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
AAR CORP COM 000361105 2,376 62,897 SH   DFND 1 61,936 0 961
ACCO BRANDS CORP COM 00081T108 2,306 193,764 SH   DFND 1 189,339 0 4,425
ABM INDS INC COM 000957100 150 3,586 SH   DFND 1 3,586 0 0
AFLAC INC COM 001055102 13,675 168,023 SH   DFND 1 115,553 0 52,470
AGCO CORP COM 001084102 1 6 SH   DFND 1 6 0 0
AG MTG INVT TR INC COM 001228105 1 46 SH   DFND 1 46 0 0
AGNC INVT CORP COM 00123Q104 8,411 387,945 SH   DFND 1 387,945 0 0
AES CORP COM 00130H105 3,139 284,837 SH   DFND 1 142,362 0 142,475
AK STL HLDG CORP COM 001547108 1 147 SH   DFND 1 147 0 0
ALPS ETF TR ALERIAN MLP 00162Q866 26,931 2,400,238 SH   DFND 1 2,400,238 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 2,028 109,898 SH   DFND 1 108,148 0 1,750
AMN HEALTHCARE SERVICES INC COM 001744101 50 1,100 SH   DFND 1 0 0 1,100
AT&T INC COM 00206R102 41,992 1,072,043 SH   DFND 1 670,199 0 401,844
A10 NETWORKS INC COM 002121101 1,013 134,031 SH   DFND 1 132,322 0 1,709
AVX CORP NEW COM 002444107 221 12,143 SH   DFND 1 12,143 0 0
AXT INC COM 00246W103 11 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 531 12,177 SH   DFND 1 11,982 0 195
ABBOTT LABS COM 002824100 4,511 84,543 SH   DFND 1 35,943 0 48,600
ABBVIE INC COM 00287Y109 28,336 318,889 SH   DFND 1 158,208 0 160,681
ABERCROMBIE & FITCH CO CL A 002896207 5,256 364,018 SH   DFND 1 359,277 0 4,741
ABIOMED INC COM 003654100 254 1,504 SH   DFND 1 4 0 1,500
ABRAXAS PETE CORP COM 003830106 1,537 817,679 SH   DFND 1 802,194 0 15,485
ACACIA RESH CORP ACACIA TCH COM 003881307 3 734 SH   DFND 1 0 0 734
ACADIA HEALTHCARE COMPANY IN COM 00404A109 62 1,300 SH   DFND 1 0 0 1,300
ACADIA PHARMACEUTICALS INC COM 004225108 68 1,817 SH   DFND 1 17 0 1,800
ACADIA RLTY TR COM SH BEN INT 004239109 152 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 2,238 498,335 SH   DFND 1 492,897 0 5,438
ACI WORLDWIDE INC COM 004498101 52 2,300 SH   DFND 1 0 0 2,300
ACORDA THERAPEUTICS INC COM 00484M106 2,608 110,290 SH   DFND 1 109,088 0 1,202
ACTIVISION BLIZZARD INC COM 00507V109 1,354 20,985 SH   DFND 1 9,185 0 11,800
ACUITY BRANDS INC COM 00508Y102 101 588 SH   DFND 1 588 0 0
ADOBE SYS INC COM 00724F101 15,705 105,275 SH   DFND 1 54,556 0 50,719
ADTALEM GLOBAL ED INC COM 00737L103 4,007 111,763 SH   DFND 1 109,961 0 1,802
ADTRAN INC COM 00738A106 2,879 119,952 SH   DFND 1 118,650 0 1,302
ADVANCE AUTO PARTS INC COM 00751Y106 101 1,017 SH   DFND 1 1,017 0 0
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 34 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 7 188 SH   DFND 1 188 0 0
AEGION CORP COM 00770F104 1 63 SH   DFND 1 63 0 0
AEROHIVE NETWORKS INC COM 007786106 331 80,914 SH   DFND 1 80,914 0 0
ADVANCED MICRO DEVICES INC COM 007903107 116 9,076 SH   DFND 1 9,076 0 0
ADVANCED ENERGY INDS COM 007973100 209 2,592 SH   DFND 1 2,592 0 0
AETNA INC NEW COM 00817Y108 7,764 48,830 SH   DFND 1 27,969 0 20,861
AFFILIATED MANAGERS GROUP COM 008252108 123 649 SH   DFND 1 649 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 2,560 39,875 SH   DFND 1 29,575 0 10,300
AGNICO EAGLE MINES LTD COM 008474108 253 5,596 SH   DFND 1 5,596 0 0
AGIOS PHARMACEUTICALS INC COM 00847X104 187 2,800 SH   DFND 1 0 0 2,800
AGREE REALTY CORP COM 008492100 587 11,963 SH   DFND 1 10,963 0 1,000
AGRIUM INC COM 008916108 4,878 45,500 SH   DFND 1 45,500 0 0
AIR LEASE CORP CL A 00912X302 148 3,464 SH   DFND 1 3,464 0 0
AIR PRODS & CHEMS INC COM 009158106 8,942 59,134 SH   DFND 1 35,380 0 23,754
AKAMAI TECHNOLOGIES INC COM 00971T101 4,792 98,358 SH   DFND 1 56,272 0 42,086
AKORN INC COM 009728106 73 2,200 SH   DFND 1 0 0 2,200
ALAMO GROUP INC COM 011311107 901 8,387 SH   DFND 1 8,387 0 0
ALASKA AIR GROUP INC COM 011659109 142 1,860 SH   DFND 1 1,860 0 0
ALBEMARLE CORP COM 012653101 590 4,330 SH   DFND 1 4,330 0 0
ALCOA CORP COM 013872106 4 89 SH   DFND 1 89 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 162 3,500 SH   DFND 1 0 0 3,500
ALERE INC COM 01449J105 82 1,612 SH   DFND 1 12 0 1,600
ALEXANDERS INC COM 014752109 42 100 SH   DFND 1 0 0 100
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 531 4,465 SH   DFND 1 965 0 3,500
ALEXION PHARMACEUTICALS INC COM 015351109 3,051 21,750 SH   DFND 1 9,961 0 11,789
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 2,142 12,400 SH   DFND 1 11,400 0 1,000
ALIGN TECHNOLOGY INC COM 016255101 508 2,729 SH   DFND 1 729 0 2,000
ALIO GOLD INC COM 01627X108 6 1,300 SH   DFND 1 0 0 1,300
ALLEGHANY CORP DEL COM 017175100 1 1 SH   DFND 1 1 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1 48 SH   DFND 1 48 0 0
ALLETE INC COM NEW 018522300 6,184 80,011 SH   DFND 1 76,130 0 3,881
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,279 5,773 SH   DFND 1 4,773 0 1,000
ALLIANCE RES PARTNER L P UT LTD PART 01877R108 401 20,731 SH   DFND 1 20,731 0 0
ALLIANT ENERGY CORP COM 018802108 583 14,025 SH   DFND 1 6,725 0 7,300
ALLISON TRANSMISSION HLDGS I COM 01973R101 3,548 94,537 SH   DFND 1 48,336 0 46,201
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 59 4,137 SH   DFND 1 237 0 3,900
ALLSTATE CORP COM 020002101 9,514 103,516 SH   DFND 1 70,848 0 32,668
ALLY FINL INC COM 02005N100 266 10,946 SH   DFND 1 10,946 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 283 2,408 SH   DFND 1 8 0 2,400
ALPHABET INC CAP STK CL C 02079K107 16,267 16,960 SH   DFND 1 8,464 0 8,496
ALPHABET INC CAP STK CL A 02079K305 35,036 35,982 SH   DFND 1 20,054 0 15,928
ALTRIA GROUP INC COM 02209S103 25,965 409,414 SH   DFND 1 241,003 0 168,411
AMAZON COM INC COM 023135106 21,092 21,940 SH   DFND 1 14,441 0 7,499
AMERCO COM 023586100 1 2 SH   DFND 1 2 0 0
AMEREN CORP COM 023608102 9,224 159,480 SH   DFND 1 129,212 0 30,268
AMERICAN AIRLS GROUP INC COM 02376R102 305 6,425 SH   DFND 1 6,425 0 0
AMERICAN ASSETS TR INC COM 024013104 131 3,300 SH   DFND 1 0 0 3,300
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1 37 SH   DFND 1 37 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 279 6,309 SH   DFND 1 9 0 6,300
AMERICAN ELEC PWR INC COM 025537101 9,277 132,076 SH   DFND 1 78,738 0 53,338
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,733 191,136 SH   DFND 1 191,136 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 4,049 139,236 SH   DFND 1 136,786 0 2,450
AMERICAN EXPRESS CO COM 025816109 3,921 43,346 SH   DFND 1 28,951 0 14,395
AMERICAN FINL GROUP INC OHIO COM 025932104 806 7,793 SH   DFND 1 7,793 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 155 7,117 SH   DFND 1 17 0 7,100
AMERICAN INTL GROUP INC COM NEW 026874784 792 12,894 SH   DFND 1 12,894 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 57 3,741 SH   DFND 1 3,741 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 1 19 SH   DFND 1 19 0 0
AMERICAN SOFTWARE INC CL A 029683109 58 5,134 SH   DFND 1 5,134 0 0
AMERICAN TOWER CORP NEW COM 03027X100 4,460 32,629 SH   DFND 1 12,263 0 20,366
AMERICAN VANGUARD CORP COM 030371108 7 325 SH   DFND 1 0 0 325
AMERICAN WTR WKS CO INC NEW COM 030420103 650 8,039 SH   DFND 1 3,239 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 285 4,901 SH   DFND 1 4,901 0 0
AMERISOURCEBERGEN CORP COM 03073E105 1,043 12,610 SH   DFND 1 7,710 0 4,900
AMERIPRISE FINL INC COM 03076C106 9,804 66,019 SH   DFND 1 43,699 0 22,320
AMERIGAS PARTNERS L P UNIT L P INT 030975106 89 1,990 SH   DFND 1 1,990 0 0
AMETEK INC NEW COM 031100100 188 2,846 SH   DFND 1 2,846 0 0
AMGEN INC COM 031162100 21,985 117,911 SH   DFND 1 62,657 0 55,254
AMICUS THERAPEUTICS INC COM 03152W109 2,285 151,525 SH   DFND 1 149,350 0 2,175
AMKOR TECHNOLOGY INC COM 031652100 3,403 322,579 SH   DFND 1 317,729 0 4,850
AMPHENOL CORP NEW CL A 032095101 279 3,301 SH   DFND 1 3,301 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 1,424 79,683 SH   DFND 1 78,346 0 1,337
AMTRUST FINL SVCS INC COM 032359309 346 25,729 SH   DFND 1 25,729 0 0
ANADARKO PETE CORP COM 032511107 3,087 63,187 SH   DFND 1 12,887 0 50,300
ANALOG DEVICES INC COM 032654105 362 4,200 SH   DFND 1 4,200 0 0
ANALOGIC CORP COM PAR $0.05 032657207 2,288 27,318 SH   DFND 1 26,918 0 400
ANDEAVOR COM 03349M105 10,175 98,638 SH   DFND 1 49,317 0 49,321
ANDERSONS INC COM 034164103 2,227 65,026 SH   DFND 1 62,821 0 2,205
ANGIODYNAMICS INC COM 03475V101 724 42,351 SH   DFND 1 41,981 0 370
ANIXTER INTL INC COM 035290105 1 7 SH   DFND 1 7 0 0
ANNALY CAP MGMT INC COM 035710409 9,499 779,279 SH   DFND 1 779,279 0 0
ANSYS INC COM 03662Q105 332 2,708 SH   DFND 1 708 0 2,000
ANTERO RES CORP COM 03674X106 494 24,800 SH   DFND 1 0 0 24,800
ANTHEM INC COM 036752103 5,697 30,004 SH   DFND 1 17,585 0 12,419
ANWORTH MORTGAGE ASSET CP COM 037347101 454 75,472 SH   DFND 1 75,472 0 0
APACHE CORP COM 037411105 2,418 52,805 SH   DFND 1 18,205 0 34,600
APARTMENT INVT & MGMT CO CL A 03748R101 420 9,573 SH   DFND 1 2,073 0 7,500
APOGEE ENTERPRISES INC COM 037598109 1 17 SH   DFND 1 17 0 0
APOLLO INVT CORP COM 03761U106 199 32,634 SH   DFND 1 32,634 0 0
APOLLO COML REAL EST FIN INC COM 03762U105 2,343 129,396 SH   DFND 1 129,396 0 0
APPLE INC COM 037833100 84,731 549,770 SH   DFND 1 359,318 0 190,452
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 1,782 94,249 SH   DFND 1 86,149 0 8,100
APPLIED INDL TECHNOLOGIES IN COM 03820C105 329 4,997 SH   DFND 1 4,887 0 110
APPLIED GENETIC TECHNOL CORP COM 03820J100 1 300 SH   DFND 1 0 0 300
APPLIED MATLS INC COM 038222105 11,854 227,574 SH   DFND 1 151,653 0 75,921
APTARGROUP INC COM 038336103 2 18 SH   DFND 1 18 0 0
AQUA AMERICA INC COM 03836W103 199 6,000 SH   DFND 1 0 0 6,000
ARAMARK COM 03852U106 1 15 SH   DFND 1 15 0 0
ARBOR RLTY TR INC COM 038923108 7 883 SH   DFND 1 96 0 787
ARCHER DANIELS MIDLAND CO COM 039483102 2,579 60,672 SH   DFND 1 28,672 0 32,000
ARCHROCK INC COM 03957W106 1,383 110,169 SH   DFND 1 95,204 0 14,965
ARCONIC INC COM 03965L100 978 39,319 SH   DFND 1 39,319 0 0
ARENA PHARMACEUTICALS INC COM NEW 040047607 789 30,956 SH   DFND 1 30,336 0 620
ARGAN INC COM 04010E109 4,714 70,095 SH   DFND 1 68,942 0 1,153
ARISTA NETWORKS INC COM 040413106 1 5 SH   DFND 1 5 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 1 41 SH   DFND 1 41 0 0
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 1 54 SH   DFND 1 54 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 960 391,852 SH   DFND 1 385,859 0 5,993
ASHFORD HOSPITALITY PRIME IN COM 044102101 728 76,646 SH   DFND 1 74,986 0 1,660
ASHFORD HOSPITALITY TR INC COM SHS 044103109 3,503 525,180 SH   DFND 1 516,280 0 8,900
ASPEN TECHNOLOGY INC COM 045327103 4,799 76,402 SH   DFND 1 74,304 0 2,098
ASSOCIATED BANC CORP COM 045487105 8 342 SH   DFND 1 0 0 342
ASSURANT INC COM 04621X108 1,341 14,042 SH   DFND 1 722 0 13,320
ASTORIA FINL CORP COM 046265104 2 95 SH   DFND 1 95 0 0
ATHENAHEALTH INC COM 04685W103 205 1,648 SH   DFND 1 48 0 1,600
ATKORE INTL GROUP INC COM 047649108 3,444 176,501 SH   DFND 1 173,739 0 2,762
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 611 9,293 SH   DFND 1 8,666 0 627
ATMOS ENERGY CORP COM 049560105 363 4,324 SH   DFND 1 1,424 0 2,900
ATWOOD OCEANICS INC COM 050095108 61 6,520 SH   DFND 1 0 0 6,520
AUTODESK INC COM 052769106 605 5,393 SH   DFND 1 2,393 0 3,000
AUTOLIV INC COM 052800109 3 26 SH   DFND 1 26 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 1,534 14,035 SH   DFND 1 6,835 0 7,200
AUTONATION INC COM 05329W102 1 10 SH   DFND 1 10 0 0
AUTOZONE INC COM 053332102 202 340 SH   DFND 1 340 0 0
AVALONBAY CMNTYS INC COM 053484101 2,103 11,789 SH   DFND 1 5,889 0 5,900
AVERY DENNISON CORP COM 053611109 10,900 110,840 SH   DFND 1 64,122 0 46,718
AVIS BUDGET GROUP COM 053774105 1 18 SH   DFND 1 18 0 0
AVISTA CORP COM 05379B107 313 6,038 SH   DFND 1 4,738 0 1,300
AVNET INC COM 053807103 1 21 SH   DFND 1 21 0 0
AVON PRODS INC COM 054303102 1 326 SH   DFND 1 326 0 0
BB&T CORP COM 054937107 439 9,342 SH   DFND 1 9,342 0 0
B & G FOODS INC NEW COM 05508R106 331 10,392 SH   DFND 1 5,692 0 4,700
BCE INC COM NEW 05534B760 5,941 126,862 SH   DFND 1 126,862 0 0
BOFI HLDG INC COM 05566U108 7,663 269,161 SH   DFND 1 265,075 0 4,086
BMC STK HLDGS INC COM 05591B109 1 55 SH   DFND 1 55 0 0
BWX TECHNOLOGIES INC COM 05605H100 531 9,479 SH   DFND 1 9,479 0 0
BADGER METER INC COM 056525108 1 10 SH   DFND 1 10 0 0
BAIDU INC SPON ADR REP A 056752108 941 3,800 SH   DFND 1 3,800 0 0
BAKER HUGHES A GE CO CL A 05722G100 7,108 194,092 SH   DFND 1 96,421 0 97,671
BALL CORP COM 058498106 484 11,728 SH   DFND 1 11,728 0 0
BANC OF CALIFORNIA INC COM 05990K106 4,545 219,047 SH   DFND 1 215,362 0 3,685
BANK AMER CORP COM 060505104 13,160 519,349 SH   DFND 1 379,329 0 140,020
BANK HAWAII CORP COM 062540109 1 8 SH   DFND 1 8 0 0
BANK MONTREAL QUE COM 063671101 260 3,468 SH   DFND 1 3,468 0 0
BANK MUTUAL CORP NEW COM 063750103 1 48 SH   DFND 1 48 0 0
BANK NEW YORK MELLON CORP COM 064058100 1,300 24,511 SH   DFND 1 24,511 0 0
BANK N S HALIFAX COM 064149107 692 10,876 SH   DFND 1 10,876 0 0
BANKRATE INC DEL COM 06647F102 1,658 118,868 SH   DFND 1 116,376 0 2,492
BANKUNITED INC COM 06652K103 223 6,280 SH   DFND 1 6,280 0 0
BARD C R INC COM 067383109 920 2,870 SH   DFND 1 870 0 2,000
BARNES & NOBLE INC COM 067774109 2,433 320,137 SH   DFND 1 316,348 0 3,789
BARNES GROUP INC COM 067806109 1 6 SH   DFND 1 6 0 0
BARRICK GOLD CORP COM 067901108 338 20,984 SH   DFND 1 20,984 0 0
BARRACUDA NETWORKS INC COM 068323104 3,291 135,832 SH   DFND 1 133,656 0 2,176
BARRETT BUSINESS SERVICES IN COM 068463108 1,800 31,835 SH   DFND 1 30,879 0 956
BAXTER INTL INC COM 071813109 14,603 232,712 SH   DFND 1 153,121 0 79,591
BEACON ROOFING SUPPLY INC COM 073685109 2 42 SH   DFND 1 42 0 0
BECTON DICKINSON & CO COM 075887109 2,129 10,867 SH   DFND 1 5,267 0 5,600
BED BATH & BEYOND INC COM 075896100 1 38 SH   DFND 1 38 0 0
BELDEN INC COM 077454106 3,366 41,798 SH   DFND 1 41,307 0 491
BEMIS INC COM 081437105 1 23 SH   DFND 1 23 0 0
