The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 2,572 69,806 SH   DFND 14 7,193 62,613 0
AAR CORP COM 000361105 1,871 53,832 SH   DFND 14 5,489 48,343 0
ACCO BRANDS CORP COM 00081T108 8,165 700,856 SH   DFND 14 12,015 688,841 0
ABM INDS INC COM 000957100 4,544 109,452 SH   DFND 14 9,925 99,527 0
AFLAC INC COM 001055102 745 9,595 SH   DFND 10 9,595 0 0
AFLAC INC COM 001055102 101,795 1,310,445 SH   DFND 14 254,735 1,055,710 0
AFLAC INC COM 001055102 68 880 SH   DFND 16 0 880 0
AGCO CORP COM 001084102 14,578 216,320 SH   DFND 14 15,695 200,625 0
AGCO CORP COM 001084102 54 800 SH   DFND 16 0 800 0
AG MTG INVT TR INC COM 001228105 6,186 338,027 SH   DFND 14 4,446 333,581 0
AGNC INVT CORP COM 00123Q104 21,634 1,016,145 SH   DFND 14 77,195 938,950 0
AES CORP COM 00130H105 113,612 10,226,060 SH   DFND 14 1,746,238 8,479,822 0
AES CORP COM 00130H105 777 69,910 SH   DFND 16 0 69,910 0
AK STL HLDG CORP COM 001547108 3,486 530,559 SH   DFND 14 53,320 477,239 0
AMAG PHARMACEUTICALS INC COM 00163U106 9,581 520,697 SH   DFND 14 90,987 429,710 0
AMAG PHARMACEUTICALS INC COM 00163U106 258 14,000 SH   DFND 16 0 14,000 0
AMC NETWORKS INC CL A 00164V103 17,849 334,189 SH   DFND 14 36,952 297,237 0
AMC NETWORKS INC CL A 00164V103 11 200 SH   DFND 16 0 200 0
AMC NETWORKS INC CL A 00164V103 171 3,200 SH   DFND 18 0 3,200 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,161 80,951 SH   DFND 14 8,358 72,593 0
AMN HEALTHCARE SERVICES INC COM 001744101 43 1,100 SH   DFND 18 0 1,100 0
ANI PHARMACEUTICALS INC COM 00182C103 653 13,950 SH   DFND 14 1,650 12,300 0
AT&T INC COM 00206R102 1,195 31,664 SH   DFND 10 31,664 0 0
AT&T INC COM 00206R102 583,733 15,471,324 SH   DFND 14 3,994,722 11,476,602 0
AT&T INC COM 00206R102 2,258 59,858 SH   DFND 16 0 59,858 0
A10 NETWORKS INC COM 002121101 228 27,070 SH   DFND 14 3,970 23,100 0
ATN INTL INC COM 00215F107 2,367 34,591 SH   DFND 14 15,301 19,290 0
AZZ INC COM 002474104 2,573 46,106 SH   DFND 14 4,584 41,522 0
AARONS INC COM PAR $0.50 002535300 16,938 435,437 SH   DFND 14 45,432 390,005 0
ABAXIS INC COM 002567105 2,023 38,149 SH   DFND 14 3,719 34,430 0
ABBOTT LABS COM 002824100 290,600 5,978,191 SH   DFND 14 1,275,888 4,702,303 0
ABBOTT LABS COM 002824100 1,429 29,388 SH   DFND 16 0 29,388 0
ABBVIE INC COM 00287Y109 394,232 5,436,926 SH   DFND 14 1,126,069 4,310,857 0
ABBVIE INC COM 00287Y109 2,343 32,315 SH   DFND 16 0 32,315 0
ABERCROMBIE & FITCH CO CL A 002896207 1,423 114,359 SH   DFND 14 11,640 102,719 0
ABIOMED INC COM 003654100 6,356 44,355 SH   DFND 14 5,744 38,611 0
ABIOMED INC COM 003654100 11,321 79,000 SH   DFND 18 0 79,000 0
ABRAXAS PETE CORP COM 003830106 18 11,095 SH   DFND 14 11,095 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 2,365 47,903 SH   DFND 14 10,718 37,185 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 10,449 211,600 SH   DFND 18 0 211,600 0
ACADIA PHARMACEUTICALS INC COM 004225108 144 5,160 SH   DFND 14 5,160 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 5,001 179,300 SH   DFND 18 0 179,300 0
ACADIA RLTY TR COM SH BEN INT 004239109 3,999 143,856 SH   DFND 14 15,328 128,528 0
ACETO CORP COM 004446100 884 57,201 SH   DFND 14 11,971 45,230 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 53 11,632 SH   DFND 14 11,632 0 0
ACI WORLDWIDE INC COM 004498101 1,794 80,204 SH   DFND 14 20,419 59,785 0
ACORDA THERAPEUTICS INC COM 00484M106 3,098 157,245 SH   DFND 14 33,055 124,190 0
ACORDA THERAPEUTICS INC COM 00484M106 429 21,800 SH   DFND 16 0 21,800 0
ACTIVISION BLIZZARD INC COM 00507V109 86,894 1,509,357 SH   DFND 14 414,936 1,094,421 0
ACTIVISION BLIZZARD INC COM 00507V109 1,013 17,600 SH   DFND 16 0 17,600 0
ACTUANT CORP CL A NEW 00508X203 2,474 100,572 SH   DFND 14 10,341 90,231 0
ACUITY BRANDS INC COM 00508Y102 12,535 61,662 SH   DFND 14 20,972 40,690 0
ACUITY BRANDS INC COM 00508Y102 20 100 SH   DFND 16 0 100 0
ACXIOM CORP COM 005125109 1,357 52,231 SH   DFND 14 14,092 38,139 0
ADAMS RES & ENERGY INC COM NEW 006351308 825 20,078 SH   DFND 14 400 19,678 0
ADOBE SYS INC COM 00724F101 1,029 7,275 SH   DFND 10 7,275 0 0
ADOBE SYS INC COM 00724F101 294,186 2,079,934 SH   DFND 14 391,648 1,688,286 0
ADOBE SYS INC COM 00724F101 1,922 13,587 SH   DFND 16 0 13,587 0
ADTALEM GLOBAL ED INC COM 00737L103 7,205 189,867 SH   DFND 14 10,842 179,025 0
ADTRAN INC COM 00738A106 5,441 263,471 SH   DFND 14 62,896 200,575 0
ADTRAN INC COM 00738A106 318 15,400 SH   DFND 16 0 15,400 0
ADVANCE AUTO PARTS INC COM 00751Y106 11,988 102,819 SH   DFND 14 34,664 68,155 0
ADVANCE AUTO PARTS INC COM 00751Y106 20 170 SH   DFND 16 0 170 0
ADVISORY BRD CO COM 00762W107 225 4,362 SH   DFND 14 4,362 0 0
AECOM COM 00766T100 31,433 972,270 SH   DFND 14 134,847 837,423 0
AECOM COM 00766T100 91 2,800 SH   DFND 16 0 2,800 0
AEGION CORP COM 00770F104 7,005 320,176 SH   DFND 14 6,069 314,107 0
AERIE PHARMACEUTICALS INC COM 00771V108 147 2,790 SH   DFND 14 2,790 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 4,193 79,800 SH   DFND 18 0 79,800 0
ADVANSIX INC COM 00773T101 479 15,326 SH   DFND 10 15,326 0 0
ADVANSIX INC COM 00773T101 5,297 169,565 SH   DFND 14 8,151 161,414 0
ADVANSIX INC COM 00773T101 40 1,292 SH   DFND 16 0 1,292 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,603 125,157 SH   DFND 14 11,898 113,259 0
ADVANCED MICRO DEVICES INC COM 007903107 12,918 1,035,123 SH   DFND 14 356,962 678,161 0
ADVANCED MICRO DEVICES INC COM 007903107 21 1,650 SH   DFND 16 0 1,650 0
ADVANCED DISP SVCS INC DEL COM 00790X101 36 1,580 SH   DFND 14 1,580 0 0
ADVANCED DISP SVCS INC DEL COM 00790X101 318 14,000 SH   DFND 18 0 14,000 0
ADVANCED ENERGY INDS COM 007973100 32,997 510,083 SH   DFND 14 130,993 379,090 0
ADVANCED ENERGY INDS COM 007973100 1,410 21,800 SH   DFND 16 0 21,800 0
AEROVIRONMENT INC COM 008073108 1,331 34,850 SH   DFND 14 3,416 31,434 0
AETNA INC NEW COM 00817Y108 873 5,750 SH   DFND 10 5,750 0 0
AETNA INC NEW COM 00817Y108 158,293 1,042,569 SH   DFND 14 272,271 770,298 0
AETNA INC NEW COM 00817Y108 414 2,727 SH   DFND 16 0 2,727 0
AFFILIATED MANAGERS GROUP COM 008252108 13,174 79,429 SH   DFND 14 26,746 52,683 0
AFFILIATED MANAGERS GROUP COM 008252108 20 120 SH   DFND 16 0 120 0
AGILENT TECHNOLOGIES INC COM 00846U101 27,095 456,839 SH   DFND 14 150,450 306,389 0
AGILENT TECHNOLOGIES INC COM 00846U101 39 664 SH   DFND 16 0 664 0
AGILYSYS INC COM 00847J105 253 24,999 SH   DFND 14 2,827 22,172 0
AGREE REALTY CORP COM 008492100 2,167 47,232 SH   DFND 14 4,412 42,820 0
AIR LEASE CORP CL A 00912X302 7,700 206,110 SH   DFND 14 13,043 193,067 0
AIR LEASE CORP CL A 00912X302 340 9,100 SH   DFND 18 0 9,100 0
AIR PRODS & CHEMS INC COM 009158106 44,279 309,516 SH   DFND 14 102,667 206,849 0
AIR PRODS & CHEMS INC COM 009158106 69 485 SH   DFND 16 0 485 0
AIR PRODS & CHEMS INC COM 009158106 744 5,200 SH   DFND 18 0 5,200 0
AKAMAI TECHNOLOGIES INC COM 00971T101 12,751 255,996 SH   DFND 14 80,448 175,548 0
AKAMAI TECHNOLOGIES INC COM 00971T101 20 410 SH   DFND 16 0 410 0
AKORN INC COM 009728106 1,835 54,717 SH   DFND 14 12,327 42,390 0
AKORN INC COM 009728106 50 1,500 SH   DFND 18 0 1,500 0
ALAMO GROUP INC COM 011311107 5,300 58,359 SH   DFND 14 17,225 41,134 0
ALAMO GROUP INC COM 011311107 390 4,300 SH   DFND 16 0 4,300 0
ALASKA AIR GROUP INC COM 011659109 25,848 287,964 SH   DFND 14 70,153 217,811 0
ALASKA AIR GROUP INC COM 011659109 24 270 SH   DFND 16 0 270 0
ALBANY INTL CORP CL A 012348108 2,601 48,713 SH   DFND 14 4,823 43,890 0
ALBANY MOLECULAR RESH INC COM 012423109 820 37,770 SH   DFND 14 4,350 33,420 0
ALBEMARLE CORP COM 012653101 16,776 158,951 SH   DFND 14 52,132 106,819 0
ALBEMARLE CORP COM 012653101 23 220 SH   DFND 16 0 220 0
ALCOA CORP COM 013872106 30,955 948,074 SH   DFND 14 45,674 902,400 0
ALCOA CORP COM 013872106 558 17,100 SH   DFND 16 0 17,100 0
ALCOA CORP COM 013872106 375 11,500 SH   DFND 18 0 11,500 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,292 31,212 SH   DFND 14 8,587 22,625 0
ALERE INC COM 01449J105 277 5,515 SH   DFND 14 5,515 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 14,721 122,195 SH   DFND 14 42,602 79,593 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 24 200 SH   DFND 16 0 200 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 30,808 255,732 SH   DFND 3 41,271 214,461 0
ALEXION PHARMACEUTICALS INC COM 015351109 46,939 385,788 SH   DFND 14 104,098 281,690 0
ALEXION PHARMACEUTICALS INC COM 015351109 207 1,700 SH   DFND 16 0 1,700 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 793 5,630 SH   DFND 10 5,630 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 191,149 1,356,630 SH   DFND 14 26,900 1,329,730 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 19,895 141,200 SH   DFND 16 0 141,200 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 4,481 31,800 SH   DFND 18 0 31,800 0
ALIGN TECHNOLOGY INC COM 016255101 14,359 95,651 SH   DFND 14 36,466 59,185 0
ALIGN TECHNOLOGY INC COM 016255101 27 180 SH   DFND 16 0 180 0
ALLEGHANY CORP DEL COM 017175100 19,931 33,509 SH   DFND 14 6,078 27,431 0
ALLEGHANY CORP DEL COM 017175100 95 160 SH   DFND 16 0 160 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,242 73,002 SH   DFND 14 20,000 53,002 0
ALLEGIANT TRAVEL CO COM 01748X102 526 3,879 SH   DFND 10 3,879 0 0
ALLEGIANT TRAVEL CO COM 01748X102 3,066 22,614 SH   DFND 14 2,462 20,152 0
ALLETE INC COM NEW 018522300 6,196 86,443 SH   DFND 14 9,162 77,281 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,097 4,275 SH   DFND 10 4,275 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 19,771 77,022 SH   DFND 14 26,227 50,795 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 31 120 SH   DFND 16 0 120 0
ALLIANT ENERGY CORP COM 018802108 12,719 316,629 SH   DFND 14 105,198 211,431 0
ALLIANT ENERGY CORP COM 018802108 18 460 SH   DFND 16 0 460 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,230 32,800 SH   DFND 14 8,700 24,100 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 488 13,000 SH   DFND 18 0 13,000 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,561 122,355 SH   DFND 14 34,093 88,262 0
ALLSTATE CORP COM 020002101 1,609 18,190 SH   DFND 10 18,190 0 0
ALLSTATE CORP COM 020002101 156,696 1,771,780 SH   DFND 14 309,531 1,462,249 0
ALLSTATE CORP COM 020002101 1,495 16,909 SH   DFND 16 0 16,909 0
ALLY FINL INC COM 02005N100 20,917 1,000,812 SH   DFND 14 113,362 887,450 0
ALMOST FAMILY INC COM 020409108 1,257 20,382 SH   DFND 14 2,131 18,251 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 351 4,404 SH   DFND 14 4,404 0 0
ALON USA ENERGY INC COM 020520102 1,351 101,453 SH   DFND 14 101,453 0 0
ALPHABET INC CAP STK CL C 02079K107 763,854 840,573 SH   DFND 14 205,013 635,560 0
ALPHABET INC CAP STK CL C 02079K107 4,198 4,620 SH   DFND 16 0 4,620 0
ALPHABET INC CAP STK CL A 02079K305 3,216 3,459 SH   DFND 10 3,459 0 0
ALPHABET INC CAP STK CL A 02079K305 615,140 661,668 SH   DFND 14 163,482 498,186 0
ALPHABET INC CAP STK CL A 02079K305 2,933 3,155 SH   DFND 16 0 3,155 0
ALTRIA GROUP INC COM 02209S103 366,530 4,921,846 SH   DFND 14 1,082,268 3,839,578 0
ALTRIA GROUP INC COM 02209S103 2,148 28,840 SH   DFND 16 0 28,840 0
ALTRIA GROUP INC COM 02209S103 499 6,700 SH   DFND 18 0 6,700 0
AMAZON COM INC COM 023135106 1,807 1,867 SH   DFND 10 1,867 0 0
AMAZON COM INC COM 023135106 777,113 802,803 SH   DFND 14 221,071 581,732 0
AMAZON COM INC COM 023135106 1,921 1,985 SH   DFND 16 0 1,985 0
AMAZON COM INC COM 023135106 1,191 1,230 SH   DFND 18 0 1,230 0
AMBAC FINL GROUP INC COM NEW 023139884 1,343 77,420 SH   DFND 14 3,220 74,200 0
AMEDISYS INC COM 023436108 2,995 47,677 SH   DFND 14 5,098 42,579 0
AMERCO COM 023586100 3,116 8,511 SH   DFND 14 611 7,900 0
AMEREN CORP COM 023608102 18,683 341,737 SH   DFND 14 113,164 228,573 0
AMEREN CORP COM 023608102 29 525 SH   DFND 16 0 525 0
AMERICAN AIRLS GROUP INC COM 02376R102 50,093 995,490 SH   DFND 14 265,299 730,191 0
AMERICAN AIRLS GROUP INC COM 02376R102 55 1,100 SH   DFND 16 0 1,100 0
AMERICAN ASSETS TR INC COM 024013104 8,802 223,446 SH   DFND 14 65,873 157,573 0
AMERICAN ASSETS TR INC COM 024013104 95 2,400 SH   DFND 16 0 2,400 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 9,637 617,766 SH   DFND 14 16,756 601,010 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 315 20,200 SH   DFND 16 0 20,200 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 18,636 394,006 SH   DFND 14 34,975 359,031 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 47 1,000 SH   DFND 16 0 1,000 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 17,756 375,389 SH   DFND 3 57,681 317,708 0
AMERICAN ELEC PWR INC COM 025537101 1,156 16,640 SH   DFND 10 16,640 0 0
AMERICAN ELEC PWR INC COM 025537101 50,993 734,028 SH   DFND 14 231,075 502,953 0
AMERICAN ELEC PWR INC COM 025537101 79 1,130 SH   DFND 16 0 1,130 0
AMERICAN ELEC PWR INC COM 025537101 271 3,900 SH   DFND 18 0 3,900 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 5,219 433,114 SH   DFND 14 31,063 402,051 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 32,802 1,248,174 SH   DFND 14 83,157 1,165,017 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 964 36,700 SH   DFND 16 0 36,700 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 208 7,900 SH   DFND 18 0 7,900 0
AMERICAN EXPRESS CO COM 025816109 1,821 21,620 SH   DFND 10 21,620 0 0
AMERICAN EXPRESS CO COM 025816109 118,795 1,410,196 SH   DFND 14 382,828 1,027,368 0
AMERICAN EXPRESS CO COM 025816109 138 1,633 SH   DFND 16 0 1,633 0
AMERICAN FINL GROUP INC OHIO COM 025932104 198 1,990 SH   DFND 10 1,990 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 93,567 941,606 SH   DFND 14 167,117 774,489 0
AMERICAN FINL GROUP INC OHIO COM 025932104 715 7,200 SH   DFND 16 0 7,200 0
AMERICAN HOMES 4 RENT CL A 02665T306 478 21,180 SH   DFND 14 15,180 6,000 0
AMERICAN INTL GROUP INC COM NEW 026874784 248,926 3,981,541 SH   DFND 14 721,806 3,259,735 0
AMERICAN INTL GROUP INC COM NEW 026874784 1,729 27,658 SH   DFND 16 0 27,658 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 2,425 109,439 SH   DFND 14 6,239 103,200 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,469 62,102 SH   DFND 14 2,700 59,402 0
AMERICAN SOFTWARE INC CL A 029683109 294 28,611 SH   DFND 14 3,411 25,200 0
AMERICAN STS WTR CO COM 029899101 5,078 107,102 SH   DFND 14 42,012 65,090 0
AMERICAN TOWER CORP NEW COM 03027X100 257,598 1,946,782 SH   DFND 14 376,360 1,570,422 0
AMERICAN TOWER CORP NEW COM 03027X100 1,737 13,125 SH   DFND 16 0 13,125 0
AMERICAN TOWER CORP NEW COM 03027X100 463 3,500 SH   DFND 18 0 3,500 0
AMERICAN VANGUARD CORP COM 030371108 751 43,560 SH   DFND 14 4,032 39,528 0
AMERICAN WTR WKS CO INC NEW COM 030420103 19,698 252,705 SH   DFND 14 83,823 168,882 0
AMERICAN WTR WKS CO INC NEW COM 030420103 29 370 SH   DFND 16 0 370 0
AMERICAN WTR WKS CO INC NEW COM 030420103 312 4,000 SH   DFND 18 0 4,000 0
AMERICAN WOODMARK CORP COM 030506109 788 8,243 SH   DFND 10 8,243 0 0
AMERICAN WOODMARK CORP COM 030506109 13,228 138,445 SH   DFND 14 27,510 110,935 0
AMERICAN WOODMARK CORP COM 030506109 688 7,200 SH   DFND 16 0 7,200 0
AMERISAFE INC COM 03071H100 2,404 42,221 SH   DFND 14 12,999 29,222 0
AMERISOURCEBERGEN CORP COM 03073E105 24,711 261,406 SH   DFND 14 78,702 182,704 0
AMERISOURCEBERGEN CORP COM 03073E105 37 390 SH   DFND 16 0 390 0
AMERIPRISE FINL INC COM 03076C106 654 5,140 SH   DFND 10 5,140 0 0
AMERIPRISE FINL INC COM 03076C106 61,705 484,758 SH   DFND 14 85,200 399,558 0
AMERIPRISE FINL INC COM 03076C106 45 355 SH   DFND 16 0 355 0
AMERIS BANCORP COM 03076K108 3,045 63,173 SH   DFND 14 6,663 56,510 0
AMETEK INC NEW COM 031100100 19,209 317,131 SH   DFND 14 106,576 210,555 0
AMETEK INC NEW COM 031100100 30 500 SH   DFND 16 0 500 0
AMGEN INC COM 031162100 2,005 11,640 SH   DFND 10 11,640 0 0
AMGEN INC COM 031162100 278,787 1,618,690 SH   DFND 14 395,868 1,222,822 0
AMGEN INC COM 031162100 2,346 13,622 SH   DFND 16 0 13,622 0
AMICUS THERAPEUTICS INC COM 03152W109 146 14,480 SH   DFND 14 14,480 0 0
AMICUS THERAPEUTICS INC COM 03152W109 7,548 749,600 SH   DFND 18 0 749,600 0
AMKOR TECHNOLOGY INC COM 031652100 631 64,571 SH   DFND 10 64,571 0 0
AMKOR TECHNOLOGY INC COM 031652100 8,226 841,991 SH   DFND 14 130,030 711,961 0
AMKOR TECHNOLOGY INC COM 031652100 238 24,400 SH   DFND 16 0 24,400 0
AMPHENOL CORP NEW CL A 032095101 30,960 419,396 SH   DFND 14 140,992 278,404 0
AMPHENOL CORP NEW CL A 032095101 47 640 SH   DFND 16 0 640 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,049 58,730 SH   DFND 14 4,960 53,770 0
ANADARKO PETE CORP COM 032511107 92,873 2,048,375 SH   DFND 14 445,567 1,602,808 0
ANADARKO PETE CORP COM 032511107 1,392 30,703 SH   DFND 16 0 30,703 0
ANADARKO PETE CORP COM 032511107 943 20,800 SH   DFND 18 0 20,800 0
ANALOG DEVICES INC COM 032654105 39,154 503,263 SH   DFND 14 171,859 331,404 0
ANALOG DEVICES INC COM 032654105 62 793 SH   DFND 16 0 793 0
ANALOGIC CORP COM PAR $0.05 032657207 4,580 63,044 SH   DFND 14 5,889 57,155 0
ANALOGIC CORP COM PAR $0.05 032657207 102 1,400 SH   DFND 16 0 1,400 0
ANDERSONS INC COM 034164103 1,545 45,245 SH   DFND 14 5,183 40,062 0
ANGIODYNAMICS INC COM 03475V101 5,071 312,831 SH   DFND 14 56,731 256,100 0
ANGIODYNAMICS INC COM 03475V101 410 25,300 SH   DFND 16 0 25,300 0
ANIKA THERAPEUTICS INC COM 035255108 1,229 24,900 SH   DFND 14 2,590 22,310 0
ANIXTER INTL INC COM 035290105 20,596 263,370 SH   DFND 14 38,736 224,634 0
ANIXTER INTL INC COM 035290105 899 11,500 SH   DFND 16 0 11,500 0
ANNALY CAP MGMT INC COM 035710409 26,638 2,210,588 SH   DFND 14 218,188 1,992,400 0
ANSYS INC COM 03662Q105 13,161 108,163 SH   DFND 14 39,866 68,297 0
ANSYS INC COM 03662Q105 24 200 SH   DFND 16 0 200 0
ANTARES PHARMA INC COM 036642106 47 14,590 SH   DFND 14 14,590 0 0
ANTERO RES CORP COM 03674X106 10,744 497,155 SH   DFND 14 43,905 453,250 0
ANTHEM INC COM 036752103 189,452 1,007,027 SH   DFND 14 189,278 817,749 0
ANTHEM INC COM 036752103 1,293 6,875 SH   DFND 16 0 6,875 0
ANWORTH MORTGAGE ASSET CP COM 037347101 514 85,590 SH   DFND 14 9,890 75,700 0
APACHE CORP COM 037411105 24,867 518,821 SH   DFND 14 177,526 341,295 0
APACHE CORP COM 037411105 41 861 SH   DFND 16 0 861 0
APACHE CORP COM 037411105 343 7,150 SH   DFND 18 0 7,150 0
APARTMENT INVT & MGMT CO CL A 03748R101 9,327 217,060 SH   DFND 14 74,083 142,977 0
APARTMENT INVT & MGMT CO CL A 03748R101 13 304 SH   DFND 16 0 304 0
APOGEE ENTERPRISES INC COM 037598109 3,457 60,822 SH   DFND 14 5,175 55,647 0
APOLLO INVT CORP COM 03761U106 66 10,350 SH   DFND 14 10,350 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 9,832 530,048 SH   DFND 14 16,065 513,983 0
APPLE INC COM 037833100 5,240 36,383 SH   DFND 10 36,383 0 0
APPLE INC COM 037833100 1,629,872 11,316,985 SH   DFND 14 2,999,484 8,317,501 0
APPLE INC COM 037833100 6,183 42,935 SH   DFND 16 0 42,935 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 9,449 505,019 SH   DFND 14 47,619 457,400 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 24,800 419,978 SH   DFND 14 67,659 352,319 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 980 16,600 SH   DFND 16 0 16,600 0
APPLIED MATLS INC COM 038222105 425 10,300 SH   DFND 10 10,300 0 0
APPLIED MATLS INC COM 038222105 247,939 6,001,903 SH   DFND 14 1,019,625 4,982,278 0
APPLIED MATLS INC COM 038222105 1,791 43,360 SH   DFND 16 0 43,360 0
APPLIED OPTOELECTRONICS INC COM 03823U102 1,868 30,230 SH   DFND 14 3,290 26,940 0
APTARGROUP INC COM 038336103 5,605 64,534 SH   DFND 14 8,137 56,397 0
AQUA AMERICA INC COM 03836W103 4,646 139,527 SH   DFND 14 24,702 114,825 0
ARAMARK COM 03852U106 2,061 50,290 SH   DFND 14 14,440 35,850 0
ARAMARK COM 03852U106 139 3,400 SH   DFND 16 0 3,400 0
ARBOR RLTY TR INC COM 038923108 110 13,200 SH   DFND 14 13,200 0 0
ARCBEST CORP COM 03937C105 419 20,346 SH   DFND 10 20,346 0 0
ARCBEST CORP COM 03937C105 1,441 69,940 SH   DFND 14 4,243 65,697 0
ARCHER DANIELS MIDLAND CO COM 039483102 85,448 2,064,959 SH   DFND 14 326,914 1,738,045 0
ARCHER DANIELS MIDLAND CO COM 039483102 593 14,341 SH   DFND 16 0 14,341 0
ARCHER DANIELS MIDLAND CO COM 039483102 116 2,800 SH   DFND 18 0 2,800 0
ARCHROCK INC COM 03957W106 2,788 244,520 SH   DFND 14 12,313 232,207 0
ARCONIC INC COM 03965L100 42,106 1,858,985 SH   DFND 14 216,649 1,642,336 0
ARCONIC INC COM 03965L100 20 893 SH   DFND 16 0 893 0
ARGAN INC COM 04010E109 37,409 623,482 SH   DFND 14 107,192 516,290 0
ARGAN INC COM 04010E109 936 15,600 SH   DFND 16 0 15,600 0
ARES CAP CORP COM 04010L103 316 19,306 SH   DFND 14 19,306 0 0
ARES COML REAL ESTATE CORP COM 04013V108 603 46,030 SH   DFND 14 2,730 43,300 0
ARES COML REAL ESTATE CORP COM 04013V108 9 700 SH   DFND 16 0 700 0
ARISTA NETWORKS INC COM 040413106 737 4,918 SH   DFND 14 4,058 860 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,706 124,804 SH   DFND 14 2,108 122,696 0
ARMADA HOFFLER PPTYS INC COM 04208T108 3,215 248,250 SH   DFND 14 61,100 187,150 0
ARMADA HOFFLER PPTYS INC COM 04208T108 91 7,000 SH   DFND 16 0 7,000 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 6,690 267,595 SH   DFND 14 5,295 262,300 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 9,852 214,182 SH   DFND 14 47,282 166,900 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 97 2,100 SH   DFND 16 0 2,100 0
ARRAY BIOPHARMA INC COM 04269X105 159 18,957 SH   DFND 14 18,957 0 0
ARROW ELECTRS INC COM 042735100 36,342 463,433 SH   DFND 14 76,406 387,027 0
ARROW ELECTRS INC COM 042735100 141 1,800 SH   DFND 16 0 1,800 0
ARROW FINL CORP COM 042744102 1,181 37,330 SH   DFND 14 1,511 35,819 0
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 337 10,980 SH   DFND 14 4,680 6,300 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 25,972 459,271 SH   DFND 14 80,861 378,410 0
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ASCENA RETAIL GROUP INC COM 04351G101 2,918 1,357,134 SH   DFND 14 27,898 1,329,236 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 7,289 708,386 SH   DFND 14 150,657 557,729 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 508 49,400 SH   DFND 16 0 49,400 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 298 48,979 SH   DFND 10 48,979 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 14,774 2,429,948 SH   DFND 14 287,728 2,142,220 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 365 60,100 SH   DFND 16 0 60,100 0
ASHLAND GLOBAL HLDGS INC COM 044186104 9,159 138,960 SH   DFND 14 14,375 124,585 0
ASPEN TECHNOLOGY INC COM 045327103 544 9,849 SH   DFND 10 9,849 0 0
ASPEN TECHNOLOGY INC COM 045327103 8,909 161,215 SH   DFND 14 33,815 127,400 0
ASPEN TECHNOLOGY INC COM 045327103 984 17,800 SH   DFND 16 0 17,800 0
ASSOCIATED BANC CORP COM 045487105 478 18,982 SH   DFND 10 18,982 0 0
ASSOCIATED BANC CORP COM 045487105 27,936 1,108,567 SH   DFND 14 228,904 879,663 0
ASSOCIATED BANC CORP COM 045487105 549 21,800 SH   DFND 16 0 21,800 0
ASSURANT INC COM 04621X108 41,946 404,534 SH   DFND 14 66,513 338,021 0
ASSURANT INC COM 04621X108 407 3,925 SH   DFND 16 0 3,925 0
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ASTEC INDS INC COM 046224101 577 10,400 SH   DFND 16 0 10,400 0
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ATLANTIC PWR CORP COM NEW 04878Q863 97 40,582 SH   DFND 14 12,882 27,700 0
ATLANTIC PWR CORP COM NEW 04878Q863 36 15,200 SH   DFND 16 0 15,200 0
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ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 15,147 290,449 SH   DFND 14 4,071 286,378 0
ATMOS ENERGY CORP COM 049560105 68,427 824,916 SH   DFND 14 113,409 711,507 0
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ATRION CORP COM 049904105 3,133 4,870 SH   DFND 14 1,071 3,799 0
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ATWOOD OCEANICS INC COM 050095108 7,837 961,634 SH   DFND 14 11,705 949,929 0
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AUTODESK INC COM 052769106 40 400 SH   DFND 16 0 400 0
AUTOHOME INC SP ADR RP CL A 05278C107 21,392 471,600 SH   DFND 14 1,000 470,600 0
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AUTOLIV INC COM 052800109 557 5,072 SH   DFND 14 4,840 232 0
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AUTOMATIC DATA PROCESSING IN COM 053015103 100 980 SH   DFND 16 0 980 0
AUTONATION INC COM 05329W102 21,330 505,918 SH   DFND 14 36,987 468,931 0
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AUTOZONE INC COM 053332102 22,630 39,669 SH   DFND 14 13,510 26,159 0
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AVALONBAY CMNTYS INC COM 053484101 36,708 191,016 SH   DFND 14 65,713 125,303 0
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AVERY DENNISON CORP COM 053611109 10,948 123,893 SH   DFND 14 41,888 82,005 0
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AVNET INC COM 053807103 44,756 1,151,135 SH   DFND 14 187,840 963,295 0
AVNET INC COM 053807103 159 4,100 SH   DFND 16 0 4,100 0
AVON PRODS INC COM 054303102 28,235 7,430,391 SH   DFND 14 1,227,539 6,202,852 0
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AXON ENTERPRISE INC COM 05464C101 2,219 88,253 SH   DFND 14 8,463 79,790 0
BB&T CORP COM 054937107 86,864 1,912,889 SH   DFND 14 473,732 1,439,157 0
BB&T CORP COM 054937107 933 20,555 SH   DFND 16 0 20,555 0
B & G FOODS INC NEW COM 05508R106 4,027 113,123 SH   DFND 14 12,287 100,836 0
B & G FOODS INC NEW COM 05508R106 256 7,200 SH   DFND 18 0 7,200 0
BGC PARTNERS INC CL A 05541T101 20,893 1,652,966 SH   DFND 14 324,286 1,328,680 0
BGC PARTNERS INC CL A 05541T101 1,150 91,000 SH   DFND 16 0 91,000 0
BOFI HLDG INC COM 05566U108 2,327 98,108 SH   DFND 14 10,618 87,490 0
BMC STK HLDGS INC COM 05591B109 7,082 324,120 SH   DFND 14 6,320 317,800 0
BMC STK HLDGS INC COM 05591B109 463 21,200 SH   DFND 16 0 21,200 0
BWX TECHNOLOGIES INC COM 05605H100 5,162 105,879 SH   DFND 14 6,179 99,700 0
BADGER METER INC COM 056525108 1,963 49,254 SH   DFND 14 5,100 44,154 0
BAIDU INC SPON ADR REP A 056752108 24,087 134,667 SH   DFND 14 2,500 132,167 0
BAIDU INC SPON ADR REP A 056752108 2,593 14,500 SH   DFND 16 0 14,500 0
BAIDU INC SPON ADR REP A 056752108 1,470 8,220 SH   DFND 18 0 8,220 0
BAKER HUGHES INC COM 057224107 32,833 602,336 SH   DFND 14 200,345 401,991 0
BAKER HUGHES INC COM 057224107 49 899 SH   DFND 16 0 899 0
BAKER HUGHES INC COM 057224107 872 16,000 SH   DFND 18 0 16,000 0
BALCHEM CORP COM 057665200 4,213 54,218 SH   DFND 14 5,663 48,555 0
BALDWIN & LYONS INC CL B 057755209 218 8,899 SH   DFND 14 1,099 7,800 0
BALDWIN & LYONS INC CL B 057755209 164 6,700 SH   DFND 16 0 6,700 0
BALL CORP COM 058498106 20,194 478,410 SH   DFND 14 161,336 317,074 0
BALL CORP COM 058498106 32 760 SH   DFND 16 0 760 0
BALL CORP COM 058498106 819 19,400 SH   DFND 18 0 19,400 0
BALLANTYNE STRONG INC COM 058516105 226 33,700 SH   DFND 10 33,700 0 0
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BANCFIRST CORP COM 05945F103 3,018 31,241 SH   DFND 14 8,811 22,430 0
BANCFIRST CORP COM 05945F103 309 3,200 SH   DFND 16 0 3,200 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,430 32,100 SH   DFND 14 0 32,100 0
BANCORPSOUTH INC COM 059692103 1,728 56,672 SH   DFND 14 16,299 40,373 0
BANC OF CALIFORNIA INC COM 05990K106 8,296 385,869 SH   DFND 14 7,729 378,140 0
BANK AMER CORP COM 060505104 3,169 130,630 SH   DFND 10 130,630 0 0
BANK AMER CORP COM 060505104 663,672 27,356,622 SH   DFND 14 5,982,058 21,374,564 0
BANK AMER CORP COM 060505104 2,976 122,681 SH   DFND 16 0 122,681 0
BANK HAWAII CORP COM 062540109 2,229 26,871 SH   DFND 14 5,965 20,906 0
BANK OF MARIN BANCORP COM 063425102 2,886 46,892 SH   DFND 14 730 46,162 0
BANK MONTREAL QUE COM 063671101 350 4,770 SH   DFND 3 4,770 0 0
BANK MUTUAL CORP NEW COM 063750103 652 71,288 SH   DFND 14 7,398 63,890 0
BANK OF THE OZARKS INC COM 063904106 3,535 75,431 SH   DFND 14 16,161 59,270 0
BANK NEW YORK MELLON CORP COM 064058100 95,292 1,867,740 SH   DFND 14 529,939 1,337,801 0
BANK NEW YORK MELLON CORP COM 064058100 117 2,300 SH   DFND 16 0 2,300 0
BANKRATE INC DEL COM 06647F102 8,037 625,425 SH   DFND 14 220,525 404,900 0
BANKRATE INC DEL COM 06647F102 668 52,000 SH   DFND 16 0 52,000 0
BANKUNITED INC COM 06652K103 3,141 93,175 SH   DFND 14 6,875 86,300 0
BANNER CORP COM NEW 06652V208 4,010 70,953 SH   DFND 14 31,113 39,840 0
BARD C R INC COM 067383109 32,616 103,178 SH   DFND 14 34,476 68,702 0
BARD C R INC COM 067383109 51 160 SH   DFND 16 0 160 0
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BARCLAYS BK PLC IPMS INDIA ETN 06739F291 2,604 33,978 SH   DFND 16 0 33,978 0
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BARRACUDA NETWORKS INC COM 068323104 5,882 255,092 SH   DFND 14 99,092 156,000 0
BARRACUDA NETWORKS INC COM 068323104 390 16,900 SH   DFND 16 0 16,900 0
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BARRETT BILL CORP COM 06846N104 377 122,881 SH   DFND 14 10,096 112,785 0
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BAXTER INTL INC COM 071813109 1,444 23,857 SH   DFND 16 0 23,857 0
BEACON ROOFING SUPPLY INC COM 073685109 782 15,965 SH   DFND 14 6,265 9,700 0
BEAZER HOMES USA INC COM NEW 07556Q881 551 40,177 SH   DFND 10 40,177 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 41 3,003 SH   DFND 14 3,003 0 0
BECTON DICKINSON & CO COM 075887109 995 5,100 SH   DFND 10 5,100 0 0
BECTON DICKINSON & CO COM 075887109 61,933 317,428 SH   DFND 14 106,836 210,592 0
BECTON DICKINSON & CO COM 075887109 97 495 SH   DFND 16 0 495 0
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BERKLEY W R CORP COM 084423102 4,180 60,434 SH   DFND 14 13,009 47,425 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 623,495 3,681,258 SH   DFND 14 1,046,404 2,634,854 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 1,941 11,460 SH   DFND 16 0 11,460 0
BERKSHIRE HILLS BANCORP INC COM 084680107 15,641 444,967 SH   DFND 14 38,163 406,804 0
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BEST BUY INC COM 086516101 49,041 855,417 SH   DFND 14 157,166 698,251 0
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BIG 5 SPORTING GOODS CORP COM 08915P101 2,460 188,489 SH   DFND 14 10,773 177,716 0
BIG LOTS INC COM 089302103 13,586 281,274 SH   DFND 14 10,357 270,917 0
BIGLARI HLDGS INC COM 08986R101 126 314 SH   DFND 10 314 0 0
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BIO RAD LABS INC CL A 090572207 9,821 43,398 SH   DFND 14 6,713 36,685 0
BIO RAD LABS INC CL A 090572207 20 90 SH   DFND 16 0 90 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 906 9,973 SH   DFND 14 9,753 220 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 12,279 135,197 SH   DFND 18 0 135,197 0
BIOGEN INC COM 09062X103 185,263 682,720 SH   DFND 14 168,746 513,974 0
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BIOTELEMETRY INC COM 090672106 1,608 48,086 SH   DFND 14 4,860 43,226 0
BIO TECHNE CORP COM 09073M104 2,768 23,555 SH   DFND 14 5,252 18,303 0
BIOVERATIV INC COM 09075E100 40,852 678,936 SH   DFND 14 174,044 504,892 0
BIOVERATIV INC COM 09075E100 626 10,400 SH   DFND 16 0 10,400 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 118 2,387 SH   DFND 10 2,387 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 2,761 55,760 SH   DFND 14 17,260 38,500 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 376 7,600 SH   DFND 16 0 7,600 0
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BLACK HILLS CORP COM 092113109 3,500 51,874 SH   DFND 14 9,954 41,920 0
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BLOCK H & R INC COM 093671105 11,318 366,156 SH   DFND 14 95,514 270,642 0
BLOCK H & R INC COM 093671105 13 410 SH   DFND 16 0 410 0
BLOOMIN BRANDS INC COM 094235108 22,479 1,058,840 SH   DFND 14 180,000 878,840 0
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BLUEBIRD BIO INC COM 09609G100 408 3,882 SH   DFND 14 3,882 0 0
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BOEING CO COM 097023105 173,999 879,895 SH   DFND 14 269,143 610,752 0
BOEING CO COM 097023105 245 1,237 SH   DFND 16 0 1,237 0
BOISE CASCADE CO DEL COM 09739D100 3,440 113,170 SH   DFND 14 6,060 107,110 0
BOJANGLES INC COM 097488100 727 44,740 SH   DFND 14 17,740 27,000 0
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BRIGGS & STRATTON CORP COM 109043109 1,841 76,407 SH   DFND 14 11,749 64,658 0
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BRISTOL MYERS SQUIBB CO COM 110122108 156,309 2,805,266 SH   DFND 14 905,431 1,899,835 0
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BROWN FORMAN CORP CL B 115637209 20 414 SH   DFND 16 0 414 0
BRUKER CORP COM 116794108 4,033 139,842 SH   DFND 14 11,242 128,600 0
BRUKER CORP COM 116794108 130 4,500 SH   DFND 16 0 4,500 0
BRUNSWICK CORP COM 117043109 948 15,120 SH   DFND 10 15,120 0 0
BRUNSWICK CORP COM 117043109 16,911 269,585 SH   DFND 14 19,346 250,239 0
BRYN MAWR BK CORP COM 117665109 101 2,386 SH   DFND 10 2,386 0 0
BRYN MAWR BK CORP COM 117665109 81 1,912 SH   DFND 14 1,912 0 0
BRYN MAWR BK CORP COM 117665109 68 1,600 SH   DFND 16 0 1,600 0
BUCKLE INC COM 118440106 839 47,144 SH   DFND 14 4,572 42,572 0
BUFFALO WILD WINGS INC COM 119848109 1,398 11,031 SH   DFND 14 3,084 7,947 0
BUILDERS FIRSTSOURCE INC COM 12008R107 176 11,490 SH   DFND 14 11,490 0 0
BURLINGTON STORES INC COM 122017106 163 1,770 SH   DFND 10 1,770 0 0
BURLINGTON STORES INC COM 122017106 72,447 787,550 SH   DFND 14 125,880 661,670 0
BURLINGTON STORES INC COM 122017106 782 8,500 SH   DFND 16 0 8,500 0
BURLINGTON STORES INC COM 122017106 183 1,990 SH   DFND 18 0 1,990 0
CAI INTERNATIONAL INC COM 12477X106 5,060 214,386 SH   DFND 14 1,980 212,406 0
