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
3-D SYS CORP DEL COM NEW 88554D205 4,036 215,812 SH   SOLE - 0 0 0
3M CO COM 88579Y101 13,972 67,110 SH   SOLE - 0 0 0
ABBVIE INC COM 00287Y109 24,823 342,341 SH   SOLE - 0 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 252 5,097 SH   SOLE - 0 0 0
ACTIVISION BLIZZARD INC COM 00507V109 44,220 768,115 SH   SOLE - 0 0 0
ADOBE SYS INC COM 00724F101 34,404 243,241 SH   SOLE - 0 0 0
AECOM COM 00766T100 336 10,388 SH   SOLE - 0 0 0
AES CORP COM 00130H105 355 31,930 SH   SOLE - 0 0 0
AETNA INC NEW COM 00817Y108 1,080 7,112 SH   SOLE - 0 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,533 42,704 SH   SOLE - 0 0 0
AGNC INVT CORP COM 00123Q104 18,944 889,824 SH   SOLE - 0 0 0
ALERE INC COM 01449J105 1,054 21,000 SH   SOLE - 0 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 12,191 325,000 SH   SOLE - 0 0 0
ALPHABET INC CAP STK CL A 02079K305 122,092 131,327 SH   SOLE - 0 0 0
ALPHABET INC CAP STK CL A 02079K305 4,975 5,307 SH   DFND 6 0 0 0
ALTRIA GROUP INC COM 02209S103 21,210 284,812 SH   SOLE - 0 0 0
AMBEV SA SPONSORED ADR 02319V103 407 74,104 SH   SOLE - 0 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 1,684 33,471 SH   SOLE - 0 0 0
AMERICAN TOWER CORP NEW COM 03027X100 5,119 38,687 SH   SOLE - 0 0 0
AMERIPRISE FINL INC COM 03076C106 25,347 199,126 SH   SOLE - 0 0 0
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 403 3,654 SH   SOLE - 0 0 0
ANSYS INC COM 03662Q105 1,147 9,426 SH   SOLE - 0 0 0
ANTERO MIDSTREAM PARTNERS LP UNT LTD PARTN 03673L103 43,721 1,317,700 SH   SOLE - 0 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 578 13,457 SH   SOLE - 0 0 0
AQUA AMERICA INC COM 03836W103 425 12,750 SH   SOLE - 0 0 0
ARCONIC INC COM 03965L100 2,939 129,767 SH   SOLE - 0 0 0
ASSURANT INC COM 04621X108 5,702 54,991 SH   SOLE - 0 0 0
AT&T INC COM 00206R102 67,950 1,800,943 SH   SOLE - 0 0 0
ATHENAHEALTH INC COM 04685W103 14,055 100,000 SH   SOLE - 0 0 0
BCE INC COM NEW 05534B760 10,759 239,248 SH   SOLE - 0 0 0
BIOGEN INC COM 09062X103 60,035 221,238 SH   SOLE - 0 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 1,113 12,257 SH   SOLE - 0 0 0
BLACKBERRY LTD COM 09228F103 33 2,500 SH   DFND 6 0 0 0
BLACKBERRY LTD COM 09228F103 528 52,892 SH   SOLE - 0 0 0
BLACKROCK INC COM 09247X101 59 140 SH   DFND 6 0 0 0
BLACKROCK INC COM 09247X101 2,228 5,274 SH   SOLE - 0 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 306 9,161 SH   SOLE - 0 0 0
BOSTON PROPERTIES INC COM 101121101 391 3,177 SH   SOLE - 0 0 0
BOSTON SCIENTIFIC CORP COM 101137107 3,573 128,890 SH   SOLE - 0 0 0
BRINKER INTL INC COM 109641100 238 6,258 SH   SOLE - 0 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 14,671 263,305 SH   SOLE - 0 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 10,472 585,710 SH   SOLE - 0 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 497 39,394 SH   SOLE - 0 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 1,117 28,527 SH   SOLE - 0 0 0
BROWN & BROWN INC COM 115236101 9,161 212,700 SH   SOLE - 0 0 0
BRUNSWICK CORP COM 117043109 374 5,957 SH   SOLE - 0 0 0
BRYN MAWR BK CORP COM 117665109 2,130 50,125 SH   SOLE - 0 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 118230101 928 14,517 SH   SOLE - 0 0 0
BUNGE LIMITED COM G16962105 885 11,868 SH   SOLE - 0 0 0
CA INC COM 12673P105 350 10,160 SH   SOLE - 0 0 0
CABELAS INC COM 126804301 26,670 448,847 SH   SOLE - 0 0 0
CABLE ONE INC COM 12685J105 223 313 SH   SOLE - 0 0 0
CABOT CORP COM 127055101 4,764 89,167 SH   SOLE - 0 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 674 20,124 SH   SOLE - 0 0 0
CALPINE CORP COM NEW 131347304 692 51,133 SH   SOLE - 0 0 0
CAMDEN PPTY TR SH BEN INT 133131102 420 4,913 SH   SOLE - 0 0 0
CAMECO CORP COM 13321L108 118 12,965 SH   SOLE - 0 0 0
CAMPBELL SOUP CO COM 134429109 1,920 36,821 SH   SOLE - 0 0 0
CANADIAN NAT RES LTD COM 136385101 1,039 36,016 SH   SOLE - 0 0 0
CANADIAN NATL RY CO COM 136375102 2,050 25,336 SH   SOLE - 0 0 0
CANADIAN PAC RY LTD COM 13645T100 774 4,818 SH   SOLE - 0 0 0
CAPITAL ONE FINL CORP COM 14040H105 28,788 348,435 SH   SOLE - 0 0 0
CARDINAL HEALTH INC COM 14149Y108 570 7,318 SH   SOLE - 0 0 0
CARE CAP PPTYS INC COM 141624106 258 9,678 SH   SOLE - 0 0 0
CARLISLE COS INC COM 142339100 467 4,900 SH   SOLE - 0 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 733 11,183 SH   SOLE - 0 0 0
CARTER INC COM 146229109 287 3,228 SH   SOLE - 0 0 0
CASEYS GEN STORES INC COM 147528103 280 2,613 SH   SOLE - 0 0 0
CATALENT INC COM 148806102 1,538 43,828 SH   SOLE - 0 0 0
CATERPILLAR INC DEL COM 149123101 24 225 SH   DFND 6 0 0 0
CATERPILLAR INC DEL COM 149123101 17,633 164,087 SH   SOLE - 0 0 0
CATHAY GEN BANCORP COM 149150104 215 5,678 SH   SOLE - 0 0 0
CBOE HLDGS INC COM 12503M108 1,501 16,423 SH   SOLE - 0 0 0
CBS CORP NEW CL B 124857202 24,333 381,522 SH   SOLE - 0 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 9,344 115,133 SH   SOLE - 0 0 0
CELANESE CORP DEL COM SER A 150870103 10,134 106,740 SH   SOLE - 0 0 0
CELGENE CORP COM 151020104 479 3,692 SH   SOLE - 0 0 0
CENOVUS ENERGY INC COM 15135U109 243 33,049 SH   SOLE - 0 0 0
CENTENE CORP DEL COM 15135B101 3,160 39,562 SH   SOLE - 0 0 0
CENTERPOINT ENERGY INC COM 15189T107 728 26,593 SH   SOLE - 0 0 0
CENTURY ALUM CO COM 156431108 17,595 1,129,309 SH   SOLE - 0 0 0
CENTURYLINK INC COM 156700106 3,335 139,664 SH   SOLE - 0 0 0
CHARLES RIV LABS INTL INC COM 159864107 321 3,178 SH   SOLE - 0 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 11,681 34,676 SH   SOLE - 0 0 0
CHEMICAL FINL CORP COM 163731102 262 5,402 SH   SOLE - 0 0 0
