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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 20,711 99,480 SH   DFND 1 0 0 99,480
58 COM INC SPON ADR REP A 31680Q104 212 4,800 SH   DFND 1 0 0 4,800
ABBOTT LABS COM 002824100 14,272 293,600 SH   DFND 1 0 0 293,600
ABBVIE INC COM 00287Y109 282 3,895 SH   OTR 0 0 3,895 0
ABBVIE INC COM 00287Y109 88,119 1,215,267 SH   DFND 1 0 0 1,215,267
ACORDA THERAPEUTICS INC COM 00484M106 426 21,600 SH   DFND 1 0 0 21,600
ACTIVISION BLIZZARD INC COM 00507V109 6,829 118,624 SH   DFND 1 0 0 118,624
ACUITY BRANDS INC COM 00508Y102 1,132 5,570 SH   DFND 1 0 0 5,570
ADOBE SYS INC COM 00724F101 485 3,426 SH   SOLE 0 3,426 0 0
ADOBE SYS INC COM 00724F101 547 3,870 SH   OTR 0 0 3,870 0
ADOBE SYS INC COM 00724F101 11,254 79,570 SH   DFND 1 0 0 79,570
ADVANCE AUTO PARTS INC COM 00751Y106 1,069 9,168 SH   DFND 1 0 0 9,168
ADVANCED MICRO DEVICES INC COM 007903107 1,181 94,600 SH   DFND 1 0 0 94,600
AES CORP COM 00130H105 1,109 99,781 SH   DFND 1 0 0 99,781
AETNA INC NEW COM 00817Y108 9,073 59,759 SH   DFND 1 0 0 59,759
AFFILIATED MANAGERS GROUP COM 008252108 1,205 7,266 SH   DFND 1 0 0 7,266
AFLAC INC COM 001055102 24,541 315,924 SH   DFND 1 0 0 315,924
AGCO CORP COM 001084102 201 2,983 SH   DFND 1 0 0 2,983
AGILENT TECHNOLOGIES INC COM 00846U101 298 5,019 SH   OTR 0 0 5,019 0
AGILENT TECHNOLOGIES INC COM 00846U101 3,317 55,934 SH   DFND 1 0 0 55,934
AGNC INVT CORP COM 00123Q104 24,802 1,164,975 SH   DFND 1 0 0 1,164,975
AGNICO EAGLE MINES LTD COM 008474108 1,029 22,800 SH   DFND 1 0 0 22,800
AGRIUM INC COM 008916108 1,050 11,600 SH   DFND 1 0 0 11,600
AIR PRODS & CHEMS INC COM 009158106 3,275 22,893 SH   DFND 1 0 0 22,893
AKAMAI TECHNOLOGIES INC COM 00971T101 1,153 23,140 SH   DFND 1 0 0 23,140
AKORN INC COM 009728106 4,528 135,000 SH   DFND 1 0 0 135,000
ALASKA AIR GROUP INC COM 011659109 2,408 26,832 SH   DFND 1 0 0 26,832
ALBANY MOLECULAR RESH INC COM 012423109 467 21,500 SH   DFND 1 0 0 21,500
ALBEMARLE CORP COM 012653101 1,639 15,530 SH   DFND 1 0 0 15,530
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 465 3,862 SH   DFND 1 0 0 3,862
ALEXION PHARMACEUTICALS INC COM 015351109 17,395 142,971 SH   DFND 1 0 0 142,971
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 211 1,500 SH   OTR 0 0 1,500 0
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 25,046 177,755 SH   DFND 1 0 0 177,755
ALIGN TECHNOLOGY INC COM 016255101 435 2,898 SH   DFND 1 0 0 2,898
ALLEGHANY CORP DEL COM 017175100 1,391 2,338 SH   DFND 1 0 0 2,338
ALLIANCE DATA SYSTEMS CORP COM 018581108 1,692 6,592 SH   DFND 1 0 0 6,592
ALLIANT ENERGY CORP COM 018802108 285 7,100 SH   DFND 1 0 0 7,100
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,009 26,900 SH   DFND 1 0 0 26,900
ALLSTATE CORP COM 020002101 4,932 55,772 SH   DFND 1 0 0 55,772
ALLY FINL INC COM 02005N100 1,560 74,638 SH   DFND 1 0 0 74,638
ALPHABET INC CAP STK CL A 02079K305 1,403 1,509 SH   OTR 0 0 1,509 0
ALPHABET INC CAP STK CL A 02079K305 67,889 73,024 SH   DFND 1 0 0 73,024
ALPHABET INC CAP STK CL C 02079K107 573 631 SH   OTR 0 0 631 0
ALPHABET INC CAP STK CL C 02079K107 72,990 80,321 SH   DFND 1 0 0 80,321
ALTRIA GROUP INC COM 02209S103 727 9,766 SH   SOLE 0 9,766 0 0
ALTRIA GROUP INC COM 02209S103 42,943 576,650 SH   DFND 1 0 0 576,650
AMAG PHARMACEUTICALS INC COM 00163U106 3,049 165,700 SH   DFND 1 0 0 165,700
AMAZON COM INC COM 023135106 387 400 SH   SOLE 0 400 0 0
AMAZON COM INC COM 023135106 872 901 SH   OTR 0 0 901 0
AMAZON COM INC COM 023135106 64,120 66,240 SH   DFND 1 0 0 66,240
AMEREN CORP COM 023608102 6,081 111,228 SH   DFND 1 0 0 111,228
AMERICAN AIRLS GROUP INC COM 02376R102 47,391 941,800 SH   DFND 1 0 0 941,800
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,758 305,000 SH   DFND 1 0 0 305,000
AMERICAN ELEC PWR INC COM 025537101 3,799 54,690 SH   DFND 1 0 0 54,690
AMERICAN EXPRESS CO COM 025816109 10,911 129,517 SH   DFND 1 0 0 129,517
AMERICAN INTL GROUP INC COM NEW 026874784 10,679 170,817 SH   DFND 1 0 0 170,817
AMERICAN TOWER CORP NEW COM 03027X100 9,258 69,969 SH   DFND 1 0 0 69,969
AMERICAN WTR WKS CO INC NEW COM 030420103 2,451 31,445 SH   DFND 1 0 0 31,445
AMERIPRISE FINL INC COM 03076C106 3,305 25,962 SH   DFND 1 0 0 25,962
AMERISOURCEBERGEN CORP COM 03073E105 41,506 439,078 SH   DFND 1 0 0 439,078
AMETEK INC NEW COM 031100100 1,808 29,850 SH   DFND 1 0 0 29,850
AMGEN INC COM 031162100 248 1,440 SH   OTR 0 0 1,440 0
AMGEN INC COM 031162100 113,025 656,245 SH   DFND 1 0 0 656,245
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 3,258 182,400 SH   DFND 1 0 0 182,400
AMPHENOL CORP NEW CL A 032095101 3,608 48,878 SH   DFND 1 0 0 48,878
ANADARKO PETE CORP COM 032511107 1,021 22,522 SH   DFND 1 0 0 22,522
ANALOG DEVICES INC COM 032654105 18,688 240,203 SH   DFND 1 0 0 240,203
ANI PHARMACEUTICALS INC COM 00182C103 1,385 29,600 SH   DFND 1 0 0 29,600
ANNALY CAP MGMT INC COM 035710409 100,933 8,376,149 SH   DFND 1 0 0 8,376,149
ANSYS INC COM 03662Q105 1,432 11,768 SH   DFND 1 0 0 11,768
ANTHEM INC COM 036752103 8,359 44,430 SH   DFND 1 0 0 44,430
APACHE CORP COM 037411105 2,195 45,796 SH   DFND 1 0 0 45,796
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 59,175 2,237,227 SH   DFND 1 0 0 2,237,227
APOLLO INVT CORP COM 03761U106 461 72,208 SH   SOLE 0 72,208 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 522 27,900 SH   DFND 1 0 0 27,900
APPLE INC COM 037833100 432 3,000 SH   SOLE 0 3,000 0 0
APPLE INC COM 037833100 3,284 22,801 SH   OTR 0 0 22,801 0
APPLE INC COM 037833100 186,542 1,295,250 SH   DFND 1 0 0 1,295,250
APPLIED MATLS INC COM 038222105 7,318 177,159 SH   DFND 1 0 0 177,159
ARAMARK COM 03852U106 348 8,500 SH   DFND 1 0 0 8,500
ARCH CAP GROUP LTD ORD G0450A105 3,089 33,116 SH   DFND 1 0 0 33,116
ARCHER DANIELS MIDLAND CO COM 039483102 2,859 69,088 SH   DFND 1 0 0 69,088
ARCONIC INC COM 03965L100 1,011 44,643 SH   DFND 1 0 0 44,643
ARES CAP CORP COM 04010L103 539 32,891 SH   SOLE 0 32,891 0 0
ARES CAP CORP COM 04010L103 12,502 763,233 SH   DFND 1 0 0 763,233
ARISTA NETWORKS INC COM 040413106 270 1,800 SH   DFND 1 0 0 1,800
ARROW ELECTRS INC COM 042735100 290 3,700 SH   DFND 1 0 0 3,700
ASHFORD HOSPITALITY PRIME IN COM 044102101 182 17,700 SH   DFND 1 0 0 17,700
ASPEN TECHNOLOGY INC COM 045327103 1,431 25,900 SH   DFND 1 0 0 25,900
ASSURANT INC COM 04621X108 231 2,228 SH   DFND 1 0 0 2,228
ASSURED GUARANTY LTD COM G0585R106 1,607 38,500 SH   DFND 1 0 0 38,500
AT&T INC COM 00206R102 3,081 81,653 SH   SOLE 0 81,653 0 0
AT&T INC COM 00206R102 122,243 3,239,934 SH   DFND 1 0 0 3,239,934
ATMOS ENERGY CORP COM 049560105 833 10,045 SH   DFND 1 0 0 10,045
AUTODESK INC COM 052769106 3,068 30,433 SH   DFND 1 0 0 30,433
AUTOLIV INC COM 052800109 1,407 12,816 SH   DFND 1 0 0 12,816
AUTOMATIC DATA PROCESSING IN COM 053015103 7,669 74,847 SH   DFND 1 0 0 74,847
AUTOZONE INC COM 053332102 2,828 4,957 SH   DFND 1 0 0 4,957
AVALONBAY CMNTYS INC COM 053484101 4,452 23,168 SH   DFND 1 0 0 23,168
AVERY DENNISON CORP COM 053611109 65,689 743,336 SH   DFND 1 0 0 743,336
AVNET INC COM 053807103 231 5,948 SH   DFND 1 0 0 5,948
AXALTA COATING SYS LTD COM G0750C108 391 12,219 SH   DFND 1 0 0 12,219
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 2,786 43,093 SH   DFND 1 0 0 43,093