BENCHMARK ELECTRS INC COM 08160H101 7,728 226,294 SH   DFND 1 221,441 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 9,082 49,541 SH   DFND 1 40,140 0 9,401
BERKSHIRE HILLS BANCORP INC COM 084680107 2,744 70,805 SH   DFND 1 70,006 0 799
BERRY GLOBAL GROUP INC COM 08579W103 2 35 SH   DFND 1 35 0 0
BEST BUY INC COM 086516101 1,292 22,679 SH   DFND 1 22,679 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 286 37,327 SH   DFND 1 37,327 0 0
BIG LOTS INC COM 089302103 6,621 123,591 SH   DFND 1 121,575 0 2,016
BIO RAD LABS INC CL A 090572207 224 1,007 SH   DFND 1 7 0 1,000
BIOMARIN PHARMACEUTICAL INC COM 09061G101 659 7,081 SH   DFND 1 1,781 0 5,300
BIOGEN INC COM 09062X103 15,157 48,407 SH   DFND 1 28,646 0 19,761
BIO TECHNE CORP COM 09073M104 122 1,013 SH   DFND 1 13 0 1,000
BIOVERATIV INC COM 09075E100 1,185 20,764 SH   DFND 1 9,457 0 11,307
BJS RESTAURANTS INC COM 09180C106 2,865 94,101 SH   DFND 1 92,573 0 1,528
BLACK BOX CORP DEL COM 091826107 139 42,797 SH   DFND 1 41,647 0 1,150
BLACK HILLS CORP COM 092113109 180 2,619 SH   DFND 1 19 0 2,600
BLACKBAUD INC COM 09227Q100 158 1,800 SH   DFND 1 0 0 1,800
BLACKBERRY LTD COM 09228F103 186 16,593 SH   DFND 1 16,593 0 0
BLACKROCK INC COM 09247X101 1,063 2,377 SH   DFND 1 2,377 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 80 10,700 SH   DFND 1 10,700 0 0
BLACKSTONE MTG TR INC COM CL A 09257W100 1,561 50,323 SH   DFND 1 50,323 0 0
BLOCK H & R INC COM 093671105 733 27,691 SH   DFND 1 27,691 0 0
BLOOMIN BRANDS INC COM 094235108 3,941 223,903 SH   DFND 1 219,995 0 3,908
BLUCORA INC COM 095229100 567 22,407 SH   DFND 1 22,407 0 0
BLUE BUFFALO PET PRODS INC COM 09531U102 139 4,916 SH   DFND 1 16 0 4,900
BLUEBIRD BIO INC COM 09609G100 166 1,207 SH   DFND 1 7 0 1,200
BOB EVANS FARMS INC COM 096761101 234 3,022 SH   DFND 1 3,022 0 0
BOEING CO COM 097023105 43,007 169,180 SH   DFND 1 123,985 0 45,195
BOINGO WIRELESS INC COM 09739C102 2,817 131,815 SH   DFND 1 130,248 0 1,567
BOISE CASCADE CO DEL COM 09739D100 4,214 120,759 SH   DFND 1 118,990 0 1,769
BONANZA CREEK ENERGY INC COM NEW 097793400 1,312 39,771 SH   DFND 1 35,367 0 4,404
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 470 12,583 SH   DFND 1 11,283 0 1,300
BORGWARNER INC COM 099724106 136 2,657 SH   DFND 1 2,657 0 0
BOSTON BEER INC CL A 100557107 47 300 SH   DFND 1 0 0 300
BOSTON PROPERTIES INC COM 101121101 1,463 11,902 SH   DFND 1 5,402 0 6,500
BOSTON SCIENTIFIC CORP COM 101137107 1,643 56,332 SH   DFND 1 19,732 0 36,600
BOX INC CL A 10316T104 6,625 342,903 SH   DFND 1 338,444 0 4,459
BOYD GAMING CORP COM 103304101 5,422 208,142 SH   DFND 1 205,469 0 2,673
BRADY CORP CL A 104674106 1 11 SH   DFND 1 11 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 3,030 173,222 SH   DFND 1 80,073 0 93,149
BRIDGEPOINT ED INC COM 10807M105 1 43 SH   DFND 1 43 0 0
BRIGGS & STRATTON CORP COM 109043109 621 26,424 SH   DFND 1 25,024 0 1,400
BRIGHT HORIZONS FAM SOL IN D COM 109194100 5 53 SH   DFND 1 53 0 0
BRIGHTHOUSE FINL INC COM 10922N103 69 1,140 SH   DFND 1 1,140 0 0
BRINKER INTL INC COM 109641100 2,483 77,928 SH   DFND 1 77,928 0 0
BRINKS CO COM 109696104 7,423 88,101 SH   DFND 1 86,972 0 1,129
BRISTOL MYERS SQUIBB CO COM 110122108 5,618 88,143 SH   DFND 1 38,317 0 49,826
BRITISH AMERN TOB PLC SPONSORED ADR 110448107 5,016 80,313 SH   DFND 1 80,313 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 300 15,931 SH   DFND 1 6,831 0 9,100
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 219 2,705 SH   DFND 1 5 0 2,700
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1 53 SH   DFND 1 53 0 0
BROOKDALE SR LIVING INC COM 112463104 38 3,600 SH   DFND 1 0 0 3,600
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 120 2,896 SH   DFND 1 2,896 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,453 158,226 SH   DFND 1 155,625 0 2,601
BROOKS AUTOMATION INC COM 114340102 1,859 61,230 SH   DFND 1 60,811 0 419
BROWN & BROWN INC COM 115236101 1 8 SH   DFND 1 8 0 0
BROWN FORMAN CORP CL A 115637100 184 3,300 SH   DFND 1 0 0 3,300
BROWN FORMAN CORP CL B 115637209 686 12,633 SH   DFND 1 2,433 0 10,200
BRUKER CORP COM 116794108 1,744 58,636 SH   DFND 1 3,167 0 55,469
BRUNSWICK CORP COM 117043109 275 4,911 SH   DFND 1 4,911 0 0
BRYN MAWR BK CORP COM 117665109 250 5,715 SH   DFND 1 5,715 0 0
BUILDERS FIRSTSOURCE INC COM 12008R107 1 47 SH   DFND 1 47 0 0
BURLINGTON STORES INC COM 122017106 304 3,189 SH   DFND 1 3,189 0 0
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C H ROBINSON WORLDWIDE INC COM NEW 12541W209 441 5,793 SH   DFND 1 5,793 0 0
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CRA INTL INC COM 12618T105 288 7,026 SH   DFND 1 7,026 0 0
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CARMAX INC COM 143130102 177 2,333 SH   DFND 1 2,333 0 0
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CARPENTER TECHNOLOGY CORP COM 144285103 166 3,446 SH   DFND 1 3,446 0 0
CARRIZO OIL & GAS INC COM 144577103 275 16,074 SH   DFND 1 9,310 0 6,764
CARTER INC COM 146229109 297 3,006 SH   DFND 1 3,006 0 0
CASEYS GEN STORES INC COM 147528103 405 3,697 SH   DFND 1 1,197 0 2,500
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CELGENE CORP COM 151020104 11,988 82,212 SH   DFND 1 38,104 0 44,108
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,228 429,374 SH   DFND 1 422,861 0 6,513
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CENTRAL GARDEN & PET CO COM 153527106 15 379 SH   DFND 1 0 0 379
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CHARLES RIV LABS INTL INC COM 159864107 5,398 49,976 SH   DFND 1 23,905 0 26,071
CHARTER COMMUNICATIONS INC N CL A 16119P108 1,836 5,052 SH   DFND 1 4,713 0 339
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CIMAREX ENERGY CO COM 171798101 1,285 11,305 SH   DFND 1 3,005 0 8,300
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CIVEO CORP CDA COM 17878Y108 73 25,584 SH   DFND 1 25,584 0 0
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CLOROX CO DEL COM 189054109 5,954 45,138 SH   DFND 1 37,638 0 7,500
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COACH INC COM 189754104 3,723 92,417 SH   DFND 1 57,569 0 34,848
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COHU INC COM 192576106 2,345 98,360 SH   DFND 1 97,431 0 929
COLFAX CORP COM 194014106 1 12 SH   DFND 1 12 0 0
COLGATE PALMOLIVE CO COM 194162103 5,733 78,695 SH   DFND 1 24,122 0 54,573
COLONY NORTHSTAR INC CL A COM 19625W104 374 29,768 SH   DFND 1 68 0 29,700
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COMMVAULT SYSTEMS INC COM 204166102 2,276 37,428 SH   DFND 1 37,304 0 124
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 451 35,288 SH   DFND 1 35,288 0 0
COMPASS MINERALS INTL INC COM 20451N101 185 2,856 SH   DFND 1 2,856 0 0
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CONSOLIDATED EDISON INC COM 209115104 10,214 126,597 SH   DFND 1 118,397 0 8,200
CONSTELLATION BRANDS INC CL A 21036P108 2,680 13,435 SH   DFND 1 3,435 0 10,000
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COOPER TIRE & RUBR CO COM 216831107 3,849 102,912 SH   DFND 1 101,883 0 1,029
COPART INC COM 217204106 2 64 SH   DFND 1 64 0 0
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CRANE CO COM 224399105 774 9,679 SH   DFND 1 9,679 0 0
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CUBESMART COM 229663109 3,273 126,091 SH   DFND 1 50,135 0 75,956
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DR REDDYS LABS LTD ADR 256135203 239 6,700 SH   DFND 1 6,700 0 0
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EASTMAN CHEM CO COM 277432100 679 7,502 SH   DFND 1 7,502 0 0
EATON VANCE CORP COM NON VTG 278265103 1 9 SH   DFND 1 9 0 0
EBAY INC COM 278642103 1,140 29,637 SH   DFND 1 13,637 0 16,000
ECHOSTAR CORP CL A 278768106 1 12 SH   DFND 1 12 0 0
ECOLAB INC COM 278865100 1,304 10,137 SH   DFND 1 10,137 0 0
ECLIPSE RES CORP COM 27890G100 107 42,800 SH   DFND 1 0 0 42,800
EDGEWELL PERS CARE CO COM 28035Q102 272 3,735 SH   DFND 1 35 0 3,700
EDISON INTL COM 281020107 10,672 138,297 SH   DFND 1 88,862 0 49,435
EDUCATION RLTY TR INC COM NEW 28140H203 169 4,700 SH   DFND 1 0 0 4,700
EDWARDS LIFESCIENCES CORP COM 28176E108 8,588 78,565 SH   DFND 1 44,373 0 34,192
EL PASO ELEC CO COM NEW 283677854 2,906 52,606 SH   DFND 1 50,703 0 1,903
ELECTRONIC ARTS INC COM 285512109 1,186 10,045 SH   DFND 1 5,345 0 4,700
ELLIE MAE INC COM 28849P100 41 500 SH   DFND 1 0 0 500
ELLIS PERRY INTL INC COM 288853104 1,324 55,944 SH   DFND 1 54,690 0 1,254
EMCOR GROUP INC COM 29084Q100 7,636 110,063 SH   DFND 1 108,263 0 1,800
EMERGENT BIOSOLUTIONS INC COM 29089Q105 4,449 109,992 SH   DFND 1 108,372 0 1,620
EMERSON ELEC CO COM 291011104 14,254 226,823 SH   DFND 1 226,823 0 0
EMPIRE ST RLTY TR INC CL A 292104106 167 8,117 SH   DFND 1 17 0 8,100
EMPLOYERS HOLDINGS INC COM 292218104 1,890 41,582 SH   DFND 1 40,448 0 1,134
ENCANA CORP COM 292505104 16 1,343 SH   DFND 1 1,343 0 0
ENBRIDGE INC COM 29250N105 408 9,761 SH   DFND 1 9,761 0 0
ENANTA PHARMACEUTICALS INC COM 29251M106 3,576 76,409 SH   DFND 1 74,838 0 1,571
ENCORE CAP GROUP INC COM 292554102 1 15 SH   DFND 1 15 0 0
ENCORE WIRE CORP COM 292562105 1 13 SH   DFND 1 13 0 0
ENERGEN CORP COM 29265N108 519 9,500 SH   DFND 1 0 0 9,500
ENERGIZER HLDGS INC NEW COM 29272W109 235 5,110 SH   DFND 1 1,810 0 3,300
ENERSYS COM 29275Y102 8 118 SH   DFND 1 21 0 97
ENERPLUS CORP COM 292766102 5,451 552,865 SH   DFND 1 517,765 0 35,100
ENNIS INC COM 293389102 1,677 85,357 SH   DFND 1 84,088 0 1,269
ENOVA INTL INC COM 29357K103 2,057 152,911 SH   DFND 1 151,050 0 1,861
ENSIGN GROUP INC COM 29358P101 1,584 70,111 SH   DFND 1 68,911 0 1,200
ENTEGRIS INC COM 29362U104 327 11,329 SH   DFND 1 10,989 0 340
ENTERCOM COMMUNICATIONS CORP CL A 293639100 33 2,883 SH   DFND 1 2,883 0 0
ENTERGY CORP NEW COM 29364G103 4,920 64,435 SH   DFND 1 39,636 0 24,799
EPAM SYS INC COM 29414B104 53 600 SH   DFND 1 0 0 600
ENVISION HEALTHCARE CORP COM 29414D100 246 5,480 SH   DFND 1 1,480 0 4,000
EPIZYME INC COM 29428V104 1,765 92,668 SH   DFND 1 90,718 0 1,950
EQUIFAX INC COM 294429105 156 1,474 SH   DFND 1 1,474 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 173 5,700 SH   DFND 1 0 0 5,700
EQUITY LIFESTYLE PPTYS INC COM 29472R108 625 7,348 SH   DFND 1 3,648 0 3,700
EQUITY RESIDENTIAL SH BEN INT 29476L107 1,729 26,226 SH   DFND 1 11,026 0 15,200
ESCO TECHNOLOGIES INC COM 296315104 1 8 SH   DFND 1 8 0 0
ESSENDANT INC COM 296689102 1,895 143,901 SH   DFND 1 141,899 0 2,002
ESSEX PPTY TR INC COM 297178105 5,110 20,116 SH   DFND 1 10,902 0 9,214
ETHAN ALLEN INTERIORS INC COM 297602104 310 9,571 SH   DFND 1 9,571 0 0
EURONET WORLDWIDE INC COM 298736109 57 600 SH   DFND 1 0 0 600
EVERCORE INC CLASS A 29977A105 6,750 84,107 SH   DFND 1 82,630 0 1,477
EVERI HLDGS INC COM 30034T103 205 27,001 SH   DFND 1 27,001 0 0
EVERTEC INC COM 30040P103 1,928 121,634 SH   DFND 1 120,329 0 1,305
EVERSOURCE ENERGY COM 30040W108 1,970 32,592 SH   DFND 1 23,592 0 9,000
EVOLENT HEALTH INC CL A 30050B101 2 89 SH   DFND 1 89 0 0
EXACT SCIENCES CORP COM 30063P105 119 2,518 SH   DFND 1 18 0 2,500
EXELON CORP COM 30161N101 3,073 81,577 SH   DFND 1 58,677 0 22,900
EXELIXIS INC COM 30161Q104 377 15,540 SH   DFND 1 7,217 0 8,323
EXPEDIA INC DEL COM NEW 30212P303 209 1,455 SH   DFND 1 1,455 0 0
EXPEDITORS INTL WASH INC COM 302130109 507 8,462 SH   DFND 1 8,462 0 0
EXPONENT INC COM 30214U102 1 6 SH   DFND 1 6 0 0
EXPRESS INC COM 30219E103 3,227 477,389 SH   DFND 1 469,829 0 7,560
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,950 141,345 SH   DFND 1 84,515 0 56,830
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 7 357 SH   DFND 1 32 0 325
EXTRA SPACE STORAGE INC COM 30225T102 830 10,390 SH   DFND 1 4,790 0 5,600
EXTREME NETWORKS INC COM 30226D106 16 1,332 SH   DFND 1 0 0 1,332
EXTERRAN CORP COM 30227H106 3,264 103,244 SH   DFND 1 100,985 0 2,259
EXTRACTION OIL AND GAS INC COM 30227M105 254 16,500 SH   DFND 1 0 0 16,500
EXXON MOBIL CORP COM 30231G102 53,969 658,316 SH   DFND 1 197,916 0 460,400
FBL FINL GROUP INC CL A 30239F106 108 1,454 SH   DFND 1 1,454 0 0
FLIR SYS INC COM 302445101 78 2,004 SH   DFND 1 2,004 0 0
F M C CORP COM NEW 302491303 474 5,302 SH   DFND 1 5,302 0 0
FNB CORP PA COM 302520101 1 50 SH   DFND 1 50 0 0
FTI CONSULTING INC COM 302941109 1 13 SH   DFND 1 13 0 0
FACEBOOK INC CL A 30303M102 40,304 235,878 SH   DFND 1 128,010 0 107,868
FACTSET RESH SYS INC COM 303075105 1 4 SH   DFND 1 4 0 0
FAIR ISAAC CORP COM 303250104 6,355 45,230 SH   DFND 1 44,174 0 1,056
FASTENAL CO COM 311900104 185 4,051 SH   DFND 1 4,051 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 473 3,807 SH   DFND 1 907 0 2,900
FEDERAL SIGNAL CORP COM 313855108 3,887 182,640 SH   DFND 1 179,815 0 2,825
FEDERATED NATL HLDG CO COM 31422T101 6 377 SH   DFND 1 0 0 377
FEDEX CORP COM 31428X106 1,173 5,202 SH   DFND 1 5,202 0 0
F5 NETWORKS INC COM 315616102 1,166 9,672 SH   DFND 1 9,672 0 0
FIBROGEN INC COM 31572Q808 140 2,600 SH   DFND 1 0 0 2,600
FIDELITY & GTY LIFE COM 315785105 262 8,443 SH   DFND 1 8,201 0 242
FIDELITY NATL INFORMATION SV COM 31620M106 1,299 13,907 SH   DFND 1 8,407 0 5,500
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,482 31,228 SH   DFND 1 31,228 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 1 47 SH   DFND 1 47 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 260 11,001 SH   DFND 1 11,001 0 0
FIFTH THIRD BANCORP COM 316773100 1,063 37,997 SH   DFND 1 37,997 0 0
FINANCIAL INSTNS INC COM 317585404 177 6,148 SH   DFND 1 6,148 0 0
FINISAR CORP COM NEW 31787A507 2,691 121,402 SH   DFND 1 121,402 0 0
FINISH LINE INC CL A 317923100 2,664 221,406 SH   DFND 1 218,009 0 3,397
FIRST AMERN FINL CORP COM 31847R102 5,142 102,907 SH   DFND 1 75,411 0 27,496
FIRST BANCORP P R COM NEW 318672706 2,850 556,640 SH   DFND 1 545,908 0 10,732
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1 2 SH   DFND 1 2 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 2,458 173,927 SH   DFND 1 171,658 0 2,269
