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 47 3,943 SH   DFND 4 0 0 3,943
1ST SOURCE CORP COM 336901103 88 2,741 SH   DFND 4 0 0 2,741
3-D SYS CORP DEL COM NEW 88554D205 7,947 289,817 SH   DFND 3 289,817 0 0
3-D SYS CORP DEL COM NEW 88554D205 1,193 43,521 SH   DFND 4 39,823 0 3,698
3M CO COM 88579Y101 295,303 1,790,257 SH   DFND 3 1,790,257 0 0
3M CO COM 88579Y101 118,660 719,317 SH   DFND 4 539,800 0 179,517
51JOB INC SP ADR REP COM 316827104 181 5,600 SH   DFND 4 5,600 0 0
8X8 INC NEW COM 282914100 109 12,949 SH   DFND 4 0 0 12,949
A H BELO CORP COM CL A 001282102 30 3,655 SH   DFND 4 0 0 3,655
AAON INC COM PAR $0.004 000360206 196 8,052 SH   DFND 4 1,754 0 6,298
AAR CORP COM 000361105 397 12,925 SH   DFND 4 7,595 0 5,330
AARONS INC COM PAR $0.50 002535300 44 1,546 SH   DFND 3 1,546 0 0
AARONS INC COM PAR $0.50 002535300 1,282 45,267 SH   DFND 4 43,298 0 1,969
ABAXIS INC COM 002567105 282 4,304 SH   DFND 4 1,028 0 3,276
ABBOTT LABS COM 002824100 195,152 4,212,223 SH   DFND 3 4,212,223 0 0
ABBOTT LABS COM 002824100 115,508 2,491,500 SH   DFND 4 1,988,739 0 502,761
ABBVIE INC COM 00287Y109 831 14,203 SH   DFND 2 0 0 14,203
ABBVIE INC COM 00287Y109 259,738 4,436,939 SH   DFND 3 4,436,939 0 0
ABBVIE INC COM 00287Y109 124,030 2,118,764 SH   DFND 4 1,720,973 0 397,791
ABERCROMBIE & FITCH CO CL A 002896207 52 2,364 SH   DFND 3 2,364 0 0
ABERCROMBIE & FITCH CO CL A 002896207 1,477 67,048 SH   DFND 4 61,835 0 5,213
ABIOMED INC COM 003654100 514 7,072 SH   DFND 4 1,211 0 5,861
ABM INDS INC COM 000957100 36 1,140 SH   DFND 3 1,140 0 0
ABM INDS INC COM 000957100 1,093 34,392 SH   DFND 4 26,273 0 8,119
ABRAXAS PETE CORP COM 003830106 49 15,325 SH   DFND 4 0 0 15,325
ACACIA RESH CORP ACACIA TCH COM 003881307 90 8,616 SH   DFND 4 1,478 0 7,138
ACADIA HEALTHCARE COMPANY IN COM 00404A109 572 7,991 SH   DFND 4 1,475 0 6,516
ACADIA PHARMACEUTICALS INC COM 004225108 505 15,350 SH   DFND 4 3,119 0 12,231
ACADIA RLTY TR COM SH BEN INT 004239109 77 2,207 SH   DFND 3 2,207 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 4,083 117,014 SH   DFND 4 107,095 0 9,919
ACCELERATE DIAGNOSTICS INC COM 00430H102 95 4,183 SH   DFND 4 0 0 4,183
ACCELERON PHARMA INC COM 00434H108 118 3,021 SH   DFND 4 0 0 3,021
ACCO BRANDS CORP COM 00081T108 137 16,794 SH   DFND 4 0 0 16,794
ACCURAY INC COM 004397105 107 11,533 SH   DFND 4 0 0 11,533
ACCURIDE CORP NEW COM NEW 00439T206 22 4,835 SH   DFND 4 0 0 4,835
ACELRX PHARMACEUTICALS INC COM 00444T100 19 5,152 SH   DFND 4 0 0 5,152
ACETO CORP COM 004446100 91 4,105 SH   DFND 4 0 0 4,105
ACHILLION PHARMACEUTICALS IN COM 00448Q201 147 14,501 SH   DFND 4 0 0 14,501
ACORDA THERAPEUTICS INC COM 00484M106 276 8,217 SH   DFND 4 2,054 0 6,163
ACTIVISION BLIZZARD INC COM 00507V109 41,753 1,837,322 SH   DFND 3 1,837,322 0 0
ACTIVISION BLIZZARD INC COM 00507V109 14,848 653,566 SH   DFND 4 549,129 0 104,437
ACTUA CORP COM 005094107 91 6,065 SH   DFND 4 0 0 6,065
ACTUANT CORP CL A NEW 00508X203 288 12,144 SH   DFND 4 2,034 0 10,110
ACUITY BRANDS INC COM 00508Y102 66 390 SH   DFND 3 390 0 0
ACUITY BRANDS INC COM 00508Y102 1,718 10,217 SH   DFND 4 10,217 0 0
ACXIOM CORP COM 005125109 260 14,092 SH   DFND 4 2,948 0 11,144
ADEPTUS HEALTH INC CL A 006855100 53 1,069 SH   DFND 4 0 0 1,069
ADOBE SYS INC COM 00724F101 245 3,315 SH   DFND 2 0 0 3,315
ADOBE SYS INC COM 00724F101 104,148 1,408,546 SH   DFND 3 1,408,546 0 0
ADOBE SYS INC COM 00724F101 36,489 493,504 SH   DFND 4 373,681 0 119,823
ADTRAN INC COM 00738A106 172 9,204 SH   DFND 4 1,059 0 8,145
ADVANCE AUTO PARTS INC COM 00751Y106 27,445 183,348 SH   DFND 3 183,348 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 10,793 72,084 SH   DFND 4 59,725 0 12,359
ADVANCED DRAIN SYS INC DEL COM 00790R104 68 2,284 SH   DFND 4 0 0 2,284
ADVANCED ENERGY INDS COM 007973100 179 6,963 SH   DFND 4 847 0 6,116
ADVANCED MICRO DEVICES INC COM 007903107 51 19,003 SH   DFND 3 19,003 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,258 469,313 SH   DFND 4 424,820 0 44,493
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 182 25,259 SH   DFND 4 25,259 0 0
ADVANTAGE OIL & GAS LTD COM 00765F101 37 6,946 SH   DFND 4 6,946 0 0
ADVENT SOFTWARE INC COM 007974108 389 8,817 SH   DFND 4 1,351 0 7,466
ADVISORY BRD CO COM 00762W107 366 6,895 SH   DFND 4 1,259 0 5,636
AECOM COM 00766T100 112 3,625 SH   DFND 3 3,625 0 0
AECOM COM 00766T100 2,895 93,974 SH   DFND 4 86,232 0 7,742
AEGERION PHARMACEUTICALS INC COM 00767E102 112 4,289 SH   DFND 4 0 0 4,289
AEGION CORP COM 00770F104 130 7,092 SH   DFND 4 1,481 0 5,611
AEP INDS INC COM 001031103 18 335 SH   DFND 4 0 0 335
AERIE PHARMACEUTICALS INC COM 00771V108 69 2,199 SH   DFND 4 0 0 2,199
AEROPOSTALE COM 007865108 51 14,910 SH   DFND 4 0 0 14,910
AEROVIRONMENT INC COM 008073108 76 2,870 SH   DFND 4 0 0 2,870
AES CORP COM 00130H105 26,190 2,038,117 SH   DFND 3 2,038,117 0 0
AES CORP COM 00130H105 17,136 1,333,724 SH   DFND 4 1,138,529 0 195,195
AETNA INC NEW COM 00817Y108 106,597 1,000,625 SH   DFND 3 1,000,625 0 0
AETNA INC NEW COM 00817Y108 55,765 523,339 SH   DFND 4 425,175 0 98,164
AFFILIATED MANAGERS GROUP COM 008252108 34,328 159,828 SH   DFND 3 159,828 0 0
AFFILIATED MANAGERS GROUP COM 008252108 11,213 52,208 SH   DFND 4 39,663 0 12,545
AFFYMETRIX INC COM 00826T108 144 11,314 SH   DFND 4 0 0 11,314
AFLAC INC COM 001055102 78,643 1,228,604 SH   DFND 3 1,228,604 0 0
AFLAC INC COM 001055102 39,727 620,699 SH   DFND 4 493,089 0 127,610
AG MTG INVT TR INC COM 001228105 78 4,131 SH   DFND 4 0 0 4,131
AGCO CORP COM 001084102 140 2,949 SH   DFND 3 2,949 0 0
AGCO CORP COM 001084102 4,980 104,532 SH   DFND 4 88,915 0 15,617
AGENUS INC COM NEW 00847G705 51 9,915 SH   DFND 4 0 0 9,915
AGILENT TECHNOLOGIES INC COM 00846U101 38,456 925,535 SH   DFND 3 925,535 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 15,621 375,952 SH   DFND 4 290,658 0 85,294
AGILENT TECHNOLOGIES INC COM 00846U101 145 3,500 SH   DFND 2 0 0 3,500
AGIOS PHARMACEUTICALS INC COM 00847X104 251 2,584 SH   DFND 4 434 0 2,150
AGL RES INC COM 001204106 121 2,435 SH   DFND 3 2,435 0 0
AGL RES INC COM 001204106 4,914 98,963 SH   DFND 4 82,217 0 16,746
AGNICO EAGLE MINES LTD COM 008474108 16,228 584,058 SH   DFND 3 584,058 0 0
AGNICO EAGLE MINES LTD COM 008474108 8,802 316,697 SH   DFND 4 278,251 0 38,446
AGREE REALTY CORP COM 008492100 17 509 SH   DFND 3 509 0 0
AGREE REALTY CORP COM 008492100 987 29,930 SH   DFND 4 27,244 0 2,686
AGRIUM INC COM 008916108 42,824 410,882 SH   DFND 3 410,882 0 0
AGRIUM INC COM 008916108 17,109 164,112 SH   DFND 4 138,819 0 25,293
AIR LEASE CORP CL A 00912X302 1,014 26,880 SH   DFND 4 25,823 0 1,057
AIR METHODS CORP COM PAR $.06 009128307 322 6,889 SH   DFND 4 1,204 0 5,685
AIR PRODS & CHEMS INC COM 009158106 91,380 604,048 SH   DFND 3 604,048 0 0
AIR PRODS & CHEMS INC COM 009158106 35,942 237,528 SH   DFND 4 187,015 0 50,513
AIR TRANSPORT SERVICES GRP I COM 00922R105 88 9,646 SH   DFND 4 0 0 9,646
AIRGAS INC COM 009363102 16,257 153,212 SH   DFND 3 153,212 0 0
AIRGAS INC COM 009363102 7,773 73,242 SH   DFND 4 56,035 0 17,207
AK STL HLDG CORP COM 001547108 57 12,847 SH   DFND 3 12,847 0 0
AK STL HLDG CORP COM 001547108 727 162,176 SH   DFND 4 113,287 0 48,889
AKAMAI TECHNOLOGIES INC COM 00971T101 33,877 476,838 SH   DFND 3 476,838 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 11,946 168,146 SH   DFND 4 122,455 0 45,691
AKORN INC COM 009728106 558 11,779 SH   DFND 4 2,606 0 9,173
ALAMO GROUP INC COM 011311107 71 1,135 SH   DFND 4 0 0 1,135
ALAMOS GOLD INC COM 011527108 23 3,869 SH   DFND 4 3,869 0 0
ALASKA AIR GROUP INC COM 011659109 63 956 SH   DFND 4 956 0 0
ALBANY INTL CORP CL A 012348108 187 4,675 SH   DFND 4 249 0 4,426
ALBANY MOLECULAR RESH INC COM 012423109 74 4,256 SH   DFND 4 0 0 4,256
ALBEMARLE CORP COM 012653101 85 1,603 SH   DFND 3 1,603 0 0
ALBEMARLE CORP COM 012653101 2,715 51,437 SH   DFND 4 36,930 0 14,507
ALCATEL-LUCENT SPONSORED ADR 013904305 898 240,816 SH   DFND 4 240,816 0 0
ALCOA INC COM 013817101 332 25,674 SH   DFND 2 0 0 25,674
ALCOA INC COM 013817101 44,193 3,420,481 SH   DFND 3 3,420,481 0 0
ALCOA INC COM 013817101 20,434 1,582,093 SH   DFND 4 1,254,175 0 327,918
ALDER BIOPHARMACEUTICALS INC COM 014339105 32 1,080 SH   DFND 4 0 0 1,080
ALERE INC COM 01449J105 68 1,400 SH   DFND 3 1,400 0 0
ALERE INC COM 01449J105 1,500 30,715 SH   DFND 4 27,578 0 3,137
ALEXANDER & BALDWIN INC NEW COM 014491104 379 8,841 SH   DFND 4 1,708 0 7,133
ALEXANDERS INC COM 014752109 31 68 SH   DFND 3 68 0 0
ALEXANDERS INC COM 014752109 1,713 3,746 SH   DFND 4 3,447 0 299
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 349 3,558 SH   DFND 3 3,558 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 12,131 123,715 SH   DFND 4 121,546 0 2,169
ALEXION PHARMACEUTICALS INC COM 015351109 334 1,930 SH   DFND 2 0 0 1,930
ALEXION PHARMACEUTICALS INC COM 015351109 97,898 564,903 SH   DFND 3 564,903 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 35,303 203,713 SH   DFND 4 155,927 0 47,786
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 7,492 90,000 SH   DFND 4 90,000 0 0
ALIGN TECHNOLOGY INC COM 016255101 107 1,994 SH   DFND 4 1,994 0 0
ALLEGHANY CORP DEL COM 017175100 23,306 47,856 SH   DFND 3 47,856 0 0
ALLEGHANY CORP DEL COM 017175100 14,975 30,748 SH   DFND 4 24,025 0 6,723
ALLEGHENY TECHNOLOGIES INC COM 01741R102 9,170 305,567 SH   DFND 3 305,567 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,769 125,639 SH   DFND 4 106,659 0 18,980
ALLEGIANT TRAVEL CO COM 01748X102 410 2,137 SH   DFND 4 138 0 1,999
ALLETE INC COM NEW 018522300 27 510 SH   DFND 3 510 0 0
ALLETE INC COM NEW 018522300 6,203 117,568 SH   DFND 4 111,214 0 6,354
ALLIANCE DATA SYSTEMS CORP COM 018581108 50,406 170,146 SH   DFND 3 170,146 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 16,323 55,094 SH   DFND 4 39,571 0 15,523
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 31 1,751 SH   DFND 4 0 0 1,751
ALLIANCE ONE INTL INC COM 018772103 18 16,695 SH   DFND 4 0 0 16,695
ALLIANT ENERGY CORP COM 018802108 19,357 307,250 SH   DFND 3 307,250 0 0
ALLIANT ENERGY CORP COM 018802108 27,641 438,732 SH   DFND 4 416,184 0 22,548
ALLISON TRANSMISSION HLDGS I COM 01973R101 577 18,053 SH   DFND 4 18,053 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 458 38,276 SH   DFND 4 38,276 0 0
ALLSTATE CORP COM 020002101 84,329 1,184,897 SH   DFND 3 1,184,897 0 0
ALLSTATE CORP COM 020002101 45,004 632,553 SH   DFND 4 505,895 0 126,658
ALLY FINL INC COM 02005N100 25,983 1,238,484 SH   DFND 3 1,238,484 0 0
ALLY FINL INC COM 02005N100 9,503 453,015 SH   DFND 4 420,673 0 32,342
ALNYLAM PHARMACEUTICALS INC COM 02043Q107 242 2,317 SH   DFND 4 2,317 0 0
ALON USA ENERGY INC COM 020520102 76 4,608 SH   DFND 4 0 0 4,608
ALPHA NATURAL RESOURCES INC COM 02076X102 95 97,039 SH   DFND 4 54,804 0 42,235
ALTERA CORP COM 021441100 14,429 336,284 SH   DFND 4 251,594 0 84,690
ALTERA CORP COM 021441100 38,458 896,251 SH   DFND 3 896,251 0 0
ALTISOURCE ASSET MGMT CORP COM 02153X108 41 219 SH   DFND 4 0 0 219
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 232 11,152 SH   DFND 4 2,883 0 8,269
ALTRA INDL MOTION CORP COM 02208R106 106 4,002 SH   DFND 4 0 0 4,002
ALTRIA GROUP INC COM 02209S103 991 19,809 SH   DFND 2 0 0 19,809
ALTRIA GROUP INC COM 02209S103 277,933 5,556,446 SH   DFND 3 5,556,446 0 0
ALTRIA GROUP INC COM 02209S103 133,701 2,672,479 SH   DFND 4 2,122,178 0 550,301
AMAG PHARMACEUTICALS INC COM 00163U106 277 4,999 SH   DFND 4 1,008 0 3,991
AMAZON COM INC COM 023135106 385,476 1,035,948 SH   DFND 3 1,035,948 0 0
AMAZON COM INC COM 023135106 127,038 341,398 SH   DFND 4 245,779 0 95,619
AMBAC FINL GROUP INC COM NEW 023139884 155 6,336 SH   DFND 4 0 0 6,336
AMBEV SA SPONSORED ADR 02319V103 336 58,205 SH   DFND 4 58,205 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 139 3,890 SH   DFND 4 0 0 3,890
AMC NETWORKS INC CL A 00164V103 147 1,923 SH   DFND 4 1,923 0 0
AMDOCS LTD SHS G02602103 28,147 517,405 SH   DFND 3 517,405 0 0
AMDOCS LTD SHS G02602103 8,807 161,880 SH   DFND 4 151,025 0 10,855
AMEC FOSTER WHEELER PLC SPONSORED ADR 00167X205 2,885 215,884 SH   DFND 4 211,650 0 4,234
AMEDISYS INC COM 023436108 147 5,506 SH   DFND 4 775 0 4,731
AMERCO COM 023586100 96 291 SH   DFND 4 291 0 0
AMEREN CORP COM 023608102 29,326 694,926 SH   DFND 3 694,926 0 0
AMEREN CORP COM 023608102 44,034 1,043,298 SH   DFND 4 970,729 0 72,569
AMERICAN AIRLS GROUP INC COM 02376R102 26,819 508,119 SH   DFND 3 508,119 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 7,958 150,765 SH   DFND 4 72,785 0 77,980
AMERICAN ASSETS TR INC COM 024013104 57 1,322 SH   DFND 3 1,322 0 0
AMERICAN ASSETS TR INC COM 024013104 2,452 56,603 SH   DFND 4 51,481 0 5,122
AMERICAN AXLE & MFG HLDGS IN COM 024061103 545 21,076 SH   DFND 4 11,455 0 9,621
AMERICAN CAMPUS CMNTYS INC COM 024835100 191 4,456 SH   DFND 3 4,456 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 7,872 183,634 SH   DFND 4 180,491 0 3,143
AMERICAN CAP LTD COM 02503Y103 4,196 283,640 SH   DFND 4 283,640 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 132 7,406 SH   DFND 4 0 0 7,406
AMERICAN CAPITAL AGENCY CORP COM 02503X105 21,338 1,000,379 SH   DFND 3 1,000,379 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 11,606 544,049 SH   DFND 4 468,824 0 75,225
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 77 4,520 SH   DFND 3 4,520 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,837 165,946 SH   DFND 4 124,111 0 41,835
AMERICAN ELEC PWR INC COM 025537101 76,772 1,364,830 SH   DFND 3 1,364,830 0 0
AMERICAN ELEC PWR INC COM 025537101 90,549 1,609,466 SH   DFND 4 1,474,578 0 134,888
AMERICAN EQTY INVT LIFE HLD COM 025676206 45 1,557 SH   DFND 3 1,557 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 1,163 40,000 SH   DFND 4 29,276 0 10,724
AMERICAN EXPRESS CO COM 025816109 202,421 2,591,155 SH   DFND 3 2,591,155 0 0
AMERICAN EXPRESS CO COM 025816109 78,644 1,006,743 SH   DFND 4 762,465 0 244,278
AMERICAN FINL GROUP INC OHIO COM 025932104 139 2,169 SH   DFND 3 2,169 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 3,608 56,246 SH   DFND 4 51,324 0 4,922
AMERICAN HOMES 4 RENT CL A 02665T306 86 5,193 SH   DFND 3 5,193 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 3,647 220,360 SH   DFND 4 220,360 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 213,533 3,897,303 SH   DFND 3 3,897,303 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 108,548 1,981,395 SH   DFND 4 1,590,501 0 390,894
AMERICAN NATL INS CO COM 028591105 21 209 SH   DFND 4 209 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 77 2,545 SH   DFND 4 0 0 2,545
AMERICAN RAILCAR INDS INC COM 02916P103 68 1,387 SH   DFND 4 0 0 1,387
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 85 4,725 SH   DFND 4 0 0 4,725
AMERICAN RLTY CAP PPTYS INC COM 02917T104 24,804 2,518,133 SH   DFND 3 2,518,133 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 20,044 2,034,891 SH   DFND 4 1,908,968 0 125,923
AMERICAN SCIENCE & ENGR INC COM 029429107 58 1,174 SH   DFND 4 0 0 1,174
AMERICAN SOFTWARE INC CL A 029683109 47 4,520 SH   DFND 4 0 0 4,520
AMERICAN STS WTR CO COM 029899101 4,303 107,839 SH   DFND 4 102,342 0 5,497
AMERICAN TOWER CORP NEW COM 03027X100 108,738 1,154,939 SH   DFND 3 1,154,939 0 0
AMERICAN TOWER CORP NEW COM 03027X100 86,900 922,151 SH   DFND 4 786,410 0 135,741
AMERICAN VANGUARD CORP COM 030371108 45 4,220 SH   DFND 4 0 0 4,220
AMERICAN WOODMARK CORP COM 030506109 126 2,306 SH   DFND 4 0 0 2,306
AMERICAN WTR WKS CO INC NEW COM 030420103 27,155 500,916 SH   DFND 3 500,916 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 38,665 713,188 SH   DFND 4 662,225 0 50,963
AMERICAS CAR MART INC COM 03062T105 81 1,516 SH   DFND 4 0 0 1,516
AMERIPRISE FINL INC COM 03076C106 27,158 207,583 SH   DFND 4 156,901 0 50,682
AMERIPRISE FINL INC COM 03076C106 67,469 515,662 SH   DFND 3 515,662 0 0
AMERIS BANCORP COM 03076K108 97 3,687 SH   DFND 4 0 0 3,687
AMERISAFE INC COM 03071H100 126 2,728 SH   DFND 4 0 0 2,728
AMERISOURCEBERGEN CORP COM 03073E105 72,434 637,233 SH   DFND 3 637,233 0 0
AMERISOURCEBERGEN CORP COM 03073E105 62,556 550,366 SH   DFND 4 434,441 0 115,925
AMETEK INC NEW COM 031100100 13,194 251,127 SH   DFND 4 188,010 0 63,117
AMETEK INC NEW COM 031100100 36,875 701,848 SH   DFND 3 701,848 0 0
AMGEN INC COM 031162100 1,139 7,125 SH   DFND 2 0 0 7,125
AMGEN INC COM 031162100 337,326 2,110,265 SH   DFND 3 2,110,265 0 0
AMGEN INC COM 031162100 142,373 890,542 SH   DFND 4 698,554 0 191,988
AMKOR TECHNOLOGY INC COM 031652100 45 5,040 SH   DFND 3 5,040 0 0
AMKOR TECHNOLOGY INC COM 031652100 902 101,640 SH   DFND 4 75,887 0 25,753
AMN HEALTHCARE SERVICES INC COM 001744101 156 6,775 SH   DFND 4 0 0 6,775
AMPHENOL CORP NEW CL A 032095101 48,736 827,009 SH   DFND 3 827,009 0 0
AMPHENOL CORP NEW CL A 032095101 17,458 296,273 SH   DFND 4 215,836 0 80,437
AMPIO PHARMACEUTICALS INC COM 03209T109 60 8,050 SH   DFND 4 0 0 8,050
AMSURG CORP COM 03232P405 672 10,836 SH   DFND 4 4,707 0 6,129
AMTRUST FINL SVCS INC COM 032359309 313 5,487 SH   DFND 4 1,174 0 4,313
ANACOR PHARMACEUTICALS INC COM 032420101 295 5,133 SH   DFND 4 0 0 5,133
ANADARKO PETE CORP COM 032511107 61 734 SH   DFND 2 0 0 734
ANADARKO PETE CORP COM 032511107 116,250 1,403,821 SH   DFND 3 1,403,821 0 0
ANADARKO PETE CORP COM 032511107 45,332 547,345 SH   DFND 4 423,348 0 123,997
ANALOG DEVICES INC COM 032654105 53,948 856,323 SH   DFND 3 856,323 0 0
ANALOG DEVICES INC COM 032654105 21,931 348,028 SH   DFND 4 266,962 0 81,066
ANALOGIC CORP COM PAR $0.05 032657207 213 2,339 SH   DFND 4 512 0 1,827
ANDERSONS INC COM 034164103 44 1,062 SH   DFND 3 1,062 0 0
ANDERSONS INC COM 034164103 865 20,995 SH   DFND 4 16,994 0 4,001
ANGIES LIST INC COM 034754101 48 7,804 SH   DFND 4 0 0 7,804
ANGIODYNAMICS INC COM 03475V101 66 3,721 SH   DFND 4 0 0 3,721
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 156 16,713 SH   DFND 2 0 0 16,713
ANHEUSER BUSCH INBEV SA/NV SPONSORED ADR 03524A108 449 3,685 SH   DFND 4 3,685 0 0
ANI PHARMACEUTICALS INC COM 00182C103 68 1,089 SH   DFND 4 0 0 1,089
ANIKA THERAPEUTICS INC COM 035255108 90 2,186 SH   DFND 4 0 0 2,186
ANIXTER INTL INC COM 035290105 67 880 SH   DFND 3 880 0 0
ANIXTER INTL INC COM 035290105 1,581 20,784 SH   DFND 4 15,558 0 5,226
ANK OF NEW YORK MELLON CORP P COM 064058100 129,539 3,219,170 SH   DFND 3 3,219,170 0 0
ANK OF NEW YORK MELLON CORP P COM 064058100 58,544 1,455,143 SH   DFND 4 1,144,048 0 311,095
ANNALY CAP MGMT INC COM 035710409 27,436 2,638,058 SH   DFND 3 2,638,058 0 0
ANNALY CAP MGMT INC COM 035710409 22,060 2,120,557 SH   DFND 4 1,884,751 0 235,806
ANSYS INC COM 03662Q105 23,419 265,549 SH   DFND 3 265,549 0 0
ANSYS INC COM 03662Q105 8,344 94,626 SH   DFND 4 73,971 0 20,655
ANTARES PHARMA INC COM 036642106 50 18,693 SH   DFND 4 0 0 18,693
ANTERO RES CORP COM 03674X106 5,013 141,936 SH   DFND 3 141,936 0 0
ANTERO RES CORP COM 03674X106 845 23,926 SH   DFND 4 13,242 0 10,684
ANTHEM INC COM 036752103 118,737 768,971 SH   DFND 3 768,971 0 0
ANTHEM INC COM 036752103 79,714 516,064 SH   DFND 4 429,226 0 86,838
ANWORTH MORTGAGE ASSET CP COM 037347101 121 23,531 SH   DFND 4 0 0 23,531
AOL INC COM 00184X105 136 3,430 SH   DFND 3 3,430 0 0
AOL INC COM 00184X105 2,465 62,215 SH   DFND 4 55,356 0 6,859
APACHE CORP COM 037411105 33 540 SH   DFND 2 0 0 540
APACHE CORP COM 037411105 63,725 1,056,278 SH   DFND 3 1,056,278 0 0
APACHE CORP COM 037411105 33,827 560,598 SH   DFND 4 459,993 0 100,605
APARTMENT INVT & MGMT CO CL A 03748R101 342 8,680 SH   DFND 3 8,680 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 11,509 292,343 SH   DFND 4 270,551 0 21,792
APOGEE ENTERPRISES INC COM 037598109 239 5,502 SH   DFND 4 1,311 0 4,191
APOLLO COML REAL EST FIN INC COM 03762U105 115 6,692 SH   DFND 4 0 0 6,692
APOLLO ED GROUP INC CL A 037604105 60 3,170 SH   DFND 3 3,170 0 0
APOLLO ED GROUP INC CL A 037604105 1,638 86,594 SH   DFND 4 78,576 0 8,018
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 3,702 171,428 SH   DFND 4 171,428 0 0
APOLLO INVT CORP COM 03761U106 1,909 248,778 SH   DFND 4 248,778 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 75 4,700 SH   DFND 4 0 0 4,700
APPLE INC COM 037833100 2,112 16,975 SH   DFND 2 0 0 16,975
APPLE INC COM 037833100 2,045,091 16,435,676 SH   DFND 3 16,435,676 0 0
APPLE INC COM 037833100 754,879 6,066,091 SH   DFND 4 4,580,857 0 1,485,234
APPLIED INDL TECHNOLOGIES IN COM 03820C105 326 7,308 SH   DFND 4 1,447 0 5,861
APPLIED MATLS INC COM 038222105 185 8,191 SH   DFND 2 0 0 8,191
APPLIED MATLS INC COM 038222105 74,590 3,306,298 SH   DFND 3 3,306,298 0 0
APPLIED MATLS INC COM 038222105 29,914 1,325,979 SH   DFND 4 1,009,166 0 316,813
APPLIED OPTOELECTRONICS INC COM 03823U102 42 2,986 SH   DFND 4 0 0 2,986
APPROACH RESOURCES INC COM 03834A103 37 5,712 SH   DFND 4 0 0 5,712
APTARGROUP INC COM 038336103 71 1,112 SH   DFND 3 1,112 0 0
APTARGROUP INC COM 038336103 1,235 19,447 SH   DFND 4 17,770 0 1,677
AQUA AMERICA INC COM 03836W103 45 1,700 SH   DFND 3 1,700 0 0
AQUA AMERICA INC COM 03836W103 10,733 407,307 SH   DFND 4 405,093 0 2,214
ARAMARK COM 03852U106 964 30,479 SH   DFND 4 30,479 0 0
ARATANA THERAPEUTICS INC COM 03874P101 89 5,382 SH   DFND 4 0 0 5,382
ARC DOCUMENT SOLUTIONS INC COM 00191G103 72 7,912 SH   DFND 4 0 0 7,912
ARCBEST CORP COM 03937C105 143 3,804 SH   DFND 4 0 0 3,804
ARCH CAP GROUP LTD ORD G0450A105 16,076 260,499 SH   DFND 4 194,761 0 65,738
ARCH CAP GROUP LTD ORD G0450A105 17,814 289,183 SH   DFND 3 289,183 0 0
ARCH COAL INC COM 039380100 23 22,882 SH   DFND 3 22,882 0 0
ARCH COAL INC COM 039380100 972 972,921 SH   DFND 4 859,480 0 113,441
ARCHER DANIELS MIDLAND CO COM 039483102 529 11,163 SH   DFND 2 0 0 11,163
ARCHER DANIELS MIDLAND CO COM 039483102 85,704 1,808,095 SH   DFND 3 1,808,095 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 49,803 1,050,743 SH   DFND 4 854,051 0 196,692
ARCTIC CAT INC COM 039670104 87 2,439 SH   DFND 4 0 0 2,439
ARENA PHARMACEUTICALS INC COM 040047102 190 42,195 SH   DFND 4 9,839 0 32,356
ARES CAP CORP COM 04010L103 5,678 330,587 SH   DFND 4 330,587 0 0
ARES COML REAL ESTATE CORP COM 04013V108 59 5,354 SH   DFND 4 0 0 5,354
ARGAN INC COM 04010E109 64 1,814 SH   DFND 4 0 0 1,814
ARIAD PHARMACEUTICALS INC COM 04033A100 269 31,881 SH   DFND 4 6,341 0 25,540
ARLINGTON ASSET INVT CORP CL A NEW 041356205 91 3,740 SH   DFND 4 0 0 3,740
ARMOUR RESIDENTIAL REIT INC COM 042315101 186 58,726 SH   DFND 4 8,699 0 50,027
ARMSTRONG WORLD INDS INC NEW COM 04247X102 93 1,616 SH   DFND 3 1,616 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 2,844 49,488 SH   DFND 4 45,809 0 3,679
ARRAY BIOPHARMA INC COM 04269X105 192 25,657 SH   DFND 4 0 0 25,657
ARRIS GROUP INC NEW COM 04270V106 301 10,421 SH   DFND 4 10,421 0 0
ARROW ELECTRS INC COM 042735100 17,359 283,879 SH   DFND 3 283,879 0 0
ARROW ELECTRS INC COM 042735100 11,524 188,317 SH   DFND 4 162,501 0 25,816
ARROW FINL CORP COM 042744102 49 1,805 SH   DFND 4 0 0 1,805
ARROWHEAD RESH CORP COM NEW 042797209 56 8,254 SH   DFND 4 0 0 8,254
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 67 1,480 SH   DFND 4 1,480 0 0
ARUBA NETWORKS INC COM 043176106 446 18,197 SH   DFND 4 3,081 0 15,116
ASBURY AUTOMOTIVE GROUP INC COM 043436104 81 970 SH   DFND 3 970 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,297 15,599 SH   DFND 4 9,819 0 5,780
ASCENA RETAIL GROUP INC COM 04351G101 19 1,290 SH   DFND 3 1,290 0 0
ASCENA RETAIL GROUP INC COM 04351G101 789 54,345 SH   DFND 4 54,345 0 0
ASCENT CAP GROUP INC COM SER A 043632108 81 2,034 SH   DFND 4 0 0 2,034
ASHFORD HOSPITALITY PRIME IN COM 044102101 60 3,625 SH   DFND 4 0 0 3,625
ASHFORD HOSPITALITY TR INC COM SHS 044103109 27 2,779 SH   DFND 3 2,779 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,284 133,454 SH   DFND 4 123,339 0 10,115
ASHFORD INC COM 044104107 14 115 SH   DFND 4 0 0 115
ASHLAND INC NEW COM 044209104 27,250 214,048 SH   DFND 3 214,048 0 0
ASHLAND INC NEW COM 044209104 9,300 73,033 SH   DFND 4 62,331 0 10,702
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 80 1,700 SH   DFND 3 1,700 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,955 41,393 SH   DFND 4 37,952 0 3,441
ASPEN TECHNOLOGY INC COM 045327103 615 16,036 SH   DFND 4 2,857 0 13,179
ASSOCIATED BANC CORP COM 045487105 101 5,439 SH   DFND 3 5,439 0 0
ASSOCIATED BANC CORP COM 045487105 1,949 104,774 SH   DFND 4 95,318 0 9,456
ASSOCIATED ESTATES RLTY CORP COM 045604105 48 1,959 SH   DFND 3 1,959 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 2,110 85,432 SH   DFND 4 77,042 0 8,390
ASSURANT INC COM 04621X108 12,653 206,035 SH   DFND 3 206,035 0 0
ASSURANT INC COM 04621X108 8,049 131,076 SH   DFND 4 109,777 0 21,299
ASTEC INDS INC COM 046224101 134 3,126 SH   DFND 4 564 0 2,562
ASTORIA FINL CORP COM 046265104 55 4,260 SH   DFND 3 4,260 0 0
ASTORIA FINL CORP COM 046265104 637 49,218 SH   DFND 4 36,764 0 12,454
ASTRONICS CORP COM 046433108 179 2,433 SH   DFND 4 0 0 2,433
AT&T INC COM 00206R102 752 23,030 SH   DFND 2 0 0 23,030
AT&T INC COM 00206R102 485,584 14,872,403 SH   DFND 3 14,872,403 0 0
AT&T INC COM 00206R102 423,574 12,970,271 SH   DFND 4 11,257,368 0 1,712,903
ATHENAHEALTH INC COM 04685W103 138 1,159 SH   DFND 4 1,159 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 47 16,584 SH   DFND 4 0 0 16,584
ATLANTIC TELE NETWORK INC COM NEW 049079205 124 1,754 SH   DFND 4 404 0 1,350
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 161 3,623 SH   DFND 4 0 0 3,623
ATMEL CORP COM 049513104 101 12,245 SH   DFND 4 12,245 0 0
ATMOS ENERGY CORP COM 049560105 123 2,220 SH   DFND 3 2,220 0 0
ATMOS ENERGY CORP COM 049560105 16,652 301,098 SH   DFND 4 296,229 0 4,869
ATRICURE INC COM 04963C209 86 4,185 SH   DFND 4 0 0 4,185
ATRION CORP COM 049904105 79 234 SH   DFND 4 0 0 234
ATWOOD OCEANICS INC COM 050095108 35 1,245 SH   DFND 3 1,245 0 0
ATWOOD OCEANICS INC COM 050095108 652 23,191 SH   DFND 4 19,341 0 3,850
AU OPTRONICS CORP SPONSORED ADR 002255107 30 5,993 SH   DFND 4 5,993 0 0
AURICO GOLD INC COM 05155C105 6 2,138 SH   DFND 4 2,138 0 0
AUSPEX PHARMACEUTICALS INC COM 05211J102 168 1,678 SH   DFND 4 0 0 1,678
AUTODESK INC COM 052769106 39,187 668,262 SH   DFND 3 668,262 0 0
AUTODESK INC COM 052769106 13,438 229,128 SH   DFND 4 168,965 0 60,163
AUTOLIV INC COM 052800109 31,480 267,304 SH   DFND 3 267,304 0 0
AUTOLIV INC COM 052800109 12,740 108,171 SH   DFND 4 92,840 0 15,331
AUTOMATIC DATA PROCESSING IN COM 053015103 278 3,246 SH   DFND 2 0 0 3,246
AUTOMATIC DATA PROCESSING IN COM 053015103 116,869 1,364,649 SH   DFND 3 1,364,649 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 61,429 717,268 SH   DFND 4 541,718 0 175,550
AUTONATION INC COM 05329W102 8,967 139,388 SH   DFND 3 139,388 0 0
AUTONATION INC COM 05329W102 3,411 53,031 SH   DFND 4 46,549 0 6,482
AUTOZONE INC COM 053332102 58,823 86,230 SH   DFND 3 86,230 0 0
AUTOZONE INC COM 053332102 36,127 52,883 SH   DFND 4 38,014 0 14,869
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 12 310 SH   DFND 4 0 0 310
AVALONBAY CMNTYS INC COM 053484101 65,054 373,338 SH   DFND 3 373,338 0 0
AVALONBAY CMNTYS INC COM 053484101 59,922 343,759 SH   DFND 4 299,276 0 44,483
AVERY DENNISON CORP COM 053611109 15,658 295,939 SH   DFND 3 295,939 0 0
AVERY DENNISON CORP COM 053611109 7,303 138,034 SH   DFND 4 110,694 0 27,340
AVIS BUDGET GROUP COM 053774105 199 3,364 SH   DFND 3 3,364 0 0
AVIS BUDGET GROUP COM 053774105 6,103 103,566 SH   DFND 4 95,967 0 7,599
AVISTA CORP COM 05379B107 39 1,130 SH   DFND 3 1,130 0 0
AVISTA CORP COM 05379B107 6,428 188,123 SH   DFND 4 176,068 0 12,055
AVIV REIT INC MD COM 05381L101 31 853 SH   DFND 3 853 0 0
AVIV REIT INC MD COM 05381L101 1,600 43,813 SH   DFND 4 40,960 0 2,853
AVNET INC COM 053807103 20,492 460,489 SH   DFND 3 460,489 0 0
AVNET INC COM 053807103 12,213 274,450 SH   DFND 4 241,363 0 33,087
AVON PRODS INC COM 054303102 9,780 1,224,013 SH   DFND 3 1,224,013 0 0
AVON PRODS INC COM 054303102 6,504 814,488 SH   DFND 4 715,890 0 98,598
AVX CORP NEW COM 002444107 11 748 SH   DFND 4 748 0 0
AXIALL CORP COM 05463D100 956 20,456 SH   DFND 4 10,584 0 9,872
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 15,155 293,818 SH   DFND 3 293,818 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 10,017 194,260 SH   DFND 4 161,682 0 32,578
AZZ INC COM 002474104 204 4,358 SH   DFND 4 623 0 3,735
B & G FOODS INC NEW COM 05508R106 297 9,964 SH   DFND 4 2,217 0 7,747
B/E AEROSPACE INC COM 073302101 17,872 280,921 SH   DFND 3 280,921 0 0
B/E AEROSPACE INC COM 073302101 6,126 96,293 SH   DFND 4 81,182 0 15,111
B2GOLD CORP COM 11777Q209 74 49,274 SH   DFND 4 49,274 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 45 1,390 SH   DFND 3 1,390 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 875 27,267 SH   DFND 4 27,267 0 0
BADGER METER INC COM 056525108 173 2,862 SH   DFND 4 720 0 2,142
BAIDU INC SPON ADR REP A 056752108 13,902 66,710 SH   DFND 4 66,710 0 0
BAKER HUGHES INC COM 057224107 76,882 1,209,223 SH   DFND 3 1,209,223 0 0
BAKER HUGHES INC COM 057224107 32,156 505,816 SH   DFND 4 389,591 0 116,225
BALCHEM CORP COM 057665200 307 5,563 SH   DFND 4 1,253 0 4,310
BALDWIN & LYONS INC CL B 057755209 36 1,527 SH   DFND 4 0 0 1,527
BALL CORP COM 058498106 12,869 182,179 SH   DFND 4 138,751 0 43,428
BALL CORP COM 058498106 27,346 387,111 SH   DFND 3 387,111 0 0
BANC CALIF INC COM 05990K106 70 5,719 SH   DFND 4 0 0 5,719
BANCFIRST CORP COM 05945F103 77 1,264 SH   DFND 4 0 0 1,264
BANCO BRADESCO S A SP ADR PFD NEW 059460303 1,728 185,892 SH   DFND 4 185,892 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 109 24,688 SH   DFND 4 24,688 0 0
BANCO SANTANDER SA ADR 05964H105 32 4,340 SH   DFND 4 4,340 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 11,871 301,839 SH   DFND 4 270,929 0 30,910
BANCORP INC DEL COM 05969A105 55 6,128 SH   DFND 4 0 0 6,128
BANCORPSOUTH INC COM 059692103 52 2,250 SH   DFND 3 2,250 0 0
BANCORPSOUTH INC COM 059692103 815 35,152 SH   DFND 4 21,135 0 14,017
BANK AMER CORP COM 060505104 463,107 30,091,446 SH   DFND 3 30,091,446 0 0
BANK AMER CORP COM 060505104 254,826 16,555,345 SH   DFND 4 13,425,207 0 3,130,138
BANK HAWAII CORP COM 062540109 43 710 SH   DFND 3 710 0 0
BANK HAWAII CORP COM 062540109 1,115 18,224 SH   DFND 4 16,225 0 1,999
BANK KY FINL CORP COM 062896105 55 1,141 SH   DFND 4 0 0 1,141
BANK MONTREAL QUE COM 063671101 109,832 1,832,489 SH   DFND 3 1,832,489 0 0
BANK MONTREAL QUE COM 063671101 53,878 899,545 SH   DFND 4 773,970 0 125,575
BANK MUTUAL CORP NEW COM 063750103 59 8,236 SH   DFND 4 0 0 8,236
BANK N S HALIFAX COM 064149107 171,330 3,414,965 SH   DFND 3 3,414,965 0 0
BANK N S HALIFAX COM 064149107 82,007 1,635,326 SH   DFND 4 1,401,048 0 234,278
BANK OF MARIN BANCORP COM 063425102 52 1,013 SH   DFND 4 0 0 1,013
BANK OF THE OZARKS INC COM 063904106 513 13,764 SH   DFND 4 2,345 0 11,419
BANKRATE INC DEL COM 06647F102 136 12,051 SH   DFND 4 2,366 0 9,685
BANKUNITED INC COM 06652K103 674 20,587 SH   DFND 4 20,587 0 0
BANNER CORP COM NEW 06652V208 130 2,896 SH   DFND 4 0 0 2,896
BARD C R INC COM 067383109 36,799 219,895 SH   DFND 3 219,895 0 0
BARD C R INC COM 067383109 22,707 135,516 SH   DFND 4 103,290 0 32,226
BARNES & NOBLE INC COM 067774109 56 2,350 SH   DFND 3 2,350 0 0
BARNES & NOBLE INC COM 067774109 1,534 64,475 SH   DFND 4 51,821 0 12,654
BARNES GROUP INC COM 067806109 374 9,260 SH   DFND 4 1,551 0 7,709
BARRACUDA NETWORKS INC COM 068323104 61 1,565 SH   DFND 4 0 0 1,565
BARRETT BILL CORP COM 06846N104 8 920 SH   DFND 3 920 0 0
BARRETT BILL CORP COM 06846N104 610 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 5,417 494,291 SH   DFND 3 494,291 0 0
BARRICK GOLD CORP COM 067901108 98 8,928 SH   DFND 4 381 0 8,547
BASIC ENERGY SVCS INC NEW COM 06985P100 32 4,609 SH   DFND 4 0 0 4,609
BAXTER INTL INC COM 071813109 105,562 1,541,047 SH   DFND 3 1,541,047 0 0
BAXTER INTL INC COM 071813109 52,599 767,838 SH   DFND 4 608,578 0 159,260
BAYTEX ENERGY CORP COM 07317Q105 44 2,791 SH   DFND 3 2,791 0 0
BAYTEX ENERGY CORP COM 07317Q105 2,509 158,648 SH   DFND 4 128,430 0 30,218
BAZAARVOICE INC COM 073271108 55 9,538 SH   DFND 4 0 0 9,538
BB&T CORP COM 054937107 78,154 2,004,452 SH   DFND 3 2,004,452 0 0
BB&T CORP COM 054937107 38,691 992,505 SH   DFND 4 791,498 0 201,007
BBCN BANCORP INC COM 073295107 224 15,529 SH   DFND 4 4,024 0 11,505
BCE INC COM NEW 05534B760 29,442 695,404 SH   DFND 3 695,404 0 0
BCE INC COM NEW 05534B760 22,007 519,795 SH   DFND 4 467,104 0 52,691
BEACON ROOFING SUPPLY INC COM 073685109 515 16,489 SH   DFND 4 9,153 0 7,336
BEAZER HOMES USA INC COM NEW 07556Q881 69 3,834 SH   DFND 4 0 0 3,834
BECTON DICKINSON & CO COM 075887109 81,672 568,784 SH   DFND 3 568,784 0 0
BECTON DICKINSON & CO COM 075887109 48,889 339,993 SH   DFND 4 260,105 0 79,888
BED BATH & BEYOND INC COM 075896100 41,611 541,988 SH   DFND 3 541,988 0 0
BED BATH & BEYOND INC COM 075896100 19,875 258,864 SH   DFND 4 203,707 0 55,157
BEL FUSE INC CL B 077347300 35 1,816 SH   DFND 4 0 0 1,816
BELDEN INC COM 077454106 696 7,616 SH   DFND 4 1,385 0 6,231
BELLATRIX EXPLORATION LTD COM 078314101 6 2,623 SH   DFND 4 2,623 0 0
BEMIS INC COM 081437105 12,361 266,923 SH   DFND 3 266,923 0 0
BEMIS INC COM 081437105 5,064 109,340 SH   DFND 4 103,409 0 5,931
BENCHMARK ELECTRS INC COM 08160H101 43 1,770 SH   DFND 3 1,770 0 0
BENCHMARK ELECTRS INC COM 08160H101 877 36,473 SH   DFND 4 26,574 0 9,899
BENEFICIAL BANCORP INC COM 08171T102 65 5,861 SH   DFND 4 0 0 5,861
BERKLEY W R CORP COM 084423102 15,620 309,251 SH   DFND 3 309,251 0 0
