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 35 3,943 SH   DFND 4 0 0 3,943
1ST SOURCE CORP COM 336901103 93 3,015 SH   DFND 4 0 0 3,015
21VIANET GROUP INC SPONSORED ADR 90138A103 274 15,000 SH   DFND 4 15,000 0 0
2U INC COM 90214J101 119 3,292 SH   DFND 4 0 0 3,292
3-D SYS CORP DEL COM NEW 88554D205 39 3,365 SH   DFND 3 0 0 3,365
3-D SYS CORP DEL COM NEW 88554D205 44 3,842 SH   DFND 4 3,842 0 0
3M CO COM 88579Y101 259,375 1,829,545 SH   DFND 3 1,824,380 0 5,165
3M CO COM 88579Y101 110,923 782,261 SH   DFND 4 608,925 0 173,336
51JOB INC SP ADR REP COM 316827104 153 5,600 SH   DFND 4 5,600 0 0
8X8 INC NEW COM 282914100 105 12,949 SH   DFND 4 0 0 12,949
AAON INC COM PAR $0.004 000360206 177 9,149 SH   DFND 4 2,851 0 6,298
AAR CORP COM 000361105 20 1,069 SH   DFND 3 1,069 0 0
AAR CORP COM 000361105 260 13,758 SH   DFND 4 8,428 0 5,330
AARONS INC COM PAR $0.50 002535300 130 3,611 SH   DFND 3 1,546 0 2,065
AARONS INC COM PAR $0.50 002535300 1,736 48,111 SH   DFND 4 45,091 0 3,020
ABAXIS INC COM 002567105 202 4,646 SH   DFND 4 1,370 0 3,276
ABBOTT LABS COM 002824100 177,198 4,405,713 SH   DFND 3 4,393,358 0 12,355
ABBOTT LABS COM 002824100 100,599 2,502,092 SH   DFND 4 2,028,902 0 473,190
ABBVIE INC COM 00287Y109 826 15,173 SH   DFND 2 0 0 15,173
ABBVIE INC COM 00287Y109 273,199 5,021,120 SH   DFND 3 5,007,372 0 13,748
ABBVIE INC COM 00287Y109 126,134 2,318,505 SH   DFND 4 1,894,263 0 424,242
ABERCROMBIE & FITCH CO CL A 002896207 97 4,587 SH   DFND 3 2,364 0 2,223
ABERCROMBIE & FITCH CO CL A 002896207 1,526 72,029 SH   DFND 4 58,001 0 14,028
ABIOMED INC COM 003654100 690 7,612 SH   DFND 4 1,751 0 5,861
ABM INDS INC COM 000957100 31 1,140 SH   DFND 3 1,140 0 0
ABM INDS INC COM 000957100 1,103 40,294 SH   DFND 4 32,175 0 8,119
ABRAXAS PETE CORP COM 003830106 20 15,325 SH   DFND 4 0 0 15,325
ACACIA RESH CORP ACACIA TCH COM 003881307 81 8,616 SH   DFND 4 1,478 0 7,138
ACADIA HEALTHCARE COMPANY IN COM 00404A109 186 2,806 SH   DFND 4 2,806 0 0
ACADIA PHARMACEUTICALS INC COM 004225108 503 15,697 SH   DFND 4 4,062 0 11,635
ACADIA RLTY TR COM SH BEN INT 004239109 69 2,282 SH   DFND 3 2,282 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 3,846 127,840 SH   DFND 4 117,921 0 9,919
ACCELERATE DIAGNOSTICS INC COM 00430H102 66 4,183 SH   DFND 4 0 0 4,183
ACCELERON PHARMA INC COM 00434H108 73 3,021 SH   DFND 4 0 0 3,021
ACCO BRANDS CORP COM 00081T108 118 16,794 SH   DFND 4 0 0 16,794
ACCURAY INC COM 004397105 57 11,533 SH   DFND 4 0 0 11,533
ACCURIDE CORP NEW COM NEW 00439T206 14 4,835 SH   DFND 4 0 0 4,835
ACETO CORP COM 004446100 113 4,105 SH   DFND 4 0 0 4,105
ACHILLION PHARMACEUTICALS IN COM 00448Q201 103 15,567 SH   DFND 4 0 0 15,567
ACORDA THERAPEUTICS INC COM 00484M106 239 9,001 SH   DFND 4 2,838 0 6,163
ACTIVISION BLIZZARD INC COM 00507V109 61,755 1,999,193 SH   DFND 3 1,995,114 0 4,079
ACTIVISION BLIZZARD INC COM 00507V109 23,472 760,009 SH   DFND 4 614,176 0 145,833
ACTUA CORP COM 005094107 72 6,065 SH   DFND 4 0 0 6,065
ACTUANT CORP CL A NEW 00508X203 184 9,672 SH   DFND 4 2,905 0 6,767
ACUITY BRANDS INC COM 00508Y102 312 1,777 SH   DFND 3 390 0 1,387
ACUITY BRANDS INC COM 00508Y102 2,611 14,870 SH   DFND 4 11,007 0 3,863
ACXIOM CORP COM 005125109 49 2,495 SH   DFND 3 0 0 2,495
ACXIOM CORP COM 005125109 306 15,449 SH   DFND 4 4,305 0 11,144
ADEPTUS HEALTH INC CL A 006855100 92 1,069 SH   DFND 4 0 0 1,069
ADOBE SYS INC COM 00724F101 46,747 568,937 SH   DFND 4 435,978 0 132,959
ADOBE SYS INC COM 00724F101 256 3,115 SH   DFND 2 0 0 3,115
ADOBE SYS INC COM 00724F101 122,497 1,489,871 SH   DFND 3 1,485,811 0 4,060
ADTRAN INC COM 00738A106 136 9,204 SH   DFND 4 1,059 0 8,145
ADVANCE AUTO PARTS INC COM 00751Y106 37,252 196,547 SH   DFND 3 195,950 0 597
ADVANCE AUTO PARTS INC COM 00751Y106 14,647 77,295 SH   DFND 4 58,842 0 18,453
ADVANCED DRAIN SYS INC DEL COM 00790R104 203 7,054 SH   DFND 4 1,582 0 5,472
ADVANCED ENERGY INDS COM 007973100 217 8,384 SH   DFND 4 2,268 0 6,116
ADVANCED MICRO DEVICES INC COM 007903107 67 39,161 SH   DFND 3 19,003 0 20,158
ADVANCED MICRO DEVICES INC COM 007903107 1,304 759,232 SH   DFND 4 444,635 0 314,597
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 139 25,259 SH   DFND 4 25,259 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 55 10,546 SH   DFND 4 10,546 0 0
ADVAXIS INC COM NEW 007624208 44 4,357 SH   DFND 4 0 0 4,357
ADVISORY BRD CO COM 00762W107 327 7,188 SH   DFND 4 1,977 0 5,211
AECOM COM 00766T100 232 8,424 SH   DFND 3 3,625 0 4,799
AECOM COM 00766T100 2,438 88,750 SH   DFND 4 81,008 0 7,742
AEGERION PHARMACEUTICALS INC COM 00767E102 59 4,289 SH   DFND 4 0 0 4,289
AEGION CORP COM 00770F104 114 7,092 SH   DFND 4 1,481 0 5,611
AEP INDS INC COM 001031103 19 335 SH   DFND 4 0 0 335
AERIE PHARMACEUTICALS INC COM 00771V108 59 3,375 SH   DFND 4 0 0 3,375
AEROJET ROCKETDYNE HLDGS INC COM 007800105 174 10,866 SH   DFND 4 2,269 0 8,597
AEROVIRONMENT INC COM 008073108 57 2,870 SH   DFND 4 0 0 2,870
AES CORP COM 00130H105 19,846 2,027,130 SH   DFND 3 2,021,573 0 5,557
AES CORP COM 00130H105 14,467 1,478,748 SH   DFND 4 1,283,553 0 195,195
AETNA INC NEW COM 00817Y108 112,991 1,032,729 SH   DFND 3 1,029,885 0 2,844
AETNA INC NEW COM 00817Y108 64,056 585,604 SH   DFND 4 488,920 0 96,684
AFFILIATED MANAGERS GROUP COM 008252108 27,913 163,246 SH   DFND 3 162,801 0 445
AFFILIATED MANAGERS GROUP COM 008252108 9,575 55,998 SH   DFND 4 43,367 0 12,631
AFFYMETRIX INC COM 00826T108 96 11,314 SH   DFND 4 0 0 11,314
AFLAC INC COM 001055102 70,825 1,218,395 SH   DFND 3 1,214,862 0 3,533
AFLAC INC COM 001055102 38,272 658,338 SH   DFND 4 533,333 0 125,005
AG MTG INVT TR INC COM 001228105 62 4,131 SH   DFND 4 0 0 4,131
AGCO CORP COM 001084102 249 5,345 SH   DFND 3 2,949 0 2,396
AGCO CORP COM 001084102 5,054 108,386 SH   DFND 4 92,769 0 15,617
AGENUS INC COM NEW 00847G705 46 9,915 SH   DFND 4 0 0 9,915
AGILENT TECHNOLOGIES INC COM 00846U101 105 3,050 SH   DFND 2 0 0 3,050
AGILENT TECHNOLOGIES INC COM 00846U101 33,272 969,181 SH   DFND 3 966,468 0 2,713
AGILENT TECHNOLOGIES INC COM 00846U101 13,090 381,339 SH   DFND 4 298,434 0 82,905
AGIOS PHARMACEUTICALS INC COM 00847X104 55 782 SH   DFND 4 782 0 0
AGL RES INC COM 001204106 228 3,733 SH   DFND 3 2,750 0 983
AGL RES INC COM 001204106 6,576 107,759 SH   DFND 4 93,200 0 14,559
AGNICO EAGLE MINES LTD COM 008474108 16,292 645,681 SH   DFND 3 645,681 0 0
AGNICO EAGLE MINES LTD COM 008474108 10,086 399,854 SH   DFND 4 357,075 0 42,779
AGREE REALTY CORP COM 008492100 17 585 SH   DFND 3 585 0 0
AGREE REALTY CORP COM 008492100 863 28,910 SH   DFND 4 26,224 0 2,686
AGRIUM INC COM 008916108 35,269 395,374 SH   DFND 3 395,374 0 0
AGRIUM INC COM 008916108 14,644 164,145 SH   DFND 4 138,352 0 25,793
AIR LEASE CORP CL A 00912X302 882 28,521 SH   DFND 4 27,464 0 1,057
AIR LEASE CORP CL A 00912X302 24 763 SH   DFND 3 763 0 0
AIR METHODS CORP COM PAR $.06 009128307 258 7,567 SH   DFND 4 1,882 0 5,685
AIR PRODS & CHEMS INC COM 009158106 80,239 628,928 SH   DFND 3 627,354 0 1,574
AIR PRODS & CHEMS INC COM 009158106 32,176 252,230 SH   DFND 4 201,286 0 50,944
AIR TRANSPORT SERVICES GRP I COM 00922R105 82 9,646 SH   DFND 4 0 0 9,646
AIRGAS INC COM 009363102 13,856 155,115 SH   DFND 3 154,562 0 553
AIRGAS INC COM 009363102 6,452 72,218 SH   DFND 4 55,861 0 16,357
AK STL HLDG CORP COM 001547108 31 12,847 SH   DFND 3 12,847 0 0
AK STL HLDG CORP COM 001547108 488 203,138 SH   DFND 4 154,249 0 48,889
AKAMAI TECHNOLOGIES INC COM 00971T101 34,944 505,989 SH   DFND 3 504,536 0 1,453
AKAMAI TECHNOLOGIES INC COM 00971T101 13,581 196,666 SH   DFND 4 149,146 0 47,520
AKORN INC COM 009728106 72 2,526 SH   DFND 3 0 0 2,526
AKORN INC COM 009728106 117 4,092 SH   DFND 4 4,092 0 0
ALAMO GROUP INC COM 011311107 53 1,135 SH   DFND 4 0 0 1,135
ALAMOS GOLD INC NEW COM CL A 011532108 39 10,498 SH   DFND 4 10,498 0 0
ALASKA AIR GROUP INC COM 011659109 323 4,070 SH   DFND 3 0 0 4,070
ALASKA AIR GROUP INC COM 011659109 176 2,211 SH   DFND 4 2,211 0 0
ALBANY INTL CORP CL A 012348108 159 5,573 SH   DFND 4 1,147 0 4,426
ALBANY MOLECULAR RESH INC COM 012423109 74 4,256 SH   DFND 4 0 0 4,256
ALBEMARLE CORP COM 012653101 229 5,192 SH   DFND 3 1,603 0 3,589
ALBEMARLE CORP COM 012653101 2,737 62,068 SH   DFND 4 48,304 0 13,764
ALCATEL-LUCENT SPONSORED ADR 013904305 876 240,316 SH   DFND 4 240,316 0 0
ALCOA INC COM 013817101 267 27,674 SH   DFND 2 0 0 27,674
ALCOA INC COM 013817101 36,988 3,829,031 SH   DFND 3 3,818,367 0 10,664
ALCOA INC COM 013817101 17,086 1,769,061 SH   DFND 4 1,425,778 0 343,283
ALDER BIOPHARMACEUTICALS INC COM 014339105 141 4,556 SH   DFND 4 1,160 0 3,396
ALERE INC COM 01449J105 67 1,400 SH   DFND 3 1,400 0 0
ALERE INC COM 01449J105 1,507 31,400 SH   DFND 4 28,263 0 3,137
ALEXANDER & BALDWIN INC NEW COM 014491104 50 1,446 SH   DFND 3 0 0 1,446
ALEXANDER & BALDWIN INC NEW COM 014491104 324 9,423 SH   DFND 4 2,290 0 7,133
ALEXANDERS INC COM 014752109 25 68 SH   DFND 3 68 0 0
ALEXANDERS INC COM 014752109 1,387 3,709 SH   DFND 4 3,410 0 299
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 495 5,851 SH   DFND 3 3,545 0 2,306
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 12,095 142,823 SH   DFND 4 140,654 0 2,169
ALEXION PHARMACEUTICALS INC COM 015351109 302 1,930 SH   DFND 2 0 0 1,930
ALEXION PHARMACEUTICALS INC COM 015351109 101,903 651,598 SH   DFND 3 649,775 0 1,823
ALEXION PHARMACEUTICALS INC COM 015351109 37,986 242,900 SH   DFND 4 190,106 0 52,794
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 13,858 235,000 SH   DFND 4 235,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 132 2,324 SH   DFND 3 0 0 2,324
ALIGN TECHNOLOGY INC COM 016255101 171 3,017 SH   DFND 4 3,017 0 0
ALLEGHANY CORP DEL COM 017175100 21,566 46,071 SH   DFND 3 45,557 0 514
ALLEGHANY CORP DEL COM 017175100 14,816 31,654 SH   DFND 4 26,981 0 4,673
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,598 324,267 SH   DFND 3 320,767 0 3,500
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,673 118,010 SH   DFND 4 109,436 0 8,574
ALLEGIANT TRAVEL CO COM 01748X102 483 2,260 SH   DFND 4 261 0 1,999
ALLETE INC COM NEW 018522300 26 510 SH   DFND 3 510 0 0
ALLETE INC COM NEW 018522300 7,032 139,383 SH   DFND 4 132,849 0 6,534
ALLIANCE DATA SYSTEMS CORP COM 018581108 46,884 181,034 SH   DFND 3 180,529 0 505
ALLIANCE DATA SYSTEMS CORP COM 018581108 15,665 60,488 SH   DFND 4 45,205 0 15,283
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 30 1,751 SH   DFND 4 0 0 1,751
ALLIANT ENERGY CORP COM 018802108 18,183 310,867 SH   DFND 3 307,250 0 3,617
ALLIANT ENERGY CORP COM 018802108 28,925 494,566 SH   DFND 4 471,416 0 23,150
ALLISON TRANSMISSION HLDGS I COM 01973R101 35 1,318 SH   DFND 3 1,318 0 0
ALLISON TRANSMISSION HLDGS I COM 01973R101 595 22,305 SH   DFND 4 22,305 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 117 9,406 SH   DFND 3 3,367 0 6,039
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 380 30,621 SH   DFND 4 30,621 0 0
ALLSTATE CORP COM 020002101 70,442 1,209,507 SH   DFND 3 1,206,176 0 3,331
ALLSTATE CORP COM 020002101 40,453 694,512 SH   DFND 4 571,470 0 123,042
ALLY FINL INC COM 02005N100 29,004 1,423,171 SH   DFND 3 1,423,171 0 0
ALLY FINL INC COM 02005N100 16,334 802,071 SH   DFND 4 716,097 0 85,974
ALMOST FAMILY INC COM 020409108 7 177 SH   DFND 4 0 0 177
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 17,057 212,252 SH   DFND 3 212,252 0 0
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 5,336 66,406 SH   DFND 4 56,881 0 9,525
ALON USA ENERGY INC COM 020520102 82 4,608 SH   DFND 4 0 0 4,608
ALTERA CORP COM 021441100 44,832 895,211 SH   DFND 3 892,760 0 2,451
ALTERA CORP COM 021441100 17,673 352,906 SH   DFND 4 275,819 0 77,087
ALTISOURCE ASSET MGMT CORP COM 02153X108 5 219 SH   DFND 4 0 0 219
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 171 12,252 SH   DFND 4 3,983 0 8,269
ALTRA INDL MOTION CORP COM 02208R106 93 4,002 SH   DFND 4 0 0 4,002
ALTRIA GROUP INC COM 02209S103 311,160 5,719,851 SH   DFND 3 5,703,838 0 16,013
ALTRIA GROUP INC COM 02209S103 153,550 2,822,088 SH   DFND 4 2,291,318 0 530,770
ALTRIA GROUP INC COM 02209S103 957 17,589 SH   DFND 2 0 0 17,589
AMAG PHARMACEUTICALS INC COM 00163U106 233 5,956 SH   DFND 4 1,729 0 4,227
AMAYA INC COM 02314M108 90 4,974 SH   DFND 4 4,974 0 0
AMAZON COM INC COM 023135106 562,988 1,099,823 SH   DFND 3 1,096,694 0 3,129
AMAZON COM INC COM 023135106 213,778 417,648 SH   DFND 4 323,246 0 94,402
AMBAC FINL GROUP INC COM NEW 023139884 103 7,159 SH   DFND 4 0 0 7,159
AMBEV SA SPONSORED ADR 02319V103 285 58,205 SH   DFND 4 58,205 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 96 3,890 SH   DFND 4 0 0 3,890
AMC NETWORKS INC CL A 00164V103 139 1,897 SH   DFND 3 0 0 1,897
AMC NETWORKS INC CL A 00164V103 224 3,068 SH   DFND 4 3,068 0 0
AMDOCS LTD SHS G02602103 28,694 504,463 SH   DFND 3 504,463 0 0
AMDOCS LTD SHS G02602103 8,196 144,130 SH   DFND 4 134,659 0 9,471
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 2,348 215,884 SH   DFND 4 211,650 0 4,234
AMEDISYS INC COM 023436108 266 7,116 SH   DFND 4 2,385 0 4,731
AMERCO COM 023586100 165 420 SH   DFND 4 420 0 0
AMEREN CORP COM 023608102 31,203 738,178 SH   DFND 3 736,203 0 1,975
AMEREN CORP COM 023608102 49,165 1,163,219 SH   DFND 4 1,094,550 0 68,669
AMERICAN AIRLS GROUP INC COM 02376R102 20,816 536,088 SH   DFND 3 530,420 0 5,668
AMERICAN AIRLS GROUP INC COM 02376R102 7,821 201,334 SH   DFND 4 120,672 0 80,662
AMERICAN ASSETS TR INC COM 024013104 52 1,281 SH   DFND 3 1,281 0 0
AMERICAN ASSETS TR INC COM 024013104 2,828 69,199 SH   DFND 4 64,077 0 5,122
AMERICAN AXLE & MFG HLDGS IN COM 024061103 463 23,370 SH   DFND 4 13,361 0 10,009
AMERICAN CAMPUS CMNTYS INC COM 024835100 299 8,249 SH   DFND 3 4,655 0 3,594
AMERICAN CAMPUS CMNTYS INC COM 024835100 8,297 228,917 SH   DFND 4 225,774 0 3,143
AMERICAN CAP LTD COM 02503Y103 4,405 362,140 SH   DFND 4 362,140 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 107 7,406 SH   DFND 4 0 0 7,406
AMERICAN CAPITAL AGENCY CORP COM 02503X105 18,924 1,011,959 SH   DFND 3 1,011,959 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 19,294 1,033,087 SH   DFND 4 849,666 0 183,421
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 159 10,142 SH   DFND 3 4,520 0 5,622
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,758 176,813 SH   DFND 4 134,978 0 41,835
AMERICAN ELEC PWR INC COM 025537101 81,494 1,433,237 SH   DFND 3 1,429,247 0 3,990
AMERICAN ELEC PWR INC COM 025537101 101,450 1,784,419 SH   DFND 4 1,650,301 0 134,118
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,127 48,364 SH   DFND 4 37,640 0 10,724
AMERICAN EQTY INVT LIFE HLD COM 025676206 36 1,557 SH   DFND 3 1,557 0 0
AMERICAN EXPRESS CO COM 025816109 191,513 2,583,470 SH   DFND 3 2,576,358 0 7,112
AMERICAN EXPRESS CO COM 025816109 81,105 1,094,211 SH   DFND 4 854,863 0 239,348
AMERICAN FINL GROUP INC OHIO COM 025932104 306 4,440 SH   DFND 3 2,169 0 2,271
AMERICAN FINL GROUP INC OHIO COM 025932104 3,839 55,704 SH   DFND 4 50,782 0 4,922
AMERICAN HOMES 4 RENT CL A 02665T306 81 5,017 SH   DFND 3 5,017 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 3,956 246,002 SH   DFND 4 246,002 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 216,839 3,816,239 SH   DFND 3 3,805,691 0 10,548
AMERICAN INTL GROUP INC COM NEW 026874784 120,281 2,117,678 SH   DFND 4 1,730,808 0 386,870
AMERICAN NATL INS CO COM 028591105 73 743 SH   DFND 4 743 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 60 2,545 SH   DFND 4 0 0 2,545
AMERICAN RAILCAR INDS INC COM 02916P103 50 1,387 SH   DFND 4 0 0 1,387
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 81 4,725 SH   DFND 4 0 0 4,725
AMERICAN SCIENCE & ENGR INC COM 029429107 42 1,174 SH   DFND 4 0 0 1,174
AMERICAN SOFTWARE INC CL A 029683109 43 4,520 SH   DFND 4 0 0 4,520
AMERICAN STS WTR CO COM 029899101 4,249 102,643 SH   DFND 4 97,146 0 5,497
AMERICAN TOWER CORP NEW COM 03027X100 109,913 1,249,291 SH   DFND 3 1,245,846 0 3,445
AMERICAN TOWER CORP NEW COM 03027X100 87,743 997,470 SH   DFND 4 875,341 0 122,129
AMERICAN VANGUARD CORP COM 030371108 47 4,220 SH   DFND 4 0 0 4,220
AMERICAN WOODMARK CORP COM 030506109 143 2,306 SH   DFND 4 0 0 2,306
AMERICAN WTR WKS CO INC NEW COM 030420103 28,869 524,126 SH   DFND 3 524,126 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 44,694 811,538 SH   DFND 4 755,376 0 56,162
AMERICAS CAR MART INC COM 03062T105 49 1,516 SH   DFND 4 0 0 1,516
AMERIPRISE FINL INC COM 03076C106 58,073 532,147 SH   DFND 3 530,670 0 1,477
AMERIPRISE FINL INC COM 03076C106 23,701 217,213 SH   DFND 4 166,510 0 50,703
AMERIS BANCORP COM 03076K108 114 4,025 SH   DFND 4 0 0 4,025
AMERISAFE INC COM 03071H100 137 2,728 SH   DFND 4 0 0 2,728
AMERISOURCEBERGEN CORP COM 03073E105 60,673 638,734 SH   DFND 3 637,034 0 1,700
AMERISOURCEBERGEN CORP COM 03073E105 55,188 580,815 SH   DFND 4 488,633 0 92,182
AMETEK INC NEW COM 031100100 37,348 713,834 SH   DFND 3 711,867 0 1,967
AMETEK INC NEW COM 031100100 13,959 266,835 SH   DFND 4 205,218 0 61,617
AMGEN INC COM 031162100 930 6,725 SH   DFND 2 0 0 6,725
AMGEN INC COM 031162100 305,315 2,207,309 SH   DFND 3 2,201,117 0 6,192
AMGEN INC COM 031162100 127,640 922,934 SH   DFND 4 732,379 0 190,555
AMICUS THERAPEUTICS INC COM 03152W109 283 20,621 SH   DFND 4 5,264 0 15,357
AMKOR TECHNOLOGY INC COM 031652100 23 5,040 SH   DFND 3 5,040 0 0
AMKOR TECHNOLOGY INC COM 031652100 477 106,801 SH   DFND 4 75,887 0 30,914
AMN HEALTHCARE SERVICES INC COM 001744101 271 9,022 SH   DFND 4 2,247 0 6,775
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 63 5,695 SH   DFND 4 0 0 5,695
AMPHENOL CORP NEW CL A 032095101 44,937 881,819 SH   DFND 3 879,304 0 2,515
AMPHENOL CORP NEW CL A 032095101 16,496 323,762 SH   DFND 4 247,776 0 75,986
AMSURG CORP COM 03232P405 29 379 SH   DFND 3 379 0 0
AMSURG CORP COM 03232P405 909 11,790 SH   DFND 4 5,364 0 6,426
AMTRUST FINL SVCS INC COM 032359309 101 1,606 SH   DFND 4 1,606 0 0
ANACOR PHARMACEUTICALS INC COM 032420101 916 7,882 SH   DFND 4 1,900 0 5,982
ANADARKO PETE CORP COM 032511107 75 1,234 SH   DFND 2 0 0 1,234
ANADARKO PETE CORP COM 032511107 89,791 1,486,855 SH   DFND 3 1,482,719 0 4,136
ANADARKO PETE CORP COM 032511107 36,340 601,880 SH   DFND 4 476,257 0 125,623
ANALOG DEVICES INC COM 032654105 51,465 912,336 SH   DFND 3 909,783 0 2,553
ANALOG DEVICES INC COM 032654105 20,104 356,485 SH   DFND 4 276,068 0 80,417
ANALOGIC CORP COM PAR $0.05 032657207 218 2,638 SH   DFND 4 811 0 1,827
ANDERSONS INC COM 034164103 36 1,062 SH   DFND 3 1,062 0 0
ANDERSONS INC COM 034164103 754 22,190 SH   DFND 4 18,189 0 4,001
ANGIES LIST INC COM 034754101 39 7,804 SH   DFND 4 0 0 7,804
ANGIODYNAMICS INC COM 03475V101 49 3,721 SH   DFND 4 0 0 3,721
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 136 16,613 SH   DFND 2 0 0 16,613
ANI PHARMACEUTICALS INC COM 00182C103 41 1,089 SH   DFND 4 0 0 1,089
ANIKA THERAPEUTICS INC COM 035255108 69 2,186 SH   DFND 4 0 0 2,186
ANIXTER INTL INC COM 035290105 51 880 SH   DFND 3 880 0 0
ANIXTER INTL INC COM 035290105 1,248 21,634 SH   DFND 4 16,016 0 5,618
ANK OF NEW YORK MELLON CORP P COM 064058100 128,885 3,292,093 SH   DFND 3 3,282,961 0 9,132
ANK OF NEW YORK MELLON CORP P COM 064058100 59,034 1,508,300 SH   DFND 4 1,203,206 0 305,094
ANNALY CAP MGMT INC COM 035710409 28,227 2,859,889 SH   DFND 3 2,859,889 0 0
ANNALY CAP MGMT INC COM 035710409 31,160 3,161,839 SH   DFND 4 2,653,650 0 508,189
ANSYS INC COM 03662Q105 22,806 258,743 SH   DFND 3 255,870 0 2,873
ANSYS INC COM 03662Q105 8,332 94,536 SH   DFND 4 74,685 0 19,851
ANTARES PHARMA INC COM 036642106 48 28,381 SH   DFND 4 0 0 28,381
ANTERO RES CORP COM 03674X106 3,457 163,380 SH   DFND 3 163,380 0 0
ANTERO RES CORP COM 03674X106 661 31,232 SH   DFND 4 25,232 0 6,000
ANTHEM INC COM 036752103 109,445 781,750 SH   DFND 3 779,596 0 2,154
ANTHEM INC COM 036752103 76,117 543,712 SH   DFND 4 460,823 0 82,889
ANTHERA PHARMACEUTICALS INC COM NEW 03674U201 33 5,480 SH   DFND 4 0 0 5,480
ANWORTH MORTGAGE ASSET CP COM 037347101 116 23,531 SH   DFND 4 0 0 23,531
APACHE CORP COM 037411105 31 780 SH   DFND 2 0 0 780
APACHE CORP COM 037411105 43,057 1,099,525 SH   DFND 3 1,096,454 0 3,071
APACHE CORP COM 037411105 25,119 642,017 SH   DFND 4 526,651 0 115,366
APARTMENT INVT & MGMT CO CL A 03748R101 325 8,777 SH   DFND 3 7,496 0 1,281
APARTMENT INVT & MGMT CO CL A 03748R101 11,966 323,240 SH   DFND 4 306,899 0 16,341
APOGEE ENTERPRISES INC COM 037598109 267 6,023 SH   DFND 4 1,832 0 4,191
APOLLO COML REAL EST FIN INC COM 03762U105 133 8,475 SH   DFND 4 0 0 8,475
APOLLO ED GROUP INC CL A 037604105 69 6,254 SH   DFND 3 3,170 0 3,084
APOLLO ED GROUP INC CL A 037604105 1,179 106,448 SH   DFND 4 86,283 0 20,165
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 3,872 225,289 SH   DFND 4 225,289 0 0
APOLLO INVT CORP COM 03761U106 1,659 302,942 SH   DFND 4 302,942 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 72 5,817 SH   DFND 4 0 0 5,817
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 100 5,391 SH   DFND 3 5,391 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 5,218 281,054 SH   DFND 4 281,054 0 0
APPLE INC COM 037833100 1,700 15,415 SH   DFND 2 0 0 15,415
APPLE INC COM 037833100 1,856,382 16,830,301 SH   DFND 3 16,783,562 0 46,739
APPLE INC COM 037833100 769,906 6,980,232 SH   DFND 4 5,532,477 0 1,447,755
APPLIED INDL TECHNOLOGIES IN COM 03820C105 305 7,902 SH   DFND 4 2,041 0 5,861
APPLIED MATLS INC COM 038222105 120 8,141 SH   DFND 2 0 0 8,141
APPLIED MATLS INC COM 038222105 52,086 3,545,691 SH   DFND 3 3,535,663 0 10,028
APPLIED MATLS INC COM 038222105 20,862 1,420,234 SH   DFND 4 1,097,021 0 323,213
APPLIED OPTOELECTRONICS INC COM 03823U102 52 2,986 SH   DFND 4 0 0 2,986
APPROACH RESOURCES INC COM 03834A103 11 5,712 SH   DFND 4 0 0 5,712
APTARGROUP INC COM 038336103 205 3,114 SH   DFND 3 1,112 0 2,002
APTARGROUP INC COM 038336103 1,418 21,508 SH   DFND 4 19,831 0 1,677
AQUA AMERICA INC COM 03836W103 195 7,365 SH   DFND 3 1,700 0 5,665
AQUA AMERICA INC COM 03836W103 12,098 457,089 SH   DFND 4 452,856 0 4,233
ARAMARK COM 03852U106 77 2,599 SH   DFND 3 2,599 0 0
ARAMARK COM 03852U106 3,264 110,121 SH   DFND 4 55,762 0 54,359
ARATANA THERAPEUTICS INC COM 03874P101 44 5,382 SH   DFND 4 0 0 5,382
ARC DOCUMENT SOLUTIONS INC COM 00191G103 43 7,912 SH   DFND 4 0 0 7,912
ARCBEST CORP COM 03937C105 98 3,804 SH   DFND 4 0 0 3,804
ARCH CAP GROUP LTD ORD G0450A105 22,209 302,283 SH   DFND 3 302,283 0 0
ARCH CAP GROUP LTD ORD G0450A105 21,890 297,829 SH   DFND 4 240,391 0 57,438
ARCH COAL INC COM NEW 039380308 128 38,884 SH   DFND 4 38,884 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 462 11,143 SH   DFND 2 0 0 11,143
ARCHER DANIELS MIDLAND CO COM 039483102 76,117 1,836,353 SH   DFND 3 1,831,301 0 5,052
ARCHER DANIELS MIDLAND CO COM 039483102 45,011 1,085,752 SH   DFND 4 899,855 0 185,897
ARCTIC CAT INC COM 039670104 55 2,439 SH   DFND 4 0 0 2,439
ARENA PHARMACEUTICALS INC COM 040047102 104 52,787 SH   DFND 4 14,631 0 38,156
ARES CAP CORP COM 04010L103 5,849 403,817 SH   DFND 4 403,817 0 0
ARES COML REAL ESTATE CORP COM 04013V108 62 5,354 SH   DFND 4 0 0 5,354
ARGAN INC COM 04010E109 76 2,268 SH   DFND 4 0 0 2,268
ARIAD PHARMACEUTICALS INC COM 04033A100 210 35,858 SH   DFND 4 10,318 0 25,540
ARISTA NETWORKS INC COM 040413106 120 1,953 SH   DFND 4 1,953 0 0
ARLINGTON ASSET INVT CORP CL A NEW 041356205 52 3,740 SH   DFND 4 0 0 3,740
ARMOUR RESIDENTIAL REIT INC COM NEW 042315507 145 7,339 SH   DFND 4 1,087 0 6,252
ARMSTRONG WORLD INDS INC NEW COM 04247X102 112 2,344 SH   DFND 3 2,344 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 3,141 65,825 SH   DFND 4 61,461 0 4,364
ARRAY BIOPHARMA INC COM 04269X105 120 25,657 SH   DFND 4 0 0 25,657
ARRIS GROUP INC NEW COM 04270V106 133 5,120 SH   DFND 3 872 0 4,248
ARRIS GROUP INC NEW COM 04270V106 329 12,673 SH   DFND 4 12,673 0 0
ARROW ELECTRS INC COM 042735100 15,233 275,553 SH   DFND 3 272,487 0 3,066
ARROW ELECTRS INC COM 042735100 11,174 202,361 SH   DFND 4 176,545 0 25,816
ARROW FINL CORP COM 042744102 49 1,840 SH   DFND 4 0 0 1,840
ARROWHEAD RESH CORP COM NEW 042797209 46 8,254 SH   DFND 4 0 0 8,254
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 80 2,265 SH   DFND 4 2,265 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 45 551 SH   DFND 3 551 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,242 15,323 SH   DFND 4 10,232 0 5,091
ASCENA RETAIL GROUP INC COM 04351G101 100 7,208 SH   DFND 3 1,990 0 5,218
ASCENA RETAIL GROUP INC COM 04351G101 1,208 87,303 SH   DFND 4 64,668 0 22,635
ASCENT CAP GROUP INC COM SER A 043632108 56 2,034 SH   DFND 4 0 0 2,034
ASHFORD HOSPITALITY PRIME IN COM 044102101 57 4,038 SH   DFND 4 0 0 4,038
ASHFORD HOSPITALITY TR INC COM SHS 044103109 19 3,143 SH   DFND 3 3,143 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 990 162,364 SH   DFND 4 152,249 0 10,115
ASHFORD INC COM 044104107 7 115 SH   DFND 4 0 0 115
ASHLAND INC NEW COM 044209104 21,449 213,173 SH   DFND 3 211,032 0 2,141
ASHLAND INC NEW COM 044209104 7,804 77,555 SH   DFND 4 66,853 0 10,702
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 170 3,659 SH   DFND 3 1,700 0 1,959
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,975 42,493 SH   DFND 4 39,052 0 3,441
ASPEN TECHNOLOGY INC COM 045327103 562 14,897 SH   DFND 4 3,902 0 10,995
ASSOCIATED BANC CORP COM 045487105 148 8,242 SH   DFND 3 3,363 0 4,879
ASSOCIATED BANC CORP COM 045487105 1,795 99,897 SH   DFND 4 90,441 0 9,456
ASSURANT INC COM 04621X108 15,427 195,255 SH   DFND 3 194,702 0 553
ASSURANT INC COM 04621X108 10,723 135,785 SH   DFND 4 114,486 0 21,299
ASTEC INDS INC COM 046224101 105 3,126 SH   DFND 4 564 0 2,562
ASTORIA FINL CORP COM 046265104 38 2,372 SH   DFND 3 2,372 0 0
ASTORIA FINL CORP COM 046265104 816 50,669 SH   DFND 4 38,215 0 12,454
ASTRAZENECA PLC SPONSORED ADR 046353108 68 2,139 SH   DFND 4 2,139 0 0
ASTRONICS CORP COM 046433108 100 2,433 SH   DFND 4 0 0 2,433
AT&T INC COM 00206R102 1,138 34,930 SH   DFND 2 0 0 34,930
AT&T INC COM 00206R102 598,740 18,377,526 SH   DFND 3 18,327,094 0 50,432
AT&T INC COM 00206R102 501,242 15,384,739 SH   DFND 4 13,443,775 0 1,940,964
ATARA BIOTHERAPEUTICS INC COM 046513107 82 2,483 SH   DFND 4 0 0 2,483
ATHENAHEALTH INC COM 04685W103 240 1,799 SH   DFND 4 1,799 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 31 16,584 SH   DFND 4 0 0 16,584
ATLANTIC TELE NETWORK INC COM NEW 049079205 128 1,754 SH   DFND 4 404 0 1,350
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 125 3,623 SH   DFND 4 0 0 3,623
ATMEL CORP COM 049513104 108 13,360 SH   DFND 3 0 0 13,360
ATMEL CORP COM 049513104 134 16,636 SH   DFND 4 16,636 0 0
ATMOS ENERGY CORP COM 049560105 345 5,926 SH   DFND 3 2,692 0 3,234
ATMOS ENERGY CORP COM 049560105 19,949 342,960 SH   DFND 4 338,091 0 4,869
ATRICURE INC COM 04963C209 88 4,185 SH   DFND 4 0 0 4,185
ATRION CORP COM 049904105 90 234 SH   DFND 4 0 0 234
ATWOOD OCEANICS INC COM 050095108 47 3,168 SH   DFND 3 1,245 0 1,923
ATWOOD OCEANICS INC COM 050095108 485 32,523 SH   DFND 4 20,120 0 12,403
AU OPTRONICS CORP SPONSORED ADR 002255107 9 3,200 SH   DFND 4 3,200 0 0
AUTODESK INC COM 052769106 29,631 671,299 SH   DFND 3 669,444 0 1,855
AUTODESK INC COM 052769106 10,686 241,985 SH   DFND 4 184,322 0 57,663
AUTOHOME INC SP ADR RP CL A 05278C107 325 10,000 SH   DFND 4 10,000 0 0
AUTOLIV INC COM 052800109 29,359 269,322 SH   DFND 3 269,322 0 0
AUTOLIV INC COM 052800109 12,013 110,250 SH   DFND 4 94,919 0 15,331
AUTOMATIC DATA PROCESSING IN COM 053015103 265 3,296 SH   DFND 2 0 0 3,296
AUTOMATIC DATA PROCESSING IN COM 053015103 111,576 1,388,449 SH   DFND 3 1,384,625 0 3,824
AUTOMATIC DATA PROCESSING IN COM 053015103 64,185 799,311 SH   DFND 4 632,424 0 166,887
AUTONATION INC COM 05329W102 9,410 161,737 SH   DFND 3 161,124 0 613
AUTONATION INC COM 05329W102 4,301 73,955 SH   DFND 4 56,517 0 17,438
AUTOZONE INC COM 053332102 65,969 91,139 SH   DFND 3 90,881 0 258
AUTOZONE INC COM 053332102 45,612 62,989 SH   DFND 4 49,587 0 13,402
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 3 310 SH   DFND 4 0 0 310
AVALONBAY CMNTYS INC COM 053484101 67,546 386,376 SH   DFND 3 385,300 0 1,076
AVALONBAY CMNTYS INC COM 053484101 68,330 390,940 SH   DFND 4 344,118 0 46,822
AVERY DENNISON CORP COM 053611109 7,645 135,184 SH   DFND 4 105,909 0 29,275
AVERY DENNISON CORP COM 053611109 16,326 288,600 SH   DFND 3 287,859 0 741
AVID TECHNOLOGY INC COM 05367P100 51 6,431 SH   DFND 4 0 0 6,431
AVIS BUDGET GROUP COM 053774105 147 3,364 SH   DFND 3 3,364 0 0
AVIS BUDGET GROUP COM 053774105 4,342 99,450 SH   DFND 4 91,851 0 7,599
AVISTA CORP COM 05379B107 38 1,130 SH   DFND 3 1,130 0 0
AVISTA CORP COM 05379B107 6,919 208,239 SH   DFND 4 196,184 0 12,055
AVNET INC COM 053807103 17,833 417,819 SH   DFND 3 413,466 0 4,353
AVNET INC COM 053807103 12,581 295,023 SH   DFND 4 261,936 0 33,087
AVON PRODS INC COM 054303102 113 34,719 SH   DFND 3 20,800 0 13,919
AVON PRODS INC COM 054303102 1,930 593,635 SH   DFND 4 549,697 0 43,938
AVX CORP NEW COM 002444107 110 8,503 SH   DFND 4 2,553 0 5,950
AXIALL CORP COM 05463D100 17 1,085 SH   DFND 3 1,085 0 0
AXIALL CORP COM 05463D100 344 21,858 SH   DFND 4 11,986 0 9,872
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 13,830 257,438 SH   DFND 3 257,438 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 12,907 240,015 SH   DFND 4 200,331 0 39,684
AZZ INC COM 002474104 263 5,290 SH   DFND 4 1,555 0 3,735
B & G FOODS INC NEW COM 05508R106 383 10,639 SH   DFND 4 2,892 0 7,747
B/E AEROSPACE INC COM 073302101 12,521 285,217 SH   DFND 3 281,820 0 3,397
B/E AEROSPACE INC COM 073302101 4,408 100,398 SH   DFND 4 85,287 0 15,111
B2GOLD CORP COM 11777Q209 52 49,274 SH   DFND 4 49,274 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 12 695 SH   DFND 3 695 0 0
BABCOCK & WILCOX ENTERPRIS I COM 05614L100 348 20,706 SH   DFND 4 20,706 0 0
BADGER METER INC COM 056525108 167 2,862 SH   DFND 4 720 0 2,142
BAIDU INC SPON ADR REP A 056752108 8,411 61,210 SH   DFND 4 61,210 0 0
BAKER HUGHES INC COM 057224107 64,269 1,234,986 SH   DFND 3 1,231,447 0 3,539
BAKER HUGHES INC COM 057224107 29,032 558,032 SH   DFND 4 440,208 0 117,824
BALCHEM CORP COM 057665200 376 6,229 SH   DFND 4 1,919 0 4,310
BALDWIN & LYONS INC CL B 057755209 33 1,527 SH   DFND 4 0 0 1,527
BALL CORP COM 058498106 25,572 411,121 SH   DFND 3 409,997 0 1,124
BALL CORP COM 058498106 11,781 189,461 SH   DFND 4 146,486 0 42,975
BANC CALIF INC COM 05990K106 70 5,719 SH   DFND 4 0 0 5,719
BANCFIRST CORP COM 05945F103 79 1,264 SH   DFND 4 0 0 1,264
BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,699 1,064,292 SH   DFND 4 1,064,292 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 78 24,688 SH   DFND 4 24,688 0 0
BANCO SANTANDER SA ADR 05964H105 17 3,269 SH   DFND 4 3,269 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 11,217 348,092 SH   DFND 4 276,229 0 71,863
BANCORP INC DEL COM 05969A105 49 6,128 SH   DFND 4 0 0 6,128
BANCORPSOUTH INC COM 059692103 119 4,996 SH   DFND 3 2,250 0 2,746
BANCORPSOUTH INC COM 059692103 1,135 47,833 SH   DFND 4 33,816 0 14,017
BANK AMER CORP COM 060505104 485,742 31,177,279 SH   DFND 3 31,091,761 0 85,518
BANK AMER CORP COM 060505104 259,200 16,640,896 SH   DFND 4 13,617,308 0 3,023,588
BANK HAWAII CORP COM 062540109 134 2,105 SH   DFND 3 710 0 1,395
BANK HAWAII CORP COM 062540109 1,393 21,958 SH   DFND 4 19,959 0 1,999
BANK MONTREAL QUE COM 063671101 102,469 1,886,362 SH   DFND 3 1,886,362 0 0
BANK MONTREAL QUE COM 063671101 53,216 980,748 SH   DFND 4 851,073 0 129,675
BANK MUTUAL CORP NEW COM 063750103 64 8,236 SH   DFND 4 0 0 8,236
BANK N S HALIFAX COM 064149107 156,384 3,563,971 SH   DFND 3 3,563,971 0 0
BANK N S HALIFAX COM 064149107 78,675 1,793,296 SH   DFND 4 1,555,518 0 237,778
BANK OF MARIN BANCORP COM 063425102 49 1,013 SH   DFND 4 0 0 1,013
BANK OF THE OZARKS INC COM 063904106 109 2,498 SH   DFND 3 0 0 2,498
BANK OF THE OZARKS INC COM 063904106 605 13,924 SH   DFND 4 3,882 0 10,042
BANKRATE INC DEL COM 06647F102 125 12,051 SH   DFND 4 2,366 0 9,685
BANKUNITED INC COM 06652K103 41 1,144 SH   DFND 3 1,144 0 0
BANKUNITED INC COM 06652K103 828 23,167 SH   DFND 4 21,995 0 1,172
BANNER CORP COM NEW 06652V208 137 2,896 SH   DFND 4 0 0 2,896
BARD C R INC COM 067383109 42,184 226,420 SH   DFND 3 225,816 0 604
BARD C R INC COM 067383109 28,129 150,936 SH   DFND 4 120,935 0 30,001
BARNES & NOBLE ED INC COM 06777U101 19 1,485 SH   DFND 3 1,485 0 0
BARNES & NOBLE ED INC COM 06777U101 528 41,500 SH   DFND 4 33,505 0 7,995
BARNES & NOBLE INC COM 067774109 28 2,350 SH   DFND 3 2,350 0 0
BARNES & NOBLE INC COM 067774109 794 65,674 SH   DFND 4 53,020 0 12,654
BARNES GROUP INC COM 067806109 355 9,861 SH   DFND 4 2,152 0 7,709
BARRACUDA NETWORKS INC COM 068323104 25 1,565 SH   DFND 4 0 0 1,565
BARRETT BILL CORP COM 06846N104 3 920 SH   DFND 3 920 0 0
BARRETT BILL CORP COM 06846N104 240 73,618 SH   DFND 4 64,651 0 8,967
BARRETT BUSINESS SERVICES IN COM 068463108 47 1,137 SH   DFND 4 0 0 1,137
BARRICK GOLD CORP COM 067901108 1,394 219,430 SH   DFND 3 219,430 0 0
BARRICK GOLD CORP COM 067901108 84 13,244 SH   DFND 4 4,697 0 8,547
BASIC ENERGY SVCS INC NEW COM 06985P100 16 4,609 SH   DFND 4 0 0 4,609
BASSETT FURNITURE INDS INC COM 070203104 18 651 SH   DFND 4 0 0 651
BAXALTA INC COM 07177M103 52,008 1,650,535 SH   DFND 3 1,646,103 0 4,432
BAXALTA INC COM 07177M103 29,873 948,583 SH   DFND 4 780,031 0 168,552
BAXTER INTL INC COM 071813109 53,378 1,624,916 SH   DFND 3 1,620,484 0 4,432
BAXTER INTL INC COM 071813109 31,881 970,219 SH   DFND 4 794,606 0 175,613
BAYTEX ENERGY CORP COM 07317Q105 16 4,999 SH   DFND 3 4,999 0 0
BAYTEX ENERGY CORP COM 07317Q105 662 208,231 SH   DFND 4 173,620 0 34,611
BAZAARVOICE INC COM 073271108 42 9,538 SH   DFND 4 0 0 9,538
BB&T CORP COM 054937107 79,878 2,243,778 SH   DFND 3 2,237,451 0 6,327
BB&T CORP COM 054937107 40,841 1,147,394 SH   DFND 4 932,241 0 215,153
BBCN BANCORP INC COM 073295107 263 17,488 SH   DFND 4 5,983 0 11,505
BCE INC COM NEW 05534B760 30,569 750,369 SH   DFND 3 750,369 0 0
BCE INC COM NEW 05534B760 23,656 580,640 SH   DFND 4 528,349 0 52,291
BEACON ROOFING SUPPLY INC COM 073685109 28 872 SH   DFND 3 872 0 0
BEACON ROOFING SUPPLY INC COM 073685109 606 18,592 SH   DFND 4 11,256 0 7,336
BEAZER HOMES USA INC COM NEW 07556Q881 66 4,883 SH   DFND 4 0 0 4,883
BECTON DICKINSON & CO COM 075887109 80,804 609,107 SH   DFND 3 607,401 0 1,706
BECTON DICKINSON & CO COM 075887109 52,600 396,530 SH   DFND 4 319,744 0 76,786
BED BATH & BEYOND INC COM 075896100 31,140 546,118 SH   DFND 3 544,723 0 1,395
BED BATH & BEYOND INC COM 075896100 14,425 253,005 SH   DFND 4 202,304 0 50,701
BEL FUSE INC CL B 077347300 34 1,816 SH   DFND 4 0 0 1,816
BELDEN INC COM 077454106 64 1,365 SH   DFND 3 0 0 1,365
BELDEN INC COM 077454106 387 8,348 SH   DFND 4 2,117 0 6,231
BELLATRIX EXPLORATION LTD COM 078314101 4 2,623 SH   DFND 4 2,623 0 0
BEMIS INC COM 081437105 11,314 285,913 SH   DFND 3 282,795 0 3,118
BEMIS INC COM 081437105 4,217 106,567 SH   DFND 4 100,636 0 5,931
BENCHMARK ELECTRS INC COM 08160H101 39 1,770 SH   DFND 3 1,770 0 0
BENCHMARK ELECTRS INC COM 08160H101 981 45,213 SH   DFND 4 35,314 0 9,899
BENEFICIAL BANCORP INC COM 08171T102 240 18,064 SH   DFND 4 4,437 0 13,627
BERKLEY W R CORP COM 084423102 15,885 292,168 SH   DFND 3 288,967 0 3,201
BERKLEY W R CORP COM 084423102 13,190 242,698 SH   DFND 4 202,549 0 40,149
