0001014736-16-000011.txt : 20160719
0001014736-16-000011.hdr.sgml : 20160719
20160719141811
ACCESSION NUMBER: 0001014736-16-000011
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160630
FILED AS OF DATE: 20160719
DATE AS OF CHANGE: 20160719
EFFECTIVENESS DATE: 20160719
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FIRST QUADRANT L P/CA
CENTRAL INDEX KEY: 0001014736
IRS NUMBER: 954562891
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-05582
FILM NUMBER: 161773187
BUSINESS ADDRESS:
STREET 1: 800 E COLORADO BLVD
STREET 2: SUIT 900
CITY: PASADENA
STATE: CA
ZIP: 91101
BUSINESS PHONE: 8187958220
MAIL ADDRESS:
STREET 1: 800 EAST COLORADO BLVD SUITE 900
CITY: PASADENA
STATE: CA
ZIP: 91101
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
true
false
0001014736
XXXXXXXX
06-30-2016
06-30-2016
FIRST QUADRANT L P/CA
800 EAST COLORADO BLVD SUITE 900
PASADENA
CA
91101
13F HOLDINGS REPORT
028-05582
N
Joel Brouwer
Chief Financial Officer
626-683-4123
Joel Brouwer
Pasadena
CA
07-19-2016
2
818
4534738
false
1
0001004434
028-04975
AFFILIATED MANAGERS GROUP, INC.
2
0001115419
028-11395
AMG Funds LLC
INFORMATION TABLE
2
f13-063016.xml
1 800 FLOWERS COM INC CL A
COMMON
68243Q106
1235
136900
SH
DFND
02
136900
0
0
3M CO
COMMON
88579Y101
1173
6700
SH
DFND
02
6700
0
0
AARON S INC
COMMON
002535300
725
33100
SH
DFND
02
33100
0
0
ABBOTT LABORATORIES
COMMON
002824100
1686
42900
SH
DFND
02
34800
0
8100
ABBVIE INC
COMMON
00287Y109
5584
90200
SH
DFND
02
34300
0
55900
ABIOMED INC
COMMON
003654100
940
8600
SH
DFND
02
8000
0
600
ACADIA HEALTHCARE CO INC
COMMON
00404A109
709
12800
SH
DFND
02
12800
0
0
ACCESS NATIONAL CORP
COMMON
004337101
41
2100
SH
DFND
02
2100
0
0
ACCO BRANDS CORP
COMMON
00081T108
208
20100
SH
DFND
02
20100
0
0
ACTIVISION BLIZZARD INC
COMMON
00507V109
6071
153200
SH
DFND
02
153200
0
0
ACUITY BRANDS INC
COMMON
00508Y102
2579
10400
SH
DFND
02
10400
0
0
ADAMS RESOURCES ENERGY INC
COMMON
006351308
31
800
SH
DFND
02
800
0
0
ADOBE SYSTEMS INC
COMMON
00724F101
996
10400
SH
DFND
02
10400
0
0
ADVANCE AUTO PARTS INC
COMMON
00751Y106
4461
27600
SH
DFND
02
27600
0
0
AECOM
COMMON
00766T100
661
20800
SH
DFND
02
20800
0
0
AEP INDUSTRIES INC
COMMON
001031103
81
1008
SH
DFND
02
1008
0
0
AES CORP
COMMON
00130H105
1208
96800
SH
DFND
02
79700
0
17100
AETNA INC
COMMON
00817Y108
20561
168353
SH
DFND
02
47653
0
120700
AFLAC INC
COMMON
001055102
16452
228000
SH
DFND
02
42600
0
185400
AGCO CORP
COMMON
001084102
2598
55118
SH
DFND
02
55118
0
0
AGILENT TECHNOLOGIES INC
COMMON
00846U101
12651
285200
SH
DFND
02
43500
0
241700
AIR PRODUCTS CHEMICALS INC
COMMON
009158106
16264
114500
SH
DFND
02
0
0
114500
AIR TRANSPORT SERVICES GROUP
COMMON
00922R105
141
10900
SH
DFND
02
10900
0
0
AK STEEL HOLDING CORP
COMMON
001547108
51
11000
SH
DFND
02
11000
0
0
AKAMAI TECHNOLOGIES INC
COMMON
00971T101
16594
296700
SH
DFND
02
12400
0
284300
ALASKA AIR GROUP INC
COMMON
011659109
23480
402809
SH
DFND
02
204009
0
198800
ALBANY MOLECULAR RESEARCH
COMMON
012423109
534
39700
SH
DFND
02
39700
0
0
ALEXANDER S INC
REIT
014752109
319
780
SH
DFND
02
780
0
0
ALIGN TECHNOLOGY INC
COMMON
016255101
1874
23266
SH
DFND
02
23266
0
0
ALLEGHANY CORP
COMMON
017175100
1592
2897
SH
DFND
02
2897
0
0
ALLEGIANT TRAVEL CO
COMMON
01748X102
1288
8500
SH
DFND
02
8500
0
0
ALLEGION PLC
COMMON
G0176J109
81
1166
SH
DFND
02
1166
0
0
ALLERGAN PLC
COMMON
G0177J108
1525
6600
SH
DFND
02
4700
0
1900
ALLIANCE DATA SYSTEMS CORP
COMMON
018581108
862
4400
SH
DFND
02
4400
0
0
ALLIANCE HEALTHCARE SERVICE
COMMON
018606301
47
7600
SH
DFND
02
7600
0
0
ALLIANT ENERGY CORP
COMMON
018802108
2743
69100
SH
DFND
02
0
0
69100
ALLISON TRANSMISSION HOLDING
COMMON
01973R101
13683
484700
SH
DFND
02
79100
0
405600
ALLSCRIPTS HEALTHCARE SOLUTI
COMMON
01988P108
903
71100
SH
DFND
02
68400
0
2700
ALLSTATE CORP
COMMON
020002101
30297
433124
SH
DFND
02
42324
0
390800
ALPHA OMEGA SEMICONDUCTOR
COMMON
G6331P104
898
64500
SH
DFND
02
64500
0
0
ALPHABET INC CL A
COMMON
02079K305
31244
44410
SH
DFND
02
16977
0
27433
ALPHABET INC CL C
COMMON
02079K107
35700
51582
SH
DFND
02
19191
0
32391
ALTISOURCE PORTFOLIO SOL
COMMON
L0175J104
262
9400
SH
DFND
02
9400
0
0
ALTRIA GROUP INC
COMMON
02209S103
25577
370898
SH
DFND
02
194298
0
176600
AMAZON COM INC
COMMON
023135106
31096
43453
SH
DFND
02
9429
0
34024
AMC NETWORKS INC A
COMMON
00164V103
7169
118650
SH
DFND
02
28650
0
90000
AMDOCS LTD
COMMON
G02602103
10817
187405
SH
DFND
02
105
0
187300
AMERCO
COMMON
023586100
7690
20531
SH
DFND
02
20531
0
0
AMEREN CORPORATION
COMMON
023608102
1
24
SH
DFND
02
24
0
0
AMERICAN AIRLINES GROUP INC
COMMON
02376R102
3901
137800
SH
DFND
02
137800
0
0
AMERICAN ELECTRIC POWER
COMMON
025537101
5642
80500
SH
DFND
02
40200
0
40300
AMERICAN EXPRESS CO
COMMON
025816109
11578
190550
SH
DFND
02
106750
0
83800
AMERICAN FINANCIAL GROUP INC
COMMON
025932104
13389
181100
SH
DFND
02
1200
0
179900
AMERICAN HOMES 4 RENT A
REIT
02665T306
244
11900
SH
DFND
02
11900
0
0
AMERICAN INTERNATIONAL GROUP
COMMON
026874784
2697
51000
SH
DFND
02
51000
0
0
AMERICAN PUBLIC EDUCATION
COMMON
02913V103
677
24100
SH
DFND
02
24100
0
0
AMERICAN TOWER CORP
REIT
03027X100
193
1700
SH
DFND
02
800
0
900
AMERICAN WATER WORKS CO INC
COMMON
030420103
921
10900
SH
DFND
02
10900
0
0
AMERIPRISE FINANCIAL INC
COMMON
03076C106
270
3000
SH
DFND
02
3000
0
0
AMERISOURCEBERGEN CORP
COMMON
03073E105
14001
176513
SH
DFND
02
20913
0
155600
AMGEN INC
COMMON
031162100
52857
347398
SH
DFND
02
96898
0
250500
AMSURG CORP
COMMON
03232P405
830
10700
SH
DFND
02
10700
0
0
AMTRUST FINANCIAL SERVICES
COMMON
032359309
1156
47200
SH
DFND
02
47200
0
0
ANADARKO PETROLEUM CORP
COMMON
032511107
4127
77500
SH
DFND
02
0
0
77500
ANALOGIC CORP
COMMON
032657207
834
10500
SH
DFND
02
10500
0
0
ANGIODYNAMICS INC
COMMON
03475V101
125
8700
SH
DFND
02
8700
0
0
ANIKA THERAPEUTICS INC
COMMON
035255108
719
13400
SH
DFND
02
13400
0
0
ANIXTER INTERNATIONAL INC
COMMON
035290105
2424
45500
SH
DFND
02
45500
0
0
ANSYS INC
COMMON
03662Q105
7196
79300
SH
DFND
02
9600
0
69700
ANTHEM INC
COMMON
036752103
2853
21722
SH
DFND
02
20722
0
1000
AON PLC
COMMON
G0408V102
109
1000
SH
DFND
02
1000
0
0
APACHE CORP
COMMON
037411105
19735
354500
SH
DFND
02
12200
0
342300
APPLE INC
COMMON
037833100
104510
1093201
SH
DFND
02
371601
0
721600
ARC DOCUMENT SOLUTIONS INC
COMMON
00191G103
126
32500
SH
DFND
02
32500
0
0
ARCH CAPITAL GROUP LTD
COMMON
G0450A105
2046
28417
SH
DFND
02
28417
0
0
ARCHER DANIELS MIDLAND CO
COMMON
039483102
485
11300
SH
DFND
02
11300
0
0
ARES COMMERCIAL REAL ESTATE
REIT
04013V108
65
5300
SH
DFND
02
5300
0
0
ARGO GROUP INTERNATIONAL
COMMON
G0464B107
69
1320
SH
DFND
02
1320
0
0
ARMSTRONG WORLD INDUSTRIES
COMMON
04247X102
611
15600
SH
DFND
02
15600
0
0
ARROW ELECTRONICS INC
COMMON
042735100
2625
42400
SH
DFND
02
42400
0
0
ARTISAN PARTNERS ASSET MA A
COMMON
04316A108
11
399
SH
DFND
02
399
0
0
ASBURY AUTOMOTIVE GROUP
COMMON
043436104
638
12100
SH
DFND
02
12100
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON
G05384105
3836
82710
SH
DFND
02
36610
0
46100
ASSOCIATED BANC CORP
COMMON
045487105
587
34200
SH
DFND
02
0
0
34200
ASSURANT INC
COMMON
04621X108
2690
31165
SH
DFND
02
31165
0
0
ASSURED GUARANTY LTD
COMMON
G0585R106
746
29400
SH
DFND
02
