SEC FORM 13F-HR

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 COVER PAGE

OMB APPROVAL
OMB Number:3235-0006
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

Report for the Calendar Year or Quarter Ended:12-31-2016
Check here if Amendment  Amendment Number:
This Amendment (Check only one.):  is a restatement.
  adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name:PRINCIPAL FINANCIAL GROUP INC
Address:711 HIGH STREET
DES MOINES, IA  50392
Form 13F File Number:028-10106

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:
Name:Jill Hittner
Title:Chief Financial Officer, Principal Global Investors, LLC
Phone:515-248-2153
Signature, Place, and Date of Signing:
Jill HittnerDes MoinesIA02-06-2017
[Signature][City, State][Date]
Report Type (Check only one.):
  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
X13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File NumberName
028-10449Columbus Circle Investors
028-3943Edge Asset Management, Inc
028-13785Origin Asset Management, LLP
028-12454Post Advisory Group, LLC
028-11300Spectrum Asset Management, Inc
Form 13F Summary Page
Report Summary:
Number of Other Included Managers:5
Form 13F Information Table Entry Total:3,647
Form 13F Information Table Value Total:78,835,782
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No.Form 13F File NumberName
1028-1549Principal Global Investors, LLC
2028-10400Principal Real Estate Investors, LLC
3028-793Principal Life Insurance Co
4028-10107Principal Financial Services, Inc
5028-07402Principal Management Corporation

SEC FORM 13-F Information Table

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
Expires:Oct 31, 2018
Estimated average burden
hours per response:23.8

COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
3-D SYS CORP DELCOM NEW88554D20519914,974SH DFND4 514,97400
3-D SYS CORP DELCOM NEW88554D2055,413407,265SH DFND1 3 4407,26500
3M COCOM88579Y101148,415831,128SH DFND1 3 4831,12800
3M COCOM88579Y1017,15040,043SH DFND4 540,04300
8X8 INC NEWCOM2829141009,496664,071SH DFND1 3 4664,07100
8X8 INC NEWCOM28291410017812,414SH DFND4 512,41400
AAON INCCOM PAR $0.0040003602069,846297,918SH DFND1 3 4297,91800
AAR CORPCOM0003611057,727233,793SH DFND1 3 4233,79300
AARONS INCCOM PAR $0.500025353008,355261,184SH DFND1 3 4261,18400
AARONS INCCOM PAR $0.5000253530042313,222SH DFND4 513,22200
ABAXIS INCCOM0025671058,958169,752SH DFND1 3 4169,75200
ABBOTT LABSCOM00282410077,5112,017,996SH DFND1 3 42,017,99600
ABBOTT LABSCOM0028241001,22631,931SH DFND4 531,93100
ABBVIE INCCOM00287Y1099,320148,842SH DFND4 5148,84200
ABBVIE INCCOM00287Y109202,5803,235,073SH DFND1 3 43,235,07300
ABERCROMBIE & FITCH COCL A0028962075,956496,300SH DFND1 3 4496,30000
ABIOMED INCCOM00365410017,356154,025SH DFND1 3 4154,02500
ABIOMED INCCOM0036541008577,608SH DFND4 57,60800
ABM INDS INCCOM00095710035,174861,280SH DFND1 3 4861,28000
ABM INDS INCCOM00095710043910,760SH DFND4 510,76000
ABRAXAS PETE CORPCOM0038301066726,136SH DFND4 526,13600
ACADIA PHARMACEUTICALS INCCOM00422510850017,323SH DFND4 517,32300
ACADIA RLTY TRCOM SH BEN INT00423910945013,764SH DFND4 513,76400
ACADIA RLTY TRCOM SH BEN INT00423910919,380593,016SH DFND1 3 4593,01600
ACCELERON PHARMA INCCOM00434H1082,698105,742SH DFND1 3 4105,74200
ACCENTURE PLC IRELANDSHS CLASS AG1151C101138,4751,182,237SH DFND1 3 41,182,23700
ACCENTURE PLC IRELANDSHS CLASS AG1151C1018,57073,164SH DFND4 573,16400
ACCO BRANDS CORPCOM00081T10828922,131SH DFND4 522,13100
ACCURAY INCCOM0043971057416,170SH DFND4 516,17000
ACETO CORPCOM0044461004,862221,290SH DFND1 3 4221,29000
ACHILLION PHARMACEUTICALS INCOM00448Q2018921,507SH DFND4 521,50700
ACI WORLDWIDE INCCOM0044981018,122447,505SH DFND1 3 4447,50500
ACI WORLDWIDE INCCOM00449810129616,293SH DFND4 516,29300
ACORDA THERAPEUTICS INCCOM00484M1066,381339,433SH DFND1 3 4339,43300
ACTIVISION BLIZZARD INCCOM00507V1093,55998,550SH DFND4 598,55000
ACTIVISION BLIZZARD INCCOM00507V10934,093944,155SH DFND1 3 4944,15500
ACTUANT CORPCL A NEW00508X20311,220432,388SH DFND1 3 4432,38800
ACTUANT CORPCL A NEW00508X2032067,943SH DFND4 57,94300
ACUITY BRANDS INCCOM00508Y10213,95560,446SH DFND1 3 460,44600
ACUITY BRANDS INCCOM00508Y1021,6106,975SH DFND4 56,97500
ACXIOM CORPCOM0051251097,921295,572SH DFND1 3 4295,57200
ACXIOM CORPCOM00512510928610,683SH DFND4 510,68300
ADEPTUS HEALTH INCCL A006855100847110,830SH DFND1 3 4110,83000
ADIENT PLCORD SHSG0084W10125,395433,360SH DFND1 3 4433,36000
ADIENT PLCORD SHSG0084W10182314,041SH DFND4 514,04100
ADOBE SYS INCCOM00724F10169,870678,680SH DFND1 3 4678,68000
ADOBE SYS INCCOM00724F1013,41933,214SH DFND4 533,21400
ADTRAN INCCOM00738A1068,313371,933SH DFND1 3 4371,93300
ADVANCE AUTO PARTS INCCOM00751Y1061,92111,360SH DFND4 511,36000
ADVANCE AUTO PARTS INCCOM00751Y10616,998100,511SH DFND1 3 4100,51100
ADVANCED DRAIN SYS INC DELCOM00790R10458628,431SH DFND1 3 428,43100
ADVANCED ENERGY INDSCOM00797310046,283845,359SH DFND1 3 4845,35900
ADVANCED ENERGY INDSCOM0079731004658,494SH DFND4 58,49400
ADVANCED MICRO DEVICES INCCOM00790310732,8842,899,840SH DFND1 3 42,899,84000
ADVANCED MICRO DEVICES INCCOM0079031071,185104,470SH DFND4 5104,47000
ADVANSIX INCCOM00773T1014,957223,880SH DFND1 3 4223,88000
AECOMCOM00766T10039,4851,085,936SH DFND1 3 41,085,93600
AECOMCOM00766T10071119,549SH DFND4 519,54900
AEGION CORPCOM00770F1046,641280,211SH DFND1 3 4280,21100
AERCAP HOLDINGS NVSHSN0098510648711,706SH DFND1 3 411,70600
AERCAP HOLDINGS NVSHSN009851062054,925SH DFND4 54,92500
AEROJET ROCKETDYNE HLDGS INCCOM0078001059,215513,351SH DFND1 3 4513,35100
AEROVIRONMENT INCCOM0080731084,050150,935SH DFND1 3 4150,93500
AES CORPCOM00130H10510,796929,045SH DFND1 3 4929,04500
AES CORPCOM00130H1051,02087,798SH DFND4 587,79800
AETNA INC NEWCOM00817Y10898,345793,038SH DFND1 3 4793,03800
AETNA INC NEWCOM00817Y1082,95723,846SH DFND4 523,84600
AFFILIATED MANAGERS GROUPCOM00825210810,93375,244SH DFND1 3 475,24400
AFFILIATED MANAGERS GROUPCOM0082521081,4179,749SH DFND4 59,74900
AFLAC INCCOM00105510239,340565,225SH DFND1 3 4565,22500
AFLAC INCCOM0010551021,35119,411SH DFND4 519,41100
AGCO CORPCOM00108410214,919257,847SH DFND1 3 4257,84700
AGCO CORPCOM00108410265811,372SH DFND4 511,37200
AGENUS INCCOM NEW00847G7055312,876SH DFND4 512,87600
AGILENT TECHNOLOGIES INCCOM00846U10120,442448,681SH DFND1 3 4448,68100
AGILENT TECHNOLOGIES INCCOM00846U1012,42553,231SH DFND4 553,23100
AGILYSYS INCCOM00847J1051,156111,539SH DFND1 3 4111,53900
AGIOS PHARMACEUTICALS INCCOM00847X1042365,645SH DFND4 55,64500
AGNC INVT CORPCOM00123Q1041,32673,149SH DFND4 573,14900
AGREE REALTY CORPCOM00849210054,3971,181,267SH DFND1 3 41,181,26700
AGREE REALTY CORPCOM0084921002515,441SH DFND4 55,44100
AIR LEASE CORPCL A00912X30245613,292SH DFND4 513,29200
AIR METHODS CORPCOM PAR $.060091283072668,336SH DFND4 58,33600
AIR METHODS CORPCOM PAR $.060091283077,743243,108SH DFND1 3 4243,10800
AIR PRODS & CHEMS INCCOM009158106431,3602,999,300SH DFND1 3 42,999,30000
AIR PRODS & CHEMS INCCOM0091581061,74712,144SH DFND4 512,14400
AIR TRANSPORT SERVICES GRP ICOM00922R10517310,827SH DFND4 510,82700
AK STL HLDG CORPCOM00154710823,4952,301,174SH DFND1 3 42,301,17400
AK STL HLDG CORPCOM00154710847246,184SH DFND4 546,18400
AKAMAI TECHNOLOGIES INCCOM00971T10115,770236,507SH DFND1 3 4236,50700
AKAMAI TECHNOLOGIES INCCOM00971T1012,54338,136SH DFND4 538,13600
AKORN INCCOM0097281067,302334,492SH DFND1 3 4334,49200
AKORN INCCOM00972810638717,733SH DFND4 517,73300
ALAMO GROUP INCCOM0113111075,55172,949SH DFND1 3 472,94900
ALASKA AIR GROUP INCCOM0116591092,05923,203SH DFND4 523,20300
ALASKA AIR GROUP INCCOM01165910936,461410,913SH DFND1 3 4410,91300
ALBANY INTL CORPCL A01234810810,040216,849SH DFND1 3 4216,84900
ALBANY MOLECULAR RESH INCCOM0124231093,090164,726SH DFND1 3 4164,72600
ALBEMARLE CORPCOM01265310135,554413,035SH DFND1 3 4413,03500
ALBEMARLE CORPCOM0126531011,22814,265SH DFND4 514,26500
ALCOA CORPCOM01387210666623,703SH DFND4 523,70300
ALERE INCCOM01449J10551413,198SH DFND4 513,19800
ALEXANDER & BALDWIN INC NEWCOM0144911047,889175,809SH DFND1 3 4175,80900
ALEXANDER & BALDWIN INC NEWCOM0144911042886,419SH DFND4 56,41900
ALEXANDERS INCCOM014752109377883SH DFND1 3 488300
ALEXANDERS INCCOM014752109276646SH DFND4 564600
ALEXANDRIA REAL ESTATE EQ INCOM01527110917,595158,329SH DFND2 3 4158,32900
ALEXANDRIA REAL ESTATE EQ INCOM0152711091,57714,189SH DFND4 514,18900
ALEXANDRIA REAL ESTATE EQ INCOM015271109273,7902,463,689SH DFND1 3 42,463,68900
ALEXION PHARMACEUTICALS INCCOM0153511092,45420,057SH DFND4 520,05700
ALEXION PHARMACEUTICALS INCCOM01535110937,466306,216SH DFND1 3 4306,21600
ALIBABA GROUP HLDG LTDSPONSORED ADS01609W102187,5982,136,405SH DFND1 3 42,136,40500
ALIGN TECHNOLOGY INCCOM01625510127,520286,278SH DFND1 3 4286,27800
ALIGN TECHNOLOGY INCCOM0162551011,46015,183SH DFND4 515,18300
ALKERMES PLCSHSG017671052304,143SH DFND1 3 44,14300
ALKERMES PLCSHSG017671051,47826,589SH DFND4 526,58900
ALLEGHANY CORP DELCOM01717510098,360161,746SH DFND1 3 4161,74600
ALLEGHANY CORP DELCOM0171751001,1731,929SH DFND4 51,92900
ALLEGHENY TECHNOLOGIES INCCOM01741R10223914,990SH DFND4 514,99000
ALLEGHENY TECHNOLOGIES INCCOM01741R1026,621415,601SH DFND1 3 4415,60100
ALLEGIANT TRAVEL COCOM01748X1023111,870SH DFND4 51,87000
ALLEGIANT TRAVEL COCOM01748X10215,95595,882SH DFND1 3 495,88200
ALLEGION PUB LTD COORD SHSG0176J1098,595134,297SH DFND1 3 4134,29700
ALLEGION PUB LTD COORD SHSG0176J1091,05516,477SH DFND4 516,47700
ALLERGAN PLCSHSG0177J108107,775513,188SH DFND1 3 4513,18800
ALLERGAN PLCSHSG0177J1084,09519,499SH DFND4 519,49900
ALLETE INCCOM NEW01852230043,865683,354SH DFND1 3 4683,35400
ALLETE INCCOM NEW0185223004366,797SH DFND4 56,79700
ALLIANCE DATA SYSTEMS CORPCOM01858110818,03178,910SH DFND1 3 478,91000
ALLIANCE DATA SYSTEMS CORPCOM0185811082,1829,548SH DFND4 59,54800
ALLIANCE HOLDINGS GP LPCOM UNITS LP01861G10048117,110SH DFND1 3 417,11000
ALLIANCE RES PARTNER L PUT LTD PART01877R1083,258145,107SH DFND1 3 4145,10700
ALLIANT ENERGY CORPCOM01880210836,266957,124SH DFND1 3 4957,12400
ALLIANT ENERGY CORPCOM01880210884022,165SH DFND4 522,16500
ALLIED WRLD ASSUR COM HLDG ASHSH0153110411,897221,510SH DFND1 3 4221,51000
ALLIED WRLD ASSUR COM HLDG ASHSH0153110480414,976SH DFND4 514,97600
ALLISON TRANSMISSION HLDGS ICOM01973R10145,8871,362,033SH DFND1 3 41,362,03300
ALLISON TRANSMISSION HLDGS ICOM01973R10180823,989SH DFND4 523,98900
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P1087,210706,195SH DFND1 3 4706,19500
ALLSCRIPTS HEALTHCARE SOLUTNCOM01988P10831731,066SH DFND4 531,06600
ALLSTATE CORPCOM02000210137,864510,852SH DFND1 3 4510,85200
ALLSTATE CORPCOM0200021016038,132SH DFND4 58,13200
ALLY FINL INCCOM02005N1001,09057,308SH DFND4 557,30800
ALMOST FAMILY INCCOM0204091082,90865,942SH DFND1 3 465,94200
ALNYLAM PHARMACEUTICALS INCCOM02043Q10748112,851SH DFND4 512,85100
ALPHABET INCCAP STK CL C02079K107450,875584,153SH DFND1 3 4584,15300
ALPHABET INCCAP STK CL C02079K10715,60520,218SH DFND4 520,21800
ALPHABET INCCAP STK CL A02079K305394,951498,393SH DFND1 3 4498,39300
ALPHABET INCCAP STK CL A02079K30523,29929,401SH DFND4 529,40100
ALTRA INDL MOTION CORPCOM02208R1062276,164SH DFND1 3 46,16400
ALTRA INDL MOTION CORPCOM02208R1062787,534SH DFND4 57,53400
ALTRIA GROUP INCCOM02209S103183,9822,720,822SH DFND1 3 42,720,82200
ALTRIA GROUP INCCOM02209S10312,731188,280SH DFND4 5188,28000
AMAG PHARMACEUTICALS INCCOM00163U1068,763251,809SH DFND1 3 4251,80900
AMAG PHARMACEUTICALS INCCOM00163U1062136,112SH DFND4 56,11200
AMAZON COM INCCOM023135106570,942761,388SH DFND1 3 4761,38800
AMAZON COM INCCOM02313510626,83035,779SH DFND4 535,77900
AMBAC FINL GROUP INCCOM NEW02313988424811,029SH DFND4 511,02900
AMBARELLA INCSHSG037AX1013786,975SH DFND4 56,97500
AMC NETWORKS INCCL A00164V10311,784225,143SH DFND1 3 4225,14300
AMC NETWORKS INCCL A00164V10359411,349SH DFND4 511,34900
AMDOCS LTDSHSG0260210324,756424,991SH DFND1 3 4424,99100
AMDOCS LTDSHSG026021031,53626,374SH DFND4 526,37400
AMEDISYS INCCOM0234361089,317218,552SH DFND1 3 4218,55200
AMERCOCOM023586100264714SH DFND4 571400
AMEREN CORPCOM02360810217,442332,487SH DFND1 3 4332,48700
AMEREN CORPCOM0236081022,34044,609SH DFND4 544,60900
AMERICAN AIRLS GROUP INCCOM02376R10233,014707,100SH DFND1 3 4707,10000
AMERICAN AIRLS GROUP INCCOM02376R1022,94363,040SH DFND4 563,04000
AMERICAN ASSETS TR INCCOM02401310412,689294,546SH DFND1 3 4294,54600
AMERICAN ASSETS TR INCCOM0240131043327,706SH DFND4 57,70600
AMERICAN AXLE & MFG HLDGS INCOM02406110310,861562,732SH DFND1 3 4562,73200
AMERICAN AXLE & MFG HLDGS INCOM02406110334818,010SH DFND4 518,01000
AMERICAN CAMPUS CMNTYS INCCOM024835100124,9122,509,775SH DFND1 3 42,509,77500
AMERICAN CAMPUS CMNTYS INCCOM0248351009,182184,479SH DFND2 3 4184,47900
AMERICAN CAMPUS CMNTYS INCCOM0248351001,32826,687SH DFND4 526,68700
AMERICAN EAGLE OUTFITTERS NECOM02553E1069,961656,626SH DFND1 3 4656,62600
AMERICAN EAGLE OUTFITTERS NECOM02553E10640026,346SH DFND4 526,34600
AMERICAN ELEC PWR INCCOM02553710167410,701SH DFND4 510,70100
AMERICAN ELEC PWR INCCOM02553710142,290671,703SH DFND1 3 4671,70300
AMERICAN EQTY INVT LIFE HLDCOM02567620614,603647,857SH DFND1 3 4647,85700
AMERICAN EQTY INVT LIFE HLDCOM02567620626611,790SH DFND4 511,79000
AMERICAN EXPRESS COCOM02581610977,9531,052,282SH DFND1 3 41,052,28200
AMERICAN EXPRESS COCOM0258161091,28817,381SH DFND4 517,38100
AMERICAN FINL GROUP INC OHIOCOM02593210455,360628,237SH DFND1 3 4628,23700
AMERICAN FINL GROUP INC OHIOCOM0259321041,36515,490SH DFND4 515,49000
AMERICAN HOMES 4 RENTCL A02665T3069,122434,797SH DFND1 3 4434,79700
AMERICAN HOMES 4 RENTCL A02665T30660428,806SH DFND4 528,80600
AMERICAN INTL GROUP INCCOM NEW02687478487,1241,334,001SH DFND1 3 41,334,00100
AMERICAN INTL GROUP INCCOM NEW0268747841,57524,123SH DFND4 524,12300
AMERICAN NATL INS COCOM0285911052121,705SH DFND4 51,70500
AMERICAN PUBLIC EDUCATION INCOM02913V1032,916118,759SH DFND1 3 4118,75900
AMERICAN STS WTR COCOM0298991012866,271SH DFND4 56,27100
AMERICAN STS WTR COCOM02989910113,718301,091SH DFND1 3 4301,09100
AMERICAN TOWER CORP NEWCOM03027X100284,2782,689,984SH DFND1 3 42,689,98400
AMERICAN TOWER CORP NEWCOM03027X10011,368107,566SH DFND2 3 4107,56600
AMERICAN TOWER CORP NEWCOM03027X1004,45142,116SH DFND4 542,11600
AMERICAN VANGUARD CORPCOM0303711083,628189,476SH DFND1 3 4189,47600
AMERICAN WOODMARK CORPCOM0305061097,713102,492SH DFND1 3 4102,49200
AMERICAN WOODMARK CORPCOM0305061092483,300SH DFND4 53,30000
AMERICAN WTR WKS CO INC NEWCOM03042010329,156402,934SH DFND1 3 4402,93400
AMERICAN WTR WKS CO INC NEWCOM0304201032,18230,160SH DFND4 530,16000
AMERIPRISE FINL INCCOM03076C1062,85425,730SH DFND4 525,73000
AMERIPRISE FINL INCCOM03076C10624,464220,514SH DFND1 3 4220,51400
AMERIS BANCORPCOM03076K10812,102277,565SH DFND1 3 4277,56500
AMERIS BANCORPCOM03076K1082054,701SH DFND4 54,70100
AMERISAFE INCCOM03071H1009,519152,678SH DFND1 3 4152,67800
AMERISAFE INCCOM03071H1003185,093SH DFND4 55,09300
AMERISOURCEBERGEN CORPCOM03073E10524,344311,345SH DFND1 3 4311,34500
AMERISOURCEBERGEN CORPCOM03073E1052,65633,971SH DFND4 533,97100
AMETEK INC NEWCOM03110010015,659322,211SH DFND1 3 4322,21100
AMETEK INC NEWCOM0311001002,12743,774SH DFND4 543,77400
AMGEN INCCOM031162100222,3301,520,624SH DFND1 3 41,520,62400
AMGEN INCCOM03116210010,10469,106SH DFND4 569,10600
AMICUS THERAPEUTICS INCCOM03152W10913126,396SH DFND4 526,39600
AMKOR TECHNOLOGY INCCOM03165210031930,193SH DFND4 530,19300
AMN HEALTHCARE SERVICES INCCOM0017441012566,652SH DFND4 56,65200
AMN HEALTHCARE SERVICES INCCOM00174410156,5301,470,213SH DFND1 3 41,470,21300
AMPHASTAR PHARMACEUTICALS INCOM03209R1035,175280,943SH DFND1 3 4280,94300
AMPHENOL CORP NEWCL A03209510128,438423,180SH DFND1 3 4423,18000
AMPHENOL CORP NEWCL A0320951013,28448,869SH DFND4 548,86900
AMTRUST FINL SVCS INCCOM03235930941,4001,512,033SH DFND1 3 41,512,03300
AMTRUST FINL SVCS INCCOM03235930952519,158SH DFND4 519,15800
ANADARKO PETE CORPCOM03251110753,187762,761SH DFND1 3 4762,76100
ANADARKO PETE CORPCOM0325111071,86326,716SH DFND4 526,71600
ANALOG DEVICES INCCOM03265410530,595421,295SH DFND1 3 4421,29500
ANALOG DEVICES INCCOM0326541053,50748,287SH DFND4 548,28700
ANALOGIC CORPCOM PAR $0.050326572078,00096,438SH DFND1 3 496,43800
ANALOGIC CORPCOM PAR $0.050326572072843,426SH DFND4 53,42600
ANDERSONS INCCOM0341641038,519190,599SH DFND1 3 4190,59900
ANGIODYNAMICS INCCOM03475V1014,079241,765SH DFND1 3 4241,76500
ANHEUSER BUSCH INBEV SA/NVSPONSORED ADR03524A10828,961274,666SH DFND1 3 4274,66600
ANI PHARMACEUTICALS INCCOM00182C1034,00165,994SH DFND1 3 465,99400
ANIKA THERAPEUTICS INCCOM0352551085,554113,433SH DFND1 3 4113,43300
ANIXTER INTL INCCOM03529010516,941209,015SH DFND1 3 4209,01500
ANIXTER INTL INCCOM0352901054655,743SH DFND4 55,74300
ANNALY CAP MGMT INCCOM0357104091,318132,224SH DFND4 5132,22400
ANSYS INCCOM03662Q10530,650331,392SH DFND1 3 4331,39200
ANSYS INCCOM03662Q1051,47915,990SH DFND4 515,99000
ANTERO RES CORPCOM03674X10669229,267SH DFND4 529,26700
ANTHEM INCCOM0367521032,27115,795SH DFND4 515,79500
ANTHEM INCCOM036752103157,4291,095,009SH DFND1 3 41,095,00900
ANWORTH MORTGAGE ASSET CPCOM0373471019418,141SH DFND4 518,14100
AON PLCSHS CL AG0408V102643,6505,771,093SH DFND1 3 45,771,09300
AON PLCSHS CL AG0408V1023,03027,164SH DFND4 527,16400
APACHE CORPCOM03741110532,867517,838SH DFND1 3 4517,83800
APACHE CORPCOM0374111051,68626,561SH DFND4 526,56100
APARTMENT INVT & MGMT COCL A03748R101281,4586,192,696SH DFND1 3 46,192,69600
APARTMENT INVT & MGMT COCL A03748R10121,172465,828SH DFND2 3 4465,82800
APARTMENT INVT & MGMT COCL A03748R10192020,252SH DFND4 520,25200
APOGEE ENTERPRISES INCCOM0375981093516,548SH DFND4 56,54800
APOGEE ENTERPRISES INCCOM03759810912,130226,472SH DFND1 3 4226,47200
APOLLO COML REAL EST FIN INCCOM03762U10526716,085SH DFND4 516,08500
APOLLO ED GROUP INCCL A03760410511511,632SH DFND4 511,63200
APPLE HOSPITALITY REIT INCCOM NEW03784Y20053026,524SH DFND4 526,52400
APPLE INCCOM037833100899,5187,766,514SH DFND1 3 47,766,51400
APPLE INCCOM03783310055,604480,087SH DFND4 5480,08700
APPLIED INDL TECHNOLOGIES INCOM03820C10533,633566,208SH DFND1 3 4566,20800
APPLIED INDL TECHNOLOGIES INCOM03820C1055088,552SH DFND4 58,55200
APPLIED MATLS INCCOM03822210548,9601,517,204SH DFND1 3 41,517,20400
APPLIED MATLS INCCOM0382221053,320102,876SH DFND4 5102,87600
APPLIED MICRO CIRCUITS CORPCOM NEW03822W40611914,384SH DFND4 514,38400
APPTIO INCCL A03835C1086,221335,734SH DFND1 3 4335,73400
APTARGROUP INCCOM03833610317,578239,313SH DFND1 3 4239,31300
APTARGROUP INCCOM0383361035707,765SH DFND4 57,76500
AQUA AMERICA INCCOM03836W10325,119836,213SH DFND1 3 4836,21300
AQUA AMERICA INCCOM03836W10352317,405SH DFND4 517,40500
AQUAVENTURE HLDGS LTDSHSG0443N1077,412302,161SH DFND1 3 4302,16100
ARAMARKCOM03852U10621,479601,310SH DFND1 3 4601,31000
ARAMARKCOM03852U1061,30336,472SH DFND4 536,47200
ARATANA THERAPEUTICS INCCOM03874P1012,850396,961SH DFND1 3 4396,96100
ARCBEST CORPCOM03937C1054,832174,755SH DFND1 3 4174,75500
ARCH CAP GROUP LTDORDG0450A105154,0921,785,746SH DFND1 3 41,785,74600
ARCH CAP GROUP LTDORDG0450A1051,89121,915SH DFND4 521,91500
ARCH COAL INCCL A03938040791411,714SH DFND1 3 411,71400
ARCHER DANIELS MIDLAND COCOM03948310236,191792,785SH DFND1 3 4792,78500
ARCHER DANIELS MIDLAND COCOM0394831021,00822,087SH DFND4 522,08700
ARCHROCK INCCOM03957W1066,858519,524SH DFND1 3 4519,52400
ARCONIC INCCOM03965L10011,094598,405SH DFND1 3 4598,40500
ARCONIC INCCOM03965L10079542,867SH DFND4 542,86700
ARCTIC CAT INCCOM0396701041,43795,688SH DFND1 3 495,68800
ARENA PHARMACEUTICALS INCCOM0400471026344,702SH DFND4 544,70200
ARES CAP CORPCOM04010L10330,6251,857,163SH DFND1 3 41,857,16300
ARES COML REAL ESTATE CORPCOM04013V10829121,173SH DFND1 3 421,17300
ARGAN INCCOM04010E10919,556277,197SH DFND1 3 4277,19700
ARGAN INCCOM04010E1092473,505SH DFND4 53,50500
ARGO GROUP INTL HLDGS LTDCOMG0464B1074016,083SH DFND4 56,08300
ARGO GROUP INTL HLDGS LTDCOMG0464B10716,813255,150SH DFND1 3 4255,15000
ARIAD PHARMACEUTICALS INCCOM04033A10040632,670SH DFND4 532,67000
ARIAD PHARMACEUTICALS INCCOM04033A1001,370110,091SH DFND1 3 4110,09100
ARISTA NETWORKS INCCOM0404131068128,390SH DFND4 58,39000
ARMADA HOFFLER PPTYS INCCOM04208T10813,280911,507SH DFND1 3 4911,50700
ARMSTRONG WORLD INDS INC NEWCOM04247X10268616,400SH DFND1 3 416,40000
ARMSTRONG WORLD INDS INC NEWCOM04247X1022495,955SH DFND4 55,95500
ARRAY BIOPHARMA INCCOM04269X1054,749540,344SH DFND1 3 4540,34400
ARRAY BIOPHARMA INCCOM04269X10525829,340SH DFND4 529,34000
ARRIS INTL INCSHSG0551A10321,925727,674SH DFND1 3 4727,67400
ARRIS INTL INCSHSG0551A1031,10436,648SH DFND4 536,64800
ARROW ELECTRS INCCOM0427351001,16416,322SH DFND4 516,32200
ARROW ELECTRS INCCOM04273510024,457343,018SH DFND1 3 4343,01800
ARROWHEAD PHARMACEUTICALS INCOM04280A1001610,631SH DFND4 510,63100
ARTISAN PARTNERS ASSET MGMTCL A04316A1082388,004SH DFND4 58,00400
ARTISAN PARTNERS ASSET MGMTCL A04316A1081,26042,340SH DFND1 3 442,34000
ASBURY AUTOMOTIVE GROUP INCCOM0434361048,923144,622SH DFND1 3 4144,62200
ASCENA RETAIL GROUP INCCOM04351G1017,6921,242,638SH DFND1 3 41,242,63800
ASCENA RETAIL GROUP INCCOM04351G10114523,387SH DFND4 523,38700
ASHFORD HOSPITALITY TR INCCOM SHS04410310911314,577SH DFND4 514,57700
ASHLAND GLOBAL HLDGS INCCOM04418610425,949237,428SH DFND1 3 4237,42800
ASHLAND GLOBAL HLDGS INCCOM0441861046646,075SH DFND4 56,07500
ASPEN INSURANCE HOLDINGS LTDSHSG0538410525,093456,241SH DFND1 3 4456,24100
ASPEN INSURANCE HOLDINGS LTDSHSG0538410558610,651SH DFND4 510,65100
ASPEN TECHNOLOGY INCCOM04532710333,504612,713SH DFND1 3 4612,71300
ASPEN TECHNOLOGY INCCOM04532710388816,235SH DFND4 516,23500
ASSOCIATED BANC CORPCOM04548710513,955564,967SH DFND1 3 4564,96700
ASSOCIATED BANC CORPCOM04548710562325,239SH DFND4 525,23900
ASSURANT INCCOM04621X1087,22577,802SH DFND1 3 477,80200
ASSURANT INCCOM04621X1087508,081SH DFND4 58,08100
ASSURED GUARANTY LTDCOMG0585R10628,681759,364SH DFND1 3 4759,36400
ASSURED GUARANTY LTDCOMG0585R10684822,457SH DFND4 522,45700
ASTEC INDS INCCOM04622410129,565438,262SH DFND1 3 4438,26200
ASTEC INDS INCCOM0462241013415,059SH DFND4 55,05900
ASTORIA FINL CORPCOM04626510412,473668,801SH DFND1 3 4668,80100
ASTORIA FINL CORPCOM04626510436119,372SH DFND4 519,37200
AT HOME GROUP INCCOM04650Y1009,640658,889SH DFND1 3 4658,88900
AT&T INCCOM00206R102419,5109,863,842SH DFND1 3 49,863,84200
AT&T INCCOM00206R1027,733181,824SH DFND4 5181,82400
ATHENAHEALTH INCCOM04685W1037657,277SH DFND4 57,27700
ATHENE HLDG LTDCL AG0684D10710,226213,098SH DFND1 3 4213,09800
ATHERSYS INCCOM04744L1061912,595SH DFND4 512,59500
ATKORE INTL GROUP INCCOM04764910811,159466,700SH DFND1 3 4466,70000
ATLANTIC PWR CORPCOM NEW04878Q8635321,119SH DFND4 521,11900
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642059,565183,412SH DFND1 3 4183,41200
ATLASSIAN CORP PLCCL AG062421046,453268,000SH DFND1 3 4268,00000
ATMOS ENERGY CORPCOM04956010546,993633,754SH DFND1 3 4633,75400
ATMOS ENERGY CORPCOM04956010599013,350SH DFND4 513,35000
ATN INTL INCCOM00215F1076,24877,969SH DFND1 3 477,96900
ATRION CORPCOM049904105219432SH DFND1 3 443200
ATWOOD OCEANICS INCCOM0500951086,524496,861SH DFND1 3 4496,86100
ATWOOD OCEANICS INCCOM05009510815111,524SH DFND4 511,52400
AUTODESK INCCOM052769106337,4494,559,509SH DFND1 3 44,559,50900
AUTODESK INCCOM0527691062,39132,300SH DFND4 532,30000
AUTOLIV INCCOM05280010918,961167,576SH DFND1 3 4167,57600
AUTOMATIC DATA PROCESSING INCOM05301510363,306615,939SH DFND1 3 4615,93900
AUTOMATIC DATA PROCESSING INCOM0530151033,20131,149SH DFND4 531,14900
AUTONATION INCCOM05329W1024,36189,632SH DFND1 3 489,63200
AUTONATION INCCOM05329W10258412,010SH DFND4 512,01000
AUTOZONE INCCOM0533321024,8676,163SH DFND4 56,16300
AUTOZONE INCCOM053332102316,400400,613SH DFND1 3 4400,61300
AVALONBAY CMNTYS INCCOM0534841014,21823,812SH DFND4 523,81200
AVALONBAY CMNTYS INCCOM053484101449,1752,535,565SH DFND1 3 42,535,56500
AVALONBAY CMNTYS INCCOM05348410132,983186,190SH DFND2 3 4186,19000
AVANGRID INCCOM05351W1032656,987SH DFND4 56,98700
AVERY DENNISON CORPCOM05361110940,408575,457SH DFND1 3 4575,45700
AVERY DENNISON CORPCOM0536111091,61422,988SH DFND4 522,98800
AVIS BUDGET GROUPCOM05377410512,300335,336SH DFND1 3 4335,33600
AVISTA CORPCOM05379B10743,5401,088,770SH DFND1 3 41,088,77000
AVISTA CORPCOM05379B10753313,333SH DFND4 513,33300
AVNET INCCOM05380710349,1301,031,921SH DFND1 3 41,031,92100
AVNET INCCOM05380710378416,474SH DFND4 516,47400
AVON PRODS INCCOM0543031028,4131,669,309SH DFND1 3 41,669,30900
AVON PRODS INCCOM05430310235871,089SH DFND4 571,08900
AVX CORP NEWCOM00244410717811,395SH DFND4 511,39500
AXALTA COATING SYS LTDCOMG0750C10861,9312,276,873SH DFND1 3 42,276,87300
AXALTA COATING SYS LTDCOMG0750C10884331,007SH DFND4 531,00700
AXIS CAPITAL HOLDINGS LTDSHSG0692U10978412,006SH DFND4 512,00600
AZZ INCCOM00247410412,746199,461SH DFND1 3 4199,46100
AZZ INCCOM0024741043495,463SH DFND4 55,46300
B & G FOODS INC NEWCOM05508R10651,6791,179,888SH DFND1 3 41,179,88800
B & G FOODS INC NEWCOM05508R10657713,166SH DFND4 513,16600
B/E AEROSPACE INCCOM07330210123,344387,839SH DFND1 3 4387,83900
B/E AEROSPACE INCCOM0733021011,33122,113SH DFND4 522,11300
BADGER METER INCCOM0565251089,174248,272SH DFND1 3 4248,27200
BADGER METER INCCOM0565251082556,910SH DFND4 56,91000
BAIDU INCSPON ADR REP A0567521082201,340SH DFND1 3 41,34000
BAKER HUGHES INCCOM05722410797,9331,507,356SH DFND1 3 41,507,35600
BAKER HUGHES INCCOM0572241075,89190,666SH DFND4 590,66600
BALCHEM CORPCOM05766520020,050238,928SH DFND1 3 4238,92800
BALCHEM CORPCOM0576652005186,173SH DFND4 56,17300
BALL CORPCOM05849810617,909238,561SH DFND1 3 4238,56100
BALL CORPCOM0584981062,34331,209SH DFND4 531,20900
BANC OF CALIFORNIA INCCOM05990K1066,302363,240SH DFND1 3 4363,24000
BANC OF CALIFORNIA INCCOM05990K10621812,589SH DFND4 512,58900
BANCFIRST CORPCOM05945F1032412,587SH DFND1 3 42,58700
BANCOLOMBIA S ASPON ADR PREF05968L10220,308553,664SH DFND1 3 4553,66400
BANCORPSOUTH INCCOM05969210337011,932SH DFND4 511,93200
BANCORPSOUTH INCCOM05969210310,096325,162SH DFND1 3 4325,16200
BANK AMER CORPCOM060505104430,44619,477,178SH DFND1 3 419,477,17800
BANK AMER CORPCOM0605051047,155323,776SH DFND4 5323,77600
BANK HAWAII CORPCOM06254010914,547164,018SH DFND1 3 4164,01800
BANK HAWAII CORPCOM0625401096537,366SH DFND4 57,36600
BANK MUTUAL CORP NEWCOM0637501032,934310,481SH DFND1 3 4310,48100
BANK NEW YORK MELLON CORPCOM06405810068,3831,443,282SH DFND1 3 41,443,28200
BANK NEW YORK MELLON CORPCOM0640581001,07922,765SH DFND4 522,76500
BANK OF THE OZARKS INCCOM06390410660,9771,159,490SH DFND1 3 41,159,49000
BANK OF THE OZARKS INCCOM06390410665112,383SH DFND4 512,38300
BANKUNITED INCCOM06652K10360616,088SH DFND4 516,08800
BANNER CORPCOM NEW06652V20810,807193,648SH DFND1 3 4193,64800
BANNER CORPCOM NEW06652V2082334,169SH DFND4 54,16900
BARCLAYS PLCNOTE 8.250%12/306738EAA315,0530SH DFND1 3 4000
BARD C R INCCOM067383109264,4801,177,245SH DFND1 3 41,177,24500
BARD C R INCCOM0673831092,72512,128SH DFND4 512,12800
BARNES & NOBLE ED INCCOM06777U1013,231281,674SH DFND1 3 4281,67400
BARNES & NOBLE INCCOM0677741094,517405,100SH DFND1 3 4405,10000
BARNES GROUP INCCOM06780610933,385704,025SH DFND1 3 4704,02500
BARNES GROUP INCCOM0678061094629,752SH DFND4 59,75200
BARRACUDA NETWORKS INCCOM06832310426812,486SH DFND1 3 412,48600
BARRETT BILL CORPCOM06846N1043,878554,741SH DFND1 3 4554,74100
BAXTER INTL INCCOM07181310966,8921,508,611SH DFND1 3 41,508,61100
BAXTER INTL INCCOM0718131091,64937,187SH DFND4 537,18700
BAZAARVOICE INCCOM0732711087315,064SH DFND4 515,06400
BB&T CORPCOM05493710767,0601,426,193SH DFND1 3 41,426,19300
BB&T CORPCOM0549371071,69636,060SH DFND4 536,06000
BEACON ROOFING SUPPLY INCCOM07368510999621,615SH DFND1 3 421,61500
BEACON ROOFING SUPPLY INCCOM0736851093888,421SH DFND4 58,42100
BECTON DICKINSON & COCOM07588710947,970289,759SH DFND1 3 4289,75900
BECTON DICKINSON & COCOM0758871093,88523,468SH DFND4 523,46800
BED BATH & BEYOND INCCOM0758961008,462208,223SH DFND1 3 4208,22300
BED BATH & BEYOND INCCOM0758961001,30732,168SH DFND4 532,16800
BEL FUSE INCCL B0773473001,96863,695SH DFND1 3 463,69500
BELDEN INCCOM07745410612,023160,796SH DFND1 3 4160,79600
BELDEN INCCOM0774541066598,820SH DFND4 58,82000
BELLICUM PHARMACEUTICALS INCCOM0794811071,12782,728SH DFND1 3 482,72800
BELMOND LTDCL AG1154H1078,269619,406SH DFND1 3 4619,40600
BELMOND LTDCL AG1154H10715211,396SH DFND4 511,39600
BEMIS INCCOM08143710517,172359,104SH DFND1 3 4359,10400
BEMIS INCCOM08143710586918,179SH DFND4 518,17900
BENCHMARK ELECTRS INCCOM08160H10110,980359,993SH DFND1 3 4359,99300
BENCHMARK ELECTRS INCCOM08160H10132110,521SH DFND4 510,52100
BERKLEY W R CORPCOM08442310224,730371,834SH DFND1 3 4371,83400
BERKLEY W R CORPCOM08442310283812,594SH DFND4 512,59400
