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
1 800 FLOWERS COM CL A 68243Q106 432 36,500 SH   OTR 1 0 36,500 0
1 800 FLOWERS COM CL A 68243Q106 2,964 250,528 SH   DFND   0 250,528 0
22ND CENTY GROUP INC COM 90137F103 14 16,600 SH   DFND   0 16,600 0
3M CO COM 88579Y101 176,655 1,070,960 SH   DFND   0 1,070,960 0
3M CO COM 88579Y101 1,079 6,540 SH   OTR 1 0 6,540 0
A H BELO CORP COM CL A 001282102 198 24,046 SH   DFND   0 24,046 0
AAC HLDGS INC COM 000307108 422 13,800 SH   DFND   0 13,800 0
AAON INC COM PAR $0.004 000360206 519 21,156 SH   DFND   0 21,156 0
AARONS INC COM PAR $0.50 002535300 2,890 102,091 SH   DFND   0 102,091 0
ABAXIS INC COM 002567105 1,356 21,157 SH   DFND   0 21,157 0
ABBOTT LABS COM 002824100 62,598 1,351,127 SH   DFND   0 1,351,127 0
ABBVIE INC COM 00287Y109 25,828 441,200 SH   OTR 1 0 441,200 0
ABBVIE INC COM 00287Y109 367,952 6,285,477 SH   DFND   0 6,285,477 0
ABERCROMBIE & FITCH CO CL A 002896207 11,689 530,375 SH   DFND   0 530,375 0
ABIOMED INC COM 003654100 2,351 32,850 SH   DFND   0 32,850 0
ABRAXAS PETE CORP COM 003830106 2,433 748,700 SH   DFND   0 748,700 0
ABRAXAS PETE CORP COM 003830106 1,212 373,000 SH   OTR 1 0 373,000 0
ACACIA RESH CORP ACACIA TCH COM 003881307 173 16,200 SH   DFND   0 16,200 0
ACADIA HEALTHCARE COMPANY IN COM 00404A109 488 6,820 SH   DFND   0 6,820 0
ACADIA PHARMACEUTICALS INC COM 004225108 905 27,774 SH   DFND   0 27,774 0
ACADIA RLTY TR COM SH BEN INT 004239109 2,592 74,300 SH   DFND   0 74,300 0
ACCELERATE DIAGNOSTICS INC COM 00430H102 946 42,039 SH   DFND   0 42,039 0
ACCELERON PHARMA INC COM 00434H108 255 6,700 SH   DFND   0 6,700 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 10,747 114,704 SH   DFND   0 114,704 0
ACCO BRANDS CORP COM 00081T108 4,621 556,026 SH   DFND   0 556,026 0
ACCO BRANDS CORP COM 00081T108 917 110,300 SH   OTR 1 0 110,300 0
ACE LTD SHS H0023R105 28,139 252,390 SH   DFND   0 252,390 0
ACE LTD SHS H0023R105 5,520 49,510 SH   OTR 1 0 49,510 0
ACETO CORP COM 004446100 320 14,563 SH   DFND   0 14,563 0
ACHILLION PHARMACEUTICALS IN COM 00448Q201 875 88,700 SH   DFND   0 88,700 0
ACORDA THERAPEUTICS INC COM 00484M106 2,218 66,637 SH   DFND   0 66,637 0
ACORDA THERAPEUTICS INC COM 00484M106 1,218 36,600 SH   OTR 1 0 36,600 0
ACTAVIS PLC SHS G0083B108 28,313 95,131 SH   DFND   0 95,131 0
ACTAVIS PLC SHS G0083B108 1,240 4,165 SH   OTR 1 0 4,165 0
ACTIVISION BLIZZARD INC COM 00507V109 56,527 2,487,453 SH   DFND   0 2,487,453 0
ACTUA CORP COM 005094107 407 26,300 SH   DFND   0 26,300 0
ACUITY BRANDS INC COM 00508Y102 12,992 77,260 SH   DFND   0 77,260 0
ACXIOM CORP COM 005125109 4,821 260,709 SH   DFND   0 260,709 0
ADDUS HOMECARE CORP COM 006739106 3,439 149,381 SH   DFND   0 149,381 0
ADDUS HOMECARE CORP COM 006739106 1,793 77,900 SH   OTR 1 0 77,900 0
ADOBE SYS INC COM 00724F101 28,535 385,923 SH   DFND   0 385,923 0
ADVANCE AUTO PARTS INC COM 00751Y106 13,742 91,801 SH   DFND   0 91,801 0
ADVANCED ENERGY INDS COM 007973100 3,581 139,558 SH   DFND   0 139,558 0
ADVANCED ENERGY INDS COM 007973100 695 27,100 SH   OTR 1 0 27,100 0
ADVANCED MICRO DEVICES INC COM 007903107 2,365 882,622 SH   DFND   0 882,622 0
ADVANTAGE OIL & GAS LTD COM 00765F101 2,683 498,300 SH   DFND   0 498,300 0
ADVAXIS INC COM NEW 007624208 553 38,300 SH   DFND   0 38,300 0
ADVENT SOFTWARE INC COM 007974108 244 5,537 SH   DFND   0 5,537 0
AECOM COM 00766T100 8,119 263,424 SH   DFND   0 263,424 0
AEGION CORP COM 00770F104 502 27,837 SH   DFND   0 27,837 0
AEMETIS INC COM NEW 00770K202 57 13,400 SH   DFND   0 13,400 0
AERIE PHARMACEUTICALS INC COM 00771V108 921 29,400 SH   DFND   0 29,400 0
AEROPOSTALE COM 007865108 97 28,000 SH   OTR 1 0 28,000 0
AEROPOSTALE COM 007865108 187 54,000 SH   DFND   0 54,000 0
AEROVIRONMENT INC COM 008073108 1,618 61,052 SH   DFND   0 61,052 0
AEROVIRONMENT INC COM 008073108 273 10,300 SH   OTR 1 0 10,300 0
AES CORP COM 00130H105 5,777 449,590 SH   DFND   0 449,590 0
AETNA INC NEW COM 00817Y108 328,202 3,080,839 SH   DFND   0 3,080,839 0
AETNA INC NEW COM 00817Y108 4,549 42,700 SH   OTR 1 0 42,700 0
AFFYMETRIX INC COM 00826T108 3,134 249,498 SH   DFND   0 249,498 0
AFFYMETRIX INC COM 00826T108 774 61,600 SH   OTR 1 0 61,600 0
AFLAC INC COM 001055102 8,211 128,274 SH   DFND   0 128,274 0
AFLAC INC COM 001055102 5,268 82,300 SH   OTR 1 0 82,300 0
AGCO CORP COM 001084102 5,895 123,746 SH   DFND   0 123,746 0
AGENUS INC COM NEW 00847G705 971 189,300 SH   DFND   0 189,300 0
AGENUS INC COM NEW 00847G705 78 15,300 SH   OTR 1 0 15,300 0
AGILENT TECHNOLOGIES INC COM 00846U101 21,340 513,593 SH   DFND   0 513,593 0
AGIOS PHARMACEUTICALS INC COM 00847X104 3,234 34,300 SH   DFND   0 34,300 0
AGIOS PHARMACEUTICALS INC COM 00847X104 358 3,800 SH   OTR 1 0 3,800 0
AGL RES INC COM 001204106 12,178 245,278 SH   DFND   0 245,278 0
AGNICO EAGLE MINES LTD COM 008474108 19,358 696,644 SH   DFND   0 696,644 0
AGREE REALTY CORP COM 008492100 1,652 50,100 SH   DFND   0 50,100 0
AGRIUM INC COM 008916108 27,227 261,235 SH   DFND   0 261,235 0
AIR LEASE CORP CL A 00912X302 824 21,839 SH   DFND   0 21,839 0
AIR PRODS & CHEMS INC COM 009158106 3,469 22,931 SH   DFND   0 22,931 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 747 80,971 SH   DFND   0 80,971 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 110 11,900 SH   OTR 1 0 11,900 0
AIRCASTLE LTD COM G0129K104 2,267 100,923 SH   DFND   0 100,923 0
AIRGAS INC COM 009363102 1,287 12,130 SH   DFND   0 12,130 0
AK STL HLDG CORP COM 001547108 375 83,893 SH   DFND   0 83,893 0
AKAMAI TECHNOLOGIES INC COM 00971T101 72,882 1,025,860 SH   DFND   0 1,025,860 0
AKAMAI TECHNOLOGIES INC COM 00971T101 2,494 35,100 SH   OTR 1 0 35,100 0
AKORN INC COM 009728106 1,428 30,066 SH   DFND   0 30,066 0
ALAMO GROUP INC COM 011311107 235 3,724 SH   DFND   0 3,724 0
ALASKA AIR GROUP INC COM 011659109 86,602 1,308,582 SH   DFND   0 1,308,582 0
ALASKA AIR GROUP INC COM 011659109 4,348 65,700 SH   OTR 1 0 65,700 0
ALBANY INTL CORP CL A 012348108 1,070 26,910 SH   DFND   0 26,910 0
ALBANY MOLECULAR RESH INC COM 012423109 465 26,420 SH   DFND   0 26,420 0
ALBEMARLE CORP COM 012653101 2,653 50,200 SH   DFND   0 50,200 0
ALCOA INC COM 013817101 5,200 402,461 SH   DFND   0 402,461 0
ALERE INC COM 01449J105 8,087 165,386 SH   DFND   0 165,386 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1,706 39,500 SH   DFND   0 39,500 0
ALEXANDERS INC COM 014752109 868 1,900 SH   DFND   0 1,900 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 7,600 77,523 SH   DFND   0 77,523 0
ALEXION PHARMACEUTICALS INC COM 015351109 58,849 339,576 SH   DFND   0 339,576 0
ALIGN TECHNOLOGY INC COM 016255101 798 14,841 SH   DFND   0 14,841 0
ALIMERA SCIENCES INC COM 016259103 227 45,300 SH   DFND   0 45,300 0
ALLEGHANY CORP DEL COM 017175100 6,208 12,747 SH   DFND   0 12,747 0
ALLEGIANT TRAVEL CO COM 01748X102 1,621 8,429 SH   DFND   0 8,429 0
ALLEGIANT TRAVEL CO COM 01748X102 308 1,600 SH   OTR 1 0 1,600 0
ALLEGION PUB LTD CO ORD SHS G0176J109 7,860 128,500 SH   DFND   0 128,500 0
ALLETE INC COM NEW 018522300 635 12,035 SH   DFND   0 12,035 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 448 1,512 SH   DFND   0 1,512 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 3,586 205,867 SH   DFND   0 205,867 0
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 2,178 125,000 SH   OTR 1 0 125,000 0
ALLIANCE HEALTHCARE SRVCS IN COM PAR $0.01 018606301 284 12,817 SH   DFND   0 12,817 0
ALLIANT ENERGY CORP COM 018802108 22,297 353,928 SH   DFND   0 353,928 0
ALLIANT ENERGY CORP COM 018802108 315 5,000 SH   OTR 1 0 5,000 0
ALLIED MOTION TECHNOLOGIES I COM 019330109 307 9,263 SH   DFND   0 9,263 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 22,381 553,975 SH   DFND   0 553,975 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 3,044 75,336 SH   OTR 1 0 75,336 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 1,320 41,342 SH   DFND   0 41,342 0
ALLSTATE CORP COM 020002101 6,149 86,400 SH   OTR 1 0 86,400 0
ALLSTATE CORP COM 020002101 151,201 2,124,507 SH   DFND   0 2,124,507 0
ALLY FINL INC COM 02005N100 1,422 67,800 SH   DFND   0 67,800 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 4,944 47,348 SH   DFND   0 47,348 0
ALON USA ENERGY INC COM 020520102 487 29,396 SH   DFND   0 29,396 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 907 43,474 SH   DFND   0 43,474 0
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 325 15,600 SH   OTR 1 0 15,600 0
ALTRIA GROUP INC COM 02209S103 93,165 1,862,545 SH   DFND   0 1,862,545 0
ALTRIA GROUP INC COM 02209S103 6,077 121,500 SH   OTR 1 0 121,500 0
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 373 29,900 SH   DFND   0 29,900 0
AMAG PHARMACEUTICALS INC COM 00163U106 1,494 27,340 SH   DFND   0 27,340 0
AMAZON COM INC COM 023135106 8,403 22,583 SH   DFND   0 22,583 0
AMBAC FINL GROUP INC COM NEW 023139884 378 15,620 SH   DFND   0 15,620 0
AMBARELLA INC SHS G037AX101 1,987 26,240 SH   DFND   0 26,240 0
AMBEV SA SPONSORED ADR 02319V103 38,910 6,755,200 SH   DFND   0 6,755,200 0
AMC ENTMT HLDGS INC CL A COM 00165C104 1,097 30,911 SH   DFND   0 30,911 0
AMDOCS LTD SHS G02602103 44,586 819,598 SH   DFND   0 819,598 0
AMEDISYS INC COM 023436108 1,168 43,631 SH   DFND   0 43,631 0
AMERCO COM 023586100 18,722 56,665 SH   DFND   0 56,665 0
AMERCO COM 023586100 3,866 11,700 SH   OTR 1 0 11,700 0
AMEREN CORP COM 023608102 35,651 844,819 SH   DFND   0 844,819 0
AMEREN CORP COM 023608102 388 9,200 SH   OTR 1 0 9,200 0
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 216,152 10,564,620 SH   DFND   0 10,564,620 0
AMERICAN AIRLS GROUP INC COM 02376R102 109,678 2,078,031 SH   DFND   0 2,078,031 0
AMERICAN ASSETS TR INC COM 024013104 2,528 58,400 SH   DFND   0 58,400 0
AMERICAN AXLE & MFG HLDGS IN COM 024061103 1,098 42,512 SH   DFND   0 42,512 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1,132 26,400 SH   DFND   0 26,400 0
AMERICAN CAP LTD COM 02503Y103 2,785 188,321 SH   DFND   0 188,321 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 7,895 462,210 SH   DFND   0 462,210 0
AMERICAN ELEC PWR INC COM 025537101 208,480 3,706,319 SH   DFND   0 3,706,319 0
AMERICAN ELEC PWR INC COM 025537101 15,750 280,000 SH   OTR 1 0 280,000 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,096 37,627 SH   DFND   0 37,627 0
AMERICAN EXPRESS CO COM 025816109 14,317 183,265 SH   DFND   0 183,265 0
AMERICAN FINL GROUP INC OHIO COM 025932104 47,721 743,896 SH   DFND   0 743,896 0
AMERICAN FINL GROUP INC OHIO COM 025932104 8,057 125,600 SH   OTR 1 0 125,600 0
AMERICAN INTL GROUP INC COM NEW 026874784 62,314 1,137,328 SH   DFND   0 1,137,328 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 436 14,558 SH   DFND   0 14,558 0
AMERICAN RAILCAR INDS INC COM 02916P103 208 4,179 SH   DFND   0 4,179 0
AMERICAN STS WTR CO COM 029899101 7,727 193,705 SH   DFND   0 193,705 0
AMERICAN STS WTR CO COM 029899101 554 13,900 SH   OTR 1 0 13,900 0
AMERICAN TOWER CORP NEW COM 03027X100 56,661 601,819 SH   DFND   0 601,819 0
AMERICAN WOODMARK CORP COM 030506109 2,461 44,968 SH   DFND   0 44,968 0
AMERICAN WOODMARK CORP COM 030506109 1,270 23,200 SH   OTR 1 0 23,200 0
AMERICAN WTR WKS CO INC NEW COM 030420103 12,869 237,386 SH   DFND   0 237,386 0
AMERICAS CAR MART INC COM 03062T105 937 17,273 SH   DFND   0 17,273 0
AMERIPRISE FINL INC COM 03076C106 1,936 14,800 SH   OTR 1 0 14,800 0
AMERIPRISE FINL INC COM 03076C106 120,949 924,402 SH   DFND   0 924,402 0
AMERIS BANCORP COM 03076K108 437 16,571 SH   DFND   0 16,571 0
AMERISAFE INC COM 03071H100 1,373 29,676 SH   DFND   0 29,676 0
AMERISOURCEBERGEN CORP COM 03073E105 119,983 1,055,535 SH   DFND   0 1,055,535 0
AMETEK INC NEW COM 031100100 202 3,854 SH   DFND   0 3,854 0
AMGEN INC COM 031162100 283,729 1,774,973 SH   DFND   0 1,774,973 0
AMGEN INC COM 031162100 5,903 36,930 SH   OTR 1 0 36,930 0
AMICUS THERAPEUTICS INC COM 03152W109 981 90,200 SH   DFND   0 90,200 0
AMKOR TECHNOLOGY INC COM 031652100 7,201 815,090 SH   DFND   0 815,090 0
AMKOR TECHNOLOGY INC COM 031652100 1,836 207,800 SH   OTR 1 0 207,800 0
AMN HEALTHCARE SERVICES INC COM 001744101 725 31,443 SH   DFND   0 31,443 0
AMPHENOL CORP NEW CL A 032095101 1,040 17,653 SH   DFND   0 17,653 0
AMSURG CORP COM 03232P405 1,914 31,113 SH   DFND   0 31,113 0
AMTRUST FINL SVCS INC COM 032359309 2,139 37,538 SH   DFND   0 37,538 0
ANACOR PHARMACEUTICALS INC COM 032420101 2,044 35,330 SH   DFND   0 35,330 0
ANADARKO PETE CORP COM 032511107 115,811 1,398,512 SH   DFND   0 1,398,512 0
ANALOG DEVICES INC COM 032654105 1,606 25,489 SH   DFND   0 25,489 0
ANALOGIC CORP COM PAR $0.05 032657207 218 2,400 SH   OTR 1 0 2,400 0
ANALOGIC CORP COM PAR $0.05 032657207 287 3,162 SH   DFND   0 3,162 0
ANDERSONS INC COM 034164103 3,651 88,256 SH   DFND   0 88,256 0
ANDERSONS INC COM 034164103 827 20,000 SH   OTR 1 0 20,000 0
ANGIODYNAMICS INC COM 03475V101 256 14,400 SH   DFND   0 14,400 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 568 60,805 SH   DFND   0 60,805 0
ANI PHARMACEUTICALS INC COM 00182C103 2,027 32,405 SH   DFND   0 32,405 0
ANI PHARMACEUTICALS INC COM 00182C103 651 10,400 SH   OTR 1 0 10,400 0
ANIKA THERAPEUTICS INC COM 035255108 5,375 130,551 SH   DFND   0 130,551 0
ANIKA THERAPEUTICS INC COM 035255108 2,935 71,300 SH   OTR 1 0 71,300 0
ANIXTER INTL INC COM 035290105 655 8,600 SH   OTR 1 0 8,600 0
ANIXTER INTL INC COM 035290105 1,408 18,499 SH   DFND   0 18,499 0
ANN INC COM 035623107 23,984 584,552 SH   DFND   0 584,552 0
ANNALY CAP MGMT INC COM 035710409 7,410 712,454 SH   DFND   0 712,454 0
ANNALY CAP MGMT INC COM 035710409 769 73,970 SH   OTR 1 0 73,970 0
ANSYS INC COM 03662Q105 2,013 22,825 SH   DFND   0 22,825 0
ANTHEM INC COM 036752103 282,431 1,829,101 SH   DFND   0 1,829,101 0
ANTHEM INC COM 036752103 21,935 142,060 SH   OTR 1 0 142,060 0
AOL INC COM 00184X105 17,135 432,604 SH   DFND   0 432,604 0
AOL INC COM 00184X105 467 11,800 SH   OTR 1 0 11,800 0
AON PLC SHS CL A G0408V102 95,236 990,800 SH   DFND   0 990,800 0
APACHE CORP COM 037411105 17,597 291,380 SH   DFND   0 291,380 0
APARTMENT INVT & MGMT CO CL A 03748R101 3,583 91,039 SH   DFND   0 91,039 0
APOGEE ENTERPRISES INC COM 037598109 1,098 25,411 SH   DFND   0 25,411 0
APOLLO ED GROUP INC CL A 037604105 28,615 1,512,405 SH   DFND   0 1,512,405 0
APOLLO ED GROUP INC CL A 037604105 6,281 332,000 SH   OTR 1 0 332,000 0
APOLLO INVT CORP COM 03761U106 100 12,973 SH   DFND   0 12,973 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 169 10,600 SH   DFND   0 10,600 0
APPLE INC COM 037833100 817,997 6,573,955 SH   DFND   0 6,573,955 0
APPLE INC COM 037833100 39,711 319,140 SH   OTR 1 0 319,140 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 570 12,565 SH   DFND   0 12,565 0
APPLIED MATLS INC COM 038222105 10,905 483,396 SH   DFND   0 483,396 0
AQUA AMERICA INC COM 03836W103 905 34,353 SH   DFND   0 34,353 0
ARC DOCUMENT SOLUTIONS INC COM 00191G103 416 45,051 SH   DFND   0 45,051 0
ARC GROUP WORLDWIDE INC COM 00213H105 176 33,050 SH   DFND   0 33,050 0
ARCBEST CORP COM 03937C105 4,620 121,926 SH   DFND   0 121,926 0
ARCBEST CORP COM 03937C105 860 22,700 SH   OTR 1 0 22,700 0
ARCH CAP GROUP LTD ORD G0450A105 17,963 291,601 SH   DFND   0 291,601 0
ARCHER DANIELS MIDLAND CO COM 039483102 318,046 6,709,832 SH   DFND   0 6,709,832 0
ARCHER DANIELS MIDLAND CO COM 039483102 18,358 387,300 SH   OTR 1 0 387,300 0
ARCTIC CAT INC COM 039670104 1,034 28,466 SH   DFND   0 28,466 0
ARENA PHARMACEUTICALS INC COM 040047102 337 77,061 SH   DFND   0 77,061 0
ARGAN INC COM 04010E109 7,508 207,572 SH   DFND   0 207,572 0
ARGAN INC COM 04010E109 1,577 43,600 SH   OTR 1 0 43,600 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 2,513 50,116 SH   OTR 1 0 50,116 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 12,981 258,843 SH   DFND   0 258,843 0
ARIAD PHARMACEUTICALS INC COM 04033A100 1,385 168,100 SH   DFND   0 168,100 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 594 24,678 SH   DFND   0 24,678 0
ARMADA HOFFLER PPTYS INC COM 04208T108 279 26,200 SH   DFND   0 26,200 0
ARMOUR RESIDENTIAL REIT INC COM 042315101 508 160,100 SH   DFND   0 160,100 0
AROTECH CORP COM NEW 042682203 274 88,000 SH   DFND   0 88,000 0
ARRAY BIOPHARMA INC COM 04269X105 422 57,218 SH   DFND   0 57,218 0
ARRIS GROUP INC NEW COM 04270V106 21,559 746,127 SH   DFND   0 746,127 0
ARROW ELECTRS INC COM 042735100 55,163 902,093 SH   DFND   0 902,093 0
ARROW ELECTRS INC COM 042735100 1,364 22,300 SH   OTR 1 0 22,300 0
ARROWHEAD RESH CORP COM NEW 042797209 296 43,800 SH   DFND   0 43,800 0
ARROWHEAD RESH CORP COM NEW 042797209 497 73,400 SH   OTR 1 0 73,400 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 2,726 32,808 SH   DFND   0 32,808 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 1,551 92,480 SH   DFND   0 92,480 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,855 192,841 SH   DFND   0 192,841 0
