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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 3,787 135,236 SH   DFND 14 37,898 97,338 0
AAR CORP COM 000361105 7,948 341,542 SH   DFND 14 88,879 252,663 0
ACCO BRANDS CORP COM 00081T108 5,412 602,626 SH   DFND 14 6,158 596,468 0
ABM INDS INC COM 000957100 4,341 134,362 SH   DFND 14 6,735 127,627 0
THE ADT CORPORATION COM 00101J106 11,894 288,261 SH   DFND 14 48,949 239,312 0
THE ADT CORPORATION COM 00101J106 14 330 SH   DFND 16 0 330 0
AEP INDS INC COM 001031103 192 2,915 SH   DFND 10 2,915 0 0
AEP INDS INC COM 001031103 97 1,475 SH   DFND 14 275 1,200 0
AFLAC INC COM 001055102 121,349 1,921,899 SH   DFND 14 253,978 1,667,921 0
AFLAC INC COM 001055102 3,168 50,180 SH   DFND 16 0 50,180 0
AGCO CORP COM 001084102 19,510 392,550 SH   DFND 14 20,770 371,780 0
AGCO CORP COM 001084102 1,466 29,500 SH   DFND 16 0 29,500 0
AGL RES INC COM 001204106 11,026 169,267 SH   DFND 14 34,143 135,124 0
AGL RES INC COM 001204106 18 277 SH   DFND 16 0 277 0
AG MTG INVT TR INC COM 001228105 6,022 460,737 SH   DFND 14 53,756 406,981 0
AES CORP COM 00130H105 109,630 9,290,656 SH   DFND 14 1,673,475 7,617,181 0
AES CORP COM 00130H105 2,544 215,610 SH   DFND 16 0 215,610 0
AK STL HLDG CORP COM 001547108 1,745 422,629 SH   DFND 14 19,090 403,539 0
AMAG PHARMACEUTICALS INC COM 00163U106 5,563 237,717 SH   DFND 14 4,117 233,600 0
AMC NETWORKS INC CL A 00164V103 19,513 300,473 SH   DFND 14 38,795 261,678 0
AMC ENTMT HLDGS INC CL A COM 00165C104 385 13,750 SH   DFND 14 12,650 1,100 0
AMN HEALTHCARE SERVICES INC COM 001744101 121 3,611 SH   DFND 10 3,611 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,836 114,131 SH   DFND 14 5,648 108,483 0
ANI PHARMACEUTICALS INC COM 00182C103 620 18,410 SH   DFND 14 1,025 17,385 0
AT&T INC COM 00206R102 1,388 35,444 SH   DFND 10 35,444 0 0
AT&T INC COM 00206R102 656,259 16,754,127 SH   DFND 14 2,967,334 13,786,793 0
AT&T INC COM 00206R102 10,801 275,758 SH   DFND 16 0 275,758 0
A10 NETWORKS INC COM 002121101 857 144,800 SH   DFND 14 1,900 142,900 0
AZZ INC COM 002474104 5,655 99,916 SH   DFND 14 24,244 75,672 0
AARONS INC COM PAR $0.50 002535300 4,997 199,081 SH   DFND 14 51,306 147,775 0
ABAXIS INC COM 002567105 2,310 50,889 SH   DFND 14 2,724 48,165 0
ABBOTT LABS COM 002824100 139,868 3,343,728 SH   DFND 14 527,524 2,816,204 0
ABBOTT LABS COM 002824100 515 12,315 SH   DFND 16 0 12,315 0
ABBVIE INC COM 00287Y109 1,323 23,155 SH   DFND 10 23,155 0 0
ABBVIE INC COM 00287Y109 130,086 2,277,422 SH   DFND 14 476,834 1,800,588 0
ABBVIE INC COM 00287Y109 189 3,315 SH   DFND 16 0 3,315 0
ABERCROMBIE & FITCH CO CL A 002896207 10,215 323,869 SH   DFND 14 169,754 154,115 0
ABERCROMBIE & FITCH CO CL A 002896207 16 500 SH   DFND 16 0 500 0
ABIOMED INC COM 003654100 192 2,020 SH   DFND 10 2,020 0 0
ABIOMED INC COM 003654100 11,878 125,284 SH   DFND 14 5,009 120,275 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 195 3,540 SH   DFND 14 940 2,600 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 5,004 90,800 SH   DFND 18 0 90,800 0
ACADIA PHARMACEUTICALS INC COM 004225108 213 7,630 SH   DFND 14 4,730 2,900 0
ACADIA RLTY TR COM SH BEN INT 004239109 5,965 169,806 SH   DFND 14 8,663 161,143 0
ACADIA RLTY TR COM SH BEN INT 004239109 39,608 1,127,460 SH   DFND 3 154,693 972,767 0
ACCELERON PHARMA INC COM 00434H108 50 1,900 SH   DFND 14 1,400 500 0
ACCELERON PHARMA INC COM 00434H108 2,330 88,300 SH   DFND 18 0 88,300 0
ACETO CORP COM 004446100 1,665 70,671 SH   DFND 14 3,571 67,100 0
ACI WORLDWIDE INC COM 004498101 2,934 141,134 SH   DFND 14 30,496 110,638 0
ACORDA THERAPEUTICS INC COM 00484M106 8,984 339,652 SH   DFND 14 115,082 224,570 0
ACTIVISION BLIZZARD INC COM 00507V109 378 11,160 SH   DFND 10 11,160 0 0
ACTIVISION BLIZZARD INC COM 00507V109 72,996 2,157,096 SH   DFND 14 322,118 1,834,978 0
ACTIVISION BLIZZARD INC COM 00507V109 525 15,500 SH   DFND 16 0 15,500 0
ACTUANT CORP CL A NEW 00508X203 3,482 140,932 SH   DFND 14 7,051 133,881 0
ACUITY BRANDS INC COM 00508Y102 40,112 183,883 SH   DFND 14 50,652 133,231 0
ACUITY BRANDS INC COM 00508Y102 201 920 SH   DFND 16 0 920 0
ACXIOM CORP COM 005125109 111 5,158 SH   DFND 10 5,158 0 0
ACXIOM CORP COM 005125109 1,054 49,141 SH   DFND 14 9,409 39,732 0
ADAMAS PHARMACEUTICALS INC COM 00548A106 491 33,950 SH   DFND 14 650 33,300 0
ADAMS RES & ENERGY INC COM NEW 006351308 1,150 28,758 SH   DFND 14 180 28,578 0
ADDUS HOMECARE CORP COM 006739106 271 15,764 SH   DFND 10 15,764 0 0
ADDUS HOMECARE CORP COM 006739106 14 800 SH   DFND 14 400 400 0
ADEPTUS HEALTH INC CL A 006855100 139 2,502 SH   DFND 10 2,502 0 0
ADEPTUS HEALTH INC CL A 006855100 1,585 28,530 SH   DFND 14 1,230 27,300 0
ADEPTUS HEALTH INC CL A 006855100 5,271 94,900 SH   DFND 18 0 94,900 0
ADOBE SYS INC COM 00724F101 92,837 989,733 SH   DFND 14 168,369 821,364 0
ADOBE SYS INC COM 00724F101 481 5,127 SH   DFND 16 0 5,127 0
ADTRAN INC COM 00738A106 2,469 122,101 SH   DFND 14 5,733 116,368 0
ADVANCE AUTO PARTS INC COM 00751Y106 14,725 91,833 SH   DFND 14 21,259 70,574 0
ADVANCE AUTO PARTS INC COM 00751Y106 24 150 SH   DFND 16 0 150 0
AECOM COM 00766T100 7,313 237,508 SH   DFND 14 19,145 218,363 0
AEGION CORP COM 00770F104 14,382 681,956 SH   DFND 14 4,234 677,722 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,559 156,257 SH   DFND 14 7,158 149,099 0
ADVANCED MICRO DEVICES INC COM 007903107 1,155 405,233 SH   DFND 14 74,413 330,820 0
ADVANCED ENERGY INDS COM 007973100 16,164 464,606 SH   DFND 14 93,808 370,798 0
AEROVIRONMENT INC COM 008073108 1,396 49,306 SH   DFND 14 2,406 46,900 0
AETNA INC NEW COM 00817Y108 834 7,420 SH   DFND 10 7,420 0 0
AETNA INC NEW COM 00817Y108 83,032 739,048 SH   DFND 14 219,394 519,654 0
AETNA INC NEW COM 00817Y108 2,396 21,327 SH   DFND 16 0 21,327 0
AFFILIATED MANAGERS GROUP COM 008252108 14,386 88,582 SH   DFND 14 16,096 72,486 0
AFFILIATED MANAGERS GROUP COM 008252108 19 120 SH   DFND 16 0 120 0
AFFYMETRIX INC COM 00826T108 2,652 189,279 SH   DFND 14 9,055 180,224 0
AGILENT TECHNOLOGIES INC COM 00846U101 16,377 410,962 SH   DFND 14 92,672 318,290 0
AGILENT TECHNOLOGIES INC COM 00846U101 26 664 SH   DFND 16 0 664 0
AGILYSYS INC COM 00847J105 367 35,989 SH   DFND 14 1,597 34,392 0
AGREE REALTY CORP COM 008492100 1,907 49,582 SH   DFND 14 2,462 47,120 0
AIR METHODS CORP COM PAR $.06 009128307 310 8,566 SH   DFND 10 8,566 0 0
AIR METHODS CORP COM PAR $.06 009128307 3,010 83,094 SH   DFND 14 4,498 78,596 0
AIR LEASE CORP CL A 00912X302 11,335 352,899 SH   DFND 14 14,799 338,100 0
AIR PRODS & CHEMS INC COM 009158106 54,779 380,281 SH   DFND 14 65,426 314,855 0
AIR PRODS & CHEMS INC COM 009158106 60 415 SH   DFND 16 0 415 0
AIR PRODS & CHEMS INC COM 009158106 720 5,000 SH   DFND 18 0 5,000 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 3,950 256,816 SH   DFND 14 2,948 253,868 0
AIRGAS INC COM 009363102 11,464 80,937 SH   DFND 14 18,796 62,141 0
AIRGAS INC COM 009363102 21 150 SH   DFND 16 0 150 0
AKAMAI TECHNOLOGIES INC COM 00971T101 13,581 244,391 SH   DFND 14 50,513 193,878 0
AKAMAI TECHNOLOGIES INC COM 00971T101 23 410 SH   DFND 16 0 410 0
AKORN INC COM 009728106 1,123 47,707 SH   DFND 14 6,257 41,450 0
ALASKA AIR GROUP INC COM 011659109 1,010 12,320 SH   DFND 10 12,320 0 0
ALASKA AIR GROUP INC COM 011659109 50,871 620,224 SH   DFND 14 187,740 432,484 0
ALASKA AIR GROUP INC COM 011659109 582 7,100 SH   DFND 16 0 7,100 0
ALBANY INTL CORP CL A 012348108 2,680 71,293 SH   DFND 14 3,583 67,710 0
ALBANY MOLECULAR RESH INC COM 012423109 980 64,100 SH   DFND 14 2,900 61,200 0
ALBEMARLE CORP COM 012653101 5,392 84,338 SH   DFND 14 9,275 75,063 0
ALBEMARLE CORP COM 012653101 315 4,920 SH   DFND 18 0 4,920 0
ALCOA INC COM 013817101 25,742 2,687,090 SH   DFND 14 419,640 2,267,450 0
ALCOA INC COM 013817101 26 2,680 SH   DFND 16 0 2,680 0
ALCOA INC COM 013817101 409 42,700 SH   DFND 18 0 42,700 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 49 2,000 SH   DFND 14 1,300 700 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,500 102,100 SH   DFND 18 0 102,100 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,088 29,662 SH   DFND 14 5,757 23,905 0
ALERE INC COM 01449J105 249 4,915 SH   DFND 14 1,475 3,440 0
ALEXANDERS INC COM 014752109 207 545 SH   DFND 14 128 417 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10,035 110,407 SH   DFND 14 10,727 99,680 0
ALEXION PHARMACEUTICALS INC COM 015351109 38,653 277,638 SH   DFND 14 64,147 213,491 0
ALEXION PHARMACEUTICALS INC COM 015351109 67 480 SH   DFND 16 0 480 0
ALEXION PHARMACEUTICALS INC COM 015351109 9,411 67,600 SH   DFND 18 0 67,600 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 98,736 1,249,348 SH   DFND 14 15,000 1,234,348 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,042 89,100 SH   DFND 16 0 89,100 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,691 21,400 SH   DFND 18 0 21,400 0
ALIGN TECHNOLOGY INC COM 016255101 4,018 55,280 SH   DFND 14 6,225 49,055 0
ALIGN TECHNOLOGY INC COM 016255101 7,214 99,237 SH   DFND 18 0 99,237 0
ALLEGHANY CORP DEL COM 017175100 41,741 84,121 SH   DFND 14 17,836 66,285 0
ALLEGHANY CORP DEL COM 017175100 164 330 SH   DFND 16 0 330 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,061 65,064 SH   DFND 14 8,517 56,547 0
ALLEGIANT TRAVEL CO COM 01748X102 560 3,144 SH   DFND 10 3,144 0 0
ALLEGIANT TRAVEL CO COM 01748X102 7,547 42,386 SH   DFND 14 4,512 37,874 0
ALLETE INC COM NEW 018522300 969 17,283 SH   DFND 10 17,283 0 0
ALLETE INC COM NEW 018522300 8,532 152,163 SH   DFND 14 5,826 146,337 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 16,382 74,464 SH   DFND 14 17,147 57,317 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 26 120 SH   DFND 16 0 120 0
ALLIANT ENERGY CORP COM 018802108 5,045 67,921 SH   DFND 14 9,446 58,475 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 974 36,100 SH   DFND 14 2,900 33,200 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,494 113,077 SH   DFND 14 15,174 97,903 0
ALLSTATE CORP COM 020002101 561 8,320 SH   DFND 10 8,320 0 0
ALLSTATE CORP COM 020002101 139,108 2,064,836 SH   DFND 14 386,985 1,677,851 0
ALLSTATE CORP COM 020002101 3,423 50,809 SH   DFND 16 0 50,809 0
ALLY FINL INC COM 02005N100 11,935 637,550 SH   DFND 14 42,100 595,450 0
ALMOST FAMILY INC COM 020409108 789 21,192 SH   DFND 14 981 20,211 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 273 4,344 SH   DFND 14 1,264 3,080 0
ALON USA ENERGY INC COM 020520102 224 21,748 SH   DFND 10 21,748 0 0
ALON USA ENERGY INC COM 020520102 4,734 458,683 SH   DFND 14 1,383 457,300 0
ALPHABET INC CAP STK CL C 02079K107 355 477 SH   DFND 10 477 0 0
ALPHABET INC CAP STK CL C 02079K107 547,161 734,494 SH   DFND 14 141,419 593,075 0
ALPHABET INC CAP STK CL C 02079K107 3,559 4,777 SH   DFND 16 0 4,777 0
ALPHABET INC CAP STK CL A 02079K305 1,705 2,235 SH   DFND 10 2,235 0 0
ALPHABET INC CAP STK CL A 02079K305 452,764 593,477 SH   DFND 14 122,541 470,936 0
ALPHABET INC CAP STK CL A 02079K305 2,529 3,315 SH   DFND 16 0 3,315 0
ALTRA INDL MOTION CORP COM 02208R106 1,162 41,830 SH   DFND 14 11,086 30,744 0
ALTRIA GROUP INC COM 02209S103 314,495 5,019,064 SH   DFND 14 727,858 4,291,206 0
ALTRIA GROUP INC COM 02209S103 2,476 39,520 SH   DFND 16 0 39,520 0
ALTRIA GROUP INC COM 02209S103 531 8,482 SH   DFND 18 0 8,482 0
AMAZON COM INC COM 023135106 674 1,135 SH   DFND 10 1,135 0 0
AMAZON COM INC COM 023135106 465,256 783,734 SH   DFND 14 154,179 629,555 0
AMAZON COM INC COM 023135106 2,383 4,015 SH   DFND 16 0 4,015 0
AMAZON COM INC COM 023135106 712 1,200 SH   DFND 18 0 1,200 0
AMBAC FINL GROUP INC COM NEW 023139884 1,496 94,700 SH   DFND 14 66,200 28,500 0
AMBEV SA SPONSORED ADR 02319V103 1,403 270,800 SH   DFND 18 0 270,800 0
AMEDISYS INC COM 023436108 3,672 75,959 SH   DFND 14 3,382 72,577 0
AMERCO COM 023586100 10,650 29,807 SH   DFND 14 5,097 24,710 0
AMERCO COM 023586100 71 200 SH   DFND 16 0 200 0
AMEREN CORP COM 023608102 16,547 330,279 SH   DFND 14 68,860 261,419 0
AMEREN CORP COM 023608102 26 525 SH   DFND 16 0 525 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 593 38,200 SH   DFND 14 0 38,200 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 1,364 87,860 SH   DFND 18 0 87,860 0
AMERICAN AIRLS GROUP INC COM 02376R102 32,130 783,466 SH   DFND 14 173,726 609,740 0
AMERICAN AIRLS GROUP INC COM 02376R102 51 1,250 SH   DFND 16 0 1,250 0
AMERICAN ASSETS TR INC COM 024013104 14,007 350,876 SH   DFND 14 113,343 237,533 0
AMERICAN ASSETS TR INC COM 024013104 176 4,400 SH   DFND 16 0 4,400 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 21,499 456,556 SH   DFND 14 130,690 325,866 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 52 1,100 SH   DFND 16 0 1,100 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 6,919 371,366 SH   DFND 14 37,338 334,028 0
AMERICAN CAP LTD COM 02503Y103 225 14,750 SH   DFND 14 0 14,750 0
AMERICAN CAP MTG INVT CORP COM 02504A104 6,282 427,952 SH   DFND 14 121,815 306,137 0
AMERICAN ELEC PWR INC COM 025537101 1,105 16,640 SH   DFND 10 16,640 0 0
AMERICAN ELEC PWR INC COM 025537101 93,561 1,409,047 SH   DFND 14 370,406 1,038,641 0
AMERICAN ELEC PWR INC COM 025537101 1,695 25,530 SH   DFND 16 0 25,530 0
AMERICAN ELEC PWR INC COM 025537101 717 10,800 SH   DFND 18 0 10,800 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 26,340 1,580,064 SH   DFND 14 360,349 1,219,715 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 125 7,500 SH   DFND 16 0 7,500 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 517 30,790 SH   DFND 10 30,790 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 19,266 1,146,814 SH   DFND 14 167,107 979,707 0
AMERICAN EXPRESS CO COM 025816109 368 6,000 SH   DFND 10 6,000 0 0
AMERICAN EXPRESS CO COM 025816109 65,139 1,060,903 SH   DFND 14 235,331 825,572 0
AMERICAN EXPRESS CO COM 025816109 106 1,733 SH   DFND 16 0 1,733 0
AMERICAN FINL GROUP INC OHIO COM 025932104 50,112 712,126 SH   DFND 14 175,195 536,931 0
AMERICAN FINL GROUP INC OHIO COM 025932104 605 8,600 SH   DFND 16 0 8,600 0
AMERICAN HOMES 4 RENT CL A 02665T306 194 12,180 SH   DFND 14 2,613 9,567 0
AMERICAN INTL GROUP INC COM NEW 026874784 135,773 2,511,983 SH   DFND 14 467,273 2,044,710 0
AMERICAN INTL GROUP INC COM NEW 026874784 2,311 42,758 SH   DFND 16 0 42,758 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 56 2,702 SH   DFND 10 2,702 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,763 85,472 SH   DFND 14 1,930 83,542 0
AMERICAN SCIENCE & ENGR INC COM 029429107 475 17,152 SH   DFND 14 928 16,224 0
AMERICAN STS WTR CO COM 029899101 9,059 230,162 SH   DFND 14 80,052 150,110 0
AMERICAN TOWER CORP NEW COM 03027X100 53,969 527,191 SH   DFND 14 120,178 407,013 0
AMERICAN TOWER CORP NEW COM 03027X100 91 885 SH   DFND 16 0 885 0
AMERICAN TOWER CORP NEW COM 03027X100 461 4,500 SH   DFND 18 0 4,500 0
AMERICAN VANGUARD CORP COM 030371108 964 61,090 SH   DFND 14 3,342 57,748 0
AMERICAN WTR WKS CO INC NEW COM 030420103 22,828 331,173 SH   DFND 14 139,058 192,115 0
AMERICAN WTR WKS CO INC NEW COM 030420103 24 350 SH   DFND 16 0 350 0
AMERICAN WTR WKS CO INC NEW COM 030420103 483 7,000 SH   DFND 18 0 7,000 0
AMERICAN WOODMARK CORP COM 030506109 974 13,056 SH   DFND 10 13,056 0 0
AMERICAN WOODMARK CORP COM 030506109 10,804 144,850 SH   DFND 14 29,310 115,540 0
AMERICAN WOODMARK CORP COM 030506109 216 2,900 SH   DFND 16 0 2,900 0
AMERICAS CAR MART INC COM 03062T105 374 14,957 SH   DFND 14 14,657 300 0
AMERISAFE INC COM 03071H100 4,783 91,041 SH   DFND 14 42,069 48,972 0
AMERISOURCEBERGEN CORP COM 03073E105 469 5,415 SH   DFND 10 5,415 0 0
AMERISOURCEBERGEN CORP COM 03073E105 20,959 242,165 SH   DFND 14 56,058 186,107 0
AMERISOURCEBERGEN CORP COM 03073E105 34 390 SH   DFND 16 0 390 0
AMERIPRISE FINL INC COM 03076C106 727 7,730 SH   DFND 10 7,730 0 0
AMERIPRISE FINL INC COM 03076C106 41,957 446,300 SH   DFND 14 60,502 385,798 0
AMERIPRISE FINL INC COM 03076C106 2,590 27,555 SH   DFND 16 0 27,555 0
AMERIS BANCORP COM 03076K108 1,977 66,823 SH   DFND 14 3,523 63,300 0
AMETEK INC NEW COM 031100100 14,786 295,848 SH   DFND 14 67,061 228,787 0
AMETEK INC NEW COM 031100100 25 500 SH   DFND 16 0 500 0
AMGEN INC COM 031162100 2,357 15,720 SH   DFND 10 15,720 0 0
AMGEN INC COM 031162100 317,482 2,117,535 SH   DFND 14 377,151 1,740,384 0
AMGEN INC COM 031162100 2,198 14,662 SH   DFND 16 0 14,662 0
AMICUS THERAPEUTICS INC COM 03152W109 88 10,400 SH   DFND 14 5,800 4,600 0
AMICUS THERAPEUTICS INC COM 03152W109 5,103 603,900 SH   DFND 18 0 603,900 0
AMKOR TECHNOLOGY INC COM 031652100 394 66,838 SH   DFND 10 66,838 0 0
AMKOR TECHNOLOGY INC COM 031652100 10,948 1,858,821 SH   DFND 14 5,566 1,853,255 0
AMPHENOL CORP NEW CL A 032095101 21,823 377,432 SH   DFND 14 88,274 289,158 0
AMPHENOL CORP NEW CL A 032095101 34 590 SH   DFND 16 0 590 0
AMPLIFY SNACK BRANDS COM 03211L102 1,489 104,000 SH   DFND 14 65,300 38,700 0
AMSURG CORP COM 03232P405 2,552 34,213 SH   DFND 14 6,830 27,383 0
AMTRUST FINL SVCS INC COM 032359309 1,374 53,102 SH   DFND 14 48,526 4,576 0
ANACOR PHARMACEUTICALS INC COM 032420101 83 1,559 SH   DFND 10 1,559 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 232 4,337 SH   DFND 14 2,337 2,000 0
ANADARKO PETE CORP COM 032511107 29,218 627,396 SH   DFND 14 144,250 483,146 0
ANADARKO PETE CORP COM 032511107 48 1,023 SH   DFND 16 0 1,023 0
ANADARKO PETE CORP COM 032511107 931 20,000 SH   DFND 18 0 20,000 0
ANALOG DEVICES INC COM 032654105 23,176 391,547 SH   DFND 14 88,543 303,004 0
ANALOG DEVICES INC COM 032654105 36 610 SH   DFND 16 0 610 0
ANALOGIC CORP COM PAR $0.05 032657207 2,381 30,134 SH   DFND 14 1,644 28,490 0
ANDERSONS INC COM 034164103 338 10,752 SH   DFND 10 10,752 0 0
ANDERSONS INC COM 034164103 1,992 63,425 SH   DFND 14 3,318 60,107 0
ANGIODYNAMICS INC COM 03475V101 773 62,871 SH   DFND 14 2,871 60,000 0
ANIKA THERAPEUTICS INC COM 035255108 1,605 35,880 SH   DFND 14 1,750 34,130 0
ANIXTER INTL INC COM 035290105 287 5,510 SH   DFND 10 5,510 0 0
ANIXTER INTL INC COM 035290105 10,274 197,160 SH   DFND 14 31,931 165,229 0
ANNALY CAP MGMT INC COM 035710409 53,425 5,207,112 SH   DFND 14 202,722 5,004,390 0
ANNALY CAP MGMT INC COM 035710409 1,922 187,300 SH   DFND 16 0 187,300 0
ANSYS INC COM 03662Q105 16,339 182,639 SH   DFND 14 43,518 139,121 0
ANSYS INC COM 03662Q105 55 610 SH   DFND 16 0 610 0
ANTHEM INC COM 036752103 169,826 1,221,857 SH   DFND 14 158,479 1,063,378 0
ANTHEM INC COM 036752103 3,621 26,055 SH   DFND 16 0 26,055 0
APACHE CORP COM 037411105 34,439 705,572 SH   DFND 14 117,717 587,855 0
APACHE CORP COM 037411105 1,213 24,861 SH   DFND 16 0 24,861 0
APACHE CORP COM 037411105 491 10,050 SH   DFND 18 0 10,050 0
APARTMENT INVT & MGMT CO CL A 03748R101 8,365 200,035 SH   DFND 14 46,246 153,789 0
APARTMENT INVT & MGMT CO CL A 03748R101 13 304 SH   DFND 16 0 304 0
APARTMENT INVT & MGMT CO CL A 03748R101 61,523 1,471,133 SH   DFND 3 203,812 1,267,321 0
APOGEE ENTERPRISES INC COM 037598109 297 6,768 SH   DFND 10 6,768 0 0
APOGEE ENTERPRISES INC COM 037598109 3,594 81,882 SH   DFND 14 15,785 66,097 0
APOLLO ED GROUP INC CL A 037604105 5,809 707,123 SH   DFND 14 505,883 201,240 0
APOLLO INVT CORP COM 03761U106 67 12,150 SH   DFND 14 0 12,150 0
APOLLO COML REAL EST FIN INC COM 03762U105 4,784 293,504 SH   DFND 14 2,999 290,505 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 4,657 347,018 SH   DFND 14 1,737 345,281 0
APPLE INC COM 037833100 3,473 31,867 SH   DFND 10 31,867 0 0
APPLE INC COM 037833100 1,366,176 12,534,871 SH   DFND 14 2,498,146 10,036,725 0
APPLE INC COM 037833100 9,684 88,855 SH   DFND 16 0 88,855 0
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APPLIED MATLS INC COM 038222105 29,852 1,409,465 SH   DFND 14 320,253 1,089,212 0
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APTARGROUP INC COM 038336103 4,890 62,364 SH   DFND 14 5,327 57,037 0
AQUA AMERICA INC COM 03836W103 4,645 145,977 SH   DFND 14 14,421 131,556 0
ARAMARK COM 03852U106 443 13,390 SH   DFND 14 3,340 10,050 0
ARCBEST CORP COM 03937C105 556 25,740 SH   DFND 10 25,740 0 0
ARCBEST CORP COM 03937C105 7,532 348,852 SH   DFND 14 8,883 339,969 0
ARCHER DANIELS MIDLAND CO COM 039483102 164,421 4,528,250 SH   DFND 14 673,710 3,854,540 0
ARCHER DANIELS MIDLAND CO COM 039483102 3,052 84,041 SH   DFND 16 0 84,041 0
ARCHER DANIELS MIDLAND CO COM 039483102 142 3,900 SH   DFND 18 0 3,900 0
ARCHROCK INC COM 03957W106 5,501 687,610 SH   DFND 14 114,922 572,688 0
ARCTIC CAT INC COM 039670104 516 30,685 SH   DFND 14 1,519 29,166 0
ARENA PHARMACEUTICALS INC COM 040047102 48 24,425 SH   DFND 14 12,875 11,550 0
ARGAN INC COM 04010E109 3,787 107,709 SH   DFND 14 23,609 84,100 0
ARES CAP CORP COM 04010L103 783 52,795 SH   DFND 10 52,795 0 0
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ARIAD PHARMACEUTICALS INC COM 04033A100 108 16,885 SH   DFND 14 8,685 8,200 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,272 101,514 SH   DFND 14 918 100,596 0
ARMADA HOFFLER PPTYS INC COM 04208T108 359 31,949 SH   DFND 14 1,500 30,449 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1,687 78,345 SH   DFND 14 2,083 76,262 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 425 8,782 SH   DFND 14 682 8,100 0
ARRAY BIOPHARMA INC COM 04269X105 37 12,657 SH   DFND 14 6,257 6,400 0
ARROW ELECTRS INC COM 042735100 60,670 941,941 SH   DFND 14 151,544 790,397 0
ARROW ELECTRS INC COM 042735100 1,797 27,900 SH   DFND 16 0 27,900 0
ARROW FINL CORP COM 042744102 901 33,912 SH   DFND 14 644 33,268 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 8,928 149,203 SH   DFND 14 65,123 84,080 0
ASCENA RETAIL GROUP INC COM 04351G101 11,636 1,052,085 SH   DFND 14 20,057 1,032,028 0
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ASHFORD HOSPITALITY TR INC COM SHS 044103109 14,647 2,295,788 SH   DFND 14 124,968 2,170,820 0
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ASHLAND INC NEW COM 044209104 390 3,550 SH   DFND 18 0 3,550 0
ASPEN TECHNOLOGY INC COM 045327103 1,279 35,400 SH   DFND 10 35,400 0 0
ASPEN TECHNOLOGY INC COM 045327103 5,448 150,775 SH   DFND 14 4,975 145,800 0
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ASSOCIATED BANC CORP COM 045487105 15,260 850,627 SH   DFND 14 149,844 700,783 0
ASSOCIATED BANC CORP COM 045487105 20 1,100 SH   DFND 16 0 1,100 0
ASSURANT INC COM 04621X108 18,659 241,858 SH   DFND 14 26,988 214,870 0
ASSURANT INC COM 04621X108 1,491 19,325 SH   DFND 16 0 19,325 0
ASTEC INDS INC COM 046224101 2,122 45,477 SH   DFND 14 2,440 43,037 0
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ATHENAHEALTH INC COM 04685W103 312 2,246 SH   DFND 14 781 1,465 0
ATLANTIC PWR CORP COM NEW 04878Q863 30 12,252 SH   DFND 14 6,852 5,400 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 5,094 67,179 SH   DFND 14 25,849 41,330 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 16,413 388,279 SH   DFND 14 2,976 385,303 0
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ATMOS ENERGY CORP COM 049560105 22 300 SH   DFND 16 0 300 0
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ATWOOD OCEANICS INC COM 050095108 121 13,149 SH   DFND 10 13,149 0 0
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AUTODESK INC COM 052769106 29 500 SH   DFND 16 0 500 0
AUTOLIV INC COM 052800109 574 4,847 SH   DFND 14 847 4,000 0
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AUTOMATIC DATA PROCESSING IN COM 053015103 88 980 SH   DFND 16 0 980 0
AUTONATION INC COM 05329W102 7,022 150,425 SH   DFND 14 21,381 129,044 0
AUTONATION INC COM 05329W102 7 157 SH   DFND 16 0 157 0
AUTOZONE INC COM 053332102 574 720 SH   DFND 10 720 0 0
AUTOZONE INC COM 053332102 30,257 37,979 SH   DFND 14 8,820 29,159 0
AUTOZONE INC COM 053332102 52 65 SH   DFND 16 0 65 0
AVALONBAY CMNTYS INC COM 053484101 38,254 201,124 SH   DFND 14 38,970 162,154 0
AVALONBAY CMNTYS INC COM 053484101 56 297 SH   DFND 16 0 297 0
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AVERY DENNISON CORP COM 053611109 8,161 113,169 SH   DFND 14 25,836 87,333 0
AVERY DENNISON CORP COM 053611109 14 190 SH   DFND 16 0 190 0
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AVISTA CORP COM 05379B107 10,045 246,330 SH   DFND 14 17,549 228,781 0
AVNET INC COM 053807103 49,538 1,118,243 SH   DFND 14 191,347 926,896 0
AVNET INC COM 053807103 1,577 35,600 SH   DFND 16 0 35,600 0
AVON PRODS INC COM 054303102 1,238 257,403 SH   DFND 14 35,181 222,222 0
AXIALL CORP COM 05463D100 3,405 155,897 SH   DFND 14 74,997 80,900 0
BB&T CORP COM 054937107 49,860 1,498,651 SH   DFND 14 244,148 1,254,503 0
BB&T CORP COM 054937107 1,931 58,055 SH   DFND 16 0 58,055 0
B & G FOODS INC NEW COM 05508R106 5,184 148,917 SH   DFND 14 7,617 141,300 0
BGC PARTNERS INC CL A 05541T101 178 19,629 SH   DFND 14 9,939 9,690 0
BOK FINL CORP COM NEW 05561Q201 2,011 36,823 SH   DFND 14 2,700 34,123 0
BOFI HLDG INC COM 05566U108 3,510 164,488 SH   DFND 14 33,528 130,960 0
BWX TECHNOLOGIES INC COM 05605H100 18,331 546,209 SH   DFND 14 23,657 522,552 0
BWX TECHNOLOGIES INC COM 05605H100 420 12,500 SH   DFND 16 0 12,500 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 3,251 151,934 SH   DFND 14 38,108 113,826 0
BADGER METER INC COM 056525108 2,328 34,997 SH   DFND 14 1,820 33,177 0
BAIDU INC SPON ADR REP A 056752108 62,399 326,900 SH   DFND 14 4,900 322,000 0
BAIDU INC SPON ADR REP A 056752108 3,245 17,000 SH   DFND 16 0 17,000 0
BAIDU INC SPON ADR REP A 056752108 1,222 6,400 SH   DFND 18 0 6,400 0
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BAKER HUGHES INC COM 057224107 39 899 SH   DFND 16 0 899 0
BAKER HUGHES INC COM 057224107 680 15,505 SH   DFND 18 0 15,505 0
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BALL CORP COM 058498106 12,184 170,914 SH   DFND 14 38,686 132,228 0
BALL CORP COM 058498106 25 350 SH   DFND 16 0 350 0
BANCFIRST CORP COM 05945F103 3,454 60,569 SH   DFND 14 421 60,148 0
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,289 172,992 SH   DFND 18 0 172,992 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 1,097 32,100 SH   DFND 14 0 32,100 0
BANCORPSOUTH INC COM 059692103 3,854 180,832 SH   DFND 14 10,739 170,093 0
BANC OF CALIFORNIA INC COM 05990K106 8,086 462,069 SH   DFND 14 77,669 384,400 0
BANK AMER CORP COM 060505104 1,535 113,510 SH   DFND 10 113,510 0 0
BANK AMER CORP COM 060505104 422,691 31,264,142 SH   DFND 14 4,540,941 26,723,201 0
BANK AMER CORP COM 060505104 8,193 606,001 SH   DFND 16 0 606,001 0
BANK HAWAII CORP COM 062540109 1,770 25,921 SH   DFND 14 3,670 22,251 0
BANK OF MARIN BANCORP COM 063425102 2,288 46,482 SH   DFND 14 320 46,162 0
BANK MONTREAL QUE COM 063671101 289 4,770 SH   DFND 3 4,770 0 0
BANK MUTUAL CORP NEW COM 063750103 767 101,318 SH   DFND 14 5,358 95,960 0
BANK OF THE OZARKS INC COM 063904106 391 9,324 SH   DFND 10 9,324 0 0
BANK OF THE OZARKS INC COM 063904106 2,187 52,098 SH   DFND 14 9,978 42,120 0
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BANK NEW YORK MELLON CORP COM 064058100 1,709 46,400 SH   DFND 16 0 46,400 0
BANKRATE INC DEL COM 06647F102 3,700 403,495 SH   DFND 14 144,295 259,200 0
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BARD C R INC COM 067383109 1,269 6,260 SH   DFND 16 0 6,260 0
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BARCLAYS BK PLC IPMS INDIA ETN 06739F291 2,020 32,176 SH   DFND 16 0 32,176 0
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BARRACUDA NETWORKS INC COM 068323104 2,512 163,100 SH   DFND 14 98,000 65,100 0
BARRETT BILL CORP COM 06846N104 733 117,906 SH   DFND 14 5,506 112,400 0
BASIC ENERGY SVCS INC NEW COM 06985P100 251 90,887 SH   DFND 14 4,212 86,675 0
BASSETT FURNITURE INDS INC COM 070203104 377 11,840 SH   DFND 14 11,840 0 0
BAXALTA INC COM 07177M103 32,667 808,589 SH   DFND 14 170,745 637,844 0
BAXALTA INC COM 07177M103 56 1,387 SH   DFND 16 0 1,387 0
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BAXTER INTL INC COM 071813109 1,867 45,457 SH   DFND 16 0 45,457 0
BBCN BANCORP INC COM 073295107 16,339 1,075,626 SH   DFND 14 95,430 980,196 0
B/E AEROSPACE INC COM 073302101 6,053 131,242 SH   DFND 14 12,673 118,569 0
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BEACON ROOFING SUPPLY INC COM 073685109 206 5,015 SH   DFND 14 2,800 2,215 0
BEAZER HOMES USA INC COM NEW 07556Q881 390 44,683 SH   DFND 14 1,703 42,980 0
BECTON DICKINSON & CO COM 075887109 41,239 271,633 SH   DFND 14 60,341 211,292 0
BECTON DICKINSON & CO COM 075887109 68 445 SH   DFND 16 0 445 0
BED BATH & BEYOND INC COM 075896100 18,631 375,319 SH   DFND 14 55,469 319,850 0
BED BATH & BEYOND INC COM 075896100 1,091 21,985 SH   DFND 16 0 21,985 0
BEL FUSE INC CL B 077347300 716 49,061 SH   DFND 14 1,064 47,997 0
BELDEN INC COM 077454106 4,111 66,974 SH   DFND 14 45,219 21,755 0
BEMIS INC COM 081437105 4,294 82,925 SH   DFND 14 8,081 74,844 0
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BERKLEY W R CORP COM 084423102 3,288 58,508 SH   DFND 14 8,289 50,219 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 382 2,690 SH   DFND 10 2,690 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 531,654 3,747,209 SH   DFND 14 707,244 3,039,965 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 7,020 49,480 SH   DFND 16 0 49,480 0
BERKSHIRE HILLS BANCORP INC COM 084680107 10,158 377,767 SH   DFND 14 53,883 323,884 0
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BERRY PLASTICS GROUP INC COM 08579W103 304 8,400 SH   DFND 14 6,700 1,700 0
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BIG 5 SPORTING GOODS CORP COM 08915P101 491 44,169 SH   DFND 14 2,283 41,886 0
BIG LOTS INC COM 089302103 4,074 89,958 SH   DFND 14 21,053 68,905 0
BIGLARI HLDGS INC COM 08986R101 2,053 5,524 SH   DFND 14 199 5,325 0
BIO RAD LABS INC CL A 090572207 1,733 12,675 SH   DFND 14 1,829 10,846 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 674 8,173 SH   DFND 14 2,758 5,415 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 11,003 133,397 SH   DFND 18 0 133,397 0
BIOGEN INC COM 09062X103 202,648 778,459 SH   DFND 14 146,967 631,492 0
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BIO TECHNE CORP COM 09073M104 2,114 22,363 SH   DFND 14 3,155 19,208 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 37 1,066 SH   DFND 10 1,066 0 0
BIOSPECIFICS TECHNOLOGIES CO COM 090931106 965 27,700 SH   DFND 14 5,300 22,400 0
BJS RESTAURANTS INC COM 09180C106 432 10,399 SH   DFND 10 10,399 0 0
BJS RESTAURANTS INC COM 09180C106 2,395 57,614 SH   DFND 14 2,502 55,112 0
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BLACK BOX CORP DEL COM 091826107 945 70,142 SH   DFND 14 1,894 68,248 0
BLACK HILLS CORP COM 092113109 6,262 104,137 SH   DFND 14 6,347 97,790 0
BLACK KNIGHT FINL SVCS INC CL A 09214X100 1,581 50,950 SH   DFND 14 250 50,700 0
BLACKBAUD INC COM 09227Q100 8,930 141,989 SH   DFND 14 5,863 136,126 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 217 6,321 SH   DFND 10 6,321 0 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 131 3,810 SH   DFND 14 3,210 600 0
BLACKHAWK NETWORK HLDGS INC COM 09238E104 218 6,370 SH   DFND 18 0 6,370 0
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BLOCK H & R INC COM 093671105 7,569 286,503 SH   DFND 14 64,440 222,063 0
BLOCK H & R INC COM 093671105 11 430 SH   DFND 16 0 430 0
BLOOMIN BRANDS INC COM 094235108 31,600 1,873,160 SH   DFND 14 562,100 1,311,060 0
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BLUCORA INC COM 095229100 981 190,096 SH   DFND 14 4,555 185,541 0
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BOB EVANS FARMS INC COM 096761101 2,239 47,954 SH   DFND 14 2,607 45,347 0
BOEING CO COM 097023105 1,728 13,610 SH   DFND 10 13,610 0 0
BOEING CO COM 097023105 98,758 777,990 SH   DFND 14 178,990 599,000 0
BOEING CO COM 097023105 165 1,297 SH   DFND 16 0 1,297 0
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BOISE CASCADE CO DEL COM 09739D100 290 14,000 SH   DFND 16 0 14,000 0
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BONANZA CREEK ENERGY INC COM 097793103 148 93,370 SH   DFND 14 4,830 88,540 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,063 68,124 SH   DFND 14 1,424 66,700 0
BORGWARNER INC COM 099724106 10,513 273,780 SH   DFND 14 62,624 211,156 0
BORGWARNER INC COM 099724106 15 400 SH   DFND 16 0 400 0
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BOSTON PROPERTIES INC COM 101121101 42 330 SH   DFND 16 0 330 0
