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

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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAON INC COM 000360206 22 800 SH   SOLE   800 0 0
AAR CORP COM 000361105 127 5,450 SH   SOLE   5,450 0 0
ACCO BRANDS CORP COM 00081T108 22 2,100 SH   SOLE   2,100 0 0
ABM INDS INC COM 000957100 698 19,129 SH   SOLE   19,129 0 0
AFLAC INC COM 001055102 13,270 183,895 SH   SOLE   183,895 0 0
AGCO CORP COM 001084102 1,348 28,610 SH   SOLE   28,610 0 0
AGL RESOURCES INC COM 001204106 5,119 77,603 SH   SOLE   77,603 0 0
AES CORP COM 00130H105 7,905 633,415 SH   SOLE   633,415 0 0
AK STEEL HOLDING CORP COM 001547108 19 4,000 SH   SOLE   4,000 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 7 300 SH   SOLE   300 0 0
AMC NETWORKS INC COM 00164V103 422 6,982 SH   SOLE   6,982 0 0
AMC ENTERTAINMENT HOLDINGS INC COM 00165C104 19 700 SH   SOLE   700 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 36 900 SH   SOLE   900 0 0
ANI PHARMACEUTICALS INC COM 00182C103 179 3,200 SH   SOLE   3,200 0 0
AT&T INC COM 00206R102 104,340 2,414,741 SH   OTR 1 2,414,398 0 343
ATN INTERNATIONAL INC COM 00215F107 646 8,300 SH   SOLE   8,300 0 0
AZZ INC COM 002474104 1,823 30,400 SH   SOLE   30,400 0 0
AARON'S INC COM 002535300 507 23,173 SH   SOLE   23,173 0 0
ABAXIS INC COM 002567105 793 16,800 SH   SOLE   16,800 0 0
ABBOTT LABORATORIES COM 002824100 20,394 518,803 SH   OTR 1 518,511 0 292
ABBVIE INC COM 00287Y109 39,123 631,940 SH   SOLE   631,940 0 0
ABERCROMBIE & FITCH CO COM 002896207 178 10,000 SH   SOLE   10,000 0 0
ACACIA RESEARCH CORP COM 003881307 8 1,800 SH   SOLE   1,800 0 0
ACADIA HEALTHCARE CO INC COM 00404A109 17 300 SH   SOLE   300 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 32 1,000 SH   SOLE   1,000 0 0
ACADIA REALTY TRUST COM 004239109 828 23,300 SH   SOLE   23,300 0 0
ACHILLION PHARMACEUTICALS COM 00448Q201 18 2,300 SH   SOLE   2,300 0 0
ACI WORLDWIDE INC COM 004498101 991 50,800 SH   SOLE   50,800 0 0
ACORDA THERAPEUTICS INC COM 00484M106 84 3,300 SH   SOLE   3,300 0 0
ACTIVISION BLIZZARD INC COM 00507V109 729 18,407 SH   OTR 1 17,750 0 657
ACTUANT CORP COM 00508X203 362 16,000 SH   SOLE   16,000 0 0
ACUITY BRANDS INC COM 00508Y102 3,670 14,800 SH   SOLE   14,800 0 0
ACTUA CORP COM 005094107 10 1,100 SH   SOLE   1,100 0 0
ACXIOM CORP COM 005125109 68 3,100 SH   SOLE   3,100 0 0
ADOBE SYS INC COM 00724F101 18,517 193,312 SH   SOLE   193,312 0 0
ADTRAN INC COM 00738A106 19 1,000 SH   SOLE   1,000 0 0
ADURO BIOTECH INC COM 00739L101 25 2,200 SH   SOLE   2,200 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 3,291 20,364 SH   SOLE   20,364 0 0
ADVISORY BRD CO COM 00762W107 265 7,500 SH   SOLE   7,500 0 0
AECOM COM 00766T100 2,006 63,135 SH   SOLE   63,135 0 0
AEGION CORP COM 00770F104 23 1,200 SH   SOLE   1,200 0 0
AERIE PHARMACEUTICALS INC COM 00771V108 11 600 SH   SOLE   600 0 0
AEROJET ROCKETDYNE HOLDINGS IN COM 007800105 18 1,000 SH   SOLE   1,000 0 0
ADVANCED ENERGY INDS COM 007973100 539 14,200 SH   SOLE   14,200 0 0
AETNA INC COM 00817Y108 17,732 145,191 SH   SOLE   145,191 0 0
AFFILIATED MANAGERS GROUP COM 008252108 2,972 21,110 SH   SOLE   21,110 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 4,798 108,162 SH   SOLE   108,162 0 0
AGREE REALTY CORP COM 008492100 10 200 SH   SOLE   200 0 0
AGRIUM INC COM 008916108 19 208 SH   OTR 1 0 0 208
AIR METHODS CORP COM 009128307 18 500 SH   SOLE   500 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 11,067 77,914 SH   SOLE   77,914 0 0
AIR TRANSPORT SERVICES GROUP I COM 00922R105 25 1,900 SH   SOLE   1,900 0 0
AKAMAI TECHNOLOGIES COM 00971T101 6,152 110,002 SH   SOLE   110,002 0 0
AKORN INC COM 009728106 231 8,100 SH   SOLE   8,100 0 0
ALASKA AIR GROUP INC COM 011659109 1,137 19,500 SH   SOLE   19,500 0 0
ALBANY INTL COM 012348108 16 400 SH   SOLE   400 0 0
ALBEMARLE CORP COM 012653101 4,268 53,820 SH   SOLE   53,820 0 0
ALCOA INC COM 013817101 1,603 172,964 SH   SOLE   172,964 0 0
ALEXANDER & BALDWIN INC COM 014491104 1,165 32,240 SH   SOLE   32,240 0 0
ALERE INC COM 01449J105 138 3,300 SH   SOLE   3,300 0 0
ALEXANDRIA REAL ESTATE EQUIT COM 015271109 643 6,210 SH   SOLE   6,210 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 3,016 25,835 SH   SOLE   25,835 0 0
ALIGN TECHNOLOGY INC COM 016255101 2,417 30,000 SH   SOLE   30,000 0 0
ALLEGHANY CORP COM 017175100 2,044 3,719 SH   SOLE   3,719 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 61 4,800 SH   SOLE   4,800 0 0
ALLEGIANT TRAVEL CO COM 01748X102 818 5,400 SH   SOLE   5,400 0 0
ALLETE INC COM 018522300 6,217 96,193 SH   SOLE   96,193 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 3,443 17,574 SH   SOLE   17,574 0 0
ALLIANT ENERGY CORP COM 018802108 11,399 287,120 SH   SOLE   287,120 0 0
ALLSCRIPTS HEALTHCARE SOLUTIONS INC COM 01988P108 191 15,000 SH   SOLE   15,000 0 0
ALLSTATE CORP/THE COM 020002101 12,964 185,335 SH   SOLE   185,335 0 0
ALLY FINANCIAL INC COM 02005N100 968 56,729 SH   SOLE   56,729 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 128 2,300 SH   SOLE   2,300 0 0
ALPHABET INC-CL C COM 02079K107 65,726 94,963 SH   OTR 1 94,904 0 59
ALPHABET INC-CL A COM 02079K305 71,179 101,171 SH   OTR 1 101,113 0 58
ALTISOURCE RESIDENTIAL CORP COM 02153W100 11 1,200 SH   SOLE   1,200 0 0
ALTRA INDUSTRIAL MOTION CORP COM 02208R106 24 900 SH   SOLE   900 0 0
ALTRIA GROUP INC COM 02209S103 45,504 659,868 SH   SOLE   659,868 0 0
AMAZON.COM INC COM 023135106 74,410 103,980 SH   SOLE   103,980 0 0
AMBAC FINANCIAL GROUP INC COM 023139884 183 11,100 SH   SOLE   11,100 0 0
AMEDISYS INC COM 023436108 883 17,500 SH   SOLE   17,500 0 0
AMERCO COM 023586100 240 640 SH   OTR 1 600 0 40
AMEREN CORP COM 023608102 2,839 52,990 SH   SOLE   52,990 0 0
AMERICAN AIRLINES GROUP INC COM 02376R102 2,531 89,400 SH   SOLE   89,400 0 0
AMERICAN ASSETS TRUST INC COM 024013104 13 300 SH   SOLE   300 0 0
AMERICAN AXLE & MFG HOLDINGS COM 024061103 156 10,800 SH   SOLE   10,800 0 0
AMERICAN CAMPUS COMMUNITIES COM 024835100 2,004 37,900 SH   SOLE   37,900 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 496 25,000 SH   SOLE   25,000 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 3,707 52,895 SH   SOLE   52,895 0 0
AMERICAN EAGLE OUTFITTERS INC COM 02553E106 32 2,000 SH   SOLE   2,000 0 0
AMERICAN EQUITY INVESTMENT LIF COM 025676206 41 2,900 SH   SOLE   2,900 0 0
AMERICAN EXPRESS CO COM 025816109 22,414 368,881 SH   OTR 1 368,739 0 142
AMERICAN FINL GROUP INC COM 025932104 6,364 86,080 SH   SOLE   86,080 0 0
AMERICAN HOMES 4 RENT COM 02665T306 271 13,249 SH   SOLE   13,249 0 0
AMERICAN INTL GROUP INC COM 026874784 17,347 327,970 SH   OTR 1 327,797 0 173
AMERICAN NATL INS CO COM 028591105 792 7,000 SH   SOLE   7,000 0 0
AMERICAN RAILCAR INDUSTRIES COM 02916P103 395 10,000 SH   SOLE   10,000 0 0
AMERICAN STATES WATER CO COM 029899101 706 16,100 SH   SOLE   16,100 0 0
AMERICAN TOWER CORP COM 03027X100 12,636 111,224 SH   SOLE   111,224 0 0
AMERICAN WATER WORKS CO INC COM 030420103 195 2,310 SH   SOLE   2,310 0 0
AMERISAFE INC COM 03071H100 441 7,200 SH   SOLE   7,200 0 0
AMERISOURCEBERGEN CORP COM 03073E105 11,063 139,474 SH   SOLE   139,474 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 6,052 67,362 SH   SOLE   67,362 0 0
AMERIS BANCORP COM 03076K108 668 22,500 SH   SOLE   22,500 0 0
AMETEK INC COM 031100100 3,453 74,700 SH   SOLE   74,700 0 0
AMGEN INC COM 031162100 45,895 301,641 SH   OTR 1 301,618 0 23
AMPHENOL CORP COM 032095101 10,941 190,835 SH   SOLE   190,835 0 0
AMSURG CORP COM 03232P405 31 400 SH   SOLE   400 0 0
AMTRUST FINANCIAL SERVICES COM 032359309 246 10,058 SH   SOLE   10,058 0 0
ANADARKO PETROLEUM CORP COM 032511107 9,574 179,798 SH   SOLE   179,798 0 0
ANALOG DEVICES INC COM 032654105 8,144 143,782 SH   SOLE   143,782 0 0
ANALOGIC CORP COM 032657207 437 5,500 SH   SOLE   5,500 0 0
ANDERSONS INC COM 034164103 1,379 38,800 SH   SOLE   38,800 0 0
ANIKA THERAPEUTICS INC COM 035255108 612 11,400 SH   SOLE   11,400 0 0
ANIXTER INTL INC COM 035290105 1,290 24,210 SH   SOLE   24,210 0 0
ANNALY CAPITAL MANAGEMENT INC COM 035710409 554 50,000 SH   SOLE   50,000 0 0
ANSYS INC COM 03662Q105 4,343 47,860 SH   SOLE   47,860 0 0
ANTERO RESOURCES CORP COM 03674X106 927 35,700 SH   SOLE   35,700 0 0
ANTHEM INC COM 036752103 16,831 128,149 SH   SOLE   128,149 0 0
APACHE CORP COM 037411105 3,686 66,211 SH   OTR 1 65,946 0 265
APARTMENT INVT & MGMT CL A COM 03748R101 5,261 119,129 SH   SOLE   119,129 0 0
APOGEE ENTERPRISES INC COM 037598109 248 5,350 SH   SOLE   5,350 0 0
APPLE INC COM 037833100 182,828 1,912,402 SH   OTR 1 1,911,806 0 596
APPLIED INDUSTIRAL TECH INC COM 03820C105 889 19,700 SH   SOLE   19,700 0 0
APPLIED MATERIALS INC COM 038222105 7,802 325,471 SH   SOLE   325,471 0 0
APPLIED OPTOELECTRONICS INC COM 03823U102 11 1,000 SH   SOLE   1,000 0 0
AQUA AMERICA INC COM 03836W103 2,844 79,750 SH   SOLE   79,750 0 0
ARCBEST CORP COM 03937C105 8 500 SH   SOLE   500 0 0
ARCHER-DANIELS-MIDLAND CO COM 039483102 8,146 189,932 SH   OTR 1 189,658 0 274
ARCHROCK INC COM 03957W106 15 1,600 SH   SOLE   1,600 0 0
ARCTIC CAT INC COM 039670104 12 700 SH   SOLE   700 0 0
ARES COMMERCIAL REAL ESTATE CO COM 04013V108 47 3,800 SH   SOLE   3,800 0 0
ARIAD PHARMACEUTICALS INC COM 04033A100 22 3,000 SH   SOLE   3,000 0 0
ARISTA NETWORKS INC COM 040413106 3 45 SH   OTR 1 0 0 45
ARLINGTON ASSET INVESTMENT CORP COM 041356205 60 4,600 SH   SOLE   4,600 0 0
ARMOUR RESIDENTIAL REIT INC COM 042315507 370 18,475 SH   SOLE   18,475 0 0
ARRAY BIOPHARMA INC COM 04269X105 214 60,200 SH   SOLE   60,200 0 0
ARROW ELECTRS INC COM 042735100 3,642 58,844 SH   SOLE   58,844 0 0
ARROW FINANCIAL CORP COM 042744102 40 1,326 SH   SOLE   1,326 0 0
ARTISAN PARTNERS ASSET MANAGEMENT COM 04316A108 462 16,700 SH   SOLE   16,700 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 16 300 SH   SOLE   300 0 0
ASCENA RETAIL GROUP INC COM 04351G101 189 27,108 SH   SOLE   27,108 0 0
ASCENT CAPITAL GROUP INC COM 043632108 12 800 SH   SOLE   800 0 0
ASHFORD HOSPITALITY PRIME INC COM 044102101 23 1,594 SH   SOLE   1,594 0 0
ASHFORD HOSPITALITY TRUST COM 044103109 91 17,000 SH   SOLE   17,000 0 0
ASHLAND INC COM 044209104 5,200 45,310 SH   SOLE   45,310 0 0
ASPEN TECHNOLOGY INC COM 045327103 72 1,800 SH   SOLE   1,800 0 0
ASSOCIATED BANC CORP COM 045487105 343 20,000 SH   SOLE   20,000 0 0
ASSOCIATED CAPITAL GROUP INC COM 045528106 95 3,300 SH   SOLE   3,300 0 0
ASSURANT INC COM 04621X108 3,275 37,950 SH   SOLE   37,950 0 0
ASTEC INDUSTRIES INC COM 046224101 326 5,800 SH   SOLE   5,800 0 0
ASTORIA FINL CORP COM 046265104 383 25,000 SH   SOLE   25,000 0 0
ASTRONICS CORP COM 046433108 13 400 SH   SOLE   400 0 0
ATHENAHEALTH INC COM 04685W103 83 600 SH   SOLE   600 0 0
ATLAS AIR WORLDWIDE HOLDINGS I COM 049164205 141 3,400 SH   SOLE   3,400 0 0
ATMOS ENERGY CORP COM 049560105 4,267 52,470 SH   SOLE   52,470 0 0
ATRICURE INC COM 04963C209 14 1,000 SH   SOLE   1,000 0 0
ATWOOD OCEANICS INC COM 050095108 1,999 159,700 SH   SOLE   159,700 0 0
AUTODESK INC COM 052769106 1,828 33,773 SH   SOLE   33,773 0 0
AUTOLIV INC COM 052800109 1,044 9,720 SH   SOLE   9,720 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 16,966 184,673 SH   SOLE   184,673 0 0
AUTONATION INC COM 05329W102 1,463 31,142 SH   SOLE   31,142 0 0
AUTOZONE INC COM 053332102 6,292 7,927 SH   OTR 1 7,892 0 35
AVALONBAY COMMUNITIES INC COM 053484101 8,141 45,132 SH   SOLE   45,132 0 0
AVANGRID INC COM 05351W103 3,459 75,100 SH   SOLE   75,100 0 0
AVERY DENNISON CORP COM 053611109 1,628 21,775 SH   SOLE   21,775 0 0
AVISTA CORP COM 05379B107 7,084 158,122 SH   SOLE   158,122 0 0
AVNET INC COM 053807103 3,064 75,630 SH   SOLE   75,630 0 0
AXIALL CORP COM 05463D100 74 2,261 SH   SOLE   2,261 0 0
BB&T CORPORATION COM 054937107 12,265 344,430 SH   SOLE   344,430 0 0
B&G FOODS INC COM 05508R106 4,295 89,100 SH   SOLE   89,100 0 0
BCE INC COM 05534B760 12 202 SH   OTR 1 0 0 202
BOK FINANCIAL CORPORATION COM 05561Q201 1,155 18,429 SH   SOLE   18,429 0 0
BNC BANCORP COM 05566T101 27 1,200 SH   SOLE   1,200 0 0
BWX TECHNOLOGIES INC COM 05605H100 281 7,860 SH   SOLE   7,860 0 0
BABCOCK & WILCOX ENTERPRISES I COM 05614L100 58 3,930 SH   SOLE   3,930 0 0
BAKER HUGHES INC COM 057224107 6,094 135,035 SH   SOLE   135,035 0 0
BALCHEM CORP COM 057665200 18 300 SH   SOLE   300 0 0
BALL CORP COM 058498106 3,930 54,368 SH   SOLE   54,368 0 0
BANCORPSOUTH INC COM 059692103 560 24,700 SH   SOLE   24,700 0 0
BANCORP INC COM 05969A105 16 2,600 SH   SOLE   2,600 0 0
BANC OF CALIFORNIA INC COM 05990K106 45 2,500 SH   SOLE   2,500 0 0
BANK OF AMERICA CORP COM 060505104 49,476 3,728,256 SH   OTR 1 3,726,732 0 1,524
BANK OF HAWAII CORP COM 062540109 832 12,100 SH   SOLE   12,100 0 0
BANK OF MARIN BANCORP COM 063425102 24 500 SH   SOLE   500 0 0
BANK MUTUAL CORP COM 063750103 36 4,700 SH   SOLE   4,700 0 0
BANK OF THE OZARKS COM 063904106 1,257 33,500 SH   SOLE   33,500 0 0
THE BANK OF NEW YORK MELLON CORP COM 064058100 2,610 67,175 SH   OTR 1 67,100 0 75
BANKRATE INC COM 06647F102 9 1,200 SH   SOLE   1,200 0 0
BANKUNITED INC COM 06652K103 247 8,050 SH   SOLE   8,050 0 0
BANNER CORPORATION COM 06652V208 183 4,300 SH   SOLE   4,300 0 0
CR BARD INC COM 067383109 3,643 15,490 SH   SOLE   15,490 0 0
BARNES & NOBLE INC COM 067774109 535 47,100 SH   SOLE   47,100 0 0
BARNES & NOBLE EDUCATION INC COM 06777U101 4 379 SH   SOLE   379 0 0
BARNES GROUP INC COM 067806109 20 600 SH   SOLE   600 0 0
BARRACUDA NETWORKS INC COM 068323104 8 500 SH   SOLE   500 0 0
BAXTER INTERNATIONAL INC COM 071813109 8,125 179,668 SH   SOLE   179,668 0 0
BBCN BANCORP INC COM 073295107 919 61,600 SH   SOLE   61,600 0 0
B/E AEROSPACE INC COM 073302101 2,053 44,449 SH   OTR 1 44,220 0 229
BEACON ROOFING SUPPLY INC COM 073685109 177 3,900 SH   SOLE   3,900 0 0
BEAZER HOMES USA INC COM 07556Q881 612 79,000 SH   SOLE   79,000 0 0
BECTON DICKINSON AND CO COM 075887109 14,005 82,585 SH   OTR 1 82,535 0 50
BED BATH & BEYOND INC COM 075896100 2,040 47,203 SH   SOLE   47,203 0 0
BELDEN INC COM 077454106 1,455 24,100 SH   SOLE   24,100 0 0
BEMIS CO INC COM 081437105 582 11,300 SH   SOLE   11,300 0 0
BENCHMARK ELECTRONICS INC COM 08160H101 1,371 64,825 SH   SOLE   64,825 0 0
WR BERKLEY CORP COM 084423102 4,099 68,400 SH   SOLE   68,400 0 0
BERKSHIRE HATHAWAY INC CL B COM 084670702 25,152 173,721 SH   OTR 1 173,355 0 366
BERRY PLASTICS GROUP INC COM 08579W103 338 8,700 SH   SOLE   8,700 0 0
BEST BUY CO INC COM 086516101 3,471 113,420 SH   SOLE   113,420 0 0
BIG 5 SPORTING GOODS CORP COM 08915P101 30 3,200 SH   SOLE   3,200 0 0
BIG LOTS INC COM 089302103 676 13,500 SH   SOLE   13,500 0 0
BIGLARI HOLDINGS INC COM 08986R101 555 1,375 SH   SOLE   1,375 0 0
BIO-RAD LABORATORIES INC COM 090572207 44 310 SH   SOLE   310 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 577 7,420 SH   SOLE   7,420 0 0
BIOGEN INC COM 09062X103 18,342 75,848 SH   SOLE   75,848 0 0
BIO-TECHNE CORP COM 09073M104 2,357 20,900 SH   SOLE   20,900 0 0
BJ'S RESTAURANTS INC COM 09180C106 451 10,300 SH   SOLE   10,300 0 0
BLACK BOX CORPORATION COM 091826107 31 2,400 SH   SOLE   2,400 0 0
BLACK HILLS CORP COM 092113109 4,652 73,800 SH   SOLE   73,800 0 0
BLACKBAUD INC COM 09227Q100 1,019 15,000 SH   SOLE   15,000 0 0
BLACKHAWK NETWORK HOLDINGS INC COM 09238E104 358 10,700 SH   SOLE   10,700 0 0
BLACKROCK INC COM 09247X101 13,015 37,996 SH   OTR 1 37,975 0 21
H&R BLOCK INC COM 093671105 1,642 71,385 SH   SOLE   71,385 0 0
BLOOMIN' BRANDS INC COM 094235108 21 1,200 SH   SOLE   1,200 0 0
BLUE NILE INC COM 09578R103 123 4,500 SH   SOLE   4,500 0 0
BOB EVANS FARMS COM 096761101 391 10,300 SH   SOLE   10,300 0 0
BOEING CO/THE COM 097023105 32,030 246,639 SH   OTR 1 246,472 0 167
BOISE CASCADE CO COM 09739D100 184 8,000 SH   SOLE   8,000 0 0
BOOT BARN HOLDINGS INC COM 099406100 22 2,500 SH   SOLE   2,500 0 0