ASHLAND INC NEW COM 044209104 13,637 107,118 SH   DFND   0 107,118 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9,467 200,438 SH   DFND   0 200,438 0
ASPEN TECHNOLOGY INC COM 045327103 1,543 40,100 SH   OTR 1 0 40,100 0
ASPEN TECHNOLOGY INC COM 045327103 1,727 44,880 SH   DFND   0 44,880 0
ASSOCIATED BANC CORP COM 045487105 1,612 86,690 SH   DFND   0 86,690 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 4,227 171,279 SH   DFND   0 171,279 0
ASSURANT INC COM 04621X108 114,323 1,861,628 SH   DFND   0 1,861,628 0
ASSURANT INC COM 04621X108 6,100 99,330 SH   OTR 1 0 99,330 0
ASSURED GUARANTY LTD COM G0585R106 8,543 323,712 SH   DFND   0 323,712 0
ASTEC INDS INC COM 046224101 215 5,003 SH   DFND   0 5,003 0
ASTORIA FINL CORP COM 046265104 140 10,800 SH   DFND   0 10,800 0
ASTRONICS CORP COM 046433108 969 13,148 SH   DFND   0 13,148 0
AT&T INC COM 00206R102 138,866 4,253,176 SH   DFND   0 4,253,176 0
ATHENAHEALTH INC COM 04685W103 730 6,117 SH   DFND   0 6,117 0
ATLANTIC PWR CORP COM NEW 04878Q863 256 91,100 SH   DFND   0 91,100 0
ATLANTIC TELE NETWORK INC COM NEW 049079205 415 5,997 SH   DFND   0 5,997 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 730 16,977 SH   DFND   0 16,977 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 232 13,122 SH   DFND   0 13,122 0
ATMEL CORP COM 049513104 28,333 3,442,680 SH   DFND   0 3,442,680 0
ATMOS ENERGY CORP COM 049560105 18,467 333,942 SH   DFND   0 333,942 0
ATMOS ENERGY CORP COM 049560105 1,383 25,000 SH   OTR 1 0 25,000 0
ATRICURE INC COM 04963C209 414 20,200 SH   DFND   0 20,200 0
ATRION CORP COM 049904105 276 800 SH   DFND   0 800 0
ATWOOD OCEANICS INC COM 050095108 343 12,200 SH   DFND   0 12,200 0
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AVALONBAY CMNTYS INC COM 053484101 29,976 172,031 SH   DFND   0 172,031 0
AVERY DENNISON CORP COM 053611109 62,849 1,187,845 SH   DFND   0 1,187,845 0
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AVNET INC COM 053807103 32,382 727,694 SH   DFND   0 727,694 0
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BABCOCK & WILCOX CO NEW COM 05615F102 2,302 71,724 SH   DFND   0 71,724 0
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BB&T CORP COM 054937107 5,603 143,692 SH   DFND   0 143,692 0
BBCN BANCORP INC COM 073295107 313 21,597 SH   DFND   0 21,597 0
BCE INC COM NEW 05534B760 79,825 1,885,435 SH   DFND   0 1,885,435 0
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BECTON DICKINSON & CO COM 075887109 44,404 309,243 SH   DFND   0 309,243 0
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BERKLEY W R CORP COM 084423102 7,348 145,473 SH   DFND   0 145,473 0
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BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 16,198 112,238 SH   OTR 1 0 112,238 0
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BIO TECHNE CORP COM 09073M104 632 6,300 SH   DFND   0 6,300 0
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BIOSPECIFICS TECHNOLOGIES CO COM 090931106 411 10,500 SH   DFND   0 10,500 0
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BLACKHAWK NETWORK HLDGS INC CL A 09238E104 2,099 58,681 SH   DFND   0 58,681 0
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BLOCK H & R INC COM 093671105 22,020 686,619 SH   DFND   0 686,619 0
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BLOUNT INTL INC NEW COM 095180105 268 20,800 SH   OTR 1 0 20,800 0
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BNC BANCORP COM 05566T101 297 16,400 SH   DFND   0 16,400 0
BOEING CO COM 097023105 24,489 163,175 SH   DFND   0 163,175 0
BOFI HLDG INC COM 05566U108 524 5,637 SH   DFND   0 5,637 0
BOINGO WIRELESS INC COM 09739C102 206 27,370 SH   DFND   0 27,370 0
BOISE CASCADE CO DEL COM 09739D100 1,823 48,664 SH   DFND   0 48,664 0
BOK FINL CORP COM NEW 05561Q201 498 8,140 SH   DFND   0 8,140 0
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BRIGHT HORIZONS FAM SOL IN D COM 109194100 354 6,900 SH   DFND   0 6,900 0
BRIGHTCOVE INC COM 10921T101 489 66,775 SH   DFND   0 66,775 0
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BROWN & BROWN INC COM 115236101 3,372 101,832 SH   DFND   0 101,832 0
BROWN FORMAN CORP CL B 115637209 14,275 157,997 SH   DFND   0 157,997 0
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BRUNSWICK CORP COM 117043109 1,797 34,923 SH   DFND   0 34,923 0
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BURLINGTON STORES INC COM 122017106 850 14,300 SH   OTR 1 0 14,300 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 6,108 83,414 SH   DFND   0 83,414 0
CA INC COM 12673P105 59,519 1,825,172 SH   DFND   0 1,825,172 0
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CABOT MICROELECTRONICS CORP COM 12709P103 1,129 22,600 SH   OTR 1 0 22,600 0
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CAL MAINE FOODS INC COM NEW 128030202 1,543 39,511 SH   DFND   0 39,511 0
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CAPITAL BK FINL CORP CL A COM 139794101 1,750 63,400 SH   OTR 1 0 63,400 0
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CBS CORP NEW CL B 124857202 9,084 149,835 SH   DFND   0 149,835 0
CDK GLOBAL INC COM 12508E101 1,483 31,719 SH   DFND   0 31,719 0
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CELANESE CORP DEL COM SER A 150870103 9,389 168,085 SH   DFND   0 168,085 0
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CELLDEX THERAPEUTICS INC NEW COM 15117B103 357 12,800 SH   OTR 1 0 12,800 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 1,055 37,866 SH   DFND   0 37,866 0
CEMEX SAB DE CV SPON ADR NEW 151290889 24,349 2,571,186 SH   DFND   0 2,571,186 0
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CEMPRA INC COM 15130J109 343 10,000 SH   OTR 1 0 10,000 0
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CENTERPOINT ENERGY INC COM 15189T107 7,848 384,522 SH   DFND   0 384,522 0
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 330 31,109 SH   DFND   0 31,109 0
CENTRAL PAC FINL CORP COM NEW 154760409 779 33,900 SH   DFND   0 33,900 0
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CENTURY ALUM CO COM 156431108 193 14,000 SH   OTR 1 0 14,000 0
CENTURY CASINOS INC COM 156492100 206 37,889 SH   DFND   0 37,889 0
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CEPHEID COM 15670R107 760 13,365 SH   DFND   0 13,365 0
CERNER CORP COM 156782104 2,898 39,558 SH   DFND   0 39,558 0
CESCA THERAPEUTICS INC COM 157131103 23 25,800 SH   DFND   0 25,800 0
CF INDS HLDGS INC COM 125269100 180,542 636,429 SH   DFND   0 636,429 0
CF INDS HLDGS INC COM 125269100 5,362 18,900 SH   OTR 1 0 18,900 0
CHAMBERS STR PPTYS COM 157842105 306 38,800 SH   DFND   0 38,800 0
CHARLES RIV LABS INTL INC COM 159864107 31,977 403,298 SH   DFND   0 403,298 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 6,259 32,410 SH   DFND   0 32,410 0
CHATHAM LODGING TR COM 16208T102 8,657 294,356 SH   DFND   0 294,356 0
CHATHAM LODGING TR COM 16208T102 482 16,400 SH   OTR 1 0 16,400 0
CHECK POINT SOFTWARE TECH LT ORD M22465104 467 5,700 SH   DFND   0 5,700 0
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CHESAPEAKE UTILS CORP COM 165303108 972 19,208 SH   DFND   0 19,208 0
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CHIPOTLE MEXICAN GRILL INC COM 169656105 27,597 42,421 SH   DFND   0 42,421 0
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CIT GROUP INC COM NEW 125581801 4,879 108,143 SH   DFND   0 108,143 0
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CLECO CORP NEW COM 12561W105 9,179 168,369 SH   DFND   0 168,369 0
CLECO CORP NEW COM 12561W105 562 10,300 SH   OTR 1 0 10,300 0
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CLOROX CO DEL COM 189054109 31,146 282,145 SH   DFND   0 282,145 0
CLUBCORP HLDGS INC COM 18948M108 664 34,300 SH   DFND   0 34,300 0
CME GROUP INC COM 12572Q105 3,406 35,958 SH   DFND   0 35,958 0
CMS ENERGY CORP COM 125896100 8,844 253,323 SH   DFND   0 253,323 0
CNA FINL CORP COM 126117100 387 9,337 SH   DFND   0 9,337 0
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COACH INC COM 189754104 19,659 474,522 SH   DFND   0 474,522 0
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COCA COLA BOTTLING CO CONS COM 191098102 750 6,634 SH   DFND   0 6,634 0
COCA COLA CO COM 191216100 9,438 232,740 SH   OTR 1 0 232,740 0
COCA COLA CO COM 191216100 151,980 3,747,970 SH   DFND   0 3,747,970 0
COCA COLA ENTERPRISES INC NE COM 19122T109 29,800 674,213 SH   DFND   0 674,213 0
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COGENT COMMUNICATIONS HLDGS COM NEW 19239V302 315 8,919 SH   DFND   0 8,919 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 35,955 576,300 SH   DFND   0 576,300 0
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COLGATE PALMOLIVE CO COM 194162103 78,725 1,135,347 SH   DFND   0 1,135,347 0
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COLUMBIA SPORTSWEAR CO COM 198516106 1,086 17,827 SH   DFND   0 17,827 0
COMCAST CORP NEW CL A 20030N101 53,548 948,262 SH   DFND   0 948,262 0
COMCAST CORP NEW CL A 20030N101 480 8,500 SH   OTR 1 0 8,500 0
COMCAST CORP NEW CL A SPL 20030N200 1,323 23,600 SH   DFND   0 23,600 0
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COMMVAULT SYSTEMS INC COM 204166102 803 18,372 SH   DFND   0 18,372 0
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COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 1,097 202,342 SH   DFND   0 202,342 0
COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 35,076 8,576,097 SH   DFND   0 8,576,097 0
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 5,500 524,804 SH   DFND   0 524,804 0
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 80 47,400 SH   DFND   0 47,400 0
COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 4,270 421,563 SH   DFND   0 421,563 0
COMPASS MINERALS INTL INC COM 20451N101 748 8,023 SH   DFND   0 8,023 0
COMPUTER PROGRAMS & SYS INC COM 205306103 282 5,200 SH   DFND   0 5,200 0
COMPUTER SCIENCES CORP COM 205363104 132,902 2,035,869 SH   DFND   0 2,035,869 0
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COMTECH TELECOMMUNICATIONS C COM NEW 205826209 321 11,100 SH   OTR 1 0 11,100 0
CONAGRA FOODS INC COM 205887102 4,175 114,300 SH   DFND   0 114,300 0
CONMED CORP COM 207410101 8,794 174,168 SH   DFND   0 174,168 0
CONMED CORP COM 207410101 1,318 26,100 SH   OTR 1 0 26,100 0
CONNECTONE BANCORP INC NEW COM 20786W107 265 13,600 SH   DFND   0 13,600 0
CONOCOPHILLIPS COM 20825C104 86,583 1,390,662 SH   DFND   0 1,390,662 0
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CONSOLIDATED COMM HLDGS INC COM 209034107 975 47,800 SH   DFND   0 47,800 0
CONSOLIDATED EDISON INC COM 209115104 1,934 31,700 SH   OTR 1 0 31,700 0
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CONSTANT CONTACT INC COM 210313102 3,428 89,717 SH   DFND   0 89,717 0
CONSTANT CONTACT INC COM 210313102 718 18,800 SH   OTR 1 0 18,800 0
CONSTELLATION BRANDS INC CL A 21036P108 8,061 69,369 SH   DFND   0 69,369 0
CONSTELLATION BRANDS INC CL A 21036P108 2,612 22,480 SH   OTR 1 0 22,480 0
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CONTANGO OIL & GAS COMPANY COM NEW 21075N204 222 10,100 SH   DFND   0 10,100 0
CONTINENTAL RESOURCES INC COM 212015101 3,004 68,800 SH   DFND   0 68,800 0
CONVERGYS CORP COM 212485106 15,180 663,731 SH   DFND   0 663,731 0
CON-WAY INC COM 205944101 450 10,200 SH   OTR 1 0 10,200 0
CON-WAY INC COM 205944101 15,626 354,086 SH   DFND   0 354,086 0
COOPER COS INC COM NEW 216648402 8,088 43,156 SH   DFND   0 43,156 0
COOPER STD HLDGS INC COM 21676P103 467 7,881 SH   DFND   0 7,881 0
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COOPER TIRE & RUBR CO COM 216831107 998 23,300 SH   OTR 1 0 23,300 0
COPA HOLDINGS SA CL A P31076105 565 5,600 SH   DFND   0 5,600 0
COPART INC COM 217204106 2,287 60,860 SH   DFND   0 60,860 0
CORCEPT THERAPEUTICS INC COM 218352102 236 42,200 SH   DFND   0 42,200 0
CORE LABORATORIES N V COM N22717107 1,202 11,500 SH   DFND   0 11,500 0
CORE MARK HOLDING CO INC COM 218681104 10,133 157,533 SH   DFND   0 157,533 0
CORE MARK HOLDING CO INC COM 218681104 1,904 29,600 SH   OTR 1 0 29,600 0
CORELOGIC INC COM 21871D103 8,606 244,008 SH   DFND   0 244,008 0
CORELOGIC INC COM 21871D103 1,122 31,800 SH   OTR 1 0 31,800 0
CORESITE RLTY CORP COM 21870Q105 905 18,600 SH   DFND   0 18,600 0
CORMEDIX INC COM 21900C100 124 12,600 SH   DFND   0 12,600 0
CORNING INC COM 219350105 163,440 7,206,338 SH   DFND   0 7,206,338 0
CORNING INC COM 219350105 10,165 448,210 SH   OTR 1 0 448,210 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 503 6,300 SH   DFND   0 6,300 0
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T108 4,237 144,200 SH   DFND   0 144,200 0
CORRECTIONS CORP AMER NEW COM NEW 22025Y407 1,307 32,455 SH   DFND   0 32,455 0
CORVEL CORP COM 221006109 262 7,628 SH   DFND   0 7,628 0
COSTAR GROUP INC COM 22160N109 1,051 5,311 SH   DFND   0 5,311 0
COSTCO WHSL CORP NEW COM 22160K105 85,690 565,630 SH   DFND   0 565,630 0
COTY INC COM CL A 222070203 853 35,143 SH   DFND   0 35,143 0
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COVANTA HLDG CORP COM 22282E102 437 19,494 SH   DFND   0 19,494 0
COVENANT TRANSN GROUP INC CL A 22284P105 943 28,443 SH   DFND   0 28,443 0
COWEN GROUP INC NEW CL A 223622101 104 19,984 SH   DFND   0 19,984 0
CPFL ENERGIA S A SPONSORED ADR 126153105 1,056 82,984 SH   DFND   0 82,984 0
CRA INTL INC COM 12618T105 353 11,336 SH   DFND   0 11,336 0
CRACKER BARREL OLD CTRY STOR COM 22410J106 2,435 16,003 SH   DFND   0 16,003 0
CRAFT BREW ALLIANCE INC COM 224122101 303 22,206 SH   DFND   0 22,206 0
CRANE CO COM 224399105 23,867 382,430 SH   DFND   0 382,430 0
CRAY INC COM NEW 225223304 638 22,706 SH   DFND   0 22,706 0
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CRESCENT PT ENERGY CORP COM 22576C101 7,131 319,800 SH   DFND   0 319,800 0
CROSS CTRY HEALTHCARE INC COM 227483104 172 14,500 SH   DFND   0 14,500 0
CROWN CASTLE INTL CORP NEW COM 22822V101 27,867 337,614 SH   DFND   0 337,614 0
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CST BRANDS INC COM 12646R105 6,535 149,107 SH   DFND   0 149,107 0
CSX CORP COM 126408103 86,510 2,612,003 SH   DFND   0 2,612,003 0
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CTS CORP COM 126501105 285 15,822 SH   DFND   0 15,822 0
CUBESMART COM 229663109 5,213 215,862 SH   DFND   0 215,862 0
CUBESMART COM 229663109 553 22,900 SH   OTR 1 0 22,900 0
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CUMMINS INC COM 231021106 105,101 758,083 SH   DFND   0 758,083 0
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CUSTOMERS BANCORP INC COM 23204G100 356 14,630 SH   DFND   0 14,630 0
CVR ENERGY INC COM 12662P108 3,244 76,215 SH   DFND   0 76,215 0
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CVS HEALTH CORP COM 126650100 28,211 273,340 SH   OTR 1 0 273,340 0
CYNOSURE INC CL A 232577205 3,019 98,445 SH   DFND   0 98,445 0
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CYRUSONE INC COM 23283R100 308 9,900 SH   OTR 1 0 9,900 0
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CYTEC INDS INC COM 232820100 13,107 242,542 SH   DFND   0 242,542 0
D R HORTON INC COM 23331A109 27,000 948,021 SH   DFND   0 948,021 0
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DAKTRONICS INC COM 234264109 347 32,100 SH   OTR 1 0 32,100 0
DANA HLDG CORP COM 235825205 212 10,007 SH   DFND   0 10,007 0
DANAHER CORP DEL COM 235851102 66,989 789,034 SH   DFND   0 789,034 0
DARLING INGREDIENTS INC COM 237266101 217 15,500 SH   DFND   0 15,500 0
DATALINK CORP COM 237934104 167 13,864 SH   DFND   0 13,864 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 4,692 57,731 SH   DFND   0 57,731 0
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DDR CORP COM 23317H102 1,815 97,500 SH   DFND   0 97,500 0
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DEERE & CO COM 244199105 3,994 45,542 SH   DFND   0 45,542 0
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DELEK US HLDGS INC COM 246647101 770 19,363 SH   DFND   0 19,363 0
DELPHI AUTOMOTIVE PLC SHS G27823106 182,520 2,288,942 SH   DFND   0 2,288,942 0
DELTA AIR LINES INC DEL COM NEW 247361702 158,927 3,534,852 SH   DFND   0 3,534,852 0
DELTA AIR LINES INC DEL COM NEW 247361702 13,325 296,370 SH   OTR 1 0 296,370 0
DELUXE CORP COM 248019101 20,434 294,948 SH   DFND   0 294,948 0
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DENBURY RES INC COM NEW 247916208 2,500 343,000 SH   DFND   0 343,000 0
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DENTSPLY INTL INC NEW COM 249030107 219 4,300 SH   DFND   0 4,300 0
DEPOMED INC COM 249908104 3,428 152,961 SH   DFND   0 152,961 0
DEPOMED INC COM 249908104 1,098 49,000 SH   OTR 1 0 49,000 0
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DEX MEDIA INC NEW COM 25213A107 592 141,406 SH   DFND   0 141,406 0
DEX MEDIA INC NEW COM 25213A107 115 27,500 SH   OTR 1 0 27,500 0
