2,1 105,631 0 9,900
KIMBERLY CLARK CORP COM 494368103 421 3,485 SH   DFND 7,2,1 1,688 0 1,797
KIMBERLY CLARK CORP COM 494368103 32,325 267,900 SH   DFND 6,2,1 57,700 0 210,200
KIMBERLY CLARK CORP COM 494368103 579 4,800 SH   DFND 8,2,1 4,800 0 0
KIMCO RLTY CORP COM 49446R109 405 22,300 SH   DFND 7,2,1 22,300 0 0
KIMCO RLTY CORP COM 49446R109 10,411 573,600 SH   DFND 6,2,1 552,600 0 21,000
KINDER MORGAN INC DEL COM 49456B101 771 42,640 SH   DFND 7,2,1 15,867 0 26,773
KINDER MORGAN INC DEL COM 49456B101 1,003 55,500 SH   DFND 6,2,1 9,200 0 46,300
KITE RLTY GROUP TR COM NEW 49803T300 23 1,192 SH   DFND 7,2,1 1,192 0 0
KITE RLTY GROUP TR COM NEW 49803T300 6,786 346,200 SH   DFND 6,2,1 239,100 0 107,100
KITE RLTY GROUP TR COM NEW 49803T300 57 2,900 SH   DFND 8,2,1 0 0 2,900
KNOWLES CORP COM 49926D109 3,616 246,648 SH   DFND 6,2,1 125,348 0 121,300
KORN FERRY INTL COM NEW 500643200 1,746 42,200 SH   DFND 6,2,1 30,500 0 11,700
KRAFT HEINZ CO COM 500754106 1,648 21,188 SH   DFND 7,2,1 2,898 0 18,290
KRAFT HEINZ CO COM 500754106 14,642 188,300 SH   DFND 6,2,1 78,400 0 109,900
KRAFT HEINZ CO COM 500754106 311 4,000 SH   DFND 8,2,1 4,000 0 0
KROGER CO COM 501044101 423 15,398 SH   DFND 7,2,1 4,368 0 11,030
KROGER CO COM 501044101 1,998 72,800 SH   DFND 6,2,1 0 0 72,800
KULICKE & SOFFA INDS INC COM 501242101 4,674 192,086 SH   DFND 6,2,1 147,400 0 44,686
L BRANDS INC COM 501797104 163 2,707 SH   DFND 7,2,1 2,707 0 0
L BRANDS INC COM 501797104 566 9,400 SH   DFND 6,2,1 1,100 0 8,300
LG DISPLAY CO LTD SPONS ADR REP 50186V102 287 20,845 SH   DFND 7,2,1 2,474 0 18,371
LGI HOMES INC COM 50187T106 7,323 97,600 SH   DFND 6,2,1 65,900 0 31,700
LKQ CORP COM 501889208 64 1,577 SH   DFND 7,2,1 1,577 0 0
LKQ CORP COM 501889208 57,385 1,411,000 SH   DFND 8,2,1 1,411,000 0 0
LCI INDS COM 50189K103 1,385 10,655 SH   DFND 7,2,1 10,655 0 0
LPL FINL HLDGS INC COM 50212V100 383 6,700 SH   DFND 6,2,1 1,300 0 5,400
LTC PPTYS INC COM 502175102 3,645 83,686 SH   DFND 7,2,1 83,686 0 0
L3 TECHNOLOGIES INC COM 502413107 76 385 SH   DFND 7,2,1 385 0 0
L3 TECHNOLOGIES INC COM 502413107 1,444 7,300 SH   DFND 6,2,1 500 0 6,800
LABORATORY CORP AMER HLDGS COM NEW 50540R409 79 497 SH   DFND 7,2,1 497 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,452 9,100 SH   DFND 6,2,1 200 0 8,900
LABORATORY CORP AMER HLDGS COM NEW 50540R409 160 1,000 SH   DFND 8,2,1 1,000 0 0
LAKELAND BANCORP INC COM 511637100 304 15,800 SH   DFND 6,2,1 15,800 0 0
LAM RESEARCH CORP COM 512807108 145 790 SH   DFND 7,2,1 790 0 0
LAM RESEARCH CORP COM 512807108 48,484 263,400 SH   DFND 6,2,1 122,600 0 140,800
LAM RESEARCH CORP COM 512807108 6,258 34,000 SH   DFND 8,2,1 34,000 0 0
LAM RESEARCH CORP NOTE 1.250% 5/1 512807AL2 40,367 13,200,000 PRN   DFND 7,2,1 6,000,000 0 7,200,000
LAREDO PETROLEUM INC COM 516806106 959 90,374 SH   DFND 7,2,1 90,374 0 0
LAS VEGAS SANDS CORP COM 517834107 5,572 80,186 SH   DFND 7,2,1 4,702 0 75,484
LAS VEGAS SANDS CORP COM 517834107 2,043 29,400 SH   DFND 6,2,1 11,800 0 17,600
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 49 1,740 SH   DFND 7,2,1 1,740 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 8,530 303,900 SH   DFND 6,2,1 204,500 0 99,400
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 618 22,000 SH   DFND 8,2,1 22,000 0 0
LAUDER ESTEE COS INC CL A 518439104 4,485 35,250 SH   DFND 7,2,1 35,250 0 0
LAUDER ESTEE COS INC CL A 518439104 20,193 158,700 SH   DFND 6,2,1 16,000 0 142,700
LAUDER ESTEE COS INC CL A 518439104 616 4,844 SH   DFND 8,2,1 4,844 0 0
LEAF GROUP LTD COM 52177G102 1,179 119,066 SH   DFND 6,2,1 55,352 0 63,714
LEAR CORP COM NEW 521865204 63 354 SH   DFND 7,2,1 354 0 0
LEAR CORP COM NEW 521865204 22,030 124,700 SH   DFND 6,2,1 59,500 0 65,200
LEAR CORP COM NEW 521865204 2,173 12,300 SH   DFND 8,2,1 12,300 0 0
LEGG MASON INC COM 524901105 20,448 487,100 SH   DFND 6,2,1 317,400 0 169,700
LEGG MASON INC COM 524901105 1,133 27,000 SH   DFND 8,2,1 27,000 0 0
LEIDOS HLDGS INC COM 525327102 46 710 SH   DFND 7,2,1 710 0 0
LEIDOS HLDGS INC COM 525327102 21,863 338,598 SH   DFND 6,2,1 205,500 0 133,098
LEIDOS HLDGS INC COM 525327102 1,614 25,000 SH   DFND 8,2,1 21,600 0 3,400
LENDINGTREE INC NEW COM 52603B107 13,414 39,400 SH   DFND 6,2,1 22,300 0 17,100
LENNAR CORP CL A 526057104 70 1,100 SH   DFND 7,2,1 1,100 0 0
LENNAR CORP CL A 526057104 557 8,800 SH   DFND 6,2,1 0 0 8,800
LENNOX INTL INC COM 526107107 29 138 SH   DFND 7,2,1 138 0 0
LENNOX INTL INC COM 526107107 1,125 5,400 SH   DFND 6,2,1 700 0 4,700
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 51 2,100 SH   DFND 7,2,1 2,100 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,275 52,200 SH   DFND 6,2,1 0 0 52,200
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 266 10,900 SH   DFND 8,2,1 10,900 0 0
LIBERTY PPTY TR SH BEN INT 531172104 246 5,730 SH   DFND 7,2,1 5,730 0 0
LIFEPOINT HEALTH INC COM 53219L109 4,165 83,629 SH   DFND 8,2,1 83,629 0 0
LIFETIME BRANDS INC COM 53222Q103 1,234 74,805 SH   DFND 6,2,1 39,400 0 35,405
LILLY ELI & CO COM 532457108 561 6,644 SH   DFND 7,2,1 4,734 0 1,910
LILLY ELI & CO COM 532457108 41,487 491,200 SH   DFND 6,2,1 145,700 0 345,500
LILLY ELI & CO COM 532457108 22,415 265,396 SH   DFND 8,2,1 265,396 0 0
LINCOLN NATL CORP IND COM 534187109 84 1,087 SH   DFND 7,2,1 1,087 0 0
LINCOLN NATL CORP IND COM 534187109 1,130 14,700 SH   DFND 6,2,1 8,200 0 6,500
LINCOLN NATL CORP IND COM 534187109 192 2,500 SH   DFND 8,2,1 2,500 0 0
LOCKHEED MARTIN CORP COM 539830109 291 906 SH   DFND 7,2,1 906 0 0
LOCKHEED MARTIN CORP COM 539830109 771 2,400 SH   DFND 6,2,1 700 0 1,700
LOEWS CORP COM 540424108 70 1,400 SH   DFND 7,2,1 1,400 0 0
LOEWS CORP COM 540424108 40,624 812,000 SH   DFND 6,2,1 747,400 0 64,600
LOEWS CORP COM 540424108 7,409 148,100 SH   DFND 8,2,1 148,100 0 0
LOGMEIN INC COM 54142L109 1,191 10,400 SH   DFND 6,2,1 10,400 0 0
LOGMEIN INC COM 54142L109 10,042 87,700 SH   DFND 8,2,1 87,700 0 0
LOUISIANA PAC CORP COM 546347105 305 11,600 SH   DFND 6,2,1 7,900 0 3,700
LOWES COS INC COM 548661107 956 10,285 SH   DFND 7,2,1 6,724 0 3,561
LOWES COS INC COM 548661107 111,900 1,204,000 SH   DFND 6,2,1 689,100 0 514,900
LOWES COS INC COM 548661107 10,766 115,835 SH   DFND 8,2,1 107,035 0 8,800
LOXO ONCOLOGY INC COM 548862101 311 3,700 SH   DFND 6,2,1 3,100 0 600
LOXO ONCOLOGY INC COM 548862101 8,093 96,136 SH   DFND 8,2,1 96,136 0 0
LUMENTUM HLDGS INC COM 55024U109 1,065 21,776 SH   DFND 2,1 21,776 0 0
LUMENTUM HLDGS INC COM 55024U109 67,937 1,389,311 SH   DFND 8,2,1 1,389,311 0 0
M & T BK CORP COM 55261F104 116 676 SH   DFND 7,2,1 676 0 0
M & T BK CORP COM 55261F104 18,091 105,800 SH   DFND 6,2,1 400 0 105,400
M & T BK CORP COM 55261F104 308 1,800 SH   DFND 8,2,1 1,800 0 0
MDU RES GROUP INC COM 552690109 441 16,400 SH   DFND 6,2,1 16,400 0 0
MGIC INVT CORP WIS COM 552848103 22,538 1,597,300 SH   DFND 6,2,1 1,115,200 0 482,100
MGIC INVT CORP WIS COM 552848103 707 50,100 SH   DFND 8,2,1 50,100 0 0
MGM RESORTS INTERNATIONAL COM 552953101 70 2,111 SH   DFND 7,2,1 2,111 0 0
MGM RESORTS INTERNATIONAL COM 552953101 484 14,500 SH   DFND 6,2,1 0 0 14,500
MGM RESORTS INTERNATIONAL COM 552953101 10,486 314,060 SH   DFND 8,2,1 314,060 0 0
M/I HOMES INC COM 55305B101 2,312 67,218 SH   DFND 6,2,1 41,300 0 25,918
MKS INSTRUMENT INC COM 55306N104 20,998 222,200 SH   DFND 6,2,1 159,700 0 62,500
MKS INSTRUMENT INC COM 55306N104 85 900 SH   DFND 8,2,1 900 0 0
MSCI INC COM 55354G100 9,321 73,658 SH   DFND 7,2,1 73,658 0 0
MSCI INC COM 55354G100 2,581 20,400 SH   DFND 6,2,1 1,300 0 19,100
MSCI INC COM 55354G100 190 1,500 SH   DFND 8,2,1 1,500 0 0
MSG NETWORK INC CL A 553573106 312 15,400 SH   DFND 6,2,1 9,500 0 5,900
MACERICH CO COM 554382101 2,406 36,630 SH   DFND 7,2,1 36,630 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 26 400 SH   DFND 7,2,1 400 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 546 8,500 SH   DFND 6,2,1 8,500 0 0
MACYS INC COM 55616P104 68 2,716 SH   DFND 7,2,1 2,716 0 0
MACYS INC COM 55616P104 693 27,500 SH   DFND 6,2,1 27,500 0 0
MAGELLAN HEALTH INC COM NEW 559079207 4,181 43,306 SH   DFND 6,2,1 28,283 0 15,023
MAGELLAN HEALTH INC COM NEW 559079207 4,964 51,412 SH   DFND 8,2,1 51,412 0 0
MAGIC SOFTWARE ENTERPRISES L ORD 559166103 263 31,400 SH   DFND 6,2,1 19,400 0 12,000
MAGNA INTL INC COM 559222401 5,332 94,095 SH   DFND 7,2,1 55,765 0 38,330
MAGNA INTL INC COM 559222401 27,128 478,700 SH   DFND 6,2,1 185,200 0 293,500
MAGNA INTL INC COM 559222401 2,097 37,000 SH   DFND 8,2,1 37,000 0 0
MANPOWERGROUP INC COM 56418H100 44 352 SH   DFND 7,2,1 352 0 0
MANPOWERGROUP INC COM 56418H100 35,828 284,100 SH   DFND 6,2,1 161,200 0 122,900
MANPOWERGROUP INC COM 56418H100 3,758 29,800 SH   DFND 8,2,1 27,900 0 1,900
MANTECH INTL CORP CL A 564563104 1,315 26,200 SH   DFND 6,2,1 12,700 0 13,500
MANULIFE FINL CORP COM 56501R106 3,677 176,279 SH   DFND 7,2,1 176,279 0 0
MANULIFE FINL CORP COM 56501R106 576 27,600 SH   DFND 6,2,1 9,200 0 18,400
MANULIFE FINL CORP COM 56501R106 167 8,000 SH   DFND 8,2,1 8,000 0 0
MARATHON OIL CORP COM 565849106 367 21,666 SH   DFND 7,2,1 21,666 0 0
MARATHON OIL CORP COM 565849106 38,853 2,294,900 SH   DFND 6,2,1 1,718,300 0 576,600
MARATHON OIL CORP COM 565849106 4,161 245,800 SH   DFND 8,2,1 245,800 0 0
MARATHON PETE CORP COM 56585A102 1,310 19,856 SH   DFND 7,2,1 15,886 0 3,970
MARATHON PETE CORP COM 56585A102 3,352 50,800 SH   DFND 6,2,1 3,600 0 47,200
MARCUS CORP COM 566330106 4,376 159,999 SH   DFND 6,2,1 100,099 0 59,900
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 14,810 109,536 SH   DFND 6,2,1 64,500 0 45,036
MARSH & MCLENNAN COS INC COM 571748102 199 2,450 SH   DFND 7,2,1 2,450 0 0
MARSH & MCLENNAN COS INC COM 571748102 8,733 107,300 SH   DFND 6,2,1 101,800 0 5,500
MARSH & MCLENNAN COS INC COM 571748102 659 8,100 SH   DFND 8,2,1 8,100 0 0
MARRIOTT INTL INC NEW CL A 571903202 284 2,094 SH   DFND 7,2,1 2,094 0 0
MARRIOTT INTL INC NEW CL A 571903202 74,446 548,487 SH   DFND 6,2,1 396,085 0 152,402
MARRIOTT INTL INC NEW CL A 571903202 11,076 81,600 SH   DFND 8,2,1 77,200 0 4,400
MARTIN MARIETTA MATLS INC COM 573284106 71 322 SH   DFND 7,2,1 322 0 0
MARTIN MARIETTA MATLS INC COM 573284106 508 2,300 SH   DFND 6,2,1 0 0 2,300
MARTIN MARIETTA MATLS INC COM 573284106 2,652 12,000 SH   DFND 8,2,1 12,000 0 0
MASCO CORP COM 574599106 67 1,530 SH   DFND 7,2,1 1,530 0 0
MASCO CORP COM 574599106 6,657 151,500 SH   DFND 6,2,1 11,700 0 139,800
MASCO CORP COM 574599106 158 3,600 SH   DFND 8,2,1 3,600 0 0
MASTEC INC COM 576323109 4,734 96,708 SH   DFND 7,2,1 96,708 0 0
MASTEC INC COM 576323109 4,353 88,936 SH   DFND 8,2,1 88,936 0 0
MASTERCARD INCORPORATED CL A 57636Q104 2,545 16,816 SH   DFND 7,2,1 14,305 0 2,511
MASTERCARD INCORPORATED CL A 57636Q104 96,492 637,500 SH   DFND 6,2,1 225,400 0 412,100
MASTERCARD INCORPORATED CL A 57636Q104 1,256 8,300 SH   DFND 8,2,1 8,300 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 103 1,964 SH   DFND 7,2,1 1,964 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 329 6,300 SH   DFND 6,2,1 0 0 6,300
MCCORMICK & CO INC COM NON VTG 579780206 56 550 SH   DFND 7,2,1 550 0 0
MCCORMICK & CO INC COM NON VTG 579780206 10,069 98,800 SH   DFND 6,2,1 6,200 0 92,600
MCCORMICK & CO INC COM NON VTG 579780206 204 2,000 SH   DFND 8,2,1 2,000 0 0
MCDONALDS CORP COM 580135101 291 1,690 SH   DFND 2,1 1,690 0 0
MCDONALDS CORP COM 580135101 2,437 14,159 SH   DFND 7,2,1 5,736 0 8,423
MCDONALDS CORP COM 580135101 40,586 235,800 SH   DFND 6,2,1 92,700 0 143,100
MCKESSON CORP COM 58155Q103 387 2,479 SH   DFND 7,2,1 1,008 0 1,471
MCKESSON CORP COM 58155Q103 5,068 32,500 SH   DFND 6,2,1 1,200 0 31,300
MEDICAL PPTYS TRUST INC COM 58463J304 68 4,921 SH   DFND 7,2,1 4,921 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 10,802 783,900 SH   DFND 6,2,1 562,300 0 221,600
MEDICAL PPTYS TRUST INC COM 58463J304 1,428 103,600 SH   DFND 8,2,1 95,000 0 8,600
MEET GROUP INC COM 58513U101 775 274,800 SH   DFND 6,2,1 158,900 0 115,900
MERCADOLIBRE INC COM 58733R102 72 229 SH   DFND 7,2,1 229 0 0
MERCADOLIBRE INC COM 58733R102 566 1,800 SH   DFND 6,2,1 0 0 1,800
