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
1ST SOURCE CORP COM 336901103 96 2,741 SH   DFND 4 0 0 2,741
3-D SYS CORP DEL COM NEW 88554D205 9,526 289,817 SH   DFND 3 289,817 0 0
3-D SYS CORP DEL COM NEW 88554D205 1,425 43,351 SH   DFND 4 39,653 0 3,698
3M CO COM 88579Y101 299,684 1,823,784 SH   DFND 3 1,823,784 0 0
3M CO COM 88579Y101 121,770 740,758 SH   DFND 4 568,843 0 171,915
51JOB INC SP ADR REP COM 316827104 201 5,600 SH   DFND 4 5,600 0 0
8X8 INC NEW COM 282914100 118 12,949 SH   DFND 4 0 0 12,949
A H BELO CORP COM CL A 001282102 39 3,655 SH   DFND 4 0 0 3,655
AAON INC COM PAR $0.004 000360206 142 6,298 SH   DFND 4 0 0 6,298
AAR CORP COM 000361105 150 5,330 SH   DFND 4 0 0 5,330
AARONS INC COM PAR $0.50 002535300 47 1,546 SH   DFND 3 1,546 0 0
AARONS INC COM PAR $0.50 002535300 1,076 35,211 SH   DFND 4 33,242 0 1,969
ABAXIS INC COM 002567105 191 3,276 SH   DFND 4 0 0 3,276
ABBOTT LABS COM 002824100 193,739 4,303,396 SH   DFND 3 4,303,396 0 0
ABBOTT LABS COM 002824100 115,651 2,566,323 SH   DFND 4 2,075,482 0 490,841
ABBVIE INC COM 00287Y109 1,054 16,103 SH   DFND 2 0 0 16,103
ABBVIE INC COM 00287Y109 297,233 4,542,062 SH   DFND 3 4,542,062 0 0
ABBVIE INC COM 00287Y109 132,398 2,022,819 SH   DFND 4 1,635,961 0 386,858
ABERCROMBIE & FITCH CO CL A 002896207 68 2,364 SH   DFND 3 2,364 0 0
ABERCROMBIE & FITCH CO CL A 002896207 985 34,401 SH   DFND 4 29,188 0 5,213
ABIOMED INC COM 003654100 227 5,861 SH   DFND 4 0 0 5,861
ABM INDS INC COM 000957100 33 1,140 SH   DFND 3 1,140 0 0
ABM INDS INC COM 000957100 906 31,520 SH   DFND 4 23,401 0 8,119
ABRAXAS PETE CORP COM 003830106 44 15,325 SH   DFND 4 0 0 15,325
ACACIA RESH CORP ACACIA TCH COM 003881307 125 7,138 SH   DFND 4 0 0 7,138
ACADIA HEALTHCARE COMPANY IN COM 00404A109 407 6,516 SH   DFND 4 0 0 6,516
ACADIA PHARMACEUTICALS INC COM 004225108 396 12,231 SH   DFND 4 0 0 12,231
ACADIA RLTY TR COM SH BEN INT 004239109 386 12,045 SH   DFND 3 12,045 0 0
ACADIA RLTY TR COM SH BEN INT 004239109 2,996 93,356 SH   DFND 4 85,271 0 8,085
ACCELERATE DIAGNOSTICS INC COM 00430H102 80 4,183 SH   DFND 4 0 0 4,183
ACCELERON PHARMA INC COM 00434H108 117 3,021 SH   DFND 4 0 0 3,021
ACCO BRANDS CORP COM 00081T108 152 16,794 SH   DFND 4 0 0 16,794
ACCURAY INC COM 004397105 87 11,533 SH   DFND 4 0 0 11,533
ACELRX PHARMACEUTICALS INC COM 00444T100 35 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 181 14,501 SH   DFND 4 0 0 14,501
ACORDA THERAPEUTICS INC COM 00484M106 254 6,163 SH   DFND 4 0 0 6,163
ACTIVISION BLIZZARD INC COM 00507V109 37,420 1,857,051 SH   DFND 3 1,857,051 0 0
ACTIVISION BLIZZARD INC COM 00507V109 13,373 663,367 SH   DFND 4 560,557 0 102,810
ACTUA CORP COM 005094107 112 6,065 SH   DFND 4 0 0 6,065
ACTUANT CORP CL A NEW 00508X203 280 10,110 SH   DFND 4 0 0 10,110
ACTUATE CORP COM 00508B102 43 6,479 SH   DFND 4 0 0 6,479
ACUITY BRANDS INC COM 00508Y102 55 390 SH   DFND 3 390 0 0
ACUITY BRANDS INC COM 00508Y102 1,246 8,898 SH   DFND 4 8,898 0 0
ACXIOM CORP COM 005125109 230 11,144 SH   DFND 4 0 0 11,144
ADOBE SYS INC COM 00724F101 206 2,835 SH   DFND 2 0 0 2,835
ADOBE SYS INC COM 00724F101 105,763 1,454,793 SH   DFND 3 1,454,793 0 0
ADOBE SYS INC COM 00724F101 35,960 494,551 SH   DFND 4 375,475 0 119,076
ADTRAN INC COM 00738A106 177 8,145 SH   DFND 4 0 0 8,145
ADVANCE AUTO PARTS INC COM 00751Y106 29,359 184,322 SH   DFND 3 184,322 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 12,141 76,202 SH   DFND 4 65,407 0 10,795
ADVANCED EMISSIONS SOLUTS IN COM 00770C101 97 4,241 SH   DFND 4 0 0 4,241
ADVANCED ENERGY INDS COM 007973100 146 6,116 SH   DFND 4 0 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 973 364,186 SH   DFND 4 319,693 0 44,493
ADVANCED SEMICONDUCTOR ENGR SPONSORED ADR 00756M404 155 25,259 SH   DFND 4 25,259 0 0
ADVENT SOFTWARE INC COM 007974108 230 7,466 SH   DFND 4 0 0 7,466
ADVISORY BRD CO COM 00762W107 259 5,215 SH   DFND 4 0 0 5,215
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 110 3,625 SH   DFND 3 3,625 0 0
AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2,072 68,230 SH   DFND 4 60,488 0 7,742
AEGERION PHARMACEUTICALS INC COM 00767E102 92 4,289 SH   DFND 4 0 0 4,289
AEGION CORP COM 00770F104 105 5,611 SH   DFND 4 0 0 5,611
AERIE PHARMACEUTICALS INC COM 00771V108 65 2,199 SH   DFND 4 0 0 2,199
AEROPOSTALE COM 007865108 35 14,910 SH   DFND 4 0 0 14,910
AEROVIRONMENT INC COM 008073108 80 2,870 SH   DFND 4 0 0 2,870
AES CORP COM 00130H105 29,324 2,129,573 SH   DFND 3 2,129,573 0 0
AES CORP COM 00130H105 17,728 1,287,119 SH   DFND 4 1,091,924 0 195,195
AETNA INC NEW COM 00817Y108 91,026 1,024,723 SH   DFND 3 1,024,723 0 0
AETNA INC NEW COM 00817Y108 47,735 536,992 SH   DFND 4 435,215 0 101,777
AFFILIATED MANAGERS GROUP COM 008252108 34,300 161,608 SH   DFND 3 161,608 0 0
AFFILIATED MANAGERS GROUP COM 008252108 11,025 51,946 SH   DFND 4 40,299 0 11,647
AFFYMETRIX INC COM 00826T108 115 11,314 SH   DFND 4 0 0 11,314
AFLAC INC COM 001055102 74,391 1,217,731 SH   DFND 3 1,217,731 0 0
AFLAC INC COM 001055102 35,541 581,547 SH   DFND 4 460,456 0 121,091
AG MTG INVT TR INC COM 001228105 78 4,131 SH   DFND 4 0 0 4,131
AGCO CORP COM 001084102 133 2,949 SH   DFND 3 2,949 0 0
AGCO CORP COM 001084102 3,826 84,609 SH   DFND 4 68,992 0 15,617
AGILENT TECHNOLOGIES INC COM 00846U101 143 3,500 SH   DFND 2 0 0 3,500
AGILENT TECHNOLOGIES INC COM 00846U101 37,694 920,712 SH   DFND 3 920,712 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 15,473 377,888 SH   DFND 4 297,984 0 79,904
AGIOS PHARMACEUTICALS INC COM 00847X104 245 2,150 SH   DFND 4 0 0 2,150
AGL RES INC COM 001204106 133 2,435 SH   DFND 3 2,435 0 0
AGL RES INC COM 001204106 4,262 78,093 SH   DFND 4 61,347 0 16,746
AGNICO EAGLE MINES LTD COM 008474108 13,203 528,779 SH   DFND 3 528,779 0 0
AGNICO EAGLE MINES LTD COM 008474108 6,722 269,240 SH   DFND 4 234,309 0 34,931
AGREE REALTY CORP COM 008492100 92 2,953 SH   DFND 3 2,953 0 0
AGREE REALTY CORP COM 008492100 917 29,444 SH   DFND 4 27,244 0 2,200
AGRIUM INC COM 008916108 40,173 423,013 SH   DFND 3 423,013 0 0
AGRIUM INC COM 008916108 15,402 162,187 SH   DFND 4 136,894 0 25,293
AIR LEASE CORP CL A 00912X302 36 1,057 SH   DFND 4 0 0 1,057
AIR METHODS CORP COM PAR $.06 009128307 251 5,685 SH   DFND 4 0 0 5,685
AIR PRODS & CHEMS INC COM 009158106 88,131 611,043 SH   DFND 3 611,043 0 0
AIR PRODS & CHEMS INC COM 009158106 35,235 244,219 SH   DFND 4 191,296 0 52,923
