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
AAC HLDGS INC COM 000307108 348 48,113 SH   DFND 10 48,113 0 0
AAC HLDGS INC COM 000307108 5 630 SH   DFND 14 630 0 0
AAON INC COM PAR $0.004 000360206 3,513 106,296 SH   DFND 14 39,913 66,383 0
AAR CORP COM 000361105 3,869 117,052 SH   DFND 14 5,359 111,693 0
ACCO BRANDS CORP COM 00081T108 8,994 689,216 SH   DFND 14 11,075 678,141 0
ABM INDS INC COM 000957100 4,031 98,712 SH   DFND 14 11,965 86,747 0
AFLAC INC COM 001055102 1,653 23,745 SH   DFND 10 23,745 0 0
AFLAC INC COM 001055102 121,909 1,751,565 SH   DFND 14 339,035 1,412,530 0
AFLAC INC COM 001055102 660 9,480 SH   DFND 16 0 9,480 0
AGCO CORP COM 001084102 2,277 39,360 SH   DFND 14 9,255 30,105 0
AG MTG INVT TR INC COM 001228105 5,737 335,277 SH   DFND 14 25,796 309,481 0
AGNC INVT CORP COM 00123Q104 12,090 666,853 SH   DFND 14 60,403 606,450 0
AES CORP COM 00130H105 88,504 7,616,560 SH   DFND 14 1,549,638 6,066,922 0
AES CORP COM 00130H105 28 2,410 SH   DFND 16 0 2,410 0
AK STL HLDG CORP COM 001547108 5,451 533,919 SH   DFND 14 50,620 483,299 0
ALPS ETF TR ALERIAN MLP 00162Q866 382 30,300 SH   DFND 18 0 30,300 0
AMAG PHARMACEUTICALS INC COM 00163U106 10,748 308,847 SH   DFND 14 108,327 200,520 0
AMAG PHARMACEUTICALS INC COM 00163U106 811 23,300 SH   DFND 16 0 23,300 0
AMC NETWORKS INC CL A 00164V103 9,353 178,693 SH   DFND 14 7,996 170,697 0
AMC ENTMT HLDGS INC CL A COM 00165C104 620 18,419 SH   DFND 14 14,519 3,900 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,179 82,671 SH   DFND 14 8,048 74,623 0
ANI PHARMACEUTICALS INC COM 00182C103 841 13,880 SH   DFND 14 1,600 12,280 0
AT&T INC COM 00206R102 1,507 35,444 SH   DFND 10 35,444 0 0
AT&T INC COM 00206R102 744,536 17,506,134 SH   DFND 14 4,133,942 13,372,192 0
AT&T INC COM 00206R102 2,546 59,858 SH   DFND 16 0 59,858 0
A10 NETWORKS INC COM 002121101 807 97,070 SH   DFND 14 31,970 65,100 0
A10 NETWORKS INC COM 002121101 71 8,600 SH   DFND 16 0 8,600 0
ATN INTL INC COM 00215F107 3,766 46,999 SH   DFND 14 26,439 20,560 0
AZZ INC COM 002474104 5,086 79,586 SH   DFND 14 25,364 54,222 0
AARONS INC COM PAR $0.50 002535300 1,844 57,657 SH   DFND 14 11,492 46,165 0
ABAXIS INC COM 002567105 2,029 38,459 SH   DFND 14 3,649 34,810 0
ABBOTT LABS COM 002824100 150,207 3,910,631 SH   DFND 14 810,249 3,100,382 0
ABBOTT LABS COM 002824100 1,260 32,815 SH   DFND 16 0 32,815 0
ABBVIE INC COM 00287Y109 153,550 2,452,088 SH   DFND 14 769,599 1,682,489 0
ABBVIE INC COM 00287Y109 546 8,715 SH   DFND 16 0 8,715 0
ABERCROMBIE & FITCH CO CL A 002896207 1,384 115,369 SH   DFND 14 11,450 103,919 0
ABIOMED INC COM 003654100 131 1,162 SH   DFND 10 1,162 0 0
ABIOMED INC COM 003654100 4,691 41,629 SH   DFND 14 5,424 36,205 0
ABIOMED INC COM 003654100 6,828 60,600 SH   DFND 18 0 60,600 0
ABRAXAS PETE CORP COM 003830106 27 10,465 SH   DFND 14 10,465 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 145 4,370 SH   DFND 14 4,370 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 6,862 207,300 SH   DFND 18 0 207,300 0
ACADIA PHARMACEUTICALS INC COM 004225108 134 4,630 SH   DFND 14 4,630 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 5,598 194,100 SH   DFND 18 0 194,100 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,559 139,506 SH   DFND 14 14,538 124,968 0
ACCELERON PHARMA INC COM 00434H108 62 2,430 SH   DFND 14 2,430 0 0
ACCELERON PHARMA INC COM 00434H108 1,820 71,300 SH   DFND 18 0 71,300 0
ACCURAY INC COM 004397105 33 7,080 SH   DFND 14 7,080 0 0
ACCURAY INC COM 004397105 2,340 508,700 SH   DFND 18 0 508,700 0
ACETO CORP COM 004446100 1,152 52,441 SH   DFND 14 6,811 45,630 0
ACHAOGEN INC COM 004449104 137 10,548 SH   DFND 10 10,548 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 48 11,632 SH   DFND 14 11,632 0 0
ACI WORLDWIDE INC COM 004498101 3,002 165,404 SH   DFND 14 19,109 146,295 0
ACI WORLDWIDE INC COM 004498101 348 19,200 SH   DFND 16 0 19,200 0
ACORDA THERAPEUTICS INC COM 00484M106 2,175 115,672 SH   DFND 14 7,382 108,290 0
ACTIVISION BLIZZARD INC COM 00507V109 33,820 936,577 SH   DFND 14 313,756 622,821 0
ACTIVISION BLIZZARD INC COM 00507V109 54 1,500 SH   DFND 16 0 1,500 0
ACTUANT CORP CL A NEW 00508X203 2,620 100,952 SH   DFND 14 9,941 91,011 0
ACTUANT CORP CL A NEW 00508X203 117 4,500 SH   DFND 18 0 4,500 0
ACUITY BRANDS INC COM 00508Y102 14,024 60,747 SH   DFND 14 20,892 39,855 0
ACUITY BRANDS INC COM 00508Y102 23 100 SH   DFND 16 0 100 0
ACXIOM CORP COM 005125109 282 10,519 SH   DFND 10 10,519 0 0
ACXIOM CORP COM 005125109 1,288 48,051 SH   DFND 14 13,382 34,669 0
ADAMS RES & ENERGY INC COM NEW 006351308 911 22,978 SH   DFND 14 400 22,578 0
ADEPTUS HEALTH INC CL A 006855100 189 24,770 SH   DFND 14 2,150 22,620 0
ADOBE SYS INC COM 00724F101 933 9,065 SH   DFND 10 9,065 0 0
ADOBE SYS INC COM 00724F101 178,518 1,734,026 SH   DFND 14 338,818 1,395,208 0
ADOBE SYS INC COM 00724F101 1,100 10,687 SH   DFND 16 0 10,687 0
ADTRAN INC COM 00738A106 2,079 93,031 SH   DFND 14 8,146 84,885 0
ADVANCE AUTO PARTS INC COM 00751Y106 17,431 103,066 SH   DFND 14 35,274 67,792 0
ADVANCE AUTO PARTS INC COM 00751Y106 29 170 SH   DFND 16 0 170 0
AECOM COM 00766T100 17,054 469,036 SH   DFND 14 39,939 429,097 0
AEGION CORP COM 00770F104 12,265 517,506 SH   DFND 14 6,069 511,437 0
ADVANSIX INC COM 00773T101 576 26,019 SH   DFND 10 26,019 0 0
ADVANSIX INC COM 00773T101 2,503 113,037 SH   DFND 14 8,467 104,570 0
ADVANSIX INC COM 00773T101 6 292 SH   DFND 16 0 292 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,120 118,127 SH   DFND 14 10,758 107,369 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 955 32,080 SH   DFND 14 29,780 2,300 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 325 10,900 SH   DFND 16 0 10,900 0
ADVANCED MICRO DEVICES INC COM 007903107 5,569 491,063 SH   DFND 14 152,562 338,501 0
ADVANCED ENERGY INDS COM 007973100 34,495 630,043 SH   DFND 14 180,703 449,340 0
ADVANCED ENERGY INDS COM 007973100 1,194 21,800 SH   DFND 16 0 21,800 0
AEROVIRONMENT INC COM 008073108 944 35,196 SH   DFND 14 3,576 31,620 0
AETNA INC NEW COM 00817Y108 713 5,750 SH   DFND 10 5,750 0 0
AETNA INC NEW COM 00817Y108 91,114 734,734 SH   DFND 14 282,906 451,828 0
AETNA INC NEW COM 00817Y108 95 767 SH   DFND 16 0 767 0
AETNA INC NEW COM 00817Y108 8,271 66,700 SH   DFND 18 0 66,700 0
AFFILIATED MANAGERS GROUP COM 008252108 11,435 78,697 SH   DFND 14 26,471 52,226 0
AFFILIATED MANAGERS GROUP COM 008252108 17 120 SH   DFND 16 0 120 0
AGILENT TECHNOLOGIES INC COM 00846U101 205 4,500 SH   DFND 10 4,500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 20,416 448,119 SH   DFND 14 152,350 295,769 0
AGILENT TECHNOLOGIES INC COM 00846U101 30 664 SH   DFND 16 0 664 0
AGILYSYS INC COM 00847J105 265 25,599 SH   DFND 14 2,827 22,772 0
AGREE REALTY CORP COM 008492100 2,048 44,482 SH   DFND 14 4,052 40,430 0
AIR METHODS CORP COM PAR $.06 009128307 1,835 57,604 SH   DFND 14 6,438 51,166 0
AIR LEASE CORP CL A 00912X302 13,268 386,473 SH   DFND 14 18,873 367,600 0
AIR PRODS & CHEMS INC COM 009158106 44,617 310,226 SH   DFND 14 101,207 209,019 0
AIR PRODS & CHEMS INC COM 009158106 70 485 SH   DFND 16 0 485 0
AIR PRODS & CHEMS INC COM 009158106 748 5,200 SH   DFND 18 0 5,200 0
AKAMAI TECHNOLOGIES INC COM 00971T101 17,752 266,226 SH   DFND 14 81,388 184,838 0
AKAMAI TECHNOLOGIES INC COM 00971T101 27 410 SH   DFND 16 0 410 0
AKORN INC COM 009728106 5,611 257,017 SH   DFND 14 20,327 236,690 0
AKORN INC COM 009728106 22 1,000 SH   DFND 16 0 1,000 0
ALAMO GROUP INC COM 011311107 2,591 34,049 SH   DFND 14 11,189 22,860 0
ALAMO GROUP INC COM 011311107 183 2,400 SH   DFND 16 0 2,400 0
ALASKA AIR GROUP INC COM 011659109 1,093 12,320 SH   DFND 10 12,320 0 0
ALASKA AIR GROUP INC COM 011659109 24,410 275,103 SH   DFND 14 109,915 165,188 0
ALASKA AIR GROUP INC COM 011659109 24 270 SH   DFND 16 0 270 0
ALBANY INTL CORP CL A 012348108 2,295 49,563 SH   DFND 14 4,883 44,680 0
ALBANY MOLECULAR RESH INC COM 012423109 722 38,470 SH   DFND 14 4,220 34,250 0
ALBEMARLE CORP COM 012653101 13,863 161,051 SH   DFND 14 52,032 109,019 0
ALBEMARLE CORP COM 012653101 19 220 SH   DFND 16 0 220 0
ALBEMARLE CORP COM 012653101 277 3,220 SH   DFND 18 0 3,220 0
ALCOA CORP COM 013872106 274 9,774 SH   DFND 14 9,774 0 0
ALCOA CORP COM 013872106 562 20,000 SH   DFND 18 0 20,000 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 102 4,890 SH   DFND 14 4,890 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,361 113,500 SH   DFND 18 0 113,500 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,302 29,008 SH   DFND 14 8,383 20,625 0
ALERE INC COM 01449J105 203 5,215 SH   DFND 14 5,215 0 0
ALEXANDERS INC COM 014752109 203 475 SH   DFND 14 295 180 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,166 46,483 SH   DFND 14 10,848 35,635 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 77,170 694,414 SH   DFND 3 97,398 597,016 0
ALEXION PHARMACEUTICALS INC COM 015351109 37,498 306,484 SH   DFND 14 103,378 203,106 0
ALEXION PHARMACEUTICALS INC COM 015351109 61 500 SH   DFND 16 0 500 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 98,044 1,116,548 SH   DFND 14 19,400 1,097,148 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,236 82,400 SH   DFND 16 0 82,400 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,643 30,100 SH   DFND 18 0 30,100 0
ALIGN TECHNOLOGY INC COM 016255101 34,265 356,445 SH   DFND 14 66,115 290,330 0
ALIGN TECHNOLOGY INC COM 016255101 154 1,600 SH   DFND 16 0 1,600 0
ALLEGHANY CORP DEL COM 017175100 44,267 72,793 SH   DFND 14 15,031 57,762 0
ALLEGHANY CORP DEL COM 017175100 347 570 SH   DFND 16 0 570 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,078 67,672 SH   DFND 14 19,370 48,302 0
ALLEGIANT TRAVEL CO COM 01748X102 614 3,691 SH   DFND 10 3,691 0 0
ALLEGIANT TRAVEL CO COM 01748X102 4,926 29,606 SH   DFND 14 2,432 27,174 0
ALLETE INC COM NEW 018522300 877 13,659 SH   DFND 10 13,659 0 0
ALLETE INC COM NEW 018522300 5,481 85,393 SH   DFND 14 8,852 76,541 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 457 2,000 SH   DFND 10 2,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 18,715 81,902 SH   DFND 14 28,117 53,785 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 32 140 SH   DFND 16 0 140 0
ALLIANT ENERGY CORP COM 018802108 11,559 305,059 SH   DFND 14 102,798 202,261 0
ALLIANT ENERGY CORP COM 018802108 17 460 SH   DFND 16 0 460 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 12,152 360,707 SH   DFND 14 24,207 336,500 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 339 10,070 SH   DFND 18 0 10,070 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,082 105,957 SH   DFND 14 24,395 81,562 0
ALLSTATE CORP COM 020002101 617 8,320 SH   DFND 10 8,320 0 0
ALLSTATE CORP COM 020002101 177,462 2,394,250 SH   DFND 14 444,531 1,949,719 0
ALLSTATE CORP COM 020002101 1,520 20,509 SH   DFND 16 0 20,509 0
ALLY FINL INC COM 02005N100 21,712 1,141,540 SH   DFND 14 118,390 1,023,150 0
ALMOST FAMILY INC COM 020409108 674 15,292 SH   DFND 14 1,551 13,741 0
ALON USA ENERGY INC COM 020520102 6,090 535,153 SH   DFND 14 202,153 333,000 0
ALPHABET INC CAP STK CL C 02079K107 603,202 781,532 SH   DFND 14 209,673 571,859 0
ALPHABET INC CAP STK CL C 02079K107 3,556 4,607 SH   DFND 16 0 4,607 0
ALPHABET INC CAP STK CL A 02079K305 1,502 1,895 SH   DFND 10 1,895 0 0
ALPHABET INC CAP STK CL A 02079K305 502,092 633,594 SH   DFND 14 154,431 479,163 0
ALPHABET INC CAP STK CL A 02079K305 2,579 3,255 SH   DFND 16 0 3,255 0
ALTRIA GROUP INC COM 02209S103 305,908 4,523,926 SH   DFND 14 1,070,268 3,453,658 0
ALTRIA GROUP INC COM 02209S103 2,503 37,020 SH   DFND 16 0 37,020 0
ALTRIA GROUP INC COM 02209S103 453 6,700 SH   DFND 18 0 6,700 0
AMAZON COM INC COM 023135106 450 600 SH   DFND 10 600 0 0
AMAZON COM INC COM 023135106 519,476 692,755 SH   DFND 14 214,223 478,532 0
AMAZON COM INC COM 023135106 1,174 1,565 SH   DFND 16 0 1,565 0
AMAZON COM INC COM 023135106 877 1,170 SH   DFND 18 0 1,170 0
AMBAC FINL GROUP INC COM NEW 023139884 1,671 74,280 SH   DFND 14 2,780 71,500 0
AMEDISYS INC COM 023436108 2,115 49,619 SH   DFND 14 4,912 44,707 0
AMERCO COM 023586100 5,066 13,707 SH   DFND 14 4,007 9,700 0
AMEREN CORP COM 023608102 17,869 340,617 SH   DFND 14 113,764 226,853 0
AMEREN CORP COM 023608102 28 525 SH   DFND 16 0 525 0
AMERICAN AIRLS GROUP INC COM 02376R102 59,152 1,266,915 SH   DFND 14 293,154 973,761 0
AMERICAN AIRLS GROUP INC COM 02376R102 54 1,150 SH   DFND 16 0 1,150 0
AMERICAN ASSETS TR INC COM 024013104 12,081 280,426 SH   DFND 14 85,673 194,753 0
AMERICAN ASSETS TR INC COM 024013104 164 3,800 SH   DFND 16 0 3,800 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,856 303,441 SH   DFND 14 12,811 290,630 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 21,041 422,766 SH   DFND 14 46,585 376,181 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 40 800 SH   DFND 16 0 800 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 52,121 1,047,247 SH   DFND 3 146,757 900,490 0
AMERICAN ELEC PWR INC COM 025537101 1,048 16,640 SH   DFND 10 16,640 0 0
AMERICAN ELEC PWR INC COM 025537101 172,124 2,733,868 SH   DFND 14 528,675 2,205,193 0
AMERICAN ELEC PWR INC COM 025537101 1,425 22,630 SH   DFND 16 0 22,630 0
AMERICAN ELEC PWR INC COM 025537101 246 3,900 SH   DFND 18 0 3,900 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 15,821 1,042,944 SH   DFND 14 30,293 1,012,651 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 775 34,402 SH   DFND 10 34,402 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 22,487 997,654 SH   DFND 14 65,077 932,577 0
AMERICAN EXPRESS CO COM 025816109 1,854 25,030 SH   DFND 10 25,030 0 0
AMERICAN EXPRESS CO COM 025816109 106,196 1,433,536 SH   DFND 14 393,728 1,039,808 0
AMERICAN EXPRESS CO COM 025816109 128 1,733 SH   DFND 16 0 1,733 0
AMERICAN FINL GROUP INC OHIO COM 025932104 60,865 690,705 SH   DFND 14 151,654 539,051 0
AMERICAN FINL GROUP INC OHIO COM 025932104 767 8,700 SH   DFND 16 0 8,700 0
AMERICAN HOMES 4 RENT CL A 02665T306 285 13,580 SH   DFND 14 13,580 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 91,152 1,395,686 SH   DFND 14 468,776 926,910 0
AMERICAN INTL GROUP INC COM NEW 026874784 141 2,158 SH   DFND 16 0 2,158 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,759 71,662 SH   DFND 14 2,660 69,002 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,149 25,374 SH   DFND 14 1,474 23,900 0
AMERICAN SOFTWARE INC CL A 029683109 161 15,611 SH   DFND 14 3,411 12,200 0
AMERICAN STS WTR CO COM 029899101 9,634 211,462 SH   DFND 14 81,692 129,770 0
AMERICAN TOWER CORP NEW COM 03027X100 65,972 624,263 SH   DFND 14 199,730 424,533 0
AMERICAN TOWER CORP NEW COM 03027X100 98 925 SH   DFND 16 0 925 0
AMERICAN TOWER CORP NEW COM 03027X100 349 3,300 SH   DFND 18 0 3,300 0
AMERICAN VANGUARD CORP COM 030371108 834 43,560 SH   DFND 14 3,982 39,578 0
AMERICAN WTR WKS CO INC NEW COM 030420103 17,898 247,347 SH   DFND 14 82,573 164,774 0
AMERICAN WTR WKS CO INC NEW COM 030420103 25 350 SH   DFND 16 0 350 0
AMERICAN WTR WKS CO INC NEW COM 030420103 246 3,400 SH   DFND 18 0 3,400 0
AMERICAN WOODMARK CORP COM 030506109 693 9,213 SH   DFND 10 9,213 0 0
AMERICAN WOODMARK CORP COM 030506109 6,566 87,260 SH   DFND 14 27,550 59,710 0
AMERICAN WOODMARK CORP COM 030506109 248 3,300 SH   DFND 16 0 3,300 0
AMERISAFE INC COM 03071H100 4,552 73,011 SH   DFND 14 43,199 29,812 0
AMERISOURCEBERGEN CORP COM 03073E105 18,488 236,456 SH   DFND 14 78,922 157,534 0
AMERISOURCEBERGEN CORP COM 03073E105 30 390 SH   DFND 16 0 390 0
AMERIPRISE FINL INC COM 03076C106 858 7,730 SH   DFND 10 7,730 0 0
AMERIPRISE FINL INC COM 03076C106 60,125 541,961 SH   DFND 14 89,499 452,462 0
AMERIPRISE FINL INC COM 03076C106 39 355 SH   DFND 16 0 355 0
AMERIS BANCORP COM 03076K108 3,125 71,673 SH   DFND 14 17,513 54,160 0
AMETEK INC NEW COM 031100100 15,652 322,061 SH   DFND 14 107,676 214,385 0
AMETEK INC NEW COM 031100100 24 500 SH   DFND 16 0 500 0
AMGEN INC COM 031162100 2,642 18,070 SH   DFND 10 18,070 0 0
AMGEN INC COM 031162100 326,009 2,229,734 SH   DFND 14 504,838 1,724,896 0
AMGEN INC COM 031162100 2,153 14,722 SH   DFND 16 0 14,722 0
AMICUS THERAPEUTICS INC COM 03152W109 66 13,300 SH   DFND 14 13,300 0 0
AMICUS THERAPEUTICS INC COM 03152W109 2,928 589,200 SH   DFND 18 0 589,200 0
AMKOR TECHNOLOGY INC COM 031652100 681 64,571 SH   DFND 10 64,571 0 0
AMKOR TECHNOLOGY INC COM 031652100 13,646 1,293,461 SH   DFND 14 227,600 1,065,861 0
AMKOR TECHNOLOGY INC COM 031652100 788 74,700 SH   DFND 16 0 74,700 0
AMPHENOL CORP NEW CL A 032095101 28,833 429,058 SH   DFND 14 142,224 286,834 0
AMPHENOL CORP NEW CL A 032095101 43 640 SH   DFND 16 0 640 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 6,248 339,170 SH   DFND 14 122,200 216,970 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 204 11,100 SH   DFND 16 0 11,100 0
AMTRUST FINL SVCS INC COM 032359309 1,435 52,402 SH   DFND 14 52,402 0 0
ANADARKO PETE CORP COM 032511107 114,079 1,636,015 SH   DFND 14 354,007 1,282,008 0
ANADARKO PETE CORP COM 032511107 914 13,103 SH   DFND 16 0 13,103 0
ANADARKO PETE CORP COM 032511107 1,450 20,800 SH   DFND 18 0 20,800 0
ANALOG DEVICES INC COM 032654105 31,232 430,073 SH   DFND 14 143,923 286,150 0
ANALOG DEVICES INC COM 032654105 48 660 SH   DFND 16 0 660 0
ANALOGIC CORP COM PAR $0.05 032657207 1,788 21,554 SH   DFND 14 2,269 19,285 0
ANDERSONS INC COM 034164103 2,037 45,565 SH   DFND 14 4,903 40,662 0
ANGIODYNAMICS INC COM 03475V101 3,768 223,351 SH   DFND 14 76,301 147,050 0
ANGIODYNAMICS INC COM 03475V101 106 6,300 SH   DFND 16 0 6,300 0
ANIKA THERAPEUTICS INC COM 035255108 1,258 25,690 SH   DFND 14 2,670 23,020 0
ANIXTER INTL INC COM 035290105 466 5,754 SH   DFND 10 5,754 0 0
ANIXTER INTL INC COM 035290105 11,077 136,672 SH   DFND 14 4,998 131,674 0
ANIXTER INTL INC COM 035290105 316 3,900 SH   DFND 16 0 3,900 0
ANNALY CAP MGMT INC COM 035710409 22,495 2,256,238 SH   DFND 14 210,438 2,045,800 0
ANSYS INC COM 03662Q105 30,498 329,749 SH   DFND 14 54,086 275,663 0
ANSYS INC COM 03662Q105 112 1,210 SH   DFND 16 0 1,210 0
ANTERO RES CORP COM 03674X106 8,810 372,497 SH   DFND 14 33,947 338,550 0
ANTHEM INC COM 036752103 374 2,600 SH   DFND 10 2,600 0 0
ANTHEM INC COM 036752103 126,690 881,199 SH   DFND 14 154,728 726,471 0
ANTHEM INC COM 036752103 83 575 SH   DFND 16 0 575 0
APACHE CORP COM 037411105 33,369 525,741 SH   DFND 14 177,626 348,115 0
APACHE CORP COM 037411105 55 861 SH   DFND 16 0 861 0
APACHE CORP COM 037411105 806 12,700 SH   DFND 18 0 12,700 0
APARTMENT INVT & MGMT CO CL A 03748R101 9,863 217,000 SH   DFND 14 72,693 144,307 0
APARTMENT INVT & MGMT CO CL A 03748R101 14 304 SH   DFND 16 0 304 0
APOGEE ENTERPRISES INC COM 037598109 3,425 63,952 SH   DFND 14 18,825 45,127 0
APOLLO ED GROUP INC CL A 037604105 1,513 152,843 SH   DFND 14 152,843 0 0
APOLLO INVT CORP COM 03761U106 61 10,350 SH   DFND 14 10,350 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 6,097 366,868 SH   DFND 14 7,985 358,883 0
APPLE INC COM 037833100 3,924 33,883 SH   DFND 10 33,883 0 0
APPLE INC COM 037833100 1,340,024 11,569,887 SH   DFND 14 3,271,435 8,298,452 0
APPLE INC COM 037833100 5,911 51,035 SH   DFND 16 0 51,035 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 14,481 724,753 SH   DFND 14 74,453 650,300 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 76 3,800 SH   DFND 16 0 3,800 0
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APPLIED INDL TECHNOLOGIES IN COM 03820C105 748 12,600 SH   DFND 16 0 12,600 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 977 104,510 SH   DFND 14 41,610 62,900 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 192 20,500 SH   DFND 16 0 20,500 0
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APTARGROUP INC COM 038336103 3,250 44,254 SH   DFND 14 8,277 35,977 0
AQUA AMERICA INC COM 03836W103 4,215 140,297 SH   DFND 14 23,672 116,625 0
ARAMARK COM 03852U106 2,386 66,790 SH   DFND 14 7,440 59,350 0
ARCBEST CORP COM 03937C105 471 17,044 SH   DFND 10 17,044 0 0
ARCBEST CORP COM 03937C105 4,463 161,422 SH   DFND 14 4,193 157,229 0
ARCHER DANIELS MIDLAND CO COM 039483102 56,417 1,235,859 SH   DFND 14 276,114 959,745 0
ARCHER DANIELS MIDLAND CO COM 039483102 57 1,241 SH   DFND 16 0 1,241 0
ARCHER DANIELS MIDLAND CO COM 039483102 128 2,800 SH   DFND 18 0 2,800 0
ARCHROCK INC COM 03957W106 6,222 471,340 SH   DFND 14 61,483 409,857 0
ARCONIC INC COM 03965L100 11,211 604,678 SH   DFND 14 203,449 401,229 0
ARCONIC INC COM 03965L100 17 893 SH   DFND 16 0 893 0
ARCONIC INC COM 03965L100 519 28,000 SH   DFND 18 0 28,000 0
ARCTIC CAT INC COM 039670104 327 21,785 SH   DFND 14 1,729 20,056 0
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ARGAN INC COM 04010E109 35,588 504,432 SH   DFND 14 107,232 397,200 0
ARGAN INC COM 04010E109 1,101 15,600 SH   DFND 16 0 15,600 0
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ARLINGTON ASSET INVT CORP CL A NEW 041356205 2,265 152,804 SH   DFND 14 2,108 150,696 0
ARMADA HOFFLER PPTYS INC COM 04208T108 495 33,980 SH   DFND 14 28,480 5,500 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 4,586 211,455 SH   DFND 14 3,855 207,600 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 6,127 146,582 SH   DFND 14 81,582 65,000 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 109 2,600 SH   DFND 16 0 2,600 0
ARRAY BIOPHARMA INC COM 04269X105 148 16,787 SH   DFND 14 16,787 0 0
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ASHLAND GLOBAL HLDGS INC COM 044186104 4,012 36,710 SH   DFND 14 8,635 28,075 0
ASPEN TECHNOLOGY INC COM 045327103 1,325 24,241 SH   DFND 10 24,241 0 0
ASPEN TECHNOLOGY INC COM 045327103 3,914 71,585 SH   DFND 14 16,985 54,600 0
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ASSOCIATED BANC CORP COM 045487105 541 21,900 SH   DFND 16 0 21,900 0
ASSURANT INC COM 04621X108 17,016 183,241 SH   DFND 14 37,270 145,971 0
ASSURANT INC COM 04621X108 12 125 SH   DFND 16 0 125 0
ASTEC INDS INC COM 046224101 216 3,198 SH   DFND 10 3,198 0 0
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ATLANTIC PWR CORP COM NEW 04878Q863 33 13,100 SH   DFND 16 0 13,100 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 18,269 350,309 SH   DFND 14 4,171 346,138 0
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AUTOLIV INC COM 052800109 568 5,019 SH   DFND 14 4,795 224 0
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AVALONBAY CMNTYS INC COM 053484101 34,197 193,038 SH   DFND 14 65,383 127,655 0
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AVERY DENNISON CORP COM 053611109 8,793 125,223 SH   DFND 14 42,228 82,995 0
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B & G FOODS INC NEW COM 05508R106 5,072 115,797 SH   DFND 14 13,087 102,710 0
B & G FOODS INC NEW COM 05508R106 315 7,200 SH   DFND 18 0 7,200 0
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BOFI HLDG INC COM 05566U108 4,023 140,928 SH   DFND 14 37,228 103,700 0
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BABCOCK & WILCOX ENTERPRIS I COM 05614L100 4,840 291,766 SH   DFND 14 14,966 276,800 0
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BALL CORP COM 058498106 30 400 SH   DFND 16 0 400 0
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BANK MONTREAL QUE COM 063671101 343 4,770 SH   DFND 3 4,770 0 0
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BANK NEW YORK MELLON CORP COM 064058100 94,906 2,003,080 SH   DFND 14 549,859 1,453,221 0
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BRINKER INTL INC COM 109641100 1,443 29,140 SH   DFND 14 6,726 22,414 0
BRINKS CO COM 109696104 15,117 366,470 SH   DFND 14 86,415 280,055 0
BRINKS CO COM 109696104 743 18,000 SH   DFND 16 0 18,000 0
BRISTOL MYERS SQUIBB CO COM 110122108 139,191 2,381,783 SH   DFND 14 798,381 1,583,402 0
BRISTOL MYERS SQUIBB CO COM 110122108 214 3,660 SH   DFND 16 0 3,660 0
BRISTOW GROUP INC COM 110394103 367 17,900 SH   DFND 10 17,900 0 0
BRISTOW GROUP INC COM 110394103 1,110 54,183 SH   DFND 14 5,084 49,099 0
BRIXMOR PPTY GROUP INC COM 11120U105 11,601 475,080 SH   DFND 14 16,700 458,380 0
BRIXMOR PPTY GROUP INC COM 11120U105 496 20,300 SH   DFND 16 0 20,300 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 12,873 194,161 SH   DFND 14 41,703 152,458 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 93 1,400 SH   DFND 16 0 1,400 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 18,598 1,489,057 SH   DFND 14 169,277 1,319,780 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 26 2,100 SH   DFND 16 0 2,100 0
BROOKDALE SR LIVING INC COM 112463104 17,961 1,446,149 SH   DFND 14 98,149 1,348,000 0
BROOKLINE BANCORP INC DEL COM 11373M107 165 10,077 SH   DFND 10 10,077 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 4,670 284,760 SH   DFND 14 61,791 222,969 0
BROOKS AUTOMATION INC COM 114340102 420 24,600 SH   DFND 10 24,600 0 0
BROOKS AUTOMATION INC COM 114340102 1,995 116,898 SH   DFND 14 11,136 105,762 0
BROWN & BROWN INC COM 115236101 6,075 135,432 SH   DFND 14 15,593 119,839 0
BROWN FORMAN CORP CL B 115637209 12,112 269,630 SH   DFND 14 88,438 181,192 0
BROWN FORMAN CORP CL B 115637209 19 414 SH   DFND 16 0 414 0
BRUKER CORP COM 116794108 7,554 356,642 SH   DFND 14 10,642 346,000 0
BRUKER CORP COM 116794108 402 19,000 SH   DFND 16 0 19,000 0
BRUNSWICK CORP COM 117043109 1,526 27,978 SH   DFND 10 27,978 0 0
BRUNSWICK CORP COM 117043109 17,271 316,660 SH   DFND 14 85,381 231,279 0
BRUNSWICK CORP COM 117043109 136 2,500 SH   DFND 16 0 2,500 0
BUCKLE INC COM 118440106 327 14,353 SH   DFND 10 14,353 0 0
BUCKLE INC COM 118440106 1,087 47,694 SH   DFND 14 4,522 43,172 0
BUFFALO WILD WINGS INC COM 119848109 1,791 11,600 SH   DFND 14 3,393 8,207 0
BURLINGTON STORES INC COM 122017106 700 8,258 SH   DFND 10 8,258 0 0
BURLINGTON STORES INC COM 122017106 10,287 121,380 SH   DFND 14 3,080 118,300 0
BURLINGTON STORES INC COM 122017106 169 1,990 SH   DFND 18 0 1,990 0
CAI INTERNATIONAL INC COM 12477X106 2,331 268,846 SH   DFND 14 1,940 266,906 0
CBIZ INC COM 124805102 171 12,492 SH   DFND 14 4,292 8,200 0
CBL & ASSOC PPTYS INC COM 124830100 596 51,792 SH   DFND 14 18,892 32,900 0
CBS CORP NEW CL B 124857202 997 15,665 SH   DFND 10 15,665 0 0
CBS CORP NEW CL B 124857202 92,803 1,458,715 SH   DFND 14 268,045 1,190,670 0
CBS CORP NEW CL B 124857202 1,468 23,068 SH   DFND 16 0 23,068 0
CBS CORP NEW CL B 124857202 216 3,400 SH   DFND 18 0 3,400 0
CBOE HLDGS INC COM 12503M108 3,315 44,859 SH   DFND 14 8,512 36,347 0
CBRE GROUP INC CL A 12504L109 768 24,400 SH   DFND 10 24,400 0 0
CBRE GROUP INC CL A 12504L109 13,243 420,552 SH   DFND 14 137,618 282,934 0
CBRE GROUP INC CL A 12504L109 19 600 SH   DFND 16 0 600 0
C D I CORP COM 125071100 164 22,163 SH   DFND 14 925 21,238 0
CDK GLOBAL INC COM 12508E101 30,555 511,893 SH   DFND 14 134,743 377,150 0
CDK GLOBAL INC COM 12508E101 96 1,600 SH   DFND 16 0 1,600 0
CEB INC COM 125134106 1,231 20,313 SH   DFND 14 5,985 14,328 0
CECO ENVIRONMENTAL CORP COM 125141101 433 31,050 SH   DFND 14 2,950 28,100 0
CDW CORP COM 12514G108 4,836 92,830 SH   DFND 14 5,120 87,710 0
CF INDS HLDGS INC COM 125269100 22,662 719,897 SH   DFND 14 151,902 567,995 0
CF INDS HLDGS INC COM 125269100 14 435 SH   DFND 16 0 435 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 14,604 199,344 SH   DFND 14 67,985 131,359 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 20 275 SH   DFND 16 0 275 0
CIGNA CORPORATION COM 125509109 46,869 351,371 SH   DFND 14 121,313 230,058 0
CIGNA CORPORATION COM 125509109 75 560 SH   DFND 16 0 560 0
CIGNA CORPORATION COM 125509109 8,924 66,900 SH   DFND 18 0 66,900 0
CIT GROUP INC COM NEW 125581801 5,019 117,593 SH   DFND 14 20,393 97,200 0
CME GROUP INC COM 12572Q105 54,243 470,244 SH   DFND 14 157,375 312,869 0
CME GROUP INC COM 12572Q105 87 755 SH   DFND 16 0 755 0
CMS ENERGY CORP COM 125896100 16,060 385,878 SH   DFND 14 127,005 258,873 0
CMS ENERGY CORP COM 125896100 23 550 SH   DFND 16 0 550 0
CNB FINL CORP PA COM 126128107 938 35,060 SH   DFND 14 1,561 33,499 0
CRA INTL INC COM 12618T105 264 7,200 SH   DFND 10 7,200 0 0
CRA INTL INC COM 12618T105 1,011 27,622 SH   DFND 14 531 27,091 0
CNO FINL GROUP INC COM 12621E103 14,434 753,734 SH   DFND 14 30,754 722,980 0
CSG SYS INTL INC COM 126349109 3,161 65,304 SH   DFND 14 15,252 50,052 0
CSX CORP COM 126408103 59,983 1,669,432 SH   DFND 14 563,633 1,105,799 0
CSX CORP COM 126408103 71 1,975 SH   DFND 16 0 1,975 0
CST BRANDS INC COM 12646R105 2,117 43,975 SH   DFND 14 10,330 33,645 0
CTS CORP COM 126501105 1,249 55,755 SH   DFND 14 5,284 50,471 0
CSRA INC COM 12650T104 6,101 191,622 SH   DFND 14 64,697 126,925 0
CSRA INC COM 12650T104 8 250 SH   DFND 16 0 250 0
CVB FINL CORP COM 126600105 3,932 171,463 SH   DFND 14 16,623 154,840 0
CVS HEALTH CORP COM 126650100 241 3,050 SH   DFND 10 3,050 0 0
CVS HEALTH CORP COM 126650100 142,929 1,811,289 SH   DFND 14 682,470 1,128,819 0
CVS HEALTH CORP COM 126650100 188 2,379 SH   DFND 16 0 2,379 0
CVS HEALTH CORP COM 126650100 292 3,700 SH   DFND 18 0 3,700 0
CYS INVTS INC COM 12673A108 5,477 708,517 SH   DFND 14 15,708 692,809 0
CA INC COM 12673P105 13,360 420,525 SH   DFND 14 142,460 278,065 0
CA INC COM 12673P105 19 602 SH   DFND 16 0 602 0
CABELAS INC COM 126804301 1,779 30,383 SH   DFND 14 7,436 22,947 0
CABLE ONE INC COM 12685J105 1,856 2,986 SH   DFND 14 773 2,213 0
CABLE ONE INC COM 12685J105 659 1,060 SH   DFND 18 0 1,060 0
CABOT CORP COM 127055101 571 11,290 SH   DFND 10 11,290 0 0
CABOT CORP COM 127055101 31,501 623,280 SH   DFND 14 104,809 518,471 0
CABOT CORP COM 127055101 142 2,800 SH   DFND 16 0 2,800 0
CABOT OIL & GAS CORP COM 127097103 14,737 630,877 SH   DFND 14 210,550 420,327 0
CABOT OIL & GAS CORP COM 127097103 23 1,000 SH   DFND 16 0 1,000 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,640 41,786 SH   DFND 14 4,280 37,506 0
CACI INTL INC CL A 127190304 9,818 78,986 SH   DFND 14 4,252 74,734 0
CACI INTL INC CL A 127190304 124 1,000 SH   DFND 16 0 1,000 0
CADENCE DESIGN SYSTEM INC COM 127387108 9,001 356,905 SH   DFND 14 64,906 291,999 0
CADENCE DESIGN SYSTEM INC COM 127387108 83 3,300 SH   DFND 16 0 3,300 0
CAL MAINE FOODS INC COM NEW 128030202 393 8,898 SH   DFND 10 8,898 0 0
CAL MAINE FOODS INC COM NEW 128030202 2,253 51,002 SH   DFND 14 4,892 46,110 0
CALAMOS ASSET MGMT INC CL A 12811R104 812 94,998 SH   DFND 14 3,569 91,429 0
CALAMP CORP COM 128126109 903 62,310 SH   DFND 14 6,360 55,950 0
CALATLANTIC GROUP INC COM 128195104 1,460 42,927 SH   DFND 14 10,239 32,688 0
CALAVO GROWERS INC COM 128246105 1,661 27,056 SH   DFND 14 3,046 24,010 0
CALERES INC COM 129500104 5,683 173,153 SH   DFND 14 7,572 165,581 0
CALGON CARBON CORP COM 129603106 198 11,630 SH   DFND 10 11,630 0 0
CALGON CARBON CORP COM 129603106 1,570 92,347 SH   DFND 14 14,266 78,081 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,809 82,871 SH   DFND 14 8,631 74,240 0
CALLAWAY GOLF CO COM 131193104 443 40,417 SH   DFND 10 40,417 0 0
CALLAWAY GOLF CO COM 131193104 1,765 161,027 SH   DFND 14 15,835 145,192 0
CALLON PETE CO DEL COM 13123X102 329 21,375 SH   DFND 10 21,375 0 0
CALLON PETE CO DEL COM 13123X102 235 15,275 SH   DFND 14 15,275 0 0
CALPINE CORP COM NEW 131347304 227 19,847 SH   DFND 14 19,447 400 0
CAMBREX CORP COM 132011107 6,508 120,627 SH   DFND 14 68,348 52,279 0
CAMDEN NATL CORP COM 133034108 2,752 61,908 SH   DFND 14 1,482 60,426 0
CAMDEN PPTY TR SH BEN INT 133131102 8,632 102,682 SH   DFND 14 12,482 90,200 0
CAMDEN PPTY TR SH BEN INT 133131102 18,403 218,903 SH   DFND 3 31,859 187,044 0
CAMPBELL SOUP CO COM 134429109 429 7,100 SH   DFND 10 7,100 0 0
CAMPBELL SOUP CO COM 134429109 16,510 273,021 SH   DFND 14 93,914 179,107 0
CAMPBELL SOUP CO COM 134429109 24 400 SH   DFND 16 0 400 0
CANTEL MEDICAL CORP COM 138098108 14,808 188,040 SH   DFND 14 63,008 125,032 0
CANTEL MEDICAL CORP COM 138098108 543 6,900 SH   DFND 16 0 6,900 0
CAPELLA EDUCATION COMPANY COM 139594105 353 4,020 SH   DFND 10 4,020 0 0
CAPELLA EDUCATION COMPANY COM 139594105 9,578 109,084 SH   DFND 14 41,392 67,692 0
CAPELLA EDUCATION COMPANY COM 139594105 579 6,600 SH   DFND 16 0 6,600 0
CAPITAL ONE FINL CORP COM 14040H105 97,956 1,122,834 SH   DFND 14 270,241 852,593 0
CAPITAL ONE FINL CORP COM 14040H105 94 1,073 SH   DFND 16 0 1,073 0
CAPITAL SOUTHWEST CORP COM 140501107 286 17,700 SH   DFND 10 17,700 0 0
CAPITAL SOUTHWEST CORP COM 140501107 8 500 SH   DFND 14 500 0 0
CAPITOL FED FINL INC COM 14057J101 229 13,891 SH   DFND 14 13,891 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 7,133 699,964 SH   DFND 14 15,792 684,172 0
CARBO CERAMICS INC COM 140781105 369 35,287 SH   DFND 14 2,927 32,360 0
CARBO CERAMICS INC COM 140781105 105 10,005 SH   DFND 18 0 10,005 0
CARDINAL FINL CORP COM 14149F109 2,765 84,331 SH   DFND 14 9,131 75,200 0
CARDINAL FINL CORP COM 14149F109 131 4,000 SH   DFND 16 0 4,000 0
CARDINAL HEALTH INC COM 14149Y108 32,733 454,819 SH   DFND 14 149,777 305,042 0
CARDINAL HEALTH INC COM 14149Y108 52 725 SH   DFND 16 0 725 0
CARE CAP PPTYS INC COM 141624106 8,867 354,690 SH   DFND 14 37,245 317,445 0
CARE CAP PPTYS INC COM 141624106 4,408 176,330 SH   DFND 3 9,174 167,156 0
CAREER EDUCATION CORP COM 141665109 1,312 130,010 SH   DFND 14 10,712 119,298 0
CARETRUST REIT INC COM 14174T107 1,645 107,383 SH   DFND 14 9,023 98,360 0
CARLISLE COS INC COM 142339100 73,810 669,234 SH   DFND 14 144,496 524,738 0
CARLISLE COS INC COM 142339100 508 4,610 SH   DFND 16 0 4,610 0