BERKSHIRE HATHAWAY INC DELCL B NEW0846707029,55258,606SH DFND4 558,60600
BERKSHIRE HATHAWAY INC DELCL B NEW084670702655,1784,019,994SH DFND1 3 44,019,99400
BERKSHIRE HILLS BANCORP INCCOM0846801072817,634SH DFND4 57,63400
BERRY PLASTICS GROUP INCCOM08579W10310,456214,576SH DFND1 3 4214,57600
BERRY PLASTICS GROUP INCCOM08579W1031,11822,952SH DFND4 522,95200
BEST BUY INCCOM08651610116,324382,575SH DFND1 3 4382,57500
BEST BUY INCCOM0865161012,01147,134SH DFND4 547,13400
BGC PARTNERS INCCL A05541T10118,1991,779,026SH DFND1 3 41,779,02600
BGC PARTNERS INCCL A05541T10145744,643SH DFND4 544,64300
BIG 5 SPORTING GOODS CORPCOM08915P1018,829508,868SH DFND1 3 4508,86800
BIG LOTS INCCOM08930210310,254204,219SH DFND1 3 4204,21900
BIG LOTS INCCOM0893021034809,557SH DFND4 59,55700
BIGLARI HLDGS INCCOM08986R1013,5147,427SH DFND1 3 47,42700
BIO RAD LABS INCCL A09057220714,45079,273SH DFND1 3 479,27300
BIO RAD LABS INCCL A0905722076233,418SH DFND4 53,41800
BIO TECHNE CORPCOM09073M1047377,163SH DFND4 57,16300
BIO TECHNE CORPCOM09073M10414,656142,526SH DFND1 3 4142,52600
BIOCRYST PHARMACEUTICALSCOM09058V1038413,205SH DFND4 513,20500
BIOGEN INCCOM09062X10389,728316,410SH DFND1 3 4316,41000
BIOGEN INCCOM09062X1035,71220,144SH DFND4 520,14400
BIOMARIN PHARMACEUTICAL INCCOM09061G1014455,373SH DFND1 3 45,37300
BIOMARIN PHARMACEUTICAL INCCOM09061G1012,52630,493SH DFND4 530,49300
BIOSCRIP INCCOM09069N1082927,682SH DFND4 527,68200
BIOTELEMETRY INCCOM0906721064,965222,161SH DFND1 3 4222,16100
BIOTIME INCCOM09066L1054512,430SH DFND4 512,43000
BJS RESTAURANTS INCCOM09180C1065,955151,523SH DFND1 3 4151,52300
BLACK BOX CORP DELCOM0918261071,694111,088SH DFND1 3 4111,08800
BLACK HILLS CORPCOM09211310912,439202,781SH DFND1 3 4202,78100
BLACK HILLS CORPCOM0921131094347,080SH DFND4 57,08000
BLACK KNIGHT FINL SVCS INCCL A09214X10080721,344SH DFND1 3 421,34400
BLACK KNIGHT FINL SVCS INCCL A09214X1002947,787SH DFND4 57,78700
BLACKBAUD INCCOM09227Q10044,086688,844SH DFND1 3 4688,84400
BLACKBAUD INCCOM09227Q1004236,613SH DFND4 56,61300
BLACKHAWK NETWORK HLDGS INCCOM09238E10442011,142SH DFND4 511,14200
BLACKLINE INCCOM09239B10997835,400SH DFND1 3 435,40000
BLACKROCK INCCOM09247X10163,268166,258SH DFND1 3 4166,25800
BLACKROCK INCCOM09247X1011,0342,716SH DFND4 52,71600
BLACKSTONE MTG TR INCCOM CL A09257W1004,273142,091SH DFND1 3 4142,09100
BLOCK H & R INCCOM0936711056,770294,479SH DFND1 3 4294,47900
BLOCK H & R INCCOM09367110582335,802SH DFND4 535,80200
BLOOMIN BRANDS INCCOM09423510869038,282SH DFND1 3 438,28200
BLOOMIN BRANDS INCCOM09423510826414,640SH DFND4 514,64000
BLUCORA INCCOM0952291004,152281,480SH DFND1 3 4281,48000
BLUE BUFFALO PET PRODS INCCOM09531U10231212,990SH DFND4 512,99000
BLUE NILE INCCOM09578R1033,59588,488SH DFND1 3 488,48800
BLUEBIRD BIO INCCOM09609G10096315,615SH DFND1 3 415,61500
BLUEBIRD BIO INCCOM09609G1004256,884SH DFND4 56,88400
BOB EVANS FARMS INCCOM0967611017,713144,948SH DFND1 3 4144,94800
BOEING COCOM0970231059,38260,264SH DFND4 560,26400
BOEING COCOM097023105123,318792,122SH DFND1 3 4792,12200
BOFI HLDG INCCOM05566U1082378,293SH DFND4 58,29300
BOFI HLDG INCCOM05566U10812,060422,429SH DFND1 3 4422,42900
BOISE CASCADE CO DELCOM09739D1006,394284,183SH DFND1 3 4284,18300
BOK FINL CORPCOM NEW05561Q20117,106206,001SH DFND1 3 4206,00100
BOK FINL CORPCOM NEW05561Q2013834,607SH DFND4 54,60700
BOOZ ALLEN HAMILTON HLDG CORCL A09950210657415,910SH DFND1 3 415,91000
BOOZ ALLEN HAMILTON HLDG CORCL A09950210690124,985SH DFND4 524,98500
BORGWARNER INCCOM09972410611,085281,070SH DFND1 3 4281,07000
BORGWARNER INCCOM0997241061,85647,065SH DFND4 547,06500
BOSTON BEER INCCL A1005571075,85634,479SH DFND1 3 434,47900
BOSTON BEER INCCL A1005571072091,230SH DFND4 51,23000
BOSTON PRIVATE FINL HLDGS INCOM10111910510,089609,619SH DFND1 3 4609,61900
BOSTON PRIVATE FINL HLDGS INCOM10111910530918,663SH DFND4 518,66300
BOSTON PROPERTIES INCCOM10112110125,860205,604SH DFND2 3 4205,60400
BOSTON PROPERTIES INCCOM1011211012,49119,806SH DFND4 519,80600
BOSTON PROPERTIES INCCOM101121101331,9132,638,836SH DFND1 3 42,638,83600
BOSTON SCIENTIFIC CORPCOM10113710740,1971,858,369SH DFND1 3 41,858,36900
BOSTON SCIENTIFIC CORPCOM1011371071,98691,812SH DFND4 591,81200
BOTTOMLINE TECH DEL INCCOM1013881066,706268,042SH DFND1 3 4268,04200
BOYD GAMING CORPCOM10330410112,146602,191SH DFND1 3 4602,19100
BOYD GAMING CORPCOM10330410136718,183SH DFND4 518,18300
BRADY CORPCL A10467410613,617362,635SH DFND1 3 4362,63500
BRADY CORPCL A10467410643111,472SH DFND4 511,47200
BRANDYWINE RLTY TRSH BEN INT NEW10536820327,2651,651,419SH DFND1 3 41,651,41900
BRANDYWINE RLTY TRSH BEN INT NEW10536820348129,126SH DFND4 529,12600
BRANDYWINE RLTY TRSH BEN INT NEW1053682031,786108,148SH DFND2 3 4108,14800
BRIGGS & STRATTON CORPCOM1090431096,988313,943SH DFND1 3 4313,94300
BRIGGS & STRATTON CORPCOM1090431092069,240SH DFND4 59,24000
BRIGHT HORIZONS FAM SOL IN DCOM1091941004336,183SH DFND4 56,18300
BRIGHTCOVE INCCOM10921T1018810,978SH DFND1 3 410,97800
BRINKER INTL INCCOM1096411009,495191,717SH DFND1 3 4191,71700
BRINKER INTL INCCOM10964110059812,080SH DFND4 512,08000
BRINKS COCOM10969610413,607329,877SH DFND1 3 4329,87700
BRINKS COCOM1096961042636,368SH DFND4 56,36800
BRISTOL MYERS SQUIBB COCOM1101221086,643113,667SH DFND4 5113,66700
BRISTOL MYERS SQUIBB COCOM110122108142,1112,431,741SH DFND1 3 42,431,74100
BRISTOW GROUP INCCOM1103941035,000244,119SH DFND1 3 4244,11900
BRIXMOR PPTY GROUP INCCOM11120U10578932,329SH DFND4 532,32900
BRIXMOR PPTY GROUP INCCOM11120U10521,733889,950SH DFND1 3 4889,95000
BROADCOM LTDSHSY0982710996,003543,098SH DFND1 3 4543,09800
BROADCOM LTDSHSY098271094,52325,588SH DFND4 525,58800
BROADRIDGE FINL SOLUTIONS INCOM11133T10346,999708,893SH DFND1 3 4708,89300
BROADRIDGE FINL SOLUTIONS INCOM11133T1031,32419,977SH DFND4 519,97700
BROCADE COMMUNICATIONS SYS ICOM NEW11162130619,2201,538,853SH DFND1 3 41,538,85300
BROCADE COMMUNICATIONS SYS ICOM NEW11162130685968,762SH DFND4 568,76200
BROOKDALE SR LIVING INCCOM11246310429723,952SH DFND4 523,95200
BROOKFIELD ASSET MGMT INCCL A LTD VT SH112585104838,37325,397,657SH DFND1 3 425,397,65700
BROOKFIELD BUSINESS PARTNERSUNIT LTD LPG1623410912,568522,386SH DFND1 3 4522,38600
BROOKFIELD INFRAST PARTNERSLP INT UNITG16252101279,8268,360,606SH DFND1 3 48,360,60600
BROOKFIELD PPTY PARTNERS L PUNIT LTD PARTNG1624910758,0192,638,396SH DFND1 3 42,638,39600
BROOKFIELD RENEWABLE PARTNERPARTNERSHIP UNITG1625810863,2722,130,379SH DFND1 3 42,130,37900
BROOKLINE BANCORP INC DELCOM11373M1078,935544,842SH DFND1 3 4544,84200
BROOKLINE BANCORP INC DELCOM11373M10727216,614SH DFND4 516,61400
BROOKS AUTOMATION INCCOM1143401028,640506,162SH DFND1 3 4506,16200
BROWN & BROWN INCCOM115236101173,1383,859,518SH DFND1 3 43,859,51800
BROWN & BROWN INCCOM11523610196821,576SH DFND4 521,57600
BROWN FORMAN CORPCL A1156371002455,292SH DFND4 55,29200
BROWN FORMAN CORPCL B11563720965,1711,450,846SH DFND1 3 41,450,84600
BROWN FORMAN CORPCL B1156372091,40931,358SH DFND4 531,35800
BRUKER CORPCOM11679410849423,303SH DFND4 523,30300
BRUNSWICK CORPCOM11704310918,927347,015SH DFND1 3 4347,01500
BRUNSWICK CORPCOM1170431091,00418,411SH DFND4 518,41100
BUCKLE INCCOM1184401064,665204,624SH DFND1 3 4204,62400
BUFFALO WILD WINGS INCCOM11984810910,72369,447SH DFND1 3 469,44700
BUFFALO WILD WINGS INCCOM1198481095933,839SH DFND4 53,83900
BUILDERS FIRSTSOURCE INCCOM12008R10712911,718SH DFND4 511,71800
BUNGE LIMITEDCOMG169621051,46720,303SH DFND1 3 420,30300
BUNGE LIMITEDCOMG169621051,70123,551SH DFND4 523,55100
BURLINGTON STORES INCCOM12201710634,148402,933SH DFND1 3 4402,93300
BURLINGTON STORES INCCOM1220171061,47517,406SH DFND4 517,40600
BWX TECHNOLOGIES INCCOM05605H10076519,258SH DFND4 519,25800
BWX TECHNOLOGIES INCCOM05605H1005,279132,977SH DFND1 3 4132,97700
C D I CORPCOM125071100749101,265SH DFND1 3 4101,26500
C H ROBINSON WORLDWIDE INCCOM NEW12541W20914,233194,275SH DFND1 3 4194,27500
C H ROBINSON WORLDWIDE INCCOM NEW12541W2091,95826,720SH DFND4 526,72000
CA INCCOM12673P10554,6891,721,408SH DFND1 3 41,721,40800
CA INCCOM12673P1051,64951,903SH DFND4 551,90300
CABELAS INCCOM12680430111,473195,959SH DFND1 3 4195,95900
CABELAS INCCOM12680430159510,161SH DFND4 510,16100
CABLE ONE INCCOM12685J10511,11217,873SH DFND1 3 417,87300
CABLE ONE INCCOM12685J105599964SH DFND4 596400
CABOT CORPCOM12705510169,1171,367,565SH DFND1 3 41,367,56500
CABOT CORPCOM12705510154510,777SH DFND4 510,77700
CABOT MICROELECTRONICS CORPCOM12709P10311,607183,739SH DFND1 3 4183,73900
CABOT MICROELECTRONICS CORPCOM12709P1034016,344SH DFND4 56,34400
CABOT OIL & GAS CORPCOM1270971031,80677,312SH DFND4 577,31200
CABOT OIL & GAS CORPCOM12709710314,829634,802SH DFND1 3 4634,80200
CACI INTL INCCL A12719030455,213444,185SH DFND1 3 4444,18500
CACI INTL INCCL A1271903045664,557SH DFND4 54,55700
CADENCE DESIGN SYSTEM INCCOM12738710827,6911,097,966SH DFND1 3 41,097,96600
CADENCE DESIGN SYSTEM INCCOM1273871081,28851,081SH DFND4 551,08100
CAESARS ENTMT CORPCOM1276861038610,063SH DFND4 510,06300
CAL MAINE FOODS INCCOM NEW12803020219,295436,796SH DFND1 3 4436,79600
CALAMOS ASSET MGMT INCCL A12811R1041,043121,957SH DFND1 3 4121,95700
CALAMP CORPCOM1281261093,863266,444SH DFND1 3 4266,44400
CALATLANTIC GROUP INCCOM1281951049,486278,916SH DFND1 3 4278,91600
CALATLANTIC GROUP INCCOM12819510443012,632SH DFND4 512,63200
CALAVO GROWERS INCCOM1282461057,279118,550SH DFND1 3 4118,55000
CALAVO GROWERS INCCOM1282461052113,442SH DFND4 53,44200
CALERES INCCOM12950010437,9491,156,277SH DFND1 3 41,156,27700
CALERES INCCOM1295001042948,961SH DFND4 58,96100
CALGON CARBON CORPCOM1296031067,003411,968SH DFND1 3 4411,96800
CALIFORNIA WTR SVC GROUPCOM13078810213,389394,951SH DFND1 3 4394,95100
CALIFORNIA WTR SVC GROUPCOM1307881022246,613SH DFND4 56,61300
CALLAWAY GOLF COCOM1311931047,564690,186SH DFND1 3 4690,18600
CALLAWAY GOLF COCOM13119310427424,973SH DFND4 524,97300
CALLON PETE CO DELCOM13123X10247230,696SH DFND4 530,69600
CALLON PETE CO DELCOM13123X10213,593884,382SH DFND1 3 4884,38200
CALPINE CORPCOM NEW13134730451244,826SH DFND4 544,82600
CAMBREX CORPCOM1320111073917,256SH DFND4 57,25600
CAMBREX CORPCOM13201110722,003407,847SH DFND1 3 4407,84700
CAMDEN PPTY TRSH BEN INT13313110228,168335,053SH DFND1 3 4335,05300
CAMDEN PPTY TRSH BEN INT1331311021,46717,453SH DFND4 517,45300
CAMPBELL SOUP COCOM13442910916,322269,919SH DFND1 3 4269,91900
CAMPBELL SOUP COCOM1344291092,24537,127SH DFND4 537,12700
CANADIAN PAC RY LTDCOM13645T1004102,870SH DFND1 3 42,87000
CANTEL MEDICAL CORPCOM13809810821,704275,622SH DFND1 3 4275,62200
CANTEL MEDICAL CORPCOM1380981085907,497SH DFND4 57,49700
CAPELLA EDUCATION COMPANYCOM1395941053023,444SH DFND4 53,44400
CAPELLA EDUCATION COMPANYCOM1395941057,67387,388SH DFND1 3 487,38800
CAPITAL ONE FINL CORPCOM14040H1051,82020,858SH DFND4 520,85800
CAPITAL ONE FINL CORPCOM14040H10557,959664,363SH DFND1 3 4664,36300
CAPITOL FED FINL INCCOM14057J10140424,571SH DFND4 524,57100
CAPSTEAD MTG CORPCOM NO PAR14067E5067,173703,944SH DFND1 3 4703,94400
CAPSTEAD MTG CORPCOM NO PAR14067E50613313,010SH DFND4 513,01000
CARBO CERAMICS INCCOM1407811051,610153,872SH DFND1 3 4153,87200
CARDINAL FINL CORPCOM14149F1097,889240,585SH DFND1 3 4240,58500
CARDINAL HEALTH INCCOM14149Y10838,367533,109SH DFND1 3 4533,10900
CARDINAL HEALTH INCCOM14149Y1081,62822,618SH DFND4 522,61800
CARDTRONICS PLCSHS CL AG1991C10518,195333,418SH DFND1 3 4333,41800
CARDTRONICS PLCSHS CL AG1991C10556010,269SH DFND4 510,26900
CARE CAP PPTYS INCCOM14162410621,717868,696SH DFND1 3 4868,69600
CARE CAP PPTYS INCCOM14162410648119,241SH DFND4 519,24100
CAREER EDUCATION CORPCOM14166510912612,466SH DFND4 512,46600
CAREER EDUCATION CORPCOM1416651094,764472,140SH DFND1 3 4472,14000
CARETRUST REIT INCCOM14174T1077,236472,312SH DFND1 3 4472,31200
CARLISLE COS INCCOM14233910027,283247,377SH DFND1 3 4247,37700
CARLISLE COS INCCOM1423391001,65815,037SH DFND4 515,03700
CARMAX INCCOM143130102560,8078,709,526SH DFND1 3 48,709,52600
CARMAX INCCOM1431301021,99430,970SH DFND4 530,97000
CARNIVAL CORPUNIT 99/99/999914365830029,792572,272SH DFND1 3 4572,27200
CARNIVAL CORPUNIT 99/99/99991436583004618,861SH DFND4 58,86100
CARPENTER TECHNOLOGY CORPCOM1442851032316,390SH DFND4 56,39000
CARPENTER TECHNOLOGY CORPCOM1442851036,433177,863SH DFND1 3 4177,86300
CARRIZO OIL & GAS INCCOM1445771033248,670SH DFND4 58,67000
CARRIZO OIL & GAS INCCOM14457710322,777609,822SH DFND1 3 4609,82200
CARTER INCCOM14622910916,326188,979SH DFND1 3 4188,97900
CARTER INCCOM1462291098169,447SH DFND4 59,44700
CASEYS GEN STORES INCCOM14752810317,776149,533SH DFND1 3 4149,53300
CASEYS GEN STORES INCCOM1475281038547,182SH DFND4 57,18200
CATALENT INCCOM14880610212,857476,898SH DFND1 3 4476,89800
CATALENT INCCOM14880610237914,042SH DFND4 514,04200
CATERPILLAR INC DELCOM14912310174,284800,991SH DFND1 3 4800,99100
CATERPILLAR INC DELCOM1491231011,12312,108SH DFND4 512,10800
CATHAY GEN BANCORPCOM14915010455514,583SH DFND4 514,58300
CATHAY GEN BANCORPCOM14915010428,218741,992SH DFND1 3 4741,99200
CATO CORP NEWCL A1492051065,559184,829SH DFND1 3 4184,82900
CAVCO INDS INC DELCOM1495681076,72467,338SH DFND1 3 467,33800
CAVIUM INCCOM14964U1085598,959SH DFND4 58,95900
CBL & ASSOC PPTYS INCCOM12483010026723,234SH DFND4 523,23400
CBOE HLDGS INCCOM12503M10822,928310,298SH DFND1 3 4310,29800
CBOE HLDGS INCCOM12503M1081,06814,449SH DFND4 514,44900
CBRE GROUP INCCL A12504L109344,68310,945,799SH DFND1 3 410,945,79900
CBRE GROUP INCCL A12504L1095,024159,560SH DFND2 3 4159,56000
CBRE GROUP INCCL A12504L10963820,256SH DFND4 520,25600
CBS CORP NEWCL B12485720269,3381,089,882SH DFND1 3 41,089,88200
CBS CORP NEWCL B1248572023,99862,847SH DFND4 562,84700
CDK GLOBAL INCCOM12508E101143,2132,399,298SH DFND1 3 42,399,29800
CDK GLOBAL INCCOM12508E1011,92832,301SH DFND4 532,30100
CDW CORPCOM12514G1081,69432,515SH DFND4 532,51500
CEB INCCOM1251341068,051132,855SH DFND1 3 4132,85500
CEB INCCOM1251341062764,554SH DFND4 54,55400
CEDAR REALTY TRUST INCCOM NEW1506022093,636556,822SH DFND1 3 4556,82200
CEDAR REALTY TRUST INCCOM NEW1506022099815,011SH DFND4 515,01100
CELADON GROUP INCCOM1508381001,479206,872SH DFND1 3 4206,87200
CELANESE CORP DELCOM SER A1508701032923,718SH DFND1 3 43,71800
CELANESE CORP DELCOM SER A1508701032,28929,069SH DFND4 529,06900
CELGENE CORPCOM151020104153,6561,327,481SH DFND1 3 41,327,48100
CELGENE CORPCOM1510201048,18670,723SH DFND4 570,72300
CELLDEX THERAPEUTICS INC NEWCOM15117B1035816,369SH DFND4 516,36900
CENTENE CORP DELCOM15135B10113,179233,217SH DFND1 3 4233,21700
CENTENE CORP DELCOM15135B1011,93434,220SH DFND4 534,22000
CENTERPOINT ENERGY INCCOM15189T107133,6455,423,870SH DFND1 3 45,423,87000
CENTERPOINT ENERGY INCCOM15189T1072,05483,362SH DFND4 583,36200
CENTERSTATE BANKS INCCOM15201P1099,569380,176SH DFND1 3 4380,17600
CENTRAL EUROPEAN MEDIA ENTRPCL A NEWG200452023815,069SH DFND4 515,06900
CENTRAL GARDEN & PET COCOM1535271062,75683,289SH DFND1 3 483,28900
CENTRAL GARDEN & PET COCL A NON-VTG1535272057,978258,173SH DFND1 3 4258,17300
CENTRAL GARDEN & PET COCL A NON-VTG1535272052648,554SH DFND4 58,55400
CENTRAL PAC FINL CORPCOM NEW15476040933,3731,062,162SH DFND1 3 41,062,16200
CENTURY ALUM COCOM1564311083,116363,990SH DFND1 3 4363,99000
CENTURYLINK INCCOM15670010617,751746,470SH DFND1 3 4746,47000
CENTURYLINK INCCOM1567001062,14190,047SH DFND4 590,04700
CERNER CORPCOM15678210419,533412,354SH DFND1 3 4412,35400
CERNER CORPCOM1567821042,63755,661SH DFND4 555,66100
CERUS CORPCOM1570851017316,683SH DFND4 516,68300
CEVA INCCOM1572101055,358159,714SH DFND1 3 4159,71400
CF INDS HLDGS INCCOM12526910010,117321,392SH DFND1 3 4321,39200
CF INDS HLDGS INCCOM12526910071922,834SH DFND4 522,83400
CHARLES RIV LABS INTL INCCOM15986410713,823181,433SH DFND1 3 4181,43300
CHARLES RIV LABS INTL INCCOM1598641077169,401SH DFND4 59,40100
CHART INDS INCCOM PAR $0.0116115Q3088,290230,156SH DFND1 3 4230,15600
CHART INDS INCCOM PAR $0.0116115Q3082396,629SH DFND4 56,62900
CHARTER COMMUNICATIONS INC NCL A16119P10885,637297,434SH DFND1 3 4297,43400
CHARTER COMMUNICATIONS INC NCL A16119P1083,92513,632SH DFND4 513,63200
CHECK POINT SOFTWARE TECH LTORDM224651047969,427SH DFND1 3 49,42700
CHEESECAKE FACTORY INCCOM16307210111,748196,195SH DFND1 3 4196,19500
CHEESECAKE FACTORY INCCOM1630721015739,577SH DFND4 59,57700
CHEGG INCCOM1630921099512,817SH DFND4 512,81700
CHEMED CORP NEWCOM16359R10319,823123,578SH DFND1 3 4123,57800
CHEMED CORP NEWCOM16359R1035533,446SH DFND4 53,44600
CHEMICAL FINL CORPCOM16373110227,456506,838SH DFND1 3 4506,83800
CHEMICAL FINL CORPCOM16373110260811,233SH DFND4 511,23300
CHEMOURS COCOM16385110829,4571,333,496SH DFND1 3 41,333,49600
CHEMOURS COCOM16385110884538,238SH DFND4 538,23800
CHEMTURA CORPCOM NEW16389320935010,538SH DFND4 510,53800
CHENIERE ENERGY INCCOM NEW16411R20880819,503SH DFND4 519,50300
CHESAPEAKE ENERGY CORPCOM1651671077,1411,017,281SH DFND1 3 41,017,28100
CHESAPEAKE ENERGY CORPCOM16516710764191,292SH DFND4 591,29200
CHESAPEAKE LODGING TRSH BEN INT16524010211,398440,763SH DFND1 3 4440,76300
CHESAPEAKE LODGING TRSH BEN INT16524010243116,653SH DFND4 516,65300
CHEVRON CORP NEWCOM166764100458,0273,891,481SH DFND1 3 43,891,48100
CHEVRON CORP NEWCOM1667641007,47363,493SH DFND4 563,49300
CHICAGO BRIDGE & IRON CO N VCOM16725010955117,341SH DFND4 517,34100
CHICOS FAS INCCOM1686151027,164497,872SH DFND1 3 4497,87200
CHICOS FAS INCCOM16861510245631,722SH DFND4 531,72200
CHILDRENS PL INCCOM1689051074184,144SH DFND4 54,14400
CHILDRENS PL INCCOM16890510714,955148,142SH DFND1 3 4148,14200
CHIMERA INVT CORPCOM NEW16934Q20856633,253SH DFND4 533,25300
CHINA LODGING GROUP LTDSPONSORED ADR16949N10963612,261SH DFND1 3 412,26100
CHIPOTLE MEXICAN GRILL INCCOM16965610514,93339,577SH DFND1 3 439,57700
CHIPOTLE MEXICAN GRILL INCCOM1696561057201,907SH DFND4 51,90700
CHOICE HOTELS INTL INCCOM16990510668312,193SH DFND1 3 412,19300
CHOICE HOTELS INTL INCCOM1699051064978,860SH DFND4 58,86000
CHUBB LIMITEDCOMH1467J10484,541639,878SH DFND1 3 4639,87800
CHUBB LIMITEDCOMH1467J1041,32810,054SH DFND4 510,05400
CHURCH & DWIGHT INCCOM17134010215,796357,461SH DFND1 3 4357,46100
CHURCH & DWIGHT INCCOM1713401022,23450,556SH DFND4 550,55600
CHURCHILL DOWNS INCCOM1714841082871,909SH DFND4 51,90900
CHURCHILL DOWNS INCCOM1714841087,74851,499SH DFND1 3 451,49900
CHUYS HLDGS INCCOM1716041014,218129,972SH DFND1 3 4129,97200
CIBER INCCOM17163B102344544,870SH DFND1 3 4544,87000
CIENA CORPCOM NEW17177930912,977531,643SH DFND1 3 4531,64300
CIENA CORPCOM NEW17177930968728,140SH DFND4 528,14000
CIGNA CORPORATIONCOM12550910948,058360,285SH DFND1 3 4360,28500
CIGNA CORPORATIONCOM1255091091,2509,370SH DFND4 59,37000
CIMAREX ENERGY COCOM17179810118,058132,876SH DFND1 3 4132,87600
CIMAREX ENERGY COCOM1717981011,74412,833SH DFND4 512,83300
CIMPRESS N VSHS EURON201461013243,542SH DFND4 53,54200
CINCINNATI BELL INC NEWCOM NEW1718715026,888308,198SH DFND1 3 4308,19800
CINCINNATI FINL CORPCOM1720621012,07627,408SH DFND4 527,40800
CINCINNATI FINL CORPCOM17206210115,521204,891SH DFND1 3 4204,89100
CINEMARK HOLDINGS INCCOM17243V10215,476403,449SH DFND1 3 4403,44900
CINEMARK HOLDINGS INCCOM17243V10282021,374SH DFND4 521,37400
CINTAS CORPCOM17290810514,551125,919SH DFND1 3 4125,91900
CINTAS CORPCOM1729081051,74015,061SH DFND4 515,06100
CIRCOR INTL INCCOM17273K1097,815120,460SH DFND1 3 4120,46000
CIRRUS LOGIC INCCOM17275510013,764243,434SH DFND1 3 4243,43400
CIRRUS LOGIC INCCOM17275510071612,664SH DFND4 512,66400
CISCO SYS INCCOM17275R102387,68412,828,729SH DFND1 3 412,828,72900
CISCO SYS INCCOM17275R1024,567151,129SH DFND4 5151,12900
CIT GROUP INCCOM NEW1255818011,09225,585SH DFND4 525,58500
CITIGROUP INCCOM NEW1729674243,79463,835SH DFND4 563,83500
CITIGROUP INCCOM NEW172967424243,1904,092,047SH DFND1 3 44,092,04700
CITIZENS FINL GROUP INCCOM1746101054,613129,468SH DFND4 5129,46800
CITIZENS FINL GROUP INCCOM17461010525,374712,160SH DFND1 3 4712,16000
CITRIX SYS INCCOM17737610022,101247,460SH DFND1 3 4247,46000
CITRIX SYS INCCOM1773761002,82631,645SH DFND4 531,64500
CITY HLDG COCOM1778351058,049119,066SH DFND1 3 4119,06600
CITY OFFICE REIT INCCOM17858710110,114767,936SH DFND1 3 4767,93600
CLARCOR INCCOM17989510715,297185,485SH DFND1 3 4185,48500
CLARCOR INCCOM1798951075496,658SH DFND4 56,65800
CLAYMORE EXCHANGE TRD FD TRGUGG S&P GBL WTR18383Q50761221,508SH DFND1 3 421,50800
CLEAN ENERGY FUELS CORPCOM1844991014716,524SH DFND4 516,52400
CLEAN HARBORS INCCOM18449610711,089199,270SH DFND1 3 4199,27000
CLEARWATER PAPER CORPCOM18538R1038,534130,184SH DFND1 3 4130,18400
CLIFFS NAT RES INCCOM18683K101924109,866SH DFND1 3 4109,86600
CLIFFS NAT RES INCCOM18683K10134140,504SH DFND4 540,50400
CLOROX CO DELCOM18905410921,146176,185SH DFND1 3 4176,18500
CLOROX CO DELCOM1890541092,40820,061SH DFND4 520,06100
CLOUD PEAK ENERGY INCCOM18911Q1022,528450,692SH DFND1 3 4450,69200
CLOVIS ONCOLOGY INCCOM1894641002625,898SH DFND4 55,89800
CME GROUP INCCOM12572Q10553,503463,831SH DFND1 3 4463,83100
CME GROUP INCCOM12572Q1058477,344SH DFND4 57,34400
CMS ENERGY CORPCOM12589610015,872381,352SH DFND1 3 4381,35200
CMS ENERGY CORPCOM1258961002,08049,967SH DFND4 549,96700
CNA FINL CORPCOM1261171002496,009SH DFND4 56,00900
CNO FINL GROUP INCCOM12621E10368135,554SH DFND4 535,55400
CNO FINL GROUP INCCOM12621E10312,799668,361SH DFND1 3 4668,36100
COACH INCCOM1897541041,35738,754SH DFND4 538,75400
COACH INCCOM18975410413,399382,620SH DFND1 3 4382,62000
COCA COLA COCOM191216100220,8645,327,149SH DFND1 3 45,327,14900
COCA COLA COCOM1912161009,126220,122SH DFND4 5220,12200
COEUR MNG INCCOM NEW19210850481489,579SH DFND1 3 489,57900
COEUR MNG INCCOM NEW19210850433636,998SH DFND4 536,99800
COGENT COMMUNICATIONS HLDGSCOM NEW19239V30213,087316,503SH DFND1 3 4316,50300
COGENT COMMUNICATIONS HLDGSCOM NEW19239V3022385,760SH DFND4 55,76000
COGNEX CORPCOM19242210320,887328,305SH DFND1 3 4328,30500
COGNEX CORPCOM1924221031,07616,913SH DFND4 516,91300
COGNIZANT TECHNOLOGY SOLUTIOCL A1924461022,31641,330SH DFND4 541,33000
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610246,791835,099SH DFND1 3 4835,09900
COHEN & STEERS INCCOM19247A1003199,494SH DFND1 3 49,49400
COHERENT INCCOM1924791036774,929SH DFND4 54,92900
COHERENT INCCOM19247910326,031189,477SH DFND1 3 4189,47700
COHU INCCOM1925761062,561184,237SH DFND1 3 4184,23700
COLFAX CORPCOM194014106313,8228,734,270SH DFND1 3 48,734,27000
COLFAX CORPCOM19401410660616,866SH DFND4 516,86600
COLGATE PALMOLIVE COCOM19416210379,6331,216,884SH DFND1 3 41,216,88400
COLGATE PALMOLIVE COCOM1941621033,02546,219SH DFND4 546,21900
COLONY CAP INCCL A19624R10637,1301,833,567SH DFND1 3 41,833,56700
COLONY CAP INCCL A19624R10646322,867SH DFND4 522,86700
COLONY STARWOOD HOMESCOM19625X1022588,940SH DFND4 58,94000
COLONY STARWOOD HOMESCOM19625X1027,320254,085SH DFND2 3 4254,08500
COLONY STARWOOD HOMESCOM19625X10273,7002,558,130SH DFND1 3 42,558,13000
COLUMBIA BKG SYS INCCOM19723610253411,951SH DFND4 511,95100
COLUMBIA BKG SYS INCCOM19723610220,234452,873SH DFND1 3 4452,87300
COLUMBIA PPTY TR INCCOM NEW19828720346121,344SH DFND4 521,34400
COLUMBIA SPORTSWEAR COCOM1985161063485,977SH DFND4 55,97700
COMCAST CORP NEWCL A20030N101235,8653,415,865SH DFND1 3 43,415,86500
COMCAST CORP NEWCL A20030N10115,827229,207SH DFND4 5229,20700
COMERICA INCCOM20034010716,712245,372SH DFND1 3 4245,37200
COMERICA INCCOM2003401071,53122,481SH DFND4 522,48100
COMFORT SYS USA INCCOM1999081049,420282,877SH DFND1 3 4282,87700
COMMERCE BANCSHARES INCCOM20052510326,848463,995SH DFND1 3 4463,99500
COMMERCIAL METALS COCOM2017231039,691444,965SH DFND1 3 4444,96500
COMMERCIAL METALS COCOM20172310334415,773SH DFND4 515,77300
COMMSCOPE HLDG CO INCCOM20337X10998126,375SH DFND4 526,37500
COMMSCOPE HLDG CO INCCOM20337X10943811,771SH DFND1 3 411,77100
COMMUNICATIONS SALES&LEAS INCOM20341J10413,669537,934SH DFND1 3 4537,93400
COMMUNICATIONS SALES&LEAS INCOM20341J10450119,705SH DFND4 519,70500
COMMUNITY BK SYS INCCOM20360710621,332345,236SH DFND1 3 4345,23600
COMMUNITY BK SYS INCCOM2036071063675,935SH DFND4 55,93500
COMMUNITY HEALTH SYS INC NEWCOM2036681085,219933,552SH DFND1 3 4933,55200
COMMUNITY HEALTH SYS INC NEWCOM20366810811119,878SH DFND4 519,87800
COMMVAULT SYSTEMS INCCOM2041661028,652168,340SH DFND1 3 4168,34000
COMMVAULT SYSTEMS INCCOM2041661024729,185SH DFND4 59,18500
COMPANHIA DE SANEAMENTO BASISPONSORED ADR20441A1022,668307,338SH DFND1 3 4307,33800
COMPASS MINERALS INTL INCCOM20451N1014235,399SH DFND4 55,39900
COMPASS MINERALS INTL INCCOM20451N10110,100128,910SH DFND1 3 4128,91000
COMPUTER PROGRAMS & SYS INCCOM2053061031,99584,525SH DFND1 3 484,52500
COMPUTER SCIENCES CORPCOM20536310432,034539,112SH DFND1 3 4539,11200
COMPUTER SCIENCES CORPCOM2053631041,06117,848SH DFND4 517,84800
COMSCORE INCCOM20564W1055,442172,338SH DFND1 3 4172,33800
COMSCORE INCCOM20564W1052126,700SH DFND4 56,70000
COMTECH TELECOMMUNICATIONS CCOM NEW2058262092,044172,530SH DFND1 3 4172,53000
CONAGRA BRANDS INCCOM20588710222,448567,577SH DFND1 3 4567,57700
CONAGRA BRANDS INCCOM2058871023,23581,805SH DFND4 581,80500
CONCERT PHARMACEUTICALS INCCOM2060221051,184115,100SH DFND1 3 4115,10000
CONCHO RES INCCOM20605P10141,108310,016SH DFND1 3 4310,01600
CONCHO RES INCCOM20605P1012,22916,809SH DFND4 516,80900
CONMED CORPCOM2074101018,268187,176SH DFND1 3 4187,17600
CONNECTICUT WTR SVC INCCOM20779710156510,108SH DFND1 3 410,10800
CONOCOPHILLIPSCOM20825C10485,0721,696,688SH DFND1 3 41,696,68800
CONOCOPHILLIPSCOM20825C1041,35126,941SH DFND4 526,94100
CONSOL ENERGY INCCOM20854P10914,367788,092SH DFND1 3 4788,09200
CONSOL ENERGY INCCOM20854P10970738,762SH DFND4 538,76200
CONSOLIDATED COMM HLDGS INCCOM20903410719,865739,870SH DFND1 3 4739,87000
CONSOLIDATED COMM HLDGS INCCOM20903410731811,848SH DFND4 511,84800
CONSOLIDATED EDISON INCCOM20911510444,124598,864SH DFND1 3 4598,86400
CONSOLIDATED EDISON INCCOM2091151044,12155,927SH DFND4 555,92700
CONSTELLATION BRANDS INCCL A21036P10837,361243,698SH DFND1 3 4243,69800
CONSTELLATION BRANDS INCCL A21036P1082,58516,862SH DFND4 516,86200
CONTANGO OIL & GAS COMPANYCOM NEW21075N2041,557166,734SH DFND1 3 4166,73400
CONTINENTAL RESOURCES INCCOM21201510185716,624SH DFND4 516,62400
CONVERGYS CORPCOM2124851069,711395,381SH DFND1 3 4395,38100
CONVERGYS CORPCOM21248510630012,223SH DFND4 512,22300
COOPER COS INCCOM NEW21664840211,64066,540SH DFND1 3 466,54000
COOPER COS INCCOM NEW2166484021,7399,939SH DFND4 59,93900
COOPER STD HLDGS INCCOM21676P10314,657141,777SH DFND1 3 4141,77700
COOPER STD HLDGS INCCOM21676P1034063,930SH DFND4 53,93000
COOPER TIRE & RUBR COCOM21683110732,488836,254SH DFND1 3 4836,25400
COOPER TIRE & RUBR COCOM21683110742310,888SH DFND4 510,88800
COPA HOLDINGS SACL AP310761051,82520,091SH DFND1 3 420,09100
COPA HOLDINGS SACL AP310761055085,589SH DFND4 55,58900
COPART INCCOM2172041061,09619,783SH DFND4 519,78300
COPART INCCOM217204106201,8533,642,898SH DFND1 3 43,642,89800
CORCEPT THERAPEUTICS INCCOM21835210210814,840SH DFND4 514,84000
CORE MARK HOLDING CO INCCOM21868110414,586338,659SH DFND1 3 4338,65900
CORE MARK HOLDING CO INCCOM2186811042766,417SH DFND4 56,41700
CORECIVIC INCCOM21871N10110,971448,508SH DFND1 3 4448,50800
CORECIVIC INCCOM21871N10145918,751SH DFND4 518,75100
CORELOGIC INCCOM21871D10312,304334,077SH DFND1 3 4334,07700
CORELOGIC INCCOM21871D10370319,092SH DFND4 519,09200
CORESITE RLTY CORPCOM21870Q1053754,726SH DFND4 54,72600
CORESITE RLTY CORPCOM21870Q10544,508560,764SH DFND1 3 4560,76400
CORINDUS VASCULAR ROBOTICS ICOM218730109912,273SH DFND4 512,27300
CORNERSTONE ONDEMAND INCCOM21925Y1033017,115SH DFND4 57,11500
CORNING INCCOM21935010531,5081,298,208SH DFND1 3 41,298,20800
CORNING INCCOM21935010556823,390SH DFND4 523,39000
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10861,0961,956,942SH DFND1 3 41,956,94200
CORPORATE OFFICE PPTYS TRSH BEN INT22002T10851916,624SH DFND4 516,62400
CORVEL CORPCOM2210061092,77775,887SH DFND1 3 475,88700
COSTAR GROUP INCCOM22160N1099955,279SH DFND4 55,27900
COSTCO WHSL CORP NEWCOM22160K105101,254632,402SH DFND1 3 4632,40200
COSTCO WHSL CORP NEWCOM22160K1054,75129,676SH DFND4 529,67600
COTY INCCOM CL A2220702031,03256,337SH DFND4 556,33700
COTY INCCOM CL A22207020311,749641,674SH DFND1 3 4641,67400
COUPA SOFTWARE INCCOM22266L1062,04381,684SH DFND1 3 481,68400
COUSINS PPTYS INCCOM22279510639546,463SH DFND4 546,46300
COUSINS PPTYS INCCOM22279510611,1361,308,541SH DFND1 3 41,308,54100
CRACKER BARREL OLD CTRY STORCOM22410J10615,43592,436SH DFND1 3 492,43600
CRACKER BARREL OLD CTRY STORCOM22410J1066914,136SH DFND4 54,13600
CRANE COCOM22439910538,457533,232SH DFND1 3 4533,23200
CRANE COCOM2243991056098,441SH DFND4 58,44100
CRAY INCCOM NEW2252233046,186298,862SH DFND1 3 4298,86200
CREDICORP LTDCOMG2519Y10857,779366,015SH DFND1 3 4366,01500
CREDIT ACCEP CORP MICHCOM2253101013341,536SH DFND4 51,53600
CREE INCCOM2254471012148,093SH DFND4 58,09300
