0001014736-16-000010.txt : 20160420
0001014736-16-000010.hdr.sgml : 20160420
20160420115109
ACCESSION NUMBER: 0001014736-16-000010
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160331
FILED AS OF DATE: 20160420
DATE AS OF CHANGE: 20160420
EFFECTIVENESS DATE: 20160420
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: 161580732
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
03-31-2016
03-31-2016
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
04-19-2016
2
782
4587594
false
1
0001004434
028-04975
AFFILIATED MANAGERS GROUP, INC.
2
0001115419
028-11395
AMG Funds LLC
INFORMATION TABLE
2
f13-033116.xml
1 800 FLOWERS COM INC CL A
COMMON
68243Q106
1117
141800
SH
DFND
02
141800
0
0
3M CO
COMMON
88579Y101
1116
6700
SH
DFND
02
6700
0
0
AARON S INC
COMMON
002535300
522
20800
SH
DFND
02
20800
0
0
ABBOTT LABORATORIES
COMMON
002824100
820
19600
SH
DFND
02
11500
0
8100
ABBVIE INC
COMMON
00287Y109
4587
80300
SH
DFND
02
25700
0
54600
ACCESS NATIONAL CORP
COMMON
004337101
42
2100
SH
DFND
02
2100
0
0
ACCO BRANDS CORP
COMMON
00081T108
180
20100
SH
DFND
02
20100
0
0
ACCURIDE CORP
COMMON
00439T206
10
6400
SH
DFND
02
6400
0
0
ACTIVISION BLIZZARD INC
COMMON
00507V109
4497
132900
SH
DFND
02
132900
0
0
ACUITY BRANDS INC
COMMON
00508Y102
1571
7200
SH
DFND
02
7200
0
0
ADAMS RESOURCES ENERGY INC
COMMON
006351308
28
700
SH
DFND
02
700
0
0
ADOBE SYSTEMS INC
COMMON
00724F101
976
10400
SH
DFND
02
10400
0
0
ADT CORP THE
COMMON
00101J106
1421
34450
SH
DFND
02
34450
0
0
ADVANCE AUTO PARTS INC
COMMON
00751Y106
3640
22700
SH
DFND
02
22700
0
0
AEP INDUSTRIES INC
COMMON
001031103
130
1970
SH
DFND
02
1970
0
0
AES CORP
COMMON
00130H105
360
30500
SH
DFND
02
13400
0
17100
AETNA INC
COMMON
00817Y108
5230
46553
SH
DFND
02
46553
0
0
AFLAC INC
COMMON
001055102
8713
138000
SH
DFND
02
9900
0
128100
AGCO CORP
COMMON
001084102
2019
40618
SH
DFND
02
40618
0
0
AGILENT TECHNOLOGIES INC
COMMON
00846U101
12421
311700
SH
DFND
02
26800
0
284900
AIR PRODUCTS CHEMICALS INC
COMMON
009158106
16494
114500
SH
DFND
02
0
0
114500
AIR TRANSPORT SERVICES GROUP
COMMON
00922R105
168
10900
SH
DFND
02
10900
0
0
AIRGAS INC
COMMON
009363102
156
1100
SH
DFND
02
0
0
1100
AKAMAI TECHNOLOGIES INC
COMMON
00971T101
300
5400
SH
DFND
02
5400
0
0
ALASKA AIR GROUP INC
COMMON
011659109
40861
498189
SH
DFND
02
204289
0
293900
ALBANY MOLECULAR RESEARCH
COMMON
012423109
607
39700
SH
DFND
02
39700
0
0
ALEXANDER S INC
REIT
014752109
114
300
SH
DFND
02
300
0
0
ALIGN TECHNOLOGY INC
COMMON
016255101
922
12688
SH
DFND
02
12688
0
0
ALLEGHANY CORP
COMMON
017175100
644
1297
SH
DFND
02
1297
0
0
ALLEGIANT TRAVEL CO
COMMON
01748X102
1514
8500
SH
DFND
02
8500
0
0
ALLEGION PLC
COMMON
G0176J109
74
1166
SH
DFND
02
1166
0
0
ALLERGAN PLC
COMMON
G0177J108
4315
16100
SH
DFND
02
3500
0
12600
ALLIANCE HEALTHCARE SERVICE
COMMON
018606301
75
10500
SH
DFND
02
10500
0
0
ALLISON TRANSMISSION HOLDING
COMMON
01973R101
12923
479000
SH
DFND
02
73400
0
405600
ALLSCRIPTS HEALTHCARE SOLUTI
COMMON
01988P108
164
12400
SH
DFND
02
9700
0
2700
ALLSTATE CORP
COMMON
020002101
29180
433124
SH
DFND
02
42324
0
390800
ALPHA OMEGA SEMICONDUCTOR
COMMON
G6331P104
671
56600
SH
DFND
02
56600
0
0
ALPHABET INC CL A
COMMON
02079K305
33275
43616
SH
DFND
02
16436
0
27180
ALPHABET INC CL C
COMMON
02079K107
41366
55529
SH
DFND
02
19050
0
36479
ALTRIA GROUP INC
COMMON
02209S103
14581
232698
SH
DFND
02
69498
0
163200
AMAZON COM INC
COMMON
023135106
18988
31986
SH
DFND
02
4411
0
27575
AMC ENTERTAINMENT HLDS CL A
COMMON
00165C104
64
2300
SH
DFND
02
2300
0
0
AMC NETWORKS INC A
COMMON
00164V103
9985
153750
SH
DFND
02
27750
0
126000
AMDOCS LTD
COMMON
G02602103
9933
164405
SH
DFND
02
105
0
164300
AMEDISYS INC
COMMON
023436108
1528
31600
SH
DFND
02
31600
0
0
AMERCO
COMMON
023586100
7336
20531
SH
DFND
02
20531
0
0
AMEREN CORPORATION
COMMON
023608102
0
7
SH
DFND
02
7
0
0
AMERICAN AIRLINES GROUP INC
COMMON
02376R102
5651
137800
SH
DFND
02
137800
0
0
AMERICAN AXLE MFG HOLDINGS
COMMON
024061103
66
4300
SH
DFND
02
4300
0
0
AMERICAN ELECTRIC POWER
COMMON
025537101
2669
40200
SH
DFND
02
40200
0
0
AMERICAN EXPRESS CO
COMMON
025816109
12731
207350
SH
DFND
02
95850
0
111500
AMERICAN FINANCIAL GROUP INC
COMMON
025932104
4891
69500
SH
DFND
02
1200
0
68300
AMERICAN HOMES 4 RENT A
REIT
02665T306
169
10600
SH
DFND
02
10600
0
0
AMERICAN INTERNATIONAL GROUP
COMMON
026874784
2757
51000
SH
DFND
02
51000
0
0
AMERICAN STATES WATER CO
COMMON
029899101
122
3100
SH
DFND
02
3100
0
0
AMERICAN TOWER CORP
REIT
03027X100
174
1700
SH
DFND
02
800
0
900
AMERICAN WATER WORKS CO INC
COMMON
030420103
23553
341700
SH
DFND
02
10900
0
330800
AMERIPRISE FINANCIAL INC
COMMON
03076C106
282
3000
SH
DFND
02
3000
0
0
AMERISOURCEBERGEN CORP
COMMON
03073E105
8912
102974
SH
DFND
02
20974
0
82000
AMGEN INC
COMMON
031162100
52144
347789
SH
DFND
02
98389
0
249400
AMTRUST FINANCIAL SERVICES
COMMON
032359309
1222
47200
SH
DFND
02
47200
0
0
ANADARKO PETROLEUM CORP
COMMON
032511107
3609
77500
SH
DFND
02
0
0
77500
ANALOGIC CORP
COMMON
032657207
830
10500
SH
DFND
02
10500
0
0
ANGIODYNAMICS INC
COMMON
03475V101
107
8700
SH
DFND
02
8700
0
0
ANIKA THERAPEUTICS INC
COMMON
035255108
599
13400
SH
DFND
02
13400
0
0
ANIXTER INTERNATIONAL INC
COMMON
035290105
2371
45500
SH
DFND
02
45500
0
0
ANTHEM INC
COMMON
036752103
3019
21722
SH
DFND
02
20722
0
1000
AON PLC
COMMON
G0408V102
104
1000
SH
DFND
02
1000
0
0
APACHE CORP
COMMON
037411105
522
10700
SH
DFND
02
10700
0
0
APPLE INC
COMMON
037833100
112462
1031852
SH
DFND
02
379852
0
652000
ARC DOCUMENT SOLUTIONS INC
COMMON
00191G103
64
14300
SH
DFND
02
14300
0
0
ARCH CAPITAL GROUP LTD
COMMON
G0450A105
2026
28500
SH
DFND
02
28500
0
0
ARCHER DANIELS MIDLAND CO
COMMON
039483102
410
11300
SH
DFND
02
11300
0
0
ARES COMMERCIAL REAL ESTATE
REIT
04013V108
64
5800
SH
DFND
02
5800
0
0
ARGO GROUP INTERNATIONAL
COMMON
G0464B107
293
5100
SH
DFND
02
5100
0
0
ARMSTRONG WORLD INDUSTRIES
COMMON
04247X102
3560
73600
SH
DFND
02
0
0
73600
ARROW ELECTRONICS INC
COMMON
042735100
1855
28800
SH
DFND
02
28800
0
0
ARTISAN PARTNERS ASSET MA A
COMMON
04316A108
7
236
SH
DFND
02
236
0
0
ASBURY AUTOMOTIVE GROUP
COMMON
043436104
724
12100
SH
DFND
02
12100
0
0
ASPEN INSURANCE HOLDINGS LTD
COMMON
G05384105
7795
163410
SH
DFND
02
37210
0
126200
ASSOCIATED BANC CORP
COMMON
045487105
7531
419800
SH
DFND
02
0
0
419800
ASSURANT INC
COMMON
04621X108
2452
31783
SH
DFND
02
31783
0
0
ASSURED GUARANTY LTD
COMMON
G0585R106
744
29400
SH
DFND
02
29400
0
0
AT T INC
COMMON
00206R102
19377
494679
SH
DFND
02
55865
0
438814
ATLANTIC TELE NETWORK INC
COMMON
049079205
516
6800
SH
DFND
02
6800
0
0
ATRION CORPORATION
COMMON
049904105
370
937
SH
DFND
02
937
0
0
ATWOOD OCEANICS INC
COMMON
050095108
23
2500
SH
DFND
02
2500
0
0
AUTODESK INC
COMMON
052769106
373
6400
SH
DFND
02
4300
0
2100
AUTONATION INC
COMMON