BERKLEY W R CORP COM 084423102 11,636 230,079 SH   DFND 4 174,369 0 55,710
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 439,367 3,044,395 SH   DFND 3 3,044,395 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 218,181 1,511,417 SH   DFND 4 1,097,717 0 413,700
BERKSHIRE HATHAWAY INC DEL CL A 084670108 312,112 1,435 SH   DFND 3 1,435 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 88,088 405 SH   DFND 4 389 0 16
BERKSHIRE HILLS BANCORP INC COM 084680107 103 3,713 SH   DFND 4 0 0 3,713
BERRY PLASTICS GROUP INC COM 08579W103 54 1,488 SH   DFND 3 1,488 0 0
BERRY PLASTICS GROUP INC COM 08579W103 1,146 31,562 SH   DFND 4 16,195 0 15,367
BEST BUY INC COM 086516101 32,694 865,158 SH   DFND 3 865,158 0 0
BEST BUY INC COM 086516101 23,656 625,435 SH   DFND 4 526,463 0 98,972
BGC PARTNERS INC CL A 05541T101 282 29,920 SH   DFND 4 5,113 0 24,807
BIG 5 SPORTING GOODS CORP COM 08915P101 47 3,542 SH   DFND 4 0 0 3,542
BIG LOTS INC COM 089302103 128 2,668 SH   DFND 3 2,668 0 0
BIG LOTS INC COM 089302103 2,711 56,348 SH   DFND 4 50,526 0 5,822
BIGLARI HLDGS INC COM 08986R101 104 246 SH   DFND 4 0 0 246
BIO RAD LABS INC CL A 090572207 668 4,942 SH   DFND 4 4,942 0 0
BIO TECHNE CORP COM 09073M104 201 2,003 SH   DFND 4 2,003 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 165 4,683 SH   DFND 4 1,148 0 3,535
BIOCRYST PHARMACEUTICALS COM 09058V103 97 10,906 SH   DFND 4 0 0 10,906
BIODELIVERY SCIENCES INTL IN COM 09060J106 68 6,513 SH   DFND 4 0 0 6,513
BIOGEN INC COM 09062X103 893 2,114 SH   DFND 2 0 0 2,114
BIOGEN INC COM 09062X103 281,672 667,089 SH   DFND 3 667,089 0 0
BIOGEN INC COM 09062X103 113,429 268,616 SH   DFND 4 210,183 0 58,433
BIOMARIN PHARMACEUTICAL INC COM 09061G101 53,757 431,365 SH   DFND 3 431,365 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 17,813 142,939 SH   DFND 4 119,627 0 23,312
BIOMED REALTY TRUST INC COM 09063H107 231 10,188 SH   DFND 3 10,188 0 0
BIOMED REALTY TRUST INC COM 09063H107 8,282 365,470 SH   DFND 4 359,201 0 6,269
BIOSCRIP INC COM 09069N108 54 12,461 SH   DFND 4 0 0 12,461
BIOTELEMETRY INC COM 090672106 21 2,390 SH   DFND 4 0 0 2,390
BJS RESTAURANTS INC COM 09180C106 225 4,425 SH   DFND 4 865 0 3,560
BLACK BOX CORP DEL COM 091826107 60 2,891 SH   DFND 4 0 0 2,891
BLACK DIAMOND INC COM 09202G101 42 4,367 SH   DFND 4 0 0 4,367
BLACK HILLS CORP COM 092113109 41 810 SH   DFND 3 810 0 0
BLACK HILLS CORP COM 092113109 1,452 28,745 SH   DFND 4 20,683 0 8,062
BLACKBAUD INC COM 09227Q100 383 8,059 SH   DFND 4 1,396 0 6,663
BLACKBERRY LTD COM 09228F103 12,891 1,444,431 SH   DFND 3 1,444,431 0 0
BLACKBERRY LTD COM 09228F103 11,565 1,299,767 SH   DFND 4 1,142,081 0 157,686
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 250 7,198 SH   DFND 4 0 0 7,198
BLACKHAWK NETWORK HLDGS INC CL B 09238E203 76 2,149 SH   DFND 4 2,149 0 0
BLACKROCK CAPITAL INVESTMENT COM 092533108 689 76,011 SH   DFND 4 76,011 0 0
BLACKROCK INC COM 09247X101 129,315 353,473 SH   DFND 3 353,473 0 0
BLACKROCK INC COM 09247X101 50,954 139,271 SH   DFND 4 105,280 0 33,991
BLACKSTONE MTG TR INC COM CL A 09257W100 64 2,272 SH   DFND 4 2,272 0 0
BLOCK H & R INC COM 093671105 24,550 765,526 SH   DFND 3 765,526 0 0
BLOCK H & R INC COM 093671105 11,381 354,883 SH   DFND 4 281,537 0 73,346
BLOOMIN BRANDS INC COM 094235108 590 24,301 SH   DFND 4 12,990 0 11,311
BLOUNT INTL INC NEW COM 095180105 101 7,881 SH   DFND 4 587 0 7,294
BLUCORA INC COM 095229100 85 6,202 SH   DFND 4 0 0 6,202
BLUE NILE INC COM 09578R103 75 2,348 SH   DFND 4 0 0 2,348
BLUEBIRD BIO INC COM 09609G100 542 4,421 SH   DFND 4 856 0 3,565
BNC BANCORP COM 05566T101 64 3,568 SH   DFND 4 0 0 3,568
BOB EVANS FARMS INC COM 096761101 194 4,156 SH   DFND 4 572 0 3,584
BOEING CO COM 097023105 268,834 1,791,271 SH   DFND 3 1,791,271 0 0
BOEING CO COM 097023105 103,998 692,828 SH   DFND 4 524,431 0 168,397
BOFI HLDG INC COM 05566U108 195 2,103 SH   DFND 4 0 0 2,103
BOISE CASCADE CO DEL COM 09739D100 412 11,004 SH   DFND 4 5,449 0 5,555
BOK FINL CORP COM NEW 05561Q201 95 1,553 SH   DFND 4 1,553 0 0
BONANZA CREEK ENERGY INC COM 097793103 179 7,309 SH   DFND 4 1,874 0 5,435
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 2,259 77,967 SH   DFND 4 72,238 0 5,729
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 74 2,564 SH   DFND 3 2,564 0 0
BORGWARNER INC COM 099724106 38,950 644,017 SH   DFND 3 644,017 0 0
BORGWARNER INC COM 099724106 14,687 242,835 SH   DFND 4 179,521 0 63,314
BOSTON BEER INC CL A 100557107 399 1,495 SH   DFND 4 262 0 1,233
BOSTON PRIVATE FINL HLDGS IN COM 101119105 169 13,868 SH   DFND 4 2,014 0 11,854
BOSTON PROPERTIES INC COM 101121101 53,501 380,827 SH   DFND 4 341,525 0 39,302
BOSTON PROPERTIES INC COM 101121101 59,907 426,446 SH   DFND 3 426,446 0 0
BOSTON SCIENTIFIC CORP COM 101137107 67,221 3,787,079 SH   DFND 3 3,787,079 0 0
BOSTON SCIENTIFIC CORP COM 101137107 32,730 1,843,640 SH   DFND 4 1,486,598 0 357,042
BOTTOMLINE TECH DEL INC COM 101388106 200 7,276 SH   DFND 4 1,515 0 5,761
BOULDER BRANDS INC COM 101405108 86 9,010 SH   DFND 4 0 0 9,010
BOYD GAMING CORP COM 103304101 213 14,902 SH   DFND 4 3,493 0 11,409
BRADY CORP CL A 104674106 224 7,934 SH   DFND 4 1,043 0 6,891
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 149 9,294 SH   DFND 3 9,294 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 5,461 341,645 SH   DFND 4 332,860 0 8,785
BRAVO BRIO RESTAURANT GROUP COM 10567B109 33 2,240 SH   DFND 4 0 0 2,240
BRF SA SPONSORED ADR 10552T107 407 20,590 SH   DFND 4 20,590 0 0
BRIDGE BANCORP INC COM 108035106 45 1,759 SH   DFND 4 0 0 1,759
BRIDGE CAP HLDGS COM 108030107 46 1,789 SH   DFND 4 0 0 1,789
BRIDGEPOINT ED INC COM 10807M105 21 2,239 SH   DFND 4 0 0 2,239
BRIGGS & STRATTON CORP COM 109043109 139 6,905 SH   DFND 4 400 0 6,505
BRIGHT HORIZONS FAM SOL IN D COM 109194100 283 5,491 SH   DFND 4 1,108 0 4,383
BRIGHTCOVE INC COM 10921T101 44 5,981 SH   DFND 4 0 0 5,981
BRINKER INTL INC COM 109641100 87 1,410 SH   DFND 3 1,410 0 0
BRINKER INTL INC COM 109641100 1,491 24,212 SH   DFND 4 21,754 0 2,458
BRINKS CO COM 109696104 30 1,100 SH   DFND 3 1,100 0 0
BRINKS CO COM 109696104 1,458 52,732 SH   DFND 4 45,730 0 7,002
BRISTOL MYERS SQUIBB CO COM 110122108 1,015 15,742 SH   DFND 2 0 0 15,742
BRISTOL MYERS SQUIBB CO COM 110122108 302,128 4,684,160 SH   DFND 3 4,684,160 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 167,145 2,590,567 SH   DFND 4 2,115,848 0 474,719
BRIXMOR PPTY GROUP INC COM 11120U105 151 5,700 SH   DFND 3 5,700 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 6,424 241,972 SH   DFND 4 241,972 0 0
BROADCOM CORP CL A 111320107 161 3,720 SH   DFND 2 0 0 3,720
BROADCOM CORP CL A 111320107 63,445 1,465,404 SH   DFND 3 1,465,404 0 0
BROADCOM CORP CL A 111320107 24,132 557,309 SH   DFND 4 423,687 0 133,622
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 19,567 355,707 SH   DFND 3 355,707 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 5,614 102,058 SH   DFND 4 102,058 0 0
BROADSOFT INC COM 11133B409 140 4,227 SH   DFND 4 0 0 4,227
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 89 7,540 SH   DFND 3 7,540 0 0
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 2,012 169,589 SH   DFND 4 155,130 0 14,459
BROOKDALE SR LIVING INC COM 112463104 65 1,730 SH   DFND 3 1,730 0 0
BROOKDALE SR LIVING INC COM 112463104 1,075 28,479 SH   DFND 4 28,479 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 86,284 1,613,053 SH   DFND 3 1,613,053 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 29,468 550,853 SH   DFND 4 440,641 0 110,212
BROOKLINE BANCORP INC DEL COM 11373M107 104 10,435 SH   DFND 4 0 0 10,435
BROOKS AUTOMATION INC COM 114340102 114 9,794 SH   DFND 4 0 0 9,794
BROWN & BROWN INC COM 115236101 3,727 112,563 SH   DFND 4 108,351 0 4,212
BROWN & BROWN INC COM 115236101 11,818 356,937 SH   DFND 3 356,937 0 0
BROWN FORMAN CORP CL B 115637209 135 1,498 SH   DFND 2 0 0 1,498
BROWN FORMAN CORP CL B 115637209 32,859 363,682 SH   DFND 3 363,682 0 0
BROWN FORMAN CORP CL B 115637209 12,183 134,832 SH   DFND 4 100,758 0 34,074
BROWN SHOE INC NEW COM 115736100 261 7,932 SH   DFND 4 1,730 0 6,202
BRUKER CORP COM 116794108 59 3,178 SH   DFND 4 3,178 0 0
BRUNSWICK CORP COM 117043109 63 1,230 SH   DFND 3 1,230 0 0
BRUNSWICK CORP COM 117043109 1,724 33,474 SH   DFND 4 20,175 0 13,299
BRYN MAWR BK CORP COM 117665109 71 2,344 SH   DFND 4 0 0 2,344
BUCKLE INC COM 118440106 257 5,076 SH   DFND 4 1,029 0 4,047
BUFFALO WILD WINGS INC COM 119848109 616 3,371 SH   DFND 4 607 0 2,764
BUILD A BEAR WORKSHOP COM 120076104 24 1,215 SH   DFND 4 0 0 1,215
BUILDERS FIRSTSOURCE INC COM 12008R107 57 8,510 SH   DFND 4 0 0 8,510
BUNGE LIMITED COM G16962105 33,744 409,711 SH   DFND 3 409,711 0 0
BUNGE LIMITED COM G16962105 23,912 290,505 SH   DFND 4 258,346 0 32,159
BURLINGTON STORES INC COM 122017106 766 12,875 SH   DFND 4 9,048 0 3,827
C D I CORP COM 125071100 27 1,936 SH   DFND 4 0 0 1,936
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 30,429 415,586 SH   DFND 3 415,586 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 14,027 191,555 SH   DFND 4 147,624 0 43,931
CA INC COM 12673P105 31,007 950,830 SH   DFND 3 950,830 0 0
CA INC COM 12673P105 16,344 501,179 SH   DFND 4 410,092 0 91,087
CABELAS INC COM 126804301 36 650 SH   DFND 3 650 0 0
CABELAS INC COM 126804301 878 15,685 SH   DFND 4 15,685 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 10,211 557,987 SH   DFND 3 557,987 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 6,417 350,501 SH   DFND 4 289,667 0 60,834
CABOT CORP COM 127055101 39 870 SH   DFND 3 870 0 0
CABOT CORP COM 127055101 1,199 26,675 SH   DFND 4 24,103 0 2,572
CABOT MICROELECTRONICS CORP COM 12709P103 223 4,494 SH   DFND 4 954 0 3,540
CABOT OIL & GAS CORP COM 127097103 17 592 SH   DFND 2 0 0 592
CABOT OIL & GAS CORP COM 127097103 35,421 1,199,479 SH   DFND 3 1,199,479 0 0
CABOT OIL & GAS CORP COM 127097103 13,097 443,844 SH   DFND 4 313,524 0 130,320
CACI INTL INC CL A 127190304 58 640 SH   DFND 3 640 0 0
CACI INTL INC CL A 127190304 2,124 23,568 SH   DFND 4 18,671 0 4,897
CADENCE DESIGN SYSTEM INC COM 127387108 404 21,917 SH   DFND 4 21,917 0 0
CAE INC COM 124765108 26 2,200 SH   DFND 3 2,200 0 0
CAE INC COM 124765108 1,514 129,844 SH   DFND 4 104,582 0 25,262
CAESARS ACQUISITION CO CL A 12768T103 46 6,784 SH   DFND 4 0 0 6,784
CAESARS ENTMT CORP COM 127686103 39 3,745 SH   DFND 3 3,745 0 0
CAESARS ENTMT CORP COM 127686103 460 44,101 SH   DFND 4 28,207 0 15,894
CAI INTERNATIONAL INC COM 12477X106 78 3,222 SH   DFND 4 0 0 3,222
CAL MAINE FOODS INC COM NEW 128030202 216 5,537 SH   DFND 4 1,043 0 4,494
CALAMOS ASSET MGMT INC CL A 12811R104 42 3,230 SH   DFND 4 0 0 3,230
CALAMP CORP COM 128126109 82 5,030 SH   DFND 4 0 0 5,030
CALAVO GROWERS INC COM 128246105 122 2,327 SH   DFND 4 0 0 2,327
CALGON CARBON CORP COM 129603106 752 35,802 SH   DFND 4 28,018 0 7,784
CALIFORNIA RES CORP COM 13057Q107 5 642 SH   DFND 2 0 0 642
CALIFORNIA RES CORP COM 13057Q107 83 10,933 SH   DFND 3 10,933 0 0
CALIFORNIA RES CORP COM 13057Q107 3,558 467,527 SH   DFND 4 441,229 0 26,298
CALIFORNIA WTR SVC GROUP COM 130788102 3,261 132,945 SH   DFND 4 126,159 0 6,786
CALIX INC COM 13100M509 62 7,573 SH   DFND 4 0 0 7,573
CALLAWAY GOLF CO COM 131193104 112 11,719 SH   DFND 4 0 0 11,719
CALLIDUS SOFTWARE INC COM 13123E500 90 6,924 SH   DFND 4 0 0 6,924
CALLON PETE CO DEL COM 13123X102 80 10,648 SH   DFND 4 0 0 10,648
CALPINE CORP COM NEW 131347304 23,955 1,047,462 SH   DFND 3 1,047,462 0 0
CALPINE CORP COM NEW 131347304 12,724 556,619 SH   DFND 4 495,225 0 61,394
CAMBREX CORP COM 132011107 164 4,593 SH   DFND 4 0 0 4,593
CAMDEN NATL CORP COM 133034108 49 1,249 SH   DFND 4 0 0 1,249
CAMDEN PPTY TR SH BEN INT 133131102 323 4,129 SH   DFND 3 4,129 0 0
CAMDEN PPTY TR SH BEN INT 133131102 15,124 193,532 SH   DFND 4 178,193 0 15,339
CAMECO CORP COM 13321L108 15,273 1,095,931 SH   DFND 3 1,095,931 0 0
CAMECO CORP COM 13321L108 5,521 396,223 SH   DFND 4 293,112 0 103,111
CAMERON INTERNATIONAL CORP COM 13342B105 25,645 568,370 SH   DFND 3 568,370 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 12,517 277,396 SH   DFND 4 208,517 0 68,879
CAMPBELL SOUP CO COM 134429109 113 2,425 SH   DFND 2 0 0 2,425
CAMPBELL SOUP CO COM 134429109 23,722 509,608 SH   DFND 3 509,608 0 0
CAMPBELL SOUP CO COM 134429109 13,883 298,247 SH   DFND 4 220,649 0 77,598
CAMPUS CREST CMNTYS INC COM 13466Y105 16 2,294 SH   DFND 3 2,294 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 941 131,227 SH   DFND 4 121,938 0 9,289
CANADIAN NAT RES LTD COM 136385101 96,059 3,133,720 SH   DFND 3 3,133,720 0 0
CANADIAN NAT RES LTD COM 136385101 32,414 1,057,529 SH   DFND 4 864,656 0 192,873
CANADIAN NATL RY CO COM 136375102 135,967 2,030,239 SH   DFND 3 2,030,239 0 0
CANADIAN NATL RY CO COM 136375102 41,922 626,085 SH   DFND 4 488,094 0 137,991
CANADIAN PAC RY LTD COM 13645T100 78,219 427,198 SH   DFND 3 427,198 0 0
CANADIAN PAC RY LTD COM 13645T100 21,794 119,035 SH   DFND 4 91,446 0 27,589
CANADIAN SOLAR INC COM 136635109 444 13,289 SH   DFND 4 13,289 0 0
CANTEL MEDICAL CORP COM 138098108 288 6,040 SH   DFND 4 1,147 0 4,893
CAPELLA EDUCATION COMPANY COM 139594105 133 2,022 SH   DFND 4 442 0 1,580
CAPITAL BK FINL CORP CL A COM 139794101 100 3,610 SH   DFND 4 0 0 3,610
CAPITAL ONE FINL CORP COM 14040H105 113,338 1,437,931 SH   DFND 3 1,437,931 0 0
CAPITAL ONE FINL CORP COM 14040H105 58,081 736,937 SH   DFND 4 582,779 0 154,158
CAPITAL SR LIVING CORP COM 140475104 107 4,207 SH   DFND 4 0 0 4,207
CAPITOL FED FINL INC COM 14057J101 66 5,305 SH   DFND 3 5,305 0 0
CAPITOL FED FINL INC COM 14057J101 1,688 134,949 SH   DFND 4 103,933 0 31,016
CAPSTEAD MTG CORP COM NO PAR 14067E506 933 79,216 SH   DFND 4 58,116 0 21,100
CAPSTEAD MTG CORP COM NO PAR 14067E506 19 1,640 SH   DFND 3 1,640 0 0
CAPSTONE TURBINE CORP COM 14067D102 42 66,173 SH   DFND 4 0 0 66,173
CARBO CERAMICS INC COM 140781105 91 2,973 SH   DFND 4 220 0 2,753
CARBONITE INC COM 141337105 30 2,066 SH   DFND 4 0 0 2,066
CARDINAL FINL CORP COM 14149F109 94 4,736 SH   DFND 4 0 0 4,736
CARDINAL HEALTH INC COM 14149Y108 82,633 915,403 SH   DFND 3 915,403 0 0
CARDINAL HEALTH INC COM 14149Y108 56,156 621,927 SH   DFND 4 508,402 0 113,525
CARDIOVASCULAR SYS INC DEL COM 141619106 158 4,079 SH   DFND 4 0 0 4,079
CARDTRONICS INC COM 14161H108 296 7,828 SH   DFND 4 1,456 0 6,372
CAREER EDUCATION CORP COM 141665109 64 12,525 SH   DFND 4 0 0 12,525
CARETRUST REIT INC COM 14174T107 60 4,369 SH   DFND 4 0 0 4,369
CARLISLE COS INC COM 142339100 57 620 SH   DFND 3 620 0 0
CARLISLE COS INC COM 142339100 1,543 16,666 SH   DFND 4 15,134 0 1,532
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 1,922 70,909 SH   DFND 4 70,909 0 0
CARMAX INC COM 143130102 44,916 650,861 SH   DFND 3 650,861 0 0
CARMAX INC COM 143130102 17,853 258,715 SH   DFND 4 197,879 0 60,836
CARMIKE CINEMAS INC COM 143436400 117 3,457 SH   DFND 4 0 0 3,457
CARNIVAL CORP PAIRED CTF 143658300 56,384 1,178,595 SH   DFND 3 1,178,595 0 0
CARNIVAL CORP PAIRED CTF 143658300 26,154 546,842 SH   DFND 4 432,764 0 114,078
CARPENTER TECHNOLOGY CORP COM 144285103 16 420 SH   DFND 3 420 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 684 17,590 SH   DFND 4 17,590 0 0
CARRIAGE SVCS INC COM 143905107 72 3,005 SH   DFND 4 0 0 3,005
CARRIZO OIL & GAS INC COM 144577103 397 7,966 SH   DFND 4 1,271 0 6,695
CARROLS RESTAURANT GROUP INC COM 14574X104 44 5,255 SH   DFND 4 0 0 5,255
CARTER INC COM 146229109 135 1,458 SH   DFND 4 1,458 0 0
CASELLA WASTE SYS INC CL A 147448104 29 5,458 SH   DFND 4 0 0 5,458
CASEYS GEN STORES INC COM 147528103 55 610 SH   DFND 3 610 0 0
CASEYS GEN STORES INC COM 147528103 2,120 23,549 SH   DFND 4 15,996 0 7,553
CASH AMER INTL INC COM 14754D100 94 4,087 SH   DFND 4 0 0 4,087
CASS INFORMATION SYS INC COM 14808P109 96 1,722 SH   DFND 4 0 0 1,722
CASTLE A M & CO COM 148411101 9 2,462 SH   DFND 4 0 0 2,462
CATALENT INC COM 148806102 241 7,752 SH   DFND 4 2,152 0 5,600
CATAMARAN CORP COM 148887102 33,408 561,143 SH   DFND 3 561,143 0 0
CATAMARAN CORP COM 148887102 11,358 190,740 SH   DFND 4 155,951 0 34,789
CATCHMARK TIMBER TR INC CL A 14912Y202 22 1,886 SH   DFND 4 0 0 1,886
CATERPILLAR INC DEL COM 149123101 1,283 16,027 SH   DFND 1 0 0 16,027
CATERPILLAR INC DEL COM 149123101 134,997 1,686,828 SH   DFND 3 1,686,828 0 0
CATERPILLAR INC DEL COM 149123101 64,519 806,128 SH   DFND 4 635,890 0 170,238
CATHAY GEN BANCORP COM 149150104 404 14,280 SH   DFND 4 2,907 0 11,373
CATO CORP NEW CL A 149205106 177 4,460 SH   DFND 4 521 0 3,939
CAVCO INDS INC DEL COM 149568107 101 1,329 SH   DFND 4 0 0 1,329
CAVIUM INC COM 14964U108 670 9,350 SH   DFND 4 1,762 0 7,588
CBIZ INC COM 124805102 73 7,785 SH   DFND 4 0 0 7,785
CBL & ASSOC PPTYS INC COM 124830100 158 8,004 SH   DFND 3 8,004 0 0
CBL & ASSOC PPTYS INC COM 124830100 6,345 320,441 SH   DFND 4 313,305 0 7,136
CBOE HLDGS INC COM 12503M108 469 8,165 SH   DFND 4 8,165 0 0
CBRE GROUP INC CL A 12504L109 30,631 791,289 SH   DFND 3 791,289 0 0
CBRE GROUP INC CL A 12504L109 11,854 306,215 SH   DFND 4 226,354 0 79,861
CBS CORP NEW CL B 124857202 32,862 541,852 SH   DFND 4 405,321 0 136,531
CBS CORP NEW CL B 124857202 79,868 1,317,305 SH   DFND 3 1,317,305 0 0
CDK GLOBAL INC COM 12508E101 21,892 468,169 SH   DFND 3 468,169 0 0
CDK GLOBAL INC COM 12508E101 4,636 99,141 SH   DFND 4 94,192 0 4,949
CDN IMPERIAL BK COMM TORONTO COM 136069101 81,385 1,122,551 SH   DFND 3 1,122,551 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 41,121 567,468 SH   DFND 4 488,601 0 78,867
CDW CORP COM 12514G108 41 1,114 SH   DFND 3 1,114 0 0
CDW CORP COM 12514G108 1,296 34,771 SH   DFND 4 32,092 0 2,679
CECO ENVIRONMENTAL CORP COM 125141101 41 3,966 SH   DFND 4 0 0 3,966
CEDAR REALTY TRUST INC COM NEW 150602209 21 2,813 SH   DFND 3 2,813 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,058 141,181 SH   DFND 4 130,072 0 11,109
CELADON GROUP INC COM 150838100 106 3,874 SH   DFND 4 0 0 3,874
CELANESE CORP DEL COM SER A 150870103 23,984 429,362 SH   DFND 3 429,362 0 0
CELANESE CORP DEL COM SER A 150870103 8,232 147,381 SH   DFND 4 118,301 0 29,080
CELESTICA INC SUB VTG SHS 15101Q108 82 7,400 SH   DFND 3 7,400 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,840 165,684 SH   DFND 4 148,734 0 16,950
CELGENE CORP COM 151020104 872 7,566 SH   DFND 2 0 0 7,566
CELGENE CORP COM 151020104 256,967 2,229,071 SH   DFND 3 2,229,071 0 0
CELGENE CORP COM 151020104 99,332 861,584 SH   DFND 4 664,222 0 197,362
CELLDEX THERAPEUTICS INC NEW COM 15117B103 477 17,012 SH   DFND 4 3,193 0 13,819
CEMEX SAB DE CV SPON ADR NEW 151290889 1,396 147,419 SH   DFND 1 0 0 147,419
CEMEX SAB DE CV SPON ADR NEW 151290889 6,192 653,542 SH   DFND 4 653,542 0 0
CEMPRA INC COM 15130J109 133 3,767 SH   DFND 4 0 0 3,767
CENCOSUD S A SPONSORED ADS 15132H101 430 61,019 SH   DFND 4 61,019 0 0
CENOVUS ENERGY INC COM 15135U109 38,674 2,294,140 SH   DFND 3 2,294,140 0 0
CENOVUS ENERGY INC COM 15135U109 19,821 1,175,315 SH   DFND 4 1,013,004 0 162,311
CENTENE CORP DEL COM 15135B101 113 1,598 SH   DFND 3 1,598 0 0
CENTENE CORP DEL COM 15135B101 2,677 37,884 SH   DFND 4 33,398 0 4,486
CENTERPOINT ENERGY INC COM 15189T107 24,883 1,219,165 SH   DFND 3 1,219,165 0 0
CENTERPOINT ENERGY INC COM 15189T107 36,168 1,771,878 SH   DFND 4 1,651,120 0 120,758
CENTERSTATE BANKS INC COM 15201P109 75 6,289 SH   DFND 4 0 0 6,289
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 225 106,422 SH   DFND 4 106,422 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 36 13,480 SH   DFND 4 0 0 13,480
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 72 6,707 SH   DFND 4 0 0 6,707
CENTRAL PAC FINL CORP COM NEW 154760409 76 3,278 SH   DFND 4 0 0 3,278
CENTURY ALUM CO COM 156431108 127 9,201 SH   DFND 4 1,799 0 7,402
CENTURYLINK INC COM 156700106 217 6,273 SH   DFND 2 0 0 6,273
CENTURYLINK INC COM 156700106 56,056 1,622,463 SH   DFND 3 1,622,463 0 0
CENTURYLINK INC COM 156700106 44,725 1,294,401 SH   DFND 4 1,096,252 0 198,149
CEPHEID COM 15670R107 711 12,618 SH   DFND 4 2,272 0 10,346
CERNER CORP COM 156782104 58,396 797,107 SH   DFND 3 797,107 0 0
CERNER CORP COM 156782104 23,436 319,897 SH   DFND 4 246,094 0 73,803
CERUS CORP COM 157085101 67 15,868 SH   DFND 4 0 0 15,868
CEVA INC COM 157210105 82 3,902 SH   DFND 4 0 0 3,902
CF INDS HLDGS INC COM 125269100 169 596 SH   DFND 2 0 0 596
CF INDS HLDGS INC COM 125269100 38,741 136,567 SH   DFND 3 136,567 0 0
CF INDS HLDGS INC COM 125269100 17,387 61,277 SH   DFND 4 47,421 0 13,856
CHAMBERS STR PPTYS COM 157842105 63 7,938 SH   DFND 3 7,938 0 0
CHAMBERS STR PPTYS COM 157842105 3,011 382,130 SH   DFND 4 347,963 0 34,167
CHANNELADVISOR CORP COM 159179100 41 4,163 SH   DFND 4 0 0 4,163
CHARLES RIV LABS INTL INC COM 159864107 121 1,524 SH   DFND 4 1,524 0 0
CHART INDS INC COM PAR $0.01 16115Q308 176 5,087 SH   DFND 4 707 0 4,380
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 38,687 200,339 SH   DFND 3 200,339 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 14,823 76,740 SH   DFND 4 63,587 0 13,153
CHARTER FINL CORP MD COM 16122W108 49 4,225 SH   DFND 4 0 0 4,225
CHASE CORP COM 16150R104 46 1,060 SH   DFND 4 0 0 1,060
CHATHAM LODGING TR COM 16208T102 36 1,229 SH   DFND 3 1,229 0 0
CHATHAM LODGING TR COM 16208T102 1,534 52,192 SH   DFND 4 47,100 0 5,092
CHECKPOINT SYS INC COM 162825103 64 5,951 SH   DFND 4 0 0 5,951
CHEESECAKE FACTORY INC COM 163072101 435 8,817 SH   DFND 4 1,473 0 7,344
CHEFS WHSE INC COM 163086101 75 3,379 SH   DFND 4 0 0 3,379
CHEGG INC COM 163092109 105 13,158 SH   DFND 4 0 0 13,158
CHEMED CORP NEW COM 16359R103 379 3,166 SH   DFND 4 652 0 2,514
CHEMICAL FINL CORP COM 163731102 161 5,188 SH   DFND 4 797 0 4,391
CHEMTURA CORP COM NEW 163893209 55 2,030 SH   DFND 3 2,030 0 0
CHEMTURA CORP COM NEW 163893209 1,265 46,522 SH   DFND 4 29,138 0 17,384
CHENIERE ENERGY INC COM NEW 16411R208 50,011 646,139 SH   DFND 3 646,139 0 0
CHENIERE ENERGY INC COM NEW 16411R208 12,818 165,607 SH   DFND 4 128,091 0 37,516
CHESAPEAKE ENERGY CORP COM 165167107 11 747 SH   DFND 2 0 0 747
CHESAPEAKE ENERGY CORP COM 165167107 28,584 2,018,673 SH   DFND 3 2,018,673 0 0
CHESAPEAKE ENERGY CORP COM 165167107 13,412 947,304 SH   DFND 4 775,330 0 171,974
CHESAPEAKE LODGING TR SH BEN INT 165240102 65 1,911 SH   DFND 3 1,911 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 2,842 84,061 SH   DFND 4 76,094 0 7,967
CHESAPEAKE UTILS CORP COM 165303108 107 2,132 SH   DFND 4 0 0 2,132
CHEVRON CORP NEW COM 166764100 188 1,788 SH   DFND 2 0 0 1,788
CHEVRON CORP NEW COM 166764100 558,835 5,323,249 SH   DFND 3 5,323,249 0 0
CHEVRON CORP NEW COM 166764100 350,436 3,337,498 SH   DFND 4 2,788,491 0 549,007
CHICAGO BRIDGE & IRON CO N V COM 167250109 13,766 279,452 SH   DFND 3 279,452 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 4,520 91,790 SH   DFND 4 75,290 0 16,500
CHICOS FAS INC COM 168615102 36 2,027 SH   DFND 3 2,027 0 0
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COCA COLA ENTERPRISES INC NE COM 19122T109 29,716 672,318 SH   DFND 3 672,318 0 0
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COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 8,887 877,288 SH   DFND 4 803,721 0 73,567
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DANA HLDG CORP COM 235825205 79 3,728 SH   DFND 3 3,728 0 0
DANA HLDG CORP COM 235825205 2,110 100,125 SH   DFND 4 67,345 0 32,780
DANAHER CORP DEL COM 235851102 141,355 1,664,956 SH   DFND 3 1,664,956 0 0
DANAHER CORP DEL COM 235851102 51,225 603,332 SH   DFND 4 451,477 0 151,855
DARDEN RESTAURANTS INC COM 237194105 26,246 378,512 SH   DFND 3 378,512 0 0
DARDEN RESTAURANTS INC COM 237194105 13,490 194,498 SH   DFND 4 157,943 0 36,555
DARLING INGREDIENTS INC COM 237266101 454 32,605 SH   DFND 4 8,992 0 23,613
DAVITA HEALTHCARE PARTNERS I COM 23918K108 49,268 606,150 SH   DFND 3 606,150 0 0
DAVITA HEALTHCARE PARTNERS I COM 23918K108 26,559 326,605 SH   DFND 4 254,863 0 71,742
DAWSON GEOPHYSICAL CO NEW COM 239360100 12 2,723 SH   DFND 4 0 0 2,723
DCT INDUSTRIAL TRUST INC COM NEW 233153204 138 3,993 SH   DFND 3 3,993 0 0
DCT INDUSTRIAL TRUST INC COM NEW 233153204 5,552 160,239 SH   DFND 4 148,376 0 11,863
DDR CORP COM 23317H102 256 13,728 SH   DFND 3 13,728 0 0
DDR CORP COM 23317H102 9,795 525,965 SH   DFND 4 517,761 0 8,204
DEALERTRACK TECHNOLOGIES INC COM 242309102 367 9,457 SH   DFND 4 1,556 0 7,901
DEAN FOODS CO NEW COM NEW 242370203 178 10,739 SH   DFND 3 10,739 0 0
DEAN FOODS CO NEW COM NEW 242370203 3,264 197,168 SH   DFND 4 161,732 0 35,436
DECKERS OUTDOOR CORP COM 243537107 482 6,614 SH   DFND 4 6,614 0 0
DEERE & CO COM 244199105 80,424 917,137 SH   DFND 3 917,137 0 0
DEERE & CO COM 244199105 40,209 458,485 SH   DFND 4 360,870 0 97,615
DEL FRISCOS RESTAURANT GROUP COM 245077102 76 3,780 SH   DFND 4 0 0 3,780
DELEK US HLDGS INC COM 246647101 1,571 39,479 SH   DFND 4 27,833 0 11,646
DELEK US HLDGS INC COM 246647101 45 1,125 SH   DFND 3 1,125 0 0
DELHAIZE GROUP SPONSORED ADR 29759W101 6 284 SH   DFND 4 284 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 26,864 597,509 SH   DFND 3 597,509 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 18,848 419,269 SH   DFND 4 292,606 0 126,663
DELTIC TIMBER CORP COM 247850100 114 1,720 SH   DFND 4 116 0 1,604
DELUXE CORP COM 248019101 83 1,200 SH   DFND 3 1,200 0 0
DELUXE CORP COM 248019101 1,595 23,114 SH   DFND 4 14,018 0 9,096
DEMANDWARE INC COM 24802Y105 328 5,279 SH   DFND 4 894 0 4,385
DENBURY RES INC COM NEW 247916208 2,445 334,846 SH   DFND 4 320,575 0 14,271
DENBURY RES INC COM NEW 247916208 83 11,319 SH   DFND 3 11,319 0 0
DENNYS CORP COM 24869P104 148 12,853 SH   DFND 4 0 0 12,853
DENTSPLY INTL INC NEW COM 249030107 21,382 420,155 SH   DFND 3 420,155 0 0
DENTSPLY INTL INC NEW COM 249030107 9,452 185,743 SH   DFND 4 148,301 0 37,442
DEPOMED INC COM 249908104 200 8,807 SH   DFND 4 0 0 8,807
DERMA SCIENCES INC COM PAR $.01 249827502 36 4,160 SH   DFND 4 0 0 4,160
DESTINATION MATERNITY CORP COM 25065D100 39 2,602 SH   DFND 4 0 0 2,602
DEVON ENERGY CORP NEW COM 25179M103 31 515 SH   DFND 2 0 0 515
DEVON ENERGY CORP NEW COM 25179M103 69,275 1,148,652 SH   DFND 3 1,148,652 0 0
DEVON ENERGY CORP NEW COM 25179M103 30,329 502,872 SH   DFND 4 401,442 0 101,430
DEVRY ED GROUP INC COM 251893103 24 710 SH   DFND 3 710 0 0
DEVRY ED GROUP INC COM 251893103 639 19,164 SH   DFND 4 19,164 0 0
DEXCOM INC COM 252131107 788 12,734 SH   DFND 4 2,058 0 10,676
DIAMOND FOODS INC COM 252603105 116 3,530 SH   DFND 4 291 0 3,239
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 79 491 SH   DFND 4 0 0 491
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,534 169,256 SH   DFND 3 169,256 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 5,035 188,036 SH   DFND 4 163,342 0 24,694
DIAMOND RESORTS INTL INC COM 25272T104 170 5,090 SH   DFND 4 0 0 5,090
DIAMONDBACK ENERGY INC COM 25278X109 627 8,227 SH   DFND 4 1,857 0 6,370
DIAMONDROCK HOSPITALITY CO COM 252784301 128 9,073 SH   DFND 3 9,073 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 5,944 420,419 SH   DFND 4 393,153 0 27,266
DICE HLDGS INC COM 253017107 64 7,178 SH   DFND 4 0 0 7,178
DICKS SPORTING GOODS INC COM 253393102 75 1,320 SH   DFND 3 1,320 0 0
DICKS SPORTING GOODS INC COM 253393102 2,554 44,772 SH   DFND 4 34,101 0 10,671
DIEBOLD INC COM 253651103 50 1,400 SH   DFND 3 1,400 0 0
DIEBOLD INC COM 253651103 937 26,432 SH   DFND 4 22,609 0 3,823
DIGI INTL INC COM 253798102 48 4,804 SH   DFND 4 0 0 4,804
DIGITAL RLTY TR INC COM 253868103 29,350 444,972 SH   DFND 3 444,972 0 0
DIGITAL RLTY TR INC COM 253868103 22,640 343,193 SH   DFND 4 317,384 0 25,809
DIGITALGLOBE INC COM NEW 25389M877 437 12,665 SH   DFND 4 1,829 0 10,836
DILLARDS INC CL A 254067101 81 590 SH   DFND 3 590 0 0
DILLARDS INC CL A 254067101 2,061 15,099 SH   DFND 4 13,506 0 1,593
DIME CMNTY BANCSHARES COM 253922108 101 6,253 SH   DFND 4 0 0 6,253
DINEEQUITY INC COM 254423106 312 2,903 SH   DFND 4 514 0 2,389
DIODES INC COM 254543101 174 6,038 SH   DFND 4 754 0 5,284
DIPLOMAT PHARMACY INC COM 25456K101 97 2,801 SH   DFND 4 0 0 2,801
DIRECTV COM 25490A309 121,692 1,429,983 SH   DFND 3 1,429,983 0 0
DIRECTV COM 25490A309 50,189 589,671 SH   DFND 4 456,773 0 132,898
DISCOVER FINL SVCS COM 254709108 72,127 1,279,989 SH   DFND 3 1,279,989 0 0
DISCOVER FINL SVCS COM 254709108 28,453 504,941 SH   DFND 4 380,370 0 124,571
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 24,129 818,634 SH   DFND 3 818,634 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 9,042 306,751 SH   DFND 4 229,861 0 76,890
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 13,102 425,958 SH   DFND 3 425,958 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 5,254 170,778 SH   DFND 4 133,857 0 36,921
DISH NETWORK CORP CL A 25470M109 40,341 575,809 SH   DFND 3 575,809 0 0
DISH NETWORK CORP CL A 25470M109 15,067 215,016 SH   DFND 4 176,358 0 38,658
DISNEY WALT CO COM DISNEY 254687106 502,130 4,787,210 SH   DFND 3 4,787,210 0 0
DISNEY WALT CO COM DISNEY 254687106 185,961 1,772,642 SH   DFND 4 1,358,815 0 413,827
DOLBY LABORATORIES INC COM 25659T107 67 1,768 SH   DFND 4 1,768 0 0
DOLLAR GEN CORP NEW COM 256677105 26,873 356,535 SH   DFND 4 268,193 0 88,342
DOLLAR GEN CORP NEW COM 256677105 56,320 747,149 SH   DFND 3 747,149 0 0
DOLLAR TREE INC COM 256746108 49,723 612,767 SH   DFND 3 612,767 0 0
DOLLAR TREE INC COM 256746108 19,461 239,711 SH   DFND 4 170,349 0 69,362
DOMINION DIAMOND CORP COM 257287102 54 3,180 SH   DFND 4 3,180 0 0
DOMINION RES INC VA NEW COM 25746U109 115,922 1,635,696 SH   DFND 3 1,635,696 0 0
DOMINION RES INC VA NEW COM 25746U109 68,542 966,608 SH   DFND 4 773,799 0 192,809
DOMINOS PIZZA INC COM 25754A201 245 2,432 SH   DFND 4 2,432 0 0
DOMTAR CORP COM NEW 257559203 92 2,000 SH   DFND 3 2,000 0 0
DOMTAR CORP COM NEW 257559203 2,524 54,691 SH   DFND 4 50,047 0 4,644
DONALDSON INC COM 257651109 26 700 SH   DFND 3 700 0 0
DONALDSON INC COM 257651109 1,200 31,851 SH   DFND 4 29,584 0 2,267
DONNELLEY R R & SONS CO COM 257867101 186 9,716 SH   DFND 3 9,716 0 0
DONNELLEY R R & SONS CO COM 257867101 5,045 262,681 SH   DFND 4 238,080 0 24,601
DORMAN PRODUCTS INC COM 258278100 243 4,852 SH   DFND 4 939 0 3,913
DOT HILL SYS CORP COM 25848T109 41 7,738 SH   DFND 4 0 0 7,738
DOUGLAS DYNAMICS INC COM 25960R105 72 3,150 SH   DFND 4 0 0 3,150
DOUGLAS EMMETT INC COM 25960P109 204 6,830 SH   DFND 3 6,830 0 0
DOUGLAS EMMETT INC COM 25960P109 6,862 230,136 SH   DFND 4 226,104 0 4,032
DOVER CORP COM 260003108 31,960 462,388 SH   DFND 3 462,388 0 0
DOVER CORP COM 260003108 14,600 211,227 SH   DFND 4 165,428 0 45,799
DOW CHEM CO COM 260543103 155,010 3,230,711 SH   DFND 3 3,230,711 0 0
DOW CHEM CO COM 260543103 80,119 1,669,593 SH   DFND 4 1,351,658 0 317,935
DR PEPPER SNAPPLE GROUP INC COM 26138E109 169 2,152 SH   DFND 2 0 0 2,152
DR PEPPER SNAPPLE GROUP INC COM 26138E109 42,292 538,885 SH   DFND 3 538,885 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 18,118 230,798 SH   DFND 4 177,858 0 52,940
DR REDDYS LABS LTD ADR 256135203 8,661 151,675 SH   DFND 4 129,102 0 22,573
DREAMWORKS ANIMATION SKG INC CL A 26153C103 58 2,402 SH   DFND 4 2,402 0 0
DRESSER-RAND GROUP INC COM 261608103 48 600 SH   DFND 3 600 0 0
DRESSER-RAND GROUP INC COM 261608103 1,997 24,865 SH   DFND 4 23,034 0 1,831
DREW INDS INC COM NEW 26168L205 266 4,301 SH   DFND 4 848 0 3,453
DRIL-QUIP INC COM 262037104 106 1,546 SH   DFND 4 1,546 0 0
DST SYS INC DEL COM 233326107 12,091 109,209 SH   DFND 3 109,209 0 0
DST SYS INC DEL COM 233326107 3,352 30,275 SH   DFND 4 30,275 0 0
DSW INC CL A 23334L102 38 1,022 SH   DFND 3 1,022 0 0
DSW INC CL A 23334L102 760 20,605 SH   DFND 4 20,605 0 0
DTE ENERGY CO COM 233331107 39,980 495,480 SH   DFND 3 495,480 0 0
DTE ENERGY CO COM 233331107 57,831 716,678 SH   DFND 4 666,487 0 50,191
DTS INC COM 23335C101 101 2,970 SH   DFND 4 0 0 2,970
DU PONT E I DE NEMOURS & CO COM 263534109 180,174 2,520,968 SH   DFND 3 2,520,968 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 86,251 1,206,721 SH   DFND 4 965,889 0 240,832
DUCOMMUN INC DEL COM 264147109 53 2,087 SH   DFND 4 0 0 2,087
DUKE ENERGY CORP NEW COM NEW 26441C204 151,756 1,976,508 SH   DFND 3 1,976,508 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 148,830 1,938,861 SH   DFND 4 1,698,475 0 240,386
DUKE REALTY CORP COM NEW 264411505 19,902 914,198 SH   DFND 3 914,198 0 0
DUKE REALTY CORP COM NEW 264411505 18,748 861,067 SH   DFND 4 797,232 0 63,835
DUN & BRADSTREET CORP DEL NE COM 26483E100 14,149 110,226 SH   DFND 3 110,226 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 5,891 45,896 SH   DFND 4 37,355 0 8,541
DUNKIN BRANDS GROUP INC COM 265504100 366 7,704 SH   DFND 4 7,704 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 71 2,173 SH   DFND 3 2,173 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 3,304 100,992 SH   DFND 4 91,792 0 9,200
DXP ENTERPRISES INC NEW COM NEW 233377407 82 1,908 SH   DFND 4 0 0 1,908
DYAX CORP COM 26746E103 425 25,138 SH   DFND 4 4,537 0 20,601
DYCOM INDS INC COM 267475101 283 5,798 SH   DFND 4 1,039 0 4,759
DYNAMIC MATLS CORP COM 267888105 34 2,648 SH   DFND 4 0 0 2,648
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 121 5,232 SH   DFND 4 0 0 5,232
DYNEGY INC NEW DEL COM 26817R108 57 1,824 SH   DFND 3 1,824 0 0
DYNEGY INC NEW DEL COM 26817R108 1,081 34,561 SH   DFND 4 12,614 0 21,947
DYNEX CAP INC COM NEW 26817Q506 65 7,651 SH   DFND 4 0 0 7,651
E M C CORP MASS COM 268648102 350 13,704 SH   DFND 2 0 0 13,704
E M C CORP MASS COM 268648102 147,726 5,779,581 SH   DFND 3 5,779,581 0 0