CREE INCCOM22544710110,039380,411SH DFND1 3 4380,41100
CROCS INCCOM2270461093,700539,363SH DFND1 3 4539,36300
CROSS CTRY HEALTHCARE INCCOM2274831043,779242,088SH DFND1 3 4242,08800
CROWN CASTLE INTL CORP NEWCOM22822V101222,6342,565,793SH DFND1 3 42,565,79300
CROWN CASTLE INTL CORP NEWCOM22822V10111,319130,449SH DFND2 3 4130,44900
CROWN CASTLE INTL CORP NEWCOM22822V1012,67230,792SH DFND4 530,79200
CROWN HOLDINGS INCCOM2283681061,41826,982SH DFND4 526,98200
CRYOLIFE INCCOM2289031003,939205,694SH DFND1 3 4205,69400
CSG SYS INTL INCCOM12634910911,973247,370SH DFND1 3 4247,37000
CSG SYS INTL INCCOM1263491093878,006SH DFND4 58,00600
CSRA INCCOM12650T1046,320198,497SH DFND1 3 4198,49700
CSRA INCCOM12650T1041,04932,933SH DFND4 532,93300
CST BRANDS INCCOM12646R10513,947289,651SH DFND1 3 4289,65100
CST BRANDS INCCOM12646R10560012,458SH DFND4 512,45800
CSX CORPCOM1264081031,17532,693SH DFND4 532,69300
CSX CORPCOM126408103110,7283,081,770SH DFND1 3 43,081,77000
CTS CORPCOM1265011055,382240,248SH DFND1 3 4240,24800
CUBESMARTCOM229663109184,4356,889,616SH DFND1 3 46,889,61600
CUBESMARTCOM2296631099,709362,661SH DFND2 3 4362,66100
CUBESMARTCOM22966310989533,433SH DFND4 533,43300
CUBIC CORPCOM2296691068,763182,746SH DFND1 3 4182,74600
CULLEN FROST BANKERS INCCOM22989910956,074635,536SH DFND1 3 4635,53600
CULLEN FROST BANKERS INCCOM2298991098049,115SH DFND4 59,11500
CUMMINS INCCOM2310211063,81927,945SH DFND4 527,94500
CUMMINS INCCOM23102110658,670429,280SH DFND1 3 4429,28000
CURIS INCCOM2312691016119,947SH DFND4 519,94700
CURTISS WRIGHT CORPCOM23156110117,663179,570SH DFND1 3 4179,57000
CURTISS WRIGHT CORPCOM2315611019089,234SH DFND4 59,23400
CUSTOMERS BANCORP INCCOM23204G1007,398206,524SH DFND1 3 4206,52400
CVB FINL CORPCOM12660010516,911737,513SH DFND1 3 4737,51300
CVB FINL CORPCOM12660010531913,924SH DFND4 513,92400
CVS HEALTH CORPCOM126650100257,4483,262,550SH DFND1 3 43,262,55000
CVS HEALTH CORPCOM1266501008,396106,398SH DFND4 5106,39800
CYNOSURE INCCL A23257720528,697629,313SH DFND1 3 4629,31300
CYPRESS SEMICONDUCTOR CORPCOM23280610914,0191,225,438SH DFND1 3 41,225,43800
CYRUSONE INCCOM23283R10064914,513SH DFND4 514,51300
CYS INVTS INCCOM12673A10822,0342,850,570SH DFND1 3 42,850,57000
CYS INVTS INCCOM12673A10827936,080SH DFND4 536,08000
CYTRX CORPCOM PAR232828509411,197SH DFND4 511,19700
D R HORTON INCCOM23331A10913,048477,442SH DFND1 3 4477,44200
D R HORTON INCCOM23331A1091,95871,642SH DFND4 571,64200
DAKTRONICS INCCOM2342641093,144293,830SH DFND1 3 4293,83000
DANA INCORPORATEDCOM23582520510,547555,677SH DFND1 3 4555,67700
DANA INCORPORATEDCOM23582520538920,469SH DFND4 520,46900
DANAHER CORP DELCOM235851102120,8271,552,246SH DFND1 3 41,552,24600
DANAHER CORP DELCOM2358511022,99138,428SH DFND4 538,42800
DARDEN RESTAURANTS INCCOM23719410533,771464,410SH DFND1 3 4464,41000
DARDEN RESTAURANTS INCCOM2371941051,80424,809SH DFND4 524,80900
DARLING INGREDIENTS INCCOM23726610115,5931,207,789SH DFND1 3 41,207,78900
DARLING INGREDIENTS INCCOM23726610146536,051SH DFND4 536,05100
DAVE & BUSTERS ENTMT INCCOM23833710915,452274,461SH DFND1 3 4274,46100
DAVE & BUSTERS ENTMT INCCOM2383371094497,970SH DFND4 57,97000
DAVITA INCCOM23918K108179,9782,803,396SH DFND1 3 42,803,39600
DAVITA INCCOM23918K1082,07532,328SH DFND4 532,32800
DCT INDUSTRIAL TRUST INCCOM NEW23315320419,121399,350SH DFND1 3 4399,35000
DCT INDUSTRIAL TRUST INCCOM NEW23315320473515,355SH DFND4 515,35500
DDR CORPCOM23317H10262440,847SH DFND4 540,84700
DEAN FOODS CO NEWCOM NEW24237020336,6251,681,567SH DFND1 3 41,681,56700
DEAN FOODS CO NEWCOM NEW24237020345620,923SH DFND4 520,92300
DECKERS OUTDOOR CORPCOM2435371074107,397SH DFND4 57,39700
DECKERS OUTDOOR CORPCOM2435371076,781122,417SH DFND1 3 4122,41700
DEERE & COCOM24419910540,912397,051SH DFND1 3 4397,05100
DEERE & COCOM2441991052,31622,476SH DFND4 522,47600
DELEK US HLDGS INCCOM24664710144718,581SH DFND1 3 418,58100
DELEK US HLDGS INCCOM2466471012028,397SH DFND4 58,39700
DELL TECHNOLOGIES INCCOM CL V24703L1033285,966SH DFND4 55,96600
DELPHI AUTOMOTIVE PLCSHSG2782310624,894369,623SH DFND1 3 4369,62300
DELPHI AUTOMOTIVE PLCSHSG278231063,99859,365SH DFND4 559,36500
DELTA AIR LINES INC DELCOM NEW24736170249,5751,007,822SH DFND1 3 41,007,82200
DELTA AIR LINES INC DELCOM NEW2473617023,70275,268SH DFND4 575,26800
DELTIC TIMBER CORPCOM2478501005,97977,583SH DFND1 3 477,58300
DELUXE CORPCOM24801910172010,048SH DFND4 510,04800
DELUXE CORPCOM24801910113,359186,548SH DFND1 3 4186,54800
DENBURY RES INCCOM NEW24791620817848,486SH DFND4 548,48600
DENBURY RES INCCOM NEW2479162085,6431,533,443SH DFND1 3 41,533,44300
DENNYS CORPCOM24869P10425720,051SH DFND4 520,05100
DENTSPLY SIRONA INCCOM24906P10918,191315,101SH DFND1 3 4315,10100
DENTSPLY SIRONA INCCOM24906P1091,58527,447SH DFND4 527,44700
DEPOMED INCCOM2499081048,168453,276SH DFND1 3 4453,27600
DEVON ENERGY CORP NEWCOM25179M10359,1131,294,359SH DFND1 3 41,294,35900
DEVON ENERGY CORP NEWCOM25179M1032,94164,394SH DFND4 564,39400
DEVRY ED GROUP INCCOM2518931036,797217,847SH DFND1 3 4217,84700
DEVRY ED GROUP INCCOM25189310339212,560SH DFND4 512,56000
DEXCOM INCCOM2521311073325,566SH DFND4 55,56600
DEXCOM INCCOM2521311073,65961,301SH DFND1 3 461,30100
DHI GROUP INCCOM23331S1002,282365,065SH DFND1 3 4365,06500
DIAMOND OFFSHORE DRILLING INCOM25271C10219511,042SH DFND4 511,04200
DIAMOND OFFSHORE DRILLING INCOM25271C1024,354245,979SH DFND1 3 4245,97900
DIAMONDBACK ENERGY INCCOM25278X1091,10810,959SH DFND4 510,95900
DIAMONDROCK HOSPITALITY COCOM25278430120,7331,798,138SH DFND1 3 41,798,13800
DIAMONDROCK HOSPITALITY COCOM25278430146340,195SH DFND4 540,19500
DICKS SPORTING GOODS INCCOM25339310217,970338,426SH DFND1 3 4338,42600
DICKS SPORTING GOODS INCCOM25339310294717,827SH DFND4 517,82700
DIEBOLD NXDF INCCOM2536511037,210286,690SH DFND1 3 4286,69000
DIEBOLD NXDF INCCOM2536511032369,373SH DFND4 59,37300
DIGI INTL INCCOM2537981022,638191,840SH DFND1 3 4191,84000
DIGITAL RLTY TR INCCOM25386810383,023844,935SH DFND1 3 4844,93500
DIGITAL RLTY TR INCCOM2538681033,07631,300SH DFND4 531,30000
DIGITALGLOBE INCCOM NEW25389M87794332,922SH DFND1 3 432,92200
DIGITALGLOBE INCCOM NEW25389M87735112,257SH DFND4 512,25700
DILLARDS INCCL A2540671012273,616SH DFND4 53,61600
DIME CMNTY BANCSHARESCOM2539221084,650231,351SH DFND1 3 4231,35100
DINEEQUITY INCCOM2544231069,613124,843SH DFND1 3 4124,84300
DIODES INCCOM2545431017,273283,317SH DFND1 3 4283,31700
DIPLOMAT PHARMACY INCCOM25456K1013,960314,277SH DFND1 3 4314,27700
DISCOVER FINL SVCSCOM25470910840,437560,942SH DFND1 3 4560,94200
DISCOVER FINL SVCSCOM2547091082,41033,434SH DFND4 533,43400
DISCOVERY COMMUNICATNS NEWCOM SER A25470F10484230,709SH DFND4 530,70900
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1045,684207,354SH DFND1 3 4207,35400
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3028,062301,042SH DFND1 3 4301,04200
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3021,08240,417SH DFND4 540,41700
DISH NETWORK CORPCL A25470M1091,06418,360SH DFND4 518,36000
DISNEY WALT COCOM DISNEY254687106209,5512,010,656SH DFND1 3 42,010,65600
DISNEY WALT COCOM DISNEY25468710611,522110,554SH DFND4 5110,55400
DOLBY LABORATORIES INCCOM25659T10792220,400SH DFND1 3 420,40000
DOLBY LABORATORIES INCCOM25659T1074349,607SH DFND4 59,60700
DOLLAR GEN CORP NEWCOM256677105108,9311,470,655SH DFND1 3 41,470,65500
DOLLAR GEN CORP NEWCOM2566771053,39745,865SH DFND4 545,86500
DOLLAR TREE INCCOM256746108380,8304,934,308SH DFND1 3 44,934,30800
DOLLAR TREE INCCOM2567461082,37930,820SH DFND4 530,82000
DOMINION RES INC VA NEWCOM25746U10965,566856,064SH DFND1 3 4856,06400
DOMINION RES INC VA NEWCOM25746U1091,59320,801SH DFND4 520,80100
DOMINOS PIZZA INCCOM25754A20129,354184,336SH DFND1 3 4184,33600
DOMINOS PIZZA INCCOM25754A2011,69810,662SH DFND4 510,66200
DOMTAR CORPCOM NEW25755920319,859508,807SH DFND1 3 4508,80700
DOMTAR CORPCOM NEW25755920342910,993SH DFND4 510,99300
DONALDSON INCCOM25765110930,981736,241SH DFND1 3 4736,24100
DONALDSON INCCOM2576511091,13727,024SH DFND4 527,02400
DONNELLEY FINL SOLUTIONS INCCOM25787G1004,471194,559SH DFND1 3 4194,55900
DONNELLEY FINL SOLUTIONS INCCOM25787G10027511,970SH DFND4 511,97000
DONNELLEY R R & SONS COCOM2578672008,359512,203SH DFND1 3 4512,20300
DONNELLEY R R & SONS COCOM25786720023014,119SH DFND4 514,11900
DORMAN PRODUCTS INCCOM25827810016,874230,958SH DFND1 3 4230,95800
DORMAN PRODUCTS INCCOM2582781004265,830SH DFND4 55,83000
DOUGLAS EMMETT INCCOM25960P10985923,494SH DFND4 523,49400
DOUGLAS EMMETT INCCOM25960P10920,085549,384SH DFND1 3 4549,38400
DOVER CORPCOM26000310815,885212,004SH DFND1 3 4212,00400
DOVER CORPCOM2600031081,46619,560SH DFND4 519,56000
DOW CHEM COCOM260543103193,8473,387,749SH DFND1 3 43,387,74900
DOW CHEM COCOM2605431032,01035,120SH DFND4 535,12000
DR PEPPER SNAPPLE GROUP INCCOM26138E10925,619282,550SH DFND1 3 4282,55000
DR PEPPER SNAPPLE GROUP INCCOM26138E1093,70640,869SH DFND4 540,86900
DREW INDS INCCOM NEW26168L20520,668191,813SH DFND1 3 4191,81300
DREW INDS INCCOM NEW26168L2055425,031SH DFND4 55,03100
DRIL-QUIP INCCOM2620371049,286154,633SH DFND1 3 4154,63300
DRIL-QUIP INCCOM2620371044146,888SH DFND4 56,88800
DSP GROUP INCCOM23332B1062,069158,566SH DFND1 3 4158,56600
DST SYS INC DELCOM23332610713,154122,764SH DFND1 3 4122,76400
DST SYS INC DELCOM2333261077577,062SH DFND4 57,06200
DSW INCCL A23334L1021,14150,386SH DFND1 3 450,38600
DSW INCCL A23334L10230913,629SH DFND4 513,62900
DTE ENERGY COCOM23333110739,831404,338SH DFND1 3 4404,33800
DTE ENERGY COCOM2333311073,46535,173SH DFND4 535,17300
DU PONT E I DE NEMOURS & COCOM26353410987,2901,189,241SH DFND1 3 41,189,24100
DU PONT E I DE NEMOURS & COCOM2635341096,38687,000SH DFND4 587,00000
DUKE ENERGY CORP NEWCOM NEW26441C2041,16314,986SH DFND4 514,98600
DUKE ENERGY CORP NEWCOM NEW26441C20473,052941,142SH DFND1 3 4941,14200
DUKE REALTY CORPCOM NEW2644115051,78167,049SH DFND4 567,04900
DUKE REALTY CORPCOM NEW264411505332,86112,532,403SH DFND1 3 412,532,40300
DUKE REALTY CORPCOM NEW26441150518,074680,523SH DFND2 3 4680,52300
DUN & BRADSTREET CORP DEL NECOM26483E1006,39852,738SH DFND1 3 452,73800
DUN & BRADSTREET CORP DEL NECOM26483E1008897,328SH DFND4 57,32800
DUNKIN BRANDS GROUP INCCOM26550410018,392350,728SH DFND1 3 4350,72800
DUNKIN BRANDS GROUP INCCOM26550410093217,771SH DFND4 517,77100
DUPONT FABROS TECHNOLOGY INCCOM26613Q10664314,635SH DFND4 514,63500
DURECT CORPCOM2666051043525,769SH DFND4 525,76900
DXP ENTERPRISES INC NEWCOM NEW2333774073,931113,150SH DFND1 3 4113,15000
DYCOM INDS INCCOM2674751014785,950SH DFND4 55,95000
DYCOM INDS INCCOM2674751019,639120,055SH DFND1 3 4120,05500
DYNEGY INC NEW DELCOM26817R10813516,001SH DFND4 516,00100
E TRADE FINANCIAL CORPCOM NEW26924640113,139379,203SH DFND1 3 4379,20300
E TRADE FINANCIAL CORPCOM NEW2692464011,24135,805SH DFND4 535,80500
EAGLE BANCORP INC MDCOM2689481062584,239SH DFND4 54,23900
EAGLE MATERIALS INCCOM26969P10818,127183,979SH DFND1 3 4183,97900
EAGLE MATERIALS INCCOM26969P1088728,846SH DFND4 58,84600
EAGLE PHARMACEUTICALS INCCOM2697961084,61458,157SH DFND1 3 458,15700
EARTHLINK HLDGS CORPCOM27033X10111720,738SH DFND4 520,73800
EAST WEST BANCORP INCCOM27579R10458,1371,143,771SH DFND1 3 41,143,77100
EAST WEST BANCORP INCCOM27579R10495618,806SH DFND4 518,80600
EASTGROUP PPTY INCCOM2772761015176,999SH DFND4 56,99900
EASTGROUP PPTY INCCOM27727610135,823485,146SH DFND1 3 4485,14600
EASTMAN CHEM COCOM27743210027,983372,063SH DFND1 3 4372,06300
EASTMAN CHEM COCOM2774321002,04727,214SH DFND4 527,21400
EATON CORP PLCSHSG2918310354,375810,485SH DFND1 3 4810,48500
EATON CORP PLCSHSG291831031,01615,150SH DFND4 515,15000
EATON VANCE CORPCOM NON VTG27826510318,124432,763SH DFND1 3 4432,76300
EATON VANCE CORPCOM NON VTG27826510389021,263SH DFND4 521,26300
EBAY INCCOM27864210342,9321,445,992SH DFND1 3 41,445,99200
EBAY INCCOM2786421034,784161,134SH DFND4 5161,13400
EBIX INCCOM NEW2787152069,976174,860SH DFND1 3 4174,86000
EBIX INCCOM NEW2787152063516,150SH DFND4 56,15000
ECHO GLOBAL LOGISTICS INCCOM27875T1015,047201,471SH DFND1 3 4201,47100
ECHOSTAR CORPCL A27876810642,221821,569SH DFND1 3 4821,56900
ECHOSTAR CORPCL A2787681064408,560SH DFND4 58,56000
ECOLAB INCCOM278865100132,8791,133,582SH DFND1 3 41,133,58200
ECOLAB INCCOM2788651002,07817,724SH DFND4 517,72400
EDGEWELL PERS CARE COCOM28035Q10216,128220,958SH DFND1 3 4220,95800
EDGEWELL PERS CARE COCOM28035Q1026669,127SH DFND4 59,12700
EDISON INTLCOM28102010743,412603,030SH DFND1 3 4603,03000
EDISON INTLCOM2810201072,71837,752SH DFND4 537,75200
EDUCATION RLTY TR INCCOM NEW28140H203109,0362,577,693SH DFND1 3 42,577,69300
EDUCATION RLTY TR INCCOM NEW28140H2038,304196,288SH DFND2 3 4196,28800
EDUCATION RLTY TR INCCOM NEW28140H20355813,189SH DFND4 513,18900
EDWARDS LIFESCIENCES CORPCOM28176E1083,19434,083SH DFND4 534,08300
EDWARDS LIFESCIENCES CORPCOM28176E10827,823296,938SH DFND1 3 4296,93800
EHEALTH INCCOM28238P1091,304122,405SH DFND1 3 4122,40500
EL PASO ELEC COCOM NEW2836778542595,562SH DFND4 55,56200
EL PASO ELEC COCOM NEW28367785413,818297,171SH DFND1 3 4297,17100
EL POLLO LOCO HLDGS INCCOM2686031071,943158,005SH DFND1 3 4158,00500
ELDORADO RESORTS INCCOM28470R10217810,489SH DFND1 3 410,48900
ELECTRO SCIENTIFIC INDSCOM2852291001,409238,077SH DFND1 3 4238,07700
ELECTRONIC ARTS INCCOM28551210932,933418,137SH DFND1 3 4418,13700
ELECTRONIC ARTS INCCOM2855121095,78273,417SH DFND4 573,41700
ELECTRONICS FOR IMAGING INCCOM28608210215,044342,992SH DFND1 3 4342,99200
ELECTRONICS FOR IMAGING INCCOM2860821022916,643SH DFND4 56,64300
ELLIE MAE INCCOM28849P1003844,591SH DFND4 54,59100
ELLIE MAE INCCOM28849P1001,25414,984SH DFND1 3 414,98400
ELLIS PERRY INTL INCCOM2888531042,20888,651SH DFND1 3 488,65100
EMCOR GROUP INCCOM29084Q10045,165638,280SH DFND1 3 4638,28000
EMCOR GROUP INCCOM29084Q10087512,372SH DFND4 512,37200
EMERGENT BIOSOLUTIONS INCCOM29089Q1058,779267,324SH DFND1 3 4267,32400
EMERSON ELEC COCOM29101110451,000914,805SH DFND1 3 4914,80500
EMERSON ELEC COCOM2910111041,03618,581SH DFND4 518,58100
EMPIRE DIST ELEC COCOM29164110834710,189SH DFND4 510,18900
EMPIRE ST RLTY TR INCCL A29210410650625,059SH DFND4 525,05900
EMPLOYERS HOLDINGS INCCOM29221810423,177585,264SH DFND1 3 4585,26400
EMPLOYERS HOLDINGS INCCOM2922181042987,537SH DFND4 57,53700
ENANTA PHARMACEUTICALS INCCOM29251M1063,435102,525SH DFND1 3 4102,52500
ENBRIDGE INCNOTE 6.000% 1/129250NAN514,9630SH DFND1 3 4000
ENCORE CAP GROUP INCCOM2925541024,935172,261SH DFND1 3 4172,26100
ENCORE WIRE CORPCOM2925621056,589151,988SH DFND1 3 4151,98800
ENDO INTL PLCSHSG304011064,559276,779SH DFND1 3 4276,77900
ENDO INTL PLCSHSG3040110654933,307SH DFND4 533,30700
ENDOLOGIX INCCOM29266S1068915,530SH DFND4 515,53000
ENDURANCE INTL GROUP HLDGS ICOM29272B10510611,353SH DFND4 511,35300
ENDURANCE SPECIALTY HLDGS LTSHSG3039710622,667245,313SH DFND1 3 4245,31300
ENDURANCE SPECIALTY HLDGS LTSHSG303971067698,322SH DFND4 58,32200
ENERGEN CORPCOM29265N10821,359370,373SH DFND1 3 4370,37300
ENERGEN CORPCOM29265N10872712,614SH DFND4 512,61400
ENERGIZER HLDGS INC NEWCOM29272W10952011,656SH DFND4 511,65600
ENERGIZER HLDGS INC NEWCOM29272W10910,508235,552SH DFND1 3 4235,55200
ENERGY RECOVERY INCCOM29270J1007,251700,517SH DFND1 3 4700,51700
ENERSYSCOM29275Y10230,077385,100SH DFND1 3 4385,10000
ENERSYSCOM29275Y1027259,282SH DFND4 59,28200
ENGILITY HLDGS INC NEWCOM29286C1074,363129,455SH DFND1 3 4129,45500
ENLINK MIDSTREAM LLCCOM UNIT REP LTD29336T10023,5251,234,932SH DFND1 3 41,234,93200
ENLINK MIDSTREAM PARTNERS LPCOM UNIT REP LTD29336U1076,299341,939SH DFND1 3 4341,93900
ENOVA INTL INCCOM29357K1032,140170,515SH DFND1 3 4170,51500
ENPRO INDS INCCOM29355X10710,552156,652SH DFND1 3 4156,65200
ENPRO INDS INCCOM29355X1072022,992SH DFND4 52,99200
ENSCO PLCSHS CLASS AG3157S10611,2421,156,582SH DFND1 3 41,156,58200
ENSCO PLCSHS CLASS AG3157S10649951,383SH DFND4 551,38300
ENSIGN GROUP INCCOM29358P1017,974359,016SH DFND1 3 4359,01600
ENSTAR GROUP LIMITEDSHSG3075P1014442,246SH DFND4 52,24600
ENTEGRIS INCCOM29362U10458832,868SH DFND4 532,86800
ENTEGRIS INCCOM29362U10414,309799,370SH DFND1 3 4799,37000
ENTERGY CORP NEWCOM29364G10317,960244,460SH DFND1 3 4244,46000
ENTERGY CORP NEWCOM29364G1032,22730,312SH DFND4 530,31200
ENTERPRISE FINL SVCS CORPCOM2937121053548,238SH DFND1 3 48,23800
ENTERPRISE FINL SVCS CORPCOM2937121052155,004SH DFND4 55,00400
ENTRAVISION COMMUNICATIONS CCL A29382R1078512,154SH DFND4 512,15400
ENVESTNET INCCOM29404K1062045,799SH DFND4 55,79900
ENVISION HEALTHCARE CORPCOM29414D10010,133160,105SH DFND1 3 4160,10500
ENVISION HEALTHCARE CORPCOM29414D10082112,974SH DFND4 512,97400
EOG RES INCCOM26875P101185,8401,838,179SH DFND1 3 41,838,17900
EOG RES INCCOM26875P1011,64516,270SH DFND4 516,27000
EPAM SYS INCCOM29414B1044376,790SH DFND4 56,79000
EPIZYME INCCOM29428V1041,13393,658SH DFND1 3 493,65800
EPLUS INCCOM2942681075,56348,294SH DFND1 3 448,29400
EPR PPTYSCOM SH BEN INT26884U109188,2802,623,376SH DFND1 3 42,623,37600
EPR PPTYSCOM SH BEN INT26884U10910,620147,968SH DFND2 3 4147,96800
EPR PPTYSCOM SH BEN INT26884U10977110,739SH DFND4 510,73900
EQT CORPCOM26884L10915,419235,765SH DFND1 3 4235,76500
EQT CORPCOM26884L1091,89628,986SH DFND4 528,98600
EQUIFAX INCCOM29442910524,909210,686SH DFND1 3 4210,68600
EQUIFAX INCCOM2944291052,30519,495SH DFND4 519,49500
EQUINIX INCCOM PAR $0.00129444U700604,4481,691,190SH DFND1 3 41,691,19000
EQUINIX INCCOM PAR $0.00129444U70038,104106,611SH DFND2 3 4106,61100
EQUINIX INCCOM PAR $0.00129444U7003,3619,404SH DFND4 59,40400
EQUITY COMWLTHCOM SH BEN INT29462810264321,253SH DFND4 521,25300
EQUITY LIFESTYLE PPTYS INCCOM29472R10863,242877,149SH DFND1 3 4877,14900
EQUITY LIFESTYLE PPTYS INCCOM29472R1086,83394,767SH DFND2 3 494,76700
EQUITY LIFESTYLE PPTYS INCCOM29472R1081,10515,323SH DFND4 515,32300
EQUITY ONECOM294752100194,2136,328,205SH DFND1 3 46,328,20500
EQUITY ONECOM29475210013,191429,819SH DFND2 3 4429,81900
EQUITY ONECOM29475210049316,076SH DFND4 516,07600
EQUITY RESIDENTIALSH BEN INT29476L1074987,744SH DFND4 57,74400
EQUITY RESIDENTIALSH BEN INT29476L107138,3852,150,166SH DFND1 3 42,150,16600
EQUITY RESIDENTIALSH BEN INT29476L1078,050125,072SH DFND2 3 4125,07200
ERA GROUP INCCOM26885G1092,424142,815SH DFND1 3 4142,81500
ERIE INDTY COCL A29530P1026005,335SH DFND4 55,33500
ESCO TECHNOLOGIES INCCOM29631510411,103195,998SH DFND1 3 4195,99800
ESCO TECHNOLOGIES INCCOM2963151042975,241SH DFND4 55,24100
ESSENDANT INCCOM2966891025,666271,108SH DFND1 3 4271,10800
ESSENT GROUP LTDCOMG3198U1021,53047,267SH DFND1 3 447,26700
ESSENT GROUP LTDCOMG3198U10251415,892SH DFND4 515,89200
ESSEX PPTY TR INCCOM297178105456,5801,963,786SH DFND1 3 41,963,78600
ESSEX PPTY TR INCCOM29717810534,027146,354SH DFND2 3 4146,35400
ESSEX PPTY TR INCCOM2971781052,55410,984SH DFND4 510,98400
ESTERLINE TECHNOLOGIES CORPCOM2974251004835,418SH DFND4 55,41800
ESTERLINE TECHNOLOGIES CORPCOM29742510010,065112,840SH DFND1 3 4112,84000
ETHAN ALLEN INTERIORS INCCOM2976021047,233196,277SH DFND1 3 4196,27700
ETSY INCCOM29786A10617414,769SH DFND4 514,76900
EURONET WORLDWIDE INCCOM29873610974510,279SH DFND4 510,27900
EVERBANK FINL CORPCOM29977G10237719,394SH DFND4 519,39400
EVERCORE PARTNERS INCCLASS A29977A10537,029538,998SH DFND1 3 4538,99800
EVERCORE PARTNERS INCCLASS A29977A1055518,027SH DFND4 58,02700
EVEREST RE GROUP LTDCOMG3223R108129,105596,606SH DFND1 3 4596,60600
EVEREST RE GROUP LTDCOMG3223R1081,8238,423SH DFND4 58,42300
EVERSOURCE ENERGYCOM30040W10823,952433,678SH DFND1 3 4433,67800
EVERSOURCE ENERGYCOM30040W1082,09537,927SH DFND4 537,92700
EVERTEC INCCOM30040P10335820,194SH DFND4 520,19400
EVERTEC INCCOM30040P10328015,796SH DFND1 3 415,79600
EXACT SCIENCES CORPCOM30063P10526419,748SH DFND4 519,74800
EXAR CORPCOM3006451083,330308,922SH DFND1 3 4308,92200
EXCO RESOURCES INCCOM2692794022528,262SH DFND4 528,26200
EXELIXIS INCCOM30161Q1041,694113,610SH DFND1 3 4113,61000
EXELIXIS INCCOM30161Q10461841,466SH DFND4 541,46600
EXELON CORPCOM30161N101120,1773,386,213SH DFND1 3 43,386,21300
EXELON CORPCOM30161N1011,30136,647SH DFND4 536,64700
EXLSERVICE HOLDINGS INCCOM30208110428,754570,062SH DFND1 3 4570,06200
EXLSERVICE HOLDINGS INCCOM3020811042294,537SH DFND4 54,53700
EXPEDIA INC DELCOM NEW30212P30319,002167,776SH DFND1 3 4167,77600
EXPEDIA INC DELCOM NEW30212P3032,17919,237SH DFND4 519,23700
EXPEDITORS INTL WASH INCCOM30213010913,140248,114SH DFND1 3 4248,11400
EXPEDITORS INTL WASH INCCOM3021301091,52028,710SH DFND4 528,71000
EXPONENT INCCOM30214U1022173,592SH DFND4 53,59200
EXPONENT INCCOM30214U10211,745194,782SH DFND1 3 4194,78200
EXPRESS INCCOM30219E1036,621615,302SH DFND1 3 4615,30200
EXPRESS INCCOM30219E10317616,344SH DFND4 516,34400
EXPRESS SCRIPTS HLDG COCOM30219G10872,4681,053,462SH DFND1 3 41,053,46200
EXPRESS SCRIPTS HLDG COCOM30219G1084,50665,504SH DFND4 565,50400
EXTENDED STAY AMER INCUNIT 99/99/9999B30224P20037223,056SH DFND4 523,05600
EXTERRAN CORPCOM30227H1065,496229,981SH DFND1 3 4229,98100
EXTRA SPACE STORAGE INCCOM30225T1021,81223,461SH DFND4 523,46100
EXTRA SPACE STORAGE INCCOM30225T102263,8403,415,845SH DFND1 3 43,415,84500
EXTRA SPACE STORAGE INCCOM30225T10220,773268,932SH DFND2 3 4268,93200
EXTREME NETWORKS INCCOM30226D10610420,612SH DFND4 520,61200
EXXON MOBIL CORPCOM30231G102646,1307,158,532SH DFND1 3 47,158,53200
EXXON MOBIL CORPCOM30231G10211,992132,862SH DFND4 5132,86200
EZCORP INCCL A NON VTG3023011063,785355,381SH DFND1 3 4355,38100
F M C CORPCOM NEW30249130310,331182,652SH DFND1 3 4182,65200
F M C CORPCOM NEW3024913031,36124,055SH DFND4 524,05500
F5 NETWORKS INCCOM31561610214,971103,447SH DFND1 3 4103,44700
F5 NETWORKS INCCOM3156161022,04214,110SH DFND4 514,11000
FABRINETSHSG3323L10011,468284,570SH DFND1 3 4284,57000
FABRINETSHSG3323L1003308,179SH DFND4 58,17900
FACEBOOK INCCL A30303M10217,576152,772SH DFND4 5152,77200
FACEBOOK INCCL A30303M102432,8863,762,587SH DFND1 3 43,762,58700
FACTSET RESH SYS INCCOM30307510524,998152,956SH DFND1 3 4152,95600
FACTSET RESH SYS INCCOM3030751051,0446,391SH DFND4 56,39100
FAIR ISAAC CORPCOM30325010414,136118,569SH DFND1 3 4118,56900
FAIR ISAAC CORPCOM3032501047766,511SH DFND4 56,51100
FAIRMOUNT SANTROL HLDGS INCCOM30555Q10812410,541SH DFND4 510,54100
FARO TECHNOLOGIES INCCOM3116421024,402122,279SH DFND1 3 4122,27900
FASTENAL COCOM311900104109,5462,331,769SH DFND1 3 42,331,76900
FASTENAL COCOM31190010491619,503SH DFND4 519,50300
FBL FINL GROUP INCCL A30239F1062463,152SH DFND1 3 43,15200
FCB FINL HLDGS INCCL A30255G10318,137380,220SH DFND1 3 4380,22000
FCB FINL HLDGS INCCL A30255G1033266,826SH DFND4 56,82600
FEDERAL AGRIC MTG CORPCL C3131483062995,225SH DFND1 3 45,22500
FEDERAL REALTY INVT TRSH BEN INT NEW3137472061,66611,724SH DFND4 511,72400
FEDERAL REALTY INVT TRSH BEN INT NEW3137472064,37330,771SH DFND2 3 430,77100
FEDERAL REALTY INVT TRSH BEN INT NEW31374720666,999471,462SH DFND1 3 4471,46200
FEDERAL SIGNAL CORPCOM3138551086,890441,376SH DFND1 3 4441,37600
FEDERATED INVS INC PACL B31421110310,036354,875SH DFND1 3 4354,87500
FEDERATED INVS INC PACL B31421110351718,288SH DFND4 518,28800
FEDEX CORPCOM31428X10666,728358,369SH DFND1 3 4358,36900
FEDEX CORPCOM31428X1063,16516,998SH DFND4 516,99800
FELCOR LODGING TR INCCOM31430F10115319,052SH DFND4 519,05200
FERRO CORPCOM31540510016511,532SH DFND4 511,53200
FIBROGEN INCCOM31572Q8082079,693SH DFND4 59,69300
FIBROGEN INCCOM31572Q8082,693125,848SH DFND1 3 4125,84800
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R303347,96410,246,277SH DFND1 3 410,246,27700
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3031,76351,927SH DFND4 551,92700
FIDELITY NATIONAL FINANCIALFNFV GROUP COM31620R40217,3491,266,345SH DFND1 3 41,266,34500
FIDELITY NATL INFORMATION SVCOM31620M106279,1663,690,716SH DFND1 3 43,690,71600
FIDELITY NATL INFORMATION SVCOM31620M1064,11654,420SH DFND4 554,42000
FIDELITY SOUTHERN CORP NEWCOM3163941053,675155,270SH DFND1 3 4155,27000
FIESTA RESTAURANT GROUP INCCOM31660B1015,855196,143SH DFND1 3 4196,14300
FIFTH THIRD BANCORPCOM31677310095,3223,534,341SH DFND1 3 43,534,34100
FIFTH THIRD BANCORPCOM3167731004,139153,474SH DFND4 5153,47400
FINANCIAL ENGINES INCCOM31748510014,349390,453SH DFND1 3 4390,45300
FINANCIAL ENGINES INCCOM3174851002797,583SH DFND4 57,58300
FINISAR CORPCOM NEW31787A5071,27342,050SH DFND1 3 442,05000
FINISAR CORPCOM NEW31787A50761520,313SH DFND4 520,31300
FINISH LINE INCCL A3179231005,610298,249SH DFND1 3 4298,24900
FIREEYE INCCOM31816Q10116914,243SH DFND4 514,24300
FIRST AMERN FINL CORPCOM31847R10215,468422,283SH DFND1 3 4422,28300
FIRST AMERN FINL CORPCOM31847R10267018,303SH DFND4 518,30300
FIRST BANCORP P RCOM NEW3186727066,554991,541SH DFND1 3 4991,54100
FIRST BANCORP P RCOM NEW31867270610616,066SH DFND4 516,06600
FIRST BUSEY CORPCOM NEW3193832046,209201,716SH DFND1 3 4201,71600
FIRST COMWLTH FINL CORP PACOM3198291079,254652,631SH DFND1 3 4652,63100
FIRST COMWLTH FINL CORP PACOM31982910717112,064SH DFND4 512,06400
FIRST CTZNS BANCSHARES INC NCL A31946M1033721,047SH DFND4 51,04700
FIRST DATA CORP NEWCOM CL A32008D10689162,806SH DFND4 562,80600
FIRST FINL BANCORP OHCOM32020910912,959455,498SH DFND1 3 4455,49800
FIRST FINL BANCORP OHCOM3202091092418,468SH DFND4 58,46800
FIRST FINL BANKSHARESCOM32020R10922,641500,903SH DFND1 3 4500,90300
FIRST FINL BANKSHARESCOM32020R1094048,932SH DFND4 58,93200
FIRST FINL CORP INDCOM3202181002154,071SH DFND1 3 44,07100
FIRST HORIZON NATL CORPCOM32051710517,807889,775SH DFND1 3 4889,77500
FIRST HORIZON NATL CORPCOM32051710559429,674SH DFND4 529,67400
FIRST INDUSTRIAL REALTY TRUSCOM32054K103113,3834,042,178SH DFND1 3 44,042,17800
FIRST INDUSTRIAL REALTY TRUSCOM32054K1036,636236,551SH DFND2 3 4236,55100
FIRST INDUSTRIAL REALTY TRUSCOM32054K10360421,526SH DFND4 521,52600
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2012295,382SH DFND4 55,38200
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2013889,127SH DFND1 3 49,12700
FIRST LONG IS CORPCOM3207341064,518158,270SH DFND1 3 4158,27000
FIRST MERCHANTS CORPCOM3208171095,112135,783SH DFND1 3 4135,78300
FIRST MERCHANTS CORPCOM3208171093489,249SH DFND4 59,24900
FIRST MIDWEST BANCORP DELCOM32086710415,092598,158SH DFND1 3 4598,15800
FIRST MIDWEST BANCORP DELCOM32086710443217,111SH DFND4 517,11100
FIRST NBC BK HLDG COCOM32115D106855117,055SH DFND1 3 4117,05500
FIRST POTOMAC RLTY TRCOM33610F10911610,618SH DFND4 510,61800
FIRST REP BK SAN FRANCISCO CCOM33616C1006,29868,351SH DFND1 3 468,35100
FIRST REP BK SAN FRANCISCO CCOM33616C1002,02121,935SH DFND4 521,93500
FIRST SOLAR INCCOM3364331073,414106,374SH DFND1 3 4106,37400
FIRST SOLAR INCCOM3364331073129,723SH DFND4 59,72300
FIRSTCASH INCCOM33767D10516,719355,736SH DFND1 3 4355,73600
FIRSTCASH INCCOM33767D1054709,990SH DFND4 59,99000
FIRSTENERGY CORPCOM3379321072,35576,027SH DFND4 576,02700
FIRSTENERGY CORPCOM33793210730,848996,053SH DFND1 3 4996,05300
FISERV INCCOM33773810831,907300,218SH DFND1 3 4300,21800
FISERV INCCOM3377381085,96756,148SH DFND4 556,14800
FITBIT INCCL A33812L10210314,027SH DFND4 514,02700
FIVE BELOW INCCOM33829M10117,347434,114SH DFND1 3 4434,11400
FIVE BELOW INCCOM33829M1013027,564SH DFND4 57,56400
FIVE PRIME THERAPEUTICS INCCOM33830X10454410,854SH DFND1 3 410,85400
FIVE PRIME THERAPEUTICS INCCOM33830X1042384,745SH DFND4 54,74500
FLAGSTAR BANCORP INCCOM PAR .0013379307051,13642,188SH DFND1 3 442,18800
FLEETCOR TECHNOLOGIES INCCOM3390411052,48117,528SH DFND4 517,52800
FLIR SYS INCCOM30244510183222,986SH DFND4 522,98600
FLIR SYS INCCOM3024451016,723185,779SH DFND1 3 4185,77900
FLOTEK INDS INC DELCOM3433891023,710395,051SH DFND1 3 4395,05100
FLOTEK INDS INC DELCOM3433891029410,057SH DFND4 510,05700
FLOWERS FOODS INCCOM34349810113,934697,737SH DFND1 3 4697,73700
FLOWERS FOODS INCCOM34349810167333,724SH DFND4 533,72400
FLOWSERVE CORPCOM34354P10523,946498,360SH DFND1 3 4498,36000
FLOWSERVE CORPCOM34354P10549210,234SH DFND4 510,23400
FLUOR CORP NEWCOM34341210210,014190,679SH DFND1 3 4190,67900
FLUOR CORP NEWCOM34341210293317,773SH DFND4 517,77300
FMC TECHNOLOGIES INCCOM30249U1011,73448,812SH DFND4 548,81200
FMC TECHNOLOGIES INCCOM30249U10111,500323,659SH DFND1 3 4323,65900
FNB CORP PACOM30252010112,763796,197SH DFND1 3 4796,19700
FNB CORP PACOM30252010166041,158SH DFND4 541,15800
FOOT LOCKER INCCOM34484910415,967225,243SH DFND1 3 4225,24300
FOOT LOCKER INCCOM3448491042,16230,497SH DFND4 530,49700
FORD MTR CO DELCOM PAR $0.0134537086064,7465,337,674SH DFND1 3 45,337,67400
FORD MTR CO DELCOM PAR $0.013453708601,02384,368SH DFND4 584,36800
FORESIGHT ENERGY LPCOM UNT RP INT34552U1048112,595SH DFND1 3 412,59500
FOREST CITY RLTY TR INCCOM CL A345605109152,3357,309,717SH DFND1 3 47,309,71700
FOREST CITY RLTY TR INCCOM CL A34560510980238,465SH DFND4 538,46500
FORESTAR GROUP INCCOM3462331092,590194,732SH DFND1 3 4194,73200
FORMFACTOR INCCOM34637510813011,618SH DFND4 511,61800
FORRESTER RESH INCCOM3465631093,28676,499SH DFND1 3 476,49900