BOSTON SCIENTIFIC CORP COM 101137107 1,331 70,780 SH   DFND 10 70,780 0 0
BOSTON SCIENTIFIC CORP COM 101137107 31,644 1,682,307 SH   DFND 14 380,557 1,301,750 0
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BROOKLINE BANCORP INC DEL COM 11373M107 4,812 437,050 SH   DFND 14 101,781 335,269 0
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BROOKS AUTOMATION INC COM 114340102 2,077 199,668 SH   DFND 14 7,481 192,187 0
BROWN & BROWN INC COM 115236101 3,263 91,142 SH   DFND 14 9,513 81,629 0
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BUFFALO WILD WINGS INC COM 119848109 1,801 12,157 SH   DFND 14 2,460 9,697 0
BURLINGTON STORES INC COM 122017106 407 7,238 SH   DFND 10 7,238 0 0
BURLINGTON STORES INC COM 122017106 364 6,480 SH   DFND 14 4,380 2,100 0
BURLINGTON STORES INC COM 122017106 208 3,700 SH   DFND 18 0 3,700 0
CAI INTERNATIONAL INC COM 12477X106 2,581 267,216 SH   DFND 14 410 266,806 0
CBL & ASSOC PPTYS INC COM 124830100 61,467 5,165,275 SH   DFND 14 982,652 4,182,623 0
CBL & ASSOC PPTYS INC COM 124830100 1,045 87,800 SH   DFND 16 0 87,800 0
CBL & ASSOC PPTYS INC COM 124830100 1,058 88,916 SH   DFND 3 0 88,916 0
CBS CORP NEW CL B 124857202 320 5,800 SH   DFND 10 5,800 0 0
CBS CORP NEW CL B 124857202 29,021 526,797 SH   DFND 14 121,151 405,646 0
CBS CORP NEW CL B 124857202 51 918 SH   DFND 16 0 918 0
CBS CORP NEW CL B 124857202 176 3,200 SH   DFND 18 0 3,200 0
CBOE HLDGS INC COM 12503M108 5,675 86,869 SH   DFND 14 40,142 46,727 0
CBOE HLDGS INC COM 12503M108 20 300 SH   DFND 16 0 300 0
CBRE GROUP INC CL A 12504L109 703 24,400 SH   DFND 10 24,400 0 0
CBRE GROUP INC CL A 12504L109 78,089 2,709,545 SH   DFND 14 256,398 2,453,147 0
CBRE GROUP INC CL A 12504L109 1,144 39,700 SH   DFND 16 0 39,700 0
C D I CORP COM 125071100 39 6,237 SH   DFND 10 6,237 0 0
C D I CORP COM 125071100 211 33,568 SH   DFND 14 1,730 31,838 0
CDK GLOBAL INC COM 12508E101 23,942 514,323 SH   DFND 14 165,073 349,250 0
CDK GLOBAL INC COM 12508E101 74 1,600 SH   DFND 16 0 1,600 0
CEB INC COM 125134106 2,273 35,113 SH   DFND 14 7,095 28,018 0
CDW CORP COM 12514G108 5,786 139,430 SH   DFND 14 2,220 137,210 0
CF INDS HLDGS INC COM 125269100 24,474 780,930 SH   DFND 14 322,330 458,600 0
CF INDS HLDGS INC COM 125269100 847 27,035 SH   DFND 16 0 27,035 0
CF INDS HLDGS INC COM 125269100 256 8,175 SH   DFND 18 0 8,175 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 13,413 180,697 SH   DFND 14 41,110 139,587 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 20 275 SH   DFND 16 0 275 0
CIGNA CORPORATION COM 125509109 796 5,800 SH   DFND 10 5,800 0 0
CIGNA CORPORATION COM 125509109 53,423 389,266 SH   DFND 14 146,668 242,598 0
CIGNA CORPORATION COM 125509109 73 530 SH   DFND 16 0 530 0
CIT GROUP INC COM NEW 125581801 18,764 604,712 SH   DFND 14 116,552 488,160 0
CIT GROUP INC COM NEW 125581801 87 2,800 SH   DFND 16 0 2,800 0
CLECO CORP NEW COM 12561W105 2,133 38,626 SH   DFND 14 7,557 31,069 0
CME GROUP INC COM 12572Q105 48,231 502,140 SH   DFND 14 138,920 363,220 0
CME GROUP INC COM 12572Q105 227 2,365 SH   DFND 16 0 2,365 0
CMS ENERGY CORP COM 125896100 15,030 354,152 SH   DFND 14 77,525 276,627 0
CMS ENERGY CORP COM 125896100 23 550 SH   DFND 16 0 550 0
CSS INDS INC COM 125906107 746 26,722 SH   DFND 14 577 26,145 0
CNA FINL CORP COM 126117100 2,353 73,108 SH   DFND 14 8,118 64,990 0
CNA FINL CORP COM 126117100 90 2,800 SH   DFND 16 0 2,800 0
CNB FINL CORP PA COM 126128107 446 25,340 SH   DFND 14 841 24,499 0
CRA INTL INC COM 12618T105 130 6,600 SH   DFND 10 6,600 0 0
CRA INTL INC COM 12618T105 1,221 62,152 SH   DFND 14 561 61,591 0
CNO FINL GROUP INC COM 12621E103 9,200 513,414 SH   DFND 14 22,304 491,110 0
CSG SYS INTL INC COM 126349109 190 4,200 SH   DFND 10 4,200 0 0
CSG SYS INTL INC COM 126349109 3,990 88,344 SH   DFND 14 13,412 74,932 0
CSX CORP COM 126408103 38,143 1,481,263 SH   DFND 14 557,384 923,879 0
CSX CORP COM 126408103 51 1,975 SH   DFND 16 0 1,975 0
CST BRANDS INC COM 12646R105 3,226 84,255 SH   DFND 14 6,340 77,915 0
CTI BIOPHARMA CORP COM 12648L106 6 11,800 SH   DFND 14 4,800 7,000 0
CTS CORP COM 126501105 1,223 77,715 SH   DFND 14 3,724 73,991 0
CSRA INC COM 12650T104 5,941 220,864 SH   DFND 14 42,377 178,487 0
CSRA INC COM 12650T104 98 3,650 SH   DFND 16 0 3,650 0
CVB FINL CORP COM 126600105 4,149 237,773 SH   DFND 14 12,158 225,615 0
CVR REFNG LP COMUNIT REP LT 12663P107 170 14,060 SH   DFND 10 14,060 0 0
CVS HEALTH CORP COM 126650100 877 8,450 SH   DFND 10 8,450 0 0
CVS HEALTH CORP COM 126650100 169,300 1,632,121 SH   DFND 14 527,725 1,104,396 0
CVS HEALTH CORP COM 126650100 240 2,309 SH   DFND 16 0 2,309 0
CVS HEALTH CORP COM 126650100 529 5,100 SH   DFND 18 0 5,100 0
CYS INVTS INC COM 12673A108 5,488 674,237 SH   DFND 14 8,428 665,809 0
CA INC COM 12673P105 22,984 746,462 SH   DFND 14 104,992 641,470 0
CA INC COM 12673P105 1,438 46,702 SH   DFND 16 0 46,702 0
CABELAS INC COM 126804301 1,421 29,183 SH   DFND 14 4,181 25,002 0
CABLE ONE INC COM 12685J105 1,193 2,730 SH   DFND 14 404 2,326 0
CABLE ONE INC COM 12685J105 372 850 SH   DFND 18 0 850 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 8,973 271,908 SH   DFND 14 61,262 210,646 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 13 400 SH   DFND 16 0 400 0
CABOT CORP COM 127055101 546 11,290 SH   DFND 10 11,290 0 0
CABOT CORP COM 127055101 40,555 839,128 SH   DFND 14 174,291 664,837 0
CABOT CORP COM 127055101 561 11,600 SH   DFND 16 0 11,600 0
CABOT OIL & GAS CORP COM 127097103 12,312 542,138 SH   DFND 14 125,798 416,340 0
CABOT OIL & GAS CORP COM 127097103 20 900 SH   DFND 16 0 900 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,885 70,516 SH   DFND 14 2,930 67,586 0
CACI INTL INC CL A 127190304 19,058 178,610 SH   DFND 14 38,837 139,773 0
CADENCE DESIGN SYSTEM INC COM 127387108 21,008 890,945 SH   DFND 14 293,184 597,761 0
CADENCE DESIGN SYSTEM INC COM 127387108 130 5,500 SH   DFND 16 0 5,500 0
CAL MAINE FOODS INC COM NEW 128030202 473 9,121 SH   DFND 10 9,121 0 0
CAL MAINE FOODS INC COM NEW 128030202 4,304 82,922 SH   DFND 14 12,032 70,890 0
CALAMOS ASSET MGMT INC CL A 12811R104 1,602 188,678 SH   DFND 14 2,029 186,649 0
CALAMP CORP COM 128126109 228 12,717 SH   DFND 10 12,717 0 0
CALAMP CORP COM 128126109 2,050 114,360 SH   DFND 14 30,860 83,500 0
CALATLANTIC GROUP INC COM 128195104 123 3,676 SH   DFND 10 3,676 0 0
CALATLANTIC GROUP INC COM 128195104 9,944 297,551 SH   DFND 14 9,408 288,143 0
CALAVO GROWERS INC COM 128246105 2,145 37,586 SH   DFND 14 1,846 35,740 0
CALERES INC COM 129500104 3,121 110,313 SH   DFND 14 5,412 104,901 0
CALGON CARBON CORP COM 129603106 1,695 120,917 SH   DFND 14 6,081 114,836 0
CALIFORNIA RES CORP COM 13057Q107 81 78,921 SH   DFND 10 78,921 0 0
CALIFORNIA RES CORP COM 13057Q107 31 30,107 SH   DFND 14 6,232 23,875 0
CALIFORNIA WTR SVC GROUP COM 130788102 3,065 114,711 SH   DFND 14 5,731 108,980 0
CALLAWAY GOLF CO COM 131193104 2,025 222,037 SH   DFND 14 9,599 212,438 0
CALLIDUS SOFTWARE INC COM 13123E500 226 13,560 SH   DFND 10 13,560 0 0
CALLIDUS SOFTWARE INC COM 13123E500 86 5,174 SH   DFND 14 2,874 2,300 0
CALPINE CORP COM NEW 131347304 327 21,570 SH   DFND 10 21,570 0 0
CALPINE CORP COM NEW 131347304 360 23,747 SH   DFND 14 6,042 17,705 0
CAMBREX CORP COM 132011107 7,060 160,447 SH   DFND 14 82,578 77,869 0
CAMDEN NATL CORP COM 133034108 740 17,616 SH   DFND 14 465 17,151 0
CAMDEN PPTY TR SH BEN INT 133131102 6,879 81,802 SH   DFND 14 25,731 56,071 0
CAMDEN PPTY TR SH BEN INT 133131102 84 1,000 SH   DFND 16 0 1,000 0
CAMDEN PPTY TR SH BEN INT 133131102 48,962 582,253 SH   DFND 3 81,496 500,757 0
CAMERON INTERNATIONAL CORP COM 13342B105 26,009 387,912 SH   DFND 14 62,472 325,440 0
CAMERON INTERNATIONAL CORP COM 13342B105 1,360 20,280 SH   DFND 16 0 20,280 0
CAMERON INTERNATIONAL CORP COM 13342B105 430 6,410 SH   DFND 18 0 6,410 0
CAMPBELL SOUP CO COM 134429109 870 13,640 SH   DFND 10 13,640 0 0
CAMPBELL SOUP CO COM 134429109 14,977 234,781 SH   DFND 14 50,608 184,173 0
CAMPBELL SOUP CO COM 134429109 26 400 SH   DFND 16 0 400 0
CANTEL MEDICAL CORP COM 138098108 71 989 SH   DFND 10 989 0 0
CANTEL MEDICAL CORP COM 138098108 12,182 170,707 SH   DFND 14 68,795 101,912 0
CAPELLA EDUCATION COMPANY COM 139594105 408 7,751 SH   DFND 10 7,751 0 0
CAPELLA EDUCATION COMPANY COM 139594105 3,986 75,731 SH   DFND 14 29,484 46,247 0
CAPITAL ONE FINL CORP COM 14040H105 419 6,040 SH   DFND 10 6,040 0 0
CAPITAL ONE FINL CORP COM 14040H105 93,028 1,342,204 SH   DFND 14 165,122 1,177,082 0
CAPITAL ONE FINL CORP COM 14040H105 2,743 39,573 SH   DFND 16 0 39,573 0
CAPITOL FED FINL INC COM 14057J101 679 51,221 SH   DFND 14 44,288 6,933 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 7,034 711,184 SH   DFND 14 11,147 700,037 0
CARBO CERAMICS INC COM 140781105 656 46,167 SH   DFND 14 2,067 44,100 0
CARBO CERAMICS INC COM 140781105 154 10,810 SH   DFND 18 0 10,810 0
CARBONITE INC COM 141337105 84 10,519 SH   DFND 14 1,019 9,500 0
CARDINAL FINL CORP COM 14149F109 202 9,930 SH   DFND 10 9,930 0 0
CARDINAL FINL CORP COM 14149F109 1,719 84,451 SH   DFND 14 3,651 80,800 0
CARDINAL HEALTH INC COM 14149Y108 37,590 458,691 SH   DFND 14 93,998 364,693 0
CARDINAL HEALTH INC COM 14149Y108 305 3,725 SH   DFND 16 0 3,725 0
CARDTRONICS INC COM 14161H108 143 3,971 SH   DFND 10 3,971 0 0
CARDTRONICS INC COM 14161H108 4,015 111,572 SH   DFND 14 5,472 106,100 0
CARE CAP PPTYS INC COM 141624106 2,329 86,764 SH   DFND 14 43,268 43,496 0
CARE CAP PPTYS INC COM 141624106 1,559 58,073 SH   DFND 3 0 58,073 0
CAREER EDUCATION CORP COM 141665109 730 160,880 SH   DFND 14 7,152 153,728 0
CARETRUST REIT INC COM 14174T107 1,690 133,053 SH   DFND 14 5,443 127,610 0
CARLISLE COS INC COM 142339100 80,709 811,146 SH   DFND 14 177,468 633,678 0
CARLISLE COS INC COM 142339100 717 7,210 SH   DFND 16 0 7,210 0
CARMAX INC COM 143130102 467 9,135 SH   DFND 10 9,135 0 0
CARMAX INC COM 143130102 12,526 245,131 SH   DFND 14 55,491 189,640 0
CARMAX INC COM 143130102 23 450 SH   DFND 16 0 450 0
CARNIVAL CORP PAIRED CTF 143658300 39,491 748,367 SH   DFND 14 128,802 619,565 0
CARNIVAL CORP PAIRED CTF 143658300 50 950 SH   DFND 16 0 950 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,572 45,920 SH   DFND 14 5,961 39,959 0
CARRIZO OIL & GAS INC COM 144577103 4,021 130,040 SH   DFND 14 6,890 123,150 0
CARROLS RESTAURANT GROUP INC COM 14574X104 42 2,878 SH   DFND 10 2,878 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 3,489 241,622 SH   DFND 14 68,222 173,400 0
CARTER INC COM 146229109 34,367 326,122 SH   DFND 14 86,127 239,995 0
CARTER INC COM 146229109 164 1,560 SH   DFND 16 0 1,560 0
CARVER BANCORP INC COM NEW 146875604 945 181,033 SH   DFND 10 181,033 0 0
CASEYS GEN STORES INC COM 147528103 10,865 95,878 SH   DFND 14 14,979 80,899 0
CASEYS GEN STORES INC COM 147528103 36 320 SH   DFND 16 0 320 0
CASH AMER INTL INC COM 14754D100 2,279 58,974 SH   DFND 14 3,080 55,894 0
CATALENT INC COM 148806102 16,208 607,730 SH   DFND 14 106,400 501,330 0
CATALENT INC COM 148806102 77 2,900 SH   DFND 16 0 2,900 0
CATERPILLAR INC DEL COM 149123101 80,029 1,045,585 SH   DFND 14 179,959 865,626 0
CATERPILLAR INC DEL COM 149123101 2,541 33,195 SH   DFND 16 0 33,195 0
CATHAY GEN BANCORP COM 149150104 7,202 254,229 SH   DFND 14 189,034 65,195 0
CATO CORP NEW CL A 149205106 7,807 202,507 SH   DFND 14 3,137 199,370 0
CAVCO INDS INC DEL COM 149568107 3,189 34,121 SH   DFND 14 521 33,600 0
CAVIUM INC COM 14964U108 342 5,592 SH   DFND 14 3,162 2,430 0
CEDAR REALTY TRUST INC COM NEW 150602209 33 4,559 SH   DFND 10 4,559 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 2,713 375,268 SH   DFND 14 167,727 207,541 0
CELADON GROUP INC COM 150838100 914 87,251 SH   DFND 14 3,051 84,200 0
CELANESE CORP DEL COM SER A 150870103 925 14,120 SH   DFND 10 14,120 0 0
CELANESE CORP DEL COM SER A 150870103 17,400 265,646 SH   DFND 14 16,236 249,410 0
CELANESE CORP DEL COM SER A 150870103 1,696 25,900 SH   DFND 16 0 25,900 0
CELESTICA INC SUB VTG SHS 15101Q108 131 11,956 SH   DFND 10 11,956 0 0
CELGENE CORP COM 151020104 234 2,340 SH   DFND 10 2,340 0 0
CELGENE CORP COM 151020104 246,638 2,464,162 SH   DFND 14 481,238 1,982,924 0
CELGENE CORP COM 151020104 1,854 18,520 SH   DFND 16 0 18,520 0
CELGENE CORP COM 151020104 12,521 125,100 SH   DFND 18 0 125,100 0
CENTENE CORP DEL COM 15135B101 24,138 392,043 SH   DFND 14 53,885 338,158 0
CENTENE CORP DEL COM 15135B101 18 300 SH   DFND 16 0 300 0
CENTERPOINT ENERGY INC COM 15189T107 16,337 780,933 SH   DFND 14 147,515 633,418 0
CENTERPOINT ENERGY INC COM 15189T107 18 849 SH   DFND 16 0 849 0
CENTERSTATE BANKS INC COM 15201P109 387 25,975 SH   DFND 14 17,375 8,600 0
CENTRAL GARDEN & PET CO COM 153527106 371 22,700 SH   DFND 14 1,000 21,700 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 218 13,411 SH   DFND 10 13,411 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,277 78,413 SH   DFND 14 4,099 74,314 0
CENTRAL PAC FINL CORP COM NEW 154760409 290 13,315 SH   DFND 10 13,315 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 3,582 164,529 SH   DFND 14 37,229 127,300 0
CENTURY ALUM CO COM 156431108 22 3,105 SH   DFND 10 3,105 0 0
CENTURY ALUM CO COM 156431108 3,860 547,511 SH   DFND 14 5,610 541,901 0
CENTURY CASINOS INC COM 156492100 263 42,700 SH   DFND 10 42,700 0 0
CENTURYLINK INC COM 156700106 529 16,550 SH   DFND 10 16,550 0 0
CENTURYLINK INC COM 156700106 40,175 1,257,047 SH   DFND 14 180,499 1,076,548 0
CENTURYLINK INC COM 156700106 1,026 32,108 SH   DFND 16 0 32,108 0
CEPHEID COM 15670R107 3,569 106,997 SH   DFND 14 25,797 81,200 0
CERNER CORP COM 156782104 19,830 374,442 SH   DFND 14 85,670 288,772 0
CERNER CORP COM 156782104 32 600 SH   DFND 16 0 600 0
CEVA INC COM 157210105 1,092 48,543 SH   DFND 14 2,543 46,000 0
CHARLES RIV LABS INTL INC COM 159864107 26,837 353,399 SH   DFND 14 101,584 251,815 0
CHARLES RIV LABS INTL INC COM 159864107 144 1,900 SH   DFND 16 0 1,900 0
CHART INDS INC COM PAR $0.01 16115Q308 3,532 162,625 SH   DFND 14 3,525 159,100 0
CHART INDS INC COM PAR $0.01 16115Q308 150 6,900 SH   DFND 18 0 6,900 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 1,079 5,330 SH   DFND 14 1,330 4,000 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 223 1,100 SH   DFND 18 0 1,100 0
CHASE CORP COM 16150R104 637 12,113 SH   DFND 14 409 11,704 0
CHATHAM LODGING TR COM 16208T102 1,898 88,583 SH   DFND 14 2,083 86,500 0
CHATHAM LODGING TR COM 16208T102 28 1,300 SH   DFND 16 0 1,300 0
CHECKPOINT SYS INC COM 162825103 1,002 98,989 SH   DFND 14 4,886 94,103 0
CHEESECAKE FACTORY INC COM 163072101 2,476 46,629 SH   DFND 14 19,421 27,208 0
CHEMED CORP NEW COM 16359R103 6,703 49,488 SH   DFND 14 7,834 41,654 0
CHEMICAL FINL CORP COM 163731102 6,305 176,651 SH   DFND 14 7,773 168,878 0
CHEMOURS CO COM 163851108 3,058 436,879 SH   DFND 14 23,352 413,527 0
CHEMTURA CORP COM NEW 163893209 885 33,517 SH   DFND 14 26,417 7,100 0
CHENIERE ENERGY INC COM NEW 16411R208 513 15,150 SH   DFND 14 4,010 11,140 0
CHESAPEAKE ENERGY CORP COM 165167107 2,463 597,891 SH   DFND 14 135,616 462,275 0
CHESAPEAKE ENERGY CORP COM 165167107 4 910 SH   DFND 16 0 910 0
CHESAPEAKE ENERGY CORP COM 165167107 350 85,000 SH   DFND 18 0 85,000 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 7,972 301,271 SH   DFND 14 67,971 233,300 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 43,140 1,630,373 SH   DFND 3 216,412 1,413,961 0
CHESAPEAKE UTILS CORP COM 165303108 1,473 23,389 SH   DFND 14 22,639 750 0
CHEVRON CORP NEW COM 166764100 1,508 15,810 SH   DFND 10 15,810 0 0
CHEVRON CORP NEW COM 166764100 338,446 3,547,657 SH   DFND 14 802,641 2,745,016 0
CHEVRON CORP NEW COM 166764100 7,155 74,999 SH   DFND 16 0 74,999 0
CHEVRON CORP NEW COM 166764100 5,056 53,000 SH   DFND 18 0 53,000 0
CHICOS FAS INC COM 168615102 1,251 94,276 SH   DFND 14 16,098 78,178 0
CHILDRENS PL INC COM 168905107 4,080 48,876 SH   DFND 14 2,598 46,278 0
CHIMERA INVT CORP COM NEW 16934Q208 27,069 1,991,801 SH   DFND 14 431,701 1,560,100 0
CHIMERA INVT CORP COM NEW 16934Q208 400 29,400 SH   DFND 16 0 29,400 0
CHINA BIOLOGIC PRODS INC COM 16938C106 477 4,170 SH   DFND 10 4,170 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 20,433 43,384 SH   DFND 14 8,882 34,502 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 31 65 SH   DFND 16 0 65 0
CHURCH & DWIGHT INC COM 171340102 14,944 162,122 SH   DFND 14 36,836 125,286 0
CHURCH & DWIGHT INC COM 171340102 24 260 SH   DFND 16 0 260 0
CHURCHILL DOWNS INC COM 171484108 222 1,503 SH   DFND 14 773 730 0
CHUYS HLDGS INC COM 171604101 224 7,218 SH   DFND 10 7,218 0 0
CHUYS HLDGS INC COM 171604101 43 1,400 SH   DFND 14 1,000 400 0
CIBER INC COM 17163B102 360 170,767 SH   DFND 14 8,517 162,250 0
CIENA CORP COM NEW 171779309 218 11,440 SH   DFND 10 11,440 0 0
CIENA CORP COM NEW 171779309 1,515 79,629 SH   DFND 14 14,564 65,065 0
CIENA CORP COM NEW 171779309 194 10,200 SH   DFND 18 0 10,200 0
CIMAREX ENERGY CO COM 171798101 11,427 117,474 SH   DFND 14 27,116 90,358 0
CIMAREX ENERGY CO COM 171798101 19 200 SH   DFND 16 0 200 0
CINCINNATI BELL INC NEW COM 171871106 2,379 614,675 SH   DFND 14 22,902 591,773 0
CINCINNATI FINL CORP COM 172062101 13,665 209,068 SH   DFND 14 43,026 166,042 0
CINCINNATI FINL CORP COM 172062101 20 303 SH   DFND 16 0 303 0
CINEMARK HOLDINGS INC COM 17243V102 26,924 751,448 SH   DFND 14 191,680 559,768 0
CINEMARK HOLDINGS INC COM 17243V102 330 9,200 SH   DFND 16 0 9,200 0
CIRCOR INTL INC COM 17273K109 1,846 39,791 SH   DFND 14 2,172 37,619 0
CIRRUS LOGIC INC COM 172755100 175 4,816 SH   DFND 10 4,816 0 0
CIRRUS LOGIC INC COM 172755100 13,441 369,147 SH   DFND 14 138,347 230,800 0
CISCO SYS INC COM 17275R102 2,531 88,900 SH   DFND 10 88,900 0 0
CISCO SYS INC COM 17275R102 381,483 13,399,467 SH   DFND 14 2,690,655 10,708,812 0
CISCO SYS INC COM 17275R102 7,093 249,130 SH   DFND 16 0 249,130 0
CINTAS CORP COM 172908105 495 5,510 SH   DFND 10 5,510 0 0
CINTAS CORP COM 172908105 10,584 117,845 SH   DFND 14 25,320 92,525 0
CINTAS CORP COM 172908105 22 250 SH   DFND 16 0 250 0
CITIZENS & NORTHN CORP COM 172922106 774 38,916 SH   DFND 14 700 38,216 0
CITIZENS & NORTHN CORP COM 172922106 10 500 SH   DFND 16 0 500 0
CITIGROUP INC COM NEW 172967424 266 6,360 SH   DFND 10 6,360 0 0
CITIGROUP INC COM NEW 172967424 385,709 9,238,534 SH   DFND 14 1,399,230 7,839,304 0
CITIGROUP INC COM NEW 172967424 7,535 180,470 SH   DFND 16 0 180,470 0
CITIZENS FINL GROUP INC COM 174610105 36,585 1,746,290 SH   DFND 14 331,500 1,414,790 0
CITIZENS FINL GROUP INC COM 174610105 109 5,200 SH   DFND 16 0 5,200 0
CITRIX SYS INC COM 177376100 534 6,800 SH   DFND 10 6,800 0 0
CITRIX SYS INC COM 177376100 78,102 993,916 SH   DFND 14 213,314 780,602 0
CITRIX SYS INC COM 177376100 275 3,500 SH   DFND 16 0 3,500 0
CITY HLDG CO COM 177835105 1,758 36,791 SH   DFND 14 1,952 34,839 0
CIVEO CORP CDA COM 17878Y108 13 10,758 SH   DFND 14 5,758 5,000 0
CLARCOR INC COM 179895107 2,803 48,504 SH   DFND 14 6,175 42,329 0
CLEAN HARBORS INC COM 184496107 209 4,240 SH   DFND 10 4,240 0 0
CLEAN HARBORS INC COM 184496107 1,542 31,243 SH   DFND 14 4,500 26,743 0
CLEARWATER PAPER CORP COM 18538R103 297 6,130 SH   DFND 10 6,130 0 0
CLEARWATER PAPER CORP COM 18538R103 4,256 87,738 SH   DFND 14 10,198 77,540 0
CLIFFS NAT RES INC COM 18683K101 42 13,962 SH   DFND 14 9,962 4,000 0
CLOROX CO DEL COM 189054109 67,278 533,699 SH   DFND 14 75,540 458,159 0
CLOROX CO DEL COM 189054109 829 6,580 SH   DFND 16 0 6,580 0
CLOUD PEAK ENERGY INC COM 18911Q102 280 143,380 SH   DFND 14 7,080 136,300 0
COACH INC COM 189754104 13,639 340,206 SH   DFND 14 77,280 262,926 0
COACH INC COM 189754104 24 600 SH   DFND 16 0 600 0
COCA COLA BOTTLING CO CONS COM 191098102 3,608 22,585 SH   DFND 14 15,285 7,300 0
COCA COLA CO COM 191216100 264,197 5,695,139 SH   DFND 14 1,281,264 4,413,875 0
COCA COLA CO COM 191216100 564 12,160 SH   DFND 16 0 12,160 0
COCA COLA CO COM 191216100 779 16,800 SH   DFND 18 0 16,800 0
COCA COLA ENTERPRISES INC NE COM 19122T109 13,454 265,162 SH   DFND 14 60,740 204,422 0
COCA COLA ENTERPRISES INC NE COM 19122T109 22 425 SH   DFND 16 0 425 0
COEUR MNG INC COM NEW 192108504 76 13,501 SH   DFND 14 7,262 6,239 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 25,057 280,212 SH   DFND 14 54,012 226,200 0
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DREW INDS INC COM NEW 26168L205 4,026 62,452 SH   DFND 14 6,878 55,574 0
DRIL-QUIP INC COM 262037104 1,392 22,983 SH   DFND 14 3,285 19,698 0
DU PONT E I DE NEMOURS & CO COM 263534109 68,457 1,081,121 SH   DFND 14 248,818 832,303 0
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DUKE REALTY CORP COM NEW 264411505 9,787 434,200 SH   DFND 14 60,735 373,465 0
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DUN & BRADSTREET CORP DEL NE COM 26483E100 1,017 9,870 SH   DFND 16 0 9,870 0
DUNKIN BRANDS GROUP INC COM 265504100 2,413 51,147 SH   DFND 14 7,717 43,430 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 472 11,642 SH   DFND 10 11,642 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 286 7,057 SH   DFND 14 3,627 3,430 0
DURECT CORP COM 266605104 16 12,200 SH   DFND 14 7,200 5,000 0
DYCOM INDS INC COM 267475101 388 5,998 SH   DFND 10 5,998 0 0
DYCOM INDS INC COM 267475101 5,127 79,281 SH   DFND 14 4,094 75,187 0
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DYNEGY INC NEW DEL PFD CONV SER A 26817R207 25,267 472,287 SH   DFND 3 0 472,287 0
EGA EMERGING GLOBAL SHS TR EGS INDIA SC ET 268461811 886 64,808 SH   DFND 14 0 64,808 0
E M C CORP MASS COM 268648102 65,073 2,441,759 SH   DFND 14 550,146 1,891,613 0
E M C CORP MASS COM 268648102 106 3,984 SH   DFND 16 0 3,984 0
EMC INS GROUP INC COM 268664109 1,290 50,287 SH   DFND 14 437 49,850 0
EOG RES INC COM 26875P101 49,250 678,556 SH   DFND 14 156,306 522,250 0
EOG RES INC COM 26875P101 86 1,190 SH   DFND 16 0 1,190 0
EOG RES INC COM 26875P101 1,173 16,164 SH   DFND 18 0 16,164 0
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EQT CORP COM 26884L109 13,097 194,719 SH   DFND 14 45,437 149,282 0
EQT CORP COM 26884L109 24 350 SH   DFND 16 0 350 0
EQT CORP COM 26884L109 388 5,765 SH   DFND 18 0 5,765 0
EPR PPTYS COM SH BEN INT 26884U109 2,631 39,499 SH   DFND 14 7,470 32,029 0
ERA GROUP INC COM 26885G109 466 49,719 SH   DFND 14 2,354 47,365 0
E TRADE FINANCIAL CORP COM NEW 269246401 16,948 692,045 SH   DFND 14 98,380 593,665 0
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EXCO RESOURCES INC COM 269279402 14 14,165 SH   DFND 14 8,165 6,000 0
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EARTHLINK HLDGS CORP COM 27033X101 47 8,231 SH   DFND 14 5,231 3,000 0
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EASTGROUP PPTY INC COM 277276101 4,699 77,835 SH   DFND 14 4,027 73,808 0
EASTMAN CHEM CO COM 277432100 33,959 470,147 SH   DFND 14 58,227 411,920 0
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EATON VANCE CORP COM NON VTG 278265103 4,120 122,912 SH   DFND 14 9,636 113,276 0
EBAY INC COM 278642103 324 13,570 SH   DFND 10 13,570 0 0
EBAY INC COM 278642103 125,758 5,270,656 SH   DFND 14 603,576 4,667,080 0
EBAY INC COM 278642103 1,213 50,825 SH   DFND 16 0 50,825 0
EBIX INC COM NEW 278715206 3,384 82,972 SH   DFND 14 15,175 67,797 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 393 14,454 SH   DFND 10 14,454 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,622 59,720 SH   DFND 14 3,270 56,450 0
ECHOSTAR CORP CL A 278768106 3,181 71,812 SH   DFND 14 3,962 67,850 0
ECOLAB INC COM 278865100 37,538 336,600 SH   DFND 14 75,791 260,809 0
ECOLAB INC COM 278865100 62 560 SH   DFND 16 0 560 0
ECOLAB INC COM 278865100 664 5,950 SH   DFND 18 0 5,950 0
EDGEWELL PERS CARE CO COM 28035Q102 22,998 285,580 SH   DFND 14 84,530 201,050 0
EDGEWELL PERS CARE CO COM 28035Q102 145 1,800 SH   DFND 16 0 1,800 0
EDISON INTL COM 281020107 60,882 846,882 SH   DFND 14 114,336 732,546 0
EDISON INTL COM 281020107 2,274 31,635 SH   DFND 16 0 31,635 0
EDISON INTL COM 281020107 712 9,900 SH   DFND 18 0 9,900 0
EDUCATION RLTY TR INC COM NEW 28140H203 6,303 151,517 SH   DFND 14 7,504 144,013 0
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EDWARDS LIFESCIENCES CORP COM 28176E108 129 1,460 SH   DFND 16 0 1,460 0
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EHEALTH INC COM 28238P109 366 38,925 SH   DFND 14 1,873 37,052 0
8X8 INC NEW COM 282914100 2,320 230,578 SH   DFND 14 9,978 220,600 0
EL PASO ELEC CO COM NEW 283677854 523 11,406 SH   DFND 10 11,406 0 0
EL PASO ELEC CO COM NEW 283677854 9,466 206,310 SH   DFND 14 69,474 136,836 0
EL PASO ELEC CO COM NEW 283677854 133 2,890 SH   DFND 18 0 2,890 0
ELDORADO RESORTS INC COM 28470R102 1,654 144,600 SH   DFND 14 39,700 104,900 0
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ELECTRO RENT CORP COM 285218103 427 46,149 SH   DFND 14 885 45,264 0
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ELECTRONIC ARTS INC COM 285512109 950 14,370 SH   DFND 10 14,370 0 0
ELECTRONIC ARTS INC COM 285512109 26,726 404,263 SH   DFND 14 88,475 315,788 0
ELECTRONIC ARTS INC COM 285512109 45 675 SH   DFND 16 0 675 0
ELECTRONICS FOR IMAGING INC COM 286082102 279 6,583 SH   DFND 10 6,583 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 4,800 113,241 SH   DFND 14 5,901 107,340 0
ELLIE MAE INC COM 28849P100 256 2,820 SH   DFND 14 1,720 1,100 0
ELLIS PERRY INTL INC COM 288853104 119 6,475 SH   DFND 10 6,475 0 0
ELLIS PERRY INTL INC COM 288853104 514 27,940 SH   DFND 14 1,412 26,528 0
EMBRAER S A SP ADR REP 4 CO 29082A107 287 10,881 SH   DFND 18 0 10,881 0
EMCOR GROUP INC COM 29084Q100 21,623 444,922 SH   DFND 14 75,432 369,490 0
EMCOR GROUP INC COM 29084Q100 204 4,200 SH   DFND 16 0 4,200 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 965 26,543 SH   DFND 10 26,543 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 5,778 158,954 SH   DFND 14 3,577 155,377 0
EMERSON ELEC CO COM 291011104 49,652 913,063 SH   DFND 14 184,732 728,331 0
EMERSON ELEC CO COM 291011104 70 1,285 SH   DFND 16 0 1,285 0
EMPIRE ST RLTY TR INC CL A 292104106 442 25,200 SH   DFND 14 1,200 24,000 0
EMPIRE ST RLTY TR INC CL A 292104106 57,471 3,278,412 SH   DFND 3 456,624 2,821,788 0
EMPLOYERS HOLDINGS INC COM 292218104 8,501 302,108 SH   DFND 14 3,955 298,153 0
ENANTA PHARMACEUTICALS INC COM 29251M106 442 15,044 SH   DFND 10 15,044 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 989 33,670 SH   DFND 14 1,670 32,000 0
ENCORE CAP GROUP INC COM 292554102 552 21,439 SH   DFND 10 21,439 0 0
ENCORE CAP GROUP INC COM 292554102 8,436 327,739 SH   DFND 14 3,098 324,641 0
ENCORE WIRE CORP COM 292562105 280 7,200 SH   DFND 10 7,200 0 0
ENCORE WIRE CORP COM 292562105 2,152 55,282 SH   DFND 14 2,641 52,641 0
ENERGEN CORP COM 29265N108 2,065 56,449 SH   DFND 14 7,512 48,937 0
ENERGEN CORP COM 29265N108 247 6,750 SH   DFND 18 0 6,750 0
ENDOLOGIX INC COM 29266S106 61 7,257 SH   DFND 14 3,657 3,600 0
ENDOLOGIX INC COM 29266S106 137 16,400 SH   DFND 18 0 16,400 0
ENERGIZER HLDGS INC NEW COM 29272W109 152 3,740 SH   DFND 10 3,740 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,509 37,250 SH   DFND 14 5,180 32,070 0
ENERSYS COM 29275Y102 107 1,922 SH   DFND 10 1,922 0 0
ENERSYS COM 29275Y102 8,583 154,039 SH   DFND 14 55,154 98,885 0
ENERNOC INC COM 292764107 127 17,030 SH   DFND 10 17,030 0 0
ENERNOC INC COM 292764107 25 3,297 SH   DFND 14 1,472 1,825 0
ENGILITY HLDGS INC NEW COM 29286C107 3,483 185,667 SH   DFND 14 31,426 154,241 0
ENNIS INC COM 293389102 11,466 586,509 SH   DFND 14 40,923 545,586 0
ENNIS INC COM 293389102 12 600 SH   DFND 16 0 600 0
ENPRO INDS INC COM 29355X107 3,056 52,982 SH   DFND 14 2,864 50,118 0
ENOVA INTL INC COM 29357K103 2,906 460,486 SH   DFND 14 33,833 426,653 0
ENOVA INTL INC COM 29357K103 88 13,900 SH   DFND 16 0 13,900 0
ENSIGN GROUP INC COM 29358P101 2,566 113,352 SH   DFND 14 5,682 107,670 0
ENTEGRIS INC COM 29362U104 2,217 162,793 SH   DFND 14 136,093 26,700 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,112 105,108 SH   DFND 14 1,426 103,682 0
ENTERGY CORP NEW COM 29364G103 86,799 1,094,843 SH   DFND 14 162,816 932,027 0
ENTERGY CORP NEW COM 29364G103 3,032 38,245 SH   DFND 16 0 38,245 0
ENTERPRISE FINL SVCS CORP COM 293712105 3,946 145,915 SH   DFND 14 25,235 120,680 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 673 90,454 SH   DFND 14 87,754 2,700 0
ENVESTNET INC COM 29404K106 208 7,654 SH   DFND 14 2,166 5,488 0
EPAM SYS INC COM 29414B104 356 4,770 SH   DFND 14 2,820 1,950 0
EPLUS INC COM 294268107 5,729 71,161 SH   DFND 14 17,171 53,990 0
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EQUIFAX INC COM 294429105 28 245 SH   DFND 16 0 245 0
EQUINIX INC COM PAR $0.001 29444U700 28,480 86,117 SH   DFND 14 19,771 66,346 0
EQUINIX INC COM PAR $0.001 29444U700 48 144 SH   DFND 16 0 144 0
EQUINIX INC COM PAR $0.001 29444U700 26,158 79,097 SH   DFND 3 10,506 68,591 0
EQUITY COMWLTH COM SH BEN INT 294628102 18,538 656,909 SH   DFND 14 38,159 618,750 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,507 53,400 SH   DFND 16 0 53,400 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 433 5,948 SH   DFND 14 1,468 4,480 0
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EQUITY ONE COM 294752100 1,621 56,557 SH   DFND 14 10,481 46,076 0
EQUITY ONE COM 294752100 56,545 1,972,972 SH   DFND 3 273,386 1,699,586 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 34,107 454,581 SH   DFND 14 103,194 351,387 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 61 810 SH   DFND 16 0 810 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 139,367 1,857,484 SH   DFND 3 260,710 1,596,774 0
ERICKSON INC COM 29482P100 58 35,300 SH   DFND 10 35,300 0 0
ERIE INDTY CO CL A 29530P102 338 3,636 SH   DFND 14 413 3,223 0
ESCO TECHNOLOGIES INC COM 296315104 2,410 61,823 SH   DFND 14 3,202 58,621 0
ESSENDANT INC COM 296689102 429 13,437 SH   DFND 10 13,437 0 0
ESSENDANT INC COM 296689102 7,309 228,893 SH   DFND 14 67,237 161,656 0
ESSEX PPTY TR INC COM 297178105 20,615 88,152 SH   DFND 14 19,069 69,083 0
ESSEX PPTY TR INC COM 297178105 33 140 SH   DFND 16 0 140 0
ESSEX PPTY TR INC COM 297178105 109,633 468,796 SH   DFND 3 65,475 403,321 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 5,264 82,164 SH   DFND 14 17,409 64,755 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 13 200 SH   DFND 16 0 200 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,955 61,440 SH   DFND 14 3,152 58,288 0
EURONET WORLDWIDE INC COM 298736109 188 2,534 SH   DFND 10 2,534 0 0
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EVERCORE PARTNERS INC CLASS A 29977A105 308 5,950 SH   DFND 10 5,950 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 5,187 100,229 SH   DFND 14 4,569 95,660 0
EVERBANK FINL CORP COM 29977G102 2,512 166,500 SH   DFND 14 5,200 161,300 0
EVERTEC INC COM 30040P103 269 19,250 SH   DFND 14 3,450 15,800 0
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EVERSOURCE ENERGY COM 30040W108 36 625 SH   DFND 16 0 625 0
EXAR CORP COM 300645108 651 113,283 SH   DFND 14 4,569 108,714 0
EXACTECH INC COM 30064E109 421 20,782 SH   DFND 10 20,782 0 0
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EXAMWORKS GROUP INC COM 30066A105 2,726 92,228 SH   DFND 14 4,728 87,500 0
EXELON CORP COM 30161N101 191,809 5,348,829 SH   DFND 14 484,319 4,864,510 0
EXELON CORP COM 30161N101 4,326 120,624 SH   DFND 16 0 120,624 0
EXELON CORP COM 30161N101 265 7,400 SH   DFND 18 0 7,400 0
EXELIXIS INC COM 30161Q104 71 17,643 SH   DFND 14 11,643 6,000 0
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EXPEDIA INC DEL COM NEW 30212P303 15,568 144,388 SH   DFND 14 33,146 111,242 0
EXPEDIA INC DEL COM NEW 30212P303 27 255 SH   DFND 16 0 255 0
EXPEDITORS INTL WASH INC COM 302130109 12,020 246,267 SH   DFND 14 52,847 193,420 0
EXPEDITORS INTL WASH INC COM 302130109 16 325 SH   DFND 16 0 325 0
EXPONENT INC COM 30214U102 3,924 76,934 SH   DFND 14 18,234 58,700 0
EXPRESS INC COM 30219E103 8,116 379,091 SH   DFND 14 92,091 287,000 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 165,757 2,413,124 SH   DFND 14 280,231 2,132,893 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,490 21,686 SH   DFND 16 0 21,686 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 27,956 1,715,110 SH   DFND 14 304,600 1,410,510 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 520 31,900 SH   DFND 16 0 31,900 0