BOOZ ALLEN HAMILTON HOLDING COM 099502106 288 9,700 SH   SOLE   9,700 0 0
BORGWARNER INC COM 099724106 3,038 102,920 SH   SOLE   102,920 0 0
BOSTON BEER CO INC/THE COM 100557107 530 3,100 SH   SOLE   3,100 0 0
BOSTON PRIVATE FINL HOLDINGS COM 101119105 716 60,800 SH   SOLE   60,800 0 0
BOSTON PROPERTIES INC COM 101121101 6,527 49,481 SH   SOLE   49,481 0 0
BOSTON SCIENTIFIC CORP COM 101137107 4,654 199,135 SH   SOLE   199,135 0 0
BOTTOMLINE TECHNOLOGIES DE INC COM 101388106 17 800 SH   SOLE   800 0 0
BOYD GAMING CORP COM 103304101 503 27,350 SH   SOLE   27,350 0 0
BRADY CORPORATION -CL A COM 104674106 1,183 38,700 SH   SOLE   38,700 0 0
BRANDYWINE REALTY TRUST COM 105368203 339 20,200 SH   SOLE   20,200 0 0
BRIGGS & STRATTON CORP COM 109043109 1,184 55,900 SH   SOLE   55,900 0 0
BRIGHT HORIZONS FAMILY SOLUTIO COM 109194100 33 500 SH   SOLE   500 0 0
BRINKER INTERNATIONAL INC COM 109641100 1,921 42,200 SH   SOLE   42,200 0 0
THE BRINKS CO COM 109696104 23 800 SH   SOLE   800 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 43,608 592,898 SH   SOLE   592,898 0 0
BRISTOW GROUP INC COM 110394103 29 2,500 SH   SOLE   2,500 0 0
BRIXMOR PROPERTY GROUP INC COM 11120U105 319 12,050 SH   SOLE   12,050 0 0
BROADSOFT INC COM 11133B409 21 500 SH   SOLE   500 0 0
BROADRIDGE FINANCIAL SOLUTIONS COM 11133T103 3,758 57,645 SH   SOLE   57,645 0 0
BROCADE COMMUNICATIONS SYS COM 111621306 138 15,000 SH   SOLE   15,000 0 0
BROOKLINE BANCORP INC COM 11373M107 30 2,700 SH   SOLE   2,700 0 0
BROOKS AUTOMATION INC COM 114340102 415 36,954 SH   SOLE   36,954 0 0
BROWN & BROWN INC COM 115236101 2,083 55,600 SH   SOLE   55,600 0 0
BROWN-FORMAN CORP COM 115637209 5,429 54,419 SH   SOLE   54,419 0 0
BRUNSWICK CORP/DE COM 117043109 1,278 28,200 SH   SOLE   28,200 0 0
BRYN MAWR BANK CORP COM 117665109 32 1,100 SH   SOLE   1,100 0 0
THE BUCKLE INC COM 118440106 416 16,000 SH   SOLE   16,000 0 0
BUFFALO WILD WINGS INC COM 119848109 667 4,800 SH   SOLE   4,800 0 0
BURLINGTON STORES INC COM 122017106 187 2,800 SH   SOLE   2,800 0 0
CAI INTERNATIONAL INC COM 12477X106 19 2,500 SH   SOLE   2,500 0 0
CBS CORP CL B COM 124857202 6,817 125,227 SH   SOLE   125,227 0 0
CBOE HOLDINGS INC COM 12503M108 693 10,400 SH   SOLE   10,400 0 0
CBRE GROUP INC COM 12504L109 1,042 39,365 SH   SOLE   39,365 0 0
CDI CORP COM 125071100 30 4,900 SH   SOLE   4,900 0 0
CDK GLOBAL INC COM 12508E101 2,967 53,468 SH   SOLE   53,468 0 0
CEB INC COM 125134106 25 400 SH   SOLE   400 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 293 12,150 SH   SOLE   12,150 0 0
C H ROBINSON WORLDWIDE INC COM 12541W209 3,325 44,775 SH   SOLE   44,775 0 0
CIGNA CORP COM 125509109 13,778 107,650 SH   SOLE   107,650 0 0
CME GROUP INC COM 12572Q105 10,333 106,090 SH   SOLE   106,090 0 0
CMS ENERGY CORP COM 125896100 15,320 334,058 SH   SOLE   334,058 0 0
CNA FINL CORP COM 126117100 1,331 42,350 SH   SOLE   42,350 0 0
CNO FINANCIAL GROUP INC COM 12621E103 917 52,500 SH   SOLE   52,500 0 0
CSG SYSTEMS INTERNATIONAL INC COM 126349109 706 17,520 SH   SOLE   17,520 0 0
CSX CORP COM 126408103 13,139 503,777 SH   SOLE   503,777 0 0
CST BRANDS INC COM 12646R105 328 7,614 SH   SOLE   7,614 0 0
CTS CORP COM 126501105 726 40,500 SH   SOLE   40,500 0 0
CSRA INC COM 12650T104 520 22,202 SH   SOLE   22,202 0 0
CVB FINANCIAL CORP COM 126600105 416 25,400 SH   SOLE   25,400 0 0
CVR ENERGY INC COM 12662P108 217 14,000 SH   SOLE   14,000 0 0
CVS HEALTH CORP COM 126650100 39,503 412,606 SH   OTR 1 412,143 0 463
CA INC COM 12673P105 5,852 178,255 SH   SOLE   178,255 0 0
CABELAS INC COM 126804301 591 11,800 SH   SOLE   11,800 0 0
CABOT CORP COM 127055101 931 20,400 SH   SOLE   20,400 0 0
CABOT OIL & GAS CORP COM 127097103 4,120 160,055 SH   SOLE   160,055 0 0
CABOT MICROELECTRONICS CORP COM 12709P103 487 11,500 SH   SOLE   11,500 0 0
CACI INTERNATIONAL INC COM 127190304 823 9,100 SH   SOLE   9,100 0 0
CADENCE DESIGN SYSTEMS INC COM 127387108 1,390 57,190 SH   SOLE   57,190 0 0
CAL-MAINE FOODS INC COM 128030202 564 12,724 SH   OTR 1 12,440 0 284
CALATLANTIC GROUP INC COM 128195104 1,473 40,122 SH   SOLE   40,122 0 0
CALERES INC COM 129500104 307 12,700 SH   SOLE   12,700 0 0
CALGON CARBON CORP COM 129603106 12 900 SH   SOLE   900 0 0
CALIFORNIA RESOURCES CORP COM 13057Q107 0 0 SH   OTR 1 0 0 0
CALIFORNIA WATER SERVICES GRP COM 130788102 486 13,900 SH   SOLE   13,900 0 0
CALLIDUS SOFTWARE INC COM 13123E500 26 1,300 SH   SOLE   1,300 0 0
CALPINE CORP COM 131347304 2,224 150,800 SH   SOLE   150,800 0 0
CAMBREX CORP COM 132011107 109 2,100 SH   SOLE   2,100 0 0
CAMDEN PROPERTY TRUST COM 133131102 4,078 46,120 SH   SOLE   46,120 0 0
CAMPBELL SOUP CO COM 134429109 4,312 64,819 SH   SOLE   64,819 0 0
CANADIAN NATIONAL RAILWAY CO COM 136375102 6 98 SH   OTR 1 0 0 98
CANTEL MEDICAL CORP COM 138098108 2,744 39,925 SH   SOLE   39,925 0 0
CAPELLA EDUCATION CO COM 139594105 11 200 SH   SOLE   200 0 0
CAPITAL ONE FINL CORP COM 14040H105 12,853 202,382 SH   SOLE   202,382 0 0
CAPITOL FEDERAL FINANCIAL INC COM 14057J101 40 2,900 SH   SOLE   2,900 0 0
CAPSTEAD MORTGAGE CORP COM 14067E506 563 58,000 SH   SOLE   58,000 0 0
CARDINAL HEALTH INC COM 14149Y108 11,713 150,148 SH   SOLE   150,148 0 0
CARDIOVASCULAR SYSTEMS INC COM 141619106 15 800 SH   SOLE   800 0 0
CARE CAPITAL PROPERTIES INC COM 141624106 1,349 51,458 SH   SOLE   51,458 0 0
CARLISLE COS INC COM 142339100 3,699 35,000 SH   SOLE   35,000 0 0
CARMAX INC COM 143130102 5,175 105,557 SH   SOLE   105,557 0 0
CARMIKE CINEMAS INC COM 143436400 24 800 SH   SOLE   800 0 0
CARNIVAL CORP COM 143658300 3,662 82,852 SH   OTR 1 82,755 0 97
CARPENTER TECHNOLOGY CORP COM 144285103 758 23,020 SH   SOLE   23,020 0 0
CARRIZO OIL & GAS INC COM 144577103 513 14,300 SH   SOLE   14,300 0 0
CARROLS RESTAURANT GROUP INC COM 14574X104 107 9,000 SH   SOLE   9,000 0 0
CARTERS INC COM 146229109 1,608 15,100 SH   SOLE   15,100 0 0
CASEYS GEN STORES INC COM 147528103 4,015 30,530 SH   SOLE   30,530 0 0
CASH AMERICA INTL INC COM 14754D100 930 21,810 SH   SOLE   21,810 0 0
CATALENT INC COM 148806102 30 1,300 SH   SOLE   1,300 0 0
CATERPILLAR INC COM 149123101 18,188 239,920 SH   OTR 1 239,890 0 30
CATCHMARK TIMBER TRUST INC COM 14912Y202 33 2,700 SH   SOLE   2,700 0 0
CATHAY GENERAL BANCORP COM 149150104 457 16,200 SH   SOLE   16,200 0 0
CATO CORP/THE COM 149205106 11 300 SH   SOLE   300 0 0
CAVIUM INC COM 14964U108 452 11,700 SH   SOLE   11,700 0 0
CEDAR REALTY TRUST INC COM 150602209 27 3,700 SH   SOLE   3,700 0 0
CELADON GROUP INC COM 150838100 7 900 SH   SOLE   900 0 0
CELANESE CORP SERIES A COM 150870103 2,848 43,520 SH   SOLE   43,520 0 0
CELGENE CORP COM 151020104 22,332 226,413 SH   OTR 1 226,256 0 157
CENTENE CORP COM 15135B101 6,657 93,278 SH   SOLE   93,278 0 0
CENTERPOINT ENERGY INC COM 15189T107 9,942 414,257 SH   SOLE   414,257 0 0
CENTERSTATE BANKS INC COM 15201P109 33 2,100 SH   SOLE   2,100 0 0
CENTRAL GARDEN & PET CO COM 153527205 48 2,200 SH   SOLE   2,200 0 0
CENTRAL PACIFIC FINANCIAL CORP COM 154760409 570 24,150 SH   SOLE   24,150 0 0
CENTURY ALUMINUM CO COM 156431108 11 1,800 SH   SOLE   1,800 0 0
CENTURYLINK INC COM 156700106 5,335 183,910 SH   SOLE   183,910 0 0
CEPHEID COM 15670R107 28 900 SH   SOLE   900 0 0
CERNER CORP COM 156782104 5,187 88,522 SH   SOLE   88,522 0 0
CHARLES RIVER LABORATORIES COM 159864107 767 9,300 SH   SOLE   9,300 0 0
CHART INDUSTRIES INC COM 16115Q308 19 800 SH   SOLE   800 0 0
CHARTER COMMUNICATIONS INC COM 16119P108 9,363 40,953 SH   OTR 1 40,939 0 14
CHATHAM LODGING TRUST COM 16208T102 13 600 SH   SOLE   600 0 0
CHEESECAKE FACTORY INC/THE COM 163072101 67 1,400 SH   SOLE   1,400 0 0
CHEGG INC COM 163092109 13 2,600 SH   SOLE   2,600 0 0
CHEMED CORP COM 16359R103 1,581 11,600 SH   SOLE   11,600 0 0
CHEMOURS CO/THE COM 163851108 22 2,660 SH   SOLE   2,660 0 0
CHEMTURA CORP COM 163893209 29 1,100 SH   SOLE   1,100 0 0
CHENIERE ENERGY INC COM 16411R208 559 14,900 SH   SOLE   14,900 0 0
CHESAPEAKE ENERGY CORP COM 165167107 3 711 SH   SOLE   711 0 0
CHESAPEAKE LODGING TRUST COM 165240102 314 13,500 SH   SOLE   13,500 0 0
CHESAPEAKE UTILITIES CORP COM 165303108 89 1,350 SH   SOLE   1,350 0 0
CHEVRON CORP COM 166764100 75,595 721,124 SH   OTR 1 720,991 0 133
CHICO'S FAS INC COM 168615102 309 28,840 SH   SOLE   28,840 0 0
CHILDREN'S PLACE INC/THE COM 168905107 601 7,500 SH   SOLE   7,500 0 0
CHIMERA INVESTMENT CORP COM 16934Q208 159 10,100 SH   SOLE   10,100 0 0
CHINA MOBILE HK LTD-SP ADR COM 16941M109 9 153 SH   OTR 1 0 0 153
CHIPOTLE MEXICAN GRILL INC COM 169656105 2,461 6,110 SH   SOLE   6,110 0 0
CHOICE HOTELS INTL INC COM 169905106 214 4,500 SH   SOLE   4,500 0 0
CHURCH & DWIGHT CO INC COM 171340102 4,068 39,536 SH   OTR 1 39,500 0 36
CIENA CORP COM 171779309 210 11,200 SH   SOLE   11,200 0 0
CIMAREX ENERGY CO COM 171798101 6,198 51,948 SH   SOLE   51,948 0 0
CINCINNATI BELL INC COM 171871106 25 5,400 SH   SOLE   5,400 0 0
CINCINNATI FINL CORP COM 172062101 6,297 84,079 SH   SOLE   84,079 0 0
CINEMARK HOLDINGS INC COM 17243V102 521 14,300 SH   SOLE   14,300 0 0
CIRCOR INTERNATIONAL INC COM 17273K109 935 16,400 SH   SOLE   16,400 0 0
CIRRUS LOGIC INC COM 172755100 27 700 SH   SOLE   700 0 0
CISCO SYS INC COM 17275R102 59,851 2,086,120 SH   OTR 1 2,085,288 0 832
CINTAS CORP COM 172908105 5,220 53,196 SH   SOLE   53,196 0 0
CITIZENS & NORTHERN CORP COM 172922106 36 1,800 SH   SOLE   1,800 0 0
CITIGROUP INC COM 172967424 41,796 985,940 SH   OTR 1 985,505 0 435
CITIZENS FINANCIAL GROUP INC COM 174610105 487 24,393 SH   SOLE   24,393 0 0
CITIZENS INC/TX COM 174740100 34 4,500 SH   SOLE   4,500 0 0
CITRIX SYSTEMS INC COM 177376100 5,085 63,496 SH   SOLE   63,496 0 0
CLARCOR INC COM 179895107 1,411 23,200 SH   SOLE   23,200 0 0
CLEAN HARBORS INC COM 184496107 1,356 26,020 SH   SOLE   26,020 0 0
CLEAR CHANNEL OUTDOOR- CL A COM 18451C109 56 9,000 SH   SOLE   9,000 0 0
CLEARWATER PAPER CORP COM 18538R103 915 14,000 SH   SOLE   14,000 0 0
CLIFTON BANCORP INC COM 186873105 35 2,300 SH   SOLE   2,300 0 0
CLOROX CO/THE COM 189054109 4,879 35,253 SH   SOLE   35,253 0 0
CLOVIS ONCOLOGY INC COM 189464100 27 2,000 SH   SOLE   2,000 0 0
COACH INC COM 189754104 4,332 106,324 SH   SOLE   106,324 0 0
COBIZ FINANCIAL INC COM 190897108 27 2,300 SH   SOLE   2,300 0 0
COCA COLA BOTTLING CO COM 191098102 147 1,000 SH   SOLE   1,000 0 0
COCA-COLA CO COM 191216100 59,139 1,304,624 SH   SOLE   1,304,624 0 0
COEUR MINING INC COM 192108504 10 900 SH   SOLE   900 0 0
COGENT COMMUNICATIONS HOLDINGS COM 19239V302 176 4,400 SH   SOLE   4,400 0 0
COGNEX CORP COM 192422103 472 10,950 SH   SOLE   10,950 0 0
COGNIZANT TECHNOLOGY SOLUTIONS COM 192446102 15,206 265,660 SH   SOLE   265,660 0 0
COHERENT INC COM 192479103 28 300 SH   SOLE   300 0 0
COHEN & STEERS INC COM 19247A100 12 300 SH   SOLE   300 0 0
COLGATE-PALMOLIVE CO COM 194162103 21,153 288,977 SH   SOLE   288,977 0 0
COLONY CAPITAL INC COM 19624R106 14 900 SH   SOLE   900 0 0
COLONY STARWOOD HOMES COM 19625X102 64 2,100 SH   SOLE   2,100 0 0
COLUMBIA BANKING SYSTEM INC COM 197236102 833 29,700 SH   SOLE   29,700 0 0
COLUMBIA PIPELINE GROUP INC COM 198280109 1,919 75,275 SH   SOLE   75,275 0 0
COLUMBIA PROPERTY TRUST INC COM 198287203 171 8,000 SH   SOLE   8,000 0 0
COLUMBUS MCKINNON CORP/NY COM 199333105 249 17,600 SH   SOLE   17,600 0 0
COMFORT SYSTEMS USA INC COM 199908104 739 22,700 SH   SOLE   22,700 0 0
COMCAST CORP - CL A COM 20030N101 56,419 865,460 SH   SOLE   865,460 0 0
COMERICA INC COM 200340107 1,819 44,225 SH   SOLE   44,225 0 0
COMMERCE BANCSHARES IN COM 200525103 1,801 37,595 SH   SOLE   37,595 0 0
COMMERCIAL METALS CO COM 201723103 320 18,950 SH   SOLE   18,950 0 0
COMMUNITY BANK SYSTEM INC COM 203607106 2,724 66,300 SH   SOLE   66,300 0 0
COMMUNITY HEALTH SYSTEMS INC COM 203668108 78 6,500 SH   SOLE   6,500 0 0
COMMVAULT SYSTEMS INC COM 204166102 22 500 SH   SOLE   500 0 0
COMPASS MINERALS INTERNATIONAL COM 20451N101 371 5,000 SH   SOLE   5,000 0 0
COMPUTER SCIENCES CORP COM 205363104 1,596 32,150 SH   SOLE   32,150 0 0
COMTECH TELECOMMUNICATIONS COM 205826209 22 1,700 SH   SOLE   1,700 0 0
CONAGRA FOODS INC COM 205887102 9,981 208,757 SH   SOLE   208,757 0 0
CONCHO RESOURCES INC COM 20605P101 2,946 24,700 SH   SOLE   24,700 0 0
CONMED CORP COM 207410101 305 6,400 SH   SOLE   6,400 0 0
CONNECTICUT WATER SERVICE INC COM 207797101 51 900 SH   SOLE   900 0 0
CONOCOPHILLIPS COM 20825C104 19,933 457,168 SH   SOLE   457,168 0 0
CONSOL ENERGY INC COM 20854P109 38 2,386 SH   SOLE   2,386 0 0
CONSOLIDATED COMMUNICATIONS COM 209034107 264 9,700 SH   SOLE   9,700 0 0
CONSOLIDATED EDISON INC COM 209115104 17,567 218,385 SH   SOLE   218,385 0 0
CONSTELLATION BRANDS INC COM 21036P108 14,474 87,509 SH   SOLE   87,509 0 0
CONTANGO OIL & GAS COM 21075N204 89 7,300 SH   SOLE   7,300 0 0
CONTINENTAL RESOURCES INC/OK COM 212015101 643 14,200 SH   SOLE   14,200 0 0
CONVERGYS COM 212485106 520 20,800 SH   SOLE   20,800 0 0
COOPER COS INC/THE COM 216648402 6,504 37,910 SH   SOLE   37,910 0 0
COOPER TIRE & RUBBER COM 216831107 90 3,015 SH   OTR 1 2,900 0 115
COPART INC COM 217204106 3,592 73,294 SH   SOLE   73,294 0 0
CORCEPT THERAPEUTICS INC COM 218352102 16 3,000 SH   SOLE   3,000 0 0
CORE-MARK HOLDING CO INC COM 218681104 637 13,600 SH   SOLE   13,600 0 0
CORESITE REALTY CORP COM 21870Q105 1,202 13,550 SH   SOLE   13,550 0 0
CORELOGIC, INC COM 21871D103 58 1,500 SH   SOLE   1,500 0 0
CORNERSTONE ONDEMAND INC COM 21925Y103 30 800 SH   SOLE   800 0 0
CORNING INC COM 219350105 8,519 415,954 SH   OTR 1 415,724 0 230
CORRECTIONS CORP OF AMERICA COM 22025Y407 599 17,100 SH   SOLE   17,100 0 0
CORVEL CORP COM 221006109 173 4,000 SH   SOLE   4,000 0 0
COSTCO WHOLESALE CORP COM 22160K105 24,167 153,889 SH   SOLE   153,889 0 0
COUSINS PROPERTIES INC COM 222795106 24 2,300 SH   SOLE   2,300 0 0
COVANTA HOLDING CORP COM 22282E102 61 3,730 SH   SOLE   3,730 0 0
COWEN GROUP INC COM 223622101 15 5,000 SH   SOLE   5,000 0 0
CRACKER BARREL OLD COUNTRY STORE, INC. COM 22410J106 7,510 43,800 SH   SOLE   43,800 0 0
CRANE CO COM 224399105 2,480 43,720 SH   SOLE   43,720 0 0
CRAY INC COM 225223304 18 600 SH   SOLE   600 0 0
CREDIT ACCEPTANCE CORP COM 225310101 555 3,000 SH   SOLE   3,000 0 0
CREE RESH INC COM 225447101 459 18,800 SH   SOLE   18,800 0 0
CROWN CASTLE INTERNATIONAL COR COM 22822V101 8,283 81,665 SH   SOLE   81,665 0 0
CROWN HOLDINGS INC COM 228368106 537 10,600 SH   SOLE   10,600 0 0
CUBESMART COM 229663109 355 11,500 SH   SOLE   11,500 0 0
CUBIC CORP COM 229669106 337 8,400 SH   SOLE   8,400 0 0
CULLEN FROST BANKERS INC COM 229899109 3,276 51,410 SH   SOLE   51,410 0 0
CUMMINS INC COM 231021106 7,386 65,685 SH   SOLE   65,685 0 0
CURTISS-WRIGHT CORP COM 231561101 34 400 SH   SOLE   400 0 0
CUSTOMERS BANCORP INC COM 23204G100 23 900 SH   SOLE   900 0 0
CYNOSURE INC COM 232577205 34 700 SH   SOLE   700 0 0
CYPRESS SEMICONDUCTOR CORP COM 232806109 350 33,139 SH   SOLE   33,139 0 0
CYRUSONE INC COM 23283R100 278 5,000 SH   SOLE   5,000 0 0
DCT INDUSTRIAL TRUST INC COM 233153204 14 300 SH   SOLE   300 0 0
DDR CORP COM 23317H102 1,006 55,460 SH   SOLE   55,460 0 0
DR HORTON INC COM 23331A109 2,809 89,217 SH   SOLE   89,217 0 0
DST SYSTEMS INC COM 233326107 3,041 26,120 SH   SOLE   26,120 0 0
DTE ENERGY CO COM 233331107 3,365 33,950 SH   SOLE   33,950 0 0
DSW INC-CLASS A COM 23334L102 553 26,112 SH   OTR 1 25,700 0 412
DTS INC COM 23335C101 143 5,400 SH   SOLE   5,400 0 0
DXP ENTERPRISES INC COM 233377407 22 1,500 SH   SOLE   1,500 0 0
DANA HOLDING CORP COM 235825205 19 1,800 SH   SOLE   1,800 0 0
DANAHER CORP COM 235851102 22,387 221,657 SH   SOLE   221,657 0 0
DARDEN RESTAURANTS INC COM 237194105 2,910 45,939 SH   SOLE   45,939 0 0
DARLING INGREDIENTS INC COM 237266101 292 19,600 SH   SOLE   19,600 0 0
DAVITA HEALTHCARE PARTNERS INC COM 23918K108 1,057 13,670 SH   SOLE   13,670 0 0
DEAN FOODS CO COM 242370203 117 6,450 SH   SOLE   6,450 0 0
