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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
2U INCCOM90214J101284,1663,400,626SH DFND33,400,62600
2U INCCOM90214J1011,32215,823SH DFND515,82300
2U INCCOM90214J1011591,907SH DFND101,90700
3M COCOM88579Y101439,4602,233,938SH DFND32,223,938010,000
3M COCOM88579Y10133,506170,321SH DFND5170,0860235
58 COM INCSPON ADR REP A31680Q10457,078823,166SH DFND3823,16600
58 COM INCSPON ADR REP A31680Q104684SH DFND58400
58 COM INCSPON ADR REP A31680Q1042,23532,226SH DFND1332,22600
58 COM INCSPON ADR REP A31680Q10443,123621,900SH DFND14621,90000
AAR CORPCOM000361105106,1182,282,607SH DFND22,106,0420176,565
ABBOTT LABSCOM002824100452,8987,425,778SH DFND37,425,77800
ABBOTT LABSCOM002824100111,2991,824,874SH DFND51,749,993074,881
ABBOTT LABSCOM0028241001031,690SH DFND91,69000
ABBVIE INCCOM00287Y109294,0123,173,362SH DFND33,173,36200
ABBVIE INCCOM00287Y109112,9731,219,352SH DFND51,161,488057,864
ABBVIE INCCOM00287Y1093363,626SH DFND93,62600
ABBVIE INCCOM00287Y1091111,200SH DFND101,20000
ABBVIE INCCOM00287Y10918190SH DFND1319000
ABBVIE INCCOM00287Y1092,20323,773SH DFND1514,70009,073
ABERDEEN EMRG MRKTS EQT INMCOM00301W1057410,553SH DFND510,55300
ABIOMED INCCOM003654100284,813696,249SH DFND3696,24900
ABIOMED INCCOM00365410045110SH DFND511000
ABIOMED INCCOM003654100202493SH DFND1049300
ABM INDS INCCOM00095710056,2291,926,962SH DFND31,926,96200
ACCELERON PHARMA INCCOM00434H10821,134435,577SH DFND3435,57700
ACCENTURE PLC IRELANDSHS CLASS AG1151C101797,6874,876,137SH DFND34,876,13700
ACCENTURE PLC IRELANDSHS CLASS AG1151C10117,958109,772SH DFND5107,42202,350
ACCENTURE PLC IRELANDSHS CLASS AG1151C10152317SH DFND931700
ACCENTURE PLC IRELANDSHS CLASS AG1151C1014072,485SH DFND102,48500
ACCENTURE PLC IRELANDSHS CLASS AG1151C1011378SH DFND137800
ACCENTURE PLC IRELANDSHS CLASS AG1151C1018,92954,580SH DFND1549,60004,980
ACCESS NATL CORPCOM00433710124,675862,764SH DFND2791,643071,121
ACLARIS THERAPEUTICS INCCOM00461U10558,8052,944,646SH DFND32,944,64600
ACLARIS THERAPEUTICS INCCOM00461U10551625,819SH DFND525,81900
ACTIVISION BLIZZARD INCCOM00507V10953,540701,520SH DFND3701,52000
ACTIVISION BLIZZARD INCCOM00507V10949645SH DFND564500
ACUITY BRANDS INCCOM00508Y102544SH DFND94400
ACUITY BRANDS INCCOM00508Y10243370SH DFND1037000
ACUITY BRANDS INCCOM00508Y1028267,127SH DFND156,8000327
ADAMS DIVERSIFIED EQUITY FDCOM00621210416510,726SH DFND510,72600
ADAMS RES & ENERGY INCCOM NEW0063513081,05924,626SH DFND224,62600
ADOBE SYS INCCOM00724F101321,5101,318,987SH DFND31,318,98700
ADOBE SYS INCCOM00724F101122,454502,252SH DFND5487,610014,642
ADOBE SYS INCCOM00724F101103423SH DFND942300
ADOBE SYS INCCOM00724F1013731,529SH DFND101,52900
ADOBE SYS INCCOM00724F1014,51018,500SH DFND1118,50000
ADOBE SYS INCCOM00724F10120,65784,725SH DFND1467,825016,900
ADOBE SYS INCCOM00724F1012,48810,206SH DFND171,45708,749
ADVANCE AUTO PARTS INCCOM00751Y106750SH DFND50050
ADVANCE AUTO PARTS INCCOM00751Y1061,37910,170SH DFND1010,17000
ADVANCE AUTO PARTS INCCOM00751Y10610,65278,500SH DFND1178,50000
ADVANCE AUTO PARTS INCCOM00751Y10643,059317,312SH DFND13317,31200
ADVANCE AUTO PARTS INCCOM00751Y10617,508129,353SH DFND15129,35300
ADVANCE AUTO PARTS INCCOM00751Y10630,858227,400SH DFND1865,7000161,700
ADVANCE AUTO PARTS INCCOM00751Y106545,9164,022,961SH DFND194,000,5881,77320,600
ADVANCE AUTO PARTS INCCOM00751Y10655,854411,596SH DFND20372,896038,700
ADVANCED EMISSIONS SOLUTS INCOM00770C10119,5871,724,209SH DFND71,724,20900
ADVANCED ENERGY INDSCOM00797310052,733907,782SH DFND2836,982070,800
ADVANCED ENERGY INDSCOM00797310021370SH DFND337000
ADVANTAGE OIL & GAS LTDCOM00765F1017,3832,360,850SH DFND132,360,85000
AEGON N VNY REGISTRY SH007924103152,492SH DFND132,49200
AEGON N VNY REGISTRY SH0079241032302SH DFND1930200
AEGON N VNY REGISTRY SH0079241038,8601,496,558SH DFND201,496,55800
AETNA INC NEWCOM00817Y108119,468651,050SH DFND3651,05000
AETNA INC NEWCOM00817Y10842,310230,574SH DFND5219,124011,450
AETNA INC NEWCOM00817Y1082331,271SH DFND91,27100
AETNA INC NEWCOM00817Y1083,78720,638SH DFND1320,63800
AETNA INC NEWCOM00817Y1082,50513,652SH DFND171,947011,705
AFFILIATED MANAGERS GROUPCOM0082521085863,940SH DFND53,94000
AFLAC INCCOM001055102218,0585,068,759SH DFND35,068,75900
AFLAC INCCOM00105510231,093722,748SH DFND5709,942012,806
AFLAC INCCOM0010551022906,750SH DFND96,75000
AFLAC INCCOM0010551022636,110SH DFND15006,110
AFLAC INCCOM0010551022,30753,628SH DFND177,652045,976
AGILE THERAPEUTICS INCCOM00847L100302611,500SH DFND3611,50000
AGILENT TECHNOLOGIES INCCOM00846U10180,5161,302,000SH DFND31,302,00000
AGILENT TECHNOLOGIES INCCOM00846U1015,38187,010SH DFND585,25701,753
AGIOS PHARMACEUTICALS INCCOM00847X1044,83557,400SH DFND357,40000
AGNC INVT CORPCOM00123Q10438620,779SH DFND320,77900
AGNICO EAGLE MINES LTDCOM00847410839,971871,707SH DFND3871,70700
AGREE REALTY CORPCOM00849210011205SH DFND320500
AGREE REALTY CORPCOM0084921007,439140,969SH DFND14140,96900
AGROFRESH SOLUTIONSCOM00856G1093,478496,200SH DFND13496,20000
AGROFRESH SOLUTIONSCOM00856G10922,1193,155,400SH DFND203,155,40000
AGROFRESH SOLUTIONS-W EXP 07/31/20200856G117174632,257SH DFND5632,25700
AIMMUNE THERAPEUTICS INCCOM00900T10714,115524,900SH DFND3524,90000
AIR PRODS & CHEMS INCCOM009158106665,9154,276,085SH DFND34,276,08500
AIR PRODS & CHEMS INCCOM00915810612,82782,370SH DFND582,2700100
AIR PRODS & CHEMS INCCOM00915810674475SH DFND1047500
AKAMAI TECHNOLOGIES INCCOM00971T1012563,500SH DFND53,50000
AKAMAI TECHNOLOGIES INCCOM00971T1011702,326SH DFND172,32600
ALAMO GROUP INCCOM0113111076,17268,300SH DFND268,30000
ALAMO GROUP INCCOM01131110710110SH DFND311000
ALAMO GROUP INCCOM0113111073,56239,419SH DFND1339,41900
ALAMO GROUP INCCOM01131110722,557249,640SH DFND20249,64000
ALAMOS GOLD INC NEWCOM CL A01153210853,6599,417,405SH DFND39,417,40500
ALAMOS GOLD INC NEWCOM CL A011532108642112,780SH DFND10112,78000
ALAMOS GOLD INC NEWCOM CL A0115321085,238920,560SH DFND13920,56000
ALAMOS GOLD INC NEWCOM CL A0115321084,420782,150SH DFND15782,15000
ALAMOS GOLD INC NEWCOM CL A01153210843676,620SH DFND1876,62000
ALAMOS GOLD INC NEWCOM CL A011532108103,97018,272,453SH DFND1916,027,723289,1901,955,540
ALAMOS GOLD INC NEWCOM CL A01153210885,64115,051,160SH DFND2013,952,43001,098,730
ALARM COM HLDGS INCCOM01164210546,1071,141,818SH DFND31,141,81800
ALARM COM HLDGS INCCOM01164210567416,700SH DFND516,70000
ALASKA AIR GROUP INCCOM011659109194,1373,214,724SH DFND33,214,72400
ALASKA AIR GROUP INCCOM01165910921350SH DFND535000
ALASKA COMMUNICATIONS SYS GRCOM01167P1012,0451,155,600SH DFND21,155,60000
ALBEMARLE CORPCOM012653101862,4449,142,840SH DFND39,142,84000
ALBEMARLE CORPCOM0126531014,34246,030SH DFND545,7100320
ALEXANDERS INCCOM014752109147,140384,550SH DFND7384,55000
ALEXANDRIA REAL ESTATE EQ INCOM0152711091571,242SH DFND31,24200
ALEXANDRIA REAL ESTATE EQ INCOM01527110922,139175,469SH DFND14175,46900
ALEXION PHARMACEUTICALS INCCOM015351109271,7642,189,000SH DFND32,189,00000
ALEXION PHARMACEUTICALS INCCOM01535110947375SH DFND537500
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102369,8211,993,262SH DFND31,993,26200
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1024,19122,589SH DFND522,3090280
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1021,6448,863SH DFND88,86300
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W1024,15022,316SH DFND1022,31600
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10230,672165,322SH DFND13110,722054,600
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102911,3554,912,033SH DFND184,781,2530130,780
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W10256300SH DFND 30000
ALIGN TECHNOLOGY INCCOM01625510117,97652,540SH DFND352,54000
ALIGN TECHNOLOGY INCCOM016255101262765SH DFND576500
ALIGN TECHNOLOGY INCCOM01625510138SH DFND13800
ALKERMES PLCSHSG017671057,265176,500SH DFND3176,50000
ALKERMES PLCSHSG0176710525,482619,100SH DFND5619,10000
ALKERMES PLCSHSG017671053,37582,000SH DFND1182,00000
ALKERMES PLCSHSG01767105130,9673,181,900SH DFND141,602,50001,579,400
ALLEGHANY CORP DELCOM017175100404702SH DFND570200
ALLEGHANY CORP DELCOM017175100385,534670,527SH DFND7670,52700
ALLEGIANT TRAVEL COCOM01748X10293,342671,776SH DFND3671,77600
ALLEGIANT TRAVEL COCOM01748X1029506,835SH DFND56,83500
ALLEGIANT TRAVEL COCOM01748X10233239SH DFND1023900
ALLEGION PUB LTD COORD SHSG0176J10954,277701,618SH DFND3701,61800
ALLEGION PUB LTD COORD SHSG0176J10938496SH DFND549600
ALLERGAN PLCSHSG0177J10816,689100,100SH DFND2100,10000
ALLERGAN PLCSHSG0177J10843,733262,314SH DFND5251,097011,217
ALLERGAN PLCSHSG0177J108105630SH DFND963000
ALLERGAN PLCSHSG0177J1081,91711,471SH DFND1011,47100
ALLERGAN PLCSHSG0177J10818,831112,949SH DFND11112,94900
ALLERGAN PLCSHSG0177J10842,641255,762SH DFND13255,76200
ALLERGAN PLCSHSG0177J10821,867130,996SH DFND15130,99600
ALLERGAN PLCSHSG0177J1082,61115,663SH DFND172,234013,429
ALLERGAN PLCSHSG0177J10827,473164,785SH DFND1842,1450122,640
ALLERGAN PLCSHSG0177J108602,3203,612,761SH DFND193,592,0241,68619,051
ALLERGAN PLCSHSG0177J10863,267379,483SH DFND20353,328026,155
ALLIANCE DATA SYSTEMS CORPCOM01858110825107SH DFND510700
ALLIANCE DATA SYSTEMS CORPCOM0185811082,85012,223SH DFND172,29709,926
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1064,732165,734SH DFND13165,73400
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G1062,04171,488SH DFND1571,48800
ALLIANCEBERNSTEIN HOLDING LPUNIT LTD PARTN01881G10630,1851,057,251SH DFND201,057,25100
ALLIANT ENERGY CORPCOM018802108164,7673,893,356SH DFND33,893,35600
ALLIANT ENERGY CORPCOM0188021081102,600SH DFND52,60000
ALLSTATE CORPCOM0200021012,93732,181SH DFND530,18102,000
ALLSTATE CORPCOM0200021013,31336,300SH DFND1336,30000
ALLY FINL INCCOM02005N10050419,186SH DFND319,18600
ALLY FINL INCCOM02005N100228,3408,692,117SH DFND78,692,11700
ALLY FINL INCCOM02005N10011436SH DFND943600
ALLY FINL INCCOM02005N10041616,058SH DFND1016,05800
ALLY FINL INCCOM02005N10013,403510,220SH DFND11510,22000
ALLY FINL INCCOM02005N10017,487665,672SH DFND13665,67200
ALLY FINL INCCOM02005N10011,446437,455SH DFND15433,49303,962
ALLY FINL INCCOM02005N1002,39090,993SH DFND1712,983078,010
ALLY FINL INCCOM02005N10017,199654,700SH DFND184,6700650,030
ALLY FINL INCCOM02005N100123,8014,712,632SH DFND194,688,5471,76522,320
ALLY FINL INCCOM02005N10018,399700,387SH DFND20641,467058,920
ALNYLAM PHARMACEUTICALS INCCOM02043Q1077,77178,900SH DFND378,90000
ALPHABET INCCAP STK CL C02079K107520,793466,807SH DFND3466,80700
ALPHABET INCCAP STK CL C02079K107210,497188,677SH DFND5180,05508,622
ALPHABET INCCAP STK CL C02079K107243218SH DFND921800
ALPHABET INCCAP STK CL C02079K1077567SH DFND106700
ALPHABET INCCAP STK CL C02079K1073,8163,420SH DFND133,42000
ALPHABET INCCAP STK CL C02079K1072,4992,240SH DFND1732001,920
ALPHABET INCCAP STK CL A02079K305585,486518,545SH DFND3518,54500
ALPHABET INCCAP STK CL A02079K30583,06073,557SH DFND568,33805,219
ALPHABET INCCAP STK CL A02079K3052,6382,337SH DFND102,33700
ALPHABET INCCAP STK CL A02079K30523,41020,732SH DFND1120,73200
ALPHABET INCCAP STK CL A02079K30538,34733,960SH DFND1333,96000
ALPHABET INCCAP STK CL A02079K30534,59530,667SH DFND1530,66700
ALPHABET INCCAP STK CL A02079K30535,11831,100SH DFND181,700029,400
ALPHABET INCCAP STK CL A02079K305429,192380,088SH DFND19377,9121781,998
ALPHABET INCCAP STK CL A02079K30569,12961,220SH DFND2056,99504,225
ALTABA INCCOM021346101124,6471,702,600SH DFND31,702,60000
ALTABA INCCOM0213461014846,610SH DFND56,61000
ALTABA INCCOM021346101286,1783,909,000SH DFND73,909,00000
ALTAIR ENGR INCCOM CL A02136910310,397304,180SH DFND3304,18000
ALTERYX INCCOM CL A02156B1033,965103,900SH DFND3103,90000
ALTRA INDL MOTION CORPCOM02208R10633,539778,176SH DFND3778,17600
ALTRA INDL MOTION CORPCOM02208R10681518,900SH DFND518,90000
ALTRIA GROUP INCCOM02209S1033,92169,043SH DFND369,04300
ALTRIA GROUP INCCOM02209S1038,809155,114SH DFND5152,28102,833
ALTRIA GROUP INCCOM02209S103362,3166,379,915SH DFND76,379,91500
ALTRIA GROUP INCCOM02209S103801,406SH DFND101,40600
ALTRIA GROUP INCCOM02209S10313230SH DFND1323000
AMAZON COM INCCOM0231351061,861,5591,095,201SH DFND31,095,20100
AMAZON COM INCCOM023135106284,660167,467SH DFND5159,57907,888
AMAZON COM INCCOM02313510613177SH DFND97700
AMAZON COM INCCOM0231351061,309770SH DFND1077000
AMC NETWORKS INCCL A00164V1031252,003SH DFND32,00300
AMC NETWORKS INCCL A00164V1031121,800SH DFND51,80000
AMDOCS LTDSHSG0260210331,043468,998SH DFND3468,99800
AMEREN CORPCOM02360810260,8501,000,000SH DFND31,000,00000
AMEREN CORPCOM02360810215250SH DFND525000
AMEREN CORPCOM023608102226SH DFND132600
AMERESCO INCCL A02361E1087,283606,900SH DFND2606,90000
AMERICA MOVIL SAB DE CVSPON ADR L SHS02364W10517610,550SH DFND510,55000
AMERICAN AIRLS GROUP INCCOM02376R1022215,831SH DFND35,83100
AMERICAN AIRLS GROUP INCCOM02376R10218470SH DFND547000
AMERICAN AIRLS GROUP INCCOM02376R10235911SH DFND1091100
AMERICAN AIRLS GROUP INCCOM02376R10236956SH DFND1500956
AMERICAN ELEC PWR INCCOM025537101277,6304,009,099SH DFND34,009,09900
AMERICAN ELEC PWR INCCOM0255371014,56365,887SH DFND564,14601,741
AMERICAN ELEC PWR INCCOM025537101462SH DFND136200
AMERICAN ELEC PWR INCCOM0255371013,58951,830SH DFND1451,83000
AMERICAN EXPRESS COCOM02581610958,851600,520SH DFND3600,52000
AMERICAN EXPRESS COCOM02581610935,694364,220SH DFND5352,480011,740
AMERICAN EXPRESS COCOM02581610930305SH DFND930500
AMERICAN EXPRESS COCOM02581610910100SH DFND1310000
AMERICAN INTL GROUP INCCOM NEW02687478415,148285,700SH DFND2285,70000
AMERICAN INTL GROUP INCCOM NEW026874784751,412SH DFND51,41200
AMERICAN INTL GROUP INCCOM NEW026874784865,16716,317,757SH DFND716,317,75700
AMERICAN INTL GROUP INCCOM NEW02687478495417,980SH DFND1017,98000
AMERICAN INTL GROUP INCCOM NEW02687478411,012207,698SH DFND11207,69800
AMERICAN INTL GROUP INCCOM NEW02687478412,706239,649SH DFND13239,64900
AMERICAN INTL GROUP INCCOM NEW0268747846,749127,298SH DFND15127,29800
AMERICAN INTL GROUP INCCOM NEW02687478414,144266,770SH DFND182,4000264,370
AMERICAN INTL GROUP INCCOM NEW0268747844,78290,200SH DFND2074,910015,290
AMERICAN RENAL ASSOCIATES HOCOM02922710516,9161,072,665SH DFND31,072,66500
AMERICAN RENAL ASSOCIATES HOCOM02922710541326,200SH DFND526,20000
AMERICAN STS WTR COCOM02989910128495SH DFND349500
AMERICAN STS WTR COCOM0298991012744,800SH DFND54,80000
AMERICAN TOWER CORP NEWCOM03027X100338,6152,348,767SH DFND32,348,76700
AMERICAN TOWER CORP NEWCOM03027X100147,7181,024,611SH DFND5986,766037,845
AMERICAN TOWER CORP NEWCOM03027X1003592,493SH DFND92,49300
AMERICAN TOWER CORP NEWCOM03027X100130902SH DFND1090200
AMERICAN TOWER CORP NEWCOM03027X10013,84096,000SH DFND1496,00000
AMERICAN WTR WKS CO INC NEWCOM030420103187,9302,201,100SH DFND32,201,10000
AMERICAN WTR WKS CO INC NEWCOM03042010310,429122,151SH DFND5104,231017,920
AMERICAN WTR WKS CO INC NEWCOM0304201034,10248,040SH DFND1448,04000
AMERIPRISE FINL INCCOM03076C1064,23130,244SH DFND517,243013,001
AMERIPRISE FINL INCCOM03076C1062,42317,322SH DFND172,472014,850
AMERISOURCEBERGEN CORPCOM03073E1051,62719,075SH DFND517,47501,600
AMERISOURCEBERGEN CORPCOM03073E105224SH DFND132400
AMERISOURCEBERGEN CORPCOM03073E1051061,248SH DFND15001,248
AMERISOURCEBERGEN CORPCOM03073E105320,4583,758,159SH DFND193,733,0791,85023,230
AMERISOURCEBERGEN CORPCOM03073E1054825,650SH DFND20005,650
AMETEK INC NEWCOM03110010050,588701,050SH DFND3701,05000
AMETEK INC NEWCOM03110010028,440394,118SH DFND5385,50608,612
AMGEN INCCOM031162100316,2941,713,496SH DFND31,713,49600
AMGEN INCCOM0311621009,59751,992SH DFND550,64001,352
AMGEN INCCOM0311621001,85410,059SH DFND1010,05900
AMGEN INCCOM03116210018,851102,123SH DFND11102,12300
AMGEN INCCOM03116210038,115206,483SH DFND13206,48300
AMGEN INCCOM03116210032,047173,842SH DFND15168,99704,845
AMGEN INCCOM03116210036,857199,670SH DFND1817,5700182,100
AMGEN INCCOM031162100215,7391,168,746SH DFND191,164,6943673,685
AMGEN INCCOM03116210060,170325,966SH DFND20297,376028,590
AMICUS THERAPEUTICS INCCOM03152W10962,5304,003,233SH DFND34,003,23300
AMICUS THERAPEUTICS INCCOM03152W10950332,200SH DFND532,20000
AMPHENOL CORP NEWCL A032095101168,4721,933,182SH DFND31,933,18200
AMPHENOL CORP NEWCL A03209510126300SH DFND530000
ANADARKO PETE CORPCOM032511107165,8082,263,584SH DFND32,243,584020,000
ANADARKO PETE CORPCOM0325111078,081110,317SH DFND598,895011,422
ANADARKO PETE CORPCOM032511107531,3577,254,017SH DFND77,254,01700
ANALOG DEVICES INCCOM0326541051,094,85311,414,320SH DFND311,414,32000
ANALOG DEVICES INCCOM03265410515,032156,709SH DFND5152,28504,424
ANALOG DEVICES INCCOM0326541053844,000SH DFND94,00000
ANALOG DEVICES INCCOM0326541051401,459SH DFND101,45900
ANGLOGOLD ASHANTI LTDSPONSORED ADR03512820650,9636,207,443SH DFND36,207,44300
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A108535,9515,319,087SH DFND35,277,087042,000
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1081,09110,828SH DFND510,82800
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A1087026,966SH DFND136,96600
ANNALY CAP MGMT INCCOM03571040948747,280SH DFND347,28000
ANNALY CAP MGMT INCCOM035710409131,242SH DFND91,24200
ANNALY CAP MGMT INCCOM03571040915114,680SH DFND1014,68000
ANNALY CAP MGMT INCCOM0357104092,035197,800SH DFND15197,80000
ANSYS INCCOM03662Q10557,728331,426SH DFND3331,42600
ANSYS INCCOM03662Q1053021,735SH DFND51,73500
ANTHEM INCCOM0367521033491,465SH DFND31,46500
ANTHEM INCCOM0367521031,5306,428SH DFND55,30301,125
ANTHEM INCCOM0367521032,48810,454SH DFND171,49008,964
APACHE CORPCOM03741110541,975897,871SH DFND1897,87100
APACHE CORPCOM03741110568914,734SH DFND513,8340900
APACHE CORPCOM0374111051,16625,040SH DFND1025,04000
APACHE CORPCOM03741110512,006256,819SH DFND11256,81900
APACHE CORPCOM03741110524,896532,543SH DFND13532,54300
APACHE CORPCOM03741110512,900277,164SH DFND15277,16400
APACHE CORPCOM03741110523,762508,270SH DFND18101,3800406,890
APACHE CORPCOM037411105472,56510,108,340SH DFND1910,047,5204,71056,110
APACHE CORPCOM03741110533,532717,252SH DFND20665,972051,280
APACHE CORPCOM0374111051112,368SH DFND 2,36800
APERGY CORPCOM03755L104121,2622,904,474SH DFND32,904,47400
APERGY CORPCOM03755L10495022,745SH DFND512,545010,200
APPLE INCCOM0378331001,638,4628,851,440SH DFND38,840,398011,042
APPLE INCCOM037833100439,2522,372,926SH DFND52,262,1660110,760
APPLE INCCOM0378331001,1556,238SH DFND96,23800
APPLE INCCOM0378331003,06516,554SH DFND1016,55400
APPLE INCCOM03783310018,48599,860SH DFND1199,86000
APPLE INCCOM03783310061,277331,031SH DFND13331,03100
APPLE INCCOM03783310017,67895,500SH DFND1477,000018,500
APPLE INCCOM03783310038,036205,561SH DFND15200,89604,665
APPLE INCCOM03783310072,554391,950SH DFND18134,4500257,500
APPLE INCCOM037833100362,8031,959,932SH DFND191,949,6709629,300
APPLE INCCOM03783310062,517337,728SH DFND20309,168028,560
APPLIED MATLS INCCOM038222105188,9994,092,487SH DFND34,071,487021,000
APPLIED MATLS INCCOM03822210566114,320SH DFND514,32000
APPLIED MATLS INCCOM0382221051503,249SH DFND103,24900
APPLIED MATLS INCCOM0382221056123SH DFND1312300
APPLIED MATLS INCCOM0382221053,61278,206SH DFND1567,420010,786
APPLIED MATLS INCCOM0382221051,26827,450SH DFND2027,45000
APRICUS BIOSCIENCES INCCOM NEW03832V30741105,890SH DFND17105,89000
APTIV PLCSHSG6095L109127,9281,396,172SH DFND31,396,17200
APTIV PLCSHSG6095L10955,786608,822SH DFND5602,92205,900
APTIV PLCSHSG6095L1091091,185SH DFND101,18500
APTIV PLCSHSG6095L1093,20735,000SH DFND1135,00000
APTIV PLCSHSG6095L109114,1411,245,669SH DFND14648,7690596,900
APTIV PLCSHSG6095L1092542,775SH DFND15002,775
ARATANA THERAPEUTICS INCCOM03874P10125,1575,919,277SH DFND35,919,27700
ARATANA THERAPEUTICS INCCOM03874P10125259,405SH DFND559,40500
ARATANA THERAPEUTICS INCCOM03874P10112328,838SH DFND1728,83800
ARBOR RLTY TR INCCOM0389231082,295220,000SH DFND2220,00000
ARBOR RLTY TR INCCOM0389231084390SH DFND339000
ARBOR RLTY TR INCCOM038923108262,500SH DFND5002,500
ARCH CAP GROUP LTDORDG0450A10535,5221,342,491SH DFND31,342,49100
ARCH CAP GROUP LTDORDG0450A10589233,693SH DFND533,69300
ARCH CAP GROUP LTDORDG0450A1052,15281,330SH DFND1381,33000
ARCH CAP GROUP LTDORDG0450A10534,0881,288,290SH DFND141,288,29000
ARCH COAL INCCL A0393804077,51495,800SH DFND295,80000
ARCHER DANIELS MIDLAND COCOM03948310213,625297,300SH DFND2297,30000
ARCHER DANIELS MIDLAND COCOM03948310251711,287SH DFND311,28700
ARCHER DANIELS MIDLAND COCOM0394831021,17025,527SH DFND525,52700
ARCHER DANIELS MIDLAND COCOM039483102361SH DFND136100
ARDAGH GROUP S ACL AL0223L101160SH DFND36000
ARDAGH GROUP S ACL AL0223L1011,33080,000SH DFND1380,00000
ARDAGH GROUP S ACL AL0223L10122,6331,361,800SH DFND141,361,80000
ARDMORE SHIPPING CORPCOMY0207T1004,010489,000SH DFND2489,00000
ARGENX SESPONSORED ADR04016X10140,661490,721SH DFND3490,72100
ARGENX SESPONSORED ADR04016X1011822,200SH DFND52,20000
ARISTA NETWORKS INCCOM04041310623,14489,882SH DFND389,88200
ARISTA NETWORKS INCCOM04041310670270SH DFND527000
ARMSTRONG FLOORING INCCOM04238R10648234,312SH DFND1710,702023,610
ARMSTRONG WORLD INDS INC NEWCOM04247X1022,79044,146SH DFND178,995035,151