E M C CORP MASS COM 268648102 61,579 2,409,308 SH   DFND 4 1,876,820 0 532,488
E TRADE FINANCIAL CORP COM NEW 269246401 195 6,820 SH   DFND 3 6,820 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 4,815 168,706 SH   DFND 4 127,016 0 41,690
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 214 22,400 SH   DFND 4 22,400 0 0
EAGLE BANCORP INC MD COM 268948106 128 3,338 SH   DFND 4 0 0 3,338
EAGLE MATERIALS INC COM 26969P108 1,631 19,518 SH   DFND 1 0 0 19,518
EAGLE MATERIALS INC COM 26969P108 127 1,517 SH   DFND 4 1,517 0 0
EARTHLINK HLDGS CORP COM 27033X101 104 23,036 SH   DFND 4 3,116 0 19,920
EAST WEST BANCORP INC COM 27579R104 78 1,930 SH   DFND 3 1,930 0 0
EAST WEST BANCORP INC COM 27579R104 1,510 37,310 SH   DFND 4 33,823 0 3,487
EASTGROUP PPTY INC COM 277276101 66 1,100 SH   DFND 3 1,100 0 0
EASTGROUP PPTY INC COM 277276101 3,061 50,871 SH   DFND 4 46,426 0 4,445
EASTMAN CHEM CO COM 277432100 28,973 418,324 SH   DFND 3 418,324 0 0
EASTMAN CHEM CO COM 277432100 12,202 176,167 SH   DFND 4 139,864 0 36,303
EASTMAN KODAK CO COM NEW 277461406 41 2,194 SH   DFND 4 0 0 2,194
EATON VANCE CORP COM NON VTG 278265103 47 1,130 SH   DFND 3 1,130 0 0
EATON VANCE CORP COM NON VTG 278265103 2,580 61,965 SH   DFND 4 45,315 0 16,650
EBAY INC COM 278642103 453 7,859 SH   DFND 2 0 0 7,859
EBAY INC COM 278642103 178,434 3,093,522 SH   DFND 3 3,093,522 0 0
EBAY INC COM 278642103 68,870 1,193,881 SH   DFND 4 887,997 0 305,884
EBIX INC COM NEW 278715206 170 5,601 SH   DFND 4 0 0 5,601
ECHO GLOBAL LOGISTICS INC COM 27875T101 113 4,003 SH   DFND 4 0 0 4,003
ECHOSTAR CORP CL A 278768106 34 660 SH   DFND 3 660 0 0
ECHOSTAR CORP CL A 278768106 929 17,964 SH   DFND 4 17,964 0 0
ECOLAB INC COM 278865100 87,361 763,780 SH   DFND 3 763,780 0 0
ECOLAB INC COM 278865100 43,318 378,585 SH   DFND 4 270,263 0 108,322
ECOPETROL S A SPONSORED ADS 279158109 12,152 798,969 SH   DFND 4 775,269 0 23,700
EDISON INTL COM 281020107 56,958 911,760 SH   DFND 3 911,760 0 0
EDISON INTL COM 281020107 73,401 1,174,843 SH   DFND 4 1,090,656 0 84,187
EDUCATION RLTY TR INC COM NEW 28140H203 57 1,621 SH   DFND 3 1,621 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 2,542 71,806 SH   DFND 4 64,944 0 6,862
EDWARDS LIFESCIENCES CORP COM 28176E108 42,421 297,772 SH   DFND 3 297,772 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 19,151 134,428 SH   DFND 4 107,490 0 26,938
EHEALTH INC COM 28238P109 29 2,982 SH   DFND 4 0 0 2,982
EL PASO ELEC CO COM NEW 283677854 3,777 97,860 SH   DFND 4 92,001 0 5,859
ELDORADO GOLD CORP NEW COM 284902103 8,950 1,950,933 SH   DFND 3 1,950,933 0 0
ELDORADO GOLD CORP NEW COM 284902103 5,021 1,093,870 SH   DFND 4 965,691 0 128,179
ELECTRO RENT CORP COM 285218103 35 3,082 SH   DFND 4 0 0 3,082
ELECTRONIC ARTS INC COM 285512109 49,288 838,014 SH   DFND 3 838,014 0 0
ELECTRONIC ARTS INC COM 285512109 17,846 303,444 SH   DFND 4 222,093 0 81,351
ELECTRONICS FOR IMAGING INC COM 286082102 326 7,858 SH   DFND 4 1,311 0 6,547
ELIZABETH ARDEN INC COM 28660G106 29 1,871 SH   DFND 4 0 0 1,871
ELLIE MAE INC COM 28849P100 229 4,183 SH   DFND 4 0 0 4,183
ELLIS PERRY INTL INC COM 288853104 38 1,623 SH   DFND 4 0 0 1,623
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 185 12,252 SH   DFND 4 12,252 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 247 8,043 SH   DFND 4 8,043 0 0
EMCOR GROUP INC COM 29084Q100 79 1,690 SH   DFND 3 1,690 0 0
EMCOR GROUP INC COM 29084Q100 2,172 46,657 SH   DFND 4 34,187 0 12,470
EMERALD OIL INC COM NEW 29101U209 8 10,199 SH   DFND 4 0 0 10,199
EMERGENT BIOSOLUTIONS INC COM 29089Q105 123 4,233 SH   DFND 4 0 0 4,233
EMERSON ELEC CO COM 291011104 109,380 1,931,832 SH   DFND 3 1,931,832 0 0
EMERSON ELEC CO COM 291011104 47,277 835,182 SH   DFND 4 646,644 0 188,538
EMPIRE DIST ELEC CO COM 291641108 2,449 98,643 SH   DFND 4 92,347 0 6,296
EMPIRE ST RLTY TR INC CL A 292104106 52 2,780 SH   DFND 3 2,780 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,421 128,639 SH   DFND 4 115,350 0 13,289
EMPLOYERS HOLDINGS INC COM 292218104 157 5,817 SH   DFND 4 1,144 0 4,673
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 5,485 121,666 SH   DFND 4 98,364 0 23,302
EMULEX CORP COM NEW 292475209 119 14,935 SH   DFND 4 0 0 14,935
ENANTA PHARMACEUTICALS INC COM 29251M106 62 1,990 SH   DFND 4 0 0 1,990
ENBRIDGE INC COM 29250N105 116,428 2,415,315 SH   DFND 3 2,415,315 0 0
ENBRIDGE INC COM 29250N105 113,329 2,351,122 SH   DFND 4 2,166,431 0 184,691
ENCANA CORP COM 292505104 13,418 1,203,027 SH   DFND 4 1,042,423 0 160,604
ENCANA CORP COM 292505104 25,603 2,293,392 SH   DFND 3 2,293,392 0 0
ENCORE CAP GROUP INC COM 292554102 206 4,942 SH   DFND 4 1,018 0 3,924
ENCORE WIRE CORP COM 292562105 116 3,091 SH   DFND 4 0 0 3,091
ENDOCYTE INC COM 29269A102 42 6,833 SH   DFND 4 0 0 6,833
ENDOLOGIX INC COM 29266S106 156 9,318 SH   DFND 4 0 0 9,318
ENDURANCE INTL GROUP HLDGS I COM 29272B105 110 5,782 SH   DFND 4 0 0 5,782
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 67 1,100 SH   DFND 3 1,100 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,453 23,729 SH   DFND 4 21,474 0 2,255
ENERGEN CORP COM 29265N108 66 1,000 SH   DFND 3 1,000 0 0
ENERGEN CORP COM 29265N108 2,590 39,237 SH   DFND 4 26,916 0 12,321
ENERGIZER HLDGS INC COM 29266R108 24,028 174,056 SH   DFND 3 174,056 0 0
ENERGIZER HLDGS INC COM 29266R108 9,877 71,561 SH   DFND 4 59,046 0 12,515
ENERNOC INC COM 292764107 54 4,898 SH   DFND 4 0 0 4,898
ENERPLUS CORP COM 292766102 73 7,237 SH   DFND 3 7,237 0 0
ENERPLUS CORP COM 292766102 3,152 310,838 SH   DFND 4 270,603 0 40,235
ENERSIS S A SPONSORED ADR 29274F104 3,513 215,997 SH   DFND 4 152,980 0 63,017
ENERSYS COM 29275Y102 48 750 SH   DFND 3 750 0 0
ENERSYS COM 29275Y102 2,134 33,168 SH   DFND 4 24,964 0 8,204
ENGILITY HLDGS INC NEW COM 29286C107 83 2,786 SH   DFND 4 193 0 2,593
ENNIS INC COM 293389102 53 3,771 SH   DFND 4 0 0 3,771
ENOVA INTL INC COM 29357K103 73 3,739 SH   DFND 4 0 0 3,739
ENPHASE ENERGY INC COM 29355A107 37 2,760 SH   DFND 4 0 0 2,760
ENPRO INDS INC COM 29355X107 294 4,479 SH   DFND 4 1,286 0 3,193
ENSIGN GROUP INC COM 29358P101 130 2,785 SH   DFND 4 0 0 2,785
ENTEGRIS INC COM 29362U104 317 23,322 SH   DFND 4 3,449 0 19,873
ENTERCOM COMMUNICATIONS CORP CL A 293639100 56 4,732 SH   DFND 4 0 0 4,732
ENTERGY CORP NEW COM 29364G103 39,439 508,951 SH   DFND 3 508,951 0 0
ENTERGY CORP NEW COM 29364G103 31,015 400,184 SH   DFND 4 346,494 0 53,690
ENTERPRISE FINL SVCS CORP COM 293712105 64 3,131 SH   DFND 4 0 0 3,131
ENTRAVISION COMMUNICATIONS C CL A 29382R107 69 10,785 SH   DFND 4 0 0 10,785
ENTROPIC COMMUNICATIONS INC COM 29384R105 50 16,964 SH   DFND 4 0 0 16,964
ENVESTNET INC COM 29404K106 352 6,317 SH   DFND 4 1,382 0 4,935
ENVISION HEALTHCARE HLDGS IN COM 29413U103 632 16,480 SH   DFND 4 16,480 0 0
EOG RES INC COM 26875P101 86 933 SH   DFND 2 0 0 933
EOG RES INC COM 26875P101 139,018 1,516,179 SH   DFND 3 1,516,179 0 0
EOG RES INC COM 26875P101 48,999 534,392 SH   DFND 4 399,508 0 134,884
EPAM SYS INC COM 29414B104 368 5,975 SH   DFND 4 810 0 5,165
EPIQ SYS INC COM 26882D109 105 5,795 SH   DFND 4 0 0 5,795
EPIZYME INC COM 29428V104 48 2,538 SH   DFND 4 0 0 2,538
EPLUS INC COM 294268107 82 942 SH   DFND 4 0 0 942
EPR PPTYS COM SH BEN INT 26884U109 6,169 102,740 SH   DFND 4 92,778 0 9,962
EPR PPTYS COM SH BEN INT 26884U109 150 2,501 SH   DFND 3 2,501 0 0
EQT CORP COM 26884L109 17 204 SH   DFND 2 0 0 204
EQT CORP COM 26884L109 35,773 431,679 SH   DFND 3 431,679 0 0
EQT CORP COM 26884L109 13,674 165,030 SH   DFND 4 123,961 0 41,069
EQUIFAX INC COM 294429105 32,923 354,006 SH   DFND 3 354,006 0 0
EQUIFAX INC COM 294429105 13,002 139,808 SH   DFND 4 107,869 0 31,939
EQUINIX INC COM PAR $0.001 29444U700 36,427 156,438 SH   DFND 3 156,438 0 0
EQUINIX INC COM PAR $0.001 29444U700 11,576 49,708 SH   DFND 4 37,461 0 12,247
EQUITY COMWLTH COM SH BEN INT 294628102 220 8,302 SH   DFND 3 8,302 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 7,052 265,747 SH   DFND 4 259,122 0 6,625
EQUITY LIFESTYLE PPTYS INC COM 29472R108 143 2,600 SH   DFND 3 2,600 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 6,247 113,689 SH   DFND 4 113,689 0 0
EQUITY ONE COM 294752100 56 2,103 SH   DFND 3 2,103 0 0
EQUITY ONE COM 294752100 2,469 92,469 SH   DFND 4 83,607 0 8,862
EQUITY RESIDENTIAL SH BEN INT 29476L107 78,678 1,010,510 SH   DFND 3 1,010,510 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 73,149 939,261 SH   DFND 4 836,215 0 103,046
ERA GROUP INC COM 26885G109 63 3,002 SH   DFND 4 0 0 3,002
ERIE INDTY CO CL A 29530P102 53 603 SH   DFND 4 603 0 0
ESCO TECHNOLOGIES INC COM 296315104 173 4,474 SH   DFND 4 616 0 3,858
ESSEX PPTY TR INC COM 297178105 40,170 174,727 SH   DFND 3 174,727 0 0
ESSEX PPTY TR INC COM 297178105 35,915 156,205 SH   DFND 4 138,558 0 17,647
ESTERLINE TECHNOLOGIES CORP COM 297425100 84 738 SH   DFND 3 738 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 2,044 17,851 SH   DFND 4 12,231 0 5,620
ETHAN ALLEN INTERIORS INC COM 297602104 105 3,782 SH   DFND 4 0 0 3,782
EURONET WORLDWIDE INC COM 298736109 516 8,978 SH   DFND 4 1,692 0 7,286
EVERBANK FINL CORP COM 29977G102 283 15,569 SH   DFND 4 2,359 0 13,210
EVERCORE PARTNERS INC CLASS A 29977A105 299 5,767 SH   DFND 4 1,065 0 4,702
EVEREST RE GROUP LTD COM G3223R108 26,173 150,419 SH   DFND 3 150,419 0 0
EVEREST RE GROUP LTD COM G3223R108 13,512 77,582 SH   DFND 4 57,496 0 20,086
EVERSOURCE ENERGY COM 30040W108 44,604 882,892 SH   DFND 3 882,892 0 0
EVERSOURCE ENERGY COM 30040W108 61,203 1,211,366 SH   DFND 4 1,110,528 0 100,838
EVERTEC INC COM 30040P103 265 12,121 SH   DFND 4 2,583 0 9,538
EVINE LIVE INC CL A 300487105 33 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 341 15,195 SH   DFND 4 2,934 0 12,261
EXACTECH INC COM 30064E109 48 1,881 SH   DFND 4 0 0 1,881
EXAMWORKS GROUP INC COM 30066A105 263 6,349 SH   DFND 4 1,193 0 5,156
EXAR CORP COM 300645108 74 7,307 SH   DFND 4 0 0 7,307
EXCEL TR INC COM 30068C109 27 1,959 SH   DFND 3 1,959 0 0
EXCEL TR INC COM 30068C109 1,307 93,198 SH   DFND 4 84,080 0 9,118
EXCO RESOURCES INC COM 269279402 40 23,023 SH   DFND 4 0 0 23,023
EXELIS INC COM 30162A108 141 5,804 SH   DFND 3 5,804 0 0
EXELIS INC COM 30162A108 2,827 115,993 SH   DFND 4 103,206 0 12,787
EXELIXIS INC COM 30161Q104 80 30,057 SH   DFND 4 0 0 30,057
EXELON CORP COM 30161N101 80,647 2,399,492 SH   DFND 3 2,399,492 0 0
EXELON CORP COM 30161N101 57,399 1,707,807 SH   DFND 4 1,458,118 0 249,689
EXLSERVICE HOLDINGS INC COM 302081104 189 5,104 SH   DFND 4 271 0 4,833
EXONE CO COM 302104104 20 1,447 SH   DFND 4 0 0 1,447
EXPEDIA INC DEL COM NEW 30212P303 26,921 285,997 SH   DFND 3 285,997 0 0
EXPEDIA INC DEL COM NEW 30212P303 10,022 106,470 SH   DFND 4 79,192 0 27,278
EXPEDITORS INTL WASH INC COM 302130109 26,836 556,991 SH   DFND 3 556,991 0 0
EXPEDITORS INTL WASH INC COM 302130109 11,366 235,907 SH   DFND 4 182,094 0 53,813
EXPONENT INC COM 30214U102 165 1,864 SH   DFND 4 0 0 1,864
EXPRESS INC COM 30219E103 948 57,177 SH   DFND 4 45,147 0 12,030
EXPRESS SCRIPTS HLDG CO COM 30219G108 178,005 2,051,457 SH   DFND 3 2,051,457 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 94,643 1,090,709 SH   DFND 4 856,111 0 234,598
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 27 1,394 SH   DFND 4 1,394 0 0
EXTERRAN HLDGS INC COM 30225X103 81 2,410 SH   DFND 3 2,410 0 0
EXTERRAN HLDGS INC COM 30225X103 1,935 57,741 SH   DFND 4 45,666 0 12,075
EXTRA SPACE STORAGE INC COM 30225T102 292 4,324 SH   DFND 3 4,324 0 0
EXTRA SPACE STORAGE INC COM 30225T102 11,498 170,166 SH   DFND 4 170,166 0 0
EXTREME NETWORKS INC COM 30226D106 48 15,387 SH   DFND 4 0 0 15,387
EXXON MOBIL CORP COM 30231G102 396 4,658 SH   DFND 2 0 0 4,658
EXXON MOBIL CORP COM 30231G102 1,005,583 11,830,392 SH   DFND 3 11,830,392 0 0
EXXON MOBIL CORP COM 30231G102 520,420 6,122,959 SH   DFND 4 4,918,045 0 1,204,914
EZCORP INC CL A NON VTG 302301106 87 9,407 SH   DFND 4 0 0 9,407
F M C CORP COM NEW 302491303 21,839 381,464 SH   DFND 3 381,464 0 0
F M C CORP COM NEW 302491303 8,210 143,399 SH   DFND 4 112,158 0 31,241
F5 NETWORKS INC COM 315616102 22,898 199,217 SH   DFND 3 199,217 0 0
F5 NETWORKS INC COM 315616102 8,492 73,882 SH   DFND 4 55,776 0 18,106
FACEBOOK INC CL A 30303M102 1,038 12,620 SH   DFND 2 0 0 12,620
FACEBOOK INC CL A 30303M102 482,840 5,872,891 SH   DFND 3 5,872,891 0 0
FACEBOOK INC CL A 30303M102 151,589 1,843,685 SH   DFND 4 1,334,553 0 509,132
FACTSET RESH SYS INC COM 303075105 357 2,243 SH   DFND 4 2,243 0 0
FAIR ISAAC CORP COM 303250104 506 5,735 SH   DFND 4 903 0 4,832
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 71 3,903 SH   DFND 3 3,903 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 1,023 55,865 SH   DFND 4 31,447 0 24,418
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 55 3,101 SH   DFND 4 0 0 3,101
FAMILY DLR STORES INC COM 307000109 22,841 288,245 SH   DFND 3 288,245 0 0
FAMILY DLR STORES INC COM 307000109 13,118 165,484 SH   DFND 4 124,107 0 41,377
FARO TECHNOLOGIES INC COM 311642102 178 2,981 SH   DFND 4 403 0 2,578
FASTENAL CO COM 311900104 31,421 758,328 SH   DFND 3 758,328 0 0
FASTENAL CO COM 311900104 11,720 282,830 SH   DFND 4 211,339 0 71,491
FBL FINL GROUP INC CL A 30239F106 114 1,847 SH   DFND 4 158 0 1,689
FBR & CO COM NEW 30247C400 43 1,850 SH   DFND 4 0 0 1,850
FEDERAL AGRIC MTG CORP CL C 313148306 55 1,944 SH   DFND 4 0 0 1,944
FEDERAL MOGUL HOLDINGS CORP COM 313549404 65 4,849 SH   DFND 4 0 0 4,849
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 27,089 184,018 SH   DFND 3 184,018 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 31,824 216,064 SH   DFND 4 193,522 0 22,542
FEDERAL SIGNAL CORP COM 313855108 168 10,650 SH   DFND 4 1,454 0 9,196
FEDERATED INVS INC PA CL B 314211103 70 2,070 SH   DFND 3 2,070 0 0
FEDERATED INVS INC PA CL B 314211103 1,744 51,564 SH   DFND 4 45,730 0 5,834
FEDERATED NATL HLDG CO COM 31422T101 67 2,182 SH   DFND 4 0 0 2,182
FEDEX CORP COM 31428X106 125,238 756,955 SH   DFND 3 756,955 0 0
FEDEX CORP COM 31428X106 52,977 320,179 SH   DFND 4 245,739 0 74,440
FEI CO COM 30241L109 569 7,474 SH   DFND 4 1,406 0 6,068
FELCOR LODGING TR INC COM 31430F101 51 4,424 SH   DFND 3 4,424 0 0
FELCOR LODGING TR INC COM 31430F101 2,096 182,261 SH   DFND 4 164,522 0 17,739
FERRO CORP COM 315405100 173 13,815 SH   DFND 4 3,932 0 9,883
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 242 17,131 SH   DFND 4 17,131 0 0
FIBROGEN INC COM 31572Q808 47 1,485 SH   DFND 4 0 0 1,485
FIDELITY & GTY LIFE COM 315785105 45 2,102 SH   DFND 4 0 0 2,102
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 28,177 766,507 SH   DFND 3 766,507 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 10,881 296,074 SH   DFND 4 252,703 0 43,371
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 17 1,190 SH   DFND 4 1,190 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 54,275 797,464 SH   DFND 3 797,464 0 0
FIDELITY NATL INFORMATION SV COM 31620M106 24,505 360,120 SH   DFND 4 265,631 0 94,489
FIDELITY SOUTHERN CORP NEW COM 316394105 50 3,013 SH   DFND 4 0 0 3,013
FIESTA RESTAURANT GROUP INC COM 31660B101 323 5,241 SH   DFND 4 1,406 0 3,835
FIFTH STREET FINANCE CORP COM 31678A103 1,173 160,508 SH   DFND 4 160,508 0 0
FIFTH THIRD BANCORP COM 316773100 43,304 2,297,305 SH   DFND 3 2,297,305 0 0
FIFTH THIRD BANCORP COM 316773100 22,438 1,190,133 SH   DFND 4 942,171 0 247,962
FINANCIAL ENGINES INC COM 317485100 358 8,590 SH   DFND 4 1,228 0 7,362
FINANCIAL INSTNS INC COM 317585404 60 2,637 SH   DFND 4 0 0 2,637
FINISAR CORP COM NEW 31787A507 352 16,332 SH   DFND 4 2,673 0 13,659
FINISH LINE INC CL A 317923100 200 8,052 SH   DFND 4 1,174 0 6,878
FIREEYE INC COM 31816Q101 128 3,265 SH   DFND 4 3,265 0 0
FIRST AMERN FINL CORP COM 31847R102 86 2,410 SH   DFND 3 2,410 0 0
FIRST AMERN FINL CORP COM 31847R102 2,509 70,364 SH   DFND 4 49,726 0 20,638
FIRST BANCORP N C COM 318910106 54 3,090 SH   DFND 4 0 0 3,090
FIRST BUSEY CORP COM 319383105 74 11,040 SH   DFND 4 0 0 11,040
FIRST CASH FINL SVCS INC COM 31942D107 276 5,897 SH   DFND 4 1,527 0 4,370
FIRST CMNTY BANCSHARES INC N COM 31983A103 47 2,667 SH   DFND 4 0 0 2,667
FIRST COMWLTH FINL CORP PA COM 319829107 126 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 366 1,425 SH   DFND 4 264 0 1,161
FIRST DEFIANCE FINL CORP COM 32006W106 54 1,657 SH   DFND 4 0 0 1,657
FIRST FINL BANCORP OH COM 320209109 195 10,963 SH   DFND 4 2,326 0 8,637
FIRST FINL BANKSHARES COM 32020R109 310 11,009 SH   DFND 4 1,755 0 9,254
FIRST FINL CORP IND COM 320218100 61 1,700 SH   DFND 4 0 0 1,700
FIRST HORIZON NATL CORP COM 320517105 69 4,843 SH   DFND 3 4,843 0 0
FIRST HORIZON NATL CORP COM 320517105 1,390 97,288 SH   DFND 4 85,067 0 12,221
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 81 3,799 SH   DFND 3 3,799 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,754 175,375 SH   DFND 4 159,730 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 47 1,845 SH   DFND 4 0 0 1,845
FIRST MAJESTIC SILVER CORP COM 32076V103 20 3,663 SH   DFND 4 3,663 0 0
FIRST MERCHANTS CORP COM 320817109 128 5,483 SH   DFND 4 0 0 5,483
FIRST MIDWEST BANCORP DEL COM 320867104 236 13,629 SH   DFND 4 2,865 0 10,764
FIRST NBC BK HLDG CO COM 32115D106 90 2,722 SH   DFND 4 0 0 2,722
FIRST NIAGARA FINL GP INC COM 33582V108 94 10,670 SH   DFND 3 10,670 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 2,481 280,530 SH   DFND 4 255,994 0 24,536
FIRST POTOMAC RLTY TR COM 33610F109 25 2,088 SH   DFND 3 2,088 0 0
FIRST POTOMAC RLTY TR COM 33610F109 1,204 101,175 SH   DFND 4 92,653 0 8,522
FIRST REP BK SAN FRANCISCO C COM 33616C100 54 940 SH   DFND 3 940 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 3,586 62,811 SH   DFND 4 43,506 0 19,305
FIRST SOLAR INC COM 336433107 4,682 78,288 SH   DFND 4 67,965 0 10,323
FIRST SOLAR INC COM 336433107 11,405 190,753 SH   DFND 3 190,753 0 0
FIRSTENERGY CORP COM 337932107 40,859 1,165,408 SH   DFND 3 1,165,408 0 0
FIRSTENERGY CORP COM 337932107 31,962 911,136 SH   DFND 4 786,730 0 124,406
FIRSTMERIT CORP COM 337915102 39 2,050 SH   DFND 3 2,050 0 0
FIRSTMERIT CORP COM 337915102 1,940 101,830 SH   DFND 4 71,203 0 30,627
FIRSTSERVICE CORP SUB VTG SH 33761N109 58 889 SH   DFND 4 889 0 0
FISERV INC COM 337738108 55,161 694,728 SH   DFND 3 694,728 0 0
FISERV INC COM 337738108 27,376 344,975 SH   DFND 4 237,041 0 107,934
FIVE BELOW INC COM 33829M101 366 10,325 SH   DFND 4 2,489 0 7,836
FIVE PRIME THERAPEUTICS INC COM 33830X104 79 3,342 SH   DFND 4 0 0 3,342
FIVE STAR QUALITY CARE INC COM 33832D106 26 5,844 SH   DFND 4 0 0 5,844
FLAGSTAR BANCORP INC COM PAR .001 337930705 57 3,885 SH   DFND 4 0 0 3,885
FLEETCOR TECHNOLOGIES INC COM 339041105 8,421 55,801 SH   DFND 4 45,378 0 10,423
FLEETCOR TECHNOLOGIES INC COM 339041105 30,699 203,412 SH   DFND 3 203,412 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 21,902 1,727,958 SH   DFND 3 1,727,958 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 16,705 1,317,792 SH   DFND 4 1,145,759 0 172,033
FLIR SYS INC COM 302445101 35 1,130 SH   DFND 3 1,130 0 0
FLIR SYS INC COM 302445101 2,132 68,147 SH   DFND 4 36,350 0 31,797
FLOTEK INDS INC DEL COM 343389102 121 8,182 SH   DFND 4 480 0 7,702
FLOWERS FOODS INC COM 343498101 63 2,760 SH   DFND 3 2,760 0 0
FLOWERS FOODS INC COM 343498101 1,643 72,247 SH   DFND 4 66,823 0 5,424
FLOWSERVE CORP COM 34354P105 22,665 401,229 SH   DFND 3 401,229 0 0
FLOWSERVE CORP COM 34354P105 8,409 148,856 SH   DFND 4 112,587 0 36,269
FLUIDIGM CORP DEL COM 34385P108 185 4,371 SH   DFND 4 0 0 4,371
FLUOR CORP NEW COM 343412102 25,581 447,540 SH   DFND 3 447,540 0 0
FLUOR CORP NEW COM 343412102 12,469 218,109 SH   DFND 4 175,318 0 42,791
FLUSHING FINL CORP COM 343873105 88 4,436 SH   DFND 4 0 0 4,436
FMC TECHNOLOGIES INC COM 30249U101 25,281 683,092 SH   DFND 3 683,092 0 0
FMC TECHNOLOGIES INC COM 30249U101 9,064 244,859 SH   DFND 4 181,197 0 63,662
FNB CORP PA COM 302520101 1,224 93,251 SH   DFND 4 68,586 0 24,665
FNB CORP PA COM 302520101 42 3,169 SH   DFND 3 3,169 0 0
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 464 4,964 SH   DFND 4 4,964 0 0
FOOT LOCKER INC COM 344849104 26,783 425,132 SH   DFND 3 425,132 0 0
FOOT LOCKER INC COM 344849104 7,923 125,774 SH   DFND 4 116,272 0 9,502
FORD MTR CO DEL COM PAR $0.01 345370860 177,912 11,023,067 SH   DFND 3 11,023,067 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 94,185 5,834,900 SH   DFND 4 4,744,642 0 1,090,258
FOREST CITY ENTERPRISES INC CL A 345550107 130 5,079 SH   DFND 3 5,079 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 5,538 217,013 SH   DFND 4 217,013 0 0
FORESTAR GROUP INC COM 346233109 100 6,313 SH   DFND 4 0 0 6,313
FORMFACTOR INC COM 346375108 94 10,583 SH   DFND 4 0 0 10,583
FORRESTER RESH INC COM 346563109 72 1,928 SH   DFND 4 0 0 1,928
FORTINET INC COM 34959E109 149 4,250 SH   DFND 4 4,250 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 22,092 465,284 SH   DFND 3 465,284 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,677 119,592 SH   DFND 4 108,580 0 11,012
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 192 9,630 SH   DFND 4 1,383 0 8,247
FORWARD AIR CORP COM 349853101 313 5,758 SH   DFND 4 1,376 0 4,382
FOSSIL GROUP INC COM 34988V106 12,527 151,936 SH   DFND 3 151,936 0 0
FOSSIL GROUP INC COM 34988V106 4,224 51,231 SH   DFND 4 40,090 0 11,141
FOSTER L B CO COM 350060109 72 1,552 SH   DFND 4 0 0 1,552
FOUNDATION MEDICINE INC COM 350465100 132 2,729 SH   DFND 4 0 0 2,729
FRANCESCAS HLDGS CORP COM 351793104 112 6,331 SH   DFND 4 0 0 6,331
FRANCO NEVADA CORP COM 351858105 20,450 421,961 SH   DFND 3 421,961 0 0
FRANCO NEVADA CORP COM 351858105 8,822 182,027 SH   DFND 4 157,230 0 24,797
FRANKLIN COVEY CO COM 353469109 40 2,099 SH   DFND 4 0 0 2,099
FRANKLIN ELEC INC COM 353514102 305 8,028 SH   DFND 4 1,204 0 6,824
FRANKLIN RES INC COM 354613101 58,865 1,147,024 SH   DFND 3 1,147,024 0 0
FRANKLIN RES INC COM 354613101 22,869 445,604 SH   DFND 4 336,780 0 108,824
FRANKLIN STREET PPTYS CORP COM 35471R106 40 3,134 SH   DFND 3 3,134 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,719 134,031 SH   DFND 4 121,039 0 12,992
FREDS INC CL A 356108100 102 5,928 SH   DFND 4 0 0 5,928
FREEPORT-MCMORAN INC CL B 35671D857 430 22,679 SH   DFND 2 0 0 22,679
FREEPORT-MCMORAN INC CL B 35671D857 55,053 2,905,191 SH   DFND 3 2,905,191 0 0
FREEPORT-MCMORAN INC CL B 35671D857 35,233 1,859,083 SH   DFND 4 1,559,046 0 300,037
FREIGHTCAR AMER INC COM 357023100 64 2,116 SH   DFND 4 0 0 2,116
FRESH MKT INC COM 35804H106 319 7,843 SH   DFND 4 1,571 0 6,272
FRESHPET INC COM 358039105 34 1,674 SH   DFND 4 0 0 1,674
FRONTIER COMMUNICATIONS CORP COM 35906A108 74 10,500 SH   DFND 2 0 0 10,500
FRONTIER COMMUNICATIONS CORP COM 35906A108 20,795 2,949,638 SH   DFND 3 2,949,638 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 18,304 2,592,398 SH   DFND 4 2,242,755 0 349,643
FRP HLDGS INC COM 30292L107 36 1,010 SH   DFND 4 0 0 1,010
FTD COS INC COM 30281V108 103 3,401 SH   DFND 4 557 0 2,844
FTI CONSULTING INC COM 302941109 60 1,614 SH   DFND 3 1,614 0 0
FTI CONSULTING INC COM 302941109 1,413 37,688 SH   DFND 4 28,603 0 9,085
FUELCELL ENERGY INC COM 35952H106 665 532,742 SH   DFND 4 488,364 0 44,378
FULLER H B CO COM 359694106 369 8,563 SH   DFND 4 1,414 0 7,149
FULTON FINL CORP PA COM 360271100 54 4,340 SH   DFND 3 4,340 0 0
FULTON FINL CORP PA COM 360271100 1,184 96,014 SH   DFND 4 85,454 0 10,560
FURMANITE CORPORATION COM 361086101 45 5,741 SH   DFND 4 0 0 5,741
FUTUREFUEL CORPORATION COM 36116M106 41 4,024 SH   DFND 4 0 0 4,024
FXCM INC COM CL A 302693106 13 6,376 SH   DFND 4 0 0 6,376
G & K SVCS INC CL A 361268105 265 3,641 SH   DFND 4 791 0 2,850
G-III APPAREL GROUP LTD COM 36237H101 369 3,282 SH   DFND 4 481 0 2,801
GALENA BIOPHARMA INC COM 363256108 33 23,219 SH   DFND 4 0 0 23,219
GALLAGHER ARTHUR J & CO COM 363576109 19,129 409,174 SH   DFND 3 409,174 0 0
GALLAGHER ARTHUR J & CO COM 363576109 5,736 122,689 SH   DFND 4 112,607 0 10,082
GAMCO INVESTORS INC COM 361438104 89 1,137 SH   DFND 4 0 0 1,137
GAMESTOP CORP NEW CL A 36467W109 10,783 284,053 SH   DFND 3 284,053 0 0
GAMESTOP CORP NEW CL A 36467W109 8,308 218,936 SH   DFND 4 183,394 0 35,542
GAMING & LEISURE PPTYS INC COM 36467J108 103 2,786 SH   DFND 4 2,786 0 0
GANNETT INC COM 364730101 23,706 639,327 SH   DFND 3 639,327 0 0
GANNETT INC COM 364730101 10,315 278,351 SH   DFND 4 238,966 0 39,385
GAP INC DEL COM 364760108 30,463 703,050 SH   DFND 3 703,050 0 0
GAP INC DEL COM 364760108 14,699 339,225 SH   DFND 4 257,445 0 81,780
GARTNER INC COM 366651107 286 3,416 SH   DFND 4 3,416 0 0
GASTAR EXPL INC NEW COM 36729W202 29 11,089 SH   DFND 4 0 0 11,089
GATX CORP COM 361448103 46 790 SH   DFND 3 790 0 0
GATX CORP COM 361448103 963 16,636 SH   DFND 4 15,073 0 1,563
GENCORP INC COM 368682100 252 10,866 SH   DFND 4 2,269 0 8,597
GENERAC HLDGS INC COM 368736104 47 975 SH   DFND 3 975 0 0
GENERAC HLDGS INC COM 368736104 1,012 20,774 SH   DFND 4 10,966 0 9,808
GENERAL CABLE CORP DEL NEW COM 369300108 57 3,337 SH   DFND 3 3,337 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 3,032 175,905 SH   DFND 4 162,416 0 13,489
GENERAL COMMUNICATION INC CL A 369385109 81 5,153 SH   DFND 4 0 0 5,153
GENERAL DYNAMICS CORP COM 369550108 120,556 888,203 SH   DFND 3 888,203 0 0
GENERAL DYNAMICS CORP COM 369550108 48,939 360,525 SH   DFND 4 282,111 0 78,414
GENERAL ELECTRIC CO COM 369604103 697,619 28,118,476 SH   DFND 3 28,118,476 0 0
GENERAL ELECTRIC CO COM 369604103 316,139 12,741,394 SH   DFND 4 9,927,605 0 2,813,789
GENERAL GROWTH PPTYS INC NEW COM 370023103 42,296 1,431,320 SH   DFND 3 1,431,320 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 39,640 1,340,912 SH   DFND 4 1,166,316 0 174,596
GENERAL MLS INC COM 370334104 96,142 1,698,620 SH   DFND 3 1,698,620 0 0
GENERAL MLS INC COM 370334104 61,915 1,093,503 SH   DFND 4 856,351 0 237,152
GENERAL MLS INC COM 370334104 383 6,774 SH   DFND 2 0 0 6,774
GENERAL MTRS CO COM 37045V100 137,603 3,669,420 SH   DFND 3 3,669,420 0 0
GENERAL MTRS CO COM 37045V100 89,526 2,387,259 SH   DFND 4 1,996,406 0 390,853
GENESCO INC COM 371532102 43 600 SH   DFND 3 600 0 0
GENESCO INC COM 371532102 834 11,727 SH   DFND 4 8,290 0 3,437
GENESEE & WYO INC CL A 371559105 998 10,345 SH   DFND 4 10,345 0 0
GENMARK DIAGNOSTICS INC COM 372309104 108 8,127 SH   DFND 4 0 0 8,127
GENOMIC HEALTH INC COM 37244C101 90 2,932 SH   DFND 4 0 0 2,932
GENTEX CORP COM 371901109 16,064 877,811 SH   DFND 3 877,811 0 0
GENTEX CORP COM 371901109 3,539 193,408 SH   DFND 4 184,694 0 8,714
GENTHERM INC COM 37253A103 320 6,333 SH   DFND 4 1,344 0 4,989
GENUINE PARTS CO COM 372460105 40,324 432,706 SH   DFND 3 432,706 0 0
GENUINE PARTS CO COM 372460105 18,629 199,874 SH   DFND 4 150,694 0 49,180
GENWORTH FINL INC COM CL A 37247D106 10,313 1,410,776 SH   DFND 3 1,410,776 0 0
GENWORTH FINL INC COM CL A 37247D106 8,510 1,164,178 SH   DFND 4 1,019,929 0 144,249
GEO GROUP INC NEW COM 36162J106 57 1,313 SH   DFND 3 1,313 0 0
GEO GROUP INC NEW COM 36162J106 1,171 26,707 SH   DFND 4 16,175 0 10,532
GEOSPACE TECHNOLOGIES CORP COM 37364X109 32 1,956 SH   DFND 4 0 0 1,956
GERDAU S A SPON ADR REP PFD 373737105 227 71,022 SH   DFND 4 71,022 0 0
GERMAN AMERN BANCORP INC COM 373865104 75 2,546 SH   DFND 4 0 0 2,546
GERON CORP COM 374163103 126 32,193 SH   DFND 4 0 0 32,193
GETTY RLTY CORP NEW COM 374297109 16 892 SH   DFND 3 892 0 0
GETTY RLTY CORP NEW COM 374297109 771 42,339 SH   DFND 4 38,492 0 3,847
GIBRALTAR INDS INC COM 374689107 80 4,864 SH   DFND 4 0 0 4,864
GIGAMON INC COM 37518B102 96 4,548 SH   DFND 4 0 0 4,548
GILDAN ACTIVEWEAR INC COM 375916103 47 1,600 SH   DFND 3 1,600 0 0
GILDAN ACTIVEWEAR INC COM 375916103 2,552 86,528 SH   DFND 4 59,092 0 27,436
GILEAD SCIENCES INC COM 375558103 160,526 1,635,769 SH   DFND 4 1,261,344 0 374,425
GILEAD SCIENCES INC COM 375558103 1,396 14,228 SH   DFND 2 0 0 14,228
GILEAD SCIENCES INC COM 375558103 409,222 4,170,204 SH   DFND 3 4,170,204 0 0
GLACIER BANCORP INC NEW COM 37637Q105 324 12,922 SH   DFND 4 2,105 0 10,817
GLADSTONE CAPITAL CORP COM 376535100 191 21,511 SH   DFND 4 21,511 0 0
GLADSTONE COML CORP COM 376536108 89 4,781 SH   DFND 4 0 0 4,781
GLADSTONE INVT CORP COM 376546107 201 27,114 SH   DFND 4 27,114 0 0
GLATFELTER COM 377316104 216 7,969 SH   DFND 4 1,836 0 6,133
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 62 3,998 SH   DFND 4 0 0 3,998
GLOBAL CASH ACCESS HLDGS INC COM 378967103 73 9,882 SH   DFND 4 0 0 9,882
GLOBAL EAGLE ENTMT INC COM 37951D102 90 6,807 SH   DFND 4 0 0 6,807
GLOBAL PMTS INC COM 37940X102 43 470 SH   DFND 3 470 0 0
GLOBAL PMTS INC COM 37940X102 818 8,924 SH   DFND 4 8,924 0 0
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 41 3,169 SH   DFND 4 0 0 3,169
GLOBALSTAR INC COM 378973408 117 34,886 SH   DFND 4 0 0 34,886
GLOBE SPECIALTY METALS INC COM 37954N206 225 11,996 SH   DFND 4 2,592 0 9,404
GLOBUS MED INC CL A 379577208 286 11,409 SH   DFND 4 2,038 0 9,371
GLU MOBILE INC COM 379890106 64 12,983 SH   DFND 4 0 0 12,983
GNC HLDGS INC COM CL A 36191G107 40 815 SH   DFND 3 815 0 0
GNC HLDGS INC COM CL A 36191G107 545 11,115 SH   DFND 4 11,115 0 0
GOGO INC COM 38046C109 155 8,136 SH   DFND 4 0 0 8,136
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 50 12,379 SH   DFND 4 12,379 0 0
GOLDCORP INC NEW COM 380956409 42,402 2,343,007 SH   DFND 3 2,343,007 0 0
GOLDCORP INC NEW COM 380956409 23,336 1,289,217 SH   DFND 4 1,128,364 0 160,853
GOLDMAN SACHS GROUP INC COM 38141G104 218,247 1,161,076 SH   DFND 3 1,161,076 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 109,637 583,094 SH   DFND 4 465,660 0 117,434
GOLUB CAP BDC INC COM 38173M102 843 48,031 SH   DFND 4 48,031 0 0
GOODRICH PETE CORP COM NEW 382410405 17 4,873 SH   DFND 4 0 0 4,873
GOODYEAR TIRE & RUBR CO COM 382550101 271 10,007 SH   DFND 3 10,007 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 8,189 302,735 SH   DFND 4 258,574 0 44,161
GOOGLE INC CL A 38259P508 985 1,775 SH   DFND 2 0 0 1,775
GOOGLE INC CL A 38259P508 450,149 811,518 SH   DFND 3 811,518 0 0
GOOGLE INC CL A 38259P508 176,558 318,244 SH   DFND 4 242,395 0 75,849
GOOGLE INC CL C 38259P706 978 1,784 SH   DFND 2 0 0 1,784
GOOGLE INC CL C 38259P706 435,656 794,992 SH   DFND 3 794,992 0 0
GOOGLE INC CL C 38259P706 161,315 294,354 SH   DFND 4 221,584 0 72,770
GOPRO INC CL A 38268T103 66 1,520 SH   DFND 4 1,520 0 0
GORMAN RUPP CO COM 383082104 83 2,791 SH   DFND 4 0 0 2,791
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 54 2,350 SH   DFND 3 2,350 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 2,600 113,664 SH   DFND 4 103,948 0 9,716
GP STRATEGIES CORP COM 36225V104 70 1,928 SH   DFND 4 0 0 1,928
GRACE W R & CO DEL NEW COM 38388F108 61 620 SH   DFND 3 620 0 0
GRACE W R & CO DEL NEW COM 38388F108 1,550 15,690 SH   DFND 4 14,483 0 1,207
GRACO INC COM 384109104 399 5,532 SH   DFND 4 5,532 0 0
GRAHAM CORP COM 384556106 37 1,545 SH   DFND 4 0 0 1,545
GRAHAM HLDGS CO COM 384637104 88 84 SH   DFND 3 84 0 0
GRAHAM HLDGS CO COM 384637104 3,094 2,951 SH   DFND 4 2,692 0 259
GRAINGER W W INC COM 384802104 39,328 166,780 SH   DFND 3 166,780 0 0
GRAINGER W W INC COM 384802104 16,391 69,512 SH   DFND 4 52,704 0 16,808
GRAMERCY PPTY TR INC COM NEW 38489R605 223 7,853 SH   DFND 4 1,223 0 6,630
GRAN TIERRA ENERGY INC COM 38500T101 236 86,432 SH   DFND 4 86,432 0 0
GRAND CANYON ED INC COM 38526M106 343 7,920 SH   DFND 4 1,258 0 6,662
GRANITE CONSTR INC COM 387328107 985 28,029 SH   DFND 1 0 0 28,029
GRANITE CONSTR INC COM 387328107 224 6,466 SH   DFND 4 907 0 5,559
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,448 69,689 SH   DFND 4 69,689 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 73 5,038 SH   DFND 3 5,038 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,498 103,571 SH   DFND 4 43,769 0 59,802
GRAY TELEVISION INC COM 389375106 101 7,237 SH   DFND 4 0 0 7,237
GREAT LAKES DREDGE & DOCK CO COM 390607109 68 11,347 SH   DFND 4 0 0 11,347
GREAT PLAINS ENERGY INC COM 391164100 135 5,075 SH   DFND 3 5,075 0 0
GREAT PLAINS ENERGY INC COM 391164100 10,803 404,927 SH   DFND 4 396,863 0 8,064
GREAT SOUTHN BANCORP INC COM 390905107 69 1,776 SH   DFND 4 0 0 1,776
GREAT WESTN BANCORP INC COM 391416104 53 2,398 SH   DFND 4 0 0 2,398
GREATBATCH INC COM 39153L106 262 4,569 SH   DFND 4 984 0 3,585
GREEN DOT CORP CL A 39304D102 100 6,227 SH   DFND 4 1,662 0 4,565
GREEN PLAINS INC COM 393222104 165 5,954 SH   DFND 4 428 0 5,526
GREENBRIER COS INC COM 393657101 305 5,325 SH   DFND 4 1,420 0 3,905
GREENHILL & CO INC COM 395259104 200 5,067 SH   DFND 4 1,053 0 4,014
GREIF INC CL A 397624107 15 390 SH   DFND 3 390 0 0
GREIF INC CL A 397624107 752 19,149 SH   DFND 4 19,149 0 0
GRIFFON CORP COM 398433102 115 6,598 SH   DFND 4 0 0 6,598
GROUP 1 AUTOMOTIVE INC COM 398905109 54 630 SH   DFND 3 630 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,829 21,164 SH   DFND 4 15,853 0 5,311
GROUPE CGI INC CL A SUB VTG 39945C109 32,839 774,206 SH   DFND 3 774,206 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 9,221 217,428 SH   DFND 4 176,489 0 40,939
GROUPON INC COM CL A 399473107 109 15,177 SH   DFND 4 15,177 0 0
GRUBHUB INC COM 400110102 165 3,551 SH   DFND 4 1,865 0 1,686
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,062 7,900 SH   DFND 4 7,900 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 1,352 123,870 SH   DFND 4 115,870 0 8,000
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 220 6,672 SH   DFND 4 6,672 0 0
GSI GROUP INC CDA NEW COM NEW 36191C205 71 5,388 SH   DFND 4 0 0 5,388