EXTRA SPACE STORAGE INC COM 30225T102 15,949 170,655 SH   DFND 14 34,967 135,688 0
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EXTRA SPACE STORAGE INC COM 30225T102 114,409 1,224,153 SH   DFND 3 149,591 1,074,562 0
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EXTERRAN CORP COM 30227H106 1,328 85,903 SH   DFND 14 3,960 81,943 0
EZCORP INC CL A NON VTG 302301106 361 121,386 SH   DFND 14 5,775 115,611 0
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EXXON MOBIL CORP COM 30231G102 745,197 8,914,905 SH   DFND 14 1,897,456 7,017,449 0
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EXXON MOBIL CORP COM 30231G102 7,857 94,000 SH   DFND 18 0 94,000 0
FBL FINL GROUP INC CL A 30239F106 7,783 126,513 SH   DFND 14 24,645 101,868 0
FEI CO COM 30241L109 2,339 26,279 SH   DFND 14 5,193 21,086 0
FLIR SYS INC COM 302445101 180 5,470 SH   DFND 10 5,470 0 0
FLIR SYS INC COM 302445101 5,412 164,257 SH   DFND 14 36,983 127,274 0
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F M C CORP COM NEW 302491303 6,547 162,164 SH   DFND 14 36,866 125,298 0
F M C CORP COM NEW 302491303 9 230 SH   DFND 16 0 230 0
FMC TECHNOLOGIES INC COM 30249U101 9,975 364,594 SH   DFND 14 67,092 297,502 0
FMC TECHNOLOGIES INC COM 30249U101 13 460 SH   DFND 16 0 460 0
FNB CORP PA COM 302520101 6,734 517,600 SH   DFND 14 24,581 493,019 0
FS INVT CORP COM 302635107 115 12,500 SH   DFND 14 0 12,500 0
FTD COS INC COM 30281V108 2,544 96,912 SH   DFND 14 2,162 94,750 0
FTI CONSULTING INC COM 302941109 931 26,207 SH   DFND 14 5,183 21,024 0
FACEBOOK INC CL A 30303M102 1,011 8,865 SH   DFND 10 8,865 0 0
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FACEBOOK INC CL A 30303M102 3,828 33,550 SH   DFND 16 0 33,550 0
FACTSET RESH SYS INC COM 303075105 3,879 25,599 SH   DFND 14 3,623 21,976 0
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FARMER BROS CO COM 307675108 808 29,009 SH   DFND 14 409 28,600 0
FARO TECHNOLOGIES INC COM 311642102 1,273 39,510 SH   DFND 14 2,077 37,433 0
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FASTENAL CO COM 311900104 27 550 SH   DFND 16 0 550 0
FEDERAL AGRIC MTG CORP CL C 313148306 1,739 46,093 SH   DFND 14 16,621 29,472 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 101 10,181 SH   DFND 14 1,671 8,510 0
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FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 95,624 612,781 SH   DFND 3 85,408 527,373 0
FEDERAL SIGNAL CORP COM 313855108 5,215 393,265 SH   DFND 14 6,895 386,370 0
FEDERATED INVS INC PA CL B 314211103 9,958 345,162 SH   DFND 14 57,121 288,041 0
FEDERATED INVS INC PA CL B 314211103 29 1,000 SH   DFND 16 0 1,000 0
FEDERATED NATL HLDG CO COM 31422T101 587 29,850 SH   DFND 14 14,950 14,900 0
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FIDELITY NATL INFORMATION SV COM 31620M106 21,623 341,546 SH   DFND 14 78,449 263,097 0
FIDELITY NATL INFORMATION SV COM 31620M106 34 530 SH   DFND 16 0 530 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 769 22,680 SH   DFND 14 4,816 17,864 0
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FIFTH THIRD BANCORP COM 316773100 1,617 96,882 SH   DFND 16 0 96,882 0
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FIFTH STREET FINANCE CORP COM 31678A103 47 9,400 SH   DFND 14 0 9,400 0
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FINISH LINE INC CL A 317923100 2,252 106,720 SH   DFND 14 5,440 101,280 0
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FIRST AMERN FINL CORP COM 31847R102 13,309 349,224 SH   DFND 14 13,273 335,951 0
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FIRST BANCORP N C COM 318910106 1,245 66,048 SH   DFND 14 1,137 64,911 0
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FIRST CASH FINL SVCS INC COM 31942D107 4,177 90,690 SH   DFND 14 23,794 66,896 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,033 16,064 SH   DFND 14 2,282 13,782 0
FIRST COMWLTH FINL CORP PA COM 319829107 2,119 239,113 SH   DFND 14 9,641 229,472 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 2,229 112,355 SH   DFND 14 20,921 91,434 0
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FIRST DATA CORP NEW COM CL A 32008D106 735 56,800 SH   DFND 14 2,700 54,100 0
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FIRST FINL BANKSHARES COM 32020R109 4,666 157,732 SH   DFND 14 7,902 149,830 0
FIRST FINL CORP IND COM 320218100 3,397 99,289 SH   DFND 14 13,780 85,509 0
FIRST HORIZON NATL CORP COM 320517105 1,845 140,830 SH   DFND 14 19,326 121,504 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 5,506 242,108 SH   DFND 14 132,058 110,050 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 26,933 1,184,383 SH   DFND 3 164,336 1,020,047 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 11,414 405,743 SH   DFND 14 1,127 404,616 0
FIRST LONG IS CORP COM 320734106 19 680 SH   DFND 10 680 0 0
FIRST LONG IS CORP COM 320734106 452 15,856 SH   DFND 14 674 15,182 0
FIRST MERCHANTS CORP COM 320817109 6,492 275,452 SH   DFND 14 40,545 234,907 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,873 270,436 SH   DFND 14 8,973 261,463 0
FIRST NBC BK HLDG CO COM 32115D106 7,128 346,197 SH   DFND 14 18,500 327,697 0
FIRST NIAGARA FINL GP INC COM 33582V108 2,041 210,833 SH   DFND 14 28,904 181,929 0
FIRST POTOMAC RLTY TR COM 33610F109 113 12,525 SH   DFND 10 12,525 0 0
FIRST POTOMAC RLTY TR COM 33610F109 1,799 198,515 SH   DFND 14 83,920 114,595 0
FIRST POTOMAC RLTY TR COM 33610F109 36,006 3,974,169 SH   DFND 3 539,752 3,434,417 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 218 3,268 SH   DFND 14 2,438 830 0
FIRST SOLAR INC COM 336433107 23,927 349,457 SH   DFND 14 34,323 315,134 0
FIRST SOLAR INC COM 336433107 1,304 19,040 SH   DFND 16 0 19,040 0
FIRST SOLAR INC COM 336433107 103 1,500 SH   DFND 18 0 1,500 0
1ST SOURCE CORP COM 336901103 110 3,456 SH   DFND 10 3,456 0 0
1ST SOURCE CORP COM 336901103 4,288 134,689 SH   DFND 14 22,571 112,118 0
FISERV INC COM 337738108 104,887 1,022,486 SH   DFND 14 180,746 841,740 0
FISERV INC COM 337738108 1,382 13,470 SH   DFND 16 0 13,470 0
FIRSTMERIT CORP COM 337915102 13,072 620,979 SH   DFND 14 20,110 600,869 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 4,770 222,270 SH   DFND 14 57,400 164,870 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 28 1,300 SH   DFND 16 0 1,300 0
FIRSTENERGY CORP COM 337932107 152,462 4,238,574 SH   DFND 14 531,685 3,706,889 0
FIRSTENERGY CORP COM 337932107 3,176 88,284 SH   DFND 16 0 88,284 0
FITBIT INC CL A 33812L102 202 13,335 SH   DFND 10 13,335 0 0
FITBIT INC CL A 33812L102 27 1,750 SH   DFND 14 350 1,400 0
FIVE BELOW INC COM 33829M101 5,320 128,700 SH   DFND 14 6,700 122,000 0
FIVE BELOW INC COM 33829M101 248 6,000 SH   DFND 18 0 6,000 0
FIVE9 INC COM 338307101 112 12,600 SH   DFND 14 1,500 11,100 0
FLEETCOR TECHNOLOGIES INC COM 339041105 526 3,535 SH   DFND 14 1,585 1,950 0
FLEXSTEEL INDS INC COM 339382103 1,470 33,660 SH   DFND 14 360 33,300 0
FLEXSTEEL INDS INC COM 339382103 79 1,800 SH   DFND 16 0 1,800 0
FLOTEK INDS INC DEL COM 343389102 936 127,689 SH   DFND 14 6,189 121,500 0
FLUOR CORP NEW COM 343412102 20,803 387,395 SH   DFND 14 51,500 335,895 0
FLUOR CORP NEW COM 343412102 1,502 27,975 SH   DFND 16 0 27,975 0
FLOWERS FOODS INC COM 343498101 18,993 1,028,881 SH   DFND 14 335,994 692,887 0
FLOWERS FOODS INC COM 343498101 103 5,600 SH   DFND 16 0 5,600 0
FLOWERS FOODS INC COM 343498101 200 10,840 SH   DFND 18 0 10,840 0
FLOWSERVE CORP COM 34354P105 7,144 160,859 SH   DFND 14 37,117 123,742 0
FLOWSERVE CORP COM 34354P105 13 300 SH   DFND 16 0 300 0
FLUSHING FINL CORP COM 343873105 373 17,256 SH   DFND 14 15,556 1,700 0
FOOT LOCKER INC COM 344849104 221 3,430 SH   DFND 10 3,430 0 0
FOOT LOCKER INC COM 344849104 11,125 172,475 SH   DFND 14 35,936 136,539 0
FOOT LOCKER INC COM 344849104 77 1,200 SH   DFND 16 0 1,200 0
FORD MTR CO DEL COM PAR $0.01 345370860 144,452 10,700,114 SH   DFND 14 2,081,893 8,618,221 0
FORD MTR CO DEL COM PAR $0.01 345370860 4,443 329,093 SH   DFND 16 0 329,093 0
FORD MTR CO DEL COM PAR $0.01 345370860 254 18,800 SH   DFND 18 0 18,800 0
FOREST CITY RLTY TR INC COM CL A 345605109 6,555 310,828 SH   DFND 14 18,657 292,171 0
FORESTAR GROUP INC COM 346233109 1,044 80,049 SH   DFND 14 3,767 76,282 0
FORRESTER RESH INC COM 346563109 985 29,306 SH   DFND 14 1,244 28,062 0
FORTINET INC COM 34959E109 4,950 161,596 SH   DFND 14 11,766 149,830 0
FORTINET INC COM 34959E109 25 800 SH   DFND 16 0 800 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,200 92,787 SH   DFND 14 13,300 79,487 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 8,264 626,045 SH   DFND 14 2,850 623,195 0
FORWARD AIR CORP COM 349853101 3,422 75,507 SH   DFND 14 3,793 71,714 0
FOSSIL GROUP INC COM 34988V106 6,645 149,593 SH   DFND 14 10,353 139,240 0
FOSSIL GROUP INC COM 34988V106 724 16,300 SH   DFND 16 0 16,300 0
FOSTER L B CO COM 350060109 355 19,548 SH   DFND 14 603 18,945 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,279 126,979 SH   DFND 14 4,935 122,044 0
FRANCESCAS HLDGS CORP COM 351793104 8,701 454,108 SH   DFND 14 149,008 305,100 0
FRANCESCAS HLDGS CORP COM 351793104 75 3,900 SH   DFND 16 0 3,900 0
FRANKLIN ELEC INC COM 353514102 3,105 96,532 SH   DFND 14 5,142 91,390 0
FRANKLIN RES INC COM 354613101 32,644 835,950 SH   DFND 14 124,079 711,871 0
FRANKLIN RES INC COM 354613101 1,722 44,085 SH   DFND 16 0 44,085 0
FRANKLIN STREET PPTYS CORP COM 35471R106 280 26,381 SH   DFND 10 26,381 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 32,426 3,056,133 SH   DFND 14 328,843 2,727,290 0
FRANKLIN STREET PPTYS CORP COM 35471R106 296 27,900 SH   DFND 16 0 27,900 0
FREDS INC CL A 356108100 1,242 83,330 SH   DFND 14 4,063 79,267 0
FREEPORT-MCMORAN INC CL B 35671D857 15,458 1,494,950 SH   DFND 14 343,053 1,151,897 0
FREEPORT-MCMORAN INC CL B 35671D857 26 2,520 SH   DFND 16 0 2,520 0
FREIGHTCAR AMER INC COM 357023100 334 21,438 SH   DFND 10 21,438 0 0
FREIGHTCAR AMER INC COM 357023100 875 56,152 SH   DFND 14 14,752 41,400 0
FRESH MKT INC COM 35804H106 3,863 135,388 SH   DFND 14 39,188 96,200 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 9,973 1,784,046 SH   DFND 14 359,161 1,424,885 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 12 2,120 SH   DFND 16 0 2,120 0
FULLER H B CO COM 359694106 5,979 140,842 SH   DFND 14 6,276 134,566 0
FULTON FINL CORP PA COM 360271100 9,190 686,863 SH   DFND 14 84,375 602,488 0
FULTON FINL CORP PA COM 360271100 29 2,200 SH   DFND 16 0 2,200 0
FUTUREFUEL CORPORATION COM 36116M106 2,982 252,919 SH   DFND 14 2,830 250,089 0
G & K SVCS INC CL A 361268105 3,524 48,112 SH   DFND 14 2,571 45,541 0
GATX CORP COM 361448103 9,130 192,211 SH   DFND 14 8,952 183,259 0
GEO GROUP INC NEW COM 36162J106 204 5,874 SH   DFND 10 5,874 0 0
GEO GROUP INC NEW COM 36162J106 49,761 1,435,267 SH   DFND 14 342,948 1,092,319 0
GEO GROUP INC NEW COM 36162J106 953 27,500 SH   DFND 16 0 27,500 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 178 8,920 SH   DFND 10 8,920 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,119 56,143 SH   DFND 14 1,093 55,050 0
GNC HLDGS INC COM CL A 36191G107 64,593 2,034,420 SH   DFND 14 143,000 1,891,420 0
GNC HLDGS INC COM CL A 36191G107 1,111 35,000 SH   DFND 16 0 35,000 0
GNC HLDGS INC COM CL A 36191G107 224 7,040 SH   DFND 18 0 7,040 0
G-III APPAREL GROUP LTD COM 36237H101 4,709 96,318 SH   DFND 14 4,988 91,330 0
G-III APPAREL GROUP LTD COM 36237H101 68 1,400 SH   DFND 18 0 1,400 0
GAIAM INC CL A 36268Q103 444 69,400 SH   DFND 10 69,400 0 0
GAIAM INC CL A 36268Q103 9 1,400 SH   DFND 14 0 1,400 0
GAIN CAP HLDGS INC COM 36268W100 651 99,164 SH   DFND 14 1,664 97,500 0
GALENA BIOPHARMA INC COM 363256108 20 14,900 SH   DFND 14 9,700 5,200 0
GALLAGHER ARTHUR J & CO COM 363576109 4,663 104,840 SH   DFND 14 14,467 90,373 0
GAMESTOP CORP NEW CL A 36467W109 13,399 422,290 SH   DFND 14 43,631 378,659 0
GAMESTOP CORP NEW CL A 36467W109 1,270 40,025 SH   DFND 16 0 40,025 0
GANNETT CO INC COM 36473H104 192 12,677 SH   DFND 10 12,677 0 0
GANNETT CO INC COM 36473H104 4,168 275,301 SH   DFND 14 9,077 266,224 0
GAP INC DEL COM 364760108 34,126 1,160,741 SH   DFND 14 77,333 1,083,408 0
GAP INC DEL COM 364760108 1,732 58,925 SH   DFND 16 0 58,925 0
GARTNER INC COM 366651107 4,435 49,631 SH   DFND 14 6,927 42,704 0
GENERAC HLDGS INC COM 368736104 150 4,017 SH   DFND 14 4,017 0 0
GENERAC HLDGS INC COM 368736104 151 4,050 SH   DFND 18 0 4,050 0
GENERAL CABLE CORP DEL NEW COM 369300108 142 11,626 SH   DFND 10 11,626 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,428 116,973 SH   DFND 14 5,598 111,375 0
GENERAL COMMUNICATION INC CL A 369385109 309 16,878 SH   DFND 10 16,878 0 0
GENERAL COMMUNICATION INC CL A 369385109 1,380 75,352 SH   DFND 14 3,595 71,757 0
GENERAL DYNAMICS CORP COM 369550108 172,946 1,316,481 SH   DFND 14 243,907 1,072,574 0
GENERAL DYNAMICS CORP COM 369550108 1,421 10,815 SH   DFND 16 0 10,815 0
GENERAL ELECTRIC CO COM 369604103 300 9,430 SH   DFND 10 9,430 0 0
GENERAL ELECTRIC CO COM 369604103 526,130 16,550,159 SH   DFND 14 3,199,101 13,351,058 0
GENERAL ELECTRIC CO COM 369604103 8,349 262,636 SH   DFND 16 0 262,636 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 21,406 720,008 SH   DFND 14 163,566 556,442 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 34 1,150 SH   DFND 16 0 1,150 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 140,097 4,712,298 SH   DFND 3 548,055 4,164,243 0
GENERAL MLS INC COM 370334104 56,605 893,524 SH   DFND 14 187,130 706,394 0
GENERAL MLS INC COM 370334104 78 1,224 SH   DFND 16 0 1,224 0
GENERAL MTRS CO COM 37045V100 720 22,910 SH   DFND 10 22,910 0 0
GENERAL MTRS CO COM 37045V100 184,924 5,883,685 SH   DFND 14 1,038,355 4,845,330 0
GENERAL MTRS CO COM 37045V100 4,073 129,600 SH   DFND 16 0 129,600 0
GENERAL MTRS CO COM 37045V100 248 7,900 SH   DFND 18 0 7,900 0
GENERAL MTRS CO COM 37045V100 11 358 SH   DFND 3 0 358 0
GENESCO INC COM 371532102 81 1,121 SH   DFND 10 1,121 0 0
GENESCO INC COM 371532102 3,835 53,079 SH   DFND 14 2,920 50,159 0
GENESEE & WYO INC CL A 371559105 3,454 55,081 SH   DFND 14 5,036 50,045 0
GENESEE & WYO INC CL A 371559105 207 3,300 SH   DFND 18 0 3,300 0
GENTEX CORP COM 371901109 2,713 172,890 SH   DFND 14 23,488 149,402 0
GENOMIC HEALTH INC COM 37244C101 1,063 42,930 SH   DFND 14 1,024 41,906 0
GENUINE PARTS CO COM 372460105 25,292 254,552 SH   DFND 14 43,414 211,138 0
GENUINE PARTS CO COM 372460105 859 8,650 SH   DFND 16 0 8,650 0
GENWORTH FINL INC COM CL A 37247D106 5,154 1,887,764 SH   DFND 14 446,191 1,441,573 0
GENWORTH FINL INC COM CL A 37247D106 25 9,000 SH   DFND 16 0 9,000 0
GENTHERM INC COM 37253A103 285 6,862 SH   DFND 10 6,862 0 0
GENTHERM INC COM 37253A103 3,637 87,459 SH   DFND 14 4,359 83,100 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 386 31,282 SH   DFND 14 1,492 29,790 0
GERMAN AMERN BANCORP INC COM 373865104 19 590 SH   DFND 10 590 0 0
GERMAN AMERN BANCORP INC COM 373865104 513 15,947 SH   DFND 14 874 15,073 0
GERON CORP COM 374163103 39 13,217 SH   DFND 14 8,217 5,000 0
GETTY RLTY CORP NEW COM 374297109 165 8,338 SH   DFND 10 8,338 0 0
GETTY RLTY CORP NEW COM 374297109 1,241 62,592 SH   DFND 14 2,957 59,635 0
GIBRALTAR INDS INC COM 374689107 2,082 72,785 SH   DFND 14 3,577 69,208 0
GIGAMON INC COM 37518B102 309 9,964 SH   DFND 10 9,964 0 0
GIGAMON INC COM 37518B102 47 1,500 SH   DFND 14 1,500 0 0
GILEAD SCIENCES INC COM 375558103 2,505 27,270 SH   DFND 10 27,270 0 0
GILEAD SCIENCES INC COM 375558103 331,828 3,612,328 SH   DFND 14 568,372 3,043,956 0
GILEAD SCIENCES INC COM 375558103 3,666 39,910 SH   DFND 16 0 39,910 0
GILEAD SCIENCES INC COM 375558103 12,576 136,900 SH   DFND 18 0 136,900 0
GLACIER BANCORP INC NEW COM 37637Q105 4,792 188,501 SH   DFND 14 9,208 179,293 0
GLADSTONE COML CORP COM 376536108 1,345 82,128 SH   DFND 14 1,152 80,976 0
GLATFELTER COM 377316104 3,346 161,403 SH   DFND 14 17,753 143,650 0
GLOBALSTAR INC COM 378973408 48 32,900 SH   DFND 14 22,300 10,600 0
GLOBAL PMTS INC COM 37940X102 5,426 83,094 SH   DFND 14 10,884 72,210 0
GLOBAL X FDS MSCI GREECE ETF 37950E366 1,318 175,000 SH   DFND 14 0 175,000 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 11,985 480,352 SH   DFND 14 60,700 419,652 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 10 400 SH   DFND 16 0 400 0
GLU MOBILE INC COM 379890106 31 10,934 SH   DFND 14 6,334 4,600 0
GOLDMAN SACHS GROUP INC COM 38141G104 250,078 1,593,054 SH   DFND 14 269,710 1,323,344 0
GOLDMAN SACHS GROUP INC COM 38141G104 5,074 32,320 SH   DFND 16 0 32,320 0
GOODYEAR TIRE & RUBR CO COM 382550101 32,071 972,449 SH   DFND 14 113,515 858,934 0
GOODYEAR TIRE & RUBR CO COM 382550101 1,561 47,335 SH   DFND 16 0 47,335 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 9,456 529,775 SH   DFND 14 8,075 521,700 0
GRACE W R & CO DEL NEW COM 38388F108 333 4,673 SH   DFND 14 1,293 3,380 0
GRACO INC COM 384109104 183 2,175 SH   DFND 10 2,175 0 0
GRACO INC COM 384109104 7,920 94,331 SH   DFND 14 7,306 87,025 0
GRAHAM HLDGS CO COM 384637104 5,693 11,860 SH   DFND 14 2,884 8,976 0
GRAINGER W W INC COM 384802104 18,021 77,199 SH   DFND 14 16,808 60,391 0
GRAINGER W W INC COM 384802104 28 120 SH   DFND 16 0 120 0
GRAMERCY PPTY TR COM 385002100 9,122 1,079,471 SH   DFND 14 23,207 1,056,264 0
GRAND CANYON ED INC COM 38526M106 1,463 34,233 SH   DFND 14 13,593 20,640 0
GRANITE CONSTR INC COM 387328107 1,198 25,072 SH   DFND 14 4,778 20,294 0
GRAPHIC PACKAGING HLDG CO COM 388689101 139 10,789 SH   DFND 14 5,089 5,700 0
GREAT SOUTHN BANCORP INC COM 390905107 3,326 89,587 SH   DFND 14 624 88,963 0
GREAT PLAINS ENERGY INC COM 391164100 2,949 91,434 SH   DFND 14 12,632 78,802 0
GREAT WESTN BANCORP INC COM 391416104 14,944 548,000 SH   DFND 14 110,900 437,100 0
GREATBATCH INC COM 39153L106 3,712 104,148 SH   DFND 14 16,981 87,167 0
GREEN DOT CORP CL A 39304D102 586 25,492 SH   DFND 10 25,492 0 0
GREEN DOT CORP CL A 39304D102 2,487 108,275 SH   DFND 14 5,325 102,950 0
GREEN PLAINS INC COM 393222104 2,090 130,930 SH   DFND 14 37,180 93,750 0
GREENBRIER COS INC COM 393657101 5,410 195,747 SH   DFND 14 3,147 192,600 0
GREENHILL & CO INC COM 395259104 1,477 66,531 SH   DFND 14 3,419 63,112 0
GREIF INC CL A 397624107 507 15,468 SH   DFND 10 15,468 0 0
GREIF INC CL A 397624107 24,449 746,532 SH   DFND 14 275,512 471,020 0
GREIF INC CL A 397624107 187 5,700 SH   DFND 16 0 5,700 0
GRIFFON CORP COM 398433102 171 11,061 SH   DFND 10 11,061 0 0
GRIFFON CORP COM 398433102 1,398 90,501 SH   DFND 14 3,675 86,826 0
GROUP 1 AUTOMOTIVE INC COM 398905109 4,395 74,892 SH   DFND 14 2,891 72,001 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 537 69,500 SH   DFND 14 0 69,500 0
GUESS INC COM 401617105 748 39,846 SH   DFND 14 7,486 32,360 0
GUIDEWIRE SOFTWARE INC COM 40171V100 129 2,375 SH   DFND 10 2,375 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 279 5,120 SH   DFND 14 4,020 1,100 0
GULF ISLAND FABRICATION INC COM 402307102 194 24,700 SH   DFND 10 24,700 0 0
GULF ISLAND FABRICATION INC COM 402307102 239 30,451 SH   DFND 14 875 29,576 0
GULFMARK OFFSHORE INC CL A NEW 402629208 370 60,042 SH   DFND 14 2,842 57,200 0
GULFPORT ENERGY CORP COM NEW 402635304 2,036 71,853 SH   DFND 14 9,703 62,150 0
H & E EQUIPMENT SERVICES INC COM 404030108 115 6,580 SH   DFND 10 6,580 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 63 3,587 SH   DFND 14 1,787 1,800 0
HCA HOLDINGS INC COM 40412C101 48,020 615,249 SH   DFND 14 101,139 514,110 0
HCA HOLDINGS INC COM 40412C101 2,111 27,050 SH   DFND 16 0 27,050 0
HCP INC COM 40414L109 78,833 2,419,668 SH   DFND 14 493,268 1,926,400 0
HCP INC COM 40414L109 1,191 36,570 SH   DFND 16 0 36,570 0
HCI GROUP INC COM 40416E103 19 568 SH   DFND 10 568 0 0
HCI GROUP INC COM 40416E103 4,940 148,363 SH   DFND 14 58,670 89,693 0
HD SUPPLY HLDGS INC COM 40416M105 20,031 605,710 SH   DFND 14 13,810 591,900 0
HD SUPPLY HLDGS INC COM 40416M105 387 11,700 SH   DFND 16 0 11,700 0
HFF INC CL A 40418F108 3,167 115,055 SH   DFND 14 33,655 81,400 0
HNI CORP COM 404251100 2,074 52,937 SH   DFND 14 7,983 44,954 0
HMS HLDGS CORP COM 40425J101 5,125 357,142 SH   DFND 14 63,242 293,900 0
HSN INC COM 404303109 3,774 72,144 SH   DFND 14 53,428 18,716 0
HRG GROUP INC COM 40434J100 343 24,592 SH   DFND 14 4,192 20,400 0
HP INC COM 40434L105 103,799 8,425,239 SH   DFND 14 1,600,712 6,824,527 0
HP INC COM 40434L105 2,857 231,936 SH   DFND 16 0 231,936 0
HACKETT GROUP INC COM 404609109 1,457 96,343 SH   DFND 14 38,648 57,695 0
HAEMONETICS CORP COM 405024100 4,360 124,632 SH   DFND 14 6,230 118,402 0
HAIN CELESTIAL GROUP INC COM 405217100 2,524 61,700 SH   DFND 14 8,546 53,154 0
HALLIBURTON CO COM 406216101 743 20,800 SH   DFND 10 20,800 0 0
HALLIBURTON CO COM 406216101 37,674 1,054,713 SH   DFND 14 242,331 812,382 0
HALLIBURTON CO COM 406216101 63 1,775 SH   DFND 16 0 1,775 0
HALLIBURTON CO COM 406216101 929 26,000 SH   DFND 18 0 26,000 0
HALOZYME THERAPEUTICS INC COM 40637H109 969 102,366 SH   DFND 14 5,511 96,855 0
HALYARD HEALTH INC COM 40650V100 371 12,908 SH   DFND 10 12,908 0 0
HALYARD HEALTH INC COM 40650V100 15,481 538,839 SH   DFND 14 133,223 405,616 0
HALYARD HEALTH INC COM 40650V100 80 2,800 SH   DFND 16 0 2,800 0
HALYARD HEALTH INC COM 40650V100 270 9,400 SH   DFND 18 0 9,400 0
HANCOCK HLDG CO COM 410120109 496 21,608 SH   DFND 10 21,608 0 0
HANCOCK HLDG CO COM 410120109 10,986 478,502 SH   DFND 14 37,874 440,628 0
HANDY & HARMAN LTD COM 410315105 1,477 54,005 SH   DFND 14 212 53,793 0
HANESBRANDS INC COM 410345102 769 27,120 SH   DFND 10 27,120 0 0
HANESBRANDS INC COM 410345102 13,612 480,320 SH   DFND 14 109,652 370,668 0
HANESBRANDS INC COM 410345102 23 800 SH   DFND 16 0 800 0
HANMI FINL CORP COM NEW 410495204 8,831 401,044 SH   DFND 14 90,057 310,987 0
HANOVER INS GROUP INC COM 410867105 369 4,091 SH   DFND 10 4,091 0 0
HANOVER INS GROUP INC COM 410867105 28,976 321,167 SH   DFND 14 32,161 289,006 0
HANOVER INS GROUP INC COM 410867105 117 1,300 SH   DFND 16 0 1,300 0
HARLEY DAVIDSON INC COM 412822108 11,893 231,698 SH   DFND 14 52,897 178,801 0
HARLEY DAVIDSON INC COM 412822108 21 400 SH   DFND 16 0 400 0
HARMAN INTL INDS INC COM 413086109 7,761 87,162 SH   DFND 14 20,839 66,323 0
HARMAN INTL INDS INC COM 413086109 13 150 SH   DFND 16 0 150 0
HARMONIC INC COM 413160102 584 178,624 SH   DFND 14 8,674 169,950 0
HARRIS CORP DEL COM 413875105 29,022 372,745 SH   DFND 14 49,051 323,694 0
HARRIS CORP DEL COM 413875105 1,476 18,955 SH   DFND 16 0 18,955 0
HARSCO CORP COM 415864107 2,308 423,552 SH   DFND 14 21,954 401,598 0
HARTE-HANKS INC COM 416196103 283 112,021 SH   DFND 14 5,415 106,606 0
HARTFORD FINL SVCS GROUP INC COM 416515104 56,404 1,224,052 SH   DFND 14 150,303 1,073,749 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1,990 43,175 SH   DFND 16 0 43,175 0
HASBRO INC COM 418056107 11,163 139,366 SH   DFND 14 32,029 107,337 0
HASBRO INC COM 418056107 20 250 SH   DFND 16 0 250 0
HATTERAS FINL CORP COM 41902R103 4,883 341,437 SH   DFND 14 5,302 336,135 0
HAVERTY FURNITURE INC COM 419596101 1,010 47,737 SH   DFND 14 2,423 45,314 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,079 64,157 SH   DFND 14 8,958 55,199 0
HAWAIIAN HOLDINGS INC COM 419879101 11,199 237,324 SH   DFND 14 22,324 215,000 0
HAWKINS INC COM 420261109 837 23,196 SH   DFND 14 1,296 21,900 0
HAYNES INTERNATIONAL INC COM NEW 420877201 1,094 29,959 SH   DFND 14 1,559 28,400 0
HAYNES INTERNATIONAL INC COM NEW 420877201 216 5,910 SH   DFND 18 0 5,910 0
HEALTHCARE SVCS GRP INC COM 421906108 6,379 173,308 SH   DFND 14 8,837 164,471 0
HEALTHSOUTH CORP COM NEW 421924309 404 10,724 SH   DFND 10 10,724 0 0
HEALTHSOUTH CORP COM NEW 421924309 444 11,799 SH   DFND 14 5,274 6,525 0
HEALTHCARE RLTY TR COM 421946104 2,011 65,108 SH   DFND 14 12,023 53,085 0
HEALTHCARE RLTY TR COM 421946104 44,312 1,434,519 SH   DFND 3 199,751 1,234,768 0
HEADWATERS INC COM 42210P102 16,272 820,138 SH   DFND 14 182,647 637,491 0
HEADWATERS INC COM 42210P102 121 6,100 SH   DFND 16 0 6,100 0
HEALTHSTREAM INC COM 42222N103 1,381 62,512 SH   DFND 14 2,882 59,630 0
HEALTHWAYS INC COM 422245100 746 73,984 SH   DFND 14 3,188 70,796 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 237 8,050 SH   DFND 14 1,900 6,150 0
HEALTHEQUITY INC COM 42226A107 2,148 87,060 SH   DFND 14 4,160 82,900 0
HEARTLAND EXPRESS INC COM 422347104 2,620 141,262 SH   DFND 14 6,080 135,182 0
HEARTLAND FINL USA INC COM 42234Q102 5,969 193,875 SH   DFND 14 25,525 168,350 0
HEARTLAND PMT SYS INC COM 42235N108 8,546 88,494 SH   DFND 14 4,626 83,868 0
HECLA MNG CO COM 422704106 101 36,502 SH   DFND 14 18,727 17,775 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 1,151 48,549 SH   DFND 14 2,167 46,382 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 8,837 1,578,039 SH   DFND 14 11,666 1,566,373 0
HELMERICH & PAYNE INC COM 423452101 9,546 162,567 SH   DFND 14 32,172 130,395 0
HELMERICH & PAYNE INC COM 423452101 15 250 SH   DFND 16 0 250 0
HENRY JACK & ASSOC INC COM 426281101 10,190 120,497 SH   DFND 14 12,150 108,347 0
HENRY JACK & ASSOC INC COM 426281101 177 2,090 SH   DFND 18 0 2,090 0
HERITAGE COMMERCE CORP COM 426927109 398 39,718 SH   DFND 14 1,318 38,400 0
HERITAGE FINL CORP WASH COM 42722X106 210 11,966 SH   DFND 14 1,766 10,200 0
HERITAGE INS HLDGS INC COM 42727J102 433 27,100 SH   DFND 14 1,400 25,700 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 524 24,535 SH   DFND 10 24,535 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 118 5,527 SH   DFND 14 2,537 2,990 0
HERSHEY CO COM 427866108 16,712 181,476 SH   DFND 14 41,155 140,321 0
HERSHEY CO COM 427866108 30 325 SH   DFND 16 0 325 0
HESKA CORP COM RESTRC NEW 42805E306 634 22,250 SH   DFND 14 450 21,800 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 156 14,769 SH   DFND 14 6,339 8,430 0
HESS CORP COM 42809H107 25,089 476,532 SH   DFND 14 80,049 396,483 0
HESS CORP COM 42809H107 496 9,425 SH   DFND 16 0 9,425 0
HESS CORP COM 42809H107 684 13,000 SH   DFND 18 0 13,000 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 148 8,330 SH   DFND 10 8,330 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 124,228 7,006,644 SH   DFND 14 752,212 6,254,432 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 2,548 143,736 SH   DFND 16 0 143,736 0
HEXCEL CORP NEW COM 428291108 286 6,536 SH   DFND 14 1,731 4,805 0
HIBBETT SPORTS INC COM 428567101 1,969 54,857 SH   DFND 14 2,755 52,102 0
HIGHWOODS PPTYS INC COM 431284108 3,009 62,946 SH   DFND 14 11,565 51,381 0
HILL ROM HLDGS INC COM 431475102 420 8,357 SH   DFND 10 8,357 0 0
HILL ROM HLDGS INC COM 431475102 28,580 568,197 SH   DFND 14 119,746 448,451 0
HILL ROM HLDGS INC COM 431475102 377 7,500 SH   DFND 16 0 7,500 0
HILLENBRAND INC COM 431571108 5,347 178,517 SH   DFND 14 7,484 171,033 0
HILLTOP HOLDINGS INC COM 432748101 10,190 539,748 SH   DFND 14 56,431 483,317 0
HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 112 10,008 SH   DFND 10 10,008 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 349 15,500 SH   DFND 14 8,550 6,950 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 176 7,800 SH   DFND 18 0 7,800 0
HOLLYFRONTIER CORP COM 436106108 78,531 2,223,402 SH   DFND 14 383,547 1,839,855 0
HOLLYFRONTIER CORP COM 436106108 1,955 55,350 SH   DFND 16 0 55,350 0
HOLOGIC INC COM 436440101 522 15,120 SH   DFND 10 15,120 0 0
HOLOGIC INC COM 436440101 88,860 2,575,641 SH   DFND 14 494,277 2,081,364 0
HOLOGIC INC COM 436440101 1,266 36,700 SH   DFND 16 0 36,700 0
HOME BANCSHARES INC COM 436893200 569 13,906 SH   DFND 10 13,906 0 0
HOME BANCSHARES INC COM 436893200 7,465 182,302 SH   DFND 14 39,078 143,224 0
HOME DEPOT INC COM 437076102 1,490 11,170 SH   DFND 10 11,170 0 0
HOME DEPOT INC COM 437076102 318,757 2,388,944 SH   DFND 14 596,026 1,792,918 0
HOME DEPOT INC COM 437076102 804 6,025 SH   DFND 16 0 6,025 0
HOME DEPOT INC COM 437076102 614 4,600 SH   DFND 18 0 4,600 0
HOMESTREET INC COM 43785V102 341 16,400 SH   DFND 14 1,200 15,200 0
HONEYWELL INTL INC COM 438516106 1,742 15,545 SH   DFND 10 15,545 0 0
HONEYWELL INTL INC COM 438516106 119,796 1,069,126 SH   DFND 14 290,376 778,750 0
HONEYWELL INTL INC COM 438516106 179 1,595 SH   DFND 16 0 1,595 0
HORACE MANN EDUCATORS CORP N COM 440327104 3,774 119,090 SH   DFND 14 26,771 92,319 0
HORIZON BANCORP IND COM 440407104 1,580 63,936 SH   DFND 14 750 63,186 0
HORMEL FOODS CORP COM 440452100 15,475 357,882 SH   DFND 14 75,728 282,154 0
HORMEL FOODS CORP COM 440452100 22 500 SH   DFND 16 0 500 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 1,372 138,166 SH   DFND 14 3,552 134,614 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 78,598 2,959,274 SH   DFND 14 571,669 2,387,605 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 2,231 84,000 SH   DFND 16 0 84,000 0
HOST HOTELS & RESORTS INC COM 44107P104 18,695 1,119,461 SH   DFND 14 210,938 908,523 0
HOST HOTELS & RESORTS INC COM 44107P104 23 1,359 SH   DFND 16 0 1,359 0
HOWARD HUGHES CORP COM 44267D107 283 2,672 SH   DFND 14 751 1,921 0
HUB GROUP INC CL A 443320106 250 6,126 SH   DFND 10 6,126 0 0
HUB GROUP INC CL A 443320106 4,927 120,798 SH   DFND 14 4,431 116,367 0
HUBBELL INC COM 443510607 11,958 112,885 SH   DFND 14 7,604 105,281 0
HUBSPOT INC COM 443573100 167 3,827 SH   DFND 10 3,827 0 0
HUBSPOT INC COM 443573100 49 1,130 SH   DFND 14 1,130 0 0
HUDSON PAC PPTYS INC COM 444097109 250 8,655 SH   DFND 14 4,155 4,500 0
HUDSON PAC PPTYS INC COM 444097109 72,055 2,491,514 SH   DFND 3 347,528 2,143,986 0
HUMANA INC COM 444859102 46,032 251,609 SH   DFND 14 109,885 141,724 0
HUMANA INC COM 444859102 59 320 SH   DFND 16 0 320 0
HUNT J B TRANS SVCS INC COM 445658107 9,570 113,603 SH   DFND 14 25,785 87,818 0
HUNT J B TRANS SVCS INC COM 445658107 17 200 SH   DFND 16 0 200 0
HUNTINGTON BANCSHARES INC COM 446150104 30,465 3,193,361 SH   DFND 14 500,562 2,692,799 0
HUNTINGTON BANCSHARES INC COM 446150104 1,484 155,508 SH   DFND 16 0 155,508 0
HUNTINGTON INGALLS INDS INC COM 446413106 104,116 760,306 SH   DFND 14 154,057 606,249 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,175 8,580 SH   DFND 16 0 8,580 0
HUNTSMAN CORP COM 447011107 31,291 2,352,705 SH   DFND 14 115,105 2,237,600 0
HUNTSMAN CORP COM 447011107 1,788 134,400 SH   DFND 16 0 134,400 0
IDT CORP CL B NEW 448947507 91 5,865 SH   DFND 10 5,865 0 0
IDT CORP CL B NEW 448947507 323 20,750 SH   DFND 14 950 19,800 0
HYSTER YALE MATLS HANDLING I CL A 449172105 537 8,056 SH   DFND 10 8,056 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 3,706 55,644 SH   DFND 14 12,858 42,786 0
HYSTER YALE MATLS HANDLING I CL A 449172105 40 600 SH   DFND 16 0 600 0
IAC INTERACTIVECORP COM 44919P508 590 12,530 SH   DFND 14 1,355 11,175 0
ICF INTL INC COM 44925C103 5,256 152,918 SH   DFND 14 1,191 151,727 0
ICU MED INC COM 44930G107 9,493 91,187 SH   DFND 14 21,263 69,924 0
IPG PHOTONICS CORP COM 44980X109 2,132 22,192 SH   DFND 14 3,092 19,100 0
ISTAR INC COM 45031U101 706 73,054 SH   DFND 14 3,904 69,150 0
IXIA COM 45071R109 6,299 505,534 SH   DFND 14 6,559 498,975 0
IBERIABANK CORP COM 450828108 7,752 151,193 SH   DFND 14 2,317 148,876 0
IBERIABANK CORP COM 450828108 63 1,230 SH   DFND 18 0 1,230 0
ITT CORP NEW COM NEW 450911201 3,015 81,723 SH   DFND 14 35,731 45,992 0
ICICI BK LTD ADR 45104G104 3,092 431,900 SH   DFND 14 0 431,900 0
ICICI BK LTD ADR 45104G104 337 47,000 SH   DFND 16 0 47,000 0
ICONIX BRAND GROUP INC COM 451055107 15 1,863 SH   DFND 10 1,863 0 0
ICONIX BRAND GROUP INC COM 451055107 2,523 313,429 SH   DFND 14 5,388 308,041 0
IDACORP INC COM 451107106 20,686 277,333 SH   DFND 14 31,811 245,522 0
IDACORP INC COM 451107106 45 600 SH   DFND 16 0 600 0
IDEX CORP COM 45167R104 3,790 45,734 SH   DFND 14 6,431 39,303 0
IDEX CORP COM 45167R104 315 3,800 SH   DFND 18 0 3,800 0
IDEXX LABS INC COM 45168D104 4,210 53,756 SH   DFND 14 7,744 46,012 0
IHS INC CL A 451734107 539 4,341 SH   DFND 14 1,251 3,090 0
ILLINOIS TOOL WKS INC COM 452308109 110,574 1,079,400 SH   DFND 14 129,408 949,992 0
ILLINOIS TOOL WKS INC COM 452308109 1,249 12,190 SH   DFND 16 0 12,190 0
ILLUMINA INC COM 452327109 29,040 179,135 SH   DFND 14 41,405 137,730 0
ILLUMINA INC COM 452327109 52 320 SH   DFND 16 0 320 0