ARRAY BIOPHARMA INCCOM04269X105138,5638,257,626SH DFND38,257,62600
ARRAY BIOPHARMA INCCOM04269X10568040,500SH DFND540,50000
ASANKO GOLD INCCOM04341Y10513,95312,913,575SH DFND312,913,57500
ASCENDIS PHARMA A SSPONSORED ADR04351P10136,320545,998SH DFND3545,99800
ASCENDIS PHARMA A SSPONSORED ADR04351P1012063,100SH DFND53,10000
ASHLAND GLOBAL HLDGS INCCOM04418610414178SH DFND317800
ASHLAND GLOBAL HLDGS INCCOM0441861043063,912SH DFND53,91200
ASML HOLDING N VN Y REGISTRY SHSN07059210168,949853,407SH DFND3853,40700
ASML HOLDING N VN Y REGISTRY SHSN070592101,7268,718SH DFND58,71800
ASPEN INSURANCE HOLDINGS LTDSHSG0538410511,944293,463SH DFND2269,863023,600
ASPEN TECHNOLOGY INCCOM04532710347,179508,718SH DFND3508,71800
ASTEC INDS INCCOM046224101121,2382,027,384SH DFND21,877,3360150,048
ASTRAZENECA PLCSPONSORED ADR04635310853,4871,523,400SH DFND31,523,40000
ASTRAZENECA PLCSPONSORED ADR04635310866318,892SH DFND518,89200
ASTRONICS CORPCOM04643310836,6281,018,280SH DFND31,018,28000
ASTRONICS CORPCOM04643310889724,942SH DFND524,94200
AT HOME GROUP INCCOM04650Y10022,952586,265SH DFND3586,26500
AT HOME GROUP INCCOM04650Y10056014,300SH DFND514,30000
AT&T INCCOM00206R1024,082127,111SH DFND3127,11100
AT&T INCCOM00206R10220,067624,958SH DFND5531,699093,259
AT&T INCCOM00206R102607,93118,932,761SH DFND718,932,76100
AT&T INCCOM00206R10216,055500,000SHCallDFND7000
AT&T INCCOM00206R10225793SH DFND979300
AT&T INCCOM00206R1022196,813SH DFND106,81300
AT&T INCCOM00206R1024,894152,401SH DFND13152,40100
AT&T INCCOM00206R1024,872151,724SH DFND15125,600026,124
ATHENAHEALTH INCCOM04685W1035613,524SH DFND53,52400
ATHENAHEALTH INCCOM04685W1031841,155SH DFND171,15500
ATHENE HLDG LTDCL AG0684D10738,624881,206SH DFND3881,20600
ATHENE HLDG LTDCL AG0684D1075118SH DFND911800
ATHENE HLDG LTDCL AG0684D1071493,391SH DFND103,39100
ATHENE HLDG LTDCL AG0684D10782418,800SH DFND1518,80000
ATLASSIAN CORP PLCCL AG0624210454,368869,602SH DFND3869,60200
ATMOS ENERGY CORPCOM04956010518,608206,431SH DFND3206,43100
ATMOS ENERGY CORPCOM04956010572800SH DFND580000
ATMOS ENERGY CORPCOM0495601051,33614,820SH DFND1414,82000
ATN INTL INCCOM00215F1073,48366,000SH DFND266,00000
AUDENTES THERAPEUTICS INCCOM05070R10415,101395,200SH DFND3395,20000
AURINIA PHARMACEUTICALS INCCOM05156V1029,7581,733,200SH DFND31,733,20000
AUTODESK INCCOM052769106343,9802,624,161SH DFND32,624,16100
AUTODESK INCCOM0527691066955,305SH DFND55,30500
AUTODESK INCCOM0527691061891,443SH DFND101,44300
AUTOHOME INCSP ADR RP CL A05278C1071231,215SH DFND31,21500
AUTOHOME INCSP ADR RP CL A05278C107655SH DFND95500
AUTOHOME INCSP ADR RP CL A05278C10720200SH DFND1020000
AUTOHOME INCSP ADR RP CL A05278C1078388,300SH DFND158,30000
AUTOMATIC DATA PROCESSING INCOM05301510397,394726,063SH DFND3726,06300
AUTOMATIC DATA PROCESSING INCOM05301510333,284248,131SH DFND5245,69602,435
AUTOMATIC DATA PROCESSING INCOM0530151031771,318SH DFND171,31800
AUTOZONE INCCOM0533321028661,291SH DFND31,29100
AUTOZONE INCCOM05333210258SH DFND5800
AUTOZONE INCCOM05333210246SH DFND9600
AUTOZONE INCCOM05333210286128SH DFND1012800
AUTOZONE INCCOM053332102604900SH DFND1590000
AVALARA INCCOM05338G10616,817315,500SH DFND3315,50000
AVALARA INCCOM05338G10616300SH DFND1030000
AVALONBAY CMNTYS INCCOM053484101138800SH DFND580000
AVALONBAY CMNTYS INCCOM05348410126,228152,588SH DFND14152,58800
AVERY DENNISON CORPCOM05361110927,440268,755SH DFND3268,75500
AVERY DENNISON CORPCOM05361110932310SH DFND531000
AVON PRODS INCCOM054303102394243,466SH DFND5243,46600
AXALTA COATING SYS LTDCOMG0750C108171,2295,649,287SH DFND35,649,28700
AXALTA COATING SYS LTDCOMG0750C10823,620779,287SH DFND5762,092017,195
AXALTA COATING SYS LTDCOMG0750C108872,880SH DFND102,88000
AXIS CAPITAL HOLDINGS LTDSHSG0692U10919350SH DFND335000
AXIS CAPITAL HOLDINGS LTDSHSG0692U109821,471SH DFND5001,471
AXIS CAPITAL HOLDINGS LTDSHSG0692U10939694SH DFND1500694
AXIS CAPITAL HOLDINGS LTDSHSG0692U10926,219471,403SH DFND20471,40300
B2GOLD CORPCOM11777Q20973,98528,513,331SH DFND328,513,33100
B2GOLD CORPNOTE 3.250%10/011777QAB6108,080107,610,000PRN DFND3107,610,00000
BAIDU INCSPON ADR REP A0567521087,69731,675SH DFND331,67500
BAIDU INCSPON ADR REP A0567521081,7077,025SH DFND56,9250100
BAIDU INCSPON ADR REP A05675210888,912365,893SH DFND7365,89300
BAIDU INCSPON ADR REP A0567521083,79415,618SH DFND1015,61800
BAIDU INCSPON ADR REP A0567521089,10037,450SH DFND1137,45000
BAIDU INCSPON ADR REP A05675210855,239227,321SH DFND13227,32100
BAIDU INCSPON ADR REP A05675210812,98553,560SH DFND1553,56000
BAIDU INCSPON ADR REP A056752108102,956423,695SH DFND18350,545073,150
BAIDU INCSPON ADR REP A056752108707,3702,910,988SH DFND192,812,38112,48786,120
BAIDU INCSPON ADR REP A056752108265,2631,091,617SH DFND20896,1770195,440
BAIDU INCSPON ADR REP A05675210851210SH DFND 21000
BAKER HUGHES A GE COCL A05722G100395,59511,976,848SH DFND311,916,848060,000
BAKER HUGHES A GE COCL A05722G100376,43811,396,887SH DFND711,396,88700
BALDWIN & LYONS INCCL B05775520983734,286SH DFND234,28600
BALDWIN & LYONS INCCL B0577552093120SH DFND312000
BALL CORPCOM05849810698527,700SH DFND527,70000
BALL CORPCOM058498106892,497SH DFND15002,497
BANCO BRADESCO S ASP ADR PFD NEW05946030346,3386,754,777SH DFND126,754,77700
BANCO BRADESCO S ASP ADR PFD NEW0594603033,684537,004SH DFND13537,00400
BANCO BRADESCO S ASP ADR PFD NEW059460303104,63815,254,755SH DFND1814,966,0130288,742
BANCO MACRO SASPON ADR B05961W1053,94367,069SH DFND1267,06900
BANCO SANTANDER S ASPONSORED ADR B05969B1034,366652,573SH DFND13652,57300
BANCO SANTANDER S ASPONSORED ADR B05969B103112,74516,856,189SH DFND1816,444,4940411,695
BANCO SANTANDER S ASPONSORED ADR B05969B103304,500SH DFND 4,50000
BANCOLOMBIA S ASPON ADR PREF05968L1024559,527SH DFND139,52700
BANCOLOMBIA S ASPON ADR PREF05968L1022,72357,000SH DFND1831,200025,800
BANCOLOMBIA S ASPON ADR PREF05968L10212,978271,617SH DFND 271,61700
BANK AMER CORPCOM06050510433,4501,186,600SH DFND21,186,60000
BANK AMER CORPCOM060505104565,32020,053,915SH DFND319,953,9150100,000
BANK AMER CORPCOM06050510430,2291,072,317SH DFND51,028,660043,657
BANK AMER CORPCOM06050510430710,880SH DFND910,88000
BANK AMER CORP7.25%CNV PFD L060505682642,529513,818SH DFND3513,81800
BANK MONTREAL QUECOM0636711011992,572SH DFND32,57200
BANK MONTREAL QUECOM0636711011,92324,870SH DFND524,87000
BANK MONTREAL QUECOM0636711013,49645,207SH DFND944,3520855
BANK MONTREAL QUECOM063671101333,1924,309,400SH DFND134,069,2000240,200
BANK N S HALIFAXCOM06414910777413,675SH DFND313,67500
BANK N S HALIFAXCOM0641491071,47125,970SH DFND525,97000
BANK N S HALIFAXCOM0641491073,65164,455SH DFND963,25501,200
BANK N S HALIFAXCOM064149107320,2755,654,767SH DFND135,360,3180294,449
BANK NEW YORK MELLON CORPCOM06405810010,754199,400SH DFND2199,40000
BANK NEW YORK MELLON CORPCOM0640581007,638141,620SH DFND5135,10806,512
BAOZUN INCSPONSORED ADR06684L1031,10520,200SH DFND520,20000
BAOZUN INCSPONSORED ADR06684L10316,957310,000SH DFND14310,00000
BAOZUN INCSPONSORED ADR06684L103124,2802,272,031SH DFND182,272,03100
BAR HBR BANKSHARESCOM0668491008,390277,000SH DFND2277,00000
BARCLAYS PLCADR06738E204171,716SH DFND131,71600
BARCLAYS PLCADR06738E2042210SH DFND1921000
BARCLAYS PLCADR06738E2048,853882,616SH DFND20882,61600
BARRICK GOLD CORPCOM067901108107,6008,195,001SH DFND38,195,00100
BARRICK GOLD CORPCOM06790110850638,565SH DFND1038,56500
BARRICK GOLD CORPCOM067901108038SH DFND150038
BARRICK GOLD CORPCOM0679011081,865142,071SH DFND18142,07100
BARRICK GOLD CORPCOM067901108324,64124,725,150SH DFND1924,005,60988,541631,000
BARRICK GOLD CORPCOM06790110822,3591,702,869SH DFND201,702,86900
BAXTER INTL INCCOM07181310942,918581,228SH DFND3581,22800
BAXTER INTL INCCOM0718131091,14115,458SH DFND515,45800
BB&T CORPCOM05493710738,228757,891SH DFND3757,89100
BB&T CORPCOM05493710713,200261,705SH DFND5247,338014,367
BB&T CORPCOM0549371073406,750SH DFND96,75000
BBVA BANCO FRANCES S ASPONSORED ADR07329M10036029,163SH DFND1329,16300
BBVA BANCO FRANCES S ASPONSORED ADR07329M1003,942318,965SH DFND18318,96500
BBVA BANCO FRANCES S ASPONSORED ADR07329M10010,104817,466SH DFND 817,46600
BCE INCCOM NEW05534B760281,8446,957,167SH DFND36,917,167040,000
BCE INCCOM NEW05534B7601613,970SH DFND53,97000
BCE INCCOM NEW05534B76082120,270SH DFND920,27000
BCE INCCOM NEW05534B76014353SH DFND1035300
BCE INCCOM NEW05534B76030,613755,675SH DFND13755,67500
BEACON ROOFING SUPPLY INCCOM07368510941,056963,299SH DFND3963,29900
BEACON ROOFING SUPPLY INCCOM0736851091,03124,200SH DFND524,20000
BECTON DICKINSON & COCOM075887109893,9493,731,630SH DFND33,731,63000
BECTON DICKINSON & COCOM07588710914,41560,174SH DFND560,0740100
BECTON DICKINSON & COPFD SHS CONV A075887208112,8271,824,200SH DFND31,824,20000
BEMIS INCCOM0814371053,84791,151SH DFND591,15100
BERKSHIRE HATHAWAY INC DELCL A08467010851,895184SH DFND318400
BERKSHIRE HATHAWAY INC DELCL A0846701087,89728SH DFND52800
BERKSHIRE HATHAWAY INC DELCL B NEW08467070284450SH DFND345000
BERKSHIRE HATHAWAY INC DELCL B NEW08467070263,628340,894SH DFND5335,82605,068
BERKSHIRE HATHAWAY INC DELCL B NEW0846707022241,200SH DFND91,20000
BERKSHIRE HATHAWAY INC DELCL B NEW0846707023,10816,650SH DFND1316,65000
BEST BUY INCCOM0865161011,94226,034SH DFND326,03400
BEST BUY INCCOM086516101794SH DFND99400
BEST BUY INCCOM0865161011081,443SH DFND101,44300
BEST BUY INCCOM086516101226SH DFND132600
BEST BUY INCCOM0865161011,31117,576SH DFND1514,96102,615
BHP BILLITON PLCSPONSORED ADR05545E20923,576524,495SH DFND3524,49500
BIO RAD LABS INCCL A09057220718,73464,928SH DFND264,92800
BIOGEN INCCOM09062X103324,1531,116,843SH DFND31,116,84300
BIOGEN INCCOM09062X1034,29914,812SH DFND55,41209,400
BIOGEN INCCOM09062X1031655SH DFND95500
BIOGEN INCCOM09062X103130449SH DFND1044900
BIOGEN INCCOM09062X1032,4458,425SH DFND138,42500
BIOGEN INCCOM09062X1032,4388,400SH DFND158,40000
BIOMARIN PHARMACEUTICAL INCCOM09061G101138,4021,469,239SH DFND31,469,23900
BIOMARIN PHARMACEUTICAL INCCOM09061G101550SH DFND55000
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,11622,980SH DFND1522,98000
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,55027,068SH DFND173,862023,206
BIOMARIN PHARMACEUTICAL INCCOM09061G1014,65049,360SH DFND1849,36000
BIOMARIN PHARMACEUTICAL INCCOM09061G10111,810125,370SH DFND20120,67004,700
BIOMARIN PHARMACEUTICAL INCNOTE 1.500%10/109061GAF835,33229,700,000PRN DFND329,700,00000
BIOPHARMX CORPCOM09072X1012,1539,749,615SH DFND39,749,61500
BLACK HILLS CORPCOM09211310953,857879,880SH DFND2811,880068,000
BLACK HILLS CORPCOM09211310949,009800,663SH DFND3800,66300
BLACK HILLS CORPCOM092113109901,469SH DFND5001,469
BLACK HILLS CORPUNIT 99/99/999909211312541,794629,000SH DFND3629,00000
BLACK KNIGHT INCCOM09215C10516,352305,355SH DFND3305,35500
BLACK KNIGHT INCCOM09215C10515275SH DFND527500
BLACK STONE MINERALS L PCOM UNIT09225M10121111,419SH DFND511,41900
BLACKLINE INCCOM09239B10922,479517,600SH DFND3517,60000
BLACKROCK INCCOM09247X101187,874376,470SH DFND3376,47000
BLACKROCK INCCOM09247X101179,515359,721SH DFND5341,213018,508
BLACKROCK INCCOM09247X101483967SH DFND996700
BLACKSTONE GROUP L PCOM UNIT LTD09253U1081,93460,130SH DFND558,97001,160
BLOCK H & R INCCOM09367110561927,193SH DFND327,19300
BLOCK H & R INCCOM0936711054180SH DFND518000
BLOCK H & R INCCOM0936711055219SH DFND921900
BLOCK H & R INCCOM093671105853,711SH DFND103,71100
BLOCK H & R INCCOM09367110589439,231SH DFND1536,95002,281
BLUEBIRD BIO INCCOM09609G10060,959388,400SH DFND3388,40000
BOEING COCOM097023105574,4581,712,268SH DFND31,712,26800
BOEING COCOM09702310521,36663,682SH DFND562,16701,515
BOEING COCOM0970231055881,752SH DFND91,75200
BOEING COCOM097023105322961SH DFND1096100
BOEING COCOM0970231052267SH DFND136700
BOEING COCOM0970231052,1876,518SH DFND154,10002,418
BOOKING HLDGS INCCOM09857L108134,24566,234SH DFND366,23400
BOOKING HLDGS INCCOM09857L1081,070528SH DFND54010127
BOOKING HLDGS INCCOM09857L10817486SH DFND108600
BOOKING HLDGS INCCOM09857L108105SH DFND13500
BOOKING HLDGS INCCOM09857L1082,3721,170SH DFND1716701,003
BOOT BARN HLDGS INCCOM09940610029,3071,412,371SH DFND31,412,37100
BOOT BARN HLDGS INCCOM09940610072334,856SH DFND534,85600
BORGWARNER INCCOM09972410671,3451,653,045SH DFND31,653,04500
BORGWARNER INCCOM0997241061,05424,432SH DFND524,43200
BORGWARNER INCCOM099724106781,804SH DFND15001,804
BOSTON BEER INCCL A10055710737125SH DFND312500
BOSTON BEER INCCL A1005571072,4378,130SH DFND138,13000
BOSTON BEER INCCL A10055710715,60252,060SH DFND2052,06000
BOSTON PROPERTIES INCCOM1011211012411,920SH DFND51,92000
BOSTON PROPERTIES INCCOM10112110120,742165,377SH DFND14165,37700
BP PLCSPONSORED ADR055622104243,6335,335,800SH DFND35,285,800050,000
BP PLCSPONSORED ADR0556221041,90141,626SH DFND541,62600
BP PLCSPONSORED ADR05562210434740SH DFND1374000
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BRANDYWINE RLTY TRSH BEN INT NEW10536820363,8733,783,932SH DFND23,488,1320295,800
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BRIGHTHOUSE FINL INCCOM10922N1031533,824SH DFND33,82400
BRIGHTHOUSE FINL INCCOM10922N1031634,078SH DFND53,8810197
BRIGHTHOUSE FINL INCCOM10922N103150,7233,761,492SH DFND73,761,49200
BRIGHTHOUSE FINL INCCOM10922N1034103SH DFND910300
BRIGHTHOUSE FINL INCCOM10922N103461,150SH DFND101,15000
BRIGHTHOUSE FINL INCCOM10922N10362015,475SH DFND1514,7000775
BRINKER INTL INCCOM109641100123,5652,595,912SH DFND22,394,6080201,304
BRINKER INTL INCCOM10964110013280SH DFND328000
BRISTOL MYERS SQUIBB COCOM110122108182,6883,301,199SH DFND33,301,19900
BRISTOL MYERS SQUIBB COCOM11012210832,889594,308SH DFND5574,697019,611
BRISTOL MYERS SQUIBB COCOM11012210811206SH DFND1320600
BRISTOL MYERS SQUIBB COCOM1101221082,56846,412SH DFND176,623039,789
BRITISH AMERN TOB PLCSPONSORED ADR1104481071322,610SH DFND575401,856
BRITISH AMERN TOB PLCSPONSORED ADR110448107240,3054,763,225SH DFND74,763,22500
BROADCOM INCCOM11135F101178,892737,238SH DFND3737,23800
BROADCOM INCCOM11135F101106,044437,041SH DFND5420,277016,764
BROADCOM INCCOM11135F101149614SH DFND961400
BROADCOM INCCOM11135F101174716SH DFND1071600
BROADCOM INCCOM11135F1017503,090SH DFND15003,090
BROADCOM INCCOM11135F1012,44510,078SH DFND171,43908,639
BROADRIDGE FINL SOLUTIONS INCOM11133T1031,73015,033SH DFND315,03300
BROADRIDGE FINL SOLUTIONS INCOM11133T1031,34011,642SH DFND511,64200
BROADRIDGE FINL SOLUTIONS INCOM11133T10313117SH DFND911700
BROADRIDGE FINL SOLUTIONS INCOM11133T1031241,075SH DFND101,07500
BROADRIDGE FINL SOLUTIONS INCOM11133T1032,26019,639SH DFND1518,7000939
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851042055,057SH DFND35,05700
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851044,216103,946SH DFND544,420059,526
BROOKFIELD ASSET MGMT INCCL A LTD VT SH1125851044,05699,967SH DFND996,83503,132
BROOKFIELD ASSET MGMT INCCL A LTD VT SH112585104513,79012,662,521SH DFND1311,845,8210816,700
BROOKFIELD INFRAST PARTNERSLP INT UNITG162521011,92950,224SH DFND51,474048,750
BROOKFIELD INFRAST PARTNERSLP INT UNITG162521012155,600SH DFND95,60000
BROOKFIELD INFRAST PARTNERSLP INT UNITG1625210118,748488,463SH DFND13488,46300
BROOKFIELD PPTY PARTNERS L PUNIT LTD PARTNG162491071,25165,750SH DFND50065,750
BROOKFIELD PPTY PARTNERS L PUNIT LTD PARTNG1624910728515,000SH DFND915,00000
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BROOKFIELD RENEWABLE PARTNERPARTNERSHIP UNITG1625810893131,000SH DFND50031,000
BROOKFIELD RENEWABLE PARTNERPARTNERSHIP UNITG162581082668,850SH DFND98,85000
BROOKFIELD RENEWABLE PARTNERPARTNERSHIP UNITG1625810822,261741,385SH DFND13741,38500
BROWN FORMAN CORPCL B11563720980,6501,645,592SH DFND31,645,59200
BROWN FORMAN CORPCL B115637209125SH DFND132500
BRYN MAWR BK CORPCOM11766510952,0841,124,934SH DFND21,039,495085,439
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BUNGE LIMITEDCOMG1696210514,047201,500SH DFND2201,50000
BUNGE LIMITEDCOMG16962105328,4394,711,510SH DFND34,711,51000
BUNGE LIMITEDCOMG169621056869,845SH DFND58,67001,175
BURLINGTON STORES INCCOM12201710642,731283,870SH DFND3283,87000
BURLINGTON STORES INCCOM1220171061175SH DFND57500
BWX TECHNOLOGIES INCCOM05605H100113,3451,818,758SH DFND31,818,75800
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091,10713,233SH DFND313,23300
C H ROBINSON WORLDWIDE INCCOM NEW12541W209871,040SH DFND15001,040
C&J ENERGY SVCS INC NEWCOM12674R1005,249222,401SH DFND3222,40100
CA INCCOM12673P10589625,128SH DFND325,12800
CA INCCOM12673P105262,7497,370,265SH DFND77,370,26500
CA INCCOM12673P105942,623SH DFND15002,623
CABLE ONE INCCOM12685J10558,73780,100SH DFND380,10000
CABOT OIL & GAS CORPCOM12709710399,0134,160,229SH DFND34,160,22900
CABOT OIL & GAS CORPCOM12709710344,6531,876,171SH DFND51,819,364056,807
CADENCE DESIGN SYSTEM INCCOM12738710822,577521,298SH DFND3521,29800
CADENCE DESIGN SYSTEM INCCOM127387108431,000SH DFND51,00000
CADENCE DESIGN SYSTEM INCCOM1273871088186SH DFND918600
CADENCE DESIGN SYSTEM INCCOM12738710835800SH DFND1080000
CADENCE DESIGN SYSTEM INCCOM127387108134SH DFND133400
CADENCE DESIGN SYSTEM INCCOM1273871081,25228,900SH DFND1528,90000
CALERES INCCOM129500104108,3353,150,192SH DFND22,919,0450231,147
CALERES INCCOM12950010421615SH DFND361500
CALLON PETE CO DELCOM13123X10244,9734,187,404SH DFND34,187,40400
CALLON PETE CO DELCOM13123X10277071,700SH DFND571,70000
CAMBREX CORPCOM13201110712,107231,483SH DFND2213,621017,862
CAMDEN PPTY TRSH BEN INT13313110218,349201,345SH DFND14201,34500
CAMECO CORPCOM13321L10882173,000SH DFND273,00000
CAMPBELL SOUP COCOM13442910963415,635SH DFND315,63500
CAMPBELL SOUP COCOM1344291092536,230SH DFND56,23000
CAMPBELL SOUP COCOM1344291098187SH DFND918700
CAMPBELL SOUP COCOM13442910940975SH DFND1097500
CAMPBELL SOUP COCOM134429109010SH DFND131000
CAMPBELL SOUP COCOM1344291091,26131,100SH DFND1531,10000
CANADA GOOSE HOLDINGS INCSHS SUB VTG1350861064,71980,200SH DFND1380,20000
CANADA GOOSE HOLDINGS INCSHS SUB VTG13508610627,668470,300SH DFND20470,30000
CANADIAN NAT RES LTDCOM13638510116,232449,610SH DFND3449,61000
CANADIAN NAT RES LTDCOM1363851011,40538,900SH DFND538,90000
CANADIAN NAT RES LTDCOM1363851012,42367,102SH DFND966,4520650
CANADIAN NAT RES LTDCOM136385101129,4753,586,329SH DFND133,389,6290196,700
CANADIAN NATL RY COCOM13637510282,2021,005,533SH DFND31,005,53300
CANADIAN NATL RY COCOM13637510211,494140,577SH DFND5138,17702,400
CANADIAN NATL RY COCOM1363751024,39053,650SH DFND952,35201,298
CANADIAN NATL RY COCOM136375102493,8686,036,485SH DFND135,676,9690359,516
CANADIAN PAC RY LTDCOM13645T10091,842501,814SH DFND3501,81400
CANADIAN PAC RY LTDCOM13645T1001,94510,614SH DFND510,61400
CANADIAN PAC RY LTDCOM13645T1002,28212,449SH DFND912,0990350
CANADIAN PAC RY LTDCOM13645T100297,5051,623,045SH DFND131,514,5390108,506
CAPITAL ONE FINL CORPCOM14040H10510,660116,000SH DFND2116,00000
CAPITAL ONE FINL CORPCOM14040H1053323,617SH DFND33,61700
CAPITAL ONE FINL CORPCOM14040H1051,60917,513SH DFND517,51300
CAPITAL ONE FINL CORPCOM14040H105609,8356,635,851SH DFND76,635,85100
CAPITAL ONE FINL CORPCOM14040H10529316SH DFND931600
CAPITAL ONE FINL CORPCOM14040H1052,22324,160SH DFND1024,16000
CAPITAL ONE FINL CORPCOM14040H10520,713225,390SH DFND11225,39000
CAPITAL ONE FINL CORPCOM14040H10541,478451,338SH DFND13451,33800
CAPITAL ONE FINL CORPCOM14040H10527,767302,102SH DFND15298,08404,018
CAPITAL ONE FINL CORPCOM14040H1052,33325,384SH DFND173,622021,762
CAPITAL ONE FINL CORPCOM14040H10522,801248,107SH DFND182,1800245,927
CAPITAL ONE FINL CORPCOM14040H105426,1344,636,933SH DFND194,607,7902,08327,060
CAPITAL ONE FINL CORPCOM14040H10563,139687,041SH DFND20627,721059,320
CARA THERAPEUTICS INCCOM1407551098,627450,500SH DFND3450,50000
CARDINAL HEALTH INCCOM14149Y1083777,725SH DFND57,72500
CARDINAL HEALTH INCCOM14149Y1081212,474SH DFND15002,474
CARDINAL HEALTH INCCOM14149Y108229,5214,700,414SH DFND194,669,5672,23728,610
CARDINAL HEALTH INCCOM14149Y1082,75356,370SH DFND2056,37000
CARGURUS INCCOM CL A1417881095,291152,300SH DFND3152,30000
CARLISLE COS INCCOM14233910025,393234,451SH DFND2216,751017,700
CARLISLE COS INCCOM14233910059,004544,774SH DFND3544,77400
CARMAX INCCOM1431301022523,461SH DFND53,46100
CARNIVAL CORPUNIT 99/99/999914365830070,1511,224,069SH DFND31,224,06900
CARNIVAL CORPUNIT 99/99/999914365830017300SH DFND530000
CARNIVAL CORPUNIT 99/99/99991436583001602,795SH DFND15002,795
CARPENTER TECHNOLOGY CORPCOM14428510368,3741,300,619SH DFND21,199,9880100,631
CARTER INCCOM1462291093773,479SH DFND33,47900
CASEYS GEN STORES INCCOM1475281032292,176SH DFND32,17600
CATALENT INCCOM148806102142,6703,405,819SH DFND33,405,81900
CATERPILLAR INC DELCOM14912310174,619550,000SH DFND3550,00000
CATERPILLAR INC DELCOM1491231019,69871,484SH DFND570,03701,447
CATERPILLAR INC DELCOM1491231011072SH DFND137200
CAVIUM INCCOM14964U1086257,230SH DFND37,23000
CBOE GLOBAL MARKETS INCCOM12503M10835,072337,000SH DFND3337,00000
CBOE GLOBAL MARKETS INCCOM12503M10812,835123,328SH DFND5121,01802,310
CBRE GROUP INCCL A12504L10936,976774,520SH DFND3774,52000
CBRE GROUP INCCL A12504L109481,000SH DFND51,00000
