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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAC HLDGS INC COM 000307108 394 22,671 SH   DFND 10 22,671 0 0
AAC HLDGS INC COM 000307108 13 730 SH   DFND 14 730 0 0
AAON INC COM PAR $0.004 000360206 3,178 110,276 SH   DFND 14 40,413 69,863 0
AAR CORP COM 000361105 4,115 131,382 SH   DFND 14 5,659 125,723 0
ACCO BRANDS CORP COM 00081T108 5,670 588,216 SH   DFND 14 12,475 575,741 0
ABM INDS INC COM 000957100 4,072 102,572 SH   DFND 14 12,245 90,327 0
AEP INDS INC COM 001031103 231 2,116 SH   DFND 10 2,116 0 0
AEP INDS INC COM 001031103 55 505 SH   DFND 14 505 0 0
AFLAC INC COM 001055102 1,707 23,745 SH   DFND 10 23,745 0 0
AFLAC INC COM 001055102 129,095 1,796,225 SH   DFND 14 336,785 1,459,440 0
AFLAC INC COM 001055102 681 9,480 SH   DFND 16 0 9,480 0
AGCO CORP COM 001084102 15,453 313,330 SH   DFND 14 34,255 279,075 0
AG MTG INVT TR INC COM 001228105 6,095 386,977 SH   DFND 14 36,196 350,781 0
AES CORP COM 00130H105 103,694 8,069,560 SH   DFND 14 1,571,638 6,497,922 0
AES CORP COM 00130H105 264 20,510 SH   DFND 16 0 20,510 0
AK STL HLDG CORP COM 001547108 2,033 420,949 SH   DFND 14 39,490 381,459 0
AMAG PHARMACEUTICALS INC COM 00163U106 5,815 237,267 SH   DFND 14 5,707 231,560 0
AMC NETWORKS INC CL A 00164V103 15,634 301,463 SH   DFND 14 32,996 268,467 0
AMC ENTMT HLDGS INC CL A COM 00165C104 1,608 51,730 SH   DFND 14 13,930 37,800 0
AMN HEALTHCARE SERVICES INC COM 001744101 146 4,573 SH   DFND 10 4,573 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 2,723 85,451 SH   DFND 14 8,048 77,403 0
ANI PHARMACEUTICALS INC COM 00182C103 967 14,570 SH   DFND 14 1,600 12,970 0
AT&T INC COM 00206R102 1,439 35,444 SH   DFND 10 35,444 0 0
AT&T INC COM 00206R102 715,178 17,610,884 SH   DFND 14 4,223,942 13,386,942 0
AT&T INC COM 00206R102 2,772 68,258 SH   DFND 16 0 68,258 0
A10 NETWORKS INC COM 002121101 150 14,026 SH   DFND 10 14,026 0 0
A10 NETWORKS INC COM 002121101 3,316 310,170 SH   DFND 14 133,070 177,100 0
A10 NETWORKS INC COM 002121101 448 41,900 SH   DFND 16 0 41,900 0
ATN INTL INC COM 00215F107 3,305 50,819 SH   DFND 14 26,339 24,480 0
AZZ INC COM 002474104 5,781 88,576 SH   DFND 14 25,564 63,012 0
AARONS INC COM PAR $0.50 002535300 1,523 59,927 SH   DFND 14 12,592 47,335 0
ABAXIS INC COM 002567105 2,047 39,649 SH   DFND 14 3,449 36,200 0
ABBOTT LABS COM 002824100 169,869 4,016,761 SH   DFND 14 841,749 3,175,012 0
ABBOTT LABS COM 002824100 1,384 32,715 SH   DFND 16 0 32,715 0
ABBVIE INC COM 00287Y109 148,610 2,356,268 SH   DFND 14 783,069 1,573,199 0
ABBVIE INC COM 00287Y109 215 3,415 SH   DFND 16 0 3,415 0
ABERCROMBIE & FITCH CO CL A 002896207 675 42,479 SH   DFND 14 11,890 30,589 0
ABIOMED INC COM 003654100 310 2,412 SH   DFND 10 2,412 0 0
ABIOMED INC COM 003654100 22,651 176,163 SH   DFND 14 22,678 153,485 0
ABIOMED INC COM 003654100 35 270 SH   DFND 16 0 270 0
ABIOMED INC COM 003654100 7,573 58,900 SH   DFND 18 0 58,900 0
ABRAXAS PETE CORP COM 003830106 18 10,465 SH   DFND 14 10,465 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 217 4,370 SH   DFND 14 4,370 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 5,872 118,500 SH   DFND 18 0 118,500 0
ACADIA PHARMACEUTICALS INC COM 004225108 128 4,028 SH   DFND 10 4,028 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 141 4,430 SH   DFND 14 4,430 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 5,189 143,176 SH   DFND 14 15,038 128,138 0
ACADIA RLTY TR COM SH BEN INT 004239109 30,274 835,375 SH   DFND 3 120,054 715,321 0
ACCELERON PHARMA INC COM 00434H108 88 2,430 SH   DFND 14 2,430 0 0
ACCELERON PHARMA INC COM 00434H108 2,584 71,400 SH   DFND 18 0 71,400 0
ACETO CORP COM 004446100 997 52,511 SH   DFND 14 5,111 47,400 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 94 11,632 SH   DFND 14 11,632 0 0
ACI WORLDWIDE INC COM 004498101 3,938 203,214 SH   DFND 14 19,909 183,305 0
ACI WORLDWIDE INC COM 004498101 690 35,600 SH   DFND 16 0 35,600 0
ACORDA THERAPEUTICS INC COM 00484M106 2,016 96,552 SH   DFND 14 7,382 89,170 0
ACTIVISION BLIZZARD INC COM 00507V109 41,211 930,267 SH   DFND 14 319,956 610,311 0
ACTIVISION BLIZZARD INC COM 00507V109 66 1,500 SH   DFND 16 0 1,500 0
ACTUANT CORP CL A NEW 00508X203 2,424 104,322 SH   DFND 14 9,841 94,481 0
ACUITY BRANDS INC COM 00508Y102 16,441 62,137 SH   DFND 14 20,772 41,365 0
ACUITY BRANDS INC COM 00508Y102 26 100 SH   DFND 16 0 100 0
ACXIOM CORP COM 005125109 1,311 49,191 SH   DFND 14 14,182 35,009 0
ADAMS RES & ENERGY INC COM NEW 006351308 947 24,078 SH   DFND 14 400 23,678 0
ADEPTUS HEALTH INC CL A 006855100 1,134 26,330 SH   DFND 14 2,250 24,080 0
ADOBE SYS INC COM 00724F101 984 9,065 SH   DFND 10 9,065 0 0
ADOBE SYS INC COM 00724F101 211,636 1,949,846 SH   DFND 14 359,628 1,590,218 0
ADOBE SYS INC COM 00724F101 1,755 16,167 SH   DFND 16 0 16,167 0
ADTRAN INC COM 00738A106 1,849 96,611 SH   DFND 14 8,646 87,965 0
ADVANCE AUTO PARTS INC COM 00751Y106 15,421 103,416 SH   DFND 14 35,574 67,842 0
ADVANCE AUTO PARTS INC COM 00751Y106 25 170 SH   DFND 16 0 170 0
ADVISORY BRD CO COM 00762W107 208 4,656 SH   DFND 14 4,656 0 0
AECOM COM 00766T100 11,212 377,135 SH   DFND 14 34,172 342,963 0
AEGION CORP COM 00770F104 12,048 631,786 SH   DFND 14 6,069 625,717 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,153 122,497 SH   DFND 14 10,758 111,739 0
ADVANCED MICRO DEVICES INC COM 007903107 3,348 484,583 SH   DFND 14 149,312 335,271 0
ADVANCED ENERGY INDS COM 007973100 26,693 564,093 SH   DFND 14 161,583 402,510 0
ADVANCED ENERGY INDS COM 007973100 998 21,100 SH   DFND 16 0 21,100 0
AEROVIRONMENT INC COM 008073108 893 36,576 SH   DFND 14 3,576 33,000 0
AETNA INC NEW COM 00817Y108 664 5,750 SH   DFND 10 5,750 0 0
AETNA INC NEW COM 00817Y108 89,172 772,383 SH   DFND 14 296,106 476,277 0
AETNA INC NEW COM 00817Y108 86 747 SH   DFND 16 0 747 0
AFFILIATED MANAGERS GROUP COM 008252108 11,116 76,822 SH   DFND 14 26,606 50,216 0
AFFILIATED MANAGERS GROUP COM 008252108 17 120 SH   DFND 16 0 120 0
AGILENT TECHNOLOGIES INC COM 00846U101 212 4,500 SH   DFND 10 4,500 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 21,217 450,569 SH   DFND 14 154,650 295,919 0
AGILENT TECHNOLOGIES INC COM 00846U101 31 664 SH   DFND 16 0 664 0
AGILYSYS INC COM 00847J105 294 26,459 SH   DFND 14 2,827 23,632 0
AGREE REALTY CORP COM 008492100 2,060 41,672 SH   DFND 14 3,852 37,820 0
AIR METHODS CORP COM PAR $.06 009128307 1,996 63,384 SH   DFND 14 7,538 55,846 0
AIR LEASE CORP CL A 00912X302 16,325 571,188 SH   DFND 14 26,988 544,200 0
AIR PRODS & CHEMS INC COM 009158106 130,909 870,756 SH   DFND 14 139,937 730,819 0
AIR PRODS & CHEMS INC COM 009158106 1,243 8,265 SH   DFND 16 0 8,265 0
AIR PRODS & CHEMS INC COM 009158106 752 5,000 SH   DFND 18 0 5,000 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1,694 118,026 SH   DFND 14 7,358 110,668 0
AKAMAI TECHNOLOGIES INC COM 00971T101 14,182 267,626 SH   DFND 14 82,988 184,638 0
AKAMAI TECHNOLOGIES INC COM 00971T101 22 410 SH   DFND 16 0 410 0
AKORN INC COM 009728106 2,848 104,477 SH   DFND 14 12,027 92,450 0
AKORN INC COM 009728106 8 300 SH   DFND 16 0 300 0
ALAMO GROUP INC COM 011311107 2,717 41,239 SH   DFND 14 11,189 30,050 0
ALAMO GROUP INC COM 011311107 362 5,500 SH   DFND 16 0 5,500 0
ALASKA AIR GROUP INC COM 011659109 811 12,320 SH   DFND 10 12,320 0 0
ALASKA AIR GROUP INC COM 011659109 21,275 323,033 SH   DFND 14 110,895 212,138 0
ALASKA AIR GROUP INC COM 011659109 14 220 SH   DFND 16 0 220 0
ALBANY INTL CORP CL A 012348108 2,189 51,653 SH   DFND 14 5,283 46,370 0
ALBANY MOLECULAR RESH INC COM 012423109 654 39,640 SH   DFND 14 4,220 35,420 0
ALBEMARLE CORP COM 012653101 13,708 160,351 SH   DFND 14 53,132 107,219 0
ALBEMARLE CORP COM 012653101 19 220 SH   DFND 16 0 220 0
ALBEMARLE CORP COM 012653101 258 3,020 SH   DFND 18 0 3,020 0
ALCOA INC COM 013817101 18,427 1,817,256 SH   DFND 14 619,655 1,197,601 0
ALCOA INC COM 013817101 27 2,680 SH   DFND 16 0 2,680 0
ALCOA INC COM 013817101 433 42,700 SH   DFND 18 0 42,700 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 135 4,110 SH   DFND 10 4,110 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 160 4,890 SH   DFND 14 4,890 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,753 84,000 SH   DFND 18 0 84,000 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,148 29,882 SH   DFND 14 8,977 20,905 0
ALERE INC COM 01449J105 225 5,215 SH   DFND 14 5,215 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 5,096 46,847 SH   DFND 14 11,342 35,505 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 72,306 664,760 SH   DFND 3 94,456 570,304 0
ALEXION PHARMACEUTICALS INC COM 015351109 38,027 310,324 SH   DFND 14 105,948 204,376 0
ALEXION PHARMACEUTICALS INC COM 015351109 59 480 SH   DFND 16 0 480 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 119,146 1,126,248 SH   DFND 14 18,300 1,107,948 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 8,273 78,200 SH   DFND 16 0 78,200 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,036 28,700 SH   DFND 18 0 28,700 0
ALIGN TECHNOLOGY INC COM 016255101 31,545 336,475 SH   DFND 14 82,175 254,300 0
ALIGN TECHNOLOGY INC COM 016255101 197 2,100 SH   DFND 16 0 2,100 0
ALIGN TECHNOLOGY INC COM 016255101 4,635 49,437 SH   DFND 18 0 49,437 0
ALLEGHANY CORP DEL COM 017175100 33,621 64,038 SH   DFND 14 13,199 50,839 0
ALLEGHANY CORP DEL COM 017175100 173 330 SH   DFND 16 0 330 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,263 69,922 SH   DFND 14 20,570 49,352 0
ALLEGIANT TRAVEL CO COM 01748X102 415 3,144 SH   DFND 10 3,144 0 0
ALLEGIANT TRAVEL CO COM 01748X102 3,968 30,046 SH   DFND 14 2,522 27,524 0
ALLETE INC COM NEW 018522300 532 8,927 SH   DFND 10 8,927 0 0
ALLETE INC COM NEW 018522300 5,275 88,473 SH   DFND 14 9,152 79,321 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 17,673 82,382 SH   DFND 14 28,477 53,905 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 30 140 SH   DFND 16 0 140 0
ALLIANT ENERGY CORP COM 018802108 11,783 307,559 SH   DFND 14 103,298 204,261 0
ALLIANT ENERGY CORP COM 018802108 18 460 SH   DFND 16 0 460 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,724 60,097 SH   DFND 14 10,397 49,700 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 194 6,770 SH   DFND 18 0 6,770 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,451 110,177 SH   DFND 14 25,995 84,182 0
ALLSTATE CORP COM 020002101 576 8,320 SH   DFND 10 8,320 0 0
ALLSTATE CORP COM 020002101 156,342 2,259,930 SH   DFND 14 452,981 1,806,949 0
ALLSTATE CORP COM 020002101 1,419 20,509 SH   DFND 16 0 20,509 0
ALLY FINL INC COM 02005N100 29,404 1,510,240 SH   DFND 14 132,090 1,378,150 0
ALLY FINL INC COM 02005N100 21 1,100 SH   DFND 16 0 1,100 0
ALMOST FAMILY INC COM 020409108 584 15,882 SH   DFND 14 1,551 14,331 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 317 4,674 SH   DFND 14 4,604 70 0
ALON USA ENERGY INC COM 020520102 6,495 805,853 SH   DFND 14 202,153 603,700 0
ALPHABET INC CAP STK CL C 02079K107 562,027 723,059 SH   DFND 14 209,163 513,896 0
ALPHABET INC CAP STK CL C 02079K107 3,262 4,197 SH   DFND 16 0 4,197 0
ALPHABET INC CAP STK CL A 02079K305 1,524 1,895 SH   DFND 10 1,895 0 0
ALPHABET INC CAP STK CL A 02079K305 505,877 629,153 SH   DFND 14 154,111 475,042 0
ALPHABET INC CAP STK CL A 02079K305 2,601 3,235 SH   DFND 16 0 3,235 0
ALTRA INDL MOTION CORP COM 02208R106 300 10,346 SH   DFND 14 10,346 0 0
ALTRIA GROUP INC COM 02209S103 335,997 5,313,886 SH   DFND 14 1,119,518 4,194,368 0
ALTRIA GROUP INC COM 02209S103 2,556 40,420 SH   DFND 16 0 40,420 0
ALTRIA GROUP INC COM 02209S103 411 6,500 SH   DFND 18 0 6,500 0
AMAZON COM INC COM 023135106 837 1,000 SH   DFND 10 1,000 0 0
AMAZON COM INC COM 023135106 757,326 904,475 SH   DFND 14 240,197 664,278 0
AMAZON COM INC COM 023135106 2,809 3,355 SH   DFND 16 0 3,355 0
AMAZON COM INC COM 023135106 896 1,070 SH   DFND 18 0 1,070 0
AMBAC FINL GROUP INC COM NEW 023139884 1,896 103,080 SH   DFND 14 15,780 87,300 0
AMBAC FINL GROUP INC COM NEW 023139884 53 2,900 SH   DFND 16 0 2,900 0
AMBEV SA SPONSORED ADR 02319V103 1,460 239,800 SH   DFND 18 0 239,800 0
AMEDISYS INC COM 023436108 2,434 51,309 SH   DFND 14 4,912 46,397 0
AMERCO COM 023586100 4,768 14,707 SH   DFND 14 4,007 10,700 0
AMEREN CORP COM 023608102 16,967 345,007 SH   DFND 14 116,164 228,843 0
AMEREN CORP COM 023608102 26 525 SH   DFND 16 0 525 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 838 73,260 SH   DFND 18 0 73,260 0
AMERICAN AIRLS GROUP INC COM 02376R102 40,941 1,118,299 SH   DFND 14 301,774 816,525 0
AMERICAN AIRLS GROUP INC COM 02376R102 38 1,050 SH   DFND 16 0 1,050 0
AMERICAN ASSETS TR INC COM 024013104 13,188 304,006 SH   DFND 14 96,273 207,733 0
AMERICAN ASSETS TR INC COM 024013104 208 4,800 SH   DFND 16 0 4,800 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 3,685 214,011 SH   DFND 14 12,811 201,200 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 36,181 711,236 SH   DFND 14 149,875 561,361 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 178 3,500 SH   DFND 16 0 3,500 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 63,435 1,247,002 SH   DFND 3 175,254 1,071,748 0
AMERICAN CAP LTD COM 02503Y103 249 14,750 SH   DFND 14 14,750 0 0
AMERICAN ELEC PWR INC COM 025537101 1,068 16,640 SH   DFND 10 16,640 0 0
AMERICAN ELEC PWR INC COM 025537101 167,845 2,614,008 SH   DFND 14 525,835 2,088,173 0
AMERICAN ELEC PWR INC COM 025537101 1,363 21,230 SH   DFND 16 0 21,230 0
AMERICAN ELEC PWR INC COM 025537101 623 9,700 SH   DFND 18 0 9,700 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 28,026 1,569,224 SH   DFND 14 225,893 1,343,331 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 139 7,800 SH   DFND 16 0 7,800 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 517 29,178 SH   DFND 10 29,178 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 17,773 1,002,414 SH   DFND 14 64,677 937,737 0
AMERICAN EXPRESS CO COM 025816109 1,603 25,030 SH   DFND 10 25,030 0 0
AMERICAN EXPRESS CO COM 025816109 90,978 1,420,636 SH   DFND 14 412,578 1,008,058 0
AMERICAN EXPRESS CO COM 025816109 111 1,733 SH   DFND 16 0 1,733 0
AMERICAN FINL GROUP INC OHIO COM 025932104 46,521 620,278 SH   DFND 14 145,397 474,881 0
AMERICAN FINL GROUP INC OHIO COM 025932104 653 8,700 SH   DFND 16 0 8,700 0
AMERICAN HOMES 4 RENT CL A 02665T306 316 14,580 SH   DFND 14 14,580 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 86,137 1,451,576 SH   DFND 14 496,526 955,050 0
AMERICAN INTL GROUP INC COM NEW 026874784 128 2,158 SH   DFND 16 0 2,158 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 21 1,058 SH   DFND 10 1,058 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,435 72,442 SH   DFND 14 2,660 69,782 0
AMERICAN SOFTWARE INC CL A 029683109 183 16,511 SH   DFND 14 3,411 13,100 0
AMERICAN STS WTR CO COM 029899101 8,829 220,442 SH   DFND 14 82,092 138,350 0
AMERICAN TOWER CORP NEW COM 03027X100 89,804 792,413 SH   DFND 14 218,930 573,483 0
AMERICAN TOWER CORP NEW COM 03027X100 105 925 SH   DFND 16 0 925 0
AMERICAN TOWER CORP NEW COM 03027X100 521 4,600 SH   DFND 18 0 4,600 0
AMERICAN VANGUARD CORP COM 030371108 722 44,970 SH   DFND 14 3,982 40,988 0
AMERICAN WTR WKS CO INC NEW COM 030420103 18,865 252,067 SH   DFND 14 85,973 166,094 0
AMERICAN WTR WKS CO INC NEW COM 030420103 26 350 SH   DFND 16 0 350 0
AMERICAN WTR WKS CO INC NEW COM 030420103 397 5,300 SH   DFND 18 0 5,300 0
AMERICAN WOODMARK CORP COM 030506109 1,002 12,442 SH   DFND 10 12,442 0 0
AMERICAN WOODMARK CORP COM 030506109 6,746 83,730 SH   DFND 14 27,830 55,900 0
AMERISAFE INC COM 03071H100 4,432 75,401 SH   DFND 14 43,199 32,202 0
AMERISOURCEBERGEN CORP COM 03073E105 28,042 347,143 SH   DFND 14 90,679 256,464 0
AMERISOURCEBERGEN CORP COM 03073E105 32 390 SH   DFND 16 0 390 0
AMERIPRISE FINL INC COM 03076C106 771 7,730 SH   DFND 10 7,730 0 0
AMERIPRISE FINL INC COM 03076C106 73,792 739,617 SH   DFND 14 106,025 633,592 0
AMERIPRISE FINL INC COM 03076C106 1,342 13,455 SH   DFND 16 0 13,455 0
AMERIS BANCORP COM 03076K108 2,568 73,463 SH   DFND 14 17,213 56,250 0
AMETEK INC NEW COM 031100100 15,594 326,361 SH   DFND 14 110,876 215,485 0
AMETEK INC NEW COM 031100100 24 500 SH   DFND 16 0 500 0
AMGEN INC COM 031162100 2,926 17,540 SH   DFND 10 17,540 0 0
AMGEN INC COM 031162100 371,289 2,225,818 SH   DFND 14 515,418 1,710,400 0
AMGEN INC COM 031162100 2,452 14,702 SH   DFND 16 0 14,702 0
AMICUS THERAPEUTICS INC COM 03152W109 98 13,300 SH   DFND 14 13,300 0 0
AMICUS THERAPEUTICS INC COM 03152W109 5,486 741,400 SH   DFND 18 0 741,400 0
AMKOR TECHNOLOGY INC COM 031652100 628 64,571 SH   DFND 10 64,571 0 0
AMKOR TECHNOLOGY INC COM 031652100 22,267 2,290,861 SH   DFND 14 228,400 2,062,461 0
AMKOR TECHNOLOGY INC COM 031652100 726 74,700 SH   DFND 16 0 74,700 0
AMPHENOL CORP NEW CL A 032095101 27,690 426,518 SH   DFND 14 145,524 280,994 0
AMPHENOL CORP NEW CL A 032095101 42 640 SH   DFND 16 0 640 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 6,922 364,900 SH   DFND 14 97,200 267,700 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 586 30,900 SH   DFND 16 0 30,900 0
AMSURG CORP COM 03232P405 2,153 32,103 SH   DFND 14 7,205 24,898 0
AMTRUST FINL SVCS INC COM 032359309 1,444 53,802 SH   DFND 14 53,802 0 0
ANADARKO PETE CORP COM 032511107 47,043 742,465 SH   DFND 14 256,707 485,758 0
ANADARKO PETE CORP COM 032511107 76 1,203 SH   DFND 16 0 1,203 0
ANADARKO PETE CORP COM 032511107 1,267 20,000 SH   DFND 18 0 20,000 0
ANALOG DEVICES INC COM 032654105 28,141 436,633 SH   DFND 14 147,523 289,110 0
ANALOG DEVICES INC COM 032654105 39 610 SH   DFND 16 0 610 0
ANALOGIC CORP COM PAR $0.05 032657207 1,986 22,414 SH   DFND 14 2,359 20,055 0
ANDERSONS INC COM 034164103 1,709 47,245 SH   DFND 14 4,903 42,342 0
ANGIODYNAMICS INC COM 03475V101 893 50,921 SH   DFND 14 4,901 46,020 0
ANIKA THERAPEUTICS INC COM 035255108 1,384 28,920 SH   DFND 14 2,770 26,150 0
ANIXTER INTL INC COM 035290105 412 6,395 SH   DFND 10 6,395 0 0
ANIXTER INTL INC COM 035290105 14,769 228,970 SH   DFND 14 14,386 214,584 0
ANIXTER INTL INC COM 035290105 897 13,900 SH   DFND 16 0 13,900 0
ANNALY CAP MGMT INC COM 035710409 26,472 2,521,138 SH   DFND 14 248,638 2,272,500 0
ANSYS INC COM 03662Q105 35,561 383,989 SH   DFND 14 85,176 298,813 0
ANSYS INC COM 03662Q105 195 2,110 SH   DFND 16 0 2,110 0
ANTERO RES CORP COM 03674X106 4,115 152,672 SH   DFND 14 25,322 127,350 0
ANTHEM INC COM 036752103 326 2,600 SH   DFND 10 2,600 0 0
ANTHEM INC COM 036752103 174,592 1,393,279 SH   DFND 14 214,058 1,179,221 0
ANTHEM INC COM 036752103 1,363 10,875 SH   DFND 16 0 10,875 0
APACHE CORP COM 037411105 33,615 526,301 SH   DFND 14 182,356 343,945 0
APACHE CORP COM 037411105 49 761 SH   DFND 16 0 761 0
APACHE CORP COM 037411105 370 5,800 SH   DFND 18 0 5,800 0
APARTMENT INVT & MGMT CO CL A 03748R101 10,285 224,030 SH   DFND 14 76,393 147,637 0
APARTMENT INVT & MGMT CO CL A 03748R101 14 304 SH   DFND 16 0 304 0
APARTMENT INVT & MGMT CO CL A 03748R101 21,440 467,010 SH   DFND 3 63,667 403,343 0
APOGEE ENTERPRISES INC COM 037598109 184 4,118 SH   DFND 10 4,118 0 0
APOGEE ENTERPRISES INC COM 037598109 2,929 65,542 SH   DFND 14 18,825 46,717 0
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APPLE INC COM 037833100 3,830 33,883 SH   DFND 10 33,883 0 0
APPLE INC COM 037833100 1,355,478 11,990,077 SH   DFND 14 3,387,135 8,602,942 0
APPLE INC COM 037833100 6,026 53,305 SH   DFND 16 0 53,305 0
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ARCBEST CORP COM 03937C105 6,229 327,502 SH   DFND 14 4,093 323,409 0
ARCHER DANIELS MIDLAND CO COM 039483102 41,946 994,699 SH   DFND 14 279,114 715,585 0
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ARCHROCK INC COM 03957W106 7,521 575,000 SH   DFND 14 61,483 513,517 0
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ARGAN INC COM 04010E109 14,153 239,119 SH   DFND 14 58,119 181,000 0
ARGAN INC COM 04010E109 545 9,200 SH   DFND 16 0 9,200 0
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ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,861 125,804 SH   DFND 14 2,108 123,696 0
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BOFI HLDG INC COM 05566U108 3,356 149,808 SH   DFND 14 36,728 113,080 0
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BABCOCK & WILCOX ENTERPRIS I COM 05614L100 5,456 330,696 SH   DFND 14 22,466 308,230 0
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BARD C R INC COM 067383109 1,404 6,260 SH   DFND 16 0 6,260 0
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BRISTOL MYERS SQUIBB CO COM 110122108 1,540 28,560 SH   DFND 16 0 28,560 0
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BRISTOW GROUP INC COM 110394103 3,888 277,326 SH   DFND 14 5,684 271,642 0
BRIXMOR PPTY GROUP INC COM 11120U105 18,090 650,968 SH   DFND 14 17,688 633,280 0
BRIXMOR PPTY GROUP INC COM 11120U105 564 20,300 SH   DFND 16 0 20,300 0
BROADSOFT INC COM 11133B409 187 4,014 SH   DFND 10 4,014 0 0
BROADSOFT INC COM 11133B409 148 3,176 SH   DFND 14 3,176 0 0
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BROADRIDGE FINL SOLUTIONS IN COM 11133T103 122 1,800 SH   DFND 16 0 1,800 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 270 29,300 SH   DFND 10 29,300 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 37,924 4,108,816 SH   DFND 14 407,637 3,701,179 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 19 2,100 SH   DFND 16 0 2,100 0
BROOKDALE SR LIVING INC COM 112463104 17,358 994,700 SH   DFND 14 40,100 954,600 0
BROOKLINE BANCORP INC DEL COM 11373M107 123 10,077 SH   DFND 10 10,077 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 5,114 419,530 SH   DFND 14 88,091 331,439 0
BROOKS AUTOMATION INC COM 114340102 431 31,700 SH   DFND 10 31,700 0 0
BROOKS AUTOMATION INC COM 114340102 1,650 121,238 SH   DFND 14 11,236 110,002 0
BROWN & BROWN INC COM 115236101 4,719 125,142 SH   DFND 14 16,893 108,249 0
BROWN FORMAN CORP CL B 115637209 12,977 273,550 SH   DFND 14 92,838 180,712 0
BROWN FORMAN CORP CL B 115637209 20 414 SH   DFND 16 0 414 0
BRUKER CORP COM 116794108 5,972 263,682 SH   DFND 14 8,982 254,700 0
BRUKER CORP COM 116794108 410 18,100 SH   DFND 16 0 18,100 0
BRUNSWICK CORP COM 117043109 1,109 22,740 SH   DFND 10 22,740 0 0
BRUNSWICK CORP COM 117043109 23,465 481,043 SH   DFND 14 99,704 381,339 0
BRUNSWICK CORP COM 117043109 151 3,100 SH   DFND 16 0 3,100 0
BUCKLE INC COM 118440106 261 10,848 SH   DFND 10 10,848 0 0
BUCKLE INC COM 118440106 1,203 50,074 SH   DFND 14 5,222 44,852 0
BUFFALO WILD WINGS INC COM 119848109 1,693 12,027 SH   DFND 14 3,590 8,437 0
BURLINGTON STORES INC COM 122017106 267 3,300 SH   DFND 10 3,300 0 0
BURLINGTON STORES INC COM 122017106 9,575 118,180 SH   DFND 14 3,280 114,900 0
BURLINGTON STORES INC COM 122017106 251 3,100 SH   DFND 18 0 3,100 0
CAI INTERNATIONAL INC COM 12477X106 2,304 278,546 SH   DFND 14 1,940 276,606 0
CBIZ INC COM 124805102 140 12,492 SH   DFND 14 4,292 8,200 0
CBL & ASSOC PPTYS INC COM 124830100 2,650 218,292 SH   DFND 14 28,792 189,500 0
CBS CORP NEW CL B 124857202 481 8,790 SH   DFND 10 8,790 0 0
CBS CORP NEW CL B 124857202 37,460 684,335 SH   DFND 14 280,545 403,790 0
CBS CORP NEW CL B 124857202 48 868 SH   DFND 16 0 868 0
CBS CORP NEW CL B 124857202 219 4,000 SH   DFND 18 0 4,000 0
CBOE HLDGS INC COM 12503M108 2,991 46,119 SH   DFND 14 8,612 37,507 0
CBRE GROUP INC CL A 12504L109 683 24,400 SH   DFND 10 24,400 0 0
CBRE GROUP INC CL A 12504L109 12,275 438,722 SH   DFND 14 144,218 294,504 0
CBRE GROUP INC CL A 12504L109 17 600 SH   DFND 16 0 600 0
C D I CORP COM 125071100 18 3,185 SH   DFND 10 3,185 0 0
C D I CORP COM 125071100 119 21,003 SH   DFND 14 925 20,078 0
CDK GLOBAL INC COM 12508E101 26,846 468,023 SH   DFND 14 134,743 333,280 0
CDK GLOBAL INC COM 12508E101 92 1,600 SH   DFND 16 0 1,600 0
CEB INC COM 125134106 1,138 20,893 SH   DFND 14 6,275 14,618 0
CDW CORP COM 12514G108 4,227 92,430 SH   DFND 14 4,720 87,710 0
CF INDS HLDGS INC COM 125269100 22,756 934,545 SH   DFND 14 396,850 537,695 0
CF INDS HLDGS INC COM 125269100 11 435 SH   DFND 16 0 435 0
CF INDS HLDGS INC COM 125269100 199 8,175 SH   DFND 18 0 8,175 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 14,182 201,284 SH   DFND 14 69,385 131,899 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 19 275 SH   DFND 16 0 275 0
CIGNA CORPORATION COM 125509109 45,926 352,411 SH   DFND 14 123,313 229,098 0
CIGNA CORPORATION COM 125509109 72 550 SH   DFND 16 0 550 0
CIGNA CORPORATION COM 125509109 8,393 64,400 SH   DFND 18 0 64,400 0
CIT GROUP INC COM NEW 125581801 6,635 182,783 SH   DFND 14 29,083 153,700 0
CME GROUP INC COM 12572Q105 49,911 477,524 SH   DFND 14 162,345 315,179 0
CME GROUP INC COM 12572Q105 77 735 SH   DFND 16 0 735 0
CMS ENERGY CORP COM 125896100 16,541 393,748 SH   DFND 14 131,705 262,043 0
CMS ENERGY CORP COM 125896100 23 550 SH   DFND 16 0 550 0
CSS INDS INC COM 125906107 670 26,192 SH   DFND 14 1,147 25,045 0
CNB FINL CORP PA COM 126128107 628 29,660 SH   DFND 14 1,961 27,699 0
CRA INTL INC COM 12618T105 191 7,200 SH   DFND 10 7,200 0 0
CRA INTL INC COM 12618T105 1,492 56,122 SH   DFND 14 531 55,591 0
CNO FINL GROUP INC COM 12621E103 11,791 772,154 SH   DFND 14 31,554 740,600 0
CSG SYS INTL INC COM 126349109 155 3,748 SH   DFND 10 3,748 0 0
CSG SYS INTL INC COM 126349109 2,810 67,994 SH   DFND 14 15,852 52,142 0
CSX CORP COM 126408103 64,483 2,114,202 SH   DFND 14 633,533 1,480,669 0
CSX CORP COM 126408103 60 1,975 SH   DFND 16 0 1,975 0
CST BRANDS INC COM 12646R105 2,176 45,245 SH   DFND 14 10,930 34,315 0
CTS CORP COM 126501105 1,083 58,235 SH   DFND 14 5,684 52,551 0
CSRA INC COM 12650T104 5,543 206,062 SH   DFND 14 75,997 130,065 0
CSRA INC COM 12650T104 7 250 SH   DFND 16 0 250 0
CVB FINL CORP COM 126600105 3,142 178,423 SH   DFND 14 17,423 161,000 0
CVR REFNG LP COMUNIT REP LT 12663P107 123 14,060 SH   DFND 10 14,060 0 0
CVS HEALTH CORP COM 126650100 271 3,050 SH   DFND 10 3,050 0 0
CVS HEALTH CORP COM 126650100 162,732 1,828,659 SH   DFND 14 697,720 1,130,939 0
CVS HEALTH CORP COM 126650100 203 2,279 SH   DFND 16 0 2,279 0
CVS HEALTH CORP COM 126650100 383 4,300 SH   DFND 18 0 4,300 0
CYS INVTS INC COM 12673A108 5,826 668,117 SH   DFND 14 17,908 650,209 0
CA INC COM 12673P105 14,111 426,585 SH   DFND 14 149,660 276,925 0
CA INC COM 12673P105 20 602 SH   DFND 16 0 602 0
CABELAS INC COM 126804301 1,684 30,663 SH   DFND 14 7,436 23,227 0
CABLE ONE INC COM 12685J105 1,799 3,080 SH   DFND 14 770 2,310 0
CABLE ONE INC COM 12685J105 502 860 SH   DFND 18 0 860 0
CABOT CORP COM 127055101 592 11,290 SH   DFND 10 11,290 0 0
CABOT CORP COM 127055101 33,270 634,803 SH   DFND 14 130,072 504,731 0
CABOT CORP COM 127055101 162 3,100 SH   DFND 16 0 3,100 0
CABOT OIL & GAS CORP COM 127097103 16,374 634,667 SH   DFND 14 218,150 416,517 0
CABOT OIL & GAS CORP COM 127097103 23 900 SH   DFND 16 0 900 0
CABOT MICROELECTRONICS CORP COM 12709P103 2,295 43,376 SH   DFND 14 4,480 38,896 0
CACI INTL INC CL A 127190304 8,079 80,066 SH   DFND 14 4,442 75,624 0
CACI INTL INC CL A 127190304 101 1,000 SH   DFND 16 0 1,000 0
CADENCE DESIGN SYSTEM INC COM 127387108 11,207 438,965 SH   DFND 14 64,906 374,059 0
CADENCE DESIGN SYSTEM INC COM 127387108 84 3,300 SH   DFND 16 0 3,300 0
CAL MAINE FOODS INC COM NEW 128030202 393 10,195 SH   DFND 10 10,195 0 0
CAL MAINE FOODS INC COM NEW 128030202 2,165 56,182 SH   DFND 14 8,092 48,090 0
CALAMOS ASSET MGMT INC CL A 12811R104 1,053 154,338 SH   DFND 14 3,569 150,769 0
CALAMP CORP COM 128126109 898 64,380 SH   DFND 14 6,360 58,020 0
CALATLANTIC GROUP INC COM 128195104 1,465 43,797 SH   DFND 14 10,139 33,658 0
CALAVO GROWERS INC COM 128246105 1,972 30,136 SH   DFND 14 3,246 26,890 0
CALERES INC COM 129500104 1,958 77,433 SH   DFND 14 7,972 69,461 0
CALGON CARBON CORP COM 129603106 1,364 89,917 SH   DFND 14 8,666 81,251 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,767 86,231 SH   DFND 14 9,011 77,220 0
CALLAWAY GOLF CO COM 131193104 406 34,947 SH   DFND 10 34,947 0 0
CALLAWAY GOLF CO COM 131193104 1,933 166,487 SH   DFND 14 15,835 150,652 0
CALLIDUS SOFTWARE INC COM 13123E500 254 13,828 SH   DFND 10 13,828 0 0
CALLIDUS SOFTWARE INC COM 13123E500 192 10,444 SH   DFND 14 6,344 4,100 0
CALLON PETE CO DEL COM 13123X102 228 14,505 SH   DFND 14 14,505 0 0
CALPINE CORP COM NEW 131347304 273 21,570 SH   DFND 10 21,570 0 0
CALPINE CORP COM NEW 131347304 298 23,547 SH   DFND 14 23,147 400 0
CAMBREX CORP COM 132011107 5,523 124,217 SH   DFND 14 68,648 55,569 0
CAMDEN NATL CORP COM 133034108 1,518 31,806 SH   DFND 14 1,255 30,551 0
CAMDEN PPTY TR SH BEN INT 133131102 4,412 52,682 SH   DFND 14 12,982 39,700 0
CAMPBELL SOUP CO COM 134429109 14,922 272,791 SH   DFND 14 93,614 179,177 0
CAMPBELL SOUP CO COM 134429109 22 400 SH   DFND 16 0 400 0
CANTEL MEDICAL CORP COM 138098108 14,886 190,897 SH   DFND 14 63,195 127,702 0
CANTEL MEDICAL CORP COM 138098108 803 10,300 SH   DFND 16 0 10,300 0
CAPELLA EDUCATION COMPANY COM 139594105 403 6,935 SH   DFND 10 6,935 0 0
CAPELLA EDUCATION COMPANY COM 139594105 5,239 90,261 SH   DFND 14 30,279 59,982 0
CAPELLA EDUCATION COMPANY COM 139594105 383 6,600 SH   DFND 16 0 6,600 0
CAPITAL ONE FINL CORP COM 14040H105 120,101 1,672,024 SH   DFND 14 316,321 1,355,703 0
CAPITAL ONE FINL CORP COM 14040H105 77 1,073 SH   DFND 16 0 1,073 0
CAPITAL SOUTHWEST CORP COM 140501107 229 15,600 SH   DFND 10 15,600 0 0
CAPITAL SOUTHWEST CORP COM 140501107 7 500 SH   DFND 14 500 0 0
CAPITOL FED FINL INC COM 14057J101 215 15,291 SH   DFND 14 15,291 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 6,393 677,924 SH   DFND 14 16,792 661,132 0
CARBO CERAMICS INC COM 140781105 351 32,127 SH   DFND 14 2,727 29,400 0
CARBO CERAMICS INC COM 140781105 99 9,010 SH   DFND 18 0 9,010 0
CARDINAL FINL CORP COM 14149F109 139 5,338 SH   DFND 10 5,338 0 0
CARDINAL FINL CORP COM 14149F109 2,215 84,891 SH   DFND 14 26,311 58,580 0
CARDINAL HEALTH INC COM 14149Y108 35,670 459,079 SH   DFND 14 155,277 303,802 0
CARDINAL HEALTH INC COM 14149Y108 56 725 SH   DFND 16 0 725 0
CARE CAP PPTYS INC COM 141624106 14,990 525,964 SH   DFND 14 142,789 383,175 0
CARE CAP PPTYS INC COM 141624106 48 1,700 SH   DFND 16 0 1,700 0
CARE CAP PPTYS INC COM 141624106 15,964 560,137 SH   DFND 3 64,111 496,026 0
CAREER EDUCATION CORP COM 141665109 767 112,960 SH   DFND 14 10,712 102,248 0
CARETRUST REIT INC COM 14174T107 1,492 100,953 SH   DFND 14 8,423 92,530 0
CARLISLE COS INC COM 142339100 87,105 849,226 SH   DFND 14 172,988 676,238 0
CARLISLE COS INC COM 142339100 893 8,710 SH   DFND 16 0 8,710 0
CARMAX INC COM 143130102 204 3,825 SH   DFND 10 3,825 0 0
CARMAX INC COM 143130102 14,402 269,960 SH   DFND 14 92,747 177,213 0
CARMAX INC COM 143130102 21 400 SH   DFND 16 0 400 0
CARNIVAL CORP UNIT 99/99/9999 143658300 33,363 683,384 SH   DFND 14 211,209 472,175 0
CARNIVAL CORP UNIT 99/99/9999 143658300 46 950 SH   DFND 16 0 950 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,218 29,510 SH   DFND 14 8,401 21,109 0
CARRIZO OIL & GAS INC COM 144577103 4,000 98,470 SH   DFND 14 9,760 88,710 0
CARTER INC COM 146229109 33,777 389,542 SH   DFND 14 74,232 315,310 0
CARTER INC COM 146229109 708 8,160 SH   DFND 16 0 8,160 0
CARVER BANCORP INC COM NEW 146875604 927 181,033 SH   DFND 10 181,033 0 0
CASEYS GEN STORES INC COM 147528103 2,803 23,329 SH   DFND 14 5,570 17,759 0
CASTLIGHT HEALTH INC CL B 14862Q100 91 21,940 SH   DFND 14 2,740 19,200 0
CATALENT INC COM 148806102 2,180 84,350 SH   DFND 14 18,340 66,010 0
CATERPILLAR INC DEL COM 149123101 74,366 837,738 SH   DFND 14 281,332 556,406 0
CATERPILLAR INC DEL COM 149123101 115 1,295 SH   DFND 16 0 1,295 0
CATHAY GEN BANCORP COM 149150104 15,737 511,289 SH   DFND 14 177,069 334,220 0
CATHAY GEN BANCORP COM 149150104 739 24,000 SH   DFND 16 0 24,000 0
CATO CORP NEW CL A 149205106 4,024 122,357 SH   DFND 14 4,647 117,710 0
CAVCO INDS INC DEL COM 149568107 1,591 16,061 SH   DFND 14 1,661 14,400 0
CAVIUM INC COM 14964U108 137 2,353 SH   DFND 10 2,353 0 0
CAVIUM INC COM 14964U108 420 7,217 SH   DFND 14 7,217 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,917 266,218 SH   DFND 14 135,337 130,881 0