CBL & ASSOC PPTYS INC COM 124830100 3,957 469,447 SH   DFND 14 30,712 438,735 0
CBL & ASSOC PPTYS INC COM 124830100 1,810 214,667 SH   DFND 3 0 214,667 0
CBS CORP NEW CL B 124857202 372 5,840 SH   DFND 10 5,840 0 0
CBS CORP NEW CL B 124857202 33,514 525,465 SH   DFND 14 172,465 353,000 0
CBS CORP NEW CL B 124857202 53 828 SH   DFND 16 0 828 0
CBS CORP NEW CL B 124857202 172 2,700 SH   DFND 18 0 2,700 0
CBOE HLDGS INC COM 12503M108 11,629 127,237 SH   DFND 14 44,372 82,865 0
CBOE HLDGS INC COM 12503M108 18 195 SH   DFND 16 0 195 0
CBRE GROUP INC CL A 12504L109 820 22,540 SH   DFND 10 22,540 0 0
CBRE GROUP INC CL A 12504L109 129,897 3,568,588 SH   DFND 14 557,434 3,011,154 0
CBRE GROUP INC CL A 12504L109 1,303 35,800 SH   DFND 16 0 35,800 0
C D I CORP COM 125071100 124 21,243 SH   DFND 14 925 20,318 0
CDK GLOBAL INC COM 12508E101 60,914 981,539 SH   DFND 14 142,089 839,450 0
CDK GLOBAL INC COM 12508E101 372 6,000 SH   DFND 16 0 6,000 0
CECO ENVIRONMENTAL CORP COM 125141101 776 84,550 SH   DFND 14 2,950 81,600 0
CDW CORP COM 12514G108 4,629 74,032 SH   DFND 14 10,222 63,810 0
CDW CORP COM 12514G108 269 4,300 SH   DFND 16 0 4,300 0
CF INDS HLDGS INC COM 125269100 8,848 316,465 SH   DFND 14 106,350 210,115 0
CF INDS HLDGS INC COM 125269100 12 435 SH   DFND 16 0 435 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 13,383 194,862 SH   DFND 14 65,885 128,977 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 19 275 SH   DFND 16 0 275 0
CIGNA CORPORATION COM 125509109 102,985 615,241 SH   DFND 14 205,563 409,678 0
CIGNA CORPORATION COM 125509109 847 5,060 SH   DFND 16 0 5,060 0
CIT GROUP INC COM NEW 125581801 765 15,702 SH   DFND 14 12,602 3,100 0
CME GROUP INC COM 12572Q105 58,918 470,442 SH   DFND 14 158,505 311,937 0
CME GROUP INC COM 12572Q105 95 755 SH   DFND 16 0 755 0
CMS ENERGY CORP COM 125896100 18,142 392,268 SH   DFND 14 129,105 263,163 0
CMS ENERGY CORP COM 125896100 25 550 SH   DFND 16 0 550 0
CNA FINL CORP COM 126117100 7,094 145,511 SH   DFND 14 14,536 130,975 0
CNB FINL CORP PA COM 126128107 962 40,140 SH   DFND 14 1,741 38,399 0
CRA INTL INC COM 12618T105 303 8,332 SH   DFND 10 8,332 0 0
CRA INTL INC COM 12618T105 23 631 SH   DFND 14 631 0 0
CNO FINL GROUP INC COM 12621E103 36,629 1,754,274 SH   DFND 14 174,284 1,579,990 0
CNO FINL GROUP INC COM 12621E103 86 4,100 SH   DFND 16 0 4,100 0
CSG SYS INTL INC COM 126349109 2,315 57,044 SH   DFND 14 5,742 51,302 0
CSX CORP COM 126408103 790 14,475 SH   DFND 10 14,475 0 0
CSX CORP COM 126408103 236,936 4,342,662 SH   DFND 14 774,933 3,567,729 0
CSX CORP COM 126408103 1,641 30,075 SH   DFND 16 0 30,075 0
CSX CORP COM 126408103 1,386 25,400 SH   DFND 18 0 25,400 0
CTS CORP COM 126501105 1,199 55,515 SH   DFND 14 5,704 49,811 0
CSRA INC COM 12650T104 44,511 1,401,914 SH   DFND 14 319,149 1,082,765 0
CSRA INC COM 12650T104 84 2,650 SH   DFND 16 0 2,650 0
CU BANCORP CALIF COM 126534106 864 23,910 SH   DFND 14 2,110 21,800 0
CVB FINL CORP COM 126600105 3,882 173,063 SH   DFND 14 17,823 155,240 0
CVR ENERGY INC COM 12662P108 5,757 264,548 SH   DFND 14 44,148 220,400 0
CVR ENERGY INC COM 12662P108 242 11,100 SH   DFND 16 0 11,100 0
CVS HEALTH CORP COM 126650100 471 5,860 SH   DFND 10 5,860 0 0
CVS HEALTH CORP COM 126650100 235,128 2,922,292 SH   DFND 14 748,240 2,174,052 0
CVS HEALTH CORP COM 126650100 1,141 14,179 SH   DFND 16 0 14,179 0
CVS HEALTH CORP COM 126650100 338 4,200 SH   DFND 18 0 4,200 0
CYS INVTS INC COM 12673A108 7,145 849,607 SH   DFND 14 16,998 832,609 0
CA INC COM 12673P105 14,765 428,345 SH   DFND 14 146,160 282,185 0
CA INC COM 12673P105 21 602 SH   DFND 16 0 602 0
CABELAS INC COM 126804301 1,940 32,647 SH   DFND 14 7,496 25,151 0
CABLE ONE INC COM 12685J105 8,832 12,424 SH   DFND 14 2,329 10,095 0
CABLE ONE INC COM 12685J105 36 50 SH   DFND 16 0 50 0
CABLE ONE INC COM 12685J105 469 660 SH   DFND 18 0 660 0
CABOT CORP COM 127055101 401 7,510 SH   DFND 10 7,510 0 0
CABOT CORP COM 127055101 30,608 572,860 SH   DFND 14 98,166 474,694 0
CABOT CORP COM 127055101 214 4,000 SH   DFND 16 0 4,000 0
CABOT OIL & GAS CORP COM 127097103 16,805 670,057 SH   DFND 14 217,300 452,757 0
CABOT OIL & GAS CORP COM 127097103 25 1,000 SH   DFND 16 0 1,000 0
CABOT MICROELECTRONICS CORP COM 12709P103 11,600 157,111 SH   DFND 14 41,775 115,336 0
CABOT MICROELECTRONICS CORP COM 12709P103 856 11,600 SH   DFND 16 0 11,600 0
CACI INTL INC CL A 127190304 47,419 379,203 SH   DFND 14 80,746 298,457 0
CACI INTL INC CL A 127190304 1,307 10,450 SH   DFND 16 0 10,450 0
CADENCE DESIGN SYSTEM INC COM 127387108 57,447 1,715,341 SH   DFND 14 263,362 1,451,979 0
CADENCE DESIGN SYSTEM INC COM 127387108 211 6,300 SH   DFND 16 0 6,300 0
CAL MAINE FOODS INC COM NEW 128030202 1,978 49,962 SH   DFND 14 4,832 45,130 0
CALAMP CORP COM 128126109 1,215 59,740 SH   DFND 14 6,540 53,200 0
CALATLANTIC GROUP INC COM 128195104 9,416 266,379 SH   DFND 14 24,549 241,830 0
CALAVO GROWERS INC COM 128246105 1,835 26,576 SH   DFND 14 2,976 23,600 0
CALERES INC COM 129500104 7,226 260,123 SH   DFND 14 7,322 252,801 0
CALGON CARBON CORP COM 129603106 1,271 84,147 SH   DFND 14 7,876 76,271 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,991 81,271 SH   DFND 14 8,571 72,700 0
CALIX INC COM 13100M509 81 11,759 SH   DFND 14 4,459 7,300 0
CALLAWAY GOLF CO COM 131193104 2,016 157,767 SH   DFND 14 16,115 141,652 0
CALLON PETE CO DEL COM 13123X102 205 19,365 SH   DFND 14 19,365 0 0
CALPINE CORP COM NEW 131347304 267 19,747 SH   DFND 14 19,747 0 0
CAMBREX CORP COM 132011107 4,617 77,273 SH   DFND 14 27,148 50,125 0
CAMBREX CORP COM 132011107 191 3,200 SH   DFND 18 0 3,200 0
CAMDEN NATL CORP COM 133034108 4,185 97,538 SH   DFND 14 1,612 95,926 0
CAMDEN PPTY TR SH BEN INT 133131102 14,805 173,142 SH   DFND 14 12,782 160,360 0
CAMDEN PPTY TR SH BEN INT 133131102 89,430 1,045,837 SH   DFND 3 169,580 876,257 0
CAMPBELL SOUP CO COM 134429109 14,213 272,549 SH   DFND 14 91,782 180,767 0
CAMPBELL SOUP CO COM 134429109 21 400 SH   DFND 16 0 400 0
CANTEL MEDICAL CORP COM 138098108 16,998 218,170 SH   DFND 14 63,198 154,972 0
CANTEL MEDICAL CORP COM 138098108 896 11,500 SH   DFND 16 0 11,500 0
CAPELLA EDUCATION COMPANY COM 139594105 6,158 71,944 SH   DFND 14 30,172 41,772 0
CAPELLA EDUCATION COMPANY COM 139594105 214 2,500 SH   DFND 16 0 2,500 0
CAPITAL ONE FINL CORP COM 14040H105 188,443 2,280,834 SH   DFND 14 458,221 1,822,613 0
CAPITAL ONE FINL CORP COM 14040H105 584 7,073 SH   DFND 16 0 7,073 0
CAPITAL SOUTHWEST CORP COM 140501107 354 22,000 SH   DFND 10 22,000 0 0
CAPITAL SOUTHWEST CORP COM 140501107 8 500 SH   DFND 14 500 0 0
CAPITOL FED FINL INC COM 14057J101 211 14,881 SH   DFND 14 14,881 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 8,054 772,154 SH   DFND 14 16,622 755,532 0
CARBO CERAMICS INC COM 140781105 230 33,607 SH   DFND 14 3,127 30,480 0
CARDINAL HEALTH INC COM 14149Y108 939 12,050 SH   DFND 10 12,050 0 0
CARDINAL HEALTH INC COM 14149Y108 34,846 447,199 SH   DFND 14 149,177 298,022 0
CARDINAL HEALTH INC COM 14149Y108 56 725 SH   DFND 16 0 725 0
CARDIOVASCULAR SYS INC DEL COM 141619106 3,126 97,004 SH   DFND 14 4,004 93,000 0
CARDIOVASCULAR SYS INC DEL COM 141619106 319 9,900 SH   DFND 16 0 9,900 0
CARE CAP PPTYS INC COM 141624106 5,346 200,230 SH   DFND 14 16,385 183,845 0
CARE CAP PPTYS INC COM 141624106 1,926 72,134 SH   DFND 3 0 72,134 0
CARE COM INC COM 141633107 961 63,660 SH   DFND 14 16,720 46,940 0
CAREER EDUCATION CORP COM 141665109 1,041 108,480 SH   DFND 14 10,802 97,678 0
CARETRUST REIT INC COM 14174T107 2,339 126,148 SH   DFND 14 10,813 115,335 0
CARLISLE COS INC COM 142339100 16,826 176,370 SH   DFND 14 8,822 167,548 0
CARMAX INC COM 143130102 16,167 256,380 SH   DFND 14 86,367 170,013 0
CARMAX INC COM 143130102 25 400 SH   DFND 16 0 400 0
CARNIVAL CORP UNIT 99/99/9999 143658300 191 2,910 SH   DFND 10 2,910 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 43,655 665,774 SH   DFND 14 197,009 468,765 0
CARNIVAL CORP UNIT 99/99/9999 143658300 62 950 SH   DFND 16 0 950 0
CAROLINA FINL CORP NEW COM 143873107 376 11,640 SH   DFND 14 7,440 4,200 0
CAROLINA FINL CORP NEW COM 143873107 61 1,900 SH   DFND 16 0 1,900 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,157 30,910 SH   DFND 14 8,181 22,729 0
CARRIZO OIL & GAS INC COM 144577103 3,390 194,590 SH   DFND 14 10,670 183,920 0
CARS COM INC COM 14575E105 2,202 82,703 SH   DFND 14 33,901 48,802 0
CARTER INC COM 146229109 8,853 99,526 SH   DFND 14 14,406 85,120 0
CARTER INC COM 146229109 32 360 SH   DFND 16 0 360 0
CARVER BANCORP INC COM NEW 146875604 616 181,033 SH   DFND 10 181,033 0 0
CASEYS GEN STORES INC COM 147528103 2,656 24,793 SH   DFND 14 5,614 19,179 0
CATALENT INC COM 148806102 12,280 349,870 SH   DFND 14 23,510 326,360 0
CATALENT INC COM 148806102 923 26,300 SH   DFND 16 0 26,300 0
CATERPILLAR INC DEL COM 149123101 90,167 839,078 SH   DFND 14 278,252 560,826 0
CATERPILLAR INC DEL COM 149123101 139 1,295 SH   DFND 16 0 1,295 0
CATHAY GEN BANCORP COM 149150104 44,269 1,166,515 SH   DFND 14 186,975 979,540 0
CATHAY GEN BANCORP COM 149150104 721 19,000 SH   DFND 16 0 19,000 0
CATO CORP NEW CL A 149205106 1,974 112,197 SH   DFND 14 3,567 108,630 0
CAVCO INDS INC DEL COM 149568107 5,028 38,784 SH   DFND 14 6,291 32,493 0
CAVCO INDS INC DEL COM 149568107 117 900 SH   DFND 16 0 900 0
CAVIUM INC COM 14964U108 225 3,628 SH   DFND 14 3,628 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,189 245,188 SH   DFND 14 120,437 124,751 0
CELANESE CORP DEL COM SER A 150870103 1,135 11,960 SH   DFND 10 11,960 0 0
CELANESE CORP DEL COM SER A 150870103 13,834 145,713 SH   DFND 14 21,853 123,860 0
CELESTICA INC SUB VTG SHS 15101Q108 167 12,272 SH   DFND 10 12,272 0 0
CELGENE CORP COM 151020104 1,894 14,585 SH   DFND 10 14,585 0 0
CELGENE CORP COM 151020104 349,982 2,694,864 SH   DFND 14 585,880 2,108,984 0
CELGENE CORP COM 151020104 2,416 18,600 SH   DFND 16 0 18,600 0
CELGENE CORP COM 151020104 13,234 101,900 SH   DFND 18 0 101,900 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 27 11,045 SH   DFND 14 11,045 0 0
CENTENE CORP DEL COM 15135B101 55,283 692,078 SH   DFND 14 108,994 583,084 0
CENTENE CORP DEL COM 15135B101 846 10,590 SH   DFND 16 0 10,590 0
CENTERPOINT ENERGY INC COM 15189T107 45,831 1,673,890 SH   DFND 14 281,560 1,392,330 0
CENTERPOINT ENERGY INC COM 15189T107 23 849 SH   DFND 16 0 849 0
CENTERSTATE BANKS INC COM 15201P109 1,173 47,165 SH   DFND 14 5,765 41,400 0
CENTRAL GARDEN & PET CO COM 153527106 582 18,320 SH   DFND 14 1,650 16,670 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 3,488 116,203 SH   DFND 14 13,689 102,514 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 405 13,500 SH   DFND 16 0 13,500 0
CENTRAL PAC FINL CORP COM NEW 154760409 321 10,209 SH   DFND 10 10,209 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 4,279 135,969 SH   DFND 14 27,199 108,770 0
CENTURY ALUM CO COM 156431108 624 40,024 SH   DFND 10 40,024 0 0
CENTURY ALUM CO COM 156431108 1,276 81,891 SH   DFND 14 7,000 74,891 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 472 7,420 SH   DFND 14 520 6,900 0
CENTURY CASINOS INC COM 156492100 545 74,000 SH   DFND 10 74,000 0 0
CENTURY CASINOS INC COM 156492100 9 1,280 SH   DFND 14 1,280 0 0
CENTURY CMNTYS INC COM 156504300 3,126 126,046 SH   DFND 14 41,786 84,260 0
CENTURY CMNTYS INC COM 156504300 352 14,200 SH   DFND 16 0 14,200 0
CENTURYLINK INC COM 156700106 263 11,000 SH   DFND 10 11,000 0 0
CENTURYLINK INC COM 156700106 37,130 1,554,850 SH   DFND 14 325,241 1,229,609 0
CENTURYLINK INC COM 156700106 26 1,108 SH   DFND 16 0 1,108 0
CERNER CORP COM 156782104 77,930 1,172,406 SH   DFND 14 228,746 943,660 0
CERNER CORP COM 156782104 1,347 20,260 SH   DFND 16 0 20,260 0
CEVA INC COM 157210105 1,641 36,109 SH   DFND 14 3,563 32,546 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,899 74,800 SH   DFND 14 1,200 73,600 0
CHARLES RIV LABS INTL INC COM 159864107 42,418 419,360 SH   DFND 14 78,772 340,588 0
CHARLES RIV LABS INTL INC COM 159864107 172 1,700 SH   DFND 16 0 1,700 0
CHARLES RIV LABS INTL INC COM 159864107 486 4,800 SH   DFND 18 0 4,800 0
CHART INDS INC COM PAR $0.01 16115Q308 1,797 51,745 SH   DFND 14 5,245 46,500 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 101,624 301,688 SH   DFND 14 101,399 200,289 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 162 480 SH   DFND 16 0 480 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 269 800 SH   DFND 18 0 800 0
CHASE CORP COM 16150R104 191 1,789 SH   DFND 14 889 900 0
CHASE CORP COM 16150R104 64 600 SH   DFND 16 0 600 0
CHATHAM LODGING TR COM 16208T102 9,604 478,063 SH   DFND 14 20,643 457,420 0
CHATHAM LODGING TR COM 16208T102 619 30,800 SH   DFND 16 0 30,800 0
CHEESECAKE FACTORY INC COM 163072101 1,529 30,389 SH   DFND 14 8,611 21,778 0
CHEETAH MOBILE INC ADR 163075104 126 11,700 SH   DFND 14 0 11,700 0
CHEMED CORP NEW COM 16359R103 10,818 52,893 SH   DFND 14 8,204 44,689 0
CHEMED CORP NEW COM 16359R103 511 2,500 SH   DFND 16 0 2,500 0
CHEMICAL FINL CORP COM 163731102 5,528 114,197 SH   DFND 14 13,306 100,891 0
CHEMOURS CO COM 163851108 164,700 4,343,345 SH   DFND 14 747,743 3,595,602 0
CHEMOURS CO COM 163851108 3,060 80,700 SH   DFND 16 0 80,700 0
CHEMOURS CO COM 163851108 99 2,600 SH   DFND 18 0 2,600 0
CHENIERE ENERGY INC COM NEW 16411R208 757 15,550 SH   DFND 14 14,810 740 0
CHENIERE ENERGY INC COM NEW 16411R208 672 13,800 SH   DFND 18 0 13,800 0
CHERRY HILL MTG INVT CORP COM 164651101 650 35,200 SH   DFND 14 700 34,500 0
CHESAPEAKE ENERGY CORP COM 165167107 5,038 1,013,728 SH   DFND 14 345,722 668,006 0
CHESAPEAKE ENERGY CORP COM 165167107 7 1,410 SH   DFND 16 0 1,410 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 605 24,712 SH   DFND 10 24,712 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 22,764 930,281 SH   DFND 14 268,681 661,600 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 910 37,200 SH   DFND 16 0 37,200 0
CHESAPEAKE UTILS CORP COM 165303108 944 12,599 SH   DFND 14 9,199 3,400 0
CHEVRON CORP NEW COM 166764100 1,493 14,310 SH   DFND 10 14,310 0 0
CHEVRON CORP NEW COM 166764100 442,048 4,237,014 SH   DFND 14 1,068,317 3,168,697 0
CHEVRON CORP NEW COM 166764100 1,811 17,359 SH   DFND 16 0 17,359 0
CHEVRON CORP NEW COM 166764100 5,895 56,500 SH   DFND 18 0 56,500 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 5,877 297,868 SH   DFND 14 7,468 290,400 0
CHICOS FAS INC COM 168615102 6,031 640,266 SH   DFND 14 24,328 615,938 0
CHICOS FAS INC COM 168615102 21 2,200 SH   DFND 16 0 2,200 0
CHILDRENS PL INC COM 168905107 8,018 78,526 SH   DFND 14 4,354 74,172 0
CHIMERA INVT CORP COM NEW 16934Q208 156 8,359 SH   DFND 10 8,359 0 0
CHIMERA INVT CORP COM NEW 16934Q208 15,283 820,334 SH   DFND 14 54,934 765,400 0
CHIMERA INVT CORP COM NEW 16934Q208 54 2,900 SH   DFND 16 0 2,900 0
CHIMERIX INC COM 16934W106 20 3,640 SH   DFND 14 3,640 0 0
CHIMERIX INC COM 16934W106 80 14,600 SH   DFND 16 0 14,600 0
CHINA BIOLOGIC PRODS INC COM 16938C106 484 4,280 SH   DFND 10 4,280 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 16,780 40,328 SH   DFND 14 13,487 26,841 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 27 65 SH   DFND 16 0 65 0
CHOICE HOTELS INTL INC COM 169905106 997 15,517 SH   DFND 14 3,017 12,500 0
CHURCH & DWIGHT INC COM 171340102 18,809 362,548 SH   DFND 14 118,372 244,176 0
CHURCH & DWIGHT INC COM 171340102 28 540 SH   DFND 16 0 540 0
CHURCHILL DOWNS INC COM 171484108 1,625 8,866 SH   DFND 14 2,706 6,160 0
CHUYS HLDGS INC COM 171604101 657 28,090 SH   DFND 14 2,580 25,510 0
CIENA CORP COM NEW 171779309 2,366 94,559 SH   DFND 14 25,626 68,933 0
CIMAREX ENERGY CO COM 171798101 12,557 133,569 SH   DFND 14 44,645 88,924 0
CIMAREX ENERGY CO COM 171798101 21 220 SH   DFND 16 0 220 0
CINCINNATI BELL INC NEW COM NEW 171871502 1,373 70,207 SH   DFND 14 6,607 63,600 0
CINCINNATI FINL CORP COM 172062101 16,396 226,304 SH   DFND 14 70,691 155,613 0
CINCINNATI FINL CORP COM 172062101 22 303 SH   DFND 16 0 303 0
CINEMARK HOLDINGS INC COM 17243V102 18,829 484,653 SH   DFND 14 88,140 396,513 0
CINEMARK HOLDINGS INC COM 17243V102 78 2,000 SH   DFND 16 0 2,000 0
CIRCOR INTL INC COM 17273K109 1,677 28,247 SH   DFND 14 3,108 25,139 0
CIRRUS LOGIC INC COM 172755100 35,289 562,643 SH   DFND 14 147,393 415,250 0
CIRRUS LOGIC INC COM 172755100 132 2,100 SH   DFND 16 0 2,100 0
CIRRUS LOGIC INC COM 172755100 339 5,400 SH   DFND 18 0 5,400 0
CISCO SYS INC COM 17275R102 2,169 69,290 SH   DFND 10 69,290 0 0
CISCO SYS INC COM 17275R102 355,043 11,343,238 SH   DFND 14 3,214,071 8,129,167 0
CISCO SYS INC COM 17275R102 1,616 51,630 SH   DFND 16 0 51,630 0
CINTAS CORP COM 172908105 15,651 124,172 SH   DFND 14 41,542 82,630 0
CINTAS CORP COM 172908105 24 190 SH   DFND 16 0 190 0
CITIZENS & NORTHN CORP COM 172922106 724 31,116 SH   DFND 14 800 30,316 0
CITIGROUP INC COM NEW 172967424 482 7,210 SH   DFND 10 7,210 0 0
CITIGROUP INC COM NEW 172967424 428,175 6,402,131 SH   DFND 14 1,701,131 4,701,000 0
CITIGROUP INC COM NEW 172967424 804 12,020 SH   DFND 16 0 12,020 0
CITIZENS FINL GROUP INC COM 174610105 251 7,030 SH   DFND 10 7,030 0 0
CITIZENS FINL GROUP INC COM 174610105 63,187 1,770,950 SH   DFND 14 261,383 1,509,567 0
CITIZENS FINL GROUP INC COM 174610105 521 14,600 SH   DFND 16 0 14,600 0
CITRIX SYS INC COM 177376100 656 8,240 SH   DFND 10 8,240 0 0
CITRIX SYS INC COM 177376100 17,340 217,897 SH   DFND 14 73,709 144,188 0
CITRIX SYS INC COM 177376100 28 350 SH   DFND 16 0 350 0
CITY HLDG CO COM 177835105 1,749 26,553 SH   DFND 14 2,859 23,694 0
CLEAN HARBORS INC COM 184496107 1,839 32,946 SH   DFND 14 7,488 25,458 0
CLEAN ENERGY FUELS CORP COM 184499101 26 10,235 SH   DFND 14 10,235 0 0
CLEARWATER PAPER CORP COM 18538R103 4,438 94,928 SH   DFND 14 2,898 92,030 0
CLIFFS NAT RES INC COM 18683K101 212 30,622 SH   DFND 14 30,622 0 0
CLOROX CO DEL COM 189054109 27,505 206,429 SH   DFND 14 60,822 145,607 0
CLOROX CO DEL COM 189054109 357 2,680 SH   DFND 16 0 2,680 0
CLOUD PEAK ENERGY INC COM 18911Q102 432 122,295 SH   DFND 14 10,990 111,305 0
CLOVIS ONCOLOGY INC COM 189464100 411 4,388 SH   DFND 14 4,388 0 0
COACH INC COM 189754104 18,353 387,690 SH   DFND 14 130,489 257,201 0
COACH INC COM 189754104 28 600 SH   DFND 16 0 600 0
COCA COLA BOTTLING CO CONS COM 191098102 608 2,657 SH   DFND 10 2,657 0 0
COCA COLA BOTTLING CO CONS COM 191098102 1,958 8,557 SH   DFND 14 915 7,642 0
COCA COLA CO COM 191216100 487 10,850 SH   DFND 10 10,850 0 0
COCA COLA CO COM 191216100 344,898 7,690,041 SH   DFND 14 1,939,700 5,750,341 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 195 2,140 SH   DFND 10 2,140 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 24,683 270,916 SH   DFND 14 87,305 183,611 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 36 390 SH   DFND 16 0 390 0
DRIL-QUIP INC COM 262037104 1,247 25,553 SH   DFND 14 7,100 18,453 0
DU PONT E I DE NEMOURS & CO COM 263534109 96,155 1,191,370 SH   DFND 14 405,309 786,061 0
DU PONT E I DE NEMOURS & CO COM 263534109 153 1,898 SH   DFND 16 0 1,898 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,614 20,000 SH   DFND 18 0 20,000 0
DUCOMMUN INC DEL COM 264147109 768 24,310 SH   DFND 14 1,470 22,840 0
DUKE REALTY CORP COM NEW 264411505 6,292 225,110 SH   DFND 14 51,161 173,949 0
DUKE REALTY CORP COM NEW 264411505 68,849 2,463,278 SH   DFND 3 390,469 2,072,809 0
DUKE ENERGY CORP NEW COM NEW 26441C204 83,134 994,540 SH   DFND 14 328,625 665,915 0
DUKE ENERGY CORP NEW COM NEW 26441C204 129 1,549 SH   DFND 16 0 1,549 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 2,503 23,145 SH   DFND 14 5,086 18,059 0
DUNKIN BRANDS GROUP INC COM 265504100 20,987 380,757 SH   DFND 14 76,947 303,810 0
DUNKIN BRANDS GROUP INC COM 265504100 110 2,000 SH   DFND 16 0 2,000 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 513 8,394 SH   DFND 10 8,394 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 313 5,111 SH   DFND 14 5,111 0 0
DURECT CORP COM 266605104 21 13,260 SH   DFND 14 13,260 0 0
DYCOM INDS INC COM 267475101 1,887 21,080 SH   DFND 14 5,844 15,236 0
DYNEX CAP INC COM NEW 26817Q506 4,776 672,736 SH   DFND 14 4,830 667,906 0
DYNEGY INC NEW DEL COM 26817R108 193 23,325 SH   DFND 10 23,325 0 0
DYNEGY INC NEW DEL COM 26817R108 107 12,970 SH   DFND 14 12,970 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 15,640 543,892 SH   DFND 3 0 543,892 0
EL POLLO LOCO HLDGS INC COM 268603107 484 34,931 SH   DFND 14 2,800 32,131 0
EMC INS GROUP INC COM 268664109 1,824 65,667 SH   DFND 14 1,217 64,450 0
EMC INS GROUP INC COM 268664109 25 900 SH   DFND 16 0 900 0
EOG RES INC COM 26875P101 191 2,110 SH   DFND 10 2,110 0 0
EOG RES INC COM 26875P101 71,962 794,986 SH   DFND 14 270,414 524,572 0
EOG RES INC COM 26875P101 114 1,260 SH   DFND 16 0 1,260 0
EOG RES INC COM 26875P101 1,276 14,100 SH   DFND 18 0 14,100 0
EQT CORP COM 26884L109 13,884 236,964 SH   DFND 14 79,820 157,144 0
EQT CORP COM 26884L109 22 370 SH   DFND 16 0 370 0
EQT CORP COM 26884L109 352 6,000 SH   DFND 18 0 6,000 0
EPR PPTYS COM SH BEN INT 26884U109 7,180 99,904 SH   DFND 14 8,480 91,424 0
EPR PPTYS COM SH BEN INT 26884U109 11,862 165,054 SH   DFND 3 25,194 139,860 0
ERA GROUP INC COM 26885G109 308 32,509 SH   DFND 14 3,354 29,155 0
EAGLE BANCORP INC MD COM 268948106 915 14,448 SH   DFND 14 3,648 10,800 0
E TRADE FINANCIAL CORP COM NEW 269246401 14,382 378,171 SH   DFND 14 127,354 250,817 0
E TRADE FINANCIAL CORP COM NEW 269246401 22 566 SH   DFND 16 0 566 0
EAGLE MATERIALS INC COM 26969P108 37,967 410,811 SH   DFND 14 68,815 341,996 0
EAGLE MATERIALS INC COM 26969P108 425 4,600 SH   DFND 16 0 4,600 0
EAGLE MATERIALS INC COM 26969P108 397 4,300 SH   DFND 18 0 4,300 0
EAGLE PHARMACEUTICALS INC COM 269796108 483 6,126 SH   DFND 10 6,126 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 1,445 18,312 SH   DFND 14 1,664 16,648 0
EAST WEST BANCORP INC COM 27579R104 58,156 992,762 SH   DFND 14 168,323 824,439 0
EAST WEST BANCORP INC COM 27579R104 240 4,100 SH   DFND 16 0 4,100 0
EASTERLY GOVT PPTYS INC COM 27616P103 73 3,480 SH   DFND 14 3,480 0 0
EASTERLY GOVT PPTYS INC COM 27616P103 230 10,988 SH   DFND 3 0 10,988 0
EASTGROUP PPTY INC COM 277276101 4,842 57,785 SH   DFND 14 6,277 51,508 0
EASTMAN CHEM CO COM 277432100 46,629 555,171 SH   DFND 14 94,003 461,168 0
EASTMAN CHEM CO COM 277432100 27 324 SH   DFND 16 0 324 0
EASTMAN CHEM CO COM 277432100 487 5,800 SH   DFND 18 0 5,800 0
EATON VANCE CORP COM NON VTG 278265103 4,383 92,632 SH   DFND 14 15,754 76,878 0
EBAY INC COM 278642103 315 9,020 SH   DFND 10 9,020 0 0
EBAY INC COM 278642103 48,595 1,391,598 SH   DFND 14 476,084 915,514 0
EBAY INC COM 278642103 77 2,205 SH   DFND 16 0 2,205 0
EBIX INC COM NEW 278715206 1,992 36,962 SH   DFND 14 3,985 32,977 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 916 46,010 SH   DFND 14 4,370 41,640 0
ECHOSTAR CORP CL A 278768106 1,503 24,762 SH   DFND 14 3,312 21,450 0
ECOLAB INC COM 278865100 48,473 365,142 SH   DFND 14 123,452 241,690 0
ECOLAB INC COM 278865100 77 580 SH   DFND 16 0 580 0
EDGEWATER TECHNOLOGY INC COM 280358102 175 25,600 SH   DFND 10 25,600 0 0
EDGEWELL PERS CARE CO COM 28035Q102 2,757 36,270 SH   DFND 14 8,233 28,037 0
EDISON INTL COM 281020107 42,658 545,571 SH   DFND 14 156,919 388,652 0
EDISON INTL COM 281020107 55 705 SH   DFND 16 0 705 0
EDISON INTL COM 281020107 454 5,800 SH   DFND 18 0 5,800 0
EDUCATION RLTY TR INC COM NEW 28140H203 1,940 50,064 SH   DFND 14 14,414 35,650 0
EDWARDS LIFESCIENCES CORP COM 28176E108 1,035 8,750 SH   DFND 10 8,750 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 36,501 308,705 SH   DFND 14 99,780 208,925 0
EDWARDS LIFESCIENCES CORP COM 28176E108 54 460 SH   DFND 16 0 460 0
EDWARDS LIFESCIENCES CORP COM 28176E108 11,056 93,501 SH   DFND 18 0 93,501 0
EHEALTH INC COM 28238P109 524 27,855 SH   DFND 14 2,653 25,202 0
8X8 INC NEW COM 282914100 2,240 153,958 SH   DFND 14 15,548 138,410 0
EL PASO ELEC CO COM NEW 283677854 212 4,096 SH   DFND 10 4,096 0 0
EL PASO ELEC CO COM NEW 283677854 5,858 113,310 SH   DFND 14 35,934 77,376 0
ELECTRO SCIENTIFIC INDS COM 285229100 183 22,200 SH   DFND 10 22,200 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 440 53,362 SH   DFND 14 4,395 48,967 0
ELECTRONIC ARTS INC COM 285512109 1,856 17,555 SH   DFND 10 17,555 0 0
ELECTRONIC ARTS INC COM 285512109 170,526 1,612,994 SH   DFND 14 278,324 1,334,670 0
ELECTRONIC ARTS INC COM 285512109 1,816 17,175 SH   DFND 16 0 17,175 0
ELECTRONICS FOR IMAGING INC COM 286082102 3,735 78,841 SH   DFND 14 8,361 70,480 0
ELLIE MAE INC COM 28849P100 395 3,590 SH   DFND 14 3,590 0 0
ELLINGTON RESIDENTIAL MTG RE COM SHS BEN INT 288578107 202 13,750 SH   DFND 14 550 13,200 0
ELLIS PERRY INTL INC COM 288853104 100 5,123 SH   DFND 10 5,123 0 0
ELLIS PERRY INTL INC COM 288853104 2,499 128,410 SH   DFND 14 2,212 126,198 0
EMCOR GROUP INC COM 29084Q100 58,382 892,959 SH   DFND 14 183,797 709,162 0
EMCOR GROUP INC COM 29084Q100 1,791 27,400 SH   DFND 16 0 27,400 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 471 13,896 SH   DFND 10 13,896 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,996 58,864 SH   DFND 14 6,167 52,697 0
EMERSON ELEC CO COM 291011104 208,033 3,489,312 SH   DFND 14 604,642 2,884,670 0
EMERSON ELEC CO COM 291011104 1,251 20,985 SH   DFND 16 0 20,985 0
EMPLOYERS HOLDINGS INC COM 292218104 16,500 390,066 SH   DFND 14 14,053 376,013 0
EMPLOYERS HOLDINGS INC COM 292218104 338 8,000 SH   DFND 16 0 8,000 0
EMPLOYERS HOLDINGS INC COM 292218104 190 4,500 SH   DFND 18 0 4,500 0
ENANTA PHARMACEUTICALS INC COM 29251M106 494 13,721 SH   DFND 10 13,721 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,165 32,386 SH   DFND 14 11,240 21,146 0
ENCORE CAP GROUP INC COM 292554102 11,380 283,429 SH   DFND 14 4,468 278,961 0
ENCORE WIRE CORP COM 292562105 175 4,088 SH   DFND 10 4,088 0 0
ENCORE WIRE CORP COM 292562105 2,706 63,382 SH   DFND 14 20,021 43,361 0
ENCORE WIRE CORP COM 292562105 188 4,400 SH   DFND 16 0 4,400 0
ENERGEN CORP COM 29265N108 4,632 93,813 SH   DFND 14 13,071 80,742 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 3,390 405,980 SH   DFND 14 57,600 348,380 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 508 60,800 SH   DFND 16 0 60,800 0
ENERGIZER HLDGS INC NEW COM 29272W109 240 4,990 SH   DFND 10 4,990 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 3,493 72,746 SH   DFND 14 8,813 63,933 0
ENERSYS COM 29275Y102 143 1,980 SH   DFND 10 1,980 0 0
ENERSYS COM 29275Y102 37,858 522,545 SH   DFND 14 122,525 400,020 0
ENERSYS COM 29275Y102 1,166 16,100 SH   DFND 16 0 16,100 0
ENERSYS COM 29275Y102 297 4,100 SH   DFND 18 0 4,100 0
ENERPLUS CORP COM 292766102 134 16,467 SH   DFND 10 16,467 0 0
ENGILITY HLDGS INC NEW COM 29286C107 4,150 146,127 SH   DFND 14 21,998 124,129 0
ENGILITY HLDGS INC NEW COM 29286C107 457 16,100 SH   DFND 16 0 16,100 0
ENNIS INC COM 293389102 11,033 577,649 SH   DFND 14 44,393 533,256 0
ENNIS INC COM 293389102 258 13,500 SH   DFND 16 0 13,500 0
ENPRO INDS INC COM 29355X107 2,588 36,262 SH   DFND 14 3,824 32,438 0
ENOVA INTL INC COM 29357K103 104 7,000 SH   DFND 10 7,000 0 0
ENOVA INTL INC COM 29357K103 7,811 525,976 SH   DFND 14 48,963 477,013 0
ENSIGN GROUP INC COM 29358P101 1,867 85,782 SH   DFND 14 10,012 75,770 0
ENTEGRIS INC COM 29362U104 13,262 604,173 SH   DFND 14 199,233 404,940 0
ENTEGRIS INC COM 29362U104 942 42,900 SH   DFND 16 0 42,900 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,234 119,228 SH   DFND 14 2,946 116,282 0
ENTERGY CORP NEW COM 29364G103 314 4,090 SH   DFND 10 4,090 0 0
ENTERGY CORP NEW COM 29364G103 44,610 581,090 SH   DFND 14 111,599 469,491 0
ENTERGY CORP NEW COM 29364G103 30 395 SH   DFND 16 0 395 0
ENTERPRISE FINL SVCS CORP COM 293712105 13,392 328,245 SH   DFND 14 39,165 289,080 0
ENTERPRISE FINL SVCS CORP COM 293712105 388 9,500 SH   DFND 16 0 9,500 0
ENTERPRISE FINL SVCS CORP COM 293712105 122 3,000 SH   DFND 18 0 3,000 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 351 53,204 SH   DFND 14 38,404 14,800 0
ENVESTNET INC COM 29404K106 1,690 42,674 SH   DFND 14 4,974 37,700 0
ENZO BIOCHEM INC COM 294100102 1,000 90,550 SH   DFND 14 5,430 85,120 0
EPAM SYS INC COM 29414B104 573 6,820 SH   DFND 14 5,620 1,200 0
ENVISION HEALTHCARE CORP COM 29414D100 9,991 159,425 SH   DFND 14 52,575 106,850 0
ENVISION HEALTHCARE CORP COM 29414D100 14 230 SH   DFND 16 0 230 0
EPLUS INC COM 294268107 413 5,579 SH   DFND 10 5,579 0 0
EPLUS INC COM 294268107 4,782 64,528 SH   DFND 14 8,812 55,716 0
EQUIFAX INC COM 294429105 22,914 166,743 SH   DFND 14 56,346 110,397 0
EQUIFAX INC COM 294429105 36 265 SH   DFND 16 0 265 0
EQUINIX INC COM PAR $0.001 29444U700 46,296 107,877 SH   DFND 14 37,234 70,643 0
EQUINIX INC COM PAR $0.001 29444U700 76 177 SH   DFND 16 0 177 0
EQUINIX INC COM PAR $0.001 29444U700 172 400 SH   DFND 18 0 400 0
EQUINIX INC COM PAR $0.001 29444U700 988 2,303 SH   DFND 3 0 2,303 0
EQUITY COMWLTH COM SH BEN INT 294628102 645 20,409 SH   DFND 14 8,409 12,000 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 408 4,720 SH   DFND 10 4,720 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 496 5,748 SH   DFND 14 5,748 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 48,696 564,005 SH   DFND 3 90,393 473,612 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 33,409 507,509 SH   DFND 14 173,430 334,079 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 53 810 SH   DFND 16 0 810 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 107,896 1,639,015 SH   DFND 3 263,361 1,375,654 0
ESCO TECHNOLOGIES INC COM 296315104 2,618 43,887 SH   DFND 14 4,696 39,191 0
ESSENDANT INC COM 296689102 199 13,437 SH   DFND 10 13,437 0 0
ESSENDANT INC COM 296689102 4,844 326,653 SH   DFND 14 6,347 320,306 0
ESSEX PPTY TR INC COM 297178105 24,831 96,518 SH   DFND 14 31,553 64,965 0
ESSEX PPTY TR INC COM 297178105 39 150 SH   DFND 16 0 150 0
ESSEX PPTY TR INC COM 297178105 29,434 114,410 SH   DFND 3 17,499 96,911 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 18,395 194,038 SH   DFND 14 47,500 146,538 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,081 11,400 SH   DFND 16 0 11,400 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,379 42,690 SH   DFND 14 4,202 38,488 0
EURONET WORLDWIDE INC COM 298736109 294 3,370 SH   DFND 14 3,370 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 18,771 266,259 SH   DFND 14 41,569 224,690 0
EVERCORE PARTNERS INC CLASS A 29977A105 867 12,300 SH   DFND 16 0 12,300 0
EVERCORE PARTNERS INC CLASS A 29977A105 465 6,600 SH   DFND 18 0 6,600 0
EVERTEC INC COM 30040P103 1,343 77,610 SH   DFND 14 10,510 67,100 0
EVERSOURCE ENERGY COM 30040W108 27,670 455,770 SH   DFND 14 147,888 307,882 0
EVERSOURCE ENERGY COM 30040W108 44 725 SH   DFND 16 0 725 0
EVOLUTION PETROLEUM CORP COM 30049A107 192 23,691 SH   DFND 14 1,491 22,200 0
EVOLUTION PETROLEUM CORP COM 30049A107 141 17,400 SH   DFND 16 0 17,400 0
EVOLENT HEALTH INC CL A 30050B101 75 2,960 SH   DFND 14 2,960 0 0
EVOLENT HEALTH INC CL A 30050B101 3,199 126,200 SH   DFND 18 0 126,200 0
EXACT SCIENCES CORP COM 30063P105 430 12,159 SH   DFND 14 12,159 0 0
EXACTECH INC COM 30064E109 219 7,353 SH   DFND 14 1,263 6,090 0
EXACTECH INC COM 30064E109 140 4,700 SH   DFND 16 0 4,700 0
EXELON CORP COM 30161N101 1,070 29,670 SH   DFND 10 29,670 0 0
EXELON CORP COM 30161N101 115,907 3,213,378 SH   DFND 14 602,586 2,610,792 0
EXELON CORP COM 30161N101 73 2,024 SH   DFND 16 0 2,024 0
EXELON CORP COM 30161N101 310 8,600 SH   DFND 18 0 8,600 0
EXELIXIS INC COM 30161Q104 14,229 577,730 SH   DFND 14 120,730 457,000 0
EXELIXIS INC COM 30161Q104 1,227 49,800 SH   DFND 16 0 49,800 0
EXLSERVICE HOLDINGS INC COM 302081104 3,275 58,933 SH   DFND 14 5,859 53,074 0
EXPEDIA INC DEL COM NEW 30212P303 25,194 169,141 SH   DFND 14 57,525 111,616 0
EXPEDIA INC DEL COM NEW 30212P303 41 275 SH   DFND 16 0 275 0
EXPEDITORS INTL WASH INC COM 302130109 14,753 261,204 SH   DFND 14 84,928 176,276 0
EXPEDITORS INTL WASH INC COM 302130109 21 375 SH   DFND 16 0 375 0
EXPONENT INC COM 30214U102 2,659 45,614 SH   DFND 14 6,184 39,430 0
EXPRESS INC COM 30219E103 6,024 892,461 SH   DFND 14 10,421 882,040 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,374 21,520 SH   DFND 10 21,520 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 194,738 3,050,415 SH   DFND 14 489,574 2,560,841 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,481 23,196 SH   DFND 16 0 23,196 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 77,236 3,989,439 SH   DFND 14 795,674 3,193,765 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 1,380 71,300 SH   DFND 16 0 71,300 0
EXTRA SPACE STORAGE INC COM 30225T102 13,617 174,579 SH   DFND 14 60,162 114,417 0
EXTRA SPACE STORAGE INC COM 30225T102 25 320 SH   DFND 16 0 320 0
EXTRA SPACE STORAGE INC COM 30225T102 31,692 406,311 SH   DFND 3 34,500 371,811 0
EXTREME NETWORKS INC COM 30226D106 2,806 304,390 SH   DFND 14 129,790 174,600 0
EXTREME NETWORKS INC COM 30226D106 459 49,800 SH   DFND 16 0 49,800 0
EXTERRAN CORP COM 30227H106 2,840 106,381 SH   DFND 14 25,065 81,316 0
EXTERRAN CORP COM 30227H106 411 15,400 SH   DFND 16 0 15,400 0
EZCORP INC CL A NON VTG 302301106 626 81,306 SH   DFND 14 7,865 73,441 0
EXXON MOBIL CORP COM 30231G102 2,110 26,140 SH   DFND 10 26,140 0 0
EXXON MOBIL CORP COM 30231G102 887,141 10,988,991 SH   DFND 14 2,713,609 8,275,382 0
EXXON MOBIL CORP COM 30231G102 2,240 27,752 SH   DFND 16 0 27,752 0
EXXON MOBIL CORP COM 30231G102 9,122 113,000 SH   DFND 18 0 113,000 0
FBL FINL GROUP INC CL A 30239F106 6,971 113,353 SH   DFND 14 25,995 87,358 0