CHEMOURS CO COM 163851108 1 16 SH   DFND 2 16 0 0
CHEMOURS CO COM 163851108 467 12,304 SH   SOLE - 0 0 0
CHEVRON CORP NEW COM 166764100 8,677 83,171 SH   SOLE - 0 0 0
CHICOS FAS INC COM 168615102 131 13,950 SH   SOLE - 0 0 0
CHURCH & DWIGHT INC COM 171340102 972 18,728 SH   SOLE - 0 0 0
CIENA CORP COM NEW 171779309 270 10,779 SH   SOLE - 0 0 0
CIGNA CORPORATION COM 125509109 21,182 126,543 SH   SOLE - 0 0 0
CIMAREX ENERGY CO COM 171798101 4,877 51,873 SH   SOLE - 0 0 0
CINCINNATI FINL CORP COM 172062101 1,495 20,630 SH   SOLE - 0 0 0
CINEMARK HOLDINGS INC COM 17243V102 275 7,067 SH   SOLE - 0 0 0
CINTAS CORP COM 172908105 9,187 72,893 SH   SOLE - 0 0 0
CISCO SYS INC COM 17275R102 131 4,167 SH   DFND 6 0 0 0
CISCO SYS INC COM 17275R102 70,697 2,258,693 SH   SOLE - 0 0 0
CITIGROUP INC *W EXP 01/04/201 172967226 20 140,006 SH   SOLE - 0 0 0
CITIGROUP INC COM NEW 172967424 40 590 SH   DFND 6 0 0 0
CITIGROUP INC COM NEW 172967424 18,972 283,667 SH   SOLE - 0 0 0
CITIZENS FINL GROUP INC COM 174610105 2,988 83,757 SH   SOLE - 0 0 0
CITRIX SYS INC COM 177376100 3,982 50,036 SH   SOLE - 0 0 0
CLOROX CO DEL COM 189054109 1,479 11,103 SH   SOLE - 0 0 0
CME GROUP INC COM 12572Q105 10,124 80,835 SH   SOLE - 0 0 0
CMS ENERGY CORP COM 125896100 10,581 228,776 SH   SOLE - 0 0 0
COCA COLA CO COM 191216100 65 1,450 SH   DFND 6 0 0 0
COCA COLA CO COM 191216100 24,591 548,291 SH   SOLE - 0 0 0
COEUR MNG INC COM NEW 192108504 335 39,096 SH   SOLE - 0 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,795 27,028 SH   SOLE - 0 0 0
COHERENT INC COM 192479103 370 1,643 SH   SOLE - 0 0 0
COLFAX CORP COM 194014106 1,003 25,476 SH   SOLE - 0 0 0
COLGATE PALMOLIVE CO COM 194162103 20,894 281,860 SH   SOLE - 0 0 0
COLONY NORTHSTAR INC CL A COM 19625W104 3,509 249,063 SH   SOLE - 0 0 0
COLUMBIA BKG SYS INC COM 197236102 868 21,770 SH   SOLE - 0 0 0
COMCAST CORP NEW CL A 20030N101 111,907 2,875,304 SH   SOLE - 0 0 0
COMERICA INC COM 200340107 39,040 533,040 SH   SOLE - 0 0 0
COMMERCE BANCSHARES INC COM 200525103 335 5,901 SH   SOLE - 0 0 0
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 833 87,530 SH   SOLE - 0 0 0
CONAGRA BRANDS INC COM 205887102 2,585 72,282 SH   SOLE - 0 0 0
CONOCOPHILLIPS COM 20825C104 2,072 47,140 SH   SOLE - 0 0 0
CONSTELLATION BRANDS INC CL A 21036P108 726 3,746 SH   SOLE - 0 0 0
CONTINENTAL RESOURCES INC COM 212015101 808 25,007 SH   SOLE - 0 0 0
COOPER COS INC COM NEW 216648402 10,888 45,478 SH   SOLE - 0 0 0
COPART INC COM 217204106 435 13,673 SH   SOLE - 0 0 0
CORELOGIC INC COM 21871D103 245 5,646 SH   SOLE - 0 0 0
COSTCO WHSL CORP NEW COM 22160K105 3,459 21,628 SH   SOLE - 0 0 0
COUSINS PPTYS INC COM 222795106 221 25,177 SH   SOLE - 0 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 298 1,782 SH   SOLE - 0 0 0
CRANE CO COM 224399105 268 3,374 SH   SOLE - 0 0 0
CRESCENT PT ENERGY CORP COM 22576C101 81 10,599 SH   SOLE - 0 0 0
CRITEO S A SPONS ADS 226718104 86 1,951 SH   DFND 6 0 0 0
CRITEO S A SPONS ADS 226718104 1,971 40,175 SH   SOLE - 0 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 2,517 25,128 SH   SOLE - 0 0 0
CSRA INC COM 12650T104 455 14,344 SH   SOLE - 0 0 0
CSX CORP COM 126408103 2,386 43,726 SH   SOLE - 0 0 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,163 40,168 SH   SOLE - 0 0 0
CULLEN FROST BANKERS INC COM 229899109 362 3,853 SH   SOLE - 0 0 0
CUMMINS INC COM 231021106 6 35 SH   DFND 6 0 0 0
CUMMINS INC COM 231021106 27,639 170,379 SH   SOLE - 0 0 0
CURTISS WRIGHT CORP COM 231561101 308 3,358 SH   SOLE - 0 0 0
CVS HEALTH CORP COM 126650100 1,334 16,582 SH   SOLE - 0 0 0
CYRUSONE INC COM 23283R100 221 3,964 SH   SOLE - 0 0 0
DANA INCORPORATED COM 235825205 246 10,999 SH   SOLE - 0 0 0
DANAHER CORP DEL COM 235851102 27,346 324,038 SH   SOLE - 0 0 0
DARDEN RESTAURANTS INC COM 237194105 664 7,346 SH   SOLE - 0 0 0
DAVITA INC COM 23918K108 564 8,710 SH   SOLE - 0 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 249 4,667 SH   SOLE - 0 0 0
DDR CORP COM 23317H102 8,198 903,904 SH   SOLE - 0 0 0
DEERE & CO COM 244199105 50,455 408,249 SH   SOLE - 0 0 0
DELL TECHNOLOGIES INC COM CL V 24703L103 1,328 21,730 SH   SOLE - 0 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 16,758 311,838 SH   SOLE - 0 0 0
DELUXE CORP COM 248019101 256 3,698 SH   SOLE - 0 0 0
DENTSPLY SIRONA INC COM 24906P109 885 13,648 SH   SOLE - 0 0 0
DEVON ENERGY CORP NEW COM 25179M103 272 8,521 SH   SOLE - 0 0 0
DEVON ENERGY CORP NEW COM 25179M103 590 18,560 SH   DFND 6 0 0 0
DEXCOM INC COM 252131107 760 10,384 SH   SOLE - 0 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 109 9,800 SH   DFND 6 0 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 253 23,345 SH   SOLE - 0 0 0
DICKS SPORTING GOODS INC COM 253393102 252 6,319 SH   SOLE - 0 0 0
DIEBOLD NXDF INC COM 253651103 665 23,737 SH   SOLE - 0 0 0
DISCOVER FINL SVCS COM 254709108 51,312 825,086 SH   SOLE - 0 0 0
DISH NETWORK CORP CL A 25470M109 601 9,573 SH   SOLE - 0 0 0
DISNEY WALT CO COM DISNEY 254687106 707 6,692 SH   DFND 6 0 0 0
DISNEY WALT CO COM DISNEY 254687106 10,049 94,581 SH   SOLE - 0 0 0
DOLLAR TREE INC COM 256746108 26,799 383,284 SH   SOLE - 0 0 0
DOMINOS PIZZA INC COM 25754A201 732 3,462 SH   SOLE - 0 0 0
DONALDSON INC COM 257651109 430 9,451 SH   SOLE - 0 0 0
DOUGLAS EMMETT INC COM 25960P109 285 7,455 SH   SOLE - 0 0 0
DOW CHEM CO COM 260543103 61,096 968,694 SH   SOLE - 0 0 0
DST SYS INC DEL COM 233326107 254 4,120 SH   SOLE - 0 0 0
DTE ENERGY CO COM 233331107 2,943 27,817 SH   SOLE - 0 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 7 83 SH   DFND 2 83 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 16,931 209,781 SH   SOLE - 0 0 0
