The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | |||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | ||||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 1 800 FLOWERS COM | CL A | 68243Q106 | 163 | 18,070 | SH | OTR | 2 | 0 | 0 | 18,070 | ||
| 1 800 FLOWERS COM | CL A | 68243Q106 | 2,994 | 331,931 | SH | DFND | 259,646 | 0 | 72,285 | |||
| 1ST SOURCE CORP | COM | 336901103 | 882 | 27,218 | SH | DFND | 27,218 | 0 | 0 | |||
| 1ST SOURCE CORP | COM | 336901103 | 110 | 3,387 | SH | OTR | 2 | 0 | 0 | 3,387 | ||
| 21VIANET GROUP INC | SPONSORED ADR | 90138A103 | 168 | 16,414 | SH | DFND | 6,962 | 0 | 9,452 | |||
| 2U INC | COM | 90214J101 | 308 | 10,470 | SH | DFND | 10,470 | 0 | 0 | |||
| 3M CO | COM | 88579Y101 | 139,824 | 798,447 | SH | DFND | 610,811 | 0 | 187,636 | |||
| 3M CO | COM | 88579Y101 | 2,779 | 15,870 | SH | OTR | 2 | 0 | 0 | 15,870 | ||
| 58 COM INC | SPON ADR REP A | 31680Q104 | 1,949 | 42,472 | SH | DFND | 23,061 | 0 | 19,411 | |||
| 8X8 INC NEW | COM | 282914100 | 32 | 2,166 | SH | OTR | 2 | 0 | 0 | 2,166 | ||
| 8X8 INC NEW | COM | 282914100 | 996 | 68,173 | SH | DFND | 68,173 | 0 | 0 | |||
| A10 NETWORKS INC | COM | 002121101 | 1,005 | 155,364 | SH | DFND | 155,364 | 0 | 0 | |||
| A10 NETWORKS INC | COM | 002121101 | 15 | 2,260 | SH | OTR | 2 | 0 | 0 | 2,260 | ||
| AAON INC | COM PAR $0.004 | 000360206 | 268 | 9,750 | SH | DFND | 9,750 | 0 | 0 | |||
| AAR CORP | COM | 000361105 | 4,440 | 190,236 | SH | DFND | 167,101 | 0 | 23,135 | |||
| AAR CORP | COM | 000361105 | 1,371 | 58,742 | SH | OTR | 2 | 0 | 0 | 58,742 | ||
| AARONS INC | COM PAR $0.50 | 002535300 | 18,518 | 845,957 | SH | DFND | 845,957 | 0 | 0 | |||
| ABAXIS INC | COM | 002567105 | 932 | 19,732 | SH | DFND | 11,403 | 0 | 8,329 | |||
| ABAXIS INC | COM | 002567105 | 221 | 4,673 | SH | OTR | 2 | 0 | 0 | 4,673 | ||
| ABBOTT LABS | COM | 002824100 | 60,240 | 1,532,432 | SH | DFND | 1,377,630 | 0 | 154,802 | |||
| ABBOTT LABS | COM | 002824100 | 1,437 | 36,564 | SH | OTR | 2 | 0 | 0 | 36,564 | ||
| ABBVIE INC | COM | 00287Y109 | 32,439 | 523,964 | SH | DFND | 382,458 | 0 | 141,506 | |||
| ABERCROMBIE & FITCH CO | CL A | 002896207 | 45,289 | 2,542,875 | SH | DFND | 2,238,029 | 0 | 304,846 | |||
| ABERCROMBIE & FITCH CO | CL A | 002896207 | 649 | 36,430 | SH | OTR | 2 | 0 | 0 | 36,430 | ||
| ABIOMED INC | COM | 003654100 | 3,144 | 28,772 | SH | DFND | 27,172 | 0 | 1,600 | |||
| ABIOMED INC | COM | 003654100 | 98 | 900 | SH | OTR | 2 | 0 | 0 | 900 | ||
| ABM INDS INC | COM | 000957100 | 1,197 | 32,813 | SH | DFND | 32,813 | 0 | 0 | |||
| ABM INDS INC | COM | 000957100 | 148 | 4,061 | SH | OTR | 2 | 0 | 0 | 4,061 | ||
| ACADIA PHARMACEUTICALS INC | COM | 004225108 | 469 | 14,434 | SH | DFND | 11,934 | 0 | 2,500 | |||
| ACADIA PHARMACEUTICALS INC | COM | 004225108 | 32 | 1,000 | SH | OTR | 2 | 0 | 0 | 1,000 | ||
| ACADIA RLTY TR | COM SH BEN INT | 004239109 | 1,850 | 52,094 | SH | DFND | 52,094 | 0 | 0 | |||
| ACCENTURE PLC IRELAND | SHS CLASS A | G1151C101 | 141,411 | 1,248,222 | SH | DFND | 1,029,921 | 0 | 218,301 | |||
| ACCO BRANDS CORP | COM | 00081T108 | 6,258 | 605,765 | SH | DFND | 557,668 | 0 | 48,097 | |||
| ACCO BRANDS CORP | COM | 00081T108 | 381 | 36,836 | SH | OTR | 2 | 0 | 0 | 36,836 | ||
| ACETO CORP | COM | 004446100 | 1,036 | 47,343 | SH | DFND | 47,343 | 0 | 0 | |||
| ACORDA THERAPEUTICS INC | COM | 00484M106 | 1,842 | 72,217 | SH | DFND | 72,217 | 0 | 0 | |||
| ACORDA THERAPEUTICS INC | COM | 00484M106 | 24 | 934 | SH | OTR | 2 | 0 | 0 | 934 | ||
| ACTIVISION BLIZZARD INC | COM | 00507V109 | 74,049 | 1,868,520 | SH | DFND | 1,727,920 | 0 | 140,600 | |||
| ACTUA CORP | COM | 005094107 | 109 | 12,100 | SH | DFND | 12,100 | 0 | 0 | |||
| ACUITY BRANDS INC | COM | 00508Y102 | 16,915 | 68,215 | SH | DFND | 63,516 | 0 | 4,699 | |||
| ACXIOM CORP | COM | 005125109 | 6,322 | 287,485 | SH | DFND | 287,485 | 0 | 0 | |||
| ADDUS HOMECARE CORP | COM | 006739106 | 1,244 | 71,358 | SH | DFND | 60,640 | 0 | 10,718 | |||
| ADDUS HOMECARE CORP | COM | 006739106 | 2 | 100 | SH | OTR | 2 | 0 | 0 | 100 | ||
| ADOBE SYS INC | COM | 00724F101 | 63,200 | 659,772 | SH | DFND | 591,112 | 0 | 68,660 | |||
| ADOBE SYS INC | COM | 00724F101 | 280 | 2,920 | SH | OTR | 2 | 0 | 0 | 2,920 | ||
| ADURO BIOTECH INC | COM | 00739L101 | 28 | 2,473 | SH | OTR | 2 | 0 | 0 | 2,473 | ||
| ADURO BIOTECH INC | COM | 00739L101 | 793 | 70,090 | SH | DFND | 59,577 | 0 | 10,513 | |||
| ADVANCE AUTO PARTS INC | COM | 00751Y106 | 15,494 | 95,861 | SH | DFND | 83,146 | 0 | 12,715 | |||
| ADVANCED ENERGY INDS | COM | 007973100 | 7,686 | 202,481 | SH | DFND | 182,905 | 0 | 19,576 | |||
| ADVANCED ENERGY INDS | COM | 007973100 | 751 | 19,782 | SH | OTR | 2 | 0 | 0 | 19,782 | ||
| ADVANCED MICRO DEVICES INC | COM | 007903107 | 12,069 | 2,348,145 | SH | DFND | 2,166,643 | 0 | 181,502 | |||
| ADVERUM BIOTECHNOLOGIES INC | COM | 00773U108 | 306 | 96,706 | SH | DFND | 55,451 | 0 | 41,255 | |||
| ADVERUM BIOTECHNOLOGIES INC | COM | 00773U108 | 86 | 27,247 | SH | OTR | 2 | 0 | 0 | 27,247 | ||
| AECOM | COM | 00766T100 | 1,171 | 36,852 | SH | DFND | 36,852 | 0 | 0 | |||
| AEGION CORP | COM | 00770F104 | 2,769 | 141,914 | SH | DFND | 141,914 | 0 | 0 | |||
| AEGION CORP | COM | 00770F104 | 385 | 19,714 | SH | OTR | 2 | 0 | 0 | 19,714 | ||
| AEP INDS INC | COM | 001031103 | 1,254 | 15,580 | SH | DFND | 13,479 | 0 | 2,101 | |||
| AEP INDS INC | COM | 001031103 | 166 | 2,058 | SH | OTR | 2 | 0 | 0 | 2,058 | ||
| AES CORP | COM | 00130H105 | 13,283 | 1,064,318 | SH | DFND | 846,888 | 0 | 217,430 | |||
| AETNA INC NEW | COM | 00817Y108 | 216,915 | 1,776,098 | SH | DFND | 1,470,482 | 0 | 305,616 | |||
| AETNA INC NEW | COM | 00817Y108 | 609 | 4,988 | SH | OTR | 2 | 0 | 0 | 4,988 | ||
| AFLAC INC | COM | 001055102 | 104,029 | 1,441,646 | SH | DFND | 1,338,482 | 0 | 103,164 | |||
| AFLAC INC | COM | 001055102 | 56 | 778 | SH | OTR | 2 | 0 | 0 | 778 | ||
| AGCO CORP | COM | 001084102 | 77,989 | 1,654,771 | SH | DFND | 1,540,836 | 0 | 113,935 | |||
| AGILENT TECHNOLOGIES INC | COM | 00846U101 | 118,564 | 2,672,768 | SH | DFND | 2,165,692 | 0 | 507,076 | |||
| AGIOS PHARMACEUTICALS INC | COM | 00847X104 | 1,479 | 35,308 | SH | DFND | 25,541 | 0 | 9,767 | |||
| AGL RES INC | COM | 001204106 | 1,583 | 23,996 | SH | DFND | 23,996 | 0 | 0 | |||
| AGL RES INC | COM | 001204106 | 1,202 | 18,214 | SH | OTR | 2 | 0 | 0 | 18,214 | ||
| AGNICO EAGLE MINES LTD | COM | 008474108 | 76,382 | 1,434,704 | SH | DFND | 1,040,512 | 0 | 394,192 | |||
| AGREE REALTY CORP | COM | 008492100 | 1,493 | 30,957 | SH | OTR | 2 | 0 | 0 | 30,957 | ||
| AGREE REALTY CORP | COM | 008492100 | 4,506 | 93,413 | SH | DFND | 87,906 | 0 | 5,507 | |||
| AGRIUM INC | COM | 008916108 | 5,115 | 56,833 | SH | DFND | 46,989 | 0 | 9,844 | |||
| AIR LEASE CORP | CL A | 00912X302 | 7,186 | 268,346 | SH | DFND | 268,346 | 0 | 0 | |||
| AIR PRODS & CHEMS INC | COM | 009158106 | 15,294 | 107,676 | SH | DFND | 107,676 | 0 | 0 | |||
| AIR TRANSPORT SERVICES GRP I | COM | 00922R105 | 1,736 | 133,924 | SH | DFND | 133,924 | 0 | 0 | |||
| AIRCASTLE LTD | COM | G0129K104 | 488 | 24,952 | SH | DFND | 22,328 | 0 | 2,624 | |||
| AK STL HLDG CORP | COM | 001547108 | 2,035 | 436,720 | SH | DFND | 425,911 | 0 | 10,809 | |||
| AK STL HLDG CORP | COM | 001547108 | 122 | 26,106 | SH | OTR | 2 | 0 | 0 | 26,106 | ||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 56,312 | 1,006,830 | SH | DFND | 875,730 | 0 | 131,100 | |||
| AKAMAI TECHNOLOGIES INC | COM | 00971T101 | 1,019 | 18,215 | SH | OTR | 2 | 0 | 0 | 18,215 | ||
| AKORN INC | COM | 009728106 | 2,117 | 74,311 | SH | DFND | 74,311 | 0 | 0 | |||
| ALAMO GROUP INC | COM | 011311107 | 2,310 | 35,017 | SH | DFND | 35,017 | 0 | 0 | |||
| ALASKA AIR GROUP INC | COM | 011659109 | 26,399 | 452,896 | SH | DFND | 408,717 | 0 | 44,179 | |||
| ALBANY INTL CORP | CL A | 012348108 | 613 | 15,350 | SH | DFND | 15,350 | 0 | 0 | |||
| ALCOA INC | COM | 013817101 | 284 | 30,627 | SH | DFND | 30,627 | 0 | 0 | |||
| ALDER BIOPHARMACEUTICALS INC | COM | 014339105 | 687 | 27,496 | SH | DFND | 27,496 | 0 | 0 | |||
| ALERE INC | COM | 01449J105 | 470 | 11,266 | SH | DFND | 11,266 | 0 | 0 | |||
| ALEXANDER & BALDWIN INC NEW | COM | 014491104 | 1,524 | 42,159 | SH | DFND | 37,556 | 0 | 4,603 | |||
| ALEXANDER & BALDWIN INC NEW | COM | 014491104 | 68 | 1,870 | SH | OTR | 2 | 0 | 0 | 1,870 | ||
| ALEXANDERS INC | COM | 014752109 | 484 | 1,182 | SH | DFND | 1,182 | 0 | 0 | |||
| ALEXANDERS INC | COM | 014752109 | 85 | 208 | SH | OTR | 2 | 0 | 0 | 208 | ||
| ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 4,598 | 44,418 | SH | DFND | 44,418 | 0 | 0 | |||
| ALEXANDRIA REAL ESTATE EQ IN | COM | 015271109 | 2,367 | 22,866 | SH | OTR | 2 | 0 | 0 | 22,866 | ||
| ALEXION PHARMACEUTICALS INC | COM | 015351109 | 631 | 5,405 | SH | DFND | 1,001 | 0 | 4,404 | |||
| ALIBABA GROUP HLDG LTD | SPONSORED ADS | 01609W102 | 192,148 | 2,416,038 | SH | DFND | 1,398,312 | 0 | 1,017,726 | |||
| ALIGN TECHNOLOGY INC | COM | 016255101 | 5,541 | 68,788 | SH | DFND | 25,667 | 0 | 43,121 | |||
| ALKERMES PLC | SHS | G01767105 | 8,010 | 185,338 | SH | DFND | 185,338 | 0 | 0 | |||
| ALLEGHANY CORP DEL | COM | 017175100 | 43,510 | 79,169 | SH | DFND | 65,350 | 0 | 13,819 | |||
| ALLEGHANY CORP DEL | COM | 017175100 | 209 | 381 | SH | OTR | 2 | 0 | 0 | 381 | ||
| ALLEGHENY TECHNOLOGIES INC | COM | 01741R102 | 4,193 | 328,838 | SH | DFND | 328,838 | 0 | 0 | |||
| ALLEGIANT TRAVEL CO | COM | 01748X102 | 1,332 | 8,791 | SH | DFND | 7,486 | 0 | 1,305 | |||
| ALLEGIANT TRAVEL CO | COM | 01748X102 | 79 | 522 | SH | OTR | 2 | 0 | 0 | 522 | ||
| ALLEGION PUB LTD CO | ORD SHS | G0176J109 | 559 | 8,051 | SH | DFND | 8,051 | 0 | 0 | |||
| ALLERGAN PLC | SHS | G0177J108 | 5,166 | 22,357 | SH | DFND | 22,357 | 0 | 0 | |||
| ALLETE INC | COM NEW | 018522300 | 911 | 14,103 | SH | OTR | 2 | 0 | 0 | 14,103 | ||
| ALLETE INC | COM NEW | 018522300 | 4,461 | 69,022 | SH | DFND | 59,173 | 0 | 9,849 | |||
| ALLIANT ENERGY CORP | COM | 018802108 | 40,576 | 1,022,071 | SH | DFND | 1,004,990 | 0 | 17,081 | |||
| ALLIED MOTION TECHNOLOGIES I | COM | 019330109 | 1,077 | 46,305 | SH | DFND | 45,194 | 0 | 1,111 | |||
| ALLIED WRLD ASSUR COM HLDG A | SHS | H01531104 | 40,007 | 1,138,495 | SH | DFND | 1,129,846 | 0 | 8,649 | |||
| ALLIED WRLD ASSUR COM HLDG A | SHS | H01531104 | 1,899 | 54,043 | SH | OTR | 2 | 0 | 0 | 54,043 | ||
| ALLISON TRANSMISSION HLDGS I | COM | 01973R101 | 5,230 | 185,281 | SH | DFND | 185,281 | 0 | 0 | |||
| ALLSCRIPTS HEALTHCARE SOLUTN | COM | 01988P108 | 9,444 | 743,610 | SH | DFND | 704,154 | 0 | 39,456 | |||
| ALLSTATE CORP | COM | 020002101 | 322,157 | 4,605,529 | SH | DFND | 3,745,920 | 0 | 859,609 | |||
| ALLSTATE CORP | COM | 020002101 | 3,324 | 47,523 | SH | OTR | 2 | 0 | 0 | 47,523 | ||
| ALMOST FAMILY INC | COM | 020409108 | 1,699 | 39,871 | SH | DFND | 38,949 | 0 | 922 | |||
| ALON USA ENERGY INC | COM | 020520102 | 805 | 124,234 | SH | DFND | 121,498 | 0 | 2,736 | |||
| ALON USA ENERGY INC | COM | 020520102 | 172 | 26,556 | SH | OTR | 2 | 0 | 0 | 26,556 | ||
| ALPHA & OMEGA SEMICONDUCTOR | SHS | G6331P104 | 626 | 44,957 | SH | DFND | 44,957 | 0 | 0 | |||
| ALPHA & OMEGA SEMICONDUCTOR | SHS | G6331P104 | 7 | 509 | SH | OTR | 2 | 0 | 0 | 509 | ||
| ALPHABET INC | CAP STK CL A | 02079K305 | 359,058 | 510,367 | SH | DFND | 376,657 | 0 | 133,710 | |||
| ALPHABET INC | CAP STK CL A | 02079K305 | 3,850 | 5,473 | SH | OTR | 2 | 0 | 0 | 5,473 | ||
| ALPHABET INC | CAP STK CL C | 02079K107 | 229,127 | 331,060 | SH | DFND | 250,613 | 0 | 80,447 | |||
| ALPHABET INC | CAP STK CL C | 02079K107 | 4,835 | 6,986 | SH | OTR | 2 | 0 | 0 | 6,986 | ||
| ALTISOURCE PORTFOLIO SOLNS S | REG SHS | L0175J104 | 225 | 8,088 | SH | DFND | 8,088 | 0 | 0 | |||
| ALTRA INDL MOTION CORP | COM | 02208R106 | 671 | 24,879 | SH | DFND | 24,879 | 0 | 0 | |||
| ALTRA INDL MOTION CORP | COM | 02208R106 | 53 | 1,957 | SH | OTR | 2 | 0 | 0 | 1,957 | ||
| ALTRIA GROUP INC | COM | 02209S103 | 245,535 | 3,560,541 | SH | DFND | 2,973,619 | 0 | 586,922 | |||
| ALTRIA GROUP INC | COM | 02209S103 | 3,026 | 43,883 | SH | OTR | 2 | 0 | 0 | 43,883 | ||
| ALUMINUM CORP CHINA LTD | SPON ADR H SHS | 022276109 | 200 | 25,609 | SH | DFND | 25,609 | 0 | 0 | |||
| AMAG PHARMACEUTICALS INC | COM | 00163U106 | 1,357 | 56,721 | SH | DFND | 54,156 | 0 | 2,565 | |||
| AMAZON COM INC | COM | 023135106 | 352,547 | 492,645 | SH | DFND | 365,359 | 0 | 127,286 | |||
| AMAZON COM INC | COM | 023135106 | 5,057 | 7,067 | SH | OTR | 2 | 0 | 0 | 7,067 | ||
| AMBAC FINL GROUP INC | COM NEW | 023139884 | 4,151 | 252,201 | SH | DFND | 218,835 | 0 | 33,366 | |||
| AMBAC FINL GROUP INC | COM NEW | 023139884 | 318 | 19,305 | SH | OTR | 2 | 0 | 0 | 19,305 | ||
| AMBARELLA INC | SHS | G037AX101 | 2,683 | 52,810 | SH | DFND | 45,073 | 0 | 7,737 | |||
| AMBARELLA INC | SHS | G037AX101 | 59 | 1,161 | SH | OTR | 2 | 0 | 0 | 1,161 | ||
| AMBEV SA | SPONSORED ADR | 02319V103 | 79,026 | 13,371,644 | SH | DFND | 9,449,366 | 0 | 3,922,278 | |||
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 2,520 | 91,283 | SH | DFND | 69,307 | 0 | 21,976 | |||
| AMC ENTMT HLDGS INC | CL A COM | 00165C104 | 331 | 11,994 | SH | OTR | 2 | 0 | 0 | 11,994 | ||
| AMC NETWORKS INC | CL A | 00164V103 | 14,746 | 244,063 | SH | DFND | 244,063 | 0 | 0 | |||
| AMDOCS LTD | SHS | G02602103 | 3,527 | 61,107 | SH | OTR | 2 | 0 | 0 | 61,107 | ||
| AMDOCS LTD | SHS | G02602103 | 141,699 | 2,454,930 | SH | DFND | 2,255,776 | 0 | 199,154 | |||
| AMEDISYS INC | COM | 023436108 | 4,299 | 85,157 | SH | DFND | 85,157 | 0 | 0 | |||
| AMERCO | COM | 023586100 | 47,760 | 127,512 | SH | DFND | 127,245 | 0 | 267 | |||
| AMEREN CORP | COM | 023608102 | 193,626 | 3,613,774 | SH | DFND | 3,049,055 | 0 | 564,719 | |||
| AMEREN CORP | COM | 023608102 | 3,538 | 66,026 | SH | OTR | 2 | 0 | 0 | 66,026 | ||
| AMERICA MOVIL SAB DE CV | SPON ADR L SHS | 02364W105 | 31,553 | 2,573,628 | SH | DFND | 1,185,329 | 0 | 1,388,299 | |||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 8,224 | 290,500 | SH | DFND | 286,210 | 0 | 4,290 | |||
| AMERICAN AIRLS GROUP INC | COM | 02376R102 | 75 | 2,657 | SH | OTR | 2 | 0 | 0 | 2,657 | ||
| AMERICAN ASSETS TR INC | COM | 024013104 | 1,367 | 32,214 | SH | DFND | 32,214 | 0 | 0 | |||
| AMERICAN ASSETS TR INC | COM | 024013104 | 153 | 3,596 | SH | OTR | 2 | 0 | 0 | 3,596 | ||
| AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 5,928 | 409,401 | SH | DFND | 377,929 | 0 | 31,472 | |||
| AMERICAN AXLE & MFG HLDGS IN | COM | 024061103 | 184 | 12,685 | SH | OTR | 2 | 0 | 0 | 12,685 | ||
| AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 1,876 | 35,486 | SH | DFND | 35,486 | 0 | 0 | |||
| AMERICAN CAMPUS CMNTYS INC | COM | 024835100 | 1,592 | 30,111 | SH | OTR | 2 | 0 | 0 | 30,111 | ||
| AMERICAN CAPITAL AGENCY CORP | COM | 02503X105 | 213 | 10,738 | SH | DFND | 10,738 | 0 | 0 | |||
| AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 50,475 | 3,168,526 | SH | DFND | 2,810,725 | 0 | 357,801 | |||
| AMERICAN EAGLE OUTFITTERS NE | COM | 02553E106 | 161 | 10,128 | SH | OTR | 2 | 0 | 0 | 10,128 | ||
| AMERICAN ELEC PWR INC | COM | 025537101 | 403,684 | 5,759,509 | SH | DFND | 4,958,536 | 0 | 800,973 | |||
| AMERICAN ELEC PWR INC | COM | 025537101 | 5,853 | 83,506 | SH | OTR | 2 | 0 | 0 | 83,506 | ||
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 2,910 | 204,201 | SH | DFND | 184,436 | 0 | 19,765 | |||
| AMERICAN EQTY INVT LIFE HLD | COM | 025676206 | 38 | 2,665 | SH | OTR | 2 | 0 | 0 | 2,665 | ||
| AMERICAN EXPRESS CO | COM | 025816109 | 5,035 | 82,859 | SH | DFND | 68,475 | 0 | 14,384 | |||
| AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 87,543 | 1,184,135 | SH | DFND | 1,168,634 | 0 | 15,501 | |||
| AMERICAN FINL GROUP INC OHIO | COM | 025932104 | 5,203 | 70,371 | SH | OTR | 2 | 0 | 0 | 70,371 | ||
| AMERICAN HOMES 4 RENT | CL A | 02665T306 | 515 | 25,162 | SH | DFND | 25,162 | 0 | 0 | |||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 2,050 | 38,754 | SH | OTR | 2 | 0 | 0 | 38,754 | ||
| AMERICAN INTL GROUP INC | COM NEW | 026874784 | 120,272 | 2,273,998 | SH | DFND | 1,762,609 | 0 | 511,389 | |||
| AMERICAN NATL INS CO | COM | 028591105 | 2,896 | 25,596 | SH | DFND | 25,596 | 0 | 0 | |||
| AMERICAN NATL INS CO | COM | 028591105 | 776 | 6,856 | SH | OTR | 2 | 0 | 0 | 6,856 | ||
| AMERICAN PUBLIC EDUCATION IN | COM | 02913V103 | 2,814 | 100,148 | SH | DFND | 90,730 | 0 | 9,418 | |||
| AMERICAN PUBLIC EDUCATION IN | COM | 02913V103 | 300 | 10,661 | SH | OTR | 2 | 0 | 0 | 10,661 | ||
| AMERICAN RAILCAR INDS INC | COM | 02916P103 | 733 | 18,578 | SH | DFND | 18,578 | 0 | 0 | |||
| AMERICAN SCIENCE & ENGR INC | COM | 029429107 | 976 | 26,080 | SH | DFND | 26,080 | 0 | 0 | |||
| AMERICAN SCIENCE & ENGR INC | COM | 029429107 | 62 | 1,645 | SH | OTR | 2 | 0 | 0 | 1,645 | ||
| AMERICAN STS WTR CO | COM | 029899101 | 2,017 | 46,032 | SH | DFND | 42,427 | 0 | 3,605 | |||
| AMERICAN STS WTR CO | COM | 029899101 | 920 | 20,995 | SH | OTR | 2 | 0 | 0 | 20,995 | ||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 83,829 | 737,864 | SH | DFND | 568,047 | 0 | 169,817 | |||
| AMERICAN TOWER CORP NEW | COM | 03027X100 | 136 | 1,200 | SH | OTR | 2 | 0 | 0 | 1,200 | ||
| AMERICAN VANGUARD CORP | COM | 030371108 | 929 | 61,499 | SH | DFND | 61,499 | 0 | 0 | |||
| AMERICAN WOODMARK CORP | COM | 030506109 | 5,475 | 82,479 | SH | DFND | 72,225 | 0 | 10,254 | |||
| AMERICAN WOODMARK CORP | COM | 030506109 | 160 | 2,403 | SH | OTR | 2 | 0 | 0 | 2,403 | ||
| AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 32,252 | 381,636 | SH | DFND | 229,799 | 0 | 151,837 | |||
| AMERICAN WTR WKS CO INC NEW | COM | 030420103 | 5,174 | 61,222 | SH | OTR | 2 | 0 | 0 | 61,222 | ||
| AMERIPRISE FINL INC | COM | 03076C106 | 49,464 | 550,512 | SH | DFND | 540,523 | 0 | 9,989 | |||
| AMERIS BANCORP | COM | 03076K108 | 1,247 | 41,989 | SH | DFND | 41,989 | 0 | 0 | |||
| AMERISAFE INC | COM | 03071H100 | 4,939 | 80,684 | SH | DFND | 80,684 | 0 | 0 | |||
| AMERISAFE INC | COM | 03071H100 | 459 | 7,493 | SH | OTR | 2 | 0 | 0 | 7,493 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 296 | 3,727 | SH | OTR | 2 | 0 | 0 | 3,727 | ||
| AMERISOURCEBERGEN CORP | COM | 03073E105 | 129,645 | 1,634,450 | SH | DFND | 1,400,771 | 0 | 233,679 | |||
| AMGEN INC | COM | 031162100 | 470 | 3,088 | SH | OTR | 2 | 0 | 0 | 3,088 | ||
| AMGEN INC | COM | 031162100 | 144,550 | 950,051 | SH | DFND | 734,066 | 0 | 215,985 | |||
| AMKOR TECHNOLOGY INC | COM | 031652100 | 3,955 | 687,909 | SH | DFND | 586,823 | 0 | 101,086 | |||
| AMKOR TECHNOLOGY INC | COM | 031652100 | 263 | 45,678 | SH | OTR | 2 | 0 | 0 | 45,678 | ||
| AMN HEALTHCARE SERVICES INC | COM | 001744101 | 3,584 | 89,672 | SH | DFND | 89,672 | 0 | 0 | |||
| AMPHASTAR PHARMACEUTICALS IN | COM | 03209R103 | 640 | 39,712 | SH | DFND | 39,712 | 0 | 0 | |||
| AMPHENOL CORP NEW | CL A | 032095101 | 1,221 | 21,296 | SH | DFND | 21,296 | 0 | 0 | |||
| AMSURG CORP | COM | 03232P405 | 841 | 10,849 | SH | DFND | 10,849 | 0 | 0 | |||
| AMTRUST FINL SVCS INC | COM | 032359309 | 25,608 | 1,045,220 | SH | DFND | 1,045,220 | 0 | 0 | |||
| ANADARKO PETE CORP | COM | 032511107 | 1,245 | 23,378 | SH | DFND | 23,378 | 0 | 0 | |||
| ANALOG DEVICES INC | COM | 032654105 | 32,517 | 574,093 | SH | DFND | 498,516 | 0 | 75,577 | |||
| ANALOGIC CORP | COM PAR $0.05 | 032657207 | 490 | 6,169 | SH | DFND | 6,169 | 0 | 0 | |||
| ANALOGIC CORP | COM PAR $0.05 | 032657207 | 95 | 1,195 | SH | OTR | 2 | 0 | 0 | 1,195 | ||
| ANDERSONS INC | COM | 034164103 | 554 | 15,588 | SH | DFND | 15,588 | 0 | 0 | |||
| ANGLOGOLD ASHANTI LTD | SPONSORED ADR | 035128206 | 94,607 | 5,238,490 | SH | DFND | 3,020,806 | 0 | 2,217,684 | |||
| ANI PHARMACEUTICALS INC | COM | 00182C103 | 677 | 12,126 | SH | DFND | 12,126 | 0 | 0 | |||
| ANIKA THERAPEUTICS INC | COM | 035255108 | 5,116 | 95,364 | SH | DFND | 82,409 | 0 | 12,955 | |||
| ANIKA THERAPEUTICS INC | COM | 035255108 | 495 | 9,233 | SH | OTR | 2 | 0 | 0 | 9,233 | ||
| ANNALY CAP MGMT INC | COM | 035710409 | 6,356 | 574,161 | SH | DFND | 544,515 | 0 | 29,646 | |||
| ANSYS INC | COM | 03662Q105 | 8,094 | 89,192 | SH | DFND | 80,163 | 0 | 9,029 | |||
| ANSYS INC | COM | 03662Q105 | 62 | 686 | SH | OTR | 2 | 0 | 0 | 686 | ||
| ANTERO RES CORP | COM | 03674X106 | 1,075 | 41,386 | SH | OTR | 2 | 0 | 0 | 41,386 | ||
| ANTERO RES CORP | COM | 03674X106 | 50,458 | 1,942,175 | SH | DFND | 1,889,324 | 0 | 52,851 | |||
| ANTHEM INC | COM | 036752103 | 1,975 | 15,034 | SH | OTR | 2 | 0 | 0 | 15,034 | ||
| ANTHEM INC | COM | 036752103 | 285,448 | 2,173,351 | SH | DFND | 1,747,840 | 0 | 425,511 | |||
| AON PLC | SHS CL A | G0408V102 | 11,763 | 107,686 | SH | DFND | 55,095 | 0 | 52,591 | |||
| APACHE CORP | COM | 037411105 | 485 | 8,718 | SH | DFND | 8,718 | 0 | 0 | |||
| APARTMENT INVT & MGMT CO | CL A | 03748R101 | 3,630 | 82,208 | SH | DFND | 82,208 | 0 | 0 | |||
| APARTMENT INVT & MGMT CO | CL A | 03748R101 | 1,736 | 39,319 | SH | OTR | 2 | 0 | 0 | 39,319 | ||
| APOGEE ENTERPRISES INC | COM | 037598109 | 3,035 | 65,489 | SH | DFND | 64,672 | 0 | 817 | |||
| APOGEE ENTERPRISES INC | COM | 037598109 | 25 | 536 | SH | OTR | 2 | 0 | 0 | 536 | ||
| APOLLO COML REAL EST FIN INC | COM | 03762U105 | 1,557 | 96,902 | SH | DFND | 96,902 | 0 | 0 | |||
| APOLLO ED GROUP INC | CL A | 037604105 | 3,621 | 397,007 | SH | DFND | 342,539 | 0 | 54,468 | |||
| APOLLO ED GROUP INC | CL A | 037604105 | 54 | 5,882 | SH | OTR | 2 | 0 | 0 | 5,882 | ||
| APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 | 101 | 5,381 | SH | DFND | 5,381 | 0 | 0 | |||
| APPLE HOSPITALITY REIT INC | COM NEW | 03784Y200 | 502 | 26,693 | SH | OTR | 2 | 0 | 0 | 26,693 | ||
| APPLE INC | COM | 037833100 | 10,621 | 111,101 | SH | OTR | 2 | 0 | 0 | 111,101 | ||
| APPLE INC | COM | 037833100 | 527,045 | 5,513,023 | SH | DFND | 4,016,176 | 0 | 1,496,847 | |||
| APPLIED GENETIC TECHNOL CORP | COM | 03820J100 | 743 | 52,574 | SH | DFND | 39,374 | 0 | 13,200 | |||
| APPLIED GENETIC TECHNOL CORP | COM | 03820J100 | 105 | 7,442 | SH | OTR | 2 | 0 | 0 | 7,442 | ||
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 1,858 | 41,168 | SH | DFND | 41,168 | 0 | 0 | |||
| APPLIED INDL TECHNOLOGIES IN | COM | 03820C105 | 1,041 | 23,063 | SH | OTR | 2 | 0 | 0 | 23,063 | ||
| APPLIED MATLS INC | COM | 038222105 | 56,183 | 2,343,906 | SH | DFND | 1,578,758 | 0 | 765,148 | |||
| APPLIED MATLS INC | COM | 038222105 | 45 | 1,877 | SH | OTR | 2 | 0 | 0 | 1,877 | ||
| APPLIED OPTOELECTRONICS INC | COM | 03823U102 | 463 | 41,529 | SH | DFND | 41,529 | 0 | 0 | |||
| AQUA AMERICA INC | COM | 03836W103 | 487 | 13,657 | SH | OTR | 2 | 0 | 0 | 13,657 | ||
| AQUA AMERICA INC | COM | 03836W103 | 5,577 | 156,402 | SH | DFND | 115,814 | 0 | 40,588 | |||
| ARAMARK | COM | 03852U106 | 11,821 | 353,711 | SH | DFND | 353,711 | 0 | 0 | |||
| ARCBEST CORP | COM | 03937C105 | 1,692 | 104,096 | SH | DFND | 100,549 | 0 | 3,547 | |||
| ARCBEST CORP | COM | 03937C105 | 188 | 11,553 | SH | OTR | 2 | 0 | 0 | 11,553 | ||
| ARCH CAP GROUP LTD | ORD | G0450A105 | 42,672 | 592,671 | SH | DFND | 446,549 | 0 | 146,122 | |||
| ARCH CAP GROUP LTD | ORD | G0450A105 | 1,353 | 18,795 | SH | OTR | 2 | 0 | 0 | 18,795 | ||
| ARCHER DANIELS MIDLAND CO | COM | 039483102 | 224,160 | 5,226,398 | SH | DFND | 4,283,364 | 0 | 943,034 | |||
| ARCHER DANIELS MIDLAND CO | COM | 039483102 | 3,161 | 73,706 | SH | OTR | 2 | 0 | 0 | 73,706 | ||
| ARCHROCK INC | COM | 03957W106 | 262 | 27,849 | SH | DFND | 27,849 | 0 | 0 | |||
| ARCHROCK INC | COM | 03957W106 | 81 | 8,590 | SH | OTR | 2 | 0 | 0 | 8,590 | ||
| ARDMORE SHIPPING CORP | COM | Y0207T100 | 648 | 95,697 | SH | DFND | 95,697 | 0 | 0 | |||
| ARDMORE SHIPPING CORP | COM | Y0207T100 | 77 | 11,358 | SH | OTR | 2 | 0 | 0 | 11,358 | ||
| ARGAN INC | COM | 04010E109 | 297 | 7,130 | SH | DFND | 7,130 | 0 | 0 | |||
| ARGO GROUP INTL HLDGS LTD | COM | G0464B107 | 15,161 | 292,113 | SH | DFND | 252,925 | 0 | 39,188 | |||
| ARGO GROUP INTL HLDGS LTD | COM | G0464B107 | 2,369 | 45,649 | SH | OTR | 2 | 0 | 0 | 45,649 | ||
| ARISTA NETWORKS INC | COM | 040413106 | 3,036 | 47,161 | SH | DFND | 18,564 | 0 | 28,597 | |||
| ARMADA HOFFLER PPTYS INC | COM | 04208T108 | 2,070 | 150,681 | SH | DFND | 118,377 | 0 | 32,304 | |||
| ARMADA HOFFLER PPTYS INC | COM | 04208T108 | 673 | 49,010 | SH | OTR | 2 | 0 | 0 | 49,010 | ||
| ARMSTRONG FLOORING INC | COM | 04238R106 | 475 | 28,014 | SH | DFND | 28,014 | 0 | 0 | |||
| ARMSTRONG WORLD INDS INC NEW | COM | 04247X102 | 5,594 | 142,882 | SH | DFND | 142,882 | 0 | 0 | |||
| ARRIS INTL INC | SHS | G0551A103 | 920 | 43,911 | SH | DFND | 43,911 | 0 | 0 | |||
| ARROW ELECTRS INC | COM | 042735100 | 112,185 | 1,812,360 | SH | DFND | 1,654,999 | 0 | 157,361 | |||
| ARROW ELECTRS INC | COM | 042735100 | 4,434 | 71,637 | SH | OTR | 2 | 0 | 0 | 71,637 | ||
| ASCENA RETAIL GROUP INC | COM | 04351G101 | 546 | 78,151 | SH | DFND | 78,151 | 0 | 0 | |||
| ASHFORD HOSPITALITY PRIME IN | COM | 044102101 | 744 | 52,608 | SH | DFND | 49,996 | 0 | 2,612 | |||
| ASHFORD HOSPITALITY PRIME IN | COM | 044102101 | 19 | 1,370 | SH | OTR | 2 | 0 | 0 | 1,370 | ||
| ASHFORD HOSPITALITY TR INC | COM SHS | 044103109 | 1,096 | 204,083 | SH | DFND | 197,917 | 0 | 6,166 | |||
| ASHLAND INC NEW | COM | 044209104 | 16,559 | 144,280 | SH | DFND | 144,280 | 0 | 0 | |||
| ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 42,322 | 912,507 | SH | DFND | 895,438 | 0 | 17,069 | |||
| ASPEN INSURANCE HOLDINGS LTD | SHS | G05384105 | 3,791 | 81,748 | SH | OTR | 2 | 0 | 0 | 81,748 | ||
| ASPEN TECHNOLOGY INC | COM | 045327103 | 1,415 | 35,156 | SH | DFND | 18,772 | 0 | 16,384 | |||
| ASPEN TECHNOLOGY INC | COM | 045327103 | 129 | 3,208 | SH | OTR | 2 | 0 | 0 | 3,208 | ||
| ASSOCIATED BANC CORP | COM | 045487105 | 6,323 | 368,706 | SH | DFND | 368,706 | 0 | 0 | |||
| ASSURANT INC | COM | 04621X108 | 150,807 | 1,747,267 | SH | DFND | 1,507,711 | 0 | 239,556 | |||
| ASSURANT INC | COM | 04621X108 | 58 | 672 | SH | OTR | 2 | 0 | 0 | 672 | ||
| ASSURED GUARANTY LTD | COM | G0585R106 | 3,201 | 126,166 | SH | OTR | 2 | 0 | 0 | 126,166 | ||
| ASSURED GUARANTY LTD | COM | G0585R106 | 47,655 | 1,878,401 | SH | DFND | 1,320,379 | 0 | 558,022 | |||
| ASTEC INDS INC | COM | 046224101 | 223 | 3,976 | SH | DFND | 3,976 | 0 | 0 | |||
| ASTORIA FINL CORP | COM | 046265104 | 725 | 47,284 | SH | DFND | 47,284 | 0 | 0 | |||
| AT&T INC | COM | 00206R102 | 283,996 | 6,572,457 | SH | DFND | 5,169,504 | 0 | 1,402,953 | |||
| AT&T INC | COM | 00206R102 | 3,501 | 81,032 | SH | OTR | 2 | 0 | 0 | 81,032 | ||
| ATHENAHEALTH INC | COM | 04685W103 | 989 | 7,168 | SH | DFND | 7,168 | 0 | 0 | |||
| ATLANTIC PWR CORP | COM NEW | 04878Q863 | 435 | 175,567 | SH | DFND | 175,567 | 0 | 0 | |||
| ATLANTIC PWR CORP | COM NEW | 04878Q863 | 2 | 800 | SH | OTR | 2 | 0 | 0 | 800 | ||
| ATLAS AIR WORLDWIDE HLDGS IN | COM NEW | 049164205 | 1,188 | 28,682 | SH | DFND | 28,682 | 0 | 0 | |||
| ATLAS FINANCIAL HOLDINGS INC | SHS NEW | G06207115 | 224 | 13,036 | SH | DFND | 13,036 | 0 | 0 | |||
| ATMOS ENERGY CORP | COM | 049560105 | 42,183 | 518,734 | SH | DFND | 502,152 | 0 | 16,582 | |||
| ATMOS ENERGY CORP | COM | 049560105 | 2,477 | 30,463 | SH | OTR | 2 | 0 | 0 | 30,463 | ||
| ATN INTL INC | COM | 00215F107 | 1,721 | 22,120 | SH | DFND | 22,120 | 0 | 0 | |||
| ATN INTL INC | COM | 00215F107 | 1,413 | 18,161 | SH | OTR | 2 | 0 | 0 | 18,161 | ||
| ATRICURE INC | COM | 04963C209 | 142 | 10,047 | SH | DFND | 10,047 | 0 | 0 | |||
| ATRION CORP | COM | 049904105 | 543 | 1,269 | SH | DFND | 1,269 | 0 | 0 | |||
| ATWOOD OCEANICS INC | COM | 050095108 | 8,644 | 690,447 | SH | DFND | 652,360 | 0 | 38,087 | |||
| ATWOOD OCEANICS INC | COM | 050095108 | 1,062 | 84,814 | SH | OTR | 2 | 0 | 0 | 84,814 | ||
| AUTODESK INC | COM | 052769106 | 3,144 | 58,076 | SH | DFND | 23,686 | 0 | 34,390 | |||
| AUTOLIV INC | COM | 052800109 | 10,379 | 96,595 | SH | DFND | 95,100 | 0 | 1,495 | |||
| AUTOMATIC DATA PROCESSING IN | COM | 053015103 | 25,834 | 281,207 | SH | DFND | 182,660 | 0 | 98,547 | |||
| AUTONATION INC | COM | 05329W102 | 8,751 | 186,262 | SH | DFND | 186,262 | 0 | 0 | |||
| AUTOZONE INC | COM | 053332102 | 65,350 | 82,322 | SH | DFND | 69,050 | 0 | 13,272 | |||
| AVALONBAY CMNTYS INC | COM | 053484101 | 39,744 | 220,323 | SH | DFND | 184,863 | 0 | 35,460 | |||
| AVERY DENNISON CORP | COM | 053611109 | 135,468 | 1,812,278 | SH | DFND | 1,428,396 | 0 | 383,882 | |||
| AVERY DENNISON CORP | COM | 053611109 | 208 | 2,787 | SH | OTR | 2 | 0 | 0 | 2,787 | ||
| AVG TECHNOLOGIES N V | SHS | N07831105 | 310 | 16,300 | SH | OTR | 2 | 0 | 0 | 16,300 | ||
| AVG TECHNOLOGIES N V | SHS | N07831105 | 2,814 | 148,195 | SH | DFND | 114,997 | 0 | 33,198 | |||
| AVIS BUDGET GROUP | COM | 053774105 | 339 | 10,517 | SH | DFND | 10,517 | 0 | 0 | |||
| AVISTA CORP | COM | 05379B107 | 5,923 | 132,213 | SH | DFND | 105,885 | 0 | 26,328 | |||
| AVISTA CORP | COM | 05379B107 | 2,295 | 51,224 | SH | OTR | 2 | 0 | 0 | 51,224 | ||
| AVNET INC | COM | 053807103 | 125,935 | 3,108,750 | SH | DFND | 2,746,691 | 0 | 362,059 | |||
| AVNET INC | COM | 053807103 | 3,459 | 85,382 | SH | OTR | 2 | 0 | 0 | 85,382 | ||
| AVON PRODS INC | COM | 054303102 | 2,421 | 640,369 | SH | DFND | 640,369 | 0 | 0 | |||
| AVX CORP NEW | COM | 002444107 | 913 | 67,262 | SH | DFND | 67,262 | 0 | 0 | |||
| AXALTA COATING SYS LTD | COM | G0750C108 | 1,255 | 47,314 | SH | DFND | 3,241 | 0 | 44,073 | |||
| AXCELIS TECHNOLOGIES INC | COM | 054540109 | 417 | 154,969 | SH | DFND | 146,465 | 0 | 8,504 | |||
| AXCELIS TECHNOLOGIES INC | COM | 054540109 | 47 | 17,494 | SH | OTR | 2 | 0 | 0 | 17,494 | ||
| AXIALL CORP | COM | 05463D100 | 2,782 | 85,319 | SH | DFND | 76,776 | 0 | 8,543 | |||
| AXIALL CORP | COM | 05463D100 | 426 | 13,061 | SH | OTR | 2 | 0 | 0 | 13,061 | ||
| AXIS CAPITAL HOLDINGS LTD | SHS | G0692U109 | 107,628 | 1,956,866 | SH | DFND | 1,626,091 | 0 | 330,775 | |||
| AXIS CAPITAL HOLDINGS LTD | SHS | G0692U109 | 5,257 | 95,573 | SH | OTR | 2 | 0 | 0 | 95,573 | ||
| AZZ INC | COM | 002474104 | 669 | 11,151 | SH | DFND | 11,151 | 0 | 0 | |||
| B & G FOODS INC NEW | COM | 05508R106 | 1,162 | 24,103 | SH | DFND | 24,103 | 0 | 0 | |||
| B COMMUNICATIONS LTD | SHS | M15629104 | 3,227 | 135,061 | SH | DFND | 55,261 | 0 | 79,800 | |||
| B2GOLD CORP | COM | 11777Q209 | 1,040 | 416,691 | SH | DFND | 115,109 | 0 | 301,582 | |||
| BABCOCK & WILCOX ENTERPRIS I | COM | 05614L100 | 253 | 17,242 | SH | DFND | 17,242 | 0 | 0 | |||
| BABCOCK & WILCOX ENTERPRIS I | COM | 05614L100 | 114 | 7,769 | SH | OTR | 2 | 0 | 0 | 7,769 | ||
| BADGER METER INC | COM | 056525108 | 316 | 4,322 | SH | DFND | 4,322 | 0 | 0 | |||
| BAIDU INC | SPON ADR REP A | 056752108 | 109,042 | 660,262 | SH | DFND | 383,849 | 0 | 276,413 | |||
| BAKER HUGHES INC | COM | 057224107 | 11,928 | 264,312 | SH | DFND | 264,312 | 0 | 0 | |||
| BALCHEM CORP | COM | 057665200 | 442 | 7,404 | SH | DFND | 7,404 | 0 | 0 | |||
| BANC OF CALIFORNIA INC | COM | 05990K106 | 1,961 | 108,339 | SH | DFND | 108,339 | 0 | 0 | |||
| BANCFIRST CORP | COM | 05945F103 | 118 | 1,948 | SH | DFND | 1,948 | 0 | 0 | |||
| BANCFIRST CORP | COM | 05945F103 | 111 | 1,846 | SH | OTR | 2 | 0 | 0 | 1,846 | ||
| BANCO BRADESCO S A | SP ADR PFD NEW | 059460303 | 97,517 | 12,486,157 | SH | DFND | 7,093,923 | 0 | 5,392,234 | |||
| BANCO DE CHILE | SPONSORED ADR | 059520106 | 3,830 | 59,706 | SH | DFND | 29,016 | 0 | 30,690 | |||
| BANCO SANTANDER CHILE NEW | SP ADR REP COM | 05965X109 | 55,753 | 2,878,337 | SH | DFND | 1,542,144 | 0 | 1,336,193 | |||
| BANCORP INC DEL | COM | 05969A105 | 97 | 16,126 | SH | DFND | 16,126 | 0 | 0 | |||
| BANCORPSOUTH INC | COM | 059692103 | 980 | 43,188 | SH | OTR | 2 | 0 | 0 | 43,188 | ||
| BANCORPSOUTH INC | COM | 059692103 | 7,057 | 311,031 | SH | DFND | 282,681 | 0 | 28,350 | |||
| BANK AMER CORP | COM | 060505104 | 344 | 25,906 | SH | OTR | 2 | 0 | 0 | 25,906 | ||
| BANK AMER CORP | COM | 060505104 | 22,524 | 1,697,339 | SH | DFND | 1,697,339 | 0 | 0 | |||
| BANK HAWAII CORP | COM | 062540109 | 7,182 | 104,393 | SH | DFND | 85,195 | 0 | 19,198 | |||
| BANK HAWAII CORP | COM | 062540109 | 316 | 4,598 | SH | OTR | 2 | 0 | 0 | 4,598 | ||
| BANK MONTREAL QUE | COM | 063671101 | 86,923 | 1,377,509 | SH | DFND | 1,018,278 | 0 | 359,231 | |||
| BANK N S HALIFAX | COM | 064149107 | 71,573 | 1,468,192 | SH | DFND | 1,054,910 | 0 | 413,282 | |||
| BANK NEW YORK MELLON CORP | COM | 064058100 | 56,584 | 1,456,461 | SH | DFND | 1,444,099 | 0 | 12,362 | |||
| BANK OF THE OZARKS INC | COM | 063904106 | 2,478 | 66,053 | SH | DFND | 66,053 | 0 | 0 | |||
| BANKRATE INC DEL | COM | 06647F102 | 3,619 | 483,809 | SH | DFND | 395,398 | 0 | 88,411 | |||
| BANKRATE INC DEL | COM | 06647F102 | 281 | 37,551 | SH | OTR | 2 | 0 | 0 | 37,551 | ||
| BANKUNITED INC | COM | 06652K103 | 649 | 21,127 | SH | DFND | 21,127 | 0 | 0 | |||
| BANNER CORP | COM NEW | 06652V208 | 855 | 20,096 | SH | DFND | 20,096 | 0 | 0 | |||
| BARD C R INC | COM | 067383109 | 158,233 | 672,874 | SH | DFND | 624,476 | 0 | 48,398 | |||
| BARD C R INC | COM | 067383109 | 1,513 | 6,432 | SH | OTR | 2 | 0 | 0 | 6,432 | ||
| BARNES GROUP INC | COM | 067806109 | 892 | 26,942 | SH | DFND | 26,942 | 0 | 0 | |||
| BARRACUDA NETWORKS INC | COM | 068323104 | 1,588 | 104,867 | SH | DFND | 82,452 | 0 | 22,415 | |||
| BARRACUDA NETWORKS INC | COM | 068323104 | 84 | 5,551 | SH | OTR | 2 | 0 | 0 | 5,551 | ||
| BARRETT BUSINESS SERVICES IN | COM | 068463108 | 2,949 | 71,368 | SH | DFND | 66,744 | 0 | 4,624 | |||
| BARRETT BUSINESS SERVICES IN | COM | 068463108 | 67 | 1,619 | SH | OTR | 2 | 0 | 0 | 1,619 | ||
| BARRICK GOLD CORP | COM | 067901108 | 154,848 | 7,291,441 | SH | DFND | 5,928,874 | 0 | 1,362,567 | |||
| BASSETT FURNITURE INDS INC | COM | 070203104 | 3,925 | 163,963 | SH | DFND | 147,850 | 0 | 16,113 | |||
| BASSETT FURNITURE INDS INC | COM | 070203104 | 418 | 17,479 | SH | OTR | 2 | 0 | 0 | 17,479 | ||
| BAXTER INTL INC | COM | 071813109 | 2,465 | 54,515 | SH | OTR | 2 | 0 | 0 | 54,515 | ||
| BAXTER INTL INC | COM | 071813109 | 128,010 | 2,830,837 | SH | DFND | 2,367,926 | 0 | 462,911 | |||
| BAYTEX ENERGY CORP | COM | 07317Q105 | 3,385 | 586,086 | SH | DFND | 323,134 | 0 | 262,952 | |||
| BAZAARVOICE INC | COM | 073271108 | 60 | 14,967 | SH | DFND | 1,174 | 0 | 13,793 | |||
| BB&T CORP | COM | 054937107 | 16,813 | 472,148 | SH | DFND | 444,013 | 0 | 28,135 | |||
| BBCN BANCORP INC | COM | 073295107 | 2,155 | 144,411 | SH | DFND | 138,825 | 0 | 5,586 | |||
| BCE INC | COM NEW | 05534B760 | 100,474 | 2,134,216 | SH | DFND | 1,529,008 | 0 | 605,208 | |||
| BEACON ROOFING SUPPLY INC | COM | 073685109 | 1,081 | 23,784 | SH | DFND | 23,784 | 0 | 0 | |||
| BEAZER HOMES USA INC | COM NEW | 07556Q881 | 5,921 | 764,016 | SH | DFND | 647,904 | 0 | 116,112 | |||
| BEAZER HOMES USA INC | COM NEW | 07556Q881 | 803 | 103,634 | SH | OTR | 2 | 0 | 0 | 103,634 | ||
| BECTON DICKINSON & CO | COM | 075887109 | 56,983 | 336,007 | SH | DFND | 289,892 | 0 | 46,115 | |||
| BED BATH & BEYOND INC | COM | 075896100 | 15,678 | 362,743 | SH | DFND | 244,426 | 0 | 118,317 | |||
| BELDEN INC | COM | 077454106 | 4,528 | 75,003 | SH | DFND | 75,003 | 0 | 0 | |||
| BEMIS INC | COM | 081437105 | 44,962 | 873,209 | SH | DFND | 744,855 | 0 | 128,354 | |||
| BEMIS INC | COM | 081437105 | 780 | 15,153 | SH | OTR | 2 | 0 | 0 | 15,153 | ||
| BENCHMARK ELECTRS INC | COM | 08160H101 | 1,116 | 52,775 | SH | OTR | 2 | 0 | 0 | 52,775 | ||
| BENCHMARK ELECTRS INC | COM | 08160H101 | 5,202 | 245,962 | SH | DFND | 209,223 | 0 | 36,739 | |||
| BENEFICIAL BANCORP INC | COM | 08171T102 | 1,638 | 128,746 | SH | DFND | 128,746 | 0 | 0 | |||
| BENEFICIAL BANCORP INC | COM | 08171T102 | 1,213 | 95,329 | SH | OTR | 2 | 0 | 0 | 95,329 | ||
| BERKLEY W R CORP | COM | 084423102 | 16,627 | 277,490 | SH | DFND | 233,927 | 0 | 43,563 | |||
| BERKSHIRE HATHAWAY INC DEL | CL A | 084670108 | 3,038 | 14 | SH | DFND | 0 | 0 | 14 | |||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 248,917 | 1,719,160 | SH | DFND | 1,271,320 | 0 | 447,840 | |||
| BERKSHIRE HATHAWAY INC DEL | CL B NEW | 084670702 | 6,515 | 44,999 | SH | OTR | 2 | 0 | 0 | 44,999 | ||
| BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 1,318 | 48,975 | SH | DFND | 48,975 | 0 | 0 | |||
| BERKSHIRE HILLS BANCORP INC | COM | 084680107 | 3 | 106 | SH | OTR | 2 | 0 | 0 | 106 | ||
| BERRY PLASTICS GROUP INC | COM | 08579W103 | 1,669 | 42,959 | SH | DFND | 42,959 | 0 | 0 | |||
| BEST BUY INC | COM | 086516101 | 2,726 | 89,075 | SH | OTR | 2 | 0 | 0 | 89,075 | ||
| BEST BUY INC | COM | 086516101 | 164,657 | 5,380,934 | SH | DFND | 4,471,804 | 0 | 909,130 | |||
| BGC PARTNERS INC | CL A | 05541T101 | 1,786 | 205,079 | SH | DFND | 205,079 | 0 | 0 | |||
| BIG 5 SPORTING GOODS CORP | COM | 08915P101 | 1,679 | 181,137 | SH | DFND | 161,407 | 0 | 19,730 | |||
| BIG 5 SPORTING GOODS CORP | COM | 08915P101 | 417 | 44,934 | SH | OTR | 2 | 0 | 0 | 44,934 | ||
| BIG LOTS INC | COM | 089302103 | 68,362 | 1,364,236 | SH | DFND | 1,127,704 | 0 | 236,532 | |||
| BIG LOTS INC | COM | 089302103 | 89 | 1,773 | SH | OTR | 2 | 0 | 0 | 1,773 | ||
| BIO RAD LABS INC | CL A | 090572207 | 12,271 | 85,796 | SH | DFND | 85,796 | 0 | 0 | |||
| BIO RAD LABS INC | CL A | 090572207 | 519 | 3,631 | SH | OTR | 2 | 0 | 0 | 3,631 | ||
| BIOCRYST PHARMACEUTICALS | COM | 09058V103 | 85 | 29,783 | SH | OTR | 2 | 0 | 0 | 29,783 | ||
| BIOCRYST PHARMACEUTICALS | COM | 09058V103 | 193 | 68,090 | SH | DFND | 68,090 | 0 | 0 | |||
| BIODELIVERY SCIENCES INTL IN | COM | 09060J106 | 30 | 12,873 | SH | DFND | 12,873 | 0 | 0 | |||
| BIOGEN INC | COM | 09062X103 | 274 | 1,132 | SH | OTR | 2 | 0 | 0 | 1,132 | ||
| BIOGEN INC | COM | 09062X103 | 83,118 | 343,720 | SH | DFND | 266,646 | 0 | 77,074 | |||
| BIOSCRIP INC | COM | 09069N108 | 104 | 40,616 | SH | DFND | 40,616 | 0 | 0 | |||
| BIOSPECIFICS TECHNOLOGIES CO | COM | 090931106 | 1,458 | 36,500 | SH | DFND | 27,735 | 0 | 8,765 | |||
| BIOSPECIFICS TECHNOLOGIES CO | COM | 090931106 | 135 | 3,377 | SH | OTR | 2 | 0 | 0 | 3,377 | ||
| BIOTELEMETRY INC | COM | 090672106 | 2,326 | 142,706 | SH | DFND | 125,610 | 0 | 17,096 | |||