DEXCOM INC COM 252131107 1,453 23,300 SH   OTR 1 0 23,300 0
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DIAMOND FOODS INC COM 252603105 765 23,500 SH   DFND   0 23,500 0
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 272 1,700 SH   DFND   0 1,700 0
DIAMOND RESORTS INTL INC COM 25272T104 1,968 58,868 SH   DFND   0 58,868 0
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DIAMONDBACK ENERGY INC COM 25278X109 254 3,300 SH   OTR 1 0 3,300 0
DIAMONDROCK HOSPITALITY CO COM 252784301 6,070 429,614 SH   DFND   0 429,614 0
DIAMONDROCK HOSPITALITY CO COM 252784301 1,046 74,000 SH   OTR 1 0 74,000 0
DICE HLDGS INC COM 253017107 1,198 134,314 SH   DFND   0 134,314 0
DICE HLDGS INC COM 253017107 208 23,300 SH   OTR 1 0 23,300 0
DICKS SPORTING GOODS INC COM 253393102 7,095 124,504 SH   DFND   0 124,504 0
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DIGITAL RLTY TR INC COM 253868103 5,312 80,530 SH   DFND   0 80,530 0
DIGITAL TURBINE INC COM NEW 25400W102 62 18,900 SH   DFND   0 18,900 0
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DIODES INC COM 254543101 3,314 116,023 SH   DFND   0 116,023 0
DIODES INC COM 254543101 1,165 40,800 SH   OTR 1 0 40,800 0
DIRECTV COM 25490A309 2,562 30,100 SH   OTR 1 0 30,100 0
DIRECTV COM 25490A309 30,772 361,599 SH   DFND   0 361,599 0
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DISCOVER FINL SVCS COM 254709108 105,490 1,872,054 SH   DFND   0 1,872,054 0
DISH NETWORK CORP CL A 25470M109 55,172 787,499 SH   DFND   0 787,499 0
DISNEY WALT CO COM DISNEY 254687106 88,617 844,855 SH   DFND   0 844,855 0
DIXIE GROUP INC CL A 255519100 92 10,202 SH   DFND   0 10,202 0
DOLBY LABORATORIES INC COM 25659T107 2,401 62,929 SH   DFND   0 62,929 0
DOLLAR GEN CORP NEW COM 256677105 127,202 1,687,480 SH   DFND   0 1,687,480 0
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DOMINOS PIZZA INC COM 25754A201 37,763 375,560 SH   DFND   0 375,560 0
DOMTAR CORP COM NEW 257559203 13,740 297,267 SH   DFND   0 297,267 0
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DONNELLEY R R & SONS CO COM 257867101 6,905 359,825 SH   DFND   0 359,825 0
DOT HILL SYS CORP COM 25848T109 460 86,800 SH   DFND   0 86,800 0
DOUGLAS DYNAMICS INC COM 25960R105 349 15,292 SH   DFND   0 15,292 0
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DOVER CORP COM 260003108 15,562 225,139 SH   DFND   0 225,139 0
DOW CHEM CO COM 260543103 67,212 1,400,842 SH   DFND   0 1,400,842 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 173,202 2,206,957 SH   DFND   0 2,206,957 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,585 20,200 SH   OTR 1 0 20,200 0
DR REDDYS LABS LTD ADR 256135203 97,931 1,715,072 SH   DFND   0 1,715,072 0
DRESSER-RAND GROUP INC COM 261608103 619 7,700 SH   DFND   0 7,700 0
DREW INDS INC COM NEW 26168L205 947 15,389 SH   DFND   0 15,389 0
DREW INDS INC COM NEW 26168L205 855 13,900 SH   OTR 1 0 13,900 0
DST SYS INC DEL COM 233326107 42,478 383,691 SH   DFND   0 383,691 0
DST SYS INC DEL COM 233326107 742 6,700 SH   OTR 1 0 6,700 0
DSW INC CL A 23334L102 1,473 39,948 SH   DFND   0 39,948 0
DTE ENERGY CO COM 233331107 11,991 148,600 SH   OTR 1 0 148,600 0
DTE ENERGY CO COM 233331107 154,055 1,909,221 SH   DFND   0 1,909,221 0
DTS INC COM 23335C101 634 18,614 SH   DFND   0 18,614 0
DU PONT E I DE NEMOURS & CO COM 263534109 6,197 86,702 SH   DFND   0 86,702 0
DUKE ENERGY CORP NEW COM NEW 26441C204 77,883 1,014,371 SH   DFND   0 1,014,371 0
DUKE ENERGY CORP NEW COM NEW 26441C204 2,303 30,000 SH   OTR 1 0 30,000 0
DUKE REALTY CORP COM NEW 264411505 6,017 276,400 SH   DFND   0 276,400 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 52,838 411,638 SH   DFND   0 411,638 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 7,562 231,400 SH   DFND   0 231,400 0
DURECT CORP COM 266605104 128 66,800 SH   DFND   0 66,800 0
DYAX CORP COM 26746E103 1,684 100,487 SH   DFND   0 100,487 0
DYCOM INDS INC COM 267475101 1,301 26,645 SH   DFND   0 26,645 0
DYNEGY INC NEW DEL COM 26817R108 4,146 131,913 SH   DFND   0 131,913 0
DYNEGY INC NEW DEL COM 26817R108 713 22,700 SH   OTR 1 0 22,700 0
E M C CORP MASS COM 268648102 45,232 1,769,650 SH   DFND   0 1,769,650 0
E M C CORP MASS COM 268648102 240 9,400 SH   OTR 1 0 9,400 0
E TRADE FINANCIAL CORP COM NEW 269246401 1,353 47,392 SH   DFND   0 47,392 0
EAGLE BANCORP INC MD COM 268948106 860 22,389 SH   DFND   0 22,389 0
EAGLE MATERIALS INC COM 26969P108 919 11,000 SH   DFND   0 11,000 0
EAGLE PHARMACEUTICALS INC COM 269796108 356 8,500 SH   DFND   0 8,500 0
EARTHLINK HLDGS CORP COM 27033X101 511 115,017 SH   DFND   0 115,017 0
EARTHLINK HLDGS CORP COM 27033X101 142 32,000 SH   OTR 1 0 32,000 0
EAST WEST BANCORP INC COM 27579R104 2,534 62,640 SH   DFND   0 62,640 0
EASTGROUP PPTY INC COM 277276101 1,553 25,818 SH   DFND   0 25,818 0
EASTGROUP PPTY INC COM 277276101 295 4,900 SH   OTR 1 0 4,900 0
EASTMAN CHEM CO COM 277432100 1,089 15,721 SH   DFND   0 15,721 0
EATON CORP PLC SHS G29183103 12,553 184,772 SH   DFND   0 184,772 0
EATON VANCE CORP COM NON VTG 278265103 2,184 52,449 SH   DFND   0 52,449 0
EBAY INC COM 278642103 68,631 1,189,865 SH   DFND   0 1,189,865 0
EBIX INC COM NEW 278715206 947 31,170 SH   DFND   0 31,170 0
ECHO GLOBAL LOGISTICS INC COM 27875T101 672 24,644 SH   DFND   0 24,644 0
ECHOSTAR CORP CL A 278768106 2,741 53,000 SH   DFND   0 53,000 0
ECOLAB INC COM 278865100 694 6,065 SH   DFND   0 6,065 0
EDISON INTL COM 281020107 116,752 1,868,929 SH   DFND   0 1,868,929 0
EDISON INTL COM 281020107 12,881 206,200 SH   OTR 1 0 206,200 0
EDUCATION RLTY TR INC COM NEW 28140H203 3,737 105,631 SH   DFND   0 105,631 0
EDWARDS LIFESCIENCES CORP COM 28176E108 262,144 1,840,121 SH   DFND   0 1,840,121 0
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EGAIN CORP COM NEW 28225C806 58 17,677 SH   DFND   0 17,677 0
EL PASO ELEC CO COM NEW 283677854 1,068 27,644 SH   DFND   0 27,644 0
ELBIT SYS LTD ORD M3760D101 1,754 24,355 SH   DFND   0 24,355 0
ELDORADO GOLD CORP NEW COM 284902103 15,443 3,366,247 SH   DFND   0 3,366,247 0
ELECTRONIC ARTS INC COM 285512109 2,153 36,600 SH   OTR 1 0 36,600 0
ELECTRONIC ARTS INC COM 285512109 195,660 3,326,708 SH   DFND   0 3,326,708 0
ELECTRONICS FOR IMAGING INC COM 286082102 583 13,961 SH   DFND   0 13,961 0
ELLIE MAE INC COM 28849P100 1,499 27,100 SH   DFND   0 27,100 0
ELLIS PERRY INTL INC COM 288853104 1,097 47,373 SH   DFND   0 47,373 0
EMCOR GROUP INC COM 29084Q100 1,401 30,153 SH   DFND   0 30,153 0
EMCOR GROUP INC COM 29084Q100 623 13,400 SH   OTR 1 0 13,400 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 6,752 234,765 SH   DFND   0 234,765 0
EMERGENT BIOSOLUTIONS INC COM 29089Q105 1,467 51,000 SH   OTR 1 0 51,000 0
EMERSON ELEC CO COM 291011104 19,851 350,606 SH   DFND   0 350,606 0
EMPIRE DIST ELEC CO COM 291641108 717 28,900 SH   OTR 1 0 28,900 0
EMPIRE DIST ELEC CO COM 291641108 4,212 169,709 SH   DFND   0 169,709 0
EMPIRE RESORTS INC COM NEW 292052206 139 30,300 SH   DFND   0 30,300 0
EMPIRE ST RLTY TR INC CL A 292104106 967 51,400 SH   DFND   0 51,400 0
EMPLOYERS HOLDINGS INC COM 292218104 1,179 43,700 SH   DFND   0 43,700 0
EMPLOYERS HOLDINGS INC COM 292218104 254 9,400 SH   OTR 1 0 9,400 0
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 4,027 89,400 SH   DFND   0 89,400 0
EMULEX CORP COM NEW 292475209 2,797 350,992 SH   DFND   0 350,992 0
EMULEX CORP COM NEW 292475209 548 68,800 SH   OTR 1 0 68,800 0
ENANTA PHARMACEUTICALS INC COM 29251M106 1,270 41,462 SH   DFND   0 41,462 0
ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X103 1,543 42,417 SH   DFND   0 42,417 0
ENBRIDGE INC COM 29250N105 14,807 307,151 SH   DFND   0 307,151 0
ENCANA CORP COM 292505104 28,985 2,596,139 SH   DFND   0 2,596,139 0
ENCORE CAP GROUP INC COM 292554102 233 5,614 SH   DFND   0 5,614 0
ENCORE WIRE CORP COM 292562105 426 11,250 SH   DFND   0 11,250 0
ENDOCYTE INC COM 29269A102 587 93,700 SH   DFND   0 93,700 0
ENDOCYTE INC COM 29269A102 628 100,300 SH   OTR 1 0 100,300 0
ENDURANCE INTL GROUP HLDGS I COM 29272B105 1,572 82,500 SH   DFND   0 82,500 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 5,920 96,822 SH   DFND   0 96,822 0
ENERGEN CORP COM 29265N108 12,437 188,434 SH   DFND   0 188,434 0
ENERGIZER HLDGS INC COM 29266R108 32,847 237,932 SH   DFND   0 237,932 0
ENERGY RECOVERY INC COM 29270J100 38 14,800 SH   DFND   0 14,800 0
ENERPLUS CORP COM 292766102 9,594 946,294 SH   DFND   0 946,294 0
ENERSIS S A SPONSORED ADR 29274F104 71,137 4,374,950 SH   DFND   0 4,374,950 0
ENERSYS COM 29275Y102 623 9,692 SH   DFND   0 9,692 0
ENGILITY HLDGS INC NEW COM 29286C107 3,078 102,472 SH   DFND   0 102,472 0
ENGILITY HLDGS INC NEW COM 29286C107 261 8,700 SH   OTR 1 0 8,700 0
ENOVA INTL INC COM 29357K103 516 26,200 SH   DFND   0 26,200 0
ENPHASE ENERGY INC COM 29355A107 754 57,144 SH   DFND   0 57,144 0
ENSIGN GROUP INC COM 29358P101 6,709 143,165 SH   DFND   0 143,165 0
ENSIGN GROUP INC COM 29358P101 1,396 29,800 SH   OTR 1 0 29,800 0
ENSTAR GROUP LIMITED SHS G3075P101 769 5,420 SH   DFND   0 5,420 0
ENTEGRIS INC COM 29362U104 1,138 83,138 SH   DFND   0 83,138 0
ENTERGY CORP NEW COM 29364G103 168,766 2,177,913 SH   DFND   0 2,177,913 0
ENTERGY CORP NEW COM 29364G103 12,267 158,300 SH   OTR 1 0 158,300 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 4,179 660,262 SH   DFND   0 660,262 0
ENTRAVISION COMMUNICATIONS C CL A 29382R107 1,360 214,900 SH   OTR 1 0 214,900 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 1,500 506,700 SH   DFND   0 506,700 0
ENTROPIC COMMUNICATIONS INC COM 29384R105 356 120,300 SH   OTR 1 0 120,300 0
ENVESTNET INC COM 29404K106 1,531 27,292 SH   DFND   0 27,292 0
ENZO BIOCHEM INC COM 294100102 67 22,700 SH   DFND   0 22,700 0
EOG RES INC COM 26875P101 62,037 676,600 SH   DFND   0 676,600 0
EP ENERGY CORP CL A 268785102 6,018 574,200 SH   DFND   0 574,200 0
EPAM SYS INC COM 29414B104 2,491 40,651 SH   DFND   0 40,651 0
EPAM SYS INC COM 29414B104 1,508 24,600 SH   OTR 1 0 24,600 0
EPLUS INC COM 294268107 2,316 26,644 SH   DFND   0 26,644 0
EPLUS INC COM 294268107 330 3,800 SH   OTR 1 0 3,800 0
EPR PPTYS COM SH BEN INT 26884U109 2,436 40,585 SH   DFND   0 40,585 0
EPR PPTYS COM SH BEN INT 26884U109 660 11,000 SH   OTR 1 0 11,000 0
EQUIFAX INC COM 294429105 14,665 157,689 SH   DFND   0 157,689 0
EQUINIX INC COM PAR $0.001 29444U700 1,857 7,973 SH   DFND   0 7,973 0
EQUITY COMWLTH COM SH BEN INT 294628102 1,107 41,700 SH   DFND   0 41,700 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 4,775 86,900 SH   DFND   0 86,900 0
EQUITY ONE COM 294752100 585 21,900 SH   DFND   0 21,900 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 41,684 535,367 SH   DFND   0 535,367 0
ESPERION THERAPEUTICS INC NE COM 29664W105 1,000 10,800 SH   OTR 1 0 10,800 0
ESPERION THERAPEUTICS INC NE COM 29664W105 5,297 57,200 SH   DFND   0 57,200 0
ESSENT GROUP LTD COM G3198U102 273 11,400 SH   DFND   0 11,400 0
ESSEX PPTY TR INC COM 297178105 12,602 54,813 SH   DFND   0 54,813 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 3,128 27,334 SH   DFND   0 27,334 0
EURONET WORLDWIDE INC COM 298736109 1,071 18,232 SH   DFND   0 18,232 0
EURONET WORLDWIDE INC COM 298736109 764 13,000 SH   OTR 1 0 13,000 0
EVERBANK FINL CORP COM 29977G102 1,171 64,951 SH   DFND   0 64,951 0
EVEREST RE GROUP LTD COM G3223R108 4,350 25,000 SH   OTR 1 0 25,000 0
EVEREST RE GROUP LTD COM G3223R108 111,118 638,607 SH   DFND   0 638,607 0
EVERSOURCE ENERGY COM 30040W108 3,776 74,745 SH   DFND   0 74,745 0
EXACT SCIENCES CORP COM 30063P105 1,449 65,807 SH   DFND   0 65,807 0
EXAMWORKS GROUP INC COM 30066A105 1,172 28,161 SH   DFND   0 28,161 0
EXAR CORP COM 300645108 203 20,200 SH   DFND   0 20,200 0
EXCEL TR INC COM 30068C109 1,011 72,100 SH   DFND   0 72,100 0
EXELIS INC COM 30162A108 1,881 77,180 SH   DFND   0 77,180 0
EXELIS INC COM 30162A108 1,180 48,400 SH   OTR 1 0 48,400 0
EXELON CORP COM 30161N101 15,814 470,510 SH   DFND   0 470,510 0
EXLSERVICE HOLDINGS INC COM 302081104 298 8,000 SH   OTR 1 0 8,000 0
EXLSERVICE HOLDINGS INC COM 302081104 2,587 69,531 SH   DFND   0 69,531 0
EXPEDIA INC DEL COM NEW 30212P303 85,374 906,976 SH   DFND   0 906,976 0
EXPEDIA INC DEL COM NEW 30212P303 3,266 34,700 SH   OTR 1 0 34,700 0
EXPEDITORS INTL WASH INC COM 302130109 573 11,900 SH   DFND   0 11,900 0
EXPONENT INC COM 30214U102 1,411 15,873 SH   DFND   0 15,873 0
EXPONENT INC COM 30214U102 685 7,700 SH   OTR 1 0 7,700 0
EXPRESS INC COM 30219E103 853 51,600 SH   DFND   0 51,600 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 8,141 93,819 SH   DFND   0 93,819 0
EXTERRAN HLDGS INC COM 30225X103 581 17,300 SH   DFND   0 17,300 0
EXTRA SPACE STORAGE INC COM 30225T102 4,644 68,734 SH   DFND   0 68,734 0
EXTREME NETWORKS INC COM 30226D106 459 145,200 SH   OTR 1 0 145,200 0
EXTREME NETWORKS INC COM 30226D106 1,007 318,668 SH   DFND   0 318,668 0
EXXON MOBIL CORP COM 30231G102 16,630 195,642 SH   OTR 1 0 195,642 0
EXXON MOBIL CORP COM 30231G102 209,568 2,465,508 SH   DFND   0 2,465,508 0
F5 NETWORKS INC COM 315616102 13,310 115,802 SH   DFND   0 115,802 0
FABRINET SHS G3323L100 6,814 358,806 SH   DFND   0 358,806 0
FABRINET SHS G3323L100 1,065 56,100 SH   OTR 1 0 56,100 0
FACEBOOK INC CL A 30303M102 86,979 1,057,946 SH   DFND   0 1,057,946 0
FACTSET RESH SYS INC COM 303075105 6,310 39,634 SH   DFND   0 39,634 0
FAIR ISAAC CORP COM 303250104 13,818 155,751 SH   DFND   0 155,751 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 21,051 1,157,908 SH   DFND   0 1,157,908 0
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 359 20,385 SH   DFND   0 20,385 0
FAMOUS DAVES AMER INC COM 307068106 357 12,509 SH   DFND   0 12,509 0
FARO TECHNOLOGIES INC COM 311642102 272 4,379 SH   DFND   0 4,379 0
FASTENAL CO COM 311900104 3,188 76,943 SH   DFND   0 76,943 0
FBL FINL GROUP INC CL A 30239F106 987 15,911 SH   DFND   0 15,911 0
FBR & CO COM NEW 30247C400 246 10,641 SH   DFND   0 10,641 0
FEDERAL MOGUL HOLDINGS CORP COM 313549404 284 21,363 SH   DFND   0 21,363 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 6,435 43,716 SH   DFND   0 43,716 0
FEDERAL SIGNAL CORP COM 313855108 1,852 117,270 SH   DFND   0 117,270 0
FEDERATED NATL HLDG CO COM 31422T101 5,794 189,353 SH   DFND   0 189,353 0
FEDERATED NATL HLDG CO COM 31422T101 1,499 49,000 SH   OTR 1 0 49,000 0
FEDEX CORP COM 31428X106 131,320 793,716 SH   DFND   0 793,716 0
FEI CO COM 30241L109 314 4,117 SH   DFND   0 4,117 0
FELCOR LODGING TR INC COM 31430F101 1,591 138,503 SH   DFND   0 138,503 0
FERRO CORP COM 315405100 2,762 220,089 SH   DFND   0 220,089 0
FERRO CORP COM 315405100 2,167 172,700 SH   OTR 1 0 172,700 0
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 141,932 8,722,901 SH   DFND   0 8,722,901 0
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 3,727 263,735 SH   DFND   0 263,735 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 6,306 171,540 SH   DFND   0 171,540 0
FIDELITY NATL INFORMATION SV COM 31620M106 115,012 1,689,864 SH   DFND   0 1,689,864 0
FIDELITY NATL INFORMATION SV COM 31620M106 3,600 52,900 SH   OTR 1 0 52,900 0
FIDELITY SOUTHERN CORP NEW COM 316394105 233 13,813 SH   DFND   0 13,813 0
FIESTA RESTAURANT GROUP INC COM 31660B101 1,445 23,682 SH   DFND   0 23,682 0
FIFTH THIRD BANCORP COM 316773100 371 19,700 SH   OTR 1 0 19,700 0
FIFTH THIRD BANCORP COM 316773100 15,679 831,764 SH   DFND   0 831,764 0
FINANCIAL ENGINES INC COM 317485100 326 7,800 SH   DFND   0 7,800 0
FINISH LINE INC CL A 317923100 808 32,968 SH   DFND   0 32,968 0
FIREEYE INC COM 31816Q101 1,052 26,800 SH   DFND   0 26,800 0
FIRST AMERN FINL CORP COM 31847R102 1,256 35,210 SH   DFND   0 35,210 0
FIRST BANCORP P R COM NEW 318672706 1,399 225,600 SH   DFND   0 225,600 0
FIRST BANCORP P R COM NEW 318672706 157 25,400 SH   OTR 1 0 25,400 0
FIRST COMWLTH FINL CORP PA COM 319829107 3,457 384,094 SH   DFND   0 384,094 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 1,759 6,773 SH   DFND   0 6,773 0
FIRST CTZNS BANCSHARES INC N CL A 31946M103 338 1,300 SH   OTR 1 0 1,300 0
FIRST FINL BANCORP OH COM 320209109 353 19,814 SH   DFND   0 19,814 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,738 81,100 SH   DFND   0 81,100 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 283 13,200 SH   OTR 1 0 13,200 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 7,971 286,522 SH   DFND   0 286,522 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 1,586 57,000 SH   OTR 1 0 57,000 0
FIRST MAJESTIC SILVER CORP COM 32076V103 340 63,100 SH   DFND   0 63,100 0
FIRST MERCHANTS CORP COM 320817109 355 15,096 SH   DFND   0 15,096 0
FIRST MIDWEST BANCORP DEL COM 320867104 733 42,200 SH   OTR 1 0 42,200 0
FIRST MIDWEST BANCORP DEL COM 320867104 4,354 250,644 SH   DFND   0 250,644 0
FIRST NBC BK HLDG CO COM 32115D106 838 25,423 SH   DFND   0 25,423 0
FIRST NIAGARA FINL GP INC COM 33582V108 298 33,760 SH   DFND   0 33,760 0