29400
0
0
AT T INC
COMMON
00206R102
23035
533087
SH
DFND
02
94273
0
438814
ATN INTERNATIONAL INC
COMMON
00215F107
529
6800
SH
DFND
02
6800
0
0
ATRION CORPORATION
COMMON
049904105
315
737
SH
DFND
02
737
0
0
AUTODESK INC
COMMON
052769106
346
6400
SH
DFND
02
4300
0
2100
AUTONATION INC
COMMON
05329W102
827
17600
SH
DFND
02
17600
0
0
AUTOZONE INC
COMMON
053332102
9817
12367
SH
DFND
02
12367
0
0
AVANGRID INC
COMMON
05351W103
359
7800
SH
DFND
02
7800
0
0
AVERY DENNISON CORP
COMMON
053611109
7
99
SH
DFND
02
99
0
0
AVNET INC
COMMON
053807103
18151
448056
SH
DFND
02
49856
0
398200
BAIDU INC SPON ADR
ADR
056752108
2510
15200
SH
DFND
02
0
0
15200
BALDWIN LYONS INC CL B
COMMON
057755209
15
600
SH
DFND
02
600
0
0
BALL CORP
COMMON
058498106
11060
153000
SH
DFND
02
153000
0
0
BANK OF AMERICA CORP
COMMON
060505104
14231
1072442
SH
DFND
02
666754
0
405688
BANK OF HAWAII CORP
COMMON
062540109
5
73
SH
DFND
02
73
0
0
BANK OF NEW YORK MELLON CORP
COMMON
064058100
470
12100
SH
DFND
02
12100
0
0
BANKFINANCIAL CORP
COMMON
06643P104
8
700
SH
DFND
02
700
0
0
BANKRATE INC
COMMON
06647F102
10
1300
SH
DFND
02
1300
0
0
BANNER CORPORATION
COMMON
06652V208
247
5800
SH
DFND
02
5800
0
0
BARNES NOBLE EDUCATION INC
COMMON
06777U101
563
55480
SH
DFND
02
55480
0
0
BASIC ENERGY SERVICES INC
COMMON
06985P100
73
43500
SH
DFND
02
43500
0
0
BB T CORP
COMMON
054937107
415
11668
SH
DFND
02
668
0
11000
BCE INC
COMMON
05534B760
5
115
SH
DFND
02
115
0
0
BECTON DICKINSON AND CO
COMMON
075887109
8598
50700
SH
DFND
02
0
0
50700
BED BATH BEYOND INC
COMMON
075896100
11592
268200
SH
DFND
02
14200
0
254000
BEL FUSE INC CL B
COMMON
077347300
94
5300
SH
DFND
02
5300
0
0
BEMIS COMPANY
COMMON
081437105
3181
61776
SH
DFND
02
25876
0
35900
BENCHMARK ELECTRONICS INC
COMMON
08160H101
518
24500
SH
DFND
02
24500
0
0
BERKSHIRE HATHAWAY INC CL A
COMMON
084670108
1302
6
SH
DFND
02
6
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON
084670702
70059
483866
SH
DFND
02
141066
0
342800
BEST BUY CO INC
COMMON
086516101
11
345
SH
DFND
02
345
0
0
BIOGEN INC
COMMON
09062X103
11713
48435
SH
DFND
02
40835
0
7600
BIO RAD LABORATORIES A
COMMON
090572207
4577
32000
SH
DFND
02
0
0
32000
BIOSPECIFICS TECHNOLOGIES
COMMON
090931106
60
1500
SH
DFND
02
1500
0
0
BIOTELEMETRY INC
COMMON
090672106
199
12200
SH
DFND
02
12200
0
0
BLACKHAWK NETWORK HOLDINGS I
COMMON
09238E104
0
1
SH
DFND
02
1
0
0
BLACKROCK INC
COMMON
09247X101
0
1
SH
DFND
02
1
0
0
BLUE BUFFALO PET PRODUCTS IN
COMMON
09531U102
684
29300
SH
DFND
02
29300
0
0
BOEING CO THE
COMMON
097023105
17299
133200
SH
DFND
02
14600
0
118600
BOOZ ALLEN HAMILTON HOLDINGS
COMMON
099502106
2863
96600
SH
DFND
02
0
0
96600
BOSTON SCIENTIFIC CORP
COMMON
101137107
996
42600
SH
DFND
02
40100
0
2500
BRINKER INTERNATIONAL INC
COMMON
109641100
4455
97846
SH
DFND
02
246
0
97600
BRISTOL MYERS SQUIBB CO
COMMON
110122108
2148
29200
SH
DFND
02
0
0
29200
BROADCOM LTD
COMMON
Y09827109
355
2282
SH
DFND
02
2082
0
200
BROADRIDGE FINANCIAL SOLUTIO
COMMON
11133T103
3560
54600
SH
DFND
02
0
0
54600
BROCADE COMMUNICATIONS SYS
COMMON
111621306
14299
1557600
SH
DFND
02
65600
0
1492000
BROOKDALE SENIOR LIVING INC
COMMON
112463104
381
24700
SH
DFND
02
22700
0
2000
BROWN BROWN INC
COMMON
115236101
959
25598
SH
DFND
02
25598
0
0
BROWN FORMAN CORP CLASS B
COMMON
115637209
110
1100
SH
DFND
02
1100
0
0
BRUKER CORP
COMMON
116794108
11962
526051
SH
DFND
02
30051
0
496000
BURLINGTON STORES INC
COMMON
122017106
67
1000
SH
DFND
02
0
0
1000
BWX TECHNOLOGIES INC
COMMON
05605H100
4623
129233
SH
DFND
02
39233
0
90000
CA INC
COMMON
12673P105
10808
329200
SH
DFND
02
0
0
329200
CABOT CORP
COMMON
127055101
9660
211561
SH
DFND
02
45861
0
165700
CABOT OIL GAS CORP
COMMON
127097103
183
7100
SH
DFND
02
7100
0
0
CACI INTERNATIONAL INC CL A
COMMON
127190304
993
10988
SH
DFND
02
10988
0
0
CAESARS ENTERTAINMENT CORP
COMMON
127686103
21
2700
SH
DFND
02
2700
0
0
CALIFORNIA RESOURCES CORP
COMMON
13057Q206
0
3
SH
DFND
02
3
0
0
CAL MAINE FOODS INC
COMMON
128030202
93
2100
SH
DFND
02
2100
0
0
CALPINE CORP
COMMON
131347304
627
42500
SH
DFND
02
42500
0
0
CAMBIUM LEARNING GROUP INC
COMMON
13201A107
9
2100
SH
DFND
02
2100
0
0
CAMBREX CORP
COMMON
132011107
6202
119900
SH
DFND
02
119900
0
0
CAMPBELL SOUP CO
COMMON
134429109
19958
299979
SH
DFND
02
14479
0
285500
CANTEL MEDICAL CORP
COMMON
138098108
557
8100
SH
DFND
02
8100
0
0
CAPITAL CITY BANK GROUP INC
COMMON
139674105
13
900
SH
DFND
02
900
0
0
CAPITAL ONE FINANCIAL CORP
COMMON
14040H105
883
13900
SH
DFND
02
13900
0
0
CAPITOL FEDERAL FINANCIAL IN
COMMON
14057J101
402
28800
SH
DFND
02
28800
0
0
CARBYLAN THERAPEUTICS INC
COMMON
141384107
137
206700
SH
DFND
02
206700
0
0
CARDINAL HEALTH INC
COMMON
14149Y108
515
6600
SH
DFND
02
6600
0
0
CARE CAPITAL PROPERTIES INC
REIT
141624106
1788
68200
SH
DFND
02
0
0
68200
CARLISLE COS INC
COMMON
142339100
28954
273974
SH
DFND
02
27074
0
246900
CARMAX INC
COMMON
143130102
883
18000
SH
DFND
02
18000
0
0
CARTER S INC
COMMON
146229109
23253
218400
SH
DFND
02
0
0
218400
CASEY S GENERAL STORES INC
COMMON
147528103
53
400
SH
DFND
02
0
0
400
CASH AMERICA INTL INC
COMMON
14754D100
17
400
SH
DFND
02
400
0
0
CATHAY GENERAL BANCORP
COMMON
149150104
2208
78300
SH
DFND
02
78300
0
0
CBL ASSOCIATES PROPERTIES
REIT
124830100
0
52
SH
DFND
02
52
0
0
CBOE HOLDINGS INC
COMMON
12503M108
8947
134300
SH
DFND
02
0
0
134300
CBRE GROUP INC A
COMMON
12504L109
688
26000
SH
DFND
02
26000
0
0
CBS CORP CLASS B NON VOTING
COMMON
124857202
24944
458186
SH
DFND
02
8186
0
450000
CDW CORP DE
COMMON
12514G108
19647
490200
SH
DFND
02
72800
0
417400
CELANESE CORP SERIES A
COMMON
150870103
14268
218000
SH
DFND
02
2500
0
215500
CELGENE CORP
COMMON
151020104
7950
80600
SH
DFND
02
51400
0
29200
CENTERSTATE BANKS INC
COMMON
15201P109
88
5600
SH
DFND
02
5600
0
0
CENTRAL GARDEN AND PET CO A
COMMON
153527205
2720
125300
SH
DFND
02
125300
0
0
CENTURYLINK INC
COMMON
156700106
26622
917700
SH
DFND
02
103300
0
814400
CERNER CORP
COMMON
156782104
979
16700
SH
DFND
02
15700
0
1000
CF INDUSTRIES HOLDINGS INC
COMMON
125269100
415
17200
SH
DFND
02
17200
0
0
CHARLES RIVER LABORATORIES
COMMON
159864107
15511
188143
SH
DFND
02
12843
0
175300
CHARTER COMMUNICATIONS INC A
COMMON
16119P108
2097
9171
SH
DFND
02
9171
0
0
CHEESECAKE FACTORY INC THE
COMMON
163072101
939
19500
SH
DFND
02
19500
0
0
CHEMED CORP
COMMON
16359R103
3885
28500
SH
DFND
02
28500
0
0
CHEVRON CORP
COMMON
166764100
25724
245387
SH
DFND
02
136010
0
109377
CHILDREN S PLACE INC THE
COMMON
168905107
2632
32825
SH
DFND
02
32825
0
0
CHIMERA INVESTMENT CORP
REIT
16934Q208
842
53600
SH
DFND
02
53600
0
0
CHIPOTLE MEXICAN GRILL INC
COMMON
169656105
1490
3700
SH
DFND
02
3700
0
0
CHOICE HOTELS INTL INC
COMMON
169905106
8
163
SH
DFND
02
163
0
0
CHUBB LTD
COMMON
H1467J104
10139
77566
SH
DFND
02
77566
0
0
CHURCH DWIGHT CO INC
COMMON
171340102
25764
250400
SH
DFND
02
22000
0
228400
CIGNA CORP
COMMON
125509109
11481
89700
SH
DFND
02
68800
0
20900
CIMAREX ENERGY CO
COMMON
171798101
605
5068
SH
DFND
02
5068
0
0
CINCINNATI BELL INC
COMMON
171871106
1424
311600
SH
DFND
02
311600
0
0
CINCINNATI FINANCIAL CORP
COMMON
172062101
1685
22500
SH
DFND
02
22500
0
0
CISCO SYSTEMS INC
COMMON
17275R102
49482
1724700
SH
DFND
02
225800
0
1498900
CITIGROUP INC