DECKERS OUTDOOR CORP COM 243537107 1,001 17,400 SH   SOLE   17,400 0 0
DEERE & CO COM 244199105 11,309 139,553 SH   OTR 1 139,541 0 12
DELEK US HOLDINGS INC COM 246647101 90 6,800 SH   SOLE   6,800 0 0
DELTA AIR LINES INC COM 247361702 8,750 240,196 SH   SOLE   240,196 0 0
DENBURY RESOURCES INC COM 247916208 8 2,300 SH   SOLE   2,300 0 0
DELUXE CORP COM 248019101 2,091 31,500 SH   SOLE   31,500 0 0
DEMANDWARE INC COM 24802Y105 30 400 SH   SOLE   400 0 0
DENNY'S CORP COM 24869P104 24 2,200 SH   SOLE   2,200 0 0
DENTSPLY SIRONA INC COM 24906P109 2,794 45,042 SH   SOLE   45,042 0 0
DESTINATION MATERNITY CORP COM 25065D100 18 3,000 SH   SOLE   3,000 0 0
DEVON ENERGY CORP COM 25179M103 2,104 58,029 SH   SOLE   58,029 0 0
DEXCOM INC COM 252131107 63 800 SH   SOLE   800 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C102 219 9,000 SH   SOLE   9,000 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 944 104,549 SH   SOLE   104,549 0 0
DIAMONDBACK ENERGY INC COM 25278X109 456 5,000 SH   SOLE   5,000 0 0
DICK'S SPORTING GOODS INC COM 253393102 1,642 36,430 SH   SOLE   36,430 0 0
DIEBOLD INC COM 253651103 397 16,000 SH   SOLE   16,000 0 0
DIGITAL REALTY TRUST INC COM 253868103 2,561 23,500 SH   SOLE   23,500 0 0
DIGITALGLOBE INC COM 25389M877 19 900 SH   SOLE   900 0 0
DIME COMMUNITY BANCSHARES COM 253922108 36 2,100 SH   SOLE   2,100 0 0
DILLARD DEPT STRS INC COM 254067101 1,430 23,600 SH   SOLE   23,600 0 0
DINEEQUITY INC COM 254423106 3,230 38,100 SH   SOLE   38,100 0 0
DIODES INC COM 254543101 268 14,250 SH   SOLE   14,250 0 0
WALT DISNEY CO/THE COM 254687106 56,255 575,086 SH   OTR 1 574,898 0 188
DISCOVER FINANCIAL SERVICES COM 254709108 11,162 208,282 SH   OTR 1 208,215 0 67
DISCOVERY COMMUNICATIONS INC SERIES A COM 25470F104 925 36,657 SH   SOLE   36,657 0 0
DISCOVERY COMMUNICATIONS INC SERIES C COM 25470F302 704 29,500 SH   SOLE   29,500 0 0
DISH NETWORK CORP COM 25470M109 1,967 37,540 SH   SOLE   37,540 0 0
DOLLAR GENERAL CORP COM 256677105 1,370 14,570 SH   SOLE   14,570 0 0
DOLLAR TREE INC COM 256746108 5,588 59,300 SH   SOLE   59,300 0 0
DOMINION RES INC VA COM 25746U109 7,780 99,835 SH   SOLE   99,835 0 0
DOMINO'S PIZZA INC COM 25754A201 1,051 8,000 SH   SOLE   8,000 0 0
DOMTAR CORP COM 257559203 943 26,940 SH   SOLE   26,940 0 0
DONALDSON CO INC COM 257651109 1,943 56,540 SH   SOLE   56,540 0 0
RR DONNELLEY & SONS CO COM 257867101 619 36,600 SH   SOLE   36,600 0 0
DORMAN PRODUCTS INC COM 258278100 887 15,500 SH   SOLE   15,500 0 0
DOUGLAS EMMETT INC COM 25960P109 639 18,000 SH   SOLE   18,000 0 0
DOVER CORP COM 260003108 4,549 65,619 SH   SOLE   65,619 0 0
DOW CHEM CO COM 260543103 20,109 404,521 SH   SOLE   404,521 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 3,974 41,125 SH   SOLE   41,125 0 0
DREAMWORKS ANIMATION SKG INC COM 26153C103 45 1,100 SH   SOLE   1,100 0 0
DREW INDUSTRIES INC COM 26168L205 1,222 14,400 SH   SOLE   14,400 0 0
DRIL-QUIP INC COM 262037104 1,805 30,900 SH   SOLE   30,900 0 0
EI DU PONT DE NEMOURS & CO COM 263534109 18,944 292,338 SH   SOLE   292,338 0 0
DUKE REALTY CORP COM 264411505 1,881 70,560 SH   SOLE   70,560 0 0
DUKE ENERGY CORP COM 26441C204 8,146 94,951 SH   SOLE   94,951 0 0
DUN & BRADSTREET CORP/THE COM 26483E100 414 3,400 SH   SOLE   3,400 0 0
DUPONT FABROS TECHNOLOGY COM 26613Q106 216 4,550 SH   SOLE   4,550 0 0
DYCOM INDUSTRIES INC COM 267475101 54 600 SH   SOLE   600 0 0
DYNEX CAPITAL INC COM 26817Q506 24 3,500 SH   SOLE   3,500 0 0
DYNEGY INC COM 26817R108 41 2,400 SH   SOLE   2,400 0 0
EL POLLO LOCO HOLDINGS INC COM 268603107 20 1,500 SH   SOLE   1,500 0 0
EMC CORP/MA COM 268648102 18,640 686,043 SH   SOLE   686,043 0 0
EOG RESOURCES INC COM 26875P101 17,402 208,612 SH   OTR 1 208,584 0 28
EQT CORP COM 26884L109 6,575 84,920 SH   SOLE   84,920 0 0
EPR PROPERTIES COM 26884U109 2,783 34,500 SH   SOLE   34,500 0 0
ERA GROUP INC COM 26885G109 113 12,000 SH   SOLE   12,000 0 0
E*TRADE FINANCIAL CORPORATION COM 269246401 55 2,350 SH   SOLE   2,350 0 0
EAGLE MATERIALS INC COM 26969P108 1,628 21,100 SH   SOLE   21,100 0 0
EAST WEST BANCORP INC COM 27579R104 2,574 75,300 SH   SOLE   75,300 0 0
EASTERLY GOVERNMENT PROPERTIES COM 27616P103 174 8,800 SH   SOLE   8,800 0 0
EASTGROUP PROPERTIES INC COM 277276101 689 10,000 SH   SOLE   10,000 0 0
EASTMAN CHEM CO COM 277432100 6,039 88,943 SH   SOLE   88,943 0 0
EATON VANCE CORP COM 278265103 1,464 41,430 SH   SOLE   41,430 0 0
EBAY INC COM 278642103 9,418 402,317 SH   OTR 1 402,249 0 68
EBIX INC COM 278715206 287 6,000 SH   SOLE   6,000 0 0
ECHOSTART HOLDINGS CORP COM 278768106 773 19,480 SH   SOLE   19,480 0 0
ECOLAB INC COM 278865100 13,802 116,377 SH   OTR 1 116,244 0 133
ECLIPSE RESOURCES CORP COM 27890G100 68 20,300 SH   SOLE   20,300 0 0
EDGEWELL PERSONAL CARE CO COM 28035Q102 2,440 28,910 SH   SOLE   28,910 0 0
EDISON INTERNATIONAL COM 281020107 2,103 27,080 SH   SOLE   27,080 0 0
EDUCATION REALTY TRUST INC COM 28140H203 461 10,000 SH   SOLE   10,000 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 8,025 80,471 SH   SOLE   80,471 0 0
8X8 INC COM 282914100 26 1,800 SH   SOLE   1,800 0 0
EL PASO ELEC CO COM 283677854 1,101 23,300 SH   SOLE   23,300 0 0
ELECTRONIC ARTS INC COM 285512109 7,201 95,051 SH   SOLE   95,051 0 0
ELECTRONICS FOR IMAGING INC COM 286082102 224 5,200 SH   SOLE   5,200 0 0
ELIZABETH ARDEN INC COM 28660G106 15 1,100 SH   SOLE   1,100 0 0
ELLIE MAE INC COM 28849P100 119 1,300 SH   SOLE   1,300 0 0
EMCOR GROUP INC COM 29084Q100 2,379 48,300 SH   SOLE   48,300 0 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 644 22,900 SH   SOLE   22,900 0 0
EMERSON ELECTRIC CO COM 291011104 15,074 288,993 SH   SOLE   288,993 0 0
EMPIRE DISTRICT ELECTRIC CO COM 291641108 2,395 70,500 SH   SOLE   70,500 0 0
EMPIRE STATE REALTY TRUST INC COM 292104106 15 800 SH   SOLE   800 0 0
EMPLOYERS HOLDINGS INC COM 292218104 29 1,000 SH   SOLE   1,000 0 0
ENBRIDGE ENERGY MANAGEMENT COM 29250X103 458 19,901 SH   SOLE   19,901 0 0
ENCORE CAPITAL GROUP INC COM 292554102 12 500 SH   SOLE   500 0 0
ENCORE WIRE CORP COM 292562105 895 24,000 SH   SOLE   24,000 0 0
ENERGEN CORP COM 29265N108 2,283 47,350 SH   SOLE   47,350 0 0
ENDOLOGIX INC COM 29266S106 16 1,300 SH   SOLE   1,300 0 0
ENDURANCE INTERNATIONAL GROUP COM 29272B105 10 1,100 SH   SOLE   1,100 0 0
ENERGOUS CORP COM 29272C103 16 1,200 SH   SOLE   1,200 0 0
ENERGIZER HOLDINGS INC COM 29272W109 1,298 25,210 SH   SOLE   25,210 0 0
ENERSYS COM 29275Y102 880 14,800 SH   SOLE   14,800 0 0
ENGILITY HOLDINGS INC COM 29286C107 105 4,982 SH   SOLE   4,982 0 0
ENLINK MIDSTREAM LLC COM 29336T100 334 21,000 SH   SOLE   21,000 0 0
ENNIS INC COM 293389102 458 23,900 SH   SOLE   23,900 0 0
ENPRO INDUSTRIES INC COM 29355X107 58 1,300 SH   SOLE   1,300 0 0
ENSIGN GROUP INC/THE COM 29358P101 97 4,600 SH   SOLE   4,600 0 0
ENTEGRIS INC COM 29362U104 25 1,700 SH   SOLE   1,700 0 0
ENTERGY CORP NEW COM 29364G103 1,932 23,750 SH   SOLE   23,750 0 0
ENVESTNET INC COM 29404K106 456 13,700 SH   SOLE   13,700 0 0
EPAM SYSTEMS INC COM 29414B104 26 400 SH   SOLE   400 0 0
EQUIFAX INC COM 294429105 3,713 28,914 SH   SOLE   28,914 0 0
EQUINIX INC COM 29444U700 2,425 6,254 SH   SOLE   6,254 0 0
EQUITY COMMONWEALTH COM 294628102 475 16,300 SH   SOLE   16,300 0 0
EQUITY LIFESTYLE PROPERTIES IN COM 29472R108 560 7,000 SH   SOLE   7,000 0 0
EQUITY ONE INC COM 294752100 373 11,600 SH   SOLE   11,600 0 0
EQUITY RESIDENTIAL COM 29476L107 5,597 81,257 SH   SOLE   81,257 0 0
ERIE INDEMNITY COMPANY-CL A COM 29530P102 228 2,300 SH   SOLE   2,300 0 0
ESCO TECHNOLOGIES INC COM 296315104 20 500 SH   SOLE   500 0 0
ESSENDANT INC COM 296689102 452 14,800 SH   SOLE   14,800 0 0
ESSEX PROPERTY TRUST INC COM 297178105 3,213 14,085 SH   SOLE   14,085 0 0
ESTERLINE TECHNOLOGIES COM 297425100 862 13,900 SH   SOLE   13,900 0 0
ETHAN ALLEN INTERIORS COM 297602104 340 10,300 SH   SOLE   10,300 0 0
EURONET WORLDWIDE INC COM 298736109 125 1,800 SH   SOLE   1,800 0 0
EVERCORE PARTNERS INC COM 29977A105 22 500 SH   SOLE   500 0 0
EVERSOURCE ENERGY COM 30040W108 1,879 31,364 SH   SOLE   31,364 0 0
EXAMWORKS GROUP INC COM 30066A105 17 500 SH   SOLE   500 0 0
EXELON CORP COM 30161N101 8,071 222,013 SH   OTR 1 221,507 0 506
EXELIXIS INC COM 30161Q104 23 2,900 SH   SOLE   2,900 0 0
EXLSERVICE HOLDINGS INC COM 302081104 31 600 SH   SOLE   600 0 0
EXONE CO/THE COM 302104104 19 1,800 SH   SOLE   1,800 0 0
EXPEDIA INC COM 30212P303 2,491 23,426 SH   OTR 1 23,302 0 124
EXPEDITORS INTERNATIONAL WASH COM 302130109 3,043 62,055 SH   SOLE   62,055 0 0
EXPRESS INC COM 30219E103 22 1,500 SH   SOLE   1,500 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 19,296 254,564 SH   SOLE   254,564 0 0
EXTRA SPACE STORAGE INC COM 30225T102 1,473 15,915 SH   SOLE   15,915 0 0
EXTERRAN CORP COM 30227H106 51 4,000 SH   SOLE   4,000 0 0
EZCORP INC-CL A COM 302301106 18 2,400 SH   SOLE   2,400 0 0
EXXON MOBIL CORP COM 30231G102 138,808 1,480,779 SH   OTR 1 1,480,688 0 91
FEI COMPANY COM 30241L109 2,747 25,700 SH   SOLE   25,700 0 0
FLIR SYSTEMS INC COM 302445101 93 3,000 SH   SOLE   3,000 0 0
FMC CORP COM 302491303 4,045 87,355 SH   SOLE   87,355 0 0
FMC TECHNOLOGIES INC COM 30249U101 1,725 64,686 SH   SOLE   64,686 0 0
FNB CORP COM 302520101 1,145 91,300 SH   SOLE   91,300 0 0
FTD COMPANIES INC COM 30281V108 25 1,000 SH   SOLE   1,000 0 0
FTI CONSULTING INC COM 302941109 20 500 SH   SOLE   500 0 0
FACEBOOK INC-A COM 30303M102 67,283 588,746 SH   OTR 1 588,600 0 146
FACTSET RESEARCH SYSTEMS INC COM 303075105 2,812 17,420 SH   SOLE   17,420 0 0
FAIR ISAAC CORP COM 303250104 938 8,300 SH   SOLE   8,300 0 0
FAIRCHILD SEMICON INTL COM 303726103 661 33,300 SH   SOLE   33,300 0 0
FARMER BROS CO COM 307675108 340 10,600 SH   SOLE   10,600 0 0
FARO TECHNOLOGIES INC COM 311642102 856 25,300 SH   SOLE   25,300 0 0
FASTENAL CO COM 311900104 3,736 84,166 SH   SOLE   84,166 0 0
FEDERAL-MOGUL HOLDINGS CORP COM 313549404 43 5,200 SH   SOLE   5,200 0 0
FEDERAL REALTY INVESTMENT TRUS COM 313747206 7,518 45,415 SH   SOLE   45,415 0 0
FEDERAL SIGNAL CORP COM 313855108 209 16,200 SH   SOLE   16,200 0 0
FEDERATED INVESTORS INC COM 314211103 1,002 34,800 SH   SOLE   34,800 0 0
FEDEX CORP COM 31428X106 15,165 99,911 SH   OTR 1 99,885 0 26
FELCOR LODGING TRUST INC COM 31430F101 14 2,200 SH   SOLE   2,200 0 0
FERRO CORP COM 315405100 19 1,400 SH   SOLE   1,400 0 0
F5 NETWORKS INC COM 315616102 5,331 46,827 SH   SOLE   46,827 0 0
FIDELITY NATIONAL INFORMATION SVCS INC COM 31620M106 9,359 127,018 SH   OTR 1 126,873 0 145
FNF GROUP COM 31620R303 2,642 70,451 SH   SOLE   70,451 0 0
FIDELITY SOUTHERN CORP COM 316394105 16 1,000 SH   SOLE   1,000 0 0
FIESTA RESTAURANT GROUP INC COM 31660B101 9 400 SH   SOLE   400 0 0
FIFTH THIRD BANCORP COM 316773100 7,221 410,491 SH   SOLE   410,491 0 0
FINANCIAL ENGINES INC COM 317485100 18 700 SH   SOLE   700 0 0
FINANCIAL INSTITUTIONS INC COM 317585404 34 1,300 SH   SOLE   1,300 0 0
FINISAR CORP COM 31787A507 25 1,400 SH   SOLE   1,400 0 0
THE FINISH LINE- CL A COM 317923100 325 16,099 SH   SOLE   16,099 0 0
FIRST AMERICAN FINANCIAL CORP COM 31847R102 1,121 27,870 SH   SOLE   27,870 0 0
FIRST BUSEY CORP COM 319383204 27 1,266 SH   SOLE   1,266 0 0
FIRST CASH FINL SVCS INC COM 31942D107 631 12,300 SH   SOLE   12,300 0 0
FIRST COMMONWEALTH FINL CORP COM 319829107 303 32,900 SH   SOLE   32,900 0 0
FIRST FINANCIAL BANCORP COM 320209109 413 21,250 SH   SOLE   21,250 0 0
FIRST FINANCIAL CORP/IN COM 320218100 29 800 SH   SOLE   800 0 0
FIRST HORIZON NATL CORP COM 320517105 1,024 74,342 SH   SOLE   74,342 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 289 10,400 SH   SOLE   10,400 0 0
FIRST OF LONG ISLAND CORP/THE COM 320734106 34 1,200 SH   SOLE   1,200 0 0
FIRST MERCHANTS CORPORATION COM 320817109 50 2,000 SH   SOLE   2,000 0 0
FIRST MIDWEST BANCORP INC/IL COM 320867104 1,234 70,300 SH   SOLE   70,300 0 0
FIRST NIAGARA FINANCIAL GROUP COM 33582V108 57 5,900 SH   SOLE   5,900 0 0
FIRST POTOMAC REALTY TRUST COM 33610F109 20 2,200 SH   SOLE   2,200 0 0
FIRST REPUBLIC BANK COM 33616C100 1,085 15,500 SH   SOLE   15,500 0 0
FIRST SOLAR INC COM 336433107 1,101 22,720 SH   SOLE   22,720 0 0
FISERV INC COM 337738108 13,860 127,476 SH   SOLE   127,476 0 0
FIRSTMERIT CORP COM 337915102 2,299 113,419 SH   SOLE   113,419 0 0
FIRSTENERGY CORP COM 337932107 1,407 40,316 SH   SOLE   40,316 0 0
FIVE BELOW INC COM 33829M101 32 700 SH   SOLE   700 0 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 21 500 SH   SOLE   500 0 0
FIVE STAR QUALITY CARE INC COM 33832D106 8 3,500 SH   SOLE   3,500 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 415 2,900 SH   SOLE   2,900 0 0
FLOTEK INDUSTRIES INC COM 343389102 13 1,000 SH   SOLE   1,000 0 0
FLUOR CORP COM 343412102 2,776 56,330 SH   OTR 1 56,270 0 60
FLOWERS FOODS INC COM 343498101 619 32,987 SH   SOLE   32,987 0 0
FLOWSERVE CORP COM 34354P105 3,453 76,445 SH   SOLE   76,445 0 0
FLUIDIGM CORP COM 34385P108 9 1,000 SH   SOLE   1,000 0 0
FOOT LOCKER INC COM 344849104 3,745 68,271 SH   SOLE   68,271 0 0
FORD MOTOR CO COM 345370860 13,885 1,104,583 SH   OTR 1 1,104,333 0 250
FOREST CITY REALTY TRUST INC COM 345605109 737 33,040 SH   SOLE   33,040 0 0
FORESTAR GROUP INC. COM 346233109 199 16,700 SH   SOLE   16,700 0 0
FORRESTER RESEARCH INC COM 346563109 162 4,400 SH   SOLE   4,400 0 0
FORTUNE BRANDS HOME & SECURITY INC COM 34964C106 2,867 49,463 SH   SOLE   49,463 0 0
FORWARD AIR CORPORATION COM 349853101 71 1,600 SH   SOLE   1,600 0 0
FOSSIL GROUP INC COM 34988V106 348 12,200 SH   SOLE   12,200 0 0
FOUR CORNERS PROPERTY TRUST COM 35086T109 246 11,965 SH   SOLE   11,965 0 0
FOX CHASE BANCORP INC COM 35137T108 43 2,100 SH   SOLE   2,100 0 0
FRANKLIN ELECTRIC CO INC COM 353514102 552 16,700 SH   SOLE   16,700 0 0
FRANKLIN RES INC COM 354613101 5,225 156,576 SH   SOLE   156,576 0 0
FRANKLIN STREET PROPERTIES COR COM 35471R106 459 37,400 SH   SOLE   37,400 0 0
FREEPORT-MCMORAN INC COM 35671D857 2,606 233,976 SH   SOLE   233,976 0 0
FRESHPET INC COM 358039105 93 10,000 SH   SOLE   10,000 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 798 161,615 SH   SOLE   161,615 0 0
H. B. FULLER CO COM 359694106 838 19,050 SH   SOLE   19,050 0 0
FULTON FINANCIAL CORP COM 360271100 1,149 85,100 SH   SOLE   85,100 0 0
G&K SERVICES INC- CL A COM 361268105 630 8,230 SH   SOLE   8,230 0 0
GAMCO INVESTORS INC -A COM 361438104 108 3,300 SH   SOLE   3,300 0 0
GATX CORP COM 361448103 1,451 33,000 SH   SOLE   33,000 0 0
GEO GROUP INC/THE COM 36162J106 1,035 30,280 SH   SOLE   30,280 0 0
GCP APPLIED TECHNOLOGIES INC COM 36164Y101 427 16,400 SH   SOLE   16,400 0 0
GNC HOLDINGS INC COM 36191G107 104 4,300 SH   SOLE   4,300 0 0
G-III APPAREL GROUP LTD COM 36237H101 466 10,200 SH   SOLE   10,200 0 0
ARTHUR J GALLAGHER & CO COM 363576109 1,931 40,570 SH   SOLE   40,570 0 0
GAMING AND LEISURE PROPERTIES INC COM 36467J108 2,517 72,999 SH   SOLE   72,999 0 0
GAMESTOP CORP COM 36467W109 1,757 66,100 SH   SOLE   66,100 0 0
GANNETT CO INC COM 36473H104 914 66,150 SH   SOLE   66,150 0 0
GAP INC/THE COM 364760108 3,741 176,298 SH   SOLE   176,298 0 0
GARTNER INC COM 366651107 1,266 13,000 SH   SOLE   13,000 0 0
GENERAC HOLDINGS INC COM 368736104 24 700 SH   SOLE   700 0 0
GENERAL CABLE CORP COM 369300108 109 8,600 SH   SOLE   8,600 0 0
GENERAL COMMUNICATION COM 369385109 142 9,000 SH   SOLE   9,000 0 0
GENERAL DYNAMICS CORP COM 369550108 16,723 120,102 SH   SOLE   120,102 0 0
GENERAL ELECTRIC CO COM 369604103 96,194 3,055,791 SH   OTR 1 3,053,982 0 1,809
GENERAL GROWTH PROPERTIES INC COM 370023103 1,827 61,260 SH   SOLE   61,260 0 0
GENERAL MILLS INC COM 370334104 18,817 263,837 SH   SOLE   263,837 0 0
GENERAL MTRS CORP COM 37045V100 12,849 454,017 SH   OTR 1 453,940 0 77
GENESCO INC COM 371532102 913 14,200 SH   SOLE   14,200 0 0
GENESEE & WYOMING INC COM 371559105 1,161 19,700 SH   SOLE   19,700 0 0