FIRST POTOMAC RLTY TR COM 33610F109 121 10,200 SH   DFND   0 10,200 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 306 5,365 SH   DFND   0 5,365 0
FIRST SOLAR INC COM 336433107 30,289 506,596 SH   DFND   0 506,596 0
FIRSTENERGY CORP COM 337932107 596 17,000 SH   DFND   0 17,000 0
FIRSTSERVICE CORP SUB VTG SH 33761N109 1,495 23,100 SH   DFND   0 23,100 0
FISERV INC COM 337738108 72,834 917,300 SH   DFND   0 917,300 0
FISERV INC COM 337738108 881 11,100 SH   OTR 1 0 11,100 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 594 26,000 SH   OTR 1 0 26,000 0
FIVE PRIME THERAPEUTICS INC COM 33830X104 1,490 65,200 SH   DFND   0 65,200 0
FIVE STAR QUALITY CARE INC COM 33832D106 124 27,928 SH   DFND   0 27,928 0
FLEETCOR TECHNOLOGIES INC COM 339041105 25,880 171,480 SH   DFND   0 171,480 0
FLEETMATICS GROUP PLC COM G35569105 305 6,800 SH   DFND   0 6,800 0
FLEXTRONICS INTL LTD ORD Y2573F102 189,549 14,954,521 SH   DFND   0 14,954,521 0
FLIR SYS INC COM 302445101 9,226 294,939 SH   DFND   0 294,939 0
FLOWSERVE CORP COM 34354P105 538 9,522 SH   DFND   0 9,522 0
FLUOR CORP NEW COM 343412102 7,918 138,526 SH   DFND   0 138,526 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 31,964 341,865 SH   DFND   0 341,865 0
FONAR CORP COM NEW 344437405 231 17,637 SH   DFND   0 17,637 0
FOOT LOCKER INC COM 344849104 135,923 2,157,515 SH   DFND   0 2,157,515 0
FORD MTR CO DEL COM PAR $0.01 345370860 5,128 317,693 SH   DFND   0 317,693 0
FORMFACTOR INC COM 346375108 3,904 440,182 SH   DFND   0 440,182 0
FORTINET INC COM 34959E109 12,252 350,556 SH   DFND   0 350,556 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 2,687 56,600 SH   DFND   0 56,600 0
FORWARD AIR CORP COM 349853101 288 5,300 SH   DFND   0 5,300 0
FOSSIL GROUP INC COM 34988V106 8,375 101,574 SH   DFND   0 101,574 0
FOSTER L B CO COM 350060109 294 6,200 SH   DFND   0 6,200 0
FRANCO NEVADA CORP COM 351858105 26,556 547,946 SH   DFND   0 547,946 0
FRANKLIN ELEC INC COM 353514102 225 5,902 SH   DFND   0 5,902 0
FRANKLIN RES INC COM 354613101 10,167 198,117 SH   DFND   0 198,117 0
FREDS INC CL A 356108100 1,482 86,718 SH   DFND   0 86,718 0
FREEPORT-MCMORAN INC CL B 35671D857 1,061 55,986 SH   DFND   0 55,986 0
FRESH DEL MONTE PRODUCE INC ORD G36738105 2,709 69,633 SH   DFND   0 69,633 0
FRESH MKT INC COM 35804H106 536 13,200 SH   DFND   0 13,200 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 4,293 608,966 SH   DFND   0 608,966 0
FRONTLINE LTD SHS G3682E127 166 74,200 SH   DFND   0 74,200 0
FRONTLINE LTD SHS G3682E127 33 14,900 SH   OTR 1 0 14,900 0
FTD COS INC COM 30281V108 426 14,213 SH   DFND   0 14,213 0
FTI CONSULTING INC COM 302941109 303 8,100 SH   DFND   0 8,100 0
FUELCELL ENERGY INC COM 35952H106 83 66,200 SH   DFND   0 66,200 0
FULTON FINL CORP PA COM 360271100 4,060 329,003 SH   DFND   0 329,003 0
FUTUREFUEL CORPORATION COM 36116M106 146 14,200 SH   OTR 1 0 14,200 0
FUTUREFUEL CORPORATION COM 36116M106 885 86,151 SH   DFND   0 86,151 0
FXCM INC COM CL A 302693106 217 102,100 SH   DFND   0 102,100 0
FXCM INC COM CL A 302693106 93 43,600 SH   OTR 1 0 43,600 0
G & K SVCS INC CL A 361268105 7,049 97,187 SH   DFND   0 97,187 0
G & K SVCS INC CL A 361268105 1,349 18,600 SH   OTR 1 0 18,600 0
GAIN CAP HLDGS INC COM 36268W100 162 16,583 SH   DFND   0 16,583 0
GALLAGHER ARTHUR J & CO COM 363576109 8,635 184,700 SH   DFND   0 184,700 0
GAMCO INVESTORS INC COM 361438104 537 6,844 SH   DFND   0 6,844 0
GAMESTOP CORP NEW CL A 36467W109 23,942 630,715 SH   DFND   0 630,715 0
GANNETT INC COM 364730101 52,001 1,402,403 SH   DFND   0 1,402,403 0
GAP INC DEL COM 364760108 132,271 3,052,637 SH   DFND   0 3,052,637 0
GAP INC DEL COM 364760108 464 10,700 SH   OTR 1 0 10,700 0
GARMIN LTD SHS H2906T109 18,685 393,207 SH   DFND   0 393,207 0
GARTNER INC COM 366651107 14,669 174,943 SH   DFND   0 174,943 0
GATX CORP COM 361448103 2,878 49,640 SH   DFND   0 49,640 0
GAZIT GLOBE LTD SHS M4793C102 956 77,263 SH   DFND   0 77,263 0
GENERAC HLDGS INC COM 368736104 649 13,325 SH   DFND   0 13,325 0
GENERAL COMMUNICATION INC CL A 369385109 474 30,084 SH   DFND   0 30,084 0
GENERAL DYNAMICS CORP COM 369550108 234,611 1,728,510 SH   DFND   0 1,728,510 0
GENERAL DYNAMICS CORP COM 369550108 5,850 43,100 SH   OTR 1 0 43,100 0
GENERAL ELECTRIC CO COM 369604103 377 15,190 SH   OTR 1 0 15,190 0
GENERAL ELECTRIC CO COM 369604103 67,404 2,716,807 SH   DFND   0 2,716,807 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 17,748 600,600 SH   DFND   0 600,600 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 919 31,100 SH   OTR 1 0 31,100 0
GENERAL MLS INC COM 370334104 51,672 912,930 SH   DFND   0 912,930 0
GENERAL MTRS CO COM 37045V100 28,105 749,463 SH   DFND   0 749,463 0
GENERAL MTRS CO COM 37045V100 6,821 181,900 SH   OTR 1 0 181,900 0
GENESCO INC COM 371532102 417 5,849 SH   DFND   0 5,849 0
GENESEE & WYO INC CL A 371559105 677 7,024 SH   DFND   0 7,024 0
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GILDAN ACTIVEWEAR INC COM 375916103 2,823 95,754 SH   DFND   0 95,754 0
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GLOBAL BRASS & COPPR HLDGS I COM 37953G103 1,587 102,701 SH   DFND   0 102,701 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 306 19,800 SH   OTR 1 0 19,800 0
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GLOBALSTAR INC COM 378973408 1,782 535,100 SH   DFND   0 535,100 0
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GLOBUS MED INC CL A 379577208 2,309 91,493 SH   DFND   0 91,493 0
GLOBUS MED INC CL A 379577208 1,585 62,800 SH   OTR 1 0 62,800 0
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GNC HLDGS INC COM CL A 36191G107 667 13,597 SH   DFND   0 13,597 0
GOLAR LNG LTD BERMUDA SHS G9456A100 501 15,579 SH   DFND   0 15,579 0
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1,896 472,919 SH   DFND   0 472,919 0
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GOODYEAR TIRE & RUBR CO COM 382550101 17,876 660,112 SH   DFND   0 660,112 0
GOOGLE INC CL A 38259P508 103,604 186,774 SH   DFND   0 186,774 0
GOOGLE INC CL A 38259P508 3,090 5,570 SH   OTR 1 0 5,570 0
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GOOGLE INC CL C 38259P706 7,930 14,470 SH   OTR 1 0 14,470 0
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GP STRATEGIES CORP COM 36225V104 363 9,800 SH   DFND   0 9,800 0
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GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 579 16,500 SH   DFND   0 16,500 0
GRAPHIC PACKAGING HLDG CO COM 388689101 929 63,900 SH   OTR 1 0 63,900 0
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GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 271 8,508 SH   DFND   0 8,508 0
GREIF INC CL A 397624107 275 7,000 SH   DFND   0 7,000 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,496 17,331 SH   DFND   0 17,331 0
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GROUPON INC COM CL A 399473107 20,859 2,893,038 SH   DFND   0 2,893,038 0
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GTT COMMUNICATIONS INC COM 362393100 259 13,700 SH   DFND   0 13,700 0
GUESS INC COM 401617105 5,338 287,169 SH   DFND   0 287,169 0
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HANCOCK HLDG CO COM 410120109 266 8,900 SH   DFND   0 8,900 0
HANDY & HARMAN LTD COM 410315105 395 9,610 SH   DFND   0 9,610 0
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HARSCO CORP COM 415864107 5,635 326,473 SH   DFND   0 326,473 0
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HCC INS HLDGS INC COM 404132102 419 7,400 SH   OTR 1 0 7,400 0
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HCP INC COM 40414L109 1,563 36,180 SH   OTR 1 0 36,180 0
HD SUPPLY HLDGS INC COM 40416M105 16,284 522,666 SH   DFND   0 522,666 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,961 33,300 SH   DFND   0 33,300 0
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HEALTHWAYS INC COM 422245100 546 27,700 SH   DFND   0 27,700 0
HEARTLAND EXPRESS INC COM 422347104 1,521 64,000 SH   DFND   0 64,000 0
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HECLA MNG CO COM 422704106 156 52,500 SH   DFND   0 52,500 0
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HENRY JACK & ASSOC INC COM 426281101 8,327 119,139 SH   DFND   0 119,139 0
HERCULES TECH GROWTH CAP INC COM 427096508 215 15,970 SH   DFND   0 15,970 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 1,903 294,200 SH   DFND   0 294,200 0
HERSHEY CO COM 427866108 23,121 229,123 SH   DFND   0 229,123 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 555 25,616 SH   DFND   0 25,616 0
HESS CORP COM 42809H107 43,359 638,857 SH   DFND   0 638,857 0
HEWLETT PACKARD CO COM 428236103 22,706 728,700 SH   OTR 1 0 728,700 0
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HFF INC CL A 40418F108 496 13,200 SH   OTR 1 0 13,200 0
HFF INC CL A 40418F108 1,296 34,518 SH   DFND   0 34,518 0
HHGREGG INC COM 42833L108 791 129,028 SH   DFND   0 129,028 0
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HILL ROM HLDGS INC COM 431475102 22,316 455,429 SH   DFND   0 455,429 0
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HNI CORP COM 404251100 2,168 39,302 SH   DFND   0 39,302 0
HOLLYFRONTIER CORP COM 436106108 7,860 195,183 SH   DFND   0 195,183 0
HOLOGIC INC COM 436440101 221 6,700 SH   DFND   0 6,700 0
HOME BANCSHARES INC COM 436893200 339 9,997 SH   DFND   0 9,997 0
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HOME PROPERTIES INC COM 437306103 1,504 21,700 SH   DFND   0 21,700 0
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HONEYWELL INTL INC COM 438516106 55,942 536,304 SH   DFND   0 536,304 0
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HORMEL FOODS CORP COM 440452100 68,699 1,208,418 SH   DFND   0 1,208,418 0
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HOST HOTELS & RESORTS INC COM 44107P104 12,998 644,108 SH   DFND   0 644,108 0
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HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 2,520 107,337 SH   DFND   0 107,337 0
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HOVNANIAN ENTERPRISES INC CL A 442487203 222 62,300 SH   OTR 1 0 62,300 0
HOWARD HUGHES CORP COM 44267D107 4,084 26,345 SH   DFND   0 26,345 0
HRG GROUP INC COM 40434J100 1,474 118,144 SH   DFND   0 118,144 0
HSN INC COM 404303109 5,578 81,748 SH   DFND   0 81,748 0
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HUBBELL INC CL B 443510201 5,387 49,144 SH   DFND   0 49,144 0
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HUNTINGTON INGALLS INDS INC COM 446413106 71,314 508,841 SH   DFND   0 508,841 0
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HYATT HOTELS CORP COM CL A 448579102 5,073 85,656 SH   DFND   0 85,656 0
HYSTER YALE MATLS HANDLING I CL A 449172105 3,365 45,913 SH   DFND   0 45,913 0
HYSTER YALE MATLS HANDLING I CL A 449172105 1,832 25,000 SH   OTR 1 0 25,000 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 70,968 1,051,839 SH   DFND   0 1,051,839 0
IAMGOLD CORP COM 450913108 50 26,600 SH   DFND   0 26,600 0
ICAD INC COM NEW 44934S206 157 16,400 SH   DFND   0 16,400 0
ICF INTL INC COM 44925C103 782 19,144 SH   DFND   0 19,144 0
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ICU MED INC COM 44930G107 5,048 54,199 SH   DFND   0 54,199 0
ICU MED INC COM 44930G107 1,276 13,700 SH   OTR 1 0 13,700 0
IDACORP INC COM 451107106 5,696 90,603 SH   DFND   0 90,603 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 2,148 579,021 SH   DFND   0 579,021 0
IDERA PHARMACEUTICALS INC COM NEW 45168K306 537 144,700 SH   OTR 1 0 144,700 0
IDEX CORP COM 45167R104 3,509 46,269 SH   DFND   0 46,269 0
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IGATE CORP COM 45169U105 267 6,251 SH   DFND   0 6,251 0
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IHS INC CL A 451734107 2,558 22,487 SH   DFND   0 22,487 0
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ILLUMINA INC COM 452327109 8,884 47,858 SH   DFND   0 47,858 0
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INCYTE CORP COM 45337C102 3,705 40,417 SH   DFND   0 40,417 0
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INFOSYS LTD SPONSORED ADR 456788108 200,276 5,709,114 SH   DFND   0 5,709,114 0
INGERSOLL-RAND PLC SHS G47791101 48,674 714,958 SH   DFND   0 714,958 0
INGLES MKTS INC CL A 457030104 1,036 20,939 SH   DFND   0 20,939 0
INGRAM MICRO INC CL A 457153104 43,972 1,750,465 SH   DFND   0 1,750,465 0
INGRAM MICRO INC CL A 457153104 2,529 100,682 SH   OTR 1 0 100,682 0
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INSYS THERAPEUTICS INC NEW COM NEW 45824V209 1,471 25,301 SH   DFND   0 25,301 0
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INTEGRATED DEVICE TECHNOLOGY COM 458118106 55,340 2,764,212 SH   DFND   0 2,764,212 0
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INTEL CORP COM 458140100 296,290 9,475,222 SH   DFND   0 9,475,222 0
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INTELIQUENT INC COM 45825N107 685 43,500 SH   OTR 1 0 43,500 0
INTELSAT S A COM L5140P101 152 12,638 SH   DFND   0 12,638 0
INTER PARFUMS INC COM 458334109 205 6,270 SH   DFND   0 6,270 0
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INTERDIGITAL INC COM 45867G101 1,951 38,453 SH   DFND   0 38,453 0
INTERNAP CORP COM PAR $.001 45885A300 168 16,400 SH   DFND   0 16,400 0
INTERNATIONAL BANCSHARES COR COM 459044103 1,469 56,434 SH   DFND   0 56,434 0
INTERNATIONAL BUSINESS MACHS COM 459200101 83,547 520,541 SH   DFND   0 520,541 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 6,805 57,964 SH   DFND   0 57,964 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 487 28,000 SH   DFND   0 28,000 0
INTERPUBLIC GROUP COS INC COM 460690100 45,792 2,070,180 SH   DFND   0 2,070,180 0
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INTERSIL CORP CL A 46069S109 9,429 658,465 SH   DFND   0 658,465 0
INTERVAL LEISURE GROUP INC COM 46113M108 236 9,000 SH   DFND   0 9,000 0
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INTL PAPER CO COM 460146103 16,903 304,608 SH   DFND   0 304,608 0
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INTUIT COM 461202103 33,535 345,866 SH   DFND   0 345,866 0
INTUITIVE SURGICAL INC COM NEW 46120E602 3,998 7,916 SH   DFND   0 7,916 0
INVACARE CORP COM 461203101 1,397 71,972 SH   DFND   0 71,972 0
INVESCO LTD SHS G491BT108 12,296 309,789 SH   DFND   0 309,789 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,258 81,000 SH   DFND   0 81,000 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 15,848 522,858 SH   DFND   0 522,858 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2,164 71,400 SH   OTR 1 0 71,400 0
INVESTORS BANCORP INC NEW COM 46146L101 1,097 93,637 SH   DFND   0 93,637 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 86 11,400 SH   OTR 1 0 11,400 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 713 95,070 SH   DFND   0 95,070 0
ION GEOPHYSICAL CORP COM 462044108 304 140,150 SH   DFND   0 140,150 0
ION GEOPHYSICAL CORP COM 462044108 229 105,500 SH   OTR 1 0 105,500 0
IPG PHOTONICS CORP COM 44980X109 362 3,900 SH   DFND   0 3,900 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 948 97,653 SH   DFND   0 97,653 0
IRON MTN INC NEW COM 46284V101 747 20,467 SH   DFND   0 20,467 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 526 32,900 SH   DFND   0 32,900 0
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 296 18,500 SH   OTR 1 0 18,500 0
ISHARES MSCI THI CAP ETF 464286624 2,317 29,194 SH   DFND   0 29,194 0
ISHARES MSCI TAIWAN ETF 464286731 7,656 486,426 SH   DFND   0 486,426 0
ISHARES TR MSCI EMG MKT ETF 464287234 4,549 113,354 SH   DFND   0 113,354 0
ISHARES TR MSCI EAFE ETF 464287465 6,492 101,173 SH   DFND   0 101,173 0
ISHARES TR RUSSELL 2000 ETF 464287655 3,067 24,662 SH   DFND   0 24,662 0
ISIS PHARMACEUTICALS INC COM 464330109 4,855 76,247 SH   DFND   0 76,247 0
ISIS PHARMACEUTICALS INC COM 464330109 3,126 49,100 SH   OTR 1 0 49,100 0
ISLE OF CAPRI CASINOS INC COM 464592104 1,219 86,730 SH   DFND   0 86,730 0
ISLE OF CAPRI CASINOS INC COM 464592104 261 18,600 SH   OTR 1 0 18,600 0
ISORAY INC COM 46489V104 290 184,700 SH   DFND   0 184,700 0
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 110,913 10,028,299 SH   DFND   0 10,028,299 0
ITC HLDGS CORP COM 465685105 1,108 29,607 SH   DFND   0 29,607 0
ITRON INC COM 465741106 1,050 28,761 SH   DFND   0 28,761 0
ITT CORP NEW COM NEW 450911201 47,978 1,202,163 SH   DFND   0 1,202,163 0
ITT CORP NEW COM NEW 450911201 1,652 41,400 SH   OTR 1 0 41,400 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 131 19,300 SH   DFND   0 19,300 0
J & J SNACK FOODS CORP COM 466032109 2,096 19,645 SH   DFND   0 19,645 0
J2 GLOBAL INC COM 48123V102 1,455 22,146 SH   DFND   0 22,146 0
JABIL CIRCUIT INC COM 466313103 62,238 2,662,016 SH   DFND   0 2,662,016 0
JABIL CIRCUIT INC COM 466313103 1,017 43,500 SH   OTR 1 0 43,500 0
JACK IN THE BOX INC COM 466367109 2,081 21,700 SH   OTR 1 0 21,700 0