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CBRE GROUP INCCL A12504L1091,75736,800SH DFND1536,80000
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CBS CORP NEWCL B12485720242740SH DFND374000
CBS CORP NEWCL B1248572023826,788SH DFND56,0000788
CBS CORP NEWCL B124857202699SH DFND99900
CBS CORP NEWCL B12485720224425SH DFND1042500
CBS CORP NEWCL B124857202351SH DFND135100
CBS CORP NEWCL B12485720287115,500SH DFND1515,50000
CDK GLOBAL INCCOM12508E10115,492238,149SH DFND3238,14900
CDK GLOBAL INCCOM12508E10191714,103SH DFND514,10300
CDK GLOBAL INCCOM12508E1017100SH DFND910000
CDK GLOBAL INCCOM12508E10128425SH DFND1042500
CDK GLOBAL INCCOM12508E10192414,200SH DFND1514,20000
CDN IMPERIAL BK COMM TORONTOCOM1360691017879,048SH DFND39,04800
CDN IMPERIAL BK COMM TORONTOCOM1360691012,07723,872SH DFND523,87200
CDN IMPERIAL BK COMM TORONTOCOM1360691013,46739,840SH DFND938,9400900
CDN IMPERIAL BK COMM TORONTOCOM136069101383,0254,402,007SH DFND134,175,9070226,100
CELANESE CORP DELCOM SER A150870103139,0471,252,000SH DFND31,252,00000
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CELANESE CORP DELCOM SER A1508701032,42221,810SH DFND173,112018,698
CELESTICA INCSUB VTG SHS15101Q1086,032507,206SH DFND13507,20600
CELGENE CORPCOM15102010424,803312,300SH DFND1312,30000
CELGENE CORPCOM151020104357,0604,496,199SH DFND34,496,19900
CELGENE CORPCOM151020104116,6021,468,165SH DFND51,406,395061,770
CELGENE CORPCOM15102010461772SH DFND977200
CELGENE CORPCOM15102010485110,795SH DFND1010,79500
CELGENE CORPCOM1510201047,12689,730SH DFND1189,73000
CELGENE CORPCOM15102010417,294217,751SH DFND13217,75100
CELGENE CORPCOM15102010417,704223,449SH DFND15223,44900
CELGENE CORPCOM15102010412,334155,300SH DFND1822,6000132,700
CELGENE CORPCOM151020104125,5701,581,084SH DFND191,572,0106748,400
CELGENE CORPCOM15102010449,484623,070SH DFND20404,6800218,390
CELGENE CORPCOM15102010457712SH DFND 71200
CEMEX SAB DE CVSPON ADR NEW1512908893,979606,600SH DFND3606,60000
CEMEX SAB DE CVNOTE 3.720% 3/1151290BT948,29748,000,000PRN DFND348,000,00000
CENOVUS ENERGY INCCOM15135U109312,958SH DFND32,95800
CENOVUS ENERGY INCCOM15135U109272,644SH DFND92,64400
CENOVUS ENERGY INCCOM15135U10938136,690SH DFND1336,69000
CENOVUS ENERGY INCCOM15135U10966,8356,434,882SH DFND195,701,600102,518630,764
CENOVUS ENERGY INCCOM15135U10921,0012,021,902SH DFND202,021,90200
CENTENE CORP DELCOM15135B10127,784225,500SH DFND3225,50000
CENTENE CORP DELCOM15135B10199800SH DFND580000
CENTERPOINT ENERGY INCCOM15189T107141,9535,122,800SH DFND35,122,80000
CENTERPOINT ENERGY INCCOM15189T107281,000SH DFND5001,000
CENTURYLINK INCCOM156700106231,234SH DFND51,23400
CENTURYLINK INCCOM1567001061709,109SH DFND15009,109
CERIDIAN HCM HLDG INCCOM15677J1086,011181,100SH DFND3181,10000
CERNER CORPCOM15678210433,099553,581SH DFND3553,58100
CERNER CORPCOM15678210415,254255,129SH DFND5241,471013,658
CERNER CORPCOM15678210416265SH DFND926500
CF INDS HLDGS INCCOM1252691001,64136,960SH DFND1836,96000
CF INDS HLDGS INCCOM1252691004319,710SH DFND20009,710
CHARTER COMMUNICATIONS INC NCL A16119P10873,761251,557SH DFND3251,55700
CHARTER COMMUNICATIONS INC NCL A16119P1081,4995,111SH DFND55,11100
CHARTER COMMUNICATIONS INC NCL A16119P108848,0952,892,448SH DFND72,892,44800
CHARTER COMMUNICATIONS INC NCL A16119P108166565SH DFND1056500
CHARTER COMMUNICATIONS INC NCL A16119P1082,6098,898SH DFND171,27007,628
CHECK POINT SOFTWARE TECH LTORDM2246510464653SH DFND365300
CHECK POINT SOFTWARE TECH LTORDM22465104991SH DFND59100
CHECK POINT SOFTWARE TECH LTORDM22465104568,3735,818,726SH DFND75,818,72600
CHECK POINT SOFTWARE TECH LTORDM22465104444SH DFND94400
CHECK POINT SOFTWARE TECH LTORDM2246510422225SH DFND1022500
CHECK POINT SOFTWARE TECH LTORDM224651046746,900SH DFND156,90000
CHEMICAL FINL CORPCOM163731102138,5122,488,082SH DFND22,296,2150191,867
CHEMICAL FINL CORPCOM16373110233,517602,068SH DFND3602,06800
CHEMICAL FINL CORPCOM1637311027,419133,273SH DFND5130,82302,450
CHEMOCENTRYX INCCOM16383L10619,9551,515,197SH DFND31,515,19700
CHENIERE ENERGY INCCOM NEW16411R2082,73541,950SH DFND1441,95000
CHESAPEAKE ENERGY CORPNOTE 5.500% 9/1165167CY1157,957155,000,000PRN DFND3155,000,00000
CHEVRON CORP NEWCOM16676410020,659163,400SH DFND2163,40000
CHEVRON CORP NEWCOM166764100959,7127,590,853SH DFND37,565,853025,000
CHEVRON CORP NEWCOM166764100122,742970,827SH DFND5939,614031,213
CHEVRON CORP NEWCOM1667641006605,218SH DFND95,21800
CHIMERA INVT CORPCOM NEW16934Q20821411,708SH DFND311,70800
CHINA LIFE INS CO LTDSPON ADR REP H16939P10612945SH DFND1394500
CHINA LIFE INS CO LTDSPON ADR REP H16939P106169SH DFND196900
CHINA LIFE INS CO LTDSPON ADR REP H16939P1066,598516,300SH DFND20516,30000
CHINA MOBILE LIMITEDSPONSORED ADR16941M10952111,739SH DFND511,73900
CHINA MOBILE LIMITEDSPONSORED ADR16941M10912265SH DFND1326500
CHINA MOBILE LIMITEDSPONSORED ADR16941M109129SH DFND192900
CHINA MOBILE LIMITEDSPONSORED ADR16941M1095,656127,422SH DFND20127,42200
CHINA TELECOM CORP LTDSPON ADR H SHS16942610313285SH DFND1328500
CHINA TELECOM CORP LTDSPON ADR H SHS16942610368,0861,466,433SH DFND191,454,45883111,144
CHINA TELECOM CORP LTDSPON ADR H SHS1694261039,411202,696SH DFND20202,69600
CHIPOTLE MEXICAN GRILL INCCOM16965610552120SH DFND512000
CHIPOTLE MEXICAN GRILL INCCOM169656105163379SH DFND1737900
CHOICE HOTELS INTL INCCOM1699051062122,809SH DFND32,80900
CHUBB LIMITEDCOMH1467J10410,94086,132SH DFND286,13200
CHUBB LIMITEDCOMH1467J1045,16040,627SH DFND340,62700
CHUBB LIMITEDCOMH1467J104116,773919,327SH DFND5877,393041,934
CHUBB LIMITEDCOMH1467J104460,6363,626,489SH DFND73,626,48900
CHUBB LIMITEDCOMH1467J10472565SH DFND956500
CHUBB LIMITEDCOMH1467J10416,974133,629SH DFND20133,62900
CHURCH & DWIGHT INCCOM17134010245,596857,704SH DFND3857,70400
CHURCH & DWIGHT INCCOM17134010229,672558,173SH DFND5528,524029,649
CHURCH & DWIGHT INCCOM171340102127SH DFND132700
CIGNA CORPORATIONCOM1255091092251,326SH DFND31,32600
CIGNA CORPORATIONCOM1255091095,83134,309SH DFND529,00905,300
CIGNA CORPORATIONCOM125509109528SH DFND132800
CIGNA CORPORATIONCOM1255091092,32513,678SH DFND171,951011,727
CIMAREX ENERGY COCOM1717981017427,289SH DFND57,28900
CIMAREX ENERGY COCOM17179810110100SH DFND910000
CIMAREX ENERGY COCOM1717981011291,265SH DFND101,26500
CIMAREX ENERGY COCOM1717981011,80917,784SH DFND1517,0000784
CINTAS CORPCOM172908105329,5401,780,623SH DFND31,780,62300
CINTAS CORPCOM1729081052261,220SH DFND51,22000
CISCO SYS INCCOM17275R102225,2795,235,405SH DFND35,235,40500
CISCO SYS INCCOM17275R10240,244935,253SH DFND5912,810022,443
CISCO SYS INCCOM17275R102803,69518,677,590SH DFND718,677,59000
CISCO SYS INCCOM17275R10259713,867SH DFND913,86700
CISCO SYS INCCOM17275R1023,87790,100SH DFND1390,10000
CISCO SYS INCCOM17275R10287920,423SH DFND150020,423
CIT GROUP INCCOM NEW12558180111,877235,600SH DFND2235,60000
CIT GROUP INCCOM NEW125581801436,8318,665,604SH DFND78,665,60400
CIT GROUP INCCOM NEW125581801511,018SH DFND15001,018
CITIGROUP INCCOM NEW17296742412,293183,700SH DFND2183,70000
CITIGROUP INCCOM NEW17296742475511,281SH DFND511,28100
CITIGROUP INCCOM NEW172967424704,09510,521,463SH DFND710,521,46300
CITIGROUP INCCOM NEW1729674242,19132,740SH DFND1032,74000
CITIGROUP INCCOM NEW17296742422,054329,553SH DFND11329,55300
CITIGROUP INCCOM NEW17296742438,986582,582SH DFND13582,58200
CITIGROUP INCCOM NEW17296742439,061584,200SH DFND15570,929013,271
CITIGROUP INCCOM NEW17296742428,724429,230SH DFND183,7200425,510
CITIGROUP INCCOM NEW172967424686,22610,254,429SH DFND1910,195,9884,75153,690
CITIGROUP INCCOM NEW17296742470,5781,054,666SH DFND20964,186090,480
CITIGROUP INCCOM NEW17296742456832SH DFND 83200
CITIZENS FINL GROUP INCCOM17461010514,444371,300SH DFND2371,30000
CITIZENS FINL GROUP INCCOM1746101058215SH DFND521500
CITIZENS FINL GROUP INCCOM174610105807,28720,752,822SH DFND720,752,82200
CITRIX SYS INCCOM1773761001,29612,358SH DFND511,4580900
CITRIX SYS INCCOM177376100217SH DFND131700
CITRIX SYS INCCOM1773761001951,860SH DFND171,86000
CLOROX CO DELCOM1890541092,13015,748SH DFND315,74800
CLOROX CO DELCOM1890541092,71420,067SH DFND520,06700
CLOROX CO DELCOM189054109214SH DFND131400
CLOROX CO DELCOM189054109128945SH DFND1500945
CLOUD PEAK ENERGY INCCOM18911Q1022,024580,000SH DFND2580,00000
CLOVIS ONCOLOGY INCCOM189464100102,3032,250,034SH DFND32,250,03400
CLOVIS ONCOLOGY INCCOM1894641002555,600SH DFND55,60000
CLOVIS ONCOLOGY INCCOM18946410040889SH DFND1088900
CLOVIS ONCOLOGY INCNOTE 1.250% 5/0189464AC429,56932,000,000PRN DFND332,000,00000
CME GROUP INCCOM CL A12572Q10557346SH DFND334600
CME GROUP INCCOM CL A12572Q105116705SH DFND570500
CME GROUP INCCOM CL A12572Q10578475SH DFND1047500
CMS ENERGY CORPCOM125896100245,8565,200,000SH DFND35,200,00000
CMS ENERGY CORPCOM12589610009SH DFND5900
CMS ENERGY CORPCOM125896100233SH DFND133300
CMS ENERGY CORPCOM1258961003,87281,900SH DFND1481,90000
CNH INDL N VSHSN2094410942339,834SH DFND339,83400
CNH INDL N VSHSN20944109187,26417,621,028SH DFND717,621,02800
COCA COLA COCOM191216100451,72110,299,162SH DFND310,249,162050,000
COCA COLA COCOM19121610023,675539,792SH DFND5509,227030,565
COCA COLA COCOM19121610022,778519,334SH DFND13519,33400
COGNEX CORPCOM192422103139,7243,132,131SH DFND33,132,13100
COGNEX CORPCOM1924221033,81485,506SH DFND585,0810425
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610282,4511,043,811SH DFND31,043,81100
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021,80722,870SH DFND51,270021,600
COGNIZANT TECHNOLOGY SOLUTIOCL A192446102795,79710,074,667SH DFND710,074,66700
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610238,387486,000SH DFND8486,00000
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610243545SH DFND954500
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461021742,200SH DFND102,20000
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461023,72847,192SH DFND1542,50004,692
COHERENT INCCOM19247910323,692151,464SH DFND2139,751011,713
COHERENT INCCOM1924791039,38560,000SH DFND360,00000
COHU INCCOM19257610632,3431,319,586SH DFND21,218,7780100,808
COLGATE PALMOLIVE COCOM194162103294,6194,545,887SH DFND34,545,88700
COLGATE PALMOLIVE COCOM19416210313,433207,260SH DFND5205,33501,925
COLGATE PALMOLIVE COCOM1941621037105SH DFND1310500
COLLEGIUM PHARMACEUTICAL INCCOM19459J10433,4431,402,242SH DFND31,402,24200
COLLEGIUM PHARMACEUTICAL INCCOM19459J10424310,200SH DFND510,20000
COLUMBIA BKG SYS INCCOM197236102129,3843,163,426SH DFND22,916,6260246,800
COLUMBIA BKG SYS INCCOM1972361023,60388,096SH DFND788,09600
COLUMBIA SPORTSWEAR COCOM1985161064,78052,259SH DFND1352,25900
COLUMBIA SPORTSWEAR COCOM19851610630,493333,370SH DFND20333,37000
COMCAST CORP NEWCL A20030N101356,94110,879,040SH DFND310,814,040065,000
COMCAST CORP NEWCL A20030N10183,6982,550,984SH DFND52,429,8180121,166
COMCAST CORP NEWCL A20030N101394,83412,033,983SH DFND712,033,98300
COMCAST CORP NEWCL A20030N10156617,255SH DFND917,25500
COMCAST CORP NEWCL A20030N1011,77954,280SH DFND1054,28000
COMCAST CORP NEWCL A20030N10117,273526,460SH DFND11526,46000
COMCAST CORP NEWCL A20030N10138,4041,170,488SH DFND131,170,48800
COMCAST CORP NEWCL A20030N10120,392622,633SH DFND15594,920027,713
COMCAST CORP NEWCL A20030N10124,516747,220SH DFND1886,5200660,700
COMCAST CORP NEWCL A20030N101381,24111,619,669SH DFND1911,550,8745,07563,720
COMCAST CORP NEWCL A20030N10158,5231,783,701SH DFND201,631,1710152,530
COMMSCOPE HLDG CO INCCOM20337X109511,730SH DFND5001,730
COMMSCOPE HLDG CO INCCOM20337X1091,10037,750SH DFND1037,75000
COMMSCOPE HLDG CO INCCOM20337X10913,011445,500SH DFND11445,50000
COMMSCOPE HLDG CO INCCOM20337X10925,785882,910SH DFND13882,91000
COMMSCOPE HLDG CO INCCOM20337X10911,674401,018SH DFND15401,01800
COMMSCOPE HLDG CO INCCOM20337X10915,601534,200SH DFND185,3000528,900
COMMSCOPE HLDG CO INCCOM20337X109207,2467,096,260SH DFND197,057,7603,10035,400
COMMSCOPE HLDG CO INCCOM20337X10953,9971,848,900SH DFND201,742,8000106,100
COMMUNITY BK SYS INCCOM20360710638640SH DFND364000
COMMUNITY BK SYS INCCOM2036071062364,000SH DFND54,00000
COMPANIA CERVECERIAS UNIDASSPONSORED ADR20442910427,0991,086,581SH DFND121,086,58100
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR2044481042,782204,130SH DFND13204,13000
COMPANIA DE MINAS BUENAVENTUSPONSORED ADR204448104137,24210,069,414SH DFND189,765,7490303,665
CONAGRA BRANDS INCCOM2058871023058,550SH DFND57,55001,000
CONAGRA BRANDS INCCOM205887102250SH DFND135000
CONCERT PHARMACEUTICALS INCCOM2060221059,711577,035SH DFND3577,03500
CONCHO RES INCCOM20605P10160,586437,920SH DFND3437,92000
CONCHO RES INCCOM20605P1013,80927,535SH DFND527,4250110
CONNECTICUT WTR SVC INCCOM20779710110,958167,759SH DFND2144,259023,500
CONNECTICUT WTR SVC INCCOM20779710178412,000SH DFND1412,00000
CONOCOPHILLIPSCOM20825C10412,824184,200SH DFND3184,20000
CONOCOPHILLIPSCOM20825C1042,85340,978SH DFND538,77802,200
CONOCOPHILLIPSCOM20825C1045487,870SH DFND107,87000
CONOCOPHILLIPSCOM20825C1046,59994,780SH DFND1194,78000
CONOCOPHILLIPSCOM20825C10414,915214,241SH DFND13214,24100
CONOCOPHILLIPSCOM20825C10411,137160,826SH DFND15152,09308,733
CONOCOPHILLIPSCOM20825C1041,40320,150SH DFND1820,15000
CONOCOPHILLIPSCOM20825C104213,2143,062,544SH DFND193,050,0501,70410,790
CONOCOPHILLIPSCOM20825C1049,548137,145SH DFND20112,665024,480
CONSOLIDATED EDISON INCCOM209115104102,3241,312,185SH DFND31,312,18500
CONSOLIDATED EDISON INCCOM20911510480810,363SH DFND510,36300
CONSOLIDATED EDISON INCCOM209115104336SH DFND133600
CONSTELLATION BRANDS INCCL A21036P108230,2991,051,364SH DFND31,051,36400
CONSTELLATION BRANDS INCCL A21036P10851,656236,011SH DFND5223,047012,964
CONSTELLATION BRANDS INCCL A21036P1082211,012SH DFND91,01200
CONSTELLATION BRANDS INCCL A21036P1082841,299SH DFND101,29900
CONSTELLATION BRANDS INCCL A21036P1083,78017,269SH DFND1317,26900
CONTINENTAL MATLS CORPCOM PAR $0.252116153071,750108,712SH DFND2108,71200
CONTINENTAL RESOURCES INCCOM2120151014026,200SH DFND56,20000
CONTINENTAL RESOURCES INCCOM21201510149760SH DFND1500760
COOPER COS INCCOM NEW2166484025062,150SH DFND32,15000
COOPER COS INCCOM NEW2166484021771SH DFND57100
COOPER COS INCCOM NEW21664840215SH DFND13500
COOPER TIRE & RUBR COCOM2168311077,469284,000SH DFND2284,00000
COOPER TIRE & RUBR COCOM21683110715580SH DFND358000
COPA HOLDINGS SACL AP310761051531,613SH DFND31,61300
COPA HOLDINGS SACL AP3107610571750SH DFND575000
COPA HOLDINGS SACL AP310761059,33098,606SH DFND1298,60600
COPART INCCOM21720410675113,270SH DFND313,27000
CORE LABORATORIES N VCOMN2271710731,250247,600SH DFND5247,60000
CORE LABORATORIES N VCOMN227171074,22833,500SH DFND1133,50000
CORE LABORATORIES N VCOMN2271710722,705179,900SH DFND14148,400031,500
CORESITE RLTY CORPCOM21870Q10539,849359,580SH DFND3359,58000
CORESITE RLTY CORPCOM21870Q1059538,600SH DFND58,60000
CORESITE RLTY CORPCOM21870Q10514,272128,786SH DFND14128,78600
CORIUM INTL INCCOM21887L10716,2522,028,929SH DFND32,028,92900
CORIUM INTL INCCOM21887L10724530,631SH DFND530,63100
CORMEDIX INCCOM21900C10053223,254SH DFND17223,25400
CORNING INCCOM21935010537,1991,352,200SH DFND21,352,20000
CORNING INCCOM2193501055,364195,000SH DFND3195,00000
CORNING INCCOM2193501053,194116,095SH DFND5101,363014,732
COSTAR GROUP INCCOM22160N109344,069833,831SH DFND3833,83100
COSTAR GROUP INCCOM22160N10932,51578,800SH DFND578,80000
COSTAR GROUP INCCOM22160N109328794SH DFND1079400
COSTAR GROUP INCCOM22160N1093,8379,300SH DFND119,30000
COSTAR GROUP INCCOM22160N10921,67152,520SH DFND1442,92009,600
COSTCO WHSL CORP NEWCOM22160K1055,24125,081SH DFND325,08100
COSTCO WHSL CORP NEWCOM22160K105109,704524,952SH DFND5506,007018,945
COSTCO WHSL CORP NEWCOM22160K1051050SH DFND135000
COTY INCCOM CL A222070203282,005SH DFND32,00500
COTY INCCOM CL A222070203563,965SH DFND5003,965
COTY INCCOM CL A2220702031,551110,160SH DFND10110,16000
COTY INCCOM CL A22207020311,611823,510SH DFND11823,51000
COTY INCCOM CL A22207020334,7312,463,184SH DFND132,463,18400
COTY INCCOM CL A22207020317,1531,220,973SH DFND151,220,97300
COTY INCCOM CL A22207020318,0951,283,340SH DFND18392,7200890,620
COTY INCCOM CL A222070203465,55533,018,113SH DFND1932,841,42014,593162,100
COTY INCCOM CL A22207020343,0413,052,554SH DFND202,795,9540256,600
COUNTY BANCORP INCCOM2219071081,37550,000SH DFND250,00000
COUSINS PPTYS INCCOM2227951069,9641,028,300SH DFND141,028,30000
COVANTA HLDG CORPCOM22282E10243126,100SH DFND50026,100
CREDICORP LTDCOMG2519Y1081,0584,700SH DFND14,70000
CREDICORP LTDCOMG2519Y10837,688167,411SH DFND12167,41100
CREDICORP LTDCOMG2519Y1084381,944SH DFND131,94400
CREDICORP LTDCOMG2519Y1081,1585,143SH DFND185,14300
CREDICORP LTDCOMG2519Y10812,24854,407SH DFND 54,40700
CREDIT ACCEP CORP MICHCOM2253101011955SH DFND35500
CREDIT ACCEP CORP MICHCOM225310101187528SH DFND552800
CREDIT ACCEP CORP MICHCOM2253101012,4987,068SH DFND171,00906,059
CRESCENT PT ENERGY CORPCOM22576C101121,569SH DFND31,56900
CRESCENT PT ENERGY CORPCOM22576C101211,23728,737,843SH DFND728,737,84300
CRESCENT PT ENERGY CORPCOM22576C1011100SH DFND910000
CRESCENT PT ENERGY CORPCOM22576C10146763,500SH DFND1363,50000
CRH PLCADR12626K20383623,660SH DFND1323,66000
CRH PLCADR12626K203137SH DFND193700
CRH PLCADR12626K20313,376378,380SH DFND20378,38000
CRISPR THERAPEUTICS AGNAMEN AKTH1718210842,353720,783SH DFND3720,78300
CRISPR THERAPEUTICS AGNAMEN AKTH17182108591,000SH DFND51,00000
CROWN CASTLE INTL CORP NEWCOM22822V1014954,587SH DFND54,58700
CSX CORPCOM1264081032,52939,655SH DFND538,63401,021
CSX CORPCOM1264081033986,236SH DFND15006,236
CTI BIOPHARMA CORPCOM NEW12648L60117,2923,472,300SH DFND33,472,30000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10060412,674SH DFND312,67400
CTRIP COM INTL LTDAMERICAN DEP SHS22943F1001,11223,338SH DFND823,33800
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10060012,500SH DFND1012,50000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10057612,100SH DFND1312,10000
CTRIP COM INTL LTDAMERICAN DEP SHS22943F10040,071841,302SH DFND18841,30200
CTRIP COM INTL LTDNOTE 1.250% 9/122943FAM265,63563,600,000PRN DFND363,600,00000
CUBESMARTCOM22966310912,125376,329SH DFND14376,32900
CUBIC CORPCOM22966910637,709587,372SH DFND3587,37200
CUBIC CORPCOM22966910693714,600SH DFND514,60000
CULLEN FROST BANKERS INCCOM2298991097707,116SH DFND57,11600
CUMMINS INCCOM231021106329,3842,476,574SH DFND32,461,574015,000
CUMMINS INCCOM23102110618,559139,538SH DFND5136,19403,344
CVS HEALTH CORPCOM126650100222,5723,458,769SH DFND33,458,76900
CVS HEALTH CORPCOM12665010020,652320,925SH DFND5309,845011,080
CVS HEALTH CORPCOM126650100505,7627,859,509SH DFND77,859,50900
CVS HEALTH CORPCOM1266501001512,354SH DFND92,35400
CVS HEALTH CORPCOM1266501005718,874SH DFND108,87400
CVS HEALTH CORPCOM1266501002,89745,015SH DFND1345,01500
CVS HEALTH CORPCOM1266501001,82728,387SH DFND1520,10008,287
CVS HEALTH CORPCOM1266501001,59324,748SH DFND2024,74800
CVS HEALTH CORPCOM12665010022335SH DFND 33500
CYMABAY THERAPEUTICS INCCOM23257D10324,1391,798,700SH DFND31,798,70000
CYRUSONE INCCOM23283R1005,77899,000SH DFND1499,00000
CYTOMX THERAPEUTICS INCCOM23284F1057,626333,576SH DFND3333,57600
D R HORTON INCCOM23331A1092125,175SH DFND35,17500
D R HORTON INCCOM23331A1091082,636SH DFND15002,636
DANAHER CORP DELCOM235851102145,7981,477,478SH DFND31,477,47800
DANAHER CORP DELCOM235851102134,3191,361,153SH DFND51,317,791043,362
DANAHER CORP DELCOM2358511021191,208SH DFND91,20800
DANAHER CORP DELCOM2358511024,14542,000SH DFND1142,00000
DANAHER CORP DELCOM23585110219,970202,370SH DFND14168,870033,500
DARDEN RESTAURANTS INCCOM2371941051,35412,646SH DFND312,64600
DARDEN RESTAURANTS INCCOM2371941053673,428SH DFND53,42800
DARDEN RESTAURANTS INCCOM2371941051071,003SH DFND15001,003
DAVE & BUSTERS ENTMT INCCOM23833710918,436387,310SH DFND3387,31000
DAVE & BUSTERS ENTMT INCCOM2383371094008,400SH DFND58,40000
DEERE & COCOM24419910570,089501,350SH DFND3501,35000
DEERE & COCOM2441991052,31616,565SH DFND516,56500
DEERE & COCOM2441991052,99221,400SH DFND1321,40000
DELL TECHNOLOGIES INCCOM CL V24703L1031,23314,583SH DFND514,4280155
DELL TECHNOLOGIES INCCOM CL V24703L103232,0222,743,219SH DFND72,743,21900
DELMAR PHARMACEUTICALS INCCOM NEW247078207551804,000SH DFND3804,00000
DELPHI TECHNOLOGIES PLCSHSG2709G1071914,200SH DFND24,20000
DELPHI TECHNOLOGIES PLCSHSG2709G1074389,640SH DFND59,3740266
DELTA AIR LINES INC DELCOM NEW2473617022,34047,236SH DFND347,23600
DELTA AIR LINES INC DELCOM NEW24736170214275SH DFND527500
DELTA AIR LINES INC DELCOM NEW24736170210204SH DFND920400
DELTA AIR LINES INC DELCOM NEW2473617021102,229SH DFND102,22900
DELTA AIR LINES INC DELCOM NEW2473617021,55831,453SH DFND1529,50001,953
DELTA APPAREL INCCOM2473681037,601392,800SH DFND2392,80000
DENTSPLY SIRONA INCCOM24906P10959513,600SH DFND213,60000
DENTSPLY SIRONA INCCOM24906P10986,1841,969,014SH DFND31,969,01400
DENTSPLY SIRONA INCCOM24906P1092716,193SH DFND56,19300
DEPOMED INCNOTE 2.500% 9/0249908AA213,95117,000,000PRN DFND317,000,00000
DERMIRA INCCOM24983L10417,7081,924,800SH DFND31,924,80000