DUKE REALTY CORP COM NEW 264411505 557 19,946 SH   SOLE - 0 0 0
DXC TECHNOLOGY CO COM 23355L106 54,698 712,954 SH   SOLE - 0 0 0
DYCOM INDS INC COM 267475101 211 2,356 SH   SOLE - 0 0 0
EAGLE MATERIALS INC COM 26969P108 218 2,354 SH   SOLE - 0 0 0
EAST WEST BANCORP INC COM 27579R104 609 10,399 SH   SOLE - 0 0 0
EATON VANCE CORP COM NON VTG 278265103 432 9,129 SH   SOLE - 0 0 0
EBAY INC COM 278642103 24,024 687,963 SH   SOLE - 0 0 0
EDGEWELL PERS CARE CO COM 28035Q102 291 3,830 SH   SOLE - 0 0 0
ELECTRONIC ARTS INC COM 285512109 93 870 SH   DFND 6 0 0 0
ELECTRONIC ARTS INC COM 285512109 11,750 111,144 SH   SOLE - 0 0 0
EMCOR GROUP INC COM 29084Q100 295 4,515 SH   SOLE - 0 0 0
EMERSON ELEC CO COM 291011104 283 4,742 SH   SOLE - 0 0 0
ENBRIDGE ENERGY PARTNERS L P COM 29250R106 10,787 674,200 SH   SOLE - 0 0 0
ENBRIDGE INC COM 29250N105 362 9,107 SH   SOLE - 0 0 0
ENCANA CORP COM 292505104 280 31,840 SH   SOLE - 0 0 0
ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V100 62,190 3,462,700 SH   SOLE - 0 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 40 2,000 SH   DFND 6 0 0 0
ENERGY TRANSFER PARTNERS LP UNIT LTD PRT INT 29278N103 67,939 3,332,000 SH   SOLE - 0 0 0
ENERSYS COM 29275Y102 239 3,304 SH   SOLE - 0 0 0
ENTERGY CORP NEW COM 29364G103 1,347 17,546 SH   SOLE - 0 0 0
ENTERPRISE PRODS PARTNERS L COM 293792107 39,975 1,476,200 SH   SOLE - 0 0 0
ENVISION HEALTHCARE CORP COM 29414D100 307 4,902 SH   SOLE - 0 0 0
EOG RES INC COM 26875P101 10,893 120,343 SH   SOLE - 0 0 0
EPR PPTYS COM SH BEN INT 26884U109 234 3,253 SH   SOLE - 0 0 0
EQT CORP COM 26884L109 8,571 146,295 SH   SOLE - 0 0 0
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 50,256 673,400 SH   SOLE - 0 0 0
EQUIFAX INC COM 294429105 741 5,392 SH   SOLE - 0 0 0
EQUINIX INC COM PAR $0.001 29444U700 316 737 SH   SOLE - 0 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 768 11,663 SH   SOLE - 0 0 0
ESSEX PPTY TR INC COM 297178105 364 1,416 SH   SOLE - 0 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 212 2,238 SH   SOLE - 0 0 0
EVEREST RE GROUP LTD COM G3223R108 770 3,026 SH   SOLE - 0 0 0
EVERSOURCE ENERGY COM 30040W108 573 9,435 SH   SOLE - 0 0 0
EXELON CORP COM 30161N101 23,213 643,566 SH   SOLE - 0 0 0
EXPEDIA INC DEL COM NEW 30212P303 1,337 8,979 SH   SOLE - 0 0 0
EXPEDITORS INTL WASH INC COM 302130109 512 9,067 SH   SOLE - 0 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 2,318 36,304 SH   SOLE - 0 0 0
EXXON MOBIL CORP COM 30231G102 29 360 SH   DFND 2 360 0 0
EXXON MOBIL CORP COM 30231G102 35 435 SH   DFND 6 0 0 0
EXXON MOBIL CORP COM 30231G102 33,777 418,396 SH   SOLE - 0 0 0
F M C CORP COM NEW 302491303 532 7,277 SH   SOLE - 0 0 0
F5 NETWORKS INC COM 315616102 666 5,244 SH   SOLE - 0 0 0
FACEBOOK INC CL A 30303M102 98,033 649,313 SH   SOLE - 0 0 0
FACEBOOK INC CL A 30303M102 1,142 7,562 SH   DFND 6 0 0 0
FACTSET RESH SYS INC COM 303075105 437 2,632 SH   SOLE - 0 0 0
FAIR ISAAC CORP COM 303250104 328 2,353 SH   SOLE - 0 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 815 9,540 SH   SOLE - 0 0 0
FIFTH THIRD BANCORP COM 316773100 19,605 755,193 SH   SOLE - 0 0 0
FINISAR CORP COM NEW 31787A507 55 2,100 SH   DFND 6 0 0 0
FINISAR CORP COM NEW 31787A507 300 11,531 SH   SOLE - 0 0 0
FIREEYE INC COM 31816Q101 2,169 142,581 SH   SOLE - 0 0 0
FIRST AMERN FINL CORP COM 31847R102 329 7,356 SH   SOLE - 0 0 0
FIRST DATA CORP NEW COM CL A 32008D106 4,890 268,669 SH   SOLE - 0 0 0
FIRST HORIZON NATL CORP COM 320517105 272 15,594 SH   SOLE - 0 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 202 7,056 SH   SOLE - 0 0 0
FIRST SOLAR INC COM 336433107 267 6,698 SH   SOLE - 0 0 0
FIRSTENERGY CORP COM 337932107 2,100 72,007 SH   SOLE - 0 0 0
FLIR SYS INC COM 302445101 464 13,396 SH   SOLE - 0 0 0
FLOWERS FOODS INC COM 343498101 243 14,033 SH   SOLE - 0 0 0
FNB CORP PA COM 302520101 305 21,551 SH   SOLE - 0 0 0
FOOT LOCKER INC COM 344849104 2,247 45,598 SH   SOLE - 0 0 0
FORTIS INC COM 349553107 470 13,490 SH   SOLE - 0 0 0
FORTIVE CORP COM 34959J108 1,385 21,857 SH   SOLE - 0 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 230 3,533 SH   SOLE - 0 0 0
FRANCO NEVADA CORP COM 351858105 424 5,891 SH   SOLE - 0 0 0
FRANKLIN RES INC COM 354613101 4,672 104,305 SH   SOLE - 0 0 0
FRONTLINE LTD SHS NEW G3682E192 2,816 500,718 SH   SOLE - 0 0 0
FULTON FINL CORP PA COM 360271100 252 13,285 SH   SOLE - 0 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,740 100,261 SH   SOLE - 0 0 0
GAMESTOP CORP NEW CL A 36467W109 346 16,029 SH   SOLE - 0 0 0
GAP INC DEL COM 364760108 1,943 88,336 SH   SOLE - 0 0 0
GENERAL DYNAMICS CORP COM 369550108 6,533 32,978 SH   SOLE - 0 0 0
GENERAL ELECTRIC CO COM 369604103 827 30,741 SH   DFND 2 30,741 0 0
GENERAL ELECTRIC CO COM 369604103 897 33,557 SH   DFND 6 0 0 0
GENERAL ELECTRIC CO COM 369604103 9,477 350,866 SH   SOLE - 0 0 0
GENERAL MLS INC COM 370334104 4,385 79,150 SH   SOLE - 0 0 0
GENERAL MTRS CO COM 37045V100 14 409 SH   DFND 6 0 0 0
GENERAL MTRS CO COM 37045V100 18,274 523,148 SH   SOLE - 0 0 0
GENESEE & WYO INC CL A 371559105 281 4,104 SH   SOLE - 0 0 0
GENTEX CORP COM 371901109 363 19,161 SH   SOLE - 0 0 0
GENWORTH FINL INC COM CL A 37247D106 159 42,300 SH   SOLE - 0 0 0
GEO GROUP INC NEW COM 36162J106 221 7,463 SH   SOLE - 0 0 0
GILDAN ACTIVEWEAR INC COM 375916103 227 7,504 SH   SOLE - 0 0 0
GILEAD SCIENCES INC COM 375558103 52,310 739,047 SH   SOLE - 0 0 0
GILEAD SCIENCES INC COM 375558103 19 300 SH   DFND 6 0 0 0