FORTERRA INCCOM34960W10610,461482,988SH DFND1 3 4482,98800
FORTINET INCCOM34959E10916,909561,395SH DFND1 3 4561,39500
FORTINET INCCOM34959E10986528,711SH DFND4 528,71100
FORTIS INCCOM3495531078,273267,902SH DFND1 3 4267,90200
FORTIVE CORPCOM34959J10822,020410,644SH DFND1 3 4410,64400
FORTIVE CORPCOM34959J10875013,980SH DFND4 513,98000
FORTUNE BRANDS HOME & SEC INCOM34964C10611,258210,585SH DFND1 3 4210,58500
FORTUNE BRANDS HOME & SEC INCOM34964C1061,36925,617SH DFND4 525,61700
FORUM ENERGY TECHNOLOGIES INCOM34984V10024411,091SH DFND1 3 411,09100
FORWARD AIR CORPCOM34985310111,125234,826SH DFND1 3 4234,82600
FOSSIL GROUP INCCOM34988V1064,132159,773SH DFND1 3 4159,77300
FOUR CORNERS PPTY TR INCCOM35086T1099,012439,193SH DFND1 3 4439,19300
FOUR CORNERS PPTY TR INCCOM35086T10924612,012SH DFND4 512,01200
FOX FACTORY HLDG CORPCOM35138V1026,182222,768SH DFND1 3 4222,76800
FRANCESCAS HLDGS CORPCOM3517931045,357297,091SH DFND1 3 4297,09100
FRANKLIN ELEC INCCOM35351410212,436319,681SH DFND1 3 4319,68100
FRANKLIN ELEC INCCOM35351410242110,825SH DFND4 510,82500
FRANKLIN RES INCCOM35461310118,742473,522SH DFND1 3 4473,52200
FRANKLIN RES INCCOM3546131013097,800SH DFND4 57,80000
FRANKLIN STREET PPTYS CORPCOM35471R10610,219788,469SH DFND1 3 4788,46900
FRANKLIN STREET PPTYS CORPCOM35471R10630023,181SH DFND4 523,18100
FRANKS INTL N VCOMN3346210717814,445SH DFND1 3 414,44500
FREDS INCCL A3561081004,779257,467SH DFND1 3 4257,46700
FREEPORT-MCMORAN INCCL B35671D85731,1082,358,446SH DFND1 3 42,358,44600
FREEPORT-MCMORAN INCCL B35671D8572,144162,535SH DFND4 5162,53500
FRESH DEL MONTE PRODUCE INCORDG367381051,16519,220SH DFND1 3 419,22000
FRESH DEL MONTE PRODUCE INCORDG367381054407,250SH DFND4 57,25000
FRONTIER COMMUNICATIONS CORPCOM35906A1085,4111,600,870SH DFND1 3 41,600,87000
FRONTIER COMMUNICATIONS CORPCOM35906A108618182,835SH DFND4 5182,83500
FRONTLINE LTDSHS NEWG3682E1928612,097SH DFND4 512,09700
FTD COS INCCOM30281V1082,998125,769SH DFND1 3 4125,76900
FTI CONSULTING INCCOM3029411097,289161,681SH DFND1 3 4161,68100
FTI CONSULTING INCCOM3029411094329,579SH DFND4 59,57900
FULLER H B COCOM35969410618,610385,230SH DFND1 3 4385,23000
FULLER H B COCOM35969410652210,799SH DFND4 510,79900
FULTON FINL CORP PACOM36027110012,506665,201SH DFND1 3 4665,20100
FULTON FINL CORP PACOM36027110063733,868SH DFND4 533,86800
FUTUREFUEL CORPORATIONCOM36116M1062,318166,728SH DFND1 3 4166,72800
G & K SVCS INCCL A36126810513,950144,632SH DFND1 3 4144,63200
G & K SVCS INCCL A3612681052612,703SH DFND4 52,70300
GALLAGHER ARTHUR J & COCOM36357610928,571549,864SH DFND1 3 4549,86400
GALLAGHER ARTHUR J & COCOM3635761092,13541,094SH DFND4 541,09400
GAMESTOP CORP NEWCL A36467W1099,878391,047SH DFND1 3 4391,04700
GAMESTOP CORP NEWCL A36467W10942916,987SH DFND4 516,98700
GAMING & LEISURE PPTYS INCCOM36467J1081,22640,027SH DFND4 540,02700
GANNETT CO INCCOM36473H1048,626888,402SH DFND1 3 4888,40200
GANNETT CO INCCOM36473H10415516,011SH DFND4 516,01100
GAP INC DELCOM36476010810,789480,828SH DFND1 3 4480,82800
GAP INC DELCOM3647601081,04746,641SH DFND4 546,64100
GARMIN LTDSHSH2906T10918,948390,761SH DFND1 3 4390,76100
GARMIN LTDSHSH2906T1091,00720,773SH DFND4 520,77300
GARTNER INCCOM36665110731,942316,035SH DFND1 3 4316,03500
GARTNER INCCOM3666511071,70716,890SH DFND4 516,89000
GATX CORPCOM36144810310,356168,175SH DFND1 3 4168,17500
GATX CORPCOM3614481033485,644SH DFND4 55,64400
GCP APPLIED TECHNOLOGIES INCCOM36164Y1012649,880SH DFND4 59,88000
GENERAC HLDGS INCCOM36873610454113,290SH DFND4 513,29000
GENERAL CABLE CORP DEL NEWCOM3693001086,887361,523SH DFND1 3 4361,52300
GENERAL COMMUNICATION INCCL A3693851093,791194,898SH DFND1 3 4194,89800
GENERAL DYNAMICS CORPCOM36955010885,993498,049SH DFND1 3 4498,04900
GENERAL DYNAMICS CORPCOM3695501083,30319,130SH DFND4 519,13000
GENERAL ELECTRIC COCOM3696041038,949283,211SH DFND4 5283,21100
GENERAL ELECTRIC COCOM369604103404,00212,784,873SH DFND1 3 412,784,87300
GENERAL GROWTH PPTYS INC NEWCOM370023103236,6649,474,127SH DFND1 3 49,474,12700
GENERAL GROWTH PPTYS INC NEWCOM37002310316,981679,805SH DFND2 3 4679,80500
GENERAL GROWTH PPTYS INC NEWCOM3700231031,71768,743SH DFND4 568,74300
GENERAL MLS INCCOM37033410449,917808,105SH DFND1 3 4808,10500
GENERAL MLS INCCOM3703341043,89563,052SH DFND4 563,05200
GENERAL MTRS COCOM37045V10065,9771,893,707SH DFND1 3 41,893,70700
GENERAL MTRS COCOM37045V1001,58245,408SH DFND4 545,40800
GENESCO INCCOM3715321023285,286SH DFND4 55,28600
GENESCO INCCOM3715321029,424151,762SH DFND1 3 4151,76200
GENESEE & WYO INCCL A3715591056359,143SH DFND4 59,14300
GENESEE & WYO INCCL A37155910516,223233,730SH DFND1 3 4233,73000
GENOCEA BIOSCIENCES INCCOM372427104899218,100SH DFND1 3 4218,10000
GENPACT LIMITEDSHSG3922B10776631,482SH DFND4 531,48200
GENTEX CORPCOM37190110921,6261,098,306SH DFND1 3 41,098,30600
GENTEX CORPCOM3719011091,11256,474SH DFND4 556,47400
GENTHERM INCCOM37253A1039,063267,749SH DFND1 3 4267,74900
GENUINE PARTS COCOM37246010520,593215,541SH DFND1 3 4215,54100
GENUINE PARTS COCOM3724601052,93730,746SH DFND4 530,74600
GENWORTH FINL INCCOM CL A37247D1067,3011,916,341SH DFND1 3 41,916,34100
GENWORTH FINL INCCOM CL A37247D106403105,746SH DFND4 5105,74600
GEO GROUP INC NEWCOM36162J10619,766550,114SH DFND1 3 4550,11400
GEO GROUP INC NEWCOM36162J10636610,192SH DFND4 510,19200
GEOSPACE TECHNOLOGIES CORPCOM37364X1091,99097,742SH DFND1 3 497,74200
GERON CORPCOM3741631035727,525SH DFND4 527,52500
GETTY RLTY CORP NEWCOM3742971095,535217,133SH DFND1 3 4217,13300
GIBRALTAR INDS INCCOM3746891079,973239,459SH DFND1 3 4239,45900
GIBRALTAR INDS INCCOM3746891073428,215SH DFND4 58,21500
GIGAMON INCCOM37518B10213,219290,212SH DFND1 3 4290,21200
GIGAMON INCCOM37518B1023617,936SH DFND4 57,93600
GIGPEAK INCCOM37518Q1093614,322SH DFND4 514,32200
G-III APPAREL GROUP LTDCOM36237H1019,490321,035SH DFND1 3 4321,03500
GILEAD SCIENCES INCCOM3755581038,727121,870SH DFND4 5121,87000
GILEAD SCIENCES INCCOM375558103234,1783,270,190SH DFND1 3 43,270,19000
GLACIER BANCORP INC NEWCOM37637Q10537910,461SH DFND4 510,46100
GLACIER BANCORP INC NEWCOM37637Q10520,332561,204SH DFND1 3 4561,20400
GLATFELTERCOM3773161047,668320,960SH DFND1 3 4320,96000
GLAUKOS CORPCOM37732210254315,837SH DFND1 3 415,83700
GLOBAL BRASS & COPPR HLDGS ICOM37953G1036,773197,477SH DFND1 3 4197,47700
GLOBAL NET LEASE INCCOM37937810218323,401SH DFND4 523,40100
GLOBAL PMTS INCCOM37940X10214,579210,046SH DFND1 3 4210,04600
GLOBAL PMTS INCCOM37940X1021,74125,090SH DFND4 525,09000
GLOBALSTAR INCCOM3789734083824,064SH DFND4 524,06400
GLOBUS MED INCCL A3795772087,341295,887SH DFND1 3 4295,88700
GLOBUS MED INCCL A3795772082419,708SH DFND4 59,70800
GMS INCCOM36251C1039,399321,016SH DFND1 3 4321,01600
GNC HLDGS INCCOM CL A36191G10732429,374SH DFND1 3 429,37400
GODADDY INCCL A38023710741211,775SH DFND4 511,77500
GODADDY INCCL A38023710717,003486,493SH DFND1 3 4486,49300
GOLAR LNG LTD BERMUDASHSG9456A10028112,269SH DFND4 512,26900
GOLD RESOURCE CORPCOM38068T1054810,943SH DFND4 510,94300
GOLDMAN SACHS GROUP INCCOM38141G104124,065518,123SH DFND1 3 4518,12300
GOLDMAN SACHS GROUP INCCOM38141G1042,0098,390SH DFND4 58,39000
GOODYEAR TIRE & RUBR COCOM38255010113,339432,107SH DFND1 3 4432,10700
GOODYEAR TIRE & RUBR COCOM38255010180125,951SH DFND4 525,95100
GOPRO INCCL A38268T10312013,830SH DFND4 513,83000
GORMAN RUPP COCOM38308210443514,043SH DFND1 3 414,04300
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A1039,952521,997SH DFND1 3 4521,99700
GOVERNMENT PPTYS INCOME TRCOM SHS BEN INT38376A10328715,043SH DFND4 515,04300
GRACE W R & CO DEL NEWCOM38388F1086219,184SH DFND4 59,18400
GRACO INCCOM38410910417,658212,516SH DFND1 3 4212,51600
GRACO INCCOM3841091044185,027SH DFND4 55,02700
GRAHAM HLDGS COCOM3846371049,08317,741SH DFND1 3 417,74100
GRAHAM HLDGS COCOM384637104292571SH DFND4 557100
GRAINGER W W INCCOM38480210417,40274,928SH DFND1 3 474,92800
GRAINGER W W INCCOM3848021042,0989,035SH DFND4 59,03500
GRAMERCY PPTY TRCOM38500210031,0253,379,609SH DFND1 3 43,379,60900
GRAMERCY PPTY TRCOM38500210053057,739SH DFND4 557,73900
GRAND CANYON ED INCCOM38526M1065549,482SH DFND4 59,48200
GRAND CANYON ED INCCOM38526M1065228,923SH DFND1 3 48,92300
GRANITE CONSTR INCCOM3873281078,311151,105SH DFND1 3 4151,10500
GRANITE CONSTR INCCOM3873281074067,380SH DFND4 57,38000
GRAPHIC PACKAGING HLDG COCOM38868910112,9911,040,975SH DFND1 3 41,040,97500
GRAPHIC PACKAGING HLDG COCOM38868910182666,170SH DFND4 566,17000
GRAY TELEVISION INCCOM38937510613312,271SH DFND4 512,27100
GREAT PLAINS ENERGY INCCOM39116410043,8401,602,924SH DFND1 3 41,602,92400
GREAT PLAINS ENERGY INCCOM3911641001,16742,673SH DFND4 542,67300
GREAT WESTN BANCORP INCCOM39141610441,177944,637SH DFND1 3 4944,63700
GREAT WESTN BANCORP INCCOM39141610450811,656SH DFND4 511,65600
GREEN DOT CORPCL A39304D1027,662325,353SH DFND1 3 4325,35300
GREEN DOT CORPCL A39304D10230713,036SH DFND4 513,03600
GREEN PLAINS INCCOM3932221047,745278,109SH DFND1 3 4278,10900
GREEN PLAINS INCCOM3932221042589,263SH DFND4 59,26300
GREENBRIER COS INCCOM3936571019,247222,541SH DFND1 3 4222,54100
GREENBRIER COS INCCOM3936571012455,903SH DFND4 55,90300
GREENHILL & CO INCCOM3952591045,525199,450SH DFND1 3 4199,45000
GREIF INCCL A3976241075,573108,618SH DFND1 3 4108,61800
GREIF INCCL A3976241072795,431SH DFND4 55,43100
GRIFFON CORPCOM3984331025,712218,005SH DFND1 3 4218,00500
GROUP 1 AUTOMOTIVE INCCOM39890510911,360145,755SH DFND1 3 4145,75500
GROUP 1 AUTOMOTIVE INCCOM3989051092212,838SH DFND4 52,83800
GROUPON INCCOM39947310731695,274SH DFND4 595,27400
GRUBHUB INCCOM40011010264217,074SH DFND4 517,07400
GRUBHUB INCCOM4001101023378,944SH DFND1 3 48,94400
GTT COMMUNICATIONS INCCOM36239310043615,154SH DFND1 3 415,15400
GUESS INCCOM4016171055,465451,628SH DFND1 3 4451,62800
GUIDEWIRE SOFTWARE INCCOM40171V10066113,405SH DFND4 513,40500
GULF ISLAND FABRICATION INCCOM4023071021,17598,726SH DFND1 3 498,72600
GULFPORT ENERGY CORPCOM NEW40263530412,744588,918SH DFND1 3 4588,91800
HAEMONETICS CORPCOM40502410015,285380,219SH DFND1 3 4380,21900
HAEMONETICS CORPCOM4050241004029,990SH DFND4 59,99000
HAIN CELESTIAL GROUP INCCOM40521710015,426395,230SH DFND1 3 4395,23000
HAIN CELESTIAL GROUP INCCOM40521710072518,587SH DFND4 518,58700
HALLIBURTON COCOM40621610164,3311,189,333SH DFND1 3 41,189,33300
HALLIBURTON COCOM4062161011,00718,610SH DFND4 518,61000
HALOZYME THERAPEUTICS INCCOM40637H10919820,044SH DFND4 520,04400
HALYARD HEALTH INCCOM40650V1003479,381SH DFND4 59,38100
HALYARD HEALTH INCCOM40650V1006,643179,646SH DFND1 3 4179,64600
HANCOCK HLDG COCOM41012010913,652316,753SH DFND1 3 4316,75300
HANCOCK HLDG COCOM41012010964314,924SH DFND4 514,92400
HANESBRANDS INCCOM41034510211,126515,791SH DFND1 3 4515,79100
HANESBRANDS INCCOM4103451021,30360,421SH DFND4 560,42100
HANMI FINL CORPCOM NEW41049520416,896484,130SH DFND1 3 4484,13000
HANMI FINL CORPCOM NEW4104952042527,209SH DFND4 57,20900
HANOVER INS GROUP INCCOM41086710514,955164,319SH DFND1 3 4164,31900
HANOVER INS GROUP INCCOM4108671056617,267SH DFND4 57,26700
HARLEY DAVIDSON INCCOM4128221082,15436,921SH DFND4 536,92100
HARLEY DAVIDSON INCCOM41282210814,150242,544SH DFND1 3 4242,54400
HARMAN INTL INDS INCCOM41308610936,552328,829SH DFND1 3 4328,82900
HARMAN INTL INDS INCCOM4130861091,77415,959SH DFND4 515,95900
HARMONIC INCCOM4131601022,873574,572SH DFND1 3 4574,57200
HARRIS CORP DELCOM41387510535,593347,358SH DFND1 3 4347,35800
HARRIS CORP DELCOM4138751051,64616,066SH DFND4 516,06600
HARSCO CORPCOM4158641077,996587,971SH DFND1 3 4587,97100
HARSCO CORPCOM41586410714910,988SH DFND4 510,98800
HARTFORD FINL SVCS GROUP INCCOM41651510425,013524,932SH DFND1 3 4524,93200
HARTFORD FINL SVCS GROUP INCCOM4165151043,76478,988SH DFND4 578,98800
HASBRO INCCOM41805610735,041450,450SH DFND1 3 4450,45000
HASBRO INCCOM4180561071,77922,868SH DFND4 522,86800
HAVERTY FURNITURE INCCOM4195961013,318139,997SH DFND1 3 4139,99700
HAWAIIAN ELEC INDUSTRIESCOM41987010044613,485SH DFND4 513,48500
HAWAIIAN ELEC INDUSTRIESCOM41987010016,122487,519SH DFND1 3 4487,51900
HAWAIIAN HOLDINGS INCCOM41987910123,496412,214SH DFND1 3 4412,21400
HAWAIIAN HOLDINGS INCCOM41987910162410,955SH DFND4 510,95500
HAWKINS INCCOM4202611093,77970,048SH DFND1 3 470,04800
HAYNES INTERNATIONAL INCCOM NEW4208772013,93891,603SH DFND1 3 491,60300
HCA HOLDINGS INCCOM40412C10129,581399,636SH DFND1 3 4399,63600
HCA HOLDINGS INCCOM40412C1012,45033,105SH DFND4 533,10500
HCI GROUP INCCOM40416E1032,44862,000SH DFND1 3 462,00000
HCP INCCOM40414L10918,965638,123SH DFND1 3 4638,12300
HCP INCCOM40414L1091,65855,801SH DFND4 555,80100
HD SUPPLY HLDGS INCCOM40416M1051,47134,610SH DFND4 534,61000
HD SUPPLY HLDGS INCCOM40416M10581,0611,906,866SH DFND1 3 41,906,86600
HDFC BANK LTDADR REPS 3 SHS40415F10132,143529,717SH DFND1 3 4529,71700
HEADWATERS INCCOM42210P10223910,151SH DFND4 510,15100
HEADWATERS INCCOM42210P10212,791543,836SH DFND1 3 4543,83600
HEALTHCARE RLTY TRCOM42194610413,405442,125SH DFND1 3 4442,12500
HEALTHCARE RLTY TRCOM42194610463720,993SH DFND4 520,99300
HEALTHCARE SVCS GRP INCCOM42190610821,700554,003SH DFND1 3 4554,00300
HEALTHCARE SVCS GRP INCCOM4219061083899,921SH DFND4 59,92100
HEALTHCARE TR AMER INCCL A NEW42225P50145215,524SH DFND4 515,52400
HEALTHEQUITY INCCOM42226A10712,773315,229SH DFND1 3 4315,22900
HEALTHEQUITY INCCOM42226A1073989,828SH DFND4 59,82800
HEALTHSOUTH CORPCOM NEW42192430974618,087SH DFND4 518,08700
HEALTHSOUTH CORPCOM NEW42192430941,2811,000,991SH DFND1 3 41,000,99100
HEALTHSTREAM INCCOM42222N1034,665186,214SH DFND1 3 4186,21400
HEALTHWAYS INCCOM4222451005,777253,916SH DFND1 3 4253,91600
HEARTLAND EXPRESS INCCOM4223471046,466317,608SH DFND1 3 4317,60800
HEARTLAND FINL USA INCCOM42234Q10210,239213,326SH DFND1 3 4213,32600
HEARTLAND FINL USA INCCOM42234Q1022685,574SH DFND4 55,57400
HECLA MNG COCOM422704106987188,333SH DFND1 3 4188,33300
HECLA MNG COCOM42270410636970,485SH DFND4 570,48500
HEICO CORP NEWCOM4228061093714,813SH DFND4 54,81300
HEICO CORP NEWCL A42280620885112,539SH DFND1 3 412,53900
HEICO CORP NEWCL A4228062085948,755SH DFND4 58,75500
HEIDRICK & STRUGGLES INTL INCOM4228191023,291136,280SH DFND1 3 4136,28000
HELEN OF TROY CORP LTDCOMG4388N1069,025106,863SH DFND1 3 4106,86300
HELEN OF TROY CORP LTDCOMG4388N1063343,953SH DFND4 53,95300
HELIX ENERGY SOLUTIONS GRP ICOM42330P10724027,219SH DFND4 527,21900
HELIX ENERGY SOLUTIONS GRP ICOM42330P1077,252822,193SH DFND1 3 4822,19300
HELMERICH & PAYNE INCCOM42345210140,596524,495SH DFND1 3 4524,49500
HELMERICH & PAYNE INCCOM4234521011,67221,600SH DFND4 521,60000
HENRY JACK & ASSOC INCCOM42628110126,584299,437SH DFND1 3 4299,43700
HENRY JACK & ASSOC INCCOM4262811011,55617,526SH DFND4 517,52600
HERBALIFE LTDCOM USD SHSG4412G10169514,438SH DFND4 514,43800
HERCULES CAPITAL INCCOM42709650817,7531,258,219SH DFND1 3 41,258,21900
HERITAGE FINL CORP WASHCOM42722X1062037,893SH DFND1 3 47,89300
HERITAGE FINL CORP WASHCOM42722X1062178,434SH DFND4 58,43400
HERSHEY COCOM42786610819,708190,547SH DFND1 3 4190,54700
HERSHEY COCOM4278661082,73926,479SH DFND4 526,47900
HESS CORPCOM42809H10722,763365,430SH DFND1 3 4365,43000
HESS CORPCOM42809H1072,09133,574SH DFND4 533,57400
HEWLETT PACKARD ENTERPRISE CCOM42824C10959,6702,578,652SH DFND1 3 42,578,65200
HEWLETT PACKARD ENTERPRISE CCOM42824C1091,28055,313SH DFND4 555,31300
HEXCEL CORP NEWCOM42829110895718,611SH DFND4 518,61100
HFF INCCL A40418F1087,773256,962SH DFND1 3 4256,96200
HIBBETT SPORTS INCCOM4285671016,528175,005SH DFND1 3 4175,00500
HIBBETT SPORTS INCCOM4285671012596,947SH DFND4 56,94700
HI-CRUSH PARTNERS LPCOM UNIT LTD42833710948024,266SH DFND1 3 424,26600
HIGHWOODS PPTYS INCCOM43128410883116,292SH DFND4 516,29200
HIGHWOODS PPTYS INCCOM43128410890,8331,780,690SH DFND1 3 41,780,69000
HILL ROM HLDGS INCCOM43147510212,810228,181SH DFND1 3 4228,18100
HILL ROM HLDGS INCCOM43147510277613,818SH DFND4 513,81800
HILLENBRAND INCCOM43157110818,097471,885SH DFND1 3 4471,88500
HILLENBRAND INCCOM43157110849112,793SH DFND4 512,79300
HILLTOP HOLDINGS INCCOM43274810130810,352SH DFND4 510,35200
HILTON WORLDWIDE HLDGS INCCOM43300A104165,3066,077,441SH DFND1 3 46,077,44100
HILTON WORLDWIDE HLDGS INCCOM43300A10411,952439,426SH DFND2 3 4439,42600
HILTON WORLDWIDE HLDGS INCCOM43300A1042,30184,595SH DFND4 584,59500
HMS HLDGS CORPCOM40425J10111,685643,459SH DFND1 3 4643,45900
HMS HLDGS CORPCOM40425J10135619,606SH DFND4 519,60600
HNI CORPCOM4042511005229,343SH DFND4 59,34300
HNI CORPCOM40425110041,211736,972SH DFND1 3 4736,97200
HOLLYFRONTIER CORPCOM43610610885326,026SH DFND4 526,02600
HOLLYFRONTIER CORPCOM43610610856,8521,735,395SH DFND1 3 41,735,39500
HOLOGIC INCCOM43644010115,259380,330SH DFND1 3 4380,33000
HOLOGIC INCCOM4364401011,87646,749SH DFND4 546,74900
HOME BANCSHARES INCCOM43689320025,195907,290SH DFND1 3 4907,29000
HOME BANCSHARES INCCOM43689320067024,127SH DFND4 524,12700
HOME DEPOT INCCOM437076102229,1741,709,234SH DFND1 3 41,709,23400
HOME DEPOT INCCOM43707610216,844125,627SH DFND4 5125,62700
HOMESTREET INCCOM43785V1025,410171,208SH DFND1 3 4171,20800
HOMESTREET INCCOM43785V1022026,395SH DFND4 56,39500
HONEYWELL INTL INCCOM4385161068,69675,060SH DFND4 575,06000
HONEYWELL INTL INCCOM438516106120,8851,043,460SH DFND1 3 41,043,46000
HOPE BANCORP INCCOM43940T10920,429933,278SH DFND1 3 4933,27800
HOPE BANCORP INCCOM43940T10950823,217SH DFND4 523,21700
HORACE MANN EDUCATORS CORP NCOM44032710413,506315,571SH DFND1 3 4315,57100
HORACE MANN EDUCATORS CORP NCOM4403271043788,840SH DFND4 58,84000
HORIZON GLOBAL CORPCOM44052W1043,927163,607SH DFND1 3 4163,60700
HORIZON PHARMA PLCSHSG4617B10554933,915SH DFND4 533,91500
HORMEL FOODS CORPCOM44045210012,871369,749SH DFND1 3 4369,74900
HORMEL FOODS CORPCOM4404521001,91855,096SH DFND4 555,09600
HORNBECK OFFSHORE SVCS INC NCOM4405431061,714237,408SH DFND1 3 4237,40800
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10227,633870,612SH DFND1 3 4870,61200
HOSPITALITY PPTYS TRCOM SH BEN INT44106M10282526,004SH DFND4 526,00400
HOST HOTELS & RESORTS INCCOM44107P10482,8224,396,058SH DFND1 3 44,396,05800
HOST HOTELS & RESORTS INCCOM44107P1041,77594,200SH DFND4 594,20000
HOST HOTELS & RESORTS INCCOM44107P1044,664247,560SH DFND2 3 4247,56000
HOUGHTON MIFFLIN HARCOURT COCOM44157R10918416,985SH DFND4 516,98500
HOULIHAN LOKEY INCCL A4415931006,439206,900SH DFND1 3 4206,90000
HOVNANIAN ENTERPRISES INCCL A4424872036423,446SH DFND4 523,44600
HOWARD HUGHES CORPCOM44267D107117,3811,028,765SH DFND1 3 41,028,76500
HP INCCOM40434L10554,6523,682,758SH DFND1 3 43,682,75800
HP INCCOM40434L10584556,959SH DFND4 556,95900
HRG GROUP INCCOM40434J10039225,203SH DFND4 525,20300
HSBC HLDGS PLCADR A 1/40PF A4042806047,338291,195SH DFND1 3 4291,19500
HSN INCCOM4043031094,202122,513SH DFND1 3 4122,51300
HUB GROUP INCCL A44332010611,275257,716SH DFND1 3 4257,71600
HUB GROUP INCCL A4433201062385,430SH DFND4 55,43000
HUBBELL INCCOM4435106071,22910,527SH DFND4 510,52700
HUBBELL INCCOM44351060737,648322,611SH DFND1 3 4322,61100
HUDSON PAC PPTYS INCCOM44409710963818,356SH DFND4 518,35600
HUMANA INCCOM44485910247,948235,003SH DFND1 3 4235,00300
HUMANA INCCOM4448591023,54417,372SH DFND4 517,37200
HUNT J B TRANS SVCS INCCOM44565810711,645119,965SH DFND1 3 4119,96500
HUNT J B TRANS SVCS INCCOM4456581071,45414,983SH DFND4 514,98300
HUNTINGTON BANCSHARES INCCOM44615010419,9831,511,608SH DFND1 3 41,511,60800
HUNTINGTON BANCSHARES INCCOM4461501042,307174,521SH DFND4 5174,52100
HUNTINGTON INGALLS INDS INCCOM4464131062,09211,357SH DFND4 511,35700
HUNTINGTON INGALLS INDS INCCOM44641310636,192196,495SH DFND1 3 4196,49500
HUNTSMAN CORPCOM44701110763733,399SH DFND4 533,39900
HUNTSMAN CORPCOM44701110726,6171,394,991SH DFND1 3 41,394,99100
HURON CONSULTING GROUP INCCOM4474621022985,875SH DFND4 55,87500
HYATT HOTELS CORPCOM CL A4485791023846,954SH DFND4 56,95400
IBERIABANK CORPCOM45082810832,118383,503SH DFND1 3 4383,50300
IBERIABANK CORPCOM4508281084715,618SH DFND4 55,61800
ICF INTL INCCOM44925C1038,249149,446SH DFND1 3 4149,44600
ICF INTL INCCOM44925C1032213,997SH DFND4 53,99700
ICICI BK LTDADR45104G10436,8984,926,268SH DFND1 3 44,926,26800
ICON PLCSHSG4705A10024,835330,249SH DFND1 3 4315,820014,429
ICONIX BRAND GROUP INCCOM4510551073,845411,627SH DFND1 3 4411,62700
ICU MED INCCOM44930G10749,034332,776SH DFND1 3 4332,77600
ICU MED INCCOM44930G1075093,454SH DFND4 53,45400
IDACORP INCCOM4511071067819,698SH DFND4 59,69800
IDACORP INCCOM45110710615,490192,304SH DFND1 3 4192,30400
IDERA PHARMACEUTICALS INCCOM NEW45168K3062818,571SH DFND4 518,57100
IDEX CORPCOM45167R10447,124523,255SH DFND1 3 4523,25500
IDEX CORPCOM45167R1041,17413,033SH DFND4 513,03300
IDEXX LABS INCCOM45168D10440,804347,944SH DFND1 3 4347,94400
IDEXX LABS INCCOM45168D1042,06217,587SH DFND4 517,58700
IHS MARKIT LTDSHSG47567105115,3353,257,127SH DFND1 3 43,257,12700
II VI INCCOM90210410831,9201,076,582SH DFND1 3 41,076,58200
II VI INCCOM9021041082418,118SH DFND4 58,11800
ILG INCCOM44967H10115,056828,610SH DFND1 3 4828,61000
ILG INCCOM44967H10138621,239SH DFND4 521,23900
ILLINOIS TOOL WKS INCCOM45230810958,451477,302SH DFND1 3 4477,30200
ILLINOIS TOOL WKS INCCOM4523081092,45320,029SH DFND4 520,02900
ILLUMINA INCCOM45232710925,705200,756SH DFND1 3 4200,75600
ILLUMINA INCCOM4523271092,54519,874SH DFND4 519,87400
IMAX CORPCOM45245E1092628,352SH DFND4 58,35200
IMMUNOGEN INCCOM45253H1013115,101SH DFND4 515,10100
IMMUNOMEDICS INCCOM4529071086517,678SH DFND4 517,67800
IMPAX LABORATORIES INCCOM45256B1017,209544,089SH DFND1 3 4544,08900
IMPAX LABORATORIES INCCOM45256B10113410,147SH DFND4 510,14700
INC RESH HLDGS INCCL A45329R1094779,060SH DFND4 59,06000
INC RESH HLDGS INCCL A45329R1091,82034,607SH DFND1 3 434,60700
INCYTE CORPCOM45337C1024944,927SH DFND1 3 44,92700
INCYTE CORPCOM45337C1022,91929,112SH DFND4 529,11200
INDEPENDENCE RLTY TR INCCOM45378A1069610,731SH DFND4 510,73100
INDEPENDENT BANK CORP MASSCOM45383610814,480205,538SH DFND1 3 4205,53800
INDEPENDENT BANK CORP MASSCOM4538361082533,587SH DFND4 53,58700
INDEPENDENT BK GROUP INCCOM45384B1063,70059,300SH DFND1 3 459,30000
INFINERA CORPORATIONCOM45667G10316519,439SH DFND4 519,43900
INFINITY PPTY & CAS CORPCOM45665Q1037,12681,072SH DFND1 3 481,07200
ING GROEP N VDBCV 6.000%12/3456837AE312,7730SH DFND1 3 4000
ING GROEP N VDBCV 6.500%12/3456837AF05500SH DFND1 3 4000
INGERSOLL-RAND PLCSHSG477911014,70862,741SH DFND4 562,74100
INGERSOLL-RAND PLCSHSG4779110143,906585,095SH DFND1 3 4585,09500
INGEVITY CORPCOM45688C1073255,920SH DFND4 55,92000
INGEVITY CORPCOM45688C10716,944308,864SH DFND1 3 4308,86400
INGREDION INCCOM45718710283,820670,777SH DFND1 3 4670,77700
INGREDION INCCOM4571871021,95215,623SH DFND4 515,62300
INNOPHOS HOLDINGS INCCOM45774N1087,966152,424SH DFND1 3 4152,42400
INNOPHOS HOLDINGS INCCOM45774N1083115,952SH DFND4 55,95200
INNOSPEC INCCOM45768S10512,682185,141SH DFND1 3 4185,14100
INNOSPEC INCCOM45768S1053384,930SH DFND4 54,93000
INNOVIVA INCCOM45781M1016,308589,519SH DFND1 3 4589,51900
INNOVIVA INCCOM45781M10112211,368SH DFND4 511,36800
INOGEN INCCOM45780L1042754,092SH DFND4 54,09200
INOGEN INCCOM45780L1048,440125,651SH DFND1 3 4125,65100
INOVIO PHARMACEUTICALS INCCOM NEW45773H20123133,318SH DFND1 3 433,31800
INOVIO PHARMACEUTICALS INCCOM NEW45773H2018211,885SH DFND4 511,88500
INPHI CORPCOM45772F10772516,254SH DFND1 3 416,25400
INPHI CORPCOM45772F1072535,678SH DFND4 55,67800
INSIGHT ENTERPRISES INCCOM45765U10310,771266,350SH DFND1 3 4266,35000
INSIGHT ENTERPRISES INCCOM45765U1033237,975SH DFND4 57,97500
INSMED INCCOM PAR $.014576693072,635199,179SH DFND1 3 4199,17900
INSMED INCCOM PAR $.0145766930715211,486SH DFND4 511,48600
INSPERITY INCCOM45778Q10728,427400,663SH DFND1 3 4400,66300
INSTALLED BLDG PRODS INCCOM45780R10125,287612,288SH DFND1 3 4612,28800
INSTEEL INDUSTRIES INCCOM45774W1084,809134,932SH DFND1 3 4134,93200
INSULET CORPCOM45784P1013048,079SH DFND4 58,07900
INTEGER HLDGS CORPCOM45826H1095,931201,387SH DFND1 3 4201,38700
INTEGRA LIFESCIENCES HLDGS CCOM NEW45798520818,865219,895SH DFND1 3 4219,89500
INTEGRA LIFESCIENCES HLDGS CCOM NEW4579852085536,445SH DFND4 56,44500
INTEGRATED DEVICE TECHNOLOGYCOM45811810612,049511,417SH DFND1 3 4511,41700
INTEGRATED DEVICE TECHNOLOGYCOM45811810644418,852SH DFND4 518,85200
INTEL CORPCOM458140100365,04210,064,581SH DFND1 3 410,064,58100
INTEL CORPCOM4581401006,589181,652SH DFND4 5181,65200
INTELIQUENT INCCOM45825N1075,786252,451SH DFND1 3 4252,45100
INTER PARFUMS INCCOM4583341094,109125,464SH DFND1 3 4125,46400
INTERACTIVE BROKERS GROUP INCOM45841N10718,202498,559SH DFND1 3 4498,55900
INTERCEPT PHARMACEUTICALS INCOM45845P1083222,962SH DFND4 52,96200
INTERCEPT PHARMACEUTICALS INCOM45845P1081,36412,558SH DFND1 3 412,55800
INTERCONTINENTAL EXCHANGE INCOM45866F10446,353821,567SH DFND1 3 4821,56700
INTERCONTINENTAL EXCHANGE INCOM45866F1041,45525,789SH DFND4 525,78900
INTERDIGITAL INCCOM45867G10113,621149,111SH DFND1 3 4149,11100
INTERDIGITAL INCCOM45867G1016677,297SH DFND4 57,29700
INTERFACE INCCOM4586653049,295501,096SH DFND1 3 4501,09600
INTERFACE INCCOM45866530420611,121SH DFND4 511,12100
INTERNATIONAL BANCSHARES CORCOM4590441039,036221,477SH DFND1 3 4221,47700
INTERNATIONAL BANCSHARES CORCOM4590441033077,525SH DFND4 57,52500
INTERNATIONAL BUSINESS MACHSCOM459200101211,0131,271,238SH DFND1 3 41,271,23800
INTERNATIONAL BUSINESS MACHSCOM45920010112,70776,550SH DFND4 576,55000
INTERNATIONAL FLAVORS&FRAGRACOM4595061011,81315,384SH DFND4 515,38400
INTERNATIONAL FLAVORS&FRAGRACOM45950610112,820108,800SH DFND1 3 4108,80000
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10842016,462SH DFND4 516,46200
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A10834,6571,358,044SH DFND1 3 41,358,04400
INTERNATIONAL SPEEDWAY CORPCL A4603352013,826103,962SH DFND1 3 4103,96200
INTERPUBLIC GROUP COS INCCOM46069010025,9961,110,473SH DFND1 3 41,110,47300
INTERPUBLIC GROUP COS INCCOM4606901001,95583,532SH DFND4 583,53200
INTERSIL CORPCL A46069S10911,646522,253SH DFND1 3 4522,25300
INTERSIL CORPCL A46069S10941018,394SH DFND4 518,39400
INTERXION HOLDING N.VSHSN47279109114,6113,268,067SH DFND1 3 43,268,06700
INTERXION HOLDING N.VSHSN472791098,861252,675SH DFND2 3 4252,67500
INTL FCSTONE INCCOM46116V1054,552114,949SH DFND1 3 4114,94900
INTL PAPER COCOM4601461032,59648,932SH DFND4 548,93200
INTL PAPER COCOM46014610339,201738,807SH DFND1 3 4738,80700
INTREXON CORPCOM46122T10224410,025SH DFND4 510,02500
INTUITCOM4612021034,10035,770SH DFND4 535,77000
INTUITCOM461202103234,9582,050,067SH DFND1 3 42,050,06700
INTUITIVE SURGICAL INCCOM NEW46120E60233,61753,009SH DFND1 3 453,00900
INTUITIVE SURGICAL INCCOM NEW46120E6025,0687,992SH DFND4 57,99200
INVACARE CORPCOM4612031013,184243,994SH DFND1 3 4243,99400
INVESCO LTDSHSG491BT10816,979559,633SH DFND1 3 4559,63300
INVESCO LTDSHSG491BT1082,29275,538SH DFND4 575,53800
INVESCO MORTGAGE CAPITAL INCCOM46131B10022615,497SH DFND4 515,49700
INVESTMENT TECHNOLOGY GRP NECOM46145F1054,479226,890SH DFND1 3 4226,89000
INVESTORS BANCORP INC NEWCOM46146L10156840,745SH DFND4 540,74500
INVESTORS REAL ESTATE TRSH BEN INT46173010311816,502SH DFND4 516,50200
IONIS PHARMACEUTICALS INCCOM4622221001,02121,340SH DFND4 521,34000
IPG PHOTONICS CORPCOM44980X10914,001141,837SH DFND1 3 4141,83700
IPG PHOTONICS CORPCOM44980X1097357,449SH DFND4 57,44900
IRIDIUM COMMUNICATIONS INCCOM46269C1025,664589,970SH DFND1 3 4589,97000
IRIDIUM COMMUNICATIONS INCCOM46269C10216016,624SH DFND4 516,62400
IROBOT CORPCOM46272610012,648216,394SH DFND1 3 4216,39400
IROBOT CORPCOM4627261003626,197SH DFND4 56,19700
IRON MTN INC NEWCOM46284V10110,860334,368SH DFND1 3 4334,36800
IRON MTN INC NEWCOM46284V1011,53447,226SH DFND4 547,22600
IRONWOOD PHARMACEUTICALS INCCOM CL A46333X10836723,989SH DFND4 523,98900
ISHARES TRCORE S&P500 ETF46428720015,06966,975SH DFND1 3 466,97500
ISHARES TRCORE US AGGBD ET46428722617,236159,503SH DFND1 3 4159,50300
ISHARES TRMSCI EAFE ETF46428746514,696254,559SH DFND1 3 4254,55900
ISHARES TRRUS MID-CAP ETF4642874991,7379,713SH DFND1 3 49,71300
ISHARES TRCORE S&P MCP ETF46428750723,347141,203SH DFND1 3 4141,20300
ISHARES TRCOHEN&STEER REIT4642875644,89649,142SH DFND2 3 449,14200
ISHARES TRRUS 2000 VAL ETF4642876304,24535,689SH DFND1 3 435,68900
ISHARES TRCORE S&P SCP ETF46428780415,799114,885SH DFND1 3 4114,88500
ISLE OF CAPRI CASINOS INCCOM46459210413,334540,049SH DFND1 3 4540,04900
ISTAR INCCOM45031U10116213,076SH DFND4 513,07600
ITRON INCCOM46574110626,190416,702SH DFND1 3 4416,70200
ITRON INCCOM4657411064707,474SH DFND4 57,47400
ITT INCCOM45073V10855714,430SH DFND4 514,43000
ITT INCCOM45073V10813,012337,359SH DFND1 3 4337,35900
IXIACOM45071R10923214,386SH DFND4 514,38600
IXIACOM45071R1097,472464,105SH DFND1 3 4464,10500
J & J SNACK FOODS CORPCOM46603210915,348115,029SH DFND1 3 4115,02900
J & J SNACK FOODS CORPCOM4660321092822,110SH DFND4 52,11000