DERMIRA INCNOTE 3.000% 5/124983LAB035,76043,250,000PRN DFND343,250,00000
DESCARTES SYS GROUP INCCOM24990610851,4421,578,650SH DFND131,459,1500119,500
DEUTSCHE BANK AGNAMEN AKTD1819089833130,696SH DFND330,69600
DEUTSCHE BANK AGNAMEN AKTD18190898122,18411,340,042SH DFND711,340,04200
DEVON ENERGY CORP NEWCOM25179M1032816,383SH DFND56,38300
DEVON ENERGY CORP NEWCOM25179M1031633,750SH DFND103,75000
DEVON ENERGY CORP NEWCOM25179M1035,458124,150SH DFND11124,15000
DEVON ENERGY CORP NEWCOM25179M1033,20973,000SH DFND1373,00000
DEVON ENERGY CORP NEWCOM25179M1037,567172,124SH DFND15172,12400
DEVON ENERGY CORP NEWCOM25179M1032465,590SH DFND195,59000
DEVON ENERGY CORP NEWCOM25179M1037,873179,100SH DFND20136,600042,500
DEXCOM INCCOM25213110767,151706,997SH DFND3706,99700
DEXCOM INCCOM25213110712,383130,371SH DFND5128,81101,560
DIAGEO P L CSPON ADR NEW25243Q20530,670212,969SH DFND5202,350010,619
DIAGEO P L CSPON ADR NEW25243Q2058555,934SH DFND135,93400
DIAMONDBACK ENERGY INCCOM25278X109112,476855,055SH DFND3855,05500
DIAMONDBACK ENERGY INCCOM25278X1091295SH DFND59500
DIAMONDBACK ENERGY INCCOM25278X1091821,387SH DFND101,38700
DIANA SHIPPING INCCOMY2066G10438,6138,027,750SH DFND38,027,75000
DIANA SHIPPING INCCOMY2066G10416,9993,534,050SH DFND143,534,05000
DICKS SPORTING GOODS INCCOM2533931022346,625SH DFND36,62500
DICKS SPORTING GOODS INCCOM25339310218500SH DFND550000
DIGITAL RLTY TR INCCOM2538681033,24229,054SH DFND528,05401,000
DIGITAL RLTY TR INCCOM25386810324,398218,660SH DFND14218,66000
DISCOVER FINL SVCSCOM25470910867945SH DFND394500
DISCOVER FINL SVCSCOM25470910822,848324,497SH DFND5315,00909,488
DISCOVERY INCCOM SER C25470F30214,946586,100SH DFND2586,10000
DISCOVERY INCCOM SER C25470F3021465,710SH DFND54,06001,650
DISH NETWORK CORPCL A25470M10917500SH DFND550000
DISH NETWORK CORPCL A25470M109360,66710,730,958SH DFND710,730,95800
DISH NETWORK CORPNOTE 3.375% 8/125470MAB546,51547,900,000PRN DFND347,900,00000
DISNEY WALT COCOM DISNEY254687106249,3432,379,053SH DFND32,379,05300
DISNEY WALT COCOM DISNEY254687106151,4821,445,301SH DFND51,410,123035,178
DISNEY WALT COCOM DISNEY2546871061,038,1769,905,331SH DFND79,905,33100
DISNEY WALT COCOM DISNEY2546871063853,675SH DFND93,67500
DISNEY WALT COCOM DISNEY25468710697925SH DFND1092500
DISNEY WALT COCOM DISNEY2546871062,61024,899SH DFND1324,89900
DISNEY WALT COCOM DISNEY2546871068828,413SH DFND15008,413
DOCUSIGN INCCOM25616310634,608653,615SH DFND3653,61500
DOLLAR GEN CORP NEWCOM2566771051,28313,015SH DFND313,01500
DOLLAR GEN CORP NEWCOM25667710535355SH DFND535500
DOLLAR GEN CORP NEWCOM25667710558589SH DFND1058900
DOLLAR GEN CORP NEWCOM256677105437SH DFND133700
DOLLAR TREE INCCOM25674610848,378569,152SH DFND3569,15200
DOLLAR TREE INCCOM256746108333SH DFND133300
DOMINION ENERGY INCCOM25746U1091,887,23127,680,131SH DFND327,572,0830108,048
DOMINION ENERGY INCCOM25746U1094,56967,018SH DFND565,89501,123
DOMINION ENERGY INCCOM25746U109575SH DFND137500
DOMINION ENERGY INCCOM25746U1095,73484,100SH DFND1484,10000
DOMINOS PIZZA INCCOM25754A20149,924176,929SH DFND3176,92900
DOMO INCCOM CL B2575541058,873325,000SH DFND3325,00000
DOMTAR CORPCOM NEW2575592038,507178,200SH DFND2178,20000
DONALDSON INCCOM257651109151,8333,365,091SH DFND33,365,09100
DOVER CORPCOM260003108424,3295,796,847SH DFND35,796,84700
DOVER CORPCOM2600031083,68150,293SH DFND529,893020,400
DOVER CORPCOM2600031081041,419SH DFND15001,419
DOWDUPONT INCCOM26078J100855,98712,985,245SH DFND312,915,245070,000
DOWDUPONT INCCOM26078J100122,8621,863,807SH DFND51,773,770090,037
DOWDUPONT INCCOM26078J1004907,432SH DFND97,43200
DOWDUPONT INCCOM26078J1003,06546,500SH DFND1346,50000
DR PEPPER SNAPPLE GROUP INCCOM26138E1091,82714,973SH DFND314,97300
DR PEPPER SNAPPLE GROUP INCCOM26138E10920166SH DFND516600
DR PEPPER SNAPPLE GROUP INCCOM26138E10970570SH DFND1057000
DR PEPPER SNAPPLE GROUP INCCOM26138E109323SH DFND132300
DR REDDYS LABS LTDADR2561352032,92590,832SH DFND130090,832
DR REDDYS LABS LTDADR2561352034,254132,122SH DFND18132,12200
DR REDDYS LABS LTDADR256135203371,160SH DFND 1,16000
DRIL-QUIP INCCOM2620371048,517165,700SH DFND2165,70000
DRIL-QUIP INCCOM2620371044,37285,060SH DFND385,06000
DROPBOX INCCL A26210C1043,274101,000SH DFND3101,00000
DROPBOX INCCL A26210C1043100SH DFND510000
DSW INCCL A23334L10216,144625,263SH DFND2625,26300
DSW INCCL A23334L10224930SH DFND393000
DTE ENERGY COCOM233331107178,9481,726,802SH DFND31,726,80200
DTE ENERGY COCOM2333311072502,410SH DFND52,41000
DTE ENERGY COCOM233331107223SH DFND132300
DTE ENERGY COCOM2333311075,16649,850SH DFND1449,85000
DUCOMMUN INC DELCOM2641471096,853207,100SH DFND2207,10000
DUKE ENERGY CORP NEWCOM NEW26441C2041,072,55713,562,936SH DFND313,519,971042,965
DUKE ENERGY CORP NEWCOM NEW26441C2048,375105,905SH DFND597,53408,371
DUKE ENERGY CORP NEWCOM NEW26441C20422,957290,307SH DFND13290,30700
DULUTH HLDGS INCCOM CL B26443V10130,3731,276,710SH DFND31,276,71000
DULUTH HLDGS INCCOM CL B26443V10174231,200SH DFND531,20000
DULUTH HLDGS INCCOM CL B26443V1011,77974,800SH DFND1374,80000
DULUTH HLDGS INCCOM CL B26443V10110,353435,200SH DFND20435,20000
DUN & BRADSTREET CORP DEL NECOM26483E10023185SH DFND318500
DUN & BRADSTREET CORP DEL NECOM26483E1007466,080SH DFND56,08000
DXC TECHNOLOGY COCOM23355L106140,9521,748,566SH DFND31,748,56600
DXC TECHNOLOGY COCOM23355L1064515,596SH DFND55,59600
DXC TECHNOLOGY COCOM23355L1062032,530SH DFND102,53000
DXC TECHNOLOGY COCOM23355L1064,64457,615SH DFND1157,61500
DXC TECHNOLOGY COCOM23355L1062,80734,818SH DFND1531,96402,854
DXC TECHNOLOGY COCOM23355L1065,29865,723SH DFND18586065,137
DXC TECHNOLOGY COCOM23355L1065,30865,853SH DFND1965,85300
DXC TECHNOLOGY COCOM23355L1063,56044,162SH DFND2039,25504,907
DYNAVAX TECHNOLOGIES CORPCOM NEW26815820143,7732,870,330SH DFND32,870,33000
DYNAVAX TECHNOLOGIES CORPCOM NEW26815820140026,200SH DFND526,20000
EASTMAN CHEM COCOM2774321005095,097SH DFND35,09700
EASTMAN CHEM COCOM2774321002642,642SH DFND52,64200
EASTMAN CHEM COCOM2774321007367,371SH DFND107,37100
EASTMAN CHEM COCOM2774321005,45454,560SH DFND1154,56000
EASTMAN CHEM COCOM277432100546SH DFND134600
EASTMAN CHEM COCOM2774321006,31063,262SH DFND1561,97301,289
EASTMAN CHEM COCOM2774321001,90319,041SH DFND1919,04100
EASTMAN CHEM COCOM2774321007,85378,558SH DFND2060,918017,640
EATON CORP PLCSHSG291831031,92625,774SH DFND523,77402,000
EATON VANCE LTD DUR INCOME FCOM27828H10575560,000SH DFND360,00000
EATON VANCE TX ADV GLBL DIVCOM27828S10122713,348SH DFND513,34800
EBAY INCCOM2786421034,935136,090SH DFND5131,39504,695
ECHO GLOBAL LOGISTICS INCCOM27875T10113,404458,246SH DFND3458,24600
ECHO GLOBAL LOGISTICS INCCOM27875T10132211,000SH DFND511,00000
ECOLAB INCCOM278865100404,9772,885,893SH DFND32,885,89300
ECOLAB INCCOM27886510070,714503,910SH DFND5467,442036,468
EDISON INTLCOM281020107230,0503,636,000SH DFND33,636,00000
EDISON INTLCOM2810201072674,226SH DFND54,22600
EDWARDS LIFESCIENCES CORPCOM28176E108294,5102,023,104SH DFND32,023,10400
EDWARDS LIFESCIENCES CORPCOM28176E1082,62718,047SH DFND518,04700
EDWARDS LIFESCIENCES CORPCOM28176E1082311,585SH DFND101,58500
EDWARDS LIFESCIENCES CORPCOM28176E108425SH DFND132500
ELDORADO GOLD CORP NEWCOM28490210320,06419,825,823SH DFND319,825,82300
ELECTRONIC ARTS INCCOM285512109250,7561,778,259SH DFND31,778,25900
ELECTRONIC ARTS INCCOM2855121094,28530,384SH DFND529,9640420
ELECTRONIC ARTS INCCOM2855121091801,277SH DFND101,27700
ELECTRONIC ARTS INCCOM2855121092,61118,517SH DFND172,642015,875
ELECTRONICS FOR IMAGING INCNOTE 0.750% 9/0286082AC621,77922,000,000PRN DFND322,000,00000
EMCOR GROUP INCCOM29084Q10011,264147,859SH DFND2136,385011,474
EMCOR GROUP INCCOM29084Q10015192SH DFND519200
EMERSON ELEC COCOM29101110479,6661,152,237SH DFND31,152,23700
EMERSON ELEC COCOM29101110414,502209,745SH DFND5201,90507,840
EMERSON ELEC COCOM2910111042062,975SH DFND92,97500
EMERSON ELEC COCOM291011104741,075SH DFND101,07500
ENANTA PHARMACEUTICALS INCCOM29251M10631,064268,025SH DFND3268,02500
ENBRIDGE INCCOM29250N10574,9312,098,254SH DFND32,098,25400
ENBRIDGE INCCOM29250N1051,68847,233SH DFND547,23300
ENBRIDGE INCCOM29250N1052,77177,483SH DFND975,65801,825
ENBRIDGE INCCOM29250N105277,1637,750,617SH DFND137,342,0030408,614
ENBRIDGE INCCOM29250N1054,119115,183SH DFND14115,18300
ENCORE WIRE CORPCOM29256210512,763268,984SH DFND2248,331020,653
ENERGEN CORPCOM29265N108132,0581,813,491SH DFND21,673,0910140,400
ENERGEN CORPCOM29265N1081982,714SH DFND172,71400
ENERGIZER HLDGS INC NEWCOM29272W10914215SH DFND321500
ENERGIZER HLDGS INC NEWCOM29272W10950800SH DFND580000
ENERGIZER HLDGS INC NEWCOM29272W109160,9062,555,696SH DFND72,555,69600
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V100432,500SH DFND52,50000
ENERGY TRANSFER EQUITY L PCOM UT LTD PTN29273V1002,541147,333SH DFND14147,33300
ENERGY XXI GULF COAST INCCOM29276K10117920,267SH DFND320,26700
ENERPLUS CORPCOM2927661024300SH DFND930000
ENERPLUS CORPCOM2927661028,719691,119SH DFND13691,11900
ENI S P ASPONSORED ADR26874R10834928SH DFND1392800
ENI S P ASPONSORED ADR26874R108376SH DFND197600
ENI S P ASPONSORED ADR26874R10816,140434,811SH DFND20434,81100
ENSCO PLCSHS CLASS AG3157S1063,325458,052SH DFND3458,05200
ENTEGRIS INCCOM29362U1042,25466,498SH DFND179,488057,010
ENTERGY CORP NEWCOM29364G103287,5613,559,365SH DFND33,559,36500
ENTERGY CORP NEWCOM29364G1034916,076SH DFND56,07600
ENTERGY CORP NEWCOM29364G103222SH DFND132200
ENTERPRISE PRODS PARTNERS LCOM2937921079,809354,499SH DFND5337,450017,049
ENTERPRISE PRODS PARTNERS LCOM2937921072258,125SH DFND98,12500
ENVESTNET INCCOM29404K10634,077620,154SH DFND3620,15400
ENVESTNET INCCOM29404K10681314,800SH DFND514,80000
EOG RES INCCOM26875P101172,0741,382,901SH DFND31,382,90100
EOG RES INCCOM26875P10154,990441,936SH DFND5414,894027,042
EOG RES INCCOM26875P10125200SH DFND920000
EPAM SYS INCCOM29414B1044,66237,500SH DFND337,50000
EPR PPTYSCOM SH BEN INT26884U1092954,554SH DFND34,55400
EQT CORPCOM26884L10921,277385,600SH DFND3385,60000
EQT CORPCOM26884L109641,155SH DFND51,15500
EQT GP HLDGS LPCOM UNIT REP26885J1033,538150,476SH DFND14150,47600
EQUIFAX INCCOM29442910568,984551,385SH DFND3551,38500
EQUIFAX INCCOM2944291052502,000SH DFND5002,000
EQUINIX INCCOM PAR $0.00129444U700291,036677,028SH DFND3677,02800
EQUINIX INCCOM PAR $0.00129444U70039,24991,300SH DFND591,30000
EQUINIX INCCOM PAR $0.00129444U700103239SH DFND1023900
EQUINIX INCCOM PAR $0.00129444U7005,80413,500SH DFND1113,50000
EQUINIX INCCOM PAR $0.00129444U70022,61252,600SH DFND1442,400010,200
EQUITY LIFESTYLE PPTYS INCCOM29472R10816170SH DFND317000
EQUITY LIFESTYLE PPTYS INCCOM29472R10818,629202,713SH DFND14202,71300
EQUITY RESIDENTIALSH BEN INT29476L107111,6941,753,717SH DFND31,753,71700
EQUITY RESIDENTIALSH BEN INT29476L1072,64941,599SH DFND538,94402,655
EQUITY RESIDENTIALSH BEN INT29476L10730,579480,128SH DFND14480,12800
ERIE INDTY COCL A29530P102209,4451,786,163SH DFND31,786,16300
ESSEX PPTY TR INCCOM29717810569290SH DFND329000
ESSEX PPTY TR INCCOM297178105939SH DFND53900
ESSEX PPTY TR INCCOM29717810511,08746,374SH DFND1446,37400
ESTERLINE TECHNOLOGIES CORPCOM29742510091,0171,233,297SH DFND21,138,013095,284
ETSY INCCOM29786A10614,990355,290SH DFND3355,29000
ETSY INCCOM29786A1063217,615SH DFND57,61500
EVERCORE INCCLASS A29977A10531,193295,811SH DFND3295,81100
EVERCORE INCCLASS A29977A1057076,700SH DFND56,70000
EVEREST RE GROUP LTDCOMG3223R1084,95521,500SH DFND221,50000
EVEREST RE GROUP LTDCOMG3223R1082691,165SH DFND31,16500
EVEREST RE GROUP LTDCOMG3223R1081,0144,400SH DFND54,40000
EVEREST RE GROUP LTDCOMG3223R10850,314218,300SH DFND7218,30000
EVEREST RE GROUP LTDCOMG3223R1081044SH DFND94400
EVEREST RE GROUP LTDCOMG3223R108117509SH DFND1050900
EVEREST RE GROUP LTDCOMG3223R1081,7617,642SH DFND157,2000442
EVERGY INCCOM30034W106269,6254,801,867SH DFND34,801,86700
EVERGY INCCOM30034W1061,01318,040SH DFND516,08401,956
EVERGY INCCOM30034W1063,76166,988SH DFND1466,98800
EVERSOURCE ENERGYCOM30040W1085,22889,200SH DFND289,20000
EVERSOURCE ENERGYCOM30040W108135,6282,314,081SH DFND32,314,08100
EVERSOURCE ENERGYCOM30040W1081,49125,447SH DFND525,44700
EXCHANGE TRADED CONCEPTS TRROBO GLB ETF30150570752013,000SH DFND513,00000
EXELIXIS INCCOM30161Q10447,5622,210,150SH DFND32,210,15000
EXELON CORPCOM30161N101291,7476,848,532SH DFND36,848,53200
EXELON CORPCOM30161N10128650SH DFND565000
EXELON CORPCOM30161N10110240SH DFND924000
EXELON CORPCOM30161N1011754,107SH DFND104,10700
EXELON CORPCOM30161N1015114SH DFND1311400
EXELON CORPCOM30161N1011,63238,300SH DFND1538,30000
EXPEDIA GROUP INCCOM NEW30212P30377,042641,000SH DFND3641,00000
EXPEDIA GROUP INCCOM NEW30212P3032,52521,007SH DFND172,997018,010
EXPEDITORS INTL WASH INCCOM3021301091,02113,970SH DFND313,97000
EXPEDITORS INTL WASH INCCOM302130109921,258SH DFND51,25800
EXPRESS SCRIPTS HLDG COCOM30219G1081,03013,336SH DFND313,33600
EXPRESS SCRIPTS HLDG COCOM30219G1087,952102,996SH DFND599,57503,421
EXPRESS SCRIPTS HLDG COCOM30219G10825321SH DFND932100
EXPRESS SCRIPTS HLDG COCOM30219G1081942,515SH DFND102,51500
EXPRESS SCRIPTS HLDG COCOM30219G108567SH DFND136700
EXPRESS SCRIPTS HLDG COCOM30219G1084,20754,494SH DFND1549,00005,494
EXTRA SPACE STORAGE INCCOM30225T10211114SH DFND311400
EXTRA SPACE STORAGE INCCOM30225T10214,782148,100SH DFND14148,10000
EXXON MOBIL CORPCOM30231G1021,063,02612,849,344SH DFND312,814,844034,500
EXXON MOBIL CORPCOM30231G102134,7611,628,926SH DFND51,553,419075,507
EXXON MOBIL CORPCOM30231G1021882,267SH DFND92,26700
EXXON MOBIL CORPCOM30231G10216,383198,028SH DFND13198,02800
EXXON MOBIL CORPCOM30231G1027,67492,760SH DFND1892,76000
EXXON MOBIL CORPCOM30231G10276,050919,260SH DFND19913,6904705,100
EXXON MOBIL CORPCOM30231G10230,378367,200SH DFND20354,500012,700
F M C CORPCOM NEW3024913031,32014,800SH DFND514,80000
F5 NETWORKS INCCOM3156161021,4558,440SH DFND38,44000
F5 NETWORKS INCCOM3156161022,63215,260SH DFND515,0600200
F5 NETWORKS INCCOM3156161021165SH DFND96500
F5 NETWORKS INCCOM315616102145839SH DFND1083900
F5 NETWORKS INCCOM3156161021,79810,428SH DFND159,9000528
FABRINETSHSG3323L1006,039163,700SH DFND2163,70000
FABRINETSHSG3323L10022600SH DFND960000
FACEBOOK INCCL A30303M102771,7243,971,223SH DFND33,971,22300
FACEBOOK INCCL A30303M102139,223716,464SH DFND5682,169034,295
FACEBOOK INCCL A30303M1022721,400SH DFND81,40000
FACEBOOK INCCL A30303M10221108SH DFND910800
FACEBOOK INCCL A30303M1026323,254SH DFND103,25400
FACEBOOK INCCL A30303M1023,67718,920SH DFND1318,92000
FACTSET RESH SYS INCCOM3030751054632,336SH DFND32,33600
FACTSET RESH SYS INCCOM3030751051,7528,846SH DFND58,84600
FANHUA INCSPONSORED ADR30712A10331,0761,090,389SH DFND181,090,38900
FARMERS NATL BANC CORPCOM30962710759437,220SH DFND537,22000
FASTENAL COCOM3119001041,49130,985SH DFND330,98500
FASTENAL COCOM3119001041,27726,541SH DFND522,06004,481
FASTENAL COCOM3119001049190SH DFND919000
FASTENAL COCOM311900104891,850SH DFND101,85000
FASTENAL COCOM3119001041,43929,900SH DFND1529,90000
FATE THERAPEUTICS INCCOM31189P10262,7195,530,749SH DFND35,530,74900
FCB FINL HLDGS INCCL A30255G103144,0242,449,387SH DFND72,449,38700
FEDERAL REALTY INVT TRSH BEN INT NEW31374720620160SH DFND316000
FEDERAL REALTY INVT TRSH BEN INT NEW3137472063162,499SH DFND52,49900
FEDERAL REALTY INVT TRSH BEN INT NEW3137472063,07524,300SH DFND1424,30000
FEDERAL SIGNAL CORPCOM31385510824,4641,050,413SH DFND2969,194081,219
FEDEX CORPCOM31428X10663,101277,905SH DFND3277,90500
FEDEX CORPCOM31428X10657,349252,572SH DFND5242,73209,840
FEDEX CORPCOM31428X1062,0539,040SH DFND189,04000
FERRARI N VCOMN3167Y1036684,911SH DFND34,91100
FERRO CORPCOM3154051003,956189,716SH DFND13189,71600
FERRO CORPCOM31540510025,1661,206,980SH DFND201,206,98000
FGL HLDGSORD SHSG3402M10212,0371,434,732SH DFND31,434,73200
FGL HLDGSORD SHSG3402M10230035,800SH DFND535,80000
FIAT CHRYSLER AUTOMOBILES NSHSN317381021,25965,993SH DFND365,99300
FIAT CHRYSLER AUTOMOBILES NSHSN3173810214717SH DFND971700
FIAT CHRYSLER AUTOMOBILES NSHSN317381021477,684SH DFND107,68400
FIAT CHRYSLER AUTOMOBILES NSHSN317381022,269118,910SH DFND15118,91000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30348812,965SH DFND312,96500
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30334900SH DFND590000
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30331825SH DFND1082500
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303872,318SH DFND15002,318
FIDELITY NATL INFORMATION SVCOM31620M10634,778327,998SH DFND3327,99800
FIDELITY NATL INFORMATION SVCOM31620M1063122,946SH DFND51,94601,000
FINISAR CORPCOM NEW31787A50746,8492,602,748SH DFND22,399,9480202,800
FIRST DEFIANCE FINL CORPCOM32006W1066,760100,800SH DFND2100,80000
FIRST HORIZON NATL CORPCOM320517105128,1407,182,733SH DFND26,640,2330542,500
FIRST HORIZON NATL CORPCOM320517105161,2939,041,094SH DFND79,041,09400
FIRST INDUSTRIAL REALTY TRUSCOM32054K103341,025SH DFND31,02500
FIRST INDUSTRIAL REALTY TRUSCOM32054K10317,059511,653SH DFND14511,65300
FIRST INTERNET BANCORPCOM3205571017,052206,800SH DFND2206,80000
FIRST LONG IS CORPCOM32073410653,4142,149,469SH DFND21,982,1470167,322
FIRST REP BK SAN FRANCISCO CCOM33616C10038,135394,000SH DFND3394,00000
FIRST REP BK SAN FRANCISCO CCOM33616C1003403,511SH DFND53,51100
FIRST TR HIGH INCOME L/S FDCOM33738E10943329,393SH DFND529,39300
FIRSTENERGY CORPCOM3379321071,33637,200SH DFND237,20000
FIRSTENERGY CORPCOM337932107170,9324,760,000SH DFND34,760,00000
FIRSTENERGY CORPCOM3379321076165SH DFND516500
FIRSTENERGY CORPCOM337932107258SH DFND135800
FISERV INCCOM33773810895,6131,290,604SH DFND31,290,60400
FISERV INCCOM3377381081,85925,097SH DFND524,8120285
FISERV INCCOM3377381081191,602SH DFND101,60200
FISERV INCCOM337738108448SH DFND134800
FIVE BELOW INCCOM33829M10124,801253,818SH DFND3253,81800
FIVE BELOW INCCOM33829M1015866,000SH DFND56,00000
FLEETCOR TECHNOLOGIES INCCOM33904110541,345196,273SH DFND3196,27300
FLEETCOR TECHNOLOGIES INCCOM3390411051,1115,275SH DFND54,4250850
FLEX LTDORDY2573F1021,945137,847SH DFND13137,84700
FLEX LTDORDY2573F10215,1821,076,000SH DFND18206,7000869,300
FLEX LTDORDY2573F102171SH DFND197100
FLEX LTDORDY2573F10234,8162,467,494SH DFND202,467,49400
FLEXSTEEL INDS INCCOM3393821031,67642,000SH DFND242,00000
FLEXSTEEL INDS INCCOM3393821034100SH DFND310000
FLIR SYS INCCOM3024451014147,971SH DFND37,97100
FLOWERS FOODS INCCOM34349810125312,122SH DFND312,12200
FLUIDIGM CORP DELNOTE 2.750% 2/034385PAD011,13411,918,000PRN DFND311,918,00000
FLUOR CORP NEWCOM34341210251510,560SH DFND510,56000
FLUOR CORP NEWCOM343412102165,7573,398,094SH DFND73,398,09400
FOAMIX PHARMACEUTICALS LTDSHSM461351057,4421,485,345SH DFND31,485,34500
FOAMIX PHARMACEUTICALS LTDSHSM461351055110,200SH DFND510,20000
FOOT LOCKER INCCOM34484910463011,957SH DFND311,95700
FOOT LOCKER INCCOM3448491045009,500SH DFND59,50000
FORD MTR CO DELCOM PAR $0.01345370860233,80421,120,539SH DFND320,891,6350228,904
FORD MTR CO DELCOM PAR $0.0134537086079872,125SH DFND569,87502,250
FORD MTR CO DELCOM PAR $0.0134537086038835,024SH DFND150035,024
FOREST CITY ENTERPRISES INCNOTE 4.250% 8/1345550AP219,16917,110,000PRN DFND317,110,00000
FOREST CITY ENTERPRISES INCNOTE 3.625% 8/1345550AR823,95522,000,000PRN DFND322,000,00000
FORTINET INCCOM34959E1091782,859SH DFND32,85900
FORTINET INCCOM34959E1098,278132,600SH DFND5130,00002,600
FORTIS INCCOM349553107391,215SH DFND31,21500
FORTIS INCCOM34955310770722,125SH DFND921,3500775
FORTIS INCCOM349553107143,1954,478,838SH DFND134,271,9380206,900
FORTIVE CORPCOM34959J108162,1402,102,712SH DFND32,102,71200
FORTIVE CORPCOM34959J10899,2961,287,725SH DFND51,230,886056,839
FORTIVE CORPCOM34959J1082062,668SH DFND92,66800
FRANCO NEVADA CORPCOM35185810539531SH DFND353100
FRANCO NEVADA CORPCOM3518581054966,800SH DFND56,80000
FRANCO NEVADA CORPCOM3518581051,80824,765SH DFND924,0400725
FRANCO NEVADA CORPCOM351858105216,0562,959,544SH DFND132,787,2440172,300
FRANKLIN ETF TRLIBERTY SHRT ETF35350610818,305192,890SH DFND5190,11102,779
FRANKLIN ETF TRLIBERTY SHRT ETF35350610872,559764,586SH DFND7764,58600
FRANKLIN ETF TRLIBERTY SHRT ETF35350610820,395214,908SH SOLE 214,90800
FRANKLIN RES INCCOM35461310129,093907,732SH DFND5907,73200
FRANKLIN TEMPLETON ETF TRLIBERTYQ EMERG35473P207272,9609,055,800SH DFND39,055,80000
FRANKLIN TEMPLETON ETF TRLIBERTYQ EMERG35473P207511,700SH DFND51,70000
FRANKLIN TEMPLETON ETF TRLIBERTYQ EMERG35473P20757,2431,899,100SH DFND71,899,10000
FRANKLIN TEMPLETON ETF TRLIBERTYQ EMERG35473P20784428,000SH DFND1728,00000
FRANKLIN TEMPLETON ETF TRLIBERTYQ EQUTY35473P4052879,655SH DFND59,65500
FRANKLIN TEMPLETON ETF TRLIBERTYQ EQUTY35473P4056,468217,330SH DFND10217,33000
FRANKLIN TEMPLETON ETF TRLIBERTYQ EQUTY35473P4051194,000SH SOLE 4,00000
FRANKLIN TEMPLETON ETF TRLIBERTY SR LN35473P59512,563497,900SH DFND3497,90000
FRANKLIN TEMPLETON ETF TRLIBERTY INVT35473P60328,2341,200,000SH DFND31,200,00000
FRANKLIN TEMPLETON ETF TRLIBERTY INVT35473P60334214,522SH DFND57,44207,080
FRANKLIN TEMPLETON ETF TRLIBERTY INTL35473P6112,716110,000SH SOLE 110,00000
FRANKLIN TEMPLETON ETF TRFTSE JAPAN HDG35473P63731,8021,250,000SH DFND31,250,00000