CARMAX INC COM 143130102 246 3,825 SH   DFND 10 3,825 0 0
CARMAX INC COM 143130102 17,015 264,250 SH   DFND 14 88,347 175,903 0
CARMAX INC COM 143130102 26 400 SH   DFND 16 0 400 0
CARNIVAL CORP UNIT 99/99/9999 143658300 31,733 609,554 SH   DFND 14 201,109 408,445 0
CARNIVAL CORP UNIT 99/99/9999 143658300 49 950 SH   DFND 16 0 950 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,039 28,730 SH   DFND 14 7,901 20,829 0
CARRIZO OIL & GAS INC COM 144577103 3,927 105,150 SH   DFND 14 10,210 94,940 0
CARTER INC COM 146229109 28,324 327,862 SH   DFND 14 71,032 256,830 0
CARTER INC COM 146229109 135 1,560 SH   DFND 16 0 1,560 0
CARVER BANCORP INC COM NEW 146875604 584 181,033 SH   DFND 10 181,033 0 0
CASEYS GEN STORES INC COM 147528103 2,741 23,059 SH   DFND 14 5,480 17,579 0
CATALENT INC COM 148806102 2,157 79,990 SH   DFND 14 18,040 61,950 0
CATERPILLAR INC DEL COM 149123101 76,412 823,938 SH   DFND 14 275,172 548,766 0
CATERPILLAR INC DEL COM 149123101 120 1,295 SH   DFND 16 0 1,295 0
CATHAY GEN BANCORP COM 149150104 22,486 591,259 SH   DFND 14 151,569 439,690 0
CATHAY GEN BANCORP COM 149150104 403 10,600 SH   DFND 16 0 10,600 0
CATO CORP NEW CL A 149205106 3,055 101,577 SH   DFND 14 4,247 97,330 0
CAVCO INDS INC DEL COM 149568107 1,476 14,781 SH   DFND 14 1,671 13,110 0
CAVIUM INC COM 14964U108 419 6,717 SH   DFND 14 6,717 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,651 252,788 SH   DFND 14 125,737 127,051 0
CELADON GROUP INC COM 150838100 335 46,861 SH   DFND 14 4,381 42,480 0
CELANESE CORP DEL COM SER A 150870103 1,112 14,120 SH   DFND 10 14,120 0 0
CELANESE CORP DEL COM SER A 150870103 44,635 566,862 SH   DFND 14 44,752 522,110 0
CELANESE CORP DEL COM SER A 150870103 583 7,400 SH   DFND 16 0 7,400 0
CELESTICA INC SUB VTG SHS 15101Q108 145 12,272 SH   DFND 10 12,272 0 0
CELGENE CORP COM 151020104 434 3,750 SH   DFND 10 3,750 0 0
CELGENE CORP COM 151020104 300,742 2,598,204 SH   DFND 14 603,170 1,995,034 0
CELGENE CORP COM 151020104 2,153 18,600 SH   DFND 16 0 18,600 0
CELGENE CORP COM 151020104 13,763 118,900 SH   DFND 18 0 118,900 0
CENTENE CORP DEL COM 15135B101 13,294 235,251 SH   DFND 14 79,845 155,406 0
CENTENE CORP DEL COM 15135B101 19 340 SH   DFND 16 0 340 0
CENTERPOINT ENERGY INC COM 15189T107 14,591 592,150 SH   DFND 14 196,400 395,750 0
CENTERPOINT ENERGY INC COM 15189T107 21 849 SH   DFND 16 0 849 0
CENTERSTATE BANKS INC COM 15201P109 2,916 115,865 SH   DFND 14 59,065 56,800 0
CENTERSTATE BANKS INC COM 15201P109 48 1,900 SH   DFND 16 0 1,900 0
CENTRAL GARDEN & PET CO COM 153527106 563 17,000 SH   DFND 14 1,680 15,320 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 401 12,981 SH   DFND 10 12,981 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,757 56,873 SH   DFND 14 5,179 51,694 0
CENTRAL PAC FINL CORP COM NEW 154760409 276 8,800 SH   DFND 10 8,800 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 4,140 131,779 SH   DFND 14 26,879 104,900 0
CENTURY ALUM CO COM 156431108 728 85,071 SH   DFND 14 8,630 76,441 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 394 6,570 SH   DFND 14 570 6,000 0
CENTURY CASINOS INC COM 156492100 487 59,200 SH   DFND 10 59,200 0 0
CENTURY CASINOS INC COM 156492100 11 1,280 SH   DFND 14 1,280 0 0
CENTURY CMNTYS INC COM 156504300 168 7,990 SH   DFND 14 1,090 6,900 0
CENTURY CMNTYS INC COM 156504300 50 2,400 SH   DFND 16 0 2,400 0
CENTURYLINK INC COM 156700106 394 16,550 SH   DFND 10 16,550 0 0
CENTURYLINK INC COM 156700106 24,455 1,028,395 SH   DFND 14 272,266 756,129 0
CENTURYLINK INC COM 156700106 26 1,108 SH   DFND 16 0 1,108 0
CERNER CORP COM 156782104 48,833 1,030,890 SH   DFND 14 178,050 852,840 0
CERNER CORP COM 156782104 1,246 26,300 SH   DFND 16 0 26,300 0
CEVA INC COM 157210105 1,420 42,313 SH   DFND 14 3,513 38,800 0
CEVA INC COM 157210105 174 5,200 SH   DFND 16 0 5,200 0
CHANGYOU COM LTD ADS REP CL A 15911M107 9,969 469,788 SH   DFND 14 4,400 465,388 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,016 95,000 SH   DFND 16 0 95,000 0
CHARLES RIV LABS INTL INC COM 159864107 27,333 358,744 SH   DFND 14 80,446 278,298 0
CHARLES RIV LABS INTL INC COM 159864107 145 1,900 SH   DFND 16 0 1,900 0
CHART INDS INC COM PAR $0.01 16115Q308 1,887 52,385 SH   DFND 14 5,185 47,200 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 86,161 299,253 SH   DFND 14 102,203 197,050 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 138 480 SH   DFND 16 0 480 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 184 640 SH   DFND 18 0 640 0
CHASE CORP COM 16150R104 265 3,169 SH   DFND 14 769 2,400 0
CHASE CORP COM 16150R104 50 600 SH   DFND 16 0 600 0
CHATHAM LODGING TR COM 16208T102 5,205 253,303 SH   DFND 14 44,603 208,700 0
CHATHAM LODGING TR COM 16208T102 649 31,600 SH   DFND 16 0 31,600 0
CHEESECAKE FACTORY INC COM 163072101 1,672 27,929 SH   DFND 14 8,251 19,678 0
CHEMED CORP NEW COM 16359R103 7,645 47,658 SH   DFND 14 8,374 39,284 0
CHEMED CORP NEW COM 16359R103 80 500 SH   DFND 16 0 500 0
CHEMICAL FINL CORP COM 163731102 7,049 130,119 SH   DFND 14 25,880 104,239 0
CHEMICAL FINL CORP COM 163731102 38 700 SH   DFND 16 0 700 0
CHEMOURS CO COM 163851108 58,564 2,651,147 SH   DFND 14 555,603 2,095,544 0
CHEMOURS CO COM 163851108 1,639 74,200 SH   DFND 16 0 74,200 0
CHEMTURA CORP COM NEW 163893209 231 6,957 SH   DFND 14 6,957 0 0
CHENIERE ENERGY INC COM NEW 16411R208 599 14,450 SH   DFND 14 14,210 240 0
CHENIERE ENERGY INC COM NEW 16411R208 551 13,300 SH   DFND 18 0 13,300 0
CHESAPEAKE ENERGY CORP COM 165167107 6,715 956,528 SH   DFND 14 329,122 627,406 0
CHESAPEAKE ENERGY CORP COM 165167107 10 1,410 SH   DFND 16 0 1,410 0
CHESAPEAKE ENERGY CORP COM 165167107 410 58,400 SH   DFND 18 0 58,400 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 15,326 592,661 SH   DFND 14 199,771 392,890 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 724 28,000 SH   DFND 16 0 28,000 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 26,465 1,023,391 SH   DFND 3 137,744 885,647 0
CHESAPEAKE UTILS CORP COM 165303108 2,954 44,129 SH   DFND 14 23,629 20,500 0
CHESAPEAKE UTILS CORP COM 165303108 556 8,300 SH   DFND 16 0 8,300 0
CHEVRON CORP NEW COM 166764100 1,861 15,810 SH   DFND 10 15,810 0 0
CHEVRON CORP NEW COM 166764100 424,279 3,604,748 SH   DFND 14 997,307 2,607,441 0
CHEVRON CORP NEW COM 166764100 486 4,129 SH   DFND 16 0 4,129 0
CHEVRON CORP NEW COM 166764100 6,709 57,000 SH   DFND 18 0 57,000 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 9,679 304,842 SH   DFND 14 14,142 290,700 0
CHICOS FAS INC COM 168615102 1,253 87,086 SH   DFND 14 23,748 63,338 0
CHILDRENS PL INC COM 168905107 3,673 36,386 SH   DFND 14 4,444 31,942 0
CHIMERA INVT CORP COM NEW 16934Q208 47,293 2,778,697 SH   DFND 14 362,117 2,416,580 0
CHIMERA INVT CORP COM NEW 16934Q208 461 27,100 SH   DFND 16 0 27,100 0
CHIMERIX INC COM 16934W106 889 193,340 SH   DFND 14 64,740 128,600 0
CHIMERIX INC COM 16934W106 255 55,400 SH   DFND 16 0 55,400 0
CHINA BIOLOGIC PRODS INC COM 16938C106 460 4,280 SH   DFND 10 4,280 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 15,310 40,575 SH   DFND 14 13,687 26,888 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 25 65 SH   DFND 16 0 65 0
CHOICE HOTELS INTL INC COM 169905106 668 11,917 SH   DFND 14 8,217 3,700 0
CHURCH & DWIGHT INC COM 171340102 15,873 359,188 SH   DFND 14 120,392 238,796 0
CHURCH & DWIGHT INC COM 171340102 24 540 SH   DFND 16 0 540 0
CHURCHILL DOWNS INC COM 171484108 12,002 79,773 SH   DFND 14 22,023 57,750 0
CHURCHILL DOWNS INC COM 171484108 275 1,830 SH   DFND 16 0 1,830 0
CHUYS HLDGS INC COM 171604101 918 28,300 SH   DFND 14 2,540 25,760 0
CIBER INC COM 17163B102 69 109,667 SH   DFND 14 7,037 102,630 0
CIENA CORP COM NEW 171779309 2,093 85,739 SH   DFND 14 24,106 61,633 0
CIENA CORP COM NEW 171779309 344 14,100 SH   DFND 18 0 14,100 0
CIMAREX ENERGY CO COM 171798101 18,069 132,959 SH   DFND 14 44,845 88,114 0
CIMAREX ENERGY CO COM 171798101 30 220 SH   DFND 16 0 220 0
CINCINNATI BELL INC NEW COM NEW 171871502 2,017 90,257 SH   DFND 14 6,567 83,690 0
CINCINNATI FINL CORP COM 172062101 16,717 220,684 SH   DFND 14 70,091 150,593 0
CINCINNATI FINL CORP COM 172062101 23 303 SH   DFND 16 0 303 0
CINEMARK HOLDINGS INC COM 17243V102 53,657 1,398,773 SH   DFND 14 277,550 1,121,223 0
CINEMARK HOLDINGS INC COM 17243V102 625 16,300 SH   DFND 16 0 16,300 0
CIRCOR INTL INC COM 17273K109 276 4,253 SH   DFND 10 4,253 0 0
CIRCOR INTL INC COM 17273K109 1,848 28,481 SH   DFND 14 2,982 25,499 0
CIRRUS LOGIC INC COM 172755100 438 7,750 SH   DFND 10 7,750 0 0
CIRRUS LOGIC INC COM 172755100 23,289 411,895 SH   DFND 14 171,345 240,550 0
CIRRUS LOGIC INC COM 172755100 119 2,100 SH   DFND 16 0 2,100 0
CISCO SYS INC COM 17275R102 2,611 86,410 SH   DFND 10 86,410 0 0
CISCO SYS INC COM 17275R102 362,099 11,982,108 SH   DFND 14 3,320,951 8,661,157 0
CISCO SYS INC COM 17275R102 1,560 51,630 SH   DFND 16 0 51,630 0
CINTAS CORP COM 172908105 637 5,510 SH   DFND 10 5,510 0 0
CINTAS CORP COM 172908105 14,583 126,192 SH   DFND 14 40,762 85,430 0
CINTAS CORP COM 172908105 22 190 SH   DFND 16 0 190 0
CITIZENS & NORTHN CORP COM 172922106 852 32,516 SH   DFND 14 800 31,716 0
CITIGROUP INC COM NEW 172967424 378 6,360 SH   DFND 10 6,360 0 0
CITIGROUP INC COM NEW 172967424 559,729 9,418,291 SH   DFND 14 2,010,531 7,407,760 0
CITIGROUP INC COM NEW 172967424 3,421 57,570 SH   DFND 16 0 57,570 0
CITI TRENDS INC COM 17306X102 353 18,755 SH   DFND 14 1,555 17,200 0
CITI TRENDS INC COM 17306X102 145 7,700 SH   DFND 16 0 7,700 0
CITIZENS FINL GROUP INC COM 174610105 377 10,570 SH   DFND 10 10,570 0 0
CITIZENS FINL GROUP INC COM 174610105 39,038 1,095,647 SH   DFND 14 237,000 858,647 0
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DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 27,203 1,015,804 SH   DFND 14 200,730 815,074 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 155 5,800 SH   DFND 16 0 5,800 0
DISH NETWORK CORP CL A 25470M109 479 8,275 SH   DFND 10 8,275 0 0
DISH NETWORK CORP CL A 25470M109 3,378 58,315 SH   DFND 14 13,185 45,130 0
DISH NETWORK CORP CL A 25470M109 87 1,500 SH   DFND 16 0 1,500 0
DR REDDYS LABS LTD ADR 256135203 6,919 152,800 SH   DFND 14 200 152,600 0
DR REDDYS LABS LTD ADR 256135203 426 9,400 SH   DFND 16 0 9,400 0
DOLLAR GEN CORP NEW COM 256677105 26,223 354,033 SH   DFND 14 118,649 235,384 0
DOLLAR GEN CORP NEW COM 256677105 44 600 SH   DFND 16 0 600 0
DOLLAR GEN CORP NEW COM 256677105 111 1,500 SH   DFND 18 0 1,500 0
DOLLAR TREE INC COM 256746108 26,501 343,368 SH   DFND 14 110,851 232,517 0
DOLLAR TREE INC COM 256746108 44 575 SH   DFND 16 0 575 0
DOMINION RES INC VA NEW COM 25746U109 67,695 883,866 SH   DFND 14 292,728 591,138 0
DOMINION RES INC VA NEW COM 25746U109 108 1,411 SH   DFND 16 0 1,411 0
DOMINOS PIZZA INC COM 25754A201 4,617 28,996 SH   DFND 14 6,446 22,550 0
DOMTAR CORP COM NEW 257559203 752 19,258 SH   DFND 10 19,258 0 0
DOMTAR CORP COM NEW 257559203 36,343 931,165 SH   DFND 14 107,128 824,037 0
DOMTAR CORP COM NEW 257559203 98 2,500 SH   DFND 16 0 2,500 0
DONALDSON INC COM 257651109 8,543 203,021 SH   DFND 14 36,384 166,637 0
DONNELLEY R R & SONS CO COM 257867200 277 16,989 SH   DFND 10 16,989 0 0
DONNELLEY R R & SONS CO COM 257867200 1,939 118,822 SH   DFND 14 8,477 110,345 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 64 2,784 SH   DFND 10 2,784 0 0
DONNELLEY FINL SOLUTIONS INC COM 25787G100 1,105 48,092 SH   DFND 14 3,290 44,802 0
DORMAN PRODUCTS INC COM 258278100 3,840 52,558 SH   DFND 14 5,408 47,150 0
DOUGLAS EMMETT INC COM 25960P109 10,343 282,913 SH   DFND 14 76,903 206,010 0
DOUGLAS EMMETT INC COM 25960P109 91 2,500 SH   DFND 16 0 2,500 0
DOUGLAS DYNAMICS INC COM 25960R105 6,285 186,762 SH   DFND 14 1,961 184,801 0
DOVER CORP COM 260003108 17,196 229,492 SH   DFND 14 73,395 156,097 0
DOVER CORP COM 260003108 23 302 SH   DFND 16 0 302 0
DOW CHEM CO COM 260543103 1,252 21,875 SH   DFND 10 21,875 0 0
DOW CHEM CO COM 260543103 96,802 1,691,749 SH   DFND 14 527,933 1,163,816 0
DOW CHEM CO COM 260543103 142 2,481 SH   DFND 16 0 2,481 0
DOW CHEM CO COM 260543103 1,728 30,200 SH   DFND 18 0 30,200 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 582 6,420 SH   DFND 10 6,420 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 137,959 1,521,553 SH   DFND 14 258,152 1,263,401 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,305 14,390 SH   DFND 16 0 14,390 0
DREW INDS INC COM NEW 26168L205 441 4,093 SH   DFND 10 4,093 0 0
DREW INDS INC COM NEW 26168L205 6,437 59,742 SH   DFND 14 4,388 55,354 0
DREW INDS INC COM NEW 26168L205 162 1,500 SH   DFND 16 0 1,500 0
DRIL-QUIP INC COM 262037104 8,074 134,448 SH   DFND 14 14,995 119,453 0
DU PONT E I DE NEMOURS & CO COM 263534109 89,554 1,220,080 SH   DFND 14 406,689 813,391 0
DU PONT E I DE NEMOURS & CO COM 263534109 143 1,948 SH   DFND 16 0 1,948 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,571 21,400 SH   DFND 18 0 21,400 0
DUKE REALTY CORP COM NEW 264411505 12,782 481,240 SH   DFND 14 67,461 413,779 0
DUKE REALTY CORP COM NEW 264411505 93 3,500 SH   DFND 16 0 3,500 0
DUKE REALTY CORP COM NEW 264411505 66,651 2,509,442 SH   DFND 3 375,347 2,134,095 0
DUKE ENERGY CORP NEW COM NEW 26441C204 199,849 2,574,710 SH   DFND 14 584,575 1,990,135 0
DUKE ENERGY CORP NEW COM NEW 26441C204 959 12,349 SH   DFND 16 0 12,349 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 6,246 51,484 SH   DFND 14 17,656 33,828 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 11 90 SH   DFND 16 0 90 0
DUNKIN BRANDS GROUP INC COM 265504100 2,647 50,477 SH   DFND 14 9,107 41,370 0
DUNKIN BRANDS GROUP INC COM 265504100 21 400 SH   DFND 16 0 400 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 369 8,394 SH   DFND 10 8,394 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 465 10,587 SH   DFND 14 8,887 1,700 0
DURECT CORP COM 266605104 18 13,260 SH   DFND 14 13,260 0 0
DYCOM INDS INC COM 267475101 1,588 19,780 SH   DFND 14 5,784 13,996 0
DYNEX CAP INC COM NEW 26817Q506 3,893 570,836 SH   DFND 14 4,830 566,006 0
DYNEGY INC NEW DEL COM 26817R108 129 15,193 SH   DFND 10 15,193 0 0
DYNEGY INC NEW DEL COM 26817R108 106 12,540 SH   DFND 14 12,540 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 17,573 543,892 SH   DFND 3 0 543,892 0
E L F BEAUTY INC COM 26856L103 204 7,054 SH   DFND 10 7,054 0 0
E L F BEAUTY INC COM 26856L103 17 590 SH   DFND 14 590 0 0
EL POLLO LOCO HLDGS INC COM 268603107 441 35,840 SH   DFND 14 2,800 33,040 0
EMC INS GROUP INC COM 268664109 1,754 58,457 SH   DFND 14 1,107 57,350 0
EMC INS GROUP INC COM 268664109 51 1,700 SH   DFND 16 0 1,700 0
EOG RES INC COM 26875P101 138,111 1,366,080 SH   DFND 14 365,784 1,000,296 0
EOG RES INC COM 26875P101 319 3,160 SH   DFND 16 0 3,160 0
EOG RES INC COM 26875P101 1,426 14,100 SH   DFND 18 0 14,100 0
EQT CORP COM 26884L109 15,652 239,334 SH   DFND 14 80,900 158,434 0
EQT CORP COM 26884L109 24 370 SH   DFND 16 0 370 0
EQT CORP COM 26884L109 589 9,000 SH   DFND 18 0 9,000 0
EPR PPTYS COM SH BEN INT 26884U109 4,385 61,100 SH   DFND 14 8,336 52,764 0
ERA GROUP INC COM 26885G109 560 33,019 SH   DFND 14 3,354 29,665 0
EAGLE BANCORP INC MD COM 268948106 207 3,398 SH   DFND 14 3,398 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 13,094 377,901 SH   DFND 14 124,054 253,847 0
E TRADE FINANCIAL CORP COM NEW 269246401 20 566 SH   DFND 16 0 566 0
EXCO RESOURCES INC COM 269279402 13 14,545 SH   DFND 14 14,545 0 0
EAGLE MATERIALS INC COM 26969P108 353 3,583 SH   DFND 10 3,583 0 0
EAGLE MATERIALS INC COM 26969P108 28,129 285,487 SH   DFND 14 68,259 217,228 0
EAGLE MATERIALS INC COM 26969P108 177 1,800 SH   DFND 16 0 1,800 0
EAGLE PHARMACEUTICALS INC COM 269796108 141 1,780 SH   DFND 10 1,780 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 1,124 14,164 SH   DFND 14 1,754 12,410 0
EARTHLINK HLDGS CORP COM 27033X101 230 40,711 SH   DFND 14 9,711 31,000 0
EAST WEST BANCORP INC COM 27579R104 546 10,751 SH   DFND 10 10,751 0 0
EAST WEST BANCORP INC COM 27579R104 56,237 1,106,367 SH   DFND 14 191,998 914,369 0
EAST WEST BANCORP INC COM 27579R104 239 4,700 SH   DFND 16 0 4,700 0
EASTGROUP PPTY INC COM 277276101 4,272 57,855 SH   DFND 14 6,127 51,728 0
EASTMAN CHEM CO COM 277432100 41,846 556,391 SH   DFND 14 95,283 461,108 0
EASTMAN CHEM CO COM 277432100 24 324 SH   DFND 16 0 324 0
EASTMAN CHEM CO COM 277432100 436 5,800 SH   DFND 18 0 5,800 0
EASTMAN KODAK CO COM NEW 277461406 187 12,040 SH   DFND 14 2,140 9,900 0
EASTMAN KODAK CO COM NEW 277461406 180 11,600 SH   DFND 16 0 11,600 0
EATON VANCE CORP COM NON VTG 278265103 3,688 88,072 SH   DFND 14 14,944 73,128 0
EBAY INC COM 278642103 403 13,570 SH   DFND 10 13,570 0 0
EBAY INC COM 278642103 103,143 3,473,997 SH   DFND 14 758,913 2,715,084 0
EBAY INC COM 278642103 743 25,025 SH   DFND 16 0 25,025 0
EBIX INC COM NEW 278715206 2,206 38,672 SH   DFND 14 3,985 34,687 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 99 3,947 SH   DFND 10 3,947 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,173 46,820 SH   DFND 14 4,310 42,510 0
ECHOSTAR CORP CL A 278768106 4,231 82,339 SH   DFND 14 5,339 77,000 0
ECOLAB INC COM 278865100 49,294 420,528 SH   DFND 14 128,202 292,326 0
ECOLAB INC COM 278865100 68 580 SH   DFND 16 0 580 0
EDGEWELL PERS CARE CO COM 28035Q102 2,482 34,010 SH   DFND 14 8,053 25,957 0
EDISON INTL COM 281020107 37,802 525,105 SH   DFND 14 157,883 367,222 0
EDISON INTL COM 281020107 49 685 SH   DFND 16 0 685 0
EDISON INTL COM 281020107 313 4,350 SH   DFND 18 0 4,350 0
EDUCATION RLTY TR INC COM NEW 28140H203 1,966 46,474 SH   DFND 14 13,844 32,630 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 43 460 SH   DFND 16 0 460 0
EHEALTH INC COM 28238P109 301 28,245 SH   DFND 14 2,823 25,422 0
8X8 INC NEW COM 282914100 2,316 161,978 SH   DFND 14 14,918 147,060 0
EL PASO ELEC CO COM NEW 283677854 239 5,140 SH   DFND 10 5,140 0 0
EL PASO ELEC CO COM NEW 283677854 8,415 180,970 SH   DFND 14 71,774 109,196 0
ELECTRO SCIENTIFIC INDS COM 285229100 118 19,900 SH   DFND 10 19,900 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 307 51,802 SH   DFND 14 4,015 47,787 0
ELECTRONIC ARTS INC COM 285512109 833 10,580 SH   DFND 10 10,580 0 0
ELECTRONIC ARTS INC COM 285512109 76,444 970,591 SH   DFND 14 212,817 757,774 0
ELECTRONIC ARTS INC COM 285512109 1,353 17,175 SH   DFND 16 0 17,175 0
ELECTRONICS FOR IMAGING INC COM 286082102 3,540 80,701 SH   DFND 14 8,341 72,360 0
ELLIE MAE INC COM 28849P100 343 4,100 SH   DFND 14 3,400 700 0
ELLIS PERRY INTL INC COM 288853104 191 7,675 SH   DFND 10 7,675 0 0
ELLIS PERRY INTL INC COM 288853104 888 35,650 SH   DFND 14 2,122 33,528 0
EMCOR GROUP INC COM 29084Q100 64,783 915,529 SH   DFND 14 204,527 711,002 0
EMCOR GROUP INC COM 29084Q100 1,960 27,700 SH   DFND 16 0 27,700 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 924 28,133 SH   DFND 10 28,133 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,151 95,944 SH   DFND 14 6,247 89,697 0
EMERSON ELEC CO COM 291011104 69,962 1,254,929 SH   DFND 14 336,079 918,850 0
EMERSON ELEC CO COM 291011104 77 1,385 SH   DFND 16 0 1,385 0
EMPIRE ST RLTY TR INC CL A 292104106 168 8,300 SH   DFND 14 8,300 0 0
EMPIRE ST RLTY TR INC CL A 292104106 29,390 1,455,694 SH   DFND 3 214,399 1,241,295 0
EMPLOYERS HOLDINGS INC COM 292218104 13,000 328,278 SH   DFND 14 5,665 322,613 0
ENANTA PHARMACEUTICALS INC COM 29251M106 541 16,148 SH   DFND 10 16,148 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,098 32,780 SH   DFND 14 11,300 21,480 0
ENCORE CAP GROUP INC COM 292554102 511 17,825 SH   DFND 10 17,825 0 0
ENCORE CAP GROUP INC COM 292554102 9,893 345,319 SH   DFND 14 4,248 341,071 0
ENCORE CAP GROUP INC COM 292554102 180 6,300 SH   DFND 16 0 6,300 0
ENCORE WIRE CORP COM 292562105 339 7,829 SH   DFND 10 7,829 0 0
ENCORE WIRE CORP COM 292562105 1,542 35,562 SH   DFND 14 3,411 32,151 0
ENERGEN CORP COM 29265N108 65,872 1,142,219 SH   DFND 14 139,427 1,002,792 0
ENERGEN CORP COM 29265N108 1,649 28,600 SH   DFND 16 0 28,600 0
ENERGEN CORP COM 29265N108 574 9,950 SH   DFND 18 0 9,950 0
ENERGY RECOVERY INC COM 29270J100 87 8,424 SH   DFND 10 8,424 0 0
ENERGY RECOVERY INC COM 29270J100 141 13,590 SH   DFND 14 13,590 0 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 594 63,900 SH   DFND 14 5,000 58,900 0
ENERGIZER HLDGS INC NEW COM 29272W109 335 7,510 SH   DFND 10 7,510 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,609 36,066 SH   DFND 14 8,543 27,523 0
ENERSYS COM 29275Y102 233 2,980 SH   DFND 10 2,980 0 0
ENERSYS COM 29275Y102 36,190 463,379 SH   DFND 14 126,969 336,410 0
ENERSYS COM 29275Y102 1,250 16,000 SH   DFND 16 0 16,000 0
ENERNOC INC COM 292764107 21 3,517 SH   DFND 14 3,517 0 0
ENERNOC INC COM 292764107 63 10,500 SH   DFND 16 0 10,500 0
ENERPLUS CORP COM 292766102 180 18,938 SH   DFND 10 18,938 0 0
ENGILITY HLDGS INC NEW COM 29286C107 5,411 160,557 SH   DFND 14 31,058 129,499 0
ENGILITY HLDGS INC NEW COM 29286C107 543 16,100 SH   DFND 16 0 16,100 0
ENNIS INC COM 293389102 10,401 599,489 SH   DFND 14 44,233 555,256 0
ENNIS INC COM 293389102 78 4,500 SH   DFND 16 0 4,500 0
ENPRO INDS INC COM 29355X107 2,577 38,252 SH   DFND 14 3,594 34,658 0
ENOVA INTL INC COM 29357K103 88 7,000 SH   DFND 10 7,000 0 0
ENOVA INTL INC COM 29357K103 6,147 489,766 SH   DFND 14 45,553 444,213 0
ENSIGN GROUP INC COM 29358P101 1,843 82,992 SH   DFND 14 9,832 73,160 0
ENTEGRIS INC COM 29362U104 11,066 618,203 SH   DFND 14 209,873 408,330 0
ENTEGRIS INC COM 29362U104 786 43,900 SH   DFND 16 0 43,900 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,859 121,528 SH   DFND 14 2,946 118,582 0
ENTERGY CORP NEW COM 29364G103 36,740 500,066 SH   DFND 14 107,095 392,971 0
ENTERGY CORP NEW COM 29364G103 36 495 SH   DFND 16 0 495 0
ENTERPRISE FINL SVCS CORP COM 293712105 9,407 218,775 SH   DFND 14 32,395 186,380 0
ENTERPRISE FINL SVCS CORP COM 293712105 292 6,800 SH   DFND 16 0 6,800 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 119 17,004 SH   DFND 14 6,604 10,400 0
EPAM SYS INC COM 29414B104 346 5,380 SH   DFND 14 5,380 0 0
ENVISION HEALTHCARE CORP COM 29414D100 9,533 150,623 SH   DFND 14 49,315 101,308 0
ENVISION HEALTHCARE CORP COM 29414D100 15 230 SH   DFND 16 0 230 0
EPLUS INC COM 294268107 215 1,862 SH   DFND 10 1,862 0 0
EPLUS INC COM 294268107 4,260 36,981 SH   DFND 14 5,731 31,250 0
EQUIFAX INC COM 294429105 21,104 178,496 SH   DFND 14 55,936 122,560 0
EQUIFAX INC COM 294429105 31 265 SH   DFND 16 0 265 0
EQUINIX INC COM PAR $0.001 29444U700 35,772 100,087 SH   DFND 14 34,159 65,928 0
EQUINIX INC COM PAR $0.001 29444U700 59 164 SH   DFND 16 0 164 0
EQUINIX INC COM PAR $0.001 29444U700 766 2,142 SH   DFND 3 0 2,142 0
EQUITY COMWLTH COM SH BEN INT 294628102 236 7,809 SH   DFND 14 7,809 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 512 7,100 SH   DFND 10 7,100 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 407 5,648 SH   DFND 14 5,648 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 61,069 847,007 SH   DFND 3 126,333 720,674 0
EQUITY ONE COM 294752100 1,670 54,413 SH   DFND 14 12,753 41,660 0
EQUITY ONE COM 294752100 36,921 1,203,024 SH   DFND 3 175,885 1,027,139 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 32,884 510,935 SH   DFND 14 173,480 337,455 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 52 810 SH   DFND 16 0 810 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 102,509 1,592,747 SH   DFND 3 220,999 1,371,748 0
ESCO TECHNOLOGIES INC COM 296315104 2,537 44,783 SH   DFND 14 4,852 39,931 0
ESSENDANT INC COM 296689102 447 21,387 SH   DFND 10 21,387 0 0
ESSENDANT INC COM 296689102 2,726 130,453 SH   DFND 14 6,207 124,246 0
ESSEX PPTY TR INC COM 297178105 23,064 99,198 SH   DFND 14 31,733 67,465 0
ESSEX PPTY TR INC COM 297178105 35 150 SH   DFND 16 0 150 0
ESSEX PPTY TR INC COM 297178105 101,112 434,891 SH   DFND 3 63,943 370,948 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 4,240 47,534 SH   DFND 14 5,524 42,010 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,622 44,010 SH   DFND 14 4,562 39,448 0
EURONET WORLDWIDE INC COM 298736109 1,801 24,870 SH   DFND 14 3,170 21,700 0
EURONET WORLDWIDE INC COM 298736109 145 2,000 SH   DFND 16 0 2,000 0
EVERCORE PARTNERS INC CLASS A 29977A105 540 7,863 SH   DFND 10 7,863 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 13,125 191,049 SH   DFND 14 38,449 152,600 0
EVERCORE PARTNERS INC CLASS A 29977A105 845 12,300 SH   DFND 16 0 12,300 0
EVERBRIDGE INC COM 29978A104 537 29,123 SH   DFND 10 29,123 0 0
EVERBRIDGE INC COM 29978A104 11 600 SH   DFND 14 600 0 0
EVERTEC INC COM 30040P103 532 29,980 SH   DFND 14 4,080 25,900 0
EVERSOURCE ENERGY COM 30040W108 25,942 469,710 SH   DFND 14 149,258 320,452 0
EVERSOURCE ENERGY COM 30040W108 40 725 SH   DFND 16 0 725 0
EVOLUTION PETROLEUM CORP COM 30049A107 272 27,191 SH   DFND 14 1,491 25,700 0
EVOLUTION PETROLEUM CORP COM 30049A107 88 8,800 SH   DFND 16 0 8,800 0
EVOLENT HEALTH INC CL A 30050B101 223 15,090 SH   DFND 10 15,090 0 0
EVOLENT HEALTH INC CL A 30050B101 22 1,480 SH   DFND 14 1,480 0 0
EXACT SCIENCES CORP COM 30063P105 145 10,821 SH   DFND 14 10,821 0 0
EXAR CORP COM 300645108 758 70,293 SH   DFND 14 6,209 64,084 0
EXACTECH INC COM 30064E109 86 3,133 SH   DFND 14 1,133 2,000 0
EXACTECH INC COM 30064E109 128 4,700 SH   DFND 16 0 4,700 0
EXELON CORP COM 30161N101 1,053 29,670 SH   DFND 10 29,670 0 0
EXELON CORP COM 30161N101 132,694 3,738,908 SH   DFND 14 545,886 3,193,022 0
EXELON CORP COM 30161N101 402 11,324 SH   DFND 16 0 11,324 0
EXELON CORP COM 30161N101 461 13,000 SH   DFND 18 0 13,000 0
EXELIXIS INC COM 30161Q104 171 11,477 SH   DFND 10 11,477 0 0
EXELIXIS INC COM 30161Q104 2,976 199,593 SH   DFND 14 23,293 176,300 0
EXELIXIS INC COM 30161Q104 243 16,300 SH   DFND 16 0 16,300 0
EXLSERVICE HOLDINGS INC COM 302081104 2,985 59,189 SH   DFND 14 5,799 53,390 0
EXPEDIA INC DEL COM NEW 30212P303 18,624 164,404 SH   DFND 14 55,625 108,779 0
EXPEDIA INC DEL COM NEW 30212P303 31 275 SH   DFND 16 0 275 0
EXPEDITORS INTL WASH INC COM 302130109 13,938 263,178 SH   DFND 14 85,562 177,616 0
EXPEDITORS INTL WASH INC COM 302130109 20 375 SH   DFND 16 0 375 0
EXPONENT INC COM 30214U102 3,214 53,294 SH   DFND 14 13,644 39,650 0
EXPRESS INC COM 30219E103 575 53,481 SH   DFND 10 53,481 0 0
EXPRESS INC COM 30219E103 33,930 3,153,331 SH   DFND 14 172,921 2,980,410 0
EXPRESS INC COM 30219E103 1,034 96,100 SH   DFND 16 0 96,100 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 433 6,300 SH   DFND 10 6,300 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 186,261 2,707,675 SH   DFND 14 470,824 2,236,851 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,513 21,996 SH   DFND 16 0 21,996 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 823 50,962 SH   DFND 10 50,962 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 31,824 1,970,519 SH   DFND 14 364,589 1,605,930 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 1,072 66,400 SH   DFND 16 0 66,400 0
EXTRA SPACE STORAGE INC COM 30225T102 13,522 175,069 SH   DFND 14 59,562 115,507 0
EXTRA SPACE STORAGE INC COM 30225T102 25 320 SH   DFND 16 0 320 0
EXTRA SPACE STORAGE INC COM 30225T102 112,270 1,453,516 SH   DFND 3 184,800 1,268,716 0
EXTREME NETWORKS INC COM 30226D106 1,386 275,460 SH   DFND 14 124,960 150,500 0
EXTREME NETWORKS INC COM 30226D106 186 37,000 SH   DFND 16 0 37,000 0
EXTERRAN CORP COM 30227H106 2,790 116,743 SH   DFND 14 41,715 75,028 0
EXTERRAN CORP COM 30227H106 368 15,400 SH   DFND 16 0 15,400 0
EZCORP INC CL A NON VTG 302301106 881 82,736 SH   DFND 14 8,205 74,531 0
EXXON MOBIL CORP COM 30231G102 2,451 27,150 SH   DFND 10 27,150 0 0
EXXON MOBIL CORP COM 30231G102 846,710 9,380,785 SH   DFND 14 2,625,869 6,754,916 0
EXXON MOBIL CORP COM 30231G102 2,017 22,352 SH   DFND 16 0 22,352 0
EXXON MOBIL CORP COM 30231G102 9,929 110,000 SH   DFND 18 0 110,000 0
FBL FINL GROUP INC CL A 30239F106 7,807 99,893 SH   DFND 14 25,925 73,968 0
FLIR SYS INC COM 302445101 6,745 186,366 SH   DFND 14 62,948 123,418 0
FLIR SYS INC COM 302445101 9 250 SH   DFND 16 0 250 0
F M C CORP COM NEW 302491303 10,553 186,574 SH   DFND 14 62,236 124,338 0
F M C CORP COM NEW 302491303 16 280 SH   DFND 16 0 280 0
FMC TECHNOLOGIES INC COM 30249U101 11,021 310,183 SH   DFND 14 103,976 206,207 0
FMC TECHNOLOGIES INC COM 30249U101 16 460 SH   DFND 16 0 460 0
FNB CORP PA COM 302520101 2,082 129,910 SH   DFND 14 37,420 92,490 0
FCB FINL HLDGS INC CL A 30255G103 2,003 41,990 SH   DFND 14 2,590 39,400 0
FS INVT CORP COM 302635107 115 11,200 SH   DFND 14 11,200 0 0
FTD COS INC COM 30281V108 154 6,453 SH   DFND 10 6,453 0 0
FTD COS INC COM 30281V108 5,617 235,602 SH   DFND 14 41,812 193,790 0
FTD COS INC COM 30281V108 446 18,700 SH   DFND 16 0 18,700 0
FTI CONSULTING INC COM 302941109 1,192 26,447 SH   DFND 14 7,563 18,884 0
FACEBOOK INC CL A 30303M102 1,293 11,240 SH   DFND 10 11,240 0 0
FACEBOOK INC CL A 30303M102 702,841 6,109,005 SH   DFND 14 1,526,370 4,582,635 0
FACEBOOK INC CL A 30303M102 4,029 35,020 SH   DFND 16 0 35,020 0
FACTSET RESH SYS INC COM 303075105 3,853 23,574 SH   DFND 14 5,638 17,936 0
FAIR ISAAC CORP COM 303250104 220 1,847 SH   DFND 10 1,847 0 0
FAIR ISAAC CORP COM 303250104 24,892 208,790 SH   DFND 14 55,314 153,476 0
FAIR ISAAC CORP COM 303250104 99 830 SH   DFND 16 0 830 0
FARMERS NATL BANC CORP COM 309627107 54 3,810 SH   DFND 14 1,810 2,000 0
FARMERS NATL BANC CORP COM 309627107 112 7,900 SH   DFND 16 0 7,900 0
FARO TECHNOLOGIES INC COM 311642102 1,026 28,490 SH   DFND 14 2,717 25,773 0
FASTENAL CO COM 311900104 18,800 400,175 SH   DFND 14 135,151 265,024 0
FASTENAL CO COM 311900104 31 650 SH   DFND 16 0 650 0
FEDERAL AGRIC MTG CORP CL C 313148306 5,769 100,733 SH   DFND 14 19,091 81,642 0
FEDERAL AGRIC MTG CORP CL C 313148306 120 2,100 SH   DFND 16 0 2,100 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 108 10,441 SH   DFND 14 10,441 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 15,169 106,738 SH   DFND 14 34,169 72,569 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 23 160 SH   DFND 16 0 160 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 74,473 524,052 SH   DFND 3 77,347 446,705 0
FEDERAL SIGNAL CORP COM 313855108 1,659 106,291 SH   DFND 14 10,395 95,896 0
FEDERATED INVS INC PA CL B 314211103 10,582 374,192 SH   DFND 14 58,518 315,674 0
FEDERATED INVS INC PA CL B 314211103 76 2,700 SH   DFND 16 0 2,700 0
FEDERATED NATL HLDG CO COM 31422T101 280 14,960 SH   DFND 14 1,360 13,600 0
FEDEX CORP COM 31428X106 207,624 1,115,058 SH   DFND 14 225,678 889,380 0
FEDEX CORP COM 31428X106 1,666 8,950 SH   DFND 16 0 8,950 0
FEDEX CORP COM 31428X106 317 1,700 SH   DFND 18 0 1,700 0
FELCOR LODGING TR INC COM 31430F101 401 50,089 SH   DFND 14 15,189 34,900 0
FERRO CORP COM 315405100 323 22,520 SH   DFND 10 22,520 0 0
FERRO CORP COM 315405100 140 9,745 SH   DFND 14 9,745 0 0
F5 NETWORKS INC COM 315616102 79,579 549,884 SH   DFND 14 63,388 486,496 0
F5 NETWORKS INC COM 315616102 198 1,370 SH   DFND 16 0 1,370 0
FIBROGEN INC COM 31572Q808 3,824 178,680 SH   DFND 14 67,380 111,300 0
FIBROGEN INC COM 31572Q808 663 31,000 SH   DFND 16 0 31,000 0
FIDELITY NATL INFORMATION SV COM 31620M106 393 5,200 SH   DFND 10 5,200 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 33,983 449,272 SH   DFND 14 154,159 295,113 0
FIDELITY NATL INFORMATION SV COM 31620M106 55 730 SH   DFND 16 0 730 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 583 17,180 SH   DFND 14 16,830 350 0
FIDELITY SOUTHERN CORP NEW COM 316394105 10,631 449,149 SH   DFND 14 37,380 411,769 0
FIDELITY SOUTHERN CORP NEW COM 316394105 267 11,300 SH   DFND 16 0 11,300 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,497 50,162 SH   DFND 14 4,542 45,620 0
FIFTH THIRD BANCORP COM 316773100 63,921 2,370,095 SH   DFND 14 455,080 1,915,015 0
FIFTH THIRD BANCORP COM 316773100 43 1,582 SH   DFND 16 0 1,582 0
FINANCIAL ENGINES INC COM 317485100 3,340 90,878 SH   DFND 14 8,478 82,400 0
FINANCIAL INSTNS INC COM 317585404 5,969 174,542 SH   DFND 14 24,074 150,468 0
FINANCIAL INSTNS INC COM 317585404 287 8,400 SH   DFND 16 0 8,400 0
FINISAR CORP COM NEW 31787A507 467 15,415 SH   DFND 14 15,415 0 0
FINISH LINE INC CL A 317923100 7,484 397,900 SH   DFND 14 6,450 391,450 0
FIRST AMERN FINL CORP COM 31847R102 326 8,900 SH   DFND 10 8,900 0 0
FIRST AMERN FINL CORP COM 31847R102 30,061 820,668 SH   DFND 14 149,237 671,431 0
FIRST AMERN FINL CORP COM 31847R102 139 3,800 SH   DFND 16 0 3,800 0
FIRST BANCORP P R COM NEW 318672706 2,051 310,319 SH   DFND 14 62,242 248,077 0
FIRST BANCORP N C COM 318910106 1,433 52,818 SH   DFND 14 2,207 50,611 0
FIRST BANCORP N C COM 318910106 141 5,200 SH   DFND 16 0 5,200 0
FIRST BUSEY CORP COM NEW 319383204 2,010 65,305 SH   DFND 14 11,705 53,600 0
FIRST BUSEY CORP COM NEW 319383204 289 9,400 SH   DFND 16 0 9,400 0
FIRST BUS FINL SVCS INC WIS COM 319390100 376 15,870 SH   DFND 14 670 15,200 0
FIRST BUS FINL SVCS INC WIS COM 319390100 36 1,500 SH   DFND 16 0 1,500 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 27 76 SH   DFND 10 76 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 5,815 16,379 SH   DFND 14 5,709 10,670 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 497 1,400 SH   DFND 16 0 1,400 0
FIRST COMWLTH FINL CORP PA COM 319829107 4,599 324,303 SH   DFND 14 94,126 230,177 0