05329W102
822
17600
SH
DFND
02
17600
0
0
AUTOZONE INC
COMMON
053332102
9853
12367
SH
DFND
02
12367
0
0
AVANGRID INC
COMMON
05351W103
313
7800
SH
DFND
02
7800
0
0
AVERY DENNISON CORP
COMMON
053611109
9
118
SH
DFND
02
118
0
0
AVNET INC
COMMON
053807103
2210
49879
SH
DFND
02
49879
0
0
AXALTA COATING SYSTEMS LTD
COMMON
G0750C108
61
2100
SH
DFND
02
2100
0
0
B E AEROSPACE INC
COMMON
073302101
11318
245400
SH
DFND
02
0
0
245400
BAIDU INC SPON ADR
ADR
056752108
2901
15200
SH
DFND
02
0
0
15200
BALL CORP
COMMON
058498106
10907
153000
SH
DFND
02
153000
0
0
BANK OF AMERICA CORP
COMMON
060505104
22164
1639348
SH
DFND
02
730960
0
908388
BANK OF NEW YORK MELLON CORP
COMMON
064058100
1764
47900
SH
DFND
02
47900
0
0
BANKFINANCIAL CORP
COMMON
06643P104
27
2300
SH
DFND
02
2300
0
0
BANKRATE INC
COMMON
06647F102
12
1300
SH
DFND
02
1300
0
0
BANNER CORPORATION
COMMON
06652V208
244
5800
SH
DFND
02
5800
0
0
BARNES NOBLE EDUCATION INC
COMMON
06777U101
544
55480
SH
DFND
02
55480
0
0
BASIC ENERGY SERVICES INC
COMMON
06985P100
94
34000
SH
DFND
02
34000
0
0
BAXTER INTERNATIONAL INC
COMMON
071813109
13
314
SH
DFND
02
314
0
0
BB T CORP
COMMON
054937107
49
1468
SH
DFND
02
1468
0
0
BCE INC
COMMON
05534B760
8
168
SH
DFND
02
168
0
0
BED BATH BEYOND INC
COMMON
075896100
352
7100
SH
DFND
02
7100
0
0
BEL FUSE INC CL B
COMMON
077347300
48
3300
SH
DFND
02
3300
0
0
BEMIS COMPANY
COMMON
081437105
28976
559595
SH
DFND
02
70695
0
488900
BENCHMARK ELECTRONICS INC
COMMON
08160H101
609
26400
SH
DFND
02
26400
0
0
BERKSHIRE HATHAWAY INC CL A
COMMON
084670108
1281
6
SH
DFND
02
6
0
0
BERKSHIRE HATHAWAY INC CL B
COMMON
084670702
69488
489766
SH
DFND
02
136666
0
353100
BEST BUY CO INC
COMMON
086516101
11
345
SH
DFND
02
345
0
0
BIODELIVERY SCIENCES INTL
COMMON
09060J106
60
18700
SH
DFND
02
18700
0
0
BIOGEN INC
COMMON
09062X103
12609
48435
SH
DFND
02
40835
0
7600
BIO RAD LABORATORIES A
COMMON
090572207
8053
58900
SH
DFND
02
0
0
58900
BIOSPECIFICS TECHNOLOGIES
COMMON
090931106
52
1500
SH
DFND
02
1500
0
0
BIOTELEMETRY INC
COMMON
090672106
91
7800
SH
DFND
02
7800
0
0
BJ S RESTAURANTS INC
COMMON
09180C106
328
7900
SH
DFND
02
7900
0
0
BLACKHAWK NETWORK HOLDINGS I
COMMON
09238E104
686
20012
SH
DFND
02
20012
0
0
BOEING CO THE
COMMON
097023105
1549
12200
SH
DFND
02
12200
0
0
BOSTON PROPERTIES INC
REIT
101121101
14
107
SH
DFND
02
107
0
0
BOSTON SCIENTIFIC CORP
COMMON
101137107
536
28500
SH
DFND
02
26000
0
2500
BRINKER INTERNATIONAL INC
COMMON
109641100
6
123
SH
DFND
02
123
0
0
BRISTOL MYERS SQUIBB CO
COMMON
110122108
3545
55500
SH
DFND
02
0
0
55500
BROADCOM LTD
COMMON
Y09827109
337
2182
SH
DFND
02
1982
0
200
BROCADE COMMUNICATIONS SYS
COMMON
111621306
23120
2185300
SH
DFND
02
288700
0
1896600
BROOKDALE SENIOR LIVING INC
COMMON
112463104
392
24700
SH
DFND
02
22700
0
2000
BROWN BROWN INC
COMMON
115236101
916
25598
SH
DFND
02
25598
0
0
BROWN FORMAN CORP CLASS B
COMMON
115637209
108
1100
SH
DFND
02
1100
0
0
BRUKER CORP
COMMON
116794108
25775
920528
SH
DFND
02
80728
0
839800
BRUNSWICK CORP
COMMON
117043109
3076
64100
SH
DFND
02
0
0
64100
BRYN MAWR BANK CORP
COMMON
117665109
111
4300
SH
DFND
02
4300
0
0
BUNGE LTD
COMMON
G16962105
16576
292500
SH
DFND
02
2600
0
289900
BWX TECHNOLOGIES INC
COMMON
05605H100
15252
454479
SH
DFND
02
48779
0
405700
CABOT CORP
COMMON
127055101
8712
180252
SH
DFND
02
53052
0
127200
CABOT OIL GAS CORP
COMMON
127097103
4170
183600
SH
DFND
02
7100
0
176500
CACI INTERNATIONAL INC CL A
COMMON
127190304
1172
10988
SH
DFND
02
10988
0
0
CAESARS ENTERTAINMENT CORP
COMMON
127686103
104
15300
SH
DFND
02
15300
0
0
CALIFORNIA RESOURCES CORP
COMMON
13057Q107
37
36100
SH
DFND
02
33853
0
2246
CAL MAINE FOODS INC
COMMON
128030202
161
3100
SH
DFND
02
3100
0
0
CALPINE CORP
COMMON
131347304
645
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
2275
51700
SH
DFND
02
51700
0
0
CAMERON INTERNATIONAL CORP
COMMON
13342B105
5096
76000
SH
DFND
02
75400
0
600
CAMPBELL SOUP CO
COMMON
134429109
11
168
SH
DFND
02
168
0
0
CANTEL MEDICAL CORP
COMMON
138098108
578
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
963
13900
SH
DFND
02
13900
0
0
CAPITOL FEDERAL FINANCIAL IN
COMMON
14057J101
382
28800
SH
DFND
02
28800
0
0
CARDINAL HEALTH INC
COMMON
14149Y108
541
6600
SH
DFND
02
6600
0
0
CARE CAPITAL PROPERTIES INC
REIT
141624106
1828
68100
SH
DFND
02
0
0
68100
CARLISLE COS INC
COMMON
142339100
27161
272974
SH
DFND
02
26074
0
246900
CARNIVAL CORP
COMMON
143658300
19024
360500
SH
DFND
02
48600
0
311900
CARTER S INC
COMMON
146229109
22295
211564
SH
DFND
02
64
0
211500
CASH AMERICA INTL INC
COMMON
14754D100
15
400
SH
DFND
02
400
0
0
CATHAY GENERAL BANCORP
COMMON
149150104
2218
78300
SH
DFND
02
78300
0
0
CBL ASSOCIATES PROPERTIES
REIT
124830100
3460
290752
SH
DFND
02
52
0
290700
CBOE HOLDINGS INC
COMMON
12503M108
10518
160992
SH
DFND
02
92
0
160900
CBS CORP CLASS B NON VOTING
COMMON
124857202
120
2186
SH
DFND
02
2186
0
0
CELANESE CORP SERIES A
COMMON
150870103
164
2500
SH
DFND
02
2500
0
0
CELGENE CORP
COMMON
151020104
7226
72200
SH
DFND
02
43700
0
28500
CENTERSTATE BANKS INC
COMMON
15201P109
83
5600
SH
DFND
02
5600
0
0
CENTRAL GARDEN AND PET CO A
COMMON
153527205
2742
168300
SH
DFND
02
168300
0
0
CENTURYLINK INC
COMMON
156700106
13308
416400
SH
DFND
02
13600
0
402800
CERNER CORP
COMMON
156782104
312
5900
SH
DFND
02
4900
0
1000
CF INDUSTRIES HOLDINGS INC
COMMON
125269100
467
14900
SH
DFND
02
14900
0
0
CHARLES RIVER LABORATORIES
COMMON
159864107
14283
188083
SH
DFND
02
12783
0
175300
CHEESECAKE FACTORY INC THE
COMMON
163072101
1035
19500
SH
DFND
02
19500
0
0
CHEMED CORP
COMMON
16359R103
6949
51300
SH
DFND
02
51300
0
0
CHESAPEAKE ENERGY CORP
COMMON
165167107
6
1453
SH
DFND
02
1453
0
0
CHEVRON CORP
COMMON
166764100
23215
243345
SH
DFND
02
135068
0
108277
CHIPOTLE MEXICAN GRILL INC
COMMON
169656105
754
1600
SH
DFND
02
1600
0
0
CHOICE HOTELS INTL INC
COMMON
169905106
9
163
SH
DFND
02
163
0
0
CHUBB LTD
COMMON
H1467J104
15539
130412
SH
DFND
02
77566
0
52846
CHURCH DWIGHT CO INC
COMMON
171340102
14942
162100
SH
DFND
02
18300
0
143800
CIGNA CORP
COMMON
125509109
17265
125800
SH
DFND
02
68800
0
57000
CIMAREX ENERGY CO
COMMON
171798101
493
5068
SH
DFND
02
5068
0
0
CINCINNATI BELL INC
COMMON
171871106
916
236600
SH
DFND
02
236600
0
0
CINCINNATI FINANCIAL CORP
COMMON
172062101
1412
21600
SH
DFND
02
21600
0
0
CISCO SYSTEMS INC
COMMON
17275R102
44775
1572700
SH
DFND
02
92700
0
1480000
CITIGROUP INC
COMMON
172967424
25609
613398
SH
DFND
02
99298
0
514100
CITRIX SYSTEMS INC
COMMON
177376100
34780
442600
SH
DFND
02
131200
0
311400
CIVEO CORP
COMMON
17878Y108
146
119100
SH
DFND
02
119100
0
0
CLEAN HARBORS INC
COMMON
184496107
237
4800
SH
DFND
02
4800
0
0
CLOROX COMPANY
COMMON
189054109
2332
18500
SH
DFND
02
18500
0
0
CMS ENERGY CORP
COMMON
125896100
1948
45900
SH
DFND
02
3400
0
42500
CNO FINANCIAL GROUP INC