| BIOTELEMETRY INC | COM | 090672106 | 102 | 6,238 | SH | OTR | 2 | 0 | 0 | 6,238 | ||
| BJS RESTAURANTS INC | COM | 09180C106 | 1,906 | 43,491 | SH | DFND | 33,683 | 0 | 9,808 | |||
| BJS RESTAURANTS INC | COM | 09180C106 | 456 | 10,398 | SH | OTR | 2 | 0 | 0 | 10,398 | ||
| BLACK BOX CORP DEL | COM | 091826107 | 564 | 43,137 | SH | OTR | 2 | 0 | 0 | 43,137 | ||
| BLACK BOX CORP DEL | COM | 091826107 | 3,098 | 236,858 | SH | DFND | 194,230 | 0 | 42,628 | |||
| BLACK DIAMOND INC | COM | 09202G101 | 240 | 57,902 | SH | DFND | 57,902 | 0 | 0 | |||
| BLACK HILLS CORP | COM | 092113109 | 3,033 | 48,120 | SH | DFND | 43,953 | 0 | 4,167 | |||
| BLACK HILLS CORP | COM | 092113109 | 66 | 1,052 | SH | OTR | 2 | 0 | 0 | 1,052 | ||
| BLACKBAUD INC | COM | 09227Q100 | 1,244 | 18,325 | SH | DFND | 18,325 | 0 | 0 | |||
| BLACKBERRY LTD | COM | 09228F103 | 11,889 | 1,780,912 | SH | DFND | 771,159 | 0 | 1,009,753 | |||
| BLACKHAWK NETWORK HLDGS INC | COM | 09238E104 | 261 | 7,794 | SH | DFND | 7,794 | 0 | 0 | |||
| BLACKROCK INC | COM | 09247X101 | 296 | 865 | SH | DFND | 865 | 0 | 0 | |||
| BLOCK H & R INC | COM | 093671105 | 23,025 | 1,001,080 | SH | DFND | 738,460 | 0 | 262,620 | |||
| BLOOMIN BRANDS INC | COM | 094235108 | 1,063 | 59,483 | SH | DFND | 36,083 | 0 | 23,400 | |||
| BLOOMIN BRANDS INC | COM | 094235108 | 236 | 13,189 | SH | OTR | 2 | 0 | 0 | 13,189 | ||
| BLUCORA INC | COM | 095229100 | 11 | 1,105 | SH | OTR | 2 | 0 | 0 | 1,105 | ||
| BLUCORA INC | COM | 095229100 | 827 | 79,781 | SH | DFND | 57,942 | 0 | 21,839 | |||
| BNC BANCORP | COM | 05566T101 | 786 | 34,618 | SH | DFND | 34,618 | 0 | 0 | |||
| BOB EVANS FARMS INC | COM | 096761101 | 345 | 9,083 | SH | OTR | 2 | 0 | 0 | 9,083 | ||
| BOB EVANS FARMS INC | COM | 096761101 | 450 | 11,865 | SH | DFND | 11,865 | 0 | 0 | |||
| BOEING CO | COM | 097023105 | 160,120 | 1,232,926 | SH | DFND | 1,012,520 | 0 | 220,406 | |||
| BOEING CO | COM | 097023105 | 1,805 | 13,899 | SH | OTR | 2 | 0 | 0 | 13,899 | ||
| BOINGO WIRELESS INC | COM | 09739C102 | 192 | 21,497 | SH | DFND | 21,497 | 0 | 0 | |||
| BOISE CASCADE CO DEL | COM | 09739D100 | 935 | 40,727 | SH | DFND | 40,727 | 0 | 0 | |||
| BOK FINL CORP | COM NEW | 05561Q201 | 11,031 | 175,933 | SH | DFND | 156,356 | 0 | 19,577 | |||
| BOOZ ALLEN HAMILTON HLDG COR | CL A | 099502106 | 19,291 | 650,850 | SH | DFND | 650,850 | 0 | 0 | |||
| BOSTON BEER INC | CL A | 100557107 | 14,085 | 82,356 | SH | DFND | 46,404 | 0 | 35,952 | |||
| BOSTON BEER INC | CL A | 100557107 | 178 | 1,040 | SH | OTR | 2 | 0 | 0 | 1,040 | ||
| BOSTON PRIVATE FINL HLDGS IN | COM | 101119105 | 405 | 34,358 | SH | DFND | 34,358 | 0 | 0 | |||
| BOSTON PROPERTIES INC | COM | 101121101 | 31,911 | 241,931 | SH | DFND | 192,990 | 0 | 48,941 | |||
| BOSTON SCIENTIFIC CORP | COM | 101137107 | 23,015 | 984,820 | SH | DFND | 957,422 | 0 | 27,398 | |||
| BOYD GAMING CORP | COM | 103304101 | 2,072 | 112,607 | SH | DFND | 101,167 | 0 | 11,440 | |||
| BOYD GAMING CORP | COM | 103304101 | 95 | 5,164 | SH | OTR | 2 | 0 | 0 | 5,164 | ||
| BRADY CORP | CL A | 104674106 | 3,443 | 112,652 | SH | DFND | 93,106 | 0 | 19,546 | |||
| BRADY CORP | CL A | 104674106 | 1,470 | 48,107 | SH | OTR | 2 | 0 | 0 | 48,107 | ||
| BRANDYWINE RLTY TR | SH BEN INT NEW | 105368203 | 915 | 54,438 | SH | DFND | 54,438 | 0 | 0 | |||
| BRANDYWINE RLTY TR | SH BEN INT NEW | 105368203 | 71 | 4,255 | SH | OTR | 2 | 0 | 0 | 4,255 | ||
| BRIGGS & STRATTON CORP | COM | 109043109 | 3,039 | 143,501 | SH | DFND | 143,501 | 0 | 0 | |||
| BRIGGS & STRATTON CORP | COM | 109043109 | 971 | 45,855 | SH | OTR | 2 | 0 | 0 | 45,855 | ||
| BRIGHT HORIZONS FAM SOL IN D | COM | 109194100 | 2,068 | 31,193 | SH | DFND | 31,193 | 0 | 0 | |||
| BRIGHTCOVE INC | COM | 10921T101 | 696 | 79,116 | SH | DFND | 49,295 | 0 | 29,821 | |||
| BRIGHTCOVE INC | COM | 10921T101 | 132 | 15,029 | SH | OTR | 2 | 0 | 0 | 15,029 | ||
| BRINKER INTL INC | COM | 109641100 | 39,950 | 877,437 | SH | DFND | 827,202 | 0 | 50,235 | |||
| BRINKS CO | COM | 109696104 | 1,657 | 58,155 | SH | DFND | 58,155 | 0 | 0 | |||
| BRISTOL MYERS SQUIBB CO | COM | 110122108 | 45,121 | 613,471 | SH | DFND | 350,956 | 0 | 262,515 | |||
| BRIXMOR PPTY GROUP INC | COM | 11120U105 | 4,837 | 182,819 | SH | DFND | 182,819 | 0 | 0 | |||
| BRIXMOR PPTY GROUP INC | COM | 11120U105 | 2,807 | 106,078 | SH | OTR | 2 | 0 | 0 | 106,078 | ||
| BROADCOM LTD | SHS | Y09827109 | 26,988 | 173,667 | SH | DFND | 125,447 | 0 | 48,220 | |||
| BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 73,005 | 1,119,716 | SH | DFND | 1,102,247 | 0 | 17,469 | |||
| BROADRIDGE FINL SOLUTIONS IN | COM | 11133T103 | 234 | 3,590 | SH | OTR | 2 | 0 | 0 | 3,590 | ||
| BROADSOFT INC | COM | 11133B409 | 1,082 | 26,373 | SH | DFND | 26,373 | 0 | 0 | |||
| BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 3,316 | 361,258 | SH | OTR | 2 | 0 | 0 | 361,258 | ||
| BROCADE COMMUNICATIONS SYS I | COM NEW | 111621306 | 99,322 | 10,819,336 | SH | DFND | 10,091,859 | 0 | 727,477 | |||
| BROOKDALE SR LIVING INC | COM | 112463104 | 1,554 | 100,639 | SH | DFND | 100,639 | 0 | 0 | |||
| BROOKFIELD ASSET MGMT INC | CL A LTD VT SH | 112585104 | 25,883 | 786,480 | SH | DFND | 606,794 | 0 | 179,686 | |||
| BROOKFIELD BUSINESS PARTNERS | UNIT LTD LP | G16234109 | 220 | 11,658 | SH | DFND | 9,235 | 0 | 2,423 | |||
| BROOKLINE BANCORP INC DEL | COM | 11373M107 | 1,618 | 146,705 | SH | DFND | 146,705 | 0 | 0 | |||
| BROOKLINE BANCORP INC DEL | COM | 11373M107 | 268 | 24,305 | SH | OTR | 2 | 0 | 0 | 24,305 | ||
| BROOKS AUTOMATION INC | COM | 114340102 | 144 | 12,860 | SH | DFND | 12,860 | 0 | 0 | |||
| BROWN & BROWN INC | COM | 115236101 | 263 | 7,025 | SH | DFND | 7,025 | 0 | 0 | |||
| BROWN FORMAN CORP | CL B | 115637209 | 20,704 | 207,538 | SH | DFND | 152,222 | 0 | 55,316 | |||
| BRUKER CORP | COM | 116794108 | 52,562 | 2,311,431 | SH | DFND | 2,055,146 | 0 | 256,285 | |||
| BRUKER CORP | COM | 116794108 | 1,960 | 86,207 | SH | OTR | 2 | 0 | 0 | 86,207 | ||
| BRUNSWICK CORP | COM | 117043109 | 31 | 692 | SH | OTR | 2 | 0 | 0 | 692 | ||
| BRUNSWICK CORP | COM | 117043109 | 45,664 | 1,007,584 | SH | DFND | 901,176 | 0 | 106,408 | |||
| BUFFALO WILD WINGS INC | COM | 119848109 | 5,730 | 41,238 | SH | DFND | 41,238 | 0 | 0 | |||
| BUILD A BEAR WORKSHOP | COM | 120076104 | 54 | 3,990 | SH | OTR | 2 | 0 | 0 | 3,990 | ||
| BUILD A BEAR WORKSHOP | COM | 120076104 | 1,100 | 81,978 | SH | DFND | 73,872 | 0 | 8,106 | |||
| BUILDERS FIRSTSOURCE INC | COM | 12008R107 | 2,426 | 215,686 | SH | DFND | 215,686 | 0 | 0 | |||
| BUNGE LIMITED | COM | G16962105 | 109,942 | 1,858,698 | SH | DFND | 1,699,499 | 0 | 159,199 | |||
| BUNGE LIMITED | COM | G16962105 | 2,601 | 43,981 | SH | OTR | 2 | 0 | 0 | 43,981 | ||
| BURLINGTON STORES INC | COM | 122017106 | 997 | 14,951 | SH | DFND | 14,951 | 0 | 0 | |||
| BWX TECHNOLOGIES INC | COM | 05605H100 | 70,401 | 1,968,151 | SH | DFND | 1,968,151 | 0 | 0 | |||
| BWX TECHNOLOGIES INC | COM | 05605H100 | 4,574 | 127,872 | SH | OTR | 2 | 0 | 0 | 127,872 | ||
| C H ROBINSON WORLDWIDE INC | COM NEW | 12541W209 | 46,152 | 621,571 | SH | DFND | 421,438 | 0 | 200,133 | |||
| C&J ENERGY SVCS LTD | SHS | G3164Q101 | 5 | 7,800 | SH | OTR | 2 | 0 | 0 | 7,800 | ||
| C&J ENERGY SVCS LTD | SHS | G3164Q101 | 947 | 1,573,072 | SH | DFND | 1,123,428 | 0 | 449,644 | |||
| CA INC | COM | 12673P105 | 84,711 | 2,580,291 | SH | DFND | 2,139,370 | 0 | 440,921 | |||
| CABLE ONE INC | COM | 12685J105 | 10,744 | 21,009 | SH | DFND | 21,009 | 0 | 0 | |||
| CABOT CORP | COM | 127055101 | 71,810 | 1,572,714 | SH | DFND | 1,546,470 | 0 | 26,244 | |||
| CABOT CORP | COM | 127055101 | 4,213 | 92,265 | SH | OTR | 2 | 0 | 0 | 92,265 | ||
| CABOT MICROELECTRONICS CORP | COM | 12709P103 | 1,057 | 24,971 | SH | DFND | 24,971 | 0 | 0 | |||
| CACI INTL INC | CL A | 127190304 | 4,526 | 50,060 | SH | DFND | 46,595 | 0 | 3,465 | |||
| CACI INTL INC | CL A | 127190304 | 168 | 1,861 | SH | OTR | 2 | 0 | 0 | 1,861 | ||
| CADENCE DESIGN SYSTEM INC | COM | 127387108 | 38,538 | 1,585,939 | SH | DFND | 1,554,384 | 0 | 31,555 | |||
| CADENCE DESIGN SYSTEM INC | COM | 127387108 | 608 | 25,001 | SH | OTR | 2 | 0 | 0 | 25,001 | ||
| CAE INC | COM | 124765108 | 1,867 | 155,294 | SH | DFND | 138,597 | 0 | 16,697 | |||
| CAESARS ENTMT CORP | COM | 127686103 | 405 | 52,615 | SH | OTR | 2 | 0 | 0 | 52,615 | ||
| CAESARS ENTMT CORP | COM | 127686103 | 2,687 | 349,451 | SH | DFND | 301,342 | 0 | 48,109 | |||
| CAI INTERNATIONAL INC | COM | 12477X106 | 843 | 112,436 | SH | DFND | 97,652 | 0 | 14,784 | |||
| CAI INTERNATIONAL INC | COM | 12477X106 | 85 | 11,279 | SH | OTR | 2 | 0 | 0 | 11,279 | ||
| CAL MAINE FOODS INC | COM NEW | 128030202 | 5,519 | 124,531 | SH | DFND | 119,909 | 0 | 4,622 | |||
| CAL MAINE FOODS INC | COM NEW | 128030202 | 351 | 7,925 | SH | OTR | 2 | 0 | 0 | 7,925 | ||
| CALAVO GROWERS INC | COM | 128246105 | 420 | 6,272 | SH | DFND | 6,272 | 0 | 0 | |||
| CALERES INC | COM | 129500104 | 1,687 | 69,676 | SH | DFND | 69,676 | 0 | 0 | |||
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 21,294 | 1,745,411 | SH | DFND | 1,669,441 | 0 | 75,970 | |||
| CALIFORNIA RES CORP | COM NEW | 13057Q206 | 1,380 | 113,126 | SH | OTR | 2 | 0 | 0 | 113,126 | ||
| CALIFORNIA WTR SVC GROUP | COM | 130788102 | 1,025 | 29,335 | SH | DFND | 25,935 | 0 | 3,400 | |||
| CALIFORNIA WTR SVC GROUP | COM | 130788102 | 106 | 3,032 | SH | OTR | 2 | 0 | 0 | 3,032 | ||
| CALITHERA BIOSCIENCES INC | COM | 13089P101 | 53 | 14,292 | SH | OTR | 2 | 0 | 0 | 14,292 | ||
| CALITHERA BIOSCIENCES INC | COM | 13089P101 | 37 | 10,103 | SH | DFND | 10,103 | 0 | 0 | |||
| CALIX INC | COM | 13100M509 | 113 | 16,419 | SH | DFND | 16,419 | 0 | 0 | |||
| CALLAWAY GOLF CO | COM | 131193104 | 147 | 14,351 | SH | DFND | 14,351 | 0 | 0 | |||
| CALLIDUS SOFTWARE INC | COM | 13123E500 | 650 | 32,545 | SH | DFND | 32,545 | 0 | 0 | |||
| CALLON PETE CO DEL | COM | 13123X102 | 765 | 68,090 | SH | DFND | 68,090 | 0 | 0 | |||
| CAMBREX CORP | COM | 132011107 | 6,126 | 118,417 | SH | DFND | 103,336 | 0 | 15,081 | |||
| CAMBREX CORP | COM | 132011107 | 49 | 954 | SH | OTR | 2 | 0 | 0 | 954 | ||
| CAMDEN PPTY TR | SH BEN INT | 133131102 | 3,955 | 44,725 | SH | DFND | 44,725 | 0 | 0 | |||
| CAMDEN PPTY TR | SH BEN INT | 133131102 | 2,801 | 31,674 | SH | OTR | 2 | 0 | 0 | 31,674 | ||
| CAMECO CORP | COM | 13321L108 | 76,897 | 7,037,742 | SH | DFND | 5,485,824 | 0 | 1,551,918 | |||
| CAMPBELL SOUP CO | COM | 134429109 | 64,983 | 976,754 | SH | DFND | 754,754 | 0 | 222,000 | |||
| CANADIAN NAT RES LTD | COM | 136385101 | 7,554 | 246,120 | SH | DFND | 149,932 | 0 | 96,188 | |||
| CANADIAN NATL RY CO | COM | 136375102 | 20,785 | 353,822 | SH | DFND | 228,352 | 0 | 125,470 | |||
| CANTEL MEDICAL CORP | COM | 138098108 | 2,230 | 32,443 | SH | DFND | 32,443 | 0 | 0 | |||
| CAPELLA EDUCATION COMPANY | COM | 139594105 | 186 | 3,534 | SH | OTR | 2 | 0 | 0 | 3,534 | ||
| CAPELLA EDUCATION COMPANY | COM | 139594105 | 2,744 | 52,134 | SH | DFND | 43,015 | 0 | 9,119 | |||
| CAPITAL BK FINL CORP | CL A COM | 139794101 | 5,249 | 182,264 | SH | DFND | 165,159 | 0 | 17,105 | |||
| CAPITAL BK FINL CORP | CL A COM | 139794101 | 246 | 8,531 | SH | OTR | 2 | 0 | 0 | 8,531 | ||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 118,622 | 1,867,773 | SH | DFND | 1,566,984 | 0 | 300,789 | |||
| CAPITAL ONE FINL CORP | COM | 14040H105 | 548 | 8,631 | SH | OTR | 2 | 0 | 0 | 8,631 | ||
| CAPITOL FED FINL INC | COM | 14057J101 | 438 | 31,375 | SH | DFND | 31,375 | 0 | 0 | |||
| CAPSTEAD MTG CORP | COM NO PAR | 14067E506 | 1,404 | 144,793 | SH | DFND | 144,793 | 0 | 0 | |||
| CARA THERAPEUTICS INC | COM | 140755109 | 699 | 145,395 | SH | DFND | 127,205 | 0 | 18,190 | |||
| CARA THERAPEUTICS INC | COM | 140755109 | 56 | 11,662 | SH | OTR | 2 | 0 | 0 | 11,662 | ||
| CARDINAL FINL CORP | COM | 14149F109 | 1,659 | 75,609 | SH | DFND | 75,609 | 0 | 0 | |||
| CARDINAL FINL CORP | COM | 14149F109 | 63 | 2,864 | SH | OTR | 2 | 0 | 0 | 2,864 | ||
| CARDINAL HEALTH INC | COM | 14149Y108 | 127,087 | 1,629,116 | SH | DFND | 1,418,678 | 0 | 210,438 | |||
| CARDINAL HEALTH INC | COM | 14149Y108 | 158 | 2,020 | SH | OTR | 2 | 0 | 0 | 2,020 | ||
| CARDIOVASCULAR SYS INC DEL | COM | 141619106 | 1,044 | 56,795 | SH | DFND | 40,793 | 0 | 16,002 | |||
| CARDIOVASCULAR SYS INC DEL | COM | 141619106 | 61 | 3,319 | SH | OTR | 2 | 0 | 0 | 3,319 | ||
| CARDTRONICS INC | COM | 14161H108 | 524 | 13,161 | SH | DFND | 13,161 | 0 | 0 | |||
| CARE CAP PPTYS INC | COM | 141624106 | 631 | 24,086 | SH | DFND | 24,086 | 0 | 0 | |||
| CARE CAP PPTYS INC | COM | 141624106 | 218 | 8,301 | SH | OTR | 2 | 0 | 0 | 8,301 | ||
| CAREER EDUCATION CORP | COM | 141665109 | 1,910 | 320,975 | SH | DFND | 315,131 | 0 | 5,844 | |||
| CAREER EDUCATION CORP | COM | 141665109 | 19 | 3,240 | SH | OTR | 2 | 0 | 0 | 3,240 | ||
| CARETRUST REIT INC | COM | 14174T107 | 103 | 7,442 | SH | OTR | 2 | 0 | 0 | 7,442 | ||
| CARETRUST REIT INC | COM | 14174T107 | 3,088 | 224,090 | SH | DFND | 212,444 | 0 | 11,646 | |||
| CARLISLE COS INC | COM | 142339100 | 66,912 | 633,152 | SH | DFND | 561,560 | 0 | 71,592 | |||
| CARLISLE COS INC | COM | 142339100 | 1,170 | 11,072 | SH | OTR | 2 | 0 | 0 | 11,072 | ||
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 195,033 | 4,412,522 | SH | DFND | 3,818,043 | 0 | 594,479 | |||
| CARNIVAL CORP | UNIT 99/99/9999 | 143658300 | 2,065 | 46,729 | SH | OTR | 2 | 0 | 0 | 46,729 | ||
| CARPENTER TECHNOLOGY CORP | COM | 144285103 | 872 | 26,471 | SH | DFND | 143 | 0 | 26,328 | |||
| CARRIAGE SVCS INC | COM | 143905107 | 349 | 14,738 | SH | DFND | 14,738 | 0 | 0 | |||
| CARROLS RESTAURANT GROUP INC | COM | 14574X104 | 1,438 | 120,828 | SH | DFND | 120,828 | 0 | 0 | |||
| CARROLS RESTAURANT GROUP INC | COM | 14574X104 | 348 | 29,279 | SH | OTR | 2 | 0 | 0 | 29,279 | ||
| CARTER INC | COM | 146229109 | 95,168 | 893,850 | SH | DFND | 847,372 | 0 | 46,478 | |||
| CARTER INC | COM | 146229109 | 267 | 2,506 | SH | OTR | 2 | 0 | 0 | 2,506 | ||
| CASEYS GEN STORES INC | COM | 147528103 | 13 | 100 | SH | OTR | 2 | 0 | 0 | 100 | ||
| CASEYS GEN STORES INC | COM | 147528103 | 34,720 | 264,013 | SH | DFND | 262,613 | 0 | 1,400 | |||
| CASH AMER INTL INC | COM | 14754D100 | 603 | 14,144 | SH | DFND | 14,144 | 0 | 0 | |||
| CATALENT INC | COM | 148806102 | 784 | 34,108 | SH | DFND | 34,108 | 0 | 0 | |||
| CATHAY GEN BANCORP | COM | 149150104 | 3,677 | 130,375 | SH | DFND | 128,175 | 0 | 2,200 | |||
| CATHAY GEN BANCORP | COM | 149150104 | 52 | 1,828 | SH | OTR | 2 | 0 | 0 | 1,828 | ||
| CATO CORP NEW | CL A | 149205106 | 1,843 | 48,869 | SH | DFND | 47,104 | 0 | 1,765 | |||
| CATO CORP NEW | CL A | 149205106 | 12 | 322 | SH | OTR | 2 | 0 | 0 | 322 | ||
| CAVCO INDS INC DEL | COM | 149568107 | 638 | 6,805 | SH | DFND | 6,805 | 0 | 0 | |||
| CBIZ INC | COM | 124805102 | 613 | 58,876 | SH | DFND | 58,876 | 0 | 0 | |||
| CBL & ASSOC PPTYS INC | COM | 124830100 | 3,266 | 350,761 | SH | DFND | 298,453 | 0 | 52,308 | |||
| CBL & ASSOC PPTYS INC | COM | 124830100 | 295 | 31,694 | SH | OTR | 2 | 0 | 0 | 31,694 | ||
| CBOE HLDGS INC | COM | 12503M108 | 640 | 9,604 | SH | DFND | 4,055 | 0 | 5,549 | |||
| CBRE GROUP INC | CL A | 12504L109 | 2,153 | 81,313 | SH | DFND | 81,313 | 0 | 0 | |||
| CBRE GROUP INC | CL A | 12504L109 | 320 | 12,100 | SH | OTR | 2 | 0 | 0 | 12,100 | ||
| CBS CORP NEW | CL B | 124857202 | 328 | 6,023 | SH | DFND | 6,023 | 0 | 0 | |||
| CDK GLOBAL INC | COM | 12508E101 | 7,418 | 133,673 | SH | DFND | 112,842 | 0 | 20,831 | |||
| CDN IMPERIAL BK COMM TORONTO | COM | 136069101 | 115,301 | 1,543,095 | SH | DFND | 1,122,848 | 0 | 420,247 | |||
| CDW CORP | COM | 12514G108 | 23,349 | 582,571 | SH | DFND | 576,365 | 0 | 6,206 | |||
| CEDAR REALTY TRUST INC | COM NEW | 150602209 | 2,207 | 297,047 | SH | DFND | 260,360 | 0 | 36,687 | |||
| CEDAR REALTY TRUST INC | COM NEW | 150602209 | 29 | 3,848 | SH | OTR | 2 | 0 | 0 | 3,848 | ||
| CELANESE CORP DEL | COM SER A | 150870103 | 67,586 | 1,032,629 | SH | DFND | 1,030,435 | 0 | 2,194 | |||
| CELANESE CORP DEL | COM SER A | 150870103 | 118 | 1,808 | SH | OTR | 2 | 0 | 0 | 1,808 | ||
| CELESTICA INC | SUB VTG SHS | 15101Q108 | 2,680 | 289,530 | SH | DFND | 84,880 | 0 | 204,650 | |||
| CELGENE CORP | COM | 151020104 | 16,302 | 165,286 | SH | DFND | 102,688 | 0 | 62,598 | |||
| CEMEX SAB DE CV | SPON ADR NEW | 151290889 | 24,904 | 4,036,231 | SH | DFND | 2,295,178 | 0 | 1,741,053 | |||
| CENOVUS ENERGY INC | COM | 15135U109 | 28,430 | 2,066,145 | SH | DFND | 1,600,731 | 0 | 465,414 | |||
| CENTENE CORP DEL | COM | 15135B101 | 37,648 | 527,500 | SH | DFND | 477,430 | 0 | 50,070 | |||
| CENTENE CORP DEL | COM | 15135B101 | 412 | 5,774 | SH | OTR | 2 | 0 | 0 | 5,774 | ||
| CENTERPOINT ENERGY INC | COM | 15189T107 | 55,649 | 2,318,689 | SH | DFND | 2,237,600 | 0 | 81,089 | |||
| CENTERPOINT ENERGY INC | COM | 15189T107 | 748 | 31,157 | SH | OTR | 2 | 0 | 0 | 31,157 | ||
| CENTERSTATE BANKS INC | COM | 15201P109 | 2,399 | 152,290 | SH | DFND | 152,290 | 0 | 0 | |||
| CENTERSTATE BANKS INC | COM | 15201P109 | 229 | 14,514 | SH | OTR | 2 | 0 | 0 | 14,514 | ||
| CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 5,019 | 231,171 | SH | DFND | 225,926 | 0 | 5,245 | |||
| CENTRAL GARDEN & PET CO | CL A NON-VTG | 153527205 | 337 | 15,504 | SH | OTR | 2 | 0 | 0 | 15,504 | ||
| CENTRAL PAC FINL CORP | COM NEW | 154760409 | 180 | 7,616 | SH | OTR | 2 | 0 | 0 | 7,616 | ||
| CENTRAL PAC FINL CORP | COM NEW | 154760409 | 5,224 | 221,349 | SH | DFND | 201,379 | 0 | 19,970 | |||
| CENTURY CMNTYS INC | COM | 156504300 | 364 | 20,996 | SH | DFND | 20,996 | 0 | 0 | |||
| CENTURY CMNTYS INC | COM | 156504300 | 5 | 300 | SH | OTR | 2 | 0 | 0 | 300 | ||
| CENTURYLINK INC | COM | 156700106 | 63,566 | 2,191,175 | SH | DFND | 1,856,945 | 0 | 334,230 | |||
| CENTURYLINK INC | COM | 156700106 | 34 | 1,166 | SH | OTR | 2 | 0 | 0 | 1,166 | ||
| CEPHEID | COM | 15670R107 | 229 | 7,437 | SH | DFND | 2,113 | 0 | 5,324 | |||
| CEPHEID | COM | 15670R107 | 144 | 4,675 | SH | OTR | 2 | 0 | 0 | 4,675 | ||
| CERNER CORP | COM | 156782104 | 5,531 | 94,381 | SH | DFND | 31,699 | 0 | 62,682 | |||
| CERUS CORP | COM | 157085101 | 181 | 29,083 | SH | DFND | 29,083 | 0 | 0 | |||
| CEVA INC | COM | 157210105 | 444 | 16,347 | SH | DFND | 16,347 | 0 | 0 | |||
| CHANNELADVISOR CORP | COM | 159179100 | 282 | 19,478 | SH | DFND | 19,478 | 0 | 0 | |||
| CHARLES RIV LABS INTL INC | COM | 159864107 | 343 | 4,156 | SH | OTR | 2 | 0 | 0 | 4,156 | ||
| CHARLES RIV LABS INTL INC | COM | 159864107 | 91,207 | 1,106,342 | SH | DFND | 1,054,771 | 0 | 51,571 | |||
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 762 | 3,334 | SH | OTR | 2 | 0 | 0 | 3,334 | ||
| CHARTER COMMUNICATIONS INC N | CL A | 16119P108 | 19,163 | 83,811 | SH | DFND | 69,019 | 0 | 14,792 | |||
| CHATHAM LODGING TR | COM | 16208T102 | 2,681 | 121,996 | SH | DFND | 111,896 | 0 | 10,100 | |||
| CHATHAM LODGING TR | COM | 16208T102 | 47 | 2,152 | SH | OTR | 2 | 0 | 0 | 2,152 | ||
| CHECK POINT SOFTWARE TECH LT | ORD | M22465104 | 1,584 | 19,875 | SH | DFND | 0 | 0 | 19,875 | |||
| CHEESECAKE FACTORY INC | COM | 163072101 | 28,763 | 597,487 | SH | DFND | 547,913 | 0 | 49,574 | |||
| CHEESECAKE FACTORY INC | COM | 163072101 | 89 | 1,844 | SH | OTR | 2 | 0 | 0 | 1,844 | ||
| CHEMED CORP NEW | COM | 16359R103 | 3,288 | 24,123 | SH | DFND | 24,123 | 0 | 0 | |||
| CHEMICAL FINL CORP | COM | 163731102 | 3,294 | 88,334 | SH | DFND | 88,334 | 0 | 0 | |||
| CHEMICAL FINL CORP | COM | 163731102 | 358 | 9,591 | SH | OTR | 2 | 0 | 0 | 9,591 | ||
| CHEMOURS CO | COM | 163851108 | 11,980 | 1,453,937 | SH | DFND | 1,391,542 | 0 | 62,395 | |||
| CHEMTURA CORP | COM NEW | 163893209 | 1,269 | 48,120 | SH | DFND | 48,120 | 0 | 0 | |||
| CHESAPEAKE ENERGY CORP | COM | 165167107 | 5,951 | 1,390,391 | SH | DFND | 1,002,277 | 0 | 388,114 | |||
| CHESAPEAKE LODGING TR | SH BEN INT | 165240102 | 109 | 4,694 | SH | OTR | 2 | 0 | 0 | 4,694 | ||
| CHESAPEAKE LODGING TR | SH BEN INT | 165240102 | 1,510 | 64,943 | SH | DFND | 55,991 | 0 | 8,952 | |||
| CHESAPEAKE UTILS CORP | COM | 165303108 | 1,022 | 15,447 | SH | DFND | 15,447 | 0 | 0 | |||
| CHESAPEAKE UTILS CORP | COM | 165303108 | 59 | 884 | SH | OTR | 2 | 0 | 0 | 884 | ||
| CHEVRON CORP NEW | COM | 166764100 | 86,420 | 824,386 | SH | DFND | 642,275 | 0 | 182,111 | |||
| CHEVRON CORP NEW | COM | 166764100 | 1,611 | 15,367 | SH | OTR | 2 | 0 | 0 | 15,367 | ||
| CHICOS FAS INC | COM | 168615102 | 18,882 | 1,763,030 | SH | DFND | 1,462,402 | 0 | 300,628 | |||
| CHILDRENS PL INC | COM | 168905107 | 2,045 | 25,509 | SH | DFND | 25,509 | 0 | 0 | |||
| CHILDRENS PL INC | COM | 168905107 | 357 | 4,452 | SH | OTR | 2 | 0 | 0 | 4,452 | ||
| CHIMERA INVT CORP | COM NEW | 16934Q208 | 461 | 29,370 | SH | OTR | 2 | 0 | 0 | 29,370 | ||
| CHIMERA INVT CORP | COM NEW | 16934Q208 | 98 | 6,231 | SH | DFND | 6,231 | 0 | 0 | |||
| CHIMERIX INC | COM | 16934W106 | 66 | 16,685 | SH | OTR | 2 | 0 | 0 | 16,685 | ||
| CHIMERIX INC | COM | 16934W106 | 424 | 107,982 | SH | DFND | 82,141 | 0 | 25,841 | |||
| CHINA MOBILE LIMITED | SPONSORED ADR | 16941M109 | 15,730 | 271,672 | SH | DFND | 271,672 | 0 | 0 | |||
| CHINA PETE & CHEM CORP | SPON ADR H SHS | 16941R108 | 2,208 | 30,667 | SH | DFND | 30,667 | 0 | 0 | |||
| CHIPOTLE MEXICAN GRILL INC | COM | 169656105 | 10,805 | 26,827 | SH | DFND | 16,942 | 0 | 9,885 | |||
| CHOICE HOTELS INTL INC | COM | 169905106 | 2,789 | 58,573 | SH | DFND | 58,573 | 0 | 0 | |||
| CHRISTOPHER & BANKS CORP | COM | 171046105 | 291 | 132,983 | SH | DFND | 132,983 | 0 | 0 | |||
| CHUBB LIMITED | COM | H1467J104 | 60,746 | 464,737 | SH | DFND | 418,509 | 0 | 46,228 | |||
| CHUBB LIMITED | COM | H1467J104 | 34 | 260 | SH | OTR | 2 | 0 | 0 | 260 | ||
| CHURCH & DWIGHT INC | COM | 171340102 | 89,904 | 873,790 | SH | DFND | 671,871 | 0 | 201,919 | |||
| CHURCHILL DOWNS INC | COM | 171484108 | 995 | 7,876 | SH | DFND | 7,876 | 0 | 0 | |||
| CHUYS HLDGS INC | COM | 171604101 | 455 | 13,150 | SH | DFND | 13,150 | 0 | 0 | |||
| CIGNA CORPORATION | COM | 125509109 | 33,743 | 263,636 | SH | DFND | 207,285 | 0 | 56,351 | |||
| CIGNA CORPORATION | COM | 125509109 | 943 | 7,368 | SH | OTR | 2 | 0 | 0 | 7,368 | ||
| CIMAREX ENERGY CO | COM | 171798101 | 9,022 | 75,614 | SH | DFND | 75,614 | 0 | 0 | |||
| CIMPRESS N V | SHS EURO | N20146101 | 1,521 | 16,450 | SH | DFND | 7,795 | 0 | 8,655 | |||
| CIMPRESS N V | SHS EURO | N20146101 | 210 | 2,272 | SH | OTR | 2 | 0 | 0 | 2,272 | ||
| CINCINNATI BELL INC NEW | COM | 171871106 | 5,017 | 1,097,770 | SH | DFND | 983,286 | 0 | 114,484 | |||
| CINCINNATI BELL INC NEW | COM | 171871106 | 1,281 | 280,213 | SH | OTR | 2 | 0 | 0 | 280,213 | ||
| CINCINNATI FINL CORP | COM | 172062101 | 5,620 | 75,047 | SH | DFND | 65,580 | 0 | 9,467 | |||
| CINEMARK HOLDINGS INC | COM | 17243V102 | 19,598 | 537,510 | SH | DFND | 537,510 | 0 | 0 | |||
| CINTAS CORP | COM | 172908105 | 151,109 | 1,539,884 | SH | DFND | 1,239,004 | 0 | 300,880 | |||
| CINTAS CORP | COM | 172908105 | 756 | 7,699 | SH | OTR | 2 | 0 | 0 | 7,699 | ||
| CIRRUS LOGIC INC | COM | 172755100 | 5,132 | 132,304 | SH | DFND | 120,036 | 0 | 12,268 | |||
| CISCO SYS INC | COM | 17275R102 | 4,555 | 158,765 | SH | OTR | 2 | 0 | 0 | 158,765 | ||
| CISCO SYS INC | COM | 17275R102 | 338,453 | 11,796,885 | SH | DFND | 9,720,480 | 0 | 2,076,405 | |||
| CIT GROUP INC | COM NEW | 125581801 | 1,394 | 43,690 | SH | DFND | 43,690 | 0 | 0 | |||
| CITI TRENDS INC | COM | 17306X102 | 2,954 | 190,239 | SH | DFND | 162,937 | 0 | 27,302 | |||
| CITI TRENDS INC | COM | 17306X102 | 576 | 37,061 | SH | OTR | 2 | 0 | 0 | 37,061 | ||
| CITIGROUP INC | COM NEW | 172967424 | 124,752 | 2,942,954 | SH | DFND | 2,230,313 | 0 | 712,641 | |||
| CITIGROUP INC | COM NEW | 172967424 | 2,266 | 53,450 | SH | OTR | 2 | 0 | 0 | 53,450 | ||
| CITIZENS FINL GROUP INC | COM | 174610105 | 132,374 | 6,625,341 | SH | DFND | 5,916,182 | 0 | 709,159 | |||
| CITIZENS FINL GROUP INC | COM | 174610105 | 176 | 8,799 | SH | OTR | 2 | 0 | 0 | 8,799 | ||
| CITRIX SYS INC | COM | 177376100 | 188,999 | 2,359,833 | SH | DFND | 1,896,584 | 0 | 463,249 | |||
| CITRIX SYS INC | COM | 177376100 | 2,600 | 32,466 | SH | OTR | 2 | 0 | 0 | 32,466 | ||
| CITY HLDG CO | COM | 177835105 | 1,062 | 23,354 | SH | DFND | 23,354 | 0 | 0 | |||
| CITY HLDG CO | COM | 177835105 | 87 | 1,908 | SH | OTR | 2 | 0 | 0 | 1,908 | ||
| CIVITAS SOLUTIONS INC | COM | 17887R102 | 297 | 14,250 | SH | DFND | 14,250 | 0 | 0 | |||
| CLARCOR INC | COM | 179895107 | 352 | 5,789 | SH | DFND | 5,789 | 0 | 0 | |||
| CLARCOR INC | COM | 179895107 | 10 | 157 | SH | OTR | 2 | 0 | 0 | 157 | ||
| CLEAN ENERGY FUELS CORP | COM | 184499101 | 187 | 54,029 | SH | DFND | 54,029 | 0 | 0 | |||
| CLEAN HARBORS INC | COM | 184496107 | 10,065 | 193,142 | SH | DFND | 191,889 | 0 | 1,253 | |||
| CLEARFIELD INC | COM | 18482P103 | 208 | 11,651 | SH | DFND | 11,651 | 0 | 0 | |||
| CLEARWATER PAPER CORP | COM | 18538R103 | 1,515 | 23,171 | SH | DFND | 23,171 | 0 | 0 | |||
| CLIFFS NAT RES INC | COM | 18683K101 | 2,612 | 460,610 | SH | DFND | 455,090 | 0 | 5,520 | |||
| CLIFFS NAT RES INC | COM | 18683K101 | 11 | 2,019 | SH | OTR | 2 | 0 | 0 | 2,019 | ||
| CLOROX CO DEL | COM | 189054109 | 106,899 | 772,451 | SH | DFND | 658,525 | 0 | 113,926 | |||
| CLOUD PEAK ENERGY INC | COM | 18911Q102 | 204 | 99,059 | SH | DFND | 99,059 | 0 | 0 | |||
| CLUBCORP HLDGS INC | COM | 18948M108 | 148 | 11,361 | SH | DFND | 11,361 | 0 | 0 | |||
| CME GROUP INC | COM | 12572Q105 | 42,502 | 436,364 | SH | DFND | 421,364 | 0 | 15,000 | |||
| CMS ENERGY CORP | COM | 125896100 | 37,095 | 808,870 | SH | DFND | 808,870 | 0 | 0 | |||
| CMS ENERGY CORP | COM | 125896100 | 2,877 | 62,740 | SH | OTR | 2 | 0 | 0 | 62,740 | ||
| CNA FINL CORP | COM | 126117100 | 1,700 | 54,101 | SH | DFND | 45,075 | 0 | 9,026 | |||
| CNO FINL GROUP INC | COM | 12621E103 | 5,177 | 296,502 | SH | DFND | 241,305 | 0 | 55,197 | |||
| CNO FINL GROUP INC | COM | 12621E103 | 29 | 1,668 | SH | OTR | 2 | 0 | 0 | 1,668 | ||
| CNOOC LTD | SPONSORED ADR | 126132109 | 2,388 | 19,159 | SH | DFND | 19,159 | 0 | 0 | |||
| COACH INC | COM | 189754104 | 7,850 | 192,686 | SH | DFND | 89,690 | 0 | 102,996 | |||
| COCA COLA BOTTLING CO CONS | COM | 191098102 | 1,565 | 10,610 | SH | DFND | 10,610 | 0 | 0 | |||
| COCA COLA CO | COM | 191216100 | 3,628 | 80,036 | SH | OTR | 2 | 0 | 0 | 80,036 | ||
| COCA COLA CO | COM | 191216100 | 156,369 | 3,449,571 | SH | DFND | 2,518,530 | 0 | 931,041 | |||
| COCA COLA EUROPEAN PARTNERS | SHS | G25839104 | 2,831 | 79,327 | SH | DFND | 46,707 | 0 | 32,620 | |||
| COCA COLA FEMSA S A B DE C V | SPON ADR REP L | 191241108 | 2,508 | 30,236 | SH | DFND | 16,602 | 0 | 13,634 | |||
| COEUR MNG INC | COM NEW | 192108504 | 1,074 | 100,779 | SH | DFND | 100,779 | 0 | 0 | |||
| COGENT COMMUNICATIONS HLDGS | COM NEW | 19239V302 | 296 | 7,386 | SH | DFND | 7,386 | 0 | 0 | |||
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 129,332 | 2,259,468 | SH | DFND | 1,836,270 | 0 | 423,198 | |||
| COGNIZANT TECHNOLOGY SOLUTIO | CL A | 192446102 | 2,319 | 40,507 | SH | OTR | 2 | 0 | 0 | 40,507 | ||
| COHEN & STEERS INC | COM | 19247A100 | 201 | 4,967 | SH | DFND | 4,967 | 0 | 0 | |||
| COHERENT INC | COM | 192479103 | 4,400 | 47,940 | SH | DFND | 47,940 | 0 | 0 | |||
| COHERENT INC | COM | 192479103 | 64 | 699 | SH | OTR | 2 | 0 | 0 | 699 | ||
| COHU INC | COM | 192576106 | 1,255 | 115,710 | SH | DFND | 105,412 | 0 | 10,298 | |||
| COHU INC | COM | 192576106 | 655 | 60,358 | SH | OTR | 2 | 0 | 0 | 60,358 | ||
| COLGATE PALMOLIVE CO | COM | 194162103 | 94,519 | 1,291,240 | SH | DFND | 834,093 | 0 | 457,147 | |||
| COLLIERS INTL GROUP INC | SUB VTG SHS | 194693107 | 785 | 23,100 | SH | DFND | 6,600 | 0 | 16,500 | |||
| COLONY CAP INC | CL A | 19624R106 | 1,975 | 128,674 | SH | DFND | 118,338 | 0 | 10,336 | |||
| COLONY CAP INC | CL A | 19624R106 | 333 | 21,718 | SH | OTR | 2 | 0 | 0 | 21,718 | ||
| COLONY STARWOOD HOMES | COM | 19625X102 | 1,550 | 50,957 | SH | DFND | 46,714 | 0 | 4,243 | |||
| COLONY STARWOOD HOMES | COM | 19625X102 | 57 | 1,867 | SH | OTR | 2 | 0 | 0 | 1,867 | ||
| COLUMBIA BKG SYS INC | COM | 197236102 | 549 | 19,579 | SH | DFND | 19,579 | 0 | 0 | |||
| COLUMBIA PIPELINE GROUP INC | COM | 198280109 | 2,670 | 104,756 | SH | DFND | 9,624 | 0 | 95,132 | |||
| COLUMBIA PPTY TR INC | COM NEW | 198287203 | 1,952 | 91,223 | SH | DFND | 91,223 | 0 | 0 | |||
| COLUMBIA PPTY TR INC | COM NEW | 198287203 | 2,291 | 107,047 | SH | OTR | 2 | 0 | 0 | 107,047 | ||
| COLUMBIA SPORTSWEAR CO | COM | 198516106 | 1,143 | 19,863 | SH | DFND | 19,863 | 0 | 0 | |||
| COMCAST CORP NEW | CL A | 20030N101 | 1,782 | 27,334 | SH | OTR | 2 | 0 | 0 | 27,334 | ||
| COMCAST CORP NEW | CL A | 20030N101 | 177,998 | 2,730,457 | SH | DFND | 2,242,188 | 0 | 488,269 | |||
| COMERICA INC | COM | 200340107 | 1,709 | 41,542 | SH | DFND | 41,542 | 0 | 0 | |||
| COMFORT SYS USA INC | COM | 199908104 | 1,779 | 54,634 | SH | OTR | 2 | 0 | 0 | 54,634 | ||
| COMFORT SYS USA INC | COM | 199908104 | 8,799 | 270,156 | SH | DFND | 225,231 | 0 | 44,925 | |||
| COMMERCE BANCSHARES INC | COM | 200525103 | 19,106 | 398,863 | SH | DFND | 281,807 | 0 | 117,056 | |||
| COMMERCE BANCSHARES INC | COM | 200525103 | 1,214 | 25,349 | SH | OTR | 2 | 0 | 0 | 25,349 | ||
| COMMERCIAL METALS CO | COM | 201723103 | 68,244 | 4,038,094 | SH | DFND | 3,906,243 | 0 | 131,851 | |||
| COMMERCIAL METALS CO | COM | 201723103 | 7 | 388 | SH | OTR | 2 | 0 | 0 | 388 | ||
| COMMSCOPE HLDG CO INC | COM | 20337X109 | 239 | 7,708 | SH | DFND | 7,708 | 0 | 0 | |||
| COMMUNICATIONS SALES&LEAS IN | COM | 20341J104 | 112 | 3,878 | SH | DFND | 3,878 | 0 | 0 | |||
| COMMUNICATIONS SALES&LEAS IN | COM | 20341J104 | 578 | 20,004 | SH | OTR | 2 | 0 | 0 | 20,004 | ||
| COMMUNITY BK SYS INC | COM | 203607106 | 88 | 2,134 | SH | OTR | 2 | 0 | 0 | 2,134 | ||
| COMMUNITY BK SYS INC | COM | 203607106 | 427 | 10,380 | SH | DFND | 10,380 | 0 | 0 | |||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 1,566 | 129,928 | SH | OTR | 2 | 0 | 0 | 129,928 | ||
| COMMUNITY HEALTH SYS INC NEW | COM | 203668108 | 18,666 | 1,549,042 | SH | DFND | 1,228,905 | 0 | 320,137 | |||
| COMMUNITY TR BANCORP INC | COM | 204149108 | 304 | 8,777 | SH | DFND | 8,777 | 0 | 0 | |||
| COMMUNITY TR BANCORP INC | COM | 204149108 | 98 | 2,830 | SH | OTR | 2 | 0 | 0 | 2,830 | ||
| COMPANHIA BRASILEIRA DE DIST | SPN ADR PFD CL A | 20440T201 | 5,577 | 383,310 | SH | DFND | 0 | 0 | 383,310 | |||
| COMPANHIA DE SANEAMENTO BASI | SPONSORED ADR | 20441A102 | 44,880 | 5,008,943 | SH | DFND | 2,489,390 | 0 | 2,519,553 | |||
| COMPANHIA ENERGETICA DE MINA | SP ADR N-V PFD | 204409601 | 5,479 | 2,479,091 | SH | DFND | 735,820 | 0 | 1,743,271 | |||
| COMPANHIA PARANAENSE ENERG C | SPON ADR PFD | 20441B407 | 1,612 | 179,479 | SH | DFND | 157,990 | 0 | 21,489 | |||
| COMPANHIA SIDERURGICA NACION | SPONSORED ADR | 20440W105 | 74 | 30,264 | SH | DFND | 30,264 | 0 | 0 | |||
| COMPANIA CERVECERIAS UNIDAS | SPONSORED ADR | 204429104 | 7,123 | 305,190 | SH | DFND | 202,204 | 0 | 102,986 | |||
| COMPUTER SCIENCES CORP | COM | 205363104 | 1,227 | 24,713 | SH | OTR | 2 | 0 | 0 | 24,713 | ||
| COMPUTER SCIENCES CORP | COM | 205363104 | 129,309 | 2,604,414 | SH | DFND | 2,604,414 | 0 | 0 | |||
| COMSCORE INC | COM | 20564W105 | 2,705 | 113,295 | SH | DFND | 112,245 | 0 | 1,050 | |||
| COMSCORE INC | COM | 20564W105 | 16 | 676 | SH | OTR | 2 | 0 | 0 | 676 | ||
| COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | 1,077 | 83,886 | SH | DFND | 75,721 | 0 | 8,165 | |||
| COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | 272 | 21,208 | SH | OTR | 2 | 0 | 0 | 21,208 | ||
| CONAGRA FOODS INC | COM | 205887102 | 248,931 | 5,206,674 | SH | DFND | 4,089,615 | 0 | 1,117,059 | |||
| CONAGRA FOODS INC | COM | 205887102 | 1,084 | 22,670 | SH | OTR | 2 | 0 | 0 | 22,670 | ||
| CONCERT PHARMACEUTICALS INC | COM | 206022105 | 394 | 35,100 | SH | DFND | 25,897 | 0 | 9,203 | |||
| CONCERT PHARMACEUTICALS INC | COM | 206022105 | 27 | 2,369 | SH | OTR | 2 | 0 | 0 | 2,369 | ||
| CONCHO RES INC | COM | 20605P101 | 10,261 | 86,029 | SH | DFND | 86,029 | 0 | 0 | |||
| CONMED CORP | COM | 207410101 | 2,008 | 42,060 | SH | DFND | 40,574 | 0 | 1,486 | |||
| CONMED CORP | COM | 207410101 | 24 | 507 | SH | OTR | 2 | 0 | 0 | 507 | ||
| CONNECTICUT WTR SVC INC | COM | 207797101 | 452 | 8,036 | SH | DFND | 8,036 | 0 | 0 | |||
| CONNECTICUT WTR SVC INC | COM | 207797101 | 64 | 1,140 | SH | OTR | 2 | 0 | 0 | 1,140 | ||
| CONNECTONE BANCORP INC NEW | COM | 20786W107 | 276 | 17,579 | SH | DFND | 17,579 | 0 | 0 | |||
| CONOCOPHILLIPS | COM | 20825C104 | 39,437 | 904,510 | SH | DFND | 903,723 | 0 | 787 | |||
| CONOCOPHILLIPS | COM | 20825C104 | 1,905 | 43,691 | SH | OTR | 2 | 0 | 0 | 43,691 | ||
| CONSOLIDATED COMM HLDGS INC | COM | 209034107 | 332 | 12,199 | SH | DFND | 12,199 | 0 | 0 | |||
| CONSOLIDATED EDISON INC | COM | 209115104 | 268,220 | 3,334,414 | SH | DFND | 2,823,258 | 0 | 511,156 | |||
| CONSOLIDATED EDISON INC | COM | 209115104 | 3,108 | 38,641 | SH | OTR | 2 | 0 | 0 | 38,641 | ||
| CONSTELLATION BRANDS INC | CL A | 21036P108 | 75,675 | 457,527 | SH | DFND | 457,527 | 0 | 0 | |||
| CONSTELLATION BRANDS INC | CL A | 21036P108 | 2,231 | 13,490 | SH | OTR | 2 | 0 | 0 | 13,490 | ||
| CONTANGO OIL & GAS COMPANY | COM NEW | 21075N204 | 816 | 66,660 | SH | DFND | 57,082 | 0 | 9,578 | |||
| CONTANGO OIL & GAS COMPANY | COM NEW | 21075N204 | 200 | 16,324 | SH | OTR | 2 | 0 | 0 | 16,324 | ||
| CONTINENTAL BLDG PRODS INC | COM | 211171103 | 3,197 | 143,801 | SH | DFND | 107,811 | 0 | 35,990 | |||
| CONTINENTAL BLDG PRODS INC | COM | 211171103 | 44 | 1,963 | SH | OTR | 2 | 0 | 0 | 1,963 | ||
| CONTROLADORA VUELA CIA DE AV | SPON ADR RP 10 | 21240E105 | 255 | 13,634 | SH | DFND | 0 | 0 | 13,634 | |||
| CONVERGYS CORP | COM | 212485106 | 45,733 | 1,829,312 | SH | DFND | 1,658,964 | 0 | 170,348 | |||
| CONVERGYS CORP | COM | 212485106 | 776 | 31,036 | SH | OTR | 2 | 0 | 0 | 31,036 | ||
| COOPER COS INC | COM NEW | 216648402 | 11,959 | 69,702 | SH | DFND | 64,687 | 0 | 5,015 | |||
| COOPER STD HLDGS INC | COM | 21676P103 | 7,831 | 99,136 | SH | DFND | 95,285 | 0 | 3,851 | |||
| COOPER STD HLDGS INC | COM | 21676P103 | 349 | 4,415 | SH | OTR | 2 | 0 | 0 | 4,415 | ||
| COOPER TIRE & RUBR CO | COM | 216831107 | 9,443 | 316,665 | SH | DFND | 281,061 | 0 | 35,604 | |||
| COOPER TIRE & RUBR CO | COM | 216831107 | 364 | 12,201 | SH | OTR | 2 | 0 | 0 | 12,201 | ||
| COPA HOLDINGS SA | CL A | P31076105 | 58 | 1,105 | SH | DFND | 1,105 | 0 | 0 | |||
| COPA HOLDINGS SA | CL A | P31076105 | 193 | 3,692 | SH | OTR | 2 | 0 | 0 | 3,692 | ||
| COPART INC | COM | 217204106 | 523 | 10,668 | SH | DFND | 10,668 | 0 | 0 | |||
| CORCEPT THERAPEUTICS INC | COM | 218352102 | 16 | 2,932 | SH | OTR | 2 | 0 | 0 | 2,932 | ||
| CORCEPT THERAPEUTICS INC | COM | 218352102 | 513 | 93,872 | SH | DFND | 82,028 | 0 | 11,844 | |||
| CORE LABORATORIES N V | COM | N22717107 | 15,747 | 127,102 | SH | DFND | 59,523 | 0 | 67,579 | |||
| CORE MARK HOLDING CO INC | COM | 218681104 | 2,335 | 49,830 | SH | DFND | 45,402 | 0 | 4,428 | |||
| CORE MARK HOLDING CO INC | COM | 218681104 | 83 | 1,776 | SH | OTR | 2 | 0 | 0 | 1,776 | ||
| CORELOGIC INC | COM | 21871D103 | 29,323 | 762,040 | SH | DFND | 762,040 | 0 | 0 | |||
| CORELOGIC INC | COM | 21871D103 | 1,743 | 45,303 | SH | OTR | 2 | 0 | 0 | 45,303 | ||
| CORESITE RLTY CORP | COM | 21870Q105 | 4,607 | 51,942 | SH | DFND | 43,968 | 0 | 7,974 | |||
| CORESITE RLTY CORP | COM | 21870Q105 | 126 | 1,418 | SH | OTR | 2 | 0 | 0 | 1,418 | ||
| CORNERSTONE ONDEMAND INC | COM | 21925Y103 | 369 | 9,700 | SH | DFND | 9,700 | 0 | 0 | |||
| CORNING INC | COM | 219350105 | 6,042 | 295,034 | SH | DFND | 160,982 | 0 | 134,052 | |||
| CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 2,417 | 81,722 | SH | DFND | 81,722 | 0 | 0 | |||
| CORPORATE OFFICE PPTYS TR | SH BEN INT | 22002T108 | 409 | 13,826 | SH | OTR | 2 | 0 | 0 | 13,826 | ||
| CORRECTIONS CORP AMER NEW | COM NEW | 22025Y407 | 6,449 | 184,144 | SH | DFND | 184,144 | 0 | 0 | |||
| CORRECTIONS CORP AMER NEW | COM NEW | 22025Y407 | 4,367 | 124,706 | SH | OTR | 2 | 0 | 0 | 124,706 | ||
| CORVEL CORP | COM | 221006109 | 506 | 11,707 | SH | DFND | 11,707 | 0 | 0 | |||
| COSTAR GROUP INC | COM | 22160N109 | 915 | 4,184 | SH | DFND | 4,184 | 0 | 0 | |||
| COSTCO WHSL CORP NEW | COM | 22160K105 | 79,232 | 504,533 | SH | DFND | 379,336 | 0 | 125,197 | |||
| COTY INC | COM CL A | 222070203 | 13,901 | 534,849 | SH | DFND | 534,849 | 0 | 0 | |||
| COUSINS PPTYS INC | COM | 222795106 | 4,962 | 477,153 | SH | DFND | 463,181 | 0 | 13,972 | |||
| COUSINS PPTYS INC | COM | 222795106 | 309 | 29,759 | SH | OTR | 2 | 0 | 0 | 29,759 | ||
| COWEN GROUP INC NEW | CL A | 223622101 | 492 | 166,203 | SH | DFND | 166,203 | 0 | 0 | |||
| CRA INTL INC | COM | 12618T105 | 1,915 | 75,937 | SH | DFND | 62,710 | 0 | 13,227 | |||
| CRA INTL INC | COM | 12618T105 | 454 | 18,002 | SH | OTR | 2 | 0 | 0 | 18,002 | ||
| CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 39,787 | 232,036 | SH | DFND | 206,566 | 0 | 25,470 | |||
| CRACKER BARREL OLD CTRY STOR | COM | 22410J106 | 364 | 2,122 | SH | OTR | 2 | 0 | 0 | 2,122 | ||
| CRANE CO | COM | 224399105 | 45,749 | 806,575 | SH | DFND | 773,800 | 0 | 32,775 | |||
| CRANE CO | COM | 224399105 | 71 | 1,244 | SH | OTR | 2 | 0 | 0 | 1,244 | ||
| CRAY INC | COM NEW | 225223304 | 3,710 | 123,997 | SH | DFND | 118,232 | 0 | 5,765 | |||
| CRAY INC | COM NEW | 225223304 | 115 | 3,840 | SH | OTR | 2 | 0 | 0 | 3,840 | ||
| CREDICORP LTD | COM | G2519Y108 | 37,319 | 241,811 | SH | DFND | 121,682 | 0 | 120,129 | |||
| CREDIT ACCEP CORP MICH | COM | 225310101 | 7,107 | 38,400 | SH | DFND | 38,400 | 0 | 0 | |||
| CREE INC | COM | 225447101 | 1,945 | 79,571 | SH | DFND | 21,370 | 0 | 58,201 | |||
| CRESCENT PT ENERGY CORP | COM | 22576C101 | 4,916 | 312,831 | SH | DFND | 251,431 | 0 | 61,400 | |||
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | 1,698 | 121,948 | SH | DFND | 116,125 | 0 | 5,823 | |||
| CROSS CTRY HEALTHCARE INC | COM | 227483104 | 163 | 11,732 | SH | OTR | 2 | 0 | 0 | 11,732 | ||
