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 352 41,238 SH   DFND 10 41,238 0 0
AAC HLDGS INC COM 000307108 5 630 SH   DFND 14 630 0 0
AAON INC COM PAR $0.004 000360206 3,022 85,496 SH   DFND 14 21,633 63,863 0
AAR CORP COM 000361105 1,852 55,072 SH   DFND 14 5,529 49,543 0
ACCO BRANDS CORP COM 00081T108 9,205 700,016 SH   DFND 14 11,175 688,841 0
ABM INDS INC COM 000957100 4,942 113,342 SH   DFND 14 10,065 103,277 0
AFLAC INC COM 001055102 773 10,675 SH   DFND 10 10,675 0 0
AFLAC INC COM 001055102 103,196 1,424,965 SH   DFND 14 261,235 1,163,730 0
AFLAC INC COM 001055102 687 9,480 SH   DFND 16 0 9,480 0
AGCO CORP COM 001084102 7,196 119,570 SH   DFND 14 9,465 110,105 0
AG MTG INVT TR INC COM 001228105 6,487 359,377 SH   DFND 14 25,796 333,581 0
AGNC INVT CORP COM 00123Q104 16,701 839,645 SH   DFND 14 75,595 764,050 0
AES CORP COM 00130H105 108,735 9,725,860 SH   DFND 14 1,752,138 7,973,722 0
AES CORP COM 00130H105 394 35,210 SH   DFND 16 0 35,210 0
AK STL HLDG CORP COM 001547108 3,878 539,319 SH   DFND 14 52,980 486,339 0
ALPS ETF TR ALERIAN MLP 00162Q866 652 51,300 SH   DFND 18 0 51,300 0
AMAG PHARMACEUTICALS INC COM 00163U106 6,924 307,047 SH   DFND 14 88,327 218,720 0
AMAG PHARMACEUTICALS INC COM 00163U106 649 28,800 SH   DFND 16 0 28,800 0
AMC NETWORKS INC CL A 00164V103 8,307 141,559 SH   DFND 14 18,362 123,197 0
AMC ENTMT HLDGS INC CL A COM 00165C104 968 30,779 SH   DFND 14 4,779 26,000 0
AMN HEALTHCARE SERVICES INC COM 001744101 3,336 82,171 SH   DFND 14 8,378 73,793 0
ANI PHARMACEUTICALS INC COM 00182C103 697 14,080 SH   DFND 14 1,630 12,450 0
AT&T INC COM 00206R102 1,473 35,444 SH   DFND 10 35,444 0 0
AT&T INC COM 00206R102 611,256 14,711,344 SH   DFND 14 4,001,122 10,710,222 0
AT&T INC COM 00206R102 2,487 59,858 SH   DFND 16 0 59,858 0
ATN INTL INC COM 00215F107 2,579 36,619 SH   DFND 14 18,659 17,960 0
AZZ INC COM 002474104 3,944 66,286 SH   DFND 14 12,064 54,222 0
AARONS INC COM PAR $0.50 002535300 4,468 150,227 SH   DFND 14 45,612 104,615 0
ABAXIS INC COM 002567105 1,873 38,609 SH   DFND 14 3,679 34,930 0
ABBOTT LABS COM 002824100 253,018 5,697,321 SH   DFND 14 1,280,258 4,417,063 0
ABBOTT LABS COM 002824100 1,556 35,028 SH   DFND 16 0 35,028 0
ABBVIE INC COM 00287Y109 250,174 3,839,378 SH   DFND 14 976,119 2,863,259 0
ABBVIE INC COM 00287Y109 1,702 26,115 SH   DFND 16 0 26,115 0
ABERCROMBIE & FITCH CO CL A 002896207 1,381 115,769 SH   DFND 14 11,550 104,219 0
ABIOMED INC COM 003654100 3,418 27,299 SH   DFND 14 5,694 21,605 0
ABIOMED INC COM 003654100 9,478 75,700 SH   DFND 18 0 75,700 0
ABRAXAS PETE CORP COM 003830106 22 11,095 SH   DFND 14 11,095 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 198 4,530 SH   DFND 14 4,530 0 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 9,788 224,500 SH   DFND 18 0 224,500 0
ACADIA PHARMACEUTICALS INC COM 004225108 164 4,760 SH   DFND 14 4,760 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 5,717 166,300 SH   DFND 18 0 166,300 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,403 146,476 SH   DFND 14 15,298 131,178 0
ACCURAY INC COM 004397105 34 7,080 SH   DFND 14 7,080 0 0
ACCURAY INC COM 004397105 2,416 508,700 SH   DFND 18 0 508,700 0
ACETO CORP COM 004446100 926 58,591 SH   DFND 14 12,211 46,380 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 49 11,632 SH   DFND 14 11,632 0 0
ACI WORLDWIDE INC COM 004498101 1,635 76,454 SH   DFND 14 19,959 56,495 0
ACORDA THERAPEUTICS INC COM 00484M106 5,082 241,985 SH   DFND 14 55,095 186,890 0
ACORDA THERAPEUTICS INC COM 00484M106 458 21,800 SH   DFND 16 0 21,800 0
ACTIVISION BLIZZARD INC COM 00507V109 47,869 960,077 SH   DFND 14 323,856 636,221 0
ACTIVISION BLIZZARD INC COM 00507V109 75 1,500 SH   DFND 16 0 1,500 0
ACTUANT CORP CL A NEW 00508X203 2,686 101,942 SH   DFND 14 10,361 91,581 0
ACUITY BRANDS INC COM 00508Y102 12,584 61,687 SH   DFND 14 20,992 40,695 0
ACUITY BRANDS INC COM 00508Y102 20 100 SH   DFND 16 0 100 0
ACXIOM CORP COM 005125109 1,459 51,251 SH   DFND 14 13,912 37,339 0
ADAMS RES & ENERGY INC COM NEW 006351308 817 21,878 SH   DFND 14 400 21,478 0
ADEPTUS HEALTH INC CL A 006855100 49 27,470 SH   DFND 14 5,650 21,820 0
ADOBE SYS INC COM 00724F101 504 3,875 SH   DFND 10 3,875 0 0
ADOBE SYS INC COM 00724F101 233,918 1,797,574 SH   DFND 14 350,818 1,446,756 0
ADOBE SYS INC COM 00724F101 1,768 13,587 SH   DFND 16 0 13,587 0
ADTRAN INC COM 00738A106 1,901 91,621 SH   DFND 14 8,146 83,475 0
ADVANCE AUTO PARTS INC COM 00751Y106 15,348 103,519 SH   DFND 14 35,394 68,125 0
ADVANCE AUTO PARTS INC COM 00751Y106 25 170 SH   DFND 16 0 170 0
AECOM COM 00766T100 34,557 970,964 SH   DFND 14 147,721 823,243 0
AECOM COM 00766T100 135 3,800 SH   DFND 16 0 3,800 0
AEGION CORP COM 00770F104 9,446 412,306 SH   DFND 14 6,149 406,157 0
AERIE PHARMACEUTICALS INC COM 00771V108 115 2,530 SH   DFND 14 2,530 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 2,766 61,000 SH   DFND 18 0 61,000 0
ADVANSIX INC COM 00773T101 536 19,632 SH   DFND 10 19,632 0 0
ADVANSIX INC COM 00773T101 3,238 118,531 SH   DFND 14 8,367 110,164 0
ADVANSIX INC COM 00773T101 8 292 SH   DFND 16 0 292 0
AEROJET ROCKETDYNE HLDGS INC COM 007800105 2,748 126,617 SH   DFND 14 11,158 115,459 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 3,783 121,380 SH   DFND 14 52,280 69,100 0
ADVANCEPIERRE FOODS HLDGS IN COM 00782L107 732 23,500 SH   DFND 16 0 23,500 0
ADVANCED MICRO DEVICES INC COM 007903107 15,427 1,060,303 SH   DFND 14 381,602 678,701 0
ADVANCED MICRO DEVICES INC COM 007903107 24 1,650 SH   DFND 16 0 1,650 0
ADVANCED ENERGY INDS COM 007973100 36,350 530,193 SH   DFND 14 149,033 381,160 0
ADVANCED ENERGY INDS COM 007973100 1,495 21,800 SH   DFND 16 0 21,800 0
AEROVIRONMENT INC COM 008073108 991 35,350 SH   DFND 14 3,566 31,784 0
AETNA INC NEW COM 00817Y108 733 5,750 SH   DFND 10 5,750 0 0
AETNA INC NEW COM 00817Y108 146,307 1,147,059 SH   DFND 14 300,631 846,428 0
AETNA INC NEW COM 00817Y108 353 2,767 SH   DFND 16 0 2,767 0
AFFILIATED MANAGERS GROUP COM 008252108 13,556 82,686 SH   DFND 14 27,411 55,275 0
AFFILIATED MANAGERS GROUP COM 008252108 20 120 SH   DFND 16 0 120 0
AGILENT TECHNOLOGIES INC COM 00846U101 23,570 445,819 SH   DFND 14 153,150 292,669 0
AGILENT TECHNOLOGIES INC COM 00846U101 35 664 SH   DFND 16 0 664 0
AGILYSYS INC COM 00847J105 236 24,999 SH   DFND 14 2,827 22,172 0
AGREE REALTY CORP COM 008492100 2,153 44,892 SH   DFND 14 4,262 40,630 0
AIR METHODS CORP COM PAR $.06 009128307 2,487 57,834 SH   DFND 14 6,548 51,286 0
AIR LEASE CORP CL A 00912X302 11,802 304,574 SH   DFND 14 13,274 291,300 0
AIR LEASE CORP CL A 00912X302 353 9,100 SH   DFND 18 0 9,100 0
AIR PRODS & CHEMS INC COM 009158106 41,993 310,396 SH   DFND 14 102,767 207,629 0
AIR PRODS & CHEMS INC COM 009158106 66 485 SH   DFND 16 0 485 0
AIR PRODS & CHEMS INC COM 009158106 704 5,200 SH   DFND 18 0 5,200 0
AKAMAI TECHNOLOGIES INC COM 00971T101 16,011 268,186 SH   DFND 14 81,248 186,938 0
AKAMAI TECHNOLOGIES INC COM 00971T101 24 410 SH   DFND 16 0 410 0
AKORN INC COM 009728106 7,369 306,037 SH   DFND 14 15,667 290,370 0
AKORN INC COM 009728106 26 1,100 SH   DFND 16 0 1,100 0
ALAMO GROUP INC COM 011311107 2,585 33,929 SH   DFND 14 11,209 22,720 0
ALAMO GROUP INC COM 011311107 53 700 SH   DFND 16 0 700 0
ALARM COM HLDGS INC COM 011642105 1,242 40,390 SH   DFND 14 1,490 38,900 0
ALARM COM HLDGS INC COM 011642105 320 10,400 SH   DFND 16 0 10,400 0
ALASKA AIR GROUP INC COM 011659109 929 10,070 SH   DFND 10 10,070 0 0
ALASKA AIR GROUP INC COM 011659109 24,938 270,421 SH   DFND 14 67,820 202,601 0
ALASKA AIR GROUP INC COM 011659109 25 270 SH   DFND 16 0 270 0
ALBANY INTL CORP CL A 012348108 2,284 49,593 SH   DFND 14 4,903 44,690 0
ALBANY MOLECULAR RESH INC COM 012423109 536 38,220 SH   DFND 14 4,300 33,920 0
ALBEMARLE CORP COM 012653101 17,104 161,911 SH   DFND 14 52,432 109,479 0
ALBEMARLE CORP COM 012653101 23 220 SH   DFND 16 0 220 0
ALCOA CORP COM 013872106 8,124 236,174 SH   DFND 14 85,374 150,800 0
ALCOA CORP COM 013872106 774 22,500 SH   DFND 18 0 22,500 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 104 4,990 SH   DFND 14 4,990 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 2,827 135,900 SH   DFND 18 0 135,900 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,557 34,978 SH   DFND 14 12,053 22,925 0
ALEXANDER & BALDWIN INC NEW COM 014491104 9 200 SH   DFND 16 0 200 0
ALERE INC COM 01449J105 207 5,215 SH   DFND 14 5,215 0 0
ALEXANDERS INC COM 014752109 201 465 SH   DFND 14 285 180 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 13,023 117,830 SH   DFND 14 40,202 77,628 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 22 200 SH   DFND 16 0 200 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 49,816 450,746 SH   DFND 3 66,774 383,972 0
ALEXION PHARMACEUTICALS INC COM 015351109 37,539 309,628 SH   DFND 14 105,278 204,350 0
ALEXION PHARMACEUTICALS INC COM 015351109 61 500 SH   DFND 16 0 500 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 607 5,630 SH   DFND 10 5,630 0 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 178,755 1,657,748 SH   DFND 14 28,400 1,629,348 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 15,290 141,800 SH   DFND 16 0 141,800 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 3,246 30,100 SH   DFND 18 0 30,100 0
ALIGN TECHNOLOGY INC COM 016255101 5,519 48,116 SH   DFND 14 11,631 36,485 0
ALLEGHANY CORP DEL COM 017175100 41,040 66,769 SH   DFND 14 14,529 52,240 0
ALLEGHANY CORP DEL COM 017175100 350 570 SH   DFND 16 0 570 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,299 72,342 SH   DFND 14 20,140 52,202 0
ALLEGIANT TRAVEL CO COM 01748X102 622 3,879 SH   DFND 10 3,879 0 0
ALLEGIANT TRAVEL CO COM 01748X102 6,339 39,556 SH   DFND 14 2,402 37,154 0
ALLETE INC COM NEW 018522300 925 13,659 SH   DFND 10 13,659 0 0
ALLETE INC COM NEW 018522300 5,868 86,663 SH   DFND 14 9,042 77,621 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 498 2,000 SH   DFND 10 2,000 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 19,522 78,402 SH   DFND 14 27,297 51,105 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 35 140 SH   DFND 16 0 140 0
ALLIANT ENERGY CORP COM 018802108 12,559 317,059 SH   DFND 14 105,398 211,661 0
ALLIANT ENERGY CORP COM 018802108 18 460 SH   DFND 16 0 460 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 2,686 74,500 SH   DFND 14 7,400 67,100 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 1,419 111,917 SH   DFND 14 24,955 86,962 0
ALLSTATE CORP COM 020002101 1,710 20,980 SH   DFND 10 20,980 0 0
ALLSTATE CORP COM 020002101 193,836 2,378,650 SH   DFND 14 443,331 1,935,319 0
ALLSTATE CORP COM 020002101 1,671 20,509 SH   DFND 16 0 20,509 0
ALLY FINL INC COM 02005N100 21,056 1,035,691 SH   DFND 14 115,941 919,750 0
ALMOST FAMILY INC COM 020409108 997 20,512 SH   DFND 14 2,011 18,501 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 215 4,204 SH   DFND 14 4,204 0 0
ALON USA ENERGY INC COM 020520102 1,990 163,253 SH   DFND 14 163,253 0 0
ALPHABET INC CAP STK CL C 02079K107 664,775 801,358 SH   DFND 14 208,993 592,365 0
ALPHABET INC CAP STK CL C 02079K107 3,824 4,610 SH   DFND 16 0 4,610 0
ALPHABET INC CAP STK CL A 02079K305 1,980 2,335 SH   DFND 10 2,335 0 0
ALPHABET INC CAP STK CL A 02079K305 530,563 625,811 SH   DFND 14 160,202 465,609 0
ALPHABET INC CAP STK CL A 02079K305 2,675 3,155 SH   DFND 16 0 3,155 0
ALTRIA GROUP INC COM 02209S103 277,645 3,887,496 SH   DFND 14 1,053,418 2,834,078 0
ALTRIA GROUP INC COM 02209S103 1,638 22,940 SH   DFND 16 0 22,940 0
ALTRIA GROUP INC COM 02209S103 479 6,700 SH   DFND 18 0 6,700 0
AMAZON COM INC COM 023135106 532 600 SH   DFND 10 600 0 0
AMAZON COM INC COM 023135106 613,845 692,405 SH   DFND 14 216,697 475,708 0
AMAZON COM INC COM 023135106 1,405 1,585 SH   DFND 16 0 1,585 0
AMAZON COM INC COM 023135106 1,144 1,290 SH   DFND 18 0 1,290 0
AMBAC FINL GROUP INC COM NEW 023139884 1,401 74,290 SH   DFND 14 2,790 71,500 0
AMEDISYS INC COM 023436108 2,462 48,182 SH   DFND 14 4,958 43,224 0
AMERCO COM 023586100 3,511 9,211 SH   DFND 14 611 8,600 0
AMEREN CORP COM 023608102 18,501 338,917 SH   DFND 14 114,064 224,853 0
AMEREN CORP COM 023608102 29 525 SH   DFND 16 0 525 0
AMERICAN AIRLS GROUP INC COM 02376R102 57,605 1,361,822 SH   DFND 14 297,761 1,064,061 0
AMERICAN AIRLS GROUP INC COM 02376R102 42 1,000 SH   DFND 16 0 1,000 0
AMERICAN ASSETS TR INC COM 024013104 11,463 273,976 SH   DFND 14 85,993 187,983 0
AMERICAN ASSETS TR INC COM 024013104 121 2,900 SH   DFND 16 0 2,900 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 10,721 570,871 SH   DFND 14 16,441 554,430 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 3,975 83,526 SH   DFND 14 19,315 64,211 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 28,189 592,328 SH   DFND 3 88,308 504,020 0
AMERICAN ELEC PWR INC COM 025537101 1,117 16,640 SH   DFND 10 16,640 0 0
AMERICAN ELEC PWR INC COM 025537101 72,284 1,076,778 SH   DFND 14 246,475 830,303 0
AMERICAN ELEC PWR INC COM 025537101 76 1,130 SH   DFND 16 0 1,130 0
AMERICAN ELEC PWR INC COM 025537101 309 4,600 SH   DFND 18 0 4,600 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 7,746 552,094 SH   DFND 14 31,343 520,751 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 610 25,807 SH   DFND 10 25,807 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 24,242 1,025,904 SH   DFND 14 100,337 925,567 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 603 25,500 SH   DFND 16 0 25,500 0
AMERICAN EXPRESS CO COM 025816109 1,980 25,030 SH   DFND 10 25,030 0 0
AMERICAN EXPRESS CO COM 025816109 113,922 1,440,046 SH   DFND 14 391,828 1,048,218 0
AMERICAN EXPRESS CO COM 025816109 129 1,633 SH   DFND 16 0 1,633 0
AMERICAN FINL GROUP INC OHIO COM 025932104 286 3,000 SH   DFND 10 3,000 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 74,307 778,735 SH   DFND 14 147,676 631,059 0
AMERICAN FINL GROUP INC OHIO COM 025932104 706 7,400 SH   DFND 16 0 7,400 0
AMERICAN HOMES 4 RENT CL A 02665T306 450 19,580 SH   DFND 14 13,580 6,000 0
AMERICAN INTL GROUP INC COM NEW 026874784 82,618 1,323,366 SH   DFND 14 447,456 875,910 0
AMERICAN INTL GROUP INC COM NEW 026874784 128 2,058 SH   DFND 16 0 2,058 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 17,500 883,399 SH   DFND 14 84,099 799,300 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 111 5,600 SH   DFND 16 0 5,600 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,440 62,862 SH   DFND 14 2,660 60,202 0
AMERICAN SOFTWARE INC CL A 029683109 176 17,111 SH   DFND 14 3,411 13,700 0
AMERICAN STS WTR CO COM 029899101 7,118 160,672 SH   DFND 14 71,472 89,200 0
AMERICAN TOWER CORP NEW COM 03027X100 151,275 1,244,652 SH   DFND 14 366,360 878,292 0
AMERICAN TOWER CORP NEW COM 03027X100 550 4,525 SH   DFND 16 0 4,525 0
AMERICAN TOWER CORP NEW COM 03027X100 498 4,100 SH   DFND 18 0 4,100 0
AMERICAN VANGUARD CORP COM 030371108 726 43,710 SH   DFND 14 3,982 39,728 0
AMERICAN WTR WKS CO INC NEW COM 030420103 19,391 249,337 SH   DFND 14 83,923 165,414 0
AMERICAN WTR WKS CO INC NEW COM 030420103 29 370 SH   DFND 16 0 370 0
AMERICAN WTR WKS CO INC NEW COM 030420103 311 4,000 SH   DFND 18 0 4,000 0
AMERICAN WOODMARK CORP COM 030506109 1,104 12,024 SH   DFND 10 12,024 0 0
AMERICAN WOODMARK CORP COM 030506109 8,468 92,240 SH   DFND 14 27,580 64,660 0
AMERICAN WOODMARK CORP COM 030506109 413 4,500 SH   DFND 16 0 4,500 0
AMERICAS CAR MART INC COM 03062T105 304 8,337 SH   DFND 14 6,137 2,200 0
AMERISAFE INC COM 03071H100 3,729 57,451 SH   DFND 14 26,429 31,022 0
AMERISOURCEBERGEN CORP COM 03073E105 34,151 385,889 SH   DFND 14 85,042 300,847 0
AMERISOURCEBERGEN CORP COM 03073E105 35 390 SH   DFND 16 0 390 0
AMERIPRISE FINL INC COM 03076C106 1,002 7,730 SH   DFND 10 7,730 0 0
AMERIPRISE FINL INC COM 03076C106 80,214 618,554 SH   DFND 14 91,074 527,480 0
AMERIPRISE FINL INC COM 03076C106 46 355 SH   DFND 16 0 355 0
AMERIS BANCORP COM 03076K108 2,929 63,533 SH   DFND 14 6,723 56,810 0
AMETEK INC NEW COM 031100100 17,304 319,971 SH   DFND 14 107,176 212,795 0
AMETEK INC NEW COM 031100100 27 500 SH   DFND 16 0 500 0
AMGEN INC COM 031162100 2,965 18,070 SH   DFND 10 18,070 0 0
AMGEN INC COM 031162100 325,822 1,985,872 SH   DFND 14 475,338 1,510,534 0
AMGEN INC COM 031162100 2,350 14,322 SH   DFND 16 0 14,322 0
AMICUS THERAPEUTICS INC COM 03152W109 96 13,500 SH   DFND 14 13,500 0 0
AMICUS THERAPEUTICS INC COM 03152W109 5,705 800,200 SH   DFND 18 0 800,200 0
AMKOR TECHNOLOGY INC COM 031652100 748 64,571 SH   DFND 10 64,571 0 0
AMKOR TECHNOLOGY INC COM 031652100 11,418 985,161 SH   DFND 14 227,600 757,561 0
AMKOR TECHNOLOGY INC COM 031652100 364 31,400 SH   DFND 16 0 31,400 0
AMPHENOL CORP NEW CL A 032095101 30,226 424,698 SH   DFND 14 144,224 280,474 0
AMPHENOL CORP NEW CL A 032095101 46 640 SH   DFND 16 0 640 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,286 88,670 SH   DFND 14 33,400 55,270 0
ANADARKO PETE CORP COM 032511107 100,972 1,628,585 SH   DFND 14 355,467 1,273,118 0
ANADARKO PETE CORP COM 032511107 812 13,103 SH   DFND 16 0 13,103 0
ANADARKO PETE CORP COM 032511107 1,290 20,800 SH   DFND 18 0 20,800 0
ANALOG DEVICES INC COM 032654105 42,149 514,323 SH   DFND 14 172,409 341,914 0
ANALOG DEVICES INC COM 032654105 65 793 SH   DFND 16 0 793 0
ANALOGIC CORP COM PAR $0.05 032657207 1,639 21,594 SH   DFND 14 2,269 19,325 0
ANDERSONS INC COM 034164103 1,731 45,665 SH   DFND 14 5,003 40,662 0
ANGIODYNAMICS INC COM 03475V101 4,610 265,691 SH   DFND 14 77,041 188,650 0
ANGIODYNAMICS INC COM 03475V101 439 25,300 SH   DFND 16 0 25,300 0
ANIKA THERAPEUTICS INC COM 035255108 1,108 25,510 SH   DFND 14 2,700 22,810 0
ANIXTER INTL INC COM 035290105 409 5,153 SH   DFND 10 5,153 0 0
ANIXTER INTL INC COM 035290105 14,939 188,382 SH   DFND 14 36,758 151,624 0
ANIXTER INTL INC COM 035290105 888 11,200 SH   DFND 16 0 11,200 0
ANNALY CAP MGMT INC COM 035710409 30,046 2,704,368 SH   DFND 14 219,268 2,485,100 0
ANSYS INC COM 03662Q105 5,694 53,279 SH   DFND 14 11,916 41,363 0
ANTERO RES CORP COM 03674X106 9,464 414,921 SH   DFND 14 42,271 372,650 0
ANTHEM INC COM 036752103 119,563 722,959 SH   DFND 14 153,628 569,331 0
ANTHEM INC COM 036752103 95 575 SH   DFND 16 0 575 0
ANWORTH MORTGAGE ASSET CP COM 037347101 249 44,790 SH   DFND 14 9,890 34,900 0
APACHE CORP COM 037411105 27,295 531,141 SH   DFND 14 180,426 350,715 0
APACHE CORP COM 037411105 44 861 SH   DFND 16 0 861 0
APACHE CORP COM 037411105 735 14,300 SH   DFND 18 0 14,300 0
APARTMENT INVT & MGMT CO CL A 03748R101 9,770 220,290 SH   DFND 14 74,683 145,607 0
APARTMENT INVT & MGMT CO CL A 03748R101 13 304 SH   DFND 16 0 304 0
APOGEE ENTERPRISES INC COM 037598109 3,257 54,632 SH   DFND 14 10,135 44,497 0
APOLLO INVT CORP COM 03761U106 68 10,350 SH   DFND 14 10,350 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 7,841 416,858 SH   DFND 14 8,875 407,983 0
APPLE INC COM 037833100 4,085 28,433 SH   DFND 10 28,433 0 0
APPLE INC COM 037833100 1,561,489 10,869,340 SH   DFND 14 3,034,294 7,835,046 0
APPLE INC COM 037833100 6,178 43,005 SH   DFND 16 0 43,005 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 9,554 500,225 SH   DFND 14 43,125 457,100 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 25,053 405,068 SH   DFND 14 74,599 330,469 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 996 16,100 SH   DFND 16 0 16,100 0
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APPLIED GENETIC TECHNOL CORP COM 03820J100 154 22,300 SH   DFND 16 0 22,300 0
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APTARGROUP INC COM 038336103 3,714 48,244 SH   DFND 14 8,417 39,827 0
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ARAMARK COM 03852U106 9,523 258,290 SH   DFND 14 12,740 245,550 0
ARAMARK COM 03852U106 365 9,900 SH   DFND 16 0 9,900 0
ARCBEST CORP COM 03937C105 522 20,062 SH   DFND 10 20,062 0 0
ARCBEST CORP COM 03937C105 1,278 49,140 SH   DFND 14 4,193 44,947 0
ARCHER DANIELS MIDLAND CO COM 039483102 51,204 1,112,159 SH   DFND 14 269,814 842,345 0
ARCHER DANIELS MIDLAND CO COM 039483102 57 1,241 SH   DFND 16 0 1,241 0
ARCHER DANIELS MIDLAND CO COM 039483102 129 2,800 SH   DFND 18 0 2,800 0
ARCHROCK INC COM 03957W106 3,424 276,090 SH   DFND 14 11,833 264,257 0
ARCONIC INC COM 03965L100 16,087 610,745 SH   DFND 14 207,249 403,496 0
ARCONIC INC COM 03965L100 24 893 SH   DFND 16 0 893 0
ARCONIC INC COM 03965L100 540 20,500 SH   DFND 18 0 20,500 0
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ARGAN INC COM 04010E109 39,241 593,212 SH   DFND 14 106,712 486,500 0
ARGAN INC COM 04010E109 1,032 15,600 SH   DFND 16 0 15,600 0
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ARES COML REAL ESTATE CORP COM 04013V108 11 800 SH   DFND 16 0 800 0
ARISTA NETWORKS INC COM 040413106 406 3,070 SH   DFND 14 2,970 100 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1,636 115,804 SH   DFND 14 2,108 113,696 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 6,126 269,755 SH   DFND 14 3,855 265,900 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 7,321 158,982 SH   DFND 14 66,282 92,700 0
ARRAY BIOPHARMA INC COM 04269X105 155 17,377 SH   DFND 14 17,377 0 0
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ARTISAN PARTNERS ASSET MGMT CL A 04316A108 437 15,824 SH   DFND 14 3,524 12,300 0
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ASHLAND GLOBAL HLDGS INC COM 044186104 4,830 39,010 SH   DFND 14 8,835 30,175 0
ASPEN TECHNOLOGY INC COM 045327103 516 8,763 SH   DFND 10 8,763 0 0
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ASSOCIATED BANC CORP COM 045487105 542 22,200 SH   DFND 16 0 22,200 0
ASSURANT INC COM 04621X108 7,639 79,844 SH   DFND 14 26,813 53,031 0
ASSURANT INC COM 04621X108 12 125 SH   DFND 16 0 125 0
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AUTOLIV INC COM 052800109 513 5,019 SH   DFND 14 4,795 224 0
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AVERY DENNISON CORP COM 053611109 10,114 125,483 SH   DFND 14 42,088 83,395 0
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BB&T CORP COM 054937107 68,157 1,524,769 SH   DFND 14 424,232 1,100,537 0
BB&T CORP COM 054937107 78 1,755 SH   DFND 16 0 1,755 0
B & G FOODS INC NEW COM 05508R106 4,711 117,033 SH   DFND 14 14,047 102,986 0
B & G FOODS INC NEW COM 05508R106 290 7,200 SH   DFND 18 0 7,200 0
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BGC PARTNERS INC CL A 05541T101 387 34,100 SH   DFND 16 0 34,100 0
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BMC STK HLDGS INC COM 05591B109 541 23,960 SH   DFND 14 5,260 18,700 0
BWX TECHNOLOGIES INC COM 05605H100 5,035 105,779 SH   DFND 14 5,879 99,900 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 310 33,161 SH   DFND 10 33,161 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 2,647 283,446 SH   DFND 14 14,746 268,700 0
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BAIDU INC SPON ADR REP A 056752108 25,389 147,167 SH   DFND 14 2,400 144,767 0
BAIDU INC SPON ADR REP A 056752108 1,811 10,500 SH   DFND 16 0 10,500 0
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BAKER HUGHES INC COM 057224107 969 16,205 SH   DFND 18 0 16,205 0
BALCHEM CORP COM 057665200 4,547 55,168 SH   DFND 14 5,813 49,355 0
BALDWIN & LYONS INC CL B 057755209 293 11,999 SH   DFND 14 1,099 10,900 0
BALDWIN & LYONS INC CL B 057755209 186 7,600 SH   DFND 16 0 7,600 0
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BALL CORP COM 058498106 30 400 SH   DFND 16 0 400 0
BALL CORP COM 058498106 720 9,700 SH   DFND 18 0 9,700 0
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BANCFIRST CORP COM 05945F103 288 3,200 SH   DFND 16 0 3,200 0
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BANK HAWAII CORP COM 062540109 2,174 26,391 SH   DFND 14 5,885 20,506 0
BANK OF MARIN BANCORP COM 063425102 2,978 46,272 SH   DFND 14 610 45,662 0
BANK MONTREAL QUE COM 063671101 357 4,770 SH   DFND 3 4,770 0 0
BANK MUTUAL CORP NEW COM 063750103 678 72,088 SH   DFND 14 7,398 64,690 0
BANK OF THE OZARKS INC COM 063904106 8,854 170,242 SH   DFND 14 18,502 151,740 0
BANK OF THE OZARKS INC COM 063904106 291 5,600 SH   DFND 18 0 5,600 0
BANK NEW YORK MELLON CORP COM 064058100 88,829 1,880,780 SH   DFND 14 538,259 1,342,521 0
BANK NEW YORK MELLON CORP COM 064058100 109 2,300 SH   DFND 16 0 2,300 0
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BANKRATE INC DEL COM 06647F102 502 52,000 SH   DFND 16 0 52,000 0
BANKUNITED INC COM 06652K103 2,840 76,112 SH   DFND 14 9,412 66,700 0
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BECTON DICKINSON & CO COM 075887109 1,039 5,665 SH   DFND 16 0 5,665 0
BED BATH & BEYOND INC COM 075896100 26,352 667,818 SH   DFND 14 125,737 542,081 0
BED BATH & BEYOND INC COM 075896100 11 285 SH   DFND 16 0 285 0
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BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 633,287 3,799,418 SH   DFND 14 1,059,704 2,739,714 0
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BERKSHIRE HILLS BANCORP INC COM 084680107 17,793 493,557 SH   DFND 14 47,573 445,984 0
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BROOKDALE SR LIVING INC COM 112463104 9,470 705,123 SH   DFND 14 32,123 673,000 0
BROOKLINE BANCORP INC DEL COM 11373M107 158 10,077 SH   DFND 10 10,077 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 4,441 283,760 SH   DFND 14 62,991 220,769 0
BROOKS AUTOMATION INC COM 114340102 280 12,500 SH   DFND 10 12,500 0 0
BROOKS AUTOMATION INC COM 114340102 7,269 324,508 SH   DFND 14 11,866 312,642 0
BROOKS AUTOMATION INC COM 114340102 663 29,600 SH   DFND 16 0 29,600 0
BROWN & BROWN INC COM 115236101 7,231 173,322 SH   DFND 14 16,083 157,239 0
BROWN FORMAN CORP CL B 115637209 12,255 265,380 SH   DFND 14 87,088 178,292 0
BROWN FORMAN CORP CL B 115637209 19 414 SH   DFND 16 0 414 0
BRUKER CORP COM 116794108 5,941 254,642 SH   DFND 14 10,842 243,800 0
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BRYN MAWR BK CORP COM 117665109 83 2,092 SH   DFND 14 1,792 300 0
BRYN MAWR BK CORP COM 117665109 103 2,600 SH   DFND 16 0 2,600 0
BUCKLE INC COM 118440106 249 13,399 SH   DFND 10 13,399 0 0
BUCKLE INC COM 118440106 885 47,594 SH   DFND 14 4,522 43,072 0
BUFFALO WILD WINGS INC COM 119848109 1,907 12,486 SH   DFND 14 3,389 9,097 0
BUILDERS FIRSTSOURCE INC COM 12008R107 356 23,900 SH   DFND 14 9,900 14,000 0
BURLINGTON STORES INC COM 122017106 259 2,660 SH   DFND 10 2,660 0 0
BURLINGTON STORES INC COM 122017106 37,241 382,780 SH   DFND 14 16,280 366,500 0
BURLINGTON STORES INC COM 122017106 194 1,990 SH   DFND 18 0 1,990 0
CAI INTERNATIONAL INC COM 12477X106 4,273 271,446 SH   DFND 14 1,940 269,506 0
CBIZ INC COM 124805102 652 48,092 SH   DFND 14 18,692 29,400 0
CBIZ INC COM 124805102 107 7,900 SH   DFND 16 0 7,900 0
CBL & ASSOC PPTYS INC COM 124830100 180 18,892 SH   DFND 14 18,892 0 0
CBL & ASSOC PPTYS INC COM 124830100 1,236 129,521 SH   DFND 3 0 129,521 0
CBS CORP NEW CL B 124857202 1,087 15,665 SH   DFND 10 15,665 0 0
CBS CORP NEW CL B 124857202 39,569 570,485 SH   DFND 14 177,865 392,620 0
CBS CORP NEW CL B 124857202 57 828 SH   DFND 16 0 828 0
CBS CORP NEW CL B 124857202 187 2,700 SH   DFND 18 0 2,700 0
CBOE HLDGS INC COM 12503M108 10,090 124,457 SH   DFND 14 42,202 82,255 0
CBOE HLDGS INC COM 12503M108 16 195 SH   DFND 16 0 195 0
CBRE GROUP INC CL A 12504L109 784 22,540 SH   DFND 10 22,540 0 0
CBRE GROUP INC CL A 12504L109 55,054 1,582,479 SH   DFND 14 293,845 1,288,634 0
CBRE GROUP INC CL A 12504L109 685 19,700 SH   DFND 16 0 19,700 0
C D I CORP COM 125071100 182 21,243 SH   DFND 14 925 20,318 0
CDK GLOBAL INC COM 12508E101 44,154 679,186 SH   DFND 14 141,056 538,130 0
CDK GLOBAL INC COM 12508E101 234 3,600 SH   DFND 16 0 3,600 0
CEB INC COM 125134106 1,586 20,173 SH   DFND 14 6,145 14,028 0
CECO ENVIRONMENTAL CORP COM 125141101 889 84,550 SH   DFND 14 2,950 81,600 0
CDW CORP COM 12514G108 9,634 166,932 SH   DFND 14 9,822 157,110 0
CF INDS HLDGS INC COM 125269100 9,405 320,445 SH   DFND 14 106,350 214,095 0
CF INDS HLDGS INC COM 125269100 13 435 SH   DFND 16 0 435 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 15,307 198,052 SH   DFND 14 67,485 130,567 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 21 275 SH   DFND 16 0 275 0
CIGNA CORPORATION COM 125509109 51,462 351,301 SH   DFND 14 122,833 228,468 0
CIGNA CORPORATION COM 125509109 82 560 SH   DFND 16 0 560 0
CIT GROUP INC COM NEW 125581801 5,893 137,281 SH   DFND 14 21,081 116,200 0
CME GROUP INC COM 12572Q105 55,994 471,332 SH   DFND 14 159,525 311,807 0
CME GROUP INC COM 12572Q105 90 755 SH   DFND 16 0 755 0
CMS ENERGY CORP COM 125896100 17,377 388,398 SH   DFND 14 130,705 257,693 0
CMS ENERGY CORP COM 125896100 25 550 SH   DFND 16 0 550 0
CNA FINL CORP COM 126117100 3,661 82,885 SH   DFND 14 14,056 68,829 0
CNB FINL CORP PA COM 126128107 848 35,500 SH   DFND 14 1,601 33,899 0
CRA INTL INC COM 12618T105 247 7,000 SH   DFND 10 7,000 0 0
CRA INTL INC COM 12618T105 22 631 SH   DFND 14 631 0 0
CNO FINL GROUP INC COM 12621E103 23,864 1,164,084 SH   DFND 14 85,764 1,078,320 0
CNO FINL GROUP INC COM 12621E103 37 1,800 SH   DFND 16 0 1,800 0
CSG SYS INTL INC COM 126349109 2,142 56,654 SH   DFND 14 5,802 50,852 0
CSG SYS INTL INC COM 126349109 359 9,500 SH   DFND 18 0 9,500 0
CSX CORP COM 126408103 60,153 1,292,232 SH   DFND 14 438,133 854,099 0
CSX CORP COM 126408103 92 1,975 SH   DFND 16 0 1,975 0
CSX CORP COM 126408103 1,397 30,000 SH   DFND 18 0 30,000 0
CST BRANDS INC COM 12646R105 2,260 46,999 SH   DFND 14 10,554 36,445 0
CTS CORP COM 126501105 1,222 57,365 SH   DFND 14 5,354 52,011 0
CSRA INC COM 12650T104 36,524 1,246,979 SH   DFND 14 331,054 915,925 0
CSRA INC COM 12650T104 78 2,650 SH   DFND 16 0 2,650 0
CVB FINL CORP COM 126600105 3,834 173,573 SH   DFND 14 17,683 155,890 0
CVR ENERGY INC COM 12662P108 942 46,908 SH   DFND 14 1,008 45,900 0
CVS HEALTH CORP COM 126650100 239 3,050 SH   DFND 10 3,050 0 0
CVS HEALTH CORP COM 126650100 142,250 1,812,102 SH   DFND 14 689,120 1,122,982 0
CVS HEALTH CORP COM 126650100 179 2,279 SH   DFND 16 0 2,279 0
CVS HEALTH CORP COM 126650100 290 3,700 SH   DFND 18 0 3,700 0
CYS INVTS INC COM 12673A108 6,118 769,517 SH   DFND 14 15,708 753,809 0
CA INC COM 12673P105 13,666 430,825 SH   DFND 14 146,460 284,365 0
CA INC COM 12673P105 19 602 SH   DFND 16 0 602 0
CABELAS INC COM 126804301 1,711 32,223 SH   DFND 14 7,476 24,747 0
CABLE ONE INC COM 12685J105 6,098 9,765 SH   DFND 14 2,978 6,787 0
CABLE ONE INC COM 12685J105 37 60 SH   DFND 16 0 60 0
CABLE ONE INC COM 12685J105 662 1,060 SH   DFND 18 0 1,060 0
CABOT CORP COM 127055101 676 11,290 SH   DFND 10 11,290 0 0
CABOT CORP COM 127055101 42,542 710,091 SH   DFND 14 109,890 600,201 0
CABOT CORP COM 127055101 168 2,800 SH   DFND 16 0 2,800 0
CABOT OIL & GAS CORP COM 127097103 15,541 649,977 SH   DFND 14 218,750 431,227 0
CABOT OIL & GAS CORP COM 127097103 24 1,000 SH   DFND 16 0 1,000 0
CABOT MICROELECTRONICS CORP COM 12709P103 7,022 91,661 SH   DFND 14 22,735 68,926 0
CABOT MICROELECTRONICS CORP COM 12709P103 398 5,200 SH   DFND 16 0 5,200 0
CACI INTL INC CL A 127190304 39,042 332,836 SH   DFND 14 79,122 253,714 0
CACI INTL INC CL A 127190304 1,220 10,400 SH   DFND 16 0 10,400 0
CADENCE DESIGN SYSTEM INC COM 127387108 16,478 524,765 SH   DFND 14 65,886 458,879 0
CADENCE DESIGN SYSTEM INC COM 127387108 104 3,300 SH   DFND 16 0 3,300 0
CAL MAINE FOODS INC COM NEW 128030202 370 10,046 SH   DFND 10 10,046 0 0
CAL MAINE FOODS INC COM NEW 128030202 1,882 51,152 SH   DFND 14 4,972 46,180 0
CALAMP CORP COM 128126109 1,020 60,760 SH   DFND 14 6,460 54,300 0
CALATLANTIC GROUP INC COM 128195104 1,690 45,137 SH   DFND 14 10,449 34,688 0
CALAVO GROWERS INC COM 128246105 1,626 26,826 SH   DFND 14 3,026 23,800 0
CALERES INC COM 129500104 7,323 277,173 SH   DFND 14 7,572 269,601 0
CALGON CARBON CORP COM 129603106 1,258 86,197 SH   DFND 14 8,026 78,171 0
CALIFORNIA WTR SVC GROUP COM 130788102 2,980 83,111 SH   DFND 14 8,711 74,400 0
CALLAWAY GOLF CO COM 131193104 1,787 161,437 SH   DFND 14 15,835 145,602 0
CALLON PETE CO DEL COM 13123X102 230 17,495 SH   DFND 14 17,495 0 0
CALPINE CORP COM NEW 131347304 218 19,747 SH   DFND 14 19,347 400 0
CAMBREX CORP COM 132011107 8,246 149,787 SH   DFND 14 69,368 80,419 0
CAMDEN NATL CORP COM 133034108 3,999 90,808 SH   DFND 14 1,482 89,326 0
CAMDEN PPTY TR SH BEN INT 133131102 15,721 195,392 SH   DFND 14 18,812 176,580 0
CAMDEN PPTY TR SH BEN INT 133131102 70,757 879,407 SH   DFND 3 131,645 747,762 0
CAMPBELL SOUP CO COM 134429109 406 7,100 SH   DFND 10 7,100 0 0
CAMPBELL SOUP CO COM 134429109 15,868 277,221 SH   DFND 14 93,914 183,307 0
CAMPBELL SOUP CO COM 134429109 23 400 SH   DFND 16 0 400 0
CANTEL MEDICAL CORP COM 138098108 15,326 191,340 SH   DFND 14 63,178 128,162 0
CANTEL MEDICAL CORP COM 138098108 921 11,500 SH   DFND 16 0 11,500 0
CAPELLA EDUCATION COMPANY COM 139594105 9,297 109,344 SH   DFND 14 41,392 67,952 0