COMMON
12621E103
156
8700
SH
DFND
02
8700
0
0
COCA COLA CO THE
COMMON
191216100
10892
234800
SH
DFND
02
18800
0
216000
COCA COLA ENTERPRISES
COMMON
19122T109
960
18918
SH
DFND
02
18918
0
0
COGNEX CORP
COMMON
192422103
10415
267400
SH
DFND
02
0
0
267400
COGNIZANT TECH SOLUTIONS A
COMMON
192446102
201
3200
SH
DFND
02
3200
0
0
COHERENT INC
COMMON
192479103
478
5200
SH
DFND
02
5200
0
0
COLFAX CORP
COMMON
194014106
112
3900
SH
DFND
02
3900
0
0
COLGATE PALMOLIVE CO
COMMON
194162103
834
11800
SH
DFND
02
11800
0
0
COMCAST CORP CLASS A
COMMON
20030N101
17255
282500
SH
DFND
02
179500
0
103000
COMMERCE BANCSHARES INC
COMMON
200525103
2018
44895
SH
DFND
02
481
0
44414
COMMSCOPE HOLDING CO INC
COMMON
20337X109
148
5300
SH
DFND
02
5300
0
0
COMMUNICATIONS SALES LE
REIT
20341J104
77
3480
SH
DFND
02
0
0
3480
COMMUNITY HEALTH SYSTEMS INC
COMMON
203668108
24394
1317900
SH
DFND
02
25800
0
1292100
CONAGRA FOODS INC
COMMON
205887102
76
1700
SH
DFND
02
0
0
1700
CONOCOPHILLIPS
COMMON
20825C104
995
24711
SH
DFND
02
24711
0
0
CONSOLIDATED EDISON INC
COMMON
209115104
11746
153300
SH
DFND
02
0
0
153300
CONSTELLATION BRANDS INC A
COMMON
21036P108
2538
16800
SH
DFND
02
16800
0
0
COOPER COS INC THE
COMMON
216648402
754
4900
SH
DFND
02
4200
0
700
COOPER TIRE RUBBER
COMMON
216831107
1381
37300
SH
DFND
02
37300
0
0
COPART INC
COMMON
217204106
1093
26800
SH
DFND
02
26800
0
0
CORPORATE OFFICE PROPERTIES
REIT
22002T108
7
249
SH
DFND
02
249
0
0
CORRECTIONS CORP OF AMERICA
REIT
22025Y407
7
221
SH
DFND
02
221
0
0
COSTCO WHOLESALE CORP
COMMON
22160K105
269
1704
SH
DFND
02
1704
0
0
COTY INC CL A
COMMON
222070203
12248
440100
SH
DFND
02
83700
0
356400
COUSINS PROPERTIES INC
REIT
222795106
290
27900
SH
DFND
02
27900
0
0
CR BARD INC
COMMON
067383109
10001
49346
SH
DFND
02
11446
0
37900
CRAWFORD CO CL B
COMMON
224633107
21
3300
SH
DFND
02
3300
0
0
CRAY INC
COMMON
225223304
1458
34800
SH
DFND
02
34800
0
0
CREDIT ACCEPTANCE CORP
COMMON
225310101
2868
15800
SH
DFND
02
0
0
15800
CROWN HOLDINGS INC
COMMON
228368106
912
18400
SH
DFND
02
18400
0
0
CSG SYSTEMS INTL INC
COMMON
126349109
1404
31100
SH
DFND
02
31100
0
0
CSS INDUSTRIES INC
COMMON
125906107
50
1800
SH
DFND
02
1800
0
0
CST BRANDS INC
COMMON
12646R105
2176
56833
SH
DFND
02
12933
0
43900
CSX CORP
COMMON
126408103
4187
162600
SH
DFND
02
162600
0
0
CULLEN FROST BANKERS INC
COMMON
229899109
14758
267790
SH
DFND
02
90
0
267700
CVR ENERGY INC
COMMON
12662P108
760
29100
SH
DFND
02
29100
0
0
CVS HEALTH CORP
COMMON
126650100
5033
48523
SH
DFND
02
46023
0
2500
DARDEN RESTAURANTS INC
COMMON
237194105
1150
17352
SH
DFND
02
17352
0
0
DELTA AIR LINES INC
COMMON
247361702
11170
229451
SH
DFND
02
159351
0
70100
DELUXE CORP
COMMON
248019101
2700
43200
SH
DFND
02
43200
0
0
DENBURY RESOURCES INC
COMMON
247916208
3
1254
SH
DFND
02
1254
0
0
DENNY S CORP
COMMON
24869P104
207
20000
SH
DFND
02
20000
0
0
DEXCOM INC
COMMON
252131107
41
600
SH
DFND
02
0
0
600
DHT HOLDINGS INC
COMMON
Y2065G121
278
48300
SH
DFND
02
48300
0
0
DIAMONDBACK ENERGY INC
COMMON
25278X109
5696
73800
SH
DFND
02
0
0
73800
DIGITALGLOBE INC
COMMON
25389M877
64
3700
SH
DFND
02
3700
0
0
DILLARDS INC CL A
COMMON
254067101
4261
50185
SH
DFND
02
50185
0
0
DISCOVER FINANCIAL SERVICES
COMMON
254709108
9018
177100
SH
DFND
02
177100
0
0
DISCOVERY COMMUNICATIONS A
COMMON
25470F104
1025
35800
SH
DFND
02
35800
0
0
DISCOVERY COMMUNICATIONS C
COMMON
25470F302
1277
47300
SH
DFND
02
47300
0
0
DISH NETWORK CORP A
COMMON
25470M109
1508
32600
SH
DFND
02
32600
0
0
DOLBY LABORATORIES INC CL A
COMMON
25659T107
2743
63120
SH
DFND
02
320
0
62800
DOLLAR TREE INC
COMMON
256746108
4181
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
560
8700
SH
DFND
02
8700
0
0
DOW CHEMICAL CO THE
COMMON
260543103
16774
329800
SH
DFND
02
4600
0
325200
DR HORTON INC
COMMON
23331A109
970
32100
SH
DFND
02
32100
0
0
DR PEPPER SNAPPLE GROUP INC
COMMON
26138E109
26307
294200
SH
DFND
02
21800
0
272400
DRIL QUIP INC
COMMON
262037104
212
3500
SH
DFND
02
3500
0
0
DST SYSTEMS INC
COMMON
233326107
3981
35300
SH
DFND
02
0
0
35300
DSW INC CLASS A
COMMON
23334L102
719
26000
SH
DFND
02
26000
0
0
DU PONT E I DE NEMOURS
COMMON
263534109
1
15
SH
DFND
02
15
0
0
DUKE ENERGY CORP
COMMON
26441C204
764
9466
SH
DFND
02
5766
0
3700
DUKE REALTY CORP
REIT
264411505
7
302
SH
DFND
02
302
0
0
DUN BRADSTREET CORP
COMMON
26483E100
928
9000
SH
DFND
02
9000
0
0
DYNEX CAPITAL INC
REIT
26817Q506
63
9400
SH
DFND
02
9400
0
0
E*TRADE FINANCIAL CORP
COMMON
269246401
81
3300
SH
DFND
02
3300
0
0
EAGLE MATERIALS INC
COMMON
26969P108
105
1500
SH
DFND
02
1500
0
0
EARTHLINK HOLDINGS CORP
COMMON
27033X101
1713
302100
SH
DFND
02
302100
0
0
EASTMAN CHEMICAL CO
COMMON
277432100
11318
156700
SH
DFND
02
0
0
156700
EBAY INC
COMMON
278642103
17195
720673
SH
DFND
02
95673
0
625000
EDGEWELL PERSONAL CARE CO
COMMON
28035Q102
2100
26080
SH
DFND
02
26080
0
0
EDISON INTERNATIONAL
COMMON
281020107
913
12700
SH
DFND
02
12700
0
0
EDWARDS LIFESCIENCES CORP
COMMON
28176E108
5522
62600
SH
DFND
02
62600
0
0
ELECTRONIC ARTS INC
COMMON
285512109
2182
33000
SH
DFND
02
33000
0
0
ELECTRONICS FOR IMAGING
COMMON
286082102
560
13200
SH
DFND
02
13200
0
0
ELI LILLY CO
COMMON
532457108
108
1500
SH
DFND
02
0
0
1500
EMC CORP MA
COMMON
268648102
3217
120700
SH
DFND
02
120700
0
0
EMCOR GROUP INC
COMMON
29084Q100
364
7486
SH
DFND
02
7486
0
0
ENCORE WIRE CORP
COMMON
292562105
712
18300
SH
DFND
02
18300
0
0
ENERGEN CORP
COMMON
29265N108
3568
97500
SH
DFND
02
0
0
97500
ENERGIZER HOLDINGS INC
COMMON
29272W109
1742
43000
SH
DFND
02
43000
0
0
ENNIS INC
COMMON
293389102
643
32900
SH
DFND
02
32900
0
0
ENSCO PLC CL A
COMMON
G3517S106
235
22700
SH
DFND
02
22700
0
0
ENTEGRIS INC
COMMON
29362U104
1230
90300
SH
DFND
02
90300
0
0
ENTERPRISE FINANCIAL SERVICE
COMMON
293712105
78
2900
SH
DFND
02
2900
0
0
ENTRAVISION COMMUNICATIONS A
COMMON
29382R107
202
27100
SH
DFND
02
27100
0
0
EPLUS INC
COMMON
294268107
1079
13400
SH
DFND
02
13400
0
0
EQT CORP
COMMON
26884L109
3619
53800
SH
DFND
02
0
0
53800
EQUINIX INC
REIT
29444U700
531
1605
SH
DFND
02
1605
0
0
EQUITY COMMONWEALTH
REIT
294628102
2317
82100
SH
DFND
02
4600
0
77500
ERA GROUP INC
COMMON
26885G109
204
21800
SH
DFND
02
21800
0
0
ERIE INDEMNITY COMPANY CL A
COMMON
29530P102
670
7200
SH
DFND
02
7200
0
0
ESSENT GROUP LTD
COMMON
G3198U102
322
15500
SH
DFND
02
15500
0
0
ESTEE LAUDER COMPANIES CL A
COMMON
518439104
20758
220100
SH
DFND
02
0
0
220100
EVEREST RE GROUP LTD
COMMON
G3223R108
7899
40011
SH
DFND
02
9611
0
30400
EXACTECH INC
COMMON
30064E109
20
1000
SH
DFND
02
1000
0
0
EXPEDIA INC
COMMON
30212P303
1283
11900
SH
DFND
02
11900
0
0
EXPEDITORS INTL WASH INC
COMMON
302130109
3495
71600
SH
DFND
02
71600
0
0
EXPONENT INC
COMMON
30214U102
2244
44000
SH
DFND
02
44000
0
0
EXPRESS SCRIPTS HOLDING CO
COMMON
30219G108
20929
304695
SH
DFND
02