BERKSHIRE HATHAWAY INC DEL CL A 084670108 283,488 1,452 SH   DFND 3 1,452 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 81,025 415 SH   DFND 4 399 0 16
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 429,799 3,296,003 SH   DFND 3 3,280,717 0 15,286
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 227,606 1,746,005 SH   DFND 4 1,333,214 0 412,791
BERKSHIRE HILLS BANCORP INC COM 084680107 102 3,713 SH   DFND 4 0 0 3,713
BERRY PLASTICS GROUP INC COM 08579W103 45 1,488 SH   DFND 3 1,488 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,818 60,975 SH   DFND 4 42,420 0 18,555
BEST BUY INC COM 086516101 34,248 922,630 SH   DFND 3 920,248 0 2,382
BEST BUY INC COM 086516101 21,995 593,013 SH   DFND 4 496,323 0 96,690
BGC PARTNERS INC CL A 05541T101 274 33,471 SH   DFND 4 8,664 0 24,807
BIG 5 SPORTING GOODS CORP COM 08915P101 37 3,542 SH   DFND 4 0 0 3,542
BIG LOTS INC COM 089302103 171 3,570 SH   DFND 3 1,847 0 1,723
BIG LOTS INC COM 089302103 2,814 58,842 SH   DFND 4 45,938 0 12,904
BIGLARI HLDGS INC COM 08986R101 35 96 SH   DFND 4 0 0 96
BIO RAD LABS INC CL A 090572207 124 925 SH   DFND 3 263 0 662
BIO RAD LABS INC CL A 090572207 886 6,598 SH   DFND 4 6,598 0 0
BIO TECHNE CORP COM 09073M104 110 1,188 SH   DFND 3 0 0 1,188
BIO TECHNE CORP COM 09073M104 230 2,489 SH   DFND 4 2,489 0 0
BIOCRYST PHARMACEUTICALS COM 09058V103 123 10,906 SH   DFND 4 0 0 10,906
BIODELIVERY SCIENCES INTL IN COM 09060J106 37 6,513 SH   DFND 4 0 0 6,513
BIOGEN INC COM 09062X103 602 2,064 SH   DFND 2 0 0 2,064
BIOGEN INC COM 09062X103 203,619 697,781 SH   DFND 3 695,873 0 1,908
BIOGEN INC COM 09062X103 82,986 284,403 SH   DFND 4 226,971 0 57,432
BIOMARIN PHARMACEUTICAL INC COM 09061G101 48,223 457,871 SH   DFND 3 457,871 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 18,246 173,244 SH   DFND 4 150,048 0 23,196
BIOMED REALTY TRUST INC COM 09063H107 331 16,584 SH   DFND 3 10,073 0 6,511
BIOMED REALTY TRUST INC COM 09063H107 8,265 413,667 SH   DFND 4 407,398 0 6,269
BIOSCRIP INC COM 09069N108 23 12,461 SH   DFND 4 0 0 12,461
BIOTELEMETRY INC COM 090672106 28 2,390 SH   DFND 4 0 0 2,390
BITAUTO HLDGS LTD SPONSORED ADS 091727107 149 5,000 SH   DFND 4 5,000 0 0
BJS RESTAURANTS INC COM 09180C106 204 4,814 SH   DFND 4 1,254 0 3,560
BLACK BOX CORP DEL COM 091826107 41 2,891 SH   DFND 4 0 0 2,891
BLACK DIAMOND INC COM 09202G101 28 4,367 SH   DFND 4 0 0 4,367
BLACK HILLS CORP COM 092113109 93 2,242 SH   DFND 3 810 0 1,432
BLACK HILLS CORP COM 092113109 1,210 29,382 SH   DFND 4 21,320 0 8,062
BLACKBAUD INC COM 09227Q100 491 8,823 SH   DFND 4 2,160 0 6,663
BLACKBERRY LTD COM 09228F103 9,550 1,555,887 SH   DFND 3 1,555,887 0 0
BLACKBERRY LTD COM 09228F103 7,878 1,289,122 SH   DFND 4 1,137,636 0 151,486
BLACKHAWK NETWORK HLDGS INC COM 09238E104 420 9,818 SH   DFND 4 2,620 0 7,198
BLACKROCK CAPITAL INVESTMENT COM 092533108 858 97,028 SH   DFND 4 97,028 0 0
BLACKROCK INC COM 09247X101 108,041 363,199 SH   DFND 3 362,165 0 1,034
BLACKROCK INC COM 09247X101 45,105 151,639 SH   DFND 4 118,099 0 33,540
BLACKSTONE MTG TR INC COM CL A 09257W100 130 4,753 SH   DFND 4 4,753 0 0
BLOCK H & R INC COM 093671105 28,997 801,014 SH   DFND 3 798,772 0 2,242
BLOCK H & R INC COM 093671105 13,777 380,649 SH   DFND 4 307,303 0 73,346
BLOOMIN BRANDS INC COM 094235108 26 1,457 SH   DFND 3 1,457 0 0
BLOOMIN BRANDS INC COM 094235108 560 30,544 SH   DFND 4 14,686 0 15,858
BLOUNT INTL INC NEW COM 095180105 44 7,881 SH   DFND 4 587 0 7,294
BLUCORA INC COM 095229100 84 6,202 SH   DFND 4 0 0 6,202
BLUE HILLS BANCORP INC COM 095573101 19 1,340 SH   DFND 4 0 0 1,340
BLUE NILE INC COM 09578R103 78 2,348 SH   DFND 4 0 0 2,348
BLUEBIRD BIO INC COM 09609G100 188 2,200 SH   DFND 4 2,200 0 0
BNC BANCORP COM 05566T101 79 3,568 SH   DFND 4 0 0 3,568
BOB EVANS FARMS INC COM 096761101 213 4,894 SH   DFND 4 1,310 0 3,584
BOEING CO COM 097023105 237,065 1,810,350 SH   DFND 3 1,805,114 0 5,236
BOEING CO COM 097023105 95,049 725,898 SH   DFND 4 561,137 0 164,761
BOFI HLDG INC COM 05566U108 385 3,053 SH   DFND 4 702 0 2,351
BOISE CASCADE CO DEL COM 09739D100 310 12,312 SH   DFND 4 6,757 0 5,555
BOK FINL CORP COM NEW 05561Q201 130 2,013 SH   DFND 4 2,013 0 0
BONA FILM GROUP LTD SPONSORED ADS 09777B107 138 11,600 SH   DFND 4 11,600 0 0
BONANZA CREEK ENERGY INC COM 097793103 34 8,248 SH   DFND 4 2,813 0 5,435
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 107 4,073 SH   DFND 3 4,073 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,171 82,781 SH   DFND 4 75,665 0 7,116
BORGWARNER INC COM 099724106 27,031 649,938 SH   DFND 3 648,095 0 1,843
BORGWARNER INC COM 099724106 10,744 258,357 SH   DFND 4 197,073 0 61,284
BOSTON BEER INC CL A 100557107 65 310 SH   DFND 3 0 0 310
BOSTON BEER INC CL A 100557107 338 1,583 SH   DFND 4 350 0 1,233
BOSTON PRIVATE FINL HLDGS IN COM 101119105 201 17,182 SH   DFND 4 5,328 0 11,854
BOSTON PROPERTIES INC COM 101121101 53,965 455,784 SH   DFND 3 454,535 0 1,249
BOSTON PROPERTIES INC COM 101121101 51,132 431,852 SH   DFND 4 390,855 0 40,997
BOSTON SCIENTIFIC CORP COM 101137107 65,375 3,983,837 SH   DFND 3 3,972,920 0 10,917
BOSTON SCIENTIFIC CORP COM 101137107 31,254 1,904,890 SH   DFND 4 1,569,521 0 335,369
BOTTOMLINE TECH DEL INC COM 101388106 206 8,251 SH   DFND 4 2,490 0 5,761
BOULDER BRANDS INC COM 101405108 74 9,010 SH   DFND 4 0 0 9,010
BOYD GAMING CORP COM 103304101 250 16,102 SH   DFND 4 4,693 0 11,409
BP PLC SPONSORED ADR 055622104 64 2,110 SH   DFND 4 2,110 0 0
BRADY CORP CL A 104674106 192 9,693 SH   DFND 4 2,802 0 6,891
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 113 9,143 SH   DFND 3 9,143 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 4,844 393,132 SH   DFND 4 384,347 0 8,785
BRASKEM S A SP ADR PFD A 105532105 270 32,000 SH   DFND 4 32,000 0 0
BRAVO BRIO RESTAURANT GROUP COM 10567B109 25 2,240 SH   DFND 4 0 0 2,240
BRF SA SPONSORED ADR 10552T107 366 20,590 SH   DFND 4 20,590 0 0
BRIDGE BANCORP INC COM 108035106 70 2,619 SH   DFND 4 0 0 2,619
BRIDGEPOINT ED INC COM 10807M105 17 2,239 SH   DFND 4 0 0 2,239
BRIGGS & STRATTON CORP COM 109043109 151 7,749 SH   DFND 4 1,244 0 6,505
BRIGHT HORIZONS FAM SOL IN D COM 109194100 429 6,684 SH   DFND 4 1,907 0 4,777
BRIGHTCOVE INC COM 10921T101 30 5,981 SH   DFND 4 0 0 5,981
BRINKER INTL INC COM 109641100 148 2,804 SH   DFND 3 849 0 1,955
BRINKER INTL INC COM 109641100 1,318 25,022 SH   DFND 4 22,564 0 2,458
BRINKS CO COM 109696104 30 1,100 SH   DFND 3 1,100 0 0
BRINKS CO COM 109696104 1,454 53,900 SH   DFND 4 46,898 0 7,002
BRISTOL MYERS SQUIBB CO COM 110122108 845 14,272 SH   DFND 2 0 0 14,272
BRISTOL MYERS SQUIBB CO COM 110122108 290,765 4,911,566 SH   DFND 3 4,897,992 0 13,574
BRISTOL MYERS SQUIBB CO COM 110122108 147,097 2,484,645 SH   DFND 4 2,014,927 0 469,718
BRIXMOR PPTY GROUP INC COM 11120U105 155 6,589 SH   DFND 3 6,589 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 8,410 358,162 SH   DFND 4 313,898 0 44,264
BROADCOM CORP CL A 111320107 191 3,720 SH   DFND 2 0 0 3,720
BROADCOM CORP CL A 111320107 82,431 1,602,776 SH   DFND 3 1,598,347 0 4,429
BROADCOM CORP CL A 111320107 30,640 595,811 SH   DFND 4 459,138 0 136,673
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 19,911 359,722 SH   DFND 3 355,886 0 3,836
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,246 94,770 SH   DFND 4 94,770 0 0
BROADSOFT INC COM 11133B409 124 4,227 SH   DFND 4 0 0 4,227
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 78 7,540 SH   DFND 3 7,540 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,831 176,189 SH   DFND 4 161,730 0 14,459
BROOKDALE SR LIVING INC COM 112463104 40 1,730 SH   DFND 3 1,730 0 0
BROOKDALE SR LIVING INC COM 112463104 725 31,563 SH   DFND 4 31,563 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 81,754 2,610,074 SH   DFND 3 2,610,074 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 30,778 983,347 SH   DFND 4 823,431 0 159,916
BROOKLINE BANCORP INC DEL COM 11373M107 106 10,435 SH   DFND 4 0 0 10,435
BROOKS AUTOMATION INC COM 114340102 143 12,530 SH   DFND 4 2,736 0 9,794
BROWN & BROWN INC COM 115236101 11,568 373,532 SH   DFND 3 369,837 0 3,695
BROWN & BROWN INC COM 115236101 3,045 98,322 SH   DFND 4 94,110 0 4,212
BROWN FORMAN CORP CL A 115637100 72 672 SH   DFND 4 672 0 0
BROWN FORMAN CORP CL B 115637209 128 1,318 SH   DFND 2 0 0 1,318
BROWN FORMAN CORP CL B 115637209 35,276 364,044 SH   DFND 3 363,087 0 957
BROWN FORMAN CORP CL B 115637209 13,299 137,261 SH   DFND 4 106,146 0 31,115
BRUKER CORP COM 116794108 80 4,869 SH   DFND 4 4,869 0 0
BRUNSWICK CORP COM 117043109 201 4,195 SH   DFND 3 1,230 0 2,965
BRUNSWICK CORP COM 117043109 1,038 21,672 SH   DFND 4 21,672 0 0
BRYN MAWR BK CORP COM 117665109 100 3,219 SH   DFND 4 0 0 3,219
BUCKLE INC COM 118440106 209 5,671 SH   DFND 4 1,624 0 4,047
BUFFALO WILD WINGS INC COM 119848109 117 607 SH   DFND 3 0 0 607
BUFFALO WILD WINGS INC COM 119848109 736 3,780 SH   DFND 4 971 0 2,809
BUILD A BEAR WORKSHOP COM 120076104 22 1,215 SH   DFND 4 0 0 1,215
BUILDERS FIRSTSOURCE INC COM 12008R107 64 5,035 SH   DFND 4 0 0 5,035
BUNGE LIMITED COM G16962105 31,897 435,153 SH   DFND 3 435,153 0 0
BUNGE LIMITED COM G16962105 21,957 299,523 SH   DFND 4 267,364 0 32,159
BURLINGTON STORES INC COM 122017106 34 661 SH   DFND 3 661 0 0
BURLINGTON STORES INC COM 122017106 1,091 21,462 SH   DFND 4 11,752 0 9,710
BWX TECHNOLOGIES INC COM 05605H100 37 1,390 SH   DFND 3 1,390 0 0
BWX TECHNOLOGIES INC COM 05605H100 1,041 39,499 SH   DFND 4 39,499 0 0
C D I CORP COM 125071100 16 1,936 SH   DFND 4 0 0 1,936
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 28,729 423,854 SH   DFND 3 422,666 0 1,188
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 13,878 204,714 SH   DFND 4 164,113 0 40,601
CA INC COM 12673P105 26,333 964,570 SH   DFND 3 961,993 0 2,577
CA INC COM 12673P105 13,776 504,724 SH   DFND 4 413,637 0 91,087
CABELAS INC COM 126804301 100 2,183 SH   DFND 3 650 0 1,533
CABELAS INC COM 126804301 735 16,114 SH   DFND 4 16,114 0 0
CABLE ONE INC COM 12685J105 95 226 SH   DFND 3 84 0 142
CABLE ONE INC COM 12685J105 941 2,234 SH   DFND 4 1,975 0 259
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 17,449 537,375 SH   DFND 3 535,578 0 1,797
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 10,433 321,428 SH   DFND 4 262,151 0 59,277
CABOT CORP COM 127055101 91 2,899 SH   DFND 3 870 0 2,029
CABOT CORP COM 127055101 884 28,028 SH   DFND 4 25,456 0 2,572
CABOT MICROELECTRONICS CORP COM 12709P103 172 4,494 SH   DFND 4 954 0 3,540
CABOT OIL & GAS CORP COM 127097103 24 1,092 SH   DFND 2 0 0 1,092
CABOT OIL & GAS CORP COM 127097103 26,638 1,218,585 SH   DFND 3 1,215,217 0 3,368
CABOT OIL & GAS CORP COM 127097103 10,337 473,000 SH   DFND 4 352,003 0 120,997
CACI INTL INC CL A 127190304 47 640 SH   DFND 3 640 0 0
CACI INTL INC CL A 127190304 1,655 22,350 SH   DFND 4 17,453 0 4,897
CADENCE DESIGN SYSTEM INC COM 127387108 220 10,644 SH   DFND 3 1,281 0 9,363
CADENCE DESIGN SYSTEM INC COM 127387108 546 26,385 SH   DFND 4 26,385 0 0
CAE INC COM 124765108 51 4,800 SH   DFND 3 4,800 0 0
CAE INC COM 124765108 1,379 130,844 SH   DFND 4 99,582 0 31,262
CAESARS ACQUISITION CO CL A 12768T103 48 6,784 SH   DFND 4 0 0 6,784
CAESARS ENTMT CORP COM 127686103 22 3,745 SH   DFND 3 3,745 0 0
CAESARS ENTMT CORP COM 127686103 653 108,813 SH   DFND 4 92,919 0 15,894
CAI INTERNATIONAL INC COM 12477X106 33 3,222 SH   DFND 4 0 0 3,222
CAL MAINE FOODS INC COM NEW 128030202 315 5,843 SH   DFND 4 1,349 0 4,494
CALAMOS ASSET MGMT INC CL A 12811R104 31 3,230 SH   DFND 4 0 0 3,230
CALAMP CORP COM 128126109 81 5,030 SH   DFND 4 0 0 5,030
CALAVO GROWERS INC COM 128246105 105 2,327 SH   DFND 4 0 0 2,327
CALERES INC COM 129500104 267 8,868 SH   DFND 4 2,666 0 6,202
CALGON CARBON CORP COM 129603106 213 13,600 SH   DFND 4 5,816 0 7,784
CALIFORNIA RES CORP COM 13057Q107 2 642 SH   DFND 2 0 0 642
CALIFORNIA RES CORP COM 13057Q107 111 42,504 SH   DFND 3 32,624 0 9,880
CALIFORNIA RES CORP COM 13057Q107 2,165 835,482 SH   DFND 4 516,401 0 319,081
CALIFORNIA WTR SVC GROUP COM 130788102 3,020 136,507 SH   DFND 4 129,721 0 6,786
CALIX INC COM 13100M509 57 7,573 SH   DFND 4 0 0 7,573
CALLAWAY GOLF CO COM 131193104 95 11,719 SH   DFND 4 0 0 11,719
CALLIDUS SOFTWARE INC COM 13123E500 147 8,784 SH   DFND 4 0 0 8,784
CALLON PETE CO DEL COM 13123X102 74 10,648 SH   DFND 4 0 0 10,648
CALPINE CORP COM NEW 131347304 15,293 1,047,462 SH   DFND 3 1,047,462 0 0
CALPINE CORP COM NEW 131347304 7,968 545,939 SH   DFND 4 484,545 0 61,394
CAMBREX CORP COM 132011107 244 6,184 SH   DFND 4 1,591 0 4,593
CAMDEN NATL CORP COM 133034108 50 1,249 SH   DFND 4 0 0 1,249
CAMDEN PPTY TR SH BEN INT 133131102 505 6,839 SH   DFND 3 4,060 0 2,779
CAMDEN PPTY TR SH BEN INT 133131102 17,602 238,207 SH   DFND 4 223,292 0 14,915
CAMECO CORP COM 13321L108 13,842 1,140,634 SH   DFND 3 1,140,634 0 0
CAMECO CORP COM 13321L108 5,274 434,779 SH   DFND 4 321,482 0 113,297
CAMERON INTERNATIONAL CORP COM 13342B105 36,965 602,827 SH   DFND 3 601,269 0 1,558
CAMERON INTERNATIONAL CORP COM 13342B105 17,220 280,793 SH   DFND 4 223,046 0 57,747
CAMPBELL SOUP CO COM 134429109 113 2,225 SH   DFND 2 0 0 2,225
CAMPBELL SOUP CO COM 134429109 25,757 508,222 SH   DFND 3 506,775 0 1,447
CAMPBELL SOUP CO COM 134429109 16,698 329,334 SH   DFND 4 260,197 0 69,137
CAMPUS CREST CMNTYS INC COM 13466Y105 68 12,627 SH   DFND 4 938 0 11,689
CANADIAN NAT RES LTD COM 136385101 62,732 3,235,779 SH   DFND 3 3,235,779 0 0
CANADIAN NAT RES LTD COM 136385101 22,322 1,150,864 SH   DFND 4 962,827 0 188,037
CANADIAN NATL RY CO COM 136375102 121,570 2,150,849 SH   DFND 3 2,150,849 0 0
CANADIAN NATL RY CO COM 136375102 37,414 662,022 SH   DFND 4 522,731 0 139,291
CANADIAN PAC RY LTD COM 13645T100 59,558 416,882 SH   DFND 3 416,882 0 0
CANADIAN PAC RY LTD COM 13645T100 17,396 121,781 SH   DFND 4 93,592 0 28,189
CANADIAN SOLAR INC COM 136635109 43 2,589 SH   DFND 4 2,589 0 0
CANTEL MEDICAL CORP COM 138098108 364 6,553 SH   DFND 4 1,660 0 4,893
CAPELLA EDUCATION COMPANY COM 139594105 102 2,022 SH   DFND 4 442 0 1,580
CAPITAL BK FINL CORP CL A COM 139794101 109 3,610 SH   DFND 4 0 0 3,610
CAPITAL ONE FINL CORP COM 14040H105 105,239 1,451,166 SH   DFND 3 1,446,716 0 4,450
CAPITAL ONE FINL CORP COM 14040H105 56,420 778,041 SH   DFND 4 626,656 0 151,385
CAPITAL SR LIVING CORP COM 140475104 83 4,207 SH   DFND 4 0 0 4,207
CAPITOL FED FINL INC COM 14057J101 64 5,305 SH   DFND 3 5,305 0 0
CAPITOL FED FINL INC COM 14057J101 1,635 134,949 SH   DFND 4 103,933 0 31,016
CAPSTEAD MTG CORP COM NO PAR 14067E506 16 1,640 SH   DFND 3 1,640 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 814 82,415 SH   DFND 4 61,315 0 21,100
CARBO CERAMICS INC COM 140781105 68 3,429 SH   DFND 4 676 0 2,753
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CARDINAL FINL CORP COM 14149F109 109 4,736 SH   DFND 4 0 0 4,736
CARDINAL HEALTH INC COM 14149Y108 73,969 962,891 SH   DFND 3 960,197 0 2,694
CARDINAL HEALTH INC COM 14149Y108 53,422 695,228 SH   DFND 4 579,952 0 115,276
CARDIOVASCULAR SYS INC DEL COM 141619106 62 4,079 SH   DFND 4 0 0 4,079
CARDTRONICS INC COM 14161H108 304 9,284 SH   DFND 4 2,912 0 6,372
CARE CAP PPTYS INC COM 141624106 8,177 248,301 SH   DFND 3 245,656 0 2,645
CARE CAP PPTYS INC COM 141624106 6,499 197,362 SH   DFND 4 193,025 0 4,337
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CARETRUST REIT INC COM 14174T107 49 4,369 SH   DFND 4 0 0 4,369
CARLISLE COS INC COM 142339100 237 2,710 SH   DFND 3 620 0 2,090
CARLISLE COS INC COM 142339100 1,789 20,468 SH   DFND 4 18,936 0 1,532
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,757 104,631 SH   DFND 4 104,631 0 0
CARMAX INC COM 143130102 38,804 654,146 SH   DFND 3 652,442 0 1,704
CARMAX INC COM 143130102 16,851 284,056 SH   DFND 4 225,460 0 58,596
CARMIKE CINEMAS INC COM 143436400 69 3,457 SH   DFND 4 0 0 3,457
CARNIVAL CORP PAIRED CTF 143658300 61,950 1,246,473 SH   DFND 3 1,242,799 0 3,674
CARNIVAL CORP PAIRED CTF 143658300 28,695 577,391 SH   DFND 4 464,189 0 113,202
CARNIVAL PLC ADR 14365C103 356 6,890 SH   DFND 4 6,890 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 60 2,031 SH   DFND 3 420 0 1,611
CARPENTER TECHNOLOGY CORP COM 144285103 717 24,080 SH   DFND 4 17,590 0 6,490
CARRIAGE SVCS INC COM 143905107 64 3,005 SH   DFND 4 0 0 3,005
CARRIZO OIL & GAS INC COM 144577103 291 9,594 SH   DFND 4 1,962 0 7,632
CARROLS RESTAURANT GROUP INC COM 14574X104 63 5,255 SH   DFND 4 0 0 5,255
CARTER INC COM 146229109 152 1,681 SH   DFND 3 0 0 1,681
CARTER INC COM 146229109 187 2,067 SH   DFND 4 2,067 0 0
CASELLA WASTE SYS INC CL A 147448104 32 5,458 SH   DFND 4 0 0 5,458
CASEYS GEN STORES INC COM 147528103 220 2,136 SH   DFND 3 897 0 1,239
CASEYS GEN STORES INC COM 147528103 3,007 29,198 SH   DFND 4 21,796 0 7,402
CASH AMER INTL INC COM 14754D100 113 4,087 SH   DFND 4 0 0 4,087
CASS INFORMATION SYS INC COM 14808P109 85 1,722 SH   DFND 4 0 0 1,722
CATALENT INC COM 148806102 76 3,130 SH   DFND 3 0 0 3,130
CATALENT INC COM 148806102 415 16,925 SH   DFND 4 4,724 0 12,201
CATALYST PHARMACEUTICALS INC COM 14888U101 31 10,410 SH   DFND 4 0 0 10,410
CATCHMARK TIMBER TR INC CL A 14912Y202 19 1,886 SH   DFND 4 0 0 1,886
CATERPILLAR INC DEL COM 149123101 116,537 1,783,000 SH   DFND 3 1,778,083 0 4,917
CATERPILLAR INC DEL COM 149123101 58,075 888,636 SH   DFND 4 715,941 0 172,695
CATHAY GEN BANCORP COM 149150104 71 2,376 SH   DFND 3 0 0 2,376
CATHAY GEN BANCORP COM 149150104 457 15,331 SH   DFND 4 3,958 0 11,373
CATO CORP NEW CL A 149205106 175 5,253 SH   DFND 4 1,314 0 3,939
CAVCO INDS INC DEL COM 149568107 91 1,329 SH   DFND 4 0 0 1,329
CAVIUM INC COM 14964U108 626 10,425 SH   DFND 4 2,837 0 7,588
CBIZ INC COM 124805102 76 7,785 SH   DFND 4 0 0 7,785
CBL & ASSOC PPTYS INC COM 124830100 108 7,832 SH   DFND 3 7,832 0 0
CBL & ASSOC PPTYS INC COM 124830100 5,067 368,366 SH   DFND 4 361,230 0 7,136
CBOE HLDGS INC COM 12503M108 203 3,027 SH   DFND 3 357 0 2,670
CBOE HLDGS INC COM 12503M108 659 9,830 SH   DFND 4 9,830 0 0
CBRE GROUP INC CL A 12504L109 26,839 838,707 SH   DFND 3 836,430 0 2,277
CBRE GROUP INC CL A 12504L109 11,819 369,433 SH   DFND 4 291,745 0 77,688
CBS CORP NEW CL B 124857202 52,103 1,305,852 SH   DFND 3 1,302,165 0 3,687
CBS CORP NEW CL B 124857202 23,013 576,910 SH   DFND 4 445,604 0 131,306
CDK GLOBAL INC COM 12508E101 22,427 469,389 SH   DFND 3 464,260 0 5,129
CDK GLOBAL INC COM 12508E101 7,081 148,198 SH   DFND 4 132,849 0 15,349
CDN IMPERIAL BK COMM TORONTO COM 136069101 83,797 1,171,761 SH   DFND 3 1,171,761 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 45,449 635,674 SH   DFND 4 556,607 0 79,067
CDW CORP COM 12514G108 46 1,114 SH   DFND 3 1,114 0 0
CDW CORP COM 12514G108 2,045 50,120 SH   DFND 4 46,620 0 3,500
CEB INC COM 125134106 73 1,069 SH   DFND 3 0 0 1,069
CEB INC COM 125134106 441 6,442 SH   DFND 4 1,595 0 4,847
CECO ENVIRONMENTAL CORP COM 125141101 33 3,966 SH   DFND 4 0 0 3,966
CEDAR REALTY TRUST INC COM NEW 150602209 17 2,813 SH   DFND 3 2,813 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 902 145,101 SH   DFND 4 133,992 0 11,109
CELADON GROUP INC COM 150838100 62 3,874 SH   DFND 4 0 0 3,874
CELANESE CORP DEL COM SER A 150870103 26,410 446,333 SH   DFND 3 446,333 0 0
CELANESE CORP DEL COM SER A 150870103 9,181 155,244 SH   DFND 4 128,859 0 26,385
CELESTICA INC SUB VTG SHS 15101Q108 95 7,400 SH   DFND 3 7,400 0 0
CELESTICA INC SUB VTG SHS 15101Q108 2,122 165,684 SH   DFND 4 148,734 0 16,950
CELGENE CORP COM 151020104 761 7,036 SH   DFND 2 0 0 7,036
CELGENE CORP COM 151020104 249,356 2,305,224 SH   DFND 3 2,298,766 0 6,458
CELGENE CORP COM 151020104 97,723 903,432 SH   DFND 4 709,300 0 194,132
CELLDEX THERAPEUTICS INC NEW COM 15117B103 195 18,230 SH   DFND 4 3,918 0 14,312
CEMEX SAB DE CV SPON ADR NEW 151290889 5,227 749,362 SH   DFND 4 749,362 0 0
CEMPRA INC COM 15130J109 140 5,455 SH   DFND 4 1,257 0 4,198
CENCOSUD S A SPONSORED ADS 15132H101 356 61,019 SH   DFND 4 61,019 0 0
CENOVUS ENERGY INC COM 15135U109 37,023 2,452,420 SH   DFND 3 2,452,420 0 0
CENOVUS ENERGY INC COM 15135U109 19,572 1,296,036 SH   DFND 4 1,131,182 0 164,854
CENTENE CORP DEL COM 15135B101 17,660 325,641 SH   DFND 3 321,837 0 3,804
CENTENE CORP DEL COM 15135B101 7,506 138,421 SH   DFND 4 121,263 0 17,158
CENTERPOINT ENERGY INC COM 15189T107 23,703 1,313,906 SH   DFND 3 1,310,402 0 3,504
CENTERPOINT ENERGY INC COM 15189T107 36,273 2,011,032 SH   DFND 4 1,862,101 0 148,931
CENTERSTATE BANKS INC COM 15201P109 94 6,289 SH   DFND 4 0 0 6,289
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 78 36,022 SH   DFND 4 36,022 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 28 13,480 SH   DFND 4 0 0 13,480
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 107 6,707 SH   DFND 4 0 0 6,707
CENTRAL PAC FINL CORP COM NEW 154760409 68 3,278 SH   DFND 4 0 0 3,278
CENTURY ALUM CO COM 156431108 42 9,201 SH   DFND 4 1,799 0 7,402
CENTURYLINK INC COM 156700106 457 18,193 SH   DFND 2 0 0 18,193
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CHINA MOBILE LIMITED SPONSORED ADR 16941M109 13,316 224,228 SH   DFND 4 224,228 0 0
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CORVEL CORP COM 221006109 70 2,124 SH   DFND 4 0 0 2,124
COSTAR GROUP INC COM 22160N109 267 1,544 SH   DFND 4 1,544 0 0
COSTCO WHSL CORP NEW COM 22160K105 186,763 1,291,852 SH   DFND 3 1,288,274 0 3,578
COSTCO WHSL CORP NEW COM 22160K105 92,892 642,600 SH   DFND 4 522,672 0 119,928
COTT CORP QUE COM 22163N106 58 5,372 SH   DFND 4 5,372 0 0
COTY INC COM CL A 222070203 80 2,968 SH   DFND 4 2,968 0 0
COUPONS COM INC COM 22265J102 71 8,011 SH   DFND 4 0 0 8,011
COUSINS PPTYS INC COM 222795106 66 7,122 SH   DFND 3 7,122 0 0
COUSINS PPTYS INC COM 222795106 3,794 411,903 SH   DFND 4 380,356 0 31,547
COVANTA HLDG CORP COM 22282E102 27 1,540 SH   DFND 3 1,540 0 0
COVANTA HLDG CORP COM 22282E102 921 52,825 SH   DFND 4 46,907 0 5,918
COWEN GROUP INC NEW CL A 223622101 95 21,065 SH   DFND 4 0 0 21,065
CRA INTL INC COM 12618T105 41 1,931 SH   DFND 4 0 0 1,931
CRACKER BARREL OLD CTRY STOR COM 22410J106 165 1,120 SH   DFND 3 360 0 760
CRACKER BARREL OLD CTRY STOR COM 22410J106 1,595 10,844 SH   DFND 4 7,972 0 2,872
CRANE CO COM 224399105 103 2,218 SH   DFND 3 660 0 1,558
CRANE CO COM 224399105 648 13,907 SH   DFND 4 12,557 0 1,350
CRAWFORD & CO CL B 224633107 20 3,599 SH   DFND 4 0 0 3,599
CRAY INC COM NEW 225223304 164 8,370 SH   DFND 4 2,399 0 5,971
CREDICORP LTD COM G2519Y108 29,633 278,609 SH   DFND 4 225,086 0 53,523
CREDIT ACCEP CORP MICH COM 225310101 100 506 SH   DFND 4 506 0 0
CREE INC COM 225447101 101 4,178 SH   DFND 3 860 0 3,318
CREE INC COM 225447101 342 14,115 SH   DFND 4 14,115 0 0
CRESCENT PT ENERGY CORP COM 22576C101 15,716 1,379,913 SH   DFND 3 1,379,913 0 0
CRESCENT PT ENERGY CORP COM 22576C101 6,459 567,259 SH   DFND 4 470,043 0 97,216
CROCS INC COM 227046109 222 17,255 SH   DFND 4 4,606 0 12,649
CROSS CTRY HEALTHCARE INC COM 227483104 68 5,085 SH   DFND 4 0 0 5,085
CROWN CASTLE INTL CORP NEW COM 22822V101 76,670 972,104 SH   DFND 3 969,355 0 2,749
CROWN CASTLE INTL CORP NEW COM 22822V101 80,359 1,019,226 SH   DFND 4 904,885 0 114,341
CROWN HOLDINGS INC COM 228368106 106 2,327 SH   DFND 3 2,327 0 0
CROWN HOLDINGS INC COM 228368106 5,434 118,804 SH   DFND 4 96,626 0 22,178
CRYOLIFE INC COM 228903100 40 4,045 SH   DFND 4 0 0 4,045
CSG SYS INTL INC COM 126349109 228 7,503 SH   DFND 4 2,530 0 4,973
CSS INDS INC COM 125906107 41 1,572 SH   DFND 4 0 0 1,572
CST BRANDS INC COM 12646R105 209 6,211 SH   DFND 3 3,794 0 2,417
CST BRANDS INC COM 12646R105 2,620 77,899 SH   DFND 4 70,144 0 7,755
CSX CORP COM 126408103 79,071 2,939,450 SH   DFND 3 2,931,405 0 8,045
CSX CORP COM 126408103 33,807 1,257,146 SH   DFND 4 993,935 0 263,211
CTI BIOPHARMA CORP COM 12648L106 39 26,979 SH   DFND 4 0 0 26,979
CTRIP COM INTL LTD AMERICAN DEP SHS 22943F100 2,211 35,000 SH   DFND 4 35,000 0 0
CTS CORP COM 126501105 122 6,635 SH   DFND 4 1,635 0 5,000
CUBESMART COM 229663109 152 5,590 SH   DFND 3 5,590 0 0
CUBESMART COM 229663109 8,422 309,564 SH   DFND 4 286,001 0 23,563
CUBIC CORP COM 229669106 176 4,235 SH   DFND 4 1,200 0 3,035
CULLEN FROST BANKERS INC COM 229899109 189 2,975 SH   DFND 3 1,214 0 1,761
CULLEN FROST BANKERS INC COM 229899109 1,569 24,697 SH   DFND 4 22,646 0 2,051
CULP INC COM 230215105 27 855 SH   DFND 4 0 0 855
CUMMINS INC COM 231021106 58,516 538,921 SH   DFND 3 537,556 0 1,365
CUMMINS INC COM 231021106 24,307 223,863 SH   DFND 4 178,522 0 45,341
CUMULUS MEDIA INC CL A 231082108 19 25,777 SH   DFND 4 0 0 25,777
CURIS INC COM 231269101 29 15,400 SH   DFND 4 0 0 15,400
CURTISS WRIGHT CORP COM 231561101 33 534 SH   DFND 3 534 0 0
CURTISS WRIGHT CORP COM 231561101 1,316 21,090 SH   DFND 4 14,060 0 7,030
CUSTOMERS BANCORP INC COM 23204G100 115 4,551 SH   DFND 4 0 0 4,551
CVB FINL CORP COM 126600105 370 22,232 SH   DFND 4 6,829 0 15,403
CVENT INC COM 23247G109 118 3,497 SH   DFND 4 0 0 3,497
CVR ENERGY INC COM 12662P108 41 997 SH   DFND 4 997 0 0
CVS HEALTH CORP COM 126650100 321,568 3,333,002 SH   DFND 3 3,323,815 0 9,187
CVS HEALTH CORP COM 126650100 164,335 1,703,256 SH   DFND 4 1,383,698 0 319,558
CYBERONICS INC COM 23251P102 353 5,888 SH   DFND 4 2,014 0 3,874
CYNOSURE INC CL A 232577205 127 4,228 SH   DFND 4 0 0 4,228
CYPRESS SEMICONDUCTOR CORP COM 232806109 90 10,622 SH   DFND 3 0 0 10,622
CYPRESS SEMICONDUCTOR CORP COM 232806109 156 18,334 SH   DFND 4 18,334 0 0
CYRUSONE INC COM 23283R100 352 10,790 SH   DFND 4 2,977 0 7,813
CYS INVTS INC COM 12673A108 283 39,492 SH   DFND 4 13,067 0 26,425
CYTEC INDS INC COM 232820100 232 3,138 SH   DFND 3 854 0 2,284
CYTEC INDS INC COM 232820100 2,085 28,247 SH   DFND 4 25,927 0 2,320
D R HORTON INC COM 23331A109 27,487 936,195 SH   DFND 3 933,478 0 2,717
D R HORTON INC COM 23331A109 10,802 367,948 SH   DFND 4 275,020 0 92,928
DAKTRONICS INC COM 234264109 61 7,174 SH   DFND 4 0 0 7,174
DANA HLDG CORP COM 235825205 142 8,945 SH   DFND 3 3,728 0 5,217
DANA HLDG CORP COM 235825205 1,569 99,186 SH   DFND 4 69,133 0 30,053
DANAHER CORP DEL COM 235851102 144,715 1,698,332 SH   DFND 3 1,693,452 0 4,880
DANAHER CORP DEL COM 235851102 55,394 650,131 SH   DFND 4 497,341 0 152,790
DARDEN RESTAURANTS INC COM 237194105 26,489 386,480 SH   DFND 3 385,455 0 1,025
DARDEN RESTAURANTS INC COM 237194105 13,075 190,793 SH   DFND 4 157,296 0 33,497
DARLING INGREDIENTS INC COM 237266101 25 2,182 SH   DFND 3 2,182 0 0
DARLING INGREDIENTS INC COM 237266101 528 47,151 SH   DFND 4 23,007 0 24,144
DAVE & BUSTERS ENTMT INC COM 238337109 98 2,550 SH   DFND 4 0 0 2,550
DAVITA HEALTHCARE PARTNERS I COM 23918K108 44,076 609,371 SH   DFND 3 607,971 0 1,400
DAVITA HEALTHCARE PARTNERS I COM 23918K108 26,484 366,214 SH   DFND 4 298,998 0 67,216
DAWSON GEOPHYSICAL CO NEW COM 239360100 10 2,723 SH   DFND 4 0 0 2,723
DCT INDUSTRIAL TRUST INC COM NEW 233153204 131 3,898 SH   DFND 3 3,898 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 6,098 181,277 SH   DFND 4 169,414 0 11,863
DDR CORP COM 23317H102 208 13,529 SH   DFND 3 13,529 0 0
DDR CORP COM 23317H102 9,015 586,105 SH   DFND 4 577,901 0 8,204
DEALERTRACK TECHNOLOGIES INC COM 242309102 653 10,338 SH   DFND 4 2,437 0 7,901
DEAN FOODS CO NEW COM NEW 242370203 134 8,083 SH   DFND 3 5,066 0 3,017
DEAN FOODS CO NEW COM NEW 242370203 2,721 164,962 SH   DFND 4 144,897 0 20,065
DECKERS OUTDOOR CORP COM 243537107 87 1,497 SH   DFND 3 432 0 1,065
DECKERS OUTDOOR CORP COM 243537107 673 11,573 SH   DFND 4 7,039 0 4,534
DEERE & CO COM 244199105 69,324 936,817 SH   DFND 3 934,097 0 2,720
DEERE & CO COM 244199105 38,630 521,936 SH   DFND 4 421,573 0 100,363
DEL FRISCOS RESTAURANT GROUP COM 245077102 63 4,593 SH   DFND 4 0 0 4,593
DELEK US HLDGS INC COM 246647101 59 2,114 SH   DFND 3 2,114 0 0
DELEK US HLDGS INC COM 246647101 1,491 53,722 SH   DFND 4 28,257 0 25,465
DELHAIZE GROUP SPONSORED ADR 29759W101 6 284 SH   DFND 4 284 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 26,380 587,923 SH   DFND 3 581,416 0 6,507
DELTA AIR LINES INC DEL COM NEW 247361702 14,850 330,951 SH   DFND 4 218,275 0 112,676
DELTIC TIMBER CORP COM 247850100 123 2,001 SH   DFND 4 397 0 1,604
DELUXE CORP COM 248019101 156 2,798 SH   DFND 3 1,200 0 1,598
DELUXE CORP COM 248019101 1,323 23,877 SH   DFND 4 14,781 0 9,096
DEMANDWARE INC COM 24802Y105 309 5,916 SH   DFND 4 1,531 0 4,385
DENBURY RES INC COM NEW 247916208 81 33,394 SH   DFND 3 21,982 0 11,412
DENBURY RES INC COM NEW 247916208 1,073 438,816 SH   DFND 4 408,174 0 30,642
DENISON MINES CORP COM 248356107 10 27,800 SH   DFND 4 27,800 0 0
DENNYS CORP COM 24869P104 143 12,853 SH   DFND 4 0 0 12,853
DENTSPLY INTL INC NEW COM 249030107 21,345 422,094 SH   DFND 3 420,955 0 1,139
DENTSPLY INTL INC NEW COM 249030107 9,116 180,258 SH   DFND 4 144,140 0 36,118
DEPOMED INC COM 249908104 197 11,687 SH   DFND 4 2,880 0 8,807
DEVON ENERGY CORP NEW COM 25179M103 30 815 SH   DFND 2 0 0 815
DEVON ENERGY CORP NEW COM 25179M103 44,141 1,190,108 SH   DFND 3 1,186,961 0 3,147
DEVON ENERGY CORP NEW COM 25179M103 20,024 540,045 SH   DFND 4 437,902 0 102,143
DEVRY ED GROUP INC COM 251893103 69 2,544 SH   DFND 3 710 0 1,834
DEVRY ED GROUP INC COM 251893103 819 30,067 SH   DFND 4 21,862 0 8,205
DEXCOM INC COM 252131107 271 3,155 SH   DFND 4 3,155 0 0
DHI GROUP INC COM 23331S100 52 7,178 SH   DFND 4 0 0 7,178
DIAMOND FOODS INC COM 252603105 123 4,061 SH   DFND 4 822 0 3,239
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 91 491 SH   DFND 4 0 0 491
DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,704 156,279 SH   DFND 3 155,728 0 551
DIAMOND OFFSHORE DRILLING IN COM 25271C102 3,032 174,940 SH   DFND 4 155,556 0 19,384
DIAMOND RESORTS INTL INC COM 25272T104 190 8,138 SH   DFND 4 3,048 0 5,090
DIAMONDBACK ENERGY INC COM 25278X109 193 2,982 SH   DFND 4 2,982 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 100 9,073 SH   DFND 3 9,073 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 4,879 441,719 SH   DFND 4 412,953 0 28,766
DICKS SPORTING GOODS INC COM 253393102 214 4,314 SH   DFND 3 1,320 0 2,994
DICKS SPORTING GOODS INC COM 253393102 3,217 64,865 SH   DFND 4 54,194 0 10,671
DIEBOLD INC COM 253651103 103 3,474 SH   DFND 3 1,400 0 2,074
DIEBOLD INC COM 253651103 1,502 50,460 SH   DFND 4 38,287 0 12,173
DIGI INTL INC COM 253798102 56 4,804 SH   DFND 4 0 0 4,804
DIGITAL RLTY TR INC COM 253868103 28,618 438,127 SH   DFND 3 438,127 0 0
DIGITAL RLTY TR INC COM 253868103 24,521 375,484 SH   DFND 4 350,339 0 25,145
DIGITALGLOBE INC COM NEW 25389M877 268 14,182 SH   DFND 4 3,346 0 10,836
DILLARDS INC CL A 254067101 52 590 SH   DFND 3 590 0 0
DILLARDS INC CL A 254067101 1,357 15,534 SH   DFND 4 13,941 0 1,593
DIME CMNTY BANCSHARES COM 253922108 92 5,436 SH   DFND 4 0 0 5,436
DINEEQUITY INC COM 254423106 311 3,398 SH   DFND 4 1,009 0 2,389
DIODES INC COM 254543101 156 7,303 SH   DFND 4 2,019 0 5,284
DIPLOMAT PHARMACY INC COM 25456K101 178 6,252 SH   DFND 4 1,594 0 4,658
DISCOVER FINL SVCS COM 254709108 66,239 1,274,077 SH   DFND 3 1,270,473 0 3,604
DISCOVER FINL SVCS COM 254709108 28,476 547,811 SH   DFND 4 424,973 0 122,838
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 11,080 425,664 SH   DFND 3 424,450 0 1,214
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,437 170,459 SH   DFND 4 135,819 0 34,640
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 19,666 809,650 SH   DFND 3 807,524 0 2,126
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 7,984 328,643 SH   DFND 4 247,871 0 80,772
DISH NETWORK CORP CL A 25470M109 35,971 616,580 SH   DFND 3 616,580 0 0
DISH NETWORK CORP CL A 25470M109 13,001 222,870 SH   DFND 4 185,767 0 37,103
DISNEY WALT CO COM DISNEY 254687106 511,861 5,008,422 SH   DFND 3 4,995,713 0 12,709
DISNEY WALT CO COM DISNEY 254687106 217,294 2,126,531 SH   DFND 4 1,720,130 0 406,401
DOLBY LABORATORIES INC COM 25659T107 114 3,492 SH   DFND 4 3,492 0 0
DOLLAR GEN CORP NEW COM 256677105 58,195 803,349 SH   DFND 3 800,930 0 2,419
DOLLAR GEN CORP NEW COM 256677105 28,177 389,219 SH   DFND 4 303,310 0 85,909
DOLLAR TREE INC COM 256746108 45,263 679,010 SH   DFND 3 677,195 0 1,815
DOLLAR TREE INC COM 256746108 19,485 292,423 SH   DFND 4 213,417 0 79,006
DOMINION DIAMOND CORP COM 257287102 48 4,480 SH   DFND 4 4,480 0 0
DOMINION RES INC VA NEW COM 25746U109 122,121 1,735,160 SH   DFND 3 1,730,328 0 4,832
DOMINION RES INC VA NEW COM 25746U109 78,776 1,119,880 SH   DFND 4 931,599 0 188,281
DOMINOS PIZZA INC COM 25754A201 191 1,766 SH   DFND 3 0 0 1,766
DOMINOS PIZZA INC COM 25754A201 274 2,535 SH   DFND 4 2,535 0 0
DOMTAR CORP COM NEW 257559203 145 4,048 SH   DFND 3 2,000 0 2,048
DOMTAR CORP COM NEW 257559203 2,262 63,291 SH   DFND 4 58,047 0 5,244
DONALDSON INC COM 257651109 133 4,745 SH   DFND 3 700 0 4,045
DONALDSON INC COM 257651109 1,141 40,642 SH   DFND 4 38,375 0 2,267
DONNELLEY R R & SONS CO COM 257867101 239 16,391 SH   DFND 3 9,716 0 6,675
DONNELLEY R R & SONS CO COM 257867101 4,051 278,436 SH   DFND 4 253,835 0 24,601
DORMAN PRODUCTS INC COM 258278100 269 5,330 SH   DFND 4 1,417 0 3,913
DOT HILL SYS CORP COM 25848T109 75 7,738 SH   DFND 4 0 0 7,738
DOUGLAS DYNAMICS INC COM 25960R105 62 3,150 SH   DFND 4 0 0 3,150
DOUGLAS EMMETT INC COM 25960P109 318 11,059 SH   DFND 3 6,671 0 4,388
DOUGLAS EMMETT INC COM 25960P109 7,818 272,211 SH   DFND 4 268,179 0 4,032
DOVER CORP COM 260003108 27,554 481,874 SH   DFND 3 480,568 0 1,306
DOVER CORP COM 260003108 12,352 216,006 SH   DFND 4 170,207 0 45,799
DOW CHEM CO COM 260543103 143,295 3,379,608 SH   DFND 3 3,370,158 0 9,450
DOW CHEM CO COM 260543103 74,332 1,753,754 SH   DFND 4 1,436,400 0 317,354
DR PEPPER SNAPPLE GROUP INC COM 26138E109 188 2,372 SH   DFND 2 0 0 2,372
DR PEPPER SNAPPLE GROUP INC COM 26138E109 44,476 562,630 SH   DFND 3 561,069 0 1,561
DR PEPPER SNAPPLE GROUP INC COM 26138E109 21,050 266,293 SH   DFND 4 214,383 0 51,910
DR REDDYS LABS LTD ADR 256135203 9,478 148,375 SH   DFND 4 127,202 0 21,173
DREAMWORKS ANIMATION SKG INC CL A 26153C103 41 2,332 SH   DFND 3 0 0 2,332
DREAMWORKS ANIMATION SKG INC CL A 26153C103 232 13,281 SH   DFND 4 3,273 0 10,008
DREW INDS INC COM NEW 26168L205 268 4,943 SH   DFND 4 1,490 0 3,453
DRIL-QUIP INC COM 262037104 73 1,246 SH   DFND 3 0 0 1,246
DRIL-QUIP INC COM 262037104 120 2,067 SH   DFND 4 2,067 0 0
DST SYS INC DEL COM 233326107 11,625 110,563 SH   DFND 3 109,486 0 1,077
DST SYS INC DEL COM 233326107 2,664 25,340 SH   DFND 4 25,340 0 0
DSW INC CL A 23334L102 26 1,022 SH   DFND 3 1,022 0 0
DSW INC CL A 23334L102 557 22,000 SH   DFND 4 22,000 0 0
DTE ENERGY CO COM 233331107 45,785 569,675 SH   DFND 3 568,214 0 1,461
DTE ENERGY CO COM 233331107 29,050 361,566 SH   DFND 4 311,375 0 50,191
DTS INC COM 23335C101 79 2,970 SH   DFND 4 0 0 2,970
DU PONT E I DE NEMOURS & CO COM 263534109 127,031 2,635,500 SH   DFND 3 2,628,129 0 7,371
DU PONT E I DE NEMOURS & CO COM 263534109 63,718 1,321,855 SH   DFND 4 1,084,129 0 237,726
DUCOMMUN INC DEL COM 264147109 40 2,087 SH   DFND 4 0 0 2,087
DUKE ENERGY CORP NEW COM NEW 26441C204 145,653 2,024,644 SH   DFND 3 2,019,012 0 5,632
DUKE ENERGY CORP NEW COM NEW 26441C204 159,791 2,222,155 SH   DFND 4 1,988,764 0 233,391
DUKE REALTY CORP COM NEW 264411505 18,953 994,901 SH   DFND 3 983,866 0 11,035
DUKE REALTY CORP COM NEW 264411505 18,167 953,546 SH   DFND 4 889,711 0 63,835