FLIR SYS INC COM 302445101 6,399 184,616 SH   DFND 14 62,948 121,668 0
FLIR SYS INC COM 302445101 9 250 SH   DFND 16 0 250 0
F M C CORP COM NEW 302491303 13,477 184,484 SH   DFND 14 62,636 121,848 0
F M C CORP COM NEW 302491303 20 280 SH   DFND 16 0 280 0
FNB CORP PA COM 302520101 6,646 469,334 SH   DFND 14 43,494 425,840 0
FB FINL CORP COM 30257X104 478 13,210 SH   DFND 14 610 12,600 0
FB FINL CORP COM 30257X104 58 1,600 SH   DFND 16 0 1,600 0
FS INVT CORP COM 302635107 102 11,200 SH   DFND 14 11,200 0 0
FTD COS INC COM 30281V108 219 10,956 SH   DFND 10 10,956 0 0
FTD COS INC COM 30281V108 5,021 251,052 SH   DFND 14 56,152 194,900 0
FTD COS INC COM 30281V108 438 21,900 SH   DFND 16 0 21,900 0
FTI CONSULTING INC COM 302941109 2,479 70,897 SH   DFND 14 7,413 63,484 0
FACEBOOK INC CL A 30303M102 2,193 14,525 SH   DFND 10 14,525 0 0
FACEBOOK INC CL A 30303M102 856,860 5,675,323 SH   DFND 14 1,406,320 4,269,003 0
FACEBOOK INC CL A 30303M102 4,754 31,490 SH   DFND 16 0 31,490 0
FACTSET RESH SYS INC COM 303075105 4,125 24,825 SH   DFND 14 5,489 19,336 0
FAIR ISAAC CORP COM 303250104 257 1,847 SH   DFND 10 1,847 0 0
FAIR ISAAC CORP COM 303250104 42,910 307,798 SH   DFND 14 82,132 225,666 0
FAIR ISAAC CORP COM 303250104 1,241 8,900 SH   DFND 16 0 8,900 0
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 58 14,780 SH   DFND 14 14,780 0 0
FARMERS NATL BANC CORP COM 309627107 132 9,110 SH   DFND 14 1,810 7,300 0
FARMERS NATL BANC CORP COM 309627107 115 7,900 SH   DFND 16 0 7,900 0
FARO TECHNOLOGIES INC COM 311642102 1,063 28,120 SH   DFND 14 2,747 25,373 0
FASTENAL CO COM 311900104 17,449 400,842 SH   DFND 14 136,248 264,594 0
FASTENAL CO COM 311900104 28 650 SH   DFND 16 0 650 0
FEDERAL AGRIC MTG CORP CL C 313148306 267 4,129 SH   DFND 10 4,129 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 10,141 156,743 SH   DFND 14 19,111 137,632 0
FEDERAL AGRIC MTG CORP CL C 313148306 136 2,100 SH   DFND 16 0 2,100 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 14,070 111,321 SH   DFND 14 35,109 76,212 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 20 160 SH   DFND 16 0 160 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 64,380 509,372 SH   DFND 3 80,949 428,423 0
FEDERAL SIGNAL CORP COM 313855108 1,744 100,451 SH   DFND 14 9,955 90,496 0
FEDERATED INVS INC PA CL B 314211103 3,106 109,942 SH   DFND 14 12,618 97,324 0
FEDERATED INVS INC PA CL B 314211103 25 900 SH   DFND 16 0 900 0
FEDERATED NATL HLDG CO COM 31422T101 411 25,660 SH   DFND 14 1,360 24,300 0
FEDEX CORP COM 31428X106 170,569 784,840 SH   DFND 14 178,862 605,978 0
FEDEX CORP COM 31428X106 467 2,150 SH   DFND 16 0 2,150 0
FEDEX CORP COM 31428X106 369 1,700 SH   DFND 18 0 1,700 0
FELCOR LODGING TR INC COM 31430F101 634 87,989 SH   DFND 14 15,889 72,100 0
F5 NETWORKS INC COM 315616102 24,493 192,765 SH   DFND 14 38,649 154,116 0
F5 NETWORKS INC COM 315616102 34 270 SH   DFND 16 0 270 0
FIBROGEN INC COM 31572Q808 13,491 417,680 SH   DFND 14 130,280 287,400 0
FIBROGEN INC COM 31572Q808 1,005 31,100 SH   DFND 16 0 31,100 0
FIDELITY NATL INFORMATION SV COM 31620M106 47,739 559,002 SH   DFND 14 166,469 392,533 0
FIDELITY NATL INFORMATION SV COM 31620M106 62 730 SH   DFND 16 0 730 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 4,702 104,895 SH   DFND 14 23,067 81,828 0
FIDELITY SOUTHERN CORP NEW COM 316394105 8,991 393,289 SH   DFND 14 13,820 379,469 0
FIESTA RESTAURANT GROUP INC COM 31660B101 6,278 304,032 SH   DFND 14 71,902 232,130 0
FIESTA RESTAURANT GROUP INC COM 31660B101 248 12,000 SH   DFND 16 0 12,000 0
FIFTH THIRD BANCORP COM 316773100 56,946 2,193,605 SH   DFND 14 444,130 1,749,475 0
FIFTH THIRD BANCORP COM 316773100 1,051 40,482 SH   DFND 16 0 40,482 0
51JOB INC SP ADR REP COM 316827104 273 6,100 SH   DFND 14 0 6,100 0
FINANCIAL ENGINES INC COM 317485100 3,562 97,318 SH   DFND 14 9,438 87,880 0
FINANCIAL INSTNS INC COM 317585404 7,340 246,322 SH   DFND 14 24,144 222,178 0
FINANCIAL INSTNS INC COM 317585404 250 8,400 SH   DFND 16 0 8,400 0
FINISAR CORP COM NEW 31787A507 313 12,065 SH   DFND 14 12,065 0 0
FINISH LINE INC CL A 317923100 6,337 447,190 SH   DFND 14 6,110 441,080 0
FIRST AMERN FINL CORP COM 31847R102 425 9,500 SH   DFND 10 9,500 0 0
FIRST AMERN FINL CORP COM 31847R102 17,689 395,819 SH   DFND 14 80,628 315,191 0
FIRST AMERN FINL CORP COM 31847R102 89 2,000 SH   DFND 16 0 2,000 0
FIRST BANCORP P R COM NEW 318672706 8,152 1,407,929 SH   DFND 14 321,152 1,086,777 0
FIRST BANCORP P R COM NEW 318672706 675 116,500 SH   DFND 16 0 116,500 0
FIRST BANCORP N C COM 318910106 1,182 37,827 SH   DFND 14 26,527 11,300 0
FIRST BANCORP N C COM 318910106 369 11,800 SH   DFND 16 0 11,800 0
FIRST BUSEY CORP COM NEW 319383204 771 26,285 SH   DFND 14 4,085 22,200 0
FIRST BUS FINL SVCS INC WIS COM 319390100 436 18,870 SH   DFND 14 670 18,200 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 7,407 19,874 SH   DFND 14 5,974 13,900 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 522 1,400 SH   DFND 16 0 1,400 0
FIRST COMWLTH FINL CORP PA COM 319829107 3,954 311,853 SH   DFND 14 56,186 255,667 0
FIRST COMWLTH FINL CORP PA COM 319829107 205 16,200 SH   DFND 16 0 16,200 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 2,927 107,015 SH   DFND 14 21,711 85,304 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 101 3,700 SH   DFND 16 0 3,700 0
FIRST DEFIANCE FINL CORP COM 32006W106 5,619 106,660 SH   DFND 14 1,298 105,362 0
FIRST DATA CORP NEW COM CL A 32008D106 22,219 1,220,800 SH   DFND 14 85,600 1,135,200 0
FIRST DATA CORP NEW COM CL A 32008D106 912 50,100 SH   DFND 16 0 50,100 0
FIRST FINL BANCORP OH COM 320209109 9,287 335,285 SH   DFND 14 22,689 312,596 0
FIRST FINL BANCORP OH COM 320209109 368 13,300 SH   DFND 16 0 13,300 0
FIRST FINL BANKSHARES COM 32020R109 4,928 111,502 SH   DFND 14 11,206 100,296 0
FIRST FINL CORP IND COM 320218100 6,606 139,659 SH   DFND 14 14,300 125,359 0
FIRST FINL CORP IND COM 320218100 208 4,400 SH   DFND 16 0 4,400 0
FIRST FNDTN INC COM 32026V104 629 38,300 SH   DFND 14 27,500 10,800 0
FIRST HORIZON NATL CORP COM 320517105 8,504 488,180 SH   DFND 14 44,493 443,687 0
FIRST HORIZON NATL CORP COM 320517105 14 800 SH   DFND 16 0 800 0
FIRST HAWAIIAN INC COM 32051X108 1,551 50,637 SH   DFND 14 2,137 48,500 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 8,886 310,482 SH   DFND 14 36,512 273,970 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 34,932 1,220,558 SH   DFND 3 189,111 1,031,447 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 937 25,181 SH   DFND 14 23,281 1,900 0
FIRST MERCHANTS CORP COM 320817109 4,246 105,792 SH   DFND 14 35,285 70,507 0
FIRST MERCHANTS CORP COM 320817109 257 6,400 SH   DFND 16 0 6,400 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,646 199,326 SH   DFND 14 15,773 183,553 0
FIRST POTOMAC RLTY TR COM 33610F109 2,488 223,905 SH   DFND 14 62,520 161,385 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 876 8,748 SH   DFND 14 8,558 190 0
FIRST SOLAR INC COM 336433107 11,245 281,983 SH   DFND 14 36,313 245,670 0
1ST SOURCE CORP COM 336901103 245 5,113 SH   DFND 10 5,113 0 0
1ST SOURCE CORP COM 336901103 847 17,661 SH   DFND 14 17,661 0 0
1ST SOURCE CORP COM 336901103 96 2,000 SH   DFND 16 0 2,000 0
FIRST TR STOXX EURO DIV FD COMMON SHS 33735T109 405 31,000 SH   DFND 18 0 31,000 0
FIRSTCASH INC COM 33767D105 4,776 81,918 SH   DFND 14 8,484 73,434 0
FISERV INC COM 337738108 75,926 620,613 SH   DFND 14 179,826 440,787 0
FISERV INC COM 337738108 57 470 SH   DFND 16 0 470 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,448 209,220 SH   DFND 14 21,750 187,470 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 34 1,100 SH   DFND 16 0 1,100 0
FIRSTENERGY CORP COM 337932107 144,655 4,960,746 SH   DFND 14 731,675 4,229,071 0
FIRSTENERGY CORP COM 337932107 1,128 38,684 SH   DFND 16 0 38,684 0
FITBIT INC CL A 33812L102 78 14,700 SH   DFND 14 14,700 0 0
FIVE BELOW INC COM 33829M101 7,688 155,730 SH   DFND 14 9,210 146,520 0
FIVE BELOW INC COM 33829M101 864 17,500 SH   DFND 16 0 17,500 0
FIVE BELOW INC COM 33829M101 133 2,700 SH   DFND 18 0 2,700 0
FLEETCOR TECHNOLOGIES INC COM 339041105 545 3,780 SH   DFND 10 3,780 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,094 7,585 SH   DFND 14 5,975 1,610 0
FLEXSTEEL INDS INC COM 339382103 934 17,256 SH   DFND 14 756 16,500 0
FLEXSTEEL INDS INC COM 339382103 200 3,700 SH   DFND 16 0 3,700 0
FLOTEK INDS INC DEL COM 343389102 802 89,749 SH   DFND 14 8,449 81,300 0
FLUOR CORP NEW COM 343412102 8,763 191,426 SH   DFND 14 64,206 127,220 0
FLUOR CORP NEW COM 343412102 13 275 SH   DFND 16 0 275 0
FLOWERS FOODS INC COM 343498101 10,829 625,616 SH   DFND 14 56,174 569,442 0
FLOWERS FOODS INC COM 343498101 7 400 SH   DFND 16 0 400 0
FLOWSERVE CORP COM 34354P105 8,360 180,051 SH   DFND 14 60,582 119,469 0
FLOWSERVE CORP COM 34354P105 14 300 SH   DFND 16 0 300 0
FLUSHING FINL CORP COM 343873105 1,036 36,736 SH   DFND 14 32,336 4,400 0
FLUSHING FINL CORP COM 343873105 54 1,900 SH   DFND 16 0 1,900 0
FOOT LOCKER INC COM 344849104 588 11,940 SH   DFND 10 11,940 0 0
FOOT LOCKER INC COM 344849104 25,631 520,110 SH   DFND 14 73,073 447,037 0
FOOT LOCKER INC COM 344849104 15 300 SH   DFND 16 0 300 0
FORD MTR CO DEL COM PAR $0.01 345370860 136,048 12,158,002 SH   DFND 14 2,794,340 9,363,662 0
FORD MTR CO DEL COM PAR $0.01 345370860 898 80,293 SH   DFND 16 0 80,293 0
FORD MTR CO DEL COM PAR $0.01 345370860 179 16,000 SH   DFND 18 0 16,000 0
FOREST CITY RLTY TR INC COM CL A 345605109 796 32,918 SH   DFND 14 16,518 16,400 0
FOREST CITY RLTY TR INC COM CL A 345605109 68,946 2,852,558 SH   DFND 3 456,584 2,395,974 0
FORESTAR GROUP INC COM 346233109 3,094 180,419 SH   DFND 14 5,837 174,582 0
FORRESTER RESH INC COM 346563109 825 21,072 SH   DFND 14 1,974 19,098 0
FORTINET INC COM 34959E109 39,750 1,061,686 SH   DFND 14 180,356 881,330 0
FORTINET INC COM 34959E109 161 4,300 SH   DFND 16 0 4,300 0
FORTIVE CORP COM 34959J108 91,561 1,445,320 SH   DFND 14 274,127 1,171,193 0
FORTIVE CORP COM 34959J108 1,340 21,160 SH   DFND 16 0 21,160 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 17,769 272,360 SH   DFND 14 74,046 198,314 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 117 1,800 SH   DFND 16 0 1,800 0
FORWARD AIR CORP COM 349853101 2,835 53,217 SH   DFND 14 5,393 47,824 0
FOSSIL GROUP INC COM 34988V106 4,068 393,066 SH   DFND 14 6,731 386,335 0
FOUNDATION BLDG MATLS INC COM 350392106 282 21,920 SH   DFND 14 720 21,200 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,534 100,917 SH   DFND 14 10,122 90,795 0
FOUR CORNERS PPTY TR INC COM 35086T109 42,294 1,684,364 SH   DFND 3 262,958 1,421,406 0
FOX FACTORY HLDG CORP COM 35138V102 2,064 57,980 SH   DFND 14 5,320 52,660 0
FRANCESCAS HLDGS CORP COM 351793104 16,388 1,498,018 SH   DFND 14 229,458 1,268,560 0
FRANCESCAS HLDGS CORP COM 351793104 592 54,100 SH   DFND 16 0 54,100 0
FRANKLIN ELEC INC COM 353514102 2,823 68,192 SH   DFND 14 7,572 60,620 0
FRANKLIN FINL NETWORK INC COM 35352P104 1,123 27,224 SH   DFND 14 824 26,400 0
FRANKLIN RES INC COM 354613101 36,159 807,295 SH   DFND 14 192,887 614,408 0
FRANKLIN RES INC COM 354613101 115 2,565 SH   DFND 16 0 2,565 0
FRANKLIN STREET PPTYS CORP COM 35471R106 331 29,842 SH   DFND 10 29,842 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 19,000 1,714,770 SH   DFND 14 291,669 1,423,101 0
FRANKLIN STREET PPTYS CORP COM 35471R106 870 78,500 SH   DFND 16 0 78,500 0
FREDS INC CL A 356108100 545 59,050 SH   DFND 14 5,163 53,887 0
FREEPORT-MCMORAN INC CL B 35671D857 59,051 4,916,808 SH   DFND 14 851,570 4,065,238 0
FREEPORT-MCMORAN INC CL B 35671D857 479 39,870 SH   DFND 16 0 39,870 0
FREEPORT-MCMORAN INC CL B 35671D857 480 40,000 SH   DFND 18 0 40,000 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 908 782,845 SH   DFND 14 211,625 571,220 0
FULLER H B CO COM 359694106 4,875 95,388 SH   DFND 14 8,972 86,416 0
FULTON FINL CORP PA COM 360271100 16,808 884,613 SH   DFND 14 64,733 819,880 0
FULTON FINL CORP PA COM 360271100 277 14,600 SH   DFND 16 0 14,600 0
FUTUREFUEL CORPORATION COM 36116M106 3,140 208,080 SH   DFND 14 4,540 203,540 0
GATX CORP COM 361448103 10,260 159,636 SH   DFND 14 7,302 152,334 0
GEO GROUP INC NEW COM 36162J106 99,648 3,369,907 SH   DFND 14 607,146 2,762,761 0
GEO GROUP INC NEW COM 36162J106 1,694 57,300 SH   DFND 16 0 57,300 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 315 10,321 SH   DFND 14 8,221 2,100 0
GGP INC COM 36174X101 18,790 797,542 SH   DFND 14 271,871 525,671 0
GGP INC COM 36174X101 29 1,250 SH   DFND 16 0 1,250 0
GGP INC COM 36174X101 41,196 1,748,542 SH   DFND 3 171,501 1,577,041 0
G-III APPAREL GROUP LTD COM 36237H101 1,825 73,128 SH   DFND 14 6,928 66,200 0
GSI TECHNOLOGY COM 36241U106 259 32,900 SH   DFND 10 32,900 0 0
GSI TECHNOLOGY COM 36241U106 8 980 SH   DFND 14 980 0 0
GMS INC COM 36251C103 1,411 50,210 SH   DFND 14 28,010 22,200 0
GMS INC COM 36251C103 11 400 SH   DFND 16 0 400 0
GAIN CAP HLDGS INC COM 36268W100 143 22,903 SH   DFND 10 22,903 0 0
GAIN CAP HLDGS INC COM 36268W100 324 51,974 SH   DFND 14 4,074 47,900 0
GAIA INC NEW CL A 36269P104 190 17,000 SH   DFND 10 17,000 0 0
GAIA INC NEW CL A 36269P104 23 2,060 SH   DFND 14 2,060 0 0
GALLAGHER ARTHUR J & CO COM 363576109 14,170 247,518 SH   DFND 14 83,000 164,518 0
GALLAGHER ARTHUR J & CO COM 363576109 20 350 SH   DFND 16 0 350 0
GAMING & LEISURE PPTYS INC COM 36467J108 644 17,101 SH   DFND 14 15,201 1,900 0
GAMESTOP CORP NEW CL A 36467W109 33,809 1,564,522 SH   DFND 14 245,460 1,319,062 0
GAMESTOP CORP NEW CL A 36467W109 127 5,900 SH   DFND 16 0 5,900 0
GANNETT CO INC COM 36473H104 7,643 876,516 SH   DFND 14 20,231 856,285 0
GAP INC DEL COM 364760108 82,883 3,769,117 SH   DFND 14 692,493 3,076,624 0
GAP INC DEL COM 364760108 720 32,725 SH   DFND 16 0 32,725 0
GARTNER INC COM 366651107 15,097 122,230 SH   DFND 14 43,037 79,193 0
GARTNER INC COM 366651107 23 190 SH   DFND 16 0 190 0
GASTAR EXPL INC NEW COM 36729W202 12 13,040 SH   DFND 14 13,040 0 0
GENERAC HLDGS INC COM 368736104 1,934 53,517 SH   DFND 14 4,617 48,900 0
GENERAL CABLE CORP DEL NEW COM 369300108 2,369 144,873 SH   DFND 14 8,243 136,630 0
GENERAL COMMUNICATION INC CL A 369385109 1,679 45,812 SH   DFND 14 5,165 40,647 0
GENERAL DYNAMICS CORP COM 369550108 79,537 401,499 SH   DFND 14 131,779 269,720 0
GENERAL DYNAMICS CORP COM 369550108 126 635 SH   DFND 16 0 635 0
GENERAL ELECTRIC CO COM 369604103 1,466 54,290 SH   DFND 10 54,290 0 0
GENERAL ELECTRIC CO COM 369604103 416,714 15,428,142 SH   DFND 14 4,552,314 10,875,828 0
GENERAL ELECTRIC CO COM 369604103 826 30,586 SH   DFND 16 0 30,586 0
GENERAL MLS INC COM 370334104 44,474 802,780 SH   DFND 14 270,592 532,188 0
GENERAL MLS INC COM 370334104 71 1,274 SH   DFND 16 0 1,274 0
GENERAL MTRS CO COM 37045V100 800 22,910 SH   DFND 10 22,910 0 0
GENERAL MTRS CO COM 37045V100 159,822 4,575,484 SH   DFND 14 923,013 3,652,471 0
GENERAL MTRS CO COM 37045V100 1,111 31,800 SH   DFND 16 0 31,800 0
GENERAL MTRS CO COM 37045V100 189 5,400 SH   DFND 18 0 5,400 0
GENERAL MTRS CO COM 37045V100 22 631 SH   DFND 3 0 631 0
GENESCO INC COM 371532102 7,904 233,167 SH   DFND 14 3,243 229,924 0
GENESCO INC COM 371532102 227 6,700 SH   DFND 16 0 6,700 0
GENESEE & WYO INC CL A 371559105 2,620 38,313 SH   DFND 14 8,211 30,102 0
GENESEE & WYO INC CL A 371559105 362 5,300 SH   DFND 18 0 5,300 0
GENTEX CORP COM 371901109 5,360 282,545 SH   DFND 14 71,768 210,777 0
GENTEX CORP COM 371901109 36 1,900 SH   DFND 16 0 1,900 0
GENOMIC HEALTH INC COM 37244C101 5,266 161,770 SH   DFND 14 57,274 104,496 0
GENOMIC HEALTH INC COM 37244C101 726 22,300 SH   DFND 16 0 22,300 0
GENUINE PARTS CO COM 372460105 64,431 694,594 SH   DFND 14 165,553 529,041 0
GENUINE PARTS CO COM 372460105 654 7,050 SH   DFND 16 0 7,050 0
GENWORTH FINL INC COM CL A 37247D106 20,122 5,337,403 SH   DFND 14 1,190,700 4,146,703 0
GENWORTH FINL INC COM CL A 37247D106 519 137,600 SH   DFND 16 0 137,600 0
GENTHERM INC COM 37253A103 2,412 62,169 SH   DFND 14 6,459 55,710 0
GENTHERM INC COM 37253A103 167 4,300 SH   DFND 18 0 4,300 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 308 22,272 SH   DFND 14 2,202 20,070 0
GERON CORP COM 374163103 39 14,087 SH   DFND 14 14,087 0 0
GETTY RLTY CORP NEW COM 374297109 258 10,268 SH   DFND 10 10,268 0 0
GETTY RLTY CORP NEW COM 374297109 1,131 45,042 SH   DFND 14 4,433 40,609 0
GIBRALTAR INDS INC COM 374689107 3,398 95,305 SH   DFND 14 5,297 90,008 0
GIBRALTAR INDS INC COM 374689107 175 4,900 SH   DFND 16 0 4,900 0
GIGAMON INC COM 37518B102 2,092 53,155 SH   DFND 14 5,690 47,465 0
GILEAD SCIENCES INC COM 375558103 596 8,420 SH   DFND 10 8,420 0 0
GILEAD SCIENCES INC COM 375558103 231,550 3,271,407 SH   DFND 14 721,058 2,550,349 0
GILEAD SCIENCES INC COM 375558103 588 8,310 SH   DFND 16 0 8,310 0
GLACIER BANCORP INC NEW COM 37637Q105 42 1,141 SH   DFND 10 1,141 0 0
GLACIER BANCORP INC NEW COM 37637Q105 4,755 129,871 SH   DFND 14 13,665 116,206 0
GLADSTONE COML CORP COM 376536108 294 13,482 SH   DFND 14 13,482 0 0
GLASSBRIDGE ENTERPRISES INC COM 377185103 72 18,124 SH   DFND 10 18,124 0 0
GLASSBRIDGE ENTERPRISES INC COM 377185103 1 350 SH   DFND 14 350 0 0
GLATFELTER COM 377316104 4,648 237,883 SH   DFND 14 7,343 230,540 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 79 2,900 SH   DFND 14 2,900 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,929 107,095 SH   DFND 18 0 107,095 0
GLOBALSTAR INC COM 378973408 98 45,990 SH   DFND 14 45,990 0 0
GLOBAL PMTS INC COM 37940X102 18,951 209,822 SH   DFND 14 71,558 138,264 0
GLOBAL PMTS INC COM 37940X102 32 350 SH   DFND 16 0 350 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 15,374 503,256 SH   DFND 14 72,870 430,386 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 803 26,300 SH   DFND 16 0 26,300 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 119 3,900 SH   DFND 18 0 3,900 0
GLOBUS MED INC CL A 379577208 1,611 48,600 SH   DFND 14 13,470 35,130 0
GLU MOBILE INC COM 379890106 272 108,800 SH   DFND 10 108,800 0 0
GLU MOBILE INC COM 379890106 27 10,704 SH   DFND 14 10,704 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,258 5,670 SH   DFND 10 5,670 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 218,291 983,734 SH   DFND 14 250,560 733,174 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,531 6,900 SH   DFND 16 0 6,900 0
GOODYEAR TIRE & RUBR CO COM 382550101 34,105 975,544 SH   DFND 14 173,352 802,192 0
GOODYEAR TIRE & RUBR CO COM 382550101 19 535 SH   DFND 16 0 535 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 5,563 303,800 SH   DFND 14 14,425 289,375 0
GRACE W R & CO DEL NEW COM 38388F108 328 4,553 SH   DFND 14 4,443 110 0
GRACO INC COM 384109104 35,619 325,938 SH   DFND 14 69,606 256,332 0
GRACO INC COM 384109104 197 1,800 SH   DFND 16 0 1,800 0
GRAHAM HLDGS CO COM 384637104 4,322 7,208 SH   DFND 14 635 6,573 0
GRAINGER W W INC COM 384802104 14,802 81,994 SH   DFND 14 26,079 55,915 0
GRAINGER W W INC COM 384802104 22 120 SH   DFND 16 0 120 0
GRAMERCY PPTY TR COM NEW 385002308 3,361 113,131 SH   DFND 14 43,031 70,100 0
GRAMERCY PPTY TR COM NEW 385002308 722 24,300 SH   DFND 16 0 24,300 0
GRAMERCY PPTY TR COM NEW 385002308 21,728 731,329 SH   DFND 3 102,803 628,526 0
GRAND CANYON ED INC COM 38526M106 14,918 190,253 SH   DFND 14 49,453 140,800 0
GRAND CANYON ED INC COM 38526M106 1,333 17,000 SH   DFND 16 0 17,000 0
GRANITE CONSTR INC COM 387328107 1,292 26,782 SH   DFND 14 7,368 19,414 0
GRAPHIC PACKAGING HLDG CO COM 388689101 767 55,689 SH   DFND 14 17,789 37,900 0
GRAY TELEVISION INC COM 389375106 4,291 313,180 SH   DFND 14 7,580 305,600 0
GRAY TELEVISION INC COM 389375106 132 9,600 SH   DFND 18 0 9,600 0
GREAT SOUTHN BANCORP INC COM 390905107 5,939 111,017 SH   DFND 14 1,354 109,663 0
GREAT SOUTHN BANCORP INC COM 390905107 161 3,000 SH   DFND 16 0 3,000 0
GREAT PLAINS ENERGY INC COM 391164100 18,845 643,601 SH   DFND 14 54,046 589,555 0
GREAT WESTN BANCORP INC COM 391416104 15,310 375,141 SH   DFND 14 25,275 349,866 0
GREEN BANCORP INC COM 39260X100 1,205 62,090 SH   DFND 14 19,690 42,400 0
GREEN BANCORP INC COM 39260X100 229 11,800 SH   DFND 16 0 11,800 0
GREEN BRICK PARTNERS INC COM 392709101 279 24,400 SH   DFND 10 24,400 0 0
GREEN BRICK PARTNERS INC COM 392709101 23 1,990 SH   DFND 14 1,990 0 0
GREEN DOT CORP CL A 39304D102 2,870 74,485 SH   DFND 14 8,025 66,460 0
GREEN PLAINS INC COM 393222104 1,331 64,760 SH   DFND 14 8,450 56,310 0
GREENBRIER COS INC COM 393657101 16,114 348,417 SH   DFND 14 5,627 342,790 0
GREENHILL & CO INC COM 395259104 1,731 86,141 SH   DFND 14 4,889 81,252 0
GREIF INC CL A 397624107 25,364 454,712 SH   DFND 14 140,173 314,539 0
GREIF INC CL A 397624107 452 8,100 SH   DFND 16 0 8,100 0
GRIFFON CORP COM 398433102 1,151 52,441 SH   DFND 14 5,520 46,921 0
GROUP 1 AUTOMOTIVE INC COM 398905109 9,888 156,152 SH   DFND 14 3,721 152,431 0
GROUP 1 AUTOMOTIVE INC COM 398905109 488 7,700 SH   DFND 16 0 7,700 0
GROUPON INC COM 399473107 122 31,713 SH   DFND 14 31,713 0 0
GRUBHUB INC COM 400110102 3,925 90,020 SH   DFND 14 8,920 81,100 0
GRUBHUB INC COM 400110102 179 4,100 SH   DFND 16 0 4,100 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 260 31,368 SH   DFND 14 0 31,368 0
GUESS INC COM 401617105 1,275 99,737 SH   DFND 14 8,769 90,968 0
GUIDEWIRE SOFTWARE INC COM 40171V100 280 4,070 SH   DFND 14 4,070 0 0
GULF ISLAND FABRICATION INC COM 402307102 266 22,900 SH   DFND 10 22,900 0 0
GULF ISLAND FABRICATION INC COM 402307102 255 22,021 SH   DFND 14 2,345 19,676 0
GULFPORT ENERGY CORP COM NEW 402635304 14,831 1,005,465 SH   DFND 14 49,395 956,070 0
H & E EQUIPMENT SERVICES INC COM 404030108 1,805 88,437 SH   DFND 14 3,537 84,900 0
HCA HEALTHCARE INC COM 40412C101 109,140 1,251,600 SH   DFND 14 192,558 1,059,042 0
HCA HEALTHCARE INC COM 40412C101 57 650 SH   DFND 16 0 650 0
HCP INC COM 40414L109 25,009 782,496 SH   DFND 14 266,793 515,703 0
HCP INC COM 40414L109 31 970 SH   DFND 16 0 970 0
HCI GROUP INC COM 40416E103 667 14,194 SH   DFND 14 1,690 12,504 0
HD SUPPLY HLDGS INC COM 40416M105 415 13,557 SH   DFND 14 13,357 200 0
HFF INC CL A 40418F108 6,308 181,435 SH   DFND 14 43,465 137,970 0
HFF INC CL A 40418F108 407 11,700 SH   DFND 18 0 11,700 0
HNI CORP COM 404251100 3,750 94,047 SH   DFND 14 8,133 85,914 0
HMS HLDGS CORP COM 40425J101 8,876 479,782 SH   DFND 14 105,235 374,547 0
HMS HLDGS CORP COM 40425J101 766 41,400 SH   DFND 16 0 41,400 0
HSBC HLDGS PLC NOTE6.875%12/ 404280BC2 578 535,000 SH   DFND 3 0 0 0
HSN INC COM 404303109 744 23,324 SH   DFND 14 6,103 17,221 0
HSN INC COM 404303109 179 5,600 SH   DFND 16 0 5,600 0
HRG GROUP INC COM 40434J100 813 45,912 SH   DFND 14 15,812 30,100 0
HP INC COM 40434L105 198,875 11,377,309 SH   DFND 14 1,837,358 9,539,951 0
HP INC COM 40434L105 1,379 78,886 SH   DFND 16 0 78,886 0
HACKETT GROUP INC COM 404609109 2,729 176,045 SH   DFND 14 49,450 126,595 0
HACKETT GROUP INC COM 404609109 338 21,800 SH   DFND 16 0 21,800 0
HAEMONETICS CORP COM 405024100 3,526 89,292 SH   DFND 14 9,504 79,788 0
HAIN CELESTIAL GROUP INC COM 405217100 2,507 64,580 SH   DFND 14 14,276 50,304 0
HAIN CELESTIAL GROUP INC COM 405217100 330 8,500 SH   DFND 18 0 8,500 0
HALLIBURTON CO COM 406216101 697 16,310 SH   DFND 10 16,310 0 0
HALLIBURTON CO COM 406216101 50,810 1,189,641 SH   DFND 14 406,108 783,533 0
HALLIBURTON CO COM 406216101 80 1,875 SH   DFND 16 0 1,875 0
HALLIBURTON CO COM 406216101 1,482 34,700 SH   DFND 18 0 34,700 0
HALOZYME THERAPEUTICS INC COM 40637H109 150 11,726 SH   DFND 14 11,726 0 0
HALYARD HEALTH INC COM 40650V100 25,089 638,729 SH   DFND 14 145,005 493,724 0
HALYARD HEALTH INC COM 40650V100 860 21,900 SH   DFND 16 0 21,900 0
HANCOCK HLDG CO COM 410120109 33,937 692,594 SH   DFND 14 120,003 572,591 0
HANCOCK HLDG CO COM 410120109 113 2,300 SH   DFND 16 0 2,300 0
HANDY & HARMAN LTD COM 410315105 1,473 46,925 SH   DFND 14 832 46,093 0
HANESBRANDS INC COM 410345102 11,780 508,614 SH   DFND 14 172,450 336,164 0
HANESBRANDS INC COM 410345102 19 800 SH   DFND 16 0 800 0
HANMI FINL CORP COM NEW 410495204 10,211 358,924 SH   DFND 14 69,727 289,197 0
HANOVER INS GROUP INC COM 410867105 24,711 278,812 SH   DFND 14 54,055 224,757 0
HANOVER INS GROUP INC COM 410867105 142 1,600 SH   DFND 16 0 1,600 0
HARLEY DAVIDSON INC COM 412822108 13,055 241,671 SH   DFND 14 81,767 159,904 0
HARLEY DAVIDSON INC COM 412822108 22 400 SH   DFND 16 0 400 0
HARMONIC INC COM 413160102 690 131,354 SH   DFND 14 10,814 120,540 0
HARRIS CORP DEL COM 413875105 18,640 170,883 SH   DFND 14 58,758 112,125 0
HARRIS CORP DEL COM 413875105 30 275 SH   DFND 16 0 275 0
HARSCO CORP COM 415864107 9,017 560,042 SH   DFND 14 163,369 396,673 0
HARSCO CORP COM 415864107 113 7,000 SH   DFND 16 0 7,000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,081 20,560 SH   DFND 10 20,560 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 55,310 1,052,117 SH   DFND 14 217,266 834,851 0
HARTFORD FINL SVCS GROUP INC COM 416515104 120 2,275 SH   DFND 16 0 2,275 0
HASBRO INC COM 418056107 21,724 194,813 SH   DFND 14 52,869 141,944 0
HASBRO INC COM 418056107 28 250 SH   DFND 16 0 250 0
HAVERTY FURNITURE INC COM 419596101 1,641 65,377 SH   DFND 14 3,123 62,254 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 15,974 493,327 SH   DFND 14 126,458 366,869 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 78 2,400 SH   DFND 16 0 2,400 0
HAWAIIAN HOLDINGS INC COM 419879101 453 9,646 SH   DFND 10 9,646 0 0
HAWAIIAN HOLDINGS INC COM 419879101 9,347 199,094 SH   DFND 14 40,774 158,320 0
HAWKINS INC COM 420261109 1,045 22,536 SH   DFND 14 1,806 20,730 0
HAWKINS INC COM 420261109 116 2,500 SH   DFND 16 0 2,500 0
HAYNES INTERNATIONAL INC COM NEW 420877201 767 21,135 SH   DFND 14 2,079 19,056 0
HEALTHCARE SVCS GRP INC COM 421906108 5,789 123,618 SH   DFND 14 12,967 110,651 0
HEALTHSOUTH CORP COM NEW 421924309 20,603 425,679 SH   DFND 14 23,139 402,540 0
HEALTHSOUTH CORP COM NEW 421924309 436 9,000 SH   DFND 18 0 9,000 0
HEALTHCARE RLTY TR COM 421946104 2,715 79,511 SH   DFND 14 22,811 56,700 0
HEALTHSTREAM INC COM 42222N103 1,119 42,532 SH   DFND 14 4,142 38,390 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 389 12,490 SH   DFND 14 12,490 0 0
HEALTHEQUITY INC COM 42226A107 4,824 96,800 SH   DFND 14 8,430 88,370 0
HEALTHEQUITY INC COM 42226A107 439 8,800 SH   DFND 16 0 8,800 0
HEARTLAND EXPRESS INC COM 422347104 1,623 77,932 SH   DFND 14 7,830 70,102 0
HEARTLAND FINL USA INC COM 42234Q102 13,953 296,235 SH   DFND 14 31,285 264,950 0
HEARTLAND FINL USA INC COM 42234Q102 560 11,900 SH   DFND 16 0 11,900 0
HECLA MNG CO COM 422704106 3,935 771,532 SH   DFND 14 44,332 727,200 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 699 32,139 SH   DFND 14 3,167 28,972 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,296 229,769 SH   DFND 14 22,468 207,301 0
HELMERICH & PAYNE INC COM 423452101 8,123 149,486 SH   DFND 14 49,927 99,559 0
HELMERICH & PAYNE INC COM 423452101 14 250 SH   DFND 16 0 250 0
HENRY JACK & ASSOC INC COM 426281101 5,050 48,615 SH   DFND 14 10,658 37,957 0
HERITAGE COMMERCE CORP COM 426927109 456 33,058 SH   DFND 14 3,958 29,100 0
HERITAGE FINL CORP WASH COM 42722X106 129 4,886 SH   DFND 14 3,186 1,700 0
HERITAGE FINL CORP WASH COM 42722X106 90 3,400 SH   DFND 16 0 3,400 0
HERITAGE INS HLDGS INC COM 42727J102 1,568 120,420 SH   DFND 14 1,720 118,700 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 9,762 527,407 SH   DFND 14 13,137 514,270 0
HERSHEY CO COM 427866108 21,151 196,993 SH   DFND 14 67,282 129,711 0
HERSHEY CO COM 427866108 33 305 SH   DFND 16 0 305 0
HESKA CORP COM RESTRC NEW 42805E306 3,989 39,079 SH   DFND 14 14,186 24,893 0
HESKA CORP COM RESTRC NEW 42805E306 418 4,100 SH   DFND 16 0 4,100 0
HESS CORP COM 42809H107 22,013 501,783 SH   DFND 14 141,481 360,302 0
HESS CORP COM 42809H107 22 505 SH   DFND 16 0 505 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 122,664 7,393,838 SH   DFND 14 1,498,558 5,895,280 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 626 37,736 SH   DFND 16 0 37,736 0
HEXCEL CORP NEW COM 428291108 324 6,136 SH   DFND 14 6,136 0 0
HIBBETT SPORTS INC COM 428567101 1,736 83,657 SH   DFND 14 3,375 80,282 0
HIGHWOODS PPTYS INC COM 431284108 7,196 141,902 SH   DFND 14 14,616 127,286 0
HILL ROM HLDGS INC COM 431475102 529 6,651 SH   DFND 10 6,651 0 0
HILL ROM HLDGS INC COM 431475102 42,729 536,735 SH   DFND 14 99,789 436,946 0
HILL ROM HLDGS INC COM 431475102 191 2,400 SH   DFND 16 0 2,400 0
HILLENBRAND INC COM 431571108 12,961 359,027 SH   DFND 14 90,475 268,552 0
HILLENBRAND INC COM 431571108 863 23,900 SH   DFND 16 0 23,900 0
HILLTOP HOLDINGS INC COM 432748101 499 19,027 SH   DFND 10 19,027 0 0
HILLTOP HOLDINGS INC COM 432748101 13,735 524,018 SH   DFND 14 95,015 429,003 0
HILLTOP HOLDINGS INC COM 432748101 831 31,700 SH   DFND 16 0 31,700 0
HILTON GRAND VACATIONS INC COM 43283X105 868 24,075 SH   DFND 14 1,775 22,300 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 769 12,441 SH   DFND 10 12,441 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 19,983 323,095 SH   DFND 14 97,879 225,216 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 182 2,940 SH   DFND 16 0 2,940 0
HOLLYFRONTIER CORP COM 436106108 8,634 314,316 SH   DFND 14 45,907 268,409 0
HOLOGIC INC COM 436440101 845 18,620 SH   DFND 10 18,620 0 0
HOLOGIC INC COM 436440101 42,537 937,354 SH   DFND 14 130,531 806,823 0
HOLOGIC INC COM 436440101 26 580 SH   DFND 16 0 580 0
HOME BANCSHARES INC COM 436893200 377 15,132 SH   DFND 10 15,132 0 0
HOME BANCSHARES INC COM 436893200 2,840 114,076 SH   DFND 14 52,646 61,430 0
HOME BANCSHARES INC COM 436893200 294 11,800 SH   DFND 18 0 11,800 0
HOME DEPOT INC COM 437076102 3,032 19,765 SH   DFND 10 19,765 0 0
HOME DEPOT INC COM 437076102 264,267 1,722,729 SH   DFND 14 563,032 1,159,697 0
HOME DEPOT INC COM 437076102 403 2,625 SH   DFND 16 0 2,625 0
HOME DEPOT INC COM 437076102 583 3,800 SH   DFND 18 0 3,800 0
HOMESTREET INC COM 43785V102 2,483 89,710 SH   DFND 14 4,910 84,800 0
HONEYWELL INTL INC COM 438516106 287 2,150 SH   DFND 10 2,150 0 0
HONEYWELL INTL INC COM 438516106 245,347 1,840,700 SH   DFND 14 508,283 1,332,417 0
HONEYWELL INTL INC COM 438516106 890 6,675 SH   DFND 16 0 6,675 0
HOOKER FURNITURE CORP COM 439038100 293 7,110 SH   DFND 14 7,110 0 0
HOPE BANCORP INC COM 43940T109 23,727 1,272,221 SH   DFND 14 63,702 1,208,519 0
HOPE BANCORP INC COM 43940T109 52 2,800 SH   DFND 16 0 2,800 0
HORACE MANN EDUCATORS CORP N COM 440327104 2,596 68,680 SH   DFND 14 7,221 61,459 0
HORIZON BANCORP IND COM 440407104 2,747 104,234 SH   DFND 14 2,780 101,454 0
HORIZON BANCORP IND COM 440407104 140 5,300 SH   DFND 16 0 5,300 0
HORMEL FOODS CORP COM 440452100 13,682 401,122 SH   DFND 14 127,668 273,454 0
HORMEL FOODS CORP COM 440452100 20 580 SH   DFND 16 0 580 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 55,590 1,907,044 SH   DFND 14 284,434 1,622,610 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 405 13,900 SH   DFND 16 0 13,900 0
HOST HOTELS & RESORTS INC COM 44107P104 40,164 2,198,350 SH   DFND 14 445,442 1,752,908 0
HOST HOTELS & RESORTS INC COM 44107P104 27 1,459 SH   DFND 16 0 1,459 0
HOULIHAN LOKEY INC CL A 441593100 6,137 175,840 SH   DFND 14 50,590 125,250 0
HOULIHAN LOKEY INC CL A 441593100 140 4,000 SH   DFND 16 0 4,000 0
HOWARD HUGHES CORP COM 44267D107 327 2,662 SH   DFND 14 2,662 0 0
HOWARD HUGHES CORP COM 44267D107 74 600 SH   DFND 3 0 600 0
HUB GROUP INC CL A 443320106 2,161 56,358 SH   DFND 14 5,595 50,763 0
HUBBELL INC COM 443510607 3,656 32,309 SH   DFND 14 7,172 25,137 0
HUBSPOT INC COM 443573100 322 4,900 SH   DFND 14 4,900 0 0
HUDSON PAC PPTYS INC COM 444097109 284 8,307 SH   DFND 14 8,307 0 0
HUDSON PAC PPTYS INC COM 444097109 69,985 2,046,950 SH   DFND 3 332,228 1,714,722 0
HUMANA INC COM 444859102 59,150 245,823 SH   DFND 14 96,473 149,350 0
HUMANA INC COM 444859102 77 320 SH   DFND 16 0 320 0
HUNT J B TRANS SVCS INC COM 445658107 11,004 120,419 SH   DFND 14 41,181 79,238 0
HUNT J B TRANS SVCS INC COM 445658107 18 200 SH   DFND 16 0 200 0
HUNTINGTON BANCSHARES INC COM 446150104 20,236 1,496,746 SH   DFND 14 506,244 990,502 0
HUNTINGTON BANCSHARES INC COM 446150104 30 2,208 SH   DFND 16 0 2,208 0
HUNTINGTON INGALLS INDS INC COM 446413106 124,460 668,565 SH   DFND 14 98,588 569,977 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,566 8,410 SH   DFND 16 0 8,410 0
HUNTSMAN CORP COM 447011107 20,826 805,950 SH   DFND 14 69,050 736,900 0
HURON CONSULTING GROUP INC COM 447462102 1,930 44,674 SH   DFND 14 2,574 42,100 0
HURON CONSULTING GROUP INC COM 447462102 3 74 SH   DFND 3 0 74 0
IDT CORP CL B NEW 448947507 91 6,364 SH   DFND 10 6,364 0 0
IDT CORP CL B NEW 448947507 533 37,100 SH   DFND 14 1,800 35,300 0
IDT CORP CL B NEW 448947507 66 4,600 SH   DFND 16 0 4,600 0
HYSTER YALE MATLS HANDLING I CL A 449172105 227 3,238 SH   DFND 14 1,238 2,000 0
IAC INTERACTIVECORP COM 44919P508 519 5,030 SH   DFND 14 4,630 400 0
ICF INTL INC COM 44925C103 5,652 120,006 SH   DFND 14 30,116 89,890 0
ICF INTL INC COM 44925C103 480 10,200 SH   DFND 16 0 10,200 0
ICU MED INC COM 44930G107 4,455 25,824 SH   DFND 14 2,815 23,009 0
ILG INC COM 44967H101 4,917 178,867 SH   DFND 14 18,110 160,757 0
IPG PHOTONICS CORP COM 44980X109 40,530 279,327 SH   DFND 14 46,597 232,730 0
IPG PHOTONICS CORP COM 44980X109 170 1,170 SH   DFND 16 0 1,170 0
IPG PHOTONICS CORP COM 44980X109 131 900 SH   DFND 18 0 900 0
ISTAR INC COM 45031U101 1,236 102,624 SH   DFND 14 6,724 95,900 0