MERCADOLIBRE INC COM 58733R102 4,977 15,816 SH   DFND 8,2,1 15,816 0 0
MERCK & CO INC COM 58933Y105 3,552 63,123 SH   DFND 7,2,1 40,757 0 22,366
MERCK & CO INC COM 58933Y105 135,830 2,413,900 SH   DFND 6,2,1 1,366,500 0 1,047,400
MERCK & CO INC COM 58933Y105 14,644 260,248 SH   DFND 8,2,1 258,348 0 1,900
MERITOR INC COM 59001K100 7,589 323,500 SH   DFND 6,2,1 219,600 0 103,900
METHANEX CORP COM 59151K108 6 100 SH   DFND 7,2,1 100 0 0
METHANEX CORP COM 59151K108 436 7,200 SH   DFND 6,2,1 0 0 7,200
METLIFE INC COM 59156R108 704 13,931 SH   DFND 7,2,1 4,364 0 9,567
METLIFE INC COM 59156R108 6,360 125,800 SH   DFND 6,2,1 114,300 0 11,500
METTLER TOLEDO INTERNATIONAL COM 592688105 83 134 SH   DFND 7,2,1 134 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 26,639 43,000 SH   DFND 6,2,1 21,900 0 21,100
METTLER TOLEDO INTERNATIONAL COM 592688105 929 1,500 SH   DFND 8,2,1 1,500 0 0
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 310 9,215 SH   DFND 7,2,1 302 0 8,913
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 4,126 122,829 SH   DFND 6,2,1 87,389 0 35,440
MICRO FOCUS INTERNATIONAL PL SPON ADR NEW 594837304 1,365 40,632 SH   DFND 8,2,1 38,449 0 2,183
MICROSOFT CORP COM 594918104 311 3,640 SH   DFND 2,1 3,640 0 0
MICROSOFT CORP COM 594918104 40,261 470,674 SH   DFND 7,2,1 143,031 0 327,643
MICROSOFT CORP COM 594918104 156,555 1,830,200 SH   DFND 6,2,1 1,377,700 0 452,500
MICROSOFT CORP COM 594918104 119,981 1,402,626 SH   DFND 8,2,1 1,402,626 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 1,223 13,914 SH   DFND 2,1 13,914 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 97 1,100 SH   DFND 7,2,1 1,100 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 67,417 767,144 SH   DFND 8,2,1 767,144 0 0
MICROCHIP TECHNOLOGY INC NOTE 1.625% 2/1 595017AD6 3,405 2,000,000 PRN   DFND 7,2,1 2,000,000 0 0
MICRON TECHNOLOGY INC COM 595112103 7,047 171,385 SH   DFND 7,2,1 145,009 0 26,376
MICRON TECHNOLOGY INC COM 595112103 69,003 1,678,100 SH   DFND 6,2,1 1,187,100 0 491,000
MICRON TECHNOLOGY INC COM 595112103 16,876 410,400 SH   DFND 8,2,1 398,100 0 12,300
MICRON TECHNOLOGY INC NOTE 3.000%11/1 595112AY9 18,744 13,000,000 PRN   DFND 7,2,1 12,000,000 0 1,000,000
MID AMER APT CMNTYS INC COM 59522J103 1,746 17,367 SH   DFND 7,2,1 17,367 0 0
MIDDLEBY CORP COM 596278101 2,699 20,000 SH   DFND 7,2,1 20,000 0 0
MILACRON HLDGS CORP COM 59870L106 1,451 75,800 SH   DFND 6,2,1 59,600 0 16,200
MINERALS TECHNOLOGIES INC COM 603158106 413 6,000 SH   DFND 6,2,1 0 0 6,000
MITEL NETWORKS CORP COM 60671Q104 222 26,914 SH   DFND 2,1 26,914 0 0
MOBILEIRON INC COM NEW 60739U204 91 23,400 SH   DFND 6,2,1 23,400 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 49 4,805 SH   DFND 2,1 4,805 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,749 171,600 SH   DFND 6,2,1 0 0 171,600
MODINE MFG CO COM 607828100 428 21,200 SH   DFND 6,2,1 21,200 0 0
MOELIS & CO CL A 60786M105 373 7,700 SH   DFND 6,2,1 6,900 0 800
MOHAWK INDS INC COM 608190104 84 306 SH   DFND 7,2,1 306 0 0
MOHAWK INDS INC COM 608190104 6,153 22,300 SH   DFND 6,2,1 1,600 0 20,700
MOHAWK INDS INC COM 608190104 2,124 7,700 SH   DFND 8,2,1 7,700 0 0
MOLSON COORS BREWING CO CL B 60871R209 72 883 SH   DFND 7,2,1 883 0 0
MOLSON COORS BREWING CO CL B 60871R209 1,584 19,300 SH   DFND 6,2,1 0 0 19,300
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,052 75,400 SH   DFND 6,2,1 55,400 0 20,000
MONDELEZ INTL INC CL A 609207105 3,579 83,628 SH   DFND 7,2,1 57,733 0 25,895
MONDELEZ INTL INC CL A 609207105 37,634 879,300 SH   DFND 6,2,1 196,600 0 682,700
MONDELEZ INTL INC CL A 609207105 2,992 69,900 SH   DFND 8,2,1 69,900 0 0
MONSANTO CO NEW COM 61166W101 1,194 10,222 SH   DFND 7,2,1 5,477 0 4,745
MONSANTO CO NEW COM 61166W101 11,304 96,800 SH   DFND 6,2,1 88,000 0 8,800
MONSANTO CO NEW COM 61166W101 315 2,700 SH   DFND 8,2,1 2,700 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 127 2,014 SH   DFND 7,2,1 2,014 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 5,854 92,500 SH   DFND 6,2,1 4,700 0 87,800
MONSTER BEVERAGE CORP NEW COM 61174X109 54,594 862,600 SH   DFND 8,2,1 862,600 0 0
MOODYS CORP COM 615369105 125 849 SH   DFND 7,2,1 849 0 0
MOODYS CORP COM 615369105 62,528 423,600 SH   DFND 6,2,1 311,900 0 111,700
MOODYS CORP COM 615369105 8,886 60,200 SH   DFND 8,2,1 57,700 0 2,500
MOOG INC CL A 615394202 495 5,700 SH   DFND 6,2,1 5,700 0 0
MORGAN STANLEY COM NEW 617446448 9,445 179,999 SH   DFND 7,2,1 168,490 0 11,509
MORGAN STANLEY COM NEW 617446448 13,747 262,000 SH   DFND 6,2,1 173,500 0 88,500
MORGAN STANLEY EMER MKTS FD COM 61744G107 1,252 70,000 SH   DFND 8,2,1 70,000 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 72 800 SH   DFND 7,2,1 800 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 4,038 44,700 SH   DFND 6,2,1 0 0 44,700
MURPHY OIL CORP COM 626717102 127 4,075 SH   DFND 7,2,1 4,075 0 0
MURPHY OIL CORP COM 626717102 24,759 797,400 SH   DFND 6,2,1 487,800 0 309,600
MURPHY OIL CORP COM 626717102 1,689 54,400 SH   DFND 8,2,1 54,400 0 0
MYRIAD GENETICS INC COM 62855J104 2,315 67,400 SH   DFND 6,2,1 39,700 0 27,700
MYOKARDIA INC COM 62857M105 362 8,600 SH   DFND 6,2,1 5,300 0 3,300
MYOKARDIA INC COM 62857M105 4,267 101,352 SH   DFND 8,2,1 101,352 0 0
NCR CORP NEW COM 62886E108 85 2,500 SH   DFND 2,1 2,500 0 0
NCR CORP NEW COM 62886E108 5,136 151,109 SH   DFND 6,2,1 93,614 0 57,495
NVR INC COM 62944T105 63 18 SH   DFND 7,2,1 18 0 0
NVR INC COM 62944T105 32,205 9,180 SH   DFND 6,2,1 4,400 0 4,780
NVR INC COM 62944T105 3,157 900 SH   DFND 8,2,1 900 0 0
NXP SEMICONDUCTORS N V DBCV 1.000%12/0 62952QAB6 9,865 8,000,000 PRN   DFND 7,2,1 7,100,000 0 900,000
NASDAQ INC COM 631103108 44 567 SH   DFND 7,2,1 567 0 0
NASDAQ INC COM 631103108 2,912 37,900 SH   DFND 6,2,1 22,400 0 15,500
NATIONAL BEVERAGE CORP COM 635017106 1,130 11,600 SH   DFND 6,2,1 9,800 0 1,800
NATIONAL BEVERAGE CORP COM 635017106 107 1,100 SH   DFND 8,2,1 1,100 0 0
NATIONAL FUEL GAS CO N J COM 636180101 291 5,300 SH   DFND 6,2,1 5,300 0 0
NATIONAL OILWELL VARCO INC COM 637071101 65 1,810 SH   DFND 7,2,1 1,810 0 0
NATIONAL OILWELL VARCO INC COM 637071101 180 5,000 SH   DFND 6,2,1 0 0 5,000
NATIONAL WESTN LIFE GROUP IN CL A 638517102 927 2,800 SH   DFND 6,2,1 1,900 0 900
NATURES SUNSHINE PRODUCTS IN COM 639027101 204 17,638 SH   DFND 6,2,1 13,648 0 3,990
NETAPP INC COM 64110D104 71 1,290 SH   DFND 7,2,1 1,290 0 0
NETAPP INC COM 64110D104 586 10,600 SH   DFND 6,2,1 0 0 10,600
NETFLIX INC COM 64110L106 470 2,450 SH   DFND 7,2,1 2,450 0 0
NETFLIX INC COM 64110L106 11,978 62,400 SH   DFND 6,2,1 53,100 0 9,300
NETFLIX INC COM 64110L106 12,494 65,087 SH   DFND 8,2,1 65,087 0 0
NETEASE INC SPONSORED ADR 64110W102 207 600 SH   DFND 2,1 600 0 0
NETEASE INC SPONSORED ADR 64110W102 656 1,900 SH   DFND 6,2,1 1,900 0 0
NETEASE INC SPONSORED ADR 64110W102 12,302 35,652 SH   DFND 8,2,1 28,193 0 7,459
NETSCOUT SYS INC COM 64115T104 10,399 341,500 SH   DFND 6,2,1 233,900 0 107,600
NEUROCRINE BIOSCIENCES INC COM 64125C109 11,461 147,710 SH   DFND 8,2,1 147,710 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 94 1,000 SH   DFND 2,1 1,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,820 30,000 SH   DFND 7,2,1 30,000 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 5,026 53,465 SH   DFND 8,2,1 0 0 53,465
NEW RELIC INC COM 64829B100 10,377 179,624 SH   DFND 8,2,1 179,624 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 33 2,500 SH   DFND 7,2,1 2,500 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 10,774 827,500 SH   DFND 6,2,1 444,000 0 383,500
NEWELL BRANDS INC COM 651229106 175 5,670 SH   DFND 2,1 5,670 0 0
NEWELL BRANDS INC COM 651229106 2,644 85,580 SH   DFND 7,2,1 2,454 0 83,126
NEWELL BRANDS INC COM 651229106 1,679 54,330 SH   DFND 6,2,1 0 0 54,330
NEWMONT MINING CORP COM 651639106 4,132 110,131 SH   DFND 7,2,1 110,131 0 0
NEWMONT MINING CORP COM 651639106 1,294 34,500 SH   DFND 6,2,1 0 0 34,500
NEWS CORP NEW CL A 65249B109 36 2,250 SH   DFND 7,2,1 2,250 0 0
NEWS CORP NEW CL A 65249B109 6,609 407,700 SH   DFND 6,2,1 407,300 0 400
NEWTEK BUSINESS SVCS CORP COM NEW 652526203 198 10,700 SH   DFND 6,2,1 10,700 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 11,461 146,557 SH   DFND 6,2,1 93,857 0 52,700
NEXTERA ENERGY INC COM 65339F101 280 1,790 SH   DFND 2,1 1,790 0 0
NEXTERA ENERGY INC COM 65339F101 18,477 118,299 SH   DFND 7,2,1 9,765 0 108,534
NEXTERA ENERGY INC COM 65339F101 40,125 256,900 SH   DFND 6,2,1 59,000 0 197,900
NEXTERA ENERGY INC COM 65339F101 4,184 26,785 SH   DFND 8,2,1 26,785 0 0
NIKE INC CL B 654106103 320 5,120 SH   DFND 2,1 5,120 0 0
NIKE INC CL B 654106103 5,291 84,594 SH   DFND 7,2,1 77,963 0 6,631
NIKE INC CL B 654106103 38,005 607,600 SH   DFND 6,2,1 171,800 0 435,800
NIKE INC CL B 654106103 848 13,555 SH   DFND 8,2,1 13,555 0 0
NISOURCE INC COM 65473P105 28 1,100 SH   DFND 7,2,1 1,100 0 0
NISOURCE INC COM 65473P105 13,256 516,400 SH   DFND 6,2,1 447,700 0 68,700
NOBLE ENERGY INC COM 655044105 1,943 66,686 SH   DFND 7,2,1 12,166 0 54,520
NOBLE ENERGY INC COM 655044105 7,743 265,710 SH   DFND 8,2,1 265,710 0 0
NORBORD INC COM NEW 65548P403 497 14,700 SH   DFND 6,2,1 11,300 0 3,400
NORBORD INC COM NEW 65548P403 500 14,800 SH   DFND 8,2,1 14,800 0 0
NORFOLK SOUTHERN CORP COM 655844108 240 1,659 SH   DFND 7,2,1 1,659 0 0
NORFOLK SOUTHERN CORP COM 655844108 12,085 83,400 SH   DFND 6,2,1 35,400 0 48,000
NORTHEAST BANCORP COM NEW 663904209 734 31,700 SH   DFND 6,2,1 23,700 0 8,000
NORTHERN TR CORP COM 665859104 107 1,070 SH   DFND 7,2,1 1,070 0 0
NORTHERN TR CORP COM 665859104 11,268 112,800 SH   DFND 6,2,1 5,900 0 106,900
NORTHERN TR CORP COM 665859104 220 2,200 SH   DFND 8,2,1 2,200 0 0
NORTHRIM BANCORP INC COM 666762109 320 9,462 SH   DFND 6,2,1 5,862 0 3,600
NORTHROP GRUMMAN CORP COM 666807102 223 727 SH   DFND 7,2,1 727 0 0
NORTHROP GRUMMAN CORP COM 666807102 52,297 170,400 SH   DFND 6,2,1 23,300 0 147,100
NORTHROP GRUMMAN CORP COM 666807102 921 3,000 SH   DFND 8,2,1 3,000 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 17 1,069 SH   DFND 7,2,1 1,069 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 8,762 535,920 SH   DFND 6,2,1 325,020 0 210,900
NUANCE COMMUNICATIONS INC COM 67020Y100 60 3,700 SH   DFND 8,2,1 3,700 0 0
NUANCE COMMUNICATIONS INC DBCV 1.000%12/1 67020YAK6 8,589 9,000,000 PRN   DFND 7,2,1 9,000,000 0 0
NUCOR CORP COM 670346105 214 3,372 SH   DFND 7,2,1 3,372 0 0
NUCOR CORP COM 670346105 2,912 45,800 SH   DFND 6,2,1 0 0 45,800
NVIDIA CORP COM 67066G104 1,123 5,803 SH   DFND 2,1 5,803 0 0
NVIDIA CORP COM 67066G104 662 3,422 SH   DFND 7,2,1 3,422 0 0
NVIDIA CORP COM 67066G104 93,235 481,836 SH   DFND 6,2,1 294,936 0 186,900
NVIDIA CORP COM 67066G104 65,254 337,231 SH   DFND 8,2,1 334,231 0 3,000
NVIDIA CORP NOTE 1.000%12/0 67066GAC8 10,558 1,100,000 PRN   DFND 7,2,1 980,000 0 120,000
NUTRI SYS INC NEW COM 67069D108 231 4,400 SH   DFND 6,2,1 0 0 4,400
NUVASIVE INC COM 670704105 771 13,178 SH   DFND 2,1 13,178 0 0
NUVASIVE INC COM 670704105 46,049 787,297 SH   DFND 8,2,1 787,297 0 0
OFS CAP CORP COM 67103B100 121 10,200 SH   DFND 6,2,1 10,200 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 485 2,018 SH   DFND 7,2,1 1,634 0 384
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,223 13,400 SH   DFND 6,2,1 0 0 13,400
O REILLY AUTOMOTIVE INC NEW COM 67103H107 11,013 45,783 SH   DFND 8,2,1 45,783 0 0
OASIS PETE INC NEW COM 674215108 274 32,600 SH   DFND 6,2,1 0 0 32,600
OCCIDENTAL PETE CORP DEL COM 674599105 8,732 118,545 SH   DFND 7,2,1 41,748 0 76,797
OCCIDENTAL PETE CORP DEL COM 674599105 7,609 103,300 SH   DFND 6,2,1 99,100 0 4,200
OCCIDENTAL PETE CORP DEL COM 674599105 2,539 34,464 SH   DFND 8,2,1 34,464 0 0
OFFICE DEPOT INC COM 676220106 644 181,800 SH   DFND 6,2,1 87,700 0 94,100
OFFICE DEPOT INC COM 676220106 414 117,000 SH   DFND 8,2,1 90,600 0 26,400
OLD NATL BANCORP IND COM 680033107 288 16,500 SH   DFND 6,2,1 16,500 0 0
OMNICOM GROUP INC COM 681919106 81 1,111 SH   DFND 7,2,1 1,111 0 0
OMNICOM GROUP INC COM 681919106 9,431 129,500 SH   DFND 6,2,1 12,300 0 117,200