IMATION CORP COM 45245A107 208 134,046 SH   DFND 10 134,046 0 0
IMATION CORP COM 45245A107 7 4,500 SH   DFND 14 1,000 3,500 0
IMAX CORP COM 45245E109 320 10,301 SH   DFND 10 10,301 0 0
IMAX CORP COM 45245E109 106 3,400 SH   DFND 14 3,400 0 0
IMMUNOGEN INC COM 45253H101 1,455 170,832 SH   DFND 14 143,382 27,450 0
IMPAX LABORATORIES INC COM 45256B101 5,272 164,641 SH   DFND 14 8,541 156,100 0
IMPERVA INC COM 45321L100 249 4,937 SH   DFND 10 4,937 0 0
IMPERVA INC COM 45321L100 104 2,054 SH   DFND 14 1,554 500 0
INC RESH HLDGS INC CL A 45329R109 116 2,819 SH   DFND 10 2,819 0 0
INC RESH HLDGS INC CL A 45329R109 2,518 61,100 SH   DFND 14 15,400 45,700 0
INCYTE CORP COM 45337C102 777 10,715 SH   DFND 14 2,710 8,005 0
INCYTE CORP COM 45337C102 6,008 82,900 SH   DFND 18 0 82,900 0
INDEPENDENT BANK CORP MASS COM 453836108 2,913 63,388 SH   DFND 14 3,242 60,146 0
INDEPENDENT BK GROUP INC COM 45384B106 986 36,000 SH   DFND 14 17,400 18,600 0
INFINITY PPTY & CAS CORP COM 45665Q103 3,541 43,984 SH   DFND 14 1,489 42,495 0
INFINERA CORPORATION COM 45667G103 72 4,501 SH   DFND 10 4,501 0 0
INFINERA CORPORATION COM 45667G103 198 12,310 SH   DFND 14 7,205 5,105 0
INFOBLOX INC COM 45672H104 407 23,797 SH   DFND 10 23,797 0 0
INFOBLOX INC COM 45672H104 70 4,100 SH   DFND 14 3,300 800 0
INFOSYS LTD SPONSORED ADR 456788108 192 10,100 SH   DFND 10 10,100 0 0
INFOSYS LTD SPONSORED ADR 456788108 35,538 1,868,450 SH   DFND 14 0 1,868,450 0
INFOSYS LTD SPONSORED ADR 456788108 5,358 281,700 SH   DFND 16 0 281,700 0
INFRAREIT INC COM 45685L100 2,725 159,840 SH   DFND 14 32,600 127,240 0
INFRAREIT INC COM 45685L100 133 7,800 SH   DFND 16 0 7,800 0
INGLES MKTS INC CL A 457030104 72 1,912 SH   DFND 10 1,912 0 0
INGLES MKTS INC CL A 457030104 15,538 414,336 SH   DFND 14 34,291 380,045 0
INGLES MKTS INC CL A 457030104 206 5,500 SH   DFND 16 0 5,500 0
INGRAM MICRO INC CL A 457153104 215 5,983 SH   DFND 10 5,983 0 0
INGRAM MICRO INC CL A 457153104 25,412 707,648 SH   DFND 14 138,184 569,464 0
INGRAM MICRO INC CL A 457153104 86 2,400 SH   DFND 16 0 2,400 0
INGREDION INC COM 457187102 671 6,280 SH   DFND 10 6,280 0 0
INGREDION INC COM 457187102 45,936 430,148 SH   DFND 14 105,035 325,113 0
INGREDION INC COM 457187102 364 3,410 SH   DFND 16 0 3,410 0
INSIGHT ENTERPRISES INC COM 45765U103 263 9,175 SH   DFND 10 9,175 0 0
INSIGHT ENTERPRISES INC COM 45765U103 7,711 269,247 SH   DFND 14 112,661 156,586 0
INNOSPEC INC COM 45768S105 7,676 177,040 SH   DFND 14 2,900 174,140 0
INNOPHOS HOLDINGS INC COM 45774N108 3,693 119,461 SH   DFND 14 32,661 86,800 0
INSTEEL INDUSTRIES INC COM 45774W108 4,148 135,676 SH   DFND 14 42,602 93,074 0
INSTEEL INDUSTRIES INC COM 45774W108 6 200 SH   DFND 16 0 200 0
INSPERITY INC COM 45778Q107 2,054 39,701 SH   DFND 14 2,157 37,544 0
INOGEN INC COM 45780L104 1,538 34,190 SH   DFND 14 1,740 32,450 0
INSTALLED BLDG PRODS INC COM 45780R101 1,059 39,800 SH   DFND 14 2,100 37,700 0
INSULET CORP COM 45784P101 269 8,112 SH   DFND 14 3,132 4,980 0
INSULET CORP COM 45784P101 361 10,890 SH   DFND 18 0 10,890 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 4,816 71,498 SH   DFND 14 3,609 67,889 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 266 13,000 SH   DFND 10 13,000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 23,645 1,156,816 SH   DFND 14 329,585 827,231 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 57 2,800 SH   DFND 16 0 2,800 0
INTEL CORP COM 458140100 1,729 53,440 SH   DFND 10 53,440 0 0
INTEL CORP COM 458140100 467,578 14,453,739 SH   DFND 14 2,546,734 11,907,005 0
INTEL CORP COM 458140100 8,694 268,755 SH   DFND 16 0 268,755 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 37 2,290 SH   DFND 14 1,290 1,000 0
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 129 8,080 SH   DFND 18 0 8,080 0
INTELIQUENT INC COM 45825N107 339 21,099 SH   DFND 10 21,099 0 0
INTELIQUENT INC COM 45825N107 5,640 351,395 SH   DFND 14 104,995 246,400 0
INTELIQUENT INC COM 45825N107 111 6,900 SH   DFND 16 0 6,900 0
INTER PARFUMS INC COM 458334109 1,273 41,192 SH   DFND 14 1,992 39,200 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 5,404 137,449 SH   DFND 14 4,719 132,730 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 1,528 41,947 SH   DFND 14 2,008 39,939 0
INTERFACE INC COM 458665304 3,533 190,544 SH   DFND 14 7,689 182,855 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 783 3,330 SH   DFND 10 3,330 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 36,984 157,285 SH   DFND 14 33,995 123,290 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 58 245 SH   DFND 16 0 245 0
INTERDIGITAL INC COM 45867G101 2,260 40,606 SH   DFND 14 4,494 36,112 0
INTERNATIONAL BANCSHARES COR COM 459044103 14,258 578,174 SH   DFND 14 141,085 437,089 0
INTERNATIONAL BANCSHARES COR COM 459044103 7 300 SH   DFND 16 0 300 0
INTERNATIONAL BUSINESS MACHS COM 459200101 209,616 1,384,061 SH   DFND 14 326,618 1,057,443 0
INTERNATIONAL BUSINESS MACHS COM 459200101 3,564 23,530 SH   DFND 16 0 23,530 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 303 2,660 SH   DFND 10 2,660 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 11,471 100,826 SH   DFND 14 23,374 77,452 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 20 175 SH   DFND 16 0 175 0
INTL PAPER CO COM 460146103 34,283 835,355 SH   DFND 14 135,419 699,936 0
INTL PAPER CO COM 460146103 744 18,129 SH   DFND 16 0 18,129 0
INTL PAPER CO COM 460146103 685 16,700 SH   DFND 18 0 16,700 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 162 4,400 SH   DFND 10 4,400 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 7,701 208,654 SH   DFND 14 55,143 153,511 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 107 2,900 SH   DFND 16 0 2,900 0
INTERPUBLIC GROUP COS INC COM 460690100 15,183 661,554 SH   DFND 14 125,047 536,507 0
INTERPUBLIC GROUP COS INC COM 460690100 18 800 SH   DFND 16 0 800 0
INTERSIL CORP CL A 46069S109 10,822 809,431 SH   DFND 14 237,538 571,893 0
INTERSIL CORP CL A 46069S109 56 4,200 SH   DFND 16 0 4,200 0
INTERVAL LEISURE GROUP INC COM 46113M108 1,348 93,329 SH   DFND 14 4,467 88,862 0
INTL FCSTONE INC COM 46116V105 26 968 SH   DFND 10 968 0 0
INTL FCSTONE INC COM 46116V105 3,020 112,982 SH   DFND 14 19,532 93,450 0
INTL FCSTONE INC COM 46116V105 75 2,800 SH   DFND 16 0 2,800 0
INTRALINKS HLDGS INC COM 46118H104 705 89,464 SH   DFND 14 87,264 2,200 0
INTUIT COM 461202103 44,685 429,622 SH   DFND 14 74,327 355,295 0
INTUIT COM 461202103 1,034 9,945 SH   DFND 16 0 9,945 0
INVACARE CORP COM 461203101 3,039 230,743 SH   DFND 14 60,621 170,122 0
INVACARE CORP COM 461203101 178 13,540 SH   DFND 18 0 13,540 0
INTUITIVE SURGICAL INC COM NEW 46120E602 28,471 47,368 SH   DFND 14 10,715 36,653 0
INTUITIVE SURGICAL INC COM NEW 46120E602 48 80 SH   DFND 16 0 80 0
INTUITIVE SURGICAL INC COM NEW 46120E602 2,679 4,458 SH   DFND 18 0 4,458 0
INTREPID POTASH INC COM 46121Y102 143 129,005 SH   DFND 14 6,105 122,900 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 16,311 1,339,191 SH   DFND 14 280,968 1,058,223 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 336 27,600 SH   DFND 16 0 27,600 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 9,175 415,139 SH   DFND 14 13,278 401,861 0
INVESTORS BANCORP INC NEW COM 46146L101 3,944 338,871 SH   DFND 14 18,771 320,100 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 127 17,482 SH   DFND 14 6,582 10,900 0
IONIS PHARMACEUTICALS INC COM 462222100 245 6,051 SH   DFND 14 2,041 4,010 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 8,879 1,128,161 SH   DFND 14 8,763 1,119,398 0
IROBOT CORP COM 462726100 2,460 69,676 SH   DFND 14 3,466 66,210 0
IRON MTN INC NEW COM 46284V101 7,834 231,026 SH   DFND 14 52,055 178,971 0
IRON MTN INC NEW COM 46284V101 12 350 SH   DFND 16 0 350 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 123 11,214 SH   DFND 14 6,614 4,600 0
ISHARES MSCI BRZ CAP ET 464286400 4,174 158,700 SH   DFND 14 0 158,700 0
ISHARES MSCI BRZ CAP ET 464286400 1,152 43,800 SH   DFND 18 0 43,800 0
ISHARES EM MKT SM-CP ET 464286475 474 11,500 SH   DFND 14 0 11,500 0
ISHARES MSCI CDA ETF 464286509 611 25,780 SH   DFND 10 25,780 0 0
ISHARES MSCI THI CAP ET 464286624 236 3,500 SH   DFND 18 0 3,500 0
ISHARES MSCI CH CAP ETF 464286640 1,697 46,000 SH   DFND 14 0 46,000 0
ISHARES MSCI PAC JP ETF 464286665 764 19,480 SH   DFND 10 19,480 0 0
ISHARES MSCI FRANCE ETF 464286707 1,354 56,000 SH   DFND 18 0 56,000 0
ISHARES MSCI TAIWAN ETF 464286731 50,132 3,617,000 SH   DFND 14 0 3,617,000 0
ISHARES MSCI TAIWAN ETF 464286731 2,960 213,600 SH   DFND 18 0 213,600 0
ISHARES MSCI SZ CAP ETF 464286749 1,255 42,200 SH   DFND 18 0 42,200 0
ISHARES MSCI SWEDEN ETF 464286756 398 13,500 SH   DFND 18 0 13,500 0
ISHARES MSCI SPAN CP ET 464286764 598 22,000 SH   DFND 18 0 22,000 0
ISHARES MSCI STH KOR ET 464286772 48,594 920,000 SH   DFND 14 0 920,000 0
ISHARES MSCI STH KOR ET 464286772 3,534 66,900 SH   DFND 18 0 66,900 0
ISHARES MSCI STH AFR ET 464286780 4,649 87,700 SH   DFND 14 0 87,700 0
ISHARES MSCI STH AFR ET 464286780 1,739 32,800 SH   DFND 18 0 32,800 0
ISHARES MSCI GERMANY ET 464286806 1,166 45,300 SH   DFND 18 0 45,300 0
ISHARES MSCI MEX CAP ET 464286822 2,889 53,800 SH   DFND 14 0 53,800 0
ISHARES MSCI MEX CAP ET 464286822 961 17,900 SH   DFND 18 0 17,900 0
ISHARES MSCI MALAYSI ET 464286830 11,583 1,300,000 SH   DFND 14 0 1,300,000 0
ISHARES MSCI MALAYSI ET 464286830 1,016 114,000 SH   DFND 18 0 114,000 0
ISHARES MSCI JAPAN ETF 464286848 42,829 3,753,616 SH   DFND 14 0 3,753,616 0
ISHARES MSCI ITALCPD ET 464286855 245 20,100 SH   DFND 18 0 20,100 0
ISHARES TR CORE S&P TTL ST 464287150 16,244 174,069 SH   DFND 14 120,369 53,700 0
ISHARES TR TIPS BD ETF 464287176 27,122 236,586 SH   DFND 14 0 236,586 0
ISHARES TR CHINA LG-CAP ET 464287184 15,527 459,800 SH   DFND 14 0 459,800 0
ISHARES TR CHINA LG-CAP ET 464287184 719 21,300 SH   DFND 18 0 21,300 0
ISHARES TR CORE S&P500 ETF 464287200 35,275 170,700 SH   DFND 14 56,900 113,800 0
ISHARES TR CORE S&P500 ETF 464287200 1,207 5,840 SH   DFND 16 0 5,840 0
ISHARES TR CORE S&P500 ETF 464287200 44,625 215,944 SH   DFND 20 215,944 0 0
ISHARES TR CORE US AGGBD E 464287226 200,554 1,809,404 SH   DFND 14 0 1,809,404 0
ISHARES TR CORE US AGGBD E 464287226 64,174 579,030 SH   DFND 20 579,030 0 0
ISHARES TR MSCI EMG MKT ET 464287234 106,707 3,115,521 SH   DFND 14 16,500 3,099,021 0
ISHARES TR MSCI EMG MKT ET 464287234 1,250 36,500 SH   DFND 16 0 36,500 0
ISHARES TR IBOXX INV CP ET 464287242 10,100 85,000 SH   DFND 14 0 85,000 0
ISHARES TR 20 YR TR BD ETF 464287432 2,446 18,728 SH   DFND 14 0 18,728 0
ISHARES TR MSCI EAFE ETF 464287465 230,227 4,029,876 SH   DFND 14 544,511 3,485,365 0
ISHARES TR MSCI EAFE ETF 464287465 4,347 76,094 SH   DFND 16 0 76,094 0
ISHARES TR RUS MDCP VAL ET 464287473 2,666 37,586 SH   DFND 14 5,217 32,369 0
ISHARES TR CORE S&P MCP ET 464287507 21,747 150,820 SH   DFND 14 21,110 129,710 0
ISHARES TR RUS 1000 VAL ET 464287598 35,311 357,366 SH   DFND 14 0 357,366 0
ISHARES TR RUS 1000 GRW ET 464287614 36,638 367,189 SH   DFND 14 0 367,189 0
ISHARES TR RUS 1000 ETF 464287622 3,709 32,518 SH   DFND 14 32,518 0 0
ISHARES TR RUS 2000 VAL ET 464287630 6,389 68,539 SH   DFND 14 0 68,539 0
ISHARES TR RUSSELL 2000 ET 464287655 27,862 251,868 SH   DFND 14 8,610 243,258 0
ISHARES TR RUSSELL 3000 ET 464287689 8,998 74,450 SH   DFND 14 34,150 40,300 0
ISHARES TR U.S. REAL ES ET 464287739 5,840 75,000 SH   DFND 14 0 75,000 0
ISHARES TR CORE S&P SCP ET 464287804 30,365 269,740 SH   DFND 14 12,440 257,300 0
ISHARES TR MSCI AC ASIA ET 464288182 283 5,177 SH   DFND 14 0 5,177 0
ISHARES TR EAFE SML CP ETF 464288273 12,450 250,000 SH   DFND 14 0 250,000 0
ISHARES TR JP MOR EM MK ET 464288281 37,080 336,023 SH   DFND 14 0 336,023 0
ISHARES TR MBS ETF 464288588 18,247 166,667 SH   DFND 14 0 166,667 0
ISHARES MSCI EURO FL ET 464289180 368 20,600 SH   DFND 18 0 20,600 0
ISHARES TR MSCI INDONIA ET 46429B309 10,743 456,000 SH   DFND 14 0 456,000 0
ISHARES TR MSCI INDONIA ET 46429B309 730 31,000 SH   DFND 18 0 31,000 0
ISHARES TR MSCI PHILIPS ET 46429B408 2,859 78,000 SH   DFND 14 0 78,000 0
ISHARES TR MSCI PHILIPS ET 46429B408 117 3,200 SH   DFND 18 0 3,200 0
ISHARES TR MSCI FINLND ETF 46429B515 204 6,400 SH   DFND 18 0 6,400 0
ISHARES TR MSCI DENMRK ETF 46429B523 220 3,900 SH   DFND 18 0 3,900 0
ISHARES TR MSCI INDIA ETF 46429B598 44,184 1,629,200 SH   DFND 14 0 1,629,200 0
ISHARES TR MSCI INDIA ETF 46429B598 472 17,400 SH   DFND 18 0 17,400 0
ISHARES TR MSCI POL CAP ET 46429B606 451 22,300 SH   DFND 18 0 22,300 0
ISHARES TR CHINA ETF 46429B671 1,488 35,000 SH   DFND 18 0 35,000 0
ISHARES U S ETF TR SHT MAT BD ETF 46431W507 901 18,000 SH   DFND 18 0 18,000 0
ISHARES INC MSCI CLB CP ETF 46434G202 2,671 210,000 SH   DFND 14 0 210,000 0
ISHARES INC MSCI RUSSIA CAP 46434G806 3,249 253,255 SH   DFND 14 0 253,255 0
ISHARES INC MSCI RUSSIA CAP 46434G806 6,103 475,645 SH   DFND 16 0 475,645 0
ISHARES INC MSCI RUSSIA CAP 46434G806 765 59,600 SH   DFND 18 0 59,600 0
ISHARES TR MSCI UTD KNGDM 46434V548 608 38,800 SH   DFND 18 0 38,800 0
ISHARES TR MSCI UAE ETF 46434V761 4,013 240,000 SH   DFND 14 0 240,000 0
ISHARES TR MSCI QATAR ETF 46434V779 1,002 50,000 SH   DFND 14 0 50,000 0
ISHARES TR HDG MSCI JAPAN 46434V886 281 11,120 SH   DFND 14 0 11,120 0
ISLE OF CAPRI CASINOS INC COM 464592104 2,281 162,908 SH   DFND 14 29,408 133,500 0
ITAU UNIBANCO HLDG SA SPON ADR REP PF 465562106 1,557 181,280 SH   DFND 18 0 181,280 0
ITC HLDGS CORP COM 465685105 444 10,189 SH   DFND 14 2,684 7,505 0
ITRON INC COM 465741106 3,801 91,111 SH   DFND 14 4,566 86,545 0
ITRON INC COM 465741106 158 3,790 SH   DFND 18 0 3,790 0
IXYS CORP COM 46600W106 398 35,516 SH   DFND 14 30,916 4,600 0
J & J SNACK FOODS CORP COM 466032109 5,306 48,998 SH   DFND 14 7,934 41,064 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5OR 466090206 5,039 585,200 SH   DFND 14 0 585,200 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5OR 466090206 1,888 219,300 SH   DFND 16 0 219,300 0
JPMORGAN CHASE & CO COM 46625H100 2,316 39,110 SH   DFND 10 39,110 0 0
JPMORGAN CHASE & CO COM 46625H100 614,495 10,376,480 SH   DFND 14 1,868,070 8,508,410 0
JPMORGAN CHASE & CO COM 46625H100 11,731 198,084 SH   DFND 16 0 198,084 0
JABIL CIRCUIT INC COM 466313103 36,259 1,881,626 SH   DFND 14 340,748 1,540,878 0
JABIL CIRCUIT INC COM 466313103 131 6,800 SH   DFND 16 0 6,800 0
JACK IN THE BOX INC COM 466367109 21,929 343,341 SH   DFND 14 125,501 217,840 0
JACK IN THE BOX INC COM 466367109 83 1,300 SH   DFND 16 0 1,300 0
JACOBS ENGR GROUP INC DEL COM 469814107 16,380 376,112 SH   DFND 14 48,143 327,969 0
JACOBS ENGR GROUP INC DEL COM 469814107 10 230 SH   DFND 16 0 230 0
JANUS CAP GROUP INC COM 47102X105 456 31,147 SH   DFND 10 31,147 0 0
JANUS CAP GROUP INC COM 47102X105 1,391 95,062 SH   DFND 14 17,555 77,507 0
JARDEN CORP COM 471109108 7,283 123,545 SH   DFND 14 17,265 106,280 0
JD COM INC SPON ADR CL A 47215P106 610 23,000 SH   DFND 18 0 23,000 0
JETBLUE AIRWAYS CORP COM 477143101 27,492 1,301,707 SH   DFND 14 244,571 1,057,136 0
JETBLUE AIRWAYS CORP COM 477143101 120 5,700 SH   DFND 16 0 5,700 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 3,229 154,400 SH   DFND 14 0 154,400 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 6,097 108,076 SH   DFND 14 39,173 68,903 0
JOHNSON & JOHNSON COM 478160104 1,522 14,070 SH   DFND 10 14,070 0 0
JOHNSON & JOHNSON COM 478160104 655,400 6,057,297 SH   DFND 14 1,061,680 4,995,617 0
JOHNSON & JOHNSON COM 478160104 10,118 93,510 SH   DFND 16 0 93,510 0
JOHNSON CTLS INC COM 478366107 906 23,240 SH   DFND 10 23,240 0 0
JOHNSON CTLS INC COM 478366107 44,481 1,141,427 SH   DFND 14 201,932 939,495 0
JOHNSON CTLS INC COM 478366107 1,799 46,165 SH   DFND 16 0 46,165 0
JOHNSON CTLS INC COM 478366107 171 4,400 SH   DFND 18 0 4,400 0
JONES LANG LASALLE INC COM 48020Q107 114 970 SH   DFND 10 970 0 0
JONES LANG LASALLE INC COM 48020Q107 90,515 771,523 SH   DFND 14 122,160 649,363 0
JONES LANG LASALLE INC COM 48020Q107 719 6,130 SH   DFND 16 0 6,130 0
JOY GLOBAL INC COM 481165108 20,002 1,244,654 SH   DFND 14 99,489 1,145,165 0
JOY GLOBAL INC COM 481165108 686 42,700 SH   DFND 16 0 42,700 0
JOY GLOBAL INC COM 481165108 67 4,140 SH   DFND 18 0 4,140 0
J2 GLOBAL INC COM 48123V102 511 8,291 SH   DFND 10 8,291 0 0
J2 GLOBAL INC COM 48123V102 8,541 138,698 SH   DFND 14 40,044 98,654 0
JUNIPER NETWORKS INC COM 48203R104 178 6,960 SH   DFND 10 6,960 0 0
JUNIPER NETWORKS INC COM 48203R104 46,205 1,811,245 SH   DFND 14 122,516 1,688,729 0
JUNIPER NETWORKS INC COM 48203R104 1,046 40,985 SH   DFND 16 0 40,985 0
KBR INC COM 48242W106 27,815 1,796,808 SH   DFND 14 372,359 1,424,449 0
KBR INC COM 48242W106 240 15,500 SH   DFND 16 0 15,500 0
KBR INC COM 48242W106 218 14,100 SH   DFND 18 0 14,100 0
KCG HLDGS INC CL A 48244B100 1,219 102,050 SH   DFND 14 1,450 100,600 0
KLA-TENCOR CORP COM 482480100 13,902 190,938 SH   DFND 14 44,502 146,436 0
KLA-TENCOR CORP COM 482480100 23 320 SH   DFND 16 0 320 0
KLX INC COM 482539103 16,007 498,025 SH   DFND 14 114,126 383,899 0
KLX INC COM 482539103 100 3,100 SH   DFND 16 0 3,100 0
KLX INC COM 482539103 298 9,260 SH   DFND 18 0 9,260 0
K12 INC COM 48273U102 149 15,031 SH   DFND 10 15,031 0 0
K12 INC COM 48273U102 5,111 516,814 SH   DFND 14 1,434 515,380 0
KADANT INC COM 48282T104 836 18,514 SH   DFND 14 17,914 600 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 4,105 48,559 SH   DFND 14 2,219 46,340 0
KAMAN CORP COM 483548103 2,902 67,980 SH   DFND 14 3,288 64,692 0
KANSAS CITY SOUTHERN COM NEW 485170302 11,662 136,472 SH   DFND 14 31,106 105,366 0
KANSAS CITY SOUTHERN COM NEW 485170302 21 240 SH   DFND 16 0 240 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 25,742 1,858,632 SH   DFND 14 230,840 1,627,792 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 111 8,000 SH   DFND 16 0 8,000 0
KATE SPADE & CO COM 485865109 1,912 74,907 SH   DFND 14 10,225 64,682 0
KB HOME COM 48666K109 11,388 797,468 SH   DFND 14 9,719 787,749 0
KELLOGG CO COM 487836108 24,373 318,390 SH   DFND 14 72,056 246,334 0
KELLOGG CO COM 487836108 38 500 SH   DFND 16 0 500 0
KELLY SVCS INC CL A 488152208 1,362 71,238 SH   DFND 14 3,374 67,864 0
KEMPER CORP DEL COM 488401100 1,687 57,045 SH   DFND 14 21,251 35,794 0
KENNAMETAL INC COM 489170100 2,851 126,764 SH   DFND 14 8,647 118,117 0
KENNEDY-WILSON HLDGS INC COM 489398107 203 9,275 SH   DFND 14 5,175 4,100 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 50 10,635 SH   DFND 14 5,535 5,100 0
KEYCORP NEW COM 493267108 696 63,000 SH   DFND 10 63,000 0 0
KEYCORP NEW COM 493267108 32,117 2,909,193 SH   DFND 14 327,167 2,582,026 0
KEYCORP NEW COM 493267108 1,371 124,150 SH   DFND 16 0 124,150 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,853 102,850 SH   DFND 14 13,685 89,165 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 162 5,830 SH   DFND 18 0 5,830 0
KFORCE INC COM 493732101 280 14,325 SH   DFND 10 14,325 0 0
KFORCE INC COM 493732101 3,105 158,555 SH   DFND 14 46,865 111,690 0
KIMBALL INTL INC CL B 494274103 599 52,802 SH   DFND 14 1,402 51,400 0
KILROY RLTY CORP COM 49427F108 3,435 55,518 SH   DFND 14 7,630 47,888 0
KIMBERLY CLARK CORP COM 494368103 358 2,660 SH   DFND 10 2,660 0 0
KIMBERLY CLARK CORP COM 494368103 69,805 518,961 SH   DFND 14 131,639 387,322 0
KIMBERLY CLARK CORP COM 494368103 102 755 SH   DFND 16 0 755 0
KIMBERLY CLARK CORP COM 494368103 188 1,400 SH   DFND 18 0 1,400 0
KIMCO RLTY CORP COM 49446R109 17,272 600,131 SH   DFND 14 116,668 483,463 0
KIMCO RLTY CORP COM 49446R109 24 835 SH   DFND 16 0 835 0
KINDER MORGAN INC DEL COM 49456B101 110,733 6,200,036 SH   DFND 14 825,198 5,374,838 0
KINDER MORGAN INC DEL COM 49456B101 1,380 77,291 SH   DFND 16 0 77,291 0
KINDER MORGAN INC DEL COM 49456B101 1,156 64,700 SH   DFND 18 0 64,700 0
KINDRED BIOSCIENCES INC COM 494577109 192 55,700 SH   DFND 10 55,700 0 0
KINDRED HEALTHCARE INC COM 494580103 5,047 408,673 SH   DFND 14 9,307 399,366 0
KIRBY CORP COM 497266106 3,444 57,130 SH   DFND 14 5,069 52,061 0
KIRKLANDS INC COM 497498105 945 53,995 SH   DFND 14 1,895 52,100 0
KITE RLTY GROUP TR COM NEW 49803T300 5,553 200,401 SH   DFND 14 9,778 190,623 0
KNOLL INC COM NEW 498904200 190 8,776 SH   DFND 10 8,776 0 0
KNOLL INC COM NEW 498904200 4,218 194,821 SH   DFND 14 66,901 127,920 0
KNOLL INC COM NEW 498904200 204 9,400 SH   DFND 16 0 9,400 0
KNIGHT TRANSN INC COM 499064103 3,857 147,502 SH   DFND 14 7,486 140,016 0
KNOWLES CORP COM 49926D109 928 70,428 SH   DFND 14 9,899 60,529 0
KOHLS CORP COM 500255104 24,443 524,411 SH   DFND 14 68,627 455,784 0
KOHLS CORP COM 500255104 1,321 28,345 SH   DFND 16 0 28,345 0
KOPIN CORP COM 500600101 241 144,932 SH   DFND 14 7,518 137,414 0
KOPPERS HOLDINGS INC COM 50060P106 392 17,449 SH   DFND 10 17,449 0 0
KOPPERS HOLDINGS INC COM 50060P106 8,528 379,540 SH   DFND 14 26,040 353,500 0
KOPPERS HOLDINGS INC COM 50060P106 124 5,500 SH   DFND 16 0 5,500 0
KORN FERRY INTL COM NEW 500643200 480 16,981 SH   DFND 10 16,981 0 0
KORN FERRY INTL COM NEW 500643200 4,727 167,103 SH   DFND 14 5,997 161,106 0
KRAFT HEINZ CO COM 500754106 58,360 742,871 SH   DFND 14 169,143 573,728 0
KRAFT HEINZ CO COM 500754106 97 1,238 SH   DFND 16 0 1,238 0
KRAFT HEINZ CO COM 500754106 299 3,800 SH   DFND 18 0 3,800 0
KRATON PERFORMANCE POLYMERS COM 50077C106 3,157 182,494 SH   DFND 14 3,694 178,800 0
KROGER CO COM 501044101 2,277 59,520 SH   DFND 10 59,520 0 0
KROGER CO COM 501044101 187,637 4,905,552 SH   DFND 14 823,190 4,082,362 0
KROGER CO COM 501044101 1,455 38,050 SH   DFND 16 0 38,050 0
KROGER CO COM 501044101 230 6,000 SH   DFND 18 0 6,000 0
KULICKE & SOFFA INDS INC COM 501242101 453 40,038 SH   DFND 10 40,038 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,879 166,026 SH   DFND 14 4,558 161,468 0
L BRANDS INC COM 501797104 27,621 314,550 SH   DFND 14 72,171 242,379 0
L BRANDS INC COM 501797104 46 527 SH   DFND 16 0 527 0
LHC GROUP INC COM 50187A107 3,731 104,915 SH   DFND 14 28,061 76,854 0
LKQ CORP COM 501889208 51,332 1,607,630 SH   DFND 14 323,958 1,283,672 0
LKQ CORP COM 501889208 872 27,300 SH   DFND 16 0 27,300 0
LKQ CORP COM 501889208 487 15,260 SH   DFND 18 0 15,260 0
LSB INDS INC COM 502160104 617 48,358 SH   DFND 14 2,238 46,120 0
LTC PPTYS INC COM 502175102 4,083 90,263 SH   DFND 14 4,728 85,535 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 18,037 152,215 SH   DFND 14 24,420 127,795 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 20 170 SH   DFND 16 0 170 0
LA QUINTA HLDGS INC COM 50420D108 153 12,200 SH   DFND 14 4,700 7,500 0
LA Z BOY INC COM 505336107 11,856 443,390 SH   DFND 14 32,185 411,205 0
LA Z BOY INC COM 505336107 422 15,800 SH   DFND 16 0 15,800 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14,823 126,550 SH   DFND 14 29,220 97,330 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 26 225 SH   DFND 16 0 225 0
LACLEDE GROUP INC COM 505597104 7,074 104,417 SH   DFND 14 5,325 99,092 0
LADDER CAP CORP CL A 505743104 2,647 212,584 SH   DFND 14 80,064 132,520 0
LADDER CAP CORP CL A 505743104 85 6,800 SH   DFND 16 0 6,800 0
LAKELAND BANCORP INC COM 511637100 1,125 110,806 SH   DFND 14 2,077 108,729 0
LAM RESEARCH CORP COM 512807108 399 4,830 SH   DFND 10 4,830 0 0
LAM RESEARCH CORP COM 512807108 19,382 234,645 SH   DFND 14 45,697 188,948 0
LAM RESEARCH CORP COM 512807108 25 300 SH   DFND 16 0 300 0
LAMAR ADVERTISING CO NEW CL A 512816109 272 4,420 SH   DFND 10 4,420 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 6,983 113,539 SH   DFND 14 29,401 84,138 0
LANCASTER COLONY CORP COM 513847103 9,786 88,508 SH   DFND 14 24,666 63,842 0
LANCASTER COLONY CORP COM 513847103 91 820 SH   DFND 16 0 820 0
LANDEC CORP COM 514766104 244 23,200 SH   DFND 10 23,200 0 0
LANDEC CORP COM 514766104 18 1,694 SH   DFND 14 994 700 0
LANDAUER INC COM 51476K103 764 23,104 SH   DFND 14 1,149 21,955 0
LANDSTAR SYS INC COM 515098101 2,003 30,994 SH   DFND 14 9,062 21,932 0
LANNET INC COM 516012101 1,199 66,868 SH   DFND 14 3,268 63,600 0
LAS VEGAS SANDS CORP COM 517834107 1,397 27,025 SH   DFND 14 6,406 20,619 0
LAS VEGAS SANDS CORP COM 517834107 176 3,398 SH   DFND 18 0 3,398 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 549 21,700 SH   DFND 10 21,700 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 9,102 359,608 SH   DFND 14 13,751 345,857 0
LATTICE SEMICONDUCTOR CORP COM 518415104 69 12,201 SH   DFND 14 5,951 6,250 0
LAUDER ESTEE COS INC CL A 518439104 440 4,665 SH   DFND 10 4,665 0 0
LAUDER ESTEE COS INC CL A 518439104 26,252 278,363 SH   DFND 14 63,789 214,574 0
LAUDER ESTEE COS INC CL A 518439104 42 450 SH   DFND 16 0 450 0
LAUDER ESTEE COS INC CL A 518439104 104 1,100 SH   DFND 18 0 1,100 0
LEAR CORP COM NEW 521865204 20,993 188,833 SH   DFND 14 10,993 177,840 0
LEAR CORP COM NEW 521865204 1,290 11,600 SH   DFND 16 0 11,600 0
LEGGETT & PLATT INC COM 524660107 9,743 201,300 SH   DFND 14 38,439 162,861 0
LEGGETT & PLATT INC COM 524660107 11 225 SH   DFND 16 0 225 0
LEGACY TEX FINL GROUP INC COM 52471Y106 2,790 141,992 SH   DFND 14 5,392 136,600 0
LEGG MASON INC COM 524901105 7,945 229,100 SH   DFND 14 33,738 195,362 0
LEGG MASON INC COM 524901105 7 200 SH   DFND 16 0 200 0
LEIDOS HLDGS INC COM 525327102 322 6,406 SH   DFND 10 6,406 0 0
LEIDOS HLDGS INC COM 525327102 26,800 532,593 SH   DFND 14 102,299 430,294 0
LEIDOS HLDGS INC COM 525327102 398 7,900 SH   DFND 16 0 7,900 0
LENDINGTREE INC NEW COM 52603B107 1,630 16,665 SH   DFND 14 915 15,750 0
LENNAR CORP CL A 526057104 805 16,650 SH   DFND 10 16,650 0 0
LENNAR CORP CL A 526057104 10,775 222,803 SH   DFND 14 50,171 172,632 0
LENNAR CORP CL A 526057104 17 350 SH   DFND 16 0 350 0
LENNOX INTL INC COM 526107107 8,800 65,092 SH   DFND 14 4,812 60,280 0
LENNOX INTL INC COM 526107107 37 270 SH   DFND 16 0 270 0
LEUCADIA NATL CORP COM 527288104 11,499 711,138 SH   DFND 14 117,970 593,168 0
LEUCADIA NATL CORP COM 527288104 10 600 SH   DFND 16 0 600 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 19,252 364,285 SH   DFND 14 82,315 281,970 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 32 600 SH   DFND 16 0 600 0
LEXINGTON REALTY TRUST COM 529043101 43,684 5,079,520 SH   DFND 14 544,060 4,535,460 0
LEXINGTON REALTY TRUST COM 529043101 363 42,200 SH   DFND 16 0 42,200 0
LEXINGTON REALTY TRUST COM 529043101 1,593 185,240 SH   DFND 3 0 185,240 0
LEXMARK INTL INC CL A 529771107 142 4,260 SH   DFND 10 4,260 0 0
LEXMARK INTL INC CL A 529771107 10,357 309,797 SH   DFND 14 54,932 254,865 0
LEXMARK INTL INC CL A 529771107 37 1,100 SH   DFND 16 0 1,100 0
LIBBEY INC COM 529898108 402 21,609 SH   DFND 10 21,609 0 0
LIBBEY INC COM 529898108 131 7,032 SH   DFND 14 1,232 5,800 0
LIBERTY BROADBAND CORP COM SER A 530307107 276 4,750 SH   DFND 14 413 4,337 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 761 30,133 SH   DFND 14 8,314 21,819 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 131 5,200 SH   DFND 18 0 5,200 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 354 9,052 SH   DFND 14 2,490 6,562 0
LIBERTY PPTY TR SH BEN INT 531172104 25,735 769,138 SH   DFND 14 232,505 536,633 0
LIBERTY PPTY TR SH BEN INT 531172104 154 4,600 SH   DFND 16 0 4,600 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 7,200 186,383 SH   DFND 14 11,154 175,229 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 2,819 74,018 SH   DFND 14 13,448 60,570 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 382 17,250 SH   DFND 14 4,350 12,900 0
LIFEPOINT HEALTH INC COM 53219L109 14,070 203,184 SH   DFND 14 6,323 196,861 0
LIFEPOINT HEALTH INC COM 53219L109 69 1,000 SH   DFND 16 0 1,000 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 168 1,565 SH   DFND 10 1,565 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 9,170 85,632 SH   DFND 14 44,142 41,490 0
LILLY ELI & CO COM 532457108 91,589 1,271,895 SH   DFND 14 340,140 931,755 0
LILLY ELI & CO COM 532457108 145 2,020 SH   DFND 16 0 2,020 0
LILLY ELI & CO COM 532457108 11,147 154,800 SH   DFND 18 0 154,800 0
LINCOLN ELEC HLDGS INC COM 533900106 10,328 176,341 SH   DFND 14 67,762 108,579 0
LINCOLN ELEC HLDGS INC COM 533900106 59 1,000 SH   DFND 16 0 1,000 0
LINCOLN NATL CORP IND COM 534187109 691 17,640 SH   DFND 10 17,640 0 0
LINCOLN NATL CORP IND COM 534187109 74,487 1,900,169 SH   DFND 14 162,511 1,737,658 0
LINCOLN NATL CORP IND COM 534187109 2,316 59,071 SH   DFND 16 0 59,071 0
LINDSAY CORP COM 535555106 1,917 26,776 SH   DFND 14 1,429 25,347 0
LINEAR TECHNOLOGY CORP COM 535678106 15,101 338,891 SH   DFND 14 67,656 271,235 0
LINEAR TECHNOLOGY CORP COM 535678106 21 475 SH   DFND 16 0 475 0
LINKEDIN CORP COM CL A 53578A108 364 3,180 SH   DFND 10 3,180 0 0
LINKEDIN CORP COM CL A 53578A108 893 7,806 SH   DFND 14 1,946 5,860 0
LIQUIDITY SERVICES INC COM 53635B107 114 22,086 SH   DFND 10 22,086 0 0
LIQUIDITY SERVICES INC COM 53635B107 338 65,213 SH   DFND 14 2,663 62,550 0
LITHIA MTRS INC CL A 536797103 8,022 91,861 SH   DFND 14 38,802 53,059 0
LITTELFUSE INC COM 537008104 7,463 60,620 SH   DFND 14 2,839 57,781 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,883 84,419 SH   DFND 14 11,565 72,854 0
LIVE NATION ENTERTAINMENT IN COM 538034109 97 4,370 SH   DFND 18 0 4,370 0
LIVEPERSON INC COM 538146101 763 130,449 SH   DFND 14 6,349 124,100 0
LOCKHEED MARTIN CORP COM 539830109 1,073 4,845 SH   DFND 10 4,845 0 0
LOCKHEED MARTIN CORP COM 539830109 74,218 335,070 SH   DFND 14 75,280 259,790 0
LOCKHEED MARTIN CORP COM 539830109 122 550 SH   DFND 16 0 550 0
LOEWS CORP COM 540424108 31,364 819,764 SH   DFND 14 101,456 718,308 0
LOEWS CORP COM 540424108 691 18,061 SH   DFND 16 0 18,061 0
LOGMEIN INC COM 54142L109 212 4,210 SH   DFND 10 4,210 0 0
LOGMEIN INC COM 54142L109 10,029 198,743 SH   DFND 14 63,613 135,130 0
LOUISIANA PAC CORP COM 546347105 1,538 89,810 SH   DFND 14 17,222 72,588 0
LOWES COS INC COM 548661107 98,583 1,301,421 SH   DFND 14 260,748 1,040,673 0
LOWES COS INC COM 548661107 147 1,935 SH   DFND 16 0 1,935 0
LOWES COS INC COM 548661107 326 4,300 SH   DFND 18 0 4,300 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 836 63,708 SH   DFND 14 3,076 60,632 0
LUMENTUM HLDGS INC COM 55024U109 237 8,786 SH   DFND 10 8,786 0 0
LUMENTUM HLDGS INC COM 55024U109 2,997 111,138 SH   DFND 14 3,748 107,390 0
LUMINEX CORP DEL COM 55027E102 1,820 93,840 SH   DFND 14 4,559 89,281 0
LUMOS NETWORKS CORP COM 550283105 808 62,891 SH   DFND 14 2,570 60,321 0
LYDALL INC DEL COM 550819106 5,187 159,491 SH   DFND 14 40,570 118,921 0
M & T BK CORP COM 55261F104 33,097 298,174 SH   DFND 14 51,208 246,966 0
M & T BK CORP COM 55261F104 37 330 SH   DFND 16 0 330 0
MBIA INC COM 55262C100 4,366 493,325 SH   DFND 14 247,170 246,155 0
MB FINANCIAL INC NEW COM 55264U108 178 5,500 SH   DFND 10 5,500 0 0
MB FINANCIAL INC NEW COM 55264U108 6,108 188,232 SH   DFND 14 8,923 179,309 0
M D C HLDGS INC COM 552676108 2,486 99,187 SH   DFND 14 4,508 94,679 0
MDU RES GROUP INC COM 552690109 393 20,219 SH   DFND 10 20,219 0 0
MDU RES GROUP INC COM 552690109 48,052 2,469,245 SH   DFND 14 689,486 1,779,759 0
MDU RES GROUP INC COM 552690109 144 7,400 SH   DFND 16 0 7,400 0
MDC PARTNERS INC CL A SUB VTG 552697104 307 12,990 SH   DFND 10 12,990 0 0
MDC PARTNERS INC CL A SUB VTG 552697104 57 2,418 SH   DFND 14 2,418 0 0
MFA FINL INC COM 55272X102 582 84,940 SH   DFND 10 84,940 0 0
MFA FINL INC COM 55272X102 3,302 482,002 SH   DFND 14 50,287 431,715 0
MGIC INVT CORP WIS COM 552848103 7,734 1,008,320 SH   DFND 14 18,820 989,500 0
MGM RESORTS INTERNATIONAL COM 552953101 580 27,061 SH   DFND 14 7,455 19,606 0
M/I HOMES INC COM 55305B101 1,091 58,504 SH   DFND 14 2,874 55,630 0
MKS INSTRUMENT INC COM 55306N104 4,873 129,433 SH   DFND 14 6,614 122,819 0
MRC GLOBAL INC COM 55345K103 3,523 268,100 SH   DFND 14 5,500 262,600 0
MRC GLOBAL INC COM 55345K103 78 5,920 SH   DFND 18 0 5,920 0
MSA SAFETY INC COM 553498106 985 20,372 SH   DFND 14 3,741 16,631 0
MSC INDL DIRECT INC CL A 553530106 2,206 28,906 SH   DFND 14 4,068 24,838 0
MSC INDL DIRECT INC CL A 553530106 285 3,740 SH   DFND 18 0 3,740 0
MSCI INC COM 55354G100 668 9,020 SH   DFND 10 9,020 0 0
MSCI INC COM 55354G100 25,037 337,978 SH   DFND 14 65,818 272,160 0
MSCI INC COM 55354G100 126 1,700 SH   DFND 16 0 1,700 0