COMMON
172967424
7227
170498
SH
DFND
02
73798
0
96700
CITRIX SYSTEMS INC
COMMON
177376100
34372
429167
SH
DFND
02
135667
0
293500
CIVEO CORP
COMMON
17878Y108
214
119100
SH
DFND
02
119100
0
0
CLEAN ENERGY FUELS CORP
COMMON
184499101
273
78700
SH
DFND
02
78700
0
0
CLEAN HARBORS INC
COMMON
184496107
360
6900
SH
DFND
02
6900
0
0
CLEARWATER PAPER CORP
COMMON
18538R103
896
13700
SH
DFND
02
13700
0
0
CLOROX COMPANY
COMMON
189054109
27014
195200
SH
DFND
02
17900
0
177300
CME GROUP INC
COMMON
12572Q105
380
3900
SH
DFND
02
0
0
3900
CMS ENERGY CORP
COMMON
125896100
156
3400
SH
DFND
02
3400
0
0
CNO FINANCIAL GROUP INC
COMMON
12621E103
152
8700
SH
DFND
02
8700
0
0
COCA COLA CO THE
COMMON
191216100
10675
235500
SH
DFND
02
18500
0
217000
COCA COLA EUROPEAN PARTNERS
COMMON
G25839104
0
4
SH
DFND
02
4
0
0
COGNEX CORP
COMMON
192422103
12525
290600
SH
DFND
02
0
0
290600
COGNIZANT TECH SOLUTIONS A
COMMON
192446102
183
3200
SH
DFND
02
3200
0
0
COHERENT INC
COMMON
192479103
477
5200
SH
DFND
02
5200
0
0
COLFAX CORP
COMMON
194014106
103
3900
SH
DFND
02
3900
0
0
COLGATE PALMOLIVE CO
COMMON
194162103
864
11800
SH
DFND
02
11800
0
0
COLUMBIA PROPERTY TRUST INC
REIT
198287203
6
292
SH
DFND
02
292
0
0
COMCAST CORP CLASS A
COMMON
20030N101
18436
282800
SH
DFND
02
177900
0
104900
COMMERCE BANCSHARES INC
COMMON
200525103
23
481
SH
DFND
02
481
0
0
COMMSCOPE HOLDING CO INC
COMMON
20337X109
164
5300
SH
DFND
02
5300
0
0
COMMUNICATIONS SALES LE
REIT
20341J104
101
3480
SH
DFND
02
0
0
3480
COMMUNITY HEALTH SYSTEMS INC
COMMON
203668108
19361
1606700
SH
DFND
02
5200
0
1601500
CONAGRA FOODS INC
COMMON
205887102
81
1700
SH
DFND
02
0
0
1700
CONOCOPHILLIPS
COMMON
20825C104
1077
24711
SH
DFND
02
24711
0
0
CONSOLIDATED EDISON INC
COMMON
209115104
265
3300
SH
DFND
02
0
0
3300
CONSTELLATION BRANDS INC A
COMMON
21036P108
2779
16800
SH
DFND
02
16800
0
0
CONTAINER STORE GROUP INC TH
COMMON
210751103
37
7000
SH
DFND
02
7000
0
0
CONTINENTAL BUILDING PRODUCT
COMMON
211171103
471
21200
SH
DFND
02
21200
0
0
COOPER COS INC THE
COMMON
216648402
841
4900
SH
DFND
02
4200
0
700
COOPER TIRE RUBBER
COMMON
216831107
468
15700
SH
DFND
02
15700
0
0
COPART INC
COMMON
217204106
1313
26800
SH
DFND
02
26800
0
0
CORE MOLDING TECHNOLOGIES IN
COMMON
218683100
48
3500
SH
DFND
02
3500
0
0
CORPORATE OFFICE PROPERTIES
REIT
22002T108
13
431
SH
DFND
02
431
0
0
CORRECTIONS CORP OF AMERICA
REIT
22025Y407
8
221
SH
DFND
02
221
0
0
COSTAR GROUP INC
COMMON
22160N109
66
300
SH
DFND
02
0
0
300
COSTCO WHOLESALE CORP
COMMON
22160K105
34612
220400
SH
DFND
02
25600
0
194800
COTY INC CL A
COMMON
222070203
1689
65000
SH
DFND
02
0
0
65000
COUSINS PROPERTIES INC
REIT
222795106
116
11200
SH
DFND
02
11200
0
0
CR BARD INC
COMMON
067383109
2315
9846
SH
DFND
02
9846
0
0
CRAWFORD CO CL B
COMMON
224633107
28
3300
SH
DFND
02
3300
0
0
CRAY INC
COMMON
225223304
1041
34800
SH
DFND
02
34800
0
0
CREE INC
COMMON
225447101
61
2500
SH
DFND
02
0
0
2500
CROWN HOLDINGS INC
COMMON
228368106
932
18400
SH
DFND
02
18400
0
0
CSG SYSTEMS INTL INC
COMMON
126349109
762
18900
SH
DFND
02
18900
0
0
CSS INDUSTRIES INC
COMMON
125906107
67
2500
SH
DFND
02
2500
0
0
CST BRANDS INC
COMMON
12646R105
557
12933
SH
DFND
02
12933
0
0
CSX CORP
COMMON
126408103
4241
162600
SH
DFND
02
162600
0
0
CULLEN FROST BANKERS INC
COMMON
229899109
17071
267865
SH
DFND
02
165
0
267700
CVR ENERGY INC
COMMON
12662P108
31
2000
SH
DFND
02
2000
0
0
CVS HEALTH CORP
COMMON
126650100
4588
47923
SH
DFND
02
45423
0
2500
DARDEN RESTAURANTS INC
COMMON
237194105
282
4452
SH
DFND
02
3052
0
1400
DAVITA HEALTHCARE PARTNERS I
COMMON
23918K108
286
3700
SH
DFND
02
3700
0
0
DELTA AIR LINES INC
COMMON
247361702
5169
141882
SH
DFND
02
141882
0
0
DELUXE CORP
COMMON
248019101
2867
43200
SH
DFND
02
43200
0
0
DENBURY RESOURCES INC
COMMON
247916208
431
120154
SH
DFND
02
120154
0
0
DEXCOM INC
COMMON
252131107
48
600
SH
DFND
02
0
0
600
DIAMOND OFFSHORE DRILLING
COMMON
25271C102
1973
81100
SH
DFND
02
11200
0
69900
DIAMONDBACK ENERGY INC
COMMON
25278X109
37
404
SH
DFND
02
404
0
0
DIGITALGLOBE INC
COMMON
25389M877
64
3000
SH
DFND
02
3000
0
0
DILLARDS INC CL A
COMMON
254067101
3041
50185
SH
DFND
02
50185
0
0
DISCOVER FINANCIAL SERVICES
COMMON
254709108
13172
245800
SH
DFND
02
178300
0
67500
DISCOVERY COMMUNICATIONS A
COMMON
25470F104
903
35800
SH
DFND
02
35800
0
0
DISCOVERY COMMUNICATIONS C
COMMON
25470F302
1128
47300
SH
DFND
02
47300
0
0
DISH NETWORK CORP A
COMMON
25470M109
776
14800
SH
DFND
02
14800
0
0
DOLBY LABORATORIES INC CL A
COMMON
25659T107
3020
63116
SH
DFND
02
316
0
62800
DOLLAR GENERAL CORP
COMMON
256677105
13
136
SH
DFND
02
136
0
0
DOLLAR TREE INC
COMMON
256746108
4778
50700
SH
DFND
02
48700
0
2000
DOMINION RESOURCES INC VA
COMMON
25746U109
23
300
SH
DFND
02
300
0
0
DOVER CORP
COMMON
260003108
603
8700
SH
DFND
02
8700
0
0
DOW CHEMICAL CO THE
COMMON
260543103
219
4400
SH
DFND
02
2100
0
2300
DR HORTON INC
COMMON
23331A109
113
3600
SH
DFND
02
3600
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON
26138E109
13412
138800
SH
DFND
02
2700
0
136100
DRIL QUIP INC
COMMON
262037104
117
2000
SH
DFND
02
2000
0
0
DST SYSTEMS INC
COMMON
233326107
2550
21900
SH
DFND
02
0
0
21900
DSW INC CLASS A
COMMON
23334L102
2796
132000
SH
DFND
02
26000
0
106000
DUKE ENERGY CORP
COMMON
26441C204
812
9466
SH
DFND
02
5766
0
3700
DUKE REALTY CORP
REIT
264411505
8
302
SH
DFND
02
302
0
0
DUN BRADSTREET CORP
COMMON
26483E100
1097
9000
SH
DFND
02
9000
0
0
DYNEX CAPITAL INC
REIT
26817Q506
141
20300
SH
DFND
02
20300
0
0
E*TRADE FINANCIAL CORP
COMMON
269246401
78
3300
SH
DFND
02
3300
0
0
EAGLE MATERIALS INC
COMMON
26969P108
116
1500
SH
DFND
02
1500
0
0
EARTHLINK HOLDINGS CORP
COMMON
27033X101
708
110700
SH
DFND
02
110700
0
0
EAST WEST BANCORP INC
COMMON
27579R104
2690
78700
SH
DFND
02
0
0
78700
EBAY INC
COMMON
278642103
10649
454883
SH
DFND
02
21183
0
433700
EDGEWELL PERSONAL CARE CO
COMMON
28035Q102
2195
26000
SH
DFND
02
26000
0
0
EDISON INTERNATIONAL
COMMON
281020107
17973
231400
SH
DFND
02
26600
0
204800
EDWARDS LIFESCIENCES CORP
COMMON
28176E108
6313
63300
SH
DFND
02
62600
0
700
ELECTRONIC ARTS INC
COMMON
285512109
2500
33000
SH
DFND
02
33000
0
0
ELECTRONICS FOR IMAGING
COMMON
286082102
568
13200
SH
DFND
02
13200
0
0
ELI LILLY CO
COMMON
532457108
118
1500
SH
DFND
02
0
0
1500
EMC CORP MA
COMMON
268648102
3247
119500
SH
DFND
02
119500
0
0
EMCOR GROUP INC
COMMON
29084Q100
340
6900
SH
DFND
02
6900
0
0
ENCORE WIRE CORP
COMMON
292562105
761
20400
SH
DFND
02
20400
0
0
ENERGEN CORP
COMMON
29265N108
4700
97500
SH
DFND
02
0
0
97500
ENERGIZER HOLDINGS INC
COMMON
29272W109
2214
43000
SH
DFND
02
43000
0
0
ENNIS INC
COMMON
293389102
144
7500
SH
DFND
02
7500
0
0
ENSCO PLC CL A
COMMON
G3157S106
220
22700
SH
DFND
02
22700
0
0
ENTEGRIS INC
COMMON
29362U104
1307
90300
SH
DFND
02
90300
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON
293712105
137
4900
SH
DFND
02
4900
0
0
ENTRAVISION COMMUNICATIONS A
COMMON
29382R107
182
27100
SH
DFND
02
27100
0
0
EOG RESOURCES INC
COMMON
26875P101
59
704
SH
DFND
02
4
0
700
EP ENERGY CORP CL A
COMMON
268785102
843
162700
SH
DFND
02
162700
0
0
EPLUS INC
COMMON
294268107
1096
13400
SH
DFND
02
13400
0
0
EQUINIX INC
REIT
29444U700
622
1605
SH
DFND
02
1605
0
0
EQUITY COMMONWEALTH
REIT
294628102