FRANKLIN TEMPLETON ETF TRFTSE EUROPE HG35473P64533,2481,350,000SH DFND31,350,00000
FRANKLIN TEMPLETON ETF TRFTSE EUROPE35473P65296,6154,009,100SH DFND34,009,10000
FRANKLIN TEMPLETON ETF TRFRANKLIN ASIA35473P6602,231100,000SH SOLE 100,00000
FRANKLIN TEMPLETON ETF TRFRANKLIN RUSIA35473P72856925,000SH SOLE 25,00000
FRANKLIN TEMPLETON ETF TRFTSE MEXICO35473P73671230,000SH SOLE 30,00000
FRANKLIN TEMPLETON ETF TRFTSE JAPAN ETF35473P74483,2253,232,400SH DFND33,232,40000
FRANKLIN TEMPLETON ETF TRFRANKLIN INDIA35473P76956225,000SH SOLE 25,00000
FRANKLIN TEMPLETON ETF TRLIBERTYQ US EQT35473P801110,7183,767,200SH DFND33,767,20000
FRANKLIN TEMPLETON ETF TRFTSE CHINA35473P81962024,783SH DFND524,78300
FRANKLIN TEMPLETON ETF TRFTSE AUSTRALIA35473P84368927,000SH SOLE 27,00000
FRANKLIN TEMPLETON ETF TRLIBERTY MN ETF35473P8502,436100,000SH SOLE 100,00000
FRANKLIN TEMPLETON ETF TRLIBERTY INTER35473P8682,569105,000SH SOLE 105,00000
FREEPORT-MCMORAN INCCL B35671D8579,516551,328SH DFND3551,32800
FREEPORT-MCMORAN INCCL B35671D857492,825SH DFND51,30001,525
FREEPORT-MCMORAN INCCL B35671D857103,5866,001,525SH DFND76,001,52500
FREEPORT-MCMORAN INCCL B35671D85711635SH DFND963500
FREEPORT-MCMORAN INCCL B35671D857945,450SH DFND105,45000
FREEPORT-MCMORAN INCCL B35671D8571,965113,840SH DFND1599,300014,540
FREIGHTCAR AMER INCCOM3570231001,894112,800SH DFND2112,80000
FRESENIUS MED CARE AG&CO KGASPONSORED ADR35802910641823SH DFND582300
FRESENIUS MED CARE AG&CO KGASPONSORED ADR35802910613251SH DFND1325100
FRESENIUS MED CARE AG&CO KGASPONSORED ADR3580291065,430107,845SH DFND20107,84500
FRESHPET INCCOM3580391053,289119,809SH DFND13119,80900
FRESHPET INCCOM35803910519,495710,200SH DFND20710,20000
FRIEDMAN INDS INCCOM3584351051,053130,000SH DFND2130,00000
FTI CONSULTING INCCOM3029411099,247152,900SH DFND2152,90000
FULL HOUSE RESORTS INCCOM3596781096,1851,857,420SH DFND21,857,42000
G1 THERAPEUTICS INCCOM3621LQ10955,4191,275,168SH DFND31,275,16800
G1 THERAPEUTICS INCCOM3621LQ1091653,800SH DFND53,80000
GALLAGHER ARTHUR J & COCOM363576109134,0452,053,382SH DFND32,053,38200
GALLAGHER ARTHUR J & COCOM3635761094,69471,908SH DFND570,40801,500
GAMING & LEISURE PPTYS INCCOM36467J10838310,691SH DFND310,69100
GAP INC DELCOM364760108177,9565,494,159SH DFND35,494,15900
GAP INC DELCOM3647601081785,500SH DFND55,50000
GAP INC DELCOM3647601089267SH DFND926700
GAP INC DELCOM3647601081043,208SH DFND103,20800
GAP INC DELCOM3647601081,34241,431SH DFND1539,10002,331
GARDNER DENVER HLDGS INCCOM36555P10770223,900SH DFND323,90000
GARMIN LTDSHSH2906T10975612,391SH DFND312,39100
GARMIN LTDSHSH2906T10918296SH DFND1029600
GARMIN LTDSHSH2906T10956926SH DFND1500926
GENERAL DYNAMICS CORPCOM369550108697,0903,739,552SH DFND33,739,55200
GENERAL DYNAMICS CORPCOM3695501081,7069,151SH DFND59,15100
GENERAL DYNAMICS CORPCOM3695501083,04316,325SH DFND1316,32500
GENERAL ELECTRIC COCOM3696041031,448,683106,442,532SH DFND3105,992,5320450,000
GENERAL ELECTRIC COCOM36960410357,5074,225,328SH DFND54,105,2060120,122
GENERAL ELECTRIC COCOM369604103863,22963,425,892SH DFND763,425,89200
GENERAL ELECTRIC COCOM36960410340830,000SH DFND830,00000
GENERAL ELECTRIC COCOM36960410325218,551SH DFND918,55100
GENERAL ELECTRIC COCOM369604103271,960SH DFND 1,96000
GENERAL MLS INCCOM3703341042,25450,922SH DFND350,92200
GENERAL MLS INCCOM3703341042,19049,471SH DFND548,9710500
GENERAL MLS INCCOM370334104601,350SH DFND101,35000
GENERAL MLS INCCOM37033410414,927337,255SH DFND13337,25500
GENERAL MLS INCCOM3703341041884,246SH DFND15004,246
GENERAL MTRS COCOM37045V10024,436620,200SH DFND2620,20000
GENERAL MTRS COCOM37045V100245,8526,239,896SH DFND36,239,89600
GENERAL MTRS COCOM37045V100892,250SH DFND52,25000
GENERAL MTRS COCOM37045V100495,30312,571,055SH DFND712,571,05500
GENERAL MTRS COCOM37045V10015375SH DFND937500
GENERAL MTRS COCOM37045V1001293,284SH DFND103,28400
GENERAL MTRS COCOM37045V1002,68768,192SH DFND1554,400013,792
GENTEX CORPCOM3719011092,936127,542SH DFND2118,04209,500
GENTEX CORPCOM37190110941017,826SH DFND317,82600
GENUINE PARTS COCOM3724601051,06311,580SH DFND311,58000
GENUINE PARTS COCOM37246010519208SH DFND520800
GERMAN AMERN BANCORP INCCOM37386510414,707410,230SH DFND2377,003033,227
GGP INCCOM36174X1018,018392,462SH DFND14392,46200
GIBRALTAR INDS INCCOM374689107106,2052,832,120SH DFND22,624,7980207,322
GILDAN ACTIVEWEAR INCCOM37591610324835SH DFND383500
GILDAN ACTIVEWEAR INCCOM37591610359721,200SH DFND521,20000
GILDAN ACTIVEWEAR INCCOM3759161031475,200SH DFND95,20000
GILDAN ACTIVEWEAR INCCOM37591610347917,004SH DFND1317,00400
GILEAD SCIENCES INCCOM375558103164,2632,318,786SH DFND32,318,78600
GILEAD SCIENCES INCCOM37555810385,0441,200,506SH DFND51,148,943051,563
GILEAD SCIENCES INCCOM3755581032323,277SH DFND93,27700
GILEAD SCIENCES INCCOM3755581032,05529,054SH DFND1029,05400
GILEAD SCIENCES INCCOM37555810319,602276,702SH DFND11276,70200
GILEAD SCIENCES INCCOM37555810337,920535,287SH DFND13535,28700
GILEAD SCIENCES INCCOM37555810328,252399,413SH DFND15388,059011,354
GILEAD SCIENCES INCCOM37555810328,185397,871SH DFND18119,0250278,846
GILEAD SCIENCES INCCOM375558103514,1787,258,299SH DFND197,215,3803,16939,750
GILEAD SCIENCES INCCOM37555810355,515783,662SH DFND20719,712063,950
GLACIER BANCORP INC NEWCOM37637Q10567,1131,735,082SH DFND21,590,0820145,000
GLATFELTERCOM3773161048,929455,803SH DFND2420,500035,303
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10569517,243SH DFND517,24300
GLAXOSMITHKLINE PLCSPONSORED ADR37733W10565816,321SH DFND1316,32100
GLAXOSMITHKLINE PLCSPONSORED ADR37733W1055,968148,064SH DFND20148,06400
GLOBAL BLOOD THERAPEUTICS INCOM37890U10833,196734,429SH DFND3734,42900
GLOBAL BLOOD THERAPEUTICS INCOM37890U1082355,200SH DFND55,20000
GLOBAL SHIP LEASE INC NEWSHS AY27183105924700,000SH DFND2700,00000
GLOBAL X FDSRBTCS ARTFL INTE37954Y71555025,000SH DFND525,00000
GLYCOMIMETICS INCCOM38000Q10234,9022,163,825SH DFND32,163,82500
GNC HLDGS INCNOTE 1.500% 8/136191GAB33,3785,000,000PRN DFND35,000,00000
GODADDY INCCL A380237107129,4771,833,947SH DFND31,833,94700
GOLAR LNG LTD BERMUDASHSG9456A10043714,850SH DFND5325014,525
GOLDCORP INC NEWCOM38095640916,5681,208,447SH DFND31,208,44700
GOLDCORP INC NEWCOM38095640919014,200SH DFND1014,20000
GOLDCORP INC NEWCOM3809564097,722562,800SH DFND11562,80000
GOLDCORP INC NEWCOM3809564092,125154,723SH DFND13154,72300
GOLDCORP INC NEWCOM3809564099,546698,816SH DFND15698,81600
GOLDCORP INC NEWCOM38095640925,5641,861,320SH DFND191,861,32000
GOLDCORP INC NEWCOM380956409107,2297,808,422SH DFND206,266,76701,541,655
GOLDEN STAR RES LTD CDACOM38119T10414,91222,091,667SH DFND322,091,66700
GOLDMAN SACHS GROUP INCCOM38141G1043,11214,109SH DFND512,98401,125
GOODRICH PETE CORPCOM PAR38241084328,2252,281,700SH DFND32,281,70000
GOODRICH PETE CORPDEBT 13.500% 8/3382410AR99,3868,750,000PRN DFND38,750,00000
GOODYEAR TIRE & RUBR COCOM382550101118,5295,089,246SH DFND75,089,24600
GOODYEAR TIRE & RUBR COCOM3825501016261SH DFND926100
GOODYEAR TIRE & RUBR COCOM382550101662,846SH DFND102,84600
GOODYEAR TIRE & RUBR COCOM3825501011,02744,076SH DFND1541,90002,176
GPO AEROPORTUARIO DEL PAC SASPON ADR B4005061012,08522,444SH DFND1422,44400
GRACO INCCOM38410910452811,670SH DFND311,67000
GRACO INCCOM38410910471715,848SH DFND515,84800
GRAHAM HLDGS COCOM38463710446,96480,130SH DFND380,13000
GRAINGER W W INCCOM384802104200,099648,829SH DFND3648,82900
GRAINGER W W INCCOM38480210465210SH DFND521000
GRAINGER W W INCCOM3848021041032SH DFND93200
GRAINGER W W INCCOM38480210499320SH DFND1032000
GRAINGER W W INCCOM3848021041,6415,321SH DFND154,9000421
GRAN TIERRA ENERGY INCCOM38500T1018,0432,323,112SH DFND132,323,11200
GRAN TIERRA ENERGY INCCOM38500T1011,109321,586SH DFND1745,8890275,697
GRAN TIERRA ENERGY INCCOM38500T101383111,013SH DFND20111,01300
GRAN TIERRA ENERGY INCCOM38500T10152,04115,032,092SH DFND2015,032,09200
GRAND CANYON ED INCCOM38526M10683,046744,075SH DFND3744,07500
GRAND CANYON ED INCCOM38526M1069048,100SH DFND58,10000
GRANITE CONSTR INCCOM38732810728,048503,916SH DFND3503,91600
GRANITE CONSTR INCCOM38732810769612,500SH DFND512,50000
GRANITE REAL ESTATE INVT TRUNIT 99/99/999938743711428675SH DFND967500
GRANITE REAL ESTATE INVT TRUNIT 99/99/999938743711416,068393,810SH DFND13393,81000
GREENBRIER COS INCCOM3936571015,18598,300SH DFND298,30000
GREENSKY INCCL A39572G10041,1931,947,651SH DFND31,947,65100
GREENSKY INCCL A39572G10040219,000SH DFND519,00000
GRIFFIN INL RLTY INCCOM3982311005,367122,000SH DFND2122,00000
GROUPE CGI INCCL A SUB VTG39945C109701,107SH DFND31,10700
GROUPE CGI INCCL A SUB VTG39945C10965510,325SH DFND910,0250300
GROUPE CGI INCCL A SUB VTG39945C109105,1361,658,654SH DFND131,566,154092,500
GRUBHUB INCCOM40011010221,265202,700SH DFND3202,70000
GRUPO AEROPORTUARIO CTR NORTSPON ADR40050110271617,200SH DFND1417,20000
GRUPO FINANCIERO GALICIA S ASP ADR 10 SH B39990910052415,900SH DFND1315,90000
GRUPO FINANCIERO GALICIA S ASP ADR 10 SH B3999091001,03731,431SH DFND1831,43100
GRUPO FINANCIERO GALICIA S ASP ADR 10 SH B39990910014,727446,542SH DFND 446,54200
GTY TECHNOLOGY HOLDINGS INCCL AG4182A1022,417240,000SH DFND3240,00000
GTY TECHNOLOGY HOLDINGS INC-W EXP 10/25/202G4182A12810080,000SH DFND380,00000
GUARANTY BANCORP DELCOM NEW40075T60759,9082,010,319SH DFND72,010,31900
GUIDEWIRE SOFTWARE INCCOM40171V100127,9531,441,234SH DFND31,441,23400
GUIDEWIRE SOFTWARE INCCOM40171V1007468,405SH DFND58,40500
GUIDEWIRE SOFTWARE INCNOTE 1.250% 3/140171VAA832,13731,500,000PRN DFND331,500,00000
GULF ISLAND FABRICATION INCCOM4023071022,043227,000SH DFND2227,00000
GW PHARMACEUTICALS PLCADS36197T10313,54597,070SH DFND397,07000
HAEMONETICS CORPCOM40502410089,8531,001,925SH DFND31,001,92500
HALCON RES CORPCOM PAR NEW40537Q60522,2705,445,704SH DFND35,445,70400
HALLIBURTON COCOM40621610166,2221,469,646SH DFND31,469,64600
HALLIBURTON COCOM40621610124,045533,626SH DFND5514,246019,380
HALLIBURTON COCOM406216101571,258SH DFND91,25800
HANCOCK WHITNEY CORPORATIONCOM41012010979317,000SH DFND517,00000
HANOVER INS GROUP INCCOM410867105125,0461,045,881SH DFND2962,981082,900
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HARLEY DAVIDSON INCCOM412822108551,315SH DFND15001,315
HARRIS CORP DELCOM4138751054032,785SH DFND32,78500
HARRIS CORP DELCOM4138751054443,069SH DFND53,06900
HARTFORD FINL SVCS GROUP INCCOM41651510411,468224,300SH DFND2224,30000
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HARTFORD FINL SVCS GROUP INCCOM416515104651,19812,736,151SH DFND712,736,15100
HASBRO INCCOM41805610717,598190,638SH DFND3190,63800
HAVERTY FURNITURE INCCOM4195961013,348155,000SH DFND2155,00000
HAVERTY FURNITURE INCCOM4195961017305SH DFND330500
HAWAIIAN ELEC INDUSTRIESCOM4198701002487,238SH DFND37,23800
HAWAIIAN TELCOM HOLDCO INCCOM4200311064,645160,610SH DFND2160,61000
HCA HEALTHCARE INCCOM40412C1018898,661SH DFND38,66100
HCA HEALTHCARE INCCOM40412C10173710SH DFND5900620
HCA HEALTHCARE INCCOM40412C10113127SH DFND912700
HCA HEALTHCARE INCCOM40412C1011531,494SH DFND101,49400
HCA HEALTHCARE INCCOM40412C101440SH DFND134000
HCA HEALTHCARE INCCOM40412C1012,28922,307SH DFND1520,00002,307
HCA HEALTHCARE INCCOM40412C1012,41623,543SH DFND173,359020,184
HCP INCCOM40414L10911,105430,078SH DFND14430,07800
HDFC BANK LTDADR REPS 3 SHS40415F10126,612253,400SH DFND5253,40000
HDFC BANK LTDADR REPS 3 SHS40415F1013,55033,800SH DFND1133,80000
HDFC BANK LTDADR REPS 3 SHS40415F1015,68854,157SH DFND130054,157
HDFC BANK LTDADR REPS 3 SHS40415F10136,253345,200SH DFND14315,200030,000
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HEALTHCARE RLTY TRCOM4219461041,26843,600SH DFND243,60000
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HEALTHEQUITY INCCOM42226A1074586,100SH DFND56,10000
HEARTLAND EXPRESS INCCOM42234710418,040972,507SH DFND2897,467075,040
HEICO CORP NEWCOM42280610950,496692,388SH DFND3692,38800
HEICO CORP NEWCL A4228062082514,118SH DFND34,11800
HEIDRICK & STRUGGLES INTL INCOM4228191024,270122,000SH DFND2122,00000
HEIDRICK & STRUGGLES INTL INCOM4228191029270SH DFND327000
HELMERICH & PAYNE INCCOM4234521014787,500SH DFND57,50000
HELMERICH & PAYNE INCCOM4234521013565,590SH DFND105,59000
HELMERICH & PAYNE INCCOM42345210192,3721,448,751SH DFND191,439,6107418,400
HENRY JACK & ASSOC INCCOM4262811018636,622SH DFND36,62200
HERON THERAPEUTICS INCCOM427746102230,0745,920,672SH DFND35,920,67200
HERON THERAPEUTICS INCCOM42774610293023,930SH DFND523,93000
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HERSHEY COCOM4278661081,41515,202SH DFND315,20200
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HERSHEY COCOM427866108223SH DFND132300
HESS CORPCOM42809H10715,556232,560SH DFND3232,56000
HESS CORPCOM42809H10770910,600SH DFND510,60000
HEWLETT PACKARD ENTERPRISE CCOM42824C10946131,520SH DFND331,52000
HEWLETT PACKARD ENTERPRISE CCOM42824C10948633,248SH DFND533,24800
HEWLETT PACKARD ENTERPRISE CCOM42824C109323,30922,129,297SH DFND722,129,29700
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HEWLETT PACKARD ENTERPRISE CCOM42824C10925817,687SH DFND150017,687
HEXCEL CORP NEWCOM42829110840,284606,874SH DFND3606,87400
HIBBETT SPORTS INCCOM4285671016270SH DFND327000
HIBBETT SPORTS INCCOM42856710188738,733SH DFND1338,73300
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HIGHWOODS PPTYS INCCOM43128410822435SH DFND343500
HIGHWOODS PPTYS INCCOM4312841089,514187,537SH DFND14187,53700
HILL ROM HLDGS INCCOM43147510226,303301,161SH DFND2277,381023,780
HILLENBRAND INCCOM43157110837785SH DFND378500
HILLENBRAND INCCOM4315711084,795101,691SH DFND13101,69100
HILLENBRAND INCCOM43157110830,579648,550SH DFND20648,55000
HILTON WORLDWIDE HLDGS INCCOM43300A20314176SH DFND583093
HILTON WORLDWIDE HLDGS INCCOM43300A20310,943138,236SH DFND14138,23600
HILTON WORLDWIDE HLDGS INCCOM43300A2032,27828,780SH DFND174,107024,673
HOLLYFRONTIER CORPCOM4361061086,00987,813SH DFND387,81300
HOLLYFRONTIER CORPCOM4361061088120SH DFND912000
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HOLLYFRONTIER CORPCOM4361061081,42220,787SH DFND1518,70002,087
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HOLLYSYS AUTOMATION TECHNOLOSHSG456671053,087139,445SH DFND10139,44500
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HOLLYSYS AUTOMATION TECHNOLOSHSG456671057,643345,208SH DFND1842,1400303,068
HOLLYSYS AUTOMATION TECHNOLOSHSG4566710525,9311,171,247SH DFND201,171,24700
HOLOGIC INCCOM43644010176519,250SH DFND519,25000
HOLOGIC INCCOM436440101134SH DFND133400
HOME DEPOT INCCOM4370761029,47448,561SH DFND348,56100
HOME DEPOT INCCOM43707610278,795403,872SH DFND5402,40001,472
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HOME DEPOT INCCOM4370761023,97120,355SH DFND1515,90004,455
HOMOLOGY MEDICINES INCCOM4380831077,828383,720SH DFND3383,72000
HONEYWELL INTL INCCOM438516106815,2195,659,377SH DFND35,659,37700
HONEYWELL INTL INCCOM438516106135,707942,082SH DFND5877,978064,104
HONEYWELL INTL INCCOM4385161065023,483SH DFND93,48300
HONEYWELL INTL INCCOM4385161061531,063SH DFND101,06300
HORACE MANN EDUCATORS CORP NCOM44032710488,4581,983,360SH DFND21,826,8370156,523
HORACE MANN EDUCATORS CORP NCOM44032710426590SH DFND359000
HORIZON PHARMA PLCSHSG4617B10588153,200SH DFND200053,200
HORMEL FOODS CORPCOM44045210079821,455SH DFND321,45500
HOST HOTELS & RESORTS INCCOM44107P10475435,800SH DFND235,80000
HOST HOTELS & RESORTS INCCOM44107P104667,33631,672,335SH DFND331,542,3350130,000
HOST HOTELS & RESORTS INCCOM44107P10422,9031,087,004SH DFND141,087,00400
HOSTESS BRANDS INCCL A44109J10641,0343,017,176SH DFND33,017,17600
HOSTESS BRANDS INCCL A44109J10673854,300SH DFND554,30000
HOULIHAN LOKEY INCCL A44159310022,849446,098SH DFND3446,09800
HOULIHAN LOKEY INCCL A44159310054810,700SH DFND510,70000
HOUSTON WIRE & CABLE COCOM44244K1092,669314,000SH DFND2314,00000
HOWARD HUGHES CORPCOM44267D10710,14076,530SH DFND1476,53000
HOWARD HUGHES CORPCOM44267D1071631,231SH DFND171,23100
HP INCCOM40434L1053,349147,609SH DFND3147,60900
HP INCCOM40434L10576233,566SH DFND533,56600
HP INCCOM40434L105512,248SH DFND102,24800
HP INCCOM40434L1054189SH DFND1318900
HP INCCOM40434L10529512,994SH DFND150012,994
HSBC HLDGS PLCSPON ADR NEW40428040614300SH DFND530000
HSBC HLDGS PLCSPON ADR NEW40428040628600SH DFND1360000
HSBC HLDGS PLCSPON ADR NEW404280406247SH DFND194700
HSBC HLDGS PLCSPON ADR NEW40428040659,6031,264,380SH DFND20709,6270554,753
HUBSPOT INCCOM44357310086,344688,550SH DFND3688,55000
HUBSPOT INCCOM4435731006405,100SH DFND55,10000
HUBSPOT INCNOTE 0.250% 6/0443573AB665,66046,000,000PRN DFND346,000,00000
HUDBAY MINERALS INCCOM4436281021,539275,900SH DFND3275,90000
HUDBAY MINERALS INCCOM443628102697124,454SH DFND1717,7600106,694
HUMANA INCCOM444859102223750SH DFND575000
HUMANA INCCOM4448591022,4888,359SH DFND171,19207,167
HUNT J B TRANS SVCS INCCOM445658107100,706828,513SH DFND3828,51300
HUNTINGTON BANCSHARES INCCOM4461501043,747253,871SH DFND13253,87100
HUNTINGTON BANCSHARES INCCOM44615010423,5441,595,089SH DFND201,595,08900
HUNTINGTON INGALLS INDS INCCOM44641310665,649302,823SH DFND3302,82300
HUNTINGTON INGALLS INDS INCCOM44641310627125SH DFND512500
HUNTINGTON INGALLS INDS INCCOM44641310683384SH DFND1500384
HURCO COMPANIES INCCOM4473241047,682171,665SH DFND2171,66500
HURON CONSULTING GROUP INCCOM4474621026,990170,894SH DFND2157,695013,199
HUYA INCADS REP SHS A44852D1082,82585,900SH DFND385,90000
HYSTER YALE MATLS HANDLING ICL A4491721058120SH DFND312000
HYSTER YALE MATLS HANDLING ICL A4491721052,21434,464SH DFND1334,46400
HYSTER YALE MATLS HANDLING ICL A44917210512,658197,010SH DFND20197,01000
I3 VERTICALS INCCOM CL A46571Y10711,532757,700SH DFND3757,70000
I3 VERTICALS INCCOM CL A46571Y1071087,100SH DFND57,10000
IAC INTERACTIVECORPCOM44919P50845,816300,450SH DFND3300,45000
IAMGOLD CORPCOM45091310832,2865,557,000SH DFND35,557,00000
ICICI BK LTDADR45104G10477896,920SH DFND196,92000
ICICI BK LTDADR45104G10468885,649SH DFND585,64900
ICICI BK LTDADR45104G1042,370295,130SH DFND1863,4700231,660
ICICI BK LTDADR45104G104374,633SH DFND 4,63300
IDACORP INCCOM45110710644,063477,701SH DFND2445,490032,211
IDACORP INCCOM45110710649535SH DFND353500
IDEX CORPCOM45167R10426,914197,200SH DFND3197,20000
IDEX CORPCOM45167R10414100SH DFND510000
IDEXX LABS INCCOM45168D10491,009417,588SH DFND3417,58800
IDEXX LABS INCCOM45168D104101465SH DFND546500
IDEXX LABS INCCOM45168D104733SH DFND93300
IDEXX LABS INCCOM45168D10433150SH DFND1015000
IDEXX LABS INCCOM45168D10429SH DFND13900
IDEXX LABS INCCOM45168D1041,1115,100SH DFND155,10000
IHS MARKIT LTDSHSG47567105312,9836,066,651SH DFND36,066,65100
IHS MARKIT LTDSHSG4756710520387SH DFND538700
IHS MARKIT LTDSHSG475671051653,203SH DFND103,20300
ILLINOIS TOOL WKS INCCOM452308109154,4461,114,809SH DFND31,114,80900
ILLINOIS TOOL WKS INCCOM4523081094,37831,598SH DFND530,32001,278
ILLUMINA INCCOM452327109380,2691,361,556SH DFND31,361,55600
ILLUMINA INCCOM45232710974265SH DFND526500
ILLUMINA INCCOM4523271092,5179,013SH DFND171,28607,727
ILLUMINA INCNOTE 0.500% 6/1452327AH270,64053,450,000PRN DFND353,450,00000
IMAX CORPCOM45245E10924,3971,101,455SH DFND31,101,45500
IMAX CORPCOM45245E10958026,200SH DFND526,20000
IMAX CORPCOM45245E1092,896130,725SH DFND13130,72500
IMAX CORPCOM45245E109115,1145,197,093SH DFND185,125,344071,749
IMAX CORPCOM45245E109642,910SH DFND 2,91000
IMMUNOGEN INCCOM45253H10116,9011,737,000SH DFND31,737,00000
IMMUNOMEDICS INCCOM45290710818,365775,886SH DFND3775,88600
IMPERIAL OIL LTDCOM NEW45303840824726SH DFND372600
IMPERIAL OIL LTDCOM NEW4530384081805,400SH DFND55,40000
IMPERIAL OIL LTDCOM NEW45303840819,225578,154SH DFND13578,15400
INCYTE CORPCOM45337C10214,867221,893SH DFND3221,89300
INCYTE CORPCOM45337C10247700SH DFND570000
INFOSYS LTDSPONSORED ADR4567881081045,358SH DFND35,35800
INFOSYS LTDSPONSORED ADR4567881087,151368,040SH DFND18368,04000
ING GROEP N VSPONSORED ADR456837103181,251SH DFND131,25100
ING GROEP N VSPONSORED ADR4568371032110SH DFND1911000
ING GROEP N VSPONSORED ADR45683710311,135777,611SH DFND20777,61100
INGERSOLL-RAND PLCSHSG4779110198,8471,101,600SH DFND31,101,60000
INGERSOLL-RAND PLCSHSG477911014154,625SH DFND54,62500
INGEVITY CORPCOM45688C10740,933506,217SH DFND2467,417038,800
INGEVITY CORPCOM45688C10797,3551,204,000SH DFND31,204,00000
INGEVITY CORPCOM45688C10790911,237SH DFND511,23700
INGEVITY CORPCOM45688C10780984SH DFND1098400
INGREDION INCCOM4571871024924,442SH DFND34,44200
INGREDION INCCOM4571871025354,831SH DFND54,83100
INGREDION INCCOM45718710235317SH DFND1031700
INPHI CORPCOM45772F10763,1291,935,875SH DFND31,935,87500
INPHI CORPCOM45772F1071,01431,100SH DFND531,10000
INPHI CORPNOTE 0.750% 9/045772FAC19,36910,000,000PRN DFND310,000,00000
INSPIRE MED SYS INCCOM45773010920,470574,046SH DFND3574,04600
INSPIRE MED SYS INCCOM4577301091574,400SH DFND54,40000
INSTEEL INDUSTRIES INCCOM45774W10841,1151,231,000SH DFND21,133,619097,381
INSULET CORPCOM45784P10126,150305,135SH DFND3305,13500
INTEGER HLDGS CORPCOM45826H10940,973633,764SH DFND3633,76400
INTEGER HLDGS CORPCOM45826H1091,00215,500SH DFND515,50000
INTEGRATED DEVICE TECHNOLOGYCOM458118106101,4783,183,137SH DFND33,183,13700