MSG NETWORK INC CL A 553573106 2,403 138,973 SH   DFND 14 77,874 61,099 0
MSG NETWORK INC CL A 553573106 95 5,500 SH   DFND 16 0 5,500 0
MTS SYS CORP COM 553777103 2,266 37,232 SH   DFND 14 1,883 35,349 0
MYR GROUP INC DEL COM 55405W104 5,204 207,231 SH   DFND 14 2,331 204,900 0
MACERICH CO COM 554382101 12,835 161,980 SH   DFND 14 36,728 125,252 0
MACERICH CO COM 554382101 21 270 SH   DFND 16 0 270 0
MACK CALI RLTY CORP COM 554489104 7,811 332,378 SH   DFND 14 21,661 310,717 0
MACYS INC COM 55616P104 559 12,680 SH   DFND 10 12,680 0 0
MACYS INC COM 55616P104 97,976 2,222,171 SH   DFND 14 177,415 2,044,756 0
MACYS INC COM 55616P104 2,537 57,549 SH   DFND 16 0 57,549 0
MADDEN STEVEN LTD COM 556269108 240 6,469 SH   DFND 10 6,469 0 0
MADDEN STEVEN LTD COM 556269108 5,783 156,136 SH   DFND 14 29,489 126,647 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 209 1,256 SH   DFND 14 357 899 0
MAGELLAN HEALTH INC COM NEW 559079207 632 9,310 SH   DFND 10 9,310 0 0
MAGELLAN HEALTH INC COM NEW 559079207 18,601 273,827 SH   DFND 14 59,040 214,787 0
MAGELLAN HEALTH INC COM NEW 559079207 197 2,900 SH   DFND 16 0 2,900 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 3,342 158,457 SH   DFND 14 28,484 129,973 0
MANHATTAN ASSOCS INC COM 562750109 500 8,784 SH   DFND 10 8,784 0 0
MANHATTAN ASSOCS INC COM 562750109 56,527 993,977 SH   DFND 14 252,084 741,893 0
MANHATTAN ASSOCS INC COM 562750109 842 14,800 SH   DFND 16 0 14,800 0
MANNING & NAPIER INC CL A 56382Q102 102 12,677 SH   DFND 10 12,677 0 0
MANNKIND CORP COM 56400P201 44 27,180 SH   DFND 14 13,280 13,900 0
MANPOWERGROUP INC COM 56418H100 589 7,240 SH   DFND 10 7,240 0 0
MANPOWERGROUP INC COM 56418H100 32,487 399,002 SH   DFND 14 112,343 286,659 0
MANPOWERGROUP INC COM 56418H100 160 1,960 SH   DFND 16 0 1,960 0
MANPOWERGROUP INC COM 56418H100 179 2,200 SH   DFND 18 0 2,200 0
MANTECH INTL CORP CL A 564563104 2,487 77,754 SH   DFND 14 2,910 74,844 0
MARATHON OIL CORP COM 565849106 23,465 2,106,410 SH   DFND 14 252,479 1,853,931 0
MARATHON OIL CORP COM 565849106 441 39,586 SH   DFND 16 0 39,586 0
MARATHON OIL CORP COM 565849106 304 27,328 SH   DFND 18 0 27,328 0
MARATHON PETE CORP COM 56585A102 223 5,990 SH   DFND 10 5,990 0 0
MARATHON PETE CORP COM 56585A102 140,252 3,772,254 SH   DFND 14 585,988 3,186,266 0
MARATHON PETE CORP COM 56585A102 2,602 69,986 SH   DFND 16 0 69,986 0
MARATHON PETE CORP COM 56585A102 636 17,100 SH   DFND 18 0 17,100 0
MARCUS & MILLICHAP INC COM 566324109 4,822 189,930 SH   DFND 14 22,100 167,830 0
MARCUS & MILLICHAP INC COM 566324109 129 5,100 SH   DFND 16 0 5,100 0
MARCUS & MILLICHAP INC COM 566324109 251 9,900 SH   DFND 18 0 9,900 0
MARCUS CORP COM 566330106 2,200 116,083 SH   DFND 14 2,261 113,822 0
MARINEMAX INC COM 567908108 1,127 57,908 SH   DFND 14 2,948 54,960 0
MARKEL CORP COM 570535104 867 972 SH   DFND 14 324 648 0
MARKETAXESS HLDGS INC COM 57060D108 3,278 26,261 SH   DFND 14 7,021 19,240 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 5,441 332,600 SH   DFND 14 0 332,600 0
MARKET VECTORS ETF TR RUSSIA ETF 57060U506 5,505 336,500 SH   DFND 16 0 336,500 0
MARKET VECTORS ETF TR INDIA SMALL CP 57061R551 1,181 30,750 SH   DFND 14 0 30,750 0
MARLIN BUSINESS SVCS CORP COM 571157106 519 36,251 SH   DFND 14 451 35,800 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 575 8,518 SH   DFND 10 8,518 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 19,540 289,481 SH   DFND 14 21,403 268,078 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 331 4,900 SH   DFND 16 0 4,900 0
MARSH & MCLENNAN COS INC COM 571748102 39,538 650,405 SH   DFND 14 148,855 501,550 0
MARSH & MCLENNAN COS INC COM 571748102 67 1,105 SH   DFND 16 0 1,105 0
MARRIOTT INTL INC NEW CL A 571903202 17,057 239,636 SH   DFND 14 54,382 185,254 0
MARRIOTT INTL INC NEW CL A 571903202 28 389 SH   DFND 16 0 389 0
MARTEN TRANS LTD COM 573075108 1,065 56,894 SH   DFND 14 2,594 54,300 0
MARTIN MARIETTA MATLS INC COM 573284106 12,939 81,120 SH   DFND 14 18,724 62,396 0
MARTIN MARIETTA MATLS INC COM 573284106 24 150 SH   DFND 16 0 150 0
MARTIN MARIETTA MATLS INC COM 573284106 399 2,500 SH   DFND 18 0 2,500 0
MASCO CORP COM 574599106 1,072 34,100 SH   DFND 10 34,100 0 0
MASCO CORP COM 574599106 120,273 3,824,251 SH   DFND 14 552,323 3,271,928 0
MASCO CORP COM 574599106 1,199 38,125 SH   DFND 16 0 38,125 0
MASIMO CORP COM 574795100 729 17,423 SH   DFND 10 17,423 0 0
MASIMO CORP COM 574795100 21,346 510,178 SH   DFND 14 139,113 371,065 0
MASIMO CORP COM 574795100 71 1,700 SH   DFND 16 0 1,700 0
MASTEC INC COM 576323109 377 18,634 SH   DFND 10 18,634 0 0
MASTEC INC COM 576323109 734 36,283 SH   DFND 14 3,733 32,550 0
MASTERCARD INC CL A 57636Q104 145,996 1,544,930 SH   DFND 14 445,480 1,099,450 0
MASTERCARD INC CL A 57636Q104 190 2,010 SH   DFND 16 0 2,010 0
MATADOR RES CO COM 576485205 164 8,649 SH   DFND 10 8,649 0 0
MATADOR RES CO COM 576485205 715 37,720 SH   DFND 14 35,720 2,000 0
MATCH GROUP INC COM 57665R106 92 8,300 SH   DFND 14 400 7,900 0
MATCH GROUP INC COM 57665R106 88 7,980 SH   DFND 18 0 7,980 0
MATERION CORP COM 576690101 1,767 66,741 SH   DFND 14 2,431 64,310 0
MATRIX SVC CO COM 576853105 4,174 235,842 SH   DFND 14 61,531 174,311 0
MATSON INC COM 57686G105 15,525 386,480 SH   DFND 14 41,757 344,723 0
MATSON INC COM 57686G105 261 6,500 SH   DFND 16 0 6,500 0
MATTEL INC COM 577081102 14,022 417,071 SH   DFND 14 95,087 321,984 0
MATTEL INC COM 577081102 22 657 SH   DFND 16 0 657 0
MATTEL INC COM 577081102 182 5,400 SH   DFND 18 0 5,400 0
MATTHEWS INTL CORP CL A 577128101 4,086 79,378 SH   DFND 14 3,990 75,388 0
MAXIM INTEGRATED PRODS INC COM 57772K101 865 23,527 SH   DFND 14 4,667 18,860 0
MAXLINEAR INC CL A 57776J100 241 13,022 SH   DFND 10 13,022 0 0
MAXLINEAR INC CL A 57776J100 92 4,961 SH   DFND 14 2,961 2,000 0
MAXIMUS INC COM 577933104 6,382 121,230 SH   DFND 14 83,786 37,444 0
MCCORMICK & CO INC COM NON VTG 579780206 15,478 155,590 SH   DFND 14 33,511 122,079 0
MCCORMICK & CO INC COM NON VTG 579780206 25 250 SH   DFND 16 0 250 0
MCDERMOTT INTL INC COM 580037109 86 21,017 SH   DFND 14 12,513 8,504 0
MCDONALDS CORP COM 580135101 323,433 2,573,462 SH   DFND 14 394,871 2,178,591 0
MCDONALDS CORP COM 580135101 2,335 18,575 SH   DFND 16 0 18,575 0
MCDONALDS CORP COM 580135101 427 3,400 SH   DFND 18 0 3,400 0
MCGRATH RENTCORP COM 580589109 537 21,409 SH   DFND 10 21,409 0 0
MCGRATH RENTCORP COM 580589109 62 2,467 SH   DFND 14 1,317 1,150 0
MCGRAW HILL FINL INC COM 580645109 33,882 342,315 SH   DFND 14 75,998 266,317 0
MCGRAW HILL FINL INC COM 580645109 52 525 SH   DFND 16 0 525 0
MCKESSON CORP COM 58155Q103 151,581 963,952 SH   DFND 14 103,348 860,604 0
MCKESSON CORP COM 58155Q103 1,476 9,389 SH   DFND 16 0 9,389 0
MEAD JOHNSON NUTRITION CO COM 582839106 19,939 234,657 SH   DFND 14 53,360 181,297 0
MEAD JOHNSON NUTRITION CO COM 582839106 37 430 SH   DFND 16 0 430 0
MEDICAL PPTYS TRUST INC COM 58463J304 820 63,146 SH   DFND 10 63,146 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 7,385 568,964 SH   DFND 14 28,056 540,908 0
MEDICINES CO COM 584688105 108 3,388 SH   DFND 10 3,388 0 0
MEDICINES CO COM 584688105 5,279 166,162 SH   DFND 14 8,217 157,945 0
MEDIFAST INC COM 58470H101 259 8,585 SH   DFND 10 8,585 0 0
MEDIFAST INC COM 58470H101 2,426 80,366 SH   DFND 14 23,906 56,460 0
MEDIDATA SOLUTIONS INC COM 58471A105 7,126 184,080 SH   DFND 14 56,160 127,920 0
MEDIVATION INC COM 58501N101 440 9,580 SH   DFND 14 2,680 6,900 0
MEDNAX INC COM 58502B106 3,650 56,490 SH   DFND 14 7,904 48,586 0
MELCO CROWN ENTMT LTD ADR 585464100 177 10,724 SH   DFND 14 10,474 250 0
MENTOR GRAPHICS CORP COM 587200106 6,133 301,673 SH   DFND 14 113,007 188,666 0
MENTOR GRAPHICS CORP COM 587200106 89 4,400 SH   DFND 16 0 4,400 0
MENTOR GRAPHICS CORP COM 587200106 158 7,760 SH   DFND 18 0 7,760 0
MERCK & CO INC NEW COM 58933Y105 1,167 22,060 SH   DFND 10 22,060 0 0
MERCK & CO INC NEW COM 58933Y105 285,773 5,401,109 SH   DFND 14 966,793 4,434,316 0
MERCK & CO INC NEW COM 58933Y105 2,952 55,786 SH   DFND 16 0 55,786 0
MERCK & CO INC NEW COM 58933Y105 12,259 231,700 SH   DFND 18 0 231,700 0
MERCURY SYS INC COM 589378108 1,595 78,554 SH   DFND 14 3,676 74,878 0
MERCURY GENL CORP NEW COM 589400100 1,726 31,095 SH   DFND 14 2,946 28,149 0
MEREDITH CORP COM 589433101 1,126 23,708 SH   DFND 14 4,503 19,205 0
MERIDIAN BIOSCIENCE INC COM 589584101 2,073 100,591 SH   DFND 14 4,835 95,756 0
MERIT MED SYS INC COM 589889104 2,898 156,712 SH   DFND 14 5,058 151,654 0
MERIT MED SYS INC COM 589889104 207 11,210 SH   DFND 18 0 11,210 0
MERITAGE HOMES CORP COM 59001A102 26,604 729,688 SH   DFND 14 193,480 536,208 0
MERITAGE HOMES CORP COM 59001A102 204 5,600 SH   DFND 16 0 5,600 0
MERITOR INC COM 59001K100 10,865 1,347,958 SH   DFND 14 43,632 1,304,326 0
META FINL GROUP INC COM 59100U108 521 11,415 SH   DFND 14 500 10,915 0
METALDYNE PERFORMANCE GROUP COM 59116R107 893 53,150 SH   DFND 14 550 52,600 0
METHODE ELECTRS INC COM 591520200 531 18,154 SH   DFND 10 18,154 0 0
METHODE ELECTRS INC COM 591520200 6,581 225,056 SH   DFND 14 12,135 212,921 0
METLIFE INC COM 59156R108 720 16,380 SH   DFND 10 16,380 0 0
METLIFE INC COM 59156R108 130,963 2,980,501 SH   DFND 14 490,666 2,489,835 0
METLIFE INC COM 59156R108 2,511 57,135 SH   DFND 16 0 57,135 0
METTLER TOLEDO INTERNATIONAL COM 592688105 17,225 49,962 SH   DFND 14 15,028 34,934 0
METTLER TOLEDO INTERNATIONAL COM 592688105 28 80 SH   DFND 16 0 80 0
MICHAELS COS INC COM 59408Q106 491 17,558 SH   DFND 10 17,558 0 0
MICHAELS COS INC COM 59408Q106 70 2,500 SH   DFND 14 800 1,700 0
MICROSOFT CORP COM 594918104 1,771 32,070 SH   DFND 10 32,070 0 0
MICROSOFT CORP COM 594918104 957,644 17,339,194 SH   DFND 14 3,246,125 14,093,069 0
MICROSOFT CORP COM 594918104 7,540 136,515 SH   DFND 16 0 136,515 0
MICROSTRATEGY INC CL A NEW 594972408 7,362 40,966 SH   DFND 14 8,631 32,335 0
MICROCHIP TECHNOLOGY INC COM 595017104 12,177 252,645 SH   DFND 14 57,568 195,077 0
MICROCHIP TECHNOLOGY INC COM 595017104 20 425 SH   DFND 16 0 425 0
MICRON TECHNOLOGY INC COM 595112103 27,755 2,650,935 SH   DFND 14 356,432 2,294,503 0
MICRON TECHNOLOGY INC COM 595112103 1,479 141,285 SH   DFND 16 0 141,285 0
MICROSEMI CORP COM 595137100 240 6,277 SH   DFND 10 6,277 0 0
MICROSEMI CORP COM 595137100 2,828 73,822 SH   DFND 14 13,435 60,387 0
MID-AMER APT CMNTYS INC COM 59522J103 33,592 328,655 SH   DFND 14 79,822 248,833 0
MID-AMER APT CMNTYS INC COM 59522J103 194 1,900 SH   DFND 16 0 1,900 0
MIDDLEBY CORP COM 596278101 407 3,810 SH   DFND 14 1,005 2,805 0
MIDWESTONE FINL GROUP INC NE COM 598511103 800 29,162 SH   DFND 14 500 28,662 0
MILLER HERMAN INC COM 600544100 20,638 668,120 SH   DFND 14 135,231 532,889 0
MILLER HERMAN INC COM 600544100 86 2,800 SH   DFND 16 0 2,800 0
MIMEDX GROUP INC COM 602496101 2,059 235,600 SH   DFND 14 11,600 224,000 0
MINERALS TECHNOLOGIES INC COM 603158106 9,365 164,734 SH   DFND 14 41,430 123,304 0
MINERALS TECHNOLOGIES INC COM 603158106 57 1,000 SH   DFND 16 0 1,000 0
MISTRAS GROUP INC COM 60649T107 2,538 102,469 SH   DFND 14 40,109 62,360 0
MITCHAM INDS INC COM 606501104 86 28,200 SH   DFND 10 28,200 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,921 361,100 SH   DFND 14 1,900 359,200 0
MOBILE MINI INC COM 60740F105 3,546 107,384 SH   DFND 14 5,535 101,849 0
MODEL N INC COM 607525102 108 10,000 SH   DFND 14 1,300 8,700 0
MODINE MFG CO COM 607828100 1,573 142,876 SH   DFND 14 2,716 140,160 0
MOHAWK INDS INC COM 608190104 15,444 80,899 SH   DFND 14 18,368 62,531 0
MOHAWK INDS INC COM 608190104 27 140 SH   DFND 16 0 140 0
MOHAWK INDS INC COM 608190104 155 810 SH   DFND 18 0 810 0
MOLINA HEALTHCARE INC COM 60855R100 352 5,464 SH   DFND 10 5,464 0 0
MOLINA HEALTHCARE INC COM 60855R100 15,292 237,124 SH   DFND 14 53,086 184,038 0
MOLINA HEALTHCARE INC COM 60855R100 110 1,700 SH   DFND 16 0 1,700 0
MOLSON COORS BREWING CO CL B 60871R209 21,561 224,178 SH   DFND 14 50,710 173,468 0
MOLSON COORS BREWING CO CL B 60871R209 38 400 SH   DFND 16 0 400 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,359 147,062 SH   DFND 14 6,862 140,200 0
MONARCH CASINO & RESORT INC COM 609027107 778 39,992 SH   DFND 14 1,097 38,895 0
MONDELEZ INTL INC CL A 609207105 78,818 1,964,558 SH   DFND 14 448,079 1,516,479 0
MONDELEZ INTL INC CL A 609207105 129 3,215 SH   DFND 16 0 3,215 0
MONDELEZ INTL INC CL A 609207105 321 8,000 SH   DFND 18 0 8,000 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 184 18,700 SH   DFND 14 9,100 9,600 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 30,917 3,135,610 SH   DFND 3 441,476 2,694,134 0
MONOLITHIC PWR SYS INC COM 609839105 302 4,747 SH   DFND 10 4,747 0 0
MONOLITHIC PWR SYS INC COM 609839105 5,671 89,107 SH   DFND 14 4,802 84,305 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,968 124,070 SH   DFND 14 19,420 104,650 0
MONRO MUFFLER BRAKE INC COM 610236101 309 4,318 SH   DFND 10 4,318 0 0
MONRO MUFFLER BRAKE INC COM 610236101 5,646 78,996 SH   DFND 14 4,012 74,984 0
MONSANTO CO NEW COM 61166W101 328 3,740 SH   DFND 10 3,740 0 0
MONSANTO CO NEW COM 61166W101 47,649 543,073 SH   DFND 14 125,044 418,029 0
MONSANTO CO NEW COM 61166W101 85 969 SH   DFND 16 0 969 0
MONSANTO CO NEW COM 61166W101 965 11,000 SH   DFND 18 0 11,000 0
MONSTER WORLDWIDE INC COM 611742107 854 262,072 SH   DFND 14 10,520 251,552 0
MONSTER BEVERAGE CORP NEW COM 61174X109 24,891 186,614 SH   DFND 14 42,592 144,022 0
MONSTER BEVERAGE CORP NEW COM 61174X109 43 320 SH   DFND 16 0 320 0
MOODYS CORP COM 615369105 20,618 213,527 SH   DFND 14 48,538 164,989 0
MOODYS CORP COM 615369105 34 350 SH   DFND 16 0 350 0
MOOG INC CL A 615394202 4,170 91,288 SH   DFND 14 9,041 82,247 0
MORGAN STANLEY COM NEW 617446448 598 23,920 SH   DFND 10 23,920 0 0
MORGAN STANLEY COM NEW 617446448 106,264 4,248,870 SH   DFND 14 768,708 3,480,162 0
MORGAN STANLEY COM NEW 617446448 2,479 99,106 SH   DFND 16 0 99,106 0
MORNINGSTAR INC COM 617700109 1,054 11,943 SH   DFND 14 388 11,555 0
MOSAIC CO NEW COM 61945C103 23,727 878,790 SH   DFND 14 118,485 760,305 0
MOSAIC CO NEW COM 61945C103 18 650 SH   DFND 16 0 650 0
MOTORCAR PTS AMER INC COM 620071100 1,683 44,300 SH   DFND 14 2,300 42,000 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 15,082 199,239 SH   DFND 14 45,849 153,390 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 25 327 SH   DFND 16 0 327 0
MOVADO GROUP INC COM 624580106 108 3,912 SH   DFND 10 3,912 0 0
MOVADO GROUP INC COM 624580106 3,190 115,870 SH   DFND 14 1,957 113,913 0
MUELLER INDS INC COM 624756102 482 16,377 SH   DFND 10 16,377 0 0
MUELLER INDS INC COM 624756102 11,478 390,158 SH   DFND 14 157,482 232,676 0
MUELLER WTR PRODS INC COM SER A 624758108 169 17,111 SH   DFND 14 8,676 8,435 0
MURPHY OIL CORP COM 626717102 9,384 372,534 SH   DFND 14 53,997 318,537 0
MURPHY OIL CORP COM 626717102 7 285 SH   DFND 16 0 285 0
MURPHY USA INC COM 626755102 591 9,624 SH   DFND 10 9,624 0 0
MURPHY USA INC COM 626755102 34,766 565,768 SH   DFND 14 102,985 462,783 0
MURPHY USA INC COM 626755102 295 4,800 SH   DFND 16 0 4,800 0
MURPHY USA INC COM 626755102 117 1,900 SH   DFND 18 0 1,900 0
MYERS INDS INC COM 628464109 777 60,437 SH   DFND 14 2,614 57,823 0
MYRIAD GENETICS INC COM 62855J104 4,300 114,883 SH   DFND 14 55,673 59,210 0
NBT BANCORP INC COM 628778102 3,679 136,496 SH   DFND 14 5,234 131,262 0
NCI BUILDING SYS INC COM NEW 628852204 2,805 197,529 SH   DFND 14 79,229 118,300 0
NCR CORP NEW COM 62886E108 40,613 1,356,932 SH   DFND 14 215,750 1,141,182 0
NCR CORP NEW COM 62886E108 1,948 65,100 SH   DFND 16 0 65,100 0
NIC INC COM 62914B100 3,051 169,245 SH   DFND 14 7,395 161,850 0
NN INC COM 629337106 856 62,585 SH   DFND 14 1,285 61,300 0
NRG ENERGY INC COM NEW 629377508 64,523 4,959,504 SH   DFND 14 543,233 4,416,271 0
NRG ENERGY INC COM NEW 629377508 541 41,600 SH   DFND 16 0 41,600 0
NRG ENERGY INC COM NEW 629377508 43 3,305 SH   DFND 3 3,305 0 0
NRG YIELD INC CL C 62942X405 739 51,930 SH   DFND 14 3,030 48,900 0
NRG YIELD INC CL C 62942X405 150 10,500 SH   DFND 18 0 10,500 0
NVE CORP COM NEW 629445206 906 16,023 SH   DFND 14 7,723 8,300 0
NVR INC COM 62944T105 476 275 SH   DFND 10 275 0 0
NVR INC COM 62944T105 38,130 22,010 SH   DFND 14 5,562 16,448 0
NVR INC COM 62944T105 163 94 SH   DFND 16 0 94 0
NACCO INDS INC CL A 629579103 798 13,894 SH   DFND 14 11,694 2,200 0
NANOMETRICS INC COM 630077105 912 57,581 SH   DFND 14 2,881 54,700 0
NASDAQ INC COM 631103108 17,454 262,944 SH   DFND 14 119,859 143,085 0
NASDAQ INC COM 631103108 294 4,425 SH   DFND 16 0 4,425 0
NATIONAL BK HLDGS CORP CL A 633707104 420 20,600 SH   DFND 14 1,700 18,900 0
NATIONAL BEVERAGE CORP COM 635017106 753 17,799 SH   DFND 14 13,799 4,000 0
NATIONAL HEALTHCARE CORP COM 635906100 2,329 37,386 SH   DFND 14 15,621 21,765 0
NATIONAL FUEL GAS CO N J COM 636180101 20,814 415,860 SH   DFND 14 98,010 317,850 0
NATIONAL FUEL GAS CO N J COM 636180101 90 1,800 SH   DFND 16 0 1,800 0
NATIONAL GEN HLDGS CORP COM 636220303 2,017 93,410 SH   DFND 14 29,300 64,110 0
NATIONAL HEALTH INVS INC COM 63633D104 268 4,034 SH   DFND 14 2,109 1,925 0
NATIONAL INSTRS CORP COM 636518102 1,829 60,728 SH   DFND 14 8,303 52,425 0
NATIONAL OILWELL VARCO INC COM 637071101 31,337 1,007,607 SH   DFND 14 136,107 871,500 0
NATIONAL OILWELL VARCO INC COM 637071101 1,225 39,395 SH   DFND 16 0 39,395 0
NATIONAL OILWELL VARCO INC COM 637071101 311 10,000 SH   DFND 18 0 10,000 0
NATIONAL PENN BANCSHARES INC COM 637138108 13,868 1,303,390 SH   DFND 14 16,401 1,286,989 0
NATIONAL PRESTO INDS INC COM 637215104 985 11,760 SH   DFND 14 728 11,032 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,984 129,516 SH   DFND 14 11,172 118,344 0
NATIONAL RETAIL PPTYS INC COM 637417106 68,287 1,478,077 SH   DFND 3 206,392 1,271,685 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,658 11,527 SH   DFND 14 2,947 8,580 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 39 170 SH   DFND 16 0 170 0
NAVIGATORS GROUP INC COM 638904102 249 2,965 SH   DFND 10 2,965 0 0
NAVIGATORS GROUP INC COM 638904102 9,807 116,934 SH   DFND 14 3,695 113,239 0
NATUS MEDICAL INC DEL COM 639050103 4,505 117,231 SH   DFND 14 41,249 75,982 0
NAVIGANT CONSULTING INC COM 63935N107 7,068 447,071 SH   DFND 14 5,454 441,617 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 11 11,538 SH   DFND 14 7,538 4,000 0
NAVIENT CORP COM 63938C108 525 43,870 SH   DFND 10 43,870 0 0
NAVIENT CORP COM 63938C108 82,650 6,904,777 SH   DFND 14 677,243 6,227,534 0
NAVIENT CORP COM 63938C108 707 59,100 SH   DFND 16 0 59,100 0
NEENAH PAPER INC COM 640079109 3,826 60,102 SH   DFND 14 21,795 38,307 0
NEKTAR THERAPEUTICS COM 640268108 4,441 322,973 SH   DFND 14 15,773 307,200 0
NELNET INC CL A 64031N108 16,757 425,619 SH   DFND 14 66,604 359,015 0
NELNET INC CL A 64031N108 236 6,000 SH   DFND 16 0 6,000 0
NEOGEN CORP COM 640491106 4,521 89,795 SH   DFND 14 4,622 85,173 0
NEOGENOMICS INC COM NEW 64049M209 127 18,888 SH   DFND 10 18,888 0 0
NEOGENOMICS INC COM NEW 64049M209 28 4,100 SH   DFND 14 3,300 800 0
NETAPP INC COM 64110D104 9,630 352,883 SH   DFND 14 80,440 272,443 0
NETAPP INC COM 64110D104 14 500 SH   DFND 16 0 500 0
NETFLIX INC COM 64110L106 54,003 528,246 SH   DFND 14 121,537 406,709 0
NETFLIX INC COM 64110L106 91 895 SH   DFND 16 0 895 0
NETFLIX INC COM 64110L106 194 1,900 SH   DFND 18 0 1,900 0
NETEASE INC SPONSORED ADR 64110W102 421 2,930 SH   DFND 10 2,930 0 0
NETEASE INC SPONSORED ADR 64110W102 20,410 142,148 SH   DFND 14 3,100 139,048 0
NETEASE INC SPONSORED ADR 64110W102 1,134 7,900 SH   DFND 16 0 7,900 0
NETEASE INC SPONSORED ADR 64110W102 1,019 7,100 SH   DFND 18 0 7,100 0
NETGEAR INC COM 64111Q104 19,985 495,037 SH   DFND 14 148,574 346,463 0
NETGEAR INC COM 64111Q104 141 3,500 SH   DFND 16 0 3,500 0
NETSCOUT SYS INC COM 64115T104 1,389 60,456 SH   DFND 14 11,391 49,065 0
NETSCOUT SYS INC COM 64115T104 141 6,130 SH   DFND 18 0 6,130 0
NETSUITE INC COM 64118Q107 208 3,043 SH   DFND 14 738 2,305 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 162 4,088 SH   DFND 10 4,088 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,488 88,197 SH   DFND 14 84,897 3,300 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 6,838 172,900 SH   DFND 18 0 172,900 0
NEUSTAR INC CL A 64126X201 876 35,608 SH   DFND 14 6,547 29,061 0
NEVRO CORP COM 64157F103 142 2,518 SH   DFND 10 2,518 0 0
NEVRO CORP COM 64157F103 64 1,130 SH   DFND 14 980 150 0
NEW JERSEY RES COM 646025106 11,149 306,044 SH   DFND 14 61,502 244,542 0
NEW JERSEY RES COM 646025106 36 1,000 SH   DFND 16 0 1,000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 30,774 889,666 SH   DFND 14 13,600 876,066 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 2,113 61,100 SH   DFND 16 0 61,100 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 380 11,000 SH   DFND 18 0 11,000 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 400 34,380 SH   DFND 10 34,380 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 7,142 614,078 SH   DFND 14 12,750 601,328 0
NEW YORK CMNTY BANCORP INC COM 649445103 10,215 642,456 SH   DFND 14 56,748 585,708 0
NEW YORK MTG TR INC COM PAR $.02 649604501 861 181,750 SH   DFND 14 5,950 175,800 0
NEW YORK REIT INC COM 64976L109 185 18,300 SH   DFND 14 9,100 9,200 0
NEW YORK REIT INC COM 64976L109 84,300 8,346,486 SH   DFND 3 1,151,686 7,194,800 0
NEW YORK TIMES CO CL A 650111107 964 77,391 SH   DFND 14 15,055 62,336 0
NEWELL RUBBERMAID INC COM 651229106 14,459 326,459 SH   DFND 14 74,484 251,975 0
NEWELL RUBBERMAID INC COM 651229106 25 561 SH   DFND 16 0 561 0
NEWFIELD EXPL CO COM 651290108 7,561 227,411 SH   DFND 14 52,251 175,160 0
NEWFIELD EXPL CO COM 651290108 14 410 SH   DFND 16 0 410 0
NEWMARKET CORP COM 651587107 2,402 6,062 SH   DFND 14 926 5,136 0
NEWMONT MINING CORP COM 651639106 33,395 1,256,405 SH   DFND 14 182,763 1,073,642 0
NEWMONT MINING CORP COM 651639106 27 1,025 SH   DFND 16 0 1,025 0
NEWMONT MINING CORP COM 651639106 319 12,000 SH   DFND 18 0 12,000 0
NEWPARK RES INC COM PAR $.01NEW 651718504 957 221,460 SH   DFND 14 9,559 211,901 0
NEWPORT CORP COM 651824104 126 5,473 SH   DFND 10 5,473 0 0
NEWPORT CORP COM 651824104 2,134 92,773 SH   DFND 14 4,612 88,161 0
NEWS CORP NEW CL A 65249B109 28,224 2,210,154 SH   DFND 14 213,859 1,996,295 0
NEWS CORP NEW CL A 65249B109 185 14,477 SH   DFND 16 0 14,477 0
NEWS CORP NEW CL B 65249B208 3,261 246,100 SH   DFND 14 38,800 207,300 0
NEWS CORP NEW CL B 65249B208 3 200 SH   DFND 16 0 200 0
NEXTERA ENERGY INC COM 65339F101 71,975 608,201 SH   DFND 14 131,069 477,132 0
NEXTERA ENERGY INC COM 65339F101 114 960 SH   DFND 16 0 960 0
NEXTERA ENERGY INC COM 65339F101 1,018 8,600 SH   DFND 18 0 8,600 0
NIKE INC CL B 654106103 194 3,155 SH   DFND 10 3,155 0 0
NIKE INC CL B 654106103 158,604 2,580,192 SH   DFND 14 455,664 2,124,528 0
NIKE INC CL B 654106103 1,223 19,900 SH   DFND 16 0 19,900 0
NIKE INC CL B 654106103 393 6,400 SH   DFND 18 0 6,400 0
NISOURCE INC COM 65473P105 16,825 714,151 SH   DFND 14 103,332 610,819 0
NISOURCE INC COM 65473P105 15 650 SH   DFND 16 0 650 0
NISOURCE INC COM 65473P105 558 23,700 SH   DFND 18 0 23,700 0
NOBLE ENERGY INC COM 655044105 22,246 708,243 SH   DFND 14 132,313 575,930 0
NOBLE ENERGY INC COM 655044105 28 900 SH   DFND 16 0 900 0
NOBLE ENERGY INC COM 655044105 430 13,700 SH   DFND 18 0 13,700 0
NORDSON CORP COM 655663102 4,056 53,341 SH   DFND 14 4,592 48,749 0
NORDSON CORP COM 655663102 196 2,580 SH   DFND 18 0 2,580 0
NORDSTROM INC COM 655664100 9,226 161,268 SH   DFND 14 36,558 124,710 0
NORDSTROM INC COM 655664100 16 280 SH   DFND 16 0 280 0
NORFOLK SOUTHERN CORP COM 655844108 30,973 372,054 SH   DFND 14 85,013 287,041 0
NORFOLK SOUTHERN CORP COM 655844108 50 600 SH   DFND 16 0 600 0
NORFOLK SOUTHERN CORP COM 655844108 275 3,300 SH   DFND 18 0 3,300 0
NORTHERN OIL & GAS INC NEV COM 665531109 493 123,559 SH   DFND 14 6,309 117,250 0
NORTHERN TR CORP COM 665859104 17,728 272,030 SH   DFND 14 61,880 210,150 0
NORTHERN TR CORP COM 665859104 27 410 SH   DFND 16 0 410 0
NORTHFIELD BANCORP INC DEL COM 66611T108 155 9,436 SH   DFND 10 9,436 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,532 93,199 SH   DFND 14 5,099 88,100 0
NORTHROP GRUMMAN CORP COM 666807102 1,348 6,810 SH   DFND 10 6,810 0 0
NORTHROP GRUMMAN CORP COM 666807102 61,787 312,212 SH   DFND 14 128,167 184,045 0
NORTHROP GRUMMAN CORP COM 666807102 74 376 SH   DFND 16 0 376 0
NORTHSTAR RLTY FIN CORP COM 66704R803 211 16,079 SH   DFND 14 2,429 13,650 0
NORTHSTAR RLTY FIN CORP COM 66704R803 1,190 90,670 SH   DFND 3 0 90,670 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 141 12,459 SH   DFND 14 2,959 9,500 0
NORTHWEST BANCSHARES INC MD COM 667340103 3,288 243,368 SH   DFND 14 12,093 231,275 0
NORTHWEST NAT GAS CO COM 667655104 3,572 66,329 SH   DFND 14 3,505 62,824 0
NORTHWESTERN CORP COM NEW 668074305 570 9,228 SH   DFND 10 9,228 0 0
NORTHWESTERN CORP COM NEW 668074305 7,158 115,911 SH   DFND 14 5,851 110,060 0
NOVAVAX INC COM 670002104 136 26,353 SH   DFND 14 14,453 11,900 0
NOW INC COM 67011P100 1,114 62,843 SH   DFND 14 8,197 54,646 0
NU SKIN ENTERPRISES INC CL A 67018T105 127 3,328 SH   DFND 10 3,328 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 140 3,652 SH   DFND 14 1,077 2,575 0
NUANCE COMMUNICATIONS INC COM 67020Y100 729 38,990 SH   DFND 10 38,990 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 24,730 1,323,180 SH   DFND 14 235,945 1,087,235 0
NUANCE COMMUNICATIONS INC COM 67020Y100 293 15,700 SH   DFND 16 0 15,700 0
NUCOR CORP COM 670346105 23,497 496,756 SH   DFND 14 89,290 407,466 0
NUCOR CORP COM 670346105 30 625 SH   DFND 16 0 625 0
NUCOR CORP COM 670346105 473 10,000 SH   DFND 18 0 10,000 0
NVIDIA CORP COM 67066G104 25,293 709,882 SH   DFND 14 143,841 566,041 0
NVIDIA CORP COM 67066G104 37 1,026 SH   DFND 16 0 1,026 0
NUTRI SYS INC NEW COM 67069D108 6,776 324,667 SH   DFND 14 22,759 301,908 0
NUVASIVE INC COM 670704105 122 2,516 SH   DFND 10 2,516 0 0
NUVASIVE INC COM 670704105 5,899 121,247 SH   DFND 14 6,032 115,215 0
NUVASIVE INC COM 670704105 343 7,050 SH   DFND 18 0 7,050 0
NXSTAGE MEDICAL INC COM 67072V103 1,161 77,430 SH   DFND 14 3,436 73,994 0
NXSTAGE MEDICAL INC COM 67072V103 3,705 247,156 SH   DFND 18 0 247,156 0
OGE ENERGY CORP COM 670837103 26,270 917,576 SH   DFND 14 237,550 680,026 0
OGE ENERGY CORP COM 670837103 169 5,900 SH   DFND 16 0 5,900 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 37,279 136,223 SH   DFND 14 28,413 107,810 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 55 200 SH   DFND 16 0 200 0
OFG BANCORP COM 67103X102 1,935 276,764 SH   DFND 14 51,114 225,650 0
OSI SYSTEMS INC COM 671044105 2,931 44,759 SH   DFND 14 2,444 42,315 0
OSI SYSTEMS INC COM 671044105 187 2,850 SH   DFND 18 0 2,850 0
OAKTREE CAP GROUP LLC UNIT CL A 674001201 291 5,900 SH   DFND 14 0 5,900 0
OASIS PETE INC NEW COM 674215108 8,825 1,212,183 SH   DFND 14 9,483 1,202,700 0
OCCIDENTAL PETE CORP DEL COM 674599105 82,461 1,205,048 SH   DFND 14 232,994 972,054 0
OCCIDENTAL PETE CORP DEL COM 674599105 2,570 37,560 SH   DFND 16 0 37,560 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,711 25,000 SH   DFND 18 0 25,000 0
OCEANEERING INTL INC COM 675232102 3,398 102,236 SH   DFND 14 10,772 91,464 0
OCEANFIRST FINL CORP COM 675234108 1,358 76,806 SH   DFND 14 751 76,055 0
OCWEN FINL CORP COM NEW 675746309 30 11,951 SH   DFND 14 6,061 5,890 0
OFFICE DEPOT INC COM 676220106 3,015 424,680 SH   DFND 14 167,863 256,817 0
OIL STS INTL INC COM 678026105 2,681 85,064 SH   DFND 14 6,314 78,750 0
OLD DOMINION FGHT LINES INC COM 679580100 298 4,281 SH   DFND 10 4,281 0 0
OLD DOMINION FGHT LINES INC COM 679580100 2,919 41,922 SH   DFND 14 5,845 36,077 0
OLD NATL BANCORP IND COM 680033107 15,830 1,298,602 SH   DFND 14 13,375 1,285,227 0
OLD REP INTL CORP COM 680223104 37,278 2,039,271 SH   DFND 14 445,217 1,594,054 0
OLD REP INTL CORP COM 680223104 660 36,100 SH   DFND 16 0 36,100 0
OLIN CORP COM PAR $1 680665205 12,419 714,982 SH   DFND 14 19,689 695,293 0
OLYMPIC STEEL INC COM 68162K106 40 2,323 SH   DFND 10 2,323 0 0
OLYMPIC STEEL INC COM 68162K106 883 51,000 SH   DFND 14 900 50,100 0
OMNICOM GROUP INC COM 681919106 27,705 332,878 SH   DFND 14 68,690 264,188 0
OMNICOM GROUP INC COM 681919106 43 520 SH   DFND 16 0 520 0
OMEGA HEALTHCARE INVS INC COM 681936100 12,698 359,707 SH   DFND 14 31,312 328,395 0
OMEGA HEALTHCARE INVS INC COM 681936100 71 2,000 SH   DFND 16 0 2,000 0
OMNICELL INC COM 68213N109 2,418 86,745 SH   DFND 14 4,421 82,324 0
ON ASSIGNMENT INC COM 682159108 14,361 388,977 SH   DFND 14 103,723 285,254 0
ON SEMICONDUCTOR CORP COM 682189105 13,410 1,398,294 SH   DFND 14 264,119 1,134,175 0
ON SEMICONDUCTOR CORP COM 682189105 272 28,400 SH   DFND 16 0 28,400 0
ONE GAS INC COM 68235P108 2,044 33,452 SH   DFND 14 6,347 27,105 0
1 800 FLOWERS COM CL A 68243Q106 2,379 301,855 SH   DFND 14 118,155 183,700 0
ONEOK INC NEW COM 682680103 20,905 700,104 SH   DFND 14 73,500 626,604 0
ONEOK INC NEW COM 682680103 113 3,770 SH   DFND 16 0 3,770 0
ONEMAIN HLDGS INC COM 68268W103 3,857 140,630 SH   DFND 14 830 139,800 0
OPKO HEALTH INC COM 68375N103 220 21,211 SH   DFND 14 3,959 17,252 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 452 28,649 SH   DFND 14 549 28,100 0
ORACLE CORP COM 68389X105 219 5,360 SH   DFND 10 5,360 0 0
ORACLE CORP COM 68389X105 321,379 7,855,768 SH   DFND 14 1,619,261 6,236,507 0
ORACLE CORP COM 68389X105 1,749 42,749 SH   DFND 16 0 42,749 0
OPUS BK IRVINE CALIF COM 684000102 354 10,400 SH   DFND 14 600 9,800 0
OPUS BK IRVINE CALIF COM 684000102 163 4,800 SH   DFND 18 0 4,800 0
ORBCOMM INC COM 68555P100 600 59,200 SH   DFND 10 59,200 0 0
ORBCOMM INC COM 68555P100 55 5,406 SH   DFND 14 2,906 2,500 0
ORBITAL ATK INC COM 68557N103 22,114 254,356 SH   DFND 14 107,136 147,220 0
ORBITAL ATK INC COM 68557N103 143 1,650 SH   DFND 16 0 1,650 0
ORION ENERGY SYSTEMS INC COM 686275108 116 83,500 SH   DFND 10 83,500 0 0
ORION MARINE GROUP INC COM 68628V308 333 64,308 SH   DFND 14 3,408 60,900 0
ORITANI FINL CORP DEL COM 68633D103 226 13,323 SH   DFND 10 13,323 0 0
ORITANI FINL CORP DEL COM 68633D103 6,480 381,842 SH   DFND 14 4,626 377,216 0
ORMAT TECHNOLOGIES INC COM 686688102 4,526 109,757 SH   DFND 14 52,557 57,200 0
OSHKOSH CORP COM 688239201 413 10,099 SH   DFND 10 10,099 0 0
OSHKOSH CORP COM 688239201 12,871 314,923 SH   DFND 14 20,255 294,668 0
OSHKOSH CORP COM 688239201 1,447 35,400 SH   DFND 16 0 35,400 0
OUTERWALL INC COM 690070107 1,481 40,030 SH   DFND 14 2,150 37,880 0
OUTFRONT MEDIA INC COM 69007J106 949 44,986 SH   DFND 14 2,186 42,800 0
OVERSTOCK COM INC DEL COM 690370101 137 9,503 SH   DFND 10 9,503 0 0
OVERSTOCK COM INC DEL COM 690370101 21 1,434 SH   DFND 14 734 700 0
OWENS & MINOR INC NEW COM 690732102 503 12,441 SH   DFND 10 12,441 0 0
OWENS & MINOR INC NEW COM 690732102 1,613 39,905 SH   DFND 14 7,827 32,078 0
OWENS & MINOR INC NEW COM 690732102 325 8,040 SH   DFND 18 0 8,040 0
OWENS CORNING NEW COM 690742101 13,837 292,658 SH   DFND 14 18,058 274,600 0
OWENS CORNING NEW COM 690742101 279 5,900 SH   DFND 16 0 5,900 0
OWENS ILL INC COM NEW 690768403 35,902 2,249,484 SH   DFND 14 383,964 1,865,520 0
OWENS ILL INC COM NEW 690768403 1,468 91,975 SH   DFND 16 0 91,975 0
OXFORD INDS INC COM 691497309 13,561 201,711 SH   DFND 14 59,739 141,972 0
OXFORD INDS INC COM 691497309 141 2,100 SH   DFND 16 0 2,100 0
PBF ENERGY INC CL A 69318G106 373 11,230 SH   DFND 10 11,230 0 0
PBF ENERGY INC CL A 69318G106 7,959 239,730 SH   DFND 14 12,130 227,600 0
P C CONNECTION COM 69318J100 2,651 102,694 SH   DFND 14 32,194 70,500 0
PC-TEL INC COM 69325Q105 220 46,000 SH   DFND 10 46,000 0 0
PC-TEL INC COM 69325Q105 7 1,400 SH   DFND 14 0 1,400 0
PDC ENERGY INC COM 69327R101 6,483 109,046 SH   DFND 14 5,532 103,514 0
PDF SOLUTIONS INC COM 693282105 165 12,329 SH   DFND 14 1,329 11,000 0
PDL BIOPHARMA INC COM 69329Y104 2,426 728,564 SH   DFND 14 265,164 463,400 0
PG&E CORP COM 69331C108 1,061 17,770 SH   DFND 10 17,770 0 0
PG&E CORP COM 69331C108 37,861 633,976 SH   DFND 14 139,531 494,445 0
PG&E CORP COM 69331C108 62 1,040 SH   DFND 16 0 1,040 0
PG&E CORP COM 69331C108 1,027 17,200 SH   DFND 18 0 17,200 0
PHI INC COM NON VTG 69336T205 1,298 68,725 SH   DFND 14 710 68,015 0
PGT INC COM 69336V101 1,214 123,400 SH   DFND 14 5,200 118,200 0