| CROWN CASTLE INTL CORP NEW | COM | 22822V101 | 57,015 | 562,108 | SH | DFND | 429,137 | 0 | 132,971 | |||
| CROWN HOLDINGS INC | COM | 228368106 | 71,605 | 1,413,160 | SH | DFND | 1,413,160 | 0 | 0 | |||
| CROWN HOLDINGS INC | COM | 228368106 | 892 | 17,607 | SH | OTR | 2 | 0 | 0 | 17,607 | ||
| CSG SYS INTL INC | COM | 126349109 | 5,614 | 139,270 | SH | DFND | 123,152 | 0 | 16,118 | |||
| CSG SYS INTL INC | COM | 126349109 | 184 | 4,573 | SH | OTR | 2 | 0 | 0 | 4,573 | ||
| CSRA INC | COM | 12650T104 | 8,702 | 371,394 | SH | DFND | 243,451 | 0 | 127,943 | |||
| CST BRANDS INC | COM | 12646R105 | 16,477 | 382,475 | SH | DFND | 382,475 | 0 | 0 | |||
| CSX CORP | COM | 126408103 | 73,160 | 2,805,225 | SH | DFND | 2,714,408 | 0 | 90,817 | |||
| CSX CORP | COM | 126408103 | 1,612 | 61,816 | SH | OTR | 2 | 0 | 0 | 61,816 | ||
| CTI BIOPHARMA CORP | COM | 12648L106 | 27 | 80,700 | SH | DFND | 80,700 | 0 | 0 | |||
| CTRIP COM INTL LTD | AMERICAN DEP SHS | 22943F100 | 32,764 | 795,254 | SH | DFND | 447,738 | 0 | 347,516 | |||
| CTS CORP | COM | 126501105 | 452 | 25,246 | SH | DFND | 25,246 | 0 | 0 | |||
| CUBESMART | COM | 229663109 | 5,352 | 173,302 | SH | DFND | 173,302 | 0 | 0 | |||
| CUBESMART | COM | 229663109 | 428 | 13,861 | SH | OTR | 2 | 0 | 0 | 13,861 | ||
| CUBIC CORP | COM | 229669106 | 1,765 | 43,950 | SH | DFND | 33,607 | 0 | 10,343 | |||
| CUBIC CORP | COM | 229669106 | 24 | 599 | SH | OTR | 2 | 0 | 0 | 599 | ||
| CULLEN FROST BANKERS INC | COM | 229899109 | 1,230 | 19,297 | SH | DFND | 19,297 | 0 | 0 | |||
| CULP INC | COM | 230215105 | 1,266 | 45,805 | SH | DFND | 41,826 | 0 | 3,979 | |||
| CULP INC | COM | 230215105 | 52 | 1,880 | SH | OTR | 2 | 0 | 0 | 1,880 | ||
| CUMMINS INC | COM | 231021106 | 130,467 | 1,160,324 | SH | DFND | 845,895 | 0 | 314,429 | |||
| CUMMINS INC | COM | 231021106 | 959 | 8,533 | SH | OTR | 2 | 0 | 0 | 8,533 | ||
| CUMULUS MEDIA INC | CL A | 231082108 | 9 | 29,206 | SH | DFND | 29,206 | 0 | 0 | |||
| CURTISS WRIGHT CORP | COM | 231561101 | 13,839 | 164,265 | SH | DFND | 150,562 | 0 | 13,703 | |||
| CUSTOMERS BANCORP INC | COM | 23204G100 | 2,429 | 96,656 | SH | DFND | 96,656 | 0 | 0 | |||
| CUSTOMERS BANCORP INC | COM | 23204G100 | 43 | 1,726 | SH | OTR | 2 | 0 | 0 | 1,726 | ||
| CVB FINL CORP | COM | 126600105 | 353 | 21,509 | SH | DFND | 21,509 | 0 | 0 | |||
| CVR ENERGY INC | COM | 12662P108 | 9,892 | 638,167 | SH | DFND | 550,512 | 0 | 87,655 | |||
| CVR ENERGY INC | COM | 12662P108 | 95 | 6,097 | SH | OTR | 2 | 0 | 0 | 6,097 | ||
| CVS HEALTH CORP | COM | 126650100 | 77,012 | 804,390 | SH | DFND | 663,186 | 0 | 141,204 | |||
| CYNOSURE INC | CL A | 232577205 | 3,394 | 69,768 | SH | DFND | 64,001 | 0 | 5,767 | |||
| CYNOSURE INC | CL A | 232577205 | 64 | 1,310 | SH | OTR | 2 | 0 | 0 | 1,310 | ||
| CYRUSONE INC | COM | 23283R100 | 6,376 | 114,560 | SH | DFND | 103,760 | 0 | 10,800 | |||
| CYRUSONE INC | COM | 23283R100 | 190 | 3,414 | SH | OTR | 2 | 0 | 0 | 3,414 | ||
| CYS INVTS INC | COM | 12673A108 | 1,946 | 232,448 | SH | DFND | 232,448 | 0 | 0 | |||
| CYTOKINETICS INC | COM NEW | 23282W605 | 175 | 18,480 | SH | DFND | 18,480 | 0 | 0 | |||
| D R HORTON INC | COM | 23331A109 | 2,799 | 88,924 | SH | OTR | 2 | 0 | 0 | 88,924 | ||
| D R HORTON INC | COM | 23331A109 | 227,560 | 7,228,718 | SH | DFND | 6,430,912 | 0 | 797,806 | |||
| DANA HLDG CORP | COM | 235825205 | 14,010 | 1,326,672 | SH | DFND | 1,218,907 | 0 | 107,765 | |||
| DANAHER CORP DEL | COM | 235851102 | 61,168 | 605,623 | SH | DFND | 474,280 | 0 | 131,343 | |||
| DARDEN RESTAURANTS INC | COM | 237194105 | 197,765 | 3,122,271 | SH | DFND | 2,810,521 | 0 | 311,750 | |||
| DARDEN RESTAURANTS INC | COM | 237194105 | 1,701 | 26,853 | SH | OTR | 2 | 0 | 0 | 26,853 | ||
| DARLING INGREDIENTS INC | COM | 237266101 | 7,965 | 534,540 | SH | DFND | 425,776 | 0 | 108,764 | |||
| DARLING INGREDIENTS INC | COM | 237266101 | 522 | 35,024 | SH | OTR | 2 | 0 | 0 | 35,024 | ||
| DAVE & BUSTERS ENTMT INC | COM | 238337109 | 1,215 | 25,977 | SH | DFND | 25,977 | 0 | 0 | |||
| DAVITA HEALTHCARE PARTNERS I | COM | 23918K108 | 2,002 | 25,888 | SH | DFND | 25,888 | 0 | 0 | |||
| DCT INDUSTRIAL TRUST INC | COM NEW | 233153204 | 308 | 6,414 | SH | OTR | 2 | 0 | 0 | 6,414 | ||
| DCT INDUSTRIAL TRUST INC | COM NEW | 233153204 | 3,234 | 67,311 | SH | DFND | 67,311 | 0 | 0 | |||
| DDR CORP | COM | 23317H102 | 966 | 53,243 | SH | DFND | 53,243 | 0 | 0 | |||
| DDR CORP | COM | 23317H102 | 439 | 24,211 | SH | OTR | 2 | 0 | 0 | 24,211 | ||
| DEAN FOODS CO NEW | COM NEW | 242370203 | 57,420 | 3,174,131 | SH | DFND | 2,847,323 | 0 | 326,808 | |||
| DEAN FOODS CO NEW | COM NEW | 242370203 | 2,023 | 111,852 | SH | OTR | 2 | 0 | 0 | 111,852 | ||
| DECKERS OUTDOOR CORP | COM | 243537107 | 17,088 | 297,072 | SH | DFND | 235,994 | 0 | 61,078 | |||
| DEERE & CO | COM | 244199105 | 14,119 | 174,222 | SH | DFND | 174,222 | 0 | 0 | |||
| DEL FRISCOS RESTAURANT GROUP | COM | 245077102 | 569 | 39,756 | SH | DFND | 39,756 | 0 | 0 | |||
| DEL FRISCOS RESTAURANT GROUP | COM | 245077102 | 42 | 2,916 | SH | OTR | 2 | 0 | 0 | 2,916 | ||
| DELEK US HLDGS INC | COM | 246647101 | 195 | 14,771 | SH | DFND | 14,771 | 0 | 0 | |||
| DELPHI AUTOMOTIVE PLC | SHS | G27823106 | 2,231 | 35,639 | SH | DFND | 35,639 | 0 | 0 | |||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 1,322 | 36,297 | SH | OTR | 2 | 0 | 0 | 36,297 | ||
| DELTA AIR LINES INC DEL | COM NEW | 247361702 | 197,178 | 5,412,510 | SH | DFND | 4,250,313 | 0 | 1,162,197 | |||
| DELUXE CORP | COM | 248019101 | 36,089 | 543,757 | SH | DFND | 504,499 | 0 | 39,258 | |||
| DEMAND MEDIA INC | COM NEW | 24802N208 | 82 | 15,825 | SH | DFND | 15,825 | 0 | 0 | |||
| DEMANDWARE INC | COM | 24802Y105 | 1,246 | 16,633 | SH | DFND | 14,046 | 0 | 2,587 | |||
| DEMANDWARE INC | COM | 24802Y105 | 104 | 1,385 | SH | OTR | 2 | 0 | 0 | 1,385 | ||
| DENBURY RES INC | COM NEW | 247916208 | 16,440 | 4,579,292 | SH | DFND | 4,343,302 | 0 | 235,990 | |||
| DENBURY RES INC | COM NEW | 247916208 | 675 | 188,136 | SH | OTR | 2 | 0 | 0 | 188,136 | ||
| DENNYS CORP | COM | 24869P104 | 2,717 | 253,186 | SH | DFND | 242,644 | 0 | 10,542 | |||
| DENNYS CORP | COM | 24869P104 | 75 | 6,958 | SH | OTR | 2 | 0 | 0 | 6,958 | ||
| DENTSPLY SIRONA INC | COM | 24906P109 | 22,970 | 370,250 | SH | DFND | 353,212 | 0 | 17,038 | |||
| DENTSPLY SIRONA INC | COM | 24906P109 | 38 | 614 | SH | OTR | 2 | 0 | 0 | 614 | ||
| DEPOMED INC | COM | 249908104 | 816 | 41,590 | SH | DFND | 41,590 | 0 | 0 | |||
| DERMIRA INC | COM | 24983L104 | 471 | 16,095 | SH | DFND | 16,095 | 0 | 0 | |||
| DEVON ENERGY CORP NEW | COM | 25179M103 | 34 | 940 | SH | OTR | 2 | 0 | 0 | 940 | ||
| DEVON ENERGY CORP NEW | COM | 25179M103 | 11,025 | 304,149 | SH | DFND | 304,149 | 0 | 0 | |||
| DEVRY ED GROUP INC | COM | 251893103 | 9,240 | 517,913 | SH | DFND | 423,053 | 0 | 94,860 | |||
| DEXCOM INC | COM | 252131107 | 2,928 | 36,908 | SH | DFND | 33,201 | 0 | 3,707 | |||
| DHI GROUP INC | COM | 23331S100 | 1,794 | 288,022 | SH | DFND | 236,892 | 0 | 51,130 | |||
| DHI GROUP INC | COM | 23331S100 | 93 | 14,964 | SH | OTR | 2 | 0 | 0 | 14,964 | ||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 3,413 | 678,604 | SH | DFND | 599,756 | 0 | 78,848 | |||
| DHT HOLDINGS INC | SHS NEW | Y2065G121 | 1,386 | 275,506 | SH | OTR | 2 | 0 | 0 | 275,506 | ||
| DIAMOND HILL INVESTMENT GROU | COM NEW | 25264R207 | 318 | 1,690 | SH | DFND | 1,690 | 0 | 0 | |||
| DIAMOND OFFSHORE DRILLING IN | COM | 25271C102 | 238 | 9,787 | SH | OTR | 2 | 0 | 0 | 9,787 | ||
| DIAMOND OFFSHORE DRILLING IN | COM | 25271C102 | 35,393 | 1,454,698 | SH | DFND | 1,372,604 | 0 | 82,094 | |||
| DIAMOND RESORTS INTL INC | COM | 25272T104 | 568 | 18,952 | SH | DFND | 18,952 | 0 | 0 | |||
| DIAMONDBACK ENERGY INC | COM | 25278X109 | 3,461 | 37,947 | SH | DFND | 37,947 | 0 | 0 | |||
| DIAMONDBACK ENERGY INC | COM | 25278X109 | 935 | 10,249 | SH | OTR | 2 | 0 | 0 | 10,249 | ||
| DIAMONDROCK HOSPITALITY CO | COM | 252784301 | 2,695 | 298,433 | SH | DFND | 285,490 | 0 | 12,943 | |||
| DICKS SPORTING GOODS INC | COM | 253393102 | 45,901 | 1,018,667 | SH | DFND | 886,067 | 0 | 132,600 | |||
| DICKS SPORTING GOODS INC | COM | 253393102 | 180 | 3,996 | SH | OTR | 2 | 0 | 0 | 3,996 | ||
| DIGI INTL INC | COM | 253798102 | 656 | 61,142 | SH | DFND | 55,402 | 0 | 5,740 | |||
| DIGI INTL INC | COM | 253798102 | 277 | 25,800 | SH | OTR | 2 | 0 | 0 | 25,800 | ||
| DIGITAL RLTY TR INC | COM | 253868103 | 8,381 | 76,900 | SH | DFND | 76,900 | 0 | 0 | |||
| DIGITALGLOBE INC | COM NEW | 25389M877 | 2,641 | 123,455 | SH | DFND | 107,069 | 0 | 16,386 | |||
| DIGITALGLOBE INC | COM NEW | 25389M877 | 122 | 5,706 | SH | OTR | 2 | 0 | 0 | 5,706 | ||
| DILLARDS INC | CL A | 254067101 | 32,554 | 537,201 | SH | DFND | 436,387 | 0 | 100,814 | |||
| DILLARDS INC | CL A | 254067101 | 307 | 5,069 | SH | OTR | 2 | 0 | 0 | 5,069 | ||
| DIME CMNTY BANCSHARES | COM | 253922108 | 241 | 14,158 | SH | OTR | 2 | 0 | 0 | 14,158 | ||
| DIME CMNTY BANCSHARES | COM | 253922108 | 1,755 | 103,182 | SH | DFND | 103,182 | 0 | 0 | |||
| DINEEQUITY INC | COM | 254423106 | 475 | 5,603 | SH | DFND | 5,603 | 0 | 0 | |||
| DINEEQUITY INC | COM | 254423106 | 302 | 3,566 | SH | OTR | 2 | 0 | 0 | 3,566 | ||
| DIPLOMAT PHARMACY INC | COM | 25456K101 | 213 | 6,074 | SH | DFND | 6,074 | 0 | 0 | |||
| DISCOVER FINL SVCS | COM | 254709108 | 111,460 | 2,079,873 | SH | DFND | 1,786,927 | 0 | 292,946 | |||
| DISCOVER FINL SVCS | COM | 254709108 | 187 | 3,496 | SH | OTR | 2 | 0 | 0 | 3,496 | ||
| DISCOVERY COMMUNICATNS NEW | COM SER A | 25470F104 | 2,150 | 85,233 | SH | DFND | 21,126 | 0 | 64,107 | |||
| DISNEY WALT CO | COM DISNEY | 254687106 | 51,674 | 528,259 | SH | DFND | 432,860 | 0 | 95,399 | |||
| DISNEY WALT CO | COM DISNEY | 254687106 | 73 | 748 | SH | OTR | 2 | 0 | 0 | 748 | ||
| DOLBY LABORATORIES INC | COM | 25659T107 | 3,253 | 67,984 | SH | DFND | 36,650 | 0 | 31,334 | |||
| DOLLAR GEN CORP NEW | COM | 256677105 | 37,635 | 400,377 | SH | DFND | 258,227 | 0 | 142,150 | |||
| DOLLAR TREE INC | COM | 256746108 | 2,521 | 26,751 | SH | DFND | 24,385 | 0 | 2,366 | |||
| DOMINION DIAMOND CORP | COM | 257287102 | 1,117 | 126,878 | SH | DFND | 39,028 | 0 | 87,850 | |||
| DOMINION RES INC VA NEW | COM | 25746U109 | 22,339 | 286,659 | SH | DFND | 196,534 | 0 | 90,125 | |||
| DOMINOS PIZZA INC | COM | 25754A201 | 25,831 | 196,614 | SH | DFND | 192,287 | 0 | 4,327 | |||
| DOMTAR CORP | COM NEW | 257559203 | 7,130 | 203,665 | SH | DFND | 73,005 | 0 | 130,660 | |||
| DONNELLEY R R & SONS CO | COM | 257867101 | 18,597 | 1,099,143 | SH | DFND | 1,023,905 | 0 | 75,238 | |||
| DONNELLEY R R & SONS CO | COM | 257867101 | 625 | 36,930 | SH | OTR | 2 | 0 | 0 | 36,930 | ||
| DORMAN PRODUCTS INC | COM | 258278100 | 1,120 | 19,579 | SH | DFND | 19,579 | 0 | 0 | |||
| DOUGLAS DYNAMICS INC | COM | 25960R105 | 1,187 | 46,150 | SH | DFND | 46,150 | 0 | 0 | |||
| DOUGLAS EMMETT INC | COM | 25960P109 | 819 | 23,048 | SH | OTR | 2 | 0 | 0 | 23,048 | ||
| DOUGLAS EMMETT INC | COM | 25960P109 | 909 | 25,580 | SH | DFND | 25,580 | 0 | 0 | |||
| DOVER CORP | COM | 260003108 | 16,665 | 240,414 | SH | DFND | 213,414 | 0 | 27,000 | |||
| DOW CHEM CO | COM | 260543103 | 931 | 18,736 | SH | OTR | 2 | 0 | 0 | 18,736 | ||
| DOW CHEM CO | COM | 260543103 | 165,834 | 3,336,037 | SH | DFND | 3,037,599 | 0 | 298,438 | |||
| DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 259,482 | 2,685,310 | SH | DFND | 2,116,132 | 0 | 569,178 | |||
| DR PEPPER SNAPPLE GROUP INC | COM | 26138E109 | 638 | 6,598 | SH | OTR | 2 | 0 | 0 | 6,598 | ||
| DR REDDYS LABS LTD | ADR | 256135203 | 150,766 | 2,942,929 | SH | DFND | 1,470,867 | 0 | 1,472,062 | |||
| DREAMWORKS ANIMATION SKG INC | CL A | 26153C103 | 2,291 | 56,047 | SH | DFND | 48,655 | 0 | 7,392 | |||
| DREAMWORKS ANIMATION SKG INC | CL A | 26153C103 | 611 | 14,954 | SH | OTR | 2 | 0 | 0 | 14,954 | ||
| DREW INDS INC | COM NEW | 26168L205 | 2,870 | 33,830 | SH | DFND | 33,830 | 0 | 0 | |||
| DRIL-QUIP INC | COM | 262037104 | 20,796 | 355,912 | SH | DFND | 336,026 | 0 | 19,886 | |||
| DRIL-QUIP INC | COM | 262037104 | 242 | 4,144 | SH | OTR | 2 | 0 | 0 | 4,144 | ||
| DST SYS INC DEL | COM | 233326107 | 84,149 | 722,744 | SH | DFND | 708,716 | 0 | 14,028 | |||
| DST SYS INC DEL | COM | 233326107 | 978 | 8,396 | SH | OTR | 2 | 0 | 0 | 8,396 | ||
| DSW INC | CL A | 23334L102 | 6,511 | 307,394 | SH | DFND | 209,891 | 0 | 97,503 | |||
| DTE ENERGY CO | COM | 233331107 | 131,465 | 1,326,323 | SH | DFND | 1,268,715 | 0 | 57,608 | |||
| DU PONT E I DE NEMOURS & CO | COM | 263534109 | 60,585 | 934,946 | SH | DFND | 724,268 | 0 | 210,678 | |||
| DU PONT E I DE NEMOURS & CO | COM | 263534109 | 1,591 | 24,553 | SH | OTR | 2 | 0 | 0 | 24,553 | ||
| DUCOMMUN INC DEL | COM | 264147109 | 579 | 29,250 | SH | DFND | 23,278 | 0 | 5,972 | |||
| DUCOMMUN INC DEL | COM | 264147109 | 63 | 3,210 | SH | OTR | 2 | 0 | 0 | 3,210 | ||
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 53,191 | 620,011 | SH | DFND | 429,214 | 0 | 190,797 | |||
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | 95 | 1,108 | SH | OTR | 2 | 0 | 0 | 1,108 | ||
| DUKE REALTY CORP | COM NEW | 264411505 | 2,940 | 110,261 | SH | DFND | 110,261 | 0 | 0 | |||
| DUKE REALTY CORP | COM NEW | 264411505 | 1,606 | 60,233 | SH | OTR | 2 | 0 | 0 | 60,233 | ||
| DUN & BRADSTREET CORP DEL NE | COM | 26483E100 | 19,333 | 158,672 | SH | DFND | 143,574 | 0 | 15,098 | |||
| DUPONT FABROS TECHNOLOGY INC | COM | 26613Q106 | 5,275 | 110,952 | SH | DFND | 109,023 | 0 | 1,929 | |||
| DUPONT FABROS TECHNOLOGY INC | COM | 26613Q106 | 1,609 | 33,842 | SH | OTR | 2 | 0 | 0 | 33,842 | ||
| DURECT CORP | COM | 266605104 | 17 | 14,222 | SH | DFND | 14,222 | 0 | 0 | |||
| DYCOM INDS INC | COM | 267475101 | 3,209 | 35,751 | SH | DFND | 35,751 | 0 | 0 | |||
| DYNEGY INC NEW DEL | COM | 26817R108 | 4,388 | 254,511 | SH | DFND | 220,196 | 0 | 34,315 | |||
| DYNEGY INC NEW DEL | COM | 26817R108 | 311 | 18,013 | SH | OTR | 2 | 0 | 0 | 18,013 | ||
| E M C CORP MASS | COM | 268648102 | 54,069 | 1,990,031 | SH | DFND | 1,568,777 | 0 | 421,254 | |||
| E M C CORP MASS | COM | 268648102 | 1,319 | 48,556 | SH | OTR | 2 | 0 | 0 | 48,556 | ||
| E TRADE FINANCIAL CORP | COM NEW | 269246401 | 30,579 | 1,301,786 | SH | DFND | 1,301,786 | 0 | 0 | |||
| EAGLE BANCORP INC MD | COM | 268948106 | 1,211 | 25,164 | SH | DFND | 25,164 | 0 | 0 | |||
| EAGLE PHARMACEUTICALS INC | COM | 269796108 | 1,199 | 30,899 | SH | DFND | 30,899 | 0 | 0 | |||
| EARTHLINK HLDGS CORP | COM | 27033X101 | 1,697 | 265,101 | SH | DFND | 244,175 | 0 | 20,926 | |||
| EARTHLINK HLDGS CORP | COM | 27033X101 | 40 | 6,239 | SH | OTR | 2 | 0 | 0 | 6,239 | ||
| EAST WEST BANCORP INC | COM | 27579R104 | 18,674 | 546,331 | SH | DFND | 539,406 | 0 | 6,925 | |||
| EAST WEST BANCORP INC | COM | 27579R104 | 675 | 19,749 | SH | OTR | 2 | 0 | 0 | 19,749 | ||
| EASTGROUP PPTY INC | COM | 277276101 | 1,710 | 24,816 | SH | DFND | 24,277 | 0 | 539 | |||
| EASTGROUP PPTY INC | COM | 277276101 | 373 | 5,415 | SH | OTR | 2 | 0 | 0 | 5,415 | ||
| EASTMAN CHEM CO | COM | 277432100 | 26,060 | 383,805 | SH | DFND | 382,640 | 0 | 1,165 | |||
| EATON CORP PLC | SHS | G29183103 | 22,183 | 371,388 | SH | DFND | 306,901 | 0 | 64,487 | |||
| EATON VANCE CORP | COM NON VTG | 278265103 | 5,905 | 167,104 | SH | DFND | 27,158 | 0 | 139,946 | |||
| EBAY INC | COM | 278642103 | 264,272 | 11,288,852 | SH | DFND | 8,929,787 | 0 | 2,359,065 | |||
| EBAY INC | COM | 278642103 | 2,844 | 121,505 | SH | OTR | 2 | 0 | 0 | 121,505 | ||
| EBIX INC | COM NEW | 278715206 | 3,043 | 63,529 | SH | DFND | 63,529 | 0 | 0 | |||
| ECOLAB INC | COM | 278865100 | 4,880 | 41,147 | SH | DFND | 22,094 | 0 | 19,053 | |||
| EDGEWELL PERS CARE CO | COM | 28035Q102 | 211 | 2,499 | SH | OTR | 2 | 0 | 0 | 2,499 | ||
| EDGEWELL PERS CARE CO | COM | 28035Q102 | 12,699 | 150,443 | SH | DFND | 150,443 | 0 | 0 | |||
| EDISON INTL | COM | 281020107 | 120,784 | 1,555,088 | SH | DFND | 1,386,779 | 0 | 168,309 | |||
| EDISON INTL | COM | 281020107 | 1,037 | 13,350 | SH | OTR | 2 | 0 | 0 | 13,350 | ||
| EDUCATION RLTY TR INC | COM NEW | 28140H203 | 2,623 | 56,845 | SH | DFND | 56,845 | 0 | 0 | |||
| EDUCATION RLTY TR INC | COM NEW | 28140H203 | 367 | 7,957 | SH | OTR | 2 | 0 | 0 | 7,957 | ||
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 136,101 | 1,364,692 | SH | DFND | 1,181,020 | 0 | 183,672 | |||
| EDWARDS LIFESCIENCES CORP | COM | 28176E108 | 363 | 3,638 | SH | OTR | 2 | 0 | 0 | 3,638 | ||
| EL PASO ELEC CO | COM NEW | 283677854 | 1,201 | 25,401 | SH | DFND | 25,401 | 0 | 0 | |||
| EL PASO ELEC CO | COM NEW | 283677854 | 175 | 3,705 | SH | OTR | 2 | 0 | 0 | 3,705 | ||
| ELBIT SYS LTD | ORD | M3760D101 | 924 | 10,207 | SH | DFND | 2,421 | 0 | 7,786 | |||
| ELDORADO GOLD CORP NEW | COM | 284902103 | 13,546 | 3,027,883 | SH | DFND | 2,198,201 | 0 | 829,682 | |||
| ELDORADO RESORTS INC | COM | 28470R102 | 2,807 | 184,730 | SH | DFND | 184,730 | 0 | 0 | |||
| ELDORADO RESORTS INC | COM | 28470R102 | 136 | 8,931 | SH | OTR | 2 | 0 | 0 | 8,931 | ||
| ELECTRONIC ARTS INC | COM | 285512109 | 70,356 | 928,667 | SH | DFND | 756,462 | 0 | 172,205 | |||
| ELECTRONICS FOR IMAGING INC | COM | 286082102 | 446 | 10,361 | SH | DFND | 10,361 | 0 | 0 | |||
| ELLIE MAE INC | COM | 28849P100 | 3,644 | 39,763 | SH | DFND | 39,763 | 0 | 0 | |||
| ELLIS PERRY INTL INC | COM | 288853104 | 2,524 | 125,436 | SH | DFND | 112,982 | 0 | 12,454 | |||
| ELLIS PERRY INTL INC | COM | 288853104 | 164 | 8,169 | SH | OTR | 2 | 0 | 0 | 8,169 | ||
| EMBRAER S A | SP ADR REP 4 COM | 29082A107 | 23,222 | 1,069,155 | SH | DFND | 459,330 | 0 | 609,825 | |||
| EMCOR GROUP INC | COM | 29084Q100 | 5,766 | 117,051 | SH | DFND | 117,051 | 0 | 0 | |||
| EMCOR GROUP INC | COM | 29084Q100 | 1,316 | 26,709 | SH | OTR | 2 | 0 | 0 | 26,709 | ||
| EMCORE CORP | COM NEW | 290846203 | 1,665 | 280,254 | SH | DFND | 219,213 | 0 | 61,041 | |||
| EMCORE CORP | COM NEW | 290846203 | 504 | 84,799 | SH | OTR | 2 | 0 | 0 | 84,799 | ||
| EMERGENT BIOSOLUTIONS INC | COM | 29089Q105 | 3,227 | 114,751 | SH | DFND | 107,394 | 0 | 7,357 | |||
| EMERSON ELEC CO | COM | 291011104 | 36,587 | 701,442 | SH | DFND | 497,577 | 0 | 203,865 | |||
| EMPIRE DIST ELEC CO | COM | 291641108 | 775 | 22,803 | SH | DFND | 22,803 | 0 | 0 | |||
| EMPIRE ST RLTY TR INC | CL A | 292104106 | 831 | 43,754 | SH | DFND | 43,754 | 0 | 0 | |||
| EMPLOYERS HOLDINGS INC | COM | 292218104 | 6,241 | 215,061 | SH | DFND | 207,859 | 0 | 7,202 | |||
| EMPLOYERS HOLDINGS INC | COM | 292218104 | 507 | 17,471 | SH | OTR | 2 | 0 | 0 | 17,471 | ||
| EMPRESA NACIONAL DE ELCTRCID | SPONSORED ADR | 29244T101 | 3,585 | 129,275 | SH | DFND | 79,321 | 0 | 49,954 | |||
| ENANTA PHARMACEUTICALS INC | COM | 29251M106 | 1,020 | 46,258 | SH | DFND | 46,258 | 0 | 0 | |||
| ENBRIDGE INC | COM | 29250N105 | 919 | 21,809 | SH | DFND | 21,809 | 0 | 0 | |||
| ENCANA CORP | COM | 292505104 | 1,712 | 221,183 | SH | DFND | 221,183 | 0 | 0 | |||
| ENCORE WIRE CORP | COM | 292562105 | 1,485 | 39,822 | SH | DFND | 39,822 | 0 | 0 | |||
| ENDESA AMERS SA | SPON ADR | 29261D104 | 639 | 46,419 | SH | DFND | 40,864 | 0 | 5,555 | |||
| ENDO INTL PLC | SHS | G30401106 | 72,436 | 4,646,340 | SH | DFND | 3,858,619 | 0 | 787,721 | |||
| ENDO INTL PLC | SHS | G30401106 | 81 | 5,193 | SH | OTR | 2 | 0 | 0 | 5,193 | ||
| ENDURANCE SPECIALTY HLDGS LT | SHS | G30397106 | 22,405 | 333,609 | SH | DFND | 331,006 | 0 | 2,603 | |||
| ENDURANCE SPECIALTY HLDGS LT | SHS | G30397106 | 1,356 | 20,190 | SH | OTR | 2 | 0 | 0 | 20,190 | ||
| ENERGEN CORP | COM | 29265N108 | 26,839 | 556,720 | SH | DFND | 556,720 | 0 | 0 | |||
| ENERGEN CORP | COM | 29265N108 | 1,310 | 27,174 | SH | OTR | 2 | 0 | 0 | 27,174 | ||
| ENERGIZER HLDGS INC NEW | COM | 29272W109 | 3,531 | 68,579 | SH | DFND | 61,588 | 0 | 6,991 | |||
| ENERGIZER HLDGS INC NEW | COM | 29272W109 | 508 | 9,869 | SH | OTR | 2 | 0 | 0 | 9,869 | ||
| ENERGY RECOVERY INC | COM | 29270J100 | 752 | 84,628 | SH | DFND | 84,628 | 0 | 0 | |||
| ENERPLUS CORP | COM | 292766102 | 3,753 | 572,697 | SH | DFND | 490,620 | 0 | 82,077 | |||
| ENERSIS AMERICAS SA | SPONSORED ADR | 29274F104 | 13,570 | 1,581,532 | SH | DFND | 967,179 | 0 | 614,353 | |||
| ENERSIS CHILE SA | SPON ADR | 29278D105 | 14,519 | 2,490,326 | SH | DFND | 1,387,220 | 0 | 1,103,106 | |||
| ENERSYS | COM | 29275Y102 | 677 | 11,381 | SH | DFND | 11,381 | 0 | 0 | |||
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 1,630 | 77,155 | SH | DFND | 71,939 | 0 | 5,216 | |||
| ENGILITY HLDGS INC NEW | COM | 29286C107 | 110 | 5,212 | SH | OTR | 2 | 0 | 0 | 5,212 | ||
| ENNIS INC | COM | 293389102 | 9,671 | 504,219 | SH | DFND | 453,760 | 0 | 50,459 | |||
| ENNIS INC | COM | 293389102 | 2,326 | 121,274 | SH | OTR | 2 | 0 | 0 | 121,274 | ||
| ENOVA INTL INC | COM | 29357K103 | 258 | 35,063 | SH | DFND | 35,063 | 0 | 0 | |||
| ENOVA INTL INC | COM | 29357K103 | 5 | 724 | SH | OTR | 2 | 0 | 0 | 724 | ||
| ENPHASE ENERGY INC | COM | 29355A107 | 282 | 141,901 | SH | DFND | 106,979 | 0 | 34,922 | |||
| ENPHASE ENERGY INC | COM | 29355A107 | 1 | 700 | SH | OTR | 2 | 0 | 0 | 700 | ||
| ENSCO PLC | SHS CLASS A | G3157S106 | 637 | 65,577 | SH | OTR | 2 | 0 | 0 | 65,577 | ||
| ENSCO PLC | SHS CLASS A | G3157S106 | 22,090 | 2,274,976 | SH | DFND | 2,274,976 | 0 | 0 | |||
| ENSIGN GROUP INC | COM | 29358P101 | 18 | 864 | SH | OTR | 2 | 0 | 0 | 864 | ||
| ENSIGN GROUP INC | COM | 29358P101 | 392 | 18,638 | SH | DFND | 18,638 | 0 | 0 | |||
| ENSTAR GROUP LIMITED | SHS | G3075P101 | 2,427 | 14,982 | SH | DFND | 14,260 | 0 | 722 | |||
| ENSTAR GROUP LIMITED | SHS | G3075P101 | 112 | 692 | SH | OTR | 2 | 0 | 0 | 692 | ||
| ENTEGRIS INC | COM | 29362U104 | 360 | 24,852 | SH | DFND | 24,852 | 0 | 0 | |||
| ENTERGY CORP NEW | COM | 29364G103 | 212,981 | 2,618,086 | SH | DFND | 2,239,260 | 0 | 378,826 | |||
| ENTERGY CORP NEW | COM | 29364G103 | 3,656 | 44,944 | SH | OTR | 2 | 0 | 0 | 44,944 | ||
| ENTERPRISE FINL SVCS CORP | COM | 293712105 | 1,622 | 58,154 | SH | DFND | 58,154 | 0 | 0 | |||
| ENTERPRISE FINL SVCS CORP | COM | 293712105 | 1,045 | 37,478 | SH | OTR | 2 | 0 | 0 | 37,478 | ||
| ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 2,683 | 399,196 | SH | DFND | 336,433 | 0 | 62,763 | |||
| ENTRAVISION COMMUNICATIONS C | CL A | 29382R107 | 337 | 50,092 | SH | OTR | 2 | 0 | 0 | 50,092 | ||
| EOG RES INC | COM | 26875P101 | 8,211 | 98,428 | SH | DFND | 98,428 | 0 | 0 | |||
| EP ENERGY CORP | CL A | 268785102 | 28,671 | 5,534,851 | SH | DFND | 5,093,527 | 0 | 441,324 | |||
| EP ENERGY CORP | CL A | 268785102 | 380 | 73,374 | SH | OTR | 2 | 0 | 0 | 73,374 | ||
| EPAM SYS INC | COM | 29414B104 | 1,077 | 16,745 | SH | DFND | 16,745 | 0 | 0 | |||
| EPIQ SYS INC | COM | 26882D109 | 201 | 13,799 | SH | DFND | 13,799 | 0 | 0 | |||
| EPLUS INC | COM | 294268107 | 2,422 | 29,610 | SH | DFND | 29,610 | 0 | 0 | |||
| EPR PPTYS | COM SH BEN INT | 26884U109 | 4,246 | 52,622 | SH | DFND | 51,022 | 0 | 1,600 | |||
| EPR PPTYS | COM SH BEN INT | 26884U109 | 876 | 10,859 | SH | OTR | 2 | 0 | 0 | 10,859 | ||
| EQT CORP | COM | 26884L109 | 16,765 | 216,516 | SH | DFND | 216,516 | 0 | 0 | |||
| EQUIFAX INC | COM | 294429105 | 129,533 | 1,008,826 | SH | DFND | 894,901 | 0 | 113,925 | |||
| EQUIFAX INC | COM | 294429105 | 885 | 6,894 | SH | OTR | 2 | 0 | 0 | 6,894 | ||
| EQUINIX INC | COM PAR $0.001 | 29444U700 | 34,386 | 88,685 | SH | DFND | 71,018 | 0 | 17,667 | |||
| EQUITY COMWLTH | COM SH BEN INT | 294628102 | 2,575 | 88,405 | SH | DFND | 88,405 | 0 | 0 | |||
| EQUITY COMWLTH | COM SH BEN INT | 294628102 | 2,265 | 77,772 | SH | OTR | 2 | 0 | 0 | 77,772 | ||
| EQUITY LIFESTYLE PPTYS INC | COM | 29472R108 | 5,543 | 69,244 | SH | DFND | 69,244 | 0 | 0 | |||
| EQUITY ONE | COM | 294752100 | 3,003 | 93,322 | SH | DFND | 93,322 | 0 | 0 | |||
| EQUITY ONE | COM | 294752100 | 867 | 26,933 | SH | OTR | 2 | 0 | 0 | 26,933 | ||
| EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 40,518 | 588,234 | SH | DFND | 448,942 | 0 | 139,292 | |||
| EQUITY RESIDENTIAL | SH BEN INT | 29476L107 | 1,579 | 22,931 | SH | OTR | 2 | 0 | 0 | 22,931 | ||
| ERIE INDTY CO | CL A | 29530P102 | 1,866 | 18,780 | SH | DFND | 16,122 | 0 | 2,658 | |||
| ESSENT GROUP LTD | COM | G3198U102 | 504 | 23,123 | SH | DFND | 23,123 | 0 | 0 | |||
| ESSEX PPTY TR INC | COM | 297178105 | 9,791 | 42,927 | SH | DFND | 40,327 | 0 | 2,600 | |||
| ESTERLINE TECHNOLOGIES CORP | COM | 297425100 | 15,908 | 256,413 | SH | DFND | 193,990 | 0 | 62,423 | |||
| ESTERLINE TECHNOLOGIES CORP | COM | 297425100 | 146 | 2,347 | SH | OTR | 2 | 0 | 0 | 2,347 | ||
| ETHAN ALLEN INTERIORS INC | COM | 297602104 | 1,523 | 46,089 | SH | DFND | 46,089 | 0 | 0 | |||
| ETHAN ALLEN INTERIORS INC | COM | 297602104 | 79 | 2,392 | SH | OTR | 2 | 0 | 0 | 2,392 | ||
| EURONAV NV ANTWERPEN | SHS | B38564108 | 150 | 16,406 | SH | DFND | 16,406 | 0 | 0 | |||
| EURONET WORLDWIDE INC | COM | 298736109 | 1,494 | 21,591 | SH | DFND | 21,591 | 0 | 0 | |||
| EVERBANK FINL CORP | COM | 29977G102 | 364 | 24,494 | SH | DFND | 24,494 | 0 | 0 | |||
| EVERCORE PARTNERS INC | CLASS A | 29977A105 | 255 | 5,772 | SH | DFND | 5,772 | 0 | 0 | |||
| EVEREST RE GROUP LTD | COM | G3223R108 | 156,511 | 856,796 | SH | DFND | 700,352 | 0 | 156,444 | |||
| EVEREST RE GROUP LTD | COM | G3223R108 | 5,749 | 31,473 | SH | OTR | 2 | 0 | 0 | 31,473 | ||
| EVERI HLDGS INC | COM | 30034T103 | 518 | 450,116 | SH | DFND | 362,028 | 0 | 88,088 | |||
| EVERI HLDGS INC | COM | 30034T103 | 216 | 188,063 | SH | OTR | 2 | 0 | 0 | 188,063 | ||
| EVERSOURCE ENERGY | COM | 30040W108 | 19,641 | 327,899 | SH | DFND | 233,266 | 0 | 94,633 | |||
| EVERTEC INC | COM | 30040P103 | 272 | 17,499 | SH | OTR | 2 | 0 | 0 | 17,499 | ||
| EVERTEC INC | COM | 30040P103 | 1,565 | 100,721 | SH | DFND | 81,399 | 0 | 19,322 | |||
| EVERYDAY HEALTH INC | COM | 300415106 | 168 | 21,383 | SH | OTR | 2 | 0 | 0 | 21,383 | ||
| EVERYDAY HEALTH INC | COM | 300415106 | 1,104 | 140,047 | SH | DFND | 104,110 | 0 | 35,937 | |||
| EXACTECH INC | COM | 30064E109 | 271 | 10,127 | SH | DFND | 10,127 | 0 | 0 | |||
| EXACTECH INC | COM | 30064E109 | 11 | 395 | SH | OTR | 2 | 0 | 0 | 395 | ||
| EXAR CORP | COM | 300645108 | 317 | 39,320 | SH | DFND | 30,167 | 0 | 9,153 | |||
| EXAR CORP | COM | 300645108 | 32 | 4,011 | SH | OTR | 2 | 0 | 0 | 4,011 | ||
| EXELIXIS INC | COM | 30161Q104 | 1,937 | 247,978 | SH | DFND | 247,978 | 0 | 0 | |||
| EXELON CORP | COM | 30161N101 | 197,072 | 5,420,020 | SH | DFND | 4,218,125 | 0 | 1,201,895 | |||
| EXELON CORP | COM | 30161N101 | 189 | 5,203 | SH | OTR | 2 | 0 | 0 | 5,203 | ||
| EXLSERVICE HOLDINGS INC | COM | 302081104 | 4,856 | 92,650 | SH | DFND | 92,650 | 0 | 0 | |||
| EXLSERVICE HOLDINGS INC | COM | 302081104 | 164 | 3,130 | SH | OTR | 2 | 0 | 0 | 3,130 | ||
| EXPEDIA INC DEL | COM NEW | 30212P303 | 35,812 | 336,899 | SH | DFND | 273,042 | 0 | 63,857 | |||
| EXPEDITORS INTL WASH INC | COM | 302130109 | 23,549 | 480,195 | SH | DFND | 300,024 | 0 | 180,171 | |||
| EXPONENT INC | COM | 30214U102 | 1,108 | 18,971 | SH | DFND | 18,971 | 0 | 0 | |||
| EXPRESS INC | COM | 30219E103 | 4,704 | 324,204 | SH | DFND | 308,669 | 0 | 15,535 | |||
| EXPRESS INC | COM | 30219E103 | 855 | 58,895 | SH | OTR | 2 | 0 | 0 | 58,895 | ||
| EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 49,693 | 655,584 | SH | DFND | 415,295 | 0 | 240,289 | |||
| EXPRESS SCRIPTS HLDG CO | COM | 30219G108 | 137 | 1,806 | SH | OTR | 2 | 0 | 0 | 1,806 | ||
| EXTERRAN CORP | COM | 30227H106 | 513 | 39,934 | SH | DFND | 39,934 | 0 | 0 | |||
| EXTRA SPACE STORAGE INC | COM | 30225T102 | 8,408 | 90,853 | SH | DFND | 88,270 | 0 | 2,583 | |||
| EXTREME NETWORKS INC | COM | 30226D106 | 2,163 | 638,197 | SH | DFND | 588,398 | 0 | 49,799 | |||
| EXTREME NETWORKS INC | COM | 30226D106 | 67 | 19,764 | SH | OTR | 2 | 0 | 0 | 19,764 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 4,494 | 47,941 | SH | OTR | 2 | 0 | 0 | 47,941 | ||
| EXXON MOBIL CORP | COM | 30231G102 | 253,641 | 2,705,790 | SH | DFND | 2,083,066 | 0 | 622,724 | |||
| F5 NETWORKS INC | COM | 315616102 | 41,271 | 362,533 | SH | DFND | 234,076 | 0 | 128,457 | |||
| FABRINET | SHS | G3323L100 | 2,964 | 79,862 | SH | DFND | 79,862 | 0 | 0 | |||
| FACEBOOK INC | CL A | 30303M102 | 320,985 | 2,808,756 | SH | DFND | 2,089,740 | 0 | 719,016 | |||
| FACEBOOK INC | CL A | 30303M102 | 4,571 | 39,994 | SH | OTR | 2 | 0 | 0 | 39,994 | ||
| FACTSET RESH SYS INC | COM | 303075105 | 24,371 | 150,976 | SH | DFND | 147,818 | 0 | 3,158 | |||
| FAIR ISAAC CORP | COM | 303250104 | 30,470 | 269,625 | SH | DFND | 269,625 | 0 | 0 | |||
| FAIR ISAAC CORP | COM | 303250104 | 16 | 138 | SH | OTR | 2 | 0 | 0 | 138 | ||
| FAIRCHILD SEMICONDUCTOR INTL | COM | 303726103 | 2,382 | 120,016 | SH | DFND | 108,717 | 0 | 11,299 | |||
| FAIRCHILD SEMICONDUCTOR INTL | COM | 303726103 | 448 | 22,569 | SH | OTR | 2 | 0 | 0 | 22,569 | ||
| FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 1,064 | 72,455 | SH | DFND | 66,769 | 0 | 5,686 | |||
| FAIRPOINT COMMUNICATIONS INC | COM NEW | 305560302 | 5 | 366 | SH | OTR | 2 | 0 | 0 | 366 | ||
| FARMER BROS CO | COM | 307675108 | 213 | 6,639 | SH | DFND | 6,639 | 0 | 0 | |||
| FARMER BROS CO | COM | 307675108 | 11 | 329 | SH | OTR | 2 | 0 | 0 | 329 | ||
| FASTENAL CO | COM | 311900104 | 9,528 | 214,638 | SH | DFND | 128,016 | 0 | 86,622 | |||
| FBL FINL GROUP INC | CL A | 30239F106 | 2,504 | 41,277 | SH | DFND | 41,277 | 0 | 0 | |||
| FBL FINL GROUP INC | CL A | 30239F106 | 480 | 7,917 | SH | OTR | 2 | 0 | 0 | 7,917 | ||
| FCB FINL HLDGS INC | CL A | 30255G103 | 1,067 | 31,390 | SH | DFND | 31,390 | 0 | 0 | |||
| FEDERAL AGRIC MTG CORP | CL C | 313148306 | 3,032 | 87,073 | SH | DFND | 77,890 | 0 | 9,183 | |||
| FEDERAL AGRIC MTG CORP | CL C | 313148306 | 515 | 14,802 | SH | OTR | 2 | 0 | 0 | 14,802 | ||
| FEDERAL REALTY INVT TR | SH BEN INT NEW | 313747206 | 6,612 | 39,938 | SH | DFND | 39,938 | 0 | 0 | |||
| FEDERAL SIGNAL CORP | COM | 313855108 | 2,569 | 199,490 | SH | DFND | 199,490 | 0 | 0 | |||
| FEDERAL SIGNAL CORP | COM | 313855108 | 111 | 8,594 | SH | OTR | 2 | 0 | 0 | 8,594 | ||
| FEDERATED INVS INC PA | CL B | 314211103 | 253 | 8,791 | SH | DFND | 8,791 | 0 | 0 | |||
| FEDERATED NATL HLDG CO | COM | 31422T101 | 2,575 | 135,236 | SH | DFND | 121,076 | 0 | 14,160 | |||
| FEDERATED NATL HLDG CO | COM | 31422T101 | 133 | 6,972 | SH | OTR | 2 | 0 | 0 | 6,972 | ||
| FEDEX CORP | COM | 31428X106 | 25,924 | 170,803 | SH | DFND | 142,331 | 0 | 28,472 | |||
| FEI CO | COM | 30241L109 | 605 | 5,659 | SH | DFND | 5,659 | 0 | 0 | |||
| FEI CO | COM | 30241L109 | 53 | 500 | SH | OTR | 2 | 0 | 0 | 500 | ||
| FELCOR LODGING TR INC | COM | 31430F101 | 1,781 | 285,945 | SH | DFND | 268,237 | 0 | 17,708 | |||
| FERRARI N V | COM | N3167Y103 | 8,971 | 220,320 | SH | DFND | 167,749 | 0 | 52,571 | |||
| FERRO CORP | COM | 315405100 | 139 | 10,379 | SH | DFND | 10,379 | 0 | 0 | |||
| FERROGLOBE PLC | SHS | G33856108 | 172 | 19,988 | SH | DFND | 11,900 | 0 | 8,088 | |||
| FERROGLOBE PLC | SHS | G33856108 | 21 | 2,400 | SH | OTR | 2 | 0 | 0 | 2,400 | ||
| FIAT CHRYSLER AUTOMOBILES N | SHS | N31738102 | 66,841 | 10,949,196 | SH | DFND | 9,243,353 | 0 | 1,705,843 | |||
| FIBRIA CELULOSE S A | SP ADR REP COM | 31573A109 | 151 | 22,313 | SH | DFND | 3,854 | 0 | 18,459 | |||
| FIDELITY NATIONAL FINANCIAL | FNF GROUP COM | 31620R303 | 3,498 | 93,271 | SH | DFND | 78,450 | 0 | 14,821 | |||
| FIDELITY NATIONAL FINANCIAL | FNFV GROUP COM | 31620R402 | 342 | 29,794 | SH | DFND | 29,794 | 0 | 0 | |||
| FIDELITY NATL INFORMATION SV | COM | 31620M106 | 17,630 | 239,274 | SH | DFND | 239,274 | 0 | 0 | |||
| FIDELITY SOUTHERN CORP NEW | COM | 316394105 | 1,495 | 95,429 | SH | DFND | 95,429 | 0 | 0 | |||
| FIDELITY SOUTHERN CORP NEW | COM | 316394105 | 380 | 24,257 | SH | OTR | 2 | 0 | 0 | 24,257 | ||
| FIESTA RESTAURANT GROUP INC | COM | 31660B101 | 595 | 27,263 | SH | DFND | 27,263 | 0 | 0 | |||
| FIFTH THIRD BANCORP | COM | 316773100 | 29,251 | 1,662,958 | SH | DFND | 1,527,356 | 0 | 135,602 | |||
| FINANCIAL INSTNS INC | COM | 317585404 | 285 | 10,935 | SH | DFND | 10,935 | 0 | 0 | |||
| FINANCIAL INSTNS INC | COM | 317585404 | 70 | 2,674 | SH | OTR | 2 | 0 | 0 | 2,674 | ||
| FINISAR CORP | COM NEW | 31787A507 | 2,715 | 155,079 | SH | DFND | 155,079 | 0 | 0 | |||
| FINISAR CORP | COM NEW | 31787A507 | 52 | 2,961 | SH | OTR | 2 | 0 | 0 | 2,961 | ||
| FIRST AMERN FINL CORP | COM | 31847R102 | 40 | 1,000 | SH | OTR | 2 | 0 | 0 | 1,000 | ||
| FIRST AMERN FINL CORP | COM | 31847R102 | 18,412 | 457,791 | SH | DFND | 457,791 | 0 | 0 | |||
| FIRST BANCORP P R | COM NEW | 318672706 | 101 | 25,512 | SH | OTR | 2 | 0 | 0 | 25,512 | ||
| FIRST BANCORP P R | COM NEW | 318672706 | 1,960 | 493,693 | SH | DFND | 450,567 | 0 | 43,126 | |||
| FIRST BUSEY CORP | COM NEW | 319383204 | 663 | 31,007 | SH | DFND | 31,007 | 0 | 0 | |||
| FIRST BUSEY CORP | COM NEW | 319383204 | 62 | 2,883 | SH | OTR | 2 | 0 | 0 | 2,883 | ||
| FIRST COMWLTH FINL CORP PA | COM | 319829107 | 2,617 | 284,436 | SH | DFND | 284,436 | 0 | 0 | |||
| FIRST CTZNS BANCSHARES INC N | CL A | 31946M103 | 3,645 | 14,077 | SH | DFND | 13,577 | 0 | 500 | |||
| FIRST CTZNS BANCSHARES INC N | CL A | 31946M103 | 317 | 1,225 | SH | OTR | 2 | 0 | 0 | 1,225 | ||
| FIRST DEFIANCE FINL CORP | COM | 32006W106 | 1,992 | 51,278 | SH | DFND | 51,278 | 0 | 0 | |||
| FIRST DEFIANCE FINL CORP | COM | 32006W106 | 1,308 | 33,660 | SH | OTR | 2 | 0 | 0 | 33,660 | ||
| FIRST FINL BANCORP OH | COM | 320209109 | 164 | 8,424 | SH | OTR | 2 | 0 | 0 | 8,424 | ||
| FIRST FINL BANCORP OH | COM | 320209109 | 2,864 | 147,245 | SH | DFND | 136,279 | 0 | 10,966 | |||
| FIRST FINL BANKSHARES | COM | 32020R109 | 356 | 10,859 | SH | DFND | 10,859 | 0 | 0 | |||
| FIRST FINL CORP IND | COM | 320218100 | 91 | 2,489 | SH | OTR | 2 | 0 | 0 | 2,489 | ||
| FIRST FINL CORP IND | COM | 320218100 | 259 | 7,076 | SH | DFND | 7,076 | 0 | 0 | |||
| FIRST HORIZON NATL CORP | COM | 320517105 | 201 | 14,599 | SH | DFND | 14,599 | 0 | 0 | |||
| FIRST INDUSTRIAL REALTY TRUS | COM | 32054K103 | 6,534 | 234,861 | SH | DFND | 227,470 | 0 | 7,391 | |||
| FIRST INDUSTRIAL REALTY TRUS | COM | 32054K103 | 1,760 | 63,263 | SH | OTR | 2 | 0 | 0 | 63,263 | ||
| FIRST INTST BANCSYSTEM INC | COM CL A | 32055Y201 | 9,462 | 336,714 | SH | DFND | 289,036 | 0 | 47,678 | |||
| FIRST INTST BANCSYSTEM INC | COM CL A | 32055Y201 | 2,072 | 73,719 | SH | OTR | 2 | 0 | 0 | 73,719 | ||
| FIRST MERCHANTS CORP | COM | 320817109 | 2,256 | 90,508 | SH | DFND | 87,344 | 0 | 3,164 | |||
| FIRST MIDWEST BANCORP DEL | COM | 320867104 | 2,474 | 140,913 | SH | DFND | 136,194 | 0 | 4,719 | |||
| FIRST NBC BK HLDG CO | COM | 32115D106 | 291 | 17,308 | SH | OTR | 2 | 0 | 0 | 17,308 | ||
| FIRST NBC BK HLDG CO | COM | 32115D106 | 2,372 | 141,272 | SH | DFND | 131,812 | 0 | 9,460 | |||
| FIRST NIAGARA FINL GP INC | COM | 33582V108 | 530 | 54,447 | SH | OTR | 2 | 0 | 0 | 54,447 | ||
| FIRST NIAGARA FINL GP INC | COM | 33582V108 | 109 | 11,230 | SH | DFND | 11,230 | 0 | 0 | |||
| FIRST POTOMAC RLTY TR | COM | 33610F109 | 1,798 | 195,395 | SH | DFND | 179,268 | 0 | 16,127 | |||
| FIRST POTOMAC RLTY TR | COM | 33610F109 | 231 | 25,160 | SH | OTR | 2 | 0 | 0 | 25,160 | ||
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 3,159 | 45,135 | SH | DFND | 40,042 | 0 | 5,093 | |||
| FIRST REP BK SAN FRANCISCO C | COM | 33616C100 | 1,438 | 20,547 | SH | OTR | 2 | 0 | 0 | 20,547 | ||
| FIRST SOLAR INC | COM | 336433107 | 99,313 | 2,048,542 | SH | DFND | 1,812,737 | 0 | 235,805 | |||
| FIRST SOLAR INC | COM | 336433107 | 3,951 | 81,491 | SH | OTR | 2 | 0 | 0 | 81,491 | ||
| FIRSTENERGY CORP | COM | 337932107 | 322,296 | 9,232,196 | SH | DFND | 7,635,320 | 0 | 1,596,876 | |||
| FIRSTENERGY CORP | COM | 337932107 | 5,295 | 151,673 | SH | OTR | 2 | 0 | 0 | 151,673 | ||
| FIRSTMERIT CORP | COM | 337915102 | 671 | 33,084 | SH | OTR | 2 | 0 | 0 | 33,084 | ||
| FIRSTMERIT CORP | COM | 337915102 | 3,812 | 188,055 | SH | DFND | 169,849 | 0 | 18,206 | |||
| FIRSTSERVICE CORP NEW | SUB VTG SH | 33767E103 | 806 | 17,718 | SH | DFND | 5,016 | 0 | 12,702 | |||
| FISERV INC | COM | 337738108 | 91,158 | 838,388 | SH | DFND | 764,543 | 0 | 73,845 | |||
| FIVE BELOW INC | COM | 33829M101 | 793 | 17,079 | SH | DFND | 17,079 | 0 | 0 | |||
| FIVE PRIME THERAPEUTICS INC | COM | 33830X104 | 4,725 | 114,258 | SH | DFND | 100,945 | 0 | 13,313 | |||
| FIVE PRIME THERAPEUTICS INC | COM | 33830X104 | 242 | 5,864 | SH | OTR | 2 | 0 | 0 | 5,864 | ||
| FIVE9 INC | COM | 338307101 | 554 | 46,524 | SH | DFND | 46,524 | 0 | 0 | |||
| FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 4,334 | 177,556 | SH | DFND | 175,893 | 0 | 1,663 | |||
| FLAGSTAR BANCORP INC | COM PAR .001 | 337930705 | 663 | 27,156 | SH | OTR | 2 | 0 | 0 | 27,156 | ||
| FLEETCOR TECHNOLOGIES INC | COM | 339041105 | 247 | 1,727 | SH | DFND | 1,727 | 0 | 0 | |||
| FLEETMATICS GROUP PLC | COM | G35569105 | 2,543 | 58,684 | SH | DFND | 42,056 | 0 | 16,628 | |||
| FLEETMATICS GROUP PLC | COM | G35569105 | 250 | 5,768 | SH | OTR | 2 | 0 | 0 | 5,768 | ||
| FLEXSTEEL INDS INC | COM | 339382103 | 621 | 15,677 | SH | DFND | 15,677 | 0 | 0 | |||
| FLEXSTEEL INDS INC | COM | 339382103 | 52 | 1,301 | SH | OTR | 2 | 0 | 0 | 1,301 | ||
| FLEXTRONICS INTL LTD | ORD | Y2573F102 | 83,275 | 7,057,171 | SH | DFND | 6,838,025 | 0 | 219,146 | |||
| FLIR SYS INC | COM | 302445101 | 2,692 | 86,967 | SH | DFND | 80,328 | 0 | 6,639 | |||
| FLOWERS FOODS INC | COM | 343498101 | 3,742 | 199,597 | SH | DFND | 164,417 | 0 | 35,180 | |||
| FLOWSERVE CORP | COM | 34354P105 | 791 | 17,503 | SH | DFND | 17,503 | 0 | 0 | |||
| FLUIDIGM CORP DEL | COM | 34385P108 | 227 | 25,187 | SH | DFND | 25,187 | 0 | 0 | |||
| FLUOR CORP NEW | COM | 343412102 | 21,145 | 429,070 | SH | DFND | 348,775 | 0 | 80,295 | |||
| FLUSHING FINL CORP | COM | 343873105 | 1,064 | 53,522 | SH | DFND | 53,522 | 0 | 0 | |||
| FLUSHING FINL CORP | COM | 343873105 | 563 | 28,307 | SH | OTR | 2 | 0 | 0 | 28,307 | ||
| FMC TECHNOLOGIES INC | COM | 30249U101 | 13,331 | 499,843 | SH | DFND | 286,887 | 0 | 212,956 | |||
| FNB CORP PA | COM | 302520101 | 541 | 43,120 | SH | DFND | 43,120 | 0 | 0 | |||