CELADON GROUP INC COM 150838100 422 48,301 SH   DFND 14 4,381 43,920 0
CELANESE CORP DEL COM SER A 150870103 940 14,120 SH   DFND 10 14,120 0 0
CELANESE CORP DEL COM SER A 150870103 72,698 1,092,224 SH   DFND 14 162,394 929,830 0
CELANESE CORP DEL COM SER A 150870103 1,205 18,100 SH   DFND 16 0 18,100 0
CELESTICA INC SUB VTG SHS 15101Q108 133 12,272 SH   DFND 10 12,272 0 0
CELGENE CORP COM 151020104 261,734 2,503,914 SH   DFND 14 605,880 1,898,034 0
CELGENE CORP COM 151020104 1,940 18,560 SH   DFND 16 0 18,560 0
CELGENE CORP COM 151020104 13,955 133,500 SH   DFND 18 0 133,500 0
CEMPRA INC COM 15130J109 134 5,526 SH   DFND 10 5,526 0 0
CEMPRA INC COM 15130J109 68 2,810 SH   DFND 14 2,810 0 0
CENTENE CORP DEL COM 15135B101 15,734 234,971 SH   DFND 14 80,245 154,726 0
CENTENE CORP DEL COM 15135B101 23 340 SH   DFND 16 0 340 0
CENTERPOINT ENERGY INC COM 15189T107 13,942 600,160 SH   DFND 14 199,700 400,460 0
CENTERPOINT ENERGY INC COM 15189T107 20 849 SH   DFND 16 0 849 0
CENTERSTATE BANKS INC COM 15201P109 1,301 73,365 SH   DFND 14 53,965 19,400 0
CENTRAL GARDEN & PET CO COM 153527106 454 17,480 SH   DFND 14 1,680 15,800 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 237 9,575 SH   DFND 10 9,575 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 1,465 59,053 SH   DFND 14 5,179 53,874 0
CENTRAL PAC FINL CORP COM NEW 154760409 308 12,231 SH   DFND 10 12,231 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 3,848 152,759 SH   DFND 14 37,379 115,380 0
CENTURY ALUM CO COM 156431108 22 3,105 SH   DFND 10 3,105 0 0
CENTURY ALUM CO COM 156431108 611 87,931 SH   DFND 14 9,130 78,801 0
CENTURY CASINOS INC COM 156492100 398 57,600 SH   DFND 10 57,600 0 0
CENTURY CASINOS INC COM 156492100 9 1,280 SH   DFND 14 1,280 0 0
CENTURYLINK INC COM 156700106 454 16,550 SH   DFND 10 16,550 0 0
CENTURYLINK INC COM 156700106 35,774 1,304,181 SH   DFND 14 286,102 1,018,079 0
CENTURYLINK INC COM 156700106 30 1,108 SH   DFND 16 0 1,108 0
CEPHEID COM 15670R107 6,971 132,307 SH   DFND 14 75,807 56,500 0
CEPHEID COM 15670R107 559 10,600 SH   DFND 16 0 10,600 0
CERNER CORP COM 156782104 363 5,875 SH   DFND 10 5,875 0 0
CERNER CORP COM 156782104 35,687 577,930 SH   DFND 14 146,530 431,400 0
CERNER CORP COM 156782104 309 5,000 SH   DFND 16 0 5,000 0
CEVA INC COM 157210105 3,251 92,693 SH   DFND 14 18,413 74,280 0
CEVA INC COM 157210105 445 12,700 SH   DFND 16 0 12,700 0
CHANGYOU COM LTD ADS REP CL A 15911M107 9,145 335,588 SH   DFND 14 800 334,788 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,420 88,800 SH   DFND 16 0 88,800 0
CHARLES RIV LABS INTL INC COM 159864107 27,397 328,734 SH   DFND 14 80,746 247,988 0
CHARLES RIV LABS INTL INC COM 159864107 158 1,900 SH   DFND 16 0 1,900 0
CHART INDS INC COM PAR $0.01 16115Q308 3,778 115,065 SH   DFND 14 4,885 110,180 0
CHART INDS INC COM PAR $0.01 16115Q308 190 5,800 SH   DFND 18 0 5,800 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 81,821 303,073 SH   DFND 14 105,123 197,950 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 130 480 SH   DFND 16 0 480 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 605 2,240 SH   DFND 18 0 2,240 0
CHATHAM LODGING TR COM 16208T102 3,883 201,703 SH   DFND 14 61,503 140,200 0
CHATHAM LODGING TR COM 16208T102 608 31,600 SH   DFND 16 0 31,600 0
CHEESECAKE FACTORY INC COM 163072101 1,452 28,999 SH   DFND 14 8,741 20,258 0
CHEETAH MOBILE INC ADR 163075104 141 11,300 SH   DFND 14 0 11,300 0
CHEMED CORP NEW COM 16359R103 5,132 36,378 SH   DFND 14 8,574 27,804 0
CHEMED CORP NEW COM 16359R103 42 300 SH   DFND 16 0 300 0
CHEMICAL FINL CORP COM 163731102 4,531 102,679 SH   DFND 14 12,160 90,519 0
CHEMOURS CO COM 163851108 5,179 323,667 SH   DFND 14 32,853 290,814 0
CHEMTURA CORP COM NEW 163893209 989 30,157 SH   DFND 14 30,157 0 0
CHENIERE ENERGY INC COM NEW 16411R208 665 15,250 SH   DFND 14 15,010 240 0
CHENIERE ENERGY INC COM NEW 16411R208 732 16,800 SH   DFND 18 0 16,800 0
CHESAPEAKE ENERGY CORP COM 165167107 5,065 807,888 SH   DFND 14 289,122 518,766 0
CHESAPEAKE ENERGY CORP COM 165167107 8 1,210 SH   DFND 16 0 1,210 0
CHESAPEAKE ENERGY CORP COM 165167107 533 85,000 SH   DFND 18 0 85,000 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 13,216 577,131 SH   DFND 14 208,571 368,560 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 641 28,000 SH   DFND 16 0 28,000 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 40,626 1,774,053 SH   DFND 3 236,064 1,537,989 0
CHESAPEAKE UTILS CORP COM 165303108 2,781 45,549 SH   DFND 14 23,609 21,940 0
CHESAPEAKE UTILS CORP COM 165303108 342 5,600 SH   DFND 16 0 5,600 0
CHEVRON CORP NEW COM 166764100 1,627 15,810 SH   DFND 10 15,810 0 0
CHEVRON CORP NEW COM 166764100 348,139 3,382,618 SH   DFND 14 1,012,987 2,369,631 0
CHEVRON CORP NEW COM 166764100 423 4,109 SH   DFND 16 0 4,109 0
CHEVRON CORP NEW COM 166764100 5,506 53,500 SH   DFND 18 0 53,500 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 3,413 121,759 SH   DFND 14 1,959 119,800 0
CHICOS FAS INC COM 168615102 1,096 92,126 SH   DFND 14 25,348 66,778 0
CHILDRENS PL INC COM 168905107 3,744 46,876 SH   DFND 14 4,844 42,032 0
CHIMERA INVT CORP COM NEW 16934Q208 39,910 2,502,215 SH   DFND 14 342,035 2,160,180 0
CHIMERA INVT CORP COM NEW 16934Q208 432 27,100 SH   DFND 16 0 27,100 0
CHIMERIX INC COM 16934W106 1,134 204,640 SH   DFND 14 52,040 152,600 0
CHIMERIX INC COM 16934W106 396 71,400 SH   DFND 16 0 71,400 0
CHINA BIOLOGIC PRODS INC COM 16938C106 519 4,170 SH   DFND 10 4,170 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 17,517 41,363 SH   DFND 14 14,317 27,046 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 28 65 SH   DFND 16 0 65 0
CHURCH & DWIGHT INC COM 171340102 17,393 362,968 SH   DFND 14 122,492 240,476 0
CHURCH & DWIGHT INC COM 171340102 26 540 SH   DFND 16 0 540 0
CHURCHILL DOWNS INC COM 171484108 1,231 8,413 SH   DFND 14 2,713 5,700 0
CHUYS HLDGS INC COM 171604101 824 29,480 SH   DFND 14 2,540 26,940 0
CIBER INC COM 17163B102 140 121,767 SH   DFND 14 7,037 114,730 0
CIENA CORP COM NEW 171779309 1,872 85,879 SH   DFND 14 23,506 62,373 0
CIENA CORP COM NEW 171779309 292 13,400 SH   DFND 18 0 13,400 0
CIMAREX ENERGY CO COM 171798101 17,780 132,319 SH   DFND 14 45,445 86,874 0
CIMAREX ENERGY CO COM 171798101 27 200 SH   DFND 16 0 200 0
CINCINNATI BELL INC NEW COM 171871106 2,033 498,345 SH   DFND 14 34,842 463,503 0
CINCINNATI FINL CORP COM 172062101 16,707 221,514 SH   DFND 14 70,991 150,523 0
CINCINNATI FINL CORP COM 172062101 23 303 SH   DFND 16 0 303 0
CINEMARK HOLDINGS INC COM 17243V102 22,141 578,388 SH   DFND 14 159,160 419,228 0
CINEMARK HOLDINGS INC COM 17243V102 138 3,600 SH   DFND 16 0 3,600 0
CIRCOR INTL INC COM 17273K109 1,767 29,671 SH   DFND 14 3,182 26,489 0
CIRRUS LOGIC INC COM 172755100 359 6,755 SH   DFND 10 6,755 0 0
CIRRUS LOGIC INC COM 172755100 7,139 134,327 SH   DFND 14 97,027 37,300 0
CISCO SYS INC COM 17275R102 2,741 86,410 SH   DFND 10 86,410 0 0
CISCO SYS INC COM 17275R102 388,463 12,246,618 SH   DFND 14 3,415,551 8,831,067 0
CISCO SYS INC COM 17275R102 1,628 51,330 SH   DFND 16 0 51,330 0
CINTAS CORP COM 172908105 620 5,510 SH   DFND 10 5,510 0 0
CINTAS CORP COM 172908105 13,971 124,072 SH   DFND 14 41,362 82,710 0
CINTAS CORP COM 172908105 21 190 SH   DFND 16 0 190 0
CITIZENS & NORTHN CORP COM 172922106 787 35,816 SH   DFND 14 800 35,016 0
CITIGROUP INC COM NEW 172967424 300 6,360 SH   DFND 10 6,360 0 0
CITIGROUP INC COM NEW 172967424 454,935 9,632,321 SH   DFND 14 2,077,681 7,554,640 0
CITIGROUP INC COM NEW 172967424 2,851 60,370 SH   DFND 16 0 60,370 0
CITI TRENDS INC COM 17306X102 364 18,255 SH   DFND 14 1,655 16,600 0
CITI TRENDS INC COM 17306X102 153 7,700 SH   DFND 16 0 7,700 0
CITIZENS FINL GROUP INC COM 174610105 261 10,570 SH   DFND 10 10,570 0 0
CITIZENS FINL GROUP INC COM 174610105 46,353 1,875,891 SH   DFND 14 384,234 1,491,657 0
CITIZENS FINL GROUP INC COM 174610105 1,016 41,100 SH   DFND 16 0 41,100 0
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DISH NETWORK CORP CL A 25470M109 453 8,275 SH   DFND 10 8,275 0 0
DISH NETWORK CORP CL A 25470M109 5,298 96,715 SH   DFND 14 15,385 81,330 0
DISH NETWORK CORP CL A 25470M109 268 4,900 SH   DFND 16 0 4,900 0
DR REDDYS LABS LTD ADR 256135203 12,218 263,200 SH   DFND 14 0 263,200 0
DR REDDYS LABS LTD ADR 256135203 2,753 59,300 SH   DFND 16 0 59,300 0
DOLLAR GEN CORP NEW COM 256677105 82,988 1,185,713 SH   DFND 14 175,449 1,010,264 0
DOLLAR GEN CORP NEW COM 256677105 868 12,400 SH   DFND 16 0 12,400 0
DOLLAR GEN CORP NEW COM 256677105 119 1,700 SH   DFND 18 0 1,700 0
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DOLLAR TREE INC COM 256746108 45 575 SH   DFND 16 0 575 0
DOMINION RES INC VA NEW COM 25746U109 66,054 889,383 SH   DFND 14 297,728 591,655 0
DOMINION RES INC VA NEW COM 25746U109 97 1,311 SH   DFND 16 0 1,311 0
DOMINOS PIZZA INC COM 25754A201 4,447 29,287 SH   DFND 14 6,437 22,850 0
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DOMTAR CORP COM NEW 257559203 34,609 932,114 SH   DFND 14 145,317 786,797 0
DOMTAR CORP COM NEW 257559203 126 3,400 SH   DFND 16 0 3,400 0
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DONNELLEY R R & SONS CO COM 257867101 632 40,215 SH   DFND 10 40,215 0 0
DONNELLEY R R & SONS CO WHEN ISSUED 257867200 25,035 1,592,544 SH   DFND 14 319,534 1,273,010 0
DONNELLEY R R & SONS CO WHEN ISSUED 257867200 130 8,300 SH   DFND 16 0 8,300 0
DORMAN PRODUCTS INC COM 258278100 3,485 54,538 SH   DFND 14 5,498 49,040 0
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DOVER CORP COM 260003108 16,924 229,822 SH   DFND 14 74,095 155,727 0
DOVER CORP COM 260003108 22 302 SH   DFND 16 0 302 0
DOW CHEM CO COM 260543103 1,134 21,875 SH   DFND 10 21,875 0 0
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DOW CHEM CO COM 260543103 1,503 29,000 SH   DFND 18 0 29,000 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 586 6,420 SH   DFND 10 6,420 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 131,701 1,442,353 SH   DFND 14 251,732 1,190,621 0
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DREW INDS INC COM NEW 26168L205 147 1,500 SH   DFND 16 0 1,500 0
DRIL-QUIP INC COM 262037104 1,673 30,023 SH   DFND 14 5,590 24,433 0
DU PONT E I DE NEMOURS & CO COM 263534109 81,801 1,221,460 SH   DFND 14 417,769 803,691 0
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DU PONT E I DE NEMOURS & CO COM 263534109 1,105 16,500 SH   DFND 18 0 16,500 0
DUKE REALTY CORP COM NEW 264411505 17,089 625,280 SH   DFND 14 84,161 541,119 0
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DUKE REALTY CORP COM NEW 264411505 82,209 3,008,019 SH   DFND 3 418,153 2,589,866 0
DUKE ENERGY CORP NEW COM NEW 26441C204 80,162 1,001,530 SH   DFND 14 333,705 667,825 0
DUKE ENERGY CORP NEW COM NEW 26441C204 116 1,449 SH   DFND 16 0 1,449 0
DULUTH HLDGS INC COM CL B 26443V101 296 11,172 SH   DFND 10 11,172 0 0
DULUTH HLDGS INC COM CL B 26443V101 18 680 SH   DFND 14 680 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 7,065 51,714 SH   DFND 14 17,856 33,858 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 12 90 SH   DFND 16 0 90 0
DUNKIN BRANDS GROUP INC COM 265504100 2,637 50,637 SH   DFND 14 9,107 41,530 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 346 8,394 SH   DFND 10 8,394 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,550 37,587 SH   DFND 14 11,587 26,000 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 157 3,800 SH   DFND 16 0 3,800 0
DURECT CORP COM 266605104 19 13,360 SH   DFND 14 13,360 0 0
DYCOM INDS INC COM 267475101 314 3,838 SH   DFND 10 3,838 0 0
DYCOM INDS INC COM 267475101 1,666 20,370 SH   DFND 14 6,084 14,286 0
DYNEX CAP INC COM NEW 26817Q506 4,116 554,736 SH   DFND 14 4,830 549,906 0
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DYNEGY INC NEW DEL COM 26817R108 162 13,040 SH   DFND 14 13,040 0 0
DYNEGY INC NEW DEL PFD CONV SER A 26817R207 24,894 543,892 SH   DFND 3 0 543,892 0
EGA EMERGING GLOBAL SHS TR EGS INDIA SC ET 268461811 1,023 62,608 SH   DFND 14 0 62,608 0
EL POLLO LOCO HLDGS INC COM 268603107 470 37,300 SH   DFND 14 2,800 34,500 0
EMC INS GROUP INC COM 268664109 1,526 56,657 SH   DFND 14 1,107 55,550 0
EMC INS GROUP INC COM 268664109 46 1,700 SH   DFND 16 0 1,700 0
EOG RES INC COM 26875P101 128,707 1,330,850 SH   DFND 14 367,844 963,006 0
EOG RES INC COM 26875P101 299 3,090 SH   DFND 16 0 3,090 0
EOG RES INC COM 26875P101 1,306 13,500 SH   DFND 18 0 13,500 0
EQT CORP COM 26884L109 17,287 238,054 SH   DFND 14 81,900 156,154 0
EQT CORP COM 26884L109 27 370 SH   DFND 16 0 370 0
EQT CORP COM 26884L109 617 8,500 SH   DFND 18 0 8,500 0
EPR PPTYS COM SH BEN INT 26884U109 2,977 37,810 SH   DFND 14 8,936 28,874 0
ERA GROUP INC COM 26885G109 274 33,979 SH   DFND 14 3,254 30,725 0
E TRADE FINANCIAL CORP COM NEW 269246401 13,965 479,582 SH   DFND 14 132,555 347,027 0
E TRADE FINANCIAL CORP COM NEW 269246401 16 566 SH   DFND 16 0 566 0
EXCO RESOURCES INC COM 269279402 16 14,545 SH   DFND 14 14,545 0 0
EAGLE MATERIALS INC COM 26969P108 277 3,583 SH   DFND 10 3,583 0 0
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EAGLE MATERIALS INC COM 26969P108 139 1,800 SH   DFND 16 0 1,800 0
EAGLE PHARMACEUTICALS INC COM 269796108 1,025 14,640 SH   DFND 14 1,740 12,900 0
EARTHLINK HLDGS CORP COM 27033X101 329 53,011 SH   DFND 14 9,811 43,200 0
EAST WEST BANCORP INC COM 27579R104 620 16,885 SH   DFND 10 16,885 0 0
EAST WEST BANCORP INC COM 27579R104 35,030 954,232 SH   DFND 14 185,213 769,019 0
EAST WEST BANCORP INC COM 27579R104 173 4,700 SH   DFND 16 0 4,700 0
EASTGROUP PPTY INC COM 277276101 4,446 60,445 SH   DFND 14 6,327 54,118 0
EASTMAN CHEM CO COM 277432100 29,451 435,158 SH   DFND 14 92,070 343,088 0
EASTMAN CHEM CO COM 277432100 19 274 SH   DFND 16 0 274 0
EASTMAN CHEM CO COM 277432100 379 5,600 SH   DFND 18 0 5,600 0
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EATON VANCE CORP COM NON VTG 278265103 3,629 92,942 SH   DFND 14 16,544 76,398 0
EBAY INC COM 278642103 446 13,570 SH   DFND 10 13,570 0 0
EBAY INC COM 278642103 179,556 5,457,617 SH   DFND 14 934,013 4,523,604 0
EBAY INC COM 278642103 1,445 43,925 SH   DFND 16 0 43,925 0
EBIX INC COM NEW 278715206 2,295 40,362 SH   DFND 14 4,285 36,077 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 191 8,265 SH   DFND 10 8,265 0 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 1,111 48,200 SH   DFND 14 4,310 43,890 0
ECHOSTAR CORP CL A 278768106 6,963 158,869 SH   DFND 14 13,269 145,600 0
ECOLAB INC COM 278865100 45,534 374,088 SH   DFND 14 127,132 246,956 0
ECOLAB INC COM 278865100 68 560 SH   DFND 16 0 560 0
ECOLAB INC COM 278865100 487 4,000 SH   DFND 18 0 4,000 0
EDGEWELL PERS CARE CO COM 28035Q102 2,837 35,680 SH   DFND 14 8,853 26,827 0
EDISON INTL COM 281020107 38,073 526,963 SH   DFND 14 162,637 364,326 0
EDISON INTL COM 281020107 49 685 SH   DFND 16 0 685 0
EDISON INTL COM 281020107 759 10,500 SH   DFND 18 0 10,500 0
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EHEALTH INC COM 28238P109 326 29,095 SH   DFND 14 2,823 26,272 0
8X8 INC NEW COM 282914100 2,665 172,738 SH   DFND 14 15,818 156,920 0
EL PASO ELEC CO COM NEW 283677854 523 11,175 SH   DFND 10 11,175 0 0
EL PASO ELEC CO COM NEW 283677854 8,697 185,950 SH   DFND 14 72,074 113,876 0
ELDORADO RESORTS INC COM 28470R102 645 45,840 SH   DFND 14 25,540 20,300 0
ELECTRO SCIENTIFIC INDS COM 285229100 112 19,900 SH   DFND 10 19,900 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 301 53,422 SH   DFND 14 4,015 49,407 0
ELECTRONIC ARTS INC COM 285512109 904 10,580 SH   DFND 10 10,580 0 0
ELECTRONIC ARTS INC COM 285512109 40,014 468,551 SH   DFND 14 145,017 323,534 0
ELECTRONIC ARTS INC COM 285512109 58 675 SH   DFND 16 0 675 0
ELECTRONICS FOR IMAGING INC COM 286082102 263 5,377 SH   DFND 10 5,377 0 0
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ELLIE MAE INC COM 28849P100 296 2,811 SH   DFND 10 2,811 0 0
ELLIE MAE INC COM 28849P100 358 3,400 SH   DFND 14 3,400 0 0
ELLIS PERRY INTL INC COM 288853104 481 24,937 SH   DFND 10 24,937 0 0
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EMCOR GROUP INC COM 29084Q100 45,304 759,879 SH   DFND 14 193,227 566,652 0
EMCOR GROUP INC COM 29084Q100 1,389 23,300 SH   DFND 16 0 23,300 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 868 27,526 SH   DFND 10 27,526 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 7,212 228,724 SH   DFND 14 6,247 222,477 0
EMERSON ELEC CO COM 291011104 108,461 1,989,739 SH   DFND 14 370,279 1,619,460 0
EMERSON ELEC CO COM 291011104 75 1,385 SH   DFND 16 0 1,385 0
EMPIRE ST RLTY TR INC CL A 292104106 601 28,700 SH   DFND 14 8,300 20,400 0
EMPIRE ST RLTY TR INC CL A 292104106 37,348 1,782,739 SH   DFND 3 251,783 1,530,956 0
EMPLOYERS HOLDINGS INC COM 292218104 9,506 318,658 SH   DFND 14 5,765 312,893 0
ENANTA PHARMACEUTICALS INC COM 29251M106 400 15,044 SH   DFND 10 15,044 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,766 66,360 SH   DFND 14 24,600 41,760 0
ENCORE CAP GROUP INC COM 292554102 325 14,442 SH   DFND 10 14,442 0 0
ENCORE CAP GROUP INC COM 292554102 8,082 359,499 SH   DFND 14 22,948 336,551 0
ENCORE CAP GROUP INC COM 292554102 142 6,300 SH   DFND 16 0 6,300 0
ENCORE WIRE CORP COM 292562105 288 7,829 SH   DFND 10 7,829 0 0
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ENCORE WIRE CORP COM 292562105 210 5,700 SH   DFND 16 0 5,700 0
ENERGEN CORP COM 29265N108 50,113 868,206 SH   DFND 14 143,314 724,892 0
ENERGEN CORP COM 29265N108 1,195 20,700 SH   DFND 16 0 20,700 0
ENERGEN CORP COM 29265N108 459 7,950 SH   DFND 18 0 7,950 0
ENDOLOGIX INC COM 29266S106 186 14,550 SH   DFND 10 14,550 0 0
ENDOLOGIX INC COM 29266S106 112 8,737 SH   DFND 14 8,737 0 0
ENDOLOGIX INC COM 29266S106 324 25,300 SH   DFND 18 0 25,300 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 655 74,800 SH   DFND 14 5,000 69,800 0
ENERGIZER HLDGS INC NEW COM 29272W109 375 7,510 SH   DFND 10 7,510 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 1,856 37,140 SH   DFND 14 9,043 28,097 0
ENERSYS COM 29275Y102 206 2,980 SH   DFND 10 2,980 0 0
ENERSYS COM 29275Y102 11,187 161,689 SH   DFND 14 80,759 80,930 0
ENERSYS COM 29275Y102 21 300 SH   DFND 16 0 300 0
ENERNOC INC COM 292764107 19 3,517 SH   DFND 14 3,517 0 0
ENERNOC INC COM 292764107 124 22,900 SH   DFND 16 0 22,900 0
ENGILITY HLDGS INC NEW COM 29286C107 7,731 245,437 SH   DFND 14 41,058 204,379 0
ENGILITY HLDGS INC NEW COM 29286C107 602 19,100 SH   DFND 16 0 19,100 0
ENNIS INC COM 293389102 9,156 543,389 SH   DFND 14 24,733 518,656 0
ENPRO INDS INC COM 29355X107 2,304 40,542 SH   DFND 14 3,994 36,548 0
ENOVA INTL INC COM 29357K103 3,968 409,926 SH   DFND 14 35,553 374,373 0
ENSIGN GROUP INC COM 29358P101 1,729 85,872 SH   DFND 14 9,832 76,040 0
ENTEGRIS INC COM 29362U104 9,485 544,473 SH   DFND 14 178,173 366,300 0
ENTEGRIS INC COM 29362U104 719 41,300 SH   DFND 16 0 41,300 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,411 109,028 SH   DFND 14 2,946 106,082 0
ENTERGY CORP NEW COM 29364G103 111,926 1,458,695 SH   DFND 14 224,354 1,234,341 0
ENTERGY CORP NEW COM 29364G103 1,300 16,945 SH   DFND 16 0 16,945 0
ENTERPRISE FINL SVCS CORP COM 293712105 5,302 169,675 SH   DFND 14 29,095 140,580 0
ENTERPRISE FINL SVCS CORP COM 293712105 213 6,800 SH   DFND 16 0 6,800 0
ENZO BIOCHEM INC COM 294100102 97 19,130 SH   DFND 14 5,730 13,400 0
EPAM SYS INC COM 29414B104 373 5,380 SH   DFND 14 5,380 0 0
EPLUS INC COM 294268107 176 1,862 SH   DFND 10 1,862 0 0
EPLUS INC COM 294268107 5,154 54,591 SH   DFND 14 8,321 46,270 0
EPLUS INC COM 294268107 359 3,800 SH   DFND 16 0 3,800 0
EQUIFAX INC COM 294429105 24,404 181,336 SH   DFND 14 57,836 123,500 0
EQUIFAX INC COM 294429105 36 265 SH   DFND 16 0 265 0
EQUINIX INC COM PAR $0.001 29444U700 36,680 101,817 SH   DFND 14 34,559 67,258 0
EQUINIX INC COM PAR $0.001 29444U700 59 164 SH   DFND 16 0 164 0
EQUINIX INC COM PAR $0.001 29444U700 848 2,355 SH   DFND 3 0 2,355 0
EQUITY COMWLTH COM SH BEN INT 294628102 6,217 205,730 SH   DFND 14 29,777 175,953 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 548 7,100 SH   DFND 10 7,100 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 482 6,248 SH   DFND 14 6,248 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 59,796 774,756 SH   DFND 3 109,318 665,438 0
EQUITY ONE COM 294752100 3,250 106,173 SH   DFND 14 13,253 92,920 0
EQUITY ONE COM 294752100 61,554 2,010,915 SH   DFND 3 286,259 1,724,656 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 33,713 524,065 SH   DFND 14 178,380 345,685 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 52 810 SH   DFND 16 0 810 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 121,968 1,895,967 SH   DFND 3 265,779 1,630,188 0
ESCO TECHNOLOGIES INC COM 296315104 2,134 45,973 SH   DFND 14 4,652 41,321 0
ESSENDANT INC COM 296689102 640 31,200 SH   DFND 10 31,200 0 0
ESSENDANT INC COM 296689102 1,468 71,523 SH   DFND 14 6,307 65,216 0
ESSEX PPTY TR INC COM 297178105 22,145 99,438 SH   DFND 14 32,223 67,215 0
ESSEX PPTY TR INC COM 297178105 31 140 SH   DFND 16 0 140 0
ESSEX PPTY TR INC COM 297178105 111,789 501,973 SH   DFND 3 70,262 431,711 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 6,160 81,014 SH   DFND 14 5,514 75,500 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,429 45,690 SH   DFND 14 4,562 41,128 0
EURONET WORLDWIDE INC COM 298736109 132 1,609 SH   DFND 10 1,609 0 0
EURONET WORLDWIDE INC COM 298736109 325 3,970 SH   DFND 14 3,170 800 0
EVERCORE PARTNERS INC CLASS A 29977A105 292 5,675 SH   DFND 10 5,675 0 0
EVERCORE PARTNERS INC CLASS A 29977A105 9,304 180,629 SH   DFND 14 32,449 148,180 0
EVERCORE PARTNERS INC CLASS A 29977A105 577 11,200 SH   DFND 16 0 11,200 0
EVERBRIDGE INC COM 29978A104 193 11,470 SH   DFND 10 11,470 0 0
EVERTEC INC COM 30040P103 810 48,280 SH   DFND 14 8,680 39,600 0
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EVERSOURCE ENERGY COM 30040W108 34 625 SH   DFND 16 0 625 0
EXACT SCIENCES CORP COM 30063P105 201 10,821 SH   DFND 14 10,821 0 0
EXAR CORP COM 300645108 677 72,743 SH   DFND 14 6,109 66,634 0
EXACTECH INC COM 30064E109 58 2,147 SH   DFND 10 2,147 0 0
EXACTECH INC COM 30064E109 82 3,033 SH   DFND 14 1,533 1,500 0
EXACTECH INC COM 30064E109 127 4,700 SH   DFND 16 0 4,700 0
EXELON CORP COM 30161N101 988 29,670 SH   DFND 10 29,670 0 0
EXELON CORP COM 30161N101 127,840 3,840,188 SH   DFND 14 561,186 3,279,002 0
EXELON CORP COM 30161N101 620 18,624 SH   DFND 16 0 18,624 0
EXELON CORP COM 30161N101 393 11,800 SH   DFND 18 0 11,800 0
EXELIXIS INC COM 30161Q104 3,913 305,953 SH   DFND 14 21,053 284,900 0
EXELIXIS INC COM 30161Q104 490 38,300 SH   DFND 16 0 38,300 0
EXLSERVICE HOLDINGS INC COM 302081104 3,054 61,279 SH   DFND 14 5,779 55,500 0
EXPEDIA INC DEL COM NEW 30212P303 19,429 166,454 SH   DFND 14 57,325 109,129 0
EXPEDIA INC DEL COM NEW 30212P303 30 255 SH   DFND 16 0 255 0
EXPEDITORS INTL WASH INC COM 302130109 13,694 265,798 SH   DFND 14 85,962 179,836 0
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EXPRESS INC COM 30219E103 580 49,165 SH   DFND 10 49,165 0 0
EXPRESS INC COM 30219E103 33,697 2,858,101 SH   DFND 14 182,121 2,675,980 0
EXPRESS INC COM 30219E103 1,133 96,100 SH   DFND 16 0 96,100 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 444 6,300 SH   DFND 10 6,300 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 185,434 2,629,145 SH   DFND 14 470,384 2,158,761 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,546 21,916 SH   DFND 16 0 21,916 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 253 17,811 SH   DFND 10 17,811 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 14,510 1,021,800 SH   DFND 14 117,500 904,300 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 371 26,100 SH   DFND 16 0 26,100 0
EXTRA SPACE STORAGE INC COM 30225T102 14,452 181,989 SH   DFND 14 61,742 120,247 0
EXTRA SPACE STORAGE INC COM 30225T102 25 320 SH   DFND 16 0 320 0
EXTRA SPACE STORAGE INC COM 30225T102 107,317 1,351,434 SH   DFND 3 162,234 1,189,200 0
EXTREME NETWORKS INC COM 30226D106 1,004 223,560 SH   DFND 14 112,060 111,500 0
EXTREME NETWORKS INC COM 30226D106 172 38,300 SH   DFND 16 0 38,300 0
EXTERRAN CORP COM 30227H106 1,578 100,613 SH   DFND 14 30,415 70,198 0
EXTERRAN CORP COM 30227H106 241 15,400 SH   DFND 16 0 15,400 0
EZCORP INC CL A NON VTG 302301106 941 85,096 SH   DFND 14 8,205 76,891 0
EXXON MOBIL CORP COM 30231G102 2,370 27,150 SH   DFND 10 27,150 0 0
EXXON MOBIL CORP COM 30231G102 839,137 9,614,305 SH   DFND 14 2,724,349 6,889,956 0
EXXON MOBIL CORP COM 30231G102 2,850 32,652 SH   DFND 16 0 32,652 0
EXXON MOBIL CORP COM 30231G102 8,553 98,000 SH   DFND 18 0 98,000 0
FBL FINL GROUP INC CL A 30239F106 7,542 117,893 SH   DFND 14 26,125 91,768 0
FLIR SYS INC COM 302445101 5,882 187,206 SH   DFND 14 63,948 123,258 0
FLIR SYS INC COM 302445101 8 250 SH   DFND 16 0 250 0
F M C CORP COM NEW 302491303 8,866 183,414 SH   DFND 14 62,236 121,178 0
F M C CORP COM NEW 302491303 11 230 SH   DFND 16 0 230 0
FMC TECHNOLOGIES INC COM 30249U101 11,690 394,008 SH   DFND 14 109,501 284,507 0
FMC TECHNOLOGIES INC COM 30249U101 14 460 SH   DFND 16 0 460 0
FNB CORP PA COM 302520101 3,758 305,520 SH   DFND 14 38,720 266,800 0
FCB FINL HLDGS INC CL A 30255G103 1,136 29,570 SH   DFND 14 2,570 27,000 0
FS INVT CORP COM 302635107 118 12,500 SH   DFND 14 12,500 0 0
FTD COS INC COM 30281V108 4,186 203,482 SH   DFND 14 38,012 165,470 0
FTD COS INC COM 30281V108 385 18,700 SH   DFND 16 0 18,700 0
FTI CONSULTING INC COM 302941109 1,204 27,027 SH   DFND 14 7,863 19,164 0
FACEBOOK INC CL A 30303M102 1,442 11,240 SH   DFND 10 11,240 0 0
FACEBOOK INC CL A 30303M102 770,118 6,003,885 SH   DFND 14 1,524,410 4,479,475 0
FACEBOOK INC CL A 30303M102 4,473 34,870 SH   DFND 16 0 34,870 0
FACTSET RESH SYS INC COM 303075105 3,931 24,249 SH   DFND 14 5,733 18,516 0
FAIR ISAAC CORP COM 303250104 230 1,847 SH   DFND 10 1,847 0 0
FAIR ISAAC CORP COM 303250104 24,623 197,630 SH   DFND 14 55,494 142,136 0
FAIR ISAAC CORP COM 303250104 103 830 SH   DFND 16 0 830 0
FARO TECHNOLOGIES INC COM 311642102 1,063 29,570 SH   DFND 14 2,717 26,853 0
FASTENAL CO COM 311900104 16,747 400,845 SH   DFND 14 135,451 265,394 0
FASTENAL CO COM 311900104 23 550 SH   DFND 16 0 550 0
FEDERAL AGRIC MTG CORP CL C 313148306 4,007 101,453 SH   DFND 14 20,191 81,262 0
FEDERAL AGRIC MTG CORP CL C 313148306 99 2,500 SH   DFND 16 0 2,500 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 100 10,441 SH   DFND 14 10,441 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 16,313 105,978 SH   DFND 14 34,609 71,369 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 25 160 SH   DFND 16 0 160 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 98,275 638,437 SH   DFND 3 89,135 549,302 0
FEDERAL SIGNAL CORP COM 313855108 3,860 291,125 SH   DFND 14 10,995 280,130 0
FEDERATED INVS INC PA CL B 314211103 12,075 407,542 SH   DFND 14 57,718 349,824 0
FEDERATED INVS INC PA CL B 314211103 107 3,600 SH   DFND 16 0 3,600 0
FEDERATED NATL HLDG CO COM 31422T101 534 28,560 SH   DFND 14 1,360 27,200 0
FEDEX CORP COM 31428X106 83,569 478,413 SH   DFND 14 123,778 354,635 0
FEDEX CORP COM 31428X106 774 4,430 SH   DFND 16 0 4,430 0
FEDEX CORP COM 31428X106 402 2,300 SH   DFND 18 0 2,300 0
FELCOR LODGING TR INC COM 31430F101 568 88,289 SH   DFND 14 15,189 73,100 0
F5 NETWORKS INC COM 315616102 56,111 450,184 SH   DFND 14 55,728 394,456 0
F5 NETWORKS INC COM 315616102 171 1,370 SH   DFND 16 0 1,370 0
FIBROGEN INC COM 31572Q808 1,962 94,780 SH   DFND 14 19,380 75,400 0
FIBROGEN INC COM 31572Q808 642 31,000 SH   DFND 16 0 31,000 0
FIDELITY NATL INFORMATION SV COM 31620M106 401 5,200 SH   DFND 10 5,200 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 35,180 456,702 SH   DFND 14 157,839 298,863 0
FIDELITY NATL INFORMATION SV COM 31620M106 64 830 SH   DFND 16 0 830 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 907 24,580 SH   DFND 14 20,130 4,450 0
FIDELITY SOUTHERN CORP NEW COM 316394105 6,941 377,429 SH   DFND 14 26,880 350,549 0
FIDELITY SOUTHERN CORP NEW COM 316394105 211 11,500 SH   DFND 16 0 11,500 0
FIESTA RESTAURANT GROUP INC COM 31660B101 2,082 86,742 SH   DFND 14 4,842 81,900 0
FIFTH THIRD BANCORP COM 316773100 50,017 2,444,645 SH   DFND 14 483,580 1,961,065 0
FIFTH THIRD BANCORP COM 316773100 32 1,582 SH   DFND 16 0 1,582 0
FINANCIAL ENGINES INC COM 317485100 2,806 94,458 SH   DFND 14 9,178 85,280 0
FINANCIAL INSTNS INC COM 317585404 3,118 115,002 SH   DFND 14 19,674 95,328 0
FINANCIAL INSTNS INC COM 317585404 141 5,200 SH   DFND 16 0 5,200 0
FINISAR CORP COM NEW 31787A507 471 15,795 SH   DFND 14 15,795 0 0
FINISH LINE INC CL A 317923100 5,106 221,230 SH   DFND 14 7,550 213,680 0
FIRST AMERN FINL CORP COM 31847R102 251 6,400 SH   DFND 10 6,400 0 0
FIRST AMERN FINL CORP COM 31847R102 27,282 694,559 SH   DFND 14 129,338 565,221 0
FIRST AMERN FINL CORP COM 31847R102 263 6,700 SH   DFND 16 0 6,700 0
FIRST BANCORP P R COM NEW 318672706 1,510 290,339 SH   DFND 14 65,242 225,097 0
FIRST BANCORP N C COM 318910106 1,613 81,518 SH   DFND 14 2,107 79,411 0
FIRST BANCORP N C COM 318910106 77 3,900 SH   DFND 16 0 3,900 0
FIRST BUSEY CORP COM NEW 319383204 375 16,605 SH   DFND 14 4,005 12,600 0
FIRST BUSEY CORP COM NEW 319383204 212 9,400 SH   DFND 16 0 9,400 0
FIRST BUS FINL SVCS INC WIS COM 319390100 255 10,870 SH   DFND 14 670 10,200 0
FIRST BUS FINL SVCS INC WIS COM 319390100 35 1,500 SH   DFND 16 0 1,500 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 91 309 SH   DFND 10 309 0 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,869 23,374 SH   DFND 14 5,704 17,670 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 411 1,400 SH   DFND 16 0 1,400 0
FIRST COMWLTH FINL CORP PA COM 319829107 2,589 256,563 SH   DFND 14 65,926 190,637 0
FIRST COMWLTH FINL CORP PA COM 319829107 197 19,500 SH   DFND 16 0 19,500 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 30 1,228 SH   DFND 10 1,228 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 2,787 112,385 SH   DFND 14 21,951 90,434 0
FIRST DEFIANCE FINL CORP COM 32006W106 3,573 80,050 SH   DFND 14 1,178 78,872 0
FIRST DATA CORP NEW COM CL A 32008D106 48,454 3,681,900 SH   DFND 14 254,900 3,427,000 0
FIRST DATA CORP NEW COM CL A 32008D106 1,304 99,100 SH   DFND 16 0 99,100 0
FIRST FINL BANCORP OH COM 320209109 9,663 442,425 SH   DFND 14 23,759 418,666 0
FIRST FINL BANKSHARES COM 32020R109 4,275 117,312 SH   DFND 14 11,126 106,186 0
FIRST FINL CORP IND COM 320218100 4,612 113,369 SH   DFND 14 14,410 98,959 0
FIRST FINL CORP IND COM 320218100 106 2,600 SH   DFND 16 0 2,600 0
FIRST HORIZON NATL CORP COM 320517105 4,470 293,520 SH   DFND 14 31,433 262,087 0
FIRST HAWAIIAN INC COM 32051X108 210 7,800 SH   DFND 10 7,800 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 2,586 91,638 SH   DFND 14 38,738 52,900 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 13,134 416,813 SH   DFND 14 26,797 390,016 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 170 5,400 SH   DFND 16 0 5,400 0
FIRST LONG IS CORP COM 320734106 211 6,376 SH   DFND 14 1,594 4,782 0
FIRST MERCHANTS CORP COM 320817109 8,498 317,692 SH   DFND 14 37,785 279,907 0
FIRST MERCHANTS CORP COM 320817109 233 8,700 SH   DFND 16 0 8,700 0
FIRST MIDWEST BANCORP DEL COM 320867104 5,191 268,136 SH   DFND 14 13,903 254,233 0
FIRST NBC BK HLDG CO COM 32115D106 2,965 314,067 SH   DFND 14 11,930 302,137 0
FIRST NBC BK HLDG CO COM 32115D106 121 12,800 SH   DFND 16 0 12,800 0
FIRST POTOMAC RLTY TR COM 33610F109 382 41,735 SH   DFND 10 41,735 0 0
FIRST POTOMAC RLTY TR COM 33610F109 1,816 198,505 SH   DFND 14 62,520 135,985 0
FIRST POTOMAC RLTY TR COM 33610F109 45,350 4,956,321 SH   DFND 3 683,386 4,272,935 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 292 3,788 SH   DFND 14 3,638 150 0
FIRST SOLAR INC COM 336433107 15,059 381,330 SH   DFND 14 66,118 315,212 0
FIRST SOLAR INC COM 336433107 6 140 SH   DFND 16 0 140 0
1ST SOURCE CORP COM 336901103 101 2,818 SH   DFND 10 2,818 0 0
1ST SOURCE CORP COM 336901103 4,955 138,819 SH   DFND 14 23,261 115,558 0
1ST SOURCE CORP COM 336901103 114 3,200 SH   DFND 16 0 3,200 0
FIRSTCASH INC COM 33767D105 5,131 108,978 SH   DFND 14 29,474 79,504 0