GENTEX CORP COM 371901109 2,356 152,500 SH   SOLE   152,500 0 0
GENUINE PARTS CO COM 372460105 4,806 47,468 SH   SOLE   47,468 0 0
GENWORTH FINANCIAL INC COM 37247D106 13 5,000 SH   SOLE   5,000 0 0
GENTHERM INC COM 37253A103 17 500 SH   SOLE   500 0 0
GETTY REALTY CORP COM 374297109 65 3,016 SH   SOLE   3,016 0 0
GIGAMON INC COM 37518B102 434 11,600 SH   SOLE   11,600 0 0
GILEAD SCIENCES INC COM 375558103 42,865 513,836 SH   OTR 1 513,636 0 200
GLACIER BANCORP INC COM 37637Q105 1,039 39,100 SH   SOLE   39,100 0 0
GLADSTONE COMMERCIAL CORP COM 376536108 37 2,200 SH   SOLE   2,200 0 0
PH GLATFELTER CO COM 377316104 18 900 SH   SOLE   900 0 0
GLOBAL PAYMENTS INC COM 37940X102 9,101 127,505 SH   SOLE   127,505 0 0
GLOBUS MEDICAL INC COM 379577208 29 1,200 SH   SOLE   1,200 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 16,372 110,188 SH   OTR 1 110,123 0 65
GOODYEAR TIRE & RUBBER CO/THE COM 382550101 1,077 41,978 SH   SOLE   41,978 0 0
GOPRO INC COM 38268T103 1 91 SH   OTR 1 0 0 91
GORMAN-RUPP CO COM 383082104 158 5,775 SH   SOLE   5,775 0 0
GOVERNMENT PROPERTIES INCOME COM 38376A103 895 38,800 SH   SOLE   38,800 0 0
GRACE W R & CO COM 38388F108 505 6,900 SH   SOLE   6,900 0 0
GRACO INC COM 384109104 2,806 35,520 SH   SOLE   35,520 0 0
WW GRAINGER INC COM 384802104 2,552 11,228 SH   SOLE   11,228 0 0
GRAND CANYON EDUCATION INC COM 38526M106 20 500 SH   SOLE   500 0 0
GRANITE CONSTR INC COM 387328107 73 1,600 SH   SOLE   1,600 0 0
GRAPHIC PACKAGING HOLDING CO COM 388689101 66 5,300 SH   SOLE   5,300 0 0
GREAT SOUTHERN BANCORP INC COM 390905107 18 500 SH   SOLE   500 0 0
GREAT PLAINS ENERGY INC COM 391164100 882 29,000 SH   SOLE   29,000 0 0
GREAT WESTERN BANCORP INC COM 391416104 290 9,200 SH   SOLE   9,200 0 0
GREEN DOT CORP. COM 39304D102 506 22,000 SH   SOLE   22,000 0 0
GREEN PLAINS INC COM 393222104 12 600 SH   SOLE   600 0 0
GREENBRIER COS INC/THE COM 393657101 414 14,200 SH   SOLE   14,200 0 0
GREENHILL & CO INC COM 395259104 182 11,300 SH   SOLE   11,300 0 0
GREIF INC COM 397624107 574 15,400 SH   SOLE   15,400 0 0
GRIFFON CORPORATIONS COM 398433102 268 15,900 SH   SOLE   15,900 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,187 24,048 SH   SOLE   24,048 0 0
GRUBHUB INC COM 400110102 16 500 SH   SOLE   500 0 0
GUESS? INC COM 401617105 498 33,100 SH   SOLE   33,100 0 0
GUIDEWIRE SOFTWARE INC COM 40171V100 49 800 SH   SOLE   800 0 0
GULFPORT ENERGY CORP COM 402635304 191 6,100 SH   SOLE   6,100 0 0
H&E EQUIPMENT SERVICES INC COM 404030108 13 700 SH   SOLE   700 0 0
HCA HOLDINGS INC COM 40412C101 6,183 80,294 SH   SOLE   80,294 0 0
HCP INC COM 40414L109 4,353 123,026 SH   SOLE   123,026 0 0
HCI GROUP INC COM 40416E103 267 9,800 SH   SOLE   9,800 0 0
HFF INC CLASS A COM 40418F108 14 500 SH   SOLE   500 0 0
HNI CORP COM 404251100 869 18,700 SH   SOLE   18,700 0 0
HEALTH MGMT SYS INC COM 40425J101 623 35,400 SH   SOLE   35,400 0 0
HSBC HOLDINGS PLC COM 404280406 19 584 SH   OTR 1 0 0 584
HSN INC COM 404303109 15 300 SH   SOLE   300 0 0
HRG GROUP INC COM 40434J100 170 12,400 SH   SOLE   12,400 0 0
HP INC COM 40434L105 12,009 956,872 SH   SOLE   956,872 0 0
HAEMONETICS CORP/MASS COM 405024100 17 600 SH   SOLE   600 0 0
HAIN CELESTIAL GROUP INC COM 405217100 249 5,000 SH   SOLE   5,000 0 0
HALLIBURTON CO COM 406216101 10,359 228,737 SH   SOLE   228,737 0 0
HALOZYME THERAPEUTICS INC COM 40637H109 8 900 SH   SOLE   900 0 0
HALYARD HEALTH INC COM 40650V100 484 14,897 SH   SOLE   14,897 0 0
HANCOCK HOLDING CO COM 410120109 37 1,400 SH   SOLE   1,400 0 0
HANESBRANDS INC COM 410345102 1,226 48,805 SH   SOLE   48,805 0 0
HANMI FINANCIAL CORP COM 410495204 28 1,200 SH   SOLE   1,200 0 0
HANNON ARMSTRONG SUSTAINABLE I COM 41068X100 32 1,500 SH   SOLE   1,500 0 0
THE HANOVER INSURANCE GROUP COM 410867105 2,860 33,800 SH   SOLE   33,800 0 0
HARLEY-DAVIDSON INC COM 412822108 4,652 102,699 SH   SOLE   102,699 0 0
HARMAN INTERNATIONAL INDUSTRIE COM 413086109 1,829 25,471 SH   SOLE   25,471 0 0
HARMONIC INC COM 413160102 8 2,900 SH   SOLE   2,900 0 0
HARRIS CORP COM 413875105 3,135 37,567 SH   SOLE   37,567 0 0
HARSCO CORP COM 415864107 20 3,000 SH   SOLE   3,000 0 0
ITT HARTFORD GROUP INC COM 416515104 6,897 155,398 SH   SOLE   155,398 0 0
HASBRO INC COM 418056107 1,129 13,446 SH   SOLE   13,446 0 0
HAVERTY FURNITURE INC COM 419596101 162 9,000 SH   SOLE   9,000 0 0
HAWAIIAN ELEC INDSTR COM 419870100 902 27,500 SH   SOLE   27,500 0 0
HAWAIIAN HOLDINGS INC COM 419879101 84 2,200 SH   SOLE   2,200 0 0
HAWAIIAN TELCOM HOLDCO INC COM 420031106 106 5,000 SH   SOLE   5,000 0 0
HEALTHCARE SERVICES GROUP COM 421906108 1,109 26,800 SH   SOLE   26,800 0 0
HEALTHSOUTH CORP COM 421924309 947 24,400 SH   SOLE   24,400 0 0
HEALTHCARE REALTY TRUST COM 421946104 2,596 74,200 SH   SOLE   74,200 0 0
HEADWATERS INC COM 42210P102 23 1,300 SH   SOLE   1,300 0 0
HEALTHWAYS INC COM 422245100 170 14,700 SH   SOLE   14,700 0 0
HEALTHCARE TRUST OF AMERICA IN COM 42225P501 841 26,000 SH   SOLE   26,000 0 0
HEARTLAND EXPRESS INC COM 422347104 94 5,400 SH   SOLE   5,400 0 0
HECLA MINING CO COM 422704106 35 6,900 SH   SOLE   6,900 0 0
HEICO CORP COM 422806109 47 700 SH   SOLE   700 0 0
HELIX ENERGY SOLUTIONS GROUP COM 42330P107 12 1,800 SH   SOLE   1,800 0 0
HELMERICH & PAYNE INC COM 423452101 14,358 213,880 SH   SOLE   213,880 0 0
JACK HENRY & ASSOCIATES INC COM 426281101 3,791 43,440 SH   SOLE   43,440 0 0
HERITAGE FINANCIAL CORP/WA COM 42722X106 32 1,800 SH   SOLE   1,800 0 0
HERSHA HOSPITALITY TRUST COM 427825500 16 925 SH   SOLE   925 0 0
HERSHEY CO/THE COM 427866108 8,999 79,290 SH   SOLE   79,290 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 78 7,030 SH   SOLE   7,030 0 0
HESS CORP COM 42809H107 4,325 71,968 SH   SOLE   71,968 0 0
HEWLETT PACKARD ENTERPRISE CO COM 42824C109 13,230 724,117 SH   SOLE   724,117 0 0
HEXCEL CORP COM 428291108 772 18,530 SH   SOLE   18,530 0 0
HHGREGG INC COM 42833L108 0 250 SH   OTR 1 0 0 250
HIBBETT SPORTS COM 428567101 480 13,800 SH   SOLE   13,800 0 0
HIGHWOODS PROPERTIES INC COM 431284108 3,659 69,300 SH   SOLE   69,300 0 0
HILL-ROM HOLDINGS INC COM 431475102 1,954 38,730 SH   SOLE   38,730 0 0
HILLENBRAND INC COM 431571108 509 16,950 SH   SOLE   16,950 0 0
HILLTOP HOLDINGS INC COM 432748101 23 1,100 SH   SOLE   1,100 0 0
HILTON WORLDWIDE HOLDINGS INC COM 43300A104 656 29,100 SH   SOLE   29,100 0 0
HOLLYFRONTIER CORP COM 436106108 3,270 137,550 SH   SOLE   137,550 0 0
HOLOGIC INC COM 436440101 2,521 72,873 SH   SOLE   72,873 0 0
HOME BANCSHARES INC/AR COM 436893200 28 1,400 SH   SOLE   1,400 0 0
HOME DEPOT INC/THE COM 437076102 61,472 481,412 SH   OTR 1 481,384 0 28
HOMETRUST BANCSHARES INC COM 437872104 37 2,000 SH   SOLE   2,000 0 0
HONDA MOTOR CO LTD COM 438128308 9 332 SH   OTR 1 0 0 332
HONEYWELL INTERNATIONAL INC COM 438516106 32,123 276,161 SH   SOLE   276,161 0 0
HORACE MANN EDUCATORS COM 440327104 2,031 60,100 SH   SOLE   60,100 0 0
HORIZON BANCORP/IN COM 440407104 28 1,100 SH   SOLE   1,100 0 0
HORMEL FOODS CORP COM 440452100 2,063 56,364 SH   SOLE   56,364 0 0
HORIZON GLOBAL CORP COM 44052W104 10 880 SH   SOLE   880 0 0
HORNBECK OFFSHORE SERVICES COM 440543106 8 900 SH   SOLE   900 0 0
HOSPITALITY PROPERTIES TRUST COM 44106M102 1,065 36,980 SH   SOLE   36,980 0 0
HOST HOTELS AND RESORTS INC COM 44107P104 2,342 144,490 SH   SOLE   144,490 0 0
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 17 1,100 SH   SOLE   1,100 0 0
THE HOWARD HUGHES CORP COM 44267D107 112 983 SH   SOLE   983 0 0
HUB GROUP INC-CL A COM 443320106 817 21,300 SH   SOLE   21,300 0 0
HUBBELL INC COM 443510607 1,983 18,800 SH   SOLE   18,800 0 0
HUDSON PACIFIC PROPERTIES INC COM 444097109 35 1,200 SH   SOLE   1,200 0 0
HUMANA INC COM 444859102 7,048 39,179 SH   SOLE   39,179 0 0
JB HUNT TRANSPORT SERVICES INC COM 445658107 2,209 27,300 SH   SOLE   27,300 0 0
HUNTINGTON BANCSHARES COM 446150104 276 30,908 SH   SOLE   30,908 0 0
HUNTINGTON INGALLS INDUSTRIES COM 446413106 492 2,930 SH   SOLE   2,930 0 0
HUNTSMAN CORP COM 447011107 1,047 77,860 SH   SOLE   77,860 0 0
HURON CONSULTING GROUP INC COM 447462102 199 3,300 SH   SOLE   3,300 0 0
HYSTER-YALE MATERIALS COM 449172105 208 3,500 SH   SOLE   3,500 0 0
IAC INTERACTIVE CORP COM 44919P508 321 5,700 SH   SOLE   5,700 0 0
ICU MED INC COM 44930G107 1,206 10,700 SH   SOLE   10,700 0 0
IPG PHOTONICS CORP COM 44980X109 264 3,300 SH   SOLE   3,300 0 0
ISTAR INC COM 45031U101 176 18,400 SH   SOLE   18,400 0 0
ITT INC COM 45073V108 819 25,624 SH   SOLE   25,624 0 0
ICONIX BRAND GROUP INC COM 451055107 137 20,200 SH   SOLE   20,200 0 0
IDACORP INC COM 451107106 11,997 147,470 SH   SOLE   147,470 0 0
IDEX CORP COM 45167R104 4,231 51,530 SH   SOLE   51,530 0 0
IDEXX LABS CORP COM 45168D104 6,358 68,470 SH   SOLE   68,470 0 0
ILLINOIS TOOL WORKS INC COM 452308109 15,997 153,577 SH   SOLE   153,577 0 0
ILLUMINA INC COM 452327109 195 1,390 SH   SOLE   1,390 0 0
IMPAX LABORATORIES INC COM 45256B101 23 800 SH   SOLE   800 0 0
IMPERVA INC COM 45321L100 17 400 SH   SOLE   400 0 0
INC RESEARCH HOLDINGS INC COM 45329R109 15 400 SH   SOLE   400 0 0
INCYTE CORP COM 45337C102 1,608 20,100 SH   SOLE   20,100 0 0
INDEPENDENCE REALTY TRUST INC COM 45378A106 68 8,300 SH   SOLE   8,300 0 0
INDEPENDENT BANK CORP COM 453836108 457 10,000 SH   SOLE   10,000 0 0
INFINITY PROPERTY & CASUALTY COM 45665Q103 726 9,000 SH   SOLE   9,000 0 0
INFOBLOX INC COM 45672H104 19 1,000 SH   SOLE   1,000 0 0
INGEVITY CORP COM 45688C107 174 5,104 SH   SOLE   5,104 0 0
INGLES MARKETS INC -CL A COM 457030104 477 12,800 SH   SOLE   12,800 0 0
INGRAM MICRO INC COM 457153104 2,122 61,000 SH   SOLE   61,000 0 0
INGREDION INC COM 457187102 10,797 83,435 SH   SOLE   83,435 0 0
INSIGHT ENTERPRISES INC COM 45765U103 156 6,000 SH   SOLE   6,000 0 0
INSMED INC COM 457669307 11 1,100 SH   SOLE   1,100 0 0
INNOSPEC INC COM 45768S105 313 6,800 SH   SOLE   6,800 0 0
INNOPHOS HOLDINGS INC COM 45774N108 148 3,500 SH   SOLE   3,500 0 0
INSPERITY INC COM 45778Q107 1,251 16,200 SH   SOLE   16,200 0 0
INNOVIVA INC COM 45781M101 18 1,700 SH   SOLE   1,700 0 0
INSULET CORP COM 45784P101 30 1,000 SH   SOLE   1,000 0 0
INTEGRA LIFESCIENCES HOLDINGS COM 457985208 1,005 12,600 SH   SOLE   12,600 0 0
INTEGRATED DEVICE TECHNOLOGY I COM 458118106 30 1,500 SH   SOLE   1,500 0 0
INTEL CORP COM 458140100 58,917 1,796,286 SH   OTR 1 1,794,970 0 1,316
INTELIQUENT INC COM 45825N107 497 25,000 SH   SOLE   25,000 0 0
INTEGER HOLDINGS CORP COM 45826H109 1,036 33,500 SH   SOLE   33,500 0 0
INTERFACE INC COM 458665304 18 1,200 SH   SOLE   1,200 0 0
INTERCONTINENTAL EXCHANGE INC COM 45866F104 8,477 33,119 SH   SOLE   33,119 0 0
INTERDIGITAL INC COM 45867G101 329 5,900 SH   SOLE   5,900 0 0
INTERNATIONAL BANCSHARES CRP COM 459044103 1,106 42,400 SH   SOLE   42,400 0 0
IBM COM 459200101 52,934 348,754 SH   SOLE   348,754 0 0
INTERNATIONAL FLAVORS & FRAGRA COM 459506101 2,039 16,177 SH   SOLE   16,177 0 0
INTERNATIONAL PAPER CO COM 460146103 10,269 242,298 SH   SOLE   242,298 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 522 15,600 SH   SOLE   15,600 0 0
INTERPUBLIC GROUP OF COS INC/T COM 460690100 2,005 86,793 SH   SOLE   86,793 0 0
INTERSIL CORP CL A COM 46069S109 100 7,400 SH   SOLE   7,400 0 0
INTERVAL LEISURE GROUP INC COM 46113M108 376 23,656 SH   SOLE   23,656 0 0
INTRA-CELLULAR THERAPIES INC COM 46116X101 19 500 SH   SOLE   500 0 0
INTUIT INC COM 461202103 13,122 117,570 SH   SOLE   117,570 0 0
INTUITIVE SURGICAL INC COM 46120E602 6,261 9,466 SH   SOLE   9,466 0 0
INTREXON CORP COM 46122T102 15 600 SH   SOLE   600 0 0
INVENSENSE INC COM 46123D205 7 1,200 SH   SOLE   1,200 0 0
INVESTORS BANCORP INC COM 46146L101 27 2,400 SH   SOLE   2,400 0 0
INVESTORS REAL ESTATE TRUST COM 461730103 19 2,900 SH   SOLE   2,900 0 0
IONIS PHARMACEUTICALS INC COM 462222100 30 1,300 SH   SOLE   1,300 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 240 27,000 SH   SOLE   27,000 0 0
IROBOT CORP COM 462726100 21 600 SH   SOLE   600 0 0
IRON MOUNTAIN INC COM 46284V101 1,963 49,295 SH   SOLE   49,295 0 0
IRONWOOD PHARMACEUTICALS INC COM 46333X108 199 15,200 SH   SOLE   15,200 0 0
ISHARES MSCI CANADA COM 464286509 6,778 276,560 SH   SOLE   276,560 0 0
ISHARES MSCI EAFE ETF COM 464287465 48,134 862,300 SH   SOLE   862,300 0 0
ISHARES NATIONAL MUNI BOND ETF COM 464288414 66,930 587,493 SH   SOLE   587,493 0 0
ISHARES INTERMEDIATE CREDIT BO COM 464288638 7,829 70,370 SH   SOLE   70,370 0 0
ITC HOLDINGS CORP COM 465685105 5,898 125,980 SH   SOLE   125,980 0 0
ITRON INC COM 465741106 26 600 SH   SOLE   600 0 0
J & J SNACK FOODS CORP COM 466032109 739 6,200 SH   SOLE   6,200 0 0
JP MORGAN CHASE & CO COM 46625H100 83,135 1,337,832 SH   OTR 1 1,337,290 0 542
JABIL CIRCUIT INC COM 466313103 907 49,100 SH   SOLE   49,100 0 0
JACK IN THE BOX INC COM 466367109 34 400 SH   SOLE   400 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 1,200 24,100 SH   SOLE   24,100 0 0
JAMES RIVER COAL CO COM 470355207 0 140 SH   OTR 1 0 0 140
JANUS CAPITAL GROUP INC COM 47102X105 1,521 109,300 SH   SOLE   109,300 0 0
JETBLUE AIRWAYS CORP COM 477143101 58 3,500 SH   SOLE   3,500 0 0
JOHN BEAN TECHNOLOGIES COM 477839104 656 10,712 SH   SOLE   10,712 0 0
JOHNSON & JOHNSON COM 478160104 118,104 973,650 SH   SOLE   973,650 0 0
JOHNSON CONTROLS INC COM 478366107 11,039 249,413 SH   SOLE   249,413 0 0
JONES LANG LASALLE COM 48020Q107 2,642 27,110 SH   SOLE   27,110 0 0
JOY GLOBAL INC COM 481165108 24 1,127 SH   OTR 1 1,100 0 27
J2 GLOBAL INC COM 48123V102 1,984 31,400 SH   SOLE   31,400 0 0
JUNIPER NETWORKS COM 48203R104 420 18,676 SH   SOLE   18,676 0 0
KAR AUCTION SERVICES COM 48238T109 104 2,500 SH   SOLE   2,500 0 0
KBR INC COM 48242W106 742 56,066 SH   SOLE   56,066 0 0
KCG HOLDINGS INC COM 48244B100 16 1,200 SH   SOLE   1,200 0 0
KLA-TENCOR CORP COM 482480100 2,344 31,994 SH   SOLE   31,994 0 0
KKR & CO LP COM 48248M102 2 150 SH   OTR 1 0 0 150
KLX INC COM 482539103 546 17,610 SH   SOLE   17,610 0 0
KADANT INC COM 48282T104 113 2,200 SH   SOLE   2,200 0 0
KAISER ALUMINUM CORP COM 483007704 958 10,600 SH   SOLE   10,600 0 0
KAMAN CORP COM 483548103 238 5,600 SH   SOLE   5,600 0 0
KANSAS CITY SOUTHERN COM 485170302 5,405 60,000 SH   SOLE   60,000 0 0
KAPSTONE PAPER AND PACKAGING C COM 48562P103 217 16,700 SH   SOLE   16,700 0 0
KB HOME COM 48666K109 561 36,900 SH   SOLE   36,900 0 0
KELLOGG CO COM 487836108 6,191 75,827 SH   SOLE   75,827 0 0
KELLY SERVICES INC-CL A COM 488152208 76 4,000 SH   SOLE   4,000 0 0
KEMPER CORP COM 488401100 2,760 89,100 SH   SOLE   89,100 0 0
KENNAMETAL INC COM 489170100 660 29,830 SH   SOLE   29,830 0 0
KENNEDY-WILSON HOLDINGS INC COM 489398107 17 900 SH   SOLE   900 0 0
KERYX BIOPHARMACEUTICALS INC COM 492515101 17 2,500 SH   SOLE   2,500 0 0
KEYCORP NEW COM 493267108 2,313 209,300 SH   SOLE   209,300 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,401 48,150 SH   SOLE   48,150 0 0
KILROY REALTY CORP COM 49427F108 1,550 23,375 SH   SOLE   23,375 0 0
KIMBERLY-CLARK CORP COM 494368103 19,546 142,170 SH   SOLE   142,170 0 0
KIMCO REALTY CORP COM 49446R109 7,848 250,096 SH   SOLE   250,096 0 0
KINDER MORGAN INC COM 49456B101 8,778 468,929 SH   OTR 1 468,759 0 170
KINDRED HEALTHCARE INC COM 494580103 878 77,800 SH   SOLE   77,800 0 0
KIRBY CORP COM 497266106 1,742 27,920 SH   SOLE   27,920 0 0
KITE PHARMA INC COM 49803L109 20 400 SH   SOLE   400 0 0
KITE REALTY GROUP TRUST COM 49803T300 390 13,900 SH   SOLE   13,900 0 0
KNOLL INC COM 498904200 223 9,200 SH   SOLE   9,200 0 0
KNIGHT TRANSPORTATION INC COM 499064103 837 31,500 SH   SOLE   31,500 0 0
KNOWLES CORP COM 49926D109 588 43,000 SH   SOLE   43,000 0 0
KOHL'S CORP COM 500255104 5,339 140,806 SH   SOLE   140,806 0 0
KORN/FERRY INTERNATIONAL COM 500643200 12 600 SH   SOLE   600 0 0
KRAFT HEINZ CO/THE COM 500754106 17,022 192,380 SH   OTR 1 192,338 0 42
KRATON PERFORMANCE POLYMERS COM 50077C106 25 900 SH   SOLE   900 0 0