DUN & BRADSTREET CORP DEL NE COM 26483E100 11,698 111,411 SH   DFND 3 111,118 0 293
DUN & BRADSTREET CORP DEL NE COM 26483E100 4,500 42,856 SH   DFND 4 34,315 0 8,541
DUNKIN BRANDS GROUP INC COM 265504100 151 3,078 SH   DFND 3 0 0 3,078
DUNKIN BRANDS GROUP INC COM 265504100 424 8,662 SH   DFND 4 8,662 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 56 2,173 SH   DFND 3 2,173 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 3,020 116,826 SH   DFND 4 107,626 0 9,200
DXP ENTERPRISES INC NEW COM NEW 233377407 53 1,908 SH   DFND 4 0 0 1,908
DYAX CORP COM 26746E103 531 27,851 SH   DFND 4 7,250 0 20,601
DYCOM INDS INC COM 267475101 461 6,473 SH   DFND 4 1,714 0 4,759
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 126 5,232 SH   DFND 4 0 0 5,232
DYNEGY INC NEW DEL COM 26817R108 38 1,824 SH   DFND 3 1,824 0 0
DYNEGY INC NEW DEL COM 26817R108 1,349 66,062 SH   DFND 4 44,115 0 21,947
DYNEX CAP INC COM NEW 26817Q506 50 7,651 SH   DFND 4 0 0 7,651
E HOUSE CHINA HLDGS LTD ADR 26852W103 119 20,000 SH   DFND 4 20,000 0 0
E M C CORP MASS COM 268648102 327 13,554 SH   DFND 2 0 0 13,554
E M C CORP MASS COM 268648102 139,005 5,753,520 SH   DFND 3 5,737,706 0 15,814
E M C CORP MASS COM 268648102 58,614 2,427,171 SH   DFND 4 1,914,792 0 512,379
E TRADE FINANCIAL CORP COM NEW 269246401 218 8,263 SH   DFND 3 5,903 0 2,360
E TRADE FINANCIAL CORP COM NEW 269246401 6,053 230,012 SH   DFND 4 167,576 0 62,436
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 134 22,400 SH   DFND 4 22,400 0 0
EAGLE BANCORP INC MD COM 268948106 262 5,767 SH   DFND 4 1,089 0 4,678
EAGLE MATERIALS INC COM 26969P108 110 1,603 SH   DFND 3 0 0 1,603
EAGLE MATERIALS INC COM 26969P108 166 2,433 SH   DFND 4 2,433 0 0
EAGLE PHARMACEUTICALS INC COM 269796108 112 1,526 SH   DFND 4 0 0 1,526
EARTHLINK HLDGS CORP COM 27033X101 195 25,534 SH   DFND 4 5,614 0 19,920
EAST WEST BANCORP INC COM 27579R104 252 6,564 SH   DFND 3 1,930 0 4,634
EAST WEST BANCORP INC COM 27579R104 1,528 39,801 SH   DFND 4 36,314 0 3,487
EASTGROUP PPTY INC COM 277276101 57 1,049 SH   DFND 3 1,049 0 0
EASTGROUP PPTY INC COM 277276101 3,144 58,031 SH   DFND 4 53,586 0 4,445
EASTMAN CHEM CO COM 277432100 28,897 446,494 SH   DFND 3 445,281 0 1,213
EASTMAN CHEM CO COM 277432100 11,868 183,364 SH   DFND 4 148,841 0 34,523
EASTMAN KODAK CO COM NEW 277461406 34 2,194 SH   DFND 4 0 0 2,194
EATON VANCE CORP COM NON VTG 278265103 164 4,901 SH   DFND 3 1,130 0 3,771
EATON VANCE CORP COM NON VTG 278265103 2,422 72,473 SH   DFND 4 55,823 0 16,650
EBAY INC COM 278642103 182 7,459 SH   DFND 2 0 0 7,459
EBAY INC COM 278642103 79,227 3,241,714 SH   DFND 3 3,232,711 0 9,003
EBAY INC COM 278642103 33,451 1,369,181 SH   DFND 4 1,050,141 0 319,040
EBIX INC COM NEW 278715206 123 5,056 SH   DFND 4 0 0 5,056
ECHO GLOBAL LOGISTICS INC COM 27875T101 79 4,003 SH   DFND 4 0 0 4,003
ECHOSTAR CORP CL A 278768106 28 660 SH   DFND 3 660 0 0
ECHOSTAR CORP CL A 278768106 807 18,749 SH   DFND 4 18,749 0 0
ECOLAB INC COM 278865100 87,068 793,545 SH   DFND 3 791,363 0 2,182
ECOLAB INC COM 278865100 44,429 404,981 SH   DFND 4 316,829 0 88,152
ECOPETROL S A SPONSORED ADS 279158109 8,731 1,014,662 SH   DFND 4 890,869 0 123,793
EDGEWELL PERS CARE CO COM 28035Q102 14,554 178,359 SH   DFND 3 176,368 0 1,991
EDGEWELL PERS CARE CO COM 28035Q102 5,682 69,621 SH   DFND 4 57,869 0 11,752
EDISON INTL COM 281020107 60,787 963,802 SH   DFND 3 961,149 0 2,653
EDISON INTL COM 281020107 82,935 1,315,157 SH   DFND 4 1,227,584 0 87,573
EDUCATION RLTY TR INC COM NEW 28140H203 53 1,621 SH   DFND 3 1,621 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 2,767 84,032 SH   DFND 4 77,170 0 6,862
EDWARDS LIFESCIENCES CORP COM 28176E108 44,261 311,325 SH   DFND 3 310,450 0 875
EDWARDS LIFESCIENCES CORP COM 28176E108 18,772 132,042 SH   DFND 4 105,788 0 26,254
EHEALTH INC COM 28238P109 38 2,982 SH   DFND 4 0 0 2,982
EL PASO ELEC CO COM NEW 283677854 4,236 115,089 SH   DFND 4 109,230 0 5,859
ELDORADO GOLD CORP NEW COM 284902103 40 12,600 SH   DFND 3 12,600 0 0
ELDORADO GOLD CORP NEW COM 284902103 3,916 1,228,541 SH   DFND 4 1,112,840 0 115,701
ELECTRO RENT CORP COM 285218103 32 3,082 SH   DFND 4 0 0 3,082
ELECTRONIC ARTS INC COM 285512109 59,294 875,195 SH   DFND 3 872,663 0 2,532
ELECTRONIC ARTS INC COM 285512109 24,790 365,937 SH   DFND 4 287,370 0 78,567
ELECTRONICS FOR IMAGING INC COM 286082102 394 9,159 SH   DFND 4 2,205 0 6,954
ELIZABETH ARDEN INC COM 28660G106 22 1,871 SH   DFND 4 0 0 1,871
ELLIE MAE INC COM 28849P100 371 5,567 SH   DFND 4 1,384 0 4,183
ELLIS PERRY INTL INC COM 288853104 35 1,623 SH   DFND 4 0 0 1,623
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 255 12,252 SH   DFND 4 12,252 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 293 11,433 SH   DFND 4 11,433 0 0
EMCOR GROUP INC COM 29084Q100 75 1,690 SH   DFND 3 1,690 0 0
EMCOR GROUP INC COM 29084Q100 2,103 47,595 SH   DFND 4 35,125 0 12,470
EMERGENT BIOSOLUTIONS INC COM 29089Q105 122 4,233 SH   DFND 4 0 0 4,233
EMERSON ELEC CO COM 291011104 86,710 1,963,091 SH   DFND 3 1,957,649 0 5,442
EMERSON ELEC CO COM 291011104 45,126 1,021,714 SH   DFND 4 837,832 0 183,882
EMPIRE DIST ELEC CO COM 291641108 2,645 120,104 SH   DFND 4 113,808 0 6,296
EMPIRE ST RLTY TR INC CL A 292104106 50 2,962 SH   DFND 3 2,962 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,498 146,659 SH   DFND 4 146,659 0 0
EMPLOYERS HOLDINGS INC COM 292218104 150 6,779 SH   DFND 4 2,106 0 4,673
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 3,195 89,966 SH   DFND 4 67,764 0 22,202
ENANTA PHARMACEUTICALS INC COM 29251M106 69 1,990 SH   DFND 4 0 0 1,990
ENBRIDGE INC COM 29250N105 92,047 2,490,618 SH   DFND 3 2,490,618 0 0
ENBRIDGE INC COM 29250N105 102,721 2,779,718 SH   DFND 4 2,616,159 0 163,559
ENCANA CORP COM 292505104 15,938 2,486,377 SH   DFND 3 2,486,377 0 0
ENCANA CORP COM 292505104 8,705 1,357,718 SH   DFND 4 1,180,468 0 177,250
ENCORE CAP GROUP INC COM 292554102 206 5,543 SH   DFND 4 1,619 0 3,924
ENCORE WIRE CORP COM 292562105 100 3,091 SH   DFND 4 0 0 3,091
ENDOCYTE INC COM 29269A102 30 6,833 SH   DFND 4 0 0 6,833
ENDOLOGIX INC COM 29266S106 111 9,318 SH   DFND 4 0 0 9,318
ENDURANCE INTL GROUP HLDGS I COM 29272B105 150 11,527 SH   DFND 4 4,895 0 6,632
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 185 3,030 SH   DFND 3 1,100 0 1,930
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,478 24,220 SH   DFND 4 21,965 0 2,255
ENERGEN CORP COM 29265N108 176 3,522 SH   DFND 3 1,000 0 2,522
ENERGEN CORP COM 29265N108 2,745 55,013 SH   DFND 4 42,692 0 12,321
ENERGIZER HLDGS INC NEW COM 29272W109 6,904 178,359 SH   DFND 3 176,368 0 1,991
ENERGIZER HLDGS INC NEW COM 29272W109 1,869 48,250 SH   DFND 4 43,910 0 4,340
ENERNOC INC COM 292764107 38 4,898 SH   DFND 4 0 0 4,898
ENERPLUS CORP COM 292766102 72 14,837 SH   DFND 3 14,837 0 0
ENERPLUS CORP COM 292766102 2,227 460,338 SH   DFND 4 350,303 0 110,035
ENERSIS S A SPONSORED ADR 29274F104 2,605 206,197 SH   DFND 4 152,980 0 53,217
ENERSYS COM 29275Y102 40 750 SH   DFND 3 750 0 0
ENERSYS COM 29275Y102 1,202 22,452 SH   DFND 4 14,248 0 8,204
ENGILITY HLDGS INC NEW COM 29286C107 71 2,786 SH   DFND 4 193 0 2,593
ENNIS INC COM 293389102 65 3,771 SH   DFND 4 0 0 3,771
ENOVA INTL INC COM 29357K103 38 3,739 SH   DFND 4 0 0 3,739
ENPHASE ENERGY INC COM 29355A107 10 2,760 SH   DFND 4 0 0 2,760
ENPRO INDS INC COM 29355X107 175 4,479 SH   DFND 4 1,286 0 3,193
ENSIGN GROUP INC COM 29358P101 198 4,629 SH   DFND 4 902 0 3,727
ENTEGRIS INC COM 29362U104 324 24,665 SH   DFND 4 4,792 0 19,873
ENTERCOM COMMUNICATIONS CORP CL A 293639100 47 4,732 SH   DFND 4 0 0 4,732
ENTERGY CORP NEW COM 29364G103 35,549 546,075 SH   DFND 3 544,614 0 1,461
ENTERGY CORP NEW COM 29364G103 27,446 421,674 SH   DFND 4 369,218 0 52,456
ENTERPRISE FINL SVCS CORP COM 293712105 79 3,131 SH   DFND 4 0 0 3,131
ENTRAVISION COMMUNICATIONS C CL A 29382R107 72 10,785 SH   DFND 4 0 0 10,785
ENVESTNET INC COM 29404K106 210 6,925 SH   DFND 4 1,990 0 4,935
ENVISION HEALTHCARE HLDGS IN COM 29413U103 28 756 SH   DFND 3 756 0 0
ENVISION HEALTHCARE HLDGS IN COM 29413U103 2,714 73,757 SH   DFND 4 60,789 0 12,968
EOG RES INC COM 26875P101 97 1,333 SH   DFND 2 0 0 1,333
EOG RES INC COM 26875P101 115,503 1,586,583 SH   DFND 3 1,582,113 0 4,470
EOG RES INC COM 26875P101 43,148 592,862 SH   DFND 4 457,896 0 134,966
EPAM SYS INC COM 29414B104 625 8,685 SH   DFND 4 1,594 0 7,091
EPIQ SYS INC COM 26882D109 72 5,795 SH   DFND 4 0 0 5,795
EPIZYME INC COM 29428V104 63 5,054 SH   DFND 4 0 0 5,054
EPLUS INC COM 294268107 73 942 SH   DFND 4 0 0 942
EPR PPTYS COM SH BEN INT 26884U109 126 2,448 SH   DFND 3 2,448 0 0
EPR PPTYS COM SH BEN INT 26884U109 6,046 117,298 SH   DFND 4 107,178 0 10,120
EQT CORP COM 26884L109 26 404 SH   DFND 2 0 0 404
EQT CORP COM 26884L109 28,249 436,142 SH   DFND 3 434,902 0 1,240
EQT CORP COM 26884L109 10,781 166,452 SH   DFND 4 128,799 0 37,653
EQUIFAX INC COM 294429105 34,560 355,628 SH   DFND 3 354,659 0 969
EQUIFAX INC COM 294429105 15,759 162,174 SH   DFND 4 132,190 0 29,984
EQUINIX INC COM PAR $0.001 29444U700 45,499 166,419 SH   DFND 3 165,956 0 463
EQUINIX INC COM PAR $0.001 29444U700 15,799 57,794 SH   DFND 4 43,510 0 14,284
EQUITY COMWLTH COM SH BEN INT 294628102 223 8,183 SH   DFND 3 8,183 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 8,217 301,704 SH   DFND 4 295,079 0 6,625
EQUITY LIFESTYLE PPTYS INC COM 29472R108 148 2,532 SH   DFND 3 2,532 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 7,466 127,470 SH   DFND 4 127,470 0 0
EQUITY ONE COM 294752100 114 4,666 SH   DFND 3 2,103 0 2,563
EQUITY ONE COM 294752100 2,879 118,270 SH   DFND 4 108,031 0 10,239
EQUITY RESIDENTIAL SH BEN INT 29476L107 80,176 1,067,304 SH   DFND 3 1,064,340 0 2,964
EQUITY RESIDENTIAL SH BEN INT 29476L107 81,342 1,083,114 SH   DFND 4 969,677 0 113,437
ERA GROUP INC COM 26885G109 44 3,002 SH   DFND 4 0 0 3,002
ERIE INDTY CO CL A 29530P102 50 603 SH   DFND 4 603 0 0
ESCO TECHNOLOGIES INC COM 296315104 209 5,813 SH   DFND 4 1,955 0 3,858
ESPERION THERAPEUTICS INC NE COM 29664W105 44 2,187 SH   DFND 4 0 0 2,187
ESSENDANT INC COM 296689102 43 1,330 SH   DFND 3 1,330 0 0
ESSENDANT INC COM 296689102 1,356 41,878 SH   DFND 4 33,318 0 8,560
ESSEX PPTY TR INC COM 297178105 43,272 193,680 SH   DFND 3 193,148 0 532
ESSEX PPTY TR INC COM 297178105 40,440 181,013 SH   DFND 4 163,633 0 17,380
ESTERLINE TECHNOLOGIES CORP COM 297425100 124 1,724 SH   DFND 3 738 0 986
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,321 18,367 SH   DFND 4 12,747 0 5,620
ETHAN ALLEN INTERIORS INC COM 297602104 99 3,782 SH   DFND 4 0 0 3,782
ETSY INC COM 29786A106 8 571 SH   DFND 4 0 0 571
EURONET WORLDWIDE INC COM 298736109 754 9,973 SH   DFND 4 2,687 0 7,286
EVERBANK FINL CORP COM 29977G102 344 17,802 SH   DFND 4 4,592 0 13,210
EVERCORE PARTNERS INC CLASS A 29977A105 323 6,522 SH   DFND 4 1,820 0 4,702
EVEREST RE GROUP LTD COM G3223R108 25,543 147,356 SH   DFND 3 145,937 0 1,419
EVEREST RE GROUP LTD COM G3223R108 14,483 83,609 SH   DFND 4 64,423 0 19,186
EVERI HLDGS INC COM 30034T103 51 9,882 SH   DFND 4 0 0 9,882
EVERSOURCE ENERGY COM 30040W108 47,082 930,110 SH   DFND 3 927,523 0 2,587
EVERSOURCE ENERGY COM 30040W108 69,497 1,373,069 SH   DFND 4 1,279,490 0 93,579
EVERTEC INC COM 30040P103 243 13,621 SH   DFND 4 4,083 0 9,538
EVINE LIVE INC CL A 300487105 12 4,988 SH   DFND 4 0 0 4,988
EVOLUTION PETROLEUM CORP COM 30049A107 21 3,633 SH   DFND 4 0 0 3,633
EXACT SCIENCES CORP COM 30063P105 316 17,285 SH   DFND 4 4,572 0 12,713
EXACTECH INC COM 30064E109 33 1,881 SH   DFND 4 0 0 1,881
EXAMWORKS GROUP INC COM 30066A105 215 7,581 SH   DFND 4 2,425 0 5,156
EXAR CORP COM 300645108 43 7,307 SH   DFND 4 0 0 7,307
EXCO RESOURCES INC COM 269279402 18 23,023 SH   DFND 4 0 0 23,023
EXELIXIS INC COM 30161Q104 173 30,057 SH   DFND 4 0 0 30,057
EXELON CORP COM 30161N101 75,196 2,531,865 SH   DFND 3 2,524,851 0 7,014
EXELON CORP COM 30161N101 55,308 1,862,820 SH   DFND 4 1,608,525 0 254,295
EXLSERVICE HOLDINGS INC COM 302081104 211 5,612 SH   DFND 4 779 0 4,833
EXONE CO COM 302104104 10 1,447 SH   DFND 4 0 0 1,447
EXPEDIA INC DEL COM NEW 30212P303 34,201 290,631 SH   DFND 3 289,819 0 812
EXPEDIA INC DEL COM NEW 30212P303 12,821 108,995 SH   DFND 4 83,203 0 25,792
EXPEDITORS INTL WASH INC COM 302130109 26,685 567,168 SH   DFND 3 565,611 0 1,557
EXPEDITORS INTL WASH INC COM 302130109 11,961 254,238 SH   DFND 4 203,225 0 51,013
EXPONENT INC COM 30214U102 166 3,728 SH   DFND 4 0 0 3,728
EXPRESS INC COM 30219E103 38 2,124 SH   DFND 3 2,124 0 0
EXPRESS INC COM 30219E103 1,052 58,944 SH   DFND 4 46,914 0 12,030
EXPRESS SCRIPTS HLDG CO COM 30219G108 163,959 2,025,181 SH   DFND 3 2,019,682 0 5,499
EXPRESS SCRIPTS HLDG CO COM 30219G108 92,992 1,148,557 SH   DFND 4 929,263 0 219,294
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 61 3,649 SH   DFND 4 3,649 0 0
EXTERRAN HLDGS INC COM 30225X103 43 2,410 SH   DFND 3 2,410 0 0
EXTERRAN HLDGS INC COM 30225X103 1,046 58,669 SH   DFND 4 46,594 0 12,075
EXTRA SPACE STORAGE INC COM 30225T102 647 8,388 SH   DFND 3 4,448 0 3,940
EXTRA SPACE STORAGE INC COM 30225T102 18,429 238,846 SH   DFND 4 227,442 0 11,404
EXTREME NETWORKS INC COM 30226D106 51 15,387 SH   DFND 4 0 0 15,387
EXXON MOBIL CORP COM 30231G102 305 4,108 SH   DFND 2 0 0 4,108
EXXON MOBIL CORP COM 30231G102 914,839 12,304,488 SH   DFND 3 12,270,304 0 34,184
EXXON MOBIL CORP COM 30231G102 596,143 8,021,333 SH   DFND 4 6,800,392 0 1,220,941
EZCORP INC CL A NON VTG 302301106 57 9,407 SH   DFND 4 0 0 9,407
F M C CORP COM NEW 302491303 13,000 383,375 SH   DFND 3 382,288 0 1,087
F M C CORP COM NEW 302491303 4,967 146,488 SH   DFND 4 115,247 0 31,241
F5 NETWORKS INC COM 315616102 23,957 206,881 SH   DFND 3 206,296 0 585
F5 NETWORKS INC COM 315616102 9,330 80,567 SH   DFND 4 61,402 0 19,165
FACEBOOK INC CL A 30303M102 995 11,070 SH   DFND 2 0 0 11,070
FACEBOOK INC CL A 30303M102 558,602 6,213,596 SH   DFND 3 6,195,184 0 18,412
FACEBOOK INC CL A 30303M102 190,657 2,121,315 SH   DFND 4 1,567,226 0 554,089
FACTSET RESH SYS INC COM 303075105 212 1,324 SH   DFND 3 0 0 1,324
FACTSET RESH SYS INC COM 303075105 485 3,034 SH   DFND 4 3,034 0 0
FAIR ISAAC CORP COM 303250104 84 993 SH   DFND 3 0 0 993
FAIR ISAAC CORP COM 303250104 472 5,631 SH   DFND 4 1,477 0 4,154
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 107 7,633 SH   DFND 3 3,903 0 3,730
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,357 97,039 SH   DFND 4 72,621 0 24,418
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 48 3,101 SH   DFND 4 0 0 3,101
FARO TECHNOLOGIES INC COM 311642102 104 2,981 SH   DFND 4 403 0 2,578
FASTENAL CO COM 311900104 28,745 785,163 SH   DFND 3 782,949 0 2,214
FASTENAL CO COM 311900104 11,393 311,144 SH   DFND 4 240,607 0 70,537
FBL FINL GROUP INC CL A 30239F106 133 2,145 SH   DFND 4 456 0 1,689
FCB FINL HLDGS INC CL A 30255G103 138 4,249 SH   DFND 4 0 0 4,249
FEDERAL AGRIC MTG CORP CL C 313148306 51 1,944 SH   DFND 4 0 0 1,944
FEDERAL MOGUL HOLDINGS CORP COM 313549404 49 7,080 SH   DFND 4 2,231 0 4,849
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 26,578 194,781 SH   DFND 3 192,583 0 2,198
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 33,322 244,274 SH   DFND 4 222,865 0 21,409
FEDERAL SIGNAL CORP COM 313855108 146 10,650 SH   DFND 4 1,454 0 9,196
FEDERATED INVS INC PA CL B 314211103 148 5,125 SH   DFND 3 2,070 0 3,055
FEDERATED INVS INC PA CL B 314211103 1,858 64,310 SH   DFND 4 58,476 0 5,834
FEDERATED NATL HLDG CO COM 31422T101 52 2,182 SH   DFND 4 0 0 2,182
FEDEX CORP COM 31428X106 112,254 779,649 SH   DFND 3 777,503 0 2,146
FEDEX CORP COM 31428X106 49,045 340,639 SH   DFND 4 269,001 0 71,638
FEI CO COM 30241L109 97 1,332 SH   DFND 3 0 0 1,332
FEI CO COM 30241L109 584 8,034 SH   DFND 4 1,966 0 6,068
FELCOR LODGING TR INC COM 31430F101 34 4,751 SH   DFND 3 4,751 0 0
FELCOR LODGING TR INC COM 31430F101 1,808 255,921 SH   DFND 4 238,182 0 17,739
FERRO CORP COM 315405100 169 15,325 SH   DFND 4 5,442 0 9,883
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 185 13,631 SH   DFND 4 13,631 0 0
FIBROGEN INC COM 31572Q808 210 9,525 SH   DFND 4 1,732 0 7,793
FIDELITY & GTY LIFE COM 315785105 50 2,102 SH   DFND 4 0 0 2,102
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 28,482 802,983 SH   DFND 3 802,983 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 12,014 338,881 SH   DFND 4 295,501 0 43,380
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 202 17,207 SH   DFND 4 4,955 0 12,252
FIDELITY NATL INFORMATION SV COM 31620M106 55,587 828,671 SH   DFND 3 826,363 0 2,308
FIDELITY NATL INFORMATION SV COM 31620M106 27,437 409,058 SH   DFND 4 316,661 0 92,397
FIDELITY SOUTHERN CORP NEW COM 316394105 64 3,013 SH   DFND 4 0 0 3,013
FIESTA RESTAURANT GROUP INC COM 31660B101 287 6,255 SH   DFND 4 2,108 0 4,147
FIFTH STREET FINANCE CORP COM 31678A103 1,255 202,903 SH   DFND 4 202,903 0 0
FIFTH THIRD BANCORP COM 316773100 44,974 2,378,344 SH   DFND 3 2,371,749 0 6,595
FIFTH THIRD BANCORP COM 316773100 24,844 1,314,044 SH   DFND 4 1,077,638 0 236,406
FINANCIAL ENGINES INC COM 317485100 294 9,998 SH   DFND 4 2,243 0 7,755
FINANCIAL INSTNS INC COM 317585404 65 2,637 SH   DFND 4 0 0 2,637
FINISAR CORP COM NEW 31787A507 209 18,918 SH   DFND 4 3,651 0 15,267
FINISH LINE INC CL A 317923100 193 10,179 SH   DFND 4 3,301 0 6,878
FIREEYE INC COM 31816Q101 669 21,039 SH   DFND 4 13,039 0 8,000
FIRST AMERN FINL CORP COM 31847R102 230 5,881 SH   DFND 3 2,410 0 3,471
FIRST AMERN FINL CORP COM 31847R102 2,842 73,166 SH   DFND 4 52,528 0 20,638
FIRST BANCORP N C COM 318910106 52 3,090 SH   DFND 4 0 0 3,090
FIRST BUSEY CORP COM NEW 319383204 72 3,680 SH   DFND 4 0 0 3,680
FIRST CASH FINL SVCS INC COM 31942D107 262 6,621 SH   DFND 4 2,251 0 4,370
FIRST CMNTY BANCSHARES INC N COM 31983A103 48 2,667 SH   DFND 4 0 0 2,667
FIRST COMWLTH FINL CORP PA COM 319829107 128 14,162 SH   DFND 4 0 0 14,162
FIRST CONN BANCORP INC MD COM 319850103 42 2,681 SH   DFND 4 0 0 2,681
FIRST CTZNS BANCSHARES INC N CL A 31946M103 308 1,377 SH   DFND 4 385 0 992
FIRST DEFIANCE FINL CORP COM 32006W106 61 1,657 SH   DFND 4 0 0 1,657
FIRST FINL BANCORP OH COM 320209109 228 12,096 SH   DFND 4 3,459 0 8,637
FIRST FINL BANKSHARES COM 32020R109 403 12,704 SH   DFND 4 3,450 0 9,254
FIRST FINL CORP IND COM 320218100 55 1,700 SH   DFND 4 0 0 1,700
FIRST HORIZON NATL CORP COM 320517105 174 12,306 SH   DFND 3 4,843 0 7,463
FIRST HORIZON NATL CORP COM 320517105 1,444 101,879 SH   DFND 4 89,658 0 12,221
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 76 3,644 SH   DFND 3 3,644 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 4,107 195,845 SH   DFND 4 180,200 0 15,645
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 91 3,304 SH   DFND 4 0 0 3,304
FIRST LONG IS CORP COM 320734106 49 1,845 SH   DFND 4 0 0 1,845
FIRST MAJESTIC SILVER CORP COM 32076V103 28 8,863 SH   DFND 4 8,863 0 0
FIRST MERCHANTS CORP COM 320817109 142 5,483 SH   DFND 4 0 0 5,483
FIRST MIDWEST BANCORP DEL COM 320867104 262 15,027 SH   DFND 4 4,263 0 10,764
FIRST NBC BK HLDG CO COM 32115D106 93 2,722 SH   DFND 4 0 0 2,722
FIRST NIAGARA FINL GP INC COM 33582V108 224 21,934 SH   DFND 3 10,670 0 11,264
FIRST NIAGARA FINL GP INC COM 33582V108 2,961 290,122 SH   DFND 4 265,586 0 24,536
FIRST POTOMAC RLTY TR COM 33610F109 21 1,938 SH   DFND 3 1,938 0 0
FIRST POTOMAC RLTY TR COM 33610F109 1,135 103,095 SH   DFND 4 94,573 0 8,522
FIRST REP BK SAN FRANCISCO C COM 33616C100 18,916 301,348 SH   DFND 3 301,348 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 8,570 136,551 SH   DFND 4 117,246 0 19,305
FIRST SOLAR INC COM 336433107 8,733 204,274 SH   DFND 3 203,654 0 620
FIRST SOLAR INC COM 336433107 3,345 78,300 SH   DFND 4 67,977 0 10,323
FIRSTENERGY CORP COM 337932107 41,452 1,323,933 SH   DFND 3 1,320,497 0 3,436
FIRSTENERGY CORP COM 337932107 30,733 981,851 SH   DFND 4 856,089 0 125,762
FIRSTMERIT CORP COM 337915102 130 7,350 SH   DFND 3 2,050 0 5,300
FIRSTMERIT CORP COM 337915102 1,839 104,226 SH   DFND 4 73,599 0 30,627
FIRSTSERVICE CORP NEW SUB VTG SH 33767E103 41 1,289 SH   DFND 4 1,289 0 0
FISERV INC COM 337738108 59,989 692,630 SH   DFND 3 690,702 0 1,928
FISERV INC COM 337738108 34,311 396,506 SH   DFND 4 299,821 0 96,685
FIVE BELOW INC COM 33829M101 343 10,325 SH   DFND 4 2,489 0 7,836
FIVE PRIME THERAPEUTICS INC COM 33830X104 51 3,342 SH   DFND 4 0 0 3,342
FIVE STAR QUALITY CARE INC COM 33832D106 17 5,844 SH   DFND 4 0 0 5,844
FLAGSTAR BANCORP INC COM PAR .001 337930705 79 3,885 SH   DFND 4 0 0 3,885
FLEETCOR TECHNOLOGIES INC COM 339041105 29,655 215,486 SH   DFND 3 215,486 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 8,147 59,199 SH   DFND 4 47,969 0 11,230
FLEXTRONICS INTL LTD ORD Y2573F102 17,918 1,700,008 SH   DFND 3 1,700,008 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 13,514 1,282,431 SH   DFND 4 1,118,827 0 163,604
FLIR SYS INC COM 302445101 74 2,627 SH   DFND 3 1,486 0 1,141
FLIR SYS INC COM 302445101 2,666 95,293 SH   DFND 4 65,936 0 29,357
FLOTEK INDS INC DEL COM 343389102 159 9,397 SH   DFND 4 1,695 0 7,702
FLOWERS FOODS INC COM 343498101 215 8,673 SH   DFND 3 2,760 0 5,913
FLOWERS FOODS INC COM 343498101 1,657 66,932 SH   DFND 4 61,508 0 5,424
FLOWSERVE CORP COM 34354P105 15,718 382,051 SH   DFND 3 380,954 0 1,097
FLOWSERVE CORP COM 34354P105 6,923 168,314 SH   DFND 4 129,712 0 38,602
FLUIDIGM CORP DEL COM 34385P108 36 4,371 SH   DFND 4 0 0 4,371
FLUOR CORP NEW COM 343412102 19,440 459,032 SH   DFND 3 457,832 0 1,200
FLUOR CORP NEW COM 343412102 10,234 241,730 SH   DFND 4 198,833 0 42,897
FLUSHING FINL CORP COM 343873105 89 4,436 SH   DFND 4 0 0 4,436
FMC TECHNOLOGIES INC COM 30249U101 20,802 671,030 SH   DFND 3 669,150 0 1,880
FMC TECHNOLOGIES INC COM 30249U101 8,420 271,483 SH   DFND 4 205,445 0 66,038
FNB CORP PA COM 302520101 41 3,169 SH   DFND 3 3,169 0 0
FNB CORP PA COM 302520101 1,241 96,035 SH   DFND 4 71,370 0 24,665
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 3,148 35,264 SH   DFND 4 35,264 0 0
FOOT LOCKER INC COM 344849104 30,529 424,186 SH   DFND 3 419,712 0 4,474
FOOT LOCKER INC COM 344849104 11,240 156,282 SH   DFND 4 135,780 0 20,502
FORD MTR CO DEL COM PAR $0.01 345370860 157,384 11,597,959 SH   DFND 3 11,565,574 0 32,385
FORD MTR CO DEL COM PAR $0.01 345370860 86,956 6,412,109 SH   DFND 4 5,215,073 0 1,197,036
FOREST CITY ENTERPRISES INC CL A 345550107 155 7,692 SH   DFND 3 7,692 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 8,022 398,495 SH   DFND 4 398,495 0 0
FORESTAR GROUP INC COM 346233109 102 7,708 SH   DFND 4 1,395 0 6,313
FORMFACTOR INC COM 346375108 70 10,583 SH   DFND 4 0 0 10,583
FORRESTER RESH INC COM 346563109 60 1,928 SH   DFND 4 0 0 1,928
FORTINET INC COM 34959E109 198 4,650 SH   DFND 3 0 0 4,650
FORTINET INC COM 34959E109 282 6,644 SH   DFND 4 6,644 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 22,529 474,597 SH   DFND 3 469,495 0 5,102
FORTUNE BRANDS HOME & SEC IN COM 34964C106 7,282 153,397 SH   DFND 4 133,513 0 19,884
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 146 11,637 SH   DFND 4 2,909 0 8,728
FORWARD AIR CORP COM 349853101 279 6,643 SH   DFND 4 1,909 0 4,734
FOSSIL GROUP INC COM 34988V106 8,134 145,568 SH   DFND 3 145,216 0 352
FOSSIL GROUP INC COM 34988V106 2,612 46,745 SH   DFND 4 40,845 0 5,900
FOSTER L B CO COM 350060109 19 1,552 SH   DFND 4 0 0 1,552
FOUNDATION MEDICINE INC COM 350465100 41 2,227 SH   DFND 4 0 0 2,227
FOX FACTORY HLDG CORP COM 35138V102 5 317 SH   DFND 4 0 0 317
FRANCESCAS HLDGS CORP COM 351793104 77 6,331 SH   DFND 4 0 0 6,331
FRANCO NEVADA CORP COM 351858105 19,320 440,460 SH   DFND 3 440,460 0 0
FRANCO NEVADA CORP COM 351858105 10,881 248,131 SH   DFND 4 221,134 0 26,997
FRANKLIN COVEY CO COM 353469109 34 2,099 SH   DFND 4 0 0 2,099
FRANKLIN ELEC INC COM 353514102 247 9,094 SH   DFND 4 2,270 0 6,824
FRANKLIN RES INC COM 354613101 44,292 1,188,739 SH   DFND 3 1,185,564 0 3,175
FRANKLIN RES INC COM 354613101 18,528 497,390 SH   DFND 4 391,222 0 106,168
FRANKLIN STREET PPTYS CORP COM 35471R106 31 2,892 SH   DFND 3 2,892 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,676 155,901 SH   DFND 4 142,909 0 12,992
FREDS INC CL A 356108100 69 5,928 SH   DFND 4 0 0 5,928
FREEPORT-MCMORAN INC CL B 35671D857 245 25,279 SH   DFND 2 0 0 25,279
FREEPORT-MCMORAN INC CL B 35671D857 29,927 3,088,467 SH   DFND 3 3,079,998 0 8,469
FREEPORT-MCMORAN INC CL B 35671D857 21,102 2,179,944 SH   DFND 4 1,641,061 0 538,883
FREIGHTCAR AMER INC COM 357023100 36 2,116 SH   DFND 4 0 0 2,116
FRESH MKT INC COM 35804H106 192 8,379 SH   DFND 4 2,107 0 6,272
FRESHPET INC COM 358039105 18 1,674 SH   DFND 4 0 0 1,674
FRONTIER COMMUNICATIONS CORP COM 35906A108 200 42,100 SH   DFND 2 0 0 42,100
FRONTIER COMMUNICATIONS CORP COM 35906A108 16,369 3,446,031 SH   DFND 3 3,436,640 0 9,391
FRONTIER COMMUNICATIONS CORP COM 35906A108 14,023 2,951,862 SH   DFND 4 2,612,398 0 339,464
FRP HLDGS INC COM 30292L107 31 1,010 SH   DFND 4 0 0 1,010
FTD COS INC COM 30281V108 101 3,401 SH   DFND 4 557 0 2,844
FTI CONSULTING INC COM 302941109 122 2,943 SH   DFND 3 1,614 0 1,329
FTI CONSULTING INC COM 302941109 1,611 38,783 SH   DFND 4 29,698 0 9,085
FUELCELL ENERGY INC COM 35952H106 59 85,812 SH   DFND 4 41,434 0 44,378
FULLER H B CO COM 359694106 312 9,207 SH   DFND 4 2,058 0 7,149
FULTON FINL CORP PA COM 360271100 121 9,990 SH   DFND 3 4,340 0 5,650
FULTON FINL CORP PA COM 360271100 1,997 165,335 SH   DFND 4 129,671 0 35,664
FURMANITE CORPORATION COM 361086101 34 5,741 SH   DFND 4 0 0 5,741
FUTUREFUEL CORPORATION COM 36116M106 39 4,024 SH   DFND 4 0 0 4,024
G & K SVCS INC CL A 361268105 273 4,107 SH   DFND 4 1,257 0 2,850
G-III APPAREL GROUP LTD COM 36237H101 477 7,917 SH   DFND 4 2,161 0 5,756
GALENA BIOPHARMA INC COM 363256108 35 23,219 SH   DFND 4 0 0 23,219
GALLAGHER ARTHUR J & CO COM 363576109 18,883 457,448 SH   DFND 3 451,910 0 5,538
GALLAGHER ARTHUR J & CO COM 363576109 6,516 157,892 SH   DFND 4 135,600 0 22,292
GAMCO INVESTORS INC COM 361438104 63 1,137 SH   DFND 4 0 0 1,137
GAMESTOP CORP NEW CL A 36467W109 11,700 283,912 SH   DFND 3 283,043 0 869
GAMESTOP CORP NEW CL A 36467W109 8,462 205,405 SH   DFND 4 172,944 0 32,461
GAMING & LEISURE PPTYS INC COM 36467J108 85 2,861 SH   DFND 3 2,861 0 0
GAMING & LEISURE PPTYS INC COM 36467J108 4,324 145,590 SH   DFND 4 145,590 0 0
GANNETT CO INC COM 36473H104 4,718 320,330 SH   DFND 3 320,330 0 0
GANNETT CO INC COM 36473H104 1,609 109,281 SH   DFND 4 100,525 0 8,756
GAP INC DEL COM 364760108 18,785 659,138 SH   DFND 3 656,996 0 2,142
GAP INC DEL COM 364760108 10,120 355,269 SH   DFND 4 276,700 0 78,569
GARTNER INC COM 366651107 223 2,657 SH   DFND 3 0 0 2,657
GARTNER INC COM 366651107 5,057 60,242 SH   DFND 4 44,221 0 16,021
GASTAR EXPL INC NEW COM 36729W202 13 11,089 SH   DFND 4 0 0 11,089
GATX CORP COM 361448103 97 2,196 SH   DFND 3 790 0 1,406
GATX CORP COM 361448103 763 17,272 SH   DFND 4 15,709 0 1,563
GENERAC HLDGS INC COM 368736104 29 975 SH   DFND 3 975 0 0
GENERAC HLDGS INC COM 368736104 667 22,651 SH   DFND 4 12,843 0 9,808
GENERAL CABLE CORP DEL NEW COM 369300108 59 4,936 SH   DFND 3 4,936 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 1,589 134,073 SH   DFND 4 116,811 0 17,262
GENERAL COMMUNICATION INC CL A 369385109 88 5,153 SH   DFND 4 0 0 5,153
GENERAL DYNAMICS CORP COM 369550108 123,711 896,783 SH   DFND 3 894,238 0 2,545
GENERAL DYNAMICS CORP COM 369550108 51,480 373,197 SH   DFND 4 295,909 0 77,288
GENERAL ELECTRIC CO COM 369604103 741,322 29,394,212 SH   DFND 3 29,311,517 0 82,695
GENERAL ELECTRIC CO COM 369604103 339,281 13,455,311 SH   DFND 4 10,674,681 0 2,780,630
GENERAL GROWTH PPTYS INC NEW COM 370023103 40,023 1,541,142 SH   DFND 3 1,536,016 0 5,126
GENERAL GROWTH PPTYS INC NEW COM 370023103 37,651 1,450,028 SH   DFND 4 1,289,299 0 160,729
GENERAL MLS INC COM 370334104 411 7,324 SH   DFND 2 0 0 7,324
GENERAL MLS INC COM 370334104 96,866 1,725,742 SH   DFND 3 1,720,888 0 4,854
GENERAL MLS INC COM 370334104 72,798 1,297,000 SH   DFND 4 1,069,557 0 227,443
GENERAL MTRS CO COM 37045V100 129,501 4,313,823 SH   DFND 3 4,302,061 0 11,762
GENERAL MTRS CO COM 37045V100 80,835 2,694,150 SH   DFND 4 2,261,415 0 432,735
GENESCO INC COM 371532102 34 600 SH   DFND 3 600 0 0
GENESCO INC COM 371532102 698 12,274 SH   DFND 4 8,837 0 3,437
GENESEE & WYO INC CL A 371559105 147 2,488 SH   DFND 3 786 0 1,702
GENESEE & WYO INC CL A 371559105 677 11,464 SH   DFND 4 11,464 0 0
GENESIS HEALTHCARE INC CL A COM 37185X106 18 3,066 SH   DFND 4 0 0 3,066
GENMARK DIAGNOSTICS INC COM 372309104 62 8,127 SH   DFND 4 0 0 8,127
GENOMIC HEALTH INC COM 37244C101 63 2,932 SH   DFND 4 0 0 2,932
GENTEX CORP COM 371901109 13,875 895,147 SH   DFND 3 885,736 0 9,411
GENTEX CORP COM 371901109 2,954 190,570 SH   DFND 4 184,177 0 6,393
GENTHERM INC COM 37253A103 308 6,903 SH   DFND 4 1,914 0 4,989
GENUINE PARTS CO COM 372460105 35,675 430,387 SH   DFND 3 429,148 0 1,239
GENUINE PARTS CO COM 372460105 18,212 219,736 SH   DFND 4 175,102 0 44,634
GENWORTH FINL INC COM CL A 37247D106 6,089 1,317,956 SH   DFND 3 1,313,880 0 4,076
GENWORTH FINL INC COM CL A 37247D106 5,723 1,238,527 SH   DFND 4 1,120,839 0 117,688
GEO GROUP INC NEW COM 36162J106 39 1,313 SH   DFND 3 1,313 0 0
GEO GROUP INC NEW COM 36162J106 832 27,884 SH   DFND 4 17,352 0 10,532
GEOSPACE TECHNOLOGIES CORP COM 37364X109 27 1,956 SH   DFND 4 0 0 1,956
GERDAU S A SPON ADR REP PFD 373737105 98 71,022 SH   DFND 4 71,022 0 0
GERMAN AMERN BANCORP INC COM 373865104 74 2,546 SH   DFND 4 0 0 2,546
GERON CORP COM 374163103 89 32,193 SH   DFND 4 0 0 32,193
GETTY RLTY CORP NEW COM 374297109 14 892 SH   DFND 3 892 0 0
GETTY RLTY CORP NEW COM 374297109 676 42,827 SH   DFND 4 38,980 0 3,847
GIBRALTAR INDS INC COM 374689107 88 4,864 SH   DFND 4 0 0 4,864
GIGAMON INC COM 37518B102 87 4,548 SH   DFND 4 0 0 4,548
GILDAN ACTIVEWEAR INC COM 375916103 48 1,600 SH   DFND 3 1,600 0 0
GILDAN ACTIVEWEAR INC COM 375916103 2,878 95,828 SH   DFND 4 68,392 0 27,436
GILEAD SCIENCES INC COM 375558103 1,215 12,378 SH   DFND 2 0 0 12,378
GILEAD SCIENCES INC COM 375558103 420,674 4,284,285 SH   DFND 3 4,272,227 0 12,058
GILEAD SCIENCES INC COM 375558103 167,643 1,707,308 SH   DFND 4 1,343,637 0 363,671
GLACIER BANCORP INC NEW COM 37637Q105 371 14,259 SH   DFND 4 3,442 0 10,817
GLADSTONE CAPITAL CORP COM 376535100 220 27,139 SH   DFND 4 27,139 0 0
GLADSTONE COML CORP COM 376536108 68 4,781 SH   DFND 4 0 0 4,781
GLADSTONE INVT CORP COM 376546107 275 39,092 SH   DFND 4 39,092 0 0
GLATFELTER COM 377316104 153 8,896 SH   DFND 4 2,763 0 6,133
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 202 5,250 SH   DFND 4 5,250 0 0
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 80 3,998 SH   DFND 4 0 0 3,998
GLOBAL EAGLE ENTMT INC COM 37951D102 85 7,637 SH   DFND 4 0 0 7,637
GLOBAL PMTS INC COM 37940X102 293 2,552 SH   DFND 3 470 0 2,082
GLOBAL PMTS INC COM 37940X102 1,633 14,235 SH   DFND 4 14,235 0 0
GLOBALSTAR INC COM 378973408 92 61,431 SH   DFND 4 0 0 61,431
GLOBE SPECIALTY METALS INC COM 37954N206 174 14,389 SH   DFND 4 4,985 0 9,404
GLOBUS MED INC CL A 379577208 265 12,640 SH   DFND 4 3,269 0 9,371
GLU MOBILE INC COM 379890106 55 12,983 SH   DFND 4 0 0 12,983
GNC HLDGS INC COM CL A 36191G107 33 815 SH   DFND 3 815 0 0
GNC HLDGS INC COM CL A 36191G107 790 19,545 SH   DFND 4 19,545 0 0
GOGO INC COM 38046C109 121 8,136 SH   DFND 4 0 0 8,136
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 33 12,379 SH   DFND 4 12,379 0 0
GOLDCORP INC NEW COM 380956409 31,237 2,503,341 SH   DFND 3 2,503,341 0 0
GOLDCORP INC NEW COM 380956409 21,457 1,720,701 SH   DFND 4 1,545,948 0 174,753
GOLDMAN SACHS GROUP INC COM 38141G104 209,327 1,204,690 SH   DFND 3 1,201,418 0 3,272
GOLDMAN SACHS GROUP INC COM 38141G104 106,897 615,212 SH   DFND 4 498,940 0 116,272
GOLUB CAP BDC INC COM 38173M102 1,083 67,767 SH   DFND 4 67,767 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 321 10,940 SH   DFND 3 8,743 0 2,197
GOODYEAR TIRE & RUBR CO COM 382550101 9,308 317,549 SH   DFND 4 248,675 0 68,874
GOOGLE INC CL C 38259P706 784 1,288 SH   DFND 2 0 0 1,288
GOOGLE INC CL C 38259P706 516,643 849,156 SH   DFND 3 846,734 0 2,422
GOOGLE INC CL C 38259P706 209,783 344,844 SH   DFND 4 268,696 0 76,148
GOOGLE INC CL A 38259P508 788 1,235 SH   DFND 2 0 0 1,235
GOOGLE INC CL A 38259P508 539,748 845,510 SH   DFND 3 843,136 0 2,374
GOOGLE INC CL A 38259P508 213,759 334,933 SH   DFND 4 260,646 0 74,287
GOPRO INC CL A 38268T103 132 4,236 SH   DFND 4 4,236 0 0
GORMAN RUPP CO COM 383082104 67 2,791 SH   DFND 4 0 0 2,791
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 38 2,350 SH   DFND 3 2,350 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 2,026 126,596 SH   DFND 4 116,880 0 9,716
GP STRATEGIES CORP COM 36225V104 43 1,928 SH   DFND 4 0 0 1,928
GRACE W R & CO DEL NEW COM 38388F108 58 620 SH   DFND 3 620 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,580 16,976 SH   DFND 4 15,769 0 1,207
GRACO INC COM 384109104 155 2,314 SH   DFND 3 437 0 1,877
GRACO INC COM 384109104 421 6,286 SH   DFND 4 6,286 0 0
GRAHAM CORP COM 384556106 27 1,545 SH   DFND 4 0 0 1,545
GRAHAM HLDGS CO COM 384637104 130 226 SH   DFND 3 84 0 142
GRAHAM HLDGS CO COM 384637104 1,680 2,913 SH   DFND 4 2,654 0 259
GRAINGER W W INC COM 384802104 35,996 167,417 SH   DFND 3 166,932 0 485
GRAINGER W W INC COM 384802104 16,036 74,589 SH   DFND 4 58,323 0 16,266
GRAMERCY PPTY TR INC COM NEW 38489R605 38 1,853 SH   DFND 3 1,853 0 0
GRAMERCY PPTY TR INC COM NEW 38489R605 2,221 106,891 SH   DFND 4 100,261 0 6,630
GRAN TIERRA ENERGY INC COM 38500T101 22 10,142 SH   DFND 3 10,142 0 0
GRAN TIERRA ENERGY INC COM 38500T101 239 111,832 SH   DFND 4 111,832 0 0
GRAND CANYON ED INC COM 38526M106 334 8,820 SH   DFND 4 2,158 0 6,662
GRANITE CONSTR INC COM 387328107 34 1,150 SH   DFND 3 0 0 1,150
GRANITE CONSTR INC COM 387328107 208 7,023 SH   DFND 4 1,464 0 5,559
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,169 77,389 SH   DFND 4 77,389 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 64 5,038 SH   DFND 3 5,038 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,777 139,005 SH   DFND 4 127,151 0 11,854
GRAY TELEVISION INC COM 389375106 92 7,237 SH   DFND 4 0 0 7,237
GREAT LAKES DREDGE & DOCK CO COM 390607109 57 11,347 SH   DFND 4 0 0 11,347
GREAT PLAINS ENERGY INC COM 391164100 271 10,025 SH   DFND 3 5,075 0 4,950
GREAT PLAINS ENERGY INC COM 391164100 14,254 527,658 SH   DFND 4 519,594 0 8,064
GREAT SOUTHN BANCORP INC COM 390905107 76 1,776 SH   DFND 4 0 0 1,776
GREAT WESTN BANCORP INC COM 391416104 215 8,514 SH   DFND 4 2,103 0 6,411
GREATBATCH INC COM 39153L106 284 5,093 SH   DFND 4 1,508 0 3,585
GREEN BRICK PARTNERS INC COM 392709101 17 1,605 SH   DFND 4 0 0 1,605
GREEN DOT CORP CL A 39304D102 151 8,621 SH   DFND 4 2,971 0 5,650
GREEN PLAINS INC COM 393222104 158 8,293 SH   DFND 4 1,658 0 6,635
GREENBRIER COS INC COM 393657101 170 5,325 SH   DFND 4 1,420 0 3,905
GREENHILL & CO INC COM 395259104 165 5,809 SH   DFND 4 1,795 0 4,014
GREIF INC CL A 397624107 39 1,212 SH   DFND 3 390 0 822
GREIF INC CL A 397624107 742 23,279 SH   DFND 4 19,149 0 4,130
GRIFFON CORP COM 398433102 88 5,614 SH   DFND 4 0 0 5,614
GROUP 1 AUTOMOTIVE INC COM 398905109 54 630 SH   DFND 3 630 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,632 19,206 SH   DFND 4 13,895 0 5,311