FIRST CMNTY BANCSHARES INC N COM 31983A103 142 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 1 15 SH   DFND 1 15 0 0
FIRST DATA CORP NEW COM CL A 32008D106 3,196 177,184 SH   DFND 1 86,112 0 91,072
FIRST FINL BANCORP OH COM 320209109 1,617 61,853 SH   DFND 1 61,188 0 665
FIRST FINL CORP IND COM 320218100 110 2,308 SH   DFND 1 2,170 0 138
FIRST HORIZON NATL CORP COM 320517105 199 10,416 SH   DFND 1 10,416 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,343 111,086 SH   DFND 1 102,500 0 8,586
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 2,900 75,806 SH   DFND 1 74,582 0 1,224
FIRST MERCHANTS CORP COM 320817109 6,126 142,708 SH   DFND 1 139,578 0 3,130
FIRST MIDWEST BANCORP DEL COM 320867104 4,644 198,296 SH   DFND 1 195,148 0 3,148
FIRST POTOMAC RLTY TR COM 33610F109 155 13,902 SH   DFND 1 13,902 0 0
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 6,339 49,152 SH   DFND 1 26,320 0 22,832
FLAGSTAR BANCORP INC COM PAR .001 337930705 1 31 SH   DFND 1 31 0 0
FIRSTENERGY CORP COM 337932107 7,720 250,399 SH   DFND 1 121,023 0 129,376
FIVE BELOW INC COM 33829M101 1 10 SH   DFND 1 10 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 347 2,242 SH   DFND 1 642 0 1,600
FLEXSHARES TR MORNSTAR UPSTR 33939L407 97,271 3,122,673 SH   DFND 1 3,122,673 0 0
FLUOR CORP NEW COM 343412102 81 1,927 SH   DFND 1 1,927 0 0
FLOWERS FOODS INC COM 343498101 4,432 235,612 SH   DFND 1 159,708 0 75,904
FLOWSERVE CORP COM 34354P105 27 630 SH   DFND 1 630 0 0
FOOT LOCKER INC COM 344849104 5,279 149,885 SH   DFND 1 108,074 0 41,811
FORD MTR CO DEL COM PAR $0.01 345370860 13,233 1,105,493 SH   DFND 1 1,095,938 0 9,555
FOREST CITY RLTY TR INC COM CL A 345605109 299 11,724 SH   DFND 1 24 0 11,700
FORESTAR GROUP INC COM 346233109 1,932 112,344 SH   DFND 1 110,068 0 2,276
FORRESTER RESH INC COM 346563109 257 6,130 SH   DFND 1 6,130 0 0
FORTIS INC COM 349553107 762 21,306 SH   DFND 1 21,306 0 0
FORTINET INC COM 34959E109 325 9,076 SH   DFND 1 7,576 0 1,500
FORTIVE CORP COM 34959J108 402 5,676 SH   DFND 1 5,676 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 204 3,028 SH   DFND 1 2,683 0 345
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 132 8,323 SH   DFND 1 23 0 8,300
FORWARD AIR CORP COM 349853101 488 8,522 SH   DFND 1 8,522 0 0
FOSSIL GROUP INC COM 34988V106 1 62 SH   DFND 1 62 0 0
FOUR CORNERS PPTY TR INC COM 35086T109 52 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 3,025 411,072 SH   DFND 1 406,414 0 4,658
FRANCO NEVADA CORP COM 351858105 422 5,453 SH   DFND 1 5,453 0 0
FRANKLIN RES INC COM 354613101 4,741 106,524 SH   DFND 1 49,439 0 57,085
FRANKLIN STREET PPTYS CORP COM 35471R106 289 27,192 SH   DFND 1 21,692 0 5,500
FREEPORT-MCMORAN INC CL B 35671D857 3,285 233,958 SH   DFND 1 139,833 0 94,125
FRONTIER COMMUNICATIONS CORP COM NEW 35906A306 2,155 182,773 SH   DFND 1 175,069 0 7,704
FULLER H B CO COM 359694106 1 8 SH   DFND 1 8 0 0
GATX CORP COM 361448103 2 30 SH   DFND 1 30 0 0
GEO GROUP INC NEW COM 36162J106 1,359 50,510 SH   DFND 1 45,110 0 5,400
GGP INC COM 36174X101 986 47,474 SH   DFND 1 21,874 0 25,600
G-III APPAREL GROUP LTD COM 36237H101 1 45 SH   DFND 1 45 0 0
GMS INC COM 36251C103 1 23 SH   DFND 1 23 0 0
GALLAGHER ARTHUR J & CO COM 363576109 142 2,307 SH   DFND 1 2,307 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 2,314 62,715 SH   DFND 1 52,215 0 10,500
GAMESTOP CORP NEW CL A 36467W109 113 5,451 SH   DFND 1 5,451 0 0
GANNETT CO INC COM 36473H104 104 11,583 SH   DFND 1 11,583 0 0
GAP INC DEL COM 364760108 797 26,979 SH   DFND 1 26,979 0 0
GARTNER INC COM 366651107 350 2,815 SH   DFND 1 1,115 0 1,700
GENERAC HLDGS INC COM 368736104 3,309 72,044 SH   DFND 1 71,271 0 773
GENERAL CABLE CORP DEL NEW COM 369300108 1 29 SH   DFND 1 29 0 0
GENERAL DYNAMICS CORP COM 369550108 805 3,916 SH   DFND 1 3,916 0 0
GENERAL ELECTRIC CO COM 369604103 22,075 912,929 SH   DFND 1 711,138 0 201,791
GENERAL MLS INC COM 370334104 14,995 289,698 SH   DFND 1 254,698 0 35,000
GENERAL MTRS CO COM 37045V100 7,634 189,046 SH   DFND 1 189,046 0 0
GENESCO INC COM 371532102 3,417 128,442 SH   DFND 1 127,821 0 621
GENESEE & WYO INC CL A 371559105 1 10 SH   DFND 1 10 0 0
GENTEX CORP COM 371901109 205 10,372 SH   DFND 1 10,372 0 0
GENUINE PARTS CO COM 372460105 6,418 67,096 SH   DFND 1 67,096 0 0
GENWORTH FINL INC COM CL A 37247D106 1,475 383,229 SH   DFND 1 375,689 0 7,540
GENTHERM INC COM 37253A103 1 9 SH   DFND 1 9 0 0
GERON CORP COM 374163103 1,735 795,847 SH   DFND 1 781,314 0 14,533
GIBRALTAR INDS INC COM 374689107 1 13 SH   DFND 1 13 0 0
GILEAD SCIENCES INC COM 375558103 21,103 260,464 SH   DFND 1 162,942 0 97,522
GILDAN ACTIVEWEAR INC COM 375916103 188 6,000 SH   DFND 1 6,000 0 0
GLOBAL NET LEASE INC COM NEW 379378201 61 2,793 SH   DFND 1 27 0 2,766
GLOBAL PMTS INC COM 37940X102 476 5,005 SH   DFND 1 2,005 0 3,000
GLOBAL X FDS GLOBX SUPDV US 37950E291 45,811 1,795,820 SH   DFND 1 1,795,820 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 3,202 94,729 SH   DFND 1 93,169 0 1,560
GLOBUS MED INC CL A 379577208 48 1,615 SH   DFND 1 15 0 1,600
GOLDCORP INC NEW COM 380956409 231 17,787 SH   DFND 1 17,787 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 1,627 6,859 SH   DFND 1 6,859 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 435 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 53 2,819 SH   DFND 1 19 0 2,800
GRACO INC COM 384109104 1 5 SH   DFND 1 5 0 0
GRAHAM HLDGS CO COM 384637104 4 6 SH   DFND 1 6 0 0
GRAINGER W W INC COM 384802104 680 3,782 SH   DFND 1 3,782 0 0
GRAMERCY PPTY TR COM NEW 385002308 279 9,213 SH   DFND 1 13 0 9,200
GRAND CANYON ED INC COM 38526M106 5 55 SH   DFND 1 55 0 0
GRANITE CONSTR INC COM 387328107 3 50 SH   DFND 1 50 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 50 3,563 SH   DFND 1 3,563 0 0
GREAT LAKES DREDGE & DOCK CO COM 390607109 1 154 SH   DFND 1 154 0 0
GREAT SOUTHN BANCORP INC COM 390905107 110 1,983 SH   DFND 1 1,983 0 0
GREAT PLAINS ENERGY INC COM 391164100 9,898 326,651 SH   DFND 1 319,451 0 7,200
GREEN DOT CORP CL A 39304D102 1 16 SH   DFND 1 16 0 0
GREEN PLAINS INC COM 393222104 990 49,119 SH   DFND 1 46,255 0 2,864
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 597 11,514 SH   DFND 1 11,514 0 0
GROUPON INC COM 399473107 1 97 SH   DFND 1 97 0 0
GUESS INC COM 401617105 1 38 SH   DFND 1 38 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 70 900 SH   DFND 1 0 0 900
GULF ISLAND FABRICATION INC COM 402307102 38 3,000 SH   DFND 1 3,000 0 0
GULFPORT ENERGY CORP COM NEW 402635304 208 14,500 SH   DFND 1 0 0 14,500
H & E EQUIPMENT SERVICES INC COM 404030108 1 38 SH   DFND 1 38 0 0
HCA HEALTHCARE INC COM 40412C101 1,251 15,719 SH   DFND 1 6,919 0 8,800
HCP INC COM 40414L109 1,067 38,339 SH   DFND 1 17,439 0 20,900
HDFC BANK LTD ADR REPS 3 SHS 40415F101 655 6,800 SH   DFND 1 6,800 0 0
HCI GROUP INC COM 40416E103 3,839 100,362 SH   DFND 1 98,595 0 1,767
HD SUPPLY HLDGS INC COM 40416M105 5 138 SH   DFND 1 138 0 0
HFF INC CL A 40418F108 4,206 106,329 SH   DFND 1 102,850 0 3,479
HNI CORP COM 404251100 1 24 SH   DFND 1 24 0 0
HMS HLDGS CORP COM 40425J101 52 2,609 SH   DFND 1 109 0 2,500
HSN INC COM 404303109 27 694 SH   DFND 1 694 0 0
HRG GROUP INC COM 40434J100 149 9,523 SH   DFND 1 23 0 9,500
HP INC COM 40434L105 9,917 496,847 SH   DFND 1 390,405 0 106,442
HACKETT GROUP INC COM 404609109 1,607 105,823 SH   DFND 1 103,812 0 2,011
HAEMONETICS CORP COM 405024100 58 1,300 SH   DFND 1 0 0 1,300
HAIN CELESTIAL GROUP INC COM 405217100 268 6,523 SH   DFND 1 23 0 6,500
HALCON RES CORP COM PAR NEW 40537Q605 189 27,860 SH   DFND 1 24,946 0 2,914
HALLIBURTON CO COM 406216101 4,695 101,988 SH   DFND 1 21,776 0 80,212
HALOZYME THERAPEUTICS INC COM 40637H109 1,686 97,061 SH   DFND 1 95,388 0 1,673
HALYARD HEALTH INC COM 40650V100 3,487 77,429 SH   DFND 1 71,211 0 6,218
HANCOCK HLDG CO COM 410120109 2,869 59,220 SH   DFND 1 58,371 0 849
HANESBRANDS INC COM 410345102 125 5,074 SH   DFND 1 5,074 0 0
HANMI FINL CORP COM NEW 410495204 6,185 199,833 SH   DFND 1 196,065 0 3,768
HANNON ARMSTRONG SUST INFR C COM 41068X100 2 71 SH   DFND 1 71 0 0
HANOVER INS GROUP INC COM 410867105 3,583 36,961 SH   DFND 1 31,860 0 5,101
HARLEY DAVIDSON INC COM 412822108 116 2,400 SH   DFND 1 2,400 0 0
HARRIS CORP DEL COM 413875105 200 1,521 SH   DFND 1 1,521 0 0
HARSCO CORP COM 415864107 4,727 226,193 SH   DFND 1 222,190 0 4,003
HARTFORD FINL SVCS GROUP INC COM 416515104 3,572 64,436 SH   DFND 1 42,413 0 22,023
HASBRO INC COM 418056107 222 2,272 SH   DFND 1 2,272 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,355 40,605 SH   DFND 1 35,705 0 4,900
HAWAIIAN HOLDINGS INC COM 419879101 5,518 146,958 SH   DFND 1 144,693 0 2,265
HAYNES INTERNATIONAL INC COM NEW 420877201 1 17 SH   DFND 1 17 0 0
HEALTHCARE SVCS GRP INC COM 421906108 1 26 SH   DFND 1 26 0 0
HEALTHSOUTH CORP COM NEW 421924309 370 7,980 SH   DFND 1 5,914 0 2,066
HEALTHCARE RLTY TR COM 421946104 227 7,010 SH   DFND 1 10 0 7,000
HEALTHSTREAM INC COM 42222N103 1 27 SH   DFND 1 27 0 0
HEALTH INS INNOVATIONS INC COM CL A 42225K106 4 306 SH   DFND 1 0 0 306
HEALTHCARE TR AMER INC CL A NEW 42225P501 235 7,900 SH   DFND 1 0 0 7,900
HEALTHEQUITY INC COM 42226A107 56 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 2,091 42,325 SH   DFND 1 41,798 0 527
HECLA MNG CO COM 422704106 2,449 487,941 SH   DFND 1 478,441 0 9,500
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 51 6,883 SH   DFND 1 83 0 6,800
HELMERICH & PAYNE INC COM 423452101 638 12,247 SH   DFND 1 1,747 0 10,500
HENRY JACK & ASSOC INC COM 426281101 216 2,104 SH   DFND 1 4 0 2,100
HERC HLDGS INC COM 42704L104 1 22 SH   DFND 1 22 0 0
HERITAGE FINL CORP WASH COM 42722X106 245 8,297 SH   DFND 1 8,297 0 0
HERITAGE CRYSTAL CLEAN INC COM 42726M106 8 372 SH   DFND 1 0 0 372
HERITAGE INS HLDGS INC COM 42727J102 2,313 175,086 SH   DFND 1 171,583 0 3,503
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 3,961 212,145 SH   DFND 1 205,895 0 6,250
HERSHEY CO COM 427866108 1,659 15,192 SH   DFND 1 6,049 0 9,143
HESKA CORP COM RESTRC NEW 42805E306 2,357 26,759 SH   DFND 1 26,565 0 194
HESS CORP COM 42809H107 1,435 30,599 SH   DFND 1 4,199 0 26,400
HEWLETT PACKARD ENTERPRISE C COM 42824C109 381 25,885 SH   DFND 1 25,885 0 0
HEXCEL CORP NEW COM 428291108 1 11 SH   DFND 1 11 0 0
HIBBETT SPORTS INC COM 428567101 1,122 78,728 SH   DFND 1 76,585 0 2,143
HIGHWOODS PPTYS INC COM 431284108 276 5,307 SH   DFND 1 7 0 5,300
HILL ROM HLDGS INC COM 431475102 200 2,706 SH   DFND 1 6 0 2,700
HILLENBRAND INC COM 431571108 1 17 SH   DFND 1 17 0 0
HILLTOP HOLDINGS INC COM 432748101 4,084 157,074 SH   DFND 1 154,430 0 2,644
HILTON WORLDWIDE HLDGS INC COM 43300A203 146 2,096 SH   DFND 1 2,096 0 0
HOLLYFRONTIER CORP COM 436106108 1,007 27,997 SH   DFND 1 14,897 0 13,100
HOLOGIC INC COM 436440101 462 12,586 SH   DFND 1 3,286 0 9,300
HOME BANCSHARES INC COM 436893200 4,528 179,558 SH   DFND 1 176,086 0 3,472
HOME DEPOT INC COM 437076102 30,664 187,479 SH   DFND 1 119,417 0 68,062
HOMESTREET INC COM 43785V102 1 35 SH   DFND 1 35 0 0
HONEYWELL INTL INC COM 438516106 13,727 96,845 SH   DFND 1 55,386 0 41,459
HOOKER FURNITURE CORP COM 439038100 1,229 25,743 SH   DFND 1 24,943 0 800
HORACE MANN EDUCATORS CORP N COM 440327104 173 4,395 SH   DFND 1 4,395 0 0
HORMEL FOODS CORP COM 440452100 589 18,322 SH   DFND 1 3,222 0 15,100
HORTONWORKS INC COM 440894103 5,464 322,369 SH   DFND 1 317,965 0 4,404
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,764 61,908 SH   DFND 1 54,135 0 7,773
HOST HOTELS & RESORTS INC COM 44107P104 1,651 89,316 SH   DFND 1 56,316 0 33,000
HOSTESS BRANDS INC CL A 44109J106 190 13,900 SH   DFND 1 0 0 13,900
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2 164 SH   DFND 1 164 0 0
HOWARD HUGHES CORP COM 44267D107 271 2,300 SH   DFND 1 0 0 2,300
HUB GROUP INC CL A 443320106 1 9 SH   DFND 1 9 0 0
HUBBELL INC COM 443510607 2 20 SH   DFND 1 20 0 0
HUDBAY MINERALS INC COM 443628102 545 73,100 SH   DFND 1 73,100 0 0
HUDSON PAC PPTYS INC COM 444097109 232 6,910 SH   DFND 1 10 0 6,900
HUMANA INC COM 444859102 14,115 57,935 SH   DFND 1 42,614 0 15,321
HUNT J B TRANS SVCS INC COM 445658107 105 948 SH   DFND 1 948 0 0
HUNTINGTON BANCSHARES INC COM 446150104 4,717 337,902 SH   DFND 1 147,096 0 190,806
HUNTINGTON INGALLS INDS INC COM 446413106 20 90 SH   DFND 1 5 0 85
HUNTSMAN CORP COM 447011107 4,082 148,877 SH   DFND 1 97,716 0 51,161
IAC INTERACTIVECORP COM 44919P508 83 707 SH   DFND 1 7 0 700
ICF INTL INC COM 44925C103 1 8 SH   DFND 1 8 0 0
ICU MED INC COM 44930G107 5,513 29,665 SH   DFND 1 27,931 0 1,734
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
ITT INC COM 45073V108 1 14 SH   DFND 1 14 0 0
IBERIABANK CORP COM 450828108 7,990 97,263 SH   DFND 1 95,688 0 1,575
IAMGOLD CORP COM 450913108 258 42,235 SH   DFND 1 41,200 0 1,035
ICICI BK LTD ADR 45104G104 330 38,500 SH   DFND 1 38,500 0 0
IDACORP INC COM 451107106 2,700 30,704 SH   DFND 1 28,303 0 2,401
IDEX CORP COM 45167R104 1 6 SH   DFND 1 6 0 0
IDEXX LABS INC COM 45168D104 839 5,398 SH   DFND 1 2,498 0 2,900
ILLINOIS TOOL WKS INC COM 452308109 11,817 79,865 SH   DFND 1 46,638 0 33,227
ILLUMINA INC COM 452327109 1,659 8,329 SH   DFND 1 4,229 0 4,100
IMPAX LABORATORIES INC COM 45256B101 6 272 SH   DFND 1 272 0 0
IMPERVA INC COM 45321L100 2,251 51,873 SH   DFND 1 51,873 0 0
INC RESH HLDGS INC CL A 45329R109 4,615 88,237 SH   DFND 1 84,635 0 3,602
INCYTE CORP COM 45337C102 1,157 9,914 SH   DFND 1 4,814 0 5,100
INDEPENDENT BANK CORP MICH COM NEW 453838609 188 8,304 SH   DFND 1 8,304 0 0
INDEXIQ ETF TR HEDGE MLTI ETF 45409B107 78,149 2,615,425 SH   DFND 1 2,615,425 0 0
INFINITY PHARMACEUTICALS INC COM 45665G303 243 182,380 SH   DFND 1 179,080 0 3,300
INFINITY PPTY & CAS CORP COM 45665Q103 1,035 10,989 SH   DFND 1 10,989 0 0
INFOSYS LTD SPONSORED ADR 456788108 285 19,504 SH   DFND 1 19,504 0 0