ITT INC COM 45073V108 8,159 203,051 SH   DFND 14 21,046 182,005 0
IBERIABANK CORP COM 450828108 19,431 238,413 SH   DFND 14 5,613 232,800 0
ICICI BK LTD ADR 45104G104 1,530 170,610 SH   DFND 14 0 170,610 0
ICONIX BRAND GROUP INC COM 451055107 4,132 597,959 SH   DFND 14 7,848 590,111 0
IDACORP INC COM 451107106 5,611 65,745 SH   DFND 14 9,538 56,207 0
IDEX CORP COM 45167R104 41,170 364,304 SH   DFND 14 42,859 321,445 0
IDEX CORP COM 45167R104 435 3,850 SH   DFND 16 0 3,850 0
IDEXX LABS INC COM 45168D104 647 4,010 SH   DFND 10 4,010 0 0
IDEXX LABS INC COM 45168D104 43,240 267,875 SH   DFND 14 81,289 186,586 0
IDEXX LABS INC COM 45168D104 1,009 6,250 SH   DFND 16 0 6,250 0
ILLINOIS TOOL WKS INC COM 452308109 218 1,520 SH   DFND 10 1,520 0 0
ILLINOIS TOOL WKS INC COM 452308109 172,706 1,205,626 SH   DFND 14 269,641 935,985 0
ILLINOIS TOOL WKS INC COM 452308109 543 3,790 SH   DFND 16 0 3,790 0
ILLUMINA INC COM 452327109 34,756 200,300 SH   DFND 14 67,545 132,755 0
ILLUMINA INC COM 452327109 56 320 SH   DFND 16 0 320 0
IMPAX LABORATORIES INC COM 45256B101 2,007 124,661 SH   DFND 14 13,041 111,620 0
IMMUNOMEDICS INC COM 452907108 94 10,613 SH   DFND 14 10,613 0 0
IMPERVA INC COM 45321L100 1,334 27,884 SH   DFND 14 11,284 16,600 0
IMPERVA INC COM 45321L100 100 2,100 SH   DFND 16 0 2,100 0
INC RESH HLDGS INC CL A 45329R109 5,022 85,845 SH   DFND 14 11,060 74,785 0
INC RESH HLDGS INC CL A 45329R109 942 16,100 SH   DFND 16 0 16,100 0
INCYTE CORP COM 45337C102 29,565 234,809 SH   DFND 14 80,795 154,014 0
INCYTE CORP COM 45337C102 50 400 SH   DFND 16 0 400 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 51 13,050 SH   DFND 14 1,950 11,100 0
INDEPENDENCE RLTY TR INC COM 45378A106 978 99,044 SH   DFND 14 10,014 89,030 0
INDEPENDENCE RLTY TR INC COM 45378A106 249 25,200 SH   DFND 16 0 25,200 0
INDEPENDENT BANK CORP MASS COM 453836108 3,086 46,298 SH   DFND 14 4,862 41,436 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 601 27,620 SH   DFND 14 2,520 25,100 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 235 10,800 SH   DFND 16 0 10,800 0
INDEPENDENT BK GROUP INC COM 45384B106 1,420 23,870 SH   DFND 14 19,170 4,700 0
INDEPENDENT BK GROUP INC COM 45384B106 119 2,000 SH   DFND 16 0 2,000 0
INFINITY PPTY & CAS CORP COM 45665Q103 1,780 18,933 SH   DFND 14 2,059 16,874 0
INFINERA CORPORATION COM 45667G103 161 15,110 SH   DFND 14 15,110 0 0
INFOSYS LTD SPONSORED ADR 456788108 19,269 1,282,914 SH   DFND 14 3,300 1,279,614 0
INFOSYS LTD SPONSORED ADR 456788108 4,581 305,000 SH   DFND 16 0 305,000 0
INFRAREIT INC COM 45685L100 10,468 546,630 SH   DFND 14 45,050 501,580 0
INFRAREIT INC COM 45685L100 507 26,500 SH   DFND 16 0 26,500 0
INGEVITY CORP COM 45688C107 4,105 71,511 SH   DFND 14 7,602 63,909 0
INGLES MKTS INC CL A 457030104 8,543 256,556 SH   DFND 14 1,721 254,835 0
INGLES MKTS INC CL A 457030104 370 11,100 SH   DFND 16 0 11,100 0
INGREDION INC COM 457187102 1,333 11,180 SH   DFND 10 11,180 0 0
INGREDION INC COM 457187102 52,772 442,680 SH   DFND 14 76,510 366,170 0
INGREDION INC COM 457187102 192 1,610 SH   DFND 16 0 1,610 0
INSIGHT ENTERPRISES INC COM 45765U103 546 13,662 SH   DFND 10 13,662 0 0
INSIGHT ENTERPRISES INC COM 45765U103 11,435 285,937 SH   DFND 14 98,021 187,916 0
INSIGHT ENTERPRISES INC COM 45765U103 796 19,900 SH   DFND 16 0 19,900 0
INNOSPEC INC COM 45768S105 2,975 45,380 SH   DFND 14 5,840 39,540 0
INNERWORKINGS INC COM 45773Y105 158 13,593 SH   DFND 14 4,193 9,400 0
INNOPHOS HOLDINGS INC COM 45774N108 7,541 172,021 SH   DFND 14 39,391 132,630 0
INSTEEL INDUSTRIES INC COM 45774W108 1,015 30,792 SH   DFND 14 3,492 27,300 0
INSPERITY INC COM 45778Q107 26,441 372,411 SH   DFND 14 89,097 283,314 0
INSPERITY INC COM 45778Q107 944 13,300 SH   DFND 16 0 13,300 0
INOGEN INC COM 45780L104 6,643 69,621 SH   DFND 14 2,833 66,788 0
INSTALLED BLDG PRODS INC COM 45780R101 1,804 34,070 SH   DFND 14 3,630 30,440 0
INNOVIVA INC COM 45781M101 1,660 129,661 SH   DFND 14 12,371 117,290 0
INSULET CORP COM 45784P101 425 8,282 SH   DFND 14 6,082 2,200 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 5,587 102,496 SH   DFND 14 10,698 91,798 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,318 89,897 SH   DFND 14 25,159 64,738 0
INTEL CORP COM 458140100 1,489 44,140 SH   DFND 10 44,140 0 0
INTEL CORP COM 458140100 454,178 13,461,122 SH   DFND 14 3,110,533 10,350,589 0
INTEL CORP COM 458140100 2,580 76,455 SH   DFND 16 0 76,455 0
INTEGER HLDGS CORP COM 45826H109 676 15,624 SH   DFND 10 15,624 0 0
INTEGER HLDGS CORP COM 45826H109 2,190 50,638 SH   DFND 14 5,351 45,287 0
INTER PARFUMS INC COM 458334109 1,163 31,722 SH   DFND 14 3,202 28,520 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,166 111,339 SH   DFND 14 8,219 103,120 0
INTERFACE INC COM 458665304 2,216 112,774 SH   DFND 14 11,239 101,535 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 54,266 823,230 SH   DFND 14 278,510 544,720 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 84 1,275 SH   DFND 16 0 1,275 0
INTERDIGITAL INC COM 45867G101 1,814 23,473 SH   DFND 14 6,541 16,932 0
INTERNATIONAL BANCSHARES COR COM 459044103 27,770 792,294 SH   DFND 14 144,468 647,826 0
INTERNATIONAL BANCSHARES COR COM 459044103 722 20,600 SH   DFND 16 0 20,600 0
INTERNATIONAL BUSINESS MACHS COM 459200101 200,402 1,302,753 SH   DFND 14 416,265 886,488 0
INTERNATIONAL BUSINESS MACHS COM 459200101 291 1,890 SH   DFND 16 0 1,890 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 14,757 109,312 SH   DFND 14 37,050 72,262 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 24 175 SH   DFND 16 0 175 0
INTL PAPER CO COM 460146103 43,156 762,347 SH   DFND 14 215,724 546,623 0
INTL PAPER CO COM 460146103 53 929 SH   DFND 16 0 929 0
INTL PAPER CO COM 460146103 651 11,500 SH   DFND 18 0 11,500 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 98 2,600 SH   DFND 10 2,600 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 648 17,254 SH   DFND 14 4,953 12,301 0
INTERPUBLIC GROUP COS INC COM 460690100 13,755 559,142 SH   DFND 14 200,542 358,600 0
INTERPUBLIC GROUP COS INC COM 460690100 20 800 SH   DFND 16 0 800 0
INTERSECT ENT INC COM 46071F103 229 8,200 SH   DFND 14 2,600 5,600 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 106 4,480 SH   DFND 14 1,980 2,500 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 131 5,500 SH   DFND 16 0 5,500 0
INTL FCSTONE INC COM 46116V105 9,880 261,662 SH   DFND 14 36,262 225,400 0
INTL FCSTONE INC COM 46116V105 283 7,500 SH   DFND 16 0 7,500 0
INTUIT COM 461202103 174,646 1,315,006 SH   DFND 14 254,120 1,060,886 0
INTUIT COM 461202103 1,493 11,245 SH   DFND 16 0 11,245 0
INVACARE CORP COM 461203101 706 53,453 SH   DFND 14 5,091 48,362 0
INTUITIVE SURGICAL INC COM NEW 46120E602 47,587 50,875 SH   DFND 14 17,369 33,506 0
INTUITIVE SURGICAL INC COM NEW 46120E602 89 95 SH   DFND 16 0 95 0
INTUITIVE SURGICAL INC COM NEW 46120E602 7,724 8,258 SH   DFND 18 0 8,258 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 35,747 2,139,241 SH   DFND 14 306,438 1,832,803 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,260 75,400 SH   DFND 16 0 75,400 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,133 53,328 SH   DFND 14 5,818 47,510 0
INVESTORS BANCORP INC NEW COM 46146L101 405 30,281 SH   DFND 14 30,281 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 91 14,662 SH   DFND 14 14,662 0 0
INVITATION HOMES INC COM 46187W107 90 4,150 SH   DFND 14 4,150 0 0
INVITATION HOMES INC COM 46187W107 30,163 1,394,502 SH   DFND 3 214,134 1,180,368 0
IONIS PHARMACEUTICALS INC COM 462222100 440 8,641 SH   DFND 14 6,441 2,200 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 11 985 SH   DFND 10 985 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 14,251 1,289,681 SH   DFND 14 13,663 1,276,018 0
IROBOT CORP COM 462726100 4,135 49,145 SH   DFND 14 6,356 42,789 0
IRON MTN INC NEW COM 46284V101 11,414 332,192 SH   DFND 14 111,100 221,092 0
IRON MTN INC NEW COM 46284V101 15 450 SH   DFND 16 0 450 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 273 14,434 SH   DFND 14 14,434 0 0
ISHARES MSCI BRZ CAP ET 464286400 1,162 34,023 SH   DFND 18 0 34,023 0
ISHARES EM MKT SM-CP ET 464286475 954 20,400 SH   DFND 14 0 20,400 0
ISHARES MSCI CDA ETF 464286509 178 6,650 SH   DFND 10 6,650 0 0
ISHARES MSCI CDA ETF 464286509 1,124 42,000 SH   DFND 18 0 42,000 0
ISHARES MSCI EURZONE ET 464286608 1,230 30,500 SH   DFND 18 0 30,500 0
ISHARES MSCI CH CAP ETF 464286640 383 9,186 SH   DFND 18 0 9,186 0
ISHARES MSCI PAC JP ETF 464286665 233 5,245 SH   DFND 10 5,245 0 0
ISHARES MSCI PAC JP ETF 464286665 383 8,600 SH   DFND 18 0 8,600 0
ISHARES MSCI FRANCE ETF 464286707 1,429 49,687 SH   DFND 18 0 49,687 0
ISHARES MSCI TURKEY ETF 464286715 249 6,000 SH   DFND 18 0 6,000 0
ISHARES MSCI SZ CAP ETF 464286749 2,165 63,100 SH   DFND 18 0 63,100 0
ISHARES MSCI SWEDEN ETF 464286756 906 26,700 SH   DFND 18 0 26,700 0
ISHARES MSCI SPAN CP ET 464286764 502 15,300 SH   DFND 18 0 15,300 0
ISHARES MSCI STH KOR ET 464286772 4,083 60,218 SH   DFND 18 0 60,218 0
ISHARES MSCI STH AFR ET 464286780 1,629 28,724 SH   DFND 18 0 28,724 0
ISHARES MSCI GERMANY ET 464286806 1,523 50,320 SH   DFND 18 0 50,320 0
ISHARES MSCI MEX CAP ET 464286822 971 18,000 SH   DFND 18 0 18,000 0
ISHARES TR CORE S&P TTL ST 464287150 3,416 61,638 SH   DFND 14 27,738 33,900 0
ISHARES TR TIPS BD ETF 464287176 30,339 267,469 SH   DFND 14 0 267,469 0
ISHARES TR CHINA LG-CAP ET 464287184 2,491 62,719 SH   DFND 18 0 62,719 0
ISHARES TR CORE S&P500 ETF 464287200 36,976 151,910 SH   DFND 14 52,710 99,200 0
ISHARES TR CORE S&P500 ETF 464287200 918 3,770 SH   DFND 16 0 3,770 0
ISHARES TR CORE S&P500 ETF 464287200 6,492 26,669 SH   DFND 18 0 26,669 0
ISHARES TR CORE S&P500 ETF 464287200 57,120 234,667 SH   DFND 20 234,667 0 0
ISHARES TR CORE US AGGBD E 464287226 173,464 1,584,004 SH   DFND 14 0 1,584,004 0
ISHARES TR CORE US AGGBD E 464287226 3,614 33,000 SH   DFND 18 0 33,000 0
ISHARES TR CORE US AGGBD E 464287226 70,492 643,703 SH   DFND 20 643,703 0 0
ISHARES TR MSCI EMG MKT ET 464287234 60,890 1,471,135 SH   DFND 14 86,096 1,385,039 0
ISHARES TR MSCI EMG MKT ET 464287234 2,551 61,639 SH   DFND 16 0 61,639 0
ISHARES TR MSCI EMG MKT ET 464287234 2,950 71,283 SH   DFND 18 0 71,283 0
ISHARES TR IBOXX INV CP ET 464287242 12,774 106,000 SH   DFND 14 0 106,000 0
ISHARES TR IBOXX INV CP ET 464287242 1,120 9,294 SH   DFND 18 0 9,294 0
ISHARES TR GLOBAL ENERG ET 464287341 1,720 55,400 SH   DFND 18 0 55,400 0
ISHARES TR 7-10YR TR BD ET 464287440 2,175 20,400 SH   DFND 18 0 20,400 0
ISHARES TR MSCI EAFE ETF 464287465 162,278 2,488,927 SH   DFND 14 489,311 1,999,616 0
ISHARES TR MSCI EAFE ETF 464287465 1,308 20,057 SH   DFND 16 0 20,057 0
ISHARES TR MSCI EAFE ETF 464287465 2,515 38,580 SH   DFND 18 0 38,580 0
ISHARES TR RUS MDCP VAL ET 464287473 5,174 61,525 SH   DFND 14 4,079 57,446 0
ISHARES TR CORE S&P MCP ET 464287507 16,107 92,595 SH   DFND 14 20,740 71,855 0
ISHARES TR RUS 1000 VAL ET 464287598 44,694 383,866 SH   DFND 14 0 383,866 0
ISHARES TR RUS 1000 GRW ET 464287614 43,322 363,989 SH   DFND 14 0 363,989 0
ISHARES TR RUS 1000 ETF 464287622 1,707 12,618 SH   DFND 14 12,618 0 0
ISHARES TR RUS 2000 VAL ET 464287630 9,360 78,739 SH   DFND 14 0 78,739 0
ISHARES TR RUS 2000 GRW ET 464287648 203 1,200 SH   DFND 14 0 1,200 0
ISHARES TR RUSSELL 2000 ET 464287655 36,213 256,973 SH   DFND 14 31,915 225,058 0
ISHARES TR RUSSELL 3000 ET 464287689 11,788 81,850 SH   DFND 14 81,850 0 0
ISHARES TR U.S. TELECOM ET 464287713 355 11,000 SH   DFND 18 0 11,000 0
ISHARES TR CORE S&P SCP ET 464287804 11,337 161,700 SH   DFND 14 31,680 130,020 0
ISHARES TR INTL TREA BD ET 464288117 4,944 51,676 SH   DFND 18 0 51,676 0
ISHARES TR MSCI AC ASIA ET 464288182 523 7,755 SH   DFND 14 0 7,755 0
ISHARES TR MSCI ACWI ETF 464288257 408 6,225 SH   DFND 14 0 6,225 0
ISHARES TR EAFE SML CP ETF 464288273 9,254 160,000 SH   DFND 14 0 160,000 0
ISHARES TR JP MOR EM MK ET 464288281 41,401 362,023 SH   DFND 14 0 362,023 0
ISHARES TR JP MOR EM MK ET 464288281 1,260 11,020 SH   DFND 18 0 11,020 0
ISHARES TR INTERM CR BD ET 464288638 22,022 200,600 SH   DFND 14 0 200,600 0
ISHARES TR US BR DEL SE ET 464288794 265 4,980 SH   DFND 18 0 4,980 0
ISHARES INDIA 50 ETF 464289529 234 6,972 SH   DFND 18 0 6,972 0
ISHARES TR US TREASURY ETF 46429B267 815 32,260 SH   DFND 10 32,260 0 0
ISHARES TR US TREASURY ETF 46429B267 953 37,711 SH   DFND 18 0 37,711 0
ISHARES TR MSCI INDONIA ET 46429B309 787 28,929 SH   DFND 18 0 28,929 0
ISHARES TR MSCI INDIA ETF 46429B598 24,314 757,431 SH   DFND 14 12,822 744,609 0
ISHARES TR MSCI INDIA ETF 46429B598 4,343 135,300 SH   DFND 16 0 135,300 0
ISHARES TR MSCI INDIA ETF 46429B598 555 17,286 SH   DFND 18 0 17,286 0
ISHARES TR MSCI POL CAP ET 46429B606 438 18,033 SH   DFND 18 0 18,033 0
ISHARES TR FLTG RATE BD ET 46429B655 17,097 335,768 SH   DFND 14 0 335,768 0
ISHARES TR MSCI CHINA ETF 46429B671 3,613 66,070 SH   DFND 18 0 66,070 0
ISHARES INC CUR HD MSCI EM 46434G509 1,940 80,480 SH   DFND 18 0 80,480 0
ISHARES INC MSCI TAIWAN ETF 46434G772 33,829 946,000 SH   DFND 14 0 946,000 0
ISHARES INC MSCI TAIWAN ETF 46434G772 3,835 107,247 SH   DFND 18 0 107,247 0
ISHARES INC MSCI RUS ETF NE 46434G798 5,137 178,377 SH   DFND 14 0 178,377 0
ISHARES INC MSCI RUS ETF NE 46434G798 859 29,825 SH   DFND 18 0 29,825 0
ISHARES INC MSCI MLY ETF NE 46434G814 1,325 41,787 SH   DFND 18 0 41,787 0
ISHARES INC MSCI JPN ETF NE 46434G822 4,600 85,744 SH   DFND 14 0 85,744 0
ISHARES INC MSCI JPN ETF NE 46434G822 1,074 20,020 SH   DFND 18 0 20,020 0
ISHARES INC MSCI ITL ETF NE 46434G830 297 10,700 SH   DFND 18 0 10,700 0
ISHARES TR MSCI UK ETF NEW 46435G334 2,809 84,293 SH   DFND 18 0 84,293 0
ITRON INC COM 465741106 20,868 308,021 SH   DFND 14 58,031 249,990 0
ITRON INC COM 465741106 1,159 17,100 SH   DFND 16 0 17,100 0
J & J SNACK FOODS CORP COM 466032109 4,274 32,358 SH   DFND 14 8,721 23,637 0
JPMORGAN CHASE & CO COM 46625H100 3,389 37,080 SH   DFND 10 37,080 0 0
JPMORGAN CHASE & CO COM 46625H100 964,895 10,556,834 SH   DFND 14 2,362,943 8,193,891 0
JPMORGAN CHASE & CO COM 46625H100 4,680 51,204 SH   DFND 16 0 51,204 0
JABIL INC COM 466313103 49,946 1,711,062 SH   DFND 14 291,619 1,419,443 0
JABIL INC COM 466313103 190 6,500 SH   DFND 16 0 6,500 0
JACK IN THE BOX INC COM 466367109 1,999 20,299 SH   DFND 14 5,925 14,374 0
JACOBS ENGR GROUP INC DEL COM 469814107 17,463 321,074 SH   DFND 14 66,869 254,205 0
JACOBS ENGR GROUP INC DEL COM 469814107 13 230 SH   DFND 16 0 230 0
JD COM INC SPON ADR CL A 47215P106 69,600 1,774,600 SH   DFND 14 30,200 1,744,400 0
JD COM INC SPON ADR CL A 47215P106 5,648 144,000 SH   DFND 16 0 144,000 0
JD COM INC SPON ADR CL A 47215P106 686 17,500 SH   DFND 18 0 17,500 0
JETBLUE AIRWAYS CORP COM 477143101 55,995 2,452,690 SH   DFND 14 200,184 2,252,506 0
JETBLUE AIRWAYS CORP COM 477143101 53 2,300 SH   DFND 16 0 2,300 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 609 29,300 SH   DFND 14 0 29,300 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 5,279 53,866 SH   DFND 14 5,594 48,272 0
JOHNSON & JOHNSON COM 478160104 713 5,390 SH   DFND 10 5,390 0 0
JOHNSON & JOHNSON COM 478160104 869,391 6,571,861 SH   DFND 14 1,629,657 4,942,204 0
JOHNSON & JOHNSON COM 478160104 3,110 23,510 SH   DFND 16 0 23,510 0
JOHNSON & JOHNSON COM 478160104 21,709 164,100 SH   DFND 18 0 164,100 0
JOHNSON OUTDOORS INC CL A 479167108 168 3,488 SH   DFND 14 788 2,700 0
JOHNSON OUTDOORS INC CL A 479167108 140 2,900 SH   DFND 16 0 2,900 0
JONES LANG LASALLE INC COM 48020Q107 28,360 226,879 SH   DFND 14 34,243 192,636 0
JONES LANG LASALLE INC COM 48020Q107 88 700 SH   DFND 16 0 700 0
JOUNCE THERAPEUTICS INC COM 481116101 860 61,280 SH   DFND 14 10,980 50,300 0
JOUNCE THERAPEUTICS INC COM 481116101 98 7,000 SH   DFND 16 0 7,000 0
J2 GLOBAL INC COM 48123V102 227 2,670 SH   DFND 10 2,670 0 0
J2 GLOBAL INC COM 48123V102 2,763 32,469 SH   DFND 14 8,978 23,491 0
J2 GLOBAL INC COM 48123V102 451 5,300 SH   DFND 18 0 5,300 0
JUNIPER NETWORKS INC COM 48203R104 932 33,425 SH   DFND 10 33,425 0 0
JUNIPER NETWORKS INC COM 48203R104 92,035 3,301,095 SH   DFND 14 602,744 2,698,351 0
JUNIPER NETWORKS INC COM 48203R104 1,109 39,785 SH   DFND 16 0 39,785 0
KAR AUCTION SVCS INC COM 48238T109 303 7,220 SH   DFND 14 7,220 0 0
KBR INC COM 48242W106 9,303 611,222 SH   DFND 14 43,463 567,759 0
KBR INC COM 48242W106 8 500 SH   DFND 16 0 500 0
KCG HLDGS INC CL A 48244B100 780 39,120 SH   DFND 14 19,120 20,000 0
KLA-TENCOR CORP COM 482480100 22,849 249,686 SH   DFND 14 73,669 176,017 0
KLA-TENCOR CORP COM 482480100 32 350 SH   DFND 16 0 350 0
KLX INC COM 482539103 1,758 35,165 SH   DFND 14 9,846 25,319 0
KMG CHEMICALS INC COM 482564101 2,145 44,078 SH   DFND 14 14,178 29,900 0
KMG CHEMICALS INC COM 482564101 316 6,500 SH   DFND 16 0 6,500 0
K2M GROUP HLDGS INC COM 48273J107 96 3,930 SH   DFND 14 3,930 0 0
K2M GROUP HLDGS INC COM 48273J107 6,499 266,800 SH   DFND 18 0 266,800 0
K12 INC COM 48273U102 285 15,900 SH   DFND 10 15,900 0 0
K12 INC COM 48273U102 70 3,924 SH   DFND 14 3,924 0 0
KADANT INC COM 48282T104 2,480 32,974 SH   DFND 14 18,774 14,200 0
KADANT INC COM 48282T104 135 1,800 SH   DFND 16 0 1,800 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 6,373 71,999 SH   DFND 14 3,299 68,700 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 239 2,700 SH   DFND 18 0 2,700 0
KAMAN CORP COM 483548103 2,300 46,110 SH   DFND 14 4,888 41,222 0
KANSAS CITY SOUTHERN COM NEW 485170302 15,498 148,092 SH   DFND 14 49,936 98,156 0
KANSAS CITY SOUTHERN COM NEW 485170302 25 240 SH   DFND 16 0 240 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 5,034 244,030 SH   DFND 14 15,320 228,710 0
KATE SPADE & CO COM 485865109 1,470 79,517 SH   DFND 14 17,045 62,472 0
KB HOME COM 48666K109 577 24,090 SH   DFND 10 24,090 0 0
KB HOME COM 48666K109 15,887 662,788 SH   DFND 14 14,264 648,524 0
KELLOGG CO COM 487836108 24,446 351,950 SH   DFND 14 119,034 232,916 0
KELLOGG CO COM 487836108 42 600 SH   DFND 16 0 600 0
KELLY SVCS INC CL A 488152208 1,515 67,488 SH   DFND 14 5,624 61,864 0
KEMPER CORP DEL COM 488401100 1,232 31,925 SH   DFND 14 8,160 23,765 0
KENNAMETAL INC COM 489170100 2,225 59,449 SH   DFND 14 17,827 41,622 0
KENNEDY-WILSON HLDGS INC COM 489398107 192 10,085 SH   DFND 14 10,085 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 73 10,095 SH   DFND 14 10,095 0 0
KEYCORP NEW COM 493267108 1,181 63,000 SH   DFND 10 63,000 0 0
KEYCORP NEW COM 493267108 58,098 3,100,217 SH   DFND 14 647,205 2,453,012 0
KEYCORP NEW COM 493267108 42 2,250 SH   DFND 16 0 2,250 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 10,481 269,215 SH   DFND 14 36,219 232,996 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 39 1,000 SH   DFND 16 0 1,000 0
KFORCE INC COM 493732101 188 9,574 SH   DFND 10 9,574 0 0
KFORCE INC COM 493732101 2,372 121,045 SH   DFND 14 37,045 84,000 0
KIMBALL INTL INC CL B 494274103 510 30,572 SH   DFND 14 4,572 26,000 0
KILROY RLTY CORP COM 49427F108 4,664 62,063 SH   DFND 14 14,025 48,038 0
KIMBERLY CLARK CORP COM 494368103 994 7,700 SH   DFND 10 7,700 0 0
KIMBERLY CLARK CORP COM 494368103 157,070 1,216,563 SH   DFND 14 292,691 923,872 0
KIMBERLY CLARK CORP COM 494368103 1,252 9,695 SH   DFND 16 0 9,695 0
KIMBERLY CLARK CORP COM 494368103 136 1,050 SH   DFND 18 0 1,050 0
KIMCO RLTY CORP COM 49446R109 10,637 579,646 SH   DFND 14 197,337 382,309 0
KIMCO RLTY CORP COM 49446R109 15 835 SH   DFND 16 0 835 0
KINDER MORGAN INC DEL COM 49456B101 56,169 2,931,588 SH   DFND 14 949,146 1,982,442 0
KINDER MORGAN INC DEL COM 49456B101 80 4,191 SH   DFND 16 0 4,191 0
KINDER MORGAN INC DEL COM 49456B101 1,826 95,300 SH   DFND 18 0 95,300 0
KINDRED BIOSCIENCES INC COM 494577109 372 43,200 SH   DFND 10 43,200 0 0
KINDRED BIOSCIENCES INC COM 494577109 11 1,310 SH   DFND 14 1,310 0 0
KINDRED HEALTHCARE INC COM 494580103 8,806 755,913 SH   DFND 14 14,681 741,232 0
KINSALE CAP GROUP INC COM 49714P108 1,506 40,375 SH   DFND 14 17,175 23,200 0
KINSALE CAP GROUP INC COM 49714P108 310 8,300 SH   DFND 16 0 8,300 0
KIRBY CORP COM 497266106 2,254 33,710 SH   DFND 14 7,344 26,366 0
KIRKLANDS INC COM 497498105 249 24,235 SH   DFND 14 2,415 21,820 0
KITE PHARMA INC COM 49803L109 518 5,000 SH   DFND 14 5,000 0 0
KITE RLTY GROUP TR COM NEW 49803T300 3,640 192,271 SH   DFND 14 14,573 177,698 0
KLONDEX MNS LTD COM 498696103 40 11,730 SH   DFND 14 11,730 0 0
KNOLL INC COM NEW 498904200 618 30,811 SH   DFND 14 6,211 24,600 0
KNOLL INC COM NEW 498904200 60 3,000 SH   DFND 16 0 3,000 0
KNOLL INC COM NEW 498904200 213 10,600 SH   DFND 18 0 10,600 0
KNIGHT TRANSN INC COM 499064103 4,323 116,672 SH   DFND 14 12,411 104,261 0
KNOWLES CORP COM 49926D109 1,002 59,238 SH   DFND 14 15,756 43,482 0
KOHLS CORP COM 500255104 26,403 682,772 SH   DFND 14 104,779 577,993 0
KOHLS CORP COM 500255104 13 345 SH   DFND 16 0 345 0
KOPIN CORP COM 500600101 367 98,972 SH   DFND 14 9,438 89,534 0
KOPPERS HOLDINGS INC COM 50060P106 9,990 276,360 SH   DFND 14 31,160 245,200 0
KOPPERS HOLDINGS INC COM 50060P106 311 8,600 SH   DFND 16 0 8,600 0
KORN FERRY INTL COM NEW 500643200 3,341 96,753 SH   DFND 14 9,587 87,166 0
KRAFT HEINZ CO COM 500754106 71,283 832,362 SH   DFND 14 282,666 549,696 0
KRAFT HEINZ CO COM 500754106 115 1,338 SH   DFND 16 0 1,338 0
KRAFT HEINZ CO COM 500754106 265 3,100 SH   DFND 18 0 3,100 0
KRATON CORPORATION COM 50077C106 1,801 52,294 SH   DFND 14 5,204 47,090 0
KROGER CO COM 501044101 158 6,770 SH   DFND 10 6,770 0 0
KROGER CO COM 501044101 63,106 2,706,075 SH   DFND 14 789,066 1,917,009 0
KROGER CO COM 501044101 280 12,000 SH   DFND 16 0 12,000 0
KULICKE & SOFFA INDS INC COM 501242101 420 22,089 SH   DFND 10 22,089 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,385 125,376 SH   DFND 14 7,528 117,848 0
L BRANDS INC COM 501797104 18,974 352,091 SH   DFND 14 113,188 238,903 0
L BRANDS INC COM 501797104 28 527 SH   DFND 16 0 527 0
LHC GROUP INC COM 50187A107 3,581 52,752 SH   DFND 14 13,238 39,514 0
LGI HOMES INC COM 50187T106 1,143 28,450 SH   DFND 14 2,250 26,200 0
LKQ CORP COM 501889208 60,701 1,842,216 SH   DFND 14 382,190 1,460,026 0
LKQ CORP COM 501889208 705 21,400 SH   DFND 16 0 21,400 0
LKQ CORP COM 501889208 129 3,900 SH   DFND 18 0 3,900 0
LCI INDS COM 50189K103 5,191 50,693 SH   DFND 14 4,414 46,279 0
LPL FINL HLDGS INC COM 50212V100 18,343 432,004 SH   DFND 14 48,544 383,460 0
LPL FINL HLDGS INC COM 50212V100 399 9,400 SH   DFND 16 0 9,400 0
LSB INDS INC COM 502160104 353 34,128 SH   DFND 14 3,708 30,420 0
LTC PPTYS INC COM 502175102 3,430 66,753 SH   DFND 14 6,698 60,055 0
LSC COMMUNICATIONS INC COM 50218P107 60 2,784 SH   DFND 10 2,784 0 0
LSC COMMUNICATIONS INC COM 50218P107 1,434 66,999 SH   DFND 14 5,090 61,909 0
L3 TECHNOLOGIES INC COM 502413107 18,454 110,448 SH   DFND 14 37,223 73,225 0
L3 TECHNOLOGIES INC COM 502413107 28 170 SH   DFND 16 0 170 0
LA QUINTA HLDGS INC COM 50420D108 524 35,459 SH   DFND 10 35,459 0 0
LA QUINTA HLDGS INC COM 50420D108 84 5,680 SH   DFND 14 5,680 0 0
LA Z BOY INC COM 505336107 12,076 371,560 SH   DFND 14 8,765 362,795 0
LA Z BOY INC COM 505336107 1,602 49,300 SH   DFND 16 0 49,300 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 21,766 141,209 SH   DFND 14 48,353 92,856 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 35 225 SH   DFND 16 0 225 0
LADDER CAP CORP CL A 505743104 3,468 258,642 SH   DFND 14 40,432 218,210 0
LADDER CAP CORP CL A 505743104 152 11,359 SH   DFND 16 0 11,359 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 25 10,402 SH   DFND 14 10,402 0 0
LAKELAND BANCORP INC COM 511637100 2,087 110,716 SH   DFND 14 4,789 105,927 0
LAKELAND FINL CORP COM 511656100 114 2,494 SH   DFND 10 2,494 0 0
LAKELAND FINL CORP COM 511656100 138 3,008 SH   DFND 14 3,008 0 0
LAM RESEARCH CORP COM 512807108 454 3,210 SH   DFND 10 3,210 0 0
LAM RESEARCH CORP COM 512807108 47,011 332,395 SH   DFND 14 76,609 255,786 0
LAM RESEARCH CORP COM 512807108 51 360 SH   DFND 16 0 360 0
LAMAR ADVERTISING CO NEW CL A 512816109 354 4,810 SH   DFND 10 4,810 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 5,887 80,019 SH   DFND 14 11,076 68,943 0
LAMB WESTON HLDGS INC COM 513272104 46,327 1,051,920 SH   DFND 14 173,707 878,213 0
LAMB WESTON HLDGS INC COM 513272104 595 13,500 SH   DFND 16 0 13,500 0
LANCASTER COLONY CORP COM 513847103 15,959 130,148 SH   DFND 14 31,019 99,129 0
LANCASTER COLONY CORP COM 513847103 82 670 SH   DFND 16 0 670 0
LANDEC CORP COM 514766104 171 11,500 SH   DFND 10 11,500 0 0
LANDEC CORP COM 514766104 33 2,214 SH   DFND 14 2,214 0 0
LANDAUER INC COM 51476K103 858 16,410 SH   DFND 14 1,699 14,711 0
LANDSTAR SYS INC COM 515098101 26,329 307,584 SH   DFND 14 58,677 248,907 0
LANDSTAR SYS INC COM 515098101 137 1,600 SH   DFND 16 0 1,600 0
LANNET INC COM 516012101 2,989 146,498 SH   DFND 14 4,558 141,940 0
LANTHEUS HLDGS INC COM 516544103 835 47,330 SH   DFND 14 3,490 43,840 0
LAREDO PETROLEUM INC COM 516806106 14,249 1,354,512 SH   DFND 14 45,712 1,308,800 0
LAS VEGAS SANDS CORP COM 517834107 1,695 26,525 SH   DFND 14 26,045 480 0
LAS VEGAS SANDS CORP COM 517834107 173 2,700 SH   DFND 18 0 2,700 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,300 77,188 SH   DFND 14 22,171 55,017 0
LATTICE SEMICONDUCTOR CORP COM 518415104 90 13,461 SH   DFND 14 13,461 0 0
LAUDER ESTEE COS INC CL A 518439104 1,001 10,425 SH   DFND 10 10,425 0 0
LAUDER ESTEE COS INC CL A 518439104 29,868 311,185 SH   DFND 14 104,659 206,526 0
LAUDER ESTEE COS INC CL A 518439104 47 490 SH   DFND 16 0 490 0
LAUDER ESTEE COS INC CL A 518439104 144 1,500 SH   DFND 18 0 1,500 0
LEAR CORP COM NEW 521865204 77,216 543,467 SH   DFND 14 38,667 504,800 0
LEAR CORP COM NEW 521865204 1,307 9,200 SH   DFND 16 0 9,200 0
LEGGETT & PLATT INC COM 524660107 10,709 203,870 SH   DFND 14 61,019 142,851 0
LEGGETT & PLATT INC COM 524660107 14 275 SH   DFND 16 0 275 0
LEGACY TEX FINL GROUP INC COM 52471Y106 4,089 107,242 SH   DFND 14 7,952 99,290 0
LEGG MASON INC COM 524901105 457 11,974 SH   DFND 10 11,974 0 0
LEGG MASON INC COM 524901105 2,070 54,239 SH   DFND 14 12,584 41,655 0
LEIDOS HLDGS INC COM 525327102 60,994 1,180,003 SH   DFND 14 169,111 1,010,892 0
LEIDOS HLDGS INC COM 525327102 165 3,200 SH   DFND 16 0 3,200 0
LEMAITRE VASCULAR INC COM 525558201 4,241 135,847 SH   DFND 14 41,950 93,897 0
LEMAITRE VASCULAR INC COM 525558201 284 9,100 SH   DFND 16 0 9,100 0
LENDINGCLUB CORP COM 52603A109 126 22,850 SH   DFND 14 22,850 0 0
LENDINGTREE INC NEW COM 52603B107 2,151 12,492 SH   DFND 14 1,294 11,198 0
LENNAR CORP CL A 526057104 888 16,650 SH   DFND 10 16,650 0 0
LENNAR CORP CL A 526057104 30,092 564,374 SH   DFND 14 134,766 429,608 0
LENNAR CORP CL A 526057104 104 1,950 SH   DFND 16 0 1,950 0
LENNOX INTL INC COM 526107107 200 1,090 SH   DFND 10 1,090 0 0
LENNOX INTL INC COM 526107107 4,580 24,938 SH   DFND 14 6,111 18,827 0
LEUCADIA NATL CORP COM 527288104 35,001 1,337,957 SH   DFND 14 231,480 1,106,477 0
LEUCADIA NATL CORP COM 527288104 42 1,600 SH   DFND 16 0 1,600 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 24,360 410,787 SH   DFND 14 135,665 275,122 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 36 600 SH   DFND 16 0 600 0
LEXINGTON REALTY TRUST COM 529043101 186 18,805 SH   DFND 10 18,805 0 0
LEXINGTON REALTY TRUST COM 529043101 22,987 2,319,530 SH   DFND 14 59,070 2,260,460 0
LEXINGTON REALTY TRUST COM 529043101 206 20,800 SH   DFND 16 0 20,800 0
LEXINGTON REALTY TRUST COM 529043101 1,918 193,555 SH   DFND 3 0 193,555 0
LIBBEY INC COM 529898108 260 32,272 SH   DFND 14 2,712 29,560 0
LIBBEY INC COM 529898108 126 15,600 SH   DFND 16 0 15,600 0
LIBERTY BROADBAND CORP COM SER A 530307107 725 8,450 SH   DFND 14 8,450 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 223 2,568 SH   DFND 14 2,468 100 0
LIBERTY EXPEDIA HOLDINGS SER A COM 53046P109 6,869 127,151 SH   DFND 14 14,851 112,300 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 51,397 2,094,433 SH   DFND 14 239,046 1,855,387 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 1,301 53,000 SH   DFND 16 0 53,000 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 108 4,400 SH   DFND 18 0 4,400 0
LIBERTY INTERACTIVE CORP LBT VEN COM A N 53071M856 261 5,000 SH   DFND 14 5,000 0 0
LIBERTY PPTY TR SH BEN INT 531172104 26,377 647,932 SH   DFND 14 172,770 475,162 0
LIBERTY PPTY TR SH BEN INT 531172104 167 4,100 SH   DFND 16 0 4,100 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 673 16,033 SH   DFND 14 14,653 1,380 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 262 7,487 SH   DFND 14 7,487 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,310 112,950 SH   DFND 14 10,750 102,200 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 48 4,100 SH   DFND 16 0 4,100 0
LIFEPOINT HEALTH INC COM 53219L109 43,173 642,941 SH   DFND 14 90,188 552,753 0
LIFEPOINT HEALTH INC COM 53219L109 141 2,100 SH   DFND 16 0 2,100 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 5,889 48,507 SH   DFND 14 19,517 28,990 0
LIFE STORAGE INC COM 53223X107 2,365 31,913 SH   DFND 14 8,250 23,663 0
LILLY ELI & CO COM 532457108 111,005 1,348,788 SH   DFND 14 470,619 878,169 0
LILLY ELI & CO COM 532457108 174 2,120 SH   DFND 16 0 2,120 0
LINCOLN ELEC HLDGS INC COM 533900106 9,297 100,959 SH   DFND 14 8,795 92,164 0
LINCOLN NATL CORP IND COM 534187109 1,358 20,090 SH   DFND 10 20,090 0 0
LINCOLN NATL CORP IND COM 534187109 63,397 938,097 SH   DFND 14 137,010 801,087 0
LINCOLN NATL CORP IND COM 534187109 195 2,891 SH   DFND 16 0 2,891 0
LINDSAY CORP COM 535555106 1,622 18,176 SH   DFND 14 1,859 16,317 0
LIQUIDITY SERVICES INC COM 53635B107 55 8,675 SH   DFND 10 8,675 0 0
LIQUIDITY SERVICES INC COM 53635B107 331 52,163 SH   DFND 14 4,273 47,890 0
LITHIA MTRS INC CL A 536797103 8,147 86,461 SH   DFND 14 33,752 52,709 0
LITHIA MTRS INC CL A 536797103 155 1,650 SH   DFND 18 0 1,650 0
LITTELFUSE INC COM 537008104 2,552 15,467 SH   DFND 14 4,412 11,055 0
LITTELFUSE INC COM 537008104 380 2,300 SH   DFND 18 0 2,300 0
LIVE NATION ENTERTAINMENT IN COM 538034109 3,144 90,209 SH   DFND 14 18,270 71,939 0
LIVEPERSON INC COM 538146101 2,822 256,529 SH   DFND 14 41,899 214,630 0
LIVEPERSON INC COM 538146101 240 21,800 SH   DFND 16 0 21,800 0
LOCKHEED MARTIN CORP COM 539830109 251,940 907,531 SH   DFND 14 202,863 704,668 0
LOCKHEED MARTIN CORP COM 539830109 1,904 6,860 SH   DFND 16 0 6,860 0
LOEWS CORP COM 540424108 33,934 724,932 SH   DFND 14 148,956 575,976 0
LOEWS CORP COM 540424108 316 6,761 SH   DFND 16 0 6,761 0
LOGMEIN INC COM 54142L109 148 1,419 SH   DFND 10 1,419 0 0
LOGMEIN INC COM 54142L109 8,295 79,378 SH   DFND 14 53,649 25,729 0
LOUISIANA PAC CORP COM 546347105 9,746 404,210 SH   DFND 14 26,034 378,176 0
LOWES COS INC COM 548661107 93,364 1,204,229 SH   DFND 14 406,459 797,770 0
LOWES COS INC COM 548661107 150 1,935 SH   DFND 16 0 1,935 0
LOWES COS INC COM 548661107 295 3,800 SH   DFND 18 0 3,800 0
LOXO ONCOLOGY INC COM 548862101 138 1,720 SH   DFND 14 1,720 0 0
LOXO ONCOLOGY INC COM 548862101 5,277 65,800 SH   DFND 18 0 65,800 0
LULULEMON ATHLETICA INC COM 550021109 2,804 46,998 SH   DFND 14 2,330 44,668 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1,179 47,038 SH   DFND 14 4,456 42,582 0
LUMENTUM HLDGS INC COM 55024U109 5,506 96,514 SH   DFND 14 10,075 86,439 0
LUMINEX CORP DEL COM 55027E102 1,419 67,180 SH   DFND 14 6,790 60,390 0
LUMOS NETWORKS CORP COM 550283105 707 39,561 SH   DFND 14 3,700 35,861 0
LYDALL INC DEL COM 550819106 9,527 184,271 SH   DFND 14 59,170 125,101 0
LYDALL INC DEL COM 550819106 672 13,000 SH   DFND 16 0 13,000 0
LYON WILLIAM HOMES CL A NEW 552074700 942 39,010 SH   DFND 14 3,250 35,760 0
M & T BK CORP COM 55261F104 34,671 214,086 SH   DFND 14 71,980 142,106 0
M & T BK CORP COM 55261F104 57 350 SH   DFND 16 0 350 0
MBIA INC COM 55262C100 136 14,415 SH   DFND 14 14,415 0 0
MB FINANCIAL INC NEW COM 55264U108 194 4,400 SH   DFND 10 4,400 0 0
MB FINANCIAL INC NEW COM 55264U108 6,662 151,271 SH   DFND 14 31,890 119,381 0
MB FINANCIAL INC NEW COM 55264U108 22 500 SH   DFND 16 0 500 0
M D C HLDGS INC COM 552676108 10,824 306,361 SH   DFND 14 7,480 298,881 0
MDU RES GROUP INC COM 552690109 34,874 1,331,085 SH   DFND 14 218,776 1,112,309 0
MDU RES GROUP INC COM 552690109 152 5,800 SH   DFND 16 0 5,800 0
MFA FINL INC COM 55272X102 5,406 644,356 SH   DFND 14 68,956 575,400 0
MGE ENERGY INC COM 55277P104 5,652 87,839 SH   DFND 14 34,109 53,730 0
MGE ENERGY INC COM 55277P104 598 9,300 SH   DFND 16 0 9,300 0
MGIC INVT CORP WIS COM 552848103 26,806 2,393,360 SH   DFND 14 182,160 2,211,200 0
MGIC INVT CORP WIS COM 552848103 374 33,400 SH   DFND 16 0 33,400 0
MGM RESORTS INTERNATIONAL COM 552953101 959 30,661 SH   DFND 14 30,061 600 0
MGM RESORTS INTERNATIONAL COM 552953101 163 5,200 SH   DFND 18 0 5,200 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 39,817 1,364,064 SH   DFND 3 203,568 1,160,496 0
M/I HOMES INC COM 55305B101 1,176 41,184 SH   DFND 14 3,744 37,440 0
MKS INSTRUMENT INC COM 55306N104 7,190 106,833 SH   DFND 14 9,694 97,139 0
MRC GLOBAL INC COM 55345K103 6,071 367,520 SH   DFND 14 96,740 270,780 0
MRC GLOBAL INC COM 55345K103 64 3,900 SH   DFND 16 0 3,900 0
MSA SAFETY INC COM 553498106 4,655 57,353 SH   DFND 14 6,248 51,105 0
MSC INDL DIRECT INC CL A 553530106 16,280 189,386 SH   DFND 14 19,038 170,348 0
MSC INDL DIRECT INC CL A 553530106 26 300 SH   DFND 16 0 300 0
MSCI INC COM 55354G100 618 6,000 SH   DFND 10 6,000 0 0
MSCI INC COM 55354G100 47,419 460,428 SH   DFND 14 87,431 372,997 0
MSCI INC COM 55354G100 298 2,890 SH   DFND 16 0 2,890 0