FISERV INC COM 337738108 48,428 486,863 SH   DFND 14 169,756 317,107 0
FISERV INC COM 337738108 683 6,870 SH   DFND 16 0 6,870 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 9,875 355,860 SH   DFND 14 91,780 264,080 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 813 29,300 SH   DFND 16 0 29,300 0
FIRSTENERGY CORP COM 337932107 68,215 2,062,119 SH   DFND 14 290,218 1,771,901 0
FIRSTENERGY CORP COM 337932107 29 884 SH   DFND 16 0 884 0
FITBIT INC CL A 33812L102 249 16,753 SH   DFND 10 16,753 0 0
FITBIT INC CL A 33812L102 44 2,950 SH   DFND 14 2,950 0 0
FIVE BELOW INC COM 33829M101 207 5,143 SH   DFND 10 5,143 0 0
FIVE BELOW INC COM 33829M101 3,949 98,010 SH   DFND 14 7,950 90,060 0
FIVE BELOW INC COM 33829M101 105 2,600 SH   DFND 18 0 2,600 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 423 8,056 SH   DFND 10 8,056 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 2,148 40,930 SH   DFND 14 3,030 37,900 0
FLEETCOR TECHNOLOGIES INC COM 339041105 193 1,110 SH   DFND 10 1,110 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 1,048 6,035 SH   DFND 14 4,405 1,630 0
FLEXSTEEL INDS INC COM 339382103 1,552 30,010 SH   DFND 14 910 29,100 0
FLEXSTEEL INDS INC COM 339382103 259 5,000 SH   DFND 16 0 5,000 0
FLOTEK INDS INC DEL COM 343389102 1,316 90,509 SH   DFND 14 8,949 81,560 0
FLUOR CORP NEW COM 343412102 21,122 411,570 SH   DFND 14 92,120 319,450 0
FLUOR CORP NEW COM 343412102 14 275 SH   DFND 16 0 275 0
FLOWERS FOODS INC COM 343498101 4,594 303,841 SH   DFND 14 60,054 243,787 0
FLOWERS FOODS INC COM 343498101 50 3,300 SH   DFND 16 0 3,300 0
FLOWSERVE CORP COM 34354P105 8,726 180,891 SH   DFND 14 61,152 119,739 0
FLOWSERVE CORP COM 34354P105 14 300 SH   DFND 16 0 300 0
FLUIDIGM CORP DEL COM 34385P108 86 10,740 SH   DFND 14 2,240 8,500 0
FLUSHING FINL CORP COM 343873105 685 28,886 SH   DFND 14 28,886 0 0
FLUSHING FINL CORP COM 343873105 152 6,400 SH   DFND 16 0 6,400 0
FOOT LOCKER INC COM 344849104 232 3,430 SH   DFND 10 3,430 0 0
FOOT LOCKER INC COM 344849104 19,778 292,058 SH   DFND 14 65,291 226,767 0
FOOT LOCKER INC COM 344849104 20 300 SH   DFND 16 0 300 0
FORD MTR CO DEL COM PAR $0.01 345370860 135,933 11,262,082 SH   DFND 14 2,896,540 8,365,542 0
FORD MTR CO DEL COM PAR $0.01 345370860 967 80,093 SH   DFND 16 0 80,093 0
FORD MTR CO DEL COM PAR $0.01 345370860 169 14,000 SH   DFND 18 0 14,000 0
FOREST CITY RLTY TR INC COM CL A 345605109 56,928 2,461,231 SH   DFND 14 504,821 1,956,410 0
FOREST CITY RLTY TR INC COM CL A 345605109 1,045 45,200 SH   DFND 16 0 45,200 0
FORESTAR GROUP INC COM 346233109 549 46,899 SH   DFND 14 4,557 42,342 0
FORRESTER RESH INC COM 346563109 894 22,986 SH   DFND 14 1,924 21,062 0
FORTINET INC COM 34959E109 35,916 972,536 SH   DFND 14 144,616 827,920 0
FORTINET INC COM 34959E109 174 4,700 SH   DFND 16 0 4,700 0
FORTIVE CORP COM 34959J108 21,417 420,760 SH   DFND 14 145,147 275,613 0
FORTIVE CORP COM 34959J108 34 660 SH   DFND 16 0 660 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 12,325 212,130 SH   DFND 14 74,246 137,884 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 17 300 SH   DFND 16 0 300 0
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 6,835 344,145 SH   DFND 14 4,950 339,195 0
FORWARD AIR CORP COM 349853101 2,425 56,057 SH   DFND 14 5,373 50,684 0
FOSSIL GROUP INC COM 34988V106 743 26,766 SH   DFND 14 7,901 18,865 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,246 105,297 SH   DFND 14 9,572 95,725 0
FOUR CORNERS PPTY TR INC COM 35086T109 456 21,400 SH   DFND 16 0 21,400 0
FOUR CORNERS PPTY TR INC COM 35086T109 55,129 2,584,593 SH   DFND 3 358,254 2,226,339 0
FOX FACTORY HLDG CORP COM 35138V102 1,058 46,040 SH   DFND 14 3,590 42,450 0
FRANCESCAS HLDGS CORP COM 351793104 26,051 1,688,328 SH   DFND 14 277,248 1,411,080 0
FRANCESCAS HLDGS CORP COM 351793104 886 57,400 SH   DFND 16 0 57,400 0
FRANKLIN ELEC INC COM 353514102 2,823 69,342 SH   DFND 14 7,722 61,620 0
FRANKLIN RES INC COM 354613101 30,381 854,115 SH   DFND 14 207,387 646,728 0
FRANKLIN RES INC COM 354613101 28 785 SH   DFND 16 0 785 0
FRANKLIN STREET PPTYS CORP COM 35471R106 376 29,842 SH   DFND 10 29,842 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 35,105 2,786,123 SH   DFND 14 300,989 2,485,134 0
FRANKLIN STREET PPTYS CORP COM 35471R106 665 52,800 SH   DFND 16 0 52,800 0
FREDS INC CL A 356108100 558 61,570 SH   DFND 14 5,363 56,207 0
FREEPORT-MCMORAN INC CL B 35671D857 18,922 1,742,394 SH   DFND 14 598,386 1,144,008 0
FREEPORT-MCMORAN INC CL B 35671D857 25 2,320 SH   DFND 16 0 2,320 0
FREIGHTCAR AMER INC COM 357023100 131 9,123 SH   DFND 10 9,123 0 0
FREIGHTCAR AMER INC COM 357023100 1,282 89,152 SH   DFND 14 1,352 87,800 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 6,642 1,596,603 SH   DFND 14 529,402 1,067,201 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 9 2,120 SH   DFND 16 0 2,120 0
FULLER H B CO COM 359694106 4,915 105,762 SH   DFND 14 8,696 97,066 0
FULTON FINL CORP PA COM 360271100 13,819 951,723 SH   DFND 14 74,203 877,520 0
FULTON FINL CORP PA COM 360271100 357 24,600 SH   DFND 16 0 24,600 0
FUTUREFUEL CORPORATION COM 36116M106 121 10,700 SH   DFND 10 10,700 0 0
FUTUREFUEL CORPORATION COM 36116M106 1,061 94,089 SH   DFND 14 4,540 89,549 0
G & K SVCS INC CL A 361268105 3,492 36,572 SH   DFND 14 3,831 32,741 0
GATX CORP COM 361448103 3,841 86,208 SH   DFND 14 7,644 78,564 0
GEO GROUP INC NEW COM 36162J106 235 9,898 SH   DFND 10 9,898 0 0
GEO GROUP INC NEW COM 36162J106 56,525 2,376,997 SH   DFND 14 260,868 2,116,129 0
GEO GROUP INC NEW COM 36162J106 1,508 63,400 SH   DFND 16 0 63,400 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 7,905 279,141 SH   DFND 14 42,541 236,600 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 903 31,900 SH   DFND 16 0 31,900 0
GNC HLDGS INC COM CL A 36191G107 21,856 1,070,310 SH   DFND 14 66,810 1,003,500 0
GNC HLDGS INC COM CL A 36191G107 388 19,000 SH   DFND 16 0 19,000 0
GNC HLDGS INC COM CL A 36191G107 69 3,400 SH   DFND 18 0 3,400 0
G-III APPAREL GROUP LTD COM 36237H101 2,139 73,378 SH   DFND 14 7,348 66,030 0
G-III APPAREL GROUP LTD COM 36237H101 93 3,200 SH   DFND 18 0 3,200 0
GTT COMMUNICATIONS INC COM 362393100 163 6,923 SH   DFND 10 6,923 0 0
GTT COMMUNICATIONS INC COM 362393100 43 1,820 SH   DFND 14 1,820 0 0
GMS INC COM 36251C103 1,740 78,260 SH   DFND 14 16,260 62,000 0
GMS INC COM 36251C103 256 11,500 SH   DFND 16 0 11,500 0
GAIN CAP HLDGS INC COM 36268W100 615 99,574 SH   DFND 14 4,074 95,500 0
GAIA INC NEW CL A 36269P104 374 51,900 SH   DFND 10 51,900 0 0
GAIA INC NEW CL A 36269P104 13 1,760 SH   DFND 14 1,760 0 0
GALENA BIOPHARMA INC COM 363256108 6 16,680 SH   DFND 14 16,680 0 0
GALLAGHER ARTHUR J & CO COM 363576109 11,943 234,778 SH   DFND 14 80,500 154,278 0
GALLAGHER ARTHUR J & CO COM 363576109 18 350 SH   DFND 16 0 350 0
GAMING & LEISURE PPTYS INC COM 36467J108 488 14,601 SH   DFND 14 14,601 0 0
GAMESTOP CORP NEW CL A 36467W109 12,513 453,552 SH   DFND 14 45,240 408,312 0
GAMESTOP CORP NEW CL A 36467W109 19 700 SH   DFND 16 0 700 0
GANNETT CO INC COM 36473H104 2,995 257,276 SH   DFND 14 20,881 236,395 0
GAP INC DEL COM 364760108 16,675 749,767 SH   DFND 14 148,393 601,374 0
GAP INC DEL COM 364760108 9 425 SH   DFND 16 0 425 0
GARTNER INC COM 366651107 4,392 49,651 SH   DFND 14 11,949 37,702 0
GENERAC HLDGS INC COM 368736104 162 4,467 SH   DFND 14 4,467 0 0
GENERAC HLDGS INC COM 368736104 122 3,350 SH   DFND 18 0 3,350 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,388 92,683 SH   DFND 14 8,083 84,600 0
GENERAL COMMUNICATION INC CL A 369385109 180 13,063 SH   DFND 10 13,063 0 0
GENERAL COMMUNICATION INC CL A 369385109 667 48,492 SH   DFND 14 4,835 43,657 0
GENERAL DYNAMICS CORP COM 369550108 123,501 795,956 SH   DFND 14 231,199 564,757 0
GENERAL DYNAMICS CORP COM 369550108 95 615 SH   DFND 16 0 615 0
GENERAL ELECTRIC CO COM 369604103 1,998 67,450 SH   DFND 10 67,450 0 0
GENERAL ELECTRIC CO COM 369604103 505,489 17,065,802 SH   DFND 14 4,918,964 12,146,838 0
GENERAL ELECTRIC CO COM 369604103 953 32,186 SH   DFND 16 0 32,186 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 42,258 1,531,092 SH   DFND 14 312,871 1,218,221 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 426 15,450 SH   DFND 16 0 15,450 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 101,404 3,674,046 SH   DFND 3 430,216 3,243,830 0
GENERAL MLS INC COM 370334104 95,020 1,487,480 SH   DFND 14 359,402 1,128,078 0
GENERAL MLS INC COM 370334104 81 1,274 SH   DFND 16 0 1,274 0
GENERAL MTRS CO COM 37045V100 728 22,910 SH   DFND 10 22,910 0 0
GENERAL MTRS CO COM 37045V100 219,041 6,894,574 SH   DFND 14 1,340,663 5,553,911 0
GENERAL MTRS CO COM 37045V100 1,255 39,500 SH   DFND 16 0 39,500 0
GENERAL MTRS CO COM 37045V100 114 3,600 SH   DFND 18 0 3,600 0
GENERAL MTRS CO COM 37045V100 20 631 SH   DFND 3 0 631 0
GENESCO INC COM 371532102 6,354 116,679 SH   DFND 14 20,565 96,114 0
GENESCO INC COM 371532102 392 7,200 SH   DFND 16 0 7,200 0
GENESEE & WYO INC CL A 371559105 4,534 65,759 SH   DFND 14 11,189 54,570 0
GENESEE & WYO INC CL A 371559105 269 3,900 SH   DFND 18 0 3,900 0
GENTEX CORP COM 371901109 2,991 170,340 SH   DFND 14 40,538 129,802 0
GENOMIC HEALTH INC COM 37244C101 4,679 161,790 SH   DFND 14 52,684 109,106 0
GENOMIC HEALTH INC COM 37244C101 645 22,300 SH   DFND 16 0 22,300 0
GENUINE PARTS CO COM 372460105 26,668 265,484 SH   DFND 14 71,653 193,831 0
GENUINE PARTS CO COM 372460105 578 5,750 SH   DFND 16 0 5,750 0
GENWORTH FINL INC COM CL A 37247D106 7,771 1,566,683 SH   DFND 14 232,110 1,334,573 0
GENWORTH FINL INC COM CL A 37247D106 44 8,800 SH   DFND 16 0 8,800 0
GENTHERM INC COM 37253A103 2,052 65,309 SH   DFND 14 6,669 58,640 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 457 23,452 SH   DFND 14 2,202 21,250 0
GERMAN AMERN BANCORP INC COM 373865104 470 12,067 SH   DFND 14 1,494 10,573 0
GERON CORP COM 374163103 32 14,087 SH   DFND 14 14,087 0 0
GETTY RLTY CORP NEW COM 374297109 246 10,268 SH   DFND 10 10,268 0 0
GETTY RLTY CORP NEW COM 374297109 1,116 46,632 SH   DFND 14 4,303 42,329 0
GIBRALTAR INDS INC COM 374689107 276 7,433 SH   DFND 10 7,433 0 0
GIBRALTAR INDS INC COM 374689107 7,838 210,995 SH   DFND 14 53,987 157,008 0
GIBRALTAR INDS INC COM 374689107 613 16,500 SH   DFND 16 0 16,500 0
GIGAMON INC COM 37518B102 256 4,670 SH   DFND 14 2,570 2,100 0
GILEAD SCIENCES INC COM 375558103 1,563 19,760 SH   DFND 10 19,760 0 0
GILEAD SCIENCES INC COM 375558103 288,931 3,651,813 SH   DFND 14 812,408 2,839,405 0
GILEAD SCIENCES INC COM 375558103 1,607 20,310 SH   DFND 16 0 20,310 0
GILEAD SCIENCES INC COM 375558103 12,738 161,000 SH   DFND 18 0 161,000 0
GLACIER BANCORP INC NEW COM 37637Q105 3,872 135,781 SH   DFND 14 13,545 122,236 0
GLADSTONE COML CORP COM 376536108 1,348 72,342 SH   DFND 14 35,642 36,700 0
GLADSTONE COML CORP COM 376536108 229 12,300 SH   DFND 16 0 12,300 0
GLATFELTER COM 377316104 3,619 166,933 SH   DFND 14 7,723 159,210 0
GLAUKOS CORP COM 377322102 2,443 64,740 SH   DFND 14 38,640 26,100 0
GLAUKOS CORP COM 377322102 638 16,900 SH   DFND 16 0 16,900 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 23 980 SH   DFND 14 980 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,986 129,545 SH   DFND 18 0 129,545 0
GLOBALSTAR INC COM 378973408 50 41,440 SH   DFND 14 41,440 0 0
GLOBAL NET LEASE INC COM 379378102 88 10,840 SH   DFND 14 10,840 0 0
GLOBAL PMTS INC COM 37940X102 15,963 207,955 SH   DFND 14 72,078 135,877 0
GLOBAL PMTS INC COM 37940X102 23 300 SH   DFND 16 0 300 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 14,783 511,716 SH   DFND 14 72,480 439,236 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 433 15,000 SH   DFND 16 0 15,000 0
GLU MOBILE INC COM 379890106 199 88,700 SH   DFND 10 88,700 0 0
GLU MOBILE INC COM 379890106 24 10,704 SH   DFND 14 10,704 0 0
GODADDY INC CL A 380237107 768 22,240 SH   DFND 10 22,240 0 0
GODADDY INC CL A 380237107 138 4,000 SH   DFND 14 4,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 256,840 1,592,610 SH   DFND 14 345,920 1,246,690 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,729 10,720 SH   DFND 16 0 10,720 0
GOODYEAR TIRE & RUBR CO COM 382550101 31,486 974,789 SH   DFND 14 179,967 794,822 0
GOODYEAR TIRE & RUBR CO COM 382550101 17 535 SH   DFND 16 0 535 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 7,298 322,645 SH   DFND 14 13,565 309,080 0
GRACE W R & CO DEL NEW COM 38388F108 366 4,953 SH   DFND 14 4,843 110 0
GRACO INC COM 384109104 14,548 196,591 SH   DFND 14 35,561 161,030 0
GRACO INC COM 384109104 67 900 SH   DFND 16 0 900 0
GRAHAM HLDGS CO COM 384637104 5,805 12,060 SH   DFND 14 2,260 9,800 0
GRAINGER W W INC COM 384802104 18,637 82,892 SH   DFND 14 27,543 55,349 0
GRAINGER W W INC COM 384802104 27 120 SH   DFND 16 0 120 0
GRAMERCY PPTY TR COM 385002100 476 49,416 SH   DFND 14 49,416 0 0
GRAND CANYON ED INC COM 38526M106 3,175 78,613 SH   DFND 14 10,013 68,600 0
GRAND CANYON ED INC COM 38526M106 622 15,400 SH   DFND 16 0 15,400 0
GRANITE CONSTR INC COM 387328107 1,266 25,462 SH   DFND 14 7,568 17,894 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,284 91,789 SH   DFND 14 11,589 80,200 0
GREAT SOUTHN BANCORP INC COM 390905107 3,593 88,277 SH   DFND 14 1,314 86,963 0
GREAT PLAINS ENERGY INC COM 391164100 18,442 675,782 SH   DFND 14 95,897 579,885 0
GREAT PLAINS ENERGY INC COM 391164100 104 3,800 SH   DFND 16 0 3,800 0
GREAT WESTN BANCORP INC COM 391416104 17,296 519,075 SH   DFND 14 49,595 469,480 0
GREEN BRICK PARTNERS INC COM 392709101 81 9,800 SH   DFND 10 9,800 0 0
GREEN BRICK PARTNERS INC COM 392709101 16 1,990 SH   DFND 14 1,990 0 0
GREEN DOT CORP CL A 39304D102 125 5,399 SH   DFND 10 5,399 0 0
GREEN DOT CORP CL A 39304D102 1,770 76,775 SH   DFND 14 8,085 68,690 0
GREEN PLAINS INC COM 393222104 1,833 69,970 SH   DFND 14 5,880 64,090 0
GREENBRIER COS INC COM 393657101 10,181 288,417 SH   DFND 14 4,777 283,640 0
GREENHILL & CO INC COM 395259104 1,162 49,281 SH   DFND 14 4,849 44,432 0
GREIF INC CL A 397624107 40,435 815,382 SH   DFND 14 229,707 585,675 0
GREIF INC CL A 397624107 1,136 22,900 SH   DFND 16 0 22,900 0
GRIFFON CORP COM 398433102 12 717 SH   DFND 10 717 0 0
GRIFFON CORP COM 398433102 911 53,571 SH   DFND 14 5,020 48,551 0
GROUP 1 AUTOMOTIVE INC COM 398905109 4,306 67,402 SH   DFND 14 4,051 63,351 0
GROUPON INC COM CL A 399473107 934 181,305 SH   DFND 14 8,105 173,200 0
GRUBHUB INC COM 400110102 256 5,950 SH   DFND 14 5,950 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 1,056 119,600 SH   DFND 14 0 119,600 0
GUESS INC COM 401617105 555 37,956 SH   DFND 14 10,759 27,197 0
GUIDEWIRE SOFTWARE INC COM 40171V100 238 3,967 SH   DFND 10 3,967 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 144 2,400 SH   DFND 14 2,400 0 0
GULF ISLAND FABRICATION INC COM 402307102 289 31,400 SH   DFND 10 31,400 0 0
GULF ISLAND FABRICATION INC COM 402307102 210 22,811 SH   DFND 14 1,475 21,336 0
GULFMARK OFFSHORE INC CL A NEW 402629208 51 30,440 SH   DFND 14 1,900 28,540 0
GULFPORT ENERGY CORP COM NEW 402635304 2,061 72,963 SH   DFND 14 16,263 56,700 0
HCA HOLDINGS INC COM 40412C101 51,285 678,106 SH   DFND 14 151,009 527,097 0
HCA HOLDINGS INC COM 40412C101 49 650 SH   DFND 16 0 650 0
HCP INC COM 40414L109 73,316 1,931,903 SH   DFND 14 541,940 1,389,963 0
HCP INC COM 40414L109 576 15,170 SH   DFND 16 0 15,170 0
HCP INC COM 40414L109 33,924 893,900 SH   DFND 3 120,631 773,269 0
HCI GROUP INC COM 40416E103 4,248 139,913 SH   DFND 14 23,540 116,373 0
HD SUPPLY HLDGS INC COM 40416M105 9,917 310,110 SH   DFND 14 6,610 303,500 0
HD SUPPLY HLDGS INC COM 40416M105 809 25,300 SH   DFND 16 0 25,300 0
HFF INC CL A 40418F108 2,816 101,715 SH   DFND 14 34,055 67,660 0
HFF INC CL A 40418F108 479 17,300 SH   DFND 16 0 17,300 0
HNI CORP COM 404251100 1,206 30,307 SH   DFND 14 8,253 22,054 0
HMS HLDGS CORP COM 40425J101 10,208 460,452 SH   DFND 14 125,775 334,677 0
HMS HLDGS CORP COM 40425J101 685 30,900 SH   DFND 16 0 30,900 0
HSN INC COM 404303109 10,303 258,864 SH   DFND 14 59,613 199,251 0
HSN INC COM 404303109 561 14,100 SH   DFND 16 0 14,100 0
HRG GROUP INC COM 40434J100 289 18,392 SH   DFND 14 15,792 2,600 0
HP INC COM 40434L105 135,430 8,720,559 SH   DFND 14 1,796,458 6,924,101 0
HP INC COM 40434L105 1,130 72,736 SH   DFND 16 0 72,736 0
HACKETT GROUP INC COM 404609109 1,715 103,833 SH   DFND 14 29,938 73,895 0
HACKETT GROUP INC COM 404609109 200 12,100 SH   DFND 16 0 12,100 0
HAEMONETICS CORP COM 405024100 4,290 118,462 SH   DFND 14 9,134 109,328 0
HAIN CELESTIAL GROUP INC COM 405217100 6,571 184,670 SH   DFND 14 14,516 170,154 0
HAIN CELESTIAL GROUP INC COM 405217100 68 1,900 SH   DFND 18 0 1,900 0
HALLIBURTON CO COM 406216101 934 20,800 SH   DFND 10 20,800 0 0
HALLIBURTON CO COM 406216101 53,467 1,191,331 SH   DFND 14 414,308 777,023 0
HALLIBURTON CO COM 406216101 80 1,775 SH   DFND 16 0 1,775 0
HALLIBURTON CO COM 406216101 1,661 37,000 SH   DFND 18 0 37,000 0
HALOZYME THERAPEUTICS INC COM 40637H109 144 11,886 SH   DFND 14 11,886 0 0
HALYARD HEALTH INC COM 40650V100 22,413 646,659 SH   DFND 14 205,055 441,604 0
HALYARD HEALTH INC COM 40650V100 745 21,500 SH   DFND 16 0 21,500 0
HALYARD HEALTH INC COM 40650V100 270 7,800 SH   DFND 18 0 7,800 0
HANCOCK HLDG CO COM 410120109 69 2,116 SH   DFND 10 2,116 0 0
HANCOCK HLDG CO COM 410120109 15,980 492,742 SH   DFND 14 100,273 392,469 0
HANCOCK HLDG CO COM 410120109 84 2,600 SH   DFND 16 0 2,600 0
HANDY & HARMAN LTD COM 410315105 989 47,025 SH   DFND 14 932 46,093 0
HANESBRANDS INC COM 410345102 685 27,120 SH   DFND 10 27,120 0 0
HANESBRANDS INC COM 410345102 13,124 519,781 SH   DFND 14 178,700 341,081 0
HANESBRANDS INC COM 410345102 20 800 SH   DFND 16 0 800 0
HANMI FINL CORP COM NEW 410495204 11,020 418,384 SH   DFND 14 96,167 322,217 0
HANOVER INS GROUP INC COM 410867105 29,045 385,112 SH   DFND 14 71,758 313,354 0
HANOVER INS GROUP INC COM 410867105 128 1,700 SH   DFND 16 0 1,700 0
HARLEY DAVIDSON INC COM 412822108 13,260 252,131 SH   DFND 14 86,267 165,864 0
HARLEY DAVIDSON INC COM 412822108 21 400 SH   DFND 16 0 400 0
HARMAN INTL INDS INC COM 413086109 8,328 98,615 SH   DFND 14 34,149 64,466 0
HARMAN INTL INDS INC COM 413086109 13 150 SH   DFND 16 0 150 0
HARMONIC INC COM 413160102 798 134,604 SH   DFND 14 11,314 123,290 0
HARRIS CORP DEL COM 413875105 23,468 256,175 SH   DFND 14 68,796 187,379 0
HARRIS CORP DEL COM 413875105 23 255 SH   DFND 16 0 255 0
HARSCO CORP COM 415864107 4,873 490,732 SH   DFND 14 70,609 420,123 0
HARSCO CORP COM 415864107 70 7,000 SH   DFND 16 0 7,000 0
HARTE-HANKS INC COM 416196103 125 77,041 SH   DFND 14 5,595 71,446 0
HARTFORD FINL SVCS GROUP INC COM 416515104 50,438 1,177,915 SH   DFND 14 239,454 938,461 0
HARTFORD FINL SVCS GROUP INC COM 416515104 33 775 SH   DFND 16 0 775 0
HASBRO INC COM 418056107 12,579 158,563 SH   DFND 14 53,269 105,294 0
HASBRO INC COM 418056107 20 250 SH   DFND 16 0 250 0
HAVERTY FURNITURE INC COM 419596101 812 40,497 SH   DFND 14 3,083 37,414 0
HAVERTY FURNITURE INC COM 419596101 162 8,100 SH   DFND 16 0 8,100 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 19,853 665,077 SH   DFND 14 153,378 511,699 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 660 22,100 SH   DFND 16 0 22,100 0
HAWAIIAN HOLDINGS INC COM 419879101 9,773 201,084 SH   DFND 14 9,814 191,270 0
HAWKINS INC COM 420261109 757 17,476 SH   DFND 14 1,876 15,600 0
HAYNES INTERNATIONAL INC COM NEW 420877201 833 22,439 SH   DFND 14 2,109 20,330 0
HAYNES INTERNATIONAL INC COM NEW 420877201 182 4,910 SH   DFND 18 0 4,910 0
HEALTHCARE SVCS GRP INC COM 421906108 5,125 129,478 SH   DFND 14 12,937 116,541 0
HEALTHSOUTH CORP COM NEW 421924309 589 14,517 SH   DFND 10 14,517 0 0
HEALTHSOUTH CORP COM NEW 421924309 4,323 106,549 SH   DFND 14 12,949 93,600 0
HEALTHCARE RLTY TR COM 421946104 2,535 74,418 SH   DFND 14 22,068 52,350 0
HEADWATERS INC COM 42210P102 8,046 475,528 SH   DFND 14 165,357 310,171 0
HEALTHSTREAM INC COM 42222N103 1,332 48,272 SH   DFND 14 4,202 44,070 0
HEALTHWAYS INC COM 422245100 346 13,060 SH   DFND 10 13,060 0 0
HEALTHWAYS INC COM 422245100 1,483 56,034 SH   DFND 14 5,158 50,876 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 331 10,150 SH   DFND 14 10,150 0 0
HEALTHEQUITY INC COM 42226A107 271 7,170 SH   DFND 10 7,170 0 0
HEALTHEQUITY INC COM 42226A107 2,951 77,960 SH   DFND 14 6,220 71,740 0
HEARTLAND EXPRESS INC COM 422347104 1,534 81,252 SH   DFND 14 8,170 73,082 0
HEARTLAND FINL USA INC COM 42234Q102 8,763 242,955 SH   DFND 14 30,905 212,050 0
HEARTLAND FINL USA INC COM 42234Q102 447 12,400 SH   DFND 16 0 12,400 0
HECLA MNG CO COM 422704106 249 43,712 SH   DFND 14 43,712 0 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 653 35,219 SH   DFND 14 3,117 32,102 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 7,710 948,389 SH   DFND 14 18,108 930,281 0
HELMERICH & PAYNE INC COM 423452101 9,930 147,546 SH   DFND 14 49,627 97,919 0
HELMERICH & PAYNE INC COM 423452101 17 250 SH   DFND 16 0 250 0
HENRY JACK & ASSOC INC COM 426281101 4,004 46,807 SH   DFND 14 11,190 35,617 0
HERITAGE COMMERCE CORP COM 426927109 438 40,038 SH   DFND 14 3,638 36,400 0
HERC HLDGS INC COM 42704L104 635 18,843 SH   DFND 14 1,043 17,800 0
HERITAGE FINL CORP WASH COM 42722X106 559 31,116 SH   DFND 14 3,116 28,000 0
HERITAGE INS HLDGS INC COM 42727J102 82 5,676 SH   DFND 10 5,676 0 0
HERITAGE INS HLDGS INC COM 42727J102 1,150 79,820 SH   DFND 14 1,720 78,100 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 419 23,255 SH   DFND 10 23,255 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 3,081 170,977 SH   DFND 14 23,877 147,100 0
HERSHEY CO COM 427866108 19,266 201,531 SH   DFND 14 70,075 131,456 0
HERSHEY CO COM 427866108 31 325 SH   DFND 16 0 325 0
HESKA CORP COM RESTRC NEW 42805E306 3,787 69,570 SH   DFND 14 22,700 46,870 0
HESKA CORP COM RESTRC NEW 42805E306 555 10,200 SH   DFND 16 0 10,200 0
HESS CORP COM 42809H107 27,327 509,643 SH   DFND 14 145,681 363,962 0
HESS CORP COM 42809H107 28 525 SH   DFND 16 0 525 0
HESS CORP COM 42809H107 697 13,000 SH   DFND 18 0 13,000 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 142,836 6,278,504 SH   DFND 14 1,123,858 5,154,646 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 249 10,936 SH   DFND 16 0 10,936 0
HEXCEL CORP NEW COM 428291108 303 6,836 SH   DFND 14 6,836 0 0
HIBBETT SPORTS INC COM 428567101 1,609 40,327 SH   DFND 14 4,185 36,142 0
HIGHWOODS PPTYS INC COM 431284108 11,739 225,222 SH   DFND 14 14,186 211,036 0
HILL ROM HLDGS INC COM 431475102 518 8,357 SH   DFND 10 8,357 0 0
HILL ROM HLDGS INC COM 431475102 40,154 647,847 SH   DFND 14 101,361 546,486 0
HILL ROM HLDGS INC COM 431475102 1,004 16,200 SH   DFND 16 0 16,200 0
HILLENBRAND INC COM 431571108 4,056 128,177 SH   DFND 14 11,059 117,118 0
HILLTOP HOLDINGS INC COM 432748101 427 19,027 SH   DFND 10 19,027 0 0
HILLTOP HOLDINGS INC COM 432748101 11,591 516,078 SH   DFND 14 57,075 459,003 0
HILLTOP HOLDINGS INC COM 432748101 467 20,800 SH   DFND 16 0 20,800 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 392 17,075 SH   DFND 10 17,075 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 401 17,500 SH   DFND 14 16,750 750 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 142 6,200 SH   DFND 18 0 6,200 0
HOLLYFRONTIER CORP COM 436106108 21,311 869,843 SH   DFND 14 186,734 683,109 0
HOLLYFRONTIER CORP COM 436106108 43 1,750 SH   DFND 16 0 1,750 0
HOLOGIC INC COM 436440101 735 18,940 SH   DFND 10 18,940 0 0
HOLOGIC INC COM 436440101 125,629 3,235,350 SH   DFND 14 551,851 2,683,499 0
HOLOGIC INC COM 436440101 1,406 36,200 SH   DFND 16 0 36,200 0
HOME BANCSHARES INC COM 436893200 579 27,812 SH   DFND 10 27,812 0 0
HOME BANCSHARES INC COM 436893200 5,827 280,024 SH   DFND 14 80,476 199,548 0
HOME DEPOT INC COM 437076102 2,497 19,405 SH   DFND 10 19,405 0 0
HOME DEPOT INC COM 437076102 336,384 2,614,114 SH   DFND 14 819,781 1,794,333 0
HOME DEPOT INC COM 437076102 779 6,055 SH   DFND 16 0 6,055 0
HOME DEPOT INC COM 437076102 438 3,400 SH   DFND 18 0 3,400 0
HOMESTREET INC COM 43785V102 2,115 84,400 SH   DFND 14 31,900 52,500 0
HOMESTREET INC COM 43785V102 406 16,200 SH   DFND 16 0 16,200 0
HONEYWELL INTL INC COM 438516106 1,117 9,580 SH   DFND 10 9,580 0 0
HONEYWELL INTL INC COM 438516106 256,456 2,199,644 SH   DFND 14 562,323 1,637,321 0
HONEYWELL INTL INC COM 438516106 1,042 8,935 SH   DFND 16 0 8,935 0
HOPE BANCORP INC COM 43940T109 790 45,457 SH   DFND 10 45,457 0 0
HOPE BANCORP INC COM 43940T109 22,515 1,296,191 SH   DFND 14 70,582 1,225,609 0
HORACE MANN EDUCATORS CORP N COM 440327104 3,424 93,430 SH   DFND 14 28,911 64,519 0
HORIZON BANCORP IND COM 440407104 2,217 75,446 SH   DFND 14 1,660 73,786 0
HORIZON BANCORP IND COM 440407104 65 2,200 SH   DFND 16 0 2,200 0
HORMEL FOODS CORP COM 440452100 14,853 391,582 SH   DFND 14 128,268 263,314 0
HORMEL FOODS CORP COM 440452100 19 500 SH   DFND 16 0 500 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 710 129,016 SH   DFND 14 5,452 123,564 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 48,905 1,645,526 SH   DFND 14 267,581 1,377,945 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 160 5,400 SH   DFND 16 0 5,400 0
HOST HOTELS & RESORTS INC COM 44107P104 36,724 2,358,607 SH   DFND 14 468,907 1,889,700 0
HOST HOTELS & RESORTS INC COM 44107P104 23 1,459 SH   DFND 16 0 1,459 0
HOWARD HUGHES CORP COM 44267D107 324 2,832 SH   DFND 14 2,832 0 0
HUB GROUP INC CL A 443320106 193 4,726 SH   DFND 10 4,726 0 0
HUB GROUP INC CL A 443320106 2,533 62,138 SH   DFND 14 6,095 56,043 0
HUBBELL INC COM 443510607 22,496 208,795 SH   DFND 14 41,384 167,411 0
HUBBELL INC COM 443510607 119 1,100 SH   DFND 16 0 1,100 0
HUBSPOT INC COM 443573100 197 3,412 SH   DFND 10 3,412 0 0
HUBSPOT INC COM 443573100 232 4,020 SH   DFND 14 4,020 0 0
HUDSON PAC PPTYS INC COM 444097109 3,653 111,145 SH   DFND 14 16,245 94,900 0
HUDSON PAC PPTYS INC COM 444097109 934 28,400 SH   DFND 16 0 28,400 0
HUDSON PAC PPTYS INC COM 444097109 78,786 2,396,912 SH   DFND 3 337,559 2,059,353 0
HUMANA INC COM 444859102 48,065 271,723 SH   DFND 14 135,913 135,810 0
HUMANA INC COM 444859102 57 320 SH   DFND 16 0 320 0
HUNT J B TRANS SVCS INC COM 445658107 10,108 124,569 SH   DFND 14 42,081 82,488 0
HUNT J B TRANS SVCS INC COM 445658107 16 200 SH   DFND 16 0 200 0
HUNTINGTON BANCSHARES INC COM 446150104 39,342 3,990,020 SH   DFND 14 770,111 3,219,909 0
HUNTINGTON BANCSHARES INC COM 446150104 22 2,208 SH   DFND 16 0 2,208 0
HUNTINGTON BANCSHARES INC COM 446150104 217 22,026 SH   DFND 18 0 22,026 0
HUNTINGTON INGALLS INDS INC COM 446413106 109,816 715,789 SH   DFND 14 115,751 600,038 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,316 8,580 SH   DFND 16 0 8,580 0
HUNTSMAN CORP COM 447011107 14,615 898,305 SH   DFND 14 92,805 805,500 0
HYATT HOTELS CORP COM CL A 448579102 201 4,086 SH   DFND 14 2,186 1,900 0
IDT CORP CL B NEW 448947507 110 6,364 SH   DFND 10 6,364 0 0
IDT CORP CL B NEW 448947507 352 20,400 SH   DFND 14 1,800 18,600 0
IDT CORP CL B NEW 448947507 148 8,600 SH   DFND 16 0 8,600 0
HYSTER YALE MATLS HANDLING I CL A 449172105 244 4,063 SH   DFND 10 4,063 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 2,717 45,180 SH   DFND 14 8,698 36,482 0
HYSTER YALE MATLS HANDLING I CL A 449172105 30 500 SH   DFND 16 0 500 0
IAC INTERACTIVECORP COM 44919P508 2,113 33,830 SH   DFND 14 5,330 28,500 0
ICF INTL INC COM 44925C103 8,255 186,268 SH   DFND 14 26,276 159,992 0
ICF INTL INC COM 44925C103 377 8,500 SH   DFND 16 0 8,500 0
ICU MED INC COM 44930G107 6,488 51,337 SH   DFND 14 6,798 44,539 0
IMS HEALTH HLDGS INC COM 44970B109 313 9,980 SH   DFND 14 9,750 230 0
IPG PHOTONICS CORP COM 44980X109 1,847 22,432 SH   DFND 14 5,532 16,900 0
ISTAR INC COM 45031U101 2,469 230,134 SH   DFND 14 52,934 177,200 0
ISTAR INC COM 45031U101 95 8,900 SH   DFND 16 0 8,900 0
IXIA COM 45071R109 4,723 377,854 SH   DFND 14 9,599 368,255 0
IXIA COM 45071R109 250 20,000 SH   DFND 16 0 20,000 0
ITT INC COM 45073V108 1,907 53,203 SH   DFND 14 12,538 40,665 0
IBERIABANK CORP COM 450828108 12,406 184,833 SH   DFND 14 4,733 180,100 0
IBERIABANK CORP COM 450828108 87 1,300 SH   DFND 16 0 1,300 0
IBERIABANK CORP COM 450828108 271 4,040 SH   DFND 18 0 4,040 0
ICICI BK LTD ADR 45104G104 1,526 204,300 SH   DFND 14 0 204,300 0
ICONIX BRAND GROUP INC COM 451055107 5,748 707,909 SH   DFND 14 7,848 700,061 0
IDACORP INC COM 451107106 5,049 64,494 SH   DFND 14 9,467 55,027 0
IDEX CORP COM 45167R104 7,981 85,294 SH   DFND 14 11,079 74,215 0
IDEX CORP COM 45167R104 290 3,100 SH   DFND 18 0 3,100 0
IDEXX LABS INC COM 45168D104 680 6,030 SH   DFND 10 6,030 0 0
IDEXX LABS INC COM 45168D104 32,267 286,236 SH   DFND 14 51,844 234,392 0
IDEXX LABS INC COM 45168D104 135 1,200 SH   DFND 16 0 1,200 0
ILLINOIS TOOL WKS INC COM 452308109 274 2,290 SH   DFND 10 2,290 0 0
ILLINOIS TOOL WKS INC COM 452308109 99,882 833,462 SH   DFND 14 261,681 571,781 0
ILLINOIS TOOL WKS INC COM 452308109 83 690 SH   DFND 16 0 690 0
ILLUMINA INC COM 452327109 36,759 202,350 SH   DFND 14 69,975 132,375 0
ILLUMINA INC COM 452327109 58 320 SH   DFND 16 0 320 0
IMATION CORP COM 45245A107 78 124,046 SH   DFND 10 124,046 0 0
IMATION CORP COM 45245A107 2 3,500 SH   DFND 14 3,500 0 0
IMMUNOGEN INC COM 45253H101 66 24,642 SH   DFND 14 7,542 17,100 0
IMPAX LABORATORIES INC COM 45256B101 3,194 134,781 SH   DFND 14 13,361 121,420 0
INC RESH HLDGS INC CL A 45329R109 328 7,350 SH   DFND 14 5,350 2,000 0
INCYTE CORP COM 45337C102 7,686 81,515 SH   DFND 14 12,375 69,140 0
INCYTE CORP COM 45337C102 7,817 82,900 SH   DFND 18 0 82,900 0
INDEPENDENCE RLTY TR INC COM 45378A106 784 87,114 SH   DFND 14 49,214 37,900 0
INDEPENDENCE RLTY TR INC COM 45378A106 227 25,200 SH   DFND 16 0 25,200 0
INDEPENDENT BANK CORP MASS COM 453836108 2,559 47,318 SH   DFND 14 4,922 42,396 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 53 3,170 SH   DFND 14 2,470 700 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 167 9,900 SH   DFND 16 0 9,900 0
INDEPENDENT BK GROUP INC COM 45384B106 68 1,536 SH   DFND 10 1,536 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,766 39,990 SH   DFND 14 18,090 21,900 0
INDEPENDENT BK GROUP INC COM 45384B106 243 5,500 SH   DFND 16 0 5,500 0
INFINITY PPTY & CAS CORP COM 45665Q103 1,644 19,893 SH   DFND 14 2,079 17,814 0
INFINERA CORPORATION COM 45667G103 132 14,590 SH   DFND 14 14,590 0 0
INFOSYS LTD SPONSORED ADR 456788108 21,217 1,344,550 SH   DFND 14 0 1,344,550 0
INFOSYS LTD SPONSORED ADR 456788108 3,778 239,400 SH   DFND 16 0 239,400 0
INFRAREIT INC COM 45685L100 3,352 184,760 SH   DFND 14 18,830 165,930 0
INFRAREIT INC COM 45685L100 141 7,800 SH   DFND 16 0 7,800 0
INGEVITY CORP COM 45688C107 3,474 75,361 SH   DFND 14 7,742 67,619 0
INGLES MKTS INC CL A 457030104 12,263 310,146 SH   DFND 14 4,411 305,735 0
INGLES MKTS INC CL A 457030104 522 13,200 SH   DFND 16 0 13,200 0
INGRAM MICRO INC CL A 457153104 5,207 146,022 SH   DFND 14 23,483 122,539 0
INGREDION INC COM 457187102 1,530 11,500 SH   DFND 10 11,500 0 0
INGREDION INC COM 457187102 44,166 331,928 SH   DFND 14 75,505 256,423 0
INGREDION INC COM 457187102 241 1,810 SH   DFND 16 0 1,810 0
INSIGHT ENTERPRISES INC COM 45765U103 450 13,836 SH   DFND 10 13,836 0 0
INSIGHT ENTERPRISES INC COM 45765U103 9,006 276,677 SH   DFND 14 122,171 154,506 0
INSIGHT ENTERPRISES INC COM 45765U103 482 14,800 SH   DFND 16 0 14,800 0
INNOSPEC INC COM 45768S105 9,137 150,250 SH   DFND 14 5,700 144,550 0
INNOSPEC INC COM 45768S105 669 11,000 SH   DFND 16 0 11,000 0
INPHI CORP COM 45772F107 346 7,954 SH   DFND 10 7,954 0 0
INPHI CORP COM 45772F107 1,746 40,118 SH   DFND 14 40,118 0 0
INNERWORKINGS INC COM 45773Y105 123 13,033 SH   DFND 14 3,833 9,200 0
INNOPHOS HOLDINGS INC COM 45774N108 3,689 94,521 SH   DFND 14 33,821 60,700 0
INSTEEL INDUSTRIES INC COM 45774W108 4,270 117,826 SH   DFND 14 19,752 98,074 0
INSTEEL INDUSTRIES INC COM 45774W108 7 200 SH   DFND 16 0 200 0
INSPERITY INC COM 45778Q107 14,210 195,621 SH   DFND 14 48,887 146,734 0
INSPERITY INC COM 45778Q107 632 8,700 SH   DFND 16 0 8,700 0
INOGEN INC COM 45780L104 1,701 28,390 SH   DFND 14 2,730 25,660 0