OMNICOM GROUP INC COM 681919106 240 3,300 SH   DFND 8,2,1 3,300 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 104 3,778 SH   DFND 7,2,1 3,778 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 7,017 254,800 SH   DFND 6,2,1 183,000 0 71,800
ON SEMICONDUCTOR CORP COM 682189105 4,810 229,700 SH   DFND 6,2,1 151,700 0 78,000
ON SEMICONDUCTOR CORP NOTE 1.000%12/0 682189AK1 21,926 17,180,000 PRN   DFND 7,2,1 17,000,000 0 180,000
ONCOMED PHARMACEUTICALS INC COM 68234X102 540 131,785 SH   DFND 6,2,1 108,300 0 23,485
ONE LIBERTY PPTYS INC COM 682406103 2,641 101,879 SH   DFND 6,2,1 63,321 0 38,558
ONEOK INC NEW COM 682680103 100 1,877 SH   DFND 7,2,1 1,877 0 0
ONEOK INC NEW COM 682680103 4,565 85,400 SH   DFND 6,2,1 70,800 0 14,600
OPEN TEXT CORP COM 683715106 13 371 SH   DFND 7,2,1 371 0 0
OPEN TEXT CORP COM 683715106 6,720 188,400 SH   DFND 6,2,1 135,500 0 52,900
OPEN TEXT CORP COM 683715106 1,537 43,100 SH   DFND 8,2,1 37,400 0 5,700
ORACLE CORP COM 68389X105 10,321 218,297 SH   DFND 7,2,1 117,256 0 101,041
ORACLE CORP COM 68389X105 125,632 2,657,200 SH   DFND 6,2,1 1,653,400 0 1,003,800
ORACLE CORP COM 68389X105 11,740 248,300 SH   DFND 8,2,1 246,100 0 2,200
ORASURE TECHNOLOGIES INC COM 68554V108 256 13,600 SH   DFND 6,2,1 5,200 0 8,400
OUTFRONT MEDIA INC COM 69007J106 7,909 340,900 SH   DFND 6,2,1 228,700 0 112,200
OUTFRONT MEDIA INC COM 69007J106 118 5,100 SH   DFND 8,2,1 5,100 0 0
OWENS & MINOR INC NEW COM 690732102 6,072 321,616 SH   DFND 6,2,1 185,216 0 136,400
OWENS & MINOR INC NEW COM 690732102 83 4,400 SH   DFND 8,2,1 2,400 0 2,000
OXFORD INDS INC COM 691497309 4,790 63,700 SH   DFND 6,2,1 58,300 0 5,400
PBF ENERGY INC CL A 69318G106 585 16,500 SH   DFND 6,2,1 12,400 0 4,100
PDL BIOPHARMA INC COM 69329Y104 928 338,800 SH   DFND 6,2,1 291,600 0 47,200
PG&E CORP COM 69331C108 197 4,395 SH   DFND 7,2,1 4,395 0 0
PG&E CORP COM 69331C108 51,483 1,148,400 SH   DFND 6,2,1 821,500 0 326,900
PG&E CORP COM 69331C108 6,048 134,900 SH   DFND 8,2,1 127,300 0 7,600
PJT PARTNERS INC COM CL A 69343T107 1,328 29,125 SH   DFND 7,2,1 0 0 29,125
PNC FINL SVCS GROUP INC COM 693475105 331 2,296 SH   DFND 7,2,1 2,296 0 0
PNC FINL SVCS GROUP INC COM 693475105 46,995 325,700 SH   DFND 6,2,1 64,100 0 261,600
PNC FINL SVCS GROUP INC COM 693475105 721 5,000 SH   DFND 8,2,1 5,000 0 0
POSCO SPONSORED ADR 693483109 953 12,196 SH   DFND 7,2,1 592 0 11,604
PPG INDS INC COM 693506107 4,480 38,346 SH   DFND 7,2,1 23,118 0 15,228
PPG INDS INC COM 693506107 66,938 573,000 SH   DFND 6,2,1 324,900 0 248,100
PPG INDS INC COM 693506107 12,792 109,500 SH   DFND 8,2,1 105,600 0 3,900
PPL CORP COM 69351T106 183 5,901 SH   DFND 7,2,1 5,901 0 0
PPL CORP COM 69351T106 16,094 520,000 SH   DFND 6,2,1 7,100 0 512,900
PPL CORP COM 69351T106 412 13,300 SH   DFND 8,2,1 13,300 0 0
PVH CORP COM 693656100 55 400 SH   DFND 7,2,1 400 0 0
PVH CORP COM 693656100 10,263 74,800 SH   DFND 6,2,1 41,000 0 33,800
PTC THERAPEUTICS INC COM 69366J200 1,146 68,700 SH   DFND 6,2,1 44,400 0 24,300
PTC INC COM 69370C100 1,517 24,961 SH   DFND 2,1 24,961 0 0
PTC INC COM 69370C100 86,697 1,426,649 SH   DFND 8,2,1 1,426,649 0 0
PACCAR INC COM 693718108 123 1,735 SH   DFND 7,2,1 1,735 0 0
PACCAR INC COM 693718108 3,312 46,600 SH   DFND 6,2,1 2,400 0 44,200
PACKAGING CORP AMER COM 695156109 179 1,482 SH   DFND 7,2,1 1,482 0 0
PACKAGING CORP AMER COM 695156109 33,971 281,800 SH   DFND 6,2,1 208,100 0 73,700
PACKAGING CORP AMER COM 695156109 3,158 26,200 SH   DFND 8,2,1 26,200 0 0
PALO ALTO NETWORKS INC COM 697435105 14,613 100,820 SH   DFND 7,2,1 100,820 0 0
PALO ALTO NETWORKS INC COM 697435105 4,566 31,500 SH   DFND 8,2,1 31,500 0 0
PARAMOUNT GROUP INC COM 69924R108 3,857 243,373 SH   DFND 7,2,1 243,373 0 0
PARAMOUNT GROUP INC COM 69924R108 7,871 496,600 SH   DFND 6,2,1 319,100 0 177,500
PARK HOTELS RESORTS INC COM 700517105 1 31 SH   DFND 7,2,1 31 0 0
PARK HOTELS RESORTS INC COM 700517105 11,190 389,200 SH   DFND 6,2,1 284,600 0 104,600
PARK HOTELS RESORTS INC COM 700517105 1,590 55,300 SH   DFND 8,2,1 49,100 0 6,200
PARK OHIO HLDGS CORP COM 700666100 308 6,700 SH   DFND 6,2,1 3,800 0 2,900
PARKE BANCORP INC COM 700885106 668 32,508 SH   DFND 6,2,1 12,268 0 20,240
PARKER HANNIFIN CORP COM 701094104 1,419 7,110 SH   DFND 2,1 7,110 0 0
PARKER HANNIFIN CORP COM 701094104 127 635 SH   DFND 7,2,1 635 0 0
PARKER HANNIFIN CORP COM 701094104 7,744 38,800 SH   DFND 6,2,1 3,600 0 35,200
PARKER HANNIFIN CORP COM 701094104 86,975 435,791 SH   DFND 8,2,1 435,791 0 0
PATTERSON COMPANIES INC COM 703395103 10 288 SH   DFND 7,2,1 288 0 0
PATTERSON COMPANIES INC COM 703395103 19,658 544,100 SH   DFND 6,2,1 426,100 0 118,000
PATTERSON COMPANIES INC COM 703395103 715 19,800 SH   DFND 8,2,1 19,800 0 0
PAYCHEX INC COM 704326107 262 3,854 SH   DFND 7,2,1 3,854 0 0
PAYCHEX INC COM 704326107 16,891 248,100 SH   DFND 6,2,1 1,300 0 246,800
PAYCHEX INC COM 704326107 504 7,400 SH   DFND 8,2,1 7,400 0 0
PAYPAL HLDGS INC COM 70450Y103 509 6,919 SH   DFND 7,2,1 6,393 0 526
PAYPAL HLDGS INC COM 70450Y103 30,611 415,800 SH   DFND 6,2,1 152,600 0 263,200
PAYPAL HLDGS INC COM 70450Y103 7,347 99,791 SH   DFND 8,2,1 99,791 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 24,659 663,417 SH   DFND 7,2,1 663,417 0 0
PEGASYSTEMS INC COM 705573103 1,221 25,900 SH   DFND 6,2,1 11,700 0 14,200
PEMBINA PIPELINE CORP COM 706327103 571 15,781 SH   DFND 7,2,1 15,781 0 0
PEMBINA PIPELINE CORP COM 706327103 326 9,000 SH   DFND 6,2,1 0 0 9,000
PENN NATL GAMING INC COM 707569109 11,348 362,200 SH   DFND 6,2,1 238,800 0 123,400
PEPSICO INC COM 713448108 4,213 35,132 SH   DFND 7,2,1 33,576 0 1,556
PEPSICO INC COM 713448108 185,144 1,543,900 SH   DFND 6,2,1 783,700 0 760,200
PEPSICO INC COM 713448108 14,282 119,100 SH   DFND 8,2,1 110,000 0 9,100
PEREGRINE PHARMACEUTICALS IN COM PAR 713661502 325 83,700 SH   DFND 6,2,1 34,800 0 48,900
PERKINELMER INC COM 714046109 10,712 146,500 SH   DFND 6,2,1 140,800 0 5,700
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 394 12,220 SH   DFND 7,2,1 0 0 12,220
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,415 245,679 SH   DFND 8,2,1 0 0 245,679
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,094 106,326 SH   DFND 7,2,1 11,914 0 94,412
PFIZER INC COM 717081103 4,410 121,763 SH   DFND 7,2,1 101,969 0 19,794
PFIZER INC COM 717081103 167,974 4,637,600 SH   DFND 6,2,1 2,726,600 0 1,911,000
PFIZER INC COM 717081103 15,542 429,090 SH   DFND 8,2,1 401,390 0 27,700
PHILIP MORRIS INTL INC COM 718172109 12,799 121,141 SH   DFND 7,2,1 29,854 0 91,287
PHILIP MORRIS INTL INC COM 718172109 14,943 141,437 SH   DFND 8,2,1 141,437 0 0
PHILLIPS 66 COM 718546104 2,110 20,861 SH   DFND 7,2,1 20,861 0 0
PHILLIPS 66 COM 718546104 9,235 91,300 SH   DFND 6,2,1 59,600 0 31,700
PHOTRONICS INC COM 719405102 465 54,600 SH   DFND 6,2,1 37,200 0 17,400
PHYSICIANS RLTY TR COM 71943U104 18,653 1,036,833 SH   DFND 7,2,1 1,036,833 0 0
PIER 1 IMPORTS INC COM 720279108 2,036 491,800 SH   DFND 6,2,1 372,400 0 119,400
PILGRIMS PRIDE CORP NEW COM 72147K108 2,448 78,800 SH   DFND 6,2,1 43,200 0 35,600
PILGRIMS PRIDE CORP NEW COM 72147K108 497 16,000 SH   DFND 8,2,1 16,000 0 0
PINNACLE WEST CAP CORP COM 723484101 39 459 SH   DFND 7,2,1 459 0 0
PINNACLE WEST CAP CORP COM 723484101 1,388 16,300 SH   DFND 6,2,1 0 0 16,300
PIONEER NAT RES CO COM 723787107 4,465 25,834 SH   DFND 7,2,1 4,717 0 21,117
PIONEER NAT RES CO COM 723787107 657 3,800 SH   DFND 6,2,1 1,000 0 2,800
PIONEER NAT RES CO COM 723787107 21,096 122,047 SH   DFND 8,2,1 122,047 0 0
PITNEY BOWES INC COM 724479100 306 27,400 SH   DFND 6,2,1 0 0 27,400
PIXELWORKS INC COM NEW 72581M305 215 33,938 SH   DFND 6,2,1 20,709 0 13,229
PLANET FITNESS INC CL A 72703H101 3,216 92,879 SH   DFND 7,2,1 92,879 0 0
PLANET FITNESS INC CL A 72703H101 8,831 255,000 SH   DFND 8,2,1 255,000 0 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 8,724 879,466 SH   DFND 2,1 879,466 0 0
POPULAR INC COM NEW 733174700 1,494 42,100 SH   DFND 6,2,1 42,100 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 3,924 80,600 SH   DFND 6,2,1 50,500 0 30,100
POTASH CORP SASK INC COM 73755L107 2,400 116,232 SH   DFND 7,2,1 46,427 0 69,805
POTASH CORP SASK INC COM 73755L107 1,192 57,700 SH   DFND 6,2,1 0 0 57,700
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 1,532 92,260 SH   DFND 5,4,2,1 92,260 0 0
POWERSHARES ETF TRUST DYN OIL SVCS 73935X625 134 14,040 SH   DFND 5,4,2,1 14,040 0 0
POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y102 3,143 132,550 SH   DFND 5,4,2,1 132,550 0 0
POWERSHS DB MULTI SECT COMM DB SILVER FUND 73936B309 3,628 139,370 SH   DFND 5,4,2,1 139,370 0 0
POWERSHS DB MULTI SECT COMM DB GOLD FUND 73936B606 7,503 181,450 SH   DFND 5,4,2,1 181,450 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 585 30,130 SH   DFND 5,4,2,1 30,130 0 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 911 42,480 SH   DFND 5,4,2,1 42,480 0 0
POWERSHARES ETF TR II S&P600 LOVL PT 73937B639 935 20,220 SH   DFND 5,4,2,1 20,220 0 0
POWERSHARES ETF TR II S&P400 LOVL PT 73937B647 2,070 45,620 SH   DFND 5,4,2,1 45,620 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 740 17,440 SH   DFND 5,4,2,1 17,440 0 0
POWERSHARES ETF TR II EM MRK LOW VOL 73937B662 1,043 41,170 SH   DFND 5,4,2,1 41,170 0 0
POWERSHARES ETF TR II INTL DEV LOWVL 73937B688 2,818 83,710 SH   DFND 5,4,2,1 83,710 0 0
POWERSHARES ETF TR II S&P SMCP ENE P 73937B704 249 16,200 SH   DFND 5,4,2,1 16,200 0 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 3,052 63,940 SH   DFND 5,4,2,1 63,940 0 0
PRAXAIR INC COM 74005P104 466 3,010 SH   DFND 7,2,1 1,361 0 1,649
PRAXAIR INC COM 74005P104 36,922 238,700 SH   DFND 6,2,1 41,000 0 197,700
PRAXAIR INC COM 74005P104 588 3,800 SH   DFND 8,2,1 3,800 0 0
PREFORMED LINE PRODS CO COM 740444104 284 4,000 SH   DFND 6,2,1 1,300 0 2,700
PREMIER FINL BANCORP INC COM 74050M105 415 20,673 SH   DFND 6,2,1 9,838 0 10,835
PRESIDIO INC COM 74102M103 5,148 268,519 SH   DFND 6,2,1 172,619 0 95,900
PRICE T ROWE GROUP INC COM 74144T108 124 1,182 SH   DFND 7,2,1 1,182 0 0
PRICE T ROWE GROUP INC COM 74144T108 25,652 244,471 SH   DFND 6,2,1 17,000 0 227,471
PRICE T ROWE GROUP INC COM 74144T108 850 8,100 SH   DFND 8,2,1 3,700 0 4,400
PRICELINE GRP INC COM NEW 741503403 8,242 4,743 SH   DFND 7,2,1 3,886 0 857
PRICELINE GRP INC COM NEW 741503403 79,502 45,750 SH   DFND 6,2,1 28,200 0 17,550
PRICELINE GRP INC COM NEW 741503403 56,669 32,611 SH   DFND 8,2,1 32,211 0 400
PRICELINE GRP INC NOTE 1.000% 3/1 741503AQ9 42,176 23,000,000 PRN   DFND 7,2,1 6,000,000 0 17,000,000
PRICELINE GRP INC NOTE 0.900% 9/1 741503AX4 10,524 9,000,000 PRN   DFND 7,2,1 9,000,000 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 268 3,794 SH   DFND 7,2,1 3,794 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 473 6,700 SH   DFND 6,2,1 6,700 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 289 4,100 SH   DFND 8,2,1 4,100 0 0
PROCTER AND GAMBLE CO COM 742718109 269 2,930 SH   DFND 2,1 2,930 0 0
PROCTER AND GAMBLE CO COM 742718109 2,797 30,446 SH   DFND 7,2,1 21,882 0 8,564
PROCTER AND GAMBLE CO COM 742718109 92,771 1,009,700 SH   DFND 6,2,1 348,200 0 661,500
PROCTER AND GAMBLE CO COM 742718109 2,371 25,800 SH   DFND 8,2,1 25,100 0 700
PROGRESSIVE CORP OHIO COM 743315103 158 2,808 SH   DFND 7,2,1 2,808 0 0
PROGRESSIVE CORP OHIO COM 743315103 2,444 43,400 SH   DFND 6,2,1 38,000 0 5,400
PROGRESSIVE CORP OHIO COM 743315103 11,574 205,496 SH   DFND 8,2,1 205,496 0 0
PROLOGIS INC COM 74340W103 29,454 456,574 SH   DFND 7,2,1 456,574 0 0
PROLOGIS INC COM 74340W103 5,793 89,800 SH   DFND 6,2,1 72,400 0 17,400
PROLOGIS INC COM 74340W103 733 11,361 SH   DFND 8,2,1 11,361 0 0
PROOFPOINT INC COM 743424103 200 2,252 SH   DFND 7,2,1 2,252 0 0
PROOFPOINT INC COM 743424103 21,008 236,553 SH   DFND 8,2,1 236,553 0 0
PROSHARES TR HD REPLICATION 74347X294 2,101 46,360 SH   DFND 5,4,2,1 46,360 0 0
PROSHARES TR RAFI LG SHT FD 74347X310 2,037 54,150 SH   DFND 5,4,2,1 54,150 0 0
PRUDENTIAL FINL INC COM 744320102 6,011 52,276 SH   DFND 7,2,1 2,045 0 50,231
PRUDENTIAL FINL INC COM 744320102 8,394 73,000 SH   DFND 6,2,1 67,000 0 6,000