KRISPY KREME DOUGHNUTS INC COM 501014104 21 1,000 SH   SOLE   1,000 0 0
KROGER CO COM 501044101 13,739 373,454 SH   SOLE   373,454 0 0
KRONOS WORLDWIDE INC COM 50105F105 20 3,900 SH   SOLE   3,900 0 0
L BRANDS INC COM 501797104 4,946 73,681 SH   SOLE   73,681 0 0
LKQ CORP COM 501889208 1,750 55,200 SH   SOLE   55,200 0 0
LPL FINANCIAL HOLDINGS INC COM 50212V100 23 1,000 SH   SOLE   1,000 0 0
LSB INDUSTRIES INC COM 502160104 316 26,200 SH   SOLE   26,200 0 0
LTC PROPERTIES INC COM 502175102 5,214 100,800 SH   SOLE   100,800 0 0
L-3 COMMUNICATIONS HOLDINGS IN COM 502424104 4,851 33,067 SH   SOLE   33,067 0 0
LA QUINTA HOLDINGS INC COM 50420D108 166 14,600 SH   SOLE   14,600 0 0
LA Z BOY CHAIR CO COM 505336107 440 15,800 SH   SOLE   15,800 0 0
LABORATORY CRP OF AMER HOLDINGS COM 50540R409 4,662 35,785 SH   SOLE   35,785 0 0
LAKELAND BANCORP INC COM 511637100 28 2,500 SH   SOLE   2,500 0 0
LAM RESEARCH CORP COM 512807108 5,380 64,000 SH   SOLE   64,000 0 0
LAMAR ADVERTISING CO COM 512816109 1,620 24,430 SH   SOLE   24,430 0 0
LANCASTER COLONY CORP COM 513847103 294 2,300 SH   SOLE   2,300 0 0
LANDSTAR SYSTEM INC COM 515098101 965 14,050 SH   SOLE   14,050 0 0
LANDS END INC COM 51509F105 5 300 SH   SOLE   300 0 0
LANNETT CO INC COM 516012101 12 500 SH   SOLE   500 0 0
LAS VEGAS SANDS CORP COM 517834107 7,260 166,932 SH   OTR 1 166,810 0 122
LASALLE HOTEL PROPERTIES COM 517942108 731 31,000 SH   SOLE   31,000 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 15 2,800 SH   SOLE   2,800 0 0
LAUDER ESTEE COS INC COM 518439104 6,280 68,997 SH   OTR 1 68,884 0 113
LEAR CORP COM 521865204 1,853 18,205 SH   SOLE   18,205 0 0
LEGGETT & PLATT INC COM 524660107 631 12,350 SH   SOLE   12,350 0 0
LEGG MASON INC COM 524901105 2,521 85,485 SH   SOLE   85,485 0 0
LEIDOS HOLDINGS INC COM 525327102 503 10,500 SH   SOLE   10,500 0 0
LENDINGCLUB CORP COM 52603A109 17 4,000 SH   SOLE   4,000 0 0
LENNAR CORP COM 526057104 2,622 56,873 SH   SOLE   56,873 0 0
LENNOX INTERNATIONAL INC COM 526107107 742 5,200 SH   SOLE   5,200 0 0
LEUCADIA NATIONAL CORP COM 527288104 2,425 139,949 SH   SOLE   139,949 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N308 5,974 116,021 SH   SOLE   116,021 0 0
LEXICON PHARMACEUTICALS INC COM 528872302 11 800 SH   SOLE   800 0 0
LEXINGTON REALTY TRUST COM 529043101 22 2,200 SH   SOLE   2,200 0 0
LEXMARK INTERNATIONAL INC COM 529771107 2,086 55,270 SH   SOLE   55,270 0 0
LIBBEY INC COM 529898108 22 1,400 SH   SOLE   1,400 0 0
LIBERTY INTERACTIVE CORP QVC G COM 53071M104 1,712 67,470 SH   SOLE   67,470 0 0
LIBERTY VENTURES SERIES A COM 53071M880 142 3,825 SH   SOLE   3,825 0 0
LIBERTY PROPERTY TRUST COM 531172104 1,173 29,530 SH   SOLE   29,530 0 0
LIBERTY TRIPADVISOR HOLDINGS I COM 531465102 0 6 SH   SOLE   6 0 0
LIFEPOINT HEALTH INC COM 53219L109 229 3,500 SH   SOLE   3,500 0 0
LIGAND PHARMACEUTICALS INC COM 53220K504 48 400 SH   SOLE   400 0 0
ELI LILLY & CO COM 532457108 26,387 335,096 SH   OTR 1 334,738 0 358
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 1,158 19,600 SH   SOLE   19,600 0 0
LINCOLN NATL CORP IND COM 534187109 1,974 50,923 SH   SOLE   50,923 0 0
LINDSAY CORP COM 535555106 597 8,800 SH   SOLE   8,800 0 0
LINEAR TECHNOLOGY CORP COM 535678106 7,188 154,475 SH   SOLE   154,475 0 0
LINKEDIN CORP COM 53578A108 2,101 11,100 SH   SOLE   11,100 0 0
LITHIA MOTORS INC COM 536797103 43 600 SH   SOLE   600 0 0
LITTELFUSE INC COM 537008104 1,129 9,550 SH   SOLE   9,550 0 0
LIVE NATION ENTERTAINMENT INC COM 538034109 320 13,600 SH   SOLE   13,600 0 0
LOCKHEED MARTIN CORP COM 539830109 24,718 99,601 SH   SOLE   99,601 0 0
LOEWS CORP COM 540424108 3,543 86,237 SH   SOLE   86,237 0 0
LOGMEIN INC COM 54142L109 19 300 SH   SOLE   300 0 0
LORAL SPACE & COMMUNICATIONS COM 543881106 7 200 SH   SOLE   200 0 0
LOUISIANA-PACIFIC CORP COM 546347105 2,125 122,460 SH   SOLE   122,460 0 0
LOWES COS INC COM 548661107 27,954 353,093 SH   SOLE   353,093 0 0
LUMINEX CORP COM 55027E102 24 1,200 SH   SOLE   1,200 0 0
LYDALL INC COM 550819106 193 5,000 SH   SOLE   5,000 0 0
M & T BANK CORPORATION COM 55261F104 9,833 83,166 SH   SOLE   83,166 0 0
MDC HOLDINGS INC COM 552676108 1,159 47,600 SH   SOLE   47,600 0 0
MDU RES GROUP INC COM 552690109 2,288 95,340 SH   SOLE   95,340 0 0
MGE ENERGY INC COM 55277P104 986 17,450 SH   SOLE   17,450 0 0
MGIC INVESTMENT CORP COM 552848103 27 4,500 SH   SOLE   4,500 0 0
MGM RESORTS INTERNATIONAL COM 552953101 1,010 44,639 SH   OTR 1 44,500 0 139
MKS INSTRUMENTS INC COM 55306N104 835 19,400 SH   SOLE   19,400 0 0
MSA SAFETY INC COM 553498106 42 800 SH   SOLE   800 0 0
MSC INDUSTRIAL DIRECT CO INC COM 553530106 692 9,810 SH   SOLE   9,810 0 0
MSCI INC COM 55354G100 1,571 20,369 SH   SOLE   20,369 0 0
MSG NETWORKS INC COM 553573106 364 23,725 SH   SOLE   23,725 0 0
MTS SYSTEMS CORP COM 553777103 824 18,800 SH   SOLE   18,800 0 0
MACERICH CO/THE COM 554382101 2,457 28,772 SH   SOLE   28,772 0 0
MACK-CALI REALTY CORP COM 554489104 711 26,350 SH   SOLE   26,350 0 0
MACQUARIE INFRASTRUCTURE CORP COM 55608B105 287 3,880 SH   SOLE   3,880 0 0
MACROGENICS INC COM 556099109 13 500 SH   SOLE   500 0 0
MACY'S INC COM 55616P104 4,056 120,687 SH   OTR 1 120,549 0 138
STEVEN MADDEN LTD COM 556269108 24 700 SH   SOLE   700 0 0
MADISON SQUARE GARDEN CO/THE COM 55825T103 766 4,439 SH   SOLE   4,439 0 0
MAGELLAN HEALTH INC COM 559079207 1,329 20,200 SH   SOLE   20,200 0 0
MAIN STREET CAPITAL CORP COM 56035L104 66 2,000 SH   SOLE   2,000 0 0
MANHATTAN ASSOCIATES INC COM 562750109 218 3,400 SH   SOLE   3,400 0 0
MANITOWOC FOODSERVICE INC COM 563568104 107 6,100 SH   SOLE   6,100 0 0
MANITOWOC COMPANY INC COM 563571108 33 6,100 SH   SOLE   6,100 0 0
MANPOWERGROUP INC COM 56418H100 1,077 16,740 SH   SOLE   16,740 0 0
MANTECH INTERNATIONAL CORP/VA COM 564563104 19 500 SH   SOLE   500 0 0
MANULIFE FINANCIAL CORP COM 56501R106 1 53 SH   OTR 1 0 0 53
MARATHON OIL CORP COM 565849106 2,163 144,114 SH   SOLE   144,114 0 0
MARATHON PETROLEUM CORP COM 56585A102 8,844 232,981 SH   OTR 1 232,937 0 44
MARCUS CORP COM 566330106 211 10,000 SH   SOLE   10,000 0 0
MARKEL CORP COM 570535104 1,524 1,600 SH   SOLE   1,600 0 0
MARKETAXESS HOLDINGS INC COM 57060D108 582 4,000 SH   SOLE   4,000 0 0
MARKETO INC COM 57063L107 28 800 SH   SOLE   800 0 0
MARRIOTT VACATIONS WORLDWIDE CORP COM 57164Y107 536 7,826 SH   SOLE   7,826 0 0
MARSH & MCLENNAN COS INC COM 571748102 16,509 241,144 SH   SOLE   241,144 0 0
MARRIOTT INTERNATIONAL INC/MD COM 571903202 4,749 71,457 SH   SOLE   71,457 0 0
MARTEN TRANSPORT LTD COM 573075108 14 700 SH   SOLE   700 0 0
MARTIN MARIETTA MATERIALS INC COM 573284106 691 3,600 SH   SOLE   3,600 0 0
MASCO CORP COM 574599106 952 30,768 SH   SOLE   30,768 0 0
MASIMO CORP COM 574795100 37 700 SH   SOLE   700 0 0
MASTEC INC COM 576323109 25 1,100 SH   SOLE   1,100 0 0
MASTERCARD INC COM 57636Q104 32,604 370,241 SH   OTR 1 370,117 0 124
MATADOR RESOURCES CO COM 576485205 20 1,000 SH   SOLE   1,000 0 0
MATERION CORP COM 576690101 589 23,800 SH   SOLE   23,800 0 0
MATRIX SERVICE CO COM 576853105 376 22,800 SH   SOLE   22,800 0 0
MATSON INC COM 57686G105 966 29,920 SH   SOLE   29,920 0 0
MATTEL INC COM 577081102 3,295 105,317 SH   SOLE   105,317 0 0
MATTHEWS INTL CORP- CL A COM 577128101 1 20 SH   SOLE   20 0 0
MAXIM INTEGRATED PRODS COM 57772K101 4,383 122,800 SH   SOLE   122,800 0 0
MAXIMUS INC COM 577933104 2,209 39,900 SH   SOLE   39,900 0 0
MCCORMICK & CO INC/MD COM 579780206 2,204 20,662 SH   SOLE   20,662 0 0
MCDONALD'S CORP COM 580135101 38,687 321,478 SH   OTR 1 321,281 0 197
MCGRATH RENTCORP COM 580589109 24 800 SH   SOLE   800 0 0
MCKESSON CORP COM 58155Q103 18,274 97,908 SH   OTR 1 97,717 0 191
MEAD JOHNSON NUTRITION CO COM 582839106 4,933 54,362 SH   SOLE   54,362 0 0
MEDIA GENERAL INC COM 58441K100 38 2,200 SH   SOLE   2,200 0 0
MEDICAL PROPERTIES TRUST INC COM 58463J304 802 52,750 SH   SOLE   52,750 0 0
MEDICINES CO/THE COM 584688105 299 8,900 SH   SOLE   8,900 0 0
MEDIDATA SOLUTIONS INC COM 58471A105 33 700 SH   SOLE   700 0 0
MEDNAX INC COM 58502B106 2,348 32,420 SH   SOLE   32,420 0 0
MENTOR GRAPHICS CORP COM 587200106 553 26,000 SH   SOLE   26,000 0 0
MERCK & CO INC COM 58933Y105 59,568 1,033,987 SH   SOLE   1,033,987 0 0
MERCURY GENERAL CORP COM 589400100 2,352 44,250 SH   SOLE   44,250 0 0
MEREDITH CORP COM 589433101 1,210 23,300 SH   SOLE   23,300 0 0
MERIDIAN BIOSCIENCE INC COM 589584101 166 8,500 SH   SOLE   8,500 0 0
MERIDIAN BANCORP INC COM 58958U103 27 1,800 SH   SOLE   1,800 0 0
MERIT MEDICAL SYSTEMS INC COM 589889104 18 900 SH   SOLE   900 0 0
MERITAGE HOMES CORP COM 59001A102 529 14,100 SH   SOLE   14,100 0 0
MERITOR INC COM 59001K100 11 1,500 SH   SOLE   1,500 0 0
MERRIMACK PHARMACEUTICALS INC COM 590328100 9 1,700 SH   SOLE   1,700 0 0
META FINANCIAL GROUP INC COM 59100U108 31 600 SH   SOLE   600 0 0
METHODE ELECTRONICS INC COM 591520200 407 11,900 SH   SOLE   11,900 0 0
METLIFE INC COM 59156R108 13,199 331,350 SH   OTR 1 331,185 0 165
METTLER-TOLEDO INTERNATIONAL I COM 592688105 6,211 17,020 SH   SOLE   17,020 0 0
MICROSOFT CORP COM 594918104 134,943 2,637,132 SH   OTR 1 2,636,698 0 434
MICROSTRATEGY INC COM 594972408 70 400 SH   SOLE   400 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 3,146 61,985 SH   SOLE   61,985 0 0
MICRON TECHNOLOGY INC COM 595112103 3,702 269,019 SH   OTR 1 268,924 0 95
MICROSEMI CORP COM 595137100 1,028 31,461 SH   SOLE   31,461 0 0
MID-AMERICA APARTMENT COMMUNIT COM 59522J103 7,125 66,960 SH   SOLE   66,960 0 0
MIDDLEBY CORP COM 596278101 58 500 SH   SOLE   500 0 0
MIDDLESEX WATER CO COM 596680108 9 200 SH   SOLE   200 0 0
HERMAN MILLER INC COM 600544100 368 12,300 SH   SOLE   12,300 0 0
MIMEDX GROUP INC COM 602496101 16 2,000 SH   SOLE   2,000 0 0
MINERALS TECHNOLOGIES INC COM 603158106 983 17,300 SH   SOLE   17,300 0 0
MOBILE MINI INC COM 60740F105 21 600 SH   SOLE   600 0 0
MOHAWK INDS INC COM 608190104 5,817 30,655 SH   SOLE   30,655 0 0
MOLINA HEALTHCARE INC COM 60855R100 282 5,650 SH   SOLE   5,650 0 0
MOLSON COORS BREWING CO COM 60871R209 5,049 49,928 SH   SOLE   49,928 0 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 11 1,000 SH   SOLE   1,000 0 0
MONDELEZ INTERNATIONAL COM 609207105 26,117 573,885 SH   OTR 1 573,449 0 436
MONMOUTH REAL ESTATE INVESTMEN COM 609720107 29 2,200 SH   SOLE   2,200 0 0
MONOLITHIC POWER SYSTEMS INC COM 609839105 27 400 SH   SOLE   400 0 0
MONRO MUFFLER BRAKE INC COM 610236101 280 4,400 SH   SOLE   4,400 0 0
MONSANTO CO COM 61166W101 19,616 189,692 SH   SOLE   189,692 0 0
MONSTER BEVERAGE CORP COM 61174X109 7,036 43,780 SH   SOLE   43,780 0 0
MOODY'S CORP COM 615369105 7,824 83,488 SH   SOLE   83,488 0 0
MOOG INC COM 615394202 539 10,000 SH   SOLE   10,000 0 0
MORGAN STANLEY COM 617446448 13,513 520,129 SH   OTR 1 519,979 0 150
MOSAIC COMPANY COM 61945C103 2,821 107,770 SH   SOLE   107,770 0 0
MOTOROLA SOLUTIONS INC COM 620076307 5,932 89,927 SH   SOLE   89,927 0 0
MOVADO GROUP COM 624580106 340 15,700 SH   SOLE   15,700 0 0
MUELLER INDUSTRIES INC COM 624756102 1,835 57,550 SH   SOLE   57,550 0 0
MUELLER WATER PRODUCTS INC COM 624758108 26 2,300 SH   SOLE   2,300 0 0
MURPHY OIL CORP COM 626717102 3,948 124,334 SH   SOLE   124,334 0 0
MURPHY USA INC COM 626755102 1,854 25,000 SH   SOLE   25,000 0 0
MYERS INDS INC COM 628464109 69 4,800 SH   SOLE   4,800 0 0
MYRIAD GENETICS INC COM 62855J104 67 2,200 SH   SOLE   2,200 0 0
N B T BANCORP INC COM 628778102 286 10,000 SH   SOLE   10,000 0 0
NCI BUILDING SYS INC COM 628852204 268 16,750 SH   SOLE   16,750 0 0
NCR CORP COM 62886E108 101 3,650 SH   SOLE   3,650 0 0
NIC INC COM 62914B100 742 33,800 SH   SOLE   33,800 0 0
NMI HOLDINGS INC COM 629209305 60 11,000 SH   SOLE   11,000 0 0
NRG ENERGY INC COM 629377508 1,216 81,088 SH   SOLE   81,088 0 0
NRG YIELD INC COM 62942X306 6 400 SH   SOLE   400 0 0
NRG YIELD INC COM 62942X405 6 400 SH   SOLE   400 0 0
NVR INC COM 62944T105 712 400 SH   SOLE   400 0 0
NASDAQ INC COM 631103108 3,786 58,550 SH   SOLE   58,550 0 0
NATIONAL CINEMEDIA INC COM 635309107 20 1,300 SH   SOLE   1,300 0 0
NATIONAL HEALTHCARE CORP COM 635906100 13 200 SH   SOLE   200 0 0
NATIONAL FUEL GAS CO COM 636180101 2,526 44,410 SH   SOLE   44,410 0 0
NATL HEALTH INVESTORS INC COM 63633D104 1,539 20,500 SH   SOLE   20,500 0 0
NATIONAL INSTRS CORP COM 636518102 1,146 41,835 SH   SOLE   41,835 0 0
NATIONAL OILWELL VARCO INC COM 637071101 6,379 189,588 SH   OTR 1 189,088 0 500
NATIONAL PRESTO INDS INC COM 637215104 113 1,200 SH   SOLE   1,200 0 0
NATIONAL RETAIL PROPERTIES INC COM 637417106 5,317 102,800 SH   SOLE   102,800 0 0
NATIONSTAR MORTGAGE HOLDINGS I COM 63861C109 18 1,600 SH   SOLE   1,600 0 0
NATURAL GAS SERVICES CORP COM 63886Q109 215 9,400 SH   SOLE   9,400 0 0
NAVIGATORS GROUP INC COM 638904102 37 400 SH   SOLE   400 0 0
NATUS MEDICAL INC COM 639050103 19 500 SH   SOLE   500 0 0
NAVIENT CORP COM 63938C108 1,215 101,643 SH   SOLE   101,643 0 0
NEENAH PAPER INC COM 640079109 311 4,300 SH   SOLE   4,300 0 0
NEKTAR THERAPEUTICS COM 640268108 23 1,600 SH   SOLE   1,600 0 0
NELNET INC COM 64031N108 181 5,200 SH   SOLE   5,200 0 0
NEOGEN CORP COM 640491106 1,076 19,125 SH   SOLE   19,125 0 0
NETAPP INC COM 64110D104 1,737 70,627 SH   SOLE   70,627 0 0
NETFLIX INC COM 64110L106 12,944 141,490 SH   SOLE   141,490 0 0
NETGEAR INC COM 64111Q104 1,443 30,350 SH   SOLE   30,350 0 0
NETSCOUT SYSTEMS INC COM 64115T104 5,343 240,115 SH   SOLE   240,115 0 0
NETSUITE INC COM 64118Q107 764 10,500 SH   SOLE   10,500 0 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 45 1,000 SH   SOLE   1,000 0 0
NEUSTAR INC- CLASS A COM 64126X201 919 39,070 SH   SOLE   39,070 0 0
NEW JERSEY RESOURCES CORP COM 646025106 2,697 69,950 SH   SOLE   69,950 0 0
NEW MEDIA INVESTMENT GROUP INC COM 64704V106 20 1,100 SH   SOLE   1,100 0 0
NEW RESIDENTIAL INVESTMENT COR COM 64828T201 350 25,300 SH   SOLE   25,300 0 0
NEW YORK COMMUNITY BANCORP INC COM 649445103 6,118 408,120 SH   SOLE   408,120 0 0
NEW YORK REIT INC COM 64976L109 144 15,600 SH   SOLE   15,600 0 0
NEW YORK TIMES CO COM 650111107 218 18,000 SH   SOLE   18,000 0 0
NEWELL BRANDS INC COM 651229106 2,290 47,151 SH   SOLE   47,151 0 0
NEWFIELD EXPL CO COM 651290108 3,442 77,915 SH   SOLE   77,915 0 0
NEWLINK GENETICS CORP COM 651511107 6 500 SH   SOLE   500 0 0
NEWMARKET CORP COM 651587107 414 1,000 SH   SOLE   1,000 0 0
NEWMONT MINING CORP COM 651639106 2,173 55,552 SH   SOLE   55,552 0 0
NEWPARK RESOURCES INC COM 651718504 13 2,300 SH   SOLE   2,300 0 0
NEWS CORP COM 65249B109 2,519 221,906 SH   SOLE   221,906 0 0
NEXSTAR BROADCASTING GROUP INC COM 65336K103 19 400 SH   SOLE   400 0 0
NEXTERA ENERGY INC COM 65339F101 8,684 66,611 SH   OTR 1 66,375 0 236
NIKE INC COM 654106103 27,224 493,195 SH   OTR 1 493,090 0 105
NIMBLE STORAGE INC COM 65440R101 18 2,200 SH   SOLE   2,200 0 0
NISOURCE INC COM 65473P105 2,784 104,980 SH   SOLE   104,980 0 0
NOBLE AFFILIATES INC COM 655044105 5,328 148,533 SH   SOLE   148,533 0 0
NORDSON CORP COM 655663102 987 11,800 SH   SOLE   11,800 0 0
NORDSTROM INC COM 655664100 2,756 72,422 SH   SOLE   72,422 0 0
NORFOLK SOUTHERN CORP COM 655844108 12,859 151,054 SH   SOLE   151,054 0 0
NORTHERN TR CORP COM 665859104 2,934 44,279 SH   SOLE   44,279 0 0
NORTHRIM BANCORP INC COM 666762109 24 900 SH   SOLE   900 0 0
NORTHROP GRUMMAN CORP COM 666807102 23,016 103,547 SH   SOLE   103,547 0 0
NORTHSTAR REALTY FINANCE CORP COM 66704R803 383 33,500 SH   SOLE   33,500 0 0
NORTHSTAR ASSET MANAGEMENT COM 66705Y104 103 10,100 SH   SOLE   10,100 0 0
NORTHWEST BANCSHARES INC COM 667340103 198 13,350 SH   SOLE   13,350 0 0
NORTHWEST NATURAL GAS COM 667655104 246 3,800 SH   SOLE   3,800 0 0
NORTHWESTERN CORP COM 668074305 5,304 84,090 SH   SOLE   84,090 0 0
NOVARTIS AG-ADR COM 66987V109 42 523 SH   OTR 1 0 0 523
NOVAVAX INC COM 670002104 25 3,400 SH   SOLE   3,400 0 0