INSTALLED BLDG PRODS INC COM 45780R101 1,266 35,290 SH   DFND 14 3,470 31,820 0
INSULET CORP COM 45784P101 260 6,352 SH   DFND 14 6,352 0 0
INSULET CORP COM 45784P101 115 2,800 SH   DFND 16 0 2,800 0
INSULET CORP COM 45784P101 372 9,090 SH   DFND 18 0 9,090 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 4,418 53,518 SH   DFND 14 5,409 48,109 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 479 20,747 SH   DFND 10 20,747 0 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 4,806 208,063 SH   DFND 14 140,985 67,078 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 310 13,400 SH   DFND 18 0 13,400 0
INTEL CORP COM 458140100 1,908 50,530 SH   DFND 10 50,530 0 0
INTEL CORP COM 458140100 546,992 14,489,864 SH   DFND 14 3,384,345 11,105,519 0
INTEL CORP COM 458140100 3,154 83,555 SH   DFND 16 0 83,555 0
INTELIQUENT INC COM 45825N107 489 30,268 SH   DFND 10 30,268 0 0
INTELIQUENT INC COM 45825N107 3,820 236,665 SH   DFND 14 9,365 227,300 0
INTEGER HLDGS CORP COM 45826H109 1,142 52,648 SH   DFND 14 4,841 47,807 0
INTER PARFUMS INC COM 458334109 996 30,862 SH   DFND 14 3,242 27,620 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 4,108 116,469 SH   DFND 14 8,619 107,850 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 1,916 31,867 SH   DFND 14 3,258 28,609 0
INTERFACE INC COM 458665304 2,158 129,324 SH   DFND 14 10,929 118,395 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 897 3,330 SH   DFND 10 3,330 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 45,149 167,616 SH   DFND 14 57,896 109,720 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 69 255 SH   DFND 16 0 255 0
INTERDIGITAL INC COM 45867G101 1,769 22,336 SH   DFND 14 6,824 15,512 0
INTERNATIONAL BANCSHARES COR COM 459044103 18,641 625,964 SH   DFND 14 133,588 492,376 0
INTERNATIONAL BANCSHARES COR COM 459044103 459 15,400 SH   DFND 16 0 15,400 0
INTERNATIONAL BUSINESS MACHS COM 459200101 593 3,730 SH   DFND 10 3,730 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 218,889 1,377,958 SH   DFND 14 437,265 940,693 0
INTERNATIONAL BUSINESS MACHS COM 459200101 295 1,860 SH   DFND 16 0 1,860 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 380 2,660 SH   DFND 10 2,660 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 15,858 110,918 SH   DFND 14 38,270 72,648 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 25 175 SH   DFND 16 0 175 0
INTL PAPER CO COM 460146103 47,438 988,712 SH   DFND 14 239,109 749,603 0
INTL PAPER CO COM 460146103 40 829 SH   DFND 16 0 829 0
INTL PAPER CO COM 460146103 528 11,000 SH   DFND 18 0 11,000 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 147 4,400 SH   DFND 10 4,400 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 6,660 199,274 SH   DFND 14 43,433 155,841 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 97 2,900 SH   DFND 16 0 2,900 0
INTERPUBLIC GROUP COS INC COM 460690100 12,396 554,615 SH   DFND 14 190,665 363,950 0
INTERPUBLIC GROUP COS INC COM 460690100 18 800 SH   DFND 16 0 800 0
INTERSIL CORP CL A 46069S109 17,945 818,271 SH   DFND 14 251,209 567,062 0
INTERSIL CORP CL A 46069S109 105 4,800 SH   DFND 16 0 4,800 0
INTERVAL LEISURE GROUP INC COM 46113M108 3,256 189,641 SH   DFND 14 19,350 170,291 0
INTL FCSTONE INC COM 46116V105 154 3,960 SH   DFND 10 3,960 0 0
INTL FCSTONE INC COM 46116V105 4,000 102,952 SH   DFND 14 24,262 78,690 0
INTRALINKS HLDGS INC COM 46118H104 904 89,814 SH   DFND 14 89,814 0 0
INTRALINKS HLDGS INC COM 46118H104 155 15,400 SH   DFND 16 0 15,400 0
INTUIT COM 461202103 149,268 1,356,857 SH   DFND 14 189,559 1,167,298 0
INTUIT COM 461202103 1,323 12,025 SH   DFND 16 0 12,025 0
INVACARE CORP COM 461203101 272 24,363 SH   DFND 10 24,363 0 0
INVACARE CORP COM 461203101 781 69,913 SH   DFND 14 5,091 64,822 0
INVACARE CORP COM 461203101 127 11,340 SH   DFND 18 0 11,340 0
INTUITIVE SURGICAL INC COM NEW 46120E602 453 625 SH   DFND 10 625 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 55,228 76,194 SH   DFND 14 20,443 55,751 0
INTUITIVE SURGICAL INC COM NEW 46120E602 72 100 SH   DFND 16 0 100 0
INTUITIVE SURGICAL INC COM NEW 46120E602 5,841 8,058 SH   DFND 18 0 8,058 0
INTREPID POTASH INC COM 46121Y102 101 89,040 SH   DFND 14 5,280 83,760 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 27,740 1,821,431 SH   DFND 14 434,118 1,387,313 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,176 77,200 SH   DFND 16 0 77,200 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 3,974 231,879 SH   DFND 14 5,658 226,221 0
INVESTORS BANCORP INC NEW COM 46146L101 313 26,071 SH   DFND 14 26,071 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 80 13,402 SH   DFND 14 13,402 0 0
IONIS PHARMACEUTICALS INC COM 462222100 232 6,341 SH   DFND 14 6,341 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 10,159 1,252,631 SH   DFND 14 12,453 1,240,178 0
IROBOT CORP COM 462726100 3,009 68,426 SH   DFND 14 7,106 61,320 0
IROBOT CORP COM 462726100 686 15,600 SH   DFND 16 0 15,600 0
IRON MTN INC NEW COM 46284V101 12,808 341,272 SH   DFND 14 114,150 227,122 0
IRON MTN INC NEW COM 46284V101 17 450 SH   DFND 16 0 450 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 213 13,404 SH   DFND 14 13,404 0 0
ISHARES MSCI BRZ CAP ET 464286400 1,374 40,738 SH   DFND 18 0 40,738 0
ISHARES EM MKT SM-CP ET 464286475 537 12,100 SH   DFND 14 0 12,100 0
ISHARES MSCI PAC JP ETF 464286665 204 4,820 SH   DFND 10 4,820 0 0
ISHARES MSCI FRANCE ETF 464286707 1,191 49,300 SH   DFND 18 0 49,300 0
ISHARES MSCI TAIWAN ETF 464286731 29,287 1,865,400 SH   DFND 14 0 1,865,400 0
ISHARES MSCI TAIWAN ETF 464286731 3,540 225,499 SH   DFND 18 0 225,499 0
ISHARES MSCI SZ CAP ETF 464286749 1,622 53,100 SH   DFND 18 0 53,100 0
ISHARES MSCI SWEDEN ETF 464286756 401 13,800 SH   DFND 18 0 13,800 0
ISHARES MSCI SPAN CP ET 464286764 483 18,000 SH   DFND 18 0 18,000 0
ISHARES MSCI STH KOR ET 464286772 3,740 64,331 SH   DFND 18 0 64,331 0
ISHARES MSCI STH AFR ET 464286780 2,015 35,939 SH   DFND 18 0 35,939 0
ISHARES MSCI GERMANY ET 464286806 1,030 39,200 SH   DFND 18 0 39,200 0
ISHARES MSCI MEX CAP ET 464286822 569 11,730 SH   DFND 18 0 11,730 0
ISHARES MSCI MALAYSI ET 464286830 956 117,917 SH   DFND 18 0 117,917 0
ISHARES MSCI JAPAN ETF 464286848 25,647 2,045,178 SH   DFND 14 0 2,045,178 0
ISHARES TR CORE S&P TTL ST 464287150 11,275 227,638 SH   DFND 14 144,738 82,900 0
ISHARES TR TIPS BD ETF 464287176 28,725 246,586 SH   DFND 14 0 246,586 0
ISHARES TR CHINA LG-CAP ET 464287184 1,714 45,097 SH   DFND 18 0 45,097 0
ISHARES TR CORE S&P500 ETF 464287200 35,723 164,200 SH   DFND 14 85,050 79,150 0
ISHARES TR CORE S&P500 ETF 464287200 1,140 5,240 SH   DFND 16 0 5,240 0
ISHARES TR CORE S&P500 ETF 464287200 49,948 229,581 SH   DFND 20 229,581 0 0
ISHARES TR CORE US AGGBD E 464287226 220,231 1,959,004 SH   DFND 14 0 1,959,004 0
ISHARES TR CORE US AGGBD E 464287226 69,697 619,971 SH   DFND 20 619,971 0 0
ISHARES TR MSCI EMG MKT ET 464287234 220,289 5,882,210 SH   DFND 14 51,000 5,831,210 0
ISHARES TR MSCI EMG MKT ET 464287234 1,329 35,500 SH   DFND 16 0 35,500 0
ISHARES TR MSCI EMG MKT ET 464287234 427 11,390 SH   DFND 18 0 11,390 0
ISHARES TR IBOXX INV CP ET 464287242 10,470 85,000 SH   DFND 14 0 85,000 0
ISHARES TR 20 YR TR BD ETF 464287432 2,644 19,228 SH   DFND 14 0 19,228 0
ISHARES TR 20 YR TR BD ETF 464287432 591 4,300 SH   DFND 18 0 4,300 0
ISHARES TR 7-10 Y TR BD ET 464287440 4,240 37,900 SH   DFND 18 0 37,900 0
ISHARES TR MSCI EAFE ETF 464287465 222,516 3,763,174 SH   DFND 14 372,311 3,390,863 0
ISHARES TR MSCI EAFE ETF 464287465 1,366 23,094 SH   DFND 16 0 23,094 0
ISHARES TR RUS MDCP VAL ET 464287473 4,708 61,325 SH   DFND 14 2,056 59,269 0
ISHARES TR CORE S&P MCP ET 464287507 17,720 114,540 SH   DFND 14 30,480 84,060 0
ISHARES TR RUS 1000 VAL ET 464287598 37,756 357,466 SH   DFND 14 0 357,466 0
ISHARES TR RUS 1000 GRW ET 464287614 40,229 386,189 SH   DFND 14 0 386,189 0
ISHARES TR RUS 1000 ETF 464287622 2,628 21,818 SH   DFND 14 21,818 0 0
ISHARES TR RUS 2000 VAL ET 464287630 6,876 65,639 SH   DFND 14 0 65,639 0
ISHARES TR RUSSELL 2000 ET 464287655 28,726 231,268 SH   DFND 14 21,210 210,058 0
ISHARES TR RUSSELL 3000 ET 464287689 9,185 71,650 SH   DFND 14 71,650 0 0
ISHARES TR U.S. REAL ES ET 464287739 9,274 115,000 SH   DFND 14 0 115,000 0
ISHARES TR CORE S&P SCP ET 464287804 22,563 181,740 SH   DFND 14 22,340 159,400 0
ISHARES TR CORE S&P SCP ET 464287804 646 5,200 SH   DFND 18 0 5,200 0
ISHARES TR MSCI AC ASIA ET 464288182 2,424 40,055 SH   DFND 14 0 40,055 0
ISHARES TR MSCI ACWI ETF 464288257 1,241 21,000 SH   DFND 14 0 21,000 0
ISHARES TR EAFE SML CP ETF 464288273 6,289 120,000 SH   DFND 14 0 120,000 0
ISHARES TR JP MOR EM MK ET 464288281 39,913 340,523 SH   DFND 14 0 340,523 0
ISHARES TR INTL SEL DIV ET 464288448 717 23,900 SH   DFND 18 0 23,900 0
ISHARES TR MBS ETF 464288588 18,216 165,467 SH   DFND 14 0 165,467 0
ISHARES TR MSCI INDONIA ET 46429B309 765 28,929 SH   DFND 18 0 28,929 0
ISHARES TR MSCI NORWAY ETF 46429B499 217 10,100 SH   DFND 18 0 10,100 0
ISHARES TR MSCI INDIA ETF 46429B598 21,043 715,500 SH   DFND 14 0 715,500 0
ISHARES TR MSCI INDIA ETF 46429B598 1,603 54,500 SH   DFND 16 0 54,500 0
ISHARES TR MSCI INDIA ETF 46429B598 314 10,691 SH   DFND 18 0 10,691 0
ISHARES TR MSCI POL CAP ET 46429B606 241 13,223 SH   DFND 18 0 13,223 0
ISHARES TR CHINA ETF 46429B671 2,641 54,453 SH   DFND 18 0 54,453 0
ISHARES INC MSCI RUSSIA CAP 46434G806 5,491 377,155 SH   DFND 14 0 377,155 0
ISHARES INC MSCI RUSSIA CAP 46434G806 6,398 439,445 SH   DFND 16 0 439,445 0
ISHARES INC MSCI RUSSIA CAP 46434G806 731 50,195 SH   DFND 18 0 50,195 0
ISHARES TR MSCI UTD KNGDM 46434V548 916 57,800 SH   DFND 18 0 57,800 0
ISLE OF CAPRI CASINOS INC COM 464592104 749 33,618 SH   DFND 14 2,218 31,400 0
ITAU UNIBANCO HLDG SA SPON ADR REP PF 465562106 1,496 136,780 SH   DFND 18 0 136,780 0
ITC HLDGS CORP COM 465685105 520 11,189 SH   DFND 14 11,189 0 0
ITRON INC COM 465741106 10,421 186,891 SH   DFND 14 22,271 164,620 0
ITRON INC COM 465741106 45 800 SH   DFND 16 0 800 0
ITRON INC COM 465741106 178 3,190 SH   DFND 18 0 3,190 0
IXYS CORP COM 46600W106 470 39,026 SH   DFND 14 34,926 4,100 0
J & J SNACK FOODS CORP COM 466032109 4,288 35,998 SH   DFND 14 8,991 27,007 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5OR 466090206 2,904 483,200 SH   DFND 14 0 483,200 0
JA SOLAR HOLDINGS CO LTD SPON ADR REP5OR 466090206 474 78,800 SH   DFND 16 0 78,800 0
JPMORGAN CHASE & CO COM 46625H100 2,604 39,110 SH   DFND 10 39,110 0 0
JPMORGAN CHASE & CO COM 46625H100 722,415 10,848,706 SH   DFND 14 2,559,713 8,288,993 0
JPMORGAN CHASE & CO COM 46625H100 4,048 60,784 SH   DFND 16 0 60,784 0
JABIL CIRCUIT INC COM 466313103 28,770 1,318,497 SH   DFND 14 137,334 1,181,163 0
JABIL CIRCUIT INC COM 466313103 65 3,000 SH   DFND 16 0 3,000 0
JACK IN THE BOX INC COM 466367109 8,786 91,581 SH   DFND 14 55,921 35,660 0
JACK IN THE BOX INC COM 466367109 66 690 SH   DFND 16 0 690 0
JACOBS ENGR GROUP INC DEL COM 469814107 13,359 258,286 SH   DFND 14 64,517 193,769 0
JACOBS ENGR GROUP INC DEL COM 469814107 12 230 SH   DFND 16 0 230 0
JANUS CAP GROUP INC COM 47102X105 454 32,435 SH   DFND 10 32,435 0 0
JANUS CAP GROUP INC COM 47102X105 1,310 93,502 SH   DFND 14 28,996 64,506 0
JETBLUE AIRWAYS CORP COM 477143101 37,998 2,204,036 SH   DFND 14 304,200 1,899,836 0
JETBLUE AIRWAYS CORP COM 477143101 152 8,800 SH   DFND 16 0 8,800 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 3,572 226,100 SH   DFND 14 1,800 224,300 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 1,613 102,100 SH   DFND 16 0 102,100 0
JIVE SOFTWARE INC COM 47760A108 114 26,810 SH   DFND 14 5,210 21,600 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 6,211 88,036 SH   DFND 14 40,934 47,102 0
JOHNSON & JOHNSON COM 478160104 1,662 14,070 SH   DFND 10 14,070 0 0
JOHNSON & JOHNSON COM 478160104 802,687 6,794,946 SH   DFND 14 1,760,941 5,034,005 0
JOHNSON & JOHNSON COM 478160104 3,610 30,560 SH   DFND 16 0 30,560 0
JOHNSON OUTDOORS INC CL A 479167108 239 6,558 SH   DFND 14 758 5,800 0
JOHNSON OUTDOORS INC CL A 479167108 40 1,100 SH   DFND 16 0 1,100 0
JONES LANG LASALLE INC COM 48020Q107 89,804 789,211 SH   DFND 14 93,905 695,306 0
JONES LANG LASALLE INC COM 48020Q107 1,164 10,230 SH   DFND 16 0 10,230 0
JOY GLOBAL INC COM 481165108 1,750 63,096 SH   DFND 14 18,707 44,389 0
J2 GLOBAL INC COM 48123V102 445 6,677 SH   DFND 10 6,677 0 0
J2 GLOBAL INC COM 48123V102 13,642 204,798 SH   DFND 14 61,854 142,944 0
J2 GLOBAL INC COM 48123V102 60 900 SH   DFND 16 0 900 0
JUNIPER NETWORKS INC COM 48203R104 167 6,960 SH   DFND 10 6,960 0 0
JUNIPER NETWORKS INC COM 48203R104 36,695 1,525,158 SH   DFND 14 207,107 1,318,051 0
JUNIPER NETWORKS INC COM 48203R104 883 36,685 SH   DFND 16 0 36,685 0
KAR AUCTION SVCS INC COM 48238T109 212 4,920 SH   DFND 14 4,920 0 0
KBR INC COM 48242W106 35,967 2,377,229 SH   DFND 14 600,890 1,776,339 0
KBR INC COM 48242W106 803 53,100 SH   DFND 16 0 53,100 0
KBR INC COM 48242W106 177 11,700 SH   DFND 18 0 11,700 0
KCG HLDGS INC CL A 48244B100 291 18,766 SH   DFND 10 18,766 0 0
KCG HLDGS INC CL A 48244B100 11,462 738,080 SH   DFND 14 158,820 579,260 0
KCG HLDGS INC CL A 48244B100 646 41,600 SH   DFND 16 0 41,600 0
KLA-TENCOR CORP COM 482480100 18,381 263,679 SH   DFND 14 75,802 187,877 0
KLA-TENCOR CORP COM 482480100 22 320 SH   DFND 16 0 320 0
KLX INC COM 482539103 4,805 136,495 SH   DFND 14 10,406 126,089 0
KLX INC COM 482539103 299 8,500 SH   DFND 18 0 8,500 0
K12 INC COM 48273U102 183 12,782 SH   DFND 10 12,782 0 0
K12 INC COM 48273U102 6,795 473,494 SH   DFND 14 9,064 464,430 0
KADANT INC COM 48282T104 1,663 31,904 SH   DFND 14 19,904 12,000 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,789 32,249 SH   DFND 14 3,219 29,030 0
KAMAN CORP COM 483548103 2,119 48,250 SH   DFND 14 4,718 43,532 0
KANSAS CITY SOUTHERN COM NEW 485170302 404 4,325 SH   DFND 10 4,325 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 14,400 154,312 SH   DFND 14 52,176 102,136 0
KANSAS CITY SOUTHERN COM NEW 485170302 22 240 SH   DFND 16 0 240 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 19,967 1,055,332 SH   DFND 14 75,270 980,062 0
KATE SPADE & CO COM 485865109 1,273 74,327 SH   DFND 14 16,315 58,012 0
KB HOME COM 48666K109 12,519 776,598 SH   DFND 14 14,714 761,884 0
KELLOGG CO COM 487836108 27,580 356,010 SH   DFND 14 122,534 233,476 0
KELLOGG CO COM 487836108 46 600 SH   DFND 16 0 600 0
KELLY SVCS INC CL A 488152208 997 51,888 SH   DFND 14 5,094 46,794 0
KEMPER CORP DEL COM 488401100 1,210 30,785 SH   DFND 14 8,740 22,045 0
KENNAMETAL INC COM 489170100 1,470 50,639 SH   DFND 14 14,727 35,912 0
KENNEDY-WILSON HLDGS INC COM 489398107 220 9,765 SH   DFND 14 9,765 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 54 10,095 SH   DFND 14 10,095 0 0
KEYCORP NEW COM 493267108 767 63,000 SH   DFND 10 63,000 0 0
KEYCORP NEW COM 493267108 37,621 3,091,292 SH   DFND 14 671,020 2,420,272 0
KEYCORP NEW COM 493267108 27 2,250 SH   DFND 16 0 2,250 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 4,471 141,100 SH   DFND 14 25,059 116,041 0
KFORCE INC COM 493732101 569 27,784 SH   DFND 10 27,784 0 0
KFORCE INC COM 493732101 2,444 119,265 SH   DFND 14 3,065 116,200 0
KIMBALL INTL INC CL B 494274103 346 26,748 SH   DFND 10 26,748 0 0
KIMBALL INTL INC CL B 494274103 762 58,912 SH   DFND 14 4,112 54,800 0
KILROY RLTY CORP COM 49427F108 3,843 55,408 SH   DFND 14 13,650 41,758 0
KILROY RLTY CORP COM 49427F108 36,857 531,467 SH   DFND 3 74,274 457,193 0
KIMBERLY CLARK CORP COM 494368103 336 2,660 SH   DFND 10 2,660 0 0
KIMBERLY CLARK CORP COM 494368103 151,130 1,198,113 SH   DFND 14 306,761 891,352 0
KIMBERLY CLARK CORP COM 494368103 438 3,475 SH   DFND 16 0 3,475 0
KIMBERLY CLARK CORP COM 494368103 158 1,250 SH   DFND 18 0 1,250 0
KIMCO RLTY CORP COM 49446R109 20,062 692,976 SH   DFND 14 199,737 493,239 0
KIMCO RLTY CORP COM 49446R109 24 835 SH   DFND 16 0 835 0
KINDER MORGAN INC DEL COM 49456B101 168,495 7,284,678 SH   DFND 14 1,504,946 5,779,732 0
KINDER MORGAN INC DEL COM 49456B101 1,383 59,791 SH   DFND 16 0 59,791 0
KINDER MORGAN INC DEL COM 49456B101 1,938 83,800 SH   DFND 18 0 83,800 0
KINDRED BIOSCIENCES INC COM 494577109 297 59,700 SH   DFND 10 59,700 0 0
KINDRED HEALTHCARE INC COM 494580103 6,794 664,743 SH   DFND 14 17,871 646,872 0
KIRBY CORP COM 497266106 4,673 75,180 SH   DFND 14 8,244 66,936 0
KIRKLANDS INC COM 497498105 429 35,255 SH   DFND 14 2,415 32,840 0
KITE PHARMA INC COM 49803L109 186 3,334 SH   DFND 10 3,334 0 0
KITE PHARMA INC COM 49803L109 209 3,740 SH   DFND 14 3,740 0 0
KITE RLTY GROUP TR COM NEW 49803T300 5,726 206,561 SH   DFND 14 26,253 180,308 0
KNOLL INC COM NEW 498904200 8,960 392,121 SH   DFND 14 105,621 286,500 0
KNOLL INC COM NEW 498904200 795 34,800 SH   DFND 16 0 34,800 0
KNIGHT TRANSN INC COM 499064103 3,395 118,342 SH   DFND 14 11,771 106,571 0
KNOWLES CORP COM 49926D109 789 56,138 SH   DFND 14 15,996 40,142 0
KOHLS CORP COM 500255104 23,470 536,452 SH   DFND 14 110,739 425,713 0
KOHLS CORP COM 500255104 15 345 SH   DFND 16 0 345 0
KOPIN CORP COM 500600101 223 102,432 SH   DFND 14 9,838 92,594 0
KOPPERS HOLDINGS INC COM 50060P106 50 1,541 SH   DFND 10 1,541 0 0
KOPPERS HOLDINGS INC COM 50060P106 6,956 216,160 SH   DFND 14 11,710 204,450 0
KOPPERS HOLDINGS INC COM 50060P106 348 10,800 SH   DFND 16 0 10,800 0
KORN FERRY INTL COM NEW 500643200 426 20,303 SH   DFND 10 20,303 0 0
KORN FERRY INTL COM NEW 500643200 2,138 101,803 SH   DFND 14 10,177 91,626 0
KRAFT HEINZ CO COM 500754106 1,001 11,180 SH   DFND 10 11,180 0 0
KRAFT HEINZ CO COM 500754106 75,290 841,134 SH   DFND 14 289,256 551,878 0
KRAFT HEINZ CO COM 500754106 120 1,338 SH   DFND 16 0 1,338 0
KRAFT HEINZ CO COM 500754106 188 2,100 SH   DFND 18 0 2,100 0
KRATON CORPORATION COM 50077C106 1,939 55,324 SH   DFND 14 5,644 49,680 0
KROGER CO COM 501044101 860 28,990 SH   DFND 10 28,990 0 0
KROGER CO COM 501044101 114,750 3,866,253 SH   DFND 14 984,666 2,881,587 0
KROGER CO COM 501044101 591 19,900 SH   DFND 16 0 19,900 0
KROGER CO COM 501044101 159 5,350 SH   DFND 18 0 5,350 0
KULICKE & SOFFA INDS INC COM 501242101 773 59,821 SH   DFND 10 59,821 0 0
KULICKE & SOFFA INDS INC COM 501242101 1,838 142,126 SH   DFND 14 8,858 133,268 0
KULICKE & SOFFA INDS INC COM 501242101 103 8,000 SH   DFND 16 0 8,000 0
L BRANDS INC COM 501797104 24,254 342,711 SH   DFND 14 117,488 225,223 0
L BRANDS INC COM 501797104 37 527 SH   DFND 16 0 527 0
LHC GROUP INC COM 50187A107 3,018 81,825 SH   DFND 14 21,591 60,234 0
LGI HOMES INC COM 50187T106 1,076 29,210 SH   DFND 14 2,310 26,900 0
LKQ CORP COM 501889208 14,672 413,756 SH   DFND 14 143,490 270,266 0
LKQ CORP COM 501889208 21 600 SH   DFND 16 0 600 0
LKQ CORP COM 501889208 421 11,860 SH   DFND 18 0 11,860 0
LSB INDS INC COM 502160104 304 35,428 SH   DFND 14 3,708 31,720 0
LTC PPTYS INC COM 502175102 3,639 70,003 SH   DFND 14 6,938 63,065 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 16,690 110,726 SH   DFND 14 37,553 73,173 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 26 170 SH   DFND 16 0 170 0
LA JOLLA PHARMACEUTICAL CO COM PAR $.0001 503459604 250 10,520 SH   DFND 14 8,920 1,600 0
LA Z BOY INC COM 505336107 12,631 514,300 SH   DFND 14 92,995 421,305 0
LA Z BOY INC COM 505336107 1,135 46,200 SH   DFND 16 0 46,200 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 19,553 142,222 SH   DFND 14 49,313 92,909 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 31 225 SH   DFND 16 0 225 0
LADDER CAP CORP CL A 505743104 2,326 175,675 SH   DFND 14 54,271 121,404 0
LADDER CAP CORP CL A 505743104 200 15,100 SH   DFND 16 0 15,100 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 24 10,402 SH   DFND 14 10,402 0 0
LAKELAND BANCORP INC COM 511637100 1,850 131,736 SH   DFND 14 4,009 127,727 0
LAKELAND BANCORP INC COM 511637100 80 5,700 SH   DFND 16 0 5,700 0
LAM RESEARCH CORP COM 512807108 457 4,830 SH   DFND 10 4,830 0 0
LAM RESEARCH CORP COM 512807108 21,362 225,550 SH   DFND 14 76,559 148,991 0
LAM RESEARCH CORP COM 512807108 36 380 SH   DFND 16 0 380 0
LAMAR ADVERTISING CO NEW CL A 512816109 289 4,420 SH   DFND 10 4,420 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,178 48,659 SH   DFND 14 11,166 37,493 0
LANCASTER COLONY CORP COM 513847103 4,338 32,838 SH   DFND 14 10,489 22,349 0
LANCASTER COLONY CORP COM 513847103 41 310 SH   DFND 16 0 310 0
LANDEC CORP COM 514766104 251 18,700 SH   DFND 10 18,700 0 0
LANDEC CORP COM 514766104 30 2,214 SH   DFND 14 2,214 0 0
LANDAUER INC COM 51476K103 769 17,284 SH   DFND 14 1,729 15,555 0
LANDSTAR SYS INC COM 515098101 9,003 132,244 SH   DFND 14 36,617 95,627 0
LANDSTAR SYS INC COM 515098101 48 700 SH   DFND 16 0 700 0
LANNET INC COM 516012101 1,478 55,618 SH   DFND 14 8,698 46,920 0
LAS VEGAS SANDS CORP COM 517834107 1,687 29,325 SH   DFND 14 28,745 580 0
LAS VEGAS SANDS CORP COM 517834107 149 2,598 SH   DFND 18 0 2,598 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 410 17,164 SH   DFND 10 17,164 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 10,926 457,738 SH   DFND 14 21,371 436,367 0
LATTICE SEMICONDUCTOR CORP COM 518415104 90 13,811 SH   DFND 14 13,811 0 0
LAUDER ESTEE COS INC CL A 518439104 403 4,550 SH   DFND 10 4,550 0 0
LAUDER ESTEE COS INC CL A 518439104 27,604 311,699 SH   DFND 14 105,519 206,180 0
LAUDER ESTEE COS INC CL A 518439104 40 450 SH   DFND 16 0 450 0
LAUDER ESTEE COS INC CL A 518439104 159 1,800 SH   DFND 18 0 1,800 0
LEAR CORP COM NEW 521865204 82,070 677,032 SH   DFND 14 63,422 613,610 0
LEAR CORP COM NEW 521865204 1,152 9,500 SH   DFND 16 0 9,500 0
LEGGETT & PLATT INC COM 524660107 9,312 204,300 SH   DFND 14 63,719 140,581 0
LEGGETT & PLATT INC COM 524660107 13 275 SH   DFND 16 0 275 0
LEGACY TEX FINL GROUP INC COM 52471Y106 2,620 82,822 SH   DFND 14 7,762 75,060 0
LEGG MASON INC COM 524901105 4,488 134,061 SH   DFND 14 45,282 88,779 0
LEGG MASON INC COM 524901105 7 200 SH   DFND 16 0 200 0
LEIDOS HLDGS INC COM 525327102 142 3,284 SH   DFND 10 3,284 0 0
LEIDOS HLDGS INC COM 525327102 30,959 715,320 SH   DFND 14 76,168 639,152 0
LEIDOS HLDGS INC COM 525327102 61 1,400 SH   DFND 16 0 1,400 0
LEMAITRE VASCULAR INC COM 525558201 1,081 54,510 SH   DFND 14 24,810 29,700 0
LEMAITRE VASCULAR INC COM 525558201 196 9,900 SH   DFND 16 0 9,900 0
LENDINGCLUB CORP COM 52603A109 129 20,920 SH   DFND 14 20,920 0 0
LENDINGTREE INC NEW COM 52603B107 1,275 13,155 SH   DFND 14 1,365 11,790 0
LENNAR CORP CL A 526057104 705 16,650 SH   DFND 10 16,650 0 0
LENNAR CORP CL A 526057104 17,539 414,234 SH   DFND 14 112,586 301,648 0
LENNAR CORP CL A 526057104 83 1,950 SH   DFND 16 0 1,950 0
LENNOX INTL INC COM 526107107 258 1,640 SH   DFND 10 1,640 0 0
LENNOX INTL INC COM 526107107 25,596 163,001 SH   DFND 14 16,535 146,466 0
LENNOX INTL INC COM 526107107 108 690 SH   DFND 16 0 690 0
LEUCADIA NATL CORP COM 527288104 8,426 442,519 SH   DFND 14 153,418 289,101 0
LEUCADIA NATL CORP COM 527288104 11 600 SH   DFND 16 0 600 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 19,015 409,977 SH   DFND 14 138,865 271,112 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 28 600 SH   DFND 16 0 600 0
LEXICON PHARMACEUTICALS INC COM NEW 528872302 895 49,533 SH   DFND 14 3,733 45,800 0
LEXINGTON REALTY TRUST COM 529043101 194 18,805 SH   DFND 10 18,805 0 0
LEXINGTON REALTY TRUST COM 529043101 33,488 3,251,310 SH   DFND 14 391,420 2,859,890 0
LEXINGTON REALTY TRUST COM 529043101 474 46,000 SH   DFND 16 0 46,000 0
LEXINGTON REALTY TRUST COM 529043101 1,517 147,266 SH   DFND 3 0 147,266 0
LEXMARK INTL INC CL A 529771107 1,487 37,217 SH   DFND 14 8,827 28,390 0
LIBBEY INC COM 529898108 312 17,487 SH   DFND 10 17,487 0 0
LIBBEY INC COM 529898108 48 2,712 SH   DFND 14 2,712 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 614 8,750 SH   DFND 14 8,750 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 7,594 379,533 SH   DFND 14 27,646 351,887 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 928 46,400 SH   DFND 16 0 46,400 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 84 4,200 SH   DFND 18 0 4,200 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 377 9,452 SH   DFND 14 9,452 0 0
LIBERTY PPTY TR SH BEN INT 531172104 28,043 694,998 SH   DFND 14 187,850 507,148 0
LIBERTY PPTY TR SH BEN INT 531172104 186 4,600 SH   DFND 16 0 4,600 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 2,857 84,083 SH   DFND 14 18,403 65,680 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 12,532 573,560 SH   DFND 14 229,260 344,300 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 682 31,200 SH   DFND 16 0 31,200 0
LIFEPOINT HEALTH INC COM 53219L109 15,448 260,812 SH   DFND 14 13,069 247,743 0
LIFEPOINT HEALTH INC COM 53219L109 59 1,000 SH   DFND 16 0 1,000 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 473 4,638 SH   DFND 10 4,638 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 7,023 68,812 SH   DFND 14 37,502 31,310 0
LIFETIME BRANDS INC COM 53222Q103 134 9,932 SH   DFND 10 9,932 0 0
LIFETIME BRANDS INC COM 53222Q103 27 1,990 SH   DFND 14 1,990 0 0
LIFE STORAGE INC COM 53223X107 5,609 63,060 SH   DFND 14 24,250 38,810 0
LIFE STORAGE INC COM 53223X107 24,018 270,042 SH   DFND 3 26,505 243,537 0
LILLY ELI & CO COM 532457108 113,664 1,416,198 SH   DFND 14 530,099 886,099 0
LILLY ELI & CO COM 532457108 170 2,120 SH   DFND 16 0 2,120 0
LILLY ELI & CO COM 532457108 14,102 175,700 SH   DFND 18 0 175,700 0
LINCOLN ELEC HLDGS INC COM 533900106 134 2,147 SH   DFND 10 2,147 0 0
LINCOLN ELEC HLDGS INC COM 533900106 8,835 141,091 SH   DFND 14 43,382 97,709 0
LINCOLN ELEC HLDGS INC COM 533900106 31 500 SH   DFND 16 0 500 0
LINCOLN NATL CORP IND COM 534187109 829 17,640 SH   DFND 10 17,640 0 0
LINCOLN NATL CORP IND COM 534187109 38,508 819,678 SH   DFND 14 148,811 670,867 0
LINCOLN NATL CORP IND COM 534187109 22 471 SH   DFND 16 0 471 0
LINDSAY CORP COM 535555106 1,399 18,916 SH   DFND 14 1,749 17,167 0
LINEAR TECHNOLOGY CORP COM 535678106 21,730 366,503 SH   DFND 14 115,686 250,817 0
LINEAR TECHNOLOGY CORP COM 535678106 28 475 SH   DFND 16 0 475 0
LINKEDIN CORP COM CL A 53578A108 1,616 8,456 SH   DFND 14 8,296 160 0
LIQUIDITY SERVICES INC COM 53635B107 98 8,675 SH   DFND 10 8,675 0 0
LIQUIDITY SERVICES INC COM 53635B107 514 45,763 SH   DFND 14 4,273 41,490 0
LITHIA MTRS INC CL A 536797103 366 3,829 SH   DFND 10 3,829 0 0
LITHIA MTRS INC CL A 536797103 7,476 78,271 SH   DFND 14 40,452 37,819 0
LITHIA MTRS INC CL A 536797103 344 3,600 SH   DFND 16 0 3,600 0
LITTELFUSE INC COM 537008104 5,217 40,500 SH   DFND 14 4,284 36,216 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,085 75,869 SH   DFND 14 16,490 59,379 0
LIVEPERSON INC COM 538146101 74 8,834 SH   DFND 10 8,834 0 0
LIVEPERSON INC COM 538146101 874 103,899 SH   DFND 14 7,899 96,000 0
LOCKHEED MARTIN CORP COM 539830109 85,512 356,715 SH   DFND 14 123,913 232,802 0
LOCKHEED MARTIN CORP COM 539830109 129 540 SH   DFND 16 0 540 0
LOEWS CORP COM 540424108 27,447 666,995 SH   DFND 14 152,709 514,286 0
LOEWS CORP COM 540424108 23 561 SH   DFND 16 0 561 0
LOGMEIN INC COM 54142L109 11,859 131,193 SH   DFND 14 52,823 78,370 0
LOGMEIN INC COM 54142L109 280 3,100 SH   DFND 16 0 3,100 0
LOUISIANA PAC CORP COM 546347105 1,771 94,040 SH   DFND 14 25,624 68,416 0
LOWES COS INC COM 548661107 89,345 1,237,292 SH   DFND 14 424,882 812,410 0
LOWES COS INC COM 548661107 140 1,935 SH   DFND 16 0 1,935 0
LOWES COS INC COM 548661107 278 3,850 SH   DFND 18 0 3,850 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 927 47,148 SH   DFND 14 4,096 43,052 0
LUMENTUM HLDGS INC COM 55024U109 4,163 99,654 SH   DFND 14 9,105 90,549 0
LUMINEX CORP DEL COM 55027E102 1,594 70,170 SH   DFND 14 6,870 63,300 0
LUMOS NETWORKS CORP COM 550283105 567 40,511 SH   DFND 14 3,530 36,981 0
LYDALL INC DEL COM 550819106 8,998 175,991 SH   DFND 14 55,910 120,081 0
LYDALL INC DEL COM 550819106 665 13,000 SH   DFND 16 0 13,000 0
LYON WILLIAM HOMES CL A NEW 552074700 186 10,000 SH   DFND 14 2,000 8,000 0
M & T BK CORP COM 55261F104 38,506 331,662 SH   DFND 14 83,137 248,525 0
M & T BK CORP COM 55261F104 41 350 SH   DFND 16 0 350 0
MBIA INC COM 55262C100 3,474 445,935 SH   DFND 14 14,535 431,400 0
MB FINANCIAL INC NEW COM 55264U108 167 4,400 SH   DFND 10 4,400 0 0
MB FINANCIAL INC NEW COM 55264U108 1,752 46,045 SH   DFND 14 13,824 32,221 0
M D C HLDGS INC COM 552676108 1,813 70,261 SH   DFND 14 7,246 63,015 0
MDU RES GROUP INC COM 552690109 514 20,219 SH   DFND 10 20,219 0 0
MDU RES GROUP INC COM 552690109 39,190 1,540,495 SH   DFND 14 298,996 1,241,499 0
MDU RES GROUP INC COM 552690109 188 7,400 SH   DFND 16 0 7,400 0
MDU RES GROUP INC COM 552690109 204 8,000 SH   DFND 18 0 8,000 0
MFA FINL INC COM 55272X102 635 84,940 SH   DFND 10 84,940 0 0
MFA FINL INC COM 55272X102 3,814 509,959 SH   DFND 14 80,559 429,400 0
MGE ENERGY INC COM 55277P104 236 4,179 SH   DFND 14 4,179 0 0
MGIC INVT CORP WIS COM 552848103 17,666 2,208,190 SH   DFND 14 176,190 2,032,000 0
MGM RESORTS INTERNATIONAL COM 552953101 767 29,461 SH   DFND 14 28,861 600 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 259 9,920 SH   DFND 10 9,920 0 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 44,467 1,705,658 SH   DFND 3 231,985 1,473,673 0
M/I HOMES INC COM 55305B101 1,019 43,244 SH   DFND 14 3,574 39,670 0
MKS INSTRUMENT INC COM 55306N104 4,786 96,243 SH   DFND 14 9,964 86,279 0
MRC GLOBAL INC COM 55345K103 2,091 127,290 SH   DFND 14 7,590 119,700 0
MSA SAFETY INC COM 553498106 1,180 20,332 SH   DFND 14 6,236 14,096 0
MSC INDL DIRECT INC CL A 553530106 1,960 26,696 SH   DFND 14 6,478 20,218 0
MSC INDL DIRECT INC CL A 553530106 150 2,040 SH   DFND 18 0 2,040 0
MSCI INC COM 55354G100 757 9,020 SH   DFND 10 9,020 0 0
MSCI INC COM 55354G100 34,367 409,418 SH   DFND 14 76,431 332,987 0
MSCI INC COM 55354G100 193 2,300 SH   DFND 16 0 2,300 0
MSG NETWORK INC CL A 553573106 723 38,869 SH   DFND 14 13,769 25,100 0
MTS SYS CORP COM 553777103 1,369 29,732 SH   DFND 14 2,853 26,879 0
MYR GROUP INC DEL COM 55405W104 3,840 127,561 SH   DFND 14 3,576 123,985 0
MACERICH CO COM 554382101 14,406 178,133 SH   DFND 14 61,532 116,601 0
MACERICH CO COM 554382101 22 270 SH   DFND 16 0 270 0
MACERICH CO COM 554382101 17,362 214,686 SH   DFND 3 19,930 194,756 0
MACK CALI RLTY CORP COM 554489104 7,150 262,668 SH   DFND 14 22,551 240,117 0
MACYS INC COM 55616P104 470 12,680 SH   DFND 10 12,680 0 0
MACYS INC COM 55616P104 121,683 3,284,299 SH   DFND 14 327,830 2,956,469 0
MACYS INC COM 55616P104 758 20,449 SH   DFND 16 0 20,449 0
MADDEN STEVEN LTD COM 556269108 195 5,628 SH   DFND 10 5,628 0 0
MADDEN STEVEN LTD COM 556269108 4,506 130,396 SH   DFND 14 32,751 97,645 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 230 1,356 SH   DFND 14 1,356 0 0
MAGELLAN HEALTH INC COM NEW 559079207 500 9,310 SH   DFND 10 9,310 0 0
MAGELLAN HEALTH INC COM NEW 559079207 11,039 205,447 SH   DFND 14 38,397 167,050 0
MAGELLAN HEALTH INC COM NEW 559079207 645 12,000 SH   DFND 16 0 12,000 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 4,430 177,547 SH   DFND 14 29,974 147,573 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 62 2,500 SH   DFND 16 0 2,500 0
MANHATTAN ASSOCS INC COM 562750109 55,675 966,253 SH   DFND 14 201,460 764,793 0
MANHATTAN ASSOCS INC COM 562750109 1,400 24,300 SH   DFND 16 0 24,300 0
MANITOWOC INC COM 563571108 64 13,371 SH   DFND 14 13,371 0 0
MANNING & NAPIER INC CL A 56382Q102 165 23,247 SH   DFND 10 23,247 0 0
MANNING & NAPIER INC CL A 56382Q102 8 1,130 SH   DFND 14 1,130 0 0
MANNKIND CORP COM 56400P201 21 33,710 SH   DFND 14 33,710 0 0
MANPOWERGROUP INC COM 56418H100 35,888 496,656 SH   DFND 14 87,722 408,934 0
MANPOWERGROUP INC COM 56418H100 142 1,960 SH   DFND 16 0 1,960 0
MANTECH INTL CORP CL A 564563104 1,698 45,054 SH   DFND 14 4,605 40,449 0
MARATHON OIL CORP COM 565849106 18,323 1,158,932 SH   DFND 14 405,151 753,781 0
MARATHON OIL CORP COM 565849106 27 1,686 SH   DFND 16 0 1,686 0
MARATHON OIL CORP COM 565849106 743 47,000 SH   DFND 18 0 47,000 0
MARATHON PETE CORP COM 56585A102 130,307 3,210,330 SH   DFND 14 700,991 2,509,339 0
MARATHON PETE CORP COM 56585A102 1,444 35,586 SH   DFND 16 0 35,586 0