GUANGSHEN RY LTD SPONSORED ADR 40065W107 69 2,989 SH   DFND 4 2,989 0 0
GUESS INC COM 401617105 15 800 SH   DFND 3 800 0 0
GUESS INC COM 401617105 1,323 71,026 SH   DFND 4 57,734 0 13,292
GUIDEWIRE SOFTWARE INC COM 40171V100 599 11,330 SH   DFND 4 1,785 0 9,545
GULF ISLAND FABRICATION INC COM 402307102 36 2,379 SH   DFND 4 0 0 2,379
GULFMARK OFFSHORE INC CL A NEW 402629208 56 4,252 SH   DFND 4 0 0 4,252
GULFPORT ENERGY CORP COM NEW 402635304 314 6,837 SH   DFND 4 6,837 0 0
H & E EQUIPMENT SERVICES INC COM 404030108 108 4,423 SH   DFND 4 0 0 4,423
HAEMONETICS CORP COM 405024100 407 9,045 SH   DFND 4 1,687 0 7,358
HAIN CELESTIAL GROUP INC COM 405217100 407 6,359 SH   DFND 4 6,359 0 0
HALCON RES CORP COM NEW 40537Q209 74 46,701 SH   DFND 4 0 0 46,701
HALLIBURTON CO COM 406216101 103,256 2,353,138 SH   DFND 3 2,353,138 0 0
HALLIBURTON CO COM 406216101 41,871 954,331 SH   DFND 4 723,130 0 231,201
HALOZYME THERAPEUTICS INC COM 40637H109 293 20,683 SH   DFND 4 4,830 0 15,853
HALYARD HEALTH INC COM 40650V100 32 643 SH   DFND 3 643 0 0
HALYARD HEALTH INC COM 40650V100 1,019 20,736 SH   DFND 4 19,484 0 1,252
HANCOCK HLDG CO COM 410120109 46 1,539 SH   DFND 3 1,539 0 0
HANCOCK HLDG CO COM 410120109 1,668 55,875 SH   DFND 4 40,091 0 15,784
HANESBRANDS INC COM 410345102 33,982 1,014,093 SH   DFND 3 1,014,093 0 0
HANESBRANDS INC COM 410345102 12,073 360,169 SH   DFND 4 277,814 0 82,355
HANGER INC COM NEW 41043F208 114 5,027 SH   DFND 4 0 0 5,027
HANMI FINL CORP COM NEW 410495204 102 4,878 SH   DFND 4 0 0 4,878
HANNON ARMSTRONG SUST INFR C COM 41068X100 74 4,040 SH   DFND 4 0 0 4,040
HARLEY DAVIDSON INC COM 412822108 36,437 599,880 SH   DFND 3 599,880 0 0
HARLEY DAVIDSON INC COM 412822108 14,286 235,208 SH   DFND 4 179,565 0 55,643
HARMAN INTL INDS INC COM 413086109 25,270 189,107 SH   DFND 3 189,107 0 0
HARMAN INTL INDS INC COM 413086109 7,526 56,312 SH   DFND 4 46,443 0 9,869
HARMERICA CORP P COM 71714F104 125 4,461 SH   DFND 4 0 0 4,461
HARMONIC INC COM 413160102 102 13,715 SH   DFND 4 0 0 13,715
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 28 16,300 SH   DFND 2 0 0 16,300
HARRIS & HARRIS GROUP INC COM 413833104 99 32,192 SH   DFND 4 32,192 0 0
HARRIS CORP DEL COM 413875105 25,929 329,211 SH   DFND 3 329,211 0 0
HARRIS CORP DEL COM 413875105 11,095 140,866 SH   DFND 4 114,300 0 26,566
HARSCO CORP COM 415864107 61 3,506 SH   DFND 3 3,506 0 0
HARSCO CORP COM 415864107 1,493 86,791 SH   DFND 4 69,661 0 17,130
HARTE-HANKS INC COM 416196103 71 9,188 SH   DFND 4 0 0 9,188
HARTFORD FINL SVCS GROUP INC COM 416515104 51,712 1,236,537 SH   DFND 3 1,236,537 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 31,663 757,140 SH   DFND 4 615,776 0 141,364
HASBRO INC COM 418056107 19,825 313,488 SH   DFND 3 313,488 0 0
HASBRO INC COM 418056107 10,318 163,179 SH   DFND 4 128,801 0 34,378
HATTERAS FINL CORP COM 41902R103 55 3,005 SH   DFND 3 3,005 0 0
HATTERAS FINL CORP COM 41902R103 1,631 89,744 SH   DFND 4 68,837 0 20,907
HAVERTY FURNITURE INC COM 419596101 76 3,115 SH   DFND 4 0 0 3,115
HAWAIIAN ELEC INDUSTRIES COM 419870100 114 3,560 SH   DFND 3 3,560 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 2,663 82,829 SH   DFND 4 76,494 0 6,335
HAWAIIAN HOLDINGS INC COM 419879101 143 6,550 SH   DFND 4 0 0 6,550
HAWAIIAN TELCOM HOLDCO INC COM 420031106 43 1,620 SH   DFND 4 0 0 1,620
HAWKINS INC COM 420261109 59 1,561 SH   DFND 4 0 0 1,561
HAYNES INTERNATIONAL INC COM NEW 420877201 81 1,817 SH   DFND 4 0 0 1,817
HCA HOLDINGS INC COM 40412C101 45,606 605,943 SH   DFND 4 516,488 0 89,455
HCA HOLDINGS INC COM 40412C101 71,022 944,064 SH   DFND 3 944,064 0 0
HCC INS HLDGS INC COM 404132102 92 1,620 SH   DFND 3 1,620 0 0
HCC INS HLDGS INC COM 404132102 2,663 47,006 SH   DFND 4 42,877 0 4,129
HCI GROUP INC COM 40416E103 74 1,671 SH   DFND 4 0 0 1,671
HCP INC COM 40414L109 56,804 1,314,599 SH   DFND 3 1,314,599 0 0
HCP INC COM 40414L109 55,209 1,277,230 SH   DFND 4 1,131,262 0 145,968
HD SUPPLY HLDGS INC COM 40416M105 581 18,650 SH   DFND 4 18,650 0 0
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,261 38,389 SH   DFND 4 38,389 0 0
HEADWATERS INC COM 42210P102 198 10,996 SH   DFND 4 0 0 10,996
HEALTH CARE REIT INC COM 42217K106 76,446 988,181 SH   DFND 3 988,181 0 0
HEALTH CARE REIT INC COM 42217K106 70,897 916,268 SH   DFND 4 818,809 0 97,459
HEALTH NET INC COM 42222G108 245 4,042 SH   DFND 3 4,042 0 0
HEALTH NET INC COM 42222G108 5,792 95,764 SH   DFND 4 87,524 0 8,240
HEALTHCARE RLTY TR COM 421946104 119 4,286 SH   DFND 3 4,286 0 0
HEALTHCARE RLTY TR COM 421946104 5,035 181,198 SH   DFND 4 167,685 0 13,513
HEALTHCARE SVCS GRP INC COM 421906108 385 11,956 SH   DFND 4 1,971 0 9,985
HEALTHCARE TR AMER INC CL A NEW 42225P501 116 4,164 SH   DFND 3 4,164 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 5,172 185,631 SH   DFND 4 185,631 0 0
HEALTHSOUTH CORP COM NEW 421924309 47 1,050 SH   DFND 3 1,050 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,515 34,090 SH   DFND 4 18,988 0 15,102
HEALTHSTREAM INC COM 42222N103 79 3,126 SH   DFND 4 0 0 3,126
HEALTHWAYS INC COM 422245100 139 7,007 SH   DFND 4 952 0 6,055
HEARTLAND EXPRESS INC COM 422347104 250 10,573 SH   DFND 4 2,775 0 7,798
HEARTLAND FINL USA INC COM 42234Q102 95 2,882 SH   DFND 4 0 0 2,882
HEARTLAND PMT SYS INC COM 42235N108 321 6,778 SH   DFND 4 1,865 0 4,913
HEARTWARE INTL INC COM 422368100 290 3,290 SH   DFND 4 836 0 2,454
HECLA MNG CO COM 422704106 35 11,821 SH   DFND 2 0 0 11,821
HECLA MNG CO COM 422704106 199 66,214 SH   DFND 4 13,845 0 52,369
HEICO CORP NEW COM 422806109 616 10,039 SH   DFND 4 454 0 9,585
HEIDRICK & STRUGGLES INTL IN COM 422819102 84 3,448 SH   DFND 4 0 0 3,448
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 32 2,120 SH   DFND 3 2,120 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,040 69,762 SH   DFND 4 50,371 0 19,391
HELMERICH & PAYNE INC COM 423452101 18,452 271,074 SH   DFND 3 271,074 0 0
HELMERICH & PAYNE INC COM 423452101 8,752 128,556 SH   DFND 4 99,560 0 28,996
HENRY JACK & ASSOC INC COM 426281101 275 3,928 SH   DFND 4 3,928 0 0
HERBALIFE LTD COM USD SHS G4412G101 10,852 253,785 SH   DFND 3 253,785 0 0
HERBALIFE LTD COM USD SHS G4412G101 2,907 67,984 SH   DFND 4 64,936 0 3,048
HERCULES OFFSHORE INC COM 427093109 10 23,504 SH   DFND 4 0 0 23,504
HERCULES TECH GROWTH CAP INC COM 427096508 901 66,793 SH   DFND 4 66,793 0 0
HERITAGE FINL CORP WASH COM 42722X106 87 5,095 SH   DFND 4 0 0 5,095
HERSHA HOSPITALITY TR SH BEN INT A 427825104 40 6,118 SH   DFND 3 6,118 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 1,983 306,094 SH   DFND 4 277,296 0 28,798
HERSHEY CO COM 427866108 170 1,686 SH   DFND 2 0 0 1,686
HERSHEY CO COM 427866108 44,817 444,129 SH   DFND 3 444,129 0 0
HERSHEY CO COM 427866108 20,600 203,741 SH   DFND 4 142,827 0 60,914
HERTZ GLOBAL HOLDINGS INC COM 42805T105 27,305 1,259,466 SH   DFND 3 1,259,466 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 12,509 577,232 SH   DFND 4 486,816 0 90,416
HESS CORP COM 42809H107 34 499 SH   DFND 2 0 0 499
HESS CORP COM 42809H107 50,418 742,864 SH   DFND 3 742,864 0 0
HESS CORP COM 42809H107 29,210 430,347 SH   DFND 4 353,248 0 77,099
HEWLETT PACKARD CO COM 428236103 403 12,939 SH   DFND 2 0 0 12,939
HEWLETT PACKARD CO COM 428236103 163,436 5,245,064 SH   DFND 3 5,245,064 0 0
HEWLETT PACKARD CO COM 428236103 94,258 3,024,869 SH   DFND 4 2,471,371 0 553,498
HEXCEL CORP NEW COM 428291108 271 5,275 SH   DFND 4 5,275 0 0
HFF INC CL A 40418F108 213 5,595 SH   DFND 4 951 0 4,644
HIBBETT SPORTS INC COM 428567101 233 4,682 SH   DFND 4 996 0 3,686
HIGHWOODS PPTYS INC COM 431284108 186 4,054 SH   DFND 3 4,054 0 0
HIGHWOODS PPTYS INC COM 431284108 8,356 182,474 SH   DFND 4 166,626 0 15,848
HILL ROM HLDGS INC COM 431475102 76 1,542 SH   DFND 4 1,542 0 0
HILLENBRAND INC COM 431571108 536 17,370 SH   DFND 4 8,544 0 8,826
HILLTOP HOLDINGS INC COM 432748101 275 14,231 SH   DFND 4 2,892 0 11,339
HILTON WORLDWIDE HLDGS INC COM 43300A104 32,079 1,083,024 SH   DFND 3 1,083,024 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 7,507 253,435 SH   DFND 4 209,246 0 44,189
HMS HLDGS CORP COM 40425J101 272 17,562 SH   DFND 4 4,709 0 12,853
HNI CORP COM 404251100 416 7,600 SH   DFND 4 1,198 0 6,402
HOLLYFRONTIER CORP COM 436106108 23,422 581,622 SH   DFND 3 581,622 0 0
HOLLYFRONTIER CORP COM 436106108 12,892 320,024 SH   DFND 4 272,020 0 48,004
HOLOGIC INC COM 436440101 95 2,872 SH   DFND 3 2,872 0 0
HOLOGIC INC COM 436440101 4,807 145,546 SH   DFND 4 102,626 0 42,920
HOME BANCSHARES INC COM 436893200 328 9,647 SH   DFND 4 1,731 0 7,916
HOME DEPOT INC COM 437076102 417,988 3,679,145 SH   DFND 3 3,679,145 0 0
HOME DEPOT INC COM 437076102 169,124 1,488,313 SH   DFND 4 1,120,969 0 367,344
HOME PROPERTIES INC COM 437306103 201 2,903 SH   DFND 3 2,903 0 0
HOME PROPERTIES INC COM 437306103 7,119 102,726 SH   DFND 4 100,817 0 1,909
HOMEAWAY INC COM 43739Q100 66 2,187 SH   DFND 4 2,187 0 0
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 256 10,800 SH   DFND 4 10,800 0 0
HOMESTREET INC COM 43785V102 51 2,784 SH   DFND 4 0 0 2,784
HOMETRUST BANCSHARES INC COM 437872104 62 3,924 SH   DFND 4 0 0 3,924
HONEYWELL INTL INC COM 438516106 227,269 2,178,788 SH   DFND 3 2,178,788 0 0
HONEYWELL INTL INC COM 438516106 83,996 805,309 SH   DFND 4 618,793 0 186,516
HORACE MANN EDUCATORS CORP N COM 440327104 234 6,852 SH   DFND 4 1,279 0 5,573
HORMEL FOODS CORP COM 440452100 22,675 398,855 SH   DFND 3 398,855 0 0
HORMEL FOODS CORP COM 440452100 12,117 213,018 SH   DFND 4 163,010 0 50,008
HORNBECK OFFSHORE SVCS INC N COM 440543106 314 16,599 SH   DFND 4 11,497 0 5,102
HORSEHEAD HLDG CORP COM 440694305 95 7,389 SH   DFND 4 0 0 7,389
HOSPIRA INC COM 441060100 42,836 487,654 SH   DFND 3 487,654 0 0
HOSPIRA INC COM 441060100 20,038 228,119 SH   DFND 4 181,280 0 46,839
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 14,304 433,577 SH   DFND 3 433,577 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 12,118 367,253 SH   DFND 4 355,366 0 11,887
HOST HOTELS & RESORTS INC COM 44107P104 42,594 2,110,690 SH   DFND 3 2,110,690 0 0
HOST HOTELS & RESORTS INC COM 44107P104 37,563 1,861,282 SH   DFND 4 1,660,273 0 201,009
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 364 15,753 SH   DFND 4 0 0 15,753
HOUSTON WIRE & CABLE CO COM 44244K109 32 3,304 SH   DFND 4 0 0 3,304
HOVNANIAN ENTERPRISES INC CL A 442487203 62 16,853 SH   DFND 4 0 0 16,853
HOWARD HUGHES CORP COM 44267D107 68 440 SH   DFND 3 440 0 0
HOWARD HUGHES CORP COM 44267D107 781 5,037 SH   DFND 4 5,037 0 0
HRG GROUP INC COM 40434J100 178 14,367 SH   DFND 4 2,123 0 12,244
HSN INC COM 404303109 422 6,168 SH   DFND 4 1,148 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 443 11,363 SH   DFND 4 6,273 0 5,090
HUBBELL INC CL B 443510201 52 470 SH   DFND 3 470 0 0
HUBBELL INC CL B 443510201 1,695 15,463 SH   DFND 4 14,267 0 1,196
HUBSPOT INC COM 443573100 21 517 SH   DFND 4 0 0 517
HUDBAY MINERALS INC COM 443628102 17 2,100 SH   DFND 3 2,100 0 0
HUDBAY MINERALS INC COM 443628102 867 105,890 SH   DFND 4 94,840 0 11,050
HUDSON CITY BANCORP COM 443683107 14,060 1,341,607 SH   DFND 3 1,341,607 0 0
HUDSON CITY BANCORP COM 443683107 7,853 749,463 SH   DFND 4 612,922 0 136,541
HUDSON PAC PPTYS INC COM 444097109 72 2,160 SH   DFND 3 2,160 0 0
HUDSON PAC PPTYS INC COM 444097109 3,409 102,747 SH   DFND 4 92,982 0 9,765
HUDSON VALLEY HOLDING CORP COM 444172100 66 2,575 SH   DFND 4 0 0 2,575
HUMANA INC COM 444859102 77,860 437,365 SH   DFND 3 437,365 0 0
HUMANA INC COM 444859102 41,712 234,213 SH   DFND 4 191,296 0 42,917
HUNT J B TRANS SVCS INC COM 445658107 22,287 260,982 SH   DFND 3 260,982 0 0
HUNT J B TRANS SVCS INC COM 445658107 8,998 105,371 SH   DFND 4 80,982 0 24,389
HUNTINGTON BANCSHARES INC COM 446150104 26,370 2,386,392 SH   DFND 3 2,386,392 0 0
HUNTINGTON BANCSHARES INC COM 446150104 9,979 903,348 SH   DFND 4 754,986 0 148,362
HUNTINGTON INGALLS INDS INC COM 446413106 89 633 SH   DFND 3 633 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 2,339 16,689 SH   DFND 4 15,549 0 1,140
HUNTSMAN CORP COM 447011107 2,277 102,787 SH   DFND 4 93,140 0 9,647
HUNTSMAN CORP COM 447011107 115 5,199 SH   DFND 3 5,199 0 0
HURCO COMPANIES INC COM 447324104 34 1,025 SH   DFND 4 0 0 1,025
HURON CONSULTING GROUP INC COM 447462102 302 4,605 SH   DFND 4 1,226 0 3,379
HYATT HOTELS CORP COM CL A 448579102 44 737 SH   DFND 3 737 0 0
HYATT HOTELS CORP COM CL A 448579102 219 3,700 SH   DFND 4 3,700 0 0
HYPERION THERAPEUTICS INC COM 44915N101 121 2,625 SH   DFND 4 0 0 2,625
HYSTER YALE MATLS HANDLING I CL A 449172105 108 1,509 SH   DFND 4 0 0 1,509
IAC INTERACTIVECORP COM PAR $.001 44919P508 14,065 208,456 SH   DFND 3 208,456 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,833 56,811 SH   DFND 4 54,186 0 2,625
IAMGOLD CORP COM 450913108 59 31,900 SH   DFND 3 31,900 0 0
IAMGOLD CORP COM 450913108 1,077 576,660 SH   DFND 4 532,656 0 44,004
IBERIABANK CORP COM 450828108 366 5,811 SH   DFND 4 1,251 0 4,560
ICF INTL INC COM 44925C103 120 2,920 SH   DFND 4 0 0 2,920
ICICI BK LTD ADR 45104G104 4,098 397,250 SH   DFND 4 397,250 0 0
ICONIX BRAND GROUP INC COM 451055107 274 7,954 SH   DFND 4 1,422 0 6,532
ICU MED INC COM 44930G107 238 2,602 SH   DFND 4 620 0 1,982
IDACORP INC COM 451107106 48 770 SH   DFND 3 770 0 0
IDACORP INC COM 451107106 8,571 136,357 SH   DFND 4 127,326 0 9,031
IDERA PHARMACEUTICALS INC COM NEW 45168K306 49 13,712 SH   DFND 4 0 0 13,712
IDEX CORP COM 45167R104 52 690 SH   DFND 3 690 0 0
IDEX CORP COM 45167R104 1,309 17,274 SH   DFND 4 15,775 0 1,499
IDEXX LABS INC COM 45168D104 485 3,138 SH   DFND 4 3,138 0 0
IDT CORP CL B NEW 448947507 46 2,580 SH   DFND 4 0 0 2,580
IGATE CORP COM 45169U105 278 6,526 SH   DFND 4 1,085 0 5,441
IHS INC CL A 451734107 20,516 180,341 SH   DFND 3 180,341 0 0
IHS INC CL A 451734107 6,417 56,406 SH   DFND 4 47,214 0 9,192
II VI INC COM 902104108 193 10,553 SH   DFND 4 2,782 0 7,771
ILLINOIS TOOL WKS INC COM 452308109 93,380 961,289 SH   DFND 3 961,289 0 0
ILLINOIS TOOL WKS INC COM 452308109 41,667 428,946 SH   DFND 4 326,859 0 102,087
ILLUMINA INC COM 452327109 73,686 396,929 SH   DFND 3 396,929 0 0
ILLUMINA INC COM 452327109 25,084 135,121 SH   DFND 4 113,809 0 21,312
IMAX CORP COM 45245E109 74 2,183 SH   DFND 4 2,183 0 0
IMMERSION CORP COM 452521107 51 5,590 SH   DFND 4 0 0 5,590
IMMUNOGEN INC COM 45253H101 113 12,320 SH   DFND 4 0 0 12,320
IMMUNOMEDICS INC COM 452907108 62 16,220 SH   DFND 4 0 0 16,220
IMPAX LABORATORIES INC COM 45256B101 584 12,497 SH   DFND 4 2,322 0 10,175
IMPERIAL OIL LTD COM NEW 453038408 30,098 754,089 SH   DFND 3 754,089 0 0
IMPERIAL OIL LTD COM NEW 453038408 10,199 255,467 SH   DFND 4 208,038 0 47,429
IMPERVA INC COM 45321L100 128 3,079 SH   DFND 4 0 0 3,079
IMS HEALTH HLDGS INC COM 44970B109 136 5,035 SH   DFND 4 5,035 0 0
INCONTACT INC COM 45336E109 99 9,114 SH   DFND 4 0 0 9,114
INCYTE CORP COM 45337C102 33,703 367,696 SH   DFND 3 367,696 0 0
INCYTE CORP COM 45337C102 12,705 138,608 SH   DFND 4 111,342 0 27,266
INDEPENDENT BANK CORP MASS COM 453836108 208 4,716 SH   DFND 4 1,262 0 3,454
INDEPENDENT BANK CORP MICH COM NEW 453838609 55 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 409 20,675 SH   DFND 4 3,095 0 17,580
INFINITY PHARMACEUTICALS INC COM 45665G303 106 7,279 SH   DFND 4 0 0 7,279
INFINITY PPTY & CAS CORP COM 45665Q103 136 1,663 SH   DFND 4 0 0 1,663
INFOBLOX INC COM 45672H104 230 9,538 SH   DFND 4 1,636 0 7,902
INFORMATICA CORP COM 45666Q102 136 3,109 SH   DFND 4 3,109 0 0
INFOSYS LTD SPONSORED ADR 456788108 12,617 359,618 SH   DFND 4 227,326 0 132,292
INFRAREIT INC COM 45685L100 26 930 SH   DFND 4 0 0 930
INGLES MKTS INC CL A 457030104 122 2,453 SH   DFND 4 0 0 2,453
INGRAM MICRO INC CL A 457153104 190 7,578 SH   DFND 3 7,578 0 0
INGRAM MICRO INC CL A 457153104 5,862 233,347 SH   DFND 4 217,177 0 16,170
INGREDION INC COM 457187102 105 1,345 SH   DFND 3 1,345 0 0
INGREDION INC COM 457187102 2,576 33,108 SH   DFND 4 30,205 0 2,903
INLAND REAL ESTATE CORP COM NEW 457461200 32 3,039 SH   DFND 3 3,039 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 1,366 127,718 SH   DFND 4 115,411 0 12,307
INNERWORKINGS INC COM 45773Y105 32 4,939 SH   DFND 4 0 0 4,939
INNOPHOS HOLDINGS INC COM 45774N108 231 4,084 SH   DFND 4 863 0 3,221
INNOSPEC INC COM 45768S105 188 4,060 SH   DFND 4 498 0 3,562
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 72 8,853 SH   DFND 4 0 0 8,853
INPHI CORP COM 45772F107 103 5,734 SH   DFND 4 0 0 5,734
INSIGHT ENTERPRISES INC COM 45765U103 48 1,680 SH   DFND 3 1,680 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,589 55,724 SH   DFND 4 45,619 0 10,105
INSMED INC COM PAR $.01 457669307 127 6,043 SH   DFND 4 0 0 6,043
INSPERITY INC COM 45778Q107 187 3,553 SH   DFND 4 283 0 3,270
INSTEEL INDUSTRIES INC COM 45774W108 72 3,385 SH   DFND 4 0 0 3,385
INSULET CORP COM 45784P101 325 9,638 SH   DFND 4 1,614 0 8,024
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 106 1,822 SH   DFND 4 0 0 1,822
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 282 4,573 SH   DFND 4 968 0 3,605
INTEGRATED DEVICE TECHNOLOGY COM 458118106 490 24,398 SH   DFND 4 4,913 0 19,485
INTEGRATED SILICON SOLUTION COM 45812P107 101 5,613 SH   DFND 4 0 0 5,613
INTEL CORP COM 458140100 1,319 42,172 SH   DFND 2 0 0 42,172
INTEL CORP COM 458140100 420,178 13,437,108 SH   DFND 3 13,437,108 0 0
INTEL CORP COM 458140100 224,925 7,189,555 SH   DFND 4 5,809,615 0 1,379,940
INTELIQUENT INC COM 45825N107 77 5,025 SH   DFND 4 0 0 5,025
INTER PARFUMS INC COM 458334109 89 2,694 SH   DFND 4 0 0 2,694
INTERACTIVE BROKERS GROUP IN COM 45841N107 54 1,591 SH   DFND 4 1,591 0 0
INTERACTIVE INTELLIGENCE GRO COM 45841V109 121 2,906 SH   DFND 4 202 0 2,704
INTERCEPT PHARMACEUTICALS IN COM 45845P108 129 456 SH   DFND 4 456 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 73,277 314,130 SH   DFND 3 314,130 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 25,055 107,410 SH   DFND 4 79,748 0 27,662
INTERFACE INC COM 458665304 249 12,147 SH   DFND 4 2,562 0 9,585
INTERNAP CORP COM PAR $.001 45885A300 103 10,229 SH   DFND 4 0 0 10,229
INTERNATIONAL BANCSHARES COR COM 459044103 259 10,102 SH   DFND 4 2,130 0 7,972
INTERNATIONAL BUSINESS MACHS COM 459200101 447,703 2,789,427 SH   DFND 3 2,789,427 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 203,117 1,265,366 SH   DFND 4 990,920 0 274,446
INTERNATIONAL BUSINESS MACHS COM 459200101 1,041 6,486 SH   DFND 2 0 0 6,486
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 26,591 226,495 SH   DFND 3 226,495 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 11,357 96,736 SH   DFND 4 70,959 0 25,777
INTERNATIONAL GAME TECHNOLOG COM 459902102 13,286 763,138 SH   DFND 3 763,138 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,732 214,207 SH   DFND 4 192,730 0 21,477
INTERNATIONAL SPEEDWAY CORP CL A 460335201 132 4,120 SH   DFND 4 0 0 4,120
INTEROIL CORP COM 460951106 73 1,589 SH   DFND 4 1,589 0 0
INTERPUBLIC GROUP COS INC COM 460690100 27,928 1,262,549 SH   DFND 3 1,262,549 0 0
INTERPUBLIC GROUP COS INC COM 460690100 10,783 487,332 SH   DFND 4 372,169 0 115,163
INTERSIL CORP CL A 46069S109 335 23,459 SH   DFND 4 4,929 0 18,530
INTERVAL LEISURE GROUP INC COM 46113M108 177 6,775 SH   DFND 4 935 0 5,840
INTL FCSTONE INC COM 46116V105 73 2,458 SH   DFND 4 0 0 2,458
INTL PAPER CO COM 460146103 83 1,490 SH   DFND 2 0 0 1,490
INTL PAPER CO COM 460146103 67,071 1,208,704 SH   DFND 3 1,208,704 0 0
INTL PAPER CO COM 460146103 35,035 631,448 SH   DFND 4 518,528 0 112,920
INTRA CELLULAR THERAPIES INC COM 46116X101 82 3,343 SH   DFND 4 0 0 3,343
INTRALINKS HLDGS INC COM 46118H104 82 7,789 SH   DFND 4 0 0 7,789
INTREPID POTASH INC COM 46121Y102 90 7,736 SH   DFND 4 0 0 7,736
INTREXON CORP COM 46122T102 254 5,515 SH   DFND 4 0 0 5,515
INTUIT COM 461202103 185 1,910 SH   DFND 2 0 0 1,910
INTUIT COM 461202103 72,281 745,470 SH   DFND 3 745,470 0 0
INTUIT COM 461202103 52,350 539,539 SH   DFND 4 443,931 0 95,608
INTUITIVE SURGICAL INC COM NEW 46120E602 47,000 93,063 SH   DFND 3 93,063 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 21,879 43,320 SH   DFND 4 33,948 0 9,372
INVACARE CORP COM 461203101 90 4,736 SH   DFND 4 0 0 4,736
INVENSENSE INC COM 46123D205 195 12,613 SH   DFND 4 2,608 0 10,005
INVESCO MORTGAGE CAPITAL INC COM 46131B100 34 2,200 SH   DFND 3 2,200 0 0
INVESCO MORTGAGE CAPITAL INC COM 46131B100 1,583 101,898 SH   DFND 4 75,110 0 26,788
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 198 6,600 SH   DFND 4 1,365 0 5,235
INVESTORS BANCORP INC NEW COM 46146L101 751 63,807 SH   DFND 4 11,528 0 52,279
INVESTORS REAL ESTATE TR SH BEN INT 461730103 28 3,800 SH   DFND 3 3,800 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,417 188,937 SH   DFND 4 173,352 0 15,585
ION GEOPHYSICAL CORP COM 462044108 41 18,461 SH   DFND 4 0 0 18,461
IPC HEALTHCARE INC COM 44984A105 158 3,372 SH   DFND 4 915 0 2,457
IPG PHOTONICS CORP COM 44980X109 96 1,037 SH   DFND 4 1,037 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 116 11,965 SH   DFND 4 0 0 11,965
IROBOT CORP COM 462726100 141 4,270 SH   DFND 4 0 0 4,270
IRON MTN INC NEW COM 46284V101 21,217 581,607 SH   DFND 3 581,607 0 0
IRON MTN INC NEW COM 46284V101 8,055 220,773 SH   DFND 4 171,921 0 48,852
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 342 20,866 SH   DFND 4 3,413 0 17,453
ISHARES TR CORE S&P SCP ETF 464287804 3,987 33,800 SH   DFND 3 33,800 0 0
ISHARES TR MSCI UAE ETF 46434V761 4,122 228,000 SH   DFND 4 0 0 228,000
ISHARES TR MSCI INDIA ETF 46429B598 3,655 114,257 SH   DFND 4 114,257 0 0
ISHARES TR MSCI QATAR ETF 46434V779 7,194 312,250 SH   DFND 4 80,250 0 232,000
ISIS PHARMACEUTICALS INC COM 464330109 3,431 53,357 SH   DFND 4 25,444 0 27,913
ISTAR FINL INC COM 45031U101 180 13,919 SH   DFND 4 2,077 0 11,842
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,370 123,893 SH   DFND 4 123,893 0 0
ITC HLDGS CORP COM 465685105 38 1,020 SH   DFND 3 1,020 0 0
ITC HLDGS CORP COM 465685105 13,673 365,264 SH   DFND 4 362,510 0 2,754
ITRON INC COM 465741106 24 660 SH   DFND 3 660 0 0
ITRON INC COM 465741106 2,078 56,926 SH   DFND 4 48,717 0 8,209
ITT CORP NEW COM NEW 450911201 95 2,374 SH   DFND 3 2,374 0 0
ITT CORP NEW COM NEW 450911201 2,747 68,884 SH   DFND 4 63,205 0 5,679
ITT EDUCATIONAL SERVICES INC COM 45068B109 26 3,872 SH   DFND 4 0 0 3,872
IXIA COM 45071R109 123 10,288 SH   DFND 4 1,836 0 8,452
IXYS CORP COM 46600W106 55 4,617 SH   DFND 4 0 0 4,617
J & J SNACK FOODS CORP COM 466032109 293 2,723 SH   DFND 4 554 0 2,169
J2 GLOBAL INC COM 48123V102 556 8,375 SH   DFND 4 1,540 0 6,835
JABIL CIRCUIT INC COM 466313103 16,400 701,450 SH   DFND 3 701,450 0 0
JABIL CIRCUIT INC COM 466313103 6,643 284,120 SH   DFND 4 262,930 0 21,190
JACOBS ENGR GROUP INC DEL COM 469814107 16,802 372,056 SH   DFND 3 372,056 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 9,141 202,453 SH   DFND 4 166,858 0 35,595
JAMBA INC COM NEW 47023A309 33 2,234 SH   DFND 4 0 0 2,234
JANUS CAP GROUP INC COM 47102X105 59 3,408 SH   DFND 3 3,408 0 0
JANUS CAP GROUP INC COM 47102X105 1,356 78,906 SH   DFND 4 57,559 0 21,347
JARDEN CORP COM 471109108 26,288 496,936 SH   DFND 3 496,936 0 0
JARDEN CORP COM 471109108 5,321 100,534 SH   DFND 4 87,106 0 13,428
JD COM INC SPON ADR CL A 47215P106 1,763 60,000 SH   DFND 4 60,000 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 93 7,063 SH   DFND 4 7,063 0 0
JETBLUE AIRWAYS CORP COM 477143101 745 38,660 SH   DFND 4 3,080 0 35,580
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 269 10,500 SH   DFND 4 10,500 0 0
JIVE SOFTWARE INC COM 47760A108 42 8,312 SH   DFND 4 0 0 8,312
JOHN BEAN TECHNOLOGIES CORP COM 477839104 175 4,952 SH   DFND 4 679 0 4,273
JOHNSON & JOHNSON COM 478160104 3,009 29,908 SH   DFND 2 0 0 29,908
JOHNSON & JOHNSON COM 478160104 785,304 7,806,202 SH   DFND 3 7,806,202 0 0
JOHNSON & JOHNSON COM 478160104 443,583 4,408,923 SH   DFND 4 3,629,193 0 779,730
JOHNSON CTLS INC COM 478366107 92,991 1,843,595 SH   DFND 3 1,843,595 0 0
JOHNSON CTLS INC COM 478366107 40,396 800,727 SH   DFND 4 620,697 0 180,030
JONES ENERGY INC COM CL A 48019R108 14 1,520 SH   DFND 4 0 0 1,520
JOURNAL COMMUNICATIONS INC CL A 481130102 106 7,295 SH   DFND 4 0 0 7,295
JOY GLOBAL INC COM 481165108 11,057 282,215 SH   DFND 3 282,215 0 0
JOY GLOBAL INC COM 481165108 5,302 135,335 SH   DFND 4 107,197 0 28,138
JPMORGAN CHASE & CO COM 46625H100 630,931 10,414,832 SH   DFND 3 10,414,832 0 0
JPMORGAN CHASE & CO COM 46625H100 328,391 5,421,173 SH   DFND 4 4,342,006 0 1,079,167
JUNIPER NETWORKS INC COM 48203R104 28,027 1,241,238 SH   DFND 3 1,241,238 0 0
JUNIPER NETWORKS INC COM 48203R104 13,659 604,959 SH   DFND 4 481,275 0 123,684
JUST ENERGY GROUP INC COM 48213W101 42 8,925 SH   DFND 3 8,925 0 0
JUST ENERGY GROUP INC COM 48213W101 1,140 243,839 SH   DFND 4 222,739 0 21,100
K12 INC COM 48273U102 85 5,388 SH   DFND 4 400 0 4,988
KADANT INC COM 48282T104 87 1,643 SH   DFND 4 0 0 1,643
KAISER ALUMINUM CORP COM PAR $0.01 483007704 254 3,314 SH   DFND 4 705 0 2,609
KAMAN CORP COM 483548103 190 4,504 SH   DFND 4 632 0 3,872
KANSAS CITY SOUTHERN COM NEW 485170302 31,517 308,750 SH   DFND 3 308,750 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 10,674 104,572 SH   DFND 4 75,898 0 28,674
KAPSTONE PAPER & PACKAGING C COM 48562P103 460 14,324 SH   DFND 4 2,232 0 12,092
KAR AUCTION SVCS INC COM 48238T109 53 1,406 SH   DFND 3 1,406 0 0
KAR AUCTION SVCS INC COM 48238T109 1,518 40,035 SH   DFND 4 36,691 0 3,344
KARYOPHARM THERAPEUTICS INC COM 48576U106 75 2,448 SH   DFND 4 0 0 2,448
KATE SPADE & CO COM 485865109 127 3,802 SH   DFND 4 3,802 0 0
KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 313 10,720 SH   DFND 4 10,720 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 649 18,466 SH   DFND 4 18,464 0 2
KB HOME COM 48666K109 221 14,034 SH   DFND 4 1,905 0 12,129
KBR INC COM 48242W106 56 3,834 SH   DFND 3 3,834 0 0
KBR INC COM 48242W106 2,007 138,702 SH   DFND 4 128,807 0 9,895
KCAP FINL INC COM 48668E101 259 38,475 SH   DFND 4 38,475 0 0
KCG HLDGS INC CL A 48244B100 134 10,892 SH   DFND 4 3,127 0 7,765
KEARNY FINL CORP COM 487169104 25 1,865 SH   DFND 4 0 0 1,865
KELLOGG CO COM 487836108 201 3,054 SH   DFND 2 0 0 3,054
KELLOGG CO COM 487836108 45,082 683,584 SH   DFND 3 683,584 0 0
KELLOGG CO COM 487836108 26,915 408,084 SH   DFND 4 323,098 0 84,986
KELLY SVCS INC CL A 488152208 70 4,020 SH   DFND 4 0 0 4,020
KEMET CORP COM NEW 488360207 36 8,669 SH   DFND 4 0 0 8,669
KEMPER CORP DEL COM 488401100 55 1,410 SH   DFND 3 1,410 0 0
KEMPER CORP DEL COM 488401100 1,576 40,494 SH   DFND 4 30,957 0 9,537
KENNAMETAL INC COM 489170100 1,136 33,708 SH   DFND 4 31,097 0 2,611
KENNAMETAL INC COM 489170100 23 690 SH   DFND 3 690 0 0
KENNEDY-WILSON HLDGS INC COM 489398107 342 12,991 SH   DFND 4 2,449 0 10,542
KERYX BIOPHARMACEUTICALS INC COM 492515101 207 16,209 SH   DFND 4 2,461 0 13,748
KEURIG GREEN MTN INC COM 49271M100 154 1,380 SH   DFND 2 0 0 1,380
KEURIG GREEN MTN INC COM 49271M100 39,521 353,717 SH   DFND 3 353,717 0 0
KEURIG GREEN MTN INC COM 49271M100 12,944 115,849 SH   DFND 4 83,912 0 31,937
KEY ENERGY SVCS INC COM 492914106 35 18,689 SH   DFND 4 0 0 18,689
KEYCORP NEW COM 493267108 35,179 2,484,389 SH   DFND 3 2,484,389 0 0
KEYCORP NEW COM 493267108 17,628 1,245,149 SH   DFND 4 988,738 0 256,411
KEYSIGHT TECHNOLOGIES INC COM 49338L103 17,819 479,663 SH   DFND 3 479,663 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,994 107,580 SH   DFND 4 99,710 0 7,870
KEYW HLDG CORP COM 493723100 47 5,764 SH   DFND 4 0 0 5,764
KFORCE INC COM 493732101 89 4,016 SH   DFND 4 0 0 4,016
KILROY RLTY CORP COM 49427F108 256 3,363 SH   DFND 3 3,363 0 0
KILROY RLTY CORP COM 49427F108 10,906 143,176 SH   DFND 4 141,317 0 1,859
KIMBALL ELECTRONICS INC COM 49428J109 54 3,976 SH   DFND 4 0 0 3,976
KIMBALL INTL INC CL B 494274103 55 5,302 SH   DFND 4 0 0 5,302
KIMBERLY CLARK CORP COM 494368103 67,818 633,072 SH   DFND 4 497,992 0 135,080
KIMBERLY CLARK CORP COM 494368103 112,792 1,053,046 SH   DFND 3 1,053,046 0 0
KIMCO RLTY CORP COM 49446R109 32,112 1,195,985 SH   DFND 3 1,195,985 0 0
KIMCO RLTY CORP COM 49446R109 28,503 1,061,410 SH   DFND 4 948,388 0 113,022
KINDER MORGAN INC DEL COM 49456B101 211,586 5,030,566 SH   DFND 3 5,030,566 0 0
KINDER MORGAN INC DEL COM 49456B101 92,917 2,209,125 SH   DFND 4 1,746,854 0 462,271
KINDRED HEALTHCARE INC COM 494580103 92 3,887 SH   DFND 3 3,887 0 0
KINDRED HEALTHCARE INC COM 494580103 2,013 84,475 SH   DFND 4 64,501 0 19,974
KINROSS GOLD CORP COM NO PAR 496902404 112 50,300 SH   DFND 3 50,300 0 0
KINROSS GOLD CORP COM NO PAR 496902404 3,676 1,653,188 SH   DFND 4 1,430,100 0 223,088
KIRBY CORP COM 497266106 30 400 SH   DFND 3 400 0 0
KIRBY CORP COM 497266106 1,241 16,556 SH   DFND 4 15,355 0 1,201
KIRKLANDS INC COM 497498105 65 2,732 SH   DFND 4 0 0 2,732
KITE PHARMA INC COM 49803L109 84 1,409 SH   DFND 4 0 0 1,409
KITE RLTY GROUP TR COM NEW 49803T300 80 2,828 SH   DFND 3 2,828 0 0
KITE RLTY GROUP TR COM NEW 49803T300 3,468 123,037 SH   DFND 4 118,376 0 4,661
KKR & CO L P DEL COM UNITS 48248M102 10,282 450,660 SH   DFND 4 450,660 0 0
KLA-TENCOR CORP COM 482480100 27,086 464,675 SH   DFND 3 464,675 0 0
KLA-TENCOR CORP COM 482480100 10,638 182,488 SH   DFND 4 138,465 0 44,023
KLX INC COM 482539103 15 400 SH   DFND 3 400 0 0
KLX INC COM 482539103 730 18,948 SH   DFND 4 18,017 0 931
KNIGHT TRANSN INC COM 499064103 329 10,273 SH   DFND 4 1,836 0 8,437
KNOLL INC COM NEW 498904200 174 7,520 SH   DFND 4 473 0 7,047
KNOWLES CORP COM 49926D109 443 22,968 SH   DFND 4 22,968 0 0
KOHLS CORP COM 500255104 41,661 532,408 SH   DFND 3 532,408 0 0
KOHLS CORP COM 500255104 25,134 321,254 SH   DFND 4 262,141 0 59,113
KOPPERS HOLDINGS INC COM 50060P106 59 3,058 SH   DFND 4 0 0 3,058
KORN FERRY INTL COM NEW 500643200 287 8,780 SH   DFND 4 1,725 0 7,055
KRAFT FOODS GROUP INC COM 50076Q106 591 6,780 SH   DFND 2 0 0 6,780
KRAFT FOODS GROUP INC COM 50076Q106 142,679 1,637,823 SH   DFND 3 1,637,823 0 0
KRAFT FOODS GROUP INC COM 50076Q106 65,464 751,191 SH   DFND 4 600,544 0 150,647
KRATON PERFORMANCE POLYMERS COM 50077C106 107 5,301 SH   DFND 4 470 0 4,831
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 45 8,327 SH   DFND 4 0 0 8,327
KRISPY KREME DOUGHNUTS INC COM 501014104 217 10,834 SH   DFND 4 1,153 0 9,681
KROGER CO COM 501044101 100,046 1,305,067 SH   DFND 3 1,305,067 0 0
KROGER CO COM 501044101 59,322 773,608 SH   DFND 4 633,471 0 140,137
KRONOS WORLDWIDE INC COM 50105F105 50 3,948 SH   DFND 4 0 0 3,948
KT CORP SPONSORED ADR 48268K101 5,340 408,425 SH   DFND 4 408,425 0 0
KULICKE & SOFFA INDS INC COM 501242101 47 2,977 SH   DFND 4 2,977 0 0
KVH INDS INC COM 482738101 42 2,816 SH   DFND 4 0 0 2,816
KYTHERA BIOPHARMACEUTICALS I COM 501570105 130 2,612 SH   DFND 4 0 0 2,612
L BRANDS INC COM 501797104 58,349 618,828 SH   DFND 3 618,828 0 0
L BRANDS INC COM 501797104 28,251 299,618 SH   DFND 4 233,185 0 66,433
L-3 COMMUNICATIONS HLDGS INC COM 502424104 30,168 239,830 SH   DFND 3 239,830 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 17,239 137,049 SH   DFND 4 110,498 0 26,551
LA QUINTA HLDGS INC COM 50420D108 220 9,242 SH   DFND 4 3,163 0 6,079
LA Z BOY INC COM 505336107 257 9,213 SH   DFND 4 1,461 0 7,752
LABORATORY CORP AMER HLDGS COM NEW 50540R409 35,685 283,011 SH   DFND 3 283,011 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 21,066 166,702 SH   DFND 4 124,175 0 42,527
LACKSTONE GROUP L P P COM UNIT LTD 09253U108 13,944 358,697 SH   DFND 4 358,697 0 0
LACLEDE GROUP INC COM 505597104 5,283 103,097 SH   DFND 4 96,726 0 6,371
LADDER CAP CORP CL A 505743104 53 2,865 SH   DFND 4 0 0 2,865
LADENBURG THALMAN FIN SVCS I COM 50575Q102 62 16,252 SH   DFND 4 0 0 16,252
LAKELAND BANCORP INC COM 511637100 71 6,118 SH   DFND 4 0 0 6,118
LAKELAND FINL CORP COM 511656100 101 2,491 SH   DFND 4 0 0 2,491
LAM RESEARCH CORP COM 512807108 33,516 477,194 SH   DFND 3 477,194 0 0
LAM RESEARCH CORP COM 512807108 12,960 184,521 SH   DFND 4 137,422 0 47,099
LAMAR ADVERTISING CO NEW CL A 512816109 60 1,020 SH   DFND 3 1,020 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 840 14,178 SH   DFND 4 14,178 0 0
LANCASTER COLONY CORP COM 513847103 308 3,237 SH   DFND 4 577 0 2,660
LANDAUER INC COM 51476K103 49 1,401 SH   DFND 4 0 0 1,401
LANDEC CORP COM 514766104 57 4,107 SH   DFND 4 0 0 4,107
LANDS END INC NEW COM 51509F105 93 2,579 SH   DFND 4 0 0 2,579
LANDSTAR SYS INC COM 515098101 661 9,971 SH   DFND 4 9,971 0 0
LANNET INC COM 516012101 361 5,331 SH   DFND 4 945 0 4,386
LAREDO PETROLEUM INC COM 516806106 83 6,359 SH   DFND 4 6,359 0 0
LAS VEGAS SANDS CORP COM 517834107 59,443 1,079,992 SH   DFND 3 1,079,992 0 0
LAS VEGAS SANDS CORP COM 517834107 21,550 391,465 SH   DFND 4 325,543 0 65,922
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 180 4,628 SH   DFND 3 4,628 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 7,489 192,726 SH   DFND 4 176,382 0 16,344
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 446 55,282 SH   DFND 4 13,809 0 41,473
LATTICE SEMICONDUCTOR CORP COM 518415104 113 17,675 SH   DFND 4 0 0 17,675
LAUDER ESTEE COS INC CL A 518439104 52,064 626,066 SH   DFND 3 626,066 0 0
LAUDER ESTEE COS INC CL A 518439104 19,291 231,955 SH   DFND 4 173,953 0 58,002
LAYNE CHRISTENSEN CO COM 521050104 18 3,730 SH   DFND 4 0 0 3,730
LAZARD LTD SHS A G54050102 177 3,374 SH   DFND 4 3,374 0 0
LDR HLDG CORP COM 50185U105 87 2,382 SH   DFND 4 0 0 2,382
LEAPFROG ENTERPRISES INC CL A 52186N106 25 11,715 SH   DFND 4 0 0 11,715