BAIDU INC SPON ADR REP A 056752108 6,725 37,600 SH   DFND 1 0 0 37,600
BAKER HUGHES INC COM 057224107 4,453 81,691 SH   DFND 1 0 0 81,691
BALL CORP COM 058498106 1,853 43,910 SH   DFND 1 0 0 43,910
BANK AMER CORP COM 060505104 1,609 66,320 SH   OTR 0 0 66,320 0
BANK AMER CORP COM 060505104 40,137 1,654,464 SH   DFND 1 0 0 1,654,464
BANK MONTREAL QUE COM 063671101 11,559 157,400 SH   DFND 1 0 0 157,400
BANK N S HALIFAX COM 064149107 34,575 575,000 SH   DFND 1 0 0 575,000
BANK NEW YORK MELLON CORP COM 064058100 8,798 172,451 SH   DFND 1 0 0 172,451
BARD C R INC COM 067383109 42,809 135,423 SH   DFND 1 0 0 135,423
BARRACUDA NETWORKS INC COM 068323104 591 25,644 SH   OTR 0 0 25,644 0
BARRACUDA NETWORKS INC COM 068323104 2,098 90,993 SH   DFND 1 0 0 90,993
BAXTER INTL INC COM 071813109 834 13,779 SH   SOLE 0 13,779 0 0
BAXTER INTL INC COM 071813109 30,021 495,892 SH   DFND 1 0 0 495,892
BB&T CORP COM 054937107 6,415 141,261 SH   DFND 1 0 0 141,261
BCE INC COM NEW 05534B760 2,581 57,300 SH   DFND 1 0 0 57,300
BECTON DICKINSON & CO COM 075887109 310 1,589 SH   SOLE 0 1,589 0 0
BECTON DICKINSON & CO COM 075887109 7,535 38,619 SH   DFND 1 0 0 38,619
BED BATH & BEYOND INC COM 075896100 672 22,112 SH   DFND 1 0 0 22,112
BERKLEY W R CORP COM 084423102 235 3,404 SH   DFND 1 0 0 3,404
BERKSHIRE HATHAWAY INC DEL CL A 084670108 10,443 41 SH   DFND 1 0 0 41
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 977 5,771 SH   OTR 0 0 5,771 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 10,552 62,301 SH   DFND 1 0 0 62,301
BEST BUY INC COM 086516101 267,528 4,666,455 SH   DFND 1 0 0 4,666,455
BIG LOTS INC COM 089302103 5,202 107,700 SH   DFND 1 0 0 107,700
BIO TECHNE CORP COM 09073M104 4,583 39,000 SH   DFND 1 0 0 39,000
BIOGEN INC COM 09062X103 53,650 197,706 SH   DFND 1 0 0 197,706
BIOMARIN PHARMACEUTICAL INC COM 09061G101 4,444 48,934 SH   DFND 1 0 0 48,934
BIOVERATIV INC COM 09075E100 2,699 44,857 SH   DFND 1 0 0 44,857
BLACKROCK INC COM 09247X101 280 664 SH   OTR 0 0 664 0
BLACKROCK INC COM 09247X101 8,859 20,972 SH   DFND 1 0 0 20,972
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 959 28,746 SH   SOLE 0 28,746 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 8,495 254,717 SH   DFND 1 0 0 254,717
BLOCK H & R INC COM 093671105 6,674 215,905 SH   DFND 1 0 0 215,905
BLUE BIRD CORP COM 095306106 30,054 1,767,870 SH   DFND 1 0 0 1,767,870
BOARDWALK PIPELINE PARTNERS UT LTD PARTNER 096627104 6,026 334,600 SH   DFND 1 0 0 334,600
BOEING CO COM 097023105 6,978 35,288 SH   DFND 1 0 0 35,288
BORGWARNER INC COM 099724106 1,336 31,533 SH   DFND 1 0 0 31,533
BOSTON PROPERTIES INC COM 101121101 3,291 26,751 SH   DFND 1 0 0 26,751
BOSTON SCIENTIFIC CORP COM 101137107 6,321 228,041 SH   DFND 1 0 0 228,041
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 1,533 87,443 SH   DFND 1 0 0 87,443
BRISTOL MYERS SQUIBB CO COM 110122108 87,808 1,575,881 SH   DFND 1 0 0 1,575,881
BRIXMOR PPTY GROUP INC COM 11120U105 1,781 99,595 SH   DFND 1 0 0 99,595
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 328 4,335 SH   DFND 1 0 0 4,335
BROWN FORMAN CORP CL B 115637209 1,212 24,946 SH   DFND 1 0 0 24,946
BUNGE LIMITED COM G16962105 1,261 16,901 SH   DFND 1 0 0 16,901
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 1,479 21,538 SH   DFND 1 0 0 21,538
CA INC COM 12673P105 16,926 491,032 SH   DFND 1 0 0 491,032
CABOT OIL & GAS CORP COM 127097103 1,571 62,648 SH   DFND 1 0 0 62,648
CADENCE DESIGN SYSTEM INC COM 127387108 1,199 35,801 SH   DFND 1 0 0 35,801
CAL MAINE FOODS INC COM NEW 128030202 5,160 130,300 SH   DFND 1 0 0 130,300
CAMDEN PPTY TR SH BEN INT 133131102 1,083 12,664 SH   DFND 1 0 0 12,664
CAMECO CORP COM 13321L108 501 55,100 SH   DFND 1 0 0 55,100
CAMPBELL SOUP CO COM 134429109 1,963 37,645 SH   DFND 1 0 0 37,645
CANADIAN NAT RES LTD COM 136385101 2,529 87,700 SH   DFND 1 0 0 87,700
CANADIAN NATL RY CO COM 136375102 4,774 58,900 SH   DFND 1 0 0 58,900
CANADIAN PAC RY LTD COM 13645T100 1,865 11,600 SH   DFND 1 0 0 11,600
CAPITAL ONE FINL CORP COM 14040H105 7,190 87,024 SH   DFND 1 0 0 87,024
CARDINAL HEALTH INC COM 14149Y108 13,391 171,852 SH   DFND 1 0 0 171,852
CARETRUST REIT INC COM 14174T107 478 25,800 SH   DFND 1 0 0 25,800
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 15,460 782,795 SH   DFND 1 0 0 782,795
CARMAX INC COM 143130102 1,682 26,675 SH   DFND 1 0 0 26,675
CARNIVAL CORP UNIT 99/99/9999 143658300 53,258 812,235 SH   DFND 1 0 0 812,235
CATERPILLAR INC DEL COM 149123101 381 3,546 SH   OTR 0 0 3,546 0
CATERPILLAR INC DEL COM 149123101 10,946 101,861 SH   DFND 1 0 0 101,861
CBL & ASSOC PPTYS INC COM 124830100 1,032 122,400 SH   DFND 1 0 0 122,400
CBRE GROUP INC CL A 12504L109 1,346 36,975 SH   DFND 1 0 0 36,975
CBS CORP NEW CL B 124857202 4,032 63,221 SH   DFND 1 0 0 63,221
CDK GLOBAL INC COM 12508E101 1,609 25,931 SH   DFND 1 0 0 25,931
CDN IMPERIAL BK COMM TORONTO COM 136069101 63,603 603,500 SH   DFND 1 0 0 603,500
CDW CORP COM 12514G108 1,187 18,983 SH   DFND 1 0 0 18,983
CELANESE CORP DEL COM SER A 150870103 1,972 20,774 SH   DFND 1 0 0 20,774
CELGENE CORP COM 151020104 50,500 388,854 SH   DFND 1 0 0 388,854
CENOVUS ENERGY INC COM 15135U109 858 89,800 SH   DFND 1 0 0 89,800
CENTENE CORP DEL COM 15135B101 1,679 21,018 SH   DFND 1 0 0 21,018
CENTERPOINT ENERGY INC COM 15189T107 48,521 1,772,130 SH   DFND 1 0 0 1,772,130
CENTURYLINK INC COM 156700106 2,649 110,936 SH   DFND 1 0 0 110,936
CERNER CORP COM 156782104 3,298 49,613 SH   DFND 1 0 0 49,613
CF INDS HLDGS INC COM 125269100 920 32,895 SH   DFND 1 0 0 32,895
CHARTER COMMUNICATIONS INC N CL A 16119P108 12,070 35,832 SH   DFND 1 0 0 35,832
CHATHAM LODGING TR COM 16208T102 1,346 67,000 SH   DFND 1 0 0 67,000
CHEMED CORP NEW COM 16359R103 368 1,800 SH   DFND 1 0 0 1,800
CHENIERE ENERGY INC COM NEW 16411R208 1,640 33,665 SH   DFND 1 0 0 33,665
CHEVRON CORP NEW COM 166764100 332 3,178 SH   SOLE 0 3,178 0 0
CHEVRON CORP NEW COM 166764100 9,149 87,689 SH   DFND 1 0 0 87,689
CHICOS FAS INC COM 168615102 1,800 191,100 SH   DFND 1 0 0 191,100
CHILDRENS PL INC COM 168905107 286 2,800 SH   DFND 1 0 0 2,800
CHIMERA INVT CORP COM NEW 16934Q208 21,039 1,129,300 SH   DFND 1 0 0 1,129,300
CHINA BIOLOGIC PRODS INC COM 16938C106 4,106 36,300 SH   DFND 1 0 0 36,300
CHINA CORD BLOOD CORP SHS G21107100 27,958 2,949,127 SH   DFND 1 0 0 2,949,127
CHIPOTLE MEXICAN GRILL INC COM 169656105 1,902 4,570 SH   DFND 1 0 0 4,570
CHURCH & DWIGHT INC COM 171340102 1,800 34,686 SH   DFND 1 0 0 34,686
CIGNA CORPORATION COM 125509109 7,123 42,555 SH   DFND 1 0 0 42,555
CIMAREX ENERGY CO COM 171798101 1,149 12,223 SH   DFND 1 0 0 12,223
CINCINNATI FINL CORP COM 172062101 1,592 21,969 SH   DFND 1 0 0 21,969
CINTAS CORP COM 172908105 1,625 12,894 SH   DFND 1 0 0 12,894
CISCO SYS INC COM 17275R102 234 7,463 SH   SOLE 0 7,463 0 0
CISCO SYS INC COM 17275R102 303 9,690 SH   OTR 0 0 9,690 0
CISCO SYS INC COM 17275R102 145,637 4,652,946 SH   DFND 1 0 0 4,652,946
CIT GROUP INC COM NEW 125581801 358 7,356 SH   DFND 1 0 0 7,356
CITIGROUP INC COM NEW 172967424 30,710 459,188 SH   DFND 1 0 0 459,188
CITIZENS FINL GROUP INC COM 174610105 2,258 63,286 SH   DFND 1 0 0 63,286
CITRIX SYS INC COM 177376100 12,307 154,653 SH   DFND 1 0 0 154,653