MARATHON PETE CORP COM 56585A102 893 22,000 SH   DFND 18 0 22,000 0
MARCUS & MILLICHAP INC COM 566324109 46 1,749 SH   DFND 10 1,749 0 0
MARCUS & MILLICHAP INC COM 566324109 5,384 205,890 SH   DFND 14 41,920 163,970 0
MARCUS & MILLICHAP INC COM 566324109 411 15,700 SH   DFND 16 0 15,700 0
MARCUS & MILLICHAP INC COM 566324109 285 10,890 SH   DFND 18 0 10,890 0
MARCUS CORP COM 566330106 1,979 79,043 SH   DFND 14 3,221 75,822 0
MARINEMAX INC COM 567908108 902 43,078 SH   DFND 14 4,058 39,020 0
MARKEL CORP COM 570535104 968 1,042 SH   DFND 14 1,027 15 0
MARKETAXESS HLDGS INC COM 57060D108 5,100 30,796 SH   DFND 14 5,986 24,810 0
MARLIN BUSINESS SVCS CORP COM 571157106 779 40,221 SH   DFND 14 1,121 39,100 0
MARLIN BUSINESS SVCS CORP COM 571157106 47 2,400 SH   DFND 16 0 2,400 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 625 8,518 SH   DFND 10 8,518 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 3,456 47,131 SH   DFND 14 4,607 42,524 0
MARSH & MCLENNAN COS INC COM 571748102 48,874 726,748 SH   DFND 14 252,173 474,575 0
MARSH & MCLENNAN COS INC COM 571748102 74 1,105 SH   DFND 16 0 1,105 0
MARRIOTT INTL INC NEW CL A 571903202 30,566 453,975 SH   DFND 14 155,257 298,718 0
MARRIOTT INTL INC NEW CL A 571903202 44 657 SH   DFND 16 0 657 0
MARTEN TRANS LTD COM 573075108 858 40,844 SH   DFND 14 3,984 36,860 0
MARTIN MARIETTA MATLS INC COM 573284106 15,981 89,226 SH   DFND 14 30,804 58,422 0
MARTIN MARIETTA MATLS INC COM 573284106 27 150 SH   DFND 16 0 150 0
MARTIN MARIETTA MATLS INC COM 573284106 448 2,500 SH   DFND 18 0 2,500 0
MASCO CORP COM 574599106 1,021 29,770 SH   DFND 10 29,770 0 0
MASCO CORP COM 574599106 20,447 595,953 SH   DFND 14 170,237 425,716 0
MASCO CORP COM 574599106 25 725 SH   DFND 16 0 725 0
MASIMO CORP COM 574795100 1,036 17,423 SH   DFND 10 17,423 0 0
MASIMO CORP COM 574795100 23,663 397,758 SH   DFND 14 82,833 314,925 0
MASIMO CORP COM 574795100 738 12,400 SH   DFND 16 0 12,400 0
MASONITE INTL CORP NEW COM 575385109 203 3,260 SH   DFND 14 2,060 1,200 0
MASTEC INC COM 576323109 554 18,634 SH   DFND 10 18,634 0 0
MASTEC INC COM 576323109 236 7,943 SH   DFND 14 7,943 0 0
MASTERCARD INCORPORATED CL A 57636Q104 412 4,050 SH   DFND 10 4,050 0 0
MASTERCARD INCORPORATED CL A 57636Q104 246,542 2,422,538 SH   DFND 14 695,370 1,727,168 0
MASTERCARD INCORPORATED CL A 57636Q104 632 6,210 SH   DFND 16 0 6,210 0
MATADOR RES CO COM 576485205 275 11,314 SH   DFND 10 11,314 0 0
MATADOR RES CO COM 576485205 185 7,620 SH   DFND 14 7,620 0 0
MATERION CORP COM 576690101 1,788 58,211 SH   DFND 14 3,701 54,510 0
MATRIX SVC CO COM 576853105 3,590 191,382 SH   DFND 14 30,451 160,931 0
MATRIX SVC CO COM 576853105 289 15,400 SH   DFND 16 0 15,400 0
MATSON INC COM 57686G105 11,666 292,535 SH   DFND 14 23,517 269,018 0
MATSON INC COM 57686G105 913 22,900 SH   DFND 16 0 22,900 0
MATTEL INC COM 577081102 14,224 469,759 SH   DFND 14 160,573 309,186 0
MATTEL INC COM 577081102 20 657 SH   DFND 16 0 657 0
MATTEL INC COM 577081102 67 2,200 SH   DFND 18 0 2,200 0
MATTHEWS INTL CORP CL A 577128101 3,503 57,658 SH   DFND 14 5,917 51,741 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,032 25,857 SH   DFND 14 18,877 6,980 0
MAXLINEAR INC CL A 57776J100 140 6,927 SH   DFND 10 6,927 0 0
MAXLINEAR INC CL A 57776J100 753 37,131 SH   DFND 14 6,831 30,300 0
MAXIMUS INC COM 577933104 5,689 100,590 SH   DFND 14 71,146 29,444 0
MCCORMICK & CO INC COM NON VTG 579780206 16,772 167,857 SH   DFND 14 54,861 112,996 0
MCCORMICK & CO INC COM NON VTG 579780206 25 250 SH   DFND 16 0 250 0
MCDERMOTT INTL INC COM 580037109 14,526 2,899,347 SH   DFND 14 759,847 2,139,500 0
MCDERMOTT INTL INC COM 580037109 1,024 204,400 SH   DFND 16 0 204,400 0
MCDONALDS CORP COM 580135101 412 3,575 SH   DFND 10 3,575 0 0
MCDONALDS CORP COM 580135101 294,215 2,550,404 SH   DFND 14 547,888 2,002,516 0
MCDONALDS CORP COM 580135101 1,606 13,925 SH   DFND 16 0 13,925 0
MCDONALDS CORP COM 580135101 288 2,500 SH   DFND 18 0 2,500 0
MCGRATH RENTCORP COM 580589109 94 2,978 SH   DFND 10 2,978 0 0
MCGRATH RENTCORP COM 580589109 246 7,767 SH   DFND 14 3,267 4,500 0
MCKESSON CORP COM 58155Q103 81,270 487,379 SH   DFND 14 121,614 365,765 0
MCKESSON CORP COM 58155Q103 82 489 SH   DFND 16 0 489 0
MEAD JOHNSON NUTRITION CO COM 582839106 20,661 261,503 SH   DFND 14 88,857 172,646 0
MEAD JOHNSON NUTRITION CO COM 582839106 34 430 SH   DFND 16 0 430 0
MEDEQUITIES RLTY TR INC COM 58409L306 26,438 2,250,000 SH   DFND 3 299,100 1,950,900 0
MEDIA GEN INC NEW COM 58441K100 225 12,220 SH   DFND 14 12,220 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 502 33,991 SH   DFND 10 33,991 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 3,442 233,071 SH   DFND 14 47,556 185,515 0
MEDICINES CO COM 584688105 273 7,229 SH   DFND 10 7,229 0 0
MEDICINES CO COM 584688105 4,677 123,932 SH   DFND 14 11,962 111,970 0
MEDIFAST INC COM 58470H101 283 7,500 SH   DFND 10 7,500 0 0
MEDIFAST INC COM 58470H101 3,483 92,156 SH   DFND 14 34,796 57,360 0
MEDIFAST INC COM 58470H101 382 10,100 SH   DFND 16 0 10,100 0
MEDIDATA SOLUTIONS INC COM 58471A105 8,458 151,690 SH   DFND 14 59,070 92,620 0
MEDNAX INC COM 58502B106 3,664 55,310 SH   DFND 14 13,504 41,806 0
MEETME INC COM 585141104 103 16,550 SH   DFND 14 2,850 13,700 0
MELCO CROWN ENTMT LTD ADR 585464100 275 17,077 SH   DFND 14 16,539 538 0
MENTOR GRAPHICS CORP COM 587200106 4,333 163,893 SH   DFND 14 51,207 112,686 0
MENTOR GRAPHICS CORP COM 587200106 171 6,460 SH   DFND 18 0 6,460 0
MERCK & CO INC COM 58933Y105 1,377 22,060 SH   DFND 10 22,060 0 0
MERCK & CO INC COM 58933Y105 282,877 4,532,559 SH   DFND 14 1,384,110 3,148,449 0
MERCK & CO INC COM 58933Y105 473 7,586 SH   DFND 16 0 7,586 0
MERCK & CO INC COM 58933Y105 17,406 278,900 SH   DFND 18 0 278,900 0
MERCURY SYS INC COM 589378108 1,742 70,884 SH   DFND 14 6,306 64,578 0
MERCURY GENL CORP NEW COM 589400100 1,428 26,035 SH   DFND 14 4,591 21,444 0
MEREDITH CORP COM 589433101 1,219 23,448 SH   DFND 14 6,963 16,485 0
MERIDIAN BIOSCIENCE INC COM 589584101 1,439 74,621 SH   DFND 14 7,000 67,621 0
MERIT MED SYS INC COM 589889104 3,175 130,732 SH   DFND 14 7,493 123,239 0
MERIT MED SYS INC COM 589889104 352 14,510 SH   DFND 18 0 14,510 0
MERITAGE HOMES CORP COM 59001A102 5,100 146,988 SH   DFND 14 21,750 125,238 0
MERITOR INC COM 59001K100 837 75,206 SH   DFND 14 9,612 65,594 0
METALDYNE PERFORMANCE GROUP COM 59116R107 734 46,280 SH   DFND 14 880 45,400 0
METHODE ELECTRS INC COM 591520200 309 8,835 SH   DFND 10 8,835 0 0
METHODE ELECTRS INC COM 591520200 2,315 66,186 SH   DFND 14 6,945 59,241 0
METLIFE INC COM 59156R108 117,480 2,644,154 SH   DFND 14 706,379 1,937,775 0
METLIFE INC COM 59156R108 104 2,335 SH   DFND 16 0 2,335 0
METTLER TOLEDO INTERNATIONAL COM 592688105 15,286 36,411 SH   DFND 14 12,778 23,633 0
METTLER TOLEDO INTERNATIONAL COM 592688105 25 60 SH   DFND 16 0 60 0
MICHAELS COS INC COM 59408Q106 268 11,070 SH   DFND 10 11,070 0 0
MICHAELS COS INC COM 59408Q106 363 15,000 SH   DFND 14 3,000 12,000 0
MICROSOFT CORP COM 594918104 824 14,300 SH   DFND 10 14,300 0 0
MICROSOFT CORP COM 594918104 873,160 15,159,024 SH   DFND 14 4,384,827 10,774,197 0
MICROSOFT CORP COM 594918104 2,857 49,595 SH   DFND 16 0 49,595 0
MICROSTRATEGY INC CL A NEW 594972408 5,105 30,486 SH   DFND 14 1,736 28,750 0
MICROCHIP TECHNOLOGY INC COM 595017104 18,231 293,391 SH   DFND 14 101,370 192,021 0
MICROCHIP TECHNOLOGY INC COM 595017104 26 425 SH   DFND 16 0 425 0
MICRON TECHNOLOGY INC COM 595112103 25,359 1,426,251 SH   DFND 14 496,027 930,224 0
MICRON TECHNOLOGY INC COM 595112103 37 2,085 SH   DFND 16 0 2,085 0
MICROSEMI CORP COM 595137100 321 7,656 SH   DFND 10 7,656 0 0
MICROSEMI CORP COM 595137100 3,241 77,212 SH   DFND 14 20,838 56,374 0
MID-AMER APT CMNTYS INC COM 59522J103 27,966 297,545 SH   DFND 14 36,623 260,922 0
MID-AMER APT CMNTYS INC COM 59522J103 160 1,700 SH   DFND 16 0 1,700 0
MIDDLEBY CORP COM 596278101 581 4,700 SH   DFND 14 4,500 200 0
MIDWESTONE FINL GROUP INC NE COM 598511103 930 30,632 SH   DFND 14 1,170 29,462 0
MILACRON HLDGS CORP COM 59870L106 355 22,260 SH   DFND 14 860 21,400 0
MILLER HERMAN INC COM 600544100 21,695 758,550 SH   DFND 14 152,432 606,118 0
MILLER HERMAN INC COM 600544100 669 23,400 SH   DFND 16 0 23,400 0
MIMEDX GROUP INC COM 602496101 1,535 178,880 SH   DFND 14 17,760 161,120 0
MINDBODY INC COM CL A 60255W105 191 9,692 SH   DFND 10 9,692 0 0
MINDBODY INC COM CL A 60255W105 18 920 SH   DFND 14 920 0 0
MINERALS TECHNOLOGIES INC COM 603158106 4,226 59,784 SH   DFND 14 8,030 51,754 0
MINERALS TECHNOLOGIES INC COM 603158106 28 400 SH   DFND 16 0 400 0
MISTRAS GROUP INC COM 60649T107 2,421 103,149 SH   DFND 14 41,049 62,100 0
MISTRAS GROUP INC COM 60649T107 171 7,300 SH   DFND 16 0 7,300 0
MITCHAM INDS INC COM 606501104 93 28,200 SH   DFND 10 28,200 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 2,466 323,200 SH   DFND 14 0 323,200 0
MOBILE MINI INC COM 60740F105 2,395 79,314 SH   DFND 14 8,005 71,309 0
MODINE MFG CO COM 607828100 2,178 183,676 SH   DFND 14 5,316 178,360 0
MOELIS & CO CL A 60786M105 357 13,260 SH   DFND 14 1,760 11,500 0
MOHAWK INDS INC COM 608190104 17,978 89,735 SH   DFND 14 30,804 58,931 0
MOHAWK INDS INC COM 608190104 28 140 SH   DFND 16 0 140 0
MOHAWK INDS INC COM 608190104 122 610 SH   DFND 18 0 610 0
MOLINA HEALTHCARE INC COM 60855R100 395 6,776 SH   DFND 10 6,776 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,987 34,064 SH   DFND 14 8,468 25,596 0
MOLINA HEALTHCARE INC COM 60855R100 6 100 SH   DFND 16 0 100 0
MOLSON COORS BREWING CO CL B 60871R209 28,160 256,467 SH   DFND 14 86,718 169,749 0
MOLSON COORS BREWING CO CL B 60871R209 44 400 SH   DFND 16 0 400 0
MOLSON COORS BREWING CO CL B 60871R209 110 1,000 SH   DFND 18 0 1,000 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,279 109,392 SH   DFND 14 9,612 99,780 0
MONARCH CASINO & RESORT INC COM 609027107 779 30,962 SH   DFND 14 1,187 29,775 0
MONARCH CASINO & RESORT INC COM 609027107 101 4,000 SH   DFND 16 0 4,000 0
MONDELEZ INTL INC CL A 609207105 97,226 2,214,718 SH   DFND 14 751,431 1,463,287 0
MONDELEZ INTL INC CL A 609207105 146 3,315 SH   DFND 16 0 3,315 0
MONDELEZ INTL INC CL A 609207105 263 6,000 SH   DFND 18 0 6,000 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 218 20,520 SH   DFND 14 20,520 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 38,543 3,622,479 SH   DFND 3 504,920 3,117,559 0
MONOLITHIC PWR SYS INC COM 609839105 345 4,282 SH   DFND 10 4,282 0 0
MONOLITHIC PWR SYS INC COM 609839105 6,040 75,027 SH   DFND 14 7,227 67,800 0
MONOLITHIC PWR SYS INC COM 609839105 8 100 SH   DFND 16 0 100 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 3,087 139,610 SH   DFND 14 8,110 131,500 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 626 28,300 SH   DFND 16 0 28,300 0
MONRO MUFFLER BRAKE INC COM 610236101 3,617 59,136 SH   DFND 14 5,904 53,232 0
MONSANTO CO NEW COM 61166W101 382 3,740 SH   DFND 10 3,740 0 0
MONSANTO CO NEW COM 61166W101 62,325 609,836 SH   DFND 14 211,445 398,391 0
MONSANTO CO NEW COM 61166W101 96 939 SH   DFND 16 0 939 0
MONSANTO CO NEW COM 61166W101 920 9,000 SH   DFND 18 0 9,000 0
MONSTER WORLDWIDE INC COM 611742107 966 267,612 SH   DFND 14 15,313 252,299 0
MONSTER BEVERAGE CORP NEW COM 61174X109 28,311 192,842 SH   DFND 14 66,792 126,050 0
MONSTER BEVERAGE CORP NEW COM 61174X109 44 300 SH   DFND 16 0 300 0
MOODYS CORP COM 615369105 25,637 236,767 SH   DFND 14 81,897 154,870 0
MOODYS CORP COM 615369105 40 370 SH   DFND 16 0 370 0
MOOG INC CL A 615394202 4,283 71,938 SH   DFND 14 5,582 66,356 0
MORGAN STANLEY COM NEW 617446448 134,973 4,210,023 SH   DFND 14 954,315 3,255,708 0
MORGAN STANLEY COM NEW 617446448 103 3,206 SH   DFND 16 0 3,206 0
MORNINGSTAR INC COM 617700109 955 12,043 SH   DFND 14 1,343 10,700 0
MOSAIC CO NEW COM 61945C103 23,262 951,007 SH   DFND 14 190,954 760,053 0
MOSAIC CO NEW COM 61945C103 16 650 SH   DFND 16 0 650 0
MOTORCAR PTS AMER INC COM 620071100 955 33,170 SH   DFND 14 3,350 29,820 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 17,511 229,564 SH   DFND 14 80,789 148,775 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 25 327 SH   DFND 16 0 327 0
MOVADO GROUP INC COM 624580106 394 18,360 SH   DFND 10 18,360 0 0
MOVADO GROUP INC COM 624580106 2,896 134,840 SH   DFND 14 2,587 132,253 0
MUELLER INDS INC COM 624756102 413 12,726 SH   DFND 10 12,726 0 0
MUELLER INDS INC COM 624756102 10,590 326,658 SH   DFND 14 135,086 191,572 0
MUELLER WTR PRODS INC COM SER A 624758108 329 26,221 SH   DFND 14 19,121 7,100 0
MULTI COLOR CORP COM 625383104 1,558 23,613 SH   DFND 14 2,413 21,200 0
MURPHY OIL CORP COM 626717102 10,200 335,510 SH   DFND 14 86,036 249,474 0
MURPHY OIL CORP COM 626717102 9 285 SH   DFND 16 0 285 0
MURPHY USA INC COM 626755102 687 9,624 SH   DFND 10 9,624 0 0
MURPHY USA INC COM 626755102 30,354 425,368 SH   DFND 14 75,411 349,957 0
MURPHY USA INC COM 626755102 963 13,500 SH   DFND 16 0 13,500 0
MURPHY USA INC COM 626755102 114 1,600 SH   DFND 18 0 1,600 0
MYERS INDS INC COM 628464109 570 43,897 SH   DFND 14 4,239 39,658 0
MYRIAD GENETICS INC COM 62855J104 193 9,380 SH   DFND 10 9,380 0 0
MYRIAD GENETICS INC COM 62855J104 2,351 114,253 SH   DFND 14 6,553 107,700 0
MYRIAD GENETICS INC COM 62855J104 461 22,400 SH   DFND 16 0 22,400 0
NBT BANCORP INC COM 628778102 2,702 82,196 SH   DFND 14 7,926 74,270 0
NCI BUILDING SYS INC COM NEW 628852204 3,109 213,059 SH   DFND 14 31,959 181,100 0
NCI BUILDING SYS INC COM NEW 628852204 353 24,200 SH   DFND 16 0 24,200 0
NCR CORP NEW COM 62886E108 352 10,920 SH   DFND 10 10,920 0 0
NCR CORP NEW COM 62886E108 55,955 1,738,262 SH   DFND 14 239,718 1,498,544 0
NCR CORP NEW COM 62886E108 457 14,200 SH   DFND 16 0 14,200 0
NIC INC COM 62914B100 7,032 299,255 SH   DFND 14 83,225 216,030 0
NIC INC COM 62914B100 635 27,000 SH   DFND 16 0 27,000 0
NN INC COM 629337106 871 47,705 SH   DFND 14 2,605 45,100 0
NRG ENERGY INC COM NEW 629377508 123 11,000 SH   DFND 10 11,000 0 0
NRG ENERGY INC COM NEW 629377508 5,054 450,843 SH   DFND 14 148,354 302,489 0
NRG ENERGY INC COM NEW 629377508 7 600 SH   DFND 16 0 600 0
NRG ENERGY INC COM NEW 629377508 37 3,305 SH   DFND 3 3,305 0 0
NRG YIELD INC CL C 62942X405 4,840 285,360 SH   DFND 14 4,260 281,100 0
NVE CORP COM NEW 629445206 416 7,063 SH   DFND 14 3,263 3,800 0
NVR INC COM 62944T105 24,970 15,227 SH   DFND 14 3,583 11,644 0
NVR INC COM 62944T105 138 84 SH   DFND 16 0 84 0
NACCO INDS INC CL A 629579103 1,259 18,524 SH   DFND 14 11,924 6,600 0
NACCO INDS INC CL A 629579103 116 1,700 SH   DFND 16 0 1,700 0
NANOMETRICS INC COM 630077105 1,062 47,521 SH   DFND 14 3,981 43,540 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 191 9,545 SH   DFND 10 9,545 0 0
NANOSTRING TECHNOLOGIES INC COM 63009R109 18 920 SH   DFND 14 920 0 0
NASDAQ INC COM 631103108 11,160 165,240 SH   DFND 14 55,877 109,363 0
NASDAQ INC COM 631103108 15 225 SH   DFND 16 0 225 0
NATIONAL BK HLDGS CORP CL A 633707104 748 32,000 SH   DFND 14 22,500 9,500 0
NATIONAL BEVERAGE CORP COM 635017106 731 16,599 SH   DFND 14 14,399 2,200 0
NATIONAL HEALTHCARE CORP COM 635906100 2,407 36,476 SH   DFND 14 16,776 19,700 0
NATIONAL FUEL GAS CO N J COM 636180101 25,344 468,720 SH   DFND 14 107,580 361,140 0
NATIONAL FUEL GAS CO N J COM 636180101 687 12,700 SH   DFND 16 0 12,700 0
NATIONAL GEN HLDGS CORP COM 636220303 3,110 139,820 SH   DFND 14 35,410 104,410 0
NATIONAL GEN HLDGS CORP COM 636220303 536 24,100 SH   DFND 16 0 24,100 0
NATIONAL HEALTH INVS INC COM 63633D104 447 5,694 SH   DFND 14 4,594 1,100 0
NATIONAL INSTRS CORP COM 636518102 1,784 62,808 SH   DFND 14 15,150 47,658 0
NATIONAL INSTRS CORP COM 636518102 122 4,300 SH   DFND 18 0 4,300 0
NATIONAL OILWELL VARCO INC COM 637071101 26,734 727,654 SH   DFND 14 202,168 525,486 0
NATIONAL OILWELL VARCO INC COM 637071101 29 795 SH   DFND 16 0 795 0
NATIONAL OILWELL VARCO INC COM 637071101 367 10,000 SH   DFND 18 0 10,000 0
NATIONAL PRESTO INDS INC COM 637215104 789 8,990 SH   DFND 14 918 8,072 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,698 112,046 SH   DFND 14 19,867 92,179 0
NATIONAL RETAIL PPTYS INC COM 637417106 73,005 1,435,701 SH   DFND 3 205,445 1,230,256 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 2,070 10,077 SH   DFND 14 297 9,780 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 27 130 SH   DFND 16 0 130 0
NAVIGATORS GROUP INC COM 638904102 297 3,069 SH   DFND 10 3,069 0 0
NAVIGATORS GROUP INC COM 638904102 8,902 91,844 SH   DFND 14 2,085 89,759 0
NATUS MEDICAL INC DEL COM 639050103 2,992 76,161 SH   DFND 14 17,719 58,442 0
NAUTILUS INC COM 63910B102 1,256 55,260 SH   DFND 14 5,460 49,800 0
NAVIGANT CONSULTING INC COM 63935N107 8,446 417,691 SH   DFND 14 8,054 409,637 0
NAVIENT CORP COM 63938C108 635 43,870 SH   DFND 10 43,870 0 0
NAVIENT CORP COM 63938C108 45,463 3,141,869 SH   DFND 14 290,223 2,851,646 0
NAVIENT CORP COM 63938C108 7 500 SH   DFND 16 0 500 0
NEENAH PAPER INC COM 640079109 3,712 46,982 SH   DFND 14 19,935 27,047 0
NEKTAR THERAPEUTICS COM 640268108 4,142 241,103 SH   DFND 14 21,563 219,540 0
NELNET INC CL A 64031N108 18,524 458,849 SH   DFND 14 83,159 375,690 0
NELNET INC CL A 64031N108 537 13,300 SH   DFND 16 0 13,300 0
NEOGEN CORP COM 640491106 3,833 68,525 SH   DFND 14 6,534 61,991 0
NEOGENOMICS INC COM NEW 64049M209 155 18,888 SH   DFND 10 18,888 0 0
NEOGENOMICS INC COM NEW 64049M209 128 15,550 SH   DFND 14 6,750 8,800 0
NETAPP INC COM 64110D104 14,001 390,878 SH   DFND 14 132,877 258,001 0
NETAPP INC COM 64110D104 21 600 SH   DFND 16 0 600 0
NETFLIX INC COM 64110L106 58,857 597,227 SH   DFND 14 205,087 392,140 0
NETFLIX INC COM 64110L106 88 895 SH   DFND 16 0 895 0
NETFLIX INC COM 64110L106 133 1,350 SH   DFND 18 0 1,350 0
NETEASE INC SPONSORED ADR 64110W102 705 2,930 SH   DFND 10 2,930 0 0
NETEASE INC SPONSORED ADR 64110W102 49,757 206,648 SH   DFND 14 3,300 203,348 0
NETEASE INC SPONSORED ADR 64110W102 3,852 16,000 SH   DFND 16 0 16,000 0
NETEASE INC SPONSORED ADR 64110W102 1,534 6,370 SH   DFND 18 0 6,370 0
NETGEAR INC COM 64111Q104 33,478 553,447 SH   DFND 14 169,194 384,253 0
NETGEAR INC COM 64111Q104 1,119 18,500 SH   DFND 16 0 18,500 0
NETSCOUT SYS INC COM 64115T104 1,688 57,696 SH   DFND 14 16,146 41,550 0
NETSCOUT SYS INC COM 64115T104 229 7,830 SH   DFND 18 0 7,830 0
NETSUITE INC COM 64118Q107 350 3,163 SH   DFND 14 3,143 20 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 357 7,043 SH   DFND 10 7,043 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,731 73,670 SH   DFND 14 73,670 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,652 151,100 SH   DFND 18 0 151,100 0
NEUSTAR INC CL A 64126X201 4,595 172,818 SH   DFND 14 9,277 163,541 0
NEVRO CORP COM 64157F103 313 3,001 SH   DFND 10 3,001 0 0
NEVRO CORP COM 64157F103 259 2,480 SH   DFND 14 2,480 0 0
NEW JERSEY RES COM 646025106 6,287 191,314 SH   DFND 14 15,790 175,524 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,499 161,255 SH   DFND 14 59,655 101,600 0
NEW MEDIA INVT GROUP INC COM 64704V106 434 28,000 SH   DFND 16 0 28,000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 22,418 483,566 SH   DFND 14 5,800 477,766 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 797 17,200 SH   DFND 16 0 17,200 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 686 14,800 SH   DFND 18 0 14,800 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 9,330 675,567 SH   DFND 14 33,650 641,917 0
NEW YORK CMNTY BANCORP INC COM 649445103 12,728 894,436 SH   DFND 14 110,441 783,995 0
NEW YORK MTG TR INC COM PAR $.02 649604501 863 143,380 SH   DFND 14 11,780 131,600 0
NEW YORK REIT INC COM 64976L109 181 19,790 SH   DFND 14 19,790 0 0
NEW YORK REIT INC COM 64976L109 48,784 5,331,632 SH   DFND 3 739,615 4,592,017 0
NEW YORK TIMES CO CL A 650111107 1,796 150,321 SH   DFND 14 61,811 88,510 0
NEWELL BRANDS INC COM 651229106 34,918 663,091 SH   DFND 14 230,714 432,377 0
NEWELL BRANDS INC COM 651229106 52 986 SH   DFND 16 0 986 0
NEWFIELD EXPL CO COM 651290108 27,286 627,847 SH   DFND 14 105,548 522,299 0
NEWFIELD EXPL CO COM 651290108 18 410 SH   DFND 16 0 410 0
NEWMARKET CORP COM 651587107 2,495 5,812 SH   DFND 14 1,521 4,291 0
NEWMONT MINING CORP COM 651639106 138,025 3,512,993 SH   DFND 14 605,689 2,907,304 0
NEWMONT MINING CORP COM 651639106 1,298 33,025 SH   DFND 16 0 33,025 0
NEWMONT MINING CORP COM 651639106 393 10,000 SH   DFND 18 0 10,000 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,081 146,919 SH   DFND 14 13,059 133,860 0
NEWS CORP NEW CL A 65249B109 15,366 1,099,134 SH   DFND 14 407,746 691,388 0
NEWS CORP NEW CL A 65249B109 11 777 SH   DFND 16 0 777 0
NEWS CORP NEW CL B 65249B208 1,946 136,862 SH   DFND 14 41,600 95,262 0
NEWS CORP NEW CL B 65249B208 3 200 SH   DFND 16 0 200 0
NEXTERA ENERGY INC COM 65339F101 83,211 680,274 SH   DFND 14 224,709 455,565 0
NEXTERA ENERGY INC COM 65339F101 122 1,000 SH   DFND 16 0 1,000 0
NEXTERA ENERGY INC COM 65339F101 1,064 8,700 SH   DFND 18 0 8,700 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 1,694 86,180 SH   DFND 14 35,750 50,430 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 281 14,300 SH   DFND 16 0 14,300 0
NIKE INC CL B 654106103 99,021 1,880,747 SH   DFND 14 644,570 1,236,177 0
NIKE INC CL B 654106103 158 3,000 SH   DFND 16 0 3,000 0
NIKE INC CL B 654106103 216 4,100 SH   DFND 18 0 4,100 0
NISOURCE INC COM 65473P105 10,802 448,033 SH   DFND 14 148,397 299,636 0
NISOURCE INC COM 65473P105 16 650 SH   DFND 16 0 650 0
NISOURCE INC COM 65473P105 321 13,300 SH   DFND 18 0 13,300 0
NOBLE ENERGY INC COM 655044105 27,683 774,556 SH   DFND 14 212,402 562,154 0
NOBLE ENERGY INC COM 655044105 32 900 SH   DFND 16 0 900 0
NOBLE ENERGY INC COM 655044105 708 19,800 SH   DFND 18 0 19,800 0
NORDSON CORP COM 655663102 15,310 153,671 SH   DFND 14 38,362 115,309 0
NORDSON CORP COM 655663102 58 580 SH   DFND 16 0 580 0
NORDSON CORP COM 655663102 207 2,080 SH   DFND 18 0 2,080 0
NORDSTROM INC COM 655664100 12,276 236,632 SH   DFND 14 58,588 178,044 0
NORDSTROM INC COM 655664100 15 280 SH   DFND 16 0 280 0
NORFOLK SOUTHERN CORP COM 655844108 55,700 573,868 SH   DFND 14 160,458 413,410 0
NORFOLK SOUTHERN CORP COM 655844108 68 700 SH   DFND 16 0 700 0
NORFOLK SOUTHERN CORP COM 655844108 456 4,700 SH   DFND 18 0 4,700 0
NORTHERN OIL & GAS INC NEV COM 665531109 203 75,829 SH   DFND 14 8,449 67,380 0
NORTHERN TR CORP COM 665859104 20,431 300,501 SH   DFND 14 104,936 195,565 0
NORTHERN TR CORP COM 665859104 31 460 SH   DFND 16 0 460 0
NORTHFIELD BANCORP INC DEL COM 66611T108 124 7,696 SH   DFND 10 7,696 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,257 78,049 SH   DFND 14 6,349 71,700 0
NORTHROP GRUMMAN CORP COM 666807102 1,457 6,810 SH   DFND 10 6,810 0 0
NORTHROP GRUMMAN CORP COM 666807102 139,121 650,249 SH   DFND 14 168,240 482,009 0
NORTHROP GRUMMAN CORP COM 666807102 1,219 5,696 SH   DFND 16 0 5,696 0
NORTHSTAR RLTY FIN CORP COM 66704R803 690 52,379 SH   DFND 14 10,879 41,500 0
NORTHSTAR RLTY FIN CORP COM 66704R803 1,463 111,061 SH   DFND 3 0 111,061 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 164 12,659 SH   DFND 14 12,659 0 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 244 22,301 SH   DFND 14 7,101 15,200 0
NORTHWEST BANCSHARES INC MD COM 667340103 2,852 181,558 SH   DFND 14 17,378 164,180 0
NORTHWEST NAT GAS CO COM 667655104 3,110 51,739 SH   DFND 14 4,950 46,789 0
NORTHWESTERN CORP COM NEW 668074305 432 7,506 SH   DFND 10 7,506 0 0
NORTHWESTERN CORP COM NEW 668074305 1,958 34,031 SH   DFND 14 10,431 23,600 0
NOVAVAX INC COM 670002104 62 29,623 SH   DFND 14 29,623 0 0
NOW INC COM 67011P100 1,452 67,767 SH   DFND 14 19,411 48,356 0
NU SKIN ENTERPRISES INC CL A 67018T105 580 8,952 SH   DFND 14 5,452 3,500 0
NUANCE COMMUNICATIONS INC COM 67020Y100 773 53,300 SH   DFND 10 53,300 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 7,202 496,680 SH   DFND 14 21,580 475,100 0
NUCOR CORP COM 670346105 55,547 1,123,296 SH   DFND 14 189,451 933,845 0
NUCOR CORP COM 670346105 446 9,025 SH   DFND 16 0 9,025 0
NUCOR CORP COM 670346105 495 10,000 SH   DFND 18 0 10,000 0
NVIDIA CORP COM 67066G104 55,230 806,044 SH   DFND 14 250,880 555,164 0
NVIDIA CORP COM 67066G104 77 1,126 SH   DFND 16 0 1,126 0
NUTRI SYS INC NEW COM 67069D108 7,911 266,457 SH   DFND 14 43,449 223,008 0
NUVASIVE INC COM 670704105 148 2,226 SH   DFND 10 2,226 0 0
NUVASIVE INC COM 670704105 2,144 32,157 SH   DFND 14 9,357 22,800 0
NXSTAGE MEDICAL INC COM 67072V103 219 8,770 SH   DFND 10 8,770 0 0
NXSTAGE MEDICAL INC COM 67072V103 2,031 81,270 SH   DFND 14 6,976 74,294 0
NXSTAGE MEDICAL INC COM 67072V103 5,919 236,856 SH   DFND 18 0 236,856 0
OGE ENERGY CORP COM 670837103 3,759 118,896 SH   DFND 14 28,270 90,626 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 38,018 135,727 SH   DFND 14 46,307 89,420 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 62 220 SH   DFND 16 0 220 0
OFG BANCORP COM 67103X102 2,847 281,584 SH   DFND 14 91,524 190,060 0
OSI SYSTEMS INC COM 671044105 2,140 32,729 SH   DFND 14 3,589 29,140 0
OSI SYSTEMS INC COM 671044105 154 2,350 SH   DFND 18 0 2,350 0
OASIS PETE INC NEW COM 674215108 7,512 654,883 SH   DFND 14 15,883 639,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 92,540 1,269,062 SH   DFND 14 391,711 877,351 0
OCCIDENTAL PETE CORP DEL COM 674599105 121 1,660 SH   DFND 16 0 1,660 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,531 21,000 SH   DFND 18 0 21,000 0
OCEANEERING INTL INC COM 675232102 3,651 132,717 SH   DFND 14 15,963 116,754 0
OCEANFIRST FINL CORP COM 675234108 934 48,486 SH   DFND 14 2,531 45,955 0
OCLARO INC COM NEW 67555N206 99 11,530 SH   DFND 14 11,530 0 0
OCWEN FINL CORP COM NEW 675746309 46 12,501 SH   DFND 14 12,501 0 0
OFFICE DEPOT INC COM 676220106 1,520 425,840 SH   DFND 14 180,685 245,155 0
OIL STS INTL INC COM 678026105 1,024 32,424 SH   DFND 14 9,248 23,176 0
OLD DOMINION FGHT LINES INC COM 679580100 223 3,252 SH   DFND 10 3,252 0 0
OLD DOMINION FGHT LINES INC COM 679580100 2,887 42,072 SH   DFND 14 10,517 31,555 0
OLD NATL BANCORP IND COM 680033107 15,771 1,121,726 SH   DFND 14 23,956 1,097,770 0
OLD REP INTL CORP COM 680223104 30,866 1,751,751 SH   DFND 14 344,612 1,407,139 0
OLD REP INTL CORP COM 680223104 100 5,700 SH   DFND 16 0 5,700 0
OLD SECOND BANCORP INC ILL COM 680277100 33 3,940 SH   DFND 14 1,940 2,000 0
OLD SECOND BANCORP INC ILL COM 680277100 70 8,400 SH   DFND 16 0 8,400 0
OLIN CORP COM PAR $1 680665205 2,151 104,832 SH   DFND 14 30,129 74,703 0
OLYMPIC STEEL INC COM 68162K106 367 16,608 SH   DFND 10 16,608 0 0
OLYMPIC STEEL INC COM 68162K106 804 36,360 SH   DFND 14 1,780 34,580 0
OMNICOM GROUP INC COM 681919106 30,378 357,383 SH   DFND 14 114,710 242,673 0
OMNICOM GROUP INC COM 681919106 44 520 SH   DFND 16 0 520 0
OMEGA HEALTHCARE INVS INC COM 681936100 11,810 333,136 SH   DFND 14 32,821 300,315 0
OMEGA HEALTHCARE INVS INC COM 681936100 14 400 SH   DFND 16 0 400 0
OMEGA HEALTHCARE INVS INC COM 681936100 1,111 31,326 SH   DFND 3 0 31,326 0
OMNICELL INC COM 68213N109 2,485 64,885 SH   DFND 14 6,621 58,264 0
ON ASSIGNMENT INC COM 682159108 9,240 254,627 SH   DFND 14 40,453 214,174 0
ON ASSIGNMENT INC COM 682159108 504 13,900 SH   DFND 16 0 13,900 0
ON SEMICONDUCTOR CORP COM 682189105 772 62,674 SH   DFND 14 28,274 34,400 0
ONE GAS INC COM 68235P108 2,874 46,482 SH   DFND 14 9,970 36,512 0
1 800 FLOWERS COM CL A 68243Q106 2,853 311,075 SH   DFND 14 90,275 220,800 0
ONEOK INC NEW COM 682680103 15,427 300,195 SH   DFND 14 100,444 199,751 0
ONEOK INC NEW COM 682680103 22 420 SH   DFND 16 0 420 0
ONEOK INC NEW COM 682680103 719 14,000 SH   DFND 18 0 14,000 0
OPHTHOTECH CORP COM 683745103 147 3,188 SH   DFND 10 3,188 0 0
OPHTHOTECH CORP COM 683745103 140 3,030 SH   DFND 14 3,030 0 0
OPKO HEALTH INC COM 68375N103 245 23,111 SH   DFND 14 23,111 0 0
OPKO HEALTH INC COM 68375N103 252 23,800 SH   DFND 18 0 23,800 0
ORACLE CORP COM 68389X105 352,834 8,982,534 SH   DFND 14 2,238,205 6,744,329 0
ORACLE CORP COM 68389X105 2,418 61,549 SH   DFND 16 0 61,549 0
OPUS BK IRVINE CALIF COM 684000102 1,416 40,040 SH   DFND 14 2,340 37,700 0
OPUS BK IRVINE CALIF COM 684000102 141 4,000 SH   DFND 18 0 4,000 0
ORASURE TECHNOLOGIES INC COM 68554V108 331 41,492 SH   DFND 14 6,192 35,300 0
ORBCOMM INC COM 68555P100 473 46,100 SH   DFND 10 46,100 0 0
ORBCOMM INC COM 68555P100 64 6,246 SH   DFND 14 6,246 0 0
ORBITAL ATK INC COM 68557N103 11,601 152,186 SH   DFND 14 71,960 80,226 0
ORBITAL ATK INC COM 68557N103 57 750 SH   DFND 16 0 750 0
ORION ENERGY SYSTEMS INC COM 686275108 122 91,900 SH   DFND 10 91,900 0 0
ORION GROUP HOLDINGS INC COM 68628V308 332 48,458 SH   DFND 14 5,038 43,420 0
ORITANI FINL CORP DEL COM 68633D103 209 13,323 SH   DFND 10 13,323 0 0
ORITANI FINL CORP DEL COM 68633D103 4,664 296,682 SH   DFND 14 6,580 290,102 0
ORMAT TECHNOLOGIES INC COM 686688102 1,955 40,387 SH   DFND 14 11,787 28,600 0
ORMAT TECHNOLOGIES INC COM 686688102 615 12,700 SH   DFND 16 0 12,700 0
OSHKOSH CORP COM 688239201 21,708 387,643 SH   DFND 14 27,350 360,293 0
OUTFRONT MEDIA INC COM 69007J106 1,360 57,486 SH   DFND 14 3,386 54,100 0
OWENS & MINOR INC NEW COM 690732102 637 18,355 SH   DFND 10 18,355 0 0
OWENS & MINOR INC NEW COM 690732102 1,387 39,935 SH   DFND 14 11,609 28,326 0
OWENS & MINOR INC NEW COM 690732102 394 11,340 SH   DFND 18 0 11,340 0
OWENS CORNING NEW COM 690742101 11,132 208,505 SH   DFND 14 19,605 188,900 0
OWENS ILL INC COM NEW 690768403 45,181 2,456,825 SH   DFND 14 323,334 2,133,491 0
OWENS ILL INC COM NEW 690768403 599 32,575 SH   DFND 16 0 32,575 0
OXFORD INDS INC COM 691497309 4,476 66,121 SH   DFND 14 37,919 28,202 0
PBF ENERGY INC CL A 69318G106 36,021 1,591,014 SH   DFND 14 92,814 1,498,200 0
PBF ENERGY INC CL A 69318G106 521 23,000 SH   DFND 16 0 23,000 0
PC CONNECTION INC COM 69318J100 2,692 101,894 SH   DFND 14 33,394 68,500 0
PC CONNECTION INC COM 69318J100 90 3,400 SH   DFND 16 0 3,400 0
PC-TEL INC COM 69325Q105 270 51,000 SH   DFND 10 51,000 0 0
PC-TEL INC COM 69325Q105 7 1,400 SH   DFND 14 1,400 0 0
PDC ENERGY INC COM 69327R101 6,686 99,706 SH   DFND 14 9,532 90,174 0
PDF SOLUTIONS INC COM 693282105 219 12,027 SH   DFND 10 12,027 0 0
PDF SOLUTIONS INC COM 693282105 159 8,759 SH   DFND 14 3,059 5,700 0
PDL BIOPHARMA INC COM 69329Y104 3,028 903,954 SH   DFND 14 214,754 689,200 0
PDL BIOPHARMA INC COM 69329Y104 300 89,500 SH   DFND 16 0 89,500 0
PG&E CORP COM 69331C108 1,087 17,770 SH   DFND 10 17,770 0 0
PG&E CORP COM 69331C108 43,432 710,025 SH   DFND 14 240,308 469,717 0
PG&E CORP COM 69331C108 64 1,040 SH   DFND 16 0 1,040 0
PG&E CORP COM 69331C108 1,101 18,000 SH   DFND 18 0 18,000 0
PHI INC COM NON VTG 69336T205 1,238 68,125 SH   DFND 14 1,410 66,715 0
PHI INC COM NON VTG 69336T205 62 3,400 SH   DFND 16 0 3,400 0
PGT INC COM 69336V101 911 85,400 SH   DFND 14 7,600 77,800 0
PNC FINL SVCS GROUP INC COM 693475105 374 4,150 SH   DFND 10 4,150 0 0
PNC FINL SVCS GROUP INC COM 693475105 211,060 2,342,765 SH   DFND 14 494,656 1,848,109 0
PNC FINL SVCS GROUP INC COM 693475105 1,673 18,565 SH   DFND 16 0 18,565 0
PNM RES INC COM 69349H107 2,286 69,875 SH   DFND 14 33,808 36,067 0
PPG INDS INC COM 693506107 51,935 502,465 SH   DFND 14 254,194 248,271 0
PPG INDS INC COM 693506107 59 570 SH   DFND 16 0 570 0
PPG INDS INC COM 693506107 930 9,000 SH   DFND 18 0 9,000 0
PPL CORP COM 69351T106 518 14,970 SH   DFND 10 14,970 0 0
PPL CORP COM 69351T106 173,517 5,019,292 SH   DFND 14 888,995 4,130,297 0
PPL CORP COM 69351T106 1,267 36,650 SH   DFND 16 0 36,650 0
PRA HEALTH SCIENCES INC COM 69354M108 6,442 114,000 SH   DFND 14 7,800 106,200 0
PRA HEALTH SCIENCES INC COM 69354M108 672 11,900 SH   DFND 16 0 11,900 0
PRA GROUP INC COM 69354N106 2,997 86,769 SH   DFND 14 8,477 78,292 0
PS BUSINESS PKS INC CALIF COM 69360J107 718 6,323 SH   DFND 10 6,323 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,103 36,129 SH   DFND 14 4,087 32,042 0
PVH CORP COM 693656100 632 5,720 SH   DFND 10 5,720 0 0
PVH CORP COM 693656100 62,832 568,614 SH   DFND 14 87,717 480,897 0
PVH CORP COM 693656100 19 170 SH   DFND 16 0 170 0
PTC INC COM 69370C100 3,025 68,273 SH   DFND 14 16,112 52,161 0