MSG NETWORK INC CL A 553573106 1,578 70,289 SH   DFND 14 6,489 63,800 0
MSG NETWORK INC CL A 553573106 319 14,200 SH   DFND 16 0 14,200 0
MTS SYS CORP COM 553777103 1,469 28,362 SH   DFND 14 2,973 25,389 0
MTGE INVT CORP COM 55378A105 7,863 418,242 SH   DFND 14 37,305 380,937 0
MYR GROUP INC DEL COM 55405W104 867 27,941 SH   DFND 14 2,901 25,040 0
MACOM TECH SOLUTIONS HLDGS I COM 55405Y100 236 4,228 SH   DFND 14 4,228 0 0
MACERICH CO COM 554382101 9,661 166,399 SH   DFND 14 56,632 109,767 0
MACERICH CO COM 554382101 16 270 SH   DFND 16 0 270 0
MACERICH CO COM 554382101 64,406 1,109,305 SH   DFND 3 122,721 986,584 0
MACK CALI RLTY CORP COM 554489104 10,291 379,198 SH   DFND 14 54,741 324,457 0
MACK CALI RLTY CORP COM 554489104 35 1,300 SH   DFND 16 0 1,300 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 249 3,170 SH   DFND 14 1,790 1,380 0
MACYS INC COM 55616P104 552 23,750 SH   DFND 10 23,750 0 0
MACYS INC COM 55616P104 65,455 2,816,482 SH   DFND 14 224,853 2,591,629 0
MACYS INC COM 55616P104 466 20,049 SH   DFND 16 0 20,049 0
MADDEN STEVEN LTD COM 556269108 10,205 255,446 SH   DFND 14 21,111 234,335 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 261 1,326 SH   DFND 14 1,326 0 0
MAGELLAN HEALTH INC COM NEW 559079207 12,997 178,287 SH   DFND 14 38,147 140,140 0
MAGELLAN HEALTH INC COM NEW 559079207 875 12,000 SH   DFND 16 0 12,000 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 3,063 91,397 SH   DFND 14 30,334 61,063 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 50 1,500 SH   DFND 16 0 1,500 0
MALIBU BOATS INC COM CL A 56117J100 3,977 153,740 SH   DFND 14 41,940 111,800 0
MALIBU BOATS INC COM CL A 56117J100 406 15,700 SH   DFND 16 0 15,700 0
MAMMOTH ENERGY SVCS INC COM 56155L108 208 11,184 SH   DFND 14 1,584 9,600 0
MANHATTAN ASSOCS INC COM 562750109 20,664 429,954 SH   DFND 14 104,466 325,488 0
MANHATTAN ASSOCS INC COM 562750109 96 2,000 SH   DFND 16 0 2,000 0
MANITOWOC INC COM 563571108 81 13,541 SH   DFND 14 13,541 0 0
MANPOWERGROUP INC COM 56418H100 42,433 380,057 SH   DFND 14 61,103 318,954 0
MANPOWERGROUP INC COM 56418H100 112 1,000 SH   DFND 16 0 1,000 0
MANTECH INTL CORP CL A 564563104 4,252 102,754 SH   DFND 14 15,085 87,669 0
MANTECH INTL CORP CL A 564563104 112 2,700 SH   DFND 16 0 2,700 0
MARATHON OIL CORP COM 565849106 18,788 1,585,462 SH   DFND 14 436,751 1,148,711 0
MARATHON OIL CORP COM 565849106 20 1,686 SH   DFND 16 0 1,686 0
MARATHON OIL CORP COM 565849106 379 32,000 SH   DFND 18 0 32,000 0
MARATHON PETE CORP COM 56585A102 920 17,590 SH   DFND 10 17,590 0 0
MARATHON PETE CORP COM 56585A102 127,008 2,427,059 SH   DFND 14 531,796 1,895,263 0
MARATHON PETE CORP COM 56585A102 57 1,086 SH   DFND 16 0 1,086 0
MARATHON PETE CORP COM 56585A102 1,125 21,500 SH   DFND 18 0 21,500 0
MARCUS & MILLICHAP INC COM 566324109 896 34,000 SH   DFND 14 1,400 32,600 0
MARCUS CORP COM 566330106 1,661 55,011 SH   DFND 14 3,421 51,590 0
MARCUS CORP COM 566330106 82 2,700 SH   DFND 16 0 2,700 0
MARINEMAX INC COM 567908108 802 41,004 SH   DFND 14 4,108 36,896 0
MARKEL CORP COM 570535104 1,017 1,042 SH   DFND 14 1,027 15 0
MARKETAXESS HLDGS INC COM 57060D108 27,539 136,940 SH   DFND 14 26,012 110,928 0
MARKETAXESS HLDGS INC COM 57060D108 95 470 SH   DFND 16 0 470 0
MARLIN BUSINESS SVCS CORP COM 571157106 1,268 50,421 SH   DFND 14 1,221 49,200 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 1,003 8,518 SH   DFND 10 8,518 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 5,833 49,535 SH   DFND 14 4,037 45,498 0
MARSH & MCLENNAN COS INC COM 571748102 55,673 714,128 SH   DFND 14 241,873 472,255 0
MARSH & MCLENNAN COS INC COM 571748102 86 1,105 SH   DFND 16 0 1,105 0
MARRIOTT INTL INC NEW CL A 571903202 43,569 434,345 SH   DFND 14 148,507 285,838 0
MARRIOTT INTL INC NEW CL A 571903202 68 677 SH   DFND 16 0 677 0
MARTEN TRANS LTD COM 573075108 1,119 40,844 SH   DFND 14 4,364 36,480 0
MARTIN MARIETTA MATLS INC COM 573284106 19,519 87,696 SH   DFND 14 30,054 57,642 0
MARTIN MARIETTA MATLS INC COM 573284106 33 150 SH   DFND 16 0 150 0
MARTIN MARIETTA MATLS INC COM 573284106 579 2,600 SH   DFND 18 0 2,600 0
MASCO CORP COM 574599106 1,013 26,500 SH   DFND 10 26,500 0 0
MASCO CORP COM 574599106 17,526 458,673 SH   DFND 14 153,437 305,236 0
MASCO CORP COM 574599106 26 675 SH   DFND 16 0 675 0
MASIMO CORP COM 574795100 464 5,090 SH   DFND 10 5,090 0 0
MASIMO CORP COM 574795100 48,756 534,725 SH   DFND 14 94,593 440,132 0
MASIMO CORP COM 574795100 1,222 13,400 SH   DFND 16 0 13,400 0
MASONITE INTL CORP NEW COM 575385109 266 3,520 SH   DFND 14 2,320 1,200 0
MASTEC INC COM 576323109 1,083 23,994 SH   DFND 10 23,994 0 0
MASTEC INC COM 576323109 64,099 1,419,693 SH   DFND 14 209,813 1,209,880 0
MASTEC INC COM 576323109 1,490 33,000 SH   DFND 16 0 33,000 0
MASTEC INC COM 576323109 361 8,000 SH   DFND 18 0 8,000 0
MASTERCARD INCORPORATED CL A 57636Q104 157,085 1,293,411 SH   DFND 14 443,628 849,783 0
MASTERCARD INCORPORATED CL A 57636Q104 254 2,090 SH   DFND 16 0 2,090 0
MATADOR RES CO COM 576485205 1,314 61,500 SH   DFND 14 16,200 45,300 0
MATERION CORP COM 576690101 1,272 34,011 SH   DFND 14 3,531 30,480 0
MATRIX SVC CO COM 576853105 895 95,672 SH   DFND 14 4,181 91,491 0
MATRIX SVC CO COM 576853105 144 15,400 SH   DFND 16 0 15,400 0
MATSON INC COM 57686G105 7,077 235,585 SH   DFND 14 22,497 213,088 0
MATSON INC COM 57686G105 541 18,000 SH   DFND 16 0 18,000 0
MATTEL INC COM 577081102 9,993 464,129 SH   DFND 14 154,973 309,156 0
MATTEL INC COM 577081102 14 657 SH   DFND 16 0 657 0
MATTEL INC COM 577081102 151 7,000 SH   DFND 18 0 7,000 0
MATTHEWS INTL CORP CL A 577128101 3,337 54,478 SH   DFND 14 5,547 48,931 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,309 51,435 SH   DFND 14 18,555 32,880 0
MAXIM INTEGRATED PRODS INC COM 57772K101 476 10,600 SH   DFND 16 0 10,600 0
MAXLINEAR INC COM 57776J100 2,496 89,501 SH   DFND 14 10,071 79,430 0
MAXIMUS INC COM 577933104 32,297 515,686 SH   DFND 14 113,952 401,734 0
MAXIMUS INC COM 577933104 739 11,800 SH   DFND 16 0 11,800 0
MAXIMUS INC COM 577933104 294 4,700 SH   DFND 18 0 4,700 0
MCCORMICK & CO INC COM NON VTG 579780206 16,222 166,367 SH   DFND 14 53,321 113,046 0
MCCORMICK & CO INC COM NON VTG 579780206 24 250 SH   DFND 16 0 250 0
MCDERMOTT INTL INC COM 580037109 41,218 5,748,717 SH   DFND 14 932,467 4,816,250 0
MCDERMOTT INTL INC COM 580037109 1,689 235,500 SH   DFND 16 0 235,500 0
MCDONALDS CORP COM 580135101 1,183 7,725 SH   DFND 10 7,725 0 0
MCDONALDS CORP COM 580135101 425,526 2,778,311 SH   DFND 14 595,047 2,183,264 0
MCDONALDS CORP COM 580135101 2,496 16,295 SH   DFND 16 0 16,295 0
MCDONALDS CORP COM 580135101 444 2,900 SH   DFND 18 0 2,900 0
MCGRATH RENTCORP COM 580589109 227 6,569 SH   DFND 10 6,569 0 0
MCGRATH RENTCORP COM 580589109 2,268 65,497 SH   DFND 14 2,497 63,000 0
MCKESSON CORP COM 58155Q103 665 4,040 SH   DFND 10 4,040 0 0
MCKESSON CORP COM 58155Q103 67,895 412,637 SH   DFND 14 125,524 287,113 0
MCKESSON CORP COM 58155Q103 79 479 SH   DFND 16 0 479 0
MEDEQUITIES RLTY TR INC COM 58409L306 24 1,870 SH   DFND 14 1,870 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 31,808 2,520,468 SH   DFND 3 347,579 2,172,889 0
MEDICAL PPTYS TRUST INC COM 58463J304 9,180 713,305 SH   DFND 14 93,961 619,344 0
MEDICAL PPTYS TRUST INC COM 58463J304 46,428 3,607,493 SH   DFND 3 530,700 3,076,793 0
MEDICINES CO COM 584688105 4,614 121,382 SH   DFND 14 11,942 109,440 0
MEDIFAST INC COM 58470H101 65 1,579 SH   DFND 10 1,579 0 0
MEDIFAST INC COM 58470H101 793 19,128 SH   DFND 14 2,126 17,002 0
MEDIDATA SOLUTIONS INC COM 58471A105 5,116 65,425 SH   DFND 14 30,825 34,600 0
MEDNAX INC COM 58502B106 3,594 59,530 SH   DFND 14 13,984 45,546 0
MEDPACE HLDGS INC COM 58506Q109 2,281 78,670 SH   DFND 14 4,870 73,800 0
MEDPACE HLDGS INC COM 58506Q109 93 3,200 SH   DFND 16 0 3,200 0
MELCO RESORT ENTERTAINMENT L ADR 585464100 518 23,079 SH   DFND 14 22,207 872 0
MERCK & CO INC COM 58933Y105 940 14,670 SH   DFND 10 14,670 0 0
MERCK & CO INC COM 58933Y105 323,600 5,049,152 SH   DFND 14 1,475,770 3,573,382 0
MERCK & CO INC COM 58933Y105 1,097 17,116 SH   DFND 16 0 17,116 0
MERCK & CO INC COM 58933Y105 21,810 340,300 SH   DFND 18 0 340,300 0
MERCURY SYS INC COM 589378108 3,390 80,530 SH   DFND 14 7,802 72,728 0
MERCURY GENL CORP NEW COM 589400100 1,870 34,635 SH   DFND 14 4,471 30,164 0
MEREDITH CORP COM 589433101 15,557 261,688 SH   DFND 14 7,643 254,045 0
MERIDIAN BIOSCIENCE INC COM 589584101 4,140 262,830 SH   DFND 14 61,055 201,775 0
MERIDIAN BIOSCIENCE INC COM 589584101 165 10,500 SH   DFND 16 0 10,500 0
MERIDIAN BANCORP INC MD COM 58958U103 87 5,135 SH   DFND 10 5,135 0 0
MERIDIAN BANCORP INC MD COM 58958U103 91 5,370 SH   DFND 14 5,370 0 0
MERIT MED SYS INC COM 589889104 3,406 89,272 SH   DFND 14 8,703 80,569 0
MERIT MED SYS INC COM 589889104 359 9,410 SH   DFND 18 0 9,410 0
MERITAGE HOMES CORP COM 59001A102 3,883 92,018 SH   DFND 14 6,370 85,648 0
MERITOR INC COM 59001K100 452 27,232 SH   DFND 14 9,432 17,800 0
META FINL GROUP INC COM 59100U108 266 2,990 SH   DFND 14 1,090 1,900 0
METHODE ELECTRS INC COM 591520200 4,535 110,066 SH   DFND 14 6,575 103,491 0
METLIFE INC COM 59156R108 201,650 3,670,394 SH   DFND 14 751,979 2,918,415 0
METLIFE INC COM 59156R108 128 2,335 SH   DFND 16 0 2,335 0
METTLER TOLEDO INTERNATIONAL COM 592688105 21,200 36,021 SH   DFND 14 12,373 23,648 0
METTLER TOLEDO INTERNATIONAL COM 592688105 35 60 SH   DFND 16 0 60 0
MICHAELS COS INC COM 59408Q106 136 7,360 SH   DFND 10 7,360 0 0
MICHAELS COS INC COM 59408Q106 24,514 1,323,650 SH   DFND 14 241,250 1,082,400 0
MICHAELS COS INC COM 59408Q106 107 5,800 SH   DFND 16 0 5,800 0
MICROSOFT CORP COM 594918104 3,421 49,625 SH   DFND 10 49,625 0 0
MICROSOFT CORP COM 594918104 1,070,786 15,534,394 SH   DFND 14 4,264,777 11,269,617 0
MICROSOFT CORP COM 594918104 3,828 55,535 SH   DFND 16 0 55,535 0
MICROSTRATEGY INC CL A NEW 594972408 6,048 31,554 SH   DFND 14 5,916 25,638 0
MICROSTRATEGY INC CL A NEW 594972408 345 1,800 SH   DFND 16 0 1,800 0
MICROCHIP TECHNOLOGY INC COM 595017104 999 12,950 SH   DFND 10 12,950 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 23,983 310,746 SH   DFND 14 106,760 203,986 0
MICROCHIP TECHNOLOGY INC COM 595017104 39 505 SH   DFND 16 0 505 0
MICRON TECHNOLOGY INC COM 595112103 45,200 1,513,739 SH   DFND 14 497,161 1,016,578 0
MICRON TECHNOLOGY INC COM 595112103 65 2,185 SH   DFND 16 0 2,185 0
MICROSEMI CORP COM 595137100 17,005 363,355 SH   DFND 14 48,461 314,894 0
MICROSEMI CORP COM 595137100 61 1,300 SH   DFND 16 0 1,300 0
MID AMER APT CMNTYS INC COM 59522J103 16,628 157,787 SH   DFND 14 53,863 103,924 0
MID AMER APT CMNTYS INC COM 59522J103 23 220 SH   DFND 16 0 220 0
MID AMER APT CMNTYS INC COM 59522J103 66,616 632,147 SH   DFND 3 99,018 533,129 0
MIDDLEBY CORP COM 596278101 2,621 21,570 SH   DFND 14 3,900 17,670 0
MIDDLESEX WATER CO COM 596680108 475 12,002 SH   DFND 14 6,502 5,500 0
MIDWESTONE FINL GROUP INC NE COM 598511103 878 25,912 SH   DFND 14 1,360 24,552 0
MILACRON HLDGS CORP COM 59870L106 1,325 75,300 SH   DFND 14 2,720 72,580 0
MILLER HERMAN INC COM 600544100 35,181 1,157,280 SH   DFND 14 203,552 953,728 0
MILLER HERMAN INC COM 600544100 714 23,500 SH   DFND 16 0 23,500 0
MIMEDX GROUP INC COM 602496101 2,807 187,520 SH   DFND 14 19,390 168,130 0
MINERALS TECHNOLOGIES INC COM 603158106 4,406 60,196 SH   DFND 14 6,802 53,394 0
MINERALS TECHNOLOGIES INC COM 603158106 146 2,000 SH   DFND 16 0 2,000 0
MINERALS TECHNOLOGIES INC COM 603158106 121 1,650 SH   DFND 18 0 1,650 0
MITCHAM INDS INC COM 606501104 162 40,700 SH   DFND 10 40,700 0 0
MOBILEIRON INC COM NEW 60739U204 158 26,090 SH   DFND 14 4,990 21,100 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 7,516 896,900 SH   DFND 14 18,600 878,300 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 504 60,200 SH   DFND 16 0 60,200 0
MOBILE MINI INC COM 60740F105 2,226 74,564 SH   DFND 14 7,545 67,019 0
MODEL N INC COM 607525102 141 10,590 SH   DFND 14 1,590 9,000 0
MOELIS & CO CL A 60786M105 2,146 55,240 SH   DFND 14 2,840 52,400 0
MOHAWK INDS INC COM 608190104 21,376 88,445 SH   DFND 14 29,914 58,531 0
MOHAWK INDS INC COM 608190104 34 140 SH   DFND 16 0 140 0
MOHAWK INDS INC COM 608190104 123 510 SH   DFND 18 0 510 0
MOLINA HEALTHCARE INC COM 60855R100 628 9,081 SH   DFND 10 9,081 0 0
MOLINA HEALTHCARE INC COM 60855R100 10,524 152,124 SH   DFND 14 8,208 143,916 0
MOLSON COORS BREWING CO CL B 60871R209 22,098 255,947 SH   DFND 14 85,388 170,559 0
MOLSON COORS BREWING CO CL B 60871R209 35 400 SH   DFND 16 0 400 0
MOLSON COORS BREWING CO CL B 60871R209 104 1,200 SH   DFND 18 0 1,200 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 101 5,956 SH   DFND 10 5,956 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,895 112,112 SH   DFND 14 10,902 101,210 0
MOMO INC ADR 60879B107 26,737 723,400 SH   DFND 14 14,800 708,600 0
MOMO INC ADR 60879B107 359 9,700 SH   DFND 16 0 9,700 0
MONARCH CASINO & RESORT INC COM 609027107 716 23,682 SH   DFND 14 1,447 22,235 0
MONDELEZ INTL INC CL A 609207105 91,379 2,115,738 SH   DFND 14 715,181 1,400,557 0
MONDELEZ INTL INC CL A 609207105 143 3,315 SH   DFND 16 0 3,315 0
MONDELEZ INTL INC CL A 609207105 307 7,100 SH   DFND 18 0 7,100 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 195 20,040 SH   DFND 14 20,040 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 29,508 3,038,921 SH   DFND 3 463,538 2,575,383 0
MONOLITHIC PWR SYS INC COM 609839105 10,381 107,689 SH   DFND 14 7,469 100,220 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,285 70,200 SH   DFND 14 7,170 63,030 0
MONRO MUFFLER BRAKE INC COM 610236101 2,303 55,171 SH   DFND 14 5,654 49,517 0
MONSANTO CO NEW COM 61166W101 1,265 10,690 SH   DFND 10 10,690 0 0
MONSANTO CO NEW COM 61166W101 72,625 613,596 SH   DFND 14 207,245 406,351 0
MONSANTO CO NEW COM 61166W101 114 959 SH   DFND 16 0 959 0
MONSANTO CO NEW COM 61166W101 1,195 10,100 SH   DFND 18 0 10,100 0
MONSTER BEVERAGE CORP NEW COM 61174X109 493 9,925 SH   DFND 10 9,925 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 27,864 560,866 SH   DFND 14 188,716 372,150 0
MONSTER BEVERAGE CORP NEW COM 61174X109 45 900 SH   DFND 16 0 900 0
MOODYS CORP COM 615369105 28,260 232,247 SH   DFND 14 79,027 153,220 0
MOODYS CORP COM 615369105 45 370 SH   DFND 16 0 370 0
MOOG INC CL A 615394202 13,703 191,064 SH   DFND 14 41,508 149,556 0
MOOG INC CL A 615394202 739 10,300 SH   DFND 16 0 10,300 0
MORGAN STANLEY COM NEW 617446448 159,520 3,579,903 SH   DFND 14 839,015 2,740,888 0
MORGAN STANLEY COM NEW 617446448 138 3,106 SH   DFND 16 0 3,106 0
MOSAIC CO NEW COM 61945C103 10,857 475,543 SH   DFND 14 160,260 315,283 0
MOSAIC CO NEW COM 61945C103 17 750 SH   DFND 16 0 750 0
MOTORCAR PTS AMER INC COM 620071100 896 31,720 SH   DFND 14 3,380 28,340 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 518 5,975 SH   DFND 10 5,975 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 20,405 235,239 SH   DFND 14 78,089 157,150 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 32 367 SH   DFND 16 0 367 0
MOVADO GROUP INC COM 624580106 449 17,790 SH   DFND 10 17,790 0 0
MOVADO GROUP INC COM 624580106 4,690 185,740 SH   DFND 14 2,667 183,073 0
MUELLER INDS INC COM 624756102 9,390 308,358 SH   DFND 14 126,246 182,112 0
MUELLER INDS INC COM 624756102 700 23,000 SH   DFND 16 0 23,000 0
MUELLER WTR PRODS INC COM SER A 624758108 349 29,851 SH   DFND 14 17,651 12,200 0
MULTI COLOR CORP COM 625383104 1,848 22,653 SH   DFND 14 2,443 20,210 0
MURPHY OIL CORP COM 626717102 8,586 334,986 SH   DFND 14 83,542 251,444 0
MURPHY OIL CORP COM 626717102 7 285 SH   DFND 16 0 285 0
MURPHY USA INC COM 626755102 46 621 SH   DFND 10 621 0 0
MURPHY USA INC COM 626755102 1,632 22,022 SH   DFND 14 5,115 16,907 0
MYERS INDS INC COM 628464109 758 42,252 SH   DFND 14 3,914 38,338 0
MYRIAD GENETICS INC COM 62855J104 3,134 121,273 SH   DFND 14 10,953 110,320 0
MYRIAD GENETICS INC COM 62855J104 127 4,900 SH   DFND 16 0 4,900 0
NBT BANCORP INC COM 628778102 2,780 75,246 SH   DFND 14 7,506 67,740 0
NCI BUILDING SYS INC COM NEW 628852204 6,385 382,309 SH   DFND 14 133,569 248,740 0
NCI BUILDING SYS INC COM NEW 628852204 586 35,100 SH   DFND 16 0 35,100 0
NCR CORP NEW COM 62886E108 43,407 1,062,850 SH   DFND 14 153,162 909,688 0
NCR CORP NEW COM 62886E108 155 3,800 SH   DFND 16 0 3,800 0
NIC INC COM 62914B100 6,206 327,495 SH   DFND 14 65,565 261,930 0
NIC INC COM 62914B100 512 27,000 SH   DFND 16 0 27,000 0
NN INC COM 629337106 570 20,755 SH   DFND 14 3,155 17,600 0
NRG ENERGY INC COM NEW 629377508 19,074 1,107,683 SH   DFND 14 142,954 964,729 0
NRG ENERGY INC COM NEW 629377508 10 600 SH   DFND 16 0 600 0
NRG ENERGY INC COM NEW 629377508 57 3,305 SH   DFND 3 3,305 0 0
NRG YIELD INC CL A NEW 62942X306 1,131 66,280 SH   DFND 14 8,880 57,400 0
NRG YIELD INC CL A NEW 62942X306 328 19,200 SH   DFND 18 0 19,200 0
NRG YIELD INC CL C 62942X405 13,107 744,690 SH   DFND 14 4,470 740,220 0
NVE CORP COM NEW 629445206 891 11,573 SH   DFND 14 4,973 6,600 0
NVE CORP COM NEW 629445206 116 1,500 SH   DFND 16 0 1,500 0
NVR INC COM 62944T105 96,699 40,114 SH   DFND 14 5,986 34,128 0
NVR INC COM 62944T105 786 326 SH   DFND 16 0 326 0
NACCO INDS INC CL A 629579103 1,164 16,434 SH   DFND 14 11,934 4,500 0
NANOMETRICS INC COM 630077105 1,149 45,431 SH   DFND 14 4,221 41,210 0
NASDAQ INC COM 631103108 11,430 159,880 SH   DFND 14 54,177 105,703 0
NASDAQ INC COM 631103108 16 225 SH   DFND 16 0 225 0
NATERA INC COM 632307104 404 37,220 SH   DFND 14 21,620 15,600 0
NATERA INC COM 632307104 53 4,900 SH   DFND 16 0 4,900 0
NATIONAL BK HLDGS CORP CL A 633707104 4,027 121,630 SH   DFND 14 28,330 93,300 0
NATIONAL BEVERAGE CORP COM 635017106 6,262 66,929 SH   DFND 14 16,729 50,200 0
NATIONAL BEVERAGE CORP COM 635017106 327 3,500 SH   DFND 16 0 3,500 0
NATIONAL HEALTHCARE CORP COM 635906100 2,656 37,866 SH   DFND 14 15,376 22,490 0
NATIONAL FUEL GAS CO N J COM 636180101 21,270 380,915 SH   DFND 14 17,883 363,032 0
NATIONAL GEN HLDGS CORP COM 636220303 6,681 316,640 SH   DFND 14 77,330 239,310 0
NATIONAL GEN HLDGS CORP COM 636220303 696 33,000 SH   DFND 16 0 33,000 0
NATIONAL HEALTH INVS INC COM 63633D104 1,084 13,683 SH   DFND 14 4,783 8,900 0
NATIONAL INSTRS CORP COM 636518102 2,664 66,238 SH   DFND 14 14,530 51,708 0
NATIONAL OILWELL VARCO INC COM 637071101 21,818 662,344 SH   DFND 14 190,868 471,476 0
NATIONAL OILWELL VARCO INC COM 637071101 26 795 SH   DFND 16 0 795 0
NATIONAL PRESTO INDS INC COM 637215104 953 8,624 SH   DFND 14 974 7,650 0
NATIONAL RETAIL PPTYS INC COM 637417106 8,945 228,760 SH   DFND 14 19,397 209,363 0
NATIONAL RETAIL PPTYS INC COM 637417106 125 3,205 SH   DFND 3 0 3,205 0
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 1,694 73,315 SH   DFND 14 7,240 66,075 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 4,561 14,271 SH   DFND 14 331 13,940 0
NAVIGATORS GROUP INC COM 638904102 337 6,138 SH   DFND 10 6,138 0 0
NAVIGATORS GROUP INC COM 638904102 2,273 41,404 SH   DFND 14 3,940 37,464 0
NATUS MEDICAL INC DEL COM 639050103 8,106 217,331 SH   DFND 14 17,869 199,462 0
NATUS MEDICAL INC DEL COM 639050103 287 7,700 SH   DFND 18 0 7,700 0
NAUTILUS INC COM 63910B102 989 51,650 SH   DFND 14 5,520 46,130 0
NAVIGANT CONSULTING INC COM 63935N107 2,219 112,303 SH   DFND 14 7,944 104,359 0
NAVIENT CORPORATION COM 63938C108 94,117 5,652,650 SH   DFND 14 759,244 4,893,406 0
NAVIENT CORPORATION COM 63938C108 728 43,700 SH   DFND 16 0 43,700 0
NEENAH PAPER INC COM 640079109 3,495 43,550 SH   DFND 14 16,783 26,767 0
NEKTAR THERAPEUTICS COM 640268108 5,184 265,153 SH   DFND 14 25,103 240,050 0
NELNET INC CL A 64031N108 18,105 385,129 SH   DFND 14 68,099 317,030 0
NELNET INC CL A 64031N108 461 9,800 SH   DFND 16 0 9,800 0
NEOGEN CORP COM 640491106 4,456 64,475 SH   DFND 14 6,454 58,021 0
NETAPP INC COM 64110D104 15,674 391,370 SH   DFND 14 127,669 263,701 0
NETAPP INC COM 64110D104 24 590 SH   DFND 16 0 590 0
NETFLIX INC COM 64110L106 88,917 595,124 SH   DFND 14 201,237 393,887 0
NETFLIX INC COM 64110L106 143 955 SH   DFND 16 0 955 0
NETFLIX INC COM 64110L106 247 1,650 SH   DFND 18 0 1,650 0
NETEASE INC SPONSORED ADR 64110W102 866 2,880 SH   DFND 10 2,880 0 0
NETEASE INC SPONSORED ADR 64110W102 32,332 107,548 SH   DFND 14 1,700 105,848 0
NETEASE INC SPONSORED ADR 64110W102 2,495 8,300 SH   DFND 16 0 8,300 0
NETEASE INC SPONSORED ADR 64110W102 1,353 4,500 SH   DFND 18 0 4,500 0
NETGEAR INC COM 64111Q104 129 2,994 SH   DFND 10 2,994 0 0
NETGEAR INC COM 64111Q104 2,636 61,160 SH   DFND 14 10,537 50,623 0
NETSCOUT SYS INC COM 64115T104 3,156 91,736 SH   DFND 14 16,646 75,090 0
NETSCOUT SYS INC COM 64115T104 45 1,300 SH   DFND 16 0 1,300 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 242 5,270 SH   DFND 14 5,270 0 0
NEUSTAR INC CL A 64126X201 1,237 37,088 SH   DFND 14 9,927 27,161 0
NEVRO CORP COM 64157F103 214 2,878 SH   DFND 14 2,878 0 0
NEW JERSEY RES COM 646025106 3,224 81,214 SH   DFND 14 15,950 65,264 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,070 153,575 SH   DFND 14 9,135 144,440 0
NEW MEDIA INVT GROUP INC COM 64704V106 377 28,000 SH   DFND 16 0 28,000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 29,914 424,366 SH   DFND 14 2,800 421,566 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 4,011 56,900 SH   DFND 16 0 56,900 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,043 14,800 SH   DFND 18 0 14,800 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 17,256 1,109,005 SH   DFND 14 287,446 821,559 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,134 72,900 SH   DFND 16 0 72,900 0
NEW SR INVT GROUP INC COM 648691103 3,198 318,233 SH   DFND 14 9,633 308,600 0
NEW YORK CMNTY BANCORP INC COM 649445103 7,967 606,768 SH   DFND 14 82,553 524,215 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,037 166,720 SH   DFND 14 12,720 154,000 0
NEW YORK TIMES CO CL A 650111107 1,519 85,811 SH   DFND 14 22,631 63,180 0
NEWELL BRANDS INC COM 651229106 35,825 668,147 SH   DFND 14 226,614 441,533 0
NEWELL BRANDS INC COM 651229106 58 1,086 SH   DFND 16 0 1,086 0
NEWFIELD EXPL CO COM 651290108 91,318 3,208,646 SH   DFND 14 241,737 2,966,909 0
NEWFIELD EXPL CO COM 651290108 945 33,210 SH   DFND 16 0 33,210 0
NEWMARKET CORP COM 651587107 2,689 5,840 SH   DFND 14 1,239 4,601 0
NEWMONT MINING CORP COM 651639106 24,235 748,213 SH   DFND 14 248,789 499,424 0
NEWMONT MINING CORP COM 651639106 36 1,125 SH   DFND 16 0 1,125 0
NEWMONT MINING CORP COM 651639106 800 24,700 SH   DFND 18 0 24,700 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,085 147,679 SH   DFND 14 13,259 134,420 0
NEWS CORP NEW CL A 65249B109 7,714 563,046 SH   DFND 14 183,588 379,458 0
NEWS CORP NEW CL A 65249B109 11 777 SH   DFND 16 0 777 0
NEWS CORP NEW CL B 65249B208 2,084 147,312 SH   DFND 14 48,100 99,212 0
NEWS CORP NEW CL B 65249B208 3 200 SH   DFND 16 0 200 0
NEWSTAR FINANCIAL INC COM 65251F105 271 25,804 SH   DFND 14 3,604 22,200 0
NEWSTAR FINANCIAL INC COM 65251F105 122 11,600 SH   DFND 16 0 11,600 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 311 5,207 SH   DFND 14 5,207 0 0
NEXTERA ENERGY INC COM 65339F101 94,959 677,651 SH   DFND 14 221,209 456,442 0
NEXTERA ENERGY INC COM 65339F101 143 1,020 SH   DFND 16 0 1,020 0
NEXTERA ENERGY INC COM 65339F101 659 4,700 SH   DFND 18 0 4,700 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,473 59,190 SH   DFND 14 29,890 29,300 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 343 13,800 SH   DFND 16 0 13,800 0
NIKE INC CL B 654106103 108,163 1,833,273 SH   DFND 14 623,540 1,209,733 0
NIKE INC CL B 654106103 171 2,900 SH   DFND 16 0 2,900 0
NIKE INC CL B 654106103 289 4,900 SH   DFND 18 0 4,900 0
NISOURCE INC COM 65473P105 15,389 606,813 SH   DFND 14 270,057 336,756 0
NISOURCE INC COM 65473P105 16 650 SH   DFND 16 0 650 0
NOBLE ENERGY INC COM 655044105 25,537 902,359 SH   DFND 14 213,755 688,604 0
NOBLE ENERGY INC COM 655044105 929 32,840 SH   DFND 16 0 32,840 0
NOBLE ENERGY INC COM 655044105 648 22,900 SH   DFND 18 0 22,900 0
NORDSON CORP COM 655663102 16,700 137,654 SH   DFND 14 20,765 116,889 0
NORDSON CORP COM 655663102 23 190 SH   DFND 16 0 190 0
NORDSON CORP COM 655663102 471 3,880 SH   DFND 18 0 3,880 0
NORDSTROM INC COM 655664100 7,477 156,332 SH   DFND 14 53,488 102,844 0
NORDSTROM INC COM 655664100 8 160 SH   DFND 16 0 160 0
NORFOLK SOUTHERN CORP COM 655844108 86,189 708,208 SH   DFND 14 156,758 551,450 0
NORFOLK SOUTHERN CORP COM 655844108 187 1,540 SH   DFND 16 0 1,540 0
NORTHERN OIL & GAS INC NEV COM 665531109 96 68,380 SH   DFND 14 5,550 62,830 0
NORTHERN TR CORP COM 665859104 29,218 300,561 SH   DFND 14 103,156 197,405 0
NORTHERN TR CORP COM 665859104 45 460 SH   DFND 16 0 460 0
NORTHFIELD BANCORP INC DEL COM 66611T108 117 6,819 SH   DFND 10 6,819 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,289 75,189 SH   DFND 14 6,609 68,580 0
NORTHROP GRUMMAN CORP COM 666807102 783 3,050 SH   DFND 10 3,050 0 0
NORTHROP GRUMMAN CORP COM 666807102 158,267 616,520 SH   DFND 14 156,970 459,550 0
NORTHROP GRUMMAN CORP COM 666807102 1,051 4,096 SH   DFND 16 0 4,096 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 3,519 277,501 SH   DFND 14 114,901 162,600 0
NORTHWEST BANCSHARES INC MD COM 667340103 2,676 171,458 SH   DFND 14 17,118 154,340 0
NORTHWEST NAT GAS CO COM 667655104 2,910 48,619 SH   DFND 14 5,130 43,489 0
NORTHWESTERN CORP COM NEW 668074305 36,336 595,481 SH   DFND 14 151,881 443,600 0
NORTHWESTERN CORP COM NEW 668074305 885 14,500 SH   DFND 16 0 14,500 0
NOVAVAX INC COM 670002104 34 29,623 SH   DFND 14 29,623 0 0
NOW INC COM 67011P100 1,156 71,887 SH   DFND 14 19,491 52,396 0
NU SKIN ENTERPRISES INC CL A 67018T105 317 5,050 SH   DFND 10 5,050 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,959 31,179 SH   DFND 14 6,957 24,222 0
NU SKIN ENTERPRISES INC CL A 67018T105 264 4,200 SH   DFND 18 0 4,200 0
NUANCE COMMUNICATIONS INC COM 67020Y100 150 8,590 SH   DFND 10 8,590 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 985 56,580 SH   DFND 14 17,680 38,900 0
NUCOR CORP COM 670346105 26,638 460,306 SH   DFND 14 150,111 310,195 0
NUCOR CORP COM 670346105 42 725 SH   DFND 16 0 725 0
NUCOR CORP COM 670346105 787 13,600 SH   DFND 18 0 13,600 0
NVIDIA CORP COM 67066G104 117,851 815,238 SH   DFND 14 277,427 537,811 0
NVIDIA CORP COM 67066G104 192 1,326 SH   DFND 16 0 1,326 0
NUTRI SYS INC NEW COM 67069D108 66,227 1,272,367 SH   DFND 14 264,979 1,007,388 0
NUTRI SYS INC NEW COM 67069D108 1,567 30,100 SH   DFND 16 0 30,100 0
NUVASIVE INC COM 670704105 2,621 34,076 SH   DFND 14 9,351 24,725 0
NUVASIVE INC COM 670704105 7,584 98,600 SH   DFND 18 0 98,600 0
OGE ENERGY CORP COM 670837103 31,427 903,326 SH   DFND 14 130,070 773,256 0
OGE ENERGY CORP COM 670837103 118 3,400 SH   DFND 16 0 3,400 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 27,787 127,033 SH   DFND 14 43,230 83,803 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 44 200 SH   DFND 16 0 200 0
OFG BANCORP COM 67103X102 3,274 327,444 SH   DFND 14 91,274 236,170 0
OSI SYSTEMS INC COM 671044105 2,281 30,359 SH   DFND 14 3,409 26,950 0
OASIS PETE INC NEW COM 674215108 203 25,263 SH   DFND 14 25,263 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 63,792 1,065,516 SH   DFND 14 361,421 704,095 0
OCCIDENTAL PETE CORP DEL COM 674599105 99 1,660 SH   DFND 16 0 1,660 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,257 21,000 SH   DFND 18 0 21,000 0
OCEANEERING INTL INC COM 675232102 1,382 60,526 SH   DFND 14 12,632 47,894 0
OCLARO INC COM NEW 67555N206 2,021 216,420 SH   DFND 14 24,010 192,410 0
OCWEN FINL CORP COM NEW 675746309 31 11,611 SH   DFND 14 11,611 0 0
OFFICE DEPOT INC COM 676220106 55,633 9,864,040 SH   DFND 14 1,631,195 8,232,845 0
OFFICE DEPOT INC COM 676220106 763 135,300 SH   DFND 16 0 135,300 0
OIL STS INTL INC COM 678026105 3,176 116,984 SH   DFND 14 9,388 107,596 0
OLD DOMINION FGHT LINES INC COM 679580100 15,226 159,872 SH   DFND 14 9,867 150,005 0
OLD NATL BANCORP IND COM 680033107 16,112 934,026 SH   DFND 14 23,766 910,260 0
OLD REP INTL CORP COM 680223104 44,973 2,302,746 SH   DFND 14 387,617 1,915,129 0
OLD REP INTL CORP COM 680223104 283 14,500 SH   DFND 16 0 14,500 0
OLD SECOND BANCORP INC ILL COM 680277100 197 17,040 SH   DFND 14 1,940 15,100 0
OLD SECOND BANCORP INC ILL COM 680277100 162 14,000 SH   DFND 16 0 14,000 0
OLIN CORP COM PAR $1 680665205 39,346 1,299,405 SH   DFND 14 210,962 1,088,443 0
OLIN CORP COM PAR $1 680665205 160 5,300 SH   DFND 16 0 5,300 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 5,586 131,130 SH   DFND 14 7,160 123,970 0
OLYMPIC STEEL INC COM 68162K106 1,860 95,470 SH   DFND 14 36,970 58,500 0
OLYMPIC STEEL INC COM 68162K106 86 4,400 SH   DFND 16 0 4,400 0
OMNICOM GROUP INC COM 681919106 26,851 323,894 SH   DFND 14 109,990 213,904 0
OMNICOM GROUP INC COM 681919106 43 520 SH   DFND 16 0 520 0
OMEGA HEALTHCARE INVS INC COM 681936100 23,123 700,276 SH   DFND 14 78,931 621,345 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,272 38,508 SH   DFND 3 0 38,508 0
OMEGA PROTEIN CORP COM 68210P107 3,826 213,770 SH   DFND 14 16,950 196,820 0
OMEGA PROTEIN CORP COM 68210P107 120 6,700 SH   DFND 16 0 6,700 0
OMNICELL INC COM 68213N109 2,705 62,765 SH   DFND 14 6,431 56,334 0
ON ASSIGNMENT INC COM 682159108 7,503 138,557 SH   DFND 14 19,133 119,424 0
ON ASSIGNMENT INC COM 682159108 298 5,500 SH   DFND 18 0 5,500 0
ON SEMICONDUCTOR CORP COM 682189105 4,616 328,774 SH   DFND 14 26,174 302,600 0
ONE GAS INC COM 68235P108 5,608 80,339 SH   DFND 14 9,917 70,422 0
ONE GAS INC COM 68235P108 468 6,700 SH   DFND 16 0 6,700 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,593 265,905 SH   DFND 14 79,375 186,530 0
FLWS/1-800 FLOWERS CL A 68243Q106 156 16,000 SH   DFND 16 0 16,000 0
ONEOK INC NEW COM 682680103 36,874 706,935 SH   DFND 14 154,524 552,411 0
ONEOK INC NEW COM 682680103 834 15,990 SH   DFND 16 0 15,990 0
OPKO HEALTH INC COM 68375N103 161 24,511 SH   DFND 14 24,511 0 0
ORACLE CORP COM 68389X105 495,562 9,883,574 SH   DFND 14 2,135,305 7,748,269 0
ORACLE CORP COM 68389X105 3,091 61,649 SH   DFND 16 0 61,649 0
OPUS BK IRVINE CALIF COM 684000102 1,066 44,050 SH   DFND 14 2,530 41,520 0
ORASURE TECHNOLOGIES INC COM 68554V108 5,013 290,437 SH   DFND 14 111,912 178,525 0
ORBCOMM INC COM 68555P100 541 47,900 SH   DFND 10 47,900 0 0
ORBCOMM INC COM 68555P100 81 7,136 SH   DFND 14 7,136 0 0
ORBITAL ATK INC COM 68557N103 10,677 108,552 SH   DFND 14 19,166 89,386 0
ORBITAL ATK INC COM 68557N103 184 1,870 SH   DFND 16 0 1,870 0
ORION ENERGY SYSTEMS INC COM 686275108 132 103,000 SH   DFND 10 103,000 0 0
ORION GROUP HOLDINGS INC COM 68628V308 338 45,308 SH   DFND 14 5,038 40,270 0
ORITANI FINL CORP DEL COM 68633D103 43 2,543 SH   DFND 10 2,543 0 0
ORITANI FINL CORP DEL COM 68633D103 4,662 273,422 SH   DFND 14 10,340 263,082 0
ORMAT TECHNOLOGIES INC COM 686688102 1,620 27,607 SH   DFND 14 3,627 23,980 0
ORMAT TECHNOLOGIES INC COM 686688102 340 5,800 SH   DFND 18 0 5,800 0
OSHKOSH CORP COM 688239201 74,299 1,078,675 SH   DFND 14 154,242 924,433 0
OSHKOSH CORP COM 688239201 889 12,900 SH   DFND 16 0 12,900 0
OTTER TAIL CORP COM 689648103 552 13,940 SH   DFND 14 4,440 9,500 0
OUTFRONT MEDIA INC COM 69007J106 16,787 726,091 SH   DFND 14 43,612 682,479 0
OUTFRONT MEDIA INC COM 69007J106 284 12,300 SH   DFND 16 0 12,300 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 92 34,620 SH   DFND 14 4,920 29,700 0
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 38 14,300 SH   DFND 16 0 14,300 0
OWENS & MINOR INC NEW COM 690732102 1,328 41,245 SH   DFND 14 11,389 29,856 0
OWENS CORNING NEW COM 690742101 15,682 234,340 SH   DFND 14 18,840 215,500 0
OWENS ILL INC COM NEW 690768403 80,737 3,375,305 SH   DFND 14 448,580 2,926,725 0
OWENS ILL INC COM NEW 690768403 665 27,800 SH   DFND 16 0 27,800 0
OXFORD INDS INC COM 691497309 2,375 38,011 SH   DFND 14 3,079 34,932 0
PBF ENERGY INC CL A 69318G106 1,497 67,235 SH   DFND 14 13,880 53,355 0
PC CONNECTION INC COM 69318J100 1,800 66,514 SH   DFND 14 26,614 39,900 0
PC CONNECTION INC COM 69318J100 16 600 SH   DFND 16 0 600 0
PC-TEL INC COM 69325Q105 410 57,900 SH   DFND 10 57,900 0 0
PC-TEL INC COM 69325Q105 10 1,400 SH   DFND 14 1,400 0 0
PDC ENERGY INC COM 69327R101 4,101 95,122 SH   DFND 14 10,188 84,934 0
PDL BIOPHARMA INC COM 69329Y104 2,063 835,134 SH   DFND 14 161,434 673,700 0
PDL BIOPHARMA INC COM 69329Y104 73 29,500 SH   DFND 16 0 29,500 0
PG&E CORP COM 69331C108 1,179 17,770 SH   DFND 10 17,770 0 0
PG&E CORP COM 69331C108 51,725 779,345 SH   DFND 14 240,458 538,887 0
PG&E CORP COM 69331C108 76 1,140 SH   DFND 16 0 1,140 0
PG&E CORP COM 69331C108 637 9,600 SH   DFND 18 0 9,600 0
PGT INNOVATIONS INC COM 69336V101 1,373 107,240 SH   DFND 14 7,600 99,640 0
PNC FINL SVCS GROUP INC COM 693475105 1,736 13,900 SH   DFND 10 13,900 0 0
PNC FINL SVCS GROUP INC COM 693475105 277,718 2,224,054 SH   DFND 14 431,686 1,792,368 0
PNC FINL SVCS GROUP INC COM 693475105 1,931 15,465 SH   DFND 16 0 15,465 0
PNM RES INC COM 69349H107 368 9,627 SH   DFND 10 9,627 0 0
PNM RES INC COM 69349H107 2,062 53,921 SH   DFND 14 15,124 38,797 0
PPG INDS INC COM 693506107 39,656 360,643 SH   DFND 14 120,564 240,079 0
PPG INDS INC COM 693506107 63 570 SH   DFND 16 0 570 0
PPG INDS INC COM 693506107 660 6,000 SH   DFND 18 0 6,000 0
PPL CORP COM 69351T106 385 9,950 SH   DFND 10 9,950 0 0
PPL CORP COM 69351T106 165,088 4,270,254 SH   DFND 14 755,833 3,514,421 0
PPL CORP COM 69351T106 1,398 36,150 SH   DFND 16 0 36,150 0