CLOROX CO DEL COM 189054109 3,148 23,629 SH   DFND 1 0 0 23,629
CME GROUP INC COM 12572Q105 7,423 59,269 SH   DFND 1 0 0 59,269
CMS ENERGY CORP COM 125896100 8,309 179,659 SH   DFND 1 0 0 179,659
COACH INC COM 189754104 1,609 33,997 SH   DFND 1 0 0 33,997
COCA COLA CO COM 191216100 537 11,972 SH   OTR 0 0 11,972 0
COCA COLA CO COM 191216100 1,600 35,684 SH   SOLE 0 35,684 0 0
COCA COLA CO COM 191216100 31,470 701,674 SH   DFND 1 0 0 701,674
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 237 3,562 SH   OTR 0 0 3,562 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 6,734 101,412 SH   DFND 1 0 0 101,412
COLGATE PALMOLIVE CO COM 194162103 10,626 143,347 SH   DFND 1 0 0 143,347
COLONY NORTHSTAR INC CL A COM 19625W104 358 25,400 SH   DFND 1 0 0 25,400
COMCAST CORP NEW CL A 20030N101 1,577 40,528 SH   OTR 0 0 40,528 0
COMCAST CORP NEW CL A 20030N101 30,669 788,005 SH   DFND 1 0 0 788,005
COMERICA INC COM 200340107 1,557 21,260 SH   DFND 1 0 0 21,260
COMMSCOPE HLDG CO INC COM 20337X109 281 7,400 SH   DFND 1 0 0 7,400
COMPASS DIVERSIFIED HOLDINGS SH BEN INT 20451Q104 5,798 332,254 SH   DFND 1 0 0 332,254
CONAGRA BRANDS INC COM 205887102 2,529 70,726 SH   DFND 1 0 0 70,726
CONCHO RES INC COM 20605P101 4,643 38,206 SH   DFND 1 0 0 38,206
CONOCOPHILLIPS COM 20825C104 644 14,645 SH   SOLE 0 14,645 0 0
CONOCOPHILLIPS COM 20825C104 5,980 136,027 SH   DFND 1 0 0 136,027
CONSOLIDATED EDISON INC COM 209115104 6,801 84,150 SH   DFND 1 0 0 84,150
CONSTELLATION BRANDS INC CL A 21036P108 3,200 16,518 SH   DFND 1 0 0 16,518
CONVERGYS CORP COM 212485106 3,103 130,500 SH   DFND 1 0 0 130,500
COOPER COS INC COM NEW 216648402 1,630 6,810 SH   DFND 1 0 0 6,810
CORECIVIC INC COM 21871N101 26,154 948,300 SH   DFND 1 0 0 948,300
CORNING INC COM 219350105 4,782 159,125 SH   DFND 1 0 0 159,125
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 669 19,100 SH   DFND 1 0 0 19,100
COSTAR GROUP INC COM 22160N109 1,387 5,263 SH   DFND 1 0 0 5,263
COSTCO WHSL CORP NEW COM 22160K105 11,811 73,852 SH   DFND 1 0 0 73,852
COTY INC COM CL A 222070203 1,998 106,490 SH   DFND 1 0 0 106,490
CRACKER BARREL OLD CTRY STOR COM 22410J106 10,420 62,300 SH   DFND 1 0 0 62,300
CRANE CO COM 224399105 1,159 14,600 SH   DFND 1 0 0 14,600
CREDICORP LTD COM G2519Y108 1,489 8,300 SH   DFND 1 0 0 8,300
CROCS INC COM 227046109 8,701 1,128,579 SH   DFND 1 0 0 1,128,579
CROWN CASTLE INTL CORP NEW COM 22822V101 6,536 65,246 SH   DFND 1 0 0 65,246
CROWN HOLDINGS INC COM 228368106 1,390 23,300 SH   DFND 1 0 0 23,300
CSG SYS INTL INC COM 126349109 5,182 127,700 SH   DFND 1 0 0 127,700
CSX CORP COM 126408103 25,424 465,983 SH   DFND 1 0 0 465,983
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 240 4,450 SH   OTR 0 0 4,450 0
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 3,065 56,898 SH   DFND 1 0 0 56,898
CUMMINS INC COM 231021106 186,221 1,147,956 SH   DFND 1 0 0 1,147,956
CVR ENERGY INC COM 12662P108 694 31,900 SH   DFND 1 0 0 31,900
CVS HEALTH CORP COM 126650100 14,313 177,888 SH   DFND 1 0 0 177,888
D R HORTON INC COM 23331A109 1,734 50,171 SH   DFND 1 0 0 50,171
DANAHER CORP DEL COM 235851102 8,974 106,337 SH   DFND 1 0 0 106,337
DARDEN RESTAURANTS INC COM 237194105 171,523 1,896,544 SH   DFND 1 0 0 1,896,544
DAVITA INC COM 23918K108 17,777 274,499 SH   DFND 1 0 0 274,499
DEERE & CO COM 244199105 5,750 46,521 SH   DFND 1 0 0 46,521
DELL TECHNOLOGIES INC COM CL V 24703L103 2,364 38,677 SH   DFND 1 0 0 38,677
DELTA AIR LINES INC DEL COM NEW 247361702 33,550 624,300 SH   DFND 1 0 0 624,300
DELUXE CORP COM 248019101 3,932 56,800 SH   DFND 1 0 0 56,800
DENTSPLY SIRONA INC COM 24906P109 2,002 30,880 SH   DFND 1 0 0 30,880
DEPOMED INC COM 249908104 3,005 279,800 SH   DFND 1 0 0 279,800
DEVON ENERGY CORP NEW COM 25179M103 1,744 54,546 SH   DFND 1 0 0 54,546
DEXCOM INC COM 252131107 807 11,029 SH   DFND 1 0 0 11,029
DIAMONDBACK ENERGY INC COM 25278X109 1,371 15,439 SH   DFND 1 0 0 15,439
DIAMONDROCK HOSPITALITY CO COM 252784301 1,426 130,272 SH   DFND 1 0 0 130,272
DIGITAL RLTY TR INC COM 253868103 2,240 19,829 SH   DFND 1 0 0 19,829
DISCOVER FINL SVCS COM 254709108 10,203 164,062 SH   DFND 1 0 0 164,062
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 1,221 48,427 SH   DFND 1 0 0 48,427
DISH NETWORK CORP CL A 25470M109 2,375 37,841 SH   DFND 1 0 0 37,841
DISNEY WALT CO COM DISNEY 254687106 1,145 10,777 SH   OTR 0 0 10,777 0
DISNEY WALT CO COM DISNEY 254687106 27,148 255,514 SH   DFND 1 0 0 255,514
DOLLAR GEN CORP NEW COM 256677105 3,554 49,298 SH   DFND 1 0 0 49,298
DOLLAR TREE INC COM 256746108 2,258 32,297 SH   DFND 1 0 0 32,297
DOMINION ENERGY INC COM 25746U109 6,191 80,792 SH   DFND 1 0 0 80,792
DOMINOS PIZZA INC COM 25754A201 423 2,001 SH   DFND 1 0 0 2,001
DOW CHEM CO COM 260543103 34,429 545,883 SH   DFND 1 0 0 545,883
DOVER CORP COM 260003108 1,683 20,978 SH   DFND 1 0 0 20,978
DR PEPPER SNAPPLE GROUP INC COM 26138E109 31,457 345,262 SH   DFND 1 0 0 345,262
DST SYS INC DEL COM 233326107 407 6,600 SH   DFND 1 0 0 6,600
DSW INC CL A 23334L102 20,036 1,132,000 SH   DFND 1 0 0 1,132,000
DTE ENERGY CO COM 233331107 2,098 19,832 SH   DFND 1 0 0 19,832
DU PONT E I DE NEMOURS & CO COM 263534109 11,897 147,402 SH   DFND 1 0 0 147,402
DUKE ENERGY CORP NEW COM NEW 26441C204 6,029 72,125 SH   DFND 1 0 0 72,125
DUKE REALTY CORP COM NEW 264411505 1,494 53,448 SH   DFND 1 0 0 53,448
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,731 28,300 SH   DFND 1 0 0 28,300
E TRADE FINANCIAL CORP COM NEW 269246401 1,289 33,906 SH   DFND 1 0 0 33,906
EAST WEST BANCORP INC COM 27579R104 310 5,300 SH   DFND 1 0 0 5,300
EASTMAN CHEM CO COM 277432100 62,693 746,440 SH   DFND 1 0 0 746,440
EBAY INC COM 278642103 5,711 163,545 SH   DFND 1 0 0 163,545
ECOLAB INC COM 278865100 7,503 56,520 SH   DFND 1 0 0 56,520
EDISON INTL COM 281020107 44,672 571,323 SH   DFND 1 0 0 571,323
EDWARDS LIFESCIENCES CORP COM 28176E108 4,246 35,910 SH   DFND 1 0 0 35,910
ELECTRONIC ARTS INC COM 285512109 7,581 71,707 SH   DFND 1 0 0 71,707
EMERSON ELEC CO COM 291011104 37,561 630,003 SH   DFND 1 0 0 630,003
ENBRIDGE INC COM 29250N105 5,035 126,469 SH   DFND 1 0 0 126,469
ENCANA CORP COM 292505104 851 96,700 SH   DFND 1 0 0 96,700
ENTERGY CORP NEW COM 29364G103 1,766 23,005 SH   DFND 1 0 0 23,005
ENVISION HEALTHCARE CORP COM 29414D100 973 15,529 SH   DFND 1 0 0 15,529
EOG RES INC COM 26875P101 9,442 104,310 SH   DFND 1 0 0 104,310
EQT CORP COM 26884L109 1,247 21,283 SH   DFND 1 0 0 21,283
EQT MIDSTREAM PARTNERS LP UNIT LTD PARTN 26885B100 343 4,600 SH   DFND 1 0 0 4,600
EQUIFAX INC COM 294429105 1,982 14,420 SH   DFND 1 0 0 14,420
EQUINIX INC COM PAR $0.001 29444U700 5,420 12,629 SH   DFND 1 0 0 12,629
EQUITY COMWLTH COM SH BEN INT 294628102 1,431 45,300 SH   DFND 1 0 0 45,300
EQUITY LIFESTYLE PPTYS INC COM 29472R108 440 5,100 SH   DFND 1 0 0 5,100
EQUITY RESIDENTIAL SH BEN INT 29476L107 4,123 62,627 SH   DFND 1 0 0 62,627
ESSENT GROUP LTD COM G3198U102 5,374 144,700 SH   DFND 1 0 0 144,700
ESSEX PPTY TR INC COM 297178105 2,036 7,914 SH   DFND 1 0 0 7,914
EVEREST RE GROUP LTD COM G3223R108 74,563 292,874 SH   DFND 1 0 0 292,874
EVERSOURCE ENERGY COM 30040W108 3,225 53,118 SH   DFND 1 0 0 53,118
EXELON CORP COM 30161N101 36,527 1,012,660 SH   DFND 1 0 0 1,012,660