PTC INC COM 69370C100 275 6,210 SH   DFND 18 0 6,210 0
PACCAR INC COM 693718108 56,725 965,044 SH   DFND 14 205,140 759,904 0
PACCAR INC COM 693718108 42 720 SH   DFND 16 0 720 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 69 7,722 SH   DFND 14 7,722 0 0
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 238 26,520 SH   DFND 18 0 26,520 0
PACIFIC CONTINENTAL CORP COM 69412V108 717 42,652 SH   DFND 14 2,802 39,850 0
PACKAGING CORP AMER COM 695156109 37,577 462,425 SH   DFND 14 67,782 394,643 0
PACKAGING CORP AMER COM 695156109 179 2,200 SH   DFND 16 0 2,200 0
PACWEST BANCORP DEL COM 695263103 7,080 164,987 SH   DFND 14 23,079 141,908 0
PALO ALTO NETWORKS INC COM 697435105 351 2,200 SH   DFND 14 2,070 130 0
PANERA BREAD CO CL A 69840W108 11,058 56,789 SH   DFND 14 6,225 50,564 0
PANERA BREAD CO CL A 69840W108 78 400 SH   DFND 16 0 400 0
PAPA JOHNS INTL INC COM 698813102 983 12,462 SH   DFND 10 12,462 0 0
PAPA JOHNS INTL INC COM 698813102 10,073 127,752 SH   DFND 14 61,674 66,078 0
PAPA JOHNS INTL INC COM 698813102 718 9,100 SH   DFND 16 0 9,100 0
PARAMOUNT GROUP INC COM 69924R108 5,143 313,800 SH   DFND 14 39,400 274,400 0
PARAMOUNT GROUP INC COM 69924R108 618 37,700 SH   DFND 16 0 37,700 0
PAREXEL INTL CORP COM 699462107 2,384 34,329 SH   DFND 14 10,334 23,995 0
PARK ELECTROCHEMICAL CORP COM 700416209 154 8,862 SH   DFND 10 8,862 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 587 33,777 SH   DFND 14 3,465 30,312 0
PARKER DRILLING CO COM 701081101 24 11,137 SH   DFND 14 11,137 0 0
PARKER HANNIFIN CORP COM 701094104 308 2,450 SH   DFND 10 2,450 0 0
PARKER HANNIFIN CORP COM 701094104 26,994 215,044 SH   DFND 14 65,023 150,021 0
PARKER HANNIFIN CORP COM 701094104 515 4,102 SH   DFND 16 0 4,102 0
PARKWAY PPTYS INC COM 70159Q104 753 44,261 SH   DFND 10 44,261 0 0
PARKWAY PPTYS INC COM 70159Q104 6,069 356,811 SH   DFND 14 148,745 208,066 0
PARSLEY ENERGY INC CL A 701877102 322 9,600 SH   DFND 14 9,600 0 0
PARTY CITY HOLDCO INC COM 702149105 705 41,180 SH   DFND 14 3,080 38,100 0
PARTY CITY HOLDCO INC COM 702149105 66 3,850 SH   DFND 18 0 3,850 0
PATRICK INDS INC COM 703343103 556 8,973 SH   DFND 10 8,973 0 0
PATRICK INDS INC COM 703343103 8,828 142,570 SH   DFND 14 43,670 98,900 0
PATTERSON COMPANIES INC COM 703395103 5,303 115,441 SH   DFND 14 40,003 75,438 0
PATTERSON COMPANIES INC COM 703395103 8 175 SH   DFND 16 0 175 0
PATTERSON COMPANIES INC COM 703395103 317 6,900 SH   DFND 18 0 6,900 0
PATTERSON UTI ENERGY INC COM 703481101 1,959 87,559 SH   DFND 14 20,835 66,724 0
PAYCHEX INC COM 704326107 447 7,725 SH   DFND 10 7,725 0 0
PAYCHEX INC COM 704326107 25,891 447,398 SH   DFND 14 154,108 293,290 0
PAYCHEX INC COM 704326107 39 675 SH   DFND 16 0 675 0
PAYCOM SOFTWARE INC COM 70432V102 2,919 58,220 SH   DFND 14 5,920 52,300 0
PAYLOCITY HLDG CORP COM 70438V106 206 4,630 SH   DFND 14 4,630 0 0
PAYPAL HLDGS INC COM 70450Y103 447 10,900 SH   DFND 10 10,900 0 0
PAYPAL HLDGS INC COM 70450Y103 63,410 1,547,715 SH   DFND 14 537,033 1,010,682 0
PAYPAL HLDGS INC COM 70450Y103 95 2,325 SH   DFND 16 0 2,325 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,546 69,009 SH   DFND 14 2,030 66,979 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 155 6,900 SH   DFND 16 0 6,900 0
PEBBLEBROOK HOTEL TR COM 70509V100 307 11,538 SH   DFND 14 11,538 0 0
PEGASYSTEMS INC COM 705573103 791 26,830 SH   DFND 14 21,530 5,300 0
PENDRELL CORP COM 70686R104 360 530,100 SH   DFND 10 530,100 0 0
PENNEY J C INC COM 708160106 1,679 182,102 SH   DFND 14 43,103 138,999 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,859 124,146 SH   DFND 14 12,716 111,430 0
PENNYMAC MTG INVT TR COM 70931T103 11,330 727,223 SH   DFND 14 159,180 568,043 0
PENNYMAC MTG INVT TR COM 70931T103 963 61,800 SH   DFND 16 0 61,800 0
PENNYMAC FINL SVCS INC CL A 70932B101 1,092 64,185 SH   DFND 14 910 63,275 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 23,317 483,960 SH   DFND 14 33,696 450,264 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 125 2,600 SH   DFND 16 0 2,600 0
PENUMBRA INC COM 70975L107 215 2,824 SH   DFND 10 2,824 0 0
PENUMBRA INC COM 70975L107 131 1,730 SH   DFND 14 1,730 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 8,037 508,022 SH   DFND 14 140,101 367,921 0
PEOPLES UNITED FINANCIAL INC COM 712704105 8 500 SH   DFND 16 0 500 0
PEPSICO INC COM 713448108 471 4,330 SH   DFND 10 4,330 0 0
PEPSICO INC COM 713448108 463,292 4,259,375 SH   DFND 14 1,023,325 3,236,050 0
PEPSICO INC COM 713448108 2,902 26,679 SH   DFND 16 0 26,679 0
PEPSICO INC COM 713448108 511 4,700 SH   DFND 18 0 4,700 0
PERFICIENT INC COM 71375U101 1,334 66,188 SH   DFND 14 6,130 60,058 0
PERKINELMER INC COM 714046109 8,595 153,173 SH   DFND 14 54,329 98,844 0
PERKINELMER INC COM 714046109 11 200 SH   DFND 16 0 200 0
PETMED EXPRESS INC COM 716382106 736 36,314 SH   DFND 14 3,351 32,963 0
PFENEX INC COM 717071104 10 1,150 SH   DFND 14 1,150 0 0
PFENEX INC COM 717071104 181 20,220 SH   DFND 18 0 20,220 0
PFIZER INC COM 717081103 3,213 94,870 SH   DFND 10 94,870 0 0
PFIZER INC COM 717081103 503,501 14,865,693 SH   DFND 14 4,032,569 10,833,124 0
PFIZER INC COM 717081103 2,552 75,333 SH   DFND 16 0 75,333 0
PFIZER INC COM 717081103 17,592 519,400 SH   DFND 18 0 519,400 0
PHARMERICA CORP COM 71714F104 445 15,867 SH   DFND 10 15,867 0 0
PHARMERICA CORP COM 71714F104 4,163 148,309 SH   DFND 14 65,236 83,073 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 2,347 86,360 SH   DFND 14 2,860 83,500 0
PHILIP MORRIS INTL INC COM 718172109 201,127 2,068,780 SH   DFND 14 750,161 1,318,619 0
PHILIP MORRIS INTL INC COM 718172109 321 3,305 SH   DFND 16 0 3,305 0
PHILIP MORRIS INTL INC COM 718172109 525 5,400 SH   DFND 18 0 5,400 0
PHILLIPS 66 COM 718546104 693 8,600 SH   DFND 10 8,600 0 0
PHILLIPS 66 COM 718546104 182,503 2,265,707 SH   DFND 14 332,418 1,933,289 0
PHILLIPS 66 COM 718546104 1,466 18,196 SH   DFND 16 0 18,196 0
PHILLIPS 66 COM 718546104 991 12,300 SH   DFND 18 0 12,300 0
PHOTRONICS INC COM 719405102 508 49,226 SH   DFND 10 49,226 0 0
PHOTRONICS INC COM 719405102 4,433 429,961 SH   DFND 14 6,761 423,200 0
PHYSICIANS RLTY TR COM 71943U104 262 12,159 SH   DFND 10 12,159 0 0
PHYSICIANS RLTY TR COM 71943U104 311 14,460 SH   DFND 14 14,460 0 0
PHYSICIANS RLTY TR COM 71943U104 56,668 2,630,825 SH   DFND 3 339,596 2,291,229 0
PIEDMONT NAT GAS INC COM 720186105 9,275 154,476 SH   DFND 14 10,742 143,734 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 433 19,896 SH   DFND 10 19,896 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 18,404 845,384 SH   DFND 14 89,984 755,400 0
PILGRIMS PRIDE CORP NEW COM 72147K108 370 17,530 SH   DFND 10 17,530 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 11,524 545,645 SH   DFND 14 39,245 506,400 0
PINNACLE FINL PARTNERS INC COM 72346Q104 4,184 77,368 SH   DFND 14 7,737 69,631 0
PINNACLE WEST CAP CORP COM 723484101 12,066 158,787 SH   DFND 14 52,813 105,974 0
PINNACLE WEST CAP CORP COM 723484101 17 225 SH   DFND 16 0 225 0
PINNACLE FOODS INC DEL COM 72348P104 210 4,190 SH   DFND 14 4,190 0 0
PINNACLE FOODS INC DEL COM 72348P104 177 3,530 SH   DFND 18 0 3,530 0
PINNACLE ENTMT INC NEW COM 72348Y105 488 39,567 SH   DFND 14 39,567 0 0
PIONEER ENERGY SVCS CORP COM 723664108 161 39,777 SH   DFND 10 39,777 0 0
PIONEER ENERGY SVCS CORP COM 723664108 448 110,774 SH   DFND 14 9,743 101,031 0
PIONEER NAT RES CO COM 723787107 43,405 233,799 SH   DFND 14 82,112 151,687 0
PIONEER NAT RES CO COM 723787107 68 365 SH   DFND 16 0 365 0
PIONEER NAT RES CO COM 723787107 1,132 6,100 SH   DFND 18 0 6,100 0
PIPER JAFFRAY COS COM 724078100 465 9,622 SH   DFND 10 9,622 0 0
PIPER JAFFRAY COS COM 724078100 14,251 295,057 SH   DFND 14 3,601 291,456 0
PITNEY BOWES INC COM 724479100 854 47,030 SH   DFND 10 47,030 0 0
PITNEY BOWES INC COM 724479100 11,122 612,436 SH   DFND 14 127,914 484,522 0
PITNEY BOWES INC COM 724479100 6 350 SH   DFND 16 0 350 0
PLANTRONICS INC NEW COM 727493108 21,750 418,587 SH   DFND 14 114,372 304,215 0
PLANTRONICS INC NEW COM 727493108 1,102 21,200 SH   DFND 16 0 21,200 0
PLEXUS CORP COM 729132100 34 719 SH   DFND 10 719 0 0
PLEXUS CORP COM 729132100 2,901 62,015 SH   DFND 14 6,089 55,926 0
PLUG POWER INC COM NEW 72919P202 26 15,420 SH   DFND 14 15,420 0 0
POLARIS INDS INC COM 731068102 3,740 48,299 SH   DFND 14 8,598 39,701 0
POLYONE CORP COM 73179P106 19,467 575,773 SH   DFND 14 179,976 395,797 0
POLYONE CORP COM 73179P106 450 13,300 SH   DFND 16 0 13,300 0
POOL CORPORATION COM 73278L105 20,367 215,478 SH   DFND 14 46,412 169,066 0
POOL CORPORATION COM 73278L105 139 1,470 SH   DFND 16 0 1,470 0
POPEYES LA KITCHEN INC COM 732872106 2,056 38,685 SH   DFND 14 4,305 34,380 0
POPULAR INC COM NEW 733174700 298 7,795 SH   DFND 14 7,295 500 0
PORTLAND GEN ELEC CO COM NEW 736508847 520 12,209 SH   DFND 14 9,909 2,300 0
PORTOLA PHARMACEUTICALS INC COM 737010108 112 4,910 SH   DFND 14 4,910 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 5,509 242,600 SH   DFND 18 0 242,600 0
POST HLDGS INC COM 737446104 16,804 217,748 SH   DFND 14 37,370 180,378 0
POST HLDGS INC COM 737446104 62 800 SH   DFND 16 0 800 0
POST PPTYS INC COM 737464107 2,143 32,404 SH   DFND 14 8,095 24,309 0
POTLATCH CORP NEW COM 737630103 1,090 28,022 SH   DFND 14 7,513 20,509 0
POWELL INDS INC COM 739128106 612 15,287 SH   DFND 14 1,525 13,762 0
POWER INTEGRATIONS INC COM 739276103 8,000 126,919 SH   DFND 14 31,899 95,020 0
POWER INTEGRATIONS INC COM 739276103 731 11,600 SH   DFND 16 0 11,600 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 3,893 187,800 SH   DFND 14 0 187,800 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 5,777 278,700 SH   DFND 16 0 278,700 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 927 39,955 SH   DFND 18 0 39,955 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 25,234 1,667,793 SH   DFND 14 0 1,667,793 0
PRAXAIR INC COM 74005P104 49,041 405,865 SH   DFND 14 137,221 268,644 0
PRAXAIR INC COM 74005P104 74 610 SH   DFND 16 0 610 0
PRAXAIR INC COM 74005P104 665 5,500 SH   DFND 18 0 5,500 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 3,404 95,205 SH   DFND 14 4,000 91,205 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 139 3,900 SH   DFND 16 0 3,900 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 23,347 483,685 SH   DFND 14 165,795 317,890 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 830 17,200 SH   DFND 16 0 17,200 0
PRESS GANEY HLDGS INC COM 74113L102 64 1,590 SH   DFND 14 1,590 0 0
PRESS GANEY HLDGS INC COM 74113L102 545 13,500 SH   DFND 16 0 13,500 0
PRICE T ROWE GROUP INC COM 74144T108 24,033 361,398 SH   DFND 14 119,708 241,690 0
PRICE T ROWE GROUP INC COM 74144T108 33 497 SH   DFND 16 0 497 0
PRICELINE GRP INC COM NEW 741503403 559 380 SH   DFND 10 380 0 0
PRICELINE GRP INC COM NEW 741503403 102,778 69,846 SH   DFND 14 24,105 45,741 0
PRICELINE GRP INC COM NEW 741503403 175 119 SH   DFND 16 0 119 0
PRICELINE GRP INC COM NEW 741503403 265 180 SH   DFND 18 0 180 0
PRICESMART INC COM 741511109 284 3,394 SH   DFND 14 2,394 1,000 0
PRIMERICA INC COM 74164M108 1,646 31,043 SH   DFND 14 9,943 21,100 0
PRINCIPAL FINL GROUP INC COM 74251V102 48,591 943,336 SH   DFND 14 167,519 775,817 0
PRINCIPAL FINL GROUP INC COM 74251V102 30 575 SH   DFND 16 0 575 0
PROASSURANCE CORP COM 74267C106 5,324 101,440 SH   DFND 14 7,456 93,984 0
PROCTER AND GAMBLE CO COM 742718109 379 4,225 SH   DFND 10 4,225 0 0
PROCTER AND GAMBLE CO COM 742718109 508,187 5,662,249 SH   DFND 14 1,482,487 4,179,762 0
PROCTER AND GAMBLE CO COM 742718109 1,591 17,732 SH   DFND 16 0 17,732 0
PROCTER AND GAMBLE CO COM 742718109 727 8,100 SH   DFND 18 0 8,100 0
PRIVATEBANCORP INC COM 742962103 2,319 50,507 SH   DFND 14 14,499 36,008 0
PROGRESS SOFTWARE CORP COM 743312100 6,690 245,953 SH   DFND 14 22,417 223,536 0
PROGRESSIVE CORP OHIO COM 743315103 38,718 1,229,140 SH   DFND 14 318,046 911,094 0
PROGRESSIVE CORP OHIO COM 743315103 37 1,175 SH   DFND 16 0 1,175 0
PROLOGIS INC COM 74340W103 72,640 1,356,745 SH   DFND 14 342,075 1,014,670 0
PROLOGIS INC COM 74340W103 593 11,068 SH   DFND 16 0 11,068 0
PROLOGIS INC COM 74340W103 44,221 825,936 SH   DFND 3 111,072 714,864 0
PROOFPOINT INC COM 743424103 259 3,455 SH   DFND 10 3,455 0 0
PROOFPOINT INC COM 743424103 246 3,290 SH   DFND 14 3,290 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 151 18,600 SH   DFND 14 18,600 0 0
PROSPERITY BANCSHARES INC COM 743606105 31,678 577,126 SH   DFND 14 67,991 509,135 0
PROSPERITY BANCSHARES INC COM 743606105 99 1,800 SH   DFND 16 0 1,800 0
PROTO LABS INC COM 743713109 2,561 42,750 SH   DFND 14 3,520 39,230 0
PROVIDENCE SVC CORP COM 743815102 1,931 39,707 SH   DFND 14 12,927 26,780 0
PROVIDENCE SVC CORP COM 743815102 350 7,200 SH   DFND 16 0 7,200 0
PROVIDENT FINL SVCS INC COM 74386T105 11,681 550,215 SH   DFND 14 23,695 526,520 0
PRUDENTIAL FINL INC COM 744320102 53,736 658,129 SH   DFND 14 252,743 405,386 0
PRUDENTIAL FINL INC COM 744320102 1,656 20,280 SH   DFND 16 0 20,280 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 127,676 3,049,348 SH   DFND 14 596,342 2,453,006 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 484 11,550 SH   DFND 16 0 11,550 0
PUBLIC STORAGE COM 74460D109 47,870 214,527 SH   DFND 14 73,676 140,851 0
PUBLIC STORAGE COM 74460D109 75 335 SH   DFND 16 0 335 0
PUBLIC STORAGE COM 74460D109 66,068 296,081 SH   DFND 3 32,289 263,792 0
PULTE GROUP INC COM 745867101 846 42,200 SH   DFND 10 42,200 0 0
PULTE GROUP INC COM 745867101 18,708 933,550 SH   DFND 14 201,032 732,518 0
PULTE GROUP INC COM 745867101 13 633 SH   DFND 16 0 633 0
PUMA BIOTECHNOLOGY INC COM 74587V107 201 3,000 SH   DFND 14 3,000 0 0
QCR HOLDINGS INC COM 74727A104 460 14,500 SH   DFND 14 1,500 13,000 0
QCR HOLDINGS INC COM 74727A104 143 4,500 SH   DFND 16 0 4,500 0
QUAD / GRAPHICS INC COM CL A 747301109 445 16,639 SH   DFND 10 16,639 0 0
QUAD / GRAPHICS INC COM CL A 747301109 5,281 197,646 SH   DFND 14 3,275 194,371 0
QUAKER CHEM CORP COM 747316107 2,862 27,022 SH   DFND 14 5,555 21,467 0
QEP RES INC COM 74733V100 15,985 818,481 SH   DFND 14 85,259 733,222 0
QORVO INC COM 74736K101 9,562 171,541 SH   DFND 14 54,973 116,568 0
QORVO INC COM 74736K101 17 300 SH   DFND 16 0 300 0
QORVO INC COM 74736K101 224 4,020 SH   DFND 18 0 4,020 0
QUALCOMM INC COM 747525103 324,803 4,741,644 SH   DFND 14 1,062,780 3,678,864 0
QUALCOMM INC COM 747525103 2,267 33,100 SH   DFND 16 0 33,100 0
QUALITY SYS INC COM 747582104 336 29,707 SH   DFND 10 29,707 0 0
QUALITY SYS INC COM 747582104 2,300 203,210 SH   DFND 14 7,860 195,350 0
QUALYS INC COM 74758T303 2,031 53,190 SH   DFND 14 4,730 48,460 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,042 60,396 SH   DFND 14 5,417 54,979 0
QUANTA SVCS INC COM 74762E102 288 10,286 SH   DFND 10 10,286 0 0
QUANTA SVCS INC COM 74762E102 8,536 304,959 SH   DFND 14 69,934 235,025 0
QUANTA SVCS INC COM 74762E102 7 250 SH   DFND 16 0 250 0
QUEST DIAGNOSTICS INC COM 74834L100 18,947 223,879 SH   DFND 14 67,798 156,081 0
QUEST DIAGNOSTICS INC COM 74834L100 23 275 SH   DFND 16 0 275 0
QUINSTREET INC COM 74874Q100 193 63,874 SH   DFND 14 6,934 56,940 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 996 12,290 SH   DFND 14 6,010 6,280 0
QUORUM HEALTH CORP COM 74909E106 322 51,423 SH   DFND 14 4,963 46,460 0
QUOTIENT TECHNOLOGY INC COM 749119103 119 8,978 SH   DFND 10 8,978 0 0
QUOTIENT TECHNOLOGY INC COM 749119103 64 4,840 SH   DFND 14 4,840 0 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,181 349,366 SH   DFND 14 7,547 341,819 0
RAIT FINANCIAL TRUST COM NEW 749227609 74 21,900 SH   DFND 16 0 21,900 0
RLI CORP COM 749607107 5,056 73,964 SH   DFND 14 7,264 66,700 0
RLJ LODGING TR COM 74965L101 11,747 558,590 SH   DFND 14 28,190 530,400 0
RMR GROUP INC CL A 74967R106 331 8,737 SH   DFND 14 1,337 7,400 0
RMR GROUP INC CL A 74967R106 175 4,600 SH   DFND 16 0 4,600 0
RMR GROUP INC CL A 74967R106 3 77 SH   DFND 3 77 0 0
RPM INTL INC COM 749685103 32,252 600,369 SH   DFND 14 102,947 497,422 0
RPM INTL INC COM 749685103 118 2,200 SH   DFND 16 0 2,200 0
RPX CORP COM 74972G103 209 19,554 SH   DFND 10 19,554 0 0
RPX CORP COM 74972G103 2,275 212,806 SH   DFND 14 4,377 208,429 0
RSP PERMIAN INC COM 74978Q105 386 9,960 SH   DFND 14 9,960 0 0
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RACKSPACE HOSTING INC COM 750086100 11,930 376,449 SH   DFND 14 19,504 356,945 0
RADIAN GROUP INC COM 750236101 417 30,785 SH   DFND 10 30,785 0 0
RADIAN GROUP INC COM 750236101 12,338 910,527 SH   DFND 14 22,761 887,766 0
RADIUS HEALTH INC COM NEW 750469207 257 4,745 SH   DFND 10 4,745 0 0
RADIUS HEALTH INC COM NEW 750469207 124 2,290 SH   DFND 14 2,290 0 0
RAMBUS INC DEL COM 750917106 2,428 194,231 SH   DFND 14 18,431 175,800 0
RAMBUS INC DEL COM 750917106 121 9,640 SH   DFND 18 0 9,640 0
RALPH LAUREN CORP CL A 751212101 9,206 91,023 SH   DFND 14 27,957 63,066 0
RALPH LAUREN CORP CL A 751212101 13 132 SH   DFND 16 0 132 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 857 45,716 SH   DFND 14 45,716 0 0
RANGE RES CORP COM 75281A109 1,826 47,120 SH   DFND 10 47,120 0 0
RANGE RES CORP COM 75281A109 9,531 245,971 SH   DFND 14 87,067 158,904 0
RANGE RES CORP COM 75281A109 12 300 SH   DFND 16 0 300 0
RAVEN INDS INC COM 754212108 1,489 64,674 SH   DFND 14 6,774 57,900 0
RAYMOND JAMES FINANCIAL INC COM 754730109 83,483 1,434,161 SH   DFND 14 189,571 1,244,590 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,153 19,800 SH   DFND 16 0 19,800 0
RAYONIER INC COM 754907103 17,700 666,916 SH   DFND 14 168,359 498,557 0
RAYONIER INC COM 754907103 472 17,800 SH   DFND 16 0 17,800 0
RAYONIER ADVANCED MATLS INC COM 75508B104 5,764 431,113 SH   DFND 14 155,096 276,017 0
RAYTHEON CO COM NEW 755111507 57,402 421,671 SH   DFND 14 143,092 278,579 0
RAYTHEON CO COM NEW 755111507 86 629 SH   DFND 16 0 629 0
RBC BEARINGS INC COM 75524B104 207 2,704 SH   DFND 14 2,704 0 0
RE MAX HLDGS INC CL A 75524W108 1,371 31,320 SH   DFND 14 2,900 28,420 0
REAL IND INC COM 75601W104 71 11,620 SH   DFND 14 1,520 10,100 0
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REALPAGE INC COM 75606N109 171 6,656 SH   DFND 10 6,656 0 0
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REALTY INCOME CORP COM 756109104 35 530 SH   DFND 16 0 530 0
RED HAT INC COM 756577102 28,106 347,716 SH   DFND 14 87,088 260,628 0
RED HAT INC COM 756577102 29 360 SH   DFND 16 0 360 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 415 9,238 SH   DFND 10 9,238 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,184 26,347 SH   DFND 14 2,554 23,793 0
REDWOOD TR INC COM 758075402 3,592 253,692 SH   DFND 14 7,992 245,700 0
REDWOOD TR INC COM 758075402 415 29,300 SH   DFND 16 0 29,300 0
REGAL BELOIT CORP COM 758750103 252 4,236 SH   DFND 10 4,236 0 0
REGAL BELOIT CORP COM 758750103 29,719 499,566 SH   DFND 14 75,329 424,237 0
REGAL BELOIT CORP COM 758750103 232 3,900 SH   DFND 16 0 3,900 0
REGENCY CTRS CORP COM 758849103 4,894 63,154 SH   DFND 14 15,550 47,604 0
REGENCY CTRS CORP COM 758849103 41,405 534,329 SH   DFND 3 76,501 457,828 0
REGENERON PHARMACEUTICALS COM 75886F107 48,094 119,632 SH   DFND 14 36,888 82,744 0
REGENERON PHARMACEUTICALS COM 75886F107 68 170 SH   DFND 16 0 170 0
REGIS CORP MINN COM 758932107 788 62,750 SH   DFND 14 6,823 55,927 0
REGIONS FINL CORP NEW COM 7591EP100 42,230 4,278,653 SH   DFND 14 821,702 3,456,951 0
REGIONS FINL CORP NEW COM 7591EP100 24 2,416 SH   DFND 16 0 2,416 0
REINSURANCE GROUP AMER INC COM NEW 759351604 42,231 391,243 SH   DFND 14 66,578 324,665 0
REINSURANCE GROUP AMER INC COM NEW 759351604 180 1,670 SH   DFND 16 0 1,670 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 54,546 757,265 SH   DFND 14 98,058 659,207 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 151 2,100 SH   DFND 16 0 2,100 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 314 37,040 SH   DFND 14 3,340 33,700 0
REPLIGEN CORP COM 759916109 441 14,623 SH   DFND 10 14,623 0 0
REPLIGEN CORP COM 759916109 1,814 60,070 SH   DFND 14 5,810 54,260 0
RENT A CTR INC NEW COM 76009N100 461 36,475 SH   DFND 10 36,475 0 0
RENT A CTR INC NEW COM 76009N100 2,378 188,095 SH   DFND 14 8,907 179,188 0
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REPUBLIC BANCORP KY CL A 760281204 81 2,600 SH   DFND 16 0 2,600 0
REPUBLIC SVCS INC COM 760759100 16,845 333,902 SH   DFND 14 113,791 220,111 0
REPUBLIC SVCS INC COM 760759100 25 501 SH   DFND 16 0 501 0
RESMED INC COM 761152107 5,469 84,415 SH   DFND 14 20,182 64,233 0
RESOURCE CAP CORP COM NEW 76120W708 1,083 84,527 SH   DFND 14 33,377 51,150 0
RESOURCE CAP CORP COM NEW 76120W708 65 5,100 SH   DFND 16 0 5,100 0
RESOURCES CONNECTION INC COM 76122Q105 1,889 126,428 SH   DFND 14 16,508 109,920 0
RESTORATION HARDWARE HLDGS I COM 761283100 803 23,210 SH   DFND 14 5,910 17,300 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 4,273 194,581 SH   DFND 14 19,781 174,800 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 9 425 SH   DFND 3 0 425 0
RETAIL PPTYS AMER INC CL A 76131V202 296 17,600 SH   DFND 14 17,600 0 0
RETAIL PPTYS AMER INC CL A 76131V202 63,312 3,768,552 SH   DFND 3 539,430 3,229,122 0
RETAILMENOT INC COM SER 1 76132B106 242 24,463 SH   DFND 10 24,463 0 0
RETAILMENOT INC COM SER 1 76132B106 3,590 362,970 SH   DFND 14 109,570 253,400 0
RETAILMENOT INC COM SER 1 76132B106 267 27,000 SH   DFND 16 0 27,000 0
REX AMERICAN RESOURCES CORP COM 761624105 390 4,599 SH   DFND 10 4,599 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,087 36,423 SH   DFND 14 9,833 26,590 0
REXNORD CORP NEW COM 76169B102 5,033 235,070 SH   DFND 14 58,070 177,000 0
REXNORD CORP NEW COM 76169B102 514 24,000 SH   DFND 16 0 24,000 0
REXFORD INDL RLTY INC COM 76169C100 158 6,900 SH   DFND 14 6,900 0 0
REXFORD INDL RLTY INC COM 76169C100 38,117 1,665,210 SH   DFND 3 243,361 1,421,849 0
REYNOLDS AMERICAN INC COM 761713106 146,617 3,109,585 SH   DFND 14 531,516 2,578,069 0
REYNOLDS AMERICAN INC COM 761713106 1,396 29,614 SH   DFND 16 0 29,614 0
REYNOLDS AMERICAN INC COM 761713106 212 4,500 SH   DFND 18 0 4,500 0
RICE ENERGY INC COM 762760106 343 13,145 SH   DFND 10 13,145 0 0
RICE ENERGY INC COM 762760106 27,304 1,045,721 SH   DFND 14 32,321 1,013,400 0
RICE ENERGY INC COM 762760106 822 31,500 SH   DFND 16 0 31,500 0
RITCHIE BROS AUCTIONEERS COM 767744105 206 5,878 SH   DFND 10 5,878 0 0
RITE AID CORP COM 767754104 537 69,794 SH   DFND 14 68,494 1,300 0
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ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 3,133 392,651 SH   DFND 14 4,751 387,900 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 338 42,400 SH   DFND 16 0 42,400 0
ROBERT HALF INTL INC COM 770323103 37,944 1,002,228 SH   DFND 14 131,657 870,571 0
ROBERT HALF INTL INC COM 770323103 331 8,750 SH   DFND 16 0 8,750 0
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ROCKWELL COLLINS INC COM 774341101 15,378 182,336 SH   DFND 14 62,321 120,015 0
ROCKWELL COLLINS INC COM 774341101 25 300 SH   DFND 16 0 300 0
ROFIN SINAR TECHNOLOGIES INC COM 775043102 1,633 50,731 SH   DFND 14 4,871 45,860 0
ROGERS CORP COM 775133101 1,981 32,439 SH   DFND 14 3,433 29,006 0
ROLLINS INC COM 775711104 1,698 57,994 SH   DFND 14 14,563 43,431 0
ROPER TECHNOLOGIES INC COM 776696106 26,361 144,467 SH   DFND 14 48,983 95,484 0
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ROSETTA STONE INC COM 777780107 536 63,200 SH   DFND 10 63,200 0 0
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ROSS STORES INC COM 778296103 106,565 1,657,306 SH   DFND 14 428,940 1,228,366 0
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ROYAL BANK OF CANADA NOTE4.650% 1/ 780082AD5 7,548 6,950,000 SH   DFND 3 0 0 0
ROYAL BK SCOTLAND GROUP PLC NOTE8.625%12/ 780097BB6 19,012 19,425,000 SH   DFND 3 0 0 0
ROYAL GOLD INC COM 780287108 3,021 39,013 SH   DFND 14 9,307 29,706 0
RUBY TUESDAY INC COM 781182100 261 104,234 SH   DFND 14 9,855 94,379 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,014 57,140 SH   DFND 14 4,798 52,342 0
RUSH ENTERPRISES INC CL A 781846209 2,546 104,013 SH   DFND 14 2,913 101,100 0
RUTHS HOSPITALITY GROUP INC COM 783332109 3,542 250,858 SH   DFND 14 27,595 223,263 0
RUTHS HOSPITALITY GROUP INC COM 783332109 110 7,800 SH   DFND 16 0 7,800 0
RYANAIR HLDGS PLC SPONSORED ADR N 783513203 274 3,650 SH   DFND 18 0 3,650 0
RYDER SYS INC COM 783549108 16,506 250,285 SH   DFND 14 44,421 205,864 0
RYDER SYS INC COM 783549108 10 150 SH   DFND 16 0 150 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 35,349 733,999 SH   DFND 14 202,959 531,040 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 978 20,300 SH   DFND 16 0 20,300 0
S & T BANCORP INC COM 783859101 4,237 146,138 SH   DFND 14 6,045 140,093 0
SBA COMMUNICATIONS CORP COM 78388J106 1,021 9,100 SH   DFND 14 8,930 170 0
S&P GLOBAL INC COM 78409V104 48,257 381,296 SH   DFND 14 126,780 254,516 0
S&P GLOBAL INC COM 78409V104 73 575 SH   DFND 16 0 575 0
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SEI INVESTMENTS CO COM 784117103 23 500 SH   DFND 16 0 500 0
SJW CORP COM 784305104 3,143 71,962 SH   DFND 14 16,378 55,584 0
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SL GREEN RLTY CORP COM 78440X101 24 220 SH   DFND 16 0 220 0
SL GREEN RLTY CORP COM 78440X101 18,355 169,793 SH   DFND 3 24,565 145,228 0
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SLM CORP COM 78442P106 46 6,100 SH   DFND 16 0 6,100 0
SM ENERGY CO COM 78454L100 43,535 1,128,446 SH   DFND 14 169,962 958,484 0
SM ENERGY CO COM 78454L100 440 11,400 SH   DFND 16 0 11,400 0
SM ENERGY CO COM 78454L100 170 4,400 SH   DFND 18 0 4,400 0
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SPDR S&P 500 ETF TR TR UNIT 78462F103 345,534 1,597,474 SH   DFND 14 252,280 1,345,194 0
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SPX CORP COM 784635104 11,530 572,511 SH   DFND 14 278,203 294,308 0
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SPDR SERIES TRUST BRC CNV SECS ET 78464A359 1,270 27,400 SH   DFND 18 0 27,400 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 6,812 185,500 SH   DFND 14 0 185,500 0
SPDR SERIES TRUST BRC HGH YLD BD 78464A417 1,700 46,300 SH   DFND 18 0 46,300 0
SPDR SERIES TRUST BRCLYS LG TRS E 78464A664 2,617 33,100 SH   DFND 18 0 33,100 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 439 5,200 SH   DFND 14 0 5,200 0
SSGA ACTIVE ETF TR BLKSTN GSOSRLN 78467V608 865 18,300 SH   DFND 18 0 18,300 0
SPX FLOW INC COM 78469X107 21,977 710,771 SH   DFND 14 155,453 555,318 0
SPX FLOW INC COM 78469X107 306 9,900 SH   DFND 16 0 9,900 0
SVB FINL GROUP COM 78486Q101 3,426 30,989 SH   DFND 14 7,409 23,580 0
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SAFETY INS GROUP INC COM 78648T100 1,720 25,584 SH   DFND 14 2,665 22,919 0
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SCANA CORP NEW COM 80589M102 26 360 SH   DFND 16 0 360 0
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SCANSOURCE INC COM 806037107 183 5,000 SH   DFND 16 0 5,000 0
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SCHLUMBERGER LTD COM 806857108 166,332 2,115,101 SH   DFND 14 684,844 1,430,257 0
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SCHWAB CHARLES CORP NEW COM 808513105 80 2,525 SH   DFND 16 0 2,525 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 9,764 253,209 SH   DFND 14 5,356 247,853 0
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SCIENCE APPLICATNS INTL CP N COM 808625107 139 2,000 SH   DFND 16 0 2,000 0
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SCICLONE PHARMACEUTICALS INC COM 80862K104 1,436 140,057 SH   DFND 14 29,357 110,700 0
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SCOTTS MIRACLE GRO CO CL A 810186106 2,277 27,348 SH   DFND 14 6,692 20,656 0
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SEALED AIR CORP NEW COM 81211K100 18 382 SH   DFND 16 0 382 0
SEATTLE GENETICS INC COM 812578102 318 5,891 SH   DFND 14 5,891 0 0
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SELECT COMFORT CORP COM 81616X103 43 1,968 SH   DFND 10 1,968 0 0
SELECT COMFORT CORP COM 81616X103 1,779 82,345 SH   DFND 14 8,595 73,750 0
SELECT INCOME REIT COM SH BEN INT 81618T100 15,296 568,608 SH   DFND 14 9,280 559,328 0
SELECT MED HLDGS CORP COM 81619Q105 230 17,072 SH   DFND 10 17,072 0 0
SELECT MED HLDGS CORP COM 81619Q105 13,719 1,016,243 SH   DFND 14 22,418 993,825 0
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SELECTIVE INS GROUP INC COM 816300107 518 13,000 SH   DFND 16 0 13,000 0
SEMGROUP CORP CL A 81663A105 204 5,783 SH   DFND 14 5,783 0 0
SEMGROUP CORP CL A 81663A105 336 9,500 SH   DFND 18 0 9,500 0
SEMTECH CORP COM 816850101 10,206 368,059 SH   DFND 14 47,354 320,705 0
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SEMPRA ENERGY COM 816851109 57 535 SH   DFND 16 0 535 0
SEMPRA ENERGY COM 816851109 804 7,500 SH   DFND 18 0 7,500 0
SENECA FOODS CORP NEW CL A 817070501 395 13,970 SH   DFND 14 1,280 12,690 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 46,838 2,062,429 SH   DFND 14 289,160 1,773,269 0
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SERVICE CORP INTL COM 817565104 24 900 SH   DFND 16 0 900 0
SERVICENOW INC COM 81762P102 340 4,300 SH   DFND 14 4,080 220 0
SERVISFIRST BANCSHARES INC COM 81768T108 2,047 39,430 SH   DFND 14 3,950 35,480 0
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SHERWIN WILLIAMS CO COM 824348106 32,549 117,651 SH   DFND 14 39,239 78,412 0
SHERWIN WILLIAMS CO COM 824348106 48 175 SH   DFND 16 0 175 0
SHOE CARNIVAL INC COM 824889109 900 33,749 SH   DFND 14 2,691 31,058 0
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SHORETEL INC COM 825211105 619 77,362 SH   DFND 14 8,215 69,147 0
SHUTTERFLY INC COM 82568P304 282 6,309 SH   DFND 10 6,309 0 0
SHUTTERFLY INC COM 82568P304 249 5,567 SH   DFND 14 3,867 1,700 0
SHUTTERFLY INC COM 82568P304 58 1,300 SH   DFND 16 0 1,300 0
SHUTTERSTOCK INC COM 825690100 256 4,021 SH   DFND 10 4,021 0 0
SHUTTERSTOCK INC COM 825690100 2,583 40,550 SH   DFND 14 3,760 36,790 0
SIERRA BANCORP COM 82620P102 751 40,044 SH   DFND 14 1,386 38,658 0
SIERRA BANCORP COM 82620P102 11 600 SH   DFND 16 0 600 0
SIGNATURE BK NEW YORK N Y COM 82669G104 300 2,530 SH   DFND 10 2,530 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 14,995 126,590 SH   DFND 14 36,064 90,526 0
SIGNATURE BK NEW YORK N Y COM 82669G104 11 90 SH   DFND 16 0 90 0
SILICON LABORATORIES INC COM 826919102 13,889 236,213 SH   DFND 14 61,654 174,559 0
SILICON LABORATORIES INC COM 826919102 659 11,200 SH   DFND 16 0 11,200 0
SILGAN HOLDINGS INC COM 827048109 5,575 110,190 SH   DFND 14 35,055 75,135 0
SILGAN HOLDINGS INC COM 827048109 40 800 SH   DFND 16 0 800 0
SILICON GRAPHICS INTL CORP COM 82706L108 272 35,274 SH   DFND 14 3,774 31,500 0
SILVER SPRING NETWORKS INC COM 82817Q103 447 31,520 SH   DFND 14 3,520 28,000 0
SILVER SPRING NETWORKS INC COM 82817Q103 277 19,500 SH   DFND 16 0 19,500 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,895 118,132 SH   DFND 14 19,104 99,028 0
SIMON PPTY GROUP INC NEW COM 828806109 834 4,030 SH   DFND 10 4,030 0 0
SIMON PPTY GROUP INC NEW COM 828806109 128,444 620,473 SH   DFND 14 166,267 454,206 0
SIMON PPTY GROUP INC NEW COM 828806109 325 1,570 SH   DFND 16 0 1,570 0
SIMON PPTY GROUP INC NEW COM 828806109 221,293 1,068,999 SH   DFND 3 112,983 956,016 0
SIMPSON MANUFACTURING CO INC COM 829073105 3,324 75,626 SH   DFND 14 7,388 68,238 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5,251 181,821 SH   DFND 14 89,321 92,500 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 586 20,300 SH   DFND 16 0 20,300 0
SIRIUS XM HLDGS INC COM 82968B103 585 140,344 SH   DFND 14 137,544 2,800 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 278 5,190 SH   DFND 14 5,190 0 0
SKECHERS U S A INC CL A 830566105 19,520 852,402 SH   DFND 14 165,631 686,771 0
SKECHERS U S A INC CL A 830566105 108 4,700 SH   DFND 16 0 4,700 0
SKECHERS U S A INC CL A 830566105 220 9,600 SH   DFND 18 0 9,600 0
SKYWEST INC COM 830879102 419 15,862 SH   DFND 10 15,862 0 0
SKYWEST INC COM 830879102 17,721 671,003 SH   DFND 14 38,686 632,317 0
SKYWEST INC COM 830879102 280 10,600 SH   DFND 16 0 10,600 0