GROUPE CGI INC CL A SUB VTG 39945C109 28,106 779,372 SH   DFND 3 779,372 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 8,105 224,834 SH   DFND 4 186,195 0 38,639
GROUPON INC COM CL A 399473107 74 22,640 SH   DFND 4 22,640 0 0
GRUBHUB INC COM 400110102 323 13,277 SH   DFND 4 2,372 0 10,905
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 899 5,900 SH   DFND 4 5,900 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 910 123,870 SH   DFND 4 115,870 0 8,000
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 173 6,672 SH   DFND 4 6,672 0 0
GSI GROUP INC CDA NEW COM NEW 36191C205 67 5,388 SH   DFND 4 0 0 5,388
GTT COMMUNICATIONS INC COM 362393100 21 917 SH   DFND 4 0 0 917
GUANGSHEN RY LTD SPONSORED ADR 40065W107 36 1,789 SH   DFND 4 1,789 0 0
GUESS INC COM 401617105 99 4,625 SH   DFND 3 2,572 0 2,053
GUESS INC COM 401617105 1,432 67,167 SH   DFND 4 53,875 0 13,292
GUIDEWIRE SOFTWARE INC COM 40171V100 671 12,952 SH   DFND 4 2,703 0 10,249
GULFMARK OFFSHORE INC CL A NEW 402629208 26 4,252 SH   DFND 4 0 0 4,252
GULFPORT ENERGY CORP COM NEW 402635304 101 3,413 SH   DFND 3 0 0 3,413
GULFPORT ENERGY CORP COM NEW 402635304 285 9,604 SH   DFND 4 9,604 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 73 4,423 SH   DFND 4 0 0 4,423
HAEMONETICS CORP COM 405024100 320 9,958 SH   DFND 4 2,144 0 7,814
HAIN CELESTIAL GROUP INC COM 405217100 169 3,283 SH   DFND 3 0 0 3,283
HAIN CELESTIAL GROUP INC COM 405217100 420 8,148 SH   DFND 4 8,148 0 0
HALCON RES CORP COM NEW 40537Q209 42 76,320 SH   DFND 4 21,834 0 54,486
HALLIBURTON CO COM 406216101 86,818 2,455,961 SH   DFND 3 2,449,032 0 6,929
HALLIBURTON CO COM 406216101 37,127 1,050,156 SH   DFND 4 815,967 0 234,189
HALOZYME THERAPEUTICS INC COM 40637H109 276 20,683 SH   DFND 4 4,830 0 15,853
HALYARD HEALTH INC COM 40650V100 61 2,131 SH   DFND 3 643 0 1,488
HALYARD HEALTH INC COM 40650V100 781 27,585 SH   DFND 4 19,318 0 8,267
HANCOCK HLDG CO COM 410120109 109 4,029 SH   DFND 3 1,539 0 2,490
HANCOCK HLDG CO COM 410120109 1,483 54,834 SH   DFND 4 40,798 0 14,036
HANESBRANDS INC COM 410345102 34,705 1,199,218 SH   DFND 3 1,195,947 0 3,271
HANESBRANDS INC COM 410345102 12,574 434,614 SH   DFND 4 338,336 0 96,278
HANGER INC COM NEW 41043F208 68 5,027 SH   DFND 4 0 0 5,027
HANMI FINL CORP COM NEW 410495204 122 4,878 SH   DFND 4 0 0 4,878
HANNON ARMSTRONG SUST INFR C COM 41068X100 67 4,040 SH   DFND 4 0 0 4,040
HANOVER INS GROUP INC COM 410867105 188 2,415 SH   DFND 3 1,000 0 1,415
HANOVER INS GROUP INC COM 410867105 2,103 27,056 SH   DFND 4 24,206 0 2,850
HARLEY DAVIDSON INC COM 412822108 32,831 598,018 SH   DFND 3 596,316 0 1,702
HARLEY DAVIDSON INC COM 412822108 13,654 248,729 SH   DFND 4 192,094 0 56,635
HARMAN INTL INDS INC COM 413086109 19,919 207,513 SH   DFND 3 206,933 0 580
HARMAN INTL INDS INC COM 413086109 6,430 66,998 SH   DFND 4 50,927 0 16,071
HARMERICA CORP P COM 71714F104 169 6,003 SH   DFND 4 1,542 0 4,461
HARMONIC INC COM 413160102 80 13,715 SH   DFND 4 0 0 13,715
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 10 16,300 SH   DFND 2 0 0 16,300
HARRIS & HARRIS GROUP INC COM 413833104 69 32,192 SH   DFND 4 32,192 0 0
HARRIS CORP DEL COM 413875105 26,392 360,788 SH   DFND 3 359,784 0 1,004
HARRIS CORP DEL COM 413875105 11,283 154,292 SH   DFND 4 128,315 0 25,977
HARSCO CORP COM 415864107 32 3,506 SH   DFND 3 3,506 0 0
HARSCO CORP COM 415864107 776 85,794 SH   DFND 4 68,664 0 17,130
HARTE-HANKS INC COM 416196103 33 9,188 SH   DFND 4 0 0 9,188
HARTFORD FINL SVCS GROUP INC COM 416515104 56,354 1,230,981 SH   DFND 3 1,227,561 0 3,420
HARTFORD FINL SVCS GROUP INC COM 416515104 33,609 734,386 SH   DFND 4 601,748 0 132,638
HASBRO INC COM 418056107 24,619 341,271 SH   DFND 3 340,359 0 912
HASBRO INC COM 418056107 12,365 171,456 SH   DFND 4 138,663 0 32,793
HATTERAS FINL CORP COM 41902R103 46 3,005 SH   DFND 3 3,005 0 0
HATTERAS FINL CORP COM 41902R103 1,707 112,942 SH   DFND 4 91,437 0 21,505
HAVERTY FURNITURE INC COM 419596101 75 3,115 SH   DFND 4 0 0 3,115
HAWAIIAN ELEC INDUSTRIES COM 419870100 201 6,995 SH   DFND 3 3,560 0 3,435
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,228 77,695 SH   DFND 4 71,360 0 6,335
HAWAIIAN HOLDINGS INC COM 419879101 160 6,550 SH   DFND 4 0 0 6,550
HAWAIIAN TELCOM HOLDCO INC COM 420031106 33 1,620 SH   DFND 4 0 0 1,620
HAWKINS INC COM 420261109 60 1,561 SH   DFND 4 0 0 1,561
HAYNES INTERNATIONAL INC COM NEW 420877201 92 2,462 SH   DFND 4 645 0 1,817
HCA HOLDINGS INC COM 40412C101 75,557 976,696 SH   DFND 3 974,087 0 2,609
HCA HOLDINGS INC COM 40412C101 46,042 595,428 SH   DFND 4 507,953 0 87,475
HCC INS HLDGS INC COM 404132102 373 4,817 SH   DFND 3 1,754 0 3,063
HCC INS HLDGS INC COM 404132102 3,499 45,160 SH   DFND 4 42,343 0 2,817
HCI GROUP INC COM 40416E103 64 1,671 SH   DFND 4 0 0 1,671
HCP INC COM 40414L109 51,066 1,370,889 SH   DFND 3 1,367,130 0 3,759
HCP INC COM 40414L109 53,872 1,445,866 SH   DFND 4 1,304,328 0 141,538
HD SUPPLY HLDGS INC COM 40416M105 34 1,172 SH   DFND 3 1,172 0 0
HD SUPPLY HLDGS INC COM 40416M105 704 24,595 SH   DFND 4 24,595 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,475 24,124 SH   DFND 4 24,124 0 0
HEADWATERS INC COM 42210P102 273 14,729 SH   DFND 4 3,733 0 10,996
HEALTH NET INC COM 42222G108 5,252 87,221 SH   DFND 4 80,829 0 6,392
HEALTH NET INC COM 42222G108 337 5,592 SH   DFND 3 3,124 0 2,468
HEALTHCARE RLTY TR COM 421946104 107 4,286 SH   DFND 3 4,286 0 0
HEALTHCARE RLTY TR COM 421946104 5,186 208,645 SH   DFND 4 195,132 0 13,513
HEALTHCARE SVCS GRP INC COM 421906108 435 13,118 SH   DFND 4 3,133 0 9,985
HEALTHCARE TR AMER INC CL A NEW 42225P501 129 5,254 SH   DFND 3 5,254 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 5,488 223,893 SH   DFND 4 223,893 0 0
HEALTHEQUITY INC COM 42226A107 183 6,250 SH   DFND 4 1,335 0 4,915
HEALTHSOUTH CORP COM NEW 421924309 40 1,050 SH   DFND 3 1,050 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,361 35,594 SH   DFND 4 20,492 0 15,102
HEALTHSTREAM INC COM 42222N103 68 3,126 SH   DFND 4 0 0 3,126
HEALTHWAYS INC COM 422245100 98 8,504 SH   DFND 4 2,449 0 6,055
HEARTLAND EXPRESS INC COM 422347104 214 10,573 SH   DFND 4 2,775 0 7,798
HEARTLAND FINL USA INC COM 42234Q102 105 2,882 SH   DFND 4 0 0 2,882
HEARTLAND PMT SYS INC COM 42235N108 428 6,778 SH   DFND 4 1,865 0 4,913
HEARTWARE INTL INC COM 422368100 189 3,657 SH   DFND 4 1,203 0 2,454
HECLA MNG CO COM 422704106 135 69,053 SH   DFND 4 13,845 0 55,208
HEICO CORP NEW COM 422806109 168 3,484 SH   DFND 4 1,007 0 2,477
HEICO CORP NEW CL A 422806208 230 5,139 SH   DFND 4 0 0 5,139
HEIDRICK & STRUGGLES INTL IN COM 422819102 67 3,448 SH   DFND 4 0 0 3,448
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 25 5,271 SH   DFND 3 2,120 0 3,151
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 341 71,043 SH   DFND 4 51,652 0 19,391
HELMERICH & PAYNE INC COM 423452101 13,316 281,751 SH   DFND 3 280,874 0 877
HELMERICH & PAYNE INC COM 423452101 7,040 148,874 SH   DFND 4 119,083 0 29,791
HENRY JACK & ASSOC INC COM 426281101 182 2,616 SH   DFND 3 0 0 2,616
HENRY JACK & ASSOC INC COM 426281101 340 4,882 SH   DFND 4 4,882 0 0
HERBALIFE LTD COM USD SHS G4412G101 13,865 254,398 SH   DFND 3 254,398 0 0
HERBALIFE LTD COM USD SHS G4412G101 4,703 86,281 SH   DFND 4 80,039 0 6,242
HERCULES TECH GROWTH CAP INC COM 427096508 971 95,903 SH   DFND 4 95,903 0 0
HERITAGE FINL CORP WASH COM 42722X106 97 5,095 SH   DFND 4 0 0 5,095
HERITAGE INS HLDGS INC COM 42727J102 6 295 SH   DFND 4 0 0 295
HERON THERAPEUTICS INC COM 427746102 95 4,290 SH   DFND 4 0 0 4,290
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 30 1,335 SH   DFND 3 1,335 0 0
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 1,686 74,494 SH   DFND 4 67,295 0 7,199
HERSHEY CO COM 427866108 173 1,886 SH   DFND 2 0 0 1,886
HERSHEY CO COM 427866108 44,084 479,799 SH   DFND 3 478,604 0 1,195
HERSHEY CO COM 427866108 21,025 228,659 SH   DFND 4 172,446 0 56,213
HERTZ GLOBAL HOLDINGS INC COM 42805T105 20,992 1,254,743 SH   DFND 3 1,254,743 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 11,405 681,868 SH   DFND 4 589,568 0 92,300
HESS CORP COM 42809H107 28 559 SH   DFND 2 0 0 559
HESS CORP COM 42809H107 38,237 763,823 SH   DFND 3 761,835 0 1,988
HESS CORP COM 42809H107 23,976 479,258 SH   DFND 4 399,278 0 79,980
HEWLETT PACKARD CO COM 428236103 321 12,539 SH   DFND 2 0 0 12,539
HEWLETT PACKARD CO COM 428236103 137,722 5,377,649 SH   DFND 3 5,362,940 0 14,709
HEWLETT PACKARD CO COM 428236103 80,788 3,155,819 SH   DFND 4 2,617,964 0 537,855
HEXCEL CORP NEW COM 428291108 35 779 SH   DFND 3 779 0 0
HEXCEL CORP NEW COM 428291108 979 21,818 SH   DFND 4 21,818 0 0
HFF INC CL A 40418F108 257 7,628 SH   DFND 4 2,690 0 4,938
HIBBETT SPORTS INC COM 428567101 184 5,274 SH   DFND 4 1,588 0 3,686
HIGHWOODS PPTYS INC COM 431284108 274 7,063 SH   DFND 3 4,054 0 3,009
HIGHWOODS PPTYS INC COM 431284108 7,804 201,311 SH   DFND 4 184,708 0 16,603
HILL ROM HLDGS INC COM 431475102 94 1,811 SH   DFND 3 0 0 1,811
HILL ROM HLDGS INC COM 431475102 168 3,229 SH   DFND 4 3,229 0 0
HILLENBRAND INC COM 431571108 481 18,605 SH   DFND 4 9,779 0 8,826
HILLTOP HOLDINGS INC COM 432748101 305 15,502 SH   DFND 4 4,163 0 11,339
HILTON WORLDWIDE HLDGS INC COM 43300A104 32,339 1,409,700 SH   DFND 3 1,409,700 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 9,334 406,881 SH   DFND 4 345,691 0 61,190
HMS HLDGS CORP COM 40425J101 174 19,913 SH   DFND 4 7,060 0 12,853
HNI CORP COM 404251100 61 1,420 SH   DFND 3 0 0 1,420
HNI CORP COM 404251100 361 8,473 SH   DFND 4 2,071 0 6,402
HOLLYFRONTIER CORP COM 436106108 26,621 545,059 SH   DFND 3 538,999 0 6,060
HOLLYFRONTIER CORP COM 436106108 16,420 336,477 SH   DFND 4 292,512 0 43,965
HOLOGIC INC COM 436440101 31,726 810,783 SH   DFND 3 802,962 0 7,821
HOLOGIC INC COM 436440101 12,389 316,696 SH   DFND 4 270,647 0 46,049
HOME BANCSHARES INC COM 436893200 429 10,676 SH   DFND 4 2,760 0 7,916
HOME DEPOT INC COM 437076102 438,974 3,800,971 SH   DFND 3 3,790,393 0 10,578
HOME DEPOT INC COM 437076102 195,382 1,692,001 SH   DFND 4 1,344,405 0 347,596
HOME PROPERTIES INC COM 437306103 356 4,756 SH   DFND 3 2,903 0 1,853
HOME PROPERTIES INC COM 437306103 8,605 115,118 SH   DFND 4 113,209 0 1,909
HOMEAWAY INC COM 43739Q100 84 3,157 SH   DFND 4 3,157 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 310 10,800 SH   DFND 4 10,800 0 0
HOMESTREET INC COM 43785V102 88 3,903 SH   DFND 4 0 0 3,903
HOMETRUST BANCSHARES INC COM 437872104 73 3,924 SH   DFND 4 0 0 3,924
HONEYWELL INTL INC COM 438516106 215,880 2,279,861 SH   DFND 3 2,273,493 0 6,368
HONEYWELL INTL INC COM 438516106 80,687 852,251 SH   DFND 4 668,076 0 184,175
HORACE MANN EDUCATORS CORP N COM 440327104 266 8,047 SH   DFND 4 2,474 0 5,573
HORIZON GLOBAL CORP COM 44052W104 30 3,472 SH   DFND 4 892 0 2,580
HORMEL FOODS CORP COM 440452100 25,054 395,736 SH   DFND 3 394,639 0 1,097
HORMEL FOODS CORP COM 440452100 10,443 164,994 SH   DFND 4 130,662 0 34,332
HORNBECK OFFSHORE SVCS INC N COM 440543106 14 1,016 SH   DFND 3 1,016 0 0
HORNBECK OFFSHORE SVCS INC N COM 440543106 226 16,599 SH   DFND 4 11,497 0 5,102
HORSEHEAD HLDG CORP COM 440694305 24 7,389 SH   DFND 4 0 0 7,389
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 11,210 438,242 SH   DFND 3 433,444 0 4,798
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 10,111 395,248 SH   DFND 4 383,361 0 11,887
HOST HOTELS & RESORTS INC COM 44107P104 35,643 2,254,451 SH   DFND 3 2,248,281 0 6,170
HOST HOTELS & RESORTS INC COM 44107P104 32,941 2,083,851 SH   DFND 4 1,885,555 0 198,296
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 498 24,432 SH   DFND 4 6,080 0 18,352
HOVNANIAN ENTERPRISES INC CL A 442487203 29 16,853 SH   DFND 4 0 0 16,853
HOWARD HUGHES CORP COM 44267D107 50 440 SH   DFND 3 440 0 0
HOWARD HUGHES CORP COM 44267D107 637 5,550 SH   DFND 4 5,550 0 0
HRG GROUP INC COM 40434J100 21 1,809 SH   DFND 3 1,809 0 0
HRG GROUP INC COM 40434J100 406 34,695 SH   DFND 4 22,451 0 12,244
HSN INC COM 404303109 59 1,038 SH   DFND 3 0 0 1,038
HSN INC COM 404303109 391 6,741 SH   DFND 4 1,721 0 5,020
HUANENG PWR INTL INC SPON ADR H SHS 443304100 1 20 SH   DFND 4 20 0 0
HUB GROUP INC CL A 443320106 26 727 SH   DFND 3 727 0 0
HUB GROUP INC CL A 443320106 859 23,527 SH   DFND 4 18,437 0 5,090
HUBBELL INC CL B 443510201 178 2,091 SH   DFND 3 470 0 1,621
HUBBELL INC CL B 443510201 1,541 18,153 SH   DFND 4 16,957 0 1,196
HUBSPOT INC COM 443573100 225 4,796 SH   DFND 4 1,665 0 3,131
HUDBAY MINERALS INC COM 443628102 19 5,100 SH   DFND 3 5,100 0 0
HUDBAY MINERALS INC COM 443628102 413 111,890 SH   DFND 4 100,840 0 11,050
HUDSON CITY BANCORP COM 443683107 13,694 1,346,538 SH   DFND 3 1,342,614 0 3,924
HUDSON CITY BANCORP COM 443683107 7,175 707,069 SH   DFND 4 574,939 0 132,130
HUDSON PAC PPTYS INC COM 444097109 70 2,445 SH   DFND 3 2,445 0 0
HUDSON PAC PPTYS INC COM 444097109 3,996 138,682 SH   DFND 4 128,917 0 9,765
HUMANA INC COM 444859102 81,486 455,231 SH   DFND 3 454,012 0 1,219
HUMANA INC COM 444859102 44,430 248,284 SH   DFND 4 206,815 0 41,469
HUNT J B TRANS SVCS INC COM 445658107 18,730 262,324 SH   DFND 3 261,574 0 750
HUNT J B TRANS SVCS INC COM 445658107 7,414 103,824 SH   DFND 4 82,162 0 21,662
HUNTINGTON BANCSHARES INC COM 446150104 25,375 2,393,853 SH   DFND 3 2,387,268 0 6,585
HUNTINGTON BANCSHARES INC COM 446150104 11,941 1,126,825 SH   DFND 4 927,463 0 199,362
HUNTINGTON INGALLS INDS INC COM 446413106 235 2,189 SH   DFND 3 633 0 1,556
HUNTINGTON INGALLS INDS INC COM 446413106 1,935 18,061 SH   DFND 4 16,424 0 1,637
HUNTSMAN CORP COM 447011107 50 5,199 SH   DFND 3 5,199 0 0
HUNTSMAN CORP COM 447011107 930 96,076 SH   DFND 4 86,429 0 9,647
HURCO COMPANIES INC COM 447324104 27 1,025 SH   DFND 4 0 0 1,025
HURON CONSULTING GROUP INC COM 447462102 288 4,605 SH   DFND 4 1,226 0 3,379
HYATT HOTELS CORP COM CL A 448579102 35 737 SH   DFND 3 737 0 0
HYATT HOTELS CORP COM CL A 448579102 190 4,044 SH   DFND 4 4,044 0 0
HYSTER YALE MATLS HANDLING I CL A 449172105 88 1,509 SH   DFND 4 0 0 1,509
IAC INTERACTIVECORP COM PAR $.001 44919P508 13,606 208,456 SH   DFND 3 208,456 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,344 51,240 SH   DFND 4 48,615 0 2,625
IAMGOLD CORP COM 450913108 52 31,900 SH   DFND 3 31,900 0 0
IAMGOLD CORP COM 450913108 1,353 834,360 SH   DFND 4 790,356 0 44,004
IBERIABANK CORP COM 450828108 418 7,226 SH   DFND 4 1,822 0 5,404
ICF INTL INC COM 44925C103 89 2,920 SH   DFND 4 0 0 2,920
ICICI BK LTD ADR 45104G104 3,698 443,583 SH   DFND 4 443,583 0 0
ICONIX BRAND GROUP INC COM 451055107 136 10,116 SH   DFND 4 3,073 0 7,043
ICU MED INC COM 44930G107 321 2,943 SH   DFND 4 961 0 1,982
IDACORP INC COM 451107106 154 2,380 SH   DFND 3 770 0 1,610
IDACORP INC COM 451107106 10,238 158,298 SH   DFND 4 149,267 0 9,031
IDERA PHARMACEUTICALS INC COM NEW 45168K306 47 13,712 SH   DFND 4 0 0 13,712
IDEX CORP COM 45167R104 227 3,185 SH   DFND 3 690 0 2,495
IDEX CORP COM 45167R104 1,731 24,281 SH   DFND 4 22,782 0 1,499
IDEXX LABS INC COM 45168D104 250 3,362 SH   DFND 3 421 0 2,941
IDEXX LABS INC COM 45168D104 528 7,111 SH   DFND 4 7,111 0 0
IDT CORP CL B NEW 448947507 36 2,580 SH   DFND 4 0 0 2,580
IHS INC CL A 451734107 22,222 191,571 SH   DFND 3 191,571 0 0
IHS INC CL A 451734107 7,625 65,730 SH   DFND 4 55,738 0 9,992
II VI INC COM 902104108 197 12,274 SH   DFND 4 4,503 0 7,771
ILLINOIS TOOL WKS INC COM 452308109 80,502 978,030 SH   DFND 3 975,275 0 2,755
ILLINOIS TOOL WKS INC COM 452308109 36,204 439,853 SH   DFND 4 342,888 0 96,965
ILLUMINA INC COM 452327109 73,402 417,483 SH   DFND 3 417,483 0 0
ILLUMINA INC COM 452327109 25,365 144,265 SH   DFND 4 122,781 0 21,484
IMAX CORP COM 45245E109 366 11,073 SH   DFND 4 3,183 0 7,890
IMMERSION CORP COM 452521107 61 5,590 SH   DFND 4 0 0 5,590
IMMUNOGEN INC COM 45253H101 187 19,186 SH   DFND 4 6,866 0 12,320
IMMUNOMEDICS INC COM 452907108 27 16,220 SH   DFND 4 0 0 16,220
IMPAX LABORATORIES INC COM 45256B101 466 13,557 SH   DFND 4 3,382 0 10,175
IMPERIAL OIL LTD COM NEW 453038408 24,492 776,656 SH   DFND 3 776,656 0 0
IMPERIAL OIL LTD COM NEW 453038408 8,251 261,647 SH   DFND 4 215,793 0 45,854
IMPERVA INC COM 45321L100 339 5,327 SH   DFND 4 1,362 0 3,965
IMS HEALTH HLDGS INC COM 44970B109 13,324 457,880 SH   DFND 3 457,880 0 0
IMS HEALTH HLDGS INC COM 44970B109 1,847 63,462 SH   DFND 4 63,462 0 0
INC RESH HLDGS INC CL A 45329R109 142 3,522 SH   DFND 4 988 0 2,534
INCONTACT INC COM 45336E109 66 9,114 SH   DFND 4 0 0 9,114
INCYTE CORP COM 45337C102 45,210 409,773 SH   DFND 3 409,773 0 0
INCYTE CORP COM 45337C102 18,333 166,167 SH   DFND 4 139,601 0 26,566
INDEPENDENT BANK CORP MASS COM 453836108 236 5,102 SH   DFND 4 1,648 0 3,454
INDEPENDENT BANK CORP MICH COM NEW 453838609 63 4,284 SH   DFND 4 0 0 4,284
INDEPENDENT BK GROUP INC COM 45384B106 64 1,664 SH   DFND 4 0 0 1,664
INFINERA CORPORATION COM 45667G103 461 23,788 SH   DFND 4 6,208 0 17,580
INFINITY PHARMACEUTICALS INC COM 45665G303 59 7,279 SH   DFND 4 0 0 7,279
INFINITY PPTY & CAS CORP COM 45665Q103 193 2,410 SH   DFND 4 747 0 1,663
INFOBLOX INC COM 45672H104 151 9,538 SH   DFND 4 1,636 0 7,902
INFOSYS LTD SPONSORED ADR 456788108 13,388 701,688 SH   DFND 4 449,804 0 251,884
INFRAREIT INC COM 45685L100 89 3,778 SH   DFND 4 0 0 3,778
INGLES MKTS INC CL A 457030104 117 2,453 SH   DFND 4 0 0 2,453
INGRAM MICRO INC CL A 457153104 373 13,682 SH   DFND 3 8,679 0 5,003
INGRAM MICRO INC CL A 457153104 7,415 272,397 SH   DFND 4 238,927 0 33,470
INGREDION INC COM 457187102 317 3,635 SH   DFND 3 1,345 0 2,290
INGREDION INC COM 457187102 3,013 34,516 SH   DFND 4 31,613 0 2,903
INLAND REAL ESTATE CORP COM NEW 457461200 23 2,819 SH   DFND 3 2,819 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 1,210 149,345 SH   DFND 4 137,038 0 12,307
INNERWORKINGS INC COM 45773Y105 32 4,939 SH   DFND 4 0 0 4,939
INNOPHOS HOLDINGS INC COM 45774N108 183 4,594 SH   DFND 4 1,373 0 3,221
INNOSPEC INC COM 45768S105 233 4,930 SH   DFND 4 1,368 0 3,562
INOGEN INC COM 45780L104 97 2,026 SH   DFND 4 0 0 2,026
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 70 11,999 SH   DFND 4 0 0 11,999
INPHI CORP COM 45772F107 135 5,734 SH   DFND 4 0 0 5,734
INSIGHT ENTERPRISES INC COM 45765U103 43 1,680 SH   DFND 3 1,680 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,315 51,007 SH   DFND 4 40,902 0 10,105
INSMED INC COM PAR $.01 457669307 242 13,330 SH   DFND 4 5,121 0 8,209
INSPERITY INC COM 45778Q107 196 4,528 SH   DFND 4 1,534 0 2,994
INSTEEL INDUSTRIES INC COM 45774W108 54 3,385 SH   DFND 4 0 0 3,385
INSULET CORP COM 45784P101 273 10,762 SH   DFND 4 2,738 0 8,024
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 151 5,371 SH   DFND 4 1,727 0 3,644
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 304 5,099 SH   DFND 4 1,494 0 3,605
INTEGRATED DEVICE TECHNOLOGY COM 458118106 95 4,700 SH   DFND 3 0 0 4,700
INTEGRATED DEVICE TECHNOLOGY COM 458118106 526 26,416 SH   DFND 4 6,931 0 19,485
INTEGRATED SILICON SOLUTION COM 45812P107 121 5,613 SH   DFND 4 0 0 5,613
INTEL CORP COM 458140100 998 33,122 SH   DFND 2 0 0 33,122
INTEL CORP COM 458140100 424,388 14,080,563 SH   DFND 3 14,041,593 0 38,970
INTEL CORP COM 458140100 233,830 7,759,745 SH   DFND 4 6,420,014 0 1,339,731
INTELIQUENT INC COM 45825N107 112 5,025 SH   DFND 4 0 0 5,025
INTER PARFUMS INC COM 458334109 67 2,694 SH   DFND 4 0 0 2,694
INTERACTIVE BROKERS GROUP IN COM 45841N107 102 2,583 SH   DFND 4 2,583 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 100 3,421 SH   DFND 4 717 0 2,704
INTERCEPT PHARMACEUTICALS IN COM 45845P108 125 752 SH   DFND 4 752 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 75,596 321,697 SH   DFND 3 320,787 0 910
INTERCONTINENTAL EXCHANGE IN COM 45866F104 26,477 112,694 SH   DFND 4 85,134 0 27,560
INTERFACE INC COM 458665304 309 13,715 SH   DFND 4 4,130 0 9,585
INTERNAP CORP COM PAR $.001 45885A300 61 10,229 SH   DFND 4 0 0 10,229
INTERNATIONAL BANCSHARES COR COM 459044103 46 1,843 SH   DFND 3 0 0 1,843
INTERNATIONAL BANCSHARES COR COM 459044103 283 11,327 SH   DFND 4 3,355 0 7,972
INTERNATIONAL BUSINESS MACHS COM 459200101 824 5,686 SH   DFND 2 0 0 5,686
INTERNATIONAL BUSINESS MACHS COM 459200101 414,790 2,861,213 SH   DFND 3 2,853,756 0 7,457
INTERNATIONAL BUSINESS MACHS COM 459200101 205,651 1,418,799 SH   DFND 4 1,148,178 0 270,621
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 24,004 232,461 SH   DFND 3 231,803 0 658
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 9,807 94,987 SH   DFND 4 71,769 0 23,218
INTERNATIONAL SPEEDWAY CORP CL A 460335201 28 889 SH   DFND 3 0 0 889
INTERNATIONAL SPEEDWAY CORP CL A 460335201 132 4,120 SH   DFND 4 0 0 4,120
INTEROIL CORP COM 460951106 101 2,989 SH   DFND 4 2,989 0 0
INTERPUBLIC GROUP COS INC COM 460690100 23,745 1,241,263 SH   DFND 3 1,238,058 0 3,205
INTERPUBLIC GROUP COS INC COM 460690100 9,725 508,548 SH   DFND 4 397,445 0 111,103
INTERSIL CORP CL A 46069S109 49 4,218 SH   DFND 3 0 0 4,218
INTERSIL CORP CL A 46069S109 287 24,986 SH   DFND 4 6,456 0 18,530
INTERVAL LEISURE GROUP INC COM 46113M108 141 7,632 SH   DFND 4 1,792 0 5,840
INTL FCSTONE INC COM 46116V105 61 2,458 SH   DFND 4 0 0 2,458
INTL PAPER CO COM 460146103 76 2,000 SH   DFND 2 0 0 2,000
INTL PAPER CO COM 460146103 47,360 1,253,240 SH   DFND 3 1,249,796 0 3,444
INTL PAPER CO COM 460146103 25,172 666,071 SH   DFND 4 553,151 0 112,920
INTRA CELLULAR THERAPIES INC COM 46116X101 127 3,343 SH   DFND 4 0 0 3,343
INTRALINKS HLDGS INC COM 46118H104 66 7,789 SH   DFND 4 0 0 7,789
INTREPID POTASH INC COM 46121Y102 44 7,736 SH   DFND 4 0 0 7,736
INTREXON CORP COM 46122T102 81 2,535 SH   DFND 4 2,535 0 0
INTUIT COM 461202103 156 1,760 SH   DFND 2 0 0 1,760
INTUIT COM 461202103 68,142 767,802 SH   DFND 3 765,557 0 2,245
INTUIT COM 461202103 61,283 692,713 SH   DFND 4 607,557 0 85,156
INTUITIVE SURGICAL INC COM NEW 46120E602 50,023 108,846 SH   DFND 3 108,546 0 300
INTUITIVE SURGICAL INC COM NEW 46120E602 20,502 44,610 SH   DFND 4 34,846 0 9,764
INVACARE CORP COM 461203101 70 4,736 SH   DFND 4 0 0 4,736
INVENSENSE INC COM 46123D205 115 12,613 SH   DFND 4 2,608 0 10,005
INVESCO MORTGAGE CAPITAL INC COM 46131B100 55 4,486 SH   DFND 3 4,486 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,457 119,158 SH   DFND 4 92,370 0 26,788
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 86 6,600 SH   DFND 4 1,365 0 5,235
INVESTORS BANCORP INC NEW COM 46146L101 787 64,004 SH   DFND 4 17,549 0 46,455
INVESTORS REAL ESTATE TR SH BEN INT 461730103 32 4,163 SH   DFND 3 4,163 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,735 223,632 SH   DFND 4 205,847 0 17,785
ION GEOPHYSICAL CORP COM 462044108 7 18,461 SH   DFND 4 0 0 18,461
IPC HEALTHCARE INC COM 44984A105 293 3,791 SH   DFND 4 1,334 0 2,457
IPG PHOTONICS CORP COM 44980X109 87 1,147 SH   DFND 3 0 0 1,147
IPG PHOTONICS CORP COM 44980X109 117 1,546 SH   DFND 4 1,546 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 72 11,965 SH   DFND 4 0 0 11,965
IROBOT CORP COM 462726100 123 4,270 SH   DFND 4 0 0 4,270
IRON MTN INC NEW COM 46284V101 18,173 585,838 SH   DFND 3 584,312 0 1,526
IRON MTN INC NEW COM 46284V101 7,476 241,091 SH   DFND 4 188,739 0 52,352
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 263 25,860 SH   DFND 4 8,407 0 17,453
ISHARES TR MSCI UAE ETF 46434V761 3,555 201,768 SH   DFND 4 0 0 201,768
ISHARES TR CORE S&P MCP ETF 464287507 157 1,167 SH   DFND 3 0 0 1,167
ISHARES TR MSCI QATAR ETF 46434V779 6,099 288,924 SH   DFND 4 80,250 0 208,674
ISHARES TR CORE S&P500 ETF 464287200 261 1,367 SH   DFND 3 720 0 647
ISHARES TR CORE S&P SCP ETF 464287804 3,603 33,800 SH   DFND 3 33,800 0 0
ISHARES TR MSCI INDIA ETF 46429B598 40,043 1,402,054 SH   DFND 4 273,933 0 1,128,121
ISIS PHARMACEUTICALS INC COM 464330109 1,599 39,548 SH   DFND 4 28,942 0 10,606
ISTAR INC COM 45031U101 186 14,916 SH   DFND 4 3,074 0 11,842
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 904 136,282 SH   DFND 4 136,282 0 0
ITC HLDGS CORP COM 465685105 34 1,020 SH   DFND 3 1,020 0 0
ITC HLDGS CORP COM 465685105 14,557 436,653 SH   DFND 4 433,899 0 2,754
ITRON INC COM 465741106 21 660 SH   DFND 3 660 0 0
ITRON INC COM 465741106 1,214 38,180 SH   DFND 4 29,477 0 8,703
ITT CORP NEW COM NEW 450911201 140 4,187 SH   DFND 3 1,332 0 2,855
ITT CORP NEW COM NEW 450911201 1,519 45,460 SH   DFND 4 39,781 0 5,679
IXIA COM 45071R109 172 11,916 SH   DFND 4 3,464 0 8,452
IXYS CORP COM 46600W106 51 4,617 SH   DFND 4 0 0 4,617
J & J SNACK FOODS CORP COM 466032109 335 2,957 SH   DFND 4 788 0 2,169
J ALEXANDERS HLDGS INC COM 46609J106 30 2,970 SH   DFND 4 855 0 2,115
J2 GLOBAL INC COM 48123V102 646 9,142 SH   DFND 4 2,307 0 6,835
JA SOLAR HOLDINGS CO LTD SPON ADR REP5ORD 466090206 90 11,500 SH   DFND 4 11,500 0 0
JABIL CIRCUIT INC COM 466313103 14,797 661,469 SH   DFND 3 655,264 0 6,205
JABIL CIRCUIT INC COM 466313103 6,166 275,761 SH   DFND 4 252,648 0 23,113
JACK IN THE BOX INC COM 466367109 134 1,738 SH   DFND 3 538 0 1,200
JACK IN THE BOX INC COM 466367109 1,384 17,867 SH   DFND 4 12,643 0 5,224
JACOBS ENGR GROUP INC DEL COM 469814107 14,239 380,427 SH   DFND 3 379,404 0 1,023
JACOBS ENGR GROUP INC DEL COM 469814107 7,986 213,328 SH   DFND 4 175,957 0 37,371
JAMBA INC COM NEW 47023A309 32 2,234 SH   DFND 4 0 0 2,234
JANUS CAP GROUP INC COM 47102X105 111 8,139 SH   DFND 3 3,408 0 4,731
JANUS CAP GROUP INC COM 47102X105 1,079 79,933 SH   DFND 4 58,586 0 21,347
JARDEN CORP COM 471109108 26,154 535,060 SH   DFND 3 528,718 0 6,342
JARDEN CORP COM 471109108 8,451 172,971 SH   DFND 4 144,334 0 28,637
JD COM INC SPON ADR CL A 47215P106 4,951 190,000 SH   DFND 4 190,000 0 0
JETBLUE AIRWAYS CORP COM 477143101 260 10,077 SH   DFND 3 0 0 10,077
JETBLUE AIRWAYS CORP COM 477143101 177 6,870 SH   DFND 4 6,870 0 0
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 152 7,000 SH   DFND 4 7,000 0 0
JIVE SOFTWARE INC COM 47760A108 39 8,312 SH   DFND 4 0 0 8,312
JOHN BEAN TECHNOLOGIES CORP COM 477839104 207 5,453 SH   DFND 4 1,180 0 4,273
JOHNSON & JOHNSON COM 478160104 2,720 29,138 SH   DFND 2 0 0 29,138
JOHNSON & JOHNSON COM 478160104 759,516 8,136,218 SH   DFND 3 8,113,530 0 22,688
JOHNSON & JOHNSON COM 478160104 448,806 4,807,443 SH   DFND 4 4,038,667 0 768,776
JOHNSON CTLS INC COM 478366107 80,816 1,953,967 SH   DFND 3 1,948,635 0 5,332
JOHNSON CTLS INC COM 478366107 35,747 864,517 SH   DFND 4 687,645 0 176,872
JONES ENERGY INC COM CL A 48019R108 19 3,878 SH   DFND 4 0 0 3,878
JONES LANG LASALLE INC COM 48020Q107 278 1,935 SH   DFND 3 500 0 1,435
JONES LANG LASALLE INC COM 48020Q107 4,110 28,580 SH   DFND 4 23,903 0 4,677
JOURNAL MEDIA GROUP INC COM 48114A109 18 2,559 SH   DFND 4 0 0 2,559
JOY GLOBAL INC COM 481165108 4,202 281,443 SH   DFND 3 280,644 0 799
JOY GLOBAL INC COM 481165108 1,753 117,455 SH   DFND 4 100,179 0 17,276
JPMORGAN CHASE & CO COM 46625H100 666,745 10,935,628 SH   DFND 3 10,905,409 0 30,219
JPMORGAN CHASE & CO COM 46625H100 340,659 5,588,551 SH   DFND 4 4,531,360 0 1,057,191
JUNIPER NETWORKS INC COM 48203R104 31,198 1,213,472 SH   DFND 3 1,210,610 0 2,862
JUNIPER NETWORKS INC COM 48203R104 15,395 598,911 SH   DFND 4 477,429 0 121,482
JUNO THERAPEUTICS INC COM 48205A109 138 3,380 SH   DFND 4 3,380 0 0
JUST ENERGY GROUP INC COM 48213W101 55 8,925 SH   DFND 3 8,925 0 0
JUST ENERGY GROUP INC COM 48213W101 1,512 247,239 SH   DFND 4 226,139 0 21,100
K12 INC COM 48273U102 89 7,088 SH   DFND 4 2,100 0 4,988
KADANT INC COM 48282T104 64 1,643 SH   DFND 4 0 0 1,643
KAISER ALUMINUM CORP COM PAR $0.01 483007704 318 3,953 SH   DFND 4 1,111 0 2,842
KAMAN CORP COM 483548103 177 4,928 SH   DFND 4 1,056 0 3,872
KANSAS CITY SOUTHERN COM NEW 485170302 29,248 321,826 SH   DFND 3 320,926 0 900
KANSAS CITY SOUTHERN COM NEW 485170302 10,131 111,497 SH   DFND 4 83,266 0 28,231
KAPSTONE PAPER & PACKAGING C COM 48562P103 272 16,536 SH   DFND 4 4,444 0 12,092
KAR AUCTION SVCS INC COM 48238T109 1,379 38,872 SH   DFND 4 35,528 0 3,344
KAR AUCTION SVCS INC COM 48238T109 50 1,406 SH   DFND 3 1,406 0 0
KARYOPHARM THERAPEUTICS INC COM 48576U106 26 2,448 SH   DFND 4 0 0 2,448
KATE SPADE & CO COM 485865109 78 4,081 SH   DFND 3 0 0 4,081
KATE SPADE & CO COM 485865109 114 5,942 SH   DFND 4 5,942 0 0
KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 295 13,844 SH   DFND 4 13,844 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 397 13,521 SH   DFND 4 13,519 0 2
KB HOME COM 48666K109 39 2,897 SH   DFND 3 0 0 2,897
KB HOME COM 48666K109 242 17,847 SH   DFND 4 5,718 0 12,129
KBR INC COM 48242W106 168 10,097 SH   DFND 3 5,494 0 4,603
KBR INC COM 48242W106 2,449 147,281 SH   DFND 4 135,328 0 11,953
KCAP FINL INC COM 48668E101 223 49,393 SH   DFND 4 49,393 0 0
KCG HLDGS INC CL A 48244B100 104 9,469 SH   DFND 4 2,735 0 6,734
KEARNY FINL CORP MD COM 48716P108 138 12,043 SH   DFND 4 0 0 12,043
KELLOGG CO COM 487836108 221 3,314 SH   DFND 2 0 0 3,314
KELLOGG CO COM 487836108 47,041 706,852 SH   DFND 3 704,813 0 2,039
KELLOGG CO COM 487836108 30,366 456,133 SH   DFND 4 374,852 0 81,281
KELLY SVCS INC CL A 488152208 56 4,020 SH   DFND 4 0 0 4,020
KEMPER CORP DEL COM 488401100 105 2,980 SH   DFND 3 1,410 0 1,570
KEMPER CORP DEL COM 488401100 1,328 37,591 SH   DFND 4 28,054 0 9,537
KENNAMETAL INC COM 489170100 103 4,152 SH   DFND 3 1,616 0 2,536
KENNAMETAL INC COM 489170100 1,184 47,612 SH   DFND 4 45,001 0 2,611
KENNEDY-WILSON HLDGS INC COM 489398107 332 14,945 SH   DFND 4 4,403 0 10,542
KERYX BIOPHARMACEUTICALS INC COM 492515101 86 24,181 SH   DFND 4 8,456 0 15,725
KEURIG GREEN MTN INC COM 49271M100 64 1,230 SH   DFND 2 0 0 1,230
KEURIG GREEN MTN INC COM 49271M100 19,083 365,995 SH   DFND 3 365,055 0 940
KEURIG GREEN MTN INC COM 49271M100 6,468 124,046 SH   DFND 4 94,207 0 29,839
KEY ENERGY SVCS INC COM 492914106 9 18,689 SH   DFND 4 0 0 18,689
KEYCORP NEW COM 493267108 33,740 2,593,371 SH   DFND 3 2,586,463 0 6,908
KEYCORP NEW COM 493267108 17,100 1,314,738 SH   DFND 4 1,066,129 0 248,609
KEYSIGHT TECHNOLOGIES INC COM 49338L103 14,876 482,369 SH   DFND 3 476,946 0 5,423
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,776 122,458 SH   DFND 4 113,779 0 8,679
KEYW HLDG CORP COM 493723100 35 5,764 SH   DFND 4 0 0 5,764
KFORCE INC COM 493732101 101 4,016 SH   DFND 4 0 0 4,016
KILROY RLTY CORP COM 49427F108 423 6,494 SH   DFND 3 3,541 0 2,953
KILROY RLTY CORP COM 49427F108 11,529 176,934 SH   DFND 4 175,075 0 1,859
KIMBALL ELECTRONICS INC COM 49428J109 47 3,976 SH   DFND 4 0 0 3,976
KIMBALL INTL INC CL B 494274103 50 5,302 SH   DFND 4 0 0 5,302
KIMBERLY CLARK CORP COM 494368103 117,148 1,074,362 SH   DFND 3 1,071,396 0 2,966
KIMBERLY CLARK CORP COM 494368103 77,264 708,565 SH   DFND 4 580,927 0 127,638
KIMCO RLTY CORP COM 49446R109 29,143 1,192,901 SH   DFND 3 1,189,540 0 3,361
KIMCO RLTY CORP COM 49446R109 28,515 1,167,310 SH   DFND 4 1,056,186 0 111,124
KINDER MORGAN INC DEL COM 49456B101 67,751 2,448,381 SH   DFND 4 1,975,169 0 473,212
KINDER MORGAN INC DEL COM 49456B101 149,891 5,415,141 SH   DFND 3 5,400,475 0 14,666
KINDRED HEALTHCARE INC COM 494580103 61 3,887 SH   DFND 3 3,887 0 0
KINDRED HEALTHCARE INC COM 494580103 1,565 99,083 SH   DFND 4 79,109 0 19,974
KINROSS GOLD CORP COM NO PAR 496902404 87 50,300 SH   DFND 3 50,300 0 0
KINROSS GOLD CORP COM NO PAR 496902404 4,259 2,466,877 SH   DFND 4 2,243,789 0 223,088
KIRBY CORP COM 497266106 152 2,451 SH   DFND 3 666 0 1,785
KIRBY CORP COM 497266106 1,208 19,497 SH   DFND 4 18,296 0 1,201
KIRKLANDS INC COM 497498105 60 2,732 SH   DFND 4 0 0 2,732
KITE PHARMA INC COM 49803L109 353 6,315 SH   DFND 4 1,812 0 4,503
KITE RLTY GROUP TR COM NEW 49803T300 65 2,737 SH   DFND 3 2,737 0 0
KITE RLTY GROUP TR COM NEW 49803T300 3,520 147,754 SH   DFND 4 136,992 0 10,762
KKR & CO L P DEL COM UNITS 48248M102 9,798 584,097 SH   DFND 4 584,097 0 0
KLA-TENCOR CORP COM 482480100 24,035 480,708 SH   DFND 3 479,407 0 1,301
KLA-TENCOR CORP COM 482480100 10,766 215,425 SH   DFND 4 170,760 0 44,665
KLX INC COM 482539103 102 2,840 SH   DFND 3 1,153 0 1,687
KLX INC COM 482539103 1,425 39,862 SH   DFND 4 30,531 0 9,331
KNIGHT TRANSN INC COM 499064103 273 11,202 SH   DFND 4 2,765 0 8,437
KNOLL INC COM NEW 498904200 207 9,391 SH   DFND 4 2,344 0 7,047
KNOWLES CORP COM 49926D109 86 4,674 SH   DFND 3 1,948 0 2,726
KNOWLES CORP COM 49926D109 683 37,295 SH   DFND 4 26,336 0 10,959
KOHLS CORP COM 500255104 24,384 526,532 SH   DFND 3 524,922 0 1,610
KOHLS CORP COM 500255104 16,009 345,656 SH   DFND 4 288,088 0 57,568
KONGZHONG CORP SPONSORED ADR 50047P104 75 11,500 SH   DFND 4 11,500 0 0
KOPPERS HOLDINGS INC COM 50060P106 60 3,058 SH   DFND 4 0 0 3,058
KORN FERRY INTL COM NEW 500643200 324 9,813 SH   DFND 4 2,758 0 7,055
KRAFT HEINZ CO COM 500754106 510 7,220 SH   DFND 2 0 0 7,220
KRAFT HEINZ CO COM 500754106 120,585 1,708,482 SH   DFND 3 1,703,660 0 4,822
KRAFT HEINZ CO COM 500754106 61,771 875,264 SH   DFND 4 724,463 0 150,801
KRATON PERFORMANCE POLYMERS COM 50077C106 132 7,329 SH   DFND 4 2,498 0 4,831
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 36 8,327 SH   DFND 4 0 0 8,327
KRISPY KREME DOUGHNUTS INC COM 501014104 178 12,138 SH   DFND 4 2,457 0 9,681
KROGER CO COM 501044101 98,467 2,729,877 SH   DFND 3 2,721,891 0 7,986
KROGER CO COM 501044101 62,091 1,721,514 SH   DFND 4 1,457,221 0 264,293
KRONOS WORLDWIDE INC COM 50105F105 24 3,948 SH   DFND 4 0 0 3,948
KT CORP SPONSORED ADR 48268K101 6,315 485,625 SH   DFND 4 485,625 0 0
KULICKE & SOFFA INDS INC COM 501242101 27 2,977 SH   DFND 4 2,977 0 0
KVH INDS INC COM 482738101 28 2,816 SH   DFND 4 0 0 2,816
KYTHERA BIOPHARMACEUTICALS I COM 501570105 340 4,533 SH   DFND 4 1,071 0 3,462
L BRANDS INC COM 501797104 59,516 660,333 SH   DFND 3 658,237 0 2,096
L BRANDS INC COM 501797104 29,866 331,375 SH   DFND 4 269,839 0 61,536
L-3 COMMUNICATIONS HLDGS INC COM 502424104 24,925 238,467 SH   DFND 3 237,796 0 671
L-3 COMMUNICATIONS HLDGS INC COM 502424104 14,759 141,247 SH   DFND 4 117,345 0 23,902
LA QUINTA HLDGS INC COM 50420D108 254 16,268 SH   DFND 4 4,211 0 12,057
LA Z BOY INC COM 505336107 297 11,158 SH   DFND 4 3,406 0 7,752
LABORATORY CORP AMER HLDGS COM NEW 50540R409 31,800 293,166 SH   DFND 3 292,348 0 818
LABORATORY CORP AMER HLDGS COM NEW 50540R409 20,521 189,251 SH   DFND 4 148,103 0 41,148
LACKSTONE GROUP L P P COM UNIT LTD 09253U108 11,875 375,006 SH   DFND 4 375,006 0 0
LACLEDE GROUP INC COM 505597104 29 525 SH   DFND 3 525 0 0
LACLEDE GROUP INC COM 505597104 6,532 119,855 SH   DFND 4 113,484 0 6,371
LADDER CAP CORP CL A 505743104 87 6,047 SH   DFND 4 0 0 6,047
LADENBURG THALMAN FIN SVCS I COM 50575Q102 34 16,252 SH   DFND 4 0 0 16,252
LAKELAND BANCORP INC COM 511637100 68 6,118 SH   DFND 4 0 0 6,118
LAKELAND FINL CORP COM 511656100 112 2,491 SH   DFND 4 0 0 2,491
LAM RESEARCH CORP COM 512807108 33,124 507,021 SH   DFND 3 505,732 0 1,289
LAM RESEARCH CORP COM 512807108 12,457 190,766 SH   DFND 4 146,443 0 44,323
LAMAR ADVERTISING CO NEW CL A 512816109 188 3,604 SH   DFND 3 1,020 0 2,584
LAMAR ADVERTISING CO NEW CL A 512816109 1,148 22,000 SH   DFND 4 22,000 0 0
LANCASTER COLONY CORP COM 513847103 60 620 SH   DFND 3 0 0 620
LANCASTER COLONY CORP COM 513847103 355 3,636 SH   DFND 4 976 0 2,660
LANDAUER INC COM 51476K103 51 1,401 SH   DFND 4 0 0 1,401
LANDEC CORP COM 514766104 47 4,107 SH   DFND 4 0 0 4,107
LANDS END INC NEW COM 51509F105 70 2,579 SH   DFND 4 0 0 2,579
LANDSTAR SYS INC COM 515098101 119 1,878 SH   DFND 3 458 0 1,420
LANDSTAR SYS INC COM 515098101 675 10,636 SH   DFND 4 10,636 0 0