JACK IN THE BOX INC COM 466367109 6,122 63,823 SH   DFND   0 63,823 0
JACOBS ENGR GROUP INC DEL COM 469814107 1,093 24,200 SH   DFND   0 24,200 0
JANUS CAP GROUP INC COM 47102X105 3,972 231,056 SH   DFND   0 231,056 0
JARDEN CORP COM 471109108 8,589 162,368 SH   DFND   0 162,368 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 1,020 5,906 SH   DFND   0 5,906 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 4,340 330,801 SH   DFND   0 330,801 0
JETBLUE AIRWAYS CORP COM 477143101 12,092 628,178 SH   DFND   0 628,178 0
JETBLUE AIRWAYS CORP COM 477143101 1,461 75,900 SH   OTR 1 0 75,900 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 1,456 40,754 SH   DFND   0 40,754 0
JOHN BEAN TECHNOLOGIES CORP COM 477839104 354 9,900 SH   OTR 1 0 9,900 0
JOHNSON & JOHNSON COM 478160104 31,433 312,456 SH   OTR 1 0 312,456 0
JOHNSON & JOHNSON COM 478160104 418,175 4,156,807 SH   DFND   0 4,156,807 0
JOHNSON CTLS INC COM 478366107 30,504 604,766 SH   DFND   0 604,766 0
JONES LANG LASALLE INC COM 48020Q107 2,852 16,738 SH   DFND   0 16,738 0
JONES LANG LASALLE INC COM 48020Q107 307 1,800 SH   OTR 1 0 1,800 0
JOY GLOBAL INC COM 481165108 997 25,443 SH   DFND   0 25,443 0
JPMORGAN CHASE & CO COM 46625H100 210,149 3,468,949 SH   DFND   0 3,468,949 0
JPMORGAN CHASE & CO COM 46625H100 15,827 261,260 SH   OTR 1 0 261,260 0
JUNIPER NETWORKS INC COM 48203R104 12,973 574,533 SH   DFND   0 574,533 0
K12 INC COM 48273U102 2,844 180,900 SH   DFND   0 180,900 0
K12 INC COM 48273U102 473 30,100 SH   OTR 1 0 30,100 0
KADANT INC COM 48282T104 309 5,868 SH   DFND   0 5,868 0
KAISER ALUMINUM CORP COM PAR $0.01 483007704 489 6,361 SH   DFND   0 6,361 0
KAMAN CORP COM 483548103 292 6,878 SH   DFND   0 6,878 0
KANSAS CITY SOUTHERN COM NEW 485170302 737 7,224 SH   DFND   0 7,224 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 1,938 59,004 SH   DFND   0 59,004 0
KAPSTONE PAPER & PACKAGING C COM 48562P103 778 23,700 SH   OTR 1 0 23,700 0
KAR AUCTION SVCS INC COM 48238T109 665 17,543 SH   DFND   0 17,543 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 435 14,200 SH   DFND   0 14,200 0
KATE SPADE & CO COM 485865109 731 21,900 SH   DFND   0 21,900 0
KBR INC COM 48242W106 32,038 2,212,571 SH   DFND   0 2,212,571 0
KCAP FINL INC COM 48668E101 230 34,118 SH   DFND   0 34,118 0
KCG HLDGS INC CL A 48244B100 455 37,100 SH   DFND   0 37,100 0
KELLOGG CO COM 487836108 28,958 439,096 SH   DFND   0 439,096 0
KENNEDY-WILSON HLDGS INC COM 489398107 2,157 82,500 SH   DFND   0 82,500 0
KEURIG GREEN MTN INC COM 49271M100 3,219 28,814 SH   DFND   0 28,814 0
KEY ENERGY SVCS INC COM 492914106 3,411 1,874,434 SH   DFND   0 1,874,434 0
KEY ENERGY SVCS INC COM 492914106 216 118,900 SH   OTR 1 0 118,900 0
KEYCORP NEW COM 493267108 62,244 4,395,785 SH   DFND   0 4,395,785 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 1,891 50,911 SH   DFND   0 50,911 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 2,021 54,400 SH   OTR 1 0 54,400 0
KFORCE INC COM 493732101 498 22,300 SH   OTR 1 0 22,300 0
KFORCE INC COM 493732101 1,204 53,988 SH   DFND   0 53,988 0
KILROY RLTY CORP COM 49427F108 2,079 27,300 SH   DFND   0 27,300 0
KIMBALL INTL INC CL B 494274103 160 15,285 SH   DFND   0 15,285 0
KIMBERLY CLARK CORP COM 494368103 208,251 1,944,274 SH   DFND   0 1,944,274 0
KIMBERLY CLARK CORP COM 494368103 14,361 134,080 SH   OTR 1 0 134,080 0
KIMCO RLTY CORP COM 49446R109 8,402 312,918 SH   DFND   0 312,918 0
KINDER MORGAN INC DEL COM 49456B101 11,125 264,507 SH   DFND   0 264,507 0
KINROSS GOLD CORP COM NO PAR 496902404 9,906 4,464,247 SH   DFND   0 4,464,247 0
KIRKLANDS INC COM 497498105 294 12,377 SH   DFND   0 12,377 0
KITE RLTY GROUP TR COM NEW 49803T300 845 30,000 SH   DFND   0 30,000 0
KLA-TENCOR CORP COM 482480100 8,364 143,494 SH   DFND   0 143,494 0
KLX INC COM 482539103 3,487 90,486 SH   DFND   0 90,486 0
KNIGHT TRANSN INC COM 499064103 2,154 66,800 SH   DFND   0 66,800 0
KNOLL INC COM NEW 498904200 711 30,329 SH   DFND   0 30,329 0
KOHLS CORP COM 500255104 31,471 402,191 SH   DFND   0 402,191 0
KONA GRILL INC COM 50047H201 600 21,100 SH   DFND   0 21,100 0
KORN FERRY INTL COM NEW 500643200 2,140 65,090 SH   DFND   0 65,090 0
KORN FERRY INTL COM NEW 500643200 966 29,400 SH   OTR 1 0 29,400 0
KOSMOS ENERGY LTD SHS G5315B107 463 58,497 SH   DFND   0 58,497 0
KRAFT FOODS GROUP INC COM 50076Q106 6,507 74,696 SH   DFND   0 74,696 0
KRAFT FOODS GROUP INC COM 50076Q106 218 2,500 SH   OTR 1 0 2,500 0
KRATON PERFORMANCE POLYMERS COM 50077C106 988 48,887 SH   DFND   0 48,887 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 1,179 213,200 SH   DFND   0 213,200 0
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 279 50,400 SH   OTR 1 0 50,400 0
KROGER CO COM 501044101 129,874 1,694,155 SH   DFND   0 1,694,155 0
KROGER CO COM 501044101 6,459 84,250 SH   OTR 1 0 84,250 0
KT CORP SPONSORED ADR 48268K101 1,508 115,321 SH   DFND   0 115,321 0
L BRANDS INC COM 501797104 32,278 342,328 SH   DFND   0 342,328 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 104,947 834,305 SH   DFND   0 834,305 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 2,465 19,600 SH   OTR 1 0 19,600 0
LA Z BOY INC COM 505336107 1,959 69,685 SH   DFND   0 69,685 0
LA Z BOY INC COM 505336107 942 33,500 SH   OTR 1 0 33,500 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 3,224 25,569 SH   DFND   0 25,569 0
LACLEDE GROUP INC COM 505597104 1,846 36,036 SH   DFND   0 36,036 0
LADENBURG THALMAN FIN SVCS I COM 50575Q102 667 172,669 SH   DFND   0 172,669 0
LAKE SHORE GOLD CORP COM 510728108 167 205,500 SH   DFND   0 205,500 0
LAKELAND FINL CORP COM 511656100 700 17,256 SH   DFND   0 17,256 0
LAKELAND INDS INC COM 511795106 93 10,446 SH   DFND   0 10,446 0
LAM RESEARCH CORP COM 512807108 58,906 838,704 SH   DFND   0 838,704 0
LAMAR ADVERTISING CO NEW CL A 512816109 731 12,337 SH   DFND   0 12,337 0
LANCASTER COLONY CORP COM 513847103 4,640 48,750 SH   DFND   0 48,750 0
LANCASTER COLONY CORP COM 513847103 1,342 14,103 SH   OTR 1 0 14,103 0
LANDSTAR SYS INC COM 515098101 2,929 44,174 SH   DFND   0 44,174 0
LANNET INC COM 516012101 5,516 81,459 SH   DFND   0 81,459 0
LANNET INC COM 516012101 1,578 23,300 SH   OTR 1 0 23,300 0
LAS VEGAS SANDS CORP COM 517834107 2,084 37,859 SH   DFND   0 37,859 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4,589 118,088 SH   DFND   0 118,088 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 598 15,400 SH   OTR 1 0 15,400 0
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 13,639 1,692,211 SH   DFND   0 1,692,211 0
LATTICE SEMICONDUCTOR CORP COM 518415104 4,400 694,071 SH   DFND   0 694,071 0
LATTICE SEMICONDUCTOR CORP COM 518415104 1,877 296,000 SH   OTR 1 0 296,000 0
LAUDER ESTEE COS INC CL A 518439104 16,139 194,074 SH   DFND   0 194,074 0
LDR HLDG CORP COM 50185U105 901 24,600 SH   DFND   0 24,600 0
LEAPFROG ENTERPRISES INC CL A 52186N106 1,076 493,800 SH   DFND   0 493,800 0
LEAPFROG ENTERPRISES INC CL A 52186N106 178 81,700 SH   OTR 1 0 81,700 0
LEAR CORP COM NEW 521865204 88,462 798,252 SH   DFND   0 798,252 0
LEAR CORP COM NEW 521865204 1,851 16,700 SH   OTR 1 0 16,700 0
LEE ENTERPRISES INC COM 523768109 357 112,631 SH   DFND   0 112,631 0
LEGACY TEX FINL GROUP INC COM 52471Y106 248 10,892 SH   DFND   0 10,892 0
LEGG MASON INC COM 524901105 7,158 129,668 SH   DFND   0 129,668 0
LEGGETT & PLATT INC COM 524660107 3,600 78,100 SH   DFND   0 78,100 0
LEIDOS HLDGS INC COM 525327102 9,067 216,089 SH   DFND   0 216,089 0
LENDINGTREE INC NEW COM 52603B107 1,851 33,052 SH   DFND   0 33,052 0
LENNAR CORP CL A 526057104 412 7,946 SH   DFND   0 7,946 0
LENNOX INTL INC COM 526107107 6,782 60,721 SH   DFND   0 60,721 0
LEUCADIA NATL CORP COM 527288104 1,669 74,889 SH   DFND   0 74,889 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 2,726 50,628 SH   DFND   0 50,628 0
LEXINGTON REALTY TRUST COM 529043101 1,272 129,400 SH   DFND   0 129,400 0
LEXMARK INTL NEW CL A 529771107 44,535 1,051,854 SH   DFND   0 1,051,854 0
LEXMARK INTL NEW CL A 529771107 3,082 72,800 SH   OTR 1 0 72,800 0
LG DISPLAY CO LTD SPONS ADR REP 50186V102 6,676 466,500 SH   DFND   0 466,500 0
LHC GROUP INC COM 50187A107 305 9,233 SH   DFND   0 9,233 0
LIBBEY INC COM 529898108 899 22,534 SH   DFND   0 22,534 0
LIBERATOR MEDICAL HLDGS INC COM 53012L108 359 102,600 SH   DFND   0 102,600 0
LIBERTY BROADBAND CORP COM SER C 530307305 662 11,700 SH   DFND   0 11,700 0
LIBERTY GLOBAL PLC SHS CL C G5480U120 5,409 108,600 SH   DFND   0 108,600 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 7,746 265,371 SH   DFND   0 265,371 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 5,820 199,400 SH   OTR 1 0 199,400 0
LIBERTY PPTY TR SH BEN INT 531172104 1,094 30,653 SH   DFND   0 30,653 0
LIBERTY TAX INC CL A 53128T102 250 9,000 SH   DFND   0 9,000 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,208 38,000 SH   DFND   0 38,000 0
LIFE TIME FITNESS INC COM 53217R207 1,696 23,900 SH   DFND   0 23,900 0
LIFEPOINT HOSPITALS INC COM 53219L109 5,569 75,823 SH   DFND   0 75,823 0
LILLY ELI & CO COM 532457108 5,257 72,363 SH   OTR 1 0 72,363 0
LILLY ELI & CO COM 532457108 164,547 2,264,923 SH   DFND   0 2,264,923 0
LINCOLN ELEC HLDGS INC COM 533900106 12,371 189,192 SH   DFND   0 189,192 0
LINCOLN ELEC HLDGS INC COM 533900106 412 6,300 SH   OTR 1 0 6,300 0
LINCOLN NATL CORP IND COM 534187109 41,986 730,692 SH   DFND   0 730,692 0
LINCOLN NATL CORP IND COM 534187109 2,482 43,200 SH   OTR 1 0 43,200 0
LINEAR TECHNOLOGY CORP COM 535678106 5,004 106,922 SH   DFND   0 106,922 0
LINKEDIN CORP COM CL A 53578A108 4,275 17,111 SH   DFND   0 17,111 0
LIONBRIDGE TECHNOLOGIES INC COM 536252109 217 37,900 SH   DFND   0 37,900 0
LIQUIDITY SERVICES INC COM 53635B107 105 10,640 SH   DFND   0 10,640 0
LITHIA MTRS INC CL A 536797103 1,717 17,272 SH   DFND   0 17,272 0
LITTELFUSE INC COM 537008104 521 5,239 SH   DFND   0 5,239 0
LIVE NATION ENTERTAINMENT IN COM 538034109 11,452 453,900 SH   DFND   0 453,900 0
LIVEDEAL INC COM NEW 538144304 324 102,700 SH   DFND   0 102,700 0
LIVEPERSON INC COM 538146101 560 54,751 SH   DFND   0 54,751 0
LIVEPERSON INC COM 538146101 375 36,600 SH   OTR 1 0 36,600 0
LKQ CORP COM 501889208 767 29,995 SH   DFND   0 29,995 0
LOCKHEED MARTIN CORP COM 539830109 174,502 859,787 SH   DFND   0 859,787 0
LOCKHEED MARTIN CORP COM 539830109 8,626 42,500 SH   OTR 1 0 42,500 0
LOEWS CORP COM 540424108 11,311 277,024 SH   DFND   0 277,024 0
LOGITECH INTL S A SHS H50430232 15,115 1,142,475 SH   DFND   0 1,142,475 0
LOGMEIN INC COM 54142L109 308 5,500 SH   OTR 1 0 5,500 0
LOGMEIN INC COM 54142L109 1,501 26,803 SH   DFND   0 26,803 0
LORAL SPACE & COMMUNICATNS I COM 543881106 4,290 62,685 SH   DFND   0 62,685 0
LORAL SPACE & COMMUNICATNS I COM 543881106 2,012 29,400 SH   OTR 1 0 29,400 0
LORILLARD INC COM 544147101 695 10,629 SH   DFND   0 10,629 0
LOUISIANA PAC CORP COM 546347105 971 58,809 SH   DFND   0 58,809 0
LOWES COS INC COM 548661107 284,550 3,825,107 SH   DFND   0 3,825,107 0
LOWES COS INC COM 548661107 12,297 165,300 SH   OTR 1 0 165,300 0
LPL FINL HLDGS INC COM 50212V100 7,130 162,555 SH   DFND   0 162,555 0
LTC PPTYS INC COM 502175102 6,143 133,550 SH   DFND   0 133,550 0
LTC PPTYS INC COM 502175102 653 14,200 SH   OTR 1 0 14,200 0
LULULEMON ATHLETICA INC COM 550021109 7,416 115,831 SH   DFND   0 115,831 0
LUMINEX CORP DEL COM 55027E102 464 29,000 SH   OTR 1 0 29,000 0
LUMINEX CORP DEL COM 55027E102 701 43,800 SH   DFND   0 43,800 0
LUMOS NETWORKS CORP COM 550283105 296 19,393 SH   DFND   0 19,393 0
LUXOFT HLDG INC ORD SHS CL A G57279104 424 8,200 SH   DFND   0 8,200 0
LUXOFT HLDG INC ORD SHS CL A G57279104 347 6,700 SH   OTR 1 0 6,700 0
LYDALL INC DEL COM 550819106 538 16,958 SH   DFND   0 16,958 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 284,415 3,239,346 SH   DFND   0 3,239,346 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 22,425 255,412 SH   OTR 1 0 255,412 0
M & T BK CORP COM 55261F104 15,666 123,351 SH   DFND   0 123,351 0
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 1,420 38,100 SH   DFND   0 38,100 0
MACERICH CO COM 554382101 4,525 53,663 SH   DFND   0 53,663 0
MACK CALI RLTY CORP COM 554489104 316 16,400 SH   DFND   0 16,400 0
MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 1,148 13,954 SH   DFND   0 13,954 0
MACROGENICS INC COM 556099109 822 26,200 SH   DFND   0 26,200 0
MACYS INC COM 55616P104 59,971 923,913 SH   DFND   0 923,913 0
MACYS INC COM 55616P104 370 5,700 SH   OTR 1 0 5,700 0
MADDEN STEVEN LTD COM 556269108 209 5,513 SH   DFND   0 5,513 0
MADDEN STEVEN LTD COM 556269108 298 7,850 SH   OTR 1 0 7,850 0
MADISON SQUARE GARDEN CO CL A 55826P100 7,218 85,268 SH   DFND   0 85,268 0
MAG SILVER CORP COM 55903Q104 1,665 268,900 SH   DFND   0 268,900 0
MAGELLAN HEALTH INC COM NEW 559079207 2,019 28,510 SH   DFND   0 28,510 0
MAGICJACK VOCALTEC LTD SHS M6787E101 527 77,000 SH   OTR 1 0 77,000 0
MAGICJACK VOCALTEC LTD SHS M6787E101 2,481 362,679 SH   DFND   0 362,679 0
MAGNA INTL INC COM 559222401 140,486 2,627,731 SH   DFND   0 2,627,731 0
MAIDEN HOLDINGS LTD SHS G5753U112 776 52,337 SH   DFND   0 52,337 0
MALLINCKRODT PUB LTD CO SHS G5785G107 44,034 347,684 SH   DFND   0 347,684 0
MANHATTAN ASSOCS INC COM 562750109 4,920 97,206 SH   DFND   0 97,206 0
MANHATTAN ASSOCS INC COM 562750109 1,675 33,100 SH   OTR 1 0 33,100 0
MANNKIND CORP COM 56400P201 102 19,600 SH   DFND   0 19,600 0
MANNKIND CORP COM 56400P201 140 26,900 SH   OTR 1 0 26,900 0
MANPOWERGROUP INC COM 56418H100 87,409 1,014,611 SH   DFND   0 1,014,611 0
MANULIFE FINL CORP COM 56501R106 5,404 318,179 SH   DFND   0 318,179 0
MARATHON OIL CORP COM 565849106 97,490 3,733,805 SH   DFND   0 3,733,805 0
MARATHON PETE CORP COM 56585A102 261,504 2,553,998 SH   DFND   0 2,553,998 0
MARATHON PETE CORP COM 56585A102 2,857 27,900 SH   OTR 1 0 27,900 0
MARCUS & MILLICHAP INC COM 566324109 1,177 31,400 SH   DFND   0 31,400 0
MARINEMAX INC COM 567908108 596 22,500 SH   DFND   0 22,500 0
MARKEL CORP COM 570535104 4,152 5,400 SH   DFND   0 5,400 0
MARKETAXESS HLDGS INC COM 57060D108 817 9,852 SH   DFND   0 9,852 0
MARRIOTT INTL INC NEW CL A 571903202 17,016 211,858 SH   DFND   0 211,858 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 462 5,700 SH   OTR 1 0 5,700 0
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 4,232 52,213 SH   DFND   0 52,213 0
MARSH & MCLENNAN COS INC COM 571748102 24,032 428,459 SH   DFND   0 428,459 0
MARTEN TRANS LTD COM 573075108 1,083 46,700 SH   DFND   0 46,700 0
MARTHA STEWART LIVING OMNIME CL A 573083102 259 39,800 SH   DFND   0 39,800 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 126,693 8,618,588 SH   DFND   0 8,618,588 0
MASCO CORP COM 574599106 33,944 1,271,302 SH   DFND   0 1,271,302 0
MASIMO CORP COM 574795100 538 16,300 SH   DFND   0 16,300 0
MASTERCARD INC CL A 57636Q104 27,278 315,756 SH   DFND   0 315,756 0
MATERION CORP COM 576690101 4,470 116,304 SH   DFND   0 116,304 0
MATERION CORP COM 576690101 530 13,800 SH   OTR 1 0 13,800 0
MATRIX SVC CO COM 576853105 1,754 99,885 SH   DFND   0 99,885 0
MATRIX SVC CO COM 576853105 781 44,500 SH   OTR 1 0 44,500 0
MATSON INC COM 57686G105 915 21,700 SH   DFND   0 21,700 0
MATTEL INC COM 577081102 1,673 73,200 SH   DFND   0 73,200 0
MATTHEWS INTL CORP CL A 577128101 1,060 20,585 SH   DFND   0 20,585 0
MATTRESS FIRM HLDG CORP COM 57722W106 1,907 27,379 SH   DFND   0 27,379 0
MATTSON TECHNOLOGY INC COM 577223100 276 69,968 SH   DFND   0 69,968 0
MAXIM INTEGRATED PRODS INC COM 57772K101 10,994 315,833 SH   DFND   0 315,833 0
MAXIMUS INC COM 577933104 739 11,074 SH   DFND   0 11,074 0
MAXIMUS INC COM 577933104 401 6,000 SH   OTR 1 0 6,000 0
MAXLINEAR INC CL A 57776J100 88 10,800 SH   DFND   0 10,800 0
MAXWELL TECHNOLOGIES INC COM 577767106 173 21,500 SH   DFND   0 21,500 0
MBIA INC COM 55262C100 817 87,799 SH   DFND   0 87,799 0
MCCLATCHY CO CL A 579489105 119 64,732 SH   DFND   0 64,732 0
MCCORMICK & CO INC COM NON VTG 579780206 23,998 311,215 SH   DFND   0 311,215 0
MCDONALDS CORP COM 580135101 44,705 458,793 SH   DFND   0 458,793 0
MCGRAW HILL FINL INC COM 580645109 34,945 337,960 SH   DFND   0 337,960 0
MCKESSON CORP COM 58155Q103 133,884 591,883 SH   DFND   0 591,883 0
MCKESSON CORP COM 58155Q103 5,225 23,100 SH   OTR 1 0 23,100 0
MDC PARTNERS INC CL A SUB VTG 552697104 295 10,395 SH   DFND   0 10,395 0
MEAD JOHNSON NUTRITION CO COM 582839106 12,094 120,303 SH   DFND   0 120,303 0
MEADWESTVACO CORP COM 583334107 2,404 48,200 SH   DFND   0 48,200 0
MECHEL OAO SPONSORED ADR 583840103 25 20,000 SH   DFND   0 20,000 0
MEDICAL PPTYS TRUST INC COM 58463J304 1,984 134,600 SH   DFND   0 134,600 0
MEDIDATA SOLUTIONS INC COM 58471A105 1,418 28,910 SH   DFND   0 28,910 0
MEDIFAST INC COM 58470H101 3,165 105,590 SH   DFND   0 105,590 0
MEDIFAST INC COM 58470H101 1,690 56,400 SH   OTR 1 0 56,400 0
MEDIVATION INC COM 58501N101 75,283 583,271 SH   DFND   0 583,271 0