2392
82100
SH
DFND
02
4600
0
77500
EQUITY LIFESTYLE PROPERTIES
REIT
29472R108
1961
24500
SH
DFND
02
0
0
24500
EQUITY RESIDENTIAL
REIT
29476L107
1597
23178
SH
DFND
02
23178
0
0
ERA GROUP INC
COMMON
26885G109
322
34300
SH
DFND
02
34300
0
0
ERIE INDEMNITY COMPANY CL A
COMMON
29530P102
715
7200
SH
DFND
02
7200
0
0
ESSENT GROUP LTD
COMMON
G3198U102
87
4000
SH
DFND
02
4000
0
0
ESTEE LAUDER COMPANIES CL A
COMMON
518439104
6
67
SH
DFND
02
67
0
0
EVEREST RE GROUP LTD
COMMON
G3223R108
800
4382
SH
DFND
02
4382
0
0
EXACTECH INC
COMMON
30064E109
27
1000
SH
DFND
02
1000
0
0
EXPEDIA INC
COMMON
30212P303
1265
11900
SH
DFND
02
11900
0
0
EXPEDITORS INTL WASH INC
COMMON
302130109
14805
301900
SH
DFND
02
71600
0
230300
EXPONENT INC
COMMON
30214U102
2570
44000
SH
DFND
02
44000
0
0
EXPRESS INC
COMMON
30219E103
1178
81200
SH
DFND
02
81200
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON
30219G108
5465
72095
SH
DFND
02
72095
0
0
EXXON MOBIL CORP
COMMON
30231G102
95432
1018048
SH
DFND
02
244548
0
773500
F5 NETWORKS INC
COMMON
315616102
13387
117599
SH
DFND
02
10399
0
107200
FABRINET
COMMON
G3323L100
1789
48200
SH
DFND
02
48200
0
0
FACEBOOK INC A
COMMON
30303M102
27223
238212
SH
DFND
02
70812
0
167400
FACTSET RESEARCH SYSTEMS INC
COMMON
303075105
2324
14400
SH
DFND
02
14400
0
0
FBR CO
COMMON
30247C400
136
9100
SH
DFND
02
9100
0
0
FEDERAL SIGNAL CORP
COMMON
313855108
37
2900
SH
DFND
02
2900
0
0
FEDERATED INVESTORS INC CL B
COMMON
314211103
724
25170
SH
DFND
02
370
0
24800
FEDEX CORP
COMMON
31428X106
4371
28800
SH
DFND
02
28800
0
0
FIFTH THIRD BANCORP
COMMON
316773100
1557
88500
SH
DFND
02
88500
0
0
FINISH LINE THE CL A
COMMON
317923100
244
12100
SH
DFND
02
12100
0
0
FIRST DEFIANCE FINL CORP
COMMON
32006W106
78
2000
SH
DFND
02
2000
0
0
FIRST INTERSTATE BANCSYS A
COMMON
32055Y201
576
20500
SH
DFND
02
20500
0
0
FIRST MERCHANTS CORP
COMMON
320817109
170
6800
SH
DFND
02
6800
0
0
FIRST MIDWEST BANCORP INC IL
COMMON
320867104
723
41200
SH
DFND
02
41200
0
0
FIRST SOLAR INC
COMMON
336433107
1886
38900
SH
DFND
02
38900
0
0
FIRSTMERIT CORP
COMMON
337915102
1322
65210
SH
DFND
02
65210
0
0
FISERV INC
COMMON
337738108
10895
100200
SH
DFND
02
0
0
100200
FIVE STAR QUALITY CARE
COMMON
33832D106
141
60200
SH
DFND
02
60200
0
0
FLIR SYSTEMS INC
COMMON
302445101
62
2000
SH
DFND
02
0
0
2000
FLUOR CORP
COMMON
343412102
137
2790
SH
DFND
02
2790
0
0
FMC TECHNOLOGIES INC
COMMON
30249U101
20861
782200
SH
DFND
02
153000
0
629200
FNB CORP
COMMON
302520101
27
2135
SH
DFND
02
2135
0
0
FNF GROUP
TRACKING
31620R303
668
17800
SH
DFND
02
17800
0
0
FORD MOTOR CO
COMMON
345370860
1886
150000
SH
DFND
02
150000
0
0
FOSSIL GROUP INC
COMMON
34988V106
4046
141800
SH
DFND
02
1600
0
140200
FOUR CORNERS PROPERTY TRUST
REIT
35086T109
2207
107167
SH
DFND
02
0
0
107167
FRANKLIN RESOURCES INC
COMMON
354613101
1842
55200
SH
DFND
02
55200
0
0
FRANK S INTERNATIONAL NV
COMMON
N33462107
1290
88300
SH
DFND
02
88300
0
0
GAMCO INVESTORS INC A
COMMON
361438104
308
9400
SH
DFND
02
9400
0
0
GAMESTOP CORP CLASS A
COMMON
36467W109
10
390
SH
DFND
02
390
0
0
GAP INC THE
COMMON
364760108
141
6627
SH
DFND
02
6627
0
0
GENER8 MARITIME INC
COMMON
Y26889108
204
31900
SH
DFND
02
31900
0
0
GENERAL DYNAMICS CORP
COMMON
369550108
987
7090
SH
DFND
02
7090
0
0
GENERAL ELECTRIC CO
COMMON
369604103
73791
2344064
SH
DFND
02
384669
0
1959395
GENERAL MILLS INC
COMMON
370334104
164
2300
SH
DFND
02
2300
0
0
GENESEE WYOMING INC CL A
COMMON
371559105
159
2700
SH
DFND
02
2700
0
0
GENPACT LTD
COMMON
G3922B107
3
130
SH
DFND
02
130
0
0
GENTEX CORP
COMMON
371901109
11932
772300
SH
DFND
02
130300
0
642000
GENUINE PARTS CO
COMMON
372460105
12180
120300
SH
DFND
02
0
0
120300
GILEAD SCIENCES INC
COMMON
375558103
14180
169982
SH
DFND
02
65800
0
104182
GLOBUS MEDICAL INC A
COMMON
379577208
1470
61700
SH
DFND
02
61700
0
0
GNC HOLDINGS INC CL A
COMMON
36191G107
1948
80200
SH
DFND
02
0
0
80200
GOLDMAN SACHS GROUP INC
COMMON
38141G104
3397
22864
SH
DFND
02
22864
0
0
GOODYEAR TIRE RUBBER CO
COMMON
382550101
534
20814
SH
DFND
02
20814
0
0
GRAPHIC PACKAGING HOLDING CO
COMMON
388689101
13539
1079662
SH
DFND
02
254562
0
825100
GREENBRIER COMPANIES INC
COMMON
393657101
3295
113100
SH
DFND
02
113100
0
0
GROUPON INC
COMMON
399473107
4
1323
SH
DFND
02
1323
0
0
HAEMONETICS CORP MASS
COMMON
405024100
342
11800
SH
DFND
02
11800
0
0
HALLADOR ENERGY CO
COMMON
40609P105
106
23000
SH
DFND
02
23000
0
0
HALLIBURTON CO
COMMON
406216101
1114
24600
SH
DFND
02
23300
0
1300
HALLMARK FINL SERVICES INC
COMMON
40624Q203
65
5600
SH
DFND
02
5600
0
0
HALYARD HEALTH INC
COMMON
40650V100
4
112
SH
DFND
02
0
0
112
HANMI FINANCIAL CORPORATION
COMMON
410495204
442
18800
SH
DFND
02
18800
0
0
HANOVER INSURANCE GROUP INC
COMMON
410867105
13091
154700
SH
DFND
02
10700
0
144000
HARMAN INTERNATIONAL
COMMON
413086109
323
4500
SH
DFND
02
4500
0
0
HARRIS CORP
COMMON
413875105
1485
17800
SH
DFND
02
17800
0
0
HASBRO INC
COMMON
418056107
11423
136000
SH
DFND
02
4600
0
131400
HAWAIIAN ELECTRIC INDS
COMMON
419870100
0
9
SH
DFND
02
9
0
0
HAWAIIAN HOLDINGS INC
COMMON
419879101
1124
29600
SH
DFND
02
29600
0
0
HCA HOLDINGS INC
COMMON
40412C101
24964
324169
SH
DFND
02
10769
0
313400
HEALTHWAYS INC
COMMON
422245100
170
14700
SH
DFND
02
14700
0
0
HEIDRICK STRUGGLES INTL
COMMON
422819102
138
8200
SH
DFND
02
8200
0
0
HELMERICH PAYNE
COMMON
423452101
2264
33733
SH
DFND
02
33733
0
0
HENRY SCHEIN INC
COMMON
806407102
972
5500
SH
DFND
02
5500
0
0
HERBALIFE LTD
COMMON
G4412G101
23561
402540
SH
DFND
02
33240
0
369300
HESS CORP
COMMON
42809H107
2464
41000
SH
DFND
02
37000
0
4000
HEXCEL CORP
COMMON
428291108
6
134
SH
DFND
02
134
0
0
HILL ROM HOLDINGS INC
COMMON
431475102
621
12300
SH
DFND
02
12300
0
0
HMS HOLDINGS CORP
COMMON
40425J101
275
15600
SH
DFND
02
15600
0
0
HOME DEPOT INC
COMMON
437076102
47794
374300
SH
DFND
02
57400
0
316900
HORMEL FOODS CORP
COMMON
440452100
498
13600
SH
DFND
02
13600
0
0
HOSPITALITY PROPERTIES TRUST
REIT
44106M102
1
43
SH
DFND
02
43
0
0
HOST HOTELS RESORTS INC
REIT
44107P104
195
12000
SH
DFND
02
12000
0
0
HP INC
COMMON
40434L105
12
989
SH
DFND
02
989
0
0
HUMANA INC
COMMON
444859102
4785
26600
SH
DFND
02
26600
0
0
HUNTINGTON BANCSHARES INC
COMMON
446150104
935
104600
SH
DFND
02
104600
0
0
HUNTINGTON INGALLS INDUSTRIE
COMMON
446413106
23326
138820
SH
DFND
02
39520
0
99300
HYATT HOTELS CORP CL A
COMMON
448579102
22231
452392
SH
DFND
02
3192
0
449200
IHS INC CLASS A
COMMON
451734107
520
4500
SH
DFND
02
4500
0
0
II VI INC
COMMON
902104108
465
24800
SH
DFND
02
24800
0
0
ILLINOIS TOOL WORKS
COMMON
452308109
13166
126400
SH
DFND
02
27800
0
98600
ILLUMINA INC
COMMON
452327109
56
400
SH
DFND
02
0
0
400
IMPAX LABORATORIES INC
COMMON
45256B101
2640
91600
SH
DFND
02
91600
0
0
INFINITY PROPERTY CASUALTY
COMMON
45665Q103
1036
12845
SH
DFND
02
12845
0
0
INGERSOLL RAND PLC
COMMON
G47791101
159
2500
SH
DFND
02
2500
0
0
INGRAM MICRO INC CL A
COMMON
457153104
19313
555300
SH
DFND
02
25700
0
529600
INGREDION INC
COMMON
457187102
2321
17939
SH
DFND
02
539
0
17400
INNOSPEC INC
COMMON
45768S105
938
20400
SH
DFND
02
20400
0
0
INNOVIVA INC
COMMON
45781M101
11
1000
SH
DFND
02
1000
0
0
INSIGHT ENTERPRISES INC
COMMON
45765U103
1386
53300
SH
DFND
02
53300
0
0
INSPERITY INC
COMMON
45778Q107