INTEGRATED DEVICE TECHNOLOGYCOM4581181061,20837,900SH DFND537,90000
INTEGRATED DEVICE TECHNOLOGYNOTE 0.875%11/1458118AC05,3684,700,000PRN DFND34,700,00000
INTEL CORPCOM458140100193,4763,892,087SH DFND33,892,08700
INTEL CORPCOM45814010094,2281,895,564SH DFND51,860,215035,349
INTEL CORPCOM4581401003256,544SH DFND96,54400
INTEL CORPCOM45814010084417,006SH DFND1017,00600
INTEL CORPCOM4581401006,599132,750SH DFND11132,75000
INTEL CORPCOM45814010031,810639,904SH DFND13639,90400
INTEL CORPCOM45814010015,432310,432SH DFND15294,064016,368
INTEL CORPCOM4581401008,048161,900SH DFND18161,90000
INTEL CORPSDCV 3.250% 8/0458140AF721,8339,110,000PRN DFND39,110,00000
INTERCONTINENTAL EXCHANGE INCOM45866F104272,1493,700,215SH DFND33,700,21500
INTERCONTINENTAL EXCHANGE INCOM45866F10429,505401,150SH DFND5401,15000
INTERCONTINENTAL EXCHANGE INCOM45866F1041492,029SH DFND102,02900
INTERCONTINENTAL EXCHANGE INCOM45866F1044,08255,500SH DFND1155,50000
INTERCONTINENTAL EXCHANGE INCOM45866F10420,676281,110SH DFND14234,610046,500
INTERNATIONAL BUSINESS MACHSCOM4592001013,86227,642SH DFND327,64200
INTERNATIONAL BUSINESS MACHSCOM45920010162,447447,009SH DFND5439,85507,154
INTERNATIONAL BUSINESS MACHSCOM45920010115104SH DFND910400
INTERNATIONAL BUSINESS MACHSCOM4592001011431,025SH DFND101,02500
INTERNATIONAL BUSINESS MACHSCOM4592001013,14822,536SH DFND1322,53600
INTERNATIONAL BUSINESS MACHSCOM4592001013,17322,713SH DFND1516,60006,113
INTERNATIONAL FLAVORS&FRAGRACOM45950610116133SH DFND313300
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,76914,273SH DFND513,13301,140
INTERPUBLIC GROUP COS INCCOM4606901002349,968SH DFND39,96800
INTERPUBLIC GROUP COS INCCOM4606901002028,632SH DFND53,66704,965
INTERPUBLIC GROUP COS INCCOM460690100783,342SH DFND15003,342
INTERXION HOLDING N.VSHSN47279109211,9183,395,367SH DFND33,395,36700
INTERXION HOLDING N.VSHSN472791094,53272,605SH DFND572,3050300
INTERXION HOLDING N.VSHSN472791091652,636SH DFND102,63600
INTERXION HOLDING N.VSHSN4727910987,4381,400,800SH DFND14490,3000910,500
INTL PAPER COCOM46014610324,843477,020SH DFND3477,02000
INTL PAPER COCOM46014610375814,560SH DFND51,000013,560
INTL PAPER COCOM460146103411,0817,893,259SH DFND77,893,25900
INTL PAPER COCOM4601461037134SH DFND913400
INTL PAPER COCOM46014610331600SH DFND1060000
INTL PAPER COCOM4601461031,25224,034SH DFND1520,90003,134
INTUITCOM461202103290,9131,423,915SH DFND31,423,91500
INTUITCOM4612021034,49722,011SH DFND522,01100
INTUITCOM46120210349242SH DFND924200
INTUITCOM4612021033731,825SH DFND101,82500
INTUITCOM461202103628SH DFND132800
INTUITCOM4612021038,14139,847SH DFND1537,80002,047
INTUITIVE SURGICAL INCCOM NEW46120E602355,619743,204SH DFND3743,20400
INTUITIVE SURGICAL INCCOM NEW46120E6022,9516,168SH DFND56,16800
INTUITIVE SURGICAL INCCOM NEW46120E602189394SH DFND1039400
INVACARE CORPCOM4612031016,324340,000SH DFND2340,00000
INVESCO CURNCYSHS SWISS FRANSWISS FRANC46138R1084835,100SH DFND5005,100
INVESCO EXCHANGE TRADED FD TCLEANTECH ETF46137V4071,20128,525SH DFND528,52500
INVESCO EXCHNG TRADED FD TRGLOBAL WATER46138E65150120,000SH DFND520,00000
INVESCO EXCHNG TRADED FD TRSR LN ETF46138G50872,7463,176,675SH DFND33,176,67500
INVESCO EXCHNG TRADED FD TRSR LN ETF46138G5084,652203,160SH DFND14203,16000
INVESCO LTDSHSG491BT1081,01838,316SH DFND537,8150501
INVESCO QQQ TRUNIT SER 146090E1031,1616,766SH DFND56,76600
INVESTAR HLDG CORPCOM46134L1056,083220,000SH DFND2220,00000
IONIS PHARMACEUTICALS INCCOM4622221005,121122,900SH DFND3122,90000
IONIS PHARMACEUTICALS INCCOM46222210048111,540SH DFND1011,54000
IONIS PHARMACEUTICALS INCCOM4622221003,80191,221SH DFND1191,22100
IONIS PHARMACEUTICALS INCCOM4622221006,855164,510SH DFND13164,51000
IONIS PHARMACEUTICALS INCCOM4622221002,51160,255SH DFND1560,25500
IONIS PHARMACEUTICALS INCCOM4622221007,825187,790SH DFND181,6000186,190
IONIS PHARMACEUTICALS INCCOM4622221003,28478,800SH DFND2050,910027,890
IOVANCE BIOTHERAPEUTICS INCCOM46226010067,4725,271,235SH DFND35,271,23500
IOVANCE BIOTHERAPEUTICS INCCOM46226010048337,700SH DFND537,70000
IPG PHOTONICS CORPCOM44980X1095372,432SH DFND32,43200
IQVIA HLDGS INCCOM46266C10536,102361,674SH DFND5340,313021,361
IRHYTHM TECHNOLOGIES INCCOM45005610687,1241,073,883SH DFND31,073,88300
IRHYTHM TECHNOLOGIES INCCOM4500561061,07813,288SH DFND513,28800
IRIDIUM COMMUNICATIONS INCCOM46269C1028,979557,683SH DFND2557,68300
IRIDIUM COMMUNICATIONS INCPERP PFD CNV B46269C40910,89420,000SH DFND220,00000
IRON MTN INC NEWCOM46284V1012116,017SH DFND5006,017
IRON MTN INC NEWCOM46284V1015,367153,300SH DFND14153,30000
ISHARES INCMSCI EM ASIA ETF4642864263,24447,020SH DFND947,02000
ISHARES INCMSCI EURZONE ETF464286608139,3433,397,791SH DFND53,119,8080277,983
ISHARES INCMSCI SWITZERLAND4642867492287,000SH DFND57,00000
ISHARES INCMSCI STH KOR ETF46428677246678SH DFND1367800
ISHARES INCMSCI STH KOR ETF464286772350SH DFND195000
ISHARES INCMSCI STH KOR ETF46428677224,150356,663SH DFND20356,66300
ISHARES INCMSCI GERMANY ETF46428680630010,000SH DFND510,00000
ISHARES INCCORE MSCI EMKT46434G10380315,296SH OTR3015,2960
ISHARES INCCORE MSCI EMKT46434G10392,8821,768,835SH DFND51,700,483068,352
ISHARES INCCORE MSCI EMKT46434G10354,0591,029,495SH DFND91,029,49500
ISHARES INCMSCI TAIWAN ETF46434G77243412,050SH DFND1012,05000
ISHARES INCMSCI JPN ETF NEW46434G82260410,428SH OTR3010,4280
ISHARES INCMSCI JPN ETF NEW46434G82225437SH DFND543700
ISHARES INCMSCI JPN ETF NEW46434G82297,5021,683,684SH DFND91,683,68400
ISHARES TRCORE S&P TTL STK4642871505088,130SH DFND58,13000
ISHARES TRSELECT DIVID ETF4642871683,72838,142SH DFND538,14200
ISHARES TRTIPS BD ETF4642871761481,314SH DFND31,31400
ISHARES TRTIPS BD ETF4642871768,48175,143SH DFND570,37604,767
ISHARES TRCORE S&P500 ETF4642872001,2644,630SH DFND34,63000
ISHARES TRCORE S&P500 ETF4642872004,15915,230SH OTR3015,2300
ISHARES TRCORE S&P500 ETF464287200161,304590,748SH DFND5584,29406,454
ISHARES TRCORE S&P500 ETF464287200246,865904,100SH DFND7904,10000
ISHARES TRCORE S&P500 ETF4642872001969SH DFND96900
ISHARES TRCORE US AGGBD ET4642872264,73844,565SH DFND344,56500
ISHARES TRCORE US AGGBD ET4642872261,18011,095SH OTR3011,0950
ISHARES TRCORE US AGGBD ET46428722614,902140,166SH DFND5138,51201,654
ISHARES TRCORE US AGGBD ET4642872263213,022SH DFND93,02200
ISHARES TRMSCI EMG MKT ETF46428723435,765825,406SH DFND5778,666046,740
ISHARES TRIBOXX INV CP ETF4642872427,95869,458SH DFND565,83803,620
ISHARES TRS&P 500 GRWT ETF4642873091,4148,698SH DFND58,69800
ISHARES TRS&P 500 VAL ETF4642874081,85016,798SH OTR3016,7980
ISHARES TRS&P 500 VAL ETF4642874082722,469SH DFND52,46900
ISHARES TR1 3 YR TREAS BD4642874573954,741SH DFND54,74100
ISHARES TR1 3 YR TREAS BD46428745755660SH DFND1766000
ISHARES TRMSCI EAFE ETF464287465108,7951,624,527SH DFND51,586,477038,050
ISHARES TRRUS MDCP VAL ETF4642874734014,529SH DFND54,52900
ISHARES TRRUS MD CP GR ETF4642874819177,237SH DFND57,23700
ISHARES TRRUS MID CAP ETF4642874997,27634,298SH DFND534,29800
ISHARES TRCORE S&P MCP ETF46428750799,178509,178SH DFND5488,505020,673
ISHARES TRCORE S&P MCP ETF46428750722113SH DFND911300
ISHARES TRRUS 1000 VAL ETF4642875989117,506SH DFND57,50600
ISHARES TRRUS 1000 GRW ETF4642876141,61911,256SH DFND511,25600
ISHARES TRRUS 1000 ETF4642876222661,747SH DFND51,74700
ISHARES TRRUS 1000 ETF4642876221,90012,500SH DFND1312,50000
ISHARES TRRUS 1000 ETF46428762218,481121,600SH DFND20121,60000
ISHARES TRRUS 2000 VAL ETF464287630162,5091,231,875SH DFND51,116,1520115,723
ISHARES TRRUS 2000 GRW ETF4642876488,34340,830SH DFND540,6100220
ISHARES TRRUSSELL 2000 ETF46428765592,117562,480SH DFND5529,391033,089
ISHARES TRRUSSELL 2000 ETF46428765523142SH DFND914200
ISHARES TRRUSSELL 2000 ETF464287655116711SH DFND1771100
ISHARES TRRUSSELL 3000 ETF4642876891,1647,174SH DFND555006,624
ISHARES TRCORE S&P SCP ETF46428780421,185253,833SH DFND5252,09301,740
ISHARES TRSP SMCP600VL ETF4642878794,32726,500SH DFND526,50000
ISHARES TRS&P SML 600 GWT4642878877,35338,914SH DFND538,824090
ISHARES TRMSCI ACWI EX US4642882408,047170,280SH DFND5170,28000
ISHARES TREAFE SML CP ETF46428827311,148177,683SH DFND5147,213030,470
ISHARES TREAFE SML CP ETF4642882732,86145,600SH DFND1345,60000
ISHARES TREAFE SML CP ETF46428827327,267434,600SH DFND20434,60000
ISHARES TRGLB INFRASTR ETF46428837214,184330,088SH DFND3330,08800
ISHARES TRGLB INFRASTR ETF46428837231727SH DFND572700
ISHARES TRNATIONAL MUN ETF4642884149388,600SH DFND58,60000
ISHARES TRMRGSTR SM CP ETF4642885052051,150SH DFND51,15000
ISHARES TRIBOXX HI YD ETF4642885137,85392,300SH DFND392,30000
ISHARES TRIBOXX HI YD ETF4642885135,57965,578SH DFND560,82804,750
ISHARES TRMSCI KLD400 SOC4642885709519,420SH DFND59,42000
ISHARES TRMBS ETF46428858814,993143,917SH DFND5139,35904,558
ISHARES TRINTRMD CR BD ETF46428863887,424822,892SH DFND5810,946011,946
ISHARES TRINTRMD CR BD ETF4642886385945,595SH DFND 5,59500
ISHARES TR1 3 YR CR BD ETF46428864612,148117,147SH DFND5110,75206,395
ISHARES TR3 7 YR TREAS BD4642886612922,430SH OTR302,4300
ISHARES TR3 7 YR TREAS BD4642886614814,010SH DFND54,01000
ISHARES TRS&P US PFD STK4642886873,08181,700SH DFND381,70000
ISHARES TRS&P US PFD STK4642886877,648202,805SH DFND5198,12004,685
ISHARES TREAFE VALUE ETF4642888771,08921,200SH DFND521,20000
ISHARES TRCMBS ETF46429B3661,70333,993SH DFND531,29302,700
ISHARES TRMSCI INDIA ETF46429B5982166,480SH DFND36,48000
ISHARES TRMSCI INDIA ETF46429B59812,954389,139SH DFND10389,13900
ISHARES TRMSCI INDIA ETF46429B5985,330160,100SH DFND20160,10000
ISHARES TRMSCI INDIA SM CP46429B6141,73941,400SH DFND2041,40000
ISHARES TRUSA MOMENTUM FCT46432F3965495,000SH DFND55,00000
ISHARES TRCORE MSCI EAFE46432F8428,534134,665SH DFND3134,66500
ISHARES TRCORE MSCI EAFE46432F84295,6461,509,325SH DFND51,448,650060,675
ISHARES TRCUR HD EURZN ETF46434V6392,20873,468SH DFND573,46800
ISHARES TRCORE MSCI EURO46434V73885117,895SH OTR3017,8950
ISHARES TRCORE MSCI EURO46434V73824500SH DFND550000
ISHARES TRHDG MSCI JAPAN46434V886148,7564,612,597SH DFND54,224,2070388,390
ITAU UNIBANCO HLDG SASPON ADR REP PFD46556210639,9033,844,176SH DFND123,813,450030,726
ITAU UNIBANCO HLDG SASPON ADR REP PFD4655621063,968382,261SH DFND13382,26100
ITAU UNIBANCO HLDG SASPON ADR REP PFD465562106123,18411,868,386SH DFND1811,659,2750209,111
ITERUM THERAPEUTICS PLCSHSG6333L1014,188384,615SH DFND3384,61500
IVY HIGH INC OPPORTUNITIES FCOM46589310533523,373SH DFND523,37300
JACOBS ENGR GROUP INC DELCOM4698141072914,576SH DFND54,0760500
JAGGED PEAK ENERGY INCCOM47009K10733,6102,581,440SH DFND32,581,44000
JANUS HENDERSON GROUP PLCORD SHSG4474Y2143,516114,400SH DFND13114,40000
JANUS HENDERSON GROUP PLCORD SHSG4474Y21419,665639,942SH DFND20639,94200
JAZZ INVESTMENTS I LTDNOTE 1.875% 8/1472145AB740,08836,750,000PRN DFND336,750,00000
JAZZ PHARMACEUTICALS PLCSHS USDG5087110570,734410,531SH DFND3410,53100
JBG SMITH PPTYSCOM46590V10022605SH DFND54430162
JBG SMITH PPTYSCOM46590V10029,123798,550SH DFND7798,55000
JD COM INCSPON ADR CL A47215P10667817,419SH DFND317,41900
JD COM INCSPON ADR CL A47215P10611285SH DFND528500
JD COM INCSPON ADR CL A47215P1062416,200SH DFND86,20000
JD COM INCSPON ADR CL A47215P10618,637478,483SH DFND18478,48300
JDS UNIPHASE CORPDBCV 0.625% 8/146612JAF841,29740,900,000PRN DFND340,900,00000
JELD-WEN HLDG INCCOM47580P1032,47786,635SH DFND1712,363074,272
JETBLUE AIRWAYS CORPCOM477143101231,215SH DFND31,21500
JETBLUE AIRWAYS CORPCOM47714310119610,337SH DFND510,33700
JOHNSON & JOHNSONCOM4781601041,107,8429,130,064SH DFND39,113,064017,000
JOHNSON & JOHNSONCOM478160104160,8611,325,706SH DFND51,301,549024,157
JOHNSON & JOHNSONCOM4781601042522,075SH DFND92,07500
JOHNSON & JOHNSONCOM47816010424,580202,571SH DFND13202,57100
JOHNSON CTLS INTL PLCSHSG5150210521,989657,356SH DFND1657,35600
JOHNSON CTLS INTL PLCSHSG515021059,219275,600SH DFND2275,60000
JOHNSON CTLS INTL PLCSHSG51502105325,1019,719,020SH DFND39,719,02000
JOHNSON CTLS INTL PLCSHSG5150210569720,843SH DFND518,00402,839
JOHNSON CTLS INTL PLCSHSG51502105362,80810,846,308SH DFND710,846,30800
JOHNSON CTLS INTL PLCSHSG51502105591,760SH DFND 1,76000
JONES LANG LASALLE INCCOM48020Q1071,2177,331SH DFND37,33100
JONES LANG LASALLE INCCOM48020Q107637SH DFND93700
JONES LANG LASALLE INCCOM48020Q1076143,714SH DFND103,71400
JONES LANG LASALLE INCCOM48020Q10713,01878,425SH DFND1178,42500
JONES LANG LASALLE INCCOM48020Q10721,265128,110SH DFND13128,11000
JONES LANG LASALLE INCCOM48020Q1076,91141,637SH DFND1541,63700
JONES LANG LASALLE INCCOM48020Q10717,247103,901SH DFND19103,90100
JONES LANG LASALLE INCCOM48020Q10740,636244,807SH DFND20238,60706,200
JPMORGAN CHASE & COCOM46625H10037,533360,200SH DFND2360,20000
JPMORGAN CHASE & COCOM46625H1001,053,32110,108,650SH DFND310,063,650045,000
JPMORGAN CHASE & COCOM46625H100185,3771,779,052SH DFND51,707,899071,153
JPMORGAN CHASE & COCOM46625H100746,9857,168,755SH DFND77,168,75500
JPMORGAN CHASE & COCOM46625H1009198,819SH DFND98,81900
JPMORGAN CHASE & COCOM46625H1001,75916,863SH DFND1016,86300
JPMORGAN CHASE & COCOM46625H10016,158155,064SH DFND11155,06400
JPMORGAN CHASE & COCOM46625H10062,870603,363SH DFND13603,36300
JPMORGAN CHASE & COCOM46625H10023,593226,337SH DFND15226,33700
JPMORGAN CHASE & COCOM46625H1002,22821,379SH DFND173,050018,329
JPMORGAN CHASE & COCOM46625H10021,968210,830SH DFND181,9700208,860
JPMORGAN CHASE & COCOM46625H100346,8593,328,784SH DFND193,310,7271,44716,610
JPMORGAN CHASE & COCOM46625H10046,793449,068SH DFND20410,748038,320
JUNIPER NETWORKS INCCOM48203R104371,355SH DFND31,35500
JUNIPER NETWORKS INCCOM48203R1042629,550SH DFND59,55000
JUNIPER NETWORKS INCCOM48203R104762,759SH DFND15002,759
KANSAS CITY SOUTHERNCOM NEW48517030279,592751,150SH DFND3751,15000
KANSAS CITY SOUTHERNCOM NEW4851703021611,520SH DFND51,52000
KARYOPHARM THERAPEUTICS INCCOM48576U10635,3862,082,756SH DFND32,082,75600
KARYOPHARM THERAPEUTICS INCCOM48576U10634820,500SH DFND520,50000
KB FINANCIAL GROUP INCSPONSORED ADR48241A10582717,800SH DFND1117,80000
KB FINANCIAL GROUP INCSPONSORED ADR48241A10576216,386SH DFND1316,38600
KB FINANCIAL GROUP INCSPONSORED ADR48241A105148,2743,190,068SH DFND193,190,06800
KB FINANCIAL GROUP INCSPONSORED ADR48241A105143,8193,094,216SH DFND202,263,7340830,482
KELLOGG COCOM4878361081071,525SH DFND31,52500
KELLOGG COCOM4878361081,33619,122SH DFND519,12200
KELLOGG COCOM4878361083374,820SH DFND104,82000
KELLOGG COCOM48783610832,499465,132SH DFND13465,13200
KELLOGG COCOM48783610821,863313,271SH DFND15311,20002,071
KELLOGG COCOM487836108233,1963,337,570SH DFND193,320,5401,53015,500
KELLOGG COCOM48783610813,201188,940SH DFND20162,040026,900
KENNAMETAL INCCOM4891701006,610184,129SH DFND2168,722015,407
KENNAMETAL INCCOM48917010036,3811,013,405SH DFND31,013,40500
KENNAMETAL INCCOM48917010090825,300SH DFND525,30000
KENNEDY-WILSON HLDGS INCCOM48939810760,9362,881,136SH DFND32,881,13600
KENNEDY-WILSON HLDGS INCCOM4893981072,04396,600SH DFND1396,60000
KENNEDY-WILSON HLDGS INCCOM48939810776,0723,596,770SH DFND143,596,77000
KEY TRONIC CORPCOM4931441093,638480,000SH DFND2480,00000
KEYSIGHT TECHNOLOGIES INCCOM49338L1032,31139,150SH DFND239,15000
KEYSIGHT TECHNOLOGIES INCCOM49338L10338,429651,000SH DFND3651,00000
KEYSIGHT TECHNOLOGIES INCCOM49338L103841,420SH DFND51,42000
KEYW HLDG CORPCOM49372310033,2153,800,323SH DFND33,800,32300
KEYW HLDG CORPCOM49372310083595,529SH DFND595,52900
KEYW HLDG CORPNOTE 2.500% 7/1493723AA820,05020,000,000PRN DFND320,000,00000
KEZAR LIFE SCIENCES INCCOM49372L1006,055350,000SH DFND3350,00000
KILROY RLTY CORPCOM49427F10817,005224,817SH DFND14224,81700
KIMBALL ELECTRONICS INCCOM49428J1091,44679,000SH DFND279,00000
KIMBERLY CLARK CORPCOM4943681036666,326SH DFND36,32600
KIMBERLY CLARK CORPCOM4943681034,54243,115SH DFND541,60501,510
KIMBERLY CLARK CORPCOM4943681031671,589SH DFND101,58900
KIMBERLY CLARK CORPCOM494368103440SH DFND134000
KIMBERLY CLARK CORPCOM4943681032982,833SH DFND15002,833
KIMCO RLTY CORPCOM49446R10931318,447SH DFND318,44700
KIMCO RLTY CORPCOM49446R1092,139125,900SH DFND14125,90000
KINDER MORGAN INC DELCOM49456B10125,0831,419,500SH DFND21,419,50000
KINDER MORGAN INC DELCOM49456B101103,5625,860,900SH DFND35,860,90000
KINDER MORGAN INC DELCOM49456B1018,941506,018SH DFND5457,083048,935
KINDER MORGAN INC DELCOM49456B101693,72039,259,896SH DFND739,259,89600
KINDER MORGAN INC DELCOM49456B101925,229SH DFND95,22900
KINDER MORGAN INC DELCOM49456B10119,1811,085,504SH DFND131,085,50400
KINROSS GOLD CORPCOM NO PAR4969024043810,055SH DFND1010,05500
KLA-TENCOR CORPCOM48248010076,938750,398SH DFND3750,39800
KLA-TENCOR CORPCOM48248010012114SH DFND911400
KLA-TENCOR CORPCOM4824801001841,795SH DFND101,79500
KLA-TENCOR CORPCOM4824801001,97519,258SH DFND1517,90901,349
KNOWLES CORPCOM49926D10923315,201SH DFND515,20100
KNOWLES CORPCOM49926D10979451,880SH DFND1051,88000
KNOWLES CORPCOM49926D1098,494555,131SH DFND11555,13100
KNOWLES CORPCOM49926D10918,8511,232,076SH DFND131,232,07600
KNOWLES CORPCOM49926D1098,842578,174SH DFND15578,17400
KNOWLES CORPCOM49926D10913,050852,930SH DFND1843,9300809,000
KNOWLES CORPCOM49926D10962,6424,094,230SH DFND194,094,23000
KNOWLES CORPCOM49926D10952,1903,411,129SH DFND203,235,4790175,650
KOHLS CORPCOM5002551041,49220,460SH DFND320,46000
KOHLS CORPCOM500255104991,355SH DFND101,35500
KOHLS CORPCOM5002551041251,716SH DFND15001,716
KONINKLIJKE PHILIPS N VNY REG SH NEW50047230380719,089SH DFND519,08900
KRAFT HEINZ COCOM50075410614,925237,581SH DFND3237,58100
KRAFT HEINZ COCOM50075410628,637455,859SH DFND5421,044034,815
KRAFT HEINZ COCOM50075410615,919253,399SH DFND13253,39900
KROGER COCOM5010441012719,518SH DFND39,51800
KROGER COCOM5010441011756,168SH DFND56,16800
KROGER COCOM501044101335,19011,781,752SH DFND711,781,75200
KROGER COCOM5010441019315SH DFND931500
KROGER COCOM5010441011154,057SH DFND104,05700
KROGER COCOM50104410114,652515,011SH DFND13515,01100
KROGER COCOM5010441016,325223,000SH DFND15223,00000
KROGER COCOM50104410129,8391,048,816SH DFND191,042,2168005,800
KROGER COCOM50104410138713,600SH DFND2013,60000
KULICKE & SOFFA INDS INCCOM50124210132,0781,346,675SH DFND21,266,875079,800
L BRANDS INCCOM50179710487023,600SH DFND323,60000
L BRANDS INCCOM501797104391,061SH DFND101,06100
L BRANDS INCCOM501797104872,349SH DFND15002,349
L3 TECHNOLOGIES INCCOM5024131073852,000SH DFND52,00000
LA Z BOY INCCOM5053361075,330174,175SH DFND2161,176012,999
LA Z BOY INCCOM50533610719620SH DFND362000
LABORATORY CORP AMER HLDGSCOM NEW50540R40990,205502,451SH DFND3502,45100
LABORATORY CORP AMER HLDGSCOM NEW50540R4091,4097,850SH DFND57,85000
LABORATORY CORP AMER HLDGSCOM NEW50540R40918100SH DFND910000
LABORATORY CORP AMER HLDGSCOM NEW50540R409211SH DFND131100
LAKELAND FINL CORPCOM51165610087,0601,806,597SH DFND21,655,6470150,950
LAM RESEARCH CORPCOM512807108141,806820,401SH DFND3820,40100
LAM RESEARCH CORPCOM51280710874,508431,057SH DFND5412,242018,815
LAM RESEARCH CORPCOM5128071082641,526SH DFND91,52600
LAM RESEARCH CORPCOM51280710876442SH DFND1044200
LAM RESEARCH CORPCOM5128071082901,676SH DFND15001,676
LAMB WESTON HLDGS INCCOM513272104114,8951,677,113SH DFND31,677,11300
LAMB WESTON HLDGS INCCOM51327210423333SH DFND500333
LAMB WESTON HLDGS INCCOM5132721041552,259SH DFND102,25900
LANDEC CORPCOM51476610440,4612,715,500SH DFND22,516,4000199,100
LANDSTAR SYS INCCOM5150981012802,564SH DFND32,56400
LAS VEGAS SANDS CORPCOM517834107114,0841,494,406SH DFND31,494,40600
LAS VEGAS SANDS CORPCOM5178341071261,645SH DFND51,64500
LAS VEGAS SANDS CORPCOM5178341072703,537SH DFND103,53700
LAS VEGAS SANDS CORPCOM5178341072453,203SH DFND15003,203
LASALLE HOTEL PPTYSCOM SH BEN INT517942108501,450SH DFND31,45000
LASALLE HOTEL PPTYSCOM SH BEN INT5179421083,444100,600SH DFND14100,60000
LATTICE SEMICONDUCTOR CORPCOM51841510431,1754,752,346SH DFND34,752,34600
LATTICE SEMICONDUCTOR CORPCOM518415104765116,600SH DFND5116,60000
LAUDER ESTEE COS INCCL A51843910420,020140,302SH DFND3140,30200
LAUDER ESTEE COS INCCL A51843910422,516157,797SH DFND5150,65507,142
LAUDER ESTEE COS INCCL A51843910433230SH DFND923000
LAUDER ESTEE COS INCCL A5184391042481,740SH DFND101,74000
LAUDER ESTEE COS INCCL A518439104323SH DFND132300
LAUDER ESTEE COS INCCL A5184391045,27036,935SH DFND1535,20001,735
LAUREATE EDUCATION INCCL A51861320313,678954,496SH DFND3954,49600
LAUREATE EDUCATION INCCL A51861320331021,600SH DFND521,60000
LAZARD LTDSHS AG540501021,50730,821SH DFND330,82100
LAZARD LTDSHS AG5405010225,986531,304SH DFND5530,8040500
LAZARD LTDSHS AG540501023,52272,000SH DFND1172,00000
LAZARD LTDSHS AG5405010218,292374,000SH DFND14307,000067,000
LCI INDSCOM50189K10338,551427,628SH DFND2394,620033,008
LCI INDSCOM50189K10335385SH DFND338500
LCI INDSCOM50189K1032,61028,950SH DFND1328,95000
LCI INDSCOM50189K10315,308169,810SH DFND20169,81000
LEAR CORPCOM NEW5218652041,3017,002SH DFND37,00200
LEAR CORPCOM NEW5218652041583SH DFND58300
LEAR CORPCOM NEW5218652041474SH DFND97400
LEAR CORPCOM NEW521865204151810SH DFND1081000
LEAR CORPCOM NEW5218652042,15111,575SH DFND1510,9000675
