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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM PAR $0.004 000360206 1 20 SH   DFND 1 20 0 0
ACCO BRANDS CORP COM 00081T108 3,283 249,634 SH   DFND 1 244,609 0 5,025
ABM INDS INC COM 000957100 1,693 38,832 SH   DFND 1 38,237 0 595
AFLAC INC COM 001055102 11,525 159,138 SH   DFND 1 105,120 0 54,018
AGCO CORP COM 001084102 1 6 SH   DFND 1 6 0 0
AGNC INVT CORP COM 00123Q104 3,757 188,911 SH   DFND 1 188,911 0 0
AES CORP COM 00130H105 627 56,074 SH   DFND 1 32,874 0 23,200
AK STL HLDG CORP COM 001547108 1 147 SH   DFND 1 147 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 29,319 2,306,794 SH   DFND 1 2,306,794 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,460 109,101 SH   DFND 1 107,151 0 1,950
AMN HEALTHCARE SERVICES INC COM 001744101 45 1,100 SH   DFND 1 0 0 1,100
AT&T INC COM 00206R102 34,145 821,785 SH   DFND 1 427,919 0 393,866
A10 NETWORKS INC COM 002121101 1,226 134,031 SH   DFND 1 132,322 0 1,709
ATN INTL INC COM 00215F107 20 289 SH   DFND 1 289 0 0
AV HOMES INC COM 00234P102 140 8,500 SH   DFND 1 8,500 0 0
AVX CORP NEW COM 002444107 335 20,441 SH   DFND 1 20,441 0 0
AXT INC COM 00246W103 7 1,160 SH   DFND 1 0 0 1,160
AZZ INC COM 002474104 1 7 SH   DFND 1 7 0 0
AARONS INC COM PAR $0.50 002535300 397 13,352 SH   DFND 1 13,157 0 195
ABAXIS INC COM 002567105 33 675 SH   DFND 1 675 0 0
ABBOTT LABS COM 002824100 5,945 133,875 SH   DFND 1 58,535 0 75,340
ABBVIE INC COM 00287Y109 19,876 305,030 SH   DFND 1 142,627 0 162,403
ABERCROMBIE & FITCH CO CL A 002896207 4,458 373,657 SH   DFND 1 368,916 0 4,741
ABIOMED INC COM 003654100 188 1,504 SH   DFND 1 4 0 1,500
ABRAXAS PETE CORP COM 003830106 116 57,248 SH   DFND 1 54,100 0 3,148
ACACIA RESH CORP ACACIA TCH COM 003881307 4 734 SH   DFND 1 0 0 734
ACADIA HEALTHCARE COMPANY IN COM 00404A109 57 1,300 SH   DFND 1 0 0 1,300
ACADIA PHARMACEUTICALS INC COM 004225108 62 1,817 SH   DFND 1 17 0 1,800
ACADIA RLTY TR COM SH BEN INT 004239109 159 5,300 SH   DFND 1 0 0 5,300
ACCELERATE DIAGNOSTICS INC COM 00430H102 1 18 SH   DFND 1 18 0 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 1,168 277,552 SH   DFND 1 274,091 0 3,461
ACI WORLDWIDE INC COM 004498101 49 2,300 SH   DFND 1 0 0 2,300
ACORDA THERAPEUTICS INC COM 00484M106 2,316 110,290 SH   DFND 1 109,088 0 1,202
ACTIVISION BLIZZARD INC COM 00507V109 882 17,696 SH   DFND 1 8,596 0 9,100
ACUITY BRANDS INC COM 00508Y102 119 581 SH   DFND 1 581 0 0
ACXIOM CORP COM 005125109 1,414 49,672 SH   DFND 1 48,047 0 1,625
ADOBE SYS INC COM 00724F101 14,950 114,888 SH   DFND 1 63,369 0 51,519
ADVANCE AUTO PARTS INC COM 00751Y106 149 1,008 SH   DFND 1 1,008 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 35 5,455 SH   DFND 1 5,455 0 0
ADVISORY BRD CO COM 00762W107 1 17 SH   DFND 1 17 0 0
AECOM COM 00766T100 4 110 SH   DFND 1 110 0 0
AEGION CORP COM 00770F104 9 407 SH   DFND 1 28 0 379
ADVANCED MICRO DEVICES INC COM 007903107 132 9,076 SH   DFND 1 9,076 0 0
ADVANCED DRAIN SYS INC DEL COM 00790R104 1 15 SH   DFND 1 15 0 0
AETNA INC NEW COM 00817Y108 12,789 100,268 SH   DFND 1 59,872 0 40,396
AFFILIATED MANAGERS GROUP COM 008252108 106 649 SH   DFND 1 649 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 1,541 29,143 SH   DFND 1 18,843 0 10,300
AGNICO EAGLE MINES LTD COM 008474108 263 6,198 SH   DFND 1 6,198 0 0
AGREE REALTY CORP COM 008492100 281 5,860 SH   DFND 1 4,860 0 1,000
AGRIUM INC COM 008916108 2,919 30,550 SH   DFND 1 30,550 0 0
AIR LEASE CORP CL A 00912X302 133 3,443 SH   DFND 1 3,443 0 0
AIR PRODS & CHEMS INC COM 009158106 8,968 66,289 SH   DFND 1 42,535 0 23,754
AKAMAI TECHNOLOGIES INC COM 00971T101 299 5,008 SH   DFND 1 2,108 0 2,900
AKORN INC COM 009728106 53 2,200 SH   DFND 1 0 0 2,200
ALAMO GROUP INC COM 011311107 646 8,482 SH   DFND 1 8,482 0 0
ALASKA AIR GROUP INC COM 011659109 2,110 22,880 SH   DFND 1 22,680 0 200
ALBANY MOLECULAR RESH INC COM 012423109 1 28 SH   DFND 1 28 0 0
ALBEMARLE CORP COM 012653101 394 3,730 SH   DFND 1 3,730 0 0
ALCOA CORP COM 013872106 88 2,549 SH   DFND 1 2,549 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 156 3,500 SH   DFND 1 0 0 3,500
ALERE INC COM 01449J105 64 1,600 SH   DFND 1 0 0 1,600
ALEXANDERS INC COM 014752109 43 100 SH   DFND 1 0 0 100
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 493 4,465 SH   DFND 1 965 0 3,500
ALEXION PHARMACEUTICALS INC COM 015351109 2,925 24,125 SH   DFND 1 11,636 0 12,489
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 1,564 14,500 SH   DFND 1 13,300 0 1,200
ALIGN TECHNOLOGY INC COM 016255101 299 2,606 SH   DFND 1 6 0 2,600
ALLEGHANY CORP DEL COM 017175100 1,283 2,087 SH   DFND 1 2,061 0 26
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1 48 SH   DFND 1 48 0 0
ALLETE INC COM NEW 018522300 5,467 80,744 SH   DFND 1 76,863 0 3,881
ALLIANCE DATA SYSTEMS CORP COM 018581108 436 1,752 SH   DFND 1 752 0 1,000
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 238 10,995 SH   DFND 1 10,995 0 0
ALLIANT ENERGY CORP COM 018802108 596 15,040 SH   DFND 1 7,740 0 7,300
ALLISON TRANSMISSION HLDGS I COM 01973R101 782 21,696 SH   DFND 1 15,186 0 6,510
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 52 4,137 SH   DFND 1 237 0 3,900
ALLSTATE CORP COM 020002101 9,734 119,449 SH   DFND 1 86,681 0 32,768
ALLY FINL INC COM 02005N100 221 10,872 SH   DFND 1 10,872 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 77 1,508 SH   DFND 1 8 0 1,500
ALON USA ENERGY INC COM 020520102 2,171 178,127 SH   DFND 1 178,127 0 0
ALPHABET INC CAP STK CL C 02079K107 16,697 20,128 SH   DFND 1 11,546 0 8,582
ALPHABET INC CAP STK CL A 02079K305 34,711 40,943 SH   DFND 1 24,941 0 16,002
ALTRIA GROUP INC COM 02209S103 24,784 347,013 SH   DFND 1 169,657 0 177,356
AMAZON COM INC COM 023135106 30,813 34,757 SH   DFND 1 23,135 0 11,622
AMBAC FINL GROUP INC COM NEW 023139884 33 1,760 SH   DFND 1 1,760 0 0
AMERCO COM 023586100 1 2 SH   DFND 1 2 0 0
AMEREN CORP COM 023608102 6,414 117,503 SH   DFND 1 87,235 0 30,268
AMERICAN AIRLS GROUP INC COM 02376R102 1,964 46,432 SH   DFND 1 46,032 0 400
AMERICAN ASSETS TR INC COM 024013104 138 3,300 SH   DFND 1 0 0 3,300
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,902 261,010 SH   DFND 1 256,533 0 4,477
AMERICAN CAMPUS CMNTYS INC COM 024835100 300 6,309 SH   DFND 1 9 0 6,300
AMERICAN ELEC PWR INC COM 025537101 9,660 143,901 SH   DFND 1 89,563 0 54,338
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,290 163,227 SH   DFND 1 114,565 0 48,662
AMERICAN EQTY INVT LIFE HLD COM 025676206 2,385 100,934 SH   DFND 1 98,484 0 2,450
AMERICAN EXPRESS CO COM 025816109 4,108 51,929 SH   DFND 1 37,334 0 14,595
AMERICAN FINL GROUP INC OHIO COM 025932104 1,327 13,911 SH   DFND 1 13,911 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 408 17,773 SH   DFND 1 6,773 0 11,000
AMERICAN INTL GROUP INC COM NEW 026874784 3,523 56,434 SH   DFND 1 41,836 0 14,598
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 2,129 107,489 SH   DFND 1 107,489 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1,039 45,391 SH   DFND 1 44,783 0 608
AMERICAN SOFTWARE INC CL A 029683109 53 5,134 SH   DFND 1 5,134 0 0
AMERICAN STS WTR CO COM 029899101 49 1,100 SH   DFND 1 0 0 1,100
AMERICAN TOWER CORP NEW COM 03027X100 3,399 27,969 SH   DFND 1 8,769 0 19,200
AMERICAN VANGUARD CORP COM 030371108 5 325 SH   DFND 1 0 0 325
AMERICAN WTR WKS CO INC NEW COM 030420103 987 12,692 SH   DFND 1 7,892 0 4,800
AMERICAN WOODMARK CORP COM 030506109 1 6 SH   DFND 1 6 0 0
AMERICAS CAR MART INC COM 03062T105 5 128 SH   DFND 1 0 0 128
AMERISAFE INC COM 03071H100 92 1,422 SH   DFND 1 1,422 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,019 11,516 SH   DFND 1 6,616 0 4,900
AMERISERV FINL INC COM 03074A102 11 2,800 SH   DFND 1 0 0 2,800
AMERIPRISE FINL INC COM 03076C106 9,870 76,110 SH   DFND 1 53,790 0 22,320
AMERIGAS PARTNERS L P UNIT L P INT 030975106 94 1,990 SH   DFND 1 1,990 0 0
AMETEK INC NEW COM 031100100 153 2,821 SH   DFND 1 2,821 0 0
AMGEN INC COM 031162100 24,086 146,804 SH   DFND 1 83,969 0 62,835
AMICUS THERAPEUTICS INC COM 03152W109 1,307 183,324 SH   DFND 1 181,149 0 2,175
AMKOR TECHNOLOGY INC COM 031652100 3,841 331,445 SH   DFND 1 326,595 0 4,850
AMPHENOL CORP NEW CL A 032095101 285 4,007 SH   DFND 1 4,007 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,183 81,569 SH   DFND 1 80,232 0 1,337
AMTRUST FINL SVCS INC COM 032359309 475 25,729 SH   DFND 1 25,729 0 0
ANADARKO PETE CORP COM 032511107 3,426 55,266 SH   DFND 1 11,766 0 43,500
ANALOG DEVICES INC COM 032654105 385 4,702 SH   DFND 1 4,602 0 100
ANALOGIC CORP COM PAR $0.05 032657207 2,108 27,777 SH   DFND 1 27,377 0 400
ANDERSONS INC COM 034164103 2,554 67,376 SH   DFND 1 65,021 0 2,355
ANGIODYNAMICS INC COM 03475V101 535 30,847 SH   DFND 1 30,477 0 370
ANIXTER INTL INC COM 035290105 1 7 SH   DFND 1 7 0 0
ANNALY CAP MGMT INC COM 035710409 2,053 184,791 SH   DFND 1 184,791 0 0
ANSYS INC COM 03662Q105 214 2,004 SH   DFND 1 4 0 2,000
ANTERO RES CORP COM 03674X106 326 14,300 SH   DFND 1 0 0 14,300
ANTHEM INC COM 036752103 3,324 20,097 SH   DFND 1 12,947 0 7,150
ANWORTH MORTGAGE ASSET CP COM 037347101 177 31,846 SH   DFND 1 31,846 0 0
APACHE CORP COM 037411105 10,811 210,363 SH   DFND 1 119,342 0 91,021
APARTMENT INVT & MGMT CO CL A 03748R101 425 9,573 SH   DFND 1 2,073 0 7,500
APOGEE ENTERPRISES INC COM 037598109 1 6 SH   DFND 1 6 0 0
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 39 1,600 SH   DFND 1 0 0 1,600
APOLLO COML REAL EST FIN INC COM 03762U105 577 30,679 SH   DFND 1 30,679 0 0
APPLE INC COM 037833100 90,689 631,277 SH   DFND 1 435,628 0 195,649
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 155 8,116 SH   DFND 1 16 0 8,100
APPLIED INDL TECHNOLOGIES IN COM 03820C105 191 3,084 SH   DFND 1 3,084 0 0
APPLIED GENETIC TECHNOL CORP COM 03820J100 2 300 SH   DFND 1 0 0 300
APPLIED MATLS INC COM 038222105 11,528 296,362 SH   DFND 1 219,741 0 76,621
APTARGROUP INC COM 038336103 1 18 SH   DFND 1 18 0 0
AQUA AMERICA INC COM 03836W103 193 6,000 SH   DFND 1 0 0 6,000
ARAMARK COM 03852U106 41 1,115 SH   DFND 1 1,115 0 0
ARBOR RLTY TR INC COM 038923108 7 787 SH   DFND 1 0 0 787
ARCHER DANIELS MIDLAND CO COM 039483102 2,169 47,101 SH   DFND 1 15,101 0 32,000
ARCHROCK INC COM 03957W106 58 4,665 SH   DFND 1 731 0 3,934
ARCONIC INC COM 03965L100 147 5,595 SH   DFND 1 5,595 0 0
ARENA PHARMACEUTICALS INC COM 040047102 452 309,563 SH   DFND 1 303,363 0 6,200
ARGAN INC COM 04010E109 4,651 70,307 SH   DFND 1 69,381 0 926
ARES COML REAL ESTATE CORP COM 04013V108 6 444 SH   DFND 1 0 0 444
ARISTA NETWORKS INC COM 040413106 1 5 SH   DFND 1 5 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1 19 SH   DFND 1 19 0 0
ARROW ELECTRS INC COM 042735100 1 13 SH   DFND 1 13 0 0
ASCENA RETAIL GROUP INC COM 04351G101 1,683 395,186 SH   DFND 1 389,193 0 5,993
ASCENT CAP GROUP INC COM SER A 043632108 17 1,200 SH   DFND 1 1,200 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 1,202 113,253 SH   DFND 1 111,152 0 2,101
ASHFORD HOSPITALITY TR INC COM SHS 044103109 3,430 538,407 SH   DFND 1 529,507 0 8,900
ASHLAND GLOBAL HLDGS INC COM 044186104 183 1,477 SH   DFND 1 1,477 0 0
ASPEN TECHNOLOGY INC COM 045327103 4,757 80,731 SH   DFND 1 78,633 0 2,098
ASSURANT INC COM 04621X108 69 722 SH   DFND 1 722 0 0
ASTORIA FINL CORP COM 046265104 1 63 SH   DFND 1 63 0 0
ATHENAHEALTH INC COM 04685W103 84 748 SH   DFND 1 48 0 700
ATKORE INTL GROUP INC COM 047649108 1,191 45,323 SH   DFND 1 44,353 0 970
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,011 54,299 SH   DFND 1 53,408 0 891
ATMOS ENERGY CORP COM 049560105 342 4,324 SH   DFND 1 1,424 0 2,900
ATWOOD OCEANICS INC COM 050095108 2,560 268,652 SH   DFND 1 258,416 0 10,236
AUTODESK INC COM 052769106 536 6,193 SH   DFND 1 2,393 0 3,800
AUTOHOME INC SP ADR RP CL A 05278C107 10 300 SH   DFND 1 0 0 300
AUTOLIV INC COM 052800109 3 26 SH   DFND 1 26 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,433 13,991 SH   DFND 1 6,791 0 7,200
AUTONATION INC COM 05329W102 38 900 SH   DFND 1 900 0 0
AUTOZONE INC COM 053332102 505 698 SH   DFND 1 698 0 0
AVALONBAY CMNTYS INC COM 053484101 1,742 9,489 SH   DFND 1 3,589 0 5,900
AVANGRID INC COM 05351W103 47 1,100 SH   DFND 1 0 0 1,100
AVERY DENNISON CORP COM 053611109 9,855 122,268 SH   DFND 1 75,550 0 46,718
AVIS BUDGET GROUP COM 053774105 1 18 SH   DFND 1 18 0 0
AVISTA CORP COM 05379B107 4,801 122,949 SH   DFND 1 119,769 0 3,180
AVNET INC COM 053807103 296 6,471 SH   DFND 1 6,471 0 0
AVON PRODS INC COM 054303102 148 33,640 SH   DFND 1 540 0 33,100
BB&T CORP COM 054937107 457 10,228 SH   DFND 1 10,228 0 0
B & G FOODS INC NEW COM 05508R106 940 23,347 SH   DFND 1 6,322 0 17,025
BCE INC COM NEW 05534B760 4,493 101,495 SH   DFND 1 68,995 0 32,500
BOFI HLDG INC COM 05566U108 6,876 263,134 SH   DFND 1 258,695 0 4,439
BMC STK HLDGS INC COM 05591B109 1 27 SH   DFND 1 27 0 0
BWX TECHNOLOGIES INC COM 05605H100 503 10,557 SH   DFND 1 10,557 0 0
BADGER METER INC COM 056525108 1 10 SH   DFND 1 10 0 0
BAIDU INC SPON ADR REP A 056752108 621 3,600 SH   DFND 1 3,600 0 0
BAKER HUGHES INC COM 057224107 2,834 47,380 SH   DFND 1 13,980 0 33,400
BALL CORP COM 058498106 339 4,564 SH   DFND 1 4,564 0 0
BANC OF CALIFORNIA INC COM 05990K106 4,556 220,074 SH   DFND 1 216,479 0 3,595
BANK AMER CORP COM 060505104 25,673 1,088,298 SH   DFND 1 798,814 0 289,484
BANK OF MARIN BANCORP COM 063425102 139 2,165 SH   DFND 1 2,165 0 0
BANK MONTREAL QUE COM 063671101 237 3,172 SH   DFND 1 3,172 0 0
BANK MUTUAL CORP NEW COM 063750103 1 48 SH   DFND 1 48 0 0
BANK NEW YORK MELLON CORP COM 064058100 7,850 166,208 SH   DFND 1 107,811 0 58,397
BANK N S HALIFAX COM 064149107 3,261 55,678 SH   DFND 1 8,778 0 46,900
BANKRATE INC DEL COM 06647F102 1,159 120,080 SH   DFND 1 117,588 0 2,492
BANKUNITED INC COM 06652K103 214 5,730 SH   DFND 1 5,730 0 0
BARD C R INC COM 067383109 788 3,170 SH   DFND 1 870 0 2,300
BARNES & NOBLE INC COM 067774109 3,006 325,018 SH   DFND 1 321,229 0 3,789
BARNES GROUP INC COM 067806109 1 6 SH   DFND 1 6 0 0
BARRICK GOLD CORP COM 067901108 3,627 190,992 SH   DFND 1 22,992 0 168,000
BARRETT BUSINESS SERVICES IN COM 068463108 1,826 33,433 SH   DFND 1 32,477 0 956
BAXTER INTL INC COM 071813109 11,845 228,408 SH   DFND 1 172,371 0 56,037
B/E AEROSPACE INC COM 073302101 181 2,820 SH   DFND 1 2,820 0 0
BEACON ROOFING SUPPLY INC COM 073685109 1 24 SH   DFND 1 24 0 0
BECTON DICKINSON & CO COM 075887109 2,047 11,161 SH   DFND 1 4,961 0 6,200
BED BATH & BEYOND INC COM 075896100 119 3,027 SH   DFND 1 2,927 0 100
BELDEN INC COM 077454106 2,817 40,707 SH   DFND 1 40,216 0 491
BEMIS INC COM 081437105 1 23 SH   DFND 1 23 0 0
BENCHMARK ELECTRS INC COM 08160H101 7,505 235,996 SH   DFND 1 231,143 0 4,853
BENEFICIAL BANCORP INC COM 08171T102 1 65 SH   DFND 1 65 0 0
BERKLEY W R CORP COM 084423102 1 5 SH   DFND 1 5 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 8,937 53,620 SH   DFND 1 44,119 0 9,501
BERKSHIRE HILLS BANCORP INC COM 084680107 2,092 58,017 SH   DFND 1 57,218 0 799
BERRY PLASTICS GROUP INC COM 08579W103 2 35 SH   DFND 1 35 0 0
BEST BUY INC COM 086516101 3,087 62,808 SH   DFND 1 62,108 0 700
BIG 5 SPORTING GOODS CORP COM 08915P101 504 33,379 SH   DFND 1 32,779 0 600
BIG LOTS INC COM 089302103 5,457 112,106 SH   DFND 1 110,090 0 2,016
BIO RAD LABS INC CL A 090572207 201 1,007 SH   DFND 1 7 0 1,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 701 7,988 SH   DFND 1 1,788 0 6,200
BIOGEN INC COM 09062X103 14,619 53,466 SH   DFND 1 33,069 0 20,397
BIO TECHNE CORP COM 09073M104 103 1,013 SH   DFND 1 13 0 1,000
BIOVERATIV INC COM 09075E100 1,246 22,886 SH   DFND 1 11,579 0 11,307
BJS RESTAURANTS INC COM 09180C106 3,994 98,866 SH   DFND 1 97,215 0 1,651
BLACK BOX CORP DEL COM 091826107 409 45,677 SH   DFND 1 44,527 0 1,150
BLACK HILLS CORP COM 092113109 174 2,619 SH   DFND 1 19 0 2,600
BLACKBAUD INC COM 09227Q100 54 700 SH   DFND 1 0 0 700
BLACKBERRY LTD COM 09228F103 428 55,187 SH   DFND 1 55,187 0 0
BLACKROCK INC COM 09247X101 834 2,175 SH   DFND 1 2,175 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 81 10,700 SH   DFND 1 10,700 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 2,034 65,694 SH   DFND 1 17,383 0 48,311
BLOCK H & R INC COM 093671105 60 2,561 SH   DFND 1 2,561 0 0
BLOOMIN BRANDS INC COM 094235108 4,529 229,535 SH   DFND 1 225,627 0 3,908
BLUE BUFFALO PET PRODS INC COM 09531U102 113 4,916 SH   DFND 1 16 0 4,900
BLUEBIRD BIO INC COM 09609G100 64 707 SH   DFND 1 7 0 700
BOB EVANS FARMS INC COM 096761101 196 3,022 SH   DFND 1 3,022 0 0
BOEING CO COM 097023105 31,310 177,030 SH   DFND 1 124,894 0 52,136
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 212 5,991 SH   DFND 1 4,691 0 1,300
BORGWARNER INC COM 099724106 111 2,657 SH   DFND 1 2,657 0 0
BOSTON BEER INC CL A 100557107 44 302 SH   DFND 1 2 0 300
BOSTON PROPERTIES INC COM 101121101 1,286 9,709 SH   DFND 1 3,209 0 6,500
BOSTON SCIENTIFIC CORP COM 101137107 1,449 58,248 SH   DFND 1 18,248 0 40,000
BOX INC CL A 10316T104 1,062 65,115 SH   DFND 1 64,031 0 1,084
BOYD GAMING CORP COM 103304101 4,635 210,582 SH   DFND 1 207,909 0 2,673
BRADY CORP CL A 104674106 1 11 SH   DFND 1 11 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 189 11,623 SH   DFND 1 23 0 11,600