LEAR CORP COM NEW 521865204 184 1,664 SH   DFND 3 1,664 0 0
LEAR CORP COM NEW 521865204 5,167 46,611 SH   DFND 4 43,192 0 3,419
LEE ENTERPRISES INC COM 523768109 31 9,804 SH   DFND 4 0 0 9,804
LEGACY TEX FINL GROUP INC COM 52471Y106 133 5,838 SH   DFND 4 0 0 5,838
LEGG MASON INC COM 524901105 17,480 316,671 SH   DFND 3 316,671 0 0
LEGG MASON INC COM 524901105 7,528 136,364 SH   DFND 4 105,936 0 30,428
LEGGETT & PLATT INC COM 524660107 17,624 382,375 SH   DFND 3 382,375 0 0
LEGGETT & PLATT INC COM 524660107 9,101 197,416 SH   DFND 4 157,606 0 39,810
LEIDOS HLDGS INC COM 525327102 116 2,755 SH   DFND 3 2,755 0 0
LEIDOS HLDGS INC COM 525327102 2,725 64,961 SH   DFND 4 58,802 0 6,159
LENDINGTREE INC NEW COM 52603B107 39 703 SH   DFND 4 0 0 703
LENNAR CORP CL A 526057104 26,749 516,298 SH   DFND 3 516,298 0 0
LENNAR CORP CL A 526057104 8,277 159,760 SH   DFND 4 121,608 0 38,152
LENNOX INTL INC COM 526107107 80 720 SH   DFND 3 720 0 0
LENNOX INTL INC COM 526107107 1,769 15,842 SH   DFND 4 15,842 0 0
LEUCADIA NATL CORP COM 527288104 20,125 902,865 SH   DFND 3 902,865 0 0
LEUCADIA NATL CORP COM 527288104 7,977 357,781 SH   DFND 4 274,815 0 82,966
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 45,108 837,814 SH   DFND 3 837,814 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 21,323 395,984 SH   DFND 4 325,685 0 70,299
LEXICON PHARMACEUTICALS INC COM 528872104 45 46,583 SH   DFND 4 0 0 46,583
LEXINGTON REALTY TRUST COM 529043101 111 11,269 SH   DFND 3 11,269 0 0
LEXINGTON REALTY TRUST COM 529043101 4,067 413,707 SH   DFND 4 384,650 0 29,057
LEXMARK INTL NEW CL A 529771107 90 2,116 SH   DFND 3 2,116 0 0
LEXMARK INTL NEW CL A 529771107 1,900 44,825 SH   DFND 4 40,408 0 4,417
LGI HOMES INC COM 50187T106 47 2,798 SH   DFND 4 0 0 2,798
LHC GROUP INC COM 50187A107 76 2,345 SH   DFND 4 0 0 2,345
LIBBEY INC COM 529898108 124 3,156 SH   DFND 4 0 0 3,156
LIBERTY BROADBAND CORP COM SER A 530307107 3,918 69,370 SH   DFND 3 69,370 0 0
LIBERTY BROADBAND CORP COM SER A 530307107 744 13,176 SH   DFND 4 12,351 0 825
LIBERTY BROADBAND CORP COM SER C 530307305 10,280 181,624 SH   DFND 3 181,624 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,953 34,508 SH   DFND 4 32,348 0 2,160
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 38,202 1,308,738 SH   DFND 3 1,308,738 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 16,285 557,877 SH   DFND 4 464,273 0 93,604
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 17,848 424,853 SH   DFND 3 424,853 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 3,695 87,958 SH   DFND 4 80,759 0 7,199
LIBERTY MEDIA CORP DELAWARE CL A 531229102 10,158 263,490 SH   DFND 3 263,490 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 4,646 120,525 SH   DFND 4 105,485 0 15,040
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 20,552 538,021 SH   DFND 3 538,021 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 6,586 172,405 SH   DFND 4 140,353 0 32,052
LIBERTY PPTY TR SH BEN INT 531172104 14,370 402,532 SH   DFND 3 402,532 0 0
LIBERTY PPTY TR SH BEN INT 531172104 13,541 379,257 SH   DFND 4 356,262 0 22,995
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 75 2,359 SH   DFND 4 2,359 0 0
LIFE TIME FITNESS INC COM 53217R207 47 664 SH   DFND 3 664 0 0
LIFE TIME FITNESS INC COM 53217R207 1,199 16,894 SH   DFND 4 10,444 0 6,450
LIFELOCK INC COM 53224V100 162 11,544 SH   DFND 4 0 0 11,544
LIFEPOINT HOSPITALS INC COM 53219L109 84 1,140 SH   DFND 3 1,140 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 2,139 29,088 SH   DFND 4 26,069 0 3,019
LIFETIME BRANDS INC COM 53222Q103 22 1,457 SH   DFND 4 0 0 1,457
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 300 3,937 SH   DFND 4 710 0 3,227
LILLY ELI & CO COM 532457108 708 9,745 SH   DFND 2 0 0 9,745
LILLY ELI & CO COM 532457108 202,209 2,783,332 SH   DFND 3 2,783,332 0 0
LILLY ELI & CO COM 532457108 122,910 1,690,671 SH   DFND 4 1,379,253 0 311,418
LIMONEIRA CO COM 532746104 48 2,136 SH   DFND 4 0 0 2,136
LINCOLN ELEC HLDGS INC COM 533900106 44 670 SH   DFND 3 670 0 0
LINCOLN ELEC HLDGS INC COM 533900106 867 13,255 SH   DFND 4 12,481 0 774
LINCOLN NATL CORP IND COM 534187109 43,471 756,547 SH   DFND 3 756,547 0 0
LINCOLN NATL CORP IND COM 534187109 20,411 355,288 SH   DFND 4 278,703 0 76,585
LINDSAY CORP COM 535555106 153 2,030 SH   DFND 4 273 0 1,757
LINEAR TECHNOLOGY CORP COM 535678106 31,899 681,603 SH   DFND 3 681,603 0 0
LINEAR TECHNOLOGY CORP COM 535678106 12,463 266,274 SH   DFND 4 204,461 0 61,813
LINKEDIN CORP COM CL A 53578A108 180 720 SH   DFND 2 0 0 720
LINKEDIN CORP COM CL A 53578A108 71,745 287,139 SH   DFND 3 287,139 0 0
LINKEDIN CORP COM CL A 53578A108 19,843 79,417 SH   DFND 4 63,708 0 15,709
LIONBRIDGE TECHNOLOGIES INC COM 536252109 70 12,200 SH   DFND 4 0 0 12,200
LIONS GATE ENTMNT CORP COM NEW 535919203 94 2,782 SH   DFND 4 2,782 0 0
LIQUIDITY SERVICES INC COM 53635B107 48 4,942 SH   DFND 4 0 0 4,942
LITHIA MTRS INC CL A 536797103 384 3,888 SH   DFND 4 610 0 3,278
LITTELFUSE INC COM 537008104 379 3,823 SH   DFND 4 586 0 3,237
LIVE NATION ENTERTAINMENT IN COM 538034109 67 2,643 SH   DFND 3 2,643 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 2,238 88,697 SH   DFND 4 81,372 0 7,325
LIVEPERSON INC COM 538146101 76 7,193 SH   DFND 4 0 0 7,193
LKQ CORP COM 501889208 21,199 829,363 SH   DFND 3 829,363 0 0
LKQ CORP COM 501889208 6,454 252,518 SH   DFND 4 210,320 0 42,198
LOCKHEED MARTIN CORP COM 539830109 181,165 892,615 SH   DFND 3 892,615 0 0
LOCKHEED MARTIN CORP COM 539830109 78,764 387,986 SH   DFND 4 314,170 0 73,816
LOEWS CORP COM 540424108 38,277 937,466 SH   DFND 3 937,466 0 0
LOEWS CORP COM 540424108 20,336 498,110 SH   DFND 4 402,686 0 95,424
LOGMEIN INC COM 54142L109 242 4,354 SH   DFND 4 853 0 3,501
LORAL SPACE & COMMUNICATNS I COM 543881106 171 2,495 SH   DFND 4 609 0 1,886
LORILLARD INC COM 544147101 260 3,974 SH   DFND 2 0 0 3,974
LORILLARD INC COM 544147101 65,893 1,008,313 SH   DFND 3 1,008,313 0 0
LORILLARD INC COM 544147101 31,094 475,814 SH   DFND 4 381,967 0 93,847
LOUISIANA PAC CORP COM 546347105 387 23,642 SH   DFND 4 3,584 0 20,058
LOWES COS INC COM 548661107 202,086 2,716,573 SH   DFND 3 2,716,573 0 0
LOWES COS INC COM 548661107 86,870 1,167,567 SH   DFND 4 891,477 0 276,090
LPL FINL HLDGS INC COM 50212V100 31 699 SH   DFND 3 699 0 0
LPL FINL HLDGS INC COM 50212V100 1,007 22,966 SH   DFND 4 22,966 0 0
LSB INDS INC COM 502160104 118 2,887 SH   DFND 4 0 0 2,887
LTC PPTYS INC COM 502175102 54 1,164 SH   DFND 3 1,164 0 0
LTC PPTYS INC COM 502175102 2,583 56,137 SH   DFND 4 51,110 0 5,027
LULULEMON ATHLETICA INC COM 550021109 18,401 287,433 SH   DFND 3 287,433 0 0
LULULEMON ATHLETICA INC COM 550021109 5,628 87,906 SH   DFND 4 68,158 0 19,748
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 147 4,723 SH   DFND 4 858 0 3,865
LUMINEX CORP DEL COM 55027E102 90 5,608 SH   DFND 4 0 0 5,608
LUMOS NETWORKS CORP COM 550283105 50 3,292 SH   DFND 4 0 0 3,292
LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 441 7,000 SH   DFND 4 7,000 0 0
LYDALL INC DEL COM 550819106 85 2,665 SH   DFND 4 0 0 2,665
LYON WILLIAM HOMES CL A NEW 552074700 66 2,531 SH   DFND 4 0 0 2,531
M & T BK CORP COM 55261F104 42,236 332,566 SH   DFND 3 332,566 0 0
M & T BK CORP COM 55261F104 19,399 152,803 SH   DFND 4 117,108 0 35,695
M D C HLDGS INC COM 552676108 218 7,602 SH   DFND 4 1,915 0 5,687
M/I HOMES INC COM 55305B101 88 3,638 SH   DFND 4 0 0 3,638
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 83 2,237 SH   DFND 4 0 0 2,237
MACERICH CO COM 554382101 36,275 430,161 SH   DFND 3 430,161 0 0
MACERICH CO COM 554382101 33,143 392,943 SH   DFND 4 357,683 0 35,260
MACK CALI RLTY CORP COM 554489104 149 7,746 SH   DFND 3 7,746 0 0
MACK CALI RLTY CORP COM 554489104 5,083 263,561 SH   DFND 4 243,532 0 20,029
MACROGENICS INC COM 556099109 125 3,909 SH   DFND 4 0 0 3,909
MACYS INC COM 55616P104 63,952 985,241 SH   DFND 3 985,241 0 0
MACYS INC COM 55616P104 30,853 475,278 SH   DFND 4 369,746 0 105,532
MADDEN STEVEN LTD COM 556269108 395 10,381 SH   DFND 4 2,124 0 8,257
MADISON SQUARE GARDEN CO CL A 55826P100 34 397 SH   DFND 3 397 0 0
MADISON SQUARE GARDEN CO CL A 55826P100 427 5,044 SH   DFND 4 5,044 0 0
MAGELLAN HEALTH INC COM NEW 559079207 45 640 SH   DFND 3 640 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,689 23,855 SH   DFND 4 18,149 0 5,706
MAGNA INTL INC COM 559222401 59,209 1,107,482 SH   DFND 3 1,107,482 0 0
MAGNA INTL INC COM 559222401 21,610 404,348 SH   DFND 4 319,694 0 84,654
MAGNUM HUNTER RES CORP DEL COM 55973B102 84 31,880 SH   DFND 4 2,680 0 29,200
MAIN STREET CAPITAL CORP COM 56035L104 1,468 47,475 SH   DFND 4 47,475 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 76 3,927 SH   DFND 4 0 0 3,927
MANHATTAN ASSOCS INC COM 562750109 678 13,313 SH   DFND 4 2,396 0 10,917
MANITEX INTL INC COM 563420108 16 1,628 SH   DFND 4 0 0 1,628
MANITOWOC INC COM 563571108 44 2,040 SH   DFND 3 2,040 0 0
MANITOWOC INC COM 563571108 792 36,767 SH   DFND 4 32,425 0 4,342
MANNING & NAPIER INC CL A 56382Q102 34 2,566 SH   DFND 4 0 0 2,566
MANNKIND CORP COM 56400P201 226 42,787 SH   DFND 4 7,894 0 34,893
MANPOWERGROUP INC COM 56418H100 20,567 238,740 SH   DFND 3 238,740 0 0
MANPOWERGROUP INC COM 56418H100 11,104 128,887 SH   DFND 4 112,026 0 16,861
MANTECH INTL CORP CL A 564563104 117 3,450 SH   DFND 4 0 0 3,450
MANULIFE FINL CORP COM 56501R106 91,167 5,367,791 SH   DFND 3 5,367,791 0 0
MANULIFE FINL CORP COM 56501R106 35,127 2,069,044 SH   DFND 4 1,681,144 0 387,900
MARATHON OIL CORP COM 565849106 33 1,245 SH   DFND 2 0 0 1,245
MARATHON OIL CORP COM 565849106 49,809 1,907,674 SH   DFND 3 1,907,674 0 0
MARATHON OIL CORP COM 565849106 31,082 1,190,377 SH   DFND 4 985,254 0 205,123
MARATHON PETE CORP COM 56585A102 79,033 771,886 SH   DFND 3 771,886 0 0
MARATHON PETE CORP COM 56585A102 45,586 445,191 SH   DFND 4 356,097 0 89,094
MARCHEX INC CL B 56624R108 26 6,234 SH   DFND 4 0 0 6,234
MARCUS & MILLICHAP INC COM 566324109 16 435 SH   DFND 4 0 0 435
MARCUS CORP COM 566330106 61 2,898 SH   DFND 4 0 0 2,898
MARIN SOFTWARE INC COM 56804T106 32 5,108 SH   DFND 4 0 0 5,108
MARINEMAX INC COM 567908108 101 3,790 SH   DFND 4 0 0 3,790
MARKEL CORP COM 570535104 24,688 32,106 SH   DFND 3 32,106 0 0
MARKEL CORP COM 570535104 8,367 10,880 SH   DFND 4 10,277 0 603
MARKETAXESS HLDGS INC COM 57060D108 542 6,373 SH   DFND 4 1,084 0 5,289
MARKETO INC COM 57063L107 127 4,916 SH   DFND 4 995 0 3,921
MARRIOTT INTL INC NEW CL A 571903202 49,285 613,611 SH   DFND 3 613,611 0 0
MARRIOTT INTL INC NEW CL A 571903202 19,549 243,338 SH   DFND 4 188,182 0 55,156
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 387 4,801 SH   DFND 4 725 0 4,076
MARSH & MCLENNAN COS INC COM 571748102 85,038 1,516,099 SH   DFND 3 1,516,099 0 0
MARSH & MCLENNAN COS INC COM 571748102 36,107 643,785 SH   DFND 4 471,040 0 172,745
MARTEN TRANS LTD COM 573075108 107 4,693 SH   DFND 4 0 0 4,693
MARTHA STEWART LIVING OMNIME CL A 573083102 22 3,299 SH   DFND 4 0 0 3,299
MARTIN MARIETTA MATLS INC COM 573284106 2,174 15,548 SH   DFND 1 0 0 15,548
MARTIN MARIETTA MATLS INC COM 573284106 60 430 SH   DFND 3 430 0 0
MARTIN MARIETTA MATLS INC COM 573284106 3,815 27,280 SH   DFND 4 16,921 0 10,359
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 18,342 1,247,780 SH   DFND 3 1,247,780 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 6,807 463,085 SH   DFND 4 402,627 0 60,458
MASCO CORP COM 574599106 27,570 1,032,596 SH   DFND 3 1,032,596 0 0
MASCO CORP COM 574599106 10,716 401,433 SH   DFND 4 300,899 0 100,534
MASIMO CORP COM 574795100 284 8,706 SH   DFND 4 1,662 0 7,044
MASONITE INTL CORP NEW COM 575385109 326 4,879 SH   DFND 4 602 0 4,277
MASTEC INC COM 576323109 885 45,477 SH   DFND 4 36,562 0 8,915
MASTERCARD INC CL A 57636Q104 605 7,000 SH   DFND 2 0 0 7,000
MASTERCARD INC CL A 57636Q104 241,681 2,797,557 SH   DFND 3 2,797,557 0 0
MASTERCARD INC CL A 57636Q104 80,717 934,168 SH   DFND 4 675,992 0 258,176
MATADOR RES CO COM 576485205 305 13,870 SH   DFND 4 3,578 0 10,292
MATERION CORP COM 576690101 114 2,977 SH   DFND 4 0 0 2,977
MATRIX SVC CO COM 576853105 90 5,169 SH   DFND 4 375 0 4,794
MATSON INC COM 57686G105 281 6,679 SH   DFND 4 0 0 6,679
MATTEL INC COM 577081102 22,373 979,136 SH   DFND 3 979,136 0 0
MATTEL INC COM 577081102 11,416 499,692 SH   DFND 4 409,638 0 90,054
MATTHEWS INTL CORP CL A 577128101 287 5,535 SH   DFND 4 1,119 0 4,416
MATTRESS FIRM HLDG CORP COM 57722W106 166 2,389 SH   DFND 4 210 0 2,179
MAXIM INTEGRATED PRODS INC COM 57772K101 28,970 832,240 SH   DFND 3 832,240 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 13,039 374,564 SH   DFND 4 322,866 0 51,698
MAXIMUS INC COM 577933104 761 11,435 SH   DFND 4 1,840 0 9,595
MAXLINEAR INC CL A 57776J100 45 5,494 SH   DFND 4 0 0 5,494
MAXWELL TECHNOLOGIES INC COM 577767106 48 5,866 SH   DFND 4 0 0 5,866
MB FINANCIAL INC NEW COM 55264U108 361 11,607 SH   DFND 4 1,678 0 9,929
MBIA INC COM 55262C100 768 82,603 SH   DFND 4 82,603 0 0
MCCLATCHY CO CL A 579489105 20 11,270 SH   DFND 4 0 0 11,270
MCCORMICK & CO INC COM NON VTG 579780206 100 1,294 SH   DFND 2 0 0 1,294
MCCORMICK & CO INC COM NON VTG 579780206 24,682 320,082 SH   DFND 3 320,082 0 0
MCCORMICK & CO INC COM NON VTG 579780206 16,489 213,426 SH   DFND 4 151,341 0 62,085
MCDERMOTT INTL INC COM 580037109 64 16,574 SH   DFND 3 16,574 0 0
MCDERMOTT INTL INC COM 580037109 1,420 370,388 SH   DFND 4 316,095 0 54,293
MCDONALDS CORP COM 580135101 264,585 2,715,362 SH   DFND 3 2,715,362 0 0
MCDONALDS CORP COM 580135101 144,445 1,482,148 SH   DFND 4 1,175,332 0 306,816
MCG CAPITAL CORP COM 58047P107 178 44,844 SH   DFND 4 44,844 0 0
MCGRATH RENTCORP COM 580589109 146 4,438 SH   DFND 4 665 0 3,773
MCGRAW HILL FINL INC COM 580645109 77,354 748,106 SH   DFND 3 748,106 0 0
MCGRAW HILL FINL INC COM 580645109 30,263 292,673 SH   DFND 4 222,635 0 70,038
MCKESSON CORP COM 58155Q103 149,785 662,181 SH   DFND 3 662,181 0 0
MCKESSON CORP COM 58155Q103 82,143 362,958 SH   DFND 4 284,938 0 78,020
MDC PARTNERS INC CL A SUB VTG 552697104 173 6,139 SH   DFND 4 0 0 6,139
MDU RES GROUP INC COM 552690109 12,407 581,393 SH   DFND 3 581,393 0 0
MDU RES GROUP INC COM 552690109 5,164 241,896 SH   DFND 4 208,875 0 33,021
MEAD JOHNSON NUTRITION CO COM 582839106 19,022 189,193 SH   DFND 4 139,589 0 49,604
MEAD JOHNSON NUTRITION CO COM 582839106 224 2,230 SH   DFND 2 0 0 2,230
MEAD JOHNSON NUTRITION CO COM 582839106 56,344 560,468 SH   DFND 3 560,468 0 0
MEADOWBROOK INS GROUP INC COM 58319P108 80 9,450 SH   DFND 4 0 0 9,450
MEADWESTVACO CORP COM 583334107 23,395 469,122 SH   DFND 3 469,122 0 0
MEADWESTVACO CORP COM 583334107 11,561 231,785 SH   DFND 4 185,841 0 45,944
MECHEL OAO SPONSORED ADR 583840103 84 68,029 SH   DFND 4 68,029 0 0
MEDASSETS INC COM 584045108 203 10,784 SH   DFND 4 2,407 0 8,377
MEDIA GEN INC NEW COM 58441K100 245 15,065 SH   DFND 4 2,747 0 12,318
MEDICAL PPTYS TRUST INC COM 58463J304 535 35,933 SH   DFND 4 6,863 0 29,070
MEDICINES CO COM 584688105 324 11,478 SH   DFND 4 1,795 0 9,683
MEDIDATA SOLUTIONS INC COM 58471A105 467 9,500 SH   DFND 4 1,477 0 8,023
MEDIFAST INC COM 58470H101 75 2,516 SH   DFND 4 0 0 2,516
MEDIVATION INC COM 58501N101 3,376 26,153 SH   DFND 4 16,288 0 9,865
MEDLEY CAP CORP COM 58503F106 558 60,929 SH   DFND 4 60,929 0 0
MEDNAX INC COM 58502B106 55 760 SH   DFND 3 760 0 0
MEDNAX INC COM 58502B106 1,999 27,548 SH   DFND 4 25,531 0 2,017
MELCO CROWN ENTMT LTD ADR 585464100 12,516 583,110 SH   DFND 4 583,110 0 0
MEMORIAL RESOURCE DEV CORP COM 58605Q109 21 1,157 SH   DFND 4 1,157 0 0
MENS WEARHOUSE INC COM 587118100 33 630 SH   DFND 3 630 0 0
MENS WEARHOUSE INC COM 587118100 1,470 28,158 SH   DFND 4 19,554 0 8,604
MENTOR GRAPHICS CORP COM 587200106 422 17,494 SH   DFND 4 3,584 0 13,910
MERCADOLIBRE INC COM 58733R102 97 794 SH   DFND 4 794 0 0
MERCANTILE BANK CORP COM 587376104 53 2,698 SH   DFND 4 0 0 2,698
MERCK & CO INC NEW COM 58933Y105 1,464 25,475 SH   DFND 2 0 0 25,475
MERCK & CO INC NEW COM 58933Y105 463,269 8,059,654 SH   DFND 3 8,059,654 0 0
MERCK & CO INC NEW COM 58933Y105 269,116 4,680,402 SH   DFND 4 3,838,686 0 841,716
MERCURY GENL CORP NEW COM 589400100 46 796 SH   DFND 3 796 0 0
MERCURY GENL CORP NEW COM 589400100 1,003 17,363 SH   DFND 4 17,363 0 0
MERCURY SYS INC COM 589378108 99 6,267 SH   DFND 4 0 0 6,267
MEREDITH CORP COM 589433101 33 600 SH   DFND 3 600 0 0
MEREDITH CORP COM 589433101 903 16,281 SH   DFND 4 11,139 0 5,142
MERIDIAN BANCORP INC MD COM 58958U103 36 2,734 SH   DFND 4 0 0 2,734
MERIDIAN BIOSCIENCE INC COM 589584101 114 6,017 SH   DFND 4 0 0 6,017
MERIT MED SYS INC COM 589889104 124 6,510 SH   DFND 4 0 0 6,510
MERITAGE HOMES CORP COM 59001A102 348 7,072 SH   DFND 4 1,414 0 5,658
MERITOR INC COM 59001K100 62 4,894 SH   DFND 3 4,894 0 0
MERITOR INC COM 59001K100 1,308 104,149 SH   DFND 4 79,955 0 24,194
MERRIMACK PHARMACEUTICALS IN COM 590328100 182 15,312 SH   DFND 4 0 0 15,312
MESA LABS INC COM 59064R109 38 531 SH   DFND 4 0 0 531
META FINL GROUP INC COM 59100U108 47 1,184 SH   DFND 4 0 0 1,184
METHANEX CORP COM 59151K108 43 800 SH   DFND 3 800 0 0
METHANEX CORP COM 59151K108 2,631 49,174 SH   DFND 4 37,440 0 11,734
METHODE ELECTRS INC COM 591520200 334 7,110 SH   DFND 4 1,690 0 5,420
METLIFE INC COM 59156R108 126,151 2,495,564 SH   DFND 3 2,495,564 0 0
METLIFE INC COM 59156R108 66,433 1,314,212 SH   DFND 4 1,028,765 0 285,447
METRO BANCORP INC PA COM 59161R101 72 2,656 SH   DFND 4 0 0 2,656
METTLER TOLEDO INTERNATIONAL COM 592688105 53 160 SH   DFND 3 160 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 4,542 13,824 SH   DFND 4 10,360 0 3,464
MFA FINL INC COM 55272X102 78 9,874 SH   DFND 3 9,874 0 0
MFA FINL INC COM 55272X102 1,858 236,349 SH   DFND 4 213,892 0 22,457
MGE ENERGY INC COM 55277P104 296 6,699 SH   DFND 4 1,658 0 5,041
MGIC INVT CORP WIS COM 552848103 598 61,722 SH   DFND 4 9,642 0 52,080
MGM RESORTS INTERNATIONAL COM 552953101 22,319 1,061,282 SH   DFND 3 1,061,282 0 0
MGM RESORTS INTERNATIONAL COM 552953101 8,863 421,183 SH   DFND 4 359,069 0 62,114
MICHAELS COS INC COM 59408Q106 16 580 SH   DFND 4 580 0 0
MICREL INC COM 594793101 114 7,533 SH   DFND 4 0 0 7,533
MICROCHIP TECHNOLOGY INC COM 595017104 28,372 580,210 SH   DFND 3 580,210 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 12,986 265,532 SH   DFND 4 213,116 0 52,416
MICRON TECHNOLOGY INC COM 595112103 194 7,150 SH   DFND 2 0 0 7,150
MICRON TECHNOLOGY INC COM 595112103 81,045 2,987,284 SH   DFND 3 2,987,284 0 0
MICRON TECHNOLOGY INC COM 595112103 29,189 1,076,115 SH   DFND 4 806,431 0 269,684
MICROSEMI CORP COM 595137100 592 16,733 SH   DFND 4 3,129 0 13,604
MICROSOFT CORP COM 594918104 1,843 45,342 SH   DFND 2 0 0 45,342
MICROSOFT CORP COM 594918104 849,103 20,885,580 SH   DFND 3 20,885,580 0 0
MICROSOFT CORP COM 594918104 359,696 8,847,645 SH   DFND 4 6,736,166 0 2,111,479
MICROSTRATEGY INC CL A NEW 594972408 269 1,590 SH   DFND 4 279 0 1,311
MID-AMER APT CMNTYS INC COM 59522J103 264 3,417 SH   DFND 3 3,417 0 0
MID-AMER APT CMNTYS INC COM 59522J103 9,503 122,978 SH   DFND 4 122,978 0 0
MIDDLEBY CORP COM 596278101 160 1,558 SH   DFND 4 1,558 0 0
MIDDLESEX WATER CO COM 596680108 64 2,828 SH   DFND 4 0 0 2,828
MIDSTATES PETE CO INC COM 59804T100 6 6,911 SH   DFND 4 0 0 6,911
MILLENNIAL MEDIA INC COM 60040N105 19 13,871 SH   DFND 4 0 0 13,871
MILLER HERMAN INC COM 600544100 282 10,187 SH   DFND 4 1,807 0 8,380
MILLER INDS INC TENN COM NEW 600551204 49 1,971 SH   DFND 4 0 0 1,971
MIMEDX GROUP INC COM 602496101 155 14,840 SH   DFND 4 0 0 14,840
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 752 27,500 SH   DFND 4 27,500 0 0
MINERALS TECHNOLOGIES INC COM 603158106 436 6,051 SH   DFND 4 1,109 0 4,942
MISTRAS GROUP INC COM 60649T107 46 2,418 SH   DFND 4 0 0 2,418
MKS INSTRUMENT INC COM 55306N104 308 9,038 SH   DFND 4 1,534 0 7,504
MOBILE MINI INC COM 60740F105 346 8,024 SH   DFND 4 1,356 0 6,668
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 5,514 545,932 SH   DFND 4 333,509 0 212,423
MODINE MFG CO COM 607828100 117 8,650 SH   DFND 4 1,620 0 7,030
MOELIS & CO CL A 60786M105 41 1,370 SH   DFND 4 0 0 1,370
MOHAWK INDS INC COM 608190104 31,968 172,100 SH   DFND 3 172,100 0 0
MOHAWK INDS INC COM 608190104 13,497 72,663 SH   DFND 4 54,219 0 18,444
MOLINA HEALTHCARE INC COM 60855R100 54 798 SH   DFND 3 798 0 0
MOLINA HEALTHCARE INC COM 60855R100 1,536 22,883 SH   DFND 4 16,373 0 6,510
MOLSON COORS BREWING CO CL B 60871R209 133 1,791 SH   DFND 2 0 0 1,791
MOLSON COORS BREWING CO CL B 60871R209 28,857 387,608 SH   DFND 3 387,608 0 0
MOLSON COORS BREWING CO CL B 60871R209 12,087 162,363 SH   DFND 4 124,741 0 37,622
MOLYCORP INC DEL COM 608753109 14 35,645 SH   DFND 4 0 0 35,645
MOMENTA PHARMACEUTICALS INC COM 60877T100 143 9,273 SH   DFND 4 674 0 8,599
MONDELEZ INTL INC CL A 609207105 681 18,857 SH   DFND 2 0 0 18,857
MONDELEZ INTL INC CL A 609207105 172,035 4,766,830 SH   DFND 3 4,766,830 0 0
MONDELEZ INTL INC CL A 609207105 81,921 2,269,314 SH   DFND 4 1,762,657 0 506,657
MONEYGRAM INTL INC COM NEW 60935Y208 46 5,390 SH   DFND 4 0 0 5,390
MONMOUTH REAL ESTATE INVT CO CL A 609720107 90 8,095 SH   DFND 4 0 0 8,095
MONOLITHIC PWR SYS INC COM 609839105 349 6,583 SH   DFND 4 975 0 5,608
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 208 6,380 SH   DFND 4 707 0 5,673
MONRO MUFFLER BRAKE INC COM 610236101 344 5,267 SH   DFND 4 826 0 4,441
MONSANTO CO NEW COM 61166W101 350 3,109 SH   DFND 2 0 0 3,109
MONSANTO CO NEW COM 61166W101 152,478 1,354,881 SH   DFND 3 1,354,881 0 0
MONSANTO CO NEW COM 61166W101 60,455 537,231 SH   DFND 4 395,546 0 141,685
MONSTER BEVERAGE CORP COM 611740101 221 1,600 SH   DFND 2 0 0 1,600
MONSTER BEVERAGE CORP COM 611740101 52,361 378,345 SH   DFND 3 378,345 0 0
MONSTER BEVERAGE CORP COM 611740101 17,079 123,407 SH   DFND 4 90,631 0 32,776
MONSTER WORLDWIDE INC COM 611742107 82 12,964 SH   DFND 4 0 0 12,964
MONTPELIER RE HOLDINGS LTD SHS G62185106 269 6,977 SH   DFND 4 1,389 0 5,588
MOODYS CORP COM 615369105 57,266 551,697 SH   DFND 3 551,697 0 0
MOODYS CORP COM 615369105 19,656 189,363 SH   DFND 4 137,397 0 51,966
MOOG INC CL A 615394202 44 590 SH   DFND 3 590 0 0
MOOG INC CL A 615394202 1,177 15,639 SH   DFND 4 7,941 0 7,698
MORGAN STANLEY COM NEW 617446448 140,913 3,948,253 SH   DFND 3 3,948,253 0 0
MORGAN STANLEY COM NEW 617446448 64,462 1,805,552 SH   DFND 4 1,396,217 0 409,335
MORGANS HOTEL GROUP CO COM 61748W108 42 5,482 SH   DFND 4 0 0 5,482
MORNINGSTAR INC COM 617700109 100 1,329 SH   DFND 4 1,329 0 0
MOSAIC CO NEW COM 61945C103 184 3,995 SH   DFND 2 0 0 3,995
MOSAIC CO NEW COM 61945C103 42,529 923,346 SH   DFND 3 923,346 0 0
MOSAIC CO NEW COM 61945C103 18,935 410,957 SH   DFND 4 324,869 0 86,088
MOTORCAR PTS AMER INC COM 620071100 60 2,154 SH   DFND 4 0 0 2,154
MOTOROLA SOLUTIONS INC COM NEW 620076307 102 1,535 SH   DFND 2 0 0 1,535
MOTOROLA SOLUTIONS INC COM NEW 620076307 41,036 615,512 SH   DFND 3 615,512 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 24,373 365,810 SH   DFND 4 263,588 0 102,222
MOVADO GROUP INC COM 624580106 82 2,741 SH   DFND 4 0 0 2,741
MRC GLOBAL INC COM 55345K103 38 3,179 SH   DFND 3 3,179 0 0
MRC GLOBAL INC COM 55345K103 1,003 84,636 SH   DFND 4 79,036 0 5,600
MSA SAFETY INC COM 553498106 278 5,588 SH   DFND 4 1,359 0 4,229
MSC INDL DIRECT INC CL A 553530106 19 260 SH   DFND 3 260 0 0
MSC INDL DIRECT INC CL A 553530106 1,181 16,364 SH   DFND 4 15,198 0 1,166
MSCI INC COM 55354G100 59 970 SH   DFND 3 970 0 0
MSCI INC COM 55354G100 1,828 29,836 SH   DFND 4 26,794 0 3,042
MTS SYS CORP COM 553777103 191 2,528 SH   DFND 4 321 0 2,207
MUELLER INDS INC COM 624756102 365 10,184 SH   DFND 4 2,052 0 8,132
MUELLER WTR PRODS INC COM SER A 624758108 965 97,975 SH   DFND 4 74,972 0 23,003
MULTI COLOR CORP COM 625383104 123 1,747 SH   DFND 4 0 0 1,747
MURPHY OIL CORP COM 626717102 24,138 517,975 SH   DFND 3 517,975 0 0
MURPHY OIL CORP COM 626717102 15,906 341,194 SH   DFND 4 284,392 0 56,802
MURPHY USA INC COM 626755102 251 3,468 SH   DFND 3 3,468 0 0
MURPHY USA INC COM 626755102 6,263 86,486 SH   DFND 4 78,918 0 7,568
MVC CAPITAL INC COM 553829102 221 23,236 SH   DFND 4 23,236 0 0
MYERS INDS INC COM 628464109 73 4,151 SH   DFND 4 0 0 4,151
MYR GROUP INC DEL COM 55405W104 98 3,076 SH   DFND 4 0 0 3,076
MYRIAD GENETICS INC COM 62855J104 75 2,108 SH   DFND 4 2,108 0 0
NABORS INDUSTRIES LTD SHS G6359F103 11,993 878,634 SH   DFND 3 878,634 0 0
NABORS INDUSTRIES LTD SHS G6359F103 6,561 480,641 SH   DFND 4 428,757 0 51,884
NACCO INDS INC CL A 629579103 49 933 SH   DFND 4 0 0 933
NANOMETRICS INC COM 630077105 71 4,185 SH   DFND 4 0 0 4,185
NASDAQ OMX GROUP INC COM 631103108 137 2,680 SH   DFND 3 2,680 0 0
NASDAQ OMX GROUP INC COM 631103108 5,413 106,319 SH   DFND 4 74,325 0 31,994
NATHANS FAMOUS INC NEW COM 632347100 19 367 SH   DFND 4 0 0 367
NATIONAL BANKSHARES INC VA COM 634865109 32 1,068 SH   DFND 4 0 0 1,068
NATIONAL BEVERAGE CORP COM 635017106 47 1,924 SH   DFND 4 0 0 1,924
NATIONAL BK HLDGS CORP CL A 633707104 114 6,079 SH   DFND 4 0 0 6,079
NATIONAL CINEMEDIA INC COM 635309107 153 10,243 SH   DFND 4 1,406 0 8,837
NATIONAL FUEL GAS CO N J COM 636180101 86 1,422 SH   DFND 3 1,422 0 0
NATIONAL FUEL GAS CO N J COM 636180101 2,874 47,630 SH   DFND 4 45,436 0 2,194
NATIONAL GEN HLDGS CORP COM 636220303 93 5,060 SH   DFND 4 0 0 5,060
NATIONAL HEALTH INVS INC COM 63633D104 83 1,173 SH   DFND 3 1,173 0 0
NATIONAL HEALTH INVS INC COM 63633D104 3,760 52,952 SH   DFND 4 47,590 0 5,362
NATIONAL HEALTHCARE CORP COM 635906100 114 1,775 SH   DFND 4 0 0 1,775
NATIONAL INSTRS CORP COM 636518102 107 3,353 SH   DFND 4 3,353 0 0
NATIONAL OILWELL VARCO INC COM 637071101 59,927 1,198,784 SH   DFND 3 1,198,784 0 0
NATIONAL OILWELL VARCO INC COM 637071101 27,455 549,181 SH   DFND 4 428,298 0 120,883
NATIONAL PENN BANCSHARES INC COM 637138108 241 22,285 SH   DFND 4 4,786 0 17,499
NATIONAL PRESTO INDS INC COM 637215104 58 912 SH   DFND 4 0 0 912
NATIONAL RETAIL PPTYS INC COM 637417106 217 5,304 SH   DFND 3 5,304 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 8,984 219,289 SH   DFND 4 216,276 0 3,013
NATIONAL WESTN LIFE INS CO CL A 638522102 83 324 SH   DFND 4 0 0 324
NATIONSTAR MTG HLDGS INC COM 63861C109 25 1,000 SH   DFND 4 1,000 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 37 1,933 SH   DFND 4 0 0 1,933
NATURAL GROCERS BY VITAMIN C COM 63888U108 32 1,172 SH   DFND 4 0 0 1,172
NATUS MEDICAL INC DEL COM 639050103 252 6,398 SH   DFND 4 1,618 0 4,780
NAUTILUS INC COM 63910B102 90 5,912 SH   DFND 4 0 0 5,912
NAVIENT CORP COM 63938C108 26,065 1,282,103 SH   DFND 3 1,282,103 0 0
NAVIENT CORP COM 63938C108 8,774 431,580 SH   DFND 4 316,457 0 115,123
NAVIGANT CONSULTING INC COM 63935N107 96 7,206 SH   DFND 4 0 0 7,206
NAVIGATORS GROUP INC COM 638904102 119 1,529 SH   DFND 4 0 0 1,529
NAVISTAR INTL CORP NEW COM 63934E108 113 3,830 SH   DFND 3 3,830 0 0
NAVISTAR INTL CORP NEW COM 63934E108 2,576 87,396 SH   DFND 4 79,546 0 7,850
NBT BANCORP INC COM 628778102 205 8,216 SH   DFND 4 1,798 0 6,418
NCI BUILDING SYS INC COM NEW 628852204 71 4,160 SH   DFND 4 0 0 4,160
NCR CORP NEW COM 62886E108 15,195 514,918 SH   DFND 3 514,918 0 0
NCR CORP NEW COM 62886E108 3,777 127,954 SH   DFND 4 122,943 0 5,011
NEENAH PAPER INC COM 640079109 152 2,412 SH   DFND 4 0 0 2,412
NEKTAR THERAPEUTICS COM 640268108 251 22,468 SH   DFND 4 3,557 0 18,911
NELNET INC CL A 64031N108 142 3,015 SH   DFND 4 0 0 3,015
NEOGEN CORP COM 640491106 303 6,427 SH   DFND 4 1,100 0 5,327
NETAPP INC COM 64110D104 71 2,000 SH   DFND 2 0 0 2,000
NETEASE INC SPONSORED ADR 64110W102 2,059 19,550 SH   DFND 4 19,550 0 0
NETFLIX INC COM 64110L106 64,240 154,167 SH   DFND 3 154,167 0 0
NETFLIX INC COM 64110L106 20,002 48,003 SH   DFND 4 34,858 0 13,145
NETGEAR INC COM 64111Q104 220 6,696 SH   DFND 4 1,428 0 5,268
NETSCOUT SYS INC COM 64115T104 284 6,462 SH   DFND 4 1,268 0 5,194
NETSUITE INC COM 64118Q107 531 5,727 SH   DFND 4 2,500 0 3,227
NEUROCRINE BIOSCIENCES INC COM 64125C109 567 13,854 SH   DFND 4 2,418 0 11,436
NEUSTAR INC CL A 64126X201 237 9,890 SH   DFND 4 1,736 0 8,154
NEVRO CORP COM 64157F103 11 229 SH   DFND 4 0 0 229
NEVSUN RES LTD COM 64156L101 27 7,935 SH   DFND 4 7,935 0 0
NEW GOLD INC CDA COM 644535106 26 7,800 SH   DFND 3 7,800 0 0
NEW GOLD INC CDA COM 644535106 1,630 485,548 SH   DFND 4 415,053 0 70,495
NEW JERSEY RES COM 646025106 42 1,360 SH   DFND 3 1,360 0 0
NEW JERSEY RES COM 646025106 2,053 65,866 SH   DFND 4 49,530 0 16,336
NEW MEDIA INVT GROUP INC COM 64704V106 193 8,105 SH   DFND 4 1,761 0 6,344
NEW MTN FIN CORP COM 647551100 891 60,961 SH   DFND 4 60,961 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 1,046 47,200 SH   DFND 4 47,200 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 565 37,315 SH   DFND 4 16,596 0 20,719
NEW SR INVT GROUP INC COM 648691103 26 1,551 SH   DFND 4 1,551 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 18,671 1,115,998 SH   DFND 3 1,115,998 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 11,825 706,791 SH   DFND 4 613,651 0 93,140
NEW YORK MTG TR INC COM PAR $.02 649604501 121 15,488 SH   DFND 4 0 0 15,488
NEW YORK REIT INC COM 64976L109 59 5,616 SH   DFND 3 5,616 0 0
NEW YORK REIT INC COM 64976L109 2,620 250,199 SH   DFND 4 225,611 0 24,588
NEW YORK TIMES CO CL A 650111107 325 23,884 SH   DFND 4 4,471 0 19,413
NEWBRIDGE BANCORP CL A NO PAR 65080T102 47 5,246 SH   DFND 4 0 0 5,246
NEWELL RUBBERMAID INC COM 651229106 30,173 772,282 SH   DFND 3 772,282 0 0
NEWELL RUBBERMAID INC COM 651229106 13,273 339,695 SH   DFND 4 256,301 0 83,394
NEWFIELD EXPL CO COM 651290108 13,850 394,707 SH   DFND 3 394,707 0 0
NEWFIELD EXPL CO COM 651290108 5,819 165,920 SH   DFND 4 140,612 0 25,308
NEWLINK GENETICS CORP COM 651511107 205 3,643 SH   DFND 4 0 0 3,643
NEWMARKET CORP COM 651587107 53 110 SH   DFND 3 110 0 0
NEWMARKET CORP COM 651587107 1,140 2,388 SH   DFND 4 2,153 0 235
NEWMONT MINING CORP COM 651639106 496 22,849 SH   DFND 2 0 0 22,849
NEWMONT MINING CORP COM 651639106 30,319 1,396,558 SH   DFND 3 1,396,558 0 0
NEWMONT MINING CORP COM 651639106 29,809 1,370,106 SH   DFND 4 1,066,557 0 303,549
NEWPARK RES INC COM PAR $.01NEW 651718504 143 15,456 SH   DFND 4 3,183 0 12,273
NEWPORT CORP COM 651824104 107 5,622 SH   DFND 4 0 0 5,622
NEWS CORP NEW CL A 65249B109 15,520 969,412 SH   DFND 3 969,412 0 0
NEWS CORP NEW CL A 65249B109 9,019 563,241 SH   DFND 4 440,426 0 122,815
NEWS CORP NEW CL B 65249B208 8,032 506,081 SH   DFND 3 506,081 0 0
NEWS CORP NEW CL B 65249B208 2,018 127,149 SH   DFND 4 125,916 0 1,233
NEWSTAR FINANCIAL INC COM 65251F105 36 3,172 SH   DFND 4 0 0 3,172
NEXSTAR BROADCASTING GROUP I CL A 65336K103 307 5,325 SH   DFND 4 905 0 4,420
NEXTERA ENERGY INC COM 65339F101 126,940 1,219,991 SH   DFND 3 1,219,991 0 0
NEXTERA ENERGY INC COM 65339F101 76,187 732,010 SH   DFND 4 601,734 0 130,276
NIC INC COM 62914B100 213 12,083 SH   DFND 4 2,506 0 9,577
NICE SYS LTD SPONSORED ADR 653656108 73 1,200 SH   DFND 4 1,200 0 0
NIKE INC CL B 654106103 160,633 1,601,048 SH   DFND 3 1,601,048 0 0
NIKE INC CL B 654106103 66,219 659,882 SH   DFND 4 485,997 0 173,885
NISOURCE INC COM 65473P105 39,445 893,223 SH   DFND 3 893,223 0 0
NISOURCE INC COM 65473P105 53,620 1,214,138 SH   DFND 4 1,132,285 0 81,853
NMI HLDGS INC CL A 629209305 53 7,128 SH   DFND 4 0 0 7,128
NN INC COM 629337106 66 2,702 SH   DFND 4 0 0 2,702
NOBLE ENERGY INC COM 655044105 29 595 SH   DFND 2 0 0 595
NOBLE ENERGY INC COM 655044105 49,138 1,004,860 SH   DFND 3 1,004,860 0 0
NOBLE ENERGY INC COM 655044105 18,352 375,272 SH   DFND 4 278,391 0 96,881
NOODLES & CO CL A 65540B105 37 2,114 SH   DFND 4 0 0 2,114
NORDSON CORP COM 655663102 138 1,762 SH   DFND 4 1,762 0 0
NORDSTROM INC COM 655664100 33,027 411,189 SH   DFND 3 411,189 0 0
NORDSTROM INC COM 655664100 15,613 194,354 SH   DFND 4 154,304 0 40,050
NORFOLK SOUTHERN CORP COM 655844108 90,283 877,214 SH   DFND 3 877,214 0 0
NORFOLK SOUTHERN CORP COM 655844108 37,001 359,459 SH   DFND 4 276,155 0 83,304
NORTEK INC COM NEW 656559309 113 1,293 SH   DFND 4 0 0 1,293
NORTHERN OIL & GAS INC NEV COM 665531109 68 8,663 SH   DFND 4 0 0 8,663
NORTHERN TR CORP COM 665859104 46,362 665,649 SH   DFND 3 665,649 0 0
NORTHERN TR CORP COM 665859104 20,410 293,046 SH   DFND 4 228,727 0 64,319
NORTHFIELD BANCORP INC DEL COM 66611T108 116 7,850 SH   DFND 4 0 0 7,850
NORTHROP GRUMMAN CORP COM 666807102 88,909 552,366 SH   DFND 3 552,366 0 0
NORTHROP GRUMMAN CORP COM 666807102 42,437 263,599 SH   DFND 4 206,398 0 57,201
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 143 6,144 SH   DFND 4 6,144 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 77 4,244 SH   DFND 3 4,244 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 735 40,572 SH   DFND 4 40,572 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 208 17,608 SH   DFND 4 4,078 0 13,530
NORTHWEST NAT GAS CO COM 667655104 3,666 76,430 SH   DFND 4 72,477 0 3,953
NORTHWEST PIPE CO COM 667746101 39 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 6,553 121,828 SH   DFND 4 113,939 0 7,889
NOVAGOLD RES INC COM NEW 66987E206 8 2,623 SH   DFND 4 2,623 0 0
NOVARTIS A G SPONSORED ADR 66987V109 138 1,400 SH   DFND 4 1,400 0 0
NOVAVAX INC COM 670002104 338 39,768 SH   DFND 4 8,240 0 31,528
NOW INC COM 67011P100 30 1,368 SH   DFND 3 1,368 0 0
NOW INC COM 67011P100 915 42,305 SH   DFND 4 38,211 0 4,094
NQ MOBILE INC ADR REPSTG CL A 64118U108 46 12,350 SH   DFND 4 12,350 0 0
NRG ENERGY INC COM NEW 629377508 24,172 959,594 SH   DFND 3 959,594 0 0
NRG ENERGY INC COM NEW 629377508 15,413 611,930 SH   DFND 4 521,275 0 90,655