AIR TRANSPORT SERVICES GRP I COM 00922R105 66 7,537 SH   DFND 4 0 0 7,537
AIRGAS INC COM 009363102 17,544 152,314 SH   DFND 3 152,314 0 0
AIRGAS INC COM 009363102 8,564 74,334 SH   DFND 4 57,127 0 17,207
AK STL HLDG CORP COM 001547108 76 12,847 SH   DFND 3 12,847 0 0
AK STL HLDG CORP COM 001547108 949 160,218 SH   DFND 4 111,329 0 48,889
AKAMAI TECHNOLOGIES INC COM 00971T101 31,900 506,670 SH   DFND 3 506,670 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 11,034 175,253 SH   DFND 4 130,167 0 45,086
AKORN INC COM 009728106 337 9,173 SH   DFND 4 0 0 9,173
ALAMO GROUP INC COM 011311107 56 1,135 SH   DFND 4 0 0 1,135
ALASKA AIR GROUP INC COM 011659109 105 1,755 SH   DFND 3 1,755 0 0
ALASKA AIR GROUP INC COM 011659109 2,831 47,287 SH   DFND 4 42,338 0 4,949
ALBANY INTL CORP CL A 012348108 170 4,426 SH   DFND 4 0 0 4,426
ALBANY MOLECULAR RESH INC COM 012423109 68 4,256 SH   DFND 4 0 0 4,256
ALBEMARLE CORP COM 012653101 66 1,104 SH   DFND 3 1,104 0 0
ALBEMARLE CORP COM 012653101 2,111 35,086 SH   DFND 4 21,568 0 13,518
ALCATEL-LUCENT SPONSORED ADR 013904305 856 240,816 SH   DFND 4 240,816 0 0
ALCOA INC COM 013817101 431 27,274 SH   DFND 2 0 0 27,274
ALCOA INC COM 013817101 52,840 3,346,446 SH   DFND 3 3,346,446 0 0
ALCOA INC COM 013817101 27,458 1,738,805 SH   DFND 4 1,410,887 0 327,918
ALERE INC COM 01449J105 53 1,400 SH   DFND 3 1,400 0 0
ALERE INC COM 01449J105 1,083 28,461 SH   DFND 4 25,324 0 3,137
ALEXANDER & BALDWIN INC NEW COM 014491104 286 7,133 SH   DFND 4 0 0 7,133
ALEXANDERS INC COM 014752109 184 420 SH   DFND 3 420 0 0
ALEXANDERS INC COM 014752109 1,427 3,267 SH   DFND 4 2,968 0 299
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,387 15,625 SH   DFND 3 15,625 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 10,648 119,961 SH   DFND 4 117,792 0 2,169
ALEXION PHARMACEUTICALS INC COM 015351109 379 2,050 SH   DFND 2 0 0 2,050
ALEXION PHARMACEUTICALS INC COM 015351109 103,990 562,016 SH   DFND 3 562,016 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 37,404 202,153 SH   DFND 4 156,589 0 45,564
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 9,355 90,000 SH   DFND 4 90,000 0 0
ALLEGHANY CORP DEL COM 017175100 22,993 49,607 SH   DFND 3 49,607 0 0
ALLEGHANY CORP DEL COM 017175100 13,791 29,688 SH   DFND 4 24,538 0 5,150
ALLEGHENY TECHNOLOGIES INC COM 01741R102 10,915 313,929 SH   DFND 3 313,929 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,369 125,639 SH   DFND 4 106,659 0 18,980
ALLEGIANT TRAVEL CO COM 01748X102 299 1,999 SH   DFND 4 0 0 1,999
ALLERGAN INC COM 018490102 633 2,976 SH   DFND 2 0 0 2,976
ALLERGAN INC COM 018490102 182,615 859,003 SH   DFND 3 859,003 0 0
ALLERGAN INC COM 018490102 72,033 338,817 SH   DFND 4 267,379 0 71,438
ALLETE INC COM NEW 018522300 28 510 SH   DFND 3 510 0 0
ALLETE INC COM NEW 018522300 6,163 111,671 SH   DFND 4 105,631 0 6,040
ALLIANCE DATA SYSTEMS CORP COM 018581108 46,261 161,724 SH   DFND 3 161,724 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 15,502 54,189 SH   DFND 4 40,005 0 14,184
ALLIANCE FIBER OPTIC PRODS I COM NEW 018680306 26 1,751 SH   DFND 4 0 0 1,751
ALLIANCE ONE INTL INC COM 018772103 26 16,695 SH   DFND 4 0 0 16,695
ALLIANT ENERGY CORP COM 018802108 20,408 307,250 SH   DFND 3 307,250 0 0
ALLIANT ENERGY CORP COM 018802108 28,371 427,045 SH   DFND 4 404,497 0 22,548
ALLIANT TECHSYSTEMS INC COM 018804104 1,700 14,621 SH   DFND 4 13,081 0 1,540
ALLIANT TECHSYSTEMS INC COM 018804104 96 830 SH   DFND 3 830 0 0
ALLIED NEVADA GOLD CORP COM 019344100 17 19,071 SH   DFND 4 0 0 19,071
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 69 5,383 SH   DFND 4 5,383 0 0
ALLSTATE CORP COM 020002101 82,825 1,179,010 SH   DFND 3 1,179,010 0 0
ALLSTATE CORP COM 020002101 43,787 623,055 SH   DFND 4 500,009 0 123,046
ALLY FINL INC COM 02005N100 20,154 853,250 SH   DFND 3 853,250 0 0
ALLY FINL INC COM 02005N100 5,179 219,278 SH   DFND 4 211,678 0 7,600
ALON USA ENERGY INC COM 020520102 59 4,608 SH   DFND 4 0 0 4,608
ALPHA NATURAL RESOURCES INC COM 02076X102 69 41,515 SH   DFND 3 41,515 0 0
ALPHA NATURAL RESOURCES INC COM 02076X102 1,390 829,293 SH   DFND 4 729,197 0 100,096
ALTERA CORP COM 021441100 33,914 918,070 SH   DFND 3 918,070 0 0
ALTERA CORP COM 021441100 12,599 341,005 SH   DFND 4 261,239 0 79,766
ALTISOURCE ASSET MGMT CORP COM 02153X108 76 219 SH   DFND 4 0 0 219
ALTISOURCE RESIDENTIAL CORP CL B 02153W100 162 8,269 SH   DFND 4 0 0 8,269
ALTRA INDL MOTION CORP COM 02208R106 115 4,002 SH   DFND 4 0 0 4,002
ALTRIA GROUP INC COM 02209S103 956 19,409 SH   DFND 2 0 0 19,409
ALTRIA GROUP INC COM 02209S103 278,634 5,655,240 SH   DFND 3 5,655,240 0 0
ALTRIA GROUP INC COM 02209S103 128,346 2,603,753 SH   DFND 4 2,070,749 0 533,004
AMAG PHARMACEUTICALS INC COM 00163U106 175 3,991 SH   DFND 4 0 0 3,991
AMAZON COM INC COM 023135106 328,369 1,058,061 SH   DFND 3 1,058,061 0 0
AMAZON COM INC COM 023135106 107,668 346,922 SH   DFND 4 255,203 0 91,719
AMBAC FINL GROUP INC COM NEW 023139884 155 6,336 SH   DFND 4 0 0 6,336
AMBEV SA SPONSORED ADR 02319V103 362 58,205 SH   DFND 4 58,205 0 0
AMC ENTMT HLDGS INC CL A COM 00165C104 102 3,890 SH   DFND 4 0 0 3,890
AMDOCS LTD SHS G02602103 24,926 534,265 SH   DFND 3 534,265 0 0
AMDOCS LTD SHS G02602103 7,802 167,200 SH   DFND 4 156,345 0 10,855
AMEC PLC SPONSORED ADR 00167X205 4,308 331,992 SH   DFND 4 327,758 0 4,234
AMEDISYS INC COM 023436108 141 4,731 SH   DFND 4 0 0 4,731
AMER RLTY CAP HEALTHCAR TR I COM 02917R108 395 33,175 SH   DFND 3 33,175 0 0
AMER RLTY CAP HEALTHCAR TR I COM 02917R108 3,188 267,511 SH   DFND 4 243,352 0 24,159
AMEREN CORP COM 023608102 33,076 717,013 SH   DFND 3 717,013 0 0
AMEREN CORP COM 023608102 45,757 991,575 SH   DFND 4 919,006 0 72,569
AMERICAN AIRLS GROUP INC COM 02376R102 23,352 435,420 SH   DFND 3 435,420 0 0
AMERICAN AIRLS GROUP INC COM 02376R102 5,781 107,709 SH   DFND 4 89,729 0 17,980
AMERICAN ASSETS TR INC COM 024013104 306 7,674 SH   DFND 3 7,674 0 0
AMERICAN ASSETS TR INC COM 024013104 2,215 55,485 SH   DFND 4 50,363 0 5,122
AMERICAN AXLE & MFG HLDGS IN COM 024061103 219 9,621 SH   DFND 4 0 0 9,621
AMERICAN CAMPUS CMNTYS INC COM 024835100 914 22,098 SH   DFND 3 22,098 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 7,235 174,878 SH   DFND 4 171,735 0 3,143
AMERICAN CAP LTD COM 02503Y103 4,614 315,707 SH   DFND 4 315,707 0 0
AMERICAN CAP MTG INVT CORP COM 02504A104 142 7,406 SH   DFND 4 0 0 7,406
AMERICAN CAPITAL AGENCY CORP COM 02503X105 22,298 1,021,437 SH   DFND 3 1,021,437 0 0