PNC FINL SVCS GROUP INC COM 693475105 185,722 2,196,070 SH   DFND 14 373,449 1,822,621 0
PNC FINL SVCS GROUP INC COM 693475105 4,065 48,065 SH   DFND 16 0 48,065 0
PNM RES INC COM 69349H107 2,350 69,695 SH   DFND 14 28,611 41,084 0
PPG INDS INC COM 693506107 52,458 470,514 SH   DFND 14 207,104 263,410 0
PPG INDS INC COM 693506107 61 550 SH   DFND 16 0 550 0
PPG INDS INC COM 693506107 1,003 9,000 SH   DFND 18 0 9,000 0
PPL CORP COM 69351T106 1,619 42,530 SH   DFND 10 42,530 0 0
PPL CORP COM 69351T106 195,034 5,123,049 SH   DFND 14 733,205 4,389,844 0
PPL CORP COM 69351T106 3,638 95,550 SH   DFND 16 0 95,550 0
PRA HEALTH SCIENCES INC COM 69354M108 142 3,330 SH   DFND 10 3,330 0 0
PRA HEALTH SCIENCES INC COM 69354M108 94 2,200 SH   DFND 14 1,200 1,000 0
PRA GROUP INC COM 69354N106 3,274 111,389 SH   DFND 14 5,737 105,652 0
PS BUSINESS PKS INC CALIF COM 69360J107 636 6,323 SH   DFND 10 6,323 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,728 47,039 SH   DFND 14 2,482 44,557 0
PVH CORP COM 693656100 567 5,720 SH   DFND 10 5,720 0 0
PVH CORP COM 693656100 34,455 347,819 SH   DFND 14 48,063 299,756 0
PVH CORP COM 693656100 1,800 18,170 SH   DFND 16 0 18,170 0
PTC THERAPEUTICS INC COM 69366J200 11 1,650 SH   DFND 14 1,150 500 0
PTC THERAPEUTICS INC COM 69366J200 690 107,200 SH   DFND 18 0 107,200 0
PTC INC COM 69370C100 11,898 358,813 SH   DFND 14 15,873 342,940 0
PTC INC COM 69370C100 119 3,600 SH   DFND 16 0 3,600 0
PTC INC COM 69370C100 249 7,510 SH   DFND 18 0 7,510 0
PACCAR INC COM 693718108 31,262 571,614 SH   DFND 14 107,547 464,067 0
PACCAR INC COM 693718108 39 720 SH   DFND 16 0 720 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 56 6,642 SH   DFND 14 3,842 2,800 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 196 23,020 SH   DFND 18 0 23,020 0
PACIFIC CONTINENTAL CORP COM 69412V108 987 61,192 SH   DFND 14 1,142 60,050 0
PACIRA PHARMACEUTICALS INC COM 695127100 513 9,681 SH   DFND 10 9,681 0 0
PACIRA PHARMACEUTICALS INC COM 695127100 196 3,695 SH   DFND 14 2,095 1,600 0
PACKAGING CORP AMER COM 695156109 55,798 923,815 SH   DFND 14 154,312 769,503 0
PACKAGING CORP AMER COM 695156109 169 2,800 SH   DFND 16 0 2,800 0
PACWEST BANCORP DEL COM 695263103 12,835 345,494 SH   DFND 14 93,208 252,286 0
PACWEST BANCORP DEL COM 695263103 67 1,800 SH   DFND 16 0 1,800 0
PALO ALTO NETWORKS INC COM 697435105 284 1,740 SH   DFND 14 1,300 440 0
PANERA BREAD CO CL A 69840W108 5,228 25,526 SH   DFND 14 11,028 14,498 0
PANERA BREAD CO CL A 69840W108 98 480 SH   DFND 16 0 480 0
PANHANDLE OIL AND GAS INC CL A 698477106 239 13,790 SH   DFND 14 890 12,900 0
PAPA JOHNS INTL INC COM 698813102 675 12,462 SH   DFND 10 12,462 0 0
PAPA JOHNS INTL INC COM 698813102 7,647 141,122 SH   DFND 14 77,164 63,958 0
PARAMOUNT GROUP INC COM 69924R108 183 11,500 SH   DFND 14 2,500 9,000 0
PAREXEL INTL CORP COM 699462107 10 164 SH   DFND 10 164 0 0
PAREXEL INTL CORP COM 699462107 13,884 221,329 SH   DFND 14 60,009 161,320 0
PAREXEL INTL CORP COM 699462107 88 1,400 SH   DFND 16 0 1,400 0
PARK ELECTROCHEMICAL CORP COM 700416209 338 21,107 SH   DFND 10 21,107 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 774 48,317 SH   DFND 14 2,405 45,912 0
PARKER DRILLING CO COM 701081101 21 10,117 SH   DFND 14 6,417 3,700 0
PARKER HANNIFIN CORP COM 701094104 272 2,450 SH   DFND 10 2,450 0 0
PARKER HANNIFIN CORP COM 701094104 18,830 169,513 SH   DFND 14 39,064 130,449 0
PARKER HANNIFIN CORP COM 701094104 31 282 SH   DFND 16 0 282 0
PARKWAY PPTYS INC COM 70159Q104 813 51,938 SH   DFND 10 51,938 0 0
PARKWAY PPTYS INC COM 70159Q104 6,528 416,861 SH   DFND 14 141,875 274,986 0
PARKWAY PPTYS INC COM 70159Q104 26,213 1,673,873 SH   DFND 3 217,110 1,456,763 0
PATRICK INDS INC COM 703343103 458 10,093 SH   DFND 10 10,093 0 0
PATRICK INDS INC COM 703343103 4,522 99,630 SH   DFND 14 35,950 63,680 0
PATTERSON COMPANIES INC COM 703395103 4,810 103,372 SH   DFND 14 23,470 79,902 0
PATTERSON COMPANIES INC COM 703395103 8 175 SH   DFND 16 0 175 0
PATTERSON UTI ENERGY INC COM 703481101 1,545 87,709 SH   DFND 14 11,835 75,874 0
PAYCHEX INC COM 704326107 21,601 399,937 SH   DFND 14 90,594 309,343 0
PAYCHEX INC COM 704326107 36 675 SH   DFND 16 0 675 0
PAYPAL HLDGS INC COM 70450Y103 551 14,285 SH   DFND 10 14,285 0 0
PAYPAL HLDGS INC COM 70450Y103 52,951 1,371,784 SH   DFND 14 316,446 1,055,338 0
PAYPAL HLDGS INC COM 70450Y103 90 2,325 SH   DFND 16 0 2,325 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 715 42,279 SH   DFND 14 900 41,379 0
PEBBLEBROOK HOTEL TR COM 70509V100 553 19,038 SH   DFND 14 4,188 14,850 0
PEGASYSTEMS INC COM 705573103 6,107 240,630 SH   DFND 14 67,530 173,100 0
PENDRELL CORP COM 70686R104 266 502,300 SH   DFND 10 502,300 0 0
PENDRELL CORP COM 70686R104 5 9,660 SH   DFND 14 8,960 700 0
PENN NATL GAMING INC COM 707569109 1,468 87,954 SH   DFND 14 4,539 83,415 0
PENNEY J C INC COM 708160106 2,013 182,022 SH   DFND 14 24,387 157,635 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,633 166,276 SH   DFND 14 8,091 158,185 0
PENNYMAC MTG INVT TR COM 70931T103 7,250 531,553 SH   DFND 14 126,910 404,643 0
PENNYMAC FINL SVCS INC CL A 70932B101 690 58,695 SH   DFND 14 800 57,895 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 5,510 145,391 SH   DFND 14 10,191 135,200 0
PEOPLES UNITED FINANCIAL INC COM 712704105 8,859 556,133 SH   DFND 14 84,560 471,573 0
PEOPLES UNITED FINANCIAL INC COM 712704105 8 500 SH   DFND 16 0 500 0
PEPSICO INC COM 713448108 444 4,330 SH   DFND 10 4,330 0 0
PEPSICO INC COM 713448108 411,980 4,020,104 SH   DFND 14 727,755 3,292,349 0
PEPSICO INC COM 713448108 2,718 26,519 SH   DFND 16 0 26,519 0
PEPSICO INC COM 713448108 584 5,700 SH   DFND 18 0 5,700 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 5 11,200 SH   DFND 14 3,200 8,000 0
PERFICIENT INC COM 71375U101 1,965 90,448 SH   DFND 14 4,080 86,368 0
PERKINELMER INC COM 714046109 6,784 137,168 SH   DFND 14 31,048 106,120 0
PERKINELMER INC COM 714046109 10 200 SH   DFND 16 0 200 0
PETMED EXPRESS INC COM 716382106 868 48,464 SH   DFND 14 2,381 46,083 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 607 103,900 SH   DFND 18 0 103,900 0
PFENEX INC COM 717071104 9 900 SH   DFND 14 900 0 0
PFENEX INC COM 717071104 238 24,220 SH   DFND 18 0 24,220 0
PFIZER INC COM 717081103 1,285 43,360 SH   DFND 10 43,360 0 0
PFIZER INC COM 717081103 365,537 12,332,561 SH   DFND 14 2,391,117 9,941,444 0
PFIZER INC COM 717081103 5,347 180,383 SH   DFND 16 0 180,383 0
PHARMERICA CORP COM 71714F104 519 23,460 SH   DFND 10 23,460 0 0
PHARMERICA CORP COM 71714F104 5,253 237,579 SH   DFND 14 63,486 174,093 0
PHARMERICA CORP COM 71714F104 91 4,100 SH   DFND 16 0 4,100 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,520 56,200 SH   DFND 14 2,200 54,000 0
PHILIP MORRIS INTL INC COM 718172109 171,525 1,748,297 SH   DFND 14 440,754 1,307,543 0
PHILIP MORRIS INTL INC COM 718172109 314 3,205 SH   DFND 16 0 3,205 0
PHILIP MORRIS INTL INC COM 718172109 569 5,800 SH   DFND 18 0 5,800 0
PHILLIPS 66 COM 718546104 1,194 13,790 SH   DFND 10 13,790 0 0
PHILLIPS 66 COM 718546104 194,883 2,250,645 SH   DFND 14 261,146 1,989,499 0
PHILLIPS 66 COM 718546104 4,087 47,196 SH   DFND 16 0 47,196 0
PHILLIPS 66 COM 718546104 1,377 15,900 SH   DFND 18 0 15,900 0
PHOTRONICS INC COM 719405102 202 19,437 SH   DFND 10 19,437 0 0
PHOTRONICS INC COM 719405102 2,000 192,111 SH   DFND 14 3,311 188,800 0
PHYSICIANS RLTY TR COM 71943U104 123 6,645 SH   DFND 10 6,645 0 0
PHYSICIANS RLTY TR COM 71943U104 169 9,120 SH   DFND 14 5,620 3,500 0
PHYSICIANS RLTY TR COM 71943U104 47,041 2,531,799 SH   DFND 3 360,167 2,171,632 0
PIEDMONT NAT GAS INC COM 720186105 12,793 213,817 SH   DFND 14 9,753 204,064 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 395 19,439 SH   DFND 10 19,439 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,779 924,617 SH   DFND 14 57,317 867,300 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,481 72,900 SH   DFND 16 0 72,900 0
PILGRIMS PRIDE CORP NEW COM 72147K108 445 17,530 SH   DFND 10 17,530 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 128 5,045 SH   DFND 14 1,045 4,000 0
PINNACLE ENTMT INC COM 723456109 7,321 208,565 SH   DFND 14 40,423 168,142 0
PINNACLE FINL PARTNERS INC COM 72346Q104 4,175 85,104 SH   DFND 14 4,233 80,871 0
PINNACLE WEST CAP CORP COM 723484101 10,786 143,680 SH   DFND 14 31,683 111,997 0
PINNACLE WEST CAP CORP COM 723484101 17 225 SH   DFND 16 0 225 0
PINNACLE FOODS INC DEL COM 72348P104 169 3,790 SH   DFND 14 1,990 1,800 0
PINNACLE FOODS INC DEL COM 72348P104 189 4,230 SH   DFND 18 0 4,230 0
PIONEER ENERGY SVCS CORP COM 723664108 88 39,777 SH   DFND 10 39,777 0 0
PIONEER ENERGY SVCS CORP COM 723664108 327 148,674 SH   DFND 14 7,203 141,471 0
PIONEER NAT RES CO COM 723787107 386 2,740 SH   DFND 10 2,740 0 0
PIONEER NAT RES CO COM 723787107 28,000 198,950 SH   DFND 14 45,598 153,352 0
PIONEER NAT RES CO COM 723787107 49 345 SH   DFND 16 0 345 0
PIONEER NAT RES CO COM 723787107 760 5,400 SH   DFND 18 0 5,400 0
PIPER JAFFRAY COS COM 724078100 205 4,142 SH   DFND 10 4,142 0 0
PIPER JAFFRAY COS COM 724078100 30,328 611,937 SH   DFND 14 121,919 490,018 0
PIPER JAFFRAY COS COM 724078100 223 4,500 SH   DFND 16 0 4,500 0
PITNEY BOWES INC COM 724479100 675 31,351 SH   DFND 10 31,351 0 0
PITNEY BOWES INC COM 724479100 12,947 601,046 SH   DFND 14 71,758 529,288 0
PITNEY BOWES INC COM 724479100 1,082 50,250 SH   DFND 16 0 50,250 0
PITNEY BOWES INC COM 724479100 130 6,030 SH   DFND 18 0 6,030 0
PLANTRONICS INC NEW COM 727493108 398 10,158 SH   DFND 10 10,158 0 0
PLANTRONICS INC NEW COM 727493108 12,558 320,447 SH   DFND 14 101,097 219,350 0
PLANTRONICS INC NEW COM 727493108 263 6,700 SH   DFND 16 0 6,700 0
PLATFORM SPECIALTY PRODS COR COM 72766Q105 2,018 234,700 SH   DFND 14 15,500 219,200 0
PLEXUS CORP COM 729132100 198 5,016 SH   DFND 10 5,016 0 0
PLEXUS CORP COM 729132100 3,170 80,225 SH   DFND 14 4,094 76,131 0
PLUG POWER INC COM NEW 72919P202 28 13,800 SH   DFND 14 9,800 4,000 0
POLARIS INDS INC COM 731068102 5,290 53,719 SH   DFND 14 5,268 48,451 0
POLYCOM INC COM 73172K104 16,059 1,440,274 SH   DFND 14 472,100 968,174 0
POLYCOM INC COM 73172K104 86 7,700 SH   DFND 16 0 7,700 0
POLYONE CORP COM 73179P106 176 5,806 SH   DFND 10 5,806 0 0
POLYONE CORP COM 73179P106 12,845 424,613 SH   DFND 14 143,028 281,585 0
POLYONE CORP COM 73179P106 51 1,700 SH   DFND 16 0 1,700 0
POOL CORPORATION COM 73278L105 13,185 150,272 SH   DFND 14 24,691 125,581 0
POOL CORPORATION COM 73278L105 26 300 SH   DFND 16 0 300 0
POPEYES LA KITCHEN INC COM 732872106 211 4,048 SH   DFND 10 4,048 0 0
POPEYES LA KITCHEN INC COM 732872106 3,030 58,195 SH   DFND 14 2,825 55,370 0
PORTLAND GEN ELEC CO COM NEW 736508847 2,668 67,559 SH   DFND 14 5,169 62,390 0
PORTOLA PHARMACEUTICALS INC COM 737010108 68 3,342 SH   DFND 10 3,342 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 92 4,500 SH   DFND 14 2,800 1,700 0
PORTOLA PHARMACEUTICALS INC COM 737010108 2,605 127,700 SH   DFND 18 0 127,700 0
POST HLDGS INC COM 737446104 304 4,417 SH   DFND 10 4,417 0 0
POST HLDGS INC COM 737446104 2,761 40,148 SH   DFND 14 7,765 32,383 0
POST PPTYS INC COM 737464107 193 3,233 SH   DFND 10 3,233 0 0
POST PPTYS INC COM 737464107 8,755 146,554 SH   DFND 14 40,950 105,604 0
POST PPTYS INC COM 737464107 42 700 SH   DFND 16 0 700 0
POTLATCH CORP NEW COM 737630103 807 25,622 SH   DFND 14 4,840 20,782 0
POWELL INDS INC COM 739128106 853 28,617 SH   DFND 14 1,155 27,462 0
POWER INTEGRATIONS INC COM 739276103 3,445 69,369 SH   DFND 14 3,549 65,820 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 5,315 276,700 SH   DFND 14 0 276,700 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 3,325 173,100 SH   DFND 16 0 173,100 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 17,382 1,165,023 SH   DFND 14 0 1,165,023 0
PRAXAIR INC COM 74005P104 41,920 366,277 SH   DFND 14 81,129 285,148 0
PRAXAIR INC COM 74005P104 68 590 SH   DFND 16 0 590 0
PRAXAIR INC COM 74005P104 786 6,868 SH   DFND 18 0 6,868 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 2,641 87,305 SH   DFND 14 800 86,505 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 19,836 371,535 SH   DFND 14 103,130 268,405 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 374 7,000 SH   DFND 16 0 7,000 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 277 5,180 SH   DFND 18 0 5,180 0
PRICE T ROWE GROUP INC COM 74144T108 24,514 333,710 SH   DFND 14 71,514 262,196 0
PRICE T ROWE GROUP INC COM 74144T108 37 497 SH   DFND 16 0 497 0
PRICELINE GRP INC COM NEW 741503403 696 540 SH   DFND 10 540 0 0
PRICELINE GRP INC COM NEW 741503403 90,040 69,855 SH   DFND 14 17,650 52,205 0
PRICELINE GRP INC COM NEW 741503403 347 269 SH   DFND 16 0 269 0
PRICELINE GRP INC COM NEW 741503403 258 200 SH   DFND 18 0 200 0
PRICESMART INC COM 741511109 285 3,374 SH   DFND 14 1,239 2,135 0
PRIMERICA INC COM 74164M108 1,351 30,343 SH   DFND 14 6,043 24,300 0
PRINCIPAL FINL GROUP INC COM 74251V102 32,863 833,021 SH   DFND 14 101,799 731,222 0
PRINCIPAL FINL GROUP INC COM 74251V102 1,407 35,675 SH   DFND 16 0 35,675 0
PROASSURANCE CORP COM 74267C106 6,474 127,950 SH   DFND 14 4,576 123,374 0
PROCTER & GAMBLE CO COM 742718109 540,520 6,566,882 SH   DFND 14 1,022,107 5,544,775 0
PROCTER & GAMBLE CO COM 742718109 7,188 87,332 SH   DFND 16 0 87,332 0
PROCTER & GAMBLE CO COM 742718109 914 11,100 SH   DFND 18 0 11,100 0
PRIVATEBANCORP INC COM 742962103 2,487 64,437 SH   DFND 14 22,699 41,738 0
PROGRESS SOFTWARE CORP COM 743312100 6,772 280,753 SH   DFND 14 19,047 261,706 0
PROGRESSIVE CORP OHIO COM 743315103 28,188 802,156 SH   DFND 14 164,926 637,230 0
PROGRESSIVE CORP OHIO COM 743315103 41 1,175 SH   DFND 16 0 1,175 0
PROLOGIS INC COM 74340W103 131,710 2,981,209 SH   DFND 14 360,563 2,620,646 0
PROLOGIS INC COM 74340W103 1,068 24,168 SH   DFND 16 0 24,168 0
PROOFPOINT INC COM 743424103 232 4,314 SH   DFND 10 4,314 0 0
PROOFPOINT INC COM 743424103 143 2,650 SH   DFND 14 2,250 400 0
PROSPECT CAPITAL CORPORATION COM 74348T102 135 18,600 SH   DFND 14 0 18,600 0
PROSPERITY BANCSHARES INC COM 743606105 18,406 396,776 SH   DFND 14 46,521 350,255 0
PROSPERITY BANCSHARES INC COM 743606105 42 900 SH   DFND 16 0 900 0
PROTO LABS INC COM 743713109 4,308 55,880 SH   DFND 14 2,880 53,000 0
PROVIDENCE SVC CORP COM 743815102 2,085 40,817 SH   DFND 14 12,017 28,800 0
PROVIDENT FINL SVCS INC COM 74386T105 10,679 528,905 SH   DFND 14 20,100 508,805 0
PRUDENTIAL FINL INC COM 744320102 42,913 594,193 SH   DFND 14 165,673 428,520 0
PRUDENTIAL FINL INC COM 744320102 1,465 20,280 SH   DFND 16 0 20,280 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 110,685 2,348,011 SH   DFND 14 301,807 2,046,204 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 2,746 58,250 SH   DFND 16 0 58,250 0
PUBLIC STORAGE COM 74460D109 207 750 SH   DFND 10 750 0 0
PUBLIC STORAGE COM 74460D109 51,506 186,732 SH   DFND 14 42,193 144,539 0
PUBLIC STORAGE COM 74460D109 87 315 SH   DFND 16 0 315 0
PUBLIC STORAGE COM 74460D109 89,986 326,236 SH   DFND 3 38,371 287,865 0
PULTE GROUP INC COM 745867101 790 42,200 SH   DFND 10 42,200 0 0
PULTE GROUP INC COM 745867101 18,394 983,118 SH   DFND 14 120,312 862,806 0
PULTE GROUP INC COM 745867101 1,451 77,533 SH   DFND 16 0 77,533 0
QLOGIC CORP COM 747277101 2,804 208,618 SH   DFND 14 9,763 198,855 0
QCR HOLDINGS INC COM 74727A104 267 11,200 SH   DFND 14 700 10,500 0
QUAD / GRAPHICS INC COM CL A 747301109 3,744 289,306 SH   DFND 14 1,535 287,771 0
QUAKER CHEM CORP COM 747316107 2,973 35,032 SH   DFND 14 4,745 30,287 0
QLIK TECHNOLOGIES INC COM 74733T105 247 8,552 SH   DFND 14 5,052 3,500 0
QEP RES INC COM 74733V100 1,608 113,947 SH   DFND 14 15,185 98,762 0
QTS RLTY TR INC COM CL A 74736A103 201 4,240 SH   DFND 14 1,540 2,700 0
QORVO INC COM 74736K101 12,504 248,053 SH   DFND 14 41,997 206,056 0
QORVO INC COM 74736K101 15 300 SH   DFND 16 0 300 0
QORVO INC COM 74736K101 78 1,550 SH   DFND 18 0 1,550 0
QUALCOMM INC COM 747525103 191,741 3,749,340 SH   DFND 14 658,811 3,090,529 0
QUALCOMM INC COM 747525103 1,905 37,250 SH   DFND 16 0 37,250 0
QUALITY SYS INC COM 747582104 453 29,707 SH   DFND 10 29,707 0 0
QUALITY SYS INC COM 747582104 8,790 576,800 SH   DFND 14 165,430 411,370 0
QUALYS INC COM 74758T303 1,455 57,500 SH   DFND 14 2,900 54,600 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,407 81,046 SH   DFND 14 3,827 77,219 0
QUANTA SVCS INC COM 74762E102 18,234 808,264 SH   DFND 14 62,732 745,532 0
QUANTA SVCS INC COM 74762E102 6 250 SH   DFND 16 0 250 0
QUANTUM CORP COM DSSG 747906204 8 13,564 SH   DFND 14 11,564 2,000 0
QUEST DIAGNOSTICS INC COM 74834L100 14,389 201,391 SH   DFND 14 40,745 160,646 0
QUEST DIAGNOSTICS INC COM 74834L100 20 275 SH   DFND 16 0 275 0
QUESTAR CORP COM 748356102 4,319 174,167 SH   DFND 14 14,038 160,129 0
QUINSTREET INC COM 74874Q100 36 10,479 SH   DFND 10 10,479 0 0
QUINSTREET INC COM 74874Q100 287 84,024 SH   DFND 14 4,024 80,000 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 1,301 19,990 SH   DFND 14 1,310 18,680 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,250 398,196 SH   DFND 14 4,777 393,419 0
RLI CORP COM 749607107 6,694 100,124 SH   DFND 14 4,924 95,200 0
RLJ LODGING TR COM 74965L101 13,512 590,560 SH   DFND 14 78,860 511,700 0
RLJ LODGING TR COM 74965L101 446 19,500 SH   DFND 16 0 19,500 0
RPM INTL INC COM 749685103 20,052 423,669 SH   DFND 14 74,654 349,015 0
RPM INTL INC COM 749685103 47 1,000 SH   DFND 16 0 1,000 0
RPX CORP COM 74972G103 220 19,554 SH   DFND 10 19,554 0 0
RPX CORP COM 74972G103 2,560 227,386 SH   DFND 14 32,957 194,429 0
RACKSPACE HOSTING INC COM 750086100 345 16,000 SH   DFND 10 16,000 0 0
RACKSPACE HOSTING INC COM 750086100 21,476 994,719 SH   DFND 14 252,034 742,685 0
RACKSPACE HOSTING INC COM 750086100 114 5,300 SH   DFND 16 0 5,300 0
RADIAN GROUP INC COM 750236101 12,229 986,217 SH   DFND 14 10,151 976,066 0
RADNET INC COM 750491102 91 18,900 SH   DFND 14 1,800 17,100 0
RAMBUS INC DEL COM 750917106 3,603 262,011 SH   DFND 14 13,326 248,685 0
RALPH LAUREN CORP CL A 751212101 16,109 167,344 SH   DFND 14 17,415 149,929 0
RALPH LAUREN CORP CL A 751212101 13 132 SH   DFND 16 0 132 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 803 44,556 SH   DFND 14 40,306 4,250 0
RANGE RES CORP COM 75281A109 6,566 202,773 SH   DFND 14 46,555 156,218 0
RANGE RES CORP COM 75281A109 10 300 SH   DFND 16 0 300 0
RAYMOND JAMES FINANCIAL INC COM 754730109 30,108 632,391 SH   DFND 14 164,336 468,055 0
RAYMOND JAMES FINANCIAL INC COM 754730109 162 3,400 SH   DFND 16 0 3,400 0
RAYONIER INC COM 754907103 6,445 261,156 SH   DFND 14 71,253 189,903 0
RAYONIER INC COM 754907103 12 500 SH   DFND 16 0 500 0
RAYONIER ADVANCED MATLS INC COM 75508B104 6,506 684,893 SH   DFND 14 143,636 541,257 0
RAYONIER ADVANCED MATLS INC COM 75508B104 11 1,200 SH   DFND 16 0 1,200 0
RAYTHEON CO COM NEW 755111507 46,656 380,465 SH   DFND 14 85,586 294,879 0
RAYTHEON CO COM NEW 755111507 77 629 SH   DFND 16 0 629 0
RE MAX HLDGS INC CL A 75524W108 1,418 41,350 SH   DFND 14 1,750 39,600 0
REAL IND INC COM 75601W104 146 16,800 SH   DFND 10 16,800 0 0
REAL IND INC COM 75601W104 11 1,300 SH   DFND 14 1,300 0 0
REALNETWORKS INC COM NEW 75605L708 392 96,600 SH   DFND 10 96,600 0 0
REALNETWORKS INC COM NEW 75605L708 11 2,754 SH   DFND 14 1,354 1,400 0
REALOGY HLDGS CORP COM 75605Y106 8,064 223,320 SH   DFND 14 58,370 164,950 0
REALTY INCOME CORP COM 756109104 21,635 346,100 SH   DFND 14 70,822 275,278 0
REALTY INCOME CORP COM 756109104 33 530 SH   DFND 16 0 530 0
RED HAT INC COM 756577102 16,845 226,083 SH   DFND 14 52,409 173,674 0
RED HAT INC COM 756577102 27 360 SH   DFND 16 0 360 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 57 881 SH   DFND 10 881 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 2,134 33,107 SH   DFND 14 1,744 31,363 0
REDWOOD TR INC COM 758075402 3,243 247,952 SH   DFND 14 55,437 192,515 0
REGAL BELOIT CORP COM 758750103 415 6,573 SH   DFND 10 6,573 0 0
REGAL BELOIT CORP COM 758750103 22,777 361,028 SH   DFND 14 85,691 275,337 0
REGAL BELOIT CORP COM 758750103 126 2,000 SH   DFND 16 0 2,000 0
REGENCY CTRS CORP COM 758849103 4,397 58,744 SH   DFND 14 7,940 50,804 0
REGENERON PHARMACEUTICALS COM 75886F107 43,632 121,051 SH   DFND 14 23,023 98,028 0
REGENERON PHARMACEUTICALS COM 75886F107 458 1,270 SH   DFND 16 0 1,270 0
REGIS CORP MINN COM 758932107 1,434 94,420 SH   DFND 14 4,313 90,107 0
REGIONS FINL CORP NEW COM 7591EP100 55,275 7,041,454 SH   DFND 14 754,579 6,286,875 0
REGIONS FINL CORP NEW COM 7591EP100 2,197 279,816 SH   DFND 16 0 279,816 0
REINSURANCE GROUP AMER INC COM NEW 759351604 41,089 426,900 SH   DFND 14 94,441 332,459 0
REINSURANCE GROUP AMER INC COM NEW 759351604 174 1,810 SH   DFND 16 0 1,810 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 54,102 781,930 SH   DFND 14 109,606 672,324 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,221 32,100 SH   DFND 16 0 32,100 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 511 54,120 SH   DFND 14 2,320 51,800 0
REPLIGEN CORP COM 759916109 384 14,330 SH   DFND 10 14,330 0 0
REPLIGEN CORP COM 759916109 3,254 121,330 SH   DFND 14 4,030 117,300 0
RENT A CTR INC NEW COM 76009N100 308 19,442 SH   DFND 10 19,442 0 0
RENT A CTR INC NEW COM 76009N100 3,067 193,495 SH   DFND 14 17,767 175,728 0
RENTECH INC COM NEW 760112201 50 22,640 SH   DFND 10 22,640 0 0
RENTECH INC COM NEW 760112201 3 1,466 SH   DFND 14 1,166 300 0
REPUBLIC BANCORP KY CL A 760281204 581 22,487 SH   DFND 14 11,948 10,539 0
REPUBLIC SVCS INC COM 760759100 14,180 297,589 SH   DFND 14 67,017 230,572 0
REPUBLIC SVCS INC COM 760759100 24 501 SH   DFND 16 0 501 0
RESMED INC COM 761152107 5,007 86,595 SH   DFND 14 11,672 74,923 0
RESOURCE CAP CORP COM NEW 76120W708 904 80,377 SH   DFND 14 29,327 51,050 0
RESOURCES CONNECTION INC COM 76122Q105 2,619 168,308 SH   DFND 14 27,008 141,300 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 4,798 238,471 SH   DFND 14 11,871 226,600 0
RETAIL PPTYS AMER INC CL A 76131V202 230 14,500 SH   DFND 14 3,900 10,600 0
RETAIL PPTYS AMER INC CL A 76131V202 61,895 3,905,074 SH   DFND 3 541,699 3,363,375 0
RETAILMENOT INC COM SER 1 76132B106 425 53,031 SH   DFND 10 53,031 0 0
RETAILMENOT INC COM SER 1 76132B106 2,934 366,250 SH   DFND 14 82,850 283,400 0
REX ENERGY CORPORATION COM 761565100 85 110,781 SH   DFND 14 5,581 105,200 0
REX AMERICAN RESOURCES CORP COM 761624105 285 5,137 SH   DFND 10 5,137 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,061 55,183 SH   DFND 14 9,483 45,700 0
REXNORD CORP NEW COM 76169B102 7,995 395,420 SH   DFND 14 14,370 381,050 0
REXNORD CORP NEW COM 76169B102 469 23,200 SH   DFND 16 0 23,200 0
REYNOLDS AMERICAN INC COM 761713106 57,861 1,150,082 SH   DFND 14 272,484 877,598 0
REYNOLDS AMERICAN INC COM 761713106 86 1,714 SH   DFND 16 0 1,714 0
REYNOLDS AMERICAN INC COM 761713106 206 4,100 SH   DFND 18 0 4,100 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 81 39,112 SH   DFND 14 3,412 35,700 0
RIGNET INC COM 766582100 161 11,804 SH   DFND 14 704 11,100 0
RITE AID CORP COM 767754104 535 65,694 SH   DFND 14 16,219 49,475 0
RITE AID CORP COM 767754104 83 10,200 SH   DFND 18 0 10,200 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 3,592 288,291 SH   DFND 14 67,591 220,700 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 6 500 SH   DFND 16 0 500 0
ROBERT HALF INTL INC COM 770323103 62,859 1,349,475 SH   DFND 14 118,277 1,231,198 0
ROBERT HALF INTL INC COM 770323103 654 14,050 SH   DFND 16 0 14,050 0
ROCKWELL AUTOMATION INC COM 773903109 1,364 11,990 SH   DFND 10 11,990 0 0
ROCKWELL AUTOMATION INC COM 773903109 18,714 164,518 SH   DFND 14 37,897 126,621 0
ROCKWELL AUTOMATION INC COM 773903109 32 280 SH   DFND 16 0 280 0
ROCKWELL COLLINS INC COM 774341101 15,290 165,820 SH   DFND 14 37,602 128,218 0
ROCKWELL COLLINS INC COM 774341101 28 300 SH   DFND 16 0 300 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 2,189 67,941 SH   DFND 14 3,141 64,800 0
ROGERS CORP COM 775133101 2,614 43,659 SH   DFND 14 2,283 41,376 0
ROLLINS INC COM 775711104 1,841 67,874 SH   DFND 14 7,651 60,223 0
ROPER TECHNOLOGIES INC COM 776696106 23,522 128,695 SH   DFND 14 29,098 99,597 0
ROPER TECHNOLOGIES INC COM 776696106 40 220 SH   DFND 16 0 220 0
ROSETTA STONE INC COM 777780107 424 63,200 SH   DFND 10 63,200 0 0
ROSS STORES INC COM 778296103 60,943 1,052,556 SH   DFND 14 369,220 683,336 0
ROSS STORES INC COM 778296103 828 14,300 SH   DFND 16 0 14,300 0
ROVI CORP COM 779376102 4,065 198,186 SH   DFND 14 9,869 188,317 0
ROYAL GOLD INC COM 780287108 2,001 39,023 SH   DFND 14 5,337 33,686 0
RUBICON TECHNOLOGY INC COM 78112T107 35 48,100 SH   DFND 10 48,100 0 0
RUBICON TECHNOLOGY INC COM 78112T107 1 1,000 SH   DFND 14 0 1,000 0
RUBY TUESDAY INC COM 781182100 791 146,954 SH   DFND 14 7,055 139,899 0
RUCKUS WIRELESS INC COM 781220108 2,061 210,100 SH   DFND 14 9,200 200,900 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,010 73,910 SH   DFND 14 3,648 70,262 0
RUSH ENTERPRISES INC CL A 781846209 944 51,763 SH   DFND 14 2,063 49,700 0
RUTHS HOSPITALITY GROUP INC COM 783332109 2,464 133,828 SH   DFND 14 4,025 129,803 0
RYANAIR HLDGS PLC SPONSORED ADR N 783513203 11,592 135,079 SH   DFND 14 16,090 118,989 0
RYANAIR HLDGS PLC SPONSORED ADR N 783513203 959 11,172 SH   DFND 16 0 11,172 0
RYANAIR HLDGS PLC SPONSORED ADR N 783513203 262 3,050 SH   DFND 18 0 3,050 0
RYDER SYS INC COM 783549108 15,891 245,302 SH   DFND 14 25,378 219,924 0
RYDER SYS INC COM 783549108 1,526 23,550 SH   DFND 16 0 23,550 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 18,651 362,299 SH   DFND 14 77,938 284,361 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 232 4,500 SH   DFND 16 0 4,500 0
S & T BANCORP INC COM 783859101 3,923 152,308 SH   DFND 14 4,110 148,198 0
SBA COMMUNICATIONS CORP COM 78388J106 864 8,630 SH   DFND 14 2,245 6,385 0
SBA COMMUNICATIONS CORP COM 78388J106 130 1,300 SH   DFND 18 0 1,300 0
SEI INVESTMENTS CO COM 784117103 4,062 94,356 SH   DFND 14 11,412 82,944 0
SJW CORP COM 784305104 4,661 128,222 SH   DFND 14 15,538 112,684 0
SL GREEN RLTY CORP COM 78440X101 14,333 147,944 SH   DFND 14 32,547 115,397 0
SL GREEN RLTY CORP COM 78440X101 19 200 SH   DFND 16 0 200 0
SL GREEN RLTY CORP COM 78440X101 60,388 623,323 SH   DFND 3 85,906 537,417 0
SLM CORP COM 78442P106 2,825 444,215 SH   DFND 14 33,673 410,542 0
SM ENERGY CO COM 78454L100 12,369 660,030 SH   DFND 14 67,556 592,474 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 83,344 405,526 SH   DFND 10 405,526 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 332,968 1,619,807 SH   DFND 14 176,880 1,442,927 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 154 750 SH   DFND 16 0 750 0
SPX CORP COM 784635104 14,394 958,348 SH   DFND 14 402,220 556,128 0
SPX CORP COM 784635104 26 1,700 SH   DFND 16 0 1,700 0
SPDR GOLD TRUST GOLD SHS 78463V107 11,760 100,000 SH   DFND 14 0 100,000 0
SPDR INDEX SHS FDS STOXX EUR 50 ET 78463X103 1,084 36,100 SH   DFND 18 0 36,100 0
SPDR SERIES TRUST BRC CNV SECS ET 78464A359 8,019 185,632 SH   DFND 14 0 185,632 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 10,292 300,500 SH   DFND 14 0 300,500 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 603 7,550 SH   DFND 14 0 7,550 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 235 3,710 SH   DFND 10 3,710 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 165 2,602 SH   DFND 14 1,352 1,250 0
SPX FLOW INC COM 78469X107 18,234 727,028 SH   DFND 14 198,120 528,908 0
SPX FLOW INC COM 78469X107 10 400 SH   DFND 16 0 400 0
SVB FINL GROUP COM 78486Q101 6,704 65,689 SH   DFND 14 27,682 38,007 0
SVB FINL GROUP COM 78486Q101 51 500 SH   DFND 16 0 500 0
SABRA HEALTH CARE REIT INC COM 78573L106 7,048 350,825 SH   DFND 14 75,159 275,666 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,019 50,740 SH   DFND 3 0 50,740 0
SABRE CORP COM 78573M104 224 7,740 SH   DFND 14 1,700 6,040 0
SAFETY INS GROUP INC COM 78648T100 122 2,137 SH   DFND 10 2,137 0 0
SAFETY INS GROUP INC COM 78648T100 1,939 33,974 SH   DFND 14 1,865 32,109 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 338 8,444 SH   DFND 14 234 8,210 0
SAGENT PHARMACEUTICALS INC COM 786692103 685 56,316 SH   DFND 14 2,716 53,600 0
SAGENT PHARMACEUTICALS INC COM 786692103 2,547 209,283 SH   DFND 18 0 209,283 0
SAIA INC COM 78709Y105 251 8,908 SH   DFND 10 8,908 0 0
SAIA INC COM 78709Y105 1,692 60,108 SH   DFND 14 2,958 57,150 0
ST JUDE MED INC COM 790849103 19,466 353,921 SH   DFND 14 80,145 273,776 0
ST JUDE MED INC COM 790849103 307 5,590 SH   DFND 16 0 5,590 0
ST JUDE MED INC COM 790849103 5,033 91,500 SH   DFND 18 0 91,500 0
SALESFORCE COM INC COM 79466L302 60,645 821,420 SH   DFND 14 179,306 642,114 0
SALESFORCE COM INC COM 79466L302 100 1,360 SH   DFND 16 0 1,360 0
SANDERSON FARMS INC COM 800013104 221 2,448 SH   DFND 10 2,448 0 0
SANDERSON FARMS INC COM 800013104 5,280 58,545 SH   DFND 14 2,763 55,782 0
SANDISK CORP COM 80004C101 18,864 247,945 SH   DFND 14 57,058 190,887 0
SANDISK CORP COM 80004C101 31 410 SH   DFND 16 0 410 0
SANDY SPRING BANCORP INC COM 800363103 1,523 54,726 SH   DFND 14 20,068 34,658 0
SANFILIPPO JOHN B & SON INC COM 800422107 3,676 53,200 SH   DFND 14 22,200 31,000 0
SANGAMO BIOSCIENCES INC COM 800677106 1,384 228,816 SH   DFND 14 84,273 144,543 0
SANMINA CORPORATION COM 801056102 34,802 1,488,519 SH   DFND 14 191,435 1,297,084 0
SANMINA CORPORATION COM 801056102 231 9,900 SH   DFND 16 0 9,900 0
SAP SE SPON ADR 803054204 384 4,770 SH   DFND 10 4,770 0 0
SAUL CTRS INC COM 804395101 1,565 29,520 SH   DFND 14 1,320 28,200 0
SCANA CORP NEW COM 80589M102 27,999 399,124 SH   DFND 14 52,793 346,331 0
SCANA CORP NEW COM 80589M102 1,681 23,960 SH   DFND 16 0 23,960 0
SCANSOURCE INC COM 806037107 7,677 190,109 SH   DFND 14 26,266 163,843 0
SCANSOURCE INC COM 806037107 230 5,700 SH   DFND 16 0 5,700 0
SCHEIN HENRY INC COM 806407102 17,836 103,322 SH   DFND 14 23,885 79,437 0
SCHEIN HENRY INC COM 806407102 29 170 SH   DFND 16 0 170 0
SCHLUMBERGER LTD COM 806857108 122,103 1,655,637 SH   DFND 14 361,034 1,294,603 0
SCHLUMBERGER LTD COM 806857108 896 12,153 SH   DFND 16 0 12,153 0
SCHNITZER STL INDS CL A 806882106 334 18,134 SH   DFND 10 18,134 0 0
SCHNITZER STL INDS CL A 806882106 44 2,413 SH   DFND 14 1,413 1,000 0
SCHOLASTIC CORP COM 807066105 3,007 80,477 SH   DFND 14 16,607 63,870 0
SCHULMAN A INC COM 808194104 2,191 80,509 SH   DFND 14 9,843 70,666 0
SCHWAB CHARLES CORP NEW COM 808513105 41,637 1,485,962 SH   DFND 14 337,996 1,147,966 0
SCHWAB CHARLES CORP NEW COM 808513105 68 2,425 SH   DFND 16 0 2,425 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 9,241 293,559 SH   DFND 14 3,826 289,733 0
SCIENCE APPLICATNS INTL CP N COM 808625107 823 15,433 SH   DFND 10 15,433 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 9,746 182,716 SH   DFND 14 37,430 145,286 0
SCIENCE APPLICATNS INTL CP N COM 808625107 64 1,200 SH   DFND 16 0 1,200 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 120 10,880 SH   DFND 10 10,880 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 695 63,137 SH   DFND 14 22,837 40,300 0
SCIENTIFIC GAMES CORP CL A 80874P109 1,125 119,310 SH   DFND 14 5,597 113,713 0
SCOTTS MIRACLE GRO CO CL A 810186106 229 3,143 SH   DFND 10 3,143 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 5,203 71,498 SH   DFND 14 37,793 33,705 0
SCOTTS MIRACLE GRO CO CL A 810186106 73 1,000 SH   DFND 16 0 1,000 0
SCRIPPS E W CO OHIO CL A NEW 811054402 1,986 127,397 SH   DFND 14 6,594 120,803 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 7,703 117,606 SH   DFND 14 26,676 90,930 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 11 175 SH   DFND 16 0 175 0
SEABOARD CORP COM 811543107 3,000 999 SH   DFND 14 503 496 0
SEACHANGE INTL INC COM 811699107 411 74,370 SH   DFND 10 74,370 0 0
SEACHANGE INTL INC COM 811699107 22 3,911 SH   DFND 14 1,911 2,000 0
SEACOR HOLDINGS INC COM 811904101 2,545 46,739 SH   DFND 14 2,154 44,585 0
SEALED AIR CORP NEW COM 81211K100 11,667 243,011 SH   DFND 14 56,197 186,814 0
SEALED AIR CORP NEW COM 81211K100 18 382 SH   DFND 16 0 382 0
SEAWORLD ENTMT INC COM 81282V100 326 15,480 SH   DFND 10 15,480 0 0
SEAWORLD ENTMT INC COM 81282V100 114 5,400 SH   DFND 14 3,700 1,700 0
SELECT COMFORT CORP COM 81616X103 250 12,885 SH   DFND 10 12,885 0 0