INFRAREIT INC COM 45685L100 1,988 88,876 SH   DFND 1 87,484 0 1,392
INGEVITY CORP COM 45688C107 1 9 SH   DFND 1 9 0 0
INGLES MKTS INC CL A 457030104 503 19,562 SH   DFND 1 18,167 0 1,395
INGREDION INC COM 457187102 544 4,509 SH   DFND 1 9 0 4,500
INSIGHT ENTERPRISES INC COM 45765U103 4,454 96,988 SH   DFND 1 94,890 0 2,098
INSMED INC COM PAR $.01 457669307 2,242 71,849 SH   DFND 1 70,226 0 1,623
INNOPHOS HOLDINGS INC COM 45774N108 2,484 50,508 SH   DFND 1 49,690 0 818
INSTEEL INDUSTRIES INC COM 45774W108 1 23 SH   DFND 1 23 0 0
INSPERITY INC COM 45778Q107 7,100 80,678 SH   DFND 1 79,032 0 1,646
INSTALLED BLDG PRODS INC COM 45780R101 1 11 SH   DFND 1 11 0 0
INOVALON HLDGS INC COM CL A 45781D101 1 74 SH   DFND 1 74 0 0
INNOVIVA INC COM 45781M101 2,028 143,598 SH   DFND 1 141,989 0 1,609
INSULET CORP COM 45784P101 67 1,213 SH   DFND 1 13 0 1,200
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 66 1,308 SH   DFND 1 8 0 1,300
INTEGRATED DEVICE TECHNOLOGY COM 458118106 1,692 63,653 SH   DFND 1 61,064 0 2,589
INTEL CORP COM 458140100 16,570 435,133 SH   DFND 1 346,695 0 88,438
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,601 180,309 SH   DFND 1 177,259 0 3,050
INTER PARFUMS INC COM 458334109 1 21 SH   DFND 1 21 0 0
INTERCEPT PHARMACEUTICALS IN COM 45845P108 29 500 SH   DFND 1 0 0 500
INTERFACE INC COM 458665304 4,729 215,923 SH   DFND 1 212,170 0 3,753
INTERCONTINENTAL EXCHANGE IN COM 45866F104 679 9,881 SH   DFND 1 9,881 0 0
INTERDIGITAL INC COM 45867G101 2,686 36,421 SH   DFND 1 35,800 0 621
INTERNATIONAL BUSINESS MACHS COM 459200101 19,353 133,398 SH   DFND 1 112,844 0 20,554
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 404 2,828 SH   DFND 1 2,828 0 0
INTL PAPER CO COM 460146103 761 13,392 SH   DFND 1 13,392 0 0
INTERPUBLIC GROUP COS INC COM 460690100 194 9,309 SH   DFND 1 9,309 0 0
INTERSECT ENT INC COM 46071F103 2,073 66,563 SH   DFND 1 65,463 0 1,100
INTEVAC INC COM 461148108 681 80,604 SH   DFND 1 79,783 0 821
INTL FCSTONE INC COM 46116V105 2,516 65,662 SH   DFND 1 64,747 0 915
INTUIT COM 461202103 5,097 35,858 SH   DFND 1 17,620 0 18,238
INTUITIVE SURGICAL INC COM NEW 46120E602 2,393 2,288 SH   DFND 1 1,153 0 1,135
INVESCO MORTGAGE CAPITAL INC COM 46131B100 2 122 SH   DFND 1 122 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 852 38,465 SH   DFND 1 36,651 0 1,814
INVESTORS BANCORP INC NEW COM 46146L101 161 11,773 SH   DFND 1 11,773 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 146 23,914 SH   DFND 1 23,914 0 0
INVITATION HOMES INC COM 46187W107 236 10,400 SH   DFND 1 0 0 10,400
IONIS PHARMACEUTICALS INC COM 462222100 203 4,010 SH   DFND 1 10 0 4,000
IRIDIUM COMMUNICATIONS INC COM 46269C102 112 10,900 SH   DFND 1 0 0 10,900
IROBOT CORP COM 462726100 1 10 SH   DFND 1 10 0 0
IRON MTN INC NEW COM 46284V101 596 15,327 SH   DFND 1 2,827 0 12,500
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 46 2,900 SH   DFND 1 0 0 2,900
ISHARES INC MSCI FRNTR100ETF 464286145 6 197 SH   DFND 1 0 0 197
ISHARES INC EM HGHYL BD ETF 464286285 5,065 99,731 SH   DFND 1 99,731 0 0
ISHARES INC MIN VOL GBL ETF 464286525 4,367 53,661 SH   DFND 1 53,618 0 43
ISHARES TR TIPS BD ETF 464287176 209,362 1,843,297 SH   DFND 1 1,843,206 0 91
ISHARES TR CORE S&P500 ETF 464287200 945,745 3,739,157 SH   DFND 1 3,739,157 0 0
ISHARES TR CORE US AGGBD ET 464287226 460,303 4,200,232 SH   DFND 1 4,199,952 0 280
ISHARES TR MSCI EMG MKT ETF 464287234 467 10,422 SH   DFND 1 10,422 0 0
ISHARES TR 20 YR TR BD ETF 464287432 168,456 1,350,237 SH   DFND 1 1,350,237 0 0
ISHARES TR MSCI EAFE ETF 464287465 139,526 2,037,471 SH   DFND 1 2,037,471 0 0
ISHARES TR CORE S&P MCP ETF 464287507 8,672 48,472 SH   DFND 1 48,472 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 24,110 203,440 SH   DFND 1 203,440 0 0
ISHARES TR RUS 1000 GRW ETF 464287614 24,250 193,903 SH   DFND 1 193,903 0 0
ISHARES TR RUS 1000 ETF 464287622 908,895 6,497,679 SH   DFND 1 6,497,679 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 15,858 107,020 SH   DFND 1 107,020 0 0
ISHARES TR GL TIMB FORE ETF 464288174 11 159 SH   DFND 1 0 0 159
ISHARES TR JPMORGAN USD EMG 464288281 55,613 477,696 SH   DFND 1 477,394 0 302
ISHARES TR GLB INFRASTR ETF 464288372 126,933 2,804,538 SH   DFND 1 2,804,367 0 171
ISHARES TR MBS ETF 464288588 10,341 96,551 SH   DFND 1 96,551 0 0
ISHARES TR S&P US PFD STK 464288687 77,951 2,008,520 SH   DFND 1 2,008,324 0 196
ISHARES TR MICRO-CAP ETF 464288869 53,006 561,207 SH   DFND 1 561,207 0 0
ISHARES TR CORE HIGH DV ETF 46429B663 31,779 369,733 SH   DFND 1 369,733 0 0
ISHARES TR MIN VOL EAFE ETF 46429B689 116,268 1,636,191 SH   DFND 1 1,636,191 0 0
ISHARES TR MIN VOL USA ETF 46429B697 91,742 1,822,444 SH   DFND 1 1,822,444 0 0
ISHARES TR USA MOMENTUM FCT 46432F396 47,974 501,404 SH   DFND 1 501,404 0 0
ITRON INC COM 465741106 1 8 SH   DFND 1 8 0 0
JBG SMITH PPTYS COM 46590V100 180 5,271 SH   DFND 1 1,521 0 3,750
J & J SNACK FOODS CORP COM 466032109 211 1,606 SH   DFND 1 306 0 1,300
JPMORGAN CHASE & CO COM 46625H100 36,965 387,026 SH   DFND 1 249,899 0 137,127
JABIL INC COM 466313103 1 20 SH   DFND 1 20 0 0
JACK IN THE BOX INC COM 466367109 6,848 67,193 SH   DFND 1 66,118 0 1,075
JACOBS ENGR GROUP INC DEL COM 469814107 86 1,472 SH   DFND 1 1,472 0 0
JD COM INC SPON ADR CL A 47215P106 1,135 29,700 SH   DFND 1 27,500 0 2,200
JELD-WEN HLDG INC COM 47580P103 1 28 SH   DFND 1 28 0 0
JETBLUE AIRWAYS CORP COM 477143101 108 5,811 SH   DFND 1 5,811 0 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1 6 SH   DFND 1 6 0 0
JOHNSON & JOHNSON COM 478160104 32,705 251,554 SH   DFND 1 116,132 0 135,422
JOHNSON OUTDOORS INC CL A 479167108 1,317 17,973 SH   DFND 1 17,723 0 250
JONES LANG LASALLE INC COM 48020Q107 236 1,913 SH   DFND 1 113 0 1,800
J2 GLOBAL INC COM 48123V102 4,279 57,920 SH   DFND 1 56,587 0 1,333
JUNIPER NETWORKS INC COM 48203R104 1,977 71,024 SH   DFND 1 71,024 0 0
JUNO THERAPEUTICS INC COM 48205A109 202 4,500 SH   DFND 1 0 0 4,500
KAR AUCTION SVCS INC COM 48238T109 2 39 SH   DFND 1 39 0 0
KBR INC COM 48242W106 3 184 SH   DFND 1 184 0 0
KLA-TENCOR CORP COM 482480100 667 6,295 SH   DFND 1 6,295 0 0
KT CORP SPONSORED ADR 48268K101 1,059 76,384 SH   DFND 1 76,384 0 0
K12 INC COM 48273U102 1 38 SH   DFND 1 38 0 0
KADANT INC COM 48282T104 13 134 SH   DFND 1 0 0 134
KAISER ALUMINUM CORP COM PAR $0.01 483007704 293 2,840 SH   DFND 1 2,840 0 0
KAMAN CORP COM 483548103 1 14 SH   DFND 1 14 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 143 1,320 SH   DFND 1 1,320 0 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 6,941 322,972 SH   DFND 1 317,372 0 5,600
KB HOME COM 48666K109 8,118 336,586 SH   DFND 1 330,455 0 6,131
KEARNY FINL CORP MD COM 48716P108 1 74 SH   DFND 1 74 0 0
KELLOGG CO COM 487836108 7,256 116,335 SH   DFND 1 84,106 0 32,229
KELLY SVCS INC CL A 488152208 1 19 SH   DFND 1 19 0 0
KEMET CORP COM NEW 488360207 185 8,738 SH   DFND 1 8,738 0 0
KENNAMETAL INC COM 489170100 1 16 SH   DFND 1 16 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 92 4,960 SH   DFND 1 0 0 4,960
KEYCORP NEW COM 493267108 745 39,576 SH   DFND 1 39,576 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
KIMBALL INTL INC CL B 494274103 1 43 SH   DFND 1 43 0 0
KILROY RLTY CORP COM 49427F108 328 4,608 SH   DFND 1 8 0 4,600
KIMBERLY CLARK CORP COM 494368103 21,746 184,790 SH   DFND 1 145,076 0 39,714
KIMCO RLTY CORP COM 49446R109 4,062 207,755 SH   DFND 1 119,829 0 87,926
KINDER MORGAN INC DEL COM 49456B101 4,201 219,039 SH   DFND 1 44,054 0 174,985
KINDRED HEALTHCARE INC COM 494580103 1,776 261,173 SH   DFND 1 256,893 0 4,280
KINROSS GOLD CORP COM NO PAR 496902404 151 35,614 SH   DFND 1 35,614 0 0
KITE PHARMA INC COM 49803L109 199 1,104 SH   DFND 1 4 0 1,100
KITE RLTY GROUP TR COM NEW 49803T300 67 3,300 SH   DFND 1 0 0 3,300
KNOLL INC COM NEW 498904200 3,664 183,206 SH   DFND 1 181,588 0 1,618
KNOWLES CORP COM 49926D109 1 30 SH   DFND 1 30 0 0
KOHLS CORP COM 500255104 3,775 82,703 SH   DFND 1 82,703 0 0
KOPPERS HOLDINGS INC COM 50060P106 3,443 74,604 SH   DFND 1 73,507 0 1,097
KORN FERRY INTL COM NEW 500643200 1 20 SH   DFND 1 20 0 0
KRAFT HEINZ CO COM 500754106 3,670 47,330 SH   DFND 1 11,556 0 35,774
KROGER CO COM 501044101 1,726 86,045 SH   DFND 1 27,045 0 59,000
KULICKE & SOFFA INDS INC COM 501242101 173 8,024 SH   DFND 1 7,481 0 543
L BRANDS INC COM 501797104 4,850 116,556 SH   DFND 1 116,556 0 0
LGI HOMES INC COM 50187T106 1 16 SH   DFND 1 16 0 0
LKQ CORP COM 501889208 143 3,970 SH   DFND 1 3,970 0 0
LCI INDS COM 50189K103 1 6 SH   DFND 1 6 0 0
LPL FINL HLDGS INC COM 50212V100 9 167 SH   DFND 1 0 0 167
LTC PPTYS INC COM 502175102 1,033 21,981 SH   DFND 1 19,081 0 2,900
L3 TECHNOLOGIES INC COM 502413107 678 3,598 SH   DFND 1 3,598 0 0
LA Z BOY INC COM 505336107 2,400 89,231 SH   DFND 1 87,879 0 1,352
LABORATORY CORP AMER HLDGS COM NEW 50540R409 665 4,408 SH   DFND 1 1,208 0 3,200
LADDER CAP CORP CL A 505743104 2,614 189,687 SH   DFND 1 186,603 0 3,084
LAM RESEARCH CORP COM 512807108 5,024 27,150 SH   DFND 1 16,486 0 10,664
LAMAR ADVERTISING CO NEW CL A 512816109 3,233 47,172 SH   DFND 1 43,472 0 3,700
LAMB WESTON HLDGS INC COM 513272104 427 9,107 SH   DFND 1 407 0 8,700
LANCASTER COLONY CORP COM 513847103 284 2,361 SH   DFND 1 1,061 0 1,300
LANDSTAR SYS INC COM 515098101 1 7 SH   DFND 1 7 0 0
LANTHEUS HLDGS INC COM 516544103 2,243 126,016 SH   DFND 1 123,903 0 2,113
LAREDO PETROLEUM INC COM 516806106 172 13,300 SH   DFND 1 0 0 13,300
LAS VEGAS SANDS CORP COM 517834107 3,244 50,564 SH   DFND 1 21,448 0 29,116
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 5,976 205,911 SH   DFND 1 197,344 0 8,567
LAUDER ESTEE COS INC CL A 518439104 1,881 17,446 SH   DFND 1 4,846 0 12,600
LAUREATE EDUCATION INC CL A 518613203 1 54 SH   DFND 1 54 0 0
LEAR CORP COM NEW 521865204 12,884 74,442 SH   DFND 1 45,914 0 28,528
LEGGETT & PLATT INC COM 524660107 68 1,426 SH   DFND 1 1,426 0 0
LEGG MASON ETF INVESTMENT TR LOW DIVI ETF 52468L406 220,988 7,300,556 SH   DFND 1 7,300,556 0 0
LEGG MASON ETF INVESTMENT TR INT LW VTY HGH 52468L505 36,278 1,303,096 SH   DFND 1 1,303,096 0 0
LEIDOS HLDGS INC COM 525327102 142 2,400 SH   DFND 1 0 0 2,400
LEMAITRE VASCULAR INC COM 525558201 227 6,066 SH   DFND 1 6,066 0 0
LENDINGCLUB CORP COM 52603A109 1 96 SH   DFND 1 96 0 0
LENDINGTREE INC NEW COM 52603B107 5,615 22,970 SH   DFND 1 22,598 0 372
LENNAR CORP CL A 526057104 134 2,541 SH   DFND 1 2,541 0 0
LENNOX INTL INC COM 526107107 3 16 SH   DFND 1 16 0 0
LEUCADIA NATL CORP COM 527288104 114 4,496 SH   DFND 1 4,496 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 1,291 24,227 SH   DFND 1 12,127 0 12,100
LEXINGTON REALTY TRUST COM 529043101 5,673 555,053 SH   DFND 1 529,972 0 25,081
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 5,331 129,837 SH   DFND 1 92,288 0 37,549
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1 14 SH   DFND 1 14 0 0
LIFEPOINT HEALTH INC COM 53219L109 1,798 31,058 SH   DFND 1 29,694 0 1,364
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 68 503 SH   DFND 1 3 0 500
LIFE STORAGE INC COM 53223X107 196 2,400 SH   DFND 1 0 0 2,400
LILLY ELI & CO COM 532457108 8,428 98,530 SH   DFND 1 70,630 0 27,900
LINCOLN ELEC HLDGS INC COM 533900106 1 5 SH   DFND 1 5 0 0
LINCOLN NATL CORP IND COM 534187109 7,465 101,589 SH   DFND 1 58,312 0 43,277
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 264 6,059 SH   DFND 1 6,059 0 0
LOCKHEED MARTIN CORP COM 539830109 12,411 39,999 SH   DFND 1 31,122 0 8,877
LOEWS CORP COM 540424108 133 2,774 SH   DFND 1 2,774 0 0
LOGMEIN INC COM 54142L109 67 606 SH   DFND 1 6 0 600
LOUISIANA PAC CORP COM 546347105 12 456 SH   DFND 1 456 0 0
LOWES COS INC COM 548661107 14,527 181,725 SH   DFND 1 113,254 0 68,471
LULULEMON ATHLETICA INC COM 550021109 5 84 SH   DFND 1 84 0 0
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 1 17 SH   DFND 1 17 0 0
LUMENTUM HLDGS INC COM 55024U109 1 10 SH   DFND 1 10 0 0
LUMINEX CORP DEL COM 55027E102 906 44,557 SH   DFND 1 43,521 0 1,036
M & T BK CORP COM 55261F104 269 1,672 SH   DFND 1 1,672 0 0
M D C HLDGS INC COM 552676108 3,588 108,049 SH   DFND 1 106,444 0 1,605
MDU RES GROUP INC COM 552690109 199 7,668 SH   DFND 1 68 0 7,600
MFA FINL INC COM 55272X102 1,414 161,398 SH   DFND 1 161,398 0 0
MGE ENERGY INC COM 55277P104 46 709 SH   DFND 1 9 0 700
MEI PHARMA INC COM NEW 55279B202 6 2,360 SH   DFND 1 0 0 2,360
MGIC INVT CORP WIS COM 552848103 9,310 743,038 SH   DFND 1 731,882 0 11,156
MGM RESORTS INTERNATIONAL COM 552953101 191 5,868 SH   DFND 1 5,868 0 0
M/I HOMES INC COM 55305B101 1 15 SH   DFND 1 15 0 0
MKS INSTRUMENT INC COM 55306N104 321 3,397 SH   DFND 1 3,397 0 0
MRC GLOBAL INC COM 55345K103 1 52 SH   DFND 1 52 0 0
MSA SAFETY INC COM 553498106 1 6 SH   DFND 1 6 0 0
MSC INDL DIRECT INC CL A 553530106 132 1,749 SH   DFND 1 1,749 0 0
MSCI INC COM 55354G100 1 8 SH   DFND 1 8 0 0
MTGE INVT CORP COM 55378A105 2,479 127,792 SH   DFND 1 125,914 0 1,878
MYR GROUP INC DEL COM 55405W104 2,807 96,317 SH   DFND 1 94,582 0 1,735
MACERICH CO COM 554382101 537 9,777 SH   DFND 1 3,777 0 6,000
MACK CALI RLTY CORP COM 554489104 140 5,900 SH   DFND 1 0 0 5,900
MACYS INC COM 55616P104 352 16,144 SH   DFND 1 16,144 0 0
MADDEN STEVEN LTD COM 556269108 2 40 SH   DFND 1 40 0 0
MAGELLAN HEALTH INC COM NEW 559079207 8,745 101,337 SH   DFND 1 98,235 0 3,102
MAGNA INTL INC COM 559222401 2,245 42,053 SH   DFND 1 42,053 0 0
MALIBU BOATS INC COM CL A 56117J100 1,593 50,357 SH   DFND 1 49,491 0 866
MAMMOTH ENERGY SVCS INC COM 56155L108 725 43,005 SH   DFND 1 42,489 0 516
MANHATTAN ASSOCS INC COM 562750109 5,284 127,106 SH   DFND 1 123,973 0 3,133
MANNING & NAPIER INC CL A 56382Q102 570 144,247 SH   DFND 1 140,997 0 3,250
MANPOWERGROUP INC COM 56418H100 5,646 47,919 SH   DFND 1 28,645 0 19,274
MANULIFE FINL CORP COM 56501R106 8 394 SH   DFND 1 394 0 0
MARATHON OIL CORP COM 565849106 1,406 103,683 SH   DFND 1 25,183 0 78,500