CAPELLA EDUCATION COMPANY COM 139594105 561 6,600 SH   DFND 16 0 6,600 0
CAPITAL ONE FINL CORP COM 14040H105 200,591 2,314,694 SH   DFND 14 456,671 1,858,023 0
CAPITAL ONE FINL CORP COM 14040H105 613 7,073 SH   DFND 16 0 7,073 0
CAPITAL SOUTHWEST CORP COM 140501107 335 19,800 SH   DFND 10 19,800 0 0
CAPITAL SOUTHWEST CORP COM 140501107 8 500 SH   DFND 14 500 0 0
CAPITOL FED FINL INC COM 14057J101 203 13,901 SH   DFND 14 13,901 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 8,074 766,024 SH   DFND 14 15,792 750,232 0
CARBO CERAMICS INC COM 140781105 460 35,307 SH   DFND 14 3,127 32,180 0
CARDINAL FINL CORP COM 14149F109 1,808 60,371 SH   DFND 14 9,131 51,240 0
CARDINAL HEALTH INC COM 14149Y108 457 5,600 SH   DFND 10 5,600 0 0
CARDINAL HEALTH INC COM 14149Y108 36,700 450,029 SH   DFND 14 150,477 299,552 0
CARDINAL HEALTH INC COM 14149Y108 59 725 SH   DFND 16 0 725 0
CARDIOVASCULAR SYS INC DEL COM 141619106 3,423 121,044 SH   DFND 14 51,944 69,100 0
CARDIOVASCULAR SYS INC DEL COM 141619106 438 15,500 SH   DFND 16 0 15,500 0
CARE CAP PPTYS INC COM 141624106 11,227 417,810 SH   DFND 14 37,065 380,745 0
CARE CAP PPTYS INC COM 141624106 1,942 72,288 SH   DFND 3 0 72,288 0
CAREER EDUCATION CORP COM 141665109 1,073 123,390 SH   DFND 14 10,712 112,678 0
CARETRUST REIT INC COM 14174T107 1,889 112,293 SH   DFND 14 9,883 102,410 0
CARLISLE COS INC COM 142339100 71,503 671,954 SH   DFND 14 144,796 527,158 0
CARLISLE COS INC COM 142339100 491 4,610 SH   DFND 16 0 4,610 0
CARMAX INC COM 143130102 227 3,825 SH   DFND 10 3,825 0 0
CARMAX INC COM 143130102 15,342 259,070 SH   DFND 14 88,167 170,903 0
CARMAX INC COM 143130102 24 400 SH   DFND 16 0 400 0
CARNIVAL CORP UNIT 99/99/9999 143658300 37,782 641,354 SH   DFND 14 196,609 444,745 0
CARNIVAL CORP UNIT 99/99/9999 143658300 56 950 SH   DFND 16 0 950 0
CARPENTER TECHNOLOGY CORP COM 144285103 1,138 30,510 SH   DFND 14 8,081 22,429 0
CARRIZO OIL & GAS INC COM 144577103 3,020 105,370 SH   DFND 14 10,610 94,760 0
CARTER INC COM 146229109 8,801 98,012 SH   DFND 14 14,612 83,400 0
CARTER INC COM 146229109 32 360 SH   DFND 16 0 360 0
CARVER BANCORP INC COM NEW 146875604 663 181,033 SH   DFND 10 181,033 0 0
CASEYS GEN STORES INC COM 147528103 2,747 24,469 SH   DFND 14 5,540 18,929 0
CATALENT INC COM 148806102 2,250 79,440 SH   DFND 14 19,380 60,060 0
CATERPILLAR INC DEL COM 149123101 77,171 831,948 SH   DFND 14 278,672 553,276 0
CATERPILLAR INC DEL COM 149123101 120 1,295 SH   DFND 16 0 1,295 0
CATHAY GEN BANCORP COM 149150104 35,619 945,309 SH   DFND 14 201,439 743,870 0
CATHAY GEN BANCORP COM 149150104 682 18,100 SH   DFND 16 0 18,100 0
CATO CORP NEW CL A 149205106 1,758 80,077 SH   DFND 14 4,247 75,830 0
CAVCO INDS INC DEL COM 149568107 2,010 17,271 SH   DFND 14 1,651 15,620 0
CAVIUM INC COM 14964U108 496 6,917 SH   DFND 14 6,917 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,262 251,438 SH   DFND 14 123,737 127,701 0
CELADON GROUP INC COM 150838100 309 47,241 SH   DFND 14 4,381 42,860 0
CELANESE CORP DEL COM SER A 150870103 1,269 14,120 SH   DFND 10 14,120 0 0
CELANESE CORP DEL COM SER A 150870103 13,937 155,113 SH   DFND 14 24,253 130,860 0
CELESTICA INC SUB VTG SHS 15101Q108 178 12,272 SH   DFND 10 12,272 0 0
CELGENE CORP COM 151020104 1,391 11,180 SH   DFND 10 11,180 0 0
CELGENE CORP COM 151020104 325,549 2,616,324 SH   DFND 14 600,210 2,016,114 0
CELGENE CORP COM 151020104 2,314 18,600 SH   DFND 16 0 18,600 0
CELGENE CORP COM 151020104 14,633 117,600 SH   DFND 18 0 117,600 0
CENTENE CORP DEL COM 15135B101 30,674 430,458 SH   DFND 14 90,296 340,162 0
CENTENE CORP DEL COM 15135B101 316 4,440 SH   DFND 16 0 4,440 0
CENTERPOINT ENERGY INC COM 15189T107 36,679 1,330,410 SH   DFND 14 236,960 1,093,450 0
CENTERPOINT ENERGY INC COM 15189T107 23 849 SH   DFND 16 0 849 0
CENTRAL GARDEN & PET CO COM 153527106 701 18,920 SH   DFND 14 1,700 17,220 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 388 11,180 SH   DFND 10 11,180 0 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 5,247 151,123 SH   DFND 14 27,509 123,614 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 483 13,900 SH   DFND 16 0 13,900 0
CENTRAL PAC FINL CORP COM NEW 154760409 273 8,936 SH   DFND 10 8,936 0 0
CENTRAL PAC FINL CORP COM NEW 154760409 3,984 130,449 SH   DFND 14 27,229 103,220 0
CENTURY ALUM CO COM 156431108 148 11,688 SH   DFND 10 11,688 0 0
CENTURY ALUM CO COM 156431108 1,078 84,921 SH   DFND 14 8,430 76,491 0
CENTURY BANCORP INC MASS CL A NON VTG 156432106 445 7,320 SH   DFND 14 520 6,800 0
CENTURY CASINOS INC COM 156492100 534 70,600 SH   DFND 10 70,600 0 0
CENTURY CASINOS INC COM 156492100 10 1,280 SH   DFND 14 1,280 0 0
CENTURY CMNTYS INC COM 156504300 1,709 67,290 SH   DFND 14 27,990 39,300 0
CENTURY CMNTYS INC COM 156504300 353 13,900 SH   DFND 16 0 13,900 0
CENTURYLINK INC COM 156700106 781 33,125 SH   DFND 10 33,125 0 0
CENTURYLINK INC COM 156700106 34,876 1,479,667 SH   DFND 14 309,638 1,170,029 0
CENTURYLINK INC COM 156700106 408 17,308 SH   DFND 16 0 17,308 0
CERNER CORP COM 156782104 41,126 698,830 SH   DFND 14 141,290 557,540 0
CERNER CORP COM 156782104 1,551 26,360 SH   DFND 16 0 26,360 0
CEVA INC COM 157210105 1,289 36,313 SH   DFND 14 3,513 32,800 0
CHANGYOU COM LTD ADS REP CL A 15911M107 10,438 372,243 SH   DFND 14 4,700 367,543 0
CHANGYOU COM LTD ADS REP CL A 15911M107 2,285 81,500 SH   DFND 16 0 81,500 0
CHARLES RIV LABS INTL INC COM 159864107 31,582 351,102 SH   DFND 14 80,224 270,878 0
CHARLES RIV LABS INTL INC COM 159864107 171 1,900 SH   DFND 16 0 1,900 0
CHARLES RIV LABS INTL INC COM 159864107 432 4,800 SH   DFND 18 0 4,800 0
CHART INDS INC COM PAR $0.01 16115Q308 1,850 52,935 SH   DFND 14 5,285 47,650 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 99,142 302,891 SH   DFND 14 102,989 199,902 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 157 480 SH   DFND 16 0 480 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 209 640 SH   DFND 18 0 640 0
CHASE CORP COM 16150R104 504 5,279 SH   DFND 14 779 4,500 0
CHASE CORP COM 16150R104 57 600 SH   DFND 16 0 600 0
CHATHAM LODGING TR COM 16208T102 7,295 369,383 SH   DFND 14 28,683 340,700 0
CHATHAM LODGING TR COM 16208T102 624 31,600 SH   DFND 16 0 31,600 0
CHEESECAKE FACTORY INC COM 163072101 1,909 30,133 SH   DFND 14 8,755 21,378 0
CHEMED CORP NEW COM 16359R103 9,574 52,408 SH   DFND 14 14,184 38,224 0
CHEMED CORP NEW COM 16359R103 457 2,500 SH   DFND 16 0 2,500 0
CHEMICAL FINL CORP COM 163731102 2,417 47,257 SH   DFND 14 13,066 34,191 0
CHEMOURS CO COM 163851108 168,723 4,382,427 SH   DFND 14 887,373 3,495,054 0
CHEMOURS CO COM 163851108 3,496 90,800 SH   DFND 16 0 90,800 0
CHEMTURA CORP COM NEW 163893209 237 7,087 SH   DFND 14 7,087 0 0
CHENIERE ENERGY INC COM NEW 16411R208 683 14,450 SH   DFND 14 14,210 240 0
CHENIERE ENERGY INC COM NEW 16411R208 766 16,200 SH   DFND 18 0 16,200 0
CHESAPEAKE ENERGY CORP COM 165167107 6,065 1,021,028 SH   DFND 14 350,622 670,406 0
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CHESAPEAKE ENERGY CORP COM 165167107 347 58,400 SH   DFND 18 0 58,400 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 15,480 646,091 SH   DFND 14 219,811 426,280 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 836 34,900 SH   DFND 16 0 34,900 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 10,399 434,033 SH   DFND 3 51,213 382,820 0
CHESAPEAKE UTILS CORP COM 165303108 2,414 34,879 SH   DFND 14 20,279 14,600 0
CHESAPEAKE UTILS CORP COM 165303108 318 4,600 SH   DFND 16 0 4,600 0
CHEVRON CORP NEW COM 166764100 1,536 14,310 SH   DFND 10 14,310 0 0
CHEVRON CORP NEW COM 166764100 367,118 3,419,184 SH   DFND 14 966,137 2,453,047 0
CHEVRON CORP NEW COM 166764100 443 4,129 SH   DFND 16 0 4,129 0
CHEVRON CORP NEW COM 166764100 5,637 52,500 SH   DFND 18 0 52,500 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 8,258 268,546 SH   DFND 14 9,146 259,400 0
CHICOS FAS INC COM 168615102 9,207 648,406 SH   DFND 14 24,368 624,038 0
CHILDRENS PL INC COM 168905107 4,353 36,256 SH   DFND 14 4,484 31,772 0
CHIMERA INVT CORP COM NEW 16934Q208 169 8,359 SH   DFND 10 8,359 0 0
CHIMERA INVT CORP COM NEW 16934Q208 38,386 1,902,197 SH   DFND 14 124,417 1,777,780 0
CHIMERA INVT CORP COM NEW 16934Q208 406 20,100 SH   DFND 16 0 20,100 0
CHIMERIX INC COM 16934W106 982 153,940 SH   DFND 14 30,840 123,100 0
CHIMERIX INC COM 16934W106 343 53,800 SH   DFND 16 0 53,800 0
CHINA BIOLOGIC PRODS INC COM 16938C106 429 4,280 SH   DFND 10 4,280 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 17,922 40,228 SH   DFND 14 13,667 26,561 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 29 65 SH   DFND 16 0 65 0
CHOICE HOTELS INTL INC COM 169905106 1,835 29,317 SH   DFND 14 8,217 21,100 0
CHURCH & DWIGHT INC COM 171340102 18,371 368,368 SH   DFND 14 119,972 248,396 0
CHURCH & DWIGHT INC COM 171340102 27 540 SH   DFND 16 0 540 0
CHURCHILL DOWNS INC COM 171484108 7,784 49,003 SH   DFND 14 11,433 37,570 0
CHURCHILL DOWNS INC COM 171484108 11 70 SH   DFND 16 0 70 0
CHUYS HLDGS INC COM 171604101 845 28,350 SH   DFND 14 2,540 25,810 0
CIENA CORP COM NEW 171779309 2,201 93,239 SH   DFND 14 25,306 67,933 0
CIMAREX ENERGY CO COM 171798101 15,891 132,989 SH   DFND 14 45,145 87,844 0
CIMAREX ENERGY CO COM 171798101 26 220 SH   DFND 16 0 220 0
CINCINNATI BELL INC NEW COM NEW 171871502 1,406 79,457 SH   DFND 14 6,567 72,890 0
CINCINNATI FINL CORP COM 172062101 16,166 223,684 SH   DFND 14 70,291 153,393 0
CINCINNATI FINL CORP COM 172062101 22 303 SH   DFND 16 0 303 0
CINEMARK HOLDINGS INC COM 17243V102 29,223 659,063 SH   DFND 14 108,940 550,123 0
CINEMARK HOLDINGS INC COM 17243V102 346 7,800 SH   DFND 16 0 7,800 0
CIRCOR INTL INC COM 17273K109 1,689 28,421 SH   DFND 14 2,982 25,439 0
CIRRUS LOGIC INC COM 172755100 727 11,971 SH   DFND 10 11,971 0 0
CIRRUS LOGIC INC COM 172755100 24,841 409,303 SH   DFND 14 171,663 237,640 0
CIRRUS LOGIC INC COM 172755100 127 2,100 SH   DFND 16 0 2,100 0
CIRRUS LOGIC INC COM 172755100 328 5,400 SH   DFND 18 0 5,400 0
CISCO SYS INC COM 17275R102 2,921 86,410 SH   DFND 10 86,410 0 0
CISCO SYS INC COM 17275R102 384,500 11,375,738 SH   DFND 14 3,232,971 8,142,767 0
CISCO SYS INC COM 17275R102 1,745 51,630 SH   DFND 16 0 51,630 0
CINTAS CORP COM 172908105 697 5,510 SH   DFND 10 5,510 0 0
CINTAS CORP COM 172908105 15,891 125,582 SH   DFND 14 41,062 84,520 0
CINTAS CORP COM 172908105 24 190 SH   DFND 16 0 190 0
CITIZENS & NORTHN CORP COM 172922106 669 28,716 SH   DFND 14 800 27,916 0
CITIGROUP INC COM NEW 172967424 648 10,840 SH   DFND 10 10,840 0 0
CITIGROUP INC COM NEW 172967424 505,545 8,451,101 SH   DFND 14 1,885,231 6,565,870 0
CITIGROUP INC COM NEW 172967424 3,112 52,020 SH   DFND 16 0 52,020 0
CITI TRENDS INC COM 17306X102 225 13,255 SH   DFND 14 1,655 11,600 0
CITI TRENDS INC COM 17306X102 71 4,200 SH   DFND 16 0 4,200 0
CITIZENS FINL GROUP INC COM 174610105 365 10,570 SH   DFND 10 10,570 0 0
CITIZENS FINL GROUP INC COM 174610105 36,359 1,052,347 SH   DFND 14 237,800 814,547 0
CITIZENS FINL GROUP INC COM 174610105 342 9,900 SH   DFND 16 0 9,900 0
CITRIX SYS INC COM 177376100 1,537 18,430 SH   DFND 10 18,430 0 0
CITRIX SYS INC COM 177376100 19,437 233,087 SH   DFND 14 74,809 158,278 0
CITRIX SYS INC COM 177376100 33 400 SH   DFND 16 0 400 0
CITY HLDG CO COM 177835105 1,733 26,881 SH   DFND 14 2,687 24,194 0
CLEAN HARBORS INC COM 184496107 1,804 32,431 SH   DFND 14 7,378 25,053 0
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DOMTAR CORP COM NEW 257559203 557 15,241 SH   DFND 10 15,241 0 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 315 3,220 SH   DFND 10 3,220 0 0
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DR PEPPER SNAPPLE GROUP INC COM 26138E109 587 5,990 SH   DFND 16 0 5,990 0
DRIL-QUIP INC COM 262037104 5,984 109,696 SH   DFND 14 10,943 98,753 0
DU PONT E I DE NEMOURS & CO COM 263534109 96,512 1,201,440 SH   DFND 14 407,509 793,931 0
DU PONT E I DE NEMOURS & CO COM 263534109 156 1,948 SH   DFND 16 0 1,948 0
DU PONT E I DE NEMOURS & CO COM 263534109 1,823 22,700 SH   DFND 18 0 22,700 0
DUKE REALTY CORP COM NEW 264411505 5,867 223,320 SH   DFND 14 51,491 171,829 0
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DUKE ENERGY CORP NEW COM NEW 26441C204 86,663 1,056,735 SH   DFND 14 329,425 727,310 0
DUKE ENERGY CORP NEW COM NEW 26441C204 127 1,549 SH   DFND 16 0 1,549 0
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DUN & BRADSTREET CORP DEL NE COM 26483E100 10 90 SH   DFND 16 0 90 0
DUNKIN BRANDS GROUP INC COM 265504100 3,048 55,737 SH   DFND 14 11,467 44,270 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 416 8,394 SH   DFND 10 8,394 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 431 8,685 SH   DFND 14 8,685 0 0
DURECT CORP COM 266605104 14 13,260 SH   DFND 14 13,260 0 0
DYCOM INDS INC COM 267475101 1,970 21,190 SH   DFND 14 6,054 15,136 0
DYNEX CAP INC COM NEW 26817Q506 4,110 579,736 SH   DFND 14 4,830 574,906 0
DYNEGY INC NEW DEL COM 26817R108 171 21,735 SH   DFND 10 21,735 0 0
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DYNEGY INC NEW DEL PFD CONV SER A 26817R207 15,773 543,892 SH   DFND 3 0 543,892 0
EL POLLO LOCO HLDGS INC COM 268603107 425 35,590 SH   DFND 14 2,800 32,790 0
EMC INS GROUP INC COM 268664109 1,725 61,467 SH   DFND 14 1,117 60,350 0
EMC INS GROUP INC COM 268664109 48 1,700 SH   DFND 16 0 1,700 0
EOG RES INC COM 26875P101 310 3,180 SH   DFND 10 3,180 0 0
EOG RES INC COM 26875P101 86,180 883,446 SH   DFND 14 271,614 611,832 0
EOG RES INC COM 26875P101 123 1,260 SH   DFND 16 0 1,260 0
EOG RES INC COM 26875P101 1,375 14,100 SH   DFND 18 0 14,100 0
EQT CORP COM 26884L109 14,658 239,904 SH   DFND 14 81,020 158,884 0
EQT CORP COM 26884L109 23 370 SH   DFND 16 0 370 0
EQT CORP COM 26884L109 684 11,200 SH   DFND 18 0 11,200 0
EPR PPTYS COM SH BEN INT 26884U109 5,058 68,700 SH   DFND 14 8,546 60,154 0
ERA GROUP INC COM 26885G109 437 32,959 SH   DFND 14 3,354 29,605 0
EAGLE BANCORP INC MD COM 268948106 203 3,408 SH   DFND 14 3,408 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 13,234 379,301 SH   DFND 14 127,954 251,347 0
E TRADE FINANCIAL CORP COM NEW 269246401 20 566 SH   DFND 16 0 566 0
EXCO RESOURCES INC COM 269279402 9 14,545 SH   DFND 14 14,545 0 0
EAGLE MATERIALS INC COM 26969P108 28,601 294,427 SH   DFND 14 68,619 225,808 0
EAGLE MATERIALS INC COM 26969P108 175 1,800 SH   DFND 16 0 1,800 0
EAGLE MATERIALS INC COM 26969P108 418 4,300 SH   DFND 18 0 4,300 0
EAGLE PHARMACEUTICALS INC COM 269796108 2,096 25,274 SH   DFND 14 1,724 23,550 0
EAST WEST BANCORP INC COM 27579R104 555 10,751 SH   DFND 10 10,751 0 0
EAST WEST BANCORP INC COM 27579R104 54,697 1,059,817 SH   DFND 14 188,248 871,569 0
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EASTERLY GOVT PPTYS INC COM 27616P103 57 2,870 SH   DFND 14 2,870 0 0
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EASTGROUP PPTY INC COM 277276101 4,247 57,765 SH   DFND 14 6,067 51,698 0
EASTMAN CHEM CO COM 277432100 43,544 538,911 SH   DFND 14 95,303 443,608 0
EASTMAN CHEM CO COM 277432100 26 324 SH   DFND 16 0 324 0
EASTMAN CHEM CO COM 277432100 469 5,800 SH   DFND 18 0 5,800 0
EASTMAN KODAK CO COM NEW 277461406 135 11,740 SH   DFND 14 2,140 9,600 0
EASTMAN KODAK CO COM NEW 277461406 133 11,600 SH   DFND 16 0 11,600 0
EATON VANCE CORP COM NON VTG 278265103 4,152 92,352 SH   DFND 14 15,624 76,728 0
EBAY INC COM 278642103 456 13,570 SH   DFND 10 13,570 0 0
EBAY INC COM 278642103 48,679 1,450,088 SH   DFND 14 486,784 963,304 0
EBAY INC COM 278642103 75 2,225 SH   DFND 16 0 2,225 0
EBIX INC COM NEW 278715206 2,309 37,702 SH   DFND 14 4,025 33,677 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 992 46,450 SH   DFND 14 4,310 42,140 0
ECOLAB INC COM 278865100 46,439 370,508 SH   DFND 14 125,502 245,006 0
ECOLAB INC COM 278865100 73 580 SH   DFND 16 0 580 0
EDGEWELL PERS CARE CO COM 28035Q102 2,634 36,010 SH   DFND 14 8,223 27,787 0
EDISON INTL COM 281020107 36,597 459,703 SH   DFND 14 153,681 306,022 0
EDISON INTL COM 281020107 56 705 SH   DFND 16 0 705 0
EDISON INTL COM 281020107 454 5,700 SH   DFND 18 0 5,700 0
EDUCATION RLTY TR INC COM NEW 28140H203 2,019 49,434 SH   DFND 14 14,284 35,150 0
EDWARDS LIFESCIENCES CORP COM 28176E108 32,238 342,707 SH   DFND 14 101,180 241,527 0
EDWARDS LIFESCIENCES CORP COM 28176E108 43 460 SH   DFND 16 0 460 0
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EHEALTH INC COM 28238P109 338 28,035 SH   DFND 14 2,823 25,212 0
8X8 INC NEW COM 282914100 2,364 154,988 SH   DFND 14 14,878 140,110 0
EL PASO ELEC CO COM NEW 283677854 207 4,096 SH   DFND 10 4,096 0 0
EL PASO ELEC CO COM NEW 283677854 9,731 192,700 SH   DFND 14 71,894 120,806 0
EL PASO ELEC CO COM NEW 283677854 51 1,000 SH   DFND 16 0 1,000 0
ELECTRO SCIENTIFIC INDS COM 285229100 158 22,700 SH   DFND 10 22,700 0 0
ELECTRO SCIENTIFIC INDS COM 285229100 377 54,132 SH   DFND 14 4,015 50,117 0
ELECTRONIC ARTS INC COM 285512109 1,386 15,480 SH   DFND 10 15,480 0 0
ELECTRONIC ARTS INC COM 285512109 168,200 1,878,908 SH   DFND 14 341,924 1,536,984 0
ELECTRONIC ARTS INC COM 285512109 1,538 17,175 SH   DFND 16 0 17,175 0
ELECTRONICS FOR IMAGING INC COM 286082102 3,928 80,451 SH   DFND 14 8,521 71,930 0
ELLIE MAE INC COM 28849P100 349 3,480 SH   DFND 14 3,480 0 0
ELLIS PERRY INTL INC COM 288853104 167 7,775 SH   DFND 10 7,775 0 0
ELLIS PERRY INTL INC COM 288853104 2,339 108,910 SH   DFND 14 2,212 106,698 0
EMCOR GROUP INC COM 29084Q100 56,440 896,579 SH   DFND 14 204,277 692,302 0
EMCOR GROUP INC COM 29084Q100 1,744 27,700 SH   DFND 16 0 27,700 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 762 26,252 SH   DFND 10 26,252 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,739 59,894 SH   DFND 14 6,397 53,497 0
EMERSON ELEC CO COM 291011104 176,116 2,942,139 SH   DFND 14 606,979 2,335,160 0
EMERSON ELEC CO COM 291011104 1,256 20,985 SH   DFND 16 0 20,985 0
EMPIRE ST RLTY TR INC CL A 292104106 180 8,720 SH   DFND 14 8,720 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,292 111,052 SH   DFND 3 14,723 96,329 0
EMPLOYERS HOLDINGS INC COM 292218104 13,342 351,578 SH   DFND 14 5,965 345,613 0
EMPLOYERS HOLDINGS INC COM 292218104 224 5,900 SH   DFND 16 0 5,900 0
ENBRIDGE INC COM 29250N105 403 9,643 SH   DFND 14 9,643 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 567 18,421 SH   DFND 10 18,421 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,579 51,250 SH   DFND 14 29,600 21,650 0
ENCORE CAP GROUP INC COM 292554102 457 14,842 SH   DFND 10 14,842 0 0
ENCORE CAP GROUP INC COM 292554102 9,502 308,509 SH   DFND 14 4,248 304,261 0
ENCORE WIRE CORP COM 292562105 188 4,088 SH   DFND 10 4,088 0 0
ENCORE WIRE CORP COM 292562105 1,640 35,642 SH   DFND 14 3,481 32,161 0
ENERGEN CORP COM 29265N108 11,499 211,225 SH   DFND 14 12,993 198,232 0
ENERGEN CORP COM 29265N108 152 2,800 SH   DFND 16 0 2,800 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 2,642 336,500 SH   DFND 14 57,600 278,900 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 477 60,800 SH   DFND 16 0 60,800 0
ENERGIZER HLDGS INC NEW COM 29272W109 419 7,510 SH   DFND 10 7,510 0 0
ENERGIZER HLDGS INC NEW COM 29272W109 4,059 72,816 SH   DFND 14 8,993 63,823 0
ENERGIZER HLDGS INC NEW COM 29272W109 11 200 SH   DFND 16 0 200 0
ENERSYS COM 29275Y102 235 2,980 SH   DFND 10 2,980 0 0
ENERSYS COM 29275Y102 43,563 551,853 SH   DFND 14 132,753 419,100 0
ENERSYS COM 29275Y102 1,350 17,100 SH   DFND 16 0 17,100 0
ENERSYS COM 29275Y102 324 4,100 SH   DFND 18 0 4,100 0
ENERNOC INC COM 292764107 21 3,517 SH   DFND 14 3,517 0 0
ENERNOC INC COM 292764107 63 10,500 SH   DFND 16 0 10,500 0
ENERPLUS CORP COM 292766102 133 16,467 SH   DFND 10 16,467 0 0
ENGILITY HLDGS INC NEW COM 29286C107 4,209 145,437 SH   DFND 14 22,758 122,679 0
ENGILITY HLDGS INC NEW COM 29286C107 466 16,100 SH   DFND 16 0 16,100 0
ENNIS INC COM 293389102 10,174 598,489 SH   DFND 14 44,333 554,156 0
ENNIS INC COM 293389102 230 13,500 SH   DFND 16 0 13,500 0
ENPRO INDS INC COM 29355X107 2,719 38,212 SH   DFND 14 3,674 34,538 0
ENOVA INTL INC COM 29357K103 104 7,000 SH   DFND 10 7,000 0 0
ENOVA INTL INC COM 29357K103 8,581 577,816 SH   DFND 14 65,153 512,663 0
ENSIGN GROUP INC COM 29358P101 1,647 87,592 SH   DFND 14 9,952 77,640 0
ENTEGRIS INC COM 29362U104 13,646 583,163 SH   DFND 14 246,973 336,190 0
ENTEGRIS INC COM 29362U104 1,027 43,900 SH   DFND 16 0 43,900 0
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,809 126,528 SH   DFND 14 2,946 123,582 0
ENTERGY CORP NEW COM 29364G103 467 6,150 SH   DFND 10 6,150 0 0
ENTERGY CORP NEW COM 29364G103 42,164 555,084 SH   DFND 14 112,213 442,871 0
ENTERGY CORP NEW COM 29364G103 30 395 SH   DFND 16 0 395 0
ENTERPRISE FINL SVCS CORP COM 293712105 13,245 312,385 SH   DFND 14 38,905 273,480 0
ENTERPRISE FINL SVCS CORP COM 293712105 403 9,500 SH   DFND 16 0 9,500 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 123 19,904 SH   DFND 14 6,604 13,300 0
ENZO BIOCHEM INC COM 294100102 149 17,830 SH   DFND 14 5,730 12,100 0
EPAM SYS INC COM 29414B104 507 6,710 SH   DFND 14 5,410 1,300 0
ENVISION HEALTHCARE CORP COM 29414D100 9,861 160,815 SH   DFND 14 52,575 108,240 0
ENVISION HEALTHCARE CORP COM 29414D100 14 230 SH   DFND 16 0 230 0
EPLUS INC COM 294268107 439 3,250 SH   DFND 10 3,250 0 0
EPLUS INC COM 294268107 4,169 30,869 SH   DFND 14 4,331 26,538 0
EQUIFAX INC COM 294429105 22,936 167,733 SH   DFND 14 57,036 110,697 0
EQUIFAX INC COM 294429105 36 265 SH   DFND 16 0 265 0
EQUINIX INC COM PAR $0.001 29444U700 42,946 107,267 SH   DFND 14 36,354 70,913 0
EQUINIX INC COM PAR $0.001 29444U700 71 177 SH   DFND 16 0 177 0
EQUINIX INC COM PAR $0.001 29444U700 852 2,128 SH   DFND 3 0 2,128 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,224 39,209 SH   DFND 14 8,209 31,000 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 547 7,100 SH   DFND 10 7,100 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 428 5,548 SH   DFND 14 5,548 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 49,074 636,824 SH   DFND 3 93,037 543,787 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 31,965 513,735 SH   DFND 14 175,380 338,355 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 50 810 SH   DFND 16 0 810 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 102,655 1,649,873 SH   DFND 3 240,499 1,409,374 0
ESCO TECHNOLOGIES INC COM 296315104 2,606 44,855 SH   DFND 14 4,864 39,991 0
ESSENDANT INC COM 296689102 463 30,576 SH   DFND 10 30,576 0 0
ESSENDANT INC COM 296689102 2,713 179,093 SH   DFND 14 6,287 172,806 0
ESSEX PPTY TR INC COM 297178105 22,544 97,368 SH   DFND 14 31,883 65,485 0
ESSEX PPTY TR INC COM 297178105 35 150 SH   DFND 16 0 150 0
ESSEX PPTY TR INC COM 297178105 63,278 273,303 SH   DFND 3 40,488 232,815 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 13,749 159,774 SH   DFND 14 50,104 109,670 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 706 8,200 SH   DFND 16 0 8,200 0
ETHAN ALLEN INTERIORS INC COM 297602104 1,342 43,800 SH   DFND 14 4,462 39,338 0
EURONET WORLDWIDE INC COM 298736109 622 7,270 SH   DFND 14 3,170 4,100 0
EVERCORE PARTNERS INC CLASS A 29977A105 17,276 221,769 SH   DFND 14 58,969 162,800 0
EVERCORE PARTNERS INC CLASS A 29977A105 958 12,300 SH   DFND 16 0 12,300 0
EVERCORE PARTNERS INC CLASS A 29977A105 514 6,600 SH   DFND 18 0 6,600 0
EVERBANK FINL CORP COM 29977G102 201 10,310 SH   DFND 14 10,310 0 0
EVERTEC INC COM 30040P103 1,016 63,930 SH   DFND 14 4,130 59,800 0
EVERSOURCE ENERGY COM 30040W108 26,566 451,950 SH   DFND 14 149,988 301,962 0
EVERSOURCE ENERGY COM 30040W108 43 725 SH   DFND 16 0 725 0
EVOLUTION PETROLEUM CORP COM 30049A107 262 32,691 SH   DFND 14 1,491 31,200 0
EVOLUTION PETROLEUM CORP COM 30049A107 139 17,400 SH   DFND 16 0 17,400 0
EXACT SCIENCES CORP COM 30063P105 263 11,141 SH   DFND 14 11,141 0 0
EXAR CORP COM 300645108 936 71,983 SH   DFND 14 6,209 65,774 0
EXELON CORP COM 30161N101 1,068 29,670 SH   DFND 10 29,670 0 0
EXELON CORP COM 30161N101 146,680 4,076,708 SH   DFND 14 891,286 3,185,422 0
EXELON CORP COM 30161N101 84 2,324 SH   DFND 16 0 2,324 0
EXELON CORP COM 30161N101 619 17,200 SH   DFND 18 0 17,200 0
EXELIXIS INC COM 30161Q104 3,624 167,233 SH   DFND 14 25,333 141,900 0
EXELIXIS INC COM 30161Q104 132 6,100 SH   DFND 16 0 6,100 0
EXLSERVICE HOLDINGS INC COM 302081104 2,740 57,859 SH   DFND 14 6,019 51,840 0
EXPEDIA INC DEL COM NEW 30212P303 21,162 167,726 SH   DFND 14 56,825 110,901 0
EXPEDIA INC DEL COM NEW 30212P303 35 275 SH   DFND 16 0 275 0
EXPEDITORS INTL WASH INC COM 302130109 17,648 312,418 SH   DFND 14 86,002 226,416 0
EXPEDITORS INTL WASH INC COM 302130109 21 375 SH   DFND 16 0 375 0
EXPONENT INC COM 30214U102 2,727 45,794 SH   DFND 14 6,064 39,730 0
EXPRESS INC COM 30219E103 250 27,443 SH   DFND 10 27,443 0 0
EXPRESS INC COM 30219E103 29,028 3,186,411 SH   DFND 14 172,521 3,013,890 0
EXPRESS INC COM 30219E103 823 90,300 SH   DFND 16 0 90,300 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,282 19,450 SH   DFND 10 19,450 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 181,413 2,752,435 SH   DFND 14 462,224 2,290,211 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 1,443 21,896 SH   DFND 16 0 21,896 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 513 32,189 SH   DFND 10 32,189 0 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 52,914 3,319,562 SH   DFND 14 631,636 2,687,926 0
EXTENDED STAY AMER INC UNIT 99/99/9999 30224P200 1,296 81,300 SH   DFND 16 0 81,300 0
EXTRA SPACE STORAGE INC COM 30225T102 13,321 179,069 SH   DFND 14 60,862 118,207 0
EXTRA SPACE STORAGE INC COM 30225T102 24 320 SH   DFND 16 0 320 0
EXTRA SPACE STORAGE INC COM 30225T102 74,939 1,007,381 SH   DFND 3 109,857 897,524 0
EXTREME NETWORKS INC COM 30226D106 2,023 269,360 SH   DFND 14 124,960 144,400 0
EXTREME NETWORKS INC COM 30226D106 278 37,000 SH   DFND 16 0 37,000 0
EXTERRAN CORP COM 30227H106 3,170 100,801 SH   DFND 14 25,035 75,766 0
EXTERRAN CORP COM 30227H106 484 15,400 SH   DFND 16 0 15,400 0
EZCORP INC CL A NON VTG 302301106 677 83,046 SH   DFND 14 8,205 74,841 0
EXXON MOBIL CORP COM 30231G102 2,227 27,150 SH   DFND 10 27,150 0 0
EXXON MOBIL CORP COM 30231G102 779,183 9,501,079 SH   DFND 14 2,670,659 6,830,420 0
EXXON MOBIL CORP COM 30231G102 1,866 22,752 SH   DFND 16 0 22,752 0
EXXON MOBIL CORP COM 30231G102 9,513 116,000 SH   DFND 18 0 116,000 0
FBL FINL GROUP INC CL A 30239F106 7,112 108,663 SH   DFND 14 25,995 82,668 0
FLIR SYS INC COM 302445101 6,725 185,366 SH   DFND 14 63,248 122,118 0
FLIR SYS INC COM 302445101 9 250 SH   DFND 16 0 250 0
F M C CORP COM NEW 302491303 12,991 186,674 SH   DFND 14 62,636 124,038 0
F M C CORP COM NEW 302491303 19 280 SH   DFND 16 0 280 0
FNB CORP PA COM 302520101 3,174 213,453 SH   DFND 14 59,213 154,240 0
FCB FINL HLDGS INC CL A 30255G103 2,018 40,730 SH   DFND 14 2,630 38,100 0
FS INVT CORP COM 302635107 110 11,200 SH   DFND 14 11,200 0 0
FTD COS INC COM 30281V108 130 6,453 SH   DFND 10 6,453 0 0
FTD COS INC COM 30281V108 4,977 247,112 SH   DFND 14 56,152 190,960 0
FTD COS INC COM 30281V108 441 21,900 SH   DFND 16 0 21,900 0
FTI CONSULTING INC COM 302941109 1,714 41,627 SH   DFND 14 7,743 33,884 0
FACEBOOK INC CL A 30303M102 1,597 11,240 SH   DFND 10 11,240 0 0
FACEBOOK INC CL A 30303M102 870,281 6,126,579 SH   DFND 14 1,522,930 4,603,649 0
FACEBOOK INC CL A 30303M102 4,989 35,120 SH   DFND 16 0 35,120 0
FACTSET RESH SYS INC COM 303075105 4,128 25,030 SH   DFND 14 5,794 19,236 0
FAIR ISAAC CORP COM 303250104 238 1,847 SH   DFND 10 1,847 0 0
FAIR ISAAC CORP COM 303250104 32,821 254,528 SH   DFND 14 83,732 170,796 0
FAIR ISAAC CORP COM 303250104 1,173 9,100 SH   DFND 16 0 9,100 0
FARMERS NATL BANC CORP COM 309627107 56 3,910 SH   DFND 14 1,810 2,100 0
FARMERS NATL BANC CORP COM 309627107 113 7,900 SH   DFND 16 0 7,900 0
FARO TECHNOLOGIES INC COM 311642102 1,026 28,690 SH   DFND 14 2,717 25,973 0
FASTENAL CO COM 311900104 20,825 404,375 SH   DFND 14 137,851 266,524 0
FASTENAL CO COM 311900104 33 650 SH   DFND 16 0 650 0
FEDERAL AGRIC MTG CORP CL C 313148306 202 3,505 SH   DFND 10 3,505 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 7,324 127,223 SH   DFND 14 19,091 108,132 0
FEDERAL AGRIC MTG CORP CL C 313148306 121 2,100 SH   DFND 16 0 2,100 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 14,637 109,641 SH   DFND 14 34,049 75,592 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 21 160 SH   DFND 16 0 160 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 68,560 513,555 SH   DFND 3 77,255 436,300 0
FEDERAL SIGNAL CORP COM 313855108 1,414 102,391 SH   DFND 14 10,345 92,046 0
FEDERATED INVS INC PA CL B 314211103 5,169 196,242 SH   DFND 14 58,568 137,674 0
FEDERATED INVS INC PA CL B 314211103 71 2,700 SH   DFND 16 0 2,700 0
FEDERATED NATL HLDG CO COM 31422T101 252 14,460 SH   DFND 14 1,360 13,100 0
FEDEX CORP COM 31428X106 164,965 845,326 SH   DFND 14 216,936 628,390 0
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FEDEX CORP COM 31428X106 390 2,000 SH   DFND 18 0 2,000 0
FELCOR LODGING TR INC COM 31430F101 770 102,589 SH   DFND 14 30,489 72,100 0
F5 NETWORKS INC COM 315616102 45,137 316,596 SH   DFND 14 57,840 258,756 0
F5 NETWORKS INC COM 315616102 38 270 SH   DFND 16 0 270 0
FIBROGEN INC COM 31572Q808 9,326 378,350 SH   DFND 14 128,350 250,000 0
FIBROGEN INC COM 31572Q808 764 31,000 SH   DFND 16 0 31,000 0
FIDELITY NATL INFORMATION SV COM 31620M106 414 5,200 SH   DFND 10 5,200 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 36,308 456,022 SH   DFND 14 156,369 299,653 0
FIDELITY NATL INFORMATION SV COM 31620M106 58 730 SH   DFND 16 0 730 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 11,670 299,687 SH   DFND 14 36,759 262,928 0
FIDELITY SOUTHERN CORP NEW COM 316394105 8,273 369,649 SH   DFND 14 21,580 348,069 0
FIESTA RESTAURANT GROUP INC COM 31660B101 3,535 146,062 SH   DFND 14 4,542 141,520 0
FIESTA RESTAURANT GROUP INC COM 31660B101 104 4,300 SH   DFND 16 0 4,300 0
FIFTH THIRD BANCORP COM 316773100 55,851 2,198,845 SH   DFND 14 449,830 1,749,015 0
FIFTH THIRD BANCORP COM 316773100 40 1,582 SH   DFND 16 0 1,582 0
51JOB INC SP ADR REP COM 316827104 224 6,100 SH   DFND 14 0 6,100 0
FINANCIAL ENGINES INC COM 317485100 4,266 97,958 SH   DFND 14 9,228 88,730 0
FINANCIAL INSTNS INC COM 317585404 7,536 228,722 SH   DFND 14 24,104 204,618 0
FINANCIAL INSTNS INC COM 317585404 277 8,400 SH   DFND 16 0 8,400 0
FINISAR CORP COM NEW 31787A507 425 15,535 SH   DFND 14 15,535 0 0
FINISH LINE INC CL A 317923100 5,556 390,430 SH   DFND 14 6,450 383,980 0
FIRST AMERN FINL CORP COM 31847R102 373 9,500 SH   DFND 10 9,500 0 0
FIRST AMERN FINL CORP COM 31847R102 13,508 343,896 SH   DFND 14 77,905 265,991 0
FIRST AMERN FINL CORP COM 31847R102 90 2,300 SH   DFND 16 0 2,300 0
FIRST BANCORP P R COM NEW 318672706 6,889 1,219,269 SH   DFND 14 393,442 825,827 0
FIRST BANCORP P R COM NEW 318672706 414 73,300 SH   DFND 16 0 73,300 0
FIRST BANCORP N C COM 318910106 79 2,707 SH   DFND 14 2,207 500 0
FIRST BANCORP N C COM 318910106 152 5,200 SH   DFND 16 0 5,200 0
FIRST BUSEY CORP COM NEW 319383204 1,356 46,125 SH   DFND 14 11,825 34,300 0
FIRST BUSEY CORP COM NEW 319383204 276 9,400 SH   DFND 16 0 9,400 0
FIRST BUS FINL SVCS INC WIS COM 319390100 443 17,070 SH   DFND 14 670 16,400 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 4,829 14,399 SH   DFND 14 5,699 8,700 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 470 1,400 SH   DFND 16 0 1,400 0
FIRST COMWLTH FINL CORP PA COM 319829107 2,220 167,403 SH   DFND 14 15,326 152,077 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 2,309 92,485 SH   DFND 14 21,551 70,934 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 60 2,400 SH   DFND 16 0 2,400 0
FIRST DEFIANCE FINL CORP COM 32006W106 4,845 97,850 SH   DFND 14 1,278 96,572 0
FIRST DATA CORP NEW COM CL A 32008D106 18,079 1,166,400 SH   DFND 14 63,500 1,102,900 0
FIRST DATA CORP NEW COM CL A 32008D106 727 46,900 SH   DFND 16 0 46,900 0
FIRST FINL BANCORP OH COM 320209109 10,621 386,905 SH   DFND 14 37,109 349,796 0
FIRST FINL BANCORP OH COM 320209109 365 13,300 SH   DFND 16 0 13,300 0
FIRST FINL BANKSHARES COM 32020R109 4,565 113,842 SH   DFND 14 11,396 102,446 0
FIRST FINL CORP IND COM 320218100 6,155 129,569 SH   DFND 14 14,270 115,299 0
FIRST FINL CORP IND COM 320218100 209 4,400 SH   DFND 16 0 4,400 0
FIRST FNDTN INC COM 32026V104 306 19,700 SH   DFND 14 19,700 0 0
FIRST HORIZON NATL CORP COM 320517105 2,931 158,430 SH   DFND 14 30,943 127,487 0
FIRST HAWAIIAN INC COM 32051X108 3,079 102,921 SH   DFND 14 54,021 48,900 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,251 122,072 SH   DFND 14 35,842 86,230 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 31,513 1,183,347 SH   DFND 3 175,379 1,007,968 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,372 34,597 SH   DFND 14 22,197 12,400 0