SELECT COMFORT CORP COM 81616X103 2,340 120,655 SH   DFND 14 5,805 114,850 0
SELECT INCOME REIT COM SH BEN INT 81618T100 14,274 619,278 SH   DFND 14 3,450 615,828 0
SELECT MED HLDGS CORP COM 81619Q105 13,391 1,133,903 SH   DFND 14 12,018 1,121,885 0
SELECTIVE INS GROUP INC COM 816300107 445 12,149 SH   DFND 10 12,149 0 0
SELECTIVE INS GROUP INC COM 816300107 18,845 514,740 SH   DFND 14 7,159 507,581 0
SEMGROUP CORP CL A 81663A105 2,079 92,833 SH   DFND 14 2,533 90,300 0
SEMTECH CORP COM 816850101 5,268 239,579 SH   DFND 14 7,914 231,665 0
SEMPRA ENERGY COM 816851109 56,134 539,488 SH   DFND 14 80,035 459,453 0
SEMPRA ENERGY COM 816851109 526 5,055 SH   DFND 16 0 5,055 0
SEMPRA ENERGY COM 816851109 780 7,500 SH   DFND 18 0 7,500 0
SENECA FOODS CORP NEW CL A 817070501 607 17,480 SH   DFND 14 930 16,550 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 43,617 2,438,046 SH   DFND 14 176,699 2,261,347 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,365 76,300 SH   DFND 16 0 76,300 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,927 107,730 SH   DFND 3 0 107,730 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,827 28,782 SH   DFND 14 5,665 23,117 0
SEQUENOM INC COM NEW 817337405 15 10,701 SH   DFND 14 6,701 4,000 0
SERVICE CORP INTL COM 817565104 8,843 358,324 SH   DFND 14 32,733 325,591 0
SERVICE CORP INTL COM 817565104 104 4,200 SH   DFND 16 0 4,200 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 720 19,120 SH   DFND 10 19,120 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 107 2,850 SH   DFND 14 1,750 1,100 0
SERVICENOW INC COM 81762P102 404 6,600 SH   DFND 14 2,580 4,020 0
SHAKE SHACK INC CL A 819047101 242 6,478 SH   DFND 10 6,478 0 0
SHAKE SHACK INC CL A 819047101 53 1,420 SH   DFND 14 320 1,100 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 4,227 158,036 SH   DFND 14 60,836 97,200 0
SHERWIN WILLIAMS CO COM 824348106 660 2,320 SH   DFND 10 2,320 0 0
SHERWIN WILLIAMS CO COM 824348106 34,274 120,400 SH   DFND 14 22,726 97,674 0
SHERWIN WILLIAMS CO COM 824348106 50 175 SH   DFND 16 0 175 0
SHOE CARNIVAL INC COM 824889109 1,149 42,629 SH   DFND 14 11,871 30,758 0
SHORETEL INC COM 825211105 2,665 358,192 SH   DFND 14 46,845 311,347 0
SIERRA BANCORP COM 82620P102 540 29,744 SH   DFND 14 686 29,058 0
SIERRA BANCORP COM 82620P102 11 600 SH   DFND 16 0 600 0
SIGNATURE BK NEW YORK N Y COM 82669G104 622 4,570 SH   DFND 10 4,570 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 16,029 117,753 SH   DFND 14 26,569 91,184 0
SIGNATURE BK NEW YORK N Y COM 82669G104 12 90 SH   DFND 16 0 90 0
SILICON LABORATORIES INC COM 826919102 3,253 72,363 SH   DFND 14 8,164 64,199 0
SILGAN HOLDINGS INC COM 827048109 6,067 114,100 SH   DFND 14 35,845 78,255 0
SILGAN HOLDINGS INC COM 827048109 48 900 SH   DFND 16 0 900 0
SILVER SPRING NETWORKS INC COM 82817Q103 1,254 85,000 SH   DFND 14 48,600 36,400 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 4,816 106,862 SH   DFND 14 17,380 89,482 0
SIMON PPTY GROUP INC NEW COM 828806109 442 2,130 SH   DFND 10 2,130 0 0
SIMON PPTY GROUP INC NEW COM 828806109 146,491 705,337 SH   DFND 14 112,428 592,909 0
SIMON PPTY GROUP INC NEW COM 828806109 135 650 SH   DFND 16 0 650 0
SIMON PPTY GROUP INC NEW COM 828806109 238,257 1,147,178 SH   DFND 3 125,585 1,021,593 0
SIMPSON MANUFACTURING CO INC COM 829073105 126 3,300 SH   DFND 10 3,300 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 3,763 98,596 SH   DFND 14 5,154 93,442 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 3,649 118,661 SH   DFND 14 49,261 69,400 0
SIRIUS XM HLDGS INC COM 82968B103 648 164,144 SH   DFND 14 36,988 127,156 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 277 4,990 SH   DFND 14 1,290 3,700 0
SIZMEK INC COM 83013P105 128 44,263 SH   DFND 14 2,463 41,800 0
SKECHERS U S A INC CL A 830566105 206 6,770 SH   DFND 10 6,770 0 0
SKECHERS U S A INC CL A 830566105 7,755 254,692 SH   DFND 14 10,541 244,151 0
SKULLCANDY INC COM 83083J104 184 51,800 SH   DFND 10 51,800 0 0
SKULLCANDY INC COM 83083J104 11 3,184 SH   DFND 14 1,084 2,100 0
SKYWEST INC COM 830879102 294 14,689 SH   DFND 10 14,689 0 0
SKYWEST INC COM 830879102 12,598 630,203 SH   DFND 14 33,066 597,137 0
SKYWORKS SOLUTIONS INC COM 83088M102 382 4,900 SH   DFND 10 4,900 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 26,191 336,209 SH   DFND 14 63,776 272,433 0
SKYWORKS SOLUTIONS INC COM 83088M102 717 9,200 SH   DFND 16 0 9,200 0
SMITH & WESSON HLDG CORP COM 831756101 16,614 624,119 SH   DFND 14 81,419 542,700 0
SMITH A O COM 831865209 11,639 152,518 SH   DFND 14 50,212 102,306 0
SMITH A O COM 831865209 53 700 SH   DFND 16 0 700 0
SMART & FINAL STORES INC COM 83190B101 271 16,700 SH   DFND 14 1,300 15,400 0
SMART & FINAL STORES INC COM 83190B101 157 9,710 SH   DFND 18 0 9,710 0
SMUCKER J M CO COM NEW 832696405 19,512 150,280 SH   DFND 14 34,373 115,907 0
SMUCKER J M CO COM NEW 832696405 32 245 SH   DFND 16 0 245 0
SNAP ON INC COM 833034101 11,577 73,746 SH   DFND 14 16,884 56,862 0
SNAP ON INC COM 833034101 19 120 SH   DFND 16 0 120 0
SNYDERS-LANCE INC COM 833551104 1,545 49,072 SH   DFND 14 9,010 40,062 0
SONIC CORP COM 835451105 9,163 260,601 SH   DFND 14 144,839 115,762 0
SONIC AUTOMOTIVE INC CL A 83545G102 663 35,859 SH   DFND 10 35,859 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 4,959 268,350 SH   DFND 14 68,577 199,773 0
SONOCO PRODS CO COM 835495102 5,386 110,891 SH   DFND 14 8,419 102,472 0
SOTHEBYS COM 835898107 216 8,073 SH   DFND 10 8,073 0 0
SOTHEBYS COM 835898107 966 36,122 SH   DFND 14 7,003 29,119 0
SOUTH JERSEY INDS INC COM 838518108 5,379 189,056 SH   DFND 14 8,462 180,594 0
SOUTH JERSEY INDS INC COM 838518108 112 3,920 SH   DFND 18 0 3,920 0
SOUTH ST CORP COM 840441109 1,060 16,510 SH   DFND 14 15,280 1,230 0
SOUTHERN CO COM 842587107 60,859 1,176,482 SH   DFND 14 258,409 918,073 0
SOUTHERN CO COM 842587107 99 1,905 SH   DFND 16 0 1,905 0
SOUTHERN COPPER CORP COM 84265V105 227 8,199 SH   DFND 14 1,533 6,666 0
SOUTHERN COPPER CORP COM 84265V105 265 9,570 SH   DFND 18 0 9,570 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,481 56,803 SH   DFND 14 2,828 53,975 0
SOUTHWEST AIRLS CO COM 844741108 195 4,360 SH   DFND 10 4,360 0 0
SOUTHWEST AIRLS CO COM 844741108 168,942 3,771,033 SH   DFND 14 651,227 3,119,806 0
SOUTHWEST AIRLS CO COM 844741108 1,199 26,765 SH   DFND 16 0 26,765 0
SOUTHWEST BANCORP INC OKLA COM 844767103 441 29,327 SH   DFND 14 25,227 4,100 0
SOUTHWEST GAS CORP COM 844895102 138 2,092 SH   DFND 10 2,092 0 0
SOUTHWEST GAS CORP COM 844895102 8,160 123,912 SH   DFND 14 9,297 114,615 0
SOUTHWESTERN ENERGY CO COM 845467109 14,773 1,830,616 SH   DFND 14 164,316 1,666,300 0
SOUTHWESTERN ENERGY CO COM 845467109 828 102,550 SH   DFND 16 0 102,550 0
SOVRAN SELF STORAGE INC COM 84610H108 5,326 45,151 SH   DFND 14 24,756 20,395 0
SOVRAN SELF STORAGE INC COM 84610H108 90,831 770,078 SH   DFND 3 95,626 674,452 0
SPARTAN MTRS INC COM 846819100 213 53,800 SH   DFND 10 53,800 0 0
SPARTANNASH CO COM 847215100 14,871 490,637 SH   DFND 14 43,087 447,550 0
SPECTRA ENERGY CORP COM 847560109 25,206 823,715 SH   DFND 14 188,792 634,923 0
SPECTRA ENERGY CORP COM 847560109 41 1,325 SH   DFND 16 0 1,325 0
SPECTRA ENERGY CORP COM 847560109 949 31,000 SH   DFND 18 0 31,000 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 335 6,960 SH   DFND 10 6,960 0 0
SPECTRANETICS CORP COM 84760C107 138 9,533 SH   DFND 10 9,533 0 0
SPECTRANETICS CORP COM 84760C107 66 4,513 SH   DFND 14 2,313 2,200 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 889 139,766 SH   DFND 14 7,166 132,600 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,594 80,383 SH   DFND 14 693 79,690 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 58,614 1,292,201 SH   DFND 14 145,121 1,147,080 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,318 51,100 SH   DFND 16 0 51,100 0
SPIRIT AIRLS INC COM 848577102 997 20,781 SH   DFND 14 6,381 14,400 0
SPIRIT RLTY CAP INC NEW COM 84860W102 291 25,852 SH   DFND 14 6,852 19,000 0
SPOK HLDGS INC COM 84863T106 1,827 104,317 SH   DFND 14 2,467 101,850 0
SPRINT CORP COM SER 1 85207U105 2,667 766,445 SH   DFND 14 12,346 754,099 0
SPROUTS FMRS MKT INC COM 85208M102 2,296 79,070 SH   DFND 14 11,770 67,300 0
STAGE STORES INC COM NEW 85254C305 230 28,503 SH   DFND 10 28,503 0 0
STAGE STORES INC COM NEW 85254C305 1,164 144,420 SH   DFND 14 3,360 141,060 0
STAG INDL INC COM 85254J102 133 6,545 SH   DFND 14 3,545 3,000 0
STAG INDL INC COM 85254J102 1,144 56,197 SH   DFND 3 0 56,197 0
STAMPS COM INC COM NEW 852857200 6,889 64,818 SH   DFND 14 25,159 39,659 0
STANDARD MTR PRODS INC COM 853666105 4,040 116,587 SH   DFND 14 69,253 47,334 0
STANDEX INTL CORP COM 854231107 4,825 62,016 SH   DFND 14 1,638 60,378 0
STANLEY BLACK & DECKER INC COM 854502101 21,101 200,562 SH   DFND 14 43,242 157,320 0
STANLEY BLACK & DECKER INC COM 854502101 34 325 SH   DFND 16 0 325 0
STAPLES INC COM 855030102 104,952 9,515,180 SH   DFND 14 715,712 8,799,468 0
STAPLES INC COM 855030102 2,485 225,260 SH   DFND 16 0 225,260 0
STARBUCKS CORP COM 855244109 590 9,885 SH   DFND 10 9,885 0 0
STARBUCKS CORP COM 855244109 121,857 2,041,162 SH   DFND 14 443,928 1,597,234 0
STARBUCKS CORP COM 855244109 183 3,060 SH   DFND 16 0 3,060 0
STARBUCKS CORP COM 855244109 400 6,700 SH   DFND 18 0 6,700 0
STATE AUTO FINL CORP COM 855707105 2,472 112,069 SH   DFND 14 910 111,159 0
STARWOOD PPTY TR INC COM 85571B105 81,133 4,285,922 SH   DFND 14 817,522 3,468,400 0
STARWOOD PPTY TR INC COM 85571B105 981 51,800 SH   DFND 16 0 51,800 0
STARZ COM SER A 85571Q102 285 10,837 SH   DFND 10 10,837 0 0
STARZ COM SER A 85571Q102 150 5,693 SH   DFND 14 1,344 4,349 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 669 8,015 SH   DFND 10 8,015 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 17,562 210,496 SH   DFND 14 48,681 161,815 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 28 335 SH   DFND 16 0 335 0
STATE STR CORP COM 857477103 48,313 825,581 SH   DFND 14 128,403 697,178 0
STATE STR CORP COM 857477103 2,022 34,550 SH   DFND 16 0 34,550 0
STEEL DYNAMICS INC COM 858119100 45,596 2,025,593 SH   DFND 14 391,881 1,633,712 0
STEEL DYNAMICS INC COM 858119100 329 14,600 SH   DFND 16 0 14,600 0
STEELCASE INC CL A 858155203 207 13,869 SH   DFND 10 13,869 0 0
STEELCASE INC CL A 858155203 19,430 1,302,308 SH   DFND 14 393,208 909,100 0
STEELCASE INC CL A 858155203 161 10,800 SH   DFND 16 0 10,800 0
STEIN MART INC COM 858375108 499 68,058 SH   DFND 14 3,166 64,892 0
STEPAN CO COM 858586100 491 8,875 SH   DFND 10 8,875 0 0
STEPAN CO COM 858586100 14,217 257,129 SH   DFND 14 11,010 246,119 0
STERICYCLE INC COM 858912108 316 2,505 SH   DFND 10 2,505 0 0
STERICYCLE INC COM 858912108 13,455 106,628 SH   DFND 14 24,294 82,334 0
STERICYCLE INC COM 858912108 24 190 SH   DFND 16 0 190 0
STERLING BANCORP DEL COM 85917A100 5,019 315,074 SH   DFND 14 13,757 301,317 0
STEWART INFORMATION SVCS COR COM 860372101 2,986 82,304 SH   DFND 14 31,600 50,704 0
STIFEL FINL CORP COM 860630102 22,888 773,254 SH   DFND 14 178,388 594,866 0
STIFEL FINL CORP COM 860630102 74 2,500 SH   DFND 16 0 2,500 0
STILLWATER MNG CO COM 86074Q102 3,068 288,104 SH   DFND 14 14,079 274,025 0
STOCK YDS BANCORP INC COM 861025104 1,875 48,662 SH   DFND 14 867 47,795 0
STONE ENERGY CORP COM 861642106 6 8,013 SH   DFND 10 8,013 0 0
STONE ENERGY CORP COM 861642106 105 132,475 SH   DFND 14 6,416 126,059 0
STONERIDGE INC COM 86183P102 147 10,062 SH   DFND 14 1,362 8,700 0
STORE CAP CORP COM 862121100 142 5,500 SH   DFND 14 2,300 3,200 0
STORE CAP CORP COM 862121100 64,477 2,491,392 SH   DFND 3 341,400 2,149,992 0
STRATTEC SEC CORP COM 863111100 63 1,100 SH   DFND 10 1,100 0 0
STRATTEC SEC CORP COM 863111100 1,511 26,328 SH   DFND 14 300 26,028 0
STRAYER ED INC COM 863236105 2,304 47,271 SH   DFND 14 1,401 45,870 0
STRYKER CORP COM 863667101 62,452 582,086 SH   DFND 14 109,054 473,032 0
STRYKER CORP COM 863667101 1,230 11,465 SH   DFND 16 0 11,465 0
STURM RUGER & CO INC COM 864159108 7,058 103,212 SH   DFND 14 35,324 67,888 0
SUFFOLK BANCORP COM 864739107 364 14,423 SH   DFND 14 13,923 500 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 4,925 450,553 SH   DFND 14 27,253 423,300 0
SUMMIT HOTEL PPTYS COM 866082100 13,175 1,100,680 SH   DFND 14 239,700 860,980 0
SUMMIT HOTEL PPTYS COM 866082100 245 20,500 SH   DFND 16 0 20,500 0
SUMMIT MATLS INC CL A 86614U100 471 24,196 SH   DFND 10 24,196 0 0
SUMMIT MATLS INC CL A 86614U100 83 4,256 SH   DFND 14 1,719 2,537 0
SUN CMNTYS INC COM 866674104 869 12,129 SH   DFND 14 9,379 2,750 0
SUN CMNTYS INC COM 866674104 36,727 512,875 SH   DFND 3 72,171 440,704 0
SUN HYDRAULICS CORP COM 866942105 700 21,094 SH   DFND 14 16,744 4,350 0
SUNCOKE ENERGY INC COM 86722A103 994 152,910 SH   DFND 14 7,429 145,481 0
SUNEDISON INC COM 86732Y109 100 184,478 SH   DFND 14 24,241 160,237 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 2,287 163,386 SH   DFND 14 11,872 151,514 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 62,393 4,456,647 SH   DFND 3 602,075 3,854,572 0
SUNTRUST BKS INC COM 867914103 1,016 28,150 SH   DFND 10 28,150 0 0
SUNTRUST BKS INC COM 867914103 106,404 2,949,111 SH   DFND 14 273,746 2,675,365 0
SUNTRUST BKS INC COM 867914103 2,487 68,922 SH   DFND 16 0 68,922 0
SUPER MICRO COMPUTER INC COM 86800U104 3,694 108,403 SH   DFND 14 4,503 103,900 0
SUPERIOR ENERGY SVCS INC COM 868157108 2,005 149,772 SH   DFND 14 47,031 102,741 0
SUPERIOR ENERGY SVCS INC COM 868157108 112 8,400 SH   DFND 18 0 8,400 0
SUPERIOR INDS INTL INC COM 868168105 298 13,500 SH   DFND 10 13,500 0 0
SUPERIOR INDS INTL INC COM 868168105 1,349 61,096 SH   DFND 14 2,466 58,630 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 124 8,116 SH   DFND 10 8,116 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 1,302 85,400 SH   DFND 14 4,000 81,400 0
SUPERVALU INC COM 868536103 14,967 2,598,417 SH   DFND 14 464,829 2,133,588 0
SUPERVALU INC COM 868536103 33 5,800 SH   DFND 16 0 5,800 0
SUPERVALU INC COM 868536103 218 37,860 SH   DFND 18 0 37,860 0
SURGICAL CARE AFFILIATES INC COM 86881L106 3,075 66,450 SH   DFND 14 2,950 63,500 0
SURMODICS INC COM 868873100 850 46,162 SH   DFND 14 1,634 44,528 0
SWIFT TRANSN CO CL A 87074U101 396 21,264 SH   DFND 14 5,034 16,230 0
SYKES ENTERPRISES INC COM 871237103 3,205 106,203 SH   DFND 14 4,721 101,482 0
SYMANTEC CORP COM 871503108 31,050 1,689,320 SH   DFND 14 374,599 1,314,721 0
SYMANTEC CORP COM 871503108 647 35,182 SH   DFND 16 0 35,182 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,106 96,037 SH   DFND 14 4,752 91,285 0
SYNAPTICS INC COM 87157D109 10,213 128,080 SH   DFND 14 4,569 123,511 0
SYNAPTICS INC COM 87157D109 16 200 SH   DFND 16 0 200 0
SYNOPSYS INC COM 871607107 41,301 852,620 SH   DFND 14 213,883 638,737 0
SYNOPSYS INC COM 871607107 320 6,600 SH   DFND 16 0 6,600 0
SYNOVUS FINL CORP COM NEW 87161C501 15,664 541,809 SH   DFND 14 40,672 501,137 0
SYNTEL INC COM 87162H103 7,479 149,784 SH   DFND 14 76,064 73,720 0
SYNNEX CORP COM 87162W100 20,075 216,820 SH   DFND 14 67,721 149,099 0
SYNNEX CORP COM 87162W100 60 650 SH   DFND 16 0 650 0
SYNERGY RES CORP COM 87164P103 2,131 274,200 SH   DFND 14 13,000 261,200 0
SYNCHRONY FINL COM 87165B103 32,089 1,119,644 SH   DFND 14 234,787 884,857 0
SYNCHRONY FINL COM 87165B103 47 1,649 SH   DFND 16 0 1,649 0
SYSCO CORP COM 871829107 193 4,140 SH   DFND 10 4,140 0 0
SYSCO CORP COM 871829107 32,217 689,433 SH   DFND 14 150,872 538,561 0
SYSCO CORP COM 871829107 49 1,050 SH   DFND 16 0 1,050 0
TCF FINL CORP COM 872275102 22,162 1,807,665 SH   DFND 14 416,924 1,390,741 0
TCF FINL CORP COM 872275102 110 9,000 SH   DFND 16 0 9,000 0
TD AMERITRADE HLDG CORP COM 87236Y108 441 14,000 SH   DFND 10 14,000 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 609 19,316 SH   DFND 14 4,437 14,879 0
TECO ENERGY INC COM 872375100 8,170 296,751 SH   DFND 14 65,091 231,660 0
TECO ENERGY INC COM 872375100 13 475 SH   DFND 16 0 475 0
TJX COS INC NEW COM 872540109 81,524 1,040,510 SH   DFND 14 380,700 659,810 0
TJX COS INC NEW COM 872540109 112 1,430 SH   DFND 16 0 1,430 0
TJX COS INC NEW COM 872540109 274 3,500 SH   DFND 18 0 3,500 0
T MOBILE US INC COM 872590104 1,584 41,350 SH   DFND 14 4,700 36,650 0
TRI POINTE GROUP INC COM 87265H109 9,929 842,900 SH   DFND 14 111,500 731,400 0
TRI POINTE GROUP INC COM 87265H109 26 2,200 SH   DFND 16 0 2,200 0
TTM TECHNOLOGIESINC COM 87305R109 1,013 152,258 SH   DFND 14 7,064 145,194 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,939 188,512 SH   DFND 14 0 188,512 0
TAILORED BRANDS INC COM 87403A107 5,129 286,558 SH   DFND 14 5,495 281,063 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 12,096 321,112 SH   DFND 14 10,315 310,797 0
TAL INTL GROUP INC COM 874083108 897 58,098 SH   DFND 14 1,811 56,287 0
TALEN ENERGY CORP COM 87422J105 21 2,328 SH   DFND 10 2,328 0 0
TALEN ENERGY CORP COM 87422J105 21,967 2,440,826 SH   DFND 14 461,773 1,979,053 0
TALEN ENERGY CORP COM 87422J105 59 6,500 SH   DFND 16 0 6,500 0
TALMER BANCORP INC COM 87482X101 2,697 149,100 SH   DFND 14 6,800 142,300 0
TANGER FACTORY OUTLET CTRS I COM 875465106 4,972 136,625 SH   DFND 14 11,807 124,818 0
TANGOE INC COM 87582Y108 697 88,392 SH   DFND 14 4,192 84,200 0
TARENA INTL INC ADR 876108101 441 40,750 SH   DFND 14 0 40,750 0
TARGET CORP COM 87612E106 1,527 18,560 SH   DFND 10 18,560 0 0
TARGET CORP COM 87612E106 182,547 2,218,611 SH   DFND 14 390,632 1,827,979 0
TARGET CORP COM 87612E106 1,127 13,695 SH   DFND 16 0 13,695 0
TARGET CORP COM 87612E106 239 2,900 SH   DFND 18 0 2,900 0
TARGA RES CORP COM 87612G101 214 7,162 SH   DFND 14 2,432 4,730 0
TASER INTL INC COM 87651B104 4,271 217,593 SH   DFND 14 94,793 122,800 0
TATA MTRS LTD SPONSORED ADR 876568502 18,284 629,400 SH   DFND 14 0 629,400 0
TATA MTRS LTD SPONSORED ADR 876568502 2,838 97,700 SH   DFND 16 0 97,700 0
TAUBMAN CTRS INC COM 876664103 25,570 358,972 SH   DFND 14 93,655 265,317 0
TAUBMAN CTRS INC COM 876664103 142 2,000 SH   DFND 16 0 2,000 0
TAUBMAN CTRS INC COM 876664103 79,072 1,110,098 SH   DFND 3 110,679 999,419 0
TAYLOR MORRISON HOME CORP CL A 87724P106 4,787 339,000 SH   DFND 14 94,400 244,600 0
TEAM INC COM 878155100 461 15,189 SH   DFND 10 15,189 0 0
TEAM INC COM 878155100 183 6,027 SH   DFND 14 1,659 4,368 0
TEAM HEALTH HOLDINGS INC COM 87817A107 304 7,263 SH   DFND 14 4,163 3,100 0
TECH DATA CORP COM 878237106 400 5,209 SH   DFND 10 5,209 0 0
TECH DATA CORP COM 878237106 26,440 344,400 SH   DFND 14 113,076 231,324 0
TECH DATA CORP COM 878237106 123 1,600 SH   DFND 16 0 1,600 0
TEGNA INC COM 87901J105 47,063 2,006,094 SH   DFND 14 468,837 1,537,257 0
TEGNA INC COM 87901J105 747 31,836 SH   DFND 16 0 31,836 0
TELADOC INC COM 87918A105 5 500 SH   DFND 14 500 0 0
TELADOC INC COM 87918A105 1,846 192,300 SH   DFND 18 0 192,300 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,942 22,038 SH   DFND 14 4,582 17,456 0
TELEFLEX INC COM 879369106 3,945 25,126 SH   DFND 14 3,653 21,473 0
TELEFLEX INC COM 879369106 487 3,100 SH   DFND 18 0 3,100 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 332 26,621 SH   DFND 18 0 26,621 0
TELEPHONE & DATA SYS INC COM NEW 879433829 35,499 1,179,749 SH   DFND 14 209,658 970,091 0
TELEPHONE & DATA SYS INC COM NEW 879433829 229 7,600 SH   DFND 16 0 7,600 0
TELENAV INC COM 879455103 332 56,300 SH   DFND 10 56,300 0 0
TELENAV INC COM 879455103 17 2,865 SH   DFND 14 1,465 1,400 0
TELETECH HOLDINGS INC COM 879939106 656 23,639 SH   DFND 10 23,639 0 0
TELETECH HOLDINGS INC COM 879939106 2,815 101,399 SH   DFND 14 2,192 99,207 0
TEMPUR SEALY INTL INC COM 88023U101 22,106 363,647 SH   DFND 14 102,129 261,518 0
TEMPUR SEALY INTL INC COM 88023U101 134 2,200 SH   DFND 16 0 2,200 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,451 119,282 SH   DFND 14 27,726 91,556 0
TENET HEALTHCARE CORP COM NEW 88033G407 6 197 SH   DFND 16 0 197 0
TENNANT CO COM 880345103 2,290 44,477 SH   DFND 14 2,277 42,200 0
TENNECO INC COM 880349105 8,158 158,376 SH   DFND 14 43,446 114,930 0
TERADATA CORP DEL COM 88076W103 4,247 161,835 SH   DFND 14 36,207 125,628 0
TERADATA CORP DEL COM 88076W103 7 275 SH   DFND 16 0 275 0
TERADYNE INC COM 880770102 688 31,873 SH   DFND 10 31,873 0 0
TERADYNE INC COM 880770102 32,851 1,521,587 SH   DFND 14 383,897 1,137,690 0
TERADYNE INC COM 880770102 155 7,200 SH   DFND 16 0 7,200 0
TEREX CORP NEW COM 880779103 1,662 66,802 SH   DFND 14 8,842 57,960 0
TERRAFORM PWR INC CL A COM 88104R100 1,697 196,200 SH   DFND 14 300 195,900 0
TESCO CORP COM 88157K101 800 92,912 SH   DFND 14 4,112 88,800 0
TESORO CORP COM 881609101 188 2,190 SH   DFND 10 2,190 0 0
TESORO CORP COM 881609101 76,656 891,248 SH   DFND 14 188,780 702,468 0
TESORO CORP COM 881609101 1,914 22,255 SH   DFND 16 0 22,255 0
TESORO CORP COM 881609101 404 4,700 SH   DFND 18 0 4,700 0
TESLA MTRS INC COM 88160R101 1,037 4,513 SH   DFND 14 1,743 2,770 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 2,097 330,280 SH   DFND 14 9,021 321,259 0
TETRA TECH INC NEW COM 88162G103 4,268 143,140 SH   DFND 14 7,071 136,069 0
TESSERA TECHNOLOGIES INC COM 88164L100 26,762 863,275 SH   DFND 14 185,003 678,272 0
TESSERA TECHNOLOGIES INC COM 88164L100 127 4,100 SH   DFND 16 0 4,100 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 13,499 351,732 SH   DFND 14 71,402 280,330 0
TEXAS INSTRS INC COM 882508104 147,843 2,574,766 SH   DFND 14 419,233 2,155,533 0
TEXAS INSTRS INC COM 882508104 1,752 30,515 SH   DFND 16 0 30,515 0
TEXAS ROADHOUSE INC COM 882681109 240 5,505 SH   DFND 10 5,505 0 0
TEXAS ROADHOUSE INC COM 882681109 11,815 271,118 SH   DFND 14 28,322 242,796 0
TEXTRON INC COM 883203101 19,563 536,567 SH   DFND 14 90,200 446,367 0
TEXTRON INC COM 883203101 280 7,685 SH   DFND 16 0 7,685 0
THERAPEUTICSMD INC COM 88338N107 98 15,345 SH   DFND 10 15,345 0 0
THERAPEUTICSMD INC COM 88338N107 72 11,300 SH   DFND 14 7,000 4,300 0
THERMO FISHER SCIENTIFIC INC COM 883556102 79,477 561,317 SH   DFND 14 132,242 429,075 0
THERMO FISHER SCIENTIFIC INC COM 883556102 231 1,630 SH   DFND 16 0 1,630 0
THOMSON REUTERS CORP COM 884903105 10,642 262,890 SH   DFND 14 16,500 246,390 0
THOMSON REUTERS CORP COM 884903105 275 6,800 SH   DFND 16 0 6,800 0
THOR INDS INC COM 885160101 1,684 26,411 SH   DFND 10 26,411 0 0
THOR INDS INC COM 885160101 25,789 404,410 SH   DFND 14 111,975 292,435 0
THOR INDS INC COM 885160101 319 5,000 SH   DFND 16 0 5,000 0
3-D SYS CORP DEL COM NEW 88554D205 985 63,662 SH   DFND 14 8,132 55,530 0
3M CO COM 88579Y101 292,595 1,755,956 SH   DFND 14 315,623 1,440,333 0
3M CO COM 88579Y101 2,326 13,960 SH   DFND 16 0 13,960 0
TIDEWATER INC COM 886423102 128 18,739 SH   DFND 10 18,739 0 0
TIDEWATER INC COM 886423102 1,042 152,587 SH   DFND 14 5,432 147,155 0
TIER REIT INC COM NEW 88650V208 10,502 781,422 SH   DFND 3 124,317 657,105 0
TIFFANY & CO NEW COM 886547108 10,152 138,354 SH   DFND 14 31,608 106,746 0
TIFFANY & CO NEW COM 886547108 18 250 SH   DFND 16 0 250 0
TILLYS INC CL A 886885102 16 2,400 SH   DFND 10 2,400 0 0
TILLYS INC CL A 886885102 796 118,910 SH   DFND 14 600 118,310 0
TIME INC NEW COM 887228104 31,368 2,031,604 SH   DFND 14 215,868 1,815,736 0
TIME INC NEW COM 887228104 59 3,800 SH   DFND 16 0 3,800 0
TIME WARNER INC COM NEW 887317303 86,787 1,196,240 SH   DFND 14 264,454 931,786 0
TIME WARNER INC COM NEW 887317303 122 1,676 SH   DFND 16 0 1,676 0
TIME WARNER INC COM NEW 887317303 239 3,300 SH   DFND 18 0 3,300 0
TIME WARNER CABLE INC COM 88732J207 72,733 355,454 SH   DFND 14 80,821 274,633 0
TIME WARNER CABLE INC COM 88732J207 122 598 SH   DFND 16 0 598 0
TIME WARNER CABLE INC COM 88732J207 419 2,050 SH   DFND 18 0 2,050 0
TIMKEN CO COM 887389104 12,487 372,858 SH   DFND 14 140,260 232,598 0
TIMKEN CO COM 887389104 44 1,300 SH   DFND 16 0 1,300 0
TIMKENSTEEL CORP COM 887399103 1,203 132,157 SH   DFND 14 41,908 90,249 0
TITAN INTL INC ILL COM 88830M102 558 103,625 SH   DFND 14 4,675 98,950 0
TOLL BROTHERS INC COM 889478103 4,434 150,251 SH   DFND 14 13,508 136,743 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 132 2,056 SH   DFND 10 2,056 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 5,249 82,023 SH   DFND 14 1,762 80,261 0
TOOTSIE ROLL INDS INC COM 890516107 420 12,028 SH   DFND 14 2,343 9,685 0
TOPBUILD CORP COM 89055F103 2,648 89,031 SH   DFND 14 2,907 86,124 0
TORCHMARK CORP COM 891027104 18,907 349,095 SH   DFND 14 44,401 304,694 0
TORCHMARK CORP COM 891027104 1,529 28,237 SH   DFND 16 0 28,237 0
TORO CO COM 891092108 14,767 171,472 SH   DFND 14 32,334 139,138 0
TORO CO COM 891092108 26 300 SH   DFND 16 0 300 0
TOWER INTL INC COM 891826109 8,056 296,161 SH   DFND 14 37,072 259,089 0
TOTAL SYS SVCS INC COM 891906109 24,811 521,461 SH   DFND 14 62,395 459,066 0
TOTAL SYS SVCS INC COM 891906109 221 4,650 SH   DFND 16 0 4,650 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 392 20,404 SH   DFND 14 2,450 17,954 0
TRACTOR SUPPLY CO COM 892356106 15,117 167,110 SH   DFND 14 38,414 128,696 0
TRACTOR SUPPLY CO COM 892356106 27 300 SH   DFND 16 0 300 0
TRANSDIGM GROUP INC COM 893641100 765 3,473 SH   DFND 14 983 2,490 0
TRANSGLOBE ENERGY CORP COM 893662106 24 14,399 SH   DFND 10 14,399 0 0
TRAVELERS COMPANIES INC COM 89417E109 924 7,920 SH   DFND 10 7,920 0 0
TRAVELERS COMPANIES INC COM 89417E109 96,178 824,077 SH   DFND 14 140,894 683,183 0
TRAVELERS COMPANIES INC COM 89417E109 2,663 22,814 SH   DFND 16 0 22,814 0
TRECORA RES COM 894648104 288 29,925 SH   DFND 14 1,300 28,625 0
TREDEGAR CORP COM 894650100 2,988 190,076 SH   DFND 14 2,994 187,082 0
TREEHOUSE FOODS INC COM 89469A104 360 4,152 SH   DFND 10 4,152 0 0
TREEHOUSE FOODS INC COM 89469A104 3,056 35,231 SH   DFND 14 6,788 28,443 0
TREEHOUSE FOODS INC COM 89469A104 169 1,950 SH   DFND 18 0 1,950 0
TREX CO INC COM 89531P105 3,552 74,110 SH   DFND 14 3,710 70,400 0
TRIBUNE MEDIA CO CL A 896047503 5,076 132,350 SH   DFND 14 1,250 131,100 0
TRIBUNE MEDIA CO CL A 896047503 180 4,700 SH   DFND 16 0 4,700 0
TRICO BANCSHARES COM 896095106 1,805 71,278 SH   DFND 14 9,263 62,015 0
TRIMAS CORP COM NEW 896215209 2,168 123,721 SH   DFND 14 61,651 62,070 0
TRIMBLE NAVIGATION LTD COM 896239100 3,699 149,138 SH   DFND 14 20,508 128,630 0
TRINITY INDS INC COM 896522109 262 14,320 SH   DFND 10 14,320 0 0
TRINITY INDS INC COM 896522109 36,404 1,988,198 SH   DFND 14 370,548 1,617,650 0
TRINITY INDS INC COM 896522109 613 33,500 SH   DFND 16 0 33,500 0
TRIPLE-S MGMT CORP CL B 896749108 7,270 292,456 SH   DFND 14 53,123 239,333 0
TRISTATE CAP HLDGS INC COM 89678F100 288 22,840 SH   DFND 14 1,140 21,700 0
TRIUMPH GROUP INC NEW COM 896818101 420 13,350 SH   DFND 10 13,350 0 0
TRIUMPH GROUP INC NEW COM 896818101 11,644 369,887 SH   DFND 14 21,866 348,021 0
TRIUMPH GROUP INC NEW COM 896818101 1,360 43,200 SH   DFND 16 0 43,200 0
TRIUMPH GROUP INC NEW COM 896818101 153 4,850 SH   DFND 18 0 4,850 0
TRIPADVISOR INC COM 896945201 251 3,780 SH   DFND 10 3,780 0 0
TRIPADVISOR INC COM 896945201 9,409 141,493 SH   DFND 14 32,712 108,781 0
TRIPADVISOR INC COM 896945201 18 275 SH   DFND 16 0 275 0
TRUEBLUE INC COM 89785X101 392 15,002 SH   DFND 10 15,002 0 0
TRUEBLUE INC COM 89785X101 2,736 104,628 SH   DFND 14 4,937 99,691 0
TRUSTCO BK CORP N Y COM 898349105 2,409 397,496 SH   DFND 14 39,959 357,537 0
TRUSTMARK CORP COM 898402102 495 21,508 SH   DFND 10 21,508 0 0
TRUSTMARK CORP COM 898402102 11,843 514,260 SH   DFND 14 7,982 506,278 0
TUESDAY MORNING CORP COM NEW 899035505 858 104,926 SH   DFND 14 4,946 99,980 0
TUMI HLDGS INC COM 89969Q104 3,703 138,050 SH   DFND 14 6,550 131,500 0
TUPPERWARE BRANDS CORP COM 899896104 13,887 239,514 SH   DFND 14 21,220 218,294 0
TUPPERWARE BRANDS CORP COM 899896104 70 1,200 SH   DFND 16 0 1,200 0
TUTOR PERINI CORP COM 901109108 740 47,603 SH   DFND 14 2,123 45,480 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 39,049 1,400,623 SH   DFND 14 319,972 1,080,651 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 64 2,310 SH   DFND 16 0 2,310 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 192 6,900 SH   DFND 18 0 6,900 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 14,326 508,012 SH   DFND 14 120,450 387,562 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 23 800 SH   DFND 16 0 800 0
TWITTER INC COM 90184L102 234 14,150 SH   DFND 14 9,150 5,000 0
TWO HBRS INVT CORP COM 90187B101 7,444 937,585 SH   DFND 14 42,485 895,100 0
TWO HBRS INVT CORP COM 90187B101 83 10,500 SH   DFND 16 0 10,500 0
II VI INC COM 902104108 3,195 147,165 SH   DFND 14 6,203 140,962 0
2U INC COM 90214J101 207 9,175 SH   DFND 10 9,175 0 0
2U INC COM 90214J101 41 1,800 SH   DFND 14 1,400 400 0
TYLER TECHNOLOGIES INC COM 902252105 140 1,086 SH   DFND 10 1,086 0 0
TYLER TECHNOLOGIES INC COM 902252105 2,710 21,069 SH   DFND 14 4,187 16,882 0
TYSON FOODS INC CL A 902494103 1,161 17,420 SH   DFND 10 17,420 0 0
TYSON FOODS INC CL A 902494103 139,231 2,088,678 SH   DFND 14 243,507 1,845,171 0
TYSON FOODS INC CL A 902494103 3,466 52,000 SH   DFND 16 0 52,000 0
TYSON FOODS INC CL A 902494103 133 2,000 SH   DFND 18 0 2,000 0
UDR INC COM 902653104 12,142 315,127 SH   DFND 14 72,555 242,572 0
UDR INC COM 902653104 19 500 SH   DFND 16 0 500 0
UGI CORP NEW COM 902681105 87,606 2,174,375 SH   DFND 14 465,968 1,708,407 0
UGI CORP NEW COM 902681105 854 21,200 SH   DFND 16 0 21,200 0
UMB FINL CORP COM 902788108 5,229 101,270 SH   DFND 14 5,103 96,167 0
US BANCORP DEL COM NEW 902973304 117,079 2,884,433 SH   DFND 14 500,750 2,383,683 0
US BANCORP DEL COM NEW 902973304 3,489 85,954 SH   DFND 16 0 85,954 0
USANA HEALTH SCIENCES INC COM 90328M107 596 4,909 SH   DFND 10 4,909 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,206 26,408 SH   DFND 14 14,808 11,600 0
U S CONCRETE INC COM NEW 90333L201 54 899 SH   DFND 10 899 0 0
U S CONCRETE INC COM NEW 90333L201 1,990 33,400 SH   DFND 14 1,800 31,600 0
U S PHYSICAL THERAPY INC COM 90337L108 1,585 31,870 SH   DFND 14 1,570 30,300 0
U S SILICA HLDGS INC COM 90346E103 3,315 145,910 SH   DFND 14 7,210 138,700 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 8,003 41,309 SH   DFND 14 1,199 40,110 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 4,627 23,912 SH   DFND 14 2,482 21,430 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 168 870 SH   DFND 18 0 870 0
ULTRA CLEAN HLDGS INC COM 90385V107 131 24,390 SH   DFND 14 1,690 22,700 0
ULTRA PETROLEUM CORP COM 903914109 7 13,535 SH   DFND 14 8,535 5,000 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 100 1,574 SH   DFND 10 1,574 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 199 3,150 SH   DFND 14 2,250 900 0
ULTRATECH INC COM 904034105 1,372 62,830 SH   DFND 14 3,102 59,728 0
UMPQUA HLDGS CORP COM 904214103 12,270 773,649 SH   DFND 14 26,511 747,138 0
UMPQUA HLDGS CORP COM 904214103 70 4,400 SH   DFND 16 0 4,400 0
UNDER ARMOUR INC CL A 904311107 18,667 220,056 SH   DFND 14 50,818 169,238 0
UNDER ARMOUR INC CL A 904311107 37 440 SH   DFND 16 0 440 0
UNDER ARMOUR INC CL A 904311107 204 2,400 SH   DFND 18 0 2,400 0
UNIFI INC COM NEW 904677200 99 4,324 SH   DFND 10 4,324 0 0
UNIFI INC COM NEW 904677200 3,584 156,421 SH   DFND 14 26,251 130,170 0
UNIFIRST CORP MASS COM 904708104 7,695 70,518 SH   DFND 14 15,873 54,645 0
UNION BANKSHARES CORP NEW COM 90539J109 241 9,792 SH   DFND 10 9,792 0 0
UNION BANKSHARES CORP NEW COM 90539J109 2,099 85,231 SH   DFND 14 2,485 82,746 0
UNION PAC CORP COM 907818108 90,580 1,138,660 SH   DFND 14 299,024 839,636 0
UNION PAC CORP COM 907818108 138 1,740 SH   DFND 16 0 1,740 0
UNIT CORP COM 909218109 1,418 161,000 SH   DFND 14 5,977 155,023 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,936 158,962 SH   DFND 14 6,422 152,540 0
UNITED BANKSHARES INC WEST V COM 909907107 7,424 202,297 SH   DFND 14 24,095 178,202 0
UNITED CONTL HLDGS INC COM 910047109 46,850 782,659 SH   DFND 14 115,862 666,797 0
UNITED CONTL HLDGS INC COM 910047109 1,419 23,700 SH   DFND 16 0 23,700 0
UNITED FINL BANCORP INC NEW COM 910304104 397 31,505 SH   DFND 14 2,205 29,300 0
UNITED FIRE GROUP INC COM 910340108 194 4,427 SH   DFND 10 4,427 0 0
UNITED FIRE GROUP INC COM 910340108 9,698 221,313 SH   DFND 14 2,474 218,839 0
UNITED INS HLDGS CORP COM 910710102 41 2,159 SH   DFND 10 2,159 0 0
UNITED INS HLDGS CORP COM 910710102 8,502 442,580 SH   DFND 14 43,000 399,580 0