PRA HEALTH SCIENCES INC COM 69354M108 227 3,020 SH   DFND 10 3,020 0 0
PRA HEALTH SCIENCES INC COM 69354M108 11,327 151,000 SH   DFND 14 49,300 101,700 0
PRA HEALTH SCIENCES INC COM 69354M108 983 13,100 SH   DFND 16 0 13,100 0
PRA GROUP INC COM 69354N106 2,968 78,319 SH   DFND 14 7,967 70,352 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,596 34,719 SH   DFND 14 4,047 30,672 0
PVH CORP COM 693656100 435 3,800 SH   DFND 10 3,800 0 0
PVH CORP COM 693656100 127,041 1,109,525 SH   DFND 14 176,158 933,367 0
PVH CORP COM 693656100 546 4,770 SH   DFND 16 0 4,770 0
PTC THERAPEUTICS INC COM 69366J200 154 8,425 SH   DFND 10 8,425 0 0
PTC THERAPEUTICS INC COM 69366J200 47 2,590 SH   DFND 14 2,590 0 0
PTC INC COM 69370C100 3,993 72,433 SH   DFND 14 16,032 56,401 0
PACCAR INC COM 693718108 50,458 764,055 SH   DFND 14 190,161 573,894 0
PACCAR INC COM 693718108 48 720 SH   DFND 16 0 720 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 94 15,098 SH   DFND 10 15,098 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 3,631 580,973 SH   DFND 14 160,573 420,400 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 496 79,400 SH   DFND 16 0 79,400 0
PACKAGING CORP AMER COM 695156109 42,662 382,995 SH   DFND 14 82,722 300,273 0
PACKAGING CORP AMER COM 695156109 234 2,100 SH   DFND 16 0 2,100 0
PACWEST BANCORP DEL COM 695263103 28,142 602,614 SH   DFND 14 103,176 499,438 0
PACWEST BANCORP DEL COM 695263103 126 2,700 SH   DFND 16 0 2,700 0
PALO ALTO NETWORKS INC COM 697435105 803 6,000 SH   DFND 14 5,890 110 0
PANDORA MEDIA INC COM 698354107 109 12,275 SH   DFND 14 12,275 0 0
PANERA BREAD CO CL A 69840W108 4,282 13,608 SH   DFND 14 3,151 10,457 0
PAPA JOHNS INTL INC COM 698813102 754 10,514 SH   DFND 10 10,514 0 0
PAPA JOHNS INTL INC COM 698813102 28,474 396,793 SH   DFND 14 111,824 284,969 0
PAPA JOHNS INTL INC COM 698813102 919 12,800 SH   DFND 16 0 12,800 0
PARAMOUNT GROUP INC COM 69924R108 267 16,700 SH   DFND 14 13,000 3,700 0
PAREXEL INTL CORP COM 699462107 2,979 34,279 SH   DFND 14 9,558 24,721 0
PARK ELECTROCHEMICAL CORP COM 700416209 588 31,900 SH   DFND 14 3,565 28,335 0
PARK HOTELS RESORTS INC COM 700517105 36,145 1,340,697 SH   DFND 14 199,107 1,141,590 0
PARK HOTELS RESORTS INC COM 700517105 636 23,600 SH   DFND 16 0 23,600 0
PARK HOTELS RESORTS INC COM 700517105 52,105 1,932,694 SH   DFND 3 306,888 1,625,806 0
PARKER DRILLING CO COM 701081101 15 11,137 SH   DFND 14 11,137 0 0
PARKER HANNIFIN CORP COM 701094104 1,259 7,880 SH   DFND 10 7,880 0 0
PARKER HANNIFIN CORP COM 701094104 30,258 189,328 SH   DFND 14 63,073 126,255 0
PARKER HANNIFIN CORP COM 701094104 48 302 SH   DFND 16 0 302 0
PARKWAY INC COM 70156Q107 1,709 74,654 SH   DFND 14 8,304 66,350 0
PARSLEY ENERGY INC CL A 701877102 365 13,170 SH   DFND 14 12,870 300 0
PARTY CITY HOLDCO INC COM 702149105 907 57,980 SH   DFND 14 3,080 54,900 0
PATRICK INDS INC COM 703343103 654 8,973 SH   DFND 10 8,973 0 0
PATRICK INDS INC COM 703343103 9,335 128,140 SH   DFND 14 38,260 89,880 0
PATTERSON COMPANIES INC COM 703395103 5,261 112,045 SH   DFND 14 37,603 74,442 0
PATTERSON COMPANIES INC COM 703395103 8 175 SH   DFND 16 0 175 0
PATTERSON UTI ENERGY INC COM 703481101 179 8,860 SH   DFND 10 8,860 0 0
PATTERSON UTI ENERGY INC COM 703481101 2,069 102,479 SH   DFND 14 21,935 80,544 0
PAYCHEX INC COM 704326107 25,078 440,436 SH   DFND 14 150,058 290,378 0
PAYCHEX INC COM 704326107 38 675 SH   DFND 16 0 675 0
PAYCOM SOFTWARE INC COM 70432V102 979 14,310 SH   DFND 14 6,610 7,700 0
PAYCOM SOFTWARE INC COM 70432V102 75 1,100 SH   DFND 16 0 1,100 0
PAYPAL HLDGS INC COM 70450Y103 1,249 23,275 SH   DFND 10 23,275 0 0
PAYPAL HLDGS INC COM 70450Y103 83,186 1,549,948 SH   DFND 14 526,423 1,023,525 0
PAYPAL HLDGS INC COM 70450Y103 130 2,425 SH   DFND 16 0 2,425 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,564 81,929 SH   DFND 14 8,850 73,079 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 197 6,300 SH   DFND 16 0 6,300 0
PEBBLEBROOK HOTEL TR COM 70509V100 736 22,828 SH   DFND 14 11,928 10,900 0
PEGASYSTEMS INC COM 705573103 274 4,696 SH   DFND 14 4,696 0 0
PENDRELL CORP CL A NEW 70686R302 297 41,010 SH   DFND 10 41,010 0 0
PENDRELL CORP CL A NEW 70686R302 7 970 SH   DFND 14 970 0 0
PENN NATL GAMING INC COM 707569109 6,865 320,794 SH   DFND 14 14,854 305,940 0
PENNEY J C INC COM 708160106 2,420 520,496 SH   DFND 14 50,957 469,539 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,326 117,166 SH   DFND 14 11,756 105,410 0
PENNYMAC MTG INVT TR COM 70931T103 3,406 186,200 SH   DFND 14 105,500 80,700 0
PENNYMAC MTG INVT TR COM 70931T103 148 8,100 SH   DFND 16 0 8,100 0
PENNYMAC FINL SVCS INC CL A 70932B101 683 40,925 SH   DFND 14 1,010 39,915 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 14,029 319,494 SH   DFND 14 28,830 290,664 0
PENUMBRA INC COM 70975L107 252 2,877 SH   DFND 14 2,877 0 0
PEOPLES BANCORP INC COM 709789101 361 11,234 SH   DFND 14 1,834 9,400 0
PEOPLES BANCORP INC COM 709789101 183 5,700 SH   DFND 16 0 5,700 0
PEOPLES UNITED FINANCIAL INC COM 712704105 9,823 556,202 SH   DFND 14 155,751 400,451 0
PEOPLES UNITED FINANCIAL INC COM 712704105 12 660 SH   DFND 16 0 660 0
PEPSICO INC COM 713448108 333 2,880 SH   DFND 10 2,880 0 0
PEPSICO INC COM 713448108 396,389 3,432,234 SH   DFND 14 915,576 2,516,658 0
PEPSICO INC COM 713448108 1,610 13,939 SH   DFND 16 0 13,939 0
PEPSICO INC COM 713448108 583 5,050 SH   DFND 18 0 5,050 0
PERFICIENT INC COM 71375U101 1,096 58,798 SH   DFND 14 5,610 53,188 0
PERFORMANCE FOOD GROUP CO COM 71377A103 377 13,750 SH   DFND 14 7,960 5,790 0
PERKINELMER INC COM 714046109 10,336 151,683 SH   DFND 14 52,429 99,254 0
PERKINELMER INC COM 714046109 14 200 SH   DFND 16 0 200 0
PETMED EXPRESS INC COM 716382106 4,981 122,694 SH   DFND 14 20,461 102,233 0
PETMED EXPRESS INC COM 716382106 146 3,600 SH   DFND 16 0 3,600 0
PFIZER INC COM 717081103 2,296 68,340 SH   DFND 10 68,340 0 0
PFIZER INC COM 717081103 314,620 9,366,480 SH   DFND 14 2,933,859 6,432,621 0
PFIZER INC COM 717081103 437 13,017 SH   DFND 16 0 13,017 0
PFIZER INC COM 717081103 21,827 649,800 SH   DFND 18 0 649,800 0
PHARMERICA CORP COM 71714F104 1,376 52,409 SH   DFND 14 5,286 47,123 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 3,304 89,170 SH   DFND 14 2,980 86,190 0
PHILIP MORRIS INTL INC COM 718172109 245,273 2,088,316 SH   DFND 14 744,371 1,343,945 0
PHILIP MORRIS INTL INC COM 718172109 401 3,415 SH   DFND 16 0 3,415 0
PHILIP MORRIS INTL INC COM 718172109 681 5,800 SH   DFND 18 0 5,800 0
PHILLIPS 66 COM 718546104 61,751 746,779 SH   DFND 14 223,270 523,509 0
PHILLIPS 66 COM 718546104 78 946 SH   DFND 16 0 946 0
PHILLIPS 66 COM 718546104 1,348 16,300 SH   DFND 18 0 16,300 0
PHYSICIANS RLTY TR COM 71943U104 327 16,230 SH   DFND 14 16,230 0 0
PHYSICIANS RLTY TR COM 71943U104 41,402 2,055,734 SH   DFND 3 307,961 1,747,773 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 419 19,896 SH   DFND 10 19,896 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,156 434,337 SH   DFND 14 56,037 378,300 0
PIER 1 IMPORTS INC COM 720279108 1,517 292,387 SH   DFND 14 25,587 266,800 0
PILGRIMS PRIDE CORP NEW COM 72147K108 6,634 302,645 SH   DFND 14 28,645 274,000 0
PIMCO ETF TR ACTIVE BD ETF 72201R775 1,691 15,950 SH   DFND 18 0 15,950 0
PINNACLE FINL PARTNERS INC COM 72346Q104 2,792 44,452 SH   DFND 14 9,582 34,870 0
PINNACLE WEST CAP CORP COM 723484101 13,368 156,977 SH   DFND 14 52,043 104,934 0
PINNACLE WEST CAP CORP COM 723484101 19 225 SH   DFND 16 0 225 0
PINNACLE FOODS INC DEL COM 72348P104 552 9,290 SH   DFND 14 9,290 0 0
PINNACLE FOODS INC DEL COM 72348P104 222 3,730 SH   DFND 18 0 3,730 0
PINNACLE ENTMT INC NEW COM 72348Y105 788 39,897 SH   DFND 14 39,897 0 0
PIONEER ENERGY SVCS CORP COM 723664108 256 124,879 SH   DFND 14 11,193 113,686 0
PIONEER NAT RES CO COM 723787107 37,515 235,085 SH   DFND 14 80,862 154,223 0
PIONEER NAT RES CO COM 723787107 61 385 SH   DFND 16 0 385 0
PIONEER NAT RES CO COM 723787107 1,085 6,800 SH   DFND 18 0 6,800 0
PIPER JAFFRAY COS COM 724078100 546 9,109 SH   DFND 10 9,109 0 0
PIPER JAFFRAY COS COM 724078100 10,039 167,457 SH   DFND 14 2,731 164,726 0
PITNEY BOWES INC COM 724479100 22,295 1,476,500 SH   DFND 14 271,580 1,204,920 0
PITNEY BOWES INC COM 724479100 83 5,500 SH   DFND 16 0 5,500 0
PLANTRONICS INC NEW COM 727493108 23,837 455,696 SH   DFND 14 114,251 341,445 0
PLANTRONICS INC NEW COM 727493108 1,062 20,300 SH   DFND 16 0 20,300 0
PLEXUS CORP COM 729132100 2,999 57,042 SH   DFND 14 5,839 51,203 0
PLUG POWER INC COM NEW 72919P202 34 16,910 SH   DFND 14 16,910 0 0
PLY GEM HLDGS INC COM 72941W100 498 27,760 SH   DFND 14 2,460 25,300 0
POLARIS INDS INC COM 731068102 4,742 51,415 SH   DFND 14 8,204 43,211 0
POLYONE CORP COM 73179P106 18,956 489,303 SH   DFND 14 87,926 401,377 0
POLYONE CORP COM 73179P106 442 11,400 SH   DFND 16 0 11,400 0
POLYONE CORP COM 73179P106 411 10,600 SH   DFND 18 0 10,600 0
POOL CORPORATION COM 73278L105 29,668 252,344 SH   DFND 14 45,742 206,602 0
POOL CORPORATION COM 73278L105 149 1,270 SH   DFND 16 0 1,270 0
POPULAR INC COM NEW 733174700 22,475 538,835 SH   DFND 14 125,315 413,520 0
POPULAR INC COM NEW 733174700 521 12,500 SH   DFND 16 0 12,500 0
PORTLAND GEN ELEC CO COM NEW 736508847 455 9,969 SH   DFND 14 9,969 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 300 5,336 SH   DFND 14 5,336 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 4,763 84,800 SH   DFND 18 0 84,800 0
POST HLDGS INC COM 737446104 6,216 80,048 SH   DFND 14 13,110 66,938 0
POTBELLY CORP COM 73754Y100 787 68,400 SH   DFND 14 15,400 53,000 0
POTBELLY CORP COM 73754Y100 123 10,700 SH   DFND 16 0 10,700 0
POTLATCH CORP NEW COM 737630103 6,605 144,538 SH   DFND 14 7,709 136,829 0
POWELL INDS INC COM 739128106 465 14,537 SH   DFND 14 1,565 12,972 0
POWER INTEGRATIONS INC COM 739276103 4,044 55,472 SH   DFND 14 5,359 50,113 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 3,192 140,000 SH   DFND 14 0 140,000 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 5,005 219,500 SH   DFND 16 0 219,500 0
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 278 12,530 SH   DFND 18 0 12,530 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 13,025 861,988 SH   DFND 14 0 861,988 0
POWERSHARES ETF TR II S&P500 LOW VOL 73937B779 335 7,500 SH   DFND 18 0 7,500 0
PRAXAIR INC COM 74005P104 53,320 402,265 SH   DFND 14 133,821 268,444 0
PRAXAIR INC COM 74005P104 84 630 SH   DFND 16 0 630 0
PRAXAIR INC COM 74005P104 756 5,700 SH   DFND 18 0 5,700 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 2,627 49,130 SH   DFND 14 12,230 36,900 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 209 3,900 SH   DFND 16 0 3,900 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 5,254 99,493 SH   DFND 14 44,813 54,680 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 48 900 SH   DFND 16 0 900 0
PRICE T ROWE GROUP INC COM 74144T108 27,073 364,818 SH   DFND 14 114,728 250,090 0
PRICE T ROWE GROUP INC COM 74144T108 38 517 SH   DFND 16 0 517 0
PRICELINE GRP INC COM NEW 741503403 468 250 SH   DFND 10 250 0 0
PRICELINE GRP INC COM NEW 741503403 129,045 68,989 SH   DFND 14 23,235 45,754 0
PRICELINE GRP INC COM NEW 741503403 217 116 SH   DFND 16 0 116 0
PRICELINE GRP INC COM NEW 741503403 337 180 SH   DFND 18 0 180 0
PRICESMART INC COM 741511109 318 3,632 SH   DFND 14 2,632 1,000 0
PRIMERICA INC COM 74164M108 2,308 30,471 SH   DFND 14 8,191 22,280 0
PRIMERICA INC COM 74164M108 235 3,100 SH   DFND 18 0 3,100 0
PRINCIPAL FINL GROUP INC COM 74251V102 59,476 928,301 SH   DFND 14 164,594 763,707 0
PRINCIPAL FINL GROUP INC COM 74251V102 556 8,675 SH   DFND 16 0 8,675 0
PROASSURANCE CORP COM 74267C106 6,122 100,690 SH   DFND 14 7,006 93,684 0
PROCTER AND GAMBLE CO COM 742718109 665 7,625 SH   DFND 10 7,625 0 0
PROCTER AND GAMBLE CO COM 742718109 487,636 5,595,361 SH   DFND 14 1,439,287 4,156,074 0
PROCTER AND GAMBLE CO COM 742718109 1,432 16,432 SH   DFND 16 0 16,432 0
PROCTER AND GAMBLE CO COM 742718109 828 9,500 SH   DFND 18 0 9,500 0
PROGENICS PHARMACEUTICALS IN COM 743187106 783 115,372 SH   DFND 14 10,142 105,230 0
PROGRESS SOFTWARE CORP COM 743312100 6,004 194,361 SH   DFND 14 21,397 172,964 0
PROGRESSIVE CORP OHIO COM 743315103 40,164 910,948 SH   DFND 14 271,196 639,752 0
PROGRESSIVE CORP OHIO COM 743315103 56 1,275 SH   DFND 16 0 1,275 0
PROLOGIS INC COM 74340W103 91,758 1,564,774 SH   DFND 14 450,374 1,114,400 0
PROLOGIS INC COM 74340W103 68 1,168 SH   DFND 16 0 1,168 0
PROLOGIS INC COM 74340W103 46,180 787,514 SH   DFND 3 120,214 667,300 0
PROOFPOINT INC COM 743424103 439 5,058 SH   DFND 14 5,058 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 126 15,500 SH   DFND 14 15,500 0 0
PROSPERITY BANCSHARES INC COM 743606105 10,522 163,796 SH   DFND 14 16,021 147,775 0
PROSPERITY BANCSHARES INC COM 743606105 13 200 SH   DFND 16 0 200 0
PROTO LABS INC COM 743713109 3,914 58,200 SH   DFND 14 3,710 54,490 0
PROVIDENCE SVC CORP COM 743815102 5,429 107,279 SH   DFND 14 25,283 81,996 0
PROVIDENCE SVC CORP COM 743815102 653 12,900 SH   DFND 16 0 12,900 0
PROVIDENT FINL SVCS INC COM 74386T105 11,085 436,745 SH   DFND 14 23,285 413,460 0
PRUDENTIAL FINL INC COM 744320102 69,424 641,979 SH   DFND 14 240,963 401,016 0
PRUDENTIAL FINL INC COM 744320102 2,027 18,740 SH   DFND 16 0 18,740 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 68,515 1,593,012 SH   DFND 14 305,726 1,287,286 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 303 7,050 SH   DFND 16 0 7,050 0
PUBLIC STORAGE COM 74460D109 43,370 207,981 SH   DFND 14 71,436 136,545 0
PUBLIC STORAGE COM 74460D109 70 335 SH   DFND 16 0 335 0
PUBLIC STORAGE COM 74460D109 46,699 223,946 SH   DFND 3 28,541 195,405 0
PULTE GROUP INC COM 745867101 915 37,300 SH   DFND 10 37,300 0 0
PULTE GROUP INC COM 745867101 20,069 818,140 SH   DFND 14 179,332 638,808 0
PULTE GROUP INC COM 745867101 14 583 SH   DFND 16 0 583 0
PUMA BIOTECHNOLOGY INC COM 74587V107 302 3,455 SH   DFND 14 3,410 45 0
QCR HOLDINGS INC COM 74727A104 2,143 45,210 SH   DFND 14 1,520 43,690 0
QCR HOLDINGS INC COM 74727A104 332 7,000 SH   DFND 16 0 7,000 0
QAD INC CL A 74727D306 174 5,435 SH   DFND 14 655 4,780 0
QAD INC CL A 74727D306 135 4,200 SH   DFND 16 0 4,200 0
QUAD / GRAPHICS INC COM CL A 747301109 7,600 331,576 SH   DFND 14 3,455 328,121 0
QUAKER CHEM CORP COM 747316107 3,400 23,412 SH   DFND 14 2,425 20,987 0
QEP RES INC COM 74733V100 28,268 2,798,825 SH   DFND 14 369,943 2,428,882 0
QEP RES INC COM 74733V100 76 7,500 SH   DFND 16 0 7,500 0
QTS RLTY TR INC COM CL A 74736A103 251 4,790 SH   DFND 14 4,790 0 0
QTS RLTY TR INC COM CL A 74736A103 34,619 661,560 SH   DFND 3 102,848 558,712 0
QORVO INC COM 74736K101 11,247 177,615 SH   DFND 14 61,373 116,242 0
QORVO INC COM 74736K101 19 300 SH   DFND 16 0 300 0
QUALCOMM INC COM 747525103 129,546 2,345,992 SH   DFND 14 730,838 1,615,154 0
QUALCOMM INC COM 747525103 177 3,200 SH   DFND 16 0 3,200 0
QUALITY CARE PPTYS INC COM 747545101 2,673 145,971 SH   DFND 14 24,113 121,858 0
QUALITY SYS INC COM 747582104 436 25,327 SH   DFND 10 25,327 0 0
QUALITY SYS INC COM 747582104 1,874 108,910 SH   DFND 14 8,030 100,880 0
QUALYS INC COM 74758T303 2,067 50,670 SH   DFND 14 5,080 45,590 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,220 57,696 SH   DFND 14 5,697 51,999 0
QUANTA SVCS INC COM 74762E102 6,646 201,879 SH   DFND 14 67,434 134,445 0
QUANTA SVCS INC COM 74762E102 8 250 SH   DFND 16 0 250 0
QUEST DIAGNOSTICS INC COM 74834L100 23,341 209,981 SH   DFND 14 64,612 145,369 0
QUEST DIAGNOSTICS INC COM 74834L100 31 275 SH   DFND 16 0 275 0
QUIDEL CORP COM 74838J101 2,320 85,493 SH   DFND 14 28,893 56,600 0
QUIDEL CORP COM 74838J101 79 2,900 SH   DFND 16 0 2,900 0
QUINSTREET INC COM 74874Q100 247 59,284 SH   DFND 14 6,934 52,350 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 906 10,121 SH   DFND 14 9,953 168 0
QUORUM HEALTH CORP COM 74909E106 190 45,830 SH   DFND 14 3,020 42,810 0
RAIT FINANCIAL TRUST COM NEW 749227609 762 348,066 SH   DFND 14 7,347 340,719 0
RAIT FINANCIAL TRUST COM NEW 749227609 31 14,200 SH   DFND 16 0 14,200 0
RLI CORP COM 749607107 4,138 75,764 SH   DFND 14 7,034 68,730 0
RLJ LODGING TR COM 74965L101 14,167 712,970 SH   DFND 14 14,670 698,300 0
RLJ LODGING TR COM 74965L101 483 24,300 SH   DFND 16 0 24,300 0
RPC INC COM 749660106 399 19,750 SH   DFND 10 19,750 0 0
RPC INC COM 749660106 87 4,310 SH   DFND 14 4,310 0 0
RMR GROUP INC CL A 74967R106 2,938 60,397 SH   DFND 14 12,057 48,340 0
RMR GROUP INC CL A 74967R106 331 6,800 SH   DFND 16 0 6,800 0
RH COM 74967X103 3,391 52,550 SH   DFND 14 5,290 47,260 0
RPM INTL INC COM 749685103 18,470 338,584 SH   DFND 14 45,622 292,962 0
RPM INTL INC COM 749685103 33 600 SH   DFND 16 0 600 0
RPX CORP COM 74972G103 273 19,554 SH   DFND 10 19,554 0 0
RPX CORP COM 74972G103 57 4,077 SH   DFND 14 4,077 0 0
RSP PERMIAN INC COM 74978Q105 271 8,400 SH   DFND 14 8,400 0 0
RADIAN GROUP INC COM 750236101 21,207 1,297,057 SH   DFND 14 105,391 1,191,666 0
RADIAN GROUP INC COM 750236101 512 31,300 SH   DFND 16 0 31,300 0
RADIANT LOGISTICS INC COM 75025X100 153 28,420 SH   DFND 14 2,520 25,900 0
RADNET INC COM 750491102 158 20,410 SH   DFND 14 3,910 16,500 0
RAMBUS INC DEL COM 750917106 2,141 187,291 SH   DFND 14 18,141 169,150 0
RALPH LAUREN CORP CL A 751212101 13,616 184,502 SH   DFND 14 35,016 149,486 0
RALPH LAUREN CORP CL A 751212101 10 132 SH   DFND 16 0 132 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 17,104 1,325,866 SH   DFND 14 234,566 1,091,300 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 837 64,900 SH   DFND 16 0 64,900 0
RANGE RES CORP COM 75281A109 5,828 251,551 SH   DFND 14 85,367 166,184 0
RANGE RES CORP COM 75281A109 9 400 SH   DFND 16 0 400 0
RAVEN INDS INC COM 754212108 2,510 75,384 SH   DFND 14 6,384 69,000 0
RAYMOND JAMES FINANCIAL INC COM 754730109 117,147 1,460,326 SH   DFND 14 252,611 1,207,715 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,677 20,900 SH   DFND 16 0 20,900 0
RAYONIER INC COM 754907103 15,683 545,106 SH   DFND 14 136,839 408,267 0
RAYONIER INC COM 754907103 86 3,000 SH   DFND 16 0 3,000 0
RAYONIER ADVANCED MATLS INC COM 75508B104 314 19,977 SH   DFND 10 19,977 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 2,529 160,873 SH   DFND 14 76,656 84,217 0
RAYTHEON CO COM NEW 755111507 66,872 414,120 SH   DFND 14 138,162 275,958 0
RAYTHEON CO COM NEW 755111507 103 639 SH   DFND 16 0 639 0
RBC BEARINGS INC COM 75524B104 268 2,638 SH   DFND 14 2,638 0 0
RE MAX HLDGS INC CL A 75524W108 1,666 29,720 SH   DFND 14 2,940 26,780 0
REALNETWORKS INC COM NEW 75605L708 713 164,700 SH   DFND 10 164,700 0 0
REALNETWORKS INC COM NEW 75605L708 13 2,954 SH   DFND 14 2,954 0 0
REALOGY HLDGS CORP COM 75605Y106 103 3,170 SH   DFND 14 3,170 0 0
REALOGY HLDGS CORP COM 75605Y106 136 4,200 SH   DFND 18 0 4,200 0
REALPAGE INC COM 75606N109 257 7,139 SH   DFND 14 6,349 790 0
REALTY INCOME CORP COM 756109104 22,180 401,954 SH   DFND 14 125,726 276,228 0
REALTY INCOME CORP COM 756109104 35 630 SH   DFND 16 0 630 0
RED HAT INC COM 756577102 24,301 253,796 SH   DFND 14 83,588 170,208 0
RED HAT INC COM 756577102 37 390 SH   DFND 16 0 390 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,451 22,237 SH   DFND 14 2,474 19,763 0
REDWOOD TR INC COM 758075402 7,310 429,002 SH   DFND 14 7,902 421,100 0
REDWOOD TR INC COM 758075402 199 11,700 SH   DFND 16 0 11,700 0
REGAL BELOIT CORP COM 758750103 46,059 564,799 SH   DFND 14 76,492 488,307 0
REGAL BELOIT CORP COM 758750103 106 1,300 SH   DFND 16 0 1,300 0
REGAL ENTMT GROUP CL A 758766109 552 26,984 SH   DFND 14 5,084 21,900 0
REGENCY CTRS CORP COM 758849103 12,543 200,233 SH   DFND 14 69,337 130,896 0
REGENCY CTRS CORP COM 758849103 19 305 SH   DFND 16 0 305 0
REGENERON PHARMACEUTICALS COM 75886F107 51,530 104,919 SH   DFND 14 35,928 68,991 0
REGENERON PHARMACEUTICALS COM 75886F107 83 170 SH   DFND 16 0 170 0
REGENERON PHARMACEUTICALS COM 75886F107 15,667 31,899 SH   DFND 18 0 31,899 0
REGIS CORP MINN COM 758932107 603 58,730 SH   DFND 14 6,023 52,707 0
REGIONAL MGMT CORP COM 75902K106 164 6,953 SH   DFND 10 6,953 0 0
REGIONAL MGMT CORP COM 75902K106 1,712 72,440 SH   DFND 14 1,040 71,400 0
REGIONS FINL CORP NEW COM 7591EP100 54,907 3,750,509 SH   DFND 14 728,288 3,022,221 0
REGIONS FINL CORP NEW COM 7591EP100 38 2,616 SH   DFND 16 0 2,616 0
REINSURANCE GROUP AMER INC COM NEW 759351604 19,439 151,405 SH   DFND 14 12,472 138,933 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 54,386 746,956 SH   DFND 14 98,309 648,647 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 342 4,700 SH   DFND 16 0 4,700 0
RENASANT CORP COM 75970E107 225 5,133 SH   DFND 14 5,133 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 3,059 236,250 SH   DFND 14 36,040 200,210 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 281 21,700 SH   DFND 16 0 21,700 0
REPLIGEN CORP COM 759916109 281 6,776 SH   DFND 10 6,776 0 0
REPLIGEN CORP COM 759916109 3,770 90,965 SH   DFND 14 6,285 84,680 0
RENT A CTR INC NEW COM 76009N100 1,030 87,875 SH   DFND 14 8,097 79,778 0
REPUBLIC BANCORP KY CL A 760281204 905 25,347 SH   DFND 14 12,647 12,700 0
REPUBLIC BANCORP KY CL A 760281204 93 2,600 SH   DFND 16 0 2,600 0
REPUBLIC SVCS INC COM 760759100 20,389 319,922 SH   DFND 14 108,291 211,631 0
REPUBLIC SVCS INC COM 760759100 32 501 SH   DFND 16 0 501 0
RESMED INC COM 761152107 10,279 131,997 SH   DFND 14 19,388 112,609 0
RESOURCE CAP CORP COM NEW 76120W708 1,422 139,872 SH   DFND 14 26,002 113,870 0
RESOURCE CAP CORP COM NEW 76120W708 83 8,200 SH   DFND 16 0 8,200 0
RESOURCES CONNECTION INC COM 76122Q105 856 62,488 SH   DFND 14 4,638 57,850 0
RETROPHIN INC COM 761299106 775 39,970 SH   DFND 14 2,820 37,150 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 3,573 186,181 SH   DFND 14 20,221 165,960 0
RETAIL PPTYS AMER INC CL A 76131V202 1,853 151,800 SH   DFND 14 19,100 132,700 0
RETAIL PPTYS AMER INC CL A 76131V202 56,446 4,622,897 SH   DFND 3 698,831 3,924,066 0
REX AMERICAN RESOURCES CORP COM 761624105 464 4,804 SH   DFND 10 4,804 0 0
REX AMERICAN RESOURCES CORP COM 761624105 6,901 71,472 SH   DFND 14 16,003 55,469 0
REX AMERICAN RESOURCES CORP COM 761624105 299 3,100 SH   DFND 16 0 3,100 0
REXNORD CORP NEW COM 76169B102 230 9,900 SH   DFND 14 9,900 0 0
REXFORD INDL RLTY INC COM 76169C100 191 6,970 SH   DFND 14 6,970 0 0
REXFORD INDL RLTY INC COM 76169C100 43,291 1,577,659 SH   DFND 3 254,569 1,323,090 0
REYNOLDS AMERICAN INC COM 761713106 60,838 935,391 SH   DFND 14 393,616 541,775 0
REYNOLDS AMERICAN INC COM 761713106 118 1,814 SH   DFND 16 0 1,814 0
REYNOLDS AMERICAN INC COM 761713106 195 3,000 SH   DFND 18 0 3,000 0
RICE ENERGY INC COM 762760106 257 9,650 SH   DFND 14 9,650 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 31 11,312 SH   DFND 14 11,312 0 0
RINGCENTRAL INC CL A 76680R206 382 10,460 SH   DFND 14 7,060 3,400 0
RITE AID CORP COM 767754104 204 69,094 SH   DFND 14 69,094 0 0
RITE AID CORP COM 767754104 103 35,000 SH   DFND 18 0 35,000 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 2,551 350,941 SH   DFND 14 4,851 346,090 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 288 39,600 SH   DFND 16 0 39,600 0
ROBERT HALF INTL INC COM 770323103 8,458 176,458 SH   DFND 14 59,987 116,471 0
ROBERT HALF INTL INC COM 770323103 12 250 SH   DFND 16 0 250 0
ROCKWELL AUTOMATION INC COM 773903109 1,122 6,930 SH   DFND 10 6,930 0 0
ROCKWELL AUTOMATION INC COM 773903109 34,564 213,412 SH   DFND 14 61,595 151,817 0
ROCKWELL AUTOMATION INC COM 773903109 159 980 SH   DFND 16 0 980 0
ROCKWELL COLLINS INC COM 774341101 23,453 223,189 SH   DFND 14 76,175 147,014 0
ROCKWELL COLLINS INC COM 774341101 39 370 SH   DFND 16 0 370 0
ROGERS CORP COM 775133101 3,585 33,009 SH   DFND 14 3,253 29,756 0
ROLLINS INC COM 775711104 2,490 61,174 SH   DFND 14 14,303 46,871 0
ROPER TECHNOLOGIES INC COM 776696106 33,180 143,306 SH   DFND 14 48,183 95,123 0
ROPER TECHNOLOGIES INC COM 776696106 56 240 SH   DFND 16 0 240 0
ROSETTA STONE INC COM 777780107 610 56,600 SH   DFND 10 56,600 0 0
ROSETTA STONE INC COM 777780107 108 9,980 SH   DFND 14 1,180 8,800 0
ROSS STORES INC COM 778296103 101,934 1,765,699 SH   DFND 14 414,803 1,350,896 0
ROSS STORES INC COM 778296103 750 13,000 SH   DFND 16 0 13,000 0
ROYAL GOLD INC COM 780287108 7,871 100,689 SH   DFND 14 9,147 91,542 0
RUBICON PROJ INC COM 78112V102 307 59,746 SH   DFND 10 59,746 0 0
RUBICON PROJ INC COM 78112V102 16 3,210 SH   DFND 14 3,210 0 0
RUBY TUESDAY INC COM 781182100 199 99,174 SH   DFND 14 9,555 89,619 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,394 61,020 SH   DFND 14 4,968 56,052 0
RUSH ENTERPRISES INC CL A 781846209 3,048 81,993 SH   DFND 14 11,103 70,890 0
RUSH ENTERPRISES INC CL A 781846209 82 2,200 SH   DFND 16 0 2,200 0
RUSH ENTERPRISES INC CL B 781846308 202 5,550 SH   DFND 14 550 5,000 0
RUTHS HOSPITALITY GROUP INC COM 783332109 4,984 229,138 SH   DFND 14 51,495 177,643 0
RUTHS HOSPITALITY GROUP INC COM 783332109 428 19,700 SH   DFND 16 0 19,700 0
RYDER SYS INC COM 783549108 16,517 229,471 SH   DFND 14 25,121 204,350 0
RYERSON HLDG CORP COM 783754104 358 36,210 SH   DFND 14 10,310 25,900 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 14,487 226,329 SH   DFND 14 76,929 149,400 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 896 14,000 SH   DFND 16 0 14,000 0
S & T BANCORP INC COM 783859101 8,497 236,938 SH   DFND 14 6,375 230,563 0
S & T BANCORP INC COM 783859101 147 4,100 SH   DFND 16 0 4,100 0
S&P GLOBAL INC COM 78409V104 202,453 1,386,756 SH   DFND 14 250,110 1,136,646 0
S&P GLOBAL INC COM 78409V104 1,062 7,275 SH   DFND 16 0 7,275 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 4,101 30,400 SH   DFND 14 7,950 22,450 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 432 3,200 SH   DFND 18 0 3,200 0
SEI INVESTMENTS CO COM 784117103 14,516 269,916 SH   DFND 14 39,065 230,851 0
SEI INVESTMENTS CO COM 784117103 43 800 SH   DFND 16 0 800 0
SJW GROUP COM 784305104 84 1,713 SH   DFND 10 1,713 0 0
SJW GROUP COM 784305104 4,632 94,178 SH   DFND 14 28,748 65,430 0
SJW GROUP COM 784305104 526 10,700 SH   DFND 16 0 10,700 0
SL GREEN RLTY CORP COM 78440X101 14,938 141,192 SH   DFND 14 48,714 92,478 0
SL GREEN RLTY CORP COM 78440X101 23 220 SH   DFND 16 0 220 0
SL GREEN RLTY CORP COM 78440X101 63,676 601,853 SH   DFND 3 97,082 504,771 0
SLM CORP COM 78442P106 12,986 1,129,205 SH   DFND 14 226,930 902,275 0
SLM CORP COM 78442P106 62 5,400 SH   DFND 16 0 5,400 0
SM ENERGY CO COM 78454L100 1,035 62,585 SH   DFND 14 12,006 50,579 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 112,946 467,106 SH   DFND 10 467,106 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 343,326 1,419,875 SH   DFND 14 161,480 1,258,395 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 575 2,380 SH   DFND 16 0 2,380 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,770 7,322 SH   DFND 18 0 7,322 0
SPX CORP COM 784635104 14,831 589,481 SH   DFND 14 284,483 304,998 0
SPX CORP COM 784635104 470 18,700 SH   DFND 16 0 18,700 0
SPS COMM INC COM 78463M107 1,868 29,299 SH   DFND 14 3,089 26,210 0
SPDR GOLD TRUST GOLD SHS 78463V107 720 6,100 SH   DFND 18 0 6,100 0
SPDR INDEX SHS FDS STOXX EUR 50 ET 78463X103 1,867 55,000 SH   DFND 18 0 55,000 0
SPDR SERIES TRUST BLOMBRG BRC INT 78464A151 952 28,631 SH   DFND 18 0 28,631 0
SPDR SERIES TRUST BLMBRG BRC CNVR 78464A359 39,142 788,842 SH   DFND 14 0 788,842 0
SPDR SERIES TRUST BLMBRG BRC CNVR 78464A359 774 15,600 SH   DFND 18 0 15,600 0
SPDR SERIES TRUST BLOOMBERG BRCLY 78464A417 4,743 127,500 SH   DFND 14 0 127,500 0
SPDR SERIES TRUST BLOMBERG INTL T 78464A516 6,484 234,688 SH   DFND 18 0 234,688 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 527 17,600 SH   DFND 18 0 17,600 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 507 5,700 SH   DFND 14 0 5,700 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 6,398 166,564 SH   DFND 14 10,864 155,700 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 800 16,250 SH   DFND 18 0 16,250 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 612 2,868 SH   DFND 18 0 2,868 0
SP PLUS CORP COM 78469C103 2,755 90,166 SH   DFND 14 24,666 65,500 0
SP PLUS CORP COM 78469C103 86 2,800 SH   DFND 16 0 2,800 0
SPX FLOW INC COM 78469X107 5,994 162,521 SH   DFND 14 36,343 126,178 0
SRC ENERGY INC COM 78470V108 2,311 343,360 SH   DFND 14 36,270 307,090 0
SVB FINL GROUP COM 78486Q101 5,825 33,138 SH   DFND 14 7,327 25,811 0
SABRA HEALTH CARE REIT INC COM 78573L106 539 22,381 SH   DFND 10 22,381 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,672 110,875 SH   DFND 14 11,955 98,920 0
SABRA HEALTH CARE REIT INC COM 78573L106 495 20,553 SH   DFND 3 0 20,553 0
SABRE CORP COM 78573M104 2,798 128,530 SH   DFND 14 28,090 100,440 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 298 25,000 SH   DFND 10 25,000 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 27 2,281 SH   DFND 14 2,281 0 0
SAFETY INS GROUP INC COM 78648T100 2,401 35,154 SH   DFND 14 6,345 28,809 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 409 8,934 SH   DFND 14 624 8,310 0
SAGE THERAPEUTICS INC COM 78667J108 347 4,358 SH   DFND 14 3,648 710 0
SAIA INC COM 78709Y105 2,226 43,388 SH   DFND 14 4,778 38,610 0
SALESFORCE COM INC COM 79466L302 78,788 909,789 SH   DFND 14 312,796 596,993 0
SALESFORCE COM INC COM 79466L302 126 1,460 SH   DFND 16 0 1,460 0
SALLY BEAUTY HLDGS INC COM 79546E104 7,897 389,996 SH   DFND 14 22,634 367,362 0
SANDERSON FARMS INC COM 800013104 812 7,023 SH   DFND 10 7,023 0 0
SANDERSON FARMS INC COM 800013104 45,295 391,656 SH   DFND 14 36,845 354,811 0
SANDERSON FARMS INC COM 800013104 1,584 13,700 SH   DFND 16 0 13,700 0
SANDY SPRING BANCORP INC COM 800363103 2,564 63,048 SH   DFND 14 30,248 32,800 0
SANDY SPRING BANCORP INC COM 800363103 49 1,200 SH   DFND 16 0 1,200 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,026 16,260 SH   DFND 14 3,000 13,260 0
SANMINA CORPORATION COM 801056102 758 19,887 SH   DFND 10 19,887 0 0
SANMINA CORPORATION COM 801056102 32,928 864,239 SH   DFND 14 122,385 741,854 0
SANMINA CORPORATION COM 801056102 758 19,900 SH   DFND 16 0 19,900 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,145 89,747 SH   DFND 14 16,447 73,300 0
SAP SE SPON ADR 803054204 511 4,880 SH   DFND 10 4,880 0 0
SAUL CTRS INC COM 804395101 1,268 21,878 SH   DFND 14 2,368 19,510 0
SCANA CORP NEW COM 80589M102 24,639 367,691 SH   DFND 14 77,595 290,096 0
SCANA CORP NEW COM 80589M102 24 360 SH   DFND 16 0 360 0
SCANSOURCE INC COM 806037107 12,418 308,129 SH   DFND 14 12,486 295,643 0
SCANSOURCE INC COM 806037107 294 7,300 SH   DFND 16 0 7,300 0
SCHEIN HENRY INC COM 806407102 20,023 109,403 SH   DFND 14 37,437 71,966 0
SCHEIN HENRY INC COM 806407102 35 190 SH   DFND 16 0 190 0
SCHLUMBERGER LTD COM 806857108 138,897 2,109,615 SH   DFND 14 671,064 1,438,551 0
SCHLUMBERGER LTD COM 806857108 202 3,075 SH   DFND 16 0 3,075 0
SCHNITZER STL INDS CL A 806882106 467 18,544 SH   DFND 10 18,544 0 0
SCHNITZER STL INDS CL A 806882106 4,457 176,873 SH   DFND 14 2,673 174,200 0
SCHOLASTIC CORP COM 807066105 2,010 46,107 SH   DFND 14 4,891 41,216 0
SCHULMAN A INC COM 808194104 11,072 345,989 SH   DFND 14 54,288 291,701 0
SCHULMAN A INC COM 808194104 634 19,800 SH   DFND 16 0 19,800 0
SCHWAB CHARLES CORP NEW COM 808513105 72,321 1,683,448 SH   DFND 14 570,237 1,113,211 0
SCHWAB CHARLES CORP NEW COM 808513105 113 2,625 SH   DFND 16 0 2,625 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 10,237 274,969 SH   DFND 14 10,286 264,683 0
SCIENCE APPLICATNS INTL CP N COM 808625107 420 6,047 SH   DFND 10 6,047 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 36,341 523,501 SH   DFND 14 126,825 396,676 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,027 14,800 SH   DFND 16 0 14,800 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,049 95,337 SH   DFND 14 8,157 87,180 0
SCIENTIFIC GAMES CORP CL A 80874P109 118 4,514 SH   DFND 10 4,514 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 2,283 87,460 SH   DFND 14 9,167 78,293 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,483 27,758 SH   DFND 14 6,172 21,586 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,701 95,497 SH   DFND 14 10,241 85,256 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 428 6,270 SH   DFND 10 6,270 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 10,119 148,137 SH   DFND 14 46,785 101,352 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 12 175 SH   DFND 16 0 175 0
SEABOARD CORP COM 811543107 216 54 SH   DFND 14 24 30 0
SEACHANGE INTL INC COM 811699107 249 93,500 SH   DFND 10 93,500 0 0
SEACHANGE INTL INC COM 811699107 5 2,000 SH   DFND 14 2,000 0 0
SEACOR HOLDINGS INC COM 811904101 948 27,629 SH   DFND 14 2,764 24,865 0
SEALED AIR CORP NEW COM 81211K100 12,053 269,278 SH   DFND 14 91,673 177,605 0
SEALED AIR CORP NEW COM 81211K100 17 382 SH   DFND 16 0 382 0
SEATTLE GENETICS INC COM 812578102 325 6,291 SH   DFND 14 6,191 100 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 258 4,800 SH   DFND 18 0 4,800 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 1,073 13,540 SH   DFND 18 0 13,540 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 582 10,600 SH   DFND 18 0 10,600 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 953 10,630 SH   DFND 18 0 10,630 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 26,812 413,000 SH   DFND 14 0 413,000 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 909 14,000 SH   DFND 18 0 14,000 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 27,386 1,110,100 SH   DFND 14 0 1,110,100 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 878 35,581 SH   DFND 18 0 35,581 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 749 10,990 SH   DFND 18 0 10,990 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 1,643 30,029 SH   DFND 18 0 30,029 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 520 10,000 SH   DFND 18 0 10,000 0