FIRST COMWLTH FINL CORP PA COM 319829107 312 22,000 SH   DFND 16 0 22,000 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 37 1,228 SH   DFND 10 1,228 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 2,905 96,385 SH   DFND 14 21,551 74,834 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,453 87,770 SH   DFND 14 1,198 86,572 0
FIRST DATA CORP NEW COM CL A 32008D106 11,883 837,400 SH   DFND 14 16,200 821,200 0
FIRST DATA CORP NEW COM CL A 32008D106 518 36,500 SH   DFND 16 0 36,500 0
FIRST FINL BANCORP OH COM 320209109 14,485 509,155 SH   DFND 14 36,959 472,196 0
FIRST FINL BANCORP OH COM 320209109 378 13,300 SH   DFND 16 0 13,300 0
FIRST FINL BANKSHARES COM 32020R109 5,114 113,142 SH   DFND 14 10,926 102,216 0
FIRST FINL CORP IND COM 320218100 6,851 129,749 SH   DFND 14 14,220 115,529 0
FIRST FINL CORP IND COM 320218100 232 4,400 SH   DFND 16 0 4,400 0
FIRST HORIZON NATL CORP COM 320517105 2,976 148,720 SH   DFND 14 30,333 118,387 0
FIRST HAWAIIAN INC COM 32051X108 252 7,232 SH   DFND 10 7,232 0 0
FIRST HAWAIIAN INC COM 32051X108 26 750 SH   DFND 14 750 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,529 90,168 SH   DFND 14 37,938 52,230 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 16,370 384,713 SH   DFND 14 22,197 362,516 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 145 3,400 SH   DFND 16 0 3,400 0
FIRST MERCHANTS CORP COM 320817109 12,756 338,792 SH   DFND 14 38,985 299,807 0
FIRST MERCHANTS CORP COM 320817109 328 8,700 SH   DFND 16 0 8,700 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,985 197,576 SH   DFND 14 13,403 184,173 0
FIRST NBC BK HLDG CO COM 32115D106 1,070 146,527 SH   DFND 14 2,430 144,097 0
FIRST POTOMAC RLTY TR COM 33610F109 506 46,108 SH   DFND 10 46,108 0 0
FIRST POTOMAC RLTY TR COM 33610F109 2,536 231,205 SH   DFND 14 62,520 168,685 0
FIRST POTOMAC RLTY TR COM 33610F109 46,026 4,195,600 SH   DFND 3 597,641 3,597,959 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 515 5,588 SH   DFND 14 5,438 150 0
FIRST SOLAR INC COM 336433107 11,575 360,710 SH   DFND 14 60,618 300,092 0
FIRST SOLAR INC COM 336433107 4 140 SH   DFND 16 0 140 0
1ST SOURCE CORP COM 336901103 126 2,818 SH   DFND 10 2,818 0 0
1ST SOURCE CORP COM 336901103 6,807 152,419 SH   DFND 14 23,261 129,158 0
1ST SOURCE CORP COM 336901103 205 4,600 SH   DFND 16 0 4,600 0
FIRSTCASH INC COM 33767D105 4,879 103,818 SH   DFND 14 28,694 75,124 0
FISERV INC COM 337738108 44,415 417,903 SH   DFND 14 165,456 252,447 0
FISERV INC COM 337738108 348 3,270 SH   DFND 16 0 3,270 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,636 357,680 SH   DFND 14 91,780 265,900 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 789 29,300 SH   DFND 16 0 29,300 0
FIRSTENERGY CORP COM 337932107 90,036 2,907,207 SH   DFND 14 387,416 2,519,791 0
FIRSTENERGY CORP COM 337932107 1,074 34,684 SH   DFND 16 0 34,684 0
FIVE BELOW INC COM 33829M101 3,711 92,880 SH   DFND 14 7,950 84,930 0
FIVE BELOW INC COM 33829M101 108 2,700 SH   DFND 18 0 2,700 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 404 8,056 SH   DFND 10 8,056 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,843 56,730 SH   DFND 14 3,030 53,700 0
FLEETCOR TECHNOLOGIES INC COM 339041105 450 3,180 SH   DFND 10 3,180 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 500 3,535 SH   DFND 14 3,405 130 0
FLEXSTEEL INDS INC COM 339382103 1,876 30,416 SH   DFND 14 616 29,800 0
FLEXSTEEL INDS INC COM 339382103 308 5,000 SH   DFND 16 0 5,000 0
FLOTEK INDS INC DEL COM 343389102 862 91,849 SH   DFND 14 9,149 82,700 0
FLUOR CORP NEW COM 343412102 10,158 193,416 SH   DFND 14 65,306 128,110 0
FLUOR CORP NEW COM 343412102 14 275 SH   DFND 16 0 275 0
FLOWERS FOODS INC COM 343498101 2,111 105,696 SH   DFND 14 24,854 80,842 0
FLOWSERVE CORP COM 34354P105 8,655 180,121 SH   DFND 14 61,122 118,999 0
FLOWSERVE CORP COM 34354P105 14 300 SH   DFND 16 0 300 0
FLUSHING FINL CORP COM 343873105 834 28,386 SH   DFND 14 28,386 0 0
FLUSHING FINL CORP COM 343873105 100 3,400 SH   DFND 16 0 3,400 0
FOOT LOCKER INC COM 344849104 243 3,430 SH   DFND 10 3,430 0 0
FOOT LOCKER INC COM 344849104 23,785 335,518 SH   DFND 14 66,191 269,327 0
FOOT LOCKER INC COM 344849104 21 300 SH   DFND 16 0 300 0
FORD MTR CO DEL COM PAR $0.01 345370860 134,906 11,121,662 SH   DFND 14 2,821,440 8,300,222 0
FORD MTR CO DEL COM PAR $0.01 345370860 974 80,293 SH   DFND 16 0 80,293 0
FORD MTR CO DEL COM PAR $0.01 345370860 146 12,000 SH   DFND 18 0 12,000 0
FOREST CITY RLTY TR INC COM CL A 345605109 47,961 2,301,388 SH   DFND 14 480,918 1,820,470 0
FOREST CITY RLTY TR INC COM CL A 345605109 1,211 58,100 SH   DFND 16 0 58,100 0
FOREST CITY RLTY TR INC COM CL A 345605109 65,991 3,166,564 SH   DFND 3 480,478 2,686,086 0
FORESTAR GROUP INC COM 346233109 603 45,339 SH   DFND 14 4,557 40,782 0
FORRESTER RESH INC COM 346563109 1,044 24,306 SH   DFND 14 1,924 22,382 0
FORTINET INC COM 34959E109 12,293 408,126 SH   DFND 14 100,416 307,710 0
FORTINET INC COM 34959E109 120 4,000 SH   DFND 16 0 4,000 0
FORTIVE CORP COM 34959J108 54,024 1,007,350 SH   DFND 14 203,627 803,723 0
FORTIVE CORP COM 34959J108 1,215 22,660 SH   DFND 16 0 22,660 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 11,237 210,200 SH   DFND 14 73,146 137,054 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 16 300 SH   DFND 16 0 300 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 256 11,659 SH   DFND 10 11,659 0 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 109 4,950 SH   DFND 14 4,950 0 0
FORWARD AIR CORP COM 349853101 2,600 54,867 SH   DFND 14 5,373 49,494 0
FOSSIL GROUP INC COM 34988V106 3,628 140,286 SH   DFND 14 7,501 132,785 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,092 101,927 SH   DFND 14 9,572 92,355 0
FOUR CORNERS PPTY TR INC COM 35086T109 439 21,400 SH   DFND 16 0 21,400 0
FOUR CORNERS PPTY TR INC COM 35086T109 55,386 2,699,136 SH   DFND 3 366,245 2,332,891 0
FOX FACTORY HLDG CORP COM 35138V102 1,332 48,000 SH   DFND 14 3,890 44,110 0
FRANCESCAS HLDGS CORP COM 351793104 30,459 1,689,358 SH   DFND 14 277,348 1,412,010 0
FRANCESCAS HLDGS CORP COM 351793104 1,035 57,400 SH   DFND 16 0 57,400 0
FRANKLIN ELEC INC COM 353514102 2,671 68,662 SH   DFND 14 7,222 61,440 0
FRANKLIN FINL NETWORK INC COM 35352P104 439 10,484 SH   DFND 14 784 9,700 0
FRANKLIN RES INC COM 354613101 33,401 843,875 SH   DFND 14 195,587 648,288 0
FRANKLIN RES INC COM 354613101 31 785 SH   DFND 16 0 785 0
FRANKLIN STREET PPTYS CORP COM 35471R106 387 29,842 SH   DFND 10 29,842 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 31,906 2,461,873 SH   DFND 14 300,189 2,161,684 0
FRANKLIN STREET PPTYS CORP COM 35471R106 851 65,700 SH   DFND 16 0 65,700 0
FREDS INC CL A 356108100 1,103 59,420 SH   DFND 14 5,363 54,057 0
FREEPORT-MCMORAN INC CL B 35671D857 28,450 2,156,954 SH   DFND 14 577,786 1,579,168 0
FREEPORT-MCMORAN INC CL B 35671D857 186 14,120 SH   DFND 16 0 14,120 0
FREEPORT-MCMORAN INC CL B 35671D857 1,134 86,000 SH   DFND 18 0 86,000 0
FREIGHTCAR AMER INC COM 357023100 84 5,625 SH   DFND 10 5,625 0 0
FREIGHTCAR AMER INC COM 357023100 349 23,352 SH   DFND 14 1,352 22,000 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 5,413 1,601,333 SH   DFND 14 525,002 1,076,331 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 7 2,120 SH   DFND 16 0 2,120 0
FULLER H B CO COM 359694106 4,725 97,798 SH   DFND 14 8,912 88,886 0
FULTON FINL CORP PA COM 360271100 18,913 1,006,003 SH   DFND 14 30,903 975,100 0
FULTON FINL CORP PA COM 360271100 49 2,600 SH   DFND 16 0 2,600 0
FUTUREFUEL CORPORATION COM 36116M106 160 11,500 SH   DFND 10 11,500 0 0
FUTUREFUEL CORPORATION COM 36116M106 1,787 128,530 SH   DFND 14 4,540 123,990 0
G & K SVCS INC CL A 361268105 3,298 34,192 SH   DFND 14 3,641 30,551 0
GATX CORP COM 361448103 8,278 134,428 SH   DFND 14 7,544 126,884 0
GEO GROUP INC NEW COM 36162J106 398 11,070 SH   DFND 10 11,070 0 0
GEO GROUP INC NEW COM 36162J106 60,457 1,682,627 SH   DFND 14 153,668 1,528,959 0
GEO GROUP INC NEW COM 36162J106 1,099 30,600 SH   DFND 16 0 30,600 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 6,718 251,141 SH   DFND 14 42,041 209,100 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 853 31,900 SH   DFND 16 0 31,900 0
GNC HLDGS INC COM CL A 36191G107 3,946 357,410 SH   DFND 14 29,710 327,700 0
GNC HLDGS INC COM CL A 36191G107 26 2,400 SH   DFND 16 0 2,400 0
G-III APPAREL GROUP LTD COM 36237H101 2,208 74,698 SH   DFND 14 7,048 67,650 0
G-III APPAREL GROUP LTD COM 36237H101 101 3,400 SH   DFND 18 0 3,400 0
GTT COMMUNICATIONS INC COM 362393100 152 5,283 SH   DFND 10 5,283 0 0
GTT COMMUNICATIONS INC COM 362393100 52 1,820 SH   DFND 14 1,820 0 0
GSI TECHNOLOGY COM 36241U106 182 29,300 SH   DFND 10 29,300 0 0
GMS INC COM 36251C103 3,518 120,140 SH   DFND 14 42,060 78,080 0
GMS INC COM 36251C103 466 15,900 SH   DFND 16 0 15,900 0
GAIN CAP HLDGS INC COM 36268W100 655 99,574 SH   DFND 14 4,074 95,500 0
GAIA INC NEW CL A 36269P104 363 42,000 SH   DFND 10 42,000 0 0
GAIA INC NEW CL A 36269P104 15 1,760 SH   DFND 14 1,760 0 0
GALLAGHER ARTHUR J & CO COM 363576109 12,359 237,858 SH   DFND 14 80,900 156,958 0
GALLAGHER ARTHUR J & CO COM 363576109 18 350 SH   DFND 16 0 350 0
GAMING & LEISURE PPTYS INC COM 36467J108 352 11,501 SH   DFND 14 11,501 0 0
GAMESTOP CORP NEW CL A 36467W109 643 25,460 SH   DFND 10 25,460 0 0
GAMESTOP CORP NEW CL A 36467W109 58,371 2,310,815 SH   DFND 14 289,203 2,021,612 0
GAMESTOP CORP NEW CL A 36467W109 839 33,200 SH   DFND 16 0 33,200 0
GANNETT CO INC COM 36473H104 4,783 492,626 SH   DFND 14 20,881 471,745 0
GAP INC DEL COM 364760108 10,797 481,167 SH   DFND 14 114,793 366,374 0
GAP INC DEL COM 364760108 10 425 SH   DFND 16 0 425 0
GARTNER INC COM 366651107 5,177 51,221 SH   DFND 14 11,249 39,972 0
GENERAC HLDGS INC COM 368736104 2,949 72,397 SH   DFND 14 4,497 67,900 0
GENERAC HLDGS INC COM 368736104 246 6,050 SH   DFND 18 0 6,050 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,709 89,713 SH   DFND 14 8,283 81,430 0
GENERAL COMMUNICATION INC CL A 369385109 254 13,063 SH   DFND 10 13,063 0 0
GENERAL COMMUNICATION INC CL A 369385109 876 45,022 SH   DFND 14 4,735 40,287 0
GENERAL DYNAMICS CORP COM 369550108 140,122 811,546 SH   DFND 14 218,859 592,687 0
GENERAL DYNAMICS CORP COM 369550108 110 635 SH   DFND 16 0 635 0
GENERAL ELECTRIC CO COM 369604103 2,240 70,875 SH   DFND 10 70,875 0 0
GENERAL ELECTRIC CO COM 369604103 524,409 16,595,232 SH   DFND 14 4,745,764 11,849,468 0
GENERAL ELECTRIC CO COM 369604103 1,020 32,286 SH   DFND 16 0 32,286 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 38,401 1,537,252 SH   DFND 14 308,071 1,229,181 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 388 15,550 SH   DFND 16 0 15,550 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 71,202 2,850,351 SH   DFND 3 330,288 2,520,063 0
GENERAL MLS INC COM 370334104 97,779 1,582,950 SH   DFND 14 347,202 1,235,748 0
GENERAL MLS INC COM 370334104 79 1,274 SH   DFND 16 0 1,274 0
GENERAL MTRS CO COM 37045V100 798 22,910 SH   DFND 10 22,910 0 0
GENERAL MTRS CO COM 37045V100 91,148 2,616,194 SH   DFND 14 716,563 1,899,631 0
GENERAL MTRS CO COM 37045V100 105 3,000 SH   DFND 16 0 3,000 0
GENERAL MTRS CO COM 37045V100 188 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 10,802 173,939 SH   DFND 14 20,515 153,424 0
GENESCO INC COM 371532102 292 4,700 SH   DFND 16 0 4,700 0
GENESEE & WYO INC CL A 371559105 2,430 35,013 SH   DFND 14 7,821 27,192 0
GENESEE & WYO INC CL A 371559105 635 9,150 SH   DFND 18 0 9,150 0
GENTEX CORP COM 371901109 3,258 165,470 SH   DFND 14 37,638 127,832 0
GENOMIC HEALTH INC COM 37244C101 5,149 175,190 SH   DFND 14 56,984 118,206 0
GENOMIC HEALTH INC COM 37244C101 655 22,300 SH   DFND 16 0 22,300 0
GENUINE PARTS CO COM 372460105 29,766 311,554 SH   DFND 14 69,353 242,201 0
GENUINE PARTS CO COM 372460105 253 2,650 SH   DFND 16 0 2,650 0
GENWORTH FINL INC COM CL A 37247D106 15,215 3,993,413 SH   DFND 14 473,410 3,520,003 0
GENWORTH FINL INC COM CL A 37247D106 37 9,700 SH   DFND 16 0 9,700 0
GENTHERM INC COM 37253A103 2,123 62,729 SH   DFND 14 6,269 56,460 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 460 22,572 SH   DFND 14 2,202 20,370 0
GERON CORP COM 374163103 29 14,087 SH   DFND 14 14,087 0 0
GETTY RLTY CORP NEW COM 374297109 262 10,268 SH   DFND 10 10,268 0 0
GETTY RLTY CORP NEW COM 374297109 1,142 44,802 SH   DFND 14 4,303 40,499 0
GIBRALTAR INDS INC COM 374689107 391 9,377 SH   DFND 10 9,377 0 0
GIBRALTAR INDS INC COM 374689107 10,201 244,925 SH   DFND 14 75,207 169,718 0
GIBRALTAR INDS INC COM 374689107 687 16,500 SH   DFND 16 0 16,500 0
GILEAD SCIENCES INC COM 375558103 1,415 19,760 SH   DFND 10 19,760 0 0
GILEAD SCIENCES INC COM 375558103 245,972 3,434,883 SH   DFND 14 731,358 2,703,525 0
GILEAD SCIENCES INC COM 375558103 538 7,510 SH   DFND 16 0 7,510 0
GLACIER BANCORP INC NEW COM 37637Q105 41 1,141 SH   DFND 10 1,141 0 0
GLACIER BANCORP INC NEW COM 37637Q105 4,783 132,011 SH   DFND 14 13,345 118,666 0
GLADSTONE COML CORP COM 376536108 1,567 77,942 SH   DFND 14 41,242 36,700 0
GLADSTONE COML CORP COM 376536108 247 12,300 SH   DFND 16 0 12,300 0
GLATFELTER COM 377316104 4,643 194,353 SH   DFND 14 7,723 186,630 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 14 980 SH   DFND 14 980 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 4,294 297,196 SH   DFND 18 0 297,196 0
GLOBALSTAR INC COM 378973408 65 41,440 SH   DFND 14 41,440 0 0
GLOBAL NET LEASE INC COM 379378102 85 10,840 SH   DFND 14 10,840 0 0
GLOBAL PMTS INC COM 37940X102 14,342 206,625 SH   DFND 14 70,278 136,347 0
GLOBAL PMTS INC COM 37940X102 21 300 SH   DFND 16 0 300 0
GLOBAL X FDS GB MSCI AR ETF 37950E259 208 9,000 SH   DFND 18 0 9,000 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 79 10,100 SH   DFND 18 0 10,100 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 18,019 525,346 SH   DFND 14 72,580 452,766 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 703 20,500 SH   DFND 16 0 20,500 0
GLOBUS MED INC CL A 379577208 1,130 45,560 SH   DFND 14 10,430 35,130 0
GLU MOBILE INC COM 379890106 202 104,200 SH   DFND 10 104,200 0 0
GLU MOBILE INC COM 379890106 21 10,704 SH   DFND 14 10,704 0 0
GOLD RESOURCE CORP COM 38068T105 76 17,420 SH   DFND 14 3,420 14,000 0
GOLDMAN SACHS GROUP INC COM 38141G104 373,275 1,558,884 SH   DFND 14 319,320 1,239,564 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,399 10,020 SH   DFND 16 0 10,020 0
GOODYEAR TIRE & RUBR CO COM 382550101 26,090 845,163 SH   DFND 14 164,421 680,742 0
GOODYEAR TIRE & RUBR CO COM 382550101 17 535 SH   DFND 16 0 535 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 6,947 364,375 SH   DFND 14 12,665 351,710 0
GRACE W R & CO DEL NEW COM 38388F108 294 4,353 SH   DFND 14 4,243 110 0
GRACO INC COM 384109104 20,618 248,146 SH   DFND 14 42,666 205,480 0
GRACO INC COM 384109104 116 1,400 SH   DFND 16 0 1,400 0
GRAHAM HLDGS CO COM 384637104 1,424 2,781 SH   DFND 14 618 2,163 0
GRAINGER W W INC COM 384802104 19,022 81,904 SH   DFND 14 26,783 55,121 0
GRAINGER W W INC COM 384802104 28 120 SH   DFND 16 0 120 0
GRAMERCY PPTY TR COM 385002100 396 43,116 SH   DFND 14 43,116 0 0
GRAND CANYON ED INC COM 38526M106 4,250 72,713 SH   DFND 14 22,013 50,700 0
GRAND CANYON ED INC COM 38526M106 900 15,400 SH   DFND 16 0 15,400 0
GRANITE CONSTR INC COM 387328107 261 4,749 SH   DFND 10 4,749 0 0
GRANITE CONSTR INC COM 387328107 1,374 24,982 SH   DFND 14 7,268 17,714 0
GRAPHIC PACKAGING HLDG CO COM 388689101 3,662 293,464 SH   DFND 14 12,964 280,500 0
GRAY TELEVISION INC COM 389375106 454 41,840 SH   DFND 14 6,840 35,000 0
GREAT SOUTHN BANCORP INC COM 390905107 5,114 93,577 SH   DFND 14 1,314 92,263 0
GREAT PLAINS ENERGY INC COM 391164100 20,666 755,621 SH   DFND 14 53,586 702,035 0
GREAT WESTN BANCORP INC COM 391416104 21,446 492,005 SH   DFND 14 28,095 463,910 0
GREEN BRICK PARTNERS INC COM 392709101 161 16,000 SH   DFND 10 16,000 0 0
GREEN BRICK PARTNERS INC COM 392709101 20 1,990 SH   DFND 14 1,990 0 0
GREEN DOT CORP CL A 39304D102 342 14,531 SH   DFND 10 14,531 0 0
GREEN DOT CORP CL A 39304D102 1,783 75,695 SH   DFND 14 7,485 68,210 0
GREEN PLAINS INC COM 393222104 1,877 67,390 SH   DFND 14 5,880 61,510 0
GREENBRIER COS INC COM 393657101 13,314 320,437 SH   DFND 14 4,777 315,660 0
GREENHILL & CO INC COM 395259104 2,396 86,501 SH   DFND 14 4,849 81,652 0
GREIF INC CL A 397624107 34,860 679,392 SH   DFND 14 197,517 481,875 0
GREIF INC CL A 397624107 995 19,400 SH   DFND 16 0 19,400 0
GRIFFON CORP COM 398433102 1,344 51,291 SH   DFND 14 5,220 46,071 0
GROUP 1 AUTOMOTIVE INC COM 398905109 7,721 99,062 SH   DFND 14 3,801 95,261 0
GRUBHUB INC COM 400110102 224 5,960 SH   DFND 14 5,960 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 782 98,468 SH   DFND 14 0 98,468 0
GUESS INC COM 401617105 1,263 104,417 SH   DFND 14 9,559 94,858 0
GULF ISLAND FABRICATION INC COM 402307102 298 25,000 SH   DFND 10 25,000 0 0
GULF ISLAND FABRICATION INC COM 402307102 261 21,951 SH   DFND 14 1,475 20,476 0
GULFPORT ENERGY CORP COM NEW 402635304 1,872 86,513 SH   DFND 14 18,343 68,170 0
H & E EQUIPMENT SERVICES INC COM 404030108 608 26,157 SH   DFND 14 3,557 22,600 0
HCA HOLDINGS INC COM 40412C101 45,636 616,536 SH   DFND 14 150,209 466,327 0
HCA HOLDINGS INC COM 40412C101 48 650 SH   DFND 16 0 650 0
HCP INC COM 40414L109 48,385 1,628,025 SH   DFND 14 448,652 1,179,373 0
HCP INC COM 40414L109 171 5,770 SH   DFND 16 0 5,770 0
HCI GROUP INC COM 40416E103 3,404 86,233 SH   DFND 14 1,640 84,593 0
HD SUPPLY HLDGS INC COM 40416M105 13,182 310,090 SH   DFND 14 6,590 303,500 0
HD SUPPLY HLDGS INC COM 40416M105 888 20,900 SH   DFND 16 0 20,900 0
HFF INC CL A 40418F108 2,348 77,635 SH   DFND 14 19,555 58,080 0
HNI CORP COM 404251100 2,465 44,077 SH   DFND 14 8,063 36,014 0
HMS HLDGS CORP COM 40425J101 8,104 446,242 SH   DFND 14 67,575 378,667 0
HMS HLDGS CORP COM 40425J101 563 31,000 SH   DFND 16 0 31,000 0
HSN INC COM 404303109 32,088 935,504 SH   DFND 14 281,033 654,471 0
HSN INC COM 404303109 1,307 38,100 SH   DFND 16 0 38,100 0
HRG GROUP INC COM 40434J100 271 17,392 SH   DFND 14 14,792 2,600 0
HP INC COM 40434L105 125,424 8,451,739 SH   DFND 14 1,721,458 6,730,281 0
HP INC COM 40434L105 1,014 68,336 SH   DFND 16 0 68,336 0
HACKETT GROUP INC COM 404609109 2,259 127,933 SH   DFND 14 40,538 87,395 0
HACKETT GROUP INC COM 404609109 214 12,100 SH   DFND 16 0 12,100 0
HAEMONETICS CORP COM 405024100 4,157 103,412 SH   DFND 14 9,164 94,248 0
HAIN CELESTIAL GROUP INC COM 405217100 2,343 60,020 SH   DFND 14 13,916 46,104 0
HAIN CELESTIAL GROUP INC COM 405217100 332 8,500 SH   DFND 18 0 8,500 0
HALLIBURTON CO COM 406216101 1,125 20,800 SH   DFND 10 20,800 0 0
HALLIBURTON CO COM 406216101 64,503 1,192,521 SH   DFND 14 402,708 789,813 0
HALLIBURTON CO COM 406216101 101 1,875 SH   DFND 16 0 1,875 0
HALLIBURTON CO COM 406216101 2,088 38,600 SH   DFND 18 0 38,600 0
HALOZYME THERAPEUTICS INC COM 40637H109 107 10,786 SH   DFND 14 10,786 0 0
HALYARD HEALTH INC COM 40650V100 21,820 590,039 SH   DFND 14 157,985 432,054 0
HALYARD HEALTH INC COM 40650V100 777 21,000 SH   DFND 16 0 21,000 0
HALYARD HEALTH INC COM 40650V100 499 13,500 SH   DFND 18 0 13,500 0
HANCOCK HLDG CO COM 410120109 24,008 557,024 SH   DFND 14 134,943 422,081 0
HANCOCK HLDG CO COM 410120109 172 4,000 SH   DFND 16 0 4,000 0
HANDY & HARMAN LTD COM 410315105 1,201 47,025 SH   DFND 14 932 46,093 0
HANESBRANDS INC COM 410345102 585 27,120 SH   DFND 10 27,120 0 0
HANESBRANDS INC COM 410345102 11,019 510,851 SH   DFND 14 170,300 340,551 0
HANESBRANDS INC COM 410345102 17 800 SH   DFND 16 0 800 0
HANMI FINL CORP COM NEW 410495204 16,482 472,264 SH   DFND 14 96,167 376,097 0
HANOVER INS GROUP INC COM 410867105 41,401 454,906 SH   DFND 14 77,772 377,134 0
HANOVER INS GROUP INC COM 410867105 619 6,800 SH   DFND 16 0 6,800 0
HARLEY DAVIDSON INC COM 412822108 14,405 246,911 SH   DFND 14 82,967 163,944 0
HARLEY DAVIDSON INC COM 412822108 23 400 SH   DFND 16 0 400 0
HARMAN INTL INDS INC COM 413086109 13,479 121,257 SH   DFND 14 35,091 86,166 0
HARMAN INTL INDS INC COM 413086109 17 150 SH   DFND 16 0 150 0
HARMONIC INC COM 413160102 653 130,694 SH   DFND 14 10,814 119,880 0
HARRIS CORP DEL COM 413875105 17,724 172,971 SH   DFND 14 58,796 114,175 0
HARRIS CORP DEL COM 413875105 28 275 SH   DFND 16 0 275 0
HARSCO CORP COM 415864107 8,277 608,572 SH   DFND 14 163,609 444,963 0
HARSCO CORP COM 415864107 95 7,000 SH   DFND 16 0 7,000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 51,063 1,071,635 SH   DFND 14 227,854 843,781 0
HARTFORD FINL SVCS GROUP INC COM 416515104 37 775 SH   DFND 16 0 775 0
HASBRO INC COM 418056107 12,292 158,013 SH   DFND 14 53,069 104,944 0
HASBRO INC COM 418056107 19 250 SH   DFND 16 0 250 0
HAVERTY FURNITURE INC COM 419596101 974 41,117 SH   DFND 14 3,083 38,034 0
HAVERTY FURNITURE INC COM 419596101 192 8,100 SH   DFND 16 0 8,100 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 23,787 719,307 SH   DFND 14 168,478 550,829 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 721 21,800 SH   DFND 16 0 21,800 0
HAWAIIAN HOLDINGS INC COM 419879101 18,298 321,024 SH   DFND 14 11,464 309,560 0
HAWKINS INC COM 420261109 895 16,586 SH   DFND 14 1,776 14,810 0
HAYNES INTERNATIONAL INC COM NEW 420877201 926 21,529 SH   DFND 14 2,079 19,450 0
HAYNES INTERNATIONAL INC COM NEW 420877201 396 9,210 SH   DFND 18 0 9,210 0
HEALTHCARE SVCS GRP INC COM 421906108 4,889 124,808 SH   DFND 14 12,637 112,171 0
HEALTHSOUTH CORP COM NEW 421924309 652 15,808 SH   DFND 10 15,808 0 0
HEALTHSOUTH CORP COM NEW 421924309 4,246 102,959 SH   DFND 14 19,419 83,540 0
HEALTHCARE RLTY TR COM 421946104 5,691 187,708 SH   DFND 14 50,468 137,240 0
HEADWATERS INC COM 42210P102 6,418 272,858 SH   DFND 14 129,857 143,001 0
HEALTHSTREAM INC COM 42222N103 1,089 43,492 SH   DFND 14 4,202 39,290 0
HEALTHWAYS INC COM 422245100 1,293 56,854 SH   DFND 14 5,558 51,296 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 266 9,150 SH   DFND 14 9,150 0 0
HEALTHEQUITY INC COM 42226A107 338 8,349 SH   DFND 10 8,349 0 0
HEALTHEQUITY INC COM 42226A107 3,221 79,500 SH   DFND 14 6,240 73,260 0
HEARTLAND EXPRESS INC COM 422347104 1,596 78,372 SH   DFND 14 7,770 70,602 0
HEARTLAND FINL USA INC COM 42234Q102 14,393 299,845 SH   DFND 14 37,165 262,680 0
HEARTLAND FINL USA INC COM 42234Q102 720 15,000 SH   DFND 16 0 15,000 0
HECLA MNG CO COM 422704106 219 41,812 SH   DFND 14 41,812 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 885 36,639 SH   DFND 14 3,117 33,522 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,686 191,199 SH   DFND 14 18,318 172,881 0
HELMERICH & PAYNE INC COM 423452101 11,424 147,596 SH   DFND 14 48,127 99,469 0
HELMERICH & PAYNE INC COM 423452101 19 250 SH   DFND 16 0 250 0
HENRY JACK & ASSOC INC COM 426281101 4,076 45,907 SH   DFND 14 10,690 35,217 0
HERITAGE COMMERCE CORP COM 426927109 575 39,838 SH   DFND 14 3,438 36,400 0
HERC HLDGS INC COM 42704L104 269 6,707 SH   DFND 10 6,707 0 0
HERC HLDGS INC COM 42704L104 757 18,843 SH   DFND 14 1,043 17,800 0
HERITAGE FINL CORP WASH COM 42722X106 1,571 61,016 SH   DFND 14 3,116 57,900 0
HERITAGE INS HLDGS INC COM 42727J102 89 5,676 SH   DFND 10 5,676 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,617 103,220 SH   DFND 14 1,720 101,500 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 595 27,680 SH   DFND 10 27,680 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 6,153 286,177 SH   DFND 14 22,077 264,100 0
HERSHEY CO COM 427866108 20,446 197,681 SH   DFND 14 67,435 130,246 0
HERSHEY CO COM 427866108 32 305 SH   DFND 16 0 305 0
HESKA CORP COM RESTRC NEW 42805E306 6,294 87,906 SH   DFND 14 34,316 53,590 0
HESKA CORP COM RESTRC NEW 42805E306 730 10,200 SH   DFND 16 0 10,200 0
HERTZ GLOBAL HLDGS INC COM 42806J106 2,828 131,191 SH   DFND 14 7,591 123,600 0
HESS CORP COM 42809H107 30,981 497,363 SH   DFND 14 139,081 358,282 0
HESS CORP COM 42809H107 39 625 SH   DFND 16 0 625 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 173,612 7,502,664 SH   DFND 14 1,192,958 6,309,706 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 394 17,036 SH   DFND 16 0 17,036 0
HEXCEL CORP NEW COM 428291108 300 5,836 SH   DFND 14 5,836 0 0
HIBBETT SPORTS INC COM 428567101 1,434 38,437 SH   DFND 14 3,685 34,752 0
HIGHWOODS PPTYS INC COM 431284108 11,511 225,652 SH   DFND 14 13,886 211,766 0
HILL ROM HLDGS INC COM 431475102 469 8,357 SH   DFND 10 8,357 0 0
HILL ROM HLDGS INC COM 431475102 34,242 609,947 SH   DFND 14 102,361 507,586 0
HILL ROM HLDGS INC COM 431475102 657 11,700 SH   DFND 16 0 11,700 0
HILLENBRAND INC COM 431571108 4,828 125,901 SH   DFND 14 10,359 115,542 0
HILLTOP HOLDINGS INC COM 432748101 567 19,027 SH   DFND 10 19,027 0 0
HILLTOP HOLDINGS INC COM 432748101 12,211 409,778 SH   DFND 14 94,075 315,703 0
HILLTOP HOLDINGS INC COM 432748101 867 29,100 SH   DFND 16 0 29,100 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 464 17,075 SH   DFND 10 17,075 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 449 16,500 SH   DFND 14 15,750 750 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 101 3,700 SH   DFND 18 0 3,700 0
HOLLYFRONTIER CORP COM 436106108 12,632 385,602 SH   DFND 14 75,593 310,009 0
HOLOGIC INC COM 436440101 1,124 28,010 SH   DFND 10 28,010 0 0
HOLOGIC INC COM 436440101 121,759 3,034,880 SH   DFND 14 521,951 2,512,929 0
HOLOGIC INC COM 436440101 1,379 34,380 SH   DFND 16 0 34,380 0
HOME BANCSHARES INC COM 436893200 772 27,812 SH   DFND 10 27,812 0 0
HOME BANCSHARES INC COM 436893200 7,567 272,474 SH   DFND 14 79,876 192,598 0
HOME DEPOT INC COM 437076102 2,602 19,405 SH   DFND 10 19,405 0 0
HOME DEPOT INC COM 437076102 409,541 3,054,454 SH   DFND 14 840,441 2,214,013 0
HOME DEPOT INC COM 437076102 1,874 13,975 SH   DFND 16 0 13,975 0
HOME DEPOT INC COM 437076102 496 3,700 SH   DFND 18 0 3,700 0
HOMESTREET INC COM 43785V102 6,979 220,840 SH   DFND 14 71,400 149,440 0
HOMESTREET INC COM 43785V102 610 19,300 SH   DFND 16 0 19,300 0
HONEYWELL INTL INC COM 438516106 1,110 9,580 SH   DFND 10 9,580 0 0
HONEYWELL INTL INC COM 438516106 199,605 1,722,964 SH   DFND 14 479,403 1,243,561 0
HONEYWELL INTL INC COM 438516106 1,040 8,975 SH   DFND 16 0 8,975 0
HOPE BANCORP INC COM 43940T109 752 34,344 SH   DFND 10 34,344 0 0
HOPE BANCORP INC COM 43940T109 25,240 1,153,051 SH   DFND 14 63,182 1,089,869 0
HORACE MANN EDUCATORS CORP N COM 440327104 3,889 90,870 SH   DFND 14 28,631 62,239 0
HORIZON BANCORP IND COM 440407104 3,536 126,294 SH   DFND 14 2,540 123,754 0
HORIZON BANCORP IND COM 440407104 87 3,100 SH   DFND 16 0 3,100 0
HORMEL FOODS CORP COM 440452100 13,959 401,002 SH   DFND 14 126,268 274,734 0
HORMEL FOODS CORP COM 440452100 20 580 SH   DFND 16 0 580 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 387 53,666 SH   DFND 14 4,322 49,344 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 56,523 1,780,818 SH   DFND 14 264,183 1,516,635 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 178 5,600 SH   DFND 16 0 5,600 0
HOST HOTELS & RESORTS INC COM 44107P104 39,396 2,091,093 SH   DFND 14 440,553 1,650,540 0
HOST HOTELS & RESORTS INC COM 44107P104 27 1,459 SH   DFND 16 0 1,459 0
HOST HOTELS & RESORTS INC COM 44107P104 39,272 2,084,478 SH   DFND 3 298,776 1,785,702 0
HOWARD HUGHES CORP COM 44267D107 292 2,562 SH   DFND 14 2,562 0 0
HUB GROUP INC CL A 443320106 265 6,060 SH   DFND 10 6,060 0 0
HUB GROUP INC CL A 443320106 2,497 57,068 SH   DFND 14 5,815 51,253 0
HUBBELL INC COM 443510607 9,423 80,743 SH   DFND 14 6,992 73,751 0
HUDSON PAC PPTYS INC COM 444097109 557 16,015 SH   DFND 14 16,015 0 0
HUDSON PAC PPTYS INC COM 444097109 76,564 2,201,379 SH   DFND 3 321,652 1,879,727 0
HUMANA INC COM 444859102 55,099 270,053 SH   DFND 14 134,273 135,780 0
HUMANA INC COM 444859102 69 340 SH   DFND 16 0 340 0
HUNT J B TRANS SVCS INC COM 445658107 12,008 123,709 SH   DFND 14 41,881 81,828 0
HUNT J B TRANS SVCS INC COM 445658107 19 200 SH   DFND 16 0 200 0
HUNTINGTON BANCSHARES INC COM 446150104 27,662 2,092,432 SH   DFND 14 630,290 1,462,142 0
HUNTINGTON BANCSHARES INC COM 446150104 29 2,208 SH   DFND 16 0 2,208 0
HUNTINGTON BANCSHARES INC COM 446150104 175 13,226 SH   DFND 18 0 13,226 0
HUNTINGTON INGALLS INDS INC COM 446413106 128,690 698,679 SH   DFND 14 110,559 588,120 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,580 8,580 SH   DFND 16 0 8,580 0
HUNTSMAN CORP COM 447011107 12,528 656,605 SH   DFND 14 77,005 579,600 0
HYATT HOTELS CORP COM CL A 448579102 278 5,036 SH   DFND 14 2,136 2,900 0
IDT CORP CL B NEW 448947507 118 6,364 SH   DFND 10 6,364 0 0
IDT CORP CL B NEW 448947507 243 13,100 SH   DFND 14 1,800 11,300 0
IDT CORP CL B NEW 448947507 85 4,600 SH   DFND 16 0 4,600 0
HYSTER YALE MATLS HANDLING I CL A 449172105 259 4,063 SH   DFND 10 4,063 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 657 10,298 SH   DFND 14 1,198 9,100 0
IAC INTERACTIVECORP COM 44919P508 1,039 16,030 SH   DFND 14 4,530 11,500 0
ICF INTL INC COM 44925C103 5,953 107,838 SH   DFND 14 26,296 81,542 0
ICF INTL INC COM 44925C103 519 9,400 SH   DFND 16 0 9,400 0
ICU MED INC COM 44930G107 6,873 46,647 SH   DFND 14 6,698 39,949 0
ILG INC COM 44967H101 3,288 180,971 SH   DFND 14 18,050 162,921 0
IPG PHOTONICS CORP COM 44980X109 2,238 22,677 SH   DFND 14 5,257 17,420 0
ISTAR INC COM 45031U101 2,719 219,834 SH   DFND 14 51,034 168,800 0
ISTAR INC COM 45031U101 110 8,900 SH   DFND 16 0 8,900 0
IXIA COM 45071R109 5,448 338,384 SH   DFND 14 33,299 305,085 0
IXIA COM 45071R109 306 19,000 SH   DFND 16 0 19,000 0
ITT INC COM 45073V108 1,973 51,143 SH   DFND 14 11,738 39,405 0
IBERIABANK CORP COM 450828108 261 3,112 SH   DFND 10 3,112 0 0
IBERIABANK CORP COM 450828108 9,509 113,543 SH   DFND 14 4,843 108,700 0
ICICI BK LTD ADR 45104G104 1,273 170,000 SH   DFND 14 0 170,000 0
ICONIX BRAND GROUP INC COM 451055107 5,479 586,659 SH   DFND 14 7,848 578,811 0
IDACORP INC COM 451107106 6,563 81,474 SH   DFND 14 9,267 72,207 0
IDEX CORP COM 45167R104 8,504 94,424 SH   DFND 14 10,379 84,045 0
IDEX CORP COM 45167R104 374 4,150 SH   DFND 18 0 4,150 0
IDEXX LABS INC COM 45168D104 707 6,030 SH   DFND 10 6,030 0 0
IDEXX LABS INC COM 45168D104 45,567 388,566 SH   DFND 14 79,894 308,672 0
IDEXX LABS INC COM 45168D104 240 2,050 SH   DFND 16 0 2,050 0
ILLINOIS TOOL WKS INC COM 452308109 280 2,290 SH   DFND 10 2,290 0 0
ILLINOIS TOOL WKS INC COM 452308109 93,784 765,836 SH   DFND 14 186,081 579,755 0
ILLINOIS TOOL WKS INC COM 452308109 84 690 SH   DFND 16 0 690 0
ILLUMINA INC COM 452327109 25,659 200,400 SH   DFND 14 67,675 132,725 0
ILLUMINA INC COM 452327109 41 320 SH   DFND 16 0 320 0
IMATION CORP COM 45245A107 107 130,046 SH   DFND 10 130,046 0 0
IMATION CORP COM 45245A107 3 3,500 SH   DFND 14 3,500 0 0
IMMUNOGEN INC COM 45253H101 34 16,442 SH   DFND 14 7,542 8,900 0
IMPAX LABORATORIES INC COM 45256B101 1,682 126,911 SH   DFND 14 12,961 113,950 0
INC RESH HLDGS INC CL A 45329R109 371 7,050 SH   DFND 14 5,350 1,700 0
INCYTE CORP COM 45337C102 8,602 85,785 SH   DFND 14 11,145 74,640 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 201 10,281 SH   DFND 14 581 9,700 0
INDEPENDENCE RLTY TR INC COM 45378A106 1,734 194,444 SH   DFND 14 123,344 71,100 0
INDEPENDENCE RLTY TR INC COM 45378A106 349 39,100 SH   DFND 16 0 39,100 0
INDEPENDENT BANK CORP MASS COM 453836108 3,278 46,528 SH   DFND 14 4,722 41,806 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 425 19,570 SH   DFND 14 2,470 17,100 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 215 9,900 SH   DFND 16 0 9,900 0
INDEPENDENT BK GROUP INC COM 45384B106 216 3,456 SH   DFND 10 3,456 0 0
INDEPENDENT BK GROUP INC COM 45384B106 2,496 40,000 SH   DFND 14 18,100 21,900 0
INDEPENDENT BK GROUP INC COM 45384B106 343 5,500 SH   DFND 16 0 5,500 0
INFINITY PPTY & CAS CORP COM 45665Q103 1,689 19,213 SH   DFND 14 1,989 17,224 0
INFINERA CORPORATION COM 45667G103 124 14,590 SH   DFND 14 14,590 0 0
INFOSYS LTD SPONSORED ADR 456788108 23,567 1,589,150 SH   DFND 14 1,200 1,587,950 0
INFOSYS LTD SPONSORED ADR 456788108 4,396 296,400 SH   DFND 16 0 296,400 0
INFRAREIT INC COM 45685L100 6,868 383,490 SH   DFND 14 72,330 311,160 0
INFRAREIT INC COM 45685L100 398 22,200 SH   DFND 16 0 22,200 0
INGEVITY CORP COM 45688C107 3,993 72,781 SH   DFND 14 7,542 65,239 0
INGLES MKTS INC CL A 457030104 14,625 304,046 SH   DFND 14 2,111 301,935 0
INGLES MKTS INC CL A 457030104 635 13,200 SH   DFND 16 0 13,200 0
INGREDION INC COM 457187102 1,437 11,500 SH   DFND 10 11,500 0 0
INGREDION INC COM 457187102 42,279 338,344 SH   DFND 14 74,021 264,323 0
INGREDION INC COM 457187102 226 1,810 SH   DFND 16 0 1,810 0
INSIGHT ENTERPRISES INC COM 45765U103 506 12,515 SH   DFND 10 12,515 0 0
INSIGHT ENTERPRISES INC COM 45765U103 11,695 289,197 SH   DFND 14 121,471 167,726 0
INSIGHT ENTERPRISES INC COM 45765U103 599 14,800 SH   DFND 16 0 14,800 0
INNOSPEC INC COM 45768S105 3,245 47,370 SH   DFND 14 6,000 41,370 0
INNOSPEC INC COM 45768S105 363 5,300 SH   DFND 16 0 5,300 0
INPHI CORP COM 45772F107 539 12,088 SH   DFND 10 12,088 0 0
INPHI CORP COM 45772F107 188 4,218 SH   DFND 14 4,218 0 0
INNOPHOS HOLDINGS INC COM 45774N108 6,373 121,951 SH   DFND 14 39,941 82,010 0
INSTEEL INDUSTRIES INC COM 45774W108 1,200 33,662 SH   DFND 14 3,352 30,310 0
INSPERITY INC COM 45778Q107 24,020 338,551 SH   DFND 14 89,647 248,904 0
INSPERITY INC COM 45778Q107 901 12,700 SH   DFND 16 0 12,700 0
INOGEN INC COM 45780L104 1,867 27,800 SH   DFND 14 2,730 25,070 0
INSTALLED BLDG PRODS INC COM 45780R101 1,417 34,310 SH   DFND 14 3,470 30,840 0