97395
0
207300
EXTENDED STAY AMERICA INC
UNIT
30224P200
2499
153300
SH
DFND
02
13500
0
139800
EXXON MOBIL CORP
COMMON
30231G102
68863
823824
SH
DFND
02
230024
0
593800
F5 NETWORKS INC
COMMON
315616102
10550
99665
SH
DFND
02
10365
0
89300
FABRINET
COMMON
G3323L100
1559
48200
SH
DFND
02
48200
0
0
FACEBOOK INC A
COMMON
30303M102
26313
230612
SH
DFND
02
64312
0
166300
FACTSET RESEARCH SYSTEMS INC
COMMON
303075105
2182
14400
SH
DFND
02
14400
0
0
FBL FINANCIAL GROUP INC CL A
COMMON
30239F106
12
200
SH
DFND
02
200
0
0
FBR CO
COMMON
30247C400
208
11500
SH
DFND
02
11500
0
0
FEDERAL SIGNAL CORP
COMMON
313855108
530
40000
SH
DFND
02
40000
0
0
FEDERATED INVESTORS INC CL B
COMMON
314211103
2568
89010
SH
DFND
02
210
0
88800
FEDEX CORP
COMMON
31428X106
4686
28800
SH
DFND
02
28800
0
0
FIFTH THIRD BANCORP
COMMON
316773100
1477
88500
SH
DFND
02
88500
0
0
FIRST INTERSTATE BANCSYS A
COMMON
32055Y201
278
9900
SH
DFND
02
9900
0
0
FIRST MERCHANTS CORP
COMMON
320817109
160
6800
SH
DFND
02
6800
0
0
FIRST MIDWEST BANCORP INC IL
COMMON
320867104
742
41200
SH
DFND
02
41200
0
0
FIRST SOLAR INC
COMMON
336433107
2663
38900
SH
DFND
02
38900
0
0
FIRSTENERGY CORP
COMMON
337932107
7694
213900
SH
DFND
02
28100
0
185800
FIRSTMERIT CORP
COMMON
337915102
1373
65210
SH
DFND
02
65210
0
0
FIVE STAR QUALITY CARE
COMMON
33832D106
198
86600
SH
DFND
02
86600
0
0
FLIR SYSTEMS INC
COMMON
302445101
5447
165300
SH
DFND
02
0
0
165300
FLUOR CORP
COMMON
343412102
22113
411790
SH
DFND
02
2790
0
409000
FMC TECHNOLOGIES INC
COMMON
30249U101
20857
762300
SH
DFND
02
133100
0
629200
FNB CORP
COMMON
302520101
28
2135
SH
DFND
02
2135
0
0
FNF GROUP
TRACKING
31620R303
88
2600
SH
DFND
02
2600
0
0
FORD MOTOR CO
COMMON
345370860
2025
150000
SH
DFND
02
150000
0
0
FOUR CORNERS PROPERTY TRUST
REIT
35086T109
1924
107167
SH
DFND
02
0
0
107167
FRANKLIN RESOURCES INC
COMMON
354613101
2601
66600
SH
DFND
02
66600
0
0
FRANK S INTERNATIONAL NV
COMMON
N33462107
727
44125
SH
DFND
02
44125
0
0
FRESH MARKET INC THE
COMMON
35804H106
111
3900
SH
DFND
02
3900
0
0
FUTUREFUEL CORP
COMMON
36116M106
133
11300
SH
DFND
02
11300
0
0
GAMCO INVESTORS INC A
COMMON
361438104
630
17000
SH
DFND
02
17000
0
0
GAP INC THE
COMMON
364760108
883
30027
SH
DFND
02
30027
0
0
GENER8 MARITIME INC
COMMON
Y26889108
225
31900
SH
DFND
02
31900
0
0
GENERAL DYNAMICS CORP
COMMON
369550108
1609
12247
SH
DFND
02
12247
0
0
GENERAL ELECTRIC CO
COMMON
369604103
58588
1842966
SH
DFND
02
328371
0
1514595
GENERAL GROWTH PROPERTIES
REIT
370023103
232
7800
SH
DFND
02
7800
0
0
GENERAL MILLS INC
COMMON
370334104
17580
277500
SH
DFND
02
8900
0
268600
GENERAL MOTORS CO
COMMON
37045V100
2870
91300
SH
DFND
02
0
0
91300
GENESEE WYOMING INC CL A
COMMON
371559105
169
2700
SH
DFND
02
2700
0
0
GENPACT LTD
COMMON
G3922B107
4
163
SH
DFND
02
163
0
0
GENTEX CORP
COMMON
371901109
11331
722200
SH
DFND
02
0
0
722200
GENUINE PARTS CO
COMMON
372460105
6945
69900
SH
DFND
02
0
0
69900
GILEAD SCIENCES INC
COMMON
375558103
19987
217582
SH
DFND
02
123100
0
94482
GLOBUS MEDICAL INC A
COMMON
379577208
596
25100
SH
DFND
02
25100
0
0
GNC HOLDINGS INC CL A
COMMON
36191G107
2546
80200
SH
DFND
02
0
0
80200
GOLDMAN SACHS GROUP INC
COMMON
38141G104
3681
23448
SH
DFND
02
23448
0
0
GOODYEAR TIRE RUBBER CO
COMMON
382550101
20408
618803
SH
DFND
02
59103
0
559700
GRAPHIC PACKAGING HOLDING CO
COMMON
388689101
12488
971862
SH
DFND
02
227862
0
744000
HALLADOR ENERGY CO
COMMON
40609P105
105
23000
SH
DFND
02
23000
0
0
HALLIBURTON CO
COMMON
406216101
832
23300
SH
DFND
02
23300
0
0
HALLMARK FINL SERVICES INC
COMMON
40624Q203
64
5600
SH
DFND
02
5600
0
0
HALYARD HEALTH INC
COMMON
40650V100
18
612
SH
DFND
02
0
0
612
HANMI FINANCIAL CORPORATION
COMMON
410495204
414
18800
SH
DFND
02
18800
0
0
HANOVER INSURANCE GROUP INC
COMMON
410867105
11945
132400
SH
DFND
02
10700
0
121700
HARMAN INTERNATIONAL
COMMON
413086109
401
4500
SH
DFND
02
4500
0
0
HARRIS CORP
COMMON
413875105
1386
17800
SH
DFND
02
17800
0
0
HAWAIIAN HOLDINGS INC
COMMON
419879101
1812
38400
SH
DFND
02
38400
0
0
HCA HOLDINGS INC
COMMON
40412C101
16653
213369
SH
DFND
02
10769
0
202600
HEALTHWAYS INC
COMMON
422245100
161
16000
SH
DFND
02
16000
0
0
HEIDRICK STRUGGLES INTL
COMMON
422819102
145
6100
SH
DFND
02
6100
0
0
HELMERICH PAYNE
COMMON
423452101
1981
33733
SH
DFND
02
33733
0
0
HENRY SCHEIN INC
COMMON
806407102
22943
132900
SH
DFND
02
5500
0
127400
HERBALIFE LTD
COMMON
G4412G101
4773
77540
SH
DFND
02
8240
0
69300
HERSHEY CO THE
COMMON
427866108
1805
19600
SH
DFND
02
0
0
19600
HESS CORP
COMMON
42809H107
2159
41000
SH
DFND
02
37000
0
4000
HEWLETT PACKARD ENTERPRIS
COMMON
42824C109
2
90
SH
DFND
02
90
0
0
HEXCEL CORP
COMMON
428291108
0
6
SH
DFND
02
6
0
0
HILL ROM HOLDINGS INC
COMMON
431475102
619
12300
SH
DFND
02
12300
0
0
HOLLYFRONTIER CORP
COMMON
436106108
2479
70200
SH
DFND
02
400
0
69800
HOLOGIC INC
COMMON
436440101
8556
248000
SH
DFND
02
60300
0
187700
HOME DEPOT INC
COMMON
437076102
17293
129600
SH
DFND
02
60500
0
69100
HORMEL FOODS CORP
COMMON
440452100
588
13600
SH
DFND
02
13600
0
0
HOSPITALITY PROPERTIES TRUST
REIT
44106M102
6
232
SH
DFND
02
232
0
0
HOST HOTELS RESORTS INC
REIT
44107P104
235
14100
SH
DFND
02
14100
0
0
HUMANA INC
COMMON
444859102
4903
26800
SH
DFND
02
26800
0
0
HUNTINGTON BANCSHARES INC
COMMON
446150104
5074
531900
SH
DFND
02
104600
0
427300
HUNTINGTON INGALLS INDUSTRIE
COMMON
446413106
28086
205094
SH
DFND
02
40294
0
164800
HYATT HOTELS CORP CL A
COMMON
448579102
27447
554592
SH
DFND
02
49492
0
505100
IHS INC CLASS A
COMMON
451734107
559
4500
SH
DFND
02
4500
0
0
II VI INC
COMMON
902104108
1255
57800
SH
DFND
02
57800
0
0
ILLINOIS TOOL WORKS
COMMON
452308109
31500
307500
SH
DFND
02
29100
0
278400
ILLUMINA INC
COMMON
452327109
65
400
SH
DFND
02
0
0
400
IMPAX LABORATORIES INC
COMMON
45256B101
2933
91600
SH
DFND
02
91600
0
0
INFINITY PROPERTY CASUALTY
COMMON
45665Q103
1098
13645
SH
DFND
02
13645
0
0
INGERSOLL RAND PLC
COMMON
G47791101
155
2500
SH
DFND
02
2500
0
0
INGRAM MICRO INC CL A
COMMON
457153104
21758
605900
SH
DFND
02
26800
0
579100
INGREDION INC
COMMON
457187102
58
539
SH
DFND
02
539
0
0
INNOSPEC INC
COMMON
45768S105
885
20400
SH
DFND
02
20400
0
0
INNOVIVA INC
COMMON
45781M101
13
1000
SH
DFND
02
1000
0
0
INSIGHT ENTERPRISES INC
COMMON
45765U103
1337
46700
SH
DFND
02
46700
0
0
INSPERITY INC
COMMON
45778Q107
150
2900
SH
DFND
02
2900
0
0
INTEL CORP
COMMON
458140100
11494
355300
SH
DFND
02
147400
0
207900
INTELIQUENT INC
COMMON
45825N107
993
61900
SH
DFND
02
61900
0
0
INTERCONTINENTAL EXCHANGE IN
COMMON
45866F104
141
600
SH
DFND
02
600
0
0
INTERNATIONAL PAPER CO
COMMON
460146103
2015
49100
SH
DFND
02
49100
0
0
INTERPUBLIC GROUP OF COS INC
COMMON
460690100
24742
1078100
SH
DFND
02
27400
0
1050700
INTL BUSINESS MACHINES CORP
COMMON
459200101
29411
194193
SH
DFND
02
65693
0
128500
INTUIT INC
COMMON