SELECT COMFORT CORP COM 81616X103 2,592 73,045 SH   DFND 14 9,725 63,320 0
SELECT INCOME REIT COM SH BEN INT 81618T100 157 6,538 SH   DFND 10 6,538 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 15,863 660,148 SH   DFND 14 9,420 650,728 0
SELECT INCOME REIT COM SH BEN INT 81618T100 96 4,000 SH   DFND 16 0 4,000 0
SELECT MED HLDGS CORP COM 81619Q105 262 17,072 SH   DFND 10 17,072 0 0
SELECT MED HLDGS CORP COM 81619Q105 16,261 1,059,353 SH   DFND 14 147,418 911,935 0
SELECT MED HLDGS CORP COM 81619Q105 812 52,900 SH   DFND 16 0 52,900 0
SELECTIVE INS GROUP INC COM 816300107 10,394 207,680 SH   DFND 14 10,384 197,296 0
SELECTIVE INS GROUP INC COM 816300107 95 1,900 SH   DFND 16 0 1,900 0
SEMGROUP CORP CL A 81663A105 223 8,243 SH   DFND 14 8,243 0 0
SEMGROUP CORP CL A 81663A105 159 5,900 SH   DFND 18 0 5,900 0
SEMTECH CORP COM 816850101 17,858 499,535 SH   DFND 14 117,100 382,435 0
SEMTECH CORP COM 816850101 1,115 31,200 SH   DFND 16 0 31,200 0
SEMPRA ENERGY COM 816851109 40,001 354,780 SH   DFND 14 118,621 236,159 0
SEMPRA ENERGY COM 816851109 63 555 SH   DFND 16 0 555 0
SEMPRA ENERGY COM 816851109 180 1,600 SH   DFND 18 0 1,600 0
SENECA FOODS CORP NEW CL A 817070501 367 11,806 SH   DFND 14 1,350 10,456 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 50,294 2,460,573 SH   DFND 14 399,114 2,061,459 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 153 7,500 SH   DFND 16 0 7,500 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,971 96,437 SH   DFND 3 0 96,437 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,531 31,425 SH   DFND 14 8,633 22,792 0
SERVICE CORP INTL COM 817565104 24,066 719,474 SH   DFND 14 207,413 512,061 0
SERVICE CORP INTL COM 817565104 90 2,700 SH   DFND 16 0 2,700 0
SERVICE CORP INTL COM 817565104 308 9,200 SH   DFND 18 0 9,200 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 310 7,900 SH   DFND 14 7,900 0 0
SERVICENOW INC COM 81762P102 5,602 52,850 SH   DFND 14 10,330 42,520 0
SERVISFIRST BANCSHARES INC COM 81768T108 2,797 75,832 SH   DFND 14 8,602 67,230 0
SHAKE SHACK INC CL A 819047101 1,070 30,670 SH   DFND 14 2,620 28,050 0
SHERWIN WILLIAMS CO COM 824348106 170,132 484,761 SH   DFND 14 78,409 406,352 0
SHERWIN WILLIAMS CO COM 824348106 1,188 3,385 SH   DFND 16 0 3,385 0
SHERWIN WILLIAMS CO COM 824348106 983 2,800 SH   DFND 18 0 2,800 0
SHOE CARNIVAL INC COM 824889109 3,210 153,749 SH   DFND 14 2,291 151,458 0
SHORETEL INC COM 825211105 168 28,962 SH   DFND 14 8,215 20,747 0
SHUTTERFLY INC COM 82568P304 300 6,309 SH   DFND 10 6,309 0 0
SHUTTERFLY INC COM 82568P304 2,722 57,312 SH   DFND 14 6,097 51,215 0
SHUTTERSTOCK INC COM 825690100 570 12,932 SH   DFND 10 12,932 0 0
SHUTTERSTOCK INC COM 825690100 1,408 31,940 SH   DFND 14 3,200 28,740 0
SIGNATURE BK NEW YORK N Y COM 82669G104 34,612 241,147 SH   DFND 14 40,641 200,506 0
SIGNATURE BK NEW YORK N Y COM 82669G104 112 780 SH   DFND 16 0 780 0
SILICON LABORATORIES INC COM 826919102 18,656 272,943 SH   DFND 14 48,674 224,269 0
SILICON LABORATORIES INC COM 826919102 444 6,500 SH   DFND 16 0 6,500 0
SILGAN HOLDINGS INC COM 827048109 200 6,300 SH   DFND 10 6,300 0 0
SILGAN HOLDINGS INC COM 827048109 2,997 94,290 SH   DFND 14 9,180 85,110 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,320 100,572 SH   DFND 14 11,664 88,908 0
SIMON PPTY GROUP INC NEW COM 828806109 230 1,420 SH   DFND 10 1,420 0 0
SIMON PPTY GROUP INC NEW COM 828806109 70,537 436,061 SH   DFND 14 149,907 286,154 0
SIMON PPTY GROUP INC NEW COM 828806109 113 700 SH   DFND 16 0 700 0
SIMON PPTY GROUP INC NEW COM 828806109 128,780 796,120 SH   DFND 3 92,478 703,642 0
SIMPSON MANUFACTURING CO INC COM 829073105 2,991 68,429 SH   DFND 14 6,951 61,478 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 436 13,248 SH   DFND 10 13,248 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 6,215 188,911 SH   DFND 14 71,011 117,900 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 428 13,000 SH   DFND 16 0 13,000 0
SIRIUS XM HLDGS INC COM 82968B103 659 120,478 SH   DFND 14 118,278 2,200 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 280 4,690 SH   DFND 14 4,690 0 0
SKECHERS U S A INC CL A 830566105 67,403 2,284,852 SH   DFND 14 258,011 2,026,841 0
SKECHERS U S A INC CL A 830566105 516 17,500 SH   DFND 16 0 17,500 0
SKYWEST INC COM 830879102 19,255 548,563 SH   DFND 14 12,106 536,457 0
SKYWORKS SOLUTIONS INC COM 83088M102 29,821 310,798 SH   DFND 14 86,961 223,837 0
SKYWORKS SOLUTIONS INC COM 83088M102 38 400 SH   DFND 16 0 400 0
SMITH A O COM 831865209 9,209 163,485 SH   DFND 14 21,183 142,302 0
SMART SAND INC COM 83191H107 2,759 309,660 SH   DFND 14 69,390 240,270 0
SMART SAND INC COM 83191H107 221 24,800 SH   DFND 16 0 24,800 0
SMUCKER J M CO COM NEW 832696405 21,060 177,977 SH   DFND 14 58,181 119,796 0
SMUCKER J M CO COM NEW 832696405 505 4,265 SH   DFND 16 0 4,265 0
SNAP ON INC COM 833034101 12,869 81,447 SH   DFND 14 27,725 53,722 0
SNAP ON INC COM 833034101 22 140 SH   DFND 16 0 140 0
SNAP INC CL A 83304A106 299 16,800 SH   DFND 14 16,800 0 0
SNYDERS-LANCE INC COM 833551104 2,094 60,492 SH   DFND 14 15,942 44,550 0
SONIC CORP COM 835451105 1,914 72,271 SH   DFND 14 7,829 64,442 0
SONIC AUTOMOTIVE INC CL A 83545G102 8,119 417,430 SH   DFND 14 4,697 412,733 0
SONIC AUTOMOTIVE INC CL A 83545G102 107 5,500 SH   DFND 16 0 5,500 0
SONOCO PRODS CO COM 835495102 11,445 222,577 SH   DFND 14 13,712 208,865 0
SONOCO PRODS CO COM 835495102 10 200 SH   DFND 16 0 200 0
SOTHEBYS COM 835898107 544 10,129 SH   DFND 10 10,129 0 0
SOTHEBYS COM 835898107 18,961 353,289 SH   DFND 14 85,090 268,199 0
SOTHEBYS COM 835898107 526 9,800 SH   DFND 16 0 9,800 0
SOUTH JERSEY INDS INC COM 838518108 4,605 134,756 SH   DFND 14 14,192 120,564 0
SOUTH ST CORP COM 840441109 808 9,430 SH   DFND 14 9,430 0 0
SOUTHERN CO COM 842587107 67,576 1,411,355 SH   DFND 14 467,948 943,407 0
SOUTHERN CO COM 842587107 106 2,205 SH   DFND 16 0 2,205 0
SOUTHERN COPPER CORP COM 84265V105 41,654 1,202,819 SH   DFND 14 102,219 1,100,600 0
SOUTHERN COPPER CORP COM 84265V105 485 14,000 SH   DFND 16 0 14,000 0
SOUTHERN COPPER CORP COM 84265V105 245 7,070 SH   DFND 18 0 7,070 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,609 46,062 SH   DFND 14 4,900 41,162 0
SOUTHWEST AIRLS CO COM 844741108 704 11,325 SH   DFND 10 11,325 0 0
SOUTHWEST AIRLS CO COM 844741108 87,342 1,405,574 SH   DFND 14 361,318 1,044,256 0
SOUTHWEST AIRLS CO COM 844741108 85 1,365 SH   DFND 16 0 1,365 0
SOUTHWEST BANCORP INC OKLA COM 844767103 705 27,597 SH   DFND 14 25,597 2,000 0
SOUTHWEST BANCORP INC OKLA COM 844767103 107 4,200 SH   DFND 16 0 4,200 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 33,677 460,950 SH   DFND 14 118,322 342,628 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 636 8,700 SH   DFND 16 0 8,700 0
SOUTHWESTERN ENERGY CO COM 845467109 2,547 418,882 SH   DFND 14 65,078 353,804 0
SPARTAN MTRS INC COM 846819100 165 18,600 SH   DFND 10 18,600 0 0
SPARTAN MTRS INC COM 846819100 21 2,380 SH   DFND 14 2,380 0 0
SPARTAN MTRS INC COM 846819100 233 26,300 SH   DFND 16 0 26,300 0
SPARTANNASH CO COM 847215100 15,818 609,327 SH   DFND 14 56,267 553,060 0
SPARTANNASH CO COM 847215100 361 13,900 SH   DFND 16 0 13,900 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 867 116,396 SH   DFND 14 11,016 105,380 0
SPEEDWAY MOTORSPORTS INC COM 847788106 22 1,193 SH   DFND 10 1,193 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,797 98,383 SH   DFND 14 1,693 96,690 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 73,944 1,276,220 SH   DFND 14 85,200 1,191,020 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,449 25,000 SH   DFND 16 0 25,000 0
SPIRIT AIRLS INC COM 848577102 23,138 447,985 SH   DFND 14 31,685 416,300 0
SPIRE INC COM 84857L101 6,225 89,245 SH   DFND 14 9,005 80,240 0
SPIRIT RLTY CAP INC NEW COM 84860W102 54,528 7,358,707 SH   DFND 14 764,207 6,594,500 0
SPIRIT RLTY CAP INC NEW COM 84860W102 330 44,500 SH   DFND 16 0 44,500 0
SPIRIT RLTY CAP INC NEW COM 84860W102 36,565 4,934,596 SH   DFND 3 778,407 4,156,189 0
SPLUNK INC COM 848637104 406 7,140 SH   DFND 14 7,020 120 0
SPOK HLDGS INC COM 84863T106 873 49,347 SH   DFND 14 2,587 46,760 0
SPRINT CORP COM SER 1 85207U105 394 48,045 SH   DFND 14 46,914 1,131 0
SPROUTS FMRS MKT INC COM 85208M102 1,794 79,120 SH   DFND 14 16,260 62,860 0
STAG INDL INC COM 85254J102 334 12,085 SH   DFND 14 12,085 0 0
STAG INDL INC COM 85254J102 41,309 1,496,694 SH   DFND 3 219,312 1,277,382 0
STAMPS COM INC COM NEW 852857200 4,198 27,108 SH   DFND 14 3,129 23,979 0
STANDARD MTR PRODS INC COM 853666105 5,558 106,427 SH   DFND 14 70,573 35,854 0
STANDEX INTL CORP COM 854231107 2,110 23,266 SH   DFND 14 2,308 20,958 0
STANLEY BLACK & DECKER INC COM 854502101 31,255 222,089 SH   DFND 14 72,056 150,033 0
STANLEY BLACK & DECKER INC COM 854502101 46 325 SH   DFND 16 0 325 0
STAPLES INC COM 855030102 19,688 1,955,074 SH   DFND 14 373,608 1,581,466 0
STAPLES INC COM 855030102 12 1,160 SH   DFND 16 0 1,160 0
STARBUCKS CORP COM 855244109 117,099 2,008,220 SH   DFND 14 681,772 1,326,448 0
STARBUCKS CORP COM 855244109 184 3,160 SH   DFND 16 0 3,160 0
STARBUCKS CORP COM 855244109 268 4,600 SH   DFND 18 0 4,600 0
STARWOOD PPTY TR INC COM 85571B105 2,903 129,638 SH   DFND 14 20,838 108,800 0
STATE NATL COS INC COM 85711T305 72 3,910 SH   DFND 14 3,910 0 0
STATE NATL COS INC COM 85711T305 118 6,400 SH   DFND 16 0 6,400 0
STATE STR CORP COM 857477103 1,068 11,900 SH   DFND 10 11,900 0 0
STATE STR CORP COM 857477103 91,453 1,019,203 SH   DFND 14 311,168 708,035 0
STATE STR CORP COM 857477103 1,014 11,300 SH   DFND 16 0 11,300 0
STEEL DYNAMICS INC COM 858119100 144,469 4,034,325 SH   DFND 14 494,744 3,539,581 0
STEEL DYNAMICS INC COM 858119100 1,286 35,900 SH   DFND 16 0 35,900 0
STEEL DYNAMICS INC COM 858119100 333 9,300 SH   DFND 18 0 9,300 0
STEELCASE INC CL A 858155203 16,979 1,212,768 SH   DFND 14 357,218 855,550 0
STEELCASE INC CL A 858155203 833 59,500 SH   DFND 16 0 59,500 0
STEIN MART INC COM 858375108 77 45,799 SH   DFND 14 2,547 43,252 0
STEPAN CO COM 858586100 521 5,979 SH   DFND 10 5,979 0 0
STEPAN CO COM 858586100 18,802 215,768 SH   DFND 14 21,842 193,926 0
STEPAN CO COM 858586100 645 7,400 SH   DFND 16 0 7,400 0
STERICYCLE INC COM 858912108 9,021 118,202 SH   DFND 14 40,024 78,178 0
STERICYCLE INC COM 858912108 15 190 SH   DFND 16 0 190 0
STERLING BANCORP DEL COM 85917A100 5,336 229,524 SH   DFND 14 23,782 205,742 0
STEWART INFORMATION SVCS COR COM 860372101 1,806 39,804 SH   DFND 14 4,060 35,744 0
STIFEL FINL CORP COM 860630102 12,607 274,184 SH   DFND 14 12,861 261,323 0
STONERIDGE INC COM 86183P102 2,573 166,992 SH   DFND 14 2,992 164,000 0
STRATTEC SEC CORP COM 863111100 241 6,800 SH   DFND 10 6,800 0 0
STRATTEC SEC CORP COM 863111100 7 200 SH   DFND 14 200 0 0
STRAYER ED INC COM 863236105 1,679 18,015 SH   DFND 14 2,013 16,002 0
STRYKER CORP COM 863667101 72,775 524,391 SH   DFND 14 156,510 367,881 0
STRYKER CORP COM 863667101 95 685 SH   DFND 16 0 685 0
STURM RUGER & CO INC COM 864159108 1,871 30,112 SH   DFND 14 3,284 26,828 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 443 42,233 SH   DFND 14 4,743 37,490 0
SUMMIT HOTEL PPTYS COM 866082100 11,339 607,994 SH   DFND 14 187,569 420,425 0
SUMMIT HOTEL PPTYS COM 866082100 884 47,400 SH   DFND 16 0 47,400 0
SUMMIT MATLS INC CL A 86614U100 456 15,785 SH   DFND 14 12,385 3,400 0
SUN CMNTYS INC COM 866674104 423 4,827 SH   DFND 14 4,827 0 0
SUNCOKE ENERGY INC COM 86722A103 4,340 398,150 SH   DFND 14 73,723 324,427 0
SUNCOKE ENERGY INC COM 86722A103 244 22,400 SH   DFND 16 0 22,400 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 421 26,124 SH   DFND 14 26,124 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 37,510 2,326,947 SH   DFND 3 379,459 1,947,488 0
SUNTRUST BKS INC COM 867914103 1,485 26,190 SH   DFND 10 26,190 0 0
SUNTRUST BKS INC COM 867914103 98,859 1,742,930 SH   DFND 14 299,685 1,443,245 0
SUNTRUST BKS INC COM 867914103 943 16,622 SH   DFND 16 0 16,622 0
SUPER MICRO COMPUTER INC COM 86800U104 1,574 63,853 SH   DFND 14 6,683 57,170 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,071 102,653 SH   DFND 14 28,273 74,380 0
SUPERIOR INDS INTL INC COM 868168105 2,323 113,036 SH   DFND 14 3,926 109,110 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 17,815 413,340 SH   DFND 14 97,810 315,530 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 793 18,400 SH   DFND 16 0 18,400 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 233 5,400 SH   DFND 18 0 5,400 0
SUPERVALU INC COM 868536103 2,056 624,861 SH   DFND 14 43,803 581,058 0
SUPREME INDS INC CL A 868607102 1,171 71,210 SH   DFND 14 17,410 53,800 0
SUPREME INDS INC CL A 868607102 466 28,300 SH   DFND 16 0 28,300 0
SURMODICS INC COM 868873100 1,095 38,892 SH   DFND 14 2,644 36,248 0
SURMODICS INC COM 868873100 180 6,400 SH   DFND 16 0 6,400 0
SWIFT TRANSN CO CL A 87074U101 204 7,694 SH   DFND 14 7,694 0 0
SYKES ENTERPRISES INC COM 871237103 3,594 107,193 SH   DFND 14 6,981 100,212 0
SYKES ENTERPRISES INC COM 871237103 486 14,500 SH   DFND 16 0 14,500 0
SYMANTEC CORP COM 871503108 473 16,730 SH   DFND 10 16,730 0 0
SYMANTEC CORP COM 871503108 24,102 853,152 SH   DFND 14 287,499 565,653 0
SYMANTEC CORP COM 871503108 36 1,282 SH   DFND 16 0 1,282 0
SYNACOR INC COM 871561106 274 75,100 SH   DFND 10 75,100 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 248 15,087 SH   DFND 10 15,087 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,181 71,777 SH   DFND 14 6,887 64,890 0
SYNAPTICS INC COM 87157D109 9,321 180,250 SH   DFND 14 6,639 173,611 0
SYNOPSYS INC COM 871607107 31,122 426,740 SH   DFND 14 93,689 333,051 0
SYNOPSYS INC COM 871607107 80 1,100 SH   DFND 16 0 1,100 0
SYNOVUS FINL CORP COM NEW 87161C501 324 7,320 SH   DFND 10 7,320 0 0
SYNOVUS FINL CORP COM NEW 87161C501 37,558 848,967 SH   DFND 14 159,381 689,586 0
SYNOVUS FINL CORP COM NEW 87161C501 173 3,900 SH   DFND 16 0 3,900 0
SYNTEL INC COM 87162H103 1,082 63,804 SH   DFND 14 3,704 60,100 0
SYNNEX CORP COM 87162W100 39,770 331,526 SH   DFND 14 83,481 248,045 0
SYNNEX CORP COM 87162W100 1,285 10,710 SH   DFND 16 0 10,710 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 83 18,630 SH   DFND 14 18,630 0 0
SYNCHRONY FINL COM 87165B103 55,856 1,873,108 SH   DFND 14 437,280 1,435,828 0
SYNCHRONY FINL COM 87165B103 49 1,649 SH   DFND 16 0 1,649 0
SYSCO CORP COM 871829107 197 3,910 SH   DFND 10 3,910 0 0
SYSCO CORP COM 871829107 35,912 713,521 SH   DFND 14 236,395 477,126 0
SYSCO CORP COM 871829107 53 1,050 SH   DFND 16 0 1,050 0
TCF FINL CORP COM 872275102 9,729 610,325 SH   DFND 14 89,879 520,446 0
TCF FINL CORP COM 872275102 48 3,000 SH   DFND 16 0 3,000 0
TD AMERITRADE HLDG CORP COM 87236Y108 775 18,016 SH   DFND 14 17,736 280 0
TJX COS INC NEW COM 872540109 65,225 903,771 SH   DFND 14 304,330 599,441 0
TJX COS INC NEW COM 872540109 103 1,430 SH   DFND 16 0 1,430 0
TJX COS INC NEW COM 872540109 188 2,600 SH   DFND 18 0 2,600 0
T MOBILE US INC COM 872590104 95,068 1,568,260 SH   DFND 14 123,500 1,444,760 0
T MOBILE US INC COM 872590104 1,158 19,100 SH   DFND 16 0 19,100 0
TRI POINTE GROUP INC COM 87265H109 1,406 106,625 SH   DFND 14 29,150 77,475 0
TTM TECHNOLOGIESINC COM 87305R109 18,480 1,064,508 SH   DFND 14 21,104 1,043,404 0
TAHOE RES INC COM 873868103 13,792 1,599,998 SH   DFND 14 80,198 1,519,800 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,590 188,512 SH   DFND 14 0 188,512 0
TAILORED BRANDS INC COM 87403A107 1,341 120,138 SH   DFND 14 8,392 111,746 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,713 64,234 SH   DFND 14 13,623 50,611 0
TANGER FACTORY OUTLET CTRS I COM 875465106 3,469 133,535 SH   DFND 14 13,847 119,688 0
TARGET CORP COM 87612E106 196,268 3,753,447 SH   DFND 14 593,658 3,159,789 0
TARGET CORP COM 87612E106 1,297 24,795 SH   DFND 16 0 24,795 0
TARGA RES CORP COM 87612G101 537 11,872 SH   DFND 14 11,322 550 0
TARGA RES CORP COM 87612G101 443 9,800 SH   DFND 18 0 9,800 0
TATA MTRS LTD SPONSORED ADR 876568502 13,897 421,000 SH   DFND 14 0 421,000 0
TATA MTRS LTD SPONSORED ADR 876568502 3,334 101,000 SH   DFND 16 0 101,000 0
TAUBMAN CTRS INC COM 876664103 17,015 285,732 SH   DFND 14 51,414 234,318 0
TAUBMAN CTRS INC COM 876664103 113 1,900 SH   DFND 16 0 1,900 0
TAUBMAN CTRS INC COM 876664103 58,042 974,672 SH   DFND 3 122,178 852,494 0
TAYLOR MORRISON HOME CORP CL A 87724P106 41,859 1,743,380 SH   DFND 14 262,310 1,481,070 0
TAYLOR MORRISON HOME CORP CL A 87724P106 893 37,200 SH   DFND 16 0 37,200 0
TEAM INC COM 878155100 293 12,489 SH   DFND 10 12,489 0 0
TEAM INC COM 878155100 1,177 50,202 SH   DFND 14 5,022 45,180 0
TECH DATA CORP COM 878237106 466 4,615 SH   DFND 10 4,615 0 0
TECH DATA CORP COM 878237106 36,927 365,612 SH   DFND 14 31,251 334,361 0
TECH DATA CORP COM 878237106 1,164 11,520 SH   DFND 16 0 11,520 0
TECHTARGET INC COM 87874R100 368 35,500 SH   DFND 10 35,500 0 0
TECHTARGET INC COM 87874R100 23 2,252 SH   DFND 14 2,252 0 0
TEGNA INC COM 87901J105 20,054 1,391,664 SH   DFND 14 279,953 1,111,711 0
TEGNA INC COM 87901J105 182 12,600 SH   DFND 16 0 12,600 0
TELADOC INC COM 87918A105 139 4,010 SH   DFND 14 4,010 0 0
TELADOC INC COM 87918A105 4,501 129,700 SH   DFND 18 0 129,700 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,818 22,076 SH   DFND 14 4,786 17,290 0
TELEFLEX INC COM 879369106 49,439 237,962 SH   DFND 14 36,557 201,405 0
TELEFLEX INC COM 879369106 150 720 SH   DFND 16 0 720 0
TELEPHONE & DATA SYS INC COM NEW 879433829 27,648 996,313 SH   DFND 14 181,202 815,111 0
TELEPHONE & DATA SYS INC COM NEW 879433829 305 11,000 SH   DFND 16 0 11,000 0
TELENAV INC COM 879455103 412 50,900 SH   DFND 10 50,900 0 0
TELENAV INC COM 879455103 26 3,235 SH   DFND 14 3,235 0 0
TELETECH HOLDINGS INC COM 879939106 1,129 27,679 SH   DFND 14 2,992 24,687 0
TEMPUR SEALY INTL INC COM 88023U101 29,499 552,527 SH   DFND 14 104,516 448,011 0
TEMPUR SEALY INTL INC COM 88023U101 80 1,500 SH   DFND 16 0 1,500 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,041 53,835 SH   DFND 14 14,782 39,053 0
TENNANT CO COM 880345103 2,350 31,847 SH   DFND 14 3,287 28,560 0
TENNECO INC COM 880349105 12,580 217,529 SH   DFND 14 36,229 181,300 0
TENNECO INC COM 880349105 966 16,700 SH   DFND 16 0 16,700 0
TERADATA CORP DEL COM 88076W103 2,431 82,420 SH   DFND 14 18,274 64,146 0
TERADYNE INC COM 880770102 31,405 1,045,783 SH   DFND 14 224,679 821,104 0
TERADYNE INC COM 880770102 171 5,700 SH   DFND 16 0 5,700 0
TEREX CORP NEW COM 880779103 10,158 270,882 SH   DFND 14 19,137 251,745 0
TEREX CORP NEW COM 880779103 15 400 SH   DFND 16 0 400 0
TERNIUM SA SPON ADR 880890108 418 14,870 SH   DFND 10 14,870 0 0
TERNIUM SA SPON ADR 880890108 16 572 SH   DFND 14 516 56 0
TERRAFORM GLOBAL INC CL A 88104M101 82 16,170 SH   DFND 14 16,170 0 0
TERRENO RLTY CORP COM 88146M101 250 7,427 SH   DFND 14 5,437 1,990 0
TESARO INC COM 881569107 232 1,660 SH   DFND 14 1,630 30 0
TESCO CORP COM 88157K101 339 76,192 SH   DFND 14 6,802 69,390 0
TESORO CORP COM 881609101 843 9,005 SH   DFND 10 9,005 0 0
TESORO CORP COM 881609101 33,453 357,404 SH   DFND 14 83,272 274,132 0
TESORO CORP COM 881609101 29 315 SH   DFND 16 0 315 0
TESORO CORP COM 881609101 814 8,700 SH   DFND 18 0 8,700 0
TESLA INC COM 88160R101 2,651 7,331 SH   DFND 14 7,171 160 0
TESLA INC COM 88160R101 253 700 SH   DFND 18 0 700 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,590 77,973 SH   DFND 14 75,066 2,907 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 530 190,060 SH   DFND 14 16,461 173,599 0
TETRA TECH INC NEW COM 88162G103 4,446 97,190 SH   DFND 14 10,366 86,824 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 148 1,912 SH   DFND 10 1,912 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 8,290 107,100 SH   DFND 14 9,180 97,920 0
TEXAS INSTRS INC COM 882508104 987 12,825 SH   DFND 10 12,825 0 0
TEXAS INSTRS INC COM 882508104 297,147 3,862,560 SH   DFND 14 742,651 3,119,909 0
TEXAS INSTRS INC COM 882508104 2,028 26,365 SH   DFND 16 0 26,365 0
TEXAS ROADHOUSE INC COM 882681109 48,082 943,702 SH   DFND 14 188,984 754,718 0
TEXAS ROADHOUSE INC COM 882681109 1,075 21,100 SH   DFND 16 0 21,100 0
TEXTRON INC COM 883203101 17,424 369,942 SH   DFND 14 124,490 245,452 0
TEXTRON INC COM 883203101 28 585 SH   DFND 16 0 585 0
THERAPEUTICSMD INC COM 88338N107 79 15,060 SH   DFND 14 15,060 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 182,500 1,046,027 SH   DFND 14 248,356 797,671 0
THERMO FISHER SCIENTIFIC INC COM 883556102 693 3,970 SH   DFND 16 0 3,970 0
THOMSON REUTERS CORP COM 884903105 634 13,700 SH   DFND 14 13,700 0 0
THOR INDS INC COM 885160101 396 3,790 SH   DFND 10 3,790 0 0
THOR INDS INC COM 885160101 57,229 547,538 SH   DFND 14 73,796 473,742 0
THOR INDS INC COM 885160101 667 6,380 SH   DFND 16 0 6,380 0
3-D SYS CORP DEL COM NEW 88554D205 1,363 72,872 SH   DFND 14 20,392 52,480 0
3M CO COM 88579Y101 1,265 6,075 SH   DFND 10 6,075 0 0
3M CO COM 88579Y101 263,136 1,263,920 SH   DFND 14 328,416 935,504 0
3M CO COM 88579Y101 1,815 8,720 SH   DFND 16 0 8,720 0
TIER REIT INC COM NEW 88650V208 4,671 252,780 SH   DFND 14 106,690 146,090 0
TIER REIT INC COM NEW 88650V208 394 21,300 SH   DFND 16 0 21,300 0
TIFFANY & CO NEW COM 886547108 14,081 150,004 SH   DFND 14 51,359 98,645 0
TIFFANY & CO NEW COM 886547108 23 250 SH   DFND 16 0 250 0
TILE SHOP HLDGS INC COM 88677Q109 1,149 55,620 SH   DFND 14 5,800 49,820 0
TILLYS INC CL A 886885102 2,696 265,610 SH   DFND 14 43,600 222,010 0
TILLYS INC CL A 886885102 252 24,800 SH   DFND 16 0 24,800 0
TIME INC NEW COM 887228104 8,128 566,384 SH   DFND 14 74,084 492,300 0
TIME WARNER INC COM NEW 887317303 108,966 1,085,214 SH   DFND 14 367,705 717,509 0
TIME WARNER INC COM NEW 887317303 172 1,716 SH   DFND 16 0 1,716 0
TIME WARNER INC COM NEW 887317303 281 2,800 SH   DFND 18 0 2,800 0
TIMKEN CO COM 887389104 26,114 564,628 SH   DFND 14 88,760 475,868 0
TIMKEN CO COM 887389104 106 2,300 SH   DFND 16 0 2,300 0
TIMKENSTEEL CORP COM 887399103 1,003 65,267 SH   DFND 14 6,608 58,659 0
TITAN INTL INC ILL COM 88830M102 453 37,718 SH   DFND 10 37,718 0 0
TITAN INTL INC ILL COM 88830M102 969 80,667 SH   DFND 14 8,315 72,352 0
TIVO CORP COM 88870P106 7,903 423,753 SH   DFND 14 21,015 402,738 0
TIVO CORP COM 88870P106 196 10,500 SH   DFND 16 0 10,500 0
TIVITY HEALTH INC COM 88870R102 2,295 57,594 SH   DFND 14 6,308 51,286 0
TOLL BROTHERS INC COM 889478103 56,477 1,429,441 SH   DFND 14 182,223 1,247,218 0
TOLL BROTHERS INC COM 889478103 162 4,100 SH   DFND 16 0 4,100 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 1,674 21,265 SH   DFND 14 2,502 18,763 0
TOOTSIE ROLL INDS INC COM 890516107 422 12,097 SH   DFND 14 3,610 8,487 0
TOPBUILD CORP COM 89055F103 7,101 133,795 SH   DFND 14 6,479 127,316 0
TORCHMARK CORP COM 891027104 11,671 152,556 SH   DFND 14 51,805 100,751 0
TORCHMARK CORP COM 891027104 18 237 SH   DFND 16 0 237 0
TORO CO COM 891092108 42,435 612,422 SH   DFND 14 125,286 487,136 0
TORO CO COM 891092108 198 2,860 SH   DFND 16 0 2,860 0
TOWER INTL INC COM 891826109 9,545 425,169 SH   DFND 14 44,680 380,489 0
TOWER INTL INC COM 891826109 144 6,400 SH   DFND 16 0 6,400 0
TOTAL SYS SVCS INC COM 891906109 63,159 1,084,282 SH   DFND 14 185,984 898,298 0
TOTAL SYS SVCS INC COM 891906109 399 6,850 SH   DFND 16 0 6,850 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 223 7,225 SH   DFND 14 7,225 0 0
TOWNSQUARE MEDIA INC CL A 892231101 135 13,170 SH   DFND 14 1,670 11,500 0
TRACTOR SUPPLY CO COM 892356106 9,713 179,181 SH   DFND 14 60,412 118,769 0
TRACTOR SUPPLY CO COM 892356106 16 300 SH   DFND 16 0 300 0
TRANSDIGM GROUP INC COM 893641100 18,449 68,616 SH   DFND 14 23,263 45,353 0
TRANSDIGM GROUP INC COM 893641100 31 115 SH   DFND 16 0 115 0
TRANSUNION COM 89400J107 155 3,590 SH   DFND 10 3,590 0 0
TRANSUNION COM 89400J107 308 7,100 SH   DFND 14 7,100 0 0
TRAVELERS COMPANIES INC COM 89417E109 55,990 442,505 SH   DFND 14 137,847 304,658 0
TRAVELERS COMPANIES INC COM 89417E109 80 634 SH   DFND 16 0 634 0
TREDEGAR CORP COM 894650100 44 2,868 SH   DFND 10 2,868 0 0
TREDEGAR CORP COM 894650100 953 62,516 SH   DFND 14 4,254 58,262 0
TREEHOUSE FOODS INC COM 89469A104 11,226 137,428 SH   DFND 14 36,990 100,438 0
TREEHOUSE FOODS INC COM 89469A104 82 1,000 SH   DFND 16 0 1,000 0
TREEHOUSE FOODS INC COM 89469A104 264 3,230 SH   DFND 18 0 3,230 0
TREX CO INC COM 89531P105 5,262 77,767 SH   DFND 14 5,240 72,527 0
TREX CO INC COM 89531P105 34 500 SH   DFND 16 0 500 0
TRICO BANCSHARES COM 896095106 4,203 119,568 SH   DFND 14 2,418 117,150 0
TRICO BANCSHARES COM 896095106 53 1,500 SH   DFND 16 0 1,500 0
TRIMAS CORP COM NEW 896215209 2,572 123,371 SH   DFND 14 27,871 95,500 0
TRIMBLE INC COM 896239100 10,192 285,718 SH   DFND 14 33,144 252,574 0
TRINET GROUP INC COM 896288107 549 16,762 SH   DFND 10 16,762 0 0
TRINET GROUP INC COM 896288107 255 7,790 SH   DFND 14 7,790 0 0
TRINITY INDS INC COM 896522109 2,648 94,478 SH   DFND 14 20,468 74,010 0
TRISTATE CAP HLDGS INC COM 89678F100 2,466 97,870 SH   DFND 14 26,870 71,000 0
TRISTATE CAP HLDGS INC COM 89678F100 381 15,100 SH   DFND 16 0 15,100 0
TRIUMPH BANCORP INC COM 89679E300 681 27,720 SH   DFND 14 1,120 26,600 0
TRIUMPH BANCORP INC COM 89679E300 103 4,200 SH   DFND 16 0 4,200 0
TRIUMPH GROUP INC NEW COM 896818101 9,900 313,300 SH   DFND 14 8,796 304,504 0
TRIPADVISOR INC COM 896945201 5,793 151,640 SH   DFND 14 50,877 100,763 0
TRIPADVISOR INC COM 896945201 5 135 SH   DFND 16 0 135 0
TRONC INC COM 89703P107 681 52,810 SH   DFND 14 36,920 15,890 0
TRONC INC COM 89703P107 151 11,700 SH   DFND 16 0 11,700 0
TRUEBLUE INC COM 89785X101 560 21,121 SH   DFND 10 21,121 0 0
TRUEBLUE INC COM 89785X101 9,866 372,308 SH   DFND 14 7,107 365,201 0
TRUSTCO BK CORP N Y COM 898349105 2,152 277,676 SH   DFND 14 16,399 261,277 0
TRUSTMARK CORP COM 898402102 1,592 49,495 SH   DFND 14 12,267 37,228 0
TUPPERWARE BRANDS CORP COM 899896104 896 12,760 SH   DFND 10 12,760 0 0
TUPPERWARE BRANDS CORP COM 899896104 13,697 195,030 SH   DFND 14 22,206 172,824 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 48,415 1,708,358 SH   DFND 14 529,491 1,178,867 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 64 2,260 SH   DFND 16 0 2,260 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 210 7,400 SH   DFND 18 0 7,400 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 57,174 2,051,453 SH   DFND 14 396,050 1,655,403 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 708 25,400 SH   DFND 16 0 25,400 0
TWITTER INC COM 90184L102 780 43,650 SH   DFND 14 42,850 800 0
TWO HBRS INVT CORP COM 90187B101 8,850 893,075 SH   DFND 14 84,775 808,300 0
II VI INC COM 902104108 3,197 93,195 SH   DFND 14 9,953 83,242 0
2U INC COM 90214J101 222 4,730 SH   DFND 14 4,730 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,735 21,259 SH   DFND 14 4,800 16,459 0
TYLER TECHNOLOGIES INC COM 902252105 386 2,200 SH   DFND 18 0 2,200 0
TYSON FOODS INC CL A 902494103 618 9,860 SH   DFND 10 9,860 0 0
TYSON FOODS INC CL A 902494103 174,842 2,791,671 SH   DFND 14 397,536 2,394,135 0
TYSON FOODS INC CL A 902494103 1,353 21,600 SH   DFND 16 0 21,600 0
TYSON FOODS INC CL A 902494103 81 1,300 SH   DFND 18 0 1,300 0
UDR INC COM 902653104 14,244 365,514 SH   DFND 14 125,073 240,441 0
UDR INC COM 902653104 19 500 SH   DFND 16 0 500 0
UGI CORP NEW COM 902681105 94,641 1,954,997 SH   DFND 14 325,503 1,629,494 0
UGI CORP NEW COM 902681105 1,365 28,200 SH   DFND 16 0 28,200 0
UMB FINL CORP COM 902788108 488 6,519 SH   DFND 10 6,519 0 0
UMB FINL CORP COM 902788108 2,203 29,434 SH   DFND 14 8,051 21,383 0
US BANCORP DEL COM NEW 902973304 140,723 2,710,383 SH   DFND 14 800,277 1,910,106 0
US BANCORP DEL COM NEW 902973304 179 3,454 SH   DFND 16 0 3,454 0
USANA HEALTH SCIENCES INC COM 90328M107 461 7,195 SH   DFND 10 7,195 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,067 47,848 SH   DFND 14 18,348 29,500 0
U S CONCRETE INC COM NEW 90333L201 2,009 25,570 SH   DFND 14 2,860 22,710 0
U S PHYSICAL THERAPY INC COM 90337L108 1,301 21,540 SH   DFND 14 2,370 19,170 0
U S SILICA HLDGS INC COM 90346E103 4,308 121,400 SH   DFND 14 10,740 110,660 0
ULTA BEAUTY INC COM 90384S303 977 3,400 SH   DFND 10 3,400 0 0
ULTA BEAUTY INC COM 90384S303 44,436 154,646 SH   DFND 14 28,684 125,962 0
ULTA BEAUTY INC COM 90384S303 473 1,645 SH   DFND 16 0 1,645 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,915 18,638 SH   DFND 14 4,132 14,506 0
ULTRA CLEAN HLDGS INC COM 90385V107 5,599 298,610 SH   DFND 14 106,010 192,600 0
ULTRA CLEAN HLDGS INC COM 90385V107 272 14,500 SH   DFND 16 0 14,500 0
ULTRA PETROLEUM CORP COM NEW 903914208 3,257 300,150 SH   DFND 14 14,180 285,970 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 240 3,870 SH   DFND 14 3,870 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 180 2,900 SH   DFND 16 0 2,900 0
UMPQUA HLDGS CORP COM 904214103 36,581 1,992,449 SH   DFND 14 210,684 1,781,765 0
UMPQUA HLDGS CORP COM 904214103 77 4,200 SH   DFND 16 0 4,200 0
UNDER ARMOUR INC CL A 904311107 5,497 252,618 SH   DFND 14 88,718 163,900 0
UNDER ARMOUR INC CL A 904311107 7 340 SH   DFND 16 0 340 0
UNDER ARMOUR INC CL A 904311107 174 8,000 SH   DFND 18 0 8,000 0
UNDER ARMOUR INC CL C 904311206 4,742 235,224 SH   DFND 14 72,349 162,875 0
UNDER ARMOUR INC CL C 904311206 7 343 SH   DFND 16 0 343 0
UNIFI INC COM NEW 904677200 2,839 92,181 SH   DFND 14 2,521 89,660 0
UNIFIRST CORP MASS COM 904708104 3,745 26,618 SH   DFND 14 2,963 23,655 0
UNION BANKSHARES CORP NEW COM 90539J109 291 8,589 SH   DFND 10 8,589 0 0
UNION BANKSHARES CORP NEW COM 90539J109 4,548 134,170 SH   DFND 14 47,570 86,600 0
UNION BANKSHARES CORP NEW COM 90539J109 583 17,200 SH   DFND 16 0 17,200 0
UNION PAC CORP COM 907818108 247,063 2,268,510 SH   DFND 14 548,270 1,720,240 0
UNION PAC CORP COM 907818108 1,285 11,800 SH   DFND 16 0 11,800 0
UNION PAC CORP COM 907818108 485 4,450 SH   DFND 18 0 4,450 0
UNIT CORP COM 909218109 14,674 783,470 SH   DFND 14 24,382 759,088 0
UNIT CORP COM 909218109 140 7,500 SH   DFND 16 0 7,500 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 10,854 390,442 SH   DFND 14 35,902 354,540 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 898 32,300 SH   DFND 16 0 32,300 0
UNITED BANKSHARES INC WEST V COM 909907107 4,094 104,431 SH   DFND 14 19,161 85,270 0
UNITED CONTL HLDGS INC COM 910047109 62,518 830,802 SH   DFND 14 169,646 661,156 0
UNITED CONTL HLDGS INC COM 910047109 47 620 SH   DFND 16 0 620 0
UNITED FINL BANCORP INC NEW COM 910304104 3,495 209,415 SH   DFND 14 4,715 204,700 0
UNITED FIRE GROUP INC COM 910340108 1,620 36,758 SH   DFND 14 4,244 32,514 0
UNITED INS HLDGS CORP COM 910710102 1,404 89,270 SH   DFND 14 2,540 86,730 0
UNITED NAT FOODS INC COM 911163103 5,921 161,331 SH   DFND 14 9,351 151,980 0
UNITED PARCEL SERVICE INC CL B 911312106 116,012 1,049,028 SH   DFND 14 345,673 703,355 0
UNITED PARCEL SERVICE INC CL B 911312106 166 1,500 SH   DFND 16 0 1,500 0
UNITED RENTALS INC COM 911363109 332 2,950 SH   DFND 10 2,950 0 0
UNITED RENTALS INC COM 911363109 47,761 423,752 SH   DFND 14 53,777 369,975 0
UNITED RENTALS INC COM 911363109 20 180 SH   DFND 16 0 180 0
UNITED STATES CELLULAR CORP COM 911684108 1,894 49,414 SH   DFND 14 10,064 39,350 0
UNITED STATES CELLULAR CORP COM 911684108 92 2,400 SH   DFND 16 0 2,400 0
UNITED STATES LIME & MINERAL COM 911922102 647 8,247 SH   DFND 14 347 7,900 0
US FOODS HLDG CORP COM 912008109 219 8,050 SH   DFND 10 8,050 0 0
US FOODS HLDG CORP COM 912008109 127 4,680 SH   DFND 14 4,680 0 0
UNITED STATES STL CORP NEW COM 912909108 2,370 107,053 SH   DFND 14 22,074 84,979 0
UNITED TECHNOLOGIES CORP COM 913017109 137,500 1,126,035 SH   DFND 14 364,487 761,548 0
UNITED TECHNOLOGIES CORP COM 913017109 204 1,670 SH   DFND 16 0 1,670 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 201 1,550 SH   DFND 10 1,550 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 68,263 526,194 SH   DFND 14 79,172 447,022 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 236 1,820 SH   DFND 16 0 1,820 0
UNITEDHEALTH GROUP INC COM 91324P102 1,728 9,320 SH   DFND 10 9,320 0 0
UNITEDHEALTH GROUP INC COM 91324P102 443,363 2,391,127 SH   DFND 14 552,401 1,838,726 0
UNITEDHEALTH GROUP INC COM 91324P102 2,598 14,010 SH   DFND 16 0 14,010 0
UNITIL CORP COM 913259107 116 2,397 SH   DFND 14 1,597 800 0
UNITIL CORP COM 913259107 111 2,300 SH   DFND 16 0 2,300 0
UNITI GROUP INC COM 91325V108 11,745 467,179 SH   DFND 14 71,005 396,174 0
UNITI GROUP INC COM 91325V108 40 1,600 SH   DFND 16 0 1,600 0
UNIVAR INC COM 91336L107 1,057 36,200 SH   DFND 14 5,200 31,000 0
UNIVERSAL CORP VA COM 913456109 12,266 189,580 SH   DFND 14 4,213 185,367 0
UNIVERSAL DISPLAY CORP COM 91347P105 271 2,480 SH   DFND 14 2,480 0 0
UNIVERSAL ELECTRS INC COM 913483103 1,652 24,714 SH   DFND 14 2,726 21,988 0
UNIVERSAL FST PRODS INC COM 913543104 22,574 258,554 SH   DFND 14 38,159 220,395 0
UNIVERSAL FST PRODS INC COM 913543104 838 9,600 SH   DFND 16 0 9,600 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,827 22,971 SH   DFND 14 2,441 20,530 0
UNIVERSAL INS HLDGS INC COM 91359V107 346 13,718 SH   DFND 10 13,718 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,635 64,896 SH   DFND 14 5,656 59,240 0