| FOMENTO ECONOMICO MEXICANO S | SPON ADR UNITS | 344419106 | 47,708 | 515,813 | SH | DFND | 340,194 | 0 | 175,619 | |||
| FOOT LOCKER INC | COM | 344849104 | 95,679 | 1,744,050 | SH | DFND | 1,513,569 | 0 | 230,481 | |||
| FOOT LOCKER INC | COM | 344849104 | 128 | 2,329 | SH | OTR | 2 | 0 | 0 | 2,329 | ||
| FORD MTR CO DEL | COM PAR $0.01 | 345370860 | 2,463 | 195,978 | SH | DFND | 195,978 | 0 | 0 | |||
| FOREST CITY RLTY TR INC | COM CL A | 345605109 | 125 | 5,597 | SH | DFND | 5,597 | 0 | 0 | |||
| FOREST CITY RLTY TR INC | COM CL A | 345605109 | 637 | 28,566 | SH | OTR | 2 | 0 | 0 | 28,566 | ||
| FORMFACTOR INC | COM | 346375108 | 1,129 | 125,600 | SH | DFND | 125,600 | 0 | 0 | |||
| FORTINET INC | COM | 34959E109 | 22,767 | 720,707 | SH | DFND | 656,203 | 0 | 64,504 | |||
| FORTUNA SILVER MINES INC | COM | 349915108 | 376 | 54,087 | SH | DFND | 7,708 | 0 | 46,379 | |||
| FORTUNE BRANDS HOME & SEC IN | COM | 34964C106 | 3,616 | 62,375 | SH | DFND | 58,532 | 0 | 3,843 | |||
| FOSSIL GROUP INC | COM | 34988V106 | 2,705 | 94,816 | SH | DFND | 62,665 | 0 | 32,151 | |||
| FOSSIL GROUP INC | COM | 34988V106 | 107 | 3,766 | SH | OTR | 2 | 0 | 0 | 3,766 | ||
| FOSTER L B CO | COM | 350060109 | 770 | 70,684 | SH | DFND | 63,859 | 0 | 6,825 | |||
| FOSTER L B CO | COM | 350060109 | 145 | 13,317 | SH | OTR | 2 | 0 | 0 | 13,317 | ||
| FOUR CORNERS PPTY TR INC | COM | 35086T109 | 729 | 35,389 | SH | DFND | 25,789 | 0 | 9,600 | |||
| FOUR CORNERS PPTY TR INC | COM | 35086T109 | 12 | 563 | SH | OTR | 2 | 0 | 0 | 563 | ||
| FRANCESCAS HLDGS CORP | COM | 351793104 | 2,685 | 242,996 | SH | DFND | 229,660 | 0 | 13,336 | |||
| FRANCESCAS HLDGS CORP | COM | 351793104 | 141 | 12,775 | SH | OTR | 2 | 0 | 0 | 12,775 | ||
| FRANCO NEVADA CORP | COM | 351858105 | 46,399 | 613,376 | SH | DFND | 441,802 | 0 | 171,574 | |||
| FRANKLIN RES INC | COM | 354613101 | 18,267 | 547,394 | SH | DFND | 428,890 | 0 | 118,504 | |||
| FRANKLIN STREET PPTYS CORP | COM | 35471R106 | 1,849 | 150,681 | SH | DFND | 134,455 | 0 | 16,226 | |||
| FRANKLIN STREET PPTYS CORP | COM | 35471R106 | 735 | 59,942 | SH | OTR | 2 | 0 | 0 | 59,942 | ||
| FRANKS INTL N V | COM | N33462107 | 1,506 | 103,056 | SH | DFND | 103,056 | 0 | 0 | |||
| FRANKS INTL N V | COM | N33462107 | 207 | 14,183 | SH | OTR | 2 | 0 | 0 | 14,183 | ||
| FREDS INC | CL A | 356108100 | 708 | 43,961 | SH | DFND | 43,961 | 0 | 0 | |||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 19,364 | 1,738,228 | SH | DFND | 1,288,969 | 0 | 449,259 | |||
| FREEPORT-MCMORAN INC | CL B | 35671D857 | 33 | 3,000 | SH | OTR | 2 | 0 | 0 | 3,000 | ||
| FREIGHTCAR AMER INC | COM | 357023100 | 1,603 | 114,102 | SH | DFND | 105,843 | 0 | 8,259 | |||
| FREIGHTCAR AMER INC | COM | 357023100 | 17 | 1,187 | SH | OTR | 2 | 0 | 0 | 1,187 | ||
| FRESH DEL MONTE PRODUCE INC | ORD | G36738105 | 14,306 | 262,824 | SH | DFND | 221,614 | 0 | 41,210 | |||
| FRESH DEL MONTE PRODUCE INC | ORD | G36738105 | 4,393 | 80,716 | SH | OTR | 2 | 0 | 0 | 80,716 | ||
| FTD COS INC | COM | 30281V108 | 243 | 9,743 | SH | DFND | 9,743 | 0 | 0 | |||
| FTI CONSULTING INC | COM | 302941109 | 1,377 | 33,857 | SH | DFND | 12,034 | 0 | 21,823 | |||
| FULTON FINL CORP PA | COM | 360271100 | 20,752 | 1,537,159 | SH | DFND | 1,468,562 | 0 | 68,597 | |||
| FULTON FINL CORP PA | COM | 360271100 | 534 | 39,521 | SH | OTR | 2 | 0 | 0 | 39,521 | ||
| FUTUREFUEL CORPORATION | COM | 36116M106 | 527 | 48,394 | SH | OTR | 2 | 0 | 0 | 48,394 | ||
| FUTUREFUEL CORPORATION | COM | 36116M106 | 1,494 | 137,327 | SH | DFND | 116,776 | 0 | 20,551 | |||
| G & K SVCS INC | CL A | 361268105 | 42 | 552 | SH | OTR | 2 | 0 | 0 | 552 | ||
| G & K SVCS INC | CL A | 361268105 | 3,611 | 47,161 | SH | DFND | 39,523 | 0 | 7,638 | |||
| GAIN CAP HLDGS INC | COM | 36268W100 | 166 | 26,214 | SH | DFND | 26,214 | 0 | 0 | |||
| GALLAGHER ARTHUR J & CO | COM | 363576109 | 4,689 | 98,499 | SH | DFND | 90,499 | 0 | 8,000 | |||
| GAMCO INVESTORS INC | CL A COM | 361438104 | 344 | 10,493 | SH | DFND | 9,753 | 0 | 740 | |||
| GAMCO INVESTORS INC | CL A COM | 361438104 | 68 | 2,061 | SH | OTR | 2 | 0 | 0 | 2,061 | ||
| GAMESTOP CORP NEW | CL A | 36467W109 | 42,064 | 1,582,528 | SH | DFND | 1,432,132 | 0 | 150,396 | |||
| GAMESTOP CORP NEW | CL A | 36467W109 | 83 | 3,105 | SH | OTR | 2 | 0 | 0 | 3,105 | ||
| GAMING & LEISURE PPTYS INC | COM | 36467J108 | 89 | 2,589 | SH | DFND | 2,589 | 0 | 0 | |||
| GAMING & LEISURE PPTYS INC | COM | 36467J108 | 411 | 11,906 | SH | OTR | 2 | 0 | 0 | 11,906 | ||
| GANNETT CO INC | COM | 36473H104 | 796 | 57,630 | SH | OTR | 2 | 0 | 0 | 57,630 | ||
| GANNETT CO INC | COM | 36473H104 | 23,276 | 1,685,432 | SH | DFND | 1,466,050 | 0 | 219,382 | |||
| GAP INC DEL | COM | 364760108 | 15,684 | 739,093 | SH | DFND | 331,155 | 0 | 407,938 | |||
| GARMIN LTD | SHS | H2906T109 | 618 | 14,578 | SH | DFND | 6,127 | 0 | 8,451 | |||
| GARTNER INC | COM | 366651107 | 12,941 | 132,853 | SH | DFND | 113,858 | 0 | 18,995 | |||
| GATX CORP | COM | 361448103 | 8,334 | 189,540 | SH | DFND | 189,540 | 0 | 0 | |||
| GAZIT GLOBE LTD | SHS | M4793C102 | 823 | 92,167 | SH | DFND | 44,485 | 0 | 47,682 | |||
| GCP APPLIED TECHNOLOGIES INC | COM | 36164Y101 | 3,618 | 138,934 | SH | DFND | 129,763 | 0 | 9,171 | |||
| GCP APPLIED TECHNOLOGIES INC | COM | 36164Y101 | 338 | 12,998 | SH | OTR | 2 | 0 | 0 | 12,998 | ||
| GENER8 MARITIME INC | COM | Y26889108 | 1,976 | 308,817 | SH | DFND | 286,239 | 0 | 22,578 | |||
| GENER8 MARITIME INC | COM | Y26889108 | 417 | 65,230 | SH | OTR | 2 | 0 | 0 | 65,230 | ||
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 2,914 | 229,262 | SH | DFND | 194,941 | 0 | 34,321 | |||
| GENERAL CABLE CORP DEL NEW | COM | 369300108 | 318 | 24,987 | SH | OTR | 2 | 0 | 0 | 24,987 | ||
| GENERAL COMMUNICATION INC | CL A | 369385109 | 1,611 | 101,943 | SH | DFND | 101,943 | 0 | 0 | |||
| GENERAL DYNAMICS CORP | COM | 369550108 | 1,932 | 13,873 | SH | OTR | 2 | 0 | 0 | 13,873 | ||
| GENERAL DYNAMICS CORP | COM | 369550108 | 248,775 | 1,786,661 | SH | DFND | 1,579,254 | 0 | 207,407 | |||
| GENERAL ELECTRIC CO | COM | 369604103 | 134,448 | 4,270,888 | SH | DFND | 3,232,394 | 0 | 1,038,494 | |||
| GENERAL ELECTRIC CO | COM | 369604103 | 2,764 | 87,816 | SH | OTR | 2 | 0 | 0 | 87,816 | ||
| GENERAL GROWTH PPTYS INC NEW | COM | 370023103 | 14,904 | 499,799 | SH | DFND | 460,816 | 0 | 38,983 | |||
| GENERAL MLS INC | COM | 370334104 | 185,913 | 2,606,744 | SH | DFND | 1,867,137 | 0 | 739,607 | |||
| GENERAL MLS INC | COM | 370334104 | 2,055 | 28,810 | SH | OTR | 2 | 0 | 0 | 28,810 | ||
| GENERAL MTRS CO | COM | 37045V100 | 175,078 | 6,186,501 | SH | DFND | 4,952,828 | 0 | 1,233,673 | |||
| GENERAL MTRS CO | COM | 37045V100 | 1,890 | 66,795 | SH | OTR | 2 | 0 | 0 | 66,795 | ||
| GENESCO INC | COM | 371532102 | 349 | 5,421 | SH | DFND | 5,421 | 0 | 0 | |||
| GENOMIC HEALTH INC | COM | 37244C101 | 270 | 10,423 | SH | DFND | 10,423 | 0 | 0 | |||
| GENPACT LIMITED | SHS | G3922B107 | 42,899 | 1,598,336 | SH | DFND | 1,598,336 | 0 | 0 | |||
| GENPACT LIMITED | SHS | G3922B107 | 1,155 | 43,021 | SH | OTR | 2 | 0 | 0 | 43,021 | ||
| GENTEX CORP | COM | 371901109 | 531 | 34,356 | SH | DFND | 34,356 | 0 | 0 | |||
| GENUINE PARTS CO | COM | 372460105 | 9,718 | 95,980 | SH | DFND | 40,284 | 0 | 55,696 | |||
| GENWORTH FINL INC | COM CL A | 37247D106 | 153 | 59,419 | SH | DFND | 59,419 | 0 | 0 | |||
| GEO GROUP INC NEW | COM | 36162J106 | 6,479 | 189,568 | SH | DFND | 150,427 | 0 | 39,141 | |||
| GEO GROUP INC NEW | COM | 36162J106 | 707 | 20,674 | SH | OTR | 2 | 0 | 0 | 20,674 | ||
| GERDAU S A | SPON ADR REP PFD | 373737105 | 61 | 33,362 | SH | DFND | 33,362 | 0 | 0 | |||
| GETTY RLTY CORP NEW | COM | 374297109 | 138 | 6,451 | SH | DFND | 6,451 | 0 | 0 | |||
| GETTY RLTY CORP NEW | COM | 374297109 | 73 | 3,411 | SH | OTR | 2 | 0 | 0 | 3,411 | ||
| GIBRALTAR INDS INC | COM | 374689107 | 6,068 | 192,219 | SH | DFND | 180,251 | 0 | 11,968 | |||
| GIBRALTAR INDS INC | COM | 374689107 | 446 | 14,112 | SH | OTR | 2 | 0 | 0 | 14,112 | ||
| GIGAMON INC | COM | 37518B102 | 3,166 | 84,687 | SH | DFND | 66,182 | 0 | 18,505 | |||
| GIGAMON INC | COM | 37518B102 | 176 | 4,718 | SH | OTR | 2 | 0 | 0 | 4,718 | ||
| GIGPEAK INC | COM | 37518Q109 | 530 | 270,178 | SH | DFND | 240,085 | 0 | 30,093 | |||
| GIGPEAK INC | COM | 37518Q109 | 26 | 13,141 | SH | OTR | 2 | 0 | 0 | 13,141 | ||
| GILDAN ACTIVEWEAR INC | COM | 375916103 | 3,589 | 123,172 | SH | DFND | 97,491 | 0 | 25,681 | |||
| GILEAD SCIENCES INC | COM | 375558103 | 235,417 | 2,822,067 | SH | DFND | 2,165,809 | 0 | 656,258 | |||
| GILEAD SCIENCES INC | COM | 375558103 | 2,392 | 28,675 | SH | OTR | 2 | 0 | 0 | 28,675 | ||
| GLADSTONE COML CORP | COM | 376536108 | 277 | 16,398 | SH | DFND | 16,398 | 0 | 0 | |||
| GLATFELTER | COM | 377316104 | 1,547 | 79,093 | SH | DFND | 79,093 | 0 | 0 | |||
| GLOBAL BRASS & COPPR HLDGS I | COM | 37953G103 | 5,823 | 213,382 | SH | DFND | 198,549 | 0 | 14,833 | |||
| GLOBAL BRASS & COPPR HLDGS I | COM | 37953G103 | 1,062 | 38,907 | SH | OTR | 2 | 0 | 0 | 38,907 | ||
| GLOBAL NET LEASE INC | COM | 379378102 | 885 | 111,264 | SH | DFND | 111,264 | 0 | 0 | |||
| GLOBAL PMTS INC | COM | 37940X102 | 39,657 | 555,578 | SH | DFND | 529,576 | 0 | 26,002 | |||
| GLOBALSTAR INC | COM | 378973408 | 400 | 330,630 | SH | DFND | 330,630 | 0 | 0 | |||
| GLOBUS MED INC | CL A | 379577208 | 149 | 6,252 | SH | OTR | 2 | 0 | 0 | 6,252 | ||
| GLOBUS MED INC | CL A | 379577208 | 1,958 | 82,169 | SH | DFND | 57,531 | 0 | 24,638 | |||
| GLU MOBILE INC | COM | 379890106 | 654 | 297,054 | SH | DFND | 297,054 | 0 | 0 | |||
| GNC HLDGS INC | COM CL A | 36191G107 | 12,864 | 529,594 | SH | DFND | 507,505 | 0 | 22,089 | |||
| GODADDY INC | CL A | 380237107 | 7,299 | 234,005 | SH | DFND | 234,005 | 0 | 0 | |||
| GOLD FIELDS LTD NEW | SPONSORED ADR | 38059T106 | 87,882 | 17,935,023 | SH | DFND | 10,298,154 | 0 | 7,636,869 | |||
| GOLD RESOURCE CORP | COM | 38068T105 | 354 | 98,532 | SH | DFND | 75,702 | 0 | 22,830 | |||
| GOLD RESOURCE CORP | COM | 38068T105 | 36 | 10,010 | SH | OTR | 2 | 0 | 0 | 10,010 | ||
| GOLDCORP INC NEW | COM | 380956409 | 87,055 | 4,573,444 | SH | DFND | 3,426,757 | 0 | 1,146,687 | |||
| GOLDMAN SACHS GROUP INC | COM | 38141G104 | 37,796 | 254,379 | SH | DFND | 254,379 | 0 | 0 | |||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | 104,061 | 4,055,394 | SH | DFND | 3,741,803 | 0 | 313,591 | |||
| GOODYEAR TIRE & RUBR CO | COM | 382550101 | 105 | 4,098 | SH | OTR | 2 | 0 | 0 | 4,098 | ||
| GOPRO INC | CL A | 38268T103 | 34,186 | 3,162,466 | SH | DFND | 2,729,247 | 0 | 433,219 | |||
| GOPRO INC | CL A | 38268T103 | 86 | 7,924 | SH | OTR | 2 | 0 | 0 | 7,924 | ||
| GOVERNMENT PPTYS INCOME TR | COM SHS BEN INT | 38376A103 | 940 | 40,750 | SH | DFND | 40,750 | 0 | 0 | |||
| GP STRATEGIES CORP | COM | 36225V104 | 250 | 11,508 | SH | DFND | 11,508 | 0 | 0 | |||
| GPO AEROPORTUARIO DEL PAC SA | SPON ADR B | 400506101 | 2,316 | 22,569 | SH | DFND | 5,097 | 0 | 17,472 | |||
| GRACE W R & CO DEL NEW | COM | 38388F108 | 26,371 | 360,214 | SH | DFND | 306,666 | 0 | 53,548 | |||
| GRACO INC | COM | 384109104 | 409 | 5,181 | SH | DFND | 412 | 0 | 4,769 | |||
| GRAHAM HLDGS CO | COM | 384637104 | 48,656 | 99,391 | SH | DFND | 94,980 | 0 | 4,411 | |||
| GRAHAM HLDGS CO | COM | 384637104 | 373 | 761 | SH | OTR | 2 | 0 | 0 | 761 | ||
| GRAINGER W W INC | COM | 384802104 | 20,370 | 89,636 | SH | DFND | 52,673 | 0 | 36,963 | |||
| GRAMERCY PPTY TR | COM | 385002100 | 4,627 | 501,820 | SH | DFND | 458,997 | 0 | 42,823 | |||
| GRAMERCY PPTY TR | COM | 385002100 | 819 | 88,810 | SH | OTR | 2 | 0 | 0 | 88,810 | ||
| GRAN TIERRA ENERGY INC | COM | 38500T101 | 550 | 162,772 | SH | DFND | 162,772 | 0 | 0 | |||
| GRANITE CONSTR INC | COM | 387328107 | 542 | 11,901 | SH | DFND | 11,901 | 0 | 0 | |||
| GRANITE REAL ESTATE INVT TR | UNIT 99/99/9999 | 387437114 | 490 | 16,418 | SH | DFND | 5,118 | 0 | 11,300 | |||
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 30,395 | 2,423,831 | SH | DFND | 2,378,075 | 0 | 45,756 | |||
| GRAPHIC PACKAGING HLDG CO | COM | 388689101 | 794 | 63,295 | SH | OTR | 2 | 0 | 0 | 63,295 | ||
| GRAY TELEVISION INC | COM | 389375106 | 1,813 | 167,095 | SH | DFND | 167,095 | 0 | 0 | |||
| GREAT PLAINS ENERGY INC | COM | 391164100 | 36,761 | 1,209,241 | SH | DFND | 1,209,241 | 0 | 0 | |||
| GREAT PLAINS ENERGY INC | COM | 391164100 | 3,685 | 121,216 | SH | OTR | 2 | 0 | 0 | 121,216 | ||
| GREAT SOUTHN BANCORP INC | COM | 390905107 | 1,147 | 31,036 | SH | DFND | 29,637 | 0 | 1,399 | |||
| GREAT SOUTHN BANCORP INC | COM | 390905107 | 144 | 3,897 | SH | OTR | 2 | 0 | 0 | 3,897 | ||
| GREAT WESTN BANCORP INC | COM | 391416104 | 5,020 | 159,157 | SH | DFND | 159,157 | 0 | 0 | |||
| GREAT WESTN BANCORP INC | COM | 391416104 | 35 | 1,125 | SH | OTR | 2 | 0 | 0 | 1,125 | ||
| GREATBATCH INC | COM | 39153L106 | 504 | 16,300 | SH | DFND | 16,300 | 0 | 0 | |||
| GREATBATCH INC | COM | 39153L106 | 51 | 1,641 | SH | OTR | 2 | 0 | 0 | 1,641 | ||
| GREEN DOT CORP | CL A | 39304D102 | 803 | 34,920 | SH | DFND | 34,920 | 0 | 0 | |||
| GREENBRIER COS INC | COM | 393657101 | 3,806 | 130,659 | SH | DFND | 127,200 | 0 | 3,459 | |||
| GREENBRIER COS INC | COM | 393657101 | 12 | 399 | SH | OTR | 2 | 0 | 0 | 399 | ||
| GREIF INC | CL A | 397624107 | 3,365 | 90,281 | SH | DFND | 54,630 | 0 | 35,651 | |||
| GREIF INC | CL A | 397624107 | 88 | 2,362 | SH | OTR | 2 | 0 | 0 | 2,362 | ||
| GRIFFON CORP | COM | 398433102 | 1,071 | 63,540 | SH | DFND | 63,540 | 0 | 0 | |||
| GROUPE CGI INC | CL A SUB VTG | 39945C109 | 53,311 | 1,254,489 | SH | DFND | 911,474 | 0 | 343,015 | |||
| GROUPON INC | COM CL A | 399473107 | 14,754 | 4,539,637 | SH | DFND | 4,072,171 | 0 | 467,466 | |||
| GROUPON INC | COM CL A | 399473107 | 851 | 261,777 | SH | OTR | 2 | 0 | 0 | 261,777 | ||
| GRUPO AEROPORTUARIO DEL SURE | SPON ADR SER B | 40051E202 | 3,279 | 20,552 | SH | DFND | 13,264 | 0 | 7,288 | |||
| GRUPO FINANCIERO SANTANDER M | SPON ADR SHS B | 40053C105 | 2,365 | 260,148 | SH | DFND | 258,993 | 0 | 1,155 | |||
| GRUPO TELEVISA SA | SPON ADR REP ORD | 40049J206 | 38,520 | 1,479,267 | SH | DFND | 869,464 | 0 | 609,803 | |||
| GTT COMMUNICATIONS INC | COM | 362393100 | 194 | 10,492 | SH | DFND | 10,492 | 0 | 0 | |||
| GUESS INC | COM | 401617105 | 15,280 | 1,015,304 | SH | DFND | 836,832 | 0 | 178,472 | |||
| GUIDEWIRE SOFTWARE INC | COM | 40171V100 | 1,468 | 23,765 | SH | DFND | 23,765 | 0 | 0 | |||
| GULFPORT ENERGY CORP | COM NEW | 402635304 | 110 | 3,520 | SH | DFND | 3,520 | 0 | 0 | |||
| GULFPORT ENERGY CORP | COM NEW | 402635304 | 524 | 16,771 | SH | OTR | 2 | 0 | 0 | 16,771 | ||
| H & E EQUIPMENT SERVICES INC | COM | 404030108 | 634 | 33,291 | SH | DFND | 33,291 | 0 | 0 | |||
| HACKETT GROUP INC | COM | 404609109 | 115 | 8,285 | SH | OTR | 2 | 0 | 0 | 8,285 | ||
| HACKETT GROUP INC | COM | 404609109 | 3,789 | 273,175 | SH | DFND | 255,027 | 0 | 18,148 | |||
| HAEMONETICS CORP | COM | 405024100 | 373 | 12,864 | SH | OTR | 2 | 0 | 0 | 12,864 | ||
| HAEMONETICS CORP | COM | 405024100 | 884 | 30,495 | SH | DFND | 30,495 | 0 | 0 | |||
| HALCON RES CORP | COM PAR | 40537Q506 | 169 | 364,963 | SH | DFND | 364,963 | 0 | 0 | |||
| HALCON RES CORP | COM PAR | 40537Q506 | 8 | 18,300 | SH | OTR | 2 | 0 | 0 | 18,300 | ||
| HALLIBURTON CO | COM | 406216101 | 902 | 19,911 | SH | DFND | 19,911 | 0 | 0 | |||
| HALOZYME THERAPEUTICS INC | COM | 40637H109 | 102 | 11,791 | SH | DFND | 1,990 | 0 | 9,801 | |||
| HALOZYME THERAPEUTICS INC | COM | 40637H109 | 33 | 3,838 | SH | OTR | 2 | 0 | 0 | 3,838 | ||
| HALYARD HEALTH INC | COM | 40650V100 | 1,166 | 35,863 | SH | DFND | 21,542 | 0 | 14,321 | |||
| HALYARD HEALTH INC | COM | 40650V100 | 315 | 9,686 | SH | OTR | 2 | 0 | 0 | 9,686 | ||
| HANCOCK HLDG CO | COM | 410120109 | 417 | 15,960 | SH | DFND | 5,247 | 0 | 10,713 | |||
| HANESBRANDS INC | COM | 410345102 | 11,514 | 458,168 | SH | DFND | 458,168 | 0 | 0 | |||
| HANMI FINL CORP | COM NEW | 410495204 | 3,858 | 164,228 | SH | DFND | 164,228 | 0 | 0 | |||
| HANMI FINL CORP | COM NEW | 410495204 | 118 | 5,023 | SH | OTR | 2 | 0 | 0 | 5,023 | ||
| HANOVER INS GROUP INC | COM | 410867105 | 1,871 | 22,108 | SH | OTR | 2 | 0 | 0 | 22,108 | ||
| HANOVER INS GROUP INC | COM | 410867105 | 50,767 | 599,941 | SH | DFND | 596,765 | 0 | 3,176 | |||
| HARLEY DAVIDSON INC | COM | 412822108 | 847 | 18,704 | SH | DFND | 4,163 | 0 | 14,541 | |||
| HARMAN INTL INDS INC | COM | 413086109 | 9,529 | 132,673 | SH | DFND | 132,673 | 0 | 0 | |||
| HARMONY GOLD MNG LTD | SPONSORED ADR | 413216300 | 1,877 | 520,009 | SH | DFND | 228,876 | 0 | 291,133 | |||
| HARRIS CORP DEL | COM | 413875105 | 18,203 | 218,158 | SH | DFND | 216,280 | 0 | 1,878 | |||
| HARSCO CORP | COM | 415864107 | 608 | 91,637 | SH | DFND | 85,858 | 0 | 5,779 | |||
| HARSCO CORP | COM | 415864107 | 36 | 5,394 | SH | OTR | 2 | 0 | 0 | 5,394 | ||
| HARTE-HANKS INC | COM | 416196103 | 266 | 167,452 | SH | DFND | 133,601 | 0 | 33,851 | |||
| HARTE-HANKS INC | COM | 416196103 | 87 | 54,714 | SH | OTR | 2 | 0 | 0 | 54,714 | ||
| HARTFORD FINL SVCS GROUP INC | COM | 416515104 | 110,521 | 2,490,344 | SH | DFND | 2,086,564 | 0 | 403,780 | |||
| HASBRO INC | COM | 418056107 | 116,250 | 1,384,092 | SH | DFND | 1,170,459 | 0 | 213,633 | |||
| HATTERAS FINL CORP | COM | 41902R103 | 1,752 | 106,842 | SH | DFND | 106,842 | 0 | 0 | |||
| HAVERTY FURNITURE INC | COM | 419596101 | 1,935 | 107,309 | SH | DFND | 107,309 | 0 | 0 | |||
| HAVERTY FURNITURE INC | COM | 419596101 | 140 | 7,755 | SH | OTR | 2 | 0 | 0 | 7,755 | ||
| HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 107 | 3,275 | SH | DFND | 3,275 | 0 | 0 | |||
| HAWAIIAN ELEC INDUSTRIES | COM | 419870100 | 537 | 16,389 | SH | OTR | 2 | 0 | 0 | 16,389 | ||
| HAWAIIAN HOLDINGS INC | COM | 419879101 | 1,868 | 49,219 | SH | DFND | 44,694 | 0 | 4,525 | |||
| HAWAIIAN HOLDINGS INC | COM | 419879101 | 79 | 2,082 | SH | OTR | 2 | 0 | 0 | 2,082 | ||
| HC2 HLDGS INC | COM | 404139107 | 124 | 28,858 | SH | DFND | 28,858 | 0 | 0 | |||
| HCA HOLDINGS INC | COM | 40412C101 | 150,835 | 1,958,648 | SH | DFND | 1,610,716 | 0 | 347,932 | |||
| HCA HOLDINGS INC | COM | 40412C101 | 1,624 | 21,085 | SH | OTR | 2 | 0 | 0 | 21,085 | ||
| HCI GROUP INC | COM | 40416E103 | 388 | 14,218 | SH | DFND | 10,378 | 0 | 3,840 | |||
| HCI GROUP INC | COM | 40416E103 | 30 | 1,092 | SH | OTR | 2 | 0 | 0 | 1,092 | ||
| HCP INC | COM | 40414L109 | 14,442 | 408,208 | SH | DFND | 368,108 | 0 | 40,100 | |||
| HD SUPPLY HLDGS INC | COM | 40416M105 | 34,879 | 1,001,699 | SH | DFND | 986,447 | 0 | 15,252 | |||
| HD SUPPLY HLDGS INC | COM | 40416M105 | 90 | 2,579 | SH | OTR | 2 | 0 | 0 | 2,579 | ||
| HDFC BANK LTD | ADR REPS 3 SHS | 40415F101 | 2,342 | 35,297 | SH | DFND | 17,480 | 0 | 17,817 | |||
| HEADWATERS INC | COM | 42210P102 | 1,198 | 66,770 | SH | DFND | 66,770 | 0 | 0 | |||
| HEALTHCARE RLTY TR | COM | 421946104 | 6,586 | 188,231 | SH | DFND | 181,346 | 0 | 6,885 | |||
| HEALTHCARE RLTY TR | COM | 421946104 | 557 | 15,923 | SH | OTR | 2 | 0 | 0 | 15,923 | ||
| HEALTHCARE SVCS GRP INC | COM | 421906108 | 1,221 | 29,504 | SH | DFND | 29,504 | 0 | 0 | |||
| HEALTHCARE TR AMER INC | CL A NEW | 42225P501 | 2,629 | 81,282 | SH | DFND | 81,282 | 0 | 0 | |||
| HEALTHCARE TR AMER INC | CL A NEW | 42225P501 | 1,674 | 51,765 | SH | OTR | 2 | 0 | 0 | 51,765 | ||
| HEALTHEQUITY INC | COM | 42226A107 | 210 | 6,901 | SH | DFND | 6,901 | 0 | 0 | |||
| HEALTHSOUTH CORP | COM NEW | 421924309 | 247 | 6,360 | SH | OTR | 2 | 0 | 0 | 6,360 | ||
| HEALTHSOUTH CORP | COM NEW | 421924309 | 860 | 22,149 | SH | DFND | 6,408 | 0 | 15,741 | |||
| HEALTHSTREAM INC | COM | 42222N103 | 204 | 7,705 | SH | DFND | 7,705 | 0 | 0 | |||
| HEALTHWAYS INC | COM | 422245100 | 1,389 | 120,284 | SH | DFND | 110,194 | 0 | 10,090 | |||
| HEALTHWAYS INC | COM | 422245100 | 237 | 20,483 | SH | OTR | 2 | 0 | 0 | 20,483 | ||
| HEARTLAND FINL USA INC | COM | 42234Q102 | 1,785 | 50,594 | SH | DFND | 50,594 | 0 | 0 | |||
| HEARTLAND FINL USA INC | COM | 42234Q102 | 388 | 10,983 | SH | OTR | 2 | 0 | 0 | 10,983 | ||
| HEARTWARE INTL INC | COM | 422368100 | 667 | 11,549 | SH | DFND | 11,549 | 0 | 0 | |||
| HECLA MNG CO | COM | 422704106 | 1,137 | 222,984 | SH | DFND | 222,984 | 0 | 0 | |||
| HEICO CORP NEW | CL A | 422806208 | 21 | 400 | SH | OTR | 2 | 0 | 0 | 400 | ||
| HEICO CORP NEW | CL A | 422806208 | 252 | 4,700 | SH | DFND | 3,500 | 0 | 1,200 | |||
| HEICO CORP NEW | COM | 422806109 | 363 | 5,436 | SH | DFND | 5,436 | 0 | 0 | |||
| HEIDRICK & STRUGGLES INTL IN | COM | 422819102 | 1,664 | 98,553 | SH | DFND | 89,500 | 0 | 9,053 | |||
| HEIDRICK & STRUGGLES INTL IN | COM | 422819102 | 291 | 17,231 | SH | OTR | 2 | 0 | 0 | 17,231 | ||
| HELEN OF TROY CORP LTD | COM | G4388N106 | 7,598 | 73,885 | SH | DFND | 57,459 | 0 | 16,426 | |||
| HELEN OF TROY CORP LTD | COM | G4388N106 | 695 | 6,758 | SH | OTR | 2 | 0 | 0 | 6,758 | ||
| HELMERICH & PAYNE INC | COM | 423452101 | 32,922 | 490,418 | SH | DFND | 391,208 | 0 | 99,210 | |||
| HENRY JACK & ASSOC INC | COM | 426281101 | 37,397 | 428,515 | SH | DFND | 413,490 | 0 | 15,025 | |||
| HERITAGE FINL CORP WASH | COM | 42722X106 | 694 | 39,481 | SH | DFND | 39,481 | 0 | 0 | |||
| HERITAGE FINL CORP WASH | COM | 42722X106 | 215 | 12,257 | SH | OTR | 2 | 0 | 0 | 12,257 | ||
| HERITAGE INS HLDGS INC | COM | 42727J102 | 4,456 | 372,240 | SH | DFND | 323,903 | 0 | 48,337 | |||
| HERITAGE INS HLDGS INC | COM | 42727J102 | 367 | 30,671 | SH | OTR | 2 | 0 | 0 | 30,671 | ||
| HERSHA HOSPITALITY TR | PR SHS BEN INT | 427825500 | 1,673 | 97,573 | SH | DFND | 95,069 | 0 | 2,504 | |||
| HERSHEY CO | COM | 427866108 | 59,656 | 525,649 | SH | DFND | 364,924 | 0 | 160,725 | |||
| HERTZ GLOBAL HOLDINGS INC | COM | 42805T105 | 14,339 | 1,295,293 | SH | DFND | 1,295,293 | 0 | 0 | |||
| HESKA CORP | COM RESTRC NEW | 42805E306 | 1,130 | 30,401 | SH | DFND | 30,401 | 0 | 0 | |||
| HESS CORP | COM | 42809H107 | 22,658 | 376,998 | SH | DFND | 376,998 | 0 | 0 | |||
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | 40,101 | 2,194,901 | SH | DFND | 1,694,392 | 0 | 500,509 | |||
| HFF INC | CL A | 40418F108 | 482 | 16,694 | SH | DFND | 16,694 | 0 | 0 | |||
| HIGHWOODS PPTYS INC | COM | 431284108 | 4,087 | 77,407 | SH | DFND | 76,407 | 0 | 1,000 | |||
| HIGHWOODS PPTYS INC | COM | 431284108 | 646 | 12,234 | SH | OTR | 2 | 0 | 0 | 12,234 | ||
| HILL ROM HLDGS INC | COM | 431475102 | 18,319 | 363,106 | SH | DFND | 363,106 | 0 | 0 | |||
| HILLTOP HOLDINGS INC | COM | 432748101 | 1,291 | 61,522 | SH | DFND | 61,522 | 0 | 0 | |||
| HILTON WORLDWIDE HLDGS INC | COM | 43300A104 | 32,458 | 1,440,657 | SH | DFND | 1,183,923 | 0 | 256,734 | |||
| HILTON WORLDWIDE HLDGS INC | COM | 43300A104 | 29 | 1,278 | SH | OTR | 2 | 0 | 0 | 1,278 | ||
| HMS HLDGS CORP | COM | 40425J101 | 712 | 40,426 | SH | DFND | 32,993 | 0 | 7,433 | |||
| HMS HLDGS CORP | COM | 40425J101 | 168 | 9,551 | SH | OTR | 2 | 0 | 0 | 9,551 | ||
| HNI CORP | COM | 404251100 | 242 | 5,208 | SH | DFND | 5,208 | 0 | 0 | |||
| HOLLYFRONTIER CORP | COM | 436106108 | 108,117 | 4,548,444 | SH | DFND | 4,144,186 | 0 | 404,258 | |||
| HOLLYFRONTIER CORP | COM | 436106108 | 1,087 | 45,731 | SH | OTR | 2 | 0 | 0 | 45,731 | ||
| HOLOGIC INC | COM | 436440101 | 101,864 | 2,944,054 | SH | DFND | 2,676,955 | 0 | 267,099 | |||
| HOLOGIC INC | COM | 436440101 | 1,348 | 38,969 | SH | OTR | 2 | 0 | 0 | 38,969 | ||
| HOME BANCSHARES INC | COM | 436893200 | 1,479 | 74,715 | SH | DFND | 74,715 | 0 | 0 | |||
| HOME DEPOT INC | COM | 437076102 | 280,114 | 2,193,704 | SH | DFND | 1,694,809 | 0 | 498,895 | |||
| HOME DEPOT INC | COM | 437076102 | 2,525 | 19,773 | SH | OTR | 2 | 0 | 0 | 19,773 | ||
| HOMESTREET INC | COM | 43785V102 | 1,414 | 70,992 | SH | DFND | 70,992 | 0 | 0 | |||
| HOMETRUST BANCSHARES INC | COM | 437872104 | 366 | 19,782 | SH | OTR | 2 | 0 | 0 | 19,782 | ||
| HOMETRUST BANCSHARES INC | COM | 437872104 | 56 | 3,040 | SH | DFND | 3,040 | 0 | 0 | |||
| HONEYWELL INTL INC | COM | 438516106 | 37,754 | 324,566 | SH | DFND | 272,281 | 0 | 52,285 | |||
| HOOKER FURNITURE CORP | COM | 439038100 | 2,127 | 98,958 | SH | DFND | 90,848 | 0 | 8,110 | |||
| HOOKER FURNITURE CORP | COM | 439038100 | 179 | 8,349 | SH | OTR | 2 | 0 | 0 | 8,349 | ||
| HORACE MANN EDUCATORS CORP N | COM | 440327104 | 9,007 | 266,547 | SH | DFND | 218,519 | 0 | 48,028 | |||
| HORACE MANN EDUCATORS CORP N | COM | 440327104 | 155 | 4,599 | SH | OTR | 2 | 0 | 0 | 4,599 | ||
| HORIZON PHARMA PLC | SHS | G4617B105 | 1,401 | 85,042 | SH | DFND | 85,042 | 0 | 0 | |||
| HORIZON PHARMA PLC | SHS | G4617B105 | 30 | 1,804 | SH | OTR | 2 | 0 | 0 | 1,804 | ||
| HORMEL FOODS CORP | COM | 440452100 | 92,638 | 2,531,100 | SH | DFND | 2,185,459 | 0 | 345,641 | |||
| HOSPITALITY PPTYS TR | COM SH BEN INT | 44106M102 | 1,030 | 35,753 | SH | DFND | 35,753 | 0 | 0 | |||
| HOST HOTELS & RESORTS INC | COM | 44107P104 | 10,614 | 654,778 | SH | DFND | 590,278 | 0 | 64,500 | |||
| HOST HOTELS & RESORTS INC | COM | 44107P104 | 482 | 29,718 | SH | OTR | 2 | 0 | 0 | 29,718 | ||
| HOUGHTON MIFFLIN HARCOURT CO | COM | 44157R109 | 340 | 21,751 | SH | DFND | 19,676 | 0 | 2,075 | |||
| HOVNANIAN ENTERPRISES INC | CL A | 442487203 | 119 | 70,616 | SH | DFND | 70,616 | 0 | 0 | |||
| HP INC | COM | 40434L105 | 2,749 | 219,019 | SH | OTR | 2 | 0 | 0 | 219,019 | ||
| HP INC | COM | 40434L105 | 233,206 | 18,582,187 | SH | DFND | 15,618,958 | 0 | 2,963,229 | |||
| HSN INC | COM | 404303109 | 8,825 | 180,360 | SH | DFND | 176,064 | 0 | 4,296 | |||
| HUB GROUP INC | CL A | 443320106 | 1,440 | 37,539 | SH | DFND | 37,539 | 0 | 0 | |||
| HUBBELL INC | COM | 443510607 | 17,224 | 163,306 | SH | DFND | 146,190 | 0 | 17,116 | |||
| HUBSPOT INC | COM | 443573100 | 352 | 8,104 | SH | DFND | 8,104 | 0 | 0 | |||
| HUDBAY MINERALS INC | COM | 443628102 | 1,584 | 333,424 | SH | DFND | 92,868 | 0 | 240,556 | |||
| HUDSON PAC PPTYS INC | COM | 444097109 | 2,970 | 101,784 | SH | DFND | 94,566 | 0 | 7,218 | |||
| HUDSON PAC PPTYS INC | COM | 444097109 | 58 | 1,996 | SH | OTR | 2 | 0 | 0 | 1,996 | ||
| HUMANA INC | COM | 444859102 | 837 | 4,652 | SH | OTR | 2 | 0 | 0 | 4,652 | ||
| HUMANA INC | COM | 444859102 | 23,770 | 132,141 | SH | DFND | 107,838 | 0 | 24,303 | |||
| HUNT J B TRANS SVCS INC | COM | 445658107 | 1,397 | 17,259 | SH | DFND | 14,159 | 0 | 3,100 | |||
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 24,758 | 2,769,322 | SH | DFND | 2,591,960 | 0 | 177,362 | |||
| HUNTINGTON BANCSHARES INC | COM | 446150104 | 959 | 107,282 | SH | OTR | 2 | 0 | 0 | 107,282 | ||
| HUNTINGTON INGALLS INDS INC | COM | 446413106 | 225,521 | 1,342,150 | SH | DFND | 1,342,150 | 0 | 0 | |||
| HUNTINGTON INGALLS INDS INC | COM | 446413106 | 7,051 | 41,964 | SH | OTR | 2 | 0 | 0 | 41,964 | ||
| HUNTSMAN CORP | COM | 447011107 | 41,504 | 3,085,792 | SH | DFND | 2,981,625 | 0 | 104,167 | |||
| HUNTSMAN CORP | COM | 447011107 | 2,078 | 154,484 | SH | OTR | 2 | 0 | 0 | 154,484 | ||
| HURON CONSULTING GROUP INC | COM | 447462102 | 339 | 5,612 | SH | DFND | 5,612 | 0 | 0 | |||
| HYATT HOTELS CORP | COM CL A | 448579102 | 10,688 | 217,503 | SH | DFND | 181,086 | 0 | 36,417 | |||
| HYATT HOTELS CORP | COM CL A | 448579102 | 338 | 6,870 | SH | OTR | 2 | 0 | 0 | 6,870 | ||
| HYSTER YALE MATLS HANDLING I | CL A | 449172105 | 64 | 1,078 | SH | OTR | 2 | 0 | 0 | 1,078 | ||
| HYSTER YALE MATLS HANDLING I | CL A | 449172105 | 658 | 11,056 | SH | DFND | 10,054 | 0 | 1,002 | |||
| IAC INTERACTIVECORP | COM | 44919P508 | 62,007 | 1,101,363 | SH | DFND | 1,101,363 | 0 | 0 | |||
| IAC INTERACTIVECORP | COM | 44919P508 | 640 | 11,373 | SH | OTR | 2 | 0 | 0 | 11,373 | ||
| IBERIABANK CORP | COM | 450828108 | 445 | 7,450 | SH | DFND | 7,450 | 0 | 0 | |||
| IBERIABANK CORP | COM | 450828108 | 90 | 1,501 | SH | OTR | 2 | 0 | 0 | 1,501 | ||
| ICF INTL INC | COM | 44925C103 | 2,287 | 55,910 | SH | DFND | 55,910 | 0 | 0 | |||
| ICF INTL INC | COM | 44925C103 | 234 | 5,719 | SH | OTR | 2 | 0 | 0 | 5,719 | ||
| ICICI BK LTD | ADR | 45104G104 | 37,954 | 5,286,135 | SH | DFND | 1,847,923 | 0 | 3,438,212 | |||
| ICONIX BRAND GROUP INC | COM | 451055107 | 117 | 17,377 | SH | DFND | 17,377 | 0 | 0 | |||
| ICU MED INC | COM | 44930G107 | 3,262 | 28,935 | SH | DFND | 26,435 | 0 | 2,500 | |||
| IDACORP INC | COM | 451107106 | 43,783 | 538,211 | SH | DFND | 538,211 | 0 | 0 | |||
| IDACORP INC | COM | 451107106 | 1,285 | 15,797 | SH | OTR | 2 | 0 | 0 | 15,797 | ||
| IDEX CORP | COM | 45167R104 | 1,960 | 23,872 | SH | DFND | 23,872 | 0 | 0 | |||
| IDEXX LABS INC | COM | 45168D104 | 1,471 | 15,844 | SH | DFND | 12,879 | 0 | 2,965 | |||
| IDT CORP | CL B NEW | 448947507 | 2,874 | 202,534 | SH | DFND | 180,847 | 0 | 21,687 | |||
| IDT CORP | CL B NEW | 448947507 | 702 | 49,440 | SH | OTR | 2 | 0 | 0 | 49,440 | ||
| IGNYTA INC | COM | 451731103 | 162 | 29,840 | SH | DFND | 29,840 | 0 | 0 | |||
| II VI INC | COM | 902104108 | 4,560 | 243,050 | SH | DFND | 208,942 | 0 | 34,108 | |||
| II VI INC | COM | 902104108 | 604 | 32,175 | SH | OTR | 2 | 0 | 0 | 32,175 | ||
| ILLINOIS TOOL WKS INC | COM | 452308109 | 34,250 | 328,823 | SH | DFND | 279,076 | 0 | 49,747 | |||
| ILLUMINA INC | COM | 452327109 | 2,705 | 19,268 | SH | DFND | 3,297 | 0 | 15,971 | |||
| IMPAC MTG HLDGS INC | COM NEW | 45254P508 | 260 | 16,597 | SH | DFND | 16,597 | 0 | 0 | |||
| IMPAX LABORATORIES INC | COM | 45256B101 | 362 | 12,564 | SH | DFND | 12,564 | 0 | 0 | |||
| IMPERIAL OIL LTD | COM NEW | 453038408 | 25,156 | 799,182 | SH | DFND | 638,585 | 0 | 160,597 | |||
| IMPERVA INC | COM | 45321L100 | 245 | 5,687 | SH | DFND | 5,687 | 0 | 0 | |||
| INC RESH HLDGS INC | CL A | 45329R109 | 5,125 | 134,414 | SH | DFND | 119,264 | 0 | 15,150 | |||
| INC RESH HLDGS INC | CL A | 45329R109 | 271 | 7,106 | SH | OTR | 2 | 0 | 0 | 7,106 | ||
| INCYTE CORP | COM | 45337C102 | 15,078 | 188,525 | SH | DFND | 188,525 | 0 | 0 | |||
| INDEPENDENCE RLTY TR INC | COM | 45378A106 | 471 | 57,589 | SH | DFND | 50,978 | 0 | 6,611 | |||
| INDEPENDENCE RLTY TR INC | COM | 45378A106 | 42 | 5,113 | SH | OTR | 2 | 0 | 0 | 5,113 | ||
| INDEPENDENT BANK CORP MASS | COM | 453836108 | 1,803 | 39,446 | SH | DFND | 31,992 | 0 | 7,454 | |||
| INDEPENDENT BANK CORP MASS | COM | 453836108 | 464 | 10,145 | SH | OTR | 2 | 0 | 0 | 10,145 | ||
| INDEPENDENT BANK CORP MICH | COM NEW | 453838609 | 1,159 | 79,868 | SH | DFND | 79,168 | 0 | 700 | |||
| INDEPENDENT BANK CORP MICH | COM NEW | 453838609 | 844 | 58,157 | SH | OTR | 2 | 0 | 0 | 58,157 | ||
| INDEPENDENT BK GROUP INC | COM | 45384B106 | 311 | 7,251 | SH | DFND | 7,251 | 0 | 0 | |||
| INFINERA CORPORATION | COM | 45667G103 | 567 | 50,272 | SH | DFND | 50,272 | 0 | 0 | |||
| INFINITY PPTY & CAS CORP | COM | 45665Q103 | 589 | 7,301 | SH | OTR | 2 | 0 | 0 | 7,301 | ||
| INFINITY PPTY & CAS CORP | COM | 45665Q103 | 6,942 | 86,066 | SH | DFND | 73,109 | 0 | 12,957 | |||
| INFOBLOX INC | COM | 45672H104 | 652 | 34,773 | SH | DFND | 15,278 | 0 | 19,495 | |||
| INFOSYS LTD | SPONSORED ADR | 456788108 | 239,092 | 13,394,490 | SH | DFND | 6,863,833 | 0 | 6,530,657 | |||
| INGERSOLL-RAND PLC | SHS | G47791101 | 31,433 | 493,607 | SH | DFND | 493,607 | 0 | 0 | |||
| INGEVITY CORP | COM | 45688C107 | 663 | 19,488 | SH | DFND | 15,265 | 0 | 4,223 | |||
| INGLES MKTS INC | CL A | 457030104 | 1,983 | 53,170 | SH | DFND | 53,170 | 0 | 0 | |||
| INGRAM MICRO INC | CL A | 457153104 | 12,410 | 356,812 | SH | DFND | 287,978 | 0 | 68,834 | |||
| INGRAM MICRO INC | CL A | 457153104 | 794 | 22,820 | SH | OTR | 2 | 0 | 0 | 22,820 | ||
| INGREDION INC | COM | 457187102 | 134,197 | 1,036,991 | SH | DFND | 1,010,536 | 0 | 26,455 | |||
| INGREDION INC | COM | 457187102 | 8,405 | 64,948 | SH | OTR | 2 | 0 | 0 | 64,948 | ||
| INNOPHOS HOLDINGS INC | COM | 45774N108 | 2,322 | 55,022 | SH | DFND | 53,477 | 0 | 1,545 | |||
| INNOPHOS HOLDINGS INC | COM | 45774N108 | 456 | 10,794 | SH | OTR | 2 | 0 | 0 | 10,794 | ||
| INNOSPEC INC | COM | 45768S105 | 1,635 | 35,561 | SH | OTR | 2 | 0 | 0 | 35,561 | ||
| INNOSPEC INC | COM | 45768S105 | 6,085 | 132,303 | SH | DFND | 117,940 | 0 | 14,363 | |||
| INNOVIVA INC | COM | 45781M101 | 604 | 57,395 | SH | DFND | 57,395 | 0 | 0 | |||
| INOGEN INC | COM | 45780L104 | 954 | 19,030 | SH | DFND | 19,030 | 0 | 0 | |||
| INPHI CORP | COM | 45772F107 | 2,172 | 67,800 | SH | DFND | 67,800 | 0 | 0 | |||
| INSIGHT ENTERPRISES INC | COM | 45765U103 | 5,950 | 228,853 | SH | DFND | 211,679 | 0 | 17,174 | |||
| INSIGHT ENTERPRISES INC | COM | 45765U103 | 625 | 24,047 | SH | OTR | 2 | 0 | 0 | 24,047 | ||
| INSMED INC | COM PAR $.01 | 457669307 | 132 | 13,360 | SH | DFND | 13,360 | 0 | 0 | |||
| INSPERITY INC | COM | 45778Q107 | 7,784 | 100,784 | SH | DFND | 82,884 | 0 | 17,900 | |||
| INSPERITY INC | COM | 45778Q107 | 74 | 953 | SH | OTR | 2 | 0 | 0 | 953 | ||
| INSTALLED BLDG PRODS INC | COM | 45780R101 | 563 | 15,515 | SH | DFND | 15,515 | 0 | 0 | |||
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 1,002 | 35,031 | SH | OTR | 2 | 0 | 0 | 35,031 | ||
| INSTEEL INDUSTRIES INC | COM | 45774W108 | 6,342 | 221,827 | SH | DFND | 204,354 | 0 | 17,473 | |||
| INTEGRA LIFESCIENCES HLDGS C | COM NEW | 457985208 | 1,289 | 16,157 | SH | DFND | 16,157 | 0 | 0 | |||
| INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 40,719 | 2,022,786 | SH | DFND | 1,813,500 | 0 | 209,286 | |||
| INTEGRATED DEVICE TECHNOLOGY | COM | 458118106 | 198 | 9,820 | SH | OTR | 2 | 0 | 0 | 9,820 | ||
| INTEL CORP | COM | 458140100 | 220,087 | 6,709,955 | SH | DFND | 5,143,258 | 0 | 1,566,697 | |||
| INTEL CORP | COM | 458140100 | 1,615 | 49,239 | SH | OTR | 2 | 0 | 0 | 49,239 | ||
| INTELIQUENT INC | COM | 45825N107 | 4,624 | 232,471 | SH | DFND | 218,840 | 0 | 13,631 | |||
| INTELIQUENT INC | COM | 45825N107 | 574 | 28,882 | SH | OTR | 2 | 0 | 0 | 28,882 | ||
| INTELSAT S A | COM | L5140P101 | 1,971 | 763,948 | SH | DFND | 614,237 | 0 | 149,711 | |||
| INTELSAT S A | COM | L5140P101 | 457 | 177,193 | SH | OTR | 2 | 0 | 0 | 177,193 | ||
| INTERACTIVE BROKERS GROUP IN | COM | 45841N107 | 2,269 | 64,094 | SH | DFND | 64,094 | 0 | 0 | |||
| INTERCONTINENTAL EXCHANGE IN | COM | 45866F104 | 56,030 | 218,903 | SH | DFND | 218,903 | 0 | 0 | |||
| INTERDIGITAL INC | COM | 45867G101 | 2,312 | 41,526 | SH | DFND | 17,132 | 0 | 24,394 | |||
| INTERFACE INC | COM | 458665304 | 4,598 | 301,507 | SH | DFND | 258,898 | 0 | 42,609 | |||
| INTERFACE INC | COM | 458665304 | 295 | 19,361 | SH | OTR | 2 | 0 | 0 | 19,361 | ||
| INTERNAP CORP | COM PAR $.001 | 45885A300 | 106 | 51,383 | SH | DFND | 22,574 | 0 | 28,809 | |||
| INTERNAP CORP | COM PAR $.001 | 45885A300 | 4 | 2,159 | SH | OTR | 2 | 0 | 0 | 2,159 | ||
| INTERNATIONAL BANCSHARES COR | COM | 459044103 | 2,893 | 110,885 | SH | DFND | 107,517 | 0 | 3,368 | |||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 142,447 | 938,507 | SH | DFND | 651,989 | 0 | 286,518 | |||
| INTERNATIONAL BUSINESS MACHS | COM | 459200101 | 2,807 | 18,495 | SH | OTR | 2 | 0 | 0 | 18,495 | ||
| INTERNATIONAL FLAVORS&FRAGRA | COM | 459506101 | 10,749 | 85,261 | SH | DFND | 74,630 | 0 | 10,631 | |||
| INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 256 | 13,679 | SH | OTR | 2 | 0 | 0 | 13,679 | ||
| INTERNATIONAL GAME TECHNOLOG | SHS USD | G4863A108 | 38,687 | 2,064,414 | SH | DFND | 2,064,414 | 0 | 0 | |||
| INTERNATIONAL SPEEDWAY CORP | CL A | 460335201 | 363 | 10,845 | SH | DFND | 10,845 | 0 | 0 | |||
| INTERPUBLIC GROUP COS INC | COM | 460690100 | 105,071 | 4,548,517 | SH | DFND | 4,012,653 | 0 | 535,864 | |||
| INTERPUBLIC GROUP COS INC | COM | 460690100 | 1,131 | 48,958 | SH | OTR | 2 | 0 | 0 | 48,958 | ||
| INTERSIL CORP | CL A | 46069S109 | 13,224 | 976,679 | SH | DFND | 956,911 | 0 | 19,768 | |||
| INTL FCSTONE INC | COM | 46116V105 | 3,398 | 124,532 | SH | DFND | 116,451 | 0 | 8,081 | |||
| INTL FCSTONE INC | COM | 46116V105 | 606 | 22,188 | SH | OTR | 2 | 0 | 0 | 22,188 | ||
| INTL PAPER CO | COM | 460146103 | 88,277 | 2,082,987 | SH | DFND | 1,688,002 | 0 | 394,985 | |||
| INTRA CELLULAR THERAPIES INC | COM | 46116X101 | 666 | 17,162 | SH | DFND | 17,162 | 0 | 0 | |||
| INTRALINKS HLDGS INC | COM | 46118H104 | 727 | 111,794 | SH | DFND | 97,018 | 0 | 14,776 | |||
| INTRALINKS HLDGS INC | COM | 46118H104 | 18 | 2,846 | SH | OTR | 2 | 0 | 0 | 2,846 | ||
| INTREPID POTASH INC | COM | 46121Y102 | 14 | 9,485 | SH | OTR | 2 | 0 | 0 | 9,485 | ||
| INTREPID POTASH INC | COM | 46121Y102 | 317 | 220,305 | SH | DFND | 137,423 | 0 | 82,882 | |||
| INTREXON CORP | COM | 46122T102 | 33,851 | 1,375,508 | SH | DFND | 1,339,507 | 0 | 36,001 | |||
| INTREXON CORP | COM | 46122T102 | 386 | 15,700 | SH | OTR | 2 | 0 | 0 | 15,700 | ||
| INTUIT | COM | 461202103 | 58,717 | 526,094 | SH | DFND | 434,268 | 0 | 91,826 | |||
| INTUITIVE SURGICAL INC | COM NEW | 46120E602 | 28,523 | 43,125 | SH | DFND | 32,625 | 0 | 10,500 | |||
| INVACARE CORP | COM | 461203101 | 917 | 75,560 | SH | DFND | 75,560 | 0 | 0 | |||
| INVENSENSE INC | COM | 46123D205 | 647 | 105,486 | SH | DFND | 91,709 | 0 | 13,777 | |||
| INVENSENSE INC | COM | 46123D205 | 47 | 7,720 | SH | OTR | 2 | 0 | 0 | 7,720 | ||
| INVESCO LTD | SHS | G491BT108 | 37,229 | 1,457,669 | SH | DFND | 1,369,541 | 0 | 88,128 | |||
| INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 2,184 | 159,550 | SH | DFND | 159,550 | 0 | 0 | |||
| INVESTMENT TECHNOLOGY GRP NE | COM | 46145F105 | 2,368 | 141,637 | SH | DFND | 126,593 | 0 | 15,044 | |||
| INVESTMENT TECHNOLOGY GRP NE | COM | 46145F105 | 34 | 2,012 | SH | OTR | 2 | 0 | 0 | 2,012 | ||
| INVESTORS BANCORP INC NEW | COM | 46146L101 | 2,521 | 227,555 | SH | DFND | 185,755 | 0 | 41,800 | |||
| INVESTORS BANCORP INC NEW | COM | 46146L101 | 1,408 | 127,082 | SH | OTR | 2 | 0 | 0 | 127,082 | ||
| INVESTORS REAL ESTATE TR | SH BEN INT | 461730103 | 254 | 39,225 | SH | DFND | 39,225 | 0 | 0 | |||
| INVESTORS REAL ESTATE TR | SH BEN INT | 461730103 | 68 | 10,479 | SH | OTR | 2 | 0 | 0 | 10,479 | ||
| IONIS PHARMACEUTICALS INC | COM | 462222100 | 42,540 | 1,826,544 | SH | DFND | 1,624,980 | 0 | 201,564 | |||
| IONIS PHARMACEUTICALS INC | COM | 462222100 | 738 | 31,695 | SH | OTR | 2 | 0 | 0 | 31,695 | ||