MARATHON PETE CORP COM 56585A102 11,183 199,413 SH   DFND 1 95,267 0 104,146
MARCUS & MILLICHAP INC COM 566324109 2,092 77,503 SH   DFND 1 76,126 0 1,377
MARCUS CORP COM 566330106 136 4,913 SH   DFND 1 4,913 0 0
MARKEL CORP COM 570535104 1 1 SH   DFND 1 1 0 0
MARKETAXESS HLDGS INC COM 57060D108 1 3 SH   DFND 1 3 0 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 7,450 59,821 SH   DFND 1 58,711 0 1,110
MARSH & MCLENNAN COS INC COM 571748102 491 5,859 SH   DFND 1 5,859 0 0
MARRIOTT INTL INC NEW CL A 571903202 534 4,840 SH   DFND 1 4,840 0 0
MARTEN TRANS LTD COM 573075108 1 36 SH   DFND 1 36 0 0
MARTIN MARIETTA MATLS INC COM 573284106 526 2,551 SH   DFND 1 2,551 0 0
MASCO CORP COM 574599106 5,914 151,598 SH   DFND 1 92,851 0 58,747
MASIMO CORP COM 574795100 3,327 38,438 SH   DFND 1 36,048 0 2,390
MASONITE INTL CORP NEW COM 575385109 1 12 SH   DFND 1 12 0 0
MASTEC INC COM 576323109 4 81 SH   DFND 1 81 0 0
MASTERCARD INCORPORATED CL A 57636Q104 12,168 86,174 SH   DFND 1 43,834 0 42,340
MATADOR RES CO COM 576485205 3,215 118,423 SH   DFND 1 107,692 0 10,731
MATTEL INC COM 577081102 66 4,278 SH   DFND 1 4,278 0 0
MATTHEWS INTL CORP CL A 577128101 1 10 SH   DFND 1 10 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 16,101 337,476 SH   DFND 1 188,311 0 149,165
MAXLINEAR INC COM 57776J100 4,183 176,141 SH   DFND 1 174,524 0 1,617
MAXIMUS INC COM 577933104 52 800 SH   DFND 1 0 0 800
MCCORMICK & CO INC COM NON VTG 579780206 1,434 13,976 SH   DFND 1 7,276 0 6,700
MCDERMOTT INTL INC COM 580037109 185 25,393 SH   DFND 1 93 0 25,300
MCDONALDS CORP COM 580135101 26,294 167,822 SH   DFND 1 138,784 0 29,038
MCEWEN MNG INC COM 58039P107 1 229 SH   DFND 1 229 0 0
MCGRATH RENTCORP COM 580589109 291 6,646 SH   DFND 1 6,646 0 0
MCKESSON CORP COM 58155Q103 2,058 13,397 SH   DFND 1 5,669 0 7,728
MEDICAL PPTYS TRUST INC COM 58463J304 196 14,900 SH   DFND 1 0 0 14,900
MEDICINES CO COM 584688105 56 1,511 SH   DFND 1 11 0 1,500
MEDIFAST INC COM 58470H101 2,472 41,643 SH   DFND 1 40,884 0 759
MEDIDATA SOLUTIONS INC COM 58471A105 91 1,169 SH   DFND 1 69 0 1,100
MEDNAX INC COM 58502B106 164 3,812 SH   DFND 1 12 0 3,800
MELCO RESORT ENTERTAINMENT L ADR 585464100 186 7,701 SH   DFND 1 7,701 0 0
MERCADOLIBRE INC COM 58733R102 1 3 SH   DFND 1 3 0 0
MERCK & CO INC COM 58933Y105 24,336 380,074 SH   DFND 1 221,789 0 158,285
MERCURY GENL CORP NEW COM 589400100 221 3,896 SH   DFND 1 3,896 0 0
MEREDITH CORP COM 589433101 2,753 49,607 SH   DFND 1 48,778 0 829
MERIDIAN BANCORP INC MD COM 58958U103 8 426 SH   DFND 1 49 0 377
MERIT MED SYS INC COM 589889104 6,102 144,096 SH   DFND 1 141,521 0 2,575
MERITAGE HOMES CORP COM 59001A102 1 11 SH   DFND 1 11 0 0
META FINL GROUP INC COM 59100U108 2,297 29,293 SH   DFND 1 28,845 0 448
METHANEX CORP COM 59151K108 181 3,600 SH   DFND 1 3,600 0 0
METHODE ELECTRS INC COM 591520200 5,271 124,454 SH   DFND 1 122,253 0 2,201
METLIFE INC COM 59156R108 1,096 21,090 SH   DFND 1 21,090 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 719 1,148 SH   DFND 1 348 0 800
MICHAELS COS INC COM 59408Q106 1 29 SH   DFND 1 29 0 0
MICROSOFT CORP COM 594918104 55,920 750,706 SH   DFND 1 420,287 0 330,419
MICROSTRATEGY INC CL A NEW 594972408 3,559 27,867 SH   DFND 1 27,420 0 447
MICROCHIP TECHNOLOGY INC COM 595017104 1,497 16,669 SH   DFND 1 2,490 0 14,179
MICRON TECHNOLOGY INC COM 595112103 4,045 102,837 SH   DFND 1 61,332 0 41,505
MID AMER APT CMNTYS INC COM 59522J103 3,776 35,332 SH   DFND 1 16,565 0 18,767
MIDDLEBY CORP COM 596278101 1 5 SH   DFND 1 5 0 0
MIDLAND STS BANCORP INC ILL COM 597742105 426 13,432 SH   DFND 1 13,204 0 228
MILLER HERMAN INC COM 600544100 3,978 110,815 SH   DFND 1 109,015 0 1,800
MIMEDX GROUP INC COM 602496101 4,042 340,271 SH   DFND 1 334,521 0 5,750
MINERALS TECHNOLOGIES INC COM 603158106 1 5 SH   DFND 1 5 0 0
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 1,977 189,355 SH   DFND 1 166,655 0 22,700
MOBILE MINI INC COM 60740F105 1 33 SH   DFND 1 33 0 0
MODINE MFG CO COM 607828100 1 34 SH   DFND 1 34 0 0
MOELIS & CO CL A 60786M105 7 161 SH   DFND 1 0 0 161
MOHAWK INDS INC COM 608190104 188 758 SH   DFND 1 758 0 0
MOLINA HEALTHCARE INC COM 60855R100 8,468 123,155 SH   DFND 1 118,558 0 4,597
MOLSON COORS BREWING CO CL B 60871R209 1,036 12,690 SH   DFND 1 3,290 0 9,400
MOMENTA PHARMACEUTICALS INC COM 60877T100 3,555 192,183 SH   DFND 1 189,581 0 2,602
MONDELEZ INTL INC CL A 609207105 4,883 120,101 SH   DFND 1 30,046 0 90,055
MONMOUTH REAL ESTATE INVT CO CL A 609720107 338 20,903 SH   DFND 1 16,203 0 4,700
MONRO INC COM 610236101 1 7 SH   DFND 1 7 0 0
MONSANTO CO NEW COM 61166W101 1,731 14,449 SH   DFND 1 14,449 0 0
MONSTER BEVERAGE CORP NEW COM 61174X109 1,796 32,513 SH   DFND 1 5,513 0 27,000
MOODYS CORP COM 615369105 362 2,603 SH   DFND 1 2,603 0 0
MOOG INC CL A 615394202 1,840 22,055 SH   DFND 1 21,852 0 203
MORGAN STANLEY COM NEW 617446448 1,313 27,265 SH   DFND 1 27,265 0 0
MORNINGSTAR INC COM 617700109 1 5 SH   DFND 1 5 0 0
MOSAIC CO NEW COM 61945C103 164 7,615 SH   DFND 1 7,615 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 2,441 28,764 SH   DFND 1 28,764 0 0
MOVADO GROUP INC COM 624580106 161 5,748 SH   DFND 1 5,490 0 258
MUELLER WTR PRODS INC COM SER A 624758108 1,680 131,273 SH   DFND 1 128,583 0 2,690
MULTI COLOR CORP COM 625383104 1 6 SH   DFND 1 6 0 0
MURPHY OIL CORP COM 626717102 1,283 48,297 SH   DFND 1 29,297 0 19,000
MURPHY USA INC COM 626755102 1 5 SH   DFND 1 5 0 0
MYERS INDS INC COM 628464109 9 453 SH   DFND 1 22 0 431
MYRIAD GENETICS INC COM 62855J104 155 4,283 SH   DFND 1 4,283 0 0
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NCR CORP NEW COM 62886E108 288 7,667 SH   DFND 1 7,667 0 0
NIC INC COM 62914B100 3,508 204,576 SH   DFND 1 200,823 0 3,753
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NRG ENERGY INC COM NEW 629377508 1,729 67,584 SH   DFND 1 59,384 0 8,200
NRG YIELD INC CL A NEW 62942X306 46 2,405 SH   DFND 1 2,405 0 0
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NATIONAL CINEMEDIA INC COM 635309107 18 2,547 SH   DFND 1 2,547 0 0
NATIONAL FUEL GAS CO N J COM 636180101 169 2,993 SH   DFND 1 93 0 2,900
NATIONAL HEALTH INVS INC COM 63633D104 1,297 16,778 SH   DFND 1 14,678 0 2,100
NATIONAL INSTRS CORP COM 636518102 1 21 SH   DFND 1 21 0 0
NATIONAL OILWELL VARCO INC COM 637071101 4,187 117,192 SH   DFND 1 47,940 0 69,252
NATIONAL RETAIL PPTYS INC COM 637417106 3,195 76,693 SH   DFND 1 70,093 0 6,600
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NATUS MEDICAL INC DEL COM 639050103 3,489 93,027 SH   DFND 1 91,224 0 1,803
NAVIGANT CONSULTING INC COM 63935N107 1,954 115,493 SH   DFND 1 113,547 0 1,946
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NEKTAR THERAPEUTICS COM 640268108 86 3,600 SH   DFND 1 0 0 3,600
NELNET INC CL A 64031N108 658 13,037 SH   DFND 1 12,832 0 205
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NETAPP INC COM 64110D104 1,846 42,186 SH   DFND 1 42,186 0 0
NETFLIX INC COM 64110L106 1,425 7,860 SH   DFND 1 7,860 0 0
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NETGEAR INC COM 64111Q104 3,489 73,293 SH   DFND 1 71,802 0 1,491
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NEUROCRINE BIOSCIENCES INC COM 64125C109 123 2,009 SH   DFND 1 9 0 2,000
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NEW JERSEY RES COM 646025106 4,196 99,544 SH   DFND 1 95,250 0 4,294
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NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 447 5,069 SH   DFND 1 5,069 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 5,592 334,250 SH   DFND 1 334,250 0 0
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NEW YORK MTG TR INC COM PAR $.02 649604501 477 77,619 SH   DFND 1 77,619 0 0
NEWELL BRANDS INC COM 651229106 258 6,040 SH   DFND 1 6,040 0 0
NEWFIELD EXPL CO COM 651290108 648 21,829 SH   DFND 1 5,629 0 16,200
NEWLINK GENETICS CORP COM 651511107 1,420 139,507 SH   DFND 1 137,157 0 2,350
NEWMARKET CORP COM 651587107 1 1 SH   DFND 1 1 0 0
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NEWPARK RES INC COM PAR $.01NEW 651718504 118 11,764 SH   DFND 1 64 0 11,700
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NIKE INC CL B 654106103 1,273 24,557 SH   DFND 1 24,557 0 0
NISOURCE INC COM 65473P105 966 37,759 SH   DFND 1 27,459 0 10,300
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NORTHWESTERN CORP COM NEW 668074305 2,080 36,536 SH   DFND 1 33,836 0 2,700
NOW INC COM 67011P100 1 108 SH   DFND 1 108 0 0
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NUCOR CORP COM 670346105 799 14,255 SH   DFND 1 14,255 0 0
NVIDIA CORP COM 67066G104 2,824 15,798 SH   DFND 1 15,798 0 0
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OGE ENERGY CORP COM 670837103 3,284 91,133 SH   DFND 1 84,233 0 6,900
O REILLY AUTOMOTIVE INC NEW COM 67103H107 324 1,504 SH   DFND 1 1,504 0 0
OFG BANCORP COM 67103X102 1,489 162,699 SH   DFND 1 158,759 0 3,940
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OCCIDENTAL PETE CORP DEL COM 674599105 5,906 91,983 SH   DFND 1 21,679 0 70,304
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OKTA INC CL A 679295105 1,530 54,241 SH   DFND 1 53,668 0 573
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OLD SECOND BANCORP INC ILL COM 680277100 8 582 SH   DFND 1 0 0 582
OLIN CORP COM PAR $1 680665205 1 16 SH   DFND 1 16 0 0
OLLIES BARGAIN OUTLT HLDGS I COM 681116109 3 59 SH   DFND 1 59 0 0
OMNICOM GROUP INC COM 681919106 359 4,851 SH   DFND 1 4,851 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 552 17,298 SH   DFND 1 8,698 0 8,600
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ONEOK INC NEW COM 682680103 1,934 34,912 SH   DFND 1 16,512 0 18,400
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OPEN TEXT CORP COM 683715106 440 13,639 SH   DFND 1 13,639 0 0
OPKO HEALTH INC COM 68375N103 43 6,200 SH   DFND 1 0 0 6,200
ORACLE CORP COM 68389X105 8,305 171,767 SH   DFND 1 85,931 0 85,836
OPUS BK IRVINE CALIF COM 684000102 3,190 132,917 SH   DFND 1 131,000 0 1,917
ORASURE TECHNOLOGIES INC COM 68554V108 4,629 205,714 SH   DFND 1 201,598 0 4,116
ORBCOMM INC COM 68555P100 1 40 SH   DFND 1 40 0 0
ORBITAL ATK INC COM 68557N103 2,777 20,853 SH   DFND 1 7,607 0 13,246
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ORION GROUP HOLDINGS INC COM 68628V308 335 50,996 SH   DFND 1 50,996 0 0
ORITANI FINL CORP DEL COM 68633D103 489 29,086 SH   DFND 1 28,699 0 387
ORMAT TECHNOLOGIES INC COM 686688102 55 900 SH   DFND 1 0 0 900
OSHKOSH CORP COM 688239201 1,681 20,365 SH   DFND 1 20,227 0 138
OTTER TAIL CORP COM 689648103 53 1,213 SH   DFND 1 13 0 1,200
OUTFRONT MEDIA INC COM 69007J106 177 7,015 SH   DFND 1 15 0 7,000
OWENS & MINOR INC NEW COM 690732102 284 9,737 SH   DFND 1 8,237 0 1,500
OWENS CORNING NEW COM 690742101 1,604 20,741 SH   DFND 1 20,741 0 0
OWENS ILL INC COM NEW 690768403 123 4,903 SH   DFND 1 4,903 0 0
OXFORD INDS INC COM 691497309 1,503 23,659 SH   DFND 1 23,359 0 300
PBF ENERGY INC CL A 69318G106 265 9,600 SH   DFND 1 0 0 9,600
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PDL BIOPHARMA INC COM 69329Y104 21 6,075 SH   DFND 1 6,075 0 0
PG&E CORP COM 69331C108 5,514 80,983 SH   DFND 1 46,160 0 34,823
PHH CORP COM NEW 693320202 1 47 SH   DFND 1 47 0 0
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PNM RES INC COM 69349H107 7,931 196,795 SH   DFND 1 189,450 0 7,345
PPG INDS INC COM 693506107 904 8,320 SH   DFND 1 8,320 0 0
PPL CORP COM 69351T106 10,398 273,985 SH   DFND 1 255,685 0 18,300
PRA HEALTH SCIENCES INC COM 69354M108 4,807 63,108 SH   DFND 1 62,964 0 144
PS BUSINESS PKS INC CALIF COM 69360J107 134 1,000 SH   DFND 1 0 0 1,000
PVH CORP COM 693656100 10,479 83,124 SH   DFND 1 50,049 0 33,075
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PTC INC COM 69370C100 62 1,100 SH   DFND 1 0 0 1,100
PACCAR INC COM 693718108 533 7,373 SH   DFND 1 7,373 0 0
PACIFIC ETHANOL INC COM PAR $.001 69423U305 99 17,851 SH   DFND 1 15,760 0 2,091
PACIRA PHARMACEUTICALS INC COM 695127100 124 3,300 SH   DFND 1 0 0 3,300
PACKAGING CORP AMER COM 695156109 6,183 53,919 SH   DFND 1 36,957 0 16,962
PACWEST BANCORP DEL COM 695263103 1 19 SH   DFND 1 19 0 0
PALO ALTO NETWORKS INC COM 697435105 1 10 SH   DFND 1 10 0 0
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PARAMOUNT GROUP INC COM 69924R108 205 12,824 SH   DFND 1 24 0 12,800
PAREXEL INTL CORP COM 699462107 2,667 30,283 SH   DFND 1 28,764 0 1,519
PARK HOTELS RESORTS INC COM 700517105 207 7,522 SH   DFND 1 22 0 7,500
PARK NATL CORP COM 700658107 231 2,140 SH   DFND 1 2,140 0 0
PARK OHIO HLDGS CORP COM 700666100 6 136 SH   DFND 1 0 0 136
PARKER HANNIFIN CORP COM 701094104 1,859 10,620 SH   DFND 1 10,620 0 0
PARKWAY INC COM 70156Q107 53 2,300 SH   DFND 1 0 0 2,300
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PATRICK INDS INC COM 703343103 4,411 52,451 SH   DFND 1 51,997 0 454
PATTERN ENERGY GROUP INC CL A 70338P100 3,012 124,981 SH   DFND 1 120,562 0 4,419
PATTERSON COMPANIES INC COM 703395103 192 4,958 SH   DFND 1 1,158 0 3,800
PATTERSON UTI ENERGY INC COM 703481101 838 40,026 SH   DFND 1 19,526 0 20,500
PAYCHEX INC COM 704326107 8,626 143,860 SH   DFND 1 138,260 0 5,600
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PEABODY ENERGY CORP NEW COM 704551100 2,358 81,273 SH   DFND 1 80,009 0 1,264
PEBBLEBROOK HOTEL TR COM 70509V100 2,460 68,075 SH   DFND 1 64,875 0 3,200
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PEMBINA PIPELINE CORP COM 706327103 962 27,396 SH   DFND 1 27,396 0 0
PENN NATL GAMING INC COM 707569109 6,373 272,466 SH   DFND 1 267,849 0 4,617
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PENNYMAC MTG INVT TR COM 70931T103 3,504 201,477 SH   DFND 1 198,582 0 2,895
PENNYMAC FINL SVCS INC CL A 70932B101 1,195 67,150 SH   DFND 1 66,011 0 1,139
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1 12 SH   DFND 1 12 0 0
PENUMBRA INC COM 70975L107 55 605 SH   DFND 1 5 0 600