INNOVIVA INC COM 45781M101 1,412 131,921 SH   DFND 14 12,881 119,040 0
INSULET CORP COM 45784P101 288 7,652 SH   DFND 14 5,752 1,900 0
INSULET CORP COM 45784P101 463 12,290 SH   DFND 18 0 12,290 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 7,120 82,998 SH   DFND 14 5,219 77,779 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 523 6,100 SH   DFND 16 0 6,100 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,368 100,523 SH   DFND 14 40,685 59,838 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 332 14,100 SH   DFND 18 0 14,100 0
INTEL CORP COM 458140100 1,833 50,530 SH   DFND 10 50,530 0 0
INTEL CORP COM 458140100 510,157 14,065,544 SH   DFND 14 3,329,565 10,735,979 0
INTEL CORP COM 458140100 2,465 67,955 SH   DFND 16 0 67,955 0
INTELIQUENT INC COM 45825N107 2,900 126,525 SH   DFND 14 8,865 117,660 0
INTEGER HLDGS CORP COM 45826H109 1,394 47,328 SH   DFND 14 5,041 42,287 0
INTER PARFUMS INC COM 458334109 1,051 32,082 SH   DFND 14 2,942 29,140 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,137 113,299 SH   DFND 14 8,119 105,180 0
INTERFACE INC COM 458665304 352 18,973 SH   DFND 10 18,973 0 0
INTERFACE INC COM 458665304 2,500 134,754 SH   DFND 14 10,929 123,825 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 939 16,650 SH   DFND 10 16,650 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 46,834 830,100 SH   DFND 14 280,530 549,570 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 72 1,275 SH   DFND 16 0 1,275 0
INTERDIGITAL INC COM 45867G101 1,978 21,656 SH   DFND 14 6,334 15,322 0
INTERNATIONAL BANCSHARES COR COM 459044103 331 8,121 SH   DFND 10 8,121 0 0
INTERNATIONAL BANCSHARES COR COM 459044103 26,113 640,034 SH   DFND 14 136,288 503,746 0
INTERNATIONAL BANCSHARES COR COM 459044103 628 15,400 SH   DFND 16 0 15,400 0
INTERNATIONAL BUSINESS MACHS COM 459200101 619 3,730 SH   DFND 10 3,730 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 222,257 1,338,978 SH   DFND 14 421,165 917,813 0
INTERNATIONAL BUSINESS MACHS COM 459200101 314 1,890 SH   DFND 16 0 1,890 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 313 2,660 SH   DFND 10 2,660 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 13,179 111,848 SH   DFND 14 37,670 74,178 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 21 175 SH   DFND 16 0 175 0
INTL PAPER CO COM 460146103 55,510 1,046,167 SH   DFND 14 229,874 816,293 0
INTL PAPER CO COM 460146103 49 929 SH   DFND 16 0 929 0
INTL PAPER CO COM 460146103 610 11,500 SH   DFND 18 0 11,500 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 121 3,300 SH   DFND 10 3,300 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 4,436 120,554 SH   DFND 14 26,633 93,921 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 11 300 SH   DFND 16 0 300 0
INTERPUBLIC GROUP COS INC COM 460690100 12,932 552,395 SH   DFND 14 192,465 359,930 0
INTERPUBLIC GROUP COS INC COM 460690100 19 800 SH   DFND 16 0 800 0
INTERSIL CORP CL A 46069S109 2,437 109,291 SH   DFND 14 49,009 60,282 0
INTL FCSTONE INC COM 46116V105 226 5,715 SH   DFND 10 5,715 0 0
INTL FCSTONE INC COM 46116V105 5,777 145,872 SH   DFND 14 27,562 118,310 0
INTRALINKS HLDGS INC COM 46118H104 1,208 89,314 SH   DFND 14 89,314 0 0
INTRALINKS HLDGS INC COM 46118H104 208 15,400 SH   DFND 16 0 15,400 0
INTUIT COM 461202103 163,703 1,428,347 SH   DFND 14 258,609 1,169,738 0
INTUIT COM 461202103 1,380 12,045 SH   DFND 16 0 12,045 0
INVACARE CORP COM 461203101 699 53,553 SH   DFND 14 5,091 48,462 0
INTUITIVE SURGICAL INC COM NEW 46120E602 35,465 55,924 SH   DFND 14 18,153 37,771 0
INTUITIVE SURGICAL INC COM NEW 46120E602 60 95 SH   DFND 16 0 95 0
INTUITIVE SURGICAL INC COM NEW 46120E602 7,964 12,558 SH   DFND 18 0 12,558 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 26,460 1,812,331 SH   DFND 14 365,918 1,446,413 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,015 69,500 SH   DFND 16 0 69,500 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,127 57,098 SH   DFND 14 5,658 51,440 0
INVESTORS BANCORP INC NEW COM 46146L101 344 24,671 SH   DFND 14 24,671 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 96 13,402 SH   DFND 14 13,402 0 0
IONIS PHARMACEUTICALS INC COM 462222100 289 6,041 SH   DFND 14 6,041 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 12,542 1,306,481 SH   DFND 14 12,453 1,294,028 0
IROBOT CORP COM 462726100 4,638 79,346 SH   DFND 14 6,746 72,600 0
IROBOT CORP COM 462726100 912 15,600 SH   DFND 16 0 15,600 0
IRON MTN INC NEW COM 46284V101 10,780 331,882 SH   DFND 14 110,050 221,832 0
IRON MTN INC NEW COM 46284V101 15 450 SH   DFND 16 0 450 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 1,063 69,504 SH   DFND 14 43,504 26,000 0
ISHARES MSCI BRZ CAP ET 464286400 1,251 37,523 SH   DFND 18 0 37,523 0
ISHARES EM MKT SM-CP ET 464286475 582 14,400 SH   DFND 14 0 14,400 0
ISHARES MSCI CH CAP ETF 464286640 490 13,086 SH   DFND 18 0 13,086 0
ISHARES MSCI FRANCE ETF 464286707 1,478 59,900 SH   DFND 18 0 59,900 0
ISHARES MSCI SZ CAP ETF 464286749 1,538 52,200 SH   DFND 18 0 52,200 0
ISHARES MSCI SWEDEN ETF 464286756 460 16,000 SH   DFND 18 0 16,000 0
ISHARES MSCI SPAN CP ET 464286764 477 18,000 SH   DFND 18 0 18,000 0
ISHARES MSCI STH KOR ET 464286772 3,348 62,918 SH   DFND 18 0 62,918 0
ISHARES MSCI STH AFR ET 464286780 1,546 29,524 SH   DFND 18 0 29,524 0
ISHARES MSCI GERMANY ET 464286806 1,025 38,700 SH   DFND 18 0 38,700 0
ISHARES TR CORE S&P TTL ST 464287150 8,855 172,638 SH   DFND 14 111,738 60,900 0
ISHARES TR TIPS BD ETF 464287176 28,993 256,186 SH   DFND 14 0 256,186 0
ISHARES TR CHINA LG-CAP ET 464287184 1,729 49,819 SH   DFND 18 0 49,819 0
ISHARES TR CORE S&P500 ETF 464287200 42,861 190,500 SH   DFND 14 115,950 74,550 0
ISHARES TR CORE S&P500 ETF 464287200 765 3,400 SH   DFND 16 0 3,400 0
ISHARES TR CORE S&P500 ETF 464287200 52,528 233,470 SH   DFND 20 233,470 0 0
ISHARES TR CORE US AGGBD E 464287226 166,197 1,538,004 SH   DFND 14 0 1,538,004 0
ISHARES TR CORE US AGGBD E 464287226 68,527 634,154 SH   DFND 20 634,154 0 0
ISHARES TR MSCI EMG MKT ET 464287234 103,137 2,945,936 SH   DFND 14 32,500 2,913,436 0
ISHARES TR MSCI EMG MKT ET 464287234 1,453 41,500 SH   DFND 16 0 41,500 0
ISHARES TR MSCI EMG MKT ET 464287234 1,693 48,367 SH   DFND 18 0 48,367 0
ISHARES TR IBOXX INV CP ET 464287242 12,421 106,000 SH   DFND 14 0 106,000 0
ISHARES TR MSCI EAFE ETF 464287465 126,167 2,185,474 SH   DFND 14 373,911 1,811,563 0
ISHARES TR MSCI EAFE ETF 464287465 4,191 72,594 SH   DFND 16 0 72,594 0
ISHARES TR RUS MDCP VAL ET 464287473 3,137 39,008 SH   DFND 14 1,339 37,669 0
ISHARES TR CORE S&P MCP ET 464287507 19,256 116,465 SH   DFND 14 28,215 88,250 0
ISHARES TR RUS 1000 VAL ET 464287598 44,853 400,366 SH   DFND 14 0 400,366 0
ISHARES TR RUS 1000 GRW ET 464287614 39,095 372,689 SH   DFND 14 0 372,689 0
ISHARES TR RUS 1000 ETF 464287622 2,579 20,718 SH   DFND 14 20,718 0 0
ISHARES TR RUS 2000 VAL ET 464287630 5,773 48,539 SH   DFND 14 0 48,539 0
ISHARES TR RUSSELL 2000 ET 464287655 31,694 235,028 SH   DFND 14 21,970 213,058 0
ISHARES TR RUSSELL 3000 ET 464287689 9,515 71,550 SH   DFND 14 71,550 0 0
ISHARES TR CORE S&P SCP ET 464287804 21,204 154,190 SH   DFND 14 20,540 133,650 0
ISHARES TR CORE S&P SCP ET 464287804 1,870 13,600 SH   DFND 18 0 13,600 0
ISHARES TR SP SMCP600VL ET 464287879 1,302 9,300 SH   DFND 18 0 9,300 0
ISHARES TR MSCI AC ASIA ET 464288182 3,299 60,055 SH   DFND 14 0 60,055 0
ISHARES TR MSCI ACWI ETF 464288257 1,030 17,400 SH   DFND 14 0 17,400 0
ISHARES TR EAFE SML CP ETF 464288273 2,990 60,000 SH   DFND 14 0 60,000 0
ISHARES TR JP MOR EM MK ET 464288281 39,902 362,023 SH   DFND 14 0 362,023 0
ISHARES TR MBS ETF 464288588 15,894 149,467 SH   DFND 14 0 149,467 0
ISHARES TR INTERM CR BD ET 464288638 16,229 150,000 SH   DFND 14 0 150,000 0
ISHARES TR US TREASURY ETF 46429B267 692 27,750 SH   DFND 10 27,750 0 0
ISHARES TR MSCI INDONIA ET 46429B309 698 28,929 SH   DFND 18 0 28,929 0
ISHARES TR MSCI INDIA ETF 46429B598 22,271 830,709 SH   DFND 14 0 830,709 0
ISHARES TR MSCI INDIA ETF 46429B598 2,625 97,900 SH   DFND 16 0 97,900 0
ISHARES TR MSCI INDIA ETF 46429B598 372 13,886 SH   DFND 18 0 13,886 0
ISHARES TR MSCI POL CAP ET 46429B606 403 22,233 SH   DFND 18 0 22,233 0
ISHARES TR FLTG RATE BD ET 46429B655 5,447 107,370 SH   DFND 14 0 107,370 0
ISHARES TR CHINA ETF 46429B671 2,553 58,370 SH   DFND 18 0 58,370 0
ISHARES TR 0-5 YR TIPS ETF 46429B747 600 5,961 SH   DFND 18 0 5,961 0
ISHARES INC MSCI TAIWAN ETF 46434G772 26,838 913,800 SH   DFND 14 0 913,800 0
ISHARES INC MSCI TAIWAN ETF 46434G772 3,303 112,447 SH   DFND 18 0 112,447 0
ISHARES INC MSCI RUS ETF NE 46434G798 6,164 183,877 SH   DFND 14 0 183,877 0
ISHARES INC MSCI RUS ETF NE 46434G798 7,254 216,422 SH   DFND 16 0 216,422 0
ISHARES INC MSCI RUS ETF NE 46434G798 956 28,525 SH   DFND 18 0 28,525 0
ISHARES INC MSCI MLY ETF NE 46434G814 861 30,687 SH   DFND 18 0 30,687 0
ISHARES INC MSCI JPN ETF NE 46434G822 10,512 215,144 SH   DFND 14 0 215,144 0
ISHARES TR HDG MSCI JAPAN 46434V886 281 10,100 SH   DFND 14 0 10,100 0
ISHARES TR MSCI UK ETF NEW 46435G334 1,205 39,250 SH   DFND 18 0 39,250 0
ITRON INC COM 465741106 18,776 298,741 SH   DFND 14 46,861 251,880 0
ITRON INC COM 465741106 924 14,700 SH   DFND 16 0 14,700 0
IXYS CORP COM 46600W106 464 39,026 SH   DFND 14 34,926 4,100 0
J & J SNACK FOODS CORP COM 466032109 4,470 33,498 SH   DFND 14 8,791 24,707 0
JPMORGAN CHASE & CO COM 46625H100 3,608 41,810 SH   DFND 10 41,810 0 0
JPMORGAN CHASE & CO COM 46625H100 922,535 10,691,096 SH   DFND 14 2,459,883 8,231,213 0
JPMORGAN CHASE & CO COM 46625H100 4,960 57,484 SH   DFND 16 0 57,484 0
JABIL CIRCUIT INC COM 466313103 59,861 2,528,967 SH   DFND 14 325,634 2,203,333 0
JABIL CIRCUIT INC COM 466313103 175 7,400 SH   DFND 16 0 7,400 0
JACK IN THE BOX INC COM 466367109 8,001 71,667 SH   DFND 14 53,337 18,330 0
JACOBS ENGR GROUP INC DEL COM 469814107 9,631 168,967 SH   DFND 14 56,448 112,519 0
JACOBS ENGR GROUP INC DEL COM 469814107 13 230 SH   DFND 16 0 230 0
JANUS CAP GROUP INC COM 47102X105 578 43,550 SH   DFND 10 43,550 0 0
JANUS CAP GROUP INC COM 47102X105 1,188 89,562 SH   DFND 14 27,096 62,466 0
JD COM INC SPON ADR CL A 47215P106 36,097 1,418,900 SH   DFND 14 29,600 1,389,300 0
JD COM INC SPON ADR CL A 47215P106 3,289 129,300 SH   DFND 16 0 129,300 0
JD COM INC SPON ADR CL A 47215P106 267 10,500 SH   DFND 18 0 10,500 0
JETBLUE AIRWAYS CORP COM 477143101 44,450 1,982,616 SH   DFND 14 275,700 1,706,916 0
JETBLUE AIRWAYS CORP COM 477143101 182 8,100 SH   DFND 16 0 8,100 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 2,166 142,200 SH   DFND 14 0 142,200 0
JIVE SOFTWARE INC COM 47760A108 102 23,410 SH   DFND 14 5,210 18,200 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 282 3,280 SH   DFND 10 3,280 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 7,397 86,056 SH   DFND 14 40,844 45,212 0
JOHNSON & JOHNSON COM 478160104 1,621 14,070 SH   DFND 10 14,070 0 0
JOHNSON & JOHNSON COM 478160104 770,972 6,691,886 SH   DFND 14 1,748,681 4,943,205 0
JOHNSON & JOHNSON COM 478160104 3,507 30,440 SH   DFND 16 0 30,440 0
JOHNSON OUTDOORS INC CL A 479167108 405 10,208 SH   DFND 14 758 9,450 0
JOHNSON OUTDOORS INC CL A 479167108 115 2,900 SH   DFND 16 0 2,900 0
JONES LANG LASALLE INC COM 48020Q107 65,579 649,040 SH   DFND 14 74,374 574,666 0
JONES LANG LASALLE INC COM 48020Q107 842 8,330 SH   DFND 16 0 8,330 0
JOY GLOBAL INC COM 481165108 1,695 60,536 SH   DFND 14 16,907 43,629 0
J2 GLOBAL INC COM 48123V102 468 5,716 SH   DFND 10 5,716 0 0
J2 GLOBAL INC COM 48123V102 13,770 168,338 SH   DFND 14 50,964 117,374 0
J2 GLOBAL INC COM 48123V102 74 900 SH   DFND 16 0 900 0
JUNIPER NETWORKS INC COM 48203R104 636 22,510 SH   DFND 10 22,510 0 0
JUNIPER NETWORKS INC COM 48203R104 26,699 944,747 SH   DFND 14 183,426 761,321 0
JUNIPER NETWORKS INC COM 48203R104 681 24,085 SH   DFND 16 0 24,085 0
KBR INC COM 48242W106 33,176 1,987,768 SH   DFND 14 406,819 1,580,949 0
KBR INC COM 48242W106 823 49,300 SH   DFND 16 0 49,300 0
KBR INC COM 48242W106 349 20,900 SH   DFND 18 0 20,900 0
KCG HLDGS INC CL A 48244B100 422 31,828 SH   DFND 10 31,828 0 0
KCG HLDGS INC CL A 48244B100 5,828 439,860 SH   DFND 14 165,220 274,640 0
KCG HLDGS INC CL A 48244B100 395 29,800 SH   DFND 16 0 29,800 0
KLA-TENCOR CORP COM 482480100 19,863 252,449 SH   DFND 14 72,702 179,747 0
KLA-TENCOR CORP COM 482480100 25 320 SH   DFND 16 0 320 0
KLX INC COM 482539103 1,495 33,135 SH   DFND 14 9,626 23,509 0
KLX INC COM 482539103 401 8,900 SH   DFND 18 0 8,900 0
K12 INC COM 48273U102 227 13,256 SH   DFND 10 13,256 0 0
K12 INC COM 48273U102 4,659 271,494 SH   DFND 14 3,764 267,730 0
KADANT INC COM 48282T104 4,279 69,924 SH   DFND 14 30,504 39,420 0
KADANT INC COM 48282T104 269 4,400 SH   DFND 16 0 4,400 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,429 31,259 SH   DFND 14 3,219 28,040 0
KAMAN CORP COM 483548103 2,293 46,860 SH   DFND 14 4,918 41,942 0
KANSAS CITY SOUTHERN COM NEW 485170302 367 4,325 SH   DFND 10 4,325 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 12,835 151,262 SH   DFND 14 51,276 99,986 0
KANSAS CITY SOUTHERN COM NEW 485170302 20 240 SH   DFND 16 0 240 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 19,472 883,072 SH   DFND 14 69,670 813,402 0
KATE SPADE & CO COM 485865109 1,366 73,187 SH   DFND 14 15,715 57,472 0
KATE SPADE & CO COM 485865109 116 6,200 SH   DFND 18 0 6,200 0
KB HOME COM 48666K109 793 50,138 SH   DFND 14 13,314 36,824 0
KELLOGG CO COM 487836108 25,903 351,420 SH   DFND 14 118,934 232,486 0
KELLOGG CO COM 487836108 44 600 SH   DFND 16 0 600 0
KELLY SVCS INC CL A 488152208 1,148 50,108 SH   DFND 14 5,094 45,014 0
KEMPER CORP DEL COM 488401100 1,331 30,045 SH   DFND 14 8,160 21,885 0
KENNAMETAL INC COM 489170100 1,582 50,609 SH   DFND 14 15,027 35,582 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 59 10,095 SH   DFND 14 10,095 0 0
KEYCORP NEW COM 493267108 1,151 63,000 SH   DFND 10 63,000 0 0
KEYCORP NEW COM 493267108 58,174 3,184,143 SH   DFND 14 641,481 2,542,662 0
KEYCORP NEW COM 493267108 41 2,250 SH   DFND 16 0 2,250 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 5,039 137,780 SH   DFND 14 22,959 114,821 0
KFORCE INC COM 493732101 387 16,773 SH   DFND 10 16,773 0 0
KFORCE INC COM 493732101 2,339 101,265 SH   DFND 14 2,465 98,800 0
KIMBALL INTL INC CL B 494274103 209 11,876 SH   DFND 10 11,876 0 0
KIMBALL INTL INC CL B 494274103 1,013 57,712 SH   DFND 14 4,112 53,600 0
KILROY RLTY CORP COM 49427F108 3,987 54,448 SH   DFND 14 13,050 41,398 0
KIMBERLY CLARK CORP COM 494368103 304 2,660 SH   DFND 10 2,660 0 0
KIMBERLY CLARK CORP COM 494368103 121,888 1,068,073 SH   DFND 14 213,791 854,282 0
KIMBERLY CLARK CORP COM 494368103 91 795 SH   DFND 16 0 795 0
KIMBERLY CLARK CORP COM 494368103 120 1,050 SH   DFND 18 0 1,050 0
KIMCO RLTY CORP COM 49446R109 14,677 583,366 SH   DFND 14 196,937 386,429 0
KIMCO RLTY CORP COM 49446R109 21 835 SH   DFND 16 0 835 0
KINDER MORGAN INC DEL COM 49456B101 169,900 8,203,748 SH   DFND 14 1,595,246 6,608,502 0
KINDER MORGAN INC DEL COM 49456B101 1,242 59,991 SH   DFND 16 0 59,991 0
KINDER MORGAN INC DEL COM 49456B101 1,976 95,400 SH   DFND 18 0 95,400 0
KINDRED BIOSCIENCES INC COM 494577109 283 66,700 SH   DFND 10 66,700 0 0
KINDRED HEALTHCARE INC COM 494580103 5,403 688,313 SH   DFND 14 14,571 673,742 0
KINSALE CAP GROUP INC COM 49714P108 166 4,878 SH   DFND 10 4,878 0 0
KINSALE CAP GROUP INC COM 49714P108 1,178 34,640 SH   DFND 14 8,040 26,600 0
KINSALE CAP GROUP INC COM 49714P108 194 5,700 SH   DFND 16 0 5,700 0
KIRBY CORP COM 497266106 2,075 31,200 SH   DFND 14 7,144 24,056 0
KIRKLANDS INC COM 497498105 462 29,785 SH   DFND 14 2,415 27,370 0
KITE PHARMA INC COM 49803L109 168 3,740 SH   DFND 14 3,740 0 0
KITE PHARMA INC COM 49803L109 2,296 51,200 SH   DFND 18 0 51,200 0
KITE RLTY GROUP TR COM NEW 49803T300 5,511 234,701 SH   DFND 14 25,753 208,948 0
KITE RLTY GROUP TR COM NEW 49803T300 348 14,800 SH   DFND 16 0 14,800 0
KNOLL INC COM NEW 498904200 10,667 381,921 SH   DFND 14 81,321 300,600 0
KNOLL INC COM NEW 498904200 899 32,200 SH   DFND 16 0 32,200 0
KNIGHT TRANSN INC COM 499064103 3,773 114,172 SH   DFND 14 11,571 102,601 0
KNOWLES CORP COM 49926D109 900 53,878 SH   DFND 14 14,696 39,182 0
KOHLS CORP COM 500255104 60,995 1,235,225 SH   DFND 14 291,732 943,493 0
KOHLS CORP COM 500255104 17 345 SH   DFND 16 0 345 0
KOPIN CORP COM 500600101 286 100,802 SH   DFND 14 9,438 91,364 0
KOPPERS HOLDINGS INC COM 50060P106 175 4,354 SH   DFND 10 4,354 0 0
KOPPERS HOLDINGS INC COM 50060P106 9,482 235,280 SH   DFND 14 11,910 223,370 0
KOPPERS HOLDINGS INC COM 50060P106 435 10,800 SH   DFND 16 0 10,800 0
KORN FERRY INTL COM NEW 500643200 458 15,567 SH   DFND 10 15,567 0 0
KORN FERRY INTL COM NEW 500643200 2,911 98,923 SH   DFND 14 9,477 89,446 0
KRAFT HEINZ CO COM 500754106 976 11,180 SH   DFND 10 11,180 0 0
KRAFT HEINZ CO COM 500754106 72,460 829,824 SH   DFND 14 281,376 548,448 0
KRAFT HEINZ CO COM 500754106 117 1,338 SH   DFND 16 0 1,338 0
KRAFT HEINZ CO COM 500754106 295 3,380 SH   DFND 18 0 3,380 0
KRATON CORPORATION COM 50077C106 2,436 85,544 SH   DFND 14 4,944 80,600 0
KROGER CO COM 501044101 580 16,810 SH   DFND 10 16,810 0 0
KROGER CO COM 501044101 105,921 3,069,283 SH   DFND 14 914,566 2,154,717 0
KROGER CO COM 501044101 594 17,200 SH   DFND 16 0 17,200 0
KROGER CO COM 501044101 160 4,650 SH   DFND 18 0 4,650 0
KULICKE & SOFFA INDS INC COM 501242101 390 24,445 SH   DFND 10 24,445 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,178 136,556 SH   DFND 14 7,558 128,998 0
KULICKE & SOFFA INDS INC COM 501242101 128 8,000 SH   DFND 16 0 8,000 0
L BRANDS INC COM 501797104 21,867 332,121 SH   DFND 14 112,588 219,533 0
L BRANDS INC COM 501797104 35 527 SH   DFND 16 0 527 0
LHC GROUP INC COM 50187A107 2,419 52,935 SH   DFND 14 20,391 32,544 0
LGI HOMES INC COM 50187T106 814 28,330 SH   DFND 14 2,310 26,020 0
LKQ CORP COM 501889208 21,115 688,896 SH   DFND 14 184,090 504,806 0
LKQ CORP COM 501889208 101 3,300 SH   DFND 16 0 3,300 0
LKQ CORP COM 501889208 357 11,660 SH   DFND 18 0 11,660 0
LSB INDS INC COM 502160104 289 34,278 SH   DFND 14 3,708 30,570 0
LTC PPTYS INC COM 502175102 3,177 67,623 SH   DFND 14 6,738 60,885 0
LSC COMMUNICATIONS INC COM 50218P107 83 2,784 SH   DFND 10 2,784 0 0
LSC COMMUNICATIONS INC COM 50218P107 1,324 44,625 SH   DFND 14 3,290 41,335 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 16,449 108,138 SH   DFND 14 36,853 71,285 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 26 170 SH   DFND 16 0 170 0
LA Z BOY INC COM 505336107 13,874 446,820 SH   DFND 14 8,995 437,825 0
LA Z BOY INC COM 505336107 1,391 44,800 SH   DFND 16 0 44,800 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 18,302 142,562 SH   DFND 14 48,653 93,909 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 29 225 SH   DFND 16 0 225 0
LADDER CAP CORP CL A 505743104 3,795 276,575 SH   DFND 14 54,271 222,304 0
LADDER CAP CORP CL A 505743104 151 11,000 SH   DFND 16 0 11,000 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 25 10,402 SH   DFND 14 10,402 0 0
LAKELAND BANCORP INC COM 511637100 3,341 171,336 SH   DFND 14 4,009 167,327 0
LAKELAND BANCORP INC COM 511637100 111 5,700 SH   DFND 16 0 5,700 0
LAKELAND FINL CORP COM 511656100 118 2,494 SH   DFND 10 2,494 0 0
LAKELAND FINL CORP COM 511656100 128 2,698 SH   DFND 14 2,698 0 0
LAM RESEARCH CORP COM 512807108 511 4,830 SH   DFND 10 4,830 0 0
LAM RESEARCH CORP COM 512807108 27,013 255,490 SH   DFND 14 74,829 180,661 0
LAM RESEARCH CORP COM 512807108 38 360 SH   DFND 16 0 360 0
LAMAR ADVERTISING CO NEW CL A 512816109 487 7,240 SH   DFND 10 7,240 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,201 47,599 SH   DFND 14 10,566 37,033 0
LAMB WESTON HLDGS INC COM 513272104 29,632 782,880 SH   DFND 14 177,930 604,950 0
LAMB WESTON HLDGS INC COM 513272104 466 12,300 SH   DFND 16 0 12,300 0
LANCASTER COLONY CORP COM 513847103 8,688 61,448 SH   DFND 14 17,289 44,159 0
LANCASTER COLONY CORP COM 513847103 64 450 SH   DFND 16 0 450 0
LANDEC CORP COM 514766104 184 13,300 SH   DFND 10 13,300 0 0
LANDEC CORP COM 514766104 31 2,214 SH   DFND 14 2,214 0 0
LANDAUER INC COM 51476K103 870 18,094 SH   DFND 14 1,529 16,565 0
LANDSTAR SYS INC COM 515098101 32,353 379,284 SH   DFND 14 68,917 310,367 0
LANDSTAR SYS INC COM 515098101 307 3,600 SH   DFND 16 0 3,600 0
LANNET INC COM 516012101 1,167 52,938 SH   DFND 14 7,898 45,040 0
LAREDO PETROLEUM INC COM 516806106 313 22,161 SH   DFND 14 8,261 13,900 0
LAS VEGAS SANDS CORP COM 517834107 2,191 41,025 SH   DFND 14 34,145 6,880 0
LAS VEGAS SANDS CORP COM 517834107 117 2,198 SH   DFND 18 0 2,198 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 573 18,814 SH   DFND 10 18,814 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 11,517 377,988 SH   DFND 14 21,271 356,717 0
LATTICE SEMICONDUCTOR CORP COM 518415104 91 12,411 SH   DFND 14 12,411 0 0
LAUDER ESTEE COS INC CL A 518439104 23,496 307,179 SH   DFND 14 102,219 204,960 0
LAUDER ESTEE COS INC CL A 518439104 34 450 SH   DFND 16 0 450 0
LAUDER ESTEE COS INC CL A 518439104 115 1,500 SH   DFND 18 0 1,500 0
LEAR CORP COM NEW 521865204 61,899 467,622 SH   DFND 14 26,522 441,100 0
LEAR CORP COM NEW 521865204 1,218 9,200 SH   DFND 16 0 9,200 0
LEGGETT & PLATT INC COM 524660107 10,258 209,860 SH   DFND 14 62,119 147,741 0
LEGGETT & PLATT INC COM 524660107 13 275 SH   DFND 16 0 275 0
LEGACY TEX FINL GROUP INC COM 52471Y106 3,460 80,362 SH   DFND 14 7,882 72,480 0
LEGG MASON INC COM 524901105 1,623 54,269 SH   DFND 14 12,614 41,655 0
LEIDOS HLDGS INC COM 525327102 142 2,786 SH   DFND 10 2,786 0 0
LEIDOS HLDGS INC COM 525327102 30,048 587,563 SH   DFND 14 93,791 493,772 0
LEIDOS HLDGS INC COM 525327102 87 1,700 SH   DFND 16 0 1,700 0
LEMAITRE VASCULAR INC COM 525558201 2,164 85,410 SH   DFND 14 43,710 41,700 0
LEMAITRE VASCULAR INC COM 525558201 251 9,900 SH   DFND 16 0 9,900 0
LENDINGCLUB CORP COM 52603A109 110 20,920 SH   DFND 14 20,920 0 0
LENDINGTREE INC NEW COM 52603B107 1,267 12,505 SH   DFND 14 1,305 11,200 0
LENNAR CORP CL A 526057104 715 16,650 SH   DFND 10 16,650 0 0
LENNAR CORP CL A 526057104 28,337 660,083 SH   DFND 14 125,355 534,728 0
LENNAR CORP CL A 526057104 88 2,050 SH   DFND 16 0 2,050 0
LENNOX INTL INC COM 526107107 251 1,640 SH   DFND 10 1,640 0 0
LENNOX INTL INC COM 526107107 32,742 213,764 SH   DFND 14 43,846 169,918 0
LENNOX INTL INC COM 526107107 181 1,180 SH   DFND 16 0 1,180 0
LEUCADIA NATL CORP COM 527288104 16,667 716,869 SH   DFND 14 309,518 407,351 0
LEUCADIA NATL CORP COM 527288104 16 700 SH   DFND 16 0 700 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 23,012 408,307 SH   DFND 14 135,365 272,942 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 34 600 SH   DFND 16 0 600 0
LEXINGTON REALTY TRUST COM 529043101 203 18,805 SH   DFND 10 18,805 0 0
LEXINGTON REALTY TRUST COM 529043101 28,586 2,646,810 SH   DFND 14 216,520 2,430,290 0
LEXINGTON REALTY TRUST COM 529043101 402 37,200 SH   DFND 16 0 37,200 0
LEXINGTON REALTY TRUST COM 529043101 1,263 116,947 SH   DFND 3 0 116,947 0
LIBBEY INC COM 529898108 215 11,042 SH   DFND 10 11,042 0 0
LIBBEY INC COM 529898108 53 2,712 SH   DFND 14 2,712 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 612 8,450 SH   DFND 14 8,450 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 17,047 853,204 SH   DFND 14 105,117 748,087 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 1,059 53,000 SH   DFND 16 0 53,000 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 72 3,600 SH   DFND 18 0 3,600 0
LIBERTY PPTY TR SH BEN INT 531172104 25,905 655,812 SH   DFND 14 186,750 469,062 0
LIBERTY PPTY TR SH BEN INT 531172104 182 4,600 SH   DFND 16 0 4,600 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 605 17,533 SH   DFND 14 16,153 1,380 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 313 9,218 SH   DFND 14 3,748 5,470 0
LIBERTY MEDIA CORP DELAWARE COM C MEDIA GRP 531229854 531 16,950 SH   DFND 14 16,550 400 0
LIBERTY MEDIA CORP DELAWARE COM A MEDIA GRP 531229870 369 11,777 SH   DFND 14 11,777 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 13,436 892,760 SH   DFND 14 146,360 746,400 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 619 41,100 SH   DFND 16 0 41,100 0
LIFEPOINT HEALTH INC COM 53219L109 16,315 287,242 SH   DFND 14 12,469 274,773 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 307 3,021 SH   DFND 10 3,021 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 6,475 63,727 SH   DFND 14 33,507 30,220 0
LIFE STORAGE INC COM 53223X107 2,334 27,380 SH   DFND 14 6,550 20,830 0
LIFE STORAGE INC COM 53223X107 128 1,500 SH   DFND 3 0 1,500 0
LILLY ELI & CO COM 532457108 103,120 1,402,038 SH   DFND 14 517,299 884,739 0
LILLY ELI & CO COM 532457108 156 2,120 SH   DFND 16 0 2,120 0
LILLY ELI & CO COM 532457108 16,843 229,000 SH   DFND 18 0 229,000 0
LINCOLN ELEC HLDGS INC COM 533900106 7,906 103,121 SH   DFND 14 32,882 70,239 0
LINCOLN NATL CORP IND COM 534187109 1,169 17,640 SH   DFND 10 17,640 0 0
LINCOLN NATL CORP IND COM 534187109 51,669 779,680 SH   DFND 14 139,513 640,167 0
LINCOLN NATL CORP IND COM 534187109 31 471 SH   DFND 16 0 471 0
LINDSAY CORP COM 535555106 59 788 SH   DFND 10 788 0 0
LINDSAY CORP COM 535555106 1,367 18,326 SH   DFND 14 1,749 16,577 0
LINEAR TECHNOLOGY CORP COM 535678106 21,585 346,183 SH   DFND 14 113,086 233,097 0
LINEAR TECHNOLOGY CORP COM 535678106 36 575 SH   DFND 16 0 575 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 128 22,129 SH   DFND 14 6,329 15,800 0
LIQUIDITY SERVICES INC COM 53635B107 85 8,675 SH   DFND 10 8,675 0 0
LIQUIDITY SERVICES INC COM 53635B107 433 44,413 SH   DFND 14 4,273 40,140 0
LITHIA MTRS INC CL A 536797103 312 3,224 SH   DFND 10 3,224 0 0
LITHIA MTRS INC CL A 536797103 7,416 76,591 SH   DFND 14 40,242 36,349 0
LITTELFUSE INC COM 537008104 2,197 14,474 SH   DFND 14 4,224 10,250 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,407 90,479 SH   DFND 14 15,790 74,689 0
LIVEPERSON INC COM 538146101 67 8,834 SH   DFND 10 8,834 0 0
LIVEPERSON INC COM 538146101 744 98,549 SH   DFND 14 7,899 90,650 0
LOCKHEED MARTIN CORP COM 539830109 203,849 815,591 SH   DFND 14 185,793 629,798 0
LOCKHEED MARTIN CORP COM 539830109 1,590 6,360 SH   DFND 16 0 6,360 0
LOEWS CORP COM 540424108 34,381 734,176 SH   DFND 14 146,770 587,406 0
LOEWS CORP COM 540424108 279 5,961 SH   DFND 16 0 5,961 0
LOGMEIN INC COM 54142L109 9,695 100,413 SH   DFND 14 50,733 49,680 0
LOUISIANA PAC CORP COM 546347105 1,751 92,500 SH   DFND 14 24,724 67,776 0
LOWES COS INC COM 548661107 87,072 1,224,292 SH   DFND 14 410,582 813,710 0
LOWES COS INC COM 548661107 138 1,935 SH   DFND 16 0 1,935 0
LOWES COS INC COM 548661107 238 3,350 SH   DFND 18 0 3,350 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 721 45,778 SH   DFND 14 4,096 41,682 0
LUMENTUM HLDGS INC COM 55024U109 5,908 152,854 SH   DFND 14 62,135 90,719 0
LUMINEX CORP DEL COM 55027E102 1,373 67,890 SH   DFND 14 6,870 61,020 0
LUMOS NETWORKS CORP COM 550283105 618 39,541 SH   DFND 14 3,530 36,011 0
LYDALL INC DEL COM 550819106 12,155 196,521 SH   DFND 14 60,550 135,971 0
LYDALL INC DEL COM 550819106 810 13,100 SH   DFND 16 0 13,100 0
M & T BK CORP COM 55261F104 35,415 226,392 SH   DFND 14 72,681 153,711 0
M & T BK CORP COM 55261F104 55 350 SH   DFND 16 0 350 0
MBIA INC COM 55262C100 150 14,035 SH   DFND 14 14,035 0 0
MB FINANCIAL INC NEW COM 55264U108 208 4,400 SH   DFND 10 4,400 0 0
MB FINANCIAL INC NEW COM 55264U108 2,160 45,741 SH   DFND 14 13,890 31,851 0
M D C HLDGS INC COM 552676108 1,812 70,631 SH   DFND 14 7,080 63,551 0
MDU RES GROUP INC COM 552690109 455 15,816 SH   DFND 10 15,816 0 0
MDU RES GROUP INC COM 552690109 44,096 1,532,715 SH   DFND 14 268,696 1,264,019 0
MDU RES GROUP INC COM 552690109 213 7,400 SH   DFND 16 0 7,400 0
MDU RES GROUP INC COM 552690109 242 8,400 SH   DFND 18 0 8,400 0
MFA FINL INC COM 55272X102 473 62,000 SH   DFND 10 62,000 0 0
MFA FINL INC COM 55272X102 3,954 518,259 SH   DFND 14 78,059 440,200 0
MGE ENERGY INC COM 55277P104 326 4,999 SH   DFND 14 3,799 1,200 0
MGIC INVT CORP WIS COM 552848103 17,562 1,723,490 SH   DFND 14 174,990 1,548,500 0
MGM RESORTS INTERNATIONAL COM 552953101 835 28,961 SH   DFND 14 28,361 600 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 49,411 1,952,227 SH   DFND 3 292,946 1,659,281 0
M/I HOMES INC COM 55305B101 1,049 41,664 SH   DFND 14 3,574 38,090 0
MKS INSTRUMENT INC COM 55306N104 5,492 92,463 SH   DFND 14 9,364 83,099 0
MRC GLOBAL INC COM 55345K103 776 38,290 SH   DFND 14 7,590 30,700 0
MSA SAFETY INC COM 553498106 1,403 20,242 SH   DFND 14 6,036 14,206 0
MSC INDL DIRECT INC CL A 553530106 2,415 26,136 SH   DFND 14 6,098 20,038 0
MSC INDL DIRECT INC CL A 553530106 425 4,600 SH   DFND 18 0 4,600 0
MSCI INC COM 55354G100 711 9,020 SH   DFND 10 9,020 0 0
MSCI INC COM 55354G100 29,289 371,788 SH   DFND 14 70,131 301,657 0
MSCI INC COM 55354G100 181 2,300 SH   DFND 16 0 2,300 0
MSG NETWORK INC CL A 553573106 681 31,669 SH   DFND 14 9,269 22,400 0
MTS SYS CORP COM 553777103 1,635 28,842 SH   DFND 14 3,053 25,789 0
MTGE INVT CORP COM 55378A105 6,194 394,542 SH   DFND 14 63,905 330,637 0
MTGE INVT CORP COM 55378A105 133 8,500 SH   DFND 16 0 8,500 0
MYR GROUP INC DEL COM 55405W104 1,258 33,396 SH   DFND 14 7,676 25,720 0
MYR GROUP INC DEL COM 55405W104 11 300 SH   DFND 16 0 300 0
MACERICH CO COM 554382101 12,183 171,983 SH   DFND 14 58,232 113,751 0
MACERICH CO COM 554382101 19 270 SH   DFND 16 0 270 0
MACERICH CO COM 554382101 97,675 1,378,809 SH   DFND 3 146,225 1,232,584 0
MACK CALI RLTY CORP COM 554489104 7,577 261,108 SH   DFND 14 21,851 239,257 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 234 2,870 SH   DFND 14 1,490 1,380 0
MACYS INC COM 55616P104 454 12,680 SH   DFND 10 12,680 0 0
MACYS INC COM 55616P104 125,534 3,505,560 SH   DFND 14 464,851 3,040,709 0
MACYS INC COM 55616P104 1,076 30,049 SH   DFND 16 0 30,049 0
MADDEN STEVEN LTD COM 556269108 6,468 180,916 SH   DFND 14 44,251 136,665 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 215 1,256 SH   DFND 14 1,256 0 0
MAGELLAN HEALTH INC COM NEW 559079207 701 9,310 SH   DFND 10 9,310 0 0
MAGELLAN HEALTH INC COM NEW 559079207 14,771 196,297 SH   DFND 14 37,937 158,360 0
MAGELLAN HEALTH INC COM NEW 559079207 903 12,000 SH   DFND 16 0 12,000 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 5,592 162,547 SH   DFND 14 29,974 132,573 0
MANHATTAN ASSOCS INC COM 562750109 43,838 826,663 SH   DFND 14 195,740 630,923 0
MANHATTAN ASSOCS INC COM 562750109 1,135 21,400 SH   DFND 16 0 21,400 0
MANITOWOC INC COM 563571108 80 13,371 SH   DFND 14 13,371 0 0
MANNING & NAPIER INC CL A 56382Q102 148 19,616 SH   DFND 10 19,616 0 0
MANNING & NAPIER INC CL A 56382Q102 9 1,130 SH   DFND 14 1,130 0 0
MANNKIND CORP COM 56400P201 21 33,710 SH   DFND 14 33,710 0 0
MANPOWERGROUP INC COM 56418H100 41,313 464,868 SH   DFND 14 83,444 381,424 0
MANPOWERGROUP INC COM 56418H100 183 2,060 SH   DFND 16 0 2,060 0
MANTECH INTL CORP CL A 564563104 1,853 43,864 SH   DFND 14 4,205 39,659 0
MARATHON OIL CORP COM 565849106 26,298 1,519,212 SH   DFND 14 424,451 1,094,761 0
MARATHON OIL CORP COM 565849106 29 1,686 SH   DFND 16 0 1,686 0
MARATHON OIL CORP COM 565849106 831 48,000 SH   DFND 18 0 48,000 0
MARATHON PETE CORP COM 56585A102 83,652 1,661,404 SH   DFND 14 566,335 1,095,069 0
MARATHON PETE CORP COM 56585A102 60 1,186 SH   DFND 16 0 1,186 0
MARATHON PETE CORP COM 56585A102 1,359 27,000 SH   DFND 18 0 27,000 0
MARCUS & MILLICHAP INC COM 566324109 5,544 207,490 SH   DFND 14 44,720 162,770 0
MARCUS & MILLICHAP INC COM 566324109 489 18,300 SH   DFND 16 0 18,300 0
MARCUS CORP COM 566330106 1,596 50,661 SH   DFND 14 3,221 47,440 0
MARINEMAX INC COM 567908108 800 41,358 SH   DFND 14 4,058 37,300 0
MARKEL CORP COM 570535104 852 942 SH   DFND 14 927 15 0
MARKETAXESS HLDGS INC COM 57060D108 3,245 22,084 SH   DFND 14 5,084 17,000 0
MARLIN BUSINESS SVCS CORP COM 571157106 1,025 49,021 SH   DFND 14 1,121 47,900 0
MARLIN BUSINESS SVCS CORP COM 571157106 50 2,400 SH   DFND 16 0 2,400 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 723 8,518 SH   DFND 10 8,518 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 3,537 41,691 SH   DFND 14 4,057 37,634 0
MARSH & MCLENNAN COS INC COM 571748102 48,711 720,678 SH   DFND 14 243,873 476,805 0
MARSH & MCLENNAN COS INC COM 571748102 75 1,105 SH   DFND 16 0 1,105 0
MARRIOTT INTL INC NEW CL A 571903202 36,757 444,565 SH   DFND 14 150,607 293,958 0
MARRIOTT INTL INC NEW CL A 571903202 63 757 SH   DFND 16 0 757 0
MARTEN TRANS LTD COM 573075108 964 41,364 SH   DFND 14 3,984 37,380 0
MARTIN MARIETTA MATLS INC COM 573284106 19,966 90,126 SH   DFND 14 30,284 59,842 0
MARTIN MARIETTA MATLS INC COM 573284106 33 150 SH   DFND 16 0 150 0
MARTIN MARIETTA MATLS INC COM 573284106 886 4,000 SH   DFND 18 0 4,000 0
MASCO CORP COM 574599106 1,344 42,520 SH   DFND 10 42,520 0 0
MASCO CORP COM 574599106 14,836 469,203 SH   DFND 14 154,937 314,266 0
MASCO CORP COM 574599106 23 725 SH   DFND 16 0 725 0
MASIMO CORP COM 574795100 1,251 18,568 SH   DFND 10 18,568 0 0
MASIMO CORP COM 574795100 26,436 392,222 SH   DFND 14 81,247 310,975 0
MASIMO CORP COM 574795100 836 12,400 SH   DFND 16 0 12,400 0
MASTEC INC COM 576323109 713 18,634 SH   DFND 10 18,634 0 0
MASTEC INC COM 576323109 3,508 91,723 SH   DFND 14 16,543 75,180 0