PRUDENTIAL FINL INC COM 744320102 494 4,300 SH   DFND 8,2,1 4,300 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 187 3,629 SH   DFND 7,2,1 3,629 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,581 147,200 SH   DFND 6,2,1 3,700 0 143,500
PUBLIC STORAGE COM 74460D109 4,599 22,007 SH   DFND 7,2,1 15,920 0 6,087
PUBLIC STORAGE COM 74460D109 543 2,600 SH   DFND 6,2,1 1,000 0 1,600
PULTE GROUP INC COM 745867101 51 1,523 SH   DFND 7,2,1 1,523 0 0
PULTE GROUP INC COM 745867101 27,927 839,900 SH   DFND 6,2,1 703,000 0 136,900
PULTE GROUP INC COM 745867101 2,630 79,100 SH   DFND 8,2,1 79,100 0 0
PUMA BIOTECHNOLOGY INC COM 74587V107 1,052 10,647 SH   DFND 6,2,1 10,647 0 0
PURE STORAGE INC CL A 74624M102 6,265 395,000 SH   DFND 8,2,1 395,000 0 0
QAD INC CL A 74727D306 569 14,637 SH   DFND 6,2,1 9,137 0 5,500
QEP RES INC COM 74733V100 751 78,500 SH   DFND 6,2,1 33,000 0 45,500
QEP RES INC COM 74733V100 118 12,300 SH   DFND 8,2,1 0 0 12,300
Q2 HLDGS INC COM 74736L109 3,855 104,600 SH   DFND 8,2,1 104,600 0 0
QUALCOMM INC COM 747525103 1,417 22,140 SH   DFND 2,1 22,140 0 0
QUALCOMM INC COM 747525103 4,322 67,506 SH   DFND 7,2,1 23,562 0 43,944
QUALCOMM INC COM 747525103 43,783 683,900 SH   DFND 6,2,1 517,900 0 166,000
QUALCOMM INC COM 747525103 142,128 2,220,053 SH   DFND 8,2,1 2,211,853 0 8,200
QUALITY SYS INC COM 747582104 4,777 351,800 SH   DFND 6,2,1 229,900 0 121,900
QUALYS INC COM 74758T303 2,313 38,967 SH   DFND 7,2,1 38,967 0 0
QUANTA SVCS INC COM 74762E102 15,138 387,050 SH   DFND 6,2,1 350,250 0 36,800
QUANTUM CORP COM NEW 747906501 1,022 181,600 SH   DFND 6,2,1 103,500 0 78,100
QUEST DIAGNOSTICS INC COM 74834L100 66 675 SH   DFND 7,2,1 675 0 0
QUEST DIAGNOSTICS INC COM 74834L100 6,451 65,500 SH   DFND 6,2,1 3,300 0 62,200
QUEST DIAGNOSTICS INC COM 74834L100 98 1,000 SH   DFND 8,2,1 1,000 0 0
QUIDEL CORP COM 74838J101 8,958 206,634 SH   DFND 8,2,1 206,634 0 0
QUINSTREET INC COM 74874Q100 268 31,938 SH   DFND 6,2,1 14,670 0 17,268
RCI HOSPITALITY HLDGS INC COM 74934Q108 1,623 58,000 SH   DFND 6,2,1 30,500 0 27,500
RLJ LODGING TR COM 74965L101 43 1,954 SH   DFND 7,2,1 1,954 0 0
RLJ LODGING TR COM 74965L101 11,486 522,800 SH   DFND 6,2,1 392,600 0 130,200
RLJ LODGING TR COM 74965L101 1,254 57,100 SH   DFND 8,2,1 53,400 0 3,700
RMR GROUP INC CL A 74967R106 1,076 18,147 SH   DFND 6,2,1 8,500 0 9,647
RPM INTL INC COM 749685103 482 9,200 SH   DFND 6,2,1 9,200 0 0
RPX CORP COM 74972G103 3,832 285,106 SH   DFND 6,2,1 180,895 0 104,211
RADIAN GROUP INC COM 750236101 8,897 431,700 SH   DFND 6,2,1 277,300 0 154,400
RADNET INC COM 750491102 103 10,200 SH   DFND 6,2,1 10,200 0 0
RAMBUS INC DEL COM 750917106 5,096 358,400 SH   DFND 6,2,1 234,100 0 124,300
RALPH LAUREN CORP CL A 751212101 32 309 SH   DFND 7,2,1 309 0 0
RALPH LAUREN CORP CL A 751212101 46,225 445,800 SH   DFND 6,2,1 308,700 0 137,100
RALPH LAUREN CORP CL A 751212101 3,899 37,600 SH   DFND 8,2,1 35,500 0 2,100
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 6,091 413,500 SH   DFND 6,2,1 270,300 0 143,200
RANGE RES CORP COM 75281A109 112 6,565 SH   DFND 7,2,1 6,565 0 0
RANGE RES CORP COM 75281A109 9,427 552,600 SH   DFND 6,2,1 495,300 0 57,300
RANGE RES CORP COM 75281A109 764 44,800 SH   DFND 8,2,1 36,500 0 8,300
RAYMOND JAMES FINANCIAL INC COM 754730109 63 700 SH   DFND 7,2,1 700 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,313 14,700 SH   DFND 6,2,1 0 0 14,700
RAYTHEON CO COM NEW 755111507 3,505 18,659 SH   DFND 7,2,1 16,266 0 2,393
RAYTHEON CO COM NEW 755111507 73,280 390,100 SH   DFND 6,2,1 99,100 0 291,000
RAYTHEON CO COM NEW 755111507 1,634 8,700 SH   DFND 8,2,1 4,400 0 4,300
READING INTERNATIONAL INC CL A 755408101 219 13,100 SH   DFND 6,2,1 6,200 0 6,900
REALNETWORKS INC COM NEW 75605L708 641 187,300 SH   DFND 6,2,1 122,700 0 64,600
REALTY INCOME CORP COM 756109104 513 9,004 SH   DFND 7,2,1 9,004 0 0
RED HAT INC COM 756577102 105 877 SH   DFND 7,2,1 877 0 0
RED HAT INC COM 756577102 3,087 25,700 SH   DFND 6,2,1 0 0 25,700
RED HAT INC COM 756577102 9,488 79,000 SH   DFND 8,2,1 79,000 0 0
RED HAT INC NOTE 0.250%10/0 756577AD4 58,727 35,700,000 PRN   DFND 7,2,1 14,000,000 0 21,700,000
RED ROBIN GOURMET BURGERS IN COM 75689M101 3,813 67,600 SH   DFND 6,2,1 42,300 0 25,300
REGAL BELOIT CORP COM 758750103 12,218 159,500 SH   DFND 6,2,1 102,600 0 56,900
REGAL BELOIT CORP COM 758750103 146 1,900 SH   DFND 8,2,1 1,900 0 0
REGENCY CTRS CORP COM 758849103 285 4,121 SH   DFND 7,2,1 4,121 0 0
REGENERON PHARMACEUTICALS COM 75886F107 142 379 SH   DFND 7,2,1 379 0 0
REGENERON PHARMACEUTICALS COM 75886F107 564 1,500 SH   DFND 6,2,1 400 0 1,100
REGENERON PHARMACEUTICALS COM 75886F107 34,325 91,299 SH   DFND 8,2,1 91,299 0 0
REGIS CORP MINN COM 758932107 1,819 118,400 SH   DFND 6,2,1 104,700 0 13,700
REGIONS FINL CORP NEW COM 7591EP100 100 5,798 SH   DFND 7,2,1 5,798 0 0
REGIONS FINL CORP NEW COM 7591EP100 2,995 173,300 SH   DFND 6,2,1 0 0 173,300
REINSURANCE GROUP AMER INC COM NEW 759351604 3,159 20,257 SH   DFND 7,2,1 20,257 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 359 2,300 SH   DFND 6,2,1 2,300 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 187 1,200 SH   DFND 8,2,1 1,200 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 343 4,000 SH   DFND 6,2,1 0 0 4,000
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 726 61,500 SH   DFND 6,2,1 49,700 0 11,800
RENT A CTR INC NEW COM 76009N100 3,836 345,600 SH   DFND 6,2,1 230,300 0 115,300
REPUBLIC BANCORP KY CL A 760281204 205 5,400 SH   DFND 6,2,1 2,200 0 3,200
REPUBLIC SVCS INC COM 760759100 79 1,172 SH   DFND 7,2,1 1,172 0 0
REPUBLIC SVCS INC COM 760759100 15,780 233,400 SH   DFND 6,2,1 900 0 232,500
REPUBLIC SVCS INC COM 760759100 325 4,800 SH   DFND 8,2,1 4,800 0 0
RESOURCES CONNECTION INC COM 76122Q105 2,947 190,722 SH   DFND 6,2,1 142,478 0 48,244
RESTAURANT BRANDS INTL INC COM 76131D103 36 579 SH   DFND 7,2,1 579 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 4,961 80,700 SH   DFND 6,2,1 5,500 0 75,200
RESTAURANT BRANDS INTL INC COM 76131D103 178 2,900 SH   DFND 8,2,1 2,900 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 16,194 811,728 SH   DFND 7,2,1 811,728 0 0
REXFORD INDL RLTY INC COM 76169C100 846 29,000 SH   DFND 7,2,1 29,000 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 130 33,400 SH   DFND 6,2,1 0 0 33,400
ROBERT HALF INTL INC COM 770323103 36 652 SH   DFND 7,2,1 652 0 0
ROBERT HALF INTL INC COM 770323103 22,860 411,600 SH   DFND 6,2,1 294,400 0 117,200
ROCKWELL AUTOMATION INC COM 773903109 1,738 8,849 SH   DFND 2,1 8,849 0 0
ROCKWELL AUTOMATION INC COM 773903109 1,735 8,835 SH   DFND 7,2,1 8,835 0 0
ROCKWELL AUTOMATION INC COM 773903109 15,450 78,684 SH   DFND 6,2,1 7,000 0 71,684
ROCKWELL AUTOMATION INC COM 773903109 87,435 445,300 SH   DFND 8,2,1 445,300 0 0
ROCKWELL COLLINS INC COM 774341101 107 791 SH   DFND 7,2,1 791 0 0
ROCKWELL COLLINS INC COM 774341101 15,000 110,600 SH   DFND 6,2,1 0 0 110,600
ROGERS COMMUNICATIONS INC CL B 775109200 1,408 27,650 SH   DFND 7,2,1 2,502 0 25,148
ROGERS COMMUNICATIONS INC CL B 775109200 3,825 75,100 SH   DFND 6,2,1 5,500 0 69,600
ROPER TECHNOLOGIES INC COM 776696106 13,542 52,286 SH   DFND 7,2,1 11,887 0 40,399
ROPER TECHNOLOGIES INC COM 776696106 18,881 72,900 SH   DFND 6,2,1 1,200 0 71,700
ROPER TECHNOLOGIES INC COM 776696106 66,897 258,291 SH   DFND 8,2,1 258,291 0 0
ROSETTA STONE INC COM 777780107 450 36,069 SH   DFND 6,2,1 23,769 0 12,300
ROSS STORES INC COM 778296103 4,468 55,679 SH   DFND 7,2,1 2,450 0 53,229
ROSS STORES INC COM 778296103 19,750 246,100 SH   DFND 6,2,1 15,400 0 230,700
ROSS STORES INC COM 778296103 570 7,100 SH   DFND 8,2,1 7,100 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 6,487 79,454 SH   DFND 7,2,1 7,376 0 72,078
ROYAL BK CDA MONTREAL QUE COM 780087102 70,137 859,000 SH   DFND 6,2,1 204,300 0 654,700
ROYAL BK CDA MONTREAL QUE COM 780087102 7,713 94,461 SH   DFND 8,2,1 81,861 0 12,600
RUTHS HOSPITALITY GROUP INC COM 783332109 2,308 106,600 SH   DFND 6,2,1 51,100 0 55,500
RYANAIR HLDGS PLC SPONSORED ADR NE 783513203 51,936 498,471 SH   DFND 8,2,1 0 0 498,471
RYDER SYS INC COM 783549108 1,995 23,700 SH   DFND 6,2,1 15,800 0 7,900
S&P GLOBAL INC COM 78409V104 2,180 12,866 SH   DFND 7,2,1 12,866 0 0
S&P GLOBAL INC COM 78409V104 41,046 242,300 SH   DFND 6,2,1 105,200 0 137,100
S&P GLOBAL INC COM 78409V104 339 2,000 SH   DFND 8,2,1 2,000 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 95 581 SH   DFND 7,2,1 581 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 474 2,900 SH   DFND 6,2,1 0 0 2,900
SEI INVESTMENTS CO COM 784117103 57 800 SH   DFND 7,2,1 800 0 0
SEI INVESTMENTS CO COM 784117103 54,707 761,300 SH   DFND 8,2,1 761,300 0 0
SK TELECOM LTD SPONSORED ADR 78440P108 790 28,314 SH   DFND 7,2,1 0 0 28,314
SL GREEN RLTY CORP COM 78440X101 291 2,887 SH   DFND 7,2,1 2,887 0 0
SL GREEN RLTY CORP COM 78440X101 9,477 93,895 SH   DFND 6,2,1 89,695 0 4,200
SPDR S&P 500 ETF TR TR UNIT 78462F103 6,674 25,010 SH   DFND 2,1 13,755 0 11,255
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,337 20,000 SH   DFND 7,2,1 0 0 20,000
SPX CORP COM 784635104 1,180 37,600 SH   DFND 6,2,1 29,900 0 7,700
SPDR INDEX SHS FDS EURO STOXX 50 78463X202 813 19,964 SH   DFND 5,4,2,1 19,964 0 0
SPDR INDEX SHS FDS ASIA PACIF ETF 78463X301 3,783 36,169 SH   DFND 5,4,2,1 36,169 0 0
SPDR INDEX SHS FDS S&P EMKTSC ETF 78463X756 1,700 32,695 SH   DFND 5,4,2,1 32,695 0 0
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 7,764 153,440 SH   DFND 5,4,2,1 153,440 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 10,690 291,135 SH   DFND 5,4,2,1 291,135 0 0
SPDR SERIES TRUST S&P 400 MDCP VAL 78464A839 2,375 23,094 SH   DFND 5,4,2,1 23,094 0 0
SPDR SER TR BLOOMBERG SRT TR 78468R408 1,819 66,000 SH   DFND 5,4,2,1 66,000 0 0
SPDR SER TR SSGA US LRG ETF 78468R804 352 3,890 SH   DFND 5,4,2,1 3,890 0 0
SPDR SER TR SSGA US SMAL ETF 78468R887 912 9,980 SH   DFND 5,4,2,1 9,980 0 0
SSR MNG INC COM 784730103 1,814 206,366 SH   DFND 7,2,1 0 0 206,366
SVB FINL GROUP COM 78486Q101 59 254 SH   DFND 7,2,1 254 0 0
SVB FINL GROUP COM 78486Q101 771 3,300 SH   DFND 6,2,1 0 0 3,300
SABRA HEALTH CARE REIT INC COM 78573L106 33 1,743 SH   DFND 7,2,1 1,743 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 8,109 432,000 SH   DFND 6,2,1 284,500 0 147,500
SABRA HEALTH CARE REIT INC COM 78573L106 557 29,700 SH   DFND 8,2,1 29,700 0 0
SABRE CORP COM 78573M104 22 1,062 SH   DFND 7,2,1 1,062 0 0
SABRE CORP COM 78573M104 2,347 114,500 SH   DFND 6,2,1 104,300 0 10,200
SAGE THERAPEUTICS INC COM 78667J108 7,432 45,120 SH   DFND 8,2,1 45,120 0 0
SALESFORCE COM INC COM 79466L302 907 8,873 SH   DFND 7,2,1 4,015 0 4,858
SALESFORCE COM INC COM 79466L302 9,548 93,400 SH   DFND 6,2,1 86,200 0 7,200
SALESFORCE COM INC COM 79466L302 64,043 626,459 SH   DFND 8,2,1 626,459 0 0
SALESFORCE COM INC NOTE 0.250% 4/0 79466LAD6 23,275 15,200,000 PRN   DFND 7,2,1 14,000,000 0 1,200,000
SANDERSON FARMS INC COM 800013104 278 2,000 SH   DFND 7,2,1 2,000 0 0
SANDERSON FARMS INC COM 800013104 8,655 62,362 SH   DFND 6,2,1 34,462 0 27,900
SANMINA CORPORATION COM 801056102 842 25,500 SH   DFND 6,2,1 20,200 0 5,300
SAUL CTRS INC COM 804395101 16,297 263,927 SH   DFND 7,2,1 263,927 0 0
SCANA CORP NEW COM 80589M102 17 423 SH   DFND 7,2,1 423 0 0
SCANA CORP NEW COM 80589M102 4,843 121,742 SH   DFND 6,2,1 83,900 0 37,842
SCANA CORP NEW COM 80589M102 84 2,100 SH   DFND 8,2,1 2,100 0 0
SCHEIN HENRY INC COM 806407102 54 768 SH   DFND 7,2,1 768 0 0
SCHEIN HENRY INC COM 806407102 40,474 579,200 SH   DFND 6,2,1 351,400 0 227,800
SCHEIN HENRY INC COM 806407102 3,103 44,400 SH   DFND 8,2,1 44,400 0 0
SCHLUMBERGER LTD COM 806857108 286 4,250 SH   DFND 2,1 4,250 0 0
SCHLUMBERGER LTD COM 806857108 5,099 75,665 SH   DFND 7,2,1 64,555 0 11,110
SCHLUMBERGER LTD COM 806857108 14,395 213,600 SH   DFND 6,2,1 171,600 0 42,000
SCHNITZER STL INDS CL A 806882106 1,670 49,865 SH   DFND 6,2,1 42,835 0 7,030
SCHWAB CHARLES CORP NEW COM 808513105 768 14,958 SH   DFND 7,2,1 14,958 0 0