EXPEDIA INC DEL COM NEW 30212P303 3,209 21,544 SH   DFND 1 0 0 21,544
EXPEDITORS INTL WASH INC COM 302130109 1,572 27,837 SH   DFND 1 0 0 27,837
EXPRESS SCRIPTS HLDG CO COM 30219G108 51,756 810,715 SH   DFND 1 0 0 810,715
EXTRA SPACE STORAGE INC COM 30225T102 1,448 18,561 SH   DFND 1 0 0 18,561
EXXON MOBIL CORP COM 30231G102 460 5,702 SH   SOLE 0 5,702 0 0
EXXON MOBIL CORP COM 30231G102 38,968 482,701 SH   DFND 1 0 0 482,701
F M C CORP COM NEW 302491303 1,403 19,200 SH   DFND 1 0 0 19,200
F5 NETWORKS INC COM 315616102 1,292 10,169 SH   DFND 1 0 0 10,169
FACEBOOK INC CL A 30303M102 2,004 13,270 SH   OTR 0 0 13,270 0
FACEBOOK INC CL A 30303M102 83,939 555,964 SH   DFND 1 0 0 555,964
FAIR ISAAC CORP COM 303250104 9,731 69,800 SH   DFND 1 0 0 69,800
FASTENAL CO COM 311900104 1,581 36,318 SH   DFND 1 0 0 36,318
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,704 13,480 SH   DFND 1 0 0 13,480
FEDERATED INVS INC PA CL B 314211103 6,664 235,900 SH   DFND 1 0 0 235,900
FEDEX CORP COM 31428X106 8,625 39,685 SH   DFND 1 0 0 39,685
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 1,598 35,654 SH   DFND 1 0 0 35,654
FIDELITY NATL INFORMATION SV COM 31620M106 4,973 58,227 SH   DFND 1 0 0 58,227
FIFTH THIRD BANCORP COM 316773100 2,558 98,539 SH   DFND 1 0 0 98,539
FIRST AMERN FINL CORP COM 31847R102 19,990 447,300 SH   DFND 1 0 0 447,300
FIRST DATA CORP NEW COM CL A 32008D106 253 13,881 SH   DFND 1 0 0 13,881
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,029 20,273 SH   DFND 1 0 0 20,273
FIRSTENERGY CORP COM 337932107 1,687 57,855 SH   DFND 1 0 0 57,855
FISERV INC COM 337738108 19,322 157,934 SH   DFND 1 0 0 157,934
FLEETCOR TECHNOLOGIES INC COM 339041105 1,582 10,971 SH   DFND 1 0 0 10,971
FLOWSERVE CORP COM 34354P105 1,087 23,415 SH   DFND 1 0 0 23,415
FOOT LOCKER INC COM 344849104 59,581 1,209,031 SH   DFND 1 0 0 1,209,031
FORD MTR CO DEL COM PAR $0.01 345370860 7,235 646,532 SH   DFND 1 0 0 646,532
FORTINET INC COM 34959E109 214 5,726 SH   DFND 1 0 0 5,726
FORTIVE CORP COM 34959J108 14,368 226,802 SH   DFND 1 0 0 226,802
FORTUNE BRANDS HOME & SEC IN COM 34964C106 1,283 19,667 SH   DFND 1 0 0 19,667
FRANCO NEVADA CORP COM 351858105 2,124 22,700 SH   DFND 1 0 0 22,700
FRANKLIN RES INC COM 354613101 79,906 1,784,018 SH   DFND 1 0 0 1,784,018
FREEPORT-MCMORAN INC CL B 35671D857 710 59,119 SH   DFND 1 0 0 59,119
GALLAGHER ARTHUR J & CO COM 363576109 439 7,667 SH   DFND 1 0 0 7,667
GAMESTOP CORP NEW CL A 36467W109 26,459 1,224,400 SH   DFND 1 0 0 1,224,400
GAP INC DEL COM 364760108 14,246 647,832 SH   DFND 1 0 0 647,832
GARTNER INC COM 366651107 1,335 10,809 SH   DFND 1 0 0 10,809
GENERAL ELECTRIC CO COM 369604103 821 30,385 SH   OTR 0 0 30,385 0
GENERAL ELECTRIC CO COM 369604103 14,920 552,389 SH   DFND 1 0 0 552,389
GENERAL MLS INC COM 370334104 6,201 111,923 SH   DFND 1 0 0 111,923
GENERAL MTRS CO COM 37045V100 7,901 226,193 SH   DFND 1 0 0 226,193
GENOMIC HEALTH INC COM 37244C101 3,203 98,400 SH   DFND 1 0 0 98,400
GENUINE PARTS CO COM 372460105 2,063 22,238 SH   DFND 1 0 0 22,238
GETTY RLTY CORP NEW COM 374297109 1,119 44,588 SH   DFND 1 0 0 44,588
GGP INC COM 36174X101 3,151 133,734 SH   DFND 1 0 0 133,734
GILEAD SCIENCES INC COM 375558103 337 4,765 SH   OTR 0 0 4,765 0
GILEAD SCIENCES INC COM 375558103 105,347 1,488,370 SH   DFND 1 0 0 1,488,370
GLOBAL PMTS INC COM 37940X102 1,849 20,471 SH   DFND 1 0 0 20,471
GOLDCORP INC NEW COM 380956409 1,077 83,400 SH   DFND 1 0 0 83,400
GOLDMAN SACHS GROUP INC COM 38141G104 13,272 59,812 SH   DFND 1 0 0 59,812
GOODYEAR TIRE & RUBR CO COM 382550101 1,059 30,294 SH   DFND 1 0 0 30,294
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 275 15,000 SH   SOLE 0 15,000 0 0
GRACE W R & CO DEL NEW COM 38388F108 256 3,562 SH   DFND 1 0 0 3,562
GRAINGER W W INC COM 384802104 1,385 7,671 SH   DFND 1 0 0 7,671
GRIFOLS S A SP ADR REP B NVT 398438408 3,825 181,000 SH   DFND 1 0 0 181,000
GROUPE CGI INC CL A SUB VTG 39945C109 1,195 23,400 SH   DFND 1 0 0 23,400
HALLIBURTON CO COM 406216101 7,776 182,074 SH   DFND 1 0 0 182,074
HANESBRANDS INC COM 410345102 1,063 45,900 SH   DFND 1 0 0 45,900
HANNON ARMSTRONG SUST INFR C COM 41068X100 775 33,877 SH   SOLE 0 33,877 0 0
HARLEY DAVIDSON INC COM 412822108 1,234 22,837 SH   DFND 1 0 0 22,837
HARRIS CORP DEL COM 413875105 332 3,047 SH   SOLE 0 3,047 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 2,334 44,405 SH   DFND 1 0 0 44,405
HASBRO INC COM 418056107 4,602 41,271 SH   DFND 1 0 0 41,271
HAWAIIAN HOLDINGS INC COM 419879101 44,222 941,900 SH   DFND 1 0 0 941,900
HCA HEALTHCARE INC COM 40412C101 219 2,510 SH   OTR 0 0 2,510 0
HCA HEALTHCARE INC COM 40412C101 176,390 2,022,825 SH   DFND 1 0 0 2,022,825
HCP INC COM 40414L109 2,787 87,201 SH   DFND 1 0 0 87,201
HD SUPPLY HLDGS INC COM 40416M105 242 7,900 SH   DFND 1 0 0 7,900
HEALTHSOUTH CORP COM NEW 421924309 4,424 91,400 SH   DFND 1 0 0 91,400
HELMERICH & PAYNE INC COM 423452101 942 17,340 SH   DFND 1 0 0 17,340
HENRY JACK & ASSOC INC COM 426281101 301 2,900 SH   DFND 1 0 0 2,900
HERSHEY CO COM 427866108 32,721 304,751 SH   DFND 1 0 0 304,751
HESS CORP COM 42809H107 1,473 33,576 SH   DFND 1 0 0 33,576
HEWLETT PACKARD ENTERPRISE C COM 42824C109 4,319 260,338 SH   DFND 1 0 0 260,338
HILTON WORLDWIDE HLDGS INC COM 43300A203 265 4,278 SH   OTR 0 0 4,278 0
HILTON WORLDWIDE HLDGS INC COM 43300A203 1,878 30,360 SH   DFND 1 0 0 30,360
HOLLYFRONTIER CORP COM 436106108 333 12,127 SH   DFND 1 0 0 12,127
HOLOGIC INC COM 436440101 37,352 823,086 SH   DFND 1 0 0 823,086
HOME DEPOT INC COM 437076102 36,828 240,081 SH   DFND 1 0 0 240,081
HONEYWELL INTL INC COM 438516106 5,953 44,660 SH   DFND 1 0 0 44,660
HORMEL FOODS CORP COM 440452100 2,042 59,853 SH   DFND 1 0 0 59,853
HOST HOTELS & RESORTS INC COM 44107P104 3,619 198,089 SH   DFND 1 0 0 198,089
HP INC COM 40434L105 161,004 10,483,386 SH   DFND 1 0 0 10,483,386
HUMANA INC COM 444859102 6,009 24,974 SH   DFND 1 0 0 24,974
HUNT J B TRANS SVCS INC COM 445658107 305 3,337 SH   DFND 1 0 0 3,337
HUNTINGTON BANCSHARES INC COM 446150104 1,897 140,323 SH   DFND 1 0 0 140,323
IDEX CORP COM 45167R104 1,334 11,800 SH   DFND 1 0 0 11,800
IDEXX LABS INC COM 45168D104 22,816 141,347 SH   DFND 1 0 0 141,347
ILLINOIS TOOL WKS INC COM 452308109 7,869 54,931 SH   DFND 1 0 0 54,931
ILLUMINA INC COM 452327109 14,511 83,630 SH   DFND 1 0 0 83,630
IMPAX LABORATORIES INC COM 45256B101 177 11,000 SH   DFND 1 0 0 11,000
IMPERIAL OIL LTD COM NEW 453038408 870 29,800 SH   DFND 1 0 0 29,800
INC RESH HLDGS INC CL A 45329R109 1,403 23,986 SH   OTR 0 0 23,986 0
INC RESH HLDGS INC CL A 45329R109 4,031 68,900 SH   DFND 1 0 0 68,900
INCYTE CORP COM 45337C102 9,325 74,063 SH   DFND 1 0 0 74,063
INGREDION INC COM 457187102 13,471 113,000 SH   DFND 1 0 0 113,000
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,107 87,500 SH   DFND 1 0 0 87,500
INTEL CORP COM 458140100 525 15,559 SH   SOLE 0 15,559 0 0
INTEL CORP COM 458140100 1,189 35,252 SH   OTR 0 0 35,252 0
INTEL CORP COM 458140100 331,205 9,816,393 SH   DFND 1 0 0 9,816,393
INTERCONTINENTAL EXCHANGE IN COM 45866F104 6,335 96,107 SH   DFND 1 0 0 96,107
INTERNATIONAL BUSINESS MACHS COM 459200101 396 2,575 SH   OTR 0 0 2,575 0
INTERNATIONAL BUSINESS MACHS COM 459200101 33,280 216,341 SH   DFND 1 0 0 216,341