MASTERCARD INCORPORATED CL A 57636Q104 418 4,050 SH   DFND 10 4,050 0 0
MASTERCARD INCORPORATED CL A 57636Q104 251,232 2,433,238 SH   DFND 14 683,250 1,749,988 0
MASTERCARD INCORPORATED CL A 57636Q104 680 6,590 SH   DFND 16 0 6,590 0
MATADOR RES CO COM 576485205 291 11,314 SH   DFND 10 11,314 0 0
MATADOR RES CO COM 576485205 196 7,620 SH   DFND 14 7,620 0 0
MATERION CORP COM 576690101 1,356 34,231 SH   DFND 14 3,501 30,730 0
MATRIX SVC CO COM 576853105 3,752 165,302 SH   DFND 14 19,151 146,151 0
MATRIX SVC CO COM 576853105 350 15,400 SH   DFND 16 0 15,400 0
MATSON INC COM 57686G105 9,689 273,765 SH   DFND 14 7,427 266,338 0
MATSON INC COM 57686G105 637 18,000 SH   DFND 16 0 18,000 0
MATTEL INC COM 577081102 12,836 465,909 SH   DFND 14 156,473 309,436 0
MATTEL INC COM 577081102 18 657 SH   DFND 16 0 657 0
MATTEL INC COM 577081102 132 4,800 SH   DFND 18 0 4,800 0
MATTHEWS INTL CORP CL A 577128101 4,270 55,568 SH   DFND 14 5,617 49,951 0
MAXIM INTEGRATED PRODS INC COM 57772K101 963 24,957 SH   DFND 14 17,977 6,980 0
MAXLINEAR INC CL A 57776J100 151 6,927 SH   DFND 10 6,927 0 0
MAXLINEAR INC CL A 57776J100 138 6,331 SH   DFND 14 6,331 0 0
MAXIMUS INC COM 577933104 5,564 99,736 SH   DFND 14 70,762 28,974 0
MCCORMICK & CO INC COM NON VTG 579780206 15,773 169,007 SH   DFND 14 54,061 114,946 0
MCCORMICK & CO INC COM NON VTG 579780206 23 250 SH   DFND 16 0 250 0
MCDERMOTT INTL INC COM 580037109 29,817 4,034,747 SH   DFND 14 811,647 3,223,100 0
MCDERMOTT INTL INC COM 580037109 1,511 204,400 SH   DFND 16 0 204,400 0
MCDONALDS CORP COM 580135101 435 3,575 SH   DFND 10 3,575 0 0
MCDONALDS CORP COM 580135101 326,941 2,686,012 SH   DFND 14 620,038 2,065,974 0
MCDONALDS CORP COM 580135101 1,731 14,225 SH   DFND 16 0 14,225 0
MCDONALDS CORP COM 580135101 353 2,900 SH   DFND 18 0 2,900 0
MCGRATH RENTCORP COM 580589109 257 6,569 SH   DFND 10 6,569 0 0
MCGRATH RENTCORP COM 580589109 1,210 30,867 SH   DFND 14 2,967 27,900 0
MCKESSON CORP COM 58155Q103 63,375 451,229 SH   DFND 14 117,614 333,615 0
MCKESSON CORP COM 58155Q103 71 509 SH   DFND 16 0 509 0
MEAD JOHNSON NUTRITION CO COM 582839106 18,149 256,483 SH   DFND 14 85,657 170,826 0
MEAD JOHNSON NUTRITION CO COM 582839106 30 430 SH   DFND 16 0 430 0
MEDEQUITIES RLTY TR INC COM 58409L306 16 1,440 SH   DFND 14 1,440 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 26,638 2,399,803 SH   DFND 3 306,163 2,093,640 0
MEDIA GEN INC NEW COM 58441K100 230 12,220 SH   DFND 14 12,220 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 937 76,219 SH   DFND 10 76,219 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,905 642,721 SH   DFND 14 52,866 589,855 0
MEDICINES CO COM 584688105 4,044 119,162 SH   DFND 14 11,462 107,700 0
MEDIFAST INC COM 58470H101 261 6,258 SH   DFND 10 6,258 0 0
MEDIFAST INC COM 58470H101 2,851 68,476 SH   DFND 14 24,696 43,780 0
MEDIFAST INC COM 58470H101 308 7,400 SH   DFND 16 0 7,400 0
MEDIDATA SOLUTIONS INC COM 58471A105 7,101 142,960 SH   DFND 14 58,280 84,680 0
MEDNAX INC COM 58502B106 3,616 54,250 SH   DFND 14 12,804 41,446 0
MELCO CROWN ENTMT LTD ADR 585464100 279 17,547 SH   DFND 14 16,806 741 0
MENTOR GRAPHICS CORP COM 587200106 3,661 99,243 SH   DFND 14 50,407 48,836 0
MERCK & CO INC COM 58933Y105 1,299 22,060 SH   DFND 10 22,060 0 0
MERCK & CO INC COM 58933Y105 263,364 4,473,659 SH   DFND 14 1,372,570 3,101,089 0
MERCK & CO INC COM 58933Y105 452 7,686 SH   DFND 16 0 7,686 0
MERCK & CO INC COM 58933Y105 17,655 299,900 SH   DFND 18 0 299,900 0
MERCURY SYS INC COM 589378108 2,106 69,704 SH   DFND 14 6,406 63,298 0
MERCURY GENL CORP NEW COM 589400100 1,626 27,005 SH   DFND 14 4,441 22,564 0
MEREDITH CORP COM 589433101 4,014 67,868 SH   DFND 14 6,763 61,105 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,270 71,751 SH   DFND 14 6,900 64,851 0
MERIT MED SYS INC COM 589889104 3,004 113,352 SH   DFND 14 7,693 105,659 0
MERIT MED SYS INC COM 589889104 570 21,510 SH   DFND 18 0 21,510 0
MERITAGE HOMES CORP COM 59001A102 2,241 64,408 SH   DFND 14 6,350 58,058 0
MERITOR INC COM 59001K100 586 47,212 SH   DFND 14 8,612 38,600 0
METALDYNE PERFORMANCE GROUP COM 59116R107 1,062 46,280 SH   DFND 14 880 45,400 0
METHODE ELECTRS INC COM 591520200 618 14,957 SH   DFND 10 14,957 0 0
METHODE ELECTRS INC COM 591520200 2,705 65,406 SH   DFND 14 6,245 59,161 0
METLIFE INC COM 59156R108 105,024 1,948,854 SH   DFND 14 549,579 1,399,275 0
METLIFE INC COM 59156R108 131 2,435 SH   DFND 16 0 2,435 0
METTLER TOLEDO INTERNATIONAL COM 592688105 15,152 36,201 SH   DFND 14 12,658 23,543 0
METTLER TOLEDO INTERNATIONAL COM 592688105 25 60 SH   DFND 16 0 60 0
MICHAELS COS INC COM 59408Q106 226 11,070 SH   DFND 10 11,070 0 0
MICHAELS COS INC COM 59408Q106 1,315 64,300 SH   DFND 14 2,600 61,700 0
MICROSOFT CORP COM 594918104 1,302 20,950 SH   DFND 10 20,950 0 0
MICROSOFT CORP COM 594918104 948,457 15,263,224 SH   DFND 14 4,305,197 10,958,027 0
MICROSOFT CORP COM 594918104 3,337 53,695 SH   DFND 16 0 53,695 0
MICROSTRATEGY INC CL A NEW 594972408 7,235 36,650 SH   DFND 14 6,940 29,710 0
MICROSTRATEGY INC CL A NEW 594972408 355 1,800 SH   DFND 16 0 1,800 0
MICROCHIP TECHNOLOGY INC COM 595017104 18,795 292,991 SH   DFND 14 99,770 193,221 0
MICROCHIP TECHNOLOGY INC COM 595017104 34 525 SH   DFND 16 0 525 0
MICRON TECHNOLOGY INC COM 595112103 31,050 1,416,521 SH   DFND 14 479,727 936,794 0
MICRON TECHNOLOGY INC COM 595112103 48 2,185 SH   DFND 16 0 2,185 0
MICROSEMI CORP COM 595137100 284 5,253 SH   DFND 10 5,253 0 0
MICROSEMI CORP COM 595137100 3,851 71,362 SH   DFND 14 20,238 51,124 0
MID AMER APT CMNTYS INC COM 59522J103 14,749 150,627 SH   DFND 14 50,553 100,074 0
MID AMER APT CMNTYS INC COM 59522J103 22 220 SH   DFND 16 0 220 0
MIDDLEBY CORP COM 596278101 495 3,840 SH   DFND 14 3,700 140 0
MIDWESTONE FINL GROUP INC NE COM 598511103 1,223 32,532 SH   DFND 14 1,170 31,362 0
MILACRON HLDGS CORP COM 59870L106 439 23,560 SH   DFND 14 860 22,700 0
MILLER HERMAN INC COM 600544100 27,148 793,810 SH   DFND 14 150,562 643,248 0
MILLER HERMAN INC COM 600544100 804 23,500 SH   DFND 16 0 23,500 0
MIMEDX GROUP INC COM 602496101 1,517 171,230 SH   DFND 14 17,760 153,470 0
MINDBODY INC COM CL A 60255W105 286 13,404 SH   DFND 10 13,404 0 0
MINDBODY INC COM CL A 60255W105 20 920 SH   DFND 14 920 0 0
MINERALS TECHNOLOGIES INC COM 603158106 1,717 22,226 SH   DFND 14 6,442 15,784 0
MISTRAS GROUP INC COM 60649T107 1,909 74,349 SH   DFND 14 22,749 51,600 0
MISTRAS GROUP INC COM 60649T107 185 7,200 SH   DFND 16 0 7,200 0
MITCHAM INDS INC COM 606501104 119 28,600 SH   DFND 10 28,600 0 0
MOBILEIRON INC COM NEW 60739U204 95 25,290 SH   DFND 14 4,990 20,300 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,543 279,100 SH   DFND 14 1,900 277,200 0
MOBILE MINI INC COM 60740F105 2,303 76,134 SH   DFND 14 7,705 68,429 0
MODINE MFG CO COM 607828100 2,102 141,076 SH   DFND 14 5,316 135,760 0
MOELIS & CO CL A 60786M105 320 9,452 SH   DFND 10 9,452 0 0
MOELIS & CO CL A 60786M105 656 19,360 SH   DFND 14 1,760 17,600 0
MOHAWK INDS INC COM 608190104 17,701 88,645 SH   DFND 14 30,204 58,441 0
MOHAWK INDS INC COM 608190104 28 140 SH   DFND 16 0 140 0
MOHAWK INDS INC COM 608190104 102 510 SH   DFND 18 0 510 0
MOLINA HEALTHCARE INC COM 60855R100 487 8,981 SH   DFND 10 8,981 0 0
MOLINA HEALTHCARE INC COM 60855R100 4,156 76,594 SH   DFND 14 7,778 68,816 0
MOLSON COORS BREWING CO CL B 60871R209 24,657 253,387 SH   DFND 14 84,518 168,869 0
MOLSON COORS BREWING CO CL B 60871R209 39 400 SH   DFND 16 0 400 0
MOLSON COORS BREWING CO CL B 60871R209 117 1,200 SH   DFND 18 0 1,200 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,627 108,132 SH   DFND 14 9,612 98,520 0
MOMO INC ADR 60879B107 5,018 273,000 SH   DFND 14 0 273,000 0
MONARCH CASINO & RESORT INC COM 609027107 758 29,422 SH   DFND 14 1,187 28,235 0
MONARCH CASINO & RESORT INC COM 609027107 75 2,900 SH   DFND 16 0 2,900 0
MONDELEZ INTL INC CL A 609207105 96,415 2,174,928 SH   DFND 14 726,931 1,447,997 0
MONDELEZ INTL INC CL A 609207105 147 3,315 SH   DFND 16 0 3,315 0
MONDELEZ INTL INC CL A 609207105 315 7,100 SH   DFND 18 0 7,100 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 203 18,720 SH   DFND 14 18,720 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 33,407 3,087,542 SH   DFND 3 435,257 2,652,285 0
MONOLITHIC PWR SYS INC COM 609839105 292 3,565 SH   DFND 10 3,565 0 0
MONOLITHIC PWR SYS INC COM 609839105 19,622 239,499 SH   DFND 14 48,449 191,050 0
MONOLITHIC PWR SYS INC COM 609839105 107 1,300 SH   DFND 16 0 1,300 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,530 127,440 SH   DFND 14 7,110 120,330 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 562 28,300 SH   DFND 16 0 28,300 0
MONRO MUFFLER BRAKE INC COM 610236101 3,183 55,646 SH   DFND 14 5,704 49,942 0
MONSANTO CO NEW COM 61166W101 393 3,740 SH   DFND 10 3,740 0 0
MONSANTO CO NEW COM 61166W101 64,526 613,306 SH   DFND 14 206,245 407,061 0
MONSANTO CO NEW COM 61166W101 101 959 SH   DFND 16 0 959 0
MONSANTO CO NEW COM 61166W101 989 9,400 SH   DFND 18 0 9,400 0
MONSTER BEVERAGE CORP NEW COM 61174X109 24,912 561,836 SH   DFND 14 188,716 373,120 0
MONSTER BEVERAGE CORP NEW COM 61174X109 40 900 SH   DFND 16 0 900 0
MOODYS CORP COM 615369105 22,047 233,867 SH   DFND 14 78,697 155,170 0
MOODYS CORP COM 615369105 35 370 SH   DFND 16 0 370 0
MOOG INC CL A 615394202 3,800 57,858 SH   DFND 14 5,592 52,266 0
MORGAN STANLEY COM NEW 617446448 152,028 3,598,293 SH   DFND 14 864,015 2,734,278 0
MORGAN STANLEY COM NEW 617446448 131 3,106 SH   DFND 16 0 3,106 0
MORNINGSTAR INC COM 617700109 886 12,043 SH   DFND 14 1,343 10,700 0
MOSAIC CO NEW COM 61945C103 14,174 483,273 SH   DFND 14 161,260 322,013 0
MOSAIC CO NEW COM 61945C103 22 750 SH   DFND 16 0 750 0
MOTORCAR PTS AMER INC COM 620071100 864 32,090 SH   DFND 14 3,350 28,740 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 19,397 234,014 SH   DFND 14 80,089 153,925 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 218 2,627 SH   DFND 16 0 2,627 0
MOVADO GROUP INC COM 624580106 477 16,590 SH   DFND 10 16,590 0 0
MOVADO GROUP INC COM 624580106 4,301 149,610 SH   DFND 14 20,287 129,323 0
MOVADO GROUP INC COM 624580106 173 6,000 SH   DFND 16 0 6,000 0
MUELLER INDS INC COM 624756102 453 11,340 SH   DFND 10 11,340 0 0
MUELLER INDS INC COM 624756102 14,446 361,508 SH   DFND 14 143,986 217,522 0
MUELLER INDS INC COM 624756102 935 23,400 SH   DFND 16 0 23,400 0
MUELLER WTR PRODS INC COM SER A 624758108 2,855 214,521 SH   DFND 14 113,821 100,700 0
MULTI COLOR CORP COM 625383104 1,795 23,133 SH   DFND 14 2,523 20,610 0
MURPHY OIL CORP COM 626717102 10,067 323,386 SH   DFND 14 80,642 242,744 0
MURPHY OIL CORP COM 626717102 9 285 SH   DFND 16 0 285 0
MURPHY USA INC COM 626755102 592 9,624 SH   DFND 10 9,624 0 0
MURPHY USA INC COM 626755102 21,753 353,888 SH   DFND 14 73,811 280,077 0
MURPHY USA INC COM 626755102 529 8,600 SH   DFND 16 0 8,600 0
MURPHY USA INC COM 626755102 104 1,700 SH   DFND 18 0 1,700 0
MYERS INDS INC COM 628464109 610 42,682 SH   DFND 14 3,694 38,988 0
MYRIAD GENETICS INC COM 62855J104 258 15,453 SH   DFND 14 6,553 8,900 0
MYRIAD GENETICS INC COM 62855J104 82 4,900 SH   DFND 16 0 4,900 0
NBT BANCORP INC COM 628778102 3,330 79,516 SH   DFND 14 7,726 71,790 0
NCI BUILDING SYS INC COM NEW 628852204 754 48,159 SH   DFND 14 4,759 43,400 0
NCR CORP NEW COM 62886E108 443 10,920 SH   DFND 10 10,920 0 0
NCR CORP NEW COM 62886E108 72,596 1,789,851 SH   DFND 14 218,627 1,571,224 0
NCR CORP NEW COM 62886E108 953 23,500 SH   DFND 16 0 23,500 0
NIC INC COM 62914B100 7,495 313,585 SH   DFND 14 83,625 229,960 0
NIC INC COM 62914B100 645 27,000 SH   DFND 16 0 27,000 0
NN INC COM 629337106 394 20,705 SH   DFND 14 2,605 18,100 0
NRG ENERGY INC COM NEW 629377508 135 11,000 SH   DFND 10 11,000 0 0
NRG ENERGY INC COM NEW 629377508 5,264 429,383 SH   DFND 14 143,054 286,329 0
NRG ENERGY INC COM NEW 629377508 7 600 SH   DFND 16 0 600 0
NRG ENERGY INC COM NEW 629377508 41 3,305 SH   DFND 3 3,305 0 0
NRG YIELD INC CL C 62942X405 6,198 392,260 SH   DFND 14 4,260 388,000 0
NVE CORP COM NEW 629445206 390 5,463 SH   DFND 14 1,963 3,500 0
NVR INC COM 62944T105 32,642 19,558 SH   DFND 14 4,135 15,423 0
NVR INC COM 62944T105 175 105 SH   DFND 16 0 105 0
NACCO INDS INC CL A 629579103 1,633 18,034 SH   DFND 14 11,934 6,100 0
NACCO INDS INC CL A 629579103 154 1,700 SH   DFND 16 0 1,700 0
NANOMETRICS INC COM 630077105 1,144 45,641 SH   DFND 14 3,981 41,660 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 213 9,545 SH   DFND 10 9,545 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 23 1,020 SH   DFND 14 1,020 0 0
NASDAQ INC COM 631103108 10,765 160,390 SH   DFND 14 53,877 106,513 0
NASDAQ INC COM 631103108 15 225 SH   DFND 16 0 225 0
NATERA INC COM 632307104 302 25,820 SH   DFND 14 19,020 6,800 0
NATIONAL BK HLDGS CORP CL A 633707104 4,800 150,510 SH   DFND 14 47,000 103,510 0
NATIONAL BK HLDGS CORP CL A 633707104 198 6,200 SH   DFND 16 0 6,200 0
NATIONAL BEVERAGE CORP COM 635017106 1,154 22,599 SH   DFND 14 14,399 8,200 0
NATIONAL BEVERAGE CORP COM 635017106 404 7,900 SH   DFND 16 0 7,900 0
NATIONAL HEALTHCARE CORP COM 635906100 2,652 34,986 SH   DFND 14 16,586 18,400 0
NATIONAL FUEL GAS CO N J COM 636180101 9,269 163,650 SH   DFND 14 11,480 152,170 0
NATIONAL GEN HLDGS CORP COM 636220303 4,566 182,720 SH   DFND 14 23,910 158,810 0
NATIONAL GEN HLDGS CORP COM 636220303 395 15,800 SH   DFND 16 0 15,800 0
NATIONAL HEALTH INVS INC COM 63633D104 334 4,499 SH   DFND 14 4,499 0 0
NATIONAL INSTRS CORP COM 636518102 1,882 61,058 SH   DFND 14 13,950 47,108 0
NATIONAL INSTRS CORP COM 636518102 262 8,500 SH   DFND 18 0 8,500 0
NATIONAL OILWELL VARCO INC COM 637071101 24,932 665,924 SH   DFND 14 189,368 476,556 0
NATIONAL OILWELL VARCO INC COM 637071101 30 795 SH   DFND 16 0 795 0
NATIONAL PRESTO INDS INC COM 637215104 916 8,606 SH   DFND 14 924 7,682 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,344 120,916 SH   DFND 14 19,267 101,649 0
NATIONAL RETAIL PPTYS INC COM 637417106 33,361 754,765 SH   DFND 3 112,244 642,521 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 4,039 12,997 SH   DFND 14 297 12,700 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 19 60 SH   DFND 16 0 60 0
NAVIGATORS GROUP INC COM 638904102 361 3,069 SH   DFND 10 3,069 0 0
NAVIGATORS GROUP INC COM 638904102 5,167 43,884 SH   DFND 14 2,115 41,769 0
NATUS MEDICAL INC DEL COM 639050103 2,544 73,111 SH   DFND 14 14,739 58,372 0
NAUTILUS INC COM 63910B102 988 53,390 SH   DFND 14 5,460 47,930 0
NAVISTAR INTL CORP NEW COM 63934E108 210 6,681 SH   DFND 14 6,681 0 0
NAVIGANT CONSULTING INC COM 63935N107 5,582 213,211 SH   DFND 14 7,954 205,257 0
NAVIENT CORP COM 63938C108 362 22,010 SH   DFND 10 22,010 0 0
NAVIENT CORP COM 63938C108 18,380 1,118,709 SH   DFND 14 167,223 951,486 0
NAVIENT CORP COM 63938C108 8 500 SH   DFND 16 0 500 0
NEENAH PAPER INC COM 640079109 3,902 45,800 SH   DFND 14 19,743 26,057 0
NEKTAR THERAPEUTICS COM 640268108 3,182 259,353 SH   DFND 14 23,243 236,110 0
NELNET INC CL A 64031N108 19,929 392,689 SH   DFND 14 68,059 324,630 0
NELNET INC CL A 64031N108 305 6,000 SH   DFND 16 0 6,000 0
NEOGEN CORP COM 640491106 4,385 66,445 SH   DFND 14 6,334 60,111 0
NEOGENOMICS INC COM NEW 64049M209 131 15,329 SH   DFND 10 15,329 0 0
NEOGENOMICS INC COM NEW 64049M209 58 6,750 SH   DFND 14 6,750 0 0
NEOPHOTONICS CORP COM 64051T100 1,976 182,760 SH   DFND 14 67,560 115,200 0
NETAPP INC COM 64110D104 13,692 388,208 SH   DFND 14 127,777 260,431 0
NETAPP INC COM 64110D104 21 600 SH   DFND 16 0 600 0
NETFLIX INC COM 64110L106 139,249 1,124,787 SH   DFND 14 242,607 882,180 0
NETFLIX INC COM 64110L106 117 945 SH   DFND 16 0 945 0
NETFLIX INC COM 64110L106 99 800 SH   DFND 18 0 800 0
NETEASE INC SPONSORED ADR 64110W102 620 2,880 SH   DFND 10 2,880 0 0
NETEASE INC SPONSORED ADR 64110W102 31,967 148,448 SH   DFND 14 1,600 146,848 0
NETEASE INC SPONSORED ADR 64110W102 1,873 8,700 SH   DFND 16 0 8,700 0
NETEASE INC SPONSORED ADR 64110W102 920 4,270 SH   DFND 18 0 4,270 0
NETGEAR INC COM 64111Q104 163 2,994 SH   DFND 10 2,994 0 0
NETGEAR INC COM 64111Q104 28,728 528,570 SH   DFND 14 163,607 364,963 0
NETGEAR INC COM 64111Q104 1,011 18,600 SH   DFND 16 0 18,600 0
NETSCOUT SYS INC COM 64115T104 1,800 57,136 SH   DFND 14 16,146 40,990 0
NETSCOUT SYS INC COM 64115T104 344 10,930 SH   DFND 18 0 10,930 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 2,851 73,670 SH   DFND 14 73,670 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,444 166,500 SH   DFND 18 0 166,500 0
NEUSTAR INC CL A 64126X201 6,457 193,338 SH   DFND 14 9,277 184,061 0
NEW JERSEY RES COM 646025106 2,668 75,154 SH   DFND 14 15,790 59,364 0
NEW MEDIA INVT GROUP INC COM 64704V106 4,610 288,275 SH   DFND 14 49,055 239,220 0
NEW MEDIA INVT GROUP INC COM 64704V106 448 28,000 SH   DFND 16 0 28,000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 16,624 394,866 SH   DFND 14 2,800 392,066 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 838 19,900 SH   DFND 16 0 19,900 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 623 14,800 SH   DFND 18 0 14,800 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 11,003 699,967 SH   DFND 14 32,750 667,217 0
NEW SR INVT GROUP INC COM 648691103 856 87,423 SH   DFND 14 8,523 78,900 0
NEW YORK CMNTY BANCORP INC COM 649445103 13,561 852,356 SH   DFND 14 108,641 743,715 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,094 165,780 SH   DFND 14 11,780 154,000 0
NEW YORK REIT INC COM 64976L109 184 18,190 SH   DFND 14 18,190 0 0
NEW YORK REIT INC COM 64976L109 17,643 1,743,383 SH   DFND 3 246,051 1,497,332 0
NEW YORK TIMES CO CL A 650111107 1,453 109,271 SH   DFND 14 21,511 87,760 0
NEWELL BRANDS INC COM 651229106 29,460 659,811 SH   DFND 14 227,114 432,697 0
NEWELL BRANDS INC COM 651229106 48 1,086 SH   DFND 16 0 1,086 0
NEWFIELD EXPL CO COM 651290108 105,273 2,599,345 SH   DFND 14 305,756 2,293,589 0
NEWFIELD EXPL CO COM 651290108 1,195 29,510 SH   DFND 16 0 29,510 0
NEWMARKET CORP COM 651587107 2,493 5,881 SH   DFND 14 1,321 4,560 0
NEWMONT MINING CORP COM 651639106 136,373 4,002,733 SH   DFND 14 647,489 3,355,244 0
NEWMONT MINING CORP COM 651639106 1,149 33,725 SH   DFND 16 0 33,725 0
NEWMONT MINING CORP COM 651639106 1,090 32,000 SH   DFND 18 0 32,000 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,075 143,279 SH   DFND 14 13,259 130,020 0
NEWS CORP NEW CL A 65249B109 10,876 949,004 SH   DFND 14 282,746 666,258 0
NEWS CORP NEW CL A 65249B109 9 777 SH   DFND 16 0 777 0
NEWS CORP NEW CL B 65249B208 1,634 138,512 SH   DFND 14 41,600 96,912 0
NEWS CORP NEW CL B 65249B208 2 200 SH   DFND 16 0 200 0
NEXTERA ENERGY INC COM 65339F101 80,728 675,778 SH   DFND 14 219,559 456,219 0
NEXTERA ENERGY INC COM 65339F101 122 1,020 SH   DFND 16 0 1,020 0
NEXTERA ENERGY INC COM 65339F101 478 4,000 SH   DFND 18 0 4,000 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,671 119,570 SH   DFND 14 58,750 60,820 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 449 20,100 SH   DFND 16 0 20,100 0
NIKE INC CL B 654106103 94,226 1,853,757 SH   DFND 14 626,070 1,227,687 0
NIKE INC CL B 654106103 147 2,900 SH   DFND 16 0 2,900 0
NIKE INC CL B 654106103 259 5,100 SH   DFND 18 0 5,100 0
NISOURCE INC COM 65473P105 10,000 451,683 SH   DFND 14 146,597 305,086 0
NISOURCE INC COM 65473P105 14 650 SH   DFND 16 0 650 0
NOBLE ENERGY INC COM 655044105 39,642 1,041,571 SH   DFND 14 230,157 811,414 0
NOBLE ENERGY INC COM 655044105 1,340 35,200 SH   DFND 16 0 35,200 0
NOBLE ENERGY INC COM 655044105 872 22,900 SH   DFND 18 0 22,900 0
NORDSON CORP COM 655663102 27,731 247,486 SH   DFND 14 56,777 190,709 0
NORDSON CORP COM 655663102 154 1,370 SH   DFND 16 0 1,370 0
NORDSON CORP COM 655663102 558 4,980 SH   DFND 18 0 4,980 0
NORDSTROM INC COM 655664100 16,495 344,151 SH   DFND 14 61,557 282,594 0
NORDSTROM INC COM 655664100 13 280 SH   DFND 16 0 280 0
NORFOLK SOUTHERN CORP COM 655844108 44,076 407,848 SH   DFND 14 138,358 269,490 0
NORFOLK SOUTHERN CORP COM 655844108 69 640 SH   DFND 16 0 640 0
NORFOLK SOUTHERN CORP COM 655844108 443 4,100 SH   DFND 18 0 4,100 0
NORTHERN OIL & GAS INC NEV COM 665531109 200 72,729 SH   DFND 14 8,449 64,280 0
NORTHERN TR CORP COM 665859104 26,597 298,671 SH   DFND 14 100,436 198,235 0
NORTHERN TR CORP COM 665859104 41 460 SH   DFND 16 0 460 0
NORTHFIELD BANCORP INC DEL COM 66611T108 136 6,819 SH   DFND 10 6,819 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,521 76,179 SH   DFND 14 6,949 69,230 0
NORTHROP GRUMMAN CORP COM 666807102 1,584 6,810 SH   DFND 10 6,810 0 0
NORTHROP GRUMMAN CORP COM 666807102 161,217 693,169 SH   DFND 14 159,650 533,519 0
NORTHROP GRUMMAN CORP COM 666807102 1,325 5,696 SH   DFND 16 0 5,696 0
NORTHSTAR RLTY FIN CORP COM 66704R803 462 30,479 SH   DFND 14 10,579 19,900 0
NORTHSTAR RLTY FIN CORP COM 66704R803 1,008 66,538 SH   DFND 3 0 66,538 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 159 10,659 SH   DFND 14 10,659 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 278 22,101 SH   DFND 14 6,901 15,200 0
NORTHWEST BANCSHARES INC MD COM 667340103 3,112 172,608 SH   DFND 14 16,278 156,330 0
NORTHWEST NAT GAS CO COM 667655104 2,945 49,249 SH   DFND 14 4,950 44,299 0
NORTHWESTERN CORP COM NEW 668074305 806 14,167 SH   DFND 10 14,167 0 0
NORTHWESTERN CORP COM NEW 668074305 5,917 104,051 SH   DFND 14 9,931 94,120 0
NOVAVAX INC COM 670002104 37 29,623 SH   DFND 14 29,623 0 0
NOW INC COM 67011P100 1,361 66,507 SH   DFND 14 18,711 47,796 0
NU SKIN ENTERPRISES INC CL A 67018T105 366 7,652 SH   DFND 14 4,152 3,500 0
NUANCE COMMUNICATIONS INC COM 67020Y100 794 53,300 SH   DFND 10 53,300 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 6,191 415,480 SH   DFND 14 16,080 399,400 0
NUCOR CORP COM 670346105 64,067 1,076,396 SH   DFND 14 206,911 869,485 0
NUCOR CORP COM 670346105 496 8,325 SH   DFND 16 0 8,325 0
NUCOR CORP COM 670346105 1,113 18,700 SH   DFND 18 0 18,700 0
NVIDIA CORP COM 67066G104 84,124 788,124 SH   DFND 14 246,480 541,644 0
NVIDIA CORP COM 67066G104 126 1,176 SH   DFND 16 0 1,176 0
NUTRI SYS INC NEW COM 67069D108 10,253 295,897 SH   DFND 14 80,069 215,828 0
NUVASIVE INC COM 670704105 150 2,226 SH   DFND 10 2,226 0 0
NUVASIVE INC COM 670704105 2,114 31,377 SH   DFND 14 8,957 22,420 0
NUVASIVE INC COM 670704105 6,258 92,900 SH   DFND 18 0 92,900 0
NXSTAGE MEDICAL INC COM 67072V103 185 7,047 SH   DFND 10 7,047 0 0
NXSTAGE MEDICAL INC COM 67072V103 2,114 80,670 SH   DFND 14 6,976 73,694 0
NXSTAGE MEDICAL INC COM 67072V103 218 8,300 SH   DFND 16 0 8,300 0
NXSTAGE MEDICAL INC COM 67072V103 4,528 172,756 SH   DFND 18 0 172,756 0
OGE ENERGY CORP COM 670837103 8,934 267,076 SH   DFND 14 95,670 171,406 0
OGE ENERGY CORP COM 670837103 74 2,200 SH   DFND 16 0 2,200 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 36,827 132,277 SH   DFND 14 45,007 87,270 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 61 220 SH   DFND 16 0 220 0
OFG BANCORP COM 67103X102 3,825 291,974 SH   DFND 14 91,274 200,700 0
OSI SYSTEMS INC COM 671044105 2,401 31,539 SH   DFND 14 3,289 28,250 0
OASIS PETE INC NEW COM 674215108 9,993 660,023 SH   DFND 14 21,023 639,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 89,238 1,252,812 SH   DFND 14 378,011 874,801 0
OCCIDENTAL PETE CORP DEL COM 674599105 118 1,660 SH   DFND 16 0 1,660 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,282 18,000 SH   DFND 18 0 18,000 0
OCEANEERING INTL INC COM 675232102 2,226 78,906 SH   DFND 14 12,412 66,494 0
OCLARO INC COM NEW 67555N206 187 20,940 SH   DFND 14 11,640 9,300 0
OCWEN FINL CORP COM NEW 675746309 63 11,611 SH   DFND 14 11,611 0 0
OFFICE DEPOT INC COM 676220106 15,777 3,490,390 SH   DFND 14 397,085 3,093,305 0
OIL STS INTL INC COM 678026105 1,254 32,144 SH   DFND 14 9,248 22,896 0
OLD DOMINION FGHT LINES INC COM 679580100 271 3,156 SH   DFND 10 3,156 0 0
OLD DOMINION FGHT LINES INC COM 679580100 7,172 83,602 SH   DFND 14 11,717 71,885 0
OLD NATL BANCORP IND COM 680033107 20,620 1,136,086 SH   DFND 14 22,856 1,113,230 0
OLD REP INTL CORP COM 680223104 36,773 1,935,438 SH   DFND 14 371,279 1,564,159 0
OLD REP INTL CORP COM 680223104 167 8,800 SH   DFND 16 0 8,800 0
OLD SECOND BANCORP INC ILL COM 680277100 61 5,540 SH   DFND 14 1,940 3,600 0
OLD SECOND BANCORP INC ILL COM 680277100 104 9,400 SH   DFND 16 0 9,400 0
OLIN CORP COM PAR $1 680665205 2,656 103,702 SH   DFND 14 30,229 73,473 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 188 6,612 SH   DFND 10 6,612 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2,225 78,190 SH   DFND 14 5,070 73,120 0
OLYMPIC STEEL INC COM 68162K106 274 11,327 SH   DFND 10 11,327 0 0
OLYMPIC STEEL INC COM 68162K106 615 25,380 SH   DFND 14 1,780 23,600 0
OMNICOM GROUP INC COM 681919106 28,257 332,000 SH   DFND 14 111,210 220,790 0
OMNICOM GROUP INC COM 681919106 44 520 SH   DFND 16 0 520 0
OMEGA HEALTHCARE INVS INC COM 681936100 30,455 974,243 SH   DFND 14 127,928 846,315 0
OMEGA HEALTHCARE INVS INC COM 681936100 44 1,400 SH   DFND 16 0 1,400 0
OMEGA HEALTHCARE INVS INC COM 681936100 843 26,962 SH   DFND 3 0 26,962 0
OMEGA PROTEIN CORP COM 68210P107 564 22,500 SH   DFND 14 2,400 20,100 0
OMNICELL INC COM 68213N109 2,136 63,005 SH   DFND 14 6,221 56,784 0
ON ASSIGNMENT INC COM 682159108 5,023 113,747 SH   DFND 14 14,753 98,994 0
ON SEMICONDUCTOR CORP COM 682189105 314 24,574 SH   DFND 14 24,574 0 0
ONE GAS INC COM 68235P108 2,985 46,662 SH   DFND 14 9,570 37,092 0
1 800 FLOWERS COM CL A 68243Q106 2,909 271,875 SH   DFND 14 79,375 192,500 0
ONEOK INC NEW COM 682680103 17,239 300,275 SH   DFND 14 97,034 203,241 0
ONEOK INC NEW COM 682680103 24 420 SH   DFND 16 0 420 0
ONEOK INC NEW COM 682680103 534 9,300 SH   DFND 18 0 9,300 0
OPKO HEALTH INC COM 68375N103 215 23,111 SH   DFND 14 23,111 0 0
OPKO HEALTH INC COM 68375N103 233 25,000 SH   DFND 18 0 25,000 0
ORACLE CORP COM 68389X105 350,157 9,106,804 SH   DFND 14 2,207,505 6,899,299 0
ORACLE CORP COM 68389X105 2,370 61,649 SH   DFND 16 0 61,649 0
OPUS BK IRVINE CALIF COM 684000102 3,587 119,360 SH   DFND 14 2,240 117,120 0
OPUS BK IRVINE CALIF COM 684000102 90 3,000 SH   DFND 16 0 3,000 0
ORASURE TECHNOLOGIES INC COM 68554V108 1,718 195,692 SH   DFND 14 107,392 88,300 0
ORASURE TECHNOLOGIES INC COM 68554V108 225 25,600 SH   DFND 16 0 25,600 0
ORBCOMM INC COM 68555P100 533 64,500 SH   DFND 10 64,500 0 0
ORBCOMM INC COM 68555P100 52 6,246 SH   DFND 14 6,246 0 0
ORBITAL ATK INC COM 68557N103 7,932 90,416 SH   DFND 14 61,460 28,956 0
ORCHID IS CAP INC COM 68571X103 361 33,370 SH   DFND 14 1,570 31,800 0
ORION ENERGY SYSTEMS INC COM 686275108 199 91,900 SH   DFND 10 91,900 0 0
ORION GROUP HOLDINGS INC COM 68628V308 475 47,708 SH   DFND 14 5,038 42,670 0
ORITANI FINL CORP DEL COM 68633D103 221 11,811 SH   DFND 10 11,811 0 0
ORITANI FINL CORP DEL COM 68633D103 3,521 187,812 SH   DFND 14 6,580 181,232 0
ORMAT TECHNOLOGIES INC COM 686688102 1,833 34,187 SH   DFND 14 5,587 28,600 0
ORMAT TECHNOLOGIES INC COM 686688102 547 10,200 SH   DFND 16 0 10,200 0
OSHKOSH CORP COM 688239201 19,505 301,883 SH   DFND 14 22,960 278,923 0
OSHKOSH CORP COM 688239201 52 800 SH   DFND 16 0 800 0
OUTFRONT MEDIA INC COM 69007J106 3,735 150,172 SH   DFND 14 61,472 88,700 0
OUTFRONT MEDIA INC COM 69007J106 167 6,700 SH   DFND 16 0 6,700 0
OVERSTOCK COM INC DEL COM 690370101 70 4,019 SH   DFND 10 4,019 0 0
OVERSTOCK COM INC DEL COM 690370101 115 6,544 SH   DFND 14 1,544 5,000 0
OWENS & MINOR INC NEW COM 690732102 687 19,454 SH   DFND 10 19,454 0 0
OWENS & MINOR INC NEW COM 690732102 2,159 61,165 SH   DFND 14 11,309 49,856 0
OWENS & MINOR INC NEW COM 690732102 421 11,940 SH   DFND 18 0 11,940 0
OWENS CORNING NEW COM 690742101 11,646 225,875 SH   DFND 14 19,575 206,300 0
OWENS ILL INC COM NEW 690768403 48,663 2,795,095 SH   DFND 14 269,644 2,525,451 0
OWENS ILL INC COM NEW 690768403 562 32,300 SH   DFND 16 0 32,300 0
OXFORD INDS INC COM 691497309 3,675 61,111 SH   DFND 14 37,919 23,192 0
PBF ENERGY INC CL A 69318G106 579 20,770 SH   DFND 14 5,270 15,500 0
PC CONNECTION INC COM 69318J100 2,814 100,194 SH   DFND 14 33,394 66,800 0
PC CONNECTION INC COM 69318J100 96 3,400 SH   DFND 16 0 3,400 0
PC-TEL INC COM 69325Q105 274 51,000 SH   DFND 10 51,000 0 0
PC-TEL INC COM 69325Q105 8 1,400 SH   DFND 14 1,400 0 0
PDC ENERGY INC COM 69327R101 6,962 95,916 SH   DFND 14 9,622 86,294 0
PDF SOLUTIONS INC COM 693282105 460 20,387 SH   DFND 10 20,387 0 0
PDF SOLUTIONS INC COM 693282105 69 3,059 SH   DFND 14 3,059 0 0
PDL BIOPHARMA INC COM 69329Y104 1,938 914,054 SH   DFND 14 199,054 715,000 0
PDL BIOPHARMA INC COM 69329Y104 86 40,800 SH   DFND 16 0 40,800 0
PG&E CORP COM 69331C108 1,080 17,770 SH   DFND 10 17,770 0 0
PG&E CORP COM 69331C108 42,907 706,055 SH   DFND 14 238,308 467,747 0
PG&E CORP COM 69331C108 69 1,140 SH   DFND 16 0 1,140 0
PG&E CORP COM 69331C108 468 7,700 SH   DFND 18 0 7,700 0
PHI INC COM NON VTG 69336T205 783 43,425 SH   DFND 14 1,310 42,115 0
PHI INC COM NON VTG 69336T205 61 3,400 SH   DFND 16 0 3,400 0
PGT INNOVATIONS INC COM 69336V101 952 83,140 SH   DFND 14 7,600 75,540 0
PNC FINL SVCS GROUP INC COM 693475105 485 4,150 SH   DFND 10 4,150 0 0
PNC FINL SVCS GROUP INC COM 693475105 243,882 2,085,175 SH   DFND 14 458,056 1,627,119 0
PNC FINL SVCS GROUP INC COM 693475105 1,809 15,465 SH   DFND 16 0 15,465 0
PNM RES INC COM 69349H107 2,353 68,605 SH   DFND 14 33,208 35,397 0
PPG INDS INC COM 693506107 78,077 823,945 SH   DFND 14 286,294 537,651 0
PPG INDS INC COM 693506107 54 570 SH   DFND 16 0 570 0
PPG INDS INC COM 693506107 891 9,400 SH   DFND 18 0 9,400 0
PPL CORP COM 69351T106 510 14,970 SH   DFND 10 14,970 0 0
PPL CORP COM 69351T106 168,947 4,961,746 SH   DFND 14 792,539 4,169,207 0
PPL CORP COM 69351T106 1,248 36,650 SH   DFND 16 0 36,650 0
PRA HEALTH SCIENCES INC COM 69354M108 7,907 143,450 SH   DFND 14 32,200 111,250 0
PRA HEALTH SCIENCES INC COM 69354M108 728 13,200 SH   DFND 16 0 13,200 0
PRA GROUP INC COM 69354N106 253 6,459 SH   DFND 10 6,459 0 0
PRA GROUP INC COM 69354N106 4,484 114,689 SH   DFND 14 7,777 106,912 0
PS BUSINESS PKS INC CALIF COM 69360J107 597 5,120 SH   DFND 10 5,120 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,006 34,379 SH   DFND 14 4,087 30,292 0
PVH CORP COM 693656100 516 5,720 SH   DFND 10 5,720 0 0
PVH CORP COM 693656100 37,846 419,390 SH   DFND 14 82,473 336,917 0
PVH CORP COM 693656100 15 170 SH   DFND 16 0 170 0
PTC INC COM 69370C100 3,145 67,973 SH   DFND 14 15,712 52,261 0
PTC INC COM 69370C100 301 6,510 SH   DFND 18 0 6,510 0
PACCAR INC COM 693718108 56,795 888,804 SH   DFND 14 196,740 692,064 0
PACCAR INC COM 693718108 52 820 SH   DFND 16 0 820 0
PACIFIC CONTINENTAL CORP COM 69412V108 181 8,302 SH   DFND 14 2,202 6,100 0
PACIFIC CONTINENTAL CORP COM 69412V108 44 2,000 SH   DFND 16 0 2,000 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 305 32,123 SH   DFND 14 32,123 0 0
PACKAGING CORP AMER COM 695156109 56,654 667,935 SH   DFND 14 102,992 564,943 0
PACKAGING CORP AMER COM 695156109 679 8,000 SH   DFND 16 0 8,000 0
PACWEST BANCORP DEL COM 695263103 3,787 69,554 SH   DFND 14 15,796 53,758 0
PALO ALTO NETWORKS INC COM 697435105 355 2,840 SH   DFND 14 2,710 130 0
PANERA BREAD CO CL A 69840W108 24,583 119,865 SH   DFND 14 19,725 100,140 0
PANERA BREAD CO CL A 69840W108 119 580 SH   DFND 16 0 580 0
PAPA JOHNS INTL INC COM 698813102 911 10,645 SH   DFND 10 10,645 0 0
PAPA JOHNS INTL INC COM 698813102 10,583 123,662 SH   DFND 14 59,404 64,258 0
PAPA JOHNS INTL INC COM 698813102 779 9,100 SH   DFND 16 0 9,100 0
PARAMOUNT GROUP INC COM 69924R108 2,090 130,700 SH   DFND 14 12,300 118,400 0
PARAMOUNT GROUP INC COM 69924R108 588 36,800 SH   DFND 16 0 36,800 0
PAREXEL INTL CORP COM 699462107 213 3,239 SH   DFND 10 3,239 0 0
PAREXEL INTL CORP COM 699462107 2,205 33,559 SH   DFND 14 9,644 23,915 0
PARK ELECTROCHEMICAL CORP COM 700416209 110 5,892 SH   DFND 10 5,892 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 608 32,607 SH   DFND 14 3,465 29,142 0
PARK NATL CORP COM 700658107 209 1,748 SH   DFND 14 1,748 0 0
PARKER DRILLING CO COM 701081101 29 11,137 SH   DFND 14 11,137 0 0
PARKER HANNIFIN CORP COM 701094104 343 2,450 SH   DFND 10 2,450 0 0
PARKER HANNIFIN CORP COM 701094104 27,669 197,634 SH   DFND 14 63,123 134,511 0
PARKER HANNIFIN CORP COM 701094104 574 4,102 SH   DFND 16 0 4,102 0
PARKWAY INC COM 70156Q107 501 22,524 SH   DFND 10 22,524 0 0
PARKWAY INC COM 70156Q107 1,856 83,409 SH   DFND 14 8,224 75,185 0
PARSLEY ENERGY INC CL A 701877102 366 10,400 SH   DFND 14 10,300 100 0
PARTY CITY HOLDCO INC COM 702149105 823 57,980 SH   DFND 14 3,080 54,900 0
PATRICK INDS INC COM 703343103 685 8,973 SH   DFND 10 8,973 0 0
PATRICK INDS INC COM 703343103 10,577 138,620 SH   DFND 14 40,130 98,490 0
PATTERSON COMPANIES INC COM 703395103 4,685 114,175 SH   DFND 14 38,603 75,572 0
PATTERSON COMPANIES INC COM 703395103 7 175 SH   DFND 16 0 175 0
PATTERSON COMPANIES INC COM 703395103 295 7,200 SH   DFND 18 0 7,200 0
PATTERSON UTI ENERGY INC COM 703481101 359 13,330 SH   DFND 10 13,330 0 0
PATTERSON UTI ENERGY INC COM 703481101 2,294 85,229 SH   DFND 14 19,335 65,894 0
PAYCHEX INC COM 704326107 26,983 443,208 SH   DFND 14 149,708 293,500 0
PAYCHEX INC COM 704326107 41 675 SH   DFND 16 0 675 0
PAYCOM SOFTWARE INC COM 70432V102 707 15,540 SH   DFND 14 5,940 9,600 0
PAYPAL HLDGS INC COM 70450Y103 430 10,900 SH   DFND 10 10,900 0 0
PAYPAL HLDGS INC COM 70450Y103 60,856 1,541,825 SH   DFND 14 526,033 1,015,792 0