NRG YIELD INC COM CL A 62942X108 207 4,085 SH   DFND 4 450 0 3,635
NTELOS HLDGS CORP COM NEW 67020Q305 15 3,020 SH   DFND 4 0 0 3,020
NTERDIGITAL INC P COM 45867G101 345 6,806 SH   DFND 4 977 0 5,829
NU SKIN ENTERPRISES INC CL A 67018T105 310 5,142 SH   DFND 4 5,142 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 10,773 750,715 SH   DFND 3 750,715 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,600 250,901 SH   DFND 4 222,090 0 28,811
NUCOR CORP COM 670346105 189 3,969 SH   DFND 2 0 0 3,969
NUCOR CORP COM 670346105 42,227 888,428 SH   DFND 3 888,428 0 0
NUCOR CORP COM 670346105 24,112 507,544 SH   DFND 4 419,262 0 88,282
NUTRI SYS INC NEW COM 67069D108 86 4,315 SH   DFND 4 0 0 4,315
NUVASIVE INC COM 670704105 395 8,579 SH   DFND 4 1,711 0 6,868
NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 5 1,523 SH   DFND 4 0 0 1,523
NVE CORP COM NEW 629445206 62 910 SH   DFND 4 0 0 910
NVIDIA CORP COM 67066G104 30,724 1,468,303 SH   DFND 3 1,468,303 0 0
NVIDIA CORP COM 67066G104 12,502 597,353 SH   DFND 4 452,336 0 145,017
NVR INC COM 62944T105 15,365 11,564 SH   DFND 3 11,564 0 0
NVR INC COM 62944T105 4,854 3,653 SH   DFND 4 3,453 0 200
NXSTAGE MEDICAL INC COM 67072V103 197 11,394 SH   DFND 4 2,526 0 8,868
O REILLY AUTOMOTIVE INC NEW COM 67103H107 59,524 275,266 SH   DFND 3 275,266 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 25,879 119,586 SH   DFND 4 87,857 0 31,729
OASIS PETE INC NEW COM 674215108 270 18,996 SH   DFND 4 18,996 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 88 1,206 SH   DFND 2 0 0 1,206
OCCIDENTAL PETE CORP DEL COM 674599105 158,772 2,174,957 SH   DFND 3 2,174,957 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 84,569 1,158,425 SH   DFND 4 953,788 0 204,637
OCEANEERING INTL INC COM 675232102 14,555 269,887 SH   DFND 3 269,887 0 0
OCEANEERING INTL INC COM 675232102 5,375 99,676 SH   DFND 4 77,716 0 21,960
OCEANFIRST FINL CORP COM 675234108 44 2,575 SH   DFND 4 0 0 2,575
OCWEN FINL CORP COM NEW 675746309 207 25,101 SH   DFND 4 25,101 0 0
OFFICE DEPOT INC COM 676220106 182 19,803 SH   DFND 3 19,803 0 0
OFFICE DEPOT INC COM 676220106 4,142 448,939 SH   DFND 4 340,029 0 108,910
OFG BANCORP COM 67103X102 112 6,780 SH   DFND 4 0 0 6,780
OGE ENERGY CORP COM 670837103 128 4,064 SH   DFND 3 4,064 0 0
OGE ENERGY CORP COM 670837103 7,938 251,048 SH   DFND 4 218,887 0 32,161
OHA INVT CORP COM 67091U102 104 19,970 SH   DFND 4 19,970 0 0
OI S.A. SPN ADR PFD NEW 670851401 106 68,118 SH   DFND 4 68,118 0 0
OI S.A. SPN ADR NEW 670851302 8 5,216 SH   DFND 4 5,216 0 0
OIL STS INTL INC COM 678026105 68 1,702 SH   DFND 3 1,702 0 0
OIL STS INTL INC COM 678026105 1,192 29,977 SH   DFND 4 27,732 0 2,245
OLD DOMINION FGHT LINES INC COM 679580100 56 720 SH   DFND 3 720 0 0
OLD DOMINION FGHT LINES INC COM 679580100 1,647 21,317 SH   DFND 4 19,500 0 1,817
OLD NATL BANCORP IND COM 680033107 311 21,966 SH   DFND 4 6,305 0 15,661
OLD REP INTL CORP COM 680223104 10,772 721,050 SH   DFND 3 721,050 0 0
OLD REP INTL CORP COM 680223104 3,629 243,016 SH   DFND 4 224,363 0 18,653
OLIN CORP COM PAR $1 680665205 42 1,310 SH   DFND 3 1,310 0 0
OLIN CORP COM PAR $1 680665205 1,614 50,347 SH   DFND 4 35,067 0 15,280
OLYMPIC STEEL INC COM 68162K106 23 1,721 SH   DFND 4 0 0 1,721
OM GROUP INC COM 670872100 141 4,675 SH   DFND 4 0 0 4,675
OMEGA HEALTHCARE INVS INC COM 681936100 217 5,350 SH   DFND 3 5,350 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 8,974 221,162 SH   DFND 4 218,623 0 2,539
OMEGA PROTEIN CORP COM 68210P107 52 3,791 SH   DFND 4 0 0 3,791
OMEROS CORP COM 682143102 143 6,546 SH   DFND 4 0 0 6,546
OMNICARE INC COM 681904108 21,216 275,321 SH   DFND 3 275,321 0 0
OMNICARE INC COM 681904108 13,446 174,384 SH   DFND 4 140,288 0 34,096
OMNICELL INC COM 68213N109 233 6,845 SH   DFND 4 1,480 0 5,365
OMNICOM GROUP INC COM 681919106 56,225 721,016 SH   DFND 3 721,016 0 0
OMNICOM GROUP INC COM 681919106 23,622 302,901 SH   DFND 4 236,866 0 66,035
OMNIVISION TECHNOLOGIES INC COM 682128103 285 10,738 SH   DFND 4 2,723 0 8,015
OMNOVA SOLUTIONS INC COM 682129101 66 7,744 SH   DFND 4 0 0 7,744
ON ASSIGNMENT INC COM 682159108 391 10,145 SH   DFND 4 2,386 0 7,759
ONCOMED PHARMACEUTICALS INC COM 68234X102 63 2,417 SH   DFND 4 0 0 2,417
ONE GAS INC COM 68235P108 5,313 122,926 SH   DFND 4 115,494 0 7,432
ONE LIBERTY PPTYS INC COM 682406103 57 2,291 SH   DFND 4 0 0 2,291
ONEBEACON INSURANCE GROUP LT CL A G67742109 64 4,225 SH   DFND 4 0 0 4,225
ONEOK INC NEW COM 682680103 28,707 595,078 SH   DFND 3 595,078 0 0
ONEOK INC NEW COM 682680103 15,149 313,992 SH   DFND 4 258,390 0 55,602
OPEN TEXT CORP COM 683715106 63 1,200 SH   DFND 3 1,200 0 0
OPEN TEXT CORP COM 683715106 2,676 50,686 SH   DFND 4 33,620 0 17,066
OPHTHOTECH CORP COM 683745103 99 2,065 SH   DFND 4 0 0 2,065
OPKO HEALTH INC COM 68375N103 532 36,619 SH   DFND 4 7,243 0 29,376
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 45 1,937 SH   DFND 4 0 0 1,937
ORACLE CORP COM 68389X105 156,818 3,634,080 SH   DFND 4 2,737,944 0 896,136
ORACLE CORP COM 68389X105 1,109 25,697 SH   DFND 2 0 0 25,697
ORACLE CORP COM 68389X105 410,576 9,515,078 SH   DFND 3 9,515,078 0 0
ORASURE TECHNOLOGIES INC COM 68554V108 60 9,242 SH   DFND 4 0 0 9,242
ORBCOMM INC COM 68555P100 41 6,893 SH   DFND 4 0 0 6,893
ORBITAL ATK INC COM 68557N103 64 830 SH   DFND 3 830 0 0
ORBITAL ATK INC COM 68557N103 1,683 21,953 SH   DFND 4 20,413 0 1,540
ORBITZ WORLDWIDE INC COM 68557K109 160 13,713 SH   DFND 4 4,225 0 9,488
ORCHIDS PAPER PRODS CO DEL COM 68572N104 40 1,546 SH   DFND 4 0 0 1,546
OREXIGEN THERAPEUTICS INC COM 686164104 138 17,851 SH   DFND 4 0 0 17,851
ORGANOVO HLDGS INC COM 68620A104 41 12,417 SH   DFND 4 0 0 12,417
ORION MARINE GROUP INC COM 68628V308 45 5,059 SH   DFND 4 0 0 5,059
ORITANI FINL CORP DEL COM 68633D103 107 7,409 SH   DFND 4 643 0 6,766
ORMAT TECHNOLOGIES INC COM 686688102 172 4,546 SH   DFND 4 0 0 4,546
OSHKOSH CORP COM 688239201 112 2,300 SH   DFND 3 2,300 0 0
OSHKOSH CORP COM 688239201 2,313 47,421 SH   DFND 4 43,297 0 4,124
OSI SYSTEMS INC COM 671044105 263 3,543 SH   DFND 4 715 0 2,828
OSIRIS THERAPEUTICS INC NEW COM 68827R108 64 3,629 SH   DFND 4 0 0 3,629
OTTER TAIL CORP COM 689648103 196 6,081 SH   DFND 4 776 0 5,305
OUTERWALL INC COM 690070107 422 6,404 SH   DFND 4 3,444 0 2,960
OUTFRONT MEDIA INC COM 69007J106 600 20,061 SH   DFND 4 20,061 0 0
OVASCIENCE INC COM 69014Q101 94 2,560 SH   DFND 4 0 0 2,560
OVERSTOCK COM INC DEL COM 690370101 18 747 SH   DFND 4 0 0 747
OWENS & MINOR INC NEW COM 690732102 87 2,579 SH   DFND 3 2,579 0 0
OWENS & MINOR INC NEW COM 690732102 2,231 65,689 SH   DFND 4 51,606 0 14,083
OWENS CORNING NEW COM 690742101 104 2,400 SH   DFND 3 2,400 0 0
OWENS CORNING NEW COM 690742101 2,888 66,547 SH   DFND 4 60,508 0 6,039
OWENS ILL INC COM NEW 690768403 10,877 466,438 SH   DFND 3 466,438 0 0
OWENS ILL INC COM NEW 690768403 5,581 239,438 SH   DFND 4 199,530 0 39,908
OXFORD INDS INC COM 691497309 221 3,003 SH   DFND 4 848 0 2,155
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 254 5,838 SH   DFND 4 5,838 0 0
PACCAR INC COM 693718108 61,970 981,465 SH   DFND 3 981,465 0 0
PACCAR INC COM 693718108 25,329 401,136 SH   DFND 4 304,540 0 96,596
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 65 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 PREMIER BANCORP COM 69478X105 53 3,267 SH   DFND 4 0 0 3,267
PACIRA PHARMACEUTICALS INC COM 695127100 568 6,300 SH   DFND 4 1,124 0 5,176
PACKAGING CORP AMER COM 695156109 101 1,290 SH   DFND 3 1,290 0 0
PACKAGING CORP AMER COM 695156109 2,350 30,058 SH   DFND 4 28,037 0 2,021
PACWEST BANCORP DEL COM 695263103 148 3,155 SH   DFND 4 3,155 0 0
PALL CORP COM 696429307 31,828 317,045 SH   DFND 3 317,045 0 0
PALL CORP COM 696429307 12,258 122,100 SH   DFND 4 91,917 0 30,183
PALO ALTO NETWORKS INC COM 697435105 15,820 108,299 SH   DFND 3 108,299 0 0
PALO ALTO NETWORKS INC COM 697435105 2,956 20,235 SH   DFND 4 17,725 0 2,510
PAN AMERICAN SILVER CORP COM 697900108 28 3,200 SH   DFND 3 3,200 0 0
PAN AMERICAN SILVER CORP COM 697900108 842 95,819 SH   DFND 4 88,963 0 6,856
PANDORA MEDIA INC COM 698354107 87 5,386 SH   DFND 4 5,386 0 0
PANERA BREAD CO CL A 69840W108 36 223 SH   DFND 3 223 0 0
PANERA BREAD CO CL A 69840W108 263 1,642 SH   DFND 4 1,642 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 50 2,554 SH   DFND 4 0 0 2,554
PAPA JOHNS INTL INC COM 698813102 329 5,271 SH   DFND 4 785 0 4,486
PARAMOUNT GROUP INC COM 69924R108 93 4,834 SH   DFND 3 4,834 0 0
PARAMOUNT GROUP INC COM 69924R108 3,971 206,000 SH   DFND 4 206,000 0 0
PAREXEL INTL CORP COM 699462107 671 9,684 SH   DFND 4 1,569 0 8,115
PARK ELECTROCHEMICAL CORP COM 700416209 70 3,202 SH   DFND 4 0 0 3,202
PARK NATL CORP COM 700658107 182 2,129 SH   DFND 4 285 0 1,844
PARK OHIO HLDGS CORP COM 700666100 77 1,513 SH   DFND 4 0 0 1,513
PARK STERLING CORP COM 70086Y105 52 7,306 SH   DFND 4 0 0 7,306
PARKER DRILLING CO COM 701081101 61 17,841 SH   DFND 4 0 0 17,841
PARKER HANNIFIN CORP COM 701094104 50,398 424,296 SH   DFND 3 424,296 0 0
PARKER HANNIFIN CORP COM 701094104 19,536 164,509 SH   DFND 4 124,599 0 39,910
PARKWAY PPTYS INC COM 70159Q104 47 2,724 SH   DFND 3 2,724 0 0
PARKWAY PPTYS INC COM 70159Q104 2,082 119,904 SH   DFND 4 109,791 0 10,113
PARSLEY ENERGY INC CL A 701877102 147 9,274 SH   DFND 4 1,347 0 7,927
PARTNERRE LTD COM G6852T105 15,371 134,446 SH   DFND 3 134,446 0 0
PARTNERRE LTD COM G6852T105 11,119 97,283 SH   DFND 4 79,327 0 17,956
PATRICK INDS INC COM 703343103 79 1,273 SH   DFND 4 0 0 1,273
PATRIOT TRANSN HLDG INC COM 70338W105 8 336 SH   DFND 4 0 0 336
PATTERN ENERGY GROUP INC CL A 70338P100 235 8,318 SH   DFND 4 2,017 0 6,301
PATTERSON COMPANIES INC COM 703395103 12,189 249,834 SH   DFND 3 249,834 0 0
PATTERSON COMPANIES INC COM 703395103 9,393 192,293 SH   DFND 4 145,271 0 47,022
PATTERSON UTI ENERGY INC COM 703481101 58 3,110 SH   DFND 3 3,110 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,640 87,306 SH   DFND 4 81,827 0 5,479
PAYCHEX INC COM 704326107 114 2,300 SH   DFND 2 0 0 2,300
PAYCHEX INC COM 704326107 44,159 890,024 SH   DFND 3 890,024 0 0
PAYCHEX INC COM 704326107 33,768 680,289 SH   DFND 4 502,220 0 178,069
PBF ENERGY INC CL A 69318G106 44 1,288 SH   DFND 3 1,288 0 0
PBF ENERGY INC CL A 69318G106 1,615 47,551 SH   DFND 4 43,271 0 4,280
PDC ENERGY INC COM 69327R101 329 6,035 SH   DFND 4 885 0 5,150
PDF SOLUTIONS INC COM 693282105 100 5,525 SH   DFND 4 0 0 5,525
PDL BIOPHARMA INC COM 69329Y104 15 2,140 SH   DFND 3 2,140 0 0
PDL BIOPHARMA INC COM 69329Y104 714 101,217 SH   DFND 4 77,113 0 24,104
PDR SERIES TRUST O BRCLYS INTL ETF 78464A516 12 231 SH   DFND 1 0 0 231
PEABODY ENERGY CORP COM 704549104 45 9,230 SH   DFND 3 9,230 0 0
PEABODY ENERGY CORP COM 704549104 1,880 380,785 SH   DFND 4 351,270 0 29,515
PEAPACK-GLADSTONE FINL CORP COM 704699107 59 2,762 SH   DFND 4 0 0 2,762
PEBBLEBROOK HOTEL TR COM 70509V100 113 2,416 SH   DFND 3 2,416 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 5,233 112,408 SH   DFND 4 101,983 0 10,425
PEGASYSTEMS INC COM 705573103 113 5,178 SH   DFND 4 0 0 5,178
PEMBINA PIPELINE CORP COM 706327103 28,975 916,954 SH   DFND 3 916,954 0 0
PEMBINA PIPELINE CORP COM 706327103 11,731 371,255 SH   DFND 4 297,308 0 73,947
PENDRELL CORP COM 70686R104 29 22,841 SH   DFND 4 0 0 22,841
PENGROWTH ENERGY CORP COM 70706P104 102 34,128 SH   DFND 3 34,128 0 0
PENGROWTH ENERGY CORP COM 70706P104 2,990 996,581 SH   DFND 4 941,468 0 55,113
PENN NATL GAMING INC COM 707569109 200 12,876 SH   DFND 4 1,393 0 11,483
PENN VA CORP COM 707882106 62 9,374 SH   DFND 4 0 0 9,374
PENN WEST PETE LTD NEW COM 707887105 3,146 1,905,337 SH   DFND 4 1,794,998 0 110,339
PENN WEST PETE LTD NEW COM 707887105 96 58,320 SH   DFND 3 58,320 0 0
PENNANTPARK INVT CORP COM 708062104 693 76,562 SH   DFND 4 76,562 0 0
PENNEY J C INC COM 708160106 317 37,735 SH   DFND 3 37,735 0 0
PENNEY J C INC COM 708160106 7,110 847,496 SH   DFND 4 773,563 0 73,933
PENNS WOODS BANCORP INC COM 708430103 40 834 SH   DFND 4 0 0 834
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 51 2,198 SH   DFND 3 2,198 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,461 105,913 SH   DFND 4 96,082 0 9,831
PENNYMAC FINL SVCS INC CL A 70932B101 31 1,792 SH   DFND 4 0 0 1,792
PENNYMAC MTG INVT TR COM 70931T103 38 1,783 SH   DFND 3 1,783 0 0
PENNYMAC MTG INVT TR COM 70931T103 864 40,541 SH   DFND 4 30,068 0 10,473
PENSKE AUTOMOTIVE GRP INC COM 70959W103 64 1,240 SH   DFND 3 1,240 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,401 27,199 SH   DFND 4 24,248 0 2,951
PEOPLES BANCORP INC COM 709789101 50 2,119 SH   DFND 4 0 0 2,119
PEOPLES FINL SVCS CORP COM 711040105 49 1,130 SH   DFND 4 0 0 1,130
PEOPLES UNITED FINANCIAL INC COM 712704105 13,019 856,534 SH   DFND 3 856,534 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 10,290 676,968 SH   DFND 4 588,855 0 88,113
PEP BOYS MANNY MOE & JACK COM 713278109 92 9,645 SH   DFND 4 0 0 9,645
PEPCO HOLDINGS INC COM 713291102 17,962 669,457 SH   DFND 3 669,457 0 0
PEPCO HOLDINGS INC COM 713291102 28,392 1,058,152 SH   DFND 4 980,292 0 77,860
PEPSICO INC COM 713448108 1,952 20,415 SH   DFND 2 0 0 20,415
PEPSICO INC COM 713448108 396,923 4,151,042 SH   DFND 3 4,151,042 0 0
PEPSICO INC COM 713448108 179,963 1,881,771 SH   DFND 4 1,434,912 0 446,859
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 47 34,581 SH   DFND 4 0 0 34,581
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 208 11,200 SH   DFND 4 11,200 0 0
PERFICIENT INC COM 71375U101 127 6,154 SH   DFND 4 1,093 0 5,061
PERFORMANT FINL CORP COM 71377E105 19 5,566 SH   DFND 4 0 0 5,566
PERICOM SEMICONDUCTOR CORP COM 713831105 15 937 SH   DFND 4 0 0 937
PERKINELMER INC COM 714046109 61 1,190 SH   DFND 3 1,190 0 0
PERKINELMER INC COM 714046109 2,415 47,208 SH   DFND 4 33,192 0 14,016
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 60 5,727 SH   DFND 4 0 0 5,727
PETMED EXPRESS INC COM 716382106 63 3,837 SH   DFND 4 0 0 3,837
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1,191 195,060 SH   DFND 4 195,060 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 531 88,372 SH   DFND 4 88,372 0 0
PETROQUEST ENERGY INC COM 716748108 24 10,832 SH   DFND 4 0 0 10,832
PFIZER INC COM 717081103 2,807 80,688 SH   DFND 2 0 0 80,688
PFIZER INC COM 717081103 604,499 17,375,646 SH   DFND 3 17,375,646 0 0
PFIZER INC COM 717081103 368,898 10,603,302 SH   DFND 4 8,695,172 0 1,908,130
PG&E CORP COM 69331C108 70,750 1,333,140 SH   DFND 3 1,333,140 0 0
PG&E CORP COM 69331C108 92,738 1,747,406 SH   DFND 4 1,575,900 0 171,506
PGT INC COM 69336V101 84 7,527 SH   DFND 4 0 0 7,527
PHARMACYCLICS INC COM 716933106 37,261 145,578 SH   DFND 3 145,578 0 0
PHARMACYCLICS INC COM 716933106 13,739 53,678 SH   DFND 4 44,221 0 9,457
PHH CORP COM NEW 693320202 109 4,510 SH   DFND 3 4,510 0 0
PHH CORP COM NEW 693320202 2,688 111,086 SH   DFND 4 93,184 0 17,902
PHI INC COM NON VTG 69336T205 69 2,312 SH   DFND 4 0 0 2,312
PHIBRO ANIMAL HEALTH CORP CL A COM 71742Q106 89 2,511 SH   DFND 4 0 0 2,511
PHILIP MORRIS INTL INC COM 718172109 1,823 24,203 SH   DFND 2 0 0 24,203
PHILIP MORRIS INTL INC COM 718172109 329,720 4,377,003 SH   DFND 3 4,377,003 0 0
PHILIP MORRIS INTL INC COM 718172109 151,118 2,005,541 SH   DFND 4 1,602,926 0 402,615
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4,712 75,387 SH   DFND 4 75,387 0 0
PHILLIPS 66 COM 718546104 122,203 1,554,749 SH   DFND 3 1,554,749 0 0
PHILLIPS 66 COM 718546104 73,456 934,465 SH   DFND 4 766,528 0 167,937
PHOENIX COS INC NEW COM NEW 71902E604 59 1,122 SH   DFND 4 0 0 1,122
PHOTRONICS INC COM 719405102 78 9,150 SH   DFND 4 0 0 9,150
PHYSICIANS RLTY TR COM 71943U104 38 2,185 SH   DFND 3 2,185 0 0
PHYSICIANS RLTY TR COM 71943U104 1,715 97,307 SH   DFND 4 87,070 0 10,237
PICO HLDGS INC COM NEW 693366205 69 4,272 SH   DFND 4 0 0 4,272
PIEDMONT NAT GAS INC COM 720186105 39 1,070 SH   DFND 3 1,070 0 0
PIEDMONT NAT GAS INC COM 720186105 7,943 215,115 SH   DFND 4 200,819 0 14,296
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 200 10,773 SH   DFND 3 10,773 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 6,330 340,094 SH   DFND 4 329,192 0 10,902
PIER 1 IMPORTS INC COM 720279108 240 17,140 SH   DFND 4 3,865 0 13,275
PILGRIMS PRIDE CORP NEW COM 72147K108 56 2,463 SH   DFND 4 2,463 0 0
PINNACLE ENTMT INC COM 723456109 362 10,055 SH   DFND 4 1,534 0 8,521
PINNACLE FINL PARTNERS INC COM 72346Q104 294 6,622 SH   DFND 4 1,410 0 5,212
PINNACLE FOODS INC DEL COM 72348P104 362 8,872 SH   DFND 4 8,872 0 0
PINNACLE WEST CAP CORP COM 723484101 19,580 307,140 SH   DFND 3 307,140 0 0
PINNACLE WEST CAP CORP COM 723484101 29,123 456,787 SH   DFND 4 425,541 0 31,246
PIONEER ENERGY SVCS CORP COM 723664108 48 8,829 SH   DFND 4 0 0 8,829
PIONEER NAT RES CO COM 723787107 43 266 SH   DFND 2 0 0 266
PIONEER NAT RES CO COM 723787107 67,707 414,082 SH   DFND 3 414,082 0 0
PIONEER NAT RES CO COM 723787107 21,734 132,905 SH   DFND 4 98,224 0 34,681
PIPER JAFFRAY COS COM 724078100 171 3,253 SH   DFND 4 872 0 2,381
PITNEY BOWES INC COM 724479100 157 6,736 SH   DFND 3 6,736 0 0
PITNEY BOWES INC COM 724479100 4,710 201,872 SH   DFND 4 168,806 0 33,066
PLANTRONICS INC NEW COM 727493108 371 7,096 SH   DFND 4 1,063 0 6,033
PLATFORM SPECIALTY PRODS COR COM 72766Q105 107 4,170 SH   DFND 4 4,170 0 0
PLEXUS CORP COM 729132100 805 19,776 SH   DFND 4 14,930 0 4,846
PLUG POWER INC COM NEW 72919P202 752 289,845 SH   DFND 4 264,289 0 25,556
PLUM CREEK TIMBER CO INC COM 729251108 22,599 520,106 SH   DFND 3 520,106 0 0
PLUM CREEK TIMBER CO INC COM 729251108 8,974 206,498 SH   DFND 4 161,444 0 45,054
PLY GEM HLDGS INC COM 72941W100 44 3,469 SH   DFND 4 0 0 3,469
PMC-SIERRA INC COM 69344F106 287 30,844 SH   DFND 4 5,524 0 25,320
PNC FINL SVCS GROUP INC COM 693475105 139,264 1,493,610 SH   DFND 3 1,493,610 0 0
PNC FINL SVCS GROUP INC COM 693475105 65,490 702,382 SH   DFND 4 552,333 0 150,049
POLARIS INDS INC COM 731068102 24,003 170,111 SH   DFND 3 170,111 0 0
POLARIS INDS INC COM 731068102 6,884 48,790 SH   DFND 4 40,318 0 8,472
POLYCOM INC COM 73172K104 29 2,199 SH   DFND 3 2,199 0 0
POLYCOM INC COM 73172K104 1,713 127,972 SH   DFND 4 108,459 0 19,513
POLYONE CORP COM 73179P106 1,392 37,283 SH   DFND 4 23,849 0 13,434
POLYPORE INTL INC COM 73179V103 450 7,633 SH   DFND 4 1,229 0 6,404
POOL CORPORATION COM 73278L105 524 7,500 SH   DFND 4 1,192 0 6,308
POPEYES LA KITCHEN INC COM 732872106 225 3,693 SH   DFND 4 230 0 3,463
PORTLAND GEN ELEC CO COM NEW 736508847 77 2,065 SH   DFND 3 2,065 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 8,172 220,318 SH   DFND 4 204,940 0 15,378
PORTOLA PHARMACEUTICALS INC COM 737010108 260 6,733 SH   DFND 4 1,309 0 5,424
POST HLDGS INC COM 737446104 435 9,234 SH   DFND 4 1,712 0 7,522
POST PPTYS INC COM 737464107 104 1,820 SH   DFND 3 1,820 0 0
POST PPTYS INC COM 737464107 4,381 76,953 SH   DFND 4 76,953 0 0
POTASH CORP SASK INC COM 73755L107 74,792 2,319,946 SH   DFND 3 2,319,946 0 0
POTASH CORP SASK INC COM 73755L107 29,225 906,424 SH   DFND 4 751,089 0 155,335
POTLATCH CORP NEW COM 737630103 297 7,395 SH   DFND 4 1,558 0 5,837
POWELL INDS INC COM 739128106 47 1,384 SH   DFND 4 0 0 1,384
POWER INTEGRATIONS INC COM 739276103 280 5,313 SH   DFND 4 979 0 4,334
POWER SOLUTIONS INTL INC COM NEW 73933G202 54 854 SH   DFND 4 0 0 854
POZEN INC COM 73941U102 44 5,723 SH   DFND 4 0 0 5,723
PPG INDS INC COM 693506107 87,042 385,927 SH   DFND 3 385,927 0 0
PPG INDS INC COM 693506107 33,134 146,932 SH   DFND 4 110,789 0 36,143
PPL CORP COM 69351T106 62,704 1,862,861 SH   DFND 3 1,862,861 0 0
PPL CORP COM 69351T106 80,662 2,396,278 SH   DFND 4 2,225,244 0 171,034
PRA GROUP INC COM 69354N106 463 8,569 SH   DFND 4 1,553 0 7,016
PRA HEALTH SCIENCES INC COM 69354M108 71 2,446 SH   DFND 4 0 0 2,446
PRAXAIR INC COM 74005P104 99,982 828,073 SH   DFND 3 828,073 0 0
PRAXAIR INC COM 74005P104 44,441 367,906 SH   DFND 4 275,013 0 92,893
PRECISION CASTPARTS CORP COM 740189105 81,619 388,661 SH   DFND 3 388,661 0 0
PRECISION CASTPARTS CORP COM 740189105 28,565 136,024 SH   DFND 4 102,881 0 33,143
PRECISION DRILLING CORP COM 2010 74022D308 46 7,300 SH   DFND 3 7,300 0 0
PRECISION DRILLING CORP COM 2010 74022D308 1,154 181,932 SH   DFND 4 166,779 0 15,153
PREFERRED BK LOS ANGELES CA COM NEW 740367404 52 1,948 SH   DFND 4 0 0 1,948
PREMIER INC CL A 74051N102 55 1,469 SH   DFND 4 1,469 0 0
PREMIERE GLOBAL SVCS INC COM 740585104 66 7,037 SH   DFND 4 0 0 7,037
PRESTIGE BRANDS HLDGS INC COM 74112D101 385 8,948 SH   DFND 4 1,388 0 7,560
PRETIUM RES INC COM 74139C102 14 2,800 SH   DFND 4 2,800 0 0
PRICE T ROWE GROUP INC COM 74144T108 56,813 701,573 SH   DFND 3 701,573 0 0
PRICE T ROWE GROUP INC COM 74144T108 21,669 267,573 SH   DFND 4 202,697 0 64,876
PRICELINE GRP INC COM NEW 741503403 168,859 145,049 SH   DFND 3 145,049 0 0
PRICELINE GRP INC COM NEW 741503403 52,903 45,443 SH   DFND 4 32,796 0 12,647
PRICESMART INC COM 741511109 322 3,803 SH   DFND 4 938 0 2,865
PRIMERICA INC COM 74164M108 43 840 SH   DFND 3 840 0 0
PRIMERICA INC COM 74164M108 1,429 28,087 SH   DFND 4 18,072 0 10,015
PRIMERO MNG CORP COM 74164W106 6 1,749 SH   DFND 4 1,749 0 0
PRIMORIS SVCS CORP COM 74164F103 119 6,917 SH   DFND 4 1,306 0 5,611
PRINCIPAL FINL GROUP INC COM 74251V102 41,728 812,312 SH   DFND 3 812,312 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 17,390 338,670 SH   DFND 4 261,091 0 77,579
PRIVATEBANCORP INC COM 742962103 454 12,920 SH   DFND 4 2,597 0 10,323
PROASSURANCE CORP COM 74267C106 31 680 SH   DFND 3 680 0 0
PROASSURANCE CORP COM 74267C106 1,253 27,303 SH   DFND 4 25,127 0 2,176
PROCERA NETWORKS INC COM NEW 74269U203 26 2,773 SH   DFND 4 0 0 2,773
PROCTER & GAMBLE CO COM 742718109 633,201 7,727,622 SH   DFND 3 7,727,622 0 0
PROCTER & GAMBLE CO COM 742718109 324,072 3,954,129 SH   DFND 4 3,179,766 0 774,363
PROGENICS PHARMACEUTICALS IN COM 743187106 76 12,790 SH   DFND 4 0 0 12,790
PROGRESS SOFTWARE CORP COM 743312100 271 10,073 SH   DFND 4 2,717 0 7,356
PROGRESSIVE CORP OHIO COM 743315103 43,425 1,596,497 SH   DFND 3 1,596,497 0 0
PROGRESSIVE CORP OHIO COM 743315103 22,814 838,820 SH   DFND 4 677,260 0 161,560
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 47 1,600 SH   DFND 3 1,600 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,509 85,462 SH   DFND 4 80,405 0 5,057
PROLOGIS INC COM 74340W103 62,097 1,425,544 SH   DFND 3 1,425,544 0 0
PROLOGIS INC COM 74340W103 56,372 1,294,056 SH   DFND 4 1,160,792 0 133,264
PROOFPOINT INC COM 743424103 314 5,302 SH   DFND 4 0 0 5,302
PROS HOLDINGS INC COM 74346Y103 85 3,427 SH   DFND 4 0 0 3,427
PROSPECT CAPITAL CORPORATION COM 74348T102 3,122 369,228 SH   DFND 4 369,228 0 0
PROSPERITY BANCSHARES INC COM 743606105 16 300 SH   DFND 3 300 0 0
PROSPERITY BANCSHARES INC COM 743606105 1,467 27,957 SH   DFND 4 17,833 0 10,124
PROTO LABS INC COM 743713109 226 3,235 SH   DFND 4 0 0 3,235
PROVIDENCE SVC CORP COM 743815102 104 2,029 SH   DFND 4 0 0 2,029
PROVIDENT FINL SVCS INC COM 74386T105 209 11,260 SH   DFND 4 2,587 0 8,673
PRUDENTIAL FINL INC COM 744320102 103,217 1,285,227 SH   DFND 3 1,285,227 0 0
PRUDENTIAL FINL INC COM 744320102 54,305 676,392 SH   DFND 4 544,867 0 131,525
PS BUSINESS PKS INC CALIF COM 69360J107 59 709 SH   DFND 3 709 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,562 30,849 SH   DFND 4 28,038 0 2,811
PTC INC COM 69370C100 134 3,708 SH   DFND 4 3,708 0 0
PTC THERAPEUTICS INC COM 69366J200 270 4,257 SH   DFND 4 874 0 3,383
PUBLIC STORAGE COM 74460D109 81,221 411,996 SH   DFND 3 411,996 0 0
PUBLIC STORAGE COM 74460D109 82,385 417,714 SH   DFND 4 358,432 0 59,282
PUBLIC SVC ENTERPRISE GROUP COM 744573106 59,868 1,428,143 SH   DFND 3 1,428,143 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 41,331 985,858 SH   DFND 4 848,518 0 137,340
PULTE GROUP INC COM 745867101 19,287 867,604 SH   DFND 3 867,604 0 0
PULTE GROUP INC COM 745867101 6,716 302,113 SH   DFND 4 224,155 0 77,958
PUMA BIOTECHNOLOGY INC COM 74587V107 967 4,116 SH   DFND 4 681 0 3,435
PVH CORP COM 693656100 24,725 232,032 SH   DFND 3 232,032 0 0
PVH CORP COM 693656100 8,863 83,191 SH   DFND 4 62,695 0 20,496
QEP RES INC COM 74733V100 11,221 538,174 SH   DFND 3 538,174 0 0
QEP RES INC COM 74733V100 4,922 235,912 SH   DFND 4 191,515 0 44,397
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,183 23,100 SH   DFND 4 23,100 0 0
QLIK TECHNOLOGIES INC COM 74733T105 475 15,350 SH   DFND 4 2,581 0 12,769
QLOGIC CORP COM 747277101 235 16,230 SH   DFND 4 3,481 0 12,749
QORVO INC COM 74736K101 3,867 48,451 SH   DFND 4 15,139 0 33,312
QTS RLTY TR INC COM CL A 74736A103 65 1,769 SH   DFND 4 0 0 1,769
QUAD / GRAPHICS INC COM CL A 747301109 96 4,160 SH   DFND 4 0 0 4,160
QUAKER CHEM CORP COM 747316107 158 1,878 SH   DFND 4 0 0 1,878
QUALCOMM INC COM 747525103 136,266 1,965,293 SH   DFND 4 1,475,560 0 489,733
QUALCOMM INC COM 747525103 814 11,733 SH   DFND 2 0 0 11,733
QUALCOMM INC COM 747525103 325,898 4,699,994 SH   DFND 3 4,699,994 0 0
QUALITY DISTR INC FLA COM 74756M102 53 5,122 SH   DFND 4 0 0 5,122
QUALITY SYS INC COM 747582104 116 7,219 SH   DFND 4 0 0 7,219
QUALYS INC COM 74758T303 126 2,685 SH   DFND 4 0 0 2,685
QUANEX BUILDING PRODUCTS COR COM 747619104 110 5,492 SH   DFND 4 0 0 5,492
QUANTA SVCS INC COM 74762E102 72 2,540 SH   DFND 3 2,540 0 0
QUANTA SVCS INC COM 74762E102 4,222 148,006 SH   DFND 4 94,324 0 53,682
QUANTUM CORP COM DSSG 747906204 67 41,026 SH   DFND 4 0 0 41,026
QUEST DIAGNOSTICS INC COM 74834L100 21,027 273,274 SH   DFND 4 210,928 0 62,346
QUEST DIAGNOSTICS INC COM 74834L100 31,620 411,448 SH   DFND 3 411,448 0 0
QUESTAR CORP COM 748356102 12,095 506,918 SH   DFND 3 506,918 0 0
QUESTAR CORP COM 748356102 13,190 552,817 SH   DFND 4 540,927 0 11,890
QUICKLOGIC CORP COM 74837P108 6 3,202 SH   DFND 4 0 0 3,202
QUIDEL CORP COM 74838J101 111 4,078 SH   DFND 4 0 0 4,078
QUIKSILVER INC COM 74838C106 48 25,053 SH   DFND 4 0 0 25,053
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 1,302 19,436 SH   DFND 4 17,128 0 2,308
RACKSPACE HOSTING INC COM 750086100 16,519 320,205 SH   DFND 3 320,205 0 0
RACKSPACE HOSTING INC COM 750086100 4,601 89,191 SH   DFND 4 69,525 0 19,666
RADIAN GROUP INC COM 750236101 558 33,481 SH   DFND 4 5,484 0 27,997
RADIUS HEALTH INC COM NEW 750469207 13 297 SH   DFND 4 0 0 297
RADNET INC COM 750491102 32 3,817 SH   DFND 4 0 0 3,817
RAIT FINANCIAL TRUST COM NEW 749227609 77 11,301 SH   DFND 4 0 0 11,301
RALLY SOFTWARE DEV CORP COM 751198102 67 4,378 SH   DFND 4 0 0 4,378
RALPH LAUREN CORP CL A 751212101 23,617 179,595 SH   DFND 3 179,595 0 0
RALPH LAUREN CORP CL A 751212101 8,883 67,546 SH   DFND 4 52,593 0 14,953
RAMBUS INC DEL COM 750917106 260 20,808 SH   DFND 4 4,099 0 16,709
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 49 2,617 SH   DFND 3 2,617 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,113 113,458 SH   DFND 4 102,316 0 11,142
RANGE RES CORP COM 75281A109 20 384 SH   DFND 2 0 0 384
RANGE RES CORP COM 75281A109 25,260 485,388 SH   DFND 3 485,388 0 0
RANGE RES CORP COM 75281A109 10,153 194,989 SH   DFND 4 141,348 0 53,641
RAPTOR PHARMACEUTICAL CORP COM 75382F106 116 10,185 SH   DFND 4 0 0 10,185
RAVEN INDS INC COM 754212108 135 6,607 SH   DFND 4 1,200 0 5,407
RAYMOND JAMES FINANCIAL INC COM 754730109 69 1,220 SH   DFND 3 1,220 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 3,526 62,100 SH   DFND 4 44,711 0 17,389
RAYONIER ADVANCED MATLS INC COM 75508B104 7 470 SH   DFND 4 470 0 0
RAYONIER INC COM 754907103 9,377 347,817 SH   DFND 3 347,817 0 0
RAYONIER INC COM 754907103 4,238 157,200 SH   DFND 4 134,648 0 22,552
RAYTHEON CO COM NEW 755111507 94,113 861,447 SH   DFND 3 861,447 0 0
RAYTHEON CO COM NEW 755111507 40,156 367,526 SH   DFND 4 286,866 0 80,660
RBC BEARINGS INC COM 75524B104 320 4,232 SH   DFND 4 920 0 3,312
RE MAX HLDGS INC CL A 75524W108 67 2,002 SH   DFND 4 0 0 2,002
REALD INC COM 75604L105 91 7,410 SH   DFND 4 0 0 7,410
REALOGY HLDGS CORP COM 75605Y106 58 1,275 SH   DFND 3 1,275 0 0
REALOGY HLDGS CORP COM 75605Y106 3,218 70,726 SH   DFND 4 54,019 0 16,707
REALPAGE INC COM 75606N109 195 9,699 SH   DFND 4 1,983 0 7,716
REALTY INCOME CORP COM 756109104 32,628 632,329 SH   DFND 3 632,329 0 0
REALTY INCOME CORP COM 756109104 29,049 562,967 SH   DFND 4 521,762 0 41,205
RECEPTOS INC COM 756207106 652 3,984 SH   DFND 4 801 0 3,183
RED HAT INC COM 756577102 40,306 532,095 SH   DFND 3 532,095 0 0
RED HAT INC COM 756577102 13,502 178,239 SH   DFND 4 130,832 0 47,407
RED ROBIN GOURMET BURGERS IN COM 75689M101 184 2,129 SH   DFND 4 0 0 2,129
REGAL BELOIT CORP COM 758750103 33 410 SH   DFND 3 410 0 0
REGAL BELOIT CORP COM 758750103 1,610 20,154 SH   DFND 4 18,690 0 1,464
REGAL ENTMT GROUP CL A 758766109 96 4,205 SH   DFND 3 4,205 0 0
REGAL ENTMT GROUP CL A 758766109 1,257 54,955 SH   DFND 4 48,251 0 6,704
REGENCY CTRS CORP COM 758849103 18,625 273,734 SH   DFND 3 273,734 0 0
REGENCY CTRS CORP COM 758849103 15,219 223,650 SH   DFND 4 207,481 0 16,169
REGENERON PHARMACEUTICALS COM 75886F107 339 750 SH   DFND 2 0 0 750
REGENERON PHARMACEUTICALS COM 75886F107 100,233 222,010 SH   DFND 3 222,010 0 0
REGENERON PHARMACEUTICALS COM 75886F107 36,262 80,318 SH   DFND 4 61,548 0 18,770
REGIONS FINL CORP NEW COM 7591EP100 37,715 3,991,058 SH   DFND 3 3,991,058 0 0
REGIONS FINL CORP NEW COM 7591EP100 19,521 2,067,005 SH   DFND 4 1,637,895 0 429,110
REGIS CORP MINN COM 758932107 141 8,605 SH   DFND 4 2,075 0 6,530
REINSURANCE GROUP AMER INC COM NEW 759351604 183 1,959 SH   DFND 3 1,959 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 4,699 50,425 SH   DFND 4 46,468 0 3,957
RELIANCE STEEL & ALUMINUM CO COM 759509102 97 1,595 SH   DFND 3 1,595 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 2,631 43,105 SH   DFND 4 39,748 0 3,357
RELYPSA INC COM 759531106 91 2,562 SH   DFND 4 0 0 2,562
REMY INTL INC NEW COM 75971M108 114 5,036 SH   DFND 4 0 0 5,036
RENAISSANCERE HOLDINGS LTD COM G7496G103 11,023 110,530 SH   DFND 3 110,530 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 9,826 98,449 SH   DFND 4 77,093 0 21,356
RENASANT CORP COM 75970E107 154 5,200 SH   DFND 4 763 0 4,437
RENESOLA LTD SPONS ADS 75971T103 170 115,700 SH   DFND 4 115,700 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 61 6,431 SH   DFND 4 0 0 6,431
RENT A CTR INC NEW COM 76009N100 65 2,354 SH   DFND 3 2,354 0 0
RENT A CTR INC NEW COM 76009N100 2,382 86,696 SH   DFND 4 72,210 0 14,486
RENTECH INC COM 760112102 48 42,250 SH   DFND 4 0 0 42,250
RENTRAK CORP COM 760174102 77 1,351 SH   DFND 4 0 0 1,351
REPLIGEN CORP COM 759916109 148 4,875 SH   DFND 4 0 0 4,875
REPROS THERAPEUTICS INC COM NEW 76028H209 39 4,530 SH   DFND 4 0 0 4,530
REPUBLIC AWYS HLDGS INC COM 760276105 102 7,347 SH   DFND 4 0 0 7,347
REPUBLIC BANCORP KY CL A 760281204 41 1,680 SH   DFND 4 0 0 1,680
REPUBLIC SVCS INC COM 760759100 34,564 852,169 SH   DFND 3 852,169 0 0
REPUBLIC SVCS INC COM 760759100 23,107 570,002 SH   DFND 4 442,256 0 127,746
RESMED INC COM 761152107 60 831 SH   DFND 3 831 0 0
RESMED INC COM 761152107 5,865 81,712 SH   DFND 4 57,428 0 24,284
RESOLUTE ENERGY CORP COM 76116A108 7 11,376 SH   DFND 4 0 0 11,376
RESOLUTE FST PRODS INC COM 76117W109 112 6,500 SH   DFND 3 6,500 0 0
RESOLUTE FST PRODS INC COM 76117W109 1,822 106,053 SH   DFND 4 85,849 0 20,204
RESOURCE CAP CORP COM 76120W302 107 23,646 SH   DFND 4 0 0 23,646
RESOURCES CONNECTION INC COM 76122Q105 104 5,990 SH   DFND 4 495 0 5,495
RESTAURANT BRANDS INTL INC COM 76131D103 21,626 563,564 SH   DFND 3 563,564 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 5,037 131,307 SH   DFND 4 101,647 0 29,660
RESTORATION HARDWARE HLDGS I COM 761283100 549 5,530 SH   DFND 4 963 0 4,567
RETAIL OPPORTUNITY INVTS COR COM 76131N101 56 3,071 SH   DFND 3 3,071 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,462 134,553 SH   DFND 4 121,528 0 13,025
RETAIL PPTYS AMER INC CL A 76131V202 174 10,882 SH   DFND 3 10,882 0 0
RETAIL PPTYS AMER INC CL A 76131V202 6,586 410,885 SH   DFND 4 404,379 0 6,506
RETAILMENOT INC COM SER 1 76132B106 100 5,548 SH   DFND 4 0 0 5,548
RETROPHIN INC COM 761299106 95 3,999 SH   DFND 4 0 0 3,999
REVANCE THERAPEUTICS INC COM 761330109 19 953 SH   DFND 4 0 0 953
REVLON INC CL A NEW 761525609 83 2,086 SH   DFND 4 0 0 2,086
REX AMERICAN RESOURCES CORP COM 761624105 71 1,185 SH   DFND 4 0 0 1,185
REX ENERGY CORPORATION COM 761565100 27 6,994 SH   DFND 4 0 0 6,994
REXFORD INDL RLTY INC COM 76169C100 25 1,603 SH   DFND 3 1,603 0 0
REXFORD INDL RLTY INC COM 76169C100 1,269 80,341 SH   DFND 4 72,000 0 8,341
REXNORD CORP NEW COM 76169B102 602 22,731 SH   DFND 4 10,547 0 12,184
REYNOLDS AMERICAN INC COM 761713106 251 3,638 SH   DFND 2 0 0 3,638
REYNOLDS AMERICAN INC COM 761713106 58,873 854,343 SH   DFND 3 854,343 0 0
REYNOLDS AMERICAN INC COM 761713106 32,412 470,512 SH   DFND 4 378,598 0 91,914
RICE ENERGY INC COM 762760106 81 3,726 SH   DFND 4 3,726 0 0
RIGEL PHARMACEUTICALS INC COM NEW 766559603 62 17,309 SH   DFND 4 0 0 17,309
RIGNET INC COM 766582100 54 1,903 SH   DFND 4 0 0 1,903
RINGCENTRAL INC CL A 76680R206 78 5,069 SH   DFND 4 0 0 5,069
RITCHIE BROS AUCTIONEERS COM 767744105 127 5,077 SH   DFND 4 5,077 0 0
RITE AID CORP COM 767754104 234 26,902 SH   DFND 3 26,902 0 0
RITE AID CORP COM 767754104 6,516 749,399 SH   DFND 4 692,272 0 57,127
RIVERBED TECHNOLOGY INC COM 768573107 97 4,643 SH   DFND 4 4,643 0 0
RLI CORP COM 749607107 31 600 SH   DFND 3 600 0 0
RLI CORP COM 749607107 1,215 23,157 SH   DFND 4 17,005 0 6,152
RLJ LODGING TR COM 74965L101 173 5,524 SH   DFND 3 5,524 0 0