BRIGGS & STRATTON CORP COM 109043109 641 28,569 SH   DFND 1 27,169 0 1,400
BRIGHT HORIZONS FAM SOL IN D COM 109194100 3 36 SH   DFND 1 36 0 0
BRINKER INTL INC COM 109641100 4,460 101,447 SH   DFND 1 75,642 0 25,805
BRINKS CO COM 109696104 4,451 83,278 SH   DFND 1 82,278 0 1,000
BRISTOL MYERS SQUIBB CO COM 110122108 4,028 74,072 SH   DFND 1 26,372 0 47,700
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 13 200 SH   DFND 1 0 0 200
BRIXMOR PPTY GROUP INC COM 11120U105 196 9,114 SH   DFND 1 14 0 9,100
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 184 2,705 SH   DFND 1 5 0 2,700
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2,174 174,170 SH   DFND 1 171,890 0 2,280
BROOKDALE SR LIVING INC COM 112463104 48 3,600 SH   DFND 1 0 0 3,600
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 60 1,648 SH   DFND 1 1,648 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,626 167,825 SH   DFND 1 164,712 0 3,113
BROWN & BROWN INC COM 115236101 1 8 SH   DFND 1 8 0 0
BROWN FORMAN CORP CL A 115637100 155 3,300 SH   DFND 1 0 0 3,300
BROWN FORMAN CORP CL B 115637209 714 15,466 SH   DFND 1 5,266 0 10,200
BRUKER CORP COM 116794108 121 5,167 SH   DFND 1 3,167 0 2,000
BRUNSWICK CORP COM 117043109 502 8,210 SH   DFND 1 8,210 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1 47 SH   DFND 1 47 0 0
BURLINGTON STORES INC COM 122017106 254 2,610 SH   DFND 1 2,510 0 100
CAE INC COM 124765108 5 297 SH   DFND 1 297 0 0
CAI INTERNATIONAL INC COM 12477X106 1,395 88,628 SH   DFND 1 87,128 0 1,500
CBIZ INC COM 124805102 1 30 SH   DFND 1 30 0 0
CBL & ASSOC PPTYS INC COM 124830100 2,696 282,651 SH   DFND 1 273,759 0 8,892
CBS CORP NEW CL B 124857202 12,739 183,661 SH   DFND 1 108,931 0 74,730
CBOE HLDGS INC COM 12503M108 338 4,168 SH   DFND 1 4,168 0 0
CBRE GROUP INC CL A 12504L109 3,395 97,587 SH   DFND 1 50,980 0 46,607
CDK GLOBAL INC COM 12508E101 249 3,829 SH   DFND 1 429 0 3,400
CEB INC COM 125134106 1 11 SH   DFND 1 11 0 0
CECO ENVIRONMENTAL CORP COM 125141101 4 426 SH   DFND 1 0 0 426
CDW CORP COM 12514G108 3,919 67,916 SH   DFND 1 43,279 0 24,637
CF INDS HLDGS INC COM 125269100 228 7,754 SH   DFND 1 7,754 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 446 5,776 SH   DFND 1 5,776 0 0
CIGNA CORPORATION COM 125509109 13,907 94,936 SH   DFND 1 47,603 0 47,333
CME GROUP INC COM 12572Q105 847 7,127 SH   DFND 1 6,927 0 200
CMS ENERGY CORP COM 125896100 8,710 194,685 SH   DFND 1 126,580 0 68,105
CNA FINL CORP COM 126117100 1,982 44,883 SH   DFND 1 8,286 0 36,597
CNO FINL GROUP INC COM 12621E103 3,207 156,431 SH   DFND 1 153,882 0 2,549
CSG SYS INTL INC COM 126349109 157 4,152 SH   DFND 1 4,152 0 0
CPI CARD GROUP INC COM 12634H101 159 37,918 SH   DFND 1 37,918 0 0
CSW INDUSTRIALS INC COM 126402106 1 9 SH   DFND 1 9 0 0
CSX CORP COM 126408103 817 17,560 SH   DFND 1 17,560 0 0
CST BRANDS INC COM 12646R105 1 7 SH   DFND 1 7 0 0
CSRA INC COM 12650T104 107 3,655 SH   DFND 1 2,055 0 1,600
CVR REFNG LP COMUNIT REP LT 12663P107 113 11,976 SH   DFND 1 11,976 0 0
CVS HEALTH CORP COM 126650100 20,067 255,633 SH   DFND 1 143,248 0 112,385
CYS INVTS INC COM 12673A108 248 31,249 SH   DFND 1 31,249 0 0
CA INC COM 12673P105 4,807 151,537 SH   DFND 1 146,337 0 5,200
CABLE ONE INC COM 12685J105 125 200 SH   DFND 1 170 0 30
CABOT CORP COM 127055101 330 5,513 SH   DFND 1 5,513 0 0
CABOT OIL & GAS CORP COM 127097103 1,208 50,518 SH   DFND 1 13,918 0 36,600
CACI INTL INC CL A 127190304 2,341 19,961 SH   DFND 1 19,606 0 355
CADENCE DESIGN SYSTEM INC COM 127387108 208 6,614 SH   DFND 1 14 0 6,600
CAESARS ENTMT CORP COM 127686103 530 55,500 SH   DFND 1 55,300 0 200
CAL MAINE FOODS INC COM NEW 128030202 144 3,924 SH   DFND 1 2,724 0 1,200
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CALAVO GROWERS INC COM 128246105 265 4,365 SH   DFND 1 3,565 0 800
CALERES INC COM 129500104 2,213 83,745 SH   DFND 1 83,745 0 0
CALIFORNIA WTR SVC GROUP COM 130788102 47 1,300 SH   DFND 1 0 0 1,300
CALIX INC COM 13100M509 731 100,786 SH   DFND 1 97,480 0 3,306
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CALLON PETE CO DEL COM 13123X102 204 15,500 SH   DFND 1 0 0 15,500
CALPINE CORP COM NEW 131347304 274 24,761 SH   DFND 1 9,761 0 15,000
CAMBREX CORP COM 132011107 3,617 65,709 SH   DFND 1 63,859 0 1,850
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CAMPBELL SOUP CO COM 134429109 2,895 50,576 SH   DFND 1 39,776 0 10,800
CDN IMPERIAL BK COMM TORONTO COM 136069101 9,681 112,300 SH   DFND 1 39,200 0 73,100
CANADIAN NATL RY CO COM 136375102 10,764 109,656 SH   DFND 1 27,356 0 82,300
CANADIAN NAT RES LTD COM 136385101 2,306 70,326 SH   DFND 1 15,226 0 55,100
CANADIAN PAC RY LTD COM 13645T100 1,061 7,223 SH   DFND 1 7,223 0 0
CANTEL MEDICAL CORP COM 138098108 56 705 SH   DFND 1 5 0 700
CAPELLA EDUCATION COMPANY COM 139594105 212 2,493 SH   DFND 1 2,327 0 166
CAPITAL ONE FINL CORP COM 14040H105 2,913 33,617 SH   DFND 1 33,517 0 100
CAPITOL FED FINL INC COM 14057J101 1 84 SH   DFND 1 84 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 266 25,196 SH   DFND 1 25,196 0 0
CARBONITE INC COM 141337105 2,236 110,130 SH   DFND 1 107,745 0 2,385
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CARE CAP PPTYS INC COM 141624106 274 10,197 SH   DFND 1 4,297 0 5,900
CAREER EDUCATION CORP COM 141665109 1 73 SH   DFND 1 73 0 0
CARETRUST REIT INC COM 14174T107 50 3,000 SH   DFND 1 0 0 3,000
CARLISLE COS INC COM 142339100 2,740 25,746 SH   DFND 1 14,775 0 10,971
CARMAX INC COM 143130102 137 2,311 SH   DFND 1 2,311 0 0
CARNIVAL CORP UNIT 99/99/9999 143658300 335 5,679 SH   DFND 1 5,679 0 0
CARRIAGE SVCS INC COM 143905107 1 21 SH   DFND 1 21 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 129 3,446 SH   DFND 1 3,446 0 0
CARRIZO OIL & GAS INC COM 144577103 1,923 67,092 SH   DFND 1 60,328 0 6,764
CARTER INC COM 146229109 2 26 SH   DFND 1 26 0 0
CASEYS GEN STORES INC COM 147528103 415 3,697 SH   DFND 1 1,197 0 2,500
CATALENT INC COM 148806102 57 2,017 SH   DFND 1 17 0 2,000
CATERPILLAR INC DEL COM 149123101 960 10,346 SH   DFND 1 10,346 0 0
CATHAY GEN BANCORP COM 149150104 2,261 60,017 SH   DFND 1 58,860 0 1,157
CAVCO INDS INC DEL COM 149568107 1 4 SH   DFND 1 4 0 0
CEDAR FAIR L P DEPOSITRY UNIT 150185106 2,832 41,768 SH   DFND 1 18,218 0 23,550
CELANESE CORP DEL COM SER A 150870103 730 8,126 SH   DFND 1 8,126 0 0
CELESTICA INC SUB VTG SHS 15101Q108 4,894 336,800 SH   DFND 1 318,300 0 18,500
CELGENE CORP COM 151020104 10,699 85,985 SH   DFND 1 42,619 0 43,366
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,590 440,305 SH   DFND 1 432,226 0 8,079
CENTENE CORP DEL COM 15135B101 816 11,448 SH   DFND 1 6,148 0 5,300
CENOVUS ENERGY INC COM 15135U109 745 65,897 SH   DFND 1 65,897 0 0
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CENTERSTATE BANKS INC COM 15201P109 2,010 77,599 SH   DFND 1 76,354 0 1,245
CENTRAL GARDEN & PET CO COM 153527106 211 5,679 SH   DFND 1 5,300 0 379
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 178 5,121 SH   DFND 1 3,721 0 1,400
CENTRAL PAC FINL CORP COM NEW 154760409 132 4,329 SH   DFND 1 4,329 0 0
CENTRAL VALLEY CMNTY BANCORP COM 155685100 8 384 SH   DFND 1 0 0 384
CENTURY BANCORP INC MASS CL A NON VTG 156432106 49 800 SH   DFND 1 600 0 200
CENTURY CMNTYS INC COM 156504300 175 6,885 SH   DFND 1 6,885 0 0
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CERNER CORP COM 156782104 977 16,595 SH   DFND 1 7,795 0 8,800
CHANNELADVISOR CORP COM 159179100 5 417 SH   DFND 1 0 0 417
CHARLES RIV LABS INTL INC COM 159864107 4,969 55,238 SH   DFND 1 29,259 0 25,979
CHART INDS INC COM PAR $0.01 16115Q308 6 182 SH   DFND 1 0 0 182
CHARTER COMMUNICATIONS INC N CL A 16119P108 5,529 16,891 SH   DFND 1 11,448 0 5,443
CHATHAM LODGING TR COM 16208T102 1,083 54,817 SH   DFND 1 54,817 0 0
CHEESECAKE FACTORY INC COM 163072101 4,909 77,485 SH   DFND 1 76,540 0 945
CHEFS WHSE INC COM 163086101 1 35 SH   DFND 1 35 0 0
CHEGG INC COM 163092109 1 70 SH   DFND 1 70 0 0
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CHEMOURS CO COM 163851108 4,730 122,858 SH   DFND 1 122,858 0 0
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CHENIERE ENERGY INC COM NEW 16411R208 951 20,108 SH   DFND 1 4,508 0 15,600
CHERRY HILL MTG INVT CORP COM 164651101 7 389 SH   DFND 1 0 0 389
CHESAPEAKE ENERGY CORP COM 165167107 350 58,842 SH   DFND 1 7,142 0 51,700
CHESAPEAKE LODGING TR SH BEN INT 165240102 46 1,900 SH   DFND 1 0 0 1,900
CHESAPEAKE UTILS CORP COM 165303108 1,425 20,589 SH   DFND 1 20,235 0 354
CHEVRON CORP NEW COM 166764100 27,397 255,169 SH   DFND 1 79,337 0 175,832
CHICAGO BRIDGE & IRON CO N V COM 167250109 627 20,375 SH   DFND 1 20,375 0 0
CHICOS FAS INC COM 168615102 122 8,587 SH   DFND 1 8,020 0 567
CHILDRENS PL INC COM 168905107 2,590 21,572 SH   DFND 1 21,272 0 300
CHIMERA INVT CORP COM NEW 16934Q208 3,349 165,944 SH   DFND 1 164,444 0 1,500
CHIMERIX INC COM 16934W106 1,446 226,678 SH   DFND 1 223,373 0 3,305
CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 16 200 SH   DFND 1 0 0 200
CHIPOTLE MEXICAN GRILL INC COM 169656105 174 390 SH   DFND 1 390 0 0
CHRISTOPHER & BANKS CORP COM 171046105 239 161,669 SH   DFND 1 159,779 0 1,890
CHURCH & DWIGHT INC COM 171340102 4,396 88,154 SH   DFND 1 72,070 0 16,084
CHURCHILL DOWNS INC COM 171484108 148 932 SH   DFND 1 932 0 0
CIENA CORP COM NEW 171779309 1 21 SH   DFND 1 21 0 0
CIMAREX ENERGY CO COM 171798101 2,295 19,203 SH   DFND 1 11,903 0 7,300
CINCINNATI FINL CORP COM 172062101 150 2,081 SH   DFND 1 2,081 0 0
CINEMARK HOLDINGS INC COM 17243V102 4,002 90,259 SH   DFND 1 53,821 0 36,438
CIRRUS LOGIC INC COM 172755100 8,270 136,274 SH   DFND 1 133,595 0 2,679
CISCO SYS INC COM 17275R102 33,178 981,590 SH   DFND 1 699,982 0 281,608
CINTAS CORP COM 172908105 125 985 SH   DFND 1 985 0 0
CITIGROUP INC COM NEW 172967424 29,262 489,167 SH   DFND 1 339,431 0 149,736
CITIZENS FINL GROUP INC COM 174610105 4,504 130,361 SH   DFND 1 129,961 0 400
CITRIX SYS INC COM 177376100 8,962 107,467 SH   DFND 1 68,149 0 39,318
CITY HLDG CO COM 177835105 197 3,061 SH   DFND 1 3,061 0 0
CIVEO CORP CDA COM 17878Y108 83 27,714 SH   DFND 1 25,584 0 2,130
CLAYMORE EXCHANGE TRD FD TR GUGG S&P GBL WTR 18383Q507 45,702 1,470,940 SH   DFND 1 1,470,643 0 297
CLEAN HARBORS INC COM 184496107 1 11 SH   DFND 1 11 0 0
CLEARWATER PAPER CORP COM 18538R103 3,560 63,573 SH   DFND 1 62,677 0 896
CLIFFS NAT RES INC COM 18683K101 1 91 SH   DFND 1 91 0 0
CLOROX CO DEL COM 189054109 8,594 63,739 SH   DFND 1 43,912 0 19,827
CLOUD PEAK ENERGY INC COM 18911Q102 362 79,066 SH   DFND 1 73,339 0 5,727
CLOVIS ONCOLOGY INC COM 189464100 51 800 SH   DFND 1 0 0 800
COACH INC COM 189754104 3,733 90,328 SH   DFND 1 55,480 0 34,848
COCA COLA BOTTLING CO CONS COM 191098102 62 303 SH   DFND 1 3 0 300
COCA COLA CO COM 191216100 22,742 535,855 SH   DFND 1 264,512 0 271,343
COEUR MNG INC COM NEW 192108504 2,668 330,159 SH   DFND 1 324,559 0 5,600
COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 5,631 130,807 SH   DFND 1 127,336 0 3,471
COGNEX CORP COM 192422103 1 10 SH   DFND 1 10 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 2,180 36,627 SH   DFND 1 27,227 0 9,400
COHERENT INC COM 192479103 1 4 SH   DFND 1 4 0 0
COHU INC COM 192576106 1,173 63,528 SH   DFND 1 62,599 0 929
COLFAX CORP COM 194014106 1 12 SH   DFND 1 12 0 0
COLGATE PALMOLIVE CO COM 194162103 5,249 71,715 SH   DFND 1 22,415 0 49,300
COLONY NORTHSTAR INC CL A COM 19625W104 492 38,105 SH   DFND 1 8,405 0 29,700
COLONY STARWOOD HOMES COM 19625X102 75 2,200 SH   DFND 1 0 0 2,200
COLUMBIA PPTY TR INC COM NEW 198287203 527 23,678 SH   DFND 1 15,478 0 8,200
COLUMBIA SPORTSWEAR CO COM 198516106 1,314 22,359 SH   DFND 1 22,020 0 339
COMFORT SYS USA INC COM 199908104 2,461 67,139 SH   DFND 1 65,786 0 1,353
COMCAST CORP NEW CL A 20030N101 21,583 574,156 SH   DFND 1 357,144 0 217,012
COMERICA INC COM 200340107 159 2,312 SH   DFND 1 2,312 0 0
COMMERCIAL METALS CO COM 201723103 2,941 153,722 SH   DFND 1 151,322 0 2,400
COMMSCOPE HLDG CO INC COM 20337X109 12 278 SH   DFND 1 278 0 0
COMMUNITY TR BANCORP INC COM 204149108 1,635 35,731 SH   DFND 1 35,143 0 588
COMMVAULT SYSTEMS INC COM 204166102 6 124 SH   DFND 1 0 0 124
COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 39 3,700 SH   DFND 1 0 0 3,700
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 15 1,500 SH   DFND 1 0 0 1,500
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 542 44,996 SH   DFND 1 44,996 0 0
COMPASS MINERALS INTL INC COM 20451N101 194 2,856 SH   DFND 1 2,856 0 0
COMPUTER PROGRAMS & SYS INC COM 205306103 88 3,145 SH   DFND 1 3,145 0 0
COMPUTER SCIENCES CORP COM 205363104 499 7,235 SH   DFND 1 4,335 0 2,900
CONAGRA BRANDS INC COM 205887102 11,070 274,426 SH   DFND 1 172,399 0 102,027
CONCHO RES INC COM 20605P101 1,926 15,004 SH   DFND 1 4,004 0 11,000
CONDUENT INC COM 206787103 84 4,988 SH   DFND 1 1,428 0 3,560
CONOCOPHILLIPS COM 20825C104 6,881 137,977 SH   DFND 1 42,677 0 95,300
CONSOL ENERGY INC COM 20854P109 551 32,840 SH   DFND 1 13,840 0 19,000
CONSOLIDATED COMM HLDGS INC COM 209034107 1 37 SH   DFND 1 37 0 0
CONSOLIDATED EDISON INC COM 209115104 4,893 62,999 SH   DFND 1 54,799 0 8,200
CONSTELLATION BRANDS INC CL A 21036P108 2,053 12,666 SH   DFND 1 3,366 0 9,300
CONSUMER PORTFOLIO SVCS INC COM 210502100 431 91,573 SH   DFND 1 89,173 0 2,400
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 65 8,941 SH   DFND 1 8,941 0 0
CONTINENTAL BLDG PRODS INC COM 211171103 2,506 102,299 SH   DFND 1 99,963 0 2,336
CONTINENTAL RESOURCES INC COM 212015101 309 6,800 SH   DFND 1 0 0 6,800
CONVERGYS CORP COM 212485106 3,944 186,470 SH   DFND 1 182,826 0 3,644
COOPER COS INC COM NEW 216648402 449 2,244 SH   DFND 1 644 0 1,600
COOPER STD HLDGS INC COM 21676P103 5,378 48,477 SH   DFND 1 47,608 0 869
COOPER TIRE & RUBR CO COM 216831107 6,624 149,355 SH   DFND 1 146,837 0 2,518
COPART INC COM 217204106 1 16 SH   DFND 1 16 0 0
CORCEPT THERAPEUTICS INC COM 218352102 11 1,013 SH   DFND 1 0 0 1,013
CORESITE RLTY CORP COM 21870Q105 2,457 27,290 SH   DFND 1 24,967 0 2,323
CORENERGY INFRASTRUCTURE TR COM NEW 21870U502 1,929 57,100 SH   DFND 1 56,400 0 700
CORELOGIC INC COM 21871D103 49 1,200 SH   DFND 1 0 0 1,200
CORECIVIC INC COM 21871N101 566 18,022 SH   DFND 1 12,222 0 5,800
CORNING INC COM 219350105 615 22,771 SH   DFND 1 22,771 0 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 327 9,869 SH   DFND 1 4,769 0 5,100
COSTCO WHSL CORP NEW COM 22160K105 5,529 32,972 SH   DFND 1 8,572 0 24,400
COSTAR GROUP INC COM 22160N109 84 403 SH   DFND 1 3 0 400
COTY INC COM CL A 222070203 626 34,542 SH   DFND 1 7,842 0 26,700
COUSINS PPTYS INC COM 222795106 3,635 439,585 SH   DFND 1 410,895 0 28,690
COVANTA HLDG CORP COM 22282E102 120 7,629 SH   DFND 1 7,629 0 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,435 9,012 SH   DFND 1 695 0 8,317
CRANE CO COM 224399105 503 6,723 SH   DFND 1 6,723 0 0
CREDIT ACCEP CORP MICH COM 225310101 267 1,341 SH   DFND 1 1,341 0 0
CRESCENT PT ENERGY CORP COM 22576C101 52 4,800 SH   DFND 1 4,800 0 0
CROCS INC COM 227046109 1 76 SH   DFND 1 76 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 4,939 52,290 SH   DFND 1 35,890 0 16,400
CROWN HOLDINGS INC COM 228368106 3,968 74,937 SH   DFND 1 46,935 0 28,002
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 811 16,500 SH   DFND 1 15,100 0 1,400
CUBESMART COM 229663109 247 9,515 SH   DFND 1 15 0 9,500
CULP INC COM 230215105 69 2,217 SH   DFND 1 2,217 0 0
CUMMINS INC COM 231021106 4,225 27,940 SH   DFND 1 27,940 0 0
CURTISS WRIGHT CORP COM 231561101 4,161 45,590 SH   DFND 1 44,825 0 765
CUSTOMERS BANCORP INC COM 23204G100 2,841 90,095 SH   DFND 1 88,077 0 2,018
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CYRUSONE INC COM 23283R100 232 4,508 SH   DFND 1 8 0 4,500
DCP MIDSTREAM LP COM UT LTD PTN 23311P100 194 4,949 SH   DFND 1 4,949 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 241 5,008 SH   DFND 1 8 0 5,000
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D R HORTON INC COM 23331A109 435 13,065 SH   DFND 1 12,765 0 300
DST SYS INC DEL COM 233326107 279 2,280 SH   DFND 1 1,880 0 400
DTE ENERGY CO COM 233331107 3,775 36,969 SH   DFND 1 32,069 0 4,900
DSW INC CL A 23334L102 336 16,264 SH   DFND 1 16,264 0 0
DANA INCORPORATED COM 235825205 3,194 165,410 SH   DFND 1 161,110 0 4,300
DANAHER CORP DEL COM 235851102 2,233 26,105 SH   DFND 1 9,005 0 17,100
DARDEN RESTAURANTS INC COM 237194105 12,316 147,199 SH   DFND 1 107,175 0 40,024
DARLING INGREDIENTS INC COM 237266101 5,031 346,491 SH   DFND 1 328,292 0 18,199
DAVE & BUSTERS ENTMT INC COM 238337109 5,198 85,087 SH   DFND 1 83,594 0 1,493
DAVITA INC COM 23918K108 528 7,762 SH   DFND 1 2,162 0 5,600
DEAN FOODS CO NEW COM NEW 242370203 6,420 326,550 SH   DFND 1 313,842 0 12,708
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DEERE & CO COM 244199105 6,707 61,608 SH   DFND 1 47,338 0 14,270
DELEK US HLDGS INC COM 246647101 3,338 137,535 SH   DFND 1 128,385 0 9,150
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DELTA AIR LINES INC DEL COM NEW 247361702 12,597 274,093 SH   DFND 1 171,973 0 102,120
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DEPOMED INC COM 249908104 1,208 96,240 SH   DFND 1 94,340 0 1,900
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DEXCOM INC COM 252131107 246 2,907 SH   DFND 1 7 0 2,900