| IPG PHOTONICS CORP | COM | 44980X109 | 883 | 11,043 | SH | DFND | 11,043 | 0 | 0 | |||
| IRADIMED CORP | COM | 46266A109 | 1,050 | 48,264 | SH | DFND | 48,264 | 0 | 0 | |||
| IRIDIUM COMMUNICATIONS INC | COM | 46269C102 | 395 | 44,495 | SH | DFND | 44,495 | 0 | 0 | |||
| IRON MTN INC NEW | COM | 46284V101 | 1,790 | 44,938 | SH | DFND | 44,938 | 0 | 0 | |||
| IRON MTN INC NEW | COM | 46284V101 | 101 | 2,536 | SH | OTR | 2 | 0 | 0 | 2,536 | ||
| ISHARES | MSCI THI CAP ETF | 464286624 | 1,876 | 27,226 | SH | DFND | 27,226 | 0 | 0 | |||
| ISHARES TR | CORE S&P MCP ETF | 464287507 | 47,669 | 319,088 | SH | DFND | 0 | 0 | 319,088 | |||
| ISHARES TR | MSCI EAFE ETF | 464287465 | 261 | 4,680 | SH | DFND | 4,680 | 0 | 0 | |||
| ISHARES TR | MSCI EMG MKT ETF | 464287234 | 229 | 6,655 | SH | DFND | 6,655 | 0 | 0 | |||
| ISHARES TR | RUSSELL 2000 ETF | 464287655 | 672 | 5,845 | SH | DFND | 5,845 | 0 | 0 | |||
| ISHARES TR | RUSSELL 3000 ETF | 464287689 | 208,198 | 1,678,745 | SH | DFND | 0 | 0 | 1,678,745 | |||
| ISLE OF CAPRI CASINOS INC | COM | 464592104 | 4,337 | 236,732 | SH | DFND | 222,611 | 0 | 14,121 | |||
| ISLE OF CAPRI CASINOS INC | COM | 464592104 | 410 | 22,373 | SH | OTR | 2 | 0 | 0 | 22,373 | ||
| ITAU UNIBANCO HLDG SA | SPON ADR REP PFD | 465562106 | 82,010 | 8,687,490 | SH | DFND | 4,924,396 | 0 | 3,763,094 | |||
| ITC HLDGS CORP | COM | 465685105 | 545 | 11,639 | SH | DFND | 11,639 | 0 | 0 | |||
| ITC HLDGS CORP | COM | 465685105 | 615 | 13,127 | SH | OTR | 2 | 0 | 0 | 13,127 | ||
| ITRON INC | COM | 465741106 | 219 | 5,087 | SH | DFND | 5,087 | 0 | 0 | |||
| ITT INC | COM | 45073V108 | 46,596 | 1,457,034 | SH | DFND | 1,375,050 | 0 | 81,984 | |||
| IXIA | COM | 45071R109 | 3,286 | 334,582 | SH | DFND | 295,329 | 0 | 39,253 | |||
| IXIA | COM | 45071R109 | 446 | 45,373 | SH | OTR | 2 | 0 | 0 | 45,373 | ||
| IXYS CORP | COM | 46600W106 | 1,761 | 171,822 | SH | DFND | 152,818 | 0 | 19,004 | |||
| IXYS CORP | COM | 46600W106 | 440 | 42,918 | SH | OTR | 2 | 0 | 0 | 42,918 | ||
| J & J SNACK FOODS CORP | COM | 466032109 | 1,466 | 12,292 | SH | DFND | 12,292 | 0 | 0 | |||
| J & J SNACK FOODS CORP | COM | 466032109 | 26 | 220 | SH | OTR | 2 | 0 | 0 | 220 | ||
| J ALEXANDERS HLDGS INC | COM | 46609J106 | 273 | 27,506 | SH | OTR | 2 | 0 | 0 | 27,506 | ||
| J2 GLOBAL INC | COM | 48123V102 | 9,122 | 144,405 | SH | DFND | 143,205 | 0 | 1,200 | |||
| J2 GLOBAL INC | COM | 48123V102 | 22 | 341 | SH | OTR | 2 | 0 | 0 | 341 | ||
| JABIL CIRCUIT INC | COM | 466313103 | 83,876 | 4,541,212 | SH | DFND | 4,454,724 | 0 | 86,488 | |||
| JABIL CIRCUIT INC | COM | 466313103 | 533 | 28,879 | SH | OTR | 2 | 0 | 0 | 28,879 | ||
| JACK IN THE BOX INC | COM | 466367109 | 35,932 | 418,205 | SH | DFND | 403,131 | 0 | 15,074 | |||
| JACK IN THE BOX INC | COM | 466367109 | 298 | 3,472 | SH | OTR | 2 | 0 | 0 | 3,472 | ||
| JACOBS ENGR GROUP INC DEL | COM | 469814107 | 144 | 2,887 | SH | OTR | 2 | 0 | 0 | 2,887 | ||
| JACOBS ENGR GROUP INC DEL | COM | 469814107 | 33,716 | 676,885 | SH | DFND | 563,363 | 0 | 113,522 | |||
| JAKKS PAC INC | COM | 47012E106 | 988 | 124,965 | SH | DFND | 124,965 | 0 | 0 | |||
| JAKKS PAC INC | COM | 47012E106 | 36 | 4,576 | SH | OTR | 2 | 0 | 0 | 4,576 | ||
| JAMES RIV GROUP LTD | COM | G5005R107 | 1,700 | 50,073 | SH | DFND | 50,073 | 0 | 0 | |||
| JANUS CAP GROUP INC | COM | 47102X105 | 8,664 | 622,411 | SH | DFND | 541,784 | 0 | 80,627 | |||
| JAZZ PHARMACEUTICALS PLC | SHS USD | G50871105 | 4,576 | 32,385 | SH | DFND | 15,376 | 0 | 17,009 | |||
| JD COM INC | SPON ADR CL A | 47215P106 | 30,489 | 1,436,138 | SH | DFND | 803,263 | 0 | 632,875 | |||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 65,807 | 3,973,855 | SH | DFND | 3,887,789 | 0 | 86,066 | |||
| JETBLUE AIRWAYS CORP | COM | 477143101 | 1,491 | 90,023 | SH | OTR | 2 | 0 | 0 | 90,023 | ||
| JIVE SOFTWARE INC | COM | 47760A108 | 84 | 22,384 | SH | DFND | 22,384 | 0 | 0 | |||
| JOHN BEAN TECHNOLOGIES CORP | COM | 477839104 | 2,512 | 41,029 | SH | DFND | 41,029 | 0 | 0 | |||
| JOHNSON & JOHNSON | COM | 478160104 | 502,857 | 4,145,564 | SH | DFND | 3,041,995 | 0 | 1,103,569 | |||
| JOHNSON & JOHNSON | COM | 478160104 | 9,392 | 77,427 | SH | OTR | 2 | 0 | 0 | 77,427 | ||
| JONES ENERGY INC | COM CL A | 48019R108 | 473 | 114,806 | SH | DFND | 106,722 | 0 | 8,084 | |||
| JONES ENERGY INC | COM CL A | 48019R108 | 33 | 7,976 | SH | OTR | 2 | 0 | 0 | 7,976 | ||
| JONES LANG LASALLE INC | COM | 48020Q107 | 1,120 | 11,493 | SH | DFND | 8,833 | 0 | 2,660 | |||
| JONES LANG LASALLE INC | COM | 48020Q107 | 275 | 2,825 | SH | OTR | 2 | 0 | 0 | 2,825 | ||
| JOY GLOBAL INC | COM | 481165108 | 1,425 | 67,424 | SH | DFND | 66,283 | 0 | 1,141 | |||
| JPMORGAN CHASE & CO | COM | 46625H100 | 225,569 | 3,630,017 | SH | DFND | 3,017,135 | 0 | 612,882 | |||
| JPMORGAN CHASE & CO | COM | 46625H100 | 4,719 | 75,941 | SH | OTR | 2 | 0 | 0 | 75,941 | ||
| JUNIPER NETWORKS INC | COM | 48203R104 | 63,526 | 2,824,651 | SH | DFND | 2,425,305 | 0 | 399,346 | |||
| JUNO THERAPEUTICS INC | COM | 48205A109 | 8,935 | 232,432 | SH | DFND | 198,064 | 0 | 34,368 | |||
| JUST ENERGY GROUP INC | COM | 48213W101 | 3,357 | 556,011 | SH | DFND | 165,427 | 0 | 390,584 | |||
| K12 INC | COM | 48273U102 | 307 | 24,601 | SH | OTR | 2 | 0 | 0 | 24,601 | ||
| K12 INC | COM | 48273U102 | 3,418 | 273,631 | SH | DFND | 249,272 | 0 | 24,359 | |||
| K2M GROUP HLDGS INC | COM | 48273J107 | 301 | 19,413 | SH | DFND | 19,413 | 0 | 0 | |||
| KADANT INC | COM | 48282T104 | 2,353 | 45,674 | SH | DFND | 45,674 | 0 | 0 | |||
| KADANT INC | COM | 48282T104 | 191 | 3,700 | SH | OTR | 2 | 0 | 0 | 3,700 | ||
| KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 1,539 | 17,024 | SH | DFND | 17,024 | 0 | 0 | |||
| KAISER ALUMINUM CORP | COM PAR $0.01 | 483007704 | 128 | 1,412 | SH | OTR | 2 | 0 | 0 | 1,412 | ||
| KAMAN CORP | COM | 483548103 | 1,408 | 33,119 | SH | DFND | 33,119 | 0 | 0 | |||
| KATE SPADE & CO | COM | 485865109 | 17,970 | 871,886 | SH | DFND | 871,886 | 0 | 0 | |||
| KB HOME | COM | 48666K109 | 47,938 | 3,151,739 | SH | DFND | 2,868,363 | 0 | 283,376 | |||
| KBR INC | COM | 48242W106 | 23,767 | 1,795,102 | SH | DFND | 1,795,102 | 0 | 0 | |||
| KBR INC | COM | 48242W106 | 409 | 30,863 | SH | OTR | 2 | 0 | 0 | 30,863 | ||
| KEARNY FINL CORP MD | COM | 48716P108 | 954 | 75,853 | SH | DFND | 75,853 | 0 | 0 | |||
| KELLOGG CO | COM | 487836108 | 28,794 | 352,651 | SH | DFND | 234,224 | 0 | 118,427 | |||
| KELLY SVCS INC | CL A | 488152208 | 860 | 45,314 | SH | DFND | 45,314 | 0 | 0 | |||
| KELLY SVCS INC | CL A | 488152208 | 84 | 4,412 | SH | OTR | 2 | 0 | 0 | 4,412 | ||
| KEMPER CORP DEL | COM | 488401100 | 557 | 17,975 | SH | DFND | 17,975 | 0 | 0 | |||
| KENNAMETAL INC | COM | 489170100 | 17,351 | 784,768 | SH | DFND | 775,812 | 0 | 8,956 | |||
| KENNAMETAL INC | COM | 489170100 | 410 | 18,552 | SH | OTR | 2 | 0 | 0 | 18,552 | ||
| KENNEDY-WILSON HLDGS INC | COM | 489398107 | 268 | 14,129 | SH | DFND | 14,129 | 0 | 0 | |||
| KEYCORP NEW | COM | 493267108 | 27,116 | 2,453,976 | SH | DFND | 2,318,623 | 0 | 135,353 | |||
| KEYCORP NEW | COM | 493267108 | 159 | 14,423 | SH | OTR | 2 | 0 | 0 | 14,423 | ||
| KEYSIGHT TECHNOLOGIES INC | COM | 49338L103 | 749 | 25,762 | SH | DFND | 25,762 | 0 | 0 | |||
| KFORCE INC | COM | 493732101 | 4,373 | 258,938 | SH | DFND | 220,270 | 0 | 38,668 | |||
| KFORCE INC | COM | 493732101 | 211 | 12,522 | SH | OTR | 2 | 0 | 0 | 12,522 | ||
| KILROY RLTY CORP | COM | 49427F108 | 790 | 11,918 | SH | DFND | 11,918 | 0 | 0 | |||
| KILROY RLTY CORP | COM | 49427F108 | 371 | 5,596 | SH | OTR | 2 | 0 | 0 | 5,596 | ||
| KIMBALL INTL INC | CL B | 494274103 | 140 | 12,262 | SH | DFND | 12,262 | 0 | 0 | |||
| KIMBERLY CLARK CORP | COM | 494368103 | 264,101 | 1,921,011 | SH | DFND | 1,570,295 | 0 | 350,716 | |||
| KIMBERLY CLARK CORP | COM | 494368103 | 4,337 | 31,543 | SH | OTR | 2 | 0 | 0 | 31,543 | ||
| KIMCO RLTY CORP | COM | 49446R109 | 11,993 | 382,172 | SH | DFND | 268,586 | 0 | 113,586 | |||
| KINDER MORGAN INC DEL | COM | 49456B101 | 61,738 | 3,297,956 | SH | DFND | 2,511,855 | 0 | 786,101 | |||
| KINDER MORGAN INC DEL | COM | 49456B101 | 534 | 28,539 | SH | OTR | 2 | 0 | 0 | 28,539 | ||
| KINDRED HEALTHCARE INC | COM | 494580103 | 418 | 37,026 | SH | OTR | 2 | 0 | 0 | 37,026 | ||
| KINDRED HEALTHCARE INC | COM | 494580103 | 5,499 | 487,094 | SH | DFND | 403,743 | 0 | 83,351 | |||
| KINROSS GOLD CORP | COM NO PAR | 496902404 | 105,518 | 21,614,651 | SH | DFND | 16,571,211 | 0 | 5,043,440 | |||
| KIRBY CORP | COM | 497266106 | 1,172 | 18,783 | SH | DFND | 1,913 | 0 | 16,870 | |||
| KIRBY CORP | COM | 497266106 | 544 | 8,721 | SH | OTR | 2 | 0 | 0 | 8,721 | ||
| KIRKLANDS INC | COM | 497498105 | 1,335 | 90,946 | SH | DFND | 80,286 | 0 | 10,660 | |||
| KIRKLANDS INC | COM | 497498105 | 88 | 6,018 | SH | OTR | 2 | 0 | 0 | 6,018 | ||
| KITE PHARMA INC | COM | 49803L109 | 308 | 6,150 | SH | DFND | 6,150 | 0 | 0 | |||
| KITE RLTY GROUP TR | COM NEW | 49803T300 | 1,270 | 45,300 | SH | DFND | 45,300 | 0 | 0 | |||
| KLA-TENCOR CORP | COM | 482480100 | 564 | 7,706 | SH | DFND | 7,706 | 0 | 0 | |||
| KLONDEX MNS LTD | COM | 498696103 | 157 | 43,525 | SH | DFND | 0 | 0 | 43,525 | |||
| KMG CHEMICALS INC | COM | 482564101 | 608 | 23,412 | SH | DFND | 22,126 | 0 | 1,286 | |||
| KNOLL INC | COM NEW | 498904200 | 124 | 5,087 | SH | OTR | 2 | 0 | 0 | 5,087 | ||
| KNOLL INC | COM NEW | 498904200 | 2,964 | 122,092 | SH | DFND | 119,704 | 0 | 2,388 | |||
| KOHLS CORP | COM | 500255104 | 22,422 | 591,299 | SH | DFND | 489,627 | 0 | 101,672 | |||
| KOPPERS HOLDINGS INC | COM | 50060P106 | 192 | 6,253 | SH | OTR | 2 | 0 | 0 | 6,253 | ||
| KOPPERS HOLDINGS INC | COM | 50060P106 | 1,977 | 64,335 | SH | DFND | 54,929 | 0 | 9,406 | |||
| KRAFT HEINZ CO | COM | 500754106 | 56,439 | 637,869 | SH | DFND | 478,090 | 0 | 159,779 | |||
| KRAFT HEINZ CO | COM | 500754106 | 1,247 | 14,095 | SH | OTR | 2 | 0 | 0 | 14,095 | ||
| KRATON PERFORMANCE POLYMERS | COM | 50077C106 | 674 | 24,138 | SH | DFND | 24,138 | 0 | 0 | |||
| KROGER CO | COM | 501044101 | 114,556 | 3,113,768 | SH | DFND | 2,819,009 | 0 | 294,759 | |||
| KULICKE & SOFFA INDS INC | COM | 501242101 | 926 | 76,106 | SH | DFND | 76,106 | 0 | 0 | |||
| L BRANDS INC | COM | 501797104 | 24,225 | 360,863 | SH | DFND | 292,121 | 0 | 68,742 | |||
| L-3 COMMUNICATIONS HLDGS INC | COM | 502424104 | 171,846 | 1,171,490 | SH | DFND | 945,954 | 0 | 225,536 | |||
| L-3 COMMUNICATIONS HLDGS INC | COM | 502424104 | 343 | 2,336 | SH | OTR | 2 | 0 | 0 | 2,336 | ||
| LA QUINTA HLDGS INC | COM | 50420D108 | 236 | 20,696 | SH | DFND | 20,696 | 0 | 0 | |||
| LA QUINTA HLDGS INC | COM | 50420D108 | 34 | 2,941 | SH | OTR | 2 | 0 | 0 | 2,941 | ||
| LA Z BOY INC | COM | 505336107 | 3,902 | 140,275 | SH | DFND | 127,775 | 0 | 12,500 | |||
| LA Z BOY INC | COM | 505336107 | 935 | 33,591 | SH | OTR | 2 | 0 | 0 | 33,591 | ||
| LABORATORY CORP AMER HLDGS | COM NEW | 50540R409 | 11,661 | 89,516 | SH | DFND | 54,683 | 0 | 34,833 | |||
| LAKELAND FINL CORP | COM | 511656100 | 1,141 | 24,269 | SH | DFND | 24,269 | 0 | 0 | |||
| LAKELAND FINL CORP | COM | 511656100 | 136 | 2,887 | SH | OTR | 2 | 0 | 0 | 2,887 | ||
| LAM RESEARCH CORP | COM | 512807108 | 78,376 | 932,376 | SH | DFND | 780,680 | 0 | 151,696 | |||
| LAM RESEARCH CORP | COM | 512807108 | 90 | 1,067 | SH | OTR | 2 | 0 | 0 | 1,067 | ||
| LAMAR ADVERTISING CO NEW | CL A | 512816109 | 1,659 | 25,024 | SH | DFND | 25,024 | 0 | 0 | |||
| LANCASTER COLONY CORP | COM | 513847103 | 1,643 | 12,872 | SH | OTR | 2 | 0 | 0 | 12,872 | ||
| LANCASTER COLONY CORP | COM | 513847103 | 22,028 | 172,618 | SH | DFND | 160,012 | 0 | 12,606 | |||
| LANDSTAR SYS INC | COM | 515098101 | 4,853 | 70,681 | SH | DFND | 36,781 | 0 | 33,900 | |||
| LAREDO PETROLEUM INC | COM | 516806106 | 10,627 | 1,014,017 | SH | DFND | 1,014,017 | 0 | 0 | |||
| LAS VEGAS SANDS CORP | COM | 517834107 | 69,963 | 1,608,716 | SH | DFND | 1,273,085 | 0 | 335,631 | |||
| LAS VEGAS SANDS CORP | COM | 517834107 | 1,933 | 44,443 | SH | OTR | 2 | 0 | 0 | 44,443 | ||
| LASALLE HOTEL PPTYS | COM SH BEN INT | 517942108 | 1,980 | 83,959 | SH | DFND | 83,959 | 0 | 0 | |||
| LATAM AIRLS GROUP S A | SPONSORED ADR | 51817R106 | 18,035 | 2,732,628 | SH | DFND | 1,488,952 | 0 | 1,243,676 | |||
| LAUDER ESTEE COS INC | CL A | 518439104 | 83,236 | 914,477 | SH | DFND | 638,990 | 0 | 275,487 | |||
| LEAR CORP | COM NEW | 521865204 | 169,708 | 1,667,724 | SH | DFND | 1,577,017 | 0 | 90,707 | |||
| LEAR CORP | COM NEW | 521865204 | 31 | 305 | SH | OTR | 2 | 0 | 0 | 305 | ||
| LEGACY TEX FINL GROUP INC | COM | 52471Y106 | 1,259 | 46,783 | SH | DFND | 46,783 | 0 | 0 | |||
| LEGG MASON INC | COM | 524901105 | 257 | 8,715 | SH | DFND | 8,715 | 0 | 0 | |||
| LEGGETT & PLATT INC | COM | 524660107 | 59,421 | 1,162,610 | SH | DFND | 982,065 | 0 | 180,545 | |||
| LEIDOS HLDGS INC | COM | 525327102 | 538 | 11,241 | SH | OTR | 2 | 0 | 0 | 11,241 | ||
| LEIDOS HLDGS INC | COM | 525327102 | 2,012 | 42,027 | SH | DFND | 42,027 | 0 | 0 | |||
| LEMAITRE VASCULAR INC | COM | 525558201 | 1,194 | 83,700 | SH | DFND | 81,826 | 0 | 1,874 | |||
| LEMAITRE VASCULAR INC | COM | 525558201 | 365 | 25,581 | SH | OTR | 2 | 0 | 0 | 25,581 | ||
| LENDINGCLUB CORP | COM | 52603A109 | 210 | 48,873 | SH | DFND | 48,873 | 0 | 0 | |||
| LENDINGTREE INC NEW | COM | 52603B107 | 723 | 8,188 | SH | DFND | 8,188 | 0 | 0 | |||
| LENNOX INTL INC | COM | 526107107 | 36,061 | 252,883 | SH | DFND | 226,740 | 0 | 26,143 | |||
| LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 16,022 | 311,161 | SH | DFND | 311,161 | 0 | 0 | |||
| LEVEL 3 COMMUNICATIONS INC | COM NEW | 52729N308 | 166 | 3,231 | SH | OTR | 2 | 0 | 0 | 3,231 | ||
| LEXICON PHARMACEUTICALS INC | COM NEW | 528872302 | 1,479 | 103,077 | SH | DFND | 103,077 | 0 | 0 | |||
| LEXINGTON REALTY TRUST | COM | 529043101 | 423 | 41,862 | SH | OTR | 2 | 0 | 0 | 41,862 | ||
| LEXINGTON REALTY TRUST | COM | 529043101 | 2,641 | 261,183 | SH | DFND | 234,250 | 0 | 26,933 | |||
| LEXMARK INTL INC | CL A | 529771107 | 25,384 | 672,432 | SH | DFND | 672,432 | 0 | 0 | |||
| LGI HOMES INC | COM | 50187T106 | 2,314 | 72,451 | SH | DFND | 72,451 | 0 | 0 | |||
| LHC GROUP INC | COM | 50187A107 | 4,777 | 110,372 | SH | DFND | 101,121 | 0 | 9,251 | |||
| LHC GROUP INC | COM | 50187A107 | 1,493 | 34,497 | SH | OTR | 2 | 0 | 0 | 34,497 | ||
| LIBBEY INC | COM | 529898108 | 2,798 | 176,072 | SH | DFND | 160,257 | 0 | 15,815 | |||
| LIBBEY INC | COM | 529898108 | 539 | 33,919 | SH | OTR | 2 | 0 | 0 | 33,919 | ||
| LIBERTY BROADBAND CORP | COM SER C | 530307305 | 2,516 | 41,926 | SH | DFND | 41,926 | 0 | 0 | |||
| LIBERTY GLOBAL PLC | LILAC SHS CL A | G5480U138 | 1,004 | 31,136 | SH | DFND | 31,136 | 0 | 0 | |||
| LIBERTY GLOBAL PLC | SHS CL A | G5480U104 | 10,436 | 359,127 | SH | DFND | 359,127 | 0 | 0 | |||
| LIBERTY GLOBAL PLC | SHS CL C | G5480U120 | 493 | 17,217 | SH | DFND | 17,217 | 0 | 0 | |||
| LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 420 | 16,562 | SH | OTR | 2 | 0 | 0 | 16,562 | ||
| LIBERTY INTERACTIVE CORP | QVC GP COM SER A | 53071M104 | 20,593 | 811,713 | SH | DFND | 811,713 | 0 | 0 | |||
| LIBERTY MEDIA CORP DELAWARE | COM C MEDIA GRP | 531229854 | 264 | 13,913 | SH | DFND | 13,913 | 0 | 0 | |||
| LIBERTY PPTY TR | SH BEN INT | 531172104 | 1,086 | 27,341 | SH | DFND | 27,341 | 0 | 0 | |||
| LIBERTY PPTY TR | SH BEN INT | 531172104 | 1,387 | 34,908 | SH | OTR | 2 | 0 | 0 | 34,908 | ||
| LIFEPOINT HEALTH INC | COM | 53219L109 | 13,398 | 204,952 | SH | DFND | 190,784 | 0 | 14,168 | |||
| LIFEPOINT HEALTH INC | COM | 53219L109 | 60 | 920 | SH | OTR | 2 | 0 | 0 | 920 | ||
| LIGAND PHARMACEUTICALS INC | COM NEW | 53220K504 | 3,460 | 29,013 | SH | DFND | 29,013 | 0 | 0 | |||
| LILLY ELI & CO | COM | 532457108 | 105,001 | 1,333,344 | SH | DFND | 1,020,065 | 0 | 313,279 | |||
| LINCOLN ELEC HLDGS INC | COM | 533900106 | 35,977 | 608,946 | SH | DFND | 499,206 | 0 | 109,740 | |||
| LINCOLN NATL CORP IND | COM | 534187109 | 88,849 | 2,291,702 | SH | DFND | 1,963,061 | 0 | 328,641 | |||
| LINCOLN NATL CORP IND | COM | 534187109 | 93 | 2,400 | SH | OTR | 2 | 0 | 0 | 2,400 | ||
| LINEAR TECHNOLOGY CORP | COM | 535678106 | 22,527 | 484,129 | SH | DFND | 305,640 | 0 | 178,489 | |||
| LINKEDIN CORP | COM CL A | 53578A108 | 12,972 | 68,543 | SH | DFND | 49,249 | 0 | 19,294 | |||
| LINKEDIN CORP | COM CL A | 53578A108 | 534 | 2,822 | SH | OTR | 2 | 0 | 0 | 2,822 | ||
| LION BIOTECHNOLOGIES INC | COM | 53619R102 | 119 | 14,630 | SH | DFND | 14,630 | 0 | 0 | |||
| LIONBRIDGE TECHNOLOGIES INC | COM | 536252109 | 94 | 23,819 | SH | DFND | 23,819 | 0 | 0 | |||
| LIQUIDITY SERVICES INC | COM | 53635B107 | 1,561 | 199,113 | SH | DFND | 183,544 | 0 | 15,569 | |||
| LIQUIDITY SERVICES INC | COM | 53635B107 | 441 | 56,192 | SH | OTR | 2 | 0 | 0 | 56,192 | ||
| LITHIA MTRS INC | CL A | 536797103 | 1,749 | 24,603 | SH | DFND | 24,603 | 0 | 0 | |||
| LITTELFUSE INC | COM | 537008104 | 1,572 | 13,302 | SH | DFND | 13,302 | 0 | 0 | |||
| LIVANOVA PLC | SHS | G5509L101 | 6,072 | 120,880 | SH | DFND | 115,080 | 0 | 5,800 | |||
| LIVANOVA PLC | SHS | G5509L101 | 303 | 6,036 | SH | OTR | 2 | 0 | 0 | 6,036 | ||
| LIVE NATION ENTERTAINMENT IN | COM | 538034109 | 10,279 | 437,387 | SH | DFND | 437,387 | 0 | 0 | |||
| LIVEPERSON INC | COM | 538146101 | 249 | 39,330 | SH | DFND | 39,330 | 0 | 0 | |||
| LKQ CORP | COM | 501889208 | 4,019 | 126,767 | SH | DFND | 74,951 | 0 | 51,816 | |||
| LOCKHEED MARTIN CORP | COM | 539830109 | 106,844 | 430,527 | SH | DFND | 383,915 | 0 | 46,612 | |||
| LOGITECH INTL S A | SHS | H50430232 | 1,453 | 89,612 | SH | DFND | 43,626 | 0 | 45,986 | |||
| LOGMEIN INC | COM | 54142L109 | 1,813 | 28,575 | SH | DFND | 28,575 | 0 | 0 | |||
| LORAL SPACE & COMMUNICATNS I | COM | 543881106 | 414 | 11,746 | SH | DFND | 7,619 | 0 | 4,127 | |||
| LORAL SPACE & COMMUNICATNS I | COM | 543881106 | 86 | 2,450 | SH | OTR | 2 | 0 | 0 | 2,450 | ||
| LOUISIANA PAC CORP | COM | 546347105 | 583 | 33,620 | SH | DFND | 33,620 | 0 | 0 | |||
| LOWES COS INC | COM | 548661107 | 255,520 | 3,227,490 | SH | DFND | 2,584,082 | 0 | 643,408 | |||
| LOWES COS INC | COM | 548661107 | 2,587 | 32,677 | SH | OTR | 2 | 0 | 0 | 32,677 | ||
| LOXO ONCOLOGY INC | COM | 548862101 | 331 | 14,272 | SH | DFND | 14,272 | 0 | 0 | |||
| LSI INDS INC | COM | 50216C108 | 997 | 90,065 | SH | DFND | 90,065 | 0 | 0 | |||
| LTC PPTYS INC | COM | 502175102 | 258 | 4,995 | SH | OTR | 2 | 0 | 0 | 4,995 | ||
| LTC PPTYS INC | COM | 502175102 | 1,978 | 38,241 | SH | DFND | 37,824 | 0 | 417 | |||
| LULULEMON ATHLETICA INC | COM | 550021109 | 13,731 | 185,907 | SH | DFND | 105,283 | 0 | 80,624 | |||
| LUMENTUM HLDGS INC | COM | 55024U109 | 1,624 | 67,126 | SH | DFND | 67,126 | 0 | 0 | |||
| LUMINEX CORP DEL | COM | 55027E102 | 2,940 | 145,348 | SH | DFND | 132,428 | 0 | 12,920 | |||
| LUMINEX CORP DEL | COM | 55027E102 | 674 | 33,297 | SH | OTR | 2 | 0 | 0 | 33,297 | ||
| LUMOS NETWORKS CORP | COM | 550283105 | 127 | 10,484 | SH | DFND | 10,484 | 0 | 0 | |||
| LUXOFT HLDG INC | ORD SHS CL A | G57279104 | 1,267 | 24,351 | SH | DFND | 24,351 | 0 | 0 | |||
| LYDALL INC DEL | COM | 550819106 | 1,943 | 50,401 | SH | DFND | 50,401 | 0 | 0 | |||
| LYDALL INC DEL | COM | 550819106 | 149 | 3,877 | SH | OTR | 2 | 0 | 0 | 3,877 | ||
| LYON WILLIAM HOMES | CL A NEW | 552074700 | 504 | 31,254 | SH | DFND | 31,254 | 0 | 0 | |||
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 195,950 | 2,633,026 | SH | DFND | 2,240,147 | 0 | 392,879 | |||
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | 2,041 | 27,421 | SH | OTR | 2 | 0 | 0 | 27,421 | ||
| M & T BK CORP | COM | 55261F104 | 31,575 | 267,064 | SH | DFND | 212,252 | 0 | 54,812 | |||
| M D C HLDGS INC | COM | 552676108 | 3,460 | 142,162 | SH | DFND | 142,162 | 0 | 0 | |||
| MACERICH CO | COM | 554382101 | 7,040 | 82,440 | SH | DFND | 76,966 | 0 | 5,474 | |||
| MACK CALI RLTY CORP | COM | 554489104 | 4,082 | 151,168 | SH | DFND | 151,168 | 0 | 0 | |||
| MACOM TECH SOLUTIONS HLDGS I | COM | 55405Y100 | 646 | 19,574 | SH | DFND | 19,574 | 0 | 0 | |||
| MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 1,422 | 19,202 | SH | DFND | 19,202 | 0 | 0 | |||
| MACQUARIE INFRASTRUCTURE COR | COM | 55608B105 | 743 | 10,028 | SH | OTR | 2 | 0 | 0 | 10,028 | ||
| MACYS INC | COM | 55616P104 | 62,938 | 1,872,596 | SH | DFND | 1,471,007 | 0 | 401,589 | |||
| MACYS INC | COM | 55616P104 | 242 | 7,197 | SH | OTR | 2 | 0 | 0 | 7,197 | ||
| MADDEN STEVEN LTD | COM | 556269108 | 603 | 17,653 | SH | DFND | 17,653 | 0 | 0 | |||
| MADISON SQUARE GARDEN CO NEW | CL A | 55825T103 | 13,843 | 80,245 | SH | DFND | 80,245 | 0 | 0 | |||
| MAGELLAN HEALTH INC | COM NEW | 559079207 | 2,018 | 30,688 | SH | OTR | 2 | 0 | 0 | 30,688 | ||
| MAGELLAN HEALTH INC | COM NEW | 559079207 | 2,137 | 32,491 | SH | DFND | 32,491 | 0 | 0 | |||
| MAGNA INTL INC | COM | 559222401 | 50,707 | 1,452,096 | SH | DFND | 1,102,095 | 0 | 350,001 | |||
| MAIDEN HOLDINGS LTD | SHS | G5753U112 | 2,087 | 170,471 | SH | DFND | 164,595 | 0 | 5,876 | |||
| MALLINCKRODT PUB LTD CO | SHS | G5785G107 | 77,189 | 1,269,970 | SH | DFND | 973,077 | 0 | 296,893 | |||
| MANHATTAN ASSOCS INC | COM | 562750109 | 33,875 | 528,227 | SH | DFND | 514,301 | 0 | 13,926 | |||
| MANHATTAN ASSOCS INC | COM | 562750109 | 58 | 900 | SH | OTR | 2 | 0 | 0 | 900 | ||
| MANITOWOC INC | COM | 563571108 | 7,948 | 1,458,330 | SH | DFND | 1,407,506 | 0 | 50,824 | |||
| MANITOWOC INC | COM | 563571108 | 843 | 154,757 | SH | OTR | 2 | 0 | 0 | 154,757 | ||
| MANPOWERGROUP INC | COM | 56418H100 | 99,953 | 1,553,516 | SH | DFND | 1,312,954 | 0 | 240,562 | |||
| MANPOWERGROUP INC | COM | 56418H100 | 1,466 | 22,785 | SH | OTR | 2 | 0 | 0 | 22,785 | ||
| MANTECH INTL CORP | CL A | 564563104 | 2,646 | 69,972 | SH | DFND | 57,954 | 0 | 12,018 | |||
| MANTECH INTL CORP | CL A | 564563104 | 1,062 | 28,074 | SH | OTR | 2 | 0 | 0 | 28,074 | ||
| MANULIFE FINL CORP | COM | 56501R106 | 2,192 | 161,104 | SH | DFND | 122,299 | 0 | 38,805 | |||
| MARATHON OIL CORP | COM | 565849106 | 166 | 11,063 | SH | OTR | 2 | 0 | 0 | 11,063 | ||
| MARATHON OIL CORP | COM | 565849106 | 4,852 | 323,261 | SH | DFND | 323,261 | 0 | 0 | |||
| MARATHON PETE CORP | COM | 56585A102 | 181,046 | 4,769,386 | SH | DFND | 3,830,790 | 0 | 938,596 | |||
| MARATHON PETE CORP | COM | 56585A102 | 1,640 | 43,202 | SH | OTR | 2 | 0 | 0 | 43,202 | ||
| MARCUS CORP | COM | 566330106 | 547 | 25,936 | SH | DFND | 25,936 | 0 | 0 | |||
| MARCUS CORP | COM | 566330106 | 30 | 1,406 | SH | OTR | 2 | 0 | 0 | 1,406 | ||
| MARKEL CORP | COM | 570535104 | 9,885 | 10,375 | SH | DFND | 7,699 | 0 | 2,676 | |||
| MARKETAXESS HLDGS INC | COM | 57060D108 | 11,976 | 82,369 | SH | DFND | 71,290 | 0 | 11,079 | |||
| MARKETAXESS HLDGS INC | COM | 57060D108 | 73 | 500 | SH | OTR | 2 | 0 | 0 | 500 | ||
| MARRIOTT INTL INC NEW | CL A | 571903202 | 38,414 | 577,998 | SH | DFND | 577,998 | 0 | 0 | |||
| MARRIOTT VACATIONS WRLDWDE C | COM | 57164Y107 | 26 | 379 | SH | OTR | 2 | 0 | 0 | 379 | ||
| MARRIOTT VACATIONS WRLDWDE C | COM | 57164Y107 | 1,645 | 24,017 | SH | DFND | 22,697 | 0 | 1,320 | |||
| MARSH & MCLENNAN COS INC | COM | 571748102 | 8,997 | 131,413 | SH | DFND | 91,459 | 0 | 39,954 | |||
| MARTEN TRANS LTD | COM | 573075108 | 667 | 33,698 | SH | DFND | 33,698 | 0 | 0 | |||
| MARTIN MARIETTA MATLS INC | COM | 573284106 | 1,777 | 9,253 | SH | DFND | 9,253 | 0 | 0 | |||
| MARTIN MARIETTA MATLS INC | COM | 573284106 | 1,698 | 8,845 | SH | OTR | 2 | 0 | 0 | 8,845 | ||
| MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 114,303 | 11,994,058 | SH | DFND | 10,422,050 | 0 | 1,572,008 | |||
| MARVELL TECHNOLOGY GROUP LTD | ORD | G5876H105 | 3,237 | 339,637 | SH | OTR | 2 | 0 | 0 | 339,637 | ||
| MASCO CORP | COM | 574599106 | 204,318 | 6,603,699 | SH | DFND | 5,395,633 | 0 | 1,208,066 | |||
| MASCO CORP | COM | 574599106 | 527 | 17,017 | SH | OTR | 2 | 0 | 0 | 17,017 | ||
| MASIMO CORP | COM | 574795100 | 5,497 | 104,669 | SH | DFND | 91,504 | 0 | 13,165 | |||
| MASIMO CORP | COM | 574795100 | 264 | 5,028 | SH | OTR | 2 | 0 | 0 | 5,028 | ||
| MASONITE INTL CORP NEW | COM | 575385109 | 369 | 5,580 | SH | DFND | 5,580 | 0 | 0 | |||
| MASTEC INC | COM | 576323109 | 1,392 | 62,385 | SH | DFND | 62,385 | 0 | 0 | |||
| MASTERCARD INC | CL A | 57636Q104 | 31,225 | 354,589 | SH | DFND | 246,084 | 0 | 108,505 | |||
| MATERION CORP | COM | 576690101 | 1,684 | 68,028 | SH | DFND | 65,293 | 0 | 2,735 | |||
| MATERION CORP | COM | 576690101 | 37 | 1,486 | SH | OTR | 2 | 0 | 0 | 1,486 | ||
| MATRIX SVC CO | COM | 576853105 | 1,662 | 100,814 | SH | DFND | 100,814 | 0 | 0 | |||
| MATRIX SVC CO | COM | 576853105 | 333 | 20,178 | SH | OTR | 2 | 0 | 0 | 20,178 | ||
| MATSON INC | COM | 57686G105 | 1,113 | 34,457 | SH | DFND | 30,388 | 0 | 4,069 | |||
| MATSON INC | COM | 57686G105 | 54 | 1,679 | SH | OTR | 2 | 0 | 0 | 1,679 | ||
| MATTEL INC | COM | 577081102 | 7,275 | 232,518 | SH | DFND | 130,545 | 0 | 101,973 | |||
| MATTHEWS INTL CORP | CL A | 577128101 | 494 | 8,884 | SH | DFND | 8,884 | 0 | 0 | |||
| MAXIM INTEGRATED PRODS INC | COM | 57772K101 | 82,764 | 2,318,972 | SH | DFND | 2,105,450 | 0 | 213,522 | |||
| MAXIMUS INC | COM | 577933104 | 3,705 | 66,921 | SH | DFND | 66,921 | 0 | 0 | |||
| MAXLINEAR INC | CL A | 57776J100 | 3,593 | 199,850 | SH | DFND | 199,850 | 0 | 0 | |||
| MB FINANCIAL INC NEW | COM | 55264U108 | 2,125 | 58,566 | SH | DFND | 58,566 | 0 | 0 | |||
| MBIA INC | COM | 55262C100 | 111 | 16,313 | SH | OTR | 2 | 0 | 0 | 16,313 | ||
| MBIA INC | COM | 55262C100 | 585 | 85,666 | SH | DFND | 75,866 | 0 | 9,800 | |||
| MCCORMICK & CO INC | COM NON VTG | 579780206 | 48,540 | 455,052 | SH | DFND | 336,974 | 0 | 118,078 | |||
| MCDERMOTT INTL INC | COM | 580037109 | 1,596 | 323,033 | SH | DFND | 323,033 | 0 | 0 | |||
| MCDONALDS CORP | COM | 580135101 | 88,870 | 738,493 | SH | DFND | 506,190 | 0 | 232,303 | |||
| MCDONALDS CORP | COM | 580135101 | 428 | 3,556 | SH | OTR | 2 | 0 | 0 | 3,556 | ||
| MCGRATH RENTCORP | COM | 580589109 | 455 | 14,860 | SH | DFND | 14,860 | 0 | 0 | |||
| MCGRATH RENTCORP | COM | 580589109 | 24 | 772 | SH | OTR | 2 | 0 | 0 | 772 | ||
| MCKESSON CORP | COM | 58155Q103 | 171,556 | 919,130 | SH | DFND | 757,677 | 0 | 161,453 | |||
| MCKESSON CORP | COM | 58155Q103 | 2,246 | 12,032 | SH | OTR | 2 | 0 | 0 | 12,032 | ||
| MDU RES GROUP INC | COM | 552690109 | 43 | 1,798 | SH | DFND | 1,798 | 0 | 0 | |||
| MDU RES GROUP INC | COM | 552690109 | 346 | 14,396 | SH | OTR | 2 | 0 | 0 | 14,396 | ||
| MEAD JOHNSON NUTRITION CO | COM | 582839106 | 69,353 | 764,222 | SH | DFND | 540,148 | 0 | 224,074 | |||
| MEDIA GEN INC NEW | COM | 58441K100 | 1,694 | 98,562 | SH | DFND | 89,241 | 0 | 9,321 | |||
| MEDIA GEN INC NEW | COM | 58441K100 | 76 | 4,411 | SH | OTR | 2 | 0 | 0 | 4,411 | ||
| MEDICAL PPTYS TRUST INC | COM | 58463J304 | 3,049 | 200,470 | SH | DFND | 200,470 | 0 | 0 | |||
| MEDICINES CO | COM | 584688105 | 836 | 24,868 | SH | DFND | 24,868 | 0 | 0 | |||
| MEDIFAST INC | COM | 58470H101 | 3,491 | 104,933 | SH | DFND | 78,642 | 0 | 26,291 | |||
| MEDIFAST INC | COM | 58470H101 | 220 | 6,607 | SH | OTR | 2 | 0 | 0 | 6,607 | ||
| MEDIVATION INC | COM | 58501N101 | 5,554 | 92,104 | SH | DFND | 79,018 | 0 | 13,086 | |||
| MEDIVATION INC | COM | 58501N101 | 231 | 3,832 | SH | OTR | 2 | 0 | 0 | 3,832 | ||
| MEDNAX INC | COM | 58502B106 | 5,295 | 73,105 | SH | DFND | 73,105 | 0 | 0 | |||
| MEDTRONIC PLC | SHS | G5960L103 | 42,974 | 495,268 | SH | DFND | 430,990 | 0 | 64,278 | |||
| MEETME INC | COM | 585141104 | 799 | 149,999 | SH | DFND | 141,083 | 0 | 8,916 | |||
| MEETME INC | COM | 585141104 | 37 | 6,899 | SH | OTR | 2 | 0 | 0 | 6,899 | ||
| MEMORIAL RESOURCE DEV CORP | COM | 58605Q109 | 8,849 | 557,266 | SH | DFND | 557,266 | 0 | 0 | |||
| MENTOR GRAPHICS CORP | COM | 587200106 | 40,855 | 1,921,672 | SH | DFND | 1,805,674 | 0 | 115,998 | |||
| MENTOR GRAPHICS CORP | COM | 587200106 | 1,827 | 85,921 | SH | OTR | 2 | 0 | 0 | 85,921 | ||
| MERCER INTL INC | COM | 588056101 | 435 | 54,553 | SH | DFND | 54,553 | 0 | 0 | |||
| MERCK & CO INC | COM | 58933Y105 | 244,517 | 4,244,352 | SH | DFND | 3,136,621 | 0 | 1,107,731 | |||
| MERCK & CO INC | COM | 58933Y105 | 3,299 | 57,272 | SH | OTR | 2 | 0 | 0 | 57,272 | ||
| MERCURY GENL CORP NEW | COM | 589400100 | 2,024 | 38,083 | SH | DFND | 28,998 | 0 | 9,085 | |||
| MERCURY SYS INC | COM | 589378108 | 2,020 | 81,259 | SH | DFND | 81,259 | 0 | 0 | |||
| MERCURY SYS INC | COM | 589378108 | 47 | 1,877 | SH | OTR | 2 | 0 | 0 | 1,877 | ||
| MEREDITH CORP | COM | 589433101 | 3,334 | 64,233 | SH | DFND | 60,260 | 0 | 3,973 | |||
| MERIDIAN BANCORP INC MD | COM | 58958U103 | 588 | 39,769 | SH | DFND | 39,769 | 0 | 0 | |||
| MERIDIAN BIOSCIENCE INC | COM | 589584101 | 902 | 46,257 | SH | DFND | 46,257 | 0 | 0 | |||
| MERIT MED SYS INC | COM | 589889104 | 2,898 | 146,136 | SH | DFND | 123,082 | 0 | 23,054 | |||
| MERIT MED SYS INC | COM | 589889104 | 325 | 16,384 | SH | OTR | 2 | 0 | 0 | 16,384 | ||
| MERITOR INC | COM | 59001K100 | 1,950 | 270,860 | SH | DFND | 229,492 | 0 | 41,368 | |||
| MERITOR INC | COM | 59001K100 | 104 | 14,384 | SH | OTR | 2 | 0 | 0 | 14,384 | ||
| MESA LABS INC | COM | 59064R109 | 359 | 2,917 | SH | DFND | 2,917 | 0 | 0 | |||
| META FINL GROUP INC | COM | 59100U108 | 1,449 | 28,442 | SH | DFND | 28,442 | 0 | 0 | |||
| META FINL GROUP INC | COM | 59100U108 | 22 | 439 | SH | OTR | 2 | 0 | 0 | 439 | ||
| METALDYNE PERFORMANCE GROUP | COM | 59116R107 | 599 | 43,567 | SH | DFND | 43,567 | 0 | 0 | |||
| METHODE ELECTRS INC | COM | 591520200 | 1,611 | 47,054 | SH | DFND | 44,390 | 0 | 2,664 | |||
| METLIFE INC | COM | 59156R108 | 98,350 | 2,469,237 | SH | DFND | 2,132,167 | 0 | 337,070 | |||
| METLIFE INC | COM | 59156R108 | 1,062 | 26,659 | SH | OTR | 2 | 0 | 0 | 26,659 | ||
| METTLER TOLEDO INTERNATIONAL | COM | 592688105 | 14,387 | 39,426 | SH | DFND | 16,625 | 0 | 22,801 | |||
| MFA FINL INC | COM | 55272X102 | 86 | 11,810 | SH | DFND | 11,810 | 0 | 0 | |||
| MFA FINL INC | COM | 55272X102 | 411 | 56,555 | SH | OTR | 2 | 0 | 0 | 56,555 | ||
| MGE ENERGY INC | COM | 55277P104 | 812 | 14,366 | SH | DFND | 14,366 | 0 | 0 | |||
| MGE ENERGY INC | COM | 55277P104 | 82 | 1,457 | SH | OTR | 2 | 0 | 0 | 1,457 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 11,404 | 1,916,719 | SH | DFND | 1,642,333 | 0 | 274,386 | |||
| MGIC INVT CORP WIS | COM | 552848103 | 1,933 | 324,924 | SH | OTR | 2 | 0 | 0 | 324,924 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 20,489 | 905,413 | SH | DFND | 867,641 | 0 | 37,772 | |||
| MGP INGREDIENTS INC NEW | COM | 55303J106 | 1,676 | 43,846 | SH | DFND | 43,846 | 0 | 0 | |||
| MICHAEL KORS HLDGS LTD | SHS | G60754101 | 130,156 | 2,630,477 | SH | DFND | 1,833,326 | 0 | 797,151 | |||
| MICHAEL KORS HLDGS LTD | SHS | G60754101 | 564 | 11,399 | SH | OTR | 2 | 0 | 0 | 11,399 | ||
| MICHAELS COS INC | COM | 59408Q106 | 12,998 | 457,018 | SH | DFND | 457,018 | 0 | 0 | |||
| MICROCHIP TECHNOLOGY INC | COM | 595017104 | 2,608 | 51,371 | SH | DFND | 19,076 | 0 | 32,295 | |||
| MICRON TECHNOLOGY INC | COM | 595112103 | 50,621 | 3,678,827 | SH | DFND | 2,935,743 | 0 | 743,084 | |||
| MICRON TECHNOLOGY INC | COM | 595112103 | 2,383 | 173,154 | SH | OTR | 2 | 0 | 0 | 173,154 | ||
| MICROSEMI CORP | COM | 595137100 | 742 | 22,706 | SH | DFND | 22,706 | 0 | 0 | |||
| MICROSOFT CORP | COM | 594918104 | 654,997 | 12,800,415 | SH | DFND | 9,725,075 | 0 | 3,075,340 | |||
| MICROSOFT CORP | COM | 594918104 | 10,134 | 198,040 | SH | OTR | 2 | 0 | 0 | 198,040 | ||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 3,199 | 18,277 | SH | DFND | 17,315 | 0 | 962 | |||
| MICROSTRATEGY INC | CL A NEW | 594972408 | 210 | 1,199 | SH | OTR | 2 | 0 | 0 | 1,199 | ||
| MID-AMER APT CMNTYS INC | COM | 59522J103 | 2,432 | 22,860 | SH | OTR | 2 | 0 | 0 | 22,860 | ||
| MID-AMER APT CMNTYS INC | COM | 59522J103 | 3,591 | 33,752 | SH | DFND | 33,752 | 0 | 0 | |||
| MIDDLEBY CORP | COM | 596278101 | 566 | 4,907 | SH | DFND | 4,907 | 0 | 0 | |||
| MIDDLESEX WATER CO | COM | 596680108 | 146 | 3,373 | SH | OTR | 2 | 0 | 0 | 3,373 | ||
| MIDDLESEX WATER CO | COM | 596680108 | 436 | 10,044 | SH | DFND | 10,044 | 0 | 0 | |||
| MILLER HERMAN INC | COM | 600544100 | 37,563 | 1,256,707 | SH | DFND | 1,192,213 | 0 | 64,494 | |||
| MILLER HERMAN INC | COM | 600544100 | 151 | 5,067 | SH | OTR | 2 | 0 | 0 | 5,067 | ||
| MINERALS TECHNOLOGIES INC | COM | 603158106 | 24,472 | 430,839 | SH | DFND | 430,839 | 0 | 0 | |||
| MISTRAS GROUP INC | COM | 60649T107 | 2,872 | 120,329 | SH | DFND | 117,342 | 0 | 2,987 | |||
| MISTRAS GROUP INC | COM | 60649T107 | 430 | 18,027 | SH | OTR | 2 | 0 | 0 | 18,027 | ||
| MITEK SYS INC | COM NEW | 606710200 | 735 | 103,382 | SH | DFND | 103,382 | 0 | 0 | |||
| MITEK SYS INC | COM NEW | 606710200 | 5 | 760 | SH | OTR | 2 | 0 | 0 | 760 | ||
| MKS INSTRUMENT INC | COM | 55306N104 | 3,328 | 77,276 | SH | DFND | 77,276 | 0 | 0 | |||
| MOBILE TELESYSTEMS PJSC | SPONSORED ADR | 607409109 | 49,119 | 5,932,214 | SH | DFND | 2,984,143 | 0 | 2,948,071 | |||
| MOBILEYE N V AMSTELVEEN | ORD SHS | N51488117 | 1,323 | 28,676 | SH | DFND | 0 | 0 | 28,676 | |||
| MODINE MFG CO | COM | 607828100 | 1,296 | 147,258 | SH | DFND | 138,819 | 0 | 8,439 | |||
| MODINE MFG CO | COM | 607828100 | 1 | 100 | SH | OTR | 2 | 0 | 0 | 100 | ||
| MOHAWK INDS INC | COM | 608190104 | 44,861 | 236,411 | SH | DFND | 236,411 | 0 | 0 | |||
| MOLINA HEALTHCARE INC | COM | 60855R100 | 49,661 | 995,219 | SH | DFND | 862,108 | 0 | 133,111 | |||
| MOLINA HEALTHCARE INC | COM | 60855R100 | 272 | 5,460 | SH | OTR | 2 | 0 | 0 | 5,460 | ||
| MOLSON COORS BREWING CO | CL B | 60871R209 | 19,179 | 189,649 | SH | DFND | 187,573 | 0 | 2,076 | |||
| MOLSON COORS BREWING CO | CL B | 60871R209 | 335 | 3,308 | SH | OTR | 2 | 0 | 0 | 3,308 | ||
| MONARCH CASINO & RESORT INC | COM | 609027107 | 228 | 10,372 | SH | DFND | 10,372 | 0 | 0 | |||
| MONDELEZ INTL INC | CL A | 609207105 | 201,090 | 4,418,600 | SH | DFND | 3,617,344 | 0 | 801,256 | |||
| MONDELEZ INTL INC | CL A | 609207105 | 1,965 | 43,185 | SH | OTR | 2 | 0 | 0 | 43,185 | ||
| MONEYGRAM INTL INC | COM NEW | 60935Y208 | 961 | 140,293 | SH | DFND | 137,571 | 0 | 2,722 | |||
| MONEYGRAM INTL INC | COM NEW | 60935Y208 | 68 | 9,938 | SH | OTR | 2 | 0 | 0 | 9,938 | ||
| MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 227 | 17,089 | SH | OTR | 2 | 0 | 0 | 17,089 | ||
| MONMOUTH REAL ESTATE INVT CO | CL A | 609720107 | 1,164 | 87,773 | SH | DFND | 87,773 | 0 | 0 | |||
| MONOGRAM RESIDENTIAL TR INC | COM | 60979P105 | 2,035 | 199,314 | SH | DFND | 199,314 | 0 | 0 | |||
| MONOLITHIC PWR SYS INC | COM | 609839105 | 1,462 | 21,406 | SH | DFND | 21,406 | 0 | 0 | |||
| MONOTYPE IMAGING HOLDINGS IN | COM | 61022P100 | 2,269 | 92,139 | SH | DFND | 72,162 | 0 | 19,977 | |||
| MONOTYPE IMAGING HOLDINGS IN | COM | 61022P100 | 120 | 4,852 | SH | OTR | 2 | 0 | 0 | 4,852 | ||
| MONRO MUFFLER BRAKE INC | COM | 610236101 | 664 | 10,439 | SH | DFND | 10,439 | 0 | 0 | |||
| MONSANTO CO NEW | COM | 61166W101 | 52,369 | 506,425 | SH | DFND | 361,783 | 0 | 144,642 | |||
| MONSANTO CO NEW | COM | 61166W101 | 1,084 | 10,480 | SH | OTR | 2 | 0 | 0 | 10,480 | ||
| MONSTER BEVERAGE CORP NEW | COM | 61174X109 | 11,883 | 73,943 | SH | DFND | 55,621 | 0 | 18,322 | |||
| MONSTER WORLDWIDE INC | COM | 611742107 | 2,482 | 1,038,630 | SH | DFND | 856,183 | 0 | 182,447 | |||
| MONSTER WORLDWIDE INC | COM | 611742107 | 162 | 67,788 | SH | OTR | 2 | 0 | 0 | 67,788 | ||
| MOODYS CORP | COM | 615369105 | 629 | 6,713 | SH | DFND | 6,713 | 0 | 0 | |||
| MOOG INC | CL A | 615394202 | 3,774 | 69,992 | SH | DFND | 63,311 | 0 | 6,681 | |||
| MOOG INC | CL A | 615394202 | 451 | 8,366 | SH | OTR | 2 | 0 | 0 | 8,366 | ||
| MORGAN STANLEY | COM NEW | 617446448 | 76,618 | 2,949,124 | SH | DFND | 2,704,597 | 0 | 244,527 | |||
| MORNINGSTAR INC | COM | 617700109 | 2,946 | 36,029 | SH | DFND | 36,029 | 0 | 0 | |||
| MOSAIC CO NEW | COM | 61945C103 | 30,740 | 1,174,172 | SH | DFND | 944,981 | 0 | 229,191 | |||
| MOTORCAR PTS AMER INC | COM | 620071100 | 280 | 10,310 | SH | DFND | 10,310 | 0 | 0 | |||
| MOTOROLA SOLUTIONS INC | COM NEW | 620076307 | 8,388 | 127,142 | SH | DFND | 123,113 | 0 | 4,029 | |||
| MOVADO GROUP INC | COM | 624580106 | 3,788 | 174,735 | SH | DFND | 170,629 | 0 | 4,106 | |||
| MOVADO GROUP INC | COM | 624580106 | 55 | 2,550 | SH | OTR | 2 | 0 | 0 | 2,550 | ||
| MRC GLOBAL INC | COM | 55345K103 | 3,782 | 266,175 | SH | DFND | 228,334 | 0 | 37,841 | |||
| MRC GLOBAL INC | COM | 55345K103 | 1,227 | 86,363 | SH | OTR | 2 | 0 | 0 | 86,363 | ||
| MSC INDL DIRECT INC | CL A | 553530106 | 2,380 | 33,725 | SH | OTR | 2 | 0 | 0 | 33,725 | ||
| MSC INDL DIRECT INC | CL A | 553530106 | 28,338 | 401,619 | SH | DFND | 339,162 | 0 | 62,457 | |||
| MSCI INC | COM | 55354G100 | 48,244 | 625,568 | SH | DFND | 623,103 | 0 | 2,465 | |||
| MSCI INC | COM | 55354G100 | 176 | 2,285 | SH | OTR | 2 | 0 | 0 | 2,285 | ||
| MSG NETWORK INC | CL A | 553573106 | 24,804 | 1,616,957 | SH | DFND | 1,524,779 | 0 | 92,178 | |||
| MSG NETWORK INC | CL A | 553573106 | 90 | 5,872 | SH | OTR | 2 | 0 | 0 | 5,872 | ||
| MTS SYS CORP | COM | 553777103 | 906 | 20,657 | SH | DFND | 20,657 | 0 | 0 | |||
| MUELLER INDS INC | COM | 624756102 | 1,246 | 39,091 | SH | DFND | 35,412 | 0 | 3,679 | |||
| MUELLER INDS INC | COM | 624756102 | 226 | 7,078 | SH | OTR | 2 | 0 | 0 | 7,078 | ||
| MUELLER WTR PRODS INC | COM SER A | 624758108 | 612 | 53,562 | SH | DFND | 53,562 | 0 | 0 | |||
| MULTI FINELINE ELECTRONIX IN | COM | 62541B101 | 558 | 24,046 | SH | DFND | 19,274 | 0 | 4,772 | |||
| MULTI FINELINE ELECTRONIX IN | COM | 62541B101 | 1,175 | 50,637 | SH | OTR | 2 | 0 | 0 | 50,637 | ||
| MURPHY OIL CORP | COM | 626717102 | 13,633 | 429,382 | SH | DFND | 399,326 | 0 | 30,056 | |||
| MURPHY USA INC | COM | 626755102 | 68,135 | 918,750 | SH | DFND | 918,750 | 0 | 0 | |||
| MURPHY USA INC | COM | 626755102 | 1,266 | 17,074 | SH | OTR | 2 | 0 | 0 | 17,074 | ||
| MYLAN N V | SHS EURO | N59465109 | 60,232 | 1,392,972 | SH | DFND | 1,162,512 | 0 | 230,460 | |||
| MYR GROUP INC DEL | COM | 55405W104 | 3,528 | 146,491 | SH | DFND | 140,071 | 0 | 6,420 | |||