LANNET INC COM 516012101 270 6,338 SH   DFND 4 1,952 0 4,386
LAREDO PETROLEUM INC COM 516806106 60 6,359 SH   DFND 4 6,359 0 0
LAS VEGAS SANDS CORP COM 517834107 44,413 1,169,694 SH   DFND 3 1,169,694 0 0
LAS VEGAS SANDS CORP COM 517834107 17,242 453,936 SH   DFND 4 389,667 0 64,269
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 234 8,239 SH   DFND 3 4,628 0 3,611
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 6,360 224,275 SH   DFND 4 200,031 0 24,244
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 271 55,282 SH   DFND 4 13,809 0 41,473
LATTICE SEMICONDUCTOR CORP COM 518415104 67 17,675 SH   DFND 4 0 0 17,675
LAUDER ESTEE COS INC CL A 518439104 52,255 647,679 SH   DFND 3 645,862 0 1,817
LAUDER ESTEE COS INC CL A 518439104 20,053 248,590 SH   DFND 4 190,948 0 57,642
LAZARD LTD SHS A G54050102 224 5,174 SH   DFND 4 5,174 0 0
LDR HLDG CORP COM 50185U105 106 3,157 SH   DFND 4 0 0 3,157
LEAR CORP COM NEW 521865204 10,589 97,371 SH   DFND 4 86,789 0 10,582
LEAR CORP COM NEW 521865204 23,507 216,098 SH   DFND 3 216,098 0 0
LEGACY TEX FINL GROUP INC COM 52471Y106 228 7,652 SH   DFND 4 1,814 0 5,838
LEGG MASON INC COM 524901105 13,218 317,663 SH   DFND 3 316,869 0 794
LEGG MASON INC COM 524901105 5,430 130,513 SH   DFND 4 100,085 0 30,428
LEGGETT & PLATT INC COM 524660107 15,832 383,809 SH   DFND 3 382,687 0 1,122
LEGGETT & PLATT INC COM 524660107 8,778 212,857 SH   DFND 4 173,047 0 39,810
LEIDOS HLDGS INC COM 525327102 164 3,959 SH   DFND 3 1,961 0 1,998
LEIDOS HLDGS INC COM 525327102 2,244 54,297 SH   DFND 4 48,138 0 6,159
LENDINGCLUB CORP COM 52603A109 42 3,171 SH   DFND 4 3,171 0 0
LENDINGTREE INC NEW COM 52603B107 89 954 SH   DFND 4 0 0 954
LENNAR CORP CL A 526057104 25,322 526,113 SH   DFND 3 524,659 0 1,454
LENNAR CORP CL A 526057104 8,197 170,304 SH   DFND 4 129,439 0 40,865
LENNOX INTL INC COM 526107107 185 1,634 SH   DFND 3 353 0 1,281
LENNOX INTL INC COM 526107107 1,224 10,803 SH   DFND 4 10,803 0 0
LEUCADIA NATL CORP COM 527288104 17,773 877,229 SH   DFND 3 874,662 0 2,567
LEUCADIA NATL CORP COM 527288104 8,123 400,977 SH   DFND 4 320,567 0 80,410
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 364 8,320 SH   DFND 2 0 0 8,320
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 39,151 896,116 SH   DFND 3 893,720 0 2,396
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 18,848 431,435 SH   DFND 4 360,412 0 71,023
LEXICON PHARMACEUTICALS INC COM NEW 528872302 106 10,149 SH   DFND 4 3,495 0 6,654
LEXINGTON REALTY TRUST COM 529043101 89 11,044 SH   DFND 3 11,044 0 0
LEXINGTON REALTY TRUST COM 529043101 4,055 500,883 SH   DFND 4 471,826 0 29,057
LEXMARK INTL NEW CL A 529771107 118 4,078 SH   DFND 3 2,116 0 1,962
LEXMARK INTL NEW CL A 529771107 1,221 42,163 SH   DFND 4 37,746 0 4,417
LG DISPLAY CO LTD SPONS ADR REP 50186V102 47 5,000 SH   DFND 4 5,000 0 0
LGI HOMES INC COM 50187T106 75 2,798 SH   DFND 4 0 0 2,798
LHC GROUP INC COM 50187A107 103 2,345 SH   DFND 4 0 0 2,345
LIBBEY INC COM 529898108 101 3,156 SH   DFND 4 0 0 3,156
LIBERTY BROADBAND CORP COM SER A 530307107 3,568 69,370 SH   DFND 3 69,370 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 669 13,008 SH   DFND 4 12,183 0 825
LIBERTY BROADBAND CORP COM SER C 530307305 9,294 181,624 SH   DFND 3 181,624 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,684 32,909 SH   DFND 4 30,749 0 2,160
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 17,258 427,698 SH   DFND 3 427,698 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 3,037 75,271 SH   DFND 4 70,917 0 4,354
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 33,913 1,292,901 SH   DFND 3 1,292,901 0 0
LIBERTY INTERACTIVE CORP QVC GP COM SER A 53071M104 14,797 564,017 SH   DFND 4 473,902 0 90,115
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 18,355 532,635 SH   DFND 3 532,635 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 7,228 209,813 SH   DFND 4 174,577 0 35,236
LIBERTY MEDIA CORP DELAWARE CL A 531229102 9,412 263,490 SH   DFND 3 263,490 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 3,976 111,356 SH   DFND 4 94,665 0 16,691
LIBERTY PPTY TR SH BEN INT 531172104 13,423 425,991 SH   DFND 3 421,209 0 4,782
LIBERTY PPTY TR SH BEN INT 531172104 12,745 404,488 SH   DFND 4 381,493 0 22,995
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 286 12,631 SH   DFND 4 2,904 0 9,727
LIFELOCK INC COM 53224V100 99 11,544 SH   DFND 4 0 0 11,544
LIFEPOINT HEALTH INC COM 53219L109 181 2,558 SH   DFND 3 1,140 0 1,418
LIFEPOINT HEALTH INC COM 53219L109 2,256 31,830 SH   DFND 4 28,811 0 3,019
LIFETIME BRANDS INC COM 53222Q103 20 1,457 SH   DFND 4 0 0 1,457
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 290 3,356 SH   DFND 4 1,097 0 2,259
LILLY ELI & CO COM 532457108 715 8,545 SH   DFND 2 0 0 8,545
LILLY ELI & CO COM 532457108 241,498 2,885,626 SH   DFND 3 2,877,675 0 7,951
LILLY ELI & CO COM 532457108 149,645 1,788,948 SH   DFND 4 1,490,597 0 298,351
LIMONEIRA CO COM 532746104 35 2,136 SH   DFND 4 0 0 2,136
LINCOLN ELEC HLDGS INC COM 533900106 149 2,846 SH   DFND 3 670 0 2,176
LINCOLN ELEC HLDGS INC COM 533900106 859 16,381 SH   DFND 4 15,607 0 774
LINCOLN NATL CORP IND COM 534187109 37,739 795,173 SH   DFND 3 793,113 0 2,060
LINCOLN NATL CORP IND COM 534187109 17,212 362,690 SH   DFND 4 289,405 0 73,285
LINDSAY CORP COM 535555106 160 2,372 SH   DFND 4 615 0 1,757
LINEAR TECHNOLOGY CORP COM 535678106 27,645 685,134 SH   DFND 3 683,184 0 1,950
LINEAR TECHNOLOGY CORP COM 535678106 11,352 281,387 SH   DFND 4 221,423 0 59,964
LINKEDIN CORP COM CL A 53578A108 133 700 SH   DFND 2 0 0 700
LINKEDIN CORP COM CL A 53578A108 60,303 317,169 SH   DFND 3 317,169 0 0
LINKEDIN CORP COM CL A 53578A108 16,764 88,172 SH   DFND 4 71,290 0 16,882
LION BIOTECHNOLOGIES INC COM 53619R102 52 9,120 SH   DFND 4 0 0 9,120
LIONBRIDGE TECHNOLOGIES INC COM 536252109 60 12,200 SH   DFND 4 0 0 12,200
LIONS GATE ENTMNT CORP COM NEW 535919203 200 5,444 SH   DFND 4 5,444 0 0
LIQUIDITY SERVICES INC COM 53635B107 36 4,942 SH   DFND 4 0 0 4,942
LITHIA MTRS INC CL A 536797103 468 4,372 SH   DFND 4 989 0 3,383
LITTELFUSE INC COM 537008104 382 4,237 SH   DFND 4 1,000 0 3,237
LIVE NATION ENTERTAINMENT IN COM 538034109 176 7,312 SH   DFND 3 2,643 0 4,669
LIVE NATION ENTERTAINMENT IN COM 538034109 2,215 92,197 SH   DFND 4 84,872 0 7,325
LIVEPERSON INC COM 538146101 68 8,894 SH   DFND 4 0 0 8,894
LKQ CORP COM 501889208 23,867 841,568 SH   DFND 3 831,835 0 9,733
LKQ CORP COM 501889208 7,784 274,492 SH   DFND 4 220,308 0 54,184
LOCKHEED MARTIN CORP COM 539830109 188,122 907,444 SH   DFND 3 905,266 0 2,178
LOCKHEED MARTIN CORP COM 539830109 85,041 410,306 SH   DFND 4 337,984 0 72,322
LOEWS CORP COM 540424108 32,638 903,107 SH   DFND 3 900,688 0 2,419
LOEWS CORP COM 540424108 18,842 521,397 SH   DFND 4 425,198 0 96,199
LOGMEIN INC COM 54142L109 323 4,818 SH   DFND 4 1,317 0 3,501
LORAL SPACE & COMMUNICATNS I COM 543881106 118 2,495 SH   DFND 4 609 0 1,886
LOUISIANA PAC CORP COM 546347105 65 4,556 SH   DFND 3 0 0 4,556
LOUISIANA PAC CORP COM 546347105 375 26,115 SH   DFND 4 6,057 0 20,058
LOWES COS INC COM 548661107 189,477 2,749,234 SH   DFND 3 2,741,640 0 7,594
LOWES COS INC COM 548661107 90,373 1,311,571 SH   DFND 4 1,050,513 0 261,058
LPL FINL HLDGS INC COM 50212V100 28 699 SH   DFND 3 699 0 0
LPL FINL HLDGS INC COM 50212V100 1,181 29,701 SH   DFND 4 29,701 0 0
LSB INDS INC COM 502160104 45 2,887 SH   DFND 4 0 0 2,887
LTC PPTYS INC COM 502175102 50 1,164 SH   DFND 3 1,164 0 0
LTC PPTYS INC COM 502175102 2,643 61,940 SH   DFND 4 56,913 0 5,027
LULULEMON ATHLETICA INC COM 550021109 14,675 289,733 SH   DFND 3 289,733 0 0
LULULEMON ATHLETICA INC COM 550021109 4,709 92,981 SH   DFND 4 75,833 0 17,148
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 61 4,723 SH   DFND 4 858 0 3,865
LUMENTUM HLDGS INC COM 55024U109 30 1,763 SH   DFND 4 1,763 0 0
LUMINEX CORP DEL COM 55027E102 95 5,608 SH   DFND 4 0 0 5,608
LUMOS NETWORKS CORP COM 550283105 40 3,292 SH   DFND 4 0 0 3,292
LYDALL INC DEL COM 550819106 75 2,665 SH   DFND 4 0 0 2,665
LYON WILLIAM HOMES CL A NEW 552074700 53 2,531 SH   DFND 4 0 0 2,531
M & T BK CORP COM 55261F104 44,334 363,540 SH   DFND 3 362,456 0 1,084
M & T BK CORP COM 55261F104 20,386 167,168 SH   DFND 4 132,487 0 34,681
M D C HLDGS INC COM 552676108 32 1,231 SH   DFND 3 0 0 1,231
M D C HLDGS INC COM 552676108 228 8,703 SH   DFND 4 3,016 0 5,687
M/I HOMES INC COM 55305B101 85 3,638 SH   DFND 4 0 0 3,638
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 64 2,237 SH   DFND 4 0 0 2,237
MACERICH CO COM 554382101 35,270 459,129 SH   DFND 3 457,982 0 1,147
MACERICH CO COM 554382101 32,748 426,299 SH   DFND 4 391,909 0 34,390
MACK CALI RLTY CORP COM 554489104 198 10,506 SH   DFND 3 7,581 0 2,925
MACK CALI RLTY CORP COM 554489104 4,690 248,324 SH   DFND 4 216,595 0 31,729
MACROGENICS INC COM 556099109 82 3,909 SH   DFND 4 0 0 3,909
MACYS INC COM 55616P104 52,121 1,015,613 SH   DFND 3 1,012,874 0 2,739
MACYS INC COM 55616P104 25,944 505,631 SH   DFND 4 404,567 0 101,064
MADDEN STEVEN LTD COM 556269108 417 11,405 SH   DFND 4 3,148 0 8,257
MADISON SQUARE GARDEN CO CL A 55826P100 29 397 SH   DFND 3 397 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 480 6,658 SH   DFND 4 6,658 0 0
MAGELLAN HEALTH INC COM NEW 559079207 35 640 SH   DFND 3 640 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,236 22,297 SH   DFND 4 16,318 0 5,979
MAGNA INTL INC COM 559222401 55,142 1,154,987 SH   DFND 3 1,154,987 0 0
MAGNA INTL INC COM 559222401 19,740 413,666 SH   DFND 4 336,588 0 77,078
MAGNACHIP SEMICONDUCTOR CORP COM 55933J203 53 8,000 SH   DFND 4 8,000 0 0
MAGNUM HUNTER RES CORP DEL COM 55973B102 16 47,749 SH   DFND 4 11,662 0 36,087
MAIN STREET CAPITAL CORP COM 56035L104 1,771 66,297 SH   DFND 4 66,297 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 81 3,927 SH   DFND 4 0 0 3,927
MANHATTAN ASSOCS INC COM 562750109 147 2,360 SH   DFND 3 0 0 2,360
MANHATTAN ASSOCS INC COM 562750109 829 13,279 SH   DFND 4 3,533 0 9,746
MANITOWOC INC COM 563571108 31 2,040 SH   DFND 3 2,040 0 0
MANITOWOC INC COM 563571108 587 39,234 SH   DFND 4 34,892 0 4,342
MANNKIND CORP COM 56400P201 179 55,533 SH   DFND 4 20,640 0 34,893
MANPOWERGROUP INC COM 56418H100 17,916 218,782 SH   DFND 3 216,327 0 2,455
MANPOWERGROUP INC COM 56418H100 11,439 139,881 SH   DFND 4 121,248 0 18,633
MANTECH INTL CORP CL A 564563104 88 3,450 SH   DFND 4 0 0 3,450
MANULIFE FINL CORP COM 56501R106 89,430 5,809,174 SH   DFND 3 5,809,174 0 0
MANULIFE FINL CORP COM 56501R106 33,955 2,206,263 SH   DFND 4 1,814,763 0 391,500
MARATHON OIL CORP COM 565849106 24 1,545 SH   DFND 2 0 0 1,545
MARATHON OIL CORP COM 565849106 31,265 2,030,219 SH   DFND 3 2,024,722 0 5,497
MARATHON OIL CORP COM 565849106 19,735 1,282,013 SH   DFND 4 1,090,082 0 191,931
MARATHON PETE CORP COM 56585A102 73,652 1,589,734 SH   DFND 3 1,585,310 0 4,424
MARATHON PETE CORP COM 56585A102 44,285 955,695 SH   DFND 4 783,988 0 171,707
MARCHEX INC CL B 56624R108 25 6,234 SH   DFND 4 0 0 6,234
MARCUS & MILLICHAP INC COM 566324109 108 2,398 SH   DFND 4 0 0 2,398
MARCUS CORP COM 566330106 56 2,898 SH   DFND 4 0 0 2,898
MARIN SOFTWARE INC COM 56804T106 16 5,108 SH   DFND 4 0 0 5,108
MARINEMAX INC COM 567908108 54 3,790 SH   DFND 4 0 0 3,790
MARKEL CORP COM 570535104 29,548 36,849 SH   DFND 3 36,849 0 0
MARKEL CORP COM 570535104 8,207 10,235 SH   DFND 4 9,593 0 642
MARKETAXESS HLDGS INC COM 57060D108 641 7,055 SH   DFND 4 1,524 0 5,531
MARKETO INC COM 57063L107 141 4,916 SH   DFND 4 995 0 3,921
MARRIOTT INTL INC NEW CL A 571903202 43,022 630,815 SH   DFND 3 629,136 0 1,679
MARRIOTT INTL INC NEW CL A 571903202 17,940 263,115 SH   DFND 4 207,959 0 55,156
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 376 5,556 SH   DFND 4 1,480 0 4,076
MARSH & MCLENNAN COS INC COM 571748102 81,718 1,564,888 SH   DFND 3 1,560,504 0 4,384
MARSH & MCLENNAN COS INC COM 571748102 36,817 705,203 SH   DFND 4 538,818 0 166,385
MARTEN TRANS LTD COM 573075108 77 4,693 SH   DFND 4 0 0 4,693
MARTHA STEWART LIVING OMNIME CL A 573083102 20 3,299 SH   DFND 4 0 0 3,299
MARTIN MARIETTA MATLS INC COM 573284106 1,800 11,848 SH   DFND 1 0 0 11,848
MARTIN MARIETTA MATLS INC COM 573284106 29,220 192,297 SH   DFND 3 191,791 0 506
MARTIN MARIETTA MATLS INC COM 573284106 8,772 57,747 SH   DFND 4 43,543 0 14,204
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 11,505 1,271,257 SH   DFND 3 1,271,257 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4,459 492,747 SH   DFND 4 427,689 0 65,058
MASCO CORP COM 574599106 26,054 1,034,697 SH   DFND 3 1,031,867 0 2,830
MASCO CORP COM 574599106 10,468 415,816 SH   DFND 4 315,282 0 100,534
MASIMO CORP COM 574795100 370 9,714 SH   DFND 4 2,670 0 7,044
MASONITE INTL CORP NEW COM 575385109 329 5,371 SH   DFND 4 1,094 0 4,277
MASTEC INC COM 576323109 26 1,633 SH   DFND 3 1,633 0 0
MASTEC INC COM 576323109 404 25,596 SH   DFND 4 16,681 0 8,915
MASTERCARD INC CL A 57636Q104 593 6,580 SH   DFND 2 0 0 6,580
MASTERCARD INC CL A 57636Q104 263,207 2,920,632 SH   DFND 3 2,912,488 0 8,144
MASTERCARD INC CL A 57636Q104 92,405 1,025,454 SH   DFND 4 774,150 0 251,304
MATADOR RES CO COM 576485205 286 13,870 SH   DFND 4 3,578 0 10,292
MATERION CORP COM 576690101 117 3,912 SH   DFND 4 935 0 2,977
MATRIX SVC CO COM 576853105 147 6,621 SH   DFND 4 1,827 0 4,794
MATSON INC COM 57686G105 256 6,679 SH   DFND 4 0 0 6,679
MATTEL INC COM 577081102 20,490 972,915 SH   DFND 3 970,160 0 2,755
MATTEL INC COM 577081102 11,914 566,005 SH   DFND 4 473,837 0 92,168
MATTHEWS INTL CORP CL A 577128101 293 6,004 SH   DFND 4 1,588 0 4,416
MATTRESS FIRM HLDG CORP COM 57722W106 151 3,609 SH   DFND 4 1,430 0 2,179
MAXIM INTEGRATED PRODS INC COM 57772K101 27,680 828,740 SH   DFND 3 828,740 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 13,872 415,476 SH   DFND 4 365,828 0 49,648
MAXIMUS INC COM 577933104 126 2,108 SH   DFND 3 0 0 2,108
MAXIMUS INC COM 577933104 684 11,617 SH   DFND 4 2,909 0 8,708
MAXLINEAR INC CL A 57776J100 110 9,225 SH   DFND 4 0 0 9,225
MB FINANCIAL INC NEW COM 55264U108 417 12,842 SH   DFND 4 2,913 0 9,929
MBIA INC COM 55262C100 26 4,343 SH   DFND 3 4,343 0 0
MBIA INC COM 55262C100 688 113,313 SH   DFND 4 90,358 0 22,955
MCCORMICK & CO INC COM NON VTG 579780206 106 1,294 SH   DFND 2 0 0 1,294
MCCORMICK & CO INC COM NON VTG 579780206 26,891 327,215 SH   DFND 3 326,174 0 1,041
MCCORMICK & CO INC COM NON VTG 579780206 19,545 237,958 SH   DFND 4 178,975 0 58,983
MCDERMOTT INTL INC COM 580037109 71 16,574 SH   DFND 3 16,574 0 0
MCDERMOTT INTL INC COM 580037109 2,115 491,750 SH   DFND 4 428,676 0 63,074
MCDONALDS CORP COM 580135101 272,907 2,769,787 SH   DFND 3 2,761,981 0 7,806
MCDONALDS CORP COM 580135101 166,842 1,693,294 SH   DFND 4 1,387,073 0 306,221
MCGRATH RENTCORP COM 580589109 118 4,438 SH   DFND 4 665 0 3,773
MCGRAW HILL FINL INC COM 580645109 70,102 810,422 SH   DFND 3 808,193 0 2,229
MCGRAW HILL FINL INC COM 580645109 28,845 333,495 SH   DFND 4 264,546 0 68,949
MCKESSON CORP COM 58155Q103 128,392 693,899 SH   DFND 3 692,014 0 1,885
MCKESSON CORP COM 58155Q103 79,854 431,605 SH   DFND 4 354,932 0 76,673
MDC PARTNERS INC CL A SUB VTG 552697104 109 6,139 SH   DFND 4 0 0 6,139
MDU RES GROUP INC COM 552690109 9,815 570,661 SH   DFND 3 564,433 0 6,228
MDU RES GROUP INC COM 552690109 4,979 289,624 SH   DFND 4 254,628 0 34,996
MEAD JOHNSON NUTRITION CO COM 582839106 41,850 594,465 SH   DFND 3 592,816 0 1,649
MEAD JOHNSON NUTRITION CO COM 582839106 14,392 204,425 SH   DFND 4 155,167 0 49,258
MECHEL OAO SPONSORED ADR 583840103 62 68,029 SH   DFND 4 68,029 0 0
MEDASSETS INC COM 584045108 238 12,089 SH   DFND 4 3,712 0 8,377
MEDIA GEN INC NEW COM 58441K100 280 20,228 SH   DFND 4 7,910 0 12,318
MEDICAL PPTYS TRUST INC COM 58463J304 85 7,688 SH   DFND 3 7,688 0 0
MEDICAL PPTYS TRUST INC COM 58463J304 4,616 417,039 SH   DFND 4 387,469 0 29,570
MEDICINES CO COM 584688105 470 12,687 SH   DFND 4 3,004 0 9,683
MEDIDATA SOLUTIONS INC COM 58471A105 421 10,217 SH   DFND 4 2,194 0 8,023
MEDIFAST INC COM 58470H101 69 2,516 SH   DFND 4 0 0 2,516
MEDIVATION INC COM 58501N101 18,542 436,294 SH   DFND 3 436,294 0 0
MEDIVATION INC COM 58501N101 6,801 160,022 SH   DFND 4 135,517 0 24,505
MEDLEY CAP CORP COM 58503F106 571 76,607 SH   DFND 4 76,607 0 0
MEDNAX INC COM 58502B106 288 3,753 SH   DFND 3 760 0 2,993
MEDNAX INC COM 58502B106 2,265 29,491 SH   DFND 4 27,474 0 2,017
MEMORIAL RESOURCE DEV CORP COM 58605Q109 41 2,307 SH   DFND 4 2,307 0 0
MENS WEARHOUSE INC COM 587118100 27 630 SH   DFND 3 630 0 0
MENS WEARHOUSE INC COM 587118100 1,222 28,805 SH   DFND 4 20,201 0 8,604
MENTOR GRAPHICS CORP COM 587200106 78 3,160 SH   DFND 3 0 0 3,160
MENTOR GRAPHICS CORP COM 587200106 465 19,047 SH   DFND 4 5,137 0 13,910
MERCADOLIBRE INC COM 58733R102 118 1,294 SH   DFND 4 1,294 0 0
MERCANTILE BANK CORP COM 587376104 55 2,698 SH   DFND 4 0 0 2,698
MERCK & CO INC NEW COM 58933Y105 1,263 25,575 SH   DFND 2 0 0 25,575
MERCK & CO INC NEW COM 58933Y105 414,281 8,387,944 SH   DFND 3 8,364,938 0 23,006
MERCK & CO INC NEW COM 58933Y105 246,742 4,996,060 SH   DFND 4 4,165,466 0 830,594
MERCURY GENL CORP NEW COM 589400100 99 1,962 SH   DFND 3 796 0 1,166
MERCURY GENL CORP NEW COM 589400100 945 18,707 SH   DFND 4 18,707 0 0
MERCURY SYS INC COM 589378108 99 6,267 SH   DFND 4 0 0 6,267
MEREDITH CORP COM 589433101 75 1,769 SH   DFND 3 600 0 1,169
MEREDITH CORP COM 589433101 728 17,040 SH   DFND 4 11,898 0 5,142
MERIDIAN BANCORP INC MD COM 58958U103 84 6,114 SH   DFND 4 0 0 6,114
MERIDIAN BIOSCIENCE INC COM 589584101 102 6,017 SH   DFND 4 0 0 6,017
MERIT MED SYS INC COM 589889104 155 6,510 SH   DFND 4 0 0 6,510
MERITAGE HOMES CORP COM 59001A102 299 8,184 SH   DFND 4 2,526 0 5,658
MERITOR INC COM 59001K100 52 4,894 SH   DFND 3 4,894 0 0
MERITOR INC COM 59001K100 877 82,300 SH   DFND 4 58,106 0 24,194
MERRIMACK PHARMACEUTICALS IN COM 590328100 159 19,034 SH   DFND 4 3,722 0 15,312
MESA LABS INC COM 59064R109 56 531 SH   DFND 4 0 0 531
META FINL GROUP INC COM 59100U108 50 1,184 SH   DFND 4 0 0 1,184
METHANEX CORP COM 59151K108 26 800 SH   DFND 3 800 0 0
METHANEX CORP COM 59151K108 1,755 53,243 SH   DFND 4 41,009 0 12,234
METHODE ELECTRS INC COM 591520200 258 8,103 SH   DFND 4 2,501 0 5,602
METLIFE INC COM 59156R108 124,860 2,648,153 SH   DFND 3 2,639,058 0 9,095
METLIFE INC COM 59156R108 65,909 1,398,084 SH   DFND 4 1,117,026 0 281,058
METRO BANCORP INC PA COM 59161R101 78 2,656 SH   DFND 4 0 0 2,656
METTLER TOLEDO INTERNATIONAL COM 592688105 19,532 68,595 SH   DFND 3 67,699 0 896
METTLER TOLEDO INTERNATIONAL COM 592688105 7,829 27,494 SH   DFND 4 24,030 0 3,464
MFA FINL INC COM 55272X102 67 9,874 SH   DFND 3 9,874 0 0
MFA FINL INC COM 55272X102 1,961 288,142 SH   DFND 4 265,685 0 22,457
MGE ENERGY INC COM 55277P104 298 7,286 SH   DFND 4 2,245 0 5,041
MGIC INVT CORP WIS COM 552848103 572 61,722 SH   DFND 4 16,338 0 45,384
MGM RESORTS INTERNATIONAL COM 552953101 23,937 1,297,419 SH   DFND 3 1,297,419 0 0
MGM RESORTS INTERNATIONAL COM 552953101 8,701 471,612 SH   DFND 4 409,498 0 62,114
MICHAELS COS INC COM 59408Q106 85 3,684 SH   DFND 4 3,684 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 25,634 594,889 SH   DFND 3 593,176 0 1,713
MICROCHIP TECHNOLOGY INC COM 595017104 11,327 262,951 SH   DFND 4 210,535 0 52,416
MICRON TECHNOLOGY INC COM 595112103 107 7,150 SH   DFND 2 0 0 7,150
MICRON TECHNOLOGY INC COM 595112103 47,282 3,156,348 SH   DFND 3 3,147,576 0 8,772
MICRON TECHNOLOGY INC COM 595112103 17,860 1,192,222 SH   DFND 4 924,716 0 267,506
MICROSEMI CORP COM 595137100 602 18,604 SH   DFND 4 5,000 0 13,604
MICROSOFT CORP COM 594918104 1,625 36,712 SH   DFND 2 0 0 36,712
MICROSOFT CORP COM 594918104 944,960 21,350,199 SH   DFND 3 21,284,305 0 65,894
MICROSOFT CORP COM 594918104 425,757 9,621,302 SH   DFND 4 7,578,481 0 2,042,821
MICROSTRATEGY INC CL A NEW 594972408 345 1,770 SH   DFND 4 459 0 1,311
MID-AMER APT CMNTYS INC COM 59522J103 471 5,757 SH   DFND 3 3,347 0 2,410
MID-AMER APT CMNTYS INC COM 59522J103 12,146 148,366 SH   DFND 4 147,533 0 833
MIDDLEBY CORP COM 596278101 244 2,319 SH   DFND 4 2,319 0 0
MIDDLESEX WATER CO COM 596680108 69 2,828 SH   DFND 4 0 0 2,828
MILLENNIAL MEDIA INC COM 60040N105 24 13,871 SH   DFND 4 0 0 13,871
MILLER HERMAN INC COM 600544100 55 1,905 SH   DFND 3 0 0 1,905
MILLER HERMAN INC COM 600544100 307 10,839 SH   DFND 4 2,459 0 8,380
MILLER INDS INC TENN COM NEW 600551204 39 1,971 SH   DFND 4 0 0 1,971
MIMEDX GROUP INC COM 602496101 141 14,840 SH   DFND 4 0 0 14,840
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 488 22,300 SH   DFND 4 22,300 0 0
MINERALS TECHNOLOGIES INC COM 603158106 53 1,110 SH   DFND 3 0 0 1,110
MINERALS TECHNOLOGIES INC COM 603158106 327 6,734 SH   DFND 4 1,792 0 4,942
MISTRAS GROUP INC COM 60649T107 31 2,418 SH   DFND 4 0 0 2,418
MKS INSTRUMENT INC COM 55306N104 321 9,733 SH   DFND 4 2,229 0 7,504
MOBILE MINI INC COM 60740F105 285 9,422 SH   DFND 4 2,754 0 6,668
MOBILE TELESYSTEMS PJSC SPONSORED ADR 607409109 5,407 748,829 SH   DFND 4 328,757 0 420,072
MODINE MFG CO COM 607828100 69 8,650 SH   DFND 4 1,620 0 7,030
MOELIS & CO CL A 60786M105 49 1,889 SH   DFND 4 0 0 1,889
MOHAWK INDS INC COM 608190104 33,250 182,901 SH   DFND 3 182,395 0 506
MOHAWK INDS INC COM 608190104 13,987 76,948 SH   DFND 4 57,619 0 19,329
MOLINA HEALTHCARE INC COM 60855R100 144 2,085 SH   DFND 3 798 0 1,287
MOLINA HEALTHCARE INC COM 60855R100 1,897 27,642 SH   DFND 4 21,132 0 6,510
MOLSON COORS BREWING CO CL B 60871R209 138 1,661 SH   DFND 2 0 0 1,661
MOLSON COORS BREWING CO CL B 60871R209 32,812 395,226 SH   DFND 3 393,926 0 1,300
MOLSON COORS BREWING CO CL B 60871R209 14,094 169,763 SH   DFND 4 133,978 0 35,785
MOMENTA PHARMACEUTICALS INC COM 60877T100 227 13,862 SH   DFND 4 4,631 0 9,231
MONDELEZ INTL INC CL A 609207105 838 20,007 SH   DFND 2 0 0 20,007
MONDELEZ INTL INC CL A 609207105 202,812 4,843,859 SH   DFND 3 4,830,614 0 13,245
MONDELEZ INTL INC CL A 609207105 95,452 2,280,206 SH   DFND 4 1,809,492 0 470,714
MONEYGRAM INTL INC COM NEW 60935Y208 44 5,390 SH   DFND 4 0 0 5,390
MONMOUTH REAL ESTATE INVT CO CL A 609720107 79 8,095 SH   DFND 4 0 0 8,095
MONOGRAM RESIDENTIAL TR INC COM 60979P105 317 34,019 SH   DFND 4 8,555 0 25,464
MONOLITHIC PWR SYS INC COM 609839105 386 7,629 SH   DFND 4 1,673 0 5,956
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 160 7,323 SH   DFND 4 1,650 0 5,673
MONRO MUFFLER BRAKE INC COM 610236101 396 5,841 SH   DFND 4 1,400 0 4,441
MONSANTO CO NEW COM 61166W101 266 3,113 SH   DFND 2 0 0 3,113
MONSANTO CO NEW COM 61166W101 117,704 1,379,234 SH   DFND 3 1,375,381 0 3,853
MONSANTO CO NEW COM 61166W101 50,672 593,849 SH   DFND 4 455,631 0 138,218
MONSTER BEVERAGE CORP NEW COM 61174X109 234 1,730 SH   DFND 2 0 0 1,730
MONSTER BEVERAGE CORP NEW COM 61174X109 59,717 441,890 SH   DFND 3 440,692 0 1,198
MONSTER BEVERAGE CORP NEW COM 61174X109 21,981 162,652 SH   DFND 4 128,949 0 33,703
MONSTER WORLDWIDE INC COM 611742107 83 12,964 SH   DFND 4 0 0 12,964
MOODYS CORP COM 615369105 57,915 589,761 SH   DFND 3 588,312 0 1,449
MOODYS CORP COM 615369105 19,778 201,411 SH   DFND 4 154,126 0 47,285
MOOG INC CL A 615394202 32 590 SH   DFND 3 590 0 0
MOOG INC CL A 615394202 801 14,821 SH   DFND 4 8,517 0 6,304
MORGAN STANLEY COM NEW 617446448 130,179 4,132,654 SH   DFND 3 4,120,138 0 12,516
MORGAN STANLEY COM NEW 617446448 58,639 1,861,481 SH   DFND 4 1,464,869 0 396,612
MORGANS HOTEL GROUP CO COM 61748W108 18 5,482 SH   DFND 4 0 0 5,482
MORNINGSTAR INC COM 617700109 136 1,696 SH   DFND 4 1,696 0 0
MOSAIC CO NEW COM 61945C103 126 4,055 SH   DFND 2 0 0 4,055
MOSAIC CO NEW COM 61945C103 31,960 1,027,316 SH   DFND 3 1,024,565 0 2,751
MOSAIC CO NEW COM 61945C103 13,831 444,476 SH   DFND 4 358,388 0 86,088
MOTORCAR PTS AMER INC COM 620071100 91 2,999 SH   DFND 4 0 0 2,999
MOTOROLA SOLUTIONS INC COM NEW 620076307 105 1,535 SH   DFND 2 0 0 1,535
MOTOROLA SOLUTIONS INC COM NEW 620076307 36,729 537,134 SH   DFND 3 535,822 0 1,312
MOTOROLA SOLUTIONS INC COM NEW 620076307 26,075 381,271 SH   DFND 4 296,185 0 85,086
MOVADO GROUP INC COM 624580106 70 2,741 SH   DFND 4 0 0 2,741
MRC GLOBAL INC COM 55345K103 35 3,179 SH   DFND 3 3,179 0 0
MRC GLOBAL INC COM 55345K103 1,171 104,782 SH   DFND 4 65,520 0 39,262
MSA SAFETY INC COM 553498106 40 1,005 SH   DFND 3 0 0 1,005
MSA SAFETY INC COM 553498106 261 6,593 SH   DFND 4 2,364 0 4,229
MSC INDL DIRECT INC CL A 553530106 110 1,808 SH   DFND 3 260 0 1,548
MSC INDL DIRECT INC CL A 553530106 1,059 17,342 SH   DFND 4 16,176 0 1,166
MSCI INC COM 55354G100 245 4,125 SH   DFND 3 970 0 3,155
MSCI INC COM 55354G100 1,912 32,189 SH   DFND 4 29,147 0 3,042
MTS SYS CORP COM 553777103 179 3,039 SH   DFND 4 832 0 2,207
MUELLER INDS INC COM 624756102 299 10,184 SH   DFND 4 2,052 0 8,132
MUELLER WTR PRODS INC COM SER A 624758108 287 37,936 SH   DFND 4 14,933 0 23,003
MULTI COLOR CORP COM 625383104 130 1,747 SH   DFND 4 0 0 1,747
MURPHY OIL CORP COM 626717102 12,605 520,872 SH   DFND 3 519,510 0 1,362
MURPHY OIL CORP COM 626717102 9,420 389,252 SH   DFND 4 336,281 0 52,971
MURPHY USA INC COM 626755102 265 4,827 SH   DFND 3 3,468 0 1,359
MURPHY USA INC COM 626755102 5,191 94,468 SH   DFND 4 86,900 0 7,568
MVC CAPITAL INC COM 553829102 223 27,183 SH   DFND 4 27,183 0 0
MYERS INDS INC COM 628464109 56 4,151 SH   DFND 4 0 0 4,151
MYR GROUP INC DEL COM 55405W104 80 3,076 SH   DFND 4 0 0 3,076
MYRIAD GENETICS INC COM 62855J104 485 13,031 SH   DFND 4 2,590 0 10,441
NABORS INDUSTRIES LTD SHS G6359F103 8,421 891,095 SH   DFND 3 881,773 0 9,322
NABORS INDUSTRIES LTD SHS G6359F103 4,857 513,509 SH   DFND 4 459,125 0 54,384
NACCO INDS INC CL A 629579103 44 933 SH   DFND 4 0 0 933
NANOMETRICS INC COM 630077105 52 4,185 SH   DFND 4 0 0 4,185
NASDAQ INC COM 631103108 209 3,912 SH   DFND 3 2,947 0 965
NASDAQ INC COM 631103108 6,469 121,426 SH   DFND 4 88,717 0 32,709
NATIONAL BANKSHARES INC VA COM 634865109 34 1,068 SH   DFND 4 0 0 1,068
NATIONAL BEVERAGE CORP COM 635017106 80 2,628 SH   DFND 4 704 0 1,924
NATIONAL BK HLDGS CORP CL A 633707104 124 6,079 SH   DFND 4 0 0 6,079
NATIONAL CINEMEDIA INC COM 635309107 169 12,692 SH   DFND 4 3,855 0 8,837
NATIONAL FUEL GAS CO N J COM 636180101 206 4,124 SH   DFND 3 1,422 0 2,702
NATIONAL FUEL GAS CO N J COM 636180101 2,554 51,121 SH   DFND 4 48,927 0 2,194
NATIONAL GEN HLDGS CORP COM 636220303 98 5,060 SH   DFND 4 0 0 5,060
NATIONAL HEALTH INVS INC COM 63633D104 65 1,125 SH   DFND 3 1,125 0 0
NATIONAL HEALTH INVS INC COM 63633D104 3,630 63,074 SH   DFND 4 57,712 0 5,362
NATIONAL HEALTHCARE CORP COM 635906100 108 1,775 SH   DFND 4 0 0 1,775
NATIONAL INSTRS CORP COM 636518102 90 3,238 SH   DFND 3 0 0 3,238
NATIONAL INSTRS CORP COM 636518102 132 4,762 SH   DFND 4 4,762 0 0
NATIONAL OILWELL VARCO INC COM 637071101 43,188 1,147,086 SH   DFND 3 1,143,928 0 3,158
NATIONAL OILWELL VARCO INC COM 637071101 24,936 662,356 SH   DFND 4 545,821 0 116,535
NATIONAL PENN BANCSHARES INC COM 637138108 325 27,715 SH   DFND 4 10,216 0 17,499
NATIONAL PRESTO INDS INC COM 637215104 77 912 SH   DFND 4 0 0 912
NATIONAL RETAIL PPTYS INC COM 637417106 348 9,585 SH   DFND 3 5,296 0 4,289
NATIONAL RETAIL PPTYS INC COM 637417106 9,553 263,388 SH   DFND 4 260,375 0 3,013
NATIONAL WESTN LIFE INS CO CL A 638522102 72 324 SH   DFND 4 0 0 324
NATIONSTAR MTG HLDGS INC COM 63861C109 103 7,422 SH   DFND 4 2,363 0 5,059
NATURAL GAS SERVICES GROUP COM 63886Q109 38 1,933 SH   DFND 4 0 0 1,933
NATURAL GROCERS BY VITAMIN C COM 63888U108 27 1,172 SH   DFND 4 0 0 1,172
NATUS MEDICAL INC DEL COM 639050103 274 7,089 SH   DFND 4 2,309 0 4,780
NAUTILUS INC COM 63910B102 85 5,912 SH   DFND 4 0 0 5,912
NAVIENT CORP COM 63938C108 14,456 1,286,117 SH   DFND 3 1,282,949 0 3,168
NAVIENT CORP COM 63938C108 4,983 443,293 SH   DFND 4 321,747 0 121,546
NAVIGANT CONSULTING INC COM 63935N107 114 7,206 SH   DFND 4 0 0 7,206
NAVIGATORS GROUP INC COM 638904102 120 1,529 SH   DFND 4 0 0 1,529
NAVISTAR INTL CORP NEW COM 63934E108 49 3,830 SH   DFND 3 3,830 0 0
NAVISTAR INTL CORP NEW COM 63934E108 1,476 116,479 SH   DFND 4 100,770 0 15,709
NBT BANCORP INC COM 628778102 255 9,473 SH   DFND 4 3,055 0 6,418
NCI BUILDING SYS INC COM NEW 628852204 43 4,160 SH   DFND 4 0 0 4,160
NCR CORP NEW COM 62886E108 11,855 521,102 SH   DFND 3 516,054 0 5,048
NCR CORP NEW COM 62886E108 2,805 123,337 SH   DFND 4 117,357 0 5,980
NEENAH PAPER INC COM 640079109 143 2,412 SH   DFND 4 0 0 2,412
NEKTAR THERAPEUTICS COM 640268108 300 27,887 SH   DFND 4 8,976 0 18,911
NELNET INC CL A 64031N108 108 3,015 SH   DFND 4 0 0 3,015
NEOGEN CORP COM 640491106 311 6,879 SH   DFND 4 1,552 0 5,327
NETAPP INC COM 64110D104 59 2,000 SH   DFND 2 0 0 2,000
NETAPP INC COM 64110D104 26,715 902,518 SH   DFND 3 899,979 0 2,539
NETAPP INC COM 64110D104 11,042 373,106 SH   DFND 4 287,559 0 85,547
NETEASE INC SPONSORED ADR 64110W102 2,168 18,050 SH   DFND 4 18,050 0 0
NETFLIX INC COM 64110L106 119,852 1,160,685 SH   DFND 3 1,157,229 0 3,456
NETFLIX INC COM 64110L106 37,701 365,112 SH   DFND 4 270,328 0 94,784
NETGEAR INC COM 64111Q104 196 6,696 SH   DFND 4 1,428 0 5,268
NETSCOUT SYS INC COM 64115T104 114 3,220 SH   DFND 3 0 0 3,220
NETSCOUT SYS INC COM 64115T104 636 17,920 SH   DFND 4 5,197 0 12,723
NETSUITE INC COM 64118Q107 706 8,409 SH   DFND 4 5,182 0 3,227
NEUROCRINE BIOSCIENCES INC COM 64125C109 628 16,468 SH   DFND 4 3,897 0 12,571
NEUSTAR INC CL A 64126X201 48 1,769 SH   DFND 3 0 0 1,769
NEUSTAR INC CL A 64126X201 288 10,651 SH   DFND 4 2,497 0 8,154
NEVRO CORP COM 64157F103 80 1,765 SH   DFND 4 0 0 1,765
NEVSUN RES LTD COM 64156L101 23 7,935 SH   DFND 4 7,935 0 0
NEW GOLD INC CDA COM 644535106 48 21,375 SH   DFND 3 21,375 0 0
NEW GOLD INC CDA COM 644535106 465 207,470 SH   DFND 4 189,775 0 17,695
NEW JERSEY RES COM 646025106 41 1,360 SH   DFND 3 1,360 0 0
NEW JERSEY RES COM 646025106 1,750 58,709 SH   DFND 4 42,373 0 16,336
NEW MEDIA INVT GROUP INC COM 64704V106 123 8,105 SH   DFND 4 1,761 0 6,344
NEW MTN FIN CORP COM 647551100 1,001 73,645 SH   DFND 4 73,645 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 614 30,400 SH   DFND 4 30,400 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 25 1,945 SH   DFND 3 1,945 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 725 56,114 SH   DFND 4 26,606 0 29,508
NEW SR INVT GROUP INC COM 648691103 28 2,703 SH   DFND 3 2,703 0 0
NEW SR INVT GROUP INC COM 648691103 1,489 142,748 SH   DFND 4 134,196 0 8,552
NEW YORK CMNTY BANCORP INC COM 649445103 21,650 1,198,769 SH   DFND 3 1,184,537 0 14,232
NEW YORK CMNTY BANCORP INC COM 649445103 14,301 791,946 SH   DFND 4 688,383 0 103,563
NEW YORK MTG TR INC COM PAR $.02 649604501 84 15,488 SH   DFND 4 0 0 15,488
NEW YORK REIT INC COM 64976L109 53 5,311 SH   DFND 3 5,311 0 0
NEW YORK REIT INC COM 64976L109 2,945 292,364 SH   DFND 4 267,776 0 24,588
NEW YORK TIMES CO CL A 650111107 50 4,193 SH   DFND 3 0 0 4,193
NEW YORK TIMES CO CL A 650111107 297 25,233 SH   DFND 4 5,820 0 19,413
NEWBRIDGE BANCORP CL A NO PAR 65080T102 45 5,246 SH   DFND 4 0 0 5,246
NEWELL RUBBERMAID INC COM 651229106 31,185 785,312 SH   DFND 3 783,124 0 2,188
NEWELL RUBBERMAID INC COM 651229106 12,765 321,487 SH   DFND 4 245,487 0 76,000
NEWFIELD EXPL CO COM 651290108 14,558 442,492 SH   DFND 3 441,158 0 1,334
NEWFIELD EXPL CO COM 651290108 5,512 167,576 SH   DFND 4 141,272 0 26,304
NEWLINK GENETICS CORP COM 651511107 131 3,643 SH   DFND 4 0 0 3,643
NEWMARKET CORP COM 651587107 160 448 SH   DFND 3 110 0 338
NEWMARKET CORP COM 651587107 950 2,660 SH   DFND 4 2,425 0 235
NEWMONT MINING CORP COM 651639106 397 24,699 SH   DFND 2 0 0 24,699
NEWMONT MINING CORP COM 651639106 22,975 1,429,692 SH   DFND 3 1,425,385 0 4,307
NEWMONT MINING CORP COM 651639106 26,219 1,634,183 SH   DFND 4 1,340,214 0 293,969
NEWPARK RES INC COM PAR $.01NEW 651718504 79 15,456 SH   DFND 4 3,183 0 12,273
NEWPORT CORP COM 651824104 77 5,622 SH   DFND 4 0 0 5,622
NEWS CORP NEW CL B 65249B208 6,263 488,496 SH   DFND 3 488,496 0 0
NEWS CORP NEW CL B 65249B208 1,449 113,022 SH   DFND 4 111,789 0 1,233
NEWS CORP NEW CL A 65249B109 12,525 992,507 SH   DFND 3 988,424 0 4,083
NEWS CORP NEW CL A 65249B109 7,545 598,179 SH   DFND 4 475,364 0 122,815
NEWSTAR FINANCIAL INC COM 65251F105 26 3,172 SH   DFND 4 0 0 3,172
NEXPOINT RESIDENTIAL TR INC COM 65341D102 11 853 SH   DFND 4 0 0 853
NEXSTAR BROADCASTING GROUP I CL A 65336K103 269 5,667 SH   DFND 4 1,247 0 4,420
NEXTERA ENERGY INC COM 65339F101 127,498 1,306,997 SH   DFND 3 1,303,241 0 3,756
NEXTERA ENERGY INC COM 65339F101 78,414 804,029 SH   DFND 4 674,592 0 129,437
NIC INC COM 62914B100 237 13,509 SH   DFND 4 3,932 0 9,577
NIKE INC CL B 654106103 203,368 1,653,800 SH   DFND 3 1,648,128 0 5,672
NIKE INC CL B 654106103 95,325 775,275 SH   DFND 4 603,318 0 171,957
NIMBLE STORAGE INC COM 65440R101 200 8,376 SH   DFND 4 1,853 0 6,523
NISOURCE INC COM 65473P105 17,003 916,602 SH   DFND 3 914,001 0 2,601
NISOURCE INC COM 65473P105 22,748 1,226,561 SH   DFND 4 1,164,565 0 61,996
NMI HLDGS INC CL A 629209305 54 7,128 SH   DFND 4 0 0 7,128
NN INC COM 629337106 50 2,702 SH   DFND 4 0 0 2,702
NOAH HLDGS LTD SPONSORED ADS 65487X102 94 4,000 SH   DFND 4 4,000 0 0
NOBLE ENERGY INC COM 655044105 27 895 SH   DFND 2 0 0 895
NOBLE ENERGY INC COM 655044105 37,851 1,254,186 SH   DFND 3 1,250,700 0 3,486
NOBLE ENERGY INC COM 655044105 14,309 474,138 SH   DFND 4 371,528 0 102,610
NOODLES & CO CL A 65540B105 30 2,114 SH   DFND 4 0 0 2,114
NORDSON CORP COM 655663102 114 1,810 SH   DFND 3 0 0 1,810
NORDSON CORP COM 655663102 228 3,626 SH   DFND 4 3,626 0 0
NORDSTROM INC COM 655664100 29,595 412,705 SH   DFND 3 411,557 0 1,148
NORDSTROM INC COM 655664100 14,557 203,032 SH   DFND 4 162,982 0 40,050
NORFOLK SOUTHERN CORP COM 655844108 67,422 882,487 SH   DFND 3 880,005 0 2,482
NORFOLK SOUTHERN CORP COM 655844108 29,536 386,639 SH   DFND 4 304,060 0 82,579
NORTEK INC COM NEW 656559309 120 1,925 SH   DFND 4 632 0 1,293
NORTHERN OIL & GAS INC NEV COM 665531109 37 8,663 SH   DFND 4 0 0 8,663
NORTHERN TR CORP COM 665859104 46,942 688,696 SH   DFND 3 686,910 0 1,786
NORTHERN TR CORP COM 665859104 20,336 298,438 SH   DFND 4 238,431 0 60,007
NORTHFIELD BANCORP INC DEL COM 66611T108 118 7,850 SH   DFND 4 0 0 7,850
NORTHROP GRUMMAN CORP COM 666807102 90,988 548,288 SH   DFND 3 546,709 0 1,579
NORTHROP GRUMMAN CORP COM 666807102 46,604 280,821 SH   DFND 4 226,934 0 53,887
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 152 10,611 SH   DFND 4 10,611 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 52 4,244 SH   DFND 3 4,244 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 798 64,589 SH   DFND 4 46,389 0 18,200
NORTHWEST BANCSHARES INC MD COM 667340103 257 19,757 SH   DFND 4 6,227 0 13,530
NORTHWEST BIOTHERAPEUTICS IN COM PAR $0.001 66737P600 59 9,752 SH   DFND 4 0 0 9,752
NORTHWEST NAT GAS CO COM 667655104 31 685 SH   DFND 3 685 0 0
NORTHWEST NAT GAS CO COM 667655104 4,027 87,930 SH   DFND 4 83,977 0 3,953
NORTHWEST PIPE CO COM 667746101 22 1,703 SH   DFND 4 0 0 1,703
NORTHWESTERN CORP COM NEW 668074305 38 710 SH   DFND 3 710 0 0
NORTHWESTERN CORP COM NEW 668074305 7,725 143,644 SH   DFND 4 135,755 0 7,889
NOVAGOLD RES INC COM NEW 66987E206 58 16,023 SH   DFND 4 16,023 0 0
NOVARTIS A G SPONSORED ADR 66987V109 129 1,400 SH   DFND 4 1,400 0 0
NOVAVAX INC COM 670002104 369 49,735 SH   DFND 4 11,806 0 37,929