MEDNAX INC COM 58502B106 256 3,530 SH   DFND   0 3,530 0
MEDTRONIC PLC SHS G5960L103 97,954 1,255,985 SH   DFND   0 1,255,985 0
MEETME INC COM 585141104 29 15,800 SH   DFND   0 15,800 0
MENTOR GRAPHICS CORP COM 587200106 740 30,800 SH   OTR 1 0 30,800 0
MENTOR GRAPHICS CORP COM 587200106 8,899 370,309 SH   DFND   0 370,309 0
MERCK & CO INC NEW COM 58933Y105 29,890 520,000 SH   OTR 1 0 520,000 0
MERCK & CO INC NEW COM 58933Y105 400,699 6,971,110 SH   DFND   0 6,971,110 0
MERCURY GENL CORP NEW COM 589400100 1,330 23,025 SH   DFND   0 23,025 0
MERCURY SYS INC COM 589378108 350 22,477 SH   DFND   0 22,477 0
MEREDITH CORP COM 589433101 1,610 28,864 SH   DFND   0 28,864 0
MERGE HEALTHCARE INC COM 589499102 555 124,083 SH   DFND   0 124,083 0
MERGE HEALTHCARE INC COM 589499102 66 14,800 SH   OTR 1 0 14,800 0
MERITAGE HOMES CORP COM 59001A102 370 7,600 SH   DFND   0 7,600 0
MERITOR INC COM 59001K100 921 73,000 SH   OTR 1 0 73,000 0
MERITOR INC COM 59001K100 4,015 318,378 SH   DFND   0 318,378 0
MERRIMACK PHARMACEUTICALS IN COM 590328100 1,163 97,900 SH   DFND   0 97,900 0
META FINL GROUP INC COM 59100U108 292 7,354 SH   DFND   0 7,354 0
METHANEX CORP COM 59151K108 3,073 57,400 SH   DFND   0 57,400 0
METHODE ELECTRS INC COM 591520200 7,351 156,269 SH   DFND   0 156,269 0
METHODE ELECTRS INC COM 591520200 3,561 75,700 SH   OTR 1 0 75,700 0
METLIFE INC COM 59156R108 70,247 1,389,650 SH   DFND   0 1,389,650 0
METLIFE INC COM 59156R108 2,300 45,500 SH   OTR 1 0 45,500 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,486 10,607 SH   DFND   0 10,607 0
MGE ENERGY INC COM 55277P104 660 14,900 SH   DFND   0 14,900 0
MGIC INVT CORP WIS COM 552848103 2,255 234,200 SH   DFND   0 234,200 0
MGM RESORTS INTERNATIONAL COM 552953101 637 30,278 SH   DFND   0 30,278 0
MGP INGREDIENTS INC NEW COM 55303J106 154 11,448 SH   DFND   0 11,448 0
MICHAEL KORS HLDGS LTD SHS G60754101 2,408 36,626 SH   DFND   0 36,626 0
MICHAELS COS INC COM 59408Q106 384 14,200 SH   DFND   0 14,200 0
MICREL INC COM 594793101 706 46,800 SH   DFND   0 46,800 0
MICROCHIP TECHNOLOGY INC COM 595017104 2,738 56,000 SH   DFND   0 56,000 0
MICRON TECHNOLOGY INC COM 595112103 82,870 3,054,554 SH   DFND   0 3,054,554 0
MICRON TECHNOLOGY INC COM 595112103 9,075 334,500 SH   OTR 1 0 334,500 0
MICROSEMI CORP COM 595137100 683 19,294 SH   DFND   0 19,294 0
MICROSOFT CORP COM 594918104 26,612 654,580 SH   OTR 1 0 654,580 0
MICROSOFT CORP COM 594918104 510,844 12,565,338 SH   DFND   0 12,565,338 0
MICROSTRATEGY INC CL A NEW 594972408 1,320 7,800 SH   DFND   0 7,800 0
MID-AMER APT CMNTYS INC COM 59522J103 2,232 28,888 SH   DFND   0 28,888 0
MIDDLEBY CORP COM 596278101 3,859 37,589 SH   DFND   0 37,589 0
MILLER HERMAN INC COM 600544100 836 30,107 SH   DFND   0 30,107 0
MIMEDX GROUP INC COM 602496101 922 88,691 SH   DFND   0 88,691 0
MINERALS TECHNOLOGIES INC COM 603158106 2,573 35,203 SH   DFND   0 35,203 0
MITEK SYS INC COM NEW 606710200 36 11,503 SH   DFND   0 11,503 0
MKS INSTRUMENT INC COM 55306N104 2,100 62,109 SH   DFND   0 62,109 0
MOBILE MINI INC COM 60740F105 210 4,927 SH   DFND   0 4,927 0
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 68,698 6,801,830 SH   DFND   0 6,801,830 0
MODINE MFG CO COM 607828100 3,444 255,685 SH   DFND   0 255,685 0
MODINE MFG CO COM 607828100 892 66,200 SH   OTR 1 0 66,200 0
MODUSLINK GLOBAL SOLUTIONS I COM NEW 60786L206 87 22,700 SH   DFND   0 22,700 0
MOHAWK INDS INC COM 608190104 10,724 57,734 SH   DFND   0 57,734 0
MOLINA HEALTHCARE INC COM 60855R100 2,647 39,331 SH   DFND   0 39,331 0
MOLINA HEALTHCARE INC COM 60855R100 1,770 26,300 SH   OTR 1 0 26,300 0
MOLSON COORS BREWING CO CL B 60871R209 7,982 107,210 SH   DFND   0 107,210 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 1,094 71,953 SH   DFND   0 71,953 0
MOMENTA PHARMACEUTICALS INC COM 60877T100 819 53,900 SH   OTR 1 0 53,900 0
MONARCH CASINO & RESORT INC COM 609027107 240 12,549 SH   DFND   0 12,549 0
MONDELEZ INTL INC CL A 609207105 98,027 2,716,169 SH   DFND   0 2,716,169 0
MONEYGRAM INTL INC COM NEW 60935Y208 424 49,100 SH   DFND   0 49,100 0
MONEYGRAM INTL INC COM NEW 60935Y208 122 14,100 SH   OTR 1 0 14,100 0
MONMOUTH REAL ESTATE INVT CO CL A 609720107 591 53,200 SH   DFND   0 53,200 0
MONOLITHIC PWR SYS INC COM 609839105 1,598 30,342 SH   DFND   0 30,342 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 2,005 61,435 SH   DFND   0 61,435 0
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 1,668 51,100 SH   OTR 1 0 51,100 0
MONRO MUFFLER BRAKE INC COM 610236101 690 10,614 SH   DFND   0 10,614 0
MONSTER BEVERAGE CORP COM 611740101 201,091 1,453,020 SH   DFND   0 1,453,020 0
MONSTER BEVERAGE CORP COM 611740101 14,352 103,700 SH   OTR 1 0 103,700 0
MONSTER WORLDWIDE INC COM 611742107 113 17,875 SH   DFND   0 17,875 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 3,858 100,367 SH   DFND   0 100,367 0
MONTPELIER RE HOLDINGS LTD SHS G62185106 800 20,800 SH   OTR 1 0 20,800 0
MOODYS CORP COM 615369105 17,910 172,544 SH   DFND   0 172,544 0
MOOG INC CL A 615394202 6,753 89,974 SH   DFND   0 89,974 0
MOOG INC CL A 615394202 1,749 23,300 SH   OTR 1 0 23,300 0
MORGAN STANLEY COM NEW 617446448 75,187 2,106,665 SH   DFND   0 2,106,665 0
MOSAIC CO NEW COM 61945C103 8,521 185,002 SH   DFND   0 185,002 0
MOTORCAR PTS AMER INC COM 620071100 941 33,875 SH   DFND   0 33,875 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 834 12,514 SH   DFND   0 12,514 0
MOVADO GROUP INC COM 624580106 436 15,300 SH   OTR 1 0 15,300 0
MOVADO GROUP INC COM 624580106 1,616 56,671 SH   DFND   0 56,671 0
MRC GLOBAL INC COM 55345K103 712 60,043 SH   DFND   0 60,043 0
MSC INDL DIRECT INC CL A 553530106 430 5,960 SH   DFND   0 5,960 0
MTS SYS CORP COM 553777103 269 3,553 SH   DFND   0 3,553 0
MUELLER INDS INC COM 624756102 2,009 55,616 SH   DFND   0 55,616 0
MUELLER WTR PRODS INC COM SER A 624758108 776 78,800 SH   DFND   0 78,800 0
MULTI COLOR CORP COM 625383104 1,167 16,826 SH   DFND   0 16,826 0
MURPHY OIL CORP COM 626717102 18,337 393,491 SH   DFND   0 393,491 0
MURPHY USA INC COM 626755102 47,821 660,784 SH   DFND   0 660,784 0
MURPHY USA INC COM 626755102 2,019 27,900 SH   OTR 1 0 27,900 0
MYLAN N V SHS EURO N59465109 6,583 110,913 SH   DFND   0 110,913 0
MYR GROUP INC DEL COM 55405W104 1,056 33,700 SH   OTR 1 0 33,700 0
MYR GROUP INC DEL COM 55405W104 5,573 177,835 SH   DFND   0 177,835 0
MYRIAD GENETICS INC COM 62855J104 41,173 1,163,084 SH   DFND   0 1,163,084 0
NABORS INDUSTRIES LTD SHS G6359F103 34,274 2,510,900 SH   DFND   0 2,510,900 0
NACCO INDS INC CL A 629579103 282 5,328 SH   DFND   0 5,328 0
NANOVIRICIDES INC COM NEW 630087203 62 27,400 SH   DFND   0 27,400 0
NASDAQ OMX GROUP INC COM 631103108 6,526 128,113 SH   DFND   0 128,113 0
NATHANS FAMOUS INC NEW COM 632347100 332 6,122 SH   DFND   0 6,122 0
NATIONAL FUEL GAS CO N J COM 636180101 328 5,430 SH   DFND   0 5,430 0
NATIONAL HEALTH INVS INC COM 63633D104 3,213 45,254 SH   DFND   0 45,254 0
NATIONAL HEALTH INVS INC COM 63633D104 795 11,200 SH   OTR 1 0 11,200 0
NATIONAL HEALTHCARE CORP COM 635906100 246 3,862 SH   DFND   0 3,862 0
NATIONAL OILWELL VARCO INC COM 637071101 30,930 618,733 SH   DFND   0 618,733 0
NATIONAL RETAIL PPTYS INC COM 637417106 2,847 69,500 SH   DFND   0 69,500 0
NATIONSTAR MTG HLDGS INC COM 63861C109 272 11,000 SH   DFND   0 11,000 0
NATUS MEDICAL INC DEL COM 639050103 3,731 94,533 SH   DFND   0 94,533 0
NATUS MEDICAL INC DEL COM 639050103 1,930 48,900 SH   OTR 1 0 48,900 0
NAUTILUS INC COM 63910B102 3,043 199,270 SH   DFND   0 199,270 0
NAUTILUS INC COM 63910B102 789 51,700 SH   OTR 1 0 51,700 0
NAVIDEA BIOPHARMACEUTICALS I COM 63937X103 46 29,100 SH   DFND   0 29,100 0
NAVIENT CORP COM 63938C108 115,542 5,683,308 SH   DFND   0 5,683,308 0
NAVIENT CORP COM 63938C108 5,302 260,800 SH   OTR 1 0 260,800 0
NAVIGANT CONSULTING INC COM 63935N107 2,984 230,278 SH   DFND   0 230,278 0
NAVIGANT CONSULTING INC COM 63935N107 257 19,800 SH   OTR 1 0 19,800 0
NAVIGATORS GROUP INC COM 638904102 2,711 34,822 SH   DFND   0 34,822 0
NAVIGATORS GROUP INC COM 638904102 327 4,200 SH   OTR 1 0 4,200 0
NBT BANCORP INC COM 628778102 4,859 193,900 SH   DFND   0 193,900 0
NBT BANCORP INC COM 628778102 942 37,600 SH   OTR 1 0 37,600 0
NCI BUILDING SYS INC COM NEW 628852204 363 21,000 SH   DFND   0 21,000 0
NCR CORP NEW COM 62886E108 891 30,198 SH   DFND   0 30,198 0
NEENAH PAPER INC COM 640079109 913 14,599 SH   DFND   0 14,599 0
NEKTAR THERAPEUTICS COM 640268108 1,114 101,261 SH   DFND   0 101,261 0
NEKTAR THERAPEUTICS COM 640268108 260 23,600 SH   OTR 1 0 23,600 0
NELNET INC CL A 64031N108 10,002 211,359 SH   DFND   0 211,359 0
NELNET INC CL A 64031N108 1,831 38,700 SH   OTR 1 0 38,700 0
NEOGEN CORP COM 640491106 715 15,295 SH   DFND   0 15,295 0
NEOGENOMICS INC COM NEW 64049M209 159 34,000 SH   DFND   0 34,000 0
NETAPP INC COM 64110D104 90,027 2,538,830 SH   DFND   0 2,538,830 0
NETFLIX INC COM 64110L106 435 1,045 SH   DFND   0 1,045 0
NETGEAR INC COM 64111Q104 225 6,857 SH   DFND   0 6,857 0
NETLIST INC COM 64118P109 11 19,500 SH   DFND   0 19,500 0
NETSCOUT SYS INC COM 64115T104 2,756 62,841 SH   DFND   0 62,841 0
NETSCOUT SYS INC COM 64115T104 517 11,800 SH   OTR 1 0 11,800 0
NETSOL TECHNOLOGIES INC COM PAR $.001 64115A402 89 15,400 SH   DFND   0 15,400 0
NETSUITE INC COM 64118Q107 1,322 14,256 SH   DFND   0 14,256 0
NEURALSTEM INC COM 64127R302 67 35,000 SH   DFND   0 35,000 0
NEUROCRINE BIOSCIENCES INC COM 64125C109 3,749 94,400 SH   DFND   0 94,400 0
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NEVSUN RES LTD COM 64156L101 618 183,300 SH   DFND   0 183,300 0
NEW GOLD INC CDA COM 644535106 242 72,100 SH   DFND   0 72,100 0
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NEW JERSEY RES COM 646025106 7,470 240,511 SH   DFND   0 240,511 0
NEW MEDIA INVT GROUP INC COM 64704V106 589 24,600 SH   DFND   0 24,600 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 1,627 108,250 SH   DFND   0 108,250 0
NEW YORK CMNTY BANCORP INC COM 649445103 9,811 586,423 SH   DFND   0 586,423 0
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NEWFIELD EXPL CO COM 651290108 149,567 4,262,390 SH   DFND   0 4,262,390 0
NEWFIELD EXPL CO COM 651290108 8,123 231,500 SH   OTR 1 0 231,500 0
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NEWPARK RES INC COM PAR $.01NEW 651718504 1,461 160,341 SH   DFND   0 160,341 0
NEWPORT CORP COM 651824104 257 13,500 SH   OTR 1 0 13,500 0
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NEWS CORP NEW CL A 65249B109 11,964 747,309 SH   DFND   0 747,309 0
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NIC INC COM 62914B100 563 31,871 SH   DFND   0 31,871 0
NIC INC COM 62914B100 309 17,500 SH   OTR 1 0 17,500 0
NIELSEN N V COM N63218106 348 7,802 SH   DFND   0 7,802 0
NIKE INC CL B 654106103 96,996 966,767 SH   DFND   0 966,767 0
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NN INC COM 629337106 298 11,890 SH   DFND   0 11,890 0
NOBLE CORP PLC SHS USD G65431101 907 63,500 SH   DFND   0 63,500 0
NOBLE ENERGY INC COM 655044105 643 13,150 SH   DFND   0 13,150 0
NORANDA ALUM HLDG CORP COM 65542W107 88 29,606 SH   DFND   0 29,606 0
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NORDSON CORP COM 655663102 253 3,226 SH   DFND   0 3,226 0
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NORTHWEST NAT GAS CO COM 667655104 1,798 37,500 SH   DFND   0 37,500 0
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NOW INC COM 67011P100 1,495 69,100 SH   DFND   0 69,100 0
NU SKIN ENTERPRISES INC CL A 67018T105 4,134 68,653 SH   DFND   0 68,653 0
NUCOR CORP COM 670346105 499 10,489 SH   DFND   0 10,489 0
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O REILLY AUTOMOTIVE INC NEW COM 67103H107 50,966 235,694 SH   DFND   0 235,694 0
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OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 7 15,200 SH   DFND   0 15,200 0
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OFG BANCORP COM 67103X102 494 30,300 SH   DFND   0 30,300 0
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OIL STS INTL INC COM 678026105 15,587 391,926 SH   DFND   0 391,926 0
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OLD REP INTL CORP COM 680223104 437 29,280 SH   DFND   0 29,280 0
OLIN CORP COM PAR $1 680665205 1,161 36,224 SH   DFND   0 36,224 0
OMEGA HEALTHCARE INVS INC COM 681936100 2,272 56,000 SH   DFND   0 56,000 0
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OMEGA PROTEIN CORP COM 68210P107 140 10,200 SH   OTR 1 0 10,200 0
OMEROS CORP COM 682143102 725 32,900 SH   DFND   0 32,900 0
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OMNIVISION TECHNOLOGIES INC COM 682128103 13,332 505,575 SH   DFND   0 505,575 0
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ON SEMICONDUCTOR CORP COM 682189105 24,285 2,005,345 SH   DFND   0 2,005,345 0
ONE GAS INC COM 68235P108 2,318 53,627 SH   DFND   0 53,627 0
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ONEOK INC NEW COM 682680103 600 12,444 SH   DFND   0 12,444 0
OPEN TEXT CORP COM 683715106 9,799 185,619 SH   DFND   0 185,619 0
OPHTHOTECH CORP COM 683745103 1,233 26,500 SH   DFND   0 26,500 0
OPKO HEALTH INC COM 68375N103 1,287 90,800 SH   DFND   0 90,800 0
ORACLE CORP COM 68389X105 163,984 3,800,313 SH   DFND   0 3,800,313 0
ORASURE TECHNOLOGIES INC COM 68554V108 1,079 165,000 SH   OTR 1 0 165,000 0
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OSHKOSH CORP COM 688239201 4,542 93,092 SH   DFND   0 93,092 0
OSI SYSTEMS INC COM 671044105 1,627 21,910 SH   DFND   0 21,910 0
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OVASCIENCE INC COM 69014Q101 965 27,800 SH   DFND   0 27,800 0
OVERSTOCK COM INC DEL COM 690370101 1,540 63,600 SH   OTR 1 0 63,600 0
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OWENS & MINOR INC NEW COM 690732102 608 17,962 SH   DFND   0 17,962 0
OWENS CORNING NEW COM 690742101 597 13,765 SH   DFND   0 13,765 0
OWENS ILL INC COM NEW 690768403 38,227 1,639,224 SH   DFND   0 1,639,224 0
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P A M TRANSN SVCS INC COM 693149106 754 13,167 SH   DFND   0 13,167 0
P C CONNECTION COM 69318J100 434 16,640 SH   DFND   0 16,640 0
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PACKAGING CORP AMER COM 695156109 20,109 257,187 SH   DFND   0 257,187 0
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PALL CORP COM 696429307 4,501 44,835 SH   DFND   0 44,835 0
PALO ALTO NETWORKS INC COM 697435105 4,003 27,400 SH   DFND   0 27,400 0
PANERA BREAD CO CL A 69840W108 1,916 11,974 SH   DFND   0 11,974 0
PANHANDLE OIL AND GAS INC CL A 698477106 382 19,291 SH   DFND   0 19,291 0
PAPA JOHNS INTL INC COM 698813102 3,066 49,598 SH   DFND   0 49,598 0
PAREXEL INTL CORP COM 699462107 773 11,200 SH   OTR 1 0 11,200 0
PAREXEL INTL CORP COM 699462107 545 7,903 SH   DFND   0 7,903 0
PARK CITY GROUP INC COM NEW 700215304 200 14,500 SH   DFND   0 14,500 0
PARK OHIO HLDGS CORP COM 700666100 565 10,719 SH   DFND   0 10,719 0
PARKER DRILLING CO COM 701081101 153 43,700 SH   DFND   0 43,700 0
PARKER HANNIFIN CORP COM 701094104 43,378 365,193 SH   DFND   0 365,193 0
PARKWAY PPTYS INC COM 70159Q104 269 15,500 SH   DFND   0 15,500 0
PARTNERRE LTD COM G6852T105 112,573 984,632 SH   DFND   0 984,632 0
PARTNERRE LTD COM G6852T105 5,808 50,800 SH   OTR 1 0 50,800 0
PATRICK INDS INC COM 703343103 1,975 31,717 SH   DFND   0 31,717 0
PATRICK INDS INC COM 703343103 392 6,300 SH   OTR 1 0 6,300 0
PATTERN ENERGY GROUP INC CL A 70338P100 566 20,000 SH   DFND   0 20,000 0
PATTERSON COMPANIES INC COM 703395103 6,353 130,216 SH   DFND   0 130,216 0
PATTERSON UTI ENERGY INC COM 703481101 14,205 756,569 SH   DFND   0 756,569 0
PAYCHEX INC COM 704326107 8,382 168,950 SH   DFND   0 168,950 0
PBF ENERGY INC CL A 69318G106 3,233 95,312 SH   DFND   0 95,312 0
PDF SOLUTIONS INC COM 693282105 1,489 83,100 SH   DFND   0 83,100 0
PDF SOLUTIONS INC COM 693282105 685 38,200 SH   OTR 1 0 38,200 0
PDL BIOPHARMA INC COM 69329Y104 97 13,764 SH   DFND   0 13,764 0
PDL BIOPHARMA INC COM 69329Y104 91 12,900 SH   OTR 1 0 12,900 0
PEBBLEBROOK HOTEL TR COM 70509V100 1,635 35,100 SH   DFND   0 35,100 0
PEGASYSTEMS INC COM 705573103 337 15,500 SH   OTR 1 0 15,500 0
PEGASYSTEMS INC COM 705573103 859 39,500 SH   DFND   0 39,500 0
PEMBINA PIPELINE CORP COM 706327103 629 19,900 SH   DFND   0 19,900 0
PENDRELL CORP COM 70686R104 142 108,856 SH   DFND   0 108,856 0
PENN NATL GAMING INC COM 707569109 307 19,600 SH   DFND   0 19,600 0
PENN WEST PETE LTD NEW COM 707887105 266 161,600 SH   DFND   0 161,600 0
PENNEY J C INC COM 708160106 1,743 207,300 SH   DFND   0 207,300 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 3,087 132,900 SH   DFND   0 132,900 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,061 20,615 SH   DFND   0 20,615 0
PEOPLES UNITED FINANCIAL INC COM 712704105 7,063 464,652 SH   DFND   0 464,652 0
PEPCO HOLDINGS INC COM 713291102 325 12,100 SH   DFND   0 12,100 0