SKYWORKS SOLUTIONS INC COM 83088M102 20,020 262,938 SH   DFND 14 89,261 173,677 0
SKYWORKS SOLUTIONS INC COM 83088M102 30 400 SH   DFND 16 0 400 0
SMITH & WESSON HLDG CORP COM 831756101 53,948 2,028,879 SH   DFND 14 335,479 1,693,400 0
SMITH & WESSON HLDG CORP COM 831756101 1,066 40,100 SH   DFND 16 0 40,100 0
SMITH A O COM 831865209 11,999 121,458 SH   DFND 14 10,872 110,586 0
SMART & FINAL STORES INC COM 83190B101 28 2,190 SH   DFND 14 2,190 0 0
SMART & FINAL STORES INC COM 83190B101 104 8,110 SH   DFND 18 0 8,110 0
SMUCKER J M CO COM NEW 832696405 356 2,625 SH   DFND 10 2,625 0 0
SMUCKER J M CO COM NEW 832696405 38,738 285,805 SH   DFND 14 65,831 219,974 0
SMUCKER J M CO COM NEW 832696405 402 2,965 SH   DFND 16 0 2,965 0
SNAP ON INC COM 833034101 12,566 82,695 SH   DFND 14 28,253 54,442 0
SNAP ON INC COM 833034101 21 140 SH   DFND 16 0 140 0
SNYDERS-LANCE INC COM 833551104 1,801 53,622 SH   DFND 14 15,022 38,600 0
SONIC CORP COM 835451105 3,244 123,901 SH   DFND 14 47,439 76,462 0
SONIC AUTOMOTIVE INC CL A 83545G102 849 45,176 SH   DFND 10 45,176 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 4,055 215,680 SH   DFND 14 5,117 210,563 0
SONOCO PRODS CO COM 835495102 4,143 78,421 SH   DFND 14 14,366 64,055 0
SOTHEBYS COM 835898107 1,211 31,842 SH   DFND 14 10,178 21,664 0
SONUS NETWORKS INC COM NEW 835916503 799 102,753 SH   DFND 14 49,753 53,000 0
SONUS NETWORKS INC COM NEW 835916503 169 21,700 SH   DFND 16 0 21,700 0
SOUTH JERSEY INDS INC COM 838518108 4,173 141,226 SH   DFND 14 13,782 127,444 0
SOUTH JERSEY INDS INC COM 838518108 160 5,420 SH   DFND 18 0 5,420 0
SOUTH ST CORP COM 840441109 1,261 16,810 SH   DFND 14 16,810 0 0
SOUTHERN CO COM 842587107 72,038 1,404,255 SH   DFND 14 472,148 932,107 0
SOUTHERN CO COM 842587107 113 2,205 SH   DFND 16 0 2,205 0
SOUTHERN COPPER CORP COM 84265V105 229 8,699 SH   DFND 14 8,699 0 0
SOUTHERN COPPER CORP COM 84265V105 186 7,070 SH   DFND 18 0 7,070 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,497 46,516 SH   DFND 14 7,089 39,427 0
SOUTHWEST AIRLS CO COM 844741108 551 14,160 SH   DFND 10 14,160 0 0
SOUTHWEST AIRLS CO COM 844741108 161,042 4,140,964 SH   DFND 14 771,008 3,369,956 0
SOUTHWEST AIRLS CO COM 844741108 1,368 35,165 SH   DFND 16 0 35,165 0
SOUTHWEST BANCORP INC OKLA COM 844767103 524 27,577 SH   DFND 14 25,577 2,000 0
SOUTHWEST BANCORP INC OKLA COM 844767103 80 4,200 SH   DFND 16 0 4,200 0
SOUTHWEST GAS CORP COM 844895102 38 549 SH   DFND 10 549 0 0
SOUTHWEST GAS CORP COM 844895102 7,365 105,420 SH   DFND 14 33,882 71,538 0
SOUTHWEST GAS CORP COM 844895102 685 9,800 SH   DFND 16 0 9,800 0
SOUTHWESTERN ENERGY CO COM 845467109 9,318 673,242 SH   DFND 14 227,218 446,024 0
SOUTHWESTERN ENERGY CO COM 845467109 12 850 SH   DFND 16 0 850 0
SPARTAN MTRS INC COM 846819100 261 27,200 SH   DFND 10 27,200 0 0
SPARTAN MTRS INC COM 846819100 17 1,780 SH   DFND 14 1,780 0 0
SPARTAN MTRS INC COM 846819100 310 32,400 SH   DFND 16 0 32,400 0
SPARTANNASH CO COM 847215100 16,009 553,567 SH   DFND 14 56,897 496,670 0
SPARTANNASH CO COM 847215100 260 9,000 SH   DFND 16 0 9,000 0
SPECTRA ENERGY CORP COM 847560109 44,400 1,038,592 SH   DFND 14 400,687 637,905 0
SPECTRA ENERGY CORP COM 847560109 61 1,425 SH   DFND 16 0 1,425 0
SPECTRA ENERGY CORP COM 847560109 1,094 25,600 SH   DFND 18 0 25,600 0
SPECTRA ENERGY PARTNERS LP COM 84756N109 554 12,670 SH   DFND 10 12,670 0 0
SPECTRANETICS CORP COM 84760C107 239 9,533 SH   DFND 10 9,533 0 0
SPECTRANETICS CORP COM 84760C107 122 4,873 SH   DFND 14 4,873 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 1,675 358,716 SH   DFND 14 10,716 348,000 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 99 21,200 SH   DFND 16 0 21,200 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,557 87,183 SH   DFND 14 1,693 85,490 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 77,135 1,731,824 SH   DFND 14 159,214 1,572,610 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,109 24,900 SH   DFND 16 0 24,900 0
SPIRIT AIRLS INC COM 848577102 1,624 38,181 SH   DFND 14 2,381 35,800 0
SPIRE INC COM 84857L101 5,303 83,197 SH   DFND 14 8,795 74,402 0
SPIRIT RLTY CAP INC NEW COM 84860W102 426 31,952 SH   DFND 14 31,952 0 0
SPLUNK INC COM 848637104 198 3,375 SH   DFND 10 3,375 0 0
SPLUNK INC COM 848637104 261 4,440 SH   DFND 14 4,020 420 0
SPOK HLDGS INC COM 84863T106 1,135 63,667 SH   DFND 14 2,537 61,130 0
SPRINT CORP COM SER 1 85207U105 331 49,875 SH   DFND 10 49,875 0 0
SPRINT CORP COM SER 1 85207U105 393 59,245 SH   DFND 14 58,114 1,131 0
SPROUTS FMRS MKT INC COM 85208M102 1,585 76,770 SH   DFND 14 13,870 62,900 0
SQUARE INC CL A 852234103 270 23,188 SH   DFND 10 23,188 0 0
SQUARE INC CL A 852234103 30 2,600 SH   DFND 14 2,600 0 0
STAGE STORES INC COM NEW 85254C305 555 98,960 SH   DFND 14 4,645 94,315 0
STAG INDL INC COM 85254J102 187 7,625 SH   DFND 14 7,625 0 0
STAG INDL INC COM 85254J102 484 19,758 SH   DFND 3 0 19,758 0
STAMPS COM INC COM NEW 852857200 2,732 28,908 SH   DFND 14 2,929 25,979 0
STANDARD MTR PRODS INC COM 853666105 5,085 106,467 SH   DFND 14 70,833 35,634 0
STANDEX INTL CORP COM 854231107 2,892 31,136 SH   DFND 14 2,478 28,658 0
STANLEY BLACK & DECKER INC COM 854502101 130,767 1,063,316 SH   DFND 14 153,559 909,757 0
STANLEY BLACK & DECKER INC COM 854502101 1,233 10,025 SH   DFND 16 0 10,025 0
STAPLES INC COM 855030102 39,064 4,568,921 SH   DFND 14 548,655 4,020,266 0
STAPLES INC COM 855030102 10 1,160 SH   DFND 16 0 1,160 0
STARBUCKS CORP COM 855244109 110,620 2,043,217 SH   DFND 14 703,072 1,340,145 0
STARBUCKS CORP COM 855244109 171 3,160 SH   DFND 16 0 3,160 0
STARBUCKS CORP COM 855244109 273 5,050 SH   DFND 18 0 5,050 0
STATE AUTO FINL CORP COM 855707105 2,445 102,699 SH   DFND 14 1,840 100,859 0
STARWOOD PPTY TR INC COM 85571B105 30,781 1,366,833 SH   DFND 14 76,733 1,290,100 0
STARWOOD PPTY TR INC COM 85571B105 318 14,100 SH   DFND 16 0 14,100 0
STATE NATL COS INC COM 85711T305 43 3,860 SH   DFND 14 3,860 0 0
STATE NATL COS INC COM 85711T305 71 6,400 SH   DFND 16 0 6,400 0
STATE STR CORP COM 857477103 57,807 830,203 SH   DFND 14 205,868 624,335 0
STATE STR CORP COM 857477103 59 850 SH   DFND 16 0 850 0
STEEL DYNAMICS INC COM 858119100 279 11,160 SH   DFND 10 11,160 0 0
STEEL DYNAMICS INC COM 858119100 90,640 3,627,051 SH   DFND 14 568,037 3,059,014 0
STEEL DYNAMICS INC COM 858119100 1,002 40,100 SH   DFND 16 0 40,100 0
STEELCASE INC CL A 858155203 420 30,222 SH   DFND 10 30,222 0 0
STEELCASE INC CL A 858155203 21,577 1,553,428 SH   DFND 14 460,678 1,092,750 0
STEELCASE INC CL A 858155203 839 60,400 SH   DFND 16 0 60,400 0
STEIN MART INC COM 858375108 354 55,818 SH   DFND 14 4,426 51,392 0
STEPAN CO COM 858586100 548 7,545 SH   DFND 10 7,545 0 0
STEPAN CO COM 858586100 18,030 248,139 SH   DFND 14 12,400 235,739 0
STEPAN CO COM 858586100 458 6,300 SH   DFND 16 0 6,300 0
STERICYCLE INC COM 858912108 9,660 120,536 SH   DFND 14 41,204 79,332 0
STERICYCLE INC COM 858912108 15 190 SH   DFND 16 0 190 0
STERLING BANCORP DEL COM 85917A100 4,073 232,744 SH   DFND 14 22,752 209,992 0
STERLING BANCORP DEL COM 85917A100 75 4,300 SH   DFND 16 0 4,300 0
STEWART INFORMATION SVCS COR COM 860372101 2,745 61,754 SH   DFND 14 24,070 37,684 0
STIFEL FINL CORP COM 860630102 11,999 312,064 SH   DFND 14 12,471 299,593 0
STILLWATER MNG CO COM 86074Q102 2,859 214,014 SH   DFND 14 20,434 193,580 0
STOCK YDS BANCORP INC COM 861025104 2,283 69,272 SH   DFND 14 2,655 66,617 0
STONERIDGE INC COM 86183P102 583 31,692 SH   DFND 14 7,492 24,200 0
STORE CAP CORP COM 862121100 165 5,600 SH   DFND 14 5,600 0 0
STORE CAP CORP COM 862121100 62,241 2,112,026 SH   DFND 3 295,803 1,816,223 0
STRATTEC SEC CORP COM 863111100 169 4,800 SH   DFND 10 4,800 0 0
STRATTEC SEC CORP COM 863111100 877 24,858 SH   DFND 14 530 24,328 0
STRAYER ED INC COM 863236105 895 19,183 SH   DFND 14 2,191 16,992 0
STRYKER CORP COM 863667101 51,679 443,939 SH   DFND 14 152,250 291,689 0
STRYKER CORP COM 863667101 77 665 SH   DFND 16 0 665 0
STURM RUGER & CO INC COM 864159108 8,764 151,732 SH   DFND 14 21,784 129,948 0
SUFFOLK BANCORP COM 864739107 501 14,423 SH   DFND 14 14,423 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 4,106 333,553 SH   DFND 14 4,153 329,400 0
SUMMIT HOTEL PPTYS COM 866082100 9,743 740,350 SH   DFND 14 227,430 512,920 0
SUMMIT HOTEL PPTYS COM 866082100 624 47,400 SH   DFND 16 0 47,400 0
SUMMIT MATLS INC CL A 86614U100 229 12,327 SH   DFND 10 12,327 0 0
SUMMIT MATLS INC CL A 86614U100 171 9,196 SH   DFND 14 9,196 0 0
SUN CMNTYS INC COM 866674104 888 11,317 SH   DFND 14 11,317 0 0
SUN CMNTYS INC COM 866674104 75,088 956,780 SH   DFND 3 136,770 820,010 0
SUNCOKE ENERGY INC COM 86722A103 1,050 130,910 SH   DFND 14 11,523 119,387 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 391 30,544 SH   DFND 14 26,044 4,500 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 46,546 3,639,256 SH   DFND 3 517,980 3,121,276 0
SUNTRUST BKS INC COM 867914103 1,268 28,960 SH   DFND 10 28,960 0 0
SUNTRUST BKS INC COM 867914103 90,621 2,068,975 SH   DFND 14 298,690 1,770,285 0
SUNTRUST BKS INC COM 867914103 570 13,022 SH   DFND 16 0 13,022 0
SUPER MICRO COMPUTER INC COM 86800U104 339 14,523 SH   DFND 10 14,523 0 0
SUPER MICRO COMPUTER INC COM 86800U104 4,259 182,243 SH   DFND 14 6,523 175,720 0
SUPERIOR ENERGY SVCS INC COM 868157108 432 24,110 SH   DFND 10 24,110 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,603 89,552 SH   DFND 14 21,242 68,310 0
SUPERIOR ENERGY SVCS INC COM 868157108 270 15,100 SH   DFND 18 0 15,100 0
SUPERIOR INDS INTL INC COM 868168105 236 8,100 SH   DFND 10 8,100 0 0
SUPERIOR INDS INTL INC COM 868168105 1,381 47,366 SH   DFND 14 4,176 43,190 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 201 8,116 SH   DFND 10 8,116 0 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,057 244,930 SH   DFND 14 46,990 197,940 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 47 1,900 SH   DFND 16 0 1,900 0
SUPERVALU INC COM 868536103 3,972 796,041 SH   DFND 14 45,153 750,888 0
SUPERVALU INC COM 868536103 106 21,160 SH   DFND 18 0 21,160 0
SUPREME INDS INC CL A 868607102 1,742 90,240 SH   DFND 14 23,110 67,130 0
SUPREME INDS INC CL A 868607102 488 25,300 SH   DFND 16 0 25,300 0
SURGICAL CARE AFFILIATES INC COM 86881L106 2,408 49,390 SH   DFND 14 4,850 44,540 0
SURMODICS INC COM 868873100 1,307 43,432 SH   DFND 14 2,644 40,788 0
SURMODICS INC COM 868873100 199 6,600 SH   DFND 16 0 6,600 0
SYKES ENTERPRISES INC COM 871237103 2,564 91,133 SH   DFND 14 7,331 83,802 0
SYMANTEC CORP COM 871503108 25,865 1,030,472 SH   DFND 14 298,129 732,343 0
SYMANTEC CORP COM 871503108 690 27,482 SH   DFND 16 0 27,482 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 599 14,540 SH   DFND 10 14,540 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 3,080 74,787 SH   DFND 14 7,387 67,400 0
SYNAPTICS INC COM 87157D109 270 4,613 SH   DFND 10 4,613 0 0
SYNAPTICS INC COM 87157D109 1,319 22,510 SH   DFND 14 6,799 15,711 0
SYNOPSYS INC COM 871607107 46,763 787,920 SH   DFND 14 159,459 628,461 0
SYNOPSYS INC COM 871607107 439 7,400 SH   DFND 16 0 7,400 0
SYNOVUS FINL CORP COM NEW 87161C501 15,797 485,619 SH   DFND 14 34,143 451,476 0
SYNTEL INC COM 87162H103 2,664 63,554 SH   DFND 14 59,854 3,700 0
SYNNEX CORP COM 87162W100 41,151 360,630 SH   DFND 14 96,211 264,419 0
SYNNEX CORP COM 87162W100 1,354 11,870 SH   DFND 16 0 11,870 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 70 12,730 SH   DFND 14 12,730 0 0
SYNERGY RES CORP COM 87164P103 382 55,056 SH   DFND 10 55,056 0 0
SYNERGY RES CORP COM 87164P103 2,444 352,640 SH   DFND 14 33,460 319,180 0
SYNCHRONY FINL COM 87165B103 57,692 2,060,420 SH   DFND 14 419,312 1,641,108 0
SYNCHRONY FINL COM 87165B103 545 19,449 SH   DFND 16 0 19,449 0
SYSCO CORP COM 871829107 36,422 743,162 SH   DFND 14 249,896 493,266 0
SYSCO CORP COM 871829107 56 1,150 SH   DFND 16 0 1,150 0
TCF FINL CORP COM 872275102 25,869 1,782,850 SH   DFND 14 358,474 1,424,376 0
TCF FINL CORP COM 872275102 139 9,600 SH   DFND 16 0 9,600 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 455 7,980 SH   DFND 10 7,980 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 716 20,316 SH   DFND 14 19,936 380 0
TCP CAP CORP COM 87238Q103 476 29,082 SH   DFND 10 29,082 0 0
TCP CAP CORP COM 87238Q103 28 1,700 SH   DFND 14 1,700 0 0
TJX COS INC NEW COM 872540109 84,653 1,132,031 SH   DFND 14 504,230 627,801 0
TJX COS INC NEW COM 872540109 107 1,430 SH   DFND 16 0 1,430 0
TJX COS INC NEW COM 872540109 224 3,000 SH   DFND 18 0 3,000 0
T MOBILE US INC COM 872590104 2,112 45,210 SH   DFND 14 44,800 410 0
TRI POINTE GROUP INC COM 87265H109 43,859 3,327,690 SH   DFND 14 777,090 2,550,600 0
TRI POINTE GROUP INC COM 87265H109 1,123 85,200 SH   DFND 16 0 85,200 0
TTM TECHNOLOGIESINC COM 87305R109 4,264 372,428 SH   DFND 14 21,374 351,054 0
TTM TECHNOLOGIESINC COM 87305R109 427 37,300 SH   DFND 16 0 37,300 0
TAHOE RES INC COM 873868103 173 13,500 SH   DFND 14 13,500 0 0
TAHOE RES INC COM 873868103 74 5,800 SH   DFND 16 0 5,800 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,767 188,512 SH   DFND 14 0 188,512 0
TAILORED BRANDS INC COM 87403A107 1,359 86,588 SH   DFND 14 8,292 78,296 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 6,923 153,572 SH   DFND 14 15,308 138,264 0
TALEN ENERGY CORP COM 87422J105 32 2,328 SH   DFND 10 2,328 0 0
TALEN ENERGY CORP COM 87422J105 2,293 165,586 SH   DFND 14 127,023 38,563 0
TANGER FACTORY OUTLET CTRS I COM 875465106 3,430 88,045 SH   DFND 14 15,797 72,248 0
TANGOE INC COM 87582Y108 337 40,842 SH   DFND 14 3,622 37,220 0
TARGET CORP COM 87612E106 1,374 20,010 SH   DFND 10 20,010 0 0
TARGET CORP COM 87612E106 112,902 1,643,889 SH   DFND 14 303,220 1,340,669 0
TARGET CORP COM 87612E106 941 13,695 SH   DFND 16 0 13,695 0
TARGET CORP COM 87612E106 182 2,650 SH   DFND 18 0 2,650 0
TARGA RES CORP COM 87612G101 538 10,962 SH   DFND 14 10,962 0 0
TARGA RES CORP COM 87612G101 963 19,600 SH   DFND 18 0 19,600 0
TASER INTL INC COM 87651B104 298 10,429 SH   DFND 10 10,429 0 0
TASER INTL INC COM 87651B104 5,215 182,293 SH   DFND 14 98,533 83,760 0
TATA MTRS LTD SPONSORED ADR 876568502 132 3,290 SH   DFND 10 3,290 0 0
TATA MTRS LTD SPONSORED ADR 876568502 22,901 572,800 SH   DFND 14 0 572,800 0
TATA MTRS LTD SPONSORED ADR 876568502 3,710 92,800 SH   DFND 16 0 92,800 0
TAUBMAN CTRS INC COM 876664103 20,457 274,922 SH   DFND 14 60,994 213,928 0
TAUBMAN CTRS INC COM 876664103 156 2,100 SH   DFND 16 0 2,100 0
TAUBMAN CTRS INC COM 876664103 86,616 1,164,033 SH   DFND 3 119,818 1,044,215 0
TAYLOR MORRISON HOME CORP CL A 87724P106 6,659 378,360 SH   DFND 14 106,260 272,100 0
TEAM INC COM 878155100 510 15,589 SH   DFND 10 15,589 0 0
TEAM INC COM 878155100 1,709 52,242 SH   DFND 14 4,942 47,300 0
TEAM HEALTH HOLDINGS INC COM 87817A107 255 7,833 SH   DFND 14 7,833 0 0
TECH DATA CORP COM 878237106 147 1,734 SH   DFND 10 1,734 0 0
TECH DATA CORP COM 878237106 16,872 199,170 SH   DFND 14 19,631 179,539 0
TECH DATA CORP COM 878237106 42 500 SH   DFND 16 0 500 0
TECHTARGET INC COM 87874R100 167 20,700 SH   DFND 10 20,700 0 0
TECHTARGET INC COM 87874R100 18 2,252 SH   DFND 14 2,252 0 0
TEGNA INC COM 87901J105 43,933 2,009,758 SH   DFND 14 331,738 1,678,020 0
TEGNA INC COM 87901J105 9 400 SH   DFND 16 0 400 0
TELADOC INC COM 87918A105 23 1,270 SH   DFND 14 1,270 0 0
TELADOC INC COM 87918A105 5,764 314,800 SH   DFND 18 0 314,800 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,401 22,248 SH   DFND 14 6,477 15,771 0
TELEFLEX INC COM 879369106 18,599 110,676 SH   DFND 14 21,773 88,903 0
TELEFLEX INC COM 879369106 92 550 SH   DFND 16 0 550 0
TELEFLEX INC COM 879369106 339 2,020 SH   DFND 18 0 2,020 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 385 26,621 SH   DFND 18 0 26,621 0
TELEPHONE & DATA SYS INC COM NEW 879433829 27,094 996,839 SH   DFND 14 171,722 825,117 0
TELEPHONE & DATA SYS INC COM NEW 879433829 353 13,000 SH   DFND 16 0 13,000 0
TELENAV INC COM 879455103 367 64,100 SH   DFND 10 64,100 0 0
TELENAV INC COM 879455103 19 3,235 SH   DFND 14 3,235 0 0
TELETECH HOLDINGS INC COM 879939106 377 13,015 SH   DFND 10 13,015 0 0
TELETECH HOLDINGS INC COM 879939106 1,434 49,479 SH   DFND 14 3,132 46,347 0
TEMPUR SEALY INTL INC COM 88023U101 17,170 302,607 SH   DFND 14 83,986 218,621 0
TEMPUR SEALY INTL INC COM 88023U101 125 2,200 SH   DFND 16 0 2,200 0
TENET HEALTHCARE CORP COM NEW 88033G407 1,074 47,390 SH   DFND 14 11,787 35,603 0
TENNANT CO COM 880345103 2,057 31,747 SH   DFND 14 3,377 28,370 0
TENNECO INC COM 880349105 20,194 346,556 SH   DFND 14 59,556 287,000 0
TENNECO INC COM 880349105 1,090 18,700 SH   DFND 16 0 18,700 0
TERADATA CORP DEL COM 88076W103 520 16,778 SH   DFND 10 16,778 0 0
TERADATA CORP DEL COM 88076W103 7,332 236,516 SH   DFND 14 61,655 174,861 0
TERADATA CORP DEL COM 88076W103 9 275 SH   DFND 16 0 275 0
TERADYNE INC COM 880770102 473 21,905 SH   DFND 10 21,905 0 0
TERADYNE INC COM 880770102 12,299 569,907 SH   DFND 14 91,893 478,014 0
TERADYNE INC COM 880770102 84 3,900 SH   DFND 16 0 3,900 0
TEREX CORP NEW COM 880779103 16,392 645,112 SH   DFND 14 53,637 591,475 0
TEREX CORP NEW COM 880779103 89 3,500 SH   DFND 16 0 3,500 0
TERNIUM SA SPON ADR 880890108 297 15,130 SH   DFND 10 15,130 0 0
TERNIUM SA SPON ADR 880890108 10 516 SH   DFND 14 516 0 0
TERRAFORM GLOBAL INC CL A 88104M101 106 25,870 SH   DFND 14 25,870 0 0
TERRAFORM PWR INC CL A COM 88104R100 752 54,040 SH   DFND 14 7,440 46,600 0
TESARO INC COM 881569107 278 2,775 SH   DFND 10 2,775 0 0
TESARO INC COM 881569107 287 2,860 SH   DFND 14 2,860 0 0
TESCO CORP COM 88157K101 657 80,502 SH   DFND 14 6,802 73,700 0
TESORO CORP COM 881609101 629 7,905 SH   DFND 10 7,905 0 0
TESORO CORP COM 881609101 126,458 1,589,472 SH   DFND 14 261,478 1,327,994 0
TESORO CORP COM 881609101 1,063 13,355 SH   DFND 16 0 13,355 0
TESORO CORP COM 881609101 636 8,000 SH   DFND 18 0 8,000 0
TESLA MTRS INC COM 88160R101 1,512 7,413 SH   DFND 14 7,283 130 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 987 161,540 SH   DFND 14 13,781 147,759 0
TETRA TECH INC NEW COM 88162G103 3,740 105,450 SH   DFND 14 10,726 94,724 0
TESSERA TECHNOLOGIES INC COM 88164L100 17,719 460,945 SH   DFND 14 32,698 428,247 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 8,736 159,062 SH   DFND 14 37,362 121,700 0
TEXAS INSTRS INC COM 882508104 418 5,950 SH   DFND 10 5,950 0 0
TEXAS INSTRS INC COM 882508104 237,402 3,382,754 SH   DFND 14 710,951 2,671,803 0
TEXAS INSTRS INC COM 882508104 1,924 27,415 SH   DFND 16 0 27,415 0
TEXAS ROADHOUSE INC COM 882681109 227 5,825 SH   DFND 10 5,825 0 0
TEXAS ROADHOUSE INC COM 882681109 28,904 740,550 SH   DFND 14 188,502 552,048 0
TEXAS ROADHOUSE INC COM 882681109 773 19,800 SH   DFND 16 0 19,800 0
TEXTRON INC COM 883203101 67,816 1,706,052 SH   DFND 14 235,490 1,470,562 0
TEXTRON INC COM 883203101 1,132 28,485 SH   DFND 16 0 28,485 0
THERAPEUTICSMD INC COM 88338N107 101 14,860 SH   DFND 14 14,860 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 129,590 814,721 SH   DFND 14 231,606 583,115 0
THERMO FISHER SCIENTIFIC INC COM 883556102 262 1,650 SH   DFND 16 0 1,650 0
THOMSON REUTERS CORP COM 884903105 1,803 43,570 SH   DFND 14 22,770 20,800 0
THOR INDS INC COM 885160101 1,136 13,408 SH   DFND 10 13,408 0 0
THOR INDS INC COM 885160101 36,252 428,010 SH   DFND 14 81,418 346,592 0
THOR INDS INC COM 885160101 288 3,400 SH   DFND 16 0 3,400 0
3-D SYS CORP DEL COM NEW 88554D205 1,223 68,152 SH   DFND 14 20,122 48,030 0
3M CO COM 88579Y101 225,889 1,281,788 SH   DFND 14 360,231 921,557 0
3M CO COM 88579Y101 1,639 9,300 SH   DFND 16 0 9,300 0
TIDEWATER INC COM 886423102 29 10,325 SH   DFND 10 10,325 0 0
TIDEWATER INC COM 886423102 232 82,107 SH   DFND 14 7,332 74,775 0
TIER REIT INC COM NEW 88650V208 857 55,500 SH   DFND 14 27,100 28,400 0
TIFFANY & CO NEW COM 886547108 11,012 151,614 SH   DFND 14 51,899 99,715 0
TIFFANY & CO NEW COM 886547108 18 250 SH   DFND 16 0 250 0
TILE SHOP HLDGS INC COM 88677Q109 989 59,750 SH   DFND 14 5,300 54,450 0
TILLYS INC CL A 886885102 892 95,010 SH   DFND 14 1,800 93,210 0
TILLYS INC CL A 886885102 116 12,400 SH   DFND 16 0 12,400 0
TIME INC NEW COM 887228104 15,788 1,090,324 SH   DFND 14 67,074 1,023,250 0
TIME INC NEW COM 887228104 28 1,900 SH   DFND 16 0 1,900 0
TIME WARNER INC COM NEW 887317303 106,878 1,342,520 SH   DFND 14 442,241 900,279 0
TIME WARNER INC COM NEW 887317303 133 1,676 SH   DFND 16 0 1,676 0
TIME WARNER INC COM NEW 887317303 263 3,300 SH   DFND 18 0 3,300 0
TIMKEN CO COM 887389104 1,488 42,348 SH   DFND 14 10,500 31,848 0
TIMKENSTEEL CORP COM 887399103 1,106 105,807 SH   DFND 14 44,238 61,569 0
TITAN INTL INC ILL COM 88830M102 136 13,439 SH   DFND 10 13,439 0 0
TITAN INTL INC ILL COM 88830M102 776 76,655 SH   DFND 14 7,145 69,510 0
TIVO CORP COM 88870P106 4,225 216,883 SH   DFND 14 21,245 195,638 0
TOLL BROTHERS INC COM 889478103 9,377 314,021 SH   DFND 14 21,213 292,808 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 224 2,938 SH   DFND 10 2,938 0 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 4,230 55,353 SH   DFND 14 2,677 52,676 0
TOOTSIE ROLL INDS INC COM 890516107 426 11,578 SH   DFND 14 3,636 7,942 0
TOPBUILD CORP COM 89055F103 2,285 68,825 SH   DFND 14 7,069 61,756 0
TORCHMARK CORP COM 891027104 21,691 339,507 SH   DFND 14 74,650 264,857 0
TORCHMARK CORP COM 891027104 15 237 SH   DFND 16 0 237 0
TORO CO COM 891092108 22,485 480,044 SH   DFND 14 115,408 364,636 0
TORO CO COM 891092108 82 1,760 SH   DFND 16 0 1,760 0
TOWER INTL INC COM 891826109 5,780 239,831 SH   DFND 14 1,742 238,089 0
TOWER INTL INC COM 891826109 53 2,200 SH   DFND 16 0 2,200 0
TOTAL SYS SVCS INC COM 891906109 26,998 572,602 SH   DFND 14 99,104 473,498 0
TOTAL SYS SVCS INC COM 891906109 252 5,350 SH   DFND 16 0 5,350 0
TRACTOR SUPPLY CO COM 892356106 12,717 188,821 SH   DFND 14 64,762 124,059 0
TRACTOR SUPPLY CO COM 892356106 20 300 SH   DFND 16 0 300 0
TRANSDIGM GROUP INC COM 893641100 20,581 71,184 SH   DFND 14 24,363 46,821 0
TRANSDIGM GROUP INC COM 893641100 33 115 SH   DFND 16 0 115 0
TRAVELERS COMPANIES INC COM 89417E109 907 7,920 SH   DFND 10 7,920 0 0
TRAVELERS COMPANIES INC COM 89417E109 66,350 579,227 SH   DFND 14 156,937 422,290 0
TRAVELERS COMPANIES INC COM 89417E109 70 614 SH   DFND 16 0 614 0
TRECORA RES COM 894648104 343 29,995 SH   DFND 14 2,270 27,725 0
TREDEGAR CORP COM 894650100 2,741 147,426 SH   DFND 14 4,204 143,222 0
TREEHOUSE FOODS INC COM 89469A104 2,914 33,424 SH   DFND 14 7,686 25,738 0
TREEHOUSE FOODS INC COM 89469A104 144 1,650 SH   DFND 18 0 1,650 0
TREX CO INC COM 89531P105 3,095 52,700 SH   DFND 14 5,300 47,400 0
TRICO BANCSHARES COM 896095106 1,822 68,048 SH   DFND 14 2,198 65,850 0
TRIMAS CORP COM NEW 896215209 1,046 56,231 SH   DFND 14 14,231 42,000 0
TRIMBLE NAVIGATION LTD COM 896239100 4,199 147,038 SH   DFND 14 33,814 113,224 0
TRINITY INDS INC COM 896522109 173 7,150 SH   DFND 10 7,150 0 0
TRINITY INDS INC COM 896522109 16,632 687,849 SH   DFND 14 111,939 575,910 0
TRINITY INDS INC COM 896522109 133 5,500 SH   DFND 16 0 5,500 0
TRIPLE-S MGMT CORP CL B 896749108 5,102 232,656 SH   DFND 14 1,523 231,133 0
TRISTATE CAP HLDGS INC COM 89678F100 372 23,020 SH   DFND 14 2,920 20,100 0
TRISTATE CAP HLDGS INC COM 89678F100 48 3,000 SH   DFND 16 0 3,000 0
TRIUMPH GROUP INC NEW COM 896818101 299 10,710 SH   DFND 10 10,710 0 0
TRIUMPH GROUP INC NEW COM 896818101 876 31,437 SH   DFND 14 9,216 22,221 0
TRIUMPH GROUP INC NEW COM 896818101 68 2,430 SH   DFND 18 0 2,430 0
TRIPADVISOR INC COM 896945201 9,994 158,180 SH   DFND 14 53,017 105,163 0
TRIPADVISOR INC COM 896945201 17 275 SH   DFND 16 0 275 0
TRUEBLUE INC COM 89785X101 340 15,002 SH   DFND 10 15,002 0 0
TRUEBLUE INC COM 89785X101 4,678 206,458 SH   DFND 14 18,037 188,421 0
TRUEBLUE INC COM 89785X101 177 7,800 SH   DFND 16 0 7,800 0
TRUSTCO BK CORP N Y COM 898349105 2,284 322,206 SH   DFND 14 45,379 276,827 0
TRUSTMARK CORP COM 898402102 11,192 406,090 SH   DFND 14 12,457 393,633 0
TUESDAY MORNING CORP COM NEW 899035505 461 77,166 SH   DFND 14 7,326 69,840 0
TUPPERWARE BRANDS CORP COM 899896104 14,462 221,234 SH   DFND 14 20,520 200,714 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 63,493 2,621,518 SH   DFND 14 746,721 1,874,797 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 51 2,110 SH   DFND 16 0 2,110 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 208 8,600 SH   DFND 18 0 8,600 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 22,322 902,253 SH   DFND 14 262,650 639,603 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 22 900 SH   DFND 16 0 900 0
TWITTER INC COM 90184L102 526 22,825 SH   DFND 10 22,825 0 0
TWITTER INC COM 90184L102 386 16,750 SH   DFND 14 15,950 800 0
TWO HBRS INVT CORP COM 90187B101 5,617 658,444 SH   DFND 14 71,844 586,600 0
II VI INC COM 902104108 2,383 97,925 SH   DFND 14 10,203 87,722 0
TYLER TECHNOLOGIES INC COM 902252105 340 1,988 SH   DFND 10 1,988 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,372 19,691 SH   DFND 14 4,579 15,112 0
TYSON FOODS INC CL A 902494103 2,109 28,250 SH   DFND 10 28,250 0 0
TYSON FOODS INC CL A 902494103 184,825 2,475,224 SH   DFND 14 407,139 2,068,085 0
TYSON FOODS INC CL A 902494103 1,620 21,700 SH   DFND 16 0 21,700 0
TYSON FOODS INC CL A 902494103 112 1,500 SH   DFND 18 0 1,500 0
UDR INC COM 902653104 13,454 373,829 SH   DFND 14 127,173 246,656 0
UDR INC COM 902653104 18 500 SH   DFND 16 0 500 0
UGI CORP NEW COM 902681105 86,646 1,915,255 SH   DFND 14 345,751 1,569,504 0
UGI CORP NEW COM 902681105 959 21,200 SH   DFND 16 0 21,200 0
UMB FINL CORP COM 902788108 608 10,224 SH   DFND 10 10,224 0 0
UMB FINL CORP COM 902788108 4,639 78,030 SH   DFND 14 7,873 70,157 0
US BANCORP DEL COM NEW 902973304 122,219 2,849,584 SH   DFND 14 848,577 2,001,007 0
US BANCORP DEL COM NEW 902973304 148 3,454 SH   DFND 16 0 3,454 0
USANA HEALTH SCIENCES INC COM 90328M107 679 4,909 SH   DFND 10 4,909 0 0
USANA HEALTH SCIENCES INC COM 90328M107 4,919 35,554 SH   DFND 14 11,854 23,700 0
U S G CORP COM NEW 903293405 4,894 189,330 SH   DFND 14 11,030 178,300 0
U S CONCRETE INC COM NEW 90333L201 1,180 25,620 SH   DFND 14 2,720 22,900 0
U S PHYSICAL THERAPY INC COM 90337L108 1,572 25,070 SH   DFND 14 3,490 21,580 0
U S SILICA HLDGS INC COM 90346E103 5,151 110,630 SH   DFND 14 8,850 101,780 0
U S SILICA HLDGS INC COM 90346E103 79 1,700 SH   DFND 18 0 1,700 0
UBIQUITI NETWORKS INC COM 90347A100 657 12,289 SH   DFND 14 4,589 7,700 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 26,591 111,735 SH   DFND 14 29,299 82,436 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 244 1,025 SH   DFND 16 0 1,025 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 6,923 33,872 SH   DFND 14 4,022 29,850 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 147 720 SH   DFND 18 0 720 0
ULTRA CLEAN HLDGS INC COM 90385V107 155 20,860 SH   DFND 14 3,260 17,600 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 245 3,450 SH   DFND 14 3,450 0 0
ULTRATECH INC COM 904034105 961 41,630 SH   DFND 14 3,982 37,648 0
UMPQUA HLDGS CORP COM 904214103 16,314 1,083,979 SH   DFND 14 85,064 998,915 0
UMPQUA HLDGS CORP COM 904214103 38 2,500 SH   DFND 16 0 2,500 0
UNDER ARMOUR INC CL A 904311107 9,975 257,888 SH   DFND 14 94,418 163,470 0
UNDER ARMOUR INC CL A 904311107 13 340 SH   DFND 16 0 340 0
UNDER ARMOUR INC CL A 904311107 162 4,200 SH   DFND 18 0 4,200 0
UNDER ARMOUR INC CL C 904311206 8,229 243,044 SH   DFND 14 79,249 163,795 0
UNDER ARMOUR INC CL C 904311206 12 343 SH   DFND 16 0 343 0
UNIFI INC COM NEW 904677200 127 4,324 SH   DFND 10 4,324 0 0
UNIFI INC COM NEW 904677200 3,186 108,241 SH   DFND 14 4,981 103,260 0
UNIFIRST CORP MASS COM 904708104 4,788 36,308 SH   DFND 14 8,363 27,945 0
UNION BANKSHARES CORP NEW COM 90539J109 268 9,999 SH   DFND 10 9,999 0 0
UNION BANKSHARES CORP NEW COM 90539J109 4,984 186,191 SH   DFND 14 48,990 137,201 0
UNION BANKSHARES CORP NEW COM 90539J109 361 13,500 SH   DFND 16 0 13,500 0
UNION PAC CORP COM 907818108 118,721 1,217,280 SH   DFND 14 405,440 811,840 0
UNION PAC CORP COM 907818108 179 1,840 SH   DFND 16 0 1,840 0
UNION PAC CORP COM 907818108 488 5,000 SH   DFND 18 0 5,000 0
UNIT CORP COM 909218109 2,985 160,510 SH   DFND 14 8,762 151,748 0
UNITED CMNTY FINL CORP OHIO COM 909839102 41 5,790 SH   DFND 14 5,790 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 39 5,500 SH   DFND 16 0 5,500 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 8,463 402,632 SH   DFND 14 49,412 353,220 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 679 32,300 SH   DFND 16 0 32,300 0
UNITED BANKSHARES INC WEST V COM 909907107 5,572 147,907 SH   DFND 14 28,163 119,744 0
UNITED CONTL HLDGS INC COM 910047109 93,212 1,776,489 SH   DFND 14 199,743 1,576,746 0
UNITED CONTL HLDGS INC COM 910047109 1,341 25,550 SH   DFND 16 0 25,550 0
UNITED FINL BANCORP INC NEW COM 910304104 896 64,725 SH   DFND 14 4,125 60,600 0
UNITED FIRE GROUP INC COM 910340108 165 3,891 SH   DFND 10 3,891 0 0
UNITED FIRE GROUP INC COM 910340108 8,756 206,893 SH   DFND 14 4,254 202,639 0
UNITED INS HLDGS CORP COM 910710102 77 4,513 SH   DFND 10 4,513 0 0
UNITED INS HLDGS CORP COM 910710102 5,711 336,340 SH   DFND 14 2,140 334,200 0
UNITED INS HLDGS CORP COM 910710102 37 2,200 SH   DFND 16 0 2,200 0
UNITED NAT FOODS INC COM 911163103 6,447 161,011 SH   DFND 14 9,551 151,460 0
UNITED PARCEL SERVICE INC CL B 911312106 106,509 973,928 SH   DFND 14 326,373 647,555 0
UNITED PARCEL SERVICE INC CL B 911312106 162 1,480 SH   DFND 16 0 1,480 0
UNITED RENTALS INC COM 911363109 16,755 213,469 SH   DFND 14 47,238 166,231 0
UNITED RENTALS INC COM 911363109 16 200 SH   DFND 16 0 200 0
UNITED STATES CELLULAR CORP COM 911684108 547 15,056 SH   DFND 14 7,324 7,732 0
UNITED STATES LIME & MINERAL COM 911922102 474 7,187 SH   DFND 14 387 6,800 0
US FOODS HLDG CORP COM 912008109 4,596 194,647 SH   DFND 14 20,147 174,500 0
UNITED STATES STL CORP NEW COM 912909108 1,826 96,823 SH   DFND 14 20,524 76,299 0
UNITED TECHNOLOGIES CORP COM 913017109 127,806 1,257,930 SH   DFND 14 407,097 850,833 0
UNITED TECHNOLOGIES CORP COM 913017109 171 1,680 SH   DFND 16 0 1,680 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 275 2,330 SH   DFND 10 2,330 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 22,524 190,750 SH   DFND 14 64,166 126,584 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 80 680 SH   DFND 16 0 680 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 333 2,820 SH   DFND 18 0 2,820 0
UNITEDHEALTH GROUP INC COM 91324P102 397,811 2,841,507 SH   DFND 14 669,123 2,172,384 0
UNITEDHEALTH GROUP INC COM 91324P102 2,653 18,950 SH   DFND 16 0 18,950 0
UNIVERSAL CORP VA COM 913456109 8,383 143,990 SH   DFND 14 4,083 139,907 0
UNIVERSAL DISPLAY CORP COM 91347P105 266 4,786 SH   DFND 14 4,786 0 0
UNIVERSAL ELECTRS INC COM 913483103 2,057 27,624 SH   DFND 14 3,046 24,578 0
UNIVERSAL FST PRODS INC COM 913543104 38,025 386,084 SH   DFND 14 71,039 315,045 0
UNIVERSAL FST PRODS INC COM 913543104 961 9,760 SH   DFND 16 0 9,760 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,522 24,151 SH   DFND 14 2,561 21,590 0
UNIVERSAL INS HLDGS INC COM 91359V107 3,729 147,976 SH   DFND 14 58,196 89,780 0
UNIVERSAL INS HLDGS INC COM 91359V107 675 26,800 SH   DFND 16 0 26,800 0
UNIVERSAL HLTH SVCS INC CL B 913903100 18,831 152,828 SH   DFND 14 43,670 109,158 0
UNIVERSAL HLTH SVCS INC CL B 913903100 25 200 SH   DFND 16 0 200 0
UNIVERSAL TECHNICAL INST INC COM 913915104 62 34,800 SH   DFND 14 2,237 32,563 0
UNIVEST CORP PA COM 915271100 2,357 100,889 SH   DFND 14 3,001 97,888 0
UNUM GROUP COM 91529Y106 29,941 847,954 SH   DFND 14 155,976 691,978 0
UNUM GROUP COM 91529Y106 18 511 SH   DFND 16 0 511 0
URBAN OUTFITTERS INC COM 917047102 4,186 121,273 SH   DFND 14 40,573 80,700 0
URBAN OUTFITTERS INC COM 917047102 7 200 SH   DFND 16 0 200 0
URBAN OUTFITTERS INC COM 917047102 146 4,240 SH   DFND 18 0 4,240 0
URBAN EDGE PPTYS COM 91704F104 1,677 59,588 SH   DFND 14 18,185 41,403 0
URSTADT BIDDLE PPTYS INC CL A 917286205 2,261 101,748 SH   DFND 14 24,478 77,270 0
URSTADT BIDDLE PPTYS INC CL A 917286205 304 13,700 SH   DFND 16 0 13,700 0