| MYR GROUP INC DEL | COM | 55405W104 | 468 | 19,420 | SH | OTR | 2 | 0 | 0 | 19,420 | ||
| MYRIAD GENETICS INC | COM | 62855J104 | 3,370 | 110,119 | SH | DFND | 103,399 | 0 | 6,720 | |||
| MYRIAD GENETICS INC | COM | 62855J104 | 154 | 5,028 | SH | OTR | 2 | 0 | 0 | 5,028 | ||
| NABORS INDUSTRIES LTD | SHS | G6359F103 | 12,879 | 1,281,528 | SH | DFND | 1,281,528 | 0 | 0 | |||
| NACCO INDS INC | CL A | 629579103 | 539 | 9,618 | SH | OTR | 2 | 0 | 0 | 9,618 | ||
| NACCO INDS INC | CL A | 629579103 | 1,665 | 29,726 | SH | DFND | 25,637 | 0 | 4,089 | |||
| NASDAQ INC | COM | 631103108 | 124,692 | 1,928,121 | SH | DFND | 1,856,395 | 0 | 71,726 | |||
| NASDAQ INC | COM | 631103108 | 1,137 | 17,579 | SH | OTR | 2 | 0 | 0 | 17,579 | ||
| NATIONAL BEVERAGE CORP | COM | 635017106 | 5,092 | 81,064 | SH | DFND | 76,327 | 0 | 4,737 | |||
| NATIONAL BEVERAGE CORP | COM | 635017106 | 234 | 3,724 | SH | OTR | 2 | 0 | 0 | 3,724 | ||
| NATIONAL BK HLDGS CORP | CL A | 633707104 | 492 | 24,184 | SH | DFND | 24,184 | 0 | 0 | |||
| NATIONAL BK HLDGS CORP | CL A | 633707104 | 44 | 2,169 | SH | OTR | 2 | 0 | 0 | 2,169 | ||
| NATIONAL CINEMEDIA INC | COM | 635309107 | 518 | 33,477 | SH | DFND | 33,477 | 0 | 0 | |||
| NATIONAL CINEMEDIA INC | COM | 635309107 | 79 | 5,107 | SH | OTR | 2 | 0 | 0 | 5,107 | ||
| NATIONAL GEN HLDGS CORP | COM | 636220303 | 1,837 | 85,778 | SH | DFND | 85,778 | 0 | 0 | |||
| NATIONAL HEALTH INVS INC | COM | 63633D104 | 3,146 | 41,903 | SH | DFND | 38,388 | 0 | 3,515 | |||
| NATIONAL HEALTH INVS INC | COM | 63633D104 | 957 | 12,739 | SH | OTR | 2 | 0 | 0 | 12,739 | ||
| NATIONAL HEALTHCARE CORP | COM | 635906100 | 416 | 6,424 | SH | DFND | 6,424 | 0 | 0 | |||
| NATIONAL HEALTHCARE CORP | COM | 635906100 | 115 | 1,770 | SH | OTR | 2 | 0 | 0 | 1,770 | ||
| NATIONAL INSTRS CORP | COM | 636518102 | 953 | 34,764 | SH | DFND | 30,071 | 0 | 4,693 | |||
| NATIONAL OILWELL VARCO INC | COM | 637071101 | 299 | 8,899 | SH | DFND | 8,899 | 0 | 0 | |||
| NATIONAL PRESTO INDS INC | COM | 637215104 | 2,421 | 25,664 | SH | DFND | 25,664 | 0 | 0 | |||
| NATIONAL PRESTO INDS INC | COM | 637215104 | 919 | 9,742 | SH | OTR | 2 | 0 | 0 | 9,742 | ||
| NATIONAL RETAIL PPTYS INC | COM | 637417106 | 3,298 | 63,759 | SH | DFND | 63,759 | 0 | 0 | |||
| NATIONAL RETAIL PPTYS INC | COM | 637417106 | 2,182 | 42,195 | SH | OTR | 2 | 0 | 0 | 42,195 | ||
| NATIONAL STORAGE AFFILIATES | COM SHS BEN IN | 637870106 | 646 | 31,039 | SH | DFND | 31,039 | 0 | 0 | |||
| NATIONAL WESTN LIFE GROUP IN | CL A | 638517102 | 790 | 4,046 | SH | DFND | 4,046 | 0 | 0 | |||
| NATIONAL WESTN LIFE GROUP IN | CL A | 638517102 | 74 | 377 | SH | OTR | 2 | 0 | 0 | 377 | ||
| NATURAL HEALTH TRENDS CORP | COM PAR $.001 | 63888P406 | 24 | 834 | SH | OTR | 2 | 0 | 0 | 834 | ||
| NATURAL HEALTH TRENDS CORP | COM PAR $.001 | 63888P406 | 3,964 | 140,632 | SH | DFND | 138,346 | 0 | 2,286 | |||
| NATUS MEDICAL INC DEL | COM | 639050103 | 2,588 | 68,477 | SH | DFND | 61,980 | 0 | 6,497 | |||
| NATUS MEDICAL INC DEL | COM | 639050103 | 185 | 4,904 | SH | OTR | 2 | 0 | 0 | 4,904 | ||
| NAUTILUS INC | COM | 63910B102 | 1,887 | 105,795 | SH | DFND | 105,795 | 0 | 0 | |||
| NAVIENT CORP | COM | 63938C108 | 15,912 | 1,331,550 | SH | DFND | 1,042,475 | 0 | 289,075 | |||
| NAVIGANT CONSULTING INC | COM | 63935N107 | 4,155 | 257,304 | SH | DFND | 257,304 | 0 | 0 | |||
| NAVIGANT CONSULTING INC | COM | 63935N107 | 117 | 7,265 | SH | OTR | 2 | 0 | 0 | 7,265 | ||
| NAVIGATORS GROUP INC | COM | 638904102 | 6,676 | 72,592 | SH | DFND | 61,124 | 0 | 11,468 | |||
| NAVIGATORS GROUP INC | COM | 638904102 | 749 | 8,139 | SH | OTR | 2 | 0 | 0 | 8,139 | ||
| NBT BANCORP INC | COM | 628778102 | 6,369 | 222,452 | SH | DFND | 192,904 | 0 | 29,548 | |||
| NBT BANCORP INC | COM | 628778102 | 1,129 | 39,435 | SH | OTR | 2 | 0 | 0 | 39,435 | ||
| NCI BUILDING SYS INC | COM NEW | 628852204 | 546 | 34,142 | SH | OTR | 2 | 0 | 0 | 34,142 | ||
| NCI BUILDING SYS INC | COM NEW | 628852204 | 4,435 | 277,349 | SH | DFND | 223,343 | 0 | 54,006 | |||
| NCR CORP NEW | COM | 62886E108 | 14,803 | 533,042 | SH | DFND | 533,042 | 0 | 0 | |||
| NEENAH PAPER INC | COM | 640079109 | 1,492 | 20,610 | SH | DFND | 20,610 | 0 | 0 | |||
| NEKTAR THERAPEUTICS | COM | 640268108 | 469 | 32,974 | SH | DFND | 32,974 | 0 | 0 | |||
| NELNET INC | CL A | 64031N108 | 3,168 | 91,156 | SH | DFND | 79,996 | 0 | 11,160 | |||
| NELNET INC | CL A | 64031N108 | 52 | 1,486 | SH | OTR | 2 | 0 | 0 | 1,486 | ||
| NEOGEN CORP | COM | 640491106 | 509 | 9,053 | SH | DFND | 9,053 | 0 | 0 | |||
| NEOGENOMICS INC | COM NEW | 64049M209 | 277 | 34,426 | SH | DFND | 34,426 | 0 | 0 | |||
| NEOPHOTONICS CORP | COM | 64051T100 | 4,285 | 449,595 | SH | DFND | 432,797 | 0 | 16,798 | |||
| NEOPHOTONICS CORP | COM | 64051T100 | 758 | 79,512 | SH | OTR | 2 | 0 | 0 | 79,512 | ||
| NET 1 UEPS TECHNOLOGIES INC | COM NEW | 64107N206 | 684 | 68,421 | SH | DFND | 68,421 | 0 | 0 | |||
| NETAPP INC | COM | 64110D104 | 13,576 | 552,094 | SH | DFND | 268,775 | 0 | 283,319 | |||
| NETEASE INC | SPONSORED ADR | 64110W102 | 37,908 | 196,192 | SH | DFND | 110,802 | 0 | 85,390 | |||
| NETFLIX INC | COM | 64110L106 | 3,234 | 35,356 | SH | DFND | 35,356 | 0 | 0 | |||
| NETGEAR INC | COM | 64111Q104 | 1,707 | 35,901 | SH | OTR | 2 | 0 | 0 | 35,901 | ||
| NETGEAR INC | COM | 64111Q104 | 11,327 | 238,263 | SH | DFND | 207,050 | 0 | 31,213 | |||
| NETSUITE INC | COM | 64118Q107 | 1,152 | 15,826 | SH | DFND | 0 | 0 | 15,826 | |||
| NEUROCRINE BIOSCIENCES INC | COM | 64125C109 | 1,141 | 25,107 | SH | DFND | 25,107 | 0 | 0 | |||
| NEUSTAR INC | CL A | 64126X201 | 24,826 | 1,055,958 | SH | DFND | 881,066 | 0 | 174,892 | |||
| NEUSTAR INC | CL A | 64126X201 | 379 | 16,100 | SH | OTR | 2 | 0 | 0 | 16,100 | ||
| NEVRO CORP | COM | 64157F103 | 980 | 13,289 | SH | DFND | 13,289 | 0 | 0 | |||
| NEVSUN RES LTD | COM | 64156L101 | 1,308 | 448,199 | SH | DFND | 124,117 | 0 | 324,082 | |||
| NEW GOLD INC CDA | COM | 644535106 | 751 | 172,607 | SH | DFND | 65,877 | 0 | 106,730 | |||
| NEW JERSEY RES | COM | 646025106 | 7 | 193 | SH | OTR | 2 | 0 | 0 | 193 | ||
| NEW JERSEY RES | COM | 646025106 | 5,947 | 154,275 | SH | DFND | 124,715 | 0 | 29,560 | |||
| NEW MEDIA INVT GROUP INC | COM | 64704V106 | 644 | 35,618 | SH | OTR | 2 | 0 | 0 | 35,618 | ||
| NEW MEDIA INVT GROUP INC | COM | 64704V106 | 3,318 | 183,646 | SH | DFND | 181,730 | 0 | 1,916 | |||
| NEW ORIENTAL ED & TECH GRP I | SPON ADR | 647581107 | 9,142 | 218,293 | SH | DFND | 118,340 | 0 | 99,953 | |||
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 3,931 | 284,053 | SH | DFND | 262,880 | 0 | 21,173 | |||
| NEW RESIDENTIAL INVT CORP | COM NEW | 64828T201 | 651 | 47,016 | SH | OTR | 2 | 0 | 0 | 47,016 | ||
| NEW SR INVT GROUP INC | COM | 648691103 | 658 | 61,626 | SH | DFND | 61,626 | 0 | 0 | |||
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | 7,722 | 515,173 | SH | DFND | 338,110 | 0 | 177,063 | |||
| NEW YORK REIT INC | COM | 64976L109 | 1,380 | 149,168 | SH | DFND | 149,168 | 0 | 0 | |||
| NEW YORK TIMES CO | CL A | 650111107 | 10,933 | 903,587 | SH | DFND | 814,593 | 0 | 88,994 | |||
| NEW YORK TIMES CO | CL A | 650111107 | 465 | 38,427 | SH | OTR | 2 | 0 | 0 | 38,427 | ||
| NEWELL BRANDS INC | COM | 651229106 | 1,584 | 32,605 | SH | DFND | 32,605 | 0 | 0 | |||
| NEWFIELD EXPL CO | COM | 651290108 | 58,775 | 1,330,350 | SH | DFND | 1,330,350 | 0 | 0 | |||
| NEWFIELD EXPL CO | COM | 651290108 | 302 | 6,846 | SH | OTR | 2 | 0 | 0 | 6,846 | ||
| NEWMARKET CORP | COM | 651587107 | 4,445 | 10,728 | SH | DFND | 9,959 | 0 | 769 | |||
| NEWMONT MINING CORP | COM | 651639106 | 42,322 | 1,081,858 | SH | DFND | 594,907 | 0 | 486,951 | |||
| NEWMONT MINING CORP | COM | 651639106 | 246 | 6,284 | SH | OTR | 2 | 0 | 0 | 6,284 | ||
| NEWPARK RES INC | COM PAR $.01NEW | 651718504 | 1,426 | 246,358 | SH | DFND | 246,358 | 0 | 0 | |||
| NEWS CORP NEW | CL A | 65249B109 | 52,253 | 4,603,817 | SH | DFND | 4,113,731 | 0 | 490,086 | |||
| NEWS CORP NEW | CL A | 65249B109 | 53 | 4,638 | SH | OTR | 2 | 0 | 0 | 4,638 | ||
| NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 | 216 | 11,871 | SH | DFND | 11,871 | 0 | 0 | |||
| NEXPOINT RESIDENTIAL TR INC | COM | 65341D102 | 35 | 1,904 | SH | OTR | 2 | 0 | 0 | 1,904 | ||
| NEXSTAR BROADCASTING GROUP I | CL A | 65336K103 | 991 | 20,826 | SH | DFND | 20,826 | 0 | 0 | |||
| NEXTERA ENERGY INC | COM | 65339F101 | 59,042 | 452,777 | SH | DFND | 346,607 | 0 | 106,170 | |||
| NIC INC | COM | 62914B100 | 1,566 | 71,358 | SH | DFND | 51,632 | 0 | 19,726 | |||
| NIC INC | COM | 62914B100 | 73 | 3,332 | SH | OTR | 2 | 0 | 0 | 3,332 | ||
| NIELSEN HLDGS PLC | SHS EUR | G6518L108 | 1,484 | 28,550 | SH | DFND | 16,777 | 0 | 11,773 | |||
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 616 | 193,685 | SH | DFND | 172,336 | 0 | 21,349 | |||
| NII HLDGS INC | COM PAR $0.001 | 62913F508 | 30 | 9,359 | SH | OTR | 2 | 0 | 0 | 9,359 | ||
| NIKE INC | CL B | 654106103 | 144,284 | 2,613,847 | SH | DFND | 2,150,842 | 0 | 463,005 | |||
| NIKE INC | CL B | 654106103 | 890 | 16,115 | SH | OTR | 2 | 0 | 0 | 16,115 | ||
| NISOURCE INC | COM | 65473P105 | 114,860 | 4,331,082 | SH | DFND | 3,870,726 | 0 | 460,356 | |||
| NISOURCE INC | COM | 65473P105 | 963 | 36,308 | SH | OTR | 2 | 0 | 0 | 36,308 | ||
| NOBILIS HEALTH CORP | COM | 65500B103 | 394 | 176,800 | SH | DFND | 176,800 | 0 | 0 | |||
| NOBILIS HEALTH CORP | COM | 65500B103 | 42 | 18,694 | SH | OTR | 2 | 0 | 0 | 18,694 | ||
| NOBLE CORP PLC | SHS USD | G65431101 | 28,745 | 3,488,483 | SH | DFND | 3,405,445 | 0 | 83,038 | |||
| NOBLE CORP PLC | SHS USD | G65431101 | 816 | 99,018 | SH | OTR | 2 | 0 | 0 | 99,018 | ||
| NOBLE ENERGY INC | COM | 655044105 | 360 | 10,039 | SH | DFND | 10,039 | 0 | 0 | |||
| NORDIC AMERICAN TANKERS LIMI | COM | G65773106 | 663 | 47,729 | SH | DFND | 47,729 | 0 | 0 | |||
| NORDIC AMERICAN TANKERS LIMI | COM | G65773106 | 228 | 16,417 | SH | OTR | 2 | 0 | 0 | 16,417 | ||
| NORDSTROM INC | COM | 655664100 | 4,891 | 128,541 | SH | DFND | 7,880 | 0 | 120,661 | |||
| NORFOLK SOUTHERN CORP | COM | 655844108 | 26,425 | 310,405 | SH | DFND | 295,463 | 0 | 14,942 | |||
| NORFOLK SOUTHERN CORP | COM | 655844108 | 621 | 7,296 | SH | OTR | 2 | 0 | 0 | 7,296 | ||
| NORTHERN TR CORP | COM | 665859104 | 19,057 | 287,606 | SH | DFND | 267,331 | 0 | 20,275 | |||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 365,708 | 1,645,256 | SH | DFND | 1,416,459 | 0 | 228,797 | |||
| NORTHROP GRUMMAN CORP | COM | 666807102 | 1,517 | 6,823 | SH | OTR | 2 | 0 | 0 | 6,823 | ||
| NORTHSTAR ASSET MGMT GROUP I | COM | 66705Y104 | 13,246 | 1,297,387 | SH | DFND | 1,297,387 | 0 | 0 | |||
| NORTHSTAR RLTY FIN CORP | COM | 66704R803 | 468 | 40,930 | SH | DFND | 40,930 | 0 | 0 | |||
| NORTHSTAR RLTY FIN CORP | COM | 66704R803 | 885 | 77,452 | SH | OTR | 2 | 0 | 0 | 77,452 | ||
| NORTHWEST BANCSHARES INC MD | COM | 667340103 | 775 | 52,291 | SH | DFND | 52,291 | 0 | 0 | |||
| NORTHWEST NAT GAS CO | COM | 667655104 | 3,729 | 57,534 | SH | DFND | 53,668 | 0 | 3,866 | |||
| NORTHWEST NAT GAS CO | COM | 667655104 | 1,079 | 16,645 | SH | OTR | 2 | 0 | 0 | 16,645 | ||
| NORTHWEST PIPE CO | COM | 667746101 | 247 | 22,938 | SH | DFND | 22,938 | 0 | 0 | |||
| NORTHWEST PIPE CO | COM | 667746101 | 594 | 55,141 | SH | OTR | 2 | 0 | 0 | 55,141 | ||
| NORTHWESTERN CORP | COM NEW | 668074305 | 3,487 | 55,293 | SH | DFND | 50,901 | 0 | 4,392 | |||
| NORTHWESTERN CORP | COM NEW | 668074305 | 826 | 13,095 | SH | OTR | 2 | 0 | 0 | 13,095 | ||
| NORWEGIAN CRUISE LINE HLDGS | SHS | G66721104 | 5,643 | 141,643 | SH | DFND | 141,643 | 0 | 0 | |||
| NOVAVAX INC | COM | 670002104 | 1,003 | 137,980 | SH | DFND | 112,430 | 0 | 25,550 | |||
| NOVAVAX INC | COM | 670002104 | 77 | 10,634 | SH | OTR | 2 | 0 | 0 | 10,634 | ||
| NOW INC | COM | 67011P100 | 19,608 | 1,080,930 | SH | DFND | 963,919 | 0 | 117,011 | |||
| NU SKIN ENTERPRISES INC | CL A | 67018T105 | 48,292 | 1,045,512 | SH | DFND | 762,259 | 0 | 283,253 | |||
| NU SKIN ENTERPRISES INC | CL A | 67018T105 | 1,553 | 33,632 | SH | OTR | 2 | 0 | 0 | 33,632 | ||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 66,524 | 4,256,156 | SH | DFND | 3,830,120 | 0 | 426,036 | |||
| NUANCE COMMUNICATIONS INC | COM | 67020Y100 | 2,714 | 173,620 | SH | OTR | 2 | 0 | 0 | 173,620 | ||
| NUCOR CORP | COM | 670346105 | 45,257 | 915,942 | SH | DFND | 750,637 | 0 | 165,305 | |||
| NUTRI SYS INC NEW | COM | 67069D108 | 2,420 | 95,437 | SH | DFND | 95,437 | 0 | 0 | |||
| NUTRI SYS INC NEW | COM | 67069D108 | 16 | 628 | SH | OTR | 2 | 0 | 0 | 628 | ||
| NUVASIVE INC | COM | 670704105 | 1,390 | 23,273 | SH | DFND | 18,511 | 0 | 4,762 | |||
| NUVASIVE INC | COM | 670704105 | 66 | 1,108 | SH | OTR | 2 | 0 | 0 | 1,108 | ||
| NUVECTRA CORP | COM | 67075N108 | 77 | 10,455 | SH | DFND | 10,455 | 0 | 0 | |||
| NV5 GLOBAL INC | COM | 62945V109 | 410 | 14,421 | SH | DFND | 14,421 | 0 | 0 | |||
| NVIDIA CORP | COM | 67066G104 | 56,278 | 1,197,144 | SH | DFND | 988,723 | 0 | 208,421 | |||
| NVR INC | COM | 62944T105 | 285 | 160 | SH | OTR | 2 | 0 | 0 | 160 | ||
| NVR INC | COM | 62944T105 | 53,905 | 30,278 | SH | DFND | 30,278 | 0 | 0 | |||
| NXSTAGE MEDICAL INC | COM | 67072V103 | 399 | 18,387 | SH | DFND | 18,387 | 0 | 0 | |||
| O REILLY AUTOMOTIVE INC NEW | COM | 67103H107 | 63,332 | 233,613 | SH | DFND | 191,511 | 0 | 42,102 | |||
| OASIS PETE INC NEW | COM | 674215108 | 857 | 91,734 | SH | DFND | 91,734 | 0 | 0 | |||
| OASIS PETE INC NEW | COM | 674215108 | 8 | 832 | SH | OTR | 2 | 0 | 0 | 832 | ||
| OCCIDENTAL PETE CORP DEL | COM | 674599105 | 1,335 | 17,665 | SH | DFND | 17,665 | 0 | 0 | |||
| OCEANEERING INTL INC | COM | 675232102 | 24,544 | 821,969 | SH | DFND | 560,827 | 0 | 261,142 | |||
| OCEANEERING INTL INC | COM | 675232102 | 211 | 7,055 | SH | OTR | 2 | 0 | 0 | 7,055 | ||
| OCLARO INC | COM NEW | 67555N206 | 321 | 65,838 | SH | DFND | 65,838 | 0 | 0 | |||
| OFFICE DEPOT INC | COM | 676220106 | 400 | 120,927 | SH | OTR | 2 | 0 | 0 | 120,927 | ||
| OFFICE DEPOT INC | COM | 676220106 | 9,042 | 2,731,790 | SH | DFND | 2,629,511 | 0 | 102,279 | |||
| OFG BANCORP | COM | 67103X102 | 1,023 | 123,229 | SH | DFND | 123,229 | 0 | 0 | |||
| OFG BANCORP | COM | 67103X102 | 70 | 8,458 | SH | OTR | 2 | 0 | 0 | 8,458 | ||
| OGE ENERGY CORP | COM | 670837103 | 13,316 | 406,594 | SH | DFND | 334,495 | 0 | 72,099 | |||
| OGE ENERGY CORP | COM | 670837103 | 479 | 14,638 | SH | OTR | 2 | 0 | 0 | 14,638 | ||
| OIL STS INTL INC | COM | 678026105 | 16,016 | 487,117 | SH | DFND | 427,251 | 0 | 59,866 | |||
| OLD DOMINION FGHT LINES INC | COM | 679580100 | 6,897 | 114,364 | SH | DFND | 90,007 | 0 | 24,357 | |||
| OLD NATL BANCORP IND | COM | 680033107 | 802 | 64,012 | SH | DFND | 64,012 | 0 | 0 | |||
| OLD REP INTL CORP | COM | 680223104 | 43,995 | 2,280,720 | SH | DFND | 2,280,720 | 0 | 0 | |||
| OLD REP INTL CORP | COM | 680223104 | 2,226 | 115,402 | SH | OTR | 2 | 0 | 0 | 115,402 | ||
| OLYMPIC STEEL INC | COM | 68162K106 | 1,098 | 40,212 | SH | DFND | 36,830 | 0 | 3,382 | |||
| OLYMPIC STEEL INC | COM | 68162K106 | 41 | 1,514 | SH | OTR | 2 | 0 | 0 | 1,514 | ||
| OM ASSET MGMT PLC | SHS | G67506108 | 499 | 37,350 | SH | DFND | 37,350 | 0 | 0 | |||
| OMEGA HEALTHCARE INVS INC | COM | 681936100 | 394 | 11,606 | SH | OTR | 2 | 0 | 0 | 11,606 | ||
| OMEGA HEALTHCARE INVS INC | COM | 681936100 | 1,196 | 35,224 | SH | DFND | 35,224 | 0 | 0 | |||
| OMEGA PROTEIN CORP | COM | 68210P107 | 10,188 | 509,672 | SH | DFND | 440,322 | 0 | 69,350 | |||
| OMEGA PROTEIN CORP | COM | 68210P107 | 2,233 | 111,725 | SH | OTR | 2 | 0 | 0 | 111,725 | ||
| OMNICELL INC | COM | 68213N109 | 259 | 7,554 | SH | DFND | 7,554 | 0 | 0 | |||
| OMNICOM GROUP INC | COM | 681919106 | 28,570 | 350,595 | SH | DFND | 349,611 | 0 | 984 | |||
| ON ASSIGNMENT INC | COM | 682159108 | 1,275 | 34,493 | SH | DFND | 34,493 | 0 | 0 | |||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 30,507 | 3,458,834 | SH | DFND | 3,458,834 | 0 | 0 | |||
| ON SEMICONDUCTOR CORP | COM | 682189105 | 696 | 78,909 | SH | OTR | 2 | 0 | 0 | 78,909 | ||
| ONE GAS INC | COM | 68235P108 | 29,770 | 447,060 | SH | DFND | 435,396 | 0 | 11,664 | |||
| ONE GAS INC | COM | 68235P108 | 3,406 | 51,151 | SH | OTR | 2 | 0 | 0 | 51,151 | ||
| ONEBEACON INSURANCE GROUP LT | CL A | G67742109 | 1,426 | 103,352 | SH | DFND | 72,911 | 0 | 30,441 | |||
| ONEBEACON INSURANCE GROUP LT | CL A | G67742109 | 298 | 21,630 | SH | OTR | 2 | 0 | 0 | 21,630 | ||
| ONEMAIN HLDGS INC | COM | 68268W103 | 6,496 | 284,652 | SH | DFND | 284,652 | 0 | 0 | |||
| ONEOK INC NEW | COM | 682680103 | 530 | 11,175 | SH | DFND | 11,175 | 0 | 0 | |||
| OPEN TEXT CORP | COM | 683715106 | 21,897 | 372,272 | SH | DFND | 312,485 | 0 | 59,787 | |||
| OPKO HEALTH INC | COM | 68375N103 | 2,393 | 256,222 | SH | DFND | 256,222 | 0 | 0 | |||
| OPUS BK IRVINE CALIF | COM | 684000102 | 3,050 | 90,245 | SH | DFND | 81,335 | 0 | 8,910 | |||
| OPUS BK IRVINE CALIF | COM | 684000102 | 653 | 19,320 | SH | OTR | 2 | 0 | 0 | 19,320 | ||
| ORACLE CORP | COM | 68389X105 | 161,438 | 3,944,257 | SH | DFND | 3,026,159 | 0 | 918,098 | |||
| ORACLE CORP | COM | 68389X105 | 2,683 | 65,553 | SH | OTR | 2 | 0 | 0 | 65,553 | ||
| ORASURE TECHNOLOGIES INC | COM | 68554V108 | 4,327 | 732,103 | SH | DFND | 607,695 | 0 | 124,408 | |||
| ORASURE TECHNOLOGIES INC | COM | 68554V108 | 713 | 120,655 | SH | OTR | 2 | 0 | 0 | 120,655 | ||
| ORBCOMM INC | COM | 68555P100 | 335 | 33,633 | SH | DFND | 33,633 | 0 | 0 | |||
| ORBITAL ATK INC | COM | 68557N103 | 177 | 2,080 | SH | OTR | 2 | 0 | 0 | 2,080 | ||
| ORBITAL ATK INC | COM | 68557N103 | 60,786 | 713,949 | SH | DFND | 713,949 | 0 | 0 | |||
| ORGANOVO HLDGS INC | COM | 68620A104 | 150 | 40,200 | SH | DFND | 40,200 | 0 | 0 | |||
| ORION GROUP HOLDINGS INC | COM | 68628V308 | 67 | 12,607 | SH | DFND | 12,607 | 0 | 0 | |||
| ORITANI FINL CORP DEL | COM | 68633D103 | 1,573 | 98,397 | SH | DFND | 98,397 | 0 | 0 | |||
| ORMAT TECHNOLOGIES INC | COM | 686688102 | 892 | 20,388 | SH | DFND | 20,388 | 0 | 0 | |||
| ORMAT TECHNOLOGIES INC | COM | 686688102 | 66 | 1,518 | SH | OTR | 2 | 0 | 0 | 1,518 | ||
| ORTHOFIX INTL N V | COM | N6748L102 | 5,990 | 141,263 | SH | DFND | 137,331 | 0 | 3,932 | |||
| ORTHOFIX INTL N V | COM | N6748L102 | 1,203 | 28,378 | SH | OTR | 2 | 0 | 0 | 28,378 | ||
| OSHKOSH CORP | COM | 688239201 | 14,483 | 303,558 | SH | DFND | 285,083 | 0 | 18,475 | |||
| OTTER TAIL CORP | COM | 689648103 | 128 | 3,813 | SH | OTR | 2 | 0 | 0 | 3,813 | ||
| OTTER TAIL CORP | COM | 689648103 | 1,383 | 41,303 | SH | DFND | 38,673 | 0 | 2,630 | |||
| OUTERWALL INC | COM | 690070107 | 721 | 17,176 | SH | DFND | 17,176 | 0 | 0 | |||
| OUTFRONT MEDIA INC | COM | 69007J106 | 2,889 | 119,548 | SH | OTR | 2 | 0 | 0 | 119,548 | ||
| OUTFRONT MEDIA INC | COM | 69007J106 | 2,721 | 112,557 | SH | DFND | 112,557 | 0 | 0 | |||
| OVERSTOCK COM INC DEL | COM | 690370101 | 1,456 | 90,384 | SH | DFND | 70,115 | 0 | 20,269 | |||
| OVERSTOCK COM INC DEL | COM | 690370101 | 115 | 7,116 | SH | OTR | 2 | 0 | 0 | 7,116 | ||
| OWENS & MINOR INC NEW | COM | 690732102 | 12,681 | 339,233 | SH | DFND | 276,740 | 0 | 62,493 | |||
| OWENS & MINOR INC NEW | COM | 690732102 | 535 | 14,316 | SH | OTR | 2 | 0 | 0 | 14,316 | ||
| OWENS CORNING NEW | COM | 690742101 | 137,118 | 2,661,457 | SH | DFND | 2,507,582 | 0 | 153,875 | |||
| OWENS CORNING NEW | COM | 690742101 | 3,597 | 69,810 | SH | OTR | 2 | 0 | 0 | 69,810 | ||
| OWENS ILL INC | COM NEW | 690768403 | 24,890 | 1,382,005 | SH | DFND | 1,035,433 | 0 | 346,572 | |||
| OXFORD INDS INC | COM | 691497309 | 1,548 | 27,347 | SH | DFND | 23,564 | 0 | 3,783 | |||
| P C CONNECTION | COM | 69318J100 | 441 | 18,509 | SH | DFND | 18,509 | 0 | 0 | |||
| P C CONNECTION | COM | 69318J100 | 60 | 2,523 | SH | OTR | 2 | 0 | 0 | 2,523 | ||
| P T TELEKOMUNIKASI INDONESIA | SPONSORED ADR | 715684106 | 10,553 | 171,711 | SH | DFND | 106,882 | 0 | 64,829 | |||
| PACCAR INC | COM | 693718108 | 22,156 | 427,140 | SH | DFND | 427,140 | 0 | 0 | |||
| PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 1,369 | 194,629 | SH | DFND | 194,629 | 0 | 0 | |||
| PACIFIC BIOSCIENCES CALIF IN | COM | 69404D108 | 11 | 1,551 | SH | OTR | 2 | 0 | 0 | 1,551 | ||
| PACIFIC PREMIER BANCORP | COM | 69478X105 | 1,289 | 53,724 | SH | DFND | 53,724 | 0 | 0 | |||
| PACIFIC PREMIER BANCORP | COM | 69478X105 | 108 | 4,490 | SH | OTR | 2 | 0 | 0 | 4,490 | ||
| PACKAGING CORP AMER | COM | 695156109 | 36,866 | 550,818 | SH | DFND | 462,663 | 0 | 88,155 | |||
| PACWEST BANCORP DEL | COM | 695263103 | 1,065 | 26,768 | SH | DFND | 26,768 | 0 | 0 | |||
| PALO ALTO NETWORKS INC | COM | 697435105 | 2,926 | 23,855 | SH | DFND | 14,216 | 0 | 9,639 | |||
| PANERA BREAD CO | CL A | 69840W108 | 6,564 | 30,970 | SH | DFND | 20,056 | 0 | 10,914 | |||
| PAPA JOHNS INTL INC | COM | 698813102 | 407 | 5,990 | SH | DFND | 3,846 | 0 | 2,144 | |||
| PAPA JOHNS INTL INC | COM | 698813102 | 28 | 409 | SH | OTR | 2 | 0 | 0 | 409 | ||
| PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 4 | 273 | SH | OTR | 2 | 0 | 0 | 273 | ||
| PAR PACIFIC HOLDINGS INC | COM NEW | 69888T207 | 306 | 19,978 | SH | DFND | 19,978 | 0 | 0 | |||
| PAREXEL INTL CORP | COM | 699462107 | 4,527 | 71,996 | SH | DFND | 71,996 | 0 | 0 | |||
| PAREXEL INTL CORP | COM | 699462107 | 27 | 427 | SH | OTR | 2 | 0 | 0 | 427 | ||
| PARK OHIO HLDGS CORP | COM | 700666100 | 868 | 30,688 | SH | DFND | 26,557 | 0 | 4,131 | |||
| PARK OHIO HLDGS CORP | COM | 700666100 | 24 | 833 | SH | OTR | 2 | 0 | 0 | 833 | ||
| PARKER DRILLING CO | COM | 701081101 | 349 | 152,467 | SH | DFND | 152,467 | 0 | 0 | |||
| PARKER HANNIFIN CORP | COM | 701094104 | 55,731 | 515,790 | SH | DFND | 473,475 | 0 | 42,315 | |||
| PARKWAY PPTYS INC | COM | 70159Q104 | 1,420 | 84,903 | SH | DFND | 84,903 | 0 | 0 | |||
| PARSLEY ENERGY INC | CL A | 701877102 | 10 | 384 | SH | OTR | 2 | 0 | 0 | 384 | ||
| PARSLEY ENERGY INC | CL A | 701877102 | 2,171 | 80,223 | SH | DFND | 80,223 | 0 | 0 | |||
| PATRICK INDS INC | COM | 703343103 | 2,805 | 46,519 | SH | DFND | 46,519 | 0 | 0 | |||
| PATRIOT NATL INC | COM | 70338T102 | 334 | 40,780 | SH | DFND | 40,780 | 0 | 0 | |||
| PATTERSON COMPANIES INC | COM | 703395103 | 6,037 | 126,061 | SH | DFND | 75,456 | 0 | 50,605 | |||
| PATTERSON UTI ENERGY INC | COM | 703481101 | 32,975 | 1,546,663 | SH | DFND | 1,546,663 | 0 | 0 | |||
| PAYCHEX INC | COM | 704326107 | 13,563 | 227,947 | SH | DFND | 166,639 | 0 | 61,308 | |||
| PAYCOM SOFTWARE INC | COM | 70432V102 | 1,310 | 30,318 | SH | DFND | 30,318 | 0 | 0 | |||
| PAYLOCITY HLDG CORP | COM | 70438V106 | 895 | 20,726 | SH | DFND | 20,726 | 0 | 0 | |||
| PAYPAL HLDGS INC | COM | 70450Y103 | 5,205 | 142,573 | SH | DFND | 123,902 | 0 | 18,671 | |||
| PBF ENERGY INC | CL A | 69318G106 | 31,409 | 1,320,819 | SH | DFND | 1,288,842 | 0 | 31,977 | |||
| PDC ENERGY INC | COM | 69327R101 | 1,851 | 32,131 | SH | DFND | 32,131 | 0 | 0 | |||
| PDF SOLUTIONS INC | COM | 693282105 | 486 | 34,723 | SH | DFND | 34,723 | 0 | 0 | |||
| PDL BIOPHARMA INC | COM | 69329Y104 | 5,913 | 1,882,972 | SH | DFND | 1,606,436 | 0 | 276,536 | |||
| PDL BIOPHARMA INC | COM | 69329Y104 | 1,149 | 365,941 | SH | OTR | 2 | 0 | 0 | 365,941 | ||
| PEBBLEBROOK HOTEL TR | COM | 70509V100 | 1,083 | 41,264 | SH | DFND | 41,264 | 0 | 0 | |||
| PEGASYSTEMS INC | COM | 705573103 | 1,523 | 56,527 | SH | DFND | 56,527 | 0 | 0 | |||
| PEGASYSTEMS INC | COM | 705573103 | 29 | 1,064 | SH | OTR | 2 | 0 | 0 | 1,064 | ||
| PENN NATL GAMING INC | COM | 707569109 | 432 | 30,970 | SH | DFND | 30,970 | 0 | 0 | |||
| PENN WEST PETE LTD NEW | COM | 707887105 | 19 | 13,902 | SH | DFND | 13,902 | 0 | 0 | |||
| PENNEY J C INC | COM | 708160106 | 379 | 42,660 | SH | DFND | 42,660 | 0 | 0 | |||
| PENNSYLVANIA RL ESTATE INVT | SH BEN INT | 709102107 | 2,540 | 118,419 | SH | DFND | 118,419 | 0 | 0 | |||
| PENNYMAC MTG INVT TR | COM | 70931T103 | 1,284 | 79,101 | SH | DFND | 79,101 | 0 | 0 | |||
| PENSKE AUTOMOTIVE GRP INC | COM | 70959W103 | 4,083 | 129,782 | SH | DFND | 129,782 | 0 | 0 | |||
| PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 941 | 64,176 | SH | OTR | 2 | 0 | 0 | 64,176 | ||
| PEOPLES UNITED FINANCIAL INC | COM | 712704105 | 43,530 | 2,969,310 | SH | DFND | 2,407,617 | 0 | 561,693 | |||
| PEPSICO INC | COM | 713448108 | 6,850 | 64,658 | SH | OTR | 2 | 0 | 0 | 64,658 | ||
| PEPSICO INC | COM | 713448108 | 500,915 | 4,728,289 | SH | DFND | 3,489,516 | 0 | 1,238,773 | |||
| PEREGRINE PHARMACEUTICALS IN | COM NEW | 713661304 | 70 | 190,991 | SH | DFND | 190,991 | 0 | 0 | |||
| PERFICIENT INC | COM | 71375U101 | 441 | 21,706 | SH | DFND | 21,706 | 0 | 0 | |||
| PERFORMANCE SPORTS GROUP LTD | COM | 71377G100 | 577 | 192,472 | SH | DFND | 152,807 | 0 | 39,665 | |||
| PERFORMANCE SPORTS GROUP LTD | COM | 71377G100 | 104 | 34,622 | SH | OTR | 2 | 0 | 0 | 34,622 | ||
| PERKINELMER INC | COM | 714046109 | 4,024 | 76,761 | SH | DFND | 76,761 | 0 | 0 | |||
| PERNIX THERAPEUTICS HLDGS IN | COM | 71426V108 | 526 | 1,173,332 | SH | DFND | 894,910 | 0 | 278,422 | |||
| PERNIX THERAPEUTICS HLDGS IN | COM | 71426V108 | 119 | 266,264 | SH | OTR | 2 | 0 | 0 | 266,264 | ||
| PETMED EXPRESS INC | COM | 716382106 | 2,676 | 142,620 | SH | DFND | 121,935 | 0 | 20,685 | |||
| PETROCHINA CO LTD | SPONSORED ADR | 71646E100 | 4,682 | 68,931 | SH | DFND | 68,931 | 0 | 0 | |||
| PETROLEO BRASILEIRO SA PETRO | SPONSORED ADR | 71654V408 | 1,363 | 190,409 | SH | DFND | 139,501 | 0 | 50,908 | |||
| PFIZER INC | COM | 717081103 | 275,920 | 7,836,415 | SH | DFND | 5,765,272 | 0 | 2,071,143 | |||
| PFIZER INC | COM | 717081103 | 2,459 | 69,828 | SH | OTR | 2 | 0 | 0 | 69,828 | ||
| PFSWEB INC | COM NEW | 717098206 | 172 | 18,088 | SH | DFND | 18,088 | 0 | 0 | |||
| PG&E CORP | COM | 69331C108 | 201,058 | 3,145,461 | SH | DFND | 2,868,575 | 0 | 276,886 | |||
| PG&E CORP | COM | 69331C108 | 1,621 | 25,362 | SH | OTR | 2 | 0 | 0 | 25,362 | ||
| PGT INC | COM | 69336V101 | 240 | 23,348 | SH | DFND | 23,348 | 0 | 0 | |||
| PHARMERICA CORP | COM | 71714F104 | 3,400 | 137,866 | SH | DFND | 128,252 | 0 | 9,614 | |||
| PHARMERICA CORP | COM | 71714F104 | 49 | 2,005 | SH | OTR | 2 | 0 | 0 | 2,005 | ||
| PHIBRO ANIMAL HEALTH CORP | CL A COM | 71742Q106 | 682 | 36,529 | SH | DFND | 29,603 | 0 | 6,926 | |||
| PHIBRO ANIMAL HEALTH CORP | CL A COM | 71742Q106 | 116 | 6,207 | SH | OTR | 2 | 0 | 0 | 6,207 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 3,788 | 37,243 | SH | OTR | 2 | 0 | 0 | 37,243 | ||
| PHILIP MORRIS INTL INC | COM | 718172109 | 147,438 | 1,449,452 | SH | DFND | 1,185,381 | 0 | 264,071 | |||
| PHILLIPS 66 | COM | 718546104 | 112,130 | 1,413,283 | SH | DFND | 1,122,105 | 0 | 291,178 | |||
| PHOTRONICS INC | COM | 719405102 | 3,350 | 375,943 | SH | DFND | 370,628 | 0 | 5,315 | |||
| PHOTRONICS INC | COM | 719405102 | 420 | 47,116 | SH | OTR | 2 | 0 | 0 | 47,116 | ||
| PHYSICIANS RLTY TR | COM | 71943U104 | 3,835 | 182,530 | SH | DFND | 166,571 | 0 | 15,959 | |||
| PIEDMONT NAT GAS INC | COM | 720186105 | 1,794 | 29,838 | SH | DFND | 27,338 | 0 | 2,500 | |||
| PIEDMONT NAT GAS INC | COM | 720186105 | 771 | 12,820 | SH | OTR | 2 | 0 | 0 | 12,820 | ||
| PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 2,244 | 104,168 | SH | DFND | 104,168 | 0 | 0 | |||
| PIEDMONT OFFICE REALTY TR IN | COM CL A | 720190206 | 1,289 | 59,820 | SH | OTR | 2 | 0 | 0 | 59,820 | ||
| PIER 1 IMPORTS INC | COM | 720279108 | 1,153 | 224,413 | SH | DFND | 219,778 | 0 | 4,635 | |||
| PIER 1 IMPORTS INC | COM | 720279108 | 23 | 4,434 | SH | OTR | 2 | 0 | 0 | 4,434 | ||
| PILGRIMS PRIDE CORP NEW | COM | 72147K108 | 55,684 | 2,185,396 | SH | DFND | 1,896,426 | 0 | 288,970 | |||
| PILGRIMS PRIDE CORP NEW | COM | 72147K108 | 1,601 | 62,832 | SH | OTR | 2 | 0 | 0 | 62,832 | ||
| PINNACLE ENTMT INC NEW | COM | 72348Y105 | 16 | 1,437 | SH | OTR | 2 | 0 | 0 | 1,437 | ||
| PINNACLE ENTMT INC NEW | COM | 72348Y105 | 355 | 32,014 | SH | DFND | 32,014 | 0 | 0 | |||
| PINNACLE FINL PARTNERS INC | COM | 72346Q104 | 888 | 18,175 | SH | DFND | 18,175 | 0 | 0 | |||
| PINNACLE FOODS INC DEL | COM | 72348P104 | 26,814 | 579,265 | SH | DFND | 579,265 | 0 | 0 | |||
| PINNACLE FOODS INC DEL | COM | 72348P104 | 419 | 9,042 | SH | OTR | 2 | 0 | 0 | 9,042 | ||
| PINNACLE WEST CAP CORP | COM | 723484101 | 242,451 | 2,991,003 | SH | DFND | 2,580,803 | 0 | 410,200 | |||
| PINNACLE WEST CAP CORP | COM | 723484101 | 7,816 | 96,428 | SH | OTR | 2 | 0 | 0 | 96,428 | ||
| PIONEER ENERGY SVCS CORP | COM | 723664108 | 1,439 | 312,738 | SH | DFND | 288,373 | 0 | 24,365 | |||
| PIONEER NAT RES CO | COM | 723787107 | 15,200 | 100,523 | SH | DFND | 82,975 | 0 | 17,548 | |||
| PIONEER NAT RES CO | COM | 723787107 | 687 | 4,546 | SH | OTR | 2 | 0 | 0 | 4,546 | ||
| PIPER JAFFRAY COS | COM | 724078100 | 4,084 | 108,325 | SH | DFND | 96,133 | 0 | 12,192 | |||
| PIPER JAFFRAY COS | COM | 724078100 | 334 | 8,860 | SH | OTR | 2 | 0 | 0 | 8,860 | ||
| PITNEY BOWES INC | COM | 724479100 | 12,924 | 726,043 | SH | DFND | 426,571 | 0 | 299,472 | |||
| PITNEY BOWES INC | COM | 724479100 | 176 | 9,870 | SH | OTR | 2 | 0 | 0 | 9,870 | ||
| PLANTRONICS INC NEW | COM | 727493108 | 15,313 | 348,022 | SH | DFND | 334,190 | 0 | 13,832 | |||
| PLEXUS CORP | COM | 729132100 | 324 | 7,495 | SH | DFND | 6,468 | 0 | 1,027 | |||
| PLEXUS CORP | COM | 729132100 | 55 | 1,275 | SH | OTR | 2 | 0 | 0 | 1,275 | ||
| PLY GEM HLDGS INC | COM | 72941W100 | 2,826 | 193,932 | SH | DFND | 160,814 | 0 | 33,118 | |||
| PLY GEM HLDGS INC | COM | 72941W100 | 322 | 22,092 | SH | OTR | 2 | 0 | 0 | 22,092 | ||
| PNC FINL SVCS GROUP INC | COM | 693475105 | 372,955 | 4,582,314 | SH | DFND | 3,790,272 | 0 | 792,042 | |||
| PNC FINL SVCS GROUP INC | COM | 693475105 | 5,959 | 73,213 | SH | OTR | 2 | 0 | 0 | 73,213 | ||
| PNM RES INC | COM | 69349H107 | 313 | 8,838 | SH | OTR | 2 | 0 | 0 | 8,838 | ||
| PNM RES INC | COM | 69349H107 | 28,723 | 810,461 | SH | DFND | 808,710 | 0 | 1,751 | |||
| POLARIS INDS INC | COM | 731068102 | 5,211 | 63,734 | SH | DFND | 33,226 | 0 | 30,508 | |||
| POLYCOM INC | COM | 73172K104 | 81 | 7,181 | SH | OTR | 2 | 0 | 0 | 7,181 | ||
| POLYCOM INC | COM | 73172K104 | 22,536 | 2,003,227 | SH | DFND | 1,841,937 | 0 | 161,290 | |||
| POLYONE CORP | COM | 73179P106 | 1,261 | 35,778 | SH | DFND | 35,778 | 0 | 0 | |||
| POOL CORPORATION | COM | 73278L105 | 2,684 | 28,547 | SH | DFND | 23,497 | 0 | 5,050 | |||
| POOL CORPORATION | COM | 73278L105 | 66 | 700 | SH | OTR | 2 | 0 | 0 | 700 | ||
| POPEYES LA KITCHEN INC | COM | 732872106 | 439 | 8,031 | SH | DFND | 6,476 | 0 | 1,555 | |||
| POPULAR INC | COM NEW | 733174700 | 22,775 | 777,290 | SH | DFND | 699,187 | 0 | 78,103 | |||
| POPULAR INC | COM NEW | 733174700 | 1,234 | 42,124 | SH | OTR | 2 | 0 | 0 | 42,124 | ||
| PORTLAND GEN ELEC CO | COM NEW | 736508847 | 3,049 | 69,118 | SH | DFND | 69,118 | 0 | 0 | |||
| PORTLAND GEN ELEC CO | COM NEW | 736508847 | 979 | 22,200 | SH | OTR | 2 | 0 | 0 | 22,200 | ||
| POSCO | SPONSORED ADR | 693483109 | 357 | 8,028 | SH | DFND | 8,028 | 0 | 0 | |||
| POST HLDGS INC | COM | 737446104 | 486 | 5,882 | SH | OTR | 2 | 0 | 0 | 5,882 | ||
| POST HLDGS INC | COM | 737446104 | 4,734 | 57,247 | SH | DFND | 57,247 | 0 | 0 | |||
| POST PPTYS INC | COM | 737464107 | 2,622 | 42,949 | SH | DFND | 42,949 | 0 | 0 | |||
| POST PPTYS INC | COM | 737464107 | 4,179 | 68,459 | SH | OTR | 2 | 0 | 0 | 68,459 | ||
| POTASH CORP SASK INC | COM | 73755L107 | 768 | 47,482 | SH | DFND | 47,482 | 0 | 0 | |||
| POTBELLY CORP | COM | 73754Y100 | 305 | 24,353 | SH | DFND | 24,353 | 0 | 0 | |||
| POTLATCH CORP NEW | COM | 737630103 | 809 | 23,724 | SH | DFND | 19,771 | 0 | 3,953 | |||
| POTLATCH CORP NEW | COM | 737630103 | 18 | 529 | SH | OTR | 2 | 0 | 0 | 529 | ||
| POWELL INDS INC | COM | 739128106 | 671 | 17,069 | SH | DFND | 17,069 | 0 | 0 | |||
| POWER INTEGRATIONS INC | COM | 739276103 | 291 | 5,810 | SH | DFND | 5,810 | 0 | 0 | |||
| PPG INDS INC | COM | 693506107 | 46,173 | 443,328 | SH | DFND | 432,178 | 0 | 11,150 | |||
| PPL CORP | COM | 69351T106 | 32,630 | 864,358 | SH | DFND | 729,589 | 0 | 134,769 | |||
| PRA GROUP INC | COM | 69354N106 | 553 | 22,927 | SH | DFND | 18,398 | 0 | 4,529 | |||
| PRA GROUP INC | COM | 69354N106 | 45 | 1,846 | SH | OTR | 2 | 0 | 0 | 1,846 | ||
| PRA HEALTH SCIENCES INC | COM | 69354M108 | 2,377 | 56,920 | SH | DFND | 56,920 | 0 | 0 | |||
| PRAXAIR INC | COM | 74005P104 | 1,650 | 14,680 | SH | DFND | 9,580 | 0 | 5,100 | |||
| PREFERRED BK LOS ANGELES CA | COM NEW | 740367404 | 972 | 33,650 | SH | DFND | 33,650 | 0 | 0 | |||
| PREFERRED BK LOS ANGELES CA | COM NEW | 740367404 | 787 | 27,239 | SH | OTR | 2 | 0 | 0 | 27,239 | ||
| PRESTIGE BRANDS HLDGS INC | COM | 74112D101 | 3,643 | 65,758 | SH | DFND | 65,758 | 0 | 0 | |||
| PRESTIGE BRANDS HLDGS INC | COM | 74112D101 | 37 | 665 | SH | OTR | 2 | 0 | 0 | 665 | ||
| PRICE T ROWE GROUP INC | COM | 74144T108 | 13,965 | 191,386 | SH | DFND | 45,739 | 0 | 145,647 | |||
| PRICELINE GRP INC | COM NEW | 741503403 | 50,636 | 40,560 | SH | DFND | 29,509 | 0 | 11,051 | |||
| PRICELINE GRP INC | COM NEW | 741503403 | 1,879 | 1,505 | SH | OTR | 2 | 0 | 0 | 1,505 | ||
| PRICESMART INC | COM | 741511109 | 238 | 2,543 | SH | DFND | 2,543 | 0 | 0 | |||
| PRIMERICA INC | COM | 74164M108 | 3,878 | 67,749 | SH | DFND | 63,262 | 0 | 4,487 | |||
| PRIMORIS SVCS CORP | COM | 74164F103 | 243 | 12,857 | SH | DFND | 12,857 | 0 | 0 | |||
| PRINCIPAL FINL GROUP INC | COM | 74251V102 | 510 | 12,404 | SH | DFND | 9,896 | 0 | 2,508 | |||
| PRIVATEBANCORP INC | COM | 742962103 | 5,741 | 130,380 | SH | DFND | 130,380 | 0 | 0 | |||
| PROASSURANCE CORP | COM | 74267C106 | 9,928 | 185,396 | SH | DFND | 167,994 | 0 | 17,402 | |||
| PROCTER & GAMBLE CO | COM | 742718109 | 503,357 | 5,944,932 | SH | DFND | 4,522,101 | 0 | 1,422,831 | |||
| PROCTER & GAMBLE CO | COM | 742718109 | 10,500 | 124,009 | SH | OTR | 2 | 0 | 0 | 124,009 | ||
| PROGRESS SOFTWARE CORP | COM | 743312100 | 2,956 | 107,642 | SH | DFND | 76,860 | 0 | 30,782 | |||
| PROGRESS SOFTWARE CORP | COM | 743312100 | 1,078 | 39,267 | SH | OTR | 2 | 0 | 0 | 39,267 | ||
| PROGRESSIVE CORP OHIO | COM | 743315103 | 124,947 | 3,729,756 | SH | DFND | 3,019,642 | 0 | 710,114 | |||
| PROGRESSIVE CORP OHIO | COM | 743315103 | 428 | 12,766 | SH | OTR | 2 | 0 | 0 | 12,766 | ||
| PROLOGIS INC | COM | 74340W103 | 37,849 | 771,798 | SH | DFND | 583,253 | 0 | 188,545 | |||
| PROSPERITY BANCSHARES INC | COM | 743606105 | 3,107 | 60,934 | SH | DFND | 53,181 | 0 | 7,753 | |||
| PROTHENA CORP PLC | SHS | G72800108 | 43 | 1,216 | SH | OTR | 2 | 0 | 0 | 1,216 | ||
| PROTHENA CORP PLC | SHS | G72800108 | 561 | 16,061 | SH | DFND | 13,244 | 0 | 2,817 | |||
| PROVIDENCE SVC CORP | COM | 743815102 | 269 | 5,994 | SH | DFND | 5,994 | 0 | 0 | |||
| PROVIDENT FINL SVCS INC | COM | 74386T105 | 1,723 | 87,708 | SH | DFND | 87,708 | 0 | 0 | |||
| PRUDENTIAL FINL INC | COM | 744320102 | 35,824 | 502,158 | SH | DFND | 460,403 | 0 | 41,755 | |||
| PS BUSINESS PKS INC CALIF | COM | 69360J107 | 7,172 | 67,614 | SH | DFND | 61,206 | 0 | 6,408 | |||
| PS BUSINESS PKS INC CALIF | COM | 69360J107 | 2,380 | 22,437 | SH | OTR | 2 | 0 | 0 | 22,437 | ||
| PTC INC | COM | 69370C100 | 3,573 | 95,072 | SH | DFND | 95,072 | 0 | 0 | |||
| PUBLIC STORAGE | COM | 74460D109 | 93,660 | 366,446 | SH | DFND | 252,481 | 0 | 113,965 | |||
| PUBLIC STORAGE | COM | 74460D109 | 2,238 | 8,756 | SH | OTR | 2 | 0 | 0 | 8,756 | ||
| PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 457,815 | 9,822,253 | SH | DFND | 7,894,284 | 0 | 1,927,969 | |||
| PUBLIC SVC ENTERPRISE GROUP | COM | 744573106 | 6,561 | 140,772 | SH | OTR | 2 | 0 | 0 | 140,772 | ||
| PUMA BIOTECHNOLOGY INC | COM | 74587V107 | 399 | 13,410 | SH | DFND | 13,410 | 0 | 0 | |||
| PVH CORP | COM | 693656100 | 102,307 | 1,085,712 | SH | DFND | 862,584 | 0 | 223,128 | |||
| Q2 HLDGS INC | COM | 74736L109 | 579 | 20,651 | SH | DFND | 20,651 | 0 | 0 | |||
| QAD INC | CL A | 74727D306 | 31 | 1,600 | SH | DFND | 1,600 | 0 | 0 | |||
| QAD INC | CL A | 74727D306 | 252 | 13,059 | SH | OTR | 2 | 0 | 0 | 13,059 | ||
| QEP RES INC | COM | 74733V100 | 33,801 | 1,917,224 | SH | DFND | 1,904,411 | 0 | 12,813 | |||
| QEP RES INC | COM | 74733V100 | 497 | 28,175 | SH | OTR | 2 | 0 | 0 | 28,175 | ||
| QIAGEN NV | REG SHS | N72482107 | 783 | 35,973 | SH | DFND | 35,973 | 0 | 0 | |||
| QIHOO 360 TECHNOLOGY CO LTD | ADS | 74734M109 | 12,052 | 164,979 | SH | DFND | 98,261 | 0 | 66,718 | |||
| QLIK TECHNOLOGIES INC | COM | 74733T105 | 119 | 4,034 | SH | OTR | 2 | 0 | 0 | 4,034 | ||
| QLIK TECHNOLOGIES INC | COM | 74733T105 | 1,438 | 48,616 | SH | DFND | 38,418 | 0 | 10,198 | |||
| QLOGIC CORP | COM | 747277101 | 5,940 | 403,005 | SH | DFND | 335,683 | 0 | 67,322 | |||
| QLOGIC CORP | COM | 747277101 | 1,579 | 107,109 | SH | OTR | 2 | 0 | 0 | 107,109 | ||
| QORVO INC | COM | 74736K101 | 1,132 | 20,480 | SH | DFND | 20,480 | 0 | 0 | |||
| QTS RLTY TR INC | COM CL A | 74736A103 | 3,398 | 60,692 | SH | DFND | 60,692 | 0 | 0 | |||
| QTS RLTY TR INC | COM CL A | 74736A103 | 675 | 12,059 | SH | OTR | 2 | 0 | 0 | 12,059 | ||
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 3,760 | 161,447 | SH | DFND | 145,337 | 0 | 16,110 | |||
| QUAD / GRAPHICS INC | COM CL A | 747301109 | 940 | 40,382 | SH | OTR | 2 | 0 | 0 | 40,382 | ||
| QUALCOMM INC | COM | 747525103 | 145,646 | 2,718,802 | SH | DFND | 2,040,531 | 0 | 678,271 | |||
| QUALCOMM INC | COM | 747525103 | 2,001 | 37,351 | SH | OTR | 2 | 0 | 0 | 37,351 | ||
| QUALITY SYS INC | COM | 747582104 | 415 | 34,826 | SH | DFND | 34,826 | 0 | 0 | |||
| QUALITY SYS INC | COM | 747582104 | 30 | 2,532 | SH | OTR | 2 | 0 | 0 | 2,532 | ||
| QUALYS INC | COM | 74758T303 | 393 | 13,182 | SH | DFND | 13,182 | 0 | 0 | |||
| QUANTA SVCS INC | COM | 74762E102 | 591 | 25,580 | SH | OTR | 2 | 0 | 0 | 25,580 | ||
| QUANTA SVCS INC | COM | 74762E102 | 56,521 | 2,444,698 | SH | DFND | 1,817,335 | 0 | 627,363 | |||
| QUANTUM CORP | COM DSSG | 747906204 | 111 | 263,831 | SH | DFND | 263,831 | 0 | 0 | |||