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DIAMONDROCK HOSPITALITY CO COM 252784301 6,414 575,253 SH   DFND 1 553,453 0 21,800
DIAMONDBACK ENERGY INC COM 25278X109 758 7,304 SH   DFND 1 4 0 7,300
DICERNA PHARMACEUTICALS INC COM 253031108 4 1,071 SH   DFND 1 0 0 1,071
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DIGITAL RLTY TR INC COM 253868103 12,989 122,086 SH   DFND 1 83,422 0 38,664
DIME CMNTY BANCSHARES COM 253922108 984 48,455 SH   DFND 1 47,566 0 889
DILLARDS INC CL A 254067101 93 1,786 SH   DFND 1 1,663 0 123
DINEEQUITY INC COM 254423106 436 8,004 SH   DFND 1 8,004 0 0
DISNEY WALT CO COM DISNEY 254687106 16,565 146,090 SH   DFND 1 100,140 0 45,950
DISCOVER FINL SVCS COM 254709108 13,382 195,668 SH   DFND 1 124,158 0 71,510
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DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 81 2,878 SH   DFND 1 2,878 0 0
DISH NETWORK CORP CL A 25470M109 177 2,790 SH   DFND 1 2,790 0 0
DR REDDYS LABS LTD ADR 256135203 269 6,700 SH   DFND 1 6,700 0 0
DOLBY LABORATORIES INC COM 25659T107 1 9 SH   DFND 1 9 0 0
DOLLAR GEN CORP NEW COM 256677105 618 8,869 SH   DFND 1 8,869 0 0
DOLLAR TREE INC COM 256746108 326 4,160 SH   DFND 1 4,160 0 0
DOMINION RES INC VA NEW COM 25746U109 6,074 78,301 SH   DFND 1 60,701 0 17,600
DOMINOS PIZZA INC COM 25754A201 1 3 SH   DFND 1 3 0 0
DOMTAR CORP COM NEW 257559203 10 269 SH   DFND 1 269 0 0
DONALDSON INC COM 257651109 1 10 SH   DFND 1 10 0 0
DONEGAL GROUP INC CL A 257701201 6 364 SH   DFND 1 0 0 364
DONNELLEY FINL SOLUTIONS INC COM 25787G100 20 1,050 SH   DFND 1 1,050 0 0
DORMAN PRODUCTS INC COM 258278100 1 8 SH   DFND 1 8 0 0
DOUGLAS EMMETT INC COM 25960P109 269 7,011 SH   DFND 1 11 0 7,000
DOUGLAS DYNAMICS INC COM 25960R105 51 1,670 SH   DFND 1 1,670 0 0
DOVER CORP COM 260003108 380 4,727 SH   DFND 1 4,727 0 0
DOW CHEM CO COM 260543103 3,366 52,969 SH   DFND 1 52,669 0 300
DR PEPPER SNAPPLE GROUP INC COM 26138E109 13,155 134,340 SH   DFND 1 85,750 0 48,590
DRIL-QUIP INC COM 262037104 153 2,800 SH   DFND 1 0 0 2,800
DU PONT E I DE NEMOURS & CO COM 263534109 1,845 22,968 SH   DFND 1 22,968 0 0
DUKE REALTY CORP COM NEW 264411505 450 17,130 SH   DFND 1 30 0 17,100
DUKE ENERGY CORP NEW COM NEW 26441C204 9,919 120,948 SH   DFND 1 83,614 0 37,334
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DUNKIN BRANDS GROUP INC COM 265504100 413 7,545 SH   DFND 1 7,545 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 436 8,792 SH   DFND 1 4,792 0 4,000
DYCOM INDS INC COM 267475101 2 20 SH   DFND 1 20 0 0
DYNEX CAP INC COM NEW 26817Q506 60 8,411 SH   DFND 1 7,508 0 903
DYNEGY INC NEW DEL COM 26817R108 2,292 291,616 SH   DFND 1 287,444 0 4,172
EOG RES INC COM 26875P101 7,900 80,981 SH   DFND 1 28,202 0 52,779
EQT CORP COM 26884L109 1,188 19,447 SH   DFND 1 5,947 0 13,500
EPR PPTYS COM SH BEN INT 26884U109 1,032 14,011 SH   DFND 1 11,211 0 2,800
E TRADE FINANCIAL CORP COM NEW 269246401 531 15,217 SH   DFND 1 15,217 0 0
EAGLE MATERIALS INC COM 26969P108 3,561 36,660 SH   DFND 1 22,052 0 14,608
EAGLE PHARMACEUTICALS INC COM 269796108 3,873 46,700 SH   DFND 1 45,923 0 777
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EASTGROUP PPTY INC COM 277276101 433 5,883 SH   DFND 1 3,783 0 2,100
EASTMAN CHEM CO COM 277432100 509 6,302 SH   DFND 1 6,302 0 0
EATON VANCE CORP COM NON VTG 278265103 1 9 SH   DFND 1 9 0 0
EBAY INC COM 278642103 4,986 148,511 SH   DFND 1 102,840 0 45,671
ECHOSTAR CORP CL A 278768106 1 12 SH   DFND 1 12 0 0
ECOLAB INC COM 278865100 1,221 9,744 SH   DFND 1 9,744 0 0
EDGEWELL PERS CARE CO COM 28035Q102 298 4,071 SH   DFND 1 371 0 3,700
EDISON INTL COM 281020107 13,986 175,679 SH   DFND 1 126,244 0 49,435
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EDWARDS LIFESCIENCES CORP COM 28176E108 7,960 84,622 SH   DFND 1 50,430 0 34,192
EHEALTH INC COM 28238P109 5 448 SH   DFND 1 0 0 448
EL PASO ELEC CO COM NEW 283677854 2,697 53,412 SH   DFND 1 51,509 0 1,903
ELDORADO RESORTS INC COM 28470R102 786 41,522 SH   DFND 1 41,522 0 0
ELECTRONIC ARTS INC COM 285512109 872 9,745 SH   DFND 1 5,045 0 4,700
ELLIE MAE INC COM 28849P100 50 500 SH   DFND 1 0 0 500
ELLIS PERRY INTL INC COM 288853104 1,227 57,143 SH   DFND 1 55,889 0 1,254
EMCOR GROUP INC COM 29084Q100 6,641 105,491 SH   DFND 1 103,691 0 1,800
EMERGENT BIOSOLUTIONS INC COM 29089Q105 3,249 111,892 SH   DFND 1 110,272 0 1,620
EMERSON ELEC CO COM 291011104 5,645 94,300 SH   DFND 1 94,300 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,897 140,339 SH   DFND 1 77,323 0 63,016
EMPLOYERS HOLDINGS INC COM 292218104 2,490 65,609 SH   DFND 1 64,625 0 984
ENCANA CORP COM 292505104 81 6,900 SH   DFND 1 6,900 0 0
ENBRIDGE INC COM 29250N105 496 11,843 SH   DFND 1 11,843 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 2,413 78,341 SH   DFND 1 76,770 0 1,571
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ENERGEN CORP COM 29265N108 414 7,606 SH   DFND 1 6 0 7,600
ENERGY RECOVERY INC COM 29270J100 1,236 148,508 SH   DFND 1 146,197 0 2,311
ENERGIZER HLDGS INC NEW COM 29272W109 285 5,110 SH   DFND 1 1,810 0 3,300
ENERSYS COM 29275Y102 1 11 SH   DFND 1 11 0 0
ENERPLUS CORP COM 292766102 8,691 1,079,665 SH   DFND 1 632,265 0 447,400
ENNIS INC COM 293389102 1,459 85,838 SH   DFND 1 84,569 0 1,269
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ENSIGN GROUP INC COM 29358P101 1,318 70,111 SH   DFND 1 68,911 0 1,200
ENTEGRIS INC COM 29362U104 99 4,243 SH   DFND 1 3,903 0 340
ENTERCOM COMMUNICATIONS CORP CL A 293639100 41 2,883 SH   DFND 1 2,883 0 0
ENTERGY CORP NEW COM 29364G103 2,038 26,831 SH   DFND 1 21,331 0 5,500
ENTERPRISE FINL SVCS CORP COM 293712105 34 800 SH   DFND 1 800 0 0
EPAM SYS INC COM 29414B104 45 600 SH   DFND 1 0 0 600
ENVISION HEALTHCARE CORP COM 29414D100 336 5,480 SH   DFND 1 1,480 0 4,000
EPIZYME INC COM 29428V104 1,621 94,526 SH   DFND 1 92,576 0 1,950
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EQUITY COMWLTH COM SH BEN INT 294628102 178 5,711 SH   DFND 1 11 0 5,700
EQUITY LIFESTYLE PPTYS INC COM 29472R108 566 7,348 SH   DFND 1 3,648 0 3,700
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,242 19,967 SH   DFND 1 4,767 0 15,200
ESCO TECHNOLOGIES INC COM 296315104 1 8 SH   DFND 1 8 0 0
ESSENDANT INC COM 296689102 1,021 67,399 SH   DFND 1 67,399 0 0
ESSEX PPTY TR INC COM 297178105 4,678 20,206 SH   DFND 1 10,992 0 9,214
ETHAN ALLEN INTERIORS INC COM 297602104 2,010 65,591 SH   DFND 1 64,314 0 1,277
EURONET WORLDWIDE INC COM 298736109 51 600 SH   DFND 1 0 0 600
EVERCORE PARTNERS INC CLASS A 29977A105 6,753 86,690 SH   DFND 1 85,213 0 1,477
EVERBANK FINL CORP COM 29977G102 1,925 98,837 SH   DFND 1 97,407 0 1,430
EVERTEC INC COM 30040P103 1,585 99,661 SH   DFND 1 98,761 0 900
EVERSOURCE ENERGY COM 30040W108 1,817 30,909 SH   DFND 1 21,909 0 9,000
EVOLENT HEALTH INC CL A 30050B101 1 50 SH   DFND 1 50 0 0
EXACT SCIENCES CORP COM 30063P105 59 2,500 SH   DFND 1 0 0 2,500
EXELON CORP COM 30161N101 6,049 168,115 SH   DFND 1 142,315 0 25,800
EXELIXIS INC COM 30161Q104 172 7,938 SH   DFND 1 38 0 7,900
EXPEDIA INC DEL COM NEW 30212P303 184 1,459 SH   DFND 1 1,459 0 0
EXPEDITORS INTL WASH INC COM 302130109 464 8,213 SH   DFND 1 8,213 0 0
EXPONENT INC COM 30214U102 1 6 SH   DFND 1 6 0 0
EXPRESS INC COM 30219E103 2,910 319,410 SH   DFND 1 315,100 0 4,310
EXPRESS SCRIPTS HLDG CO COM 30219G108 10,718 162,621 SH   DFND 1 104,091 0 58,530
EXTRA SPACE STORAGE INC COM 30225T102 557 7,490 SH   DFND 1 1,890 0 5,600
EXTREME NETWORKS INC COM 30226D106 488 65,032 SH   DFND 1 63,100 0 1,932
EXTERRAN CORP COM 30227H106 50 1,600 SH   DFND 1 0 0 1,600
EXTRACTION OIL AND GAS INC COM 30227M105 50 2,700 SH   DFND 1 0 0 2,700
EXXON MOBIL CORP COM 30231G102 50,394 614,482 SH   DFND 1 212,920 0 401,562
FBL FINL GROUP INC CL A 30239F106 95 1,454 SH   DFND 1 1,454 0 0
FLIR SYS INC COM 302445101 73 2,004 SH   DFND 1 2,004 0 0
F M C CORP COM NEW 302491303 494 7,098 SH   DFND 1 7,098 0 0
FNB CORP PA COM 302520101 7,451 501,078 SH   DFND 1 494,023 0 7,055
FTI CONSULTING INC COM 302941109 1 13 SH   DFND 1 13 0 0
FACEBOOK INC CL A 30303M102 38,364 270,074 SH   DFND 1 162,867 0 107,207
FACTSET RESH SYS INC COM 303075105 1 4 SH   DFND 1 4 0 0
FAIR ISAAC CORP COM 303250104 5,938 46,048 SH   DFND 1 44,992 0 1,056
FAIRMOUNT SANTROL HLDGS INC COM 30555Q108 35 4,800 SH   DFND 1 0 0 4,800
FASTENAL CO COM 311900104 205 3,988 SH   DFND 1 3,988 0 0
FEDERAL AGRIC MTG CORP CL C 313148306 1 10 SH   DFND 1 10 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 508 3,807 SH   DFND 1 907 0 2,900
FEDERAL SIGNAL CORP COM 313855108 3,527 255,421 SH   DFND 1 249,921 0 5,500
FEDEX CORP COM 31428X106 911 4,670 SH   DFND 1 4,670 0 0
FELCOR LODGING TR INC COM 31430F101 5,286 703,867 SH   DFND 1 684,287 0 19,580
F5 NETWORKS INC COM 315616102 1,575 11,045 SH   DFND 1 11,045 0 0
FIDELITY & GTY LIFE COM 315785105 235 8,443 SH   DFND 1 8,201 0 242
FIDELITY NATL INFORMATION SV COM 31620M106 913 11,463 SH   DFND 1 5,963 0 5,500
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1 9 SH   DFND 1 9 0 0
FIFTH THIRD BANCORP COM 316773100 1,861 73,259 SH   DFND 1 73,259 0 0
FINANCIAL INSTNS INC COM 317585404 203 6,148 SH   DFND 1 6,148 0 0
FINISAR CORP COM NEW 31787A507 1 18 SH   DFND 1 18 0 0
FINISH LINE INC CL A 317923100 3,185 223,817 SH   DFND 1 220,420 0 3,397
FIRST AMERN FINL CORP COM 31847R102 2,728 69,452 SH   DFND 1 41,956 0 27,496
FIRST BANCORP P R COM NEW 318672706 4,224 747,628 SH   DFND 1 734,996 0 12,632
FIRST COMWLTH FINL CORP PA COM 319829107 1,291 97,325 SH   DFND 1 97,325 0 0
FIRST CMNTY BANCSHARES INC N COM 31983A103 122 4,888 SH   DFND 1 4,888 0 0
FIRST CONN BANCORP INC MD COM 319850103 9 351 SH   DFND 1 0 0 351
FIRST DEFIANCE FINL CORP COM 32006W106 91 1,848 SH   DFND 1 1,724 0 124
FIRST DATA CORP NEW COM CL A 32008D106 60 3,900 SH   DFND 1 0 0 3,900
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FIRST HORIZON NATL CORP COM 320517105 193 10,416 SH   DFND 1 10,416 0 0
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FIRST MERCHANTS CORP COM 320817109 5,985 152,215 SH   DFND 1 149,085 0 3,130
FIRST MIDWEST BANCORP DEL COM 320867104 4,836 204,241 SH   DFND 1 201,093 0 3,148
FIRST REP BK SAN FRANCISCO C COM 33616C100 1 5 SH   DFND 1 5 0 0
1ST SOURCE CORP COM 336901103 1 12 SH   DFND 1 12 0 0
FIRSTCASH INC COM 33767D105 1 12 SH   DFND 1 12 0 0
FISERV INC COM 337738108 1,436 12,452 SH   DFND 1 8,752 0 3,700
FLAGSTAR BANCORP INC COM PAR .001 337930705 1 11 SH   DFND 1 11 0 0
FIRSTENERGY CORP COM 337932107 6,633 208,457 SH   DFND 1 119,323 0 89,134
FIVE BELOW INC COM 33829M101 1 10 SH   DFND 1 10 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 340 2,242 SH   DFND 1 642 0 1,600
FLEXSHARES TR MORNSTAR UPSTR 33939L407 84,192 2,858,801 SH   DFND 1 2,858,801 0 0
FLUOR CORP NEW COM 343412102 98 1,860 SH   DFND 1 1,860 0 0
FLOWERS FOODS INC COM 343498101 1,078 55,560 SH   DFND 1 44,860 0 10,700
FLOWSERVE CORP COM 34354P105 95 1,952 SH   DFND 1 1,952 0 0
FOOT LOCKER INC COM 344849104 11,510 153,854 SH   DFND 1 112,043 0 41,811
FORD MTR CO DEL COM PAR $0.01 345370860 7,451 640,146 SH   DFND 1 629,991 0 10,155
FOREST CITY RLTY TR INC COM CL A 345605109 255 11,724 SH   DFND 1 24 0 11,700
FORESTAR GROUP INC COM 346233109 1,533 112,344 SH   DFND 1 110,068 0 2,276
FORRESTER RESH INC COM 346563109 222 5,586 SH   DFND 1 5,586 0 0
FORTIS INC COM 349553107 685 20,665 SH   DFND 1 20,665 0 0
FORTINET INC COM 34959E109 349 9,089 SH   DFND 1 7,589 0 1,500
FORTIVE CORP COM 34959J108 341 5,663 SH   DFND 1 5,663 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 3,755 61,714 SH   DFND 1 36,631 0 25,083
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 56 2,723 SH   DFND 1 23 0 2,700
FORWARD AIR CORP COM 349853101 1 7 SH   DFND 1 7 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 48 2,100 SH   DFND 1 0 0 2,100
FOX FACTORY HLDG CORP COM 35138V102 1 17 SH   DFND 1 17 0 0
FRANCESCAS HLDGS CORP COM 351793104 51 3,343 SH   DFND 1 3,026 0 317
FRANCO NEVADA CORP COM 351858105 293 4,398 SH   DFND 1 4,398 0 0
FRANKLIN RES INC COM 354613101 199 4,729 SH   DFND 1 4,729 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 155 12,765 SH   DFND 1 7,265 0 5,500
FREDS INC CL A 356108100 1 33 SH   DFND 1 33 0 0
FREEPORT-MCMORAN INC CL B 35671D857 423 31,636 SH   DFND 1 31,636 0 0
FRESHPET INC COM 358039105 1 55 SH   DFND 1 55 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 221 103,291 SH   DFND 1 31,991 0 71,300
FULLER H B CO COM 359694106 1 8 SH   DFND 1 8 0 0
GATX CORP COM 361448103 1 20 SH   DFND 1 20 0 0
GEO GROUP INC NEW COM 36162J106 167 3,612 SH   DFND 1 12 0 3,600
GGP INC COM 36174X101 1,070 46,174 SH   DFND 1 20,574 0 25,600
GNC HLDGS INC COM CL A 36191G107 49 6,687 SH   DFND 1 6,687 0 0
G-III APPAREL GROUP LTD COM 36237H101 1 15 SH   DFND 1 15 0 0
GALLAGHER ARTHUR J & CO COM 363576109 130 2,307 SH   DFND 1 2,307 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 939 28,107 SH   DFND 1 17,607 0 10,500
GAMESTOP CORP NEW CL A 36467W109 799 35,421 SH   DFND 1 34,721 0 700
GANNETT CO INC COM 36473H104 97 11,583 SH   DFND 1 11,583 0 0
GAP INC DEL COM 364760108 1,840 75,767 SH   DFND 1 20,162 0 55,605
GARTNER INC COM 366651107 184 1,700 SH   DFND 1 0 0 1,700
GENERAC HLDGS INC COM 368736104 1 17 SH   DFND 1 17 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1 29 SH   DFND 1 29 0 0
GENERAL DYNAMICS CORP COM 369550108 9,350 49,946 SH   DFND 1 29,673 0 20,273
GENERAL ELECTRIC CO COM 369604103 20,100 674,511 SH   DFND 1 461,147 0 213,364
GENERAL MLS INC COM 370334104 8,753 148,336 SH   DFND 1 91,832 0 56,504
GENERAL MTRS CO COM 37045V100 4,512 127,606 SH   DFND 1 126,406 0 1,200
GENESEE & WYO INC CL A 371559105 1 10 SH   DFND 1 10 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 1 147 SH   DFND 1 147 0 0
GENTEX CORP COM 371901109 221 10,372 SH   DFND 1 10,372 0 0
GENUINE PARTS CO COM 372460105 168 1,813 SH   DFND 1 1,813 0 0
GENWORTH FINL INC COM CL A 37247D106 1,601 388,558 SH   DFND 1 381,018 0 7,540
GENTHERM INC COM 37253A103 1 9 SH   DFND 1 9 0 0
GERON CORP COM 374163103 1,850 814,921 SH   DFND 1 800,388 0 14,533
GIBRALTAR INDS INC COM 374689107 1 13 SH   DFND 1 13 0 0
GIGAMON INC COM 37518B102 4,395 123,632 SH   DFND 1 121,282 0 2,350
GILEAD SCIENCES INC COM 375558103 19,688 289,875 SH   DFND 1 188,619 0 101,256
GILDAN ACTIVEWEAR INC COM 375916103 151 5,598 SH   DFND 1 5,598 0 0
GLOBALSTAR INC COM 378973408 1 234 SH   DFND 1 234 0 0
GLOBAL PMTS INC COM 37940X102 404 5,005 SH   DFND 1 2,005 0 3,000
GLOBAL X FDS GLOBX SUPDV US 37950E291 38,567 1,530,434 SH   DFND 1 1,530,434 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 3,333 96,903 SH   DFND 1 95,343 0 1,560
GLOBUS MED INC CL A 379577208 48 1,615 SH   DFND 1 15 0 1,600
GOLDCORP INC NEW COM 380956409 2,398 164,392 SH   DFND 1 19,692 0 144,700
GOLDMAN SACHS GROUP INC COM 38141G104 6,597 28,718 SH   DFND 1 21,941 0 6,777
GOODYEAR TIRE & RUBR CO COM 382550101 471 13,075 SH   DFND 1 13,075 0 0
GOPRO INC CL A 38268T103 1 44 SH   DFND 1 44 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 524 25,019 SH   DFND 1 22,219 0 2,800
GRACO INC COM 384109104 1 5 SH   DFND 1 5 0 0
GRAHAM HLDGS CO COM 384637104 2 4 SH   DFND 1 4 0 0
GRAINGER W W INC COM 384802104 179 771 SH   DFND 1 771 0 0
GRAMERCY PPTY TR COM NEW 385002308 242 9,213 SH   DFND 1 13 0 9,200
GRAN TIERRA ENERGY INC COM 38500T101 2,821 1,068,500 SH   DFND 1 1,022,100 0 46,400
GRAND CANYON ED INC COM 38526M106 3 35 SH   DFND 1 35 0 0
GRANITE CONSTR INC COM 387328107 2 30 SH   DFND 1 30 0 0
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 3,158 90,300 SH   DFND 1 85,300 0 5,000
GRAPHIC PACKAGING HLDG CO COM 388689101 46 3,563 SH   DFND 1 3,563 0 0
GREAT SOUTHN BANCORP INC COM 390905107 100 1,983 SH   DFND 1 1,983 0 0
GREAT PLAINS ENERGY INC COM 391164100 2,215 75,801 SH   DFND 1 68,601 0 7,200
GREAT WESTN BANCORP INC COM 391416104 7,409 174,699 SH   DFND 1 171,425 0 3,274
GREEN PLAINS INC COM 393222104 1,305 52,744 SH   DFND 1 49,880 0 2,864
GREENBRIER COS INC COM 393657101 4,954 114,945 SH   DFND 1 112,677 0 2,268
GREIF INC CL A 397624107 1 10 SH   DFND 1 10 0 0
GRIFFON CORP COM 398433102 1 25 SH   DFND 1 25 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1 7 SH   DFND 1 7 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 1,404 29,295 SH   DFND 1 29,295 0 0
GROUPON INC COM 399473107 1 97 SH   DFND 1 97 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 51 900 SH   DFND 1 0 0 900
GULF ISLAND FABRICATION INC COM 402307102 35 3,000 SH   DFND 1 3,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 250 14,549 SH   DFND 1 49 0 14,500
HCA HOLDINGS INC COM 40412C101 1,422 15,978 SH   DFND 1 7,178 0 8,800
HCP INC COM 40414L109 1,077 34,423 SH   DFND 1 13,523 0 20,900
HDFC BANK LTD ADR REPS 3 SHS 40415F101 511 6,800 SH   DFND 1 6,800 0 0
HCI GROUP INC COM 40416E103 4,706 103,257 SH   DFND 1 101,637 0 1,620
HD SUPPLY HLDGS INC COM 40416M105 4 98 SH   DFND 1 98 0 0
HFF INC CL A 40418F108 3,037 109,775 SH   DFND 1 106,296 0 3,479
HNI CORP COM 404251100 1 8 SH   DFND 1 8 0 0
HMS HLDGS CORP COM 40425J101 59 2,923 SH   DFND 1 109 0 2,814
HSN INC COM 404303109 26 694 SH   DFND 1 694 0 0
HRG GROUP INC COM 40434J100 263 13,623 SH   DFND 1 4,123 0 9,500