NOW INC COM 67011P100 71 4,797 SH   DFND 3 1,368 0 3,429
NOW INC COM 67011P100 1,008 68,011 SH   DFND 4 40,217 0 27,794
NQ MOBILE INC ADR REPSTG CL A 64118U108 41 12,350 SH   DFND 4 12,350 0 0
NRG ENERGY INC COM NEW 629377508 13,994 942,361 SH   DFND 3 939,645 0 2,716
NRG ENERGY INC COM NEW 629377508 9,664 651,013 SH   DFND 4 560,358 0 90,655
NRG YIELD INC CL C 62942X405 108 9,525 SH   DFND 4 2,970 0 6,555
NRG YIELD INC CL A NEW 62942X306 52 4,811 SH   DFND 4 1,176 0 3,635
NTELOS HLDGS CORP COM NEW 67020Q305 27 3,020 SH   DFND 4 0 0 3,020
NTERDIGITAL INC P COM 45867G101 58 1,156 SH   DFND 3 0 0 1,156
NTERDIGITAL INC P COM 45867G101 380 7,578 SH   DFND 4 1,749 0 5,829
NU SKIN ENTERPRISES INC CL A 67018T105 26 622 SH   DFND 3 622 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 832 20,147 SH   DFND 4 20,147 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 13,368 816,615 SH   DFND 3 816,615 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 4,002 244,468 SH   DFND 4 215,657 0 28,811
NUCOR CORP COM 670346105 142 3,789 SH   DFND 2 0 0 3,789
NUCOR CORP COM 670346105 35,165 936,497 SH   DFND 3 933,898 0 2,599
NUCOR CORP COM 670346105 20,224 538,511 SH   DFND 4 444,329 0 94,182
NUTRI SYS INC NEW COM 67069D108 113 4,315 SH   DFND 4 0 0 4,315
NUVASIVE INC COM 670704105 442 9,320 SH   DFND 4 2,452 0 6,868
NVE CORP COM NEW 629445206 44 910 SH   DFND 4 0 0 910
NVIDIA CORP COM 67066G104 37,891 1,537,160 SH   DFND 3 1,533,000 0 4,160
NVIDIA CORP COM 67066G104 15,361 623,330 SH   DFND 4 479,432 0 143,898
NVR INC COM 62944T105 17,825 11,687 SH   DFND 3 11,564 0 123
NVR INC COM 62944T105 4,809 3,153 SH   DFND 4 2,933 0 220
NXSTAGE MEDICAL INC COM 67072V103 218 13,614 SH   DFND 4 4,746 0 8,868
O REILLY AUTOMOTIVE INC NEW COM 67103H107 72,736 290,945 SH   DFND 3 290,122 0 823
O REILLY AUTOMOTIVE INC NEW COM 67103H107 32,020 128,152 SH   DFND 4 100,587 0 27,565
OASIS PETE INC NEW COM 674215108 355 41,157 SH   DFND 4 22,751 0 18,406
OCCIDENTAL PETE CORP DEL COM 674599105 121 1,836 SH   DFND 2 0 0 1,836
OCCIDENTAL PETE CORP DEL COM 674599105 148,231 2,240,837 SH   DFND 3 2,234,583 0 6,254
OCCIDENTAL PETE CORP DEL COM 674599105 82,786 1,252,010 SH   DFND 4 1,041,272 0 210,738
OCEANEERING INTL INC COM 675232102 10,740 273,411 SH   DFND 3 270,251 0 3,160
OCEANEERING INTL INC COM 675232102 4,358 110,907 SH   DFND 4 81,615 0 29,292
OCEANFIRST FINL CORP COM 675234108 45 2,575 SH   DFND 4 0 0 2,575
OCWEN FINL CORP COM NEW 675746309 23 3,434 SH   DFND 3 3,434 0 0
OCWEN FINL CORP COM NEW 675746309 297 44,287 SH   DFND 4 30,453 0 13,834
OFFICE DEPOT INC COM 676220106 202 31,453 SH   DFND 3 15,690 0 15,763
OFFICE DEPOT INC COM 676220106 2,722 423,187 SH   DFND 4 391,417 0 31,770
OFG BANCORP COM 67103X102 57 6,780 SH   DFND 4 0 0 6,780
OGE ENERGY CORP COM 670837103 286 10,453 SH   DFND 3 4,064 0 6,389
OGE ENERGY CORP COM 670837103 7,986 292,032 SH   DFND 4 248,271 0 43,761
OHA INVT CORP COM 67091U102 104 24,665 SH   DFND 4 24,665 0 0
OI S.A. SPN ADR NEW 670851302 4 5,216 SH   DFND 4 5,216 0 0
OI S.A. SPN ADR PFD NEW 670851401 46 68,118 SH   DFND 4 68,118 0 0
OIL STS INTL INC COM 678026105 88 3,352 SH   DFND 3 1,702 0 1,650
OIL STS INTL INC COM 678026105 1,240 47,227 SH   DFND 4 38,339 0 8,888
OLD DOMINION FGHT LINES INC COM 679580100 180 2,956 SH   DFND 3 720 0 2,236
OLD DOMINION FGHT LINES INC COM 679580100 1,385 22,689 SH   DFND 4 20,872 0 1,817
OLD NATL BANCORP IND COM 680033107 304 21,966 SH   DFND 4 6,305 0 15,661
OLD REP INTL CORP COM 680223104 11,398 728,770 SH   DFND 3 721,050 0 7,720
OLD REP INTL CORP COM 680223104 4,389 280,788 SH   DFND 4 262,135 0 18,653
OLIN CORP COM PAR $1 680665205 64 3,788 SH   DFND 3 1,310 0 2,478
OLIN CORP COM PAR $1 680665205 1,144 68,257 SH   DFND 4 52,977 0 15,280
OLYMPIC STEEL INC COM 68162K106 17 1,721 SH   DFND 4 0 0 1,721
OM GROUP INC COM 670872100 155 4,675 SH   DFND 4 0 0 4,675
OMEGA HEALTHCARE INVS INC COM 681936100 398 11,312 SH   DFND 3 6,169 0 5,143
OMEGA HEALTHCARE INVS INC COM 681936100 10,650 302,950 SH   DFND 4 300,411 0 2,539
OMEGA PROTEIN CORP COM 68210P107 65 3,791 SH   DFND 4 0 0 3,791
OMEROS CORP COM 682143102 71 6,546 SH   DFND 4 0 0 6,546
OMNICELL INC COM 68213N109 254 8,261 SH   DFND 4 2,896 0 5,365
OMNICOM GROUP INC COM 681919106 48,236 731,956 SH   DFND 3 729,967 0 1,989
OMNICOM GROUP INC COM 681919106 21,530 326,732 SH   DFND 4 261,722 0 65,010
OMNIVISION TECHNOLOGIES INC COM 682128103 318 12,145 SH   DFND 4 4,130 0 8,015
OMNOVA SOLUTIONS INC COM 682129101 42 7,744 SH   DFND 4 0 0 7,744
ON ASSIGNMENT INC COM 682159108 369 10,145 SH   DFND 4 2,386 0 7,759
ON SEMICONDUCTOR CORP COM 682189105 59 6,255 SH   DFND 3 6,255 0 0
ON SEMICONDUCTOR CORP COM 682189105 1,795 191,180 SH   DFND 4 177,866 0 13,314
ONCOMED PHARMACEUTICALS INC COM 68234X102 36 2,417 SH   DFND 4 0 0 2,417
ONCOTHYREON INC COM 682324108 52 19,196 SH   DFND 4 0 0 19,196
ONE GAS INC COM 68235P108 115 2,534 SH   DFND 3 854 0 1,680
ONE GAS INC COM 68235P108 6,688 147,655 SH   DFND 4 139,754 0 7,901
ONE LIBERTY PPTYS INC COM 682406103 49 2,291 SH   DFND 4 0 0 2,291
ONEBEACON INSURANCE GROUP LT CL A G67742109 59 4,225 SH   DFND 4 0 0 4,225
ONEOK INC NEW COM 682680103 19,843 616,227 SH   DFND 3 614,527 0 1,700
ONEOK INC NEW COM 682680103 11,580 359,759 SH   DFND 4 284,386 0 75,373
OPEN TEXT CORP COM 683715106 53 1,200 SH   DFND 3 1,200 0 0
OPEN TEXT CORP COM 683715106 2,441 54,786 SH   DFND 4 36,920 0 17,866
OPHTHOTECH CORP COM 683745103 211 5,493 SH   DFND 4 1,795 0 3,698
OPKO HEALTH INC COM 68375N103 232 27,425 SH   DFND 4 17,703 0 9,722
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 38 1,937 SH   DFND 4 0 0 1,937
ORACLE CORP COM 68389X105 831 22,997 SH   DFND 2 0 0 22,997
ORACLE CORP COM 68389X105 347,370 9,617,111 SH   DFND 3 9,590,575 0 26,536
ORACLE CORP COM 68389X105 142,427 3,943,287 SH   DFND 4 3,072,345 0 870,942
ORASURE TECHNOLOGIES INC COM 68554V108 43 9,242 SH   DFND 4 0 0 9,242
ORBCOMM INC COM 68555P100 38 6,893 SH   DFND 4 0 0 6,893
ORBITAL ATK INC COM 68557N103 196 2,732 SH   DFND 3 830 0 1,902
ORBITAL ATK INC COM 68557N103 2,054 28,540 SH   DFND 4 26,127 0 2,413
ORCHIDS PAPER PRODS CO DEL COM 68572N104 41 1,546 SH   DFND 4 0 0 1,546
OREXIGEN THERAPEUTICS INC COM 686164104 38 17,851 SH   DFND 4 0 0 17,851
ORGANOVO HLDGS INC COM 68620A104 35 12,417 SH   DFND 4 0 0 12,417
ORION MARINE GROUP INC COM 68628V308 30 5,059 SH   DFND 4 0 0 5,059
ORITANI FINL CORP DEL COM 68633D103 148 9,521 SH   DFND 4 2,755 0 6,766
ORMAT TECHNOLOGIES INC COM 686688102 154 4,546 SH   DFND 4 0 0 4,546
OSHKOSH CORP COM 688239201 174 4,801 SH   DFND 3 2,300 0 2,501
OSHKOSH CORP COM 688239201 1,893 52,177 SH   DFND 4 48,053 0 4,124
OSI SYSTEMS INC COM 671044105 305 3,977 SH   DFND 4 1,149 0 2,828
OSIRIS THERAPEUTICS INC NEW COM 68827R108 66 3,629 SH   DFND 4 0 0 3,629
OTONOMY INC COM 68906L105 36 2,060 SH   DFND 4 0 0 2,060
OTTER TAIL CORP COM 689648103 183 7,081 SH   DFND 4 1,776 0 5,305
OUTERWALL INC COM 690070107 29 506 SH   DFND 3 506 0 0
OUTERWALL INC COM 690070107 468 8,222 SH   DFND 4 5,262 0 2,960
OUTFRONT MEDIA INC COM 69007J106 25 1,189 SH   DFND 3 1,189 0 0
OUTFRONT MEDIA INC COM 69007J106 384 18,483 SH   DFND 4 18,483 0 0
OVASCIENCE INC COM 69014Q101 20 2,560 SH   DFND 4 0 0 2,560
OVERSTOCK COM INC DEL COM 690370101 26 1,489 SH   DFND 4 0 0 1,489
OWENS & MINOR INC NEW COM 690732102 2,056 64,082 SH   DFND 4 49,999 0 14,083
OWENS & MINOR INC NEW COM 690732102 147 4,596 SH   DFND 3 2,579 0 2,017
OWENS CORNING NEW COM 690742101 101 2,400 SH   DFND 3 2,400 0 0
OWENS CORNING NEW COM 690742101 3,374 80,648 SH   DFND 4 74,609 0 6,039
OWENS ILL INC COM NEW 690768403 9,947 480,049 SH   DFND 3 478,728 0 1,321
OWENS ILL INC COM NEW 690768403 4,748 229,156 SH   DFND 4 202,712 0 26,444
OXFORD INDS INC COM 691497309 237 3,206 SH   DFND 4 1,051 0 2,155
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 208 5,838 SH   DFND 4 5,838 0 0
PACCAR INC COM 693718108 54,076 1,036,535 SH   DFND 3 1,033,646 0 2,889
PACCAR INC COM 693718108 22,253 426,528 SH   DFND 4 333,565 0 92,963
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 41 11,113 SH   DFND 4 0 0 11,113
PACIFIC CONTINENTAL CORP COM 69412V108 42 3,190 SH   DFND 4 0 0 3,190
PACIFIC DATAVISION INC COM 694171307 29 1,002 SH   DFND 4 0 0 1,002
PACIFIC PREMIER BANCORP COM 69478X105 66 3,267 SH   DFND 4 0 0 3,267
PACIRA PHARMACEUTICALS INC COM 695127100 289 6,975 SH   DFND 4 1,799 0 5,176
PACKAGING CORP AMER COM 695156109 268 4,460 SH   DFND 3 1,290 0 3,170
PACKAGING CORP AMER COM 695156109 4,318 71,773 SH   DFND 4 59,285 0 12,488
PACWEST BANCORP DEL COM 695263103 140 3,263 SH   DFND 3 0 0 3,263
PACWEST BANCORP DEL COM 695263103 200 4,667 SH   DFND 4 4,667 0 0
PALO ALTO NETWORKS INC COM 697435105 19,262 111,987 SH   DFND 3 111,987 0 0
PALO ALTO NETWORKS INC COM 697435105 9,123 53,040 SH   DFND 4 44,156 0 8,884
PAN AMERICAN SILVER CORP COM 697900108 20 3,200 SH   DFND 3 3,200 0 0
PAN AMERICAN SILVER CORP COM 697900108 642 101,619 SH   DFND 4 94,763 0 6,856
PANDORA MEDIA INC COM 698354107 169 7,925 SH   DFND 4 7,925 0 0
PANERA BREAD CO CL A 69840W108 192 993 SH   DFND 3 223 0 770
PANERA BREAD CO CL A 69840W108 886 4,581 SH   DFND 4 3,181 0 1,400
PANHANDLE OIL AND GAS INC CL A 698477106 43 2,554 SH   DFND 4 0 0 2,554
PAPA JOHNS INTL INC COM 698813102 410 5,925 SH   DFND 4 1,439 0 4,486
PARAMOUNT GROUP INC COM 69924R108 80 4,735 SH   DFND 3 4,735 0 0
PARAMOUNT GROUP INC COM 69924R108 4,231 251,816 SH   DFND 4 251,816 0 0
PAREXEL INTL CORP COM 699462107 110 1,770 SH   DFND 3 0 0 1,770
PAREXEL INTL CORP COM 699462107 665 10,732 SH   DFND 4 2,617 0 8,115
PARK ELECTROCHEMICAL CORP COM 700416209 55 3,202 SH   DFND 4 0 0 3,202
PARK NATL CORP COM 700658107 247 2,753 SH   DFND 4 909 0 1,844
PARK OHIO HLDGS CORP COM 700666100 44 1,513 SH   DFND 4 0 0 1,513
PARK STERLING CORP COM 70086Y105 50 7,306 SH   DFND 4 0 0 7,306
PARKER DRILLING CO COM 701081101 48 17,841 SH   DFND 4 0 0 17,841
PARKER HANNIFIN CORP COM 701094104 39,654 407,548 SH   DFND 3 406,420 0 1,128
PARKER HANNIFIN CORP COM 701094104 17,211 176,890 SH   DFND 4 138,730 0 38,160
PARKWAY PPTYS INC COM 70159Q104 41 2,627 SH   DFND 3 2,627 0 0
PARKWAY PPTYS INC COM 70159Q104 2,236 143,655 SH   DFND 4 132,158 0 11,497
PARSLEY ENERGY INC CL A 701877102 300 20,184 SH   DFND 4 7,024 0 13,160
PARTNERRE LTD COM G6852T105 17,001 122,415 SH   DFND 3 122,415 0 0
PARTNERRE LTD COM G6852T105 14,600 105,148 SH   DFND 4 90,246 0 14,902
PATRICK INDS INC COM 703343103 75 1,909 SH   DFND 4 0 0 1,909
PATTERN ENERGY GROUP INC CL A 70338P100 185 9,821 SH   DFND 4 3,520 0 6,301
PATTERSON COMPANIES INC COM 703395103 9,179 212,223 SH   DFND 3 211,525 0 698
PATTERSON COMPANIES INC COM 703395103 9,605 222,116 SH   DFND 4 182,283 0 39,833
PATTERSON UTI ENERGY INC COM 703481101 103 7,842 SH   DFND 3 3,110 0 4,732
PATTERSON UTI ENERGY INC COM 703481101 1,512 114,460 SH   DFND 4 84,592 0 29,868
PAYCHEX INC COM 704326107 110 2,300 SH   DFND 2 0 0 2,300
PAYCHEX INC COM 704326107 44,688 938,241 SH   DFND 3 935,578 0 2,663
PAYCHEX INC COM 704326107 37,662 792,799 SH   DFND 4 633,919 0 158,880
PAYCOM SOFTWARE INC COM 70432V102 218 6,160 SH   DFND 4 1,234 0 4,926
PAYLOCITY HLDG CORP COM 70438V106 38 1,311 SH   DFND 4 0 0 1,311
PAYPAL HLDGS INC COM 70450Y103 232 7,459 SH   DFND 2 0 0 7,459
PAYPAL HLDGS INC COM 70450Y103 100,266 3,230,206 SH   DFND 3 3,221,203 0 9,003
PAYPAL HLDGS INC COM 70450Y103 42,393 1,365,548 SH   DFND 4 1,059,200 0 306,348
PBF ENERGY INC CL A 69318G106 66 2,346 SH   DFND 3 2,346 0 0
PBF ENERGY INC CL A 69318G106 1,832 64,921 SH   DFND 4 46,809 0 18,112
PDC ENERGY INC COM 69327R101 403 7,603 SH   DFND 4 1,749 0 5,854
PDF SOLUTIONS INC COM 693282105 55 5,525 SH   DFND 4 0 0 5,525
PDL BIOPHARMA INC COM 69329Y104 11 2,140 SH   DFND 3 2,140 0 0
PDL BIOPHARMA INC COM 69329Y104 538 107,026 SH   DFND 4 82,922 0 24,104
PDR SERIES TRUST P S&P REGL BKG 78464A698 1,030 25,000 SH   DFND 4 0 0 25,000
PEABODY ENERGY CORP COM 704549104 40 29,278 SH   DFND 3 29,278 0 0
PEABODY ENERGY CORP COM 704549104 1,248 911,412 SH   DFND 4 832,039 0 79,373
PEAPACK-GLADSTONE FINL CORP COM 704699107 57 2,762 SH   DFND 4 0 0 2,762
PEBBLEBROOK HOTEL TR COM 70509V100 84 2,362 SH   DFND 3 2,362 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 4,578 129,195 SH   DFND 4 118,577 0 10,618
PEGASYSTEMS INC COM 705573103 154 6,308 SH   DFND 4 1,130 0 5,178
PEMBINA PIPELINE CORP COM 706327103 23,185 968,060 SH   DFND 3 968,060 0 0
PEMBINA PIPELINE CORP COM 706327103 9,655 403,168 SH   DFND 4 320,411 0 82,757
PENDRELL CORP COM 70686R104 18 22,841 SH   DFND 4 0 0 22,841
PENGROWTH ENERGY CORP COM 70706P104 30 35,865 SH   DFND 3 35,865 0 0
PENGROWTH ENERGY CORP COM 70706P104 1,059 1,243,941 SH   DFND 4 1,161,244 0 82,697
PENN NATL GAMING INC COM 707569109 282 16,876 SH   DFND 4 4,349 0 12,527
PENN VA CORP COM 707882106 5 9,374 SH   DFND 4 0 0 9,374
PENN WEST PETE LTD NEW COM 707887105 47 104,405 SH   DFND 3 104,405 0 0
PENN WEST PETE LTD NEW COM 707887105 1,344 2,997,769 SH   DFND 4 2,794,030 0 203,739
PENNANTPARK INVT CORP COM 708062104 627 96,623 SH   DFND 4 96,623 0 0
PENNEY J C INC COM 708160106 308 33,195 SH   DFND 3 23,426 0 9,769
PENNEY J C INC COM 708160106 5,862 631,114 SH   DFND 4 581,156 0 49,958
PENNS WOODS BANCORP INC COM 708430103 34 834 SH   DFND 4 0 0 834
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 44 2,198 SH   DFND 3 2,198 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,370 119,544 SH   DFND 4 109,713 0 9,831
PENNYMAC FINL SVCS INC CL A 70932B101 29 1,792 SH   DFND 4 0 0 1,792
PENNYMAC MTG INVT TR COM 70931T103 28 1,783 SH   DFND 3 1,783 0 0
PENNYMAC MTG INVT TR COM 70931T103 892 57,829 SH   DFND 4 31,856 0 25,973
PENSKE AUTOMOTIVE GRP INC COM 70959W103 60 1,240 SH   DFND 3 1,240 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,758 36,319 SH   DFND 4 33,368 0 2,951
PEOPLES BANCORP INC COM 709789101 59 2,782 SH   DFND 4 0 0 2,782
PEOPLES FINL SVCS CORP COM 711040105 40 1,130 SH   DFND 4 0 0 1,130
PEOPLES UNITED FINANCIAL INC COM 712704105 11,540 733,650 SH   DFND 3 731,133 0 2,517
PEOPLES UNITED FINANCIAL INC COM 712704105 12,170 773,841 SH   DFND 4 685,728 0 88,113
PEP BOYS MANNY MOE & JACK COM 713278109 116 9,645 SH   DFND 4 0 0 9,645
PEPCO HOLDINGS INC COM 713291102 15,462 638,399 SH   DFND 3 636,340 0 2,059
PEPCO HOLDINGS INC COM 713291102 20,430 843,061 SH   DFND 4 708,322 0 134,739
PEPSICO INC COM 713448108 409,480 4,342,317 SH   DFND 3 4,330,297 0 12,020
PEPSICO INC COM 713448108 197,677 2,096,590 SH   DFND 4 1,664,897 0 431,693
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 35 34,581 SH   DFND 4 0 0 34,581
PERFICIENT INC COM 71375U101 110 7,172 SH   DFND 4 2,111 0 5,061
PERFORMANCE SPORTS GROUP LTD COM 71377G100 81 5,838 SH   DFND 4 0 0 5,838
PERICOM SEMICONDUCTOR CORP COM 713831105 17 937 SH   DFND 4 0 0 937
PERKINELMER INC COM 714046109 109 2,366 SH   DFND 3 1,438 0 928
PERKINELMER INC COM 714046109 2,060 44,842 SH   DFND 4 32,566 0 12,276
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 17 5,727 SH   DFND 4 0 0 5,727
PETMED EXPRESS INC COM 716382106 61 3,837 SH   DFND 4 0 0 3,837
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 793 215,866 SH   DFND 4 215,866 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 632 145,475 SH   DFND 4 145,475 0 0
PFIZER INC COM 717081103 2,396 76,288 SH   DFND 2 0 0 76,288
PFIZER INC COM 717081103 563,440 17,938,235 SH   DFND 3 17,887,666 0 50,569
PFIZER INC COM 717081103 339,956 10,824,234 SH   DFND 4 9,010,778 0 1,813,456
PG&E CORP COM 69331C108 74,099 1,403,393 SH   DFND 3 1,399,483 0 3,910
PG&E CORP COM 69331C108 102,142 1,935,099 SH   DFND 4 1,769,638 0 165,461
PGT INC COM 69336V101 89 7,527 SH   DFND 4 0 0 7,527
PHH CORP COM NEW 693320202 64 4,510 SH   DFND 3 4,510 0 0
PHH CORP COM NEW 693320202 1,848 130,814 SH   DFND 4 111,409 0 19,405
PHI INC COM NON VTG 69336T205 47 2,312 SH   DFND 4 0 0 2,312
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 79 2,511 SH   DFND 4 0 0 2,511
PHILIP MORRIS INTL INC COM 718172109 363,454 4,581,544 SH   DFND 3 4,568,929 0 12,615
PHILIP MORRIS INTL INC COM 718172109 172,996 2,180,733 SH   DFND 4 1,780,313 0 400,420
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 3,351 72,587 SH   DFND 4 72,587 0 0
PHILLIPS 66 COM 718546104 122,725 1,597,154 SH   DFND 3 1,593,122 0 4,032
PHILLIPS 66 COM 718546104 75,126 977,877 SH   DFND 4 814,024 0 163,853
PHOTRONICS INC COM 719405102 83 9,150 SH   DFND 4 0 0 9,150
PHYSICIANS RLTY TR COM 71943U104 35 2,348 SH   DFND 3 2,348 0 0
PHYSICIANS RLTY TR COM 71943U104 1,766 117,107 SH   DFND 4 106,870 0 10,237
PICO HLDGS INC COM NEW 693366205 42 4,272 SH   DFND 4 0 0 4,272
PIEDMONT NAT GAS INC COM 720186105 43 1,070 SH   DFND 3 1,070 0 0
PIEDMONT NAT GAS INC COM 720186105 10,111 252,535 SH   DFND 4 238,035 0 14,500
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 189 10,569 SH   DFND 3 10,569 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 6,506 363,620 SH   DFND 4 352,718 0 10,902
PIER 1 IMPORTS INC COM 720279108 134 19,321 SH   DFND 4 6,046 0 13,275
PILGRIMS PRIDE CORP NEW COM 72147K108 81 3,879 SH   DFND 4 3,879 0 0
PINNACLE ENTMT INC COM 723456109 382 11,517 SH   DFND 4 2,789 0 8,728
PINNACLE FINL PARTNERS INC COM 72346Q104 352 7,226 SH   DFND 4 2,014 0 5,212
PINNACLE FOODS INC DEL COM 72348P104 30 726 SH   DFND 3 726 0 0
PINNACLE FOODS INC DEL COM 72348P104 483 11,538 SH   DFND 4 11,538 0 0
PINNACLE WEST CAP CORP COM 723484101 18,886 294,457 SH   DFND 3 293,554 0 903
PINNACLE WEST CAP CORP COM 723484101 32,567 507,804 SH   DFND 4 478,709 0 29,095
PIONEER ENERGY SVCS CORP COM 723664108 19 8,829 SH   DFND 4 0 0 8,829
PIONEER NAT RES CO COM 723787107 46 376 SH   DFND 2 0 0 376
PIONEER NAT RES CO COM 723787107 49,444 406,479 SH   DFND 3 405,264 0 1,215
PIONEER NAT RES CO COM 723787107 18,441 151,617 SH   DFND 4 114,049 0 37,568
PIPER JAFFRAY COS COM 724078100 119 3,253 SH   DFND 4 872 0 2,381
PITNEY BOWES INC COM 724479100 173 8,719 SH   DFND 3 7,066 0 1,653
PITNEY BOWES INC COM 724479100 4,199 211,742 SH   DFND 4 184,187 0 27,555
PLANTRONICS INC NEW COM 727493108 58 1,131 SH   DFND 3 0 0 1,131
PLANTRONICS INC NEW COM 727493108 398 7,847 SH   DFND 4 1,814 0 6,033
PLATFORM SPECIALTY PRODS COR COM 72766Q105 79 6,280 SH   DFND 4 6,280 0 0
PLEXUS CORP COM 729132100 29 761 SH   DFND 3 761 0 0
PLEXUS CORP COM 729132100 787 20,510 SH   DFND 4 15,664 0 4,846
PLUG POWER INC COM NEW 72919P202 83 48,222 SH   DFND 4 22,666 0 25,556
PLUM CREEK TIMBER CO INC COM 729251108 20,576 520,790 SH   DFND 3 519,360 0 1,430
PLUM CREEK TIMBER CO INC COM 729251108 9,220 233,336 SH   DFND 4 190,782 0 42,554
PLY GEM HLDGS INC COM 72941W100 40 3,469 SH   DFND 4 0 0 3,469
PMC-SIERRA INC COM 69344F106 219 32,772 SH   DFND 4 7,452 0 25,320
PNC FINL SVCS GROUP INC COM 693475105 137,554 1,542,082 SH   DFND 3 1,537,865 0 4,217
PNC FINL SVCS GROUP INC COM 693475105 68,039 762,863 SH   DFND 4 616,046 0 146,817
PNM RES INC COM 69349H107 122 4,355 SH   DFND 3 1,810 0 2,545
PNM RES INC COM 69349H107 7,603 271,206 SH   DFND 4 255,586 0 15,620
POLARIS INDS INC COM 731068102 21,434 178,809 SH   DFND 3 176,853 0 1,956
POLARIS INDS INC COM 731068102 6,846 57,114 SH   DFND 4 48,642 0 8,472
POLYCOM INC COM 73172K104 68 6,509 SH   DFND 3 2,199 0 4,310
POLYCOM INC COM 73172K104 721 69,056 SH   DFND 4 49,543 0 19,513
POLYONE CORP COM 73179P106 110 3,754 SH   DFND 3 901 0 2,853
POLYONE CORP COM 73179P106 1,138 38,662 SH   DFND 4 25,228 0 13,434
POOL CORPORATION COM 73278L105 593 8,198 SH   DFND 4 1,890 0 6,308
POPEYES LA KITCHEN INC COM 732872106 256 4,549 SH   DFND 4 1,086 0 3,463
PORTLAND GEN ELEC CO COM NEW 736508847 76 2,065 SH   DFND 3 2,065 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 10,997 297,705 SH   DFND 4 282,327 0 15,378
PORTOLA PHARMACEUTICALS INC COM 737010108 395 9,227 SH   DFND 4 2,354 0 6,873
POST HLDGS INC COM 737446104 115 1,939 SH   DFND 3 0 0 1,939
POST HLDGS INC COM 737446104 617 10,408 SH   DFND 4 2,886 0 7,522
POST PPTYS INC COM 737464107 104 1,781 SH   DFND 3 1,781 0 0
POST PPTYS INC COM 737464107 5,308 91,070 SH   DFND 4 91,070 0 0
POTASH CORP SASK INC COM 73755L107 52,265 2,554,630 SH   DFND 3 2,554,630 0 0
POTASH CORP SASK INC COM 73755L107 19,096 933,218 SH   DFND 4 783,383 0 149,835
POTLATCH CORP NEW COM 737630103 37 1,291 SH   DFND 3 0 0 1,291
POTLATCH CORP NEW COM 737630103 254 8,853 SH   DFND 4 3,016 0 5,837
POWELL INDS INC COM 739128106 42 1,384 SH   DFND 4 0 0 1,384
POWER INTEGRATIONS INC COM 739276103 250 5,979 SH   DFND 4 1,645 0 4,334
POWER SOLUTIONS INTL INC COM NEW 73933G202 20 854 SH   DFND 4 0 0 854
POZEN INC COM 73941U102 34 5,723 SH   DFND 4 0 0 5,723
PPG INDS INC COM 693506107 69,658 794,364 SH   DFND 3 792,150 0 2,214
PPG INDS INC COM 693506107 28,041 319,812 SH   DFND 4 247,323 0 72,489
PPL CORP COM 69351T106 64,201 1,951,977 SH   DFND 3 1,946,536 0 5,441
PPL CORP COM 69351T106 90,560 2,753,791 SH   DFND 4 2,576,993 0 176,798
PRA GROUP INC COM 69354N106 476 8,983 SH   DFND 4 2,250 0 6,733
PRA HEALTH SCIENCES INC COM 69354M108 109 2,853 SH   DFND 4 0 0 2,853
PRAXAIR INC COM 74005P104 86,787 852,018 SH   DFND 3 849,670 0 2,348
PRAXAIR INC COM 74005P104 42,255 414,938 SH   DFND 4 325,557 0 89,381
PRECISION CASTPARTS CORP COM 740189105 92,275 401,703 SH   DFND 3 400,577 0 1,126
PRECISION CASTPARTS CORP COM 740189105 34,848 151,706 SH   DFND 4 118,541 0 33,165
PRECISION DRILLING CORP COM 2010 74022D308 27 7,300 SH   DFND 3 7,300 0 0
PRECISION DRILLING CORP COM 2010 74022D308 852 231,232 SH   DFND 4 216,079 0 15,153
PREFERRED BK LOS ANGELES CA COM NEW 740367404 62 1,948 SH   DFND 4 0 0 1,948
PREMIER INC CL A 74051N102 98 2,857 SH   DFND 4 2,857 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 96 7,037 SH   DFND 4 0 0 7,037
PRESTIGE BRANDS HLDGS INC COM 74112D101 439 9,848 SH   DFND 4 2,288 0 7,560
PRETIUM RES INC COM 74139C102 17 2,800 SH   DFND 4 2,800 0 0
PRICE T ROWE GROUP INC COM 74144T108 49,052 705,784 SH   DFND 3 703,645 0 2,139
PRICE T ROWE GROUP INC COM 74144T108 20,715 298,094 SH   DFND 4 234,453 0 63,641
PRICELINE GRP INC COM NEW 741503403 183,880 148,667 SH   DFND 3 148,245 0 422
PRICELINE GRP INC COM NEW 741503403 62,405 50,459 SH   DFND 4 37,860 0 12,599
PRICESMART INC COM 741511109 295 3,803 SH   DFND 4 938 0 2,865
PRIMERICA INC COM 74164M108 112 2,488 SH   DFND 3 840 0 1,648
PRIMERICA INC COM 74164M108 1,455 32,525 SH   DFND 4 22,510 0 10,015
PRIMERO MNG CORP COM 74164W106 15 6,349 SH   DFND 4 6,349 0 0
PRIMORIS SVCS CORP COM 74164F103 122 6,917 SH   DFND 4 1,306 0 5,611
PRINCIPAL FINL GROUP INC COM 74251V102 40,926 864,506 SH   DFND 3 862,275 0 2,231
PRINCIPAL FINL GROUP INC COM 74251V102 17,655 372,967 SH   DFND 4 294,805 0 78,162
PRIVATEBANCORP INC COM 742962103 534 14,037 SH   DFND 4 3,714 0 10,323
PROASSURANCE CORP COM 74267C106 33 680 SH   DFND 3 680 0 0
PROASSURANCE CORP COM 74267C106 1,228 25,011 SH   DFND 4 22,835 0 2,176
PROCTER & GAMBLE CO COM 742718109 581,123 8,077,882 SH   DFND 3 8,055,643 0 22,239
PROCTER & GAMBLE CO COM 742718109 319,238 4,436,116 SH   DFND 4 3,661,378 0 774,738
PROGENICS PHARMACEUTICALS IN COM 743187106 71 12,790 SH   DFND 4 0 0 12,790
PROGRESS SOFTWARE CORP COM 743312100 294 11,464 SH   DFND 4 4,108 0 7,356
PROGRESSIVE CORP OHIO COM 743315103 50,105 1,635,283 SH   DFND 3 1,630,502 0 4,781
PROGRESSIVE CORP OHIO COM 743315103 27,726 904,974 SH   DFND 4 747,815 0 157,159
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 76 2,900 SH   DFND 3 2,900 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 1,498 56,962 SH   DFND 4 51,905 0 5,057
PROLOGIS INC COM 74340W103 61,009 1,568,366 SH   DFND 3 1,564,099 0 4,267
PROLOGIS INC COM 74340W103 57,608 1,480,887 SH   DFND 4 1,343,006 0 137,881
PROOFPOINT INC COM 743424103 458 7,778 SH   DFND 4 1,881 0 5,897
PROS HOLDINGS INC COM 74346Y103 75 3,427 SH   DFND 4 0 0 3,427
PROSHARES TR II SHT VIX ST TRM 74347W627 2,604 54,630 SH   DFND 4 0 0 54,630
PROSPECT CAPITAL CORPORATION COM 74348T102 3,367 470,519 SH   DFND 4 470,519 0 0
PROSPERITY BANCSHARES INC COM 743606105 119 2,425 SH   DFND 3 300 0 2,125
PROSPERITY BANCSHARES INC COM 743606105 1,443 29,376 SH   DFND 4 19,252 0 10,124
PROTO LABS INC COM 743713109 297 4,425 SH   DFND 4 1,190 0 3,235
PROVIDENCE SVC CORP COM 743815102 89 2,029 SH   DFND 4 0 0 2,029
PROVIDENT FINL SVCS INC COM 74386T105 251 12,884 SH   DFND 4 4,211 0 8,673
PRUDENTIAL FINL INC COM 744320102 101,739 1,334,982 SH   DFND 3 1,331,293 0 3,689
PRUDENTIAL FINL INC COM 744320102 55,221 724,666 SH   DFND 4 595,858 0 128,808
PS BUSINESS PKS INC CALIF COM 69360J107 53 667 SH   DFND 3 667 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,863 36,079 SH   DFND 4 33,268 0 2,811
PTC INC COM 69370C100 117 3,678 SH   DFND 3 0 0 3,678
PTC INC COM 69370C100 174 5,485 SH   DFND 4 5,485 0 0
PTC THERAPEUTICS INC COM 69366J200 174 6,722 SH   DFND 4 1,386 0 5,336
PUBLIC STORAGE COM 74460D109 91,703 433,319 SH   DFND 3 432,137 0 1,182
PUBLIC STORAGE COM 74460D109 100,918 476,928 SH   DFND 4 421,055 0 55,873
PUBLIC SVC ENTERPRISE GROUP COM 744573106 63,143 1,497,691 SH   DFND 3 1,493,572 0 4,119
PUBLIC SVC ENTERPRISE GROUP COM 744573106 43,983 1,043,781 SH   DFND 4 904,723 0 139,058
PULTE GROUP INC COM 745867101 16,435 870,969 SH   DFND 3 868,297 0 2,672
PULTE GROUP INC COM 745867101 6,333 335,611 SH   DFND 4 257,653 0 77,958
PUMA BIOTECHNOLOGY INC COM 74587V107 990 13,142 SH   DFND 4 10,532 0 2,610
PVH CORP COM 693656100 23,500 230,531 SH   DFND 3 229,857 0 674
PVH CORP COM 693656100 9,308 91,347 SH   DFND 4 70,563 0 20,784
Q2 HLDGS INC COM 74736L109 92 3,801 SH   DFND 4 0 0 3,801
QEP RES INC COM 74733V100 6,843 546,112 SH   DFND 3 540,912 0 5,200
QEP RES INC COM 74733V100 2,359 188,498 SH   DFND 4 171,050 0 17,448
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,105 23,100 SH   DFND 4 23,100 0 0
QLIK TECHNOLOGIES INC COM 74733T105 584 16,245 SH   DFND 4 3,729 0 12,516
QLOGIC CORP COM 747277101 188 18,323 SH   DFND 4 5,574 0 12,749
QORVO INC COM 74736K101 18,029 400,208 SH   DFND 3 398,991 0 1,217
QORVO INC COM 74736K101 4,544 100,856 SH   DFND 4 71,669 0 29,187
QTS RLTY TR INC COM CL A 74736A103 50 1,139 SH   DFND 3 1,139 0 0
QTS RLTY TR INC COM CL A 74736A103 2,660 60,914 SH   DFND 4 58,522 0 2,392
QUAD / GRAPHICS INC COM CL A 747301109 50 4,160 SH   DFND 4 0 0 4,160
QUAKER CHEM CORP COM 747316107 145 1,878 SH   DFND 4 0 0 1,878
QUALCOMM INC COM 747525103 569 10,583 SH   DFND 2 0 0 10,583
QUALCOMM INC COM 747525103 251,071 4,672,826 SH   DFND 3 4,659,887 0 12,939
QUALCOMM INC COM 747525103 109,606 2,040,339 SH   DFND 4 1,603,158 0 437,181
QUALITY SYS INC COM 747582104 89 7,219 SH   DFND 4 0 0 7,219
QUALYS INC COM 74758T303 76 2,685 SH   DFND 4 0 0 2,685
QUANEX BUILDING PRODUCTS COR COM 747619104 99 5,492 SH   DFND 4 0 0 5,492
QUANTA SVCS INC COM 74762E102 113 4,670 SH   DFND 3 2,945 0 1,725
QUANTA SVCS INC COM 74762E102 4,384 181,039 SH   DFND 4 127,357 0 53,682
QUANTUM CORP COM DSSG 747906204 29 41,026 SH   DFND 4 0 0 41,026
QUEST DIAGNOSTICS INC COM 74834L100 25,393 413,098 SH   DFND 3 411,929 0 1,169
QUEST DIAGNOSTICS INC COM 74834L100 17,810 289,852 SH   DFND 4 230,285 0 59,567
QUESTAR CORP COM 748356102 9,948 512,543 SH   DFND 3 506,918 0 5,625
QUESTAR CORP COM 748356102 11,834 609,766 SH   DFND 4 597,876 0 11,890
QUIDEL CORP COM 74838J101 77 4,078 SH   DFND 4 0 0 4,078
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 17,421 250,407 SH   DFND 3 250,407 0 0
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 6,302 90,590 SH   DFND 4 82,113 0 8,477
QUNAR CAYMAN IS LTD SPNS ADR CL B 74906P104 241 8,000 SH   DFND 4 8,000 0 0
RACKSPACE HOSTING INC COM 750086100 7,985 323,528 SH   DFND 3 319,736 0 3,792
RACKSPACE HOSTING INC COM 750086100 2,787 112,931 SH   DFND 4 93,265 0 19,666
RADIAN GROUP INC COM 750236101 594 37,385 SH   DFND 4 9,388 0 27,997
RADIUS HEALTH INC COM NEW 750469207 416 6,065 SH   DFND 4 1,674 0 4,391
RADNET INC COM 750491102 21 3,817 SH   DFND 4 0 0 3,817
RAIT FINANCIAL TRUST COM NEW 749227609 56 11,301 SH   DFND 4 0 0 11,301
RALPH LAUREN CORP CL A 751212101 20,005 169,305 SH   DFND 3 168,813 0 492
RALPH LAUREN CORP CL A 751212101 8,413 71,222 SH   DFND 4 56,095 0 15,127
RAMBUS INC DEL COM 750917106 259 22,452 SH   DFND 4 5,743 0 16,709
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 39 2,617 SH   DFND 3 2,617 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,219 147,834 SH   DFND 4 136,692 0 11,142
RANGE RES CORP COM 75281A109 17 534 SH   DFND 2 0 0 534
RANGE RES CORP COM 75281A109 15,528 483,448 SH   DFND 3 482,092 0 1,356
RANGE RES CORP COM 75281A109 5,615 174,809 SH   DFND 4 133,977 0 40,832
RAPTOR PHARMACEUTICAL CORP COM 75382F106 60 10,185 SH   DFND 4 0 0 10,185
RAVEN INDS INC COM 754212108 135 7,978 SH   DFND 4 2,571 0 5,407
RAYMOND JAMES FINANCIAL INC COM 754730109 264 5,316 SH   DFND 3 1,220 0 4,096
RAYMOND JAMES FINANCIAL INC COM 754730109 3,633 73,202 SH   DFND 4 55,813 0 17,389
RAYONIER ADVANCED MATLS INC COM 75508B104 37 6,001 SH   DFND 4 2,563 0 3,438
RAYONIER INC COM 754907103 7,792 353,079 SH   DFND 3 349,019 0 4,060
RAYONIER INC COM 754907103 2,446 110,834 SH   DFND 4 101,180 0 9,654
RAYTHEON CO COM NEW 755111507 97,553 892,853 SH   DFND 3 890,368 0 2,485
RAYTHEON CO COM NEW 755111507 43,170 395,197 SH   DFND 4 314,997 0 80,200
RBC BEARINGS INC COM 75524B104 267 4,461 SH   DFND 4 1,149 0 3,312
RE MAX HLDGS INC CL A 75524W108 70 2,002 SH   DFND 4 0 0 2,002
REALD INC COM 75604L105 69 7,410 SH   DFND 4 0 0 7,410
REALOGY HLDGS CORP COM 75605Y106 48 1,275 SH   DFND 3 1,275 0 0
REALOGY HLDGS CORP COM 75605Y106 3,072 81,632 SH   DFND 4 64,925 0 16,707
REALPAGE INC COM 75606N109 183 10,889 SH   DFND 4 3,173 0 7,716
REALTY INCOME CORP COM 756109104 32,729 690,626 SH   DFND 3 688,732 0 1,894
REALTY INCOME CORP COM 756109104 30,847 650,906 SH   DFND 4 592,168 0 58,738
RED HAT INC COM 756577102 38,619 537,277 SH   DFND 3 535,784 0 1,493
RED HAT INC COM 756577102 14,490 201,587 SH   DFND 4 156,951 0 44,636
RED ROBIN GOURMET BURGERS IN COM 75689M101 159 2,129 SH   DFND 4 0 0 2,129
REGAL BELOIT CORP COM 758750103 104 1,844 SH   DFND 3 410 0 1,434
REGAL BELOIT CORP COM 758750103 1,182 20,934 SH   DFND 4 19,470 0 1,464
REGAL ENTMT GROUP CL A 758766109 41 2,195 SH   DFND 3 2,195 0 0
REGAL ENTMT GROUP CL A 758766109 1,050 56,354 SH   DFND 4 49,650 0 6,704
REGENCY CTRS CORP COM 758849103 17,075 274,734 SH   DFND 3 271,716 0 3,018
REGENCY CTRS CORP COM 758849103 15,541 250,055 SH   DFND 4 233,886 0 16,169
REGENERON PHARMACEUTICALS COM 75886F107 316 680 SH   DFND 2 0 0 680
REGENERON PHARMACEUTICALS COM 75886F107 107,911 231,997 SH   DFND 3 231,360 0 637
REGENERON PHARMACEUTICALS COM 75886F107 38,769 83,349 SH   DFND 4 65,052 0 18,297
REGIONS FINL CORP NEW COM 7591EP100 38,142 4,233,272 SH   DFND 3 4,222,357 0 10,915
REGIONS FINL CORP NEW COM 7591EP100 20,304 2,253,823 SH   DFND 4 1,855,403 0 398,420
REGIS CORP MINN COM 758932107 138 10,705 SH   DFND 4 4,175 0 6,530
REINSURANCE GROUP AMER INC COM NEW 759351604 369 4,077 SH   DFND 3 1,959 0 2,118
REINSURANCE GROUP AMER INC COM NEW 759351604 4,978 54,967 SH   DFND 4 51,010 0 3,957
RELIANCE STEEL & ALUMINUM CO COM 759509102 255 4,728 SH   DFND 3 2,351 0 2,377
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,897 53,637 SH   DFND 4 50,280 0 3,357
RELYPSA INC COM 759531106 120 6,615 SH   DFND 4 1,574 0 5,041
REMY INTL INC NEW COM 75971M108 147 5,036 SH   DFND 4 0 0 5,036
RENAISSANCERE HOLDINGS LTD COM G7496G103 10,437 98,168 SH   DFND 3 96,699 0 1,469
RENAISSANCERE HOLDINGS LTD COM G7496G103 11,843 111,408 SH   DFND 4 90,852 0 20,556
RENASANT CORP COM 75970E107 231 7,103 SH   DFND 4 2,666 0 4,437
RENESOLA LTD SPONS ADS 75971T103 9 9,500 SH   DFND 4 9,500 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 52 6,431 SH   DFND 4 0 0 6,431
RENREN INC SPONSORED ADR 759892102 93 30,000 SH   DFND 4 30,000 0 0
RENT A CTR INC NEW COM 76009N100 98 4,046 SH   DFND 3 2,354 0 1,692
RENT A CTR INC NEW COM 76009N100 2,120 87,517 SH   DFND 4 73,031 0 14,486
RENTECH INC COM NEW 760112201 24 4,224 SH   DFND 4 0 0 4,224
RENTRAK CORP COM 760174102 73 1,351 SH   DFND 4 0 0 1,351
REPLIGEN CORP COM 759916109 171 6,114 SH   DFND 4 1,239 0 4,875
REPUBLIC AWYS HLDGS INC COM 760276105 40 7,347 SH   DFND 4 0 0 7,347
REPUBLIC BANCORP KY CL A 760281204 40 1,680 SH   DFND 4 0 0 1,680
REPUBLIC SVCS INC COM 760759100 24,884 604,594 SH   DFND 4 483,508 0 121,086
REPUBLIC SVCS INC COM 760759100 35,009 849,732 SH   DFND 3 847,701 0 2,031
RESMED INC COM 761152107 272 5,339 SH   DFND 3 831 0 4,508
RESMED INC COM 761152107 4,679 91,804 SH   DFND 4 68,384 0 23,420
RESOLUTE FST PRODS INC COM 76117W109 54 6,500 SH   DFND 3 6,500 0 0
RESOLUTE FST PRODS INC COM 76117W109 823 99,147 SH   DFND 4 88,149 0 10,998
RESOURCE CAP CORP COM NEW 76120W708 64 5,911 SH   DFND 4 0 0 5,911
RESOURCES CONNECTION INC COM 76122Q105 91 5,990 SH   DFND 4 495 0 5,495
RESTAURANT BRANDS INTL INC COM 76131D103 21,844 608,882 SH   DFND 3 608,882 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 5,309 148,075 SH   DFND 4 119,315 0 28,760
RESTORATION HARDWARE HLDGS I COM 761283100 559 5,991 SH   DFND 4 1,424 0 4,567
RETAIL OPPORTUNITY INVTS COR COM 76131N101 53 3,217 SH   DFND 3 3,217 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,930 177,069 SH   DFND 4 164,044 0 13,025
RETAIL PPTYS AMER INC CL A 76131V202 152 10,756 SH   DFND 3 10,756 0 0
RETAIL PPTYS AMER INC CL A 76131V202 6,980 495,403 SH   DFND 4 456,397 0 39,006
RETAILMENOT INC COM SER 1 76132B106 46 5,548 SH   DFND 4 0 0 5,548
RETROPHIN INC COM 761299106 86 4,478 SH   DFND 4 0 0 4,478
REVANCE THERAPEUTICS INC COM 761330109 73 2,561 SH   DFND 4 0 0 2,561
REVLON INC CL A NEW 761525609 61 2,086 SH   DFND 4 0 0 2,086
REX AMERICAN RESOURCES CORP COM 761624105 58 1,185 SH   DFND 4 0 0 1,185
REX ENERGY CORPORATION COM 761565100 14 6,994 SH   DFND 4 0 0 6,994
REXFORD INDL RLTY INC COM 76169C100 24 1,773 SH   DFND 3 1,773 0 0
REXFORD INDL RLTY INC COM 76169C100 1,312 95,297 SH   DFND 4 86,956 0 8,341
REXNORD CORP NEW COM 76169B102 21 1,212 SH   DFND 3 1,212 0 0
REXNORD CORP NEW COM 76169B102 418 24,651 SH   DFND 4 12,467 0 12,184
REYNOLDS AMERICAN INC COM 761713106 107,259 2,422,827 SH   DFND 3 2,416,059 0 6,768
REYNOLDS AMERICAN INC COM 761713106 54,299 1,226,863 SH   DFND 4 1,006,105 0 220,758
RICE ENERGY INC COM 762760106 73 4,541 SH   DFND 4 4,541 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 42 17,309 SH   DFND 4 0 0 17,309
RIGNET INC COM 766582100 50 1,903 SH   DFND 4 0 0 1,903
RINGCENTRAL INC CL A 76680R206 115 6,538 SH   DFND 4 0 0 6,538
RITCHIE BROS AUCTIONEERS COM 767744105 164 6,377 SH   DFND 4 6,377 0 0
RITE AID CORP COM 767754104 163 26,902 SH   DFND 3 26,902 0 0
RITE AID CORP COM 767754104 5,651 930,452 SH   DFND 4 802,021 0 128,431
RLI CORP COM 749607107 32 600 SH   DFND 3 600 0 0
RLI CORP COM 749607107 1,278 23,877 SH   DFND 4 17,725 0 6,152
RLJ LODGING TR COM 74965L101 136 5,368 SH   DFND 3 5,368 0 0
RLJ LODGING TR COM 74965L101 7,191 284,631 SH   DFND 4 262,307 0 22,324
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 75 4,055 SH   DFND 4 0 0 4,055
ROBERT HALF INTL INC COM 770323103 21,016 410,793 SH   DFND 3 409,693 0 1,100
ROBERT HALF INTL INC COM 770323103 8,672 169,540 SH   DFND 4 131,451 0 38,089
ROCKET FUEL INC COM 773111109 17 3,554 SH   DFND 4 0 0 3,554