J2 GLOBAL INCCOM48123V10247,524580,975SH DFND1 3 4580,97500
J2 GLOBAL INCCOM48123V1028049,833SH DFND4 59,83300
JABIL CIRCUIT INCCOM46631310316,760708,064SH DFND1 3 4708,06400
JABIL CIRCUIT INCCOM46631310372030,427SH DFND4 530,42700
JACK IN THE BOX INCCOM46636710915,519139,009SH DFND1 3 4139,00900
JACK IN THE BOX INCCOM4663671095725,126SH DFND4 55,12600
JACOBS ENGR GROUP INC DELCOM46981410788215,471SH DFND4 515,47100
JACOBS ENGR GROUP INC DELCOM46981410719,671345,116SH DFND1 3 4345,11600
JAMES RIV GROUP LTDCOMG5005R1079,198221,368SH DFND1 3 4221,36800
JANUS CAP GROUP INCCOM47102X10536627,605SH DFND4 527,60500
JANUS CAP GROUP INCCOM47102X1057,242545,752SH DFND1 3 4545,75200
JAZZ US HLDGS INCNOTE 8.000%12/347216EAA811,3690SH DFND1 3 4000
JETBLUE AIRWAYS CORPCOM47714310127,7051,235,741SH DFND1 3 41,235,74100
JETBLUE AIRWAYS CORPCOM4771431011,13250,480SH DFND4 550,48000
JIVE SOFTWARE INCCOM47760A1085612,858SH DFND4 512,85800
JOHN BEAN TECHNOLOGIES CORPCOM47783910419,091222,121SH DFND1 3 4222,12100
JOHN BEAN TECHNOLOGIES CORPCOM4778391043534,110SH DFND4 54,11000
JOHNSON & JOHNSONCOM478160104503,1994,367,671SH DFND1 3 44,367,67100
JOHNSON & JOHNSONCOM47816010413,601118,053SH DFND4 5118,05300
JOHNSON CTLS INTL PLCSHSG5150210573,9781,796,011SH DFND1 3 41,796,01100
JOHNSON CTLS INTL PLCSHSG515021056,398155,327SH DFND4 5155,32700
JONES ENERGY INCCOM CL A48019R1085310,649SH DFND4 510,64900
JONES LANG LASALLE INCCOM48020Q10717,439172,599SH DFND1 3 4172,59900
JONES LANG LASALLE INCCOM48020Q1075705,643SH DFND4 55,64300
JOY GLOBAL INCCOM48116510810,487374,532SH DFND1 3 4374,53200
JOY GLOBAL INCCOM48116510837813,506SH DFND4 513,50600
JPMORGAN CHASE & COCOM46625H100718,2788,324,001SH DFND1 3 48,324,00100
JPMORGAN CHASE & COCOM46625H1009,832113,945SH DFND4 5113,94500
JUNIPER NETWORKS INCCOM48203R10414,733521,339SH DFND1 3 4521,33900
JUNIPER NETWORKS INCCOM48203R1041,88566,706SH DFND4 566,70600
JUNO THERAPEUTICS INCCOM48205A10921011,147SH DFND4 511,14700
K12 INCCOM48273U1026,858399,633SH DFND1 3 4399,63300
K2M GROUP HLDGS INCCOM48273J1079,256461,879SH DFND1 3 4461,87900
KAISER ALUMINUM CORPCOM PAR $0.0148300770411,050142,238SH DFND1 3 4142,23800
KAMAN CORPCOM48354810310,237209,216SH DFND1 3 4209,21600
KAMAN CORPCOM4835481032595,285SH DFND4 55,28500
KANSAS CITY SOUTHERNCOM NEW48517030212,457146,814SH DFND1 3 4146,81400
KANSAS CITY SOUTHERNCOM NEW4851703021,16713,757SH DFND4 513,75700
KAPSTONE PAPER & PACKAGING CCOM48562P10314,219644,846SH DFND1 3 4644,84600
KAPSTONE PAPER & PACKAGING CCOM48562P10346020,867SH DFND4 520,86700
KAR AUCTION SVCS INCCOM48238T109201,1814,720,336SH DFND1 3 44,720,33600
KAR AUCTION SVCS INCCOM48238T1091,17027,459SH DFND4 527,45900
KATE SPADE & COCOM48586510947325,317SH DFND4 525,31700
KATE SPADE & COCOM4858651099,173491,317SH DFND1 3 4491,31700
KB HOMECOM48666K10925916,378SH DFND4 516,37800
KB HOMECOM48666K1095,018317,404SH DFND1 3 4317,40400
KBR INCCOM48242W10632,3721,939,584SH DFND1 3 41,939,58400
KBR INCCOM48242W10640424,186SH DFND4 524,18600
KEARNY FINL CORP MDCOM48716P1088,533548,714SH DFND1 3 4548,71400
KEARNY FINL CORP MDCOM48716P10819712,678SH DFND4 512,67800
KELLOGG COCOM48783610825,459345,393SH DFND1 3 4345,39300
KELLOGG COCOM4878361082,46433,433SH DFND4 533,43300
KELLY SVCS INCCL A4881522084,940215,521SH DFND1 3 4215,52100
KEMPER CORP DELCOM4884011008,219185,534SH DFND1 3 4185,53400
KEMPER CORP DELCOM4884011002435,495SH DFND4 55,49500
KENNAMETAL INCCOM4891701009,534304,980SH DFND1 3 4304,98000
KENNAMETAL INCCOM48917010033810,824SH DFND4 510,82400
KENNEDY-WILSON HLDGS INCCOM48939810723311,378SH DFND4 511,37800
KERYX BIOPHARMACEUTICALS INCCOM4925151018314,169SH DFND4 514,16900
KEYCORP NEWCOM49326710826,9481,474,968SH DFND1 3 41,474,96800
KEYCORP NEWCOM4932671082,349128,579SH DFND4 5128,57900
KEYSIGHT TECHNOLOGIES INCCOM49338L10323,726648,788SH DFND1 3 4648,78800
KEYSIGHT TECHNOLOGIES INCCOM49338L1031,16831,939SH DFND4 531,93900
KILROY RLTY CORPCOM49427F108225,1723,075,285SH DFND1 3 43,075,28500
KILROY RLTY CORPCOM49427F10815,179207,316SH DFND2 3 4207,31600
KILROY RLTY CORPCOM49427F1081,32318,075SH DFND4 518,07500
KIMBERLY CLARK CORPCOM4943681033,94734,584SH DFND4 534,58400
KIMBERLY CLARK CORPCOM49436810355,983490,565SH DFND1 3 4490,56500
KIMCO RLTY CORPCOM49446R1091,79571,346SH DFND4 571,34600
KIMCO RLTY CORPCOM49446R10915,031597,422SH DFND1 3 4597,42200
KINDER MORGAN INC DELCOM49456B10177,4903,741,665SH DFND1 3 43,741,66500
KINDER MORGAN INC DELCOM49456B10186541,790SH DFND4 541,79000
KINDRED HEALTHCARE INCCOM4945801035,109650,776SH DFND1 3 4650,77600
KINDRED HEALTHCARE INCCOM49458010312015,256SH DFND4 515,25600
KIRBY CORPCOM49726610613,664205,478SH DFND1 3 4205,47800
KIRBY CORPCOM4972661065478,222SH DFND4 58,22200
KIRKLANDS INCCOM4974981051,663107,214SH DFND1 3 4107,21400
KITE PHARMA INCCOM49803L1093267,271SH DFND4 57,27100
KITE RLTY GROUP TRCOM NEW49803T30026711,368SH DFND4 511,36800
KITE RLTY GROUP TRCOM NEW49803T30015,261649,958SH DFND1 3 4649,95800
KKR & CO L P DELCOM UNITS48248M10241,1812,675,827SH DFND1 3 42,675,82700
KLA-TENCOR CORPCOM4824801002,04025,929SH DFND4 525,92900
KLA-TENCOR CORPCOM48248010016,785213,331SH DFND1 3 4213,33100
KLX INCCOM4825391039,068201,054SH DFND1 3 4201,05400
KLX INCCOM4825391033297,287SH DFND4 57,28700
KNIGHT TRANSN INCCOM49906410316,101487,169SH DFND1 3 4487,16900
KNIGHT TRANSN INCCOM49906410344913,597SH DFND4 513,59700
KNOLL INCCOM NEW49890420045716,347SH DFND1 3 416,34700
KNOLL INCCOM NEW49890420032511,640SH DFND4 511,64000
KNOWLES CORPCOM49926D1095,657338,526SH DFND1 3 4338,52600
KNOWLES CORPCOM49926D10920312,132SH DFND4 512,13200
KOHLS CORPCOM50025510445,166914,670SH DFND1 3 4914,67000
KOHLS CORPCOM5002551041,58332,050SH DFND4 532,05000
KOPIN CORPCOM5006001011,265445,593SH DFND1 3 4445,59300
KOPPERS HOLDINGS INCCOM50060P1066,107151,533SH DFND1 3 4151,53300
KOPPERS HOLDINGS INCCOM50060P1062025,012SH DFND4 55,01200
KORN FERRY INTLCOM NEW50064320012,497424,629SH DFND1 3 4424,62900
KORN FERRY INTLCOM NEW5006432002337,907SH DFND4 57,90700
KOSMOS ENERGY LTDSHSG5315B10719327,476SH DFND4 527,47600
KRAFT HEINZ COCOM50075410671,244815,898SH DFND1 3 4815,89800
KRAFT HEINZ COCOM5007541061,43316,411SH DFND4 516,41100
KRATON CORPORATIONCOM50077C1067,075248,403SH DFND1 3 4248,40300
KROGER COCOM5010441012,23464,742SH DFND4 564,74200
KROGER COCOM501044101100,8622,922,707SH DFND1 3 42,922,70700
KT CORPSPONSORED ADR48268K10130621,743SH DFND1 3 421,74300
KULICKE & SOFFA INDS INCCOM5012421018,337522,689SH DFND1 3 4522,68900
L BRANDS INCCOM50179710421,608328,189SH DFND1 3 4328,18900
L BRANDS INCCOM5017971041,95729,722SH DFND4 529,72200
L-3 COMMUNICATIONS HLDGS INCCOM50242410436,297238,622SH DFND1 3 4238,62200
L-3 COMMUNICATIONS HLDGS INCCOM5024241042,11213,884SH DFND4 513,88400
LA QUINTA HLDGS INCCOM50420D10816411,509SH DFND4 511,50900
LA Z BOY INCCOM50533610711,725377,616SH DFND1 3 4377,61600
LA Z BOY INCCOM50533610739012,557SH DFND4 512,55700
LABORATORY CORP AMER HLDGSCOM NEW50540R40926,202204,094SH DFND1 3 4204,09400
LABORATORY CORP AMER HLDGSCOM NEW50540R4092,55119,873SH DFND4 519,87300
LAKELAND BANCORP INCCOM51163710020010,277SH DFND4 510,27700
LAKELAND FINL CORPCOM5116561004369,202SH DFND1 3 49,20200
LAM RESEARCH CORPCOM51280710842,251399,608SH DFND1 3 4399,60800
LAM RESEARCH CORPCOM5128071084,10638,839SH DFND4 538,83900
LAMAR ADVERTISING CO NEWCL A51281610921,231315,754SH DFND1 3 4315,75400
LAMAR ADVERTISING CO NEWCL A5128161091,05415,673SH DFND4 515,67300
LAMB WESTON HLDGS INCCOM51327210420,030529,201SH DFND1 3 4529,20100
LAMB WESTON HLDGS INCCOM5132721041,03127,235SH DFND4 527,23500
LANCASTER COLONY CORPCOM51384710310,54274,563SH DFND1 3 474,56300
LANCASTER COLONY CORPCOM5138471035343,777SH DFND4 53,77700
LANDAUER INCCOM51476K1033,39170,504SH DFND1 3 470,50400
LANDSTAR SYS INCCOM5150981017789,120SH DFND4 59,12000
LANDSTAR SYS INCCOM51509810113,749161,180SH DFND1 3 4161,18000
LANNET INCCOM5160121014,749215,353SH DFND1 3 4215,35300
LAREDO PETROLEUM INCCOM51680610637526,554SH DFND4 526,55400
LAS VEGAS SANDS CORPCOM5178341071,31824,685SH DFND4 524,68500
LASALLE HOTEL PPTYSCOM SH BEN INT51794210831,5381,035,043SH DFND1 3 41,035,04300
LASALLE HOTEL PPTYSCOM SH BEN INT51794210863920,981SH DFND4 520,98100
LATTICE SEMICONDUCTOR CORPCOM51841510416522,406SH DFND4 522,40600
LAUDER ESTEE COS INCCL A51843910423,243303,868SH DFND1 3 4303,86800
LAUDER ESTEE COS INCCL A5184391041,99026,019SH DFND4 526,01900
LAZARD LTDSHS AG540501026,381155,300SH DFND1 3 4155,30000
LAZARD LTDSHS AG5405010294823,066SH DFND4 523,06600
LEAR CORPCOM NEW5218652042,22216,785SH DFND4 516,78500
LEAR CORPCOM NEW52186520414,031105,995SH DFND1 3 4105,99500
LEGACY TEX FINL GROUP INCCOM52471Y1062646,132SH DFND4 56,13200
LEGACY TEX FINL GROUP INCCOM52471Y10614,137328,308SH DFND1 3 4328,30800
LEGG MASON INCCOM52490110510,259342,991SH DFND1 3 4342,99100
LEGG MASON INCCOM52490110551017,054SH DFND4 517,05400
LEGGETT & PLATT INCCOM5246601078,917182,436SH DFND1 3 4182,43600
LEGGETT & PLATT INCCOM5246601071,38928,418SH DFND4 528,41800
LEIDOS HLDGS INCCOM525327102126,4472,472,568SH DFND1 3 42,472,56800
LEIDOS HLDGS INCCOM5253271021,07421,006SH DFND4 521,00600
LENDINGCLUB CORPCOM52603A10923645,008SH DFND4 545,00800
LENDINGTREE INC NEWCOM52603B1075,34552,742SH DFND1 3 452,74200
LENNAR CORPCL A5260571041,56436,443SH DFND4 536,44300
LENNAR CORPCL A52605710483,5471,946,140SH DFND1 3 41,946,14000
LENNAR CORPCL B5260573022025,854SH DFND4 55,85400
LENNOX INTL INCCOM5261071071,3228,634SH DFND4 58,63400
LENNOX INTL INCCOM52610710722,740148,463SH DFND1 3 4148,46300
LEUCADIA NATL CORPCOM527288104139,4955,999,794SH DFND1 3 45,999,79400
LEUCADIA NATL CORPCOM52728810499542,809SH DFND4 542,80900
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N30822,424397,876SH DFND1 3 4397,87600
LEVEL 3 COMMUNICATIONS INCCOM NEW52729N3082,55845,389SH DFND4 545,38900
LEXICON PHARMACEUTICALS INCCOM NEW52887230231322,614SH DFND1 3 422,61400
LEXINGTON REALTY TRUSTCOM52904310116,9011,564,863SH DFND1 3 41,564,86300
LEXINGTON REALTY TRUSTCOM52904310150546,724SH DFND4 546,72400
LGI HOMES INCCOM50187T1064,068141,585SH DFND1 3 4141,58500
LHC GROUP INCCOM50187A1075,014109,724SH DFND1 3 4109,72400
LIBERTY BROADBAND CORPCOM SER A5303071072543,502SH DFND4 53,50200
LIBERTY BROADBAND CORPCOM SER A53030710782,0671,132,601SH DFND1 3 41,132,60100
LIBERTY BROADBAND CORPCOM SER C530307305288,7563,898,455SH DFND1 3 43,898,45500
LIBERTY BROADBAND CORPCOM SER C53030730598513,292SH DFND4 513,29200
LIBERTY EXPEDIA HOLDINGSSER A COM53046P10988,1752,222,710SH DFND1 3 42,222,71000
LIBERTY EXPEDIA HOLDINGSSER A COM53046P10944711,268SH DFND4 511,26800
LIBERTY GLOBAL PLCSHS CL AG5480U10441,5301,357,620SH DFND1 3 41,357,62000
LIBERTY GLOBAL PLCSHS CL CG5480U120302,78310,194,751SH DFND1 3 410,194,75100
LIBERTY INTERACTIVE CORPQVC GP COM SER A53071M1041,31665,859SH DFND4 565,85900
LIBERTY INTERACTIVE CORPLBT VEN COM A NE53071M856123,1533,340,214SH DFND1 3 43,340,21400
LIBERTY INTERACTIVE CORPLBT VEN COM A NE53071M85657415,559SH DFND4 515,55900
LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM53122940953,8271,559,305SH DFND1 3 41,559,30500
LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM53122940952915,314SH DFND4 515,31400
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296071,12433,149SH DFND4 533,14900
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM531229607163,3554,815,897SH DFND1 3 44,815,89700
LIBERTY MEDIA CORP DELAWARECOM A BRAVES GRP5312297063,906190,653SH DFND1 3 4190,65300
LIBERTY MEDIA CORP DELAWARECOM C MEDIA GRP53122985445,6591,457,426SH DFND1 3 41,457,42600
LIBERTY MEDIA CORP DELAWARECOM A MEDIA GRP53122987015,931508,191SH DFND1 3 4508,19100
LIBERTY MEDIA CORP DELAWARECOM C BRAVES GRP53122988817,079829,477SH DFND1 3 4829,47700
LIBERTY PPTY TRSH BEN INT53117210471,1261,800,654SH DFND1 3 41,800,65400
LIBERTY PPTY TRSH BEN INT5311721041,22731,062SH DFND4 531,06200
LIBERTY TRIPADVISOR HLDGS INCOM SER A53146510215310,162SH DFND4 510,16200
LIFE STORAGE INCCOM53223X1076978,178SH DFND4 58,17800
LIFE STORAGE INCCOM53223X10715,094177,035SH DFND1 3 4177,03500
LIFELOCK INCCOM53224V10028311,848SH DFND4 511,84800
LIFEPOINT HEALTH INCCOM53219L1098,702153,211SH DFND1 3 4153,21100
LIFEPOINT HEALTH INCCOM53219L1093906,861SH DFND4 56,86100
LIGAND PHARMACEUTICALS INCCOM NEW53220K50415,590153,427SH DFND1 3 4153,42700
LIGAND PHARMACEUTICALS INCCOM NEW53220K5043593,534SH DFND4 53,53400
LILLY ELI & COCOM53245710898,1221,334,092SH DFND1 3 41,334,09200
LILLY ELI & COCOM5324571084,88266,378SH DFND4 566,37800
LIMELIGHT NETWORKS INCCOM53261M1043313,163SH DFND4 513,16300
LINCOLN ELEC HLDGS INCCOM53390010633,843441,410SH DFND1 3 4441,41000
LINCOLN ELEC HLDGS INCCOM5339001066137,999SH DFND4 57,99900
LINCOLN NATL CORP INDCOM5341871093,63154,788SH DFND4 554,78800
LINCOLN NATL CORP INDCOM53418710928,003422,563SH DFND1 3 4422,56300
LINDSAY CORPCOM5355551066,45386,494SH DFND1 3 486,49400
LINEAR TECHNOLOGY CORPCOM5356781062,14034,329SH DFND4 534,32900
LINEAR TECHNOLOGY CORPCOM53567810620,688331,799SH DFND1 3 4331,79900
LION BIOTECHNOLOGIES INCCOM53619R1027110,172SH DFND4 510,17200
LIONBRIDGE TECHNOLOGIES INCCOM5362521097112,233SH DFND4 512,23300
LIONS GATE ENTMNT CORPCL B NON VTG53591950036414,838SH DFND4 514,83800
LIQUIDITY SERVICES INCCOM53635B1071,761180,580SH DFND1 3 4180,58000
LITHIA MTRS INCCL A53679710316,625171,693SH DFND1 3 4171,69300
LITHIA MTRS INCCL A5367971033253,352SH DFND4 53,35200
LITTELFUSE INCCOM53700810434,368226,447SH DFND1 3 4226,44700
LITTELFUSE INCCOM5370081046904,544SH DFND4 54,54400
LIVANOVA PLCSHSG5509L1017,552167,944SH DFND1 3 4167,94400
LIVE NATION ENTERTAINMENT INCOM53803410972527,245SH DFND4 527,24500
LIVE NATION ENTERTAINMENT INCOM538034109134,2365,046,482SH DFND1 3 45,046,48200
LIVEPERSON INCCOM5381461012,953391,124SH DFND1 3 4391,12400
LIVEPERSON INCCOM5381461017910,440SH DFND4 510,44000
LKQ CORPCOM50188920812,863419,669SH DFND1 3 4419,66900
LKQ CORPCOM5018892081,53650,130SH DFND4 550,13000
LLOYDS BANKING GROUP PLCSDCV 7.500%12/3539439AG462,4530SH DFND3 4000
LOCKHEED MARTIN CORPCOM53983010987,650350,685SH DFND1 3 4350,68500
LOCKHEED MARTIN CORPCOM5398301096,65826,637SH DFND4 526,63700
LOEWS CORPCOM540424108276,2915,899,870SH DFND1 3 45,899,87000
LOEWS CORPCOM5404241081,69636,225SH DFND4 536,22500
LOGMEIN INCCOM54142L10918,980196,581SH DFND1 3 4196,58100
LOGMEIN INCCOM54142L1095435,626SH DFND4 55,62600
LOUISIANA PAC CORPCOM54634710561332,365SH DFND4 532,36500
LOUISIANA PAC CORPCOM54634710510,272542,647SH DFND1 3 4542,64700
LOWES COS INCCOM54866110787,6301,232,148SH DFND1 3 41,232,14800
LOWES COS INCCOM5486611074,32960,862SH DFND4 560,86200
LPL FINL HLDGS INCCOM50212V1005,774164,000SH DFND1 3 4164,00000
LPL FINL HLDGS INCCOM50212V10055015,617SH DFND4 515,61700
LSB INDS INCCOM5021601041,241147,380SH DFND1 3 4147,38000
LSC COMMUNICATIONS INCCOM50218P1075,786194,950SH DFND1 3 4194,95000
LSC COMMUNICATIONS INCCOM50218P10739713,386SH DFND4 513,38600
LTC PPTYS INCCOM5021751024299,127SH DFND4 59,12700
LTC PPTYS INCCOM50217510214,635311,525SH DFND1 3 4311,52500
LULULEMON ATHLETICA INCCOM5500211091,16917,990SH DFND4 517,99000
LUMBER LIQUIDATORS HLDGS INCCOM55003T1073,145199,824SH DFND1 3 4199,82400
LUMENTUM HLDGS INCCOM55024U10916,459425,855SH DFND1 3 4425,85500
LUMENTUM HLDGS INCCOM55024U1092767,139SH DFND4 57,13900
LUMINEX CORP DELCOM55027E1026,118302,441SH DFND1 3 4302,44100
LUMOS NETWORKS CORPCOM5502831052,701172,902SH DFND1 3 4172,90200
LYDALL INC DELCOM5508191068,085130,719SH DFND1 3 4130,71900
LYDALL INC DELCOM5508191062564,144SH DFND4 54,14400
LYONDELLBASELL INDUSTRIES NSHS - A -N5374510041,668485,753SH DFND1 3 4485,75300
LYONDELLBASELL INDUSTRIES NSHS - A -N537451002,65430,940SH DFND4 530,94000
M & T BK CORPCOM55261F1042,79117,841SH DFND4 517,84100
M & T BK CORPCOM55261F104239,2851,529,662SH DFND1 3 41,529,66200
M D C HLDGS INCCOM5526761087,751302,061SH DFND1 3 4302,06100
M/I HOMES INCCOM55305B1014,555180,911SH DFND1 3 4180,91100
MACERICH COCOM55438210111,672164,770SH DFND1 3 4164,77000
MACERICH COCOM5543821011,30018,350SH DFND4 518,35000
MACK CALI RLTY CORPCOM55448910438,6671,332,442SH DFND1 3 41,332,44200
MACK CALI RLTY CORPCOM55448910450817,512SH DFND4 517,51200
MACQUARIE INFRASTRUCTURE CORCOM55608B105200,1962,450,388SH DFND1 3 42,450,38800
MACQUARIE INFRASTRUCTURE CORCOM55608B1057939,708SH DFND4 59,70800
MACROGENICS INCCOM5560991092,351115,042SH DFND1 3 4115,04200
MACYS INCCOM55616P10442,4791,186,241SH DFND1 3 41,186,24100
MACYS INCCOM55616P1041,86151,975SH DFND4 551,97500
MADDEN STEVEN LTDCOM55626910815,051421,019SH DFND1 3 4421,01900
MADDEN STEVEN LTDCOM55626910847413,261SH DFND4 513,26100
MAGELLAN HEALTH INCCOM NEW55907920713,727182,412SH DFND1 3 4182,41200
MAGELLAN HEALTH INCCOM NEW5590792074455,913SH DFND4 55,91300
MAIDEN HOLDINGS LTDSHSG5753U1129,416539,615SH DFND1 3 4539,61500
MAIDEN HOLDINGS LTDSHSG5753U11233719,288SH DFND4 519,28800
MALLINCKRODT PUB LTD COSHSG5785G1077,230145,116SH DFND1 3 4145,11600
MALLINCKRODT PUB LTD COSHSG5785G10792618,580SH DFND4 518,58000
MAMMOTH ENERGY SVCS INCCOM56155L1089,116599,787SH DFND1 3 4599,78700
MANHATTAN ASSOCS INCCOM56275010928,512537,642SH DFND1 3 4537,64200
MANHATTAN ASSOCS INCCOM56275010975214,176SH DFND4 514,17600
MANITOWOC FOODSERVICE INCCOM56356810449925,812SH DFND4 525,81200
MANITOWOC FOODSERVICE INCCOM56356810416,367846,700SH DFND1 3 4846,70000
MANITOWOC INCCOM56357110810216,995SH DFND4 516,99500
MANNKIND CORPCOM56400P2013657,068SH DFND4 557,06800
MANNKIND CORPCOM56400P201812,982SH DFND1 3 412,98200
MANPOWERGROUP INCCOM56418H10022,893257,597SH DFND1 3 4257,59700
MANPOWERGROUP INCCOM56418H1001,31314,777SH DFND4 514,77700
MANTECH INTL CORPCL A5645631047,934187,782SH DFND1 3 4187,78200
MARATHON OIL CORPCOM56584910620,0141,156,218SH DFND1 3 41,156,21800
MARATHON OIL CORPCOM5658491062,376137,281SH DFND4 5137,28100
MARATHON PETE CORPCOM56585A10236,883732,529SH DFND1 3 4732,52900
MARATHON PETE CORPCOM56585A1024,33886,151SH DFND4 586,15100
MARCUS CORPCOM5663301064,401139,711SH DFND1 3 4139,71100
MARINEMAX INCCOM5679081083,641188,182SH DFND1 3 4188,18200
MARKEL CORPCOM5705351041,2031,330SH DFND4 51,33000
MARKEL CORPCOM570535104571,936632,323SH DFND1 3 4632,32300
MARKETAXESS HLDGS INCCOM57060D10821,093143,570SH DFND1 3 4143,57000
MARKETAXESS HLDGS INCCOM57060D1083652,481SH DFND4 52,48100
MARRIOTT INTL INC NEWCL A57190320236,331439,416SH DFND1 3 4439,41600
MARRIOTT INTL INC NEWCL A5719032025,71969,174SH DFND4 569,17400
MARRIOTT VACATIONS WRLDWDE CCOM57164Y10715,806186,284SH DFND1 3 4186,28400
MARRIOTT VACATIONS WRLDWDE CCOM57164Y1073734,396SH DFND4 54,39600
MARSH & MCLENNAN COS INCCOM57174810247,616704,487SH DFND1 3 4704,48700
MARSH & MCLENNAN COS INCCOM5717481023,53352,266SH DFND4 552,26600
MARTEN TRANS LTDCOM5730751084,106176,217SH DFND1 3 4176,21700
MARTIN MARIETTA MATLS INCCOM573284106240,2511,084,507SH DFND1 3 41,084,50700
MARTIN MARIETTA MATLS INCCOM5732841062,2039,943SH DFND4 59,94300
MARVELL TECHNOLOGY GROUP LTDORDG5876H10554639,349SH DFND4 539,34900
MASCO CORPCOM57459910619,003600,982SH DFND1 3 4600,98200
MASCO CORPCOM57459910694029,733SH DFND4 529,73300
MASIMO CORPCOM57479510023,010341,393SH DFND1 3 4341,39300
MASIMO CORPCOM5747951005838,650SH DFND4 58,65000
MASONITE INTL CORP NEWCOM5753851094266,471SH DFND4 56,47100
MASTEC INCCOM57632310920,399533,323SH DFND1 3 4533,32300
MASTEC INCCOM57632310953313,924SH DFND4 513,92400
MASTERCARD INCORPORATEDCL A57636Q104211,0892,044,447SH DFND1 3 42,044,44700
MASTERCARD INCORPORATEDCL A57636Q10410,836104,945SH DFND4 5104,94500
MATADOR RES COCOM57648520530211,739SH DFND4 511,73900
MATCH GROUP INCCOM57665R10621712,699SH DFND4 512,69900
MATCH GROUP INCCOM57665R10689752,484SH DFND1 3 452,48400
MATERION CORPCOM5766901015,809146,702SH DFND1 3 4146,70200
MATRIX SVC COCOM5768531054,457196,353SH DFND1 3 4196,35300
MATSON INCCOM57686G10511,455323,666SH DFND1 3 4323,66600
MATSON INCCOM57686G1052105,930SH DFND4 55,93000
MATTEL INCCOM57708110213,110475,875SH DFND1 3 4475,87500
MATTEL INCCOM57708110263423,020SH DFND4 523,02000
MATTHEWS INTL CORPCL A57712810118,499240,712SH DFND1 3 4240,71200
MATTHEWS INTL CORPCL A5771281013474,515SH DFND4 54,51500
MAXIM INTEGRATED PRODS INCCOM57772K1011,77946,124SH DFND4 546,12400
MAXIM INTEGRATED PRODS INCCOM57772K10111,608300,942SH DFND1 3 4300,94200
MAXIMUS INCCOM57793310413,789247,154SH DFND1 3 4247,15400
MAXIMUS INCCOM5779331044998,951SH DFND4 58,95100
MAXLINEAR INCCL A57776J10029213,396SH DFND4 513,39600
MB FINANCIAL INC NEWCOM55264U10814,785313,048SH DFND1 3 4313,04800
MB FINANCIAL INC NEWCOM55264U10849110,396SH DFND4 510,39600
MBIA INCCOM55262C10019217,918SH DFND4 517,91800
MCCORMICK & CO INCCOM NON VTG57978020614,634156,796SH DFND1 3 4156,79600
MCCORMICK & CO INCCOM NON VTG5797802062,06922,174SH DFND4 522,17400
MCDERMOTT INTL INCCOM58003710935247,660SH DFND1 3 447,66000
MCDERMOTT INTL INCCOM58003710940154,329SH DFND4 554,32900
MCDONALDS CORPCOM5801351017,29659,939SH DFND4 559,93900
MCDONALDS CORPCOM580135101141,1731,159,823SH DFND1 3 41,159,82300
MCEWEN MNG INCCOM58039P107332114,167SH DFND1 3 4114,16700
MCGRATH RENTCORPCOM5805891092035,174SH DFND4 55,17400
MCKESSON CORPCOM58155Q10343,769311,634SH DFND1 3 4311,63400
MCKESSON CORPCOM58155Q1032,14815,297SH DFND4 515,29700
MDU RES GROUP INCCOM55269010975,9942,641,431SH DFND1 3 42,641,43100
MDU RES GROUP INCCOM5526901091,26343,885SH DFND4 543,88500
MEAD JOHNSON NUTRITION COCOM58283910683,3311,177,653SH DFND1 3 41,177,65300
MEAD JOHNSON NUTRITION COCOM5828391062,10329,718SH DFND4 529,71800
MEDEQUITIES RLTY TR INCCOM58409L30611,6661,050,988SH DFND1 3 41,050,98800
MEDIA GEN INC NEWCOM58441K10028315,053SH DFND4 515,05300
MEDICAL PPTYS TRUST INCCOM58463J30476962,508SH DFND4 562,50800
MEDICAL PPTYS TRUST INCCOM58463J30451,6814,201,751SH DFND1 3 44,201,75100
MEDICINES COCOM58468810517,390512,372SH DFND1 3 4512,37200
MEDICINES COCOM5846881053219,460SH DFND4 59,46000
MEDIDATA SOLUTIONS INCCOM58471A10519,932401,286SH DFND1 3 4401,28600
MEDIDATA SOLUTIONS INCCOM58471A10557111,500SH DFND4 511,50000
MEDIFAST INCCOM58470H1013,69388,701SH DFND1 3 488,70100
MEDNAX INCCOM58502B10623,655354,861SH DFND1 3 4354,86100
MEDNAX INCCOM58502B10690813,625SH DFND4 513,62500
MEDTRONIC PLCSHSG5960L103133,8971,879,782SH DFND1 3 41,879,78200
MEDTRONIC PLCSHSG5960L1033,02242,420SH DFND4 542,42000
MEETME INCCOM58514110427656,056SH DFND1 3 456,05600
MEETME INCCOM5851411045010,219SH DFND4 510,21900
MELCO CROWN ENTMT LTDADR58546410022213,948SH DFND1 3 413,94800
MENTOR GRAPHICS CORPCOM58720010673219,845SH DFND4 519,84500
MENTOR GRAPHICS CORPCOM58720010615,460419,072SH DFND1 3 4419,07200
MERCK & CO INCCOM58933Y105365,1506,202,655SH DFND1 3 46,202,65500
MERCK & CO INCCOM58933Y1054,89883,199SH DFND4 583,19900
MERCURY GENL CORP NEWCOM5894001008,380139,181SH DFND1 3 4139,18100
MERCURY GENL CORP NEWCOM5894001003135,193SH DFND4 55,19300
MERCURY SYS INCCOM5893781089,405311,222SH DFND1 3 4311,22200
MEREDITH CORPCOM5894331019,169155,016SH DFND1 3 4155,01600
MEREDITH CORPCOM5894331014377,380SH DFND4 57,38000
MERIDIAN BANCORP INC MDCOM58958U10345223,890SH DFND1 3 423,89000
MERIDIAN BANCORP INC MDCOM58958U10319710,444SH DFND4 510,44400
MERIDIAN BIOSCIENCE INCCOM5895841015,729323,680SH DFND1 3 4323,68000
MERIT MED SYS INCCOM5898891048,998339,567SH DFND1 3 4339,56700
MERIT MED SYS INCCOM5898891042459,238SH DFND4 59,23800
MERITAGE HOMES CORPCOM59001A1029,602275,915SH DFND1 3 4275,91500
MERITOR INCCOM59001K10021617,353SH DFND4 517,35300
MERRIMACK PHARMACEUTICALS INCOM5903281008721,259SH DFND4 521,25900
META FINL GROUP INCCOM59100U1086035,864SH DFND1 3 45,86400
META FINL GROUP INCCOM59100U1082252,182SH DFND4 52,18200
METHODE ELECTRS INCCOM59152020011,253272,132SH DFND1 3 4272,13200
METHODE ELECTRS INCCOM59152020041710,080SH DFND4 510,08000
METLIFE INCCOM59156R10881,0421,503,842SH DFND1 3 41,503,84200
METLIFE INCCOM59156R1081,96536,459SH DFND4 536,45900
METTLER TOLEDO INTERNATIONALCOM59268810515,21936,360SH DFND1 3 436,36000
METTLER TOLEDO INTERNATIONALCOM5926881052,1895,229SH DFND4 55,22900
MFA FINL INCCOM55272X1021,610210,948SH DFND1 3 4210,94800
MFA FINL INCCOM55272X10250766,424SH DFND4 566,42400
MGE ENERGY INCCOM55277P1044276,545SH DFND1 3 46,54500
MGE ENERGY INCCOM55277P1043845,873SH DFND4 55,87300
MGIC INVT CORP WISCOM55284810313,3071,305,868SH DFND1 3 41,305,86800
MGIC INVT CORP WISCOM55284810368867,492SH DFND4 567,49200
MGM RESORTS INTERNATIONALCOM55295310123,062799,932SH DFND1 3 4799,93200
MGM RESORTS INTERNATIONALCOM5529531012,35581,684SH DFND4 581,68400
MGP INGREDIENTS INC NEWCOM55303J1062655,303SH DFND1 3 45,30300
MICHAEL KORS HLDGS LTDSHSG607541011,47734,373SH DFND4 534,37300
MICHAEL KORS HLDGS LTDSHSG6075410110,542245,285SH DFND1 3 4245,28500
MICHAELS COS INCCOM59408Q10613,174644,197SH DFND1 3 4644,19700
MICHAELS COS INCCOM59408Q10643721,347SH DFND4 521,34700
MICROCHIP TECHNOLOGY INCCOM595017104237,5593,703,176SH DFND1 3 43,703,17600
MICROCHIP TECHNOLOGY INCCOM5950171042,23834,888SH DFND4 534,88800
MICRON TECHNOLOGY INCCOM59511210332,0321,461,288SH DFND1 3 41,461,28800
MICRON TECHNOLOGY INCCOM5951121032,707123,491SH DFND4 5123,49100
MICROSEMI CORPCOM59513710024,086446,298SH DFND1 3 4446,29800
MICROSEMI CORPCOM59513710085715,884SH DFND4 515,88400
MICROSOFT CORPCOM594918104860,40813,846,292SH DFND1 3 413,846,29200
MICROSOFT CORPCOM59491810445,097725,725SH DFND4 5725,72500
MICROSTRATEGY INCCL A NEW5949724084802,430SH DFND4 52,43000
MICROSTRATEGY INCCL A NEW59497240813,62469,019SH DFND1 3 469,01900
MID AMER APT CMNTYS INCCOM59522J1032,04020,839SH DFND4 520,83900
MID AMER APT CMNTYS INCCOM59522J10315,193155,162SH DFND1 3 4155,16200
MIDDLEBY CORPCOM5962781014663,615SH DFND1 3 43,61500
MIDDLEBY CORPCOM5962781011,47111,423SH DFND4 511,42300
MIDDLESEX WATER COCOM59668010886120,042SH DFND1 3 420,04200
MILLER HERMAN INCCOM6005441008,607251,680SH DFND1 3 4251,68000
MILLER HERMAN INCCOM60054410044613,036SH DFND4 513,03600
MIMEDX GROUP INCCOM6024961016,547738,886SH DFND1 3 4738,88600
MIMEDX GROUP INCCOM60249610116518,637SH DFND4 518,63700
MINERALS TECHNOLOGIES INCCOM60315810611,047143,000SH DFND1 3 4143,00000
MINERALS TECHNOLOGIES INCCOM6031581065817,517SH DFND4 57,51700
MITEK SYS INCCOM NEW6067102008413,616SH DFND1 3 413,61600
MKS INSTRUMENT INCCOM55306N10424,617414,423SH DFND1 3 4414,42300
MKS INSTRUMENT INCCOM55306N1044357,320SH DFND4 57,32000
MOBILE MINI INCCOM60740F1059,864326,080SH DFND1 3 4326,08000
MOBILE TELESYSTEMS PJSCSPONSORED ADR6074091091,488163,309SH DFND1 3 4163,30900
MOBILEIRON INCCOM NEW60739U2043810,105SH DFND4 510,10500
MOBILEYE N V AMSTELVEENORD SHSN5148811783221,826SH DFND1 3 421,82600
MOELIS & COCL A60786M1058,543252,012SH DFND1 3 4252,01200
MOHAWK INDS INCCOM608190104239,6491,200,167SH DFND1 3 41,200,16700
MOHAWK INDS INCCOM6081901042,55312,787SH DFND4 512,78700
MOLINA HEALTHCARE INCCOM60855R1008,890163,834SH DFND1 3 4163,83400
MOLINA HEALTHCARE INCCOM60855R1005399,939SH DFND4 59,93900
MOLSON COORS BREWING COCL B60871R20924,696253,785SH DFND1 3 4253,78500
MOLSON COORS BREWING COCL B60871R2092,76728,437SH DFND4 528,43700
MOMENTA PHARMACEUTICALS INCCOM60877T1007,274483,304SH DFND1 3 4483,30400
MOMENTA PHARMACEUTICALS INCCOM60877T10017111,366SH DFND4 511,36600
MONARCH CASINO & RESORT INCCOM6090271072,12782,512SH DFND1 3 482,51200
MONDELEZ INTL INCCL A609207105117,9242,660,145SH DFND1 3 42,660,14500
MONDELEZ INTL INCCL A6092071051,44132,497SH DFND4 532,49700
MONMOUTH REAL ESTATE INVT COCL A60972010711,736770,118SH DFND1 3 4770,11800
MONMOUTH REAL ESTATE INVT COCL A60972010732721,424SH DFND4 521,42400
MONOGRAM RESIDENTIAL TR INCCOM60979P10525123,192SH DFND4 523,19200
MONOLITHIC PWR SYS INCCOM60983910511,697142,772SH DFND1 3 4142,77200
MONOLITHIC PWR SYS INCCOM6098391054495,482SH DFND4 55,48200
MONOTYPE IMAGING HOLDINGS INCOM61022P1006,235314,121SH DFND1 3 4314,12100
MONRO MUFFLER BRAKE INCCOM61023610113,987244,538SH DFND1 3 4244,53800
MONRO MUFFLER BRAKE INCCOM6102361012544,447SH DFND4 54,44700
MONSANTO CO NEWCOM61166W10171,340678,073SH DFND1 3 4678,07300
MONSANTO CO NEWCOM61166W1012,38022,624SH DFND4 522,62400
MONSTER BEVERAGE CORP NEWCOM61174X10924,531553,250SH DFND1 3 4553,25000
MONSTER BEVERAGE CORP NEWCOM61174X1091,26128,441SH DFND4 528,44100
MOODYS CORPCOM615369105478,2705,073,401SH DFND1 3 45,073,40100
MOODYS CORPCOM6153691052,13422,635SH DFND4 522,63500
MOOG INCCL A61539420215,515236,231SH DFND1 3 4236,23100
MOOG INCCL A6153942023675,583SH DFND4 55,58300
MORGAN STANLEYCOM NEW6174464482,18751,753SH DFND4 551,75300
MORGAN STANLEYCOM NEW617446448199,7834,728,576SH DFND1 3 44,728,57600
MORNINGSTAR INCCOM6177001092653,597SH DFND4 53,59700
MOSAIC CO NEWCOM61945C10314,082480,113SH DFND1 3 4480,11300
MOSAIC CO NEWCOM61945C1031,31744,898SH DFND4 544,89800