NOW INC COM 67011P100 555 30,583 SH   SOLE   30,583 0 0
NU SKIN ENTERPRISES INC - CL A COM 67018T105 383 8,300 SH   SOLE   8,300 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 344 22,030 SH   SOLE   22,030 0 0
NUCOR CORP COM 670346105 6,702 135,636 SH   SOLE   135,636 0 0
NUTRACEUTICAL INTERNATIONAL CO COM 67060Y101 12 500 SH   SOLE   500 0 0
NVIDIA CORP COM 67066G104 6,668 141,851 SH   SOLE   141,851 0 0
NUVASIVE INC COM 670704105 36 600 SH   SOLE   600 0 0
NXSTAGE MEDICAL INC COM 67072V103 362 16,700 SH   SOLE   16,700 0 0
OGE ENERGY CORP COM 670837103 11,183 341,474 SH   SOLE   341,474 0 0
O'REILLY AUTOMOTIVE INC COM 67103H107 14,530 53,597 SH   SOLE   53,597 0 0
OFG BANCORP COM 67103X102 1,094 131,800 SH   SOLE   131,800 0 0
OSI SYSTEMS INC COM 671044105 157 2,700 SH   SOLE   2,700 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 24,131 319,364 SH   OTR 1 319,127 0 237
OCEANEERING INTERNATIONAL INC COM 675232102 738 24,720 SH   SOLE   24,720 0 0
OFFICE DEPOT INC COM 676220106 121 36,700 SH   SOLE   36,700 0 0
OIL STATES INTERNATIONAL INC COM 678026105 721 21,930 SH   SOLE   21,930 0 0
OLD DOMINION FREIGHT LINE INC COM 679580100 2,286 37,900 SH   SOLE   37,900 0 0
OLD NATIONAL BANCORP COM 680033107 565 45,100 SH   SOLE   45,100 0 0
OLD REP INTL CORP COM 680223104 4,350 225,500 SH   SOLE   225,500 0 0
OLIN CORP COM 680665205 368 14,800 SH   SOLE   14,800 0 0
OMNICOM GROUP INC COM 681919106 6,342 77,820 SH   SOLE   77,820 0 0
OMEGA HEALTHCARE INVESTORS COM 681936100 3,181 93,700 SH   SOLE   93,700 0 0
OMNICELL INC COM 68213N109 17 500 SH   SOLE   500 0 0
OMEROS CORP COM 682143102 7 700 SH   SOLE   700 0 0
ON ASSIGNMENT INC COM 682159108 26 700 SH   SOLE   700 0 0
ON DECK CAPITAL INC COM 682163100 118 23,000 SH   SOLE   23,000 0 0
ON SEMICONDUCTOR CORPORATION COM 682189105 15 1,700 SH   SOLE   1,700 0 0
ONE GAS INC COM 68235P108 2,847 42,755 SH   SOLE   42,755 0 0
ONE LIBERTY PROPERTIES INC COM 682406103 38 1,600 SH   SOLE   1,600 0 0
ONEOK INC COM 682680103 9,688 204,170 SH   SOLE   204,170 0 0
OPHTHOTECH CORP COM 683745103 15 300 SH   SOLE   300 0 0
OPKO HEALTH INC COM 68375N103 136 14,600 SH   SOLE   14,600 0 0
ORACLE CORP COM 68389X105 44,942 1,098,036 SH   OTR 1 1,097,613 0 423
ORANGE - SPON ADR COM 684060106 12 707 SH   OTR 1 0 0 707
ORBITAL ATK INC COM 68557N103 947 11,118 SH   SOLE   11,118 0 0
ORITANI FINANCIAL CORP COM 68633D103 136 8,500 SH   SOLE   8,500 0 0
ORMAT TECHNOLOGIES INC COM 686688102 508 11,600 SH   SOLE   11,600 0 0
OSHKOSH CORP COM 688239201 5,740 120,300 SH   SOLE   120,300 0 0
OTTER TAIL CORPORATION COM 689648103 234 7,000 SH   SOLE   7,000 0 0
OUTFRONT MEDIA INC COM 69007J106 1,005 41,596 SH   SOLE   41,596 0 0
OWENS & MINOR INC COM 690732102 740 19,800 SH   SOLE   19,800 0 0
OWENS CORNING COM 690742101 289 5,600 SH   SOLE   5,600 0 0
OWENS-ILLINOIS INC COM 690768403 594 33,000 SH   SOLE   33,000 0 0
OXFORD INDUSTRIES INC COM 691497309 572 10,100 SH   SOLE   10,100 0 0
PAM TRANSPORTATION SERVICES IN COM 693149106 16 1,000 SH   SOLE   1,000 0 0
PDC ENERGY INC COM 69327R101 1,348 23,400 SH   SOLE   23,400 0 0
PDL BIOPHARMA INC COM 69329Y104 6 2,000 SH   SOLE   2,000 0 0
PACIFIC GAS & ELEC CO COM 69331C108 2,693 42,130 SH   SOLE   42,130 0 0
PHH CORP COM 693320202 320 24,000 SH   SOLE   24,000 0 0
PICO HOLDINGS INC COM 693366205 88 9,300 SH   SOLE   9,300 0 0
PNC FINANCIAL SERVICES GROUP COM 693475105 16,949 208,241 SH   SOLE   208,241 0 0
PNM RESOURCES INC COM 69349H107 1,407 39,700 SH   SOLE   39,700 0 0
PPG INDUSTRIES INC COM 693506107 4,844 46,510 SH   SOLE   46,510 0 0
PPL CORP COM 69351T106 17,716 469,285 SH   SOLE   469,285 0 0
PRA GROUP INC COM 69354N106 352 14,600 SH   SOLE   14,600 0 0
PS BUSINESS PARKS INC/CA COM 69360J107 170 1,600 SH   SOLE   1,600 0 0
PVH CORP COM 693656100 2,799 29,700 SH   SOLE   29,700 0 0
PTC INC COM 69370C100 1,101 29,300 SH   SOLE   29,300 0 0
PACCAR INC COM 693718108 8,795 169,559 SH   SOLE   169,559 0 0
PACIRA PHARMACEUTICALS INC/DE COM 695127100 13 400 SH   SOLE   400 0 0
PACKAGING CORP OF AMERICA COM 695156109 3,090 46,175 SH   SOLE   46,175 0 0
PACWEST BANCORP COM 695263103 2,112 53,100 SH   SOLE   53,100 0 0
PALO ALTO NETWORKS INC COM 697435105 12 100 SH   SOLE   100 0 0
PANERA BREAD COMPANY-CL A COM 69840W108 3,817 18,010 SH   SOLE   18,010 0 0
PAPA JOHNS INTERNATIONAL INC COM 698813102 456 6,700 SH   SOLE   6,700 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 1,930 30,700 SH   SOLE   30,700 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 52 3,600 SH   SOLE   3,600 0 0
PARK NATIONAL CORP COM 700658107 583 6,350 SH   SOLE   6,350 0 0
PARKER-HANNIFIN CORP COM 701094104 5,183 47,973 SH   SOLE   47,973 0 0
PARKWAY PROPERTIES INC COM 70159Q104 221 13,200 SH   SOLE   13,200 0 0
PARSLEY ENERGY INC COM 701877102 27 1,000 SH   SOLE   1,000 0 0
PATTERN ENERGY GROUP INC COM 70338P100 16 700 SH   SOLE   700 0 0
PATRIOT NATIONAL INC COM 70338T102 20 2,500 SH   SOLE   2,500 0 0
PATTERSON COS INC COM 703395103 1,255 26,200 SH   SOLE   26,200 0 0
PATTERSON-UTI ENERGY INC COM 703481101 1,858 87,150 SH   SOLE   87,150 0 0
PAYCHEX INC COM 704326107 9,119 153,258 SH   SOLE   153,258 0 0
PAYPAL HOLDINGS INC COM 70450Y103 14,810 405,655 SH   SOLE   405,655 0 0
PEBBLEBROOK HOTEL TRUST COM 70509V100 150 5,700 SH   SOLE   5,700 0 0
PEGASYSTEMS INC COM 705573103 22 800 SH   SOLE   800 0 0
PENN NATL GAMING INC COM 707569109 307 22,000 SH   SOLE   22,000 0 0
PENN REAL ESTATE INVEST TRUST COM 709102107 1,021 47,600 SH   SOLE   47,600 0 0
PENSKE AUTOMOTIVE GROUP INC COM 70959W103 978 31,100 SH   SOLE   31,100 0 0
PEOPLES BANCORP INC/OH COM 709789101 31 1,400 SH   SOLE   1,400 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 1,366 93,183 SH   SOLE   93,183 0 0
PEPSICO INC COM 713448108 48,748 460,155 SH   OTR 1 460,077 0 78
PERFICIENT INC COM 71375U101 18 900 SH   SOLE   900 0 0
PERKIN ELMER INC COM 714046109 5,335 101,780 SH   SOLE   101,780 0 0
PFIZER INC COM 717081103 87,874 2,495,724 SH   OTR 1 2,495,177 0 547
PHARMERICA CORP COM 71714F104 128 5,194 SH   SOLE   5,194 0 0
PHILIP MORRIS INTERNATIONAL IN COM 718172109 57,206 562,395 SH   OTR 1 562,049 0 346
PHILLIPS 66 COM 718546104 18,356 231,358 SH   SOLE   231,358 0 0
PHYSICIANS REALTY TRUST COM 71943U104 23 1,100 SH   SOLE   1,100 0 0
PIEDMONT NATURAL GAS CO INC COM 720186105 962 16,000 SH   SOLE   16,000 0 0
PIEDMONT OFFICE REALTY INC. COM 720190206 99 4,600 SH   SOLE   4,600 0 0
PIER 1 IMPORTS INC COM 720279108 6 1,200 SH   SOLE   1,200 0 0
PILGRIM'S PRIDE CORP COM 72147K108 1,427 56,000 SH   SOLE   56,000 0 0
PINNACLE FINANCIAL PARTNERS IN COM 72346Q104 29 600 SH   SOLE   600 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 2,682 33,090 SH   SOLE   33,090 0 0
PINNACLE FOODS INC COM 72348P104 403 8,700 SH   SOLE   8,700 0 0
PINNACLE ENTERTAINMENT INC COM 72348Y105 11 1,000 SH   SOLE   1,000 0 0
PIONEER NATURAL RESOURCES CO COM 723787107 8,060 53,302 SH   SOLE   53,302 0 0
PIPER JAFFRAY COS COM 724078100 166 4,400 SH   SOLE   4,400 0 0
PITNEY BOWES INC COM 724479100 482 27,100 SH   SOLE   27,100 0 0
PLAINS GP HOLDINGS LP COM 72651A108 358 34,300 SH   SOLE   34,300 0 0
PLANTRONICS INC COM 727493108 277 6,300 SH   SOLE   6,300 0 0
PLATFORM SPECIALTY PRODUCTS CO COM 72766Q105 13 1,500 SH   SOLE   1,500 0 0
PLEXUS CORP COM 729132100 544 12,600 SH   SOLE   12,600 0 0
POLARIS INDUSTRIES INC COM 731068102 3,077 37,629 SH   OTR 1 37,585 0 44
POLYCOM INC COM 73172K104 80 7,140 SH   SOLE   7,140 0 0
POLYONE CORPORATION COM 73179P106 3,842 109,017 SH   SOLE   109,017 0 0
POOL CORP COM 73278L105 1,467 15,600 SH   SOLE   15,600 0 0
POPEYES LOUISIANA KITCHEN INC COM 732872106 16 300 SH   SOLE   300 0 0
POPULAR INC COM 733174700 176 6,000 SH   SOLE   6,000 0 0
PORTLAND GENERAL ELECTRIC COM 736508847 238 5,400 SH   SOLE   5,400 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 28 1,200 SH   SOLE   1,200 0 0
POST HOLDINGS INC COM 737446104 1,670 20,200 SH   SOLE   20,200 0 0
POST PROPERTIES INC COM 737464107 3,175 52,000 SH   SOLE   52,000 0 0
POTLATCH CORP COM 737630103 556 16,300 SH   SOLE   16,300 0 0
POWER INTEGRATIONS INC COM 739276103 280 5,600 SH   SOLE   5,600 0 0
POWER SOLUTIONS INTERNATIONAL COM 73933G202 25 1,400 SH   SOLE   1,400 0 0
PRAXAIR INC COM 74005P104 11,570 102,949 SH   OTR 1 102,924 0 25
PREFERRED APARTMENT COMMUNITIE COM 74039L103 3 200 SH   SOLE   200 0 0
PRESTIGE BRANDS HOLDINGS INC COM 74112D101 410 7,400 SH   SOLE   7,400 0 0
T ROWE PRICE GROUP INC COM 74144T108 6,112 83,757 SH   SOLE   83,757 0 0
PRICELINE GROUP INC/THE COM 741503403 23,950 19,184 SH   OTR 1 19,180 0 4
PRICESMART INC COM 741511109 19 200 SH   SOLE   200 0 0
PRIMORIS SERVICES CORP COM 74164F103 17 900 SH   SOLE   900 0 0
PRIMERICA INC COM 74164M108 458 8,000 SH   SOLE   8,000 0 0
PRINCIPAL FINANCIAL GROUP COM 74251V102 11,564 281,293 SH   SOLE   281,293 0 0
PROASSURANCE CORP COM 74267C106 2,292 42,800 SH   SOLE   42,800 0 0
PROCTER & GAMBLE CO COM 742718109 79,385 937,600 SH   OTR 1 937,160 0 440
PRIVATEBANCORP INC COM 742962103 40 900 SH   SOLE   900 0 0
PROGRESS SOFTWARE CORP COM 743312100 459 16,733 SH   SOLE   16,733 0 0
PROGRESSIVE CORP/THE COM 743315103 8,892 265,429 SH   SOLE   265,429 0 0
PROLOGIS COM 74340W103 10,053 204,986 SH   SOLE   204,986 0 0
PROOFPOINT INC COM 743424103 32 500 SH   SOLE   500 0 0
PROS HOLDINGS INC COM 74346Y103 23 1,300 SH   SOLE   1,300 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,407 27,600 SH   SOLE   27,600 0 0
PROVIDENCE SERVICE CORP/THE COM 743815102 13 300 SH   SOLE   300 0 0
PRUDENTIAL FINANCIAL INC COM 744320102 13,291 186,302 SH   OTR 1 186,235 0 67
PRUDENTIAL PLC-ADR COM 74435K204 8 191 SH   OTR 1 0 0 191
PUBLIC SERVICE ENTERPRISE GROU COM 744573106 6,053 129,870 SH   SOLE   129,870 0 0
PUBLIC STORAGE COM 74460D109 11,642 45,548 SH   SOLE   45,548 0 0
PULTEGROUP INC COM 745867101 1,960 100,554 SH   SOLE   100,554 0 0
QLOGIC CORP COM 747277101 951 64,500 SH   SOLE   64,500 0 0
QUAD GRAPHICS INC. COM 747301109 715 30,700 SH   SOLE   30,700 0 0
QUAKER CHEMICAL CORP COM 747316107 1,320 14,800 SH   SOLE   14,800 0 0
QLIK TECHNOLOGIES INC COM 74733T105 62 2,100 SH   SOLE   2,100 0 0
QEP RESOURCES INC COM 74733V100 326 18,500 SH   SOLE   18,500 0 0
QTS REALTY TRUST INC COM 74736A103 140 2,500 SH   SOLE   2,500 0 0
QORVO INC COM 74736K101 429 7,770 SH   SOLE   7,770 0 0
QUALCOMM INC COM 747525103 31,225 582,888 SH   OTR 1 582,791 0 97
QUALITY SYSTEMS INC COM 747582104 24 2,000 SH   SOLE   2,000 0 0
QUALYS INC COM 74758T303 18 600 SH   SOLE   600 0 0
QUANEX BUILDING PRODUCTS CORP COM 747619104 814 43,800 SH   SOLE   43,800 0 0
QUANTA SERVICES INC COM 74762E102 892 38,560 SH   SOLE   38,560 0 0
QUEST DIAGNOSTIC INC COM 74834L100 2,472 30,367 SH   SOLE   30,367 0 0
QUESTAR CORP COM 748356102 1,548 61,000 SH   SOLE   61,000 0 0
QUIDEL CORP COM 74838J101 11 600 SH   SOLE   600 0 0
QUINTILES TRANSNATIONAL HOLDIN COM 74876Y101 1,643 25,154 SH   SOLE   25,154 0 0
QUORUM HEALTH CORP COM 74909E106 80 7,475 SH   SOLE   7,475 0 0
RAIT FINANCIAL TRUST COM 749227609 58 18,600 SH   SOLE   18,600 0 0
RLI CORP COM 749607107 3,123 45,400 SH   SOLE   45,400 0 0
RLJ LODGING TRUST COM 74965L101 26 1,200 SH   SOLE   1,200 0 0
RPC INC COM 749660106 349 22,500 SH   SOLE   22,500 0 0
RPM INTERNATIONAL INC COM 749685103 834 16,700 SH   SOLE   16,700 0 0
RPX CORP COM 74972G103 18 2,000 SH   SOLE   2,000 0 0
RSP PERMIAN INC COM 74978Q105 17 500 SH   SOLE   500 0 0
RACKSPACE HOSTING INC COM 750086100 31 1,500 SH   SOLE   1,500 0 0
RADIAN GROUP INC COM 750236101 128 12,300 SH   SOLE   12,300 0 0
RAMBUS INC COM 750917106 21 1,700 SH   SOLE   1,700 0 0
RALPH LAUREN CORP COM 751212101 461 5,145 SH   SOLE   5,145 0 0
RAMCO-GERSHENSON PROPERTIES TR COM 751452202 27 1,400 SH   SOLE   1,400 0 0
RANGE RESOURCES CORP COM 75281A109 1,491 34,569 SH   SOLE   34,569 0 0
RAVEN INDUSTRIES INC COM 754212108 15 800 SH   SOLE   800 0 0
RAYMOND JAMES FINANCIA COM 754730109 3,477 70,530 SH   SOLE   70,530 0 0
RAYONIER INC COM 754907103 1,446 55,115 SH   SOLE   55,115 0 0
RAYTHEON COMPANY COM 755111507 16,034 117,944 SH   OTR 1 117,812 0 132
RBC BEARINGS INC COM 75524B104 384 5,300 SH   SOLE   5,300 0 0
REALPAGE INC COM 75606N109 20 900 SH   SOLE   900 0 0
REALTY INCOME CORP COM 756109104 8,239 118,780 SH   SOLE   118,780 0 0
RED HAT INC COM 756577102 2,656 36,580 SH   SOLE   36,580 0 0
RED ROBIN GOURMET BURGERS COM 75689M101 470 9,900 SH   SOLE   9,900 0 0
REGAL BELOIT CORP COM 758750103 165 3,000 SH   SOLE   3,000 0 0
REGAL ENTERTAINMENT GROUP-A COM 758766109 2,855 129,550 SH   SOLE   129,550 0 0
REGENCY CENTERS CORP COM 758849103 1,417 16,920 SH   SOLE   16,920 0 0
REGENERON PHARMACEUTICALS COM 75886F107 4,868 13,940 SH   SOLE   13,940 0 0
REGIS CORP COM 758932107 73 5,900 SH   SOLE   5,900 0 0
REGIONS FINL CORP (NEW) COM 7591EP100 3,728 438,041 SH   SOLE   438,041 0 0
REINSURANCE GROUP OF AMERICA COM 759351604 3,437 35,435 SH   SOLE   35,435 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 3,492 45,410 SH   SOLE   45,410 0 0
REPLIGEN CORP COM 759916109 19 700 SH   SOLE   700 0 0
RENT-A-CENTER INC COM 76009N100 7 600 SH   SOLE   600 0 0
REPUBLIC SERVICES INC COM 760759100 3,473 67,678 SH   SOLE   67,678 0 0
RESMED INC COM 761152107 4,901 77,515 SH   SOLE   77,515 0 0
RESOLUTE FOREST PRODUCTS COM 76117W109 7 1,300 SH   SOLE   1,300 0 0
RESOURCE CAPITAL CORP COM 76120W708 307 23,900 SH   SOLE   23,900 0 0
RESOURCES CONNECTION INC COM 76122Q105 18 1,200 SH   SOLE   1,200 0 0
RESTORATION HARDWARE HOLDINGS COM 761283100 9 300 SH   SOLE   300 0 0
RETAIL OPPORTUNITY INVESTMENTS COM 76131N101 39 1,800 SH   SOLE   1,800 0 0
RETAILMENOT INC COM 76132B106 15 2,000 SH   SOLE   2,000 0 0
REXNORD CORP COM 76169B102 20 1,000 SH   SOLE   1,000 0 0
REXFORD INDUSTRIAL REALTY INC COM 76169C100 25 1,200 SH   SOLE   1,200 0 0
REYNOLDS AMERICAN INC COM 761713106 14,335 265,838 SH   OTR 1 265,552 0 286
RICE ENERGY INC COM 762760106 224 10,190 SH   OTR 1 10,000 0 190
RIGNET INC COM 766582100 13 1,000 SH   SOLE   1,000 0 0
RINGCENTRAL INC COM 76680R206 237 12,000 SH   SOLE   12,000 0 0
RIO TINTO PLC-SPON ADR COM 767204100 3 111 SH   OTR 1 0 0 111
ROADRUNNER TRANSPORTATION SYSTEMS COM 76973Q105 5 700 SH   SOLE   700 0 0
ROBERT HALF INTERNATIONAL INC COM 770323103 2,551 66,839 SH   SOLE   66,839 0 0
ROCKWELL AUTOMATION INC COM 773903109 3,679 32,043 SH   SOLE   32,043 0 0
ROCKWELL COLLINS INC COM 774341101 2,287 26,856 SH   SOLE   26,856 0 0
ROFIN-SINAR TECHNOLOGIES INC COM 775043102 19 600 SH   SOLE   600 0 0
ROGERS CORP COM 775133101 477 7,800 SH   SOLE   7,800 0 0
ROLLINS INC COM 775711104 283 9,673 SH   SOLE   9,673 0 0
ROPER TECHNOLOGIES INC COM 776696106 7,111 41,695 SH   SOLE   41,695 0 0
ROSS STORES INC COM 778296103 9,874 174,181 SH   SOLE   174,181 0 0
ROUSE PROPERTIES INC. COM 779287101 100 5,500 SH   SOLE   5,500 0 0
ROVI CORP COM 779376102 197 12,600 SH   SOLE   12,600 0 0
ROYAL DUTCH SHELL PLC COM 780259206 3 61 SH   OTR 1 0 0 61
ROYAL GOLD INC COM 780287108 2,701 37,500 SH   SOLE   37,500 0 0
RUSH ENTERPRISES INC COM 781846209 11 500 SH   SOLE   500 0 0
RUTH'S HOSPITALITY GROUP INC COM 783332109 160 10,000 SH   SOLE   10,000 0 0
RYDER SYSTEM INC COM 783549108 406 6,639 SH   SOLE   6,639 0 0
RYMAN HOSPITALITY PROPERTIES COM 78377T107 775 15,300 SH   SOLE   15,300 0 0
S & T BANCORP INC COM 783859101 117 4,800 SH   SOLE   4,800 0 0
SBA COMMUNICATIONS CORP COM 78388J106 874 8,100 SH   SOLE   8,100 0 0
S&P GLOBAL INC COM 78409V104 7,661 71,421 SH   SOLE   71,421 0 0
SEI INVESTMENTS COMPANY COM 784117103 3,271 67,981 SH   SOLE   67,981 0 0
SJW CORP COM 784305104 28 700 SH   SOLE   700 0 0
SL GREEN REALTY CORP COM 78440X101 5,986 56,220 SH   SOLE   56,220 0 0
SLM CORP COM 78442P106 87 14,100 SH   SOLE   14,100 0 0
SM ENERGY CO COM 78454L100 124 4,600 SH   SOLE   4,600 0 0
SPX CORP COM 784635104 111 7,500 SH   SOLE   7,500 0 0