HP INC COM 40434L105 10,616 593,714 SH   DFND 1 483,672 0 110,042
HACKETT GROUP INC COM 404609109 1,973 101,216 SH   DFND 1 99,205 0 2,011
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HAIN CELESTIAL GROUP INC COM 405217100 243 6,523 SH   DFND 1 23 0 6,500
HALLADOR ENERGY COMPANY COM 40609P105 27 3,400 SH   DFND 1 0 0 3,400
HALLIBURTON CO COM 406216101 7,832 159,156 SH   DFND 1 55,720 0 103,436
HALOZYME THERAPEUTICS INC COM 40637H109 1,293 99,746 SH   DFND 1 98,073 0 1,673
HALYARD HEALTH INC COM 40650V100 49 1,276 SH   DFND 1 11 0 1,265
HANCOCK HLDG CO COM 410120109 2,747 60,298 SH   DFND 1 59,449 0 849
HANESBRANDS INC COM 410345102 103 4,960 SH   DFND 1 4,960 0 0
HANMI FINL CORP COM NEW 410495204 6,342 206,251 SH   DFND 1 202,483 0 3,768
HANOVER INS GROUP INC COM 410867105 1,971 21,884 SH   DFND 1 21,684 0 200
HARLEY DAVIDSON INC COM 412822108 145 2,400 SH   DFND 1 2,400 0 0
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HARSCO CORP COM 415864107 2,291 179,707 SH   DFND 1 176,090 0 3,617
HARTFORD FINL SVCS GROUP INC COM 416515104 387 8,044 SH   DFND 1 8,044 0 0
HASBRO INC COM 418056107 175 1,751 SH   DFND 1 1,751 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 599 17,988 SH   DFND 1 13,088 0 4,900
HAWAIIAN HOLDINGS INC COM 419879101 7,127 153,429 SH   DFND 1 150,545 0 2,884
HAWAIIAN TELCOM HOLDCO INC COM 420031106 7 300 SH   DFND 1 0 0 300
HEALTHCARE SVCS GRP INC COM 421906108 1 9 SH   DFND 1 9 0 0
HEALTHSOUTH CORP COM NEW 421924309 292 6,820 SH   DFND 1 4,754 0 2,066
HEALTHCARE RLTY TR COM 421946104 228 7,010 SH   DFND 1 10 0 7,000
HEADWATERS INC COM 42210P102 1 56 SH   DFND 1 56 0 0
HEALTHSTREAM INC COM 42222N103 1 27 SH   DFND 1 27 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 249 7,900 SH   DFND 1 0 0 7,900
HEALTHEQUITY INC COM 42226A107 47 1,100 SH   DFND 1 0 0 1,100
HEARTLAND EXPRESS INC COM 422347104 1 17 SH   DFND 1 17 0 0
HEARTLAND FINL USA INC COM 42234Q102 2,166 43,357 SH   DFND 1 42,830 0 527
HECLA MNG CO COM 422704106 2,658 502,378 SH   DFND 1 492,878 0 9,500
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 53 6,800 SH   DFND 1 0 0 6,800
HELMERICH & PAYNE INC COM 423452101 701 10,531 SH   DFND 1 3,031 0 7,500
HENRY JACK & ASSOC INC COM 426281101 196 2,104 SH   DFND 1 4 0 2,100
HERC HLDGS INC COM 42704L104 1 9 SH   DFND 1 9 0 0
HERITAGE FINL CORP WASH COM 42722X106 814 32,874 SH   DFND 1 32,874 0 0
HERITAGE INS HLDGS INC COM 42727J102 2,306 180,545 SH   DFND 1 176,664 0 3,881
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 4,132 219,908 SH   DFND 1 213,658 0 6,250
HERSHEY CO COM 427866108 1,733 15,861 SH   DFND 1 7,661 0 8,200
HESS CORP COM 42809H107 1,386 28,757 SH   DFND 1 6,457 0 22,300
HEWLETT PACKARD ENTERPRISE C COM 42824C109 639 26,966 SH   DFND 1 26,766 0 200
HEXCEL CORP NEW COM 428291108 1 11 SH   DFND 1 11 0 0
HIGHWOODS PPTYS INC COM 431284108 261 5,307 SH   DFND 1 7 0 5,300
HILL ROM HLDGS INC COM 431475102 200 2,831 SH   DFND 1 6 0 2,825
HILLTOP HOLDINGS INC COM 432748101 4,517 164,435 SH   DFND 1 160,910 0 3,525
HILTON WORLDWIDE HLDGS INC COM 43300A203 16 278 SH   DFND 1 278 0 0
HOLLYFRONTIER CORP COM 436106108 649 22,906 SH   DFND 1 9,806 0 13,100
HOLOGIC INC COM 436440101 536 12,586 SH   DFND 1 3,286 0 9,300
HOME BANCSHARES INC COM 436893200 4,933 182,229 SH   DFND 1 178,757 0 3,472
HOME DEPOT INC COM 437076102 32,639 222,289 SH   DFND 1 147,411 0 74,878
HOMESTREET INC COM 43785V102 2,819 100,867 SH   DFND 1 99,279 0 1,588
HONEYWELL INTL INC COM 438516106 13,185 105,593 SH   DFND 1 64,134 0 41,459
HOOKER FURNITURE CORP COM 439038100 844 27,172 SH   DFND 1 26,372 0 800
HORACE MANN EDUCATORS CORP N COM 440327104 180 4,395 SH   DFND 1 4,395 0 0
HORMEL FOODS CORP COM 440452100 635 18,348 SH   DFND 1 3,248 0 15,100
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,273 40,373 SH   DFND 1 32,600 0 7,773
HOST HOTELS & RESORTS INC COM 44107P104 1,204 64,516 SH   DFND 1 31,516 0 33,000
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 1 87 SH   DFND 1 87 0 0
HOWARD HUGHES CORP COM 44267D107 270 2,300 SH   DFND 1 0 0 2,300
HUB GROUP INC CL A 443320106 2,843 61,280 SH   DFND 1 60,450 0 830
HUBBELL INC COM 443510607 2 15 SH   DFND 1 15 0 0
HUDBAY MINERALS INC COM 443628102 367 56,100 SH   DFND 1 56,100 0 0
HUDSON PAC PPTYS INC COM 444097109 239 6,910 SH   DFND 1 10 0 6,900
HUMANA INC COM 444859102 4,028 19,541 SH   DFND 1 15,181 0 4,360
HUNT J B TRANS SVCS INC COM 445658107 87 948 SH   DFND 1 948 0 0
HUNTINGTON BANCSHARES INC COM 446150104 3,629 271,013 SH   DFND 1 169,126 0 101,887
HUNTINGTON INGALLS INDS INC COM 446413106 498 2,487 SH   DFND 1 2,302 0 185
HUNTSMAN CORP COM 447011107 8 316 SH   DFND 1 28 0 288
HURON CONSULTING GROUP INC COM 447462102 4 101 SH   DFND 1 0 0 101
HYATT HOTELS CORP COM CL A 448579102 192 3,548 SH   DFND 1 3,548 0 0
IDT CORP CL B NEW 448947507 614 48,298 SH   DFND 1 47,298 0 1,000
IAC INTERACTIVECORP COM 44919P508 52 707 SH   DFND 1 7 0 700
ICF INTL INC COM 44925C103 1 8 SH   DFND 1 8 0 0
ICU MED INC COM 44930G107 4,753 31,127 SH   DFND 1 30,093 0 1,034
IPG PHOTONICS CORP COM 44980X109 1 7 SH   DFND 1 7 0 0
ISTAR INC COM 45031U101 46 3,900 SH   DFND 1 0 0 3,900
IXIA COM 45071R109 1,157 58,881 SH   DFND 1 57,724 0 1,157
ITT INC COM 45073V108 1 14 SH   DFND 1 14 0 0
IBERIABANK CORP COM 450828108 7,454 94,235 SH   DFND 1 92,660 0 1,575
ICICI BK LTD ADR 45104G104 301 35,000 SH   DFND 1 35,000 0 0
ICONIX BRAND GROUP INC COM 451055107 1 55 SH   DFND 1 55 0 0
IDACORP INC COM 451107106 3,108 37,463 SH   DFND 1 34,858 0 2,605
IDEX CORP COM 45167R104 1 6 SH   DFND 1 6 0 0
IDEXX LABS INC COM 45168D104 620 4,008 SH   DFND 1 1,108 0 2,900
ILLINOIS TOOL WKS INC COM 452308109 11,501 86,821 SH   DFND 1 53,594 0 33,227
ILLUMINA INC COM 452327109 1,125 6,592 SH   DFND 1 2,492 0 4,100
IMPAX LABORATORIES INC COM 45256B101 1,497 118,327 SH   DFND 1 116,127 0 2,200
IMPERIAL OIL LTD COM NEW 453038408 1 98 SH   DFND 1 98 0 0
INC RESH HLDGS INC CL A 45329R109 4,098 89,389 SH   DFND 1 85,787 0 3,602
INCYTE CORP COM 45337C102 1,461 10,927 SH   DFND 1 5,827 0 5,100
INDEPENDENT BANK CORP MICH COM NEW 453838609 172 8,304 SH   DFND 1 8,304 0 0
INDEPENDENT BK GROUP INC COM 45384B106 1,679 26,105 SH   DFND 1 25,804 0 301
INDEXIQ ETF TR HEDGE MLTI ETF 45409B107 69,871 2,401,875 SH   DFND 1 2,401,875 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 589 182,380 SH   DFND 1 179,080 0 3,300
INFINITY PPTY & CAS CORP COM 45665Q103 47 495 SH   DFND 1 495 0 0
INFINERA CORPORATION COM 45667G103 1 34 SH   DFND 1 34 0 0
INFOSYS LTD SPONSORED ADR 456788108 308 19,504 SH   DFND 1 19,504 0 0
INFRAREIT INC COM 45685L100 1,191 66,160 SH   DFND 1 66,160 0 0
INGEVITY CORP COM 45688C107 1 9 SH   DFND 1 9 0 0
INGLES MKTS INC CL A 457030104 981 22,736 SH   DFND 1 21,341 0 1,395
INGREDION INC COM 457187102 905 7,516 SH   DFND 1 3,016 0 4,500
INSIGHT ENTERPRISES INC COM 45765U103 5,074 123,491 SH   DFND 1 121,393 0 2,098
INSMED INC COM PAR $.01 457669307 1,283 73,262 SH   DFND 1 71,639 0 1,623
INNOPHOS HOLDINGS INC COM 45774N108 2,677 49,593 SH   DFND 1 48,917 0 676
INSPERITY INC COM 45778Q107 7,985 90,071 SH   DFND 1 88,425 0 1,646
INOGEN INC COM 45780L104 1,489 19,200 SH   DFND 1 19,200 0 0
INSTALLED BLDG PRODS INC COM 45780R101 206 3,900 SH   DFND 1 3,900 0 0
INOVALON HLDGS INC COM CL A 45781D101 1 74 SH   DFND 1 74 0 0
INNOVIVA INC COM 45781M101 2,041 147,558 SH   DFND 1 145,949 0 1,609
INSULET CORP COM 45784P101 52 1,213 SH   DFND 1 13 0 1,200
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 55 1,308 SH   DFND 1 8 0 1,300
INTEGRATED DEVICE TECHNOLOGY COM 458118106 3,907 165,069 SH   DFND 1 162,480 0 2,589
INTEL CORP COM 458140100 19,870 550,869 SH   DFND 1 401,095 0 149,774
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,914 182,135 SH   DFND 1 179,085 0 3,050
INTER PARFUMS INC COM 458334109 1 21 SH   DFND 1 21 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 57 500 SH   DFND 1 0 0 500
INTERFACE INC COM 458665304 4,385 230,164 SH   DFND 1 226,411 0 3,753
INTERCONTINENTAL EXCHANGE IN COM 45866F104 565 9,435 SH   DFND 1 9,435 0 0
INTERDIGITAL INC COM 45867G101 3,286 38,076 SH   DFND 1 37,455 0 621
INTERNATIONAL BUSINESS MACHS COM 459200101 15,964 91,675 SH   DFND 1 70,021 0 21,654
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 282 2,128 SH   DFND 1 2,128 0 0
INTL PAPER CO COM 460146103 1,736 34,193 SH   DFND 1 34,193 0 0
INTERPUBLIC GROUP COS INC COM 460690100 185 7,522 SH   DFND 1 7,522 0 0
INTERSECT ENT INC COM 46071F103 1,165 67,950 SH   DFND 1 66,850 0 1,100
INTRAWEST RESORTS HLDGS INC COM 46090K109 2,086 83,418 SH   DFND 1 81,263 0 2,155
INTL FCSTONE INC COM 46116V105 2,726 71,813 SH   DFND 1 70,898 0 915
INTUIT COM 461202103 856 7,379 SH   DFND 1 3,079 0 4,300
INVACARE CORP COM 461203101 1,961 164,767 SH   DFND 1 164,767 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 1,720 2,244 SH   DFND 1 1,109 0 1,135
INTREPID POTASH INC COM 46121Y102 5 2,625 SH   DFND 1 0 0 2,625
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1 23 SH   DFND 1 23 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,394 118,207 SH   DFND 1 116,393 0 1,814
INVESTORS BANCORP INC NEW COM 46146L101 169 11,773 SH   DFND 1 11,773 0 0
IONIS PHARMACEUTICALS INC COM 462222100 161 4,010 SH   DFND 1 10 0 4,000
IRIDIUM COMMUNICATIONS INC COM 46269C102 1 47 SH   DFND 1 47 0 0
IROBOT CORP COM 462726100 1,863 28,171 SH   DFND 1 28,171 0 0
IRON MTN INC NEW COM 46284V101 547 15,327 SH   DFND 1 2,827 0 12,500
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 50 2,941 SH   DFND 1 41 0 2,900
ISHARES MSCI FRNTR100ETF 464286145 5 197 SH   DFND 1 0 0 197
ISHARES EM MKTS DIV ETF 464286319 15 367 SH   DFND 1 367 0 0
ISHARES EM MKTS CURR ETF 464286517 26 576 SH   DFND 1 576 0 0
ISHARES MIN VOL GBL ETF 464286525 3,319 43,033 SH   DFND 1 42,990 0 43
ISHARES MIN VOL EMRG MKT 464286533 13 250 SH   DFND 1 250 0 0
ISHARES TR SELECT DIVID ETF 464287168 35 384 SH   DFND 1 384 0 0
ISHARES TR TIPS BD ETF 464287176 140,966 1,229,531 SH   DFND 1 1,229,453 0 78
ISHARES TR CORE S&P500 ETF 464287200 927,198 3,907,774 SH   DFND 1 3,907,774 0 0
ISHARES TR CORE US AGGBD ET 464287226 476,759 4,394,500 SH   DFND 1 4,394,500 0 0
ISHARES TR IBOXX INV CP ETF 464287242 92 778 SH   DFND 1 778 0 0
ISHARES TR 20 YR TR BD ETF 464287432 183,339 1,518,842 SH   DFND 1 1,518,842 0 0
ISHARES TR MSCI EAFE ETF 464287465 125,372 2,012,709 SH   DFND 1 2,012,709 0 0
ISHARES TR CORE S&P MCP ETF 464287507 5,736 33,501 SH   DFND 1 33,501 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 11,942 103,894 SH   DFND 1 103,894 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 9,129 80,222 SH   DFND 1 80,222 0 0
ISHARES TR RUS 1000 ETF 464287622 869,188 6,622,381 SH   DFND 1 6,622,381 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 11,192 81,410 SH   DFND 1 81,410 0 0
ISHARES TR GL TIMB FORE ETF 464288174 10 180 SH   DFND 1 0 0 180
ISHARES TR JP MOR EM MK ETF 464288281 50,076 440,421 SH   DFND 1 440,421 0 0
ISHARES TR GLB INFRASTR ETF 464288372 114,940 2,715,973 SH   DFND 1 2,715,802 0 171
ISHARES TR INTL SEL DIV ETF 464288448 26 826 SH   DFND 1 826 0 0
ISHARES TR MBS ETF 464288588 11,173 104,860 SH   DFND 1 104,860 0 0
ISHARES TR U.S. PFD STK ETF 464288687 70,183 1,813,505 SH   DFND 1 1,813,324 0 181
ISHARES TR MICRO-CAP ETF 464288869 47,363 552,985 SH   DFND 1 552,985 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 47,331 564,406 SH   DFND 1 564,406 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 116,836 1,770,242 SH   DFND 1 1,770,242 0 0
ISHARES TR MIN VOL USA ETF 46429B697 68,754 1,440,780 SH   DFND 1 1,440,780 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 689 8,334 SH   DFND 1 8,334 0 0
ISLE OF CAPRI CASINOS INC COM 464592104 4,380 166,170 SH   DFND 1 163,972 0 2,198
ITRON INC COM 465741106 1 8 SH   DFND 1 8 0 0
J & J SNACK FOODS CORP COM 466032109 218 1,606 SH   DFND 1 306 0 1,300
JPMORGAN CHASE & CO COM 46625H100 36,429 414,720 SH   DFND 1 277,493 0 137,227
JABIL CIRCUIT INC COM 466313103 44 1,520 SH   DFND 1 1,520 0 0
JACK IN THE BOX INC COM 466367109 6,963 68,448 SH   DFND 1 67,373 0 1,075
JACOBS ENGR GROUP INC DEL COM 469814107 78 1,416 SH   DFND 1 1,416 0 0
JD COM INC SPON ADR CL A 47215P106 924 29,700 SH   DFND 1 27,500 0 2,200
JETBLUE AIRWAYS CORP COM 477143101 160 7,748 SH   DFND 1 7,748 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1 6 SH   DFND 1 6 0 0
JOHNSON & JOHNSON COM 478160104 37,656 302,340 SH   DFND 1 169,887 0 132,453
JONES LANG LASALLE INC COM 48020Q107 213 1,913 SH   DFND 1 113 0 1,800
J2 GLOBAL INC COM 48123V102 6,049 72,094 SH   DFND 1 70,761 0 1,333
JUNIPER NETWORKS INC COM 48203R104 1,800 64,679 SH   DFND 1 64,679 0 0
KAR AUCTION SVCS INC COM 48238T109 1 24 SH   DFND 1 24 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 22 500 SH   DFND 1 0 0 500
KBR INC COM 48242W106 3,632 241,638 SH   DFND 1 158,988 0 82,650
KCG HLDGS INC CL A 48244B100 3,896 218,496 SH   DFND 1 215,466 0 3,030
KLA-TENCOR CORP COM 482480100 261 2,744 SH   DFND 1 2,744 0 0
KT CORP SPONSORED ADR 48268K101 3,804 226,054 SH   DFND 1 87,024 0 139,030
K12 INC COM 48273U102 1 38 SH   DFND 1 38 0 0
KADANT INC COM 48282T104 8 134 SH   DFND 1 0 0 134
KAISER ALUMINUM CORP COM PAR $0.01 483007704 52 646 SH   DFND 1 646 0 0
KAMAN CORP COM 483548103 119 2,464 SH   DFND 1 2,464 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 113 1,313 SH   DFND 1 1,313 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 7,826 338,798 SH   DFND 1 333,198 0 5,600
KATE SPADE & CO COM 485865109 1 48 SH   DFND 1 48 0 0
KB HOME COM 48666K109 6,884 346,267 SH   DFND 1 340,136 0 6,131
KEARNY FINL CORP MD COM 48716P108 1 74 SH   DFND 1 74 0 0
KELLOGG CO COM 487836108 7,211 99,313 SH   DFND 1 67,084 0 32,229
KELLY SVCS INC CL A 488152208 1 19 SH   DFND 1 19 0 0
KENNAMETAL INC COM 489170100 350 8,916 SH   DFND 1 8,916 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 110 4,960 SH   DFND 1 0 0 4,960
KEYCORP NEW COM 493267108 732 41,163 SH   DFND 1 41,163 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1 26 SH   DFND 1 26 0 0
KFORCE INC COM 493732101 1 21 SH   DFND 1 21 0 0
KILROY RLTY CORP COM 49427F108 3,780 52,435 SH   DFND 1 27,860 0 24,575
KIMBERLY CLARK CORP COM 494368103 11,091 84,260 SH   DFND 1 53,569 0 30,691
KIMCO RLTY CORP COM 49446R109 4,653 210,620 SH   DFND 1 122,694 0 87,926
KINDER MORGAN INC DEL COM 49456B101 4,144 190,597 SH   DFND 1 41,697 0 148,900
KINDRED HEALTHCARE INC COM 494580103 2,138 256,088 SH   DFND 1 251,808 0 4,280
KINROSS GOLD CORP COM NO PAR 496902404 38 10,700 SH   DFND 1 10,700 0 0
KITE PHARMA INC COM 49803L109 87 1,110 SH   DFND 1 10 0 1,100
KITE RLTY GROUP TR COM NEW 49803T300 71 3,300 SH   DFND 1 0 0 3,300
KNOLL INC COM NEW 498904200 2,671 112,190 SH   DFND 1 110,342 0 1,848
KNIGHT TRANSN INC COM 499064103 1 11 SH   DFND 1 11 0 0
KNOWLES CORP COM 49926D109 1 30 SH   DFND 1 30 0 0
KOHLS CORP COM 500255104 3,677 92,356 SH   DFND 1 52,790 0 39,566
KOPPERS HOLDINGS INC COM 50060P106 3,415 80,633 SH   DFND 1 79,273 0 1,360
KOREA ELECTRIC PWR SPONSORED ADR 500631106 10 500 SH   DFND 1 0 0 500
KORN FERRY INTL COM NEW 500643200 1 20 SH   DFND 1 20 0 0
KRAFT HEINZ CO COM 500754106 5,680 62,543 SH   DFND 1 28,143 0 34,400
KROGER CO COM 501044101 2,760 93,590 SH   DFND 1 38,090 0 55,500
KULICKE & SOFFA INDS INC COM 501242101 28 1,370 SH   DFND 1 827 0 543
L BRANDS INC COM 501797104 1,883 39,976 SH   DFND 1 39,976 0 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 1 100 SH   DFND 1 0 0 100
LKQ CORP COM 501889208 116 3,970 SH   DFND 1 3,970 0 0
LCI INDS COM 50189K103 1 6 SH   DFND 1 6 0 0
LTC PPTYS INC COM 502175102 471 9,826 SH   DFND 1 6,926 0 2,900
LSC COMMUNICATIONS INC COM 50218P107 66 2,637 SH   DFND 1 2,637 0 0
L3 TECHNOLOGIES INC COM 502413107 594 3,594 SH   DFND 1 3,594 0 0
LA Z BOY INC COM 505336107 1 16 SH   DFND 1 16 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 733 5,108 SH   DFND 1 1,208 0 3,900
LADDER CAP CORP CL A 505743104 2,322 160,781 SH   DFND 1 158,184 0 2,597
LAM RESEARCH CORP COM 512807108 1,950 15,195 SH   DFND 1 15,095 0 100
LAMAR ADVERTISING CO NEW CL A 512816109 1,900 25,421 SH   DFND 1 8 0 25,413
LAMB WESTON HLDGS INC COM 513272104 2,981 70,864 SH   DFND 1 36,691 0 34,173
LANCASTER COLONY CORP COM 513847103 304 2,361 SH   DFND 1 1,061 0 1,300
LANDSTAR SYS INC COM 515098101 1 7 SH   DFND 1 7 0 0
LAREDO PETROLEUM INC COM 516806106 813 55,700 SH   DFND 1 41,900 0 13,800
LAS VEGAS SANDS CORP COM 517834107 2 27 SH   DFND 1 27 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5,511 190,365 SH   DFND 1 181,980 0 8,385
LAUDER ESTEE COS INC CL A 518439104 1,553 18,311 SH   DFND 1 5,711 0 12,600
LEAR CORP COM NEW 521865204 11,909 84,115 SH   DFND 1 55,487 0 28,628
LEE ENTERPRISES INC COM 523768109 5 2,000 SH   DFND 1 0 0 2,000
LEGGETT & PLATT INC COM 524660107 71 1,407 SH   DFND 1 1,407 0 0
LEIDOS HLDGS INC COM 525327102 1,084 21,200 SH   DFND 1 18,800 0 2,400
LEMAITRE VASCULAR INC COM 525558201 155 6,307 SH   DFND 1 6,066 0 241
LENDINGCLUB CORP COM 52603A109 1 96 SH   DFND 1 96 0 0
LENDINGTREE INC NEW COM 52603B107 4,816 38,421 SH   DFND 1 37,822 0 599
LENNAR CORP CL A 526057104 129 2,516 SH   DFND 1 2,516 0 0
LENNOX INTL INC COM 526107107 2 10 SH   DFND 1 10 0 0