PEOPLES BANCORP INC COM 709789101 196 5,849 SH   DFND 1 5,849 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 4,968 273,855 SH   DFND 1 273,855 0 0
PEPSICO INC COM 713448108 46,572 417,952 SH   DFND 1 262,558 0 155,394
PERFORMANCE FOOD GROUP CO COM 71377A103 246 8,700 SH   DFND 1 0 0 8,700
PERKINELMER INC COM 714046109 1,976 28,650 SH   DFND 1 1,825 0 26,825
PETMED EXPRESS INC COM 716382106 125 3,779 SH   DFND 1 3,779 0 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,068 110,583 SH   DFND 1 110,583 0 0
PFIZER INC COM 717081103 27,022 756,923 SH   DFND 1 416,407 0 340,516
PHILIP MORRIS INTL INC COM 718172109 31,088 280,047 SH   DFND 1 151,839 0 128,208
PHILLIPS 66 COM 718546104 4,780 52,173 SH   DFND 1 12,157 0 40,016
PHYSICIANS RLTY TR COM 71943U104 188 10,600 SH   DFND 1 0 0 10,600
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 1,112 55,171 SH   DFND 1 47,571 0 7,600
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PINNACLE WEST CAP CORP COM 723484101 1,201 14,208 SH   DFND 1 4,515 0 9,693
PINNACLE FOODS INC DEL COM 72348P104 4,735 82,823 SH   DFND 1 75,723 0 7,100
PINNACLE ENTMT INC NEW COM 72348Y105 1,266 59,427 SH   DFND 1 58,032 0 1,395
PIONEER ENERGY SVCS CORP COM 723664108 1,240 486,468 SH   DFND 1 475,873 0 10,595
PIONEER NAT RES CO COM 723787107 2,889 19,579 SH   DFND 1 4,379 0 15,200
PIPER JAFFRAY COS COM 724078100 1,948 32,830 SH   DFND 1 32,830 0 0
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PLANTRONICS INC NEW COM 727493108 2,572 58,166 SH   DFND 1 56,999 0 1,167
PLEXUS CORP COM 729132100 5,563 99,190 SH   DFND 1 96,840 0 2,350
POLYONE CORP COM 73179P106 1 10 SH   DFND 1 10 0 0
POPULAR INC COM NEW 733174700 245 6,816 SH   DFND 1 6,816 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 4,698 102,930 SH   DFND 1 97,451 0 5,479
PORTOLA PHARMACEUTICALS INC COM 737010108 141 2,611 SH   DFND 1 11 0 2,600
POST HLDGS INC COM 737446104 381 4,313 SH   DFND 1 13 0 4,300
POTASH CORP SASK INC COM 73755L107 989 51,396 SH   DFND 1 51,396 0 0
POTLATCH CORP NEW COM 737630103 7,374 144,582 SH   DFND 1 138,863 0 5,719
POWELL INDS INC COM 739128106 173 5,783 SH   DFND 1 5,631 0 152
POWER INTEGRATIONS INC COM 739276103 1,817 24,818 SH   DFND 1 24,410 0 408
POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 43,284 2,810,663 SH   DFND 1 2,809,920 0 743
POWERSHARES ETF TRUST GBL LSTD PVT EQT 73935X195 32,762 2,585,758 SH   DFND 1 2,584,842 0 916
POWERSHARES ETF TRUST WATER RES PORT 73935X575 82,941 2,910,216 SH   DFND 1 2,910,216 0 0
POWERSHS DB MULTI SECT COMM PS DB AGRICUL FD 73936B408 22,700 1,195,974 SH   DFND 1 1,195,974 0 0
POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B705 10,340 570,955 SH   DFND 1 570,955 0 0
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PRAXAIR INC COM 74005P104 1,292 9,245 SH   DFND 1 9,245 0 0
PREMIER INC CL A 74051N102 49 1,500 SH   DFND 1 0 0 1,500
PRESTIGE BRANDS HLDGS INC COM 74112D101 55 1,100 SH   DFND 1 0 0 1,100
PRICE T ROWE GROUP INC COM 74144T108 417 4,595 SH   DFND 1 4,595 0 0
PRICELINE GRP INC COM NEW 741503403 6,029 3,293 SH   DFND 1 2,163 0 1,130
PRICESMART INC COM 741511109 152 1,704 SH   DFND 1 4 0 1,700
PRIMORIS SVCS CORP COM 74164F103 2 62 SH   DFND 1 62 0 0
PRIMERICA INC COM 74164M108 1,939 23,781 SH   DFND 1 23,042 0 739
PRINCIPAL FINL GROUP INC COM 74251V102 7,643 118,785 SH   DFND 1 80,318 0 38,467
PROASSURANCE CORP COM 74267C106 9 167 SH   DFND 1 167 0 0
PROCTER AND GAMBLE CO COM 742718109 39,831 437,797 SH   DFND 1 226,552 0 211,245
PROGRESS SOFTWARE CORP COM 743312100 6,440 168,726 SH   DFND 1 164,881 0 3,845
PROGRESSIVE CORP OHIO COM 743315103 322 6,651 SH   DFND 1 6,651 0 0
PROLOGIS INC COM 74340W103 8,546 134,671 SH   DFND 1 63,660 0 71,011
PROOFPOINT INC COM 743424103 52 600 SH   DFND 1 0 0 600
PROVIDENCE SVC CORP COM 743815102 8 142 SH   DFND 1 0 0 142
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PUBLIC STORAGE COM 74460D109 2,423 11,325 SH   DFND 1 4,945 0 6,380
PULTE GROUP INC COM 745867101 5,310 194,302 SH   DFND 1 102,584 0 91,718
PUMA BIOTECHNOLOGY INC COM 74587V107 120 1,000 SH   DFND 1 0 0 1,000
QUAD / GRAPHICS INC COM CL A 747301109 2,852 126,148 SH   DFND 1 124,106 0 2,042
QEP RES INC COM 74733V100 2,005 233,930 SH   DFND 1 138,445 0 95,485
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QORVO INC COM 74736K101 117 1,656 SH   DFND 1 1,656 0 0
QUALCOMM INC COM 747525103 9,506 183,368 SH   DFND 1 110,895 0 72,473
QUALITY CARE PPTYS INC COM 747545101 39 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 69 1,850 SH   DFND 1 1,850 0 0
QUEST DIAGNOSTICS INC COM 74834L100 988 10,551 SH   DFND 1 5,851 0 4,700
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QUORUM HEALTH CORP COM 74909E106 4 693 SH   DFND 1 0 0 693
RLJ LODGING TR COM 74965L101 10,765 489,314 SH   DFND 1 472,810 0 16,504
RPC INC COM 749660106 60 2,419 SH   DFND 1 19 0 2,400
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 380 11,000 SH   DFND 1 0 0 11,000
RADIAN GROUP INC COM 750236101 5,333 285,353 SH   DFND 1 280,444 0 4,909
RALPH LAUREN CORP CL A 751212101 1,138 12,885 SH   DFND 1 7,875 0 5,010
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,172 166,940 SH   DFND 1 160,748 0 6,192
RANGE RES CORP COM 75281A109 470 24,038 SH   DFND 1 2,338 0 21,700
RAYMOND JAMES FINANCIAL INC COM 754730109 102 1,206 SH   DFND 1 1,206 0 0
RAYONIER INC COM 754907103 191 6,600 SH   DFND 1 0 0 6,600
RAYONIER ADVANCED MATLS INC COM 75508B104 2,045 149,240 SH   DFND 1 145,409 0 3,831
RAYTHEON CO COM NEW 755111507 1,512 8,102 SH   DFND 1 8,102 0 0
RBC BEARINGS INC COM 75524B104 1 4 SH   DFND 1 4 0 0
RE MAX HLDGS INC CL A 75524W108 1,196 18,823 SH   DFND 1 17,923 0 900
REALOGY HLDGS CORP COM 75605Y106 3,688 111,936 SH   DFND 1 49,343 0 62,593
REALTY INCOME CORP COM 756109104 1,288 22,521 SH   DFND 1 10,421 0 12,100
RED HAT INC COM 756577102 1,821 16,425 SH   DFND 1 13,125 0 3,300
REDWOOD TR INC COM 758075402 2 94 SH   DFND 1 94 0 0
REGAL BELOIT CORP COM 758750103 2 19 SH   DFND 1 19 0 0
REGAL ENTMT GROUP CL A 758766109 1,484 92,777 SH   DFND 1 92,777 0 0
REGENCY CTRS CORP COM 758849103 619 9,981 SH   DFND 1 3,332 0 6,649
REGENERON PHARMACEUTICALS COM 75886F107 1,690 3,779 SH   DFND 1 1,660 0 2,119
REGIS CORP MINN COM 758932107 1 42 SH   DFND 1 42 0 0
REGIONAL MGMT CORP COM 75902K106 8 335 SH   DFND 1 0 0 335
REGIONS FINL CORP NEW COM 7591EP100 11,271 740,054 SH   DFND 1 431,023 0 309,031
REINSURANCE GROUP AMER INC COM NEW 759351604 94 677 SH   DFND 1 677 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 283 3,710 SH   DFND 1 3,710 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 699 57,509 SH   DFND 1 56,461 0 1,048
REPLIGEN CORP COM 759916109 6,168 160,950 SH   DFND 1 152,458 0 8,492
RENT A CTR INC NEW COM 76009N100 207 17,998 SH   DFND 1 17,998 0 0
REPUBLIC SVCS INC COM 760759100 5,195 78,645 SH   DFND 1 69,428 0 9,217
RESMED INC COM 761152107 655 8,507 SH   DFND 1 3,607 0 4,900
RESOLUTE ENERGY CORP COM NEW 76116A306 98 3,300 SH   DFND 1 0 0 3,300
RESOURCE CAP CORP COM NEW 76120W708 1 91 SH   DFND 1 91 0 0
RESOURCES CONNECTION INC COM 76122Q105 250 18,018 SH   DFND 1 18,018 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 646 10,115 SH   DFND 1 10,115 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 175 9,200 SH   DFND 1 0 0 9,200
RETAIL PPTYS AMER INC CL A 76131V202 6,030 459,283 SH   DFND 1 237,626 0 221,657
REVANCE THERAPEUTICS INC COM 761330109 1,980 71,866 SH   DFND 1 70,773 0 1,093
REVLON INC CL A NEW 761525609 1 16 SH   DFND 1 16 0 0
REX AMERICAN RESOURCES CORP COM 761624105 2,313 24,648 SH   DFND 1 22,898 0 1,750
REXNORD CORP NEW COM 76169B102 1 17 SH   DFND 1 17 0 0
REXFORD INDL RLTY INC COM 76169C100 69 2,418 SH   DFND 1 18 0 2,400
RICE ENERGY INC COM 762760106 480 16,600 SH   DFND 1 0 0 16,600
RING ENERGY INC COM 76680V108 107 7,400 SH   DFND 1 0 0 7,400
RITE AID CORP COM 767754104 119 60,793 SH   DFND 1 193 0 60,600
ROBERT HALF INTL INC COM 770323103 417 8,279 SH   DFND 1 8,279 0 0
ROCKWELL AUTOMATION INC COM 773903109 519 2,913 SH   DFND 1 2,913 0 0
ROCKWELL COLLINS INC COM 774341101 403 3,084 SH   DFND 1 3,084 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 1,819 35,301 SH   DFND 1 35,301 0 0
ROGERS CORP COM 775133101 482 3,615 SH   DFND 1 3,539 0 76
ROLLINS INC COM 775711104 1 27 SH   DFND 1 27 0 0
ROPER TECHNOLOGIES INC COM 776696106 313 1,284 SH   DFND 1 1,284 0 0
ROSS STORES INC COM 778296103 8,819 136,583 SH   DFND 1 90,785 0 45,798
ROYAL BK CDA MONTREAL QUE COM 780087102 2,083 26,926 SH   DFND 1 26,926 0 0
ROYAL GOLD INC COM 780287108 306 3,554 SH   DFND 1 3,554 0 0
RUBICON PROJ INC COM 78112V102 580 149,124 SH   DFND 1 147,103 0 2,021
RUDOLPH TECHNOLOGIES INC COM 781270103 1,894 72,028 SH   DFND 1 70,395 0 1,633
RUSH ENTERPRISES INC CL A 781846209 2,410 52,062 SH   DFND 1 51,345 0 717
RUTHS HOSPITALITY GROUP INC COM 783332109 1,790 85,432 SH   DFND 1 83,552 0 1,880
RYDER SYS INC COM 783549108 19 220 SH   DFND 1 220 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,659 58,548 SH   DFND 1 55,133 0 3,415
S & T BANCORP INC COM 783859101 1 21 SH   DFND 1 21 0 0
S&P GLOBAL INC COM 78409V104 593 3,794 SH   DFND 1 3,794 0 0
SBA COMMUNICATIONS CORP NEW CL A 78410G104 1,573 10,919 SH   DFND 1 5,219 0 5,700
SEI INVESTMENTS CO COM 784117103 1 12 SH   DFND 1 12 0 0
SL GREEN RLTY CORP COM 78440X101 817 8,063 SH   DFND 1 3,563 0 4,500
SLM CORP COM 78442P106 2 132 SH   DFND 1 132 0 0
SM ENERGY CO COM 78454L100 149 8,400 SH   DFND 1 0 0 8,400
SPDR S&P 500 ETF TR TR UNIT 78462F103 175,356 697,991 SH   DFND 1 697,991 0 0
SPX CORP COM 784635104 895 30,502 SH   DFND 1 30,162 0 340
SPDR GOLD TRUST GOLD SHS 78463V107 8,795 72,338 SH   DFND 1 72,248 0 90
SPDR INDEX SHS FDS GLB NAT RESRCE 78463X541 56,342 1,225,634 SH   DFND 1 1,225,416 0 218
SPDR INDEX SHS FDS DJ INTL RL ETF 78463X863 57,142 1,488,844 SH   DFND 1 1,488,685 0 159
SPDR SERIES TRUST BLMBRG BRC CNVRT 78464A359 169,297 3,314,994 SH   DFND 1 3,314,808 0 186
SPDR SERIES TRUST BLOOMBERG BRCLYS 78464A417 17,575 470,919 SH   DFND 1 470,919 0 0
SPDR SERIES TRUST CITI INT GVT ETF 78464A490 48,384 844,250 SH   DFND 1 844,043 0 207
SPDR SERIES TRUST BLOMBERG INTL TR 78464A516 9,462 336,854 SH   DFND 1 336,854 0 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 193 4,810 SH   DFND 1 10 0 4,800
SPDR SER TR BLOOMBERG SRT TR 78468R408 66,082 2,362,614 SH   DFND 1 2,362,614 0 0
SP PLUS CORP COM 78469C103 7 175 SH   DFND 1 0 0 175
SRC ENERGY INC COM 78470V108 189 19,500 SH   DFND 1 0 0 19,500
SVB FINL GROUP COM 78486Q101 1 4 SH   DFND 1 4 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 1,206 54,973 SH   DFND 1 46,548 0 8,425
SABRE CORP COM 78573M104 1,565 86,457 SH   DFND 1 43,084 0 43,373
SAFETY INS GROUP INC COM 78648T100 496 6,495 SH   DFND 1 6,495 0 0
SAGE THERAPEUTICS INC COM 78667J108 50 800 SH   DFND 1 0 0 800
SAIA INC COM 78709Y105 2,902 46,320 SH   DFND 1 45,643 0 677
ST JOE CO COM 790148100 147 7,800 SH   DFND 1 0 0 7,800
SALESFORCE COM INC COM 79466L302 1,883 20,151 SH   DFND 1 10,951 0 9,200
SALLY BEAUTY HLDGS INC COM 79546E104 1 51 SH   DFND 1 51 0 0
SANCHEZ ENERGY CORP COM 79970Y105 56 11,700 SH   DFND 1 0 0 11,700
SANDERSON FARMS INC COM 800013104 11,235 69,559 SH   DFND 1 67,167 0 2,392
SANDY SPRING BANCORP INC COM 800363103 1,549 37,369 SH   DFND 1 36,733 0 636
SANFILIPPO JOHN B & SON INC COM 800422107 1 6 SH   DFND 1 6 0 0
SANGAMO THERAPEUTICS INC COM 800677106 2,130 142,015 SH   DFND 1 139,165 0 2,850
SANMINA CORPORATION COM 801056102 7,425 199,856 SH   DFND 1 196,342 0 3,514
SAREPTA THERAPEUTICS INC COM 803607100 118 2,600 SH   DFND 1 0 0 2,600
SAUL CTRS INC COM 804395101 217 3,500 SH   DFND 1 0 0 3,500
SCANA CORP NEW COM 80589M102 4,290 88,475 SH   DFND 1 84,975 0 3,500
SCANSOURCE INC COM 806037107 1,702 38,992 SH   DFND 1 38,847 0 145
SCHEIN HENRY INC COM 806407102 693 8,450 SH   DFND 1 2,850 0 5,600
SCHLUMBERGER LTD COM 806857108 10,816 155,047 SH   DFND 1 29,521 0 125,526
SCHNITZER STL INDS CL A 806882106 119 4,230 SH   DFND 1 4,230 0 0
SCHULMAN A INC COM 808194104 3,755 109,945 SH   DFND 1 108,877 0 1,068
SCHWAB CHARLES CORP NEW COM 808513105 1,048 23,958 SH   DFND 1 23,958 0 0
SCHWAB STRATEGIC TR US BRD MKT ETF 808524102 9 150 SH   DFND 1 150 0 0
SCHWAB STRATEGIC TR US LRG CAP ETF 808524201 157,584 2,624,655 SH   DFND 1 2,615,738 0 8,917
SCHWAB STRATEGIC TR US SML CAP ETF 808524607 31,286 464,388 SH   DFND 1 463,170 0 1,218
SCHWAB STRATEGIC TR US DIVIDEND EQ 808524797 1,146 24,490 SH   DFND 1 24,490 0 0
SCHWAB STRATEGIC TR INTL EQTY ETF 808524805 22 670 SH   DFND 1 670 0 0
SCHWAB STRATEGIC TR US REIT ETF 808524847 28,427 691,149 SH   DFND 1 689,895 0 1,254
SCHWEITZER-MAUDUIT INTL INC COM 808541106 492 11,876 SH   DFND 1 11,876 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 5,342 79,912 SH   DFND 1 78,951 0 961
SCICLONE PHARMACEUTICALS INC COM 80862K104 4,591 409,912 SH   DFND 1 401,919 0 7,993
SCIENTIFIC GAMES CORP CL A 80874P109 6,236 136,003 SH   DFND 1 133,703 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 554 6,447 SH   DFND 1 6,447 0 0
SEABOARD CORP COM 811543107 54 12 SH   DFND 1 0 0 12
SEACOAST BKG CORP FLA COM NEW 811707801 1,457 60,999 SH   DFND 1 60,999 0 0
SEACOR HOLDINGS INC COM 811904101 41 900 SH   DFND 1 0 0 900
SEALED AIR CORP NEW COM 81211K100 7,189 168,277 SH   DFND 1 94,848 0 73,429
SEARS HLDGS CORP COM 812350106 1 72 SH   DFND 1 72 0 0
SEATTLE GENETICS INC COM 812578102 191 3,511 SH   DFND 1 11 0 3,500
SELECT COMFORT CORP COM 81616X103 1 19 SH   DFND 1 19 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 759 32,422 SH   DFND 1 26,922 0 5,500
SEMGROUP CORP CL A 81663A105 178 6,200 SH   DFND 1 0 0 6,200
SEMTECH CORP COM 816850101 5,173 137,756 SH   DFND 1 135,275 0 2,481
SEMPRA ENERGY COM 816851109 1,588 13,914 SH   DFND 1 6,614 0 7,300
SENIOR HSG PPTYS TR SH BEN INT 81721M109 2,293 117,310 SH   DFND 1 104,510 0 12,800