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 1,575 11,668 SH   DFND 1 0 0 11,668
INTERPUBLIC GROUP COS INC COM 460690100 1,327 53,924 SH   DFND 1 0 0 53,924
INTL PAPER CO COM 460146103 2,453 43,326 SH   DFND 1 0 0 43,326
INTUIT COM 461202103 5,452 41,052 SH   DFND 1 0 0 41,052
INTUITIVE SURGICAL INC COM NEW 46120E602 5,760 6,158 SH   DFND 1 0 0 6,158
INVESCO LTD SHS G491BT108 1,909 54,241 SH   DFND 1 0 0 54,241
IPG PHOTONICS CORP COM 44980X109 10,578 72,900 SH   DFND 1 0 0 72,900
IRON MTN INC NEW COM 46284V101 363 10,568 SH   DFND 1 0 0 10,568
J2 GLOBAL INC COM 48123V102 6,671 78,400 SH   DFND 1 0 0 78,400
JETBLUE AIRWAYS CORP COM 477143101 75,846 3,322,200 SH   DFND 1 0 0 3,322,200
JOHNSON & JOHNSON COM 478160104 3,080 23,282 SH   OTR 0 0 23,282 0
JOHNSON & JOHNSON COM 478160104 4,228 31,959 SH   SOLE 0 31,959 0 0
JOHNSON & JOHNSON COM 478160104 286,094 2,162,631 SH   DFND 1 0 0 2,162,631
JONES LANG LASALLE INC COM 48020Q107 236 1,884 SH   DFND 1 0 0 1,884
JPMORGAN CHASE & CO COM 46625H100 332 3,629 SH   OTR 0 0 3,629 0
JPMORGAN CHASE & CO COM 46625H100 96,380 1,054,485 SH   DFND 1 0 0 1,054,485
JUNIPER NETWORKS INC COM 48203R104 4,391 157,510 SH   DFND 1 0 0 157,510
KANSAS CITY SOUTHERN COM NEW 485170302 1,310 12,519 SH   DFND 1 0 0 12,519
KELLOGG CO COM 487836108 351 5,046 SH   SOLE 0 5,046 0 0
KELLOGG CO COM 487836108 3,587 51,636 SH   DFND 1 0 0 51,636
KEYCORP NEW COM 493267108 3,639 194,203 SH   DFND 1 0 0 194,203
KIMBERLY CLARK CORP COM 494368103 327 2,530 SH   SOLE 0 2,530 0 0
KIMBERLY CLARK CORP COM 494368103 7,435 57,586 SH   DFND 1 0 0 57,586
KIMCO RLTY CORP COM 49446R109 1,213 66,107 SH   DFND 1 0 0 66,107
KINDER MORGAN INC DEL COM 49456B101 8,341 435,342 SH   DFND 1 0 0 435,342
KKR & CO L P DEL COM UNITS 48248M102 538 28,898 SH   SOLE 0 28,898 0 0
KKR & CO L P DEL COM UNITS 48248M102 12,592 676,989 SH   DFND 1 0 0 676,989
KLA-TENCOR CORP COM 482480100 50,497 551,816 SH   DFND 1 0 0 551,816
KOHLS CORP COM 500255104 61,376 1,587,178 SH   DFND 1 0 0 1,587,178
KRAFT HEINZ CO COM 500754106 9,216 107,619 SH   DFND 1 0 0 107,619
KROGER CO COM 501044101 3,754 160,991 SH   DFND 1 0 0 160,991
L BRANDS INC COM 501797104 2,743 50,891 SH   DFND 1 0 0 50,891
L3 TECHNOLOGIES INC COM 502413107 451 2,700 SH   DFND 1 0 0 2,700
LABORATORY CORP AMER HLDGS COM NEW 50540R409 2,043 13,255 SH   DFND 1 0 0 13,255
LAM RESEARCH CORP COM 512807108 11,985 84,745 SH   DFND 1 0 0 84,745
LAS VEGAS SANDS CORP COM 517834107 2,465 38,580 SH   DFND 1 0 0 38,580
LAUDER ESTEE COS INC CL A 518439104 241 2,509 SH   OTR 0 0 2,509 0
LAUDER ESTEE COS INC CL A 518439104 3,834 39,949 SH   DFND 1 0 0 39,949
LAZARD LTD SHS A G54050102 9,558 206,300 SH   DFND 1 0 0 206,300
LEAR CORP COM NEW 521865204 6,520 45,888 SH   DFND 1 0 0 45,888
LEGGETT & PLATT INC COM 524660107 212 4,035 SH   DFND 1 0 0 4,035
LEIDOS HLDGS INC COM 525327102 310 6,000 SH   DFND 1 0 0 6,000
LENNAR CORP CL A 526057104 1,473 27,623 SH   DFND 1 0 0 27,623
LENNOX INTL INC COM 526107107 294 1,600 SH   DFND 1 0 0 1,600
LEUCADIA NATL CORP COM 527288104 276 10,533 SH   DFND 1 0 0 10,533
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 3,374 56,889 SH   DFND 1 0 0 56,889
LEXINGTON REALTY TRUST COM 529043101 756 76,300 SH   DFND 1 0 0 76,300
LIBERTY BROADBAND CORP COM SER C 530307305 398 4,589 SH   DFND 1 0 0 4,589
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 1,527 62,243 SH   DFND 1 0 0 62,243
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 1,398 33,530 SH   DFND 1 0 0 33,530
LIBERTY PPTY TR SH BEN INT 531172104 1,819 44,690 SH   DFND 1 0 0 44,690
LILLY ELI & CO COM 532457108 616 7,487 SH   SOLE 0 7,487 0 0
LILLY ELI & CO COM 532457108 13,634 165,668 SH   DFND 1 0 0 165,668
LINCOLN NATL CORP IND COM 534187109 2,028 30,003 SH   DFND 1 0 0 30,003
LKQ CORP COM 501889208 1,694 51,409 SH   DFND 1 0 0 51,409
LOCKHEED MARTIN CORP COM 539830109 725 2,611 SH   SOLE 0 2,611 0 0
LOEWS CORP COM 540424108 2,171 46,377 SH   DFND 1 0 0 46,377
LOWES COS INC COM 548661107 11,081 142,923 SH   DFND 1 0 0 142,923
LPL FINL HLDGS INC COM 50212V100 3,991 94,000 SH   DFND 1 0 0 94,000
LULULEMON ATHLETICA INC COM 550021109 889 14,896 SH   DFND 1 0 0 14,896
LUMINEX CORP DEL COM 55027E102 3,185 150,800 SH   DFND 1 0 0 150,800
M & T BK CORP COM 55261F104 3,863 23,850 SH   DFND 1 0 0 23,850
MACERICH CO COM 554382101 1,207 20,785 SH   DFND 1 0 0 20,785
MACQUARIE INFRASTRUCTURE COR COM 55608B105 314 4,003 SH   DFND 1 0 0 4,003
MACYS INC COM 55616P104 9,745 419,339 SH   DFND 1 0 0 419,339
MAGNA INTL INC COM 559222401 145,421 3,138,800 SH   DFND 1 0 0 3,138,800
MANPOWERGROUP INC COM 56418H100 129,707 1,161,730 SH   DFND 1 0 0 1,161,730
MARATHON OIL CORP COM 565849106 1,115 94,056 SH   DFND 1 0 0 94,056
MARATHON PETE CORP COM 56585A102 5,371 102,637 SH   DFND 1 0 0 102,637
MARKEL CORP COM 570535104 1,887 1,934 SH   DFND 1 0 0 1,934
MARRIOTT INTL INC NEW CL A 571903202 5,213 51,964 SH   DFND 1 0 0 51,964
MARSH & MCLENNAN COS INC COM 571748102 6,442 82,628 SH   DFND 1 0 0 82,628
MARTIN MARIETTA MATLS INC COM 573284106 1,870 8,400 SH   DFND 1 0 0 8,400
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 932 56,407 SH   DFND 1 0 0 56,407
MASCO CORP COM 574599106 1,696 44,394 SH   DFND 1 0 0 44,394
MASIMO CORP COM 574795100 21,015 230,500 SH   DFND 1 0 0 230,500
MASTERCARD INCORPORATED CL A 57636Q104 18,928 155,851 SH   DFND 1 0 0 155,851
MATTEL INC COM 577081102 970 45,073 SH   DFND 1 0 0 45,073
MAXIM INTEGRATED PRODS INC COM 57772K101 15,065 335,515 SH   DFND 1 0 0 335,515
MCCORMICK & CO INC COM NON VTG 579780206 1,661 17,035 SH   DFND 1 0 0 17,035
MCDONALDS CORP COM 580135101 933 6,095 SH   SOLE 0 6,095 0 0
MCDONALDS CORP COM 580135101 30,914 201,843 SH   DFND 1 0 0 201,843
MCKESSON CORP COM 58155Q103 39,066 237,425 SH   DFND 1 0 0 237,425
MEDEQUITIES RLTY TR INC COM 58409L306 329 26,100 SH   DFND 1 0 0 26,100
MEDICAL PPTYS TRUST INC COM 58463J304 467 36,300 SH   DFND 1 0 0 36,300
MEDICAL PPTYS TRUST INC COM 58463J304 15,187 1,180,000 SH   OTR 0 0 1,180,000 0
MEDNAX INC COM 58502B106 223 3,698 SH   DFND 1 0 0 3,698
MELCO RESORT ENTERTAINMENT L ADR 585464100 314 14,000 SH   DFND 1 0 0 14,000
MERCADOLIBRE INC COM 58733R102 1,329 5,296 SH   DFND 1 0 0 5,296
MERCK & CO INC COM 58933Y105 305 4,754 SH   OTR 0 0 4,754 0
MERCK & CO INC COM 58933Y105 42,712 666,434 SH   DFND 1 0 0 666,434
MEREDITH CORP COM 589433101 1,617 27,200 SH   DFND 1 0 0 27,200
METLIFE INC COM 59156R108 8,916 162,284 SH   DFND 1 0 0 162,284
METTLER TOLEDO INTERNATIONAL COM 592688105 33,705 57,268 SH   DFND 1 0 0 57,268
MFA FINL INC COM 55272X102 5,538 660,100 SH   DFND 1 0 0 660,100
MGM RESORTS INTERNATIONAL COM 552953101 611 19,535 SH   DFND 1 0 0 19,535
MICHAEL KORS HLDGS LTD SHS G60754101 869 23,972 SH   DFND 1 0 0 23,972
MICROCHIP TECHNOLOGY INC COM 595017104 2,198 28,477 SH   DFND 1 0 0 28,477
MICRON TECHNOLOGY INC COM 595112103 5,170 173,127 SH   DFND 1 0 0 173,127
MICROSOFT CORP COM 594918104 326 4,730 SH   SOLE 0 4,730 0 0
MICROSOFT CORP COM 594918104 2,601 37,733 SH   OTR 0 0 37,733 0
MICROSOFT CORP COM 594918104 126,496 1,835,138 SH   DFND 1 0 0 1,835,138
MID AMER APT CMNTYS INC COM 59522J103 519 4,929 SH   DFND 1 0 0 4,929
MIDDLEBY CORP COM 596278101 300 2,465 SH   DFND 1 0 0 2,465