461202103
12
114
SH
DFND
02
114
0
0
INTUITIVE SURGICAL INC
COMMON
46120E602
1923
3200
SH
DFND
02
3200
0
0
INVACARE CORP
COMMON
461203101
281
21300
SH
DFND
02
21300
0
0
INVESTMENT TECHNOLOGY GROUP
COMMON
46145F105
24
1100
SH
DFND
02
1100
0
0
IPG PHOTONICS CORP
COMMON
44980X109
4814
50100
SH
DFND
02
0
0
50100
IRWIN FINANCIAL CORP
COMMON
464119106
0
5800
SH
DFND
02
5800
0
0
ISLE OF CAPRI CASINOS
COMMON
464592104
71
5100
SH
DFND
02
5100
0
0
ITRON INC
COMMON
465741106
38
900
SH
DFND
02
900
0
0
JABIL CIRCUIT INC
COMMON
466313103
3380
175400
SH
DFND
02
175400
0
0
JACK HENRY ASSOCIATES INC
COMMON
426281101
12
144
SH
DFND
02
144
0
0
JACK IN THE BOX INC
COMMON
466367109
830
13000
SH
DFND
02
13000
0
0
JAZZ PHARMACEUTICALS PLC
COMMON
G50871105
81
623
SH
DFND
02
623
0
0
JETBLUE AIRWAYS CORP
COMMON
477143101
8769
415200
SH
DFND
02
50900
0
364300
JOHN B SANFILIPPO SON INC
COMMON
800422107
518
7500
SH
DFND
02
7500
0
0
JOHNSON JOHNSON
COMMON
478160104
77389
715236
SH
DFND
02
121336
0
593900
JOHNSON OUTDOORS INC A
COMMON
479167108
27
1200
SH
DFND
02
1200
0
0
JONES LANG LASALLE INC
COMMON
48020Q107
265
2263
SH
DFND
02
2263
0
0
JPMORGAN CHASE CO
COMMON
46625H100
40972
691863
SH
DFND
02
271263
0
420600
JUNIPER NETWORKS INC
COMMON
48203R104
781
30607
SH
DFND
02
30607
0
0
KAR AUCTION SERVICES INC
COMMON
48238T109
19120
501300
SH
DFND
02
0
0
501300
KENNAMETAL INC
COMMON
489170100
9585
426200
SH
DFND
02
0
0
426200
KEYCORP
COMMON
493267108
64
5800
SH
DFND
02
1800
0
4000
KIMBERLY CLARK CORP
COMMON
494368103
336
2500
SH
DFND
02
0
0
2500
KIMCO REALTY CORP
REIT
49446R109
43
1500
SH
DFND
02
1500
0
0
KINDER MORGAN INC
COMMON
49456B101
7801
436800
SH
DFND
02
0
0
436800
KOHLS CORP
COMMON
500255104
11101
238174
SH
DFND
02
74
0
238100
KRAFT HEINZ CO THE
COMMON
500754106
157
2000
SH
DFND
02
0
0
2000
KRISPY KREME DOUGHNUTS INC
COMMON
501014104
902
57838
SH
DFND
02
57838
0
0
KROGER CO
COMMON
501044101
13837
361761
SH
DFND
02
361761
0
0
L 3 COMMUNICATIONS HOLDINGS
COMMON
502424104
5866
49500
SH
DFND
02
0
0
49500
LABORATORY CRP OF AMER HLDGS
COMMON
50540R409
1956
16700
SH
DFND
02
16700
0
0
LAM RESEARCH CORP
COMMON
512807108
429
5188
SH
DFND
02
5188
0
0
LANDSTAR SYSTEM INC
COMMON
515098101
22213
343800
SH
DFND
02
88500
0
255300
LANNETT CO INC
COMMON
516012101
362
20200
SH
DFND
02
20200
0
0
LAS VEGAS SANDS CORP
ADR
517834107
238
4600
SH
DFND
02
4600
0
0
LASALLE HOTEL PROPERTIES
REIT
517942108
40
1600
SH
DFND
02
1600
0
0
LAZARD LTD CL A
COMMON
G54050102
144
3700
SH
DFND
02
3700
0
0
LEAR CORP
COMMON
521865204
26848
241503
SH
DFND
02
29203
0
212300
LEGG MASON INC
COMMON
524901105
4336
125021
SH
DFND
02
21
0
125000
LEGGETT PLATT INC
COMMON
524660107
3761
77700
SH
DFND
02
0
0
77700
LEIDOS HOLDINGS INC
COMMON
525327102
15710
312204
SH
DFND
02
72004
0
240200
LEMAITRE VASCULAR INC
COMMON
525558201
169
10900
SH
DFND
02
10900
0
0
LENNAR CORP B SHS
COMMON
526057302
170
4400
SH
DFND
02
4400
0
0
LEVEL 3 COMMUNICATIONS INC
COMMON
52729N308
339
6410
SH
DFND
02
3860
0
2550
LIBERTY INTERACTIVE CORP A
COMMON
53071M104
7956
315100
SH
DFND
02
107800
0
207300
LIBERTY TRIPADVISOR HDG A
COMMON
531465102
587
26490
SH
DFND
02
26490
0
0
LIBERTY VENTURES SER A
TRACKING
53071M880
1165
29771
SH
DFND
02
29771
0
0
LIFEPOINT HEALTH INC
COMMON
53219L109
407
5874
SH
DFND
02
5874
0
0
LINKEDIN CORP A
COMMON
53578A108
91
800
SH
DFND
02
800
0
0
LITTELFUSE INC
COMMON
537008104
1800
14625
SH
DFND
02
14625
0
0
LIVANOVA PLC
COMMON
G5509L101
103
1900
SH
DFND
02
1900
0
0
LKQ CORP
COMMON
501889208
594
18600
SH
DFND
02
18600
0
0
LOEWS CORP
COMMON
540424108
11566
302300
SH
DFND
02
0
0
302300
LOWE S COS INC
COMMON
548661107
2394
31600
SH
DFND
02
31600
0
0
LUMINEX CORP
COMMON
55027E102
194
10000
SH
DFND
02
10000
0
0
LYONDELLBASELL INDU CL A
COMMON
N53745100
2439
28500
SH
DFND
02
8000
0
20500
MADISON SQUARE GARDEN CO A
COMMON
55825T103
310
1866
SH
DFND
02
1866
0
0
MAGELLAN HEALTH INC
COMMON
559079207
3614
53200
SH
DFND
02
53200
0
0
MALLINCKRODT PLC
COMMON
G5785G107
9964
162600
SH
DFND
02
0
0
162600
MANHATTAN ASSOCIATES INC
COMMON
562750109
751
13200
SH
DFND
02
13200
0
0
MARATHON PETROLEUM CORP
COMMON
56585A102
2526
67948
SH
DFND
02
67948
0
0
MARCHEX INC CLASS B
COMMON
56624R108
32
7200
SH
DFND
02
7200
0
0
MARKEL CORP
COMMON
570535104
349
392
SH
DFND
02
392
0
0
MASCO CORP
COMMON
574599106
10
308
SH
DFND
02
308
0
0
MASTERCARD INC CLASS A
COMMON
57636Q104
11659
123380
SH
DFND
02
123380
0
0
MCCORMICK CO NON VTG SHRS
COMMON
579780206
1930
19400
SH
DFND
02
0
0
19400
MCDONALD S CORP
COMMON
580135101
15685
124800
SH
DFND
02
12900
0
111900
MCKESSON CORP
COMMON
58155Q103
5939
37765
SH
DFND
02
37465
0
300
MEDIA GENERAL INC
COMMON
58441K100
734
44976
SH
DFND
02
44976
0
0
MEDICINES COMPANY
COMMON
584688105
70
2200
SH
DFND
02
2200
0
0
MEDIFAST INC
COMMON
58470H101
993
32900
SH
DFND
02
32900
0
0
MEDIVATION INC
COMMON
58501N101
9
200
SH
DFND
02
0
0
200
MEDTRONIC PLC
COMMON
G5960L103
739
9853
SH
DFND
02
9853
0
0
MERCK CO INC
COMMON
58933Y105
28627
541049
SH
DFND
02
66877
0
474172
MERCURY GENERAL CORP
COMMON
589400100
94
1699
SH
DFND
02
1699
0
0
MICHAEL KORS HOLDINGS LTD
COMMON
G60754101
14656
257300
SH
DFND
02
55000
0
202300
MICHAELS COS INC THE
COMMON
59408Q106
3172
113400
SH
DFND
02
0
0
113400
MICROSOFT CORP
COMMON
594918104
71485
1294307
SH
DFND
02
387807
0
906500
MICROSTRATEGY INC CL A
COMMON
594972408
5138
28590
SH
DFND
02
28590
0
0
MINERALS TECHNOLOGIES INC
COMMON
603158106
1433
25200
SH
DFND
02
25200
0
0
MODINE MANUFACTURING CO
COMMON
607828100
487
44200
SH
DFND
02
44200
0
0
MONARCH CASINO RESORT INC
COMMON
609027107
134
6900
SH
DFND
02
6900
0
0
MONSANTO CO
COMMON
61166W101
123
1400
SH
DFND
02
1400
0
0
MONSTER BEVERAGE CORP
COMMON
61174X109
213
1600
SH
DFND
02
1600
0
0
MOOG INC CLASS A
COMMON
615394202
861
18850
SH
DFND
02
18850
0
0
MORGAN STANLEY
COMMON
617446448
48
1900
SH
DFND
02
1900
0
0
MORNINGSTAR INC
COMMON
617700109
55
621
SH
DFND
02
621
0
0
MOTOROLA SOLUTIONS INC
COMMON
620076307
18935
250126
SH
DFND
02
61226
0
188900
MRC GLOBAL INC
COMMON
55345K103
464
35300
SH
DFND
02
35300
0
0
MSC INDUSTRIAL DIRECT CO A
COMMON
553530106
24044
315078
SH
DFND
02
62378
0
252700
MSCI INC
COMMON
55354G100
12
167
SH
DFND
02
167
0
0
MSG NETWORKS INC A
COMMON
553573106
214
12400
SH
DFND
02
12400
0
0
MULTI FINELINE ELECTRONIX IN
COMMON
62541B101
239
10300
SH
DFND
02
10300
0
0
MYLAN NV
COMMON
N59465109
4262
91963
SH
DFND
02
91963
0
0
NASB FINANCIAL INC
COMMON
628968109
35
1100
SH
DFND
02
1100
0
0
NASDAQ INC
COMMON
631103108
20345
306500
SH
DFND
02
22400
0
284100
NATIONAL BEVERAGE CORP
COMMON
635017106
2048
48400
SH
DFND
02
48400
0
0
NATIONAL COMMERCE CORP
COMMON
63546L102
14
600
SH
DFND
02
600
0
0
NATIONAL INSTRUMENTS CORP
COMMON
636518102
5
168
SH
DFND
02
168
0
0
NATIONSTAR MORTGAGE HOLDINGS
COMMON
63861C109
2
196
SH