FIRST MERCHANTS CORP COM 320817109 10,578 269,022 SH   DFND 14 59,715 209,307 0
FIRST MERCHANTS CORP COM 320817109 488 12,400 SH   DFND 16 0 12,400 0
FIRST MIDWEST BANCORP DEL COM 320867104 12,617 532,806 SH   DFND 14 163,053 369,753 0
FIRST MIDWEST BANCORP DEL COM 320867104 845 35,700 SH   DFND 16 0 35,700 0
FIRST NBC BK HLDG CO COM 32115D106 104 25,910 SH   DFND 14 2,430 23,480 0
FIRST POTOMAC RLTY TR COM 33610F109 262 25,446 SH   DFND 10 25,446 0 0
FIRST POTOMAC RLTY TR COM 33610F109 2,444 237,705 SH   DFND 14 62,520 175,185 0
FIRST POTOMAC RLTY TR COM 33610F109 25,061 2,437,793 SH   DFND 3 553,289 1,884,504 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 770 8,208 SH   DFND 14 8,058 150 0
FIRST SOLAR INC COM 336433107 7,640 281,917 SH   DFND 14 36,447 245,470 0
1ST SOURCE CORP COM 336901103 198 4,215 SH   DFND 10 4,215 0 0
1ST SOURCE CORP COM 336901103 1,294 27,561 SH   DFND 14 23,261 4,300 0
1ST SOURCE CORP COM 336901103 216 4,600 SH   DFND 16 0 4,600 0
FIRSTCASH INC COM 33767D105 4,096 83,328 SH   DFND 14 8,494 74,834 0
FISERV INC COM 337738108 70,404 610,563 SH   DFND 14 181,626 428,937 0
FISERV INC COM 337738108 54 470 SH   DFND 16 0 470 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 5,920 210,000 SH   DFND 14 35,610 174,390 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 76 2,700 SH   DFND 16 0 2,700 0
FIRSTENERGY CORP COM 337932107 160,941 5,057,864 SH   DFND 14 732,273 4,325,591 0
FIRSTENERGY CORP COM 337932107 1,231 38,684 SH   DFND 16 0 38,684 0
FIVE BELOW INC COM 33829M101 4,060 93,750 SH   DFND 14 8,640 85,110 0
FIVE BELOW INC COM 33829M101 117 2,700 SH   DFND 18 0 2,700 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,136 31,430 SH   DFND 14 2,730 28,700 0
FLEETCOR TECHNOLOGIES INC COM 339041105 482 3,180 SH   DFND 10 3,180 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 835 5,515 SH   DFND 14 5,405 110 0
FLEXSTEEL INDS INC COM 339382103 1,514 30,036 SH   DFND 14 636 29,400 0
FLEXSTEEL INDS INC COM 339382103 252 5,000 SH   DFND 16 0 5,000 0
FLOTEK INDS INC DEL COM 343389102 1,182 92,399 SH   DFND 14 9,149 83,250 0
FLUOR CORP NEW COM 343412102 10,162 193,116 SH   DFND 14 65,706 127,410 0
FLUOR CORP NEW COM 343412102 14 275 SH   DFND 16 0 275 0
FLOWERS FOODS INC COM 343498101 5,868 302,316 SH   DFND 14 55,974 246,342 0
FLOWERS FOODS INC COM 343498101 10 500 SH   DFND 16 0 500 0
FLOWSERVE CORP COM 34354P105 8,874 183,281 SH   DFND 14 62,382 120,899 0
FLOWSERVE CORP COM 34354P105 15 300 SH   DFND 16 0 300 0
FLUSHING FINL CORP COM 343873105 763 28,406 SH   DFND 14 28,406 0 0
FLUSHING FINL CORP COM 343873105 51 1,900 SH   DFND 16 0 1,900 0
FOOT LOCKER INC COM 344849104 257 3,430 SH   DFND 10 3,430 0 0
FOOT LOCKER INC COM 344849104 45,239 604,718 SH   DFND 14 87,991 516,727 0
FOOT LOCKER INC COM 344849104 202 2,700 SH   DFND 16 0 2,700 0
FORD MTR CO DEL COM PAR $0.01 345370860 140,522 12,072,362 SH   DFND 14 2,787,340 9,285,022 0
FORD MTR CO DEL COM PAR $0.01 345370860 935 80,293 SH   DFND 16 0 80,293 0
FORD MTR CO DEL COM PAR $0.01 345370860 140 12,000 SH   DFND 18 0 12,000 0
FOREST CITY RLTY TR INC COM CL A 345605109 10,051 461,458 SH   DFND 14 149,318 312,140 0
FOREST CITY RLTY TR INC COM CL A 345605109 401 18,400 SH   DFND 16 0 18,400 0
FOREST CITY RLTY TR INC COM CL A 345605109 56,873 2,611,253 SH   DFND 3 385,874 2,225,379 0
FORESTAR GROUP INC COM 346233109 1,256 91,999 SH   DFND 14 5,417 86,582 0
FORRESTER RESH INC COM 346563109 853 21,452 SH   DFND 14 1,954 19,498 0
FORTINET INC COM 34959E109 28,221 735,876 SH   DFND 14 180,276 555,600 0
FORTINET INC COM 34959E109 188 4,900 SH   DFND 16 0 4,900 0
FORTIVE CORP COM 34959J108 128,747 2,137,950 SH   DFND 14 376,327 1,761,623 0
FORTIVE CORP COM 34959J108 1,365 22,660 SH   DFND 16 0 22,660 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 13,016 213,900 SH   DFND 14 73,346 140,554 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 18 300 SH   DFND 16 0 300 0
FORWARD AIR CORP COM 349853101 2,497 52,497 SH   DFND 14 5,573 46,924 0
FOSSIL GROUP INC COM 34988V106 6,638 380,416 SH   DFND 14 7,231 373,185 0
FOUR CORNERS PPTY TR INC COM 35086T109 2,336 102,317 SH   DFND 14 9,822 92,495 0
FOUR CORNERS PPTY TR INC COM 35086T109 40,927 1,792,689 SH   DFND 3 282,649 1,510,040 0
FOX FACTORY HLDG CORP COM 35138V102 1,658 57,780 SH   DFND 14 4,320 53,460 0
FRANCESCAS HLDGS CORP COM 351793104 24,560 1,600,008 SH   DFND 14 257,348 1,342,660 0
FRANCESCAS HLDGS CORP COM 351793104 830 54,100 SH   DFND 16 0 54,100 0
FRANKLIN ELEC INC COM 353514102 2,881 66,912 SH   DFND 14 7,342 59,570 0
FRANKLIN FINL NETWORK INC COM 35352P104 361 9,304 SH   DFND 14 804 8,500 0
FRANKLIN RES INC COM 354613101 34,174 810,975 SH   DFND 14 195,187 615,788 0
FRANKLIN RES INC COM 354613101 33 785 SH   DFND 16 0 785 0
FRANKLIN STREET PPTYS CORP COM 35471R106 362 29,842 SH   DFND 10 29,842 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 19,929 1,641,570 SH   DFND 14 249,689 1,391,881 0
FRANKLIN STREET PPTYS CORP COM 35471R106 775 63,800 SH   DFND 16 0 63,800 0
FREDS INC CL A 356108100 778 59,400 SH   DFND 14 5,463 53,937 0
FREEPORT-MCMORAN INC CL B 35671D857 65,402 4,895,384 SH   DFND 14 896,536 3,998,848 0
FREEPORT-MCMORAN INC CL B 35671D857 533 39,870 SH   DFND 16 0 39,870 0
FREEPORT-MCMORAN INC CL B 35671D857 1,269 95,000 SH   DFND 18 0 95,000 0
FREIGHTCAR AMER INC COM 357023100 206 16,421 SH   DFND 10 16,421 0 0
FREIGHTCAR AMER INC COM 357023100 17 1,352 SH   DFND 14 1,352 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 1,606 750,427 SH   DFND 14 162,499 587,928 0
FULLER H B CO COM 359694106 5,087 98,668 SH   DFND 14 9,012 89,656 0
FULTON FINL CORP PA COM 360271100 11,474 642,813 SH   DFND 14 126,913 515,900 0
FULTON FINL CORP PA COM 360271100 266 14,900 SH   DFND 16 0 14,900 0
FUTUREFUEL CORPORATION COM 36116M106 163 11,500 SH   DFND 10 11,500 0 0
FUTUREFUEL CORPORATION COM 36116M106 2,685 189,330 SH   DFND 14 4,540 184,790 0
GATX CORP COM 361448103 5,770 94,648 SH   DFND 14 7,414 87,234 0
GEO GROUP INC NEW COM 36162J106 402 8,661 SH   DFND 10 8,661 0 0
GEO GROUP INC NEW COM 36162J106 91,226 1,967,349 SH   DFND 14 339,978 1,627,371 0
GEO GROUP INC NEW COM 36162J106 1,628 35,100 SH   DFND 16 0 35,100 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 7,330 224,501 SH   DFND 14 42,201 182,300 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 1,042 31,900 SH   DFND 16 0 31,900 0
GGP INC COM 36174X101 30,284 1,306,452 SH   DFND 14 298,371 1,008,081 0
GGP INC COM 36174X101 256 11,050 SH   DFND 16 0 11,050 0
GGP INC COM 36174X101 26,967 1,163,369 SH   DFND 3 78,126 1,085,243 0
GNC HLDGS INC COM CL A 36191G107 1,471 199,810 SH   DFND 14 5,810 194,000 0
G-III APPAREL GROUP LTD COM 36237H101 1,635 74,698 SH   DFND 14 7,248 67,450 0
GSI TECHNOLOGY COM 36241U106 218 25,100 SH   DFND 10 25,100 0 0
GMS INC COM 36251C103 2,516 71,800 SH   DFND 14 27,000 44,800 0
GMS INC COM 36251C103 42 1,200 SH   DFND 16 0 1,200 0
GAIN CAP HLDGS INC COM 36268W100 629 75,474 SH   DFND 14 4,074 71,400 0
GAIA INC NEW CL A 36269P104 202 20,300 SH   DFND 10 20,300 0 0
GAIA INC NEW CL A 36269P104 20 2,060 SH   DFND 14 2,060 0 0
GALLAGHER ARTHUR J & CO COM 363576109 13,997 247,558 SH   DFND 14 82,500 165,058 0
GALLAGHER ARTHUR J & CO COM 363576109 20 350 SH   DFND 16 0 350 0
GAMING & LEISURE PPTYS INC COM 36467J108 391 11,701 SH   DFND 14 11,701 0 0
GAMESTOP CORP NEW CL A 36467W109 297 13,169 SH   DFND 10 13,169 0 0
GAMESTOP CORP NEW CL A 36467W109 31,331 1,389,392 SH   DFND 14 209,880 1,179,512 0
GAMESTOP CORP NEW CL A 36467W109 293 13,000 SH   DFND 16 0 13,000 0
GANNETT CO INC COM 36473H104 6,031 719,716 SH   DFND 14 20,881 698,835 0
GAP INC DEL COM 364760108 30,546 1,257,567 SH   DFND 14 182,993 1,074,574 0
GAP INC DEL COM 364760108 10 425 SH   DFND 16 0 425 0
GARTNER INC COM 366651107 5,565 51,537 SH   DFND 14 11,495 40,042 0
GENERAC HLDGS INC COM 368736104 3,757 100,787 SH   DFND 14 4,387 96,400 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,520 84,663 SH   DFND 14 8,283 76,380 0
GENERAL COMMUNICATION INC CL A 369385109 244 11,707 SH   DFND 10 11,707 0 0
GENERAL COMMUNICATION INC CL A 369385109 950 45,682 SH   DFND 14 4,835 40,847 0
GENERAL DYNAMICS CORP COM 369550108 76,904 410,811 SH   DFND 14 133,029 277,782 0
GENERAL DYNAMICS CORP COM 369550108 119 635 SH   DFND 16 0 635 0
GENERAL ELECTRIC CO COM 369604103 1,712 57,450 SH   DFND 10 57,450 0 0
GENERAL ELECTRIC CO COM 369604103 475,747 15,964,652 SH   DFND 14 4,743,264 11,221,388 0
GENERAL ELECTRIC CO COM 369604103 1,123 37,686 SH   DFND 16 0 37,686 0
GENERAL MLS INC COM 370334104 76,576 1,297,670 SH   DFND 14 344,222 953,448 0
GENERAL MLS INC COM 370334104 75 1,274 SH   DFND 16 0 1,274 0
GENERAL MTRS CO COM 37045V100 810 22,910 SH   DFND 10 22,910 0 0
GENERAL MTRS CO COM 37045V100 212,429 6,007,594 SH   DFND 14 1,230,463 4,777,131 0
GENERAL MTRS CO COM 37045V100 1,124 31,800 SH   DFND 16 0 31,800 0
GENERAL MTRS CO COM 37045V100 191 5,400 SH   DFND 18 0 5,400 0
GENERAL MTRS CO COM 37045V100 22 631 SH   DFND 3 0 631 0
GENESCO INC COM 371532102 10,220 184,307 SH   DFND 14 20,533 163,774 0
GENESCO INC COM 371532102 549 9,900 SH   DFND 16 0 9,900 0
GENESEE & WYO INC CL A 371559105 2,552 37,613 SH   DFND 14 8,011 29,602 0
GENESEE & WYO INC CL A 371559105 421 6,200 SH   DFND 18 0 6,200 0
GENTEX CORP COM 371901109 3,797 178,020 SH   DFND 14 39,588 138,432 0
GENOMIC HEALTH INC COM 37244C101 5,462 173,440 SH   DFND 14 57,034 116,406 0
GENOMIC HEALTH INC COM 37244C101 702 22,300 SH   DFND 16 0 22,300 0
GENUINE PARTS CO COM 372460105 23,327 252,434 SH   DFND 14 70,153 182,281 0
GENUINE PARTS CO COM 372460105 245 2,650 SH   DFND 16 0 2,650 0
GENWORTH FINL INC COM CL A 37247D106 21,587 5,239,453 SH   DFND 14 1,475,450 3,764,003 0
GENWORTH FINL INC COM CL A 37247D106 702 170,300 SH   DFND 16 0 170,300 0
GENTHERM INC COM 37253A103 2,485 63,309 SH   DFND 14 6,499 56,810 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 367 22,622 SH   DFND 14 2,202 20,420 0
GERON CORP COM 374163103 32 14,087 SH   DFND 14 14,087 0 0
GETTY RLTY CORP NEW COM 374297109 259 10,268 SH   DFND 10 10,268 0 0
GETTY RLTY CORP NEW COM 374297109 1,165 46,102 SH   DFND 14 4,393 41,709 0
GIBRALTAR INDS INC COM 374689107 5,762 139,865 SH   DFND 14 24,107 115,758 0
GIBRALTAR INDS INC COM 374689107 202 4,900 SH   DFND 16 0 4,900 0
GILEAD SCIENCES INC COM 375558103 1,342 19,760 SH   DFND 10 19,760 0 0
GILEAD SCIENCES INC COM 375558103 222,065 3,269,503 SH   DFND 14 713,758 2,555,745 0
GILEAD SCIENCES INC COM 375558103 510 7,510 SH   DFND 16 0 7,510 0
GLACIER BANCORP INC NEW COM 37637Q105 39 1,141 SH   DFND 10 1,141 0 0
GLACIER BANCORP INC NEW COM 37637Q105 4,485 132,171 SH   DFND 14 13,565 118,606 0
GLADSTONE COML CORP COM 376536108 790 38,242 SH   DFND 14 23,642 14,600 0
GLADSTONE COML CORP COM 376536108 145 7,000 SH   DFND 16 0 7,000 0
GLASSBRIDGE ENTERPRISES INC COM 377185103 73 15,124 SH   DFND 10 15,124 0 0
GLASSBRIDGE ENTERPRISES INC COM 377185103 2 350 SH   DFND 14 350 0 0
GLATFELTER COM 377316104 4,214 193,823 SH   DFND 14 7,783 186,040 0
GLAUKOS CORP COM 377322102 204 3,970 SH   DFND 14 1,770 2,200 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 46 1,250 SH   DFND 14 1,250 0 0
GLOBAL BLOOD THERAPEUTICS IN COM 37890U108 2,727 73,996 SH   DFND 18 0 73,996 0
GLOBALSTAR INC COM 378973408 67 42,040 SH   DFND 14 42,040 0 0
GLOBAL PMTS INC COM 37940X102 16,909 209,585 SH   DFND 14 70,638 138,947 0
GLOBAL PMTS INC COM 37940X102 24 300 SH   DFND 16 0 300 0
GLOBAL X FDS GB MSCI AR ETF 37950E259 254 9,000 SH   DFND 18 0 9,000 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 18,601 540,716 SH   DFND 14 72,630 468,086 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 908 26,400 SH   DFND 16 0 26,400 0
GLOBUS MED INC CL A 379577208 1,349 45,530 SH   DFND 14 10,900 34,630 0
GLU MOBILE INC COM 379890106 237 104,200 SH   DFND 10 104,200 0 0
GLU MOBILE INC COM 379890106 24 10,704 SH   DFND 14 10,704 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,303 5,670 SH   DFND 10 5,670 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 351,279 1,529,160 SH   DFND 14 310,220 1,218,940 0
GOLDMAN SACHS GROUP INC COM 38141G104 2,302 10,020 SH   DFND 16 0 10,020 0
GOODYEAR TIRE & RUBR CO COM 382550101 23,877 663,246 SH   DFND 14 154,054 509,192 0
GOODYEAR TIRE & RUBR CO COM 382550101 19 535 SH   DFND 16 0 535 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 7,720 368,865 SH   DFND 14 12,705 356,160 0
GRACE W R & CO DEL NEW COM 38388F108 303 4,353 SH   DFND 14 4,243 110 0
GRACO INC COM 384109104 25,737 273,392 SH   DFND 14 69,656 203,736 0
GRACO INC COM 384109104 188 2,000 SH   DFND 16 0 2,000 0
GRAHAM HLDGS CO COM 384637104 2,765 4,611 SH   DFND 14 638 3,973 0
GRAINGER W W INC COM 384802104 18,883 81,128 SH   DFND 14 26,763 54,365 0
GRAINGER W W INC COM 384802104 28 120 SH   DFND 16 0 120 0
GRAMERCY PPTY TR COM NEW 385002308 3,326 126,481 SH   DFND 14 41,881 84,600 0
GRAMERCY PPTY TR COM NEW 385002308 1,018 38,700 SH   DFND 16 0 38,700 0
GRAND CANYON ED INC COM 38526M106 9,975 139,293 SH   DFND 14 54,693 84,600 0
GRAND CANYON ED INC COM 38526M106 1,103 15,400 SH   DFND 16 0 15,400 0
GRANITE CONSTR INC COM 387328107 1,409 28,082 SH   DFND 14 7,368 20,714 0
GRAPHIC PACKAGING HLDG CO COM 388689101 4,122 320,264 SH   DFND 14 14,064 306,200 0
GRAY TELEVISION INC COM 389375106 2,444 168,540 SH   DFND 14 6,940 161,600 0
GREAT SOUTHN BANCORP INC COM 390905107 5,413 107,197 SH   DFND 14 1,334 105,863 0
GREAT SOUTHN BANCORP INC COM 390905107 152 3,000 SH   DFND 16 0 3,000 0
GREAT PLAINS ENERGY INC COM 391164100 25,380 868,573 SH   DFND 14 137,598 730,975 0
GREAT PLAINS ENERGY INC COM 391164100 82 2,800 SH   DFND 16 0 2,800 0
GREAT WESTN BANCORP INC COM 391416104 15,676 369,631 SH   DFND 14 29,615 340,016 0
GREEN BRICK PARTNERS INC COM 392709101 232 23,300 SH   DFND 10 23,300 0 0
GREEN BRICK PARTNERS INC COM 392709101 20 1,990 SH   DFND 14 1,990 0 0
GREEN DOT CORP CL A 39304D102 617 18,485 SH   DFND 10 18,485 0 0
GREEN DOT CORP CL A 39304D102 2,558 76,665 SH   DFND 14 7,605 69,060 0
GREEN PLAINS INC COM 393222104 1,558 62,940 SH   DFND 14 8,080 54,860 0
GREENBRIER COS INC COM 393657101 12,459 289,067 SH   DFND 14 4,877 284,190 0
GREENHILL & CO INC COM 395259104 5,012 171,061 SH   DFND 14 4,859 166,202 0
GREIF INC CL A 397624107 34,881 633,158 SH   DFND 14 182,393 450,765 0
GREIF INC CL A 397624107 1,069 19,400 SH   DFND 16 0 19,400 0
GRIFFON CORP COM 398433102 1,322 53,641 SH   DFND 14 5,320 48,321 0
GROUP 1 AUTOMOTIVE INC COM 398905109 260 3,512 SH   DFND 10 3,512 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 12,466 168,272 SH   DFND 14 3,901 164,371 0
GROUP 1 AUTOMOTIVE INC COM 398905109 830 11,200 SH   DFND 16 0 11,200 0
GROUPON INC COM 399473107 48 12,305 SH   DFND 14 12,305 0 0
GRUBHUB INC COM 400110102 240 7,300 SH   DFND 14 7,300 0 0
GRUPO AVAL ACCIONES Y VALORE SPONSORED ADS 40053W101 392 47,968 SH   DFND 14 0 47,968 0
GUESS INC COM 401617105 1,163 104,327 SH   DFND 14 9,559 94,768 0
GULF ISLAND FABRICATION INC COM 402307102 245 21,200 SH   DFND 10 21,200 0 0
GULF ISLAND FABRICATION INC COM 402307102 260 22,501 SH   DFND 14 1,475 21,026 0
GULFPORT ENERGY CORP COM NEW 402635304 9,750 567,164 SH   DFND 14 45,594 521,570 0
H & E EQUIPMENT SERVICES INC COM 404030108 3,052 124,457 SH   DFND 14 3,657 120,800 0
HCA HOLDINGS INC COM 40412C101 85,262 958,111 SH   DFND 14 172,039 786,072 0
HCA HOLDINGS INC COM 40412C101 58 650 SH   DFND 16 0 650 0
HCP INC COM 40414L109 33,095 1,058,015 SH   DFND 14 284,842 773,173 0
HCP INC COM 40414L109 30 970 SH   DFND 16 0 970 0
HCI GROUP INC COM 40416E103 687 15,074 SH   DFND 14 1,670 13,404 0
HD SUPPLY HLDGS INC COM 40416M105 12,481 303,490 SH   DFND 14 10,990 292,500 0
HD SUPPLY HLDGS INC COM 40416M105 860 20,900 SH   DFND 16 0 20,900 0
HFF INC CL A 40418F108 1,722 62,225 SH   DFND 14 6,195 56,030 0
HFF INC CL A 40418F108 324 11,700 SH   DFND 18 0 11,700 0
HNI CORP COM 404251100 3,844 83,407 SH   DFND 14 24,493 58,914 0
HNI CORP COM 404251100 9 200 SH   DFND 16 0 200 0
HMS HLDGS CORP COM 40425J101 10,443 513,672 SH   DFND 14 125,905 387,767 0
HMS HLDGS CORP COM 40425J101 842 41,400 SH   DFND 16 0 41,400 0
HSN INC COM 404303109 22,450 605,124 SH   DFND 14 148,213 456,911 0
HSN INC COM 404303109 987 26,600 SH   DFND 16 0 26,600 0
HRG GROUP INC COM 40434J100 448 23,172 SH   DFND 14 15,072 8,100 0
HP INC COM 40434L105 150,600 8,422,839 SH   DFND 14 1,750,858 6,671,981 0
HP INC COM 40434L105 1,131 63,236 SH   DFND 16 0 63,236 0
HACKETT GROUP INC COM 404609109 3,135 160,833 SH   DFND 14 42,238 118,595 0
HACKETT GROUP INC COM 404609109 306 15,700 SH   DFND 16 0 15,700 0
HAEMONETICS CORP COM 405024100 4,070 100,322 SH   DFND 14 9,684 90,638 0
HAIN CELESTIAL GROUP INC COM 405217100 9,756 262,270 SH   DFND 14 32,396 229,874 0
HAIN CELESTIAL GROUP INC COM 405217100 11 300 SH   DFND 16 0 300 0
HAIN CELESTIAL GROUP INC COM 405217100 316 8,500 SH   DFND 18 0 8,500 0
HALLIBURTON CO COM 406216101 803 16,310 SH   DFND 10 16,310 0 0
HALLIBURTON CO COM 406216101 58,950 1,197,931 SH   DFND 14 409,308 788,623 0
HALLIBURTON CO COM 406216101 92 1,875 SH   DFND 16 0 1,875 0
HALLIBURTON CO COM 406216101 1,742 35,400 SH   DFND 18 0 35,400 0
HALOZYME THERAPEUTICS INC COM 40637H109 140 10,786 SH   DFND 14 10,786 0 0
HALYARD HEALTH INC COM 40650V100 22,217 583,279 SH   DFND 14 161,455 421,824 0
HALYARD HEALTH INC COM 40650V100 800 21,000 SH   DFND 16 0 21,000 0
HANCOCK HLDG CO COM 410120109 25,737 565,034 SH   DFND 14 143,453 421,581 0
HANCOCK HLDG CO COM 410120109 182 4,000 SH   DFND 16 0 4,000 0
HANDY & HARMAN LTD COM 410315105 1,279 47,025 SH   DFND 14 932 46,093 0
HANESBRANDS INC COM 410345102 10,798 520,151 SH   DFND 14 177,300 342,851 0
HANESBRANDS INC COM 410345102 17 800 SH   DFND 16 0 800 0
HANMI FINL CORP COM NEW 410495204 11,106 361,164 SH   DFND 14 71,767 289,397 0
HANOVER INS GROUP INC COM 410867105 25,243 280,293 SH   DFND 14 68,974 211,319 0
HANOVER INS GROUP INC COM 410867105 189 2,100 SH   DFND 16 0 2,100 0
HARLEY DAVIDSON INC COM 412822108 14,763 244,011 SH   DFND 14 83,267 160,744 0
HARLEY DAVIDSON INC COM 412822108 24 400 SH   DFND 16 0 400 0
HARMONIC INC COM 413160102 786 132,054 SH   DFND 14 10,814 121,240 0
HARRIS CORP DEL COM 413875105 19,369 174,071 SH   DFND 14 59,996 114,075 0
HARRIS CORP DEL COM 413875105 31 275 SH   DFND 16 0 275 0
HARSCO CORP COM 415864107 7,448 584,122 SH   DFND 14 159,909 424,213 0
HARSCO CORP COM 415864107 89 7,000 SH   DFND 16 0 7,000 0
HARTFORD FINL SVCS GROUP INC COM 416515104 51,689 1,075,287 SH   DFND 14 222,506 852,781 0
HARTFORD FINL SVCS GROUP INC COM 416515104 109 2,275 SH   DFND 16 0 2,275 0
HASBRO INC COM 418056107 19,197 192,313 SH   DFND 14 53,369 138,944 0
HASBRO INC COM 418056107 25 250 SH   DFND 16 0 250 0
HAVERTY FURNITURE INC COM 419596101 818 33,587 SH   DFND 14 3,083 30,504 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 16,554 496,977 SH   DFND 14 166,468 330,509 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 157 4,700 SH   DFND 16 0 4,700 0
HAWAIIAN HOLDINGS INC COM 419879101 13,331 286,994 SH   DFND 14 46,264 240,730 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 224 9,791 SH   DFND 10 9,791 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 23 1,000 SH   DFND 14 1,000 0 0
HAWKINS INC COM 420261109 865 17,646 SH   DFND 14 1,786 15,860 0
HAWKINS INC COM 420261109 64 1,300 SH   DFND 16 0 1,300 0
HAYNES INTERNATIONAL INC COM NEW 420877201 830 21,785 SH   DFND 14 2,079 19,706 0
HEALTHCARE SVCS GRP INC COM 421906108 5,421 125,818 SH   DFND 14 12,967 112,851 0
HEALTHSOUTH CORP COM NEW 421924309 677 15,808 SH   DFND 10 15,808 0 0
HEALTHSOUTH CORP COM NEW 421924309 6,785 158,499 SH   DFND 14 17,959 140,540 0
HEALTHSOUTH CORP COM NEW 421924309 385 9,000 SH   DFND 18 0 9,000 0
HEALTHCARE RLTY TR COM 421946104 2,793 85,948 SH   DFND 14 29,148 56,800 0
HEADWATERS INC COM 42210P102 5,889 250,818 SH   DFND 14 130,037 120,781 0
HEALTHSTREAM INC COM 42222N103 1,051 43,392 SH   DFND 14 4,202 39,190 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 283 8,990 SH   DFND 14 8,990 0 0
HEALTHEQUITY INC COM 42226A107 3,450 81,280 SH   DFND 14 7,220 74,060 0
HEARTLAND EXPRESS INC COM 422347104 1,574 78,522 SH   DFND 14 7,870 70,652 0
HEARTLAND FINL USA INC COM 42234Q102 15,692 314,155 SH   DFND 14 31,065 283,090 0
HEARTLAND FINL USA INC COM 42234Q102 739 14,800 SH   DFND 16 0 14,800 0
HECLA MNG CO COM 422704106 221 41,812 SH   DFND 14 41,812 0 0
HEICO CORP NEW CL A 422806208 370 4,930 SH   DFND 14 2,330 2,600 0
HEIDRICK & STRUGGLES INTL IN COM 422819102 968 36,729 SH   DFND 14 3,157 33,572 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 113 14,559 SH   DFND 10 14,559 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,815 233,549 SH   DFND 14 21,998 211,551 0
HELMERICH & PAYNE INC COM 423452101 10,014 150,426 SH   DFND 14 49,927 100,499 0
HELMERICH & PAYNE INC COM 423452101 17 250 SH   DFND 16 0 250 0
HENRY JACK & ASSOC INC COM 426281101 8,829 94,835 SH   DFND 14 19,118 75,717 0
HENRY JACK & ASSOC INC COM 426281101 74 800 SH   DFND 16 0 800 0
HERITAGE COMMERCE CORP COM 426927109 508 36,038 SH   DFND 14 3,438 32,600 0
HERC HLDGS INC COM 42704L104 770 15,743 SH   DFND 14 1,043 14,700 0
HERITAGE FINL CORP WASH COM 42722X106 1,236 49,936 SH   DFND 14 3,136 46,800 0
HERITAGE FINL CORP WASH COM 42722X106 84 3,400 SH   DFND 16 0 3,400 0
HERITAGE INS HLDGS INC COM 42727J102 26 2,056 SH   DFND 10 2,056 0 0
HERITAGE INS HLDGS INC COM 42727J102 953 74,620 SH   DFND 14 1,720 72,900 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 520 27,680 SH   DFND 10 27,680 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 8,912 474,307 SH   DFND 14 24,687 449,620 0
HERSHEY CO COM 427866108 21,555 197,303 SH   DFND 14 67,782 129,521 0
HERSHEY CO COM 427866108 33 305 SH   DFND 16 0 305 0
HESKA CORP COM RESTRC NEW 42805E306 10,979 104,579 SH   DFND 14 42,636 61,943 0
HESKA CORP COM RESTRC NEW 42805E306 1,050 10,000 SH   DFND 16 0 10,000 0
HERTZ GLOBAL HLDGS INC COM 42806J106 5,219 297,533 SH   DFND 14 2,433 295,100 0
HESS CORP COM 42809H107 24,513 508,463 SH   DFND 14 143,381 365,082 0
HESS CORP COM 42809H107 30 625 SH   DFND 16 0 625 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 166,108 7,008,764 SH   DFND 14 1,201,058 5,807,706 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 404 17,036 SH   DFND 16 0 17,036 0
HEXCEL CORP NEW COM 428291108 318 5,836 SH   DFND 14 5,836 0 0
HIBBETT SPORTS INC COM 428567101 1,111 37,667 SH   DFND 14 3,685 33,982 0
HIGHWOODS PPTYS INC COM 431284108 3,124 63,592 SH   DFND 14 14,616 48,976 0
HILL ROM HLDGS INC COM 431475102 470 6,651 SH   DFND 10 6,651 0 0
HILL ROM HLDGS INC COM 431475102 35,492 502,721 SH   DFND 14 102,675 400,046 0
HILL ROM HLDGS INC COM 431475102 191 2,700 SH   DFND 16 0 2,700 0
HILLENBRAND INC COM 431571108 7,467 208,281 SH   DFND 14 42,179 166,102 0
HILLENBRAND INC COM 431571108 419 11,700 SH   DFND 16 0 11,700 0
HILLTOP HOLDINGS INC COM 432748101 523 19,027 SH   DFND 10 19,027 0 0
HILLTOP HOLDINGS INC COM 432748101 11,124 404,948 SH   DFND 14 94,745 310,203 0
HILLTOP HOLDINGS INC COM 432748101 799 29,100 SH   DFND 16 0 29,100 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 333 5,691 SH   DFND 10 5,691 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 516 8,829 SH   DFND 14 8,579 250 0
HOLLYFRONTIER CORP COM 436106108 8,998 317,486 SH   DFND 14 46,177 271,309 0
HOLOGIC INC COM 436440101 1,192 28,010 SH   DFND 10 28,010 0 0
HOLOGIC INC COM 436440101 65,868 1,548,004 SH   DFND 14 166,731 1,381,273 0
HOLOGIC INC COM 436440101 637 14,980 SH   DFND 16 0 14,980 0
HOME BANCSHARES INC COM 436893200 753 27,812 SH   DFND 10 27,812 0 0
HOME BANCSHARES INC COM 436893200 7,508 277,354 SH   DFND 14 80,376 196,978 0
HOME BANCSHARES INC COM 436893200 319 11,800 SH   DFND 18 0 11,800 0
HOME DEPOT INC COM 437076102 2,849 19,405 SH   DFND 10 19,405 0 0
HOME DEPOT INC COM 437076102 256,682 1,748,155 SH   DFND 14 575,722 1,172,433 0
HOME DEPOT INC COM 437076102 393 2,675 SH   DFND 16 0 2,675 0
HOME DEPOT INC COM 437076102 602 4,100 SH   DFND 18 0 4,100 0
HOMESTREET INC COM 43785V102 2,680 95,890 SH   DFND 14 13,240 82,650 0
HONEYWELL INTL INC COM 438516106 405 3,240 SH   DFND 10 3,240 0 0
HONEYWELL INTL INC COM 438516106 194,329 1,556,254 SH   DFND 14 471,383 1,084,871 0
HONEYWELL INTL INC COM 438516106 621 4,975 SH   DFND 16 0 4,975 0
HOPE BANCORP INC COM 43940T109 696 36,317 SH   DFND 10 36,317 0 0
HOPE BANCORP INC COM 43940T109 21,652 1,129,471 SH   DFND 14 63,352 1,066,119 0
HORACE MANN EDUCATORS CORP N COM 440327104 2,868 69,870 SH   DFND 14 7,261 62,609 0
HORIZON BANCORP IND COM 440407104 2,970 113,254 SH   DFND 14 2,600 110,654 0
HORIZON BANCORP IND COM 440407104 97 3,700 SH   DFND 16 0 3,700 0
HORMEL FOODS CORP COM 440452100 13,880 400,802 SH   DFND 14 126,868 273,934 0
HORMEL FOODS CORP COM 440452100 20 580 SH   DFND 16 0 580 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 235 53,096 SH   DFND 14 4,322 48,774 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 54,672 1,733,955 SH   DFND 14 266,160 1,467,795 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 177 5,600 SH   DFND 16 0 5,600 0
HOST HOTELS & RESORTS INC COM 44107P104 38,906 2,084,968 SH   DFND 14 444,428 1,640,540 0
HOST HOTELS & RESORTS INC COM 44107P104 27 1,459 SH   DFND 16 0 1,459 0
HOULIHAN LOKEY INC CL A 441593100 7,527 218,500 SH   DFND 14 70,170 148,330 0
HOULIHAN LOKEY INC CL A 441593100 152 4,400 SH   DFND 16 0 4,400 0
HOWARD HUGHES CORP COM 44267D107 300 2,562 SH   DFND 14 2,562 0 0
HUB GROUP INC CL A 443320106 2,686 57,878 SH   DFND 14 5,965 51,913 0
HUBBELL INC COM 443510607 4,827 40,209 SH   DFND 14 7,272 32,937 0
HUBSPOT INC COM 443573100 259 4,280 SH   DFND 14 4,280 0 0
HUDSON PAC PPTYS INC COM 444097109 599 17,295 SH   DFND 14 17,295 0 0
HUDSON PAC PPTYS INC COM 444097109 66,082 1,907,692 SH   DFND 3 286,160 1,621,532 0
HUMANA INC COM 444859102 99,107 480,773 SH   DFND 14 155,503 325,270 0
HUMANA INC COM 444859102 1,060 5,140 SH   DFND 16 0 5,140 0
HUNT J B TRANS SVCS INC COM 445658107 11,276 122,909 SH   DFND 14 41,781 81,128 0
HUNT J B TRANS SVCS INC COM 445658107 18 200 SH   DFND 16 0 200 0
HUNTINGTON BANCSHARES INC COM 446150104 20,011 1,494,486 SH   DFND 14 506,144 988,342 0
HUNTINGTON BANCSHARES INC COM 446150104 30 2,208 SH   DFND 16 0 2,208 0
HUNTINGTON INGALLS INDS INC COM 446413106 129,311 645,781 SH   DFND 14 98,674 547,107 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,718 8,580 SH   DFND 16 0 8,580 0
HUNTSMAN CORP COM 447011107 16,066 654,705 SH   DFND 14 67,005 587,700 0
HURON CONSULTING GROUP INC COM 447462102 2,178 51,744 SH   DFND 14 2,444 49,300 0
HYATT HOTELS CORP COM CL A 448579102 272 5,036 SH   DFND 14 2,136 2,900 0
IDT CORP CL B NEW 448947507 81 6,364 SH   DFND 10 6,364 0 0
IDT CORP CL B NEW 448947507 158 12,400 SH   DFND 14 1,800 10,600 0
IDT CORP CL B NEW 448947507 59 4,600 SH   DFND 16 0 4,600 0
HYSTER YALE MATLS HANDLING I CL A 449172105 178 3,155 SH   DFND 10 3,155 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 581 10,298 SH   DFND 14 1,198 9,100 0
IAC INTERACTIVECORP COM 44919P508 452 6,130 SH   DFND 14 4,430 1,700 0
ICF INTL INC COM 44925C103 4,670 113,086 SH   DFND 14 37,396 75,690 0
ICF INTL INC COM 44925C103 421 10,200 SH   DFND 16 0 10,200 0
ICU MED INC COM 44930G107 4,448 29,127 SH   DFND 14 2,748 26,379 0
ILG INC COM 44967H101 3,821 182,281 SH   DFND 14 18,330 163,951 0
IPG PHOTONICS CORP COM 44980X109 17,367 143,887 SH   DFND 14 25,717 118,170 0
IPG PHOTONICS CORP COM 44980X109 36 300 SH   DFND 16 0 300 0
ISTAR INC COM 45031U101 2,570 217,834 SH   DFND 14 51,034 166,800 0
IXIA COM 45071R109 2,150 109,394 SH   DFND 14 10,499 98,895 0
ITT INC COM 45073V108 2,231 54,383 SH   DFND 14 11,978 42,405 0
IBERIABANK CORP COM 450828108 246 3,112 SH   DFND 10 3,112 0 0
IBERIABANK CORP COM 450828108 12,349 156,123 SH   DFND 14 5,223 150,900 0
ICICI BK LTD ADR 45104G104 2,863 332,900 SH   DFND 14 0 332,900 0
ICICI BK LTD ADR 45104G104 375 43,600 SH   DFND 16 0 43,600 0
ICONIX BRAND GROUP INC COM 451055107 4,412 586,759 SH   DFND 14 7,848 578,911 0
IDACORP INC COM 451107106 6,388 77,002 SH   DFND 14 9,545 67,457 0
IDEX CORP COM 45167R104 6,051 64,714 SH   DFND 14 10,509 54,205 0
IDEXX LABS INC COM 45168D104 932 6,030 SH   DFND 10 6,030 0 0
IDEXX LABS INC COM 45168D104 56,309 364,199 SH   DFND 14 87,013 277,186 0
IDEXX LABS INC COM 45168D104 595 3,850 SH   DFND 16 0 3,850 0
ILLINOIS TOOL WKS INC COM 452308109 303 2,290 SH   DFND 10 2,290 0 0
ILLINOIS TOOL WKS INC COM 452308109 160,774 1,213,666 SH   DFND 14 272,381 941,285 0
ILLINOIS TOOL WKS INC COM 452308109 303 2,290 SH   DFND 16 0 2,290 0
ILLUMINA INC COM 452327109 34,362 201,370 SH   DFND 14 68,115 133,255 0
ILLUMINA INC COM 452327109 55 320 SH   DFND 16 0 320 0
IMPAX LABORATORIES INC COM 45256B101 1,600 126,451 SH   DFND 14 12,831 113,620 0
INC RESH HLDGS INC CL A 45329R109 3,413 74,430 SH   DFND 14 6,930 67,500 0
INC RESH HLDGS INC CL A 45329R109 770 16,800 SH   DFND 16 0 16,800 0
INCYTE CORP COM 45337C102 37,917 283,658 SH   DFND 14 83,505 200,153 0
INCYTE CORP COM 45337C102 62 465 SH   DFND 16 0 465 0
INDEPENDENCE HLDG CO NEW COM NEW 453440307 202 10,881 SH   DFND 14 581 10,300 0
INDEPENDENCE RLTY TR INC COM 45378A106 1,156 123,344 SH   DFND 14 123,344 0 0
INDEPENDENCE RLTY TR INC COM 45378A106 335 35,700 SH   DFND 16 0 35,700 0
INDEPENDENT BANK CORP MASS COM 453836108 3,043 46,808 SH   DFND 14 4,872 41,936 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 511 24,670 SH   DFND 14 2,470 22,200 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 224 10,800 SH   DFND 16 0 10,800 0
INDEPENDENT BK GROUP INC COM 45384B106 222 3,456 SH   DFND 10 3,456 0 0
INDEPENDENT BK GROUP INC COM 45384B106 2,099 32,650 SH   DFND 14 18,050 14,600 0
INDEPENDENT BK GROUP INC COM 45384B106 354 5,500 SH   DFND 16 0 5,500 0
INFINITY PPTY & CAS CORP COM 45665Q103 1,835 19,213 SH   DFND 14 2,039 17,174 0
INFINERA CORPORATION COM 45667G103 147 14,400 SH   DFND 14 14,400 0 0
INFOSYS LTD SPONSORED ADR 456788108 24,186 1,530,766 SH   DFND 14 300 1,530,466 0
INFOSYS LTD SPONSORED ADR 456788108 4,819 305,000 SH   DFND 16 0 305,000 0
INFRAREIT INC COM 45685L100 10,418 578,790 SH   DFND 14 97,330 481,460 0
INFRAREIT INC COM 45685L100 513 28,500 SH   DFND 16 0 28,500 0
INGEVITY CORP COM 45688C107 4,450 73,131 SH   DFND 14 7,772 65,359 0
INGLES MKTS INC CL A 457030104 156 3,605 SH   DFND 10 3,605 0 0
INGLES MKTS INC CL A 457030104 11,678 270,626 SH   DFND 14 1,691 268,935 0
INGLES MKTS INC CL A 457030104 479 11,100 SH   DFND 16 0 11,100 0
INGREDION INC COM 457187102 1,599 13,280 SH   DFND 10 13,280 0 0
INGREDION INC COM 457187102 44,150 366,605 SH   DFND 14 74,304 292,301 0
INGREDION INC COM 457187102 218 1,810 SH   DFND 16 0 1,810 0
INSIGHT ENTERPRISES INC COM 45765U103 514 12,515 SH   DFND 10 12,515 0 0
INSIGHT ENTERPRISES INC COM 45765U103 11,206 272,707 SH   DFND 14 111,081 161,626 0
INSIGHT ENTERPRISES INC COM 45765U103 818 19,900 SH   DFND 16 0 19,900 0
INNOSPEC INC COM 45768S105 2,813 43,440 SH   DFND 14 6,000 37,440 0
INNOSPEC INC COM 45768S105 71 1,100 SH   DFND 16 0 1,100 0
INPHI CORP COM 45772F107 206 4,218 SH   DFND 14 4,218 0 0
INNERWORKINGS INC COM 45773Y105 127 12,733 SH   DFND 14 3,833 8,900 0
INNOPHOS HOLDINGS INC COM 45774N108 6,703 124,191 SH   DFND 14 32,861 91,330 0
INSTEEL INDUSTRIES INC COM 45774W108 1,131 31,302 SH   DFND 14 3,452 27,850 0
INSPERITY INC COM 45778Q107 31,877 359,581 SH   DFND 14 89,007 270,574 0
INSPERITY INC COM 45778Q107 1,126 12,700 SH   DFND 16 0 12,700 0
INOGEN INC COM 45780L104 2,708 34,920 SH   DFND 14 2,800 32,120 0
INSTALLED BLDG PRODS INC COM 45780R101 1,821 34,530 SH   DFND 14 3,490 31,040 0
INNOVIVA INC COM 45781M101 1,829 132,221 SH   DFND 14 12,881 119,340 0
INSULET CORP COM 45784P101 251 5,832 SH   DFND 14 5,832 0 0
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 4,338 102,956 SH   DFND 14 10,468 92,488 0
INTEGRATED DEVICE TECHNOLOGY COM 458118106 2,109 89,113 SH   DFND 14 24,975 64,138 0
INTEL CORP COM 458140100 1,823 50,530 SH   DFND 10 50,530 0 0
INTEL CORP COM 458140100 502,093 13,919,954 SH   DFND 14 3,342,115 10,577,839 0
INTEL CORP COM 458140100 2,884 79,955 SH   DFND 16 0 79,955 0
INTEGER HLDGS CORP COM 45826H109 149 3,699 SH   DFND 10 3,699 0 0
INTEGER HLDGS CORP COM 45826H109 1,941 48,288 SH   DFND 14 5,501 42,787 0
INTER PARFUMS INC COM 458334109 1,167 31,942 SH   DFND 14 2,972 28,970 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 3,947 113,689 SH   DFND 14 8,319 105,370 0
INTERFACE INC COM 458665304 534 28,017 SH   DFND 10 28,017 0 0