UNITED INS HLDGS CORP COM 910710102 96 5,000 SH   DFND 16 0 5,000 0
UNITED NAT FOODS INC COM 911163103 424 10,517 SH   DFND 10 10,517 0 0
UNITED NAT FOODS INC COM 911163103 8,322 206,511 SH   DFND 14 6,147 200,364 0
UNITED ONLINE INC COM NEW 911268209 738 63,914 SH   DFND 14 31,414 32,500 0
UNITED PARCEL SERVICE INC CL B 911312106 190,363 1,804,904 SH   DFND 14 311,766 1,493,138 0
UNITED PARCEL SERVICE INC CL B 911312106 268 2,540 SH   DFND 16 0 2,540 0
UNITED RENTALS INC COM 911363109 7,284 117,130 SH   DFND 14 25,925 91,205 0
UNITED RENTALS INC COM 911363109 12 200 SH   DFND 16 0 200 0
UNITED STATES CELLULAR CORP COM 911684108 1,400 30,634 SH   DFND 14 6,924 23,710 0
UNITED STATES LIME & MINERAL COM 911922102 430 7,167 SH   DFND 14 167 7,000 0
UNITED STATES STL CORP NEW COM 912909108 1,373 85,533 SH   DFND 14 11,485 74,048 0
UNITED TECHNOLOGIES CORP COM 913017109 433 4,330 SH   DFND 10 4,330 0 0
UNITED TECHNOLOGIES CORP COM 913017109 115,904 1,157,884 SH   DFND 14 253,863 904,021 0
UNITED TECHNOLOGIES CORP COM 913017109 167 1,670 SH   DFND 16 0 1,670 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 375 3,368 SH   DFND 10 3,368 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 37,754 338,814 SH   DFND 14 91,392 247,422 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 216 1,940 SH   DFND 16 0 1,940 0
UNITEDHEALTH GROUP INC COM 91324P102 307,805 2,387,940 SH   DFND 14 443,755 1,944,185 0
UNITEDHEALTH GROUP INC COM 91324P102 2,471 19,170 SH   DFND 16 0 19,170 0
UNITEDHEALTH GROUP INC COM 91324P102 6,651 51,600 SH   DFND 18 0 51,600 0
UNIVAR INC COM 91336L107 419 24,400 SH   DFND 14 20,900 3,500 0
UNIVERSAL CORP VA COM 913456109 5,843 102,860 SH   DFND 14 2,793 100,067 0
UNIVERSAL DISPLAY CORP COM 91347P105 122 2,248 SH   DFND 10 2,248 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 229 4,236 SH   DFND 14 2,336 1,900 0
UNIVERSAL ELECTRS INC COM 913483103 2,309 37,244 SH   DFND 14 1,926 35,318 0
UNIVERSAL FST PRODS INC COM 913543104 24,372 283,994 SH   DFND 14 34,669 249,325 0
UNIVERSAL FST PRODS INC COM 913543104 154 1,800 SH   DFND 16 0 1,800 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,776 31,571 SH   DFND 14 1,536 30,035 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,371 77,026 SH   DFND 14 3,826 73,200 0
UNIVERSAL HLTH SVCS INC CL B 913903100 17,555 140,752 SH   DFND 14 26,170 114,582 0
UNIVERSAL HLTH SVCS INC CL B 913903100 25 200 SH   DFND 16 0 200 0
UNIVERSAL TECHNICAL INST INC COM 913915104 213 49,511 SH   DFND 14 2,328 47,183 0
UNIVEST CORP PA COM 915271100 1,698 87,034 SH   DFND 14 1,171 85,863 0
UNUM GROUP COM 91529Y106 22,236 719,137 SH   DFND 14 92,194 626,943 0
UNUM GROUP COM 91529Y106 1,454 47,011 SH   DFND 16 0 47,011 0
URBAN OUTFITTERS INC COM 917047102 3,776 114,104 SH   DFND 14 23,993 90,111 0
URBAN OUTFITTERS INC COM 917047102 3 100 SH   DFND 16 0 100 0
URBAN OUTFITTERS INC COM 917047102 169 5,100 SH   DFND 18 0 5,100 0
URBAN EDGE PPTYS COM 91704F104 13,130 508,138 SH   DFND 14 137,225 370,913 0
URBAN EDGE PPTYS COM 91704F104 44 1,700 SH   DFND 16 0 1,700 0
URSTADT BIDDLE PPTYS INC CL A 917286205 34 1,618 SH   DFND 10 1,618 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,533 73,178 SH   DFND 14 3,328 69,850 0
US ECOLOGY INC COM 91732J102 3,495 79,138 SH   DFND 14 26,348 52,790 0
VCA INC COM 918194101 30,353 526,132 SH   DFND 14 144,980 381,152 0
VCA INC COM 918194101 150 2,600 SH   DFND 16 0 2,600 0
V F CORP COM 918204108 317 4,890 SH   DFND 10 4,890 0 0
V F CORP COM 918204108 28,391 438,398 SH   DFND 14 96,788 341,610 0
V F CORP COM 918204108 45 700 SH   DFND 16 0 700 0
V F CORP COM 918204108 201 3,100 SH   DFND 18 0 3,100 0
VSE CORP COM 918284100 1,723 25,384 SH   DFND 14 284 25,100 0
VOXX INTL CORP CL A 91829F104 200 44,658 SH   DFND 14 2,108 42,550 0
VWR CORP COM 91843L103 22,565 833,870 SH   DFND 14 208,860 625,010 0
VWR CORP COM 91843L103 400 14,800 SH   DFND 16 0 14,800 0
VWR CORP COM 91843L103 270 9,960 SH   DFND 18 0 9,960 0
VAIL RESORTS INC COM 91879Q109 213 1,595 SH   DFND 10 1,595 0 0
VAIL RESORTS INC COM 91879Q109 360 2,695 SH   DFND 14 2,145 550 0
VALE S A ADR REPSTG PFD 91912E204 465 149,000 SH   DFND 18 0 149,000 0
VALERO ENERGY CORP NEW COM 91913Y100 1,522 23,730 SH   DFND 10 23,730 0 0
VALERO ENERGY CORP NEW COM 91913Y100 189,140 2,948,863 SH   DFND 14 454,765 2,494,098 0
VALERO ENERGY CORP NEW COM 91913Y100 3,601 56,150 SH   DFND 16 0 56,150 0
VALERO ENERGY CORP NEW COM 91913Y100 1,122 17,500 SH   DFND 18 0 17,500 0
VALLEY NATL BANCORP COM 919794107 2,510 263,134 SH   DFND 14 27,167 235,967 0
VALMONT INDS INC COM 920253101 1,713 13,830 SH   DFND 14 2,145 11,685 0
VALSPAR CORP COM 920355104 5,791 54,107 SH   DFND 14 6,362 47,745 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 990 20,400 SH   DFND 18 0 20,400 0
VANTIV INC CL A 92210H105 2,955 54,850 SH   DFND 14 2,420 52,430 0
VARIAN MED SYS INC COM 92220P105 9,670 120,847 SH   DFND 14 27,773 93,074 0
VARIAN MED SYS INC COM 92220P105 20 255 SH   DFND 16 0 255 0
VASCO DATA SEC INTL INC COM 92230Y104 153 9,951 SH   DFND 10 9,951 0 0
VASCO DATA SEC INTL INC COM 92230Y104 1,104 71,668 SH   DFND 14 3,368 68,300 0
VASCULAR SOLUTIONS INC COM 92231M109 1,378 42,347 SH   DFND 14 2,147 40,200 0
VECTREN CORP COM 92240G101 27,254 539,052 SH   DFND 14 148,273 390,779 0
VECTREN CORP COM 92240G101 126 2,500 SH   DFND 16 0 2,500 0
VECTOR GROUP LTD COM 92240M108 217 9,514 SH   DFND 14 4,679 4,835 0
VEECO INSTRS INC DEL COM 922417100 1,862 95,573 SH   DFND 14 4,806 90,767 0
VECTRUS INC COM 92242T101 781 34,316 SH   DFND 14 581 33,735 0
VEDANTA LTD SPONSORED ADR 92242Y100 3,978 723,307 SH   DFND 14 0 723,307 0
VEDANTA LTD SPONSORED ADR 92242Y100 622 113,000 SH   DFND 16 0 113,000 0
VENTAS INC COM 92276F100 31,038 492,974 SH   DFND 14 100,858 392,116 0
VENTAS INC COM 92276F100 44 700 SH   DFND 16 0 700 0
VANGUARD INDEX FDS REIT ETF 922908553 26,864 320,571 SH   DFND 14 0 320,571 0
VANGUARD INDEX FDS REIT ETF 922908553 13,857 165,356 SH   DFND 3 165,356 0 0
VERA BRADLEY INC COM 92335C106 1,002 49,275 SH   DFND 14 2,475 46,800 0
VEREIT INC COM 92339V100 502 56,590 SH   DFND 14 14,800 41,790 0
VERIFONE SYS INC COM 92342Y109 1,887 66,824 SH   DFND 14 9,069 57,755 0
VERISIGN INC COM 92343E102 10,674 120,553 SH   DFND 14 28,000 92,553 0
VERISIGN INC COM 92343E102 22 245 SH   DFND 16 0 245 0
VERIZON COMMUNICATIONS INC COM 92343V104 1,765 32,635 SH   DFND 10 32,635 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 579,411 10,713,965 SH   DFND 14 1,958,299 8,755,666 0
VERIZON COMMUNICATIONS INC COM 92343V104 5,577 103,132 SH   DFND 16 0 103,132 0
VERINT SYS INC COM 92343X100 4,258 127,576 SH   DFND 14 37,011 90,565 0
VERINT SYS INC COM 92343X100 88 2,640 SH   DFND 18 0 2,640 0
VERITIV CORP COM 923454102 123 3,308 SH   DFND 10 3,308 0 0
VERITIV CORP COM 923454102 1,822 48,903 SH   DFND 14 10,365 38,538 0
VERISK ANALYTICS INC COM 92345Y106 15,007 187,774 SH   DFND 14 43,264 144,510 0
VERISK ANALYTICS INC COM 92345Y106 24 300 SH   DFND 16 0 300 0
VERTEX PHARMACEUTICALS INC COM 92532F100 34,413 432,917 SH   DFND 14 96,519 336,398 0
VERTEX PHARMACEUTICALS INC COM 92532F100 358 4,500 SH   DFND 16 0 4,500 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,674 58,800 SH   DFND 18 0 58,800 0
VIAD CORP COM NEW 92552R406 2,171 74,442 SH   DFND 14 10,858 63,584 0
VIASAT INC COM 92552V100 175 2,377 SH   DFND 10 2,377 0 0
VIASAT INC COM 92552V100 7,914 107,704 SH   DFND 14 5,372 102,332 0
VIACOM INC NEW CL B 92553P201 58,496 1,417,049 SH   DFND 14 269,970 1,147,079 0
VIACOM INC NEW CL B 92553P201 2,542 61,588 SH   DFND 16 0 61,588 0
VIACOM INC NEW CL B 92553P201 186 4,500 SH   DFND 18 0 4,500 0
VIAVI SOLUTIONS INC COM 925550105 3,791 552,600 SH   DFND 14 17,946 534,654 0
VICOR CORP COM 925815102 503 47,952 SH   DFND 14 2,140 45,812 0
VISA INC COM CL A 92826C839 577 7,540 SH   DFND 10 7,540 0 0
VISA INC COM CL A 92826C839 283,925 3,712,412 SH   DFND 14 677,746 3,034,666 0
VISA INC COM CL A 92826C839 1,962 25,660 SH   DFND 16 0 25,660 0
VIRTUSA CORP COM 92827P102 4,722 126,051 SH   DFND 14 19,521 106,530 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,274 16,308 SH   DFND 14 955 15,353 0
VISHAY INTERTECHNOLOGY INC COM 928298108 470 38,491 SH   DFND 10 38,491 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 7,184 588,338 SH   DFND 14 15,706 572,632 0
VISTA OUTDOOR INC COM 928377100 4,670 89,968 SH   DFND 14 5,244 84,724 0
VISTEON CORP COM NEW 92839U206 6,727 84,523 SH   DFND 14 723 83,800 0
VITAMIN SHOPPE INC COM 92849E101 1,924 62,159 SH   DFND 14 3,209 58,950 0
VMWARE INC CL A COM 928563402 315 6,022 SH   DFND 14 1,482 4,540 0
VONAGE HLDGS CORP COM 92886T201 209 45,798 SH   DFND 10 45,798 0 0
VONAGE HLDGS CORP COM 92886T201 1,949 426,557 SH   DFND 14 217,657 208,900 0
VORNADO RLTY TR SH BEN INT 929042109 21,086 223,294 SH   DFND 14 51,218 172,076 0
VORNADO RLTY TR SH BEN INT 929042109 33 351 SH   DFND 16 0 351 0
VOYA FINL INC COM 929089100 16,903 567,790 SH   DFND 14 70,800 496,990 0
VULCAN MATLS CO COM 929160109 21,152 200,362 SH   DFND 14 38,403 161,959 0
VULCAN MATLS CO COM 929160109 31 290 SH   DFND 16 0 290 0
WD-40 CO COM 929236107 3,486 32,273 SH   DFND 14 1,790 30,483 0
WGL HLDGS INC COM 92924F106 374 5,167 SH   DFND 10 5,167 0 0
WGL HLDGS INC COM 92924F106 12,836 177,368 SH   DFND 14 29,496 147,872 0
WABCO HLDGS INC COM 92927K102 417 3,900 SH   DFND 10 3,900 0 0
WABCO HLDGS INC COM 92927K102 398 3,720 SH   DFND 14 1,022 2,698 0
WSFS FINL CORP COM 929328102 5,226 160,711 SH   DFND 14 19,573 141,138 0
WNS HOLDINGS LTD SPON ADR 92932M101 223 7,276 SH   DFND 10 7,276 0 0
W P CAREY INC COM 92936U109 6,075 97,600 SH   DFND 14 5,400 92,200 0
W P CAREY INC COM 92936U109 149 2,400 SH   DFND 16 0 2,400 0
WP GLIMCHER IN COM 92939N102 1,060 111,692 SH   DFND 14 14,631 97,061 0
WP GLIMCHER IN COM 92939N102 1,318 138,916 SH   DFND 3 0 138,916 0
WEC ENERGY GROUP INC COM 92939U106 523 8,700 SH   DFND 10 8,700 0 0
WEC ENERGY GROUP INC COM 92939U106 24,365 405,616 SH   DFND 14 90,236 315,380 0
WEC ENERGY GROUP INC COM 92939U106 39 655 SH   DFND 16 0 655 0
WABASH NATL CORP COM 929566107 24,925 1,888,258 SH   DFND 14 343,721 1,544,537 0
WABASH NATL CORP COM 929566107 259 19,600 SH   DFND 16 0 19,600 0
WABTEC CORP COM 929740108 14,116 178,036 SH   DFND 14 19,218 158,818 0
WABTEC CORP COM 929740108 32 400 SH   DFND 16 0 400 0
WADDELL & REED FINL INC CL A 930059100 1,065 45,246 SH   DFND 10 45,246 0 0
WADDELL & REED FINL INC CL A 930059100 3,525 149,727 SH   DFND 14 38,218 111,509 0
WAGEWORKS INC COM 930427109 4,314 85,240 SH   DFND 14 4,390 80,850 0
WAL-MART STORES INC COM 931142103 333,671 4,871,816 SH   DFND 14 795,380 4,076,436 0
WAL-MART STORES INC COM 931142103 6,774 98,905 SH   DFND 16 0 98,905 0
WAL-MART STORES INC COM 931142103 363 5,300 SH   DFND 18 0 5,300 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 93,380 1,108,502 SH   DFND 14 245,930 862,572 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 151 1,795 SH   DFND 16 0 1,795 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 388 4,600 SH   DFND 18 0 4,600 0
WALKER & DUNLOP INC COM 93148P102 430 17,731 SH   DFND 10 17,731 0 0
WALKER & DUNLOP INC COM 93148P102 12,055 496,721 SH   DFND 14 105,700 391,021 0
WASHINGTON FED INC COM 938824109 18,029 795,980 SH   DFND 14 34,858 761,122 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 225 7,693 SH   DFND 14 3,923 3,770 0
WASHINGTON TR BANCORP COM 940610108 1,151 30,849 SH   DFND 14 21,494 9,355 0
WASTE CONNECTIONS INC COM 941053100 4,721 73,098 SH   DFND 14 10,156 62,942 0
WASTE MGMT INC DEL COM 94106L109 31,226 529,259 SH   DFND 14 118,625 410,634 0
WASTE MGMT INC DEL COM 94106L109 48 815 SH   DFND 16 0 815 0
WATERS CORP COM 941848103 13,434 101,834 SH   DFND 14 23,616 78,218 0
WATERS CORP COM 941848103 23 175 SH   DFND 16 0 175 0
WATSCO INC COM 942622200 12,446 92,367 SH   DFND 14 10,589 81,778 0
WATSCO INC COM 942622200 55 410 SH   DFND 16 0 410 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,732 67,698 SH   DFND 14 3,571 64,127 0
WEB COM GROUP INC COM 94733A104 538 27,169 SH   DFND 14 2,469 24,700 0
WEBMD HEALTH CORP COM 94770V102 1,533 24,479 SH   DFND 14 22,748 1,731 0
WEBSTER FINL CORP CONN COM 947890109 2,835 78,966 SH   DFND 14 32,090 46,876 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 20,796 554,261 SH   DFND 14 121,417 432,844 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 139 3,700 SH   DFND 16 0 3,700 0
WELLCARE HEALTH PLANS INC COM 94946T106 448 4,829 SH   DFND 10 4,829 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 34,801 375,213 SH   DFND 14 97,840 277,373 0
WELLCARE HEALTH PLANS INC COM 94946T106 133 1,430 SH   DFND 16 0 1,430 0
WELLS FARGO & CO NEW COM 949746101 2,089 43,200 SH   DFND 10 43,200 0 0
WELLS FARGO & CO NEW COM 949746101 458,607 9,483,186 SH   DFND 14 2,155,710 7,327,476 0
WELLS FARGO & CO NEW COM 949746101 8,964 185,360 SH   DFND 16 0 185,360 0
WELLTOWER INC COM 95040Q104 30,666 442,262 SH   DFND 14 101,237 341,025 0
WELLTOWER INC COM 95040Q104 49 700 SH   DFND 16 0 700 0
WELLTOWER INC COM 95040Q104 124,402 1,794,085 SH   DFND 3 248,116 1,545,969 0
WENDYS CO COM 95058W100 1,473 135,291 SH   DFND 14 17,073 118,218 0
WERNER ENTERPRISES INC COM 950755108 3,166 116,565 SH   DFND 14 10,969 105,596 0
WERNER ENTERPRISES INC COM 950755108 8 300 SH   DFND 16 0 300 0
WESBANCO INC COM 950810101 4,159 139,983 SH   DFND 14 33,549 106,434 0
WESCO AIRCRAFT HLDGS INC COM 950814103 6,478 450,143 SH   DFND 14 204,243 245,900 0
WESCO INTL INC COM 95082P105 12,356 226,017 SH   DFND 14 10,627 215,390 0
WEST BANCORPORATION INC CAP STK 95123P106 848 46,500 SH   DFND 14 941 45,559 0
WEST CORP COM 952355204 12,217 535,367 SH   DFND 14 14,800 520,567 0
WEST CORP COM 952355204 351 15,400 SH   DFND 16 0 15,400 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 16,808 242,474 SH   DFND 14 97,336 145,138 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 28 400 SH   DFND 16 0 400 0
WESTAMERICA BANCORPORATION COM 957090103 3,005 61,696 SH   DFND 14 3,217 58,479 0
WESTAR ENERGY INC COM 95709T100 4,192 84,499 SH   DFND 14 11,876 72,623 0
WESTAR ENERGY INC COM 95709T100 102 2,050 SH   DFND 18 0 2,050 0
WESTERN ALLIANCE BANCORP COM 957638109 2,646 79,258 SH   DFND 14 51,555 27,703 0
WESTERN ASSET MTG CAP CORP COM 95790D105 472 46,935 SH   DFND 14 2,135 44,800 0
WESTERN DIGITAL CORP COM 958102105 155 3,280 SH   DFND 10 3,280 0 0
WESTERN DIGITAL CORP COM 958102105 35,199 745,117 SH   DFND 14 89,856 655,261 0
WESTERN DIGITAL CORP COM 958102105 1,557 32,950 SH   DFND 16 0 32,950 0
WESTERN REFNG INC COM 959319104 73,889 2,540,002 SH   DFND 14 347,991 2,192,011 0
WESTERN REFNG INC COM 959319104 1,167 40,100 SH   DFND 16 0 40,100 0
WESTERN UN CO COM 959802109 21,949 1,137,836 SH   DFND 14 166,709 971,127 0
WESTERN UN CO COM 959802109 1,313 68,085 SH   DFND 16 0 68,085 0
WESTLAKE CHEM CORP COM 960413102 86,306 1,864,052 SH   DFND 14 164,472 1,699,580 0
WESTLAKE CHEM CORP COM 960413102 2,093 45,200 SH   DFND 16 0 45,200 0
WESTROCK CO COM 96145D105 12,875 329,863 SH   DFND 14 71,074 258,789 0
WESTROCK CO COM 96145D105 18 466 SH   DFND 16 0 466 0
WESTROCK CO COM 96145D105 254 6,500 SH   DFND 18 0 6,500 0
WEX INC COM 96208T104 1,938 23,248 SH   DFND 14 3,281 19,967 0
WEYERHAEUSER CO COM 962166104 30,156 973,395 SH   DFND 14 220,397 752,998 0
WEYERHAEUSER CO COM 962166104 48 1,560 SH   DFND 16 0 1,560 0
WHIRLPOOL CORP COM 963320106 37,536 208,138 SH   DFND 14 97,533 110,605 0
WHIRLPOOL CORP COM 963320106 31 174 SH   DFND 16 0 174 0
WHIRLPOOL CORP COM 963320106 171 950 SH   DFND 18 0 950 0
WHITEWAVE FOODS CO COM 966244105 433 10,648 SH   DFND 10 10,648 0 0
WHITEWAVE FOODS CO COM 966244105 4,171 102,642 SH   DFND 14 14,497 88,145 0
WHITING PETE CORP NEW COM 966387102 96 12,039 SH   DFND 14 3,204 8,835 0
WHOLE FOODS MKT INC COM 966837106 12,841 412,756 SH   DFND 14 93,490 319,266 0
WHOLE FOODS MKT INC COM 966837106 22 700 SH   DFND 16 0 700 0
WILEY JOHN & SONS INC CL A 968223206 5,731 117,215 SH   DFND 14 6,187 111,028 0
WILLIAMS COS INC DEL COM 969457100 15,781 982,033 SH   DFND 14 191,833 790,200 0
WILLIAMS COS INC DEL COM 969457100 21 1,285 SH   DFND 16 0 1,285 0
WILLIAMS COS INC DEL COM 969457100 325 20,200 SH   DFND 18 0 20,200 0
WILLIAMS SONOMA INC COM 969904101 2,706 49,429 SH   DFND 14 7,119 42,310 0
WILSHIRE BANCORP INC COM 97186T108 8,809 855,270 SH   DFND 14 162,647 692,623 0
WINNEBAGO INDS INC COM 974637100 285 12,709 SH   DFND 10 12,709 0 0
WINNEBAGO INDS INC COM 974637100 1,560 69,484 SH   DFND 14 3,098 66,386 0
WINTRUST FINL CORP COM 97650W108 8,198 184,887 SH   DFND 14 5,801 179,086 0
WIPRO LTD SPON ADR 1 SH 97651M109 13,560 1,077,941 SH   DFND 14 0 1,077,941 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,669 212,200 SH   DFND 16 0 212,200 0
WISDOMTREE INVTS INC COM 97717P104 798 69,800 SH   DFND 14 13,100 56,700 0
WOLVERINE WORLD WIDE INC COM 978097103 15,813 858,492 SH   DFND 14 94,262 764,230 0
WOLVERINE WORLD WIDE INC COM 978097103 271 14,700 SH   DFND 16 0 14,700 0
WOODWARD INC COM 980745103 391 7,508 SH   DFND 10 7,508 0 0
WOODWARD INC COM 980745103 1,895 36,431 SH   DFND 14 7,447 28,984 0
WORKDAY INC CL A 98138H101 224 2,910 SH   DFND 14 1,740 1,170 0
WORLD ACCEP CORP DEL COM 981419104 54 1,414 SH   DFND 10 1,414 0 0
WORLD ACCEP CORP DEL COM 981419104 1,017 26,822 SH   DFND 14 1,042 25,780 0
WORLD FUEL SVCS CORP COM 981475106 19,486 401,103 SH   DFND 14 122,059 279,044 0
WORLD FUEL SVCS CORP COM 981475106 126 2,600 SH   DFND 16 0 2,600 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,432 81,098 SH   DFND 14 3,798 77,300 0
WORTHINGTON INDS INC COM 981811102 191 5,348 SH   DFND 10 5,348 0 0
WORTHINGTON INDS INC COM 981811102 39,891 1,119,268 SH   DFND 14 302,264 817,004 0
WORTHINGTON INDS INC COM 981811102 246 6,900 SH   DFND 16 0 6,900 0
WPX ENERGY INC COM 98212B103 959 137,212 SH   DFND 14 17,773 119,439 0
WYNDHAM WORLDWIDE CORP COM 98310W108 877 11,480 SH   DFND 10 11,480 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 115,430 1,510,275 SH   DFND 14 242,836 1,267,439 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,172 15,340 SH   DFND 16 0 15,340 0
WYNN RESORTS LTD COM 983134107 9,427 100,899 SH   DFND 14 24,010 76,889 0
WYNN RESORTS LTD COM 983134107 17 180 SH   DFND 16 0 180 0
XO GROUP INC COM 983772104 326 20,300 SH   DFND 10 20,300 0 0
XO GROUP INC COM 983772104 1,489 92,758 SH   DFND 14 3,063 89,695 0
XPO LOGISTICS INC COM 983793100 224 7,289 SH   DFND 14 3,889 3,400 0
XCEL ENERGY INC COM 98389B100 27,290 652,554 SH   DFND 14 143,646 508,908 0
XCEL ENERGY INC COM 98389B100 45 1,080 SH   DFND 16 0 1,080 0
XILINX INC COM 983919101 15,035 316,985 SH   DFND 14 73,439 243,546 0
XILINX INC COM 983919101 24 500 SH   DFND 16 0 500 0
XENIA HOTELS & RESORTS INC COM 984017103 20,658 1,322,550 SH   DFND 14 481,000 841,550 0
XENIA HOTELS & RESORTS INC COM 984017103 387 24,800 SH   DFND 16 0 24,800 0
XEROX CORP COM 984121103 453 40,630 SH   DFND 10 40,630 0 0
XEROX CORP COM 984121103 34,585 3,099,001 SH   DFND 14 371,789 2,727,212 0
XEROX CORP COM 984121103 1,716 153,734 SH   DFND 16 0 153,734 0
XYLEM INC COM 98419M100 9,031 220,805 SH   DFND 14 49,683 171,122 0
XYLEM INC COM 98419M100 12 300 SH   DFND 16 0 300 0
XURA INC COM 98420V107 350 17,770 SH   DFND 14 1,260 16,510 0
YAHOO INC COM 984332106 39,445 1,071,579 SH   DFND 14 246,364 825,215 0
YAHOO INC COM 984332106 65 1,760 SH   DFND 16 0 1,760 0
YELP INC CL A 985817105 42 2,090 SH   DFND 14 790 1,300 0
YELP INC CL A 985817105 257 12,910 SH   DFND 18 0 12,910 0
YUM BRANDS INC COM 988498101 98,186 1,199,583 SH   DFND 14 162,259 1,037,324 0
YUM BRANDS INC COM 988498101 74 910 SH   DFND 16 0 910 0
YUM BRANDS INC COM 988498101 143 1,750 SH   DFND 18 0 1,750 0
ZAGG INC COM 98884U108 43 4,823 SH   DFND 10 4,823 0 0
ZAGG INC COM 98884U108 617 68,500 SH   DFND 14 1,200 67,300 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 15,773 228,596 SH   DFND 14 44,816 183,780 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 62 900 SH   DFND 16 0 900 0
ZELTIQ AESTHETICS INC COM 98933Q108 2,049 75,437 SH   DFND 14 3,837 71,600 0
ZIMMER BIOMET HLDGS INC COM 98956P102 23,742 222,661 SH   DFND 14 50,781 171,880 0
ZIMMER BIOMET HLDGS INC COM 98956P102 40 375 SH   DFND 16 0 375 0
ZIONS BANCORPORATION COM 989701107 7,911 326,759 SH   DFND 14 66,516 260,243 0
ZIONS BANCORPORATION COM 989701107 8 350 SH   DFND 16 0 350 0
ZIOPHARM ONCOLOGY INC COM 98973P101 82 11,053 SH   DFND 14 5,764 5,289 0
ZIX CORP COM 98974P100 101 25,623 SH   DFND 14 3,223 22,400 0
ZOETIS INC CL A 98978V103 449 10,120 SH   DFND 10 10,120 0 0
ZOETIS INC CL A 98978V103 24,457 551,692 SH   DFND 14 130,790 420,902 0
ZOETIS INC CL A 98978V103 40 900 SH   DFND 16 0 900 0
ZUMIEZ INC COM 989817101 675 33,889 SH   DFND 10 33,889 0 0
ZUMIEZ INC COM 989817101 953 47,835 SH   DFND 14 2,266 45,569 0
ZYNGA INC CL A 98986T108 116 50,800 SH   DFND 14 11,300 39,500 0
ZYNGA INC CL A 98986T108 83 36,270 SH   DFND 18 0 36,270 0
ABENGOA YIELD PLC ORD SHS G00349103 1,700 95,630 SH   DFND 14 2,630 93,000 0
AIRCASTLE LTD COM G0129K104 14,297 642,847 SH   DFND 14 3,519 639,328 0
ALKERMES PLC SHS G01767105 1,409 41,215 SH   DFND 14 2,467 38,748 0
ALLEGION PUB LTD CO ORD SHS G0176J109 7,556 118,593 SH   DFND 14 27,600 90,993 0
ALLEGION PUB LTD CO ORD SHS G0176J109 11 166 SH   DFND 16 0 166 0
ALLERGAN PLC SHS G0177J108 1,253 4,675 SH   DFND 10 4,675 0 0
ALLERGAN PLC SHS G0177J108 141,782 528,977 SH   DFND 14 152,653 376,324 0
ALLERGAN PLC SHS G0177J108 220 821 SH   DFND 16 0 821 0
AMBARELLA INC SHS G037AX101 128 2,859 SH   DFND 10 2,859 0 0
AMBARELLA INC SHS G037AX101 89 1,990 SH   DFND 14 1,790 200 0
AON PLC SHS CL A G0408V102 33,969 325,218 SH   DFND 14 77,681 247,537 0
AON PLC SHS CL A G0408V102 60 575 SH   DFND 16 0 575 0
ARCH CAP GROUP LTD ORD G0450A105 230 3,231 SH   DFND 10 3,231 0 0
ARCH CAP GROUP LTD ORD G0450A105 520 7,320 SH   DFND 14 2,165 5,155 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 8,709 151,745 SH   DFND 14 1,665 150,080 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 396 8,295 SH   DFND 10 8,295 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 28,198 591,160 SH   DFND 14 110,836 480,324 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 91 1,900 SH   DFND 16 0 1,900 0
ARRIS INTL INC SHS G0551A103 25,850 1,127,832 SH   DFND 14 265,958 861,874 0
ARRIS INTL INC SHS G0551A103 121 5,300 SH   DFND 16 0 5,300 0
ASSURED GUARANTY LTD COM G0585R106 1,377 54,420 SH   DFND 14 1,995 52,425 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 10,409 187,693 SH   DFND 14 10,493 177,200 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 505 4,380 SH   DFND 10 4,380 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 185,478 1,607,265 SH   DFND 14 320,475 1,286,790 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,142 9,900 SH   DFND 16 0 9,900 0
BELMOND LTD CL A G1154H107 2,515 264,974 SH   DFND 14 10,774 254,200 0
BUNGE LIMITED COM G16962105 118,081 2,083,665 SH   DFND 14 289,410 1,794,255 0
BUNGE LIMITED COM G16962105 1,258 22,200 SH   DFND 16 0 22,200 0
DELPHI AUTOMOTIVE PLC SHS G27823106 395 5,260 SH   DFND 10 5,260 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 24,934 332,365 SH   DFND 14 79,230 253,135 0
DELPHI AUTOMOTIVE PLC SHS G27823106 41 540 SH   DFND 16 0 540 0
EATON CORP PLC SHS G29183103 124,675 1,992,886 SH   DFND 14 215,756 1,777,130 0
EATON CORP PLC SHS G29183103 3,964 63,363 SH   DFND 16 0 63,363 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 36,772 562,784 SH   DFND 14 98,507 464,277 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 91 1,400 SH   DFND 16 0 1,400 0
ENDO INTL PLC SHS G30401106 6,981 247,990 SH   DFND 14 57,598 190,392 0
ENDO INTL PLC SHS G30401106 13 450 SH   DFND 16 0 450 0
ENSCO PLC SHS CLASS A G3157S106 83,150 8,018,320 SH   DFND 14 883,770 7,134,550 0
ENSCO PLC SHS CLASS A G3157S106 1,296 125,000 SH   DFND 16 0 125,000 0
ESSENT GROUP LTD COM G3198U102 4,619 222,050 SH   DFND 14 91,450 130,600 0
EVEREST RE GROUP LTD COM G3223R108 446 2,260 SH   DFND 10 2,260 0 0
EVEREST RE GROUP LTD COM G3223R108 23,170 117,356 SH   DFND 14 8,582 108,774 0
EVEREST RE GROUP LTD COM G3223R108 1,718 8,700 SH   DFND 16 0 8,700 0
FABRINET SHS G3323L100 2,696 83,329 SH   DFND 14 3,829 79,500 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 11,154 265,140 SH   DFND 14 12,324 252,816 0
EROS INTL PLC SHS NEW G3788M114 405 35,200 SH   DFND 14 1,500 33,700 0
GENPACT LIMITED SHS G3922B107 1,452 53,417 SH   DFND 14 2,657 50,760 0
HELEN OF TROY CORP LTD COM G4388N106 7,034 67,833 SH   DFND 14 3,483 64,350 0
HERBALIFE LTD COM USD SHS G4412G101 266 4,321 SH   DFND 14 1,287 3,034 0
INGERSOLL-RAND PLC SHS G47791101 19,621 316,423 SH   DFND 14 73,108 243,315 0
INGERSOLL-RAND PLC SHS G47791101 31 500 SH   DFND 16 0 500 0
WEATHERFORD INTL PLC ORD SHS G48833100 469 60,324 SH   DFND 14 12,100 48,224 0
INVESCO LTD SHS G491BT108 15,988 519,584 SH   DFND 14 120,810 398,774 0
INVESCO LTD SHS G491BT108 24 775 SH   DFND 16 0 775 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 78,104 598,267 SH   DFND 14 99,815 498,452 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,281 9,810 SH   DFND 16 0 9,810 0
LAZARD LTD SHS A G54050102 5,927 152,745 SH   DFND 14 3,245 149,500 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 230 6,124 SH   DFND 14 5,482 642 0
LIVANOVA PLC SHS G5509L101 14,020 259,719 SH   DFND 14 65,432 194,287 0
LIVANOVA PLC SHS G5509L101 54 1,000 SH   DFND 16 0 1,000 0
LUXOFT HLDG INC ORD SHS CL A G57279104 339 6,160 SH   DFND 14 1,060 5,100 0
MAIDEN HOLDINGS LTD SHS G5753U112 1,876 144,944 SH   DFND 14 33,344 111,600 0
MALLINCKRODT PUB LTD CO SHS G5785G107 114,846 1,874,119 SH   DFND 14 252,418 1,621,701 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,164 19,000 SH   DFND 16 0 19,000 0
MARKIT LTD SHS G58249106 737 20,840 SH   DFND 10 20,840 0 0
MARKIT LTD SHS G58249106 39 1,093 SH   DFND 14 1,093 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 307 29,740 SH   DFND 14 6,840 22,900 0
MEDTRONIC PLC SHS G5960L103 188 2,510 SH   DFND 10 2,510 0 0
MEDTRONIC PLC SHS G5960L103 234,738 3,129,836 SH   DFND 14 714,700 2,415,136 0
MEDTRONIC PLC SHS G5960L103 1,121 14,940 SH   DFND 16 0 14,940 0
MICHAEL KORS HLDGS LTD SHS G60754101 88,323 1,550,610 SH   DFND 14 177,840 1,372,770 0
MICHAEL KORS HLDGS LTD SHS G60754101 1,181 20,740 SH   DFND 16 0 20,740 0
NABORS INDUSTRIES LTD SHS G6359F103 21,402 2,326,289 SH   DFND 14 639,332 1,686,957 0
NABORS INDUSTRIES LTD SHS G6359F103 128 13,900 SH   DFND 16 0 13,900 0
NIELSEN HLDGS PLC SHS EUR G6518L108 22,787 432,718 SH   DFND 14 102,512 330,206 0
NIELSEN HLDGS PLC SHS EUR G6518L108 38 730 SH   DFND 16 0 730 0
NOBLE CORP PLC SHS USD G65431101 13,907 1,343,642 SH   DFND 14 80,450 1,263,192 0
NOBLE CORP PLC SHS USD G65431101 977 94,400 SH   DFND 16 0 94,400 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 207 3,740 SH   DFND 14 2,200 1,540 0
PROTHENA CORP PLC SHS G72800108 2,933 71,270 SH   DFND 14 69,670 1,600 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,785 39,929 SH   DFND 14 5,348 34,581 0
ROWAN COMPANIES PLC SHS CL A G7665A101 807 50,100 SH   DFND 10 50,100 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 9,060 562,727 SH   DFND 14 32,707 530,020 0
ROWAN COMPANIES PLC SHS CL A G7665A101 443 27,500 SH   DFND 16 0 27,500 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 15,108 438,550 SH   DFND 14 169,900 268,650 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 21 620 SH   DFND 16 0 620 0
PENTAIR PLC SHS G7S00T104 13,845 255,165 SH   DFND 14 51,495 203,670 0
PENTAIR PLC SHS G7S00T104 19 346 SH   DFND 16 0 346 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 7,273 523,609 SH   DFND 14 3,140 520,469 0
SIGNET JEWELERS LIMITED SHS G81276100 12,336 99,462 SH   DFND 14 23,357 76,105 0
SIGNET JEWELERS LIMITED SHS G81276100 20 160 SH   DFND 16 0 160 0
STERIS PLC SHS USD G84720104 689 9,693 SH   DFND 10 9,693 0 0
STERIS PLC SHS USD G84720104 29,380 413,505 SH   DFND 14 127,495 286,010 0
STERIS PLC SHS USD G84720104 156 2,200 SH   DFND 16 0 2,200 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 771 51,930 SH   DFND 14 1,180 50,750 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 4,089 299,350 SH   DFND 14 88,450 210,900 0
TYCO INTL PLC SHS G91442106 18,420 501,775 SH   DFND 14 118,600 383,175 0
TYCO INTL PLC SHS G91442106 32 860 SH   DFND 16 0 860 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,704 78,487 SH   DFND 14 4,697 73,790 0
WHITE MTNS INS GROUP LTD COM G9618E107 418 521 SH   DFND 14 222 299 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 19,077 160,773 SH   DFND 14 37,501 123,272 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 35 297 SH   DFND 16 0 297 0
PERRIGO CO PLC SHS G97822103 22,422 175,269 SH   DFND 14 42,030 133,239 0
PERRIGO CO PLC SHS G97822103 38 300 SH   DFND 16 0 300 0
XL GROUP PLC SHS G98290102 20,554 558,531 SH   DFND 14 91,495 467,036 0
XL GROUP PLC SHS G98290102 20 555 SH   DFND 16 0 555 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 12,906 369,377 SH   DFND 14 16,111 353,266 0
CHUBB LIMITED COM H1467J104 490 4,110 SH   DFND 10 4,110 0 0
CHUBB LIMITED COM H1467J104 92,523 776,523 SH   DFND 14 143,111 633,412 0
CHUBB LIMITED COM H1467J104 3,423 28,728 SH   DFND 16 0 28,728 0
GARMIN LTD SHS H2906T109 5,498 137,600 SH   DFND 14 32,600 105,000 0
GARMIN LTD SHS H2906T109 8 200 SH   DFND 16 0 200 0
TE CONNECTIVITY LTD REG SHS H84989104 27,590 445,574 SH   DFND 14 103,229 342,345 0
TE CONNECTIVITY LTD REG SHS H84989104 53 850 SH   DFND 16 0 850 0
TRANSOCEAN LTD REG SHS H8817H100 3,593 393,150 SH   DFND 14 86,850 306,300 0
TRANSOCEAN LTD REG SHS H8817H100 5 570 SH   DFND 16 0 570 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 2,582 106,900 SH   DFND 14 58,200 48,700 0
GLOBANT S A COM L44385109 3,115 100,950 SH   DFND 14 21,150 79,800 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 19,446 222,320 SH   DFND 14 29,236 193,084 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,251 14,300 SH   DFND 16 0 14,300 0
ORBOTECH LTD ORD M75253100 8,497 357,300 SH   DFND 14 0 357,300 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 692 4,830 SH   DFND 10 4,830 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 119 834 SH   DFND 14 812 22 0
AERCAP HOLDINGS NV SHS N00985106 4,350 112,234 SH   DFND 14 9,806 102,428 0
AERCAP HOLDINGS NV SHS N00985106 477 12,300 SH   DFND 16 0 12,300 0
AVG TECHNOLOGIES N V SHS N07831105 7,915 381,450 SH   DFND 14 150,750 230,700 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 285 7,648 SH   DFND 14 7,470 178 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 367 4,290 SH   DFND 10 4,290 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 177,584 2,075,059 SH   DFND 14 343,084 1,731,975 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 2,706 31,620 SH   DFND 16 0 31,620 0
MYLAN N V SHS EURO N59465109 590 12,730 SH   DFND 10 12,730 0 0
MYLAN N V SHS EURO N59465109 22,773 491,334 SH   DFND 14 117,047 374,287 0
MYLAN N V SHS EURO N59465109 37 795 SH   DFND 16 0 795 0
NXP SEMICONDUCTORS N V COM N6596X109 19,092 235,504 SH   DFND 14 39,371 196,133 0
NXP SEMICONDUCTORS N V COM N6596X109 1,281 15,800 SH   DFND 16 0 15,800 0
SAPIENS INTL CORP N V SHS NEW N7716A151 400 33,400 SH   DFND 14 1,000 32,400 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 18,154 220,985 SH   DFND 14 48,695 172,290 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 222 2,700 SH   DFND 16 0 2,700 0
ARDMORE SHIPPING CORP COM Y0207T100 220 26,000 SH   DFND 14 700 25,300 0
BROADCOM LTD SHS Y09827109 1,953 12,640 SH   DFND 10 12,640 0 0
BROADCOM LTD SHS Y09827109 87,791 568,227 SH   DFND 14 106,463 461,764 0
BROADCOM LTD SHS Y09827109 122 790 SH   DFND 16 0 790 0
DHT HOLDINGS INC SHS NEW Y2065G121 2,984 518,000 SH   DFND 14 4,400 513,600 0
DORIAN LPG LTD SHS USD Y2106R110 666 70,800 SH   DFND 14 1,300 69,500 0
FLEXTRONICS INTL LTD ORD Y2573F102 333 27,592 SH   DFND 10 27,592 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 2,252 186,726 SH   DFND 14 5,084 181,642 0
SCORPIO TANKERS INC SHS Y7542C106 4,140 710,182 SH   DFND 14 9,482 700,700 0
TEEKAY TANKERS LTD CL A Y8565N102 1,056 287,693 SH   DFND 14 4,193 283,500 0