RLJ LODGING TR COM 74965L101 7,385 235,978 SH   DFND 4 213,654 0 22,324
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 102 4,055 SH   DFND 4 0 0 4,055
ROBERT HALF INTL INC COM 770323103 25,420 420,020 SH   DFND 3 420,020 0 0
ROBERT HALF INTL INC COM 770323103 9,337 154,295 SH   DFND 4 113,174 0 41,121
ROCK-TENN CO CL A 772739207 124 1,926 SH   DFND 3 1,926 0 0
ROCK-TENN CO CL A 772739207 5,360 83,087 SH   DFND 4 61,148 0 21,939
ROCKET FUEL INC COM 773111109 33 3,554 SH   DFND 4 0 0 3,554
ROCKWELL AUTOMATION INC COM 773903109 44,155 380,678 SH   DFND 3 380,678 0 0
ROCKWELL AUTOMATION INC COM 773903109 17,010 146,686 SH   DFND 4 109,447 0 37,239
ROCKWELL COLLINS INC COM 774341101 36,277 375,736 SH   DFND 3 375,736 0 0
ROCKWELL COLLINS INC COM 774341101 14,096 146,001 SH   DFND 4 111,045 0 34,956
ROCKWELL MED INC COM 774374102 73 6,788 SH   DFND 4 0 0 6,788
ROFIN SINAR TECHNOLOGIES INC COM 775043102 118 4,896 SH   DFND 4 757 0 4,139
ROGERS COMMUNICATIONS INC CL B 775109200 34,344 1,025,863 SH   DFND 3 1,025,863 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 24,913 744,002 SH   DFND 4 670,788 0 73,214
ROGERS CORP COM 775133101 283 3,461 SH   DFND 4 827 0 2,634
ROLLINS INC COM 775711104 147 5,932 SH   DFND 4 5,932 0 0
ROPER INDS INC NEW COM 776696106 47,766 277,711 SH   DFND 3 277,711 0 0
ROPER INDS INC NEW COM 776696106 16,662 96,867 SH   DFND 4 71,877 0 24,990
ROSETTA RESOURCES INC COM 777779307 387 22,833 SH   DFND 4 14,110 0 8,723
ROSS STORES INC COM 778296103 61,645 585,086 SH   DFND 3 585,086 0 0
ROSS STORES INC COM 778296103 24,971 236,950 SH   DFND 4 180,855 0 56,095
ROUSE PPTYS INC COM 779287101 25 1,294 SH   DFND 3 1,294 0 0
ROUSE PPTYS INC COM 779287101 1,270 67,024 SH   DFND 4 61,648 0 5,376
ROVI CORP COM 779376102 24 1,312 SH   DFND 3 1,312 0 0
ROVI CORP COM 779376102 523 28,741 SH   DFND 4 28,741 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 243,942 4,052,333 SH   DFND 3 4,052,333 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 108,711 1,806,716 SH   DFND 4 1,534,239 0 272,477
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 35,889 438,473 SH   DFND 3 438,473 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 16,251 198,638 SH   DFND 4 155,654 0 42,984
ROYAL GOLD INC COM 780287108 122 1,926 SH   DFND 2 0 0 1,926
ROYAL GOLD INC COM 780287108 314 4,970 SH   DFND 4 4,970 0 0
RPC INC COM 749660106 17 1,323 SH   DFND 4 1,323 0 0
RPM INTL INC COM 749685103 91 1,900 SH   DFND 3 1,900 0 0
RPM INTL INC COM 749685103 2,365 49,269 SH   DFND 4 44,560 0 4,709
RPX CORP COM 74972G103 111 7,747 SH   DFND 4 0 0 7,747
RSP PERMIAN INC COM 74978Q105 145 5,634 SH   DFND 4 2,463 0 3,171
RTI INTL METALS INC COM 74973W107 188 5,257 SH   DFND 4 787 0 4,470
RTI SURGICAL INC COM 74975N105 53 10,891 SH   DFND 4 0 0 10,891
RUBICON TECHNOLOGY INC COM 78112T107 19 4,774 SH   DFND 4 0 0 4,774
RUBY TUESDAY INC COM 781182100 69 11,368 SH   DFND 4 0 0 11,368
RUCKUS WIRELESS INC COM 781220108 123 9,602 SH   DFND 4 0 0 9,602
RUDOLPH TECHNOLOGIES INC COM 781270103 70 6,279 SH   DFND 4 0 0 6,279
RUSH ENTERPRISES INC CL A 781846209 171 6,265 SH   DFND 4 1,229 0 5,036
RUTHS HOSPITALITY GROUP INC COM 783332109 106 6,708 SH   DFND 4 0 0 6,708
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,108 106,460 SH   DFND 4 35,720 0 70,740
RYDER SYS INC COM 783549108 18,293 192,781 SH   DFND 3 192,781 0 0
RYDER SYS INC COM 783549108 5,778 60,894 SH   DFND 4 51,879 0 9,015
RYLAND GROUP INC COM 783764103 395 8,011 SH   DFND 4 1,250 0 6,761
RYMAN HOSPITALITY PPTYS INC COM 78377T107 99 1,623 SH   DFND 3 1,623 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 4,878 80,103 SH   DFND 4 73,902 0 6,201
S & T BANCORP INC COM 783859101 120 4,124 SH   DFND 4 0 0 4,124
SABRA HEALTH CARE REIT INC COM 78573L106 62 1,883 SH   DFND 3 1,883 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 3,203 96,708 SH   DFND 4 88,027 0 8,681
SABRE CORP COM 78573M104 66 2,726 SH   DFND 4 2,726 0 0
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 457 25,314 SH   DFND 4 21,431 0 3,883
SAFETY INS GROUP INC COM 78648T100 143 2,393 SH   DFND 4 516 0 1,877
SAGENT PHARMACEUTICALS INC COM 786692103 74 3,180 SH   DFND 4 0 0 3,180
SAIA INC COM 78709Y105 167 3,821 SH   DFND 4 320 0 3,501
SALESFORCE COM INC COM 79466L302 271 4,050 SH   DFND 2 0 0 4,050
SALESFORCE COM INC COM 79466L302 107,533 1,609,535 SH   DFND 3 1,609,535 0 0
SALESFORCE COM INC COM 79466L302 34,640 518,480 SH   DFND 4 379,242 0 139,238
SALIX PHARMACEUTICALS INC COM 795435106 2,583 14,949 SH   DFND 4 10,634 0 4,315
SALLY BEAUTY HLDGS INC COM 79546E104 29 840 SH   DFND 3 840 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 1,259 36,635 SH   DFND 4 36,635 0 0
SANCHEZ ENERGY CORP COM 79970Y105 101 7,814 SH   DFND 4 0 0 7,814
SANDERSON FARMS INC COM 800013104 306 3,930 SH   DFND 4 632 0 3,298
SANDISK CORP COM 80004C101 97 1,520 SH   DFND 2 0 0 1,520
SANDISK CORP COM 80004C101 38,649 607,505 SH   DFND 3 607,505 0 0
SANDISK CORP COM 80004C101 14,873 233,735 SH   DFND 4 174,758 0 58,977
SANDRIDGE ENERGY INC COM 80007P307 17 9,729 SH   DFND 3 9,729 0 0
SANDRIDGE ENERGY INC COM 80007P307 716 401,695 SH   DFND 4 379,479 0 22,216
SANDY SPRING BANCORP INC COM 800363103 100 3,808 SH   DFND 4 330 0 3,478
SANFILIPPO JOHN B & SON INC COM 800422107 67 1,561 SH   DFND 4 0 0 1,561
SANGAMO BIOSCIENCES INC COM 800677106 166 10,419 SH   DFND 4 0 0 10,419
SANMINA CORPORATION COM 801056102 121 5,008 SH   DFND 3 5,008 0 0
SANMINA CORPORATION COM 801056102 2,765 114,328 SH   DFND 4 91,401 0 22,927
SANTANDER CONSUMER USA HDG I COM 80283M101 505 21,819 SH   DFND 4 21,819 0 0
SARATOGA INVT CORP COM NEW 80349A208 82 5,200 SH   DFND 4 5,200 0 0
SAREPTA THERAPEUTICS INC COM 803607100 82 5,965 SH   DFND 4 0 0 5,965
SASOL LTD SPONSORED ADR 803866300 85 2,484 SH   DFND 4 2,484 0 0
SAUL CTRS INC COM 804395101 26 463 SH   DFND 3 463 0 0
SAUL CTRS INC COM 804395101 1,056 18,459 SH   DFND 4 17,100 0 1,359
SBA COMMUNICATIONS CORP COM 78388J106 159 1,360 SH   DFND 2 0 0 1,360
SBA COMMUNICATIONS CORP COM 78388J106 39,323 335,808 SH   DFND 3 335,808 0 0
SBA COMMUNICATIONS CORP COM 78388J106 27,982 238,026 SH   DFND 4 186,141 0 51,885
SCANA CORP NEW COM 80589M102 19,143 348,109 SH   DFND 3 348,109 0 0
SCANA CORP NEW COM 80589M102 29,957 544,702 SH   DFND 4 505,240 0 39,462
SCANSOURCE INC COM 806037107 35 868 SH   DFND 3 868 0 0
SCANSOURCE INC COM 806037107 483 11,894 SH   DFND 4 7,732 0 4,162
SCHEIN HENRY INC COM 806407102 34,099 244,224 SH   DFND 3 244,224 0 0
SCHEIN HENRY INC COM 806407102 27,930 199,717 SH   DFND 4 150,456 0 49,261
SCHLUMBERGER LTD COM 806857108 299,437 3,588,651 SH   DFND 3 3,588,651 0 0
SCHLUMBERGER LTD COM 806857108 116,014 1,390,347 SH   DFND 4 1,047,339 0 343,008
SCHNITZER STL INDS CL A 806882106 630 39,837 SH   DFND 4 34,976 0 4,861
SCHOLASTIC CORP COM 807066105 183 4,505 SH   DFND 4 659 0 3,846
SCHULMAN A INC COM 808194104 279 5,785 SH   DFND 4 1,576 0 4,209
SCHWAB CHARLES CORP NEW COM 808513105 93,808 3,081,741 SH   DFND 3 3,081,741 0 0
SCHWAB CHARLES CORP NEW COM 808513105 33,951 1,115,348 SH   DFND 4 820,680 0 294,668
SCHWEITZER-MAUDUIT INTL INC COM 808541106 263 5,749 SH   DFND 4 1,348 0 4,401
SCICLONE PHARMACEUTICALS INC COM 80862K104 80 9,102 SH   DFND 4 0 0 9,102
SCIENCE APPLICATNS INTL CP N COM 808625107 98 1,910 SH   DFND 3 1,910 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,792 35,094 SH   DFND 4 25,902 0 9,192
SCIENTIFIC GAMES CORP CL A 80874P109 106 10,168 SH   DFND 4 0 0 10,168
SCIQUEST INC NEW COM 80908T101 93 5,383 SH   DFND 4 0 0 5,383
SCOTTS MIRACLE GRO CO CL A 810186106 35 517 SH   DFND 3 517 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 961 14,301 SH   DFND 4 14,301 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 126 4,551 SH   DFND 4 0 0 4,551
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 16,920 246,792 SH   DFND 3 246,792 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 6,699 97,690 SH   DFND 4 72,121 0 25,569
SEABOARD CORP COM 811543107 212 51 SH   DFND 4 11 0 40
SEACHANGE INTL INC COM 811699107 49 6,352 SH   DFND 4 0 0 6,352
SEACOAST BKG CORP FLA COM NEW 811707801 38 2,651 SH   DFND 4 0 0 2,651
SEACOR HOLDINGS INC COM 811904101 1,284 18,420 SH   DFND 4 14,059 0 4,361
SEACOR HOLDINGS INC COM 811904101 55 791 SH   DFND 3 791 0 0
SEALED AIR CORP NEW COM 81211K100 27,525 604,144 SH   DFND 3 604,144 0 0
SEALED AIR CORP NEW COM 81211K100 10,137 222,487 SH   DFND 4 173,734 0 48,753
SEARS HLDGS CORP COM 812350106 4,464 107,870 SH   DFND 3 107,870 0 0
SEARS HLDGS CORP COM 812350106 6,272 151,500 SH   DFND 4 138,298 0 13,202
SEARS HOMETOWN & OUTLET STOR COM 812362101 17 2,199 SH   DFND 4 0 0 2,199
SEATTLE GENETICS INC COM 812578102 121 3,415 SH   DFND 4 3,415 0 0
SEAWORLD ENTMT INC COM 81282V100 340 17,640 SH   DFND 4 17,640 0 0
SEI INVESTMENTS CO COM 784117103 17,811 403,976 SH   DFND 3 403,976 0 0
SEI INVESTMENTS CO COM 784117103 4,913 111,429 SH   DFND 4 94,696 0 16,733
SELECT COMFORT CORP COM 81616X103 313 9,066 SH   DFND 4 1,768 0 7,298
SELECT INCOME REIT COM SH BEN INT 81618T100 57 2,265 SH   DFND 3 2,265 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 2,556 102,301 SH   DFND 4 96,938 0 5,363
SELECT MED HLDGS CORP COM 81619Q105 167 11,336 SH   DFND 4 0 0 11,336
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,797 36,834 SH   DFND 1 0 0 36,834
SELECTIVE INS GROUP INC COM 816300107 39 1,340 SH   DFND 3 1,340 0 0
SELECTIVE INS GROUP INC COM 816300107 932 32,084 SH   DFND 4 24,049 0 8,035
SEMGROUP CORP CL A 81663A105 597 7,372 SH   DFND 4 1,299 0 6,073
SEMPRA ENERGY COM 816851109 74,744 685,600 SH   DFND 3 685,600 0 0
SEMPRA ENERGY COM 816851109 77,994 715,286 SH   DFND 4 645,514 0 69,772
SEMTECH CORP COM 816850101 329 12,307 SH   DFND 4 2,649 0 9,658
SENECA FOODS CORP NEW CL A 817070501 45 1,518 SH   DFND 4 0 0 1,518
SENIOR HSG PPTYS TR SH BEN INT 81721M109 227 10,236 SH   DFND 3 10,236 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 9,361 421,811 SH   DFND 4 414,908 0 6,903
SENSIENT TECHNOLOGIES CORP COM 81725T100 42 610 SH   DFND 3 610 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,468 21,448 SH   DFND 4 14,383 0 7,065
SEQUENOM INC COM NEW 817337405 89 22,628 SH   DFND 4 0 0 22,628
SERVICE CORP INTL COM 817565104 79 3,020 SH   DFND 3 3,020 0 0
SERVICE CORP INTL COM 817565104 2,201 84,416 SH   DFND 4 77,191 0 7,225
SERVICEMASTER GLOBAL HLDGS I COM 81761R109 100 2,973 SH   DFND 4 2,973 0 0
SERVICENOW INC COM 81762P102 4,257 54,033 SH   DFND 3 54,033 0 0
SERVICENOW INC COM 81762P102 3,310 42,017 SH   DFND 4 24,180 0 17,837
SERVICESOURCE INTL LLC COM 81763U100 41 13,178 SH   DFND 4 0 0 13,178
SESA STERLITE LTD SPONSORED ADR 78413F103 448 36,100 SH   DFND 4 36,100 0 0
SFX ENTMT INC COM 784178303 35 8,392 SH   DFND 4 0 0 8,392
SHANDA GAMES LTD SP ADR REPTG A 81941U105 303 47,400 SH   DFND 4 47,400 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 25,709 1,145,672 SH   DFND 3 1,145,672 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 11,426 509,251 SH   DFND 4 444,253 0 64,998
SHENANDOAH TELECOMMUNICATION COM 82312B106 141 4,482 SH   DFND 4 933 0 3,549
SHERWIN WILLIAMS CO COM 824348106 59,505 209,156 SH   DFND 3 209,156 0 0
SHERWIN WILLIAMS CO COM 824348106 27,153 95,462 SH   DFND 4 68,038 0 27,424
SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 537 14,375 SH   DFND 4 14,375 0 0
SHOE CARNIVAL INC COM 824889109 85 2,888 SH   DFND 4 0 0 2,888
SHORETEL INC COM 825211105 78 11,796 SH   DFND 4 0 0 11,796
SHUTTERFLY INC COM 82568P304 293 6,432 SH   DFND 4 991 0 5,441
SHUTTERSTOCK INC COM 825690100 172 2,483 SH   DFND 4 336 0 2,147
SIERRA WIRELESS INC COM 826516106 30 900 SH   DFND 4 900 0 0
SIGMA ALDRICH CORP COM 826552101 45,473 328,921 SH   DFND 3 328,921 0 0
SIGMA ALDRICH CORP COM 826552101 16,944 122,559 SH   DFND 4 89,261 0 33,298
SIGNATURE BK NEW YORK N Y COM 82669G104 40 308 SH   DFND 3 308 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 695 5,366 SH   DFND 4 5,366 0 0
SILGAN HOLDINGS INC COM 827048109 12 199 SH   DFND 3 199 0 0
SILGAN HOLDINGS INC COM 827048109 760 13,075 SH   DFND 4 13,075 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 58 6,693 SH   DFND 4 0 0 6,693
SILICON LABORATORIES INC COM 826919102 373 7,339 SH   DFND 4 1,095 0 6,244
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 147 18,000 SH   DFND 4 18,000 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 21 1,312 SH   DFND 3 1,312 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 1,022 63,285 SH   DFND 4 57,740 0 5,545
SILVER SPRING NETWORKS INC COM 82817Q103 684 76,419 SH   DFND 4 69,512 0 6,907
SILVER WHEATON CORP COM 828336107 19,188 1,010,051 SH   DFND 3 1,010,051 0 0
SILVER WHEATON CORP COM 828336107 8,978 472,522 SH   DFND 4 409,482 0 63,040
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 156 3,416 SH   DFND 4 925 0 2,491
SIMON PPTY GROUP INC NEW COM 828806109 175,583 897,478 SH   DFND 3 897,478 0 0
SIMON PPTY GROUP INC NEW COM 828806109 151,713 775,430 SH   DFND 4 685,445 0 89,985
SIMPSON MANUFACTURING CO INC COM 829073105 291 7,762 SH   DFND 4 1,810 0 5,952
SINA CORP ORD G81477104 721 22,433 SH   DFND 4 22,433 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 369 11,567 SH   DFND 4 1,809 0 9,758
SIRIUS XM HLDGS INC COM 82968B103 29,484 7,718,407 SH   DFND 3 7,718,407 0 0
SIRIUS XM HLDGS INC COM 82968B103 10,090 2,641,346 SH   DFND 4 2,134,564 0 506,782
SIRONA DENTAL SYSTEMS INC COM 82966C103 37 416 SH   DFND 3 416 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 364 4,041 SH   DFND 4 4,041 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 43 892 SH   DFND 3 892 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 388 8,015 SH   DFND 4 8,015 0 0
SIZMEK INC COM 83013P105 22 3,035 SH   DFND 4 0 0 3,035
SJW CORP COM 784305104 1,144 36,998 SH   DFND 4 34,342 0 2,656
SK TELECOM LTD SPONSORED ADR 78440P108 10,809 394,160 SH   DFND 4 394,160 0 0
SKECHERS U S A INC CL A 830566105 504 6,931 SH   DFND 4 1,360 0 5,571
SKYWEST INC COM 830879102 115 7,796 SH   DFND 4 0 0 7,796
SKYWORKS SOLUTIONS INC COM 83088M102 50,850 517,346 SH   DFND 3 517,346 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 16,127 164,040 SH   DFND 4 124,917 0 39,123
SL GREEN RLTY CORP COM 78440X101 36,387 283,429 SH   DFND 3 283,429 0 0
SL GREEN RLTY CORP COM 78440X101 31,005 241,496 SH   DFND 4 218,677 0 22,819
SLM CORP COM 78442P106 10,316 1,111,657 SH   DFND 3 1,111,657 0 0
SLM CORP COM 78442P106 7,768 838,202 SH   DFND 4 787,151 0 51,051
SM ENERGY CO COM 78454L100 20 380 SH   DFND 3 380 0 0
SM ENERGY CO COM 78454L100 1,039 20,108 SH   DFND 4 18,726 0 1,382
SMITH & WESSON HLDG CORP COM 831756101 101 7,852 SH   DFND 4 0 0 7,852
SMITH A O COM 831865209 349 5,319 SH   DFND 4 5,319 0 0
SMUCKER J M CO COM NEW 832696405 140 1,211 SH   DFND 2 0 0 1,211
SMUCKER J M CO COM NEW 832696405 32,926 284,508 SH   DFND 3 284,508 0 0
SMUCKER J M CO COM NEW 832696405 15,685 135,486 SH   DFND 4 105,343 0 30,143
SNAP ON INC COM 833034101 91 620 SH   DFND 3 620 0 0
SNAP ON INC COM 833034101 3,267 22,237 SH   DFND 4 15,096 0 7,141
SNYDERS-LANCE INC COM 833551104 279 8,704 SH   DFND 4 1,833 0 6,871
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 277 15,188 SH   DFND 4 848 0 14,340
SOHU COM INC COM 83408W103 677 12,691 SH   DFND 4 12,691 0 0
SOLAR CAP LTD COM 83413U100 929 45,896 SH   DFND 4 45,896 0 0
SOLARCITY CORP COM 83416T100 339 6,609 SH   DFND 4 6,609 0 0
SOLARWINDS INC COM 83416B109 147 2,873 SH   DFND 4 2,873 0 0
SOLAZYME INC COM 83415T101 33 11,355 SH   DFND 4 0 0 11,355
SOLERA HOLDINGS INC COM 83421A104 107 2,070 SH   DFND 4 2,070 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 56 2,250 SH   DFND 3 2,250 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,088 43,705 SH   DFND 4 33,089 0 10,616
SONIC CORP COM 835451105 327 10,151 SH   DFND 4 2,281 0 7,870
SONOCO PRODS CO COM 835495102 112 2,462 SH   DFND 3 2,462 0 0
SONOCO PRODS CO COM 835495102 2,645 58,160 SH   DFND 4 53,647 0 4,513
SONUS NETWORKS INC COM NEW 835916503 70 8,935 SH   DFND 4 1,780 0 7,155
SOTHEBYS COM 835898107 455 10,717 SH   DFND 4 1,929 0 8,788
SOUFUN HLDGS LTD ADR 836034108 297 49,500 SH   DFND 4 49,500 0 0
SOUTH JERSEY INDS INC COM 838518108 545 10,006 SH   DFND 4 5,273 0 4,733
SOUTH ST CORP COM 840441109 285 4,158 SH   DFND 4 714 0 3,444
SOUTHERN CO COM 842587107 110,584 2,497,374 SH   DFND 3 2,497,374 0 0
SOUTHERN CO COM 842587107 126,963 2,866,934 SH   DFND 4 2,540,382 0 326,552
SOUTHERN COPPER CORP COM 84265V105 13,374 458,338 SH   DFND 3 458,338 0 0
SOUTHERN COPPER CORP COM 84265V105 9,799 335,749 SH   DFND 4 260,645 0 75,104
SOUTHSIDE BANCSHARES INC COM 84470P109 79 2,747 SH   DFND 4 0 0 2,747
SOUTHWEST AIRLS CO COM 844741108 21,835 492,891 SH   DFND 3 492,891 0 0
SOUTHWEST AIRLS CO COM 844741108 14,588 329,379 SH   DFND 4 229,240 0 100,139
SOUTHWEST BANCORP INC OKLA COM 844767103 59 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 7,677 132,007 SH   DFND 4 123,231 0 8,776
SOUTHWESTERN ENERGY CO COM 845467109 19 829 SH   DFND 2 0 0 829
SOUTHWESTERN ENERGY CO COM 845467109 24,568 1,059,436 SH   DFND 3 1,059,436 0 0
SOUTHWESTERN ENERGY CO COM 845467109 9,037 389,766 SH   DFND 4 303,250 0 86,516
SOVRAN SELF STORAGE INC COM 84610H108 111 1,179 SH   DFND 3 1,179 0 0
SOVRAN SELF STORAGE INC COM 84610H108 5,205 55,373 SH   DFND 4 50,747 0 4,626
SP PLUS CORP COM 78469C103 65 2,959 SH   DFND 4 0 0 2,959
SPARK THERAPEUTICS INC COM 84652J103 28 370 SH   DFND 4 0 0 370
SPARTANNASH CO COM 847215100 234 7,476 SH   DFND 4 2,003 0 5,473
SPARTON CORP COM 847235108 45 1,861 SH   DFND 4 0 0 1,861
SPDR S&P 500 ETF TR TR UNIT 78462F103 710 3,440 SH   DFND 1 0 0 3,440
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,103 43,700 SH   DFND 3 43,700 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,935 14,200 SH   DFND 3 14,200 0 0
SPECTRA ENERGY CORP COM 847560109 68,012 1,880,333 SH   DFND 3 1,880,333 0 0
SPECTRA ENERGY CORP COM 847560109 45,939 1,268,940 SH   DFND 4 989,826 0 279,114
SPECTRANETICS CORP COM 84760C107 228 6,493 SH   DFND 4 540 0 5,953
SPECTRUM BRANDS HLDGS INC COM 84763R101 69 776 SH   DFND 4 776 0 0
SPECTRUM PHARMACEUTICALS INC COM 84763A108 59 9,680 SH   DFND 4 0 0 9,680
SPEEDWAY MOTORSPORTS INC COM 847788106 32 1,420 SH   DFND 4 0 0 1,420
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 128 2,450 SH   DFND 3 2,450 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 3,022 57,903 SH   DFND 4 52,123 0 5,780
SPIRIT AIRLS INC COM 848577102 75 972 SH   DFND 4 972 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 157 13,025 SH   DFND 3 13,025 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 6,986 578,280 SH   DFND 4 578,280 0 0
SPLUNK INC COM 848637104 132 2,230 SH   DFND 4 2,230 0 0
SPOK HLDGS INC COM 84863T106 63 3,216 SH   DFND 4 0 0 3,216
SPRINGLEAF HLDGS INC COM 85172J101 242 4,666 SH   DFND 4 1,108 0 3,558
SPRINT CORP COM SER 1 85207U105 41 8,716 SH   DFND 2 0 0 8,716
SPRINT CORP COM SER 1 85207U105 11,183 2,359,231 SH   DFND 3 2,359,231 0 0
SPRINT CORP COM SER 1 85207U105 5,515 1,163,562 SH   DFND 4 1,002,513 0 161,049
SPROUTS FMRS MKT INC COM 85208M102 175 4,964 SH   DFND 4 4,964 0 0
SPS COMM INC COM 78463M107 162 2,403 SH   DFND 4 0 0 2,403
SPX CORP COM 784635104 10,936 128,807 SH   DFND 3 128,807 0 0
SPX CORP COM 784635104 4,403 51,891 SH   DFND 4 42,303 0 9,588
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 737 11,886 SH   DFND 4 2,209 0 9,677
ST JOE CO COM 790148100 219 11,918 SH   DFND 4 2,786 0 9,132
ST JUDE MED INC COM 790849103 53,103 811,974 SH   DFND 3 811,974 0 0
ST JUDE MED INC COM 790849103 23,215 354,934 SH   DFND 4 281,632 0 73,302
STAAR SURGICAL CO COM PAR $0.01 852312305 45 5,959 SH   DFND 4 0 0 5,959
STAG INDL INC COM 85254J102 52 2,222 SH   DFND 3 2,222 0 0
STAG INDL INC COM 85254J102 2,784 118,356 SH   DFND 4 110,152 0 8,204
STAGE STORES INC COM NEW 85254C305 108 4,678 SH   DFND 4 0 0 4,678
STAMPS COM INC COM NEW 852857200 136 2,015 SH   DFND 4 0 0 2,015
STANCORP FINL GROUP INC COM 852891100 67 980 SH   DFND 3 980 0 0
STANCORP FINL GROUP INC COM 852891100 1,689 24,643 SH   DFND 4 22,383 0 2,260
STANDARD MTR PRODS INC COM 853666105 121 2,908 SH   DFND 4 0 0 2,908
STANDARD PAC CORP NEW COM 85375C101 258 28,462 SH   DFND 4 7,961 0 20,501
STANDEX INTL CORP COM 854231107 177 2,163 SH   DFND 4 294 0 1,869
STANLEY BLACK & DECKER INC COM 854502101 41,952 439,937 SH   DFND 3 439,937 0 0
STANLEY BLACK & DECKER INC COM 854502101 16,640 174,488 SH   DFND 4 132,035 0 42,453
STANTEC INC COM 85472N109 67 2,780 SH   DFND 4 2,780 0 0
STAPLES INC COM 855030102 33,126 2,034,118 SH   DFND 3 2,034,118 0 0
STAPLES INC COM 855030102 22,173 1,360,319 SH   DFND 4 1,151,123 0 209,196
STARBUCKS CORP COM 855244109 192,812 2,036,026 SH   DFND 3 2,036,026 0 0
STARBUCKS CORP COM 855244109 71,872 758,731 SH   DFND 4 550,514 0 208,217
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 43,411 519,891 SH   DFND 3 519,891 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 16,155 193,449 SH   DFND 4 148,100 0 45,349
STARWOOD PPTY TR INC COM 85571B105 22 894 SH   DFND 3 894 0 0
STARWOOD PPTY TR INC COM 85571B105 1,527 62,907 SH   DFND 4 58,411 0 4,496
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 169 6,592 SH   DFND 4 919 0 5,673
STARZ COM SER A 85571Q102 113 3,289 SH   DFND 4 3,289 0 0
STATE AUTO FINL CORP COM 855707105 60 2,485 SH   DFND 4 0 0 2,485
STATE BK FINL CORP COM 856190103 99 4,744 SH   DFND 4 0 0 4,744
STATE NATL COS INC COM 85711T305 17 1,707 SH   DFND 4 0 0 1,707
STATE STR CORP COM 857477103 86,821 1,180,762 SH   DFND 3 1,180,762 0 0
STATE STR CORP COM 857477103 37,478 509,751 SH   DFND 4 395,061 0 114,690
STEEL DYNAMICS INC COM 858119100 111 5,500 SH   DFND 3 5,500 0 0
STEEL DYNAMICS INC COM 858119100 2,699 134,425 SH   DFND 4 122,219 0 12,206
STEELCASE INC CL A 858155203 302 15,918 SH   DFND 4 4,053 0 11,865
STEIN MART INC COM 858375108 53 4,236 SH   DFND 4 0 0 4,236
STEPAN CO COM 858586100 118 2,855 SH   DFND 4 0 0 2,855
STERICYCLE INC COM 858912108 20,349 144,768 SH   DFND 4 100,135 0 44,633
STERICYCLE INC COM 858912108 32,666 232,612 SH   DFND 3 232,612 0 0
STERIS CORP COM 859152100 52 740 SH   DFND 3 740 0 0
STERIS CORP COM 859152100 1,904 27,149 SH   DFND 4 16,833 0 10,316
STERLING BANCORP DEL COM 85917A100 208 15,557 SH   DFND 4 3,350 0 12,207
STEWART INFORMATION SVCS COR COM 860372101 127 3,142 SH   DFND 4 0 0 3,142
STIFEL FINL CORP COM 860630102 1,443 25,871 SH   DFND 4 16,591 0 9,280
STILLWATER MNG CO COM 86074Q102 283 21,687 SH   DFND 4 3,791 0 17,896
STOCK BLDG SUPPLY HLDGS INC COM 86101X104 49 2,802 SH   DFND 4 0 0 2,802
STOCK YDS BANCORP INC COM 861025104 91 2,632 SH   DFND 4 0 0 2,632
STONE ENERGY CORP COM 861642106 12 794 SH   DFND 3 794 0 0
STONE ENERGY CORP COM 861642106 343 23,230 SH   DFND 4 15,136 0 8,094
STONEGATE BK FT LAUDERDALE F COM 861811107 57 1,907 SH   DFND 4 0 0 1,907
STONERIDGE INC COM 86183P102 49 4,329 SH   DFND 4 0 0 4,329
STORE CAP CORP COM 862121100 117 4,963 SH   DFND 4 0 0 4,963
STRATEGIC HOTELS & RESORTS I COM 86272T106 113 9,079 SH   DFND 3 9,079 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 5,413 435,523 SH   DFND 4 396,490 0 39,033
STRATTEC SEC CORP COM 863111100 47 642 SH   DFND 4 0 0 642
STRAYER ED INC COM 863236105 85 1,587 SH   DFND 4 0 0 1,587
STRYKER CORP COM 863667101 73,360 795,226 SH   DFND 3 795,226 0 0
STRYKER CORP COM 863667101 34,860 377,856 SH   DFND 4 297,022 0 80,834
STURM RUGER & CO INC COM 864159108 189 3,840 SH   DFND 4 1,036 0 2,804
SUFFOLK BANCORP COM 864739107 43 1,804 SH   DFND 4 0 0 1,804
SUMMIT HOTEL PPTYS COM 866082100 36 2,589 SH   DFND 3 2,589 0 0
SUMMIT HOTEL PPTYS COM 866082100 1,692 120,287 SH   DFND 4 107,840 0 12,447
SUN CMNTYS INC COM 866674104 113 1,697 SH   DFND 3 1,697 0 0
SUN CMNTYS INC COM 866674104 5,576 83,520 SH   DFND 4 76,327 0 7,193
SUN HYDRAULICS CORP COM 866942105 131 3,170 SH   DFND 4 0 0 3,170
SUN LIFE FINL INC COM 866796105 52,744 1,711,496 SH   DFND 3 1,711,496 0 0
SUN LIFE FINL INC COM 866796105 22,820 740,696 SH   DFND 4 614,440 0 126,256
SUNCOKE ENERGY INC COM 86722A103 632 42,294 SH   DFND 4 32,225 0 10,069
SUNCOR ENERGY INC NEW COM 867224107 119,836 4,100,809 SH   DFND 3 4,100,809 0 0
SUNCOR ENERGY INC NEW COM 867224107 49,190 1,683,647 SH   DFND 4 1,414,363 0 269,284
SUNEDISON INC COM 86732Y109 559 23,280 SH   DFND 4 23,280 0 0
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 24 9,528 SH   DFND 4 0 0 9,528
SUNPOWER CORP COM 867652406 325 10,377 SH   DFND 4 10,377 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 116 6,951 SH   DFND 3 6,951 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,470 328,143 SH   DFND 4 298,093 0 30,050
SUNTRUST BKS INC COM 867914103 59,893 1,457,609 SH   DFND 3 1,457,609 0 0
SUNTRUST BKS INC COM 867914103 31,372 763,632 SH   DFND 4 613,761 0 149,871
SUPER MICRO COMPUTER INC COM 86800U104 232 6,909 SH   DFND 4 1,872 0 5,037
SUPERIOR ENERGY SVCS INC COM 868157108 83 3,714 SH   DFND 3 3,714 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 2,909 130,164 SH   DFND 4 99,457 0 30,707
SUPERIOR INDS INTL INC COM 868168105 64 3,377 SH   DFND 4 0 0 3,377
SUPERNUS PHARMACEUTICALS INC COM 868459108 67 5,818 SH   DFND 4 0 0 5,818
SUPERVALU INC COM 868536103 344 29,594 SH   DFND 3 29,594 0 0
SUPERVALU INC COM 868536103 8,450 727,879 SH   DFND 4 641,191 0 86,688
SURGICAL CARE AFFILIATES INC COM 86881L106 79 2,328 SH   DFND 4 0 0 2,328
SURMODICS INC COM 868873100 51 1,955 SH   DFND 4 0 0 1,955
SUSQUEHANNA BANCSHARES INC P COM 869099101 42 3,070 SH   DFND 3 3,070 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 2,017 147,322 SH   DFND 4 109,828 0 37,494
SVB FINL GROUP COM 78486Q101 75 591 SH   DFND 3 591 0 0
SVB FINL GROUP COM 78486Q101 1,279 10,072 SH   DFND 4 9,751 0 321
SWIFT ENERGY CO COM 870738101 15 6,865 SH   DFND 4 0 0 6,865
SWIFT TRANSN CO CL A 87074U101 400 15,151 SH   DFND 4 2,963 0 12,188
SYKES ENTERPRISES INC COM 871237103 166 6,717 SH   DFND 4 948 0 5,769
SYMANTEC CORP COM 871503108 108 4,643 SH   DFND 2 0 0 4,643
SYMANTEC CORP COM 871503108 46,674 1,997,619 SH   DFND 3 1,997,619 0 0
SYMANTEC CORP COM 871503108 19,289 825,442 SH   DFND 4 638,417 0 187,025
SYMETRA FINL CORP COM 87151Q106 75 3,210 SH   DFND 3 3,210 0 0
SYMETRA FINL CORP COM 87151Q106 2,074 88,524 SH   DFND 4 70,814 0 17,710
SYMMETRY SURGICAL INC COM 87159G100 12 1,609 SH   DFND 4 0 0 1,609
SYNAGEVA BIOPHARMA CORP COM 87159A103 402 4,114 SH   DFND 4 829 0 3,285
SYNAPTICS INC COM 87157D109 536 6,524 SH   DFND 4 1,218 0 5,306
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 304 6,430 SH   DFND 4 1,367 0 5,063
SYNCHRONY FINL COM 87165B103 5,663 186,585 SH   DFND 3 186,585 0 0
SYNCHRONY FINL COM 87165B103 1,075 35,424 SH   DFND 4 35,424 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 81 18,342 SH   DFND 4 0 0 18,342
SYNERGY RES CORP COM 87164P103 131 11,054 SH   DFND 4 0 0 11,054
SYNNEX CORP COM 87162W100 86 1,119 SH   DFND 3 1,119 0 0
SYNNEX CORP COM 87162W100 2,768 35,804 SH   DFND 4 29,387 0 6,417
SYNOPSYS INC COM 871607107 18,661 402,869 SH   DFND 3 402,869 0 0
SYNOPSYS INC COM 871607107 13,745 296,683 SH   DFND 4 223,236 0 73,447
SYNOVUS FINL CORP COM NEW 87161C501 106 3,781 SH   DFND 3 3,781 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,944 69,387 SH   DFND 4 62,570 0 6,817
SYNTA PHARMACEUTICALS CORP COM 87162T206 22 11,394 SH   DFND 4 0 0 11,394
SYNTEL INC COM 87162H103 306 5,907 SH   DFND 4 1,531 0 4,376
SYSCO CORP COM 871829107 63,070 1,671,616 SH   DFND 3 1,671,616 0 0
SYSCO CORP COM 871829107 39,009 1,033,705 SH   DFND 4 849,096 0 184,609
T MOBILE US INC COM 872590104 22,635 714,273 SH   DFND 3 714,273 0 0
T MOBILE US INC COM 872590104 11,902 375,505 SH   DFND 4 332,561 0 42,944
TABLEAU SOFTWARE INC CL A 87336U105 133 1,440 SH   DFND 4 1,440 0 0
TAHOE RES INC COM 873868103 30 2,756 SH   DFND 4 2,756 0 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 38 1,600 SH   DFND 4 1,600 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 606 24,088 SH   DFND 4 10,564 0 13,524
TAL ED GROUP ADS REPSTG COM 874080104 166 5,000 SH   DFND 4 5,000 0 0
TAL INTL GROUP INC COM 874083108 471 11,580 SH   DFND 4 6,705 0 4,875
TALISMAN ENERGY INC COM 87425E103 19,644 2,562,216 SH   DFND 3 2,562,216 0 0
TALISMAN ENERGY INC COM 87425E103 13,395 1,747,071 SH   DFND 4 1,519,709 0 227,362
TALMER BANCORP INC COM 87482X101 52 3,390 SH   DFND 4 0 0 3,390
TANGER FACTORY OUTLET CTRS I COM 875465106 114 3,234 SH   DFND 3 3,234 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 5,132 145,922 SH   DFND 4 145,922 0 0
TANGOE INC COM 87582Y108 94 6,990 SH   DFND 4 0 0 6,990
TARGA RES CORP COM 87612G101 60 630 SH   DFND 3 630 0 0
TARGA RES CORP COM 87612G101 927 9,667 SH   DFND 4 8,535 0 1,132
TARGET CORP COM 87612E106 145,322 1,770,705 SH   DFND 3 1,770,705 0 0
TARGET CORP COM 87612E106 86,447 1,053,017 SH   DFND 4 835,243 0 217,774
TASER INTL INC COM 87651B104 248 10,181 SH   DFND 4 2,082 0 8,099
TATA MTRS LTD SPONSORED ADR 876568502 870 19,300 SH   DFND 4 19,300 0 0
TAUBMAN CTRS INC COM 876664103 191 2,471 SH   DFND 3 2,471 0 0
TAUBMAN CTRS INC COM 876664103 7,873 102,078 SH   DFND 4 102,078 0 0
TCF FINL CORP COM 872275102 58 3,660 SH   DFND 3 3,660 0 0
TCF FINL CORP COM 872275102 1,296 82,479 SH   DFND 4 73,923 0 8,556
TCP CAP CORP COM 87238Q103 833 51,944 SH   DFND 4 51,944 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 21,966 589,536 SH   DFND 3 589,536 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 22,441 602,282 SH   DFND 4 557,455 0 44,827
TEAM HEALTH HOLDINGS INC COM 87817A107 736 12,662 SH   DFND 4 2,308 0 10,354
TEAM INC COM 878155100 145 3,743 SH   DFND 4 780 0 2,963
TECH DATA CORP COM 878237106 92 1,601 SH   DFND 3 1,601 0 0
TECH DATA CORP COM 878237106 2,649 45,795 SH   DFND 4 42,641 0 3,154
TECK RESOURCES LTD CL B 878742204 19,220 1,400,598 SH   DFND 3 1,400,598 0 0
TECK RESOURCES LTD CL B 878742204 13,316 968,860 SH   DFND 4 851,296 0 117,564
TECO ENERGY INC COM 872375100 12,219 629,843 SH   DFND 3 629,843 0 0
TECO ENERGY INC COM 872375100 16,765 864,038 SH   DFND 4 827,218 0 36,820
TEEKAY CORPORATION COM Y8564W103 61 1,300 SH   DFND 3 1,300 0 0
TEEKAY CORPORATION COM Y8564W103 1,108 23,825 SH   DFND 4 21,689 0 2,136
TEJON RANCH CO COM 879080109 70 2,602 SH   DFND 4 0 0 2,602
TELEDYNE TECHNOLOGIES INC COM 879360105 43 400 SH   DFND 3 400 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,835 17,209 SH   DFND 4 11,868 0 5,341
TELEFLEX INC COM 879369106 69 570 SH   DFND 3 570 0 0
TELEFLEX INC COM 879369106 1,504 12,448 SH   DFND 4 11,258 0 1,190
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 259 16,911 SH   DFND 4 16,911 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 94 3,788 SH   DFND 3 3,788 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,600 104,345 SH   DFND 4 94,850 0 9,495
TELETECH HOLDINGS INC COM 879939106 65 2,542 SH   DFND 4 0 0 2,542
TELUS CORP COM 87971M103 103 3,100 SH   DFND 3 3,100 0 0
TELUS CORP COM 87971M103 4,406 132,664 SH   DFND 4 125,557 0 7,107
TEMPUR SEALY INTL INC COM 88023U101 113 1,953 SH   DFND 4 1,953 0 0
TENARIS S A SPONSORED ADR 88031M109 10,164 363,049 SH   DFND 4 363,049 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 124 2,501 SH   DFND 3 2,501 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 4,438 89,581 SH   DFND 4 76,207 0 13,374
TENNANT CO COM 880345103 239 3,630 SH   DFND 4 987 0 2,643
TENNECO INC COM 880349105 101 1,757 SH   DFND 3 1,757 0 0
TENNECO INC COM 880349105 2,466 43,047 SH   DFND 4 31,462 0 11,585
TERADATA CORP DEL COM 88076W103 20,216 457,989 SH   DFND 3 457,989 0 0
TERADATA CORP DEL COM 88076W103 7,914 179,290 SH   DFND 4 134,700 0 44,590
TERADYNE INC COM 880770102 27 1,440 SH   DFND 3 1,440 0 0
TERADYNE INC COM 880770102 1,303 69,064 SH   DFND 4 63,711 0 5,353
TEREX CORP NEW COM 880779103 627 23,584 SH   DFND 1 0 0 23,584
TEREX CORP NEW COM 880779103 68 2,540 SH   DFND 3 2,540 0 0
TEREX CORP NEW COM 880779103 1,835 69,019 SH   DFND 4 62,839 0 6,180
TERRAFORM PWR INC CL A COM 88104R100 156 4,304 SH   DFND 4 0 0 4,304
TERRENO RLTY CORP COM 88146M101 28 1,247 SH   DFND 3 1,247 0 0
TERRENO RLTY CORP COM 88146M101 1,389 60,999 SH   DFND 4 55,000 0 5,999
TESARO INC COM 881569107 188 3,226 SH   DFND 4 230 0 2,996
TESCO CORP COM 88157K101 56 5,008 SH   DFND 4 0 0 5,008
TESLA MTRS INC COM 88160R101 46,587 246,794 SH   DFND 3 246,794 0 0
TESLA MTRS INC COM 88160R101 13,236 70,118 SH   DFND 4 56,840 0 13,278
TESORO CORP COM 881609101 30,877 338,226 SH   DFND 3 338,226 0 0
TESORO CORP COM 881609101 17,525 191,939 SH   DFND 4 156,669 0 35,270
TESSERA TECHNOLOGIES INC COM 88164L100 367 9,139 SH   DFND 4 1,455 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 911 37,899 SH   DFND 4 28,766 0 9,133
TETRA TECHNOLOGIES INC DEL COM 88162F105 69 11,494 SH   DFND 4 0 0 11,494
TETRAPHASE PHARMACEUTICALS I COM 88165N105 148 3,991 SH   DFND 4 0 0 3,991
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,359 21,818 SH   DFND 4 21,818 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 395 8,110 SH   DFND 4 1,542 0 6,568
TEXAS INSTRS INC COM 882508104 418 7,315 SH   DFND 2 0 0 7,315
TEXAS INSTRS INC COM 882508104 168,722 2,950,453 SH   DFND 3 2,950,453 0 0
TEXAS INSTRS INC COM 882508104 67,670 1,183,264 SH   DFND 4 904,395 0 278,869
TEXAS ROADHOUSE INC COM 882681109 423 11,526 SH   DFND 4 1,552 0 9,974
TEXTRON INC COM 883203101 33,745 761,213 SH   DFND 3 761,213 0 0
TEXTRON INC COM 883203101 14,830 334,526 SH   DFND 4 257,103 0 77,423