LEUCADIA NATL CORP COM 527288104 308 11,849 SH   DFND 1 11,849 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,342 23,458 SH   DFND 1 11,358 0 12,100
LEXINGTON REALTY TRUST COM 529043101 4,835 484,426 SH   DFND 1 460,826 0 23,600
LIBERTY BROADBAND CORP COM SER C 530307305 1 6 SH   DFND 1 6 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1 58 SH   DFND 1 58 0 0
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 1 10 SH   DFND 1 10 0 0
LIBERTY PPTY TR SH BEN INT 531172104 1,286 33,366 SH   DFND 1 25,966 0 7,400
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1 14 SH   DFND 1 14 0 0
LIFEPOINT HEALTH INC COM 53219L109 187 2,856 SH   DFND 1 1,956 0 900
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 53 503 SH   DFND 1 3 0 500
LIFETIME BRANDS INC COM 53222Q103 16 800 SH   DFND 1 0 0 800
LIFE STORAGE INC COM 53223X107 197 2,400 SH   DFND 1 0 0 2,400
LILLY ELI & CO COM 532457108 9,620 114,371 SH   DFND 1 65,424 0 48,947
LINCOLN ELEC HLDGS INC COM 533900106 1 5 SH   DFND 1 5 0 0
LINCOLN NATL CORP IND COM 534187109 7,622 116,459 SH   DFND 1 73,182 0 43,277
LIQUIDITY SERVICES INC COM 53635B107 4 532 SH   DFND 1 0 0 532
LITHIA MTRS INC CL A 536797103 1 6 SH   DFND 1 6 0 0
LITTELFUSE INC COM 537008104 1 3 SH   DFND 1 3 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 4,623 152,222 SH   DFND 1 94,650 0 57,572
LOCKHEED MARTIN CORP COM 539830109 5,239 19,579 SH   DFND 1 13,420 0 6,159
LOEWS CORP COM 540424108 130 2,774 SH   DFND 1 2,774 0 0
LOGMEIN INC COM 54142L109 2,223 22,800 SH   DFND 1 15,944 0 6,856
LOWES COS INC COM 548661107 16,282 198,051 SH   DFND 1 128,849 0 69,202
LULULEMON ATHLETICA INC COM 550021109 2 48 SH   DFND 1 48 0 0
LUMINEX CORP DEL COM 55027E102 827 45,020 SH   DFND 1 43,984 0 1,036
M & T BK CORP COM 55261F104 316 2,042 SH   DFND 1 2,042 0 0
M D C HLDGS INC COM 552676108 2,224 74,025 SH   DFND 1 73,366 0 659
MDU RES GROUP INC COM 552690109 210 7,668 SH   DFND 1 68 0 7,600
MFA FINL INC COM 55272X102 1,365 168,896 SH   DFND 1 166,896 0 2,000
MGE ENERGY INC COM 55277P104 46 709 SH   DFND 1 9 0 700
MGIC INVT CORP WIS COM 552848103 7,803 770,306 SH   DFND 1 757,733 0 12,573
MGM RESORTS INTERNATIONAL COM 552953101 1 30 SH   DFND 1 30 0 0
M/I HOMES INC COM 55305B101 1 15 SH   DFND 1 15 0 0
MKS INSTRUMENT INC COM 55306N104 267 3,886 SH   DFND 1 3,886 0 0
MRC GLOBAL INC COM 55345K103 32 1,727 SH   DFND 1 1,427 0 300
MSA SAFETY INC COM 553498106 1 6 SH   DFND 1 6 0 0
MSC INDL DIRECT INC CL A 553530106 179 1,741 SH   DFND 1 1,741 0 0
MSCI INC COM 55354G100 1 8 SH   DFND 1 8 0 0
MSG NETWORK INC CL A 553573106 7 300 SH   DFND 1 0 0 300
MTGE INVT CORP COM 55378A105 114 6,800 SH   DFND 1 6,800 0 0
MYR GROUP INC DEL COM 55405W104 4,262 103,948 SH   DFND 1 102,213 0 1,735
MACERICH CO COM 554382101 1,021 15,855 SH   DFND 1 9,855 0 6,000
MACK CALI RLTY CORP COM 554489104 536 19,913 SH   DFND 1 14,013 0 5,900
MACYS INC COM 55616P104 2,585 87,202 SH   DFND 1 56,702 0 30,500
MADDEN STEVEN LTD COM 556269108 1 20 SH   DFND 1 20 0 0
MAGELLAN HEALTH INC COM NEW 559079207 7,265 105,211 SH   DFND 1 102,211 0 3,000
MAGNA INTL INC COM 559222401 558 12,929 SH   DFND 1 12,929 0 0
MALIBU BOATS INC COM CL A 56117J100 706 31,446 SH   DFND 1 30,580 0 866
MANHATTAN ASSOCS INC COM 562750109 6,862 131,828 SH   DFND 1 128,695 0 3,133
MANNING & NAPIER INC CL A 56382Q102 841 147,566 SH   DFND 1 144,316 0 3,250
MANPOWERGROUP INC COM 56418H100 579 5,649 SH   DFND 1 5,649 0 0
MANTECH INTL CORP CL A 564563104 61 1,763 SH   DFND 1 1,763 0 0
MANULIFE FINL CORP COM 56501R106 5,136 289,497 SH   DFND 1 4,097 0 285,400
MARATHON OIL CORP COM 565849106 1,463 92,583 SH   DFND 1 25,983 0 66,600
MARATHON PETE CORP COM 56585A102 10,484 207,442 SH   DFND 1 108,596 0 98,846
MARCUS & MILLICHAP INC COM 566324109 1,948 79,245 SH   DFND 1 77,868 0 1,377
MARCUS CORP COM 566330106 1,469 45,751 SH   DFND 1 45,751 0 0
MARINEMAX INC COM 567908108 6 269 SH   DFND 1 0 0 269
MARKETAXESS HLDGS INC COM 57060D108 1 3 SH   DFND 1 3 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 6,159 61,630 SH   DFND 1 60,520 0 1,110
MARSH & MCLENNAN COS INC COM 571748102 479 6,478 SH   DFND 1 6,478 0 0
MARRIOTT INTL INC NEW CL A 571903202 361 3,830 SH   DFND 1 3,830 0 0
MARTIN MARIETTA MATLS INC COM 573284106 485 2,221 SH   DFND 1 2,221 0 0
MASCO CORP COM 574599106 5,716 168,153 SH   DFND 1 109,406 0 58,747
MASIMO CORP COM 574795100 3,171 34,000 SH   DFND 1 31,610 0 2,390
MASONITE INTL CORP NEW COM 575385109 1 12 SH   DFND 1 12 0 0
MASTEC INC COM 576323109 110 2,751 SH   DFND 1 2,751 0 0
MASTERCARD INCORPORATED CL A 57636Q104 10,471 93,101 SH   DFND 1 50,261 0 42,840
MATADOR RES CO COM 576485205 3,236 136,019 SH   DFND 1 125,288 0 10,731
MATRIX SVC CO COM 576853105 46 2,800 SH   DFND 1 0 0 2,800
MATTEL INC COM 577081102 355 13,857 SH   DFND 1 13,857 0 0
MATTHEWS INTL CORP CL A 577128101 1 10 SH   DFND 1 10 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 16,824 374,207 SH   DFND 1 225,042 0 149,165
MAXLINEAR INC COM 57776J100 5,241 186,843 SH   DFND 1 185,226 0 1,617
MAXIMUS INC COM 577933104 50 800 SH   DFND 1 0 0 800
MCCORMICK & CO INC COM NON VTG 579780206 2,586 26,505 SH   DFND 1 19,805 0 6,700
MCDERMOTT INTL INC COM 580037109 1,739 257,700 SH   DFND 1 230,800 0 26,900
MCDONALDS CORP COM 580135101 17,672 136,345 SH   DFND 1 96,158 0 40,187
MCGRATH RENTCORP COM 580589109 223 6,646 SH   DFND 1 6,646 0 0
MCKESSON CORP COM 58155Q103 9,389 63,325 SH   DFND 1 37,465 0 25,860
MEAD JOHNSON NUTRITION CO COM 582839106 1,343 15,076 SH   DFND 1 4,376 0 10,700
MEDICAL PPTYS TRUST INC COM 58463J304 192 14,900 SH   DFND 1 0 0 14,900
MEDICINES CO COM 584688105 74 1,511 SH   DFND 1 11 0 1,500
MEDIFAST INC COM 58470H101 1,882 42,416 SH   DFND 1 41,951 0 465
MEDIDATA SOLUTIONS INC COM 58471A105 67 1,169 SH   DFND 1 69 0 1,100
MEDNAX INC COM 58502B106 264 3,800 SH   DFND 1 0 0 3,800
MEETME INC COM 585141104 48 8,200 SH   DFND 1 7,200 0 1,000
MERCADOLIBRE INC COM 58733R102 1 3 SH   DFND 1 3 0 0
MERCK & CO INC COM 58933Y105 18,098 284,827 SH   DFND 1 172,270 0 112,557
MERCURY GENL CORP NEW COM 589400100 238 3,896 SH   DFND 1 3,896 0 0
MEREDITH CORP COM 589433101 3,291 50,937 SH   DFND 1 50,108 0 829
MERIDIAN BANCORP INC MD COM 58958U103 1 49 SH   DFND 1 49 0 0
MERIT MED SYS INC COM 589889104 4,447 153,862 SH   DFND 1 151,287 0 2,575
MERITAGE HOMES CORP COM 59001A102 1 11 SH   DFND 1 11 0 0
MERITOR INC COM 59001K100 1,756 102,500 SH   DFND 1 99,300 0 3,200
MERRIMACK PHARMACEUTICALS IN COM 590328100 619 200,826 SH   DFND 1 197,500 0 3,326
META FINL GROUP INC COM 59100U108 2,667 30,132 SH   DFND 1 29,684 0 448
METHODE ELECTRS INC COM 591520200 5,789 126,951 SH   DFND 1 124,750 0 2,201
METLIFE INC COM 59156R108 864 16,349 SH   DFND 1 16,349 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 1,508 3,149 SH   DFND 1 2,349 0 800
MICHAELS COS INC COM 59408Q106 1 29 SH   DFND 1 29 0 0
MICROSOFT CORP COM 594918104 63,110 958,248 SH   DFND 1 595,068 0 363,180
MICROSTRATEGY INC CL A NEW 594972408 5,374 28,618 SH   DFND 1 28,171 0 447
MICROCHIP TECHNOLOGY INC COM 595017104 208 2,817 SH   DFND 1 2,817 0 0
MICRON TECHNOLOGY INC COM 595112103 2,831 97,942 SH   DFND 1 95,542 0 2,400
MID AMER APT CMNTYS INC COM 59522J103 4,238 41,655 SH   DFND 1 22,888 0 18,767
MIDDLEBY CORP COM 596278101 1 5 SH   DFND 1 5 0 0
MIDSOUTH BANCORP INC COM 598039105 31 2,000 SH   DFND 1 0 0 2,000
MILLER HERMAN INC COM 600544100 3,314 105,038 SH   DFND 1 103,238 0 1,800
MIMEDX GROUP INC COM 602496101 3,357 352,307 SH   DFND 1 346,557 0 5,750
MINERALS TECHNOLOGIES INC COM 603158106 1 5 SH   DFND 1 5 0 0
MIX TELEMATICS LTD SPONSORED ADR 60688N102 14 2,300 SH   DFND 1 0 0 2,300
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,035 93,794 SH   DFND 1 85,694 0 8,100
MOBILE MINI INC COM 60740F105 1 10 SH   DFND 1 10 0 0
MODINE MFG CO COM 607828100 1,301 106,652 SH   DFND 1 104,277 0 2,375
MOHAWK INDS INC COM 608190104 310 1,352 SH   DFND 1 1,352 0 0
MOLINA HEALTHCARE INC COM 60855R100 4,678 102,597 SH   DFND 1 99,918 0 2,679
MOLSON COORS BREWING CO CL B 60871R209 1,333 13,923 SH   DFND 1 4,523 0 9,400
MOMENTA PHARMACEUTICALS INC COM 60877T100 2,646 198,182 SH   DFND 1 195,580 0 2,602
MONDELEZ INTL INC CL A 609207105 4,982 115,647 SH   DFND 1 29,347 0 86,300
MONMOUTH REAL ESTATE INVT CO CL A 609720107 152 10,637 SH   DFND 1 5,937 0 4,700
MONOGRAM RESIDENTIAL TR INC COM 60979P105 149 14,931 SH   DFND 1 8,631 0 6,300
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 65 3,248 SH   DFND 1 3,248 0 0
MONRO MUFFLER BRAKE INC COM 610236101 1 7 SH   DFND 1 7 0 0
MONSANTO CO NEW COM 61166W101 1,542 13,623 SH   DFND 1 13,523 0 100
MONSTER BEVERAGE CORP NEW COM 61174X109 1,563 33,849 SH   DFND 1 8,949 0 24,900
MOODYS CORP COM 615369105 247 2,203 SH   DFND 1 2,203 0 0
MOOG INC CL A 615394202 1,420 21,087 SH   DFND 1 20,884 0 203
MORGAN STANLEY COM NEW 617446448 7,276 169,837 SH   DFND 1 136,616 0 33,221
MORNINGSTAR INC COM 617700109 1 4 SH   DFND 1 4 0 0
MOSAIC CO NEW COM 61945C103 257 8,815 SH   DFND 1 8,815 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 1,916 22,218 SH   DFND 1 22,218 0 0
MOVADO GROUP INC COM 624580106 143 5,721 SH   DFND 1 5,463 0 258
MUELLER WTR PRODS INC COM SER A 624758108 1,643 139,015 SH   DFND 1 136,325 0 2,690
MULTI COLOR CORP COM 625383104 1 6 SH   DFND 1 6 0 0
MURPHY OIL CORP COM 626717102 1,282 44,826 SH   DFND 1 31,726 0 13,100
MURPHY USA INC COM 626755102 1 5 SH   DFND 1 5 0 0
MYERS INDS INC COM 628464109 7 453 SH   DFND 1 22 0 431
MYRIAD GENETICS INC COM 62855J104 118 6,150 SH   DFND 1 6,150 0 0
NCI BUILDING SYS INC COM NEW 628852204 2,311 134,779 SH   DFND 1 132,379 0 2,400
NCR CORP NEW COM 62886E108 351 7,679 SH   DFND 1 7,679 0 0
NIC INC COM 62914B100 1,419 70,259 SH   DFND 1 68,860 0 1,399
NMI HLDGS INC CL A 629209305 1,749 153,400 SH   DFND 1 150,483 0 2,917
NRG ENERGY INC COM NEW 629377508 950 50,788 SH   DFND 1 36,888 0 13,900
NTT DOCOMO INC SPONS ADR 62942M201 29 1,250 SH   DFND 1 1,250 0 0
NRG YIELD INC CL A NEW 62942X306 42 2,405 SH   DFND 1 2,405 0 0
NRG YIELD INC CL C 62942X405 797 45,028 SH   DFND 1 44,200 0 828
NVR INC COM 62944T105 23 11 SH   DFND 1 1 0 10
NASDAQ INC COM 631103108 7,438 107,102 SH   DFND 1 69,487 0 37,615
NATERA INC COM 632307104 70 7,905 SH   DFND 1 7,905 0 0
NATIONAL CINEMEDIA INC COM 635309107 32 2,547 SH   DFND 1 2,547 0 0
NATIONAL FUEL GAS CO N J COM 636180101 178 2,993 SH   DFND 1 93 0 2,900
NATIONAL HEALTH INVS INC COM 63633D104 572 7,872 SH   DFND 1 5,690 0 2,182
NATIONAL INSTRS CORP COM 636518102 1 21 SH   DFND 1 21 0 0
NATIONAL OILWELL VARCO INC COM 637071101 1,596 39,805 SH   DFND 1 11,005 0 28,800
NATIONAL RETAIL PPTYS INC COM 637417106 1,367 31,343 SH   DFND 1 24,743 0 6,600
NATIONAL STORAGE AFFILIATES COM SHS BEN IN 637870106 74 3,100 SH   DFND 1 1,100 0 2,000
NATIONSTAR MTG HLDGS INC COM 63861C109 1 28 SH   DFND 1 28 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 39 1,500 SH   DFND 1 0 0 1,500
NATUS MEDICAL INC DEL COM 639050103 4,160 105,986 SH   DFND 1 104,183 0 1,803
NAUTILUS INC COM 63910B102 1 36 SH   DFND 1 36 0 0
NAVIGANT CONSULTING INC COM 63935N107 2,924 127,925 SH   DFND 1 125,979 0 1,946
NAVIENT CORPORATION COM 63938C108 59 4,020 SH   DFND 1 4,020 0 0
NEKTAR THERAPEUTICS COM 640268108 85 3,626 SH   DFND 1 26 0 3,600
NELNET INC CL A 64031N108 771 17,570 SH   DFND 1 17,365 0 205
NEOGEN CORP COM 640491106 53 810 SH   DFND 1 10 0 800
NEOGENOMICS INC COM NEW 64049M209 1 47 SH   DFND 1 47 0 0
NEOPHOTONICS CORP COM 64051T100 2,230 247,494 SH   DFND 1 242,594 0 4,900
NETAPP INC COM 64110D104 1,242 29,674 SH   DFND 1 29,674 0 0
NETFLIX INC COM 64110L106 1,089 7,365 SH   DFND 1 7,365 0 0
NETEASE INC SPONSORED ADR 64110W102 256 900 SH   DFND 1 700 0 200
NETGEAR INC COM 64111Q104 4,098 82,713 SH   DFND 1 81,222 0 1,491
NETSCOUT SYS INC COM 64115T104 1 17 SH   DFND 1 17 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 87 2,009 SH   DFND 1 9 0 2,000
NEUSTAR INC CL A 64126X201 3,370 101,648 SH   DFND 1 100,282 0 1,366
NEVRO CORP COM 64157F103 47 500 SH   DFND 1 0 0 500
NEW JERSEY RES COM 646025106 2,286 57,729 SH   DFND 1 53,929 0 3,800
NEW MEDIA INVT GROUP INC COM 64704V106 32 2,287 SH   DFND 1 2,287 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 592 9,800 SH   DFND 1 9,800 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,420 83,638 SH   DFND 1 82,623 0 1,015
NEW SR INVT GROUP INC COM 648691103 83 8,148 SH   DFND 1 48 0 8,100
NEW YORK CMNTY BANCORP INC COM 649445103 4 292 SH   DFND 1 292 0 0
NEW YORK MTG TR INC COM PAR $.02 649604501 120 19,425 SH   DFND 1 19,425 0 0
NEWELL BRANDS INC COM 651229106 282 5,972 SH   DFND 1 5,972 0 0
NEWFIELD EXPL CO COM 651290108 956 25,905 SH   DFND 1 9,705 0 16,200
NEWLINK GENETICS CORP COM 651511107 3,472 144,071 SH   DFND 1 141,721 0 2,350
NEWMARKET CORP COM 651587107 1 1 SH   DFND 1 1 0 0
NEWMONT MINING CORP COM 651639106 566 17,178 SH   DFND 1 17,178 0 0
NEWS CORP NEW CL A 65249B109 65 5,018 SH   DFND 1 4,518 0 500
NEWS CORP NEW CL B 65249B208 13 933 SH   DFND 1 933 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 1,079 15,387 SH   DFND 1 15,089 0 298
NEXTERA ENERGY INC COM 65339F101 3,845 29,955 SH   DFND 1 16,655 0 13,300
NEXPOINT RESIDENTIAL TR INC COM 65341D102 734 30,379 SH   DFND 1 30,122 0 257
NIKE INC CL B 654106103 1,244 22,330 SH   DFND 1 22,330 0 0
NIPPON TELEG TEL CORP SPONSORED ADR 654624105 4 100 SH   DFND 1 0 0 100
NISOURCE INC COM 65473P105 939 39,484 SH   DFND 1 29,184 0 10,300
NOBLE ENERGY INC COM 655044105 1,491 43,433 SH   DFND 1 9,733 0 33,700
NORDSON CORP COM 655663102 1 5 SH   DFND 1 5 0 0
NORDSTROM INC COM 655664100 80 1,719 SH   DFND 1 1,719 0 0
NORFOLK SOUTHERN CORP COM 655844108 605 5,405 SH   DFND 1 5,405 0 0
NORTHERN OIL & GAS INC NEV COM 665531109 389 149,770 SH   DFND 1 146,983 0 2,787
NORTHERN TR CORP COM 665859104 252 2,906 SH   DFND 1 2,906 0 0
NORTHFIELD BANCORP INC DEL COM 66611T108 43 2,400 SH   DFND 1 2,400 0 0
NORTHROP GRUMMAN CORP COM 666807102 17,932 75,395 SH   DFND 1 51,058 0 24,337
NORTHWEST BANCSHARES INC MD COM 667340103 1 65 SH   DFND 1 65 0 0
NORTHWEST NAT GAS CO COM 667655104 2,547 43,094 SH   DFND 1 41,749 0 1,345
NORTHWESTERN CORP COM NEW 668074305 377 6,430 SH   DFND 1 3,730 0 2,700
NOW INC COM 67011P100 1 54 SH   DFND 1 54 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 222 3,996 SH   DFND 1 396 0 3,600
NUANCE COMMUNICATIONS INC COM 67020Y100 678 39,144 SH   DFND 1 36,444 0 2,700
NUCOR CORP COM 670346105 1,368 22,902 SH   DFND 1 22,902 0 0
NVIDIA CORP COM 67066G104 2,159 19,821 SH   DFND 1 19,821 0 0
NUVASIVE INC COM 670704105 3,586 48,013 SH   DFND 1 45,613 0 2,400
NXSTAGE MEDICAL INC COM 67072V103 2,831 105,512 SH   DFND 1 102,112 0 3,400
OGE ENERGY CORP COM 670837103 2,969 84,878 SH   DFND 1 44,303 0 40,575
O REILLY AUTOMOTIVE INC NEW COM 67103H107 1,239 4,592 SH   DFND 1 4,592 0 0
OFG BANCORP COM 67103X102 3,055 258,893 SH   DFND 1 253,453 0 5,440
OSI SYSTEMS INC COM 671044105 1 5 SH   DFND 1 5 0 0
OASIS PETE INC NEW COM 674215108 264 18,500 SH   DFND 1 0 0 18,500
OCCIDENTAL PETE CORP DEL COM 674599105 5,054 79,760 SH   DFND 1 20,860 0 58,900
OCEANEERING INTL INC COM 675232102 239 8,812 SH   DFND 1 12 0 8,800
OCEANFIRST FINL CORP COM 675234108 657 23,308 SH   DFND 1 22,366 0 942
OCWEN FINL CORP COM NEW 675746309 1 98 SH   DFND 1 98 0 0
OFFICE DEPOT INC COM 676220106 1,959 419,993 SH   DFND 1 411,304 0 8,689
OIL STS INTL INC COM 678026105 3,100 93,527 SH   DFND 1 87,823 0 5,704
OLD DOMINION FGHT LINES INC COM 679580100 1 11 SH   DFND 1 11 0 0
OLD NATL BANCORP IND COM 680033107 437 25,193 SH   DFND 1 25,193 0 0
OLD REP INTL CORP COM 680223104 4,474 218,475 SH   DFND 1 156,071 0 62,404
OLIN CORP COM PAR $1 680665205 1 16 SH   DFND 1 16 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 1 39 SH   DFND 1 39 0 0
OLYMPIC STEEL INC COM 68162K106 875 47,131 SH   DFND 1 46,720 0 411
OMNICOM GROUP INC COM 681919106 2,246 26,051 SH   DFND 1 26,051 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 571 17,298 SH   DFND 1 8,698 0 8,600
OMEGA PROTEIN CORP COM 68210P107 1,365 68,057 SH   DFND 1 67,198 0 859
OMNICELL INC COM 68213N109 51 1,247 SH   DFND 1 47 0 1,200
ON ASSIGNMENT INC COM 682159108 1 15 SH   DFND 1 15 0 0
ON SEMICONDUCTOR CORP COM 682189105 447 28,875 SH   DFND 1 28,875 0 0
ONCOMED PHARMACEUTICALS INC COM 68234X102 592 64,307 SH   DFND 1 63,139 0 1,168
ONE GAS INC COM 68235P108 4,973 73,566 SH   DFND 1 70,088 0 3,478
ONEOK INC NEW COM 682680103 2,807 50,637 SH   DFND 1 34,237 0 16,400
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 277 5,125 SH   DFND 1 5,125 0 0
ONEMAIN HLDGS INC COM 68268W103 1 17 SH   DFND 1 17 0 0
OPEN TEXT CORP COM 683715106 1,171 34,418 SH   DFND 1 34,418 0 0
OPKO HEALTH INC COM 68375N103 50 6,200 SH   DFND 1 0 0 6,200
ORACLE CORP COM 68389X105 9,264 207,667 SH   DFND 1 116,903 0 90,764
OPUS BK IRVINE CALIF COM 684000102 2,475 122,813 SH   DFND 1 120,896 0 1,917
ORASURE TECHNOLOGIES INC COM 68554V108 5,158 398,893 SH   DFND 1 389,146 0 9,747
ORBCOMM INC COM 68555P100 1 40 SH   DFND 1 40 0 0
ORBITAL ATK INC COM 68557N103 1 4 SH   DFND 1 4 0 0
ORION GROUP HOLDINGS INC COM 68628V308 52 7,013 SH   DFND 1 7,013 0 0
ORITANI FINL CORP DEL COM 68633D103 299 17,601 SH   DFND 1 17,601 0 0