1591
20600
SH
DFND
02
20600
0
0
INTEL CORP
COMMON
458140100
10489
319800
SH
DFND
02
148300
0
171500
INTELIQUENT INC
COMMON
45825N107
1231
61900
SH
DFND
02
61900
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON
45866F104
538
2100
SH
DFND
02
600
0
1500
INTERNATIONAL PAPER CO
COMMON
460146103
2081
49100
SH
DFND
02
49100
0
0
INTEROIL CORP
COMMON
460951106
1
12
SH
DFND
02
12
0
0
INTERSIL CORP A
COMMON
46069S109
7
500
SH
DFND
02
500
0
0
INTL BUSINESS MACHINES CORP
COMMON
459200101
15222
100293
SH
DFND
02
65693
0
34600
INTREXON CORP
COMMON
46122T102
0
16
SH
DFND
02
16
0
0
INTUIT INC
COMMON
461202103
27367
245200
SH
DFND
02
19400
0
225800
INTUITIVE SURGICAL INC
COMMON
46120E602
2117
3200
SH
DFND
02
3200
0
0
INVACARE CORP
COMMON
461203101
361
29800
SH
DFND
02
29800
0
0
INVESCO LTD
COMMON
G491BT108
0
8
SH
DFND
02
8
0
0
INVESTMENT TECHNOLOGY GROUP
COMMON
46145F105
18
1100
SH
DFND
02
1100
0
0
IPG PHOTONICS CORP
COMMON
44980X109
1624
20300
SH
DFND
02
0
0
20300
IROBOT CORP
COMMON
462726100
674
19200
SH
DFND
02
19200
0
0
IRWIN FINANCIAL CORP
COMMON
464119106
0
5800
SH
DFND
02
5800
0
0
ITRON INC
COMMON
465741106
39
900
SH
DFND
02
900
0
0
JABIL CIRCUIT INC
COMMON
466313103
3770
204100
SH
DFND
02
194100
0
10000
JACK HENRY ASSOCIATES INC
COMMON
426281101
13
144
SH
DFND
02
144
0
0
JACK IN THE BOX INC
COMMON
466367109
1117
13000
SH
DFND
02
13000
0
0
JACOBS ENGINEERING GROUP INC
COMMON
469814107
11093
222700
SH
DFND
02
23700
0
199000
JAZZ PHARMACEUTICALS PLC
COMMON
G50871105
9669
68423
SH
DFND
02
6323
0
62100
JETBLUE AIRWAYS CORP
COMMON
477143101
10733
648100
SH
DFND
02
48400
0
599700
JOHN B SANFILIPPO SON INC
COMMON
800422107
510
11967
SH
DFND
02
11967
0
0
JOHNSON JOHNSON
COMMON
478160104
84721
698440
SH
DFND
02
117840
0
580600
JOHNSON OUTDOORS INC A
COMMON
479167108
15
600
SH
DFND
02
600
0
0
JONES LANG LASALLE INC
COMMON
48020Q107
201
2063
SH
DFND
02
2063
0
0
JPMORGAN CHASE CO
COMMON
46625H100
47721
767963
SH
DFND
02
267663
0
500300
KAR AUCTION SERVICES INC
COMMON
48238T109
5819
139400
SH
DFND
02
0
0
139400
KENNAMETAL INC
COMMON
489170100
7451
337000
SH
DFND
02
0
0
337000
KEYCORP
COMMON
493267108
11558
1046000
SH
DFND
02
0
0
1046000
KIMBERLY CLARK CORP
COMMON
494368103
344
2500
SH
DFND
02
0
0
2500
KIMCO REALTY CORP
REIT
49446R109
1732
55200
SH
DFND
02
55200
0
0
KINDER MORGAN INC
COMMON
49456B101
30
1600
SH
DFND
02
0
0
1600
KIRKLAND S INC
COMMON
497498105
107
7300
SH
DFND
02
7300
0
0
KNOLL INC
COMMON
498904200
63
2600
SH
DFND
02
2600
0
0
KOHLS CORP
COMMON
500255104
9419
248400
SH
DFND
02
0
0
248400
KRAFT HEINZ CO THE
COMMON
500754106
177
2000
SH
DFND
02
0
0
2000
KRISPY KREME DOUGHNUTS INC
COMMON
501014104
1212
57838
SH
DFND
02
57838
0
0
KROGER CO
COMMON
501044101
13089
355763
SH
DFND
02
354163
0
1600
L 3 COMMUNICATIONS HOLDINGS
COMMON
502424104
7334
50000
SH
DFND
02
0
0
50000
LABORATORY CRP OF AMER HLDGS
COMMON
50540R409
2176
16700
SH
DFND
02
16700
0
0
LAM RESEARCH CORP
COMMON
512807108
436
5188
SH
DFND
02
5188
0
0
LANDSTAR SYSTEM INC
COMMON
515098101
28412
413800
SH
DFND
02
97100
0
316700
LANNETT CO INC
COMMON
516012101
481
20200
SH
DFND
02
20200
0
0
LAS VEGAS SANDS CORP
ADR
517834107
261
6000
SH
DFND
02
4600
0
1400
LASALLE HOTEL PROPERTIES
REIT
517942108
38
1600
SH
DFND
02
1600
0
0
LA Z BOY INC
COMMON
505336107
206
7400
SH
DFND
02
7400
0
0
LEAR CORP
COMMON
521865204
23421
230161
SH
DFND
02
15761
0
214400
LEIDOS HOLDINGS INC
COMMON
525327102
2647
55304
SH
DFND
02
27504
0
27800
LEMAITRE VASCULAR INC
COMMON
525558201
80
5600
SH
DFND
02
5600
0
0
LENNAR CORP B SHS
COMMON
526057302
104
2800
SH
DFND
02
2800
0
0
LENNOX INTERNATIONAL INC
COMMON
526107107
6
45
SH
DFND
02
45
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON
52729N308
330
6410
SH
DFND
02
3860
0
2550
LIBERTY INTERACTIVE CORP A
COMMON
53071M104
2499
98500
SH
DFND
02
98500
0
0
LIBERTY TRIPADVISOR HDG A
COMMON
531465102
580
26490
SH
DFND
02
26490
0
0
LIBERTY VENTURES SER A
TRACKING
53071M880
1104
29771
SH
DFND
02
29771
0
0
LIFEPOINT HEALTH INC
COMMON
53219L109
5
74
SH
DFND
02
74
0
0
LINKEDIN CORP A
COMMON
53578A108
151
800
SH
DFND
02
800
0
0
LITTELFUSE INC
COMMON
537008104
1729
14625
SH
DFND
02
14625
0
0
LIVANOVA PLC
COMMON
G5509L101
95
1900
SH
DFND
02
1900
0
0
LKQ CORP
COMMON
501889208
590
18600
SH
DFND
02
18600
0
0
LOEWS CORP
COMMON
540424108
12422
302300
SH
DFND
02
0
0
302300
LOWE S COS INC
COMMON
548661107
36022
455000
SH
DFND
02
67500
0
387500
LYONDELLBASELL INDU CL A
COMMON
N53745100
670
9000
SH
DFND
02
8300
0
700
MADISON SQUARE GARDEN CO A
COMMON
55825T103
322
1866
SH
DFND
02
1866
0
0
MAGELLAN HEALTH INC
COMMON
559079207
3808
57899
SH
DFND
02
57899
0
0
MALLINCKRODT PLC
COMMON
G5785G107
9883
162600
SH
DFND
02
0
0
162600
MANHATTAN ASSOCIATES INC
COMMON
562750109
847
13200
SH
DFND
02
13200
0
0
MARATHON PETROLEUM CORP
COMMON
56585A102
2511
66148
SH
DFND
02
66148
0
0
MARKEL CORP
COMMON
570535104
373
392
SH
DFND
02
392
0
0
MARTIN MARIETTA MATERIALS
COMMON
573284106
77
400
SH
DFND
02
0
0
400
MASCO CORP
COMMON
574599106
12
382
SH
DFND
02
382
0
0
MASTERCARD INC CLASS A
COMMON
57636Q104
11358
128980
SH
DFND
02
128980
0
0
MCDONALD S CORP
COMMON
580135101
4741
39400
SH
DFND
02
12400
0
27000
MCKESSON CORP
COMMON
58155Q103
35767
191628
SH
DFND
02
49628
0
142000
MEDIA GENERAL INC
COMMON
58441K100
773
44976
SH
DFND
02
44976
0
0
MEDICINES COMPANY
COMMON
584688105
74
2200
SH
DFND
02
2200
0
0
MEDIFAST INC
COMMON
58470H101
649
19500
SH
DFND
02
19500
0
0
MEDIVATION INC
COMMON
58501N101
24
400
SH
DFND
02
0
0
400
MEDNAX INC
COMMON
58502B106
130
1800
SH
DFND
02
0
0
1800
MEDTRONIC PLC
COMMON
G5960L103
1028
11853
SH
DFND
02
9853
0
2000
MERCK CO INC
COMMON
58933Y105
49542
859949
SH
DFND
02
102977
0
756972
MERCURY GENERAL CORP
COMMON
589400100
90
1689
SH
DFND
02
1689
0
0
MICHAEL KORS HOLDINGS LTD
COMMON
G60754101
21450
433500
SH
DFND
02
61800
0
371700
MICHAELS COS INC THE
COMMON
59408Q106
13791
484900
SH
DFND
02
107600
0
377300
MICROSOFT CORP
COMMON
594918104
64254
1255701
SH
DFND
02
428701
0
827000
MICROSTRATEGY INC CL A
COMMON
594972408
3114
17790
SH
DFND
02
17790
0
0
MINERALS TECHNOLOGIES INC
COMMON
603158106
1431
25200
SH
DFND
02
25200
0
0
MKS INSTRUMENTS INC
COMMON
55306N104
504
11700
SH
DFND
02
11700
0
0
MODINE MANUFACTURING CO
COMMON
607828100
389
44200
SH
DFND
02
44200
0
0
MONARCH CASINO RESORT INC
COMMON
609027107
99
4500
SH
DFND
02
4500
0
0
MONDELEZ INTERNATIONAL INC A
COMMON
609207105
64
1400
SH
DFND
02
0
0
1400
MONSANTO CO
COMMON
61166W101
207
2000
SH
DFND
02
1400
0
600
MONSTER BEVERAGE CORP
COMMON
61174X109
321
2000
SH
DFND
02
1600
0
400
MOOG INC CLASS A
COMMON
615394202
1016
18850
SH
DFND
02
18850
0
0
MORGAN STANLEY
COMMON
617446448
49
1900
SH
DFND
02
1900
0
0
MORNINGSTAR INC
COMMON
617700109
52
635
SH
DFND
02
635
0
0
MOTOROLA SOLUTIONS INC
COMMON
620076307
2746
41626
SH
DFND
02
41626
0
0
MRC GLOBAL INC
COMMON
55345K103
502
35300
SH
DFND
02
35300
0
0
MSC INDUSTRIAL DIRECT CO A
COMMON
553530106
15832
224378
SH
DFND
02
40578
0
183800
MSCI INC
COMMON
55354G100
13
167
SH
DFND
02
167
0
0
MSG NETWORKS INC A
COMMON
553573106
190
12400
SH
DFND
02
12400
0
0
MULTI FINELINE ELECTRONIX IN
COMMON
62541B101
218
9400
SH
DFND
02
9400
0
0
MURPHY OIL CORP
COMMON
626717102
0
11
SH
DFND
02