LEE ENTERPRISES INCCOM52376810913,7494,824,268SH DFND74,824,26800
LEGACY TEX FINL GROUP INCCOM52471Y10626,999691,938SH DFND3691,93800
LEGACY TEX FINL GROUP INCCOM52471Y10666317,000SH DFND517,00000
LEGGETT & PLATT INCCOM52466010754112,128SH DFND312,12800
LENNOX INTL INCCOM5261071072701,350SH DFND31,35000
LEXINFINTECH HLDGS LTDADR5288771032,381194,376SH DFND3194,37600
LIBERTY BROADBAND CORPCOM SER A53030710715,454204,309SH DFND3204,30900
LIBERTY BROADBAND CORPCOM SER C53030730535,169464,457SH DFND3464,45700
LIBERTY BROADBAND CORPCOM SER C53030730511146SH DFND514600
LIBERTY BROADBAND CORPCOM SER C5303073052,53933,533SH DFND174,786028,747
LIBERTY EXPEDIA HOLDINGSSER A COM53046P10972516,500SH DFND316,50000
LIBERTY EXPEDIA HOLDINGSSER A COM53046P109821,855SH DFND527701,578
LIBERTY GLOBAL PLCSHS CL AG5480U1042368,562SH DFND51,40007,162
LIBERTY GLOBAL PLCSHS CL BG5480U1122318,000SH DFND58,00000
LIBERTY GLOBAL PLCSHS CL CG5480U12048218,103SH DFND59,61708,486
LIBERTY LATIN AMERICA LTDCOM CL AG9001E10232,3201,690,380SH DFND31,690,38000
LIBERTY LATIN AMERICA LTDCOM CL AG9001E1025243SH DFND524300
LIBERTY LATIN AMERICA LTDCOM CL AG9001E1021,05455,100SH DFND1355,10000
LIBERTY LATIN AMERICA LTDCOM CL AG9001E10225,3821,327,500SH DFND141,327,50000
LIBERTY LATIN AMERICA LTDCOM CL CG9001E12816,834868,630SH DFND3868,63000
LIBERTY LATIN AMERICA LTDCOM CL CG9001E1285243SH DFND524300
LIBERTY LATIN AMERICA LTDCOM CL CG9001E12837619,400SH DFND1319,40000
LIBERTY LATIN AMERICA LTDCOM CL CG9001E12815,700810,100SH DFND14810,10000
LIBERTY MEDIA CORP DELAWARENOTE 1.375%10/1531229AB828,60622,950,000PRN DFND322,950,00000
LIBERTY MEDIA CORP DELAWAREDEB 2.250% 9/3531229AE221,37340,500,000PRN DFND340,500,00000
LIBERTY OILFIELD SVCS INCCOM CL A53115L10434,2271,828,357SH DFND31,828,35700
LIBERTY OILFIELD SVCS INCCOM CL A53115L10469637,200SH DFND537,20000
LIBERTY PPTY TRSH BEN INT53117210412264SH DFND326400
LIBERTY PPTY TRSH BEN INT5311721041,07824,325SH DFND524,32500
LIFE STORAGE INCCOM53223X1072,48125,500SH DFND225,50000
LILLY ELI & COCOM532457108575,7656,747,515SH DFND36,725,515022,000
LILLY ELI & COCOM5324571086,08971,356SH DFND568,95602,400
LILLY ELI & COCOM5324571081,366,21616,010,981SH DFND716,010,98100
LILLY ELI & COCOM5324571081,45517,050SH DFND1017,05000
LILLY ELI & COCOM53245710813,387156,890SH DFND11156,89000
LILLY ELI & COCOM53245710832,064375,759SH DFND13375,75900
LILLY ELI & COCOM53245710825,041293,582SH DFND15293,58200
LILLY ELI & COCOM53245710830,156353,400SH DFND18117,5700235,830
LILLY ELI & COCOM532457108425,3764,985,071SH DFND194,949,3102,13133,630
LILLY ELI & COCOM53245710841,878490,778SH DFND20447,598043,180
LINCOLN NATL CORP INDCOM5341871093,08449,540SH DFND548,18001,360
LINCOLN NATL CORP INDCOM53418710915238SH DFND923800
LINCOLN NATL CORP INDCOM5341871091572,515SH DFND102,51500
LINCOLN NATL CORP INDCOM5341871092,50540,240SH DFND1538,60001,640
LINCOLN NATL CORP INDCOM5341871092,21935,650SH DFND175,086030,564
LITHIA MTRS INCCL A53679710324,319257,153SH DFND3257,15300
LITHIA MTRS INCCL A5367971035866,200SH DFND56,20000
LIVANOVA PLCSHSG5509L1019089,100SH DFND59,10000
LIVANOVA PLCSHSG5509L1016186,187SH DFND106,18700
LIVANOVA PLCSHSG5509L1011,43714,400SH DFND1114,40000
LIVANOVA PLCSHSG5509L10124,746247,905SH DFND13247,90500
LIVANOVA PLCSHSG5509L10165,682658,000SH DFND14260,1000397,900
LIVANOVA PLCSHSG5509L10117,431174,380SH DFND15174,38000
LIVANOVA PLCSHSG5509L1011101,100SH DFND181,10000
LIVANOVA PLCSHSG5509L1011,43914,420SH DFND1914,42000
LIVANOVA PLCSHSG5509L101192,2881,926,347SH DFND201,590,3470336,000
LOCKHEED MARTIN CORPCOM539830109183,409620,819SH DFND3620,81900
LOCKHEED MARTIN CORPCOM53983010913,06744,231SH DFND544,0810150
LOCKHEED MARTIN CORPCOM539830109185625SH DFND962500
LOCKHEED MARTIN CORPCOM539830109725SH DFND132500
LOEWS CORPCOM5404241084158,591SH DFND58,59100
LOEWS CORPCOM5404241081182,448SH DFND15002,448
LOGITECH INTL S ASHSH504302321723,920SH DFND103,92000
LOGITECH INTL S ASHSH504302328,124185,054SH DFND13185,05400
LOGITECH INTL S ASHSH504302323,35576,430SH DFND1576,43000
LOGITECH INTL S ASHSH5043023252,1451,187,812SH DFND201,187,81200
LOGMEIN INCCOM54142L10953,005513,370SH DFND3513,37000
LOGMEIN INCCOM54142L10957552SH DFND54350117
LOWES COS INCCOM54866110725,767269,618SH DFND3269,61800
LOWES COS INCCOM54866110777,870814,797SH DFND5774,196040,601
LOWES COS INCCOM5486611071671,745SH DFND91,74500
LOWES COS INCCOM548661107999SH DFND139900
LOWES COS INCCOM5486611072,70828,337SH DFND174,043024,294
LOXO ONCOLOGY INCCOM54886210149,266283,987SH DFND3283,98700
LOXO ONCOLOGY INCCOM5488621013472,000SH DFND52,00000
LSI INDS INCCOM50216C1082,099393,000SH DFND2393,00000
LTC PPTYS INCCOM50217510247,4641,110,528SH DFND21,025,791084,737
LTC PPTYS INCCOM50217510220470SH DFND347000
LTC PPTYS INCCOM502175102511,200SH DFND51,20000
LULULEMON ATHLETICA INCCOM5500211099257,407SH DFND37,40700
LULULEMON ATHLETICA INCCOM5500211093803,045SH DFND53,04500
LULULEMON ATHLETICA INCCOM55002110925200SH DFND1020000
LULULEMON ATHLETICA INCCOM55002110999795SH DFND1500795
LUXOFT HLDG INCORD SHS CL AG572791047,236196,359SH DFND10196,35900
LUXOFT HLDG INCORD SHS CL AG5727910414,043381,093SH DFND18381,09300
LUXOFT HLDG INCORD SHS CL AG57279104491,320SH DFND 1,32000
LYON WILLIAM HOMESCL A NEW5520747001,93183,214SH DFND1711,873071,341
LYONDELLBASELL INDUSTRIES NSHS - A -N537451004,74043,153SH DFND343,15300
LYONDELLBASELL INDUSTRIES NSHS - A -N537451004103,732SH DFND53,0250707
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510039357SH DFND935700
LYONDELLBASELL INDUSTRIES NSHS - A -N537451007957,254SH DFND107,25400
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510013,532123,190SH DFND11123,19000
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510019,849180,690SH DFND13180,69000
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510018,030164,310SH DFND15160,92603,384
LYONDELLBASELL INDUSTRIES NSHS - A -N537451001,33512,151SH DFND1912,15100
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510024,865226,350SH DFND20208,740017,610
M & T BK CORPCOM55261F1042,00411,775SH DFND511,5750200
M/I HOMES INCCOM55305B10111,866448,107SH DFND2413,433034,674
M/I HOMES INCCOM55305B10124,911940,738SH DFND3940,73800
M/I HOMES INCCOM55305B10160422,800SH DFND522,80000
MACERICH COCOM5543821014,15473,100SH DFND1473,10000
MACROGENICS INCCOM5560991099,904479,615SH DFND3479,61500
MACYS INCCOM55616P1041,02827,453SH DFND327,45300
MACYS INCCOM55616P1046154SH DFND915400
MACYS INCCOM55616P104721,933SH DFND101,93300
MACYS INCCOM55616P10497726,102SH DFND1523,00003,102
MADISON SQUARE GARDEN CO NEWCL A55825T103252814SH DFND581400
MAG SILVER CORPCOM55903Q10411,4321,058,000SH DFND31,058,00000
MAGELLAN MIDSTREAM PRTNRS LPCOM UNIT RP LP5590801065738,299SH DFND56,34501,954
MAGNA INTL INCCOM55922240163010,836SH DFND310,83600
MAGNA INTL INCCOM55922240134580SH DFND958000
MAGNA INTL INCCOM5592224012083,587SH DFND103,58700
MAGNA INTL INCCOM55922240114,817254,674SH DFND13254,67400
MAGNA INTL INCCOM5592224013,44559,215SH DFND1555,62903,586
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W10967,9811,880,527SH DFND31,880,52700
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W10928,330783,968SH DFND8783,96800
MAKEMYTRIP LIMITED MAURITIUSSHSV5633W10978821,800SH DFND1821,80000
MAMMOTH ENERGY SVCS INCCOM56155L1084,245124,992SH DFND3124,99200
MANITOWOC CO INCCOM NEW56357140511,514445,247SH DFND2410,758034,489
MANPOWERGROUP INCCOM56418H1001782,066SH DFND32,06600
MANPOWERGROUP INCCOM56418H1006888,000SH DFND58,00000
MANPOWERGROUP INCCOM56418H10043501SH DFND1500501
MANTECH INTL CORPCL A56456310430,468568,018SH DFND3568,01800
MANTECH INTL CORPCL A56456310475614,100SH DFND514,10000
MANULIFE FINL CORPCOM56501R1061035,760SH DFND35,76000
MANULIFE FINL CORPCOM56501R106271,500SH DFND51,50000
MANULIFE FINL CORPCOM56501R10679144,019SH DFND943,1190900
MANULIFE FINL CORPCOM56501R106925,150SH DFND105,15000
MANULIFE FINL CORPCOM56501R10679,1044,401,606SH DFND134,223,6060178,000
MANULIFE FINL CORPCOM56501R1061,61089,576SH DFND1589,57600
MARATHON OIL CORPCOM565849106703,363SH DFND53,36300
MARATHON OIL CORPCOM565849106430,72320,648,355SH DFND720,648,35500
MARATHON PETE CORPCOM56585A1027,330104,472SH DFND3104,47200
MARATHON PETE CORPCOM56585A1024286,099SH DFND52,77003,329
MARATHON PETE CORPCOM56585A1023,53350,350SH DFND1350,35000
MARATHON PETE CORPCOM56585A1023555,053SH DFND15005,053
MARINUS PHARMACEUTICALS INCCOM56854Q10113,6321,928,085SH DFND31,928,08500
MARKEL CORPCOM5705351047,1606,603SH DFND56,2660337
MARKEL CORPCOM5705351042,2632,087SH DFND132,08700
MARKEL CORPCOM5705351046,7236,200SH DFND146,20000
MARKETAXESS HLDGS INCCOM57060D108153,061773,390SH DFND3773,39000
MARKETAXESS HLDGS INCCOM57060D10867340SH DFND534000
MARKETAXESS HLDGS INCCOM57060D108166840SH DFND1084000
MARRIOTT INTL INC NEWCL A57190320225,566201,947SH DFND3201,94700
MARRIOTT INTL INC NEWCL A5719032021,0188,039SH DFND58,03900
MARRIOTT INTL INC NEWCL A571903202435SH DFND133500
MARSH & MCLENNAN COS INCCOM5717481022,56431,279SH DFND331,27900
MARSH & MCLENNAN COS INCCOM5717481022,17526,535SH DFND526,53500
MARSH & MCLENNAN COS INCCOM57174810220250SH DFND925000
MARTIN MARIETTA MATLS INCCOM57328410689,466400,600SH DFND3400,60000
MARTIN MARIETTA MATLS INCCOM5732841063361,506SH DFND51,50600
MARVELL TECHNOLOGY GROUP LTDORDG5876H1058,715406,500SH DFND3406,50000
MARVELL TECHNOLOGY GROUP LTDORDG5876H10522610,526SH DFND1710,52600
MASCO CORPCOM5745991062777,398SH DFND37,39800
MASCO CORPCOM57459910611283SH DFND528300
MASCO CORPCOM57459910626705SH DFND1070500
MASTERCARD INCORPORATEDCL A57636Q104987,7155,026,129SH DFND35,026,12900
MASTERCARD INCORPORATEDCL A57636Q104155,399790,756SH DFND5755,374035,382
MASTERCARD INCORPORATEDCL A57636Q1042991,520SH DFND91,52000
MASTERCARD INCORPORATEDCL A57636Q1048384,265SH DFND104,26500
MASTERCARD INCORPORATEDCL A57636Q104944SH DFND134400
MASTERCARD INCORPORATEDCL A57636Q1044,28021,780SH DFND1517,30004,480
MATCH GROUP INCCOM57665R1067,959205,458SH DFND3205,45800
MATCH GROUP INCCOM57665R10621530SH DFND553000
MATTEL INCCOM5770811021237,500SH DFND57,50000
MATTEL INCCOM5770811021,47089,590SH DFND1089,59000
MATTEL INCCOM57708110212,221744,300SH DFND11744,30000
MATTEL INCCOM57708110228,1381,713,640SH DFND131,713,64000
MATTEL INCCOM57708110229,9401,825,077SH DFND151,825,07700
MATTEL INCCOM57708110219,2611,173,000SH DFND188,00001,165,000
MATTEL INCCOM577081102312,59019,037,172SH DFND1918,933,5198,44195,212
MATTEL INCCOM57708110241,4492,524,308SH DFND202,306,8080217,500
MATTHEWS INTL CORPCL A577128101173,0272,942,635SH DFND32,942,63500
MAXIM INTEGRATED PRODS INCCOM57772K1011,86131,729SH DFND331,72900
MAXIM INTEGRATED PRODS INCCOM57772K10183314,202SH DFND514,20200
MAXIM INTEGRATED PRODS INCCOM57772K10143733SH DFND1073300
MB FINANCIAL INC NEWCOM55264U10835,183753,378SH DFND3753,37800
MB FINANCIAL INC NEWCOM55264U10882217,600SH DFND517,60000
MCCORMICK & CO INCCOM NON VTG579780206315,5652,718,281SH DFND32,718,28100
MCCORMICK & CO INCCOM NON VTG5797802066155,300SH DFND55,30000
MCCORMICK & CO INCCOM NON VTG579780206216SH DFND131600
MCDERMOTT INTL INCCOM58003770312,784650,566SH DFND2650,56600
MCDERMOTT INTL INCCOM58003770374,0123,766,491SH DFND73,766,49100
MCDONALDS CORPCOM580135101387,4742,472,869SH DFND32,472,86900
MCDONALDS CORPCOM58013510137,549239,638SH DFND5232,07007,568
MCDONALDS CORPCOM58013510126,720170,529SH DFND13170,52900
MCGRATH RENTCORPCOM58058910971,5691,131,162SH DFND21,043,566087,596
MCGRATH RENTCORPCOM58058910920310SH DFND331000
MCKESSON CORPCOM58155Q1038026,011SH DFND56,01100
MCKESSON CORPCOM58155Q10320150SH DFND915000
MCKESSON CORPCOM58155Q103324SH DFND132400
MCKESSON CORPCOM58155Q1032091,570SH DFND15001,570
MEDICINES COCOM58468810527,299743,854SH DFND3743,85400
MEDTRONIC PLCSHSG5960L1031,165,31013,611,797SH DFND313,572,797039,000
MEDTRONIC PLCSHSG5960L10314,854173,511SH DFND5172,11401,397
MEDTRONIC PLCSHSG5960L1031,556,55318,181,891SH DFND718,181,89100
MEDTRONIC PLCSHSG5960L1032382,775SH DFND92,77500
MEDTRONIC PLCSHSG5960L1031,04612,197SH DFND1012,19700
MEDTRONIC PLCSHSG5960L10313,283155,156SH DFND11155,15600
MEDTRONIC PLCSHSG5960L10332,772382,806SH DFND13382,80600
MEDTRONIC PLCSHSG5960L10314,881173,687SH DFND15173,68700
MEDTRONIC PLCSHSG5960L10313,298155,330SH DFND1827,0400128,290
MEDTRONIC PLCSHSG5960L103245,5402,868,120SH DFND192,854,5231,25712,340
MEDTRONIC PLCSHSG5960L10332,653381,417SH DFND20365,317016,100
MELLANOX TECHNOLOGIES LTDSHSM513631132202,614SH DFND172,61400
MERCADOLIBRE INCCOM58733R10230,402101,704SH DFND3101,70400
MERCADOLIBRE INCCOM58733R10231,059103,902SH DFND5103,852050
MERCADOLIBRE INCCOM58733R1023,76712,600SH DFND1112,60000
MERCADOLIBRE INCCOM58733R102134,480449,870SH DFND14222,2200227,650
MERCADOLIBRE INCNOTE 2.250% 7/058733RAB812,0165,000,000PRN DFND35,000,00000
MERCER INTL INCCOM5880561013,500200,000SH DFND2200,00000
MERCK & CO INCCOM58933Y1051,278,59221,064,118SH DFND321,003,518060,600
MERCK & CO INCCOM58933Y105123,8622,040,561SH DFND51,978,047062,514
MERCK & CO INCCOM58933Y1051,303,62521,476,603SH DFND721,476,60300
MERCK & CO INCCOM58933Y10587814,470SH DFND914,47000
MERCK & CO INCCOM58933Y10523,797392,047SH DFND13392,04700
MERCK & CO INCCOM58933Y1053,35555,277SH DFND1855,27700
MERCURY SYS INCCOM58937810860,6981,594,809SH DFND31,594,80900
MERCURY SYS INCCOM5893781081,09628,800SH DFND528,80000
METHANEX CORPCOM59151K10824,768350,149SH DFND13350,14900
METHANEX CORPCOM59151K10849689SH DFND1500689
METLIFE INCCOM59156R108663,38615,215,285SH DFND315,142,377072,908
METLIFE INCCOM59156R10845,9261,053,347SH DFND51,026,097027,250
METLIFE INCCOM59156R108343,2487,872,653SH DFND77,872,65300
METLIFE INCCOM59156R1084109,407SH DFND99,40700
METLIFE INCCOM59156R108731,685SH DFND101,68500
METLIFE INCCOM59156R1081,18427,159SH DFND1517,20009,959
METROPOLITAN BK HLDG CORPCOM59177410418,361349,866SH DFND3349,86600
METROPOLITAN BK HLDG CORPCOM5917741044548,650SH DFND58,65000
METTLER TOLEDO INTERNATIONALCOM592688105314,591543,682SH DFND3543,68200
METTLER TOLEDO INTERNATIONALCOM59268810523SH DFND13300
MGM GROWTH PPTYS LLCCL A COM55303A1056,936227,700SH DFND14227,70000
MGM RESORTS INTERNATIONALCOM55295310113,441463,000SH DFND3463,00000
MGM RESORTS INTERNATIONALCOM5529531019300SH DFND530000
MICHAEL KORS HLDGS LTDSHSG607541011,27019,072SH DFND319,07200
MICHAEL KORS HLDGS LTDSHSG6075410112175SH DFND917500
MICHAEL KORS HLDGS LTDSHSG60754101951,421SH DFND101,42100
MICHAEL KORS HLDGS LTDSHSG60754101114SH DFND131400
MICHAEL KORS HLDGS LTDSHSG607541011,91328,717SH DFND1527,30001,417
MICROCHIP TECHNOLOGY INCCOM595017104116,2281,277,936SH DFND31,277,93600
MICROCHIP TECHNOLOGY INCCOM59501710499,1851,090,539SH DFND51,026,729063,810
MICROCHIP TECHNOLOGY INCCOM5950171045045,543SH DFND95,54300
MICROCHIP TECHNOLOGY INCNOTE 1.625% 2/1595017AF155,96447,950,000PRN DFND347,950,00000
MICRON TECHNOLOGY INCCOM5951121033,08558,838SH DFND358,83800
MICRON TECHNOLOGY INCCOM5951121033857,340SH DFND57,34000
MICRON TECHNOLOGY INCCOM59511210334642SH DFND964200
MICRON TECHNOLOGY INCCOM5951121032795,324SH DFND105,32400
MICRON TECHNOLOGY INCCOM5951121037140SH DFND1314000
MICRON TECHNOLOGY INCCOM5951121036,058115,519SH DFND15100,700014,819
MICRON TECHNOLOGY INCNOTE 3.000%11/1595112AY965,71336,439,000PRN DFND336,439,00000
MICROSOFT CORPCOM5949181042,683,64027,215,111SH DFND327,169,511045,600
MICROSOFT CORPCOM594918104287,3082,913,583SH DFND52,777,6590135,924
MICROSOFT CORPCOM594918104835,7838,475,659SH DFND78,475,65900
MICROSOFT CORPCOM5949181042963,000SH DFND83,00000
MICROSOFT CORPCOM5949181041,16311,795SH DFND911,79500
MICROSOFT CORPCOM5949181042,08521,144SH DFND1021,14400
MICROSOFT CORPCOM59491810418,162184,180SH DFND11184,18000
MICROSOFT CORPCOM59491810463,502643,970SH DFND13643,97000
MICROSOFT CORPCOM59491810420,495208,018SH DFND15208,01800
MICROSOFT CORPCOM5949181042,46825,024SH DFND173,570021,454
MICROSOFT CORPCOM59491810423,065233,900SH DFND1818,4000215,500
MICROSOFT CORPCOM594918104347,3153,522,109SH DFND193,506,5181,64113,950
MICROSOFT CORPCOM59491810422,364226,793SH DFND20196,919029,874
MID AMER APT CMNTYS INCCOM59522J1035,45654,200SH DFND254,20000
MID AMER APT CMNTYS INCCOM59522J1033,37233,500SH DFND1433,50000
MIDSTATES PETE CO INCCOM PAR59804T40740930,018SH DFND330,01800
MILLER INDS INC TENNCOM NEW6005512049,446369,700SH DFND2369,70000
MILLER INDS INC TENNCOM NEW600551204270SH DFND37000
MINDBODY INCCOM CL A60255W10598025,400SH DFND325,40000
MINERALS TECHNOLOGIES INCCOM60315810683,4661,107,708SH DFND21,021,811085,897
MINERVA NEUROSCIENCES INCCOM60338010610,7321,300,818SH DFND31,300,81800
MKS INSTRUMENT INCCOM55306N10413,925145,508SH DFND2138,13507,373
MOBILE MINI INCCOM60740F10534,841742,879SH DFND3742,87900
MOBILE MINI INCCOM60740F10585818,300SH DFND518,30000
MOBILE TELESYSTEMS PJSCSPONSORED ADR6074091093,551402,149SH DFND3402,14900
MOHAWK INDS INCCOM6081901041781SH DFND38100
MOHAWK INDS INCCOM6081901043781,766SH DFND51,76600
MOHAWK INDS INCCOM6081901042,46611,509SH DFND171,64209,867
MOMENTA PHARMACEUTICALS INCCOM60877T10017,957878,100SH DFND3878,10000
MOMO INCADR60879B107952,182SH DFND32,18200
MOMO INCADR60879B1074103SH DFND910300
MOMO INCADR60879B10713300SH DFND1030000
MOMO INCADR60879B10765715,100SH DFND1515,10000
MONDELEZ INTL INCCL A60920710561,5941,502,300SH DFND31,502,30000
MONDELEZ INTL INCCL A60920710517,240420,487SH DFND5364,497055,990
MONDELEZ INTL INCCL A6092071057179SH DFND1317900
MONOLITHIC PWR SYS INCCOM609839105225,7631,688,935SH DFND31,688,93500
MONOLITHIC PWR SYS INCCOM6098391057355,500SH DFND55,50000
MONOLITHIC PWR SYS INCCOM609839105123918SH DFND1091800
MONSTER BEVERAGE CORP NEWCOM61174X109291,8025,093,017SH DFND35,093,01700
MONSTER BEVERAGE CORP NEWCOM61174X10938,845677,918SH DFND5662,102015,816
MONSTER BEVERAGE CORP NEWCOM61174X1091622,824SH DFND102,82400
MONSTER BEVERAGE CORP NEWCOM61174X109348SH DFND134800
MOODYS CORPCOM61536910593,504548,220SH DFND3548,22000
MOODYS CORPCOM6153691051,82310,687SH DFND510,68700
MOODYS CORPCOM615369105317SH DFND131700
MORGAN STANLEYCOM NEW61744644812,765269,300SH DFND2269,30000
MORGAN STANLEYCOM NEW61744644847,5581,003,337SH DFND31,003,33700
MORGAN STANLEYCOM NEW61744644842,675900,314SH DFND5856,984043,330
MORGAN STANLEYCOM NEW617446448992,080SH DFND92,08000
MORGAN STANLEYCOM NEW6174464482,08944,080SH DFND176,290037,790
MORPHOSYS AGSPONSORED ADS61776020221,997725,000SH DFND3725,00000
MORPHOSYS AGSPONSORED ADS61776020210317SH DFND1331700
MORPHOSYS AGSPONSORED ADS617760202142SH DFND194200
MORPHOSYS AGSPONSORED ADS6177602026,925228,243SH DFND20228,24300
MOSAIC CO NEWCOM61945C10312,684452,200SH DFND2452,20000
MOSAIC CO NEWCOM61945C1038280SH DFND528000
MOTOROLA SOLUTIONS INCCOM NEW6200763071,50912,968SH DFND312,96800
MOTOROLA SOLUTIONS INCCOM NEW6200763071,1109,536SH DFND58,7990737
MOTOROLA SOLUTIONS INCCOM NEW6200763071431,228SH DFND15001,228
MSC INDL DIRECT INCCL A5535301062472,909SH DFND32,90900
MSCI INCCOM55354G100145,969882,473SH DFND3882,47300
MSCI INCCOM55354G1001651,000SH DFND101,00000
MUELLER INDS INCCOM62475610236,4411,234,863SH DFND21,139,363095,500
MUELLER INDS INCCOM62475610235412,000SH DFND512,00000
MUELLER WTR PRODS INCCOM SER A62475810888,2787,532,278SH DFND26,917,1780615,100
MUELLER WTR PRODS INCCOM SER A62475810812911,000SH DFND511,00000
MYLAN N VSHS EURON5946510991,4342,530,000SH DFND32,530,00000
MYLAN N VSHS EURON594651091925,325SH DFND54,8500475
MYLAN N VSHS EURON5946510911315SH DFND931500
MYLAN N VSHS EURON59465109772,142SH DFND102,14200
MYLAN N VSHS EURON59465109268SH DFND136800
MYLAN N VSHS EURON594651091,90252,616SH DFND1549,00003,616
NABRIVA THERAPEUTICS PLCSHSG6363710511633,461SH DFND333,46100
NANOMETRICS INCCOM63007710526,658752,832SH DFND3752,83200
NANOMETRICS INCCOM63007710564118,100SH DFND518,10000
NATIONAL OILWELL VARCO INCCOM6370711012956,789SH DFND56,78900
NATIONAL RETAIL PPTYS INCCOM63741710656612,868SH DFND312,86800
NATIONAL WESTN LIFE GROUP INCL A6385171029,67931,500SH DFND231,50000
NATIONAL WESTN LIFE GROUP INCL A6385171021135SH DFND33500
NATURAL GAS SERVICES GROUPCOM63886Q10922,736963,373SH DFND2926,559036,814
NAVISTAR INTL CORP NEWCOM63934E10820500SH DFND550000
NAVISTAR INTL CORP NEWCOM63934E10837,886930,393SH DFND7930,39300
NAVISTAR INTL CORP NEWCOM63934E1087,015172,263SH DFND11172,26300
NAVISTAR INTL CORP NEWCOM63934E1083,65089,646SH DFND1589,64600
NAVISTAR INTL CORP NEWCOM63934E10815,944391,550SH DFND183,8200387,730
NAVISTAR INTL CORP NEWCOM63934E108381,1159,359,402SH DFND199,294,4624,87060,070
NAVISTAR INTL CORP NEWCOM63934E1084,452109,330SH DFND20109,33000
NEBULA ACQUISITION CORPUNIT 03/12/20256290762094,028400,000SH DFND3400,00000
NEKTAR THERAPEUTICSCOM64026810846,843959,300SH DFND3959,30000
NEOGEN CORPCOM64049110632,754408,453SH DFND3408,45300
NEOGEN CORPCOM6404911067949,899SH DFND59,89900
NEOGENOMICS INCCOM NEW64049M20910,519802,388SH DFND3802,38800
NEOGENOMICS INCCOM NEW64049M20923618,000SH DFND518,00000
NEOS THERAPEUTICS INCCOM64052L10614,2762,284,116SH DFND32,284,11600