PAYPAL HLDGS INC COM 70450Y103 96 2,425 SH   DFND 16 0 2,425 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 2,591 83,909 SH   DFND 14 2,030 81,879 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 216 7,000 SH   DFND 16 0 7,000 0
PEBBLEBROOK HOTEL TR COM 70509V100 290 9,738 SH   DFND 14 9,738 0 0
PEGASYSTEMS INC COM 705573103 231 6,430 SH   DFND 14 4,230 2,200 0
PENDRELL CORP CL A NEW 70686R302 378 56,010 SH   DFND 10 56,010 0 0
PENDRELL CORP CL A NEW 70686R302 0 70 SH   DFND 14 70 0 0
PENN NATL GAMING INC COM 707569109 2,363 171,384 SH   DFND 14 8,484 162,900 0
PENNEY J C INC COM 708160106 1,475 177,442 SH   DFND 14 40,203 137,239 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,275 119,976 SH   DFND 14 12,516 107,460 0
PENNYMAC MTG INVT TR COM 70931T103 7,343 448,580 SH   DFND 14 158,080 290,500 0
PENNYMAC MTG INVT TR COM 70931T103 719 43,900 SH   DFND 16 0 43,900 0
PENNYMAC FINL SVCS INC CL A 70932B101 1,195 71,755 SH   DFND 14 910 70,845 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 25,056 483,330 SH   DFND 14 32,566 450,764 0
PENUMBRA INC COM 70975L107 180 2,824 SH   DFND 10 2,824 0 0
PENUMBRA INC COM 70975L107 110 1,730 SH   DFND 14 1,730 0 0
PEOPLES BANCORP INC COM 709789101 204 6,284 SH   DFND 14 1,484 4,800 0
PEOPLES BANCORP INC COM 709789101 94 2,900 SH   DFND 16 0 2,900 0
PEOPLES UNITED FINANCIAL INC COM 712704105 9,735 502,862 SH   DFND 14 138,701 364,161 0
PEOPLES UNITED FINANCIAL INC COM 712704105 10 500 SH   DFND 16 0 500 0
PEPSICO INC COM 713448108 453 4,330 SH   DFND 10 4,330 0 0
PEPSICO INC COM 713448108 447,517 4,277,135 SH   DFND 14 1,008,775 3,268,360 0
PEPSICO INC COM 713448108 2,798 26,739 SH   DFND 16 0 26,739 0
PEPSICO INC COM 713448108 534 5,100 SH   DFND 18 0 5,100 0
PERFICIENT INC COM 71375U101 1,116 63,818 SH   DFND 14 6,130 57,688 0
PERFORMANCE FOOD GROUP CO COM 71377A103 727 30,310 SH   DFND 14 3,310 27,000 0
PERKINELMER INC COM 714046109 7,847 150,473 SH   DFND 14 50,929 99,544 0
PERKINELMER INC COM 714046109 10 200 SH   DFND 16 0 200 0
PETMED EXPRESS INC COM 716382106 811 35,134 SH   DFND 14 3,351 31,783 0
PFENEX INC COM 717071104 10 1,150 SH   DFND 14 1,150 0 0
PFENEX INC COM 717071104 133 14,620 SH   DFND 18 0 14,620 0
PFIZER INC COM 717081103 3,081 94,870 SH   DFND 10 94,870 0 0
PFIZER INC COM 717081103 448,388 13,805,053 SH   DFND 14 3,572,969 10,232,084 0
PFIZER INC COM 717081103 2,457 75,633 SH   DFND 16 0 75,633 0
PFIZER INC COM 717081103 17,832 549,000 SH   DFND 18 0 549,000 0
PHARMERICA CORP COM 71714F104 655 26,034 SH   DFND 10 26,034 0 0
PHARMERICA CORP COM 71714F104 2,815 111,929 SH   DFND 14 64,736 47,193 0
PHARMATHENE INC COM 71714G102 101 31,220 SH   DFND 14 4,920 26,300 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,397 47,680 SH   DFND 14 2,860 44,820 0
PHILIP MORRIS INTL INC COM 718172109 184,525 2,016,890 SH   DFND 14 728,461 1,288,429 0
PHILIP MORRIS INTL INC COM 718172109 307 3,355 SH   DFND 16 0 3,355 0
PHILIP MORRIS INTL INC COM 718172109 531 5,800 SH   DFND 18 0 5,800 0
PHILLIPS 66 COM 718546104 743 8,600 SH   DFND 10 8,600 0 0
PHILLIPS 66 COM 718546104 195,856 2,266,587 SH   DFND 14 377,938 1,888,649 0
PHILLIPS 66 COM 718546104 1,572 18,196 SH   DFND 16 0 18,196 0
PHILLIPS 66 COM 718546104 1,106 12,800 SH   DFND 18 0 12,800 0
PHOTRONICS INC COM 719405102 147 13,013 SH   DFND 10 13,013 0 0
PHOTRONICS INC COM 719405102 3,440 304,461 SH   DFND 14 6,761 297,700 0
PHYSICIANS RLTY TR COM 71943U104 263 13,860 SH   DFND 14 13,860 0 0
PHYSICIANS RLTY TR COM 71943U104 42,138 2,222,452 SH   DFND 3 309,003 1,913,449 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 416 19,896 SH   DFND 10 19,896 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 10,778 515,437 SH   DFND 14 56,037 459,400 0
PILGRIMS PRIDE CORP NEW COM 72147K108 333 17,530 SH   DFND 10 17,530 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 8,336 438,945 SH   DFND 14 28,345 410,600 0
PINNACLE FINL PARTNERS INC COM 72346Q104 5,204 75,088 SH   DFND 14 7,737 67,351 0
PINNACLE WEST CAP CORP COM 723484101 12,257 157,087 SH   DFND 14 52,163 104,924 0
PINNACLE WEST CAP CORP COM 723484101 18 225 SH   DFND 16 0 225 0
PINNACLE FOODS INC DEL COM 72348P104 203 3,790 SH   DFND 14 3,790 0 0
PINNACLE FOODS INC DEL COM 72348P104 199 3,730 SH   DFND 18 0 3,730 0
PINNACLE ENTMT INC NEW COM 72348Y105 574 39,567 SH   DFND 14 39,567 0 0
PIONEER ENERGY SVCS CORP COM 723664108 272 39,777 SH   DFND 10 39,777 0 0
PIONEER ENERGY SVCS CORP COM 723664108 878 128,169 SH   DFND 14 11,193 116,976 0
PIONEER NAT RES CO COM 723787107 42,304 234,929 SH   DFND 14 80,112 154,817 0
PIONEER NAT RES CO COM 723787107 69 385 SH   DFND 16 0 385 0
PIONEER NAT RES CO COM 723787107 1,495 8,300 SH   DFND 18 0 8,300 0
PIPER JAFFRAY COS COM 724078100 586 8,082 SH   DFND 10 8,082 0 0
PIPER JAFFRAY COS COM 724078100 19,287 266,027 SH   DFND 14 12,201 253,826 0
PITNEY BOWES INC COM 724479100 765 50,375 SH   DFND 10 50,375 0 0
PITNEY BOWES INC COM 724479100 8,789 578,616 SH   DFND 14 112,614 466,002 0
PITNEY BOWES INC COM 724479100 5 350 SH   DFND 16 0 350 0
PLANET FITNESS INC CL A 72703H101 276 13,715 SH   DFND 10 13,715 0 0
PLANET FITNESS INC CL A 72703H101 64 3,180 SH   DFND 14 3,180 0 0
PLANTRONICS INC NEW COM 727493108 22,996 419,940 SH   DFND 14 114,085 305,855 0
PLANTRONICS INC NEW COM 727493108 1,161 21,200 SH   DFND 16 0 21,200 0
PLEXUS CORP COM 729132100 3,115 57,635 SH   DFND 14 5,699 51,936 0
PLUG POWER INC COM NEW 72919P202 17 14,420 SH   DFND 14 14,420 0 0
POLARIS INDS INC COM 731068102 3,813 46,279 SH   DFND 14 8,198 38,081 0
POLYONE CORP COM 73179P106 18,703 583,743 SH   DFND 14 179,976 403,767 0
POLYONE CORP COM 73179P106 429 13,400 SH   DFND 16 0 13,400 0
POLYONE CORP COM 73179P106 340 10,600 SH   DFND 18 0 10,600 0
POOL CORPORATION COM 73278L105 26,532 254,288 SH   DFND 14 50,322 203,966 0
POOL CORPORATION COM 73278L105 153 1,470 SH   DFND 16 0 1,470 0
POPEYES LA KITCHEN INC COM 732872106 2,177 35,995 SH   DFND 14 3,805 32,190 0
POPULAR INC COM NEW 733174700 6,680 152,445 SH   DFND 14 43,995 108,450 0
POPULAR INC COM NEW 733174700 517 11,800 SH   DFND 16 0 11,800 0
PORTLAND GEN ELEC CO COM NEW 736508847 482 11,129 SH   DFND 14 9,729 1,400 0
PORTOLA PHARMACEUTICALS INC COM 737010108 110 4,910 SH   DFND 14 4,910 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 6,458 287,800 SH   DFND 18 0 287,800 0
POST HLDGS INC COM 737446104 12,156 151,218 SH   DFND 14 28,270 122,948 0
POST HLDGS INC COM 737446104 64 800 SH   DFND 16 0 800 0
POTLATCH CORP NEW COM 737630103 1,135 27,242 SH   DFND 14 7,213 20,029 0
POWELL INDS INC COM 739128106 573 14,697 SH   DFND 14 1,525 13,172 0
POWER INTEGRATIONS INC COM 739276103 11,144 164,243 SH   DFND 14 45,613 118,630 0
POWER INTEGRATIONS INC COM 739276103 787 11,600 SH   DFND 16 0 11,600 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 3,576 185,500 SH   DFND 14 0 185,500 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 5,373 278,700 SH   DFND 16 0 278,700 0
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 811 51,200 SH   DFND 18 0 51,200 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 1,426 61,055 SH   DFND 18 0 61,055 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 5,110 359,093 SH   DFND 14 0 359,093 0
PRAXAIR INC COM 74005P104 47,792 407,815 SH   DFND 14 133,121 274,694 0
PRAXAIR INC COM 74005P104 74 630 SH   DFND 16 0 630 0
PRAXAIR INC COM 74005P104 668 5,700 SH   DFND 18 0 5,700 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 4,912 93,705 SH   DFND 14 4,000 89,705 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 204 3,900 SH   DFND 16 0 3,900 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 19,952 382,955 SH   DFND 14 121,095 261,860 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 854 16,400 SH   DFND 16 0 16,400 0
PRICE T ROWE GROUP INC COM 74144T108 27,017 358,978 SH   DFND 14 117,108 241,870 0
PRICE T ROWE GROUP INC COM 74144T108 37 497 SH   DFND 16 0 497 0
PRICELINE GRP INC COM NEW 741503403 557 380 SH   DFND 10 380 0 0
PRICELINE GRP INC COM NEW 741503403 100,978 68,877 SH   DFND 14 23,481 45,396 0
PRICELINE GRP INC COM NEW 741503403 174 119 SH   DFND 16 0 119 0
PRICELINE GRP INC COM NEW 741503403 301 205 SH   DFND 18 0 205 0
PRIMERICA INC COM 74164M108 2,110 30,513 SH   DFND 14 10,043 20,470 0
PRINCIPAL FINL GROUP INC COM 74251V102 54,458 941,206 SH   DFND 14 163,269 777,937 0
PRINCIPAL FINL GROUP INC COM 74251V102 33 575 SH   DFND 16 0 575 0
PROASSURANCE CORP COM 74267C106 5,503 97,910 SH   DFND 14 6,956 90,954 0
PROCTER AND GAMBLE CO COM 742718109 355 4,225 SH   DFND 10 4,225 0 0
PROCTER AND GAMBLE CO COM 742718109 401,310 4,772,959 SH   DFND 14 1,391,787 3,381,172 0
PROCTER AND GAMBLE CO COM 742718109 490 5,832 SH   DFND 16 0 5,832 0
PROCTER AND GAMBLE CO COM 742718109 723 8,600 SH   DFND 18 0 8,600 0
PRIVATEBANCORP INC COM 742962103 2,717 50,143 SH   DFND 14 14,705 35,438 0
PROGRESS SOFTWARE CORP COM 743312100 7,739 242,373 SH   DFND 14 21,717 220,656 0
PROGRESSIVE CORP OHIO COM 743315103 29,227 823,300 SH   DFND 14 268,146 555,154 0
PROGRESSIVE CORP OHIO COM 743315103 45 1,275 SH   DFND 16 0 1,275 0
PROLOGIS INC COM 74340W103 76,930 1,457,284 SH   DFND 14 304,374 1,152,910 0
PROLOGIS INC COM 74340W103 373 7,068 SH   DFND 16 0 7,068 0
PROLOGIS INC COM 74340W103 45,052 853,418 SH   DFND 3 126,082 727,336 0
PROOFPOINT INC COM 743424103 137 1,937 SH   DFND 10 1,937 0 0
PROOFPOINT INC COM 743424103 232 3,290 SH   DFND 14 3,290 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 129 15,500 SH   DFND 14 15,500 0 0
PROSPERITY BANCSHARES INC COM 743606105 27,194 378,846 SH   DFND 14 33,591 345,255 0
PROSPERITY BANCSHARES INC COM 743606105 72 1,000 SH   DFND 16 0 1,000 0
PROTO LABS INC COM 743713109 2,114 41,160 SH   DFND 14 3,520 37,640 0
PROVIDENCE SVC CORP COM 743815102 2,052 53,927 SH   DFND 14 12,827 41,100 0
PROVIDENCE SVC CORP COM 743815102 274 7,200 SH   DFND 16 0 7,200 0
PROVIDENT FINL SVCS INC COM 74386T105 13,333 471,145 SH   DFND 14 23,595 447,550 0
PRUDENTIAL FINL INC COM 744320102 67,574 649,379 SH   DFND 14 243,473 405,906 0
PRUDENTIAL FINL INC COM 744320102 2,023 19,440 SH   DFND 16 0 19,440 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 163,534 3,726,848 SH   DFND 14 629,912 3,096,936 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 906 20,650 SH   DFND 16 0 20,650 0
PUBLIC STORAGE COM 74460D109 46,724 209,057 SH   DFND 14 71,176 137,881 0
PUBLIC STORAGE COM 74460D109 75 335 SH   DFND 16 0 335 0
PUBLIC STORAGE COM 74460D109 40,505 181,229 SH   DFND 3 20,281 160,948 0
PULTE GROUP INC COM 745867101 776 42,200 SH   DFND 10 42,200 0 0
PULTE GROUP INC COM 745867101 16,218 882,390 SH   DFND 14 188,932 693,458 0
PULTE GROUP INC COM 745867101 12 633 SH   DFND 16 0 633 0
QCR HOLDINGS INC COM 74727A104 927 21,400 SH   DFND 14 1,500 19,900 0
QCR HOLDINGS INC COM 74727A104 234 5,400 SH   DFND 16 0 5,400 0
QUAD / GRAPHICS INC COM CL A 747301109 523 19,463 SH   DFND 10 19,463 0 0
QUAD / GRAPHICS INC COM CL A 747301109 4,318 160,646 SH   DFND 14 3,275 157,371 0
QUAKER CHEM CORP COM 747316107 3,439 26,882 SH   DFND 14 5,505 21,377 0
QEP RES INC COM 74733V100 43,001 2,335,730 SH   DFND 14 359,548 1,976,182 0
QEP RES INC COM 74733V100 272 14,800 SH   DFND 16 0 14,800 0
QORVO INC COM 74736K101 9,054 171,701 SH   DFND 14 54,773 116,928 0
QORVO INC COM 74736K101 16 300 SH   DFND 16 0 300 0
QORVO INC COM 74736K101 223 4,220 SH   DFND 18 0 4,220 0
QUALCOMM INC COM 747525103 325,610 4,994,024 SH   DFND 14 1,024,420 3,969,604 0
QUALCOMM INC COM 747525103 1,421 21,800 SH   DFND 16 0 21,800 0
QUALITY CARE PPTYS INC COM 747545101 1,086 70,035 SH   DFND 14 13,257 56,778 0
QUALITY SYS INC COM 747582104 333 25,327 SH   DFND 10 25,327 0 0
QUALITY SYS INC COM 747582104 1,388 105,540 SH   DFND 14 7,560 97,980 0
QUALYS INC COM 74758T303 1,652 52,210 SH   DFND 14 5,030 47,180 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,182 58,226 SH   DFND 14 5,517 52,709 0
QUANTA SVCS INC COM 74762E102 562 16,126 SH   DFND 10 16,126 0 0
QUANTA SVCS INC COM 74762E102 7,140 204,879 SH   DFND 14 66,984 137,895 0
QUANTA SVCS INC COM 74762E102 9 250 SH   DFND 16 0 250 0
QUEST DIAGNOSTICS INC COM 74834L100 20,240 220,239 SH   DFND 14 64,198 156,041 0
QUEST DIAGNOSTICS INC COM 74834L100 25 275 SH   DFND 16 0 275 0
QUINSTREET INC COM 74874Q100 231 61,324 SH   DFND 14 6,934 54,390 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 1,142 15,021 SH   DFND 14 8,653 6,368 0
QUORUM HEALTH CORP COM 74909E106 364 50,093 SH   DFND 14 4,963 45,130 0
QUOTIENT TECHNOLOGY INC COM 749119103 97 8,978 SH   DFND 10 8,978 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 52 4,840 SH   DFND 14 4,840 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,327 394,966 SH   DFND 14 21,547 373,419 0
RAIT FINANCIAL TRUST COM NEW 749227609 66 19,700 SH   DFND 16 0 19,700 0
RLI CORP COM 749607107 4,582 72,584 SH   DFND 14 7,164 65,420 0
RLJ LODGING TR COM 74965L101 16,886 689,490 SH   DFND 14 26,990 662,500 0
RPC INC COM 749660106 261 13,180 SH   DFND 10 13,180 0 0
RPC INC COM 749660106 77 3,910 SH   DFND 14 3,910 0 0
RMR GROUP INC CL A 74967R106 365 9,237 SH   DFND 14 1,337 7,900 0
RMR GROUP INC CL A 74967R106 182 4,600 SH   DFND 16 0 4,600 0
RPM INTL INC COM 749685103 30,878 573,619 SH   DFND 14 102,147 471,472 0
RPM INTL INC COM 749685103 118 2,200 SH   DFND 16 0 2,200 0
RPX CORP COM 74972G103 211 19,554 SH   DFND 10 19,554 0 0
RPX CORP COM 74972G103 1,178 109,106 SH   DFND 14 4,377 104,729 0
RSP PERMIAN INC COM 74978Q105 667 14,940 SH   DFND 14 12,440 2,500 0
RADIAN GROUP INC COM 750236101 39,884 2,218,267 SH   DFND 14 370,161 1,848,106 0
RADIAN GROUP INC COM 750236101 1,336 74,300 SH   DFND 16 0 74,300 0
RADIUS HEALTH INC COM NEW 750469207 180 4,745 SH   DFND 10 4,745 0 0
RADIUS HEALTH INC COM NEW 750469207 87 2,290 SH   DFND 14 2,290 0 0
RADNET INC COM 750491102 88 13,710 SH   DFND 14 3,910 9,800 0
RAMBUS INC DEL COM 750917106 2,569 186,581 SH   DFND 14 16,931 169,650 0
RAMBUS INC DEL COM 750917106 140 10,140 SH   DFND 18 0 10,140 0
RALPH LAUREN CORP CL A 751212101 11,187 123,855 SH   DFND 14 29,979 93,876 0
RALPH LAUREN CORP CL A 751212101 12 132 SH   DFND 16 0 132 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 748 45,116 SH   DFND 14 45,116 0 0
RANGE RES CORP COM 75281A109 8,441 245,651 SH   DFND 14 83,867 161,784 0
RANGE RES CORP COM 75281A109 14 400 SH   DFND 16 0 400 0
RAVEN INDS INC COM 754212108 1,565 62,094 SH   DFND 14 6,174 55,920 0
RAYMOND JAMES FINANCIAL INC COM 754730109 100,558 1,451,679 SH   DFND 14 193,889 1,257,790 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,378 19,900 SH   DFND 16 0 19,900 0
RAYONIER INC COM 754907103 16,913 635,826 SH   DFND 14 167,159 468,667 0
RAYONIER INC COM 754907103 247 9,300 SH   DFND 16 0 9,300 0
RAYONIER ADVANCED MATLS INC COM 75508B104 4,450 287,843 SH   DFND 14 154,296 133,547 0
RAYTHEON CO COM NEW 755111507 58,989 415,414 SH   DFND 14 138,992 276,422 0
RAYTHEON CO COM NEW 755111507 91 639 SH   DFND 16 0 639 0
RBC BEARINGS INC COM 75524B104 233 2,514 SH   DFND 14 2,514 0 0
RE MAX HLDGS INC CL A 75524W108 1,810 32,330 SH   DFND 14 5,000 27,330 0
REALNETWORKS INC COM NEW 75605L708 604 124,300 SH   DFND 10 124,300 0 0
REALNETWORKS INC COM NEW 75605L708 14 2,954 SH   DFND 14 2,954 0 0
REALPAGE INC COM 75606N109 336 11,211 SH   DFND 10 11,211 0 0
REALPAGE INC COM 75606N109 167 5,579 SH   DFND 14 5,579 0 0
REALTY INCOME CORP COM 756109104 22,056 383,724 SH   DFND 14 119,916 263,808 0
REALTY INCOME CORP COM 756109104 30 530 SH   DFND 16 0 530 0
RED HAT INC COM 756577102 24,039 344,896 SH   DFND 14 84,488 260,408 0
RED HAT INC COM 756577102 25 360 SH   DFND 16 0 360 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 371 6,571 SH   DFND 10 6,571 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,259 22,327 SH   DFND 14 2,364 19,963 0
REDWOOD TR INC COM 758075402 5,416 356,092 SH   DFND 14 7,192 348,900 0
REDWOOD TR INC COM 758075402 325 21,400 SH   DFND 16 0 21,400 0
REGAL BELOIT CORP COM 758750103 156 2,257 SH   DFND 10 2,257 0 0
REGAL BELOIT CORP COM 758750103 41,832 604,075 SH   DFND 14 81,418 522,657 0
REGAL BELOIT CORP COM 758750103 173 2,500 SH   DFND 16 0 2,500 0
REGENCY CTRS CORP COM 758849103 4,241 61,504 SH   DFND 14 14,750 46,754 0
REGENCY CTRS CORP COM 758849103 29,152 422,799 SH   DFND 3 62,587 360,212 0
REGENERON PHARMACEUTICALS COM 75886F107 38,519 104,932 SH   DFND 14 35,608 69,324 0
REGENERON PHARMACEUTICALS COM 75886F107 62 170 SH   DFND 16 0 170 0
REGIS CORP MINN COM 758932107 881 60,680 SH   DFND 14 6,823 53,857 0
REGIONAL MGMT CORP COM 75902K106 124 4,713 SH   DFND 10 4,713 0 0
REGIONAL MGMT CORP COM 75902K106 385 14,640 SH   DFND 14 1,040 13,600 0
REGIONS FINL CORP NEW COM 7591EP100 58,407 4,067,344 SH   DFND 14 763,223 3,304,121 0
REGIONS FINL CORP NEW COM 7591EP100 38 2,616 SH   DFND 16 0 2,616 0
REINSURANCE GROUP AMER INC COM NEW 759351604 40,852 324,661 SH   DFND 14 36,086 288,575 0
REINSURANCE GROUP AMER INC COM NEW 759351604 172 1,370 SH   DFND 16 0 1,370 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 55,277 694,960 SH   DFND 14 105,263 589,697 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 175 2,200 SH   DFND 16 0 2,200 0
REPLIGEN CORP COM 759916109 415 13,478 SH   DFND 10 13,478 0 0
REPLIGEN CORP COM 759916109 1,784 57,890 SH   DFND 14 5,710 52,180 0
RENT A CTR INC NEW COM 76009N100 281 24,960 SH   DFND 10 24,960 0 0
RENT A CTR INC NEW COM 76009N100 2,064 183,435 SH   DFND 14 8,907 174,528 0
REPUBLIC BANCORP KY CL A 760281204 950 24,017 SH   DFND 14 12,567 11,450 0
REPUBLIC BANCORP KY CL A 760281204 103 2,600 SH   DFND 16 0 2,600 0
REPUBLIC SVCS INC COM 760759100 18,581 325,702 SH   DFND 14 109,791 215,911 0
REPUBLIC SVCS INC COM 760759100 29 501 SH   DFND 16 0 501 0
RESMED INC COM 761152107 5,099 82,175 SH   DFND 14 18,882 63,293 0
RESOURCE CAP CORP COM NEW 76120W708 456 54,752 SH   DFND 14 3,602 51,150 0
RESOURCE CAP CORP COM NEW 76120W708 42 5,100 SH   DFND 16 0 5,100 0
RESOURCES CONNECTION INC COM 76122Q105 1,391 72,258 SH   DFND 14 5,208 67,050 0
RESTORATION HARDWARE HLDGS I COM 761283100 698 22,730 SH   DFND 14 5,910 16,820 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 3,980 188,371 SH   DFND 14 19,821 168,550 0
RETAIL PPTYS AMER INC CL A 76131V202 241 15,700 SH   DFND 14 15,700 0 0
RETAIL PPTYS AMER INC CL A 76131V202 66,613 4,345,267 SH   DFND 3 633,306 3,711,961 0
RETAILMENOT INC COM SER 1 76132B106 325 34,968 SH   DFND 10 34,968 0 0
RETAILMENOT INC COM SER 1 76132B106 3,331 358,170 SH   DFND 14 101,670 256,500 0
RETAILMENOT INC COM SER 1 76132B106 396 42,600 SH   DFND 16 0 42,600 0
REX AMERICAN RESOURCES CORP COM 761624105 519 5,254 SH   DFND 10 5,254 0 0
REX AMERICAN RESOURCES CORP COM 761624105 5,318 53,853 SH   DFND 14 26,903 26,950 0
REX AMERICAN RESOURCES CORP COM 761624105 642 6,500 SH   DFND 16 0 6,500 0
REXNORD CORP NEW COM 76169B102 3,257 166,270 SH   DFND 14 22,870 143,400 0
REXNORD CORP NEW COM 76169B102 427 21,800 SH   DFND 16 0 21,800 0
REXFORD INDL RLTY INC COM 76169C100 148 6,400 SH   DFND 14 6,400 0 0
REXFORD INDL RLTY INC COM 76169C100 48,548 2,093,510 SH   DFND 3 306,082 1,787,428 0
REYNOLDS AMERICAN INC COM 761713106 53,662 957,565 SH   DFND 14 390,116 567,449 0
REYNOLDS AMERICAN INC COM 761713106 102 1,814 SH   DFND 16 0 1,814 0
REYNOLDS AMERICAN INC COM 761713106 219 3,900 SH   DFND 18 0 3,900 0
RICE ENERGY INC COM 762760106 253 11,854 SH   DFND 10 11,854 0 0
RICE ENERGY INC COM 762760106 17,256 808,266 SH   DFND 14 50,366 757,900 0
RICE ENERGY INC COM 762760106 307 14,400 SH   DFND 16 0 14,400 0
RITCHIE BROS AUCTIONEERS COM 767744105 294 8,646 SH   DFND 10 8,646 0 0
RITE AID CORP COM 767754104 545 66,194 SH   DFND 14 64,894 1,300 0
RITE AID CORP COM 767754104 59 7,100 SH   DFND 18 0 7,100 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 4,344 418,091 SH   DFND 14 4,851 413,240 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 411 39,600 SH   DFND 16 0 39,600 0
ROBERT HALF INTL INC COM 770323103 8,779 179,978 SH   DFND 14 60,857 119,121 0
ROBERT HALF INTL INC COM 770323103 12 250 SH   DFND 16 0 250 0
ROCKWELL AUTOMATION INC COM 773903109 1,402 10,430 SH   DFND 10 10,430 0 0
ROCKWELL AUTOMATION INC COM 773903109 25,652 190,864 SH   DFND 14 61,017 129,847 0
ROCKWELL AUTOMATION INC COM 773903109 38 280 SH   DFND 16 0 280 0
ROCKWELL COLLINS INC COM 774341101 16,854 181,696 SH   DFND 14 61,721 119,975 0
ROCKWELL COLLINS INC COM 774341101 28 300 SH   DFND 16 0 300 0
ROGERS CORP COM 775133101 2,409 31,359 SH   DFND 14 3,343 28,016 0
ROLLINS INC COM 775711104 1,903 56,334 SH   DFND 14 13,663 42,671 0
ROPER TECHNOLOGIES INC COM 776696106 26,061 142,347 SH   DFND 14 47,323 95,024 0
ROPER TECHNOLOGIES INC COM 776696106 40 220 SH   DFND 16 0 220 0
ROSETTA STONE INC COM 777780107 581 65,200 SH   DFND 10 65,200 0 0
ROSETTA STONE INC COM 777780107 13 1,460 SH   DFND 14 1,460 0 0
ROSS STORES INC COM 778296103 449 6,850 SH   DFND 10 6,850 0 0
ROSS STORES INC COM 778296103 155,331 2,367,846 SH   DFND 14 456,300 1,911,546 0
ROSS STORES INC COM 778296103 1,397 21,300 SH   DFND 16 0 21,300 0
ROYAL BANK OF CANADA NOTE4.650% 1/ 780082AD5 5,325 5,000,000 SH   DFND 3 0 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE8.625%12/ 780097BB6 19,814 19,425,000 SH   DFND 3 0 0 0
ROYAL GOLD INC COM 780287108 3,091 48,793 SH   DFND 14 8,917 39,876 0
RUBICON PROJ INC COM 78112V102 558 75,210 SH   DFND 14 3,210 72,000 0
RUBY TUESDAY INC COM 781182100 327 101,174 SH   DFND 14 9,555 91,619 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,218 52,170 SH   DFND 14 4,798 47,372 0
RUSH ENTERPRISES INC CL A 781846209 3,583 112,313 SH   DFND 14 2,913 109,400 0
RUTHS HOSPITALITY GROUP INC COM 783332109 6,149 336,028 SH   DFND 14 80,495 255,533 0
RUTHS HOSPITALITY GROUP INC COM 783332109 304 16,600 SH   DFND 16 0 16,600 0
RYANAIR HLDGS PLC SPONSORED ADR N 783513203 321 3,850 SH   DFND 18 0 3,850 0
RYDER SYS INC COM 783549108 16,459 221,105 SH   DFND 14 40,621 180,484 0
RYDER SYS INC COM 783549108 11 150 SH   DFND 16 0 150 0
RYERSON HLDG CORP COM 783754104 1,752 131,210 SH   DFND 14 79,710 51,500 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 53,464 848,499 SH   DFND 14 224,659 623,840 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,361 21,600 SH   DFND 16 0 21,600 0
S & T BANCORP INC COM 783859101 6,905 176,858 SH   DFND 14 6,045 170,813 0
SBA COMMUNICATIONS CORP COM 78388J106 836 8,100 SH   DFND 14 7,930 170 0
S&P GLOBAL INC COM 78409V104 39,559 367,856 SH   DFND 14 123,210 244,646 0
S&P GLOBAL INC COM 78409V104 62 575 SH   DFND 16 0 575 0
SEI INVESTMENTS CO COM 784117103 8,162 165,356 SH   DFND 14 38,605 126,751 0
SEI INVESTMENTS CO COM 784117103 39 800 SH   DFND 16 0 800 0
SJW GROUP COM 784305104 3,279 58,568 SH   DFND 14 22,878 35,690 0
SJW GROUP COM 784305104 207 3,700 SH   DFND 16 0 3,700 0
SL GREEN RLTY CORP COM 78440X101 15,230 141,606 SH   DFND 14 47,544 94,062 0
SL GREEN RLTY CORP COM 78440X101 24 220 SH   DFND 16 0 220 0
SL GREEN RLTY CORP COM 78440X101 9,736 90,525 SH   DFND 3 13,261 77,264 0
SLM CORP COM 78442P106 17,149 1,556,165 SH   DFND 14 271,190 1,284,975 0
SLM CORP COM 78442P106 67 6,100 SH   DFND 16 0 6,100 0
SM ENERGY CO COM 78454L100 21,993 637,841 SH   DFND 14 92,172 545,669 0
SM ENERGY CO COM 78454L100 121 3,500 SH   DFND 16 0 3,500 0
SM ENERGY CO COM 78454L100 248 7,200 SH   DFND 18 0 7,200 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 93,698 419,176 SH   DFND 10 419,176 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 357,468 1,599,194 SH   DFND 14 240,150 1,359,044 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 391 1,750 SH   DFND 16 0 1,750 0
SPX CORP COM 784635104 11,431 481,931 SH   DFND 14 249,803 232,128 0
SPS COMM INC COM 78463M107 2,148 30,739 SH   DFND 14 3,229 27,510 0
SPS COMM INC COM 78463M107 210 3,000 SH   DFND 16 0 3,000 0
SPDR INDEX SHS FDS STOXX EUR 50 ET 78463X103 900 30,100 SH   DFND 18 0 30,100 0
SPDR SERIES TRUST BLMBRG BRC CNVR 78464A359 29,123 637,952 SH   DFND 14 0 637,952 0
SPDR SERIES TRUST BLMBRG BRC CNVR 78464A359 347 7,605 SH   DFND 18 0 7,605 0
SPDR SERIES TRUST BLOOMBERG BRCLY 78464A417 4,647 127,500 SH   DFND 14 0 127,500 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 642 7,500 SH   DFND 14 0 7,500 0
SPX FLOW INC COM 78469X107 4,092 127,631 SH   DFND 14 28,353 99,278 0
SVB FINL GROUP COM 78486Q101 5,289 30,809 SH   DFND 14 7,009 23,800 0
SABRA HEALTH CARE REIT INC COM 78573L106 547 22,381 SH   DFND 10 22,381 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,251 133,135 SH   DFND 14 15,865 117,270 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,505 61,615 SH   DFND 3 0 61,615 0
SABRE CORP COM 78573M104 305 12,240 SH   DFND 14 11,900 340 0
SAFETY INS GROUP INC COM 78648T100 318 4,314 SH   DFND 10 4,314 0 0
SAFETY INS GROUP INC COM 78648T100 1,821 24,704 SH   DFND 14 2,575 22,129 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 386 7,674 SH   DFND 14 564 7,110 0
SAGE THERAPEUTICS INC COM 78667J108 217 4,256 SH   DFND 10 4,256 0 0
SAGE THERAPEUTICS INC COM 78667J108 161 3,158 SH   DFND 14 3,158 0 0
SAIA INC COM 78709Y105 1,916 43,398 SH   DFND 14 4,438 38,960 0
ST JUDE MED INC COM 790849103 31,523 393,103 SH   DFND 14 134,422 258,681 0
ST JUDE MED INC COM 790849103 47 590 SH   DFND 16 0 590 0
SALESFORCE COM INC COM 79466L302 60,117 878,133 SH   DFND 14 297,996 580,137 0
SALESFORCE COM INC COM 79466L302 93 1,360 SH   DFND 16 0 1,360 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,936 111,135 SH   DFND 14 16,273 94,862 0
SANDERSON FARMS INC COM 800013104 1,333 14,142 SH   DFND 10 14,142 0 0
SANDERSON FARMS INC COM 800013104 64,349 682,825 SH   DFND 14 112,483 570,342 0
SANDERSON FARMS INC COM 800013104 1,282 13,600 SH   DFND 16 0 13,600 0
SANDY SPRING BANCORP INC COM 800363103 2,920 73,026 SH   DFND 14 22,718 50,308 0
SANMINA CORPORATION COM 801056102 729 19,887 SH   DFND 10 19,887 0 0
SANMINA CORPORATION COM 801056102 36,975 1,008,879 SH   DFND 14 148,155 860,724 0
SANMINA CORPORATION COM 801056102 759 20,700 SH   DFND 16 0 20,700 0
SAP SE SPON ADR 803054204 422 4,880 SH   DFND 10 4,880 0 0
SAUL CTRS INC COM 804395101 1,428 21,440 SH   DFND 14 2,050 19,390 0
SCANA CORP NEW COM 80589M102 15,754 214,985 SH   DFND 14 66,709 148,276 0
SCANA CORP NEW COM 80589M102 26 360 SH   DFND 16 0 360 0
SCANSOURCE INC COM 806037107 673 16,668 SH   DFND 10 16,668 0 0
SCANSOURCE INC COM 806037107 6,657 164,979 SH   DFND 14 4,106 160,873 0
SCANSOURCE INC COM 806037107 202 5,000 SH   DFND 16 0 5,000 0
SCHEIN HENRY INC COM 806407102 17,136 112,951 SH   DFND 14 38,579 74,372 0
SCHEIN HENRY INC COM 806407102 29 190 SH   DFND 16 0 190 0
SCHLUMBERGER LTD COM 806857108 180,539 2,150,551 SH   DFND 14 668,964 1,481,587 0
SCHLUMBERGER LTD COM 806857108 258 3,075 SH   DFND 16 0 3,075 0
SCHNITZER STL INDS CL A 806882106 622 24,215 SH   DFND 10 24,215 0 0
SCHNITZER STL INDS CL A 806882106 68 2,633 SH   DFND 14 2,633 0 0
SCHOLASTIC CORP COM 807066105 2,434 51,257 SH   DFND 14 4,811 46,446 0
SCHULMAN A INC COM 808194104 2,488 74,369 SH   DFND 14 5,138 69,231 0
SCHWAB CHARLES CORP NEW COM 808513105 66,600 1,687,358 SH   DFND 14 560,777 1,126,581 0
SCHWAB CHARLES CORP NEW COM 808513105 104 2,625 SH   DFND 16 0 2,625 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 13,451 295,439 SH   DFND 14 5,076 290,363 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,256 14,806 SH   DFND 10 14,806 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 25,867 305,036 SH   DFND 14 72,550 232,486 0
SCIENCE APPLICATNS INTL CP N COM 808625107 170 2,000 SH   DFND 16 0 2,000 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,245 115,297 SH   DFND 14 28,557 86,740 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,211 86,480 SH   DFND 14 8,137 78,343 0
SCOTTS MIRACLE GRO CO CL A 810186106 2,519 26,368 SH   DFND 14 6,392 19,976 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,869 96,687 SH   DFND 14 9,491 87,196 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 212 2,975 SH   DFND 10 2,975 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 9,593 134,410 SH   DFND 14 46,329 88,081 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 12 175 SH   DFND 16 0 175 0
SEABOARD CORP COM 811543107 2,992 757 SH   DFND 14 461 296 0
SEACHANGE INTL INC COM 811699107 189 82,000 SH   DFND 10 82,000 0 0
SEACHANGE INTL INC COM 811699107 5 2,000 SH   DFND 14 2,000 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 61 2,784 SH   DFND 14 2,784 0 0
SEACOAST BKG CORP FLA COM NEW 811707801 159 7,200 SH   DFND 16 0 7,200 0
SEACOR HOLDINGS INC COM 811904101 1,980 27,779 SH   DFND 14 2,834 24,945 0
SEALED AIR CORP NEW COM 81211K100 12,453 274,668 SH   DFND 14 91,973 182,695 0
SEALED AIR CORP NEW COM 81211K100 17 382 SH   DFND 16 0 382 0
SEATTLE GENETICS INC COM 812578102 316 5,991 SH   DFND 14 5,891 100 0
SEAWORLD ENTMT INC COM 81282V100 270 14,255 SH   DFND 10 14,255 0 0
SEAWORLD ENTMT INC COM 81282V100 107 5,660 SH   DFND 14 5,660 0 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 41,516 551,200 SH   DFND 14 0 551,200 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 26,112 1,123,100 SH   DFND 14 0 1,123,100 0
SELECT COMFORT CORP COM 81616X103 154 6,830 SH   DFND 10 6,830 0 0
SELECT COMFORT CORP COM 81616X103 1,811 80,065 SH   DFND 14 7,195 72,870 0
SELECT INCOME REIT COM SH BEN INT 81618T100 165 6,538 SH   DFND 10 6,538 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 15,269 605,908 SH   DFND 14 37,880 568,028 0
SELECT MED HLDGS CORP COM 81619Q105 226 17,072 SH   DFND 10 17,072 0 0
SELECT MED HLDGS CORP COM 81619Q105 13,234 998,793 SH   DFND 14 20,818 977,975 0
SELECTIVE INS GROUP INC COM 816300107 431 10,007 SH   DFND 10 10,007 0 0
SELECTIVE INS GROUP INC COM 816300107 19,276 447,760 SH   DFND 14 10,304 437,456 0
SELECTIVE INS GROUP INC COM 816300107 560 13,000 SH   DFND 16 0 13,000 0
SEMGROUP CORP CL A 81663A105 258 6,183 SH   DFND 14 6,183 0 0
SEMGROUP CORP CL A 81663A105 405 9,700 SH   DFND 18 0 9,700 0
SEMTECH CORP COM 816850101 19,343 613,089 SH   DFND 14 125,554 487,535 0
SEMTECH CORP COM 816850101 921 29,200 SH   DFND 16 0 29,200 0
SEMPRA ENERGY COM 816851109 35,030 348,070 SH   DFND 14 117,251 230,819 0
SEMPRA ENERGY COM 816851109 56 555 SH   DFND 16 0 555 0
SEMPRA ENERGY COM 816851109 161 1,600 SH   DFND 18 0 1,600 0
SENECA FOODS CORP NEW CL A 817070501 541 13,510 SH   DFND 14 1,300 12,210 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 46,373 2,449,714 SH   DFND 14 411,525 2,038,189 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 146 7,700 SH   DFND 16 0 7,700 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,491 78,762 SH   DFND 3 0 78,762 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,309 29,387 SH   DFND 14 8,305 21,082 0
SERVICE CORP INTL COM 817565104 7,606 267,814 SH   DFND 14 24,363 243,451 0
SERVICE CORP INTL COM 817565104 26 900 SH   DFND 16 0 900 0
SERVICENOW INC COM 81762P102 409 5,500 SH   DFND 14 5,280 220 0
SERVISFIRST BANCSHARES INC COM 81768T108 2,913 77,800 SH   DFND 14 6,420 71,380 0
SHELL MIDSTREAM PARTNERS L P UNIT LTD INT 822634101 358 12,290 SH   DFND 10 12,290 0 0
SHERWIN WILLIAMS CO COM 824348106 32,937 122,561 SH   DFND 14 40,269 82,292 0
SHERWIN WILLIAMS CO COM 824348106 47 175 SH   DFND 16 0 175 0
SHERWIN WILLIAMS CO COM 824348106 699 2,600 SH   DFND 18 0 2,600 0
SHOE CARNIVAL INC COM 824889109 1,386 51,369 SH   DFND 14 2,491 48,878 0
SHORETEL INC COM 825211105 484 67,662 SH   DFND 14 8,215 59,447 0
SHUTTERFLY INC COM 82568P304 317 6,309 SH   DFND 10 6,309 0 0
SHUTTERFLY INC COM 82568P304 6,608 131,687 SH   DFND 14 50,387 81,300 0
SHUTTERSTOCK INC COM 825690100 348 7,319 SH   DFND 10 7,319 0 0
SHUTTERSTOCK INC COM 825690100 2,973 62,560 SH   DFND 14 3,460 59,100 0
SIERRA BANCORP COM 82620P102 1,410 53,044 SH   DFND 14 1,486 51,558 0
SIERRA BANCORP COM 82620P102 16 600 SH   DFND 16 0 600 0
SIGNATURE BK NEW YORK N Y COM 82669G104 19,619 130,620 SH   DFND 14 35,164 95,456 0
SIGNATURE BK NEW YORK N Y COM 82669G104 14 90 SH   DFND 16 0 90 0
SILICON LABORATORIES INC COM 826919102 16,623 255,733 SH   DFND 14 72,254 183,479 0
SILICON LABORATORIES INC COM 826919102 481 7,400 SH   DFND 16 0 7,400 0
SILGAN HOLDINGS INC COM 827048109 1,956 38,210 SH   DFND 14 4,855 33,355 0
SILVER SPRING NETWORKS INC COM 82817Q103 848 63,720 SH   DFND 14 20,220 43,500 0
SILVER SPRING NETWORKS INC COM 82817Q103 260 19,500 SH   DFND 16 0 19,500 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 6,889 110,842 SH   DFND 14 13,504 97,338 0
SIMON PPTY GROUP INC NEW COM 828806109 716 4,030 SH   DFND 10 4,030 0 0
SIMON PPTY GROUP INC NEW COM 828806109 119,802 674,293 SH   DFND 14 215,917 458,376 0
SIMON PPTY GROUP INC NEW COM 828806109 373 2,100 SH   DFND 16 0 2,100 0
SIMON PPTY GROUP INC NEW COM 828806109 145,318 817,907 SH   DFND 3 91,736 726,171 0
SIMPSON MANUFACTURING CO INC COM 829073105 3,121 71,346 SH   DFND 14 7,188 64,158 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 4,243 127,221 SH   DFND 14 6,821 120,400 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 390 11,700 SH   DFND 16 0 11,700 0
SIRIUS XM HLDGS INC COM 82968B103 563 126,544 SH   DFND 14 124,344 2,200 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 269 4,490 SH   DFND 14 4,490 0 0
SKECHERS U S A INC CL A 830566105 27,229 1,107,762 SH   DFND 14 179,131 928,631 0