SCHWAB CHARLES CORP NEW COM 808513105 10,315 200,800 SH   DFND 6,2,1 129,200 0 71,600
SCHWAB CHARLES CORP NEW COM 808513105 6,588 128,246 SH   DFND 8,2,1 128,246 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 927 12,105 SH   DFND 7,2,1 12,105 0 0
SEACHANGE INTL INC COM 811699107 713 181,303 SH   DFND 6,2,1 115,300 0 66,003
SEALED AIR CORP NEW COM 81211K100 44 900 SH   DFND 7,2,1 900 0 0
SEALED AIR CORP NEW COM 81211K100 16,377 332,200 SH   DFND 6,2,1 287,600 0 44,600
SEALED AIR CORP NEW COM 81211K100 1,597 32,400 SH   DFND 8,2,1 32,400 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 1,360 18,820 SH   DFND 5,4,2,1 18,820 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 11,862 425,000 SH   DFND 2,1 425,000 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 69,092 1,080,400 SH   DFND 5,4,2,1 1,080,400 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 7,923 315,300 SH   DFND 6,2,1 213,100 0 102,200
SELECT INCOME REIT COM SH BEN INT 81618T100 58 2,300 SH   DFND 8,2,1 0 0 2,300
SEMPRA ENERGY COM 816851109 476 4,453 SH   DFND 7,2,1 4,453 0 0
SEMPRA ENERGY COM 816851109 24,752 231,500 SH   DFND 6,2,1 14,100 0 217,400
SEMPRA ENERGY COM 816851109 588 5,500 SH   DFND 8,2,1 5,500 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 70 3,668 SH   DFND 7,2,1 3,668 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 8,459 441,700 SH   DFND 6,2,1 293,000 0 148,700
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,009 52,700 SH   DFND 8,2,1 52,700 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,225 30,422 SH   DFND 7,2,1 30,422 0 0
SEQUANS COMMUNICATIONS S A SPONSORED ADS 817323108 1,719 900,000 SH   DFND 8,2,1 900,000 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 5,411 133,739 SH   DFND 7,2,1 133,739 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 433 10,700 SH   DFND 6,2,1 3,300 0 7,400
SERVICE CORP INTL COM 817565104 2,711 72,634 SH   DFND 7,2,1 72,634 0 0
SERVICE CORP INTL COM 817565104 2,149 57,577 SH   DFND 8,2,1 57,577 0 0
SERVICENOW INC COM 81762P102 111 848 SH   DFND 7,2,1 848 0 0
SERVICENOW INC COM 81762P102 21,097 161,800 SH   DFND 8,2,1 161,800 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 89 3,879 SH   DFND 7,2,1 1,579 0 2,300
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,164 51,000 SH   DFND 6,2,1 6,500 0 44,500
SHERWIN WILLIAMS CO COM 824348106 177 431 SH   DFND 7,2,1 407 0 24
SHERWIN WILLIAMS CO COM 824348106 20,543 50,100 SH   DFND 6,2,1 3,600 0 46,500
SHERWIN WILLIAMS CO COM 824348106 328 800 SH   DFND 8,2,1 800 0 0
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 938 20,214 SH   DFND 7,2,1 0 0 20,214
SIERRA WIRELESS INC COM 826516106 461 22,533 SH   DFND 6,2,1 22,533 0 0
SIGMA DESIGNS INC COM 826565103 292 42,000 SH   DFND 6,2,1 30,200 0 11,800
SILICON LABORATORIES INC COM 826919102 335 3,789 SH   DFND 2,1 3,789 0 0
SILICON LABORATORIES INC COM 826919102 18,911 214,168 SH   DFND 8,2,1 214,168 0 0
SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 7,993 150,920 SH   DFND 8,2,1 150,920 0 0
SILVERCORP METALS INC COM 82835P103 2,746 1,048,143 SH   DFND 7,2,1 0 0 1,048,143
SIMON PPTY GROUP INC NEW COM 828806109 44,381 258,418 SH   DFND 7,2,1 220,072 0 38,346
SIMON PPTY GROUP INC NEW COM 828806109 8,106 47,200 SH   DFND 6,2,1 44,800 0 2,400
SIMON PPTY GROUP INC NEW COM 828806109 532 3,100 SH   DFND 8,2,1 3,100 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 2,237 59,100 SH   DFND 6,2,1 38,700 0 20,400
SKYWORKS SOLUTIONS INC COM 83088M102 85 899 SH   DFND 7,2,1 899 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 4,073 42,900 SH   DFND 6,2,1 0 0 42,900
SMITH A O COM 831865209 2,568 41,910 SH   DFND 7,2,1 41,910 0 0
SMITH A O COM 831865209 2,100 34,262 SH   DFND 8,2,1 34,262 0 0
SMUCKER J M CO COM NEW 832696405 68 548 SH   DFND 7,2,1 548 0 0
SMUCKER J M CO COM NEW 832696405 2,224 17,900 SH   DFND 6,2,1 0 0 17,900
SNAP ON INC COM 833034101 48 275 SH   DFND 7,2,1 275 0 0
SNAP ON INC COM 833034101 18,615 106,800 SH   DFND 6,2,1 77,400 0 29,400
SNAP ON INC COM 833034101 192 1,100 SH   DFND 8,2,1 1,100 0 0
SOHU COM INC COM 83408W103 633 14,600 SH   DFND 6,2,1 4,300 0 10,300
SOHU COM INC COM 83408W103 61 1,400 SH   DFND 8,2,1 0 0 1,400
SOLAR CAP LTD COM 83413U100 2,955 146,200 SH   DFND 6,2,1 81,900 0 64,300
SOLAR SR CAP LTD COM 83416M105 845 47,569 SH   DFND 6,2,1 21,100 0 26,469
SONOCO PRODS CO COM 835495102 1,536 28,900 SH   DFND 6,2,1 24,200 0 4,700
SOUTHERN CO COM 842587107 543 11,287 SH   DFND 7,2,1 5,809 0 5,478
SOUTHERN CO COM 842587107 41,415 861,200 SH   DFND 6,2,1 165,300 0 695,900
SOUTHERN CO COM 842587107 1,130 23,500 SH   DFND 8,2,1 21,100 0 2,400
SOUTHERN COPPER CORP COM 84265V105 10,184 214,636 SH   DFND 8,2,1 151,372 0 63,264
SOUTHWEST AIRLS CO COM 844741108 43 663 SH   DFND 7,2,1 663 0 0
SOUTHWEST AIRLS CO COM 844741108 4,431 67,700 SH   DFND 6,2,1 54,000 0 13,700
SOUTHWEST GAS HOLDINGS INC COM 844895102 4,434 55,100 SH   DFND 6,2,1 12,600 0 42,500
SOUTHWESTERN ENERGY CO COM 845467109 6 1,100 SH   DFND 7,2,1 1,100 0 0
SOUTHWESTERN ENERGY CO COM 845467109 3,907 700,200 SH   DFND 6,2,1 257,300 0 442,900
SOUTHWESTERN ENERGY CO COM 845467109 439 78,700 SH   DFND 8,2,1 78,700 0 0
SPARK THERAPEUTICS INC COM 84652J103 5,194 101,016 SH   DFND 8,2,1 101,016 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 3,331 176,531 SH   DFND 6,2,1 110,371 0 66,160
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 43 493 SH   DFND 7,2,1 493 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,713 31,100 SH   DFND 6,2,1 17,500 0 13,600
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,666 19,100 SH   DFND 8,2,1 19,100 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 60 7,000 SH   DFND 7,2,1 7,000 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 11,546 1,345,700 SH   DFND 6,2,1 1,025,800 0 319,900
SPIRIT RLTY CAP INC NEW COM 84860W102 1,471 171,400 SH   DFND 8,2,1 171,400 0 0
SPIRIT RLTY CAP INC NEW NOTE 2.875% 5/1 84860WAA0 22,071 22,030,000 PRN   DFND 7,2,1 20,500,000 0 1,530,000
SPLUNK INC COM 848637104 58 700 SH   DFND 7,2,1 700 0 0
SPLUNK INC COM 848637104 13,420 162,005 SH   DFND 8,2,1 162,005 0 0
SPRING BK PHARMACEUTICALS IN COM 849431101 3,583 266,585 SH   DFND 8,2,1 266,585 0 0
SQUARE INC CL A 852234103 48 1,380 SH   DFND 7,2,1 1,380 0 0
SQUARE INC CL A 852234103 42 1,200 SH   DFND 6,2,1 0 0 1,200
SQUARE INC CL A 852234103 192 5,526 SH   DFND 8,2,1 5,526 0 0
STAMPS COM INC COM NEW 852857200 10,834 57,628 SH   DFND 6,2,1 35,428 0 22,200
STANDARD MTR PRODS INC COM 853666105 2,322 51,700 SH   DFND 6,2,1 45,800 0 5,900
STANLEY BLACK & DECKER INC COM 854502101 128 755 SH   DFND 7,2,1 755 0 0
STANLEY BLACK & DECKER INC COM 854502101 21,059 124,100 SH   DFND 6,2,1 15,100 0 109,000
STANLEY BLACK & DECKER INC COM 854502101 526 3,100 SH   DFND 8,2,1 3,100 0 0
STARBUCKS CORP COM 855244109 14,106 245,613 SH   DFND 7,2,1 109,474 0 136,139
STARBUCKS CORP COM 855244109 19,664 342,400 SH   DFND 6,2,1 180,400 0 162,000
STARBUCKS CORP COM 855244109 66,115 1,151,222 SH   DFND 8,2,1 1,151,222 0 0
STARTEK INC COM 85569C107 270 27,047 SH   DFND 6,2,1 7,100 0 19,947
STARS GROUP INC COM 85570W100 1,361 58,400 SH   DFND 6,2,1 36,200 0 22,200
STARS GROUP INC COM 85570W100 63 2,700 SH   DFND 8,2,1 0 0 2,700
STATE STR CORP COM 857477103 173 1,770 SH   DFND 7,2,1 1,770 0 0
STATE STR CORP COM 857477103 13,294 136,200 SH   DFND 6,2,1 40,400 0 95,800
STEEL DYNAMICS INC COM 858119100 52 1,201 SH   DFND 7,2,1 1,201 0 0
STEEL DYNAMICS INC COM 858119100 1,005 23,300 SH   DFND 6,2,1 0 0 23,300
STEELCASE INC CL A 858155203 619 40,700 SH   DFND 6,2,1 28,600 0 12,100
STELLUS CAP INVT CORP COM 858568108 614 46,700 SH   DFND 6,2,1 13,200 0 33,500
STEMLINE THERAPEUTICS INC COM 85858C107 8,584 550,229 SH   DFND 8,2,1 550,229 0 0
STERICYCLE INC COM 858912108 1,731 25,465 SH   DFND 7,2,1 25,465 0 0
STEWART INFORMATION SVCS COR COM 860372101 1,692 40,000 SH   DFND 6,2,1 33,700 0 6,300
STIFEL FINL CORP COM 860630102 524 8,800 SH   DFND 6,2,1 6,300 0 2,500
STONERIDGE INC COM 86183P102 2,304 100,809 SH   DFND 6,2,1 72,844 0 27,965
STORE CAP CORP COM 862121100 11,581 444,756 SH   DFND 7,2,1 444,756 0 0
STRYKER CORP COM 863667101 708 4,573 SH   DFND 2,1 4,573 0 0
STRYKER CORP COM 863667101 2,131 13,764 SH   DFND 7,2,1 13,764 0 0
STRYKER CORP COM 863667101 45,647 294,800 SH   DFND 6,2,1 52,300 0 242,500
STRYKER CORP COM 863667101 42,377 273,682 SH   DFND 8,2,1 273,682 0 0
SUMMIT FINANCIAL GROUP INC COM 86606G101 274 10,400 SH   DFND 6,2,1 6,700 0 3,700
SUMMIT HOTEL PPTYS INC COM 866082100 1,578 103,600 SH   DFND 6,2,1 79,900 0 23,700
SUMMIT THERAPEUTICS PLC SPONS ADS 86627R102 3,133 282,760 SH   DFND 8,2,1 282,760 0 0
SUN LIFE FINL INC COM 866796105 36 864 SH   DFND 7,2,1 864 0 0
SUN LIFE FINL INC COM 866796105 2,075 50,300 SH   DFND 6,2,1 44,600 0 5,700
SUN LIFE FINL INC COM 866796105 454 11,000 SH   DFND 8,2,1 11,000 0 0
SUNCOR ENERGY INC NEW COM 867224107 3,405 92,730 SH   DFND 7,2,1 81,862 0 10,868
SUNCOR ENERGY INC NEW COM 867224107 800 21,800 SH   DFND 6,2,1 16,800 0 5,000
SUNCOR ENERGY INC NEW COM 867224107 70 1,900 SH   DFND 8,2,1 1,900 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 56 3,397 SH   DFND 7,2,1 3,397 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 8,307 502,554 SH   DFND 6,2,1 344,000 0 158,554
SUNSTONE HOTEL INVS INC NEW COM 867892101 628 38,000 SH   DFND 8,2,1 38,000 0 0
SUNTRUST BKS INC COM 867914103 150 2,328 SH   DFND 7,2,1 2,328 0 0
SUNTRUST BKS INC COM 867914103 10,980 170,000 SH   DFND 6,2,1 15,000 0 155,000
SUPERNUS PHARMACEUTICALS INC COM 868459108 7,534 189,048 SH   DFND 8,2,1 189,048 0 0
SYKES ENTERPRISES INC COM 871237103 6,803 216,300 SH   DFND 6,2,1 144,900 0 71,400
SYMANTEC CORP COM 871503108 19,633 699,665 SH   DFND 7,2,1 699,665 0 0
SYMANTEC CORP COM 871503108 24,134 860,084 SH   DFND 6,2,1 708,884 0 151,200
SYMANTEC CORP COM 871503108 1,810 64,500 SH   DFND 8,2,1 57,800 0 6,700
SYNAPTICS INC COM 87157D109 739 18,500 SH   DFND 6,2,1 17,400 0 1,100
SYNOPSYS INC COM 871607107 60 706 SH   DFND 7,2,1 706 0 0
SYNOPSYS INC COM 871607107 28,604 335,570 SH   DFND 6,2,1 177,670 0 157,900
SYNOPSYS INC COM 871607107 827 9,700 SH   DFND 8,2,1 9,700 0 0
SYNCHRONY FINL COM 87165B103 151 3,915 SH   DFND 7,2,1 3,915 0 0
SYNCHRONY FINL COM 87165B103 6,309 163,400 SH   DFND 6,2,1 5,700 0 157,700
SYSCO CORP COM 871829107 151 2,479 SH   DFND 7,2,1 2,479 0 0
SYSCO CORP COM 871829107 26,187 431,200 SH   DFND 6,2,1 29,400 0 401,800
SYSCO CORP COM 871829107 735 12,100 SH   DFND 8,2,1 12,100 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 8,228 160,916 SH   DFND 7,2,1 1,412 0 159,504
TD AMERITRADE HLDG CORP COM 87236Y108 4,428 86,600 SH   DFND 6,2,1 7,300 0 79,300
TD AMERITRADE HLDG CORP COM 87236Y108 17,166 335,723 SH   DFND 8,2,1 335,723 0 0
TJX COS INC NEW COM 872540109 2,987 39,072 SH   DFND 7,2,1 22,155 0 16,917
TJX COS INC NEW COM 872540109 40,432 528,800 SH   DFND 6,2,1 109,500 0 419,300
TJX COS INC NEW COM 872540109 41,556 543,500 SH   DFND 8,2,1 543,500 0 0
T MOBILE US INC COM 872590104 93 1,461 SH   DFND 7,2,1 1,461 0 0
T MOBILE US INC COM 872590104 743 11,700 SH   DFND 6,2,1 0 0 11,700
TRI POINTE GROUP INC COM 87265H109 6,347 354,200 SH   DFND 6,2,1 236,900 0 117,300
TTM TECHNOLOGIES INC COM 87305R109 7,315 466,800 SH   DFND 6,2,1 297,600 0 169,200
TABLEAU SOFTWARE INC CL A 87336U105 3,697 53,419 SH   DFND 8,2,1 53,419 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,770 44,635 SH   DFND 2,1 44,635 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,128 230,224 SH   DFND 7,2,1 170,159 0 60,065
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 36 900 SH   DFND 6,2,1 900 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 22,786 574,678 SH   DFND 8,2,1 333,701 0 240,977
TAILORED BRANDS INC COM 87403A107 1,057 48,400 SH   DFND 6,2,1 48,400 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 64 579 SH   DFND 7,2,1 579 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,482 13,500 SH   DFND 6,2,1 6,800 0 6,700
TAL ED GROUP SPONSORED ADS 874080104 65 2,200 SH   DFND 2,1 2,200 0 0