ORMAT TECHNOLOGIES INC COM 686688102 337 5,900 SH   DFND 1 5,000 0 900
OSHKOSH CORP COM 688239201 1,259 18,361 SH   DFND 1 18,361 0 0
OTTER TAIL CORP COM 689648103 151 3,994 SH   DFND 1 2,794 0 1,200
OUTFRONT MEDIA INC COM 69007J106 505 19,015 SH   DFND 1 12,015 0 7,000
OWENS & MINOR INC NEW COM 690732102 275 7,934 SH   DFND 1 6,434 0 1,500
OWENS CORNING NEW COM 690742101 1,141 18,596 SH   DFND 1 18,396 0 200
OWENS ILL INC COM NEW 690768403 1 36 SH   DFND 1 36 0 0
OXFORD INDS INC COM 691497309 207 3,614 SH   DFND 1 3,614 0 0
PBF ENERGY INC CL A 69318G106 213 9,600 SH   DFND 1 0 0 9,600
PDC ENERGY INC COM 69327R101 281 4,500 SH   DFND 1 0 0 4,500
PDL BIOPHARMA INC COM 69329Y104 14 6,075 SH   DFND 1 6,075 0 0
PG&E CORP COM 69331C108 5,907 89,013 SH   DFND 1 51,890 0 37,123
PHH CORP COM NEW 693320202 1 47 SH   DFND 1 47 0 0
PHI INC COM NON VTG 69336T205 268 22,400 SH   DFND 1 0 0 22,400
PGT INNOVATIONS INC COM 69336V101 1 33 SH   DFND 1 33 0 0
PNC FINL SVCS GROUP INC COM 693475105 1,062 8,831 SH   DFND 1 8,831 0 0
PNM RES INC COM 69349H107 7,309 197,538 SH   DFND 1 190,193 0 7,345
PPG INDS INC COM 693506107 873 8,305 SH   DFND 1 8,305 0 0
PPL CORP COM 69351T106 5,119 136,919 SH   DFND 1 118,619 0 18,300
PRA HEALTH SCIENCES INC COM 69354M108 6,660 102,096 SH   DFND 1 101,852 0 244
PS BUSINESS PKS INC CALIF COM 69360J107 115 1,003 SH   DFND 1 3 0 1,000
PVH CORP COM 693656100 9,712 93,861 SH   DFND 1 60,786 0 33,075
PTC THERAPEUTICS INC COM 69366J200 2,311 234,835 SH   DFND 1 231,920 0 2,915
PTC INC COM 69370C100 58 1,100 SH   DFND 1 0 0 1,100
PACCAR INC COM 693718108 623 9,273 SH   DFND 1 9,273 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 592 86,368 SH   DFND 1 84,277 0 2,091
PACKAGING CORP AMER COM 695156109 6,351 69,316 SH   DFND 1 52,154 0 17,162
PALO ALTO NETWORKS INC COM 697435105 1 10 SH   DFND 1 10 0 0
PANDORA MEDIA INC COM 698354107 41 3,500 SH   DFND 1 0 0 3,500
PANERA BREAD CO CL A 69840W108 1 2 SH   DFND 1 2 0 0
PAPA JOHNS INTL INC COM 698813102 143 1,789 SH   DFND 1 1,789 0 0
PARAMOUNT GROUP INC COM 69924R108 208 12,824 SH   DFND 1 24 0 12,800
PAREXEL INTL CORP COM 699462107 1,961 31,067 SH   DFND 1 29,548 0 1,519
PARK HOTELS RESORTS INC COM 700517105 193 7,513 SH   DFND 1 13 0 7,500
PARK NATL CORP COM 700658107 77 730 SH   DFND 1 730 0 0
PARK OHIO HLDGS CORP COM 700666100 5 136 SH   DFND 1 0 0 136
PARKER HANNIFIN CORP COM 701094104 4,075 25,416 SH   DFND 1 25,416 0 0
PARKWAY INC COM 70156Q107 1,197 60,177 SH   DFND 1 56,796 0 3,381
PARSLEY ENERGY INC CL A 701877102 466 14,319 SH   DFND 1 19 0 14,300
PATRICK INDS INC COM 703343103 3,847 54,256 SH   DFND 1 53,802 0 454
PATTERN ENERGY GROUP INC CL A 70338P100 2,326 115,547 SH   DFND 1 111,128 0 4,419
PATTERSON COMPANIES INC COM 703395103 224 4,958 SH   DFND 1 1,158 0 3,800
PATTERSON UTI ENERGY INC COM 703481101 527 21,700 SH   DFND 1 10,000 0 11,700
PAYCHEX INC COM 704326107 3,595 61,028 SH   DFND 1 55,428 0 5,600
PAYPAL HLDGS INC COM 70450Y103 3,681 85,569 SH   DFND 1 41,913 0 43,656
PEBBLEBROOK HOTEL TR COM 70509V100 464 15,883 SH   DFND 1 12,683 0 3,200
PEMBINA PIPELINE CORP COM 706327103 425 13,398 SH   DFND 1 13,398 0 0
PENN NATL GAMING INC COM 707569109 5,242 284,401 SH   DFND 1 279,784 0 4,617
PENN WEST PETE LTD NEW COM 707887105 4,200 2,470,837 SH   DFND 1 2,331,600 0 139,237
PENNEY J C INC COM 708160106 86 13,986 SH   DFND 1 13,986 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 44 2,900 SH   DFND 1 0 0 2,900
PENNYMAC MTG INVT TR COM 70931T103 3,595 202,517 SH   DFND 1 198,717 0 3,800
PENNYMAC FINL SVCS INC CL A 70932B101 1,177 69,032 SH   DFND 1 67,893 0 1,139
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1 12 SH   DFND 1 12 0 0
PENUMBRA INC COM 70975L107 50 605 SH   DFND 1 5 0 600
PEOPLES BANCORP INC COM 709789101 185 5,849 SH   DFND 1 5,849 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 2,260 124,197 SH   DFND 1 124,197 0 0
PEPSICO INC COM 713448108 40,356 360,769 SH   DFND 1 210,702 0 150,067
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 329 503,400 SH   DFND 1 492,400 0 11,000
PERFORMANCE FOOD GROUP CO COM 71377A103 45 1,900 SH   DFND 1 0 0 1,900
PERKINELMER INC COM 714046109 3,818 65,752 SH   DFND 1 36,499 0 29,253
PETMED EXPRESS INC COM 716382106 181 8,968 SH   DFND 1 8,968 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 891 96,679 SH   DFND 1 96,679 0 0
PFIZER INC COM 717081103 29,412 859,741 SH   DFND 1 465,399 0 394,342
PHILIP MORRIS INTL INC COM 718172109 24,687 218,665 SH   DFND 1 110,081 0 108,584
PHILLIPS 66 COM 718546104 3,648 46,049 SH   DFND 1 11,649 0 34,400
PHOTRONICS INC COM 719405102 1,654 154,599 SH   DFND 1 152,008 0 2,591
PHYSICIANS RLTY TR COM 71943U104 211 10,617 SH   DFND 1 17 0 10,600
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 574 26,856 SH   DFND 1 19,256 0 7,600
PIER 1 IMPORTS INC COM 720279108 580 81,062 SH   DFND 1 80,462 0 600
PILGRIMS PRIDE CORP NEW COM 72147K108 99 4,400 SH   DFND 1 1,700 0 2,700
PINNACLE WEST CAP CORP COM 723484101 8,058 96,643 SH   DFND 1 58,077 0 38,566
PINNACLE FOODS INC DEL COM 72348P104 3,067 52,997 SH   DFND 1 45,897 0 7,100
PINNACLE ENTMT INC NEW COM 72348Y105 1,208 61,887 SH   DFND 1 60,492 0 1,395
PIONEER ENERGY SVCS CORP COM 723664108 2,009 502,295 SH   DFND 1 491,700 0 10,595
PIONEER NAT RES CO COM 723787107 3,122 16,764 SH   DFND 1 4,264 0 12,500
PIPER JAFFRAY COS COM 724078100 2,280 35,709 SH   DFND 1 35,709 0 0
PITNEY BOWES INC COM 724479100 1 28 SH   DFND 1 28 0 0
PLANTRONICS INC NEW COM 727493108 3,225 59,600 SH   DFND 1 58,433 0 1,167
PLEXUS CORP COM 729132100 6,004 103,884 SH   DFND 1 101,534 0 2,350
POLARIS INDS INC COM 731068102 6 71 SH   DFND 1 71 0 0
POLYONE CORP COM 73179P106 1 10 SH   DFND 1 10 0 0
POOL CORPORATION COM 73278L105 4,039 33,844 SH   DFND 1 19,699 0 14,145
POPULAR INC COM NEW 733174700 2,358 57,900 SH   DFND 1 57,000 0 900
PORTLAND GEN ELEC CO COM NEW 736508847 399 8,982 SH   DFND 1 4,982 0 4,000
POST HLDGS INC COM 737446104 377 4,313 SH   DFND 1 13 0 4,300
POTASH CORP SASK INC COM 73755L107 794 46,501 SH   DFND 1 46,501 0 0
POTLATCH CORP NEW COM 737630103 6,292 137,676 SH   DFND 1 131,726 0 5,950
POWELL INDS INC COM 739128106 199 5,783 SH   DFND 1 5,631 0 152
POWER INTEGRATIONS INC COM 739276103 2,068 31,456 SH   DFND 1 31,048 0 408
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 43,184 2,839,201 SH   DFND 1 2,838,540 0 661
POWERSHARES ETF TRUST GBL LSTD PVT EQT 73935X195 29,051 2,485,125 SH   DFND 1 2,484,115 0 1,010
POWERSHARES ETF TRUST WATER RESOURCE 73935X575 74,986 2,880,755 SH   DFND 1 2,880,755 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 20,035 1,012,887 SH   DFND 1 1,012,887 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 7,303 446,130 SH   DFND 1 446,130 0 0
POWERSHARES ETF TRUST II SENIOR LN PORT 73936Q769 132,066 5,677,833 SH   DFND 1 5,677,406 0 427
POWERSHARES ETF TR II GBL WTR PORT 73936T623 19,360 859,670 SH   DFND 1 859,670 0 0
POWERSHARES ETF TR II PWRSHS SP500 LOW 73937B654 17,572 433,766 SH   DFND 1 433,766 0 0
PRAXAIR INC COM 74005P104 1,038 8,751 SH   DFND 1 8,751 0 0
PREMIER INC CL A 74051N102 48 1,500 SH   DFND 1 0 0 1,500
PRESTIGE BRANDS HLDGS INC COM 74112D101 61 1,106 SH   DFND 1 6 0 1,100
PRICE T ROWE GROUP INC COM 74144T108 218 3,195 SH   DFND 1 3,195 0 0
PRICELINE GRP INC COM NEW 741503403 6,082 3,417 SH   DFND 1 2,287 0 1,130
PRICESMART INC COM 741511109 157 1,704 SH   DFND 1 4 0 1,700
PRIMORIS SVCS CORP COM 74164F103 1 28 SH   DFND 1 28 0 0
PRIMERICA INC COM 74164M108 2,029 24,684 SH   DFND 1 23,945 0 739
PRINCIPAL FINL GROUP INC COM 74251V102 7,214 114,314 SH   DFND 1 75,847 0 38,467
PROASSURANCE CORP COM 74267C106 10 167 SH   DFND 1 167 0 0
PROCTER AND GAMBLE CO COM 742718109 30,706 341,752 SH   DFND 1 155,338 0 186,414
PRIVATEBANCORP INC COM 742962103 6,336 106,722 SH   DFND 1 104,673 0 2,049
PROGRESS SOFTWARE CORP COM 743312100 4,991 171,815 SH   DFND 1 168,186 0 3,629
PROGRESSIVE CORP OHIO COM 743315103 1,526 38,937 SH   DFND 1 38,437 0 500
PROLOGIS INC COM 74340W103 5,866 113,069 SH   DFND 1 61,844 0 51,225
PROOFPOINT INC COM 743424103 45 600 SH   DFND 1 0 0 600
PROVIDENT FINL SVCS INC COM 74386T105 1 41 SH   DFND 1 41 0 0
PRUDENTIAL FINL INC COM 744320102 2,733 25,617 SH   DFND 1 25,417 0 200
PUBLIC SVC ENTERPRISE GROUP COM 744573106 4,547 102,518 SH   DFND 1 89,118 0 13,400
PUBLIC STORAGE COM 74460D109 1,801 8,225 SH   DFND 1 1,845 0 6,380
PULTE GROUP INC COM 745867101 553 23,501 SH   DFND 1 23,301 0 200
QUAD / GRAPHICS INC COM CL A 747301109 4,458 176,629 SH   DFND 1 173,287 0 3,342
QEP RES INC COM 74733V100 3,315 260,854 SH   DFND 1 165,369 0 95,485
QTS RLTY TR INC COM CL A 74736A103 166 3,400 SH   DFND 1 0 0 3,400
QORVO INC COM 74736K101 114 1,656 SH   DFND 1 1,656 0 0
QUALCOMM INC COM 747525103 12,934 225,567 SH   DFND 1 149,406 0 76,161
QUALITY CARE PPTYS INC COM 747545101 47 2,500 SH   DFND 1 0 0 2,500
QUALITY SYS INC COM 747582104 1 66 SH   DFND 1 66 0 0
QUANEX BUILDING PRODUCTS COR COM 747619104 1 23 SH   DFND 1 23 0 0
QUANTA SVCS INC COM 74762E102 66 1,775 SH   DFND 1 1,775 0 0
QUEST DIAGNOSTICS INC COM 74834L100 980 9,983 SH   DFND 1 5,283 0 4,700
QUINTILES IMS HOLDINGS INC COM 74876Y101 448 5,562 SH   DFND 1 62 0 5,500
QUORUM HEALTH CORP COM 74909E106 4 693 SH   DFND 1 0 0 693
RAIT FINANCIAL TRUST COM NEW 749227609 1 160 SH   DFND 1 160 0 0
RLJ LODGING TR COM 74965L101 6,025 256,291 SH   DFND 1 245,391 0 10,900
RPC INC COM 749660106 44 2,419 SH   DFND 1 19 0 2,400
RMR GROUP INC CL A 74967R106 1,272 25,700 SH   DFND 1 24,600 0 1,100
RPM INTL INC COM 749685103 1 8 SH   DFND 1 8 0 0
RPX CORP COM 74972G103 1 48 SH   DFND 1 48 0 0
RSP PERMIAN INC COM 74978Q105 327 7,900 SH   DFND 1 0 0 7,900
RADIAN GROUP INC COM 750236101 5,265 293,141 SH   DFND 1 288,232 0 4,909
RALPH LAUREN CORP CL A 751212101 33 410 SH   DFND 1 410 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,491 177,676 SH   DFND 1 171,143 0 6,533
RANGE RES CORP COM 75281A109 539 18,509 SH   DFND 1 2,309 0 16,200
RAVEN INDS INC COM 754212108 1,345 46,300 SH   DFND 1 44,400 0 1,900
RAYMOND JAMES FINANCIAL INC COM 754730109 92 1,206 SH   DFND 1 1,206 0 0
RAYONIER INC COM 754907103 187 6,612 SH   DFND 1 12 0 6,600
RAYONIER ADVANCED MATLS INC COM 75508B104 2,611 194,135 SH   DFND 1 189,904 0 4,231
RAYTHEON CO COM NEW 755111507 1,158 7,595 SH   DFND 1 7,495 0 100
RBC BEARINGS INC COM 75524B104 1 4 SH   DFND 1 4 0 0
RE MAX HLDGS INC CL A 75524W108 54 900 SH   DFND 1 0 0 900
REALOGY HLDGS CORP COM 75605Y106 235 7,900 SH   DFND 1 0 0 7,900
REALTY INCOME CORP COM 756109104 906 15,221 SH   DFND 1 3,121 0 12,100
RED HAT INC COM 756577102 785 9,073 SH   DFND 1 5,773 0 3,300
REGAL BELOIT CORP COM 758750103 1 10 SH   DFND 1 10 0 0
REGAL ENTMT GROUP CL A 758766109 844 37,394 SH   DFND 1 37,394 0 0
REGENCY CTRS CORP COM 758849103 563 8,481 SH   DFND 1 1,832 0 6,649
REGENERON PHARMACEUTICALS COM 75886F107 6,279 16,203 SH   DFND 1 8,793 0 7,410
REGIS CORP MINN COM 758932107 1 29 SH   DFND 1 29 0 0
REGIONAL MGMT CORP COM 75902K106 7 335 SH   DFND 1 0 0 335
REGIONS FINL CORP NEW COM 7591EP100 11,935 821,435 SH   DFND 1 512,404 0 309,031
REINSURANCE GROUP AMER INC COM NEW 759351604 880 6,933 SH   DFND 1 6,933 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 296 3,693 SH   DFND 1 3,693 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 719 68,842 SH   DFND 1 67,794 0 1,048
REPLIGEN CORP COM 759916109 5,604 159,214 SH   DFND 1 156,322 0 2,892
RENT A CTR INC NEW COM 76009N100 2,034 229,330 SH   DFND 1 226,682 0 2,648
REPUBLIC SVCS INC COM 760759100 2,574 40,973 SH   DFND 1 40,973 0 0
RESMED INC COM 761152107 489 6,797 SH   DFND 1 1,897 0 4,900
RESOLUTE ENERGY CORP COM NEW 76116A306 7 163 SH   DFND 1 0 0 163
RESOLUTE FST PRODS INC COM 76117W109 1,125 206,350 SH   DFND 1 201,850 0 4,500
RESOURCES CONNECTION INC COM 76122Q105 1 33 SH   DFND 1 33 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 6,132 110,017 SH   DFND 1 34,317 0 75,700
RETAIL OPPORTUNITY INVTS COR COM 76131N101 194 9,216 SH   DFND 1 16 0 9,200
RETAIL PPTYS AMER INC CL A 76131V202 219 15,200 SH   DFND 1 0 0 15,200
REVLON INC CL A NEW 761525609 1 16 SH   DFND 1 16 0 0
REX AMERICAN RESOURCES CORP COM 761624105 2,135 23,589 SH   DFND 1 23,239 0 350
REXNORD CORP NEW COM 76169B102 1 17 SH   DFND 1 17 0 0
REXFORD INDL RLTY INC COM 76169C100 54 2,418 SH   DFND 1 18 0 2,400
REYNOLDS AMERICAN INC COM 761713106 7,046 111,813 SH   DFND 1 65,813 0 46,000
RICE ENERGY INC COM 762760106 310 13,100 SH   DFND 1 0 0 13,100
RITE AID CORP COM 767754104 374 88,093 SH   DFND 1 27,493 0 60,600
ROBERT HALF INTL INC COM 770323103 386 7,903 SH   DFND 1 7,903 0 0
ROCKWELL AUTOMATION INC COM 773903109 451 2,895 SH   DFND 1 2,895 0 0
ROCKWELL COLLINS INC COM 774341101 169 1,735 SH   DFND 1 1,735 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 3,517 79,529 SH   DFND 1 42,529 0 37,000
ROGERS CORP COM 775133101 561 6,534 SH   DFND 1 6,458 0 76
ROLLINS INC COM 775711104 1 12 SH   DFND 1 12 0 0
ROPER TECHNOLOGIES INC COM 776696106 1,008 4,884 SH   DFND 1 4,884 0 0
ROSS STORES INC COM 778296103 8,456 128,370 SH   DFND 1 82,572 0 45,798
ROYAL BK CDA MONTREAL QUE COM 780087102 4,992 68,474 SH   DFND 1 7,974 0 60,500
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 5 100 SH   DFND 1 0 0 100
ROYAL GOLD INC COM 780287108 249 3,548 SH   DFND 1 3,548 0 0
RUBICON PROJ INC COM 78112V102 758 128,701 SH   DFND 1 126,071 0 2,630
RUDOLPH TECHNOLOGIES INC COM 781270103 11 513 SH   DFND 1 0 0 513
RUSH ENTERPRISES INC CL A 781846209 1,185 35,816 SH   DFND 1 35,516 0 300
RUTHS HOSPITALITY GROUP INC COM 783332109 1,805 90,040 SH   DFND 1 88,160 0 1,880
RYDER SYS INC COM 783549108 319 4,232 SH   DFND 1 4,232 0 0
RYDEX ETF TRUST GUG S&P500 PU VA 78355W304 46,215 785,172 SH   DFND 1 785,172 0 0
RYDEX ETF TRUST GUG S&P SC600 PG 78355W809 321 3,194 SH   DFND 1 3,194 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,811 61,636 SH   DFND 1 58,221 0 3,415
S&P GLOBAL INC COM 78409V104 503 3,847 SH   DFND 1 3,847 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,113 9,248 SH   DFND 1 3,548 0 5,700
SEI INVESTMENTS CO COM 784117103 1 12 SH   DFND 1 12 0 0
SL GREEN RLTY CORP COM 78440X101 605 5,679 SH   DFND 1 1,179 0 4,500
SLM CORP COM 78442P106 1 45 SH   DFND 1 45 0 0
SM ENERGY CO COM 78454L100 202 8,400 SH   DFND 1 0 0 8,400
SPDR S&P 500 ETF TR TR UNIT 78462F103 173,184 734,639 SH   DFND 1 734,639 0 0
SPX CORP COM 784635104 740 30,502 SH   DFND 1 30,162 0 340
SPDR GOLD TRUST GOLD SHS 78463V107 7,914 66,663 SH   DFND 1 66,573 0 90
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 48,396 1,138,194 SH   DFND 1 1,137,970 0 224
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 51,190 1,368,729 SH   DFND 1 1,368,570 0 159
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 155,705 3,237,102 SH   DFND 1 3,236,923 0 179
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 45,064 1,220,267 SH   DFND 1 1,220,267 0 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 43,651 796,397 SH   DFND 1 796,207 0 190
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 7,365 276,460 SH   DFND 1 276,460 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 64 1,810 SH   DFND 1 10 0 1,800
SPDR SER TR BLOOMBERG SRT TR 78468R408 72,539 2,594,371 SH   DFND 1 2,594,371 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 4,237 151,697 SH   DFND 1 147,697 0 4,000
SABRE CORP COM 78573M104 2,030 95,809 SH   DFND 1 52,436 0 43,373
SAFETY INS GROUP INC COM 78648T100 213 3,036 SH   DFND 1 3,036 0 0
SAGE THERAPEUTICS INC COM 78667J108 57 800 SH   DFND 1 0 0 800
SALESFORCE COM INC COM 79466L302 5,378 65,190 SH   DFND 1 36,208 0 28,982
SALLY BEAUTY HLDGS INC COM 79546E104 1 19 SH   DFND 1 19 0 0
SANDERSON FARMS INC COM 800013104 9,502 91,505 SH   DFND 1 88,775 0 2,730
SANDY SPRING BANCORP INC COM 800363103 204 4,983 SH   DFND 1 4,983 0 0
SANFILIPPO JOHN B & SON INC COM 800422107 1 6 SH   DFND 1 6 0 0
SANGAMO THERAPEUTICS INC COM 800677106 755 145,236 SH   DFND 1 142,386 0 2,850
SANMINA CORPORATION COM 801056102 10,556 260,001 SH   DFND 1 256,087 0 3,914
SAUL CTRS INC COM 804395101 43 700 SH   DFND 1 0 0 700
SCANA CORP NEW COM 80589M102 855 13,085 SH   DFND 1 9,585 0 3,500
SCANSOURCE INC COM 806037107 1,558 39,688 SH   DFND 1 39,543 0 145
SCHEIN HENRY INC COM 806407102 655 3,856 SH   DFND 1 1,056 0 2,800
SCHLUMBERGER LTD COM 806857108 17,412 222,945 SH   DFND 1 80,194 0 142,751
SCHNITZER STL INDS CL A 806882106 87 4,230 SH   DFND 1 4,230 0 0
SCHWAB CHARLES CORP NEW COM 808513105 921 22,556 SH   DFND 1 22,456 0 100
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 17 290 SH   DFND 1 290 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 142,911 2,539,733 SH   DFND 1 2,539,733 0 0
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 27,558 437,572 SH   DFND 1 437,572 0 0
SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 11 375 SH   DFND 1 375 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 26,186 642,127 SH   DFND 1 642,127 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 430 10,393 SH   DFND 1 10,393 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 4,901 65,873 SH   DFND 1 64,912 0 961
SCICLONE PHARMACEUTICALS INC COM 80862K104 4,347 443,541 SH   DFND 1 435,548 0 7,993