ROCKWELL AUTOMATION INC COM 773903109 41,307 407,087 SH   DFND 3 405,991 0 1,096
ROCKWELL AUTOMATION INC COM 773903109 16,308 160,722 SH   DFND 4 125,330 0 35,392
ROCKWELL COLLINS INC COM 774341101 12,281 150,107 SH   DFND 4 115,811 0 34,296
ROCKWELL COLLINS INC COM 774341101 31,634 386,535 SH   DFND 3 385,458 0 1,077
ROCKWELL MED INC COM 774374102 53 6,788 SH   DFND 4 0 0 6,788
ROFIN SINAR TECHNOLOGIES INC COM 775043102 155 6,092 SH   DFND 4 1,953 0 4,139
ROGERS COMMUNICATIONS INC CL B 775109200 36,427 1,062,170 SH   DFND 3 1,062,170 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 27,959 815,096 SH   DFND 4 734,682 0 80,414
ROGERS CORP COM 775133101 207 3,851 SH   DFND 4 1,217 0 2,634
ROLLINS INC COM 775711104 83 3,078 SH   DFND 3 0 0 3,078
ROLLINS INC COM 775711104 203 7,566 SH   DFND 4 7,566 0 0
ROPER TECHNOLOGIES INC COM 776696106 45,981 293,432 SH   DFND 3 292,613 0 819
ROPER TECHNOLOGIES INC COM 776696106 15,846 101,139 SH   DFND 4 76,149 0 24,990
ROSS STORES INC COM 778296103 59,204 1,221,464 SH   DFND 3 1,218,094 0 3,370
ROSS STORES INC COM 778296103 27,194 561,198 SH   DFND 4 451,130 0 110,068
ROUSE PPTYS INC COM 779287101 18 1,187 SH   DFND 3 1,187 0 0
ROUSE PPTYS INC COM 779287101 1,051 67,404 SH   DFND 4 62,028 0 5,376
ROVI CORP COM 779376102 43 4,138 SH   DFND 3 1,312 0 2,826
ROVI CORP COM 779376102 464 44,613 SH   DFND 4 31,038 0 13,575
ROWAN COMPANIES PLC SHS CL A G7665A101 110 6,828 SH   DFND 3 2,841 0 3,987
ROWAN COMPANIES PLC SHS CL A G7665A101 1,627 100,658 SH   DFND 4 91,453 0 9,205
ROYAL BK CDA MONTREAL QUE COM 780087102 231,916 4,213,788 SH   DFND 3 4,213,788 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 105,697 1,920,876 SH   DFND 4 1,634,525 0 286,351
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 39,637 444,912 SH   DFND 3 443,569 0 1,343
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 18,036 202,507 SH   DFND 4 159,523 0 42,984
ROYAL GOLD INC COM 780287108 34 726 SH   DFND 2 0 0 726
ROYAL GOLD INC COM 780287108 98 2,085 SH   DFND 3 0 0 2,085
ROYAL GOLD INC COM 780287108 287 6,114 SH   DFND 4 6,114 0 0
RPC INC COM 749660106 24 2,758 SH   DFND 4 2,758 0 0
RPM INTL INC COM 749685103 258 6,162 SH   DFND 3 1,900 0 4,262
RPM INTL INC COM 749685103 2,132 50,890 SH   DFND 4 46,181 0 4,709
RPX CORP COM 74972G103 105 7,747 SH   DFND 4 0 0 7,747
RSP PERMIAN INC COM 74978Q105 218 10,887 SH   DFND 4 3,575 0 7,312
RTI SURGICAL INC COM 74975N105 60 10,891 SH   DFND 4 0 0 10,891
RUBICON PROJ INC COM 78112V102 13 960 SH   DFND 4 0 0 960
RUBY TUESDAY INC COM 781182100 69 11,368 SH   DFND 4 0 0 11,368
RUCKUS WIRELESS INC COM 781220108 112 9,602 SH   DFND 4 0 0 9,602
RUDOLPH TECHNOLOGIES INC COM 781270103 77 6,279 SH   DFND 4 0 0 6,279
RUSH ENTERPRISES INC CL A 781846209 181 7,331 SH   DFND 4 2,295 0 5,036
RUTHS HOSPITALITY GROUP INC COM 783332109 108 6,708 SH   DFND 4 0 0 6,708
RYANAIR HLDGS PLC SPONSORED ADR 783513104 26 330 SH   DFND 3 0 0 330
RYANAIR HLDGS PLC SPONSORED ADR 783513104 6,519 83,260 SH   DFND 4 12,520 0 70,740
RYDER SYS INC COM 783549108 14,412 194,650 SH   DFND 3 194,213 0 437
RYDER SYS INC COM 783549108 4,940 66,685 SH   DFND 4 57,670 0 9,015
RYLAND GROUP INC COM 783764103 349 8,557 SH   DFND 4 1,796 0 6,761
RYMAN HOSPITALITY PPTYS INC COM 78377T107 107 2,175 SH   DFND 3 2,175 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,440 90,250 SH   DFND 4 84,049 0 6,201
S & T BANCORP INC COM 783859101 134 4,124 SH   DFND 4 0 0 4,124
SABRA HEALTH CARE REIT INC COM 78573L106 49 2,106 SH   DFND 3 2,106 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,725 117,498 SH   DFND 4 108,817 0 8,681
SABRE CORP COM 78573M104 181 6,665 SH   DFND 4 6,665 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 479 30,820 SH   DFND 4 26,937 0 3,883
SAFETY INS GROUP INC COM 78648T100 148 2,721 SH   DFND 4 844 0 1,877
SAGE THERAPEUTICS INC COM 78667J108 96 2,321 SH   DFND 4 0 0 2,321
SAGENT PHARMACEUTICALS INC COM 786692103 49 3,180 SH   DFND 4 0 0 3,180
SAIA INC COM 78709Y105 157 5,040 SH   DFND 4 1,539 0 3,501
SALESFORCE COM INC COM 79466L302 119,121 1,715,698 SH   DFND 3 1,710,605 0 5,093
SALESFORCE COM INC COM 79466L302 41,104 592,023 SH   DFND 4 446,331 0 145,692
SALESFORCE COM INC COM 79466L302 271 3,900 SH   DFND 2 0 0 3,900
SALLY BEAUTY HLDGS INC COM 79546E104 20 840 SH   DFND 3 840 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 973 40,959 SH   DFND 4 40,959 0 0
SANCHEZ ENERGY CORP COM 79970Y105 65 10,986 SH   DFND 4 3,172 0 7,814
SANDERSON FARMS INC COM 800013104 321 4,736 SH   DFND 4 1,438 0 3,298
SANDISK CORP COM 80004C101 83 1,520 SH   DFND 2 0 0 1,520
SANDISK CORP COM 80004C101 31,055 571,606 SH   DFND 3 569,913 0 1,693
SANDISK CORP COM 80004C101 13,360 246,162 SH   DFND 4 189,814 0 56,348
SANDRIDGE ENERGY INC COM 80007P307 3 9,729 SH   DFND 3 9,729 0 0
SANDRIDGE ENERGY INC COM 80007P307 110 410,303 SH   DFND 4 388,087 0 22,216
SANDY SPRING BANCORP INC COM 800363103 130 4,969 SH   DFND 4 1,491 0 3,478
SANFILIPPO JOHN B & SON INC COM 800422107 82 1,561 SH   DFND 4 0 0 1,561
SANGAMO BIOSCIENCES INC COM 800677106 56 10,419 SH   DFND 4 0 0 10,419
SANMINA CORPORATION COM 801056102 107 5,008 SH   DFND 3 5,008 0 0
SANMINA CORPORATION COM 801056102 2,474 115,958 SH   DFND 4 93,031 0 22,927
SANTANDER CONSUMER USA HDG I COM 80283M101 5,925 290,155 SH   DFND 3 290,155 0 0
SANTANDER CONSUMER USA HDG I COM 80283M101 433 21,209 SH   DFND 4 21,209 0 0
SARATOGA INVT CORP COM NEW 80349A208 108 6,685 SH   DFND 4 6,685 0 0
SAREPTA THERAPEUTICS INC COM 803607100 231 7,382 SH   DFND 4 0 0 7,382
SASOL LTD SPONSORED ADR 803866300 69 2,484 SH   DFND 4 2,484 0 0
SAUL CTRS INC COM 804395101 24 463 SH   DFND 3 463 0 0
SAUL CTRS INC COM 804395101 1,093 21,129 SH   DFND 4 19,770 0 1,359
SBA COMMUNICATIONS CORP COM 78388J106 367 3,500 SH   DFND 2 0 0 3,500
SBA COMMUNICATIONS CORP COM 78388J106 37,575 358,747 SH   DFND 3 358,747 0 0
SBA COMMUNICATIONS CORP COM 78388J106 26,321 251,213 SH   DFND 4 209,217 0 41,996
SCANA CORP NEW COM 80589M102 20,541 365,114 SH   DFND 3 363,950 0 1,164
SCANA CORP NEW COM 80589M102 34,656 616,109 SH   DFND 4 571,447 0 44,662
SCANSOURCE INC COM 806037107 31 868 SH   DFND 3 868 0 0
SCANSOURCE INC COM 806037107 452 12,835 SH   DFND 4 8,673 0 4,162
SCHEIN HENRY INC COM 806407102 31,941 240,663 SH   DFND 3 239,983 0 680
SCHEIN HENRY INC COM 806407102 30,434 229,543 SH   DFND 4 185,808 0 43,735
SCHLUMBERGER LTD COM 806857108 257,517 3,733,760 SH   DFND 3 3,723,420 0 10,340
SCHLUMBERGER LTD COM 806857108 103,437 1,499,594 SH   DFND 4 1,160,786 0 338,808
SCHNITZER STL INDS CL A 806882106 104 7,713 SH   DFND 4 2,852 0 4,861
SCHOLASTIC CORP COM 807066105 214 5,505 SH   DFND 4 1,659 0 3,846
SCHULMAN A INC COM 808194104 209 6,458 SH   DFND 4 2,249 0 4,209
SCHWAB CHARLES CORP NEW COM 808513105 93,756 3,282,771 SH   DFND 3 3,273,002 0 9,769
SCHWAB CHARLES CORP NEW COM 808513105 34,443 1,206,310 SH   DFND 4 917,371 0 288,939
SCHWEITZER-MAUDUIT INTL INC COM 808541106 208 6,124 SH   DFND 4 1,723 0 4,401
SCICLONE PHARMACEUTICALS INC COM 80862K104 63 9,102 SH   DFND 4 0 0 9,102
SCIENCE APPLICATNS INTL CP N COM 808625107 92 2,282 SH   DFND 3 1,016 0 1,266
SCIENCE APPLICATNS INTL CP N COM 808625107 1,442 35,902 SH   DFND 4 26,710 0 9,192
SCIENTIFIC GAMES CORP CL A 80874P109 106 10,168 SH   DFND 4 0 0 10,168
SCIQUEST INC NEW COM 80908T101 54 5,383 SH   DFND 4 0 0 5,383
SCOTTS MIRACLE GRO CO CL A 810186106 118 1,947 SH   DFND 3 517 0 1,430
SCOTTS MIRACLE GRO CO CL A 810186106 905 14,884 SH   DFND 4 14,884 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 144 8,326 SH   DFND 4 0 0 8,326
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 11,820 240,299 SH   DFND 3 239,524 0 775
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,853 98,666 SH   DFND 4 73,097 0 25,569
SEABOARD CORP COM 811543107 178 58 SH   DFND 4 16 0 42
SEACHANGE INTL INC COM 811699107 39 6,352 SH   DFND 4 0 0 6,352
SEACOAST BKG CORP FLA COM NEW 811707801 39 2,651 SH   DFND 4 0 0 2,651
SEACOR HOLDINGS INC COM 811904101 47 791 SH   DFND 3 791 0 0
SEACOR HOLDINGS INC COM 811904101 1,070 17,916 SH   DFND 4 13,555 0 4,361
SEALED AIR CORP NEW COM 81211K100 29,104 620,823 SH   DFND 3 619,112 0 1,711
SEALED AIR CORP NEW COM 81211K100 11,224 239,495 SH   DFND 4 182,742 0 56,753
SEARS HLDGS CORP COM 812350106 113 4,987 SH   DFND 3 4,987 0 0
SEARS HLDGS CORP COM 812350106 2,831 124,434 SH   DFND 4 113,287 0 11,147
SEASPINE HLDGS CORP COM 81255T108 27 1,697 SH   DFND 4 497 0 1,200
SEATTLE GENETICS INC COM 812578102 197 5,115 SH   DFND 4 5,115 0 0
SEAWORLD ENTMT INC COM 81282V100 38 2,124 SH   DFND 3 2,124 0 0
SEAWORLD ENTMT INC COM 81282V100 1,052 59,128 SH   DFND 4 50,161 0 8,967
SEI INVESTMENTS CO COM 784117103 19,513 404,575 SH   DFND 3 400,120 0 4,455
SEI INVESTMENTS CO COM 784117103 6,538 135,562 SH   DFND 4 120,543 0 15,019
SELECT COMFORT CORP COM 81616X103 244 11,263 SH   DFND 4 3,965 0 7,298
SELECT INCOME REIT COM SH BEN INT 81618T100 43 2,265 SH   DFND 3 2,265 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 2,306 121,342 SH   DFND 4 115,599 0 5,743
SELECT MED HLDGS CORP COM 81619Q105 201 18,891 SH   DFND 4 3,974 0 14,917
SELECTIVE INS GROUP INC COM 816300107 42 1,340 SH   DFND 3 1,340 0 0
SELECTIVE INS GROUP INC COM 816300107 1,022 32,915 SH   DFND 4 24,880 0 8,035
SEMGROUP CORP CL A 81663A105 350 8,240 SH   DFND 4 2,167 0 6,073
SEMPRA ENERGY COM 816851109 69,397 717,502 SH   DFND 3 715,607 0 1,895
SEMPRA ENERGY COM 816851109 83,760 866,140 SH   DFND 4 798,170 0 67,970
SEMTECH CORP COM 816850101 205 13,733 SH   DFND 4 4,075 0 9,658
SENECA FOODS CORP NEW CL A 817070501 40 1,518 SH   DFND 4 0 0 1,518
SENIOR HSG PPTYS TR SH BEN INT 81721M109 319 19,674 SH   DFND 3 12,155 0 7,519
SENIOR HSG PPTYS TR SH BEN INT 81721M109 8,112 500,705 SH   DFND 4 477,202 0 23,503
SENSIENT TECHNOLOGIES CORP COM 81725T100 129 2,105 SH   DFND 3 610 0 1,495
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,483 24,247 SH   DFND 4 17,182 0 7,065
SEQUENOM INC COM NEW 817337405 37 22,628 SH   DFND 4 0 0 22,628
SEQUENTIAL BRANDS GROUP INC COM NEW 817340201 6 412 SH   DFND 4 0 0 412
SERVICE CORP INTL COM 817565104 257 9,487 SH   DFND 3 3,020 0 6,467
SERVICE CORP INTL COM 817565104 2,151 79,422 SH   DFND 4 72,197 0 7,225
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 180 5,374 SH   DFND 4 5,374 0 0
SERVICENOW INC COM 81762P102 7,353 105,869 SH   DFND 3 105,869 0 0
SERVICENOW INC COM 81762P102 4,738 68,216 SH   DFND 4 49,426 0 18,790
SERVICESOURCE INTL LLC COM 81763U100 53 13,178 SH   DFND 4 0 0 13,178
SERVISFIRST BANCSHARES INC COM 81768T108 137 3,333 SH   DFND 4 0 0 3,333
SFX ENTMT INC COM 784178303 4 8,392 SH   DFND 4 0 0 8,392
SHANDA GAMES LTD SP ADR REPTG A 81941U105 318 47,400 SH   DFND 4 47,400 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 22,880 1,187,159 SH   DFND 3 1,187,159 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 11,072 574,625 SH   DFND 4 491,027 0 83,598
SHENANDOAH TELECOMMUNICATION COM 82312B106 209 4,924 SH   DFND 4 1,375 0 3,549
SHERWIN WILLIAMS CO COM 824348106 49,557 222,449 SH   DFND 3 221,805 0 644
SHERWIN WILLIAMS CO COM 824348106 25,822 115,895 SH   DFND 4 89,711 0 26,184
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 500 14,375 SH   DFND 4 14,375 0 0
SHOE CARNIVAL INC COM 824889109 67 2,888 SH   DFND 4 0 0 2,888
SHORETEL INC COM 825211105 87 11,796 SH   DFND 4 0 0 11,796
SHUTTERFLY INC COM 82568P304 289 8,098 SH   DFND 4 2,657 0 5,441
SHUTTERSTOCK INC COM 825690100 105 3,520 SH   DFND 4 844 0 2,676
SIERRA WIRELESS INC COM 826516106 25 1,200 SH   DFND 4 1,200 0 0
SIGMA ALDRICH CORP COM 826552101 44,844 322,805 SH   DFND 3 321,832 0 973
SIGMA ALDRICH CORP COM 826552101 30,859 222,141 SH   DFND 4 172,771 0 49,370
SIGNATURE BK NEW YORK N Y COM 82669G104 266 1,936 SH   DFND 3 308 0 1,628
SIGNATURE BK NEW YORK N Y COM 82669G104 1,204 8,753 SH   DFND 4 8,438 0 315
SIGNET JEWELERS LIMITED SHS G81276100 29,535 216,962 SH   DFND 3 216,309 0 653
SIGNET JEWELERS LIMITED SHS G81276100 10,439 76,684 SH   DFND 4 57,525 0 19,159
SILGAN HOLDINGS INC COM 827048109 110 2,118 SH   DFND 3 783 0 1,335
SILGAN HOLDINGS INC COM 827048109 756 14,534 SH   DFND 4 14,534 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 27 6,693 SH   DFND 4 0 0 6,693
SILICON LABORATORIES INC COM 826919102 53 1,273 SH   DFND 3 0 0 1,273
SILICON LABORATORIES INC COM 826919102 331 8,093 SH   DFND 4 1,849 0 6,244
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 113 18,000 SH   DFND 4 18,000 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 18 1,107 SH   DFND 3 1,107 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 962 60,091 SH   DFND 4 54,546 0 5,545
SILVER SPRING NETWORKS INC COM 82817Q103 157 12,421 SH   DFND 4 5,514 0 6,907
SILVER WHEATON CORP COM 828336107 13,998 1,170,081 SH   DFND 3 1,170,081 0 0
SILVER WHEATON CORP COM 828336107 8,313 694,872 SH   DFND 4 613,280 0 81,592
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 254 5,331 SH   DFND 4 1,381 0 3,950
SIMON PPTY GROUP INC NEW COM 828806109 168,481 917,053 SH   DFND 3 914,518 0 2,535
SIMON PPTY GROUP INC NEW COM 828806109 157,695 858,387 SH   DFND 4 769,637 0 88,750
SIMPSON MANUFACTURING CO INC COM 829073105 258 7,762 SH   DFND 4 1,810 0 5,952
SINA CORP ORD G81477104 744 18,533 SH   DFND 4 18,533 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 356 14,137 SH   DFND 4 3,634 0 10,503
SIRIUS XM HLDGS INC COM 82968B103 29,044 7,765,890 SH   DFND 3 7,765,890 0 0
SIRIUS XM HLDGS INC COM 82968B103 9,661 2,583,272 SH   DFND 4 2,144,771 0 438,501
SIRONA DENTAL SYSTEMS INC COM 82966C103 205 2,194 SH   DFND 3 416 0 1,778
SIRONA DENTAL SYSTEMS INC COM 82966C103 1,219 13,058 SH   DFND 4 13,058 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 41 892 SH   DFND 3 892 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 1,135 24,783 SH   DFND 4 24,783 0 0
SIZMEK INC COM 83013P105 18 3,035 SH   DFND 4 0 0 3,035
SJW CORP COM 784305104 1,372 44,618 SH   DFND 4 41,962 0 2,656
SK TELECOM LTD SPONSORED ADR 78440P108 9,938 409,560 SH   DFND 4 409,560 0 0
SKECHERS U S A INC CL A 830566105 183 1,365 SH   DFND 3 0 0 1,365
SKECHERS U S A INC CL A 830566105 264 1,972 SH   DFND 4 1,972 0 0
SKYWEST INC COM 830879102 128 7,796 SH   DFND 4 0 0 7,796
SKYWORKS SOLUTIONS INC COM 83088M102 46,702 554,586 SH   DFND 3 553,029 0 1,557
SKYWORKS SOLUTIONS INC COM 83088M102 19,591 232,652 SH   DFND 4 186,155 0 46,497
SL GREEN RLTY CORP COM 78440X101 31,667 292,783 SH   DFND 3 291,972 0 811
SL GREEN RLTY CORP COM 78440X101 29,596 273,609 SH   DFND 4 247,368 0 26,241
SLM CORP COM 78442P106 8,375 1,131,796 SH   DFND 3 1,118,174 0 13,622
SLM CORP COM 78442P106 6,159 831,446 SH   DFND 4 780,395 0 51,051
SM ENERGY CO COM 78454L100 98 3,052 SH   DFND 3 893 0 2,159
SM ENERGY CO COM 78454L100 873 27,295 SH   DFND 4 25,913 0 1,382
SMART & FINAL STORES INC COM 83190B101 5 336 SH   DFND 4 0 0 336
SMITH & WESSON HLDG CORP COM 831756101 132 7,852 SH   DFND 4 0 0 7,852
SMITH A O COM 831865209 180 2,763 SH   DFND 3 365 0 2,398
SMITH A O COM 831865209 481 7,386 SH   DFND 4 7,386 0 0
SMUCKER J M CO COM NEW 832696405 35,364 309,965 SH   DFND 3 309,056 0 909
SMUCKER J M CO COM NEW 832696405 15,950 139,803 SH   DFND 4 110,385 0 29,418
SNAP ON INC COM 833034101 23,495 155,655 SH   DFND 3 155,180 0 475
SNAP ON INC COM 833034101 9,343 61,904 SH   DFND 4 48,802 0 13,102
SNYDERS-LANCE INC COM 833551104 316 9,399 SH   DFND 4 2,528 0 6,871
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 221 15,188 SH   DFND 4 848 0 14,340
SOHU COM INC COM 83408W103 553 13,391 SH   DFND 4 13,391 0 0
SOLAR CAP LTD COM 83413U100 862 54,518 SH   DFND 4 54,518 0 0
SOLARCITY CORP COM 83416T100 85 1,982 SH   DFND 4 1,982 0 0
SOLARWINDS INC COM 83416B109 83 2,126 SH   DFND 3 0 0 2,126
SOLARWINDS INC COM 83416B109 150 3,819 SH   DFND 4 3,819 0 0
SOLAZYME INC COM 83415T101 26 11,355 SH   DFND 4 0 0 11,355
SOLERA HOLDINGS INC COM 83421A104 116 2,147 SH   DFND 3 0 0 2,147
SOLERA HOLDINGS INC COM 83421A104 171 3,160 SH   DFND 4 3,160 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 46 2,250 SH   DFND 3 2,250 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 918 44,909 SH   DFND 4 34,293 0 10,616
SONIC CORP COM 835451105 256 11,137 SH   DFND 4 3,267 0 7,870
SONOCO PRODS CO COM 835495102 215 5,690 SH   DFND 3 2,462 0 3,228
SONOCO PRODS CO COM 835495102 2,098 55,606 SH   DFND 4 51,093 0 4,513
SONUS NETWORKS INC COM NEW 835916503 42 7,155 SH   DFND 4 0 0 7,155
SORRENTO THERAPEUTICS INC COM NEW 83587F202 48 5,854 SH   DFND 4 0 0 5,854
SOTHEBYS COM 835898107 63 1,976 SH   DFND 3 0 0 1,976
SOTHEBYS COM 835898107 368 11,565 SH   DFND 4 2,777 0 8,788
SOUFUN HLDGS LTD ADR 836034108 327 49,500 SH   DFND 4 49,500 0 0
SOUTH JERSEY INDS INC COM 838518108 29 1,136 SH   DFND 3 1,136 0 0
SOUTH JERSEY INDS INC COM 838518108 545 21,807 SH   DFND 4 12,341 0 9,466
SOUTH ST CORP COM 840441109 353 4,631 SH   DFND 4 1,187 0 3,444
SOUTHERN CO COM 842587107 119,237 2,667,504 SH   DFND 3 2,660,108 0 7,396
SOUTHERN CO COM 842587107 148,194 3,316,588 SH   DFND 4 2,995,061 0 321,527
SOUTHERN COPPER CORP COM 84265V105 12,339 461,780 SH   DFND 3 461,780 0 0
SOUTHERN COPPER CORP COM 84265V105 10,016 376,540 SH   DFND 4 244,403 0 132,137
SOUTHSIDE BANCSHARES INC COM 84470P109 78 2,885 SH   DFND 4 0 0 2,885
SOUTHWEST AIRLS CO COM 844741108 18,402 483,747 SH   DFND 3 478,280 0 5,467
SOUTHWEST AIRLS CO COM 844741108 10,790 283,595 SH   DFND 4 188,532 0 95,063
SOUTHWEST BANCORP INC OKLA COM 844767103 55 3,420 SH   DFND 4 0 0 3,420
SOUTHWEST GAS CORP COM 844895102 46 790 SH   DFND 3 790 0 0
SOUTHWEST GAS CORP COM 844895102 9,063 155,572 SH   DFND 4 146,796 0 8,776
SOUTHWESTERN ENERGY CO COM 845467109 13 1,029 SH   DFND 2 0 0 1,029
SOUTHWESTERN ENERGY CO COM 845467109 14,026 1,105,286 SH   DFND 3 1,102,135 0 3,151
SOUTHWESTERN ENERGY CO COM 845467109 5,617 442,966 SH   DFND 4 347,991 0 94,975
SOVRAN SELF STORAGE INC COM 84610H108 219 2,319 SH   DFND 3 1,179 0 1,140
SOVRAN SELF STORAGE INC COM 84610H108 6,274 66,512 SH   DFND 4 61,353 0 5,159
SP PLUS CORP COM 78469C103 69 2,959 SH   DFND 4 0 0 2,959
SPARK THERAPEUTICS INC COM 84652J103 52 1,320 SH   DFND 4 0 0 1,320
SPARTANNASH CO COM 847215100 195 7,476 SH   DFND 4 2,003 0 5,473
SPARTON CORP COM 847235108 40 1,861 SH   DFND 4 0 0 1,861
SPDR S&P 500 ETF TR TR UNIT 78462F103 5,627 29,900 SH   DFND 3 29,900 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,535 14,200 SH   DFND 3 14,200 0 0
SPECTRA ENERGY CORP COM 847560109 51,784 1,971,205 SH   DFND 3 1,965,738 0 5,467
SPECTRA ENERGY CORP COM 847560109 34,235 1,303,771 SH   DFND 4 1,069,281 0 234,490
SPECTRANETICS CORP COM 84760C107 101 8,548 SH   DFND 4 2,595 0 5,953
SPECTRUM BRANDS HLDGS INC COM 84763R101 117 1,281 SH   DFND 4 1,281 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 58 9,680 SH   DFND 4 0 0 9,680
SPEEDWAY MOTORSPORTS INC COM 847788106 26 1,420 SH   DFND 4 0 0 1,420
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 80 1,646 SH   DFND 3 1,646 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,569 53,146 SH   DFND 4 47,366 0 5,780
SPIRIT AIRLS INC COM 848577102 46 972 SH   DFND 4 972 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 154 16,823 SH   DFND 3 16,823 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,548 716,458 SH   DFND 4 716,458 0 0
SPLUNK INC COM 848637104 10,963 198,070 SH   DFND 3 198,070 0 0
SPLUNK INC COM 848637104 3,426 61,891 SH   DFND 4 48,895 0 12,996
SPOK HLDGS INC COM 84863T106 53 3,216 SH   DFND 4 0 0 3,216
SPRINGLEAF HLDGS INC COM 85172J101 108 2,466 SH   DFND 4 2,466 0 0
SPRINT CORP COM SER 1 85207U105 160 41,716 SH   DFND 2 0 0 41,716
SPRINT CORP COM SER 1 85207U105 9,046 2,355,715 SH   DFND 3 2,355,715 0 0
SPRINT CORP COM SER 1 85207U105 4,459 1,161,143 SH   DFND 4 1,033,844 0 127,299
SPROUTS FMRS MKT INC COM 85208M102 149 7,060 SH   DFND 4 7,060 0 0
SPS COMM INC COM 78463M107 162 2,403 SH   DFND 4 0 0 2,403
SPX CORP COM 784635104 11 883 SH   DFND 3 883 0 0
SPX CORP COM 784635104 239 20,085 SH   DFND 4 18,047 0 2,038
SPX FLOW INC COM 78469X107 30 883 SH   DFND 3 883 0 0
SPX FLOW INC COM 78469X107 691 20,085 SH   DFND 4 18,047 0 2,038
SQUARE 1 FINL INC CL A 85223W101 16 630 SH   DFND 4 0 0 630
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 317 4,526 SH   DFND 4 4,526 0 0
ST JOE CO COM 790148100 296 15,506 SH   DFND 4 5,408 0 10,098
ST JUDE MED INC COM 790849103 52,569 833,237 SH   DFND 3 830,956 0 2,281
ST JUDE MED INC COM 790849103 24,062 381,401 SH   DFND 4 308,959 0 72,442
STAAR SURGICAL CO COM PAR $0.01 852312305 45 5,959 SH   DFND 4 0 0 5,959
STAG INDL INC COM 85254J102 40 2,222 SH   DFND 3 2,222 0 0
STAG INDL INC COM 85254J102 2,236 122,774 SH   DFND 4 114,570 0 8,204
STAGE STORES INC COM NEW 85254C305 45 4,678 SH   DFND 4 0 0 4,678
STAMPS COM INC COM NEW 852857200 148 2,015 SH   DFND 4 0 0 2,015
STANCORP FINL GROUP INC COM 852891100 266 2,329 SH   DFND 3 980 0 1,349
STANCORP FINL GROUP INC COM 852891100 2,701 23,657 SH   DFND 4 21,397 0 2,260
STANDARD MTR PRODS INC COM 853666105 102 2,908 SH   DFND 4 0 0 2,908
STANDARD PAC CORP NEW COM 85375C101 258 32,236 SH   DFND 4 11,735 0 20,501
STANDEX INTL CORP COM 854231107 204 2,669 SH   DFND 4 800 0 1,869
STANLEY BLACK & DECKER INC COM 854502101 44,248 456,256 SH   DFND 3 455,004 0 1,252
STANLEY BLACK & DECKER INC COM 854502101 18,571 191,541 SH   DFND 4 150,021 0 41,520
STANTEC INC COM 85472N109 98 4,480 SH   DFND 4 4,480 0 0
STAPLES INC COM 855030102 24,044 2,049,789 SH   DFND 3 2,044,572 0 5,217
STAPLES INC COM 855030102 15,754 1,342,834 SH   DFND 4 1,133,638 0 209,196
STARBUCKS CORP COM 855244109 239,705 4,217,187 SH   DFND 3 4,204,969 0 12,218
STARBUCKS CORP COM 855244109 109,624 1,929,194 SH   DFND 4 1,518,842 0 410,352
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 34,620 520,753 SH   DFND 3 519,362 0 1,391
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 13,457 202,435 SH   DFND 4 157,304 0 45,131
STARWOOD PPTY TR INC COM 85571B105 46 2,241 SH   DFND 3 2,241 0 0
STARWOOD PPTY TR INC COM 85571B105 1,892 92,352 SH   DFND 4 84,789 0 7,563
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 30 1,272 SH   DFND 3 1,272 0 0
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 1,576 66,236 SH   DFND 4 60,563 0 5,673
STARZ COM SER A 85571Q102 147 3,936 SH   DFND 4 3,936 0 0
STATE AUTO FINL CORP COM 855707105 59 2,485 SH   DFND 4 0 0 2,485
STATE BK FINL CORP COM 856190103 98 4,744 SH   DFND 4 0 0 4,744
STATE NATL COS INC COM 85711T305 16 1,707 SH   DFND 4 0 0 1,707
STATE STR CORP COM 857477103 82,331 1,224,982 SH   DFND 3 1,221,630 0 3,352
STATE STR CORP COM 857477103 36,343 540,739 SH   DFND 4 426,049 0 114,690
STEEL DYNAMICS INC COM 858119100 227 13,236 SH   DFND 3 5,500 0 7,736
STEEL DYNAMICS INC COM 858119100 2,946 171,553 SH   DFND 4 159,347 0 12,206
STEELCASE INC CL A 858155203 289 15,918 SH   DFND 4 4,053 0 11,865
STEIN MART INC COM 858375108 40 4,236 SH   DFND 4 0 0 4,236
STEPAN CO COM 858586100 120 2,855 SH   DFND 4 0 0 2,855
STERICYCLE INC COM 858912108 32,578 233,855 SH   DFND 3 233,162 0 693
STERICYCLE INC COM 858912108 22,891 164,554 SH   DFND 4 122,796 0 41,758
STERIS CORP COM 859152100 172 2,651 SH   DFND 3 740 0 1,911
STERIS CORP COM 859152100 2,019 31,053 SH   DFND 4 20,608 0 10,445
STERLING BANCORP DEL COM 85917A100 331 22,288 SH   DFND 4 5,138 0 17,150
STEWART INFORMATION SVCS COR COM 860372101 126 3,142 SH   DFND 4 0 0 3,142
STIFEL FINL CORP COM 860630102 115 2,741 SH   DFND 3 570 0 2,171
STIFEL FINL CORP COM 860630102 1,031 24,544 SH   DFND 4 14,954 0 9,590
STILLWATER MNG CO COM 86074Q102 266 25,752 SH   DFND 4 7,856 0 17,896
STOCK BLDG SUPPLY HLDGS INC COM 86101X104 48 2,802 SH   DFND 4 0 0 2,802
STOCK YDS BANCORP INC COM 861025104 95 2,632 SH   DFND 4 0 0 2,632
STONE ENERGY CORP COM 861642106 4 794 SH   DFND 3 794 0 0
STONE ENERGY CORP COM 861642106 115 23,230 SH   DFND 4 15,136 0 8,094
STONEGATE BK FT LAUDERDALE F COM 861811107 61 1,907 SH   DFND 4 0 0 1,907
STONERIDGE INC COM 86183P102 53 4,329 SH   DFND 4 0 0 4,329
STORE CAP CORP COM 862121100 35 1,690 SH   DFND 3 1,690 0 0
STORE CAP CORP COM 862121100 1,766 85,446 SH   DFND 4 80,483 0 4,963
STRATEGIC HOTELS & RESORTS I COM 86272T106 125 9,079 SH   DFND 3 9,079 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 7,011 508,564 SH   DFND 4 469,531 0 39,033
STRATTEC SEC CORP COM 863111100 39 642 SH   DFND 4 0 0 642
STRAYER ED INC COM 863236105 89 1,587 SH   DFND 4 0 0 1,587
STRYKER CORP COM 863667101 78,758 836,965 SH   DFND 3 834,384 0 2,581
STRYKER CORP COM 863667101 36,542 388,338 SH   DFND 4 308,775 0 79,563
STURM RUGER & CO INC COM 864159108 248 4,156 SH   DFND 4 1,352 0 2,804
SUCAMPO PHARMACEUTICALS INC CL A 864909106 98 4,988 SH   DFND 4 0 0 4,988
SUFFOLK BANCORP COM 864739107 50 1,804 SH   DFND 4 0 0 1,804
SUMMIT HOTEL PPTYS COM 866082100 33 2,823 SH   DFND 3 2,823 0 0
SUMMIT HOTEL PPTYS COM 866082100 1,705 146,247 SH   DFND 4 133,800 0 12,447
SUMMIT MATLS INC CL A 86614U100 96 5,100 SH   DFND 1 0 0 5,100
SUMMIT MATLS INC CL A 86614U100 49 2,708 SH   DFND 4 0 0 2,708
SUN CMNTYS INC COM 866674104 115 1,697 SH   DFND 3 1,697 0 0
SUN CMNTYS INC COM 866674104 6,396 94,405 SH   DFND 4 87,212 0 7,193
SUN HYDRAULICS CORP COM 866942105 87 3,170 SH   DFND 4 0 0 3,170
SUN LIFE FINL INC COM 866796105 56,868 1,771,473 SH   DFND 3 1,771,473 0 0
SUN LIFE FINL INC COM 866796105 25,462 793,036 SH   DFND 4 666,980 0 126,056
SUNCOKE ENERGY INC COM 86722A103 13 1,635 SH   DFND 3 1,635 0 0
SUNCOKE ENERGY INC COM 86722A103 329 42,294 SH   DFND 4 32,225 0 10,069
SUNCOR ENERGY INC NEW COM 867224107 114,372 4,296,502 SH   DFND 3 4,296,502 0 0
SUNCOR ENERGY INC NEW COM 867224107 53,853 2,023,029 SH   DFND 4 1,763,175 0 259,854
SUNEDISON INC COM 86732Y109 72 10,072 SH   DFND 3 0 0 10,072
SUNEDISON INC COM 86732Y109 519 72,238 SH   DFND 4 47,874 0 24,364
SUNPOWER CORP COM 867652406 52 2,595 SH   DFND 4 2,595 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 92 6,951 SH   DFND 3 6,951 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,000 378,315 SH   DFND 4 348,265 0 30,050
SUNTRUST BKS INC COM 867914103 58,029 1,517,497 SH   DFND 3 1,513,293 0 4,204
SUNTRUST BKS INC COM 867914103 30,889 807,949 SH   DFND 4 661,336 0 146,613
SUPER MICRO COMPUTER INC COM 86800U104 188 6,909 SH   DFND 4 1,872 0 5,037
SUPERIOR ENERGY SVCS INC COM 868157108 108 8,528 SH   DFND 3 3,714 0 4,814
SUPERIOR ENERGY SVCS INC COM 868157108 1,567 123,756 SH   DFND 4 113,897 0 9,859
SUPERIOR INDS INTL INC COM 868168105 81 4,316 SH   DFND 4 0 0 4,316
SUPERNUS PHARMACEUTICALS INC COM 868459108 79 5,818 SH   DFND 4 0 0 5,818
SUPERVALU INC COM 868536103 227 31,589 SH   DFND 3 23,120 0 8,469
SUPERVALU INC COM 868536103 5,135 715,479 SH   DFND 4 626,408 0 89,071
SURGICAL CARE AFFILIATES INC COM 86881L106 115 3,480 SH   DFND 4 1,030 0 2,450
SURMODICS INC COM 868873100 43 1,955 SH   DFND 4 0 0 1,955
SVB FINL GROUP COM 78486Q101 258 2,231 SH   DFND 3 591 0 1,640
SVB FINL GROUP COM 78486Q101 1,632 14,133 SH   DFND 4 13,427 0 706
SWIFT TRANSN CO CL A 87074U101 251 16,517 SH   DFND 4 4,012 0 12,505
SYKES ENTERPRISES INC COM 871237103 207 8,201 SH   DFND 4 2,432 0 5,769
SYMANTEC CORP COM 871503108 90 4,643 SH   DFND 2 0 0 4,643
SYMANTEC CORP COM 871503108 40,082 2,058,671 SH   DFND 3 2,053,128 0 5,543
SYMANTEC CORP COM 871503108 17,202 883,428 SH   DFND 4 702,803 0 180,625
SYMETRA FINL CORP COM 87151Q106 102 3,210 SH   DFND 3 3,210 0 0
SYMETRA FINL CORP COM 87151Q106 2,663 84,249 SH   DFND 4 66,539 0 17,710
SYNAPTICS INC COM 87157D109 97 1,177 SH   DFND 3 0 0 1,177
SYNAPTICS INC COM 87157D109 499 7,135 SH   DFND 4 1,829 0 5,306
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 236 7,056 SH   DFND 4 1,993 0 5,063
SYNCHRONY FINL COM 87165B103 8,700 277,949 SH   DFND 3 277,949 0 0
SYNCHRONY FINL COM 87165B103 1,858 59,370 SH   DFND 4 50,370 0 9,000
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 100 18,342 SH   DFND 4 0 0 18,342
SYNERGY RES CORP COM 87164P103 130 13,047 SH   DFND 4 0 0 13,047
SYNNEX CORP COM 87162W100 95 1,119 SH   DFND 3 1,119 0 0
SYNNEX CORP COM 87162W100 2,865 33,865 SH   DFND 4 23,482 0 10,383
SYNOPSYS INC COM 871607107 18,035 390,536 SH   DFND 3 385,573 0 4,963
SYNOPSYS INC COM 871607107 17,167 371,491 SH   DFND 4 302,255 0 69,236
SYNOVUS FINL CORP COM NEW 87161C501 196 6,610 SH   DFND 3 2,347 0 4,263
SYNOVUS FINL CORP COM NEW 87161C501 2,052 69,392 SH   DFND 4 62,575 0 6,817
SYNTA PHARMACEUTICALS CORP COM 87162T206 19 11,394 SH   DFND 4 0 0 11,394
SYNTEL INC COM 87162H103 289 6,389 SH   DFND 4 2,013 0 4,376
SYSCO CORP COM 871829107 67,921 1,742,895 SH   DFND 3 1,738,060 0 4,835
SYSCO CORP COM 871829107 44,180 1,133,592 SH   DFND 4 950,363 0 183,229
T MOBILE US INC COM 872590104 237 5,950 SH   DFND 2 0 0 5,950
T MOBILE US INC COM 872590104 29,976 752,966 SH   DFND 3 752,966 0 0
T MOBILE US INC COM 872590104 15,924 400,010 SH   DFND 4 358,207 0 41,803
TABLEAU SOFTWARE INC CL A 87336U105 788 9,872 SH   DFND 4 6,872 0 3,000
TAHOE RES INC COM 873868103 83 10,732 SH   DFND 4 10,732 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7,681 370,079 SH   DFND 4 370,079 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 25 860 SH   DFND 3 860 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 679 23,857 SH   DFND 4 11,833 0 12,024
TAL ED GROUP ADS REPSTG COM 874080104 161 5,000 SH   DFND 4 5,000 0 0
TAL INTL GROUP INC COM 874083108 164 12,053 SH   DFND 4 6,705 0 5,348
TALEN ENERGY CORP COM 87422J105 2,386 236,266 SH   DFND 3 234,212 0 2,054
TALEN ENERGY CORP COM 87422J105 954 94,690 SH   DFND 4 78,255 0 16,435
TALMER BANCORP INC COM 87482X101 146 8,941 SH   DFND 4 0 0 8,941
TANGER FACTORY OUTLET CTRS I COM 875465106 236 7,167 SH   DFND 3 4,103 0 3,064
TANGER FACTORY OUTLET CTRS I COM 875465106 5,488 166,453 SH   DFND 4 166,453 0 0
TANGOE INC COM 87582Y108 50 6,990 SH   DFND 4 0 0 6,990
TARGA RES CORP COM 87612G101 32 630 SH   DFND 3 630 0 0
TARGA RES CORP COM 87612G101 609 11,862 SH   DFND 4 10,730 0 1,132
TARGET CORP COM 87612E106 147,047 1,869,395 SH   DFND 3 1,864,194 0 5,201
TARGET CORP COM 87612E106 91,881 1,168,089 SH   DFND 4 969,101 0 198,988
TASER INTL INC COM 87651B104 245 11,226 SH   DFND 4 3,127 0 8,099
TATA MTRS LTD SPONSORED ADR 876568502 519 23,062 SH   DFND 4 23,062 0 0
TAUBMAN CTRS INC COM 876664103 297 4,298 SH   DFND 3 2,320 0 1,978
TAUBMAN CTRS INC COM 876664103 7,825 113,268 SH   DFND 4 113,268 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 77 4,186 SH   DFND 4 0 0 4,186
TCF FINL CORP COM 872275102 137 9,058 SH   DFND 3 3,660 0 5,398
TCF FINL CORP COM 872275102 1,276 84,281 SH   DFND 4 75,725 0 8,556
TCP CAP CORP COM 87238Q103 877 64,677 SH   DFND 4 64,677 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 21,077 661,973 SH   DFND 3 661,973 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 24,514 774,426 SH   DFND 4 732,729 0 41,697
TEAM HEALTH HOLDINGS INC COM 87817A107 741 13,739 SH   DFND 4 3,385 0 10,354
TEAM INC COM 878155100 119 3,743 SH   DFND 4 780 0 2,963
TECH DATA CORP COM 878237106 231 3,377 SH   DFND 3 2,201 0 1,176
TECH DATA CORP COM 878237106 4,659 68,199 SH   DFND 4 55,798 0 12,401
TECK RESOURCES LTD CL B 878742204 6,486 1,365,137 SH   DFND 3 1,365,137 0 0
TECK RESOURCES LTD CL B 878742204 5,967 1,254,475 SH   DFND 4 1,106,911 0 147,564
TECO ENERGY INC COM 872375100 16,032 610,517 SH   DFND 3 608,590 0 1,927
TECO ENERGY INC COM 872375100 24,940 949,709 SH   DFND 4 915,821 0 33,888
TEEKAY CORPORATION COM Y8564W103 39 1,300 SH   DFND 3 1,300 0 0
TEEKAY CORPORATION COM Y8564W103 827 27,925 SH   DFND 4 25,789 0 2,136
TEGNA INC COM 87901J105 14,397 642,996 SH   DFND 3 641,148 0 1,848
TEGNA INC COM 87901J105 6,526 291,500 SH   DFND 4 237,928 0 53,572
TEJON RANCH CO COM 879080109 57 2,602 SH   DFND 4 0 0 2,602
TELEDYNE TECHNOLOGIES INC COM 879360105 138 1,531 SH   DFND 3 400 0 1,131
TELEDYNE TECHNOLOGIES INC COM 879360105 1,410 15,615 SH   DFND 4 10,615 0 5,000
TELEFLEX INC COM 879369106 236 1,899 SH   DFND 3 570 0 1,329
TELEFLEX INC COM 879369106 2,004 16,131 SH   DFND 4 14,941 0 1,190
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 154 16,911 SH   DFND 4 16,911 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 190 7,613 SH   DFND 3 4,469 0 3,144
TELEPHONE & DATA SYS INC COM NEW 879433829 2,851 114,260 SH   DFND 4 104,765 0 9,495
TELETECH HOLDINGS INC COM 879939106 69 2,542 SH   DFND 4 0 0 2,542
TELUS CORP COM 87971M103 1,044 33,300 SH   DFND 3 33,300 0 0
TELUS CORP COM 87971M103 3,610 115,100 SH   DFND 4 115,100 0 0
TEMPUR SEALY INTL INC COM 88023U101 139 1,952 SH   DFND 3 0 0 1,952
TEMPUR SEALY INTL INC COM 88023U101 205 2,872 SH   DFND 4 2,872 0 0
TENARIS S A SPONSORED ADR 88031M109 19,437 806,349 SH   DFND 4 806,349 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 149 4,048 SH   DFND 3 3,235 0 813
TENET HEALTHCARE CORP COM NEW 88033G407 3,120 84,546 SH   DFND 4 71,172 0 13,374
TENNANT CO COM 880345103 203 3,630 SH   DFND 4 987 0 2,643
TENNECO INC COM 880349105 79 1,757 SH   DFND 3 1,757 0 0
TENNECO INC COM 880349105 2,135 47,807 SH   DFND 4 31,122 0 16,685
TERADATA CORP DEL COM 88076W103 12,956 447,380 SH   DFND 3 446,224 0 1,156
TERADATA CORP DEL COM 88076W103 5,994 206,952 SH   DFND 4 164,413 0 42,539
TERADYNE INC COM 880770102 174 9,644 SH   DFND 3 2,771 0 6,873
TERADYNE INC COM 880770102 1,183 65,887 SH   DFND 4 60,534 0 5,353
TEREX CORP NEW COM 880779103 106 5,901 SH   DFND 3 2,540 0 3,361
TEREX CORP NEW COM 880779103 1,261 70,380 SH   DFND 4 64,200 0 6,180
TERRAFORM PWR INC CL A COM 88104R100 53 3,724 SH   DFND 4 3,724 0 0
TERRENO RLTY CORP COM 88146M101 27 1,397 SH   DFND 3 1,397 0 0
TERRENO RLTY CORP COM 88146M101 1,457 74,147 SH   DFND 4 67,760 0 6,387
TESARO INC COM 881569107 201 5,067 SH   DFND 4 2,071 0 2,996
TESCO CORP COM 88157K101 48 6,621 SH   DFND 4 0 0 6,621
TESLA MTRS INC COM 88160R101 64,321 258,942 SH   DFND 3 258,942 0 0
TESLA MTRS INC COM 88160R101 18,006 72,489 SH   DFND 4 59,449 0 13,040
TESORO CORP COM 881609101 34,035 350,007 SH   DFND 3 348,982 0 1,025
TESORO CORP COM 881609101 20,563 211,285 SH   DFND 4 175,239 0 36,046
TESSERA TECHNOLOGIES INC COM 88164L100 328 10,128 SH   DFND 4 2,444 0 7,684
TETRA TECH INC NEW COM 88162G103 31 1,278 SH   DFND 3 1,278 0 0
TETRA TECH INC NEW COM 88162G103 488 20,111 SH   DFND 4 10,978 0 9,133
TETRA TECHNOLOGIES INC DEL COM 88162F105 85 14,302 SH   DFND 4 0 0 14,302
TETRAPHASE PHARMACEUTICALS I COM 88165N105 51 6,756 SH   DFND 4 1,289 0 5,467
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,319 41,084 SH   DFND 4 41,084 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 460 8,767 SH   DFND 4 2,199 0 6,568
TEXAS INSTRS INC COM 882508104 347 7,015 SH   DFND 2 0 0 7,015
TEXAS INSTRS INC COM 882508104 150,046 3,030,001 SH   DFND 3 3,021,530 0 8,471
TEXAS INSTRS INC COM 882508104 64,974 1,312,438 SH   DFND 4 1,039,912 0 272,526
TEXAS ROADHOUSE INC COM 882681109 465 12,462 SH   DFND 4 2,488 0 9,974
TEXTRON INC COM 883203101 31,755 843,661 SH   DFND 3 841,400 0 2,261
TEXTRON INC COM 883203101 12,507 332,271 SH   DFND 4 260,153 0 72,118
TEXTURA CORP COM 883211104 90 3,471 SH   DFND 4 0 0 3,471
TFS FINL CORP COM 87240R107 88 5,120 SH   DFND 4 5,120 0 0
TG THERAPEUTICS INC COM 88322Q108 46 4,653 SH   DFND 4 0 0 4,653
THE ADT CORPORATION COM 00101J106 14,794 494,790 SH   DFND 3 493,395 0 1,395