TAL ED GROUP SPONSORED ADS 874080104 18,007 606,088 SH   DFND 7,2,1 606,088 0 0
TAL ED GROUP SPONSORED ADS 874080104 2,654 89,334 SH   DFND 8,2,1 0 0 89,334
TAPESTRY INC COM 876030107 132 2,990 SH   DFND 7,2,1 2,990 0 0
TAPESTRY INC COM 876030107 526 11,900 SH   DFND 6,2,1 0 0 11,900
TARGET CORP COM 87612E106 377 5,778 SH   DFND 7,2,1 3,568 0 2,210
TARGET CORP COM 87612E106 9,050 138,700 SH   DFND 6,2,1 43,600 0 95,100
TARGET CORP COM 87612E106 150 2,300 SH   DFND 8,2,1 2,300 0 0
TARGA RES CORP COM 87612G101 265 5,472 SH   DFND 7,2,1 5,472 0 0
TARGA RES CORP COM 87612G101 610 12,600 SH   DFND 6,2,1 12,600 0 0
TASEKO MINES LTD COM 876511106 1,732 743,236 SH   DFND 6,2,1 469,536 0 273,700
TATA MTRS LTD SPONSORED ADR 876568502 2,159 65,271 SH   DFND 7,2,1 53,195 0 12,076
TECK RESOURCES LTD CL B 878742204 692 26,446 SH   DFND 7,2,1 24,800 0 1,646
TECK RESOURCES LTD CL B 878742204 1,793 68,500 SH   DFND 6,2,1 32,400 0 36,100
TECK RESOURCES LTD CL B 878742204 162 6,200 SH   DFND 8,2,1 0 0 6,200
TEGNA INC COM 87901J105 153 10,852 SH   DFND 7,2,1 10,852 0 0
TEGNA INC COM 87901J105 13,942 990,200 SH   DFND 6,2,1 570,900 0 419,300
TEGNA INC COM 87901J105 663 47,100 SH   DFND 8,2,1 45,100 0 2,000
TELEFLEX INC COM 879369106 61 245 SH   DFND 7,2,1 245 0 0
TELEFLEX INC COM 879369106 1,692 6,800 SH   DFND 6,2,1 200 0 6,600
TELEFLEX INC COM 879369106 174 700 SH   DFND 8,2,1 700 0 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 699 47,106 SH   DFND 7,2,1 0 0 47,106
TELENAV INC COM 879455103 1,212 220,380 SH   DFND 6,2,1 115,304 0 105,076
TERADATA CORP DEL COM 88076W103 8,469 220,200 SH   DFND 6,2,1 181,200 0 39,000
TERADYNE INC COM 880770102 1,536 36,684 SH   DFND 2,1 36,684 0 0
TERADYNE INC COM 880770102 76,868 1,835,871 SH   DFND 8,2,1 1,835,871 0 0
TERADYNE INC NOTE 1.250%12/1 880770AG7 20,998 14,716,000 PRN   DFND 7,2,1 14,500,000 0 216,000
TESARO INC COM 881569107 15 187 SH   DFND 7,2,1 187 0 0
TESARO INC COM 881569107 9,778 117,995 SH   DFND 8,2,1 117,995 0 0
TESLA INC COM 88160R101 243 782 SH   DFND 7,2,1 782 0 0
TESLA INC COM 88160R101 529 1,700 SH   DFND 6,2,1 800 0 900
TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 30,888 35,200,000 PRN   DFND 7,2,1 14,000,000 0 21,200,000
TETRAPHASE PHARMACEUTICALS I COM 88165N105 1,363 216,337 SH   DFND 6,2,1 104,437 0 111,900
TEXAS INSTRS INC COM 882508104 1,390 13,310 SH   DFND 2,1 13,310 0 0
TEXAS INSTRS INC COM 882508104 4,054 38,815 SH   DFND 7,2,1 5,792 0 33,023
TEXAS INSTRS INC COM 882508104 63,719 610,100 SH   DFND 6,2,1 149,700 0 460,400
TEXAS INSTRS INC COM 882508104 81,429 779,670 SH   DFND 8,2,1 779,670 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 1,625 8,557 SH   DFND 2,1 8,557 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 10,352 54,520 SH   DFND 7,2,1 16,514 0 38,006
THERMO FISHER SCIENTIFIC INC COM 883556102 33,856 178,300 SH   DFND 6,2,1 57,400 0 120,900
THERMO FISHER SCIENTIFIC INC COM 883556102 125,022 658,425 SH   DFND 8,2,1 658,425 0 0
THOMSON REUTERS CORP COM 884903105 2,346 53,817 SH   DFND 7,2,1 400 0 53,417
THOMSON REUTERS CORP COM 884903105 15,904 364,855 SH   DFND 6,2,1 44,100 0 320,755
THOMSON REUTERS CORP COM 884903105 663 15,200 SH   DFND 8,2,1 9,000 0 6,200
3M CO COM 88579Y101 311 1,320 SH   DFND 2,1 1,320 0 0
3M CO COM 88579Y101 34,036 144,607 SH   DFND 7,2,1 20,560 0 124,047
3M CO COM 88579Y101 63,362 269,200 SH   DFND 6,2,1 79,400 0 189,800
3M CO COM 88579Y101 15,854 67,356 SH   DFND 8,2,1 67,356 0 0
TIER REIT INC COM NEW 88650V208 828 40,600 SH   DFND 6,2,1 27,300 0 13,300
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 398 20,609 SH   DFND 7,2,1 0 0 20,609
TIMBERLAND BANCORP INC COM 887098101 604 22,755 SH   DFND 6,2,1 12,700 0 10,055
TIME INC NEW COM 887228104 268 14,500 SH   DFND 6,2,1 0 0 14,500
TIME WARNER INC COM NEW 887317303 4,809 52,575 SH   DFND 7,2,1 33,987 0 18,588
TIME WARNER INC COM NEW 887317303 13,785 150,700 SH   DFND 6,2,1 89,700 0 61,000
TIMKEN CO COM 887389104 6,252 127,200 SH   DFND 6,2,1 70,500 0 56,700
TIVO CORP COM 88870P106 9,727 623,500 SH   DFND 6,2,1 361,700 0 261,800
TIVO CORP COM 88870P106 87 5,600 SH   DFND 8,2,1 0 0 5,600
TOLL BROTHERS INC COM 889478103 38 782 SH   DFND 7,2,1 782 0 0
TOLL BROTHERS INC COM 889478103 3,553 74,000 SH   DFND 6,2,1 27,400 0 46,600
TORCHMARK CORP COM 891027104 50 552 SH   DFND 7,2,1 552 0 0
TORCHMARK CORP COM 891027104 717 7,900 SH   DFND 6,2,1 7,900 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 15,681 267,686 SH   DFND 7,2,1 74,993 0 192,693
TORONTO DOMINION BK ONT COM NEW 891160509 65,891 1,124,800 SH   DFND 6,2,1 76,400 0 1,048,400
TORONTO DOMINION BK ONT COM NEW 891160509 16,544 282,421 SH   DFND 8,2,1 282,421 0 0
TOWN SPORTS INTL HLDGS INC COM 89214A102 140 25,291 SH   DFND 6,2,1 0 0 25,291
TRACTOR SUPPLY CO COM 892356106 50 665 SH   DFND 7,2,1 665 0 0
TRACTOR SUPPLY CO COM 892356106 1,061 14,200 SH   DFND 6,2,1 0 0 14,200
TRANSCANADA CORP COM 89353D107 807 16,591 SH   DFND 7,2,1 16,591 0 0
TRANSCANADA CORP COM 89353D107 32,686 672,000 SH   DFND 6,2,1 7,400 0 664,600
TRANSCANADA CORP COM 89353D107 676 13,900 SH   DFND 8,2,1 13,900 0 0
TRAVELERS COMPANIES INC COM 89417E109 669 4,930 SH   DFND 7,2,1 1,328 0 3,602
TRAVELERS COMPANIES INC COM 89417E109 9,114 67,190 SH   DFND 6,2,1 53,690 0 13,500
TRAVELZOO COM NEW 89421Q205 81 12,500 SH   DFND 6,2,1 6,600 0 5,900
TREDEGAR CORP COM 894650100 1,054 54,880 SH   DFND 6,2,1 46,135 0 8,745
TRICO BANCSHARES COM 896095106 613 16,200 SH   DFND 6,2,1 10,500 0 5,700
TRIMBLE INC COM 896239100 1,348 33,166 SH   DFND 2,1 33,166 0 0
TRIMBLE INC COM 896239100 55 1,356 SH   DFND 7,2,1 1,356 0 0
TRIMBLE INC COM 896239100 70,122 1,725,454 SH   DFND 8,2,1 1,725,454 0 0
TRINET GROUP INC COM 896288107 257 5,800 SH   DFND 6,2,1 0 0 5,800
TRINITY INDS INC NOTE 3.875% 6/0 896522AF6 20,467 13,000,000 PRN   DFND 7,2,1 12,000,000 0 1,000,000
TRIPLE-S MGMT CORP CL B 896749108 301 12,100 SH   DFND 6,2,1 4,800 0 7,300
TRUEBLUE INC COM 89785X101 1,122 40,800 SH   DFND 6,2,1 29,300 0 11,500
TUPPERWARE BRANDS CORP COM 899896104 4,872 77,700 SH   DFND 6,2,1 44,600 0 33,100
TUPPERWARE BRANDS CORP COM 899896104 539 8,600 SH   DFND 8,2,1 8,600 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 268 7,749 SH   DFND 7,2,1 7,101 0 648
TWENTY FIRST CENTY FOX INC CL A 90130A101 10,179 294,800 SH   DFND 6,2,1 191,000 0 103,800
TWILIO INC CL A 90138F102 1,570 66,505 SH   DFND 8,2,1 66,505 0 0
TYSON FOODS INC CL A 902494103 112 1,382 SH   DFND 7,2,1 1,382 0 0
TYSON FOODS INC CL A 902494103 4,110 50,700 SH   DFND 6,2,1 2,000 0 48,700
TYSON FOODS INC CL A 902494103 154 1,900 SH   DFND 8,2,1 1,900 0 0
UDR INC COM 902653104 294 7,642 SH   DFND 7,2,1 7,642 0 0
UDR INC COM 902653104 732 19,000 SH   DFND 6,2,1 19,000 0 0
UGI CORP NEW COM 902681105 38 800 SH   DFND 7,2,1 800 0 0
UGI CORP NEW COM 902681105 3,418 72,800 SH   DFND 6,2,1 600 0 72,200
UGI CORP NEW COM 902681105 75 1,600 SH   DFND 8,2,1 1,600 0 0
US BANCORP DEL COM NEW 902973304 6,811 127,110 SH   DFND 7,2,1 116,313 0 10,797
US BANCORP DEL COM NEW 902973304 65,544 1,223,300 SH   DFND 6,2,1 214,100 0 1,009,200
US BANCORP DEL COM NEW 902973304 14,247 265,900 SH   DFND 8,2,1 258,900 0 7,000
U S SILICA HLDGS INC COM 90346E103 456 14,000 SH   DFND 7,2,1 14,000 0 0
U S SILICA HLDGS INC COM 90346E103 521 16,000 SH   DFND 6,2,1 10,900 0 5,100
ULTA BEAUTY INC COM 90384S303 64 288 SH   DFND 7,2,1 288 0 0
ULTA BEAUTY INC COM 90384S303 962 4,300 SH   DFND 6,2,1 0 0 4,300
ULTA BEAUTY INC COM 90384S303 245 1,095 SH   DFND 8,2,1 1,095 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 2,806 12,860 SH   DFND 7,2,1 12,860 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 60,079 275,300 SH   DFND 8,2,1 275,300 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,443 192,400 SH   DFND 6,2,1 132,500 0 59,900
ULTRA PETROLEUM CORP COM NEW 903914208 1,200 132,400 SH   DFND 6,2,1 90,500 0 41,900
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 12,338 266,020 SH   DFND 8,2,1 266,020 0 0
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 2,024 89,054 SH   DFND 7,2,1 80,407 0 8,647
UMPQUA HLDGS CORP COM 904214103 2,691 129,375 SH   DFND 7,2,1 129,375 0 0
UMPQUA HLDGS CORP COM 904214103 14,040 675,000 SH   DFND 6,2,1 387,100 0 287,900
UNION PAC CORP COM 907818108 343 2,560 SH   DFND 2,1 2,560 0 0
UNION PAC CORP COM 907818108 13,180 98,287 SH   DFND 7,2,1 32,153 0 66,134
UNION PAC CORP COM 907818108 71,797 535,398 SH   DFND 6,2,1 154,598 0 380,800
UNION PAC CORP COM 907818108 73,760 550,037 SH   DFND 8,2,1 550,037 0 0
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 282 118,005 SH   DFND 7,2,1 0 0 118,005
UNITED PARCEL SERVICE INC CL B 911312106 1,988 16,681 SH   DFND 7,2,1 15,050 0 1,631
UNITED PARCEL SERVICE INC CL B 911312106 53,129 445,900 SH   DFND 6,2,1 107,600 0 338,300
UNITED PARCEL SERVICE INC CL B 911312106 941 7,900 SH   DFND 8,2,1 7,900 0 0
UNITED RENTALS INC COM 911363109 2,219 12,910 SH   DFND 7,2,1 419 0 12,491
UNITED RENTALS INC COM 911363109 18,619 108,306 SH   DFND 6,2,1 62,600 0 45,706
UNITED RENTALS INC COM 911363109 24,301 141,357 SH   DFND 8,2,1 141,357 0 0
UNITED TECHNOLOGIES CORP COM 913017109 13,292 104,197 SH   DFND 7,2,1 77,156 0 27,041
UNITED TECHNOLOGIES CORP COM 913017109 49,076 384,700 SH   DFND 6,2,1 122,200 0 262,500
UNITED TECHNOLOGIES CORP COM 913017109 1,352 10,600 SH   DFND 8,2,1 4,600 0 6,000
UNITED THERAPEUTICS CORP DEL COM 91307C102 33 221 SH   DFND 7,2,1 221 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 10,371 70,100 SH   DFND 6,2,1 46,200 0 23,900
UNITEDHEALTH GROUP INC COM 91324P102 303 1,374 SH   DFND 2,1 1,374 0 0
UNITEDHEALTH GROUP INC COM 91324P102 23,195 105,213 SH   DFND 7,2,1 43,105 0 62,108
UNITEDHEALTH GROUP INC COM 91324P102 92,615 420,100 SH   DFND 6,2,1 124,100 0 296,000
UNITEDHEALTH GROUP INC COM 91324P102 83,538 378,928 SH   DFND 8,2,1 378,628 0 300
UNIVAR INC COM 91336L107 2,772 89,521 SH   DFND 7,2,1 89,521 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 7,584 43,927 SH   DFND 6,2,1 29,100 0 14,827
UNIVERSAL DISPLAY CORP COM 91347P105 173 1,000 SH   DFND 8,2,1 1,000 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 853 31,200 SH   DFND 6,2,1 21,300 0 9,900
UNIVERSAL HLTH SVCS INC CL B 913903100 48 426 SH   DFND 7,2,1 426 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 680 6,000 SH   DFND 6,2,1 0 0 6,000
UNIVERSAL HLTH SVCS INC CL B 913903100 8,319 73,394 SH   DFND 8,2,1 73,394 0 0
UNUM GROUP COM 91529Y106 66 1,200 SH   DFND 7,2,1 1,200 0 0
UNUM GROUP COM 91529Y106 13,673 249,100 SH   DFND 6,2,1 241,200 0 7,900
UNUM GROUP COM 91529Y106 692 12,600 SH   DFND 8,2,1 12,600 0 0
URBAN EDGE PPTYS COM 91704F104 15,695 615,742 SH   DFND 7,2,1 615,742 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 313 14,400 SH   DFND 6,2,1 14,170 0 230
V F CORP COM 918204108 122 1,643 SH   DFND 7,2,1 1,643 0 0
V F CORP COM 918204108 16,835 227,500 SH   DFND 6,2,1 17,700 0 209,800
V F CORP COM 918204108 466 6,300 SH   DFND 8,2,1 6,300 0 0
VALHI INC NEW COM 918905100 2,092 339,068 SH   DFND 6,2,1 233,962 0 105,106
VALEANT PHARMACEUTICALS INTL COM 91911K102 548 26,353 SH   DFND 7,2,1 0 0 26,353
VALE S A ADR 91912E105 1,796 146,873 SH   DFND 7,2,1 1,788 0 145,085
VALERO ENERGY CORP NEW COM 91913Y100 5,299 57,649 SH   DFND 7,2,1 13,531 0 44,118
VALERO ENERGY CORP NEW COM 91913Y100 68,379 743,980 SH   DFND 6,2,1 537,380 0 206,600
VALERO ENERGY CORP NEW COM 91913Y100 7,693 83,700 SH   DFND 8,2,1 79,300 0 4,400
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 8,564 190,900 SH   DFND 5,4,2,1 190,900 0 0
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 692 14,176 SH   DFND 2,1 0 0 14,176
VANGUARD MALVERN FDS STRM INFPROIDX 922020805 748 15,320 SH   DFND 5,4,2,1 15,320 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 4,292 78,940 SH   DFND 5,4,2,1 78,940 0 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,075 17,770 SH   DFND 5,4,2,1 17,770 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 6,767 147,400 SH   DFND 5,4,2,1 147,400 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 102 1,395 SH   DFND 2,1 0 0 1,395