SCIENTIFIC GAMES CORP CL A 80874P109 3,303 139,678 SH   DFND 1 137,378 0 2,300
SCOTTS MIRACLE GRO CO CL A 810186106 1 5 SH   DFND 1 5 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 427 5,446 SH   DFND 1 5,446 0 0
SEABOARD CORP COM 811543107 50 12 SH   DFND 1 0 0 12
SEACOAST BKG CORP FLA COM NEW 811707801 1,063 44,321 SH   DFND 1 44,321 0 0
SEACOR HOLDINGS INC COM 811904101 63 905 SH   DFND 1 5 0 900
SEALED AIR CORP NEW COM 81211K100 8,151 187,035 SH   DFND 1 113,606 0 73,429
SEARS HLDGS CORP COM 812350106 1 72 SH   DFND 1 72 0 0
SEATTLE GENETICS INC COM 812578102 221 3,511 SH   DFND 1 11 0 3,500
SEAWORLD ENTMT INC COM 81282V100 37 2,012 SH   DFND 1 2,012 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 586 22,711 SH   DFND 1 17,006 0 5,705
SEMGROUP CORP CL A 81663A105 223 6,200 SH   DFND 1 0 0 6,200
SEMTECH CORP COM 816850101 4,819 142,573 SH   DFND 1 140,092 0 2,481
SEMPRA ENERGY COM 816851109 1,496 13,535 SH   DFND 1 6,235 0 7,300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,051 51,892 SH   DFND 1 39,092 0 12,800
SENSIENT TECHNOLOGIES CORP COM 81725T100 1 5 SH   DFND 1 5 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 43 1,000 SH   DFND 1 0 0 1,000
SERVICE CORP INTL COM 817565104 5 159 SH   DFND 1 159 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 5 109 SH   DFND 1 109 0 0
SERVICENOW INC COM 81762P102 272 3,105 SH   DFND 1 5 0 3,100
SHAW COMMUNICATIONS INC CL B CONV 82028K200 267 12,897 SH   DFND 1 12,897 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 45 1,600 SH   DFND 1 0 0 1,600
SHERWIN WILLIAMS CO COM 824348106 2,455 7,915 SH   DFND 1 6,045 0 1,870
SHOE CARNIVAL INC COM 824889109 28 1,152 SH   DFND 1 1,152 0 0
SHUTTERFLY INC COM 82568P304 1 7 SH   DFND 1 7 0 0
SILICON LABORATORIES INC COM 826919102 4,647 63,182 SH   DFND 1 62,029 0 1,153
SILGAN HOLDINGS INC COM 827048109 1 10 SH   DFND 1 10 0 0
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 40 5,006 SH   DFND 1 5,006 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 2,344 109,173 SH   DFND 1 104,171 0 5,002
SILVER WHEATON CORP COM 828336107 275 13,197 SH   DFND 1 13,197 0 0
SIMON PPTY GROUP INC NEW COM 828806109 3,414 19,843 SH   DFND 1 6,243 0 13,600
SIMPSON MANUFACTURING CO INC COM 829073105 1 17 SH   DFND 1 17 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 5,156 127,298 SH   DFND 1 124,998 0 2,300
SIRIUS XM HLDGS INC COM 82968B103 5,570 1,081,591 SH   DFND 1 733,236 0 348,355
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 1 19 SH   DFND 1 19 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,422 23,910 SH   DFND 1 0 0 23,910
SKECHERS U S A INC CL A 830566105 2 71 SH   DFND 1 71 0 0
SKYWEST INC COM 830879102 3,837 112,024 SH   DFND 1 110,424 0 1,600
SKYWORKS SOLUTIONS INC COM 83088M102 742 7,571 SH   DFND 1 7,571 0 0
SMITH A O COM 831865209 2 39 SH   DFND 1 39 0 0
SMUCKER J M CO COM NEW 832696405 7,751 59,132 SH   DFND 1 38,353 0 20,779
SNAP ON INC COM 833034101 115 684 SH   DFND 1 684 0 0
SNYDERS-LANCE INC COM 833551104 226 5,616 SH   DFND 1 16 0 5,600
SOLAR SR CAP LTD COM 83416M105 8 437 SH   DFND 1 0 0 437
SONIC CORP COM 835451105 3,002 118,370 SH   DFND 1 116,170 0 2,200
SONIC AUTOMOTIVE INC CL A 83545G102 1,519 75,740 SH   DFND 1 73,666 0 2,074
SONOCO PRODS CO COM 835495102 2 29 SH   DFND 1 29 0 0
SONY CORP ADR NEW 835699307 17 500 SH   DFND 1 0 0 500
SOTHEBYS COM 835898107 1 32 SH   DFND 1 32 0 0
SONUS NETWORKS INC COM NEW 835916503 5 716 SH   DFND 1 0 0 716
SOUTH JERSEY INDS INC COM 838518108 358 10,056 SH   DFND 1 8,356 0 1,700
SOUTHERN CO COM 842587107 6,328 127,114 SH   DFND 1 100,314 0 26,800
SOUTHERN COPPER CORP COM 84265V105 910 25,353 SH   DFND 1 21,053 0 4,300
SOUTHWEST AIRLS CO COM 844741108 16,532 307,520 SH   DFND 1 222,462 0 85,058
SOUTHWEST GAS HOLDINGS INC COM 844895102 6,753 81,448 SH   DFND 1 78,119 0 3,329
SOUTHWESTERN ENERGY CO COM 845467109 361 44,179 SH   DFND 1 4,979 0 39,200
SPARTANNASH CO COM 847215100 2,270 64,889 SH   DFND 1 60,639 0 4,250
SPECTRUM BRANDS HLDGS INC COM 84763R101 462 3,320 SH   DFND 1 1,520 0 1,800
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 418 7,221 SH   DFND 1 7,011 0 210
SPIRE INC COM 84857L101 159 2,354 SH   DFND 1 54 0 2,300
SPIRIT RLTY CAP INC NEW COM 84860W102 270 26,642 SH   DFND 1 42 0 26,600
SPLUNK INC COM 848637104 181 2,907 SH   DFND 1 7 0 2,900
SPRINT CORP COM SER 1 85207U105 802 92,434 SH   DFND 1 57,434 0 35,000
SPROUTS FMRS MKT INC COM 85208M102 211 9,128 SH   DFND 1 28 0 9,100
STAG INDL INC COM 85254J102 80 3,214 SH   DFND 1 14 0 3,200
STANDARD MTR PRODS INC COM 853666105 1 8 SH   DFND 1 8 0 0
STANDEX INTL CORP COM 854231107 1 4 SH   DFND 1 4 0 0
STANLEY BLACK & DECKER INC COM 854502101 6,924 52,113 SH   DFND 1 32,563 0 19,550
STAPLES INC COM 855030102 223 25,408 SH   DFND 1 25,408 0 0
STARBUCKS CORP COM 855244109 1,440 24,656 SH   DFND 1 24,656 0 0
STARTEK INC COM 85569C107 11 1,300 SH   DFND 1 0 0 1,300
STARWOOD PPTY TR INC COM 85571B105 4,863 215,355 SH   DFND 1 163,893 0 51,462
STATE NATL COS INC COM 85711T305 7 502 SH   DFND 1 0 0 502
STATE STR CORP COM 857477103 8,969 112,659 SH   DFND 1 69,549 0 43,110
STEEL DYNAMICS INC COM 858119100 12,819 368,779 SH   DFND 1 227,916 0 140,863
STEELCASE INC CL A 858155203 3,495 208,673 SH   DFND 1 205,011 0 3,662
STELLUS CAP INVT CORP COM 858568108 6 445 SH   DFND 1 0 0 445
STERICYCLE INC COM 858912108 101 1,216 SH   DFND 1 1,216 0 0
STILLWATER MNG CO COM 86074Q102 3,392 196,400 SH   DFND 1 193,400 0 3,000
STONERIDGE INC COM 86183P102 2,738 150,955 SH   DFND 1 147,986 0 2,969
STORE CAP CORP COM 862121100 1,118 46,835 SH   DFND 1 37,948 0 8,887
STRAYER ED INC COM 863236105 1 12 SH   DFND 1 12 0 0
STRYKER CORP COM 863667101 1,802 13,691 SH   DFND 1 3,891 0 9,800
STURM RUGER & CO INC COM 864159108 87 1,623 SH   DFND 1 1,623 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,277 116,067 SH   DFND 1 114,161 0 1,906
SUMMIT HOTEL PPTYS COM 866082100 3,808 238,270 SH   DFND 1 231,382 0 6,888
SUMMIT MATLS INC CL A 86614U100 2 72 SH   DFND 1 72 0 0
SUN CMNTYS INC COM 866674104 298 3,704 SH   DFND 1 4 0 3,700
SUN LIFE FINL INC COM 866796105 1,337 36,578 SH   DFND 1 36,578 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,228 39,919 SH   DFND 1 39,919 0 0
SUNCOKE ENERGY INC COM 86722A103 1 46 SH   DFND 1 46 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 6,994 456,244 SH   DFND 1 437,058 0 19,186
SUNTRUST BKS INC COM 867914103 6,146 111,137 SH   DFND 1 72,335 0 38,802
SUPER MICRO COMPUTER INC COM 86800U104 3,380 133,348 SH   DFND 1 131,204 0 2,144
SUPERIOR ENERGY SVCS INC COM 868157108 440 30,882 SH   DFND 1 15,382 0 15,500
SUPERIOR INDS INTL INC COM 868168105 1,433 56,536 SH   DFND 1 55,685 0 851
SUPERVALU INC COM 868536103 2,638 683,468 SH   DFND 1 659,578 0 23,890
SUPREME INDS INC CL A 868607102 3,116 153,779 SH   DFND 1 151,394 0 2,385
SWIFT TRANSN CO CL A 87074U101 4,272 207,970 SH   DFND 1 202,970 0 5,000
SYKES ENTERPRISES INC COM 871237103 3,883 132,091 SH   DFND 1 129,741 0 2,350
SYMANTEC CORP COM 871503108 571 18,614 SH   DFND 1 7,614 0 11,000
SYNOPSYS INC COM 871607107 481 6,666 SH   DFND 1 3,466 0 3,200
SYNOVUS FINL CORP COM NEW 87161C501 371 9,046 SH   DFND 1 9,046 0 0
SYNNEX CORP COM 87162W100 448 4,003 SH   DFND 1 4,003 0 0
SYNCHRONY FINL COM 87165B103 6,703 195,409 SH   DFND 1 122,250 0 73,159
SYSCO CORP COM 871829107 4,073 78,443 SH   DFND 1 48,143 0 30,300
TCF FINL CORP COM 872275102 168 9,900 SH   DFND 1 9,900 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 1,331 22,305 SH   DFND 1 22,305 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1 11 SH   DFND 1 11 0 0
TFS FINL CORP COM 87240R107 1 48 SH   DFND 1 48 0 0
TJX COS INC NEW COM 872540109 16,483 208,437 SH   DFND 1 140,235 0 68,202
T MOBILE US INC COM 872590104 1,246 19,286 SH   DFND 1 6,786 0 12,500
TRI POINTE GROUP INC COM 87265H109 1 31 SH   DFND 1 31 0 0
TTM TECHNOLOGIES INC COM 87305R109 1,244 77,100 SH   DFND 1 75,600 0 1,500
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,690 81,898 SH   DFND 1 81,898 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 97 1,641 SH   DFND 1 600 0 1,041
TAL ED GROUP ADS REPSTG COM 874080104 181 1,700 SH   DFND 1 1,700 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 567 17,303 SH   DFND 1 12,303 0 5,000
TARGET CORP COM 87612E106 8,291 150,221 SH   DFND 1 85,727 0 64,494
TARGA RES CORP COM 87612G101 815 13,611 SH   DFND 1 11 0 13,600
TATA MTRS LTD SPONSORED ADR 876568502 290 8,123 SH   DFND 1 8,123 0 0
TAUBMAN CTRS INC COM 876664103 218 3,305 SH   DFND 1 5 0 3,300
TAYLOR MORRISON HOME CORP CL A 87724P106 1 25 SH   DFND 1 25 0 0
TEAM INC COM 878155100 1 15 SH   DFND 1 15 0 0
TECH DATA CORP COM 878237106 7,649 81,459 SH   DFND 1 80,096 0 1,363
TECK RESOURCES LTD CL B 878742204 280 12,800 SH   DFND 1 12,800 0 0
TEGNA INC COM 87901J105 83 3,224 SH   DFND 1 3,224 0 0
TELEFLEX INC COM 879369106 291 1,504 SH   DFND 1 4 0 1,500
TELEPHONE & DATA SYS INC COM NEW 879433829 366 13,816 SH   DFND 1 7,516 0 6,300
TELUS CORP COM 87971M103 733 22,571 SH   DFND 1 22,571 0 0
TEMPUR SEALY INTL INC COM 88023U101 1 13 SH   DFND 1 13 0 0
TENNECO INC COM 880349105 5,700 91,316 SH   DFND 1 89,816 0 1,500
TERADATA CORP DEL COM 88076W103 98 3,157 SH   DFND 1 1,424 0 1,733
TERADYNE INC COM 880770102 9,267 297,965 SH   DFND 1 174,746 0 123,219
TEREX CORP NEW COM 880779103 1 16 SH   DFND 1 16 0 0
TERNIUM SA SPON ADR 880890108 24 900 SH   DFND 1 0 0 900
TERRENO RLTY CORP COM 88146M101 59 2,113 SH   DFND 1 13 0 2,100
TESARO INC COM 881569107 186 1,206 SH   DFND 1 6 0 1,200
TESORO CORP COM 881609101 8,485 104,674 SH   DFND 1 59,323 0 45,351
TESLA INC COM 88160R101 119 427 SH   DFND 1 427 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,656 82,758 SH   DFND 1 82,758 0 0
TETRA TECH INC NEW COM 88162G103 3,652 89,391 SH   DFND 1 88,291 0 1,100
TEXAS INSTRS INC COM 882508104 15,643 194,182 SH   DFND 1 149,737 0 44,445
TEXAS PAC LD TR SUB CTF PROP I T 882610108 1 2 SH   DFND 1 2 0 0
TEXAS ROADHOUSE INC COM 882681109 74 1,669 SH   DFND 1 1,669 0 0
TEXTRON INC COM 883203101 161 3,387 SH   DFND 1 3,387 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 2,805 18,260 SH   DFND 1 7,260 0 11,000
THERMON GROUP HLDGS INC COM 88362T103 1 18 SH   DFND 1 18 0 0
THOMSON REUTERS CORP COM 884903105 3,445 79,696 SH   DFND 1 44,114 0 35,582
THOR INDS INC COM 885160101 1 10 SH   DFND 1 10 0 0
3M CO COM 88579Y101 2,436 12,734 SH   DFND 1 12,734 0 0
TIDEWATER INC COM 886423102 378 329,111 SH   DFND 1 321,105 0 8,006
TIER REIT INC COM NEW 88650V208 50 2,900 SH   DFND 1 0 0 2,900
TIFFANY & CO NEW COM 886547108 120 1,260 SH   DFND 1 1,260 0 0
TILLYS INC CL A 886885102 48 5,300 SH   DFND 1 5,300 0 0
TIME WARNER INC COM NEW 887317303 12,734 130,324 SH   DFND 1 79,469 0 50,855
TIMKEN CO COM 887389104 9 210 SH   DFND 1 10 0 200
TIMKENSTEEL CORP COM 887399103 1,053 55,678 SH   DFND 1 55,301 0 377
TITAN MACHY INC COM 88830R101 1 34 SH   DFND 1 34 0 0
TIVO CORP COM 88870P106 4,328 230,820 SH   DFND 1 228,126 0 2,694
TOLL BROTHERS INC COM 889478103 179 4,966 SH   DFND 1 4,966 0 0
TOOTSIE ROLL INDS INC COM 890516107 46 1,243 SH   DFND 1 8 0 1,235
TOPBUILD CORP COM 89055F103 152 3,226 SH   DFND 1 3,226 0 0
TORCHMARK CORP COM 891027104 85 1,100 SH   DFND 1 1,100 0 0
TORO CO COM 891092108 815 13,044 SH   DFND 1 12,684 0 360
TORONTO DOMINION BK ONT COM NEW 891160509 13,219 263,907 SH   DFND 1 79,707 0 184,200
TOWER INTL INC COM 891826109 4,104 151,434 SH   DFND 1 147,879 0 3,555
TOTAL SYS SVCS INC COM 891906109 296 5,538 SH   DFND 1 2,338 0 3,200
TRACTOR SUPPLY CO COM 892356106 118 1,705 SH   DFND 1 1,705 0 0
TRANSCANADA CORP COM 89353D107 332 7,197 SH   DFND 1 7,197 0 0
TRANSDIGM GROUP INC COM 893641100 180 819 SH   DFND 1 819 0 0
TRANSUNION COM 89400J107 1 18 SH   DFND 1 18 0 0
TRAVELERS COMPANIES INC COM 89417E109 8,284 68,726 SH   DFND 1 49,707 0 19,019
TREEHOUSE FOODS INC COM 89469A104 289 3,412 SH   DFND 1 12 0 3,400
TREX CO INC COM 89531P105 1 7 SH   DFND 1 7 0 0
TREVENA INC COM 89532E109 638 173,811 SH   DFND 1 171,182 0 2,629
TRIMBLE INC COM 896239100 1 37 SH   DFND 1 37 0 0
TRINET GROUP INC COM 896288107 1 18 SH   DFND 1 18 0 0
TRIPLE-S MGMT CORP CL B 896749108 10 564 SH   DFND 1 0 0 564
TRISTATE CAP HLDGS INC COM 89678F100 7 280 SH   DFND 1 0 0 280
TRIPADVISOR INC COM 896945201 72 1,662 SH   DFND 1 1,662 0 0
TRUEBLUE INC COM 89785X101 3,012 110,110 SH   DFND 1 107,960 0 2,150
TRUSTMARK CORP COM 898402102 295 9,273 SH   DFND 1 9,273 0 0
TUPPERWARE BRANDS CORP COM 899896104 1 12 SH   DFND 1 12 0 0
TUTOR PERINI CORP COM 901109108 1 30 SH   DFND 1 30 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 670 20,681 SH   DFND 1 20,681 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 179 5,639 SH   DFND 1 5,639 0 0
TWITTER INC COM 90184L102 167 11,138 SH   DFND 1 38 0 11,100
TWO HBRS INVT CORP COM 90187B101 623 65,007 SH   DFND 1 65,007 0 0
II VI INC COM 902104108 1 20 SH   DFND 1 20 0 0
TYLER TECHNOLOGIES INC COM 902252105 62 402 SH   DFND 1 2 0 400
TYSON FOODS INC CL A 902494103 5,193 84,158 SH   DFND 1 67,158 0 17,000
UDR INC COM 902653104 565 15,573 SH   DFND 1 3,473 0 12,100
UCP INC CL A 90265Y106 31 3,100 SH   DFND 1 3,100 0 0
UGI CORP NEW COM 902681105 396 8,010 SH   DFND 1 2,910 0 5,100
US BANCORP DEL COM NEW 902973304 4,550 88,345 SH   DFND 1 62,955 0 25,390
USANA HEALTH SCIENCES INC COM 90328M107 1 14 SH   DFND 1 14 0 0
U S G CORP COM NEW 903293405 1 24 SH   DFND 1 24 0 0
U S CONCRETE INC COM NEW 90333L201 1 11 SH   DFND 1 11 0 0
U S PHYSICAL THERAPY INC COM 90337L108 87 1,329 SH   DFND 1 1,329 0 0
U S SILICA HLDGS INC COM 90346E103 293 6,110 SH   DFND 1 10 0 6,100
UBIQUITI NETWORKS INC COM 90347A100 2,377 47,296 SH   DFND 1 46,631 0 665
ULTA BEAUTY INC COM 90384S303 207 724 SH   DFND 1 724 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 59 300 SH   DFND 1 0 0 300
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 61 907 SH   DFND 1 7 0 900
UMPQUA HLDGS CORP COM 904214103 819 46,157 SH   DFND 1 46,157 0 0
UNDER ARMOUR INC CL A 904311107 47 2,386 SH   DFND 1 2,386 0 0
UNDER ARMOUR INC CL C 904311206 44 2,401 SH   DFND 1 2,401 0 0
UNIFI INC COM NEW 904677200 1 14 SH   DFND 1 14 0 0
UNIFIRST CORP MASS COM 904708104 1 3 SH   DFND 1 3 0 0
UNION BANKSHARES CORP NEW COM 90539J109 1,365 38,788 SH   DFND 1 38,024 0 764
UNION PAC CORP COM 907818108 11,898 112,327 SH   DFND 1 70,912 0 41,415
UNIT CORP COM 909218109 2,833 117,263 SH   DFND 1 112,608 0 4,655
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 7,088 255,986 SH   DFND 1 251,705 0 4,281
UNITED CONTL HLDGS INC COM 910047109 2,105 29,802 SH   DFND 1 29,202 0 600
UNITED FINL BANCORP INC NEW COM 910304104 1 28 SH   DFND 1 28 0 0
UNITED FIRE GROUP INC COM 910340108 2,387 55,803 SH   DFND 1 54,703 0 1,100
UNITED INS HLDGS CORP COM 910710102 16 1,027 SH   DFND 1 594 0 433
UNITED NAT FOODS INC COM 911163103 156 3,609 SH   DFND 1 9 0 3,600
UNITED PARCEL SERVICE INC CL B 911312106 4,374 40,765 SH   DFND 1 40,765 0 0
UNITED RENTALS INC COM 911363109 4,124 32,977 SH   DFND 1 23,094 0 9,883
UNITED STATES CELLULAR CORP COM 911684108 45 1,200 SH   DFND 1 0 0 1,200
US FOODS HLDG CORP COM 912008109 48 1,716 SH   DFND 1 16 0 1,700
UNITED STATES STL CORP NEW COM 912909108 1,205 35,643 SH   DFND 1 34,818 0 825
UNITED TECHNOLOGIES CORP COM 913017109 13,974 124,537 SH   DFND 1 75,802 0 48,735
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,318 17,124 SH   DFND 1 15,324 0 1,800
UNITEDHEALTH GROUP INC COM 91324P102 25,746 156,979 SH   DFND 1 94,627 0 62,352
UNITIL CORP COM 913259107 801 17,794 SH   DFND 1 17,569 0 225
UNITI GROUP INC COM 91325V108 223 8,614 SH   DFND 1 14 0 8,600
UNIVAR INC COM 91336L107 1 45 SH   DFND 1 45 0 0
UNIVERSAL CORP VA COM 913456109 771 10,897 SH   DFND 1 8,897 0 2,000
UNIVERSAL DISPLAY CORP COM 91347P105 1 6 SH   DFND 1 6 0 0
UNIVERSAL ELECTRS INC COM 913483103 1 6 SH   DFND 1 6 0 0
UNIVERSAL FST PRODS INC COM 913543104 3,445 34,957 SH   DFND 1 34,497 0 460
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 45 700 SH   DFND 1 0 0 700
UNIVERSAL INS HLDGS INC COM 91359V107 3,675 149,991 SH   DFND 1 148,391 0 1,600
UNIVERSAL HLTH SVCS INC CL B 913903100 498 4,004 SH   DFND 1 1,204 0 2,800
UNUM GROUP COM 91529Y106 608 12,974 SH   DFND 1 12,974 0 0
URBAN OUTFITTERS INC COM 917047102 24 1,005 SH   DFND 1 799 0 206
URBAN EDGE PPTYS COM 91704F104 150 5,700 SH   DFND 1 0 0 5,700
US ECOLOGY INC COM 91732J102 1 7 SH   DFND 1 7 0 0
VCA INC COM 918194101 413 4,516 SH   DFND 1 2,116 0 2,400
V F CORP COM 918204108 261 4,752 SH   DFND 1 4,752 0 0
VWR CORP COM 91843L103 49 1,726 SH   DFND 1 26 0 1,700
VAIL RESORTS INC COM 91879Q109 164 854 SH   DFND 1 854 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 535 48,470 SH   DFND 1 48,470 0 0
VALERO ENERGY CORP NEW COM 91913Y100 23,255 350,807 SH   DFND 1 229,550 0 121,257
VALMONT INDS INC COM 920253101 2 15 SH   DFND 1 15 0 0
VALSPAR CORP COM 920355104 145 1,305 SH   DFND 1 1,305 0 0
VANDA PHARMACEUTICALS INC COM 921659108 4,895 349,621 SH   DFND 1 343,858 0 5,763
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 29,591 1,199,957 SH   DFND 1 1,199,653 0 304
VANECK VECTORS ETF TR INTL HIGH YIELD 92189F445 12,554 510,936 SH   DFND 1 510,621 0 315