MOTORCAR PTS AMER INCCOM6200711003,685136,880SH DFND1 3 4136,88000
MOTOROLA SOLUTIONS INCCOM NEW620076307205,7132,481,765SH DFND1 3 42,481,76500
MOTOROLA SOLUTIONS INCCOM NEW6200763072,40328,994SH DFND4 528,99400
MOVADO GROUP INCCOM6245801063,260113,393SH DFND1 3 4113,39300
MRC GLOBAL INCCOM55345K10321,5271,062,533SH DFND1 3 41,062,53300
MRC GLOBAL INCCOM55345K10337718,628SH DFND4 518,62800
MSA SAFETY INCCOM55349810633,495483,133SH DFND1 3 4483,13300
MSA SAFETY INCCOM5534981063655,270SH DFND4 55,27000
MSC INDL DIRECT INCCL A55353010615,869171,757SH DFND1 3 4171,75700
MSC INDL DIRECT INCCL A5535301069039,772SH DFND4 59,77200
MSCI INCCOM55354G1001,34517,078SH DFND4 517,07800
MSCI INCCOM55354G10072,274917,416SH DFND1 3 4917,41600
MSG NETWORK INCCL A55357310633015,328SH DFND4 515,32800
MTS SYS CORPCOM5537771036,934122,287SH DFND1 3 4122,28700
MTS SYS CORPCOM5537771033015,304SH DFND4 55,30400
MUELLER INDS INCCOM62475610219,061476,997SH DFND1 3 4476,99700
MUELLER INDS INCCOM6247561023809,521SH DFND4 59,52100
MUELLER WTR PRODS INCCOM SER A6247581082,489186,984SH DFND1 3 4186,98400
MUELLER WTR PRODS INCCOM SER A62475810829121,880SH DFND4 521,88000
MULTI COLOR CORPCOM6253831042583,322SH DFND4 53,32200
MULTI COLOR CORPCOM6253831047,51596,848SH DFND1 3 496,84800
MURPHY OIL CORPCOM62671710283426,806SH DFND4 526,80600
MURPHY OIL CORPCOM62671710210,490336,973SH DFND1 3 4336,97300
MURPHY USA INCCOM62675510229,281476,345SH DFND1 3 4476,34500
MURPHY USA INCCOM6267551024968,076SH DFND4 58,07600
MYERS INDS INCCOM6284641092,293160,376SH DFND1 3 4160,37600
MYLAN N VSHS EURON5946510923,960628,035SH DFND1 3 4628,03500
MYLAN N VSHS EURON594651091,06427,896SH DFND4 527,89600
MYR GROUP INC DELCOM55405W1044,454118,216SH DFND1 3 4118,21600
MYRIAD GENETICS INCCOM62855J10420712,403SH DFND4 512,40300
NABORS INDUSTRIES LTDSHSG6359F10355,3333,373,984SH DFND1 3 43,373,98400
NABORS INDUSTRIES LTDSHSG6359F10378447,828SH DFND4 547,82800
NANOMETRICS INCCOM6300771054,703187,677SH DFND1 3 4187,67700
NASDAQ INCCOM63110310810,443155,582SH DFND1 3 4155,58200
NASDAQ INCCOM6311031081,42021,161SH DFND4 521,16100
NATERA INCCOM6323071041,295110,590SH DFND1 3 4110,59000
NATIONAL BEVERAGE CORPCOM63501710685516,733SH DFND1 3 416,73300
NATIONAL BK HLDGS CORPCL A6337071046,072190,401SH DFND1 3 4190,40100
NATIONAL CINEMEDIA INCCOM63530910718912,825SH DFND4 512,82500
NATIONAL FUEL GAS CO N JCOM63618010118,409325,026SH DFND1 3 4325,02600
NATIONAL FUEL GAS CO N JCOM63618010166511,737SH DFND4 511,73700
NATIONAL GEN HLDGS CORPCOM63622030350420,155SH DFND1 3 420,15500
NATIONAL GEN HLDGS CORPCOM63622030335414,155SH DFND4 514,15500
NATIONAL HEALTH INVS INCCOM63633D1045897,940SH DFND4 57,94000
NATIONAL INSTRS CORPCOM63651810212,431403,375SH DFND1 3 4403,37500
NATIONAL OILWELL VARCO INCCOM63707110119,370517,348SH DFND1 3 4517,34800
NATIONAL OILWELL VARCO INCCOM6370711011,81348,431SH DFND4 548,43100
NATIONAL PRESTO INDS INCCOM6372151044,00337,625SH DFND1 3 437,62500
NATIONAL RETAIL PPTYS INCCOM63741710624,838561,955SH DFND1 3 4561,95500
NATIONAL RETAIL PPTYS INCCOM6374171061,22027,610SH DFND4 527,61000
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN63787010627,8771,263,100SH DFND1 3 41,263,10000
NATIONAL STORAGE AFFILIATESCOM SHS BEN IN6378701062139,664SH DFND4 59,66400
NATUS MEDICAL INC DELCOM6390501038,421241,973SH DFND1 3 4241,97300
NATUS MEDICAL INC DELCOM6390501032848,166SH DFND4 58,16600
NAUTILUS INCCOM63910B1024,223228,287SH DFND1 3 4228,28700
NAVIENT CORPCOM63938C1089,161557,574SH DFND1 3 4557,57400
NAVIENT CORPCOM63938C10870843,102SH DFND4 543,10200
NAVIGANT CONSULTING INCCOM63935N10720,733791,909SH DFND1 3 4791,90900
NAVIGANT CONSULTING INCCOM63935N10726510,136SH DFND4 510,13600
NAVIGATORS GROUP INCCOM6389041023032,577SH DFND4 52,57700
NAVIGATORS GROUP INCCOM63890410210,20886,696SH DFND1 3 486,69600
NAVIOS MARITIME ACQUIS CORPSHSY621591013118,034SH DFND4 518,03400
NAVISTAR INTL CORP NEWCOM63934E1082116,722SH DFND4 56,72200
NBT BANCORP INCCOM62877810213,768328,738SH DFND1 3 4328,73800
NBT BANCORP INCCOM6287781023548,463SH DFND4 58,46300
NCI BUILDING SYS INCCOM NEW62885220410,953699,898SH DFND1 3 4699,89800
NCR CORP NEWCOM62886E10819,255474,720SH DFND1 3 4474,72000
NCR CORP NEWCOM62886E1081,01525,031SH DFND4 525,03100
NEENAH PAPER INCCOM64007910911,258132,140SH DFND1 3 4132,14000
NEKTAR THERAPEUTICSCOM64026810818,0241,468,918SH DFND1 3 41,468,91800
NEKTAR THERAPEUTICSCOM64026810824720,127SH DFND4 520,12700
NELNET INCCL A64031N1082154,230SH DFND1 3 44,23000
NELNET INCCL A64031N1082484,879SH DFND4 54,87900
NEOGEN CORPCOM64049110618,719283,640SH DFND1 3 4283,64000
NEOGEN CORPCOM6404911065137,777SH DFND4 57,77700
NEOGENOMICS INCCOM NEW64049M2099711,276SH DFND1 3 411,27600
NEOGENOMICS INCCOM NEW64049M2098910,343SH DFND4 510,34300
NETAPP INCCOM64110D10413,370379,089SH DFND1 3 4379,08900
NETAPP INCCOM64110D1041,86152,768SH DFND4 552,76800
NETEASE INCSPONSORED ADR64110W10270,529327,523SH DFND1 3 4327,52300
NETFLIX INCCOM64110L1063,44127,793SH DFND4 527,79300
NETFLIX INCCOM64110L10672,706587,287SH DFND1 3 4587,28700
NETGEAR INCCOM64111Q10429,652545,574SH DFND1 3 4545,57400
NETGEAR INCCOM64111Q1044588,420SH DFND4 58,42000
NETSCOUT SYS INCCOM64115T10411,006349,384SH DFND1 3 4349,38400
NETSCOUT SYS INCCOM64115T10438712,272SH DFND4 512,27200
NEUROCRINE BIOSCIENCES INCCOM64125C1092,36861,177SH DFND1 3 461,17700
NEUROCRINE BIOSCIENCES INCCOM64125C10957914,968SH DFND4 514,96800
NEUSTAR INCCL A64126X2016,979208,943SH DFND1 3 4208,94300
NEUSTAR INCCL A64126X20146213,822SH DFND4 513,82200
NEVRO CORPCOM64157F1037,297100,424SH DFND1 3 4100,42400
NEVRO CORPCOM64157F1032433,349SH DFND4 53,34900
NEW JERSEY RESCOM64602510641711,738SH DFND4 511,73800
NEW JERSEY RESCOM64602510611,662328,518SH DFND1 3 4328,51800
NEW MEDIA INVT GROUP INCCOM64704V1066,265391,831SH DFND1 3 4391,83100
NEW ORIENTAL ED & TECH GRP ISPON ADR64758110774,4421,768,213SH DFND1 3 41,768,21300
NEW RESIDENTIAL INVT CORPCOM NEW64828T2012,690171,145SH DFND1 3 4171,14500
NEW RESIDENTIAL INVT CORPCOM NEW64828T20174847,595SH DFND4 547,59500
NEW SR INVT GROUP INCCOM64869110310210,397SH DFND4 510,39700
NEW YORK CMNTY BANCORP INCCOM64944510329,5851,859,506SH DFND1 3 41,859,50600
NEW YORK CMNTY BANCORP INCCOM64944510373946,420SH DFND4 546,42000
NEW YORK MTG TR INCCOM PAR $.0264960450118327,694SH DFND4 527,69400
NEW YORK REIT INCCOM64976L10923122,870SH DFND4 522,87000
NEW YORK TIMES COCL A6501111076,183464,866SH DFND1 3 4464,86600
NEW YORK TIMES COCL A65011110722817,141SH DFND4 517,14100
NEWELL BRANDS INCCOM65122910629,688664,910SH DFND1 3 4664,91000
NEWELL BRANDS INCCOM6512291062,85163,857SH DFND4 563,85700
NEWFIELD EXPL COCOM65129010872517,889SH DFND4 517,88900
NEWFIELD EXPL COCOM65129010817,894441,833SH DFND1 3 4441,83300
NEWLINK GENETICS CORPCOM65151110771069,085SH DFND1 3 469,08500
NEWMARKET CORPCOM65158710715,00735,408SH DFND1 3 435,40800
NEWMARKET CORPCOM6515871076851,616SH DFND4 51,61600
NEWMONT MINING CORPCOM65163910633,307977,604SH DFND1 3 4977,60400
NEWMONT MINING CORPCOM6516391063,05689,698SH DFND4 589,69800
NEWPARK RES INCCOM PAR $.01NEW6517185044,672622,961SH DFND1 3 4622,96100
NEWPARK RES INCCOM PAR $.01NEW65171850411615,453SH DFND4 515,45300
NEWS CORP NEWCL A65249B10956048,900SH DFND4 548,90000
NEWS CORP NEWCL A65249B1096,350554,076SH DFND1 3 4554,07600
NEWS CORP NEWCL B65249B2081,930163,566SH DFND1 3 4163,56600
NEXPOINT RESIDENTIAL TR INCCOM65341D1022,610116,843SH DFND1 3 4116,84300
NEXSTAR BROADCASTING GROUP ICL A65336K10380212,677SH DFND1 3 412,67700
NEXSTAR BROADCASTING GROUP ICL A65336K1033936,215SH DFND4 56,21500
NEXTERA ENERGY INCCOM65339F10176,196637,839SH DFND1 3 4637,83900
NEXTERA ENERGY INCCOM65339F1011,79415,014SH DFND4 515,01400
NIC INCCOM62914B10011,374475,908SH DFND1 3 4475,90800
NIC INCCOM62914B10037915,861SH DFND4 515,86100
NIELSEN HLDGS PLCSHS EURG6518L10819,250458,880SH DFND1 3 4458,88000
NIELSEN HLDGS PLCSHS EURG6518L1082,36756,417SH DFND4 556,41700
NIKE INCCL B6541061034,58690,230SH DFND4 590,23000
NIKE INCCL B65410610393,0011,829,656SH DFND1 3 41,829,65600
NIMBLE STORAGE INCCOM65440R1019111,472SH DFND4 511,47200
NISOURCE INCCOM65473P10591141,167SH DFND4 541,16700
NISOURCE INCCOM65473P1059,926448,326SH DFND1 3 4448,32600
NOBILIS HEALTH CORPCOM65500B1033014,162SH DFND4 514,16200
NOBLE CORP PLCSHS USDG654311015,494928,035SH DFND1 3 4928,03500
NOBLE CORP PLCSHS USDG6543110123038,914SH DFND4 538,91400
NOBLE ENERGY INCCOM65504410522,266585,033SH DFND1 3 4585,03300
NOBLE ENERGY INCCOM6550441052,58067,787SH DFND4 567,78700
NORDIC AMERICAN TANKERS LIMICOMG6577310619022,577SH DFND4 522,57700
NORDSON CORPCOM65566310243,567388,823SH DFND1 3 4388,82300
NORDSON CORPCOM6556631021,1129,927SH DFND4 59,92700
NORDSTROM INCCOM65566410023,436488,961SH DFND1 3 4488,96100
NORDSTROM INCCOM6556641001,31027,337SH DFND4 527,33700
NORFOLK SOUTHERN CORPCOM655844108118,4891,096,406SH DFND1 3 41,096,40600
NORFOLK SOUTHERN CORPCOM6558441081,10410,213SH DFND4 510,21300
NORTHERN OIL & GAS INC NEVCOM665531109877318,942SH DFND1 3 4318,94200
NORTHERN OIL & GAS INC NEVCOM6655311093111,225SH DFND4 511,22500
NORTHERN TR CORPCOM66585910425,930291,186SH DFND1 3 4291,18600
NORTHERN TR CORPCOM6658591043,42838,499SH DFND4 538,49900
NORTHFIELD BANCORP INC DELCOM66611T1086,906345,805SH DFND1 3 4345,80500
NORTHROP GRUMMAN CORPCOM66680710268,337293,820SH DFND1 3 4293,82000
NORTHROP GRUMMAN CORPCOM6668071024,42419,021SH DFND4 519,02100
NORTHSTAR ASSET MGMT GROUP ICOM66705Y10450834,020SH DFND4 534,02000
NORTHWEST BANCSHARES INC MDCOM66734010314,785820,018SH DFND1 3 4820,01800
NORTHWEST BANCSHARES INC MDCOM66734010324013,330SH DFND4 513,33000
NORTHWEST NAT GAS COCOM6676551043676,137SH DFND4 56,13700
NORTHWEST NAT GAS COCOM66765510413,126219,506SH DFND1 3 4219,50600
NORTHWESTERN CORPCOM NEW66807430510,486184,391SH DFND1 3 4184,39100
NORTHWESTERN CORPCOM NEW6680743053796,668SH DFND4 56,66800
NORWEGIAN CRUISE LINE HLDGSSHSG6672110464515,175SH DFND4 515,17500
NOVAVAX INCCOM6700021046148,096SH DFND4 548,09600
NOW INCCOM67011P1008,821430,908SH DFND1 3 4430,90800
NOW INCCOM67011P10041720,382SH DFND4 520,38200
NRG ENERGY INCCOM NEW6293775085,278430,490SH DFND1 3 4430,49000
NRG ENERGY INCCOM NEW62937750861450,065SH DFND4 550,06500
NRG YIELD INCCL C62942X40574747,274SH DFND1 3 447,27400
NU SKIN ENTERPRISES INCCL A67018T10550410,542SH DFND4 510,54200
NU SKIN ENTERPRISES INCCL A67018T1051,25926,354SH DFND1 3 426,35400
NUANCE COMMUNICATIONS INCCOM67020Y10070747,452SH DFND4 547,45200
NUCOR CORPCOM67034610531,663531,987SH DFND1 3 4531,98700
NUCOR CORPCOM6703461053,29955,421SH DFND4 555,42100
NUTRI SYS INC NEWCOM67069D1087,747223,592SH DFND1 3 4223,59200
NUTRI SYS INC NEWCOM67069D1082537,313SH DFND4 57,31300
NUVASIVE INCCOM67070410513,205196,043SH DFND1 3 4196,04300
NUVASIVE INCCOM67070410568410,150SH DFND4 510,15000
NVIDIA CORPCOM67066G10484,283789,613SH DFND1 3 4789,61300
NVIDIA CORPCOM67066G1048,66581,182SH DFND4 581,18200
NVR INCCOM62944T10568,91541,291SH DFND1 3 441,29100
NVR INCCOM62944T1051,118670SH DFND4 567000
NXP SEMICONDUCTORS N VCOMN6596X1092,25723,023SH DFND1 3 423,02300
NXSTAGE MEDICAL INCCOM67072V10350019,066SH DFND1 3 419,06600
NXSTAGE MEDICAL INCCOM67072V1032318,822SH DFND4 58,82200
O REILLY AUTOMOTIVE INC NEWCOM67103H107423,7771,522,131SH DFND1 3 41,522,13100
O REILLY AUTOMOTIVE INC NEWCOM67103H1074,19515,066SH DFND4 515,06600
OAKTREE CAP GROUP LLCUNIT CL A6740012014,148110,615SH DFND1 3 4110,61500
OASIS PETE INC NEWCOM67421510810,194673,330SH DFND1 3 4673,33000
OASIS PETE INC NEWCOM67421510869345,740SH DFND4 545,74000
OCCIDENTAL PETE CORP DELCOM67459910574,5451,046,536SH DFND1 3 41,046,53600
OCCIDENTAL PETE CORP DELCOM6745991051,18116,581SH DFND4 516,58100
OCEANEERING INTL INCCOM67523210211,616411,752SH DFND1 3 4411,75200
OCEANEERING INTL INCCOM67523210248817,307SH DFND4 517,30700
OCLARO INCCOM NEW67555N20613915,554SH DFND4 515,55400
OCWEN FINL CORPCOM NEW67574630910018,609SH DFND4 518,60900
OFFICE DEPOT INCCOM6762201069,1862,032,230SH DFND1 3 42,032,23000
OFFICE DEPOT INCCOM676220106484107,011SH DFND4 5107,01100
OFG BANCORPCOM67103X1024,262325,342SH DFND1 3 4325,34200
OGE ENERGY CORPCOM67083710333,9461,014,841SH DFND1 3 41,014,84100
OGE ENERGY CORPCOM6708371031,42642,619SH DFND4 542,61900
OIL STS INTL INCCOM6780261057,702197,479SH DFND1 3 4197,47900
OIL STS INTL INCCOM6780261052757,047SH DFND4 57,04700
OLD DOMINION FGHT LINES INCCOM6795801001,15913,505SH DFND4 513,50500
OLD DOMINION FGHT LINES INCCOM67958010022,675264,312SH DFND1 3 4264,31200
OLD NATL BANCORP INDCOM68003310718,020992,864SH DFND1 3 4992,86400
OLD NATL BANCORP INDCOM68003310748826,910SH DFND4 526,91000
OLD REP INTL CORPCOM68022310422,1191,164,187SH DFND1 3 41,164,18700
OLD REP INTL CORPCOM68022310477941,013SH DFND4 541,01300
OLIN CORPCOM PAR $168066520519,545763,184SH DFND1 3 4763,18400
OLIN CORPCOM PAR $168066520558122,683SH DFND4 522,68300
OLLIES BARGAIN OUTLT HLDGS ICOM68111610910,484368,522SH DFND1 3 4368,52200
OLYMPIC STEEL INCCOM68162K1061,63867,606SH DFND1 3 467,60600
OMEGA HEALTHCARE INVS INCCOM68193610064,8622,074,934SH DFND1 3 42,074,93400
OMEGA HEALTHCARE INVS INCCOM6819361001,33042,544SH DFND4 542,54400
OMNICELL INCCOM68213N1099,345275,665SH DFND1 3 4275,66500
OMNICOM GROUP INCCOM68191910643,914515,966SH DFND1 3 4515,96600
OMNICOM GROUP INCCOM6819191065,35762,938SH DFND4 562,93800
ON ASSIGNMENT INCCOM68215910815,780357,344SH DFND1 3 4357,34400
ON ASSIGNMENT INCCOM6821591083157,132SH DFND4 57,13200
ON SEMICONDUCTOR CORPCOM6821891051,00979,062SH DFND4 579,06200
ONE GAS INCCOM68235P10812,884201,435SH DFND1 3 4201,43500
ONE GAS INCCOM68235P10868410,688SH DFND4 510,68800
ONEMAIN HLDGS INCCOM68268W10322410,139SH DFND4 510,13900
ONEOK INC NEWCOM68268010341,547723,686SH DFND1 3 4723,68600
ONEOK INC NEWCOM6826801032,40941,968SH DFND4 541,96800
OPKO HEALTH INCCOM68375N10313914,924SH DFND1 3 414,92400
OPKO HEALTH INCCOM68375N10352456,299SH DFND4 556,29900
OPUS BK IRVINE CALIFCOM6840001024,326143,963SH DFND1 3 4143,96300
ORACLE CORPCOM68389X105169,0154,395,703SH DFND1 3 44,395,70300
ORACLE CORPCOM68389X1056,007156,220SH DFND4 5156,22000
ORASURE TECHNOLOGIES INCCOM68554V10817319,736SH DFND1 3 419,73600
ORASURE TECHNOLOGIES INCCOM68554V1089711,104SH DFND4 511,10400
ORBCOMM INCCOM68555P1009611,559SH DFND4 511,55900
ORBITAL ATK INCCOM68557N10319,600223,418SH DFND1 3 4223,41800
ORBITAL ATK INCCOM68557N1038169,301SH DFND4 59,30100
ORBOTECH LTDORDM7525310017,320518,394SH DFND1 3 4518,39400
ORGANOVO HLDGS INCCOM68620A1046017,640SH DFND4 517,64000
ORION GROUP HOLDINGS INCCOM68628V3082,020203,000SH DFND1 3 4203,00000
ORITANI FINL CORP DELCOM68633D10320210,783SH DFND4 510,78300
ORITANI FINL CORP DELCOM68633D10310,772574,488SH DFND1 3 4574,48800
ORMAT TECHNOLOGIES INCCOM6866881025009,333SH DFND4 59,33300
ORMAT TECHNOLOGIES INCCOM68668810259511,098SH DFND1 3 411,09800
OSHKOSH CORPCOM68823920118,357284,114SH DFND1 3 4284,11400
OSHKOSH CORPCOM68823920179012,220SH DFND4 512,22000
OSI SYSTEMS INCCOM67104410510,110132,816SH DFND1 3 4132,81600
OTTER TAIL CORPCOM6896481033779,229SH DFND4 59,22900
OUTFRONT MEDIA INCCOM69007J10662825,251SH DFND4 525,25100
OWENS & MINOR INC NEWCOM6907321029,913280,896SH DFND1 3 4280,89600
OWENS & MINOR INC NEWCOM69073210250614,335SH DFND4 514,33500
OWENS CORNING NEWCOM69074210131,892618,536SH DFND1 3 4618,53600
OWENS CORNING NEWCOM6907421011,14622,222SH DFND4 522,22200
OWENS ILL INCCOM NEW69076840310,774618,848SH DFND1 3 4618,84800
OWENS ILL INCCOM NEW69076840354831,474SH DFND4 531,47400
OXFORD INDS INCCOM6914973096,900114,759SH DFND1 3 4114,75900
P T TELEKOMUNIKASI INDONESIASPONSORED ADR7156841061,39947,969SH DFND1 3 447,96900
PACCAR INCCOM69371810830,569478,397SH DFND1 3 4478,39700
PACCAR INCCOM6937181082,64841,436SH DFND4 541,43600
PACIFIC BIOSCIENCES CALIF INCOM69404D1085915,553SH DFND4 515,55300
PACIFIC PREMIER BANCORPCOM69478X1057,129201,669SH DFND1 3 4201,66900
PACKAGING CORP AMERCOM69515610978,394924,232SH DFND1 3 4924,23200
PACKAGING CORP AMERCOM6951561091,58418,677SH DFND4 518,67700
PACWEST BANCORP DELCOM69526310381,8091,502,747SH DFND1 3 41,502,74700
PACWEST BANCORP DELCOM69526310384115,442SH DFND4 515,44200
PALO ALTO NETWORKS INCCOM6974351057335,865SH DFND4 55,86500
PANERA BREAD COCL A69840W1088914,342SH DFND4 54,34200
PANERA BREAD COCL A69840W10817,27484,226SH DFND1 3 484,22600
PAPA JOHNS INTL INCCOM6988131029,688113,208SH DFND1 3 4113,20800
PAPA JOHNS INTL INCCOM6988131024925,749SH DFND4 55,74900
PARAMOUNT GROUP INCCOM69924R10847629,750SH DFND4 529,75000
PAREXEL INTL CORPCOM69946210733,793514,192SH DFND1 3 4514,19200
PAREXEL INTL CORPCOM6994621074837,344SH DFND4 57,34400
PARK ELECTROCHEMICAL CORPCOM7004162092,601139,490SH DFND1 3 4139,49000
PARK NATL CORPCOM7006581073292,752SH DFND4 52,75200
PARK STERLING CORPCOM70086Y10518517,158SH DFND1 3 417,15800
PARKER DRILLING COCOM7010811016223,948SH DFND4 523,94800
PARKER HANNIFIN CORPCOM70109410489,755641,134SH DFND1 3 4641,13400
PARKER HANNIFIN CORPCOM7010941043,39724,264SH DFND4 524,26400
PARKWAY INCCOM70156Q1076,979313,680SH DFND1 3 4313,68000
PARSLEY ENERGY INCCL A7018771026,442182,800SH DFND1 3 4182,80000
PARSLEY ENERGY INCCL A70187710279722,605SH DFND4 522,60500
PATRICK INDS INCCOM7033431038,869116,243SH DFND1 3 4116,24300
PATRICK INDS INCCOM7033431032763,620SH DFND4 53,62000
PATTERN ENERGY GROUP INCCL A70338P10062432,843SH DFND1 3 432,84300
PATTERSON COMPANIES INCCOM7033951034,666113,713SH DFND1 3 4113,71300
PATTERSON COMPANIES INCCOM70339510367816,513SH DFND4 516,51300
PATTERSON UTI ENERGY INCCOM70348110116,873626,782SH DFND1 3 4626,78200
PATTERSON UTI ENERGY INCCOM70348110168325,368SH DFND4 525,36800
PAYCHEX INCCOM70432610726,813440,436SH DFND1 3 4440,43600
PAYCHEX INCCOM7043261073,24153,239SH DFND4 553,23900
PAYCOM SOFTWARE INCCOM70432V1021,23727,187SH DFND1 3 427,18700
PAYCOM SOFTWARE INCCOM70432V1024409,681SH DFND4 59,68100
PAYPAL HLDGS INCCOM70450Y10360,6031,535,443SH DFND1 3 41,535,44300
PAYPAL HLDGS INCCOM70450Y1035,418137,275SH DFND4 5137,27500
PBF ENERGY INCCL A69318G10648817,505SH DFND4 517,50500
PDC ENERGY INCCOM69327R10143,329596,996SH DFND1 3 4596,99600
PDC ENERGY INCCOM69327R1015577,679SH DFND4 57,67900
PDL BIOPHARMA INCCOM69329Y1046731,612SH DFND1 3 431,61200
PDL BIOPHARMA INCCOM69329Y1046028,302SH DFND4 528,30200
PEBBLEBROOK HOTEL TRCOM70509V10041613,975SH DFND4 513,97500
PEBBLEBROOK HOTEL TRCOM70509V10025,813867,656SH DFND1 3 4867,65600
PEGASYSTEMS INCCOM70557310347313,136SH DFND1 3 413,13600
PENN NATL GAMING INCCOM70756910914310,364SH DFND4 510,36400
PENNEY J C INCCOM7081601069,7751,176,292SH DFND1 3 41,176,29200
PENNEY J C INCCOM70816010633640,434SH DFND4 540,43400
PENNSYLVANIA RL ESTATE INVTSH BEN INT7091021079,669509,963SH DFND1 3 4509,96300
PENSKE AUTOMOTIVE GRP INCCOM70959W1033637,005SH DFND4 57,00500
PENTAIR PLCSHSG7S00T10420,294361,944SH DFND1 3 4361,94400
PENTAIR PLCSHSG7S00T1041,19021,225SH DFND4 521,22500
PENUMBRA INCCOM70975L1075979,353SH DFND1 3 49,35300
PENUMBRA INCCOM70975L1072273,557SH DFND4 53,55700
PEOPLES UNITED FINANCIAL INCCOM7127041051,33268,812SH DFND4 568,81200
PEOPLES UNITED FINANCIAL INCCOM7127041058,228425,012SH DFND1 3 4425,01200
PEPSICO INCCOM71344810813,515129,170SH DFND4 5129,17000
PEPSICO INCCOM713448108210,7002,013,770SH DFND1 3 42,013,77000
PERFICIENT INCCOM71375U1014,746271,354SH DFND1 3 4271,35400
PERKINELMER INCCOM7140461097,801149,597SH DFND1 3 4149,59700
PERKINELMER INCCOM71404610986816,648SH DFND4 516,64800
PERRIGO CO PLCSHSG9782210316,467197,853SH DFND1 3 4197,85300
PERRIGO CO PLCSHSG978221031,46117,553SH DFND4 517,55300
PETMED EXPRESS INCCOM7163821063,714161,000SH DFND1 3 4161,00000
PFIZER INCCOM717081103367,99511,329,876SH DFND1 3 411,329,87600
PFIZER INCCOM7170811036,365195,964SH DFND4 5195,96400
PG&E CORPCOM69331C1081,25720,681SH DFND4 520,68100
PG&E CORPCOM69331C10841,942690,169SH DFND1 3 4690,16900
PGT INNOVATIONS INCCOM69336V1014,114359,323SH DFND1 3 4359,32300
PHARMATHENE INCCOM71714G1023410,318SH DFND4 510,31800
PHARMERICA CORPCOM71714F1045,696226,497SH DFND1 3 4226,49700
PHIBRO ANIMAL HEALTH CORPCL A COM71742Q1064,012136,917SH DFND1 3 4136,91700
PHILIP MORRIS INTL INCCOM718172109194,8952,130,233SH DFND1 3 42,130,23300
PHILIP MORRIS INTL INCCOM7181721093,78441,357SH DFND4 541,35700
PHILLIPS 66COM71854610452,643609,245SH DFND1 3 4609,24500
PHILLIPS 66COM7185461048479,801SH DFND4 59,80100
PHOTRONICS INCCOM71940510218316,170SH DFND4 516,17000
PHYSICIANS RLTY TRCOM71943U10435518,725SH DFND4 518,72500
PHYSICIANS RLTY TRCOM71943U104153,5178,096,905SH DFND1 3 48,096,90500
PHYSICIANS RLTY TRCOM71943U10410,947577,386SH DFND2 3 4577,38600
PIEDMONT OFFICE REALTY TR INCOM CL A72019020654025,808SH DFND4 525,80800
PIEDMONT OFFICE REALTY TR INCOM CL A7201902062,722130,200SH DFND1 3 4130,20000
PIER 1 IMPORTS INCCOM72027910814116,503SH DFND4 516,50300
PILGRIMS PRIDE CORP NEWCOM72147K10826714,069SH DFND4 514,06900
PINNACLE FINL PARTNERS INCCOM72346Q10422,061318,337SH DFND1 3 4318,33700
PINNACLE FINL PARTNERS INCCOM72346Q1044115,927SH DFND4 55,92700
PINNACLE FOODS INC DELCOM72348P1041,05119,657SH DFND4 519,65700
PINNACLE WEST CAP CORPCOM72348410111,873152,160SH DFND1 3 4152,16000
PINNACLE WEST CAP CORPCOM7234841011,70621,867SH DFND4 521,86700
PIONEER ENERGY SVCS CORPCOM7236641089,0711,324,253SH DFND1 3 41,324,25300
PIONEER ENERGY SVCS CORPCOM7236641088612,627SH DFND4 512,62700
PIONEER NAT RES COCOM72378710742,144234,041SH DFND1 3 4234,04100
PIONEER NAT RES COCOM7237871076383,542SH DFND4 53,54200
PIPER JAFFRAY COSCOM7240781002423,344SH DFND4 53,34400
PIPER JAFFRAY COSCOM72407810015,250210,352SH DFND1 3 4210,35200
PITNEY BOWES INCCOM7244791003,851253,509SH DFND1 3 4253,50900
PITNEY BOWES INCCOM72447910052834,734SH DFND4 534,73400
PJT PARTNERS INCCOM CL A69343T1072447,912SH DFND1 3 47,91200
PLAINS GP HLDGS L PLTD PARTNR INT A72651A20710,914314,719SH DFND1 3 4314,71900
PLANET FITNESS INCCL A72703H10115,140753,226SH DFND1 3 4753,22600
PLANTRONICS INC NEWCOM72749310832,572594,816SH DFND1 3 4594,81600
PLANTRONICS INC NEWCOM7274931084187,632SH DFND4 57,63200
PLEXUS CORPCOM7291321003726,892SH DFND4 56,89200
PLEXUS CORPCOM72913210013,834255,992SH DFND1 3 4255,99200
PNC FINL SVCS GROUP INCCOM6934751051,26910,848SH DFND4 510,84800
PNC FINL SVCS GROUP INCCOM69347510578,579671,842SH DFND1 3 4671,84200
PNM RES INCCOM69349H10721,516627,299SH DFND1 3 4627,29900
PNM RES INCCOM69349H10737610,961SH DFND4 510,96100
POLARIS INDS INCCOM73106810218,739227,445SH DFND1 3 4227,44500
POLYONE CORPCOM73179P10610,334322,540SH DFND1 3 4322,54000
POLYONE CORPCOM73179P10637911,821SH DFND4 511,82100
POOL CORPORATIONCOM73278L10516,546158,573SH DFND1 3 4158,57300
POOL CORPORATIONCOM73278L1058528,162SH DFND4 58,16200
POPEYES LA KITCHEN INCCOM7328721069,193151,995SH DFND1 3 4151,99500
POPULAR INCCOM NEW73317470077017,563SH DFND4 517,56300
PORTLAND GEN ELEC COCOM NEW73650884721,282491,173SH DFND1 3 4491,17300
PORTLAND GEN ELEC COCOM NEW73650884753212,279SH DFND4 512,27900
PORTOLA PHARMACEUTICALS INCCOM7370101082049,087SH DFND4 59,08700
PORTOLA PHARMACEUTICALS INCCOM7370101081,19053,033SH DFND1 3 453,03300
POST HLDGS INCCOM73744610419,909247,665SH DFND1 3 4247,66500
POST HLDGS INCCOM73744610493111,582SH DFND4 511,58200
POTLATCH CORP NEWCOM7376301036,439154,594SH DFND1 3 4154,59400
POTLATCH CORP NEWCOM7376301033698,849SH DFND4 58,84900
POWELL INDS INCCOM7391281062,46863,272SH DFND1 3 463,27200
POWER INTEGRATIONS INCCOM73927610315,036221,613SH DFND1 3 4221,61300
POWER INTEGRATIONS INCCOM7392761032633,878SH DFND4 53,87800
PPG INDS INCCOM6935061071,70918,039SH DFND4 518,03900
PPG INDS INCCOM69350610734,254361,480SH DFND1 3 4361,48000
PPL CORPCOM69351T1062,75981,037SH DFND4 581,03700
PPL CORPCOM69351T10631,582927,529SH DFND1 3 4927,52900
PRA GROUP INCCOM69354N10613,289339,882SH DFND1 3 4339,88200
PRA GROUP INCCOM69354N1063549,058SH DFND4 59,05800
PRA HEALTH SCIENCES INCCOM69354M10830,427552,030SH DFND1 3 4552,03000
PRA HEALTH SCIENCES INCCOM69354M1083235,856SH DFND4 55,85600
PRAXAIR INCCOM74005P10445,663389,651SH DFND1 3 4389,65100
PRAXAIR INCCOM74005P1043,41829,169SH DFND4 529,16900
PREMIER INCCL A74051N10238512,665SH DFND4 512,66500
PRESTIGE BRANDS HLDGS INCCOM74112D10139,331754,910SH DFND1 3 4754,91000
PRESTIGE BRANDS HLDGS INCCOM74112D1013887,452SH DFND4 57,45200
PRICE T ROWE GROUP INCCOM74144T10825,110333,643SH DFND1 3 4333,64300
PRICE T ROWE GROUP INCCOM74144T1082,70635,949SH DFND4 535,94900
PRICELINE GRP INCCOM NEW7415034037,4295,067SH DFND4 55,06700
PRICELINE GRP INCCOM NEW74150340399,03167,549SH DFND1 3 467,54900
PRICESMART INCCOM7415111092322,776SH DFND4 52,77600
PRIMERICA INCCOM74164M10814,210205,500SH DFND1 3 4205,50000
PRIMERICA INCCOM74164M1086559,473SH DFND4 59,47300
PRINCIPAL EXCHANGE TRADED FDPRIN PRICE IDX74255Y2015,221200,001SH DFND4 5200,00100
PRINCIPAL EXCHANGE TRADED FDPRIN SHRHLDR74255Y3005,536200,001SH DFND4 5200,00100
PRINCIPAL EXCHANGE TRADED FDHELTHCARE INDX74255Y4094,600200,001SH DFND4 5200,00100
PRINCIPAL EXCHANGE TRADED FDPRCPL MIL INDX74255Y5084,956200,001SH DFND4 5200,00100
PRIVATEBANCORP INCCOM74296210358310,753SH DFND4 510,75300
PRIVATEBANCORP INCCOM74296210316,474304,011SH DFND1 3 4304,01100
PROASSURANCE CORPCOM74267C1065018,923SH DFND4 58,92300
PROASSURANCE CORPCOM74267C10621,959390,729SH DFND1 3 4390,72900
PROCTER AND GAMBLE COCOM742718109344,7894,100,727SH DFND1 3 44,100,72700
PROCTER AND GAMBLE COCOM7427181096,51477,475SH DFND4 577,47500
PROGENICS PHARMACEUTICALS INCOM74318710610812,443SH DFND4 512,44300
PROGRESS SOFTWARE CORPCOM74331210011,411357,399SH DFND1 3 4357,39900
PROGRESS SOFTWARE CORPCOM7433121002196,859SH DFND4 56,85900
PROGRESSIVE CORP OHIOCOM743315103151,8874,278,512SH DFND1 3 44,278,51200
PROGRESSIVE CORP OHIOCOM7433151032,69976,039SH DFND4 576,03900
PROLOGIS INCCOM74340W1034,68388,705SH DFND4 588,70500
PROLOGIS INCCOM74340W103448,7288,500,237SH DFND1 3 48,500,23700
PROLOGIS INCCOM74340W10328,926547,931SH DFND2 3 4547,93100
PROOFPOINT INCCOM7434241034065,753SH DFND4 55,75300
PROQR THRAPEUTICS N VSHS EURON7154210937576,494SH DFND1 3 476,49400
PROSPERITY BANCSHARES INCCOM74360610519,030265,110SH DFND1 3 4265,11000
PROSPERITY BANCSHARES INCCOM74360610591712,770SH DFND4 512,77000
PROTHENA CORP PLCSHSG728001083176,451SH DFND4 56,45100
PROTO LABS INCCOM7437131099,157178,333SH DFND1 3 4178,33300
PROVIDENCE SVC CORPCOM7438151023,39989,336SH DFND1 3 489,33600
PROVIDENT FINL SVCS INCCOM74386T10531,2551,104,415SH DFND1 3 41,104,41500
PROVIDENT FINL SVCS INCCOM74386T10536612,935SH DFND4 512,93500
PRUDENTIAL FINL INCCOM744320102166,6901,601,865SH DFND1 3 41,601,86500
PRUDENTIAL FINL INCCOM7443201021,91718,425SH DFND4 518,42500
PS BUSINESS PKS INC CALIFCOM69360J1075094,372SH DFND4 54,37200
PS BUSINESS PKS INC CALIFCOM69360J10716,786144,062SH DFND1 3 4144,06200
PTC INCCOM69370C10085918,572SH DFND4 518,57200
PTC INCCOM69370C10020,413441,164SH DFND1 3 4441,16400
PUBLIC STORAGECOM74460D109266,1131,190,662SH DFND1 3 41,190,66200
PUBLIC STORAGECOM74460D10918,86884,423SH DFND2 3 484,42300
PUBLIC STORAGECOM74460D1092,24610,051SH DFND4 510,05100
PUBLIC SVC ENTERPRISE GROUPCOM74457310693,0562,120,683SH DFND1 3 42,120,68300
PUBLIC SVC ENTERPRISE GROUPCOM7445731062,65060,394SH DFND4 560,39400
PULTE GROUP INCCOM7458671017,467406,280SH DFND1 3 4406,28000
PULTE GROUP INCCOM74586710190649,281SH DFND4 549,28100
PVH CORPCOM69365610025,337280,783SH DFND1 3 4280,78300
PVH CORPCOM6936561001,28114,194SH DFND4 514,19400
QEP RES INCCOM74733V10021,5961,173,049SH DFND1 3 41,173,04900
QEP RES INCCOM74733V10072839,519SH DFND4 539,51900
QIAGEN NVREG SHSN724821071,09639,121SH DFND4 539,12100
QORVO INCCOM74736K1019,191174,312SH DFND1 3 4174,31200
QORVO INCCOM74736K10191117,268SH DFND4 517,26800
QTS RLTY TR INCCOM CL A74736A1033266,560SH DFND4 56,56000
QUAKER CHEM CORPCOM74731610713,159102,855SH DFND1 3 4102,85500
QUAKER CHEM CORPCOM7473161073602,816SH DFND4 52,81600
QUALCOMM INCCOM747525103133,4242,046,381SH DFND1 3 42,046,38100
QUALCOMM INCCOM7475251034,70672,180SH DFND4 572,18000
QUALITY CARE PPTYS INCCOM7475451015,535357,100SH DFND1 3 4357,10000
QUALITY CARE PPTYS INCCOM74754510124515,789SH DFND4 515,78900
QUALITY SYS INCCOM7475821044,451338,451SH DFND1 3 4338,45100
QUALITY SYS INCCOM74758210413310,129SH DFND4 510,12900
QUALYS INCCOM74758T3036,710212,017SH DFND1 3 4212,01700
QUANEX BUILDING PRODUCTS CORCOM7476191045,094250,940SH DFND1 3 4250,94000
QUANTA SVCS INCCOM74762E10254,3791,560,355SH DFND1 3 41,560,35500
QUANTA SVCS INCCOM74762E1021,01129,020SH DFND4 529,02000
QUANTENNA COMMUNICATIONS INCCOM74766D1003,744206,534SH DFND1 3 4206,53400
QUEST DIAGNOSTICS INCCOM74834L10020,231220,139SH DFND1 3 4220,13900
QUEST DIAGNOSTICS INCCOM74834L1002,19723,903SH DFND4 523,90300
QUINSTREET INCCOM74874Q100997265,094SH DFND1 3 4265,09400