11
0
0
MYLAN NV
COMMON
N59465109
3977
91969
SH
DFND
02
91969
0
0
NACCO INDUSTRIES CL A
COMMON
629579103
121
2162
SH
DFND
02
2162
0
0
NASB FINANCIAL INC
COMMON
628968109
33
1100
SH
DFND
02
1100
0
0
NASDAQ INC
COMMON
631103108
21790
336936
SH
DFND
02
51836
0
285100
NATIONAL BEVERAGE CORP
COMMON
635017106
3586
57100
SH
DFND
02
57100
0
0
NATIONAL INSTRUMENTS CORP
COMMON
636518102
69
2500
SH
DFND
02
0
0
2500
NATIONAL RESEARCH CORP A
COMMON
637372202
25
1800
SH
DFND
02
1800
0
0
NATIONAL WESTERN LIFE GROU A
COMMON
638517102
50
257
SH
DFND
02
257
0
0
NATURAL GAS SERVICES GROUP
COMMON
63886Q109
117
5100
SH
DFND
02
5100
0
0
NAVIGANT CONSULTING INC
COMMON
63935N107
510
31600
SH
DFND
02
31600
0
0
NAVIGATORS GROUP INC
COMMON
638904102
37
400
SH
DFND
02
400
0
0
NCI BUILDING SYSTEMS INC
COMMON
628852204
358
22400
SH
DFND
02
22400
0
0
NCR CORPORATION
COMMON
62886E108
1961
70600
SH
DFND
02
2100
0
68500
NETAPP INC
COMMON
64110D104
17208
699800
SH
DFND
02
0
0
699800
NETFLIX INC
COMMON
64110L106
64
700
SH
DFND
02
0
0
700
NETGEAR INC
COMMON
64111Q104
2914
61300
SH
DFND
02
61300
0
0
NEUSTAR INC CLASS A
COMMON
64126X201
5
200
SH
DFND
02
200
0
0
NEWMONT MINING CORP
COMMON
651639106
512
13100
SH
DFND
02
13100
0
0
NEWS CORP CLASS A
COMMON
65249B109
475
41836
SH
DFND
02
41836
0
0
NEXTERA ENERGY INC
COMMON
65339F101
565
4335
SH
DFND
02
4335
0
0
NIKE INC CL B
COMMON
654106103
442
8000
SH
DFND
02
2100
0
5900
NISOURCE INC
COMMON
65473P105
5
193
SH
DFND
02
193
0
0
NOBLE CORP PLC
COMMON
G65431101
6184
750498
SH
DFND
02
50498
0
700000
NOBLE ENERGY INC
COMMON
655044105
47
1300
SH
DFND
02
0
0
1300
NORDSTROM INC
COMMON
655664100
8394
220594
SH
DFND
02
294
0
220300
NORFOLK SOUTHERN CORP
COMMON
655844108
22943
269500
SH
DFND
02
118500
0
151000
NORTH ATLANTIC DRILLING LTD
COMMON
G6613P129
25
3700
SH
DFND
02
3700
0
0
NORTHROP GRUMMAN CORP
COMMON
666807102
38809
174595
SH
DFND
02
39895
0
134700
NOW INC
COMMON
67011P100
675
37200
SH
DFND
02
37200
0
0
NU SKIN ENTERPRISES INC A
COMMON
67018T105
1077
23323
SH
DFND
02
23323
0
0
NUANCE COMMUNICATIONS INC
COMMON
67020Y100
12226
782200
SH
DFND
02
142700
0
639500
NUCOR CORP
COMMON
670346105
12481
252600
SH
DFND
02
0
0
252600
NUTRACEUTICAL INTL CORP
COMMON
67060Y101
25
1100
SH
DFND
02
1100
0
0
NVIDIA CORP
COMMON
67066G104
19619
417334
SH
DFND
02
14534
0
402800
NVR INC
COMMON
62944T105
119
67
SH
DFND
02
67
0
0
NXP SEMICONDUCTORS NV
COMMON
N6596X109
5845
74607
SH
DFND
02
11300
0
63307
OCCIDENTAL PETROLEUM CORP
COMMON
674599105
3174
42000
SH
DFND
02
17000
0
25000
OCEANEERING INTL INC
COMMON
675232102
17704
592894
SH
DFND
02
62894
0
530000
OCWEN FINANCIAL CORP
COMMON
675746309
824
481600
SH
DFND
02
481600
0
0
OFFICE DEPOT INC
COMMON
676220106
520
157085
SH
DFND
02
157085
0
0
OIL STATES INTERNATIONAL INC
COMMON
678026105
5100
155100
SH
DFND
02
155100
0
0
OIL DRI CORP OF AMERICA
COMMON
677864100
10
300
SH
DFND
02
300
0
0
OLD DOMINION FREIGHT LINE
COMMON
679580100
2011
33350
SH
DFND
02
33350
0
0
OLD REPUBLIC INTL CORP
COMMON
680223104
723
37500
SH
DFND
02
37500
0
0
OMEGA PROTEIN CORP
COMMON
68210P107
46
2300
SH
DFND
02
2300
0
0
ON SEMICONDUCTOR CORP
COMMON
682189105
1686
191100
SH
DFND
02
0
0
191100
ONE GAS INC
COMMON
68235P108
1095
16450
SH
DFND
02
16450
0
0
ONEOK INC
COMMON
682680103
1182
24900
SH
DFND
02
24900
0
0
ORACLE CORP
COMMON
68389X105
19180
468600
SH
DFND
02
292700
0
175900
ORASURE TECHNOLOGIES INC
COMMON
68554V108
1135
192100
SH
DFND
02
192100
0
0
ORBITAL ATK INC
COMMON
68557N103
1022
12000
SH
DFND
02
12000
0
0
O REILLY AUTOMOTIVE INC
COMMON
67103H107
271
1000
SH
DFND
02
1000
0
0
OSHKOSH CORP
COMMON
688239201
1016
21300
SH
DFND
02
21300
0
0
OWENS MINOR INC
COMMON
690732102
325
8700
SH
DFND
02
8700
0
0
OWENS CORNING
COMMON
690742101
6085
118114
SH
DFND
02
214
0
117900
P G E CORP
COMMON
69331C108
831
13000
SH
DFND
02
13000
0
0
PACCAR INC
COMMON
693718108
1649
31800
SH
DFND
02
0
0
31800
PACKAGING CORP OF AMERICA
COMMON
695156109
23640
353200
SH
DFND
02
62000
0
291200
PACWEST BANCORP
COMMON
695263103
87
2181
SH
DFND
02
2181
0
0
PARAMOUNT GROUP INC
REIT
69924R108
179
11200
SH
DFND
02
11200
0
0
PARKER HANNIFIN CORP
COMMON
701094104
21621
200100
SH
DFND
02
7400
0
192700
PARSLEY ENERGY INC CLASS A
COMMON
701877102
51
1900
SH
DFND
02
1900
0
0
PAYPAL HOLDINGS INC
COMMON
70450Y103
814
22283
SH
DFND
02
22283
0
0
PC CONNECTION INC
COMMON
69318J100
255
10700
SH
DFND
02
10700
0
0
PDL BIOPHARMA INC
COMMON
69329Y104
539
171600
SH
DFND
02
171600
0
0
PEOPLE S UNITED FINANCIAL
COMMON
712704105
0
19
SH
DFND
02
19
0
0
PEPSICO INC
COMMON
713448108
7912
74686
SH
DFND
02
9286
0
65400
PETMED EXPRESS INC
COMMON
716382106
383
20400
SH
DFND
02
20400
0
0
PFIZER INC
COMMON
717081103
17212
488836
SH
DFND
02
72036
0
416800
PHILIP MORRIS INTERNATIONAL
COMMON
718172109
3601
35400
SH
DFND
02
33400
0
2000
PHILLIPS 66
COMMON
718546104
3660
46131
SH
DFND
02
45331
0
800
PHOTRONICS INC
COMMON
719405102
962
108000
SH
DFND
02
108000
0
0
PIEDMONT OFFICE REALTY TRU A
REIT
720190206
8681
403000
SH
DFND
02
0
0
403000
PILGRIM S PRIDE CORP
COMMON
72147K108
1934
75905
SH
DFND
02
75905
0
0
PIONEER ENERGY SERVICES CORP
COMMON
723664108
773
168000
SH
DFND
02
168000
0
0
PIONEER NATURAL RESOURCES CO
COMMON
723787107
45
300
SH
DFND
02
0
0
300
PLANTRONICS INC
COMMON
727493108
2336
53100
SH
DFND
02
53100
0
0
PLEXUS CORP
COMMON
729132100
778
18000
SH
DFND
02
18000
0
0
PNC FINANCIAL SERVICES GROUP
COMMON
693475105
27528
338226
SH
DFND
02
45626
0
292600
POPULAR INC
COMMON
733174700
5825
198800
SH
DFND
02
2000
0
196800
POST HOLDINGS INC
COMMON
737446104
95
1150
SH
DFND
02
1150
0
0
POST PROPERTIES INC
REIT
737464107
3516
57591
SH
DFND
02
4591
0
53000
PPL CORP
COMMON
69351T106
211
5600
SH
DFND
02
5600
0
0
PREFERRED BANK LOS ANGELES
COMMON
740367404
66
2300
SH
DFND
02
2300
0
0
PREMIER INC CLASS A
COMMON
74051N102
10
302
SH
DFND
02
302
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON
74112D101
150
2700
SH
DFND
02
2700
0
0
PRICELINE GROUP INC THE
COMMON
741503403
250
200
SH
DFND
02
200
0
0
PRIVATEBANCORP INC
COMMON
742962103
251
5700
SH
DFND
02
5700
0
0
PROASSURANCE CORP
COMMON
74267C106
295
5500
SH
DFND
02
4400
0
1100
PROCTER GAMBLE CO THE
COMMON
742718109
41838
494127
SH
DFND
02
60727
0
433400
PROGRESSIVE CORP
COMMON
743315103
22095
659557
SH
DFND
02
357
0
659200
PROVIDENT FINANCIAL HLDGS
COMMON
743868101
97
5300
SH
DFND
02
5300
0
0
PRUDENTIAL FINANCIAL INC
COMMON
744320102
307
4300
SH
DFND
02
4300
0
0
PRUDENTIAL PLC ADR
ADR
74435K204
34
1000
SH
DFND
02
1000
0
0
PS BUSINESS PARKS INC CA
REIT
69360J107
64
600
SH
DFND
02
600
0
0
PTC INC
COMMON
69370C100
402
10700
SH
DFND
02
5300
0
5400
PUBLIC SERVICE ENTERPRISE GP
COMMON
744573106
17647
378600
SH
DFND
02
53800
0
324800
PUBLIC STORAGE
REIT
74460D109
1237
4840
SH
DFND
02
4840
0
0
PULTEGROUP INC
COMMON
745867101
109
5600
SH
DFND
02
0
0
5600
PVH CORP
COMMON
693656100
6549
69500
SH
DFND
02
0
0
69500
QEP RESOURCES INC
COMMON
74733V100
10922
619500
SH
DFND
02
0
0
619500
QIAGEN N V
COMMON
N72482107
142
6500
SH
DFND
02
4400
0
2100
QLOGIC CORP
COMMON
747277101
1088
73800
SH
DFND
02
73800
0
0
QUALCOMM INC
COMMON
747525103
3102
57900
SH
DFND
02
53100
0
4800
QUANTA SERVICES INC
COMMON
74762E102
11
486
SH
DFND
02
486
0
0