AMERICAN CAPITAL AGENCY CORP COM 02503X105 11,390 521,473 SH   DFND 4 444,849 0 76,624
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 63 4,520 SH   DFND 3 4,520 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,006 144,299 SH   DFND 4 102,464 0 41,835
AMERICAN ELEC PWR INC COM 025537101 84,469 1,391,130 SH   DFND 3 1,391,130 0 0
AMERICAN ELEC PWR INC COM 025537101 93,920 1,546,108 SH   DFND 4 1,394,799 0 151,309
AMERICAN EQTY INVT LIFE HLD COM 025676206 45 1,557 SH   DFND 3 1,557 0 0
AMERICAN EQTY INVT LIFE HLD COM 025676206 502 17,074 SH   DFND 4 6,350 0 10,724
AMERICAN EXPRESS CO COM 025816109 242,651 2,608,024 SH   DFND 3 2,608,024 0 0
AMERICAN EXPRESS CO COM 025816109 93,879 1,008,702 SH   DFND 4 772,168 0 236,534
AMERICAN FINL GROUP INC OHIO COM 025932104 132 2,169 SH   DFND 3 2,169 0 0
AMERICAN FINL GROUP INC OHIO COM 025932104 2,451 40,306 SH   DFND 4 35,384 0 4,922
AMERICAN HOMES 4 RENT CL A 02665T306 514 30,190 SH   DFND 3 30,190 0 0
AMERICAN HOMES 4 RENT CL A 02665T306 3,668 215,411 SH   DFND 4 215,411 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 224,055 4,000,262 SH   DFND 3 4,000,262 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 106,936 1,908,917 SH   DFND 4 1,533,437 0 375,480
AMERICAN PUBLIC EDUCATION IN COM 02913V103 94 2,545 SH   DFND 4 0 0 2,545
AMERICAN RAILCAR INDS INC COM 02916P103 72 1,387 SH   DFND 4 0 0 1,387
AMERICAN RESIDENTIAL PPTYS I COM 02927E303 84 4,725 SH   DFND 4 0 0 4,725
AMERICAN RLTY CAP PPTYS INC COM 02917T104 21,670 2,394,461 SH   DFND 3 2,394,461 0 0
AMERICAN RLTY CAP PPTYS INC COM 02917T104 17,658 1,951,193 SH   DFND 4 1,839,939 0 111,254
AMERICAN SCIENCE & ENGR INC COM 029429107 61 1,174 SH   DFND 4 0 0 1,174
AMERICAN SOFTWARE INC CL A 029683109 41 4,520 SH   DFND 4 0 0 4,520
AMERICAN STS WTR CO COM 029899101 3,857 102,370 SH   DFND 4 96,873 0 5,497
AMERICAN TOWER CORP NEW COM 03027X100 111,887 1,131,891 SH   DFND 3 1,131,891 0 0
AMERICAN TOWER CORP NEW COM 03027X100 87,535 884,813 SH   DFND 4 750,590 0 134,223
AMERICAN VANGUARD CORP COM 030371108 49 4,220 SH   DFND 4 0 0 4,220
AMERICAN WOODMARK CORP COM 030506109 95 2,306 SH   DFND 4 0 0 2,306
AMERICAN WTR WKS CO INC NEW COM 030420103 27,351 513,145 SH   DFND 3 513,145 0 0
AMERICAN WTR WKS CO INC NEW COM 030420103 36,905 692,030 SH   DFND 4 646,395 0 45,635
AMERICAS CAR MART INC COM 03062T105 80 1,516 SH   DFND 4 0 0 1,516
AMERIPRISE FINL INC COM 03076C106 69,304 524,040 SH   DFND 3 524,040 0 0
AMERIPRISE FINL INC COM 03076C106 28,818 217,842 SH   DFND 4 168,113 0 49,729
AMERIS BANCORP COM 03076K108 96 3,687 SH   DFND 4 0 0 3,687
AMERISAFE INC COM 03071H100 117 2,728 SH   DFND 4 0 0 2,728
AMERISOURCEBERGEN CORP COM 03073E105 57,536 638,152 SH   DFND 3 638,152 0 0
AMERISOURCEBERGEN CORP COM 03073E105 47,462 525,411 SH   DFND 4 418,979 0 106,432
AMETEK INC NEW COM 031100100 38,557 732,602 SH   DFND 3 732,602 0 0
AMETEK INC NEW COM 031100100 12,859 244,293 SH   DFND 4 186,723 0 57,570
AMGEN INC COM 031162100 1,218 7,645 SH   DFND 2 0 0 7,645
AMGEN INC COM 031162100 342,330 2,149,098 SH   DFND 3 2,149,098 0 0
AMGEN INC COM 031162100 144,031 904,046 SH   DFND 4 718,583 0 185,463
AMKOR TECHNOLOGY INC COM 031652100 36 5,040 SH   DFND 3 5,040 0 0
AMKOR TECHNOLOGY INC COM 031652100 685 95,782 SH   DFND 4 70,029 0 25,753
AMN HEALTHCARE SERVICES INC COM 001744101 135 6,775 SH   DFND 4 0 0 6,775
AMPHENOL CORP NEW CL A 032095101 44,029 818,224 SH   DFND 3 818,224 0 0
AMPHENOL CORP NEW CL A 032095101 16,792 312,009 SH   DFND 4 234,711 0 77,298
AMPIO PHARMACEUTICALS INC COM 03209T109 27 8,050 SH   DFND 4 0 0 8,050
AMREIT INC NEW CL B 03216B208 81 3,052 SH   DFND 4 0 0 3,052
AMSURG CORP COM 03232P405 334 6,129 SH   DFND 4 0 0 6,129
AMTRUST FINL SVCS INC COM 032359309 240 4,313 SH   DFND 4 0 0 4,313
ANACOR PHARMACEUTICALS INC COM 032420101 164 5,133 SH   DFND 4 0 0 5,133
ANADARKO PETE CORP COM 032511107 83 1,004 SH   DFND 2 0 0 1,004
ANADARKO PETE CORP COM 032511107 118,267 1,433,540 SH   DFND 3 1,433,540 0 0
ANADARKO PETE CORP COM 032511107 46,580 564,706 SH   DFND 4 437,209 0 127,497
ANALOG DEVICES INC COM 032654105 47,921 863,131 SH   DFND 3 863,131 0 0
ANALOG DEVICES INC COM 032654105 19,189 345,562 SH   DFND 4 264,050 0 81,512
ANALOGIC CORP COM PAR $0.05 032657207 159 1,827 SH   DFND 4 0 0 1,827
ANDERSONS INC COM 034164103 56 1,062 SH   DFND 3 1,062 0 0
ANDERSONS INC COM 034164103 911 17,089 SH   DFND 4 13,088 0 4,001
ANGIES LIST INC COM 034754101 48 7,804 SH   DFND 4 0 0 7,804
ANGIODYNAMICS INC COM 03475V101 71 3,721 SH   DFND 4 0 0 3,721
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 176 20,213 SH   DFND 2 0 0 20,213
ANI PHARMACEUTICALS INC COM 00182C103 16 286 SH   DFND 4 0 0 286
ANIKA THERAPEUTICS INC COM 035255108 89 2,186 SH   DFND 4 0 0 2,186
ANIXTER INTL INC COM 035290105 78 880 SH   DFND 3 880 0 0
ANIXTER INTL INC COM 035290105 1,518 17,186 SH   DFND 4 11,960 0 5,226
ANK OF NEW YORK MELLON CORP P COM 064058100 133,476 3,290,008 SH   DFND 3 3,290,008 0 0
ANK OF NEW YORK MELLON CORP P COM 064058100 60,154 1,482,286 SH   DFND 4 1,175,131 0 307,155
ANNALY CAP MGMT INC COM 035710409 23,602 2,180,016 SH   DFND 4 1,841,727 0 338,289
ANNALY CAP MGMT INC COM 035710409 27,534 2,547,061 SH   DFND 3 2,547,061 0 0
ANSYS INC COM 03662Q105 22,829 278,397 SH   DFND 3 278,397 0 0
ANSYS INC COM 03662Q105 7,348 89,499 SH   DFND 4 67,894 0 21,605
ANTARES PHARMA INC COM 036642106 49 18,693 SH   DFND 4 0 0 18,693
ANTERO RES CORP COM 03674X106 6,444 158,796 SH   DFND 3 158,796 0 0
ANTERO RES CORP COM 03674X106 537 13,242 SH   DFND 4 13,242 0 0
ANTHEM INC COM 036752103 99,141 788,898 SH   DFND 3 788,898 0 0
ANTHEM INC COM 036752103 65,491 520,483 SH   DFND 4 431,734 0 88,749
ANWORTH MORTGAGE ASSET CP COM 037347101 28 5,258 SH   DFND 3 5,258 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 556 105,535 SH   DFND 4 82,004 0 23,531
AOL INC COM 00184X105 158 3,430 SH   DFND 3 3,430 0 0
AOL INC COM 00184X105 2,516 54,452 SH   DFND 4 47,593 0 6,859
APACHE CORP COM 037411105 46 740 SH   DFND 2 0 0 740
APACHE CORP COM 037411105 67,371 1,075,017 SH   DFND 3 1,075,017 0 0
APACHE CORP COM 037411105 33,391 533,014 SH   DFND 4 429,841 0 103,173
APARTMENT INVT & MGMT CO CL A 03748R101 1,220 32,828 SH   DFND 3 32,828 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 10,134 272,629 SH   DFND 4 250,837 0 21,792
APOGEE ENTERPRISES INC COM 037598109 176 4,191 SH   DFND 4 0 0 4,191