INTERFACE INC COM 458665304 2,182 114,554 SH   DFND 14 10,869 103,685 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 49,623 828,860 SH   DFND 14 282,730 546,130 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 76 1,275 SH   DFND 16 0 1,275 0
INTERDIGITAL INC COM 45867G101 2,087 24,178 SH   DFND 14 6,651 17,527 0
INTERNATIONAL BANCSHARES COR COM 459044103 26,221 740,704 SH   DFND 14 144,518 596,186 0
INTERNATIONAL BANCSHARES COR COM 459044103 740 20,900 SH   DFND 16 0 20,900 0
INTERNATIONAL BUSINESS MACHS COM 459200101 650 3,730 SH   DFND 10 3,730 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 231,794 1,331,076 SH   DFND 14 421,865 909,211 0
INTERNATIONAL BUSINESS MACHS COM 459200101 329 1,890 SH   DFND 16 0 1,890 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 353 2,660 SH   DFND 10 2,660 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 14,682 110,782 SH   DFND 14 37,450 73,332 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 23 175 SH   DFND 16 0 175 0
INTL PAPER CO COM 460146103 46,442 914,580 SH   DFND 14 229,387 685,193 0
INTL PAPER CO COM 460146103 47 929 SH   DFND 16 0 929 0
INTL PAPER CO COM 460146103 584 11,500 SH   DFND 18 0 11,500 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 122 3,300 SH   DFND 10 3,300 0 0
INTERNATIONAL SPEEDWAY CORP CL A 460335201 1,395 37,754 SH   DFND 14 4,773 32,981 0
INTERPUBLIC GROUP COS INC COM 460690100 13,567 552,179 SH   DFND 14 193,749 358,430 0
INTERPUBLIC GROUP COS INC COM 460690100 20 800 SH   DFND 16 0 800 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 401 16,040 SH   DFND 14 6,840 9,200 0
INTRAWEST RESORTS HLDGS INC COM 46090K109 138 5,500 SH   DFND 16 0 5,500 0
INTL FCSTONE INC COM 46116V105 263 6,929 SH   DFND 10 6,929 0 0
INTL FCSTONE INC COM 46116V105 8,074 212,702 SH   DFND 14 36,202 176,500 0
INTL FCSTONE INC COM 46116V105 144 3,800 SH   DFND 16 0 3,800 0
INTUIT COM 461202103 166,577 1,436,131 SH   DFND 14 260,023 1,176,108 0
INTUIT COM 461202103 1,397 12,045 SH   DFND 16 0 12,045 0
INVACARE CORP COM 461203101 640 53,753 SH   DFND 14 5,091 48,662 0
INTUITIVE SURGICAL INC COM NEW 46120E602 39,442 51,459 SH   DFND 14 17,803 33,656 0
INTUITIVE SURGICAL INC COM NEW 46120E602 73 95 SH   DFND 16 0 95 0
INTUITIVE SURGICAL INC COM NEW 46120E602 10,622 13,858 SH   DFND 18 0 13,858 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 28,026 1,817,511 SH   DFND 14 305,888 1,511,623 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,141 74,000 SH   DFND 16 0 74,000 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,190 58,768 SH   DFND 14 5,658 53,110 0
INVESTORS BANCORP INC NEW COM 46146L101 430 29,911 SH   DFND 14 29,911 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 79 13,402 SH   DFND 14 13,402 0 0
IONIS PHARMACEUTICALS INC COM 462222100 331 8,241 SH   DFND 14 6,041 2,200 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 12,443 1,289,471 SH   DFND 14 12,453 1,277,018 0
IROBOT CORP COM 462726100 3,346 50,596 SH   DFND 14 4,916 45,680 0
IRON MTN INC NEW COM 46284V101 12,013 336,782 SH   DFND 14 112,650 224,132 0
IRON MTN INC NEW COM 46284V101 16 450 SH   DFND 16 0 450 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 636 37,264 SH   DFND 14 13,564 23,700 0
ISHARES MSCI BRZ CAP ET 464286400 1,275 34,023 SH   DFND 18 0 34,023 0
ISHARES EM MKT SM-CP ET 464286475 665 14,400 SH   DFND 14 0 14,400 0
ISHARES MSCI CDA ETF 464286509 169 6,300 SH   DFND 10 6,300 0 0
ISHARES MSCI CDA ETF 464286509 672 25,000 SH   DFND 18 0 25,000 0
ISHARES MSCI EURZONE ET 464286608 1,178 31,300 SH   DFND 18 0 31,300 0
ISHARES MSCI CH CAP ETF 464286640 400 9,186 SH   DFND 18 0 9,186 0
ISHARES MSCI PAC JP ETF 464286665 225 5,030 SH   DFND 10 5,030 0 0
ISHARES MSCI FRANCE ETF 464286707 1,405 53,000 SH   DFND 18 0 53,000 0
ISHARES MSCI SZ CAP ETF 464286749 1,983 62,000 SH   DFND 18 0 62,000 0
ISHARES MSCI SWEDEN ETF 464286756 505 16,000 SH   DFND 18 0 16,000 0
ISHARES MSCI SPAN CP ET 464286764 593 19,500 SH   DFND 18 0 19,500 0
ISHARES MSCI STH KOR ET 464286772 3,800 61,418 SH   DFND 18 0 61,418 0
ISHARES MSCI STH AFR ET 464286780 1,861 33,724 SH   DFND 18 0 33,724 0
ISHARES MSCI GERMANY ET 464286806 2,521 87,700 SH   DFND 18 0 87,700 0
ISHARES MSCI MEX CAP ET 464286822 768 15,000 SH   DFND 18 0 15,000 0
ISHARES MSCI HONG KG ET 464286871 483 21,700 SH   DFND 18 0 21,700 0
ISHARES TR CORE S&P TTL ST 464287150 6,491 120,138 SH   DFND 14 78,238 41,900 0
ISHARES TR TIPS BD ETF 464287176 31,378 273,681 SH   DFND 14 0 273,681 0
ISHARES TR CHINA LG-CAP ET 464287184 2,271 58,999 SH   DFND 18 0 58,999 0
ISHARES TR CORE S&P500 ETF 464287200 47,181 198,850 SH   DFND 14 84,850 114,000 0
ISHARES TR CORE S&P500 ETF 464287200 771 3,250 SH   DFND 16 0 3,250 0
ISHARES TR CORE S&P500 ETF 464287200 3,651 15,388 SH   DFND 18 0 15,388 0
ISHARES TR CORE S&P500 ETF 464287200 55,303 233,079 SH   DFND 20 233,079 0 0
ISHARES TR CORE US AGGBD E 464287226 174,344 1,607,004 SH   DFND 14 0 1,607,004 0
ISHARES TR CORE US AGGBD E 464287226 477 4,395 SH   DFND 18 0 4,395 0
ISHARES TR CORE US AGGBD E 464287226 68,962 635,656 SH   DFND 20 635,656 0 0
ISHARES TR MSCI EMG MKT ET 464287234 93,579 2,375,693 SH   DFND 14 11,096 2,364,597 0
ISHARES TR MSCI EMG MKT ET 464287234 4,277 108,582 SH   DFND 16 0 108,582 0
ISHARES TR MSCI EMG MKT ET 464287234 2,571 65,267 SH   DFND 18 0 65,267 0
ISHARES TR IBOXX INV CP ET 464287242 12,498 106,000 SH   DFND 14 0 106,000 0
ISHARES TR IBOXX INV CP ET 464287242 1,096 9,294 SH   DFND 18 0 9,294 0
ISHARES TR GLOBAL ENERG ET 464287341 325 9,800 SH   DFND 18 0 9,800 0
ISHARES TR 1-3 YR TR BD ET 464287457 5,266 62,300 SH   DFND 18 0 62,300 0
ISHARES TR MSCI EAFE ETF 464287465 131,473 2,110,665 SH   DFND 14 339,611 1,771,054 0
ISHARES TR MSCI EAFE ETF 464287465 1,719 27,594 SH   DFND 16 0 27,594 0
ISHARES TR MSCI EAFE ETF 464287465 2,518 40,430 SH   DFND 18 0 40,430 0
ISHARES TR RUS MDCP VAL ET 464287473 7,117 85,759 SH   DFND 14 6,410 79,349 0
ISHARES TR CORE S&P MCP ET 464287507 16,072 93,870 SH   DFND 14 27,900 65,970 0
ISHARES TR RUS 1000 VAL ET 464287598 45,168 392,966 SH   DFND 14 0 392,966 0
ISHARES TR RUS 1000 GRW ET 464287614 41,331 363,189 SH   DFND 14 0 363,189 0
ISHARES TR RUS 1000 ETF 464287622 2,260 17,218 SH   DFND 14 17,218 0 0
ISHARES TR RUS 2000 VAL ET 464287630 9,611 81,339 SH   DFND 14 0 81,339 0
ISHARES TR RUS 2000 GRW ET 464287648 210 1,300 SH   DFND 14 0 1,300 0
ISHARES TR RUSSELL 2000 ET 464287655 34,225 248,948 SH   DFND 14 23,890 225,058 0
ISHARES TR RUSSELL 3000 ET 464287689 10,206 72,950 SH   DFND 14 72,950 0 0
ISHARES TR CORE S&P SCP ET 464287804 16,994 245,720 SH   DFND 14 40,080 205,640 0
ISHARES TR CORE S&P SCP ET 464287804 1,249 18,054 SH   DFND 18 0 18,054 0
ISHARES TR INTL TREA BD ET 464288117 1,303 14,254 SH   DFND 18 0 14,254 0
ISHARES TR MSCI AC ASIA ET 464288182 3,591 57,055 SH   DFND 14 0 57,055 0
ISHARES TR MSCI ACWI ETF 464288257 375 5,925 SH   DFND 14 0 5,925 0
ISHARES TR EAFE SML CP ETF 464288273 3,248 60,000 SH   DFND 14 0 60,000 0
ISHARES TR JP MOR EM MK ET 464288281 41,162 362,023 SH   DFND 14 0 362,023 0
ISHARES TR JP MOR EM MK ET 464288281 871 7,657 SH   DFND 18 0 7,657 0
ISHARES TR INTERM CR BD ET 464288638 21,857 200,600 SH   DFND 14 0 200,600 0
ISHARES INDIA 50 ETF 464289529 300 9,272 SH   DFND 18 0 9,272 0
ISHARES TR US TREASURY ETF 46429B267 638 25,450 SH   DFND 10 25,450 0 0
ISHARES TR US TREASURY ETF 46429B267 945 37,711 SH   DFND 18 0 37,711 0
ISHARES TR MSCI INDONIA ET 46429B309 746 28,929 SH   DFND 18 0 28,929 0
ISHARES TR MSCI INDIA ETF 46429B598 24,933 791,909 SH   DFND 14 0 791,909 0
ISHARES TR MSCI INDIA ETF 46429B598 4,027 127,900 SH   DFND 16 0 127,900 0
ISHARES TR MSCI INDIA ETF 46429B598 387 12,286 SH   DFND 18 0 12,286 0
ISHARES TR MSCI POL CAP ET 46429B606 389 18,033 SH   DFND 18 0 18,033 0
ISHARES TR FLTG RATE BD ET 46429B655 17,072 335,600 SH   DFND 14 0 335,600 0
ISHARES TR FLTG RATE BD ET 46429B655 702 13,800 SH   DFND 18 0 13,800 0
ISHARES TR CHINA ETF 46429B671 2,914 58,370 SH   DFND 18 0 58,370 0
ISHARES INC MSCI TAIWAN ETF 46434G772 31,289 941,600 SH   DFND 14 0 941,600 0
ISHARES INC MSCI TAIWAN ETF 46434G772 3,557 107,047 SH   DFND 18 0 107,047 0
ISHARES INC MSCI RUS ETF NE 46434G798 5,848 182,077 SH   DFND 14 0 182,077 0
ISHARES INC MSCI RUS ETF NE 46434G798 383 11,922 SH   DFND 16 0 11,922 0
ISHARES INC MSCI RUS ETF NE 46434G798 613 19,075 SH   DFND 18 0 19,075 0
ISHARES INC MSCI MLY ETF NE 46434G814 783 25,687 SH   DFND 18 0 25,687 0
ISHARES INC MSCI JPN ETF NE 46434G822 8,170 158,644 SH   DFND 14 0 158,644 0
ISHARES INC MSCI JPN ETF NE 46434G822 839 16,300 SH   DFND 18 0 16,300 0
ISHARES TR HDG MSCI JAPAN 46434V886 283 10,100 SH   DFND 14 0 10,100 0
ISHARES TR MSCI UK ETF NEW 46435G334 2,300 70,653 SH   DFND 18 0 70,653 0
ITRON INC COM 465741106 22,596 372,261 SH   DFND 14 80,561 291,700 0
ITRON INC COM 465741106 1,038 17,100 SH   DFND 16 0 17,100 0
IXYS CORP COM 46600W106 708 48,626 SH   DFND 14 30,126 18,500 0
IXYS CORP COM 46600W106 97 6,700 SH   DFND 16 0 6,700 0
J & J SNACK FOODS CORP COM 466032109 4,560 33,638 SH   DFND 14 8,801 24,837 0
JPMORGAN CHASE & CO COM 46625H100 3,673 41,810 SH   DFND 10 41,810 0 0
JPMORGAN CHASE & CO COM 46625H100 900,243 10,248,664 SH   DFND 14 2,405,593 7,843,071 0
JPMORGAN CHASE & CO COM 46625H100 4,498 51,204 SH   DFND 16 0 51,204 0
JABIL CIRCUIT INC COM 466313103 49,974 1,728,002 SH   DFND 14 291,559 1,436,443 0
JABIL CIRCUIT INC COM 466313103 214 7,400 SH   DFND 16 0 7,400 0
JACK IN THE BOX INC COM 466367109 2,527 24,841 SH   DFND 14 6,257 18,584 0
JACOBS ENGR GROUP INC DEL COM 469814107 10,985 198,712 SH   DFND 14 59,843 138,869 0
JACOBS ENGR GROUP INC DEL COM 469814107 13 230 SH   DFND 16 0 230 0
JANUS CAP GROUP INC COM 47102X105 250 18,919 SH   DFND 10 18,919 0 0
JANUS CAP GROUP INC COM 47102X105 1,280 96,972 SH   DFND 14 27,806 69,166 0
JD COM INC SPON ADR CL A 47215P106 61,980 1,992,300 SH   DFND 14 32,000 1,960,300 0
JD COM INC SPON ADR CL A 47215P106 4,505 144,800 SH   DFND 16 0 144,800 0
JD COM INC SPON ADR CL A 47215P106 544 17,500 SH   DFND 18 0 17,500 0
JETBLUE AIRWAYS CORP COM 477143101 21,486 1,042,496 SH   DFND 14 82,750 959,746 0
JETBLUE AIRWAYS CORP COM 477143101 39 1,900 SH   DFND 16 0 1,900 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 1,178 71,097 SH   DFND 14 0 71,097 0
JIVE SOFTWARE INC COM 47760A108 108 25,110 SH   DFND 14 5,210 19,900 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 5,580 63,446 SH   DFND 14 14,684 48,762 0
JOHNSON & JOHNSON COM 478160104 1,009 8,100 SH   DFND 10 8,100 0 0
JOHNSON & JOHNSON COM 478160104 759,149 6,095,131 SH   DFND 14 1,626,987 4,468,144 0
JOHNSON & JOHNSON COM 478160104 2,932 23,540 SH   DFND 16 0 23,540 0
JOHNSON & JOHNSON COM 478160104 18,683 150,000 SH   DFND 18 0 150,000 0
JOHNSON OUTDOORS INC CL A 479167108 367 10,058 SH   DFND 14 758 9,300 0
JOHNSON OUTDOORS INC CL A 479167108 106 2,900 SH   DFND 16 0 2,900 0
JONES LANG LASALLE INC COM 48020Q107 16,294 146,202 SH   DFND 14 25,854 120,348 0
JONES LANG LASALLE INC COM 48020Q107 85 760 SH   DFND 16 0 760 0
JOY GLOBAL INC COM 481165108 1,852 65,566 SH   DFND 14 17,637 47,929 0
J2 GLOBAL INC COM 48123V102 337 4,020 SH   DFND 10 4,020 0 0
J2 GLOBAL INC COM 48123V102 5,437 64,798 SH   DFND 14 9,014 55,784 0
J2 GLOBAL INC COM 48123V102 445 5,300 SH   DFND 18 0 5,300 0
JUNIPER NETWORKS INC COM 48203R104 433 15,550 SH   DFND 10 15,550 0 0
JUNIPER NETWORKS INC COM 48203R104 25,227 906,464 SH   DFND 14 180,783 725,681 0
JUNIPER NETWORKS INC COM 48203R104 425 15,285 SH   DFND 16 0 15,285 0
KAR AUCTION SVCS INC COM 48238T109 280 6,420 SH   DFND 14 6,420 0 0
KBR INC COM 48242W106 27,724 1,844,598 SH   DFND 14 311,039 1,533,559 0
KBR INC COM 48242W106 343 22,800 SH   DFND 16 0 22,800 0
KCG HLDGS INC CL A 48244B100 529 29,668 SH   DFND 10 29,668 0 0
KCG HLDGS INC CL A 48244B100 4,349 243,900 SH   DFND 14 95,100 148,800 0
KCG HLDGS INC CL A 48244B100 62 3,500 SH   DFND 16 0 3,500 0
KLA-TENCOR CORP COM 482480100 24,016 252,616 SH   DFND 14 74,169 178,447 0
KLA-TENCOR CORP COM 482480100 30 320 SH   DFND 16 0 320 0
KLX INC COM 482539103 1,579 35,315 SH   DFND 14 10,006 25,309 0
KMG CHEMICALS INC COM 482564101 1,485 32,228 SH   DFND 14 13,678 18,550 0
KMG CHEMICALS INC COM 482564101 299 6,500 SH   DFND 16 0 6,500 0
K12 INC COM 48273U102 279 14,594 SH   DFND 10 14,594 0 0
K12 INC COM 48273U102 74 3,864 SH   DFND 14 3,864 0 0
KADANT INC COM 48282T104 3,281 55,274 SH   DFND 14 26,594 28,680 0
KADANT INC COM 48282T104 255 4,300 SH   DFND 16 0 4,300 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 2,822 35,319 SH   DFND 14 3,219 32,100 0
KAMAN CORP COM 483548103 2,254 46,840 SH   DFND 14 4,918 41,922 0
KANSAS CITY SOUTHERN COM NEW 485170302 12,797 149,222 SH   DFND 14 50,236 98,986 0
KANSAS CITY SOUTHERN COM NEW 485170302 21 240 SH   DFND 16 0 240 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 14,411 623,842 SH   DFND 14 64,310 559,532 0
KATE SPADE & CO COM 485865109 18,185 782,827 SH   DFND 14 237,615 545,212 0
KATE SPADE & CO COM 485865109 374 16,100 SH   DFND 16 0 16,100 0
KATE SPADE & CO COM 485865109 144 6,200 SH   DFND 18 0 6,200 0
KB HOME COM 48666K109 246 12,386 SH   DFND 10 12,386 0 0
KB HOME COM 48666K109 7,051 354,678 SH   DFND 14 13,654 341,024 0
KELLOGG CO COM 487836108 25,750 354,630 SH   DFND 14 120,834 233,796 0
KELLOGG CO COM 487836108 44 600 SH   DFND 16 0 600 0
KELLY SVCS INC CL A 488152208 1,099 50,288 SH   DFND 14 5,174 45,114 0
KEMPER CORP DEL COM 488401100 1,268 31,785 SH   DFND 14 8,420 23,365 0
KENNAMETAL INC COM 489170100 2,213 56,399 SH   DFND 14 17,757 38,642 0
KENNEDY-WILSON HLDGS INC COM 489398107 215 9,705 SH   DFND 14 9,705 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 62 10,095 SH   DFND 14 10,095 0 0
KEYCORP NEW COM 493267108 1,120 63,000 SH   DFND 10 63,000 0 0
KEYCORP NEW COM 493267108 53,263 2,995,643 SH   DFND 14 642,781 2,352,862 0
KEYCORP NEW COM 493267108 40 2,250 SH   DFND 16 0 2,250 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 5,452 150,865 SH   DFND 14 24,639 126,226 0
KFORCE INC COM 493732101 392 16,521 SH   DFND 10 16,521 0 0
KFORCE INC COM 493732101 2,800 117,895 SH   DFND 14 36,095 81,800 0
KIMBALL INTL INC CL B 494274103 357 21,626 SH   DFND 10 21,626 0 0
KIMBALL INTL INC CL B 494274103 919 55,712 SH   DFND 14 4,112 51,600 0
KILROY RLTY CORP COM 49427F108 4,408 61,148 SH   DFND 14 14,010 47,138 0
KIMBERLY CLARK CORP COM 494368103 329 2,500 SH   DFND 10 2,500 0 0
KIMBERLY CLARK CORP COM 494368103 196,025 1,489,213 SH   DFND 14 310,791 1,178,422 0
KIMBERLY CLARK CORP COM 494368103 1,250 9,495 SH   DFND 16 0 9,495 0
KIMBERLY CLARK CORP COM 494368103 138 1,050 SH   DFND 18 0 1,050 0
KIMCO RLTY CORP COM 49446R109 13,046 590,566 SH   DFND 14 202,337 388,229 0
KIMCO RLTY CORP COM 49446R109 18 835 SH   DFND 16 0 835 0
KINDER MORGAN INC DEL COM 49456B101 149,124 6,859,448 SH   DFND 14 1,379,346 5,480,102 0
KINDER MORGAN INC DEL COM 49456B101 1,115 51,291 SH   DFND 16 0 51,291 0
KINDER MORGAN INC DEL COM 49456B101 2,165 99,600 SH   DFND 18 0 99,600 0
KINDRED BIOSCIENCES INC COM 494577109 443 62,800 SH   DFND 10 62,800 0 0
KINDRED HEALTHCARE INC COM 494580103 5,745 688,003 SH   DFND 14 14,571 673,432 0
KINSALE CAP GROUP INC COM 49714P108 2,839 88,595 SH   DFND 14 35,815 52,780 0
KINSALE CAP GROUP INC COM 49714P108 336 10,500 SH   DFND 16 0 10,500 0
KIRBY CORP COM 497266106 2,349 33,300 SH   DFND 14 7,344 25,956 0
KIRKLANDS INC COM 497498105 306 24,685 SH   DFND 14 2,415 22,270 0
KITE PHARMA INC COM 49803L109 311 3,960 SH   DFND 14 3,960 0 0
KITE RLTY GROUP TR COM NEW 49803T300 5,774 268,571 SH   DFND 14 56,573 211,998 0
KITE RLTY GROUP TR COM NEW 49803T300 318 14,800 SH   DFND 16 0 14,800 0
KNOLL INC COM NEW 498904200 11,434 480,231 SH   DFND 14 90,231 390,000 0
KNOLL INC COM NEW 498904200 767 32,200 SH   DFND 16 0 32,200 0
KNOLL INC COM NEW 498904200 252 10,600 SH   DFND 18 0 10,600 0
KNIGHT TRANSN INC COM 499064103 3,694 117,822 SH   DFND 14 12,011 105,811 0
KNOWLES CORP COM 49926D109 1,096 57,838 SH   DFND 14 15,256 42,582 0
KOHLS CORP COM 500255104 44,580 1,119,825 SH   DFND 14 197,932 921,893 0
KOHLS CORP COM 500255104 14 345 SH   DFND 16 0 345 0
KOPIN CORP COM 500600101 418 102,072 SH   DFND 14 9,438 92,634 0
KOPPERS HOLDINGS INC COM 50060P106 184 4,354 SH   DFND 10 4,354 0 0
KOPPERS HOLDINGS INC COM 50060P106 11,088 261,810 SH   DFND 14 12,060 249,750 0
KOPPERS HOLDINGS INC COM 50060P106 212 5,000 SH   DFND 16 0 5,000 0
KORN FERRY INTL COM NEW 500643200 310 9,857 SH   DFND 10 9,857 0 0
KORN FERRY INTL COM NEW 500643200 3,110 98,753 SH   DFND 14 10,087 88,666 0
KRAFT HEINZ CO COM 500754106 1,015 11,180 SH   DFND 10 11,180 0 0
KRAFT HEINZ CO COM 500754106 75,843 835,184 SH   DFND 14 284,286 550,898 0
KRAFT HEINZ CO COM 500754106 122 1,338 SH   DFND 16 0 1,338 0
KRAFT HEINZ CO COM 500754106 282 3,100 SH   DFND 18 0 3,100 0
KRATON CORPORATION COM 50077C106 2,728 88,234 SH   DFND 14 4,944 83,290 0
KROGER CO COM 501044101 300 10,180 SH   DFND 10 10,180 0 0
KROGER CO COM 501044101 86,004 2,916,383 SH   DFND 14 913,166 2,003,217 0
KROGER CO COM 501044101 354 12,000 SH   DFND 16 0 12,000 0
KROGER CO COM 501044101 137 4,650 SH   DFND 18 0 4,650 0
KULICKE & SOFFA INDS INC COM 501242101 449 22,089 SH   DFND 10 22,089 0 0
KULICKE & SOFFA INDS INC COM 501242101 2,639 129,876 SH   DFND 14 8,028 121,848 0
L BRANDS INC COM 501797104 20,963 445,081 SH   DFND 14 123,048 322,033 0
L BRANDS INC COM 501797104 25 527 SH   DFND 16 0 527 0
LHC GROUP INC COM 50187A107 2,927 54,305 SH   DFND 14 12,991 41,314 0
LGI HOMES INC COM 50187T106 526 15,520 SH   DFND 10 15,520 0 0
LGI HOMES INC COM 50187T106 977 28,810 SH   DFND 14 2,310 26,500 0
LKQ CORP COM 501889208 12,413 424,096 SH   DFND 14 141,490 282,606 0
LKQ CORP COM 501889208 18 600 SH   DFND 16 0 600 0
LKQ CORP COM 501889208 114 3,900 SH   DFND 18 0 3,900 0
LCI INDS COM 50189K103 8,219 82,352 SH   DFND 14 4,458 77,894 0
LCI INDS COM 50189K103 539 5,400 SH   DFND 16 0 5,400 0
LPL FINL HLDGS INC COM 50212V100 14,987 376,274 SH   DFND 14 37,944 338,330 0
LPL FINL HLDGS INC COM 50212V100 291 7,300 SH   DFND 16 0 7,300 0
LSB INDS INC COM 502160104 328 34,978 SH   DFND 14 3,708 31,270 0
LTC PPTYS INC COM 502175102 3,263 68,113 SH   DFND 14 6,708 61,405 0
LSC COMMUNICATIONS INC COM 50218P107 70 2,784 SH   DFND 10 2,784 0 0
LSC COMMUNICATIONS INC COM 50218P107 1,524 60,589 SH   DFND 14 3,830 56,759 0
L3 TECHNOLOGIES INC COM 502413107 18,117 109,608 SH   DFND 14 37,253 72,355 0
L3 TECHNOLOGIES INC COM 502413107 28 170 SH   DFND 16 0 170 0
LA QUINTA HLDGS INC COM 50420D108 479 35,459 SH   DFND 10 35,459 0 0
LA QUINTA HLDGS INC COM 50420D108 79 5,810 SH   DFND 14 5,810 0 0
LA Z BOY INC COM 505336107 17,675 654,640 SH   DFND 14 82,295 572,345 0
LA Z BOY INC COM 505336107 1,339 49,600 SH   DFND 16 0 49,600 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 20,428 142,382 SH   DFND 14 48,853 93,529 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 32 225 SH   DFND 16 0 225 0
LADDER CAP CORP CL A 505743104 4,253 294,550 SH   DFND 14 56,332 238,218 0
LADDER CAP CORP CL A 505743104 164 11,359 SH   DFND 16 0 11,359 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 26 10,402 SH   DFND 14 10,402 0 0
LAKELAND BANCORP INC COM 511637100 2,426 123,756 SH   DFND 14 4,229 119,527 0
LAKELAND FINL CORP COM 511656100 108 2,494 SH   DFND 10 2,494 0 0
LAKELAND FINL CORP COM 511656100 120 2,778 SH   DFND 14 2,778 0 0
LAM RESEARCH CORP COM 512807108 620 4,830 SH   DFND 10 4,830 0 0
LAM RESEARCH CORP COM 512807108 33,292 259,365 SH   DFND 14 77,209 182,156 0
LAM RESEARCH CORP COM 512807108 46 360 SH   DFND 16 0 360 0
LAMAR ADVERTISING CO NEW CL A 512816109 541 7,240 SH   DFND 10 7,240 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 3,815 51,049 SH   DFND 14 11,016 40,033 0
LAMB WESTON HLDGS INC COM 513272104 39,500 939,144 SH   DFND 14 179,847 759,297 0
LAMB WESTON HLDGS INC COM 513272104 606 14,400 SH   DFND 16 0 14,400 0
LANCASTER COLONY CORP COM 513847103 14,332 111,238 SH   DFND 14 30,929 80,309 0
LANCASTER COLONY CORP COM 513847103 99 770 SH   DFND 16 0 770 0
LANDEC CORP COM 514766104 160 13,300 SH   DFND 10 13,300 0 0
LANDEC CORP COM 514766104 27 2,214 SH   DFND 14 2,214 0 0
LANDAUER INC COM 51476K103 814 16,700 SH   DFND 14 1,539 15,161 0
LANDSTAR SYS INC COM 515098101 24,041 280,694 SH   DFND 14 58,587 222,107 0
LANDSTAR SYS INC COM 515098101 154 1,800 SH   DFND 16 0 1,800 0
LANNET INC COM 516012101 415 18,563 SH   DFND 10 18,563 0 0
LANNET INC COM 516012101 3,335 149,238 SH   DFND 14 5,398 143,840 0
LAREDO PETROLEUM INC COM 516806106 9,485 649,638 SH   DFND 14 37,038 612,600 0
LAS VEGAS SANDS CORP COM 517834107 4,316 75,625 SH   DFND 14 23,845 51,780 0
LAS VEGAS SANDS CORP COM 517834107 742 13,000 SH   DFND 16 0 13,000 0
LAS VEGAS SANDS CORP COM 517834107 211 3,700 SH   DFND 18 0 3,700 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 414 14,293 SH   DFND 10 14,293 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 2,204 76,118 SH   DFND 14 21,701 54,417 0
LATTICE SEMICONDUCTOR CORP COM 518415104 86 12,411 SH   DFND 14 12,411 0 0
LAUDER ESTEE COS INC CL A 518439104 26,338 310,629 SH   DFND 14 104,329 206,300 0
LAUDER ESTEE COS INC CL A 518439104 47 550 SH   DFND 16 0 550 0
LAUDER ESTEE COS INC CL A 518439104 127 1,500 SH   DFND 18 0 1,500 0
LEAR CORP COM NEW 521865204 95,796 676,622 SH   DFND 14 50,422 626,200 0
LEAR CORP COM NEW 521865204 1,303 9,200 SH   DFND 16 0 9,200 0
LEGGETT & PLATT INC COM 524660107 10,444 207,560 SH   DFND 14 62,319 145,241 0
LEGGETT & PLATT INC COM 524660107 14 275 SH   DFND 16 0 275 0
LEGACY TEX FINL GROUP INC COM 52471Y106 4,123 103,322 SH   DFND 14 8,082 95,240 0
LEGACY TEX FINL GROUP INC COM 52471Y106 287 7,200 SH   DFND 18 0 7,200 0
LEGG MASON INC COM 524901105 1,982 54,899 SH   DFND 14 13,144 41,755 0
LEIDOS HLDGS INC COM 525327102 41,996 821,193 SH   DFND 14 162,941 658,252 0
LEIDOS HLDGS INC COM 525327102 184 3,600 SH   DFND 16 0 3,600 0
LEMAITRE VASCULAR INC COM 525558201 2,154 87,450 SH   DFND 14 35,850 51,600 0
LEMAITRE VASCULAR INC COM 525558201 244 9,900 SH   DFND 16 0 9,900 0
LENDINGCLUB CORP COM 52603A109 119 21,680 SH   DFND 14 21,680 0 0
LENDINGTREE INC NEW COM 52603B107 1,576 12,575 SH   DFND 14 1,275 11,300 0
LENNAR CORP CL A 526057104 852 16,650 SH   DFND 10 16,650 0 0
LENNAR CORP CL A 526057104 32,859 641,894 SH   DFND 14 140,566 501,328 0
LENNAR CORP CL A 526057104 100 1,950 SH   DFND 16 0 1,950 0
LENNOX INTL INC COM 526107107 274 1,640 SH   DFND 10 1,640 0 0
LENNOX INTL INC COM 526107107 38,893 232,474 SH   DFND 14 45,002 187,472 0
LENNOX INTL INC COM 526107107 197 1,180 SH   DFND 16 0 1,180 0
LENNOX INTL INC COM 526107107 335 2,000 SH   DFND 18 0 2,000 0
LEUCADIA NATL CORP COM 527288104 50,834 1,955,139 SH   DFND 14 543,218 1,411,921 0
LEUCADIA NATL CORP COM 527288104 543 20,900 SH   DFND 16 0 20,900 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 23,592 412,307 SH   DFND 14 136,865 275,442 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 34 600 SH   DFND 16 0 600 0
LEXINGTON REALTY TRUST COM 529043101 188 18,805 SH   DFND 10 18,805 0 0
LEXINGTON REALTY TRUST COM 529043101 21,124 2,116,640 SH   DFND 14 59,080 2,057,560 0
LEXINGTON REALTY TRUST COM 529043101 144 14,400 SH   DFND 16 0 14,400 0
LEXINGTON REALTY TRUST COM 529043101 1,571 157,376 SH   DFND 3 0 157,376 0
LIBERTY BROADBAND CORP COM SER A 530307107 719 8,450 SH   DFND 14 8,450 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 27,116 1,354,468 SH   DFND 14 287,181 1,067,287 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 1,061 53,000 SH   DFND 16 0 53,000 0
LIBERTY INTERACTIVE CORP QVC GP COM SER 53071M104 168 8,400 SH   DFND 18 0 8,400 0
LIBERTY INTERACTIVE CORP LBT VEN COM A N 53071M856 212 4,770 SH   DFND 14 4,770 0 0
LIBERTY PPTY TR SH BEN INT 531172104 24,916 646,342 SH   DFND 14 187,300 459,042 0
LIBERTY PPTY TR SH BEN INT 531172104 177 4,600 SH   DFND 16 0 4,600 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 682 17,533 SH   DFND 14 16,153 1,380 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 5,324 377,560 SH   DFND 14 28,860 348,700 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 286 20,300 SH   DFND 16 0 20,300 0
LIFEPOINT HEALTH INC COM 53219L109 36,607 558,887 SH   DFND 14 70,604 488,283 0
LIFEPOINT HEALTH INC COM 53219L109 118 1,800 SH   DFND 16 0 1,800 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 205 1,938 SH   DFND 10 1,938 0 0
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 6,110 57,727 SH   DFND 14 28,237 29,490 0
LIFE STORAGE INC COM 53223X107 2,402 29,250 SH   DFND 14 6,790 22,460 0
LIFE STORAGE INC COM 53223X107 123 1,500 SH   DFND 3 0 1,500 0
LILLY ELI & CO COM 532457108 115,496 1,373,158 SH   DFND 14 489,419 883,739 0
LILLY ELI & CO COM 532457108 178 2,120 SH   DFND 16 0 2,120 0
LINCOLN ELEC HLDGS INC COM 533900106 4,139 47,656 SH   DFND 14 8,582 39,074 0
LINCOLN NATL CORP IND COM 534187109 961 14,690 SH   DFND 10 14,690 0 0
LINCOLN NATL CORP IND COM 534187109 43,245 660,729 SH   DFND 14 138,052 522,677 0
LINCOLN NATL CORP IND COM 534187109 32 491 SH   DFND 16 0 491 0
LINDSAY CORP COM 535555106 1,615 18,326 SH   DFND 14 1,709 16,617 0
LIQUIDITY SERVICES INC COM 53635B107 69 8,675 SH   DFND 10 8,675 0 0
LIQUIDITY SERVICES INC COM 53635B107 359 44,863 SH   DFND 14 4,273 40,590 0
LITHIA MTRS INC CL A 536797103 477 5,568 SH   DFND 10 5,568 0 0
LITHIA MTRS INC CL A 536797103 6,074 70,911 SH   DFND 14 33,802 37,109 0
LITHIA MTRS INC CL A 536797103 218 2,550 SH   DFND 18 0 2,550 0
LITTELFUSE INC COM 537008104 2,461 15,392 SH   DFND 14 4,442 10,950 0
LITTELFUSE INC COM 537008104 368 2,300 SH   DFND 18 0 2,300 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,926 96,339 SH   DFND 14 16,820 79,519 0
LIVEPERSON INC COM 538146101 24 3,555 SH   DFND 10 3,555 0 0
LIVEPERSON INC COM 538146101 689 100,649 SH   DFND 14 7,899 92,750 0
LOCKHEED MARTIN CORP COM 539830109 244,579 913,974 SH   DFND 14 204,363 709,611 0
LOCKHEED MARTIN CORP COM 539830109 1,836 6,860 SH   DFND 16 0 6,860 0
LOEWS CORP COM 540424108 44,855 959,062 SH   DFND 14 204,856 754,206 0
LOEWS CORP COM 540424108 742 15,861 SH   DFND 16 0 15,861 0
LOGMEIN INC COM 54142L109 309 3,166 SH   DFND 10 3,166 0 0
LOGMEIN INC COM 54142L109 9,555 97,998 SH   DFND 14 56,302 41,696 0
LOGMEIN INC COM 54142L109 54 549 SH   DFND 16 0 549 0
LOUISIANA PAC CORP COM 546347105 4,986 200,880 SH   DFND 14 25,604 175,276 0
LOWES COS INC COM 548661107 112,154 1,364,242 SH   DFND 14 413,982 950,260 0
LOWES COS INC COM 548661107 159 1,935 SH   DFND 16 0 1,935 0
LOWES COS INC COM 548661107 337 4,100 SH   DFND 18 0 4,100 0
LULULEMON ATHLETICA INC COM 550021109 5,192 100,098 SH   DFND 14 2,030 98,068 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 999 47,578 SH   DFND 14 4,096 43,482 0
LUMENTUM HLDGS INC COM 55024U109 9,110 170,764 SH   DFND 14 62,535 108,229 0
LUMINEX CORP DEL COM 55027E102 1,180 64,220 SH   DFND 14 6,780 57,440 0
LUMOS NETWORKS CORP COM 550283105 704 39,791 SH   DFND 14 3,530 36,261 0
LYDALL INC DEL COM 550819106 10,305 192,251 SH   DFND 14 60,550 131,701 0
LYDALL INC DEL COM 550819106 702 13,100 SH   DFND 16 0 13,100 0
LYON WILLIAM HOMES CL A NEW 552074700 819 39,710 SH   DFND 14 3,600 36,110 0
M & T BK CORP COM 55261F104 33,240 214,826 SH   DFND 14 72,880 141,946 0
M & T BK CORP COM 55261F104 54 350 SH   DFND 16 0 350 0
MBIA INC COM 55262C100 119 14,035 SH   DFND 14 14,035 0 0
MB FINANCIAL INC NEW COM 55264U108 188 4,400 SH   DFND 10 4,400 0 0
MB FINANCIAL INC NEW COM 55264U108 2,076 48,481 SH   DFND 14 14,230 34,251 0
M D C HLDGS INC COM 552676108 4,905 163,221 SH   DFND 14 7,120 156,101 0
MDU RES GROUP INC COM 552690109 433 15,816 SH   DFND 10 15,816 0 0
MDU RES GROUP INC COM 552690109 41,693 1,523,305 SH   DFND 14 269,206 1,254,099 0
MDU RES GROUP INC COM 552690109 203 7,400 SH   DFND 16 0 7,400 0
MFA FINL INC COM 55272X102 4,836 598,556 SH   DFND 14 67,956 530,600 0
MGE ENERGY INC COM 55277P104 2,932 45,109 SH   DFND 14 20,769 24,340 0
MGE ENERGY INC COM 55277P104 468 7,200 SH   DFND 16 0 7,200 0
MGIC INVT CORP WIS COM 552848103 17,449 1,722,550 SH   DFND 14 175,350 1,547,200 0
MGM RESORTS INTERNATIONAL COM 552953101 794 28,961 SH   DFND 14 28,361 600 0
MGM RESORTS INTERNATIONAL COM 552953101 142 5,200 SH   DFND 18 0 5,200 0
MGM GROWTH PPTYS LLC CL A COM 55303A105 42,153 1,558,327 SH   DFND 3 235,342 1,322,985 0
M/I HOMES INC COM 55305B101 1,020 41,634 SH   DFND 14 3,594 38,040 0
MKS INSTRUMENT INC COM 55306N104 6,933 100,843 SH   DFND 14 9,754 91,089 0
MRC GLOBAL INC COM 55345K103 6,265 341,800 SH   DFND 14 148,800 193,000 0
MRC GLOBAL INC COM 55345K103 71 3,900 SH   DFND 16 0 3,900 0
MSA SAFETY INC COM 553498106 1,955 27,652 SH   DFND 14 6,216 21,436 0
MSC INDL DIRECT INC CL A 553530106 24,791 241,256 SH   DFND 14 59,948 181,308 0
MSC INDL DIRECT INC CL A 553530106 154 1,500 SH   DFND 16 0 1,500 0
MSCI INC COM 55354G100 877 9,020 SH   DFND 10 9,020 0 0
MSCI INC COM 55354G100 34,697 356,998 SH   DFND 14 70,361 286,637 0
MSCI INC COM 55354G100 224 2,300 SH   DFND 16 0 2,300 0
MSG NETWORK INC CL A 553573106 12,879 551,549 SH   DFND 14 120,749 430,800 0
MSG NETWORK INC CL A 553573106 845 36,200 SH   DFND 16 0 36,200 0
MTS SYS CORP COM 553777103 1,588 28,842 SH   DFND 14 3,053 25,789 0
MTGE INVT CORP COM 55378A105 8,337 497,742 SH   DFND 14 64,005 433,737 0
MTGE INVT CORP COM 55378A105 142 8,500 SH   DFND 16 0 8,500 0
MYR GROUP INC DEL COM 55405W104 1,173 28,616 SH   DFND 14 3,276 25,340 0
MACERICH CO COM 554382101 10,947 169,989 SH   DFND 14 57,932 112,057 0
MACERICH CO COM 554382101 17 270 SH   DFND 16 0 270 0
MACERICH CO COM 554382101 88,377 1,372,316 SH   DFND 3 154,653 1,217,663 0
MACK CALI RLTY CORP COM 554489104 6,451 239,468 SH   DFND 14 54,611 184,857 0
MACK CALI RLTY CORP COM 554489104 40 1,500 SH   DFND 16 0 1,500 0
MACQUARIE INFRASTRUCTURE COR COM 55608B105 231 2,870 SH   DFND 14 1,490 1,380 0
MACYS INC COM 55616P104 376 12,680 SH   DFND 10 12,680 0 0
MACYS INC COM 55616P104 122,735 4,140,860 SH   DFND 14 639,151 3,501,709 0
MACYS INC COM 55616P104 1,015 34,249 SH   DFND 16 0 34,249 0
MADDEN STEVEN LTD COM 556269108 6,025 156,296 SH   DFND 14 21,461 134,835 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 251 1,256 SH   DFND 14 1,256 0 0
MAGELLAN HEALTH INC COM NEW 559079207 643 9,310 SH   DFND 10 9,310 0 0
MAGELLAN HEALTH INC COM NEW 559079207 14,560 210,857 SH   DFND 14 51,987 158,870 0
MAGELLAN HEALTH INC COM NEW 559079207 849 12,300 SH   DFND 16 0 12,300 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 4,138 125,667 SH   DFND 14 29,994 95,673 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 49 1,500 SH   DFND 16 0 1,500 0
MALIBU BOATS INC COM CL A 56117J100 3,336 148,600 SH   DFND 14 41,900 106,700 0
MALIBU BOATS INC COM CL A 56117J100 352 15,700 SH   DFND 16 0 15,700 0
MANHATTAN ASSOCS INC COM 562750109 37,093 712,648 SH   DFND 14 167,670 544,978 0
MANHATTAN ASSOCS INC COM 562750109 796 15,300 SH   DFND 16 0 15,300 0
MANITOWOC INC COM 563571108 76 13,371 SH   DFND 14 13,371 0 0
MANNING & NAPIER INC CL A 56382Q102 123 21,533 SH   DFND 10 21,533 0 0
MANNING & NAPIER INC CL A 56382Q102 6 1,130 SH   DFND 14 1,130 0 0
MANPOWERGROUP INC COM 56418H100 55,571 541,787 SH   DFND 14 89,983 451,804 0
MANPOWERGROUP INC COM 56418H100 211 2,060 SH   DFND 16 0 2,060 0
MANTECH INTL CORP CL A 564563104 1,521 43,924 SH   DFND 14 4,305 39,619 0
MARATHON OIL CORP COM 565849106 216 13,675 SH   DFND 10 13,675 0 0
MARATHON OIL CORP COM 565849106 25,307 1,601,712 SH   DFND 14 440,751 1,160,961 0
MARATHON OIL CORP COM 565849106 27 1,686 SH   DFND 16 0 1,686 0
MARATHON OIL CORP COM 565849106 506 32,000 SH   DFND 18 0 32,000 0
MARATHON PETE CORP COM 56585A102 889 17,590 SH   DFND 10 17,590 0 0
MARATHON PETE CORP COM 56585A102 105,737 2,092,147 SH   DFND 14 549,578 1,542,569 0
MARATHON PETE CORP COM 56585A102 60 1,186 SH   DFND 16 0 1,186 0
MARATHON PETE CORP COM 56585A102 1,087 21,500 SH   DFND 18 0 21,500 0
MARCUS & MILLICHAP INC COM 566324109 2,539 103,280 SH   DFND 14 9,080 94,200 0
MARCUS & MILLICHAP INC COM 566324109 69 2,800 SH   DFND 16 0 2,800 0
MARCUS CORP COM 566330106 1,659 51,681 SH   DFND 14 3,441 48,240 0
MARCUS CORP COM 566330106 154 4,800 SH   DFND 16 0 4,800 0
MARINEMAX INC COM 567908108 895 41,354 SH   DFND 14 4,058 37,296 0
MARKEL CORP COM 570535104 919 942 SH   DFND 14 927 15 0
MARKETAXESS HLDGS INC COM 57060D108 6,008 32,044 SH   DFND 14 5,344 26,700 0
MARLIN BUSINESS SVCS CORP COM 571157106 1,391 54,021 SH   DFND 14 1,221 52,800 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 851 8,518 SH   DFND 10 8,518 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,183 41,861 SH   DFND 14 4,057 37,804 0
MARSH & MCLENNAN COS INC COM 571748102 53,045 717,888 SH   DFND 14 245,173 472,715 0
MARSH & MCLENNAN COS INC COM 571748102 82 1,105 SH   DFND 16 0 1,105 0