SPS COMMERCE INC COM 78463M107 18 300 SH   SOLE   300 0 0
SPDR MSCI ACWI EX COM 78463X848 1,103 36,220 SH   SOLE   36,220 0 0
SS&C TECHNOLOGIES HOLDINGS INC COM 78467J100 34 1,200 SH   SOLE   1,200 0 0
SPX FLOW INC COM 78469X107 50 1,900 SH   SOLE   1,900 0 0
SVB FINANCIAL GROUP COM 78486Q101 933 9,800 SH   SOLE   9,800 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 14 700 SH   SOLE   700 0 0
SABRE CORP COM 78573M104 27 1,000 SH   SOLE   1,000 0 0
SAFETY INSURANCE GROUP INC COM 78648T100 647 10,500 SH   SOLE   10,500 0 0
SAIA INC COM 78709Y105 10 400 SH   SOLE   400 0 0
ST JOE CO/THE COM 790148100 18 1,000 SH   SOLE   1,000 0 0
ST JUDE MEDICAL INC COM 790849103 8,439 108,195 SH   OTR 1 108,098 0 97
SALESFORCE.COM INC COM 79466L302 13,188 166,068 SH   OTR 1 165,888 0 180
SANDERSON FARMS INC COM 800013104 624 7,200 SH   SOLE   7,200 0 0
SANDY SPRING BANCORP INC COM 800363103 23 800 SH   SOLE   800 0 0
SANGAMO BIOSCIENCES INC COM 800677106 297 51,300 SH   SOLE   51,300 0 0
SANMINA CORP COM 801056102 29 1,100 SH   SOLE   1,100 0 0
SAUL CENTERS INC COM 804395101 1,234 20,000 SH   SOLE   20,000 0 0
SCANA CORP COM 80589M102 371 4,900 SH   SOLE   4,900 0 0
SCANSOURCE INC COM 806037107 623 16,800 SH   SOLE   16,800 0 0
HENRY SCHEIN INC COM 806407102 4,388 24,820 SH   SOLE   24,820 0 0
SCHLUMBERGER LTD COM 806857108 35,101 443,868 SH   SOLE   443,868 0 0
SCHNITZER STEEL INDS INC - A COM 806882106 84 4,800 SH   SOLE   4,800 0 0
SCHOLASTIC CORP COM 807066105 1,141 28,800 SH   SOLE   28,800 0 0
A SCHULMAN INC COM 808194104 12 500 SH   SOLE   500 0 0
CHARLES SCHWAB CORP/THE COM 808513105 9,693 382,961 SH   SOLE   382,961 0 0
SCHWEITZER MAUDUIT INTL INC COM 808541106 1,111 31,500 SH   SOLE   31,500 0 0
SCIENCE APPLICATIONS INTERNATI COM 808625107 682 11,685 SH   SOLE   11,685 0 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 13 1,000 SH   SOLE   1,000 0 0
SCIENTIFIC GAMES CORP COM 80874P109 31 3,400 SH   SOLE   3,400 0 0
SCOTTS MIRACLE-GRO CO/THE COM 810186106 2,430 34,760 SH   SOLE   34,760 0 0
EW SCRIPPS CO/THE COM 811054402 179 11,300 SH   SOLE   11,300 0 0
SCRIPPS NETWORKS INTERACTIVE INC COM 811065101 2,790 44,801 SH   SOLE   44,801 0 0
SEACOR HLDGS INC COM 811904101 12 200 SH   SOLE   200 0 0
SEALED AIR CORP COM 81211K100 1,614 35,103 SH   SOLE   35,103 0 0
SEASPINE HOLDINGS CORP COM 81255T108 7 700 SH   SOLE   700 0 0
SELECT COMFORT CORPORATION COM 81616X103 191 8,950 SH   SOLE   8,950 0 0
SELECT MEDICAL HOLDINGS COM 81619Q105 228 21,000 SH   SOLE   21,000 0 0
SELECTIVE INS GROUP IN COM 816300107 1,160 30,350 SH   SOLE   30,350 0 0
SEMGROUP CORP - CLASS A COM 81663A105 16 500 SH   SOLE   500 0 0
SEMTECH CORP COM 816850101 157 6,600 SH   SOLE   6,600 0 0
SEMPRA ENERGY COM 816851109 5,399 47,350 SH   SOLE   47,350 0 0
SENIOR HOUSING PROPERTY TRUST COM 81721M109 1,298 62,300 SH   SOLE   62,300 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,158 16,300 SH   SOLE   16,300 0 0
SERVICE CORP INTL COM 817565104 4 159 SH   OTR 1 0 0 159
SHAKE SHACK INC COM 819047101 113 3,100 SH   SOLE   3,100 0 0
SHENANDOAH TELECOMMUNICATIONS COM 82312B106 555 14,200 SH   SOLE   14,200 0 0
SHERWIN-WILLIAMS CO/THE COM 824348106 7,950 27,070 SH   OTR 1 27,060 0 10
SHUTTERFLY INC COM 82568P304 443 9,500 SH   SOLE   9,500 0 0
SHUTTERSTOCK INC COM 825690100 14 300 SH   SOLE   300 0 0
SIGNATURE BANK COM 82669G104 2,124 17,000 SH   SOLE   17,000 0 0
SILICON LABORATORIES INC COM 826919102 312 6,400 SH   SOLE   6,400 0 0
SILGAN HOLDINGS INC COM 827048109 515 10,000 SH   SOLE   10,000 0 0
SILVER BAY REALTY TRUST CORP COM 82735Q102 26 1,500 SH   SOLE   1,500 0 0
SIMMONS FIRST NATIONAL CORP COM 828730200 189 4,100 SH   SOLE   4,100 0 0
SIMON PROPERTY GROUP INC COM 828806109 24,570 113,280 SH   SOLE   113,280 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 28 700 SH   SOLE   700 0 0
SINCLAIR BROADCAST GROUP INC COM 829226109 30 1,000 SH   SOLE   1,000 0 0
SIX FLAGS INC COM 83001A102 3,205 55,300 SH   SOLE   55,300 0 0
SKECHERS USA INC-CL A COM 830566105 645 21,700 SH   SOLE   21,700 0 0
SKYWEST INC COM 830879102 1,662 62,800 SH   SOLE   62,800 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 2,107 33,300 SH   SOLE   33,300 0 0
AO SMITH CORP COM 831865209 2,449 27,800 SH   SOLE   27,800 0 0
JM SMUCKER CO/THE COM 832696405 2,605 17,091 SH   SOLE   17,091 0 0
SNAP-ON INC COM 833034101 766 4,856 SH   SOLE   4,856 0 0
SNYDERS-LANCE INC,,,,,,,,,,,,,,,,,,,,,,, COM 833551104 474 13,995 SH   SOLE   13,995 0 0
SOLARCITY CORP COM 83416T100 12 500 SH   SOLE   500 0 0
SONIC CORP COM 835451105 22 800 SH   SOLE   800 0 0
SONIC AUTOMOTIVE INC COM 83545G102 546 31,900 SH   SOLE   31,900 0 0
SONOCO PRODS CO COM 835495102 1,874 37,740 SH   SOLE   37,740 0 0
SOTHEBY'S COM 835898107 222 8,100 SH   SOLE   8,100 0 0
SONUS NETWORKS INC COM 835916503 18 2,040 SH   SOLE   2,040 0 0
SOUFUN HOLDINGS LTD COM 836034108 2 334 SH   OTR 1 0 0 334
SOUTH JERSEY INDUSTRIES INC COM 838518108 1,820 57,550 SH   SOLE   57,550 0 0
SOUTHERN CO/THE COM 842587107 11,921 222,300 SH   OTR 1 222,115 0 185
SOUTHERN COPPER CORP COM 84265V105 1,320 48,923 SH   OTR 1 48,843 0 80
SOUTHWEST AIRLINES CO COM 844741108 11,352 289,487 SH   OTR 1 289,251 0 236
SOUTHWEST GAS CORP COM 844895102 767 9,750 SH   SOLE   9,750 0 0
SOUTHWESTERN ENERGY CO COM 845467109 1,921 152,689 SH   SOLE   152,689 0 0
SOVRAN SELF STORAGE IN COM 84610H108 1,332 12,700 SH   SOLE   12,700 0 0
SPARK ENERGY INC COM 846511103 13 400 SH   SOLE   400 0 0
SPARTANNASH CO COM 847215100 24 800 SH   SOLE   800 0 0
SPECTRA ENERGY CORP COM 847560109 11,115 303,444 SH   SOLE   303,444 0 0
SPECTRANETICS CORP/THE COM 84760C107 11 600 SH   SOLE   600 0 0
SPIRIT AEROSYSTEMS HOLD-CL A COM 848574109 705 16,382 SH   OTR 1 16,220 0 162
SPIRE INC COM 84857L101 805 11,376 SH   OTR 1 11,300 0 76
SPOK HOLDINGS INC COM 84863T106 128 6,700 SH   SOLE   6,700 0 0
SPRINT CORP COM 85207U105 1,238 273,300 SH   SOLE   273,300 0 0
STAG INDUSTRIAL, INC COM 85254J102 17 700 SH   SOLE   700 0 0
STAMPS.COM INC COM 852857200 70 800 SH   SOLE   800 0 0
STANDARD MTR PRODS INC COM 853666105 469 11,800 SH   SOLE   11,800 0 0
STANDEX INTERNATIONAL CORP COM 854231107 289 3,500 SH   SOLE   3,500 0 0
STANLEY BLACK & DECKER INC COM 854502101 6,317 56,795 SH   SOLE   56,795 0 0
STAPLES INC COM 855030102 528 61,230 SH   SOLE   61,230 0 0
STARBUCKS CORP COM 855244109 24,610 430,847 SH   OTR 1 430,716 0 131
STARWOOD PROPERTY TRUST, INC. COM 85571B105 1,305 63,000 SH   SOLE   63,000 0 0
STARZ COM 85571Q102 49 1,621 SH   SOLE   1,621 0 0
STARWOOD HOTELS AND RESORTS COM 85590A401 4,865 65,781 SH   SOLE   65,781 0 0
STATE NATIONAL COS INC COM 85711T305 18 1,700 SH   SOLE   1,700 0 0
STATE ST BOSTON CORP COM 857477103 10,515 195,004 SH   SOLE   195,004 0 0
STEEL DYNAMICS INC COM 858119100 718 29,320 SH   SOLE   29,320 0 0
STEELCASE INC COM 858155203 14 1,000 SH   SOLE   1,000 0 0
STEIN MART INC COM 858375108 36 4,700 SH   SOLE   4,700 0 0
STEPAN CO COM 858586100 619 10,400 SH   SOLE   10,400 0 0
STERICYCLE INC COM 858912108 2,900 27,848 SH   SOLE   27,848 0 0
STERLING BANCORP DE COM 85917A100 332 21,152 SH   SOLE   21,152 0 0
STEWART INFO SVCS COM 860372101 476 11,500 SH   SOLE   11,500 0 0
STIFEL FINANCIAL CORP COM 860630102 160 5,100 SH   SOLE   5,100 0 0
STILLWATER MINING CO COM 86074Q102 17 1,400 SH   SOLE   1,400 0 0
STOCK YARDS BANCORP INC COM 861025104 38 1,350 SH   SOLE   1,350 0 0
STONEGATE BANK COM 861811107 26 800 SH   SOLE   800 0 0
STRYKER CORP COM 863667101 12,583 105,011 SH   OTR 1 104,977 0 34
STURM RUGER & CO INC COM 864159108 694 10,843 SH   OTR 1 10,800 0 43
SUMMIT HOTEL PROPERTIES INC COM 866082100 417 31,500 SH   SOLE   31,500 0 0
SUN COMMUNITIES INC COM 866674104 628 8,200 SH   SOLE   8,200 0 0
SUN HYDRAULICS CORP COM 866942105 386 13,000 SH   SOLE   13,000 0 0
SUNCOKE ENERGY INC COM 86722A103 16 2,800 SH   SOLE   2,800 0 0
SUNEDISON INC COM 86732Y109 0 147 SH   OTR 1 0 0 147
SUNPOWER CORP-CLASS A COM 867652406 5 300 SH   SOLE   300 0 0
SUNSTONE HOTEL INVESTORS INC COM 867892101 25 2,062 SH   SOLE   2,062 0 0
SUNTRUST BKS INC COM 867914103 8,388 204,176 SH   SOLE   204,176 0 0
SUPER MICRO COMPUTER INC COM 86800U104 400 16,100 SH   SOLE   16,100 0 0
SUPERVALU INC COM 868536103 13 2,800 SH   SOLE   2,800 0 0
SWIFT TRANSPORTATION CO COM 87074U101 15 1,000 SH   SOLE   1,000 0 0
SYKES ENTERPRISES INC COM 871237103 605 20,900 SH   SOLE   20,900 0 0
SYMANTEC CORP COM 871503108 5,107 248,720 SH   OTR 1 248,123 0 597
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 398 12,500 SH   SOLE   12,500 0 0
SYNAPTICS INC COM 87157D109 27 500 SH   SOLE   500 0 0
SYNOPSYS INC COM 871607107 2,922 54,030 SH   SOLE   54,030 0 0
SYNNEX CORP COM 87162W100 1,081 11,400 SH   SOLE   11,400 0 0
SYNERGY PHARMACEUTICALS INC COM 871639308 363 95,400 SH   SOLE   95,400 0 0
SYNERGY RESOURCES CORP COM 87164P103 261 39,200 SH   SOLE   39,200 0 0
SYNCHRONY FINANCIAL COM 87165B103 1,610 63,678 SH   OTR 1 63,670 0 8
SYSCO CORP COM 871829107 9,932 195,738 SH   SOLE   195,738 0 0
TCF FINL CORP COM 872275102 1,071 84,700 SH   SOLE   84,700 0 0
TD AMERITRADE HOLDING CORP COM 87236Y108 1,509 53,000 SH   SOLE   53,000 0 0
TECO ENERGY INC COM 872375100 12,355 446,981 SH   SOLE   446,981 0 0
TJX COS INC/THE COM 872540109 19,469 252,095 SH   OTR 1 251,830 0 265
T-MOBILE US INC COM 872590104 3,607 83,350 SH   SOLE   83,350 0 0
TRI POINTE GROUP INC COM 87265H109 500 42,312 SH   SOLE   42,312 0 0
TAILORED BRANDS INC COM 87403A107 632 49,900 SH   SOLE   49,900 0 0
TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 800 21,100 SH   SOLE   21,100 0 0
TAL INTERNATIONAL GROUP INC COM 874083108 259 19,300 SH   SOLE   19,300 0 0
TALEN ENERGY CORP COM 87422J105 814 60,100 SH   SOLE   60,100 0 0
TANGER FACTOR OUTLET CENTER COM 875465106 2,443 60,800 SH   SOLE   60,800 0 0
TARGET CORP COM 87612E106 16,107 230,689 SH   SOLE   230,689 0 0
TARGA RESOURCES CORP COM 87612G101 632 15,000 SH   SOLE   15,000 0 0
TASER INTERNATIONAL INC COM 87651B104 17 700 SH   SOLE   700 0 0
TAUBMAN CENTERS INC COM 876664103 892 12,020 SH   SOLE   12,020 0 0
TAYLOR MORRISON HOME CORP COM 87724P106 34 2,300 SH   SOLE   2,300 0 0
TEAM HEALTH HOLDINGS INC COM 87817A107 394 9,700 SH   SOLE   9,700 0 0
TECH DATA CORP COM 878237106 2,849 39,650 SH   SOLE   39,650 0 0
TEGNA INC COM 87901J105 1,110 47,900 SH   SOLE   47,900 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,525 15,400 SH   SOLE   15,400 0 0
TELEFLEX INC COM 879369106 3,550 20,020 SH   SOLE   20,020 0 0
TELEPHONE & DATA SYSTEMS INC COM 879433829 148 5,000 SH   SOLE   5,000 0 0
TELETECH HOLDINGS INC COM 879939106 271 10,000 SH   SOLE   10,000 0 0
TEMPUR SEALY COM 88023U101 503 9,100 SH   SOLE   9,100 0 0
TENET HEALTHCARE CORP COM 88033G407 525 19,000 SH   SOLE   19,000 0 0
TENNANT CO COM 880345103 11 200 SH   SOLE   200 0 0
TENNECO INC 2005 COM 880349105 56 1,200 SH   SOLE   1,200 0 0
TERADATA CORP COM 88076W103 597 23,804 SH   SOLE   23,804 0 0
TERADYNE INC COM 880770102 388 19,700 SH   SOLE   19,700 0 0
TEREX CORP COM 880779103 1,544 76,020 SH   SOLE   76,020 0 0
TERRAFORM POWER INC COM 88104R100 33 3,000 SH   SOLE   3,000 0 0
TERRITORIAL BANCORP INC COM 88145X108 37 1,400 SH   SOLE   1,400 0 0
TERRENO REALTY CORP COM 88146M101 23 900 SH   SOLE   900 0 0
TESARO INC COM 881569107 34 400 SH   SOLE   400 0 0
TESCO CORP COM 88157K101 69 10,300 SH   SOLE   10,300 0 0
TESORO CORP COM 881609101 6,085 81,214 SH   SOLE   81,214 0 0
TESLA MOTORS INC COM 88160R101 1,146 5,400 SH   SOLE   5,400 0 0
TEVA PHARMACEUTICAL -SP ADR COM 881624209 37 711 SH   OTR 1 0 0 711
TETRA TECH INC COM 88162G103 836 27,200 SH   SOLE   27,200 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 139 4,550 SH   SOLE   4,550 0 0
TETRAPHASE PHARMACEUTICALS INC COM 88165N105 187 43,500 SH   SOLE   43,500 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 963 20,600 SH   SOLE   20,600 0 0
TEXAS INSTRUMENTS INC COM 882508104 33,297 531,481 SH   SOLE   531,481 0 0
TEXAS ROADHOUSE INC COM 882681109 793 17,400 SH   SOLE   17,400 0 0
TEXTRON INC COM 883203101 3,129 85,580 SH   SOLE   85,580 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 22,191 150,183 SH   SOLE   150,183 0 0
THERMON GROUP HOLDINGS INC COM 88362T103 117 6,100 SH   SOLE   6,100 0 0
THOMSON REUTERS CORP COM 884903105 860 21,270 SH   SOLE   21,270 0 0
THOR INDUSTRIES INC COM 885160101 745 11,500 SH   SOLE   11,500 0 0
3M CO COM 88579Y101 39,768 227,093 SH   OTR 1 226,974 0 119
TIDEWATER INC COM 886423102 51 11,500 SH   SOLE   11,500 0 0
TIFFANY & CO COM 886547108 1,112 18,340 SH   SOLE   18,340 0 0
TIME INC COM 887228104 590 35,843 SH   SOLE   35,843 0 0
TIME WARNER INC COM 887317303 23,116 314,330 SH   SOLE   314,330 0 0
TIMKEN CO/THE COM 887389104 1,341 43,730 SH   SOLE   43,730 0 0
TIMKENSTEEL CORP COM 887399103 34 3,500 SH   SOLE   3,500 0 0
TIVO INC COM 888706108 19 1,900 SH   SOLE   1,900 0 0
TOLL BROTHERS INC COM 889478103 2,207 82,030 SH   SOLE   82,030 0 0
TOOTSIE ROLL INDS INC COM 890516107 604 15,669 SH   SOLE   15,669 0 0
TOPBUILD CORP COM 89055F103 870 24,031 SH   SOLE   24,031 0 0
TORCHMARK CORP COM 891027104 3,661 59,225 SH   SOLE   59,225 0 0
TORO CO/THE COM 891092108 3,337 37,840 SH   SOLE   37,840 0 0
TOTAL SYSTEM SERVICES INC COM 891906109 2,045 38,500 SH   SOLE   38,500 0 0
TOWNE BANK/PORTSMOUTH VA COM 89214P109 30 1,400 SH   SOLE   1,400 0 0
TRACTOR SUPPLY COMPANY COM 892356106 1,600 17,550 SH   SOLE   17,550 0 0
TRANSDIGM GROUP INC COM 893641100 290 1,100 SH   SOLE   1,100 0 0
TRAVELERS COS INC/THE COM 89417E109 18,333 154,010 SH   SOLE   154,010 0 0
TRECORA RESOURCES COM 894648104 4 320 SH   OTR 1 0 0 320
TREDEGAR CORP COM 894650100 279 17,300 SH   SOLE   17,300 0 0
TREEHOUSE FOODS INC COM 89469A104 2,404 23,420 SH   SOLE   23,420 0 0
TREX CO INC COM 89531P105 135 3,000 SH   SOLE   3,000 0 0
TRIBUNE MEDIA CO COM 896047503 521 13,300 SH   SOLE   13,300 0 0
TRICO BANCSHARES COM 896095106 25 900 SH   SOLE   900 0 0
TRIMAS CORP COM 896215209 13 700 SH   SOLE   700 0 0
TRIMBLE NAVIGATION LTD COM 896239100 1,804 74,040 SH   SOLE   74,040 0 0
TRINITY INDS INC COM 896522109 809 43,540 SH   SOLE   43,540 0 0
TRIUMPH GROUP INC COM 896818101 703 19,800 SH   SOLE   19,800 0 0
TRIPADVISOR INC COM 896945201 1,412 21,967 SH   SOLE   21,967 0 0
TRONC INC COM 89703P107 21 1,500 SH   SOLE   1,500 0 0
TRUECAR INC COM 89785L107 8 1,000 SH   SOLE   1,000 0 0
TRUEBLUE INC COM 89785X101 178 9,400 SH   SOLE   9,400 0 0
TRUSTCO BANK CORP NY COM 898349105 146 22,850 SH   SOLE   22,850 0 0
TRUSTMARK CORP COM 898402102 1,081 43,500 SH   SOLE   43,500 0 0
T2 BIOSYSTEMS INC COM 89853L104 63 8,000 SH   SOLE   8,000 0 0
TUESDAY MORNING CORP COM 899035505 8 1,100 SH   SOLE   1,100 0 0
TUMI HOLDINGS INC COM 89969Q104 21 800 SH   SOLE   800 0 0
TUPPERWARE BRANDS CORP COM 899896104 2,353 41,800 SH   SOLE   41,800 0 0
TUTOR PERINI CORP COM 901109108 19 800 SH   SOLE   800 0 0
TWENTY-FIRST CENTURY FOX INC COM 90130A101 21,252 785,657 SH   SOLE   785,657 0 0
TWENTY-FIRST CENTURY FOX INC COM 90130A200 12 399 SH   OTR 1 0 0 399
TWITTER INC COM 90184L102 1,613 95,400 SH   SOLE   95,400 0 0
II-VI INC COM 902104108 666 35,500 SH   SOLE   35,500 0 0
TYLER TECHNOLOGIES INC COM 902252105 3,884 23,300 SH   SOLE   23,300 0 0
TYSON FOODS INC COM 902494103 10,895 163,119 SH   SOLE   163,119 0 0
UDR INC COM 902653104 3,383 91,626 SH   SOLE   91,626 0 0
UGI CORP COM 902681105 5,430 120,002 SH   SOLE   120,002 0 0
UMB FINANCIAL CORP COM 902788108 910 17,100 SH   SOLE   17,100 0 0
USA TRUCK INC COM 902925106 9 500 SH   SOLE   500 0 0
US BANCORP COM 902973304 26,061 646,194 SH   OTR 1 646,104 0 90
UMH PROPERTIES INC COM 903002103 208 18,500 SH   SOLE   18,500 0 0
USANA HEALTH SCIENCES INC COM 90328M107 11 100 SH   SOLE   100 0 0
U S G CORP COM 903293405 1,100 40,800 SH   SOLE   40,800 0 0
US SILICA HOLDINGS INC COM 90346E103 24 700 SH   SOLE   700 0 0