UNIVERSAL INS HLDGS INC COM 91359V107 48 1,900 SH   DFND 16 0 1,900 0
UNIVERSAL HLTH SVCS INC CL B 913903100 25,413 208,167 SH   DFND 14 46,939 161,228 0
UNIVERSAL HLTH SVCS INC CL B 913903100 24 200 SH   DFND 16 0 200 0
UNUM GROUP COM 91529Y106 143,979 3,087,695 SH   DFND 14 443,482 2,644,213 0
UNUM GROUP COM 91529Y106 1,003 21,511 SH   DFND 16 0 21,511 0
URANIUM ENERGY CORP COM 916896103 18 11,290 SH   DFND 14 11,290 0 0
URBAN OUTFITTERS INC COM 917047102 8,402 453,204 SH   DFND 14 12,133 441,071 0
URBAN EDGE PPTYS COM 91704F104 5,422 228,493 SH   DFND 14 23,325 205,168 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,980 99,988 SH   DFND 14 17,608 82,380 0
URSTADT BIDDLE PPTYS INC CL A 917286205 107 5,400 SH   DFND 16 0 5,400 0
US ECOLOGY INC COM 91732J102 1,870 37,028 SH   DFND 14 3,948 33,080 0
UTAH MED PRODS INC COM 917488108 146 2,020 SH   DFND 14 520 1,500 0
UTAH MED PRODS INC COM 917488108 87 1,200 SH   DFND 16 0 1,200 0
VCA INC COM 918194101 4,714 51,072 SH   DFND 14 11,220 39,852 0
V F CORP COM 918204108 27,374 475,251 SH   DFND 14 153,948 321,303 0
V F CORP COM 918204108 40 700 SH   DFND 16 0 700 0
V F CORP COM 918204108 40 700 SH   DFND 18 0 700 0
VSE CORP COM 918284100 2,176 48,368 SH   DFND 14 668 47,700 0
VWR CORP COM 91843L103 220 6,660 SH   DFND 14 6,660 0 0
VAIL RESORTS INC COM 91879Q109 464 2,290 SH   DFND 14 2,240 50 0
VALERO ENERGY CORP NEW COM 91913Y100 1,616 23,950 SH   DFND 10 23,950 0 0
VALERO ENERGY CORP NEW COM 91913Y100 187,259 2,775,847 SH   DFND 14 515,917 2,259,930 0
VALERO ENERGY CORP NEW COM 91913Y100 1,454 21,550 SH   DFND 16 0 21,550 0
VALERO ENERGY CORP NEW COM 91913Y100 1,282 19,000 SH   DFND 18 0 19,000 0
VALLEY NATL BANCORP COM 919794107 4,581 387,884 SH   DFND 14 48,655 339,229 0
VALMONT INDS INC COM 920253101 22,466 150,173 SH   DFND 14 28,928 121,245 0
VALMONT INDS INC COM 920253101 99 660 SH   DFND 16 0 660 0
VALVOLINE INC COM 92047W101 3,008 126,814 SH   DFND 14 27,396 99,418 0
VANDA PHARMACEUTICALS INC COM 921659108 8,614 528,488 SH   DFND 14 176,178 352,310 0
VANDA PHARMACEUTICALS INC COM 921659108 864 53,000 SH   DFND 16 0 53,000 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 5,109 266,500 SH   DFND 14 0 266,500 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 1,831 32,850 SH   DFND 14 0 32,850 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ET 921943858 293 7,100 SH   DFND 14 0 7,100 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 908 16,700 SH   DFND 18 0 16,700 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 912 16,218 SH   DFND 18 0 16,218 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ET 922042858 78 1,900 SH   DFND 14 0 1,900 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ET 922042858 2,463 60,332 SH   DFND 18 0 60,332 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 3,264 59,200 SH   DFND 18 0 59,200 0
VANTIV INC CL A 92210H105 564 8,900 SH   DFND 10 8,900 0 0
VANTIV INC CL A 92210H105 3,569 56,350 SH   DFND 14 9,820 46,530 0
VAREX IMAGING CORP COM 92214X106 2,144 63,441 SH   DFND 14 6,424 57,017 0
VARIAN MED SYS INC COM 92220P105 13,322 129,101 SH   DFND 14 44,466 84,635 0
VARIAN MED SYS INC COM 92220P105 21 205 SH   DFND 16 0 205 0
VARONIS SYS INC COM 922280102 6,064 163,000 SH   DFND 14 35,000 128,000 0
VARONIS SYS INC COM 922280102 774 20,800 SH   DFND 16 0 20,800 0
VASCO DATA SEC INTL INC COM 92230Y104 199 13,863 SH   DFND 10 13,863 0 0
VASCO DATA SEC INTL INC COM 92230Y104 799 55,648 SH   DFND 14 4,918 50,730 0
VECTREN CORP COM 92240G101 6,101 104,393 SH   DFND 14 11,609 92,784 0
VECTOR GROUP LTD COM 92240M108 236 11,078 SH   DFND 14 11,078 0 0
VEECO INSTRS INC DEL COM 922417100 2,265 81,334 SH   DFND 14 8,416 72,918 0
VECTRUS INC COM 92242T101 7,997 247,436 SH   DFND 14 31,726 215,710 0
VECTRUS INC COM 92242T101 452 14,000 SH   DFND 16 0 14,000 0
VEDANTA LTD SPONSORED ADR 92242Y100 14,553 937,673 SH   DFND 14 0 937,673 0
VEDANTA LTD SPONSORED ADR 92242Y100 2,773 178,700 SH   DFND 16 0 178,700 0
VEEVA SYS INC CL A COM 922475108 2,692 43,900 SH   DFND 14 6,050 37,850 0
VENTAS INC COM 92276F100 844 12,150 SH   DFND 10 12,150 0 0
VENTAS INC COM 92276F100 34,235 492,735 SH   DFND 14 168,876 323,859 0
VENTAS INC COM 92276F100 56 800 SH   DFND 16 0 800 0
VENTAS INC COM 92276F100 104,304 1,501,214 SH   DFND 3 236,038 1,265,176 0
VANGUARD INDEX FDS REIT ETF 922908553 28,695 344,771 SH   DFND 14 0 344,771 0
VANGUARD INDEX FDS REIT ETF 922908553 1,921 23,083 SH   DFND 18 0 23,083 0
VANGUARD INDEX FDS REIT ETF 922908553 68,234 819,823 SH   DFND 3 819,823 0 0
VERA BRADLEY INC COM 92335C106 264 26,958 SH   DFND 10 26,958 0 0
VERA BRADLEY INC COM 92335C106 305 31,205 SH   DFND 14 3,345 27,860 0
VEREIT INC COM 92339V100 80,290 9,863,586 SH   DFND 14 1,087,407 8,776,179 0
VEREIT INC COM 92339V100 1,013 124,400 SH   DFND 16 0 124,400 0
VERIFONE SYS INC COM 92342Y109 1,359 75,110 SH   DFND 14 20,842 54,268 0
VERISIGN INC COM 92343E102 341 3,670 SH   DFND 10 3,670 0 0
VERISIGN INC COM 92343E102 11,441 123,077 SH   DFND 14 41,630 81,447 0
VERISIGN INC COM 92343E102 18 195 SH   DFND 16 0 195 0
VERIZON COMMUNICATIONS INC COM 92343V104 616 13,800 SH   DFND 10 13,800 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 499,103 11,175,617 SH   DFND 14 2,567,167 8,608,450 0
VERIZON COMMUNICATIONS INC COM 92343V104 2,873 64,332 SH   DFND 16 0 64,332 0
VERINT SYS INC COM 92343X100 2,038 50,064 SH   DFND 14 7,164 42,900 0
VERITIV CORP COM 923454102 3,947 87,709 SH   DFND 14 16,535 71,174 0
VERITIV CORP COM 923454102 279 6,200 SH   DFND 16 0 6,200 0
VERISK ANALYTICS INC COM 92345Y106 18,041 213,836 SH   DFND 14 72,814 141,022 0
VERISK ANALYTICS INC COM 92345Y106 27 320 SH   DFND 16 0 320 0
VERSARTIS INC COM 92529L102 469 26,880 SH   DFND 14 2,780 24,100 0
VERTEX PHARMACEUTICALS INC COM 92532F100 57,242 444,185 SH   DFND 14 136,628 307,557 0
VERTEX PHARMACEUTICALS INC COM 92532F100 70 540 SH   DFND 16 0 540 0
VERSUM MATLS INC COM 92532W103 28,411 874,188 SH   DFND 14 176,413 697,775 0
VERSUM MATLS INC COM 92532W103 315 9,700 SH   DFND 16 0 9,700 0
VIAD CORP COM NEW 92552R406 3,463 73,292 SH   DFND 14 4,168 69,124 0
VIASAT INC COM 92552V100 2,368 35,773 SH   DFND 14 9,886 25,887 0
VIACOM INC NEW CL A 92553P102 879 23,103 SH   DFND 14 7,325 15,778 0
VIACOM INC NEW CL B 92553P201 129,293 3,851,432 SH   DFND 14 606,897 3,244,535 0
VIACOM INC NEW CL B 92553P201 1,171 34,868 SH   DFND 16 0 34,868 0
VIACOM INC NEW CL B 92553P201 87 2,600 SH   DFND 18 0 2,600 0
VIAVI SOLUTIONS INC COM 925550105 7,504 712,649 SH   DFND 14 95,033 617,616 0
VICOR CORP COM 925815102 514 28,692 SH   DFND 14 2,980 25,712 0
VISA INC COM CL A 92826C839 241,395 2,574,051 SH   DFND 14 858,336 1,715,715 0
VISA INC COM CL A 92826C839 381 4,060 SH   DFND 16 0 4,060 0
VIRTUSA CORP COM 92827P102 1,374 46,751 SH   DFND 14 4,931 41,820 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,251 11,278 SH   DFND 14 1,090 10,188 0
VISHAY INTERTECHNOLOGY INC COM 928298108 24,603 1,482,138 SH   DFND 14 305,676 1,176,462 0
VISHAY INTERTECHNOLOGY INC COM 928298108 540 32,500 SH   DFND 16 0 32,500 0
VISTA OUTDOOR INC COM 928377100 2,165 96,198 SH   DFND 14 9,822 86,376 0
VISTEON CORP COM NEW 92839U206 278 2,720 SH   DFND 10 2,720 0 0
VISTEON CORP COM NEW 92839U206 332 3,253 SH   DFND 14 2,253 1,000 0
VITAMIN SHOPPE INC COM 92849E101 1,462 125,519 SH   DFND 14 3,509 122,010 0
VMWARE INC CL A COM 928563402 415 4,750 SH   DFND 10 4,750 0 0
VMWARE INC CL A COM 928563402 3,751 42,898 SH   DFND 14 5,598 37,300 0
VONAGE HLDGS CORP COM 92886T201 2,129 325,507 SH   DFND 14 158,307 167,200 0
VORNADO RLTY TR SH BEN INT 929042109 24,577 261,732 SH   DFND 14 85,412 176,320 0
VORNADO RLTY TR SH BEN INT 929042109 35 371 SH   DFND 16 0 371 0
VORNADO RLTY TR SH BEN INT 929042109 38,660 411,714 SH   DFND 3 76,601 335,113 0
VOYA FINL INC COM 929089100 13,983 379,048 SH   DFND 14 48,948 330,100 0
VULCAN MATLS CO COM 929160109 23,336 184,212 SH   DFND 14 62,157 122,055 0
VULCAN MATLS CO COM 929160109 37 290 SH   DFND 16 0 290 0
VULCAN MATLS CO COM 929160109 684 5,400 SH   DFND 18 0 5,400 0
W & T OFFSHORE INC COM 92922P106 25 12,508 SH   DFND 14 7,008 5,500 0
W & T OFFSHORE INC COM 92922P106 32 16,300 SH   DFND 16 0 16,300 0
WD-40 CO COM 929236107 2,643 23,953 SH   DFND 14 2,540 21,413 0
WGL HLDGS INC COM 92924F106 3,928 47,078 SH   DFND 14 9,766 37,312 0
WABCO HLDGS INC COM 92927K102 403 3,160 SH   DFND 14 3,090 70 0
WSFS FINL CORP COM 929328102 778 17,153 SH   DFND 14 17,153 0 0
WMIH CORP COM 92936P100 13 10,650 SH   DFND 14 10,650 0 0
W P CAREY INC COM 92936U109 2,713 41,100 SH   DFND 14 3,600 37,500 0
WEC ENERGY GROUP INC COM 92939U106 252 4,100 SH   DFND 10 4,100 0 0
WEC ENERGY GROUP INC COM 92939U106 29,202 475,762 SH   DFND 14 147,381 328,381 0
WEC ENERGY GROUP INC COM 92939U106 40 655 SH   DFND 16 0 655 0
WABASH NATL CORP COM 929566107 919 41,831 SH   DFND 10 41,831 0 0
WABASH NATL CORP COM 929566107 24,333 1,107,048 SH   DFND 14 27,081 1,079,967 0
WABASH NATL CORP COM 929566107 807 36,700 SH   DFND 16 0 36,700 0
WABASH NATL CORP COM 929566107 229 10,400 SH   DFND 18 0 10,400 0
WABTEC CORP COM 929740108 4,942 54,010 SH   DFND 14 11,754 42,256 0
WADDELL & REED FINL INC CL A 930059100 439 23,242 SH   DFND 10 23,242 0 0
WADDELL & REED FINL INC CL A 930059100 6,848 362,717 SH   DFND 14 14,452 348,265 0
WAGEWORKS INC COM 930427109 4,481 66,688 SH   DFND 14 6,668 60,020 0
WAL-MART STORES INC COM 931142103 389,430 5,145,742 SH   DFND 14 1,034,300 4,111,442 0
WAL-MART STORES INC COM 931142103 2,441 32,255 SH   DFND 16 0 32,255 0
WAL-MART STORES INC COM 931142103 447 5,900 SH   DFND 18 0 5,900 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 204,975 2,617,476 SH   DFND 14 567,794 2,049,682 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 767 9,795 SH   DFND 16 0 9,795 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 345 4,400 SH   DFND 18 0 4,400 0
WALKER & DUNLOP INC COM 93148P102 656 13,435 SH   DFND 10 13,435 0 0
WALKER & DUNLOP INC COM 93148P102 16,383 335,501 SH   DFND 14 40,650 294,851 0
WALKER & DUNLOP INC COM 93148P102 674 13,800 SH   DFND 16 0 13,800 0
WALKER & DUNLOP INC COM 93148P102 83 1,700 SH   DFND 18 0 1,700 0
WASHINGTON FED INC COM 938824109 23,895 719,720 SH   DFND 14 26,480 693,240 0
WASHINGTON PRIME GROUP NEW COM 93964W108 23,540 2,812,446 SH   DFND 14 504,409 2,308,037 0
WASHINGTON PRIME GROUP NEW COM 93964W108 85 10,200 SH   DFND 16 0 10,200 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,660 198,336 SH   DFND 3 0 198,336 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 288 9,023 SH   DFND 14 9,023 0 0
WASHINGTON TR BANCORP COM 940610108 1,114 21,609 SH   DFND 14 21,609 0 0
WASTE CONNECTIONS INC COM 94106B101 293 4,548 SH   DFND 14 0 4,548 0
WASTE MGMT INC DEL COM 94106L109 63,223 861,932 SH   DFND 14 193,617 668,315 0
WASTE MGMT INC DEL COM 94106L109 67 915 SH   DFND 16 0 915 0
WATERS CORP COM 941848103 20,335 110,611 SH   DFND 14 37,866 72,745 0
WATERS CORP COM 941848103 32 175 SH   DFND 16 0 175 0
WATSCO INC COM 942622200 2,917 18,918 SH   DFND 14 4,090 14,828 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,097 48,998 SH   DFND 14 5,076 43,922 0
WEB COM GROUP INC COM 94733A104 863 34,129 SH   DFND 14 4,829 29,300 0
WEBMD HEALTH CORP COM 94770V102 1,514 25,809 SH   DFND 14 7,339 18,470 0
WEBMD HEALTH CORP COM 94770V102 270 4,600 SH   DFND 18 0 4,600 0
WEBSTER FINL CORP CONN COM 947890109 3,017 57,782 SH   DFND 14 12,836 44,946 0
WEIBO CORP SPONSORED ADR 948596101 5,560 83,650 SH   DFND 14 500 83,150 0
WEIBO CORP SPONSORED ADR 948596101 226 3,400 SH   DFND 16 0 3,400 0
WEIBO CORP SPONSORED ADR 948596101 289 4,350 SH   DFND 18 0 4,350 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 19,134 635,671 SH   DFND 14 126,207 509,464 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 90 3,000 SH   DFND 16 0 3,000 0
WELLCARE HEALTH PLANS INC COM 94946T106 571 3,178 SH   DFND 10 3,178 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 73,409 408,826 SH   DFND 14 75,257 333,569 0
WELLCARE HEALTH PLANS INC COM 94946T106 350 1,950 SH   DFND 16 0 1,950 0
WELLCARE HEALTH PLANS INC COM 94946T106 153 850 SH   DFND 18 0 850 0
WELLS FARGO CO NEW COM 949746101 190 3,430 SH   DFND 10 3,430 0 0
WELLS FARGO CO NEW COM 949746101 558,812 10,085,045 SH   DFND 14 2,858,968 7,226,077 0
WELLS FARGO CO NEW COM 949746101 1,704 30,760 SH   DFND 16 0 30,760 0
WELLTOWER INC COM 95040Q104 37,854 505,729 SH   DFND 14 173,492 332,237 0
WELLTOWER INC COM 95040Q104 60 800 SH   DFND 16 0 800 0
WELLTOWER INC COM 95040Q104 42,571 568,754 SH   DFND 3 85,369 483,385 0
WENDYS CO COM 95058W100 13,582 875,691 SH   DFND 14 105,709 769,982 0
WENDYS CO COM 95058W100 23 1,500 SH   DFND 16 0 1,500 0
WERNER ENTERPRISES INC COM 950755108 898 30,595 SH   DFND 14 8,915 21,680 0
WESBANCO INC COM 950810101 8,134 205,715 SH   DFND 14 25,467 180,248 0
WESBANCO INC COM 950810101 281 7,100 SH   DFND 16 0 7,100 0
WESCO AIRCRAFT HLDGS INC COM 950814103 836 77,013 SH   DFND 14 4,613 72,400 0
WESCO INTL INC COM 95082P105 10,185 177,754 SH   DFND 14 6,663 171,091 0
WEST BANCORPORATION INC CAP STK 95123P106 1,257 53,170 SH   DFND 14 1,811 51,359 0
WEST MARINE INC COM 954235107 285 22,200 SH   DFND 10 22,200 0 0
WEST MARINE INC COM 954235107 26 1,990 SH   DFND 14 1,990 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 37,654 398,370 SH   DFND 14 90,098 308,272 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 180 1,900 SH   DFND 16 0 1,900 0
WESTAMERICA BANCORPORATION COM 957090103 2,484 44,326 SH   DFND 14 4,507 39,819 0
WESTAR ENERGY INC COM 95709T100 4,718 88,979 SH   DFND 14 19,571 69,408 0
WESTERN ALLIANCE BANCORP COM 957638109 2,149 43,683 SH   DFND 14 43,683 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 5,664 549,875 SH   DFND 14 31,475 518,400 0
WESTERN ASSET MTG CAP CORP COM 95790D105 174 16,900 SH   DFND 16 0 16,900 0
WESTERN DIGITAL CORP COM 958102105 1,010 11,400 SH   DFND 10 11,400 0 0
WESTERN DIGITAL CORP COM 958102105 64,593 729,043 SH   DFND 14 138,203 590,840 0
WESTERN DIGITAL CORP COM 958102105 359 4,047 SH   DFND 16 0 4,047 0
WESTERN UN CO COM 959802109 20,252 1,063,115 SH   DFND 14 263,464 799,651 0
WESTERN UN CO COM 959802109 19 985 SH   DFND 16 0 985 0
WESTLAKE CHEM CORP COM 960413102 17,973 271,448 SH   DFND 14 27,433 244,015 0
WESTMORELAND COAL CO COM 960878106 40 8,216 SH   DFND 10 8,216 0 0
WESTMORELAND COAL CO COM 960878106 9 1,885 SH   DFND 14 1,885 0 0
WESTROCK CO COM 96145D105 111,962 1,976,040 SH   DFND 14 333,099 1,642,941 0
WESTROCK CO COM 96145D105 1,256 22,166 SH   DFND 16 0 22,166 0
WEX INC COM 96208T104 2,536 24,326 SH   DFND 14 5,444 18,882 0
WEYERHAEUSER CO COM 962166104 55,320 1,651,340 SH   DFND 14 409,822 1,241,518 0
WEYERHAEUSER CO COM 962166104 578 17,260 SH   DFND 16 0 17,260 0
WHIRLPOOL CORP COM 963320106 35,417 184,828 SH   DFND 14 43,436 141,392 0
WHIRLPOOL CORP COM 963320106 33 174 SH   DFND 16 0 174 0
WHIRLPOOL CORP COM 963320106 134 700 SH   DFND 18 0 700 0
WHITING PETE CORP NEW COM 966387102 82 14,839 SH   DFND 14 14,839 0 0
WHOLE FOODS MKT INC COM 966837106 18,641 442,669 SH   DFND 14 150,100 292,569 0
WHOLE FOODS MKT INC COM 966837106 27 650 SH   DFND 16 0 650 0
WILEY JOHN & SONS INC CL A 968223206 2,087 39,565 SH   DFND 14 6,118 33,447 0
WILLIAMS COS INC DEL COM 969457100 35,717 1,179,556 SH   DFND 14 384,714 794,842 0
WILLIAMS COS INC DEL COM 969457100 53 1,765 SH   DFND 16 0 1,765 0
WILLIAMS COS INC DEL COM 969457100 1,905 62,900 SH   DFND 18 0 62,900 0
WILLIAMS SONOMA INC COM 969904101 8,825 181,958 SH   DFND 14 29,328 152,630 0
WINDSTREAM HLDGS INC COM NEW 97382A200 69 17,912 SH   DFND 14 17,912 0 0
WINGSTOP INC COM 974155103 1,467 47,460 SH   DFND 14 3,750 43,710 0
WINNEBAGO INDS INC COM 974637100 1,950 55,704 SH   DFND 14 4,748 50,956 0
WINTRUST FINL CORP COM 97650W108 32,789 428,957 SH   DFND 14 72,257 356,700 0
WINTRUST FINL CORP COM 97650W108 1,116 14,600 SH   DFND 16 0 14,600 0
WIPRO LTD SPON ADR 1 SH 97651M109 10,683 2,054,390 SH   DFND 14 2,800 2,051,590 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,803 539,000 SH   DFND 16 0 539,000 0
WISDOMTREE INVTS INC COM 97717P104 1,959 192,620 SH   DFND 14 18,820 173,800 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 778 17,000 SH   DFND 18 0 17,000 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 951 18,280 SH   DFND 18 0 18,280 0
WISDOMTREE TR EUROPE HEDGED E 97717X701 280 4,500 SH   DFND 18 0 4,500 0
WOLVERINE WORLD WIDE INC COM 978097103 31,212 1,114,322 SH   DFND 14 122,432 991,890 0
WOLVERINE WORLD WIDE INC COM 978097103 1,129 40,300 SH   DFND 16 0 40,300 0
WOODWARD INC COM 980745103 2,525 37,361 SH   DFND 14 10,414 26,947 0
WORKDAY INC CL A 98138H101 452 4,660 SH   DFND 14 3,890 770 0
WORLD ACCEP CORP DEL COM 981419104 4,689 62,592 SH   DFND 14 1,327 61,265 0
WORLD FUEL SVCS CORP COM 981475106 26,239 682,409 SH   DFND 14 137,145 545,264 0
WORLD FUEL SVCS CORP COM 981475106 135 3,500 SH   DFND 16 0 3,500 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,304 63,998 SH   DFND 14 5,928 58,070 0
WORTHINGTON INDS INC COM 981811102 707 14,076 SH   DFND 10 14,076 0 0
WORTHINGTON INDS INC COM 981811102 36,842 733,608 SH   DFND 14 115,644 617,964 0
WORTHINGTON INDS INC COM 981811102 894 17,800 SH   DFND 16 0 17,800 0
WPX ENERGY INC COM 98212B103 9,330 965,862 SH   DFND 14 233,178 732,684 0
WPX ENERGY INC COM 98212B103 41 4,200 SH   DFND 16 0 4,200 0
WYNDHAM WORLDWIDE CORP COM 98310W108 960 9,560 SH   DFND 10 9,560 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 24,816 247,146 SH   DFND 14 60,431 186,715 0
WYNDHAM WORLDWIDE CORP COM 98310W108 24 240 SH   DFND 16 0 240 0
WYNN RESORTS LTD COM 983134107 1,009 7,525 SH   DFND 10 7,525 0 0
WYNN RESORTS LTD COM 983134107 15,033 112,086 SH   DFND 14 38,766 73,320 0
WYNN RESORTS LTD COM 983134107 24 180 SH   DFND 16 0 180 0
XO GROUP INC COM 983772104 405 23,000 SH   DFND 10 23,000 0 0
XO GROUP INC COM 983772104 937 53,158 SH   DFND 14 4,423 48,735 0
XO GROUP INC COM 983772104 155 8,800 SH   DFND 16 0 8,800 0
XPO LOGISTICS INC COM 983793100 13,327 206,212 SH   DFND 14 78,612 127,600 0
XCEL ENERGY INC COM 98389B100 32,661 711,879 SH   DFND 14 236,397 475,482 0
XCEL ENERGY INC COM 98389B100 50 1,080 SH   DFND 16 0 1,080 0
XILINX INC COM 983919101 21,931 340,971 SH   DFND 14 115,918 225,053 0
XILINX INC COM 983919101 32 500 SH   DFND 16 0 500 0
XENIA HOTELS & RESORTS INC COM 984017103 158 8,151 SH   DFND 10 8,151 0 0
XENIA HOTELS & RESORTS INC COM 984017103 41,691 2,152,330 SH   DFND 14 514,890 1,637,440 0
XENIA HOTELS & RESORTS INC COM 984017103 1,222 63,100 SH   DFND 16 0 63,100 0
XENCOR INC COM 98401F105 390 18,484 SH   DFND 10 18,484 0 0
XENCOR INC COM 98401F105 74 3,510 SH   DFND 14 3,510 0 0
XEROX CORP COM NEW 984121608 298 10,370 SH   DFND 10 10,370 0 0
XEROX CORP COM NEW 984121608 17,650 614,348 SH   DFND 14 127,053 487,295 0
XEROX CORP COM NEW 984121608 13 458 SH   DFND 16 0 458 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 2,030 391,900 SH   DFND 14 13,700 378,200 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 281 54,200 SH   DFND 16 0 54,200 0
XYLEM INC COM 98419M100 13,787 248,737 SH   DFND 14 84,798 163,939 0
XYLEM INC COM 98419M100 19 350 SH   DFND 16 0 350 0
XPERI CORP COM 98421B100 2,482 83,295 SH   DFND 14 8,488 74,807 0
YY INC ADS REPCOM CLA 98426T106 235 4,050 SH   DFND 10 4,050 0 0
YY INC ADS REPCOM CLA 98426T106 37,859 652,400 SH   DFND 14 10,700 641,700 0
YY INC ADS REPCOM CLA 98426T106 3,923 67,600 SH   DFND 16 0 67,600 0
YELP INC CL A 985817105 249 8,290 SH   DFND 14 8,290 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 555 22,200 SH   DFND 14 0 22,200 0
YUM BRANDS INC COM 988498101 113,148 1,534,005 SH   DFND 14 288,776 1,245,229 0
YUM BRANDS INC COM 988498101 986 13,370 SH   DFND 16 0 13,370 0
YUM BRANDS INC COM 988498101 177 2,400 SH   DFND 18 0 2,400 0
YUM CHINA HLDGS INC COM 98850P109 125,443 3,181,404 SH   DFND 14 168,504 3,012,900 0
YUM CHINA HLDGS INC COM 98850P109 6,411 162,600 SH   DFND 16 0 162,600 0
YUM CHINA HLDGS INC COM 98850P109 95 2,400 SH   DFND 18 0 2,400 0
ZAYO GROUP HLDGS INC COM 98919V105 371 12,000 SH   DFND 14 11,800 200 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 15,454 153,736 SH   DFND 14 7,446 146,290 0
ZENDESK INC COM 98936J101 245 8,820 SH   DFND 14 8,820 0 0
ZILLOW GROUP INC CL C CAP STK 98954M200 308 6,284 SH   DFND 14 6,114 170 0
ZIMMER BIOMET HLDGS INC COM 98956P102 35,725 278,233 SH   DFND 14 95,583 182,650 0
ZIMMER BIOMET HLDGS INC COM 98956P102 57 445 SH   DFND 16 0 445 0
ZIONS BANCORPORATION COM 989701107 12,258 279,165 SH   DFND 14 93,456 185,709 0
ZIONS BANCORPORATION COM 989701107 20 450 SH   DFND 16 0 450 0
ZIOPHARM ONCOLOGY INC COM 98973P101 91 14,623 SH   DFND 14 14,623 0 0
ZIX CORP COM 98974P100 146 25,573 SH   DFND 14 6,373 19,200 0
ZIX CORP COM 98974P100 42 7,300 SH   DFND 16 0 7,300 0
ZOETIS INC CL A 98978V103 945 15,150 SH   DFND 10 15,150 0 0
ZOETIS INC CL A 98978V103 147,717 2,368,013 SH   DFND 14 470,170 1,897,843 0
ZOETIS INC CL A 98978V103 1,460 23,400 SH   DFND 16 0 23,400 0
ZUMIEZ INC COM 989817101 369 29,876 SH   DFND 10 29,876 0 0
ZUMIEZ INC COM 989817101 1,820 147,345 SH   DFND 14 2,556 144,789 0
ZYNGA INC CL A 98986T108 162 44,500 SH   DFND 14 44,500 0 0
ADIENT PLC ORD SHS G0084W101 11,206 171,399 SH   DFND 14 18,368 153,031 0
ADIENT PLC ORD SHS G0084W101 366 5,600 SH   DFND 16 0 5,600 0
AIRCASTLE LTD COM G0129K104 14,028 644,957 SH   DFND 14 8,504 636,453 0
ALKERMES PLC SHS G01767105 527 9,095 SH   DFND 14 8,895 200 0
ALLEGION PUB LTD CO ORD SHS G0176J109 10,495 129,378 SH   DFND 14 41,370 88,008 0
ALLEGION PUB LTD CO ORD SHS G0176J109 18 216 SH   DFND 16 0 216 0
ALLERGAN PLC SHS G0177J108 809 3,330 SH   DFND 10 3,330 0 0
ALLERGAN PLC SHS G0177J108 325,678 1,339,741 SH   DFND 14 261,079 1,078,662 0
ALLERGAN PLC SHS G0177J108 2,198 9,041 SH   DFND 16 0 9,041 0
AMDOCS LTD SHS G02602103 230 3,570 SH   DFND 14 3,570 0 0
AON PLC SHS CL A G0408V102 47,133 354,518 SH   DFND 14 113,201 241,317 0
AON PLC SHS CL A G0408V102 76 575 SH   DFND 16 0 575 0
ARCH CAP GROUP LTD ORD G0450A105 575 6,160 SH   DFND 14 6,030 130 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 13,521 223,118 SH   DFND 14 11,947 211,171 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 570 9,400 SH   DFND 16 0 9,400 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 453 9,087 SH   DFND 10 9,087 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 5,171 103,734 SH   DFND 14 8,337 95,397 0
ARRIS INTL INC SHS G0551A103 28,277 1,009,172 SH   DFND 14 113,244 895,928 0
ARRIS INTL INC SHS G0551A103 78 2,800 SH   DFND 16 0 2,800 0
ASSURED GUARANTY LTD COM G0585R106 253 6,050 SH   DFND 10 6,050 0 0
ASSURED GUARANTY LTD COM G0585R106 2,159 51,713 SH   DFND 14 9,613 42,100 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 149 10,000 SH   DFND 10 10,000 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 10 690 SH   DFND 14 690 0 0
ATHENE HLDG LTD CL A G0684D107 3,561 71,770 SH   DFND 14 970 70,800 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 6,839 105,762 SH   DFND 14 10,562 95,200 0
AXALTA COATING SYS LTD COM G0750C108 260 8,110 SH   DFND 14 7,900 210 0
AXOVANT SCIENCES LTD COM G0750W104 1,664 71,770 SH   DFND 14 1,960 69,810 0
AXOVANT SCIENCES LTD COM G0750W104 195 8,400 SH   DFND 16 0 8,400 0
ATLANTICA YIELD PLC SHS G0751N103 7,762 363,400 SH   DFND 14 81,200 282,200 0
ATLANTICA YIELD PLC SHS G0751N103 974 45,600 SH   DFND 16 0 45,600 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 4,700 137,830 SH   DFND 14 34,830 103,000 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 682 20,000 SH   DFND 16 0 20,000 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 245,104 1,981,761 SH   DFND 14 415,275 1,566,486 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,689 13,660 SH   DFND 16 0 13,660 0
BELMOND LTD CL A G1154H107 1,852 139,234 SH   DFND 14 11,374 127,860 0
BUNGE LIMITED COM G16962105 824 11,040 SH   DFND 10 11,040 0 0
BUNGE LIMITED COM G16962105 11,815 158,372 SH   DFND 14 19,301 139,071 0
CARDTRONICS PLC SHS CL A G1991C105 2,532 77,052 SH   DFND 14 7,882 69,170 0
CHINA YUCHAI INTL LTD COM G21082105 674 37,000 SH   DFND 14 0 37,000 0
CREDICORP LTD COM G2519Y108 6,045 33,700 SH   DFND 14 1,400 32,300 0
DELPHI AUTOMOTIVE PLC SHS G27823106 51,610 588,820 SH   DFND 14 132,822 455,998 0
DELPHI AUTOMOTIVE PLC SHS G27823106 52 590 SH   DFND 16 0 590 0
EATON CORP PLC SHS G29183103 59,211 760,770 SH   DFND 14 226,575 534,195 0
EATON CORP PLC SHS G29183103 75 963 SH   DFND 16 0 963 0
ENDO INTL PLC SHS G30401106 34,366 3,076,675 SH   DFND 14 469,651 2,607,024 0
ENDO INTL PLC SHS G30401106 134 12,000 SH   DFND 16 0 12,000 0
ENSTAR GROUP LIMITED SHS G3075P101 3,133 15,769 SH   DFND 14 1,429 14,340 0
ENSCO PLC SHS CLASS A G3157S106 16,252 3,149,600 SH   DFND 14 605,460 2,544,140 0
ENSCO PLC SHS CLASS A G3157S106 54 10,400 SH   DFND 16 0 10,400 0
ESSENT GROUP LTD COM G3198U102 5,744 154,670 SH   DFND 14 24,170 130,500 0
ESSENT GROUP LTD COM G3198U102 475 12,800 SH   DFND 16 0 12,800 0
EVEREST RE GROUP LTD COM G3223R108 662 2,600 SH   DFND 10 2,600 0 0
EVEREST RE GROUP LTD COM G3223R108 57,564 226,105 SH   DFND 14 34,180 191,925 0
EVEREST RE GROUP LTD COM G3223R108 25 100 SH   DFND 16 0 100 0
FABRINET SHS G3323L100 2,639 61,859 SH   DFND 14 5,059 56,800 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 10,415 204,570 SH   DFND 14 3,609 200,961 0
GENPACT LIMITED SHS G3922B107 245 8,817 SH   DFND 14 8,817 0 0
HELEN OF TROY CORP LTD COM G4388N106 11,349 120,611 SH   DFND 14 5,183 115,428 0
HERBALIFE LTD COM USD SHS G4412G101 362 5,081 SH   DFND 14 5,081 0 0
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 3,411 103,019 SH   DFND 14 15,749 87,270 0
HORIZON PHARMA PLC SHS G4617B105 208 17,510 SH   DFND 14 17,510 0 0
IHS MARKIT LTD SHS G47567105 18,266 414,750 SH   DFND 14 134,450 280,300 0
IHS MARKIT LTD SHS G47567105 31 700 SH   DFND 16 0 700 0
INGERSOLL-RAND PLC SHS G47791101 68,913 754,058 SH   DFND 14 117,308 636,750 0
INGERSOLL-RAND PLC SHS G47791101 809 8,850 SH   DFND 16 0 8,850 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 5,893 322,031 SH   DFND 14 18,181 303,850 0
WEATHERFORD INTL PLC ORD SHS G48833100 84 21,824 SH   DFND 14 20,600 1,224 0
INVESCO LTD SHS G491BT108 38,377 1,090,566 SH   DFND 14 256,468 834,098 0
INVESCO LTD SHS G491BT108 478 13,575 SH   DFND 16 0 13,575 0
JOHNSON CTLS INTL PLC SHS G51502105 359 8,272 SH   DFND 10 8,272 0 0
JOHNSON CTLS INTL PLC SHS G51502105 56,091 1,293,620 SH   DFND 14 437,282 856,338 0
JOHNSON CTLS INTL PLC SHS G51502105 87 2,011 SH   DFND 16 0 2,011 0
LAZARD LTD SHS A G54050102 9,766 210,795 SH   DFND 14 25,095 185,700 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 622 19,949 SH   DFND 14 8,303 11,646 0
LIVANOVA PLC SHS G5509L101 1,809 29,552 SH   DFND 14 6,935 22,617 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,362 122,719 SH   DFND 14 11,749 110,970 0
MALLINCKRODT PUB LTD CO SHS G5785G107 28,337 632,387 SH   DFND 14 67,537 564,850 0
MALLINCKRODT PUB LTD CO SHS G5785G107 439 9,800 SH   DFND 16 0 9,800 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 490 29,640 SH   DFND 14 29,130 510 0
MEDTRONIC PLC SHS G5960L103 287,322 3,237,436 SH   DFND 14 768,110 2,469,326 0
MEDTRONIC PLC SHS G5960L103 1,561 17,590 SH   DFND 16 0 17,590 0
MICHAEL KORS HLDGS LTD SHS G60754101 7,671 211,605 SH   DFND 14 67,220 144,385 0
MICHAEL KORS HLDGS LTD SHS G60754101 12 340 SH   DFND 16 0 340 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,089 185,285 SH   DFND 14 57,045 128,240 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 315 18,900 SH   DFND 16 0 18,900 0
NABORS INDUSTRIES LTD SHS G6359F103 8,454 1,038,519 SH   DFND 14 86,427 952,092 0
NABORS INDUSTRIES LTD SHS G6359F103 55 6,800 SH   DFND 16 0 6,800 0
NIELSEN HLDGS PLC SHS EUR G6518L108 17,306 447,654 SH   DFND 14 141,812 305,842 0
NIELSEN HLDGS PLC SHS EUR G6518L108 28 730 SH   DFND 16 0 730 0
NOBLE CORP PLC SHS USD G65431101 1,454 401,580 SH   DFND 14 31,470 370,110 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 14,605 269,012 SH   DFND 14 19,772 249,240 0
OM ASSET MGMT PLC SHS G67506108 4,380 294,760 SH   DFND 14 3,860 290,900 0
OM ASSET MGMT PLC SHS G67506108 256 17,200 SH   DFND 16 0 17,200 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,933 28,288 SH   DFND 14 5,632 22,656 0
ROWAN COMPANIES PLC SHS CL A G7665A101 3,201 312,613 SH   DFND 14 21,718 290,895 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 18,513 477,761 SH   DFND 14 127,400 350,361 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 24 620 SH   DFND 16 0 620 0
PENTAIR PLC SHS G7S00T104 31,008 466,000 SH   DFND 14 105,937 360,063 0
PENTAIR PLC SHS G7S00T104 382 5,746 SH   DFND 16 0 5,746 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 6,244 459,149 SH   DFND 14 6,480 452,669 0
SIGNET JEWELERS LIMITED SHS G81276100 9,654 152,653 SH   DFND 14 35,813 116,840 0
SIGNET JEWELERS LIMITED SHS G81276100 9 150 SH   DFND 16 0 150 0
STERIS PLC SHS USD G84720104 13,689 167,966 SH   DFND 14 10,879 157,087 0
STERIS PLC SHS USD G84720104 41 500 SH   DFND 16 0 500 0
TECHNIPFMC PLC COM G87110105 16,488 606,175 SH   DFND 14 186,898 419,277 0
TECHNIPFMC PLC COM G87110105 26 960 SH   DFND 16 0 960 0
THIRD PT REINS LTD COM G8827U100 452 32,526 SH   DFND 10 32,526 0 0
THIRD PT REINS LTD COM G8827U100 71 5,080 SH   DFND 14 5,080 0 0
THIRD PT REINS LTD COM G8827U100 209 15,000 SH   DFND 16 0 15,000 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 22,370 1,625,710 SH   DFND 14 167,180 1,458,530 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 885 64,300 SH   DFND 16 0 64,300 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 5,643 108,578 SH   DFND 14 13,078 95,500 0
WHITE MTNS INS GROUP LTD COM G9618E107 374 431 SH   DFND 14 431 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 25,029 172,065 SH   DFND 14 54,855 117,210 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 40 277 SH   DFND 16 0 277 0
PERRIGO CO PLC SHS G97822103 14,398 190,646 SH   DFND 14 61,230 129,416 0
PERRIGO CO PLC SHS G97822103 23 300 SH   DFND 16 0 300 0
XL GROUP LTD COM G98294104 15,484 353,516 SH   DFND 14 111,595 241,921 0
XL GROUP LTD COM G98294104 24 555 SH   DFND 16 0 555 0
CHUBB LIMITED COM H1467J104 198 1,360 SH   DFND 10 1,360 0 0
CHUBB LIMITED COM H1467J104 119,408 821,349 SH   DFND 14 217,953 603,396 0
CHUBB LIMITED COM H1467J104 149 1,022 SH   DFND 16 0 1,022 0
GARMIN LTD SHS H2906T109 7,844 153,716 SH   DFND 14 48,500 105,216 0
GARMIN LTD SHS H2906T109 10 200 SH   DFND 16 0 200 0
TE CONNECTIVITY LTD REG SHS H84989104 40,212 511,085 SH   DFND 14 149,327 361,758 0
TE CONNECTIVITY LTD REG SHS H84989104 61 780 SH   DFND 16 0 780 0
TRANSOCEAN LTD REG SHS H8817H100 18,847 2,290,003 SH   DFND 14 302,505 1,987,498 0
TRANSOCEAN LTD REG SHS H8817H100 6 670 SH   DFND 16 0 670 0
TRINSEO S A SHS L9340P101 40,924 595,696 SH   DFND 14 61,246 534,450 0
TRINSEO S A SHS L9340P101 1,477 21,500 SH   DFND 16 0 21,500 0
CAESARSTONE LTD ORD SHS M20598104 504 14,380 SH   DFND 14 1,680 12,700 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 7,509 68,838 SH   DFND 14 20,823 48,015 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 491 4,500 SH   DFND 16 0 4,500 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 108 967 SH   DFND 10 967 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 161 1,439 SH   DFND 14 1,396 43 0
AERCAP HOLDINGS NV SHS N00985106 932 20,067 SH   DFND 14 19,330 737 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,177 18,749 SH   DFND 14 17,880 869 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 194,720 2,307,381 SH   DFND 14 376,544 1,930,837 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,040 12,320 SH   DFND 16 0 12,320 0
MYLAN N V SHS EURO N59465109 62,437 1,608,371 SH   DFND 14 287,513 1,320,858 0
MYLAN N V SHS EURO N59465109 1,240 31,945 SH   DFND 16 0 31,945 0
NXP SEMICONDUCTORS N V COM N6596X109 4,095 37,413 SH   DFND 14 36,341 1,072 0
ORTHOFIX INTL N V COM N6748L102 1,544 33,224 SH   DFND 14 3,314 29,910 0
QIAGEN NV SHS NEW N72482123 263 7,841 SH   DFND 14 4,941 2,900 0
WRIGHT MED GROUP N V ORD SHS 0.03 PA N96617118 211 7,678 SH   DFND 14 7,678 0 0
PLANET PAYMENT INC SHS U72603118 85 25,760 SH   DFND 14 2,760 23,000 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 80,707 738,873 SH   DFND 14 129,166 609,707 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 44 400 SH   DFND 16 0 400 0
ARDMORE SHIPPING CORP COM Y0207T100 480 58,840 SH   DFND 14 1,840 57,000 0
BROADCOM LTD SHS Y09827109 1,256 5,390 SH   DFND 10 5,390 0 0
BROADCOM LTD SHS Y09827109 263,394 1,130,203 SH   DFND 14 245,272 884,931 0
BROADCOM LTD SHS Y09827109 1,023 4,390 SH   DFND 16 0 4,390 0
COSTAMARE INC SHS Y1771G102 2,404 328,920 SH   DFND 14 2,020 326,900 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,003 964,590 SH   DFND 14 4,790 959,800 0
DORIAN LPG LTD SHS USD Y2106R110 1,123 137,300 SH   DFND 14 33,600 103,700 0
DORIAN LPG LTD SHS USD Y2106R110 173 21,200 SH   DFND 16 0 21,200 0
INDUSTRIAL & COML BK CHINA L PRFD6.000%12/ Y39656AA4 211 200,000 SH   DFND 3 0 0 0
SCORPIO TANKERS INC SHS Y7542C106 4,591 1,156,362 SH   DFND 14 159,462 996,900 0
SCORPIO TANKERS INC SHS Y7542C106 119 30,100 SH   DFND 16 0 30,100 0
TEEKAY TANKERS LTD CL A Y8565N102 717 381,173 SH   DFND 14 7,073 374,100 0