QUEST DIAGNOSTICS INC
COMMON
74834L100
684
8400
SH
DFND
02
8400
0
0
QUINTILES TRANSNATIONAL HOLD
COMMON
74876Y101
10839
165934
SH
DFND
02
134
0
165800
QUORUM HEALTH CORP
COMMON
74909E106
1624
151650
SH
DFND
02
1300
0
150350
RACKSPACE HOSTING INC
COMMON
750086100
7747
371400
SH
DFND
02
0
0
371400
RALPH LAUREN CORP
COMMON
751212101
1488
16600
SH
DFND
02
16600
0
0
RAYONIER ADVANCED MATERIALS
COMMON
75508B104
1716
126300
SH
DFND
02
126300
0
0
RAYTHEON COMPANY
COMMON
755111507
163
1200
SH
DFND
02
700
0
500
REALOGY HOLDINGS CORP
COMMON
75605Y106
5
163
SH
DFND
02
163
0
0
RED HAT INC
COMMON
756577102
58
800
SH
DFND
02
800
0
0
REGAL ENTERTAINMENT GROUP A
COMMON
758766109
10422
472868
SH
DFND
02
100368
0
372500
REGIONS FINANCIAL CORP
COMMON
7591EP100
518
60900
SH
DFND
02
60900
0
0
REINSURANCE GROUP OF AMERICA
COMMON
759351604
7106
73261
SH
DFND
02
18261
0
55000
RELIANCE STEEL ALUMINUM
COMMON
759509102
26561
345394
SH
DFND
02
24394
0
321000
RENAISSANCERE HOLDINGS LTD
COMMON
G7496G103
5672
48300
SH
DFND
02
48300
0
0
REPUBLIC BANCORP INC CLASS A
COMMON
760281204
193
7000
SH
DFND
02
7000
0
0
RESMED INC
COMMON
761152107
24729
391100
SH
DFND
02
0
0
391100
RETAIL PROPERTIES OF AME A
REIT
76131V202
149
8800
SH
DFND
02
8800
0
0
REVLON INC CLASS A
COMMON
761525609
354
11000
SH
DFND
02
11000
0
0
REX AMERICAN RESOURCES CORP
COMMON
761624105
706
11806
SH
DFND
02
11806
0
0
RITE AID CORP
COMMON
767754104
1361
181700
SH
DFND
02
181700
0
0
ROCKET FUEL INC
COMMON
773111109
15
6700
SH
DFND
02
6700
0
0
ROCKWELL AUTOMATION INC
COMMON
773903109
126
1100
SH
DFND
02
1100
0
0
ROLLINS INC
COMMON
775711104
7
253
SH
DFND
02
253
0
0
ROSS STORES INC
COMMON
778296103
13832
244000
SH
DFND
02
28000
0
216000
ROVI CORP
COMMON
779376102
39
2500
SH
DFND
02
2500
0
0
ROWAN COMPANIES PLC A
COMMON
G7665A101
563
31870
SH
DFND
02
31870
0
0
RPC INC
COMMON
749660106
54
3475
SH
DFND
02
3475
0
0
RR DONNELLEY SONS CO
COMMON
257867101
7
386
SH
DFND
02
386
0
0
RUDOLPH TECHNOLOGIES INC
COMMON
781270103
368
23700
SH
DFND
02
23700
0
0
RUTH S HOSPITALITY GROUP INC
COMMON
783332109
1571
98500
SH
DFND
02
98500
0
0
RYDER SYSTEM INC
COMMON
783549108
1137
18600
SH
DFND
02
18600
0
0
RYERSON HOLDING CORP
COMMON
783754104
506
28900
SH
DFND
02
28900
0
0
SALESFORCE COM INC
COMMON
79466L302
8
100
SH
DFND
02
0
0
100
SALLY BEAUTY HOLDINGS INC
COMMON
79546E104
15820
537900
SH
DFND
02
0
0
537900
SANDERSON FARMS INC
COMMON
800013104
806
9300
SH
DFND
02
9300
0
0
SANMINA CORP
COMMON
801056102
362
13500
SH
DFND
02
13500
0
0
SANTANDER CONSUMER USA HOLDI
COMMON
80283M101
7
682
SH
DFND
02
682
0
0
SAPIENS INTERNATIONAL CORP
COMMON
N7716A151
19
1600
SH
DFND
02
1600
0
0
SBA COMMUNICATIONS CORP CL A
COMMON
78388J106
766
7100
SH
DFND
02
7100
0
0
SCANSOURCE INC
COMMON
806037107
148
4000
SH
DFND
02
4000
0
0
SCHLUMBERGER LTD
COMMON
806857108
46526
588347
SH
DFND
02
120918
0
467429
SCHWAB CHARLES CORP
COMMON
808513105
35
1400
SH
DFND
02
0
0
1400
SEABOARD CORP
COMMON
811543107
574
200
SH
DFND
02
200
0
0
SEACOAST BANKING CORP FL
COMMON
811707801
51
3160
SH
DFND
02
3160
0
0
SEACOR HOLDINGS INC
COMMON
811904101
151
2600
SH
DFND
02
2600
0
0
SEADRILL LTD
COMMON
G7945E105
3410
1052494
SH
DFND
02
0
0
1052494
SEATTLE GENETICS INC
COMMON
812578102
40
1000
SH
DFND
02
0
0
1000
SEI INVESTMENTS COMPANY
COMMON
784117103
6158
128000
SH
DFND
02
0
0
128000
SELECTIVE INSURANCE GROUP
COMMON
816300107
646
16900
SH
DFND
02
16900
0
0
SEMPRA ENERGY
COMMON
816851109
217
1900
SH
DFND
02
1900
0
0
SENECA FOODS CORP CL A
COMMON
817070501
1184
32700
SH
DFND
02
32700
0
0
SHENANDOAH TELECOMMUNICATION
COMMON
82312B106
1574
40300
SH
DFND
02
40300
0
0
SHERWIN WILLIAMS CO THE
COMMON
824348106
235
800
SH
DFND
02
0
0
800
SHOE CARNIVAL INC
COMMON
824889109
15
600
SH
DFND
02
600
0
0
SIERRA BANCORP
COMMON
82620P102
52
3100
SH
DFND
02
3100
0
0
SILGAN HOLDINGS INC
COMMON
827048109
1679
32625
SH
DFND
02
16725
0
15900
SIMON PROPERTY GROUP INC
REIT
828806109
33522
154552
SH
DFND
02
11952
0
142600
SIX FLAGS ENTERTAINMENT CORP
COMMON
83001A102
152
2617
SH
DFND
02
2617
0
0
SJW CORP
COMMON
784305104
12
300
SH
DFND
02
300
0
0
SKECHERS USA INC CL A
COMMON
830566105
36
1200
SH
DFND
02
1200
0
0
SKYWORKS SOLUTIONS INC
COMMON
83088M102
108
1700
SH
DFND
02
1700
0
0
SL GREEN REALTY CORP
REIT
78440X101
43
400
SH
DFND
02
400
0
0
SMITH WESSON HOLDING CORP
COMMON
831756101
2781
102300
SH
DFND
02
102300
0
0
SMITH A O CORP
COMMON
831865209
0
4
SH
DFND
02
4
0
0
SNAP ON INC
COMMON
833034101
21921
138900
SH
DFND
02
0
0
138900
SONOCO PRODUCTS CO
COMMON
835495102
2473
49800
SH
DFND
02
0
0
49800
SOUTH STATE CORP
COMMON
840441109
148
2177
SH
DFND
02
2177
0
0
SOUTHERN CO THE
COMMON
842587107
96
1794
SH
DFND
02
594
0
1200
SOUTHWEST AIRLINES CO
COMMON
844741108
32878
838500
SH
DFND
02
259600
0
578900
SOUTHWESTERN ENERGY CO
COMMON
845467109
63
5000
SH
DFND
02
5000
0
0
SPECTRA ENERGY CORP
COMMON
847560109
59
1600
SH
DFND
02
0
0
1600
SPECTRUM BRANDS HOLDINGS INC
COMMON
84763R101
776
6500
SH
DFND
02
6500
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON
848574109
406
9440
SH
DFND
02
9440
0
0
SPRINT CORP
COMMON
85207U105
137
30200
SH
DFND
02
30200
0
0
SPROUTS FARMERS MARKET INC
COMMON
85208M102
10291
449400
SH
DFND
02
6800
0
442600
ST JUDE MEDICAL INC
COMMON
790849103
62
800
SH
DFND
02
0
0
800
STANDARD MOTOR PRODS
COMMON
853666105
195
4900
SH
DFND
02
4900
0
0
STARBUCKS CORP
COMMON
855244109
4712
82500
SH
DFND
02
81500
0
1000
STATE STREET CORP
COMMON
857477103
636
11800
SH
DFND
02
11800
0
0
STEEL DYNAMICS INC
COMMON
858119100
17402
710277
SH
DFND
02
277
0
710000
STERICYCLE INC
COMMON
858912108
604
5800
SH
DFND
02
5800
0
0
STERIS PLC
COMMON
G84720104
2908
42300
SH
DFND
02
42300
0
0
STEWART INFORMATION SERVICES
COMMON
860372101
290
7000
SH
DFND
02
7000
0
0
STONEGATE BANK
COMMON
861811107
58
1800
SH
DFND
02
1800
0
0
STONERIDGE INC
COMMON
86183P102
120
8000
SH
DFND
02
8000
0
0
STRYKER CORP
COMMON
863667101
851
7100
SH
DFND
02
7100
0
0
SUNTRUST BANKS INC
COMMON
867914103
2765
67300
SH
DFND
02
57900
0
9400
SUPERIOR ENERGY SERVICES INC
COMMON
868157108
797
43300
SH
DFND
02
43300
0
0
SUPERIOR INDUSTRIES INTL
COMMON
868168105
1738
64900
SH
DFND
02
64900
0
0
SURMODICS INC
COMMON
868873100
94
4000
SH
DFND
02
4000
0
0
SWIFT TRANSPORTATION CO
COMMON
87074U101
1744
113200
SH
DFND
02
113200
0
0
SYMANTEC CORP
COMMON
871503108
1195
58200
SH
DFND
02
58200
0
0
SYNOPSYS INC
COMMON
871607107
16765
310000
SH
DFND
02
50100
0
259900
SYNOVUS FINANCIAL CORP
COMMON
87161C501
121
4180
SH
DFND
02
1480
0
2700
SYSCO CORP
COMMON
871829107
29997
591200
SH
DFND
02
49800
0
541400
SYSTEMAX INC
COMMON
871851101
6
700
SH
DFND
02
700
0
0
TARGET CORP
COMMON
87612E106
417
5974
SH
DFND
02
5974
0
0
TAUBMAN CENTERS INC
REIT
876664103
52
700
SH
DFND
02
700
0
0
TD AMERITRADE HOLDING CORP
COMMON
87236Y108
4280
150300
SH
DFND
02
12600
0
137700
TECH DATA CORP
COMMON
878237106
4541
63200
SH
DFND
02
63200
0
0
TEGNA INC
COMMON
87901J105
6
247
SH
DFND
02
247
0
0
TELEFLEX INC
COMMON
879369106
19788
111600
SH
DFND
02
0
0
111600
TELEPHONE AND DATA SYSTEMS
COMMON
879433829
6353
214200
SH
DFND
02
200
0
214000
TELETECH HOLDINGS INC
COMMON
879939106
274
10100
SH
DFND
02
10100
0
0
TENNECO INC
COMMON
880349105
1198
25700
SH
DFND
02
25700
0
0