NEOS THERAPEUTICS INCCOM64052L1069815,623SH DFND515,62300
NETAPP INCCOM64110D1041,34017,069SH DFND317,06900
NETAPP INCCOM64110D1042,97937,930SH DFND51,900036,030
NETEASE INCSPONSORED ADR64110W1024131,633SH DFND31,63300
NETEASE INCSPONSORED ADR64110W102728SH DFND92800
NETEASE INCSPONSORED ADR64110W1022,4659,755SH DFND109,75500
NETEASE INCSPONSORED ADR64110W10225,08599,280SH DFND1399,28000
NETEASE INCSPONSORED ADR64110W1022,63310,600SH DFND1510,60000
NETEASE INCSPONSORED ADR64110W10254,039213,908SH DFND18182,608031,300
NETEASE INCSPONSORED ADR64110W10267,968268,999SH DFND19237,6744,32527,000
NETEASE INCSPONSORED ADR64110W102101,910403,332SH DFND20342,352060,980
NETFLIX INCCOM64110L106192,626492,083SH DFND3492,08300
NETFLIX INCCOM64110L1063,3358,520SH DFND58,0750445
NETFLIX INCCOM64110L106141361SH DFND1036100
NETSCOUT SYS INCCOM64115T10445115,200SH DFND1815,20000
NETSCOUT SYS INCCOM64115T10453,8491,813,091SH DFND191,800,02197612,094
NEUROCRINE BIOSCIENCES INCCOM64125C109179,3261,825,386SH DFND31,825,38600
NEUROCRINE BIOSCIENCES INCNOTE 2.250% 5/164125CAD167,66046,800,000PRN DFND346,800,00000
NEURONETICS INCCOM64131A1058,238309,600SH DFND3309,60000
NEURONETICS INCCOM64131A105983,700SH DFND53,70000
NEVRO CORPCOM64157F103138,3831,733,338SH DFND31,733,33800
NEVRO CORPCOM64157F1031,12614,100SH DFND514,10000
NEVRO CORPCOM64157F103911,134SH DFND101,13400
NEVSUN RESOURCES LTDCOM64156L10130,2628,702,600SH DFND38,702,60000
NEW JERSEY RESCOM64602510644985SH DFND398500
NEW JERSEY RESCOM6460251063577,968SH DFND57,96800
NEW MEDIA INVT GROUP INCCOM64704V10617925SH DFND392500
NEW MEDIA INVT GROUP INCCOM64704V10676,7764,154,565SH DFND74,154,56500
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811072883,044SH DFND33,04400
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811073463,660SH DFND83,66000
NEW ORIENTAL ED & TECH GRP ISPON ADR6475811074765,030SH DFND185,03000
NEW YORK TIMES COCL A650111107441,695SH DFND31,69500
NEW YORK TIMES COCL A6501111071,12743,529SH DFND543,52900
NEWELL BRANDS INCCOM6512291062349,064SH DFND39,06400
NEWELL BRANDS INCCOM6512291065,665219,644SH DFND5210,73708,907
NEWELL BRANDS INCCOM651229106371,425SH DFND91,42500
NEWFIELD EXPL COCOM6512901081695,599SH DFND35,59900
NEWFIELD EXPL COCOM6512901087235SH DFND923500
NEWFIELD EXPL COCOM651290108782,585SH DFND102,58500
NEWFIELD EXPL COCOM6512901081,14637,886SH DFND1536,10001,786
NEWMARKET CORPCOM651587107292723SH DFND372300
NEWMONT MINING CORPCOM6516391061,67844,500SH DFND244,50000
NEWMONT MINING CORPCOM65163910630,719814,614SH DFND3814,61400
NEWMONT MINING CORPCOM651639106461,220SH DFND51,22000
NEWS CORP NEWCL B65249B20817,2081,085,700SH DFND21,085,70000
NEXA RES S ACOML673591062,902246,600SH DFND3246,60000
NEXEO SOLUTIONS INCCOM SHS65342H1022220SH DFND322000
NEXEO SOLUTIONS INCCOM SHS65342H1021,285140,700SH DFND13140,70000
NEXSTAR MEDIA GROUP INCCL A65336K1032,60835,532SH DFND175,070030,462
NEXTERA ENERGY INCCOM65339F101591,3393,540,315SH DFND33,540,31500
NEXTERA ENERGY INCCOM65339F10185,681512,967SH DFND5501,929011,038
NEXTERA ENERGY INCCOM65339F10180478SH DFND947800
NEXTERA ENERGY INCCOM65339F1014,07724,407SH DFND1324,40700
NEXTERA ENERGY INCCOM65339F1014,42526,490SH DFND1426,49000
NEXTERA ENERGY INCUNIT 08/31/201865339F846323,9294,358,277SH DFND34,323,277035,000
NIKE INCCL B654106103620,6587,789,377SH DFND37,789,37700
NIKE INCCL B654106103194,6782,443,255SH DFND52,341,9680101,287
NIKE INCCL B6541061031011,262SH DFND91,26200
NIKE INCCL B6541061033,94849,550SH DFND1349,55000
NINE ENERGY SVC INCCOM65441V1015,838176,270SH DFND3176,27000
NISOURCE INCCOM65473P10575,1612,860,000SH DFND32,860,00000
NISOURCE INCCOM65473P10539815,163SH DFND511,09404,069
NISOURCE INCCOM65473P1053,529134,300SH DFND14134,30000
NOAH HLDGS LTDSPON ADS CL A65487X10245,519872,848SH DFND18872,84800
NOBLE ENERGY INCCOM65504410524,393691,400SH DFND3691,40000
NOBLE ENERGY INCCOM6550441051052,967SH DFND52,96700
NOKIA CORPSPONSORED ADR654902204316,98955,128,514SH DFND755,128,51400
NORBORD INCCOM NEW65548P4038,235200,200SH DFND13200,20000
NORDSTROM INCCOM65566410062912,143SH DFND312,14300
NORDSTROM INCCOM65566410075114,500SH DFND514,50000
NORDSTROM INCCOM655664100621,190SH DFND101,19000
NORDSTROM INCCOM655664100119SH DFND131900
NORDSTROM INCCOM655664100671,296SH DFND15001,296
NORFOLK SOUTHERN CORPCOM65584410828,635189,800SH DFND3189,80000
NORFOLK SOUTHERN CORPCOM65584410813,54189,756SH DFND579,85609,900
NORFOLK SOUTHERN CORPCOM6558441083442,283SH DFND15002,283
NORTHEAST BANCORPCOM NEW6639042096,803312,065SH DFND2312,06500
NORTHROP GRUMMAN CORPCOM666807102374,2461,216,269SH DFND31,216,26900
NORTHROP GRUMMAN CORPCOM66680710210,64534,595SH DFND533,7390856
NORTHROP GRUMMAN CORPCOM6668071023,10810,100SH DFND1310,10000
NORTHWEST PIPE COCOM6677461015,571287,600SH DFND2287,60000
NORTHWESTERN CORPCOM NEW66807430534,184597,105SH DFND3597,10500
NORWEGIAN CRUISE LINE HLDG LSHSG6672110417,841377,578SH DFND3377,57800
NOVAN INCCOM66988N106935318,033SH DFND3318,03300
NOVARTIS A GSPONSORED ADR66987V1092,85737,815SH DFND537,3650450
NOVARTIS A GSPONSORED ADR66987V1091,187,66415,722,398SH DFND715,722,39800
NOVARTIS A GSPONSORED ADR66987V10904SH DFND19400
NOVARTIS A GSPONSORED ADR66987V1092,67235,376SH DFND2035,37600
NOVAVAX INCCOM6700021047,6545,711,765SH DFND35,711,76500
NOVAVAX INCNOTE 3.750% 2/0670002AB017,15329,000,000PRN DFND329,000,00000
NOVELION THERAPEUTICS INCCOM NEW67001K20205SH DFND5500
NOVELION THERAPEUTICS INCCOM NEW67001K2026517,756SH DFND1717,75600
NOVELLUS SYS INCNOTE 2.625% 5/1670008AD339,4667,600,000PRN DFND37,600,00000
NOVO-NORDISK A SADR67010020522,518488,246SH DFND5449,496038,750
NOVO-NORDISK A SADR67010020535750SH DFND975000
NOW INCCOM67011P1001,25494,100SH DFND1394,10000
NOW INCCOM67011P1002,826212,000SH DFND14212,00000
NU SKIN ENTERPRISES INCCL A67018T1052983,811SH DFND33,81100
NUCOR CORPCOM670346105144,9402,319,044SH DFND32,319,04400
NUCOR CORPCOM6703461052,25536,078SH DFND536,07800
NUCOR CORPCOM6703461051772,834SH DFND15002,834
NUTRIEN LTDCOM67077M1081,06719,624SH DFND319,62400
NUTRIEN LTDCOM67077M1081332,439SH DFND32,43900
NUTRIEN LTDCOM67077M10864611,865SH DFND511,86500
NUTRIEN LTDCOM67077M1081,74732,108SH DFND931,7330375
NUTRIEN LTDCOM67077M108147,6892,714,019SH DFND132,596,1930117,826
NUVASIVE INCNOTE 2.250% 3/1670704AG014,11913,000,000PRN DFND313,000,00000
NVENT ELECTRIC PLCSHSG6700G10734613,800SH DFND213,80000
NVENT ELECTRIC PLCSHSG6700G107155,4366,192,675SH DFND36,192,67500
NVENT ELECTRIC PLCSHSG6700G107311,250SH DFND51,25000
NVENT ELECTRIC PLCSHSG6700G107662,628SH DFND172,62800
NVIDIA CORPCOM67066G104290,6261,226,648SH DFND31,226,64800
NVIDIA CORPCOM67066G10442,972181,393SH DFND5174,43606,957
NVIDIA CORPCOM67066G1042421,020SH DFND101,02000
NVIDIA CORPCOM67066G1041771SH DFND137100
NVIDIA CORPCOM67066G1048093,414SH DFND15003,414
NVR INCCOM62944T10541,60014,005SH DFND314,00500
NVR INCCOM62944T1057124SH DFND150024
NXP SEMICONDUCTORS N VNOTE 1.000%12/062952QAB642,19535,000,000PRN DFND335,000,00000
NXP SEMICONDUCTORS N VCOMN6596X1092001,827SH DFND51,82700
NXP SEMICONDUCTORS N VCOMN6596X1092,63424,105SH DFND174,594019,511
O REILLY AUTOMOTIVE INC NEWCOM67103H10733,765123,422SH DFND3123,42200
O REILLY AUTOMOTIVE INC NEWCOM67103H1076862,508SH DFND52,2680240
O REILLY AUTOMOTIVE INC NEWCOM67103H10755200SH DFND1020000
O REILLY AUTOMOTIVE INC NEWCOM67103H10729SH DFND13900
O REILLY AUTOMOTIVE INC NEWCOM67103H107168614SH DFND1500614
OAKTREE CAP GROUP LLCUNIT CL A67400120120500SH DFND550000
OAKTREE CAP GROUP LLCUNIT CL A6740012011,84645,400SH DFND1345,40000
OAKTREE CAP GROUP LLCUNIT CL A6740012013,05375,100SH DFND1475,10000
OCCIDENTAL PETE CORP DELCOM67459910519,631234,600SH DFND2234,60000
OCCIDENTAL PETE CORP DELCOM674599105627,3317,496,782SH DFND37,471,782025,000
OCCIDENTAL PETE CORP DELCOM6745991051,52218,184SH DFND516,69401,490
OCCIDENTAL PETE CORP DELCOM6745991053,73244,600SH DFND1344,60000
OCEANEERING INTL INCCOM6752321026,722264,020SH DFND3264,02000
OCEANEERING INTL INCCOM675232102361,400SH DFND51,40000
ODONATE THERAPEUTICS INCCOM67607910611,859537,094SH DFND3537,09400
ODONATE THERAPEUTICS INCCOM67607910623,2911,054,824SH DFND31,054,82400
ODONATE THERAPEUTICS INCCOM67607910622310,100SH DFND510,10000
OGE ENERGY CORPCOM67083710363,7511,810,594SH DFND31,810,59400
OGE ENERGY CORPCOM67083710344412,600SH DFND512,60000
OIL STS INTL INCCOM67802610589,8892,800,269SH DFND22,585,1740215,095
OIL STS INTL INCCOM6780261058,226256,263SH DFND3256,26300
OLD DOMINION FGHT LINES INCCOM67958010027,252182,951SH DFND3182,95100
OLD LINE BANCSHARES INCCOM67984M1001,88554,000SH DFND254,00000
OLD REP INTL CORPCOM680223104124,2966,242,897SH DFND25,756,5970486,300
OLYMPIC STEEL INCCOM68162K1063,331163,200SH DFND2163,20000
OMEGA HEALTHCARE INVS INCCOM68193610046615,044SH DFND315,04400
OMNICOM GROUP INCCOM6819191061,09214,320SH DFND314,32000
OMNICOM GROUP INCCOM68191910614,799194,035SH DFND5191,78102,254
OMNICOM GROUP INCCOM681919106225SH DFND132500
OMNICOM GROUP INCCOM6819191061301,701SH DFND15001,701
ONEOK INC NEWCOM68268010367,086960,700SH DFND3960,70000
ONEOK INC NEWCOM6826801033264,662SH DFND54,66200
ONEOK INC NEWCOM6826801036779,700SH DFND149,70000
OPEN TEXT CORPCOM68371510628800SH DFND580000
OPEN TEXT CORPCOM68371510614,979425,459SH DFND13425,45900
OPTINOSE INCCOM68404V10016,981606,900SH DFND3606,90000
ORACLE CORPCOM68389X105103,9102,358,379SH DFND32,358,37900
ORACLE CORPCOM68389X10528,143638,736SH DFND5582,421056,315
ORACLE CORPCOM68389X105441,000SH DFND91,00000
ORACLE CORPCOM68389X1052,93466,670SH DFND1066,67000
ORACLE CORPCOM68389X10528,275641,742SH DFND11641,74200
ORACLE CORPCOM68389X10560,6631,376,828SH DFND131,376,82800
ORACLE CORPCOM68389X10548,3481,098,498SH DFND151,098,49800
ORACLE CORPCOM68389X10540,838926,880SH DFND18100,8100826,070
ORACLE CORPCOM68389X105737,85216,746,529SH DFND1916,595,48154,71896,330
ORACLE CORPCOM68389X10592,0222,088,570SH DFND201,685,8700402,700
ORBCOMM INCCOM68555P1002,525250,000SH DFND2250,00000
ORBOTECH LTDORDM7525310014,035227,101SH DFND3227,10100
ORBOTECH LTDORDM752531002223,600SH DFND53,60000
ORION GROUP HOLDINGS INCCOM68628V3083,676445,000SH DFND2445,00000
OSISKO GOLD ROYALTIES LTDCOM68827L1012,510265,000SH DFND3265,00000
OWENS CORNING NEWCOM6907421013024,761SH DFND34,76100
OWENS CORNING NEWCOM69074210155869SH DFND1500869
PACIFIC ETHANOL INCCOM PAR $.00169423U3051,784686,200SH DFND2686,20000
PACKAGING CORP AMERCOM69515610930,835275,831SH DFND3275,83100
PACKAGING CORP AMERCOM6951561092462,200SH DFND52,20000
PACKAGING CORP AMERCOM69515610980719SH DFND1500719
PAGSEGURO DIGITAL LTDCOM CL AG687071019,862355,400SH DFND3355,40000
PALO ALTO NETWORKS INCCOM6974351058,34240,600SH DFND340,60000
PALO ALTO NETWORKS INCCOM6974351051,5937,751SH DFND54,82602,925
PALO ALTO NETWORKS INCNOTE 7/0697435AB156,03830,100,000PRN DFND330,100,00000
PARKER HANNIFIN CORPCOM7010941045643,620SH DFND53,62000
PATRICK INDS INCCOM7033431032,20938,862SH DFND1338,86200
PATRICK INDS INCCOM70334310311,910209,495SH DFND20209,49500
PATTERSON UTI ENERGY INCCOM70348110113,012722,900SH DFND3722,90000
PAYCHEX INCCOM7043261072,42835,520SH DFND335,52000
PAYCHEX INCCOM7043261072,14131,321SH DFND525,39605,925
PAYCHEX INCCOM70432610762910SH DFND1091000
PAYLOCITY HLDG CORPCOM70438V10640,296684,605SH DFND3684,60500
PAYLOCITY HLDG CORPCOM70438V10670011,900SH DFND511,90000
PAYPAL HLDGS INCCOM70450Y103165,3541,986,093SH DFND31,986,09300
PAYPAL HLDGS INCCOM70450Y10314,671176,180SH DFND5171,11505,065
PAYPAL HLDGS INCCOM70450Y1031221,461SH DFND101,46100
PEABODY ENERGY CORP NEWCOM7045511002545,594SH DFND175,59400
PEMBINA PIPELINE CORPCOM706327103501,458SH DFND31,45800
PEMBINA PIPELINE CORPCOM70632710324703SH DFND970300
PEMBINA PIPELINE CORPCOM70632710362618,073SH DFND1318,07300
PEMBINA PIPELINE CORPCOM7063271034,773137,773SH DFND14137,77300
PENTAIR PLCSHSG7S00T104259,7216,172,076SH DFND36,172,07600
PENTAIR PLCSHSG7S00T104531,250SH DFND51,25000
PENTAIR PLCSHSG7S00T104601,427SH DFND15001,427
PENTAIR PLCSHSG7S00T1041052,495SH DFND172,49500
PENUMBRA INCCOM70975L10744,543322,423SH DFND3322,42300
PENUMBRA INCCOM70975L1075253,800SH DFND53,80000
PEOPLES BANCORP INCCOM70978910137,049980,664SH DFND2898,464082,200
PEOPLES FINL SVCS CORPCOM7110401054,11687,543SH DFND287,54300
PEOPLES UNITED FINANCIAL INCCOM71270410541522,956SH DFND322,95600
PEOPLES UNITED FINANCIAL INCCOM712704105362,000SH DFND52,00000
PEOPLES UNITED FINANCIAL INCCOM712704105502,749SH DFND15002,749
PEPSICO INCCOM7134481081,206,91211,085,809SH DFND311,045,809040,000
PEPSICO INCCOM713448108133,4481,225,754SH DFND51,186,433039,321
PEPSICO INCCOM713448108184,4161,693,913SH DFND71,693,91300
PEPSICO INCCOM7134481086996,419SH DFND96,41900
PEPSICO INCCOM7134481082,83926,075SH DFND1326,07500
PERKINELMER INCCOM71404610923,612322,435SH DFND1322,43500
PERKINELMER INCCOM7140461093644,973SH DFND54,97300
PERRIGO CO PLCSHSG978221034,92167,500SH DFND267,50000
PERRIGO CO PLCSHSG97822103146,3052,006,653SH DFND32,006,65300
PERRIGO CO PLCSHSG9782210339,619543,400SH DFND7543,40000
PERRIGO CO PLCSHSG978221031,01813,960SH DFND1013,96000
PERRIGO CO PLCSHSG978221036,62390,840SH DFND1190,84000
PERRIGO CO PLCSHSG9782210326,782367,330SH DFND13367,33000
PERRIGO CO PLCSHSG9782210321,665297,205SH DFND15297,20500
PERRIGO CO PLCSHSG978221031281,758SH DFND171,75800
PERRIGO CO PLCSHSG9782210315,381210,958SH DFND1861,9480149,010
PERRIGO CO PLCSHSG97822103345,6784,741,167SH DFND194,712,2792,14826,740
PERRIGO CO PLCSHSG9782210335,097481,376SH DFND20368,4130112,963
PERSPECTA INCCOM71534710014,417701,534SH DFND3701,53400
PERSPECTA INCCOM715347100572,796SH DFND52,79600
PERSPECTA INCCOM715347100542,667SH DFND152,66700
PERSPECTA INCCOM71534710067532,861SH DFND18293032,568
PERSPECTA INCCOM71534710067732,925SH DFND1932,92500
PERSPECTA INCCOM71534710045422,081SH DFND2019,62702,454
PETROLEO BRASILEIRO SA PETROSP ADR NON VTG71654V1013,233365,700SH DFND18365,70000
PETROLEO BRASILEIRO SA PETROSPONSORED ADR71654V4081,739173,400SH DFND3173,40000
PFENEX INCCOM71707110422,0054,067,533SH DFND34,067,53300
PFENEX INCCOM71707110419235,400SH DFND535,40000
PFIZER INCCOM7170811031,588,02743,771,411SH DFND343,606,4110165,000
PFIZER INCCOM71708110387,3402,407,391SH DFND52,317,799089,592
PFIZER INCCOM7170811032988,205SH DFND98,20500
PFIZER INCCOM71708110373820,324SH DFND1020,32400
PFIZER INCCOM7170811039,967274,726SH DFND11274,72600
PFIZER INCCOM71708110328,128775,303SH DFND13775,30300
PFIZER INCCOM71708110311,760324,134SH DFND15299,414024,720
PFIZER INCCOM71708110320,707570,750SH DFND18188,2700382,480
PFIZER INCCOM7170811036,797187,344SH DFND20173,764013,580
PG&E CORPCOM69331C108117,6322,763,912SH DFND32,763,91200
PG&E CORPCOM69331C10821,280500,000SHCallDFND7000
PG&E CORPCOM69331C108302,9487,118,152SH DFND77,118,15200
PG&E CORPCOM69331C10817400SH DFND940000
PG&E CORPCOM69331C108521,226SH DFND101,22600
PG&E CORPCOM69331C1082,25152,900SH DFND1452,90000
PHI INCCOM VTG69336T10618517,600SH DFND217,60000
PHI INCCOM NON VTG69336T2052,945289,600SH DFND2289,60000
PHILIP MORRIS INTL INCCOM718172109500,9106,203,994SH DFND36,176,994027,000
PHILIP MORRIS INTL INCCOM7181721099,161113,469SH DFND5110,48602,983
PHILIP MORRIS INTL INCCOM71817210913162SH DFND916200
PHILIP MORRIS INTL INCCOM7181721092192,710SH DFND102,71000
PHILIP MORRIS INTL INCCOM71817210915188SH DFND1318800
PHILIP MORRIS INTL INCCOM7181721092,98536,970SH DFND1525,796011,174
PHILLIPS 66COM7185461048,95779,755SH DFND379,75500
PHILLIPS 66COM7185461042,60423,183SH DFND522,4190764
PHOTRONICS INCCOM7194051028,5201,068,306SH DFND21,068,30600
PHYSICIANS RLTY TRCOM71943U10414904SH DFND390400
PHYSICIANS RLTY TRCOM71943U1044,058254,600SH DFND14254,60000
PINNACLE FINL PARTNERS INCCOM72346Q10436,864600,875SH DFND3600,87500
PINNACLE FINL PARTNERS INCCOM72346Q10488314,400SH DFND514,40000
PINNACLE FOODS INC DELCOM72348P10487,9001,351,139SH DFND31,351,13900
PINNACLE FOODS INC DELCOM72348P1041612,480SH DFND102,48000
PINNACLE FOODS INC DELCOM72348P1041642,527SH DFND172,52700
PINNACLE WEST CAP CORPCOM723484101125,1061,552,956SH DFND31,552,95600
PIONEER ENERGY SVCS CORPCOM7236641086,7651,156,342SH DFND31,156,34200
PIONEER NAT RES COCOM72378710715,53782,100SH DFND382,10000
PIONEER NAT RES COCOM723787107166876SH DFND587600
PIVOTAL SOFTWARE INCCOM CL A72582H1073,723153,400SH DFND3153,40000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN7265031052,738115,800SH DFND2115,80000
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105275SH DFND57500
PLAINS ALL AMERN PIPELINE LUNIT LTD PARTN726503105252,09010,663,705SH DFND710,663,70500
PLAINS GP HLDGS L PLTD PARTNR INT A72651A20728,6641,198,839SH DFND71,198,83900
PLATFORM SPECIALTY PRODS CORCOM72766Q10514512,512SH DFND1712,51200
PLATINUM EAGLE ACQUISITIN COUNIT 01/09/2023G7126L1264,020400,000SH DFND3400,00000
PLATINUM GROUP METALS LTDCOM72765Q6012,85427,878,488SH DFND327,878,48800
PLEXUS CORPCOM72913210088,4191,485,034SH DFND21,368,0020117,032
PLURALSIGHT INCCOM CL A72941B10627,4681,123,473SH DFND31,123,47300
PLURALSIGHT INCCOM CL A72941B10632813,406SH DFND513,40600
PLURALSIGHT INCCOM CL A72941B10610400SH DFND1040000
PNC FINL SVCS GROUP INCCOM69347510512,64593,600SH DFND293,60000
PNC FINL SVCS GROUP INCCOM69347510512,08889,475SH DFND587,32402,151
PNM RES INCCOM69349H1071,35834,900SH DFND234,90000
PNM RES INCCOM69349H10793,3972,400,955SH DFND32,400,95500
PNM RES INCCOM69349H107701,800SH DFND51,80000
POLARIS INDS INCCOM7310681026004,907SH DFND34,90700
POLARIS INDS INCCOM7310681021831,495SH DFND59000595
POLARIS INDS INCCOM73106810252425SH DFND1500425
POOL CORPORATIONCOM73278L1053932,591SH DFND32,59100
PORTOLA PHARMACEUTICALS INCCOM73701010824,618651,800SH DFND3651,80000
POWELL INDS INCCOM7391281061,56745,000SH DFND245,00000
PPDAI GROUP INCSPONSORED ADR69354V1085,068851,710SH DFND7851,71000
PPG INDS INCCOM6935061071,98119,099SH DFND519,09900
PPL CORPCOM69351T10677,7842,724,500SH DFND32,724,50000
PPL CORPCOM69351T10692432,380SH DFND532,38000
PPL CORPCOM69351T106277SH DFND137700
PRA GROUP INCCOM69354N10622,966595,736SH DFND3595,73600
PRA GROUP INCCOM69354N10657414,900SH DFND514,90000
PRAXAIR INCCOM74005P104847,0285,355,852SH DFND35,355,85200
PRAXAIR INCCOM74005P10430,576193,338SH DFND5163,850029,488
PRAXAIR INCCOM74005P10422140SH DFND914000
PRAXAIR INCCOM74005P1042,42015,305SH DFND172,184013,121
PRECISION DRILLING CORPCOM 201074022D3081,147346,469SH DFND13346,46900
PRECISION DRILLING CORPCOM 201074022D3083,283992,700SH DFND1800992,700
PRETIUM RES INCCOM74139C10229,0663,950,200SH DFND33,950,20000
PRICE T ROWE GROUP INCCOM74144T108105,492908,710SH DFND3908,71000
PRICE T ROWE GROUP INCCOM74144T1081,80815,575SH DFND510,62504,950
PRICE T ROWE GROUP INCCOM74144T1082231,919SH DFND15001,919
PRICELINE GRP INCNOTE 0.350% 6/1741503AS556,95536,730,000PRN DFND336,730,00000
PROCTER AND GAMBLE COCOM742718109930,21511,916,673SH DFND311,876,673040,000
PROCTER AND GAMBLE COCOM74271810968,369875,850SH DFND5838,339037,511
PROCTER AND GAMBLE COCOM74271810929375SH DFND937500
PROCTER AND GAMBLE COCOM74271810923,230297,598SH DFND13297,59800
PROCTER AND GAMBLE COCOM74271810917,332222,034SH DFND15222,03400
PROCTER AND GAMBLE COCOM7427181095,68972,880SH DFND1872,88000
PROCTER AND GAMBLE COCOM7427181091792,291SH DFND192,29100
PROCTER AND GAMBLE COCOM74271810993411,960SH DFND2011,96000
PROGRESSIVE CORP OHIOCOM74331510330,719519,333SH DFND3519,33300
PROGRESSIVE CORP OHIOCOM74331510370511,912SH DFND511,91200
PROGRESSIVE CORP OHIOCOM7433151032694,540SH DFND15004,540
PROLOGIS INCCOM74340W1031,43821,884SH DFND521,88400
PROLOGIS INCCOM74340W10341,717635,060SH DFND14635,06000
PROOFPOINT INCDBCV 0.750% 6/1743424AD559,89940,700,000PRN DFND340,700,00000
PRUDENTIAL FINL INCCOM74432010210,445111,700SH DFND2111,70000
PRUDENTIAL FINL INCCOM7443201024925,259SH DFND55,25900
PRUDENTIAL FINL INCCOM74432010220215SH DFND921500
PRUDENTIAL FINL INCCOM7443201022372,535SH DFND102,53500
PRUDENTIAL FINL INCCOM7443201023,56238,088SH DFND1534,60003,488
PTC INCCOM69370C1009,31799,320SH DFND399,32000
PUBLIC STORAGECOM74460D1092,84712,550SH DFND312,55000
PUBLIC STORAGECOM74460D1092301,013SH DFND51,01300
PUBLIC STORAGECOM74460D10965286SH DFND1028600
PUBLIC STORAGECOM74460D10918,95483,549SH DFND1483,54900
PUBLIC SVC ENTERPRISE GROUPCOM744573106156,2542,886,106SH DFND32,886,10600
PUBLIC SVC ENTERPRISE GROUPCOM7445731062,78051,347SH DFND548,09703,250
PUBLIC SVC ENTERPRISE GROUPCOM744573106358SH DFND135800
PULTE GROUP INCCOM74586710131210,862SH DFND510,86200
PULTE GROUP INCCOM745867101571,988SH DFND15001,988
PUMA BIOTECHNOLOGY INCCOM74587V10744,353749,845SH DFND3749,84500
PURE STORAGE INCCL A74624M10246,4361,944,537SH DFND31,944,53700
PURE STORAGE INCCL A74624M10270229,400SH DFND529,40000
PVH CORPCOM6936561001,2288,200SH DFND28,20000
PVH CORPCOM6936561001611,074SH DFND31,07400
PVH CORPCOM69365610092613SH DFND1500613
Q2 HLDGS INCCOM74736L10969,8291,223,991SH DFND31,223,99100
Q2 HLDGS INCCOM74736L10969012,100SH DFND512,1000