GLOBUS MED INC CL A 379577208 742 22,396 SH   SOLE - 0 0 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 531 152,667 SH   SOLE - 0 0 0
GOLDCORP INC NEW COM 380956409 2,894 224,240 SH   SOLE - 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 30 135 SH   DFND 6 0 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 135,242 609,472 SH   SOLE - 0 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,617 46,257 SH   SOLE - 0 0 0
GOPRO INC CL A 38268T103 502 61,792 SH   SOLE - 0 0 0
GPO AEROPORTUARIO DEL PAC SA SPON ADR B 400506101 298 2,653 SH   SOLE - 0 0 0
GRACO INC COM 384109104 405 3,705 SH   SOLE - 0 0 0
GREAT PLAINS ENERGY INC COM 391164100 31,313 1,069,445 SH   SOLE - 0 0 0
GRIFOLS S A SP ADR REP B NVT 398438408 41,755 1,976,095 SH   SOLE - 0 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 421 8,256 SH   SOLE - 0 0 0
GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 367 7,618 SH   SOLE - 0 0 0
HAIN CELESTIAL GROUP INC COM 405217100 1,219 31,400 SH   SOLE - 0 0 0
HALLIBURTON CO COM 406216101 38 900 SH   DFND 6 0 0 0
HALLIBURTON CO COM 406216101 20,154 471,869 SH   SOLE - 0 0 0
HANCOCK HLDG CO COM 410120109 316 6,444 SH   SOLE - 0 0 0
HANOVER INS GROUP INC COM 410867105 252 2,846 SH   SOLE - 0 0 0
HARLEY DAVIDSON INC COM 412822108 478 8,856 SH   SOLE - 0 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 18,037 343,109 SH   SOLE - 0 0 0
HASBRO INC COM 418056107 3,969 35,594 SH   SOLE - 0 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 235 7,254 SH   SOLE - 0 0 0
HCA HEALTHCARE INC COM 40412C101 9,593 110,007 SH   SOLE - 0 0 0
HCP INC COM 40414L109 4,861 152,112 SH   SOLE - 0 0 0
HD SUPPLY HLDGS INC COM 40416M105 14,242 464,966 SH   SOLE - 0 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 551 6,341 SH   SOLE - 0 0 0
HEALTHCARE RLTY TR COM 421946104 237 6,938 SH   SOLE - 0 0 0
HEALTHSOUTH CORP COM NEW 421924309 467 9,650 SH   SOLE - 0 0 0
HECLA MNG CO COM 422704106 347 68,006 SH   SOLE - 0 0 0
HENRY JACK & ASSOC INC COM 426281101 581 5,589 SH   SOLE - 0 0 0
HERSHEY CO COM 427866108 2,130 19,839 SH   SOLE - 0 0 0
HESS CORP COM 42809H107 31,811 725,109 SH   SOLE - 0 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 5,584 336,618 SH   SOLE - 0 0 0
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HILL ROM HLDGS INC COM 431475102 4,195 52,692 SH   SOLE - 0 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 36,949 597,392 SH   SOLE - 0 0 0
HOLLYFRONTIER CORP COM 436106108 568 20,681 SH   SOLE - 0 0 0
HOLOGIC INC COM 436440101 12,526 276,020 SH   SOLE - 0 0 0
HOME BANCSHARES INC COM 436893200 240 9,632 SH   SOLE - 0 0 0
HOME DEPOT INC COM 437076102 136 884 SH   DFND 6 0 0 0
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HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 319 10,957 SH   SOLE - 0 0 0
HP INC COM 40434L105 1,510 86,389 SH   SOLE - 0 0 0
HUBBELL INC COM 443510607 14,170 125,214 SH   SOLE - 0 0 0
HUDSON PAC PPTYS INC COM 444097109 523 15,308 SH   SOLE - 0 0 0
HUMANA INC COM 444859102 16,950 70,442 SH   SOLE - 0 0 0
HUNT J B TRANS SVCS INC COM 445658107 1,414 15,474 SH   SOLE - 0 0 0
HUNTINGTON BANCSHARES INC COM 446150104 1,884 139,340 SH   SOLE - 0 0 0
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HUNTSMAN CORP COM 447011107 35,272 1,365,000 SH   SOLE - 0 0 0
ICICI BK LTD ADR 45104G104 2,753 306,906 SH   SOLE - 0 0 0
IDACORP INC COM 451107106 327 3,827 SH   SOLE - 0 0 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 5,416 3,148,916 SH   DFND 2 3,148,916 0 0
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IDEX CORP COM 45167R104 621 5,494 SH   SOLE - 0 0 0
IDEXX LABS INC COM 45168D104 23,613 146,284 SH   SOLE - 0 0 0
ILLUMINA INC COM 452327109 14,613 84,214 SH   SOLE - 0 0 0
IMPERIAL OIL LTD COM NEW 453038408 247 8,481 SH   SOLE - 0 0 0
INC RESH HLDGS INC CL A 45329R109 11,998 205,097 SH   SOLE - 0 0 0
INCYTE CORP COM 45337C102 9,041 71,804 SH   SOLE - 0 0 0
INGREDION INC COM 457187102 901 7,556 SH   SOLE - 0 0 0
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INTEL CORP COM 458140100 18,947 561,569 SH   SOLE - 0 0 0
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INTERNATIONAL BUSINESS MACHS COM 459200101 123 800 SH   DFND 6 0 0 0
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INTERPUBLIC GROUP COS INC COM 460690100 427 17,351 SH   SOLE - 0 0 0
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INTUIT COM 461202103 16,174 121,785 SH   SOLE - 0 0 0
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IPG PHOTONICS CORP COM 44980X109 1,512 10,420 SH   SOLE - 0 0 0
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ISHARES INC MSCI SINGPOR ETF 46434G780 2,451 103,762 SH   SOLE - 0 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 31,040 868,000 SH   SOLE - 0 0 0
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ISHARES TR RUSSELL 2000 ETF 464287655 212,742 1,507,965 SH   SOLE - 0 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 1,197 10,284 SH   SOLE - 0 0 0
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ISHARES TR IBOXX HI YD ETF 464288513 3,001 33,947 SH   SOLE - 0 0 0
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ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 767 69,409 SH   SOLE - 0 0 0
ITT INC COM 45073V108 238 5,914 SH   SOLE - 0 0 0
ITT INC COM 45073V108 2 62 SH   DFND 2 62 0 0
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JABIL INC COM 466313103 553 18,944 SH   SOLE - 0 0 0
JACK IN THE BOX INC COM 466367109 223 2,262 SH   SOLE - 0 0 0
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JD COM INC SPON ADR CL A 47215P106 5,676 144,717 SH   SOLE - 0 0 0