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 6,437 88,300 SH   DFND 5,4,2,1 88,300 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 234 3,950 SH   DFND 2,1 0 0 3,950
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 40,328 681,800 SH   DFND 5,4,2,1 681,800 0 0
VANGUARD WORLD FDS ENERGY ETF 92204A306 880 8,890 SH   DFND 5,4,2,1 8,890 0 0
VANGUARD WORLD FDS INF TECH ETF 92204A702 69,565 422,300 SH   DFND 5,4,2,1 422,300 0 0
VANTIV INC CL A 92210H105 59 800 SH   DFND 7,2,1 800 0 0
VANTIV INC CL A 92210H105 537 7,300 SH   DFND 6,2,1 0 0 7,300
VANTIV INC CL A 92210H105 286 3,884 SH   DFND 8,2,1 3,884 0 0
VECTRUS INC COM 92242T101 2,026 65,673 SH   DFND 6,2,1 41,362 0 24,311
VEEVA SYS INC CL A COM 922475108 29 521 SH   DFND 7,2,1 521 0 0
VEEVA SYS INC CL A COM 922475108 5,528 100,000 SH   DFND 8,2,1 100,000 0 0
VENTAS INC COM 92276F100 1,568 26,131 SH   DFND 7,2,1 26,131 0 0
VENTAS INC COM 92276F100 132 2,200 SH   DFND 6,2,1 2,200 0 0
VENTAS INC COM 92276F100 2,789 46,473 SH   DFND 8,2,1 46,473 0 0
VANGUARD INDEX FDS S&P 500 ETF SHS 922908363 4,355 17,755 SH   DFND 7,2,1 0 0 17,755
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 56,867 509,700 SH   DFND 5,4,2,1 509,700 0 0
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 2,567 20,100 SH   DFND 5,4,2,1 20,100 0 0
VANGUARD INDEX FDS LARGE CAP ETF 922908637 38,254 312,077 SH   DFND 5,4,2,1 312,077 0 0
VANGUARD INDEX FDS GROWTH ETF 922908736 118,007 839,012 SH   DFND 5,4,2,1 839,012 0 0
VANGUARD INDEX FDS VALUE ETF 922908744 32,183 302,701 SH   DFND 5,4,2,1 302,701 0 0
VERA BRADLEY INC COM 92335C106 3,361 275,959 SH   DFND 6,2,1 183,400 0 92,559
VERASTEM INC COM 92337C104 241 78,425 SH   DFND 6,2,1 78,425 0 0
VEREIT INC COM 92339V100 531 68,174 SH   DFND 7,2,1 68,174 0 0
VEREIT INC COM 92339V100 165 21,200 SH   DFND 6,2,1 21,200 0 0
VERIFONE SYS INC COM 92342Y109 370 20,900 SH   DFND 6,2,1 20,900 0 0
VERISIGN INC COM 92343E102 55 482 SH   DFND 7,2,1 482 0 0
VERISIGN INC COM 92343E102 8,640 75,500 SH   DFND 6,2,1 53,200 0 22,300
VERISIGN INC COM 92343E102 2,003 17,500 SH   DFND 8,2,1 17,500 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 8,901 168,167 SH   DFND 7,2,1 19,683 0 148,484
VERIZON COMMUNICATIONS INC COM 92343V104 54,544 1,030,500 SH   DFND 6,2,1 540,300 0 490,200
VERIZON COMMUNICATIONS INC COM 92343V104 1,858 35,100 SH   DFND 8,2,1 22,300 0 12,800
VERINT SYS INC COM 92343X100 1,466 35,039 SH   DFND 7,2,1 35,039 0 0
VERINT SYS INC COM 92343X100 11,203 267,700 SH   DFND 6,2,1 178,700 0 89,000
VERISK ANALYTICS INC COM 92345Y106 72 754 SH   DFND 7,2,1 754 0 0
VERISK ANALYTICS INC COM 92345Y106 6,192 64,500 SH   DFND 6,2,1 5,300 0 59,200
VERISK ANALYTICS INC COM 92345Y106 278 2,900 SH   DFND 8,2,1 2,900 0 0
VERMILION ENERGY INC COM 923725105 552 15,200 SH   DFND 7,2,1 15,200 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 186 1,238 SH   DFND 7,2,1 1,238 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 5,260 35,100 SH   DFND 6,2,1 28,600 0 6,500
VERTEX PHARMACEUTICALS INC COM 92532F100 33,835 225,776 SH   DFND 8,2,1 225,776 0 0
VIACOM INC NEW CL B 92553P201 54 1,755 SH   DFND 7,2,1 1,755 0 0
VIACOM INC NEW CL B 92553P201 39,750 1,290,150 SH   DFND 6,2,1 987,150 0 303,000
VIACOM INC NEW CL B 92553P201 5,789 187,900 SH   DFND 8,2,1 180,300 0 7,600
VILLAGE SUPER MKT INC CL A NEW 927107409 560 24,434 SH   DFND 6,2,1 21,134 0 3,300
VISA INC COM CL A 92826C839 295 2,590 SH   DFND 2,1 2,590 0 0
VISA INC COM CL A 92826C839 18,057 158,368 SH   DFND 7,2,1 93,107 0 65,261
VISA INC COM CL A 92826C839 87,955 771,400 SH   DFND 6,2,1 262,200 0 509,200
VISA INC COM CL A 92826C839 106,692 935,733 SH   DFND 8,2,1 935,733 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 11,784 567,890 SH   DFND 6,2,1 366,000 0 201,890
VISHAY PRECISION GROUP INC COM 92835K103 832 33,074 SH   DFND 6,2,1 20,152 0 12,922
VMWARE INC CL A COM 928563402 53 423 SH   DFND 7,2,1 423 0 0
VMWARE INC CL A COM 928563402 1,366 10,900 SH   DFND 6,2,1 700 0 10,200
VMWARE INC CL A COM 928563402 251 2,000 SH   DFND 8,2,1 0 0 2,000
VORNADO RLTY TR SH BEN INT 929042109 368 4,709 SH   DFND 7,2,1 4,709 0 0
VORNADO RLTY TR SH BEN INT 929042109 172 2,200 SH   DFND 6,2,1 2,200 0 0
VORNADO RLTY TR SH BEN INT 929042109 94 1,200 SH   DFND 8,2,1 1,200 0 0
VOYA FINL INC COM 929089100 54 1,100 SH   DFND 7,2,1 1,100 0 0
VOYA FINL INC COM 929089100 5,293 107,000 SH   DFND 6,2,1 73,500 0 33,500
VOYA FINL INC COM 929089100 1,163 23,500 SH   DFND 8,2,1 23,500 0 0
VOYAGER THERAPEUTICS INC COM 92915B106 5,591 336,807 SH   DFND 8,2,1 336,807 0 0
VULCAN MATLS CO COM 929160109 84 657 SH   DFND 7,2,1 657 0 0
VULCAN MATLS CO COM 929160109 4,904 38,200 SH   DFND 6,2,1 0 0 38,200
WEC ENERGY GROUP INC COM 92939U106 208 3,134 SH   DFND 7,2,1 3,134 0 0
WEC ENERGY GROUP INC COM 92939U106 3,288 49,500 SH   DFND 6,2,1 0 0 49,500
WABASH NATL CORP COM 929566107 7,222 332,800 SH   DFND 6,2,1 208,500 0 124,300
WABTEC CORP COM 929740108 3,793 46,585 SH   DFND 7,2,1 46,585 0 0
WABTEC CORP COM 929740108 212 2,600 SH   DFND 6,2,1 0 0 2,600
WADDELL & REED FINL INC CL A 930059100 7,256 324,800 SH   DFND 6,2,1 207,300 0 117,500
WAL-MART STORES INC COM 931142103 339 3,430 SH   DFND 2,1 3,430 0 0
WAL-MART STORES INC COM 931142103 3,653 36,992 SH   DFND 7,2,1 5,327 0 31,665
WAL-MART STORES INC COM 931142103 25,843 261,700 SH   DFND 6,2,1 1,400 0 260,300
WALGREENS BOOTS ALLIANCE INC COM 931427108 989 13,624 SH   DFND 7,2,1 6,439 0 7,185
WALGREENS BOOTS ALLIANCE INC COM 931427108 19,898 274,000 SH   DFND 6,2,1 114,000 0 160,000
WALGREENS BOOTS ALLIANCE INC COM 931427108 3,597 49,530 SH   DFND 8,2,1 49,530 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 6,777 217,776 SH   DFND 7,2,1 217,776 0 0
WASTE CONNECTIONS INC COM 94106B101 95 1,336 SH   DFND 7,2,1 1,336 0 0
WASTE CONNECTIONS INC COM 94106B101 6,732 94,900 SH   DFND 6,2,1 0 0 94,900
WASTE MGMT INC DEL COM 94106L109 302 3,498 SH   DFND 2,1 3,498 0 0
WASTE MGMT INC DEL COM 94106L109 184 2,127 SH   DFND 7,2,1 2,127 0 0
WASTE MGMT INC DEL COM 94106L109 31,983 370,600 SH   DFND 6,2,1 11,600 0 359,000
WASTE MGMT INC DEL COM 94106L109 768 8,900 SH   DFND 8,2,1 8,900 0 0
WATERS CORP COM 941848103 79 408 SH   DFND 7,2,1 408 0 0
WATERS CORP COM 941848103 5,776 29,900 SH   DFND 6,2,1 3,000 0 26,900
WAYFAIR INC CL A 94419L101 3,034 37,800 SH   DFND 6,2,1 29,000 0 8,800
WEB COM GROUP INC COM 94733A104 5,119 234,800 SH   DFND 6,2,1 161,200 0 73,600
WEIS MKTS INC COM 948849104 877 21,200 SH   DFND 6,2,1 14,700 0 6,500
WELBILT INC COM 949090104 3,404 144,779 SH   DFND 7,2,1 144,779 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,097 15,400 SH   DFND 6,2,1 11,400 0 4,000
ANTHEM INC NOTE 2.750%10/1 94973VBG1 28,911 9,400,000 PRN   DFND 7,2,1 0 0 9,400,000
WELLS FARGO CO NEW COM 949746101 22,730 374,648 SH   DFND 7,2,1 204,530 0 170,118
WELLS FARGO CO NEW COM 949746101 39,866 657,100 SH   DFND 6,2,1 593,100 0 64,000
WELLS FARGO CO NEW COM 949746101 22,755 375,062 SH   DFND 8,2,1 375,062 0 0
WELLTOWER INC COM 95040Q104 22,533 353,341 SH   DFND 7,2,1 353,341 0 0
WELLTOWER INC COM 95040Q104 446 7,000 SH   DFND 6,2,1 4,600 0 2,400
WELLTOWER INC COM 95040Q104 1,849 28,991 SH   DFND 8,2,1 28,991 0 0
WESBANCO INC COM 950810101 553 13,600 SH   DFND 6,2,1 13,600 0 0
WESTERN ALLIANCE BANCORP COM 957638109 12,060 213,000 SH   DFND 8,2,1 213,000 0 0
WESTERN DIGITAL CORP COM 958102105 111 1,390 SH   DFND 7,2,1 1,390 0 0
WESTERN DIGITAL CORP COM 958102105 1,702 21,400 SH   DFND 6,2,1 2,100 0 19,300
WESTERN UN CO COM 959802109 43 2,258 SH   DFND 7,2,1 2,258 0 0
WESTERN UN CO COM 959802109 30,988 1,630,100 SH   DFND 6,2,1 1,143,300 0 486,800
WESTERN UN CO COM 959802109 3,562 187,400 SH   DFND 8,2,1 177,000 0 10,400
WESTROCK CO COM 96145D105 77 1,218 SH   DFND 7,2,1 1,218 0 0
WESTROCK CO COM 96145D105 3,666 58,000 SH   DFND 6,2,1 54,800 0 3,200
WEYERHAEUSER CO COM 962166104 448 12,703 SH   DFND 7,2,1 3,590 0 9,113
WEYERHAEUSER CO COM 962166104 1,199 34,000 SH   DFND 6,2,1 5,100 0 28,900
WHEATON PRECIOUS METALS CORP COM 962879102 2,058 92,997 SH   DFND 7,2,1 92,997 0 0
WHIRLPOOL CORP COM 963320106 66 391 SH   DFND 7,2,1 391 0 0
WHIRLPOOL CORP COM 963320106 354 2,100 SH   DFND 6,2,1 0 0 2,100
WHITEHORSE FIN INC COM 96524V106 446 33,217 SH   DFND 6,2,1 26,417 0 6,800
WHITESTONE REIT COM 966084204 2,164 150,200 SH   DFND 6,2,1 119,400 0 30,800
WHITING PETE CORP NEW COM NEW 966387409 759 28,675 SH   DFND 6,2,1 11,000 0 17,675
WILLIAMS COS INC DEL COM 969457100 779 25,539 SH   DFND 7,2,1 3,956 0 21,583
WILLIAMS COS INC DEL COM 969457100 1,525 50,000 SH   DFND 6,2,1 4,900 0 45,100
WILLIAMS SONOMA INC COM 969904101 3,221 62,300 SH   DFND 6,2,1 51,600 0 10,700
WILLIAMS SONOMA INC COM 969904101 398 7,700 SH   DFND 8,2,1 7,700 0 0
WISDOMTREE TR FUTRE STRAT FD 97717W125 2,053 51,250 SH   DFND 5,4,2,1 51,250 0 0
WOLVERINE WORLD WIDE INC COM 978097103 8,901 279,203 SH   DFND 6,2,1 232,700 0 46,503
WORKDAY INC CL A 98138H101 69 682 SH   DFND 7,2,1 682 0 0
WORKDAY INC CL A 98138H101 2,035 20,000 SH   DFND 8,2,1 20,000 0 0
WORLD ACCEP CORP DEL COM 981419104 2,863 35,474 SH   DFND 6,2,1 25,874 0 9,600
WORLD FUEL SVCS CORP COM 981475106 279 9,900 SH   DFND 6,2,1 0 0 9,900
WYNDHAM WORLDWIDE CORP COM 98310W108 59 510 SH   DFND 7,2,1 510 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 44,772 386,400 SH   DFND 6,2,1 282,300 0 104,100
WYNDHAM WORLDWIDE CORP COM 98310W108 4,229 36,500 SH   DFND 8,2,1 36,500 0 0
WYNN RESORTS LTD COM 983134107 70 418 SH   DFND 7,2,1 418 0 0
WYNN RESORTS LTD COM 983134107 523 3,100 SH   DFND 6,2,1 0 0 3,100
XO GROUP INC COM 983772104 2,028 109,872 SH   DFND 6,2,1 71,453 0 38,419
XPO LOGISTICS INC COM 983793100 46 500 SH   DFND 6,2,1 500 0 0
XPO LOGISTICS INC COM 983793100 15,405 168,200 SH   DFND 8,2,1 168,200 0 0
XCEL ENERGY INC COM 98389B100 237 4,927 SH   DFND 7,2,1 4,927 0 0
XCEL ENERGY INC COM 98389B100 18,561 385,800 SH   DFND 6,2,1 6,400 0 379,400
XCEL ENERGY INC COM 98389B100 654 13,600 SH   DFND 8,2,1 9,400 0 4,200
XILINX INC COM 983919101 1,080 16,014 SH   DFND 2,1 16,014 0 0
XILINX INC COM 983919101 83 1,233 SH   DFND 7,2,1 1,233 0 0
XILINX INC COM 983919101 5,299 78,600 SH   DFND 6,2,1 400 0 78,200
XILINX INC COM 983919101 57,104 846,991 SH   DFND 8,2,1 846,991 0 0
XENIA HOTELS & RESORTS INC COM 984017103 37 1,697 SH   DFND 7,2,1 1,697 0 0
XENIA HOTELS & RESORTS INC COM 984017103 7,446 344,900 SH   DFND 6,2,1 236,700 0 108,200
XENIA HOTELS & RESORTS INC COM 984017103 108 5,000 SH   DFND 8,2,1 0 0 5,000
XEROX CORP COM NEW 984121608 33 1,146 SH   DFND 7,2,1 1,146 0 0
XEROX CORP COM NEW 984121608 35,523 1,218,625 SH   DFND 6,2,1 773,150 0 445,475
XEROX CORP COM NEW 984121608 1,993 68,375 SH   DFND 8,2,1 62,675 0 5,700
XERIUM TECHNOLOGIES INC COM NEW 98416J118 79 18,606 SH   DFND 2,1 18,606 0 0
XOMA CORP DEL COM NEW 98419J206 1,211 34,006 SH   DFND 6,2,1 20,206 0 13,800
XYLEM INC COM 98419M100 61 892 SH   DFND 7,2,1 892 0 0
XYLEM INC COM 98419M100 348 5,100 SH   DFND 6,2,1 5,100 0 0
YAHOO INC NOTE 12/0 984332AF3 23,592 17,500,000 PRN   DFND 7,2,1 16,500,000 0 1,000,000
YEXT INC COM 98585N106 1,625 135,104 SH   DFND 8,2,1 135,104 0 0
YUM BRANDS INC COM 988498101 210 2,572 SH   DFND 7,2,1 1,591 0 981
YUM BRANDS INC COM 988498101 13,751 168,500 SH   DFND 6,2,1 13,300 0 155,200
YUM BRANDS INC COM 988498101 294 3,600 SH   DFND 8,2,1 3,600 0 0
YUM CHINA HLDGS INC COM 98850P109 120 3,000 SH   DFND 2,1 3,000 0 0
YUM CHINA HLDGS INC COM 98850P109 101 2,515 SH   DFND 7,2,1 0 0 2,515
YUM CHINA HLDGS INC COM 98850P109 14,612 365,109 SH   DFND 8,2,1 280,463 0 84,646
ZENDESK INC COM 98936J101 13,163 388,975 SH   DFND 8,2,1 388,975 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 118 978 SH   DFND 7,2,1 978 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,162 26,200 SH   DFND 6,2,1 1,300 0 24,900
ZIMMER BIOMET HLDGS INC COM 98956P102 11,061 91,665 SH   DFND 8,2,1 91,665 0 0
ZIONS BANCORPORATION COM 989701107 48 941 SH   DFND 7,2,1 941 0 0
ZIONS BANCORPORATION COM 989701107 10,070 198,110 SH   DFND 6,2,1 33,900 0 164,210