UBIQUITI NETWORKS INC COM 90347A100 19 500 SH   SOLE   500 0 0
ULTA SALON COSMETICS & FRAGRAN COM 90384S303 1,121 4,600 SH   SOLE   4,600 0 0
ULTIMATE SOFTWARE GROUP INC/TH COM 90385D107 63 300 SH   SOLE   300 0 0
ULTRA PETROLEUM CORP COM 903914109 0 160 SH   OTR 1 0 0 160
ULTRAGENYX PHARMACEUTICAL INC COM 90400D108 15 300 SH   SOLE   300 0 0
ULTRATECH INC COM 904034105 450 19,582 SH   OTR 1 19,500 0 82
UMPQUA HOLDINGS CORP COM 904214103 1,749 113,055 SH   SOLE   113,055 0 0
UNDER ARMOUR INC COM 904311107 2,950 73,500 SH   SOLE   73,500 0 0
UNDER ARMOUR INC CLASS C COM 904311206 2,702 74,222 SH   SOLE   74,222 0 0
UNIFIRST CORP COM 904708104 949 8,200 SH   SOLE   8,200 0 0
UNION BANKSHARES CORP COM 90539J109 161 6,500 SH   SOLE   6,500 0 0
UNION PACIFIC CORP COM 907818108 31,066 356,061 SH   OTR 1 356,031 0 30
UNISYS CORP COM 909214306 18 2,500 SH   SOLE   2,500 0 0
UNIT CORP COM 909218109 16 1,000 SH   SOLE   1,000 0 0
UNITED COMMUNITY BANKS/GA COM 90984P303 386 21,100 SH   SOLE   21,100 0 0
UNITED BANKSHARES INC COM 909907107 1,485 39,600 SH   SOLE   39,600 0 0
UNITED CONTINENTAL HOLDINGS IN COM 910047109 2,653 64,641 SH   SOLE   64,641 0 0
UNITED FIRE GROUP INC COM 910340108 25 600 SH   SOLE   600 0 0
UNITED NATURAL FOODS INC COM 911163103 70 1,500 SH   SOLE   1,500 0 0
UNITED ONLINE INC COM 911268209 36 3,299 SH   SOLE   3,299 0 0
UNITED PARCEL SERVICE INC COM 911312106 27,699 257,143 SH   SOLE   257,143 0 0
UNITED RENTALS INC COM 911363109 2,212 32,970 SH   SOLE   32,970 0 0
UNITED STATES CELLULAR COM 911684108 613 15,600 SH   SOLE   15,600 0 0
UNITED STATES STEEL CORP COM 912909108 1,126 66,800 SH   SOLE   66,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 28,964 282,440 SH   OTR 1 282,331 0 109
UNITED THERAPEUTICS CORP COM 91307C102 1,750 16,497 SH   OTR 1 16,300 0 197
UNITEDHEALTH GROUP INC COM 91324P102 55,138 390,505 SH   OTR 1 390,349 0 156
UNITIL CORP COM 913259107 777 18,200 SH   SOLE   18,200 0 0
UNIVERSAL CORP VA COM 913456109 1,244 21,541 SH   SOLE   21,541 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 41 600 SH   SOLE   600 0 0
UNIVERSAL ELECTRONICS INC COM 913483103 14 200 SH   SOLE   200 0 0
UNIVERSAL FST PRODS INC COM 913543104 1,539 16,600 SH   SOLE   16,600 0 0
UNIVERSAL HEALTH RLTY INCOME COM 91359E105 200 3,500 SH   SOLE   3,500 0 0
UNIVERSAL INSURANCE HOLDINGS I COM 91359V107 11 600 SH   SOLE   600 0 0
UNIVERSAL HLTH SVCS INC COM 913903100 5,680 42,354 SH   SOLE   42,354 0 0
UNIVEST CORP OF PENNSYLVANIA COM 915271100 42 2,000 SH   SOLE   2,000 0 0
UNUM GROUP COM 91529Y106 2,460 77,373 SH   SOLE   77,373 0 0
URBAN OUTFITTERS INC COM 917047102 1,010 36,730 SH   SOLE   36,730 0 0
URBAN EDGE PROPERTIES COM 91704F104 673 22,543 SH   SOLE   22,543 0 0
US ECOLOGY INC COM 91732J102 9 200 SH   SOLE   200 0 0
VCA INC COM 918194101 11 164 SH   OTR 1 0 0 164
VF CORP COM 918204108 6,383 103,806 SH   SOLE   103,806 0 0
VAIL RESORTS INC COM 91879Q109 55 400 SH   SOLE   400 0 0
VALERO ENERGY CORP COM 91913Y100 6,312 123,733 SH   OTR 1 123,345 0 388
VALLEY NATIONAL BANCORP COM 919794107 407 44,641 SH   SOLE   44,641 0 0
VALMONT INDUSTRIES INC COM 920253101 2,016 14,900 SH   SOLE   14,900 0 0
VALSPAR CORP/THE COM 920355104 1,728 16,000 SH   SOLE   16,000 0 0
VANGUARD FTSE DEVELOPED MARKETS ETF COM 921943858 8,370 236,700 SH   SOLE   236,700 0 0
VANGUARD FTSE ALL-WORLD EX-US ETF COM 922042775 24,827 579,400 SH   SOLE   579,400 0 0
VANGUARD FTSE EMERGING MARKETS ETF COM 922042858 47,894 1,400,055 SH   SOLE   1,400,055 0 0
VANGUARD FTSE PACIFIC ETF COM 922042866 6,688 120,000 SH   SOLE   120,000 0 0
VANGUARD FTSE EUROPE ETF COM 922042874 10,965 235,000 SH   SOLE   235,000 0 0
VARIAN MEDICAL SYSTEMS INC COM 92220P105 3,342 40,643 SH   SOLE   40,643 0 0
VECTREN CORP COM 92240G101 3,072 58,320 SH   SOLE   58,320 0 0
VECTOR GROUP LTD COM 92240M108 1,409 62,826 SH   SOLE   62,826 0 0
VEECO INSTRUMENTS INC COM 922417100 17 1,000 SH   SOLE   1,000 0 0
VENTAS INC COM 92276F100 11,051 151,753 SH   SOLE   151,753 0 0
VEREIT INC COM 92339V100 49 4,800 SH   SOLE   4,800 0 0
VERISIGN INC COM 92343E102 7,467 86,366 SH   SOLE   86,366 0 0
VERIZON COMMUNICATIONS COM 92343V104 69,063 1,236,825 SH   OTR 1 1,236,605 0 220
VERINT SYSTEMS INC COM 92343X100 20 600 SH   SOLE   600 0 0
VERITIV CORP COM 923454102 25 663 SH   SOLE   663 0 0
VERISK ANALYTICS INC COM 92345Y106 405 5,000 SH   SOLE   5,000 0 0
VERTEX PHARMACEUTICALS COM 92532F100 5,452 63,375 SH   SOLE   63,375 0 0
VIASAT INC COM 92552V100 928 13,000 SH   SOLE   13,000 0 0
VIACOM INC CL A COM 92553P102 12 258 SH   OTR 1 0 0 258
VIACOM INC CL B COM 92553P201 7,322 176,564 SH   SOLE   176,564 0 0
VISA INC - CLASS A SHARES COM 92826C839 42,563 573,855 SH   OTR 1 573,735 0 120
VIRTUSA CORP COM 92827P102 14 500 SH   SOLE   500 0 0
VIRTUS INVESTMENT PARTNERS, INC. COM 92828Q109 71 1,000 SH   SOLE   1,000 0 0
VISHAY INTERTECHNOLOGY COM 928298108 354 28,550 SH   SOLE   28,550 0 0
VISTA OUTDOOR INC COM 928377100 1,179 24,700 SH   SOLE   24,700 0 0
VISTEON CORP COM 92839U206 263 4,000 SH   SOLE   4,000 0 0
VITAMIN SHOPPE INC COM 92849E101 12 400 SH   SOLE   400 0 0
VMWARE INC- CLASS A COM 928563402 1,924 33,620 SH   SOLE   33,620 0 0
VONAGE HOLDINGS CORP COM 92886T201 150 24,600 SH   SOLE   24,600 0 0
VORNADO REALTY TRUST COM 929042109 6,299 62,913 SH   SOLE   62,913 0 0
VOYA FINANCIAL INC COM 929089100 248 10,000 SH   SOLE   10,000 0 0
VULCAN MATERIALS CO COM 929160109 3,140 26,092 SH   SOLE   26,092 0 0
WD-40 CO COM 929236107 341 2,900 SH   SOLE   2,900 0 0
WGL HOLDINGS INC COM 92924F106 454 6,410 SH   SOLE   6,410 0 0
WABCO HOLDINGS INC COM 92927K102 2,447 26,720 SH   SOLE   26,720 0 0
WP CAREY & CO LLC COM 92936U109 715 10,300 SH   SOLE   10,300 0 0
WP GLIMCHER INC COM 92939N102 1,068 95,426 SH   SOLE   95,426 0 0
WEC ENERGY GROUP INC COM 92939U106 20,247 310,060 SH   SOLE   310,060 0 0
WABASH NATL CORP COM 929566107 19 1,500 SH   SOLE   1,500 0 0
WABTEC CORP/DE COM 929740108 5,611 79,900 SH   SOLE   79,900 0 0
WADDELL & REED FINAN - CL A COM 930059100 511 29,700 SH   SOLE   29,700 0 0
WAGEWORKS INC COM 930427109 425 7,100 SH   SOLE   7,100 0 0
WAL-MART STORES INC COM 931142103 45,140 618,192 SH   SOLE   618,192 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 25,373 304,710 SH   SOLE   304,710 0 0
WALKER & DUNLOP INC COM 93148P102 187 8,200 SH   SOLE   8,200 0 0
WASHINGTON FED INC COM 938824109 451 18,600 SH   SOLE   18,600 0 0
WASHINGTON REIT COM 939653101 450 14,300 SH   SOLE   14,300 0 0
WASHINGTON TRUST BANCORP COM 940610108 190 5,000 SH   SOLE   5,000 0 0
WASTE MANAGEMENT INC COM 94106L109 5,106 77,047 SH   SOLE   77,047 0 0
WATERS CORP COM 941848103 5,159 36,683 SH   SOLE   36,683 0 0
WATSCO INC COM 942622200 2,340 16,630 SH   SOLE   16,630 0 0
WAYFAIR INC COM 94419L101 507 13,000 SH   SOLE   13,000 0 0
WEB.COM GROUP INC COM 94733A104 18 1,000 SH   SOLE   1,000 0 0
WEBMD HEALTH CORP COM 94770V102 169 2,900 SH   SOLE   2,900 0 0
WEBSTER FINANCIAL CORP COM 947890109 492 14,500 SH   SOLE   14,500 0 0
WEINGARTEN REALTY INVESTORS COM 948741103 3,495 85,630 SH   SOLE   85,630 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,143 29,300 SH   SOLE   29,300 0 0
WELLS FARGO COMPANY (NEW) COM 949746101 79,571 1,681,145 SH   OTR 1 1,680,395 0 750
WELLTOWER INC COM 95040Q104 9,539 125,230 SH   SOLE   125,230 0 0
WENDYS COMPANY COM 95058W100 1 100 SH   SOLE   100 0 0
WERNER ENTERPRISES INC COM 950755108 558 24,300 SH   SOLE   24,300 0 0
WESCO AIRCRAFT HOLDINGS INC COM 950814103 13 1,000 SH   SOLE   1,000 0 0
WEST CORP COM 952355204 6 300 SH   SOLE   300 0 0
WEST PHARMACEUTICAL SERVICES I COM 955306105 6,024 79,390 SH   SOLE   79,390 0 0
WESTAMERICA BANCORPORATION COM 957090103 389 7,900 SH   SOLE   7,900 0 0
WESTAR ENERGY INC COM 95709T100 2,479 44,200 SH   SOLE   44,200 0 0
WESTERN ALLIANCE BANCORP COM 957638109 26 800 SH   SOLE   800 0 0
WESTERN DIGITAL CORP COM 958102105 8,868 187,641 SH   OTR 1 187,597 0 44
WESTERN REFINING INC COM 959319104 881 42,700 SH   SOLE   42,700 0 0
THE WESTERN UNION COMPANY COM 959802109 2,220 115,751 SH   SOLE   115,751 0 0
WESTLAKE CHEMICAL COM 960413102 172 4,000 SH   SOLE   4,000 0 0
WESTMORELAND COAL CO COM 960878106 238 25,000 SH   SOLE   25,000 0 0
WESTROCK CO COM 96145D105 1,144 29,444 SH   SOLE   29,444 0 0
WEX INC COM 96208T104 2,208 24,900 SH   SOLE   24,900 0 0
WEYERHAEUSER CO COM 962166104 4,311 144,812 SH   SOLE   144,812 0 0
WHIRLPOOL CORP COM 963320106 5,087 30,527 SH   SOLE   30,527 0 0
WHITESTONE REIT COM 966084204 38 2,500 SH   SOLE   2,500 0 0
WHITEWAVE FOODS CO/THE COM 966244105 349 7,439 SH   SOLE   7,439 0 0
WHITING PETROLEUM CORP COM 966387102 463 50,000 SH   SOLE   50,000 0 0
WHOLE FOODS MARKET INC COM 966837106 2,004 62,578 SH   SOLE   62,578 0 0
WILLIAMS COS INC/THE COM 969457100 6,454 298,373 SH   OTR 1 298,223 0 150
CLAYTON WILLIAMS ENERGY INC COM 969490101 41 1,500 SH   SOLE   1,500 0 0
WILLIAMS-SONOMA INC COM 969904101 3,797 72,840 SH   SOLE   72,840 0 0
WILSHIRE BANCORP INC COM 97186T108 782 75,000 SH   SOLE   75,000 0 0
WINDSTREAM HOLDINGS INC COM 97382A200 201 21,666 SH   SOLE   21,666 0 0
WINNEBAGO INDUSTRIES COM 974637100 387 16,900 SH   SOLE   16,900 0 0
WINTRUST FINANCIAL CORP COM 97650W108 2,629 51,550 SH   SOLE   51,550 0 0
WISDOMTREE INVESTMENTS INC COM 97717P104 15 1,500 SH   SOLE   1,500 0 0
WOLVERINE WORLD WIDE INC COM 978097103 1,235 60,800 SH   SOLE   60,800 0 0
WOODWARD INC COM 980745103 1,885 32,700 SH   SOLE   32,700 0 0
WORLD ACCEPTANCE CORP COM 981419104 328 7,200 SH   SOLE   7,200 0 0
WORLD FUEL SERVICES CORP COM 981475106 5,365 112,970 SH   SOLE   112,970 0 0
WORTHINGTON INDUSTRIES COM 981811102 1,244 29,400 SH   SOLE   29,400 0 0
WPX ENERGY INC COM 98212B103 14 1,466 SH   SOLE   1,466 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 1,252 17,571 SH   SOLE   17,571 0 0
WYNN RESORTS LTD COM 983134107 1,976 21,801 SH   SOLE   21,801 0 0
XPO LOGISTICS INC COM 983793100 16 600 SH   SOLE   600 0 0
XCEL ENERGY INC COM 98389B100 2,094 46,765 SH   SOLE   46,765 0 0
XILINX INC COM 983919101 5,223 113,230 SH   SOLE   113,230 0 0
XEROX CORP COM 984121103 1,312 138,281 SH   SOLE   138,281 0 0
XYLEM INC/NY COM 98419M100 2,305 51,631 SH   SOLE   51,631 0 0
YRC WORLDWIDE INC COM 984249607 9 1,000 SH   SOLE   1,000 0 0
YADKIN FINANCIAL CORP COM 984305102 28 1,100 SH   SOLE   1,100 0 0
YAHOO! INC COM 984332106 8,771 233,522 SH   SOLE   233,522 0 0
YAMANA GOLD INC COM 98462Y100 1 160 SH   OTR 1 0 0 160
YUM! BRANDS INC COM 988498101 11,221 135,320 SH   SOLE   135,320 0 0
ZEBRA TECHNOLOGIES CORP COM 989207105 1,989 39,700 SH   SOLE   39,700 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 1,585 58,000 SH   SOLE   58,000 0 0
ZILLOW GROUP INC COM 98954M101 8 222 SH   SOLE   222 0 0
ZILLOW GROUP INC COM 98954M200 16 444 SH   SOLE   444 0 0
ZIMMER BIOMET HOLDINGS INC COM 98956P102 8,104 67,319 SH   SOLE   67,319 0 0
ZIONS BANCORPORATION COM 989701107 1,601 63,712 SH   SOLE   63,712 0 0
ZIOPHARM ONCOLOGY INC COM 98973P101 8 1,397 SH   SOLE   1,397 0 0
ZOETIS INC COM 98978V103 10,514 221,539 SH   SOLE   221,539 0 0
ZUMIEZ INC COM 989817101 268 18,700 SH   SOLE   18,700 0 0
AIRCASTLE LTD COM G0129K104 499 25,500 SH   SOLE   25,500 0 0
ALKERMES PLC COM G01767105 497 11,500 SH   SOLE   11,500 0 0
ALLEGION PLC COM G0176J109 1,010 14,551 SH   SOLE   14,551 0 0
ALLERGAN PLC COM G0177J108 22,309 96,539 SH   SOLE   96,539 0 0
AMDOCS COM G02602103 2,371 41,080 SH   SOLE   41,080 0 0
AON PLC COM G0408V102 9,623 88,098 SH   SOLE   88,098 0 0
ARCH CAPITAL GROUP LTD COM G0450A105 1,354 18,800 SH   SOLE   18,800 0 0
ARGO GROUP INTERNATIONAL COM G0464B107 43 822 SH   SOLE   822 0 0
ASPEN INSURANCE HOLDING COM G05384105 139 3,000 SH   SOLE   3,000 0 0
ARRIS INTERNATIONAL PLC COM G0551A103 6 250 SH   OTR 1 0 0 250
ASSURED GUARANTY LTD COM G0585R106 6 220 SH   OTR 1 0 0 220
AXIS CAPITAL HOLDINGS LTD COM G0692U109 1,063 19,320 SH   SOLE   19,320 0 0
AXALTA COATING SYSTEMS LTD COM G0750C108 390 14,700 SH   SOLE   14,700 0 0
ACCENTURE PLC CLASS A COM G1151C101 15,805 139,505 SH   SOLE   139,505 0 0
BELMOND LTD COM G1154H107 1,070 108,040 SH   SOLE   108,040 0 0
BROOKFIELD PROPERTY PARTNERS L COM G16249107 2 105 SH   OTR 1 0 0 105
BUNGE LTD COM G16962105 1,155 19,530 SH   SOLE   19,530 0 0
COCA-COLA EUROPEAN PARTNERS PL COM G25839104 1,045 29,272 SH   SOLE   29,272 0 0
DELPHI AUTOMOTIVE PLC COM G27823106 1,122 17,920 SH   SOLE   17,920 0 0
EATON CORP COM G29183103 7,535 126,148 SH   SOLE   126,148 0 0
ENDURANCE SPECIALTY HOLDINGS COM G30397106 35 519 SH   SOLE   519 0 0
ENDO INTERNATIONAL PLC COM G30401106 95 6,100 SH   SOLE   6,100 0 0
EVEREST RE GROUP LTD COM G3223R108 4,386 24,010 SH   SOLE   24,010 0 0
FRESH DEL MONTE PRODUCE INC COM G36738105 463 8,500 SH   SOLE   8,500 0 0
GENPACT LIMITED COM G3922B107 174 6,500 SH   SOLE   6,500 0 0
HELEN OF TROY LTD COM G4388N106 967 9,400 SH   SOLE   9,400 0 0
HERBALIFE LTD COM G4412G101 509 8,700 SH   SOLE   8,700 0 0
INGERSOLL RAND PLC COM G47791101 2,537 39,845 SH   SOLE   39,845 0 0
INVESCO LTD COM G491BT108 3,496 136,876 SH   SOLE   136,876 0 0
JAZZ PHARMACEUTICALS PLC COM G50871105 1,515 10,724 SH   SOLE   10,724 0 0
MALLINCKRODT LLC COM G5785G107 1,702 27,999 SH   SOLE   27,999 0 0
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 360 37,800 SH   SOLE   37,800 0 0
MEDTRONIC PLC COM G5960L103 35,313 406,982 SH   OTR 1 406,863 0 119
MICHAEL KORS HOLDINGS LTD COM G60754101 430 8,700 SH   SOLE   8,700 0 0
NABORS INDUSTRIES LTD COM G6359F103 1,656 164,800 SH   SOLE   164,800 0 0
NIELSEN HOLDINGS PLC COM G6518L108 177 3,400 SH   SOLE   3,400 0 0
NOBLE CORP PLC COM G65431101 25 3,000 SH   SOLE   3,000 0 0
NORD ANGLIA EDUCATION INC COM G6583A102 4 161 SH   OTR 1 0 0 161
NORWEGIAN CRUISE LINE HOLDINGS COM G66721104 80 2,000 SH   SOLE   2,000 0 0
ONEBEACON INSURANCE GROUP LT COM G67742109 87 6,300 SH   SOLE   6,300 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 257 2,185 SH   SOLE   2,185 0 0
ROWAN COS PLC COM G7665A101 21 1,200 SH   SOLE   1,200 0 0
SEAGATE TECHNOLOGY COM G7945M107 379 15,550 SH   SOLE   15,550 0 0
PENTAIR PLC COM G7S00T104 3,220 55,249 SH   SOLE   55,249 0 0
SHIP FINANCE INTL LTD COM G81075106 16 1,100 SH   SOLE   1,100 0 0
SIGNET JEWELERS LTD COM G81276100 210 2,550 SH   SOLE   2,550 0 0
STERIS PLC COM G84720104 516 7,500 SH   SOLE   7,500 0 0
TYCO INTERNATIONAL PLC COM G91442106 4,310 101,171 SH   SOLE   101,171 0 0
VALIDUS HOLDINGS LTD COM G9319H102 192 3,950 SH   SOLE   3,950 0 0
WHITE MOUNTAINS INSURANCE COM G9618E107 1,600 1,900 SH   SOLE   1,900 0 0
WILLIS TOWERS WATSON PLC COM G96629103 39 310 SH   SOLE   310 0 0
PERRIGO CO PLC COM G97822103 181 2,000 SH   SOLE   2,000 0 0
XL GROUP PLC COM G98290102 1,456 43,720 SH   SOLE   43,720 0 0
ALLIED WORLD ASSURANCE COM H01531104 387 11,000 SH   SOLE   11,000 0 0
CHUBB LTD COM H1467J104 16,507 126,290 SH   OTR 1 126,234 0 56
GARMIN LTD COM H2906T109 3,108 73,270 SH   SOLE   73,270 0 0
UBS GROUP AG COM H42097107 8 547 SH   OTR 1 0 0 547
TE CONNECTIVITY LTD COM H84989104 4,687 82,070 SH   SOLE   82,070 0 0
STRATASYS LTD COM M85548101 37 1,630 SH   OTR 1 1,600 0 30
CORE LABORATORIES NV COM N22717107 1,017 8,205 SH   SOLE   8,205 0 0
FRANK'S INTERNATIONAL NV COM N33462107 58 4,000 SH   SOLE   4,000 0 0
LYONDELLBASELL INDUSTRIES NV COM N53745100 2,567 34,490 SH   SOLE   34,490 0 0
MYLAN NV COM N59465109 1,408 32,562 SH   SOLE   32,562 0 0
ORTHOFIX INTL N V COM N6748L102 178 4,200 SH   SOLE   4,200 0 0
QIAGEN COM N72482107 292 13,400 SH   SOLE   13,400 0 0
TRONOX LTD COM Q9235V101 90 20,500 SH   SOLE   20,500 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,797 56,540 SH   SOLE   56,540 0 0
BROADCOM LTD COM Y09827109 15,100 97,168 SH   SOLE   97,168 0 0
GENER8 MARITIME INC COM Y26889108 82 12,800 SH   SOLE   12,800 0 0
TEEKAY CORP COM Y8564W103 369 51,700 SH   SOLE   51,700 0 0