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JONES LANG LASALLE INC COM 48020Q107 318 2,540 SH   SOLE - 0 0 0
JPMORGAN CHASE & CO COM 46625H100 224 2,450 SH   DFND 2 2,450 0 0
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JPMORGAN CHASE & CO COM 46625H100 135,205 1,479,265 SH   SOLE - 0 0 0
JUNIPER NETWORKS INC COM 48203R104 4,133 148,239 SH   SOLE - 0 0 0
K2M GROUP HLDGS INC COM 48273J107 514 21,086 SH   SOLE - 0 0 0
KAR AUCTION SVCS INC COM 48238T109 7,769 185,100 SH   SOLE - 0 0 0
KATE SPADE & CO COM 485865109 4,481 242,357 SH   SOLE - 0 0 0
KBR INC COM 48242W106 166 10,910 SH   SOLE - 0 0 0
KENNAMETAL INC COM 489170100 228 6,095 SH   SOLE - 0 0 0
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KILROY RLTY CORP COM 49427F108 375 4,996 SH   SOLE - 0 0 0
KIMBERLY CLARK CORP COM 494368103 4,364 33,800 SH   SOLE - 0 0 0
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KINROSS GOLD CORP COM NO PAR 496902404 3,458 849,734 SH   SOLE - 0 0 0
KLA-TENCOR CORP COM 482480100 5,842 63,842 SH   SOLE - 0 0 0
KRAFT HEINZ CO COM 500754106 29,850 348,554 SH   SOLE - 0 0 0
KROGER CO COM 501044101 1,885 80,824 SH   SOLE - 0 0 0
L3 TECHNOLOGIES INC COM 502413107 3,030 18,134 SH   SOLE - 0 0 0
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LAMB WESTON HLDGS INC COM 513272104 16,482 374,256 SH   SOLE - 0 0 0
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LANDSTAR SYS INC COM 515098101 3,132 36,588 SH   SOLE - 0 0 0
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LASALLE HOTEL PPTYS COM SH BEN INT 517942108 203 6,804 SH   SOLE - 0 0 0
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LEGG MASON INC COM 524901105 322 8,448 SH   SOLE - 0 0 0
LEIDOS HLDGS INC COM 525327102 11,452 221,543 SH   SOLE - 0 0 0
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LEUCADIA NATL CORP COM 527288104 630 24,083 SH   SOLE - 0 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 110,280 1,859,702 SH   SOLE - 0 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 330 6,303 SH   SOLE - 0 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 860 35,033 SH   SOLE - 0 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 11,621 276,828 SH   SOLE - 0 0 0
LIBERTY PPTY TR SH BEN INT 531172104 336 8,252 SH   SOLE - 0 0 0
LILLY ELI & CO COM 532457108 35,447 430,709 SH   SOLE - 0 0 0
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LINCOLN NATL CORP IND COM 534187109 7,911 117,064 SH   SOLE - 0 0 0
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LKQ CORP COM 501889208 5,574 169,167 SH   SOLE - 0 0 0
LOCKHEED MARTIN CORP COM 539830109 28 100 SH   DFND 6 0 0 0
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LOEWS CORP COM 540424108 1,590 33,962 SH   SOLE - 0 0 0
LOGMEIN INC COM 54142L109 367 3,514 SH   SOLE - 0 0 0
LOWES COS INC COM 548661107 6,546 84,428 SH   SOLE - 0 0 0
M & T BK CORP COM 55261F104 5,408 33,395 SH   SOLE - 0 0 0
MACERICH CO COM 554382101 31,699 545,973 SH   SOLE - 0 0 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 7,284 92,913 SH   SOLE - 0 0 0
MACYS INC COM 55616P104 1,011 43,508 SH   SOLE - 0 0 0
MAGNA INTL INC COM 559222401 539 11,653 SH   SOLE - 0 0 0
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MARATHON PETE CORP COM 56585A102 512 9,791 SH   SOLE - 0 0 0
MARKETAXESS HLDGS INC COM 57060D108 810 4,030 SH   SOLE - 0 0 0
MARSH & MCLENNAN COS INC COM 571748102 3,687 47,295 SH   SOLE - 0 0 0
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MASTERCARD INCORPORATED CL A 57636Q104 12,255 100,908 SH   SOLE - 0 0 0
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MAXIMUS INC COM 577933104 310 4,942 SH   SOLE - 0 0 0
MB FINANCIAL INC NEW COM 55264U108 242 5,501 SH   SOLE - 0 0 0
MCCORMICK & CO INC COM NON VTG 579780206 1,440 14,772 SH   SOLE - 0 0 0
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MDU RES GROUP INC COM 552690109 361 13,780 SH   SOLE - 0 0 0
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MEDNAX INC COM 58502B106 404 6,700 SH   SOLE - 0 0 0
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METLIFE INC COM 59156R108 1,068 19,440 SH   SOLE - 0 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,656 2,814 SH   SOLE - 0 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 6,834 188,514 SH   SOLE - 0 0 0
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MICROCHIP TECHNOLOGY INC COM 595017104 906 11,739 SH   SOLE - 0 0 0
MICRON TECHNOLOGY INC COM 595112103 49,878 1,670,395 SH   SOLE - 0 0 0
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MONSTER BEVERAGE CORP NEW COM 61174X109 1,213 24,408 SH   SOLE - 0 0 0
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MPLX LP COM UNIT REP LTD 55336V100 96,576 2,891,500 SH   SOLE - 0 0 0
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MSC INDL DIRECT INC CL A 553530106 258 3,007 SH   SOLE - 0 0 0
MSCI INC COM 55354G100 9,425 91,518 SH   SOLE - 0 0 0
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NASDAQ INC COM 631103108 671 9,389 SH   SOLE - 0 0 0
NATIONAL INSTRS CORP COM 636518102 285 7,088 SH   SOLE - 0 0 0
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O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,614 7,378 SH   SOLE - 0 0 0
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OLIN CORP COM PAR $1 680665205 335 11,066 SH   SOLE - 0 0 0
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PHILLIPS 66 COM 718546104 4,753 57,480 SH   SOLE - 0 0 0
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PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 726503105 786 29,937 SH   SOLE - 0 0 0
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PPL CORP COM 69351T106 3,757 97,185 SH   SOLE - 0 0 0