QUINTILES IMS HOLDINGS INCCOM74876Y1013,11140,909SH DFND1 3 440,90900
QUINTILES IMS HOLDINGS INCCOM74876Y1012,25229,611SH DFND4 529,61100
QUORUM HEALTH CORPCOM74909E1061,572216,238SH DFND1 3 4216,23800
QUOTIENT TECHNOLOGY INCCOM74911910312811,911SH DFND4 511,91100
RADIAN GROUP INCCOM75023610153029,486SH DFND4 529,48600
RADIANT LOGISTICS INCCOM75025X1004110,629SH DFND4 510,62900
RADIUS HEALTH INCCOM NEW7504692072205,790SH DFND4 55,79000
RALPH LAUREN CORPCL A7512121016,94176,852SH DFND1 3 476,85200
RALPH LAUREN CORPCL A7512121017498,293SH DFND4 58,29300
RAMBUS INC DELCOM75091710611,154810,009SH DFND1 3 4810,00900
RAMBUS INC DELCOM75091710628620,734SH DFND4 520,73400
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220244026,565SH DFND1 3 426,56500
RAMCO-GERSHENSON PPTYS TRCOM SH BEN INT75145220228016,893SH DFND4 516,89300
RANGE RES CORPCOM75281A1091,41141,075SH DFND4 541,07500
RANGE RES CORPCOM75281A1098,808256,336SH DFND1 3 4256,33600
RAVEN INDS INCCOM7542121086,682265,174SH DFND1 3 4265,17400
RAYMOND JAMES FINANCIAL INCCOM75473010933,424482,523SH DFND1 3 4482,52300
RAYMOND JAMES FINANCIAL INCCOM7547301091,12416,227SH DFND4 516,22700
RAYONIER ADVANCED MATLS INCCOM75508B1045,315343,813SH DFND1 3 4343,81300
RAYONIER INCCOM75490710312,481469,222SH DFND1 3 4469,22200
RAYONIER INCCOM75490710356021,046SH DFND4 521,04600
RAYTHEON COCOM NEW75511150761,592433,747SH DFND1 3 4433,74700
RAYTHEON COCOM NEW7551115073,04121,418SH DFND4 521,41800
RBC BEARINGS INCCOM75524B1045606,037SH DFND1 3 46,03700
RBC BEARINGS INCCOM75524B1042983,213SH DFND4 53,21300
RE MAX HLDGS INCCL A75524W1082484,437SH DFND4 54,43700
RE MAX HLDGS INCCL A75524W1087,651136,620SH DFND1 3 4136,62000
REALPAGE INCCOM75606N10940713,558SH DFND4 513,55800
REALTY INCOME CORPCOM7561091041,98234,490SH DFND4 534,49000
REALTY INCOME CORPCOM75610910434,323597,123SH DFND1 3 4597,12300
RED HAT INCCOM75657710217,128245,736SH DFND1 3 4245,73600
RED HAT INCCOM7565771022,08029,839SH DFND4 529,83900
RED ROBIN GOURMET BURGERS INCOM75689M1015,31894,295SH DFND1 3 494,29500
REDWOOD TR INCCOM75807540225917,019SH DFND4 517,01900
REGAL BELOIT CORPCOM75875010313,111189,329SH DFND1 3 4189,32900
REGAL BELOIT CORPCOM7587501035387,775SH DFND4 57,77500
REGAL ENTMT GROUPCL A75876610943921,328SH DFND4 521,32800
REGENCY CTRS CORPCOM7588491039,249134,126SH DFND2 3 4134,12600
REGENCY CTRS CORPCOM7588491031,31119,016SH DFND4 519,01600
REGENCY CTRS CORPCOM758849103176,2022,555,511SH DFND1 3 42,555,51100
REGENERON PHARMACEUTICALSCOM75886F10737,872103,168SH DFND1 3 4103,16800
REGENERON PHARMACEUTICALSCOM75886F1072,6157,124SH DFND4 57,12400
REGIONS FINL CORP NEWCOM7591EP10024,5091,706,779SH DFND1 3 41,706,77900
REGIONS FINL CORP NEWCOM7591EP1003,661254,917SH DFND4 5254,91700
REGIS CORP MINNCOM7589321073,735257,207SH DFND1 3 4257,20700
REINSURANCE GROUP AMER INCCOM NEW75935160455,218438,832SH DFND1 3 4438,83200
REINSURANCE GROUP AMER INCCOM NEW7593516041,66513,235SH DFND4 513,23500
RELIANCE STEEL & ALUMINUM COCOM75950910222,210279,228SH DFND1 3 4279,22800
RELIANCE STEEL & ALUMINUM COCOM7595091021,16014,580SH DFND4 514,58000
RENAISSANCERE HOLDINGS LTDCOMG7496G1037565,553SH DFND4 55,55300
RENAISSANCERE HOLDINGS LTDCOMG7496G10321,404157,129SH DFND1 3 4157,12900
RENASANT CORPCOM75970E1072385,639SH DFND4 55,63900
RENEWABLE ENERGY GROUP INCCOM NEW75972A30110310,615SH DFND1 3 410,61500
RENT A CTR INC NEWCOM76009N1004,385389,780SH DFND1 3 4389,78000
REPLIGEN CORPCOM7599161097,650248,222SH DFND1 3 4248,22200
REPUBLIC SVCS INCCOM76075910018,051316,407SH DFND1 3 4316,40700
REPUBLIC SVCS INCCOM7607591001,72430,224SH DFND4 530,22400
RESMED INCCOM76115210733,447539,041SH DFND1 3 4539,04100
RESMED INCCOM7611521075859,431SH DFND4 59,43100
RESOURCES CONNECTION INCCOM76122Q1054,331224,987SH DFND1 3 4224,98700
RESTAURANT BRANDS INTL INCCOM76131D103383,3338,043,091SH DFND1 3 48,043,09100
RESTORATION HARDWARE HLDGS ICOM7612831004,482146,008SH DFND1 3 4146,00800
RETAIL OPPORTUNITY INVTS CORCOM76131N10116,937801,546SH DFND1 3 4801,54600
RETAIL OPPORTUNITY INVTS CORCOM76131N10148723,049SH DFND4 523,04900
RETAIL PPTYS AMER INCCL A76131V20261640,206SH DFND4 540,20600
RETROPHIN INCCOM76129910624112,738SH DFND1 3 412,73800
REVANCE THERAPEUTICS INCCOM7613301091,68181,213SH DFND1 3 481,21300
REX AMERICAN RESOURCES CORPCOM7616241054,42444,798SH DFND1 3 444,79800
REXFORD INDL RLTY INCCOM76169C10035,7711,542,538SH DFND1 3 41,542,53800
REXFORD INDL RLTY INCCOM76169C10030913,320SH DFND4 513,32000
REXNORD CORP NEWCOM76169B1021,61682,514SH DFND1 3 482,51400
REXNORD CORP NEWCOM76169B10230415,530SH DFND4 515,53000
REYNOLDS AMERICAN INCCOM76171310663,3121,129,773SH DFND1 3 41,129,77300
REYNOLDS AMERICAN INCCOM7617131062,62946,911SH DFND4 546,91100
RICE ENERGY INCCOM76276010626,6921,250,196SH DFND1 3 41,250,19600
RICE ENERGY INCCOM76276010655826,113SH DFND4 526,11300
RIGEL PHARMACEUTICALS INCCOM NEW7665596034318,084SH DFND4 518,08400
RITE AID CORPCOM76775410457269,469SH DFND4 569,46900
RLI CORPCOM74960710717,693280,268SH DFND1 3 4280,26800
RLI CORPCOM7496071074507,124SH DFND4 57,12400
RLJ LODGING TRCOM74965L10140916,709SH DFND4 516,70900
ROADRUNNER TRNSN SVCS HLDG ICOM76973Q1052,308222,124SH DFND1 3 4222,12400
ROBERT HALF INTL INCCOM77032310363,5881,303,565SH DFND1 3 41,303,56500
ROBERT HALF INTL INCCOM7703231031,18424,269SH DFND4 524,26900
ROCKWELL AUTOMATION INCCOM77390310923,540175,152SH DFND1 3 4175,15200
ROCKWELL AUTOMATION INCCOM7739031094,06330,227SH DFND4 530,22700
ROCKWELL COLLINS INCCOM77434110116,554178,459SH DFND1 3 4178,45900
ROCKWELL COLLINS INCCOM7743411011,94220,934SH DFND4 520,93400
ROGERS CORPCOM77513310110,124131,805SH DFND1 3 4131,80500
ROGERS CORPCOM7751331013804,947SH DFND4 54,94700
ROLLINS INCCOM77571110412,417367,628SH DFND1 3 4367,62800
ROLLINS INCCOM7757111043089,107SH DFND4 59,10700
ROPER TECHNOLOGIES INCCOM776696106344,5021,881,705SH DFND1 3 41,881,70500
ROPER TECHNOLOGIES INCCOM7766961063,23117,646SH DFND4 517,64600
ROSS STORES INCCOM778296103396,4776,043,848SH DFND1 3 46,043,84800
ROSS STORES INCCOM7782961036,47198,636SH DFND4 598,63600
ROWAN COMPANIES PLCSHS CL AG7665A1019,041478,601SH DFND1 3 4478,60100
ROWAN COMPANIES PLCSHS CL AG7665A10142622,549SH DFND4 522,54900
ROYAL BANK OF CANADANOTE 4.650% 1/2780082AD510,6530SH DFND3 4000
ROYAL BK OF SCOTLAND PLCDEBT 7.500%12/3780099CJ45,4480SH DFND1 3 4000
ROYAL BK SCOTLAND GROUP PLCSP ADR PREF S7800977398,042321,044SH DFND1 3 4321,04400
ROYAL BK SCOTLAND GROUP PLCSP ADR L RP PF78009778832,0481,346,551SH DFND1 3 41,346,55100
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10319,167233,633SH DFND1 3 4233,63300
ROYAL CARIBBEAN CRUISES LTDCOMV7780T1031,64820,086SH DFND4 520,08600
ROYAL GOLD INCCOM78028710817,759280,325SH DFND1 3 4280,32500
ROYAL GOLD INCCOM7802871086099,611SH DFND4 59,61100
RPC INCCOM74966010625712,980SH DFND4 512,98000
RPM INTL INCCOM74968510339,458733,008SH DFND1 3 4733,00800
RPM INTL INCCOM7496851034758,827SH DFND4 58,82700
RSP PERMIAN INCCOM74978Q10581818,336SH DFND4 518,33600
RSP PERMIAN INCCOM74978Q10570415,770SH DFND1 3 415,77000
RTI SURGICAL INCCOM74975N1053611,015SH DFND4 511,01500
RUBY TUESDAY INCCOM7811821001,426441,459SH DFND1 3 4441,45900
RUBY TUESDAY INCCOM7811821003611,168SH DFND4 511,16800
RUDOLPH TECHNOLOGIES INCCOM7812701035,319227,812SH DFND1 3 4227,81200
RUSH ENTERPRISES INCCL A7818462092106,582SH DFND4 56,58200
RUTHS HOSPITALITY GROUP INCCOM7833321094,191229,015SH DFND1 3 4229,01500
RYANAIR HLDGS PLCSPONSORED ADR NE78351320360,422725,705SH DFND1 3 4725,70500
RYDER SYS INCCOM7835491085,43272,967SH DFND1 3 472,96700
RYDER SYS INCCOM7835491085126,873SH DFND4 56,87300
RYMAN HOSPITALITY PPTYS INCCOM78377T1073866,126SH DFND4 56,12600
S & T BANCORP INCCOM7838591012947,531SH DFND4 57,53100
S & T BANCORP INCCOM7838591019,996256,037SH DFND1 3 4256,03700
S&P GLOBAL INCCOM78409V104344,5183,203,621SH DFND1 3 43,203,62100
S&P GLOBAL INCCOM78409V1042,79025,945SH DFND4 525,94500
SABRA HEALTH CARE REIT INCCOM78573L10623,963981,305SH DFND1 3 4981,30500
SABRA HEALTH CARE REIT INCCOM78573L10644018,022SH DFND4 518,02200
SABRE CORPCOM78573M1041,00140,118SH DFND4 540,11800
SAFETY INS GROUP INCCOM78648T1008,452114,676SH DFND1 3 4114,67600
SAFETY INS GROUP INCCOM78648T1002633,568SH DFND4 53,56800
SAGE THERAPEUTICS INCCOM78667J1082845,561SH DFND4 55,56100
SAIA INCCOM78709Y1058,107183,625SH DFND1 3 4183,62500
SAIA INCCOM78709Y1052355,312SH DFND4 55,31200
SALESFORCE COM INCCOM79466L3022,97743,490SH DFND4 543,49000
SALESFORCE COM INCCOM79466L30259,674871,656SH DFND1 3 4871,65600
SALLY BEAUTY HLDGS INCCOM79546E10472927,610SH DFND4 527,61000
SALLY BEAUTY HLDGS INCCOM79546E10414,527549,835SH DFND1 3 4549,83500
SANCHEZ ENERGY CORPCOM79970Y1059510,570SH DFND4 510,57000
SANDERSON FARMS INCCOM80001310413,732145,714SH DFND1 3 4145,71400
SANDERSON FARMS INCCOM8000131043844,078SH DFND4 54,07800
SANDRIDGE ENERGY INCCOM NEW80007P8691,98384,205SH DFND1 3 484,20500
SANDRIDGE ENERGY INCNOTE 10/080007PBC22,2440SH DFND1 3 4000
SANDY SPRING BANCORP INCCOM8003631032466,154SH DFND4 56,15400
SANGAMO BIOSCIENCES INCCOM8006771063712,146SH DFND4 512,14600
SANMINA CORPORATIONCOM80105610220,417557,084SH DFND1 3 4557,08400
SANMINA CORPORATIONCOM80105610253114,486SH DFND4 514,48600
SANTANDER CONSUMER USA HDG ICOM80283M10112,240906,673SH DFND1 3 4906,67300
SANTANDER CONSUMER USA HDG ICOM80283M10126319,447SH DFND4 519,44700
SAREPTA THERAPEUTICS INCCOM8036071002569,326SH DFND4 59,32600
SAUL CTRS INCCOM80439510166,511998,510SH DFND1 3 4998,51000
SAUL CTRS INCCOM8043951018,280124,307SH DFND2 3 4124,30700
SBA COMMUNICATIONS CORPCOM78388J106574,5355,563,968SH DFND1 3 45,563,96800
SBA COMMUNICATIONS CORPCOM78388J1062,05719,923SH DFND4 519,92300
SCANA CORP NEWCOM80589M10214,361195,970SH DFND1 3 4195,97000
SCANA CORP NEWCOM80589M1021,71123,347SH DFND4 523,34700
SCANSOURCE INCCOM8060371077,658189,797SH DFND1 3 4189,79700
SCANSOURCE INCCOM8060371072315,717SH DFND4 55,71700
SCHEIN HENRY INCCOM8064071022,05213,529SH DFND4 513,52900
SCHEIN HENRY INCCOM80640710217,037112,300SH DFND1 3 4112,30000
SCHLUMBERGER LTDCOM806857108171,6022,044,102SH DFND1 3 42,044,10200
SCHLUMBERGER LTDCOM8068571082,54030,252SH DFND4 530,25200
SCHOLASTIC CORPCOM8070661059,384197,593SH DFND1 3 4197,59300
SCHOLASTIC CORPCOM8070661052685,644SH DFND4 55,64400
SCHULMAN A INCCOM8081941047,197215,152SH DFND1 3 4215,15200
SCHWAB CHARLES CORP NEWCOM80851310597,5132,470,566SH DFND1 3 42,470,56600
SCHWAB CHARLES CORP NEWCOM8085131052,69368,234SH DFND4 568,23400
SCHWEITZER-MAUDUIT INTL INCCOM80854110610,590232,594SH DFND1 3 4232,59400
SCHWEITZER-MAUDUIT INTL INCCOM8085411063808,353SH DFND4 58,35300
SCICLONE PHARMACEUTICALS INCCOM80862K1044,165385,658SH DFND1 3 4385,65800
SCIENCE APPLICATNS INTL CP NCOM8086251077608,963SH DFND4 58,96300
SCIENCE APPLICATNS INTL CP NCOM80862510715,642184,454SH DFND1 3 4184,45400
SCIENTIFIC GAMES CORPCL A80874P1095,215372,477SH DFND1 3 4372,47700
SCORPIO BULKERS INCCOMY7546A1225110,023SH DFND4 510,02300
SCORPIO TANKERS INCSHSY7542C10610222,459SH DFND4 522,45900
SCOTTS MIRACLE GRO COCL A81018610616,210169,646SH DFND1 3 4169,64600
SCOTTS MIRACLE GRO COCL A8101861068859,257SH DFND4 59,25700
SCRIPPS E W CO OHIOCL A NEW8110544028,048416,371SH DFND1 3 4416,37100
SCRIPPS NETWORKS INTERACT INCL A COM81106510124,753346,834SH DFND1 3 4346,83400
SCRIPPS NETWORKS INTERACT INCL A COM8110651011,16816,366SH DFND4 516,36600
SCYNEXIS INCCOM811292101647202,938SH DFND1 3 4202,93800
SEABOARD CORPCOM81154310721755SH DFND4 55500
SEACOR HOLDINGS INCCOM8119041018,428118,234SH DFND1 3 4118,23400
SEADRILL LIMITEDSHSG7945E10530990,666SH DFND4 590,66600
SEAGATE TECHNOLOGY PLCSHSG7945M10715,378402,884SH DFND1 3 4402,88400
SEALED AIR CORP NEWCOM81211K10012,002264,720SH DFND1 3 4264,72000
SEALED AIR CORP NEWCOM81211K1001,46132,216SH DFND4 532,21600
SEATTLE GENETICS INCCOM8125781022,94555,808SH DFND1 3 455,80800
SEATTLE GENETICS INCCOM81257810289917,034SH DFND4 517,03400
SEI INVESTMENTS COCOM78411710325,378514,135SH DFND1 3 4514,13500
SEI INVESTMENTS COCOM7841171031,01420,539SH DFND4 520,53900
SELECT COMFORT CORPCOM81616X1037,455329,578SH DFND1 3 4329,57800
SELECT INCOME REITCOM SH BEN INT81618T1001,08242,947SH DFND1 3 442,94700
SELECT INCOME REITCOM SH BEN INT81618T10034913,854SH DFND4 513,85400
SELECT MED HLDGS CORPCOM81619Q10536127,279SH DFND4 527,27900
SELECT MED HLDGS CORPCOM81619Q10510,690806,824SH DFND1 3 4806,82400
SELECTIVE INS GROUP INCCOM81630010719,344449,339SH DFND1 3 4449,33900
SELECTIVE INS GROUP INCCOM81630010750211,657SH DFND4 511,65700
SEMGROUP CORPCL A81663A10554813,124SH DFND1 3 413,12400
SEMGROUP CORPCL A81663A10556613,554SH DFND4 513,55400
SEMPRA ENERGYCOM81685110934,389341,706SH DFND1 3 4341,70600
SEMPRA ENERGYCOM8168511092,99929,797SH DFND4 529,79700
SEMTECH CORPCOM81685010115,187481,354SH DFND1 3 4481,35400
SEMTECH CORPCOM8168501012869,074SH DFND4 59,07400
SENECA FOODS CORP NEWCL A8170705011,83045,681SH DFND1 3 445,68100
SENIOR HSG PPTYS TRSH BEN INT81721M10988046,507SH DFND4 546,50700
SENIOR HSG PPTYS TRSH BEN INT81721M109149,7357,909,938SH DFND1 3 47,909,93800
SENIOR HSG PPTYS TRSH BEN INT81721M1099,610507,635SH DFND2 3 4507,63500
SENSATA TECHNOLOGIES HLDG NVSHSN7902X106107,5402,760,980SH DFND1 3 42,760,98000
SENSIENT TECHNOLOGIES CORPCOM81725T10013,355169,949SH DFND1 3 4169,94900
SENSIENT TECHNOLOGIES CORPCOM81725T1004886,210SH DFND4 56,21000
SERVICE CORP INTLCOM81756510420,662727,519SH DFND1 3 4727,51900
SERVICE CORP INTLCOM8175651041,01635,774SH DFND4 535,77400
SERVICEMASTER GLOBAL HLDGS ICOM81761R10993524,828SH DFND4 524,82800
SERVICENOW INCCOM81762P1025667,614SH DFND1 3 47,61400
SERVICENOW INCCOM81762P1021,88725,380SH DFND4 525,38000
SERVICESOURCE INTL INCCOM81763U1006811,956SH DFND4 511,95600
SERVISFIRST BANCSHARES INCCOM81768T10812,620337,070SH DFND1 3 4337,07000
SERVISFIRST BANCSHARES INCCOM81768T1082436,496SH DFND4 56,49600
SHENANDOAH TELECOMMUNICATIONCOM82312B10671626,211SH DFND1 3 426,21100
SHENANDOAH TELECOMMUNICATIONCOM82312B1062559,334SH DFND4 59,33400
SHERWIN WILLIAMS COCOM8243481062,6819,976SH DFND4 59,97600
SHERWIN WILLIAMS COCOM824348106189,167703,906SH DFND1 3 4703,90600
SHOE CARNIVAL INCCOM8248891092,725100,983SH DFND1 3 4100,98300
SHORETEL INCCOM8252111059212,885SH DFND4 512,88500
SHUTTERFLY INCCOM82568P3043777,519SH DFND4 57,51900
SHUTTERSTOCK INCCOM8256901007,408155,885SH DFND1 3 4155,88500
SHUTTERSTOCK INCCOM8256901002715,707SH DFND4 55,70700
SIGNATURE BK NEW YORK N YCOM82669G10430,838205,311SH DFND1 3 4205,31100
SIGNATURE BK NEW YORK N YCOM82669G1041,0657,090SH DFND4 57,09000
SIGNET JEWELERS LIMITEDSHSG812761001,20612,790SH DFND4 512,79000
SIGNET JEWELERS LIMITEDSHSG812761008,95194,958SH DFND1 3 494,95800
SILGAN HOLDINGS INCCOM8270481094528,833SH DFND4 58,83300
SILGAN HOLDINGS INCCOM8270481097,307142,773SH DFND1 3 4142,77300
SILICON LABORATORIES INCCOM82691910210,377159,645SH DFND1 3 4159,64500
SILICON LABORATORIES INCCOM8269191025728,807SH DFND4 58,80700
SILICON MOTION TECHNOLOGY COSPONSORED ADR82706C1081,48334,908SH DFND1 3 434,90800
SIMMONS 1ST NATL CORPCL A $1 PAR82873020014,106226,975SH DFND1 3 4226,97500
SIMMONS 1ST NATL CORPCL A $1 PAR8287302002524,058SH DFND4 54,05800
SIMON PPTY GROUP INC NEWCOM828806109914,7045,148,328SH DFND1 3 45,148,32800
SIMON PPTY GROUP INC NEWCOM82880610963,393356,802SH DFND2 3 4356,80200
SIMON PPTY GROUP INC NEWCOM8288061095,23029,436SH DFND4 529,43600
SIMPSON MANUFACTURING CO INCCOM8290731053908,921SH DFND4 58,92100
SIMPSON MANUFACTURING CO INCCOM82907310513,490308,352SH DFND1 3 4308,35200
SINCLAIR BROADCAST GROUP INCCL A82922610943,3211,298,978SH DFND1 3 41,298,97800
SINCLAIR BROADCAST GROUP INCCL A82922610946613,985SH DFND4 513,98500
SIRIUS XM HLDGS INCCOM82968B1031,696381,049SH DFND4 5381,04900
SITEONE LANDSCAPE SUPPLY INCCOM82982L10312,139349,548SH DFND1 3 4349,54800
SIX FLAGS ENTMT CORP NEWCOM83001A10284714,121SH DFND4 514,12100
SJW GROUPCOM7843051042614,668SH DFND4 54,66800
SKECHERS U S A INCCL A83056610512,504508,713SH DFND1 3 4508,71300
SKECHERS U S A INCCL A83056610560424,565SH DFND4 524,56500
SKYWEST INCCOM83087910214,244390,784SH DFND1 3 4390,78400
SKYWEST INCCOM8308791022526,910SH DFND4 56,91000
SKYWORKS SOLUTIONS INCCOM83088M1022,86638,392SH DFND4 538,39200
SKYWORKS SOLUTIONS INCCOM83088M10219,000254,493SH DFND1 3 4254,49300
SL GREEN RLTY CORPCOM78440X1011,34612,516SH DFND4 512,51600
SL GREEN RLTY CORPCOM78440X10121,159196,734SH DFND2 3 4196,73400
SL GREEN RLTY CORPCOM78440X101286,6222,665,013SH DFND1 3 42,665,01300
SLM CORPCOM78442P10618,0071,634,060SH DFND1 3 41,634,06000
SLM CORPCOM78442P10673166,343SH DFND4 566,34300
SM ENERGY COCOM78454L10012,678367,687SH DFND1 3 4367,68700
SM ENERGY COCOM78454L10050914,776SH DFND4 514,77600
SMITH & WESSON HLDG CORPCOM8317561011,25159,341SH DFND1 3 459,34100
SMITH & WESSON HLDG CORPCOM83175610127613,113SH DFND4 513,11300
SMITH A OCOM83186520941,388874,090SH DFND1 3 4874,09000
SMITH A OCOM8318652091,46130,859SH DFND4 530,85900
SMUCKER J M COCOM NEW8326964052,67020,847SH DFND4 520,84700
SMUCKER J M COCOM NEW83269640533,124258,661SH DFND1 3 4258,66100
SNAP ON INCCOM83303410132,495189,731SH DFND1 3 4189,73100
SNAP ON INCCOM8330341012,20612,879SH DFND4 512,87900
SNYDERS-LANCE INCCOM83355110412,519326,534SH DFND1 3 4326,53400
SNYDERS-LANCE INCCOM83355110442311,025SH DFND4 511,02500
SONIC AUTOMOTIVE INCCL A83545G1024,412192,673SH DFND1 3 4192,67300
SONIC CORPCOM8354511059,741367,466SH DFND1 3 4367,46600
SONOCO PRODS COCOM83549510220,194383,193SH DFND1 3 4383,19300
SONOCO PRODS COCOM83549510268913,065SH DFND4 513,06500
SOTHEBYSCOM8358981077,008175,819SH DFND1 3 4175,81900
SOTHEBYSCOM8358981072726,820SH DFND4 56,82000
SOUTH JERSEY INDS INCCOM83851810854616,197SH DFND4 516,19700
SOUTH JERSEY INDS INCCOM83851810820,696614,308SH DFND1 3 4614,30800
SOUTH ST CORPCOM8404411092853,263SH DFND4 53,26300
SOUTHERN COCOM84258710765,8171,338,019SH DFND1 3 41,338,01900
SOUTHERN COCOM8425871071,47730,031SH DFND4 530,03100
SOUTHERN COPPER CORPCOM84265V1052,35373,658SH DFND1 3 473,65800
SOUTHSIDE BANCSHARES INCCOM84470P1097,481198,607SH DFND1 3 4198,60700
SOUTHWEST AIRLS COCOM84474110842,145845,624SH DFND1 3 4845,62400
SOUTHWEST AIRLS COCOM8447411082,16643,463SH DFND4 543,46300
SOUTHWEST GAS CORPCOM84489510238,029496,329SH DFND1 3 4496,32900
SOUTHWEST GAS CORPCOM84489510277210,079SH DFND4 510,07900
SOUTHWESTERN ENERGY COCOM8454671097,247669,782SH DFND1 3 4669,78200
SOUTHWESTERN ENERGY COCOM84546710997389,907SH DFND4 589,90700
SPARK THERAPEUTICS INCCOM84652J1031,92838,630SH DFND1 3 438,63000
SPARTANNASH COCOM84721510011,123281,301SH DFND1 3 4281,30100
SPARTANNASH COCOM8472151003067,743SH DFND4 57,74300
SPDR SERIES TRUSTS&P METALS MNG78464A7552,25474,132SH DFND1 3 474,13200
SPECTRA ENERGY CORPCOM84756010939,736967,065SH DFND1 3 4967,06500
SPECTRA ENERGY CORPCOM84756010994923,088SH DFND4 523,08800
SPECTRUM BRANDS HLDGS INCCOM84763R1016205,068SH DFND4 55,06800
SPECTRUM PHARMACEUTICALS INCCOM84763A1082,284515,577SH DFND1 3 4515,57700
SPECTRUM PHARMACEUTICALS INCCOM84763A1086013,629SH DFND4 513,62900
SPIRE INCCOM84857L10121,620334,930SH DFND1 3 4334,93000
SPIRE INCCOM84857L1015618,688SH DFND4 58,68800
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741091,87132,071SH DFND4 532,07100
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410911,469196,560SH DFND1 3 4196,56000
SPIRIT AIRLS INCCOM8485771025519,522SH DFND4 59,52200
SPIRIT RLTY CAP INC NEWCOM84860W102158,36814,582,720SH DFND1 3 414,582,72000
SPIRIT RLTY CAP INC NEWCOM84860W10212,8761,185,621SH DFND2 3 41,185,62100
SPIRIT RLTY CAP INC NEWCOM84860W10286379,460SH DFND4 579,46000
SPLUNK INCCOM8486371041,07420,991SH DFND4 520,99100
SPOK HLDGS INCCOM84863T1063,304159,224SH DFND1 3 4159,22400
SPRINT CORPCOM SER 185207U105858101,934SH DFND4 5101,93400
SPROUTS FMRS MKT INCCOM85208M1029,669511,033SH DFND1 3 4511,03300
SPROUTS FMRS MKT INCCOM85208M10249626,242SH DFND4 526,24200
SPS COMM INCCOM78463M1079,264132,546SH DFND1 3 4132,54600
SPX CORPCOM7846351047,286307,182SH DFND1 3 4307,18200
SPX FLOW INCCOM78469X1079,851307,255SH DFND1 3 4307,25500
SQUARE INCCL A85223410320014,676SH DFND4 514,67600
SS&C TECHNOLOGIES HLDGS INCCOM78467J10092732,412SH DFND4 532,41200
ST JUDE MED INCCOM79084910331,277390,037SH DFND1 3 4390,03700
ST JUDE MED INCCOM7908491032,91536,357SH DFND4 536,35700
STAAR SURGICAL COCOM PAR $0.018523123053,175292,592SH DFND1 3 4292,59200
STAG INDL INCCOM85254J10264,7652,713,240SH DFND1 3 42,713,24000
STAG INDL INCCOM85254J1024,772199,907SH DFND2 3 4199,90700
STAG INDL INCCOM85254J10238516,143SH DFND4 516,14300
STAGE STORES INCCOM NEW85254C305809185,237SH DFND1 3 4185,23700
STAMPS COM INCCOM NEW85285720013,364116,566SH DFND1 3 4116,56600
STAMPS COM INCCOM NEW8528572004253,710SH DFND4 53,71000
STANDARD MTR PRODS INCCOM8536661058,201154,089SH DFND1 3 4154,08900
STANDARD MTR PRODS INCCOM8536661053276,139SH DFND4 56,13900
STANDEX INTL CORPCOM8542311078,50796,830SH DFND1 3 496,83000
STANLEY BLACK & DECKER INCCOM854502101107,588938,078SH DFND1 3 4938,07800
STANLEY BLACK & DECKER INCCOM8545021014,02835,117SH DFND4 535,11700
STAPLES INCCOM8550301028,243910,908SH DFND1 3 4910,90800
STAPLES INCCOM85503010276083,982SH DFND4 583,98200
STARBUCKS CORPCOM855244109159,2582,868,485SH DFND1 3 42,868,48500
STARBUCKS CORPCOM8552441095,40297,299SH DFND4 597,29900
STARWOOD PPTY TR INCCOM85571B10584838,634SH DFND4 538,63400
STATE STR CORPCOM85747710357,544740,403SH DFND1 3 4740,40300
STATE STR CORPCOM8574771036668,563SH DFND4 58,56300
STEEL DYNAMICS INCCOM85811910048,1031,351,981SH DFND1 3 41,351,98100
STEEL DYNAMICS INCCOM8581191001,83051,429SH DFND4 551,42900
STEELCASE INCCL A85815520321411,929SH DFND4 511,92900
STEELCASE INCCL A85815520349627,724SH DFND1 3 427,72400
STEIN MART INCCOM8583751081,244226,989SH DFND1 3 4226,98900
STEPAN COCOM85858610012,367151,777SH DFND1 3 4151,77700
STEPAN COCOM8585861004125,061SH DFND4 55,06100
STERICYCLE INCCOM8589121088,945116,113SH DFND1 3 4116,11300
STERICYCLE INCCOM8589121081,00012,985SH DFND4 512,98500
STERIS PLCSHS USDG8472010454,616810,446SH DFND1 3 4810,44600
STERLING BANCORP DELCOM85917A10024,5631,049,682SH DFND1 3 41,049,68200
STERLING BANCORP DELCOM85917A10040717,391SH DFND4 517,39100
STEWART INFORMATION SVCS CORCOM8603721017,897171,385SH DFND1 3 4171,38500
STEWART INFORMATION SVCS CORCOM8603721012315,023SH DFND4 55,02300
STIFEL FINL CORPCOM86063010212,627252,786SH DFND1 3 4252,78600
STIFEL FINL CORPCOM8606301024398,783SH DFND4 58,78300
STILLWATER MNG COCOM86074Q10215,234945,630SH DFND1 3 4945,63000
STILLWATER MNG COCOM86074Q10227116,826SH DFND4 516,82600
STOCK YDS BANCORP INCCOM8610251042274,843SH DFND1 3 44,84300
STONEGATE BK FT LAUDERDALE FCOM8618111072866,864SH DFND1 3 46,86400
STORE CAP CORPCOM862121100207,1418,382,882SH DFND1 3 48,382,88200
STORE CAP CORPCOM86212110015,856641,677SH DFND2 3 4641,67700
STORE CAP CORPCOM86212110062025,078SH DFND4 525,07800
STRAYER ED INCCOM8632361056,16876,501SH DFND1 3 476,50100
STRAYER ED INCCOM8632361052072,568SH DFND4 52,56800
STRYKER CORPCOM86366710150,868424,576SH DFND1 3 4424,57600
STRYKER CORPCOM8636671014,41036,807SH DFND4 536,80700
STURM RUGER & CO INCCOM8641591088,102153,738SH DFND1 3 4153,73800
SUMMIT HOTEL PPTYSCOM86608210032019,933SH DFND4 519,93300
SUMMIT HOTEL PPTYSCOM86608210042,7162,664,753SH DFND1 3 42,664,75300
SUMMIT MATLS INCCL A86614U10025810,853SH DFND4 510,85300
SUN CMNTYS INCCOM866674104203,0252,650,114SH DFND1 3 42,650,11400
SUN CMNTYS INCCOM86667410413,169171,897SH DFND2 3 4171,89700
SUN CMNTYS INCCOM86667410480510,512SH DFND4 510,51200
SUNCOKE ENERGY INCCOM86722A1035,340470,933SH DFND1 3 4470,93300
SUNCOKE ENERGY INCCOM86722A10317415,327SH DFND4 515,32700
SUNRUN INCCOM86771W1055810,982SH DFND4 510,98200
SUNSTONE HOTEL INVS INC NEWCOM86789210112,143796,256SH DFND2 3 4796,25600
SUNSTONE HOTEL INVS INC NEWCOM86789210145429,769SH DFND4 529,76900
SUNSTONE HOTEL INVS INC NEWCOM867892101172,15911,289,126SH DFND1 3 411,289,12600
SUNTRUST BKS INCCOM8679141035,20394,859SH DFND4 594,85900
SUNTRUST BKS INCCOM867914103208,6593,804,167SH DFND1 3 43,804,16700
SUPER MICRO COMPUTER INCCOM86800U1047,698274,455SH DFND1 3 4274,45500
SUPER MICRO COMPUTER INCCOM86800U1042408,571SH DFND4 58,57100
SUPERIOR ENERGY SVCS INCCOM8681571089,774579,039SH DFND1 3 4579,03900
SUPERIOR ENERGY SVCS INCCOM86815710843825,968SH DFND4 525,96800
SUPERIOR INDS INTL INCCOM8681681054,675177,407SH DFND1 3 4177,40700
SUPERNUS PHARMACEUTICALS INCCOM8684591089,591379,848SH DFND1 3 4379,84800
SUPERNUS PHARMACEUTICALS INCCOM86845910829111,530SH DFND4 511,53000
SUPERVALU INCCOM86853610324,6605,280,485SH DFND1 3 45,280,48500
SUPERVALU INCCOM86853610326256,040SH DFND4 556,04000
SURGICAL CARE AFFILIATES INCCOM86881L1069,882213,575SH DFND1 3 4213,57500
SURMODICS INCCOM8688731002,51398,938SH DFND1 3 498,93800
SVB FINL GROUPCOM78486Q10134,136198,860SH DFND1 3 4198,86000
SVB FINL GROUPCOM78486Q1011,3948,121SH DFND4 58,12100
SWIFT TRANSN COCL A87074U10139716,289SH DFND4 516,28900
SYKES ENTERPRISES INCCOM87123710317,652611,658SH DFND1 3 4611,65800
SYMANTEC CORPCOM87150310849,1982,059,361SH DFND1 3 42,059,36100
SYMANTEC CORPCOM8715031081,88178,755SH DFND4 578,75500
SYNAPTICS INCCOM87157D1097,135133,157SH DFND1 3 4133,15700
SYNAPTICS INCCOM87157D1094217,856SH DFND4 57,85600
SYNCHRONOSS TECHNOLOGIES INCCOM87157B10311,837309,058SH DFND1 3 4309,05800
SYNCHRONOSS TECHNOLOGIES INCCOM87157B1032195,722SH DFND4 55,72200
SYNCHRONY FINLCOM87165B10338,8181,070,238SH DFND1 3 41,070,23800
SYNCHRONY FINLCOM87165B1035,464150,643SH DFND4 5150,64300
SYNERGY PHARMACEUTICALS DELCOM NEW87163930820133,076SH DFND4 533,07600
SYNERGY RES CORPCOM87164P10326629,871SH DFND4 529,87100
SYNERGY RES CORPCOM87164P10313,1061,470,950SH DFND1 3 41,470,95000
SYNNEX CORPCOM87162W10047,526392,707SH DFND1 3 4392,70700
SYNNEX CORPCOM87162W1006745,571SH DFND4 55,57100
SYNOPSYS INCCOM87160710791,9981,563,001SH DFND1 3 41,563,00100
SYNOPSYS INCCOM8716071071,94232,989SH DFND4 532,98900
SYNOVUS FINL CORPCOM NEW87161C50119,240468,365SH DFND1 3 4468,36500
SYNOVUS FINL CORPCOM NEW87161C50185620,836SH DFND4 520,83600
SYNTHETIC BIOLOGICS INCCOM87164U1021417,799SH DFND4 517,79900
SYSCO CORPCOM87182910738,023686,699SH DFND1 3 4686,69900
SYSCO CORPCOM8718291073,27859,209SH DFND4 559,20900
T MOBILE US INCCOM8725901041,16020,173SH DFND4 520,17300
TAHOE RES INCCOM87386810346449,274SH DFND4 549,27400
TAILORED BRANDS INCCOM87403A1079,124357,118SH DFND1 3 4357,11800
TAILORED BRANDS INCCOM87403A1072439,520SH DFND4 59,52000
TAIWAN SEMICONDUCTOR MFG LTDSPONSORED ADR87403910031,8061,106,318SH DFND1 3 4936,4980169,820
TAKE-TWO INTERACTIVE SOFTWARCOM87405410985117,257SH DFND4 517,25700
TAKE-TWO INTERACTIVE SOFTWARCOM87405410931,567640,442SH DFND1 3 4640,44200
TAL ED GROUPADS REPSTG COM87408010442,958612,368SH DFND1 3 4612,36800
TANGER FACTORY OUTLET CTRS ICOM87546510671,9882,011,951SH DFND1 3 42,011,95100
TANGER FACTORY OUTLET CTRS ICOM8754651064,259119,012SH DFND2 3 4119,01200
TANGER FACTORY OUTLET CTRS ICOM87546510677221,573SH DFND4 521,57300
TANGOE INCCOM87582Y1081,344170,610SH DFND1 3 4170,61000
TARGA RES CORPCOM87612G10124,918444,408SH DFND1 3 4444,40800
TARGA RES CORPCOM87612G1011,86733,294SH DFND4 533,29400
TARGET CORPCOM87612E106124,6361,725,547SH DFND1 3 41,725,54700
TARGET CORPCOM87612E1063,25445,050SH DFND4 545,05000
TASER INTL INCCOM87651B1049,294383,414SH DFND1 3 4383,41400
TATA MTRS LTDSPONSORED ADR8765685021,77751,685SH DFND1 3 451,68500
TAUBMAN CTRS INCCOM87666410317,046230,569SH DFND1 3 4230,56900
TAUBMAN CTRS INCCOM8766641035627,603SH DFND4 57,60300
TCF FINL CORPCOM87227510231,3821,601,944SH DFND1 3 41,601,94400
TCF FINL CORPCOM87227510252426,772SH DFND4 526,77200
TD AMERITRADE HLDG CORPCOM87236Y1082,01746,270SH DFND4 546,27000
TE CONNECTIVITY LTDREG SHSH8498910433,640485,565SH DFND1 3 4485,56500
TEAM HEALTH HOLDINGS INCCOM87817A1074159,558SH DFND4 59,55800
TEAM INCCOM8781551008,490216,311SH DFND1 3 4216,31100
TECH DATA CORPCOM87823710612,508147,710SH DFND1 3 4147,71000
TECH DATA CORPCOM8782371064074,801SH DFND4 54,80100
TEEKAY TANKERS LTDCL AY8565N1025223,151SH DFND4 523,15100
TEGNA INCCOM87901J1056,262292,745SH DFND1 3 4292,74500
TEGNA INCCOM87901J10575835,458SH DFND4 535,45800
TELADOC INCCOM87918A1052,087126,489SH DFND1 3 4126,48900
TELEDYNE TECHNOLOGIES INCCOM87936010516,452133,760SH DFND1 3 4133,76000
TELEDYNE TECHNOLOGIES INCCOM8793601058647,021SH DFND4 57,02100
TELEFLEX INCCOM8793691061,0306,394SH DFND4 56,39400
TELEFLEX INCCOM87936910647,181292,771SH DFND1 3 4292,77100
TELEPHONE & DATA SYS INCCOM NEW87943382910,296356,648SH DFND1 3 4356,64800
TELEPHONE & DATA SYS INCCOM NEW87943382940013,860SH DFND4 513,86000
TELETECH HOLDINGS INCCOM8799391063,741122,649SH DFND1 3 4122,64900