APOLLO COML REAL EST FIN INC COM 03762U105 112 6,692 SH   DFND 4 0 0 6,692
APOLLO ED GROUP INC CL A 037604105 108 3,170 SH   DFND 3 3,170 0 0
APOLLO ED GROUP INC CL A 037604105 2,492 73,024 SH   DFND 4 65,006 0 8,018
APOLLO GLOBAL MGMT LLC CL A SHS 037612306 4,377 185,649 SH   DFND 4 185,649 0 0
APOLLO INVT CORP COM 03761U106 2,065 278,174 SH   DFND 4 278,174 0 0
APOLLO RESIDENTIAL MTG INC COM 03763V102 75 4,700 SH   DFND 4 0 0 4,700
APPLE INC COM 037833100 1,845 16,715 SH   DFND 2 0 0 16,715
APPLE INC COM 037833100 1,862,997 16,878,032 SH   DFND 3 16,878,032 0 0
APPLE INC COM 037833100 664,603 6,019,652 SH   DFND 4 4,556,151 0 1,463,501
APPLIED INDL TECHNOLOGIES IN COM 03820C105 271 5,861 SH   DFND 4 0 0 5,861
APPLIED MATLS INC COM 038222105 189 7,591 SH   DFND 2 0 0 7,591
APPLIED MATLS INC COM 038222105 87,447 3,509,100 SH   DFND 3 3,509,100 0 0
APPLIED MATLS INC COM 038222105 34,590 1,387,711 SH   DFND 4 1,081,239 0 306,472
APPLIED OPTOELECTRONICS INC COM 03823U102 33 2,986 SH   DFND 4 0 0 2,986
APPROACH RESOURCES INC COM 03834A103 36 5,712 SH   DFND 4 0 0 5,712
APTARGROUP INC COM 038336103 74 1,112 SH   DFND 3 1,112 0 0
APTARGROUP INC COM 038336103 875 13,058 SH   DFND 4 11,381 0 1,677
AQUA AMERICA INC COM 03836W103 45 1,700 SH   DFND 3 1,700 0 0
AQUA AMERICA INC COM 03836W103 10,263 384,338 SH   DFND 4 382,124 0 2,214
ARATANA THERAPEUTICS INC COM 03874P101 72 4,072 SH   DFND 4 0 0 4,072
ARC DOCUMENT SOLUTIONS INC COM 00191G103 82 7,912 SH   DFND 4 0 0 7,912
ARCBEST CORP COM 03937C105 178 3,804 SH   DFND 4 0 0 3,804
ARCH CAP GROUP LTD ORD G0450A105 16,845 285,033 SH   DFND 3 285,033 0 0
ARCH CAP GROUP LTD ORD G0450A105 15,329 259,106 SH   DFND 4 193,468 0 65,638
ARCH COAL INC COM 039380100 41 22,882 SH   DFND 3 22,882 0 0
ARCH COAL INC COM 039380100 1,157 652,423 SH   DFND 4 538,982 0 113,441
ARCHER DANIELS MIDLAND CO COM 039483102 376 7,226 SH   DFND 2 0 0 7,226
ARCHER DANIELS MIDLAND CO COM 039483102 95,029 1,827,487 SH   DFND 3 1,827,487 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 54,199 1,041,843 SH   DFND 4 849,792 0 192,051
ARCTIC CAT INC COM 039670104 86 2,439 SH   DFND 4 0 0 2,439
ARENA PHARMACEUTICALS INC COM 040047102 113 32,356 SH   DFND 4 0 0 32,356
ARES CAP CORP COM 04010L103 5,541 355,102 SH   DFND 4 355,102 0 0
ARES COML REAL ESTATE CORP COM 04013V108 62 5,354 SH   DFND 4 0 0 5,354
ARGAN INC COM 04010E109 61 1,814 SH   DFND 4 0 0 1,814
ARIAD PHARMACEUTICALS INC COM 04033A100 176 25,540 SH   DFND 4 0 0 25,540
ARLINGTON ASSET INVT CORP CL A NEW 041356205 63 2,335 SH   DFND 4 0 0 2,335
ARMOUR RESIDENTIAL REIT INC COM 042315101 507 136,994 SH   DFND 4 86,967 0 50,027
ARMSTRONG WORLD INDS INC NEW COM 04247X102 83 1,616 SH   DFND 3 1,616 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 1,502 29,373 SH   DFND 4 25,694 0 3,679
ARRAY BIOPHARMA INC COM 04269X105 123 25,657 SH   DFND 4 0 0 25,657
ARROW ELECTRS INC COM 042735100 16,604 286,816 SH   DFND 3 286,816 0 0
ARROW ELECTRS INC COM 042735100 10,728 185,226 SH   DFND 4 159,410 0 25,816
ARROW FINL CORP COM 042744102 50 1,805 SH   DFND 4 0 0 1,805
ARROWHEAD RESH CORP COM NEW 042797209 60 8,254 SH   DFND 4 0 0 8,254
ARUBA NETWORKS INC COM 043176106 277 15,116 SH   DFND 4 0 0 15,116
ASBURY AUTOMOTIVE GROUP INC COM 043436104 74 970 SH   DFND 3 970 0 0
ASBURY AUTOMOTIVE GROUP INC COM 043436104 1,137 14,870 SH   DFND 4 9,090 0 5,780
ASCENA RETAIL GROUP INC COM 04351G101 16 1,290 SH   DFND 3 1,290 0 0
ASCENA RETAIL GROUP INC COM 04351G101 286 22,788 SH   DFND 4 22,788 0 0
ASCENT CAP GROUP INC COM SER A 043632108 109 2,034 SH   DFND 4 0 0 2,034
ASHFORD HOSPITALITY PRIME IN COM 044102101 63 3,625 SH   DFND 4 0 0 3,625
ASHFORD HOSPITALITY TR INC COM SHS 044103109 138 13,156 SH   DFND 3 13,156 0 0
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1,297 123,454 SH   DFND 4 113,339 0 10,115
ASHFORD INC COM 044104107 10 115 SH   DFND 4 0 0 115
ASHLAND INC NEW COM 044209104 28,091 234,561 SH   DFND 3 234,561 0 0
ASHLAND INC NEW COM 044209104 9,852 82,240 SH   DFND 4 71,538 0 10,702
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 74 1,700 SH   DFND 3 1,700 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1,540 35,141 SH   DFND 4 31,700 0 3,441
ASPEN TECHNOLOGY INC COM 045327103 470 13,179 SH   DFND 4 0 0 13,179
ASSOCIATED BANC CORP COM 045487105 101 5,439 SH   DFND 3 5,439 0 0
ASSOCIATED BANC CORP COM 045487105 1,326 71,123 SH   DFND 4 61,667 0 9,456
ASSOCIATED ESTATES RLTY CORP COM 045604105 264 11,388 SH   DFND 3 11,388 0 0
ASSOCIATED ESTATES RLTY CORP COM 045604105 1,970 84,682 SH   DFND 4 76,292 0 8,390
ASSURANT INC COM 04621X108 14,420 210,725 SH   DFND 3 210,725 0 0
ASSURANT INC COM 04621X108 8,507 124,241 SH   DFND 4 102,942 0 21,299
ASTEC INDS INC COM 046224101 102 2,562 SH   DFND 4 0 0 2,562
ASTORIA FINL CORP COM 046265104 57 4,260 SH   DFND 3 4,260 0 0
ASTORIA FINL CORP COM 046265104 612 45,685 SH   DFND 4 33,231 0 12,454
ASTRONICS CORP COM 046433108 136 2,433 SH   DFND 4 0 0 2,433
AT&T INC COM 00206R102 403,330 12,000,913 SH   DFND 4 10,322,857 0 1,678,056
AT&T INC COM 00206R102 490 14,580 SH   DFND 2 0 0 14,580
AT&T INC COM 00206R102 510,359 15,193,789 SH   DFND 3 15,193,789 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 424 154,743 SH   DFND 4 107,797 0 46,946
ATLANTIC TELE NETWORK INC COM NEW 049079205 93 1,350 SH   DFND 4 0 0 1,350
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 27 540 SH   DFND 3 540 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 979 19,856 SH   DFND 4 16,233 0 3,623
ATMEL CORP COM 049513104 30 3,567 SH   DFND 3 3,567 0 0
ATMEL CORP COM 049513104 648 77,241 SH   DFND 4 77,241 0 0
ATMOS ENERGY CORP COM 049560105 124 2,220 SH   DFND 3 2,220 0 0
ATMOS ENERGY CORP COM 049560105 15,628 280,280 SH   DFND 4 275,411 0 4,869
ATRICURE INC COM 04963C209 82 4,185 SH   DFND 4 0 0 4,185
ATRION CORP COM 049904105 88 234 SH   DFND 4 0 0 234
ATWOOD OCEANICS INC COM 050095108 10 370 SH   DFND 3 370 0 0
ATWOOD OCEANICS INC COM 050095108 530 18,686 SH   DFND 4 17,423 0 1,263
AU OPTRONICS CORP SPONSORED ADR 002255107 31 5,993 SH   DFND 4 5,993 0 0
AURICO GOLD INC COM 05155C105 17 5,024 SH   DFND 3 5,024 0 0
AURICO GOLD INC COM 05155C105 460 138,342 SH   DFND 4 138,342 0 0
AUTODESK INC COM 052769106 42,777 712,245 SH   DFND 3 712,245 0 0
AUTODESK INC COM 052769106 13,806 229,850 SH   DFND 4 173,358 0 56,492
AUTOLIV INC COM 052800109 29,278 275,897 SH   DFND 3 275,897 0 0