| QUANTUM CORP | COM DSSG | 747906204 | 16 | 36,918 | SH | OTR | 2 | 0 | 0 | 36,918 | ||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 126,262 | 1,550,938 | SH | DFND | 1,211,883 | 0 | 339,055 | |||
| QUEST DIAGNOSTICS INC | COM | 74834L100 | 49 | 608 | SH | OTR | 2 | 0 | 0 | 608 | ||
| QUESTAR CORP | COM | 748356102 | 284 | 11,192 | SH | DFND | 11,192 | 0 | 0 | |||
| QUESTAR CORP | COM | 748356102 | 548 | 21,611 | SH | OTR | 2 | 0 | 0 | 21,611 | ||
| QUINSTREET INC | COM | 74874Q100 | 7 | 2,098 | SH | DFND | 1,698 | 0 | 400 | |||
| QUINSTREET INC | COM | 74874Q100 | 205 | 57,640 | SH | OTR | 2 | 0 | 0 | 57,640 | ||
| QUINTILES TRANSNATIO HLDGS I | COM | 74876Y101 | 100,421 | 1,537,373 | SH | DFND | 1,378,214 | 0 | 159,159 | |||
| QUORUM HEALTH CORP | COM | 74909E106 | 279 | 26,004 | SH | DFND | 800 | 0 | 25,204 | |||
| RACKSPACE HOSTING INC | COM | 750086100 | 59,450 | 2,849,949 | SH | DFND | 2,559,839 | 0 | 290,110 | |||
| RACKSPACE HOSTING INC | COM | 750086100 | 2,720 | 130,391 | SH | OTR | 2 | 0 | 0 | 130,391 | ||
| RADIAN GROUP INC | COM | 750236101 | 4,033 | 387,041 | SH | DFND | 310,679 | 0 | 76,362 | |||
| RADIAN GROUP INC | COM | 750236101 | 260 | 24,978 | SH | OTR | 2 | 0 | 0 | 24,978 | ||
| RADIUS HEALTH INC | COM NEW | 750469207 | 1,043 | 28,380 | SH | DFND | 28,380 | 0 | 0 | |||
| RADNET INC | COM | 750491102 | 274 | 51,322 | SH | DFND | 51,322 | 0 | 0 | |||
| RALPH LAUREN CORP | CL A | 751212101 | 53,587 | 597,941 | SH | DFND | 414,441 | 0 | 183,500 | |||
| RAMBUS INC DEL | COM | 750917106 | 290 | 24,021 | SH | DFND | 24,021 | 0 | 0 | |||
| RAMCO-GERSHENSON PPTYS TR | COM SH BEN INT | 751452202 | 1,344 | 68,528 | SH | DFND | 68,528 | 0 | 0 | |||
| RANDGOLD RES LTD | ADR | 752344309 | 249 | 2,223 | SH | DFND | 2,223 | 0 | 0 | |||
| RAYMOND JAMES FINANCIAL INC | COM | 754730109 | 45,209 | 917,015 | SH | DFND | 914,556 | 0 | 2,459 | |||
| RAYONIER ADVANCED MATLS INC | COM | 75508B104 | 9,195 | 676,584 | SH | DFND | 580,734 | 0 | 95,850 | |||
| RAYONIER ADVANCED MATLS INC | COM | 75508B104 | 1,849 | 136,048 | SH | OTR | 2 | 0 | 0 | 136,048 | ||
| RAYONIER INC | COM | 754907103 | 373 | 14,227 | SH | DFND | 14,227 | 0 | 0 | |||
| RAYONIER INC | COM | 754907103 | 327 | 12,452 | SH | OTR | 2 | 0 | 0 | 12,452 | ||
| RAYTHEON CO | COM NEW | 755111507 | 241,203 | 1,774,203 | SH | DFND | 1,549,101 | 0 | 225,102 | |||
| RAYTHEON CO | COM NEW | 755111507 | 2,642 | 19,437 | SH | OTR | 2 | 0 | 0 | 19,437 | ||
| RBC BEARINGS INC | COM | 75524B104 | 226 | 3,114 | SH | DFND | 3,114 | 0 | 0 | |||
| RE MAX HLDGS INC | CL A | 75524W108 | 254 | 6,301 | SH | DFND | 6,301 | 0 | 0 | |||
| REALOGY HLDGS CORP | COM | 75605Y106 | 207 | 7,129 | SH | DFND | 7,129 | 0 | 0 | |||
| REALOGY HLDGS CORP | COM | 75605Y106 | 70 | 2,400 | SH | OTR | 2 | 0 | 0 | 2,400 | ||
| REALPAGE INC | COM | 75606N109 | 649 | 29,055 | SH | DFND | 27,579 | 0 | 1,476 | |||
| REALPAGE INC | COM | 75606N109 | 50 | 2,220 | SH | OTR | 2 | 0 | 0 | 2,220 | ||
| REALTY INCOME CORP | COM | 756109104 | 12,555 | 181,019 | SH | DFND | 171,789 | 0 | 9,230 | |||
| RED HAT INC | COM | 756577102 | 17,476 | 240,723 | SH | DFND | 212,813 | 0 | 27,910 | |||
| RED ROBIN GOURMET BURGERS IN | COM | 75689M101 | 467 | 9,851 | SH | DFND | 9,851 | 0 | 0 | |||
| REDWOOD TR INC | COM | 758075402 | 1,628 | 117,912 | SH | DFND | 117,912 | 0 | 0 | |||
| REGAL BELOIT CORP | COM | 758750103 | 22,150 | 402,368 | SH | DFND | 394,988 | 0 | 7,380 | |||
| REGAL BELOIT CORP | COM | 758750103 | 137 | 2,480 | SH | OTR | 2 | 0 | 0 | 2,480 | ||
| REGAL ENTMT GROUP | CL A | 758766109 | 4,270 | 193,737 | SH | DFND | 193,737 | 0 | 0 | |||
| REGENCY CTRS CORP | COM | 758849103 | 3,139 | 37,495 | SH | DFND | 37,495 | 0 | 0 | |||
| REGENCY CTRS CORP | COM | 758849103 | 2,377 | 28,384 | SH | OTR | 2 | 0 | 0 | 28,384 | ||
| REGENERON PHARMACEUTICALS | COM | 75886F107 | 798 | 2,285 | SH | DFND | 683 | 0 | 1,602 | |||
| REGIONAL MGMT CORP | COM | 75902K106 | 669 | 45,606 | SH | DFND | 45,606 | 0 | 0 | |||
| REGIONAL MGMT CORP | COM | 75902K106 | 6 | 412 | SH | OTR | 2 | 0 | 0 | 412 | ||
| REGIONS FINL CORP NEW | COM | 7591EP100 | 16,722 | 1,964,936 | SH | DFND | 1,732,048 | 0 | 232,888 | |||
| REGIS CORP MINN | COM | 758932107 | 599 | 48,125 | SH | DFND | 48,125 | 0 | 0 | |||
| REINSURANCE GROUP AMER INC | COM NEW | 759351604 | 84,134 | 867,446 | SH | DFND | 824,867 | 0 | 42,579 | |||
| REINSURANCE GROUP AMER INC | COM NEW | 759351604 | 228 | 2,353 | SH | OTR | 2 | 0 | 0 | 2,353 | ||
| RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 98,453 | 1,280,274 | SH | DFND | 1,221,726 | 0 | 58,548 | |||
| RELIANCE STEEL & ALUMINUM CO | COM | 759509102 | 1,276 | 16,598 | SH | OTR | 2 | 0 | 0 | 16,598 | ||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 37,831 | 322,132 | SH | DFND | 262,091 | 0 | 60,041 | |||
| RENAISSANCERE HOLDINGS LTD | COM | G7496G103 | 693 | 5,898 | SH | OTR | 2 | 0 | 0 | 5,898 | ||
| RENASANT CORP | COM | 75970E107 | 1,334 | 41,276 | SH | DFND | 41,276 | 0 | 0 | |||
| RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 1,556 | 176,188 | SH | DFND | 164,064 | 0 | 12,124 | |||
| RENEWABLE ENERGY GROUP INC | COM NEW | 75972A301 | 382 | 43,247 | SH | OTR | 2 | 0 | 0 | 43,247 | ||
| REPLIGEN CORP | COM | 759916109 | 5 | 165 | SH | OTR | 2 | 0 | 0 | 165 | ||
| REPLIGEN CORP | COM | 759916109 | 1,480 | 54,096 | SH | DFND | 49,615 | 0 | 4,481 | |||
| REPUBLIC SVCS INC | COM | 760759100 | 164,550 | 3,206,984 | SH | DFND | 2,841,042 | 0 | 365,942 | |||
| REPUBLIC SVCS INC | COM | 760759100 | 2,072 | 40,384 | SH | OTR | 2 | 0 | 0 | 40,384 | ||
| RESMED INC | COM | 761152107 | 35,552 | 562,272 | SH | DFND | 355,018 | 0 | 207,254 | |||
| RESOURCES CONNECTION INC | COM | 76122Q105 | 3,345 | 226,310 | SH | DFND | 202,246 | 0 | 24,064 | |||
| RESOURCES CONNECTION INC | COM | 76122Q105 | 1,481 | 100,181 | SH | OTR | 2 | 0 | 0 | 100,181 | ||
| RESTAURANT BRANDS INTL INC | COM | 76131D103 | 1,227 | 29,634 | SH | DFND | 29,634 | 0 | 0 | |||
| RETAIL OPPORTUNITY INVTS COR | COM | 76131N101 | 2,918 | 134,661 | SH | DFND | 134,661 | 0 | 0 | |||
| RETAIL OPPORTUNITY INVTS COR | COM | 76131N101 | 297 | 13,708 | SH | OTR | 2 | 0 | 0 | 13,708 | ||
| RETAIL PPTYS AMER INC | CL A | 76131V202 | 1,292 | 76,443 | SH | DFND | 76,443 | 0 | 0 | |||
| RETAIL PPTYS AMER INC | CL A | 76131V202 | 1,467 | 86,810 | SH | OTR | 2 | 0 | 0 | 86,810 | ||
| RETAILMENOT INC | COM SER 1 | 76132B106 | 1,050 | 136,224 | SH | OTR | 2 | 0 | 0 | 136,224 | ||
| RETAILMENOT INC | COM SER 1 | 76132B106 | 5,659 | 733,969 | SH | DFND | 601,674 | 0 | 132,295 | |||
| RETROPHIN INC | COM | 761299106 | 20 | 1,116 | SH | OTR | 2 | 0 | 0 | 1,116 | ||
| RETROPHIN INC | COM | 761299106 | 1,526 | 85,659 | SH | DFND | 85,659 | 0 | 0 | |||
| REVANCE THERAPEUTICS INC | COM | 761330109 | 164 | 12,073 | SH | DFND | 12,073 | 0 | 0 | |||
| REVLON INC | CL A NEW | 761525609 | 597 | 18,554 | SH | DFND | 18,554 | 0 | 0 | |||
| REX AMERICAN RESOURCES CORP | COM | 761624105 | 1,570 | 26,236 | SH | DFND | 26,236 | 0 | 0 | |||
| REX AMERICAN RESOURCES CORP | COM | 761624105 | 151 | 2,527 | SH | OTR | 2 | 0 | 0 | 2,527 | ||
| REXFORD INDL RLTY INC | COM | 76169C100 | 1,978 | 93,783 | SH | DFND | 93,783 | 0 | 0 | |||
| REXFORD INDL RLTY INC | COM | 76169C100 | 176 | 8,337 | SH | OTR | 2 | 0 | 0 | 8,337 | ||
| REYNOLDS AMERICAN INC | COM | 761713106 | 41,930 | 777,497 | SH | DFND | 636,840 | 0 | 140,657 | |||
| REYNOLDS AMERICAN INC | COM | 761713106 | 1,190 | 22,065 | SH | OTR | 2 | 0 | 0 | 22,065 | ||
| RIGNET INC | COM | 766582100 | 542 | 40,444 | SH | DFND | 40,444 | 0 | 0 | |||
| RINGCENTRAL INC | CL A | 76680R206 | 576 | 29,205 | SH | DFND | 29,205 | 0 | 0 | |||
| RITCHIE BROS AUCTIONEERS | COM | 767744105 | 11,439 | 340,266 | SH | DFND | 176,085 | 0 | 164,181 | |||
| RITE AID CORP | COM | 767754104 | 8,389 | 1,120,002 | SH | DFND | 870,875 | 0 | 249,127 | |||
| RITE AID CORP | COM | 767754104 | 681 | 90,906 | SH | OTR | 2 | 0 | 0 | 90,906 | ||
| RLI CORP | COM | 749607107 | 1,654 | 24,054 | SH | DFND | 24,054 | 0 | 0 | |||
| RLJ LODGING TR | COM | 74965L101 | 4,140 | 193,000 | SH | DFND | 185,095 | 0 | 7,905 | |||
| RLJ LODGING TR | COM | 74965L101 | 298 | 13,891 | SH | OTR | 2 | 0 | 0 | 13,891 | ||
| ROADRUNNER TRNSN SVCS HLDG I | COM | 76973Q105 | 1,894 | 253,892 | SH | DFND | 233,997 | 0 | 19,895 | |||
| ROADRUNNER TRNSN SVCS HLDG I | COM | 76973Q105 | 258 | 34,603 | SH | OTR | 2 | 0 | 0 | 34,603 | ||
| ROBERT HALF INTL INC | COM | 770323103 | 96,548 | 2,530,075 | SH | DFND | 1,891,584 | 0 | 638,491 | |||
| ROCKET FUEL INC | COM | 773111109 | 62 | 27,964 | SH | DFND | 27,964 | 0 | 0 | |||
| ROCKWELL AUTOMATION INC | COM | 773903109 | 44,916 | 391,187 | SH | DFND | 309,533 | 0 | 81,654 | |||
| ROCKWELL COLLINS INC | COM | 774341101 | 1,127 | 13,241 | SH | DFND | 6,961 | 0 | 6,280 | |||
| ROCKWELL MED INC | COM | 774374102 | 121 | 15,956 | SH | DFND | 15,956 | 0 | 0 | |||
| ROFIN SINAR TECHNOLOGIES INC | COM | 775043102 | 1,032 | 32,317 | SH | DFND | 32,317 | 0 | 0 | |||
| ROGERS COMMUNICATIONS INC | CL B | 775109200 | 52,835 | 1,311,990 | SH | DFND | 1,012,647 | 0 | 299,343 | |||
| ROLLINS INC | COM | 775711104 | 4,221 | 144,214 | SH | DFND | 130,458 | 0 | 13,756 | |||
| ROPER TECHNOLOGIES INC | COM | 776696106 | 5,150 | 30,197 | SH | DFND | 12,419 | 0 | 17,778 | |||
| ROSS STORES INC | COM | 778296103 | 96,257 | 1,697,952 | SH | DFND | 1,378,078 | 0 | 319,874 | |||
| ROVI CORP | COM | 779376102 | 3,960 | 253,215 | SH | DFND | 207,175 | 0 | 46,040 | |||
| ROVI CORP | COM | 779376102 | 274 | 17,547 | SH | OTR | 2 | 0 | 0 | 17,547 | ||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 70,111 | 3,970,048 | SH | DFND | 3,918,460 | 0 | 51,588 | |||
| ROWAN COMPANIES PLC | SHS CL A | G7665A101 | 1,020 | 57,763 | SH | OTR | 2 | 0 | 0 | 57,763 | ||
| ROYAL BK CDA MONTREAL QUE | COM | 780087102 | 67,021 | 1,140,166 | SH | DFND | 790,472 | 0 | 349,694 | |||
| ROYAL CARIBBEAN CRUISES LTD | COM | V7780T103 | 48,511 | 722,426 | SH | DFND | 722,426 | 0 | 0 | |||
| RPC INC | COM | 749660106 | 3,413 | 219,790 | SH | DFND | 117,317 | 0 | 102,473 | |||
| RPM INTL INC | COM | 749685103 | 3,439 | 68,850 | SH | DFND | 68,850 | 0 | 0 | |||
| RPX CORP | COM | 74972G103 | 3,411 | 371,958 | SH | DFND | 342,802 | 0 | 29,156 | |||
| RPX CORP | COM | 74972G103 | 573 | 62,472 | SH | OTR | 2 | 0 | 0 | 62,472 | ||
| RSP PERMIAN INC | COM | 74978Q105 | 2,421 | 69,384 | SH | DFND | 69,384 | 0 | 0 | |||
| RTI SURGICAL INC | COM | 74975N105 | 547 | 152,437 | SH | DFND | 136,159 | 0 | 16,278 | |||
| RTI SURGICAL INC | COM | 74975N105 | 44 | 12,331 | SH | OTR | 2 | 0 | 0 | 12,331 | ||
| RUBICON PROJ INC | COM | 78112V102 | 1,838 | 134,645 | SH | DFND | 130,195 | 0 | 4,450 | |||
| RUBICON PROJ INC | COM | 78112V102 | 65 | 4,771 | SH | OTR | 2 | 0 | 0 | 4,771 | ||
| RUBY TUESDAY INC | COM | 781182100 | 409 | 113,407 | SH | DFND | 102,459 | 0 | 10,948 | |||
| RUDOLPH TECHNOLOGIES INC | COM | 781270103 | 1,962 | 126,332 | SH | DFND | 126,332 | 0 | 0 | |||
| RUTHS HOSPITALITY GROUP INC | COM | 783332109 | 1,948 | 122,106 | SH | OTR | 2 | 0 | 0 | 122,106 | ||
| RUTHS HOSPITALITY GROUP INC | COM | 783332109 | 4,809 | 301,525 | SH | DFND | 253,677 | 0 | 47,848 | |||
| RYDER SYS INC | COM | 783549108 | 25,554 | 417,965 | SH | DFND | 412,260 | 0 | 5,705 | |||
| RYERSON HLDG CORP | COM | 783754104 | 1,936 | 110,632 | SH | DFND | 98,943 | 0 | 11,689 | |||
| RYERSON HLDG CORP | COM | 783754104 | 90 | 5,117 | SH | OTR | 2 | 0 | 0 | 5,117 | ||
| RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 2,073 | 40,924 | SH | DFND | 40,080 | 0 | 844 | |||
| RYMAN HOSPITALITY PPTYS INC | COM | 78377T107 | 73 | 1,440 | SH | OTR | 2 | 0 | 0 | 1,440 | ||
| S & T BANCORP INC | COM | 783859101 | 612 | 25,026 | SH | DFND | 25,026 | 0 | 0 | |||
| S&P GLOBAL INC | COM | 78409V104 | 49,142 | 458,156 | SH | DFND | 422,299 | 0 | 35,857 | |||
| S&P GLOBAL INC | COM | 78409V104 | 889 | 8,288 | SH | OTR | 2 | 0 | 0 | 8,288 | ||
| SABRA HEALTH CARE REIT INC | COM | 78573L106 | 989 | 47,913 | SH | DFND | 47,913 | 0 | 0 | |||
| SABRE CORP | COM | 78573M104 | 10,007 | 373,537 | SH | DFND | 373,537 | 0 | 0 | |||
| SAFETY INS GROUP INC | COM | 78648T100 | 711 | 11,540 | SH | DFND | 11,540 | 0 | 0 | |||
| SAGENT PHARMACEUTICALS INC | COM | 786692103 | 17 | 1,112 | SH | OTR | 2 | 0 | 0 | 1,112 | ||
| SAGENT PHARMACEUTICALS INC | COM | 786692103 | 474 | 31,645 | SH | DFND | 31,645 | 0 | 0 | |||
| SALESFORCE COM INC | COM | 79466L302 | 10,468 | 131,817 | SH | DFND | 82,195 | 0 | 49,622 | |||
| SALLY BEAUTY HLDGS INC | COM | 79546E104 | 1,890 | 64,275 | SH | DFND | 57,850 | 0 | 6,425 | |||
| SANDERSON FARMS INC | COM | 800013104 | 4,820 | 55,628 | SH | DFND | 53,830 | 0 | 1,798 | |||
| SANDERSON FARMS INC | COM | 800013104 | 2,297 | 26,509 | SH | OTR | 2 | 0 | 0 | 26,509 | ||
| SANDY SPRING BANCORP INC | COM | 800363103 | 1,275 | 43,885 | SH | DFND | 43,885 | 0 | 0 | |||
| SANDY SPRING BANCORP INC | COM | 800363103 | 37 | 1,271 | SH | OTR | 2 | 0 | 0 | 1,271 | ||
| SANFILIPPO JOHN B & SON INC | COM | 800422107 | 8,087 | 189,703 | SH | DFND | 170,236 | 0 | 19,467 | |||
| SANFILIPPO JOHN B & SON INC | COM | 800422107 | 1,928 | 45,215 | SH | OTR | 2 | 0 | 0 | 45,215 | ||
| SANMINA CORPORATION | COM | 801056102 | 10,477 | 390,792 | SH | DFND | 362,821 | 0 | 27,971 | |||
| SANMINA CORPORATION | COM | 801056102 | 1,221 | 45,530 | SH | OTR | 2 | 0 | 0 | 45,530 | ||
| SANTANDER CONSUMER USA HDG I | COM | 80283M101 | 1,007 | 97,506 | SH | DFND | 97,506 | 0 | 0 | |||
| SASOL LTD | SPONSORED ADR | 803866300 | 407 | 15,003 | SH | DFND | 15,003 | 0 | 0 | |||
| SAUL CTRS INC | COM | 804395101 | 2,317 | 37,544 | SH | DFND | 25,690 | 0 | 11,854 | |||
| SAUL CTRS INC | COM | 804395101 | 1,519 | 24,611 | SH | OTR | 2 | 0 | 0 | 24,611 | ||
| SCANA CORP NEW | COM | 80589M102 | 87,316 | 1,154,059 | SH | DFND | 1,034,449 | 0 | 119,610 | |||
| SCANA CORP NEW | COM | 80589M102 | 6,215 | 82,150 | SH | OTR | 2 | 0 | 0 | 82,150 | ||
| SCANSOURCE INC | COM | 806037107 | 1,067 | 28,739 | SH | DFND | 28,739 | 0 | 0 | |||
| SCANSOURCE INC | COM | 806037107 | 254 | 6,837 | SH | OTR | 2 | 0 | 0 | 6,837 | ||
| SCHEIN HENRY INC | COM | 806407102 | 20,798 | 117,636 | SH | DFND | 70,805 | 0 | 46,831 | |||
| SCHLUMBERGER LTD | COM | 806857108 | 5,929 | 74,971 | SH | DFND | 74,971 | 0 | 0 | |||
| SCHNITZER STL INDS | CL A | 806882106 | 715 | 40,630 | SH | DFND | 40,630 | 0 | 0 | |||
| SCHOLASTIC CORP | COM | 807066105 | 488 | 12,310 | SH | DFND | 12,310 | 0 | 0 | |||
| SCHWAB CHARLES CORP NEW | COM | 808513105 | 17,047 | 673,518 | SH | DFND | 673,518 | 0 | 0 | |||
| SCHWEITZER-MAUDUIT INTL INC | COM | 808541106 | 1,136 | 32,194 | SH | DFND | 32,194 | 0 | 0 | |||
| SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 6,978 | 534,314 | SH | DFND | 450,419 | 0 | 83,895 | |||
| SCICLONE PHARMACEUTICALS INC | COM | 80862K104 | 348 | 26,659 | SH | OTR | 2 | 0 | 0 | 26,659 | ||
| SCIENCE APPLICATNS INTL CP N | COM | 808625107 | 1,780 | 30,511 | SH | DFND | 30,511 | 0 | 0 | |||
| SCORPIO TANKERS INC | SHS | Y7542C106 | 1,523 | 362,526 | SH | DFND | 322,442 | 0 | 40,084 | |||
| SCORPIO TANKERS INC | SHS | Y7542C106 | 349 | 83,061 | SH | OTR | 2 | 0 | 0 | 83,061 | ||
| SCOTTS MIRACLE GRO CO | CL A | 810186106 | 7,876 | 112,655 | SH | DFND | 112,655 | 0 | 0 | |||
| SCRIPPS NETWORKS INTERACT IN | CL A COM | 811065101 | 7,883 | 126,591 | SH | DFND | 82,377 | 0 | 44,214 | |||
| SEABOARD CORP | COM | 811543107 | 494 | 172 | SH | OTR | 2 | 0 | 0 | 172 | ||
| SEABOARD CORP | COM | 811543107 | 281 | 98 | SH | DFND | 66 | 0 | 32 | |||
| SEACOAST BKG CORP FLA | COM NEW | 811707801 | 464 | 28,593 | SH | DFND | 28,593 | 0 | 0 | |||
| SEADRILL LIMITED | SHS | G7945E105 | 743 | 229,506 | SH | DFND | 154,676 | 0 | 74,830 | |||
| SEADRILL LIMITED | SHS | G7945E105 | 5 | 1,672 | SH | OTR | 2 | 0 | 0 | 1,672 | ||
| SEAGATE TECHNOLOGY PLC | SHS | G7945M107 | 1,599 | 65,643 | SH | DFND | 37,821 | 0 | 27,822 | |||
| SEALED AIR CORP NEW | COM | 81211K100 | 70,011 | 1,522,966 | SH | DFND | 1,211,231 | 0 | 311,735 | |||
| SECOND SIGHT MED PRODS INC | COM | 81362J100 | 87 | 24,268 | SH | DFND | 11,919 | 0 | 12,349 | |||
| SECOND SIGHT MED PRODS INC | COM | 81362J100 | 15 | 4,055 | SH | OTR | 2 | 0 | 0 | 4,055 | ||
| SEI INVESTMENTS CO | COM | 784117103 | 37,698 | 783,574 | SH | DFND | 668,895 | 0 | 114,679 | |||
| SELECT COMFORT CORP | COM | 81616X103 | 372 | 17,396 | SH | DFND | 17,396 | 0 | 0 | |||
| SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 4,374 | 168,282 | SH | DFND | 153,624 | 0 | 14,658 | |||
| SELECT INCOME REIT | COM SH BEN INT | 81618T100 | 919 | 35,376 | SH | OTR | 2 | 0 | 0 | 35,376 | ||
| SELECT MED HLDGS CORP | COM | 81619Q105 | 298 | 27,403 | SH | DFND | 27,403 | 0 | 0 | |||
| SELECTIVE INS GROUP INC | COM | 816300107 | 5,141 | 134,549 | SH | DFND | 134,149 | 0 | 400 | |||
| SELECTIVE INS GROUP INC | COM | 816300107 | 69 | 1,798 | SH | OTR | 2 | 0 | 0 | 1,798 | ||
| SEMPRA ENERGY | COM | 816851109 | 9,435 | 82,749 | SH | DFND | 51,200 | 0 | 31,549 | |||
| SEMTECH CORP | COM | 816850101 | 498 | 20,869 | SH | DFND | 20,869 | 0 | 0 | |||
| SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 1,882 | 90,334 | SH | DFND | 90,334 | 0 | 0 | |||
| SENIOR HSG PPTYS TR | SH BEN INT | 81721M109 | 1,118 | 53,695 | SH | OTR | 2 | 0 | 0 | 53,695 | ||
| SENSIENT TECHNOLOGIES CORP | COM | 81725T100 | 5,869 | 82,615 | SH | DFND | 80,249 | 0 | 2,366 | |||
| SEQUENOM INC | COM NEW | 817337405 | 61 | 66,775 | SH | DFND | 66,775 | 0 | 0 | |||
| SEQUENTIAL BRNDS GROUP INC N | COM | 81734P107 | 141 | 17,635 | SH | DFND | 17,635 | 0 | 0 | |||
| SERITAGE GROWTH PPTYS | CL A | 81752R100 | 827 | 16,591 | SH | DFND | 16,591 | 0 | 0 | |||
| SERVICE CORP INTL | COM | 817565104 | 6,660 | 246,297 | SH | DFND | 246,297 | 0 | 0 | |||
| SERVICEMASTER GLOBAL HLDGS I | COM | 81761R109 | 1,203 | 30,235 | SH | DFND | 30,235 | 0 | 0 | |||
| SERVICENOW INC | COM | 81762P102 | 2,526 | 38,044 | SH | DFND | 12,855 | 0 | 25,189 | |||
| SERVICESOURCE INTL INC | COM | 81763U100 | 127 | 31,532 | SH | DFND | 31,532 | 0 | 0 | |||
| SERVISFIRST BANCSHARES INC | COM | 81768T108 | 2,228 | 45,117 | SH | DFND | 45,117 | 0 | 0 | |||
| SERVISFIRST BANCSHARES INC | COM | 81768T108 | 381 | 7,713 | SH | OTR | 2 | 0 | 0 | 7,713 | ||
| SHAW COMMUNICATIONS INC | CL B CONV | 82028K200 | 27,961 | 1,464,212 | SH | DFND | 1,050,390 | 0 | 413,822 | |||
| SHENANDOAH TELECOMMUNICATION | COM | 82312B106 | 2,872 | 73,518 | SH | DFND | 73,518 | 0 | 0 | |||
| SHERWIN WILLIAMS CO | COM | 824348106 | 70,584 | 240,352 | SH | DFND | 220,291 | 0 | 20,061 | |||
| SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 586 | 39,755 | SH | DFND | 39,755 | 0 | 0 | |||
| SHIP FINANCE INTERNATIONAL L | SHS | G81075106 | 325 | 22,044 | SH | OTR | 2 | 0 | 0 | 22,044 | ||
| SHOE CARNIVAL INC | COM | 824889109 | 2,690 | 107,335 | SH | DFND | 101,402 | 0 | 5,933 | |||
| SHOE CARNIVAL INC | COM | 824889109 | 710 | 28,331 | SH | OTR | 2 | 0 | 0 | 28,331 | ||
| SHORETEL INC | COM | 825211105 | 641 | 95,774 | SH | DFND | 95,774 | 0 | 0 | |||
| SHUTTERSTOCK INC | COM | 825690100 | 278 | 6,059 | SH | DFND | 3,645 | 0 | 2,414 | |||
| SIBANYE GOLD LTD | SPONSORED ADR | 825724206 | 316 | 23,224 | SH | DFND | 0 | 0 | 23,224 | |||
| SIGMA DESIGNS INC | COM | 826565103 | 706 | 109,823 | SH | DFND | 98,142 | 0 | 11,681 | |||
| SIGNATURE BK NEW YORK N Y | COM | 82669G104 | 37,413 | 299,495 | SH | DFND | 296,702 | 0 | 2,793 | |||
| SIGNET JEWELERS LIMITED | SHS | G81276100 | 4,643 | 56,346 | SH | DFND | 56,346 | 0 | 0 | |||
| SILICON GRAPHICS INTL CORP | COM | 82706L108 | 586 | 116,477 | SH | DFND | 91,256 | 0 | 25,221 | |||
| SILICON GRAPHICS INTL CORP | COM | 82706L108 | 47 | 9,256 | SH | OTR | 2 | 0 | 0 | 9,256 | ||
| SILVER BAY RLTY TR CORP | COM | 82735Q102 | 3,484 | 204,590 | SH | DFND | 204,590 | 0 | 0 | |||
| SILVER BAY RLTY TR CORP | COM | 82735Q102 | 78 | 4,585 | SH | OTR | 2 | 0 | 0 | 4,585 | ||
| SILVER SPRING NETWORKS INC | COM | 82817Q103 | 1,149 | 94,544 | SH | DFND | 94,544 | 0 | 0 | |||
| SILVER SPRING NETWORKS INC | COM | 82817Q103 | 349 | 28,697 | SH | OTR | 2 | 0 | 0 | 28,697 | ||
| SILVER STD RES INC | COM | 82823L106 | 955 | 73,972 | SH | DFND | 30,419 | 0 | 43,553 | |||
| SILVER WHEATON CORP | COM | 828336107 | 37,373 | 1,596,077 | SH | DFND | 1,116,808 | 0 | 479,269 | |||
| SIMMONS 1ST NATL CORP | CL A $1 PAR | 828730200 | 1,069 | 23,151 | SH | DFND | 23,151 | 0 | 0 | |||
| SIMON PPTY GROUP INC NEW | COM | 828806109 | 120,846 | 557,151 | SH | DFND | 428,436 | 0 | 128,715 | |||
| SIMON PPTY GROUP INC NEW | COM | 828806109 | 2,640 | 12,170 | SH | OTR | 2 | 0 | 0 | 12,170 | ||
| SIMPSON MANUFACTURING CO INC | COM | 829073105 | 227 | 5,682 | SH | DFND | 5,682 | 0 | 0 | |||
| SINA CORP | ORD | G81477104 | 677 | 13,049 | SH | DFND | 5,599 | 0 | 7,450 | |||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 3,845 | 128,770 | SH | DFND | 126,842 | 0 | 1,928 | |||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 40 | 1,328 | SH | OTR | 2 | 0 | 0 | 1,328 | ||
| SIRIUS XM HLDGS INC | COM | 82968B103 | 1,645 | 416,378 | SH | DFND | 1,851 | 0 | 414,527 | |||
| SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 1,486 | 25,645 | SH | DFND | 25,645 | 0 | 0 | |||
| SJW CORP | COM | 784305104 | 564 | 14,316 | SH | OTR | 2 | 0 | 0 | 14,316 | ||
| SJW CORP | COM | 784305104 | 1,701 | 43,201 | SH | DFND | 43,201 | 0 | 0 | |||
| SKECHERS U S A INC | CL A | 830566105 | 73,477 | 2,472,297 | SH | DFND | 2,329,216 | 0 | 143,081 | |||
| SKULLCANDY INC | COM | 83083J104 | 167 | 27,169 | SH | OTR | 2 | 0 | 0 | 27,169 | ||
| SKULLCANDY INC | COM | 83083J104 | 1,710 | 278,465 | SH | DFND | 204,060 | 0 | 74,405 | |||
| SKYWEST INC | COM | 830879102 | 2,481 | 93,777 | SH | DFND | 93,777 | 0 | 0 | |||
| SKYWEST INC | COM | 830879102 | 217 | 8,197 | SH | OTR | 2 | 0 | 0 | 8,197 | ||
| SKYWORKS SOLUTIONS INC | COM | 83088M102 | 19,645 | 310,440 | SH | DFND | 282,564 | 0 | 27,876 | |||
| SL GREEN RLTY CORP | COM | 78440X101 | 6,802 | 63,889 | SH | DFND | 54,789 | 0 | 9,100 | |||
| SL GREEN RLTY CORP | COM | 78440X101 | 1,134 | 10,655 | SH | OTR | 2 | 0 | 0 | 10,655 | ||
| SLM CORP | COM | 78442P106 | 1,230 | 199,030 | SH | DFND | 199,030 | 0 | 0 | |||
| SM ENERGY CO | COM | 78454L100 | 18,550 | 687,032 | SH | DFND | 680,793 | 0 | 6,239 | |||
| SMART & FINAL STORES INC | COM | 83190B101 | 268 | 18,015 | SH | DFND | 18,015 | 0 | 0 | |||
| SMITH & WESSON HLDG CORP | COM | 831756101 | 10,315 | 379,513 | SH | DFND | 369,318 | 0 | 10,195 | |||
| SMITH & WESSON HLDG CORP | COM | 831756101 | 98 | 3,598 | SH | OTR | 2 | 0 | 0 | 3,598 | ||
| SMITH A O | COM | 831865209 | 101,763 | 1,154,952 | SH | DFND | 1,059,906 | 0 | 95,046 | |||
| SMUCKER J M CO | COM NEW | 832696405 | 30,993 | 203,353 | SH | DFND | 193,188 | 0 | 10,165 | |||
| SNAP ON INC | COM | 833034101 | 59,599 | 377,636 | SH | DFND | 368,918 | 0 | 8,718 | |||
| SNYDERS-LANCE INC | COM | 833551104 | 605 | 17,863 | SH | DFND | 17,863 | 0 | 0 | |||
| SOHU COM INC | COM | 83408W103 | 292 | 7,713 | SH | DFND | 3,305 | 0 | 4,408 | |||
| SONIC CORP | COM | 835451105 | 315 | 11,657 | SH | DFND | 11,657 | 0 | 0 | |||
| SONOCO PRODS CO | COM | 835495102 | 24,149 | 486,290 | SH | DFND | 472,554 | 0 | 13,736 | |||
| SONOCO PRODS CO | COM | 835495102 | 478 | 9,627 | SH | OTR | 2 | 0 | 0 | 9,627 | ||
| SONUS NETWORKS INC | COM NEW | 835916503 | 1,080 | 124,232 | SH | DFND | 121,292 | 0 | 2,940 | |||
| SONUS NETWORKS INC | COM NEW | 835916503 | 126 | 14,469 | SH | OTR | 2 | 0 | 0 | 14,469 | ||
| SOUTH ST CORP | COM | 840441109 | 517 | 7,595 | SH | DFND | 7,595 | 0 | 0 | |||
| SOUTHERN CO | COM | 842587107 | 86,548 | 1,613,789 | SH | DFND | 1,244,427 | 0 | 369,362 | |||
| SOUTHERN COPPER CORP | COM | 84265V105 | 11,985 | 444,205 | SH | DFND | 292,570 | 0 | 151,635 | |||
| SOUTHSIDE BANCSHARES INC | COM | 84470P109 | 211 | 6,816 | SH | DFND | 6,816 | 0 | 0 | |||
| SOUTHWEST AIRLS CO | COM | 844741108 | 205,105 | 5,230,942 | SH | DFND | 4,087,308 | 0 | 1,143,634 | |||
| SOUTHWEST AIRLS CO | COM | 844741108 | 290 | 7,400 | SH | OTR | 2 | 0 | 0 | 7,400 | ||
| SOUTHWEST GAS CORP | COM | 844895102 | 7,954 | 101,053 | SH | DFND | 84,725 | 0 | 16,328 | |||
| SOUTHWEST GAS CORP | COM | 844895102 | 2,811 | 35,715 | SH | OTR | 2 | 0 | 0 | 35,715 | ||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 4,336 | 344,696 | SH | DFND | 290,147 | 0 | 54,549 | |||
| SOUTHWESTERN ENERGY CO | COM | 845467109 | 438 | 34,845 | SH | OTR | 2 | 0 | 0 | 34,845 | ||
| SOVRAN SELF STORAGE INC | COM | 84610H108 | 7,099 | 67,662 | SH | DFND | 63,462 | 0 | 4,200 | |||
| SOVRAN SELF STORAGE INC | COM | 84610H108 | 1,822 | 17,363 | SH | OTR | 2 | 0 | 0 | 17,363 | ||
| SPARK ENERGY INC | CL A COM | 846511103 | 3,836 | 116,081 | SH | DFND | 108,585 | 0 | 7,496 | |||
| SPARK ENERGY INC | CL A COM | 846511103 | 785 | 23,765 | SH | OTR | 2 | 0 | 0 | 23,765 | ||
| SPARK THERAPEUTICS INC | COM | 84652J103 | 1,535 | 30,015 | SH | DFND | 30,015 | 0 | 0 | |||
| SPARTANNASH CO | COM | 847215100 | 7,621 | 249,226 | SH | DFND | 213,487 | 0 | 35,739 | |||
| SPARTANNASH CO | COM | 847215100 | 1,805 | 59,013 | SH | OTR | 2 | 0 | 0 | 59,013 | ||
| SPDR S&P 500 ETF TR | TR UNIT | 78462F103 | 81,036 | 386,750 | SH | DFND | 21,531 | 0 | 365,219 | |||
| SPECTRA ENERGY CORP | COM | 847560109 | 7,689 | 209,900 | SH | DFND | 181,961 | 0 | 27,939 | |||
| SPECTRUM BRANDS HLDGS INC | COM | 84763R101 | 14,618 | 122,523 | SH | DFND | 122,523 | 0 | 0 | |||
| SPIRE INC | COM | 84857L101 | 1,529 | 21,590 | SH | DFND | 21,590 | 0 | 0 | |||
| SPIRE INC | COM | 84857L101 | 243 | 3,434 | SH | OTR | 2 | 0 | 0 | 3,434 | ||
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 5,229 | 121,608 | SH | OTR | 2 | 0 | 0 | 121,608 | ||
| SPIRIT AEROSYSTEMS HLDGS INC | COM CL A | 848574109 | 145,949 | 3,394,155 | SH | DFND | 3,146,883 | 0 | 247,272 | |||
| SPIRIT AIRLS INC | COM | 848577102 | 427 | 9,514 | SH | DFND | 9,514 | 0 | 0 | |||
| SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 475 | 37,189 | SH | OTR | 2 | 0 | 0 | 37,189 | ||
| SPIRIT RLTY CAP INC NEW | COM | 84860W102 | 1,199 | 93,863 | SH | DFND | 93,863 | 0 | 0 | |||
| SPLUNK INC | COM | 848637104 | 3,026 | 55,856 | SH | DFND | 29,717 | 0 | 26,139 | |||
| SPOK HLDGS INC | COM | 84863T106 | 1,409 | 73,521 | SH | DFND | 73,521 | 0 | 0 | |||
| SPOK HLDGS INC | COM | 84863T106 | 105 | 5,478 | SH | OTR | 2 | 0 | 0 | 5,478 | ||
| SPORTSMANS WHSE HLDGS INC | COM | 84920Y106 | 518 | 64,252 | SH | DFND | 64,252 | 0 | 0 | |||
| SPRINT CORP | COM SER 1 | 85207U105 | 988 | 218,210 | SH | DFND | 6,158 | 0 | 212,052 | |||
| SPS COMM INC | COM | 78463M107 | 428 | 7,064 | SH | DFND | 7,064 | 0 | 0 | |||
| SPX CORP | COM | 784635104 | 27,267 | 1,836,155 | SH | DFND | 1,836,155 | 0 | 0 | |||
| SPX CORP | COM | 784635104 | 715 | 48,123 | SH | OTR | 2 | 0 | 0 | 48,123 | ||
| SPX FLOW INC | COM | 78469X107 | 17,275 | 662,650 | SH | DFND | 613,181 | 0 | 49,469 | |||
| SPX FLOW INC | COM | 78469X107 | 1,495 | 57,351 | SH | OTR | 2 | 0 | 0 | 57,351 | ||
| SS&C TECHNOLOGIES HLDGS INC | COM | 78467J100 | 6,722 | 239,382 | SH | DFND | 239,382 | 0 | 0 | |||
| ST JUDE MED INC | COM | 790849103 | 17,722 | 227,205 | SH | DFND | 152,052 | 0 | 75,153 | |||
| ST JUDE MED INC | COM | 790849103 | 738 | 9,459 | SH | OTR | 2 | 0 | 0 | 9,459 | ||
| STAG INDL INC | COM | 85254J102 | 657 | 27,600 | SH | DFND | 27,600 | 0 | 0 | |||
| STAMPS COM INC | COM NEW | 852857200 | 2,720 | 31,110 | SH | DFND | 31,110 | 0 | 0 | |||
| STANDARD MTR PRODS INC | COM | 853666105 | 2,193 | 55,122 | SH | DFND | 55,122 | 0 | 0 | |||
| STANDARD MTR PRODS INC | COM | 853666105 | 22 | 549 | SH | OTR | 2 | 0 | 0 | 549 | ||
| STANDEX INTL CORP | COM | 854231107 | 4,361 | 52,777 | SH | DFND | 50,416 | 0 | 2,361 | |||
| STANDEX INTL CORP | COM | 854231107 | 434 | 5,251 | SH | OTR | 2 | 0 | 0 | 5,251 | ||
| STANLEY BLACK & DECKER INC | COM | 854502101 | 95,762 | 861,011 | SH | DFND | 847,210 | 0 | 13,801 | |||
| STAPLES INC | COM | 855030102 | 54,135 | 6,280,171 | SH | DFND | 5,074,114 | 0 | 1,206,057 | |||
| STARBUCKS CORP | COM | 855244109 | 35,926 | 628,959 | SH | DFND | 432,862 | 0 | 196,097 | |||
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 355 | 4,802 | SH | OTR | 2 | 0 | 0 | 4,802 | ||
| STARWOOD HOTELS&RESORTS WRLD | COM | 85590A401 | 10,403 | 140,676 | SH | DFND | 126,697 | 0 | 13,979 | |||
| STARWOOD PPTY TR INC | COM | 85571B105 | 146 | 7,044 | SH | DFND | 7,044 | 0 | 0 | |||
| STARWOOD PPTY TR INC | COM | 85571B105 | 600 | 28,947 | SH | OTR | 2 | 0 | 0 | 28,947 | ||
| STATE BK FINL CORP | COM | 856190103 | 503 | 24,725 | SH | DFND | 24,725 | 0 | 0 | |||
| STATE STR CORP | COM | 857477103 | 1,436 | 26,629 | SH | DFND | 26,629 | 0 | 0 | |||
| STEEL DYNAMICS INC | COM | 858119100 | 74,319 | 3,033,448 | SH | DFND | 3,033,448 | 0 | 0 | |||
| STEEL DYNAMICS INC | COM | 858119100 | 1,250 | 51,035 | SH | OTR | 2 | 0 | 0 | 51,035 | ||
| STEELCASE INC | CL A | 858155203 | 3,536 | 260,546 | SH | DFND | 228,932 | 0 | 31,614 | |||
| STEELCASE INC | CL A | 858155203 | 259 | 19,102 | SH | OTR | 2 | 0 | 0 | 19,102 | ||
| STEIN MART INC | COM | 858375108 | 648 | 83,968 | SH | DFND | 80,059 | 0 | 3,909 | |||
| STEPAN CO | COM | 858586100 | 343 | 5,760 | SH | OTR | 2 | 0 | 0 | 5,760 | ||
| STEPAN CO | COM | 858586100 | 2,944 | 49,453 | SH | DFND | 46,824 | 0 | 2,629 | |||
| STERICYCLE INC | COM | 858912108 | 2,337 | 22,447 | SH | DFND | 19,831 | 0 | 2,616 | |||
| STERIS PLC | SHS USD | G84720104 | 15,000 | 218,177 | SH | DFND | 215,677 | 0 | 2,500 | |||
| STERIS PLC | SHS USD | G84720104 | 138 | 2,000 | SH | OTR | 2 | 0 | 0 | 2,000 | ||
| STERLING BANCORP DEL | COM | 85917A100 | 653 | 41,571 | SH | DFND | 41,571 | 0 | 0 | |||
| STEWART INFORMATION SVCS COR | COM | 860372101 | 1,198 | 28,924 | SH | DFND | 28,924 | 0 | 0 | |||
| STEWART INFORMATION SVCS COR | COM | 860372101 | 3 | 80 | SH | OTR | 2 | 0 | 0 | 80 | ||
| STIFEL FINL CORP | COM | 860630102 | 437 | 13,897 | SH | DFND | 13,897 | 0 | 0 | |||
| STOCK YDS BANCORP INC | COM | 861025104 | 221 | 7,843 | SH | DFND | 7,843 | 0 | 0 | |||
| STOCK YDS BANCORP INC | COM | 861025104 | 70 | 2,497 | SH | OTR | 2 | 0 | 0 | 2,497 | ||
| STONE ENERGY CORP | COM NEW | 861642304 | 1,098 | 91,006 | SH | DFND | 81,706 | 0 | 9,300 | |||
| STONE ENERGY CORP | COM NEW | 861642304 | 23 | 1,900 | SH | OTR | 2 | 0 | 0 | 1,900 | ||
| STONEGATE BK FT LAUDERDALE F | COM | 861811107 | 404 | 12,526 | SH | DFND | 12,526 | 0 | 0 | |||
| STONERIDGE INC | COM | 86183P102 | 1,114 | 74,547 | SH | DFND | 74,547 | 0 | 0 | |||
| STONERIDGE INC | COM | 86183P102 | 21 | 1,379 | SH | OTR | 2 | 0 | 0 | 1,379 | ||
| STORE CAP CORP | COM | 862121100 | 3,755 | 127,496 | SH | DFND | 127,496 | 0 | 0 | |||
| STORE CAP CORP | COM | 862121100 | 568 | 19,285 | SH | OTR | 2 | 0 | 0 | 19,285 | ||
| STRAIGHT PATH COMMUNICATNS I | CL B | 862578101 | 204 | 7,355 | SH | DFND | 7,355 | 0 | 0 | |||
| STRAYER ED INC | COM | 863236105 | 2,510 | 51,095 | SH | DFND | 45,923 | 0 | 5,172 | |||
| STRAYER ED INC | COM | 863236105 | 168 | 3,417 | SH | OTR | 2 | 0 | 0 | 3,417 | ||
| STRYKER CORP | COM | 863667101 | 49,599 | 413,908 | SH | DFND | 313,596 | 0 | 100,312 | |||
| STURM RUGER & CO INC | COM | 864159108 | 3,095 | 48,353 | SH | DFND | 48,353 | 0 | 0 | |||
| SUCAMPO PHARMACEUTICALS INC | CL A | 864909106 | 1,137 | 103,655 | SH | DFND | 93,827 | 0 | 9,828 | |||
| SUCAMPO PHARMACEUTICALS INC | CL A | 864909106 | 38 | 3,424 | SH | OTR | 2 | 0 | 0 | 3,424 | ||
| SUMMIT HOTEL PPTYS | COM | 866082100 | 2,745 | 207,341 | SH | DFND | 167,000 | 0 | 40,341 | |||
| SUMMIT HOTEL PPTYS | COM | 866082100 | 227 | 17,124 | SH | OTR | 2 | 0 | 0 | 17,124 | ||
| SUN CMNTYS INC | COM | 866674104 | 2,976 | 38,834 | SH | DFND | 38,834 | 0 | 0 | |||
| SUN CMNTYS INC | COM | 866674104 | 1,306 | 17,038 | SH | OTR | 2 | 0 | 0 | 17,038 | ||
| SUN LIFE FINL INC | COM | 866796105 | 8,359 | 255,779 | SH | DFND | 156,541 | 0 | 99,238 | |||
| SUNCOKE ENERGY INC | COM | 86722A103 | 2,370 | 407,150 | SH | DFND | 335,076 | 0 | 72,074 | |||
| SUNCOKE ENERGY INC | COM | 86722A103 | 174 | 29,941 | SH | OTR | 2 | 0 | 0 | 29,941 | ||
| SUNCOR ENERGY INC NEW | COM | 867224107 | 115,057 | 4,169,024 | SH | DFND | 3,176,924 | 0 | 992,100 | |||
| SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 3,787 | 313,794 | SH | DFND | 310,283 | 0 | 3,511 | |||
| SUNSTONE HOTEL INVS INC NEW | COM | 867892101 | 91 | 7,504 | SH | OTR | 2 | 0 | 0 | 7,504 | ||
| SUNTRUST BKS INC | COM | 867914103 | 145,397 | 3,539,352 | SH | DFND | 2,893,228 | 0 | 646,124 | |||
| SUNTRUST BKS INC | COM | 867914103 | 1,746 | 42,512 | SH | OTR | 2 | 0 | 0 | 42,512 | ||
| SUPER MICRO COMPUTER INC | COM | 86800U104 | 1,113 | 44,782 | SH | DFND | 44,782 | 0 | 0 | |||
| SUPERIOR ENERGY SVCS INC | COM | 868157108 | 21,734 | 1,180,567 | SH | DFND | 1,180,567 | 0 | 0 | |||
| SUPERIOR INDS INTL INC | COM | 868168105 | 1,946 | 72,674 | SH | DFND | 72,674 | 0 | 0 | |||
| SUPERNUS PHARMACEUTICALS INC | COM | 868459108 | 3,038 | 149,156 | SH | DFND | 149,156 | 0 | 0 | |||
| SUPERVALU INC | COM | 868536103 | 31,523 | 6,678,502 | SH | DFND | 6,024,651 | 0 | 653,851 | |||
| SUPERVALU INC | COM | 868536103 | 563 | 119,365 | SH | OTR | 2 | 0 | 0 | 119,365 | ||
| SUPREME INDS INC | CL A | 868607102 | 652 | 47,563 | SH | DFND | 42,413 | 0 | 5,150 | |||
| SUPREME INDS INC | CL A | 868607102 | 33 | 2,375 | SH | OTR | 2 | 0 | 0 | 2,375 | ||
| SURGICAL CARE AFFILIATES INC | COM | 86881L106 | 2,165 | 45,420 | SH | DFND | 45,420 | 0 | 0 | |||
| SURGICAL CARE AFFILIATES INC | COM | 86881L106 | 16 | 336 | SH | OTR | 2 | 0 | 0 | 336 | ||
| SURMODICS INC | COM | 868873100 | 1,072 | 45,643 | SH | DFND | 35,679 | 0 | 9,964 | |||
| SURMODICS INC | COM | 868873100 | 779 | 33,158 | SH | OTR | 2 | 0 | 0 | 33,158 | ||
| SVB FINL GROUP | COM | 78486Q101 | 1,171 | 12,303 | SH | DFND | 10,492 | 0 | 1,811 | |||
| SWIFT TRANSN CO | CL A | 87074U101 | 285 | 18,500 | SH | DFND | 18,500 | 0 | 0 | |||
| SYKES ENTERPRISES INC | COM | 871237103 | 12,140 | 419,189 | SH | DFND | 361,692 | 0 | 57,497 | |||
| SYKES ENTERPRISES INC | COM | 871237103 | 3,129 | 108,050 | SH | OTR | 2 | 0 | 0 | 108,050 | ||
| SYMANTEC CORP | COM | 871503108 | 13,271 | 646,100 | SH | DFND | 451,648 | 0 | 194,452 | |||
| SYNAPTICS INC | COM | 87157D109 | 35,629 | 662,864 | SH | DFND | 614,058 | 0 | 48,806 | |||
| SYNAPTICS INC | COM | 87157D109 | 144 | 2,679 | SH | OTR | 2 | 0 | 0 | 2,679 | ||
| SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 425 | 13,324 | SH | DFND | 13,324 | 0 | 0 | |||
| SYNCHRONOSS TECHNOLOGIES INC | COM | 87157B103 | 5 | 151 | SH | OTR | 2 | 0 | 0 | 151 | ||
| SYNCHRONY FINL | COM | 87165B103 | 142 | 5,630 | SH | OTR | 2 | 0 | 0 | 5,630 | ||
| SYNCHRONY FINL | COM | 87165B103 | 97,789 | 3,868,233 | SH | DFND | 3,155,982 | 0 | 712,251 | |||
| SYNERGY PHARMACEUTICALS DEL | COM NEW | 871639308 | 99 | 25,940 | SH | DFND | 25,940 | 0 | 0 | |||
| SYNNEX CORP | COM | 87162W100 | 1,109 | 11,692 | SH | OTR | 2 | 0 | 0 | 11,692 | ||
| SYNNEX CORP | COM | 87162W100 | 54,796 | 577,895 | SH | DFND | 531,785 | 0 | 46,110 | |||
| SYNOPSYS INC | COM | 871607107 | 64,114 | 1,185,545 | SH | DFND | 1,050,991 | 0 | 134,554 | |||
| SYNOPSYS INC | COM | 871607107 | 1,600 | 29,581 | SH | OTR | 2 | 0 | 0 | 29,581 | ||
| SYNOVUS FINL CORP | COM NEW | 87161C501 | 16,811 | 579,898 | SH | DFND | 579,898 | 0 | 0 | |||
| SYNOVUS FINL CORP | COM NEW | 87161C501 | 318 | 10,963 | SH | OTR | 2 | 0 | 0 | 10,963 | ||
| SYNTEL INC | COM | 87162H103 | 1,677 | 37,059 | SH | DFND | 34,917 | 0 | 2,142 | |||
| SYNTEL INC | COM | 87162H103 | 8 | 183 | SH | OTR | 2 | 0 | 0 | 183 | ||
| SYSCO CORP | COM | 871829107 | 125,940 | 2,482,074 | SH | DFND | 1,874,541 | 0 | 607,533 | |||
| SYSCO CORP | COM | 871829107 | 515 | 10,155 | SH | OTR | 2 | 0 | 0 | 10,155 | ||
| T MOBILE US INC | COM | 872590104 | 7,383 | 170,618 | SH | DFND | 130,892 | 0 | 39,726 | |||
| TABLEAU SOFTWARE INC | CL A | 87336U105 | 1,584 | 32,371 | SH | OTR | 2 | 0 | 0 | 32,371 | ||
| TABLEAU SOFTWARE INC | CL A | 87336U105 | 18,498 | 378,128 | SH | DFND | 324,523 | 0 | 53,605 | |||
| TAHOE RES INC | COM | 873868103 | 2,220 | 148,929 | SH | DFND | 51,306 | 0 | 97,623 | |||
| TAHOE RES INC | COM | 873868103 | 335 | 22,346 | SH | OTR | 2 | 0 | 0 | 22,346 | ||
| TAIWAN SEMICONDUCTOR MFG LTD | SPONSORED ADR | 874039100 | 328,119 | 12,509,285 | SH | DFND | 7,458,599 | 0 | 5,050,686 | |||
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 3,171 | 83,616 | SH | DFND | 79,142 | 0 | 4,474 | |||
| TAKE-TWO INTERACTIVE SOFTWAR | COM | 874054109 | 5 | 143 | SH | OTR | 2 | 0 | 0 | 143 | ||
| TAL INTL GROUP INC | COM | 874083108 | 224 | 16,668 | SH | DFND | 16,668 | 0 | 0 | |||
| TALEN ENERGY CORP | COM | 87422J105 | 6,766 | 499,357 | SH | DFND | 416,911 | 0 | 82,446 | |||
| TALEN ENERGY CORP | COM | 87422J105 | 114 | 8,420 | SH | OTR | 2 | 0 | 0 | 8,420 | ||
| TALMER BANCORP INC | COM | 87482X101 | 200 | 10,429 | SH | OTR | 2 | 0 | 0 | 10,429 | ||
| TALMER BANCORP INC | COM | 87482X101 | 793 | 41,369 | SH | DFND | 29,812 | 0 | 11,557 | |||
| TANGER FACTORY OUTLET CTRS I | COM | 875465106 | 609 | 15,159 | SH | DFND | 15,159 | 0 | 0 | |||
| TANGOE INC | COM | 87582Y108 | 94 | 12,188 | SH | DFND | 12,188 | 0 | 0 | |||
| TARGET CORP | COM | 87612E106 | 116,171 | 1,663,866 | SH | DFND | 1,165,082 | 0 | 498,784 | |||
| TARGET CORP | COM | 87612E106 | 542 | 7,756 | SH | OTR | 2 | 0 | 0 | 7,756 | ||
| TARO PHARMACEUTICAL INDS LTD | SHS | M8737E108 | 707 | 4,854 | SH | DFND | 811 | 0 | 4,043 | |||
| TATA MTRS LTD | SPONSORED ADR | 876568502 | 71,235 | 2,054,648 | SH | DFND | 877,629 | 0 | 1,177,019 | |||
| TAUBMAN CTRS INC | COM | 876664103 | 1,415 | 19,068 | SH | DFND | 19,068 | 0 | 0 | |||
| TAUBMAN CTRS INC | COM | 876664103 | 823 | 11,093 | SH | OTR | 2 | 0 | 0 | 11,093 | ||
| TCF FINL CORP | COM | 872275102 | 11,988 | 947,663 | SH | DFND | 931,339 | 0 | 16,324 | |||
| TCF FINL CORP | COM | 872275102 | 166 | 13,144 | SH | OTR | 2 | 0 | 0 | 13,144 | ||
| TE CONNECTIVITY LTD | REG SHS | H84989104 | 42,802 | 749,464 | SH | DFND | 745,494 | 0 | 3,970 | |||
| TECH DATA CORP | COM | 878237106 | 113,709 | 1,582,585 | SH | DFND | 1,468,762 | 0 | 113,823 | |||