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PULTE GROUP INC COM 745867101 246 10,017 SH   SOLE - 0 0 0
PVH CORP COM 693656100 9,513 83,084 SH   SOLE - 0 0 0
QIWI PLC SPON ADR REP B 74735M108 582 23,572 SH   SOLE - 0 0 0
QUALCOMM INC COM 747525103 16,264 294,529 SH   SOLE - 0 0 0
QUEST DIAGNOSTICS INC COM 74834L100 5,761 51,822 SH   SOLE - 0 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 2,130 185,211 SH   SOLE - 0 0 0
RALPH LAUREN CORP CL A 751212101 3,167 42,919 SH   SOLE - 0 0 0
RAVEN INDS INC COM 754212108 448 13,442 SH   SOLE - 0 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 814 10,151 SH   SOLE - 0 0 0
RAYTHEON CO COM NEW 755111507 8,061 49,920 SH   SOLE - 0 0 0
REALTY INCOME CORP COM 756109104 1,396 25,306 SH   SOLE - 0 0 0
RED HAT INC COM 756577102 4,853 50,688 SH   SOLE - 0 0 0
REGAL BELOIT CORP COM 758750103 244 2,989 SH   SOLE - 0 0 0
REGENCY CTRS CORP COM 758849103 850 13,573 SH   SOLE - 0 0 0
REGIONS FINL CORP NEW COM 7591EP100 3,057 208,837 SH   SOLE - 0 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 595 4,635 SH   SOLE - 0 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 514 3,694 SH   SOLE - 0 0 0
REPUBLIC SVCS INC COM 760759100 5,996 94,092 SH   SOLE - 0 0 0
RESMED INC COM 761152107 795 10,208 SH   SOLE - 0 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 478 7,646 SH   SOLE - 0 0 0
REYNOLDS AMERICAN INC COM 761713106 204,915 3,150,594 SH   SOLE - 0 0 0
RICE MIDSTREAM PARTNERS LP UNIT LTD PARTN 762819100 16,949 850,000 SH   SOLE - 0 0 0
RITE AID CORP COM 767754104 11,452 3,882,024 SH   SOLE - 0 0 0
ROBERT HALF INTL INC COM 770323103 669 13,967 SH   SOLE - 0 0 0
ROCKWELL AUTOMATION INC COM 773903109 678 4,185 SH   SOLE - 0 0 0
ROCKWELL COLLINS INC COM 774341101 10,627 101,131 SH   SOLE - 0 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 13,997 296,784 SH   SOLE - 0 0 0
ROLLINS INC COM 775711104 282 6,917 SH   SOLE - 0 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,357 5,863 SH   SOLE - 0 0 0
ROSS STORES INC COM 778296103 7,281 126,119 SH   SOLE - 0 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 2,564 35,365 SH   SOLE - 0 0 0
RPM INTL INC COM 749685103 514 9,430 SH   SOLE - 0 0 0
S&P GLOBAL INC COM 78409V104 7,393 50,640 SH   SOLE - 0 0 0
SABRE CORP COM 78573M104 2,336 107,290 SH   SOLE - 0 0 0
SALESFORCE COM INC COM 79466L302 8,949 103,333 SH   SOLE - 0 0 0
SCANA CORP NEW COM 80589M102 10,636 158,730 SH   SOLE - 0 0 0
SCHLUMBERGER LTD COM 806857108 110 1,910 SH   DFND 6 0 0 0
SCHLUMBERGER LTD COM 806857108 17,522 266,134 SH   SOLE - 0 0 0
SCHWAB CHARLES CORP NEW COM 808513105 24,674 574,343 SH   SOLE - 0 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,184 17,056 SH   SOLE - 0 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 263 2,940 SH   SOLE - 0 0 0
SEADRILL LIMITED SHS G7945E105 1 3,000 SH   DFND 6 0 0 0
SEADRILL LIMITED SHS G7945E105 228 624,855 SH   SOLE - 0 0 0
SEALED AIR CORP NEW COM 81211K100 10,194 227,744 SH   SOLE - 0 0 0
SEI INVESTMENTS CO COM 784117103 529 9,831 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 51,847 947,262 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR ENERGY 81369Y506 121,810 1,877,785 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 51,276 571,783 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 112,644 2,050,000 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 31,378 395,862 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 105,671 4,284,752 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 46,537 683,042 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 249,471 4,800,000 SH   SOLE - 0 0 0
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 69,935 1,300,000 SH   SOLE - 0 0 0
SEMPRA ENERGY COM 816851109 241 2,139 SH   SOLE - 0 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 815 39,878 SH   SOLE - 0 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 271 3,368 SH   SOLE - 0 0 0
SERVICE CORP INTL COM 817565104 419 12,539 SH   SOLE - 0 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 414 19,007 SH   SOLE - 0 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 555 3,870 SH   SOLE - 0 0 0
SIGNET JEWELERS LIMITED SHS G81276100 495 7,830 SH   SOLE - 0 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,574 28,278 SH   SOLE - 0 0 0
SIRIUS XM HLDGS INC COM 82968B103 2,411 440,840 SH   SOLE - 0 0 0
SKECHERS U S A INC CL A 830566105 16,092 545,504 SH   SOLE - 0 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 503 5,241 SH   SOLE - 0 0 0
SLM CORP COM 78442P106 331 28,751 SH   SOLE - 0 0 0
SMITH A O COM 831865209 519 9,206 SH   SOLE - 0 0 0
SMUCKER J M CO COM NEW 832696405 2,870 24,256 SH   SOLE - 0 0 0
SNAP ON INC COM 833034101 866 5,479 SH   SOLE - 0 0 0
SOHU COM INC COM 83408W103 272 6,026 SH   SOLE - 0 0 0
SONOCO PRODS CO COM 835495102 351 6,834 SH   SOLE - 0 0 0
SOUTHERN CO COM 842587107 11,624 242,780 SH   SOLE - 0 0 0
SOUTHWEST AIRLS CO COM 844741108 14,834 238,713 SH   SOLE - 0 0 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 261 3,579 SH   SOLE - 0 0 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 159,912 750,000 SH   SOLE - 0 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 450 3,815 SH   SOLE - 0 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 407,578 1,685,708 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P BK ETF 78464A797 535 12,300 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P OILGAS EXP 78464A730 63,801 2,000,000 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 23,968 800,000 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P 600 SMCP GRW 78464A201 10,824 50,000 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P HOMEBUILD 78464A888 34,751 901,911 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P RETAIL ETF 78464A714 79,491 1,952,140 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 27,002 350,000 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P 600 SMCP VAL 78464A300 5,960 50,000 SH   SOLE - 0 0 0