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 105,814 5,716,612 SH   DFND 1 5,716,196 0 416
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 70,855 1,325,626 SH   DFND 1 1,325,626 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 126,245 2,541,157 SH   DFND 1 2,541,157 0 0
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 61,694 685,183 SH   DFND 1 685,183 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 990,336 12,214,312 SH   DFND 1 12,214,312 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 123,387 3,139,613 SH   DFND 1 3,139,613 0 0
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 241,558 4,462,562 SH   DFND 1 4,462,562 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 110,339 1,074,907 SH   DFND 1 1,074,907 0 0
VANGUARD INTL EQUITY INDEX F TT WRLD ST ETF 922042742 356 5,462 SH   DFND 1 5,462 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 359,447 7,515,098 SH   DFND 1 7,515,098 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 21,021 529,219 SH   DFND 1 529,219 0 0
VANTIV INC CL A 92210H105 404 6,295 SH   DFND 1 3,295 0 3,000
VARIAN MED SYS INC COM 92220P105 406 4,453 SH   DFND 1 1,253 0 3,200
VASCO DATA SEC INTL INC COM 92230Y104 1,883 139,445 SH   DFND 1 137,082 0 2,363
VECTREN CORP COM 92240G101 195 3,330 SH   DFND 1 30 0 3,300
VECTOR GROUP LTD COM 92240M108 327 15,726 SH   DFND 1 6,526 0 9,200
VECTRUS INC COM 92242T101 4 188 SH   DFND 1 0 0 188
VEEVA SYS INC CL A COM 922475108 196 3,813 SH   DFND 1 113 0 3,700
VENTAS INC COM 92276F100 1,641 25,223 SH   DFND 1 10,423 0 14,800
VANGUARD INDEX FDS REIT ETF 922908553 62,277 754,050 SH   DFND 1 609,367 0 144,683
VANGUARD INDEX FDS SML CP GRW ETF 922908595 52,084 370,256 SH   DFND 1 370,256 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 51,421 418,537 SH   DFND 1 418,537 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 161,988 1,215,395 SH   DFND 1 1,215,395 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 6,898 56,859 SH   DFND 1 56,859 0 0
VERA BRADLEY INC COM 92335C106 476 51,082 SH   DFND 1 51,082 0 0
VEREIT INC COM 92339V100 345 40,586 SH   DFND 1 86 0 40,500
VERIFONE SYS INC COM 92342Y109 1 19 SH   DFND 1 19 0 0
VERISIGN INC COM 92343E102 263 3,019 SH   DFND 1 1,019 0 2,000
VERIZON COMMUNICATIONS INC COM 92343V104 27,308 560,174 SH   DFND 1 315,118 0 245,056
VERITIV CORP COM 923454102 1 10 SH   DFND 1 10 0 0
VERISK ANALYTICS INC COM 92345Y106 140 1,723 SH   DFND 1 1,723 0 0
VERMILION ENERGY INC COM 923725105 4 2,100 SH   DFND 1 2,100 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 1,596 14,595 SH   DFND 1 6,995 0 7,600
VIAD CORP COM NEW 92552R406 281 6,210 SH   DFND 1 6,210 0 0
VIASAT INC COM 92552V100 1 5 SH   DFND 1 5 0 0
VIACOM INC NEW CL B 92553P201 564 12,105 SH   DFND 1 12,105 0 0
VIAVI SOLUTIONS INC COM 925550105 4,116 383,995 SH   DFND 1 377,233 0 6,762
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 244 18,300 SH   DFND 1 18,300 0 0
VISA INC COM CL A 92826C839 16,018 180,236 SH   DFND 1 103,893 0 76,343
VISHAY INTERTECHNOLOGY INC COM 928298108 1 25 SH   DFND 1 25 0 0
VISTA OUTDOOR INC COM 928377100 73 3,568 SH   DFND 1 3,568 0 0
VISTEON CORP COM NEW 92839U206 229 2,341 SH   DFND 1 2,246 0 95
VMWARE INC CL A COM 928563402 387 4,200 SH   DFND 1 2,500 0 1,700
VOCERA COMMUNICATIONS INC COM 92857F107 1 31 SH   DFND 1 31 0 0
VONAGE HLDGS CORP COM 92886T201 48 7,651 SH   DFND 1 51 0 7,600
WI-LAN INC COM 928972108 1,658 905,949 SH   DFND 1 782,049 0 123,900
VORNADO RLTY TR SH BEN INT 929042109 1,275 12,714 SH   DFND 1 5,214 0 7,500
VOYA FINL INC COM 929089100 1 18 SH   DFND 1 18 0 0
VULCAN MATLS CO COM 929160109 618 5,128 SH   DFND 1 5,128 0 0
WD-40 CO COM 929236107 66 603 SH   DFND 1 3 0 600
WGL HLDGS INC COM 92924F106 3,700 44,831 SH   DFND 1 41,906 0 2,925
WABCO HLDGS INC COM 92927K102 1 5 SH   DFND 1 5 0 0
WSFS FINL CORP COM 929328102 2,658 57,837 SH   DFND 1 56,869 0 968
W P CAREY INC COM 92936U109 812 13,052 SH   DFND 1 7,752 0 5,300
WEC ENERGY GROUP INC COM 92939U106 3,513 57,946 SH   DFND 1 48,846 0 9,100
WABASH NATL CORP COM 929566107 9,106 440,103 SH   DFND 1 433,958 0 6,145
WABTEC CORP COM 929740108 1 9 SH   DFND 1 9 0 0
WAGEWORKS INC COM 930427109 1 11 SH   DFND 1 11 0 0
WAL-MART STORES INC COM 931142103 25,482 353,526 SH   DFND 1 189,481 0 164,045
WALGREENS BOOTS ALLIANCE INC COM 931427108 12,713 153,082 SH   DFND 1 81,261 0 71,821
WALKER & DUNLOP INC COM 93148P102 3,062 73,444 SH   DFND 1 73,288 0 156
WASHINGTON FED INC COM 938824109 2 63 SH   DFND 1 63 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 3,594 413,596 SH   DFND 1 402,828 0 10,768
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 157 5,011 SH   DFND 1 11 0 5,000
WASTE CONNECTIONS INC COM 94106B101 763 8,654 SH   DFND 1 8,654 0 0
WASTE MGMT INC DEL COM 94106L109 14,461 198,314 SH   DFND 1 127,228 0 71,086
WATERS CORP COM 941848103 839 5,370 SH   DFND 1 3,170 0 2,200
WATERSTONE FINL INC MD COM 94188P101 1 24 SH   DFND 1 24 0 0
WATSCO INC COM 942622200 2 12 SH   DFND 1 12 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1 6 SH   DFND 1 6 0 0
WAYFAIR INC CL A 94419L101 1 10 SH   DFND 1 10 0 0
WEBMD HEALTH CORP COM 94770V102 5,174 98,218 SH   DFND 1 96,743 0 1,475
WEIGHT WATCHERS INTL INC NEW COM 948626106 1 31 SH   DFND 1 31 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 181 5,410 SH   DFND 1 10 0 5,400
WEIS MKTS INC COM 948849104 42 700 SH   DFND 1 0 0 700
WELLCARE HEALTH PLANS INC COM 94946T106 8,908 63,531 SH   DFND 1 60,863 0 2,668
WELLS FARGO & CO NEW COM 949746101 12,870 231,227 SH   DFND 1 163,049 0 68,178
WELLTOWER INC COM 95040Q104 1,748 24,676 SH   DFND 1 8,576 0 16,100
WENDYS CO COM 95058W100 1 39 SH   DFND 1 39 0 0
WERNER ENTERPRISES INC COM 950755108 1 13 SH   DFND 1 13 0 0
WESCO INTL INC COM 95082P105 1 21 SH   DFND 1 21 0 0
WEST CORP COM 952355204 1 23 SH   DFND 1 23 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 221 2,706 SH   DFND 1 6 0 2,700
WESTAR ENERGY INC COM 95709T100 447 8,228 SH   DFND 1 3,728 0 4,500
WESTERN ALLIANCE BANCORP COM 957638109 6,996 142,516 SH   DFND 1 139,742 0 2,774
WESTERN DIGITAL CORP COM 958102105 6,458 78,254 SH   DFND 1 45,819 0 32,435
WESTERN REFNG INC COM 959319104 422 12,040 SH   DFND 1 5,440 0 6,600
WESTERN UN CO COM 959802109 1,931 94,901 SH   DFND 1 86,101 0 8,800
WESTROCK CO COM 96145D105 5,111 98,226 SH   DFND 1 57,068 0 41,158
WEX INC COM 96208T104 41 400 SH   DFND 1 0 0 400
WEYERHAEUSER CO COM 962166104 1,629 47,949 SH   DFND 1 9,749 0 38,200
WHIRLPOOL CORP COM 963320106 402 2,345 SH   DFND 1 2,345 0 0
WHITEWAVE FOODS CO COM 966244105 743 13,239 SH   DFND 1 2,939 0 10,300
WHITING PETE CORP NEW COM 966387102 171 18,100 SH   DFND 1 0 0 18,100
WHOLE FOODS MKT INC COM 966837106 1,111 37,396 SH   DFND 1 18,296 0 19,100
WILLIAMS COS INC DEL COM 969457100 2,194 74,154 SH   DFND 1 15,654 0 58,500
WILLIAMS CLAYTON ENERGY INC COM 969490101 53 400 SH   DFND 1 0 0 400
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 177 4,346 SH   DFND 1 4,346 0 0
WILLIAMS SONOMA INC COM 969904101 623 11,614 SH   DFND 1 11,614 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 3,443 631,829 SH   DFND 1 533,915 0 97,914
WINNEBAGO INDS INC COM 974637100 1 13 SH   DFND 1 13 0 0
WINTRUST FINL CORP COM 97650W108 5,707 82,560 SH   DFND 1 80,760 0 1,800
WIPRO LTD SPON ADR 1 SH 97651M109 161 15,777 SH   DFND 1 15,777 0 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 11 240 SH   DFND 1 0 0 240
WOLVERINE WORLD WIDE INC COM 978097103 3,890 155,802 SH   DFND 1 153,282 0 2,520
WOODWARD INC COM 980745103 1 6 SH   DFND 1 6 0 0
WORKDAY INC CL A 98138H101 192 2,300 SH   DFND 1 0 0 2,300
WORLD FUEL SVCS CORP COM 981475106 367 10,118 SH   DFND 1 4,318 0 5,800
WORTHINGTON INDS INC COM 981811102 1,563 34,658 SH   DFND 1 33,892 0 766
WPX ENERGY INC COM 98212B103 435 32,458 SH   DFND 1 58 0 32,400
WYNDHAM WORLDWIDE CORP COM 98310W108 656 7,780 SH   DFND 1 7,780 0 0
WYNN RESORTS LTD COM 983134107 132 1,148 SH   DFND 1 1,148 0 0
XPO LOGISTICS INC COM 983793100 1 24 SH   DFND 1 24 0 0
XCEL ENERGY INC COM 98389B100 2,150 48,363 SH   DFND 1 34,463 0 13,900
XILINX INC COM 983919101 4,984 86,091 SH   DFND 1 38,711 0 47,380
XCERRA CORP COM 98400J108 678 76,288 SH   DFND 1 73,491 0 2,797
XENIA HOTELS & RESORTS INC COM 984017103 4,303 252,097 SH   DFND 1 240,397 0 11,700
XEROX CORP COM 984121103 595 81,102 SH   DFND 1 81,102 0 0
XYLEM INC COM 98419M100 372 7,404 SH   DFND 1 7,404 0 0
XPERI CORP COM 98421B100 3,219 94,820 SH   DFND 1 93,576 0 1,244
YRC WORLDWIDE INC COM PAR $.01 984249607 2,215 201,189 SH   DFND 1 197,733 0 3,456
YAHOO INC COM 984332106 1,152 24,831 SH   DFND 1 11,131 0 13,700
YAMANA GOLD INC COM 98462Y100 2,970 1,076,200 SH   DFND 1 547,400 0 528,800
YELP INC CL A 985817105 206 6,281 SH   DFND 1 6,281 0 0
YIRENDAI LTD SPONSORED ADR 98585L100 3 100 SH   DFND 1 0 0 100
YUM BRANDS INC COM 988498101 476 7,442 SH   DFND 1 7,442 0 0
YUM CHINA HLDGS INC COM 98850P109 410 15,066 SH   DFND 1 15,066 0 0
ZAFGEN INC COM 98885E103 5 1,104 SH   DFND 1 0 0 1,104
ZAYO GROUP HLDGS INC COM 98919V105 485 14,737 SH   DFND 1 6,937 0 7,800
ZEBRA TECHNOLOGIES CORP CL A 989207105 1 6 SH   DFND 1 6 0 0
ZEDGE INC CL B 98923T104 1 233 SH   DFND 1 0 0 233
ZELTIQ AESTHETICS INC COM 98933Q108 50 900 SH   DFND 1 0 0 900
ZILLOW GROUP INC CL C CAP STK 98954M200 44 1,312 SH   DFND 1 12 0 1,300
ZIMMER BIOMET HLDGS INC COM 98956P102 1,041 8,526 SH   DFND 1 2,926 0 5,600
ZIONS BANCORPORATION COM 989701107 185 4,408 SH   DFND 1 4,408 0 0
ZOETIS INC CL A 98978V103 5,054 94,705 SH   DFND 1 46,480 0 48,225
DEUTSCHE BANK AG NAMEN AKT D18190898 142 8,252 SH   DFND 1 8,252 0 0
ADIENT PLC ORD SHS G0084W101 2 24 SH   DFND 1 24 0 0
AIRCASTLE LTD COM G0129K104 4,816 199,579 SH   DFND 1 195,529 0 4,050
ALKERMES PLC SHS G01767105 294 5,021 SH   DFND 1 21 0 5,000
ALLEGION PUB LTD CO ORD SHS G0176J109 98 1,294 SH   DFND 1 1,294 0 0
ALLERGAN PLC SHS G0177J108 8,277 34,642 SH   DFND 1 18,956 0 15,686
AMDOCS LTD SHS G02602103 1,630 26,718 SH   DFND 1 23,018 0 3,700
AON PLC SHS CL A G0408V102 388 3,272 SH   DFND 1 3,272 0 0
ARCH CAP GROUP LTD ORD G0450A105 3,809 40,193 SH   DFND 1 23,337 0 16,856
ARGO GROUP INTL HLDGS LTD COM G0464B107 166 2,444 SH   DFND 1 2,322 0 122
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,739 33,402 SH   DFND 1 33,133 0 269
ARRIS INTL INC SHS G0551A103 1 21 SH   DFND 1 21 0 0
ASSURED GUARANTY LTD COM G0585R106 461 12,411 SH   DFND 1 11,911 0 500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 3,624 54,067 SH   DFND 1 31,093 0 22,974
AXALTA COATING SYS LTD COM G0750C108 1 11 SH   DFND 1 11 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 4,465 37,243 SH   DFND 1 27,243 0 10,000
BUNGE LIMITED COM G16962105 3,156 39,818 SH   DFND 1 31,918 0 7,900
CREDICORP LTD COM G2519Y108 1,353 8,288 SH   DFND 1 7,088 0 1,200
COCA COLA EUROPEAN PARTNERS SHS G25839104 147 3,907 SH   DFND 1 3,907 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 636 7,905 SH   DFND 1 7,905 0 0
EATON CORP PLC SHS G29183103 4,167 56,198 SH   DFND 1 56,198 0 0
ENDO INTL PLC SHS G30401106 226 20,252 SH   DFND 1 13,552 0 6,700
ENSCO PLC SHS CLASS A G3157S106 239 26,752 SH   DFND 1 52 0 26,700
ESSENT GROUP LTD COM G3198U102 7,231 199,905 SH   DFND 1 196,219 0 3,686
EVEREST RE GROUP LTD COM G3223R108 3,794 16,225 SH   DFND 1 10,013 0 6,212
FABRINET SHS G3323L100 1 9 SH   DFND 1 9 0 0
FERROGLOBE PLC SHS G33856108 2 200 SH   DFND 1 200 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 6,644 112,169 SH   DFND 1 107,685 0 4,484
GENPACT LIMITED SHS G3922B107 352 14,221 SH   DFND 1 12,321 0 1,900
HELEN OF TROY CORP LTD COM G4388N106 1 7 SH   DFND 1 7 0 0
HERBALIFE LTD COM USD SHS G4412G101 284 4,885 SH   DFND 1 85 0 4,800
HORIZON PHARMA PLC SHS G4617B105 2,754 186,354 SH   DFND 1 180,386 0 5,968
ICON PLC SHS G4705A100 10,858 136,197 SH   DFND 1 131,326 0 4,871
IHS MARKIT LTD SHS G47567105 80 1,903 SH   DFND 1 1,903 0 0
INGERSOLL-RAND PLC SHS G47791101 430 5,288 SH   DFND 1 5,288 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 550 82,741 SH   DFND 1 141 0 82,600
INVESCO LTD SHS G491BT108 310 10,130 SH   DFND 1 10,130 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 44 305 SH   DFND 1 305 0 0
JOHNSON CTLS INTL PLC SHS G51502105 551 13,087 SH   DFND 1 13,087 0 0
KOSMOS ENERGY LTD SHS G5315B107 52 7,800 SH   DFND 1 0 0 7,800
LIBERTY GLOBAL PLC SHS CL A G5480U104 1 15 SH   DFND 1 15 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 145 4,125 SH   DFND 1 4,125 0 0
LIBERTY GLOBAL PLC LILAC SHS CL C G5480U153 32 1,400 SH   DFND 1 1,400 0 0
LIVANOVA PLC SHS G5509L101 1 9 SH   DFND 1 9 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 3,755 268,213 SH   DFND 1 263,313 0 4,900
MALLINCKRODT PUB LTD CO SHS G5785G107 381 8,554 SH   DFND 1 4,930 0 3,624
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 573 37,540 SH   DFND 1 37,540 0 0
MEDTRONIC PLC SHS G5960L103 8,631 107,134 SH   DFND 1 50,409 0 56,725
MICHAEL KORS HLDGS LTD SHS G60754101 3,305 86,713 SH   DFND 1 54,319 0 32,394
NABORS INDUSTRIES LTD SHS G6359F103 303 23,145 SH   DFND 1 45 0 23,100
NIELSEN HLDGS PLC SHS EUR G6518L108 147 3,565 SH   DFND 1 3,565 0 0
NOBLE CORP PLC SHS USD G65431101 2,304 372,286 SH   DFND 1 217,177 0 155,109
NORDIC AMERICAN TANKERS LIMI COM G65773106 53 6,500 SH   DFND 1 0 0 6,500
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 138 2,716 SH   DFND 1 2,716 0 0
OCEAN RIG UDW INC SHS G66964100 125 432,163 SH   DFND 1 432,163 0 0
OM ASSET MGMT PLC SHS G67506108 99 6,560 SH   DFND 1 6,560 0 0
PROTHENA CORP PLC SHS G72800108 50 900 SH   DFND 1 0 0 900
RENAISSANCERE HOLDINGS LTD COM G7496G103 788 5,447 SH   DFND 1 5,447 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 264 16,948 SH   DFND 1 6,648 0 10,300
SEADRILL LIMITED SHS G7945E105 38 23,300 SH   DFND 1 0 0 23,300
SEAGATE TECHNOLOGY PLC SHS G7945M107 3,080 67,061 SH   DFND 1 40,464 0 26,597
PENTAIR PLC SHS G7S00T104 126 2,004 SH   DFND 1 2,004 0 0
SIGNET JEWELERS LIMITED SHS G81276100 59 847 SH   DFND 1 847 0 0
STERIS PLC SHS USD G84720104 1 8 SH   DFND 1 8 0 0
TECHNIPFMC PLC COM G87110105 241 7,421 SH   DFND 1 7,421 0 0
TRAVELPORT WORLDWIDE LTD SHS G9019D104 2,008 170,639 SH   DFND 1 167,816 0 2,823
TRITON INTL LTD CL A G9078F107 1 35 SH   DFND 1 35 0 0
VALIDUS HOLDINGS LTD COM SHS G9319H102 815 14,453 SH   DFND 1 14,348 0 105
GOLAR LNG LTD BERMUDA SHS G9456A100 271 9,700 SH   DFND 1 0 0 9,700
WHITE MTNS INS GROUP LTD COM G9618E107 11 12 SH   DFND 1 0 0 12
WILLIS TOWERS WATSON PUB LTD SHS G96629103 183 1,397 SH   DFND 1 1,397 0 0
PERRIGO CO PLC SHS G97822103 440 6,622 SH   DFND 1 2,122 0 4,500
XL GROUP LTD COM G98294104 143 3,600 SH   DFND 1 3,600 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 7,569 142,539 SH   DFND 1 92,021 0 50,518
CHUBB LIMITED COM H1467J104 1,098 8,059 SH   DFND 1 8,059 0 0
GARMIN LTD SHS H2906T109 65 1,273 SH   DFND 1 1,273 0 0
UBS GROUP AG SHS H42097107 345 21,630 SH   DFND 1 21,630 0 0
LOGITECH INTL S A SHS H50430232 15,028 471,554 SH   DFND 1 319,401 0 152,153
TE CONNECTIVITY LTD REG SHS H84989104 485 6,504 SH   DFND 1 6,504 0 0
TRANSOCEAN LTD REG SHS H8817H100 1,089 87,458 SH   DFND 1 58,952 0 28,506
INTELSAT S A COM L5140P101 88 21,100 SH   DFND 1 21,100 0 0
ORION ENGINEERED CARBONS S A COM L72967109 2,154 105,072 SH   DFND 1 105,072 0 0
TRINSEO S A SHS L9340P101 7,854 117,048 SH   DFND 1 115,390 0 1,658
AUDIOCODES LTD ORD M15342104 8 1,098 SH   DFND 1 0 0 1,098
CELLCOM ISRAEL LTD SHS M2196U109 6 602 SH   DFND 1 0 0 602
CERAGON NETWORKS LTD ORD M22013102 3,250 993,739 SH   DFND 1 934,110 0 59,629
CHECK POINT SOFTWARE TECH LT ORD M22465104 5,371 52,318 SH   DFND 1 18,664 0 33,654
SYNERON MEDICAL LTD ORD SHS M87245102 569 53,974 SH   DFND 1 37,351 0 16,623
TARO PHARMACEUTICAL INDS LTD SHS M8737E108 187 1,600 SH   DFND 1 1,600 0 0
SODASTREAM INTERNATIONAL LTD USD SHS M9068E105 29 607 SH   DFND 1 607 0 0
AERCAP HOLDINGS NV SHS N00985106 55 1,193 SH   DFND 1 1,193 0 0
CNH INDL N V SHS N20944109 350 36,304 SH   DFND 1 36,304 0 0
CORE LABORATORIES N V COM N22717107 93 806 SH   DFND 1 806 0 0
FERRARI N V COM N3167Y103 268 3,600 SH   DFND 1 3,600 0 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 4,734 433,146 SH   DFND 1 170,805 0 262,341
FRANKS INTL N V COM N33462107 112 10,579 SH   DFND 1 10,579 0 0
MOBILEYE N V AMSTELVEEN ORD SHS N51488117 221 3,600 SH   DFND 1 3,600 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 8,939 98,021 SH   DFND 1 67,453 0 30,568
MYLAN N V SHS EURO N59465109 2,765 70,911 SH   DFND 1 31,997 0 38,914
NXP SEMICONDUCTORS N V COM N6596X109 408 3,942 SH   DFND 1 3,942 0 0
ORTHOFIX INTL N V COM N6748L102 1,707 44,753 SH   DFND 1 44,114 0 639
QIAGEN NV SHS NEW N72482123 387 13,368 SH   DFND 1 1,768 0 11,600
SENSATA TECHNOLOGIES HLDG NV SHS N7902X106 2 46 SH   DFND 1 46 0 0
WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 85 2,716 SH   DFND 1 16 0 2,700
COPA HOLDINGS SA CL A P31076105 557 4,962 SH   DFND 1 4,900 0 62
TRONOX LTD SHS CL A Q9235V101 58 3,162 SH   DFND 1 2,625 0 537
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 993 10,126 SH   DFND 1 10,126 0 0
BROADCOM LTD SHS Y09827109 1,228 5,607 SH   DFND 1 5,607 0 0
DHT HOLDINGS INC SHS NEW Y2065G121 404 90,300 SH   DFND 1 90,300 0 0
FLEX LTD ORD Y2573F102 1 84 SH   DFND 1 84 0 0