AUTOLIV INC COM 052800109 11,843 111,571 SH   DFND 4 96,240 0 15,331
AUTOMATIC DATA PROCESSING IN COM 053015103 250 2,996 SH   DFND 2 0 0 2,996
AUTOMATIC DATA PROCESSING IN COM 053015103 117,309 1,407,086 SH   DFND 3 1,407,086 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 59,390 711,561 SH   DFND 4 542,989 0 168,572
AUTONATION INC COM 05329W102 6,281 103,977 SH   DFND 3 103,977 0 0
AUTONATION INC COM 05329W102 3,276 54,222 SH   DFND 4 47,740 0 6,482
AUTOZONE INC COM 053332102 53,024 85,646 SH   DFND 3 85,646 0 0
AUTOZONE INC COM 053332102 32,393 52,274 SH   DFND 4 39,247 0 13,027
AUXILIUM PHARMACEUTICALS INC COM 05334D107 262 7,514 SH   DFND 4 0 0 7,514
AVALANCHE BIOTECHNOLOGIES IN COM 05337G107 17 310 SH   DFND 4 0 0 310
AVALONBAY CMNTYS INC COM 053484101 68,849 421,378 SH   DFND 3 421,378 0 0
AVALONBAY CMNTYS INC COM 053484101 56,177 343,566 SH   DFND 4 300,683 0 42,883
AVANIR PHARMACEUTICALS INC CL A NEW 05348P401 413 24,357 SH   DFND 4 0 0 24,357
AVERY DENNISON CORP COM 053611109 16,462 317,316 SH   DFND 3 317,316 0 0
AVERY DENNISON CORP COM 053611109 7,110 136,969 SH   DFND 4 107,269 0 29,700
AVIS BUDGET GROUP COM 053774105 223 3,364 SH   DFND 3 3,364 0 0
AVIS BUDGET GROUP COM 053774105 6,702 100,858 SH   DFND 4 93,259 0 7,599
AVISTA CORP COM 05379B107 40 1,130 SH   DFND 3 1,130 0 0
AVISTA CORP COM 05379B107 5,753 162,433 SH   DFND 4 150,378 0 12,055
AVIV REIT INC MD COM 05381L101 187 5,416 SH   DFND 3 5,416 0 0
AVIV REIT INC MD COM 05381L101 1,493 43,193 SH   DFND 4 40,340 0 2,853
AVNET INC COM 053807103 18,728 435,327 SH   DFND 3 435,327 0 0
AVNET INC COM 053807103 10,709 248,783 SH   DFND 4 217,910 0 30,873
AVON PRODS INC COM 054303102 12,419 1,322,563 SH   DFND 3 1,322,563 0 0
AVON PRODS INC COM 054303102 6,890 733,498 SH   DFND 4 596,767 0 136,731
AXIALL CORP COM 05463D100 420 9,872 SH   DFND 4 0 0 9,872
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 15,479 302,970 SH   DFND 3 302,970 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 9,764 191,026 SH   DFND 4 153,748 0 37,278
AZZ INC COM 002474104 176 3,735 SH   DFND 4 0 0 3,735
B & G FOODS INC NEW COM 05508R106 236 7,747 SH   DFND 4 0 0 7,747
B/E AEROSPACE INC COM 073302101 17,162 295,799 SH   DFND 3 295,799 0 0
B/E AEROSPACE INC COM 073302101 5,695 98,124 SH   DFND 4 83,013 0 15,111
BABCOCK & WILCOX CO NEW COM 05615F102 7,912 261,135 SH   DFND 3 261,135 0 0
BABCOCK & WILCOX CO NEW COM 05615F102 2,529 83,466 SH   DFND 4 79,356 0 4,110
BADGER METER INC COM 056525108 129 2,142 SH   DFND 4 0 0 2,142
BAIDU INC SPON ADR REP A 056752108 16,279 71,410 SH   DFND 4 71,410 0 0
BAKER HUGHES INC COM 057224107 29,630 528,593 SH   DFND 4 418,365 0 110,228
BAKER HUGHES INC COM 057224107 69,380 1,237,373 SH   DFND 3 1,237,373 0 0
BALCHEM CORP COM 057665200 286 4,310 SH   DFND 4 0 0 4,310
BALDWIN & LYONS INC CL B 057755209 40 1,527 SH   DFND 4 0 0 1,527
BALL CORP COM 058498106 26,849 393,854 SH   DFND 3 393,854 0 0
BALL CORP COM 058498106 12,408 181,961 SH   DFND 4 140,565 0 41,396
BANC CALIF INC COM 05990K106 67 5,719 SH   DFND 4 0 0 5,719
BANCFIRST CORP COM 05945F103 81 1,264 SH   DFND 4 0 0 1,264
BANCO BRADESCO S A SP ADR PFD NEW 059460303 2,072 154,911 SH   DFND 4 154,911 0 0
BANCO SANTANDER BRASIL S A ADS REP 1 UNIT 05967A107 574 114,388 SH   DFND 4 114,388 0 0
BANCO SANTANDER SA ADR 05964H105 35 4,246 SH   DFND 4 4,246 0 0
BANCOLOMBIA S A SPON ADR PREF 05968L102 14,055 293,639 SH   DFND 4 272,529 0 21,110
BANCORP INC DEL COM 05969A105 67 6,128 SH   DFND 4 0 0 6,128
BANCORPSOUTH INC COM 059692103 51 2,250 SH   DFND 3 2,250 0 0
BANCORPSOUTH INC COM 059692103 732 32,367 SH   DFND 4 18,350 0 14,017
BANK AMER CORP COM 060505104 549,301 30,704,362 SH   DFND 3 30,704,362 0 0
BANK AMER CORP COM 060505104 289,667 16,183,329 SH   DFND 4 13,108,070 0 3,075,259
BANK HAWAII CORP COM 062540109 42 710 SH   DFND 3 710 0 0
BANK HAWAII CORP COM 062540109 997 16,801 SH   DFND 4 14,802 0 1,999
BANK KY FINL CORP COM 062896105 56 1,141 SH   DFND 4 0 0 1,141
BANK MONTREAL QUE COM 063671101 132,291 1,865,413 SH   DFND 3 1,865,413 0 0
BANK MONTREAL QUE COM 063671101 54,225 764,417 SH   DFND 4 645,642 0 118,775
BANK MUTUAL CORP NEW COM 063750103 57 8,236 SH   DFND 4 0 0 8,236
BANK N S HALIFAX COM 064149107 198,081 3,460,033 SH   DFND 3 3,460,033 0 0
BANK N S HALIFAX COM 064149107 80,721 1,410,156 SH   DFND 4 1,195,478 0 214,678
BANK OF MARIN BANCORP COM 063425102 53 1,013 SH   DFND 4 0 0 1,013
BANK OF THE OZARKS INC COM 063904106 418 11,042 SH   DFND 4 0 0 11,042
BANKRATE INC DEL COM 06647F102 120 9,685 SH   DFND 4 0 0 9,685
BANKUNITED INC COM 06652K103 336 11,604 SH   DFND 4 11,604 0 0
BANNER CORP COM NEW 06652V208 126 2,896 SH   DFND 4 0 0 2,896
BARD C R INC COM 067383109 35,862 215,233 SH   DFND 3 215,233 0 0
BARD C R INC COM 067383109 22,239 133,213 SH   DFND 4 103,449 0 29,764
BARNES & NOBLE INC COM 067774109 55 2,350 SH   DFND 3 2,350 0 0
BARNES & NOBLE INC COM 067774109 1,188 50,883 SH   DFND 4 38,229 0 12,654
BARNES GROUP INC COM 067806109 287 7,709 SH   DFND 4 0 0 7,709
BARRACUDA NETWORKS INC COM 068323104 56 1,565 SH   DFND 4 0 0 1,565
BARRETT BILL CORP COM 06846N104 10 920 SH   DFND 3 920 0 0
BARRETT BILL CORP COM 06846N104 281 24,749 SH   DFND 4 17,544 0 7,205
BARRETT BUSINESS SERVICES IN COM 068463108 31 1,137 SH   DFND 4 0 0 1,137
BARRICK GOLD CORP COM 067901108 96 8,928 SH   DFND 4 381 0 8,547
BARRICK GOLD CORP COM 067901108 5,316 494,291 SH   DFND 3 494,291 0 0
BASIC ENERGY SVCS INC NEW COM 06985P100 32 4,609 SH   DFND 4 0 0 4,609
BAXTER INTL INC COM 071813109 111,864 1,526,316 SH   DFND 3 1,526,316 0 0
BAXTER INTL INC COM 071813109 56,298 767,516 SH   DFND 4 604,680 0 162,836
BAYTEX ENERGY CORP COM 07317Q105 46 2,747 SH   DFND 3 2,747 0 0
BAYTEX ENERGY CORP COM 07317Q105 1,571 94,312 SH   DFND 4 64,569 0 29,743
BAZAARVOICE INC COM 073271108 78 9,538 SH   DFND 4 0 0 9,538
BB&T CORP COM 054937107 77,649 1,996,636 SH   DFND 3 1,996,636 0 0
BB&T CORP COM 054937107 38,428 987,665 SH   DFND 4 790,080 0 197,585
BBCN BANCORP INC COM 073295107 166 11,505 SH   DFND 4 0 0 11,505
BCE INC COM NEW 05534B760 32,554 707,704 SH   DFND 3 707,704 0 0
BCE INC COM NEW 05534B760 29,476 640,769 SH   DFND 4 588,078 0 52,691
BEACON ROOFING SUPPLY INC COM 073685109 207 7,336 SH   DFND 4 0 0 7,336
BEAZER HOMES USA INC COM NEW 07556Q881 73 3,834 SH   DFND 4 0 0 3,834
BECTON DICKINSON & CO COM 075887109 72,864 523,599 SH   DFND 3 523,599 0 0