MILLER HERMAN INC COM 600544100 17,556 577,500 SH   DFND 1 0 0 577,500
MOHAWK INDS INC COM 608190104 1,762 7,289 SH   DFND 1 0 0 7,289
MOLSON COORS BREWING CO CL B 60871R209 1,922 22,261 SH   DFND 1 0 0 22,261
MONDELEZ INTL INC CL A 609207105 270 6,241 SH   OTR 0 0 6,241 0
MONDELEZ INTL INC CL A 609207105 11,400 263,950 SH   DFND 1 0 0 263,950
MONSANTO CO NEW COM 61166W101 1,079 9,119 SH   OTR 0 0 9,119 0
MONSANTO CO NEW COM 61166W101 2,532 21,389 SH   SOLE 0 21,389 0 0
MONSANTO CO NEW COM 61166W101 5,171 43,692 SH   DFND 1 0 0 43,692
MONSTER BEVERAGE CORP NEW COM 61174X109 3,710 74,670 SH   DFND 1 0 0 74,670
MOODYS CORP COM 615369105 3,388 27,843 SH   DFND 1 0 0 27,843
MORGAN STANLEY COM NEW 617446448 12,954 290,698 SH   DFND 1 0 0 290,698
MOSAIC CO NEW COM 61945C103 941 41,196 SH   DFND 1 0 0 41,196
MOTOROLA SOLUTIONS INC COM NEW 620076307 37,967 437,707 SH   DFND 1 0 0 437,707
MSCI INC COM 55354G100 326 3,162 SH   DFND 1 0 0 3,162
MVC CAPITAL INC COM 553829102 1,813 183,833 SH   DFND 1 0 0 183,833
MYRIAD GENETICS INC COM 62855J104 3,473 134,400 SH   DFND 1 0 0 134,400
NASDAQ INC COM 631103108 986 13,786 SH   DFND 1 0 0 13,786
NATIONAL OILWELL VARCO INC COM 637071101 3,011 91,405 SH   DFND 1 0 0 91,405
NATIONAL RETAIL PPTYS INC COM 637417106 253 6,463 SH   DFND 1 0 0 6,463
NAVIENT CORPORATION COM 63938C108 248 14,867 SH   DFND 1 0 0 14,867
NCR CORP NEW COM 62886E108 13,150 321,981 SH   DFND 1 0 0 321,981
NETAPP INC COM 64110D104 4,259 106,347 SH   DFND 1 0 0 106,347
NETEASE INC SPONSORED ADR 64110W102 3,036 10,100 SH   DFND 1 0 0 10,100
NETFLIX INC COM 64110L106 477 3,194 SH   OTR 0 0 3,194 0
NETFLIX INC COM 64110L106 10,740 71,885 SH   DFND 1 0 0 71,885
NEUSTAR INC CL A 64126X201 18,723 561,400 SH   DFND 1 0 0 561,400
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,431 20,300 SH   DFND 1 0 0 20,300
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 5,019 322,550 SH   DFND 1 0 0 322,550
NEW YORK CMNTY BANCORP INC COM 649445103 952 72,495 SH   DFND 1 0 0 72,495
NEWELL BRANDS INC COM 651229106 4,609 85,956 SH   DFND 1 0 0 85,956
NEWFIELD EXPL CO COM 651290108 865 30,400 SH   DFND 1 0 0 30,400
NEWMONT MINING CORP COM 651639106 2,328 71,875 SH   DFND 1 0 0 71,875
NEWS CORP NEW CL A 65249B109 229 16,728 SH   DFND 1 0 0 16,728
NEWSTAR FINANCIAL INC COM 65251F105 1,022 97,359 SH   OTR 0 0 97,359 0
NEXTERA ENERGY INC COM 65339F101 9,663 68,958 SH   DFND 1 0 0 68,958
NIKE INC CL B 654106103 396 6,710 SH   OTR 0 0 6,710 0
NIKE INC CL B 654106103 13,107 222,156 SH   DFND 1 0 0 222,156
NISOURCE INC COM 65473P105 287 11,300 SH   DFND 1 0 0 11,300
NOBLE ENERGY INC COM 655044105 1,570 55,460 SH   DFND 1 0 0 55,460
NORDSTROM INC COM 655664100 145,766 3,047,580 SH   DFND 1 0 0 3,047,580
NORFOLK SOUTHERN CORP COM 655844108 6,099 50,112 SH   DFND 1 0 0 50,112
NORTHERN TR CORP COM 665859104 3,412 35,100 SH   DFND 1 0 0 35,100
NORTHROP GRUMMAN CORP COM 666807102 2,749 10,707 SH   DFND 1 0 0 10,707
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 1,018 18,760 SH   DFND 1 0 0 18,760
NOVO-NORDISK A S ADR 670100205 1,484 34,600 SH   OTR 0 0 34,600 0
NU SKIN ENTERPRISES INC CL A 67018T105 6,366 101,300 SH   DFND 1 0 0 101,300
NUANCE COMMUNICATIONS INC COM 67020Y100 186 10,693 SH   DFND 1 0 0 10,693
NUCOR CORP COM 670346105 2,950 50,972 SH   DFND 1 0 0 50,972
NVIDIA CORP COM 67066G104 12,818 88,669 SH   DFND 1 0 0 88,669
NVR INC COM 62944T105 313 130 SH   DFND 1 0 0 130
O REILLY AUTOMOTIVE INC NEW COM 67103H107 3,331 15,227 SH   DFND 1 0 0 15,227
OCCIDENTAL PETE CORP DEL COM 674599105 4,923 82,228 SH   DFND 1 0 0 82,228
OFFICE DEPOT INC COM 676220106 18,005 3,192,300 SH   DFND 1 0 0 3,192,300
OGE ENERGY CORP COM 670837103 212 6,100 SH   DFND 1 0 0 6,100
OLD REP INTL CORP COM 680223104 14,200 727,100 SH   DFND 1 0 0 727,100
OMEGA HEALTHCARE INVS INC COM 681936100 1,057 32,000 SH   DFND 1 0 0 32,000
OMNICOM GROUP INC COM 681919106 3,653 44,069 SH   DFND 1 0 0 44,069
ONEOK INC NEW COM 682680103 1,913 36,683 SH   DFND 1 0 0 36,683
OPEN TEXT CORP COM 683715106 3,741 118,600 SH   DFND 1 0 0 118,600
ORACLE CORP COM 68389X105 361 7,200 SH   OTR 0 0 7,200 0
ORACLE CORP COM 68389X105 71,561 1,427,228 SH   DFND 1 0 0 1,427,228
OUTFRONT MEDIA INC COM 69007J106 1,251 54,100 SH   DFND 1 0 0 54,100
PACCAR INC COM 693718108 4,304 65,175 SH   DFND 1 0 0 65,175
PACIRA PHARMACEUTICALS INC COM 695127100 3,606 75,600 SH   DFND 1 0 0 75,600
PACKAGING CORP AMER COM 695156109 41,335 371,081 SH   DFND 1 0 0 371,081
PALO ALTO NETWORKS INC COM 697435105 1,542 11,523 SH   DFND 1 0 0 11,523
PARAMOUNT GROUP INC COM 69924R108 1,346 84,100 SH   DFND 1 0 0 84,100
PARKER HANNIFIN CORP COM 701094104 64,237 401,936 SH   DFND 1 0 0 401,936
PARSLEY ENERGY INC CL A 701877102 593 21,384 SH   DFND 1 0 0 21,384
PAYCHEX INC COM 704326107 3,764 66,112 SH   DFND 1 0 0 66,112
PAYPAL HLDGS INC COM 70450Y103 10,231 190,627 SH   DFND 1 0 0 190,627
PDL BIOPHARMA INC COM 69329Y104 2,892 1,170,900 SH   DFND 1 0 0 1,170,900
PEOPLES UNITED FINANCIAL INC COM 712704105 1,259 71,273 SH   DFND 1 0 0 71,273
PEPSICO INC COM 713448108 535 4,634 SH   SOLE 0 4,634 0 0
PEPSICO INC COM 713448108 653 5,650 SH   OTR 0 0 5,650 0
PEPSICO INC COM 713448108 28,182 244,025 SH   DFND 1 0 0 244,025
PFIZER INC COM 717081103 907 27,007 SH   OTR 0 0 27,007 0
PFIZER INC COM 717081103 1,504 44,779 SH   SOLE 0 44,779 0 0
PFIZER INC COM 717081103 47,815 1,423,499 SH   DFND 1 0 0 1,423,499
PG&E CORP COM 69331C108 8,665 130,552 SH   DFND 1 0 0 130,552
PHILIP MORRIS INTL INC COM 718172109 520 4,426 SH   SOLE 0 4,426 0 0
PHILIP MORRIS INTL INC COM 718172109 526 4,480 SH   OTR 0 0 4,480 0
PHILIP MORRIS INTL INC COM 718172109 65,820 560,411 SH   DFND 1 0 0 560,411
PHILLIPS 66 COM 718546104 10,269 124,181 SH   DFND 1 0 0 124,181
PINNACLE WEST CAP CORP COM 723484101 2,783 32,675 SH   DFND 1 0 0 32,675
PIONEER NAT RES CO COM 723787107 6,628 41,533 SH   DFND 1 0 0 41,533
PNC FINL SVCS GROUP INC COM 693475105 9,823 78,665 SH   DFND 1 0 0 78,665
POLARIS INDS INC COM 731068102 249 2,700 SH   DFND 1 0 0 2,700
POTASH CORP SASK INC COM 73755L107 1,126 69,100 SH   DFND 1 0 0 69,100
PPG INDS INC COM 693506107 5,663 51,502 SH   DFND 1 0 0 51,502
PPL CORP COM 69351T106 39,391 1,018,897 SH   DFND 1 0 0 1,018,897
PRA HEALTH SCIENCES INC COM 69354M108 4,666 62,200 SH   DFND 1 0 0 62,200
PRAXAIR INC COM 74005P104 4,535 34,215 SH   DFND 1 0 0 34,215
PREMIER INC CL A 74051N102 19,568 543,700 SH   DFND 1 0 0 543,700
PRICE T ROWE GROUP INC COM 74144T108 45,332 610,857 SH   DFND 1 0 0 610,857
PRICELINE GRP INC COM NEW 741503403 14,985 8,011 SH   DFND 1 0 0 8,011
PRINCIPAL FINL GROUP INC COM 74251V102 68,328 1,066,456 SH   DFND 1 0 0 1,066,456
PROCTER AND GAMBLE CO COM 742718109 1,908 21,898 SH   OTR 0 0 21,898 0
PROCTER AND GAMBLE CO COM 742718109 3,067 35,195 SH   SOLE 0 35,195 0 0
PROCTER AND GAMBLE CO COM 742718109 36,886 423,246 SH   DFND 1 0 0 423,246
PROGRESSIVE CORP OHIO COM 743315103 3,802 86,222 SH   DFND 1 0 0 86,222
PROLOGIS INC COM 74340W103 5,469 93,259 SH   DFND 1 0 0 93,259
PRUDENTIAL FINL INC COM 744320102 41,199 380,977 SH   DFND 1 0 0 380,977
PS BUSINESS PKS INC CALIF COM 69360J107 1,562 11,800 SH   DFND 1 0 0 11,800
PUBLIC STORAGE COM 74460D109 5,800 27,815 SH   DFND 1 0 0 27,815