DFND
02
196
0
0
NATURAL GAS SERVICES GROUP
COMMON
63886Q109
110
5100
SH
DFND
02
5100
0
0
NAVIGANT CONSULTING INC
COMMON
63935N107
500
31600
SH
DFND
02
31600
0
0
NAVIGATORS GROUP INC
COMMON
638904102
34
400
SH
DFND
02
400
0
0
NCR CORPORATION
COMMON
62886E108
9799
327400
SH
DFND
02
0
0
327400
NETAPP INC
COMMON
64110D104
15124
554200
SH
DFND
02
0
0
554200
NETGEAR INC
COMMON
64111Q104
694
17200
SH
DFND
02
17200
0
0
NEUSTAR INC CLASS A
COMMON
64126X201
5
200
SH
DFND
02
200
0
0
NEWMONT MINING CORP
COMMON
651639106
348
13100
SH
DFND
02
13100
0
0
NEWS CORP CLASS A
COMMON
65249B109
534
41836
SH
DFND
02
41836
0
0
NEXTERA ENERGY INC
COMMON
65339F101
513
4335
SH
DFND
02
4335
0
0
NIC INC
COMMON
62914B100
135
7500
SH
DFND
02
7500
0
0
NOBLE CORP PLC
COMMON
G65431101
7405
715498
SH
DFND
02
15498
0
700000
NORDSTROM INC
COMMON
655664100
19109
334010
SH
DFND
02
210
0
333800
NORFOLK SOUTHERN CORP
COMMON
655844108
9865
118500
SH
DFND
02
118500
0
0
NORTH ATLANTIC DRILLING LTD
COMMON
G6613P129
10
3700
SH
DFND
02
3700
0
0
NORTHROP GRUMMAN CORP
COMMON
666807102
35721
180500
SH
DFND
02
47200
0
133300
NOW INC
COMMON
67011P100
659
37200
SH
DFND
02
37200
0
0
NU SKIN ENTERPRISES INC A
COMMON
67018T105
887
23200
SH
DFND
02
23200
0
0
NUANCE COMMUNICATIONS INC
COMMON
67020Y100
10773
576400
SH
DFND
02
142700
0
433700
NUCOR CORP
COMMON
670346105
11948
252600
SH
DFND
02
0
0
252600
NUTRACEUTICAL INTL CORP
COMMON
67060Y101
56
2300
SH
DFND
02
2300
0
0
NUTRISYSTEM INC
COMMON
67069D108
196
9400
SH
DFND
02
9400
0
0
NVIDIA CORP
COMMON
67066G104
14234
399500
SH
DFND
02
14400
0
385100
NVR INC
COMMON
62944T105
25269
14586
SH
DFND
02
3986
0
10600
NXP SEMICONDUCTORS NV
COMMON
N6596X109
5132
63307
SH
DFND
02
0
0
63307
OCCIDENTAL PETROLEUM CORP
COMMON
674599105
992
14500
SH
DFND
02
14200
0
300
OCEANEERING INTL INC
COMMON
675232102
26426
794994
SH
DFND
02
62594
0
732400
OCWEN FINANCIAL CORP
COMMON
675746309
757
306600
SH
DFND
02
306600
0
0
OFFICE DEPOT INC
COMMON
676220106
2564
361127
SH
DFND
02
361127
0
0
OGE ENERGY CORP
COMMON
670837103
1
23
SH
DFND
02
23
0
0
OIL STATES INTERNATIONAL INC
COMMON
678026105
4889
155100
SH
DFND
02
155100
0
0
OIL DRI CORP OF AMERICA
COMMON
677864100
20
600
SH
DFND
02
600
0
0
OLD DOMINION FREIGHT LINE
COMMON
679580100
2322
33350
SH
DFND
02
33350
0
0
OLD REPUBLIC INTL CORP
COMMON
680223104
6848
374600
SH
DFND
02
37500
0
337100
OMEGA PROTEIN CORP
COMMON
68210P107
39
2300
SH
DFND
02
2300
0
0
OMNICOM GROUP
COMMON
681919106
27349
328600
SH
DFND
02
29800
0
298800
ON SEMICONDUCTOR CORP
COMMON
682189105
1833
191100
SH
DFND
02
0
0
191100
ONE GAS INC
COMMON
68235P108
1005
16450
SH
DFND
02
16450
0
0
ONEOK INC
COMMON
682680103
741
24800
SH
DFND
02
24800
0
0
OPKO HEALTH INC
COMMON
68375N103
98
9400
SH
DFND
02
9400
0
0
ORACLE CORP
COMMON
68389X105
16114
393900
SH
DFND
02
292700
0
101200
ORASURE TECHNOLOGIES INC
COMMON
68554V108
1637
226400
SH
DFND
02
226400
0
0
ORBITAL ATK INC
COMMON
68557N103
1043
12000
SH
DFND
02
12000
0
0
O REILLY AUTOMOTIVE INC
COMMON
67103H107
274
1000
SH
DFND
02
1000
0
0
OSHKOSH CORP
COMMON
688239201
871
21300
SH
DFND
02
21300
0
0
OWENS CORNING
COMMON
690742101
1874
39639
SH
DFND
02
139
0
39500
P G E CORP
COMMON
69331C108
776
13000
SH
DFND
02
13000
0
0
P A M TRANSPORTATION SVCS
COMMON
693149106
52
1700
SH
DFND
02
1700
0
0
PACKAGING CORP OF AMERICA
COMMON
695156109
3703
61300
SH
DFND
02
8900
0
52400
PACWEST BANCORP
COMMON
695263103
81
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
822
7400
SH
DFND
02
7400
0
0
PARSLEY ENERGY INC CLASS A
COMMON
701877102
357
15800
SH
DFND
02
15800
0
0
PAYPAL HOLDINGS INC
COMMON
70450Y103
860
22283
SH
DFND
02
22283
0
0
PC CONNECTION INC
COMMON
69318J100
212
8200
SH
DFND
02
8200
0
0
PDL BIOPHARMA INC
COMMON
69329Y104
66
19700
SH
DFND
02
19700
0
0
PEPSICO INC
COMMON
713448108
45429
443296
SH
DFND
02
23096
0
420200
PERKINELMER INC
COMMON
714046109
5441
110000
SH
DFND
02
0
0
110000
PETMED EXPRESS INC
COMMON
716382106
826
46100
SH
DFND
02
46100
0
0
PFIZER INC
COMMON
717081103
47262
1594536
SH
DFND
02
72036
0
1522500
PHI INC NON VOTING
COMMON
69336T205
45
2400
SH
DFND
02
2400
0
0
PHILIP MORRIS INTERNATIONAL
COMMON
718172109
10213
104100
SH
DFND
02
33700
0
70400
PHILLIPS 66
COMMON
718546104
7606
87842
SH
DFND
02
47142
0
40700
PHOTRONICS INC
COMMON
719405102
1124
108000
SH
DFND
02
108000
0
0
PIEDMONT OFFICE REALTY TRU A
REIT
720190206
9310
458400
SH
DFND
02
3200
0
455200
PILGRIM S PRIDE CORP
COMMON
72147K108
1923
75700
SH
DFND
02
75700
0
0
PIONEER ENERGY SERVICES CORP
COMMON
723664108
370
168000
SH
DFND
02
168000
0
0
PITNEY BOWES INC
COMMON
724479100
12058
559800
SH
DFND
02
0
0
559800
PLANTRONICS INC
COMMON
727493108
2081
53100
SH
DFND
02
53100
0
0
PLEXUS CORP
COMMON
729132100
711
18000
SH
DFND
02
18000
0
0
PNC FINANCIAL SERVICES GROUP
COMMON
693475105
28020
331326
SH
DFND
02
45626
0
285700
POPULAR INC
COMMON
733174700
3722
130100
SH
DFND
02
2000
0
128100
POST HOLDINGS INC
COMMON
737446104
79
1150
SH
DFND
02
1150
0
0
POST PROPERTIES INC
REIT
737464107
3440
57591
SH
DFND
02
4591
0
53000
POTBELLY CORP
COMMON
73754Y100
176
12900
SH
DFND
02
12900
0
0
PPL CORP
COMMON
69351T106
7328
192500
SH
DFND
02
0
0
192500
PREFERRED BANK LOS ANGELES
COMMON
740367404
70
2300
SH
DFND
02
2300
0
0
PRESTIGE BRANDS HOLDINGS INC
COMMON
74112D101
1879
35200
SH
DFND
02
35200
0
0
PRICELINE GROUP INC THE
COMMON
741503403
258
200
SH
DFND
02
200
0
0
PRIVATEBANCORP INC
COMMON
742962103
220
5700
SH
DFND
02
5700
0
0
PROASSURANCE CORP
COMMON
74267C106
223
4400
SH
DFND
02
4400
0
0
PROCTER GAMBLE CO THE
COMMON
742718109
49874
605927
SH
DFND
02
62527
0
543400
PROGRESSIVE CORP
COMMON
743315103
24955
710159
SH
DFND
02
4559
0
705600
PROVIDENT FINANCIAL HLDGS
COMMON
743868101
90
5300
SH
DFND
02
5300
0
0
PRUDENTIAL FINANCIAL INC
COMMON
744320102
311
4300
SH
DFND
02
4300
0
0
PRUDENTIAL PLC ADR
ADR
74435K204
56
1500
SH
DFND
02
1500
0
0
PTC INC
COMMON
69370C100
355
10700
SH
DFND
02
5300
0
5400
PUBLIC SERVICE ENTERPRISE GP
COMMON
744573106
23513
498800
SH
DFND
02
72700
0
426100
PUBLIC STORAGE
REIT
74460D109
1335
4840
SH
DFND
02
4840
0
0
QEP RESOURCES INC
COMMON
74733V100
6484
459500
SH
DFND
02
0
0
459500
QIAGEN N V
COMMON
N72482107
145
6500
SH
DFND
02
4400
0
2100
QLOGIC CORP
COMMON
747277101
698
51900
SH
DFND
02
51900
0
0
QUALCOMM INC
COMMON
747525103
2716
53100
SH
DFND
02
53100
0
0
QUEST DIAGNOSTICS INC
COMMON
74834L100
607
8494
SH
DFND
02
8494
0
0
QUINTILES TRANSNATIONAL HOLD
COMMON
74876Y101
4
68
SH
DFND
02
68
0
0
RACKSPACE HOSTING INC
COMMON
750086100
8155
377700
SH
DFND
02
6300
0
371400
RALPH LAUREN CORP
COMMON
751212101
1598
16600
SH
DFND
02
16600
0
0
RAYTHEON COMPANY
COMMON
755111507
13244
108000
SH
DFND
02
700
0
107300
REALOGY HOLDINGS CORP
COMMON
75605Y106
6
163
SH
DFND
02
163
0
0
RED HAT INC
COMMON
756577102
60
800
SH
DFND