THE ADT CORPORATION COM 00101J106 8,300 277,536 SH   DFND 4 222,573 0 54,963
THERAPEUTICSMD INC COM 88338N107 135 22,922 SH   DFND 4 8,105 0 14,817
THERAVANCE INC COM 88338T104 125 18,095 SH   DFND 4 5,384 0 12,711
THERMO FISHER SCIENTIFIC INC COM 883556102 416 3,403 SH   DFND 2 0 0 3,403
THERMO FISHER SCIENTIFIC INC COM 883556102 141,148 1,154,301 SH   DFND 3 1,151,060 0 3,241
THERMO FISHER SCIENTIFIC INC COM 883556102 60,473 494,617 SH   DFND 4 392,069 0 102,548
THERMON GROUP HLDGS INC COM 88362T103 97 4,628 SH   DFND 4 0 0 4,628
THL CR INC COM 872438106 466 42,696 SH   DFND 4 42,696 0 0
THOMSON REUTERS CORP COM 884903105 41,837 1,045,713 SH   DFND 3 1,045,713 0 0
THOMSON REUTERS CORP COM 884903105 18,130 453,242 SH   DFND 4 384,140 0 69,102
THOR INDS INC COM 885160101 112 2,158 SH   DFND 3 700 0 1,458
THOR INDS INC COM 885160101 884 17,065 SH   DFND 4 17,065 0 0
THORATEC CORP COM NEW 885175307 110 1,733 SH   DFND 3 0 0 1,733
THORATEC CORP COM NEW 885175307 697 11,013 SH   DFND 4 2,903 0 8,110
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 38 9,968 SH   DFND 4 0 0 9,968
TICC CAPITAL CORP COM 87244T109 506 75,263 SH   DFND 4 75,263 0 0
TIDEWATER INC COM 886423102 23 1,758 SH   DFND 3 1,758 0 0
TIDEWATER INC COM 886423102 622 47,339 SH   DFND 4 37,602 0 9,737
TIER REIT INC COM NEW 88650V208 21 1,462 SH   DFND 3 1,462 0 0
TIER REIT INC COM NEW 88650V208 1,104 75,300 SH   DFND 4 75,300 0 0
TIFFANY & CO NEW COM 886547108 26,309 340,698 SH   DFND 3 339,784 0 914
TIFFANY & CO NEW COM 886547108 11,063 143,301 SH   DFND 4 110,809 0 32,492
TILE SHOP HLDGS INC COM 88677Q109 61 5,073 SH   DFND 4 0 0 5,073
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 147 15,539 SH   DFND 4 15,539 0 0
TIME INC NEW COM 887228104 136 7,159 SH   DFND 3 3,653 0 3,506
TIME INC NEW COM 887228104 2,309 121,668 SH   DFND 4 80,935 0 40,733
TIME WARNER CABLE INC COM 88732J207 147,321 821,324 SH   DFND 3 819,022 0 2,302
TIME WARNER CABLE INC COM 88732J207 76,080 424,261 SH   DFND 4 338,002 0 86,259
TIME WARNER INC COM NEW 887317303 166,611 2,423,431 SH   DFND 3 2,416,717 0 6,714
TIME WARNER INC COM NEW 887317303 77,181 1,123,279 SH   DFND 4 888,157 0 235,122
TIMKEN CO COM 887389104 104 3,773 SH   DFND 3 1,450 0 2,323
TIMKEN CO COM 887389104 1,135 41,334 SH   DFND 4 38,409 0 2,925
TIMKENSTEEL CORP COM 887399103 76 7,502 SH   DFND 4 2,361 0 5,141
TITAN INTL INC ILL COM 88830M102 62 9,552 SH   DFND 4 3,055 0 6,497
TITAN MACHY INC COM 88830R101 30 2,654 SH   DFND 4 0 0 2,654
TIVO INC COM 888706108 190 21,976 SH   DFND 4 5,453 0 16,523
TJX COS INC NEW COM 872540109 144,028 2,016,634 SH   DFND 3 2,011,094 0 5,540
TJX COS INC NEW COM 872540109 64,542 904,401 SH   DFND 4 709,040 0 195,361
TOLL BROTHERS INC COM 889478103 15,701 458,569 SH   DFND 3 453,455 0 5,114
TOLL BROTHERS INC COM 889478103 4,774 139,440 SH   DFND 4 120,004 0 19,436
TOMPKINS FINANCIAL CORPORATI COM 890110109 118 2,176 SH   DFND 4 0 0 2,176
TOOTSIE ROLL INDS INC COM 890516107 20 648 SH   DFND 3 0 0 648
TOOTSIE ROLL INDS INC COM 890516107 142 4,540 SH   DFND 4 1,201 0 3,339
TOPBUILD CORP COM 89055F103 3,548 114,566 SH   DFND 3 114,566 0 0
TOPBUILD CORP COM 89055F103 939 30,327 SH   DFND 4 27,678 0 2,649
TORCHMARK CORP COM 891027104 21,554 382,160 SH   DFND 3 381,134 0 1,026
TORCHMARK CORP COM 891027104 8,887 157,524 SH   DFND 4 122,849 0 34,675
TORO CO COM 891092108 123 1,750 SH   DFND 3 0 0 1,750
TORO CO COM 891092108 216 3,059 SH   DFND 4 3,059 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 211,335 5,383,316 SH   DFND 3 5,383,316 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 83,005 2,115,803 SH   DFND 4 1,760,379 0 355,424
TOTAL SYS SVCS INC COM 891906109 21,902 482,110 SH   DFND 3 480,774 0 1,336
TOTAL SYS SVCS INC COM 891906109 8,084 177,943 SH   DFND 4 145,135 0 32,808
TOWER INTL INC COM 891826109 71 3,056 SH   DFND 4 0 0 3,056
TOWERS WATSON & CO CL A 891894107 22,722 193,573 SH   DFND 3 191,355 0 2,218
TOWERS WATSON & CO CL A 891894107 7,430 63,299 SH   DFND 4 52,864 0 10,435
TOWNEBANK PORTSMOUTH VA COM 89214P109 121 6,362 SH   DFND 4 0 0 6,362
TRACTOR SUPPLY CO COM 892356106 25,174 298,553 SH   DFND 3 297,442 0 1,111
TRACTOR SUPPLY CO COM 892356106 10,586 125,551 SH   DFND 4 92,696 0 32,855
TRANSALTA CORP COM 89346D107 81 17,451 SH   DFND 3 17,451 0 0
TRANSALTA CORP COM 89346D107 2,218 479,723 SH   DFND 4 411,294 0 68,429
TRANSCANADA CORP COM 89353D107 65,016 2,065,610 SH   DFND 3 2,065,610 0 0
TRANSCANADA CORP COM 89353D107 100,927 3,206,751 SH   DFND 4 3,054,736 0 152,015
TRANSDIGM GROUP INC COM 893641100 29,920 140,858 SH   DFND 3 140,858 0 0
TRANSDIGM GROUP INC COM 893641100 11,579 54,508 SH   DFND 4 46,112 0 8,396
TRAVELERS COMPANIES INC COM 89417E109 93,466 939,077 SH   DFND 3 936,482 0 2,595
TRAVELERS COMPANIES INC COM 89417E109 63,139 634,250 SH   DFND 4 521,083 0 113,167
TRECORA RES COM 894648104 43 3,652 SH   DFND 4 0 0 3,652
TREDEGAR CORP COM 894650100 49 3,720 SH   DFND 4 0 0 3,720
TREEHOUSE FOODS INC COM 89469A104 136 1,752 SH   DFND 3 380 0 1,372
TREEHOUSE FOODS INC COM 89469A104 1,577 20,203 SH   DFND 4 12,627 0 7,576
TREX CO INC COM 89531P105 200 6,103 SH   DFND 4 1,267 0 4,836
TRI POINTE GROUP INC COM 87265H109 62 4,700 SH   DFND 3 0 0 4,700
TRI POINTE GROUP INC COM 87265H109 381 29,190 SH   DFND 4 7,916 0 21,274
TRIANGLE CAP CORP COM 895848109 701 42,521 SH   DFND 4 42,521 0 0
TRIANGLE PETE CORP COM NEW 89600B201 14 10,584 SH   DFND 4 0 0 10,584
TRIBUNE MEDIA CO CL A 896047503 166 4,665 SH   DFND 4 4,665 0 0
TRIBUNE PUBG CO COM 896082104 21 2,795 SH   DFND 4 0 0 2,795
TRICO BANCSHARES COM 896095106 106 4,310 SH   DFND 4 0 0 4,310
TRIMAS CORP COM NEW 896215209 139 8,685 SH   DFND 4 2,233 0 6,452
TRIMBLE NAVIGATION LTD COM 896239100 13,920 847,725 SH   DFND 3 839,418 0 8,307
TRIMBLE NAVIGATION LTD COM 896239100 3,814 232,282 SH   DFND 4 197,809 0 34,473
TRINA SOLAR LIMITED SPON ADR 89628E104 313 34,990 SH   DFND 4 34,990 0 0
TRINET GROUP INC COM 896288107 118 7,030 SH   DFND 4 2,589 0 4,441
TRINITY INDS INC COM 896522109 152 6,689 SH   DFND 3 1,731 0 4,958
TRINITY INDS INC COM 896522109 1,318 58,083 SH   DFND 4 53,758 0 4,325
TRIPADVISOR INC COM 896945201 18,575 294,751 SH   DFND 3 293,840 0 911
TRIPADVISOR INC COM 896945201 6,539 103,756 SH   DFND 4 73,980 0 29,776
TRISTATE CAP HLDGS INC COM 89678F100 45 3,613 SH   DFND 4 0 0 3,613
TRIUMPH GROUP INC NEW COM 896818101 103 2,449 SH   DFND 3 873 0 1,576
TRIUMPH GROUP INC NEW COM 896818101 872 20,698 SH   DFND 4 18,988 0 1,710
TRUEBLUE INC COM 89785X101 194 8,694 SH   DFND 4 2,822 0 5,872
TRUECAR INC COM 89785L107 44 8,746 SH   DFND 4 0 0 8,746
TRUSTCO BK CORP N Y COM 898349105 112 19,251 SH   DFND 4 5,525 0 13,726
TRUSTMARK CORP COM 898402102 74 3,211 SH   DFND 3 1,060 0 2,151
TRUSTMARK CORP COM 898402102 997 43,130 SH   DFND 4 33,337 0 9,793
TTM TECHNOLOGIES INC COM 87305R109 58 9,502 SH   DFND 4 0 0 9,502
TUESDAY MORNING CORP COM NEW 899035505 37 6,940 SH   DFND 4 0 0 6,940
TUMI HLDGS INC COM 89969Q104 203 11,464 SH   DFND 4 4,193 0 7,271
TUPPERWARE BRANDS CORP COM 899896104 104 2,105 SH   DFND 3 510 0 1,595
TUPPERWARE BRANDS CORP COM 899896104 964 19,483 SH   DFND 4 18,072 0 1,411
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 90 10,317 SH   DFND 4 10,317 0 0
TURQUOISE HILL RES LTD COM 900435108 6,268 2,464,302 SH   DFND 3 2,464,302 0 0
TURQUOISE HILL RES LTD COM 900435108 1,243 488,686 SH   DFND 4 351,294 0 137,392
TUTOR PERINI CORP COM 901109108 33 2,020 SH   DFND 3 2,020 0 0
TUTOR PERINI CORP COM 901109108 820 50,070 SH   DFND 4 40,303 0 9,767
TWENTY FIRST CENTY FOX INC CL B 90130A200 33,426 1,234,808 SH   DFND 3 1,233,508 0 1,300
TWENTY FIRST CENTY FOX INC CL B 90130A200 11,099 410,002 SH   DFND 4 360,145 0 49,857
TWENTY FIRST CENTY FOX INC CL A 90130A101 100,579 3,727,914 SH   DFND 3 3,715,333 0 12,581
TWENTY FIRST CENTY FOX INC CL A 90130A101 42,055 1,559,766 SH   DFND 4 1,165,364 0 394,402
TWIN DISC INC COM 901476101 15 1,227 SH   DFND 4 0 0 1,227
TWITTER INC COM 90184L102 34,339 1,274,658 SH   DFND 3 1,274,658 0 0
TWITTER INC COM 90184L102 10,222 379,424 SH   DFND 4 308,755 0 70,669
TWO HBRS INVT CORP COM 90187B101 41 4,641 SH   DFND 3 4,641 0 0
TWO HBRS INVT CORP COM 90187B101 1,231 139,696 SH   DFND 4 129,982 0 9,714
TYLER TECHNOLOGIES INC COM 902252105 161 1,077 SH   DFND 3 0 0 1,077
TYLER TECHNOLOGIES INC COM 902252105 923 6,253 SH   DFND 4 1,619 0 4,634
TYSON FOODS INC CL A 902494103 160 3,720 SH   DFND 2 0 0 3,720
TYSON FOODS INC CL A 902494103 40,003 928,155 SH   DFND 3 925,639 0 2,516
TYSON FOODS INC CL A 902494103 20,012 464,328 SH   DFND 4 383,224 0 81,104
U S CONCRETE INC COM NEW 90333L201 121 2,621 SH   DFND 4 0 0 2,621
U S G CORP COM NEW 903293405 107 4,010 SH   DFND 4 4,010 0 0
U S PHYSICAL THERAPY INC COM 90337L108 91 2,047 SH   DFND 4 0 0 2,047
U S SILICA HLDGS INC COM 90346E103 158 11,129 SH   DFND 4 3,250 0 7,879
UBIQUITI NETWORKS INC COM 90347A100 202 6,039 SH   DFND 4 1,646 0 4,393
UDR INC COM 902653104 701 20,333 SH   DFND 3 11,922 0 8,411
UDR INC COM 902653104 21,151 613,433 SH   DFND 4 572,445 0 40,988
UGI CORP NEW COM 902681105 317 9,103 SH   DFND 3 3,583 0 5,520
UGI CORP NEW COM 902681105 3,180 91,541 SH   DFND 4 82,858 0 8,683
UIL HLDG CORP COM 902748102 67 1,338 SH   DFND 3 1,338 0 0
UIL HLDG CORP COM 902748102 8,614 171,351 SH   DFND 4 160,709 0 10,642
ULTA SALON COSMETCS & FRAG I COM 90384S303 18,699 114,471 SH   DFND 3 114,471 0 0
ULTA SALON COSMETCS & FRAG I COM 90384S303 8,224 50,348 SH   DFND 4 42,395 0 7,953
ULTIMATE SOFTWARE GROUP INC COM 90385D107 164 914 SH   DFND 3 0 0 914
ULTIMATE SOFTWARE GROUP INC COM 90385D107 249 1,392 SH   DFND 4 1,392 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 33 5,706 SH   DFND 4 0 0 5,706
ULTRA PETROLEUM CORP COM 903914109 205 32,026 SH   DFND 4 11,729 0 20,297
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 664 7,156 SH   DFND 4 1,945 0 5,211
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 347 20,787 SH   DFND 4 20,787 0 0
ULTRATECH INC COM 904034105 80 5,043 SH   DFND 4 0 0 5,043
UMB FINL CORP COM 902788108 387 7,655 SH   DFND 4 2,186 0 5,469
UMPQUA HLDGS CORP COM 904214103 146 8,927 SH   DFND 3 1,875 0 7,052
UMPQUA HLDGS CORP COM 904214103 1,055 64,872 SH   DFND 4 34,082 0 30,790
UNDER ARMOUR INC CL A 904311107 48,706 503,270 SH   DFND 3 501,802 0 1,468
UNDER ARMOUR INC CL A 904311107 17,302 178,776 SH   DFND 4 139,072 0 39,704
UNIFI INC COM NEW 904677200 82 2,736 SH   DFND 4 0 0 2,736
UNIFIRST CORP MASS COM 904708104 299 2,816 SH   DFND 4 722 0 2,094
UNILIFE CORP NEW COM 90478E103 18 20,763 SH   DFND 4 0 0 20,763
UNION BANKSHARES CORP NEW COM 90539J109 163 6,831 SH   DFND 4 0 0 6,831
UNION PAC CORP COM 907818108 226,873 2,566,144 SH   DFND 3 2,559,014 0 7,130
UNION PAC CORP COM 907818108 93,237 1,054,703 SH   DFND 4 825,988 0 228,715
UNISYS CORP COM NEW 909214306 37 3,077 SH   DFND 3 3,077 0 0
UNISYS CORP COM NEW 909214306 806 67,794 SH   DFND 4 54,151 0 13,643
UNIT CORP COM 909218109 16 1,461 SH   DFND 3 1,461 0 0
UNIT CORP COM 909218109 534 47,196 SH   DFND 4 38,117 0 9,079
UNITED BANKSHARES INC WEST V COM 909907107 470 12,554 SH   DFND 4 2,601 0 9,953
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 152 7,437 SH   DFND 4 0 0 7,437
UNITED CONTL HLDGS INC COM 910047109 14,935 281,522 SH   DFND 3 278,397 0 3,125
UNITED CONTL HLDGS INC COM 910047109 8,382 157,965 SH   DFND 4 106,734 0 51,231
UNITED DEV FDG IV COM 910187103 70 3,912 SH   DFND 4 0 0 3,912
UNITED FINL BANCORP INC NEW COM 910304104 104 7,936 SH   DFND 4 0 0 7,936
UNITED FIRE GROUP INC COM 910340108 108 3,066 SH   DFND 4 0 0 3,066
UNITED INS HLDGS CORP COM 910710102 42 3,214 SH   DFND 4 0 0 3,214
UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1 499 SH   DFND 4 499 0 0
UNITED NAT FOODS INC COM 911163103 113 2,332 SH   DFND 3 730 0 1,602
UNITED NAT FOODS INC COM 911163103 1,409 28,733 SH   DFND 4 19,790 0 8,943
UNITED PARCEL SERVICE INC CL B 911312106 201,485 2,041,591 SH   DFND 3 2,035,940 0 5,651
UNITED PARCEL SERVICE INC CL B 911312106 119,601 1,212,193 SH   DFND 4 992,326 0 219,867
UNITED RENTALS INC COM 911363109 13,646 227,248 SH   DFND 3 226,458 0 790
UNITED RENTALS INC COM 911363109 5,633 93,763 SH   DFND 4 69,933 0 23,830
UNITED STATES CELLULAR CORP COM 911684108 27 767 SH   DFND 4 767 0 0
UNITED STATES LIME & MINERAL COM 911922102 11 229 SH   DFND 4 0 0 229
UNITED STATES STL CORP NEW COM 912909108 132 12,682 SH   DFND 3 8,022 0 4,660
UNITED STATES STL CORP NEW COM 912909108 2,026 194,362 SH   DFND 4 178,220 0 16,142
UNITED TECHNOLOGIES CORP COM 913017109 215,693 2,423,785 SH   DFND 3 2,417,045 0 6,740
UNITED TECHNOLOGIES CORP COM 913017109 94,663 1,063,693 SH   DFND 4 849,612 0 214,081
UNITED THERAPEUTICS CORP DEL COM 91307C102 222 1,693 SH   DFND 3 215 0 1,478
UNITED THERAPEUTICS CORP DEL COM 91307C102 3,237 24,663 SH   DFND 4 20,447 0 4,216
UNITEDHEALTH GROUP INC COM 91324P102 329,103 2,836,852 SH   DFND 3 2,829,025 0 7,827
UNITEDHEALTH GROUP INC COM 91324P102 191,633 1,652,085 SH   DFND 4 1,370,045 0 282,040
UNITIL CORP COM 913259107 70 1,929 SH   DFND 4 0 0 1,929
UNIVERSAL AMERN CORP NEW COM 91338E101 56 7,774 SH   DFND 4 0 0 7,774
UNIVERSAL CORP VA COM 913456109 31 620 SH   DFND 3 620 0 0
UNIVERSAL CORP VA COM 913456109 1,349 27,166 SH   DFND 4 21,993 0 5,173
UNIVERSAL DISPLAY CORP COM 91347P105 325 9,564 SH   DFND 4 3,724 0 5,840
UNIVERSAL ELECTRS INC COM 913483103 99 2,363 SH   DFND 4 0 0 2,363
UNIVERSAL FST PRODS INC COM 913543104 247 4,274 SH   DFND 4 1,345 0 2,929
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 21 451 SH   DFND 3 451 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,101 23,445 SH   DFND 4 21,675 0 1,770
UNIVERSAL HLTH SVCS INC CL B 913903100 34,730 278,263 SH   DFND 3 277,520 0 743
UNIVERSAL HLTH SVCS INC CL B 913903100 16,577 132,855 SH   DFND 4 110,257 0 22,598
UNIVERSAL INS HLDGS INC COM 91359V107 168 5,868 SH   DFND 4 0 0 5,868
UNIVERSAL TECHNICAL INST INC COM 913915104 14 3,882 SH   DFND 4 0 0 3,882
UNIVEST CORP PA COM 915271100 55 2,909 SH   DFND 4 0 0 2,909
UNUM GROUP COM 91529Y106 23,642 736,982 SH   DFND 3 734,950 0 2,032
UNUM GROUP COM 91529Y106 13,941 434,677 SH   DFND 4 359,374 0 75,303
URBAN EDGE PPTYS COM 91704F104 127 5,884 SH   DFND 3 2,936 0 2,948
URBAN EDGE PPTYS COM 91704F104 3,402 157,499 SH   DFND 4 146,068 0 11,431
URBAN OUTFITTERS INC COM 917047102 9,399 319,918 SH   DFND 3 319,126 0 792
URBAN OUTFITTERS INC COM 917047102 3,856 131,236 SH   DFND 4 107,973 0 23,263
URSTADT BIDDLE PPTYS INC CL A 917286205 16 834 SH   DFND 3 834 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 859 45,841 SH   DFND 4 42,322 0 3,519
US BANCORP DEL COM NEW 902973304 215,975 5,266,390 SH   DFND 3 5,252,686 0 13,704
US BANCORP DEL COM NEW 902973304 103,824 2,531,655 SH   DFND 4 2,025,375 0 506,280
US ECOLOGY INC COM 91732J102 192 4,407 SH   DFND 4 1,226 0 3,181
USANA HEALTH SCIENCES INC COM 90328M107 185 1,351 SH   DFND 4 250 0 1,101
V F CORP COM 918204108 66,832 979,804 SH   DFND 3 977,036 0 2,768
V F CORP COM 918204108 30,808 451,711 SH   DFND 4 344,888 0 106,823
VAIL RESORTS INC COM 91879Q109 733 7,060 SH   DFND 4 1,863 0 5,197
VALE S A ADR REPSTG PFD 91912E204 2,831 843,744 SH   DFND 4 843,744 0 0
VALE S A ADR 91912E105 513 122,851 SH   DFND 4 122,851 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 164,056 923,338 SH   DFND 3 923,338 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 55,333 311,565 SH   DFND 4 260,578 0 50,987
VALERO ENERGY CORP NEW COM 91913Y100 88,564 1,473,604 SH   DFND 3 1,469,486 0 4,118
VALERO ENERGY CORP NEW COM 91913Y100 59,078 983,072 SH   DFND 4 818,289 0 164,783
VALLEY NATL BANCORP COM 919794107 134 13,630 SH   DFND 3 6,146 0 7,484
VALLEY NATL BANCORP COM 919794107 1,753 178,684 SH   DFND 4 130,573 0 48,111
VALMONT INDS INC COM 920253101 103 1,084 SH   DFND 3 331 0 753
VALMONT INDS INC COM 920253101 359 3,781 SH   DFND 4 3,362 0 419
VALSPAR CORP COM 920355104 234 3,251 SH   DFND 3 860 0 2,391
VALSPAR CORP COM 920355104 1,854 25,768 SH   DFND 4 23,684 0 2,084
VANDA PHARMACEUTICALS INC COM 921659108 73 6,427 SH   DFND 4 0 0 6,427
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 20 240 SH   DFND 1 0 0 240
VANTIV INC CL A 92210H105 36 807 SH   DFND 3 807 0 0
VANTIV INC CL A 92210H105 1,896 42,197 SH   DFND 4 26,509 0 15,688
VARIAN MED SYS INC COM 92220P105 20,503 277,893 SH   DFND 3 277,081 0 812
VARIAN MED SYS INC COM 92220P105 18,017 244,032 SH   DFND 4 201,455 0 42,577
VASCO DATA SEC INTL INC COM 92230Y104 69 4,056 SH   DFND 4 0 0 4,056
VASCULAR SOLUTIONS INC COM 92231M109 100 3,123 SH   DFND 4 0 0 3,123
VCA INC COM 918194101 198 3,758 SH   DFND 3 1,130 0 2,628
VCA INC COM 918194101 1,218 23,138 SH   DFND 4 22,491 0 647
VECTOR GROUP LTD COM 92240M108 348 15,476 SH   DFND 4 4,203 0 11,273
VECTREN CORP COM 92240G101 212 5,044 SH   DFND 3 2,402 0 2,642
VECTREN CORP COM 92240G101 11,270 268,340 SH   DFND 4 263,908 0 4,432
VECTRUS INC COM 92242T101 21 958 SH   DFND 4 0 0 958
VEDANTA LTD SPONSORED ADR 92242Y100 187 36,100 SH   DFND 4 36,100 0 0
VEECO INSTRS INC DEL COM 922417100 205 10,051 SH   DFND 4 4,239 0 5,812
VEEVA SYS INC CL A COM 922475108 86 3,685 SH   DFND 4 3,685 0 0
VENTAS INC COM 92276F100 55,366 987,621 SH   DFND 3 984,927 0 2,694
VENTAS INC COM 92276F100 57,934 1,033,381 SH   DFND 4 921,638 0 111,743
VERA BRADLEY INC COM 92335C106 51 4,181 SH   DFND 4 0 0 4,181
VEREIT INC COM 92339V100 19,833 2,569,086 SH   DFND 3 2,569,086 0 0
VEREIT INC COM 92339V100 17,507 2,267,706 SH   DFND 4 2,129,930 0 137,776
VERIFONE SYS INC COM 92342Y109 134 4,839 SH   DFND 3 1,182 0 3,657
VERIFONE SYS INC COM 92342Y109 824 29,721 SH   DFND 4 26,968 0 2,753
VERINT SYS INC COM 92343X100 503 11,841 SH   DFND 4 3,047 0 8,794
VERISIGN INC COM 92343E102 25,567 362,343 SH   DFND 3 361,490 0 853
VERISIGN INC COM 92343E102 9,175 130,029 SH   DFND 4 99,795 0 30,234
VERISK ANALYTICS INC COM 92345Y106 34,600 468,140 SH   DFND 3 468,140 0 0
VERISK ANALYTICS INC COM 92345Y106 10,235 138,481 SH   DFND 4 116,886 0 21,595
VERITIV CORP COM 923454102 6 172 SH   DFND 3 172 0 0
VERITIV CORP COM 923454102 234 6,276 SH   DFND 4 6,131 0 145
VERIZON COMMUNICATIONS INC COM 92343V104 1,113 25,590 SH   DFND 2 0 0 25,590
VERIZON COMMUNICATIONS INC COM 92343V104 527,786 12,130,083 SH   DFND 3 12,096,872 0 33,211
VERIZON COMMUNICATIONS INC COM 92343V104 365,682 8,400,055 SH   DFND 4 7,186,395 0 1,213,660
VERMILION ENERGY INC COM 923725105 68 2,122 SH   DFND 3 2,122 0 0
VERMILION ENERGY INC COM 923725105 3,461 108,028 SH   DFND 4 80,819 0 27,209
VERSARTIS INC COM 92529L102 52 4,502 SH   DFND 4 0 0 4,502
VERTEX PHARMACEUTICALS INC COM 92532F100 218 2,096 SH   DFND 2 0 0 2,096
VERTEX PHARMACEUTICALS INC COM 92532F100 74,156 712,077 SH   DFND 3 710,093 0 1,984
VERTEX PHARMACEUTICALS INC COM 92532F100 26,574 255,178 SH   DFND 4 198,716 0 56,462
VIACOM INC NEW CL B 92553P201 44,475 1,030,707 SH   DFND 3 1,027,797 0 2,910
VIACOM INC NEW CL B 92553P201 19,441 450,509 SH   DFND 4 347,738 0 102,771
VIAD CORP COM NEW 92552R406 112 3,884 SH   DFND 4 0 0 3,884
VIASAT INC COM 92552V100 529 8,196 SH   DFND 4 2,365 0 5,831
VIAVI SOLUTIONS INC COM 925550105 47 8,816 SH   DFND 4 8,816 0 0
VIMPELCOM LTD SPONSORED ADR 92719A106 231 56,103 SH   DFND 4 56,103 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 8 250 SH   DFND 4 250 0 0
VINCE HLDG CORP COM 92719W108 7 2,084 SH   DFND 4 0 0 2,084
VIOLIN MEMORY INC COM 92763A101 22 14,893 SH   DFND 4 0 0 14,893
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,058 63,000 SH   DFND 4 63,000 0 0
VIRGIN AMER INC COM VTG 92765X208 54 1,563 SH   DFND 4 0 0 1,563
VIRNETX HLDG CORP COM 92823T108 21 6,003 SH   DFND 4 0 0 6,003
VIRTUS INVT PARTNERS INC COM 92828Q109 131 1,312 SH   DFND 4 303 0 1,009
VIRTUSA CORP COM 92827P102 262 5,116 SH   DFND 4 1,368 0 3,748
VISA INC COM CL A 92826C839 799 11,466 SH   DFND 2 0 0 11,466
VISA INC COM CL A 92826C839 395,991 5,684,627 SH   DFND 3 5,668,704 0 15,923
VISA INC COM CL A 92826C839 161,543 2,319,516 SH   DFND 4 1,788,410 0 531,106
VISHAY INTERTECHNOLOGY INC COM 928298108 97 10,004 SH   DFND 3 5,651 0 4,353
VISHAY INTERTECHNOLOGY INC COM 928298108 1,416 146,706 SH   DFND 4 119,926 0 26,780
VISTA OUTDOOR INC COM 928377100 90 2,033 SH   DFND 3 0 0 2,033
VISTA OUTDOOR INC COM 928377100 135 3,041 SH   DFND 4 3,041 0 0
VISTEON CORP COM NEW 92839U206 124 1,221 SH   DFND 3 1,221 0 0
VISTEON CORP COM NEW 92839U206 3,373 33,314 SH   DFND 4 30,510 0 2,804
VITAL THERAPIES INC COM 92847R104 16 3,792 SH   DFND 4 0 0 3,792
VITAMIN SHOPPE INC COM 92849E101 193 5,958 SH   DFND 4 1,621 0 4,337
VIVINT SOLAR INC COM 92854Q106 12 1,128 SH   DFND 4 0 0 1,128
VIVUS INC COM 928551100 21 12,677 SH   DFND 4 0 0 12,677
VMWARE INC CL A COM 928563402 17,406 220,917 SH   DFND 3 220,917 0 0
VMWARE INC CL A COM 928563402 5,653 71,765 SH   DFND 4 54,679 0 17,086
VOCERA COMMUNICATIONS INC COM 92857F107 46 4,138 SH   DFND 4 0 0 4,138
VONAGE HLDGS CORP COM 92886T201 152 25,475 SH   DFND 4 0 0 25,475
VORNADO RLTY TR SH BEN INT 929042109 45,361 501,669 SH   DFND 3 500,243 0 1,426
VORNADO RLTY TR SH BEN INT 929042109 43,697 483,229 SH   DFND 4 436,351 0 46,878
VOYA FINL INC COM 929089100 21,782 561,834 SH   DFND 3 561,834 0 0
VOYA FINL INC COM 929089100 9,563 246,688 SH   DFND 4 209,535 0 37,153
VSE CORP COM 918284100 28 682 SH   DFND 4 0 0 682
VULCAN MATLS CO COM 929160109 34,458 386,298 SH   DFND 3 385,217 0 1,081
VULCAN MATLS CO COM 929160109 14,505 162,679 SH   DFND 4 127,672 0 35,007
VWR CORP COM 91843L103 82 3,178 SH   DFND 4 3,178 0 0
W & T OFFSHORE INC COM 92922P106 20 6,580 SH   DFND 4 0 0 6,580
W P CAREY INC COM 92936U109 8,826 152,666 SH   DFND 4 152,666 0 0
W P CAREY INC COM 92936U109 185 3,198 SH   DFND 3 3,198 0 0
WABASH NATL CORP COM 929566107 105 10,155 SH   DFND 4 0 0 10,155
WABCO HLDGS INC COM 92927K102 31 298 SH   DFND 3 298 0 0
WABCO HLDGS INC COM 92927K102 2,262 21,580 SH   DFND 4 16,880 0 4,700
WABTEC CORP COM 929740108 18,811 213,645 SH   DFND 3 210,552 0 3,093
WABTEC CORP COM 929740108 5,561 63,159 SH   DFND 4 46,894 0 16,265
WADDELL & REED FINL INC CL A 930059100 119 3,416 SH   DFND 3 720 0 2,696
WADDELL & REED FINL INC CL A 930059100 653 18,778 SH   DFND 4 18,778 0 0
WAGEWORKS INC COM 930427109 307 6,798 SH   DFND 4 1,680 0 5,118
WAL-MART STORES INC COM 931142103 306,836 4,732,198 SH   DFND 3 4,719,349 0 12,849
WAL-MART STORES INC COM 931142103 184,626 2,848,106 SH   DFND 4 2,333,845 0 514,261
WALGREENS BOOTS ALLIANCE INC COM 931427108 215,397 2,592,024 SH   DFND 3 2,584,918 0 7,106
WALGREENS BOOTS ALLIANCE INC COM 931427108 89,119 1,072,530 SH   DFND 4 843,872 0 228,658
WALKER & DUNLOP INC COM 93148P102 88 3,472 SH   DFND 4 0 0 3,472
WALTER INVT MGMT CORP COM 93317W102 332 20,319 SH   DFND 4 14,912 0 5,407
WASHINGTON FED INC COM 938824109 111 4,900 SH   DFND 3 1,870 0 3,030
WASHINGTON FED INC COM 938824109 1,257 55,395 SH   DFND 4 39,040 0 16,355
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 81 3,242 SH   DFND 3 3,242 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3,794 152,137 SH   DFND 4 142,720 0 9,417
WASHINGTON TR BANCORP COM 940610108 103 2,690 SH   DFND 4 0 0 2,690
WASTE CONNECTIONS INC COM 941053100 226 4,657 SH   DFND 3 690 0 3,967
WASTE CONNECTIONS INC COM 941053100 2,022 41,652 SH   DFND 4 39,204 0 2,448
WASTE MGMT INC DEL COM 94106L109 67,272 1,350,566 SH   DFND 3 1,347,101 0 3,465
WASTE MGMT INC DEL COM 94106L109 42,155 846,805 SH   DFND 4 680,309 0 166,496
WATERS CORP COM 941848103 89 749 SH   DFND 2 0 0 749
WATERS CORP COM 941848103 28,137 238,024 SH   DFND 3 237,350 0 674
WATERS CORP COM 941848103 13,488 114,097 SH   DFND 4 90,261 0 23,836
WATERSTONE FINL INC MD COM 94188P101 86 6,361 SH   DFND 4 0 0 6,361
WATSCO INC COM 942622200 131 1,109 SH   DFND 3 287 0 822
WATSCO INC COM 942622200 1,105 9,325 SH   DFND 4 9,325 0 0
WATTS WATER TECHNOLOGIES INC CL A 942749102 350 6,631 SH   DFND 4 2,582 0 4,049
WAUSAU PAPER CORP COM 943315101 48 7,402 SH   DFND 4 0 0 7,402
WAYFAIR INC CL A 94419L101 69 2,014 SH   DFND 4 0 0 2,014
WCI CMNTYS INC COM PAR $0.01 92923C807 35 1,570 SH   DFND 4 0 0 1,570
WD-40 CO COM 929236107 244 2,732 SH   DFND 4 553 0 2,179
WEB COM GROUP INC COM 94733A104 161 7,732 SH   DFND 4 0 0 7,732
WEBMD HEALTH CORP COM 94770V102 289 7,413 SH   DFND 4 1,929 0 5,484
WEBSTER FINL CORP CONN COM 947890109 153 4,285 SH   DFND 3 1,380 0 2,905
WEBSTER FINL CORP CONN COM 947890109 1,648 46,344 SH   DFND 4 30,711 0 15,633
WEC ENERGY GROUP INC COM 92939U106 48,189 922,813 SH   DFND 3 920,247 0 2,566
WEC ENERGY GROUP INC COM 92939U106 73,979 1,417,180 SH   DFND 4 1,309,473 0 107,707
WEIBO CORP SPONSORED ADR 948596101 71 6,100 SH   DFND 4 6,100 0 0
WEIGHT WATCHERS INTL INC NEW COM 948626106 25 3,969 SH   DFND 4 0 0 3,969
WEINGARTEN RLTY INVS SH BEN INT 948741103 10,683 322,648 SH   DFND 3 319,000 0 3,648
WEINGARTEN RLTY INVS SH BEN INT 948741103 8,701 262,781 SH   DFND 4 259,682 0 3,099
WEIS MKTS INC COM 948849104 123 2,951 SH   DFND 4 871 0 2,080
WELLCARE HEALTH PLANS INC COM 94946T106 222 2,572 SH   DFND 3 1,163 0 1,409
WELLCARE HEALTH PLANS INC COM 94946T106 3,553 41,311 SH   DFND 4 31,778 0 9,533
WELLS FARGO & CO NEW COM 949746101 786,465 15,315,782 SH   DFND 3 15,277,449 0 38,333
WELLS FARGO & CO NEW COM 949746101 356,011 6,933,828 SH   DFND 4 5,570,469 0 1,363,359
WELLTOWER INC COM 95040Q104 71,320 1,053,160 SH   DFND 3 1,050,301 0 2,859
WELLTOWER INC COM 95040Q104 73,241 1,081,358 SH   DFND 4 976,070 0 105,288
WENDYS CO COM 95058W100 103 11,910 SH   DFND 3 4,200 0 7,710
WENDYS CO COM 95058W100 776 89,745 SH   DFND 4 33,431 0 56,314
WERNER ENTERPRISES INC COM 950755108 63 2,492 SH   DFND 3 1,070 0 1,422
WERNER ENTERPRISES INC COM 950755108 786 31,215 SH   DFND 4 24,920 0 6,295
WESBANCO INC COM 950810101 239 7,550 SH   DFND 4 2,314 0 5,236
WESCO AIRCRAFT HLDGS INC COM 950814103 143 11,656 SH   DFND 4 4,068 0 7,588
WESCO INTL INC COM 95082P105 48 1,043 SH   DFND 3 1,043 0 0
WESCO INTL INC COM 95082P105 1,561 33,579 SH   DFND 4 31,712 0 1,867
WEST BANCORPORATION INC CAP STK 95123P106 57 3,103 SH   DFND 4 0 0 3,103
WEST CORP COM 952355204 196 8,740 SH   DFND 4 2,676 0 6,064
WEST PHARMACEUTICAL SVSC INC COM 955306105 124 2,300 SH   DFND 3 0 0 2,300
WEST PHARMACEUTICAL SVSC INC COM 955306105 754 13,800 SH   DFND 4 3,415 0 10,385
WESTAMERICA BANCORPORATION COM 957090103 232 5,256 SH   DFND 4 1,432 0 3,824
WESTAR ENERGY INC COM 95709T100 316 8,227 SH   DFND 3 3,712 0 4,515
WESTAR ENERGY INC COM 95709T100 18,370 477,945 SH   DFND 4 471,513 0 6,432
WESTERN ALLIANCE BANCORP COM 957638109 521 16,940 SH   DFND 4 4,545 0 12,395
WESTERN ASSET MTG CAP CORP COM 95790D105 109 8,723 SH   DFND 4 0 0 8,723
WESTERN DIGITAL CORP COM 958102105 48,448 609,872 SH   DFND 3 607,992 0 1,880
WESTERN DIGITAL CORP COM 958102105 21,929 276,199 SH   DFND 4 219,351 0 56,848
WESTERN REFNG INC COM 959319104 175 3,971 SH   DFND 3 1,710 0 2,261
WESTERN REFNG INC COM 959319104 2,237 50,773 SH   DFND 4 37,229 0 13,544
WESTERN UN CO COM 959802109 30,273 1,648,830 SH   DFND 3 1,644,626 0 4,204
WESTERN UN CO COM 959802109 15,388 838,176 SH   DFND 4 685,998 0 152,178
WESTLAKE CHEM CORP COM 960413102 4,895 94,341 SH   DFND 3 94,341 0 0
WESTLAKE CHEM CORP COM 960413102 1,256 24,203 SH   DFND 4 17,760 0 6,443
WESTMORELAND COAL CO COM 960878106 29 2,151 SH   DFND 4 0 0 2,151
WESTROCK CO COM 96145D105 36,636 712,218 SH   DFND 3 710,095 0 2,123
WESTROCK CO COM 96145D105 15,346 298,409 SH   DFND 4 234,159 0 64,250
WESTWOOD HLDGS GROUP INC COM 961765104 70 1,303 SH   DFND 4 0 0 1,303
WEX INC COM 96208T104 107 1,237 SH   DFND 3 0 0 1,237
WEX INC COM 96208T104 165 1,895 SH   DFND 4 1,895 0 0
WEYERHAEUSER CO COM 962166104 41,956 1,534,611 SH   DFND 3 1,530,395 0 4,216
WEYERHAEUSER CO COM 962166104 23,241 850,104 SH   DFND 4 697,429 0 152,675
WGL HLDGS INC COM 92924F106 194 3,368 SH   DFND 3 1,780 0 1,588
WGL HLDGS INC COM 92924F106 2,434 42,394 SH   DFND 4 32,688 0 9,706
WHIRLPOOL CORP COM 963320106 35,502 241,087 SH   DFND 3 240,447 0 640
WHIRLPOOL CORP COM 963320106 16,418 111,499 SH   DFND 4 89,607 0 21,892
WHITE MTNS INS GROUP LTD COM G9618E107 169 227 SH   DFND 4 227 0 0
WHITESTONE REIT COM 966084204 47 4,148 SH   DFND 4 0 0 4,148
WHITEWAVE FOODS CO COM 966244105 259 6,453 SH   DFND 3 850 0 5,603
WHITEWAVE FOODS CO COM 966244105 3,512 87,484 SH   DFND 4 72,684 0 14,800
WHITING PETE CORP NEW COM 966387102 8,247 540,106 SH   DFND 3 540,106 0 0
WHITING PETE CORP NEW COM 966387102 2,726 178,772 SH   DFND 4 148,307 0 30,465
WHOLE FOODS MKT INC COM 966837106 30,723 970,702 SH   DFND 3 967,785 0 2,917
WHOLE FOODS MKT INC COM 966837106 13,046 412,227 SH   DFND 4 313,931 0 98,296
WILEY JOHN & SONS INC CL A 968223206 104 2,079 SH   DFND 3 500 0 1,579
WILEY JOHN & SONS INC CL A 968223206 724 14,470 SH   DFND 4 14,470 0 0
WILLIAMS CLAYTON ENERGY INC COM 969490101 31 816 SH   DFND 4 0 0 816
WILLIAMS COS INC DEL COM 969457100 37,784 1,025,639 SH   DFND 4 834,488 0 191,151
WILLIAMS COS INC DEL COM 969457100 80,391 2,181,565 SH   DFND 3 2,175,998 0 5,567
WILLIAMS SONOMA INC COM 969904101 284 3,715 SH   DFND 3 990 0 2,725
WILLIAMS SONOMA INC COM 969904101 2,213 28,997 SH   DFND 4 26,736 0 2,261
WILSHIRE BANCORP INC COM 97186T108 111 10,636 SH   DFND 4 0 0 10,636
WINDSTREAM HLDGS INC COM NEW 97382A200 167 27,259 SH   DFND 2 0 0 27,259
WINDSTREAM HLDGS INC COM NEW 97382A200 109 17,702 SH   DFND 3 17,702 0 0
WINDSTREAM HLDGS INC COM NEW 97382A200 2,338 381,177 SH   DFND 4 359,862 0 21,315
WINNEBAGO INDS INC COM 974637100 107 5,650 SH   DFND 4 1,610 0 4,040
WINTHROP RLTY TR SH BEN INT NEW 976391300 17 1,152 SH   DFND 3 1,152 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 739 51,480 SH   DFND 4 51,480 0 0
WINTRUST FINL CORP COM 97650W108 714 13,423 SH   DFND 4 6,776 0 6,647
WIPRO LTD SPON ADR 1 SH 97651M109 1,742 141,817 SH   DFND 4 90,281 0 51,536
WISDOMTREE INVTS INC COM 97717P104 58 3,594 SH   DFND 3 0 0 3,594
WISDOMTREE INVTS INC COM 97717P104 330 20,740 SH   DFND 4 4,901 0 15,839
WNS HOLDINGS LTD SPON ADR 92932M101 268 9,600 SH   DFND 4 9,600 0 0
WOLVERINE WORLD WIDE INC COM 978097103 561 26,152 SH   DFND 4 11,379 0 14,773
WOODWARD INC COM 980745103 105 2,576 SH   DFND 3 716 0 1,860
WOODWARD INC COM 980745103 949 23,279 SH   DFND 4 13,801 0 9,478
WORKDAY INC CL A 98138H101 20,024 290,799 SH   DFND 3 290,799 0 0
WORKDAY INC CL A 98138H101 5,582 81,057 SH   DFND 4 65,989 0 15,068
WORLD ACCEP CORP DEL COM 981419104 32 1,203 SH   DFND 4 0 0 1,203
WORLD FUEL SVCS CORP COM 981475106 211 5,901 SH   DFND 3 3,592 0 2,309
WORLD FUEL SVCS CORP COM 981475106 3,545 99,044 SH   DFND 4 84,847 0 14,197
WORLD WRESTLING ENTMT INC CL A 98156Q108 87 5,223 SH   DFND 4 0 0 5,223
WORTHINGTON INDS INC COM 981811102 72 2,726 SH   DFND 3 1,180 0 1,546
WORTHINGTON INDS INC COM 981811102 893 33,815 SH   DFND 4 26,496 0 7,319
WP GLIMCHER IN COM 92939N102 139 11,961 SH   DFND 3 6,047 0 5,914
WP GLIMCHER IN COM 92939N102 3,734 320,262 SH   DFND 4 320,262 0 0
WPX ENERGY INC COM 98212B103 116 17,503 SH   DFND 3 8,951 0 8,552
WPX ENERGY INC COM 98212B103 1,732 262,670 SH   DFND 4 240,131 0 22,539
WRIGHT MED GROUP INC COM 98235T107 207 9,859 SH   DFND 4 2,816 0 7,043
WSFS FINL CORP COM 929328102 114 3,987 SH   DFND 4 0 0 3,987
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 717 16,600 SH   DFND 4 16,600 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 25,725 357,787 SH   DFND 3 356,809 0 978
WYNDHAM WORLDWIDE CORP COM 98310W108 10,787 150,043 SH   DFND 4 111,226 0 38,817
WYNN RESORTS LTD COM 983134107 12,292 231,399 SH   DFND 3 230,736 0 663
WYNN RESORTS LTD COM 983134107 5,271 99,172 SH   DFND 4 77,510 0 21,662
XCEL ENERGY INC COM 98389B100 52,427 1,480,578 SH   DFND 3 1,476,450 0 4,128
XCEL ENERGY INC COM 98389B100 89,830 2,538,398 SH   DFND 4 2,332,011 0 206,387
XCERRA CORP COM 98400J108 49 7,895 SH   DFND 4 0 0 7,895
XENCOR INC COM 98401F105 60 4,738 SH   DFND 4 0 0 4,738
XENIA HOTELS & RESORTS INC COM 984017103 64 3,671 SH   DFND 3 3,671 0 0
XENIA HOTELS & RESORTS INC COM 984017103 3,432 196,705 SH   DFND 4 182,326 0 14,379
XENOPORT INC COM 98411C100 39 11,340 SH   DFND 4 0 0 11,340
XEROX CORP COM 984121103 31,281 3,214,908 SH   DFND 3 3,206,458 0 8,450
XEROX CORP COM 984121103 18,658 1,918,776 SH   DFND 4 1,559,616 0 359,160
XEROX CORP COM 984121103 73 7,472 SH   DFND 2 0 0 7,472
XILINX INC COM 983919101 30,173 711,629 SH   DFND 3 709,523 0 2,106
XILINX INC COM 983919101 13,135 309,885 SH   DFND 4 242,188 0 67,697
XO GROUP INC COM 983772104 69 4,963 SH   DFND 4 0 0 4,963
XOMA CORP DEL COM 98419J107 13 16,864 SH   DFND 4 0 0 16,864
XOOM CORP COM 98419Q101 116 4,648 SH   DFND 4 0 0 4,648
XPO LOGISTICS INC COM 983793100 317 13,571 SH   DFND 4 4,361 0 9,210
XURA INC COM 98420V107 89 4,061 SH   DFND 4 0 0 4,061
XYLEM INC COM 98419M100 18,550 564,673 SH   DFND 3 563,196 0 1,477
XYLEM INC COM 98419M100 7,452 226,899 SH   DFND 4 177,391 0 49,508
YADKIN FINL CORP COM 984305102 88 4,090 SH   DFND 4 0 0 4,090
YAHOO INC COM 984332106 169 5,860 SH   DFND 2 0 0 5,860
YAHOO INC COM 984332106 75,272 2,603,655 SH   DFND 3 2,596,549 0 7,106
YAHOO INC COM 984332106 31,183 1,078,710 SH   DFND 4 834,021 0 244,689
YAMANA GOLD INC COM 98462Y100 74 44,372 SH   DFND 3 44,372 0 0
YAMANA GOLD INC COM 98462Y100 3,466 2,067,995 SH   DFND 4 1,907,533 0 160,462
YELP INC CL A 985817105 73 3,383 SH   DFND 4 3,383 0 0
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 3 9,570 SH   DFND 4 9,570 0 0
YORK WTR CO COM 987184108 47 2,166 SH   DFND 4 0 0 2,166
YOUKU TUDOU INC SPONSORED ADR 98742U100 361 20,500 SH   DFND 4 20,500 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 62 4,497 SH   DFND 4 0 0 4,497
YUM BRANDS INC COM 988498101 40,206 503,173 SH   DFND 4 384,838 0 118,335
YUM BRANDS INC COM 988498101 101,452 1,268,939 SH   DFND 3 1,265,418 0 3,521
YY INC ADS REPCOM CLA 98426T106 338 6,200 SH   DFND 4 6,200 0 0
ZAFGEN INC COM 98885E103 93 2,907 SH   DFND 4 0 0 2,907
ZEBRA TECHNOLOGIES CORP CL A 989207105 127 1,655 SH   DFND 3 0 0 1,655
ZEBRA TECHNOLOGIES CORP CL A 989207105 195 2,541 SH   DFND 4 2,541 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 152 4,880 SH   DFND 4 0 0 4,880
ZENDESK INC COM 98936J101 209 10,716 SH   DFND 4 2,104 0 8,612
ZILLOW GROUP INC CL A 98954M101 366 12,745 SH   DFND 4 8,877 0 3,868
ZILLOW GROUP INC CL C CAP STK 98954M200 618 22,874 SH   DFND 4 15,138 0 7,736
ZIMMER BIOMET HLDGS INC COM 98956P102 48,133 512,440 SH   DFND 3 511,051 0 1,389
ZIMMER BIOMET HLDGS INC COM 98956P102 21,208 225,800 SH   DFND 4 182,215 0 43,585
ZIONS BANCORPORATION COM 989701107 15,797 573,604 SH   DFND 3 571,939 0 1,665
ZIONS BANCORPORATION COM 989701107 5,408 196,383 SH   DFND 4 163,563 0 32,820
ZIOPHARM ONCOLOGY INC COM 98973P101 203 22,341 SH   DFND 4 5,777 0 16,564
ZIX CORP COM 98974P100 29 6,917 SH   DFND 4 0 0 6,917
ZOES KITCHEN INC COM 98979J109 81 2,083 SH   DFND 4 0 0 2,083
ZOETIS INC CL A 98978V103 59,577 1,446,753 SH   DFND 3 1,443,017 0 3,736
ZOETIS INC CL A 98978V103 24,059 584,339 SH   DFND 4 464,558 0 119,781
ZOGENIX INC COM NEW 98978L204 28 2,125 SH   DFND 4 0 0 2,125
ZS PHARMA INC COM 98979G105 236 3,723 SH   DFND 4 690 0 3,033
ZULILY INC CL A 989774104 156 8,897 SH   DFND 4 0 0 8,897
ZUMIEZ INC COM 989817101 65 4,232 SH   DFND 4 1,113 0 3,119
ZYNGA INC CL A 98986T108 89 38,908 SH   DFND 4 38,908 0 0