PUBLIC SVC ENTERPRISE GROUP COM 744573106 86,100 2,001,867 SH   DFND 1 0 0 2,001,867
PULTE GROUP INC COM 745867101 1,032 42,066 SH   DFND 1 0 0 42,066
PVH CORP COM 693656100 1,141 9,962 SH   DFND 1 0 0 9,962
QORVO INC COM 74736K101 1,000 15,799 SH   DFND 1 0 0 15,799
QUALCOMM INC COM 747525103 353 6,400 SH   OTR 0 0 6,400 0
QUALCOMM INC COM 747525103 13,605 246,370 SH   DFND 1 0 0 246,370
QUEST DIAGNOSTICS INC COM 74834L100 163,088 1,467,150 SH   DFND 1 0 0 1,467,150
QUINTILES IMS HOLDINGS INC COM 74876Y101 2,371 26,492 SH   DFND 1 0 0 26,492
RALPH LAUREN CORP CL A 751212101 264 3,580 SH   OTR 0 0 3,580 0
RANGE RES CORP COM 75281A109 728 31,432 SH   DFND 1 0 0 31,432
RAYMOND JAMES FINANCIAL INC COM 754730109 1,661 20,706 SH   DFND 1 0 0 20,706
RAYTHEON CO COM NEW 755111507 3,114 19,285 SH   DFND 1 0 0 19,285
REALTY INCOME CORP COM 756109104 1,979 35,868 SH   DFND 1 0 0 35,868
RED HAT INC COM 756577102 16,909 176,599 SH   DFND 1 0 0 176,599
REGENCY CTRS CORP COM 758849103 1,464 23,378 SH   DFND 1 0 0 23,378
REGENERON PHARMACEUTICALS COM 75886F107 22,980 46,789 SH   DFND 1 0 0 46,789
REGIONS FINL CORP NEW COM 7591EP100 8,307 567,451 SH   DFND 1 0 0 567,451
REINSURANCE GROUP AMER INC COM NEW 759351604 352 2,742 SH   DFND 1 0 0 2,742
RELIANCE STEEL & ALUMINUM CO COM 759509102 7,230 99,300 SH   DFND 1 0 0 99,300
RENAISSANCERE HOLDINGS LTD COM G7496G103 210 1,510 SH   DFND 1 0 0 1,510
REPUBLIC SVCS INC COM 760759100 515 8,086 SH   DFND 1 0 0 8,086
RESMED INC COM 761152107 1,455 18,680 SH   DFND 1 0 0 18,680
RESTAURANT BRANDS INTL INC COM 76131D103 1,268 20,282 SH   DFND 1 0 0 20,282
RETAIL PPTYS AMER INC CL A 76131V202 1,106 90,600 SH   DFND 1 0 0 90,600
REYNOLDS AMERICAN INC COM 761713106 1,796 27,620 SH   DFND 1 0 0 27,620
RIGNET INC COM 766582100 11,781 733,999 SH   DFND 1 0 0 733,999
ROBERT HALF INTL INC COM 770323103 285 5,951 SH   DFND 1 0 0 5,951
ROCKWELL AUTOMATION INC COM 773903109 3,891 24,025 SH   DFND 1 0 0 24,025
ROCKWELL COLLINS INC COM 774341101 2,356 22,424 SH   DFND 1 0 0 22,424
ROPER TECHNOLOGIES INC COM 776696106 4,425 19,111 SH   DFND 1 0 0 19,111
ROSS STORES INC COM 778296103 3,868 67,006 SH   DFND 1 0 0 67,006
ROYAL BK CDA MONTREAL QUE COM 780087102 10,347 109,891 SH   DFND 1 0 0 109,891
S&P GLOBAL INC COM 78409V104 6,019 41,226 SH   DFND 1 0 0 41,226
SABRE CORP COM 78573M104 244 11,218 SH   DFND 1 0 0 11,218
SALESFORCE COM INC COM 79466L302 9,391 108,440 SH   DFND 1 0 0 108,440
SANDERSON FARMS INC COM 800013104 41,021 354,700 SH   DFND 1 0 0 354,700
SBA COMMUNICATIONS CORP NEW CL A 78410G104 2,152 15,954 SH   DFND 1 0 0 15,954
SCANA CORP NEW COM 80589M102 20,878 311,559 SH   DFND 1 0 0 311,559
SCHEIN HENRY INC COM 806407102 2,073 11,324 SH   DFND 1 0 0 11,324
SCHLUMBERGER LTD COM 806857108 17,058 259,086 SH   DFND 1 0 0 259,086
SCHWAB CHARLES CORP NEW COM 808513105 8,668 201,763 SH   DFND 1 0 0 201,763
SCICLONE PHARMACEUTICALS INC COM 80862K104 2,818 256,200 SH   DFND 1 0 0 256,200
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 8,567 125,414 SH   DFND 1 0 0 125,414
SEADRILL LIMITED SHS G7945E105 18 50,000 SH   OTR 0 0 50,000 0
SEALED AIR CORP NEW COM 81211K100 1,304 29,127 SH   DFND 1 0 0 29,127
SEATTLE GENETICS INC COM 812578102 744 14,374 SH   DFND 1 0 0 14,374
SEI INVESTMENTS CO COM 784117103 280 5,210 SH   DFND 1 0 0 5,210
SEMPRA ENERGY COM 816851109 5,845 51,844 SH   DFND 1 0 0 51,844
SERVICENOW INC COM 81762P102 2,206 20,816 SH   DFND 1 0 0 20,816
SHAW COMMUNICATIONS INC CL B CONV 82028K200 1,351 62,000 SH   DFND 1 0 0 62,000
SHERWIN WILLIAMS CO COM 824348106 5,377 15,321 SH   DFND 1 0 0 15,321
SHIRE PLC SPONSORED ADR 82481R106 471 2,850 SH   OTR 0 0 2,850 0
SHIRE PLC SPONSORED ADR 82481R106 9,362 56,645 SH   DFND 1 0 0 56,645
SHOPIFY INC CL A 82509L107 739 8,500 SH   DFND 1 0 0 8,500
SIGNATURE BK NEW YORK N Y COM 82669G104 1,210 8,427 SH   DFND 1 0 0 8,427
SIMON PPTY GROUP INC NEW COM 828806109 10,782 66,652 SH   DFND 1 0 0 66,652
SINA CORP ORD G81477104 254 2,993 SH   DFND 1 0 0 2,993
SIRIUS XM HLDGS INC COM 82968B103 1,791 327,493 SH   DFND 1 0 0 327,493
SKYWORKS SOLUTIONS INC COM 83088M102 2,062 21,489 SH   DFND 1 0 0 21,489
SL GREEN RLTY CORP COM 78440X101 1,582 14,954 SH   DFND 1 0 0 14,954
SMITH A O COM 831865209 344 6,112 SH   DFND 1 0 0 6,112
SMUCKER J M CO COM NEW 832696405 1,708 14,430 SH   DFND 1 0 0 14,430
SNAP ON INC COM 833034101 2,495 15,793 SH   DFND 1 0 0 15,793
SOUTHERN CO COM 842587107 5,015 104,738 SH   DFND 1 0 0 104,738
SOUTHWEST AIRLS CO COM 844741108 110,955 1,785,559 SH   DFND 1 0 0 1,785,559
SPIRIT AIRLS INC COM 848577102 3,708 71,800 SH   DFND 1 0 0 71,800
SPLUNK INC COM 848637104 1,056 18,557 SH   DFND 1 0 0 18,557
SPRINT CORP COM SER 1 85207U105 1,236 150,566 SH   DFND 1 0 0 150,566
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 261 6,800 SH   DFND 1 0 0 6,800
STAMPS COM INC COM NEW 852857200 23,680 152,900 SH   DFND 1 0 0 152,900
STANLEY BLACK & DECKER INC COM 854502101 4,000 28,424 SH   DFND 1 0 0 28,424
STAPLES INC COM 855030102 1,092 108,397 SH   DFND 1 0 0 108,397
STARBUCKS CORP COM 855244109 14,186 243,293 SH   DFND 1 0 0 243,293
STATE STR CORP COM 857477103 5,812 64,769 SH   DFND 1 0 0 64,769
STEEL DYNAMICS INC COM 858119100 1,214 33,900 SH   DFND 1 0 0 33,900
STEELCASE INC CL A 858155203 14,718 1,051,300 SH   DFND 1 0 0 1,051,300
STERICYCLE INC COM 858912108 870 11,400 SH   DFND 1 0 0 11,400
STRYKER CORP COM 863667101 7,663 55,215 SH   DFND 1 0 0 55,215
SUCAMPO PHARMACEUTICALS INC CL A 864909106 2,857 272,100 SH   DFND 1 0 0 272,100
SUMMIT HOTEL PPTYS COM 866082100 1,035 55,500 SH   DFND 1 0 0 55,500
SUN LIFE FINL INC COM 866796105 1,820 50,900 SH   DFND 1 0 0 50,900
SUNCOR ENERGY INC NEW COM 867224107 3,878 132,800 SH   DFND 1 0 0 132,800
SUNSTONE HOTEL INVS INC NEW COM 867892101 1,485 92,099 SH   DFND 1 0 0 92,099
SUNTRUST BKS INC COM 867914103 9,465 166,866 SH   DFND 1 0 0 166,866
SVB FINL GROUP COM 78486Q101 404 2,300 SH   DFND 1 0 0 2,300
SYMANTEC CORP COM 871503108 22,908 810,894 SH   DFND 1 0 0 810,894
SYNCHRONY FINL COM 87165B103 4,245 142,346 SH   DFND 1 0 0 142,346
SYNNEX CORP COM 87162W100 7,725 64,400 SH   DFND 1 0 0 64,400
SYNOPSYS INC COM 871607107 15,172 208,037 SH   DFND 1 0 0 208,037
SYSCO CORP COM 871829107 4,924 97,838 SH   DFND 1 0 0 97,838
T MOBILE US INC COM 872590104 2,912 48,030 SH   DFND 1 0 0 48,030
TAL ED GROUP ADS REPSTG COM 874080104 294 2,400 SH   DFND 1 0 0 2,400
TARGA RES CORP COM 87612G101 1,312 29,030 SH   DFND 1 0 0 29,030
TARGET CORP COM 87612E106 220,993 4,226,294 SH   DFND 1 0 0 4,226,294
TD AMERITRADE HLDG CORP COM 87236Y108 1,924 44,745 SH   DFND 1 0 0 44,745
TECK RESOURCES LTD CL B 878742204 972 56,100 SH   DFND 1 0 0 56,100
TELEFLEX INC COM 879369106 364 1,750 SH   DFND 1 0 0 1,750
TELIGENT INC NEW COM 87960W104 99 10,800 SH   DFND 1 0 0 10,800
TELUS CORP COM 87971M103 5,043 146,100 SH   DFND 1 0 0 146,100
TERADYNE INC COM 880770102 10,423 347,100 SH   DFND 1 0 0 347,100
TESLA INC COM 88160R101 7,558 20,902 SH   DFND 1 0 0 20,902
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 323 9,725 SH   OTR 0 0 9,725 0
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 2,674 80,500 SH   DFND 1 0 0 80,500
TEXAS INSTRS INC COM 882508104 67,232 873,940 SH   DFND 1 0 0 873,940