02
800
0
0
REGAL ENTERTAINMENT GROUP A
COMMON
758766109
8
380
SH
DFND
02
380
0
0
REGIONS FINANCIAL CORP
COMMON
7591EP100
478
60900
SH
DFND
02
60900
0
0
REINSURANCE GROUP OF AMERICA
COMMON
759351604
4684
48661
SH
DFND
02
18261
0
30400
RELIANCE STEEL ALUMINUM
COMMON
759509102
27641
399494
SH
DFND
02
34494
0
365000
RENAISSANCERE HOLDINGS LTD
COMMON
G7496G103
5788
48300
SH
DFND
02
48300
0
0
REPUBLIC BANCORP INC CLASS A
COMMON
760281204
222
8600
SH
DFND
02
8600
0
0
RESMED INC
COMMON
761152107
16999
294000
SH
DFND
02
0
0
294000
REVLON INC CLASS A
COMMON
761525609
317
8700
SH
DFND
02
8700
0
0
REX AMERICAN RESOURCES CORP
COMMON
761624105
838
15106
SH
DFND
02
15106
0
0
RITE AID CORP
COMMON
767754104
1481
181700
SH
DFND
02
181700
0
0
ROCKET FUEL INC
COMMON
773111109
10
3200
SH
DFND
02
3200
0
0
ROCKWELL AUTOMATION INC
COMMON
773903109
125
1100
SH
DFND
02
1100
0
0
ROLLINS INC
COMMON
775711104
7
253
SH
DFND
02
253
0
0
ROSS STORES INC
COMMON
778296103
1621
28000
SH
DFND
02
28000
0
0
ROVI CORP
COMMON
779376102
51
2500
SH
DFND
02
2500
0
0
ROWAN COMPANIES PLC A
COMMON
G7665A101
113
7000
SH
DFND
02
7000
0
0
RPC INC
COMMON
749660106
38
2700
SH
DFND
02
2700
0
0
RR DONNELLEY SONS CO
COMMON
257867101
6
386
SH
DFND
02
386
0
0
RUDOLPH TECHNOLOGIES INC
COMMON
781270103
617
45200
SH
DFND
02
45200
0
0
RUTH S HOSPITALITY GROUP INC
COMMON
783332109
2533
137600
SH
DFND
02
137600
0
0
RYDER SYSTEM INC
COMMON
783549108
1205
18600
SH
DFND
02
18600
0
0
RYERSON HOLDING CORP
COMMON
783754104
19
3500
SH
DFND
02
3500
0
0
SALLY BEAUTY HOLDINGS INC
COMMON
79546E104
17236
532300
SH
DFND
02
0
0
532300
SANDERSON FARMS INC
COMMON
800013104
839
9300
SH
DFND
02
9300
0
0
SANDISK CORP
COMMON
80004C101
647
8500
SH
DFND
02
8500
0
0
SANMINA CORP
COMMON
801056102
302
12900
SH
DFND
02
12900
0
0
SANTANDER CONSUMER USA HOLDI
COMMON
80283M101
6
603
SH
DFND
02
603
0
0
SBA COMMUNICATIONS CORP CL A
COMMON
78388J106
711
7100
SH
DFND
02
7100
0
0
SCANSOURCE INC
COMMON
806037107
162
4000
SH
DFND
02
4000
0
0
SCHLUMBERGER LTD
COMMON
806857108
42139
571376
SH
DFND
02
105876
0
465500
SCHWAB CHARLES CORP
COMMON
808513105
39
1400
SH
DFND
02
0
0
1400
SCICLONE PHARMACEUTICALS INC
COMMON
80862K104
215
19500
SH
DFND
02
19500
0
0
SEABOARD CORP
COMMON
811543107
601
200
SH
DFND
02
200
0
0
SEACOAST BANKING CORP FL
COMMON
811707801
50
3160
SH
DFND
02
3160
0
0
SEACOR HOLDINGS INC
COMMON
811904101
142
2600
SH
DFND
02
2600
0
0
SEADRILL LTD
COMMON
G7945E105
3473
1052494
SH
DFND
02
0
0
1052494
SEALED AIR CORP
COMMON
81211K100
1267
26400
SH
DFND
02
26400
0
0
SEATTLE GENETICS INC
COMMON
812578102
35
1000
SH
DFND
02
0
0
1000
SEI INVESTMENTS COMPANY
COMMON
784117103
11701
271800
SH
DFND
02
0
0
271800
SEMPRA ENERGY
COMMON
816851109
198
1900
SH
DFND
02
1900
0
0
SENECA FOODS CORP CL A
COMMON
817070501
730
21000
SH
DFND
02
21000
0
0
SERVICE CORP INTERNATIONAL
COMMON
817565104
1918
77700
SH
DFND
02
0
0
77700
SHENANDOAH TELECOMMUNICATION
COMMON
82312B106
211
7900
SH
DFND
02
7900
0
0
SHERWIN WILLIAMS CO THE
COMMON
824348106
228
800
SH
DFND
02
0
0
800
SHOE CARNIVAL INC
COMMON
824889109
16
600
SH
DFND
02
600
0
0
SIENTRA INC
COMMON
82621J105
124
18200
SH
DFND
02
18200
0
0
SIGNATURE BANK
COMMON
82669G104
36
263
SH
DFND
02
263
0
0
SILGAN HOLDINGS INC
COMMON
827048109
3989
75025
SH
DFND
02
13225
0
61800
SIMON PROPERTY GROUP INC
REIT
828806109
32099
154552
SH
DFND
02
11952
0
142600
SIX FLAGS ENTERTAINMENT CORP
COMMON
83001A102
139
2500
SH
DFND
02
2500
0
0
SJW CORP
COMMON
784305104
153
4200
SH
DFND
02
4200
0
0
SKECHERS USA INC CL A
COMMON
830566105
767
25200
SH
DFND
02
25200
0
0
SKYWORKS SOLUTIONS INC
COMMON
83088M102
132
1700
SH
DFND
02
1700
0
0
SL GREEN REALTY CORP
REIT
78440X101
39
400
SH
DFND
02
400
0
0
SMITH WESSON HOLDING CORP
COMMON
831756101
1815
68200
SH
DFND
02
68200
0
0
SMITH A O CORP
COMMON
831865209
24167
316700
SH
DFND
02
0
0
316700
SOUTH STATE CORP
COMMON
840441109
140
2177
SH
DFND
02
2177
0
0
SOUTHERN CO THE
COMMON
842587107
134
2594
SH
DFND
02
1394
0
1200
SOUTHWEST AIRLINES CO
COMMON
844741108
10147
226500
SH
DFND
02
226500
0
0
SOUTHWESTERN ENERGY CO
COMMON
845467109
40
5000
SH
DFND
02
5000
0
0
SPECTRA ENERGY CORP
COMMON
847560109
10958
358100
SH
DFND
02
0
0
358100
SPECTRUM BRANDS HOLDINGS INC
COMMON
84763R101
710
6500
SH
DFND
02
6500
0
0
SPIRIT AEROSYSTEMS HOLD CL A
COMMON
848574109
21992
484826
SH
DFND
02
84326
0
400500
SPRINT CORP
COMMON
85207U105
105
30200
SH
DFND
02
30200
0
0
SPROUTS FARMERS MARKET INC
COMMON
85208M102
197
6800
SH
DFND
02
6800
0
0
ST JUDE MEDICAL INC
COMMON
790849103
44
800
SH
DFND
02
0
0
800
STANDARD MOTOR PRODS
COMMON
853666105
1105
31900
SH
DFND
02
31900
0
0
STAPLES INC
COMMON
855030102
12266
1112100
SH
DFND
02
0
0
1112100
STARBUCKS CORP
COMMON
855244109
4866
81500
SH
DFND
02
81500
0
0
STATE STREET CORP
COMMON
857477103
691
11800
SH
DFND
02
11800
0
0
STERICYCLE INC
COMMON
858912108
732
5800
SH
DFND
02
5800
0
0
STERIS PLC
COMMON
G84720104
3005
42300
SH
DFND
02
42300
0
0
STEWART INFORMATION SERVICES
COMMON
860372101
254
7000
SH
DFND
02
7000
0
0
STONERIDGE INC
COMMON
86183P102
262
18000
SH
DFND
02
18000
0
0
STRAYER EDUCATION INC
COMMON
863236105
351
7200
SH
DFND
02
7200
0
0
STRYKER CORP
COMMON
863667101
762
7100
SH
DFND
02
7100
0
0
SUCAMPO PHARMACEUTICALS CL A
COMMON
864909106
472
43200
SH
DFND
02
43200
0
0
SUNTRUST BANKS INC
COMMON
867914103
2089
57900
SH
DFND
02
57900
0
0
SUPERIOR ENERGY SERVICES INC
COMMON
868157108
1292
96500
SH
DFND
02
96500
0
0
SUPERIOR INDUSTRIES INTL
COMMON
868168105
73
3300
SH
DFND
02
3300
0
0
SURMODICS INC
COMMON
868873100
74
4000
SH
DFND
02
4000
0
0
SWIFT TRANSPORTATION CO
COMMON
87074U101
1964
105400
SH
DFND
02
105400
0
0
SYMANTEC CORP
COMMON
871503108
1070
58200
SH
DFND
02
58200
0
0
SYNOPSYS INC
COMMON
871607107
2427
50100
SH
DFND
02
50100
0
0
SYNOVUS FINANCIAL CORP
COMMON
87161C501
4281
148080
SH
DFND
02
1480
0
146600
SYSCO CORP
COMMON
871829107
26795
573400
SH
DFND
02
32000
0
541400
SYSTEMAX INC
COMMON
871851101
6
700
SH
DFND
02
700
0
0
TARGET CORP
COMMON
87612E106
32856
399314
SH
DFND
02
33514
0
365800
TAUBMAN CENTERS INC
REIT
876664103
50
700
SH
DFND
02
700
0
0
TCF FINANCIAL CORP
COMMON
872275102
1607
131100
SH
DFND
02
0
0
131100
TD AMERITRADE HOLDING CORP
COMMON
87236Y108
397
12600
SH
DFND
02
12600
0
0
TECH DATA CORP
COMMON
878237106
944
12300
SH
DFND
02
12300
0
0
TEGNA INC
COMMON
87901J105
6
247
SH
DFND
02
247
0
0
TELEFLEX INC
COMMON
879369106
1884
12000
SH
DFND
02
0
0
12000
TELEPHONE AND DATA SYSTEMS
COMMON
879433829
7486
248800
SH
DFND
02
44700
0
204100
TELETECH HOLDINGS INC
COMMON
879939106
280
10100
SH
DFND
02
10100
0
0
TENNECO INC
COMMON
880349105
371
7200
SH
DFND
02
7200
0
0
TERADATA CORP
COMMON
88076W103
1601
61000
SH
DFND
02
61000
0
0
TERADYNE INC
COMMON
880770102
17140
793887
SH
DFND
02
86487
0
707400
TESORO CORP
COMMON