MARRIOTT INTL INC NEW CL A 571903202 41,294 438,455 SH   DFND 14 151,507 286,948 0
MARRIOTT INTL INC NEW CL A 571903202 68 727 SH   DFND 16 0 727 0
MARTEN TRANS LTD COM 573075108 1,034 44,094 SH   DFND 14 4,014 40,080 0
MARTIN MARIETTA MATLS INC COM 573284106 19,393 88,856 SH   DFND 14 30,484 58,372 0
MARTIN MARIETTA MATLS INC COM 573284106 33 150 SH   DFND 16 0 150 0
MARTIN MARIETTA MATLS INC COM 573284106 938 4,300 SH   DFND 18 0 4,300 0
MASCO CORP COM 574599106 1,445 42,520 SH   DFND 10 42,520 0 0
MASCO CORP COM 574599106 15,785 464,403 SH   DFND 14 155,537 308,866 0
MASCO CORP COM 574599106 20 575 SH   DFND 16 0 575 0
MASIMO CORP COM 574795100 739 7,923 SH   DFND 10 7,923 0 0
MASIMO CORP COM 574795100 43,038 461,482 SH   DFND 14 104,267 357,215 0
MASIMO CORP COM 574795100 1,306 14,000 SH   DFND 16 0 14,000 0
MASONITE INTL CORP NEW COM 575385109 276 3,480 SH   DFND 14 2,180 1,300 0
MASTEC INC COM 576323109 1,069 26,694 SH   DFND 10 26,694 0 0
MASTEC INC COM 576323109 24,164 603,343 SH   DFND 14 118,443 484,900 0
MASTEC INC COM 576323109 681 17,000 SH   DFND 16 0 17,000 0
MASTEC INC COM 576323109 320 8,000 SH   DFND 18 0 8,000 0
MASTERCARD INCORPORATED CL A 57636Q104 148,100 1,316,796 SH   DFND 14 451,168 865,628 0
MASTERCARD INCORPORATED CL A 57636Q104 235 2,090 SH   DFND 16 0 2,090 0
MATERION CORP COM 576690101 1,155 34,431 SH   DFND 14 3,501 30,930 0
MATRIX SVC CO COM 576853105 2,702 163,742 SH   DFND 14 19,151 144,591 0
MATRIX SVC CO COM 576853105 254 15,400 SH   DFND 16 0 15,400 0
MATSON INC COM 57686G105 8,449 266,015 SH   DFND 14 7,527 258,488 0
MATSON INC COM 57686G105 572 18,000 SH   DFND 16 0 18,000 0
MATTEL INC COM 577081102 11,968 467,309 SH   DFND 14 156,173 311,136 0
MATTEL INC COM 577081102 17 657 SH   DFND 16 0 657 0
MATTEL INC COM 577081102 123 4,800 SH   DFND 18 0 4,800 0
MATTHEWS INTL CORP CL A 577128101 3,880 57,358 SH   DFND 14 5,737 51,621 0
MAXIM INTEGRATED PRODS INC COM 57772K101 2,227 49,535 SH   DFND 14 17,755 31,780 0
MAXLINEAR INC COM 57776J100 279 9,941 SH   DFND 14 6,441 3,500 0
MAXIMUS INC COM 577933104 22,029 354,166 SH   DFND 14 101,772 252,394 0
MAXIMUS INC COM 577933104 299 4,800 SH   DFND 16 0 4,800 0
MAXIMUS INC COM 577933104 292 4,700 SH   DFND 18 0 4,700 0
MCCORMICK & CO INC COM NON VTG 579780206 16,453 168,667 SH   DFND 14 54,321 114,346 0
MCCORMICK & CO INC COM NON VTG 579780206 24 250 SH   DFND 16 0 250 0
MCDERMOTT INTL INC COM 580037109 31,866 4,720,897 SH   DFND 14 856,897 3,864,000 0
MCDERMOTT INTL INC COM 580037109 1,445 214,000 SH   DFND 16 0 214,000 0
MCDONALDS CORP COM 580135101 463 3,575 SH   DFND 10 3,575 0 0
MCDONALDS CORP COM 580135101 337,660 2,605,197 SH   DFND 14 612,923 1,992,274 0
MCDONALDS CORP COM 580135101 1,844 14,225 SH   DFND 16 0 14,225 0
MCDONALDS CORP COM 580135101 376 2,900 SH   DFND 18 0 2,900 0
MCGRATH RENTCORP COM 580589109 221 6,569 SH   DFND 10 6,569 0 0
MCGRATH RENTCORP COM 580589109 1,728 51,467 SH   DFND 14 3,067 48,400 0
MCKESSON CORP COM 58155Q103 43,895 296,067 SH   DFND 14 101,624 194,443 0
MCKESSON CORP COM 58155Q103 71 479 SH   DFND 16 0 479 0
MEAD JOHNSON NUTRITION CO COM 582839106 22,795 255,893 SH   DFND 14 86,557 169,336 0
MEAD JOHNSON NUTRITION CO COM 582839106 38 430 SH   DFND 16 0 430 0
MEDEQUITIES RLTY TR INC COM 58409L306 16 1,440 SH   DFND 14 1,440 0 0
MEDEQUITIES RLTY TR INC COM 58409L306 27,669 2,468,276 SH   DFND 3 325,234 2,143,042 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,073 83,263 SH   DFND 10 83,263 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 5,353 415,291 SH   DFND 14 54,836 360,455 0
MEDICINES CO COM 584688105 5,993 122,552 SH   DFND 14 12,062 110,490 0
MEDIFAST INC COM 58470H101 70 1,579 SH   DFND 10 1,579 0 0
MEDIFAST INC COM 58470H101 1,735 39,102 SH   DFND 14 12,096 27,006 0
MEDIFAST INC COM 58470H101 84 1,900 SH   DFND 16 0 1,900 0
MEDIDATA SOLUTIONS INC COM 58471A105 6,890 119,440 SH   DFND 14 30,270 89,170 0
MEDNAX INC COM 58502B106 4,060 58,520 SH   DFND 14 13,134 45,386 0
MEDPACE HLDGS INC COM 58506Q109 775 25,970 SH   DFND 14 570 25,400 0
MEDPACE HLDGS INC COM 58506Q109 251 8,400 SH   DFND 16 0 8,400 0
MELCO CROWN ENTMT LTD ADR 585464100 353 19,048 SH   DFND 14 18,307 741 0
MERCK & CO INC COM 58933Y105 1,402 22,060 SH   DFND 10 22,060 0 0
MERCK & CO INC COM 58933Y105 323,226 5,086,969 SH   DFND 14 1,495,920 3,591,049 0
MERCK & CO INC COM 58933Y105 554 8,716 SH   DFND 16 0 8,716 0
MERCK & CO INC COM 58933Y105 21,140 332,700 SH   DFND 18 0 332,700 0
MERCURY SYS INC COM 589378108 3,209 82,184 SH   DFND 14 7,806 74,378 0
MERCURY GENL CORP NEW COM 589400100 1,912 31,355 SH   DFND 14 4,491 26,864 0
MEREDITH CORP COM 589433101 20,298 314,218 SH   DFND 14 7,473 306,745 0
MERIDIAN BIOSCIENCE INC COM 589584101 991 71,811 SH   DFND 14 7,010 64,801 0
MERIT MED SYS INC COM 589889104 2,540 87,902 SH   DFND 14 8,433 79,469 0
MERIT MED SYS INC COM 589889104 622 21,510 SH   DFND 18 0 21,510 0
MERITAGE HOMES CORP COM 59001A102 2,391 64,978 SH   DFND 14 6,480 58,498 0
MERITOR INC COM 59001K100 5,223 304,912 SH   DFND 14 8,712 296,200 0
METHODE ELECTRS INC COM 591520200 558 12,235 SH   DFND 10 12,235 0 0
METHODE ELECTRS INC COM 591520200 2,988 65,516 SH   DFND 14 6,525 58,991 0
METLIFE INC COM 59156R108 113,077 2,140,824 SH   DFND 14 575,579 1,565,245 0
METLIFE INC COM 59156R108 123 2,335 SH   DFND 16 0 2,335 0
METTLER TOLEDO INTERNATIONAL COM 592688105 17,599 36,749 SH   DFND 14 12,693 24,056 0
METTLER TOLEDO INTERNATIONAL COM 592688105 29 60 SH   DFND 16 0 60 0
MICHAELS COS INC COM 59408Q106 248 11,070 SH   DFND 10 11,070 0 0
MICHAELS COS INC COM 59408Q106 22,012 983,099 SH   DFND 14 58,589 924,510 0
MICROSOFT CORP COM 594918104 2,549 38,700 SH   DFND 10 38,700 0 0
MICROSOFT CORP COM 594918104 1,012,005 15,366,004 SH   DFND 14 4,309,627 11,056,377 0
MICROSOFT CORP COM 594918104 3,655 55,495 SH   DFND 16 0 55,495 0
MICROSTRATEGY INC CL A NEW 594972408 7,700 41,000 SH   DFND 14 6,910 34,090 0
MICROSTRATEGY INC CL A NEW 594972408 338 1,800 SH   DFND 16 0 1,800 0
MICROCHIP TECHNOLOGY INC COM 595017104 445 6,025 SH   DFND 10 6,025 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 22,078 299,241 SH   DFND 14 101,970 197,271 0
MICROCHIP TECHNOLOGY INC COM 595017104 39 525 SH   DFND 16 0 525 0
MICRON TECHNOLOGY INC COM 595112103 65,985 2,283,221 SH   DFND 14 588,927 1,694,294 0
MICRON TECHNOLOGY INC COM 595112103 63 2,185 SH   DFND 16 0 2,185 0
MICROSEMI CORP COM 595137100 3,960 76,840 SH   DFND 14 21,216 55,624 0
MID AMER APT CMNTYS INC COM 59522J103 16,230 159,527 SH   DFND 14 53,963 105,564 0
MID AMER APT CMNTYS INC COM 59522J103 22 220 SH   DFND 16 0 220 0
MID AMER APT CMNTYS INC COM 59522J103 26,246 257,968 SH   DFND 3 37,961 220,007 0
MIDDLEBY CORP COM 596278101 1,138 8,340 SH   DFND 14 3,700 4,640 0
MIDWESTONE FINL GROUP INC NE COM 598511103 927 27,032 SH   DFND 14 1,170 25,862 0
MILACRON HLDGS CORP COM 59870L106 598 32,160 SH   DFND 14 860 31,300 0
MILLER HERMAN INC COM 600544100 30,096 953,910 SH   DFND 14 156,592 797,318 0
MILLER HERMAN INC COM 600544100 754 23,900 SH   DFND 16 0 23,900 0
MIMEDX GROUP INC COM 602496101 1,648 172,940 SH   DFND 14 18,260 154,680 0
MINERALS TECHNOLOGIES INC COM 603158106 4,087 53,356 SH   DFND 14 6,862 46,494 0
MINERALS TECHNOLOGIES INC COM 603158106 153 2,000 SH   DFND 16 0 2,000 0
MISTRAS GROUP INC COM 60649T107 1,288 60,249 SH   DFND 14 16,549 43,700 0
MISTRAS GROUP INC COM 60649T107 21 1,000 SH   DFND 16 0 1,000 0
MITCHAM INDS INC COM 606501104 151 30,900 SH   DFND 10 30,900 0 0
MOBILEIRON INC COM NEW 60739U204 108 24,890 SH   DFND 14 4,990 19,900 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 6,531 592,100 SH   DFND 14 1,900 590,200 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 577 52,300 SH   DFND 16 0 52,300 0
MOBILE MINI INC COM 60740F105 2,326 76,254 SH   DFND 14 7,885 68,369 0
MOELIS & CO CL A 60786M105 5,332 138,500 SH   DFND 14 2,300 136,200 0
MOHAWK INDS INC COM 608190104 20,405 88,915 SH   DFND 14 30,404 58,511 0
MOHAWK INDS INC COM 608190104 32 140 SH   DFND 16 0 140 0
MOHAWK INDS INC COM 608190104 117 510 SH   DFND 18 0 510 0
MOLINA HEALTHCARE INC COM 60855R100 414 9,081 SH   DFND 10 9,081 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,493 32,734 SH   DFND 14 8,118 24,616 0
MOLSON COORS BREWING CO CL B 60871R209 24,572 256,737 SH   DFND 14 85,988 170,749 0
MOLSON COORS BREWING CO CL B 60871R209 38 400 SH   DFND 16 0 400 0
MOLSON COORS BREWING CO CL B 60871R209 115 1,200 SH   DFND 18 0 1,200 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,458 109,192 SH   DFND 14 9,832 99,360 0
MOMO INC ADR 60879B107 4,562 133,892 SH   DFND 14 0 133,892 0
MONARCH CASINO & RESORT INC COM 609027107 894 30,252 SH   DFND 14 1,417 28,835 0
MONARCH CASINO & RESORT INC COM 609027107 86 2,900 SH   DFND 16 0 2,900 0
MONDELEZ INTL INC CL A 609207105 92,018 2,135,978 SH   DFND 14 727,081 1,408,897 0
MONDELEZ INTL INC CL A 609207105 143 3,315 SH   DFND 16 0 3,315 0
MONDELEZ INTL INC CL A 609207105 306 7,100 SH   DFND 18 0 7,100 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 187 18,720 SH   DFND 14 18,720 0 0
MONOGRAM RESIDENTIAL TR INC COM 60979P105 30,155 3,024,559 SH   DFND 3 446,588 2,577,971 0
MONOLITHIC PWR SYS INC COM 609839105 16,571 179,929 SH   DFND 14 22,969 156,960 0
MONOLITHIC PWR SYS INC COM 609839105 626 6,800 SH   DFND 16 0 6,800 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,426 70,940 SH   DFND 14 7,110 63,830 0
MONRO MUFFLER BRAKE INC COM 610236101 2,929 56,216 SH   DFND 14 5,754 50,462 0
MONSANTO CO NEW COM 61166W101 423 3,740 SH   DFND 10 3,740 0 0
MONSANTO CO NEW COM 61166W101 69,259 611,826 SH   DFND 14 208,345 403,481 0
MONSANTO CO NEW COM 61166W101 109 959 SH   DFND 16 0 959 0
MONSANTO CO NEW COM 61166W101 1,438 12,700 SH   DFND 18 0 12,700 0
MONSTER BEVERAGE CORP NEW COM 61174X109 25,912 561,236 SH   DFND 14 189,316 371,920 0
MONSTER BEVERAGE CORP NEW COM 61174X109 42 900 SH   DFND 16 0 900 0
MOODYS CORP COM 615369105 25,963 231,727 SH   DFND 14 78,907 152,820 0
MOODYS CORP COM 615369105 41 370 SH   DFND 16 0 370 0
MOOG INC CL A 615394202 9,300 138,088 SH   DFND 14 28,922 109,166 0
MOOG INC CL A 615394202 485 7,200 SH   DFND 16 0 7,200 0
MORGAN STANLEY COM NEW 617446448 150,015 3,501,743 SH   DFND 14 858,265 2,643,478 0
MORGAN STANLEY COM NEW 617446448 133 3,106 SH   DFND 16 0 3,106 0
MORNINGSTAR INC COM 617700109 236 3,003 SH   DFND 14 1,303 1,700 0
MOSAIC CO NEW COM 61945C103 14,049 481,473 SH   DFND 14 162,560 318,913 0
MOSAIC CO NEW COM 61945C103 22 750 SH   DFND 16 0 750 0
MOTORCAR PTS AMER INC COM 620071100 505 16,432 SH   DFND 10 16,432 0 0
MOTORCAR PTS AMER INC COM 620071100 992 32,290 SH   DFND 14 3,350 28,940 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 239 2,775 SH   DFND 10 2,775 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 21,074 244,419 SH   DFND 14 79,689 164,730 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 342 3,967 SH   DFND 16 0 3,967 0
MOVADO GROUP INC COM 624580106 426 17,090 SH   DFND 10 17,090 0 0
MOVADO GROUP INC COM 624580106 6,048 242,400 SH   DFND 14 25,427 216,973 0
MOVADO GROUP INC COM 624580106 150 6,000 SH   DFND 16 0 6,000 0
MUELLER INDS INC COM 624756102 11,641 340,078 SH   DFND 14 126,466 213,612 0
MUELLER INDS INC COM 624756102 787 23,000 SH   DFND 16 0 23,000 0
MUELLER WTR PRODS INC COM SER A 624758108 1,293 109,421 SH   DFND 14 105,121 4,300 0
MULTI COLOR CORP COM 625383104 1,728 24,333 SH   DFND 14 2,523 21,810 0
MURPHY OIL CORP COM 626717102 9,734 340,486 SH   DFND 14 85,042 255,444 0
MURPHY OIL CORP COM 626717102 8 285 SH   DFND 16 0 285 0
MURPHY USA INC COM 626755102 1,138 15,503 SH   DFND 10 15,503 0 0
MURPHY USA INC COM 626755102 6,643 90,475 SH   DFND 14 7,868 82,607 0
MURPHY USA INC COM 626755102 125 1,700 SH   DFND 18 0 1,700 0
MYERS INDS INC COM 628464109 586 36,982 SH   DFND 14 3,694 33,288 0
MYRIAD GENETICS INC COM 62855J104 3,754 195,523 SH   DFND 14 11,343 184,180 0
MYRIAD GENETICS INC COM 62855J104 94 4,900 SH   DFND 16 0 4,900 0
NBT BANCORP INC COM 628778102 2,969 80,086 SH   DFND 14 7,746 72,340 0
NCI BUILDING SYS INC COM NEW 628852204 4,878 284,459 SH   DFND 14 90,659 193,800 0
NCI BUILDING SYS INC COM NEW 628852204 478 27,900 SH   DFND 16 0 27,900 0
NCR CORP NEW COM 62886E108 46,522 1,018,432 SH   DFND 14 177,458 840,974 0
NCR CORP NEW COM 62886E108 484 10,600 SH   DFND 16 0 10,600 0
NIC INC COM 62914B100 6,284 311,095 SH   DFND 14 83,785 227,310 0
NIC INC COM 62914B100 545 27,000 SH   DFND 16 0 27,000 0
NN INC COM 629337106 728 28,905 SH   DFND 14 2,605 26,300 0
NRG ENERGY INC COM NEW 629377508 45,327 2,423,883 SH   DFND 14 312,254 2,111,629 0
NRG ENERGY INC COM NEW 629377508 615 32,900 SH   DFND 16 0 32,900 0
NRG ENERGY INC COM NEW 629377508 62 3,305 SH   DFND 3 3,305 0 0
NRG YIELD INC CL A NEW 62942X306 37 2,120 SH   DFND 14 2,120 0 0
NRG YIELD INC CL A NEW 62942X306 334 19,200 SH   DFND 18 0 19,200 0
NRG YIELD INC CL C 62942X405 11,244 635,260 SH   DFND 14 4,360 630,900 0
NVE CORP COM NEW 629445206 1,214 14,663 SH   DFND 14 5,663 9,000 0
NVE CORP COM NEW 629445206 157 1,900 SH   DFND 16 0 1,900 0
NVR INC COM 62944T105 72,536 34,428 SH   DFND 14 5,870 28,558 0
NVR INC COM 62944T105 910 432 SH   DFND 16 0 432 0
NACCO INDS INC CL A 629579103 1,259 18,034 SH   DFND 14 11,934 6,100 0
NACCO INDS INC CL A 629579103 119 1,700 SH   DFND 16 0 1,700 0
NANOMETRICS INC COM 630077105 1,419 46,591 SH   DFND 14 4,181 42,410 0
NASDAQ INC COM 631103108 11,110 159,970 SH   DFND 14 54,577 105,393 0
NASDAQ INC COM 631103108 16 225 SH   DFND 16 0 225 0
NATERA INC COM 632307104 611 68,920 SH   DFND 14 47,320 21,600 0
NATERA INC COM 632307104 43 4,900 SH   DFND 16 0 4,900 0
NATIONAL BK HLDGS CORP CL A 633707104 3,521 108,350 SH   DFND 14 35,600 72,750 0
NATIONAL BEVERAGE CORP COM 635017106 32,610 385,779 SH   DFND 14 113,399 272,380 0
NATIONAL BEVERAGE CORP COM 635017106 1,141 13,500 SH   DFND 16 0 13,500 0
NATIONAL HEALTHCARE CORP COM 635906100 2,371 33,256 SH   DFND 14 16,656 16,600 0
NATIONAL FUEL GAS CO N J COM 636180101 17,614 295,445 SH   DFND 14 18,023 277,422 0
NATIONAL GEN HLDGS CORP COM 636220303 393 16,534 SH   DFND 10 16,534 0 0
NATIONAL GEN HLDGS CORP COM 636220303 7,317 307,960 SH   DFND 14 69,550 238,410 0
NATIONAL GEN HLDGS CORP COM 636220303 680 28,600 SH   DFND 16 0 28,600 0
NATIONAL HEALTH INVS INC COM 63633D104 419 5,763 SH   DFND 14 4,563 1,200 0
NATIONAL INSTRS CORP COM 636518102 2,144 65,848 SH   DFND 14 14,740 51,108 0
NATIONAL OILWELL VARCO INC COM 637071101 29,904 745,924 SH   DFND 14 197,968 547,956 0
NATIONAL OILWELL VARCO INC COM 637071101 32 795 SH   DFND 16 0 795 0
NATIONAL PRESTO INDS INC COM 637215104 889 8,694 SH   DFND 14 894 7,800 0
NATIONAL RETAIL PPTYS INC COM 637417106 5,529 126,750 SH   DFND 14 19,207 107,543 0
NATIONAL RETAIL PPTYS INC COM 637417106 38,422 880,839 SH   DFND 3 140,744 740,095 0
NATIONAL WESTN LIFE GROUP IN CL A 638517102 3,917 12,877 SH   DFND 14 297 12,580 0
NAVIGATORS GROUP INC COM 638904102 333 6,138 SH   DFND 10 6,138 0 0
NAVIGATORS GROUP INC COM 638904102 2,262 41,654 SH   DFND 14 4,140 37,514 0
NATUS MEDICAL INC DEL COM 639050103 3,069 78,201 SH   DFND 14 14,739 63,462 0
NATUS MEDICAL INC DEL COM 639050103 302 7,700 SH   DFND 18 0 7,700 0
NAUTILUS INC COM 63910B102 965 52,890 SH   DFND 14 5,460 47,430 0
NAVIGANT CONSULTING INC COM 63935N107 2,343 102,513 SH   DFND 14 7,954 94,559 0
NAVIENT CORPORATION COM 63938C108 15,390 1,042,679 SH   DFND 14 162,523 880,156 0
NAVIENT CORPORATION COM 63938C108 7 500 SH   DFND 16 0 500 0
NEENAH PAPER INC COM 640079109 3,730 49,930 SH   DFND 14 19,763 30,167 0
NEKTAR THERAPEUTICS COM 640268108 6,155 262,243 SH   DFND 14 24,403 237,840 0
NELNET INC CL A 64031N108 17,368 395,989 SH   DFND 14 73,759 322,230 0
NELNET INC CL A 64031N108 417 9,500 SH   DFND 16 0 9,500 0
NELNET INC CL A 64031N108 285 6,500 SH   DFND 18 0 6,500 0
NEOGEN CORP COM 640491106 4,380 66,815 SH   DFND 14 6,594 60,221 0
NETAPP INC COM 64110D104 16,393 391,708 SH   DFND 14 130,677 261,031 0
NETAPP INC COM 64110D104 25 600 SH   DFND 16 0 600 0
NETFLIX INC COM 64110L106 194,673 1,317,047 SH   DFND 14 269,857 1,047,190 0
NETFLIX INC COM 64110L106 1,071 7,245 SH   DFND 16 0 7,245 0
NETFLIX INC COM 64110L106 185 1,250 SH   DFND 18 0 1,250 0
NETEASE INC SPONSORED ADR 64110W102 818 2,880 SH   DFND 10 2,880 0 0
NETEASE INC SPONSORED ADR 64110W102 37,473 131,948 SH   DFND 14 1,700 130,248 0
NETEASE INC SPONSORED ADR 64110W102 3,266 11,500 SH   DFND 16 0 11,500 0
NETEASE INC SPONSORED ADR 64110W102 1,312 4,620 SH   DFND 18 0 4,620 0
NETGEAR INC COM 64111Q104 148 2,994 SH   DFND 10 2,994 0 0
NETGEAR INC COM 64111Q104 16,232 327,580 SH   DFND 14 82,607 244,973 0
NETGEAR INC COM 64111Q104 763 15,400 SH   DFND 16 0 15,400 0
NETSCOUT SYS INC COM 64115T104 2,306 60,766 SH   DFND 14 16,576 44,190 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 215 4,970 SH   DFND 14 4,970 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 7,469 172,500 SH   DFND 18 0 172,500 0
NEUSTAR INC CL A 64126X201 1,207 36,408 SH   DFND 14 9,847 26,561 0
NEVRO CORP COM 64157F103 237 2,528 SH   DFND 14 2,528 0 0
NEW JERSEY RES COM 646025106 3,228 81,524 SH   DFND 14 15,760 65,764 0
NEW MEDIA INVT GROUP INC COM 64704V106 2,742 192,995 SH   DFND 14 8,805 184,190 0
NEW MEDIA INVT GROUP INC COM 64704V106 398 28,000 SH   DFND 16 0 28,000 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 28,736 475,913 SH   DFND 14 2,800 473,113 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 3,194 52,900 SH   DFND 16 0 52,900 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 894 14,800 SH   DFND 18 0 14,800 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 31,369 1,847,387 SH   DFND 14 281,450 1,565,937 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,245 73,300 SH   DFND 16 0 73,300 0
NEW SR INVT GROUP INC COM 648691103 1,808 177,223 SH   DFND 14 8,523 168,700 0
NEW YORK CMNTY BANCORP INC COM 649445103 8,447 604,618 SH   DFND 14 83,203 521,415 0
NEW YORK MTG TR INC COM PAR $.02 649604501 1,023 165,780 SH   DFND 14 11,780 154,000 0
NEW YORK TIMES CO CL A 650111107 1,162 80,711 SH   DFND 14 22,151 58,560 0
NEWELL BRANDS INC COM 651229106 31,520 668,211 SH   DFND 14 228,314 439,897 0
NEWELL BRANDS INC COM 651229106 51 1,086 SH   DFND 16 0 1,086 0
NEWFIELD EXPL CO COM 651290108 139,282 3,773,557 SH   DFND 14 497,268 3,276,289 0
NEWFIELD EXPL CO COM 651290108 1,934 52,410 SH   DFND 16 0 52,410 0
NEWLINK GENETICS CORP COM 651511107 443 18,394 SH   DFND 14 2,094 16,300 0
NEWMARKET CORP COM 651587107 3,634 8,017 SH   DFND 14 1,316 6,701 0
NEWMONT MINING CORP COM 651639106 33,716 1,022,933 SH   DFND 14 247,689 775,244 0
NEWMONT MINING CORP COM 651639106 37 1,125 SH   DFND 16 0 1,125 0
NEWMONT MINING CORP COM 651639106 1,055 32,000 SH   DFND 18 0 32,000 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,163 143,629 SH   DFND 14 13,259 130,370 0
NEWS CORP NEW CL A 65249B109 7,409 569,904 SH   DFND 14 185,246 384,658 0
NEWS CORP NEW CL A 65249B109 10 777 SH   DFND 16 0 777 0
NEWS CORP NEW CL B 65249B208 1,955 144,812 SH   DFND 14 42,500 102,312 0
NEWS CORP NEW CL B 65249B208 3 200 SH   DFND 16 0 200 0
NEWSTAR FINANCIAL INC COM 65251F105 103 9,704 SH   DFND 14 3,004 6,700 0
NEWSTAR FINANCIAL INC COM 65251F105 110 10,400 SH   DFND 16 0 10,400 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 637 9,087 SH   DFND 14 9,087 0 0
NEXTERA ENERGY INC COM 65339F101 86,224 671,684 SH   DFND 14 222,129 449,555 0
NEXTERA ENERGY INC COM 65339F101 131 1,020 SH   DFND 16 0 1,020 0
NEXTERA ENERGY INC COM 65339F101 655 5,100 SH   DFND 18 0 5,100 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 2,544 105,300 SH   DFND 14 50,850 54,450 0
NEXPOINT RESIDENTIAL TR INC COM 65341D102 486 20,100 SH   DFND 16 0 20,100 0
NIKE INC CL B 654106103 444 7,975 SH   DFND 10 7,975 0 0
NIKE INC CL B 654106103 102,794 1,844,507 SH   DFND 14 626,370 1,218,137 0
NIKE INC CL B 654106103 162 2,900 SH   DFND 16 0 2,900 0
NIKE INC CL B 654106103 273 4,900 SH   DFND 18 0 4,900 0
NISOURCE INC COM 65473P105 41,084 1,726,943 SH   DFND 14 446,557 1,280,386 0
NISOURCE INC COM 65473P105 15 650 SH   DFND 16 0 650 0
NOBLE ENERGY INC COM 655044105 32,299 940,565 SH   DFND 14 226,951 713,614 0
NOBLE ENERGY INC COM 655044105 1,126 32,800 SH   DFND 16 0 32,800 0
NOBLE ENERGY INC COM 655044105 786 22,900 SH   DFND 18 0 22,900 0
NORDSON CORP COM 655663102 31,052 252,784 SH   DFND 14 61,965 190,819 0
NORDSON CORP COM 655663102 181 1,470 SH   DFND 16 0 1,470 0
NORDSON CORP COM 655663102 612 4,980 SH   DFND 18 0 4,980 0
NORDSTROM INC COM 655664100 10,955 235,234 SH   DFND 14 60,440 174,794 0
NORDSTROM INC COM 655664100 13 280 SH   DFND 16 0 280 0
NORFOLK SOUTHERN CORP COM 655844108 70,897 633,178 SH   DFND 14 211,058 422,120 0
NORFOLK SOUTHERN CORP COM 655844108 72 640 SH   DFND 16 0 640 0
NORFOLK SOUTHERN CORP COM 655844108 269 2,400 SH   DFND 18 0 2,400 0
NORTHERN OIL & GAS INC NEV COM 665531109 193 74,229 SH   DFND 14 8,449 65,780 0
NORTHERN TR CORP COM 665859104 25,861 298,691 SH   DFND 14 102,556 196,135 0
NORTHERN TR CORP COM 665859104 40 460 SH   DFND 16 0 460 0
NORTHFIELD BANCORP INC DEL COM 66611T108 123 6,819 SH   DFND 10 6,819 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 1,378 76,479 SH   DFND 14 7,049 69,430 0
NORTHROP GRUMMAN CORP COM 666807102 1,092 4,590 SH   DFND 10 4,590 0 0
NORTHROP GRUMMAN CORP COM 666807102 170,425 716,553 SH   DFND 14 163,850 552,703 0
NORTHROP GRUMMAN CORP COM 666807102 1,379 5,796 SH   DFND 16 0 5,796 0
NORTHSTAR REALTY EUROPE CORP COM 66706L101 1,122 96,801 SH   DFND 14 6,901 89,900 0
NORTHWEST BANCSHARES INC MD COM 667340103 2,935 174,288 SH   DFND 14 17,098 157,190 0
NORTHWEST NAT GAS CO COM 667655104 2,935 49,669 SH   DFND 14 5,230 44,439 0
NORTHWESTERN CORP COM NEW 668074305 929 15,827 SH   DFND 10 15,827 0 0
NORTHWESTERN CORP COM NEW 668074305 14,854 253,051 SH   DFND 14 43,541 209,510 0
NORTHWESTERN CORP COM NEW 668074305 552 9,400 SH   DFND 16 0 9,400 0
NOVAVAX INC COM 670002104 38 29,623 SH   DFND 14 29,623 0 0
NOVANTA INC COM 67000B104 91 3,439 SH   DFND 14 3,439 0 0
NOVANTA INC COM 67000B104 157 5,900 SH   DFND 16 0 5,900 0
NOW INC COM 67011P100 1,196 70,547 SH   DFND 14 18,851 51,696 0
NU SKIN ENTERPRISES INC CL A 67018T105 422 7,600 SH   DFND 10 7,600 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 1,726 31,079 SH   DFND 14 7,257 23,822 0
NU SKIN ENTERPRISES INC CL A 67018T105 233 4,200 SH   DFND 18 0 4,200 0
NUANCE COMMUNICATIONS INC COM 67020Y100 224 12,920 SH   DFND 10 12,920 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,522 203,480 SH   DFND 14 16,080 187,400 0
NUCOR CORP COM 670346105 109,051 1,826,036 SH   DFND 14 359,511 1,466,525 0
NUCOR CORP COM 670346105 1,190 19,925 SH   DFND 16 0 19,925 0
NUCOR CORP COM 670346105 1,254 21,000 SH   DFND 18 0 21,000 0
NVIDIA CORP COM 67066G104 88,602 813,381 SH   DFND 14 271,940 541,441 0
NVIDIA CORP COM 67066G104 144 1,326 SH   DFND 16 0 1,326 0
NUTRI SYS INC NEW COM 67069D108 40,634 732,147 SH   DFND 14 192,959 539,188 0
NUTRI SYS INC NEW COM 67069D108 993 17,900 SH   DFND 16 0 17,900 0
NUVASIVE INC COM 670704105 2,512 33,631 SH   DFND 14 9,211 24,420 0
NUVASIVE INC COM 670704105 6,938 92,900 SH   DFND 18 0 92,900 0
NXSTAGE MEDICAL INC COM 67072V103 1,752 65,316 SH   DFND 14 7,016 58,300 0
NXSTAGE MEDICAL INC COM 67072V103 2,915 108,656 SH   DFND 18 0 108,656 0
OGE ENERGY CORP COM 670837103 5,691 162,686 SH   DFND 14 27,410 135,276 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 35,129 130,183 SH   DFND 14 44,560 85,623 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 59 220 SH   DFND 16 0 220 0
OFG BANCORP COM 67103X102 3,507 297,194 SH   DFND 14 91,274 205,920 0
OSI SYSTEMS INC COM 671044105 2,309 31,639 SH   DFND 14 3,289 28,350 0
OASIS PETE INC NEW COM 674215108 9,441 662,093 SH   DFND 14 23,093 639,000 0
OCCIDENTAL PETE CORP DEL COM 674599105 78,145 1,233,352 SH   DFND 14 381,521 851,831 0
OCCIDENTAL PETE CORP DEL COM 674599105 105 1,660 SH   DFND 16 0 1,660 0
OCCIDENTAL PETE CORP DEL COM 674599105 1,514 23,900 SH   DFND 18 0 23,900 0
OCEANEERING INTL INC COM 675232102 1,616 59,666 SH   DFND 14 12,572 47,094 0
OCLARO INC COM NEW 67555N206 114 11,640 SH   DFND 14 11,640 0 0
OCWEN FINL CORP COM NEW 675746309 64 11,611 SH   DFND 14 11,611 0 0
OFFICE DEPOT INC COM 676220106 27,028 5,793,720 SH   DFND 14 1,270,715 4,523,005 0
OFFICE DEPOT INC COM 676220106 60 12,900 SH   DFND 16 0 12,900 0
OIL STS INTL INC COM 678026105 1,131 34,114 SH   DFND 14 9,418 24,696 0
OLD DOMINION FGHT LINES INC COM 679580100 4,170 48,732 SH   DFND 14 9,837 38,895 0
OLD NATL BANCORP IND COM 680033107 15,969 920,396 SH   DFND 14 23,586 896,810 0
OLD REP INTL CORP COM 680223104 46,530 2,271,986 SH   DFND 14 385,357 1,886,629 0
OLD REP INTL CORP COM 680223104 317 15,500 SH   DFND 16 0 15,500 0
OLD SECOND BANCORP INC ILL COM 680277100 68 6,040 SH   DFND 14 1,940 4,100 0
OLD SECOND BANCORP INC ILL COM 680277100 113 10,000 SH   DFND 16 0 10,000 0
OLIN CORP COM PAR $1 680665205 33,439 1,017,322 SH   DFND 14 258,279 759,043 0
OLIN CORP COM PAR $1 680665205 316 9,600 SH   DFND 16 0 9,600 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 2,660 79,390 SH   DFND 14 5,320 74,070 0
OLYMPIC STEEL INC COM 68162K106 117 6,319 SH   DFND 10 6,319 0 0
OLYMPIC STEEL INC COM 68162K106 488 26,270 SH   DFND 14 1,770 24,500 0
OMNICOM GROUP INC COM 681919106 28,449 330,000 SH   DFND 14 112,210 217,790 0
OMNICOM GROUP INC COM 681919106 45 520 SH   DFND 16 0 520 0
OMEGA HEALTHCARE INVS INC COM 681936100 34,341 1,040,943 SH   DFND 14 126,588 914,355 0
OMEGA HEALTHCARE INVS INC COM 681936100 46 1,400 SH   DFND 16 0 1,400 0
OMEGA HEALTHCARE INVS INC COM 681936100 15,159 459,506 SH   DFND 3 64,092 395,414 0
OMEGA PROTEIN CORP COM 68210P107 1,691 84,320 SH   DFND 14 25,900 58,420 0
OMEGA PROTEIN CORP COM 68210P107 68 3,400 SH   DFND 16 0 3,400 0
OMNICELL INC COM 68213N109 2,586 63,615 SH   DFND 14 6,381 57,234 0
ON ASSIGNMENT INC COM 682159108 5,541 114,187 SH   DFND 14 34,283 79,904 0
ON SEMICONDUCTOR CORP COM 682189105 3,802 245,474 SH   DFND 14 24,574 220,900 0
ONE GAS INC COM 68235P108 8,881 131,382 SH   DFND 14 31,880 99,502 0
ONE GAS INC COM 68235P108 662 9,800 SH   DFND 16 0 9,800 0
FLWS/1-800 FLOWERS CL A 68243Q106 2,750 269,575 SH   DFND 14 79,375 190,200 0
FLWS/1-800 FLOWERS CL A 68243Q106 60 5,900 SH   DFND 16 0 5,900 0
ONEOK INC NEW COM 682680103 50,651 913,625 SH   DFND 14 251,574 662,051 0
ONEOK INC NEW COM 682680103 672 12,120 SH   DFND 16 0 12,120 0
ONEOK INC NEW COM 682680103 471 8,500 SH   DFND 18 0 8,500 0
OPKO HEALTH INC COM 68375N103 185 23,111 SH   DFND 14 23,111 0 0
ORACLE CORP COM 68389X105 402,659 9,026,194 SH   DFND 14 2,172,705 6,853,489 0
ORACLE CORP COM 68389X105 2,750 61,649 SH   DFND 16 0 61,649 0
OPUS BK IRVINE CALIF COM 684000102 144 7,127 SH   DFND 10 7,127 0 0
OPUS BK IRVINE CALIF COM 684000102 2,786 138,280 SH   DFND 14 30,960 107,320 0
ORASURE TECHNOLOGIES INC COM 68554V108 6,902 533,767 SH   DFND 14 187,442 346,325 0
ORASURE TECHNOLOGIES INC COM 68554V108 376 29,100 SH   DFND 16 0 29,100 0
ORBCOMM INC COM 68555P100 682 71,400 SH   DFND 10 71,400 0 0
ORBCOMM INC COM 68555P100 60 6,246 SH   DFND 14 6,246 0 0
ORBITAL ATK INC COM 68557N103 3,783 38,606 SH   DFND 14 8,150 30,456 0
ORION ENERGY SYSTEMS INC COM 686275108 184 92,700 SH   DFND 10 92,700 0 0
ORION GROUP HOLDINGS INC COM 68628V308 351 46,958 SH   DFND 14 5,038 41,920 0
ORITANI FINL CORP DEL COM 68633D103 43 2,543 SH   DFND 10 2,543 0 0
ORITANI FINL CORP DEL COM 68633D103 3,944 232,012 SH   DFND 14 6,680 225,332 0
ORMAT TECHNOLOGIES INC COM 686688102 319 5,587 SH   DFND 14 5,587 0 0
ORMAT TECHNOLOGIES INC COM 686688102 331 5,800 SH   DFND 18 0 5,800 0
OSHKOSH CORP COM 688239201 60,264 878,605 SH   DFND 14 148,382 730,223 0
OSHKOSH CORP COM 688239201 816 11,900 SH   DFND 16 0 11,900 0
OUTFRONT MEDIA INC COM 69007J106 27,591 1,039,226 SH   DFND 14 231,086 808,140 0
OUTFRONT MEDIA INC COM 69007J106 404 15,200 SH   DFND 16 0 15,200 0
OVERSTOCK COM INC DEL COM 690370101 69 4,019 SH   DFND 10 4,019 0 0
OVERSTOCK COM INC DEL COM 690370101 113 6,544 SH   DFND 14 1,544 5,000 0
OWENS & MINOR INC NEW COM 690732102 730 21,109 SH   DFND 10 21,109 0 0
OWENS & MINOR INC NEW COM 690732102 1,416 40,915 SH   DFND 14 11,559 29,356 0
OWENS CORNING NEW COM 690742101 14,920 243,111 SH   DFND 14 19,711 223,400 0
OWENS ILL INC COM NEW 690768403 76,404 3,748,981 SH   DFND 14 338,101 3,410,880 0
OWENS ILL INC COM NEW 690768403 565 27,700 SH   DFND 16 0 27,700 0
OXFORD INDS INC COM 691497309 2,497 43,611 SH   DFND 14 20,419 23,192 0
PBF ENERGY INC CL A 69318G106 321 14,470 SH   DFND 14 5,270 9,200 0
PC CONNECTION INC COM 69318J100 2,901 97,394 SH   DFND 14 33,194 64,200 0
PC CONNECTION INC COM 69318J100 101 3,400 SH   DFND 16 0 3,400 0
PC-TEL INC COM 69325Q105 366 51,400 SH   DFND 10 51,400 0 0
PC-TEL INC COM 69325Q105 10 1,400 SH   DFND 14 1,400 0 0
PDC ENERGY INC COM 69327R101 6,013 96,434 SH   DFND 14 9,760 86,674 0
PDL BIOPHARMA INC COM 69329Y104 1,929 849,754 SH   DFND 14 173,454 676,300 0
PDL BIOPHARMA INC COM 69329Y104 67 29,500 SH   DFND 16 0 29,500 0
PG&E CORP COM 69331C108 1,179 17,770 SH   DFND 10 17,770 0 0
PG&E CORP COM 69331C108 51,107 770,155 SH   DFND 14 240,908 529,247 0
PG&E CORP COM 69331C108 76 1,140 SH   DFND 16 0 1,140 0
PG&E CORP COM 69331C108 657 9,900 SH   DFND 18 0 9,900 0
PHI INC COM NON VTG 69336T205 386 32,225 SH   DFND 14 1,410 30,815 0
PHI INC COM NON VTG 69336T205 41 3,400 SH   DFND 16 0 3,400 0
PGT INNOVATIONS INC COM 69336V101 893 83,040 SH   DFND 14 7,600 75,440 0
PJT PARTNERS INC COM CL A 69343T107 847 24,150 SH   DFND 14 7,950 16,200 0
PJT PARTNERS INC COM CL A 69343T107 77 2,200 SH   DFND 16 0 2,200 0
PNC FINL SVCS GROUP INC COM 693475105 225 1,875 SH   DFND 10 1,875 0 0
PNC FINL SVCS GROUP INC COM 693475105 243,346 2,023,834 SH   DFND 14 441,086 1,582,748 0
PNC FINL SVCS GROUP INC COM 693475105 1,860 15,465 SH   DFND 16 0 15,465 0
PNM RES INC COM 69349H107 1,979 53,481 SH   DFND 14 15,184 38,297 0
PPG INDS INC COM 693506107 38,537 366,735 SH   DFND 14 123,494 243,241 0
PPG INDS INC COM 693506107 60 570 SH   DFND 16 0 570 0
PPG INDS INC COM 693506107 715 6,800 SH   DFND 18 0 6,800 0
PPL CORP COM 69351T106 560 14,970 SH   DFND 10 14,970 0 0
PPL CORP COM 69351T106 169,909 4,544,240 SH   DFND 14 766,333 3,777,907 0
PPL CORP COM 69351T106 1,370 36,650 SH   DFND 16 0 36,650 0
PRA HEALTH SCIENCES INC COM 69354M108 297 4,550 SH   DFND 10 4,550 0 0
PRA HEALTH SCIENCES INC COM 69354M108 20,279 310,880 SH   DFND 14 69,430 241,450 0
PRA HEALTH SCIENCES INC COM 69354M108 861 13,200 SH   DFND 16 0 13,200 0
PRA GROUP INC COM 69354N106 3,832 115,599 SH   DFND 14 8,397 107,202 0
PS BUSINESS PKS INC CALIF COM 69360J107 315 2,741 SH   DFND 10 2,741 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 4,041 35,209 SH   DFND 14 4,087 31,122 0
PVH CORP COM 693656100 592 5,720 SH   DFND 10 5,720 0 0
PVH CORP COM 693656100 44,809 433,061 SH   DFND 14 83,544 349,517 0
PVH CORP COM 693656100 18 170 SH   DFND 16 0 170 0
PTC INC COM 69370C100 3,808 72,473 SH   DFND 14 16,112 56,361 0
PACCAR INC COM 693718108 52,028 774,223 SH   DFND 14 194,259 579,964 0
PACCAR INC COM 693718108 55 820 SH   DFND 16 0 820 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 1,841 268,823 SH   DFND 14 84,823 184,000 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 486 70,900 SH   DFND 16 0 70,900 0
PACKAGING CORP AMER COM 695156109 41,008 447,585 SH   DFND 14 90,442 357,143 0
PACKAGING CORP AMER COM 695156109 220 2,400 SH   DFND 16 0 2,400 0
PACWEST BANCORP DEL COM 695263103 9,679 181,724 SH   DFND 14 16,166 165,558 0
PALO ALTO NETWORKS INC COM 697435105 588 5,220 SH   DFND 14 5,110 110 0
PANERA BREAD CO CL A 69840W108 32,091 122,544 SH   DFND 14 19,715 102,829 0
PANERA BREAD CO CL A 69840W108 152 580 SH   DFND 16 0 580 0
PAPA JOHNS INTL INC COM 698813102 852 10,645 SH   DFND 10 10,645 0 0
PAPA JOHNS INTL INC COM 698813102 7,792 97,352 SH   DFND 14 59,514 37,838 0
PAPA JOHNS INTL INC COM 698813102 320 4,000 SH   DFND 16 0 4,000 0
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 491 29,760 SH   DFND 14 1,860 27,900 0
PARAMOUNT GROUP INC COM 69924R108 550 33,900 SH   DFND 14 12,300 21,600 0
PAREXEL INTL CORP COM 699462107 248 3,936 SH   DFND 10 3,936 0 0
PAREXEL INTL CORP COM 699462107 2,172 34,413 SH   DFND 14 9,898 24,515 0
PAREXEL INTL CORP COM 699462107 252 4,000 SH   DFND 18 0 4,000 0
PARK ELECTROCHEMICAL CORP COM 700416209 583 32,657 SH   DFND 14 3,565 29,092 0
PARK HOTELS RESORTS INC COM 700517105 87 3,407 SH   DFND 14 3,407 0 0
PARK HOTELS RESORTS INC COM 700517105 35,857 1,396,853 SH   DFND 3 194,453 1,202,400 0
PARKER DRILLING CO COM 701081101 19 11,137 SH   DFND 14 11,137 0 0