BECTON DICKINSON & CO COM 075887109 45,922 329,550 SH   DFND 4 251,681 0 77,869
BED BATH & BEYOND INC COM 075896100 44,521 584,492 SH   DFND 3 584,492 0 0
BED BATH & BEYOND INC COM 075896100 20,172 264,765 SH   DFND 4 210,760 0 54,005
BEL FUSE INC CL B 077347300 49 1,816 SH   DFND 4 0 0 1,816
BELDEN INC COM 077454106 501 6,231 SH   DFND 4 0 0 6,231
BEMIS INC COM 081437105 13,115 290,085 SH   DFND 3 290,085 0 0
BEMIS INC COM 081437105 4,550 100,603 SH   DFND 4 94,672 0 5,931
BENCHMARK ELECTRS INC COM 08160H101 45 1,770 SH   DFND 3 1,770 0 0
BENCHMARK ELECTRS INC COM 08160H101 871 34,215 SH   DFND 4 24,316 0 9,899
BENEFICIAL MUTUAL BANCORP IN COM 08173R104 66 5,329 SH   DFND 4 0 0 5,329
BERKLEY W R CORP COM 084423102 16,868 329,075 SH   DFND 3 329,075 0 0
BERKLEY W R CORP COM 084423102 10,352 201,649 SH   DFND 4 163,139 0 38,510
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 463,394 3,086,210 SH   DFND 3 3,086,210 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 229,490 1,527,247 SH   DFND 4 1,121,701 0 405,546
BERKSHIRE HATHAWAY INC DEL CL A 084670108 331,090 1,465 SH   DFND 3 1,465 0 0
BERKSHIRE HATHAWAY INC DEL CL A 084670108 98,084 434 SH   DFND 4 418 0 16
BERKSHIRE HILLS BANCORP INC COM 084680107 99 3,713 SH   DFND 4 0 0 3,713
BERRY PLASTICS GROUP INC COM 08579W103 47 1,488 SH   DFND 3 1,488 0 0
BERRY PLASTICS GROUP INC COM 08579W103 488 15,367 SH   DFND 4 0 0 15,367
BEST BUY INC COM 086516101 33,200 851,715 SH   DFND 3 851,715 0 0
BEST BUY INC COM 086516101 24,779 635,366 SH   DFND 4 539,142 0 96,224
BGC PARTNERS INC CL A 05541T101 233 24,807 SH   DFND 4 0 0 24,807
BIG 5 SPORTING GOODS CORP COM 08915P101 53 3,542 SH   DFND 4 0 0 3,542
BIG LOTS INC COM 089302103 107 2,668 SH   DFND 3 2,668 0 0
BIG LOTS INC COM 089302103 1,980 49,426 SH   DFND 4 43,604 0 5,822
BIGLARI HLDGS INC COM 08986R101 97 246 SH   DFND 4 0 0 246
BIO RAD LABS INC CL A 090572207 525 4,358 SH   DFND 4 4,358 0 0
BIO TECHNE CORP COM 09073M104 83 896 SH   DFND 4 896 0 0
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 116 3,535 SH   DFND 4 0 0 3,535
BIOCRYST PHARMACEUTICALS COM 09058V103 133 10,906 SH   DFND 4 0 0 10,906
BIODELIVERY SCIENCES INTL IN COM 09060J106 79 6,513 SH   DFND 4 0 0 6,513
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BIOGEN IDEC INC COM 09062X103 229,203 675,219 SH   DFND 3 675,219 0 0
BIOGEN IDEC INC COM 09062X103 89,398 263,334 SH   DFND 4 206,642 0 56,692
BIOMARIN PHARMACEUTICAL INC COM 09061G101 38,986 431,261 SH   DFND 3 431,261 0 0
BIOMARIN PHARMACEUTICAL INC COM 09061G101 12,731 140,834 SH   DFND 4 119,460 0 21,374
BIOMED REALTY TRUST INC COM 09063H107 931 43,242 SH   DFND 3 43,242 0 0
BIOMED REALTY TRUST INC COM 09063H107 6,939 322,063 SH   DFND 4 315,794 0 6,269
BIOSCRIP INC COM 09069N108 66 9,791 SH   DFND 4 0 0 9,791
BJS RESTAURANTS INC COM 09180C106 179 3,560 SH   DFND 4 0 0 3,560
BLACK BOX CORP DEL COM 091826107 72 2,891 SH   DFND 4 0 0 2,891
BLACK DIAMOND INC COM 09202G101 38 4,367 SH   DFND 4 0 0 4,367
BLACK HILLS CORP COM 092113109 43 810 SH   DFND 3 810 0 0
BLACK HILLS CORP COM 092113109 1,113 20,796 SH   DFND 4 12,734 0 8,062
BLACKBAUD INC COM 09227Q100 289 6,663 SH   DFND 4 0 0 6,663
BLACKBERRY LTD COM 09228F103 16,466 1,498,831 SH   DFND 3 1,498,831 0 0
BLACKBERRY LTD COM 09228F103 14,041 1,277,175 SH   DFND 4 1,125,989 0 151,186
BLACKHAWK NETWORK HLDGS INC CL A 09238E104 286 7,198 SH   DFND 4 0 0 7,198
BLACKHAWK NETWORK HLDGS INC CL B 09238E203 1,627 43,180 SH   DFND 4 43,180 0 0
BLACKHAWK NETWORK HLDGS INC CL B 09238E203 99 2,632 SH   DFND 3 2,632 0 0
BLACKROCK INC COM 09247X101 129,108 361,080 SH   DFND 3 361,080 0 0
BLACKROCK INC COM 09247X101 49,854 139,399 SH   DFND 4 106,250 0 33,149
BLACKROCK KELSO CAPITAL CORP COM 092533108 747 90,982 SH   DFND 4 90,982 0 0
BLOCK H & R INC COM 093671105 26,493 786,616 SH   DFND 3 786,616 0 0
BLOCK H & R INC COM 093671105 11,855 351,967 SH   DFND 4 278,049 0 73,918
BLOOMIN BRANDS INC COM 094235108 278 11,311 SH   DFND 4 0 0 11,311
BLOUNT INTL INC NEW COM 095180105 129 7,294 SH   DFND 4 0 0 7,294
BLUCORA INC COM 095229100 85 6,202 SH   DFND 4 0 0 6,202
BLUE NILE INC COM 09578R103 85 2,348 SH   DFND 4 0 0 2,348
BLUEBIRD BIO INC COM 09609G100 276 2,941 SH   DFND 4 0 0 2,941
BNC BANCORP COM 05566T101 61 3,568 SH   DFND 4 0 0 3,568
BOB EVANS FARMS INC COM 096761101 27 530 SH   DFND 3 530 0 0
BOB EVANS FARMS INC COM 096761101 564 10,974 SH   DFND 4 7,390 0 3,584
BOEING CO COM 097023105 239,944 1,846,006 SH   DFND 3 1,846,006 0 0
BOEING CO COM 097023105 91,854 706,538 SH   DFND 4 542,172 0 164,366
BOFI HLDG INC COM 05566U108 165 2,103 SH   DFND 4 0 0 2,103
BOISE CASCADE CO DEL COM 09739D100 206 5,555 SH   DFND 4 0 0 5,555
BOK FINL CORP COM NEW 05561Q201 42 707 SH   DFND 4 707 0 0
BONANZA CREEK ENERGY INC COM 097793103 110 4,696 SH   DFND 4 0 0 4,696
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 68 2,564 SH   DFND 3 2,564 0 0
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,135 42,667 SH   DFND 4 36,938 0 5,729
BORGWARNER INC COM 099724106 38,134 693,983 SH   DFND 3 693,983 0 0
BORGWARNER INC COM 099724106 13,302 242,026 SH   DFND 4 184,341 0 57,685
BOSTON BEER INC CL A 100557107 357 1,233 SH   DFND 4 0 0 1,233
BOSTON PRIVATE FINL HLDGS IN COM 101119105 162 11,854 SH   DFND 4 0 0 11,854
BOSTON PROPERTIES INC COM 101121101 60,242 468,116 SH   DFND 3 468,116 0 0
BOSTON PROPERTIES INC COM 101121101 49,920 387,778 SH   DFND 4 346,351 0 41,427
BOSTON SCIENTIFIC CORP COM 101137107 50,676 3,824,600 SH   DFND 3 3,824,600 0 0
BOSTON SCIENTIFIC CORP COM 101137107 25,442 1,919,862 SH   DFND 4 1,566,746 0 353,116
BOTTOMLINE TECH DEL INC COM 101388106 147 5,761 SH   DFND 4 0 0 5,761
BOULDER BRANDS INC COM 101405108 102 9,010 SH   DFND 4 0 0 9,010
BOYD GAMING CORP COM 103304101 146 11,409 SH   DFND 4 0 0 11,409
BPZ RESOURCES INC COM 055639108 6 22,080 SH   DFND 4 0 0 22,080
BRADY CORP CL A 104674106 18 670 SH   DFND 3 670 0 0
BRADY CORP CL A 104674106 422 15,471 SH   DFND 4 8,580 0 6,891
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 629 39,369 SH   DFND 3 39,369 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 105368203 5,368 335,788 SH   DFND 4 327,003 0 8,785
BRAVO BRIO RESTAURANT GROUP COM 10567B109 32 2,240 SH   DFND 4 0 0 2,240
BRF SA SPONSORED ADR 10552T107 712 30,490 SH   DFND 4 30,490 0 0
BRIDGE BANCORP INC COM 108035106 47 1,759 SH   DFND 4 0 0 1,759