TERADATA CORP
COMMON
88076W103
8622
343900
SH
DFND
02
93800
0
250100
TERADYNE INC
COMMON
880770102
65
3287
SH
DFND
02
3287
0
0
TERRAFORM POWER INC A
COMMON
88104R100
0
38
SH
DFND
02
38
0
0
TESORO CORP
COMMON
881609101
14262
190360
SH
DFND
02
60760
0
129600
TEXAS INSTRUMENTS INC
COMMON
882508104
21057
336107
SH
DFND
02
23807
0
312300
TFS FINANCIAL CORP
COMMON
87240R107
1
32
SH
DFND
02
32
0
0
THERMO FISHER SCIENTIFIC INC
COMMON
883556102
16507
111716
SH
DFND
02
111716
0
0
THOMSON REUTERS CORP
COMMON
884903105
17009
420800
SH
DFND
02
37700
0
383100
THOR INDUSTRIES INC
COMMON
885160101
3483
53800
SH
DFND
02
0
0
53800
TIME WARNER INC
COMMON
887317303
2814
38266
SH
DFND
02
37466
0
800
TJX COMPANIES INC
COMMON
872540109
2178
28200
SH
DFND
02
28200
0
0
T MOBILE US INC
COMMON
872590104
238
5500
SH
DFND
02
4200
0
1300
TOOTSIE ROLL INDS
COMMON
890516107
35
900
SH
DFND
02
900
0
0
TORCHMARK CORP
COMMON
891027104
21435
346725
SH
DFND
02
65925
0
280800
TORO CO
COMMON
891092108
324
3677
SH
DFND
02
3677
0
0
TOTAL SYSTEM SERVICES INC
COMMON
891906109
6
121
SH
DFND
02
121
0
0
TRAVELERS COS INC THE
COMMON
89417E109
2857
24000
SH
DFND
02
24000
0
0
TREDEGAR CORP
COMMON
894650100
31
1900
SH
DFND
02
1900
0
0
TRICO BANCSHARES
COMMON
896095106
61
2200
SH
DFND
02
2200
0
0
TRINSEO SA
COMMON
L9340P101
1451
33800
SH
DFND
02
33800
0
0
TRIPLE S MANAGEMENT CORP B
COMMON
896749108
928
38000
SH
DFND
02
38000
0
0
TWENTY FIRST CENTURY FOX B
COMMON
90130A200
10715
393200
SH
DFND
02
0
0
393200
TWENTY FIRST CENTURY FOX A
COMMON
90130A101
2674
98844
SH
DFND
02
96744
0
2100
TYCO INTERNATIONAL PLC
COMMON
G91442106
124
2900
SH
DFND
02
0
0
2900
TYLER TECHNOLOGIES INC
COMMON
902252105
6218
37300
SH
DFND
02
37300
0
0
TYSON FOODS INC CL A
COMMON
902494103
31416
470365
SH
DFND
02
71965
0
398400
UMPQUA HOLDINGS CORP
COMMON
904214103
719
46452
SH
DFND
02
46452
0
0
UNIFIRST CORP MA
COMMON
904708104
4276
36950
SH
DFND
02
36950
0
0
UNION PACIFIC CORP
COMMON
907818108
12423
142382
SH
DFND
02
141782
0
600
UNITED COMMUNITY BANKS GA
COMMON
90984P303
1163
63600
SH
DFND
02
63600
0
0
UNITED CONTINENTAL HOLDINGS
COMMON
910047109
598
14575
SH
DFND
02
14575
0
0
UNITED FIRE GROUP INC
COMMON
910340108
208
4900
SH
DFND
02
4900
0
0
UNITED INSURANCE HOLDINGS CO
COMMON
910710102
233
14200
SH
DFND
02
14200
0
0
UNITED PARCEL SERVICE CL B
COMMON
911312106
4029
37400
SH
DFND
02
20500
0
16900
UNITED TECHNOLOGIES CORP
COMMON
913017109
1600
15600
SH
DFND
02
15600
0
0
UNITED THERAPEUTICS CORP
COMMON
91307C102
667
6300
SH
DFND
02
5900
0
400
UNITEDHEALTH GROUP INC
COMMON
91324P102
16958
120100
SH
DFND
02
92100
0
28000
UNIVERSAL AMERICAN CORP
COMMON
91338E101
389
51300
SH
DFND
02
51300
0
0
UNIVERSAL HEALTH SERVICES B
COMMON
913903100
33626
250750
SH
DFND
02
86250
0
164500
UNUM GROUP
COMMON
91529Y106
591
18600
SH
DFND
02
18600
0
0
URBAN OUTFITTERS INC
COMMON
917047102
13024
473601
SH
DFND
02
104501
0
369100
US BANCORP
COMMON
902973304
24880
616900
SH
DFND
02
84300
0
532600
US CELLULAR CORP
COMMON
911684108
952
24241
SH
DFND
02
24241
0
0
USANA HEALTH SCIENCES INC
COMMON
90328M107
1036
9300
SH
DFND
02
9300
0
0
USG CORP
COMMON
903293405
173
6400
SH
DFND
02
6400
0
0
VALERO ENERGY CORP
COMMON
91913Y100
20623
404366
SH
DFND
02
93766
0
310600
VALIDUS HOLDINGS LTD
COMMON
G9319H102
8435
173604
SH
DFND
02
57504
0
116100
VALMONT INDUSTRIES
COMMON
920253101
18918
139855
SH
DFND
02
8400
0
131455
VANTIV INC CL A
COMMON
92210H105
379
6698
SH
DFND
02
98
0
6600
VARIAN MEDICAL SYSTEMS INC
COMMON
92220P105
1373
16700
SH
DFND
02
16700
0
0
VASCO DATA SECURITY INTL
COMMON
92230Y104
302
18400
SH
DFND
02
18400
0
0
VASCULAR SOLUTIONS INC
COMMON
92231M109
592
14200
SH
DFND
02
14200
0
0
VCA INC
COMMON
918194101
9371
138607
SH
DFND
02
107
0
138500
VECTREN CORP
COMMON
92240G101
13921
264297
SH
DFND
02
197
0
264100
VERIFONE SYSTEMS INC
COMMON
92342Y109
67
3600
SH
DFND
02
3600
0
0
VERISIGN INC
COMMON
92343E102
2136
24700
SH
DFND
02
24700
0
0
VERISK ANALYTICS INC
COMMON
92345Y106
843
10400
SH
DFND
02
10400
0
0
VERITIV CORP
COMMON
923454102
869
23121
SH
DFND
02
23121
0
0
VERIZON COMMUNICATIONS INC
COMMON
92343V104
82926
1485057
SH
DFND
02
473657
0
1011400
VERTEX PHARMACEUTICALS INC
COMMON
92532F100
43
500
SH
DFND
02
0
0
500
VIACOM INC CLASS A
COMMON
92553P102
450
9700
SH
DFND
02
9700
0
0
VIACOM INC CLASS B
COMMON
92553P201
12047
290500
SH
DFND
02
0
0
290500
VISA INC CLASS A SHARES
COMMON
92826C839
21938
295782
SH
DFND
02
204982
0
90800
VISTA OUTDOOR INC
COMMON
928377100
1146
24000
SH
DFND
02
24000
0
0
VISTEON CORP
COMMON
92839U206
1040
15800
SH
DFND
02
15800
0
0
VMWARE INC CLASS A
COMMON
928563402
21835
381600
SH
DFND
02
0
0
381600
VONAGE HOLDINGS CORP
COMMON
92886T201
1270
208200
SH
DFND
02
208200
0
0
VOYA FINANCIAL INC
COMMON
929089100
740
29900
SH
DFND
02
29900
0
0
VSE CORP
COMMON
918284100
134
2000
SH
DFND
02
2000
0
0
WABASH NATIONAL CORP
COMMON
929566107
3137
247000
SH
DFND
02
247000
0
0
WABCO HOLDINGS INC
COMMON
92927K102
266
2900
SH
DFND
02
2900
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON
931427108
4671
56100
SH
DFND
02
53300
0
2800
WAL MART STORES INC
COMMON
931142103
46012
630128
SH
DFND
02
159628
0
470500
WALT DISNEY CO THE
COMMON
254687106
32691
334193
SH
DFND
02
50893
0
283300
WASTE MANAGEMENT INC
COMMON
94106L109
14162
213704
SH
DFND
02
4304
0
209400
WATSCO INC
COMMON
942622200
12479
88700
SH
DFND
02
9500
0
79200
WEB COM GROUP INC
COMMON
94733A104
55
3000
SH
DFND
02
3000
0
0
WEBMD HEALTH CORP
COMMON
94770V102
1662
28600
SH
DFND
02
28600
0
0
WEBSTER FINANCIAL CORP
COMMON
947890109
489
14400
SH
DFND
02
14400
0
0
WEC ENERGY GROUP INC
COMMON
92939U106
7764
118900
SH
DFND
02
118900
0
0
WELLS FARGO CO
COMMON
949746101
65601
1386024
SH
DFND
02
277224
0
1108800
WEST BANCORPORATION
COMMON
95123P106
128
6900
SH
DFND
02
6900
0
0
WEST CORP
COMMON
952355204
2750
139900
SH
DFND
02
139900
0
0
WESTERN ALLIANCE BANCORP
COMMON
957638109
2276
69700
SH
DFND
02
69700
0
0
WESTERN DIGITAL CORP
COMMON
958102105
16193
342628
SH
DFND
02
75428
0
267200
WESTERN REFINING INC
COMMON
959319104
122
5900
SH
DFND
02
5900
0
0
WESTLAKE CHEMICAL CORP
COMMON
960413102
10253
238887
SH
DFND
02
55487
0
183400
WEX INC
COMMON
96208T104
5
52
SH
DFND
02
52
0
0
WILLIS TOWERS WATSON PLC
COMMON
G96629103
2
20
SH
DFND
02
20
0
0
WORLD ACCEPTANCE CORP
COMMON
981419104
157
3447
SH
DFND
02
3447
0
0
WORLD FUEL SERVICES CORP
COMMON
981475106
27198
572700
SH
DFND
02
153000
0
419700
WP GLIMCHER INC
REIT
92939N102
0
25
SH
DFND
02
25
0
0
WR BERKLEY CORP
COMMON
084423102
17211
287239
SH
DFND
02
94339
0
192900
WR GRACE CO
COMMON
38388F108
12556
171500
SH
DFND
02
0
0
171500
WSFS FINANCIAL CORP
COMMON
929328102
232
7200
SH
DFND
02
7200
0
0
WYNDHAM WORLDWIDE CORP
COMMON
98310W108
271
3800
SH
DFND
02
3800
0
0
XEROX CORP
COMMON
984121103
7727
814200
SH
DFND
02
2300
0
811900
XILINX INC
COMMON
983919101
231
5000
SH
DFND
02
0
0
5000
YORK WATER CO
COMMON
987184108
67
2100
SH
DFND
02
2100
0
0
YUM BRANDS INC
COMMON
988498101
13392
161504
SH
DFND
02
1004
0
160500
ZAGG INC
COMMON
98884U108
201
38200
SH
DFND
02
38200
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON
989207105
1132
22600
SH
DFND
02
22600
0
0
ZOETIS INC
COMMON
98978V103
195
4100
SH
DFND
02
2900
0
1200