PARKER HANNIFIN CORP COM 701094104 858 5,350 SH   DFND 10 5,350 0 0
PARKER HANNIFIN CORP COM 701094104 31,557 196,838 SH   DFND 14 63,693 133,145 0
PARKER HANNIFIN CORP COM 701094104 658 4,102 SH   DFND 16 0 4,102 0
PARKWAY INC COM 70156Q107 536 26,959 SH   DFND 10 26,959 0 0
PARKWAY INC COM 70156Q107 1,663 83,609 SH   DFND 14 8,324 75,285 0
PARSLEY ENERGY INC CL A 701877102 357 10,970 SH   DFND 14 10,870 100 0
PARTY CITY HOLDCO INC COM 702149105 815 57,980 SH   DFND 14 3,080 54,900 0
PATRICK INDS INC COM 703343103 636 8,973 SH   DFND 10 8,973 0 0
PATRICK INDS INC COM 703343103 9,865 139,140 SH   DFND 14 40,320 98,820 0
PATTERSON COMPANIES INC COM 703395103 5,169 114,275 SH   DFND 14 38,603 75,672 0
PATTERSON COMPANIES INC COM 703395103 8 175 SH   DFND 16 0 175 0
PATTERSON UTI ENERGY INC COM 703481101 324 13,330 SH   DFND 10 13,330 0 0
PATTERSON UTI ENERGY INC COM 703481101 2,473 101,889 SH   DFND 14 21,945 79,944 0
PAYCHEX INC COM 704326107 26,505 450,006 SH   DFND 14 159,098 290,908 0
PAYCHEX INC COM 704326107 40 675 SH   DFND 16 0 675 0
PAYCOM SOFTWARE INC COM 70432V102 4,385 76,250 SH   DFND 14 6,250 70,000 0
PAYCOM SOFTWARE INC COM 70432V102 63 1,100 SH   DFND 16 0 1,100 0
PAYPAL HLDGS INC COM 70450Y103 469 10,900 SH   DFND 10 10,900 0 0
PAYPAL HLDGS INC COM 70450Y103 66,834 1,553,565 SH   DFND 14 533,173 1,020,392 0
PAYPAL HLDGS INC COM 70450Y103 104 2,425 SH   DFND 16 0 2,425 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 1,648 55,709 SH   DFND 14 2,030 53,679 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 92 3,100 SH   DFND 16 0 3,100 0
PEBBLEBROOK HOTEL TR COM 70509V100 288 9,858 SH   DFND 14 9,858 0 0
PENDRELL CORP CL A NEW 70686R302 364 56,010 SH   DFND 10 56,010 0 0
PENDRELL CORP CL A NEW 70686R302 0 70 SH   DFND 14 70 0 0
PENN NATL GAMING INC COM 707569109 9,142 496,054 SH   DFND 14 14,664 481,390 0
PENNEY J C INC COM 708160106 1,167 189,502 SH   DFND 14 41,263 148,239 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 1,813 119,776 SH   DFND 14 12,816 106,960 0
PENNYMAC MTG INVT TR COM 70931T103 6,056 341,180 SH   DFND 14 147,780 193,400 0
PENNYMAC MTG INVT TR COM 70931T103 169 9,500 SH   DFND 16 0 9,500 0
PENNYMAC FINL SVCS INC CL A 70932B101 698 40,925 SH   DFND 14 1,010 39,915 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 22,645 483,768 SH   DFND 14 32,404 451,364 0
PEOPLES BANCORP INC COM 709789101 253 8,004 SH   DFND 14 1,504 6,500 0
PEOPLES BANCORP INC COM 709789101 180 5,700 SH   DFND 16 0 5,700 0
PEOPLES UNITED FINANCIAL INC COM 712704105 9,512 522,662 SH   DFND 14 149,841 372,821 0
PEOPLES UNITED FINANCIAL INC COM 712704105 12 660 SH   DFND 16 0 660 0
PEPSICO INC COM 713448108 484 4,330 SH   DFND 10 4,330 0 0
PEPSICO INC COM 713448108 476,761 4,262,118 SH   DFND 14 1,013,460 3,248,658 0
PEPSICO INC COM 713448108 2,991 26,739 SH   DFND 16 0 26,739 0
PEPSICO INC COM 713448108 632 5,650 SH   DFND 18 0 5,650 0
PERFICIENT INC COM 71375U101 1,058 60,918 SH   DFND 14 6,230 54,688 0
PERFORMANCE FOOD GROUP CO COM 71377A103 703 29,530 SH   DFND 14 3,430 26,100 0
PERKINELMER INC COM 714046109 8,789 151,373 SH   DFND 14 51,229 100,144 0
PERKINELMER INC COM 714046109 12 200 SH   DFND 16 0 200 0
PETMED EXPRESS INC COM 716382106 705 34,984 SH   DFND 14 3,451 31,533 0
PFIZER INC COM 717081103 2,835 82,870 SH   DFND 10 82,870 0 0
PFIZER INC COM 717081103 398,916 11,660,813 SH   DFND 14 3,317,869 8,342,944 0
PFIZER INC COM 717081103 2,527 73,873 SH   DFND 16 0 73,873 0
PFIZER INC COM 717081103 17,297 505,600 SH   DFND 18 0 505,600 0
PHARMERICA CORP COM 71714F104 609 26,034 SH   DFND 10 26,034 0 0
PHARMERICA CORP COM 71714F104 1,939 82,859 SH   DFND 14 35,436 47,423 0
PHARMATHENE INC COM 71714G102 24 30,120 SH   DFND 14 4,920 25,200 0
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 1,339 47,640 SH   DFND 14 2,950 44,690 0
PHILIP MORRIS INTL INC COM 718172109 252,067 2,232,658 SH   DFND 14 756,231 1,476,427 0
PHILIP MORRIS INTL INC COM 718172109 618 5,475 SH   DFND 16 0 5,475 0
PHILIP MORRIS INTL INC COM 718172109 655 5,800 SH   DFND 18 0 5,800 0
PHILLIPS 66 COM 718546104 119,245 1,505,239 SH   DFND 14 264,770 1,240,469 0
PHILLIPS 66 COM 718546104 491 6,196 SH   DFND 16 0 6,196 0
PHILLIPS 66 COM 718546104 1,014 12,800 SH   DFND 18 0 12,800 0
PHOTRONICS INC COM 719405102 1,362 127,261 SH   DFND 14 6,761 120,500 0
PHYSICIANS RLTY TR COM 71943U104 298 15,000 SH   DFND 14 15,000 0 0
PHYSICIANS RLTY TR COM 71943U104 39,945 2,010,331 SH   DFND 3 291,553 1,718,778 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 425 19,896 SH   DFND 10 19,896 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 9,284 434,237 SH   DFND 14 56,037 378,200 0
PIER 1 IMPORTS INC COM 720279108 2,093 292,387 SH   DFND 14 25,587 266,800 0
PILGRIMS PRIDE CORP NEW COM 72147K108 394 17,530 SH   DFND 10 17,530 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 6,899 306,545 SH   DFND 14 28,345 278,200 0
PIMCO ETF TR TTL RTN ACTV ET 72201R775 3,318 31,500 SH   DFND 18 0 31,500 0
PINNACLE FINL PARTNERS INC COM 72346Q104 5,378 80,928 SH   DFND 14 8,327 72,601 0
PINNACLE WEST CAP CORP COM 723484101 12,980 155,667 SH   DFND 14 52,543 103,124 0
PINNACLE WEST CAP CORP COM 723484101 19 225 SH   DFND 16 0 225 0
PINNACLE FOODS INC DEL COM 72348P104 341 5,890 SH   DFND 14 5,890 0 0
PINNACLE FOODS INC DEL COM 72348P104 216 3,730 SH   DFND 18 0 3,730 0
PINNACLE ENTMT INC NEW COM 72348Y105 772 39,567 SH   DFND 14 39,567 0 0
PIONEER ENERGY SVCS CORP COM 723664108 159 39,777 SH   DFND 10 39,777 0 0
PIONEER ENERGY SVCS CORP COM 723664108 517 129,329 SH   DFND 14 11,193 118,136 0
PIONEER NAT RES CO COM 723787107 43,946 235,979 SH   DFND 14 81,002 154,977 0
PIONEER NAT RES CO COM 723787107 72 385 SH   DFND 16 0 385 0
PIONEER NAT RES CO COM 723787107 1,266 6,800 SH   DFND 18 0 6,800 0
PIPER JAFFRAY COS COM 724078100 533 8,347 SH   DFND 10 8,347 0 0
PIPER JAFFRAY COS COM 724078100 9,880 154,737 SH   DFND 14 2,611 152,126 0
PITNEY BOWES INC COM 724479100 643 49,016 SH   DFND 10 49,016 0 0
PITNEY BOWES INC COM 724479100 3,728 284,390 SH   DFND 14 43,770 240,620 0
PLANTRONICS INC NEW COM 727493108 24,058 444,620 SH   DFND 14 114,675 329,945 0
PLANTRONICS INC NEW COM 727493108 1,190 22,000 SH   DFND 16 0 22,000 0
PLEXUS CORP COM 729132100 3,369 58,295 SH   DFND 14 5,999 52,296 0
PLUG POWER INC COM NEW 72919P202 20 14,420 SH   DFND 14 14,420 0 0
PLY GEM HLDGS INC COM 72941W100 477 24,210 SH   DFND 14 2,410 21,800 0
POLARIS INDS INC COM 731068102 4,169 49,755 SH   DFND 14 8,394 41,361 0
POLYONE CORP COM 73179P106 18,339 537,963 SH   DFND 14 169,966 367,997 0
POLYONE CORP COM 73179P106 112 3,300 SH   DFND 16 0 3,300 0
POLYONE CORP COM 73179P106 361 10,600 SH   DFND 18 0 10,600 0
POOL CORPORATION COM 73278L105 30,567 256,158 SH   DFND 14 49,662 206,496 0
POOL CORPORATION COM 73278L105 175 1,470 SH   DFND 16 0 1,470 0
POPULAR INC COM NEW 733174700 16,014 393,165 SH   DFND 14 85,115 308,050 0
POPULAR INC COM NEW 733174700 481 11,800 SH   DFND 16 0 11,800 0
PORTLAND GEN ELEC CO COM NEW 736508847 474 10,669 SH   DFND 14 9,669 1,000 0
PORTOLA PHARMACEUTICALS INC COM 737010108 198 5,040 SH   DFND 14 5,040 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 5,906 150,700 SH   DFND 18 0 150,700 0
POST HLDGS INC COM 737446104 4,814 55,008 SH   DFND 14 12,980 42,028 0
POTBELLY CORP COM 73754Y100 639 46,000 SH   DFND 14 15,200 30,800 0
POTBELLY CORP COM 73754Y100 44 3,200 SH   DFND 16 0 3,200 0
POTLATCH CORP NEW COM 737630103 1,336 29,232 SH   DFND 14 7,603 21,629 0
POWELL INDS INC COM 739128106 510 14,797 SH   DFND 14 1,525 13,272 0
POWER INTEGRATIONS INC COM 739276103 5,141 78,183 SH   DFND 14 10,453 67,730 0
POWER INTEGRATIONS INC COM 739276103 72 1,100 SH   DFND 16 0 1,100 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 2,978 130,500 SH   DFND 14 0 130,500 0
POWERSHARES INDIA ETF TR INDIA PORT 73935L100 3,802 166,600 SH   DFND 16 0 166,600 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL F 73936B408 613 31,000 SH   DFND 18 0 31,000 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 601 25,851 SH   DFND 18 0 25,851 0
POWERSHARES ETF TR II PFD PORTFOLIO 73936T565 9,714 655,488 SH   DFND 14 0 655,488 0
PRAXAIR INC COM 74005P104 48,207 406,465 SH   DFND 14 134,641 271,824 0
PRAXAIR INC COM 74005P104 75 630 SH   DFND 16 0 630 0
PRAXAIR INC COM 74005P104 676 5,700 SH   DFND 18 0 5,700 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,567 29,210 SH   DFND 14 12,110 17,100 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 209 3,900 SH   DFND 16 0 3,900 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 16,959 305,235 SH   DFND 14 90,845 214,390 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 911 16,400 SH   DFND 16 0 16,400 0
PRICE T ROWE GROUP INC COM 74144T108 26,753 392,558 SH   DFND 14 118,388 274,170 0
PRICE T ROWE GROUP INC COM 74144T108 35 517 SH   DFND 16 0 517 0
PRICELINE GRP INC COM NEW 741503403 676 380 SH   DFND 10 380 0 0
PRICELINE GRP INC COM NEW 741503403 122,241 68,676 SH   DFND 14 23,695 44,981 0
PRICELINE GRP INC COM NEW 741503403 206 116 SH   DFND 16 0 116 0
PRICELINE GRP INC COM NEW 741503403 392 220 SH   DFND 18 0 220 0
PRICESMART INC COM 741511109 310 3,362 SH   DFND 14 2,362 1,000 0
PRIMERICA INC COM 74164M108 2,634 32,041 SH   DFND 14 10,071 21,970 0
PRINCIPAL FINL GROUP INC COM 74251V102 59,368 940,712 SH   DFND 14 165,875 774,837 0
PRINCIPAL FINL GROUP INC COM 74251V102 547 8,675 SH   DFND 16 0 8,675 0
PROASSURANCE CORP COM 74267C106 6,135 101,820 SH   DFND 14 7,256 94,564 0
PROCTER AND GAMBLE CO COM 742718109 644 7,165 SH   DFND 10 7,165 0 0
PROCTER AND GAMBLE CO COM 742718109 498,743 5,550,835 SH   DFND 14 1,434,537 4,116,298 0
PROCTER AND GAMBLE CO COM 742718109 1,449 16,132 SH   DFND 16 0 16,132 0
PROCTER AND GAMBLE CO COM 742718109 854 9,500 SH   DFND 18 0 9,500 0
PRIVATEBANCORP INC COM 742962103 3,191 53,743 SH   DFND 14 15,205 38,538 0
PROGENICS PHARMACEUTICALS IN COM 743187106 1,208 127,972 SH   DFND 14 10,942 117,030 0
PROGRESS SOFTWARE CORP COM 743312100 6,996 240,833 SH   DFND 14 21,727 219,106 0
PROGRESSIVE CORP OHIO COM 743315103 51,520 1,314,950 SH   DFND 14 307,896 1,007,054 0
PROGRESSIVE CORP OHIO COM 743315103 50 1,275 SH   DFND 16 0 1,275 0
PROLOGIS INC COM 74340W103 75,396 1,453,284 SH   DFND 14 302,974 1,150,310 0
PROLOGIS INC COM 74340W103 367 7,068 SH   DFND 16 0 7,068 0
PROLOGIS INC COM 74340W103 47,109 908,033 SH   DFND 3 134,566 773,467 0
PROOFPOINT INC COM 743424103 315 4,240 SH   DFND 14 4,240 0 0
PROSPECT CAPITAL CORPORATION COM 74348T102 140 15,500 SH   DFND 14 15,500 0 0
PROSPERITY BANCSHARES INC COM 743606105 20,206 289,856 SH   DFND 14 34,131 255,725 0
PROSPERITY BANCSHARES INC COM 743606105 70 1,000 SH   DFND 16 0 1,000 0
PROTO LABS INC COM 743713109 2,121 41,510 SH   DFND 14 3,570 37,940 0
PROVIDENCE SVC CORP COM 743815102 4,263 95,927 SH   DFND 14 24,257 71,670 0
PROVIDENCE SVC CORP COM 743815102 573 12,900 SH   DFND 16 0 12,900 0
PROVIDENT FINL SVCS INC COM 74386T105 9,891 382,635 SH   DFND 14 23,625 359,010 0
PRUDENTIAL FINL INC COM 744320102 68,852 645,409 SH   DFND 14 242,983 402,426 0
PRUDENTIAL FINL INC COM 744320102 1,999 18,740 SH   DFND 16 0 18,740 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 83,092 1,873,562 SH   DFND 14 290,626 1,582,936 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 712 16,050 SH   DFND 16 0 16,050 0
PUBLIC STORAGE COM 74460D109 46,049 210,357 SH   DFND 14 72,366 137,991 0
PUBLIC STORAGE COM 74460D109 73 335 SH   DFND 16 0 335 0
PUBLIC STORAGE COM 74460D109 42,699 195,054 SH   DFND 3 22,343 172,711 0
PULTE GROUP INC COM 745867101 878 37,300 SH   DFND 10 37,300 0 0
PULTE GROUP INC COM 745867101 21,581 916,390 SH   DFND 14 184,632 731,758 0
PULTE GROUP INC COM 745867101 9 383 SH   DFND 16 0 383 0
QCR HOLDINGS INC COM 74727A104 1,550 36,600 SH   DFND 14 1,500 35,100 0
QCR HOLDINGS INC COM 74727A104 263 6,200 SH   DFND 16 0 6,200 0
QUAD / GRAPHICS INC COM CL A 747301109 372 14,752 SH   DFND 10 14,752 0 0
QUAD / GRAPHICS INC COM CL A 747301109 6,612 261,946 SH   DFND 14 3,275 258,671 0
QUAKER CHEM CORP COM 747316107 3,142 23,862 SH   DFND 14 2,475 21,387 0
QEP RES INC COM 74733V100 29,467 2,318,442 SH   DFND 14 369,760 1,948,682 0
QEP RES INC COM 74733V100 188 14,800 SH   DFND 16 0 14,800 0
QTS RLTY TR INC COM CL A 74736A103 207 4,240 SH   DFND 14 3,840 400 0
QORVO INC COM 74736K101 11,950 174,301 SH   DFND 14 58,073 116,228 0
QORVO INC COM 74736K101 21 300 SH   DFND 16 0 300 0
QUALCOMM INC COM 747525103 296,706 5,174,502 SH   DFND 14 1,145,738 4,028,764 0
QUALCOMM INC COM 747525103 1,898 33,100 SH   DFND 16 0 33,100 0
QUALITY CARE PPTYS INC COM 747545101 1,118 59,275 SH   DFND 14 13,517 45,758 0
QUALITY SYS INC COM 747582104 386 25,327 SH   DFND 10 25,327 0 0
QUALITY SYS INC COM 747582104 1,720 112,890 SH   DFND 14 7,960 104,930 0
QUALYS INC COM 74758T303 2,017 53,220 SH   DFND 14 5,030 48,190 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1,186 58,566 SH   DFND 14 5,517 53,049 0
QUANTA SVCS INC COM 74762E102 7,674 206,779 SH   DFND 14 68,584 138,195 0
QUANTA SVCS INC COM 74762E102 9 250 SH   DFND 16 0 250 0
QUEST DIAGNOSTICS INC COM 74834L100 20,868 212,529 SH   DFND 14 65,078 147,451 0
QUEST DIAGNOSTICS INC COM 74834L100 27 275 SH   DFND 16 0 275 0
QUINSTREET INC COM 74874Q100 239 61,284 SH   DFND 14 6,934 54,350 0
QUINTILES IMS HOLDINGS INC COM 74876Y101 1,508 18,721 SH   DFND 14 9,653 9,068 0
QUORUM HEALTH CORP COM 74909E106 266 48,973 SH   DFND 14 4,963 44,010 0
RAIT FINANCIAL TRUST COM NEW 749227609 1,163 363,366 SH   DFND 14 21,547 341,819 0
RAIT FINANCIAL TRUST COM NEW 749227609 63 19,700 SH   DFND 16 0 19,700 0
RLI CORP COM 749607107 4,559 75,954 SH   DFND 14 7,174 68,780 0
RLJ LODGING TR COM 74965L101 17,817 757,860 SH   DFND 14 27,160 730,700 0
RPC INC COM 749660106 544 29,710 SH   DFND 10 29,710 0 0
RPC INC COM 749660106 72 3,910 SH   DFND 14 3,910 0 0
RMR GROUP INC CL A 74967R106 2,737 55,297 SH   DFND 14 14,357 40,940 0
RMR GROUP INC CL A 74967R106 337 6,800 SH   DFND 16 0 6,800 0
RH COM 74967X103 3,008 65,020 SH   DFND 14 5,750 59,270 0
RPM INTL INC COM 749685103 19,773 359,309 SH   DFND 14 59,377 299,932 0
RPM INTL INC COM 749685103 77 1,400 SH   DFND 16 0 1,400 0
RPX CORP COM 74972G103 235 19,554 SH   DFND 10 19,554 0 0
RPX CORP COM 74972G103 53 4,377 SH   DFND 14 4,377 0 0
RSP PERMIAN INC COM 74978Q105 674 16,260 SH   DFND 14 13,760 2,500 0
RSP PERMIAN INC COM 74978Q105 108 2,600 SH   DFND 16 0 2,600 0
RADIAN GROUP INC COM 750236101 25,730 1,432,627 SH   DFND 14 229,461 1,203,166 0
RADIAN GROUP INC COM 750236101 934 52,000 SH   DFND 16 0 52,000 0
RADNET INC COM 750491102 104 17,710 SH   DFND 14 3,910 13,800 0
RAMBUS INC DEL COM 750917106 2,477 188,501 SH   DFND 14 17,151 171,350 0
RALPH LAUREN CORP CL A 751212101 13,644 167,167 SH   DFND 14 34,581 132,586 0
RALPH LAUREN CORP CL A 751212101 11 132 SH   DFND 16 0 132 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 489 34,904 SH   DFND 10 34,904 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 632 45,076 SH   DFND 14 45,076 0 0
RANGE RES CORP COM 75281A109 7,361 252,951 SH   DFND 14 85,867 167,084 0
RANGE RES CORP COM 75281A109 12 400 SH   DFND 16 0 400 0
RAVEN INDS INC COM 754212108 2,755 94,824 SH   DFND 14 20,874 73,950 0
RAYMOND JAMES FINANCIAL INC COM 754730109 117,318 1,538,396 SH   DFND 14 250,011 1,288,385 0
RAYMOND JAMES FINANCIAL INC COM 754730109 1,617 21,200 SH   DFND 16 0 21,200 0
RAYONIER INC COM 754907103 13,108 462,516 SH   DFND 14 136,449 326,067 0
RAYONIER INC COM 754907103 96 3,400 SH   DFND 16 0 3,400 0
RAYONIER ADVANCED MATLS INC COM 75508B104 2,919 217,063 SH   DFND 14 118,996 98,067 0
RAYTHEON CO COM NEW 755111507 63,320 415,210 SH   DFND 14 139,692 275,518 0
RAYTHEON CO COM NEW 755111507 97 639 SH   DFND 16 0 639 0
RBC BEARINGS INC COM 75524B104 244 2,514 SH   DFND 14 2,514 0 0
RE MAX HLDGS INC CL A 75524W108 1,934 32,530 SH   DFND 14 5,000 27,530 0
REALNETWORKS INC COM NEW 75605L708 667 137,800 SH   DFND 10 137,800 0 0
REALNETWORKS INC COM NEW 75605L708 14 2,954 SH   DFND 14 2,954 0 0
REALPAGE INC COM 75606N109 773 22,159 SH   DFND 14 19,159 3,000 0
REALTY INCOME CORP COM 756109104 23,712 398,324 SH   DFND 14 123,016 275,308 0
REALTY INCOME CORP COM 756109104 38 630 SH   DFND 16 0 630 0
RED HAT INC COM 756577102 29,205 337,626 SH   DFND 14 84,888 252,738 0
RED HAT INC COM 756577102 31 360 SH   DFND 16 0 360 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 544 9,308 SH   DFND 10 9,308 0 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,302 22,267 SH   DFND 14 2,304 19,963 0
REDWOOD TR INC COM 758075402 7,237 435,692 SH   DFND 14 7,192 428,500 0
REDWOOD TR INC COM 758075402 355 21,400 SH   DFND 16 0 21,400 0
REGAL BELOIT CORP COM 758750103 672 8,883 SH   DFND 10 8,883 0 0
REGAL BELOIT CORP COM 758750103 41,236 545,085 SH   DFND 14 76,638 468,447 0
REGAL BELOIT CORP COM 758750103 151 2,000 SH   DFND 16 0 2,000 0
REGAL ENTMT GROUP CL A 758766109 1,856 82,181 SH   DFND 14 6,381 75,800 0
REGENCY CTRS CORP COM 758849103 13,349 201,073 SH   DFND 14 68,937 132,136 0
REGENCY CTRS CORP COM 758849103 20 305 SH   DFND 16 0 305 0
REGENERON PHARMACEUTICALS COM 75886F107 41,060 105,959 SH   DFND 14 36,168 69,791 0
REGENERON PHARMACEUTICALS COM 75886F107 66 170 SH   DFND 16 0 170 0
REGIS CORP MINN COM 758932107 712 60,780 SH   DFND 14 6,823 53,957 0
REGIONAL MGMT CORP COM 75902K106 135 6,953 SH   DFND 10 6,953 0 0
REGIONAL MGMT CORP COM 75902K106 755 38,840 SH   DFND 14 1,040 37,800 0
REGIONS FINL CORP NEW COM 7591EP100 54,507 3,751,314 SH   DFND 14 739,793 3,011,521 0
REGIONS FINL CORP NEW COM 7591EP100 38 2,616 SH   DFND 16 0 2,616 0
REINSURANCE GROUP AMER INC COM NEW 759351604 23,534 185,336 SH   DFND 14 14,831 170,505 0
REINSURANCE GROUP AMER INC COM NEW 759351604 62 490 SH   DFND 16 0 490 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 50,221 627,601 SH   DFND 14 103,054 524,547 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 192 2,400 SH   DFND 16 0 2,400 0
RENASANT CORP COM 75970E107 1,865 46,983 SH   DFND 14 4,883 42,100 0
REPLIGEN CORP COM 759916109 239 6,776 SH   DFND 10 6,776 0 0
REPLIGEN CORP COM 759916109 2,045 58,090 SH   DFND 14 5,810 52,280 0
RENT A CTR INC NEW COM 76009N100 1,607 181,185 SH   DFND 14 8,907 172,278 0
REPUBLIC BANCORP KY CL A 760281204 816 23,727 SH   DFND 14 12,577 11,150 0
REPUBLIC BANCORP KY CL A 760281204 89 2,600 SH   DFND 16 0 2,600 0
REPUBLIC SVCS INC COM 760759100 20,254 322,462 SH   DFND 14 109,391 213,071 0
REPUBLIC SVCS INC COM 760759100 31 501 SH   DFND 16 0 501 0
RESMED INC COM 761152107 6,314 87,731 SH   DFND 14 19,332 68,399 0
RESOURCE CAP CORP COM NEW 76120W708 249 25,452 SH   DFND 14 3,602 21,850 0
RESOURCES CONNECTION INC COM 76122Q105 1,014 60,518 SH   DFND 14 4,868 55,650 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 3,978 189,181 SH   DFND 14 20,221 168,960 0
RETAIL PPTYS AMER INC CL A 76131V202 221 15,300 SH   DFND 14 15,300 0 0
RETAIL PPTYS AMER INC CL A 76131V202 62,700 4,348,140 SH   DFND 3 658,119 3,690,021 0
RETAILMENOT INC COM SER 1 76132B106 216 26,613 SH   DFND 10 26,613 0 0
RETAILMENOT INC COM SER 1 76132B106 2,868 354,070 SH   DFND 14 101,670 252,400 0
RETAILMENOT INC COM SER 1 76132B106 345 42,600 SH   DFND 16 0 42,600 0
REX AMERICAN RESOURCES CORP COM 761624105 489 5,407 SH   DFND 10 5,407 0 0
REX AMERICAN RESOURCES CORP COM 761624105 3,104 34,301 SH   DFND 14 15,253 19,048 0
REX AMERICAN RESOURCES CORP COM 761624105 281 3,100 SH   DFND 16 0 3,100 0
REXFORD INDL RLTY INC COM 76169C100 148 6,560 SH   DFND 14 6,560 0 0
REXFORD INDL RLTY INC COM 76169C100 34,533 1,533,439 SH   DFND 3 219,146 1,314,293 0
REYNOLDS AMERICAN INC COM 761713106 59,250 940,171 SH   DFND 14 395,316 544,855 0
REYNOLDS AMERICAN INC COM 761713106 114 1,814 SH   DFND 16 0 1,814 0
REYNOLDS AMERICAN INC COM 761713106 189 3,000 SH   DFND 18 0 3,000 0
RICE ENERGY INC COM 762760106 3,793 160,057 SH   DFND 14 19,057 141,000 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 37 11,062 SH   DFND 14 11,062 0 0
RITE AID CORP COM 767754104 281 66,194 SH   DFND 14 64,894 1,300 0
RITE AID CORP COM 767754104 85 20,000 SH   DFND 18 0 20,000 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 3,030 441,041 SH   DFND 14 35,051 405,990 0
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 272 39,600 SH   DFND 16 0 39,600 0
ROBERT HALF INTL INC COM 770323103 8,717 178,508 SH   DFND 14 60,387 118,121 0
ROBERT HALF INTL INC COM 770323103 12 250 SH   DFND 16 0 250 0
ROCKWELL AUTOMATION INC COM 773903109 1,624 10,430 SH   DFND 10 10,430 0 0
ROCKWELL AUTOMATION INC COM 773903109 33,256 213,574 SH   DFND 14 61,397 152,177 0
ROCKWELL AUTOMATION INC COM 773903109 153 980 SH   DFND 16 0 980 0
ROCKWELL COLLINS INC COM 774341101 17,843 183,646 SH   DFND 14 62,571 121,075 0
ROCKWELL COLLINS INC COM 774341101 29 300 SH   DFND 16 0 300 0
ROGERS CORP COM 775133101 2,689 31,319 SH   DFND 14 3,303 28,016 0
ROLLINS INC COM 775711104 2,242 60,394 SH   DFND 14 14,223 46,171 0
ROPER TECHNOLOGIES INC COM 776696106 29,653 143,606 SH   DFND 14 48,133 95,473 0
ROPER TECHNOLOGIES INC COM 776696106 45 220 SH   DFND 16 0 220 0
ROSETTA STONE INC COM 777780107 644 66,100 SH   DFND 10 66,100 0 0
ROSETTA STONE INC COM 777780107 14 1,460 SH   DFND 14 1,460 0 0
ROSS STORES INC COM 778296103 451 6,850 SH   DFND 10 6,850 0 0
ROSS STORES INC COM 778296103 155,629 2,362,669 SH   DFND 14 456,303 1,906,366 0
ROSS STORES INC COM 778296103 1,403 21,300 SH   DFND 16 0 21,300 0
ROYAL BANK OF CANADA NOTE4.650% 1/ 780082AD5 5,304 5,000,000 SH   DFND 3 0 0 0
ROYAL GOLD INC COM 780287108 2,841 40,553 SH   DFND 14 9,017 31,536 0
RUBICON PROJ INC COM 78112V102 59 10,040 SH   DFND 10 10,040 0 0
RUBICON PROJ INC COM 78112V102 19 3,210 SH   DFND 14 3,210 0 0
RUBY TUESDAY INC COM 781182100 285 101,474 SH   DFND 14 9,555 91,919 0
RUDOLPH TECHNOLOGIES INC COM 781270103 1,179 52,650 SH   DFND 14 4,798 47,852 0
RUSH ENTERPRISES INC CL A 781846209 2,178 65,843 SH   DFND 14 8,643 57,200 0
RUTHS HOSPITALITY GROUP INC COM 783332109 7,040 351,128 SH   DFND 14 79,785 271,343 0
RUTHS HOSPITALITY GROUP INC COM 783332109 762 38,000 SH   DFND 16 0 38,000 0
RYDER SYS INC COM 783549108 17,284 229,105 SH   DFND 14 40,421 188,684 0
RYDER SYS INC COM 783549108 11 150 SH   DFND 16 0 150 0
RYERSON HLDG CORP COM 783754104 1,695 134,510 SH   DFND 14 74,410 60,100 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 22,004 355,879 SH   DFND 14 115,969 239,910 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,014 16,400 SH   DFND 16 0 16,400 0
S & T BANCORP INC COM 783859101 8,293 239,678 SH   DFND 14 14,015 225,663 0
S & T BANCORP INC COM 783859101 215 6,200 SH   DFND 16 0 6,200 0
S&P GLOBAL INC COM 78409V104 113,890 871,116 SH   DFND 14 218,910 652,206 0
S&P GLOBAL INC COM 78409V104 75 575 SH   DFND 16 0 575 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 965 8,020 SH   DFND 14 7,850 170 0
SEI INVESTMENTS CO COM 784117103 8,531 169,136 SH   DFND 14 39,115 130,021 0
SEI INVESTMENTS CO COM 784117103 45 900 SH   DFND 16 0 900 0
SJW GROUP COM 784305104 4,240 87,938 SH   DFND 14 28,518 59,420 0
SJW GROUP COM 784305104 516 10,700 SH   DFND 16 0 10,700 0
SL GREEN RLTY CORP COM 78440X101 15,078 141,422 SH   DFND 14 48,414 93,008 0
SL GREEN RLTY CORP COM 78440X101 23 220 SH   DFND 16 0 220 0
SL GREEN RLTY CORP COM 78440X101 62,339 584,681 SH   DFND 3 89,585 495,096 0
SLM CORP COM 78442P106 14,184 1,172,265 SH   DFND 14 257,790 914,475 0
SLM CORP COM 78442P106 74 6,100 SH   DFND 16 0 6,100 0
SM ENERGY CO COM 78454L100 1,699 70,725 SH   DFND 14 12,346 58,379 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 102,700 435,651 SH   DFND 10 435,651 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 363,825 1,543,332 SH   DFND 14 234,390 1,308,942 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 622 2,640 SH   DFND 16 0 2,640 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 1,962 8,322 SH   DFND 18 0 8,322 0
SPX CORP COM 784635104 14,599 602,001 SH   DFND 14 279,883 322,118 0
SPX CORP COM 784635104 453 18,700 SH   DFND 16 0 18,700 0
SPS COMM INC COM 78463M107 1,824 31,179 SH   DFND 14 3,169 28,010 0
SPDR GOLD TRUST GOLD SHS 78463V107 712 6,000 SH   DFND 18 0 6,000 0
SPDR INDEX SHS FDS STOXX EUR 50 ET 78463X103 967 30,100 SH   DFND 18 0 30,100 0
SPDR SERIES TRUST BLMBRG BRC CNVR 78464A359 37,068 770,642 SH   DFND 14 0 770,642 0
SPDR SERIES TRUST BLMBRG BRC CNVR 78464A359 750 15,600 SH   DFND 18 0 15,600 0
SPDR SERIES TRUST BLOOMBERG BRCLY 78464A417 4,709 127,500 SH   DFND 14 0 127,500 0
SPDR SERIES TRUST S&P METALS MNG 78464A755 268 8,800 SH   DFND 18 0 8,800 0
SPDR SERIES TRUST S&P DIVID ETF 78464A763 502 5,700 SH   DFND 14 0 5,700 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 1,301 36,764 SH   DFND 14 10,264 26,500 0
SSGA ACTIVE ETF TR SPDR TR TACTIC 78467V848 2,272 46,500 SH   DFND 18 0 46,500 0
SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 986 4,780 SH   DFND 18 0 4,780 0
SP PLUS CORP COM 78469C103 400 11,866 SH   DFND 14 1,966 9,900 0
SPX FLOW INC COM 78469X107 2,796 80,541 SH   DFND 14 6,943 73,598 0
SRC ENERGY INC COM 78470V108 716 84,842 SH   DFND 10 84,842 0 0
SRC ENERGY INC COM 78470V108 2,937 348,000 SH   DFND 14 35,060 312,940 0
SVB FINL GROUP COM 78486Q101 6,006 32,277 SH   DFND 14 7,331 24,946 0
SABRA HEALTH CARE REIT INC COM 78573L106 625 22,381 SH   DFND 10 22,381 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,728 133,475 SH   DFND 14 16,555 116,920 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,184 42,409 SH   DFND 3 0 42,409 0
SABRE CORP COM 78573M104 259 12,240 SH   DFND 14 11,900 340 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 187 14,700 SH   DFND 10 14,700 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 29 2,281 SH   DFND 14 2,281 0 0
SAFETY INS GROUP INC COM 78648T100 1,739 24,804 SH   DFND 14 2,625 22,179 0
SAGA COMMUNICATIONS INC CL A NEW 786598300 440 8,624 SH   DFND 14 614 8,010 0
SAGE THERAPEUTICS INC COM 78667J108 225 3,168 SH   DFND 14 3,168 0 0
SAIA INC COM 78709Y105 1,945 43,908 SH   DFND 14 4,498 39,410 0
SALESFORCE COM INC COM 79466L302 74,016 897,273 SH   DFND 14 304,296 592,977 0
SALESFORCE COM INC COM 79466L302 120 1,460 SH   DFND 16 0 1,460 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,794 136,673 SH   DFND 14 25,111 111,562 0
SANCHEZ ENERGY CORP COM 79970Y105 553 57,980 SH   DFND 14 4,480 53,500 0
SANDERSON FARMS INC COM 800013104 990 9,534 SH   DFND 10 9,534 0 0
SANDERSON FARMS INC COM 800013104 34,228 329,625 SH   DFND 14 16,393 313,232 0
SANDERSON FARMS INC COM 800013104 1,080 10,400 SH   DFND 16 0 10,400 0
SANDY SPRING BANCORP INC COM 800363103 1,473 35,938 SH   DFND 14 30,138 5,800 0
SANFILIPPO JOHN B & SON INC COM 800422107 1,202 16,420 SH   DFND 14 2,970 13,450 0
SANMINA CORPORATION COM 801056102 807 19,887 SH   DFND 10 19,887 0 0
SANMINA CORPORATION COM 801056102 35,948 885,429 SH   DFND 14 137,615 747,814 0
SANMINA CORPORATION COM 801056102 808 19,900 SH   DFND 16 0 19,900 0
SANTANDER CONSUMER USA HDG I COM 80283M101 1,170 87,847 SH   DFND 14 14,547 73,300 0
SAP SE SPON ADR 803054204 479 4,880 SH   DFND 10 4,880 0 0
SAUL CTRS INC COM 804395101 1,345 21,820 SH   DFND 14 2,110 19,710 0
SCANA CORP NEW COM 80589M102 20,742 317,405 SH   DFND 14 74,919 242,486 0
SCANA CORP NEW COM 80589M102 24 360 SH   DFND 16 0 360 0
SCANSOURCE INC COM 806037107 369 9,390 SH   DFND 10 9,390 0 0
SCANSOURCE INC COM 806037107 10,223 260,449 SH   DFND 14 4,256 256,193 0
SCANSOURCE INC COM 806037107 196 5,000 SH   DFND 16 0 5,000 0
SCHEIN HENRY INC COM 806407102 18,695 109,991 SH   DFND 14 37,559 72,432 0
SCHEIN HENRY INC COM 806407102 32 190 SH   DFND 16 0 190 0
SCHLUMBERGER LTD COM 806857108 166,711 2,134,581 SH   DFND 14 676,124 1,458,457 0
SCHLUMBERGER LTD COM 806857108 240 3,075 SH   DFND 16 0 3,075 0
SCHNITZER STL INDS CL A 806882106 500 24,215 SH   DFND 10 24,215 0 0
SCHNITZER STL INDS CL A 806882106 54 2,633 SH   DFND 14 2,633 0 0
SCHOLASTIC CORP COM 807066105 1,984 46,607 SH   DFND 14 4,841 41,766 0
SCHULMAN A INC COM 808194104 13,975 444,349 SH   DFND 14 84,948 359,401 0
SCHULMAN A INC COM 808194104 623 19,800 SH   DFND 16 0 19,800 0
SCHWAB CHARLES CORP NEW COM 808513105 68,722 1,683,938 SH   DFND 14 573,037 1,110,901 0
SCHWAB CHARLES CORP NEW COM 808513105 107 2,625 SH   DFND 16 0 2,625 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 12,711 306,889 SH   DFND 14 5,256 301,633 0
SCIENCE APPLICATNS INTL CP N COM 808625107 450 6,047 SH   DFND 10 6,047 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 21,816 293,221 SH   DFND 14 72,945 220,276 0
SCIENCE APPLICATNS INTL CP N COM 808625107 149 2,000 SH   DFND 16 0 2,000 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 940 95,937 SH   DFND 14 8,157 87,780 0
SCIENTIFIC GAMES CORP CL A 80874P109 88 3,710 SH   DFND 10 3,710 0 0
SCIENTIFIC GAMES CORP CL A 80874P109 2,082 88,030 SH   DFND 14 8,837 79,193 0
SCOTTS MIRACLE GRO CO CL A 810186106 3,218 34,458 SH   DFND 14 6,482 27,976 0
SCRIPPS E W CO OHIO CL A NEW 811054402 2,260 96,437 SH   DFND 14 9,731 86,706 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 382 4,880 SH   DFND 10 4,880 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 18,545 236,638 SH   DFND 14 51,517 185,121 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 14 175 SH   DFND 16 0 175 0
SEABOARD CORP COM 811543107 955 229 SH   DFND 14 199 30 0
SEACHANGE INTL INC COM 811699107 232 93,500 SH   DFND 10 93,500 0 0
SEACHANGE INTL INC COM 811699107 5 2,000 SH   DFND 14 2,000 0 0
SEACOR HOLDINGS INC COM 811904101 1,945 28,109 SH   DFND 14 2,944 25,165 0
SEALED AIR CORP NEW COM 81211K100 11,710 268,708 SH   DFND 14 90,673 178,035 0
SEALED AIR CORP NEW COM 81211K100 17 382 SH   DFND 16 0 382 0
SEATTLE GENETICS INC COM 812578102 370 5,891 SH   DFND 14 5,791 100 0
SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 654 8,800 SH   DFND 18 0 8,800 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 273 5,000 SH   DFND 18 0 5,000 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 554 6,300 SH   DFND 18 0 6,300 0
SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 38,529 551,200 SH   DFND 14 0 551,200 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 26,343 1,110,100 SH   DFND 14 0 1,110,100 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,184 49,900 SH   DFND 18 0 49,900 0
SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 364 5,600 SH   DFND 18 0 5,600 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 778 14,600 SH   DFND 18 0 14,600 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 313 6,100 SH   DFND 18 0 6,100 0
SELECT COMFORT CORP COM 81616X103 5,185 209,165 SH   DFND 14 7,045 202,120 0
SELECT INCOME REIT COM SH BEN INT 81618T100 169 6,538 SH   DFND 10 6,538 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 14,937 579,178 SH   DFND 14 9,050 570,128 0
SELECT MED HLDGS CORP COM 81619Q105 228 17,072 SH   DFND 10 17,072 0 0
SELECT MED HLDGS CORP COM 81619Q105 18,195 1,362,913 SH   DFND 14 194,278 1,168,635 0
SELECT MED HLDGS CORP COM 81619Q105 706 52,900 SH   DFND 16 0 52,900 0
SELECTIVE INS GROUP INC COM 816300107 18,137 384,660 SH   DFND 14 10,424 374,236 0
SELECTIVE INS GROUP INC COM 816300107 613 13,000 SH   DFND 16 0 13,000 0
SEMGROUP CORP CL A 81663A105 315 8,753 SH   DFND 14 8,753 0 0
SEMGROUP CORP CL A 81663A105 432 12,000 SH   DFND 18 0 12,000 0
SEMTECH CORP COM 816850101 16,740 495,259 SH   DFND 14 117,824 377,435 0
SEMTECH CORP COM 816850101 987 29,200 SH   DFND 16 0 29,200 0
SEMPRA ENERGY COM 816851109 38,715 350,360 SH   DFND 14 118,651 231,709 0
SEMPRA ENERGY COM 816851109 61 555 SH   DFND 16 0 555 0
SEMPRA ENERGY COM 816851109 210 1,900 SH   DFND 18 0 1,900 0
SENECA FOODS CORP NEW CL A 817070501 477 13,206 SH   DFND 14 1,350 11,856 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 49,537 2,446,254 SH   DFND 14 411,915 2,034,339 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 172 8,500 SH   DFND 16 0 8,500 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,812 89,481 SH   DFND 3 0 89,481 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 2,475 31,227 SH   DFND 14 8,645 22,582 0
SERVICE CORP INTL COM 817565104 14,008 453,614 SH   DFND 14 192,573 261,041 0
SERVICE CORP INTL COM 817565104 74 2,400 SH   DFND 16 0 2,400 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 246 5,900 SH   DFND 14 5,900 0 0
SERVICENOW INC COM 81762P102 866 9,900 SH   DFND 14 9,680 220 0
SERVISFIRST BANCSHARES INC COM 81768T108 2,802 77,022 SH   DFND 14 8,342 68,680 0
SHAKE SHACK INC CL A 819047101 1,087 32,530 SH   DFND 14 4,830 27,700 0
SHERWIN WILLIAMS CO COM 824348106 143,103 461,341 SH   DFND 14 87,859 373,482 0
SHERWIN WILLIAMS CO COM 824348106 954 3,075 SH   DFND 16 0 3,075 0