BRIDGE CAP HLDGS COM 108030107 42 1,789 SH   DFND 4 0 0 1,789
BRIDGEPOINT ED INC COM 10807M105 25 2,239 SH   DFND 4 0 0 2,239
BRIGGS & STRATTON CORP COM 109043109 29 1,440 SH   DFND 3 1,440 0 0
BRIGGS & STRATTON CORP COM 109043109 325 15,854 SH   DFND 4 9,349 0 6,505
BRIGHT HORIZONS FAM SOL IN D COM 109194100 206 4,383 SH   DFND 4 0 0 4,383
BRIGHTCOVE INC COM 10921T101 47 5,981 SH   DFND 4 0 0 5,981
BRINKER INTL INC COM 109641100 83 1,410 SH   DFND 3 1,410 0 0
BRINKER INTL INC COM 109641100 1,302 22,161 SH   DFND 4 19,703 0 2,458
BRINKS CO COM 109696104 27 1,100 SH   DFND 3 1,100 0 0
BRINKS CO COM 109696104 603 24,706 SH   DFND 4 17,704 0 7,002
BRISTOL MYERS SQUIBB CO COM 110122108 144,025 2,438,758 SH   DFND 4 1,986,640 0 452,118
BRISTOL MYERS SQUIBB CO COM 110122108 994 16,842 SH   DFND 2 0 0 16,842
BRISTOL MYERS SQUIBB CO COM 110122108 281,505 4,768,846 SH   DFND 3 4,768,846 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 515 20,716 SH   DFND 3 20,716 0 0
BRIXMOR PPTY GROUP INC COM 11120U105 3,952 159,111 SH   DFND 4 159,111 0 0
BROADCOM CORP CL A 111320107 147 3,400 SH   DFND 2 0 0 3,400
BROADCOM CORP CL A 111320107 66,441 1,533,381 SH   DFND 3 1,533,381 0 0
BROADCOM CORP CL A 111320107 24,141 557,146 SH   DFND 4 426,940 0 130,206
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 16,574 358,897 SH   DFND 3 358,897 0 0
BROADRIDGE FINL SOLUTIONS IN COM 11133T103 4,894 105,976 SH   DFND 4 105,976 0 0
BROADSOFT INC COM 11133B409 124 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 1,641 138,480 SH   DFND 4 124,021 0 14,459
BROOKDALE SR LIVING INC COM 112463104 63 1,730 SH   DFND 3 1,730 0 0
BROOKDALE SR LIVING INC COM 112463104 501 13,671 SH   DFND 4 13,671 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 84,440 1,680,069 SH   DFND 3 1,680,069 0 0
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 28,307 563,053 SH   DFND 4 460,641 0 102,412
BROOKLINE BANCORP INC DEL COM 11373M107 106 10,435 SH   DFND 4 0 0 10,435
BROOKS AUTOMATION INC COM 114340102 125 9,794 SH   DFND 4 0 0 9,794
BROWN & BROWN INC COM 115236101 11,859 360,361 SH   DFND 3 360,361 0 0
BROWN & BROWN INC COM 115236101 3,736 113,520 SH   DFND 4 109,308 0 4,212
BROWN FORMAN CORP CL B 115637209 132 1,498 SH   DFND 2 0 0 1,498
BROWN FORMAN CORP CL B 115637209 32,356 368,357 SH   DFND 3 368,357 0 0
BROWN FORMAN CORP CL B 115637209 12,052 137,194 SH   DFND 4 104,996 0 32,198
BROWN SHOE INC NEW COM 115736100 202 6,202 SH   DFND 4 0 0 6,202
BRUNSWICK CORP COM 117043109 63 1,230 SH   DFND 3 1,230 0 0
BRUNSWICK CORP COM 117043109 1,570 30,522 SH   DFND 4 17,223 0 13,299
BRYN MAWR BK CORP COM 117665109 74 2,344 SH   DFND 4 0 0 2,344
BUCKLE INC COM 118440106 217 4,047 SH   DFND 4 0 0 4,047
BUFFALO WILD WINGS INC COM 119848109 504 2,764 SH   DFND 4 0 0 2,764
BUILDERS FIRSTSOURCE INC COM 12008R107 58 8,510 SH   DFND 4 0 0 8,510
BUNGE LIMITED COM G16962105 38,402 422,423 SH   DFND 3 422,423 0 0
BUNGE LIMITED COM G16962105 24,639 270,952 SH   DFND 4 238,793 0 32,159
BURLINGTON STORES INC COM 122017106 183 3,827 SH   DFND 4 0 0 3,827
C D I CORP COM 125071100 35 1,936 SH   DFND 4 0 0 1,936
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 32,434 433,093 SH   DFND 3 433,093 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 15,126 201,905 SH   DFND 4 160,337 0 41,568
C&J ENERGY SVCS INC COM 12467B304 84 6,544 SH   DFND 4 0 0 6,544
CA INC COM 12673P105 29,023 953,127 SH   DFND 3 953,127 0 0
CA INC COM 12673P105 14,615 479,868 SH   DFND 4 391,608 0 88,260
CABELAS INC COM 126804301 34 650 SH   DFND 3 650 0 0
CABELAS INC COM 126804301 269 5,097 SH   DFND 4 5,097 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 11,420 553,293 SH   DFND 3 553,293 0 0
CABLEVISION SYS CORP CL A NY CABLVS 12686C109 7,019 339,709 SH   DFND 4 272,135 0 67,574
CABOT CORP COM 127055101 38 870 SH   DFND 3 870 0 0
CABOT CORP COM 127055101 859 19,605 SH   DFND 4 17,033 0 2,572
CABOT MICROELECTRONICS CORP COM 12709P103 167 3,540 SH   DFND 4 0 0 3,540
CABOT OIL & GAS CORP COM 127097103 13,681 462,274 SH   DFND 4 320,526 0 141,748
CABOT OIL & GAS CORP COM 127097103 29 992 SH   DFND 2 0 0 992
CABOT OIL & GAS CORP COM 127097103 35,610 1,202,650 SH   DFND 3 1,202,650 0 0
CACI INTL INC CL A 127190304 55 640 SH   DFND 3 640 0 0
CACI INTL INC CL A 127190304 1,343 15,516 SH   DFND 4 10,619 0 4,897
CAE INC COM 124765108 29 2,200 SH   DFND 3 2,200 0 0
CAE INC COM 124765108 1,187 91,209 SH   DFND 4 65,947 0 25,262
CAESARS ACQUISITION CO CL A 12768T103 69 6,784 SH   DFND 4 0 0 6,784
CAESARS ENTMT CORP COM 127686103 59 3,745 SH   DFND 3 3,745 0 0
CAESARS ENTMT CORP COM 127686103 270 17,226 SH   DFND 4 3,207 0 14,019
CAI INTERNATIONAL INC COM 12477X106 76 3,222 SH   DFND 4 0 0 3,222
CAL MAINE FOODS INC COM NEW 128030202 179 4,494 SH   DFND 4 0 0 4,494
CALAMOS ASSET MGMT INC CL A 12811R104 43 3,230 SH   DFND 4 0 0 3,230
CALAMP CORP COM 128126109 92 5,030 SH   DFND 4 0 0 5,030
CALAVO GROWERS INC COM 128246105 110 2,327 SH   DFND 4 0 0 2,327
CALGON CARBON CORP COM 129603106 706 33,959 SH   DFND 4 26,175 0 7,784
CALIFORNIA RES CORP COM 13057Q107 4 642 SH   DFND 2 0 0 642
CALIFORNIA RES CORP COM 13057Q107 4,913 891,626 SH   DFND 3 891,626 0 0
CALIFORNIA RES CORP COM 13057Q107 1,519 275,629 SH   DFND 4 256,342 0 19,287
CALIFORNIA WTR SVC GROUP COM 130788102 3,309 134,314 SH   DFND 4 127,528 0 6,786
CALIX INC COM 13100M509 77 7,573 SH   DFND 4 0 0 7,573
CALLAWAY GOLF CO COM 131193104 91 11,719 SH   DFND 4 0 0 11,719
CALLIDUS SOFTWARE INC COM 13123E500 113 6,924 SH   DFND 4 0 0 6,924
CALLON PETE CO DEL COM 13123X102 56 10,648 SH   DFND 4 0 0 10,648
CALPINE CORP COM NEW 131347304 25,369 1,146,359 SH   DFND 3 1,146,359 0 0
CALPINE CORP COM NEW 131347304 12,146 548,667 SH   DFND 4 487,273 0 61,394
CAMBREX CORP COM 132011107 100 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 1,353 18,323 SH   DFND 3 18,323 0 0
CAMDEN PPTY TR SH BEN INT 133131102 14,287 193,222 SH   DFND 4 169,683 0 23,539
CAMECO CORP COM 13321L108 18,434 1,120,833 SH   DFND 3 1,120,833 0 0
CAMECO CORP COM 13321L108 5,875 357,281 SH   DFND 4 290,670 0 66,611
CAMERON INTERNATIONAL CORP COM 13342B105 29,359 587,765 SH   DFND 3 587,765 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 13,018 260,672 SH   DFND 4 201,295 0 59,377
CAMPBELL SOUP CO COM 134429109 107 2,425 SH   DFND 2 0 0 2,425
CAMPBELL SOUP CO COM 134429109 23,985 545,104 SH   DFND 3 545,104 0 0