US ECOLOGY INC COM 91732J102 2,731 60,898 SH   DFND 14 24,128 36,770 0
VCA INC COM 918194101 22,488 321,342 SH   DFND 14 46,330 275,012 0
VCA INC COM 918194101 133 1,900 SH   DFND 16 0 1,900 0
V F CORP COM 918204108 26,869 479,378 SH   DFND 14 161,448 317,930 0
V F CORP COM 918204108 39 700 SH   DFND 16 0 700 0
V F CORP COM 918204108 140 2,500 SH   DFND 18 0 2,500 0
VSE CORP COM 918284100 1,680 49,438 SH   DFND 14 638 48,800 0
VOXX INTL CORP CL A 91829F104 94 31,525 SH   DFND 14 975 30,550 0
VWR CORP COM 91843L103 21,436 755,860 SH   DFND 14 66,060 689,800 0
VWR CORP COM 91843L103 984 34,700 SH   DFND 16 0 34,700 0
VWR CORP COM 91843L103 339 11,960 SH   DFND 18 0 11,960 0
VAIL RESORTS INC COM 91879Q109 250 1,595 SH   DFND 10 1,595 0 0
VAIL RESORTS INC COM 91879Q109 223 1,420 SH   DFND 14 1,320 100 0
VALE S A ADR REPSTG PFD 91912E204 363 77,000 SH   DFND 18 0 77,000 0
VALERO ENERGY CORP NEW COM 91913Y100 1,427 26,930 SH   DFND 10 26,930 0 0
VALERO ENERGY CORP NEW COM 91913Y100 129,001 2,433,977 SH   DFND 14 501,937 1,932,040 0
VALERO ENERGY CORP NEW COM 91913Y100 1,174 22,150 SH   DFND 16 0 22,150 0
VALERO ENERGY CORP NEW COM 91913Y100 1,113 21,000 SH   DFND 18 0 21,000 0
VALLEY NATL BANCORP COM 919794107 1,548 159,064 SH   DFND 14 44,565 114,499 0
VALMONT INDS INC COM 920253101 1,825 13,560 SH   DFND 14 3,150 10,410 0
VALSPAR CORP COM 920355104 5,085 47,937 SH   DFND 14 10,669 37,268 0
VANDA PHARMACEUTICALS INC COM 921659108 9,192 552,418 SH   DFND 14 175,618 376,800 0
VANDA PHARMACEUTICALS INC COM 921659108 767 46,100 SH   DFND 16 0 46,100 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 5,457 290,900 SH   DFND 14 0 290,900 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 6,166 328,700 SH   DFND 16 0 328,700 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 1,591 34,250 SH   DFND 14 0 34,250 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 994 20,400 SH   DFND 18 0 20,400 0
VANTIV INC CL A 92210H105 554 9,840 SH   DFND 10 9,840 0 0
VANTIV INC CL A 92210H105 3,120 55,450 SH   DFND 14 6,620 48,830 0
VARIAN MED SYS INC COM 92220P105 13,189 132,511 SH   DFND 14 46,366 86,145 0
VARIAN MED SYS INC COM 92220P105 25 255 SH   DFND 16 0 255 0
VARONIS SYS INC COM 922280102 1,419 47,140 SH   DFND 14 18,940 28,200 0
VARONIS SYS INC COM 922280102 253 8,400 SH   DFND 16 0 8,400 0
VASCO DATA SEC INTL INC COM 92230Y104 870 49,396 SH   DFND 10 49,396 0 0
VASCO DATA SEC INTL INC COM 92230Y104 937 53,218 SH   DFND 14 4,918 48,300 0
VASCULAR SOLUTIONS INC COM 92231M109 1,737 36,007 SH   DFND 14 3,587 32,420 0
VECTREN CORP COM 92240G101 18,871 375,912 SH   DFND 14 83,708 292,204 0
VECTREN CORP COM 92240G101 100 2,000 SH   DFND 16 0 2,000 0
VECTOR GROUP LTD COM 92240M108 245 11,398 SH   DFND 14 11,398 0 0
VEECO INSTRS INC DEL COM 922417100 1,408 71,703 SH   DFND 14 6,811 64,892 0
VECTRUS INC COM 92242T101 46 3,004 SH   DFND 10 3,004 0 0
VECTRUS INC COM 92242T101 777 50,986 SH   DFND 14 7,496 43,490 0
VECTRUS INC COM 92242T101 113 7,400 SH   DFND 16 0 7,400 0
VEDANTA LTD SPONSORED ADR 92242Y100 8,071 778,259 SH   DFND 14 0 778,259 0
VEDANTA LTD SPONSORED ADR 92242Y100 1,643 158,400 SH   DFND 16 0 158,400 0
VEEVA SYS INC CL A COM 922475108 638 15,450 SH   DFND 14 5,550 9,900 0
VENTAS INC COM 92276F100 399 5,650 SH   DFND 10 5,650 0 0
VENTAS INC COM 92276F100 43,991 622,839 SH   DFND 14 183,776 439,063 0
VENTAS INC COM 92276F100 49 700 SH   DFND 16 0 700 0
VENTAS INC COM 92276F100 106,217 1,503,853 SH   DFND 3 212,538 1,291,315 0
VANGUARD INDEX FDS REIT ETF 922908553 27,546 317,571 SH   DFND 14 0 317,571 0
VANGUARD INDEX FDS REIT ETF 922908553 22,361 257,799 SH   DFND 3 257,799 0 0
VERA BRADLEY INC COM 92335C106 529 34,925 SH   DFND 14 3,745 31,180 0
VEREIT INC COM 92339V100 53,079 5,118,492 SH   DFND 14 548,013 4,570,479 0
VEREIT INC COM 92339V100 1,085 104,600 SH   DFND 16 0 104,600 0
VERIFONE SYS INC COM 92342Y109 396 25,180 SH   DFND 10 25,180 0 0
VERIFONE SYS INC COM 92342Y109 1,047 66,534 SH   DFND 14 16,316 50,218 0
VERISIGN INC COM 92343E102 10,415 133,117 SH   DFND 14 45,300 87,817 0
VERISIGN INC COM 92343E102 19 245 SH   DFND 16 0 245 0
VERIZON COMMUNICATIONS INC COM 92343V104 861 16,570 SH   DFND 10 16,570 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 604,098 11,621,734 SH   DFND 14 2,770,527 8,851,207 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,544 68,182 SH   DFND 16 0 68,182 0
VERINT SYS INC COM 92343X100 1,148 30,504 SH   DFND 14 6,404 24,100 0
VERINT SYS INC COM 92343X100 287 7,640 SH   DFND 18 0 7,640 0
VERITIV CORP COM 923454102 155 3,080 SH   DFND 10 3,080 0 0
VERITIV CORP COM 923454102 898 17,893 SH   DFND 14 2,115 15,778 0
VERISK ANALYTICS INC COM 92345Y106 17,607 216,616 SH   DFND 14 75,414 141,202 0
VERISK ANALYTICS INC COM 92345Y106 33 400 SH   DFND 16 0 400 0
VERTEX PHARMACEUTICALS INC COM 92532F100 49,225 564,445 SH   DFND 14 153,088 411,357 0
VERTEX PHARMACEUTICALS INC COM 92532F100 448 5,140 SH   DFND 16 0 5,140 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,962 56,900 SH   DFND 18 0 56,900 0
VIAD CORP COM NEW 92552R406 1,685 45,712 SH   DFND 14 3,778 41,934 0
VIASAT INC COM 92552V100 2,162 28,965 SH   DFND 14 8,408 20,557 0
VIACOM INC NEW CL B 92553P201 31,546 827,984 SH   DFND 14 187,379 640,605 0
VIACOM INC NEW CL B 92553P201 1,207 31,688 SH   DFND 16 0 31,688 0
VIACOM INC NEW CL B 92553P201 171 4,500 SH   DFND 18 0 4,500 0
VIAVI SOLUTIONS INC COM 925550105 3,048 412,429 SH   DFND 14 40,203 372,226 0
VICOR CORP COM 925815102 524 45,212 SH   DFND 14 3,080 42,132 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 2,437 166,100 SH   DFND 14 2,200 163,900 0
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 32 2,200 SH   DFND 16 0 2,200 0
VISA INC COM CL A 92826C839 224,002 2,708,604 SH   DFND 14 942,266 1,766,338 0
VISA INC COM CL A 92826C839 332 4,010 SH   DFND 16 0 4,010 0
VIRTUSA CORP COM 92827P102 1,216 49,251 SH   DFND 14 4,901 44,350 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,047 10,698 SH   DFND 14 1,298 9,400 0
VISHAY INTERTECHNOLOGY INC COM 928298108 120 8,501 SH   DFND 10 8,501 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 17,322 1,229,358 SH   DFND 14 175,116 1,054,242 0
VISHAY INTERTECHNOLOGY INC COM 928298108 437 31,000 SH   DFND 16 0 31,000 0
VISTA OUTDOOR INC COM 928377100 1,597 40,058 SH   DFND 14 8,498 31,560 0
VISTEON CORP COM NEW 92839U206 618 8,630 SH   DFND 10 8,630 0 0
VISTEON CORP COM NEW 92839U206 1,678 23,423 SH   DFND 14 4,023 19,400 0
VITAMIN SHOPPE INC COM 92849E101 1,473 54,849 SH   DFND 14 4,509 50,340 0
VMWARE INC CL A COM 928563402 3,955 53,922 SH   DFND 14 6,122 47,800 0
VONAGE HLDGS CORP COM 92886T201 377 56,988 SH   DFND 10 56,988 0 0
VONAGE HLDGS CORP COM 92886T201 1,030 155,867 SH   DFND 14 155,867 0 0
VORNADO RLTY TR SH BEN INT 929042109 25,310 250,072 SH   DFND 14 85,182 164,890 0
VORNADO RLTY TR SH BEN INT 929042109 40 391 SH   DFND 16 0 391 0
VORNADO RLTY TR SH BEN INT 929042109 77,492 765,653 SH   DFND 3 106,464 659,189 0
VOYA FINL INC COM 929089100 18,353 636,818 SH   DFND 14 123,028 513,790 0
VULCAN MATLS CO COM 929160109 21,237 186,732 SH   DFND 14 64,257 122,475 0
VULCAN MATLS CO COM 929160109 33 290 SH   DFND 16 0 290 0
WD-40 CO COM 929236107 2,962 26,343 SH   DFND 14 2,620 23,723 0
WCI CMNTYS INC COM PAR $0.01 92923C807 908 38,280 SH   DFND 14 3,380 34,900 0
WGL HLDGS INC COM 92924F106 2,907 46,358 SH   DFND 14 9,626 36,732 0
WABCO HLDGS INC COM 92927K102 438 3,860 SH   DFND 14 3,790 70 0
WSFS FINL CORP COM 929328102 3,957 108,451 SH   DFND 14 16,973 91,478 0
WMIH CORP COM 92936P100 30 13,010 SH   DFND 14 13,010 0 0
W P CAREY INC COM 92936U109 6,541 101,358 SH   DFND 14 6,058 95,300 0
W P CAREY INC COM 92936U109 32 500 SH   DFND 16 0 500 0
WEC ENERGY GROUP INC COM 92939U106 369 6,170 SH   DFND 10 6,170 0 0
WEC ENERGY GROUP INC COM 92939U106 26,879 448,882 SH   DFND 14 149,781 299,101 0
WEC ENERGY GROUP INC COM 92939U106 39 655 SH   DFND 16 0 655 0
WABASH NATL CORP COM 929566107 511 35,872 SH   DFND 10 35,872 0 0
WABASH NATL CORP COM 929566107 39,063 2,743,198 SH   DFND 14 555,961 2,187,237 0
WABASH NATL CORP COM 929566107 1,014 71,200 SH   DFND 16 0 71,200 0
WABTEC CORP COM 929740108 4,448 54,476 SH   DFND 14 13,414 41,062 0
WADDELL & REED FINL INC CL A 930059100 940 51,740 SH   DFND 10 51,740 0 0
WADDELL & REED FINL INC CL A 930059100 12,188 671,142 SH   DFND 14 231,792 439,350 0
WADDELL & REED FINL INC CL A 930059100 20 1,100 SH   DFND 16 0 1,100 0
WAGEWORKS INC COM 930427109 3,906 64,120 SH   DFND 14 5,330 58,790 0
WAL-MART STORES INC COM 931142103 377,369 5,232,512 SH   DFND 14 1,085,790 4,146,722 0
WAL-MART STORES INC COM 931142103 2,023 28,055 SH   DFND 16 0 28,055 0
WAL-MART STORES INC COM 931142103 317 4,400 SH   DFND 18 0 4,400 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 389 4,825 SH   DFND 10 4,825 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 98,228 1,218,402 SH   DFND 14 418,474 799,928 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 153 1,895 SH   DFND 16 0 1,895 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 314 3,900 SH   DFND 18 0 3,900 0
WALKER & DUNLOP INC COM 93148P102 338 13,392 SH   DFND 10 13,392 0 0
WALKER & DUNLOP INC COM 93148P102 12,186 482,421 SH   DFND 14 70,230 412,191 0
WALKER & DUNLOP INC COM 93148P102 594 23,500 SH   DFND 16 0 23,500 0
WASHINGTON FED INC COM 938824109 17,464 654,560 SH   DFND 14 16,760 637,800 0
WASHINGTON PRIME GROUP NEW COM 93964W108 15,186 1,226,666 SH   DFND 14 402,849 823,817 0
WASHINGTON PRIME GROUP NEW COM 93964W108 90 7,300 SH   DFND 16 0 7,300 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,644 132,795 SH   DFND 3 0 132,795 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 274 8,813 SH   DFND 14 8,813 0 0
WASHINGTON TR BANCORP COM 940610108 863 21,469 SH   DFND 14 21,469 0 0
WASTE CONNECTIONS INC COM 94106B101 228 3,052 SH   DFND 14 0 3,052 0
WASTE MGMT INC DEL COM 94106L109 36,707 575,711 SH   DFND 14 197,917 377,794 0
WASTE MGMT INC DEL COM 94106L109 58 915 SH   DFND 16 0 915 0
WATERS CORP COM 941848103 17,986 113,484 SH   DFND 14 39,656 73,828 0
WATERS CORP COM 941848103 28 175 SH   DFND 16 0 175 0
WATSCO INC COM 942622200 4,287 30,427 SH   DFND 14 3,564 26,863 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,336 51,448 SH   DFND 14 5,216 46,232 0
WEB COM GROUP INC COM 94733A104 272 15,729 SH   DFND 14 4,629 11,100 0
WEBMD HEALTH CORP COM 94770V102 2,268 45,639 SH   DFND 14 28,039 17,600 0
WEBSTER FINL CORP CONN COM 947890109 2,232 58,726 SH   DFND 14 17,130 41,596 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 24,184 620,411 SH   DFND 14 149,387 471,024 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 152 3,900 SH   DFND 16 0 3,900 0
WELLCARE HEALTH PLANS INC COM 94946T106 383 3,274 SH   DFND 10 3,274 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 46,148 394,128 SH   DFND 14 83,379 310,749 0
WELLCARE HEALTH PLANS INC COM 94946T106 767 6,550 SH   DFND 16 0 6,550 0
WELLS FARGO & CO NEW COM 949746101 1,740 39,290 SH   DFND 10 39,290 0 0
WELLS FARGO & CO NEW COM 949746101 452,209 10,212,489 SH   DFND 14 3,043,058 7,169,431 0
WELLS FARGO & CO NEW COM 949746101 1,267 28,610 SH   DFND 16 0 28,610 0
WELLTOWER INC COM 95040Q104 38,688 517,429 SH   DFND 14 173,992 343,437 0
WELLTOWER INC COM 95040Q104 60 800 SH   DFND 16 0 800 0
WELLTOWER INC COM 95040Q104 71,376 954,613 SH   DFND 3 132,861 821,752 0
WENDYS CO COM 95058W100 1,373 127,101 SH   DFND 14 34,949 92,152 0
WERNER ENTERPRISES INC COM 950755108 904 38,865 SH   DFND 14 8,405 30,460 0
WESBANCO INC COM 950810101 4,869 148,075 SH   DFND 14 25,027 123,048 0
WESCO AIRCRAFT HLDGS INC COM 950814103 6,002 446,913 SH   DFND 14 173,113 273,800 0
WESCO AIRCRAFT HLDGS INC COM 950814103 485 36,100 SH   DFND 16 0 36,100 0
WESCO INTL INC COM 95082P105 18,139 294,989 SH   DFND 14 13,189 281,800 0
WEST BANCORPORATION INC CAP STK 95123P106 873 44,530 SH   DFND 14 2,171 42,359 0
WEST CORP COM 952355204 11,292 511,397 SH   DFND 14 71,860 439,537 0
WEST CORP COM 952355204 773 35,000 SH   DFND 16 0 35,000 0
WEST MARINE INC COM 954235107 137 16,600 SH   DFND 10 16,600 0 0
WEST MARINE INC COM 954235107 16 1,990 SH   DFND 14 1,990 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 124 1,659 SH   DFND 10 1,659 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 36,374 488,244 SH   DFND 14 113,532 374,712 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 209 2,800 SH   DFND 16 0 2,800 0
WESTAMERICA BANCORPORATION COM 957090103 2,348 46,146 SH   DFND 14 4,837 41,309 0
WESTAR ENERGY INC COM 95709T100 4,780 84,229 SH   DFND 14 19,751 64,478 0
WESTERN ALLIANCE BANCORP COM 957638109 812 21,642 SH   DFND 10 21,642 0 0
WESTERN ALLIANCE BANCORP COM 957638109 4,189 111,583 SH   DFND 14 52,783 58,800 0
WESTERN ASSET MTG CAP CORP COM 95790D105 941 90,275 SH   DFND 14 4,675 85,600 0
WESTERN DIGITAL CORP COM 958102105 192 3,280 SH   DFND 10 3,280 0 0
WESTERN DIGITAL CORP COM 958102105 53,116 908,430 SH   DFND 14 176,920 731,510 0
WESTERN DIGITAL CORP COM 958102105 32 547 SH   DFND 16 0 547 0
WESTERN REFNG INC COM 959319104 41,534 1,569,697 SH   DFND 14 148,056 1,421,641 0
WESTERN REFNG INC COM 959319104 1,191 45,000 SH   DFND 16 0 45,000 0
WESTERN UN CO COM 959802109 23,578 1,132,465 SH   DFND 14 273,964 858,501 0
WESTERN UN CO COM 959802109 21 985 SH   DFND 16 0 985 0
WESTLAKE CHEM CORP COM 960413102 38,893 726,969 SH   DFND 14 35,219 691,750 0
WESTLAKE CHEM CORP COM 960413102 21 400 SH   DFND 16 0 400 0
WESTROCK CO COM 96145D105 32,677 674,033 SH   DFND 14 138,311 535,722 0
WESTROCK CO COM 96145D105 27 566 SH   DFND 16 0 566 0
WESTROCK CO COM 96145D105 461 9,500 SH   DFND 18 0 9,500 0
WEX INC COM 96208T104 2,518 23,298 SH   DFND 14 5,746 17,552 0
WEYERHAEUSER CO COM 962166104 33,913 1,061,770 SH   DFND 14 357,812 703,958 0
WEYERHAEUSER CO COM 962166104 50 1,560 SH   DFND 16 0 1,560 0
WHIRLPOOL CORP COM 963320106 42,453 261,799 SH   DFND 14 110,282 151,517 0
WHIRLPOOL CORP COM 963320106 28 174 SH   DFND 16 0 174 0
WHIRLPOOL CORP COM 963320106 162 1,000 SH   DFND 18 0 1,000 0
WHITEWAVE FOODS CO COM 966244105 5,587 102,642 SH   DFND 14 22,137 80,505 0
WHITING PETE CORP NEW COM 966387102 128 14,639 SH   DFND 14 14,639 0 0
WHITING PETE CORP NEW COM 966387102 181 20,700 SH   DFND 18 0 20,700 0
WHOLE FOODS MKT INC COM 966837106 12,640 445,839 SH   DFND 14 150,800 295,039 0
WHOLE FOODS MKT INC COM 966837106 17 600 SH   DFND 16 0 600 0
WILEY JOHN & SONS INC CL A 968223206 1,773 34,345 SH   DFND 14 6,148 28,197 0
WILLIAMS COS INC DEL COM 969457100 29,446 958,218 SH   DFND 14 331,976 626,242 0
WILLIAMS COS INC DEL COM 969457100 43 1,385 SH   DFND 16 0 1,385 0
WILLIAMS COS INC DEL COM 969457100 1,675 54,500 SH   DFND 18 0 54,500 0
WILLIAMS SONOMA INC COM 969904101 2,486 48,659 SH   DFND 14 11,469 37,190 0
WINDSTREAM HLDGS INC COM NEW 97382A200 115 11,430 SH   DFND 14 11,430 0 0
WINNEBAGO INDS INC COM 974637100 246 10,443 SH   DFND 10 10,443 0 0
WINNEBAGO INDS INC COM 974637100 1,255 53,234 SH   DFND 14 4,728 48,506 0
WINTRUST FINL CORP COM 97650W108 7,146 128,587 SH   DFND 14 9,131 119,456 0
WINTRUST FINL CORP COM 97650W108 739 13,300 SH   DFND 16 0 13,300 0
WIPRO LTD SPON ADR 1 SH 97651M109 7,452 767,441 SH   DFND 14 0 767,441 0
WIPRO LTD SPON ADR 1 SH 97651M109 1,580 162,700 SH   DFND 16 0 162,700 0
WISDOMTREE INVTS INC COM 97717P104 734 71,310 SH   DFND 14 19,310 52,000 0
WOLVERINE WORLD WIDE INC COM 978097103 11,400 495,012 SH   DFND 14 89,582 405,430 0
WOLVERINE WORLD WIDE INC COM 978097103 854 37,100 SH   DFND 16 0 37,100 0
WOODWARD INC COM 980745103 383 6,122 SH   DFND 10 6,122 0 0
WOODWARD INC COM 980745103 2,333 37,341 SH   DFND 14 10,824 26,517 0
WORKDAY INC CL A 98138H101 322 3,510 SH   DFND 14 3,340 170 0
WORLD ACCEP CORP DEL COM 981419104 69 1,414 SH   DFND 10 1,414 0 0
WORLD ACCEP CORP DEL COM 981419104 1,721 35,092 SH   DFND 14 1,317 33,775 0
WORLD FUEL SVCS CORP COM 981475106 486 10,500 SH   DFND 10 10,500 0 0
WORLD FUEL SVCS CORP COM 981475106 20,892 451,623 SH   DFND 14 106,919 344,704 0
WORLD FUEL SVCS CORP COM 981475106 130 2,800 SH   DFND 16 0 2,800 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,377 64,638 SH   DFND 14 5,598 59,040 0
WORTHINGTON INDS INC COM 981811102 504 10,498 SH   DFND 10 10,498 0 0
WORTHINGTON INDS INC COM 981811102 44,915 935,148 SH   DFND 14 218,424 716,724 0
WORTHINGTON INDS INC COM 981811102 922 19,200 SH   DFND 16 0 19,200 0
WPX ENERGY INC COM 98212B103 2,682 203,332 SH   DFND 14 47,828 155,504 0
WPX ENERGY INC COM 98212B103 117 8,900 SH   DFND 16 0 8,900 0
WYNDHAM WORLDWIDE CORP COM 98310W108 773 11,480 SH   DFND 10 11,480 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 38,328 569,259 SH   DFND 14 125,444 443,815 0
WYNDHAM WORLDWIDE CORP COM 98310W108 16 240 SH   DFND 16 0 240 0
WYNN RESORTS LTD COM 983134107 10,873 111,609 SH   DFND 14 38,706 72,903 0
WYNN RESORTS LTD COM 983134107 18 180 SH   DFND 16 0 180 0
XO GROUP INC COM 983772104 352 18,200 SH   DFND 10 18,200 0 0
XO GROUP INC COM 983772104 1,079 55,828 SH   DFND 14 4,373 51,455 0
XO GROUP INC COM 983772104 170 8,800 SH   DFND 16 0 8,800 0
XPO LOGISTICS INC COM 983793100 374 10,209 SH   DFND 14 10,209 0 0
XACTLY CORP COM 98386L101 127 8,635 SH   DFND 10 8,635 0 0
XACTLY CORP COM 98386L101 22 1,490 SH   DFND 14 1,490 0 0
XCEL ENERGY INC COM 98389B100 29,738 722,839 SH   DFND 14 241,797 481,042 0
XCEL ENERGY INC COM 98389B100 44 1,080 SH   DFND 16 0 1,080 0
XILINX INC COM 983919101 19,453 357,991 SH   DFND 14 122,618 235,373 0
XILINX INC COM 983919101 27 500 SH   DFND 16 0 500 0
XENIA HOTELS & RESORTS INC COM 984017103 8,229 542,100 SH   DFND 14 163,670 378,430 0
XEROX CORP COM 984121103 632 62,390 SH   DFND 10 62,390 0 0
XEROX CORP COM 984121103 30,084 2,969,821 SH   DFND 14 587,264 2,382,557 0
XEROX CORP COM 984121103 14 1,334 SH   DFND 16 0 1,334 0
XYLEM INC COM 98419M100 13,146 250,637 SH   DFND 14 85,538 165,099 0
XYLEM INC COM 98419M100 18 350 SH   DFND 16 0 350 0
YAHOO INC COM 984332106 52,451 1,216,954 SH   DFND 14 421,509 795,445 0
YAHOO INC COM 984332106 80 1,860 SH   DFND 16 0 1,860 0
YELP INC CL A 985817105 158 3,790 SH   DFND 14 3,790 0 0
YELP INC CL A 985817105 447 10,710 SH   DFND 18 0 10,710 0
YUM BRANDS INC COM 988498101 49,068 540,339 SH   DFND 14 182,040 358,299 0
YUM BRANDS INC COM 988498101 74 810 SH   DFND 16 0 810 0
YUM BRANDS INC COM 988498101 136 1,500 SH   DFND 18 0 1,500 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 618 8,874 SH   DFND 10 8,874 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 24,582 353,136 SH   DFND 14 74,256 278,880 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 167 2,400 SH   DFND 16 0 2,400 0
ZELTIQ AESTHETICS INC COM 98933Q108 2,460 62,717 SH   DFND 14 5,437 57,280 0
ZILLOW GROUP INC CL C CAP STK 98954M200 232 6,684 SH   DFND 14 6,514 170 0
ZIMMER BIOMET HLDGS INC COM 98956P102 36,211 278,503 SH   DFND 14 97,263 181,240 0
ZIMMER BIOMET HLDGS INC COM 98956P102 55 425 SH   DFND 16 0 425 0
ZIONS BANCORPORATION COM 989701107 8,570 276,285 SH   DFND 14 93,886 182,399 0
ZIONS BANCORPORATION COM 989701107 11 350 SH   DFND 16 0 350 0
ZIOPHARM ONCOLOGY INC COM 98973P101 72 12,773 SH   DFND 14 12,773 0 0
ZIX CORP COM 98974P100 109 26,673 SH   DFND 14 6,373 20,300 0
ZIX CORP COM 98974P100 50 12,300 SH   DFND 16 0 12,300 0
ZOETIS INC CL A 98978V103 936 18,000 SH   DFND 10 18,000 0 0
ZOETIS INC CL A 98978V103 38,462 739,503 SH   DFND 14 217,670 521,833 0
ZOETIS INC CL A 98978V103 52 1,000 SH   DFND 16 0 1,000 0
ZUMIEZ INC COM 989817101 672 37,356 SH   DFND 10 37,356 0 0
ZUMIEZ INC COM 989817101 563 31,285 SH   DFND 14 3,316 27,969 0
ZYNGA INC CL A 98986T108 153 52,700 SH   DFND 14 52,700 0 0
ZYNGA INC CL A 98986T108 88 30,170 SH   DFND 18 0 30,170 0
AIRCASTLE LTD COM G0129K104 12,543 631,547 SH   DFND 14 6,694 624,853 0
ALKERMES PLC SHS G01767105 502 10,665 SH   DFND 14 9,165 1,500 0
ALLEGION PUB LTD CO ORD SHS G0176J109 9,155 132,858 SH   DFND 14 42,600 90,258 0
ALLEGION PUB LTD CO ORD SHS G0176J109 11 166 SH   DFND 16 0 166 0
ALLERGAN PLC SHS G0177J108 629 2,730 SH   DFND 10 2,730 0 0
ALLERGAN PLC SHS G0177J108 227,812 989,152 SH   DFND 14 273,320 715,832 0
ALLERGAN PLC SHS G0177J108 797 3,461 SH   DFND 16 0 3,461 0
AMBARELLA INC SHS G037AX101 145 1,976 SH   DFND 10 1,976 0 0
AMBARELLA INC SHS G037AX101 181 2,460 SH   DFND 14 2,460 0 0
AON PLC SHS CL A G0408V102 40,264 357,930 SH   DFND 14 114,731 243,199 0
AON PLC SHS CL A G0408V102 65 575 SH   DFND 16 0 575 0
ARCH CAP GROUP LTD ORD G0450A105 165 2,081 SH   DFND 10 2,081 0 0
ARCH CAP GROUP LTD ORD G0450A105 580 7,320 SH   DFND 14 7,190 130 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 10,539 186,788 SH   DFND 14 3,607 183,181 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 391 8,393 SH   DFND 10 8,393 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 24,237 520,217 SH   DFND 14 73,192 447,025 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 84 1,800 SH   DFND 16 0 1,800 0
ARRIS INTL INC SHS G0551A103 3,162 111,612 SH   DFND 14 25,274 86,338 0
ASSURED GUARANTY LTD COM G0585R106 14,465 521,245 SH   DFND 14 107,145 414,100 0
ASSURED GUARANTY LTD COM G0585R106 244 8,800 SH   DFND 16 0 8,800 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 9,756 179,570 SH   DFND 14 15,970 163,600 0
AXALTA COATING SYS LTD COM G0750C108 201 7,110 SH   DFND 14 6,900 210 0
AXOVANT SCIENCES LTD COM G0750W104 23 1,610 SH   DFND 14 1,610 0 0
AXOVANT SCIENCES LTD COM G0750W104 146 10,400 SH   DFND 16 0 10,400 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 535 4,380 SH   DFND 10 4,380 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 245,106 2,006,273 SH   DFND 14 455,925 1,550,348 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,593 13,040 SH   DFND 16 0 13,040 0
BELMOND LTD CL A G1154H107 1,847 145,294 SH   DFND 14 10,774 134,520 0
BUNGE LIMITED COM G16962105 89,270 1,507,175 SH   DFND 14 212,565 1,294,610 0
BUNGE LIMITED COM G16962105 1,185 20,000 SH   DFND 16 0 20,000 0
CARDTRONICS PLC SHS CL A G1991C105 40,693 912,402 SH   DFND 14 203,902 708,500 0
CARDTRONICS PLC SHS CL A G1991C105 1,021 22,900 SH   DFND 16 0 22,900 0
CHINA YUCHAI INTL LTD COM G21082105 282 26,000 SH   DFND 14 0 26,000 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 291 7,290 SH   DFND 10 7,290 0 0
COCA COLA EUROPEAN PARTNERS SHS G25839104 106 2,654 SH   DFND 14 2,654 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 375 5,260 SH   DFND 10 5,260 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 26,186 367,163 SH   DFND 14 117,730 249,433 0
DELPHI AUTOMOTIVE PLC SHS G27823106 39 540 SH   DFND 16 0 540 0
EATON CORP PLC SHS G29183103 114,412 1,741,170 SH   DFND 14 304,375 1,436,795 0
EATON CORP PLC SHS G29183103 142 2,163 SH   DFND 16 0 2,163 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 23,681 361,819 SH   DFND 14 16,501 345,318 0
ENDO INTL PLC SHS G30401106 5,403 268,115 SH   DFND 14 91,886 176,229 0
ENDO INTL PLC SHS G30401106 7 350 SH   DFND 16 0 350 0
ENSTAR GROUP LIMITED SHS G3075P101 229 1,392 SH   DFND 14 1,392 0 0
ENSCO PLC SHS CLASS A G3157S106 67,797 7,976,092 SH   DFND 14 1,100,842 6,875,250 0
ENSCO PLC SHS CLASS A G3157S106 517 60,800 SH   DFND 16 0 60,800 0
ESSENT GROUP LTD COM G3198U102 4,097 153,980 SH   DFND 14 29,980 124,000 0
ESSENT GROUP LTD COM G3198U102 705 26,500 SH   DFND 16 0 26,500 0
EVEREST RE GROUP LTD COM G3223R108 429 2,260 SH   DFND 10 2,260 0 0
EVEREST RE GROUP LTD COM G3223R108 20,035 105,464 SH   DFND 14 13,827 91,637 0
FABRINET SHS G3323L100 2,997 67,219 SH   DFND 14 6,919 60,300 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 23,841 398,010 SH   DFND 14 40,049 357,961 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 863 14,400 SH   DFND 16 0 14,400 0
GENPACT LIMITED SHS G3922B107 331 13,817 SH   DFND 14 11,217 2,600 0
HELEN OF TROY CORP LTD COM G4388N106 1,602 18,593 SH   DFND 14 5,113 13,480 0
HERBALIFE LTD COM USD SHS G4412G101 286 4,621 SH   DFND 14 4,621 0 0
HORIZON PHARMA PLC SHS G4617B105 168 9,284 SH   DFND 10 9,284 0 0
HORIZON PHARMA PLC SHS G4617B105 291 16,060 SH   DFND 14 16,060 0 0
INGERSOLL-RAND PLC SHS G47791101 72,052 1,060,528 SH   DFND 14 160,608 899,920 0
INGERSOLL-RAND PLC SHS G47791101 1,250 18,400 SH   DFND 16 0 18,400 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 1,634 67,020 SH   DFND 14 3,420 63,600 0
WEATHERFORD INTL PLC ORD SHS G48833100 373 66,424 SH   DFND 14 17,500 48,924 0
INVESCO LTD SHS G491BT108 26,433 845,330 SH   DFND 14 232,742 612,588 0
INVESCO LTD SHS G491BT108 356 11,375 SH   DFND 16 0 11,375 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 66,418 546,738 SH   DFND 14 67,216 479,522 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,192 9,810 SH   DFND 16 0 9,810 0
JOHNSON CTLS INTL PLC SHS G51502105 385 8,272 SH   DFND 10 8,272 0 0
JOHNSON CTLS INTL PLC SHS G51502105 59,425 1,277,129 SH   DFND 14 408,432 868,697 0
JOHNSON CTLS INTL PLC SHS G51502105 91 1,961 SH   DFND 16 0 1,961 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 263 7,968 SH   DFND 14 7,126 842 0
LIVANOVA PLC SHS G5509L101 1,408 23,416 SH   DFND 14 3,399 20,017 0
MAIDEN HOLDINGS LTD SHS G5753U112 3,659 288,344 SH   DFND 14 11,039 277,305 0
MALLINCKRODT PUB LTD CO SHS G5785G107 127,483 1,826,927 SH   DFND 14 186,897 1,640,030 0
MALLINCKRODT PUB LTD CO SHS G5785G107 1,326 19,000 SH   DFND 16 0 19,000 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 411 30,940 SH   DFND 14 30,430 510 0
MEDTRONIC PLC SHS G5960L103 190,616 2,206,204 SH   DFND 14 732,260 1,473,944 0
MEDTRONIC PLC SHS G5960L103 254 2,940 SH   DFND 16 0 2,940 0
MICHAEL KORS HLDGS LTD SHS G60754101 10,818 231,205 SH   DFND 14 73,100 158,105 0
MICHAEL KORS HLDGS LTD SHS G60754101 16 340 SH   DFND 16 0 340 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,438 158,295 SH   DFND 14 51,695 106,600 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 237 10,900 SH   DFND 16 0 10,900 0
NABORS INDUSTRIES LTD SHS G6359F103 747 61,450 SH   DFND 10 61,450 0 0
NABORS INDUSTRIES LTD SHS G6359F103 22,674 1,864,629 SH   DFND 14 167,177 1,697,452 0
NABORS INDUSTRIES LTD SHS G6359F103 94 7,700 SH   DFND 16 0 7,700 0
NIELSEN HLDGS PLC SHS EUR G6518L108 24,542 458,134 SH   DFND 14 146,112 312,022 0
NIELSEN HLDGS PLC SHS EUR G6518L108 39 730 SH   DFND 16 0 730 0
NOBLE CORP PLC SHS USD G65431101 9,234 1,456,504 SH   DFND 14 126,912 1,329,592 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 4,615 122,405 SH   DFND 14 14,965 107,440 0
OXFORD IMMUNOTEC GLOBAL PLC ORD SHS G6855A103 139 11,090 SH   DFND 14 1,390 9,700 0
PROTHENA CORP PLC SHS G72800108 2,157 35,960 SH   DFND 14 35,960 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 3,749 31,198 SH   DFND 14 7,648 23,550 0
ROWAN COMPANIES PLC SHS CL A G7665A101 12,014 792,460 SH   DFND 14 72,825 719,635 0
SEADRILL LIMITED SHS G7945E105 61 25,550 SH   DFND 14 25,550 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 28,401 736,730 SH   DFND 14 142,688 594,042 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 101 2,620 SH   DFND 16 0 2,620 0
PENTAIR PLC SHS G7S00T104 16,161 251,580 SH   DFND 14 81,937 169,643 0
PENTAIR PLC SHS G7S00T104 22 346 SH   DFND 16 0 346 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 6,987 474,309 SH   DFND 14 7,440 466,869 0
SIGNET JEWELERS LIMITED SHS G81276100 8,125 109,022 SH   DFND 14 37,522 71,500 0
SIGNET JEWELERS LIMITED SHS G81276100 12 160 SH   DFND 16 0 160 0
STERIS PLC SHS USD G84720104 356 4,876 SH   DFND 10 4,876 0 0
STERIS PLC SHS USD G84720104 3,412 46,670 SH   DFND 14 7,530 39,140 0
TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 836 111,620 SH   DFND 14 3,020 108,600 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 8,022 533,720 SH   DFND 14 148,020 385,700 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 711 47,300 SH   DFND 16 0 47,300 0
TRITON INTL LTD CL A G9078F107 526 39,888 SH   DFND 14 2,451 37,437 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 3,906 78,410 SH   DFND 14 8,810 69,600 0
WHITE MTNS INS GROUP LTD COM G9618E107 416 501 SH   DFND 14 501 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 23,299 175,482 SH   DFND 14 55,232 120,250 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 37 277 SH   DFND 16 0 277 0
PERRIGO CO PLC SHS G97822103 17,841 193,226 SH   DFND 14 61,730 131,496 0
PERRIGO CO PLC SHS G97822103 28 300 SH   DFND 16 0 300 0
XL GROUP LTD COM G98294104 70,527 2,097,136 SH   DFND 14 347,005 1,750,131 0
XL GROUP LTD COM G98294104 395 11,755 SH   DFND 16 0 11,755 0
CHUBB LIMITED COM H1467J104 256 2,040 SH   DFND 10 2,040 0 0
CHUBB LIMITED COM H1467J104 102,814 818,254 SH   DFND 14 222,953 595,301 0
CHUBB LIMITED COM H1467J104 126 1,002 SH   DFND 16 0 1,002 0
GARMIN LTD SHS H2906T109 7,407 153,956 SH   DFND 14 48,500 105,456 0
GARMIN LTD SHS H2906T109 10 200 SH   DFND 16 0 200 0
TE CONNECTIVITY LTD REG SHS H84989104 444 6,900 SH   DFND 10 6,900 0 0
TE CONNECTIVITY LTD REG SHS H84989104 30,614 475,528 SH   DFND 14 150,596 324,932 0
TE CONNECTIVITY LTD REG SHS H84989104 48 750 SH   DFND 16 0 750 0
TRANSOCEAN LTD REG SHS H8817H100 12,842 1,204,659 SH   DFND 14 185,685 1,018,974 0
TRANSOCEAN LTD REG SHS H8817H100 6 570 SH   DFND 16 0 570 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 1,487 45,900 SH   DFND 14 42,800 3,100 0
GLOBANT S A COM L44385109 8,296 196,970 SH   DFND 14 61,670 135,300 0
GLOBANT S A COM L44385109 661 15,700 SH   DFND 16 0 15,700 0
TRINSEO S A SHS L9340P101 28,015 495,320 SH   DFND 14 66,940 428,380 0
TRINSEO S A SHS L9340P101 1,058 18,700 SH   DFND 16 0 18,700 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 997 12,847 SH   DFND 14 12,395 452 0
ORBOTECH LTD ORD M75253100 181 6,126 SH   DFND 10 6,126 0 0
ORBOTECH LTD ORD M75253100 9,289 313,700 SH   DFND 14 0 313,700 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 534 4,830 SH   DFND 10 4,830 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 194 1,754 SH   DFND 14 1,607 147 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 33 300 SH   DFND 16 0 300 0
AERCAP HOLDINGS NV SHS N00985106 632 16,411 SH   DFND 14 15,859 552 0
AVG TECHNOLOGIES N V SHS N07831105 2,292 91,630 SH   DFND 14 91,630 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 2,696 63,326 SH   DFND 14 20,665 42,661 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 132 3,100 SH   DFND 16 0 3,100 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 176,946 2,193,731 SH   DFND 14 408,984 1,784,747 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,349 16,720 SH   DFND 16 0 16,720 0
MYLAN N V SHS EURO N59465109 485 12,730 SH   DFND 10 12,730 0 0
MYLAN N V SHS EURO N59465109 23,010 603,625 SH   DFND 14 197,397 406,228 0
MYLAN N V SHS EURO N59465109 36 945 SH   DFND 16 0 945 0
NXP SEMICONDUCTORS N V COM N6596X109 5,533 54,244 SH   DFND 14 34,858 19,386 0
NXP SEMICONDUCTORS N V COM N6596X109 418 4,100 SH   DFND 16 0 4,100 0
ORTHOFIX INTL N V COM N6748L102 3,258 76,184 SH   DFND 14 34,484 41,700 0
ORTHOFIX INTL N V COM N6748L102 496 11,600 SH   DFND 16 0 11,600 0
SAPIENS INTL CORP N V SHS NEW N7716A151 467 36,600 SH   DFND 14 1,600 35,000 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 41,412 552,527 SH   DFND 14 196,330 356,197 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 442 5,900 SH   DFND 16 0 5,900 0
ARDMORE SHIPPING CORP COM Y0207T100 517 73,440 SH   DFND 14 1,940 71,500 0
BROADCOM LTD SHS Y09827109 1,955 11,330 SH   DFND 10 11,330 0 0
BROADCOM LTD SHS Y09827109 92,962 538,848 SH   DFND 14 171,522 367,326 0
BROADCOM LTD SHS Y09827109 147 850 SH   DFND 16 0 850 0
DHT HOLDINGS INC SHS NEW Y2065G121 3,919 935,370 SH   DFND 14 5,670 929,700 0
DORIAN LPG LTD SHS USD Y2106R110 839 139,800 SH   DFND 14 2,300 137,500 0
FLEX LTD ORD Y2573F102 170 12,510 SH   DFND 10 12,510 0 0
FLEX LTD ORD Y2573F102 90 6,592 SH   DFND 14 5,820 772 0
SCORPIO TANKERS INC SHS Y7542C106 5,736 1,238,862 SH   DFND 14 10,662 1,228,200 0
TEEKAY CORPORATION COM Y8564W103 2,239 290,363 SH   DFND 14 133,563 156,800 0
TEEKAY TANKERS LTD CL A Y8565N102 964 381,173 SH   DFND 14 7,073 374,100 0