SENSIENT TECHNOLOGIES CORP COM 81725T100 1 5 SH   DFND 1 5 0 0
SERITAGE GROWTH PPTYS CL A 81752R100 46 1,000 SH   DFND 1 0 0 1,000
SERVICE CORP INTL COM 817565104 110 3,190 SH   DFND 1 3,190 0 0
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 8 163 SH   DFND 1 163 0 0
SERVICENOW INC COM 81762P102 247 2,105 SH   DFND 1 5 0 2,100
SHAW COMMUNICATIONS INC CL B CONV 82028K200 300 13,094 SH   DFND 1 13,094 0 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 60 1,600 SH   DFND 1 0 0 1,600
SHERWIN WILLIAMS CO COM 824348106 1,257 3,511 SH   DFND 1 3,511 0 0
SHOE CARNIVAL INC COM 824889109 26 1,152 SH   DFND 1 1,152 0 0
SHOPIFY INC CL A 82509L107 281 2,414 SH   DFND 1 2,414 0 0
SHUTTERFLY INC COM 82568P304 1 7 SH   DFND 1 7 0 0
SILICON LABORATORIES INC COM 826919102 4,855 60,759 SH   DFND 1 59,606 0 1,153
SILGAN HOLDINGS INC COM 827048109 501 17,028 SH   DFND 1 16,834 0 194
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 39 5,006 SH   DFND 1 5,006 0 0
SIMON PPTY GROUP INC NEW COM 828806109 4,110 25,527 SH   DFND 1 10,327 0 15,200
SIMPSON MANUFACTURING CO INC COM 829073105 1 17 SH   DFND 1 17 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 4,534 141,469 SH   DFND 1 139,169 0 2,300
SIRIUS XM HLDGS INC COM 82968B103 5,442 985,942 SH   DFND 1 637,587 0 348,355
SITEONE LANDSCAPE SUPPLY INC COM 82982L103 2 34 SH   DFND 1 34 0 0
SKECHERS U S A INC CL A 830566105 3 107 SH   DFND 1 107 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,119 20,797 SH   DFND 1 20,797 0 0
SMITH A O COM 831865209 109 1,839 SH   DFND 1 1,839 0 0
SMUCKER J M CO COM NEW 832696405 5,656 53,899 SH   DFND 1 33,120 0 20,779
SNAP ON INC COM 833034101 102 684 SH   DFND 1 684 0 0
SNYDERS-LANCE INC COM 833551104 214 5,616 SH   DFND 1 16 0 5,600
SONIC CORP COM 835451105 2,905 114,132 SH   DFND 1 111,932 0 2,200
SONOCO PRODS CO COM 835495102 1 29 SH   DFND 1 29 0 0
SOTHEBYS COM 835898107 2,081 45,138 SH   DFND 1 45,138 0 0
SONUS NETWORKS INC COM NEW 835916503 5 716 SH   DFND 1 0 0 716
SOUTH JERSEY INDS INC COM 838518108 62 1,795 SH   DFND 1 95 0 1,700
SOUTHERN CO COM 842587107 13,576 276,279 SH   DFND 1 249,479 0 26,800
SOUTHERN COPPER CORP COM 84265V105 686 17,242 SH   DFND 1 12,942 0 4,300
SOUTHWEST AIRLS CO COM 844741108 15,326 273,771 SH   DFND 1 188,713 0 85,058
SOUTHWEST GAS HOLDINGS INC COM 844895102 6,169 79,482 SH   DFND 1 76,153 0 3,329
SOUTHWESTERN ENERGY CO COM 845467109 240 39,200 SH   DFND 1 0 0 39,200
SPARTANNASH CO COM 847215100 1,680 63,692 SH   DFND 1 59,442 0 4,250
SPECTRUM BRANDS HLDGS INC COM 84763R101 701 6,620 SH   DFND 1 4,820 0 1,800
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 558 7,181 SH   DFND 1 7,011 0 170
SPIRE INC COM 84857L101 176 2,354 SH   DFND 1 54 0 2,300
SPIRIT RLTY CAP INC NEW COM 84860W102 228 26,642 SH   DFND 1 42 0 26,600
SPLUNK INC COM 848637104 193 2,907 SH   DFND 1 7 0 2,900
SPRINT CORP COM SER 1 85207U105 3,048 391,811 SH   DFND 1 202,473 0 189,338
SPROUTS FMRS MKT INC COM 85208M102 171 9,128 SH   DFND 1 28 0 9,100
SQUARE INC CL A 852234103 225 7,800 SH   DFND 1 0 0 7,800
STAG INDL INC COM 85254J102 88 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 300 1,984 SH   DFND 1 1,984 0 0
STARBUCKS CORP COM 855244109 1,383 25,757 SH   DFND 1 25,757 0 0
STARWOOD PPTY TR INC COM 85571B105 5,269 242,568 SH   DFND 1 242,568 0 0
STATE NATL COS INC COM 85711T305 11 502 SH   DFND 1 0 0 502
STATE STR CORP COM 857477103 9,695 101,478 SH   DFND 1 58,368 0 43,110
STEEL DYNAMICS INC COM 858119100 10,735 311,435 SH   DFND 1 171,472 0 139,963
STEELCASE INC CL A 858155203 5,615 364,617 SH   DFND 1 359,126 0 5,491
STELLUS CAP INVT CORP COM 858568108 6 445 SH   DFND 1 0 0 445
STERICYCLE INC COM 858912108 51 714 SH   DFND 1 714 0 0
STERLING BANCORP DEL COM 85917A100 1 32 SH   DFND 1 32 0 0
STEWART INFORMATION SVCS COR COM 860372101 256 6,779 SH   DFND 1 6,779 0 0
STONE ENERGY CORP COM PAR 861642403 1,701 58,519 SH   DFND 1 53,711 0 4,808
STONERIDGE INC COM 86183P102 2,896 146,178 SH   DFND 1 143,623 0 2,555
STORE CAP CORP COM 862121100 2,945 118,427 SH   DFND 1 109,727 0 8,700
STRAIGHT PATH COMMUNICATNS I CL B 862578101 126 700 SH   DFND 1 0 0 700
STRAYER ED INC COM 863236105 1 12 SH   DFND 1 12 0 0
STRYKER CORP COM 863667101 1,888 13,291 SH   DFND 1 4,391 0 8,900
STURM RUGER & CO INC COM 864159108 2,307 44,626 SH   DFND 1 44,626 0 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,343 113,822 SH   DFND 1 111,916 0 1,906
SUMMIT HOTEL PPTYS COM 866082100 4,475 279,877 SH   DFND 1 272,989 0 6,888
SUMMIT MATLS INC CL A 86614U100 4 137 SH   DFND 1 137 0 0
SUN BANCORP INC COM NEW 86663B201 1 24 SH   DFND 1 24 0 0
SUN CMNTYS INC COM 866674104 318 3,714 SH   DFND 1 14 0 3,700
SUN LIFE FINL INC COM 866796105 162 4,076 SH   DFND 1 4,076 0 0
SUNCOR ENERGY INC NEW COM 867224107 1,358 38,769 SH   DFND 1 38,769 0 0
SUNCOKE ENERGY INC COM 86722A103 1 46 SH   DFND 1 46 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 7,135 444,025 SH   DFND 1 425,897 0 18,128
SUNTRUST BKS INC COM 867914103 4,758 79,609 SH   DFND 1 41,407 0 38,202
SUPER MICRO COMPUTER INC COM 86800U104 2,789 126,191 SH   DFND 1 124,047 0 2,144
SUPERIOR ENERGY SVCS INC COM 868157108 4,318 404,273 SH   DFND 1 382,826 0 21,447
SUPERNUS PHARMACEUTICALS INC COM 868459108 928 23,204 SH   DFND 1 23,204 0 0
SUPERVALU INC COM NEW 868536301 1,997 91,800 SH   DFND 1 88,713 0 3,087
SUTHERLAND ASSET MGMT CORP M COM 86933G105 1 28 SH   DFND 1 28 0 0
SYMANTEC CORP COM 871503108 611 18,614 SH   DFND 1 7,614 0 11,000
SYNOPSYS INC COM 871607107 408 5,066 SH   DFND 1 1,866 0 3,200
SYNOVUS FINL CORP COM NEW 87161C501 394 8,547 SH   DFND 1 8,547 0 0
SYNNEX CORP COM 87162W100 1 3 SH   DFND 1 3 0 0
SYNCHRONY FINL COM 87165B103 5,570 179,374 SH   DFND 1 106,515 0 72,859
SYSCO CORP COM 871829107 3,156 58,494 SH   DFND 1 27,694 0 30,800
TCF FINL CORP COM 872275102 169 9,900 SH   DFND 1 9,900 0 0
TC PIPELINES LP UT COM LTD PRT 87233Q108 1,977 37,784 SH   DFND 1 37,784 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 1 26 SH   DFND 1 26 0 0
TFS FINL CORP COM 87240R107 1 48 SH   DFND 1 48 0 0
TJX COS INC NEW COM 872540109 14,806 200,808 SH   DFND 1 132,606 0 68,202
T MOBILE US INC COM 872590104 1,242 20,136 SH   DFND 1 7,636 0 12,500
TRI POINTE GROUP INC COM 87265H109 1 31 SH   DFND 1 31 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,552 121,238 SH   DFND 1 121,238 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 92 900 SH   DFND 1 0 0 900
TAL ED GROUP SPONSORED ADS 874080104 351 10,406 SH   DFND 1 10,406 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 423 17,303 SH   DFND 1 12,303 0 5,000
TARGET CORP COM 87612E106 5,967 101,125 SH   DFND 1 66,674 0 34,451
TARGA RES CORP COM 87612G101 781 16,511 SH   DFND 1 11 0 16,500
TASEKO MINES LTD COM 876511106 206 111,611 SH   DFND 1 111,611 0 0
TAUBMAN CTRS INC COM 876664103 164 3,300 SH   DFND 1 0 0 3,300
TAYLOR MORRISON HOME CORP CL A 87724P106 1 25 SH   DFND 1 25 0 0
TECH DATA CORP COM 878237106 8,037 90,457 SH   DFND 1 89,094 0 1,363
TECK RESOURCES LTD CL B 878742204 285 13,500 SH   DFND 1 13,500 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1 5 SH   DFND 1 5 0 0
TELEFLEX INC COM 879369106 364 1,504 SH   DFND 1 4 0 1,500
TELEPHONE & DATA SYS INC COM NEW 879433829 176 6,300 SH   DFND 1 0 0 6,300
TELUS CORP COM 87971M103 1,283 35,661 SH   DFND 1 35,661 0 0
TEMPUR SEALY INTL INC COM 88023U101 1 13 SH   DFND 1 13 0 0
TENNECO INC COM 880349105 5,319 87,671 SH   DFND 1 86,171 0 1,500
TERADATA CORP DEL COM 88076W103 59 1,733 SH   DFND 1 0 0 1,733
TERADYNE INC COM 880770102 560 15,022 SH   DFND 1 14,721 0 301
TEREX CORP NEW COM 880779103 51 1,142 SH   DFND 1 16 0 1,126
TERRENO RLTY CORP COM 88146M101 77 2,121 SH   DFND 1 21 0 2,100
TESARO INC COM 881569107 156 1,206 SH   DFND 1 6 0 1,200
TESLA INC COM 88160R101 247 725 SH   DFND 1 725 0 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 399 22,654 SH   DFND 1 22,654 0 0
TETRA TECH INC NEW COM 88162G103 4,036 86,704 SH   DFND 1 85,604 0 1,100
TEXAS INSTRS INC COM 882508104 15,115 168,624 SH   DFND 1 120,314 0 48,310
TEXAS PAC LD TR SUB CTF PROP I T 882610108 1 2 SH   DFND 1 2 0 0
TEXAS ROADHOUSE INC COM 882681109 82 1,669 SH   DFND 1 1,669 0 0
TEXTRON INC COM 883203101 182 3,387 SH   DFND 1 3,387 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 3,583 18,939 SH   DFND 1 7,539 0 11,400
THERMON GROUP HLDGS INC COM 88362T103 1 18 SH   DFND 1 18 0 0
THOMSON REUTERS CORP COM 884903105 3,404 74,194 SH   DFND 1 74,194 0 0
THOR INDS INC COM 885160101 1 10 SH   DFND 1 10 0 0
3M CO COM 88579Y101 2,744 13,074 SH   DFND 1 13,074 0 0
TIER REIT INC COM NEW 88650V208 56 2,900 SH   DFND 1 0 0 2,900
TIFFANY & CO NEW COM 886547108 136 1,477 SH   DFND 1 1,477 0 0
TILLYS INC CL A 886885102 9 718 SH   DFND 1 0 0 718
TIME INC NEW COM 887228104 173 12,826 SH   DFND 1 12,826 0 0
TIME WARNER INC COM NEW 887317303 12,542 122,425 SH   DFND 1 71,570 0 50,855
TIMKEN CO COM 887389104 10 210 SH   DFND 1 10 0 200
TIMKENSTEEL CORP COM 887399103 1,090 66,069 SH   DFND 1 66,069 0 0
TITAN MACHY INC COM 88830R101 1 34 SH   DFND 1 34 0 0
TIVO CORP COM 88870P106 3,744 188,594 SH   DFND 1 185,900 0 2,694
TOLL BROTHERS INC COM 889478103 1,702 41,031 SH   DFND 1 4,982 0 36,049
TOOTSIE ROLL INDS INC COM 890516107 47 1,235 SH   DFND 1 0 0 1,235
TOPBUILD CORP COM 89055F103 210 3,226 SH   DFND 1 3,226 0 0
TORCHMARK CORP COM 891027104 88 1,100 SH   DFND 1 1,100 0 0
TORO CO COM 891092108 687 11,067 SH   DFND 1 10,707 0 360
TORONTO DOMINION BK ONT COM NEW 891160509 6,793 121,744 SH   DFND 1 121,744 0 0
TOWER INTL INC COM 891826109 3,964 145,731 SH   DFND 1 142,176 0 3,555
TOTAL SYS SVCS INC COM 891906109 4,665 71,223 SH   DFND 1 39,481 0 31,742
TRACTOR SUPPLY CO COM 892356106 109 1,724 SH   DFND 1 1,724 0 0
TRANSCANADA CORP COM 89353D107 415 8,394 SH   DFND 1 8,394 0 0
TRANSDIGM GROUP INC COM 893641100 210 821 SH   DFND 1 821 0 0
TRANSUNION COM 89400J107 2 33 SH   DFND 1 33 0 0
TRAVELERS COMPANIES INC COM 89417E109 9,556 77,994 SH   DFND 1 58,975 0 19,019
TREEHOUSE FOODS INC COM 89469A104 231 3,412 SH   DFND 1 12 0 3,400
TREX CO INC COM 89531P105 2 17 SH   DFND 1 17 0 0
TREVENA INC COM 89532E109 443 173,811 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
TRINITY INDS INC COM 896522109 1 28 SH   DFND 1 28 0 0
TRISTATE CAP HLDGS INC COM 89678F100 6 280 SH   DFND 1 0 0 280
TRIUMPH BANCORP INC COM 89679E300 129 3,992 SH   DFND 1 3,992 0 0
TRIPADVISOR INC COM 896945201 67 1,662 SH   DFND 1 1,662 0 0
TRUEBLUE INC COM 89785X101 2,406 107,159 SH   DFND 1 105,009 0 2,150
TUPPERWARE BRANDS CORP COM 899896104 1 12 SH   DFND 1 12 0 0
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 267 30,300 SH   DFND 1 30,300 0 0
TUTOR PERINI CORP COM 901109108 2 56 SH   DFND 1 56 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 651 24,681 SH   DFND 1 24,681 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 231 8,939 SH   DFND 1 8,939 0 0
TWITTER INC COM 90184L102 3,373 199,929 SH   DFND 1 77,611 0 122,318
TWO HBRS INVT CORP COM 90187B101 1,553 154,055 SH   DFND 1 154,055 0 0
TYLER TECHNOLOGIES INC COM 902252105 70 402 SH   DFND 1 2 0 400
TYSON FOODS INC CL A 902494103 3,686 52,325 SH   DFND 1 36,025 0 16,300
UDR INC COM 902653104 592 15,573 SH   DFND 1 3,473 0 12,100
UGI CORP NEW COM 902681105 375 8,010 SH   DFND 1 2,910 0 5,100
US BANCORP DEL COM NEW 902973304 1,535 28,646 SH   DFND 1 28,646 0 0
USANA HEALTH SCIENCES INC COM 90328M107 1 14 SH   DFND 1 14 0 0
U S G CORP COM NEW 903293405 1 45 SH   DFND 1 45 0 0
U S CONCRETE INC COM NEW 90333L201 2 22 SH   DFND 1 22 0 0
U S PHYSICAL THERAPY INC COM 90337L108 82 1,329 SH   DFND 1 1,329 0 0
U S SILICA HLDGS INC COM 90346E103 190 6,128 SH   DFND 1 28 0 6,100
ULTA BEAUTY INC COM 90384S303 166 733 SH   DFND 1 733 0 0
ULTIMATE SOFTWARE GROUP INC COM 90385D107 57 300 SH   DFND 1 0 0 300
ULTRA PETROLEUM CORP COM NEW 903914208 227 26,200 SH   DFND 1 0 0 26,200
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 48 907 SH   DFND 1 7 0 900
UMPQUA HLDGS CORP COM 904214103 2,302 118,011 SH   DFND 1 118,011 0 0
UNDER ARMOUR INC CL A 904311107 40 2,455 SH   DFND 1 2,455 0 0
UNDER ARMOUR INC CL C 904311206 37 2,479 SH   DFND 1 2,479 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 1,390 39,368 SH   DFND 1 38,604 0 764
UNION PAC CORP COM 907818108 11,967 103,191 SH   DFND 1 61,776 0 41,415
UNISYS CORP COM NEW 909214306 1,601 188,300 SH   DFND 1 185,433 0 2,867
UNIT CORP COM 909218109 1,541 74,897 SH   DFND 1 67,187 0 7,710
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 6,967 244,118 SH   DFND 1 240,454 0 3,664
UNITED CONTL HLDGS INC COM 910047109 1,423 23,380 SH   DFND 1 7,143 0 16,237
UNITED FINL BANCORP INC NEW COM 910304104 1 78 SH   DFND 1 78 0 0
UNITED FIRE GROUP INC COM 910340108 2,408 52,555 SH   DFND 1 51,455 0 1,100
UNITED NAT FOODS INC COM 911163103 150 3,609 SH   DFND 1 9 0 3,600
UNITED PARCEL SERVICE INC CL B 911312106 12,734 106,034 SH   DFND 1 106,034 0 0
UNITED RENTALS INC COM 911363109 418 3,016 SH   DFND 1 2,079 0 937
UNITED STATES CELLULAR CORP COM 911684108 42 1,200 SH   DFND 1 0 0 1,200
UNITED STATES LIME & MINERAL COM 911922102 1 8 SH   DFND 1 8 0 0
US FOODS HLDG CORP COM 912008109 286 10,716 SH   DFND 1 16 0 10,700
UNITED STATES STL CORP NEW COM 912909108 8 301 SH   DFND 1 76 0 225
UNITED TECHNOLOGIES CORP COM 913017109 13,160 113,366 SH   DFND 1 64,631 0 48,735
UNITED THERAPEUTICS CORP DEL COM 91307C102 471 4,020 SH   DFND 1 2,420 0 1,600
UNITEDHEALTH GROUP INC COM 91324P102 25,769 131,576 SH   DFND 1 68,965 0 62,611
UNITIL CORP COM 913259107 1,007 20,351 SH   DFND 1 17,426 0 2,925
UNITI GROUP INC COM 91325V108 126 8,600 SH   DFND 1 0 0 8,600
UNIVAR INC COM 91336L107 2 75 SH   DFND 1 75 0 0
UNIVERSAL CORP VA COM 913456109 104 1,808 SH   DFND 1 8 0 1,800
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 3,318 33,807 SH   DFND 1 33,447 0 360