PEPSICO INC COM 713448108 7,642 79,920 SH   OTR 1 0 79,920 0
PEPSICO INC COM 713448108 228,897 2,393,817 SH   DFND   0 2,393,817 0
PERCEPTRON INC COM 71361F100 182 13,500 SH   DFND   0 13,500 0
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 380 281,291 SH   DFND   0 281,291 0
PERFICIENT INC COM 71375U101 578 27,938 SH   DFND   0 27,938 0
PERICOM SEMICONDUCTOR CORP COM 713831105 1,146 74,099 SH   DFND   0 74,099 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 1,081 101,155 SH   DFND   0 101,155 0
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 157 14,700 SH   OTR 1 0 14,700 0
PERRIGO CO PLC SHS G97822103 786 4,747 SH   DFND   0 4,747 0
PETMED EXPRESS INC COM 716382106 1,155 69,911 SH   DFND   0 69,911 0
PETMED EXPRESS INC COM 716382106 330 20,000 SH   OTR 1 0 20,000 0
PETROCHINA CO LTD SPONSORED ADR 71646E100 12,891 115,919 SH   DFND   0 115,919 0
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 8,079 1,326,575 SH   DFND   0 1,326,575 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,323 220,200 SH   DFND   0 220,200 0
PETROQUEST ENERGY INC COM 716748108 874 379,954 SH   DFND   0 379,954 0
PETROQUEST ENERGY INC COM 716748108 430 187,100 SH   OTR 1 0 187,100 0
PFIZER INC COM 717081103 431,186 12,393,973 SH   DFND   0 12,393,973 0
PFIZER INC COM 717081103 18,922 543,902 SH   OTR 1 0 543,902 0
PG&E CORP COM 69331C108 95,988 1,808,703 SH   DFND   0 1,808,703 0
PG&E CORP COM 69331C108 3,322 62,600 SH   OTR 1 0 62,600 0
PGT INC COM 69336V101 1,083 96,940 SH   DFND   0 96,940 0
PGT INC COM 69336V101 413 37,000 SH   OTR 1 0 37,000 0
PHARMACYCLICS INC COM 716933106 768 3,000 SH   DFND   0 3,000 0
PHARMERICA CORP COM 71714F104 595 21,100 SH   OTR 1 0 21,100 0
PHARMERICA CORP COM 71714F104 6,877 243,938 SH   DFND   0 243,938 0
PHILIP MORRIS INTL INC COM 718172109 92,804 1,231,972 SH   DFND   0 1,231,972 0
PHILIP MORRIS INTL INC COM 718172109 5,341 70,900 SH   OTR 1 0 70,900 0
PHILLIPS 66 COM 718546104 131,089 1,667,804 SH   DFND   0 1,667,804 0
PHOENIX COS INC NEW COM NEW 71902E604 366 7,328 SH   DFND   0 7,328 0
PHOTRONICS INC COM 719405102 261 30,743 SH   DFND   0 30,743 0
PHYSICIANS RLTY TR COM 71943U104 1,932 109,700 SH   DFND   0 109,700 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 532 28,600 SH   DFND   0 28,600 0
PIER 1 IMPORTS INC COM 720279108 339 24,221 SH   DFND   0 24,221 0
PILGRIMS PRIDE CORP NEW COM 72147K108 69,552 3,078,867 SH   DFND   0 3,078,867 0
PILGRIMS PRIDE CORP NEW COM 72147K108 8,469 374,900 SH   OTR 1 0 374,900 0
PINNACLE FINL PARTNERS INC COM 72346Q104 3,753 84,424 SH   DFND   0 84,424 0
PINNACLE FINL PARTNERS INC COM 72346Q104 387 8,700 SH   OTR 1 0 8,700 0
PINNACLE FOODS INC DEL COM 72348P104 6,911 169,345 SH   DFND   0 169,345 0
PINNACLE WEST CAP CORP COM 723484101 64,544 1,012,456 SH   DFND   0 1,012,456 0
PINNACLE WEST CAP CORP COM 723484101 3,570 56,000 SH   OTR 1 0 56,000 0
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PIONEER ENERGY SVCS CORP COM 723664108 298 55,000 SH   OTR 1 0 55,000 0
PIONEER NAT RES CO COM 723787107 1,335 8,163 SH   DFND   0 8,163 0
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PIPER JAFFRAY COS COM 724078100 635 12,100 SH   OTR 1 0 12,100 0
PITNEY BOWES INC COM 724479100 11,137 477,552 SH   DFND   0 477,552 0
PIXELWORKS INC COM NEW 72581M305 208 41,500 SH   DFND   0 41,500 0
PLANAR SYS INC COM 726900103 387 61,530 SH   DFND   0 61,530 0
PLANTRONICS INC NEW COM 727493108 3,798 71,721 SH   DFND   0 71,721 0
PLANTRONICS INC NEW COM 727493108 297 5,600 SH   OTR 1 0 5,600 0
PLEXUS CORP COM 729132100 650 15,937 SH   DFND   0 15,937 0
PLUG POWER INC COM NEW 72919P202 118 45,400 SH   DFND   0 45,400 0
PLUM CREEK TIMBER CO INC COM 729251108 1,462 33,648 SH   DFND   0 33,648 0
PMC-SIERRA INC COM 69344F106 1,655 178,378 SH   DFND   0 178,378 0
PNC FINL SVCS GROUP INC COM 693475105 175,227 1,879,310 SH   DFND   0 1,879,310 0
PNC FINL SVCS GROUP INC COM 693475105 13,483 144,600 SH   OTR 1 0 144,600 0
PNM RES INC COM 69349H107 10,726 367,329 SH   DFND   0 367,329 0
POLARIS INDS INC COM 731068102 4,689 33,231 SH   DFND   0 33,231 0
POLYCOM INC COM 73172K104 36,856 2,750,468 SH   DFND   0 2,750,468 0
POLYCOM INC COM 73172K104 322 24,000 SH   OTR 1 0 24,000 0
POOL CORPORATION COM 73278L105 1,214 17,399 SH   DFND   0 17,399 0
POPEYES LA KITCHEN INC COM 732872106 1,657 27,700 SH   DFND   0 27,700 0
POPULAR INC COM NEW 733174700 2,023 58,837 SH   DFND   0 58,837 0
PORTLAND GEN ELEC CO COM NEW 736508847 3,425 92,347 SH   DFND   0 92,347 0
PORTOLA PHARMACEUTICALS INC COM 737010108 235 6,200 SH   DFND   0 6,200 0
POSCO SPONSORED ADR 693483109 667 12,200 SH   DFND   0 12,200 0
POST PPTYS INC COM 737464107 1,710 30,045 SH   DFND   0 30,045 0
POTASH CORP SASK INC COM 73755L107 6,295 195,240 SH   DFND   0 195,240 0
POTLATCH CORP NEW COM 737630103 4,662 116,438 SH   DFND   0 116,438 0
POTLATCH CORP NEW COM 737630103 496 12,400 SH   OTR 1 0 12,400 0
POZEN INC COM 73941U102 1,667 215,904 SH   DFND   0 215,904 0
POZEN INC COM 73941U102 1,025 132,800 SH   OTR 1 0 132,800 0
PPG INDS INC COM 693506107 178,530 791,566 SH   DFND   0 791,566 0
PPG INDS INC COM 693506107 994 4,406 SH   OTR 1 0 4,406 0
PPL CORP COM 69351T106 5,474 162,613 SH   DFND   0 162,613 0
PRAXAIR INC COM 74005P104 711 5,889 SH   DFND   0 5,889 0
PREMIERE GLOBAL SVCS INC COM 740585104 214 22,367 SH   DFND   0 22,367 0
PRESTIGE BRANDS HLDGS INC COM 74112D101 598 13,933 SH   DFND   0 13,933 0
PRICE T ROWE GROUP INC COM 74144T108 3,173 39,179 SH   DFND   0 39,179 0
PRICELINE GRP INC COM NEW 741503403 13,837 11,886 SH   DFND   0 11,886 0
PRICESMART INC COM 741511109 707 8,317 SH   DFND   0 8,317 0
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PRIMERICA INC COM 74164M108 631 12,400 SH   OTR 1 0 12,400 0
PRINCIPAL FINL GROUP INC COM 74251V102 3,219 62,666 SH   DFND   0 62,666 0
PRIVATEBANCORP INC COM 742962103 633 18,000 SH   OTR 1 0 18,000 0
PRIVATEBANCORP INC COM 742962103 3,825 108,766 SH   DFND   0 108,766 0
PROASSURANCE CORP COM 74267C106 2,833 61,703 SH   DFND   0 61,703 0
PROCERA NETWORKS INC COM NEW 74269U203 103 11,000 SH   DFND   0 11,000 0
PROCERA NETWORKS INC COM NEW 74269U203 181 19,300 SH   OTR 1 0 19,300 0
PROCTER & GAMBLE CO COM 742718109 235,694 2,876,427 SH   DFND   0 2,876,427 0
PROCTER & GAMBLE CO COM 742718109 29,770 363,314 SH   OTR 1 0 363,314 0
PROGENICS PHARMACEUTICALS IN COM 743187106 376 62,900 SH   DFND   0 62,900 0
PROGRESS SOFTWARE CORP COM 743312100 609 22,420 SH   DFND   0 22,420 0
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PROGRESSIVE WASTE SOLUTIONS COM 74339G101 798 27,186 SH   DFND   0 27,186 0
PROLOGIS INC COM 74340W103 25,344 581,811 SH   DFND   0 581,811 0
PROOFPOINT INC COM 743424103 1,842 31,106 SH   DFND   0 31,106 0
PROSPERITY BANCSHARES INC COM 743606105 1,816 34,600 SH   DFND   0 34,600 0
PROVIDENCE SVC CORP COM 743815102 3,387 63,770 SH   DFND   0 63,770 0
PROVIDENCE SVC CORP COM 743815102 2,034 38,300 SH   OTR 1 0 38,300 0
PROVIDENT FINL SVCS INC COM 74386T105 468 25,114 SH   DFND   0 25,114 0
PRUDENTIAL FINL INC COM 744320102 24,743 308,099 SH   DFND   0 308,099 0
PS BUSINESS PKS INC CALIF COM 69360J107 6,353 76,508 SH   DFND   0 76,508 0
PS BUSINESS PKS INC CALIF COM 69360J107 1,603 19,300 SH   OTR 1 0 19,300 0
PSIVIDA CORP COM 74440J101 120 30,300 SH   DFND   0 30,300 0
PTC INC COM 69370C100 11,517 318,404 SH   DFND   0 318,404 0
PTC THERAPEUTICS INC COM 69366J200 4,568 75,076 SH   DFND   0 75,076 0
PTC THERAPEUTICS INC COM 69366J200 438 7,200 SH   OTR 1 0 7,200 0
PUBLIC STORAGE COM 74460D109 39,317 199,435 SH   DFND   0 199,435 0
PUBLIC STORAGE COM 74460D109 3,343 16,960 SH   OTR 1 0 16,960 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 214,245 5,110,802 SH   DFND   0 5,110,802 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 17,782 424,200 SH   OTR 1 0 424,200 0
PULTE GROUP INC COM 745867101 74,398 3,346,760 SH   DFND   0 3,346,760 0
PULTE GROUP INC COM 745867101 342 15,400 SH   OTR 1 0 15,400 0
PUMA BIOTECHNOLOGY INC COM 74587V107 2,633 11,151 SH   DFND   0 11,151 0
PUMA BIOTECHNOLOGY INC COM 74587V107 1,322 5,600 SH   OTR 1 0 5,600 0
PVH CORP COM 693656100 15,405 144,571 SH   DFND   0 144,571 0
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 215 23,500 SH   DFND   0 23,500 0
QEP RES INC COM 74733V100 928 44,500 SH   DFND   0 44,500 0
QIAGEN NV REG SHS N72482107 1,133 44,967 SH   DFND   0 44,967 0
QLIK TECHNOLOGIES INC COM 74733T105 383 12,302 SH   DFND   0 12,302 0
QLOGIC CORP COM 747277101 4,739 321,517 SH   DFND   0 321,517 0
QLOGIC CORP COM 747277101 1,256 85,200 SH   OTR 1 0 85,200 0
QORVO INC COM 74736K101 64,873 813,965 SH   DFND   0 813,965 0
QORVO INC COM 74736K101 3,739 46,912 SH   OTR 1 0 46,912 0
QTS RLTY TR INC COM CL A 74736A103 1,897 52,100 SH   DFND   0 52,100 0
QUAKER CHEM CORP COM 747316107 519 6,062 SH   DFND   0 6,062 0
QUALCOMM INC COM 747525103 38,453 554,560 SH   DFND   0 554,560 0
QUALITY DISTR INC FLA COM 74756M102 979 94,778 SH   DFND   0 94,778 0
QUALITY DISTR INC FLA COM 74756M102 509 49,300 SH   OTR 1 0 49,300 0
QUALYS INC COM 74758T303 2,499 53,762 SH   DFND   0 53,762 0
QUANTA SVCS INC COM 74762E102 7,666 268,691 SH   DFND   0 268,691 0
QUANTUM CORP COM DSSG 747906204 215 134,529 SH   DFND   0 134,529 0
QUANTUM CORP COM DSSG 747906204 17 10,400 SH   OTR 1 0 10,400 0
QUEST DIAGNOSTICS INC COM 74834L100 2,102 27,347 SH   DFND   0 27,347 0
QUESTAR CORP COM 748356102 2,238 93,804 SH   DFND   0 93,804 0
QUICKLOGIC CORP COM 74837P108 81 41,800 SH   DFND   0 41,800 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 6,255 93,406 SH   DFND   0 93,406 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 234 3,500 SH   OTR 1 0 3,500 0
RACKSPACE HOSTING INC COM 750086100 74,303 1,440,255 SH   DFND   0 1,440,255 0
RACKSPACE HOSTING INC COM 750086100 1,243 24,100 SH   OTR 1 0 24,100 0
RADIAN GROUP INC COM 750236101 1,565 93,193 SH   DFND   0 93,193 0
RADIO ONE INC CL D NON VTG 75040P405 68 22,200 SH   DFND   0 22,200 0
RADNET INC COM 750491102 2,598 309,235 SH   DFND   0 309,235 0
RADNET INC COM 750491102 524 62,400 SH   OTR 1 0 62,400 0
RALPH LAUREN CORP CL A 751212101 39,390 299,540 SH   DFND   0 299,540 0
RAMBUS INC DEL COM 750917106 1,103 87,705 SH   DFND   0 87,705 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 4,766 256,211 SH   DFND   0 256,211 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 696 37,400 SH   OTR 1 0 37,400 0
RANDGOLD RES LTD ADR 752344309 208 3,000 SH   DFND   0 3,000 0
RAYMOND JAMES FINANCIAL INC COM 754730109 639 11,252 SH   DFND   0 11,252 0
RAYONIER INC COM 754907103 1,612 59,800 SH   DFND   0 59,800 0
RAYTHEON CO COM NEW 755111507 177,233 1,622,266 SH   DFND   0 1,622,266 0
RAYTHEON CO COM NEW 755111507 7,440 68,097 SH   OTR 1 0 68,097 0
RBC BEARINGS INC COM 75524B104 365 4,766 SH   DFND   0 4,766 0
READING INTERNATIONAL INC CL A 755408101 200 14,836 SH   DFND   0 14,836 0
REALD INC COM 75604L105 243 18,969 SH   DFND   0 18,969 0
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RECEPTOS INC COM 756207106 2,440 14,800 SH   DFND   0 14,800 0
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RED HAT INC COM 756577102 8,714 115,034 SH   DFND   0 115,034 0
RED ROBIN GOURMET BURGERS IN COM 75689M101 1,246 14,319 SH   DFND   0 14,319 0
REDWOOD TR INC COM 758075402 983 55,000 SH   DFND   0 55,000 0
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REGENCY CTRS CORP COM 758849103 3,132 46,032 SH   DFND   0 46,032 0
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REGIONS FINL CORP NEW COM 7591EP100 10,762 1,138,832 SH   DFND   0 1,138,832 0
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REGULUS THERAPEUTICS INC COM 75915K101 822 48,500 SH   DFND   0 48,500 0
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REINSURANCE GROUP AMER INC COM NEW 759351604 9,959 106,871 SH   OTR 1 0 106,871 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 37,853 619,731 SH   DFND   0 619,731 0
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RENT A CTR INC NEW COM 76009N100 1,780 64,886 SH   DFND   0 64,886 0
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REPROS THERAPEUTICS INC COM NEW 76028H209 411 47,800 SH   OTR 1 0 47,800 0
REPUBLIC AWYS HLDGS INC COM 760276105 3,737 271,766 SH   DFND   0 271,766 0
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REVLON INC CL A NEW 761525609 1,435 34,836 SH   DFND   0 34,836 0
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REX AMERICAN RESOURCES CORP COM 761624105 13,249 217,878 SH   DFND   0 217,878 0
REX AMERICAN RESOURCES CORP COM 761624105 2,998 49,300 SH   OTR 1 0 49,300 0
REXAHN PHARMACEUTICALS INC COM 761640101 103 141,300 SH   DFND   0 141,300 0
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RF INDS LTD COM PAR $0.01 749552105 77 18,713 SH   DFND   0 18,713 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 93 26,123 SH   DFND   0 26,123 0
RITE AID CORP COM 767754104 40,742 4,688,371 SH   DFND   0 4,688,371 0
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RLI CORP COM 749607107 860 16,400 SH   DFND   0 16,400 0
RLJ LODGING TR COM 74965L101 9,199 293,805 SH   DFND   0 293,805 0
RLJ LODGING TR COM 74965L101 1,027 32,800 SH   OTR 1 0 32,800 0
ROBERT HALF INTL INC COM 770323103 22,403 370,179 SH   DFND   0 370,179 0
ROCK-TENN CO CL A 772739207 20,031 310,555 SH   DFND   0 310,555 0
ROCKWELL AUTOMATION INC COM 773903109 19,779 170,525 SH   DFND   0 170,525 0
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ROPER INDS INC NEW COM 776696106 1,978 11,500 SH   DFND   0 11,500 0
ROSETTA RESOURCES INC COM 777779307 3,240 190,388 SH   DFND   0 190,388 0
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RPX CORP COM 74972G103 971 67,484 SH   DFND   0 67,484 0
RSP PERMIAN INC COM 74978Q105 559 22,200 SH   DFND   0 22,200 0
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RUBICON TECHNOLOGY INC COM 78112T107 55 14,000 SH   DFND   0 14,000 0
RUSH ENTERPRISES INC CL A 781846209 586 21,425 SH   DFND   0 21,425 0
RUTHS HOSPITALITY GROUP INC COM 783332109 3,453 217,416 SH   DFND   0 217,416 0
RUTHS HOSPITALITY GROUP INC COM 783332109 2,361 148,700 SH   OTR 1 0 148,700 0
RYDER SYS INC COM 783549108 41,637 438,794 SH   DFND   0 438,794 0
RYLAND GROUP INC COM 783764103 244 5,000 SH   DFND   0 5,000 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 1,803 29,600 SH   DFND   0 29,600 0
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SAFE BULKERS INC COM Y7388L103 409 114,000 SH   OTR 1 0 114,000 0
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SAFETY INS GROUP INC COM 78648T100 1,219 20,404 SH   DFND   0 20,404 0
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SAIA INC COM 78709Y105 2,180 49,221 SH   DFND   0 49,221 0
SALLY BEAUTY HLDGS INC COM 79546E104 2,263 65,828 SH   DFND   0 65,828 0
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SANFILIPPO JOHN B & SON INC COM 800422107 1,614 37,437 SH   DFND   0 37,437 0
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SANMINA CORPORATION COM 801056102 8,293 342,823 SH   DFND   0 342,823 0
SASOL LTD SPONSORED ADR 803866300 4,451 130,765 SH   DFND   0 130,765 0
SAUL CTRS INC COM 804395101 492 8,600 SH   DFND   0 8,600 0
SBA COMMUNICATIONS CORP COM 78388J106 1,970 16,820 SH   DFND   0 16,820 0
SCANA CORP NEW COM 80589M102 12,356 224,698 SH   DFND   0 224,698 0
SCANSOURCE INC COM 806037107 938 23,079 SH   DFND   0 23,079 0
SCANSOURCE INC COM 806037107 280 6,900 SH   OTR 1 0 6,900 0
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SCHLUMBERGER LTD COM 806857108 10,243 122,756 SH   DFND   0 122,756 0
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SCHULMAN A INC COM 808194104 9,600 199,165 SH   DFND   0 199,165 0
SCHULMAN A INC COM 808194104 1,591 33,000 SH   OTR 1 0 33,000 0
SCHWAB CHARLES CORP NEW COM 808513105 526 17,283 SH   DFND   0 17,283 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 595 12,900 SH   DFND   0 12,900 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 1,540 173,809 SH   DFND   0 173,809 0
SCICLONE PHARMACEUTICALS INC COM 80862K104 339 38,300 SH   OTR 1 0 38,300 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,571 30,600 SH   DFND   0 30,600 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,243 24,200 SH   OTR 1 0 24,200 0
SCOTTS MIRACLE GRO CO CL A 810186106 1,335 19,872 SH   DFND   0 19,872 0
SCRIPPS E W CO OHIO CL A NEW 811054402 554 19,479 SH   DFND   0 19,479 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 2,891 42,166 SH   DFND   0 42,166 0
SEACOR HOLDINGS INC COM 811904101 432 6,200 SH   DFND   0 6,200 0
SEADRILL LIMITED SHS G7945E105 525 55,964 SH   DFND   0 55,964 0
SEAGATE TECHNOLOGY PLC SHS G7945M107 22,576 433,905 SH   DFND   0 433,905 0
SEALED AIR CORP NEW COM 81211K100 1,360 29,846 SH   DFND   0 29,846 0
SEARS HLDGS CORP COM 812350106 4,087 98,779 SH   DFND   0 98,779 0