SKECHERS U S A INC CL A 830566105 116 4,700 SH   DFND 16 0 4,700 0
SKECHERS U S A INC CL A 830566105 248 10,100 SH   DFND 18 0 10,100 0
SKYWEST INC COM 830879102 324 8,891 SH   DFND 10 8,891 0 0
SKYWEST INC COM 830879102 21,336 585,363 SH   DFND 14 39,126 546,237 0
SKYWEST INC COM 830879102 368 10,100 SH   DFND 16 0 10,100 0
SKYWORKS SOLUTIONS INC COM 83088M102 26,095 349,518 SH   DFND 14 88,261 261,257 0
SKYWORKS SOLUTIONS INC COM 83088M102 30 400 SH   DFND 16 0 400 0
SMITH & WESSON HLDG CORP COM 831756101 38,435 1,823,279 SH   DFND 14 81,879 1,741,400 0
SMITH & WESSON HLDG CORP COM 831756101 845 40,100 SH   DFND 16 0 40,100 0
SMITH A O COM 831865209 10,539 222,586 SH   DFND 14 20,444 202,142 0
SMART & FINAL STORES INC COM 83190B101 31 2,190 SH   DFND 14 2,190 0 0
SMART & FINAL STORES INC COM 83190B101 120 8,510 SH   DFND 18 0 8,510 0
SMUCKER J M CO COM NEW 832696405 36,158 282,355 SH   DFND 14 63,131 219,224 0
SMUCKER J M CO COM NEW 832696405 380 2,965 SH   DFND 16 0 2,965 0
SNAP ON INC COM 833034101 14,110 82,385 SH   DFND 14 28,053 54,332 0
SNAP ON INC COM 833034101 24 140 SH   DFND 16 0 140 0
SNYDERS-LANCE INC COM 833551104 2,038 53,162 SH   DFND 14 15,022 38,140 0
SONIC CORP COM 835451105 2,082 78,521 SH   DFND 14 7,939 70,582 0
SONIC AUTOMOTIVE INC CL A 83545G102 350 15,264 SH   DFND 10 15,264 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 5,569 243,190 SH   DFND 14 4,707 238,483 0
SONOCO PRODS CO COM 835495102 4,101 77,811 SH   DFND 14 13,466 64,345 0
SOTHEBYS COM 835898107 1,174 29,462 SH   DFND 14 8,878 20,584 0
SONUS NETWORKS INC COM NEW 835916503 26 4,053 SH   DFND 14 4,053 0 0
SONUS NETWORKS INC COM NEW 835916503 55 8,800 SH   DFND 16 0 8,800 0
SOUTH JERSEY INDS INC COM 838518108 4,601 136,556 SH   DFND 14 13,782 122,774 0
SOUTH ST CORP COM 840441109 1,444 16,520 SH   DFND 14 16,520 0 0
SOUTHERN CO COM 842587107 68,098 1,384,395 SH   DFND 14 458,048 926,347 0
SOUTHERN CO COM 842587107 108 2,205 SH   DFND 16 0 2,205 0
SOUTHERN COPPER CORP COM 84265V105 185 5,799 SH   DFND 14 5,799 0 0
SOUTHERN COPPER CORP COM 84265V105 226 7,070 SH   DFND 18 0 7,070 0
SOUTHSIDE BANCSHARES INC COM 84470P109 185 4,899 SH   DFND 10 4,899 0 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,697 45,036 SH   DFND 14 4,489 40,547 0
SOUTHWEST AIRLS CO COM 844741108 706 14,160 SH   DFND 10 14,160 0 0
SOUTHWEST AIRLS CO COM 844741108 195,510 3,922,744 SH   DFND 14 732,908 3,189,836 0
SOUTHWEST AIRLS CO COM 844741108 1,414 28,365 SH   DFND 16 0 28,365 0
SOUTHWEST BANCORP INC OKLA COM 844767103 800 27,577 SH   DFND 14 25,577 2,000 0
SOUTHWEST BANCORP INC OKLA COM 844767103 122 4,200 SH   DFND 16 0 4,200 0
SOUTHWEST GAS CORP COM 844895102 26,121 340,910 SH   DFND 14 113,792 227,118 0
SOUTHWEST GAS CORP COM 844895102 1,019 13,300 SH   DFND 16 0 13,300 0
SOUTHWESTERN ENERGY CO COM 845467109 12,042 1,112,962 SH   DFND 14 251,018 861,944 0
SOUTHWESTERN ENERGY CO COM 845467109 10 950 SH   DFND 16 0 950 0
SPARTAN MTRS INC COM 846819100 240 25,900 SH   DFND 10 25,900 0 0
SPARTAN MTRS INC COM 846819100 22 2,380 SH   DFND 14 2,380 0 0
SPARTAN MTRS INC COM 846819100 300 32,400 SH   DFND 16 0 32,400 0
SPARTANNASH CO COM 847215100 23,723 599,987 SH   DFND 14 57,497 542,490 0
SPARTANNASH CO COM 847215100 550 13,900 SH   DFND 16 0 13,900 0
SPECTRA ENERGY CORP COM 847560109 42,804 1,041,712 SH   DFND 14 338,687 703,025 0
SPECTRA ENERGY CORP COM 847560109 63 1,525 SH   DFND 16 0 1,525 0
SPECTRA ENERGY CORP COM 847560109 637 15,500 SH   DFND 18 0 15,500 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 581 12,670 SH   DFND 10 12,670 0 0
SPECTRANETICS CORP COM 84760C107 143 5,846 SH   DFND 10 5,846 0 0
SPECTRANETICS CORP COM 84760C107 176 7,173 SH   DFND 14 4,073 3,100 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 834 188,316 SH   DFND 14 11,016 177,300 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 396 3,240 SH   DFND 14 600 2,640 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,889 87,183 SH   DFND 14 1,693 85,490 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 75,196 1,288,707 SH   DFND 14 101,587 1,187,120 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,465 25,100 SH   DFND 16 0 25,100 0
SPIRIT AIRLS INC COM 848577102 13,885 239,981 SH   DFND 14 19,881 220,100 0
SPIRE INC COM 84857L101 6,021 93,277 SH   DFND 14 8,695 84,582 0
SPIRIT RLTY CAP INC NEW COM 84860W102 2,031 187,014 SH   DFND 14 27,714 159,300 0
SPIRIT RLTY CAP INC NEW COM 84860W102 130 12,000 SH   DFND 16 0 12,000 0
SPLUNK INC COM 848637104 173 3,375 SH   DFND 10 3,375 0 0
SPLUNK INC COM 848637104 227 4,440 SH   DFND 14 4,020 420 0
SPOK HLDGS INC COM 84863T106 1,296 62,447 SH   DFND 14 2,537 59,910 0
SPRINT CORP COM SER 1 85207U105 398 47,245 SH   DFND 14 46,114 1,131 0
SPROUTS FMRS MKT INC COM 85208M102 1,382 73,030 SH   DFND 14 13,270 59,760 0
SQUARE INC CL A 852234103 331 24,294 SH   DFND 10 24,294 0 0
SQUARE INC CL A 852234103 35 2,600 SH   DFND 14 2,600 0 0
STAGE STORES INC COM NEW 85254C305 186 42,530 SH   DFND 14 4,645 37,885 0
STAG INDL INC COM 85254J102 187 7,855 SH   DFND 14 7,855 0 0
STAG INDL INC COM 85254J102 930 38,953 SH   DFND 3 0 38,953 0
STAMPS COM INC COM NEW 852857200 3,166 27,618 SH   DFND 14 2,929 24,689 0
STANDARD MTR PRODS INC COM 853666105 5,598 105,177 SH   DFND 14 70,533 34,644 0
STANDEX INTL CORP COM 854231107 2,467 28,086 SH   DFND 14 2,278 25,808 0
STANLEY BLACK & DECKER INC COM 854502101 123,598 1,077,666 SH   DFND 14 182,009 895,657 0
STANLEY BLACK & DECKER INC COM 854502101 1,161 10,125 SH   DFND 16 0 10,125 0
STAPLES INC COM 855030102 24,704 2,729,721 SH   DFND 14 430,155 2,299,566 0
STAPLES INC COM 855030102 10 1,160 SH   DFND 16 0 1,160 0
STARBUCKS CORP COM 855244109 111,778 2,013,287 SH   DFND 14 682,272 1,331,015 0
STARBUCKS CORP COM 855244109 175 3,160 SH   DFND 16 0 3,160 0
STARBUCKS CORP COM 855244109 242 4,350 SH   DFND 18 0 4,350 0
STATE AUTO FINL CORP COM 855707105 1,702 63,499 SH   DFND 14 1,840 61,659 0
STARWOOD PPTY TR INC COM 85571B105 9,329 425,033 SH   DFND 14 37,533 387,500 0
STATE NATL COS INC COM 85711T305 53 3,860 SH   DFND 14 3,860 0 0
STATE NATL COS INC COM 85711T305 89 6,400 SH   DFND 16 0 6,400 0
STATE STR CORP COM 857477103 104,174 1,340,373 SH   DFND 14 362,268 978,105 0
STATE STR CORP COM 857477103 1,162 14,950 SH   DFND 16 0 14,950 0
STEEL DYNAMICS INC COM 858119100 118,148 3,320,619 SH   DFND 14 505,915 2,814,704 0
STEEL DYNAMICS INC COM 858119100 1,085 30,500 SH   DFND 16 0 30,500 0
STEELCASE INC CL A 858155203 528 29,512 SH   DFND 10 29,512 0 0
STEELCASE INC CL A 858155203 26,349 1,472,028 SH   DFND 14 438,278 1,033,750 0
STEELCASE INC CL A 858155203 1,029 57,500 SH   DFND 16 0 57,500 0
STEIN MART INC COM 858375108 405 73,978 SH   DFND 14 4,426 69,552 0
STEPAN CO COM 858586100 615 7,545 SH   DFND 10 7,545 0 0
STEPAN CO COM 858586100 18,151 222,761 SH   DFND 14 12,412 210,349 0
STEPAN CO COM 858586100 407 5,000 SH   DFND 16 0 5,000 0
STERICYCLE INC COM 858912108 9,204 119,476 SH   DFND 14 40,604 78,872 0
STERICYCLE INC COM 858912108 15 190 SH   DFND 16 0 190 0
STERLING BANCORP DEL COM 85917A100 5,263 224,904 SH   DFND 14 22,752 202,152 0
STEWART INFORMATION SVCS COR COM 860372101 2,588 56,164 SH   DFND 14 20,070 36,094 0
STIFEL FINL CORP COM 860630102 15,395 308,204 SH   DFND 14 12,181 296,023 0
STILLWATER MNG CO COM 86074Q102 3,337 207,164 SH   DFND 14 20,434 186,730 0
STOCK YDS BANCORP INC COM 861025104 1,323 28,172 SH   DFND 14 2,355 25,817 0
STONERIDGE INC COM 86183P102 1,473 83,292 SH   DFND 14 2,892 80,400 0
STONERIDGE INC COM 86183P102 283 16,000 SH   DFND 18 0 16,000 0
STORE CAP CORP COM 862121100 143 5,800 SH   DFND 14 5,800 0 0
STORE CAP CORP COM 862121100 35,382 1,431,892 SH   DFND 3 204,215 1,227,677 0
STRATTEC SEC CORP COM 863111100 226 5,600 SH   DFND 10 5,600 0 0
STRATTEC SEC CORP COM 863111100 736 18,258 SH   DFND 14 530 17,728 0
STRAYER ED INC COM 863236105 1,596 19,793 SH   DFND 14 3,291 16,502 0
STRYKER CORP COM 863667101 52,708 439,929 SH   DFND 14 147,850 292,079 0
STRYKER CORP COM 863667101 82 685 SH   DFND 16 0 685 0
STURM RUGER & CO INC COM 864159108 7,549 143,252 SH   DFND 14 21,794 121,458 0
SUFFOLK BANCORP COM 864739107 618 14,423 SH   DFND 14 14,423 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 78 5,793 SH   DFND 10 5,793 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 3,482 256,953 SH   DFND 14 3,453 253,500 0
SUMMIT HOTEL PPTYS COM 866082100 10,727 669,190 SH   DFND 14 155,130 514,060 0
SUMMIT HOTEL PPTYS COM 866082100 760 47,400 SH   DFND 16 0 47,400 0
SUMMIT MATLS INC CL A 86614U100 346 14,559 SH   DFND 10 14,559 0 0
SUMMIT MATLS INC CL A 86614U100 224 9,405 SH   DFND 14 9,405 0 0
SUN CMNTYS INC COM 866674104 338 4,417 SH   DFND 14 4,417 0 0
SUN CMNTYS INC COM 866674104 52,972 691,445 SH   DFND 3 102,894 588,551 0
SUNCOKE ENERGY INC COM 86722A103 1,677 147,850 SH   DFND 14 10,423 137,427 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 377 24,744 SH   DFND 14 24,744 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 41,240 2,704,231 SH   DFND 3 377,430 2,326,801 0
SUNTRUST BKS INC COM 867914103 1,588 28,960 SH   DFND 10 28,960 0 0
SUNTRUST BKS INC COM 867914103 100,613 1,834,325 SH   DFND 14 287,810 1,546,515 0
SUNTRUST BKS INC COM 867914103 714 13,022 SH   DFND 16 0 13,022 0
SUPER MICRO COMPUTER INC COM 86800U104 319 11,374 SH   DFND 10 11,374 0 0
SUPER MICRO COMPUTER INC COM 86800U104 6,105 217,663 SH   DFND 14 44,923 172,740 0
SUPERIOR ENERGY SVCS INC COM 868157108 265 15,712 SH   DFND 10 15,712 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,482 87,822 SH   DFND 14 20,342 67,480 0
SUPERIOR ENERGY SVCS INC COM 868157108 268 15,900 SH   DFND 18 0 15,900 0
SUPERIOR INDS INTL INC COM 868168105 213 8,100 SH   DFND 10 8,100 0 0
SUPERIOR INDS INTL INC COM 868168105 1,212 45,986 SH   DFND 14 4,176 41,810 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 221 8,749 SH   DFND 10 8,749 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,145 243,350 SH   DFND 14 46,590 196,760 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 543 21,500 SH   DFND 16 0 21,500 0
SUPERVALU INC COM 868536103 2,152 460,761 SH   DFND 14 45,053 415,708 0
SUPERVALU INC COM 868536103 104 22,260 SH   DFND 18 0 22,260 0
SUPREME INDS INC CL A 868607102 1,409 89,740 SH   DFND 14 10,010 79,730 0
SUPREME INDS INC CL A 868607102 553 35,200 SH   DFND 16 0 35,200 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,198 47,500 SH   DFND 14 4,550 42,950 0
SURMODICS INC COM 868873100 1,063 41,852 SH   DFND 14 2,644 39,208 0
SURMODICS INC COM 868873100 168 6,600 SH   DFND 16 0 6,600 0
SWIFT TRANSN CO CL A 87074U101 102 4,202 SH   DFND 10 4,202 0 0
SWIFT TRANSN CO CL A 87074U101 177 7,264 SH   DFND 14 7,264 0 0
SYKES ENTERPRISES INC COM 871237103 5,266 182,453 SH   DFND 14 21,231 161,222 0
SYKES ENTERPRISES INC COM 871237103 430 14,900 SH   DFND 16 0 14,900 0
SYMANTEC CORP COM 871503108 24,379 1,020,452 SH   DFND 14 285,629 734,823 0
SYMANTEC CORP COM 871503108 657 27,482 SH   DFND 16 0 27,482 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 557 14,540 SH   DFND 10 14,540 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 2,781 72,607 SH   DFND 14 7,387 65,220 0
SYNAPTICS INC COM 87157D109 342 6,381 SH   DFND 10 6,381 0 0
SYNAPTICS INC COM 87157D109 1,417 26,450 SH   DFND 14 6,499 19,951 0
SYNOPSYS INC COM 871607107 48,160 818,220 SH   DFND 14 157,679 660,541 0
SYNOPSYS INC COM 871607107 224 3,800 SH   DFND 16 0 3,800 0
SYNOVUS FINL CORP COM NEW 87161C501 392 9,534 SH   DFND 10 9,534 0 0
SYNOVUS FINL CORP COM NEW 87161C501 29,401 715,699 SH   DFND 14 137,643 578,056 0
SYNOVUS FINL CORP COM NEW 87161C501 168 4,100 SH   DFND 16 0 4,100 0
SYNNEX CORP COM 87162W100 44,299 366,050 SH   DFND 14 96,861 269,189 0
SYNNEX CORP COM 87162W100 1,437 11,870 SH   DFND 16 0 11,870 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 77 12,630 SH   DFND 14 12,630 0 0
SYNERGY RES CORP COM 87164P103 756 84,842 SH   DFND 10 84,842 0 0
SYNERGY RES CORP COM 87164P103 3,057 343,130 SH   DFND 14 33,760 309,370 0
SYNCHRONY FINL COM 87165B103 180,979 4,989,766 SH   DFND 14 917,798 4,071,968 0
SYNCHRONY FINL COM 87165B103 1,431 39,449 SH   DFND 16 0 39,449 0
SYSCO CORP COM 871829107 40,326 728,292 SH   DFND 14 243,196 485,096 0
SYSCO CORP COM 871829107 58 1,050 SH   DFND 16 0 1,050 0
TCF FINL CORP COM 872275102 33,892 1,730,090 SH   DFND 14 352,674 1,377,416 0
TCF FINL CORP COM 872275102 188 9,600 SH   DFND 16 0 9,600 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 470 7,980 SH   DFND 10 7,980 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 768 17,616 SH   DFND 14 17,236 380 0
TCP CAP CORP COM 87238Q103 673 39,828 SH   DFND 10 39,828 0 0
TCP CAP CORP COM 87238Q103 29 1,700 SH   DFND 14 1,700 0 0
TJX COS INC NEW COM 872540109 84,125 1,119,731 SH   DFND 14 495,130 624,601 0
TJX COS INC NEW COM 872540109 107 1,430 SH   DFND 16 0 1,430 0
TJX COS INC NEW COM 872540109 195 2,600 SH   DFND 18 0 2,600 0
T MOBILE US INC COM 872590104 2,537 44,110 SH   DFND 14 23,000 21,110 0
TRI POINTE GROUP INC COM 87265H109 30,790 2,682,060 SH   DFND 14 418,490 2,263,570 0
TRI POINTE GROUP INC COM 87265H109 668 58,200 SH   DFND 16 0 58,200 0
TTM TECHNOLOGIESINC COM 87305R109 10,283 754,418 SH   DFND 14 21,124 733,294 0
TAHOE RES INC COM 873868103 187 19,800 SH   DFND 14 13,500 6,300 0
TAHOE RES INC COM 873868103 55 5,800 SH   DFND 16 0 5,800 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,420 188,512 SH   DFND 14 0 188,512 0
TAILORED BRANDS INC COM 87403A107 6,286 246,018 SH   DFND 14 8,192 237,826 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 7,341 148,932 SH   DFND 14 15,028 133,904 0
TANGER FACTORY OUTLET CTRS I COM 875465106 3,123 87,285 SH   DFND 14 13,697 73,588 0
TANGOE INC COM 87582Y108 312 39,592 SH   DFND 14 3,622 35,970 0
TARGET CORP COM 87612E106 1,445 20,010 SH   DFND 10 20,010 0 0
TARGET CORP COM 87612E106 182,366 2,524,799 SH   DFND 14 446,820 2,077,979 0
TARGET CORP COM 87612E106 1,509 20,895 SH   DFND 16 0 20,895 0
TARGET CORP COM 87612E106 163 2,250 SH   DFND 18 0 2,250 0
TARGA RES CORP COM 87612G101 568 10,122 SH   DFND 14 10,022 100 0
TARGA RES CORP COM 87612G101 953 17,000 SH   DFND 18 0 17,000 0
TASER INTL INC COM 87651B104 4,308 177,713 SH   DFND 14 97,133 80,580 0
TATA MTRS LTD SPONSORED ADR 876568502 111 3,233 SH   DFND 10 3,233 0 0
TATA MTRS LTD SPONSORED ADR 876568502 17,030 495,200 SH   DFND 14 0 495,200 0
TATA MTRS LTD SPONSORED ADR 876568502 3,191 92,800 SH   DFND 16 0 92,800 0
TAUBMAN CTRS INC COM 876664103 17,769 240,352 SH   DFND 14 51,494 188,858 0
TAUBMAN CTRS INC COM 876664103 155 2,100 SH   DFND 16 0 2,100 0
TAUBMAN CTRS INC COM 876664103 59,630 806,569 SH   DFND 3 88,576 717,993 0
TAYLOR MORRISON HOME CORP CL A 87724P106 9,159 475,560 SH   DFND 14 106,260 369,300 0
TEAM INC COM 878155100 463 11,789 SH   DFND 10 11,789 0 0
TEAM INC COM 878155100 1,977 50,362 SH   DFND 14 4,942 45,420 0
TEAM HEALTH HOLDINGS INC COM 87817A107 314 7,233 SH   DFND 14 7,233 0 0
TECH DATA CORP COM 878237106 417 4,926 SH   DFND 10 4,926 0 0
TECH DATA CORP COM 878237106 17,848 210,770 SH   DFND 14 60,341 150,429 0
TECH DATA CORP COM 878237106 652 7,700 SH   DFND 16 0 7,700 0
TECHTARGET INC COM 87874R100 279 32,700 SH   DFND 10 32,700 0 0
TECHTARGET INC COM 87874R100 19 2,252 SH   DFND 14 2,252 0 0
TEGNA INC COM 87901J105 71,335 3,334,958 SH   DFND 14 719,538 2,615,420 0
TEGNA INC COM 87901J105 242 11,300 SH   DFND 16 0 11,300 0
TELADOC INC COM 87918A105 21 1,270 SH   DFND 14 1,270 0 0
TELADOC INC COM 87918A105 5,453 330,500 SH   DFND 18 0 330,500 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,715 22,074 SH   DFND 14 6,291 15,783 0
TELEFLEX INC COM 879369106 26,482 164,330 SH   DFND 14 35,473 128,857 0
TELEFLEX INC COM 879369106 110 680 SH   DFND 16 0 680 0
TELEPHONE & DATA SYS INC COM NEW 879433829 25,424 880,623 SH   DFND 14 194,972 685,651 0
TELEPHONE & DATA SYS INC COM NEW 879433829 525 18,200 SH   DFND 16 0 18,200 0
TELENAV INC COM 879455103 452 64,100 SH   DFND 10 64,100 0 0
TELENAV INC COM 879455103 23 3,235 SH   DFND 14 3,235 0 0
TELETECH HOLDINGS INC COM 879939106 538 17,632 SH   DFND 10 17,632 0 0
TELETECH HOLDINGS INC COM 879939106 1,366 44,799 SH   DFND 14 3,132 41,667 0
TEMPUR SEALY INTL INC COM 88023U101 1,987 29,097 SH   DFND 14 6,486 22,611 0
TEMPUR SEALY INTL INC COM 88023U101 321 4,700 SH   DFND 18 0 4,700 0
TENET HEALTHCARE CORP COM NEW 88033G407 678 45,720 SH   DFND 14 10,587 35,133 0
TENNANT CO COM 880345103 2,254 31,657 SH   DFND 14 3,177 28,480 0
TENNECO INC COM 880349105 18,495 296,069 SH   DFND 14 37,869 258,200 0
TENNECO INC COM 880349105 962 15,400 SH   DFND 16 0 15,400 0
TERADATA CORP DEL COM 88076W103 503 18,507 SH   DFND 10 18,507 0 0
TERADATA CORP DEL COM 88076W103 4,817 177,276 SH   DFND 14 57,255 120,021 0
TERADATA CORP DEL COM 88076W103 7 275 SH   DFND 16 0 275 0
TERADYNE INC COM 880770102 230 9,062 SH   DFND 10 9,062 0 0
TERADYNE INC COM 880770102 28,121 1,107,107 SH   DFND 14 244,993 862,114 0
TERADYNE INC COM 880770102 170 6,700 SH   DFND 16 0 6,700 0
TEREX CORP NEW COM 880779103 1,935 61,372 SH   DFND 14 14,297 47,075 0
TERNIUM SA SPON ADR 880890108 359 14,870 SH   DFND 10 14,870 0 0
TERNIUM SA SPON ADR 880890108 14 572 SH   DFND 14 516 56 0
TERRAFORM GLOBAL INC CL A 88104M101 102 25,870 SH   DFND 14 25,870 0 0
TESARO INC COM 881569107 322 2,397 SH   DFND 10 2,397 0 0
TESARO INC COM 881569107 398 2,960 SH   DFND 14 2,960 0 0
TESCO CORP COM 88157K101 645 78,162 SH   DFND 14 6,802 71,360 0
TESORO CORP COM 881609101 691 7,905 SH   DFND 10 7,905 0 0
TESORO CORP COM 881609101 113,655 1,299,655 SH   DFND 14 213,811 1,085,844 0
TESORO CORP COM 881609101 1,045 11,955 SH   DFND 16 0 11,955 0
TESORO CORP COM 881609101 612 7,000 SH   DFND 18 0 7,000 0
TESLA MTRS INC COM 88160R101 1,571 7,351 SH   DFND 14 7,011 340 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,804 77,343 SH   DFND 14 74,391 2,952 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 957 190,730 SH   DFND 14 15,481 175,249 0
TETRA TECH INC NEW COM 88162G103 4,363 101,120 SH   DFND 14 10,176 90,944 0
TESSERA HLDG CORP COM 88166T101 20,042 453,435 SH   DFND 14 32,018 421,417 0
TESSERA HLDG CORP COM 88166T101 168 3,800 SH   DFND 16 0 3,800 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 298 3,799 SH   DFND 10 3,799 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 8,939 114,012 SH   DFND 14 37,362 76,650 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 381 4,860 SH   DFND 18 0 4,860 0
TEXAS INSTRS INC COM 882508104 434 5,950 SH   DFND 10 5,950 0 0
TEXAS INSTRS INC COM 882508104 247,375 3,390,094 SH   DFND 14 699,651 2,690,443 0
TEXAS INSTRS INC COM 882508104 2,004 27,465 SH   DFND 16 0 27,465 0
TEXAS ROADHOUSE INC COM 882681109 37,622 779,892 SH   DFND 14 130,514 649,378 0
TEXAS ROADHOUSE INC COM 882681109 1,037 21,500 SH   DFND 16 0 21,500 0
TEXTRON INC COM 883203101 29,994 617,672 SH   DFND 14 136,090 481,582 0
TEXTRON INC COM 883203101 67 1,385 SH   DFND 16 0 1,385 0
THERAPEUTICSMD INC COM 88338N107 86 14,860 SH   DFND 14 14,860 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 153,441 1,087,461 SH   DFND 14 270,836 816,625 0
THERMO FISHER SCIENTIFIC INC COM 883556102 913 6,470 SH   DFND 16 0 6,470 0
THOMSON REUTERS CORP COM 884903105 870 19,870 SH   DFND 14 19,870 0 0
THOR INDS INC COM 885160101 1,282 12,809 SH   DFND 10 12,809 0 0
THOR INDS INC COM 885160101 58,506 584,770 SH   DFND 14 76,428 508,342 0
THOR INDS INC COM 885160101 659 6,590 SH   DFND 16 0 6,590 0
3-D SYS CORP DEL COM NEW 88554D205 881 66,302 SH   DFND 14 18,922 47,380 0
3M CO COM 88579Y101 226,878 1,270,528 SH   DFND 14 351,751 918,777 0
3M CO COM 88579Y101 1,664 9,320 SH   DFND 16 0 9,320 0
TIDEWATER INC COM 886423102 271 79,587 SH   DFND 14 7,332 72,255 0
TIER REIT INC COM NEW 88650V208 1,849 106,300 SH   DFND 14 62,300 44,000 0
TIFFANY & CO NEW COM 886547108 11,588 149,664 SH   DFND 14 51,099 98,565 0
TIFFANY & CO NEW COM 886547108 19 250 SH   DFND 16 0 250 0
TILE SHOP HLDGS INC COM 88677Q109 1,095 56,020 SH   DFND 14 5,300 50,720 0
TILLYS INC CL A 886885102 1,917 145,310 SH   DFND 14 18,400 126,910 0
TILLYS INC CL A 886885102 327 24,800 SH   DFND 16 0 24,800 0
TIME INC NEW COM 887228104 15,587 873,234 SH   DFND 14 81,374 791,860 0
TIME WARNER INC COM NEW 887317303 104,151 1,078,950 SH   DFND 14 366,521 712,429 0
TIME WARNER INC COM NEW 887317303 162 1,676 SH   DFND 16 0 1,676 0
TIME WARNER INC COM NEW 887317303 241 2,500 SH   DFND 18 0 2,500 0
TIMKEN CO COM 887389104 1,619 40,778 SH   DFND 14 9,300 31,478 0
TIMKENSTEEL CORP COM 887399103 1,609 103,937 SH   DFND 14 44,038 59,899 0
TITAN INTL INC ILL COM 88830M102 375 33,417 SH   DFND 10 33,417 0 0
TITAN INTL INC ILL COM 88830M102 835 74,495 SH   DFND 14 7,145 67,350 0
TIVO CORP COM 88870P106 4,281 204,833 SH   DFND 14 20,145 184,688 0
TOLL BROTHERS INC COM 889478103 4,378 141,211 SH   DFND 14 20,113 121,098 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 246 2,597 SH   DFND 10 2,597 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 2,016 21,325 SH   DFND 14 2,382 18,943 0
TOOTSIE ROLL INDS INC COM 890516107 441 11,098 SH   DFND 14 3,236 7,862 0
TOPBUILD CORP COM 89055F103 2,341 65,745 SH   DFND 14 7,069 58,676 0
TORCHMARK CORP COM 891027104 11,390 154,416 SH   DFND 14 52,175 102,241 0
TORCHMARK CORP COM 891027104 17 237 SH   DFND 16 0 237 0
TORO CO COM 891092108 28,953 517,482 SH   DFND 14 123,126 394,356 0
TORO CO COM 891092108 182 3,260 SH   DFND 16 0 3,260 0
TOWER INTL INC COM 891826109 8,846 312,031 SH   DFND 14 16,542 295,489 0
TOWER INTL INC COM 891826109 62 2,200 SH   DFND 16 0 2,200 0
TOTAL SYS SVCS INC COM 891906109 23,263 474,472 SH   DFND 14 82,004 392,468 0
TOTAL SYS SVCS INC COM 891906109 262 5,350 SH   DFND 16 0 5,350 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 223 6,715 SH   DFND 14 6,715 0 0
TRACTOR SUPPLY CO COM 892356106 14,035 185,131 SH   DFND 14 63,312 121,819 0
TRACTOR SUPPLY CO COM 892356106 23 300 SH   DFND 16 0 300 0
TRANSDIGM GROUP INC COM 893641100 17,491 70,256 SH   DFND 14 23,543 46,713 0
TRANSDIGM GROUP INC COM 893641100 29 115 SH   DFND 16 0 115 0
TRANSUNION COM 89400J107 313 10,110 SH   DFND 10 10,110 0 0
TRANSUNION COM 89400J107 118 3,800 SH   DFND 14 3,800 0 0
TRAVELERS COMPANIES INC COM 89417E109 970 7,920 SH   DFND 10 7,920 0 0
TRAVELERS COMPANIES INC COM 89417E109 80,016 653,617 SH   DFND 14 167,137 486,480 0
TRAVELERS COMPANIES INC COM 89417E109 78 634 SH   DFND 16 0 634 0
TRECORA RES COM 894648104 317 22,895 SH   DFND 14 2,270 20,625 0
TREDEGAR CORP COM 894650100 69 2,868 SH   DFND 10 2,868 0 0
TREDEGAR CORP COM 894650100 2,872 119,666 SH   DFND 14 4,204 115,462 0
TREEHOUSE FOODS INC COM 89469A104 2,378 32,944 SH   DFND 14 7,686 25,258 0
TREEHOUSE FOODS INC COM 89469A104 233 3,230 SH   DFND 18 0 3,230 0
TREX CO INC COM 89531P105 3,671 57,000 SH   DFND 14 5,260 51,740 0
TREVENA INC COM 89532E109 87 14,880 SH   DFND 14 2,780 12,100 0
TRICO BANCSHARES COM 896095106 2,900 84,848 SH   DFND 14 2,198 82,650 0
TRIMAS CORP COM NEW 896215209 1,578 67,131 SH   DFND 14 14,331 52,800 0
TRIMBLE INC COM 896239100 4,385 145,438 SH   DFND 14 32,214 113,224 0
TRINET GROUP INC COM 896288107 213 8,321 SH   DFND 10 8,321 0 0
TRINET GROUP INC COM 896288107 309 12,050 SH   DFND 14 8,350 3,700 0
TRINITY INDS INC COM 896522109 198 7,150 SH   DFND 10 7,150 0 0
TRINITY INDS INC COM 896522109 11,961 430,869 SH   DFND 14 56,039 374,830 0
TRINITY INDS INC COM 896522109 78 2,800 SH   DFND 16 0 2,800 0
TRIPLE-S MGMT CORP CL B 896749108 3,524 170,256 SH   DFND 14 1,523 168,733 0
TRISTATE CAP HLDGS INC COM 89678F100 774 35,020 SH   DFND 14 1,920 33,100 0
TRISTATE CAP HLDGS INC COM 89678F100 66 3,000 SH   DFND 16 0 3,000 0
TRIUMPH GROUP INC NEW COM 896818101 199 7,520 SH   DFND 10 7,520 0 0
TRIUMPH GROUP INC NEW COM 896818101 4,724 178,257 SH   DFND 14 8,916 169,341 0
TRIUMPH GROUP INC NEW COM 896818101 267 10,070 SH   DFND 18 0 10,070 0
TRIPADVISOR INC COM 896945201 7,291 157,230 SH   DFND 14 52,417 104,813 0
TRIPADVISOR INC COM 896945201 13 275 SH   DFND 16 0 275 0
TRONC INC COM 89703P107 343 24,720 SH   DFND 14 20,820 3,900 0
TRUEBLUE INC COM 89785X101 370 15,002 SH   DFND 10 15,002 0 0
TRUEBLUE INC COM 89785X101 6,014 243,978 SH   DFND 14 7,137 236,841 0
TRUEBLUE INC COM 89785X101 177 7,200 SH   DFND 16 0 7,200 0
TRUSTCO BK CORP N Y COM 898349105 2,851 325,856 SH   DFND 14 62,079 263,777 0
TRUSTMARK CORP COM 898402102 5,423 152,120 SH   DFND 14 11,857 140,263 0
TUESDAY MORNING CORP COM NEW 899035505 407 75,446 SH   DFND 14 6,926 68,520 0
TUPPERWARE BRANDS CORP COM 899896104 538 10,233 SH   DFND 10 10,233 0 0
TUPPERWARE BRANDS CORP COM 899896104 16,868 320,554 SH   DFND 14 24,020 296,534 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 65,357 2,330,848 SH   DFND 14 627,871 1,702,977 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 331 11,810 SH   DFND 16 0 11,810 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 207 7,400 SH   DFND 18 0 7,400 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 58,243 2,137,373 SH   DFND 14 486,850 1,650,523 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 976 35,800 SH   DFND 16 0 35,800 0
TWITTER INC COM 90184L102 372 22,825 SH   DFND 10 22,825 0 0
TWITTER INC COM 90184L102 374 22,950 SH   DFND 14 22,150 800 0
TWO HBRS INVT CORP COM 90187B101 6,336 726,644 SH   DFND 14 67,644 659,000 0
II VI INC COM 902104108 2,783 93,845 SH   DFND 14 9,803 84,042 0
2U INC COM 90214J101 192 6,358 SH   DFND 10 6,358 0 0
2U INC COM 90214J101 121 4,010 SH   DFND 14 4,010 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,808 19,670 SH   DFND 14 4,546 15,124 0
TYSON FOODS INC CL A 902494103 1,742 28,250 SH   DFND 10 28,250 0 0
TYSON FOODS INC CL A 902494103 138,846 2,251,077 SH   DFND 14 379,162 1,871,915 0
TYSON FOODS INC CL A 902494103 1,332 21,600 SH   DFND 16 0 21,600 0
TYSON FOODS INC CL A 902494103 80 1,300 SH   DFND 18 0 1,300 0
UDR INC COM 902653104 13,361 366,249 SH   DFND 14 125,073 241,176 0
UDR INC COM 902653104 18 500 SH   DFND 16 0 500 0
UGI CORP NEW COM 902681105 91,828 1,992,787 SH   DFND 14 342,163 1,650,624 0
UGI CORP NEW COM 902681105 1,461 31,700 SH   DFND 16 0 31,700 0
UMB FINL CORP COM 902788108 503 6,519 SH   DFND 10 6,519 0 0
UMB FINL CORP COM 902788108 2,109 27,346 SH   DFND 14 7,869 19,477 0
US BANCORP DEL COM NEW 902973304 142,547 2,774,914 SH   DFND 14 805,177 1,969,737 0
US BANCORP DEL COM NEW 902973304 177 3,454 SH   DFND 16 0 3,454 0
USANA HEALTH SCIENCES INC COM 90328M107 601 9,818 SH   DFND 10 9,818 0 0
USANA HEALTH SCIENCES INC COM 90328M107 2,888 47,188 SH   DFND 14 18,108 29,080 0
U S G CORP COM NEW 903293405 12,762 441,882 SH   DFND 14 20,582 421,300 0
U S CONCRETE INC COM NEW 90333L201 1,626 24,830 SH   DFND 14 2,720 22,110 0
U S PHYSICAL THERAPY INC COM 90337L108 1,613 22,980 SH   DFND 14 3,490 19,490 0
U S SILICA HLDGS INC COM 90346E103 6,864 121,100 SH   DFND 14 10,090 111,010 0
U S SILICA HLDGS INC COM 90346E103 102 1,800 SH   DFND 18 0 1,800 0
UBIQUITI NETWORKS INC COM 90347A100 681 11,789 SH   DFND 14 4,589 7,200 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 27,848 109,235 SH   DFND 14 27,849 81,386 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 266 1,045 SH   DFND 16 0 1,045 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,093 16,964 SH   DFND 14 3,922 13,042 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 139 760 SH   DFND 18 0 760 0
ULTRA CLEAN HLDGS INC COM 90385V107 1,338 137,960 SH   DFND 14 65,360 72,600 0
ULTRA CLEAN HLDGS INC COM 90385V107 64 6,600 SH   DFND 16 0 6,600 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 243 3,460 SH   DFND 14 3,460 0 0
ULTRATECH INC COM 904034105 968 40,350 SH   DFND 14 3,982 36,368 0
UMPQUA HLDGS CORP COM 904214103 28,626 1,524,259 SH   DFND 14 84,164 1,440,095 0
UMPQUA HLDGS CORP COM 904214103 68 3,600 SH   DFND 16 0 3,600 0
UNDER ARMOUR INC CL A 904311107 7,369 253,668 SH   DFND 14 90,718 162,950 0
UNDER ARMOUR INC CL A 904311107 10 340 SH   DFND 16 0 340 0
UNDER ARMOUR INC CL A 904311107 137 4,700 SH   DFND 18 0 4,700 0
UNDER ARMOUR INC CL C 904311206 5,973 237,324 SH   DFND 14 74,649 162,675 0
UNDER ARMOUR INC CL C 904311206 9 343 SH   DFND 16 0 343 0
UNIFI INC COM NEW 904677200 141 4,324 SH   DFND 10 4,324 0 0
UNIFI INC COM NEW 904677200 2,844 87,161 SH   DFND 14 2,581 84,580 0
UNIFIRST CORP MASS COM 904708104 3,828 26,648 SH   DFND 14 2,713 23,935 0
UNION BANKSHARES CORP NEW COM 90539J109 307 8,589 SH   DFND 10 8,589 0 0
UNION BANKSHARES CORP NEW COM 90539J109 5,847 163,611 SH   DFND 14 48,810 114,801 0
UNION BANKSHARES CORP NEW COM 90539J109 482 13,500 SH   DFND 16 0 13,500 0
UNION PAC CORP COM 907818108 125,370 1,209,200 SH   DFND 14 393,540 815,660 0
UNION PAC CORP COM 907818108 187 1,800 SH   DFND 16 0 1,800 0
UNION PAC CORP COM 907818108 529 5,100 SH   DFND 18 0 5,100 0
UNIT CORP COM 909218109 15,780 587,280 SH   DFND 14 186,862 400,418 0
UNIT CORP COM 909218109 202 7,500 SH   DFND 16 0 7,500 0
UNITED CMNTY FINL CORP OHIO COM 909839102 52 5,790 SH   DFND 14 5,790 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 49 5,500 SH   DFND 16 0 5,500 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 12,615 425,902 SH   DFND 14 36,052 389,850 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 957 32,300 SH   DFND 16 0 32,300 0
UNITED BANKSHARES INC WEST V COM 909907107 7,701 166,502 SH   DFND 14 28,723 137,779 0
UNITED CONTL HLDGS INC COM 910047109 76,396 1,048,239 SH   DFND 14 181,163 867,076 0
UNITED CONTL HLDGS INC COM 910047109 44 600 SH   DFND 16 0 600 0
UNITED FINL BANCORP INC NEW COM 910304104 1,455 80,125 SH   DFND 14 4,125 76,000 0
UNITED FIRE GROUP INC COM 910340108 8,511 173,103 SH   DFND 14 4,054 169,049 0
UNITED INS HLDGS CORP COM 910710102 68 4,513 SH   DFND 10 4,513 0 0
UNITED INS HLDGS CORP COM 910710102 4,732 312,570 SH   DFND 14 2,140 310,430 0
UNITED INS HLDGS CORP COM 910710102 11 700 SH   DFND 16 0 700 0
UNITED NAT FOODS INC COM 911163103 7,279 152,531 SH   DFND 14 8,951 143,580 0
UNITED PARCEL SERVICE INC CL B 911312106 109,429 954,548 SH   DFND 14 318,853 635,695 0
UNITED PARCEL SERVICE INC CL B 911312106 172 1,500 SH   DFND 16 0 1,500 0
UNITED RENTALS INC COM 911363109 18,616 176,326 SH   DFND 14 44,705 131,621 0
UNITED RENTALS INC COM 911363109 19 180 SH   DFND 16 0 180 0
UNITED STATES CELLULAR CORP COM 911684108 1,192 27,254 SH   DFND 14 3,464 23,790 0
UNITED STATES CELLULAR CORP COM 911684108 83 1,900 SH   DFND 16 0 1,900 0
UNITED STATES LIME & MINERAL COM 911922102 529 6,987 SH   DFND 14 387 6,600 0
US FOODS HLDG CORP COM 912008109 333 12,110 SH   DFND 10 12,110 0 0
US FOODS HLDG CORP COM 912008109 2,671 97,185 SH   DFND 14 9,985 87,200 0
UNITED STATES STL CORP NEW COM 912909108 3,222 97,603 SH   DFND 14 20,824 76,779 0
UNITED TECHNOLOGIES CORP COM 913017109 127,670 1,164,660 SH   DFND 14 377,447 787,213 0
UNITED TECHNOLOGIES CORP COM 913017109 183 1,670 SH   DFND 16 0 1,670 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 334 2,330 SH   DFND 10 2,330 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 48,927 341,121 SH   DFND 14 78,327 262,794 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 189 1,320 SH   DFND 16 0 1,320 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 562 3,920 SH   DFND 18 0 3,920 0
UNITEDHEALTH GROUP INC COM 91324P102 451,547 2,821,463 SH   DFND 14 645,703 2,175,760 0
UNITEDHEALTH GROUP INC COM 91324P102 3,039 18,990 SH   DFND 16 0 18,990 0
UNITIL CORP COM 913259107 199 4,387 SH   DFND 14 1,387 3,000 0
UNITIL CORP COM 913259107 104 2,300 SH   DFND 16 0 2,300 0
UNIVAR INC COM 91336L107 257 9,060 SH   DFND 14 5,660 3,400 0
UNIVERSAL CORP VA COM 913456109 10,818 169,700 SH   DFND 14 3,883 165,817 0
UNIVERSAL DISPLAY CORP COM 91347P105 253 4,486 SH   DFND 14 4,486 0 0
UNIVERSAL ELECTRS INC COM 913483103 1,713 26,534 SH   DFND 14 2,746 23,788 0
UNIVERSAL FST PRODS INC COM 913543104 36,000 352,324 SH   DFND 14 42,439 309,885 0
UNIVERSAL FST PRODS INC COM 913543104 981 9,600 SH   DFND 16 0 9,600 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,434 21,861 SH   DFND 14 2,461 19,400 0
UNIVERSAL INS HLDGS INC COM 91359V107 197 6,952 SH   DFND 10 6,952 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 4,064 143,096 SH   DFND 14 52,596 90,500 0
UNIVERSAL INS HLDGS INC COM 91359V107 571 20,100 SH   DFND 16 0 20,100 0
UNIVERSAL HLTH SVCS INC CL B 913903100 16,165 151,952 SH   DFND 14 43,704 108,248 0
UNIVERSAL HLTH SVCS INC CL B 913903100 21 200 SH   DFND 16 0 200 0
UNIVEST CORP PA COM 915271100 1,730 55,989 SH   DFND 14 3,001 52,988 0
UNUM GROUP COM 91529Y106 59,084 1,344,955 SH   DFND 14 190,767 1,154,188 0
UNUM GROUP COM 91529Y106 444 10,111 SH   DFND 16 0 10,111 0
URBAN OUTFITTERS INC COM 917047102 5,571 195,613 SH   DFND 14 39,373 156,240 0
URBAN OUTFITTERS INC COM 917047102 6 200 SH   DFND 16 0 200 0
URBAN OUTFITTERS INC COM 917047102 126 4,440 SH   DFND 18 0 4,440 0
URBAN EDGE PPTYS COM 91704F104 1,591 57,828 SH   DFND 14 17,185 40,643 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,504 62,368 SH   DFND 14 5,578 56,790 0
URSTADT BIDDLE PPTYS INC CL A 917286205 130 5,400 SH   DFND 16 0 5,400 0
US ECOLOGY INC COM 91732J102 1,849 37,618 SH   DFND 14 3,938 33,680 0
VCA INC COM 918194101 7,707 112,272 SH   DFND 14 20,930 91,342 0