SHERWIN WILLIAMS CO COM 824348106 869 2,800 SH   DFND 18 0 2,800 0
SHOE CARNIVAL INC COM 824889109 2,783 113,269 SH   DFND 14 2,491 110,778 0
SHORETEL INC COM 825211105 193 31,462 SH   DFND 14 8,215 23,247 0
SHUTTERFLY INC COM 82568P304 305 6,309 SH   DFND 10 6,309 0 0
SHUTTERFLY INC COM 82568P304 2,810 58,182 SH   DFND 14 6,067 52,115 0
SHUTTERSTOCK INC COM 825690100 535 12,932 SH   DFND 10 12,932 0 0
SHUTTERSTOCK INC COM 825690100 1,389 33,600 SH   DFND 14 3,460 30,140 0
SIGNATURE BK NEW YORK N Y COM 82669G104 19,743 133,046 SH   DFND 14 36,850 96,196 0
SIGNATURE BK NEW YORK N Y COM 82669G104 47 320 SH   DFND 16 0 320 0
SILICON LABORATORIES INC COM 826919102 21,681 294,773 SH   DFND 14 92,834 201,939 0
SILICON LABORATORIES INC COM 826919102 596 8,100 SH   DFND 16 0 8,100 0
SILGAN HOLDINGS INC COM 827048109 1,363 22,970 SH   DFND 14 4,915 18,055 0
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,050 91,562 SH   DFND 14 13,624 77,938 0
SIMON PPTY GROUP INC NEW COM 828806109 693 4,030 SH   DFND 10 4,030 0 0
SIMON PPTY GROUP INC NEW COM 828806109 76,699 445,851 SH   DFND 14 152,137 293,714 0
SIMON PPTY GROUP INC NEW COM 828806109 120 700 SH   DFND 16 0 700 0
SIMON PPTY GROUP INC NEW COM 828806109 145,364 844,991 SH   DFND 3 93,862 751,129 0
SIMPSON MANUFACTURING CO INC COM 829073105 3,017 70,016 SH   DFND 14 7,188 62,828 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 295 7,281 SH   DFND 14 7,281 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 336 8,300 SH   DFND 18 0 8,300 0
SIRIUS XM HLDGS INC COM 82968B103 629 122,087 SH   DFND 14 119,887 2,200 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 261 4,390 SH   DFND 14 4,390 0 0
SKECHERS U S A INC CL A 830566105 27,560 1,003,992 SH   DFND 14 215,751 788,241 0
SKECHERS U S A INC CL A 830566105 165 6,000 SH   DFND 16 0 6,000 0
SKECHERS U S A INC CL A 830566105 277 10,100 SH   DFND 18 0 10,100 0
SKYWEST INC COM 830879102 501 14,614 SH   DFND 10 14,614 0 0
SKYWEST INC COM 830879102 19,750 576,633 SH   DFND 14 39,276 537,357 0
SKYWEST INC COM 830879102 329 9,600 SH   DFND 16 0 9,600 0
SKYWORKS SOLUTIONS INC COM 83088M102 33,967 346,668 SH   DFND 14 88,261 258,407 0
SKYWORKS SOLUTIONS INC COM 83088M102 39 400 SH   DFND 16 0 400 0
SMITH A O COM 831865209 8,654 169,165 SH   DFND 14 21,223 147,942 0
SMUCKER J M CO COM NEW 832696405 21,661 165,247 SH   DFND 14 55,631 109,616 0
SMUCKER J M CO COM NEW 832696405 35 265 SH   DFND 16 0 265 0
SNAP ON INC COM 833034101 13,895 82,377 SH   DFND 14 28,175 54,202 0
SNAP ON INC COM 833034101 24 140 SH   DFND 16 0 140 0
SNAP INC CL A 83304A106 268 11,900 SH   DFND 14 11,900 0 0
SNYDERS-LANCE INC COM 833551104 2,288 56,762 SH   DFND 14 15,532 41,230 0
SONIC CORP COM 835451105 1,930 76,121 SH   DFND 14 8,179 67,942 0
SONIC AUTOMOTIVE INC CL A 83545G102 187 9,312 SH   DFND 10 9,312 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 5,490 273,840 SH   DFND 14 4,807 269,033 0
SONOCO PRODS CO COM 835495102 4,502 85,067 SH   DFND 14 13,722 71,345 0
SOTHEBYS COM 835898107 461 10,129 SH   DFND 10 10,129 0 0
SOTHEBYS COM 835898107 1,421 31,240 SH   DFND 14 9,056 22,184 0
SOUTH JERSEY INDS INC COM 838518108 4,902 137,516 SH   DFND 14 14,302 123,214 0
SOUTH ST CORP COM 840441109 1,488 16,650 SH   DFND 14 16,650 0 0
SOUTHERN CO COM 842587107 69,657 1,399,305 SH   DFND 14 468,648 930,657 0
SOUTHERN CO COM 842587107 110 2,205 SH   DFND 16 0 2,205 0
SOUTHERN COPPER CORP COM 84265V105 18,653 519,719 SH   DFND 14 41,219 478,500 0
SOUTHERN COPPER CORP COM 84265V105 90 2,500 SH   DFND 16 0 2,500 0
SOUTHERN COPPER CORP COM 84265V105 254 7,070 SH   DFND 18 0 7,070 0
SOUTHSIDE BANCSHARES INC COM 84470P109 1,531 45,616 SH   DFND 14 4,509 41,107 0
SOUTHWEST AIRLS CO COM 844741108 656 12,210 SH   DFND 10 12,210 0 0
SOUTHWEST AIRLS CO COM 844741108 102,211 1,901,238 SH   DFND 14 376,692 1,524,546 0
SOUTHWEST AIRLS CO COM 844741108 73 1,365 SH   DFND 16 0 1,365 0
SOUTHWEST BANCORP INC OKLA COM 844767103 722 27,597 SH   DFND 14 25,597 2,000 0
SOUTHWEST BANCORP INC OKLA COM 844767103 110 4,200 SH   DFND 16 0 4,200 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 30,258 364,950 SH   DFND 14 118,142 246,808 0
SOUTHWEST GAS HOLDINGS INC COM 844895102 738 8,900 SH   DFND 16 0 8,900 0
SOUTHWESTERN ENERGY CO COM 845467109 9,375 1,147,462 SH   DFND 14 221,218 926,244 0
SOUTHWESTERN ENERGY CO COM 845467109 8 950 SH   DFND 16 0 950 0
SPARTAN MTRS INC COM 846819100 174 21,700 SH   DFND 10 21,700 0 0
SPARTAN MTRS INC COM 846819100 19 2,380 SH   DFND 14 2,380 0 0
SPARTAN MTRS INC COM 846819100 259 32,400 SH   DFND 16 0 32,400 0
SPARTANNASH CO COM 847215100 20,707 591,807 SH   DFND 14 57,497 534,310 0
SPARTANNASH CO COM 847215100 486 13,900 SH   DFND 16 0 13,900 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 2,467 379,496 SH   DFND 14 119,416 260,080 0
SPEEDWAY MOTORSPORTS INC COM 847788106 22 1,193 SH   DFND 10 1,193 0 0
SPEEDWAY MOTORSPORTS INC COM 847788106 1,654 87,783 SH   DFND 14 1,693 86,090 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 72,175 1,246,120 SH   DFND 14 95,200 1,150,920 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,454 25,100 SH   DFND 16 0 25,100 0
SPIRIT AIRLS INC COM 848577102 25,814 486,422 SH   DFND 14 34,722 451,700 0
SPIRE INC COM 84857L101 5,706 84,527 SH   DFND 14 8,815 75,712 0
SPIRIT RLTY CAP INC NEW COM 84860W102 37,530 3,704,852 SH   DFND 14 637,952 3,066,900 0
SPIRIT RLTY CAP INC NEW COM 84860W102 463 45,700 SH   DFND 16 0 45,700 0
SPIRIT RLTY CAP INC NEW COM 84860W102 42,380 4,183,597 SH   DFND 3 598,124 3,585,473 0
SPLUNK INC COM 848637104 432 6,940 SH   DFND 14 6,520 420 0
SPOK HLDGS INC COM 84863T106 1,186 62,447 SH   DFND 14 2,537 59,910 0
SPRINT CORP COM SER 1 85207U105 13,201 1,520,845 SH   DFND 14 180,914 1,339,931 0
SPRINT CORP COM SER 1 85207U105 597 68,800 SH   DFND 16 0 68,800 0
SPROUTS FMRS MKT INC COM 85208M102 1,793 77,570 SH   DFND 14 15,810 61,760 0
STAG INDL INC COM 85254J102 282 11,255 SH   DFND 14 11,255 0 0
STAG INDL INC COM 85254J102 549 21,926 SH   DFND 3 0 21,926 0
STAMPS COM INC COM NEW 852857200 3,226 27,258 SH   DFND 14 2,879 24,379 0
STANDARD MTR PRODS INC COM 853666105 5,275 107,337 SH   DFND 14 70,733 36,604 0
STANDEX INTL CORP COM 854231107 2,563 25,596 SH   DFND 14 2,278 23,318 0
STANLEY BLACK & DECKER INC COM 854502101 90,268 679,373 SH   DFND 14 118,276 561,097 0
STANLEY BLACK & DECKER INC COM 854502101 1,345 10,125 SH   DFND 16 0 10,125 0
STAPLES INC COM 855030102 53,705 6,123,671 SH   DFND 14 655,955 5,467,716 0
STAPLES INC COM 855030102 10 1,160 SH   DFND 16 0 1,160 0
STARBUCKS CORP COM 855244109 117,740 2,016,437 SH   DFND 14 687,892 1,328,545 0
STARBUCKS CORP COM 855244109 185 3,160 SH   DFND 16 0 3,160 0
STARBUCKS CORP COM 855244109 269 4,600 SH   DFND 18 0 4,600 0
STARWOOD PPTY TR INC COM 85571B105 2,986 132,238 SH   DFND 14 23,438 108,800 0
STATE NATL COS INC COM 85711T305 56 3,860 SH   DFND 14 3,860 0 0
STATE NATL COS INC COM 85711T305 92 6,400 SH   DFND 16 0 6,400 0
STATE STR CORP COM 857477103 1,473 18,505 SH   DFND 10 18,505 0 0
STATE STR CORP COM 857477103 86,152 1,082,173 SH   DFND 14 348,868 733,305 0
STATE STR CORP COM 857477103 896 11,250 SH   DFND 16 0 11,250 0
STEEL DYNAMICS INC COM 858119100 114,948 3,306,903 SH   DFND 14 472,432 2,834,471 0
STEEL DYNAMICS INC COM 858119100 1,206 34,700 SH   DFND 16 0 34,700 0
STEEL DYNAMICS INC COM 858119100 355 10,200 SH   DFND 18 0 10,200 0
STEELCASE INC CL A 858155203 513 30,599 SH   DFND 10 30,599 0 0
STEELCASE INC CL A 858155203 26,102 1,558,308 SH   DFND 14 445,258 1,113,050 0
STEELCASE INC CL A 858155203 997 59,500 SH   DFND 16 0 59,500 0
STEIN MART INC COM 858375108 187 62,078 SH   DFND 14 4,426 57,652 0
STEPAN CO COM 858586100 471 5,979 SH   DFND 10 5,979 0 0
STEPAN CO COM 858586100 17,375 220,471 SH   DFND 14 12,412 208,059 0
STEPAN CO COM 858586100 394 5,000 SH   DFND 16 0 5,000 0
STERICYCLE INC COM 858912108 9,888 119,296 SH   DFND 14 40,824 78,472 0
STERICYCLE INC COM 858912108 16 190 SH   DFND 16 0 190 0
STERLING BANCORP DEL COM 85917A100 5,531 233,364 SH   DFND 14 23,572 209,792 0
STEWART INFORMATION SVCS COR COM 860372101 1,793 40,574 SH   DFND 14 4,330 36,244 0
STIFEL FINL CORP COM 860630102 9,378 186,854 SH   DFND 14 12,731 174,123 0
STILLWATER MNG CO COM 86074Q102 3,606 208,784 SH   DFND 14 21,454 187,330 0
STONERIDGE INC COM 86183P102 2,657 146,492 SH   DFND 14 2,992 143,500 0
STONERIDGE INC COM 86183P102 290 16,000 SH   DFND 18 0 16,000 0
STORE CAP CORP COM 862121100 139 5,800 SH   DFND 14 5,800 0 0
STORE CAP CORP COM 862121100 44,054 1,844,789 SH   DFND 3 264,412 1,580,377 0
STRATTEC SEC CORP COM 863111100 189 6,800 SH   DFND 10 6,800 0 0
STRATTEC SEC CORP COM 863111100 374 13,458 SH   DFND 14 530 12,928 0
STRAYER ED INC COM 863236105 1,713 21,283 SH   DFND 14 1,991 19,292 0
STRYKER CORP COM 863667101 57,609 437,595 SH   DFND 14 148,770 288,825 0
STRYKER CORP COM 863667101 90 685 SH   DFND 16 0 685 0
STURM RUGER & CO INC COM 864159108 2,851 53,242 SH   DFND 14 3,314 49,928 0
SUFFOLK BANCORP COM 864739107 258 6,389 SH   DFND 14 6,389 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 683 62,133 SH   DFND 14 5,143 56,990 0
SUMMIT HOTEL PPTYS COM 866082100 10,716 670,600 SH   DFND 14 160,860 509,740 0
SUMMIT HOTEL PPTYS COM 866082100 757 47,400 SH   DFND 16 0 47,400 0
SUMMIT MATLS INC CL A 86614U100 290 11,735 SH   DFND 14 11,735 0 0
SUN CMNTYS INC COM 866674104 364 4,527 SH   DFND 14 4,527 0 0
SUN CMNTYS INC COM 866674104 35,911 447,044 SH   DFND 3 65,540 381,504 0
SUNCOKE ENERGY INC COM 86722A103 1,339 149,450 SH   DFND 14 10,423 139,027 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 382 24,934 SH   DFND 14 24,934 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 35,781 2,334,081 SH   DFND 3 351,008 1,983,073 0
SUNTRUST BKS INC COM 867914103 1,601 28,960 SH   DFND 10 28,960 0 0
SUNTRUST BKS INC COM 867914103 94,737 1,713,140 SH   DFND 14 285,075 1,428,065 0
SUNTRUST BKS INC COM 867914103 726 13,122 SH   DFND 16 0 13,122 0
SUPER MICRO COMPUTER INC COM 86800U104 729 28,768 SH   DFND 10 28,768 0 0
SUPER MICRO COMPUTER INC COM 86800U104 3,917 154,523 SH   DFND 14 24,603 129,920 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,345 94,332 SH   DFND 14 20,752 73,580 0
SUPERIOR INDS INTL INC COM 868168105 2,157 85,086 SH   DFND 14 4,176 80,910 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 6,391 204,190 SH   DFND 14 47,150 157,040 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 488 15,600 SH   DFND 16 0 15,600 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 169 5,400 SH   DFND 18 0 5,400 0
SUPERVALU INC COM 868536103 1,785 462,461 SH   DFND 14 45,053 417,408 0
SUPREME INDS INC CL A 868607102 1,929 95,210 SH   DFND 14 33,310 61,900 0
SUPREME INDS INC CL A 868607102 713 35,200 SH   DFND 16 0 35,200 0
SURMODICS INC COM 868873100 1,012 42,092 SH   DFND 14 2,644 39,448 0
SURMODICS INC COM 868873100 183 7,600 SH   DFND 16 0 7,600 0
SWIFT TRANSN CO CL A 87074U101 86 4,202 SH   DFND 10 4,202 0 0
SWIFT TRANSN CO CL A 87074U101 151 7,344 SH   DFND 14 7,344 0 0
SYKES ENTERPRISES INC COM 871237103 4,631 157,533 SH   DFND 14 7,021 150,512 0
SYKES ENTERPRISES INC COM 871237103 438 14,900 SH   DFND 16 0 14,900 0
SYMANTEC CORP COM 871503108 27,430 894,052 SH   DFND 14 292,129 601,923 0
SYMANTEC CORP COM 871503108 39 1,282 SH   DFND 16 0 1,282 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 368 15,087 SH   DFND 10 15,087 0 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,799 73,747 SH   DFND 14 7,457 66,290 0
SYNAPTICS INC COM 87157D109 376 7,594 SH   DFND 10 7,594 0 0
SYNAPTICS INC COM 87157D109 5,724 115,610 SH   DFND 14 6,589 109,021 0
SYNOPSYS INC COM 871607107 53,274 738,590 SH   DFND 14 144,189 594,401 0
SYNOPSYS INC COM 871607107 188 2,600 SH   DFND 16 0 2,600 0
SYNOVUS FINL CORP COM NEW 87161C501 30,002 731,389 SH   DFND 14 159,443 571,946 0
SYNOVUS FINL CORP COM NEW 87161C501 180 4,400 SH   DFND 16 0 4,400 0
SYNNEX CORP COM 87162W100 40,280 359,836 SH   DFND 14 96,981 262,855 0
SYNNEX CORP COM 87162W100 1,329 11,870 SH   DFND 16 0 11,870 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 75 16,190 SH   DFND 14 16,190 0 0
SYNCHRONY FINL COM 87165B103 72,075 2,101,305 SH   DFND 14 466,637 1,634,668 0
SYNCHRONY FINL COM 87165B103 57 1,649 SH   DFND 16 0 1,649 0
SYSCO CORP COM 871829107 305 5,880 SH   DFND 10 5,880 0 0
SYSCO CORP COM 871829107 37,521 722,666 SH   DFND 14 241,070 481,596 0
SYSCO CORP COM 871829107 55 1,050 SH   DFND 16 0 1,050 0
TCF FINL CORP COM 872275102 21,682 1,273,915 SH   DFND 14 341,299 932,616 0
TCF FINL CORP COM 872275102 163 9,600 SH   DFND 16 0 9,600 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 208 3,490 SH   DFND 10 3,490 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 681 17,516 SH   DFND 14 17,236 280 0
TCP CAP CORP COM 87238Q103 694 39,828 SH   DFND 10 39,828 0 0
TCP CAP CORP COM 87238Q103 30 1,700 SH   DFND 14 1,700 0 0
TJX COS INC NEW COM 872540109 89,580 1,132,771 SH   DFND 14 496,830 635,941 0
TJX COS INC NEW COM 872540109 113 1,430 SH   DFND 16 0 1,430 0
TJX COS INC NEW COM 872540109 206 2,600 SH   DFND 18 0 2,600 0
T MOBILE US INC COM 872590104 2,578 39,910 SH   DFND 14 18,900 21,010 0
TRI POINTE GROUP INC COM 87265H109 3,121 248,855 SH   DFND 14 71,680 177,175 0
TRI POINTE GROUP INC COM 87265H109 11 900 SH   DFND 16 0 900 0
TTM TECHNOLOGIESINC COM 87305R109 15,609 967,728 SH   DFND 14 21,124 946,604 0
TAHOE RES INC COM 873868103 108 13,500 SH   DFND 14 13,500 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,191 188,512 SH   DFND 14 0 188,512 0
TAILORED BRANDS INC COM 87403A107 5,047 337,838 SH   DFND 14 12,292 325,546 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3,972 67,009 SH   DFND 14 18,108 48,901 0
TANGER FACTORY OUTLET CTRS I COM 875465106 3,118 95,155 SH   DFND 14 13,767 81,388 0
TARGET CORP COM 87612E106 538 9,740 SH   DFND 10 9,740 0 0
TARGET CORP COM 87612E106 143,591 2,601,759 SH   DFND 14 455,250 2,146,509 0
TARGET CORP COM 87612E106 1,153 20,895 SH   DFND 16 0 20,895 0
TARGET CORP COM 87612E106 124 2,250 SH   DFND 18 0 2,250 0
TARGA RES CORP COM 87612G101 630 10,522 SH   DFND 14 10,122 400 0
TARGA RES CORP COM 87612G101 1,258 21,000 SH   DFND 18 0 21,000 0
TASER INTL INC COM 87651B104 2,041 89,553 SH   DFND 14 8,813 80,740 0
TATA MTRS LTD SPONSORED ADR 876568502 115 3,233 SH   DFND 10 3,233 0 0
TATA MTRS LTD SPONSORED ADR 876568502 17,376 487,400 SH   DFND 14 0 487,400 0
TATA MTRS LTD SPONSORED ADR 876568502 3,308 92,800 SH   DFND 16 0 92,800 0
TAUBMAN CTRS INC COM 876664103 15,615 236,512 SH   DFND 14 51,594 184,918 0
TAUBMAN CTRS INC COM 876664103 139 2,100 SH   DFND 16 0 2,100 0
TAUBMAN CTRS INC COM 876664103 61,378 929,681 SH   DFND 3 108,230 821,451 0
TAYLOR MORRISON HOME CORP CL A 87724P106 25,722 1,206,490 SH   DFND 14 207,190 999,300 0
TAYLOR MORRISON HOME CORP CL A 87724P106 778 36,500 SH   DFND 16 0 36,500 0
TEAM INC COM 878155100 338 12,489 SH   DFND 10 12,489 0 0
TEAM INC COM 878155100 1,373 50,762 SH   DFND 14 4,982 45,780 0
TECH DATA CORP COM 878237106 569 6,063 SH   DFND 10 6,063 0 0
TECH DATA CORP COM 878237106 26,065 277,586 SH   DFND 14 62,721 214,865 0
TECH DATA CORP COM 878237106 892 9,500 SH   DFND 16 0 9,500 0
TECHTARGET INC COM 87874R100 321 35,500 SH   DFND 10 35,500 0 0
TECHTARGET INC COM 87874R100 20 2,252 SH   DFND 14 2,252 0 0
TEGNA INC COM 87901J105 80,743 3,151,558 SH   DFND 14 557,038 2,594,520 0
TEGNA INC COM 87901J105 290 11,300 SH   DFND 16 0 11,300 0
TELADOC INC COM 87918A105 38 1,510 SH   DFND 14 1,510 0 0
TELADOC INC COM 87918A105 7,363 294,500 SH   DFND 18 0 294,500 0
TELEDYNE TECHNOLOGIES INC COM 879360105 2,986 23,611 SH   DFND 14 6,521 17,090 0
TELEFLEX INC COM 879369106 31,612 163,176 SH   DFND 14 36,331 126,845 0
TELEFLEX INC COM 879369106 159 820 SH   DFND 16 0 820 0
TELEPHONE & DATA SYS INC COM NEW 879433829 20,881 787,683 SH   DFND 14 176,252 611,431 0
TELEPHONE & DATA SYS INC COM NEW 879433829 546 20,600 SH   DFND 16 0 20,600 0
TELENAV INC COM 879455103 427 49,400 SH   DFND 10 49,400 0 0
TELENAV INC COM 879455103 28 3,235 SH   DFND 14 3,235 0 0
TELETECH HOLDINGS INC COM 879939106 11 373 SH   DFND 10 373 0 0
TELETECH HOLDINGS INC COM 879939106 941 31,799 SH   DFND 14 3,152 28,647 0
TEMPUR SEALY INTL INC COM 88023U101 1,340 28,837 SH   DFND 14 6,326 22,511 0
TENET HEALTHCARE CORP COM NEW 88033G407 871 49,170 SH   DFND 14 10,917 38,253 0
TENNANT CO COM 880345103 2,229 30,687 SH   DFND 14 3,127 27,560 0
TENNECO INC COM 880349105 16,460 263,699 SH   DFND 14 41,399 222,300 0
TENNECO INC COM 880349105 855 13,700 SH   DFND 16 0 13,700 0
TENNECO INC COM 880349105 362 5,800 SH   DFND 18 0 5,800 0
TERADATA CORP DEL COM 88076W103 473 15,203 SH   DFND 10 15,203 0 0
TERADATA CORP DEL COM 88076W103 5,532 177,776 SH   DFND 14 58,255 119,521 0
TERADATA CORP DEL COM 88076W103 9 275 SH   DFND 16 0 275 0
TERADYNE INC COM 880770102 282 9,062 SH   DFND 10 9,062 0 0
TERADYNE INC COM 880770102 34,426 1,106,947 SH   DFND 14 246,813 860,134 0
TERADYNE INC COM 880770102 211 6,800 SH   DFND 16 0 6,800 0
TEREX CORP NEW COM 880779103 3,323 105,822 SH   DFND 14 14,847 90,975 0
TERNIUM SA SPON ADR 880890108 388 14,870 SH   DFND 10 14,870 0 0
TERNIUM SA SPON ADR 880890108 15 572 SH   DFND 14 516 56 0
TERRAFORM GLOBAL INC CL A 88104M101 95 19,870 SH   DFND 14 19,870 0 0
TESARO INC COM 881569107 464 3,015 SH   DFND 14 3,015 0 0
TESCO CORP COM 88157K101 632 78,492 SH   DFND 14 6,802 71,690 0
TESORO CORP COM 881609101 641 7,905 SH   DFND 10 7,905 0 0
TESORO CORP COM 881609101 36,258 447,301 SH   DFND 14 70,647 376,654 0
TESORO CORP COM 881609101 21 255 SH   DFND 16 0 255 0
TESORO CORP COM 881609101 705 8,700 SH   DFND 18 0 8,700 0
TESLA INC COM 88160R101 1,990 7,151 SH   DFND 14 7,011 140 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,479 77,243 SH   DFND 14 74,391 2,852 0
TETRA TECHNOLOGIES INC DEL COM 88162F105 789 193,810 SH   DFND 14 16,461 177,349 0
TETRA TECH INC NEW COM 88162G103 4,156 101,750 SH   DFND 14 10,326 91,424 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 160 1,912 SH   DFND 10 1,912 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 2,967 35,560 SH   DFND 14 9,190 26,370 0
TEXAS INSTRS INC COM 882508104 479 5,950 SH   DFND 10 5,950 0 0
TEXAS INSTRS INC COM 882508104 278,855 3,461,454 SH   DFND 14 707,951 2,753,503 0
TEXAS INSTRS INC COM 882508104 2,124 26,365 SH   DFND 16 0 26,365 0
TEXAS ROADHOUSE INC COM 882681109 33,374 749,472 SH   DFND 14 130,774 618,698 0
TEXAS ROADHOUSE INC COM 882681109 957 21,500 SH   DFND 16 0 21,500 0
TEXTRON INC COM 883203101 17,881 375,722 SH   DFND 14 126,190 249,532 0
TEXTRON INC COM 883203101 28 585 SH   DFND 16 0 585 0
THERAPEUTICSMD INC COM 88338N107 107 14,860 SH   DFND 14 14,860 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 128,108 834,037 SH   DFND 14 242,786 591,251 0
THERMO FISHER SCIENTIFIC INC COM 883556102 134 870 SH   DFND 16 0 870 0
THOMSON REUTERS CORP COM 884903105 850 19,670 SH   DFND 14 19,670 0 0
THOR INDS INC COM 885160101 1,171 12,179 SH   DFND 10 12,179 0 0
THOR INDS INC COM 885160101 57,219 595,228 SH   DFND 14 75,796 519,432 0
THOR INDS INC COM 885160101 633 6,580 SH   DFND 16 0 6,580 0
3-D SYS CORP DEL COM NEW 88554D205 1,067 71,322 SH   DFND 14 19,642 51,680 0
3M CO COM 88579Y101 229,833 1,201,241 SH   DFND 14 317,146 884,095 0
3M CO COM 88579Y101 1,745 9,120 SH   DFND 16 0 9,120 0
TIDEWATER INC COM 886423102 88 76,507 SH   DFND 14 7,332 69,175 0
TIER REIT INC COM NEW 88650V208 2,250 129,620 SH   DFND 14 63,920 65,700 0
TIER REIT INC COM NEW 88650V208 109 6,300 SH   DFND 16 0 6,300 0
TIFFANY & CO NEW COM 886547108 14,241 149,434 SH   DFND 14 50,399 99,035 0
TIFFANY & CO NEW COM 886547108 24 250 SH   DFND 16 0 250 0
TILE SHOP HLDGS INC COM 88677Q109 1,164 60,470 SH   DFND 14 5,300 55,170 0
TILLYS INC CL A 886885102 1,712 189,810 SH   DFND 14 57,000 132,810 0
TILLYS INC CL A 886885102 224 24,800 SH   DFND 16 0 24,800 0
TIME INC NEW COM 887228104 2,588 133,764 SH   DFND 14 18,414 115,350 0
TIME WARNER INC COM NEW 887317303 105,951 1,084,344 SH   DFND 14 369,105 715,239 0
TIME WARNER INC COM NEW 887317303 164 1,676 SH   DFND 16 0 1,676 0
TIME WARNER INC COM NEW 887317303 274 2,800 SH   DFND 18 0 2,800 0
TIMKEN CO COM 887389104 10,422 230,568 SH   DFND 14 34,010 196,558 0
TIMKEN CO COM 887389104 41 900 SH   DFND 16 0 900 0
TIMKENSTEEL CORP COM 887399103 1,260 66,647 SH   DFND 14 6,838 59,809 0
TITAN INTL INC ILL COM 88830M102 390 37,718 SH   DFND 10 37,718 0 0
TITAN INTL INC ILL COM 88830M102 840 81,227 SH   DFND 14 7,975 73,252 0
TIVO CORP COM 88870P106 5,938 316,693 SH   DFND 14 20,655 296,038 0
TIVITY HEALTH INC COM 88870R102 1,672 57,444 SH   DFND 14 5,808 51,636 0
TOLL BROTHERS INC COM 889478103 36,046 998,221 SH   DFND 14 210,943 787,278 0
TOLL BROTHERS INC COM 889478103 184 5,100 SH   DFND 16 0 5,100 0
TOMPKINS FINANCIAL CORPORATI COM 890110109 1,735 21,535 SH   DFND 14 2,472 19,063 0
TOOTSIE ROLL INDS INC COM 890516107 446 11,947 SH   DFND 14 3,460 8,487 0
TOPBUILD CORP COM 89055F103 3,259 69,345 SH   DFND 14 7,119 62,226 0
TORCHMARK CORP COM 891027104 11,798 153,146 SH   DFND 14 52,005 101,141 0
TORCHMARK CORP COM 891027104 18 237 SH   DFND 16 0 237 0
TORO CO COM 891092108 34,517 552,622 SH   DFND 14 125,696 426,926 0
TORO CO COM 891092108 204 3,260 SH   DFND 16 0 3,260 0
TOWER INTL INC COM 891826109 8,844 326,331 SH   DFND 14 16,542 309,789 0
TOWER INTL INC COM 891826109 60 2,200 SH   DFND 16 0 2,200 0
TOTAL SYS SVCS INC COM 891906109 22,399 418,982 SH   DFND 14 83,604 335,378 0
TOTAL SYS SVCS INC COM 891906109 19 350 SH   DFND 16 0 350 0
TOWNEBANK PORTSMOUTH VA COM 89214P109 221 6,835 SH   DFND 14 6,835 0 0
TRACTOR SUPPLY CO COM 892356106 12,606 182,771 SH   DFND 14 62,012 120,759 0
TRACTOR SUPPLY CO COM 892356106 21 300 SH   DFND 16 0 300 0
TRANSDIGM GROUP INC COM 893641100 15,391 69,906 SH   DFND 14 23,583 46,323 0
TRANSDIGM GROUP INC COM 893641100 25 115 SH   DFND 16 0 115 0
TRANSUNION COM 89400J107 207 5,400 SH   DFND 10 5,400 0 0
TRANSUNION COM 89400J107 157 4,100 SH   DFND 14 4,100 0 0
TRAVELERS COMPANIES INC COM 89417E109 73,170 607,017 SH   DFND 14 158,437 448,580 0
TRAVELERS COMPANIES INC COM 89417E109 76 634 SH   DFND 16 0 634 0
TREDEGAR CORP COM 894650100 50 2,868 SH   DFND 10 2,868 0 0
TREDEGAR CORP COM 894650100 1,563 89,066 SH   DFND 14 4,204 84,862 0
TREEHOUSE FOODS INC COM 89469A104 2,970 35,078 SH   DFND 14 7,680 27,398 0
TREEHOUSE FOODS INC COM 89469A104 273 3,230 SH   DFND 18 0 3,230 0
TREX CO INC COM 89531P105 9,908 142,780 SH   DFND 14 24,080 118,700 0
TREX CO INC COM 89531P105 396 5,700 SH   DFND 16 0 5,700 0
TRIBUNE MEDIA CO CL A 896047503 14,038 376,650 SH   DFND 14 51,750 324,900 0
TRICO BANCSHARES COM 896095106 3,981 112,048 SH   DFND 14 5,298 106,750 0
TRICO BANCSHARES COM 896095106 53 1,500 SH   DFND 16 0 1,500 0
TRIMAS CORP COM NEW 896215209 1,364 65,731 SH   DFND 14 14,331 51,400 0
TRIMBLE INC COM 896239100 5,000 156,198 SH   DFND 14 33,374 122,824 0
TRINET GROUP INC COM 896288107 237 8,190 SH   DFND 10 8,190 0 0
TRINET GROUP INC COM 896288107 203 7,030 SH   DFND 14 3,730 3,300 0
TRINITY INDS INC COM 896522109 2,491 93,818 SH   DFND 14 20,508 73,310 0
TRISTATE CAP HLDGS INC COM 89678F100 1,432 61,320 SH   DFND 14 10,820 50,500 0
TRISTATE CAP HLDGS INC COM 89678F100 353 15,100 SH   DFND 16 0 15,100 0
TRIUMPH GROUP INC NEW COM 896818101 201 7,800 SH   DFND 10 7,800 0 0
TRIUMPH GROUP INC NEW COM 896818101 9,782 379,890 SH   DFND 14 60,936 318,954 0
TRIPADVISOR INC COM 896945201 6,612 153,190 SH   DFND 14 51,577 101,613 0
TRIPADVISOR INC COM 896945201 12 275 SH   DFND 16 0 275 0
TRONC INC COM 89703P107 574 41,220 SH   DFND 14 37,320 3,900 0
TRUEBLUE INC COM 89785X101 558 20,399 SH   DFND 10 20,399 0 0
TRUEBLUE INC COM 89785X101 10,689 390,838 SH   DFND 14 7,137 383,701 0
TRUSTCO BK CORP N Y COM 898349105 2,566 326,906 SH   DFND 14 63,079 263,827 0
TRUSTMARK CORP COM 898402102 1,432 45,035 SH   DFND 14 12,507 32,528 0
TUESDAY MORNING CORP COM NEW 899035505 280 74,796 SH   DFND 14 6,926 67,870 0
TUPPERWARE BRANDS CORP COM 899896104 1,064 16,959 SH   DFND 10 16,959 0 0
TUPPERWARE BRANDS CORP COM 899896104 12,038 191,940 SH   DFND 14 24,306 167,634 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 234 7,225 SH   DFND 10 7,225 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 59,626 1,840,868 SH   DFND 14 534,891 1,305,977 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 68 2,110 SH   DFND 16 0 2,110 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 240 7,400 SH   DFND 18 0 7,400 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 77,660 2,443,673 SH   DFND 14 512,650 1,931,023 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,170 36,800 SH   DFND 16 0 36,800 0
TWITTER INC COM 90184L102 611 40,850 SH   DFND 14 40,050 800 0
TWO HBRS INVT CORP COM 90187B101 8,467 882,875 SH   DFND 14 82,475 800,400 0
II VI INC COM 902104108 3,399 94,285 SH   DFND 14 9,943 84,342 0
TYLER TECHNOLOGIES INC COM 902252105 3,245 20,993 SH   DFND 14 4,734 16,259 0
TYLER TECHNOLOGIES INC COM 902252105 340 2,200 SH   DFND 18 0 2,200 0
TYSON FOODS INC CL A 902494103 1,122 18,180 SH   DFND 10 18,180 0 0
TYSON FOODS INC CL A 902494103 149,348 2,420,153 SH   DFND 14 392,638 2,027,515 0
TYSON FOODS INC CL A 902494103 1,333 21,600 SH   DFND 16 0 21,600 0
TYSON FOODS INC CL A 902494103 80 1,300 SH   DFND 18 0 1,300 0
UDR INC COM 902653104 13,436 370,549 SH   DFND 14 125,773 244,776 0
UDR INC COM 902653104 18 500 SH   DFND 16 0 500 0
UGI CORP NEW COM 902681105 100,625 2,036,947 SH   DFND 14 344,163 1,692,784 0
UGI CORP NEW COM 902681105 1,803 36,500 SH   DFND 16 0 36,500 0
UMB FINL CORP COM 902788108 491 6,519 SH   DFND 10 6,519 0 0
UMB FINL CORP COM 902788108 3,491 46,356 SH   DFND 14 7,979 38,377 0
US BANCORP DEL COM NEW 902973304 145,279 2,820,944 SH   DFND 14 810,977 2,009,967 0
US BANCORP DEL COM NEW 902973304 178 3,454 SH   DFND 16 0 3,454 0
USANA HEALTH SCIENCES INC COM 90328M107 600 10,415 SH   DFND 10 10,415 0 0
USANA HEALTH SCIENCES INC COM 90328M107 3,321 57,648 SH   DFND 14 18,168 39,480 0
USANA HEALTH SCIENCES INC COM 90328M107 98 1,700 SH   DFND 16 0 1,700 0
U S CONCRETE INC COM NEW 90333L201 1,642 25,440 SH   DFND 14 2,730 22,710 0
U S PHYSICAL THERAPY INC COM 90337L108 1,585 24,280 SH   DFND 14 3,550 20,730 0
U S SILICA HLDGS INC COM 90346E103 5,928 123,520 SH   DFND 14 10,510 113,010 0
ULTA BEAUTY INC COM 90384S303 32,619 114,360 SH   DFND 14 28,264 86,096 0
ULTA BEAUTY INC COM 90384S303 298 1,045 SH   DFND 16 0 1,045 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 3,605 18,468 SH   DFND 14 4,066 14,402 0
ULTRA CLEAN HLDGS INC COM 90385V107 4,564 270,560 SH   DFND 14 65,360 205,200 0
ULTRA CLEAN HLDGS INC COM 90385V107 631 37,400 SH   DFND 16 0 37,400 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 248 3,660 SH   DFND 14 3,660 0 0
ULTRATECH INC COM 904034105 1,209 40,820 SH   DFND 14 4,052 36,768 0
UMPQUA HLDGS CORP COM 904214103 24,296 1,369,559 SH   DFND 14 85,294 1,284,265 0
UMPQUA HLDGS CORP COM 904214103 7 400 SH   DFND 16 0 400 0
UNDER ARMOUR INC CL A 904311107 5,025 254,068 SH   DFND 14 89,018 165,050 0
UNDER ARMOUR INC CL A 904311107 7 340 SH   DFND 16 0 340 0
UNDER ARMOUR INC CL A 904311107 158 8,000 SH   DFND 18 0 8,000 0
UNDER ARMOUR INC CL C 904311206 4,394 240,124 SH   DFND 14 74,849 165,275 0
UNDER ARMOUR INC CL C 904311206 6 343 SH   DFND 16 0 343 0
UNIFI INC COM NEW 904677200 88 3,089 SH   DFND 10 3,089 0 0
UNIFI INC COM NEW 904677200 3,185 112,201 SH   DFND 14 2,591 109,610 0
UNIFIRST CORP MASS COM 904708104 3,767 26,628 SH   DFND 14 2,713 23,915 0
UNION BANKSHARES CORP NEW COM 90539J109 302 8,589 SH   DFND 10 8,589 0 0
UNION BANKSHARES CORP NEW COM 90539J109 3,853 109,510 SH   DFND 14 49,510 60,000 0
UNION BANKSHARES CORP NEW COM 90539J109 605 17,200 SH   DFND 16 0 17,200 0
UNION PAC CORP COM 907818108 233,741 2,206,770 SH   DFND 14 506,270 1,700,500 0
UNION PAC CORP COM 907818108 1,144 10,800 SH   DFND 16 0 10,800 0
UNION PAC CORP COM 907818108 662 6,250 SH   DFND 18 0 6,250 0
UNIT CORP COM 909218109 21,426 886,830 SH   DFND 14 196,442 690,388 0
UNIT CORP COM 909218109 181 7,500 SH   DFND 16 0 7,500 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 8,356 301,752 SH   DFND 14 49,512 252,240 0
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 894 32,300 SH   DFND 16 0 32,300 0
UNITED BANKSHARES INC WEST V COM 909907107 7,040 166,636 SH   DFND 14 13,597 153,039 0
UNITED CONTL HLDGS INC COM 910047109 62,800 889,012 SH   DFND 14 175,536 713,476 0
UNITED CONTL HLDGS INC COM 910047109 44 620 SH   DFND 16 0 620 0
UNITED FINL BANCORP INC NEW COM 910304104 2,384 140,145 SH   DFND 14 4,545 135,600 0
UNITED FIRE GROUP INC COM 910340108 1,617 37,808 SH   DFND 14 4,144 33,664 0
UNITED INS HLDGS CORP COM 910710102 3,698 231,870 SH   DFND 14 2,140 229,730 0
UNITED NAT FOODS INC COM 911163103 6,028 139,431 SH   DFND 14 9,351 130,080 0
UNITED PARCEL SERVICE INC CL B 911312106 103,322 962,928 SH   DFND 14 326,673 636,255 0
UNITED PARCEL SERVICE INC CL B 911312106 161 1,500 SH   DFND 16 0 1,500 0
UNITED RENTALS INC COM 911363109 34,910 279,168 SH   DFND 14 54,287 224,881 0
UNITED RENTALS INC COM 911363109 23 180 SH   DFND 16 0 180 0
UNITED STATES CELLULAR CORP COM 911684108 984 26,354 SH   DFND 14 3,464 22,890 0
UNITED STATES LIME & MINERAL COM 911922102 533 6,747 SH   DFND 14 347 6,400 0
US FOODS HLDG CORP COM 912008109 339 12,110 SH   DFND 10 12,110 0 0
US FOODS HLDG CORP COM 912008109 81 2,880 SH   DFND 14 2,880 0 0
UNITED STATES STL CORP NEW COM 912909108 12,540 370,893 SH   DFND 14 71,454 299,439 0
UNITED STATES STL CORP NEW COM 912909108 44 1,300 SH   DFND 16 0 1,300 0
UNITED STATES STL CORP NEW COM 912909108 541 16,000 SH   DFND 18 0 16,000 0
UNITED TECHNOLOGIES CORP COM 913017109 128,186 1,142,375 SH   DFND 14 371,387 770,988 0
UNITED TECHNOLOGIES CORP COM 913017109 187 1,670 SH   DFND 16 0 1,670 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 315 2,330 SH   DFND 10 2,330 0 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 48,789 360,386 SH   DFND 14 78,744 281,642 0
UNITED THERAPEUTICS CORP DEL COM 91307C102 179 1,320 SH   DFND 16 0 1,320 0
UNITEDHEALTH GROUP INC COM 91324P102 464,913 2,834,660 SH   DFND 14 655,102 2,179,558 0
UNITEDHEALTH GROUP INC COM 91324P102 3,118 19,010 SH   DFND 16 0 19,010 0
UNITIL CORP COM 913259107 193 4,297 SH   DFND 14 1,397 2,900 0
UNITIL CORP COM 913259107 104 2,300 SH   DFND 16 0 2,300 0
UNITI GROUP INC COM 91325V108 11,101 429,429 SH   DFND 14 68,675 360,754 0
UNITI GROUP INC COM 91325V108 47 1,800 SH   DFND 16 0 1,800 0
UNIVAR INC COM 91336L107 721 23,500 SH   DFND 14 20,500 3,000 0
UNIVERSAL CORP VA COM 913456109 17,442 246,530 SH   DFND 14 4,263 242,267 0
UNIVERSAL DISPLAY CORP COM 91347P105 397 4,616 SH   DFND 14 4,616 0 0
UNIVERSAL ELECTRS INC COM 913483103 1,729 25,234 SH   DFND 14 2,696 22,538 0
UNIVERSAL FST PRODS INC COM 913543104 29,778 302,194 SH   DFND 14 40,399 261,795 0
UNIVERSAL FST PRODS INC COM 913543104 946 9,600 SH   DFND 16 0 9,600 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,419 22,001 SH   DFND 14 2,471 19,530 0
UNIVERSAL INS HLDGS INC COM 91359V107 416 16,974 SH   DFND 10 16,974 0 0
UNIVERSAL INS HLDGS INC COM 91359V107 1,599 65,256 SH   DFND 14 5,616 59,640 0
UNIVERSAL INS HLDGS INC COM 91359V107 47 1,900 SH   DFND 16 0 1,900 0
UNIVERSAL HLTH SVCS INC CL B 913903100 25,461 204,587 SH   DFND 14 47,629 156,958 0
UNIVERSAL HLTH SVCS INC CL B 913903100 25 200 SH   DFND 16 0 200 0
UNUM GROUP COM 91529Y106 111,036 2,368,008 SH   DFND 14 431,923 1,936,085 0
UNUM GROUP COM 91529Y106 643 13,711 SH   DFND 16 0 13,711 0
URBAN OUTFITTERS INC COM 917047102 3,118 131,244 SH   DFND 14 12,673 118,571 0
URBAN EDGE PPTYS COM 91704F104 1,628 61,898 SH   DFND 14 17,755 44,143 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,513 73,588 SH   DFND 14 5,658 67,930 0
URSTADT BIDDLE PPTYS INC CL A 917286205 111 5,400 SH   DFND 16 0 5,400 0
US ECOLOGY INC COM 91732J102 1,773 37,848 SH   DFND 14 4,068 33,780 0
VCA INC COM 918194101 4,631 50,612 SH   DFND 14 11,370 39,242 0
V F CORP COM 918204108 26,720 486,078 SH   DFND 14 158,248 327,830 0
V F CORP COM 918204108 38 700 SH   DFND 16 0 700 0
V F CORP COM 918204108 115 2,100 SH   DFND 18 0 2,100 0
VSE CORP COM 918284100 2,421 59,338 SH   DFND 14 638 58,700 0
VWR CORP COM 91843L103 5,695 201,960 SH   DFND 14 5,760 196,200 0
VWR CORP COM 91843L103 214 7,600 SH   DFND 16 0 7,600 0
VAIL RESORTS INC COM 91879Q109 391 2,040 SH   DFND 14 2,040 0 0
VALERO ENERGY CORP NEW COM 91913Y100 1,964 29,630 SH   DFND 10 29,630 0 0
VALERO ENERGY CORP NEW COM 91913Y100 190,118 2,867,967 SH   DFND 14 529,717 2,338,250 0
VALERO ENERGY CORP NEW COM 91913Y100 1,468 22,150 SH   DFND 16 0 22,150 0