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 466 12,525 SH   SOLE - 0 0 0
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 493 17,861 SH   SOLE - 0 0 0
SPDR SERIES TRUST S&P 600 SML CAP 78464A813 6,160 50,000 SH   SOLE - 0 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 14,583 251,700 SH   SOLE - 0 0 0
SPLUNK INC COM 848637104 3,547 62,344 SH   SOLE - 0 0 0
SQUARE INC CL A 852234103 1,945 82,913 SH   SOLE - 0 0 0
STARBUCKS CORP COM 855244109 27,920 478,823 SH   SOLE - 0 0 0
STATE STR CORP COM 857477103 2,526 28,156 SH   SOLE - 0 0 0
STIFEL FINL CORP COM 860630102 239 5,202 SH   SOLE - 0 0 0
STRYKER CORP COM 863667101 1,156 8,327 SH   SOLE - 0 0 0
SUN LIFE FINL INC COM 866796105 716 20,053 SH   SOLE - 0 0 0
SUNCOR ENERGY INC NEW COM 867224107 451 15,446 SH   SOLE - 0 0 0
SUNTRUST BKS INC COM 867914103 4,314 76,064 SH   SOLE - 0 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 121 11,640 SH   SOLE - 0 0 0
SUPERVALU INC COM 868536103 34 10,251 SH   SOLE - 0 0 0
SVB FINL GROUP COM 78486Q101 664 3,778 SH   SOLE - 0 0 0
SYMANTEC CORP COM 871503108 52 1,860 SH   DFND 6 0 0 0
SYMANTEC CORP COM 871503108 715 25,301 SH   SOLE - 0 0 0
SYNNEX CORP COM 87162W100 268 2,230 SH   SOLE - 0 0 0
SYNOPSYS INC COM 871607107 3,080 42,232 SH   SOLE - 0 0 0
SYNOVUS FINL CORP COM NEW 87161C501 361 8,157 SH   SOLE - 0 0 0
SYSCO CORP COM 871829107 2,534 50,340 SH   SOLE - 0 0 0
T MOBILE US INC COM 872590104 4,319 71,255 SH   SOLE - 0 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5,104 69,550 SH   SOLE - 0 0 0
TAL ED GROUP ADS REPSTG COM 874080104 379 3,100 SH   SOLE - 0 0 0
TCF FINL CORP COM 872275102 182 11,421 SH   SOLE - 0 0 0
TECH DATA CORP COM 878237106 266 2,630 SH   SOLE - 0 0 0
TECK RESOURCES LTD CL B 878742204 730 42,095 SH   SOLE - 0 0 0
TEGNA INC COM 87901J105 252 17,498 SH   SOLE - 0 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,335 10,460 SH   SOLE - 0 0 0
TELEFLEX INC COM 879369106 673 3,237 SH   SOLE - 0 0 0
TELUS CORP COM 87971M103 2,144 62,201 SH   SOLE - 0 0 0
TERADATA CORP DEL COM 88076W103 2,489 84,408 SH   SOLE - 0 0 0
TERADYNE INC COM 880770102 15,179 505,469 SH   SOLE - 0 0 0
TEREX CORP NEW COM 880779103 10,696 285,228 SH   SOLE - 0 0 0
TESLA INC COM 88160R101 445 1,233 SH   DFND 6 0 0 0
TESLA INC COM 88160R101 17,032 47,101 SH   SOLE - 0 0 0
TESORO CORP COM 881609101 3,268 34,910 SH   SOLE - 0 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 29 1,000 SH   DFND 6 0 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 3,480 104,765 SH   SOLE - 0 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 292 3,779 SH   SOLE - 0 0 0
TEXAS INSTRS INC COM 882508104 15,399 200,175 SH   SOLE - 0 0 0
TEXAS ROADHOUSE INC COM 882681109 252 4,944 SH   SOLE - 0 0 0
TEXTRON INC COM 883203101 7,009 148,805 SH   SOLE - 0 0 0
THE TRADE DESK INC COM CL A 88339J105 2,018 40,280 SH   SOLE - 0 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 20,530 117,673 SH   SOLE - 0 0 0
THOMSON REUTERS CORP COM 884903105 2,285 49,422 SH   SOLE - 0 0 0
THOR INDS INC COM 885160101 334 3,192 SH   SOLE - 0 0 0
TIME WARNER INC COM NEW 887317303 78,750 784,283 SH   SOLE - 0 0 0
TIMKEN CO COM 887389104 217 4,682 SH   SOLE - 0 0 0
TJX COS INC NEW COM 872540109 6,269 86,870 SH   SOLE - 0 0 0
TORCHMARK CORP COM 891027104 1,302 17,024 SH   SOLE - 0 0 0
TORO CO COM 891092108 497 7,176 SH   SOLE - 0 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 4,601 91,709 SH   SOLE - 0 0 0
TOTAL SYS SVCS INC COM 891906109 5,339 91,651 SH   SOLE - 0 0 0
TRANSCANADA CORP COM 89353D107 3,756 78,896 SH   SOLE - 0 0 0
TREEHOUSE FOODS INC COM 89469A104 310 3,798 SH   SOLE - 0 0 0
TRIBUNE MEDIA CO CL A 896047503 6,238 153,000 SH   SOLE - 0 0 0
TRIMBLE INC COM 896239100 1,014 28,428 SH   SOLE - 0 0 0
TRINITY INDS INC COM 896522109 7,603 271,232 SH   SOLE - 0 0 0
TUPPERWARE BRANDS CORP COM 899896104 309 4,404 SH   SOLE - 0 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 46,998 1,686,340 SH   SOLE - 0 0 0
TWITTER INC COM 90184L102 24 1,360 SH   DFND 6 0 0 0
TWITTER INC COM 90184L102 608 34,008 SH   SOLE - 0 0 0
TYLER TECHNOLOGIES INC COM 902252105 395 2,251 SH   SOLE - 0 0 0
TYSON FOODS INC CL A 902494103 20,535 327,883 SH   SOLE - 0 0 0
UGI CORP NEW COM 902681105 8,019 165,645 SH   SOLE - 0 0 0
ULTA BEAUTY INC COM 90384S303 1,771 6,165 SH   SOLE - 0 0 0
UMB FINL CORP COM 902788108 250 3,339 SH   SOLE - 0 0 0
UMPQUA HLDGS CORP COM 904214103 308 16,793 SH   SOLE - 0 0 0
UNDER ARMOUR INC CL A 904311107 2,150 98,811 SH   SOLE - 0 0 0
UNDER ARMOUR INC CL C 904311206 348 17,238 SH   SOLE - 0 0 0
UNILEVER PLC SPON ADR NEW 904767704 5,145 95,060 SH   SOLE - 0 0 0
UNION PAC CORP COM 907818108 48,983 449,758 SH   SOLE - 0 0 0
UNITED BANKSHARES INC WEST V COM 909907107 267 6,813 SH   SOLE - 0 0 0
UNITED CONTL HLDGS INC COM 910047109 3,121 41,474 SH   SOLE - 0 0 0
UNITED PARCEL SERVICE INC CL B 911312106 905 8,182 SH   SOLE - 0 0 0
UNITED STATES OIL FUND LP UNITS 91232N108 5,779 608,343 SH   SOLE - 0 0 0
UNITED STATES STL CORP NEW COM 912909108 6,007 271,329 SH   SOLE - 0 0 0
UNITED TECHNOLOGIES CORP COM 913017109 39 320 SH   DFND 2 320 0 0
UNITED TECHNOLOGIES CORP COM 913017109 49,324 403,931 SH   SOLE - 0 0 0