ZOETIS INC CL A 98978V103 2,135 29,638 SH   DFND 7,2,1 29,638 0 0
ZOETIS INC CL A 98978V103 13,630 189,200 SH   DFND 6,2,1 10,800 0 178,400
ZOETIS INC CL A 98978V103 2,871 39,846 SH   DFND 8,2,1 39,846 0 0
ZYNGA INC CL A 98986T108 10,615 2,653,800 SH   DFND 6,2,1 1,730,400 0 923,400
DEUTSCHE BANK AG NAMEN AKT D18190898 4,295 225,709 SH   DFND 7,2,1 202,492 0 23,217
DEUTSCHE BANK AG NAMEN AKT D18190898 5,264 276,600 SH   DFND 6,2,1 268,600 0 8,000
DEUTSCHE BANK AG NAMEN AKT D18190898 86 4,500 SH   DFND 8,2,1 4,500 0 0
ALKERMES PLC SHS G01767105 38 700 SH   DFND 7,2,1 700 0 0
ALKERMES PLC SHS G01767105 16,781 306,618 SH   DFND 8,2,1 306,618 0 0
ALLERGAN PLC SHS G0177J108 810 4,951 SH   DFND 7,2,1 1,596 0 3,355
ALLERGAN PLC SHS G0177J108 6,576 40,200 SH   DFND 6,2,1 37,800 0 2,400
ALLERGAN PLC SHS G0177J108 88,516 541,115 SH   DFND 8,2,1 541,115 0 0
AMDOCS LTD SHS G02602103 17,948 274,100 SH   DFND 6,2,1 182,100 0 92,000
AMDOCS LTD SHS G02602103 3,425 52,300 SH   DFND 8,2,1 49,100 0 3,200
AMBARELLA INC SHS G037AX101 1,126 19,169 SH   DFND 2,1 19,169 0 0
AMBARELLA INC SHS G037AX101 61,402 1,045,147 SH   DFND 8,2,1 1,045,147 0 0
AON PLC SHS CL A G0408V102 167 1,246 SH   DFND 7,2,1 1,246 0 0
AON PLC SHS CL A G0408V102 5,879 43,870 SH   DFND 6,2,1 39,800 0 4,070
AON PLC SHS CL A G0408V102 2,369 17,682 SH   DFND 8,2,1 17,682 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9,407 231,700 SH   DFND 6,2,1 159,000 0 72,700
ASSURED GUARANTY LTD COM G0585R106 14,212 419,600 SH   DFND 6,2,1 293,100 0 126,500
ASSURED GUARANTY LTD COM G0585R106 650 19,200 SH   DFND 8,2,1 19,200 0 0
ATLASSIAN CORP PLC CL A G06242104 5,235 115,000 SH   DFND 8,2,1 115,000 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 23 456 SH   DFND 7,2,1 456 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 3,513 69,900 SH   DFND 6,2,1 59,700 0 10,200
BIOHAVEN PHARMACTL HLDG CO L COM G11196105 3,520 130,484 SH   DFND 8,2,1 130,484 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 317 2,070 SH   DFND 2,1 2,070 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,577 10,304 SH   DFND 7,2,1 9,790 0 514
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 50,811 331,900 SH   DFND 6,2,1 102,300 0 229,600
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 13,444 87,816 SH   DFND 8,2,1 87,816 0 0
BUNGE LIMITED COM G16962105 47 700 SH   DFND 7,2,1 700 0 0
BUNGE LIMITED COM G16962105 718 10,700 SH   DFND 6,2,1 0 0 10,700
CREDICORP LTD COM G2519Y108 1,088 5,245 SH   DFND 7,2,1 5,245 0 0
CREDICORP LTD COM G2519Y108 145 700 SH   DFND 6,2,1 700 0 0
CREDICORP LTD COM G2519Y108 15,080 72,698 SH   DFND 8,2,1 53,148 0 19,550
COCA COLA EUROPEAN PARTNERS SHS G25839104 533 13,380 SH   DFND 7,2,1 13,380 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 23,984 601,860 SH   DFND 6,2,1 397,660 0 204,200
COCA COLA EUROPEAN PARTNERS SHS G25839104 5,053 126,800 SH   DFND 8,2,1 119,500 0 7,300
DELPHI TECHNOLOGIES PLC SHS G2709G107 224 4,267 SH   DFND 2,1 4,267 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 22 426 SH   DFND 7,2,1 426 0 0
DELPHI TECHNOLOGIES PLC SHS G2709G107 1,546 29,464 SH   DFND 6,2,1 0 0 29,464
DELPHI TECHNOLOGIES PLC SHS G2709G107 10,914 207,998 SH   DFND 8,2,1 207,998 0 0
EATON CORP PLC SHS G29183103 618 7,818 SH   DFND 7,2,1 4,141 0 3,677
EATON CORP PLC SHS G29183103 42,946 543,550 SH   DFND 6,2,1 356,100 0 187,450
EATON CORP PLC SHS G29183103 3,050 38,600 SH   DFND 8,2,1 38,600 0 0
ENSCO PLC SHS CLASS A G3157S106 265 44,800 SH   DFND 6,2,1 0 0 44,800
ESSENT GROUP LTD COM G3198U102 1,515 34,900 SH   DFND 6,2,1 33,300 0 1,600
EVEREST RE GROUP LTD COM G3223R108 48 218 SH   DFND 7,2,1 218 0 0
EVEREST RE GROUP LTD COM G3223R108 664 3,000 SH   DFND 6,2,1 1,600 0 1,400
EVEREST RE GROUP LTD COM G3223R108 111 500 SH   DFND 8,2,1 500 0 0
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 2,862 142,396 SH   DFND 6,2,1 112,500 0 29,896
ICON PLC SHS G4705A100 2,469 22,011 SH   DFND 7,2,1 22,011 0 0
INGERSOLL-RAND PLC SHS G47791101 112 1,257 SH   DFND 7,2,1 1,257 0 0
INGERSOLL-RAND PLC SHS G47791101 259 2,900 SH   DFND 6,2,1 2,100 0 800
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 40 300 SH   DFND 7,2,1 300 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 11,805 87,669 SH   DFND 8,2,1 87,669 0 0
JOHNSON CTLS INTL PLC SHS G51502105 3,896 102,224 SH   DFND 7,2,1 5,346 0 96,878
JOHNSON CTLS INTL PLC SHS G51502105 785 20,600 SH   DFND 6,2,1 8,600 0 12,000
LIBERTY GLOBAL PLC SHS CL A G5480U104 45 1,261 SH   DFND 7,2,1 1,261 0 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 294 8,215 SH   DFND 6,2,1 4,300 0 3,915
LIBERTY GLOBAL PLC SHS CL C G5480U120 846 24,991 SH   DFND 7,2,1 2,899 0 22,092
LIBERTY GLOBAL PLC SHS CL C G5480U120 88 2,600 SH   DFND 6,2,1 0 0 2,600
LUXOFT HLDG INC ORD SHS CL A G57279104 1,170 21,000 SH   DFND 7,2,1 21,000 0 0
LUXOFT HLDG INC ORD SHS CL A G57279104 11,299 202,852 SH   DFND 8,2,1 202,852 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 44 2,034 SH   DFND 7,2,1 2,034 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 30,006 1,397,594 SH   DFND 6,2,1 770,784 0 626,810
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 10,993 512,000 SH   DFND 8,2,1 501,400 0 10,600
MEDTRONIC PLC SHS G5960L103 272 3,366 SH   DFND 2,1 3,366 0 0
MEDTRONIC PLC SHS G5960L103 9,610 119,011 SH   DFND 7,2,1 111,186 0 7,825
MEDTRONIC PLC SHS G5960L103 24,911 308,500 SH   DFND 6,2,1 149,500 0 159,000
MEDTRONIC PLC SHS G5960L103 23,524 291,323 SH   DFND 8,2,1 291,323 0 0
APTIV PLC SHS G6095L109 1,087 12,809 SH   DFND 2,1 12,809 0 0
APTIV PLC SHS G6095L109 109 1,281 SH   DFND 7,2,1 1,281 0 0
APTIV PLC SHS G6095L109 7,346 86,600 SH   DFND 6,2,1 2,300 0 84,300
APTIV PLC SHS G6095L109 54,715 644,999 SH   DFND 8,2,1 644,999 0 0
NABORS INDUSTRIES LTD SHS G6359F103 331 48,400 SH   DFND 6,2,1 0 0 48,400
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 46 857 SH   DFND 7,2,1 857 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 623 11,700 SH   DFND 6,2,1 0 0 11,700
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 12,312 881,293 SH   DFND 8,2,1 881,293 0 0
PROTHENA CORP PLC SHS G72800108 5,410 144,318 SH   DFND 8,2,1 144,318 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 276 17,600 SH   DFND 6,2,1 0 0 17,600
SEAGATE TECHNOLOGY PLC SHS G7945M107 59 1,400 SH   DFND 7,2,1 1,400 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,092 26,100 SH   DFND 6,2,1 19,600 0 6,500
PENTAIR PLC SHS G7S00T104 61 859 SH   DFND 7,2,1 859 0 0
PENTAIR PLC SHS G7S00T104 42,605 603,300 SH   DFND 6,2,1 441,400 0 161,900
PENTAIR PLC SHS G7S00T104 4,042 57,232 SH   DFND 8,2,1 57,232 0 0
STERIS PLC SHS USD G84720104 942 10,770 SH   DFND 8,2,1 10,770 0 0
TECHNIPFMC PLC COM G87110105 11,596 370,366 SH   DFND 2,1 370,366 0 0
TECHNIPFMC PLC COM G87110105 119,474 3,815,830 SH   DFND 7,2,1 1,011,964 0 2,803,866
THIRD PT REINS LTD COM G8827U100 5,643 385,200 SH   DFND 6,2,1 299,700 0 85,500
TRAVELPORT WORLDWIDE LTD SHS G9019D104 9,521 728,500 SH   DFND 6,2,1 420,100 0 308,400
TRAVELPORT WORLDWIDE LTD SHS G9019D104 77 5,900 SH   DFND 8,2,1 0 0 5,900
WILLIS TOWERS WATSON PUB LTD SHS G96629103 93 618 SH   DFND 7,2,1 618 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 121 800 SH   DFND 6,2,1 0 0 800
CHUBB LIMITED COM H1467J104 415 2,840 SH   DFND 7,2,1 2,218 0 622
CHUBB LIMITED COM H1467J104 9,308 63,700 SH   DFND 6,2,1 58,200 0 5,500
GARMIN LTD SHS H2906T109 36 600 SH   DFND 7,2,1 600 0 0
GARMIN LTD SHS H2906T109 334 5,600 SH   DFND 6,2,1 5,600 0 0
UBS GROUP AG SHS H42097107 301 16,380 SH   DFND 2,1 16,380 0 0
UBS GROUP AG SHS H42097107 102,622 5,580,293 SH   DFND 7,2,1 5,245,238 0 335,055
UBS GROUP AG SHS H42097107 17,993 978,400 SH   DFND 6,2,1 847,900 0 130,500
UBS GROUP AG SHS H42097107 6,580 357,800 SH   DFND 8,2,1 357,800 0 0
LOGITECH INTL S A SHS H50430232 2,893 86,000 SH   DFND 7,2,1 86,000 0 0
LOGITECH INTL S A SHS H50430232 121 3,600 SH   DFND 6,2,1 0 0 3,600
TE CONNECTIVITY LTD REG SHS H84989104 165 1,732 SH   DFND 7,2,1 1,732 0 0
TE CONNECTIVITY LTD REG SHS H84989104 228 2,400 SH   DFND 6,2,1 2,400 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,025 96,000 SH   DFND 6,2,1 38,600 0 57,400
GLOBANT S A COM L44385109 7,777 167,400 SH   DFND 8,2,1 167,400 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 12,396 119,628 SH   DFND 7,2,1 119,628 0 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 6,466 62,400 SH   DFND 6,2,1 4,600 0 57,800
CHECK POINT SOFTWARE TECH LT ORD M22465104 3,817 36,836 SH   DFND 8,2,1 36,836 0 0
FOAMIX PHARMACEUTICALS LTD SHS M46135105 5,725 952,554 SH   DFND 8,2,1 952,554 0 0
MELLANOX TECHNOLOGIES LTD SHS M51363113 4,011 62,000 SH   DFND 8,2,1 62,000 0 0
ORBOTECH LTD ORD M75253100 4,402 87,620 SH   DFND 7,2,1 87,620 0 0
ORBOTECH LTD ORD M75253100 241 4,800 SH   DFND 6,2,1 2,300 0 2,500
RADWARE LTD ORD M81873107 5,704 294,000 SH   DFND 8,2,1 294,000 0 0
STRATASYS LTD SHS M85548101 591 29,601 SH   DFND 2,1 29,601 0 0
STRATASYS LTD SHS M85548101 29,609 1,483,414 SH   DFND 8,2,1 1,483,414 0 0
TOWER SEMICONDUCTOR LTD SHS NEW M87915274 6,490 190,440 SH   DFND 6,2,1 112,340 0 78,100
AERCAP HOLDINGS NV SHS N00985106 396 7,520 SH   DFND 7,2,1 7,160 0 360
AERCAP HOLDINGS NV SHS N00985106 521 9,900 SH   DFND 6,2,1 0 0 9,900
CIMPRESS N V SHS EURO N20146101 1,173 9,786 SH   DFND 7,2,1 9,786 0 0
CNH INDL N V SHS N20944109 222,013 16,568,118 SH   DFND 7,2,1 14,991,832 0 1,576,286
CORE LABORATORIES N V COM N22717107 1,622 14,806 SH   DFND 7,2,1 14,806 0 0
FERRARI N V COM N3167Y103 14,638 139,627 SH   DFND 7,2,1 130,904 0 8,723
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 23,944 1,342,180 SH   DFND 7,2,1 1,045,226 0 296,954
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 11,284 632,500 SH   DFND 6,2,1 569,800 0 62,700
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 4,979 279,100 SH   DFND 8,2,1 223,300 0 55,800
INTERXION HOLDING N.V SHS N47279109 241 4,092 SH   DFND 7,2,1 4,092 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 6,668 60,441 SH   DFND 7,2,1 13,345 0 47,096
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 85,476 774,800 SH   DFND 6,2,1 471,125 0 303,675
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 19,651 178,131 SH   DFND 8,2,1 172,331 0 5,800
MYLAN N V SHS EURO N59465109 89 2,100 SH   DFND 7,2,1 2,100 0 0
MYLAN N V SHS EURO N59465109 1,540 36,400 SH   DFND 6,2,1 0 0 36,400
NXP SEMICONDUCTORS N V COM N6596X109 1,736 14,830 SH   DFND 7,2,1 14,444 0 386
ORTHOFIX INTL N V COM N6748L102 5,013 91,650 SH   DFND 6,2,1 61,900 0 29,750
QIAGEN NV SHS NEW N72482123 764 24,712 SH   DFND 7,2,1 24,712 0 0
QIAGEN NV SHS NEW N72482123 11,779 380,819 SH   DFND 8,2,1 380,819 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 1,259 24,639 SH   DFND 2,1 24,639 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 40 778 SH   DFND 7,2,1 778 0 0
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 4,896 95,800 SH   DFND 6,2,1 27,300 0 68,500
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 63,047 1,233,559 SH   DFND 8,2,1 1,233,559 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 627 28,237 SH   DFND 2,1 28,237 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 41,035 1,848,412 SH   DFND 8,2,1 1,848,412 0 0
YANDEX N V SHS CLASS A N97284108 9,958 304,072 SH   DFND 8,2,1 230,520 0 73,552
COPA HOLDINGS SA CL A P31076105 14,384 107,298 SH   DFND 8,2,1 81,572 0 25,726
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 100 837 SH   DFND 7,2,1 837 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6,000 50,300 SH   DFND 6,2,1 900 0 49,400
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 53,176 445,811 SH   DFND 8,2,1 445,811 0 0
BROADCOM LTD SHS Y09827109 2,387 9,291 SH   DFND 7,2,1 2,390 0 6,901
BROADCOM LTD SHS Y09827109 14,592 56,800 SH   DFND 6,2,1 47,000 0 9,800
BROADCOM LTD SHS Y09827109 9,505 37,000 SH   DFND 8,2,1 37,000 0 0
EAGLE BULK SHIPPING INC SHS NEW Y2187A143 78 17,300 SH   DFND 6,2,1 17,300 0 0
FLEX LTD ORD Y2573F102 44 2,468 SH   DFND 7,2,1 2,468 0 0
FLEX LTD ORD Y2573F102 166 9,200 SH   DFND 6,2,1 0 0 9,200