881609101
20127
234006
SH
DFND
02
58006
0
176000
TEXAS INSTRUMENTS INC
COMMON
882508104
36037
627607
SH
DFND
02
85507
0
542100
TFS FINANCIAL CORP
COMMON
87240R107
6
322
SH
DFND
02
322
0
0
THERMO FISHER SCIENTIFIC INC
COMMON
883556102
16498
116516
SH
DFND
02
116516
0
0
THOMSON REUTERS CORP
COMMON
884903105
11857
292900
SH
DFND
02
10200
0
282700
TIME WARNER CABLE
COMMON
88732J207
1788
8737
SH
DFND
02
8737
0
0
TIME WARNER INC
COMMON
887317303
2718
37466
SH
DFND
02
37466
0
0
TJX COMPANIES INC
COMMON
872540109
2209
28200
SH
DFND
02
28200
0
0
T MOBILE US INC
COMMON
872590104
161
4200
SH
DFND
02
4200
0
0
TORCHMARK CORP
COMMON
891027104
13614
251375
SH
DFND
02
67275
0
184100
TORO CO
COMMON
891092108
317
3677
SH
DFND
02
3677
0
0
TOTAL SYSTEM SERVICES INC
COMMON
891906109
4650
97733
SH
DFND
02
3733
0
94000
TOWER INTERNATIONAL INC
COMMON
891826109
27
1000
SH
DFND
02
1000
0
0
TRAVELERS COS INC THE
COMMON
89417E109
5894
50500
SH
DFND
02
50500
0
0
TRINSEO SA
COMMON
L9340P101
1399
38000
SH
DFND
02
38000
0
0
TRIPLE S MANAGEMENT CORP B
COMMON
896749108
589
23700
SH
DFND
02
23700
0
0
TUPPERWARE BRANDS CORP
COMMON
899896104
6
109
SH
DFND
02
109
0
0
TWENTY FIRST CENTURY FOX A
COMMON
90130A101
2697
96744
SH
DFND
02
96744
0
0
TYLER TECHNOLOGIES INC
COMMON
902252105
4797
37300
SH
DFND
02
37300
0
0
TYSON FOODS INC CL A
COMMON
902494103
30694
460452
SH
DFND
02
68152
0
392300
UMPQUA HOLDINGS CORP
COMMON
904214103
737
46452
SH
DFND
02
46452
0
0
UNIFIRST CORP MA
COMMON
904708104
4139
37930
SH
DFND
02
37930
0
0
UNION PACIFIC CORP
COMMON
907818108
11279
141782
SH
DFND
02
141782
0
0
UNITED COMMUNITY BANKS GA
COMMON
90984P303
1175
63600
SH
DFND
02
63600
0
0
UNITED COMMUNITY FINANCIAL
COMMON
909839102
18
3100
SH
DFND
02
3100
0
0
UNITED CONTINENTAL HOLDINGS
COMMON
910047109
872
14575
SH
DFND
02
14575
0
0
UNITED FIRE GROUP INC
COMMON
910340108
215
4900
SH
DFND
02
4900
0
0
UNITED PARCEL SERVICE CL B
COMMON
911312106
2162
20500
SH
DFND
02
20500
0
0
UNITED TECHNOLOGIES CORP
COMMON
913017109
1562
15600
SH
DFND
02
15600
0
0
UNITED THERAPEUTICS CORP
COMMON
91307C102
702
6300
SH
DFND
02
5900
0
400
UNITEDHEALTH GROUP INC
COMMON
91324P102
25832
200400
SH
DFND
02
103000
0
97400
UNIVERSAL AMERICAN CORP
COMMON
91338E101
263
36900
SH
DFND
02
36900
0
0
UNIVERSAL FOREST PRODUCTS
COMMON
913543104
60
700
SH
DFND
02
700
0
0
UNIVERSAL HEALTH SERVICES B
COMMON
913903100
33506
268650
SH
DFND
02
70250
0
198400
UNUM GROUP
COMMON
91529Y106
612
19800
SH
DFND
02
19800
0
0
URBAN OUTFITTERS INC
COMMON
917047102
4431
133900
SH
DFND
02
0
0
133900
US BANCORP
COMMON
902973304
19930
491000
SH
DFND
02
77400
0
413600
US CELLULAR CORP
COMMON
911684108
1108
24241
SH
DFND
02
24241
0
0
USA TRUCK INC
COMMON
902925106
34
1800
SH
DFND
02
1800
0
0
USANA HEALTH SCIENCES INC
COMMON
90328M107
1214
10000
SH
DFND
02
10000
0
0
USG CORP
COMMON
903293405
159
6400
SH
DFND
02
6400
0
0
VALERO ENERGY CORP
COMMON
91913Y100
29926
466566
SH
DFND
02
102166
0
364400
VALIDUS HOLDINGS LTD
COMMON
G9319H102
1982
42000
SH
DFND
02
0
0
42000
VALMONT INDUSTRIES
COMMON
920253101
2291
18500
SH
DFND
02
0
0
18500
VARIAN MEDICAL SYSTEMS INC
COMMON
92220P105
16348
204300
SH
DFND
02
16700
0
187600
VASCO DATA SECURITY INTL
COMMON
92230Y104
918
59600
SH
DFND
02
59600
0
0
VASCULAR SOLUTIONS INC
COMMON
92231M109
462
14200
SH
DFND
02
14200
0
0
VCA INC
COMMON
918194101
11567
200507
SH
DFND
02
107
0
200400
VECTREN CORP
COMMON
92240G101
7164
141700
SH
DFND
02
0
0
141700
VERIFONE SYSTEMS INC
COMMON
92342Y109
3629
128500
SH
DFND
02
3600
0
124900
VERISIGN INC
COMMON
92343E102
2187
24700
SH
DFND
02
24700
0
0
VERISK ANALYTICS INC
COMMON
92345Y106
831
10400
SH
DFND
02
10400
0
0
VERITIV CORP
COMMON
923454102
861
23121
SH
DFND
02
23121
0
0
VERIZON COMMUNICATIONS INC
COMMON
92343V104
81929
1514957
SH
DFND
02
475357
0
1039600
VERTEX PHARMACEUTICALS INC
COMMON
92532F100
40
500
SH
DFND
02
0
0
500
VIACOM INC CLASS A
COMMON
92553P102
530
11700
SH
DFND
02
11700
0
0
VIACOM INC CLASS B
COMMON
92553P201
11992
290500
SH
DFND
02
0
0
290500
VISA INC CLASS A SHARES
COMMON
92826C839
28860
377354
SH
DFND
02
193754
0
183600
VISTA OUTDOOR INC
COMMON
928377100
1246
24000
SH
DFND
02
24000
0
0
VISTEON CORP
COMMON
92839U206
16451
206700
SH
DFND
02
33200
0
173500
VMWARE INC CLASS A
COMMON
928563402
20098
384200
SH
DFND
02
0
0
384200
VONAGE HOLDINGS CORP
COMMON
92886T201
951
208200
SH
DFND
02
208200
0
0
VOYA FINANCIAL INC
COMMON
929089100
1929
64800
SH
DFND
02
64800
0
0
VSE CORP
COMMON
918284100
156
2300
SH
DFND
02
2300
0
0
WABASH NATIONAL CORP
COMMON
929566107
162
12300
SH
DFND
02
12300
0
0
WABCO HOLDINGS INC
COMMON
92927K102
310
2900
SH
DFND
02
2900
0
0
WALGREENS BOOTS ALLIANCE INC
COMMON
931427108
4726
56100
SH
DFND
02
53300
0
2800
WAL MART STORES INC
COMMON
931142103
49671
725228
SH
DFND
02
158628
0
566600
WALT DISNEY CO THE
COMMON
254687106
13873
139693
SH
DFND
02
50993
0
88700
WEB COM GROUP INC
COMMON
94733A104
579
29200
SH
DFND
02
29200
0
0
WEBMD HEALTH CORP
COMMON
94770V102
2186
34900
SH
DFND
02
34900
0
0
WEBSTER FINANCIAL CORP
COMMON
947890109
517
14400
SH
DFND
02
14400
0
0
WEC ENERGY GROUP INC
COMMON
92939U106
7485
124600
SH
DFND
02
124600
0
0
WELLS FARGO CO
COMMON
949746101
68455
1415528
SH
DFND
02
307928
0
1107600
WEST BANCORPORATION
COMMON
95123P106
126
6900
SH
DFND
02
6900
0
0
WEST CORP
COMMON
952355204
2957
129600
SH
DFND
02
129600
0
0
WESTERN ALLIANCE BANCORP
COMMON
957638109
2327
69700
SH
DFND
02
69700
0
0
WESTERN DIGITAL CORP
COMMON
958102105
21452
454100
SH
DFND
02
78000
0
376100
WESTERN REFINING INC
COMMON
959319104
1079
37100
SH
DFND
02
37100
0
0
WESTLAKE CHEMICAL CORP
COMMON
960413102
28122
607387
SH
DFND
02
160387
0
447000
WEX INC
COMMON
96208T104
4
52
SH
DFND
02
52
0
0
WHIRLPOOL CORP
COMMON
963320106
13021
72200
SH
DFND
02
0
0
72200
WHOLE FOODS MARKET INC
COMMON
966837106
4968
159700
SH
DFND
02
0
0
159700
WINDSTREAM HOLDINGS INC
COMMON
97382A200
22
2900
SH
DFND
02
0
0
2900
WORLD ACCEPTANCE CORP
COMMON
981419104
131
3447
SH
DFND
02
3447
0
0
WORLD FUEL SERVICES CORP
COMMON
981475106
24363
501500
SH
DFND
02
139800
0
361700
WR BERKLEY CORP
COMMON
084423102
16143
287239
SH
DFND
02
94339
0
192900
WSFS FINANCIAL CORP
COMMON
929328102
234
7200
SH
DFND
02
7200
0
0
WYNDHAM WORLDWIDE CORP
COMMON
98310W108
2079
27200
SH
DFND
02
3800
0
23400
XEROX CORP
COMMON
984121103
24567
2201300
SH
DFND
02
0
0
2201300
XILINX INC
COMMON
983919101
17340
365600
SH
DFND
02
14200
0
351400
XYLEM INC
COMMON
98419M100
11526
281800
SH
DFND
02
0
0
281800
YORK WATER CO
COMMON
987184108
55
1800
SH
DFND
02
1800
0
0
YUM BRANDS INC
COMMON
988498101
82
1004
SH
DFND
02
1004
0
0
ZAGG INC
COMMON
98884U108
2397
266000
SH
DFND
02
266000
0
0
ZEBRA TECHNOLOGIES CORP CL A
COMMON
989207105
1559
22600
SH
DFND
02
22600
0
0
ZOETIS INC
COMMON
98978V103
129
2900
SH
DFND
02
2900
0
0