TEXTURA CORP COM 883211104 94 3,471 SH   DFND 4 0 0 3,471
TFS FINL CORP COM 87240R107 75 5,120 SH   DFND 4 5,120 0 0
TG THERAPEUTICS INC COM 88322Q108 75 4,653 SH   DFND 4 0 0 4,653
THE ADT CORPORATION COM 00101J106 21,098 508,152 SH   DFND 3 508,152 0 0
THE ADT CORPORATION COM 00101J106 10,803 260,205 SH   DFND 4 203,422 0 56,783
THERAPEUTICSMD INC COM 88338N107 90 14,817 SH   DFND 4 0 0 14,817
THERAVANCE INC COM 88338T104 263 16,130 SH   DFND 4 3,419 0 12,711
THERMO FISHER SCIENTIFIC INC COM 883556102 511 3,803 SH   DFND 2 0 0 3,803
THERMO FISHER SCIENTIFIC INC COM 883556102 149,314 1,111,466 SH   DFND 3 1,111,466 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 62,393 464,413 SH   DFND 4 363,863 0 100,550
THERMON GROUP HLDGS INC COM 88362T103 111 4,628 SH   DFND 4 0 0 4,628
THL CR INC COM 872438106 426 34,611 SH   DFND 4 34,611 0 0
THOMSON REUTERS CORP COM 884903105 40,890 1,008,510 SH   DFND 3 1,008,510 0 0
THOMSON REUTERS CORP COM 884903105 16,317 402,642 SH   DFND 4 333,540 0 69,102
THOR INDS INC COM 885160101 44 700 SH   DFND 3 700 0 0
THOR INDS INC COM 885160101 967 15,292 SH   DFND 4 15,292 0 0
THORATEC CORP COM NEW 885175307 413 9,920 SH   DFND 4 1,810 0 8,110
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 40 9,968 SH   DFND 4 0 0 9,968
TICC CAPITAL CORP COM 87244T109 425 61,311 SH   DFND 4 61,311 0 0
TIDEWATER INC COM 886423102 13 680 SH   DFND 3 680 0 0
TIDEWATER INC COM 886423102 740 38,704 SH   DFND 4 36,387 0 2,317
TIFFANY & CO NEW COM 886547108 30,125 342,291 SH   DFND 3 342,291 0 0
TIFFANY & CO NEW COM 886547108 11,560 131,350 SH   DFND 4 98,395 0 32,955
TILE SHOP HLDGS INC COM 88677Q109 62 5,073 SH   DFND 4 0 0 5,073
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 145 8,739 SH   DFND 4 8,739 0 0
TIME INC NEW COM 887228104 47 2,105 SH   DFND 3 2,105 0 0
TIME INC NEW COM 887228104 1,561 69,580 SH   DFND 4 54,058 0 15,522
TIME WARNER CABLE INC COM 88732J207 118,444 790,258 SH   DFND 3 790,258 0 0
TIME WARNER CABLE INC COM 88732J207 56,851 379,381 SH   DFND 4 301,247 0 78,134
TIME WARNER INC COM NEW 887317303 202,261 2,395,317 SH   DFND 3 2,395,317 0 0
TIME WARNER INC COM NEW 887317303 89,009 1,053,901 SH   DFND 4 819,623 0 234,278
TIMKEN CO COM 887389104 61 1,450 SH   DFND 3 1,450 0 0
TIMKEN CO COM 887389104 1,687 40,069 SH   DFND 4 37,144 0 2,925
TIMKENSTEEL CORP COM 887399103 40 1,512 SH   DFND 4 1,512 0 0
TITAN INTL INC ILL COM 88830M102 75 8,133 SH   DFND 4 1,636 0 6,497
TITAN MACHY INC COM 88830R101 35 2,654 SH   DFND 4 0 0 2,654
TIVO INC COM 888706108 209 19,639 SH   DFND 4 3,116 0 16,523
TJX COS INC NEW COM 872540109 136,894 1,954,234 SH   DFND 3 1,954,234 0 0
TJX COS INC NEW COM 872540109 57,212 816,348 SH   DFND 4 617,371 0 198,977
TOLL BROTHERS INC COM 889478103 17,781 451,988 SH   DFND 3 451,988 0 0
TOLL BROTHERS INC COM 889478103 4,878 123,989 SH   DFND 4 104,553 0 19,436
TOMPKINS FINANCIAL CORPORATI COM 890110109 119 2,176 SH   DFND 4 0 0 2,176
TOOTSIE ROLL INDS INC COM 890516107 113 3,339 SH   DFND 4 0 0 3,339
TORCHMARK CORP COM 891027104 20,839 379,435 SH   DFND 3 379,435 0 0
TORCHMARK CORP COM 891027104 8,895 161,989 SH   DFND 4 125,036 0 36,953
TORO CO COM 891092108 146 2,078 SH   DFND 4 2,078 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 222,245 5,190,823 SH   DFND 3 5,190,823 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 99,087 2,315,893 SH   DFND 4 1,962,406 0 353,487
TOTAL SYS SVCS INC COM 891906109 18,324 480,303 SH   DFND 3 480,303 0 0
TOTAL SYS SVCS INC COM 891906109 7,425 194,620 SH   DFND 4 162,518 0 32,102
TOWER INTL INC COM 891826109 80 3,056 SH   DFND 4 0 0 3,056
TOWERS WATSON & CO CL A 891894107 24,033 181,815 SH   DFND 3 181,815 0 0
TOWERS WATSON & CO CL A 891894107 7,952 60,156 SH   DFND 4 49,860 0 10,296
TOWNEBANK PORTSMOUTH VA COM 89214P109 94 5,847 SH   DFND 4 0 0 5,847
TRACTOR SUPPLY CO COM 892356106 25,089 294,957 SH   DFND 3 294,957 0 0
TRACTOR SUPPLY CO COM 892356106 10,101 118,754 SH   DFND 4 88,766 0 29,988
TRANSALTA CORP COM 89346D107 99 10,635 SH   DFND 3 10,635 0 0
TRANSALTA CORP COM 89346D107 4,411 475,561 SH   DFND 4 421,425 0 54,136
TRANSCANADA CORP COM 89353D107 85,964 2,010,196 SH   DFND 3 2,010,196 0 0
TRANSCANADA CORP COM 89353D107 106,618 2,493,083 SH   DFND 4 2,346,668 0 146,415
TRANSDIGM GROUP INC COM 893641100 28,571 130,629 SH   DFND 3 130,629 0 0
TRANSDIGM GROUP INC COM 893641100 9,763 44,637 SH   DFND 4 36,763 0 7,874
TRAVELERS COMPANIES INC COM 89417E109 98,625 912,100 SH   DFND 3 912,100 0 0
TRAVELERS COMPANIES INC COM 89417E109 63,829 590,220 SH   DFND 4 464,648 0 125,572
TRECORA RES COM 894648104 44 3,652 SH   DFND 4 0 0 3,652
TREDEGAR CORP COM 894650100 74 3,720 SH   DFND 4 0 0 3,720
TREEHOUSE FOODS INC COM 89469A104 32 380 SH   DFND 3 380 0 0
TREEHOUSE FOODS INC COM 89469A104 1,612 18,982 SH   DFND 4 11,689 0 7,293
TREX CO INC COM 89531P105 323 6,103 SH   DFND 4 1,267 0 4,836
TRI POINTE HOMES INC COM 87265H109 400 25,536 SH   DFND 4 4,750 0 20,786
TRIANGLE CAP CORP COM 895848109 801 35,166 SH   DFND 4 35,166 0 0
TRIANGLE PETE CORP COM NEW 89600B201 52 10,584 SH   DFND 4 0 0 10,584
TRICO BANCSHARES COM 896095106 104 4,310 SH   DFND 4 0 0 4,310
TRIMAS CORP COM NEW 896215209 250 8,108 SH   DFND 4 1,656 0 6,452
TRIMBLE NAVIGATION LTD COM 896239100 19,711 782,167 SH   DFND 3 782,167 0 0
TRIMBLE NAVIGATION LTD COM 896239100 5,469 217,021 SH   DFND 4 182,548 0 34,473
TRINA SOLAR LIMITED SPON ADR 89628E104 672 55,590 SH   DFND 4 55,590 0 0
TRINET GROUP INC COM 896288107 85 2,423 SH   DFND 4 460 0 1,963
TRINITY INDS INC COM 896522109 1,479 41,642 SH   DFND 1 0 0 41,642
TRINITY INDS INC COM 896522109 61 1,731 SH   DFND 3 1,731 0 0
TRINITY INDS INC COM 896522109 1,981 55,863 SH   DFND 4 51,538 0 4,325
TRIPADVISOR INC COM 896945201 23,269 279,779 SH   DFND 3 279,779 0 0
TRIPADVISOR INC COM 896945201 8,097 97,359 SH   DFND 4 66,806 0 30,553
TRISTATE CAP HLDGS INC COM 89678F100 38 3,613 SH   DFND 4 0 0 3,613
TRIUMPH GROUP INC NEW COM 896818101 22 370 SH   DFND 3 370 0 0
TRIUMPH GROUP INC NEW COM 896818101 1,189 19,932 SH   DFND 4 18,222 0 1,710
TRUEBLUE INC COM 89785X101 169 6,906 SH   DFND 4 1,034 0 5,872
TRUSTCO BK CORP N Y COM 898349105 102 14,997 SH   DFND 4 1,271 0 13,726
TRUSTMARK CORP COM 898402102 26 1,060 SH   DFND 3 1,060 0 0
TRUSTMARK CORP COM 898402102 709 29,229 SH   DFND 4 19,436 0 9,793
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 32,405 309,060 SH   DFND 3 309,060 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 16,576 158,091 SH   DFND 4 133,165 0 24,926
TTM TECHNOLOGIES INC COM 87305R109 86 9,502 SH   DFND 4 0 0 9,502
TUESDAY MORNING CORP COM NEW 899035505 112 6,940 SH   DFND 4 0 0 6,940
TUMI HLDGS INC COM 89969Q104 255 10,474 SH   DFND 4 3,203 0 7,271
TUPPERWARE BRANDS CORP COM 899896104 35 510 SH   DFND 3 510 0 0
TUPPERWARE BRANDS CORP COM 899896104 1,039 15,021 SH   DFND 4 13,610 0 1,411
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 134 10,317 SH   DFND 4 10,317 0 0
TURQUOISE HILL RES LTD COM 900435108 7,611 2,440,255 SH   DFND 3 2,440,255 0 0
TURQUOISE HILL RES LTD COM 900435108 1,466 470,156 SH   DFND 4 332,764 0 137,392
TWENTY FIRST CENTY FOX INC CL A 90130A101 125,655 3,713,212 SH   DFND 3 3,713,212 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 50,938 1,504,834 SH   DFND 4 1,082,580 0 422,254
TWENTY FIRST CENTY FOX INC CL B 90130A200 40,054 1,218,200 SH   DFND 3 1,218,200 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 13,026 396,163 SH   DFND 4 346,306 0 49,857
TWIN DISC INC COM 901476101 22 1,227 SH   DFND 4 0 0 1,227
TWITTER INC COM 90184L102 58,979 1,177,689 SH   DFND 3 1,177,689 0 0
TWITTER INC COM 90184L102 14,872 296,967 SH   DFND 4 243,309 0 53,658
TWO HBRS INVT CORP COM 90187B101 49 4,641 SH   DFND 3 4,641 0 0
TWO HBRS INVT CORP COM 90187B101 1,587 149,404 SH   DFND 4 139,690 0 9,714
TYLER TECHNOLOGIES INC COM 902252105 702 5,753 SH   DFND 4 1,023 0 4,730
TYSON FOODS INC CL A 902494103 133 3,470 SH   DFND 2 0 0 3,470
TYSON FOODS INC CL A 902494103 32,214 841,106 SH   DFND 3 841,106 0 0
TYSON FOODS INC CL A 902494103 16,755 437,448 SH   DFND 4 358,307 0 79,141
U S CONCRETE INC COM NEW 90333L201 88 2,621 SH   DFND 4 0 0 2,621
U S G CORP COM NEW 903293405 64 2,415 SH   DFND 4 2,415 0 0
U S PHYSICAL THERAPY INC COM 90337L108 96 2,047 SH   DFND 4 0 0 2,047
U S SILICA HLDGS INC COM 90346E103 353 10,011 SH   DFND 4 2,132 0 7,879
UBIQUITI NETWORKS INC COM 90347A100 131 4,393 SH   DFND 4 0 0 4,393
UDR INC COM 902653104 428 12,588 SH   DFND 3 12,588 0 0
UDR INC COM 902653104 16,975 498,715 SH   DFND 4 462,834 0 35,881
UGI CORP NEW COM 902681105 111 3,400 SH   DFND 3 3,400 0 0
UGI CORP NEW COM 902681105 3,255 99,861 SH   DFND 4 91,178 0 8,683
UIL HLDG CORP COM 902748102 35 690 SH   DFND 3 690 0 0
UIL HLDG CORP COM 902748102 7,629 148,445 SH   DFND 4 138,899 0 9,546
ULTA SALON COSMETCS & FRAG I COM 90384S303 2,383 15,796 SH   DFND 4 8,161 0 7,635
ULTIMATE SOFTWARE GROUP INC COM 90385D107 853 5,026 SH   DFND 4 913 0 4,113
ULTRA CLEAN HLDGS INC COM 90385V107 41 5,706 SH   DFND 4 0 0 5,706
ULTRA PETROLEUM CORP COM 903914109 72 4,612 SH   DFND 4 4,612 0 0
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 151 2,379 SH   DFND 4 1,078 0 1,301
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 420 20,787 SH   DFND 4 20,787 0 0
ULTRATECH INC COM 904034105 90 5,043 SH   DFND 4 0 0 5,043
UMB FINL CORP COM 902788108 348 6,527 SH   DFND 4 1,058 0 5,469
UMPQUA HLDGS CORP COM 904214103 32 1,875 SH   DFND 3 1,875 0 0
UMPQUA HLDGS CORP COM 904214103 954 55,702 SH   DFND 4 30,997 0 24,705
UNDER ARMOUR INC CL A 904311107 37,891 469,234 SH   DFND 3 469,234 0 0
UNDER ARMOUR INC CL A 904311107 11,272 139,593 SH   DFND 4 99,054 0 40,539
UNIFI INC COM NEW 904677200 98 2,736 SH   DFND 4 0 0 2,736
UNIFIRST CORP MASS COM 904708104 313 2,664 SH   DFND 4 570 0 2,094
UNILIFE CORP NEW COM 90478E103 64 16,350 SH   DFND 4 0 0 16,350
UNION BANKSHARES CORP NEW COM 90539J109 153 6,831 SH   DFND 4 0 0 6,831
UNION PAC CORP COM 907818108 270,630 2,498,665 SH   DFND 3 2,498,665 0 0
UNION PAC CORP COM 907818108 106,096 979,602 SH   DFND 4 734,100 0 245,502
UNISYS CORP COM NEW 909214306 71 3,077 SH   DFND 3 3,077 0 0
UNISYS CORP COM NEW 909214306 1,526 65,575 SH   DFND 4 52,951 0 12,624
UNIT CORP COM 909218109 41 1,461 SH   DFND 3 1,461 0 0
UNIT CORP COM 909218109 1,132 40,434 SH   DFND 4 38,117 0 2,317
UNITED BANKSHARES INC WEST V COM 909907107 433 11,541 SH   DFND 4 1,588 0 9,953
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 140 7,437 SH   DFND 4 0 0 7,437
UNITED CONTL HLDGS INC COM 910047109 12,223 181,731 SH   DFND 4 156,076 0 25,655
UNITED CONTL HLDGS INC COM 910047109 16,896 251,249 SH   DFND 3 251,249 0 0
UNITED FINL BANCORP INC NEW COM 910304104 99 7,936 SH   DFND 4 0 0 7,936
UNITED FIRE GROUP INC COM 910340108 96 3,066 SH   DFND 4 0 0 3,066
UNITED INS HLDGS CORP COM 910710102 71 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 56 730 SH   DFND 3 730 0 0
UNITED NAT FOODS INC COM 911163103 2,093 27,158 SH   DFND 4 18,319 0 8,839
UNITED PARCEL SERVICE INC CL B 911312106 192,480 1,985,557 SH   DFND 3 1,985,557 0 0
UNITED PARCEL SERVICE INC CL B 911312106 83,692 863,268 SH   DFND 4 639,804 0 223,464
UNITED RENTALS INC COM 911363109 20,912 229,401 SH   DFND 3 229,401 0 0
UNITED RENTALS INC COM 911363109 7,936 87,069 SH   DFND 4 62,305 0 24,764
UNITED STATES CELLULAR CORP COM 911684108 8 217 SH   DFND 4 217 0 0
UNITED STATES LIME & MINERAL COM 911922102 15 229 SH   DFND 4 0 0 229
UNITED STATES STL CORP NEW COM 912909108 10,042 411,568 SH   DFND 3 411,568 0 0
UNITED STATES STL CORP NEW COM 912909108 6,258 256,263 SH   DFND 4 235,518 0 20,745
UNITED STATIONERS INC COM 913004107 55 1,330 SH   DFND 3 1,330 0 0
UNITED STATIONERS INC COM 913004107 1,660 40,632 SH   DFND 4 32,072 0 8,560
UNITED TECHNOLOGIES CORP COM 913017109 284,321 2,425,951 SH   DFND 3 2,425,951 0 0
UNITED TECHNOLOGIES CORP COM 913017109 114,707 978,674 SH   DFND 4 757,971 0 220,703
UNITED THERAPEUTICS CORP DEL COM 91307C102 467 2,710 SH   DFND 4 2,710 0 0
UNITEDHEALTH GROUP INC COM 91324P102 321,836 2,720,735 SH   DFND 3 2,720,735 0 0
UNITEDHEALTH GROUP INC COM 91324P102 176,123 1,488,063 SH   DFND 4 1,193,496 0 294,567
UNITIL CORP COM 913259107 67 1,929 SH   DFND 4 0 0 1,929
UNIVERSAL AMERN CORP NEW COM 91338E101 82 7,774 SH   DFND 4 0 0 7,774
UNIVERSAL CORP VA COM 913456109 1,317 27,969 SH   DFND 4 23,467 0 4,502
UNIVERSAL CORP VA COM 913456109 29 620 SH   DFND 3 620 0 0
UNIVERSAL DISPLAY CORP COM 91347P105 1,156 24,706 SH   DFND 4 18,866 0 5,840
UNIVERSAL ELECTRS INC COM 913483103 133 2,363 SH   DFND 4 0 0 2,363
UNIVERSAL FST PRODS INC COM 913543104 206 3,724 SH   DFND 4 795 0 2,929
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 25 451 SH   DFND 3 451 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,344 23,872 SH   DFND 4 22,102 0 1,770
UNIVERSAL HLTH SVCS INC CL B 913903100 30,623 260,155 SH   DFND 3 260,155 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 14,229 120,846 SH   DFND 4 96,854 0 23,992
UNIVERSAL INS HLDGS INC COM 91359V107 149 5,868 SH   DFND 4 0 0 5,868
UNIVERSAL STAINLESS & ALLOY COM 913837100 24 940 SH   DFND 4 0 0 940
UNIVERSAL TECHNICAL INST INC COM 913915104 37 3,882 SH   DFND 4 0 0 3,882
UNIVEST CORP PA COM 915271100 57 2,909 SH   DFND 4 0 0 2,909
UNUM GROUP COM 91529Y106 24,977 740,501 SH   DFND 3 740,501 0 0
UNUM GROUP COM 91529Y106 14,050 416,614 SH   DFND 4 336,696 0 79,918
UNWIRED PLANET INC NEW COM 91531F103 8 13,489 SH   DFND 4 0 0 13,489
URBAN EDGE PPTYS COM 91704F104 5,695 240,310 SH   DFND 3 240,310 0 0
URBAN EDGE PPTYS COM 91704F104 4,091 172,598 SH   DFND 4 169,929 0 2,669
URBAN OUTFITTERS INC COM 917047102 14,354 314,431 SH   DFND 3 314,431 0 0
URBAN OUTFITTERS INC COM 917047102 5,378 117,800 SH   DFND 4 91,717 0 26,083
URSTADT BIDDLE PPTYS INC CL A 917286205 19 834 SH   DFND 3 834 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 1,040 45,061 SH   DFND 4 41,542 0 3,519
US BANCORP DEL COM NEW 902973304 223,215 5,111,397 SH   DFND 3 5,111,397 0 0
US BANCORP DEL COM NEW 902973304 102,249 2,341,852 SH   DFND 4 1,821,335 0 520,517
US ECOLOGY INC COM 91732J102 183 3,668 SH   DFND 4 487 0 3,181
USANA HEALTH SCIENCES INC COM 90328M107 123 1,101 SH   DFND 4 0 0 1,101
V F CORP COM 918204108 70,999 942,759 SH   DFND 3 942,759 0 0
V F CORP COM 918204108 30,466 404,378 SH   DFND 4 293,858 0 110,520
VAALCO ENERGY INC COM NEW 91851C201 25 9,328 SH   DFND 4 0 0 9,328
VAIL RESORTS INC COM 91879Q109 652 6,370 SH   DFND 4 1,173 0 5,197
VALE S A ADR 91912E105 693 122,851 SH   DFND 4 122,851 0 0
VALE S A ADR REPSTG PFD 91912E204 795 164,369 SH   DFND 4 164,369 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 170,860 864,830 SH   DFND 3 864,830 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 47,797 241,903 SH   DFND 4 190,808 0 51,095
VALERO ENERGY CORP NEW COM 91913Y100 93,649 1,472,012 SH   DFND 3 1,472,012 0 0
VALERO ENERGY CORP NEW COM 91913Y100 63,523 998,655 SH   DFND 4 827,753 0 170,902
VALLEY NATL BANCORP COM 919794107 58 6,146 SH   DFND 3 6,146 0 0
VALLEY NATL BANCORP COM 919794107 1,771 187,783 SH   DFND 4 139,672 0 48,111
VALMONT INDS INC COM 920253101 534 4,345 SH   DFND 4 3,926 0 419
VALSPAR CORP COM 920355104 72 860 SH   DFND 3 860 0 0
VALSPAR CORP COM 920355104 1,770 21,052 SH   DFND 4 18,968 0 2,084
VANDA PHARMACEUTICALS INC COM 921659108 60 6,427 SH   DFND 4 0 0 6,427
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 56 667 SH   DFND 1 0 0 667
VANGUARD INDEX FDS SML CP GRW ETF 922908595 21 157 SH   DFND 1 0 0 157
VANGUARD INDEX FDS SM CP VAL ETF 922908611 23 207 SH   DFND 1 0 0 207
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 22 240 SH   DFND 1 0 0 240
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 22 207 SH   DFND 1 0 0 207
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 14 334 SH   DFND 1 0 0 334
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 18 286 SH   DFND 1 0 0 286
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 17 313 SH   DFND 1 0 0 313
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 19 326 SH   DFND 1 0 0 326
VANGUARD WORLD FD MEGA GRWTH IND 921910816 21 247 SH   DFND 1 0 0 247
VANTIV INC CL A 92210H105 1,243 32,995 SH   DFND 4 17,140 0 15,855
VARIAN MED SYS INC COM 92220P105 28,088 298,520 SH   DFND 3 298,520 0 0
VARIAN MED SYS INC COM 92220P105 16,139 171,426 SH   DFND 4 135,044 0 36,382
VASCO DATA SEC INTL INC COM 92230Y104 87 4,056 SH   DFND 4 0 0 4,056
VASCULAR SOLUTIONS INC COM 92231M109 74 2,423 SH   DFND 4 0 0 2,423
VCA INC COM 918194101 62 1,130 SH   DFND 3 1,130 0 0
VCA INC COM 918194101 1,217 22,216 SH   DFND 4 21,569 0 647
VECTOR GROUP LTD COM 92240M108 304 13,803 SH   DFND 4 3,066 0 10,737
VECTREN CORP COM 92240G101 106 2,402 SH   DFND 3 2,402 0 0
VECTREN CORP COM 92240G101 9,522 215,698 SH   DFND 4 211,266 0 4,432
VEECO INSTRS INC DEL COM 922417100 663 21,718 SH   DFND 4 15,906 0 5,812
VEEVA SYS INC CL A COM 922475108 62 2,443 SH   DFND 4 2,443 0 0
VENTAS INC COM 92276F100 69,399 950,412 SH   DFND 3 950,412 0 0
VENTAS INC COM 92276F100 65,563 897,647 SH   DFND 4 787,659 0 109,988
VERA BRADLEY INC COM 92335C106 68 4,181 SH   DFND 4 0 0 4,181
VERIFONE SYS INC COM 92342Y109 41 1,182 SH   DFND 3 1,182 0 0
VERIFONE SYS INC COM 92342Y109 983 28,219 SH   DFND 4 25,466 0 2,753
VERINT SYS INC COM 92343X100 618 9,984 SH   DFND 4 1,959 0 8,025
VERISIGN INC COM 92343E102 24,921 372,124 SH   DFND 3 372,124 0 0
VERISIGN INC COM 92343E102 8,952 133,678 SH   DFND 4 98,982 0 34,696
VERISK ANALYTICS INC CL A 92345Y106 29,064 407,059 SH   DFND 3 407,059 0 0
VERISK ANALYTICS INC CL A 92345Y106 13,306 186,450 SH   DFND 4 138,148 0 48,302
VERITIV CORP COM 923454102 8 172 SH   DFND 3 172 0 0
VERITIV CORP COM 923454102 271 6,131 SH   DFND 4 6,131 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 765 15,730 SH   DFND 2 0 0 15,730
VERIZON COMMUNICATIONS INC COM 92343V104 569,088 11,702,412 SH   DFND 3 11,702,412 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 377,534 7,757,955 SH   DFND 4 6,521,819 0 1,236,136
VERMILION ENERGY INC COM 923725105 55 1,300 SH   DFND 3 1,300 0 0
VERMILION ENERGY INC COM 923725105 3,713 88,328 SH   DFND 4 61,005 0 27,323
VERTEX PHARMACEUTICALS INC COM 92532F100 265 2,246 SH   DFND 2 0 0 2,246
VERTEX PHARMACEUTICALS INC COM 92532F100 79,156 670,987 SH   DFND 3 670,987 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 28,369 240,480 SH   DFND 4 183,616 0 56,864
VIACOM INC NEW CL B 92553P201 65,765 962,882 SH   DFND 3 962,882 0 0
VIACOM INC NEW CL B 92553P201 28,686 420,002 SH   DFND 4 317,231 0 102,771
VIAD CORP COM NEW 92552R406 108 3,884 SH   DFND 4 0 0 3,884
VIASAT INC COM 92552V100 442 7,415 SH   DFND 4 1,584 0 5,831
VIMPELCOM LTD SPONSORED ADR 92719A106 294 56,103 SH   DFND 4 56,103 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 10 250 SH   DFND 4 250 0 0
VINCE HLDG CORP COM 92719W108 37 2,084 SH   DFND 4 0 0 2,084
VIOLIN MEMORY INC COM 92763A101 56 14,893 SH   DFND 4 0 0 14,893
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,560 53,000 SH   DFND 4 53,000 0 0
VIRGIN AMER INC COM VTG 92765X208 37 1,210 SH   DFND 4 0 0 1,210
VIRNETX HLDG CORP COM 92823T108 36 6,003 SH   DFND 4 0 0 6,003
VIRTUS INVT PARTNERS INC COM 92828Q109 172 1,312 SH   DFND 4 303 0 1,009
VIRTUSA CORP COM 92827P102 155 3,748 SH   DFND 4 0 0 3,748
VISA INC COM CL A 92826C839 949 14,516 SH   DFND 2 0 0 14,516
VISA INC COM CL A 92826C839 359,901 5,502,235 SH   DFND 3 5,502,235 0 0
VISA INC COM CL A 92826C839 128,443 1,963,383 SH   DFND 4 1,417,177 0 546,206
VISHAY INTERTECHNOLOGY INC COM 928298108 78 5,651 SH   DFND 3 5,651 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,344 97,381 SH   DFND 4 88,040 0 9,341
VISTA OUTDOOR INC COM 928377100 88 2,045 SH   DFND 4 2,045 0 0
VISTEON CORP COM NEW 92839U206 118 1,221 SH   DFND 3 1,221 0 0
VISTEON CORP COM NEW 92839U206 2,859 29,645 SH   DFND 4 26,841 0 2,804
VITAMIN SHOPPE INC COM 92849E101 224 5,335 SH   DFND 4 998 0 4,337
VIVUS INC COM 928551100 32 12,677 SH   DFND 4 0 0 12,677
VMWARE INC CL A COM 928563402 17,998 219,460 SH   DFND 3 219,460 0 0
VMWARE INC CL A COM 928563402 5,775 70,407 SH   DFND 4 53,246 0 17,161
VOCERA COMMUNICATIONS INC COM 92857F107 41 4,138 SH   DFND 4 0 0 4,138
VONAGE HLDGS CORP COM 92886T201 124 25,475 SH   DFND 4 0 0 25,475
VORNADO RLTY TR SH BEN INT 929042109 53,151 474,563 SH   DFND 3 474,563 0 0
VORNADO RLTY TR SH BEN INT 929042109 47,900 427,672 SH   DFND 4 382,801 0 44,871
VOYA FINL INC COM 929089100 21,925 508,582 SH   DFND 3 508,582 0 0
VOYA FINL INC COM 929089100 8,250 191,392 SH   DFND 4 154,239 0 37,153
VRINGO INC COM 92911N104 9 13,625 SH   DFND 4 0 0 13,625
VSE CORP COM 918284100 55 682 SH   DFND 4 0 0 682
VULCAN MATLS CO COM 929160109 32,397 384,310 SH   DFND 3 384,310 0 0
VULCAN MATLS CO COM 929160109 12,655 150,071 SH   DFND 4 113,908 0 36,163
W & T OFFSHORE INC COM 92922P106 34 6,580 SH   DFND 4 0 0 6,580
W P CAREY INC COM 92936U109 203 2,990 SH   DFND 3 2,990 0 0
W P CAREY INC COM 92936U109 9,184 135,059 SH   DFND 4 135,059 0 0
WABASH NATL CORP COM 929566107 143 10,155 SH   DFND 4 0 0 10,155
WABCO HLDGS INC COM 92927K102 1,039 8,453 SH   DFND 4 8,453 0 0
WABTEC CORP COM 929740108 988 10,401 SH   DFND 4 8,846 0 1,555
WADDELL & REED FINL INC CL A 930059100 36 720 SH   DFND 3 720 0 0
WADDELL & REED FINL INC CL A 930059100 873 17,622 SH   DFND 4 17,622 0 0
WAGEWORKS INC COM 930427109 332 6,270 SH   DFND 4 1,152 0 5,118
WAL-MART STORES INC COM 931142103 374,104 4,548,382 SH   DFND 3 4,548,382 0 0
WAL-MART STORES INC COM 931142103 209,512 2,546,868 SH   DFND 4 2,030,873 0 515,995
WALGREENS BOOTS ALLIANCE INC COM 931427108 213,484 2,521,064 SH   DFND 3 2,521,064 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 87,364 1,031,413 SH   DFND 4 796,035 0 235,378
WALKER & DUNLOP INC COM 93148P102 61 3,472 SH   DFND 4 0 0 3,472
WALTER ENERGY INC COM 93317Q105 8 11,885 SH   DFND 4 0 0 11,885
WALTER INVT MGMT CORP COM 93317W102 303 18,814 SH   DFND 4 13,407 0 5,407
WARREN RES INC COM 93564A100 12 13,257 SH   DFND 4 0 0 13,257
WASHINGTON FED INC COM 938824109 41 1,870 SH   DFND 3 1,870 0 0
WASHINGTON FED INC COM 938824109 1,121 51,497 SH   DFND 4 36,968 0 14,529
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 92 3,314 SH   DFND 3 3,314 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3,791 137,182 SH   DFND 4 127,765 0 9,417
WASHINGTON TR BANCORP COM 940610108 102 2,690 SH   DFND 4 0 0 2,690
WASTE CONNECTIONS INC COM 941053100 33 690 SH   DFND 3 690 0 0
WASTE CONNECTIONS INC COM 941053100 2,337 48,545 SH   DFND 4 46,097 0 2,448
WASTE MGMT INC DEL COM 94106L109 70,833 1,306,154 SH   DFND 3 1,306,154 0 0
WASTE MGMT INC DEL COM 94106L109 42,526 784,477 SH   DFND 4 611,057 0 173,420
WATERS CORP COM 941848103 93 749 SH   DFND 2 0 0 749
WATERS CORP COM 941848103 28,621 230,217 SH   DFND 3 230,217 0 0
WATERS CORP COM 941848103 13,806 111,052 SH   DFND 4 88,086 0 22,966
WATERSTONE FINL INC MD COM 94188P101 82 6,361 SH   DFND 4 0 0 6,361
WATSCO INC COM 942622200 36 287 SH   DFND 3 287 0 0
WATSCO INC COM 942622200 1,561 12,441 SH   DFND 4 8,634 0 3,807
WATTS WATER TECHNOLOGIES INC CL A 942749102 853 15,588 SH   DFND 4 11,539 0 4,049
WAUSAU PAPER CORP COM 943315101 69 7,402 SH   DFND 4 0 0 7,402
WAYFAIR INC CL A 94419L101 65 2,014 SH   DFND 4 0 0 2,014
WCI CMNTYS INC COM PAR $0.01 92923C807 38 1,570 SH   DFND 4 0 0 1,570
WD-40 CO COM 929236107 219 2,479 SH   DFND 4 300 0 2,179
WEB COM GROUP INC COM 94733A104 146 7,732 SH   DFND 4 0 0 7,732
WEBMD HEALTH CORP COM 94770V102 296 6,705 SH   DFND 4 1,221 0 5,484
WEBSTER FINL CORP CONN COM 947890109 51 1,380 SH   DFND 3 1,380 0 0
WEBSTER FINL CORP CONN COM 947890109 1,716 46,293 SH   DFND 4 29,091 0 17,202
WEIGHT WATCHERS INTL INC NEW COM 948626106 28 3,969 SH   DFND 4 0 0 3,969
WEINGARTEN RLTY INVS SH BEN INT 948741103 11,481 319,094 SH   DFND 3 319,094 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 8,813 244,949 SH   DFND 4 241,850 0 3,099
WEIS MKTS INC COM 948849104 123 2,480 SH   DFND 4 400 0 2,080
WELLCARE HEALTH PLANS INC COM 94946T106 135 1,478 SH   DFND 3 1,478 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 3,706 40,488 SH   DFND 4 30,955 0 9,533
WELLS FARGO & CO NEW COM 949746101 799,472 14,696,181 SH   DFND 3 14,696,181 0 0
WELLS FARGO & CO NEW COM 949746101 349,451 6,423,866 SH   DFND 4 5,066,848 0 1,357,018
WENDYS CO COM 95058W100 46 4,200 SH   DFND 3 4,200 0 0
WENDYS CO COM 95058W100 1,322 121,283 SH   DFND 4 116,560 0 4,723
WERNER ENTERPRISES INC COM 950755108 34 1,070 SH   DFND 3 1,070 0 0
WERNER ENTERPRISES INC COM 950755108 943 30,097 SH   DFND 4 23,802 0 6,295
WESBANCO INC COM 950810101 181 5,590 SH   DFND 4 1,431 0 4,159
WESCO AIRCRAFT HLDGS INC COM 950814103 138 9,035 SH   DFND 4 1,447 0 7,588
WESCO INTL INC COM 95082P105 73 1,043 SH   DFND 3 1,043 0 0
WESCO INTL INC COM 95082P105 1,712 24,517 SH   DFND 4 22,650 0 1,867
WEST BANCORPORATION INC CAP STK 95123P106 61 3,103 SH   DFND 4 0 0 3,103
WEST CORP COM 952355204 201 6,044 SH   DFND 4 700 0 5,344
WEST PHARMACEUTICAL SVSC INC COM 955306105 744 12,495 SH   DFND 4 2,288 0 10,207
WESTAMERICA BANCORPORATION COM 957090103 209 4,822 SH   DFND 4 998 0 3,824
WESTAR ENERGY INC COM 95709T100 144 3,712 SH   DFND 3 3,712 0 0
WESTAR ENERGY INC COM 95709T100 15,372 396,572 SH   DFND 4 391,233 0 5,339
WESTERN ALLIANCE BANCORP COM 957638109 380 12,952 SH   DFND 4 2,013 0 10,939
WESTERN ASSET MTG CAP CORP COM 95790D105 133 8,723 SH   DFND 4 0 0 8,723
WESTERN DIGITAL CORP COM 958102105 54,948 603,761 SH   DFND 3 603,761 0 0
WESTERN DIGITAL CORP COM 958102105 23,158 254,458 SH   DFND 4 197,259 0 57,199
WESTERN REFNG INC COM 959319104 84 1,710 SH   DFND 3 1,710 0 0
WESTERN REFNG INC COM 959319104 2,383 48,213 SH   DFND 4 37,121 0 11,092
WESTERN UN CO COM 959802109 33,226 1,596,625 SH   DFND 3 1,596,625 0 0
WESTERN UN CO COM 959802109 17,388 835,771 SH   DFND 4 670,138 0 165,633
WESTLAKE CHEM CORP COM 960413102 6,787 94,341 SH   DFND 3 94,341 0 0
WESTLAKE CHEM CORP COM 960413102 1,446 20,102 SH   DFND 4 13,659 0 6,443
WESTMORELAND COAL CO COM 960878106 49 1,870 SH   DFND 4 0 0 1,870
WESTWOOD HLDGS GROUP INC COM 961765104 79 1,303 SH   DFND 4 0 0 1,303
WEX INC COM 96208T104 735 6,853 SH   DFND 4 1,240 0 5,613
WEYERHAEUSER CO COM 962166104 49,463 1,492,084 SH   DFND 3 1,492,084 0 0
WEYERHAEUSER CO COM 962166104 29,986 904,302 SH   DFND 4 742,270 0 162,032
WGL HLDGS INC COM 92924F106 100 1,780 SH   DFND 3 1,780 0 0
WGL HLDGS INC COM 92924F106 2,383 42,173 SH   DFND 4 31,348 0 10,825
WHIRLPOOL CORP COM 963320106 43,621 215,879 SH   DFND 3 215,879 0 0
WHIRLPOOL CORP COM 963320106 21,798 107,879 SH   DFND 4 85,160 0 22,719
WHITE MTNS INS GROUP LTD COM G9618E107 79 116 SH   DFND 4 116 0 0
WHITESTONE REIT COM 966084204 66 4,148 SH   DFND 4 0 0 4,148
WHITEWAVE FOODS CO COM 966244105 38 850 SH   DFND 3 850 0 0
WHITEWAVE FOODS CO COM 966244105 1,273 28,710 SH   DFND 4 28,710 0 0
WHITING PETE CORP NEW COM 966387102 10,965 354,853 SH   DFND 3 354,853 0 0
WHITING PETE CORP NEW COM 966387102 3,551 114,899 SH   DFND 4 95,629 0 19,270
WHOLE FOODS MKT INC COM 966837106 48,231 926,098 SH   DFND 3 926,098 0 0
WHOLE FOODS MKT INC COM 966837106 19,358 371,669 SH   DFND 4 280,334 0 91,335
WILEY JOHN & SONS INC CL A 968223206 31 500 SH   DFND 3 500 0 0
WILEY JOHN & SONS INC CL A 968223206 796 13,013 SH   DFND 4 13,013 0 0
WILLBROS GROUP INC DEL COM 969203108 18 5,615 SH   DFND 4 0 0 5,615
WILLIAMS CLAYTON ENERGY INC COM 969490101 41 816 SH   DFND 4 0 0 816
WILLIAMS COS INC DEL COM 969457100 105,540 2,086,177 SH   DFND 3 2,086,177 0 0
WILLIAMS COS INC DEL COM 969457100 47,778 944,443 SH   DFND 4 755,712 0 188,731
WILLIAMS SONOMA INC COM 969904101 79 990 SH   DFND 3 990 0 0
WILLIAMS SONOMA INC COM 969904101 2,215 27,803 SH   DFND 4 25,542 0 2,261
WILSHIRE BANCORP INC COM 97186T108 106 10,636 SH   DFND 4 0 0 10,636
WINDSTREAM HLDGS INC COM 97382A101 53 7,160 SH   DFND 2 0 0 7,160
WINDSTREAM HLDGS INC COM 97382A101 12,748 1,722,662 SH   DFND 3 1,722,662 0 0
WINDSTREAM HLDGS INC COM 97382A101 11,370 1,535,192 SH   DFND 4 1,358,787 0 176,405
WINNEBAGO INDS INC COM 974637100 100 4,741 SH   DFND 4 701 0 4,040
WINTHROP RLTY TR SH BEN INT NEW 976391300 19 1,152 SH   DFND 3 1,152 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 836 51,240 SH   DFND 4 51,240 0 0
WINTRUST FINL CORP COM 97650W108 583 12,270 SH   DFND 4 5,623 0 6,647
WIPRO LTD SPON ADR 1 SH 97651M109 1,958 146,817 SH   DFND 4 95,281 0 51,536
WISCONSIN ENERGY CORP COM 976657106 31,843 643,294 SH   DFND 3 643,294 0 0
WISCONSIN ENERGY CORP COM 976657106 47,668 962,314 SH   DFND 4 848,392 0 113,922
WISDOMTREE INVTS INC COM 97717P104 407 19,015 SH   DFND 4 3,176 0 15,839
WNS HOLDINGS LTD SPON ADR 92932M101 233 9,600 SH   DFND 4 9,600 0 0
WOLVERINE WORLD WIDE INC COM 978097103 825 24,640 SH   DFND 4 9,867 0 14,773
WOODWARD INC COM 980745103 37 716 SH   DFND 3 716 0 0
WOODWARD INC COM 980745103 1,124 22,123 SH   DFND 4 12,645 0 9,478
WORKDAY INC CL A 98138H101 20,157 238,797 SH   DFND 3 238,797 0 0
WORKDAY INC CL A 98138H101 6,346 75,175 SH   DFND 4 60,107 0 15,068
WORLD ACCEP CORP DEL COM 981419104 90 1,203 SH   DFND 4 0 0 1,203
WORLD FUEL SVCS CORP COM 981475106 206 3,592 SH   DFND 3 3,592 0 0
WORLD FUEL SVCS CORP COM 981475106 5,448 94,691 SH   DFND 4 86,794 0 7,897
WORLD WRESTLING ENTMT INC CL A 98156Q108 72 5,223 SH   DFND 4 0 0 5,223
WORTHINGTON INDS INC COM 981811102 31 1,180 SH   DFND 3 1,180 0 0
WORTHINGTON INDS INC COM 981811102 897 33,815 SH   DFND 4 26,496 0 7,319
WP GLIMCHER IN COM 92939N102 103 6,174 SH   DFND 3 6,174 0 0
WP GLIMCHER IN COM 92939N102 4,444 267,208 SH   DFND 4 267,208 0 0
WPX ENERGY INC COM 98212B103 98 8,951 SH   DFND 3 8,951 0 0
WPX ENERGY INC COM 98212B103 2,458 225,186 SH   DFND 4 207,945 0 17,241
WRIGHT MED GROUP INC COM 98235T107 227 8,834 SH   DFND 4 1,791 0 7,043
WSFS FINL CORP COM 929328102 101 1,329 SH   DFND 4 0 0 1,329
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 826 21,300 SH   DFND 4 21,300 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 32,826 362,844 SH   DFND 3 362,844 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 13,301 147,006 SH   DFND 4 108,189 0 38,817
WYNN RESORTS LTD COM 983134107 29,378 233,381 SH   DFND 3 233,381 0 0
WYNN RESORTS LTD COM 983134107 10,490 83,297 SH   DFND 4 63,062 0 20,235
XCEL ENERGY INC COM 98389B100 49,338 1,417,359 SH   DFND 3 1,417,359 0 0
XCEL ENERGY INC COM 98389B100 76,155 2,187,594 SH   DFND 4 1,972,747 0 214,847
XCERRA CORP COM 98400J108 70 7,895 SH   DFND 4 0 0 7,895
XENOPORT INC COM 98411C100 82 11,340 SH   DFND 4 0 0 11,340
XEROX CORP COM 984121103 96 7,472 SH   DFND 2 0 0 7,472
XEROX CORP COM 984121103 41,625 3,239,273 SH   DFND 3 3,239,273 0 0
XEROX CORP COM 984121103 23,070 1,795,074 SH   DFND 4 1,435,914 0 359,160
XILINX INC COM 983919101 28,073 663,676 SH   DFND 3 663,676 0 0
XILINX INC COM 983919101 13,118 310,159 SH   DFND 4 240,281 0 69,878
XO GROUP INC COM 983772104 87 4,963 SH   DFND 4 0 0 4,963
XOMA CORP DEL COM 98419J107 63 16,864 SH   DFND 4 0 0 16,864
XOOM CORP COM 98419Q101 68 4,648 SH   DFND 4 0 0 4,648
XPO LOGISTICS INC COM 983793100 468 10,168 SH   DFND 4 2,641 0 7,527
XYLEM INC COM 98419M100 19,819 565,932 SH   DFND 3 565,932 0 0
XYLEM INC COM 98419M100 7,545 215,455 SH   DFND 4 172,820 0 42,635
YADKIN FINL CORP COM 984305102 75 3,670 SH   DFND 4 0 0 3,670
YAHOO INC COM 984332106 285 6,410 SH   DFND 2 0 0 6,410
YAHOO INC COM 984332106 110,481 2,486,361 SH   DFND 3 2,486,361 0 0
YAHOO INC COM 984332106 43,891 987,500 SH   DFND 4 737,709 0 249,791
YAMANA GOLD INC COM 98462Y100 9,000 2,510,746 SH   DFND 3 2,510,746 0 0
YAMANA GOLD INC COM 98462Y100 5,669 1,579,492 SH   DFND 4 1,423,025 0 156,467
YELP INC CL A 985817105 91 1,914 SH   DFND 4 1,914 0 0
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 244 132,070 SH   DFND 4 132,070 0 0
YORK WTR CO COM 987184108 53 2,166 SH   DFND 4 0 0 2,166
YOUKU TUDOU INC SPONSORED ADR 98742U100 506 40,500 SH   DFND 4 40,500 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 80 4,497 SH   DFND 4 0 0 4,497
YUM BRANDS INC COM 988498101 96,634 1,227,570 SH   DFND 3 1,227,570 0 0
YUM BRANDS INC COM 988498101 37,876 481,026 SH   DFND 4 351,758 0 129,268
YY INC ADS REPCOM CLA 98426T106 502 9,200 SH   DFND 4 9,200 0 0
ZAFGEN INC COM 98885E103 51 1,265 SH   DFND 4 0 0 1,265
ZEBRA TECHNOLOGIES CORP CL A 989207105 221 2,436 SH   DFND 4 2,436 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 153 4,880 SH   DFND 4 0 0 4,880
ZENDESK INC COM 98936J101 30 1,326 SH   DFND 4 0 0 1,326
ZEP INC COM 98944B108 67 3,872 SH   DFND 4 0 0 3,872
ZILLOW GROUP INC CL A 98954M101 747 7,450 SH   DFND 4 5,082 0 2,368
ZIMMER HLDGS INC COM 98956P102 56,565 481,322 SH   DFND 3 481,322 0 0
ZIMMER HLDGS INC COM 98956P102 25,330 215,527 SH   DFND 4 172,837 0 42,690
ZIONS BANCORPORATION COM 989701107 14,816 548,750 SH   DFND 3 548,750 0 0
ZIONS BANCORPORATION COM 989701107 6,167 228,503 SH   DFND 4 195,683 0 32,820
ZIOPHARM ONCOLOGY INC COM 98973P101 175 15,671 SH   DFND 4 0 0 15,671
ZIX CORP COM 98974P100 28 6,917 SH   DFND 4 0 0 6,917
ZOETIS INC CL A 98978V103 63,758 1,377,367 SH   DFND 3 1,377,367 0 0
ZOETIS INC CL A 98978V103 26,100 563,757 SH   DFND 4 442,279 0 121,478
ZOGENIX INC COM 98978L105 23 17,002 SH   DFND 4 0 0 17,002
ZS PHARMA INC COM 98979G105 55 1,304 SH   DFND 4 0 0 1,304
ZUMIEZ INC COM 989817101 171 4,232 SH   DFND 4 1,113 0 3,119
ZYNGA INC CL A 98986T108 67 23,420 SH   DFND 4 23,420 0 0