| TECH DATA CORP | COM | 878237106 | 1,243 | 17,306 | SH | OTR | 2 | 0 | 0 | 17,306 | ||
| TECK RESOURCES LTD | CL B | 878742204 | 3,586 | 273,820 | SH | DFND | 160,090 | 0 | 113,730 | |||
| TECO ENERGY INC | COM | 872375100 | 506 | 18,314 | SH | DFND | 18,314 | 0 | 0 | |||
| TECO ENERGY INC | COM | 872375100 | 816 | 29,531 | SH | OTR | 2 | 0 | 0 | 29,531 | ||
| TEEKAY CORPORATION | COM | Y8564W103 | 20,016 | 2,807,325 | SH | DFND | 2,771,329 | 0 | 35,996 | |||
| TEEKAY CORPORATION | COM | Y8564W103 | 1,433 | 200,977 | SH | OTR | 2 | 0 | 0 | 200,977 | ||
| TEEKAY TANKERS LTD | CL A | Y8565N102 | 30 | 10,189 | SH | DFND | 10,189 | 0 | 0 | |||
| TEEKAY TANKERS LTD | CL A | Y8565N102 | 9 | 3,044 | SH | OTR | 2 | 0 | 0 | 3,044 | ||
| TEGNA INC | COM | 87901J105 | 39,190 | 1,691,400 | SH | DFND | 1,521,579 | 0 | 169,821 | |||
| TELEDYNE TECHNOLOGIES INC | COM | 879360105 | 1,491 | 15,056 | SH | DFND | 5,653 | 0 | 9,403 | |||
| TELEFLEX INC | COM | 879369106 | 1,062 | 5,987 | SH | OTR | 2 | 0 | 0 | 5,987 | ||
| TELEFLEX INC | COM | 879369106 | 59,434 | 335,197 | SH | DFND | 335,197 | 0 | 0 | |||
| TELEFONICA BRASIL SA | SPONSORED ADR | 87936R106 | 5,011 | 368,441 | SH | DFND | 170,765 | 0 | 197,676 | |||
| TELENAV INC | COM | 879455103 | 134 | 26,311 | SH | OTR | 2 | 0 | 0 | 26,311 | ||
| TELENAV INC | COM | 879455103 | 127 | 24,919 | SH | DFND | 24,919 | 0 | 0 | |||
| TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 5,272 | 177,754 | SH | DFND | 144,370 | 0 | 33,384 | |||
| TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 1,127 | 37,999 | SH | OTR | 2 | 0 | 0 | 37,999 | ||
| TELETECH HOLDINGS INC | COM | 879939106 | 3,278 | 120,835 | SH | DFND | 105,374 | 0 | 15,461 | |||
| TELETECH HOLDINGS INC | COM | 879939106 | 1,329 | 48,998 | SH | OTR | 2 | 0 | 0 | 48,998 | ||
| TENARIS S A | SPONSORED ADR | 88031M109 | 394 | 13,648 | SH | DFND | 13,648 | 0 | 0 | |||
| TENNANT CO | COM | 880345103 | 203 | 3,766 | SH | DFND | 3,766 | 0 | 0 | |||
| TENNECO INC | COM | 880349105 | 2,675 | 57,401 | SH | DFND | 52,779 | 0 | 4,622 | |||
| TERADATA CORP DEL | COM | 88076W103 | 633 | 25,252 | SH | OTR | 2 | 0 | 0 | 25,252 | ||
| TERADATA CORP DEL | COM | 88076W103 | 25,776 | 1,028,155 | SH | DFND | 567,307 | 0 | 460,848 | |||
| TERADYNE INC | COM | 880770102 | 1,637 | 83,134 | SH | OTR | 2 | 0 | 0 | 83,134 | ||
| TERADYNE INC | COM | 880770102 | 57,994 | 2,945,357 | SH | DFND | 2,708,096 | 0 | 237,261 | |||
| TEREX CORP NEW | COM | 880779103 | 145 | 7,137 | SH | DFND | 7,137 | 0 | 0 | |||
| TEREX CORP NEW | COM | 880779103 | 335 | 16,502 | SH | OTR | 2 | 0 | 0 | 16,502 | ||
| TERRAFORM PWR INC | CL A COM | 88104R100 | 3,023 | 277,367 | SH | DFND | 277,367 | 0 | 0 | |||
| TERRENO RLTY CORP | COM | 88146M101 | 1,031 | 39,864 | SH | DFND | 39,864 | 0 | 0 | |||
| TERRENO RLTY CORP | COM | 88146M101 | 54 | 2,085 | SH | OTR | 2 | 0 | 0 | 2,085 | ||
| TESLA MTRS INC | COM | 88160R101 | 585 | 2,756 | SH | DFND | 2,756 | 0 | 0 | |||
| TESORO CORP | COM | 881609101 | 260,381 | 3,475,457 | SH | DFND | 2,841,683 | 0 | 633,774 | |||
| TESORO CORP | COM | 881609101 | 2,366 | 31,579 | SH | OTR | 2 | 0 | 0 | 31,579 | ||
| TESSERA TECHNOLOGIES INC | COM | 88164L100 | 4 | 144 | SH | OTR | 2 | 0 | 0 | 144 | ||
| TESSERA TECHNOLOGIES INC | COM | 88164L100 | 3,419 | 111,597 | SH | DFND | 100,006 | 0 | 11,591 | |||
| TETRA TECH INC NEW | COM | 88162G103 | 2,346 | 76,290 | SH | DFND | 76,290 | 0 | 0 | |||
| TETRA TECH INC NEW | COM | 88162G103 | 1,039 | 33,804 | SH | OTR | 2 | 0 | 0 | 33,804 | ||
| TETRA TECHNOLOGIES INC DEL | COM | 88162F105 | 1,352 | 212,265 | SH | DFND | 212,265 | 0 | 0 | |||
| TETRA TECHNOLOGIES INC DEL | COM | 88162F105 | 201 | 31,529 | SH | OTR | 2 | 0 | 0 | 31,529 | ||
| TETRAPHASE PHARMACEUTICALS I | COM | 88165N105 | 149 | 34,732 | SH | DFND | 34,732 | 0 | 0 | |||
| TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 | 836 | 17,887 | SH | DFND | 15,585 | 0 | 2,302 | |||
| TEXAS CAPITAL BANCSHARES INC | COM | 88224Q107 | 134 | 2,860 | SH | OTR | 2 | 0 | 0 | 2,860 | ||
| TEXAS INSTRS INC | COM | 882508104 | 91,076 | 1,453,727 | SH | DFND | 1,064,270 | 0 | 389,457 | |||
| TEXAS INSTRS INC | COM | 882508104 | 236 | 3,771 | SH | OTR | 2 | 0 | 0 | 3,771 | ||
| TEXAS ROADHOUSE INC | COM | 882681109 | 1,072 | 23,500 | SH | DFND | 23,500 | 0 | 0 | |||
| TEXTRON INC | COM | 883203101 | 61,458 | 1,681,018 | SH | DFND | 1,577,525 | 0 | 103,493 | |||
| TFS FINL CORP | COM | 87240R107 | 2,018 | 117,162 | SH | DFND | 93,124 | 0 | 24,038 | |||
| THERAPEUTICSMD INC | COM | 88338N107 | 499 | 58,696 | SH | DFND | 58,696 | 0 | 0 | |||
| THERMO FISHER SCIENTIFIC INC | COM | 883556102 | 33,658 | 227,786 | SH | DFND | 227,786 | 0 | 0 | |||
| THIRD PT REINS LTD | COM | G8827U100 | 452 | 38,532 | SH | DFND | 38,532 | 0 | 0 | |||
| THOMSON REUTERS CORP | COM | 884903105 | 48,588 | 1,206,276 | SH | DFND | 987,312 | 0 | 218,964 | |||
| THOR INDS INC | COM | 885160101 | 14,784 | 228,362 | SH | DFND | 202,001 | 0 | 26,361 | |||
| TIDEWATER INC | COM | 886423102 | 314 | 71,232 | SH | DFND | 71,232 | 0 | 0 | |||
| TIER REIT INC | COM NEW | 88650V208 | 341 | 22,242 | SH | DFND | 16,100 | 0 | 6,142 | |||
| TIFFANY & CO NEW | COM | 886547108 | 1,491 | 24,585 | SH | DFND | 3,319 | 0 | 21,266 | |||
| TILE SHOP HLDGS INC | COM | 88677Q109 | 1,731 | 87,073 | SH | DFND | 87,073 | 0 | 0 | |||
| TILLYS INC | CL A | 886885102 | 386 | 66,746 | SH | OTR | 2 | 0 | 0 | 66,746 | ||
| TILLYS INC | CL A | 886885102 | 914 | 157,899 | SH | DFND | 121,899 | 0 | 36,000 | |||
| TIM PARTICIPACOES S A | SPONSORED ADR | 88706P205 | 2,478 | 234,846 | SH | DFND | 200,053 | 0 | 34,793 | |||
| TIME INC NEW | COM | 887228104 | 11,807 | 717,318 | SH | DFND | 717,318 | 0 | 0 | |||
| TIME WARNER INC | COM NEW | 887317303 | 90,995 | 1,237,353 | SH | DFND | 1,107,129 | 0 | 130,224 | |||
| TIME WARNER INC | COM NEW | 887317303 | 564 | 7,668 | SH | OTR | 2 | 0 | 0 | 7,668 | ||
| TIMKEN CO | COM | 887389104 | 37,982 | 1,238,825 | SH | DFND | 1,070,816 | 0 | 168,009 | |||
| TIMKEN CO | COM | 887389104 | 468 | 15,256 | SH | OTR | 2 | 0 | 0 | 15,256 | ||
| TIMKENSTEEL CORP | COM | 887399103 | 2,103 | 218,598 | SH | DFND | 193,545 | 0 | 25,053 | |||
| TIMKENSTEEL CORP | COM | 887399103 | 254 | 26,383 | SH | OTR | 2 | 0 | 0 | 26,383 | ||
| TITAN INTL INC ILL | COM | 88830M102 | 104 | 16,789 | SH | DFND | 16,789 | 0 | 0 | |||
| TJX COS INC NEW | COM | 872540109 | 123,778 | 1,602,716 | SH | DFND | 1,141,982 | 0 | 460,734 | |||
| TOLL BROTHERS INC | COM | 889478103 | 22 | 800 | SH | OTR | 2 | 0 | 0 | 800 | ||
| TOLL BROTHERS INC | COM | 889478103 | 4,545 | 168,882 | SH | DFND | 168,882 | 0 | 0 | |||
| TOMPKINS FINANCIAL CORPORATI | COM | 890110109 | 34 | 529 | SH | OTR | 2 | 0 | 0 | 529 | ||
| TOMPKINS FINANCIAL CORPORATI | COM | 890110109 | 502 | 7,729 | SH | DFND | 7,729 | 0 | 0 | |||
| TOOTSIE ROLL INDS INC | COM | 890516107 | 258 | 6,695 | SH | DFND | 6,695 | 0 | 0 | |||
| TOPBUILD CORP | COM | 89055F103 | 40,206 | 1,110,663 | SH | DFND | 1,098,923 | 0 | 11,740 | |||
| TOPBUILD CORP | COM | 89055F103 | 1,716 | 47,392 | SH | OTR | 2 | 0 | 0 | 47,392 | ||
| TORCHMARK CORP | COM | 891027104 | 30,998 | 501,428 | SH | DFND | 493,747 | 0 | 7,681 | |||
| TORO CO | COM | 891092108 | 21,767 | 246,791 | SH | DFND | 246,791 | 0 | 0 | |||
| TORONTO DOMINION BK ONT | COM NEW | 891160509 | 64,200 | 1,502,830 | SH | DFND | 1,144,564 | 0 | 358,266 | |||
| TOTAL SYS SVCS INC | COM | 891906109 | 163,365 | 3,075,965 | SH | DFND | 2,716,705 | 0 | 359,260 | |||
| TOTAL SYS SVCS INC | COM | 891906109 | 509 | 9,577 | SH | OTR | 2 | 0 | 0 | 9,577 | ||
| TOWER INTL INC | COM | 891826109 | 185 | 8,988 | SH | OTR | 2 | 0 | 0 | 8,988 | ||
| TOWER INTL INC | COM | 891826109 | 2,450 | 119,042 | SH | DFND | 108,824 | 0 | 10,218 | |||
| TOWER SEMICONDUCTOR LTD | SHS NEW | M87915274 | 455 | 37,964 | SH | DFND | 9,584 | 0 | 28,380 | |||
| TOWNEBANK PORTSMOUTH VA | COM | 89214P109 | 655 | 30,239 | SH | OTR | 2 | 0 | 0 | 30,239 | ||
| TOWNEBANK PORTSMOUTH VA | COM | 89214P109 | 1,783 | 82,373 | SH | DFND | 82,373 | 0 | 0 | |||
| TRACTOR SUPPLY CO | COM | 892356106 | 9,624 | 105,550 | SH | DFND | 75,186 | 0 | 30,364 | |||
| TRANSALTA CORP | COM | 89346D107 | 132 | 25,480 | SH | DFND | 25,480 | 0 | 0 | |||
| TRANSCANADA CORP | COM | 89353D107 | 3,068 | 68,147 | SH | DFND | 55,785 | 0 | 12,362 | |||
| TRANSDIGM GROUP INC | COM | 893641100 | 665 | 2,522 | SH | DFND | 2,522 | 0 | 0 | |||
| TRANSENTERIX INC | COM NEW | 89366M201 | 2,404 | 1,970,639 | SH | DFND | 1,646,153 | 0 | 324,486 | |||
| TRANSENTERIX INC | COM NEW | 89366M201 | 356 | 291,671 | SH | OTR | 2 | 0 | 0 | 291,671 | ||
| TRANSGLOBE ENERGY CORP | COM | 893662106 | 28 | 15,270 | SH | DFND | 0 | 0 | 15,270 | |||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 377 | 31,684 | SH | OTR | 2 | 0 | 0 | 31,684 | ||
| TRANSOCEAN LTD | REG SHS | H8817H100 | 73,343 | 6,168,444 | SH | DFND | 5,014,478 | 0 | 1,153,966 | |||
| TRAVELERS COMPANIES INC | COM | 89417E109 | 4,317 | 36,264 | SH | OTR | 2 | 0 | 0 | 36,264 | ||
| TRAVELERS COMPANIES INC | COM | 89417E109 | 305,579 | 2,567,027 | SH | DFND | 2,100,564 | 0 | 466,463 | |||
| TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 63 | 4,903 | SH | DFND | 2,664 | 0 | 2,239 | |||
| TRAVELPORT WORLDWIDE LTD | SHS | G9019D104 | 78 | 6,054 | SH | OTR | 2 | 0 | 0 | 6,054 | ||
| TREDEGAR CORP | COM | 894650100 | 479 | 29,698 | SH | DFND | 29,698 | 0 | 0 | |||
| TREDEGAR CORP | COM | 894650100 | 149 | 9,273 | SH | OTR | 2 | 0 | 0 | 9,273 | ||
| TREEHOUSE FOODS INC | COM | 89469A104 | 1,240 | 12,081 | SH | DFND | 12,081 | 0 | 0 | |||
| TREVENA INC | COM | 89532E109 | 191 | 30,318 | SH | DFND | 30,318 | 0 | 0 | |||
| TRI POINTE GROUP INC | COM | 87265H109 | 139 | 11,758 | SH | DFND | 11,758 | 0 | 0 | |||
| TRICO BANCSHARES | COM | 896095106 | 1,081 | 39,181 | SH | DFND | 37,181 | 0 | 2,000 | |||
| TRICO BANCSHARES | COM | 896095106 | 33 | 1,212 | SH | OTR | 2 | 0 | 0 | 1,212 | ||
| TRIMBLE NAVIGATION LTD | COM | 896239100 | 3,275 | 134,437 | SH | DFND | 104,703 | 0 | 29,734 | |||
| TRINITY INDS INC | COM | 896522109 | 37,373 | 2,012,570 | SH | DFND | 1,922,811 | 0 | 89,759 | |||
| TRINITY INDS INC | COM | 896522109 | 14 | 779 | SH | OTR | 2 | 0 | 0 | 779 | ||
| TRINSEO S A | SHS | L9340P101 | 6,691 | 155,861 | SH | DFND | 139,871 | 0 | 15,990 | |||
| TRINSEO S A | SHS | L9340P101 | 320 | 7,454 | SH | OTR | 2 | 0 | 0 | 7,454 | ||
| TRIPADVISOR INC | COM | 896945201 | 8,169 | 127,041 | SH | DFND | 78,612 | 0 | 48,429 | |||
| TRIPLE-S MGMT CORP | CL B | 896749108 | 6,774 | 277,280 | SH | DFND | 251,909 | 0 | 25,371 | |||
| TRIPLE-S MGMT CORP | CL B | 896749108 | 2,237 | 91,578 | SH | OTR | 2 | 0 | 0 | 91,578 | ||
| TRIUMPH GROUP INC NEW | COM | 896818101 | 512 | 14,423 | SH | DFND | 3,204 | 0 | 11,219 | |||
| TRONOX LTD | SHS CL A | Q9235V101 | 109 | 24,712 | SH | DFND | 24,712 | 0 | 0 | |||
| TRUEBLUE INC | COM | 89785X101 | 4,337 | 229,211 | SH | DFND | 201,528 | 0 | 27,683 | |||
| TRUEBLUE INC | COM | 89785X101 | 101 | 5,362 | SH | OTR | 2 | 0 | 0 | 5,362 | ||
| TRUPANION INC | COM | 898202106 | 146 | 10,999 | SH | DFND | 10,999 | 0 | 0 | |||
| TRUSTCO BK CORP N Y | COM | 898349105 | 13 | 2,058 | SH | OTR | 2 | 0 | 0 | 2,058 | ||
| TRUSTCO BK CORP N Y | COM | 898349105 | 140 | 21,907 | SH | DFND | 21,907 | 0 | 0 | |||
| TRUSTMARK CORP | COM | 898402102 | 8,287 | 333,497 | SH | DFND | 318,394 | 0 | 15,103 | |||
| TRUSTMARK CORP | COM | 898402102 | 146 | 5,863 | SH | OTR | 2 | 0 | 0 | 5,863 | ||
| TTM TECHNOLOGIES INC | COM | 87305R109 | 396 | 52,545 | SH | DFND | 52,545 | 0 | 0 | |||
| TUPPERWARE BRANDS CORP | COM | 899896104 | 13,546 | 240,681 | SH | DFND | 233,148 | 0 | 7,533 | |||
| TUPPERWARE BRANDS CORP | COM | 899896104 | 187 | 3,327 | SH | OTR | 2 | 0 | 0 | 3,327 | ||
| TURQUOISE HILL RES LTD | COM | 900435108 | 7,048 | 2,094,396 | SH | DFND | 1,444,861 | 0 | 649,535 | |||
| TUTOR PERINI CORP | COM | 901109108 | 1,586 | 67,347 | SH | DFND | 58,563 | 0 | 8,784 | |||
| TUTOR PERINI CORP | COM | 901109108 | 79 | 3,340 | SH | OTR | 2 | 0 | 0 | 3,340 | ||
| TWITTER INC | COM | 90184L102 | 4,059 | 240,006 | SH | DFND | 231,520 | 0 | 8,486 | |||
| TWO HBRS INVT CORP | COM | 90187B101 | 96 | 11,191 | SH | DFND | 11,191 | 0 | 0 | |||
| TWO HBRS INVT CORP | COM | 90187B101 | 481 | 56,176 | SH | OTR | 2 | 0 | 0 | 56,176 | ||
| TYCO INTL PLC | SHS | G91442106 | 4,855 | 113,958 | SH | DFND | 113,958 | 0 | 0 | |||
| TYLER TECHNOLOGIES INC | COM | 902252105 | 14,805 | 88,807 | SH | DFND | 88,807 | 0 | 0 | |||
| TYSON FOODS INC | CL A | 902494103 | 452,858 | 6,780,332 | SH | DFND | 6,238,021 | 0 | 542,311 | |||
| TYSON FOODS INC | CL A | 902494103 | 7,629 | 114,223 | SH | OTR | 2 | 0 | 0 | 114,223 | ||
| U S CONCRETE INC | COM NEW | 90333L201 | 1,123 | 18,445 | SH | DFND | 18,445 | 0 | 0 | |||
| U S G CORP | COM NEW | 903293405 | 948 | 35,179 | SH | DFND | 35,179 | 0 | 0 | |||
| U S PHYSICAL THERAPY INC | COM | 90337L108 | 719 | 11,938 | SH | DFND | 11,938 | 0 | 0 | |||
| UBIQUITI NETWORKS INC | COM | 90347A100 | 3,767 | 97,443 | SH | DFND | 97,443 | 0 | 0 | |||
| UBS GROUP AG | SHS | H42097107 | 26,889 | 2,083,978 | SH | DFND | 1,822,226 | 0 | 261,752 | |||
| UDR INC | COM | 902653104 | 2,892 | 78,342 | SH | DFND | 78,342 | 0 | 0 | |||
| UGI CORP NEW | COM | 902681105 | 57,192 | 1,263,922 | SH | DFND | 1,226,472 | 0 | 37,450 | |||
| UGI CORP NEW | COM | 902681105 | 3,988 | 88,135 | SH | OTR | 2 | 0 | 0 | 88,135 | ||
| ULTA SALON COSMETCS & FRAG I | COM | 90384S303 | 8,049 | 33,038 | SH | DFND | 24,925 | 0 | 8,113 | |||
| ULTIMATE SOFTWARE GROUP INC | COM | 90385D107 | 1,185 | 5,637 | SH | DFND | 5,637 | 0 | 0 | |||
| ULTRA CLEAN HLDGS INC | COM | 90385V107 | 189 | 33,261 | SH | DFND | 33,261 | 0 | 0 | |||
| ULTRAGENYX PHARMACEUTICAL IN | COM | 90400D108 | 314 | 6,419 | SH | DFND | 6,419 | 0 | 0 | |||
| UMPQUA HLDGS CORP | COM | 904214103 | 1,985 | 128,303 | SH | DFND | 124,569 | 0 | 3,734 | |||
| UNDER ARMOUR INC | CL A | 904311107 | 1,955 | 48,726 | SH | DFND | 48,726 | 0 | 0 | |||
| UNDER ARMOUR INC | CL C | 904311206 | 778 | 21,384 | SH | DFND | 21,384 | 0 | 0 | |||
| UNIFI INC | COM NEW | 904677200 | 658 | 24,157 | SH | DFND | 24,157 | 0 | 0 | |||
| UNIFIRST CORP MASS | COM | 904708104 | 4,725 | 40,833 | SH | DFND | 38,802 | 0 | 2,031 | |||
| UNIFIRST CORP MASS | COM | 904708104 | 1,781 | 15,388 | SH | OTR | 2 | 0 | 0 | 15,388 | ||
| UNION BANKSHARES CORP NEW | COM | 90539J109 | 1,453 | 58,813 | SH | DFND | 53,822 | 0 | 4,991 | |||
| UNION BANKSHARES CORP NEW | COM | 90539J109 | 104 | 4,190 | SH | OTR | 2 | 0 | 0 | 4,190 | ||
| UNION PAC CORP | COM | 907818108 | 6,464 | 74,082 | SH | DFND | 61,499 | 0 | 12,583 | |||
| UNISYS CORP | COM NEW | 909214306 | 243 | 33,427 | SH | DFND | 26,934 | 0 | 6,493 | |||
| UNISYS CORP | COM NEW | 909214306 | 35 | 4,769 | SH | OTR | 2 | 0 | 0 | 4,769 | ||
| UNITED BANKSHARES INC WEST V | COM | 909907107 | 627 | 16,713 | SH | DFND | 16,713 | 0 | 0 | |||
| UNITED CMNTY BKS BLAIRSVLE G | COM | 90984P303 | 2,448 | 133,833 | SH | DFND | 107,942 | 0 | 25,891 | |||
| UNITED CONTL HLDGS INC | COM | 910047109 | 269,382 | 6,563,879 | SH | DFND | 5,156,559 | 0 | 1,407,320 | |||
| UNITED CONTL HLDGS INC | COM | 910047109 | 3,447 | 83,982 | SH | OTR | 2 | 0 | 0 | 83,982 | ||
| UNITED FINL BANCORP INC NEW | COM | 910304104 | 791 | 60,961 | SH | DFND | 60,961 | 0 | 0 | |||
| UNITED FIRE GROUP INC | COM | 910340108 | 5,754 | 135,611 | SH | DFND | 124,578 | 0 | 11,033 | |||
| UNITED FIRE GROUP INC | COM | 910340108 | 1,457 | 34,333 | SH | OTR | 2 | 0 | 0 | 34,333 | ||
| UNITED INS HLDGS CORP | COM | 910710102 | 618 | 37,699 | SH | DFND | 37,699 | 0 | 0 | |||
| UNITED NAT FOODS INC | COM | 911163103 | 263 | 5,610 | SH | OTR | 2 | 0 | 0 | 5,610 | ||
| UNITED NAT FOODS INC | COM | 911163103 | 3,781 | 80,794 | SH | DFND | 70,906 | 0 | 9,888 | |||
| UNITED ONLINE INC | COM NEW | 911268209 | 1,066 | 96,903 | SH | DFND | 85,138 | 0 | 11,765 | |||
| UNITED ONLINE INC | COM NEW | 911268209 | 275 | 24,962 | SH | OTR | 2 | 0 | 0 | 24,962 | ||
| UNITED PARCEL SERVICE INC | CL B | 911312106 | 52,912 | 491,203 | SH | DFND | 435,700 | 0 | 55,503 | |||
| UNITED RENTALS INC | COM | 911363109 | 2,092 | 31,171 | SH | DFND | 31,171 | 0 | 0 | |||
| UNITED STATES CELLULAR CORP | COM | 911684108 | 464 | 11,811 | SH | DFND | 11,811 | 0 | 0 | |||
| UNITED STATES CELLULAR CORP | COM | 911684108 | 326 | 8,299 | SH | OTR | 2 | 0 | 0 | 8,299 | ||
| UNITED STATES STL CORP NEW | COM | 912909108 | 11,745 | 696,591 | SH | DFND | 696,591 | 0 | 0 | |||
| UNITED STATES STL CORP NEW | COM | 912909108 | 156 | 9,238 | SH | OTR | 2 | 0 | 0 | 9,238 | ||
| UNITED TECHNOLOGIES CORP | COM | 913017109 | 38,861 | 378,943 | SH | DFND | 312,704 | 0 | 66,239 | |||
| UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 165,567 | 1,563,130 | SH | DFND | 1,300,119 | 0 | 263,011 | |||
| UNITED THERAPEUTICS CORP DEL | COM | 91307C102 | 2,223 | 20,983 | SH | OTR | 2 | 0 | 0 | 20,983 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 2,846 | 20,156 | SH | OTR | 2 | 0 | 0 | 20,156 | ||
| UNITEDHEALTH GROUP INC | COM | 91324P102 | 419,403 | 2,970,277 | SH | DFND | 2,309,257 | 0 | 661,020 | |||
| UNITIL CORP | COM | 913259107 | 1,038 | 24,330 | SH | DFND | 24,330 | 0 | 0 | |||
| UNITIL CORP | COM | 913259107 | 375 | 8,787 | SH | OTR | 2 | 0 | 0 | 8,787 | ||
| UNIVERSAL AMERN CORP NEW | COM | 91338E101 | 150 | 19,738 | SH | DFND | 19,738 | 0 | 0 | |||
| UNIVERSAL CORP VA | COM | 913456109 | 2,887 | 49,996 | SH | DFND | 46,326 | 0 | 3,670 | |||
| UNIVERSAL CORP VA | COM | 913456109 | 15 | 267 | SH | OTR | 2 | 0 | 0 | 267 | ||
| UNIVERSAL DISPLAY CORP | COM | 91347P105 | 1,258 | 18,548 | SH | DFND | 18,548 | 0 | 0 | |||
| UNIVERSAL ELECTRS INC | COM | 913483103 | 226 | 3,128 | SH | DFND | 3,128 | 0 | 0 | |||
| UNIVERSAL FST PRODS INC | COM | 913543104 | 2,943 | 31,754 | SH | OTR | 2 | 0 | 0 | 31,754 | ||
| UNIVERSAL FST PRODS INC | COM | 913543104 | 12,856 | 138,701 | SH | DFND | 128,032 | 0 | 10,669 | |||
| UNIVERSAL HLTH SVCS INC | CL B | 913903100 | 127,188 | 948,458 | SH | DFND | 852,114 | 0 | 96,344 | |||
| UNIVERSAL INS HLDGS INC | COM | 91359V107 | 1,391 | 74,844 | SH | DFND | 74,844 | 0 | 0 | |||
| UNUM GROUP | COM | 91529Y106 | 77,414 | 2,435,168 | SH | DFND | 2,334,342 | 0 | 100,826 | |||
| UNUM GROUP | COM | 91529Y106 | 683 | 21,479 | SH | OTR | 2 | 0 | 0 | 21,479 | ||
| URBAN EDGE PPTYS | COM | 91704F104 | 3,542 | 118,610 | SH | DFND | 110,453 | 0 | 8,157 | |||
| URBAN EDGE PPTYS | COM | 91704F104 | 90 | 3,000 | SH | OTR | 2 | 0 | 0 | 3,000 | ||
| URBAN OUTFITTERS INC | COM | 917047102 | 79,572 | 2,893,531 | SH | DFND | 2,115,299 | 0 | 778,232 | |||
| URBAN OUTFITTERS INC | COM | 917047102 | 858 | 31,218 | SH | OTR | 2 | 0 | 0 | 31,218 | ||
| URSTADT BIDDLE PPTYS INC | CL A | 917286205 | 992 | 40,048 | SH | DFND | 40,048 | 0 | 0 | |||
| URSTADT BIDDLE PPTYS INC | CL A | 917286205 | 1,368 | 55,204 | SH | OTR | 2 | 0 | 0 | 55,204 | ||
| US BANCORP DEL | COM NEW | 902973304 | 469 | 11,618 | SH | OTR | 2 | 0 | 0 | 11,618 | ||
| US BANCORP DEL | COM NEW | 902973304 | 68,205 | 1,691,179 | SH | DFND | 1,407,938 | 0 | 283,241 | |||
| US ECOLOGY INC | COM | 91732J102 | 224 | 4,871 | SH | DFND | 4,871 | 0 | 0 | |||
| USA TRUCK INC | COM | 902925106 | 29 | 1,628 | SH | OTR | 2 | 0 | 0 | 1,628 | ||
| USA TRUCK INC | COM | 902925106 | 767 | 43,775 | SH | DFND | 38,117 | 0 | 5,658 | |||
| USANA HEALTH SCIENCES INC | COM | 90328M107 | 4,984 | 44,732 | SH | DFND | 44,132 | 0 | 600 | |||
| V F CORP | COM | 918204108 | 8,086 | 131,495 | SH | DFND | 84,892 | 0 | 46,603 | |||
| VAALCO ENERGY INC | COM NEW | 91851C201 | 117 | 110,409 | SH | DFND | 110,409 | 0 | 0 | |||
| VAIL RESORTS INC | COM | 91879Q109 | 1,954 | 14,139 | SH | DFND | 13,439 | 0 | 700 | |||
| VALE S A | ADR | 91912E105 | 537 | 106,179 | SH | DFND | 106,179 | 0 | 0 | |||
| VALEANT PHARMACEUTICALS INTL | COM | 91911K102 | 8,328 | 415,176 | SH | DFND | 303,691 | 0 | 111,485 | |||
| VALERO ENERGY CORP NEW | COM | 91913Y100 | 247,558 | 4,854,076 | SH | DFND | 3,915,367 | 0 | 938,709 | |||
| VALERO ENERGY CORP NEW | COM | 91913Y100 | 2,387 | 46,801 | SH | OTR | 2 | 0 | 0 | 46,801 | ||
| VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 61,132 | 1,258,119 | SH | DFND | 1,186,423 | 0 | 71,696 | |||
| VALIDUS HOLDINGS LTD | COM SHS | G9319H102 | 3,948 | 81,258 | SH | OTR | 2 | 0 | 0 | 81,258 | ||
| VALLEY NATL BANCORP | COM | 919794107 | 364 | 39,871 | SH | DFND | 39,871 | 0 | 0 | |||
| VALMONT INDS INC | COM | 920253101 | 19,271 | 142,462 | SH | DFND | 135,139 | 0 | 7,323 | |||
| VALSPAR CORP | COM | 920355104 | 209 | 1,934 | SH | DFND | 1,934 | 0 | 0 | |||
| VANECK VECTORS ETF TR | OIL SVCS ETF | 92189F718 | 4,941 | 168,912 | SH | DFND | 168,912 | 0 | 0 | |||
| VANTIV INC | CL A | 92210H105 | 16,595 | 293,201 | SH | DFND | 291,669 | 0 | 1,532 | |||
| VARIAN MED SYS INC | COM | 92220P105 | 22,756 | 276,740 | SH | DFND | 153,724 | 0 | 123,016 | |||
| VASCO DATA SEC INTL INC | COM | 92230Y104 | 1,629 | 99,366 | SH | DFND | 79,866 | 0 | 19,500 | |||
| VASCO DATA SEC INTL INC | COM | 92230Y104 | 43 | 2,645 | SH | OTR | 2 | 0 | 0 | 2,645 | ||
| VASCULAR SOLUTIONS INC | COM | 92231M109 | 863 | 20,711 | SH | DFND | 20,711 | 0 | 0 | |||
| VCA INC | COM | 918194101 | 456 | 6,747 | SH | OTR | 2 | 0 | 0 | 6,747 | ||
| VCA INC | COM | 918194101 | 20,304 | 300,314 | SH | DFND | 300,314 | 0 | 0 | |||
| VECTOR GROUP LTD | COM | 92240M108 | 2,476 | 110,428 | SH | DFND | 105,890 | 0 | 4,538 | |||
| VECTOR GROUP LTD | COM | 92240M108 | 72 | 3,228 | SH | OTR | 2 | 0 | 0 | 3,228 | ||
| VECTREN CORP | COM | 92240G101 | 26,002 | 493,669 | SH | DFND | 462,577 | 0 | 31,092 | |||
| VECTREN CORP | COM | 92240G101 | 2,671 | 50,720 | SH | OTR | 2 | 0 | 0 | 50,720 | ||
| VECTRUS INC | COM | 92242T101 | 326 | 11,441 | SH | DFND | 10,021 | 0 | 1,420 | |||
| VECTRUS INC | COM | 92242T101 | 18 | 624 | SH | OTR | 2 | 0 | 0 | 624 | ||
| VENTAS INC | COM | 92276F100 | 36,831 | 505,776 | SH | DFND | 403,181 | 0 | 102,595 | |||
| VERA BRADLEY INC | COM | 92335C106 | 1,197 | 84,501 | SH | DFND | 84,501 | 0 | 0 | |||
| VEREIT INC | COM | 92339V100 | 1,582 | 155,976 | SH | DFND | 155,976 | 0 | 0 | |||
| VERIFONE SYS INC | COM | 92342Y109 | 2,111 | 113,863 | SH | DFND | 113,863 | 0 | 0 | |||
| VERINT SYS INC | COM | 92343X100 | 209 | 6,307 | SH | OTR | 2 | 0 | 0 | 6,307 | ||
| VERINT SYS INC | COM | 92343X100 | 1,204 | 36,342 | SH | DFND | 17,443 | 0 | 18,899 | |||
| VERISIGN INC | COM | 92343E102 | 33,789 | 390,800 | SH | DFND | 296,390 | 0 | 94,410 | |||
| VERISK ANALYTICS INC | COM | 92345Y106 | 4,156 | 51,253 | SH | DFND | 22,587 | 0 | 28,666 | |||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 322,258 | 5,771,103 | SH | DFND | 4,196,675 | 0 | 1,574,428 | |||
| VERIZON COMMUNICATIONS INC | COM | 92343V104 | 5,729 | 102,589 | SH | OTR | 2 | 0 | 0 | 102,589 | ||
| VIACOM INC NEW | CL B | 92553P201 | 85,257 | 2,055,872 | SH | DFND | 1,523,810 | 0 | 532,062 | |||
| VIACOM INC NEW | CL B | 92553P201 | 2,364 | 57,000 | SH | OTR | 2 | 0 | 0 | 57,000 | ||
| VIAD CORP | COM NEW | 92552R406 | 1,676 | 54,057 | SH | DFND | 46,094 | 0 | 7,963 | |||
| VIAD CORP | COM NEW | 92552R406 | 55 | 1,759 | SH | OTR | 2 | 0 | 0 | 1,759 | ||
| VIASAT INC | COM | 92552V100 | 880 | 12,326 | SH | DFND | 12,326 | 0 | 0 | |||
| VIAVI SOLUTIONS INC | COM | 925550105 | 27,976 | 4,219,630 | SH | DFND | 3,933,292 | 0 | 286,338 | |||
| VIAVI SOLUTIONS INC | COM | 925550105 | 284 | 42,873 | SH | OTR | 2 | 0 | 0 | 42,873 | ||
| VINCE HLDG CORP | COM | 92719W108 | 237 | 43,332 | SH | OTR | 2 | 0 | 0 | 43,332 | ||
| VINCE HLDG CORP | COM | 92719W108 | 2,372 | 432,868 | SH | DFND | 342,384 | 0 | 90,484 | |||
| VIPSHOP HLDGS LTD | SPONSORED ADR | 92763W103 | 7,387 | 661,339 | SH | DFND | 350,287 | 0 | 311,052 | |||
| VIRGIN AMER INC | COM VTG | 92765X208 | 565 | 10,044 | SH | DFND | 10,044 | 0 | 0 | |||
| VISA INC | COM CL A | 92826C839 | 60,225 | 811,987 | SH | DFND | 588,262 | 0 | 223,725 | |||
| VISHAY INTERTECHNOLOGY INC | COM | 928298108 | 14,094 | 1,137,497 | SH | DFND | 855,112 | 0 | 282,385 | |||
| VISTA OUTDOOR INC | COM | 928377100 | 6,691 | 140,184 | SH | DFND | 140,184 | 0 | 0 | |||
| VISTEON CORP | COM NEW | 92839U206 | 29,218 | 443,972 | SH | DFND | 357,775 | 0 | 86,197 | |||
| VMWARE INC | CL A COM | 928563402 | 22,926 | 400,658 | SH | DFND | 291,914 | 0 | 108,744 | |||
| VMWARE INC | CL A COM | 928563402 | 309 | 5,397 | SH | OTR | 2 | 0 | 0 | 5,397 | ||
| VOCERA COMMUNICATIONS INC | COM | 92857F107 | 326 | 25,366 | SH | DFND | 25,366 | 0 | 0 | |||
| VONAGE HLDGS CORP | COM | 92886T201 | 7,947 | 1,302,843 | SH | DFND | 1,148,741 | 0 | 154,102 | |||
| VONAGE HLDGS CORP | COM | 92886T201 | 1,731 | 283,806 | SH | OTR | 2 | 0 | 0 | 283,806 | ||
| VORNADO RLTY TR | SH BEN INT | 929042109 | 13,939 | 139,224 | SH | DFND | 121,624 | 0 | 17,600 | |||
| VOYA FINL INC | COM | 929089100 | 33,273 | 1,343,829 | SH | DFND | 1,343,829 | 0 | 0 | |||
| VULCAN MATLS CO | COM | 929160109 | 2,395 | 19,902 | SH | DFND | 19,902 | 0 | 0 | |||
| VWR CORP | COM | 91843L103 | 13,004 | 449,963 | SH | DFND | 449,963 | 0 | 0 | |||
| VWR CORP | COM | 91843L103 | 552 | 19,104 | SH | OTR | 2 | 0 | 0 | 19,104 | ||
| W & T OFFSHORE INC | COM | 92922P106 | 999 | 430,816 | SH | DFND | 337,371 | 0 | 93,445 | |||
| W & T OFFSHORE INC | COM | 92922P106 | 111 | 47,991 | SH | OTR | 2 | 0 | 0 | 47,991 | ||
| W P CAREY INC | COM | 92936U109 | 87 | 1,248 | SH | OTR | 2 | 0 | 0 | 1,248 | ||
| W P CAREY INC | COM | 92936U109 | 770 | 11,090 | SH | DFND | 11,090 | 0 | 0 | |||
| WABASH NATL CORP | COM | 929566107 | 4,880 | 384,253 | SH | DFND | 367,808 | 0 | 16,445 | |||
| WABASH NATL CORP | COM | 929566107 | 120 | 9,458 | SH | OTR | 2 | 0 | 0 | 9,458 | ||
| WABCO HLDGS INC | COM | 92927K102 | 1,104 | 12,053 | SH | DFND | 7,687 | 0 | 4,366 | |||
| WADDELL & REED FINL INC | CL A | 930059100 | 26,618 | 1,545,732 | SH | DFND | 1,315,441 | 0 | 230,291 | |||
| WADDELL & REED FINL INC | CL A | 930059100 | 223 | 12,922 | SH | OTR | 2 | 0 | 0 | 12,922 | ||
| WAGEWORKS INC | COM | 930427109 | 236 | 3,950 | SH | DFND | 3,950 | 0 | 0 | |||
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 1,011 | 12,143 | SH | OTR | 2 | 0 | 0 | 12,143 | ||
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | 74,201 | 891,088 | SH | DFND | 807,691 | 0 | 83,397 | |||
| WALKER & DUNLOP INC | COM | 93148P102 | 4 | 185 | SH | OTR | 2 | 0 | 0 | 185 | ||
| WALKER & DUNLOP INC | COM | 93148P102 | 4,212 | 184,900 | SH | DFND | 175,029 | 0 | 9,871 | |||
| WAL-MART STORES INC | COM | 931142103 | 405,830 | 5,557,794 | SH | DFND | 4,545,988 | 0 | 1,011,806 | |||
| WAL-MART STORES INC | COM | 931142103 | 6,670 | 91,345 | SH | OTR | 2 | 0 | 0 | 91,345 | ||
| WASHINGTON FED INC | COM | 938824109 | 4,281 | 176,452 | SH | DFND | 176,452 | 0 | 0 | |||
| WASHINGTON FED INC | COM | 938824109 | 325 | 13,396 | SH | OTR | 2 | 0 | 0 | 13,396 | ||
| WASHINGTON REAL ESTATE INVT | SH BEN INT | 939653101 | 1,331 | 42,301 | SH | DFND | 42,301 | 0 | 0 | |||
| WASHINGTON REAL ESTATE INVT | SH BEN INT | 939653101 | 208 | 6,616 | SH | OTR | 2 | 0 | 0 | 6,616 | ||
| WASTE CONNECTIONS INC | COM | 94106B101 | 13,882 | 192,667 | SH | DFND | 177,867 | 0 | 14,800 | |||
| WASTE MGMT INC DEL | COM | 94106L109 | 220,354 | 3,325,097 | SH | DFND | 2,895,039 | 0 | 430,058 | |||
| WASTE MGMT INC DEL | COM | 94106L109 | 1,809 | 27,304 | SH | OTR | 2 | 0 | 0 | 27,304 | ||
| WATERS CORP | COM | 941848103 | 10,799 | 76,779 | SH | DFND | 44,276 | 0 | 32,503 | |||
| WATERSTONE FINL INC MD | COM | 94188P101 | 571 | 37,272 | SH | DFND | 37,272 | 0 | 0 | |||
| WATERSTONE FINL INC MD | COM | 94188P101 | 606 | 39,542 | SH | OTR | 2 | 0 | 0 | 39,542 | ||
| WATSCO INC | COM | 942622200 | 8,593 | 61,080 | SH | DFND | 61,080 | 0 | 0 | |||
| WATTS WATER TECHNOLOGIES INC | CL A | 942749102 | 226 | 3,877 | SH | DFND | 3,877 | 0 | 0 | |||
| WAYFAIR INC | CL A | 94419L101 | 1,209 | 30,993 | SH | DFND | 30,993 | 0 | 0 | |||
| WD-40 CO | COM | 929236107 | 1,590 | 13,534 | SH | DFND | 12,013 | 0 | 1,521 | |||
| WD-40 CO | COM | 929236107 | 74 | 628 | SH | OTR | 2 | 0 | 0 | 628 | ||
| WEATHERFORD INTL PLC | ORD SHS | G48833100 | 1,100 | 198,226 | SH | DFND | 198,226 | 0 | 0 | |||
| WEB COM GROUP INC | COM | 94733A104 | 1,583 | 87,050 | SH | DFND | 87,050 | 0 | 0 | |||
| WEBMD HEALTH CORP | COM | 94770V102 | 1,860 | 32,013 | SH | DFND | 31,668 | 0 | 345 | |||
| WEBSTER FINL CORP CONN | COM | 947890109 | 3,666 | 107,995 | SH | DFND | 92,032 | 0 | 15,963 | |||
| WEBSTER FINL CORP CONN | COM | 947890109 | 83 | 2,447 | SH | OTR | 2 | 0 | 0 | 2,447 | ||
| WEC ENERGY GROUP INC | COM | 92939U106 | 15,376 | 235,462 | SH | DFND | 166,571 | 0 | 68,891 | |||
| WEIGHT WATCHERS INTL INC NEW | COM | 948626106 | 527 | 45,309 | SH | DFND | 45,309 | 0 | 0 | |||
| WEINGARTEN RLTY INVS | SH BEN INT | 948741103 | 1,390 | 34,041 | SH | DFND | 34,041 | 0 | 0 | |||
| WEINGARTEN RLTY INVS | SH BEN INT | 948741103 | 1,348 | 33,022 | SH | OTR | 2 | 0 | 0 | 33,022 | ||
| WEIS MKTS INC | COM | 948849104 | 1,405 | 27,799 | SH | DFND | 27,028 | 0 | 771 | |||
| WEIS MKTS INC | COM | 948849104 | 636 | 12,574 | SH | OTR | 2 | 0 | 0 | 12,574 | ||
| WELLCARE HEALTH PLANS INC | COM | 94946T106 | 71,061 | 662,390 | SH | DFND | 565,320 | 0 | 97,070 | |||
| WELLCARE HEALTH PLANS INC | COM | 94946T106 | 139 | 1,300 | SH | OTR | 2 | 0 | 0 | 1,300 | ||
| WELLS FARGO & CO NEW | COM | 949746101 | 5,155 | 108,918 | SH | OTR | 2 | 0 | 0 | 108,918 | ||
| WELLS FARGO & CO NEW | COM | 949746101 | 267,810 | 5,658,364 | SH | DFND | 4,594,090 | 0 | 1,064,274 | |||
| WELLTOWER INC | COM | 95040Q104 | 37,623 | 493,933 | SH | DFND | 359,720 | 0 | 134,213 | |||
| WERNER ENTERPRISES INC | COM | 950755108 | 32,066 | 1,395,979 | SH | DFND | 1,338,464 | 0 | 57,515 | |||
| WESBANCO INC | COM | 950810101 | 681 | 21,917 | SH | DFND | 17,195 | 0 | 4,722 | |||
| WESBANCO INC | COM | 950810101 | 19 | 625 | SH | OTR | 2 | 0 | 0 | 625 | ||
| WESCO AIRCRAFT HLDGS INC | COM | 950814103 | 232 | 17,258 | SH | DFND | 17,258 | 0 | 0 | |||
| WESCO INTL INC | COM | 95082P105 | 3,018 | 58,613 | SH | DFND | 2,861 | 0 | 55,752 | |||
| WEST CORP | COM | 952355204 | 45 | 2,301 | SH | OTR | 2 | 0 | 0 | 2,301 | ||
| WEST CORP | COM | 952355204 | 1,600 | 81,400 | SH | DFND | 80,065 | 0 | 1,335 | |||
| WEST PHARMACEUTICAL SVSC INC | COM | 955306105 | 16,432 | 216,547 | SH | DFND | 216,547 | 0 | 0 | |||
| WESTAMERICA BANCORPORATION | COM | 957090103 | 492 | 9,992 | SH | DFND | 5,679 | 0 | 4,313 | |||
| WESTAMERICA BANCORPORATION | COM | 957090103 | 161 | 3,262 | SH | OTR | 2 | 0 | 0 | 3,262 | ||
| WESTAR ENERGY INC | COM | 95709T100 | 7,072 | 126,076 | SH | DFND | 126,076 | 0 | 0 | |||
| WESTAR ENERGY INC | COM | 95709T100 | 1,233 | 21,979 | SH | OTR | 2 | 0 | 0 | 21,979 | ||
| WESTERN ALLIANCE BANCORP | COM | 957638109 | 2,099 | 64,296 | SH | DFND | 59,096 | 0 | 5,200 | |||
| WESTERN ALLIANCE BANCORP | COM | 957638109 | 3 | 100 | SH | OTR | 2 | 0 | 0 | 100 | ||
| WESTERN DIGITAL CORP | COM | 958102105 | 31,069 | 657,414 | SH | DFND | 560,960 | 0 | 96,454 | |||
| WESTERN REFNG INC | COM | 959319104 | 182 | 8,798 | SH | OTR | 2 | 0 | 0 | 8,798 | ||
| WESTERN REFNG INC | COM | 959319104 | 35,455 | 1,718,623 | SH | DFND | 1,476,001 | 0 | 242,622 | |||
| WESTERN UN CO | COM | 959802109 | 8,546 | 445,588 | SH | DFND | 321,587 | 0 | 124,001 | |||
| WESTLAKE CHEM CORP | COM | 960413102 | 1,440 | 33,546 | SH | OTR | 2 | 0 | 0 | 33,546 | ||
| WESTLAKE CHEM CORP | COM | 960413102 | 80,808 | 1,882,754 | SH | DFND | 1,714,704 | 0 | 168,050 | |||
| WESTROCK CO | COM | 96145D105 | 15,527 | 399,447 | SH | DFND | 374,100 | 0 | 25,347 | |||
| WEX INC | COM | 96208T104 | 1,829 | 20,632 | SH | DFND | 20,632 | 0 | 0 | |||
| WEYERHAEUSER CO | COM | 962166104 | 16,069 | 539,788 | SH | DFND | 435,065 | 0 | 104,723 | |||
| WGL HLDGS INC | COM | 92924F106 | 25,727 | 363,421 | SH | DFND | 363,421 | 0 | 0 | |||
| WHIRLPOOL CORP | COM | 963320106 | 111,851 | 671,212 | SH | DFND | 619,495 | 0 | 51,717 | |||
| WHIRLPOOL CORP | COM | 963320106 | 824 | 4,945 | SH | OTR | 2 | 0 | 0 | 4,945 | ||
| WHITE MTNS INS GROUP LTD | COM | G9618E107 | 664 | 789 | SH | OTR | 2 | 0 | 0 | 789 | ||
| WHITE MTNS INS GROUP LTD | COM | G9618E107 | 11,809 | 14,025 | SH | DFND | 13,305 | 0 | 720 | |||
| WHITESTONE REIT | COM | 966084204 | 65 | 4,322 | SH | OTR | 2 | 0 | 0 | 4,322 | ||
| WHITESTONE REIT | COM | 966084204 | 212 | 14,091 | SH | DFND | 11,698 | 0 | 2,393 | |||
| WHITEWAVE FOODS CO | COM | 966244105 | 599 | 12,751 | SH | DFND | 12,751 | 0 | 0 | |||
| WHITING PETE CORP NEW | COM | 966387102 | 235 | 25,407 | SH | DFND | 5,125 | 0 | 20,282 | |||
| WHOLE FOODS MKT INC | COM | 966837106 | 42,563 | 1,329,265 | SH | DFND | 913,373 | 0 | 415,892 | |||
| WILEY JOHN & SONS INC | CL A | 968223206 | 30,431 | 583,196 | SH | DFND | 566,144 | 0 | 17,052 | |||
| WILEY JOHN & SONS INC | CL A | 968223206 | 1,450 | 27,786 | SH | OTR | 2 | 0 | 0 | 27,786 | ||
| WILLIAMS COS INC DEL | COM | 969457100 | 14,629 | 676,307 | SH | DFND | 518,378 | 0 | 157,929 | |||
| WILLIAMS COS INC DEL | COM | 969457100 | 495 | 22,870 | SH | OTR | 2 | 0 | 0 | 22,870 | ||
| WILLIAMS SONOMA INC | COM | 969904101 | 3,873 | 74,297 | SH | DFND | 40,344 | 0 | 33,953 | |||
| WILLIS TOWERS WATSON PUB LTD | SHS | G96629103 | 1,941 | 15,611 | SH | DFND | 15,611 | 0 | 0 | |||
| WILSHIRE BANCORP INC | COM | 97186T108 | 398 | 38,200 | SH | DFND | 38,200 | 0 | 0 | |||
| WINDSTREAM HLDGS INC | COM NEW | 97382A200 | 262 | 28,302 | SH | DFND | 28,302 | 0 | 0 | |||
| WINNEBAGO INDS INC | COM | 974637100 | 815 | 35,556 | SH | DFND | 35,556 | 0 | 0 | |||
| WINTRUST FINL CORP | COM | 97650W108 | 1,645 | 32,246 | SH | DFND | 32,246 | 0 | 0 | |||
| WINTRUST FINL CORP | COM | 97650W108 | 34 | 668 | SH | OTR | 2 | 0 | 0 | 668 | ||
| WIPRO LTD | SPON ADR 1 SH | 97651M109 | 80,453 | 6,509,182 | SH | DFND | 3,003,933 | 0 | 3,505,249 | |||
| WOODWARD INC | COM | 980745103 | 9,420 | 163,429 | SH | DFND | 163,429 | 0 | 0 | |||
| WORKDAY INC | CL A | 98138H101 | 2,289 | 30,661 | SH | DFND | 20,751 | 0 | 9,910 | |||
| WORLD ACCEP CORP DEL | COM | 981419104 | 20 | 444 | SH | OTR | 2 | 0 | 0 | 444 | ||
| WORLD ACCEP CORP DEL | COM | 981419104 | 345 | 7,568 | SH | DFND | 7,568 | 0 | 0 | |||
| WORLD FUEL SVCS CORP | COM | 981475106 | 1,535 | 32,320 | SH | OTR | 2 | 0 | 0 | 32,320 | ||
| WORLD FUEL SVCS CORP | COM | 981475106 | 25,300 | 532,750 | SH | DFND | 464,295 | 0 | 68,455 | |||
| WORLD WRESTLING ENTMT INC | CL A | 98156Q108 | 1,881 | 102,154 | SH | DFND | 102,154 | 0 | 0 | |||
| WORTHINGTON INDS INC | COM | 981811102 | 33,917 | 801,818 | SH | DFND | 776,318 | 0 | 25,500 | |||
| WORTHINGTON INDS INC | COM | 981811102 | 24 | 560 | SH | OTR | 2 | 0 | 0 | 560 | ||
| WP GLIMCHER IN | COM | 92939N102 | 907 | 81,064 | SH | DFND | 55,772 | 0 | 25,292 | |||
| WPX ENERGY INC | COM | 98212B103 | 5,626 | 604,338 | SH | DFND | 604,338 | 0 | 0 | |||
| WSFS FINL CORP | COM | 929328102 | 1,293 | 40,163 | SH | DFND | 40,163 | 0 | 0 | |||
| WYNDHAM WORLDWIDE CORP | COM | 98310W108 | 62,576 | 878,510 | SH | DFND | 749,965 | 0 | 128,545 | |||
| XCEL ENERGY INC | COM | 98389B100 | 126,304 | 2,820,556 | SH | DFND | 2,615,796 | 0 | 204,760 | |||
| XCERRA CORP | COM | 98400J108 | 754 | 131,063 | SH | DFND | 128,429 | 0 | 2,634 | |||
| XENCOR INC | COM | 98401F105 | 12 | 630 | SH | OTR | 2 | 0 | 0 | 630 | ||
| XENCOR INC | COM | 98401F105 | 815 | 42,903 | SH | DFND | 42,903 | 0 | 0 | |||
| XENIA HOTELS & RESORTS INC | COM | 984017103 | 1,957 | 116,644 | SH | DFND | 102,734 | 0 | 13,910 | |||
| XENIA HOTELS & RESORTS INC | COM | 984017103 | 72 | 4,315 | SH | OTR | 2 | 0 | 0 | 4,315 | ||
| XEROX CORP | COM | 984121103 | 115,787 | 12,200,900 | SH | DFND | 9,545,439 | 0 | 2,655,461 | |||
| XEROX CORP | COM | 984121103 | 2,124 | 223,769 | SH | OTR | 2 | 0 | 0 | 223,769 | ||
| XILINX INC | COM | 983919101 | 45,013 | 975,776 | SH | DFND | 813,649 | 0 | 162,127 | |||
| XL GROUP PLC | SHS | G98290102 | 57,799 | 1,735,181 | SH | DFND | 1,235,180 | 0 | 500,001 | |||
| XO GROUP INC | COM | 983772104 | 135 | 7,760 | SH | OTR | 2 | 0 | 0 | 7,760 | ||
| XO GROUP INC | COM | 983772104 | 1,401 | 80,394 | SH | DFND | 58,136 | 0 | 22,258 | |||
| XYLEM INC | COM | 98419M100 | 490 | 10,971 | SH | OTR | 2 | 0 | 0 | 10,971 | ||
| XYLEM INC | COM | 98419M100 | 21,015 | 470,658 | SH | DFND | 466,964 | 0 | 3,694 | |||
| YADKIN FINL CORP | COM | 984305102 | 511 | 20,381 | SH | DFND | 20,381 | 0 | 0 | |||
| YAMANA GOLD INC | COM | 98462Y100 | 74,307 | 14,360,258 | SH | DFND | 11,356,940 | 0 | 3,003,318 | |||
| YELP INC | CL A | 985817105 | 8,635 | 284,428 | SH | DFND | 218,888 | 0 | 65,540 | |||
| YELP INC | CL A | 985817105 | 433 | 14,261 | SH | OTR | 2 | 0 | 0 | 14,261 | ||
| YRC WORLDWIDE INC | COM PAR $.01 | 984249607 | 216 | 24,499 | SH | DFND | 24,499 | 0 | 0 | |||
| YUM BRANDS INC | COM | 988498101 | 203,234 | 2,450,964 | SH | DFND | 1,943,458 | 0 | 507,506 | |||
| YUM BRANDS INC | COM | 988498101 | 2,843 | 34,290 | SH | OTR | 2 | 0 | 0 | 34,290 | ||
| ZAGG INC | COM | 98884U108 | 4,487 | 854,684 | SH | DFND | 744,093 | 0 | 110,591 | |||
| ZAGG INC | COM | 98884U108 | 899 | 171,243 | SH | OTR | 2 | 0 | 0 | 171,243 | ||
| ZEDGE INC | CL B | 98923T104 | 6 | 1,378 | SH | OTR | 2 | 0 | 0 | 1,378 | ||
| ZEDGE INC | CL B | 98923T104 | 106 | 23,030 | SH | DFND | 20,350 | 0 | 2,680 | |||
| ZENDESK INC | COM | 98936J101 | 242 | 9,180 | SH | DFND | 9,180 | 0 | 0 | |||
| ZIMMER BIOMET HLDGS INC | COM | 98956P102 | 11,349 | 94,280 | SH | DFND | 92,628 | 0 | 1,652 | |||
| ZIONS BANCORPORATION | COM | 989701107 | 202 | 8,025 | SH | DFND | 8,025 | 0 | 0 | |||
| ZIX CORP | COM | 98974P100 | 1,553 | 414,107 | SH | DFND | 347,243 | 0 | 66,864 | |||
| ZIX CORP | COM | 98974P100 | 169 | 45,016 | SH | OTR | 2 | 0 | 0 | 45,016 | ||
| ZOETIS INC | CL A | 98978V103 | 19,994 | 421,287 | SH | DFND | 368,922 | 0 | 52,365 | |||
| ZYNGA INC | CL A | 98986T108 | 1,613 | 647,789 | SH | OTR | 2 | 0 | 0 | 647,789 | ||
| ZYNGA INC | CL A | 98986T108 | 31,666 | 12,717,145 | SH | DFND | 12,717,145 | 0 | 0 | |||