VCA INC COM 918194101 82 1,200 SH   DFND 16 0 1,200 0
V F CORP COM 918204108 25,572 479,328 SH   DFND 14 155,948 323,380 0
V F CORP COM 918204108 37 700 SH   DFND 16 0 700 0
V F CORP COM 918204108 112 2,100 SH   DFND 18 0 2,100 0
VSE CORP COM 918284100 2,068 53,238 SH   DFND 14 638 52,600 0
VWR CORP COM 91843L103 18,997 758,960 SH   DFND 14 74,160 684,800 0
VWR CORP COM 91843L103 869 34,700 SH   DFND 16 0 34,700 0
VWR CORP COM 91843L103 314 12,560 SH   DFND 18 0 12,560 0
VAIL RESORTS INC COM 91879Q109 324 2,010 SH   DFND 10 2,010 0 0
VAIL RESORTS INC COM 91879Q109 748 4,640 SH   DFND 14 2,140 2,500 0
VALERO ENERGY CORP NEW COM 91913Y100 2,024 29,630 SH   DFND 10 29,630 0 0
VALERO ENERGY CORP NEW COM 91913Y100 163,645 2,395,267 SH   DFND 14 484,417 1,910,850 0
VALERO ENERGY CORP NEW COM 91913Y100 1,513 22,150 SH   DFND 16 0 22,150 0
VALERO ENERGY CORP NEW COM 91913Y100 1,619 23,700 SH   DFND 18 0 23,700 0
VALLEY NATL BANCORP COM 919794107 1,839 157,974 SH   DFND 14 44,965 113,009 0
VALMONT INDS INC COM 920253101 1,870 13,270 SH   DFND 14 3,150 10,120 0
VALSPAR CORP COM 920355104 4,924 47,525 SH   DFND 14 10,177 37,348 0
VANDA PHARMACEUTICALS INC COM 921659108 8,988 563,518 SH   DFND 14 175,618 387,900 0
VANDA PHARMACEUTICALS INC COM 921659108 735 46,100 SH   DFND 16 0 46,100 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 5,937 279,800 SH   DFND 14 0 279,800 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 7,274 342,800 SH   DFND 16 0 342,800 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 1,478 36,250 SH   DFND 14 0 36,250 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,400 29,200 SH   DFND 18 0 29,200 0
VANTIV INC CL A 92210H105 798 13,390 SH   DFND 10 13,390 0 0
VANTIV INC CL A 92210H105 2,740 45,950 SH   DFND 14 6,320 39,630 0
VARIAN MED SYS INC COM 92220P105 11,667 129,951 SH   DFND 14 44,066 85,885 0
VARIAN MED SYS INC COM 92220P105 23 255 SH   DFND 16 0 255 0
VARONIS SYS INC COM 922280102 1,558 58,140 SH   DFND 14 25,640 32,500 0
VARONIS SYS INC COM 922280102 225 8,400 SH   DFND 16 0 8,400 0
VASCO DATA SEC INTL INC COM 92230Y104 794 58,161 SH   DFND 10 58,161 0 0
VASCO DATA SEC INTL INC COM 92230Y104 754 55,268 SH   DFND 14 4,918 50,350 0
VASCULAR SOLUTIONS INC COM 92231M109 1,824 32,517 SH   DFND 14 3,087 29,430 0
VECTREN CORP COM 92240G101 21,782 417,682 SH   DFND 14 98,718 318,964 0
VECTREN CORP COM 92240G101 292 5,600 SH   DFND 16 0 5,600 0
VECTOR GROUP LTD COM 92240M108 241 10,598 SH   DFND 14 10,598 0 0
VEECO INSTRS INC DEL COM 922417100 2,027 69,523 SH   DFND 14 6,911 62,612 0
VECTRUS INC COM 92242T101 2,392 100,286 SH   DFND 14 20,896 79,390 0
VECTRUS INC COM 92242T101 298 12,500 SH   DFND 16 0 12,500 0
VEDANTA LTD SPONSORED ADR 92242Y100 12,838 1,033,659 SH   DFND 14 0 1,033,659 0
VEDANTA LTD SPONSORED ADR 92242Y100 2,291 184,500 SH   DFND 16 0 184,500 0
VEEVA SYS INC CL A COM 922475108 828 20,350 SH   DFND 14 5,550 14,800 0
VENTAS INC COM 92276F100 353 5,650 SH   DFND 10 5,650 0 0
VENTAS INC COM 92276F100 31,473 503,399 SH   DFND 14 165,976 337,423 0
VENTAS INC COM 92276F100 50 800 SH   DFND 16 0 800 0
VENTAS INC COM 92276F100 105,738 1,691,259 SH   DFND 3 258,898 1,432,361 0
VANGUARD INDEX FDS REIT ETF 922908553 28,454 344,771 SH   DFND 14 0 344,771 0
VANGUARD INDEX FDS REIT ETF 922908553 56,005 678,599 SH   DFND 3 678,599 0 0
VERA BRADLEY INC COM 92335C106 122 10,411 SH   DFND 10 10,411 0 0
VERA BRADLEY INC COM 92335C106 1,065 90,855 SH   DFND 14 40,245 50,610 0
VEREIT INC COM 92339V100 53,930 6,374,665 SH   DFND 14 753,186 5,621,479 0
VEREIT INC COM 92339V100 988 116,800 SH   DFND 16 0 116,800 0
VERIFONE SYS INC COM 92342Y109 408 22,989 SH   DFND 10 22,989 0 0
VERIFONE SYS INC COM 92342Y109 1,143 64,484 SH   DFND 14 15,316 49,168 0
VERISIGN INC COM 92343E102 260 3,420 SH   DFND 10 3,420 0 0
VERISIGN INC COM 92343E102 9,757 128,257 SH   DFND 14 43,000 85,257 0
VERISIGN INC COM 92343E102 19 245 SH   DFND 16 0 245 0
VERIZON COMMUNICATIONS INC COM 92343V104 885 16,570 SH   DFND 10 16,570 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 629,544 11,793,634 SH   DFND 14 2,759,867 9,033,767 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,434 64,332 SH   DFND 16 0 64,332 0
VERINT SYS INC COM 92343X100 212 6,004 SH   DFND 14 6,004 0 0
VERINT SYS INC COM 92343X100 283 8,040 SH   DFND 18 0 8,040 0
VERITIV CORP COM 923454102 226 4,204 SH   DFND 10 4,204 0 0
VERITIV CORP COM 923454102 902 16,783 SH   DFND 14 2,115 14,668 0
VERISK ANALYTICS INC COM 92345Y106 17,426 214,686 SH   DFND 14 73,114 141,572 0
VERISK ANALYTICS INC COM 92345Y106 32 400 SH   DFND 16 0 400 0
VERTEX PHARMACEUTICALS INC COM 92532F100 40,207 545,765 SH   DFND 14 114,688 431,077 0
VERTEX PHARMACEUTICALS INC COM 92532F100 497 6,740 SH   DFND 16 0 6,740 0
VERSUM MATLS INC COM 92532W103 13,314 474,332 SH   DFND 14 110,497 363,835 0
VERSUM MATLS INC COM 92532W103 93 3,300 SH   DFND 16 0 3,300 0
VIAD CORP COM NEW 92552R406 2,535 57,472 SH   DFND 14 3,928 53,544 0
VIASAT INC COM 92552V100 2,144 32,373 SH   DFND 14 9,296 23,077 0
VIACOM INC NEW CL B 92553P201 29,236 832,944 SH   DFND 14 177,079 655,865 0
VIACOM INC NEW CL B 92553P201 1,112 31,688 SH   DFND 16 0 31,688 0
VIACOM INC NEW CL B 92553P201 91 2,600 SH   DFND 18 0 2,600 0
VIAVI SOLUTIONS INC COM 925550105 3,218 393,429 SH   DFND 14 37,703 355,726 0
VICOR CORP COM 925815102 645 42,742 SH   DFND 14 3,080 39,662 0
VILLAGE SUPER MKT INC CL A NEW 927107409 175 5,655 SH   DFND 14 855 4,800 0
VILLAGE SUPER MKT INC CL A NEW 927107409 114 3,700 SH   DFND 16 0 3,700 0
VIRTU FINL INC CL A 928254101 517 32,410 SH   DFND 14 1,810 30,600 0
VISA INC COM CL A 92826C839 206,305 2,644,264 SH   DFND 14 914,966 1,729,298 0
VISA INC COM CL A 92826C839 317 4,060 SH   DFND 16 0 4,060 0
VIRTUSA CORP COM 92827P102 397 15,809 SH   DFND 10 15,809 0 0
VIRTUSA CORP COM 92827P102 1,186 47,231 SH   DFND 14 4,901 42,330 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,153 9,770 SH   DFND 14 960 8,810 0
VISHAY INTERTECHNOLOGY INC COM 928298108 24,349 1,502,998 SH   DFND 14 183,916 1,319,082 0
VISHAY INTERTECHNOLOGY INC COM 928298108 502 31,000 SH   DFND 16 0 31,000 0
VISTA OUTDOOR INC COM 928377100 1,413 38,282 SH   DFND 14 7,898 30,384 0
VISTEON CORP COM NEW 92839U206 693 8,630 SH   DFND 10 8,630 0 0
VISTEON CORP COM NEW 92839U206 2,243 27,923 SH   DFND 14 3,123 24,800 0
VITAMIN SHOPPE INC COM 92849E101 2,944 123,969 SH   DFND 14 28,909 95,060 0
VMWARE INC CL A COM 928563402 4,182 53,122 SH   DFND 14 5,522 47,600 0
VOCERA COMMUNICATIONS INC COM 92857F107 222 12,003 SH   DFND 10 12,003 0 0
VOCERA COMMUNICATIONS INC COM 92857F107 46 2,510 SH   DFND 14 2,510 0 0
VONAGE HLDGS CORP COM 92886T201 330 48,169 SH   DFND 10 48,169 0 0
VONAGE HLDGS CORP COM 92886T201 1,068 155,867 SH   DFND 14 155,867 0 0
VORNADO RLTY TR SH BEN INT 929042109 25,318 242,582 SH   DFND 14 82,212 160,370 0
VORNADO RLTY TR SH BEN INT 929042109 39 371 SH   DFND 16 0 371 0
VORNADO RLTY TR SH BEN INT 929042109 77,048 738,223 SH   DFND 3 105,747 632,476 0
VOYA FINL INC COM 929089100 23,168 590,718 SH   DFND 14 63,728 526,990 0
VULCAN MATLS CO COM 929160109 23,307 186,232 SH   DFND 14 61,857 124,375 0
VULCAN MATLS CO COM 929160109 36 290 SH   DFND 16 0 290 0
VULCAN MATLS CO COM 929160109 939 7,500 SH   DFND 18 0 7,500 0
WD-40 CO COM 929236107 2,952 25,253 SH   DFND 14 2,520 22,733 0
WCI CMNTYS INC COM PAR $0.01 92923C807 870 37,100 SH   DFND 14 3,380 33,720 0
WGL HLDGS INC COM 92924F106 3,225 42,278 SH   DFND 14 9,226 33,052 0
WABCO HLDGS INC COM 92927K102 346 3,260 SH   DFND 14 3,190 70 0
WSFS FINL CORP COM 929328102 787 16,973 SH   DFND 14 16,973 0 0
WMIH CORP COM 92936P100 20 13,010 SH   DFND 14 13,010 0 0
W P CAREY INC COM 92936U109 25,830 437,122 SH   DFND 14 119,112 318,010 0
W P CAREY INC COM 92936U109 490 8,300 SH   DFND 16 0 8,300 0
WEC ENERGY GROUP INC COM 92939U106 362 6,170 SH   DFND 10 6,170 0 0
WEC ENERGY GROUP INC COM 92939U106 27,666 471,722 SH   DFND 14 146,081 325,641 0
WEC ENERGY GROUP INC COM 92939U106 38 655 SH   DFND 16 0 655 0
WABASH NATL CORP COM 929566107 662 41,831 SH   DFND 10 41,831 0 0
WABASH NATL CORP COM 929566107 32,750 2,070,138 SH   DFND 14 302,061 1,768,077 0
WABASH NATL CORP COM 929566107 968 61,200 SH   DFND 16 0 61,200 0
WABTEC CORP COM 929740108 4,304 51,846 SH   DFND 14 11,914 39,932 0
WADDELL & REED FINL INC CL A 930059100 716 36,697 SH   DFND 10 36,697 0 0
WADDELL & REED FINL INC CL A 930059100 16,837 863,012 SH   DFND 14 152,392 710,620 0
WADDELL & REED FINL INC CL A 930059100 20 1,000 SH   DFND 16 0 1,000 0
WAGEWORKS INC COM 930427109 4,505 62,140 SH   DFND 14 5,330 56,810 0
WAL-MART STORES INC COM 931142103 359,259 5,197,612 SH   DFND 14 1,060,160 4,137,452 0
WAL-MART STORES INC COM 931142103 1,594 23,055 SH   DFND 16 0 23,055 0
WAL-MART STORES INC COM 931142103 353 5,100 SH   DFND 18 0 5,100 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 399 4,825 SH   DFND 10 4,825 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 118,743 1,434,792 SH   DFND 14 441,374 993,418 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 157 1,895 SH   DFND 16 0 1,895 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 281 3,400 SH   DFND 18 0 3,400 0
WALKER & DUNLOP INC COM 93148P102 380 12,171 SH   DFND 10 12,171 0 0
WALKER & DUNLOP INC COM 93148P102 14,846 475,831 SH   DFND 14 64,930 410,901 0
WALKER & DUNLOP INC COM 93148P102 730 23,400 SH   DFND 16 0 23,400 0
WASHINGTON FED INC COM 938824109 21,753 633,270 SH   DFND 14 18,860 614,410 0
WASHINGTON PRIME GROUP NEW COM 93964W108 21,254 2,041,646 SH   DFND 14 405,849 1,635,797 0
WASHINGTON PRIME GROUP NEW COM 93964W108 119 11,400 SH   DFND 16 0 11,400 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,025 98,505 SH   DFND 3 0 98,505 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 275 8,413 SH   DFND 14 8,413 0 0
WASHINGTON TR BANCORP COM 940610108 1,204 21,489 SH   DFND 14 21,489 0 0
WASTE CONNECTIONS INC COM 94106B101 240 3,052 SH   DFND 14 0 3,052 0
WASTE MGMT INC DEL COM 94106L109 40,730 574,391 SH   DFND 14 191,417 382,974 0
WASTE MGMT INC DEL COM 94106L109 65 915 SH   DFND 16 0 915 0
WASTE MGMT INC DEL COM 94106L109 298 4,200 SH   DFND 18 0 4,200 0
WATERS CORP COM 941848103 14,978 111,454 SH   DFND 14 37,536 73,918 0
WATERS CORP COM 941848103 24 175 SH   DFND 16 0 175 0
WATSCO INC COM 942622200 2,880 19,447 SH   DFND 14 3,614 15,833 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,147 48,268 SH   DFND 14 4,926 43,342 0
WEBMD HEALTH CORP COM 94770V102 2,196 44,299 SH   DFND 14 27,729 16,570 0
WEBSTER FINL CORP CONN COM 947890109 3,147 57,986 SH   DFND 14 16,850 41,136 0
WEIBO CORP SPONSORED ADR 948596101 25,771 634,750 SH   DFND 14 11,200 623,550 0
WEIBO CORP SPONSORED ADR 948596101 2,221 54,700 SH   DFND 16 0 54,700 0
WEIBO CORP SPONSORED ADR 948596101 168 4,150 SH   DFND 18 0 4,150 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 23,018 643,151 SH   DFND 14 151,987 491,164 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 147 4,100 SH   DFND 16 0 4,100 0
WELLCARE HEALTH PLANS INC COM 94946T106 449 3,274 SH   DFND 10 3,274 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 50,983 371,918 SH   DFND 14 81,579 290,339 0
WELLCARE HEALTH PLANS INC COM 94946T106 514 3,750 SH   DFND 16 0 3,750 0
WELLS FARGO & CO NEW COM 949746101 284 5,160 SH   DFND 10 5,160 0 0
WELLS FARGO & CO NEW COM 949746101 543,769 9,866,979 SH   DFND 14 2,918,658 6,948,321 0
WELLS FARGO & CO NEW COM 949746101 1,590 28,860 SH   DFND 16 0 28,860 0
WELLTOWER INC COM 95040Q104 36,061 538,789 SH   DFND 14 168,792 369,997 0
WELLTOWER INC COM 95040Q104 54 800 SH   DFND 16 0 800 0
WELLTOWER INC COM 95040Q104 31,690 473,486 SH   DFND 3 69,469 404,017 0
WENDYS CO COM 95058W100 383 28,336 SH   DFND 10 28,336 0 0
WENDYS CO COM 95058W100 1,618 119,691 SH   DFND 14 30,449 89,242 0
WERNER ENTERPRISES INC COM 950755108 760 28,185 SH   DFND 14 8,405 19,780 0
WESBANCO INC COM 950810101 7,625 177,075 SH   DFND 14 25,027 152,048 0
WESCO AIRCRAFT HLDGS INC COM 950814103 6,802 455,013 SH   DFND 14 145,813 309,200 0
WESCO AIRCRAFT HLDGS INC COM 950814103 405 27,100 SH   DFND 16 0 27,100 0
WESCO INTL INC COM 95082P105 8,056 121,047 SH   DFND 14 2,447 118,600 0
WEST BANCORPORATION INC CAP STK 95123P106 1,189 48,130 SH   DFND 14 1,771 46,359 0
WEST CORP COM 952355204 12,714 513,497 SH   DFND 14 69,860 443,637 0
WEST CORP COM 952355204 656 26,500 SH   DFND 16 0 26,500 0
WEST MARINE INC COM 954235107 232 22,200 SH   DFND 10 22,200 0 0
WEST MARINE INC COM 954235107 21 1,990 SH   DFND 14 1,990 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 141 1,659 SH   DFND 10 1,659 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 20,761 244,734 SH   DFND 14 86,242 158,492 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 110 1,300 SH   DFND 16 0 1,300 0
WESTAMERICA BANCORPORATION COM 957090103 2,791 44,356 SH   DFND 14 4,637 39,719 0
WESTAR ENERGY INC COM 95709T100 4,666 82,799 SH   DFND 14 19,261 63,538 0
WESTERN ALLIANCE BANCORP COM 957638109 1,054 21,642 SH   DFND 10 21,642 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,591 53,183 SH   DFND 14 53,183 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 1,785 177,275 SH   DFND 14 4,675 172,600 0
WESTERN DIGITAL CORP COM 958102105 425 6,250 SH   DFND 10 6,250 0 0
WESTERN DIGITAL CORP COM 958102105 31,650 465,787 SH   DFND 14 139,347 326,440 0
WESTERN DIGITAL CORP COM 958102105 44 647 SH   DFND 16 0 647 0
WESTERN REFNG INC COM 959319104 22,583 596,657 SH   DFND 14 98,856 497,801 0
WESTERN UN CO COM 959802109 23,796 1,095,585 SH   DFND 14 261,964 833,621 0
WESTERN UN CO COM 959802109 21 985 SH   DFND 16 0 985 0
WESTLAKE CHEM CORP COM 960413102 47,162 842,327 SH   DFND 14 50,127 792,200 0
WESTLAKE CHEM CORP COM 960413102 22 400 SH   DFND 16 0 400 0
WESTMORELAND COAL CO COM 960878106 118 6,685 SH   DFND 14 1,885 4,800 0
WESTMORELAND COAL CO COM 960878106 83 4,700 SH   DFND 16 0 4,700 0
WESTROCK CO COM 96145D105 31,337 617,243 SH   DFND 14 133,511 483,732 0
WESTROCK CO COM 96145D105 29 566 SH   DFND 16 0 566 0
WEX INC COM 96208T104 2,526 22,638 SH   DFND 14 5,366 17,272 0
WEYERHAEUSER CO COM 962166104 31,154 1,035,410 SH   DFND 14 347,812 687,598 0
WEYERHAEUSER CO COM 962166104 47 1,560 SH   DFND 16 0 1,560 0
WHIRLPOOL CORP COM 963320106 38,442 211,489 SH   DFND 14 55,162 156,327 0
WHIRLPOOL CORP COM 963320106 32 174 SH   DFND 16 0 174 0
WHIRLPOOL CORP COM 963320106 109 600 SH   DFND 18 0 600 0
WHITEWAVE FOODS CO COM 966244105 5,628 101,232 SH   DFND 14 21,647 79,585 0
WHITING PETE CORP NEW COM 966387102 176 14,639 SH   DFND 14 14,639 0 0
WHITING PETE CORP NEW COM 966387102 261 21,700 SH   DFND 18 0 21,700 0
WHOLE FOODS MKT INC COM 966837106 13,503 438,979 SH   DFND 14 147,000 291,979 0
WHOLE FOODS MKT INC COM 966837106 22 700 SH   DFND 16 0 700 0
WILEY JOHN & SONS INC CL A 968223206 2,036 37,365 SH   DFND 14 6,148 31,217 0
WILLIAMS COS INC DEL COM 969457100 40,652 1,305,468 SH   DFND 14 335,016 970,452 0
WILLIAMS COS INC DEL COM 969457100 46 1,485 SH   DFND 16 0 1,485 0
WILLIAMS COS INC DEL COM 969457100 1,548 49,700 SH   DFND 18 0 49,700 0
WILLIAMS SONOMA INC COM 969904101 2,787 57,599 SH   DFND 14 10,869 46,730 0
WINGSTOP INC COM 974155103 257 8,689 SH   DFND 10 8,689 0 0
WINGSTOP INC COM 974155103 1,402 47,390 SH   DFND 14 2,880 44,510 0
WINNEBAGO INDS INC COM 974637100 1,787 56,454 SH   DFND 14 4,528 51,926 0
WINTRUST FINL CORP COM 97650W108 9,915 136,627 SH   DFND 14 8,931 127,696 0
WINTRUST FINL CORP COM 97650W108 965 13,300 SH   DFND 16 0 13,300 0
WIPRO LTD SPON ADR 1 SH 97651M109 4,538 468,775 SH   DFND 14 0 468,775 0
WIPRO LTD SPON ADR 1 SH 97651M109 883 91,200 SH   DFND 16 0 91,200 0
WISDOMTREE INVTS INC COM 97717P104 779 69,960 SH   DFND 14 19,310 50,650 0
WISDOMTREE TR EMER MKT HIGH F 97717W315 1,374 36,800 SH   DFND 18 0 36,800 0
WOLVERINE WORLD WIDE INC COM 978097103 14,385 655,352 SH   DFND 14 98,182 557,170 0
WOLVERINE WORLD WIDE INC COM 978097103 843 38,400 SH   DFND 16 0 38,400 0
WOODWARD INC COM 980745103 423 6,122 SH   DFND 10 6,122 0 0
WOODWARD INC COM 980745103 2,407 34,861 SH   DFND 14 10,124 24,737 0
WORKDAY INC CL A 98138H101 225 3,410 SH   DFND 14 3,240 170 0
WORLD ACCEP CORP DEL COM 981419104 2,940 45,732 SH   DFND 14 1,317 44,415 0
WORLD FUEL SVCS CORP COM 981475106 298 6,500 SH   DFND 10 6,500 0 0
WORLD FUEL SVCS CORP COM 981475106 24,093 524,779 SH   DFND 14 85,685 439,094 0
WORLD FUEL SVCS CORP COM 981475106 129 2,800 SH   DFND 16 0 2,800 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,194 64,868 SH   DFND 14 5,598 59,270 0
WORTHINGTON INDS INC COM 981811102 756 15,946 SH   DFND 10 15,946 0 0
WORTHINGTON INDS INC COM 981811102 46,179 973,418 SH   DFND 14 192,954 780,464 0
WORTHINGTON INDS INC COM 981811102 892 18,800 SH   DFND 16 0 18,800 0
WORTHINGTON INDS INC COM 981811102 474 10,000 SH   DFND 18 0 10,000 0
WPX ENERGY INC COM 98212B103 12,406 851,492 SH   DFND 14 45,528 805,964 0
WPX ENERGY INC COM 98212B103 143 9,800 SH   DFND 16 0 9,800 0
WYNDHAM WORLDWIDE CORP COM 98310W108 877 11,480 SH   DFND 10 11,480 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 28,616 374,696 SH   DFND 14 102,231 272,465 0
WYNDHAM WORLDWIDE CORP COM 98310W108 18 240 SH   DFND 16 0 240 0
WYNN RESORTS LTD COM 983134107 9,553 110,429 SH   DFND 14 38,206 72,223 0
WYNN RESORTS LTD COM 983134107 16 180 SH   DFND 16 0 180 0
XO GROUP INC COM 983772104 354 18,200 SH   DFND 10 18,200 0 0
XO GROUP INC COM 983772104 1,042 53,558 SH   DFND 14 4,373 49,185 0
XO GROUP INC COM 983772104 171 8,800 SH   DFND 16 0 8,800 0
XPO LOGISTICS INC COM 983793100 441 10,209 SH   DFND 14 10,209 0 0
XACTLY CORP COM 98386L101 137 12,480 SH   DFND 10 12,480 0 0
XACTLY CORP COM 98386L101 16 1,490 SH   DFND 14 1,490 0 0
XCEL ENERGY INC COM 98389B100 29,787 731,869 SH   DFND 14 235,597 496,272 0
XCEL ENERGY INC COM 98389B100 44 1,080 SH   DFND 16 0 1,080 0
XILINX INC COM 983919101 21,087 349,301 SH   DFND 14 117,818 231,483 0
XILINX INC COM 983919101 36 600 SH   DFND 16 0 600 0
XENIA HOTELS & RESORTS INC COM 984017103 12,201 628,270 SH   DFND 14 202,170 426,100 0
XEROX CORP COM 984121103 545 62,390 SH   DFND 10 62,390 0 0
XEROX CORP COM 984121103 24,837 2,845,011 SH   DFND 14 536,264 2,308,747 0
XEROX CORP COM 984121103 16 1,834 SH   DFND 16 0 1,834 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 1,090 219,700 SH   DFND 14 0 219,700 0
XYLEM INC COM 98419M100 12,272 247,817 SH   DFND 14 82,838 164,979 0
XYLEM INC COM 98419M100 17 350 SH   DFND 16 0 350 0
YY INC ADS REPCOM CLA 98426T106 28,323 718,500 SH   DFND 14 11,000 707,500 0
YY INC ADS REPCOM CLA 98426T106 2,669 67,700 SH   DFND 16 0 67,700 0
YAHOO INC COM 984332106 46,654 1,206,454 SH   DFND 14 409,109 797,345 0
YAHOO INC COM 984332106 72 1,860 SH   DFND 16 0 1,860 0
YELP INC CL A 985817105 36 936 SH   DFND 10 936 0 0
YELP INC CL A 985817105 152 3,990 SH   DFND 14 3,990 0 0
YELP INC CL A 985817105 427 11,210 SH   DFND 18 0 11,210 0
YUM BRANDS INC COM 988498101 31,570 498,499 SH   DFND 14 171,640 326,859 0
YUM BRANDS INC COM 988498101 49 770 SH   DFND 16 0 770 0
YUM BRANDS INC COM 988498101 108 1,700 SH   DFND 18 0 1,700 0
YUM CHINA HLDGS INC COM 98850P109 11,869 454,404 SH   DFND 14 21,504 432,900 0
YUM CHINA HLDGS INC COM 98850P109 2,278 87,200 SH   DFND 16 0 87,200 0
YUM CHINA HLDGS INC COM 98850P109 104 4,000 SH   DFND 18 0 4,000 0
ZAYO GROUP HLDGS INC COM 98919V105 128 3,898 SH   DFND 10 3,898 0 0
ZAYO GROUP HLDGS INC COM 98919V105 151 4,600 SH   DFND 14 4,400 200 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 761 8,874 SH   DFND 10 8,874 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 15,304 178,446 SH   DFND 14 9,256 169,190 0
ZELTIQ AESTHETICS INC COM 98933Q108 294 6,747 SH   DFND 10 6,747 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 2,660 61,127 SH   DFND 14 5,437 55,690 0
ZILLOW GROUP INC CL C CAP STK 98954M200 226 6,184 SH   DFND 14 6,014 170 0
ZIMMER BIOMET HLDGS INC COM 98956P102 28,277 274,003 SH   DFND 14 94,063 179,940 0
ZIMMER BIOMET HLDGS INC COM 98956P102 46 445 SH   DFND 16 0 445 0
ZIONS BANCORPORATION COM 989701107 12,050 279,975 SH   DFND 14 93,186 186,789 0
ZIONS BANCORPORATION COM 989701107 19 450 SH   DFND 16 0 450 0
ZIONS BANCORPORATION COM 989701107 386 8,970 SH   DFND 18 0 8,970 0
ZIOPHARM ONCOLOGY INC COM 98973P101 68 12,773 SH   DFND 14 12,773 0 0
ZIX CORP COM 98974P100 121 24,573 SH   DFND 14 6,373 18,200 0
ZIX CORP COM 98974P100 61 12,300 SH   DFND 16 0 12,300 0
ZOETIS INC CL A 98978V103 431 8,050 SH   DFND 10 8,050 0 0
ZOETIS INC CL A 98978V103 39,972 746,723 SH   DFND 14 223,470 523,253 0
ZOETIS INC CL A 98978V103 59 1,100 SH   DFND 16 0 1,100 0
ZUMIEZ INC COM 989817101 588 26,900 SH   DFND 10 26,900 0 0
ZUMIEZ INC COM 989817101 653 29,905 SH   DFND 14 2,716 27,189 0
ZYNGA INC CL A 98986T108 105 40,800 SH   DFND 14 40,800 0 0
ZYNGA INC CL A 98986T108 202 78,570 SH   DFND 18 0 78,570 0
ADIENT PLC ORD SHS G0084W101 48 827 SH   DFND 10 827 0 0
ADIENT PLC ORD SHS G0084W101 169 2,889 SH   DFND 14 2,818 71 0
AIRCASTLE LTD COM G0129K104 13,255 635,747 SH   DFND 14 5,794 629,953 0
ALKERMES PLC SHS G01767105 482 8,665 SH   DFND 14 8,465 200 0
ALLEGION PUB LTD CO ORD SHS G0176J109 8,376 130,868 SH   DFND 14 40,670 90,198 0
ALLEGION PUB LTD CO ORD SHS G0176J109 11 166 SH   DFND 16 0 166 0
ALLERGAN PLC SHS G0177J108 573 2,730 SH   DFND 10 2,730 0 0
ALLERGAN PLC SHS G0177J108 239,648 1,141,126 SH   DFND 14 271,739 869,387 0
ALLERGAN PLC SHS G0177J108 1,916 9,121 SH   DFND 16 0 9,121 0
AON PLC SHS CL A G0408V102 48,249 432,610 SH   DFND 14 142,131 290,479 0
AON PLC SHS CL A G0408V102 64 575 SH   DFND 16 0 575 0
ARCH CAP GROUP LTD ORD G0450A105 180 2,081 SH   DFND 10 2,081 0 0
ARCH CAP GROUP LTD ORD G0450A105 497 5,760 SH   DFND 14 5,630 130 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 12,284 186,408 SH   DFND 14 3,227 183,181 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 500 9,087 SH   DFND 10 9,087 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 16,904 307,352 SH   DFND 14 17,697 289,655 0
ARRIS INTL INC SHS G0551A103 3,299 109,502 SH   DFND 14 24,474 85,028 0
ASSURED GUARANTY LTD COM G0585R106 5,186 137,315 SH   DFND 14 10,515 126,800 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 423 23,462 SH   DFND 10 23,462 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 12 690 SH   DFND 14 690 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 11,949 183,070 SH   DFND 14 14,270 168,800 0
AXOVANT SCIENCES LTD COM G0750W104 20 1,610 SH   DFND 14 1,610 0 0
AXOVANT SCIENCES LTD COM G0750W104 104 8,400 SH   DFND 16 0 8,400 0
ATLANTICA YIELD PLC SHS G0751N103 2,402 124,130 SH   DFND 14 3,530 120,600 0
ATLANTICA YIELD PLC SHS G0751N103 248 12,800 SH   DFND 16 0 12,800 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 420 3,590 SH   DFND 10 3,590 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 242,233 2,068,073 SH   DFND 14 452,325 1,615,748 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,846 15,760 SH   DFND 16 0 15,760 0
BELMOND LTD CL A G1154H107 1,883 141,034 SH   DFND 14 10,774 130,260 0
BUNGE LIMITED COM G16962105 69,318 959,555 SH   DFND 14 139,365 820,190 0
BUNGE LIMITED COM G16962105 1,228 17,000 SH   DFND 16 0 17,000 0
CARDTRONICS PLC SHS CL A G1991C105 33,310 610,402 SH   DFND 14 89,122 521,280 0
CARDTRONICS PLC SHS CL A G1991C105 1,201 22,000 SH   DFND 16 0 22,000 0
CHINA YUCHAI INTL LTD COM G21082105 621 45,000 SH   DFND 14 0 45,000 0
DELPHI AUTOMOTIVE PLC SHS G27823106 362 5,370 SH   DFND 10 5,370 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 24,494 363,683 SH   DFND 14 115,730 247,953 0
DELPHI AUTOMOTIVE PLC SHS G27823106 43 640 SH   DFND 16 0 640 0
EATON CORP PLC SHS G29183103 58,407 870,580 SH   DFND 14 238,475 632,105 0
EATON CORP PLC SHS G29183103 65 963 SH   DFND 16 0 963 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 3,472 37,578 SH   DFND 14 8,876 28,702 0
ENDO INTL PLC SHS G30401106 4,384 266,205 SH   DFND 14 86,886 179,319 0
ENDO INTL PLC SHS G30401106 6 350 SH   DFND 16 0 350 0
ENSTAR GROUP LIMITED SHS G3075P101 1,481 7,492 SH   DFND 14 1,392 6,100 0
ENSCO PLC SHS CLASS A G3157S106 85,988 8,846,475 SH   DFND 14 1,153,885 7,692,590 0
ENSCO PLC SHS CLASS A G3157S106 592 60,900 SH   DFND 16 0 60,900 0
ESSENT GROUP LTD COM G3198U102 11,698 361,380 SH   DFND 14 60,280 301,100 0
ESSENT GROUP LTD COM G3198U102 858 26,500 SH   DFND 16 0 26,500 0
EVEREST RE GROUP LTD COM G3223R108 489 2,260 SH   DFND 10 2,260 0 0
EVEREST RE GROUP LTD COM G3223R108 41,745 192,905 SH   DFND 14 34,125 158,780 0
EVEREST RE GROUP LTD COM G3223R108 80 370 SH   DFND 16 0 370 0
FABRINET SHS G3323L100 2,582 64,059 SH   DFND 14 6,939 57,120 0
FERROGLOBE PLC SHS G33856108 399 36,882 SH   DFND 14 36,882 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 24,332 401,320 SH   DFND 14 38,959 362,361 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 740 12,200 SH   DFND 16 0 12,200 0
GENPACT LIMITED SHS G3922B107 271 11,117 SH   DFND 14 8,517 2,600 0
HELEN OF TROY CORP LTD COM G4388N106 5,788 68,533 SH   DFND 14 5,113 63,420 0
HERBALIFE LTD COM USD SHS G4412G101 237 4,921 SH   DFND 14 4,921 0 0
HORIZON PHARMA PLC SHS G4617B105 263 16,260 SH   DFND 14 16,260 0 0
INGERSOLL-RAND PLC SHS G47791101 125,808 1,676,548 SH   DFND 14 314,208 1,362,340 0
INGERSOLL-RAND PLC SHS G47791101 1,381 18,400 SH   DFND 16 0 18,400 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 9,043 354,365 SH   DFND 14 75,675 278,690 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 51 2,000 SH   DFND 16 0 2,000 0
WEATHERFORD INTL PLC ORD SHS G48833100 331 66,424 SH   DFND 14 17,500 48,924 0
INVESCO LTD SHS G491BT108 32,480 1,070,520 SH   DFND 14 239,042 831,478 0
INVESCO LTD SHS G491BT108 345 11,375 SH   DFND 16 0 11,375 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 47,075 431,760 SH   DFND 14 50,653 381,107 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,065 9,770 SH   DFND 16 0 9,770 0
JOHNSON CTLS INTL PLC SHS G51502105 341 8,272 SH   DFND 10 8,272 0 0
JOHNSON CTLS INTL PLC SHS G51502105 52,863 1,283,390 SH   DFND 14 416,382 867,008 0
JOHNSON CTLS INTL PLC SHS G51502105 83 2,011 SH   DFND 16 0 2,011 0
LAZARD LTD SHS A G54050102 19,603 477,078 SH   DFND 14 72,108 404,970 0
LAZARD LTD SHS A G54050102 33 800 SH   DFND 16 0 800 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 565 19,027 SH   DFND 14 7,346 11,681 0
LIVANOVA PLC SHS G5509L101 1,040 23,136 SH   DFND 14 3,399 19,737 0
MAIDEN HOLDINGS LTD SHS G5753U112 7,045 403,704 SH   DFND 14 12,169 391,535 0
MALLINCKRODT PUB LTD CO SHS G5785G107 96,441 1,935,797 SH   DFND 14 289,217 1,646,580 0
MALLINCKRODT PUB LTD CO SHS G5785G107 887 17,800 SH   DFND 16 0 17,800 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 385 27,740 SH   DFND 14 27,230 510 0
MEDTRONIC PLC SHS G5960L103 153,583 2,156,154 SH   DFND 14 681,580 1,474,574 0
MEDTRONIC PLC SHS G5960L103 213 2,990 SH   DFND 16 0 2,990 0
MICHAEL KORS HLDGS LTD SHS G60754101 9,700 225,685 SH   DFND 14 71,700 153,985 0
MICHAEL KORS HLDGS LTD SHS G60754101 15 340 SH   DFND 16 0 340 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 4,148 195,025 SH   DFND 14 65,195 129,830 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 387 18,200 SH   DFND 16 0 18,200 0
NABORS INDUSTRIES LTD SHS G6359F103 478 29,130 SH   DFND 10 29,130 0 0
NABORS INDUSTRIES LTD SHS G6359F103 27,698 1,688,879 SH   DFND 14 162,577 1,526,302 0
NABORS INDUSTRIES LTD SHS G6359F103 126 7,700 SH   DFND 16 0 7,700 0
NIELSEN HLDGS PLC SHS EUR G6518L108 18,940 451,484 SH   DFND 14 141,512 309,972 0
NIELSEN HLDGS PLC SHS EUR G6518L108 31 730 SH   DFND 16 0 730 0
NOBLE CORP PLC SHS USD G65431101 9,104 1,537,814 SH   DFND 14 131,412 1,406,402 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 9,032 212,375 SH   DFND 14 16,735 195,640 0
OM ASSET MGMT PLC SHS G67506108 563 38,800 SH   DFND 14 2,400 36,400 0
OM ASSET MGMT PLC SHS G67506108 62 4,300 SH   DFND 16 0 4,300 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 5,628 41,318 SH   DFND 14 7,348 33,970 0
ROWAN COMPANIES PLC SHS CL A G7665A101 15,254 807,504 SH   DFND 14 69,109 738,395 0
SEADRILL LIMITED SHS G7945E105 87 25,650 SH   DFND 14 25,650 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 21,776 570,496 SH   DFND 14 136,079 434,417 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 24 620 SH   DFND 16 0 620 0
PENTAIR PLC SHS G7S00T104 14,003 249,750 SH   DFND 14 78,837 170,913 0
PENTAIR PLC SHS G7S00T104 19 346 SH   DFND 16 0 346 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 6,458 434,909 SH   DFND 14 6,540 428,369 0
SIGNET JEWELERS LIMITED SHS G81276100 9,351 99,202 SH   DFND 14 33,772 65,430 0
SIGNET JEWELERS LIMITED SHS G81276100 14 150 SH   DFND 16 0 150 0
SINA CORP ORD G81477104 4,006 65,900 SH   DFND 14 1,200 64,700 0
SINA CORP ORD G81477104 347 5,700 SH   DFND 16 0 5,700 0
STERIS PLC SHS USD G84720104 633 9,388 SH   DFND 10 9,388 0 0
STERIS PLC SHS USD G84720104 3,438 51,017 SH   DFND 14 7,607 43,410 0
THIRD PT REINS LTD COM G8827U100 138 11,958 SH   DFND 10 11,958 0 0
THIRD PT REINS LTD COM G8827U100 50 4,360 SH   DFND 14 4,360 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 13,219 937,520 SH   DFND 14 268,320 669,200 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 756 53,600 SH   DFND 16 0 53,600 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 4,485 81,538 SH   DFND 14 8,338 73,200 0
WHITE MTNS INS GROUP LTD COM G9618E107 360 431 SH   DFND 14 431 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 21,522 176,002 SH   DFND 14 55,220 120,782 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 34 277 SH   DFND 16 0 277 0
PERRIGO CO PLC SHS G97822103 16,062 192,986 SH   DFND 14 61,630 131,356 0
PERRIGO CO PLC SHS G97822103 25 300 SH   DFND 16 0 300 0
XL GROUP LTD COM G98294104 71,597 1,921,546 SH   DFND 14 395,395 1,526,151 0
XL GROUP LTD COM G98294104 91 2,455 SH   DFND 16 0 2,455 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 10,430 194,191 SH   DFND 14 20,191 174,000 0
CHUBB LIMITED COM H1467J104 270 2,040 SH   DFND 10 2,040 0 0
CHUBB LIMITED COM H1467J104 109,901 831,824 SH   DFND 14 216,753 615,071 0
CHUBB LIMITED COM H1467J104 135 1,022 SH   DFND 16 0 1,022 0
GARMIN LTD SHS H2906T109 7,405 152,706 SH   DFND 14 48,300 104,406 0
GARMIN LTD SHS H2906T109 10 200 SH   DFND 16 0 200 0
TE CONNECTIVITY LTD REG SHS H84989104 416 6,010 SH   DFND 10 6,010 0 0
TE CONNECTIVITY LTD REG SHS H84989104 32,856 474,247 SH   DFND 14 149,120 325,127 0
TE CONNECTIVITY LTD REG SHS H84989104 52 750 SH   DFND 16 0 750 0
TRANSOCEAN LTD REG SHS H8817H100 21,363 1,449,293 SH   DFND 14 232,239 1,217,054 0
TRANSOCEAN LTD REG SHS H8817H100 10 670 SH   DFND 16 0 670 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 784 29,500 SH   DFND 14 29,500 0 0
GLOBANT S A COM L44385109 6,099 182,870 SH   DFND 14 44,970 137,900 0
GLOBANT S A COM L44385109 524 15,700 SH   DFND 16 0 15,700 0
TRINSEO S A SHS L9340P101 31,509 531,346 SH   DFND 14 61,746 469,600 0
TRINSEO S A SHS L9340P101 1,233 20,800 SH   DFND 16 0 20,800 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 20,217 239,373 SH   DFND 14 32,500 206,873 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 980 11,600 SH   DFND 16 0 11,600 0
ORBOTECH LTD ORD M75253100 226 6,755 SH   DFND 10 6,755 0 0
ORBOTECH LTD ORD M75253100 8,750 261,900 SH   DFND 14 0 261,900 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 197 1,867 SH   DFND 10 1,867 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 144 1,370 SH   DFND 14 1,207 163 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 32 300 SH   DFND 16 0 300 0
AERCAP HOLDINGS NV SHS N00985106 689 16,553 SH   DFND 14 15,802 751 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 650 17,040 SH   DFND 14 16,230 810 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 186,199 2,170,661 SH   DFND 14 390,684 1,779,977 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,434 16,720 SH   DFND 16 0 16,720 0
MYLAN N V SHS EURO N59465109 486 12,730 SH   DFND 10 12,730 0 0
MYLAN N V SHS EURO N59465109 22,971 602,135 SH   DFND 14 193,997 408,138 0
MYLAN N V SHS EURO N59465109 36 945 SH   DFND 16 0 945 0
NXP SEMICONDUCTORS N V COM N6596X109 2,765 28,215 SH   DFND 14 26,960 1,255 0
ORTHOFIX INTL N V COM N6748L102 2,572 71,084 SH   DFND 14 18,984 52,100 0
ORTHOFIX INTL N V COM N6748L102 463 12,800 SH   DFND 16 0 12,800 0
SAPIENS INTL CORP N V SHS NEW N7716A151 489 34,100 SH   DFND 14 1,600 32,500 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 33,248 405,267 SH   DFND 14 87,430 317,837 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 33 400 SH   DFND 16 0 400 0
ARDMORE SHIPPING CORP COM Y0207T100 656 88,640 SH   DFND 14 1,840 86,800 0
BROADCOM LTD SHS Y09827109 1,879 10,630 SH   DFND 10 10,630 0 0
BROADCOM LTD SHS Y09827109 94,976 537,288 SH   DFND 14 169,422 367,866 0
BROADCOM LTD SHS Y09827109 154 870 SH   DFND 16 0 870 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,997 965,470 SH   DFND 14 5,670 959,800 0
DORIAN LPG LTD SHS USD Y2106R110 1,195 145,600 SH   DFND 14 2,300 143,300 0
SCORPIO TANKERS INC SHS Y7542C106 5,993 1,322,962 SH   DFND 14 10,662 1,312,300 0
TEEKAY CORPORATION COM Y8564W103 427 53,208 SH   DFND 14 53,208 0 0
TEEKAY TANKERS LTD CL A Y8565N102 861 381,173 SH   DFND 14 7,073 374,100 0