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 53 700 SH   DFND 1 0 0 700
UNIVERSAL INS HLDGS INC COM 91359V107 3,350 145,670 SH   DFND 1 144,070 0 1,600
UNIVERSAL HLTH SVCS INC CL B 913903100 444 4,004 SH   DFND 1 1,204 0 2,800
UNUM GROUP COM 91529Y106 188 3,674 SH   DFND 1 3,674 0 0
URBAN OUTFITTERS INC COM 917047102 1 37 SH   DFND 1 37 0 0
URBAN EDGE PPTYS COM 91704F104 137 5,700 SH   DFND 1 0 0 5,700
US ECOLOGY INC COM 91732J102 1 7 SH   DFND 1 7 0 0
V F CORP COM 918204108 224 3,524 SH   DFND 1 3,524 0 0
VWR CORP COM 91843L103 57 1,726 SH   DFND 1 26 0 1,700
VAIL RESORTS INC COM 91879Q109 195 854 SH   DFND 1 854 0 0
VALERO ENERGY CORP NEW COM 91913Y100 24,744 321,638 SH   DFND 1 196,928 0 124,710
VALLEY NATL BANCORP COM 919794107 2,272 188,558 SH   DFND 1 185,438 0 3,120
VALMONT INDS INC COM 920253101 4 26 SH   DFND 1 26 0 0
VANDA PHARMACEUTICALS INC COM 921659108 6,004 335,426 SH   DFND 1 329,663 0 5,763
VANECK VECTORS ETF TR EMERGING MKTS HI 92189F353 27,075 1,090,844 SH   DFND 1 1,090,526 0 318
VANECK VECTORS ETF TR INTL HIGH YIELD 92189F445 13,985 542,914 SH   DFND 1 542,584 0 330
VANECK VECTORS ETF TR JP MORGAN MKTS 92189F494 106,224 5,532,481 SH   DFND 1 5,532,065 0 416
VANECK VECTORS ETF TR AGRIBUSINESS ETF 92189F700 85,262 1,445,616 SH   DFND 1 1,445,616 0 0
VANGUARD STAR FD VG TL INTL STK F 921909768 130,410 2,382,790 SH   DFND 1 2,382,790 0 0
VANGUARD BD INDEX FD INC LONG TERM BOND 921937793 56,119 598,470 SH   DFND 1 598,470 0 0
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 978,637 11,940,422 SH   DFND 1 11,940,422 0 0
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 921943858 134,880 3,107,129 SH   DFND 1 3,100,922 0 6,207
VANGUARD CHARLOTTE FDS INTL BD IDX ETF 92203J407 264,957 4,853,582 SH   DFND 1 4,853,582 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 116,760 1,015,923 SH   DFND 1 1,015,923 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 364,796 6,920,806 SH   DFND 1 6,920,806 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 22,374 513,517 SH   DFND 1 512,509 0 1,008
VANTIV INC CL A 92210H105 444 6,295 SH   DFND 1 3,295 0 3,000
VARIAN MED SYS INC COM 92220P105 446 4,453 SH   DFND 1 1,253 0 3,200
VARONIS SYS INC COM 922280102 747 17,828 SH   DFND 1 17,828 0 0
VASCO DATA SEC INTL INC COM 92230Y104 1,568 130,136 SH   DFND 1 127,773 0 2,363
VECTREN CORP COM 92240G101 219 3,330 SH   DFND 1 30 0 3,300
VECTOR GROUP LTD COM 92240M108 338 16,511 SH   DFND 1 6,851 0 9,660
VECTRUS INC COM 92242T101 6 188 SH   DFND 1 0 0 188
VEEVA SYS INC CL A COM 922475108 316 5,605 SH   DFND 1 1,905 0 3,700
VENTAS INC COM 92276F100 2,152 33,034 SH   DFND 1 18,234 0 14,800
VANGUARD INDEX FDS REIT ETF 922908553 66,936 805,579 SH   DFND 1 671,957 0 133,622
VANGUARD INDEX FDS SML CP GRW ETF 922908595 55,054 360,678 SH   DFND 1 360,678 0 0
VANGUARD INDEX FDS SM CP VAL ETF 922908611 54,234 424,402 SH   DFND 1 424,402 0 0
VANGUARD INDEX FDS SMALL CP ETF 922908751 180,683 1,278,538 SH   DFND 1 1,278,538 0 0
VANGUARD INDEX FDS TOTAL STK MKT 922908769 9,503 73,370 SH   DFND 1 73,370 0 0
VERA BRADLEY INC COM 92335C106 450 51,082 SH   DFND 1 51,082 0 0
VEREIT INC COM 92339V100 573 69,074 SH   DFND 1 28,574 0 40,500
VERIFONE SYS INC COM 92342Y109 1 19 SH   DFND 1 19 0 0
VERISIGN INC COM 92343E102 321 3,019 SH   DFND 1 1,019 0 2,000
VERIZON COMMUNICATIONS INC COM 92343V104 33,612 679,164 SH   DFND 1 433,139 0 246,025
VERITIV CORP COM 923454102 1 10 SH   DFND 1 10 0 0
VERISK ANALYTICS INC COM 92345Y106 143 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 3,056 20,099 SH   DFND 1 13,299 0 6,800
VIAD CORP COM NEW 92552R406 275 4,510 SH   DFND 1 4,510 0 0
VIACOM INC NEW CL B 92553P201 209 7,505 SH   DFND 1 7,505 0 0
VIAVI SOLUTIONS INC COM 925550105 3,534 373,566 SH   DFND 1 366,804 0 6,762
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 163 18,600 SH   DFND 1 18,600 0 0
VISA INC COM CL A 92826C839 22,866 217,275 SH   DFND 1 110,625 0 106,650
VISHAY INTERTECHNOLOGY INC COM 928298108 1 25 SH   DFND 1 25 0 0
VISTEON CORP COM NEW 92839U206 208 1,681 SH   DFND 1 1,586 0 95
VMWARE INC CL A COM 928563402 7,211 66,043 SH   DFND 1 35,357 0 30,686
VOCERA COMMUNICATIONS INC COM 92857F107 1 31 SH   DFND 1 31 0 0
VONAGE HLDGS CORP COM 92886T201 62 7,651 SH   DFND 1 51 0 7,600
VORNADO RLTY TR SH BEN INT 929042109 1,377 17,914 SH   DFND 1 10,414 0 7,500
VOYA FINL INC COM 929089100 2 51 SH   DFND 1 51 0 0
VULCAN MATLS CO COM 929160109 692 5,785 SH   DFND 1 5,785 0 0
WD-40 CO COM 929236107 67 603 SH   DFND 1 3 0 600
WGL HLDGS INC COM 92924F106 174 2,061 SH   DFND 1 61 0 2,000
WABCO HLDGS INC COM 92927K102 1 5 SH   DFND 1 5 0 0
WSFS FINL CORP COM 929328102 1,524 31,263 SH   DFND 1 31,263 0 0
W P CAREY INC COM 92936U109 1,749 25,954 SH   DFND 1 20,654 0 5,300
WEC ENERGY GROUP INC COM 92939U106 13,035 207,630 SH   DFND 1 198,530 0 9,100
WABASH NATL CORP COM 929566107 8,519 373,305 SH   DFND 1 367,160 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 26,728 342,047 SH   DFND 1 186,347 0 155,700
WALGREENS BOOTS ALLIANCE INC COM 931427108 13,497 174,784 SH   DFND 1 95,007 0 79,777
WALKER & DUNLOP INC COM 93148P102 3,648 69,708 SH   DFND 1 69,552 0 156
WASHINGTON FED INC COM 938824109 4 109 SH   DFND 1 109 0 0
WASHINGTON PRIME GROUP NEW COM 93964W108 2,891 347,007 SH   DFND 1 336,239 0 10,768
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 164 5,011 SH   DFND 1 11 0 5,000
WASTE CONNECTIONS INC COM 94106B101 530 7,580 SH   DFND 1 7,580 0 0
WASTE MGMT INC DEL COM 94106L109 13,572 173,403 SH   DFND 1 126,636 0 46,767
WATERS CORP COM 941848103 910 5,067 SH   DFND 1 2,867 0 2,200
WATERSTONE FINL INC MD COM 94188P101 1 24 SH   DFND 1 24 0 0
WATSCO INC COM 942622200 3 20 SH   DFND 1 20 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 1 6 SH   DFND 1 6 0 0
WEB COM GROUP INC COM 94733A104 7 289 SH   DFND 1 0 0 289
WEIGHT WATCHERS INTL INC NEW COM 948626106 1 31 SH   DFND 1 31 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 171 5,400 SH   DFND 1 0 0 5,400
WEIS MKTS INC COM 948849104 30 700 SH   DFND 1 0 0 700
WELLCARE HEALTH PLANS INC COM 94946T106 3,678 21,415 SH   DFND 1 11,321 0 10,094
WELLS FARGO CO NEW COM 949746101 11,759 213,210 SH   DFND 1 145,598 0 67,612
WELLTOWER INC COM 95040Q104 2,226 31,676 SH   DFND 1 15,376 0 16,300
WENDYS CO COM 95058W100 1 39 SH   DFND 1 39 0 0
WERNER ENTERPRISES INC COM 950755108 4,829 132,127 SH   DFND 1 130,177 0 1,950
WESCO INTL INC COM 95082P105 2 36 SH   DFND 1 36 0 0
WEST CORP COM 952355204 1 23 SH   DFND 1 23 0 0
WEST PHARMACEUTICAL SVSC INC COM 955306105 260 2,706 SH   DFND 1 6 0 2,700
WESTAR ENERGY INC COM 95709T100 378 7,628 SH   DFND 1 3,128 0 4,500
WESTERN ALLIANCE BANCORP COM 957638109 7,120 134,141 SH   DFND 1 131,367 0 2,774
WESTERN DIGITAL CORP COM 958102105 6,390 73,959 SH   DFND 1 41,624 0 32,335
WESTERN UN CO COM 959802109 292 15,214 SH   DFND 1 6,414 0 8,800
WESTROCK CO COM 96145D105 5,120 90,257 SH   DFND 1 49,099 0 41,158
WEX INC COM 96208T104 45 400 SH   DFND 1 0 0 400
WEYERHAEUSER CO COM 962166104 2,105 61,845 SH   DFND 1 23,645 0 38,200
WHEATON PRECIOUS METALS CORP COM 962879102 256 13,394 SH   DFND 1 13,394 0 0
WHIRLPOOL CORP COM 963320106 394 2,138 SH   DFND 1 2,138 0 0
WHITING PETE CORP NEW COM 966387102 420 76,899 SH   DFND 1 29,199 0 47,700
WILLIAMS COS INC DEL COM 969457100 2,589 86,283 SH   DFND 1 18,183 0 68,100
WILLIAMS PARTNERS L P NEW COM UNIT LTD PAR 96949L105 169 4,346 SH   DFND 1 4,346 0 0
WILLIAMS SONOMA INC COM 969904101 296 5,940 SH   DFND 1 5,940 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 34 19,214 SH   DFND 1 0 0 19,214
WINNEBAGO INDS INC COM 974637100 1 13 SH   DFND 1 13 0 0
WINTRUST FINL CORP COM 97650W108 7,725 98,650 SH   DFND 1 97,092 0 1,558
WIPRO LTD SPON ADR 1 SH 97651M109 179 31,554 SH   DFND 1 31,554 0 0
WISDOMTREE TR EMG MKTS SMCAP 97717W281 11 234 SH   DFND 1 0 0 234
WOLVERINE WORLD WIDE INC COM 978097103 4,397 152,417 SH   DFND 1 149,652 0 2,765
WOODWARD INC COM 980745103 1 6 SH   DFND 1 6 0 0
WORKDAY INC CL A 98138H101 242 2,300 SH   DFND 1 0 0 2,300
WORLD FUEL SVCS CORP COM 981475106 245 7,225 SH   DFND 1 1,425 0 5,800
WORTHINGTON INDS INC COM 981811102 1,553 33,762 SH   DFND 1 32,996 0 766
WPX ENERGY INC COM 98212B103 529 45,958 SH   DFND 1 58 0 45,900
WYNDHAM WORLDWIDE CORP COM 98310W108 658 6,241 SH   DFND 1 6,241 0 0
WYNN RESORTS LTD COM 983134107 555 3,727 SH   DFND 1 3,727 0 0
XPO LOGISTICS INC COM 983793100 2 30 SH   DFND 1 30 0 0
XCEL ENERGY INC COM 98389B100 10,159 214,696 SH   DFND 1 200,796 0 13,900
XILINX INC COM 983919101 5,688 80,304 SH   DFND 1 32,924 0 47,380
XCERRA CORP COM 98400J108 1,134 115,136 SH   DFND 1 112,810 0 2,326
XENIA HOTELS & RESORTS INC COM 984017103 5,649 268,377 SH   DFND 1 256,361 0 12,016
XEROX CORP COM NEW 984121608 2,361 70,936 SH   DFND 1 34,017 0 36,919
XYLEM INC COM 98419M100 151 2,404 SH   DFND 1 2,404 0 0
XPERI CORP COM 98421B100 1,818 71,854 SH   DFND 1 70,610 0 1,244
YELP INC CL A 985817105 272 6,281 SH   DFND 1 6,281 0 0
YUM BRANDS INC COM 988498101 548 7,450 SH   DFND 1 7,450 0 0
YUM CHINA HLDGS INC COM 98850P109 610 15,270 SH   DFND 1 15,270 0 0
ZAFGEN INC COM 98885E103 4 1,104 SH   DFND 1 0 0 1,104
ZAYO GROUP HLDGS INC COM 98919V105 452 13,118 SH   DFND 1 5,318 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
ZILLOW GROUP INC CL C CAP STK 98954M200 53 1,312 SH   DFND 1 12 0 1,300
ZIMMER BIOMET HLDGS INC COM 98956P102 1,092 9,326 SH   DFND 1 3,726 0 5,600
ZIONS BANCORPORATION COM 989701107 1,491 31,603 SH   DFND 1 31,603 0 0
ZOETIS INC CL A 98978V103 5,485 86,031 SH   DFND 1 39,406 0 46,625
ZUMIEZ INC COM 989817101 160 8,859 SH   DFND 1 8,360 0 499
DEUTSCHE BANK AG NAMEN AKT D18190898 248 14,324 SH   DFND 1 14,324 0 0
ADIENT PLC ORD SHS G0084W101 2 24 SH   DFND 1 24 0 0
AIRCASTLE LTD COM G0129K104 4,373 196,174 SH   DFND 1 192,124 0 4,050
ALKERMES PLC SHS G01767105 255 5,009 SH   DFND 1 9 0 5,000
ALLEGION PUB LTD CO ORD SHS G0176J109 113 1,310 SH   DFND 1 1,310 0 0
ALLERGAN PLC SHS G0177J108 3,106 15,153 SH   DFND 1 5,323 0 9,830
AMDOCS LTD SHS G02602103 821 12,769 SH   DFND 1 7,669 0 5,100
AON PLC SHS CL A G0408V102 479 3,277 SH   DFND 1 3,277 0 0
ARCH CAP GROUP LTD ORD G0450A105 27 273 SH   DFND 1 273 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 150 2,444 SH   DFND 1 2,322 0 122
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 366 9,054 SH   DFND 1 9,054 0 0
ARRIS INTL INC SHS G0551A103 1 21 SH   DFND 1 21 0 0
ASSURED GUARANTY LTD COM G0585R106 4,194 111,094 SH   DFND 1 58,349 0 52,745
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 7,367 128,543 SH   DFND 1 92,415 0 36,128
AXALTA COATING SYS LTD COM G0750C108 1 11 SH   DFND 1 11 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 2,708 20,048 SH   DFND 1 11,448 0 8,600
BUNGE LIMITED COM G16962105 4,644 66,864 SH   DFND 1 56,564 0 10,300
CREDICORP LTD COM G2519Y108 1,001 4,881 SH   DFND 1 3,981 0 900
COCA COLA EUROPEAN PARTNERS SHS G25839104 163 3,907 SH   DFND 1 3,907 0 0
DELPHI AUTOMOTIVE PLC SHS G27823106 692 7,030 SH   DFND 1 7,030 0 0
EATON CORP PLC SHS G29183103 10,917 142,166 SH   DFND 1 142,166 0 0
ENDO INTL PLC SHS G30401106 296 34,505 SH   DFND 1 13,522 0 20,983
ENSCO PLC SHS CLASS A G3157S106 160 26,810 SH   DFND 1 110 0 26,700
ESSENT GROUP LTD COM G3198U102 8,136 200,879 SH   DFND 1 197,441 0 3,438
EVEREST RE GROUP LTD COM G3223R108 6,982 30,570 SH   DFND 1 19,386 0 11,184
FERROGLOBE PLC SHS G33856108 3 200 SH   DFND 1 200 0 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 3,580 78,758 SH   DFND 1 75,192 0 3,566
GASLOG LTD SHS G37585109 222 12,700 SH   DFND 1 0 0 12,700
GENPACT LIMITED SHS G3922B107 409 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 329 4,845 SH   DFND 1 45 0 4,800
JANUS HENDERSON GROUP PLC ORD SHS G4474Y214 1 21 SH   DFND 1 21 0 0
HORIZON PHARMA PLC SHS G4617B105 2,241 176,748 SH   DFND 1 170,780 0 5,968
ICON PLC SHS G4705A100 10,025 88,031 SH   DFND 1 83,160 0 4,871
IHS MARKIT LTD SHS G47567105 256 5,803 SH   DFND 1 5,803 0 0
INGERSOLL-RAND PLC SHS G47791101 582 6,522 SH   DFND 1 6,522 0 0
WEATHERFORD INTL PLC ORD SHS G48833100 380 82,888 SH   DFND 1 288 0 82,600
INVESCO LTD SHS G491BT108 356 10,150 SH   DFND 1 10,150 0 0
JAMES RIV GROUP LTD COM G5005R107 247 5,949 SH   DFND 1 5,949 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 45 305 SH   DFND 1 305 0 0
JOHNSON CTLS INTL PLC SHS G51502105 631 15,650 SH   DFND 1 15,650 0 0
KOSMOS ENERGY LTD SHS G5315B107 181 22,800 SH   DFND 1 0 0 22,800
LAZARD LTD SHS A G54050102 1,460 32,279 SH   DFND 1 0 0 32,279
LIBERTY GLOBAL PLC SHS CL A G5480U104 1 15 SH   DFND 1 15 0 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 155 4,725 SH   DFND 1 4,725 0 0
LIVANOVA PLC SHS G5509L101 1 9 SH   DFND 1 9 0 0
MAIDEN HOLDINGS LTD SHS G5753U112 223 28,093 SH   DFND 1 28,093 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 301 8,046 SH   DFND 1 4,546 0 3,500
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 774 43,268 SH   DFND 1 43,268 0 0
MEDTRONIC PLC SHS G5960L103 5,807 74,665 SH   DFND 1 34,077 0 40,588
MICHAEL KORS HLDGS LTD SHS G60754101 3,666 76,614 SH   DFND 1 44,220 0 32,394
NABORS INDUSTRIES LTD SHS G6359F103 319 39,521 SH   DFND 1 121 0 39,400
NIELSEN HLDGS PLC SHS EUR G6518L108 148 3,565 SH   DFND 1 3,565 0 0
NOBLE CORP PLC SHS USD G65431101 1,529 332,327 SH   DFND 1 177,218 0 155,109
NORDIC AMERICAN TANKERS LIMI COM G65773106 35 6,500 SH   DFND 1 0 0 6,500
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 147 2,716 SH   DFND 1 2,716 0 0
OM ASSET MGMT PLC SHS G67506108 3,013 201,942 SH   DFND 1 201,510 0 432
PROTHENA CORP PLC SHS G72800108 58 900 SH   DFND 1 0 0 900
RENAISSANCERE HOLDINGS LTD COM G7496G103 317 2,347 SH   DFND 1 2,347 0 0
ROWAN COMPANIES PLC SHS CL A G7665A101 218 16,948 SH   DFND 1 6,648 0 10,300
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