UNITEDHEALTH GROUP INC COM 91324P102 119,540 644,697 SH   SOLE - 0 0 0
UNITI GROUP INC COM 91325V108 201 8,009 SH   SOLE - 0 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 6,446 52,798 SH   SOLE - 0 0 0
UNUM GROUP COM 91529Y106 25,015 536,457 SH   SOLE - 0 0 0
US BANCORP DEL COM NEW 902973304 64,788 1,247,840 SH   SOLE - 0 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 181 10,435 SH   SOLE - 0 0 0
VALLEY NATL BANCORP COM 919794107 237 20,029 SH   SOLE - 0 0 0
VALMONT INDS INC COM 920253101 538 3,593 SH   SOLE - 0 0 0
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 973 17,679 SH   SOLE - 0 0 0
VANECK VECTORS ETF TR GOLD MINERS ETF 92189F106 14,243 645,045 SH   SOLE - 0 0 0
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 2,444 129,355 SH   SOLE - 0 0 0
VANECK VECTORS ETF TR JR GOLD MINERS E 92189F791 335 10,041 SH   SOLE - 0 0 0
VANECK VECTORS ETF TR OIL SVCS ETF 92189F718 1,086 43,800 SH   SOLE - 0 0 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 386 20,110 SH   SOLE - 0 0 0
VANGUARD BD INDEX FD INC SHORT TRM BOND 921937827 415 5,192 SH   SOLE - 0 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 1,880 22,971 SH   SOLE - 0 0 0
VANGUARD INDEX FDS REIT ETF 922908553 1,787 21,472 SH   SOLE - 0 0 0
VANGUARD INDEX FDS MID CAP ETF 922908629 2,257 15,836 SH   SOLE - 0 0 0
VANGUARD SPECIALIZED PORTFOL DIV APP ETF 921908844 2,139 23,079 SH   SOLE - 0 0 0
VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 977 12,504 SH   SOLE - 0 0 0
VANTIV INC CL A 92210H105 848 13,389 SH   SOLE - 0 0 0
VARIAN MED SYS INC COM 92220P105 1,015 9,835 SH   SOLE - 0 0 0
VCA INC COM 918194101 23,669 256,406 SH   SOLE - 0 0 0
VECTREN CORP COM 92240G101 364 6,233 SH   SOLE - 0 0 0
VENTAS INC COM 92276F100 1,278 18,400 SH   SOLE - 0 0 0
VEON LTD SPONSORED ADR 91822M106 970 248,096 SH   SOLE - 0 0 0
VERISK ANALYTICS INC COM 92345Y106 3,204 37,973 SH   SOLE - 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 19 421 SH   DFND 6 0 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 60,950 1,364,758 SH   SOLE - 0 0 0
VERSUM MATLS INC COM 92532W103 236 7,251 SH   SOLE - 0 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 739 5,733 SH   SOLE - 0 0 0
VIASAT INC COM 92552V100 266 4,022 SH   SOLE - 0 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 169 10,195 SH   SOLE - 0 0 0
VMWARE INC CL A COM 928563402 298 3,408 SH   SOLE - 0 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W308 979 34,090 SH   SOLE - 0 0 0
VOYA FINL INC COM 929089100 5,866 159,002 SH   SOLE - 0 0 0
VULCAN MATLS CO COM 929160109 413 3,262 SH   SOLE - 0 0 0
WABTEC CORP COM 929740108 569 6,217 SH   SOLE - 0 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 9,981 127,456 SH   SOLE - 0 0 0
WAL-MART STORES INC COM 931142103 8 100 SH   DFND 2 100 0 0
WAL-MART STORES INC COM 931142103 21 270 SH   DFND 6 0 0 0
WAL-MART STORES INC COM 931142103 950 12,554 SH   SOLE - 0 0 0
WASHINGTON FED INC COM 938824109 226 6,813 SH   SOLE - 0 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 92 10,934 SH   SOLE - 0 0 0
WATERS CORP COM 941848103 3,232 17,578 SH   SOLE - 0 0 0
WATSCO INC COM 942622200 223 1,448 SH   SOLE - 0 0 0
WEC ENERGY GROUP INC COM 92939U106 272 4,436 SH   SOLE - 0 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 23,606 131,468 SH   SOLE - 0 0 0
WELLS FARGO CO NEW COM 949746101 73,305 1,322,964 SH   SOLE - 0 0 0
WENDYS CO COM 95058W100 198 12,770 SH   SOLE - 0 0 0
WESCO INTL INC COM 95082P105 784 13,676 SH   SOLE - 0 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 534 5,653 SH   SOLE - 0 0 0
WESTAR ENERGY INC COM 95709T100 10,722 202,226 SH   SOLE - 0 0 0
WESTERN DIGITAL CORP COM 958102105 29,737 335,632 SH   SOLE - 0 0 0
WESTERN GAS EQUITY PARTNERS COMUNT LTD PT 95825R103 1,291 30,000 SH   SOLE - 0 0 0
WESTERN UN CO COM 959802109 2,189 114,929 SH   SOLE - 0 0 0
WESTROCK CO COM 96145D105 10,365 182,940 SH   SOLE - 0 0 0
WEX INC COM 96208T104 268 2,575 SH   SOLE - 0 0 0
WGL HLDGS INC COM 92924F106 398 4,775 SH   SOLE - 0 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 59 2,300 SH   DFND 6 0 0 0
WHEATON PRECIOUS METALS CORP COM 962879102 770 38,750 SH   SOLE - 0 0 0
WHITING PETE CORP NEW COM 966387102 55 10,000 SH   DFND 6 0 0 0
WHOLE FOODS MKT INC COM 966837106 1,020 24,226 SH   SOLE - 0 0 0
WILLIAMS COS INC DEL COM 969457100 9,751 322,023 SH   SOLE - 0 0 0
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 1,635 40,764 SH   SOLE - 0 0 0
WINTRUST FINL CORP COM 97650W108 323 4,225 SH   SOLE - 0 0 0
WISDOMTREE TR INDIA ERNGS FD 97717W422 8,169 333,305 SH   SOLE - 0 0 0
WISDOMTREE TR JAPN HEDGE EQT 97717W851 3,492 67,155 SH   SOLE - 0 0 0
WOODWARD INC COM 980745103 282 4,169 SH   SOLE - 0 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 980 9,762 SH   SOLE - 0 0 0
WYNN RESORTS LTD COM 983134107 1,444 10,768 SH   SOLE - 0 0 0
XCEL ENERGY INC COM 98389B100 1,012 22,055 SH   SOLE - 0 0 0
XEROX CORP COM NEW 984121608 9,609 334,469 SH   SOLE - 0 0 0
XILINX INC COM 983919101 732 11,377 SH   SOLE - 0 0 0
XL GROUP LTD COM G98294104 405 9,248 SH   SOLE - 0 0 0
XYLEM INC COM 98419M100 904 16,315 SH   SOLE - 0 0 0
YAMANA GOLD INC COM 98462Y100 499 205,099 SH   SOLE - 0 0 0
YUM BRANDS INC COM 988498101 1,982 26,877 SH   SOLE - 0 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 354 3,519 SH   SOLE - 0 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 3,029 23,587 SH   SOLE - 0 0 0
ZIONS BANCORPORATION COM 989701107 1,985 45,206 SH   SOLE - 0 0 0
ZOETIS INC CL A 98978V103 4,535 72,703 SH   SOLE - 0 0 0
ZYNGA INC CL A 98986T108 517 142,100 SH   SOLE - 0 0 0