VALERO ENERGY CORP NEW COM 91913Y100 1,260 19,000 SH   DFND 18 0 19,000 0
VALLEY NATL BANCORP COM 919794107 3,895 330,094 SH   DFND 14 47,785 282,309 0
VALMONT INDS INC COM 920253101 3,803 24,458 SH   DFND 14 3,188 21,270 0
VALSPAR CORP COM 920355104 5,709 51,459 SH   DFND 14 10,501 40,958 0
VANDA PHARMACEUTICALS INC COM 921659108 7,858 561,318 SH   DFND 14 175,618 385,700 0
VANDA PHARMACEUTICALS INC COM 921659108 742 53,000 SH   DFND 16 0 53,000 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 5,825 281,800 SH   DFND 14 0 281,800 0
VANECK VECTORS ETF TR RUSSIA ETF 92189F403 387 18,700 SH   DFND 16 0 18,700 0
VANECK VECTORS ETF TR INDIA SMALL CAP 92189F767 1,983 37,450 SH   DFND 14 0 37,450 0
VANGUARD INTL EQUITY INDEX F GLB EX US ETF 922042676 1,152 21,638 SH   DFND 18 0 21,638 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ET 922042858 2,506 63,089 SH   DFND 18 0 63,089 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 1,506 29,200 SH   DFND 18 0 29,200 0
VANGUARD SCOTTSDALE FDS SHRT TRM CORP B 92206C409 1,260 15,800 SH   DFND 18 0 15,800 0
VANTIV INC CL A 92210H105 859 13,390 SH   DFND 10 13,390 0 0
VANTIV INC CL A 92210H105 3,434 53,550 SH   DFND 14 7,120 46,430 0
VAREX IMAGING CORP COM 92214X106 2,811 83,653 SH   DFND 14 4,936 78,717 0
VARIAN MED SYS INC COM 92220P105 11,952 131,151 SH   DFND 14 44,966 86,185 0
VARIAN MED SYS INC COM 92220P105 23 255 SH   DFND 16 0 255 0
VARONIS SYS INC COM 922280102 1,804 56,740 SH   DFND 14 24,740 32,000 0
VARONIS SYS INC COM 922280102 267 8,400 SH   DFND 16 0 8,400 0
VASCO DATA SEC INTL INC COM 92230Y104 265 19,639 SH   DFND 10 19,639 0 0
VASCO DATA SEC INTL INC COM 92230Y104 692 51,268 SH   DFND 14 4,918 46,350 0
VECTREN CORP COM 92240G101 12,643 215,717 SH   DFND 14 49,353 166,364 0
VECTREN CORP COM 92240G101 94 1,600 SH   DFND 16 0 1,600 0
VECTOR GROUP LTD COM 92240M108 221 10,608 SH   DFND 14 10,608 0 0
VEECO INSTRS INC DEL COM 922417100 2,076 69,533 SH   DFND 14 6,801 62,732 0
VECTRUS INC COM 92242T101 4,014 179,606 SH   DFND 14 24,096 155,510 0
VECTRUS INC COM 92242T101 313 14,000 SH   DFND 16 0 14,000 0
VEDANTA LTD SPONSORED ADR 92242Y100 14,681 855,059 SH   DFND 14 0 855,059 0
VEDANTA LTD SPONSORED ADR 92242Y100 2,716 158,200 SH   DFND 16 0 158,200 0
VEEVA SYS INC CL A COM 922475108 3,305 64,450 SH   DFND 14 5,550 58,900 0
VENTAS INC COM 92276F100 367 5,650 SH   DFND 10 5,650 0 0
VENTAS INC COM 92276F100 32,344 497,299 SH   DFND 14 169,676 327,623 0
VENTAS INC COM 92276F100 52 800 SH   DFND 16 0 800 0
VENTAS INC COM 92276F100 123,031 1,891,628 SH   DFND 3 277,665 1,613,963 0
VANGUARD INDEX FDS REIT ETF 922908553 28,475 344,771 SH   DFND 14 0 344,771 0
VANGUARD INDEX FDS REIT ETF 922908553 750 9,083 SH   DFND 18 0 9,083 0
VANGUARD INDEX FDS REIT ETF 922908553 62,386 755,369 SH   DFND 3 755,369 0 0
VERA BRADLEY INC COM 92335C106 302 32,417 SH   DFND 10 32,417 0 0
VERA BRADLEY INC COM 92335C106 811 87,105 SH   DFND 14 3,745 83,360 0
VEREIT INC COM 92339V100 68,055 8,015,921 SH   DFND 14 824,042 7,191,879 0
VEREIT INC COM 92339V100 992 116,800 SH   DFND 16 0 116,800 0
VERIFONE SYS INC COM 92342Y109 52 2,766 SH   DFND 10 2,766 0 0
VERIFONE SYS INC COM 92342Y109 1,289 68,844 SH   DFND 14 15,376 53,468 0
VERISIGN INC COM 92343E102 481 5,520 SH   DFND 10 5,520 0 0
VERISIGN INC COM 92343E102 10,807 124,067 SH   DFND 14 42,130 81,937 0
VERISIGN INC COM 92343E102 21 245 SH   DFND 16 0 245 0
VERIZON COMMUNICATIONS INC COM 92343V104 808 16,570 SH   DFND 10 16,570 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 559,635 11,479,697 SH   DFND 14 2,592,367 8,887,330 0
VERIZON COMMUNICATIONS INC COM 92343V104 3,136 64,332 SH   DFND 16 0 64,332 0
VERINT SYS INC COM 92343X100 266 6,134 SH   DFND 14 6,134 0 0
VERITIV CORP COM 923454102 197 3,811 SH   DFND 10 3,811 0 0
VERITIV CORP COM 923454102 1,039 20,059 SH   DFND 14 2,235 17,824 0
VERISK ANALYTICS INC COM 92345Y106 17,533 216,086 SH   DFND 14 73,214 142,872 0
VERISK ANALYTICS INC COM 92345Y106 30 370 SH   DFND 16 0 370 0
VERTEX PHARMACEUTICALS INC COM 92532F100 43,066 393,835 SH   DFND 14 115,448 278,387 0
VERTEX PHARMACEUTICALS INC COM 92532F100 59 540 SH   DFND 16 0 540 0
VERSUM MATLS INC COM 92532W103 21,012 686,672 SH   DFND 14 134,707 551,965 0
VERSUM MATLS INC COM 92532W103 159 5,200 SH   DFND 16 0 5,200 0
VIAD CORP COM NEW 92552R406 2,850 63,052 SH   DFND 14 3,978 59,074 0
VIASAT INC COM 92552V100 2,241 35,113 SH   DFND 14 9,636 25,477 0
VIACOM INC NEW CL A 92553P102 766 15,713 SH   DFND 14 6,113 9,600 0
VIACOM INC NEW CL B 92553P201 459 9,850 SH   DFND 10 9,850 0 0
VIACOM INC NEW CL B 92553P201 65,849 1,412,462 SH   DFND 14 248,097 1,164,365 0
VIACOM INC NEW CL B 92553P201 1,434 30,768 SH   DFND 16 0 30,768 0
VIACOM INC NEW CL B 92553P201 121 2,600 SH   DFND 18 0 2,600 0
VIAVI SOLUTIONS INC COM 925550105 10,456 975,409 SH   DFND 14 267,493 707,916 0
VIAVI SOLUTIONS INC COM 925550105 843 78,600 SH   DFND 16 0 78,600 0
VICOR CORP COM 925815102 523 32,492 SH   DFND 14 3,080 29,412 0
VILLAGE SUPER MKT INC CL A NEW 927107409 133 5,035 SH   DFND 14 835 4,200 0
VILLAGE SUPER MKT INC CL A NEW 927107409 98 3,700 SH   DFND 16 0 3,700 0
VIRTU FINL INC CL A 928254101 719 42,310 SH   DFND 14 1,910 40,400 0
VISA INC COM CL A 92826C839 232,237 2,613,218 SH   DFND 14 871,316 1,741,902 0
VISA INC COM CL A 92826C839 361 4,060 SH   DFND 16 0 4,060 0
VIRTUSA CORP COM 92827P102 246 8,149 SH   DFND 10 8,149 0 0
VIRTUSA CORP COM 92827P102 1,433 47,421 SH   DFND 14 4,901 42,520 0
VIRTUS INVT PARTNERS INC COM 92828Q109 1,188 11,218 SH   DFND 14 1,030 10,188 0
VISHAY INTERTECHNOLOGY INC COM 928298108 20,593 1,251,828 SH   DFND 14 305,166 946,662 0
VISHAY INTERTECHNOLOGY INC COM 928298108 364 22,100 SH   DFND 16 0 22,100 0
VISTA OUTDOOR INC COM 928377100 1,969 95,634 SH   DFND 14 7,408 88,226 0
VISTEON CORP COM NEW 92839U206 845 8,630 SH   DFND 10 8,630 0 0
VISTEON CORP COM NEW 92839U206 1,523 15,553 SH   DFND 14 3,053 12,500 0
VITAMIN SHOPPE INC COM 92849E101 3,086 153,169 SH   DFND 14 28,909 124,260 0
VMWARE INC CL A COM 928563402 659 7,150 SH   DFND 10 7,150 0 0
VMWARE INC CL A COM 928563402 3,420 37,122 SH   DFND 14 5,522 31,600 0
VONAGE HLDGS CORP COM 92886T201 985 155,867 SH   DFND 14 155,867 0 0
VORNADO RLTY TR SH BEN INT 929042109 26,569 264,872 SH   DFND 14 86,412 178,460 0
VORNADO RLTY TR SH BEN INT 929042109 37 371 SH   DFND 16 0 371 0
VORNADO RLTY TR SH BEN INT 929042109 38,985 388,644 SH   DFND 3 57,763 330,881 0
VOYA FINL INC COM 929089100 14,487 381,648 SH   DFND 14 48,848 332,800 0
VULCAN MATLS CO COM 929160109 22,312 185,192 SH   DFND 14 62,257 122,935 0
VULCAN MATLS CO COM 929160109 35 290 SH   DFND 16 0 290 0
VULCAN MATLS CO COM 929160109 964 8,000 SH   DFND 18 0 8,000 0
W & T OFFSHORE INC COM 92922P106 42 15,078 SH   DFND 14 3,878 11,200 0
W & T OFFSHORE INC COM 92922P106 82 29,600 SH   DFND 16 0 29,600 0
WD-40 CO COM 929236107 2,673 24,533 SH   DFND 14 2,520 22,013 0
WGL HLDGS INC COM 92924F106 3,951 47,868 SH   DFND 14 9,666 38,202 0
WABCO HLDGS INC COM 92927K102 359 3,060 SH   DFND 14 2,990 70 0
WSFS FINL CORP COM 929328102 781 16,993 SH   DFND 14 16,993 0 0
WMIH CORP COM 92936P100 19 13,010 SH   DFND 14 13,010 0 0
W P CAREY INC COM 92936U109 6,605 106,150 SH   DFND 14 8,100 98,050 0
W P CAREY INC COM 92936U109 255 4,100 SH   DFND 16 0 4,100 0
WEC ENERGY GROUP INC COM 92939U106 374 6,170 SH   DFND 10 6,170 0 0
WEC ENERGY GROUP INC COM 92939U106 28,750 474,192 SH   DFND 14 149,781 324,411 0
WEC ENERGY GROUP INC COM 92939U106 40 655 SH   DFND 16 0 655 0
WABASH NATL CORP COM 929566107 865 41,831 SH   DFND 10 41,831 0 0
WABASH NATL CORP COM 929566107 20,929 1,011,548 SH   DFND 14 27,131 984,417 0
WABASH NATL CORP COM 929566107 759 36,700 SH   DFND 16 0 36,700 0
WABTEC CORP COM 929740108 4,142 53,098 SH   DFND 14 11,696 41,402 0
WADDELL & REED FINL INC CL A 930059100 624 36,697 SH   DFND 10 36,697 0 0
WADDELL & REED FINL INC CL A 930059100 11,700 688,242 SH   DFND 14 118,732 569,510 0
WADDELL & REED FINL INC CL A 930059100 14 800 SH   DFND 16 0 800 0
WAGEWORKS INC COM 930427109 4,626 63,980 SH   DFND 14 6,560 57,420 0
WAL-MART STORES INC COM 931142103 375,876 5,214,706 SH   DFND 14 1,062,274 4,152,432 0
WAL-MART STORES INC COM 931142103 2,332 32,355 SH   DFND 16 0 32,355 0
WAL-MART STORES INC COM 931142103 368 5,100 SH   DFND 18 0 5,100 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 401 4,825 SH   DFND 10 4,825 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 182,352 2,195,692 SH   DFND 14 547,294 1,648,398 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 514 6,195 SH   DFND 16 0 6,195 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 365 4,400 SH   DFND 18 0 4,400 0
WALKER & DUNLOP INC COM 93148P102 560 13,435 SH   DFND 10 13,435 0 0
WALKER & DUNLOP INC COM 93148P102 16,244 389,641 SH   DFND 14 40,620 349,021 0
WALKER & DUNLOP INC COM 93148P102 575 13,800 SH   DFND 16 0 13,800 0
WASHINGTON FED INC COM 938824109 22,816 689,310 SH   DFND 14 26,560 662,750 0
WASHINGTON PRIME GROUP NEW COM 93964W108 18,241 2,099,136 SH   DFND 14 406,139 1,692,997 0
WASHINGTON PRIME GROUP NEW COM 93964W108 100 11,500 SH   DFND 16 0 11,500 0
WASHINGTON PRIME GROUP NEW COM 93964W108 1,185 136,415 SH   DFND 3 0 136,415 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 263 8,413 SH   DFND 14 8,413 0 0
WASHINGTON TR BANCORP COM 940610108 1,370 27,789 SH   DFND 14 21,489 6,300 0
WASTE CONNECTIONS INC COM 94106B101 267 3,032 SH   DFND 14 0 3,032 0
WASTE MGMT INC DEL COM 94106L109 41,863 574,099 SH   DFND 14 193,817 380,282 0
WASTE MGMT INC DEL COM 94106L109 67 915 SH   DFND 16 0 915 0
WASTE MGMT INC DEL COM 94106L109 357 4,900 SH   DFND 18 0 4,900 0
WATERS CORP COM 941848103 17,429 111,504 SH   DFND 14 38,336 73,168 0
WATERS CORP COM 941848103 27 175 SH   DFND 16 0 175 0
WATSCO INC COM 942622200 2,699 18,852 SH   DFND 14 4,124 14,728 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 3,080 49,398 SH   DFND 14 4,966 44,432 0
WEBMD HEALTH CORP COM 94770V102 1,332 25,279 SH   DFND 14 7,209 18,070 0
WEBMD HEALTH CORP COM 94770V102 242 4,600 SH   DFND 18 0 4,600 0
WEBSTER FINL CORP CONN COM 947890109 3,092 61,784 SH   DFND 14 17,448 44,336 0
WEIBO CORP SPONSORED ADR 948596101 4,594 88,050 SH   DFND 14 0 88,050 0
WEIBO CORP SPONSORED ADR 948596101 214 4,100 SH   DFND 16 0 4,100 0
WEIBO CORP SPONSORED ADR 948596101 227 4,350 SH   DFND 18 0 4,350 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 18,419 551,631 SH   DFND 14 152,367 399,264 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 140 4,200 SH   DFND 16 0 4,200 0
WELLCARE HEALTH PLANS INC COM 94946T106 446 3,178 SH   DFND 10 3,178 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 56,818 405,238 SH   DFND 14 80,969 324,269 0
WELLCARE HEALTH PLANS INC COM 94946T106 680 4,850 SH   DFND 16 0 4,850 0
WELLS FARGO & CO NEW COM 949746101 287 5,160 SH   DFND 10 5,160 0 0
WELLS FARGO & CO NEW COM 949746101 557,371 10,013,845 SH   DFND 14 2,875,568 7,138,277 0
WELLS FARGO & CO NEW COM 949746101 1,606 28,860 SH   DFND 16 0 28,860 0
WELLTOWER INC COM 95040Q104 35,996 508,269 SH   DFND 14 173,662 334,607 0
WELLTOWER INC COM 95040Q104 57 800 SH   DFND 16 0 800 0
WELLTOWER INC COM 95040Q104 29,948 422,880 SH   DFND 3 61,069 361,811 0
WENDYS CO COM 95058W100 7,110 522,431 SH   DFND 14 108,089 414,342 0
WENDYS CO COM 95058W100 23 1,700 SH   DFND 16 0 1,700 0
WERNER ENTERPRISES INC COM 950755108 786 30,005 SH   DFND 14 8,525 21,480 0
WESBANCO INC COM 950810101 7,458 195,705 SH   DFND 14 25,057 170,648 0
WESBANCO INC COM 950810101 271 7,100 SH   DFND 16 0 7,100 0
WESCO AIRCRAFT HLDGS INC COM 950814103 2,172 190,513 SH   DFND 14 108,913 81,600 0
WESCO AIRCRAFT HLDGS INC COM 950814103 275 24,100 SH   DFND 16 0 24,100 0
WESCO INTL INC COM 95082P105 8,523 122,547 SH   DFND 14 2,447 120,100 0
WEST BANCORPORATION INC CAP STK 95123P106 1,169 50,930 SH   DFND 14 1,771 49,159 0
WEST CORP COM 952355204 12,055 493,657 SH   DFND 14 70,020 423,637 0
WEST CORP COM 952355204 628 25,700 SH   DFND 16 0 25,700 0
WEST MARINE INC COM 954235107 212 22,200 SH   DFND 10 22,200 0 0
WEST MARINE INC COM 954235107 19 1,990 SH   DFND 14 1,990 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 12,981 159,064 SH   DFND 14 54,462 104,602 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 106 1,300 SH   DFND 16 0 1,300 0
WESTAMERICA BANCORPORATION COM 957090103 2,538 45,456 SH   DFND 14 4,637 40,819 0
WESTAR ENERGY INC COM 95709T100 4,792 88,299 SH   DFND 14 19,701 68,598 0
WESTERN ALLIANCE BANCORP COM 957638109 653 13,300 SH   DFND 10 13,300 0 0
WESTERN ALLIANCE BANCORP COM 957638109 2,611 53,183 SH   DFND 14 53,183 0 0
WESTERN ASSET MTG CAP CORP COM 95790D105 2,432 248,875 SH   DFND 14 4,675 244,200 0
WESTERN DIGITAL CORP COM 958102105 1,113 13,490 SH   DFND 10 13,490 0 0
WESTERN DIGITAL CORP COM 958102105 35,671 432,217 SH   DFND 14 137,507 294,710 0
WESTERN DIGITAL CORP COM 958102105 53 647 SH   DFND 16 0 647 0
WESTERN REFNG INC COM 959319104 14,892 424,623 SH   DFND 14 99,552 325,071 0
WESTERN UN CO COM 959802109 21,333 1,048,285 SH   DFND 14 259,964 788,321 0
WESTERN UN CO COM 959802109 20 985 SH   DFND 16 0 985 0
WESTLAKE CHEM CORP COM 960413102 12,557 190,112 SH   DFND 14 19,712 170,400 0
WESTMORELAND COAL CO COM 960878106 119 8,216 SH   DFND 10 8,216 0 0
WESTMORELAND COAL CO COM 960878106 27 1,885 SH   DFND 14 1,885 0 0
WESTROCK CO COM 96145D105 23,905 459,443 SH   DFND 14 123,222 336,221 0
WESTROCK CO COM 96145D105 414 7,966 SH   DFND 16 0 7,966 0
WEX INC COM 96208T104 2,480 23,963 SH   DFND 14 5,431 18,532 0
WEYERHAEUSER CO COM 962166104 35,521 1,045,380 SH   DFND 14 355,282 690,098 0
WEYERHAEUSER CO COM 962166104 53 1,560 SH   DFND 16 0 1,560 0
WHIRLPOOL CORP COM 963320106 32,290 188,468 SH   DFND 14 43,906 144,562 0
WHIRLPOOL CORP COM 963320106 30 174 SH   DFND 16 0 174 0
WHIRLPOOL CORP COM 963320106 188 1,100 SH   DFND 18 0 1,100 0
WHITEWAVE FOODS CO COM 966244105 6,082 108,322 SH   DFND 14 23,637 84,685 0
WHITING PETE CORP NEW COM 966387102 878 92,839 SH   DFND 14 14,639 78,200 0
WHOLE FOODS MKT INC COM 966837106 13,115 441,279 SH   DFND 14 147,900 293,379 0
WHOLE FOODS MKT INC COM 966837106 15 500 SH   DFND 16 0 500 0
WILEY JOHN & SONS INC CL A 968223206 2,086 38,765 SH   DFND 14 6,218 32,547 0
WILLIAMS COS INC DEL COM 969457100 122,022 4,123,754 SH   DFND 14 581,442 3,542,312 0
WILLIAMS COS INC DEL COM 969457100 1,384 46,765 SH   DFND 16 0 46,765 0
WILLIAMS COS INC DEL COM 969457100 1,894 64,000 SH   DFND 18 0 64,000 0
WILLIAMS SONOMA INC COM 969904101 2,681 49,999 SH   DFND 14 11,069 38,930 0
WINDSTREAM HLDGS INC COM NEW 97382A200 96 17,672 SH   DFND 14 17,672 0 0
WINGSTOP INC COM 974155103 1,343 47,490 SH   DFND 14 2,880 44,610 0
WINNEBAGO INDS INC COM 974637100 1,556 53,184 SH   DFND 14 4,728 48,456 0
WINTRUST FINL CORP COM 97650W108 3,697 53,491 SH   DFND 14 9,761 43,730 0
WINTRUST FINL CORP COM 97650W108 919 13,300 SH   DFND 16 0 13,300 0
WIPRO LTD SPON ADR 1 SH 97651M109 8,442 825,175 SH   DFND 14 0 825,175 0
WIPRO LTD SPON ADR 1 SH 97651M109 2,086 203,900 SH   DFND 16 0 203,900 0
WISDOMTREE INVTS INC COM 97717P104 1,767 194,620 SH   DFND 14 18,570 176,050 0
WOLVERINE WORLD WIDE INC COM 978097103 12,583 503,912 SH   DFND 14 17,222 486,690 0
WOODWARD INC COM 980745103 2,666 39,251 SH   DFND 14 10,614 28,637 0
WORKDAY INC CL A 98138H101 336 4,030 SH   DFND 14 3,260 770 0
WORLD ACCEP CORP DEL COM 981419104 2,296 44,332 SH   DFND 14 1,317 43,015 0
WORLD FUEL SVCS CORP COM 981475106 21,720 599,169 SH   DFND 14 129,735 469,434 0
WORLD FUEL SVCS CORP COM 981475106 145 4,000 SH   DFND 16 0 4,000 0
WORLD WRESTLING ENTMT INC CL A 98156Q108 1,450 65,268 SH   DFND 14 5,998 59,270 0
WORTHINGTON INDS INC COM 981811102 719 15,946 SH   DFND 10 15,946 0 0
WORTHINGTON INDS INC COM 981811102 30,937 686,118 SH   DFND 14 123,794 562,324 0
WORTHINGTON INDS INC COM 981811102 843 18,700 SH   DFND 16 0 18,700 0
WORTHINGTON INDS INC COM 981811102 451 10,000 SH   DFND 18 0 10,000 0
WPX ENERGY INC COM 98212B103 16,475 1,230,362 SH   DFND 14 415,378 814,984 0
WPX ENERGY INC COM 98212B103 88 6,600 SH   DFND 16 0 6,600 0
WYNDHAM WORLDWIDE CORP COM 98310W108 968 11,480 SH   DFND 10 11,480 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 23,574 279,672 SH   DFND 14 63,067 216,605 0
WYNDHAM WORLDWIDE CORP COM 98310W108 20 240 SH   DFND 16 0 240 0
WYNN RESORTS LTD COM 983134107 12,760 111,336 SH   DFND 14 38,766 72,570 0
WYNN RESORTS LTD COM 983134107 21 180 SH   DFND 16 0 180 0
XO GROUP INC COM 983772104 365 21,200 SH   DFND 10 21,200 0 0
XO GROUP INC COM 983772104 924 53,708 SH   DFND 14 4,373 49,335 0
XO GROUP INC COM 983772104 151 8,800 SH   DFND 16 0 8,800 0
XPO LOGISTICS INC COM 983793100 496 10,359 SH   DFND 14 10,359 0 0
XCEL ENERGY INC COM 98389B100 31,352 705,329 SH   DFND 14 237,497 467,832 0
XCEL ENERGY INC COM 98389B100 48 1,080 SH   DFND 16 0 1,080 0
XILINX INC COM 983919101 19,938 344,411 SH   DFND 14 118,118 226,293 0
XILINX INC COM 983919101 29 500 SH   DFND 16 0 500 0
XENIA HOTELS & RESORTS INC COM 984017103 20,214 1,184,170 SH   DFND 14 315,790 868,380 0
XENIA HOTELS & RESORTS INC COM 984017103 877 51,400 SH   DFND 16 0 51,400 0
XENCOR INC COM 98401F105 442 18,484 SH   DFND 10 18,484 0 0
XENCOR INC COM 98401F105 158 6,620 SH   DFND 14 3,320 3,300 0
XEROX CORP COM 984121103 458 62,390 SH   DFND 10 62,390 0 0
XEROX CORP COM 984121103 20,128 2,742,271 SH   DFND 14 543,224 2,199,047 0
XEROX CORP COM 984121103 13 1,834 SH   DFND 16 0 1,834 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 1,799 407,922 SH   DFND 14 9,500 398,422 0
XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P105 193 43,700 SH   DFND 16 0 43,700 0
XYLEM INC COM 98419M100 12,494 248,777 SH   DFND 14 84,398 164,379 0
XYLEM INC COM 98419M100 18 350 SH   DFND 16 0 350 0
XPERI CORP COM 98421B100 6,129 180,525 SH   DFND 14 8,918 171,607 0
YRC WORLDWIDE INC COM PAR $.01 984249607 177 16,070 SH   DFND 14 3,270 12,800 0
YY INC ADS REPCOM CLA 98426T106 7,848 170,200 SH   DFND 14 8,800 161,400 0
YY INC ADS REPCOM CLA 98426T106 784 17,000 SH   DFND 16 0 17,000 0
YAHOO INC COM 984332106 56,437 1,216,054 SH   DFND 14 417,509 798,545 0
YAHOO INC COM 984332106 86 1,860 SH   DFND 16 0 1,860 0
YUM BRANDS INC COM 988498101 30,378 475,406 SH   DFND 14 168,947 306,459 0
YUM BRANDS INC COM 988498101 49 770 SH   DFND 16 0 770 0
YUM BRANDS INC COM 988498101 109 1,700 SH   DFND 18 0 1,700 0
YUM CHINA HLDGS INC COM 98850P109 8,636 317,504 SH   DFND 14 8,604 308,900 0
YUM CHINA HLDGS INC COM 98850P109 520 19,100 SH   DFND 16 0 19,100 0
YUM CHINA HLDGS INC COM 98850P109 141 5,200 SH   DFND 18 0 5,200 0
ZAYO GROUP HLDGS INC COM 98919V105 316 9,600 SH   DFND 14 9,400 200 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 655 7,183 SH   DFND 10 7,183 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 11,483 125,836 SH   DFND 14 7,346 118,490 0
ZELTIQ AESTHETICS INC COM 98933Q108 3,447 61,987 SH   DFND 14 5,657 56,330 0
ZILLOW GROUP INC CL C CAP STK 98954M200 208 6,184 SH   DFND 14 6,014 170 0
ZIMMER BIOMET HLDGS INC COM 98956P102 455 3,725 SH   DFND 10 3,725 0 0
ZIMMER BIOMET HLDGS INC COM 98956P102 34,048 278,833 SH   DFND 14 95,983 182,850 0
ZIMMER BIOMET HLDGS INC COM 98956P102 54 445 SH   DFND 16 0 445 0
ZIONS BANCORPORATION COM 989701107 11,788 280,675 SH   DFND 14 94,886 185,789 0
ZIONS BANCORPORATION COM 989701107 19 450 SH   DFND 16 0 450 0
ZIOPHARM ONCOLOGY INC COM 98973P101 81 12,773 SH   DFND 14 12,773 0 0
ZIX CORP COM 98974P100 114 23,673 SH   DFND 14 6,373 17,300 0
ZIX CORP COM 98974P100 59 12,300 SH   DFND 16 0 12,300 0
ZOETIS INC CL A 98978V103 430 8,050 SH   DFND 10 8,050 0 0
ZOETIS INC CL A 98978V103 84,470 1,582,733 SH   DFND 14 382,870 1,199,863 0
ZOETIS INC CL A 98978V103 630 11,800 SH   DFND 16 0 11,800 0
ZUMIEZ INC COM 989817101 525 28,671 SH   DFND 10 28,671 0 0
ZUMIEZ INC COM 989817101 541 29,555 SH   DFND 14 2,816 26,739 0
ZYNGA INC CL A 98986T108 116 40,800 SH   DFND 14 40,800 0 0
ADIENT PLC ORD SHS G0084W101 15,093 207,689 SH   DFND 14 15,218 192,471 0
ADIENT PLC ORD SHS G0084W101 371 5,100 SH   DFND 16 0 5,100 0
AIRCASTLE LTD COM G0129K104 15,498 642,277 SH   DFND 14 5,824 636,453 0
ALKERMES PLC SHS G01767105 507 8,665 SH   DFND 14 8,465 200 0
ALLEGION PUB LTD CO ORD SHS G0176J109 10,035 132,568 SH   DFND 14 41,670 90,898 0
ALLEGION PUB LTD CO ORD SHS G0176J109 20 266 SH   DFND 16 0 266 0
ALLERGAN PLC SHS G0177J108 733 3,070 SH   DFND 10 3,070 0 0
ALLERGAN PLC SHS G0177J108 289,268 1,210,731 SH   DFND 14 262,749 947,982 0
ALLERGAN PLC SHS G0177J108 2,160 9,041 SH   DFND 16 0 9,041 0
AON PLC SHS CL A G0408V102 42,129 354,950 SH   DFND 14 113,801 241,149 0
AON PLC SHS CL A G0408V102 68 575 SH   DFND 16 0 575 0
ARCH CAP GROUP LTD ORD G0450A105 536 5,660 SH   DFND 14 5,530 130 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 11,794 173,958 SH   DFND 14 3,177 170,781 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 473 9,087 SH   DFND 10 9,087 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3,493 67,114 SH   DFND 14 8,317 58,797 0
ARRIS INTL INC SHS G0551A103 3,085 116,652 SH   DFND 14 25,024 91,628 0
ASSURED GUARANTY LTD COM G0585R106 338 9,100 SH   DFND 10 9,100 0 0
ASSURED GUARANTY LTD COM G0585R106 443 11,945 SH   DFND 14 8,445 3,500 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 480 35,145 SH   DFND 10 35,145 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 9 690 SH   DFND 14 690 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 11,485 171,339 SH   DFND 14 12,139 159,200 0
AXALTA COATING SYS LTD COM G0750C108 210 6,510 SH   DFND 14 6,300 210 0
AXOVANT SCIENCES LTD COM G0750W104 24 1,610 SH   DFND 14 1,610 0 0
AXOVANT SCIENCES LTD COM G0750W104 125 8,400 SH   DFND 16 0 8,400 0
ATLANTICA YIELD PLC SHS G0751N103 13,172 628,420 SH   DFND 14 200,220 428,200 0
ATLANTICA YIELD PLC SHS G0751N103 956 45,600 SH   DFND 16 0 45,600 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 1,419 44,460 SH   DFND 14 15,460 29,000 0
BANK OF NT BUTTERFIELD&SON L SHS NEW G0772R208 329 10,300 SH   DFND 16 0 10,300 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 430 3,590 SH   DFND 10 3,590 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 251,736 2,099,896 SH   DFND 14 458,600 1,641,296 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 1,889 15,760 SH   DFND 16 0 15,760 0
BELMOND LTD CL A G1154H107 1,708 141,184 SH   DFND 14 10,874 130,310 0
BUNGE LIMITED COM G16962105 875 11,040 SH   DFND 10 11,040 0 0
BUNGE LIMITED COM G16962105 55,662 702,272 SH   DFND 14 56,501 645,771 0
BUNGE LIMITED COM G16962105 1,244 15,700 SH   DFND 16 0 15,700 0
CARDTRONICS PLC SHS CL A G1991C105 20,369 435,702 SH   DFND 14 72,622 363,080 0
CARDTRONICS PLC SHS CL A G1991C105 991 21,200 SH   DFND 16 0 21,200 0
CHINA YUCHAI INTL LTD COM G21082105 714 38,600 SH   DFND 14 0 38,600 0
CREDICORP LTD COM G2519Y108 7,071 43,300 SH   DFND 14 2,200 41,100 0
CREDICORP LTD COM G2519Y108 229 1,400 SH   DFND 16 0 1,400 0
DELPHI AUTOMOTIVE PLC SHS G27823106 432 5,370 SH   DFND 10 5,370 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 40,624 504,707 SH   DFND 14 125,244 379,463 0
DELPHI AUTOMOTIVE PLC SHS G27823106 52 640 SH   DFND 16 0 640 0
EATON CORP PLC SHS G29183103 63,271 853,280 SH   DFND 14 238,575 614,705 0
EATON CORP PLC SHS G29183103 71 963 SH   DFND 16 0 963 0
ENDO INTL PLC SHS G30401106 24,217 2,170,015 SH   DFND 14 496,191 1,673,824 0
ENDO INTL PLC SHS G30401106 152 13,600 SH   DFND 16 0 13,600 0
ENSTAR GROUP LIMITED SHS G3075P101 4,203 21,972 SH   DFND 14 1,372 20,600 0
ENSCO PLC SHS CLASS A G3157S106 47,562 5,314,245 SH   DFND 14 890,655 4,423,590 0
ENSCO PLC SHS CLASS A G3157S106 245 27,400 SH   DFND 16 0 27,400 0
ESSENT GROUP LTD COM G3198U102 12,028 332,530 SH   DFND 14 60,630 271,900 0
ESSENT GROUP LTD COM G3198U102 886 24,500 SH   DFND 16 0 24,500 0
EVEREST RE GROUP LTD COM G3223R108 914 3,910 SH   DFND 10 3,910 0 0
EVEREST RE GROUP LTD COM G3223R108 53,048 226,886 SH   DFND 14 42,057 184,829 0
EVEREST RE GROUP LTD COM G3223R108 150 640 SH   DFND 16 0 640 0
FABRINET SHS G3323L100 2,704 64,329 SH   DFND 14 7,129 57,200 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 15,532 262,230 SH   DFND 14 29,969 232,261 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 71 1,200 SH   DFND 16 0 1,200 0
GENPACT LIMITED SHS G3922B107 218 8,817 SH   DFND 14 8,817 0 0
HELEN OF TROY CORP LTD COM G4388N106 13,775 146,233 SH   DFND 14 5,213 141,020 0
HERBALIFE LTD COM USD SHS G4412G101 278 4,781 SH   DFND 14 4,781 0 0
HORIZON PHARMA PLC SHS G4617B105 247 16,680 SH   DFND 14 16,680 0 0
IHS MARKIT LTD SHS G47567105 247 5,890 SH   DFND 14 5,079 811 0
INGERSOLL-RAND PLC SHS G47791101 30,864 379,538 SH   DFND 14 112,708 266,830 0
INGERSOLL-RAND PLC SHS G47791101 49 600 SH   DFND 16 0 600 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 28,799 1,215,146 SH   DFND 14 252,496 962,650 0
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 178 7,500 SH   DFND 16 0 7,500 0
WEATHERFORD INTL PLC ORD SHS G48833100 130 19,524 SH   DFND 14 18,300 1,224 0
INVESCO LTD SHS G491BT108 34,577 1,128,852 SH   DFND 14 242,774 886,078 0
INVESCO LTD SHS G491BT108 27 875 SH   DFND 16 0 875 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 3,638 25,067 SH   DFND 14 722 24,345 0
JOHNSON CTLS INTL PLC SHS G51502105 348 8,272 SH   DFND 10 8,272 0 0
JOHNSON CTLS INTL PLC SHS G51502105 54,683 1,298,269 SH   DFND 14 423,761 874,508 0
JOHNSON CTLS INTL PLC SHS G51502105 85 2,011 SH   DFND 16 0 2,011 0
LAZARD LTD SHS A G54050102 19,343 420,587 SH   DFND 14 40,034 380,553 0
LIBERTY GLOBAL PLC SHS CL A G5480U104 288 8,029 SH   DFND 14 3,268 4,761 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 689 19,659 SH   DFND 14 8,037 11,622 0
LIVANOVA PLC SHS G5509L101 1,194 24,372 SH   DFND 14 3,535 20,837 0
MAIDEN HOLDINGS LTD SHS G5753U112 4,875 348,244 SH   DFND 14 12,269 335,975 0
MALLINCKRODT PUB LTD CO SHS G5785G107 85,509 1,918,527 SH   DFND 14 276,087 1,642,440 0
MALLINCKRODT PUB LTD CO SHS G5785G107 655 14,700 SH   DFND 16 0 14,700 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 426 27,940 SH   DFND 14 27,430 510 0
MEDTRONIC PLC SHS G5960L103 183,928 2,283,124 SH   DFND 14 718,560 1,564,564 0
MEDTRONIC PLC SHS G5960L103 241 2,990 SH   DFND 16 0 2,990 0
MICHAEL KORS HLDGS LTD SHS G60754101 8,367 219,555 SH   DFND 14 68,220 151,335 0
MICHAEL KORS HLDGS LTD SHS G60754101 13 340 SH   DFND 16 0 340 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 3,416 198,715 SH   DFND 14 65,295 133,420 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 325 18,900 SH   DFND 16 0 18,900 0
NABORS INDUSTRIES LTD SHS G6359F103 13,603 1,040,749 SH   DFND 14 86,257 954,492 0
NABORS INDUSTRIES LTD SHS G6359F103 101 7,700 SH   DFND 16 0 7,700 0
NIELSEN HLDGS PLC SHS EUR G6518L108 18,680 452,184 SH   DFND 14 143,912 308,272 0
NIELSEN HLDGS PLC SHS EUR G6518L108 30 730 SH   DFND 16 0 730 0
NOBLE CORP PLC SHS USD G65431101 4,561 736,880 SH   DFND 14 88,770 648,110 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 13,588 267,844 SH   DFND 14 19,804 248,040 0
OM ASSET MGMT PLC SHS G67506108 4,779 316,100 SH   DFND 14 2,400 313,700 0
OM ASSET MGMT PLC SHS G67506108 440 29,100 SH   DFND 16 0 29,100 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 4,043 27,947 SH   DFND 14 5,697 22,250 0
ROWAN COMPANIES PLC SHS CL A G7665A101 13,211 847,948 SH   DFND 14 68,653 779,295 0
SEADRILL LIMITED SHS G7945E105 42 25,650 SH   DFND 14 25,650 0 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 118,401 2,577,867 SH   DFND 14 445,310 2,132,557 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 1,172 25,520 SH   DFND 16 0 25,520 0
PENTAIR PLC SHS G7S00T104 32,913 524,260 SH   DFND 14 106,137 418,123 0
PENTAIR PLC SHS G7S00T104 361 5,746 SH   DFND 16 0 5,746 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 6,495 441,809 SH   DFND 14 6,640 435,169 0
SIGNET JEWELERS LIMITED SHS G81276100 6,742 97,332 SH   DFND 14 33,302 64,030 0
SIGNET JEWELERS LIMITED SHS G81276100 10 150 SH   DFND 16 0 150 0
SINA CORP ORD G81477104 3,390 47,000 SH   DFND 14 0 47,000 0
SINA CORP ORD G81477104 332 4,600 SH   DFND 16 0 4,600 0
STERIS PLC SHS USD G84720104 492 7,083 SH   DFND 10 7,083 0 0
STERIS PLC SHS USD G84720104 23,323 335,772 SH   DFND 14 78,942 256,830 0
STERIS PLC SHS USD G84720104 132 1,900 SH   DFND 16 0 1,900 0
TECHNIPFMC PLC COM G87110105 19,836 610,335 SH   DFND 14 188,598 421,737 0
TECHNIPFMC PLC COM G87110105 31 960 SH   DFND 16 0 960 0
THIRD PT REINS LTD COM G8827U100 325 26,823 SH   DFND 10 26,823 0 0
THIRD PT REINS LTD COM G8827U100 442 36,560 SH   DFND 14 4,360 32,200 0
THIRD PT REINS LTD COM G8827U100 182 15,000 SH   DFND 16 0 15,000 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 15,686 1,332,750 SH   DFND 14 301,650 1,031,100 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 757 64,300 SH   DFND 16 0 64,300 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 6,788 120,382 SH   DFND 14 12,882 107,500 0
WHITE MTNS INS GROUP LTD COM G9618E107 379 431 SH   DFND 14 431 0 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 22,527 172,103 SH   DFND 14 54,821 117,282 0
WILLIS TOWERS WATSON PUB LTD SHS G96629103 36 277 SH   DFND 16 0 277 0
PERRIGO CO PLC SHS G97822103 12,789 192,636 SH   DFND 14 61,930 130,706 0
PERRIGO CO PLC SHS G97822103 20 300 SH   DFND 16 0 300 0
XL GROUP LTD COM G98294104 14,290 358,496 SH   DFND 14 114,995 243,501 0
XL GROUP LTD COM G98294104 22 555 SH   DFND 16 0 555 0
CHUBB LIMITED COM H1467J104 278 2,040 SH   DFND 10 2,040 0 0
CHUBB LIMITED COM H1467J104 111,418 817,749 SH   DFND 14 219,553 598,196 0
CHUBB LIMITED COM H1467J104 139 1,022 SH   DFND 16 0 1,022 0
GARMIN LTD SHS H2906T109 7,958 155,706 SH   DFND 14 48,900 106,806 0
GARMIN LTD SHS H2906T109 10 200 SH   DFND 16 0 200 0
TE CONNECTIVITY LTD REG SHS H84989104 448 6,010 SH   DFND 10 6,010 0 0
TE CONNECTIVITY LTD REG SHS H84989104 35,980 482,627 SH   DFND 14 152,180 330,447 0
TE CONNECTIVITY LTD REG SHS H84989104 56 750 SH   DFND 16 0 750 0
TRANSOCEAN LTD REG SHS H8817H100 18,614 1,495,076 SH   DFND 14 236,522 1,258,554 0
TRANSOCEAN LTD REG SHS H8817H100 8 670 SH   DFND 16 0 670 0
GLOBANT S A COM L44385109 2,718 74,670 SH   DFND 14 1,770 72,900 0
TRINSEO S A SHS L9340P101 37,083 552,646 SH   DFND 14 64,646 488,000 0
TRINSEO S A SHS L9340P101 1,429 21,300 SH   DFND 16 0 21,300 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 28,492 277,541 SH   DFND 14 32,550 244,991 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 1,848 18,000 SH   DFND 16 0 18,000 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 218 1,867 SH   DFND 10 1,867 0 0
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 170 1,459 SH   DFND 14 1,396 63 0
AERCAP HOLDINGS NV SHS N00985106 766 16,661 SH   DFND 14 15,940 721 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 1,057 17,222 SH   DFND 14 16,412 810 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 191,163 2,096,311 SH   DFND 14 382,444 1,713,867 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 1,388 15,220 SH   DFND 16 0 15,220 0
MYLAN N V SHS EURO N59465109 24,018 615,995 SH   DFND 14 197,357 418,638 0
MYLAN N V SHS EURO N59465109 37 945 SH   DFND 16 0 945 0
NXP SEMICONDUCTORS N V COM N6596X109 2,987 28,863 SH   DFND 14 27,608 1,255 0
ORTHOFIX INTL N V COM N6748L102 2,548 66,794 SH   DFND 14 3,284 63,510 0
ORTHOFIX INTL N V COM N6748L102 76 2,000 SH   DFND 16 0 2,000 0
QIAGEN NV SHS NEW N72482123 207 7,141 SH   DFND 14 4,241 2,900 0
SAPIENS INTL CORP N V SHS NEW N7716A151 435 33,800 SH   DFND 14 1,600 32,200 0
WRIGHT MED GROUP N V ORD SHS 0.03 PA N96617118 219 7,038 SH   DFND 14 7,038 0 0
PLANET PAYMENT INC SHS U72603118 89 22,260 SH   DFND 14 2,760 19,500 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 46,836 477,387 SH   DFND 14 94,670 382,717 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 39 400 SH   DFND 16 0 400 0
ARDMORE SHIPPING CORP COM Y0207T100 714 88,640 SH   DFND 14 1,840 86,800 0
BROADCOM LTD SHS Y09827109 2,069 9,450 SH   DFND 10 9,450 0 0
BROADCOM LTD SHS Y09827109 118,086 539,306 SH   DFND 14 173,402 365,904 0
BROADCOM LTD SHS Y09827109 190 870 SH   DFND 16 0 870 0
COSTAMARE INC SHS Y1771G102 285 42,820 SH   DFND 14 2,020 40,800 0
DHT HOLDINGS INC SHS NEW Y2065G121 4,316 965,470 SH   DFND 14 5,670 959,800 0
DORIAN LPG LTD SHS USD Y2106R110 1,876 178,200 SH   DFND 14 23,700 154,500 0
DORIAN LPG LTD SHS USD Y2106R110 223 21,200 SH   DFND 16 0 21,200 0
INTERNATIONAL SEAWAYS INC COM Y41053102 405 21,168 SH   DFND 14 1,168 20,000 0
SCORPIO TANKERS INC SHS Y7542C106 5,803 1,306,962 SH   DFND 14 10,662 1,296,300 0
TEEKAY CORPORATION COM Y8564W103 487 53,208 SH   DFND 14 53,208 0 0
TEEKAY TANKERS LTD CL A Y8565N102 781 381,173 SH   DFND 14 7,073 374,100 0