TEMPUR SEALY INTL INCCOM88023U10113,142192,465SH DFND1 3 4192,46500
TEMPUR SEALY INTL INCCOM88023U1016569,605SH DFND4 59,60500
TENET HEALTHCARE CORPCOM NEW88033G4074,553306,818SH DFND1 3 4306,81800
TENET HEALTHCARE CORPCOM NEW88033G40724916,793SH DFND4 516,79300
TENNANT COCOM8803451039,206129,298SH DFND1 3 4129,29800
TENNECO INCCOM88034910513,708219,432SH DFND1 3 4219,43200
TENNECO INCCOM88034910571911,517SH DFND4 511,51700
TERADATA CORP DELCOM88076W1034,817177,277SH DFND1 3 4177,27700
TERADATA CORP DELCOM88076W10375527,801SH DFND4 527,80100
TERADYNE INCCOM88077010219,502767,787SH DFND1 3 4767,78700
TERADYNE INCCOM88077010288434,794SH DFND4 534,79400
TEREX CORP NEWCOM88077910312,740404,051SH DFND1 3 4404,05100
TERNIUM SASPON ADR88089010815,162627,835SH DFND1 3 4627,83500
TERRAFORM GLOBAL INCCL A88104M1016315,825SH DFND4 515,82500
TERRAFORM PWR INCCL A COM88104R10015311,962SH DFND4 511,96200
TERRAVIA HLDGS INCCOM88105A1061613,816SH DFND4 513,81600
TERRENO RLTY CORPCOM88146M10123,247815,986SH DFND1 3 4815,98600
TERRENO RLTY CORPCOM88146M1013,049107,025SH DFND2 3 4107,02500
TESARO INCCOM8815691073,86928,772SH DFND1 3 428,77200
TESARO INCCOM8815691077075,260SH DFND4 55,26000
TESCO CORPCOM88157K1012,808340,307SH DFND1 3 4340,30700
TESLA MTRS INCCOM88160R1011,7388,131SH DFND4 58,13100
TESORO CORPCOM88160910160,081687,030SH DFND1 3 4687,03000
TESORO CORPCOM8816091012,06423,605SH DFND4 523,60500
TESSERA HLDG CORPCOM88166T10116,554374,520SH DFND1 3 4374,52000
TESSERA HLDG CORPCOM88166T10151811,709SH DFND4 511,70900
TETRA TECH INC NEWCOM88162G10321,364495,118SH DFND1 3 4495,11800
TETRA TECH INC NEWCOM88162G10355912,963SH DFND4 512,96300
TETRA TECHNOLOGIES INC DELCOM88162F1055510,970SH DFND4 510,97000
TETRA TECHNOLOGIES INC DELCOM88162F1054,233843,325SH DFND1 3 4843,32500
TEVA PHARMACEUTICAL INDS LTDADR8816242092,61472,116SH DFND1 3 472,11600
TEVA PHARMACEUTICAL INDS LTDADR8816242091,33736,884SH DFND4 536,88400
TEXAS CAPITAL BANCSHARES INCCOM88224Q10728,180359,441SH DFND1 3 4359,44100
TEXAS CAPITAL BANCSHARES INCCOM88224Q1075026,399SH DFND4 56,39900
TEXAS INSTRS INCCOM882508104106,0621,453,500SH DFND1 3 41,453,50000
TEXAS INSTRS INCCOM8825081047,319100,300SH DFND4 5100,30000
TEXAS ROADHOUSE INCCOM88268110911,852245,694SH DFND1 3 4245,69400
TEXAS ROADHOUSE INCCOM88268110965013,476SH DFND4 513,47600
TEXTRON INCCOM88320310117,907368,760SH DFND1 3 4368,76000
TEXTRON INCCOM8832031012,05342,287SH DFND4 542,28700
THERAPEUTICSMD INCCOM88338N10712120,893SH DFND4 520,89300
THERMO FISHER SCIENTIFIC INCCOM88355610276,387541,366SH DFND1 3 4541,36600
THERMO FISHER SCIENTIFIC INCCOM8835561023,92127,790SH DFND4 527,79000
THOMSON REUTERS CORPCOM8849031054079,293SH DFND4 59,29300
THOR INDS INCCOM88516010118,437184,278SH DFND1 3 4184,27800
THOR INDS INCCOM8851601019749,739SH DFND4 59,73900
TIDEWATER INCCOM8864231021,239363,278SH DFND1 3 4363,27800
TIFFANY & CO NEWCOM88654710811,310146,068SH DFND1 3 4146,06800
TIFFANY & CO NEWCOM8865471081,08914,059SH DFND4 514,05900
TILE SHOP HLDGS INCCOM88677Q10917,710905,904SH DFND1 3 4905,90400
TIME INC NEWCOM8872281046,747377,986SH DFND1 3 4377,98600
TIME INC NEWCOM88722810425414,231SH DFND4 514,23100
TIME WARNER INCCOM NEW887317303112,2151,162,485SH DFND1 3 41,162,48500
TIME WARNER INCCOM NEW8873173037,20074,591SH DFND4 574,59100
TIMKEN COCOM88738910449212,385SH DFND4 512,38500
TIMKEN COCOM88738910412,095304,657SH DFND1 3 4304,65700
TIMKENSTEEL CORPCOM8873991034,418285,388SH DFND1 3 4285,38800
TITAN INTL INC ILLCOM88830M1023,600321,103SH DFND1 3 4321,10300
TIVO CORPCOM88870P10618,365878,732SH DFND1 3 4878,73200
TIVO CORPCOM88870P10644121,118SH DFND4 521,11800
TJX COS INC NEWCOM87254010991,1891,213,754SH DFND1 3 41,213,75400
TJX COS INC NEWCOM8725401096,08981,046SH DFND4 581,04600
TOLL BROTHERS INCCOM88947810317,657569,575SH DFND1 3 4569,57500
TOLL BROTHERS INCCOM88947810387628,251SH DFND4 528,25100
TOMPKINS FINANCIAL CORPORATICOM8901101098,78692,938SH DFND1 3 492,93800
TOOTSIE ROLL INDS INCCOM8905161072,90172,704SH DFND1 3 472,70400
TOPBUILD CORPCOM89055F1032737,656SH DFND4 57,65600
TOPBUILD CORPCOM89055F10310,491294,696SH DFND1 3 4294,69600
TORCHMARK CORPCOM89102710411,307153,318SH DFND1 3 4153,31800
TORCHMARK CORPCOM8910271041,75523,797SH DFND4 523,79700
TORO COCOM89109210823,425418,669SH DFND1 3 4418,66900
TORO COCOM8910921081,32623,697SH DFND4 523,69700
TOTAL SYS SVCS INCCOM8919061091,39328,402SH DFND4 528,40200
TOTAL SYS SVCS INCCOM89190610932,003652,713SH DFND1 3 4652,71300
TOWER SEMICONDUCTOR LTDSHS NEWM879152749,129479,723SH DFND1 3 4479,72300
TOWNEBANK PORTSMOUTH VACOM89214P1099,618289,268SH DFND1 3 4289,26800
TOWNEBANK PORTSMOUTH VACOM89214P1092577,721SH DFND4 57,72100
TRACTOR SUPPLY COCOM89235610613,579179,118SH DFND1 3 4179,11800
TRACTOR SUPPLY COCOM8923561061,62521,434SH DFND4 521,43400
TRANSDIGM GROUP INCCOM893641100566,6002,275,867SH DFND1 3 42,275,86700
TRANSDIGM GROUP INCCOM8936411002,2989,230SH DFND4 59,23000
TRANSOCEAN LTDREG SHSH8817H10083756,765SH DFND4 556,76500
TRANSOCEAN LTDREG SHSH8817H1007,831531,277SH DFND1 3 4531,27700
TRANSUNIONCOM89400J10732110,373SH DFND1 3 410,37300
TRANSUNIONCOM89400J10739112,645SH DFND4 512,64500
TRAVELERS COMPANIES INCCOM89417E109100,030817,101SH DFND1 3 4817,10100
TRAVELERS COMPANIES INCCOM89417E1097766,340SH DFND4 56,34000
TRAVELPORT WORLDWIDE LTDSHSG9019D10430,3832,154,825SH DFND1 3 42,154,82500
TRAVELPORT WORLDWIDE LTDSHSG9019D10428220,014SH DFND4 520,01400
TREDEGAR CORPCOM8946501004,436184,824SH DFND1 3 4184,82400
TREEHOUSE FOODS INCCOM89469A1045818,048SH DFND4 58,04800
TREEHOUSE FOODS INCCOM89469A10415,634216,567SH DFND1 3 4216,56700
TREX CO INCCOM89531P1054206,524SH DFND4 56,52400
TREX CO INCCOM89531P10514,446224,319SH DFND1 3 4224,31900
TRI POINTE GROUP INCCOM87265H1096,380555,750SH DFND1 3 4555,75000
TRI POINTE GROUP INCCOM87265H10923620,571SH DFND4 520,57100
TRICO BANCSHARESCOM8960951062296,712SH DFND1 3 46,71200
TRIMBLE INCCOM89623910029,174967,613SH DFND1 3 4967,61300
TRIMBLE INCCOM8962391001,23640,987SH DFND4 540,98700
TRINET GROUP INCCOM89628810759223,097SH DFND1 3 423,09700
TRINITY INDS INCCOM89652210916,126580,923SH DFND1 3 4580,92300
TRINITY INDS INCCOM89652210966624,009SH DFND4 524,00900
TRINSEO S ASHSL9340P1013816,417SH DFND4 56,41700
TRINSEO S ASHSL9340P10134,278578,044SH DFND1 3 4578,04400
TRIPADVISOR INCCOM8969452017,235156,057SH DFND1 3 4156,05700
TRIPADVISOR INCCOM8969452013547,636SH DFND4 57,63600
TRIUMPH GROUP INC NEWCOM8968181015,010189,053SH DFND1 3 4189,05300
TRONOX LTDSHS CL AQ9235V10113513,087SH DFND4 513,08700
TRUEBLUE INCCOM89785X1012218,965SH DFND4 58,96500
TRUEBLUE INCCOM89785X1017,710312,766SH DFND1 3 4312,76600
TRUECAR INCCOM89785L10712910,338SH DFND4 510,33800
TRUSTCO BK CORP N YCOM8983491056,195708,021SH DFND1 3 4708,02100
TRUSTCO BK CORP N YCOM89834910521224,264SH DFND4 524,26400
TRUSTMARK CORPCOM89840210211,085310,934SH DFND1 3 4310,93400
TRUSTMARK CORPCOM8984021023309,264SH DFND4 59,26400
TTM TECHNOLOGIES INCCOM87305R1098,907653,507SH DFND1 3 4653,50700
TTM TECHNOLOGIES INCCOM87305R10922716,635SH DFND4 516,63500
TUESDAY MORNING CORPCOM NEW8990355051,786330,656SH DFND1 3 4330,65600
TUPPERWARE BRANDS CORPCOM89989610419,354367,801SH DFND1 3 4367,80100
TUPPERWARE BRANDS CORPCOM89989610456610,747SH DFND4 510,74700
TUTOR PERINI CORPCOM90110910829010,354SH DFND4 510,35400
TWENTY FIRST CENTY FOX INCCL A90130A10141,0591,464,284SH DFND1 3 41,464,28400
TWENTY FIRST CENTY FOX INCCL A90130A1013,932140,213SH DFND4 5140,21300
TWENTY FIRST CENTY FOX INCCL B90130A20018,117664,838SH DFND1 3 4664,83800
TWENTY FIRST CENTY FOX INCCL B90130A2001,26646,452SH DFND4 546,45200
TWITTER INCCOM90184L10273144,868SH DFND4 544,86800
TWO HBRS INVT CORPCOM90187B10153561,330SH DFND4 561,33000
TYLER TECHNOLOGIES INCCOM90225210518,168127,251SH DFND1 3 4127,25100
TYLER TECHNOLOGIES INCCOM9022521058746,122SH DFND4 56,12200
TYSON FOODS INCCL A90249410354,867889,529SH DFND1 3 4889,52900
TYSON FOODS INCCL A9024941034,25869,032SH DFND4 569,03200
U S CONCRETE INCCOM NEW90333L20130,404464,174SH DFND1 3 4464,17400
U S G CORPCOM NEW90329340542914,841SH DFND4 514,84100
U S PHYSICAL THERAPY INCCOM90337L1086,81497,069SH DFND1 3 497,06900
U S SILICA HLDGS INCCOM90346E10341,093725,009SH DFND1 3 4725,00900
U S SILICA HLDGS INCCOM90346E10388415,594SH DFND4 515,59400
UBIQUITI NETWORKS INCCOM90347A1003385,846SH DFND4 55,84600
UDR INCCOM90265310413,305364,721SH DFND1 3 4364,72100
UDR INCCOM9026531041,24034,003SH DFND4 534,00300
UGI CORP NEWCOM90268110530,581663,675SH DFND1 3 4663,67500
UGI CORP NEWCOM9026811051,61335,007SH DFND4 535,00700
ULTA SALON COSMETCS & FRAG ICOM90384S30321,08282,694SH DFND1 3 482,69400
ULTA SALON COSMETCS & FRAG ICOM90384S3032,93011,491SH DFND4 511,49100
ULTIMATE SOFTWARE GROUP INCCOM90385D10720,189110,716SH DFND1 3 4110,71600
ULTIMATE SOFTWARE GROUP INCCOM90385D1078224,509SH DFND4 54,50900
ULTRAGENYX PHARMACEUTICAL INCOM90400D1084,64766,096SH DFND1 3 466,09600
ULTRAGENYX PHARMACEUTICAL INCOM90400D1084656,609SH DFND4 56,60900
ULTRATECH INCCOM9040341054,158173,400SH DFND1 3 4173,40000
UMB FINL CORPCOM90278810812,857166,720SH DFND1 3 4166,72000
UMB FINL CORPCOM9027881086708,684SH DFND4 58,68400
UMPQUA HLDGS CORPCOM90421410337,1771,979,612SH DFND1 3 41,979,61200
UMPQUA HLDGS CORPCOM90421410380542,868SH DFND4 542,86800
UNDER ARMOUR INCCL A9043111077,347252,905SH DFND1 3 4252,90500
UNDER ARMOUR INCCL C90431120640916,250SH DFND4 516,25000
UNDER ARMOUR INCCL C9043112066,347252,155SH DFND1 3 4252,15500
UNIFI INCCOM NEW9046772003,627111,167SH DFND1 3 4111,16700
UNIFIRST CORP MASSCOM9047081042982,076SH DFND4 52,07600
UNIFIRST CORP MASSCOM90470810417,669123,002SH DFND1 3 4123,00200
UNION BANKSHARES CORP NEWCOM90539J10912,183340,864SH DFND1 3 4340,86400
UNION BANKSHARES CORP NEWCOM90539J1093459,642SH DFND4 59,64200
UNION PAC CORPCOM907818108131,1611,265,053SH DFND1 3 41,265,05300
UNION PAC CORPCOM9078181084,28741,344SH DFND4 541,34400
UNISYS CORPCOM NEW90921430616010,734SH DFND4 510,73400
UNIT CORPCOM90921810910,203379,711SH DFND1 3 4379,71100
UNIT CORPCOM90921810932812,195SH DFND4 512,19500
UNITED BANKSHARES INC WEST VCOM90990710727,408592,603SH DFND1 3 4592,60300
UNITED BANKSHARES INC WEST VCOM9099071074168,994SH DFND4 58,99400
UNITED CMNTY BKS BLAIRSVLE GCOM90984P30315,393519,688SH DFND1 3 4519,68800
UNITED CMNTY BKS BLAIRSVLE GCOM90984P3032889,709SH DFND4 59,70900
UNITED CONTL HLDGS INCCOM91004710928,717394,038SH DFND1 3 4394,03800
UNITED CONTL HLDGS INCCOM9100471094,02555,229SH DFND4 555,22900
UNITED FINL BANCORP INC NEWCOM91030410423512,921SH DFND4 512,92100
UNITED FIRE GROUP INCCOM9103401088,156165,866SH DFND1 3 4165,86600
UNITED FIRE GROUP INCCOM9103401082505,085SH DFND4 55,08500
UNITED INS HLDGS CORPCOM9107101022,007132,548SH DFND1 3 4132,54800
UNITED NAT FOODS INCCOM9111631039,195192,689SH DFND1 3 4192,68900
UNITED NAT FOODS INCCOM9111631033256,814SH DFND4 56,81400
UNITED PARCEL SERVICE INCCL B911312106108,622947,506SH DFND1 3 4947,50600
UNITED PARCEL SERVICE INCCL B9113121065,40047,108SH DFND4 547,10800
UNITED RENTALS INCCOM91136310912,489118,289SH DFND1 3 4118,28900
UNITED RENTALS INCCOM9113631092,26321,435SH DFND4 521,43500
UNITED STATES STL CORP NEWCOM91290910882324,942SH DFND4 524,94200
UNITED STATES STL CORP NEWCOM91290910821,721658,002SH DFND1 3 4658,00200
UNITED TECHNOLOGIES CORPCOM913017109141,7721,293,303SH DFND1 3 41,293,30300
UNITED TECHNOLOGIES CORPCOM9130171092,60723,781SH DFND4 523,78100
UNITED THERAPEUTICS CORP DELCOM91307C10223,238162,013SH DFND1 3 4162,01300
UNITED THERAPEUTICS CORP DELCOM91307C1021,0237,129SH DFND4 57,12900
UNITEDHEALTH GROUP INCCOM91324P102256,5661,603,136SH DFND1 3 41,603,13600
UNITEDHEALTH GROUP INCCOM91324P10214,55690,951SH DFND4 590,95100
UNIVAR INCCOM91336L10729310,325SH DFND4 510,32500
UNIVERSAL CORP VACOM91345610910,694167,751SH DFND1 3 4167,75100
UNIVERSAL CORP VACOM9134561093064,800SH DFND4 54,80000
UNIVERSAL DISPLAY CORPCOM91347P1053305,853SH DFND4 55,85300
UNIVERSAL ELECTRS INCCOM9134831037,224111,909SH DFND1 3 4111,90900
UNIVERSAL FST PRODS INCCOM91354310432,840321,395SH DFND1 3 4321,39500
UNIVERSAL FST PRODS INCCOM9135431044884,771SH DFND4 54,77100
UNIVERSAL HEALTH RLTY INCM TSH BEN INT91359E1056,01791,744SH DFND1 3 491,74400
UNIVERSAL HLTH SVCS INCCL B9139031001,30512,268SH DFND4 512,26800
UNIVERSAL HLTH SVCS INCCL B91390310013,035122,534SH DFND1 3 4122,53400
UNIVERSAL INS HLDGS INCCOM91359V10730010,564SH DFND4 510,56400
UNIVERSAL INS HLDGS INCCOM91359V1077,430261,604SH DFND1 3 4261,60400
UNIVEST CORP PACOM91527110032010,367SH DFND1 3 410,36700
UNUM GROUPCOM91529Y106125,5112,857,068SH DFND1 3 42,857,06800
UNUM GROUPCOM91529Y1062,03146,231SH DFND4 546,23100
URBAN EDGE PPTYSCOM91704F1049,632350,119SH DFND1 3 4350,11900
URBAN EDGE PPTYSCOM91704F10449618,013SH DFND4 518,01300
URBAN OUTFITTERS INCCOM91704710256919,996SH DFND4 519,99600
URBAN OUTFITTERS INCCOM9170471025,666198,951SH DFND1 3 4198,95100
URSTADT BIDDLE PPTYS INCCL A9172862055,594232,010SH DFND1 3 4232,01000
US BANCORP DELCOM NEW9029733041,81435,319SH DFND4 535,31900
US BANCORP DELCOM NEW902973304113,2812,205,207SH DFND1 3 42,205,20700
US ECOLOGY INCCOM91732J1027,850159,725SH DFND1 3 4159,72500
US FOODS HLDG CORPCOM91200810927610,057SH DFND4 510,05700
USANA HEALTH SCIENCES INCCOM90328M1074427,224SH DFND1 3 47,22400
V F CORPCOM91820410824,424457,803SH DFND1 3 4457,80300
V F CORPCOM9182041081,23723,190SH DFND4 523,19000
VAIL RESORTS INCCOM91879Q10930,357188,188SH DFND1 3 4188,18800
VAIL RESORTS INCCOM91879Q1091,4238,823SH DFND4 58,82300
VALE S AADR91912E1054,693615,933SH DFND1 3 4615,93300
VALE S AADR REPSTG PFD91912E2046,655965,823SH DFND1 3 4965,82300
VALERO ENERGY CORP NEWCOM91913Y10087,0581,274,267SH DFND1 3 41,274,26700
VALERO ENERGY CORP NEWCOM91913Y1001,96428,746SH DFND4 528,74600
VALIDUS HOLDINGS LTDCOM SHSG9319H10228,063510,151SH DFND1 3 4510,15100
VALIDUS HOLDINGS LTDCOM SHSG9319H10271112,930SH DFND4 512,93000
VALLEY NATL BANCORPCOM91979410758049,844SH DFND4 549,84400
VALLEY NATL BANCORPCOM91979410711,367976,527SH DFND1 3 4976,52700
VALMONT INDS INCCOM92025310112,14686,203SH DFND1 3 486,20300
VALMONT INDS INCCOM9202531013862,743SH DFND4 52,74300
VALSPAR CORPCOM92035510428,889278,820SH DFND1 3 4278,82000
VALSPAR CORPCOM9203551041,61615,594SH DFND4 515,59400
VANDA PHARMACEUTICALS INCCOM9216591083,434215,275SH DFND1 3 4215,27500
VANGUARD INDEX FDSREIT ETF9229085532,63331,898SH DFND2 3 431,89800
VANGUARD INDEX FDSMID CAP ETF9229086292,36417,958SH DFND1 3 417,95800
VANTIV INCCL A92210H1051,98033,214SH DFND4 533,21400
VANTIV INCCL A92210H1054557,632SH DFND1 3 47,63200
VARIAN MED SYS INCCOM92220P1051,75119,498SH DFND4 519,49800
VARIAN MED SYS INCCOM92220P10511,450127,535SH DFND1 3 4127,53500
VASCO DATA SEC INTL INCCOM92230Y1043,018221,091SH DFND1 3 4221,09100
VASCULAR SOLUTIONS INCCOM92231M1097,480133,326SH DFND1 3 4133,32600
VASCULAR SOLUTIONS INCCOM92231M1092504,450SH DFND4 54,45000
VCA INCCOM91819410129,489429,556SH DFND1 3 4429,55600
VCA INCCOM9181941011,03315,052SH DFND4 515,05200
VECTOR GROUP LTDCOM92240M10829312,878SH DFND4 512,87800
VECTREN CORPCOM92240G10133,742647,006SH DFND1 3 4647,00600
VECTREN CORPCOM92240G10172013,805SH DFND4 513,80500
VEDANTA LTDSPONSORED ADR92242Y1002,577207,453SH DFND1 3 4207,45300
VEECO INSTRS INC DELCOM9224171008,681297,809SH DFND1 3 4297,80900
VEEVA SYS INCCL A COM92247510877919,139SH DFND4 519,13900
VENTAS INCCOM92276F10065,7291,051,324SH DFND1 3 41,051,32400
VENTAS INCCOM92276F1002,45339,235SH DFND2 3 439,23500
VENTAS INCCOM92276F1004,47571,581SH DFND4 571,58100
VERA BRADLEY INCCOM92335C1061,681143,401SH DFND1 3 4143,40100
VEREIT INCCOM92339V10079894,382SH DFND4 594,38200
VERIFONE SYS INCCOM92342Y10937120,909SH DFND4 520,90900
VERIFONE SYS INCCOM92342Y1097,507423,396SH DFND1 3 4423,39600
VERINT SYS INCCOM92343X1003028,560SH DFND4 58,56000
VERISIGN INCCOM92343E102248,3183,264,339SH DFND1 3 43,264,33900
VERISIGN INCCOM92343E1021,54720,339SH DFND4 520,33900
VERISK ANALYTICS INCCOM92345Y106291,6013,592,469SH DFND1 3 43,592,46900
VERISK ANALYTICS INCCOM92345Y1062,40329,610SH DFND4 529,61000
VERITIV CORPCOM9234541023,92072,924SH DFND1 3 472,92400
VERIZON COMMUNICATIONS INCCOM92343V104316,6505,931,987SH DFND1 3 45,931,98700
VERIZON COMMUNICATIONS INCCOM92343V10413,259248,382SH DFND4 5248,38200
VERMILION ENERGY INCCOM92372510520,358482,754SH DFND1 3 4482,75400
VERSARTIS INCCOM92529L1022,832190,100SH DFND1 3 4190,10000
VERSO CORPCL A92531L2072,942414,379SH DFND1 3 4414,37900
VERSUM MATLS INCCOM92532W10311,642414,765SH DFND1 3 4414,76500
VERSUM MATLS INCCOM92532W10335612,670SH DFND4 512,67000
VERTEX PHARMACEUTICALS INCCOM92532F1001,66822,641SH DFND4 522,64100
VERTEX PHARMACEUTICALS INCCOM92532F10025,108340,819SH DFND1 3 4340,81900
VIACOM INC NEWCL A92553P1022055,318SH DFND4 55,31800
VIACOM INC NEWCL B92553P20116,722476,428SH DFND1 3 4476,42800
VIACOM INC NEWCL B92553P2011,91354,496SH DFND4 554,49600
VIAD CORPCOM NEW92552R4066,582149,253SH DFND1 3 4149,25300
VIAD CORPCOM NEW92552R4062736,180SH DFND4 56,18000
VIASAT INCCOM92552V10013,014196,524SH DFND1 3 4196,52400
VIASAT INCCOM92552V1004707,102SH DFND4 57,10200
VIAVI SOLUTIONS INCCOM92555010526532,398SH DFND4 532,39800
VIAVI SOLUTIONS INCCOM92555010513,8051,687,708SH DFND1 3 41,687,70800
VICOR CORPCOM9258151021,771117,256SH DFND1 3 4117,25600
VIRTUS INVT PARTNERS INCCOM92828Q1094,84341,027SH DFND1 3 441,02700
VIRTUSA CORPCOM92827P1025,078202,150SH DFND1 3 4202,15000
VISA INCCOM CL A92826C839263,3993,376,048SH DFND1 3 43,376,04800
VISA INCCOM CL A92826C83910,130129,833SH DFND4 5129,83300
VISHAY INTERTECHNOLOGY INCCOM92829810836,9072,278,223SH DFND1 3 42,278,22300
VISHAY INTERTECHNOLOGY INCCOM92829810844327,329SH DFND4 527,32900
VISTA OUTDOOR INCCOM92837710043811,860SH DFND4 511,86000
VISTA OUTDOOR INCCOM9283771008,280224,379SH DFND1 3 4224,37900
VISTEON CORPCOM NEW92839U2062683,331SH DFND4 53,33100
VISTEON CORPCOM NEW92839U20628,914359,899SH DFND1 3 4359,89900
VITAMIN SHOPPE INCCOM92849E1014,160175,156SH DFND1 3 4175,15600
VMWARE INCCL A COM92856340217,993228,536SH DFND1 3 4228,53600
VMWARE INCCL A COM9285634024095,191SH DFND4 55,19100
VONAGE HLDGS CORPCOM92886T20117625,673SH DFND4 525,67300
VORNADO RLTY TRSH BEN INT9290421092,14220,523SH DFND4 520,52300
VORNADO RLTY TRSH BEN INT929042109113,5661,088,109SH DFND1 3 41,088,10900
VORNADO RLTY TRSH BEN INT9290421097,17868,777SH DFND2 3 468,77700
VOYA FINL INCCOM92908910019,743503,400SH DFND1 3 4503,40000
VOYA FINL INCCOM92908910078520,004SH DFND4 520,00400
VULCAN MATLS COCOM92916010944,918358,915SH DFND1 3 4358,91500
VULCAN MATLS COCOM9291601092,69721,547SH DFND4 521,54700
VWR CORPCOM91843L10342316,889SH DFND4 516,88900
W P CAREY INCCOM92936U1091,29321,875SH DFND4 521,87500
WABASH NATL CORPCOM9295661077,961503,221SH DFND1 3 4503,22100
WABASH NATL CORPCOM92956610730018,986SH DFND4 518,98600
WABCO HLDGS INCCOM92927K1021,07510,125SH DFND4 510,12500
WABTEC CORPCOM9297401081,43117,239SH DFND4 517,23900
WABTEC CORPCOM92974010828,356341,554SH DFND1 3 4341,55400
WADDELL & REED FINL INCCL A9300591006,211318,328SH DFND1 3 4318,32800
WADDELL & REED FINL INCCL A93005910021210,886SH DFND4 510,88600
WAGEWORKS INCCOM93042710920,383281,141SH DFND1 3 4281,14100
WAGEWORKS INCCOM9304271095427,477SH DFND4 57,47700
WALGREENS BOOTS ALLIANCE INCCOM93142710898,2531,187,204SH DFND1 3 41,187,20400
WALGREENS BOOTS ALLIANCE INCCOM9314271083,83246,307SH DFND4 546,30700
WALKER & DUNLOP INCCOM93148P1026,343203,313SH DFND1 3 4203,31300
WAL-MART STORES INCCOM931142103309,6014,479,176SH DFND1 3 44,479,17600
WAL-MART STORES INCCOM9311421033,29647,678SH DFND4 547,67800
WASHINGTON FED INCCOM93882410913,515393,443SH DFND1 3 4393,44300
WASHINGTON FED INCCOM93882410962718,244SH DFND4 518,24400
WASHINGTON PRIME GROUP NEWCOM93964W1087,365707,480SH DFND1 3 4707,48000
WASHINGTON PRIME GROUP NEWCOM93964W10826325,286SH DFND4 525,28600
WASHINGTON REAL ESTATE INVTSH BEN INT93965310145413,878SH DFND4 513,87800
WASHINGTON TR BANCORPCOM94061010819,074340,308SH DFND1 3 4340,30800
WASTE CONNECTIONS INCCOM94106B1014375,557SH DFND1 3 45,55700
WASTE MGMT INC DELCOM94106L1092,11329,804SH DFND4 529,80400
WASTE MGMT INC DELCOM94106L10995,1811,342,286SH DFND1 3 41,342,28600
WATERS CORPCOM94184810314,846110,467SH DFND1 3 4110,46700
WATERS CORPCOM9418481032,02415,063SH DFND4 515,06300
WATSCO INCCOM94262220014,64398,859SH DFND1 3 498,85900
WATSCO INCCOM9426222007825,281SH DFND4 55,28100
WATTS WATER TECHNOLOGIES INCCL A9427491022964,540SH DFND4 54,54000
WATTS WATER TECHNOLOGIES INCCL A94274910214,776226,621SH DFND1 3 4226,62100
WCI CMNTYS INCCOM PAR $0.0192923C8073,759160,310SH DFND1 3 4160,31000
WD-40 COCOM9292361072291,962SH DFND4 51,96200
WD-40 COCOM92923610713,002111,220SH DFND1 3 4111,22000
WEBMD HEALTH CORPCOM94770V1027,997161,335SH DFND1 3 4161,33500
WEBMD HEALTH CORPCOM94770V1024158,365SH DFND4 58,36500
WEBSTER FINL CORP CONNCOM94789010918,996349,972SH DFND1 3 4349,97200
WEBSTER FINL CORP CONNCOM94789010968212,565SH DFND4 512,56500
WEC ENERGY GROUP INCCOM92939U1062,99451,054SH DFND4 551,05400
WEC ENERGY GROUP INCCOM92939U10625,262430,731SH DFND1 3 4430,73100
WEINGARTEN RLTY INVSSH BEN INT94874110371219,899SH DFND4 519,89900
WEINGARTEN RLTY INVSSH BEN INT94874110316,171451,829SH DFND1 3 4451,82900
WELLCARE HEALTH PLANS INCCOM94946T10653,824392,652SH DFND1 3 4392,65200
WELLCARE HEALTH PLANS INCCOM94946T1061,47910,792SH DFND4 510,79200
WELLS FARGO & CO NEWCOM949746101479,1318,694,082SH DFND1 3 48,694,08200
WELLS FARGO & CO NEWCOM9497461015,47599,342SH DFND4 599,34200
WELLTOWER INCCOM95040Q1044,05860,631SH DFND4 560,63100
WELLTOWER INCCOM95040Q104407,2906,085,314SH DFND1 3 46,085,31400
WELLTOWER INCCOM95040Q10424,009358,725SH DFND2 3 4358,72500
WENDYS COCOM95058W10010,342764,921SH DFND1 3 4764,92100
WENDYS COCOM95058W10061845,718SH DFND4 545,71800
WERNER ENTERPRISES INCCOM9507551084,594170,464SH DFND1 3 4170,46400
WESBANCO INCCOM9508101015,375124,825SH DFND1 3 4124,82500
WESBANCO INCCOM9508101013638,419SH DFND4 58,41900
WESCO AIRCRAFT HLDGS INCCOM95081410318712,489SH DFND4 512,48900
WESCO INTL INCCOM95082P10517,527263,361SH DFND1 3 4263,36100
WESCO INTL INCCOM95082P1055498,253SH DFND4 58,25300
WEST CORPCOM9523552047,277293,900SH DFND1 3 4293,90000
WEST CORPCOM9523552042239,017SH DFND4 59,01700
WEST PHARMACEUTICAL SVSC INCCOM95530610523,734279,787SH DFND1 3 4279,78700
WEST PHARMACEUTICAL SVSC INCCOM9553061054124,860SH DFND4 54,86000
WESTAMERICA BANCORPORATIONCOM95709010311,847188,252SH DFND1 3 4188,25200
WESTAMERICA BANCORPORATIONCOM9570901032123,362SH DFND4 53,36200
WESTAR ENERGY INCCOM95709T10030,516541,538SH DFND1 3 4541,53800
WESTAR ENERGY INCCOM95709T1001,57727,979SH DFND4 527,97900
WESTERN DIGITAL CORPCOM9581021052,28733,662SH DFND4 533,66200
WESTERN DIGITAL CORPCOM95810210529,680436,790SH DFND1 3 4436,79000
WESTERN REFNG INCCOM95931910421,062556,450SH DFND1 3 4556,45000
WESTERN REFNG INCCOM95931910461016,110SH DFND4 516,11000
WESTERN UN COCOM95980210914,852683,796SH DFND1 3 4683,79600
WESTERN UN COCOM9598021092,266104,344SH DFND4 5104,34400
WESTLAKE CHEM CORPCOM96041310212,754227,794SH DFND1 3 4227,79400
WESTLAKE CHEM CORPCOM9604131023616,440SH DFND4 56,44000
WESTROCK COCOM96145D10517,449343,690SH DFND1 3 4343,69000
WESTROCK COCOM96145D1052,24844,283SH DFND4 544,28300
WEX INCCOM96208T10416,377146,746SH DFND1 3 4146,74600
WEX INCCOM96208T1048367,493SH DFND4 57,49300
WEYERHAEUSER COCOM96216610435,8601,191,773SH DFND1 3 41,191,77300
WEYERHAEUSER COCOM9621661042,66388,510SH DFND4 588,51000
WGL HLDGS INCCOM92924F10614,897195,299SH DFND1 3 4195,29900
WGL HLDGS INCCOM92924F1067599,952SH DFND4 59,95200
WHIRLPOOL CORPCOM96332010618,665102,687SH DFND1 3 4102,68700
WHIRLPOOL CORPCOM9633201061,8169,993SH DFND4 59,99300
WHITE MTNS INS GROUP LTDCOMG9618E107653781SH DFND4 578100
WHITE MTNS INS GROUP LTDCOMG9618E107127,593152,613SH DFND1 3 4152,61300
WHITESTONE REITCOM96608420427619,220SH DFND1 3 419,22000
WHITEWAVE FOODS COCOM9662441051,53227,561SH DFND4 527,56100
WHITEWAVE FOODS COCOM96624410537,631676,817SH DFND1 3 4676,81700
WHITING PETE CORP NEWCOM96638710240133,398SH DFND4 533,39800
WHOLE FOODS MKT INCCOM96683710613,367434,566SH DFND1 3 4434,56600
WHOLE FOODS MKT INCCOM9668371061,34643,752SH DFND4 543,75200
WILEY JOHN & SONS INCCL A9682232069,922182,064SH DFND1 3 4182,06400
WILEY JOHN & SONS INCCL A9682232064217,729SH DFND4 57,72900
WILLIAMS COS INC DELCOM96945710029,040932,548SH DFND1 3 4932,54800
WILLIAMS COS INC DELCOM9694571002,69586,552SH DFND4 586,55200
WILLIAMS SONOMA INCCOM96990410115,059311,210SH DFND1 3 4311,21000
WILLIAMS SONOMA INCCOM96990410182317,014SH DFND4 517,01400
WILLIS TOWERS WATSON PUB LTDSHSG96629103168,7741,380,272SH DFND1 3 41,380,27200
WINDSTREAM HLDGS INCCOM NEW97382A20014519,750SH DFND4 519,75000
WINGSTOP INCCOM9741551036,435217,487SH DFND1 3 4217,48700
WINNEBAGO INDS INCCOM9746371006,198195,815SH DFND1 3 4195,81500
WINNEBAGO INDS INCCOM9746371002206,959SH DFND4 56,95900
WINTRUST FINL CORPCOM97650W10827,606380,403SH DFND1 3 4380,40300
WINTRUST FINL CORPCOM97650W10872810,029SH DFND4 510,02900
WISDOMTREE INVTS INCCOM97717P10417715,929SH DFND4 515,92900
WISDOMTREE INVTS INCCOM97717P1044,923441,892SH DFND1 3 4441,89200
WIX COM LTDSHSM9806810516,972380,976SH DFND1 3 4380,97600
WOLVERINE WORLD WIDE INCCOM97809710315,886723,744SH DFND1 3 4723,74400
WOLVERINE WORLD WIDE INCCOM97809710347421,586SH DFND4 521,58600
WOODWARD INCCOM98074510314,646212,113SH DFND1 3 4212,11300
WOODWARD INCCOM98074510374610,800SH DFND4 510,80000
WORKDAY INCCL A98138H1015197,858SH DFND4 57,85800
WORLD ACCEP CORP DELCOM9814191042,85844,469SH DFND1 3 444,46900
WORLD FUEL SVCS CORPCOM98147510627,769604,868SH DFND1 3 4604,86800
WORLD FUEL SVCS CORPCOM98147510656312,253SH DFND4 512,25300
WORLD WRESTLING ENTMT INCCL A98156Q1085,425294,845SH DFND1 3 4294,84500
WORTHINGTON INDS INCCOM9818111028,885187,279SH DFND1 3 4187,27900
WORTHINGTON INDS INCCOM9818111024699,887SH DFND4 59,88700
WPX ENERGY INCCOM98212B10319,2231,319,372SH DFND1 3 41,319,37200
WPX ENERGY INCCOM98212B10382056,249SH DFND4 556,24900
WRIGHT MED GROUP N VORD SHS 0.03 PARN9661711832514,142SH DFND4 514,14200
WSFS FINL CORPCOM92932810256312,143SH DFND1 3 412,14300
WSFS FINL CORPCOM9293281022906,250SH DFND4 56,25000
WYNDHAM WORLDWIDE CORPCOM98310W10811,343148,524SH DFND1 3 4148,52400
WYNDHAM WORLDWIDE CORPCOM98310W1081,79023,438SH DFND4 523,43800
WYNN RESORTS LTDCOM9831341079,421108,904SH DFND1 3 4108,90400
WYNN RESORTS LTDCOM9831341074855,605SH DFND4 55,60500
XCEL ENERGY INCCOM98389B10028,593702,538SH DFND1 3 4702,53800
XCEL ENERGY INCCOM98389B1002,47060,686SH DFND4 560,68600
XENIA HOTELS & RESORTS INCCOM98401710327614,233SH DFND4 514,23300
XEROX CORPCOM9841211031,128129,247SH DFND4 5129,24700
XEROX CORPCOM98412110310,5151,204,520SH DFND1 3 41,204,52000
XILINX INCCOM98391910120,804344,607SH DFND1 3 4344,60700
XILINX INCCOM9839191012,96949,182SH DFND4 549,18200
XL GROUP LTDCOMG9829410413,682367,215SH DFND1 3 4367,21500
XL GROUP LTDCOMG982941041,26834,021SH DFND4 534,02100
XO GROUP INCCOM9837721043,647187,491SH DFND1 3 4187,49100
XPO LOGISTICS INCCOM98379310057913,408SH DFND4 513,40800
XYLEM INCCOM98419M10019,354390,841SH DFND1 3 4390,84100
XYLEM INCCOM98419M1001,99640,298SH DFND4 540,29800
YADKIN FINL CORPCOM9843051022376,928SH DFND4 56,92800
YAHOO INCCOM98433210646,3301,198,075SH DFND1 3 41,198,07500
YAHOO INCCOM98433210672918,844SH DFND4 518,84400
YELP INCCL A98581710553614,052SH DFND4 514,05200
YORK WTR COCOM98718410844211,583SH DFND1 3 411,58300
YUM BRANDS INCCOM98849810162,083980,309SH DFND1 3 4980,30900
YUM BRANDS INCCOM9884981011,50323,728SH DFND4 523,72800
YUM CHINA HLDGS INCCOM98850P10989234,144SH DFND4 534,14400
ZAYO GROUP HLDGS INCCOM98919V10594928,883SH DFND4 528,88300
ZEBRA TECHNOLOGIES CORPCL A98920710517,273201,416SH DFND1 3 4201,41600
ZEBRA TECHNOLOGIES CORPCL A9892071058309,679SH DFND4 59,67900
ZELTIQ AESTHETICS INCCOM98933Q10812,469286,523SH DFND1 3 4286,52300
ZELTIQ AESTHETICS INCCOM98933Q1082144,912SH DFND4 54,91200
ZENDESK INCCOM98936J10124011,322SH DFND4 511,32200
ZILLOW GROUP INCCL A98954M10138110,453SH DFND4 510,45300
ZILLOW GROUP INCCL C CAP STK98954M20037810,374SH DFND4 510,37400
ZIMMER BIOMET HLDGS INCCOM98956P10228,210273,357SH DFND1 3 4273,35700
ZIMMER BIOMET HLDGS INCCOM98956P1023,25731,556SH DFND4 531,55600
ZIONS BANCORPORATIONCOM9897011071,11625,931SH DFND4 525,93100
ZIONS BANCORPORATIONCOM98970110712,363287,237SH DFND1 3 4287,23700
ZIOPHARM ONCOLOGY INCCOM98973P10112022,373SH DFND4 522,37300
ZIX CORPCOM98974P1006012,085SH DFND4 512,08500
ZOETIS INCCL A98978V103486,5249,088,817SH DFND1 3 49,088,81700
ZOETIS INCCL A98978V1033,91473,115SH DFND4 573,11500
ZUMIEZ INCCOM9898171012,793127,809SH DFND1 3 4127,80900
ZYNGA INCCL A98986T10823290,322SH DFND4 590,32200