THERMO FISHER SCIENTIFIC INC COM 883556102 222 1,275 SH   OTR 0 0 1,275 0
THERMO FISHER SCIENTIFIC INC COM 883556102 11,134 63,815 SH   DFND 1 0 0 63,815
THL CR INC COM 872438106 13,790 1,385,921 SH   DFND 1 0 0 1,385,921
THOMSON REUTERS CORP COM 884903105 1,194 25,800 SH   DFND 1 0 0 25,800
TIFFANY & CO NEW COM 886547108 1,507 16,059 SH   DFND 1 0 0 16,059
TIME WARNER INC COM NEW 887317303 12,293 122,426 SH   DFND 1 0 0 122,426
TIMKEN CO COM 887389104 10,328 223,300 SH   DFND 1 0 0 223,300
TJX COS INC NEW COM 872540109 20,353 282,012 SH   DFND 1 0 0 282,012
TOLL BROTHERS INC COM 889478103 273 6,919 SH   DFND 1 0 0 6,919
TORCHMARK CORP COM 891027104 1,616 21,120 SH   DFND 1 0 0 21,120
TORONTO DOMINION BK ONT COM NEW 891160509 7,382 146,528 SH   DFND 1 0 0 146,528
TOTAL SYS SVCS INC COM 891906109 14,709 252,514 SH   DFND 1 0 0 252,514
TRACTOR SUPPLY CO COM 892356106 986 18,180 SH   DFND 1 0 0 18,180
TRANSCANADA CORP COM 89353D107 3,208 67,300 SH   DFND 1 0 0 67,300
TRANSDIGM GROUP INC COM 893641100 1,823 6,779 SH   DFND 1 0 0 6,779
TRAVELERS COMPANIES INC COM 89417E109 21,104 166,793 SH   DFND 1 0 0 166,793
TRIMBLE INC COM 896239100 1,251 35,078 SH   DFND 1 0 0 35,078
TRINET GROUP INC COM 896288107 1,961 59,900 SH   DFND 1 0 0 59,900
TRIPADVISOR INC COM 896945201 728 19,047 SH   DFND 1 0 0 19,047
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 57 11,800 SH   OTR 0 0 11,800 0
TUPPERWARE BRANDS CORP COM 899896104 29,841 424,900 SH   DFND 1 0 0 424,900
TWENTY FIRST CENTY FOX INC CL A 90130A101 5,423 191,342 SH   DFND 1 0 0 191,342
TWENTY FIRST CENTY FOX INC CL B 90130A200 1,735 62,257 SH   DFND 1 0 0 62,257
TWITTER INC COM 90184L102 234 13,100 SH   OTR 0 0 13,100 0
TWITTER INC COM 90184L102 1,407 78,759 SH   DFND 1 0 0 78,759
TYSON FOODS INC CL A 902494103 87,776 1,401,495 SH   DFND 1 0 0 1,401,495
UDR INC COM 902653104 1,529 39,238 SH   DFND 1 0 0 39,238
UGI CORP NEW COM 902681105 357 7,373 SH   DFND 1 0 0 7,373
ULTA BEAUTY INC COM 90384S303 2,142 7,455 SH   DFND 1 0 0 7,455
UNDER ARMOUR INC CL A 904311107 951 43,682 SH   DFND 1 0 0 43,682
UNION PAC CORP COM 907818108 14,876 136,593 SH   DFND 1 0 0 136,593
UNITED CONTL HLDGS INC COM 910047109 7,969 105,900 SH   DFND 1 0 0 105,900
UNITED PARCEL SERVICE INC CL B 911312106 403 3,644 SH   SOLE 0 3,644 0 0
UNITED PARCEL SERVICE INC CL B 911312106 13,285 120,124 SH   DFND 1 0 0 120,124
UNITED RENTALS INC COM 911363109 1,309 11,616 SH   DFND 1 0 0 11,616
UNITED TECHNOLOGIES CORP COM 913017109 286 2,340 SH   OTR 0 0 2,340 0
UNITED TECHNOLOGIES CORP COM 913017109 6,300 51,596 SH   DFND 1 0 0 51,596
UNITED THERAPEUTICS CORP DEL COM 91307C102 95,484 736,023 SH   DFND 1 0 0 736,023
UNITEDHEALTH GROUP INC COM 91324P102 38,989 210,273 SH   DFND 1 0 0 210,273
UNIVERSAL HLTH SVCS INC CL B 913903100 1,447 11,852 SH   DFND 1 0 0 11,852
UNUM GROUP COM 91529Y106 2,951 63,285 SH   DFND 1 0 0 63,285
US BANCORP DEL COM NEW 902973304 488 9,392 SH   SOLE 0 9,392 0 0
US BANCORP DEL COM NEW 902973304 13,960 268,883 SH   DFND 1 0 0 268,883
V F CORP COM 918204108 3,614 62,748 SH   DFND 1 0 0 62,748
WABCO HLDGS INC COM 92927K102 279 2,188 SH   DFND 1 0 0 2,188
WABTEC CORP COM 929740108 1,214 13,266 SH   DFND 1 0 0 13,266
WADDELL & REED FINL INC CL A 930059100 16,250 860,700 SH   DFND 1 0 0 860,700
VALEANT PHARMACEUTICALS INTL COM 91911K102 730 42,200 SH   DFND 1 0 0 42,200
VALERO ENERGY CORP NEW COM 91913Y100 104,254 1,545,426 SH   DFND 1 0 0 1,545,426
VALERO ENERGY PARTNERS LP COM UNT REP LP 91914J102 497 10,900 SH   DFND 1 0 0 10,900
WALGREENS BOOTS ALLIANCE INC COM 931427108 206 2,625 SH   OTR 0 0 2,625 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 12,185 155,595 SH   DFND 1 0 0 155,595
WAL-MART STORES INC COM 931142103 269 3,553 SH   OTR 0 0 3,553 0
WAL-MART STORES INC COM 931142103 514 6,795 SH   SOLE 0 6,795 0 0
WAL-MART STORES INC COM 931142103 10,894 143,942 SH   DFND 1 0 0 143,942
VANTIV INC CL A 92210H105 15,324 241,935 SH   DFND 1 0 0 241,935
VAREX IMAGING CORP COM 92214X106 2,825 83,580 SH   DFND 1 0 0 83,580
VARIAN MED SYS INC COM 92220P105 1,388 13,448 SH   DFND 1 0 0 13,448
WASTE MGMT INC DEL COM 94106L109 3,170 43,218 SH   DFND 1 0 0 43,218
WATERS CORP COM 941848103 2,108 11,468 SH   DFND 1 0 0 11,468
VCA INC COM 918194101 305 3,300 SH   DFND 1 0 0 3,300
WEBMD HEALTH CORP COM 94770V102 3,026 51,600 SH   DFND 1 0 0 51,600
WEC ENERGY GROUP INC COM 92939U106 2,206 35,937 SH   DFND 1 0 0 35,937
VECTOR GROUP LTD COM 92240M108 7,110 333,500 SH   DFND 1 0 0 333,500
WELLS FARGO CO NEW COM 949746101 463 8,352 SH   SOLE 0 8,352 0 0
WELLS FARGO CO NEW COM 949746101 43,649 787,741 SH   DFND 1 0 0 787,741
WELLTOWER INC COM 95040Q104 4,772 63,756 SH   DFND 1 0 0 63,756
VENTAS INC COM 92276F100 4,587 66,017 SH   DFND 1 0 0 66,017
VEREIT INC COM 92339V100 2,938 360,905 SH   DFND 1 0 0 360,905
VERISIGN INC COM 92343E102 30,951 332,948 SH   DFND 1 0 0 332,948
VERISK ANALYTICS INC COM 92345Y106 2,048 24,272 SH   DFND 1 0 0 24,272
VERIZON COMMUNICATIONS INC COM 92343V104 730 16,352 SH   SOLE 0 16,352 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 90,760 2,032,242 SH   DFND 1 0 0 2,032,242
VERTEX PHARMACEUTICALS INC COM 92532F100 13,832 107,331 SH   DFND 1 0 0 107,331
WESTAR ENERGY INC COM 95709T100 265 5,000 SH   DFND 1 0 0 5,000
WESTERN DIGITAL CORP COM 958102105 4,510 50,906 SH   DFND 1 0 0 50,906
WESTERN UN CO COM 959802109 34,784 1,825,953 SH   DFND 1 0 0 1,825,953
WESTROCK CO COM 96145D105 1,944 34,304 SH   DFND 1 0 0 34,304
WEYERHAEUSER CO COM 962166104 4,247 126,780 SH   DFND 1 0 0 126,780
WHIRLPOOL CORP COM 963320106 1,954 10,199 SH   DFND 1 0 0 10,199
WHOLE FOODS MKT INC COM 966837106 1,748 41,517 SH   DFND 1 0 0 41,517
VIACOM INC NEW CL B 92553P201 1,987 59,176 SH   DFND 1 0 0 59,176
WILLIAMS COS INC DEL COM 969457100 4,830 159,518 SH   DFND 1 0 0 159,518
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 690 65,400 SH   DFND 1 0 0 65,400
VISA INC COM CL A 92826C839 216 2,305 SH   OTR 0 0 2,305 0
VISA INC COM CL A 92826C839 40,724 434,252 SH   DFND 1 0 0 434,252
VMWARE INC CL A COM 928563402 13,585 155,381 SH   DFND 1 0 0 155,381
WORKDAY INC CL A 98138H101 1,527 15,740 SH   DFND 1 0 0 15,740
VORNADO RLTY TR SH BEN INT 929042109 2,438 32,130 SH   DFND 1 0 0 32,130
VOYA FINL INC COM 929089100 1,144 30,998 SH   DFND 1 0 0 30,998
VULCAN MATLS CO COM 929160109 2,186 17,260 SH   DFND 1 0 0 17,260
WYNDHAM WORLDWIDE CORP COM 98310W108 1,416 14,104 SH   DFND 1 0 0 14,104
WYNN RESORTS LTD COM 983134107 491 3,662 SH   DFND 1 0 0 3,662
XCEL ENERGY INC COM 98389B100 2,911 63,449 SH   DFND 1 0 0 63,449
XILINX INC COM 983919101 16,322 253,764 SH   DFND 1 0 0 253,764
XYLEM INC COM 98419M100 1,686 30,416 SH   DFND 1 0 0 30,416
YUM BRANDS INC COM 988498101 3,859 52,325 SH   DFND 1 0 0 52,325
YUM CHINA HLDGS INC COM 98850P109 12,969 328,915 SH   DFND 1 0 0 328,915
YY INC ADS REPCOM CLA 98426T106 33,240 572,800 SH   DFND 1 0 0 572,800
ZAYO GROUP HLDGS INC COM 98919V105 245 7,919 SH   DFND 1 0 0 7,919
ZILLOW GROUP INC CL C CAP STK 98954M200 201 4,111 SH   DFND 1 0 0 4,111
ZIMMER BIOMET HLDGS INC COM 98956P102 4,327 33,699 SH   DFND 1 0 0 33,699
ZIONS BANCORPORATION COM 989701107 334 7,600 SH   DFND 1 0 0 7,600
ZOETIS INC CL A 98978V103 15,484 248,226 SH   DFND 1 0 0 248,226