SEATTLE GENETICS INC COM 812578102 2,528 71,500 SH   DFND   0 71,500 0
SEAWORLD ENTMT INC COM 81282V100 9,444 489,855 SH   DFND   0 489,855 0
SEI INVESTMENTS CO COM 784117103 33,821 767,087 SH   DFND   0 767,087 0
SELECT COMFORT CORP COM 81616X103 2,269 65,837 SH   DFND   0 65,837 0
SELECT COMFORT CORP COM 81616X103 207 6,000 SH   OTR 1 0 6,000 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,312 52,489 SH   DFND   0 52,489 0
SELECT MED HLDGS CORP COM 81619Q105 3,708 250,029 SH   DFND   0 250,029 0
SELECT MED HLDGS CORP COM 81619Q105 344 23,200 SH   OTR 1 0 23,200 0
SELECTIVE INS GROUP INC COM 816300107 321 11,035 SH   DFND   0 11,035 0
SEMPRA ENERGY COM 816851109 24,496 224,693 SH   DFND   0 224,693 0
SEMTECH CORP COM 816850101 747 28,041 SH   DFND   0 28,041 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 1,385 62,400 SH   DFND   0 62,400 0
SENOMYX INC COM 81724Q107 139 31,500 SH   DFND   0 31,500 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 4,393 63,774 SH   DFND   0 63,774 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 758 11,000 SH   OTR 1 0 11,000 0
SEQUENOM INC COM NEW 817337405 357 90,400 SH   DFND   0 90,400 0
SEQUENTIAL BRANDS GROUP INC COM NEW 817340201 355 33,200 SH   DFND   0 33,200 0
SERVICENOW INC COM 81762P102 2,011 25,525 SH   DFND   0 25,525 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 27,620 1,230,845 SH   DFND   0 1,230,845 0
SHENANDOAH TELECOMMUNICATION COM 82312B106 319 10,234 SH   DFND   0 10,234 0
SHERWIN WILLIAMS CO COM 824348106 36,217 127,300 SH   DFND   0 127,300 0
SHILOH INDS INC COM 824543102 226 16,086 SH   DFND   0 16,086 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 662 44,700 SH   DFND   0 44,700 0
SHOE CARNIVAL INC COM 824889109 499 16,936 SH   DFND   0 16,936 0
SHORETEL INC COM 825211105 572 83,800 SH   OTR 1 0 83,800 0
SHORETEL INC COM 825211105 782 114,642 SH   DFND   0 114,642 0
SHUTTERSTOCK INC COM 825690100 687 10,000 SH   DFND   0 10,000 0
SIERRA WIRELESS INC COM 826516106 1,700 51,300 SH   DFND   0 51,300 0
SIGMA DESIGNS INC COM 826565103 228 28,425 SH   DFND   0 28,425 0
SIGNATURE BK NEW YORK N Y COM 82669G104 3,461 26,708 SH   DFND   0 26,708 0
SIGNET JEWELERS LIMITED SHS G81276100 23,870 171,990 SH   DFND   0 171,990 0
SILICON LABORATORIES INC COM 826919102 767 15,100 SH   DFND   0 15,100 0
SILVER BAY RLTY TR CORP COM 82735Q102 388 24,000 SH   DFND   0 24,000 0
SILVER WHEATON CORP COM 828336107 32,251 1,697,636 SH   DFND   0 1,697,636 0
SIMON PPTY GROUP INC NEW COM 828806109 92,030 470,403 SH   DFND   0 470,403 0
SIMON PPTY GROUP INC NEW COM 828806109 5,204 26,600 SH   OTR 1 0 26,600 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 1,369 43,586 SH   DFND   0 43,586 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,578 32,600 SH   DFND   0 32,600 0
SK TELECOM LTD SPONSORED ADR 78440P108 10,595 389,383 SH   DFND   0 389,383 0
SKECHERS U S A INC CL A 830566105 5,539 77,026 SH   DFND   0 77,026 0
SKECHERS U S A INC CL A 830566105 1,028 14,300 SH   OTR 1 0 14,300 0
SKULLCANDY INC COM 83083J104 1,602 141,808 SH   DFND   0 141,808 0
SKULLCANDY INC COM 83083J104 373 33,000 SH   OTR 1 0 33,000 0
SKYWEST INC COM 830879102 856 58,600 SH   DFND   0 58,600 0
SKYWORKS SOLUTIONS INC COM 83088M102 203,304 2,068,412 SH   DFND   0 2,068,412 0
SKYWORKS SOLUTIONS INC COM 83088M102 21,978 223,600 SH   OTR 1 0 223,600 0
SL GREEN RLTY CORP COM 78440X101 9,819 76,481 SH   DFND   0 76,481 0
SLM CORP COM 78442P106 715 77,100 SH   DFND   0 77,100 0
SM ENERGY CO COM 78454L100 41,171 796,657 SH   DFND   0 796,657 0
SMITH A O COM 831865209 24,522 373,470 SH   DFND   0 373,470 0
SMUCKER J M CO COM NEW 832696405 15,240 131,686 SH   DFND   0 131,686 0
SNAP ON INC COM 833034101 29,346 199,549 SH   DFND   0 199,549 0
SNYDERS-LANCE INC COM 833551104 639 20,000 SH   DFND   0 20,000 0
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,597 142,278 SH   DFND   0 142,278 0
SOLARCITY CORP COM 83416T100 2,249 43,856 SH   DFND   0 43,856 0
SOLARWINDS INC COM 83416B109 1,483 28,946 SH   DFND   0 28,946 0
SOLERA HOLDINGS INC COM 83421A104 294 5,700 SH   DFND   0 5,700 0
SONIC CORP COM 835451105 1,922 60,621 SH   DFND   0 60,621 0
SONOCO PRODS CO COM 835495102 2,843 62,534 SH   DFND   0 62,534 0
SONUS NETWORKS INC COM NEW 835916503 560 71,051 SH   DFND   0 71,051 0
SONUS NETWORKS INC COM NEW 835916503 107 13,620 SH   OTR 1 0 13,620 0
SOUTH JERSEY INDS INC COM 838518108 293 5,400 SH   DFND   0 5,400 0
SOUTHERN CO COM 842587107 48,207 1,088,684 SH   DFND   0 1,088,684 0
SOUTHERN COPPER CORP COM 84265V105 17,097 585,927 SH   DFND   0 585,927 0
SOUTHSIDE BANCSHARES INC COM 84470P109 345 12,009 SH   DFND   0 12,009 0
SOUTHWEST AIRLS CO COM 844741108 229,348 5,177,160 SH   DFND   0 5,177,160 0
SOUTHWEST AIRLS CO COM 844741108 19,779 446,483 SH   OTR 1 0 446,483 0
SOUTHWEST BANCORP INC OKLA COM 844767103 288 16,200 SH   DFND   0 16,200 0
SOUTHWEST GAS CORP COM 844895102 1,757 30,200 SH   DFND   0 30,200 0
SOUTHWEST GAS CORP COM 844895102 413 7,100 SH   OTR 1 0 7,100 0
SOUTHWESTERN ENERGY CO COM 845467109 300 12,940 SH   DFND   0 12,940 0
SOVRAN SELF STORAGE INC COM 84610H108 13,086 139,301 SH   DFND   0 139,301 0
SOVRAN SELF STORAGE INC COM 84610H108 2,536 27,000 SH   OTR 1 0 27,000 0
SPARTANNASH CO COM 847215100 3,865 122,479 SH   DFND   0 122,479 0
SPARTANNASH CO COM 847215100 511 16,200 SH   OTR 1 0 16,200 0
SPARTON CORP COM 847235108 261 10,666 SH   DFND   0 10,666 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 314,495 1,523,496 SH   DFND   0 1,523,496 0
SPECTRA ENERGY CORP COM 847560109 7,070 195,459 SH   DFND   0 195,459 0
SPECTRANETICS CORP COM 84760C107 1,076 30,956 SH   DFND   0 30,956 0
SPECTRUM BRANDS HLDGS INC COM 84763R101 8,029 89,645 SH   DFND   0 89,645 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 300 49,351 SH   DFND   0 49,351 0
SPEED COMM INC COM 84764T106 25 39,700 SH   DFND   0 39,700 0
SPEEDWAY MOTORSPORTS INC COM 847788106 219 9,625 SH   DFND   0 9,625 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 33,982 650,878 SH   DFND   0 650,878 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,122 59,800 SH   OTR 1 0 59,800 0
SPIRIT AIRLS INC COM 848577102 7,090 91,648 SH   DFND   0 91,648 0
SPIRIT RLTY CAP INC NEW COM 84860W102 887 73,400 SH   DFND   0 73,400 0
SPLUNK INC COM 848637104 1,037 17,512 SH   DFND   0 17,512 0
SPOK HLDGS INC COM 84863T106 199 10,398 SH   DFND   0 10,398 0
SPRINGLEAF HLDGS INC COM 85172J101 217 4,200 SH   DFND   0 4,200 0
SPS COMM INC COM 78463M107 213 3,177 SH   DFND   0 3,177 0
SPX CORP COM 784635104 19,932 234,775 SH   DFND   0 234,775 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 228 3,661 SH   DFND   0 3,661 0
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 561 9,000 SH   OTR 1 0 9,000 0
ST JUDE MED INC COM 790849103 1,957 29,929 SH   DFND   0 29,929 0
STAAR SURGICAL CO COM PAR $0.01 852312305 106 14,249 SH   DFND   0 14,249 0
STAG INDL INC COM 85254J102 1,489 63,299 SH   DFND   0 63,299 0
STAGE STORES INC COM NEW 85254C305 1,864 81,333 SH   DFND   0 81,333 0
STAMPS COM INC COM NEW 852857200 2,745 40,800 SH   OTR 1 0 40,800 0
STAMPS COM INC COM NEW 852857200 10,380 154,256 SH   DFND   0 154,256 0
STANCORP FINL GROUP INC COM 852891100 2,521 36,744 SH   DFND   0 36,744 0
STANDARD MTR PRODS INC COM 853666105 1,592 37,669 SH   DFND   0 37,669 0
STANDARD MTR PRODS INC COM 853666105 486 11,500 SH   OTR 1 0 11,500 0
STANDARD PAC CORP NEW COM 85375C101 931 103,411 SH   DFND   0 103,411 0
STANDEX INTL CORP COM 854231107 7,163 87,210 SH   DFND   0 87,210 0
STANDEX INTL CORP COM 854231107 1,257 15,300 SH   OTR 1 0 15,300 0
STANLEY BLACK & DECKER INC COM 854502101 5,583 58,542 SH   DFND   0 58,542 0
STAPLES INC COM 855030102 104,755 6,432,602 SH   DFND   0 6,432,602 0
STAPLES INC COM 855030102 13,561 832,700 SH   OTR 1 0 832,700 0
STARBUCKS CORP COM 855244109 13,114 138,476 SH   DFND   0 138,476 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5,465 65,447 SH   DFND   0 65,447 0
STATE BK FINL CORP COM 856190103 233 11,100 SH   DFND   0 11,100 0
STATE STR CORP COM 857477103 9,831 133,698 SH   DFND   0 133,698 0
STEEL DYNAMICS INC COM 858119100 47,886 2,382,397 SH   DFND   0 2,382,397 0
STEELCASE INC CL A 858155203 2,366 124,912 SH   DFND   0 124,912 0
STEELCASE INC CL A 858155203 684 36,100 SH   OTR 1 0 36,100 0
STEIN MART INC COM 858375108 1,399 112,332 SH   DFND   0 112,332 0
STEIN MART INC COM 858375108 184 14,800 SH   OTR 1 0 14,800 0
STEINER LEISURE LTD ORD P8744Y102 1,689 35,625 SH   DFND   0 35,625 0
STEREOTAXIS INC COM NEW 85916J409 78 38,000 SH   DFND   0 38,000 0
STERICYCLE INC COM 858912108 8,965 63,841 SH   DFND   0 63,841 0
STERIS CORP COM 859152100 646 9,200 SH   OTR 1 0 9,200 0
STERIS CORP COM 859152100 9,004 128,138 SH   DFND   0 128,138 0
STEWART INFORMATION SVCS COR COM 860372101 515 12,673 SH   DFND   0 12,673 0
STIFEL FINL CORP COM 860630102 290 5,200 SH   DFND   0 5,200 0
STONERIDGE INC COM 86183P102 860 76,151 SH   DFND   0 76,151 0
STONERIDGE INC COM 86183P102 524 46,400 SH   OTR 1 0 46,400 0
STRAIGHT PATH COMMUNICATNS I CL B 862578101 430 21,600 SH   DFND   0 21,600 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 9,218 741,591 SH   DFND   0 741,591 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 1,693 136,200 SH   OTR 1 0 136,200 0
STRATTEC SEC CORP COM 863111100 321 4,347 SH   DFND   0 4,347 0
STRAYER ED INC COM 863236105 1,998 37,417 SH   DFND   0 37,417 0
STRAYER ED INC COM 863236105 374 7,000 SH   OTR 1 0 7,000 0
STRYKER CORP COM 863667101 15,602 169,131 SH   DFND   0 169,131 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,299 83,486 SH   DFND   0 83,486 0
SUCAMPO PHARMACEUTICALS INC CL A 864909106 244 15,700 SH   OTR 1 0 15,700 0
SUMMIT HOTEL PPTYS COM 866082100 1,876 133,300 SH   DFND   0 133,300 0
SUN CMNTYS INC COM 866674104 3,223 48,300 SH   DFND   0 48,300 0
SUN CMNTYS INC COM 866674104 274 4,100 SH   OTR 1 0 4,100 0
SUN LIFE FINL INC COM 866796105 1,759 57,086 SH   DFND   0 57,086 0
SUNCOR ENERGY INC NEW COM 867224107 119,347 4,084,070 SH   DFND   0 4,084,070 0
SUNEDISON INC COM 86732Y109 1,459 60,781 SH   DFND   0 60,781 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 516 30,979 SH   OTR 1 0 30,979 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 4,388 263,210 SH   DFND   0 263,210 0
SUNTRUST BKS INC COM 867914103 17,541 426,903 SH   DFND   0 426,903 0
SUPER MICRO COMPUTER INC COM 86800U104 5,023 151,248 SH   DFND   0 151,248 0
SUPER MICRO COMPUTER INC COM 86800U104 1,956 58,900 SH   OTR 1 0 58,900 0
SUPERIOR ENERGY SVCS INC COM 868157108 53,789 2,407,723 SH   DFND   0 2,407,723 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 948 78,371 SH   DFND   0 78,371 0
SUPERNUS PHARMACEUTICALS INC COM 868459108 666 55,100 SH   OTR 1 0 55,100 0
SUPERVALU INC COM 868536103 3,005 258,400 SH   OTR 1 0 258,400 0
SUPERVALU INC COM 868536103 32,212 2,769,747 SH   DFND   0 2,769,747 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 1,691 123,351 SH   DFND   0 123,351 0
SVB FINL GROUP COM 78486Q101 1,654 13,023 SH   DFND   0 13,023 0
SWIFT TRANSN CO CL A 87074U101 970 37,294 SH   DFND   0 37,294 0
SYKES ENTERPRISES INC COM 871237103 5,553 223,460 SH   DFND   0 223,460 0
SYKES ENTERPRISES INC COM 871237103 1,310 52,700 SH   OTR 1 0 52,700 0
SYMANTEC CORP COM 871503108 83,622 3,578,947 SH   DFND   0 3,578,947 0
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SYMETRA FINL CORP COM 87151Q106 887 37,800 SH   OTR 1 0 37,800 0
SYNAGEVA BIOPHARMA CORP COM 87159A103 322 3,300 SH   DFND   0 3,300 0
SYNAPTICS INC COM 87157D109 912 11,220 SH   DFND   0 11,220 0
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 1,480 31,174 SH   DFND   0 31,174 0
SYNERGY RES CORP COM 87164P103 719 60,693 SH   DFND   0 60,693 0
SYNNEX CORP COM 87162W100 1,342 17,375 SH   DFND   0 17,375 0
SYNOPSYS INC COM 871607107 24,481 528,526 SH   DFND   0 528,526 0
SYNTEL INC COM 87162H103 747 14,437 SH   DFND   0 14,437 0
SYSCO CORP COM 871829107 45,744 1,212,414 SH   DFND   0 1,212,414 0
TAHOE RES INC COM 873868103 516 47,100 SH   DFND   0 47,100 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 330,921 14,093,722 SH   DFND   0 14,093,722 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 2,225 87,401 SH   DFND   0 87,401 0
TALISMAN ENERGY INC COM 87425E103 228 29,675 SH   DFND   0 29,675 0
TANGER FACTORY OUTLET CTRS I COM 875465106 2,144 60,963 SH   DFND   0 60,963 0
TARGA RES CORP COM 87612G101 1,475 15,398 SH   DFND   0 15,398 0
TARGET CORP COM 87612E106 5,573 67,900 SH   OTR 1 0 67,900 0
TARGET CORP COM 87612E106 25,554 311,369 SH   DFND   0 311,369 0
TASER INTL INC COM 87651B104 1,126 46,703 SH   DFND   0 46,703 0
TATA MTRS LTD SPONSORED ADR 876568502 175,863 3,902,859 SH   DFND   0 3,902,859 0
TAUBMAN CTRS INC COM 876664103 3,610 46,800 SH   DFND   0 46,800 0
TE CONNECTIVITY LTD REG SHS H84989104 150,934 2,107,423 SH   DFND   0 2,107,423 0
TEAM HEALTH HOLDINGS INC COM 87817A107 714 12,200 SH   DFND   0 12,200 0
TECH DATA CORP COM 878237106 25,941 449,046 SH   DFND   0 449,046 0
TECHTARGET INC COM 87874R100 399 34,585 SH   DFND   0 34,585 0
TECK RESOURCES LTD CL B 878742204 461 33,600 SH   DFND   0 33,600 0
TEEKAY CORPORATION COM Y8564W103 453 9,729 SH   DFND   0 9,729 0
TEEKAY TANKERS LTD CL A Y8565N102 452 78,681 SH   DFND   0 78,681 0
TELEDYNE TECHNOLOGIES INC COM 879360105 583 5,458 SH   DFND   0 5,458 0
TELEFLEX INC COM 879369106 8,166 67,582 SH   DFND   0 67,582 0
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 2,353 153,923 SH   DFND   0 153,923 0
TELENAV INC COM 879455103 98 12,400 SH   DFND   0 12,400 0
TELEPHONE & DATA SYS INC COM NEW 879433829 7,857 315,562 SH   DFND   0 315,562 0
TELETECH HOLDINGS INC COM 879939106 410 16,100 SH   OTR 1 0 16,100 0
TELETECH HOLDINGS INC COM 879939106 2,242 88,091 SH   DFND   0 88,091 0
TEMPUR SEALY INTL INC COM 88023U101 237 4,100 SH   DFND   0 4,100 0
TENARIS S A SPONSORED ADR 88031M109 529 18,900 SH   DFND   0 18,900 0
TENET HEALTHCARE CORP COM NEW 88033G407 480 9,705 SH   DFND   0 9,705 0
TENNANT CO COM 880345103 477 7,297 SH   DFND   0 7,297 0
TENNECO INC COM 880349105 2,159 37,592 SH   DFND   0 37,592 0
TENNECO INC COM 880349105 1,608 28,000 SH   OTR 1 0 28,000 0
TERADATA CORP DEL COM 88076W103 8,833 200,124 SH   DFND   0 200,124 0
TERADYNE INC COM 880770102 6,416 340,394 SH   DFND   0 340,394 0
TEREX CORP NEW COM 880779103 6,103 229,535 SH   DFND   0 229,535 0
TERRENO RLTY CORP COM 88146M101 773 33,900 SH   DFND   0 33,900 0
TESARO INC COM 881569107 1,320 23,000 SH   DFND   0 23,000 0
TESCO CORP COM 88157K101 1,421 124,990 SH   DFND   0 124,990 0
TESLA MTRS INC COM 88160R101 683 3,617 SH   DFND   0 3,617 0
TESORO CORP COM 881609101 17,024 186,479 SH   DFND   0 186,479 0
TESSERA TECHNOLOGIES INC COM 88164L100 12,850 319,016 SH   DFND   0 319,016 0
TESSERA TECHNOLOGIES INC COM 88164L100 2,131 52,900 SH   OTR 1 0 52,900 0
TETRA TECH INC NEW COM 88162G103 221 9,200 SH   DFND   0 9,200 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 2,803 76,500 SH   DFND   0 76,500 0
TETRAPHASE PHARMACEUTICALS I COM 88165N105 707 19,300 SH   OTR 1 0 19,300 0
TEXAS INSTRS INC COM 882508104 252 4,400 SH   OTR 1 0 4,400 0
TEXAS INSTRS INC COM 882508104 67,764 1,184,990 SH   DFND   0 1,184,990 0
TEXAS ROADHOUSE INC COM 882681109 1,911 52,451 SH   DFND   0 52,451 0
TEXTRON INC COM 883203101 7,826 176,539 SH   DFND   0 176,539 0
TG THERAPEUTICS INC COM 88322Q108 766 49,500 SH   DFND   0 49,500 0
THE ADT CORPORATION COM 00101J106 1,576 37,962 SH   DFND   0 37,962 0
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TIME INC NEW COM 887228104 1,157 51,555 SH   DFND   0 51,555 0
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YRC WORLDWIDE INC COM PAR $.01 984249607 3,934 219,038 SH   DFND   0 219,038 0
YUM BRANDS INC COM 988498101 8,839 112,280 SH   DFND   0 112,280 0
ZAGG INC COM 98884U108 188 21,723 SH   DFND   0 21,723 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 4,726 52,096 SH   DFND   0 52,096 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 1,578 17,400 SH   OTR 1 0 17,400 0
ZELTIQ AESTHETICS INC COM 98933Q108 1,342 43,531 SH   DFND   0 43,531 0
ZHONE TECHNOLOGIES INC NEW COM NEW 98950P884 108 82,997 SH   DFND   0 82,997 0
ZILLOW GROUP INC CL A 98954M101 1,017 10,135 SH   DFND   0 10,135 0
ZIMMER HLDGS INC COM 98956P102 57,191 486,649 SH   DFND   0 486,649 0
ZIOPHARM ONCOLOGY INC COM 98973P101 640 59,400 SH   DFND   0 59,400 0
ZIX CORP COM 98974P100 65 16,500 SH   DFND   0 16,500 0
ZOETIS INC CL A 98978V103 49,029 1,059,169 SH   DFND   0 1,059,169 0
ZOETIS INC CL A 98978V103 1,430 30,900 SH   OTR 1 0 30,900 0
ZULILY INC CL A 989774104 1,506 115,900 SH   DFND   0 115,900 0
ZULILY INC CL A 989774104 1,789 137,700 SH   OTR 1 0 137,700 0
ZUMIEZ INC COM 989817101 2,523 62,683 SH   DFND   0 62,683 0
ZUMIEZ INC COM 989817101 467 11,600 SH   OTR 1 0 11,600 0
ZYNGA INC CL A 98986T108 186 65,425 SH   DFND   0 65,425 0