CAMPBELL SOUP CO COM 134429109 12,690 288,130 SH   DFND 4 217,109 0 71,021
CAMPUS CREST CMNTYS INC COM 13466Y105 97 13,333 SH   DFND 3 13,333 0 0
CAMPUS CREST CMNTYS INC COM 13466Y105 907 123,848 SH   DFND 4 114,559 0 9,289
CANADIAN NAT RES LTD COM 136385101 98,727 3,183,873 SH   DFND 3 3,183,873 0 0
CANADIAN NAT RES LTD COM 136385101 30,835 995,024 SH   DFND 4 807,551 0 187,473
CANADIAN NATL RY CO COM 136375102 144,618 2,093,433 SH   DFND 3 2,093,433 0 0
CANADIAN NATL RY CO COM 136375102 41,571 601,755 SH   DFND 4 474,564 0 127,191
CANADIAN PAC RY LTD COM 13645T100 86,940 450,094 SH   DFND 3 450,094 0 0
CANADIAN PAC RY LTD COM 13645T100 22,335 115,635 SH   DFND 4 90,146 0 25,489
CANADIAN SOLAR INC COM 136635109 276 11,400 SH   DFND 4 11,400 0 0
CANTEL MEDICAL CORP COM 138098108 216 4,893 SH   DFND 4 0 0 4,893
CAPELLA EDUCATION COMPANY COM 139594105 120 1,580 SH   DFND 4 0 0 1,580
CAPITAL BK FINL CORP CL A COM 139794101 98 3,610 SH   DFND 4 0 0 3,610
CAPITAL ONE FINL CORP COM 14040H105 121,451 1,471,245 SH   DFND 3 1,471,245 0 0
CAPITAL ONE FINL CORP COM 14040H105 58,842 712,563 SH   DFND 4 563,185 0 149,378
CAPITAL SR LIVING CORP COM 140475104 108 4,207 SH   DFND 4 0 0 4,207
CAPITOL FED FINL INC COM 14057J101 68 5,305 SH   DFND 3 5,305 0 0
CAPITOL FED FINL INC COM 14057J101 1,317 102,471 SH   DFND 4 71,455 0 31,016
CAPSTEAD MTG CORP COM NO PAR 14067E506 20 1,640 SH   DFND 3 1,640 0 0
CAPSTEAD MTG CORP COM NO PAR 14067E506 788 63,809 SH   DFND 4 42,709 0 21,100
CAPSTONE TURBINE CORP COM 14067D102 49 66,173 SH   DFND 4 0 0 66,173
CARBO CERAMICS INC COM 140781105 111 2,753 SH   DFND 4 0 0 2,753
CARDINAL FINL CORP COM 14149F109 95 4,736 SH   DFND 4 0 0 4,736
CARDINAL HEALTH INC COM 14149Y108 77,101 955,051 SH   DFND 3 955,051 0 0
CARDINAL HEALTH INC COM 14149Y108 50,772 628,098 SH   DFND 4 509,786 0 118,312
CARDIOVASCULAR SYS INC DEL COM 141619106 120 4,079 SH   DFND 4 0 0 4,079
CARDTRONICS INC COM 14161H108 246 6,372 SH   DFND 4 0 0 6,372
CAREER EDUCATION CORP COM 141665109 87 12,525 SH   DFND 4 0 0 12,525
CAREFUSION CORP COM 14170T101 34,784 586,183 SH   DFND 3 586,183 0 0
CAREFUSION CORP COM 14170T101 19,018 320,460 SH   DFND 4 262,829 0 57,631
CARETRUST REIT INC COM 14174T107 55 4,369 SH   DFND 4 0 0 4,369
CARLISLE COS INC COM 142339100 56 620 SH   DFND 3 620 0 0
CARLISLE COS INC COM 142339100 1,091 12,074 SH   DFND 4 10,542 0 1,532
CARLYLE GROUP L P COM UTS LTD PTN 14309L102 2,097 76,317 SH   DFND 4 76,317 0 0
CARMAX INC COM 143130102 17,808 267,373 SH   DFND 4 210,017 0 57,356
CARMAX INC COM 143130102 45,371 681,454 SH   DFND 3 681,454 0 0
CARMIKE CINEMAS INC COM 143436400 92 3,457 SH   DFND 4 0 0 3,457
CARNIVAL CORP PAIRED CTF 143658300 54,614 1,204,803 SH   DFND 3 1,204,803 0 0
CARNIVAL CORP PAIRED CTF 143658300 25,038 552,195 SH   DFND 4 435,357 0 116,838
CARPENTER TECHNOLOGY CORP COM 144285103 21 420 SH   DFND 3 420 0 0
CARPENTER TECHNOLOGY CORP COM 144285103 200 4,059 SH   DFND 4 4,059 0 0
CARRIAGE SVCS INC COM 143905107 63 3,005 SH   DFND 4 0 0 3,005
CARRIZO OIL & GAS INC COM 144577103 271 6,695 SH   DFND 4 0 0 6,695
CARROLS RESTAURANT GROUP INC COM 14574X104 41 5,255 SH   DFND 4 0 0 5,255
CARTER INC COM 146229109 27 310 SH   DFND 3 310 0 0
CARTER INC COM 146229109 636 7,289 SH   DFND 4 7,289 0 0
CASEYS GEN STORES INC COM 147528103 55 610 SH   DFND 3 610 0 0
CASEYS GEN STORES INC COM 147528103 1,729 19,087 SH   DFND 4 11,534 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 92 1,722 SH   DFND 4 0 0 1,722
CASTLE A M & CO COM 148411101 19 2,462 SH   DFND 4 0 0 2,462
CATALENT INC COM 148806102 159 5,600 SH   DFND 4 0 0 5,600
CATAMARAN CORP COM 148887102 28,987 558,478 SH   DFND 3 558,478 0 0
CATAMARAN CORP COM 148887102 9,053 174,387 SH   DFND 4 142,178 0 32,209
CATERPILLAR INC DEL COM 149123101 1,302 14,227 SH   DFND 1 0 0 14,227
CATERPILLAR INC DEL COM 149123101 158,301 1,729,494 SH   DFND 3 1,729,494 0 0
CATERPILLAR INC DEL COM 149123101 71,818 784,444 SH   DFND 4 618,057 0 166,387
CATHAY GEN BANCORP COM 149150104 297 11,373 SH   DFND 4 0 0 11,373
CATO CORP NEW CL A 149205106 169 3,939 SH   DFND 4 0 0 3,939
CAVCO INDS INC DEL COM 149568107 105 1,329 SH   DFND 4 0 0 1,329
CAVIUM INC COM 14964U108 469 7,588 SH   DFND 4 0 0 7,588
CBIZ INC COM 124805102 68 7,785 SH   DFND 4 0 0 7,785
CBL & ASSOC PPTYS INC COM 124830100 700 36,036 SH   DFND 3 36,036 0 0
CBL & ASSOC PPTYS INC COM 124830100 5,646 290,568 SH   DFND 4 283,432 0 7,136
CBOE HLDGS INC COM 12503M108 127 1,997 SH   DFND 4 1,997 0 0
CBRE GROUP INC CL A 12504L109 27,759 810,493 SH   DFND 3 810,493 0 0
CBRE GROUP INC CL A 12504L109 10,261 299,470 SH   DFND 4 224,986 0 74,484
CBS CORP NEW CL B 124857202 77,992 1,409,331 SH   DFND 3 1,409,331 0 0
CBS CORP NEW CL B 124857202 30,385 548,921 SH   DFND 4 415,597 0 133,324
CDK GLOBAL INC COM 12508E101 19,320 473,991 SH   DFND 3 473,991 0 0
CDK GLOBAL INC COM 12508E101 5,223 128,173 SH   DFND 4 120,227 0 7,946
CDN IMPERIAL BK COMM TORONTO COM 136069101 98,773 1,145,903 SH   DFND 3 1,145,903 0 0
CDN IMPERIAL BK COMM TORONTO COM 136069101 40,532 470,269 SH   DFND 4 399,402 0 70,867
CDW CORP COM 12514G108 39 1,114 SH   DFND 3 1,114 0 0
CDW CORP COM 12514G108 713 20,257 SH   DFND 4 17,578 0 2,679
CECO ENVIRONMENTAL CORP COM 125141101 62 3,966 SH   DFND 4 0 0 3,966
CEDAR REALTY TRUST INC COM NEW 150602209 120 16,341 SH   DFND 3 16,341 0 0
CEDAR REALTY TRUST INC COM NEW 150602209 1,181 160,733 SH   DFND 4 149,624 0 11,109
CELADON GROUP INC COM 150838100 84 3,640 SH   DFND 4 0 0 3,640
CELANESE CORP DEL COM SER A 150870103 26,336 439,221 SH   DFND 3 439,221 0 0
CELANESE CORP DEL COM SER A 150870103 9,254 154,307 SH   DFND 4 131,175 0 23,132
CELESTICA INC SUB VTG SHS 15101Q108 87 7,400 SH   DFND 3 7,400 0 0
CELESTICA INC SUB VTG SHS 15101Q108 1,651 140,224 SH   DFND 4 123,274 0 16,950
CELGENE CORP COM 151020104 97,479 871,361 SH   DFND 4 679,491 0 191,870
CELGENE CORP COM 151020104 897 8,016 SH   DFND 2 0 0 8,016
CELGENE CORP COM 151020104 254,414 2,274,393 SH   DFND 3 2,274,393 0 0
CELLDEX THERAPEUTICS INC NEW COM 15117B103 258 13,819 SH   DFND 4 0 0 13,819
CEMEX SAB DE CV SPON ADR NEW 151290889 1,325 130,019 SH   DFND 1 0 0 130,019
CEMEX SAB DE CV SPON ADR NEW 151290889 6,656 653,542 SH   DFND 4 653,542 0 0
CEMPRA INC COM 15130J109 65 2,842 SH   DFND 4 0 0 2,842
CENCOSUD S A SPONSORED ADS 15132H101 467 61,019 SH   DFND 4 61,019 0 0
CENOVUS ENERGY INC COM 15135U109 45,954 2,220,599 SH   DFND 3 2,220,599 0 0
CENOVUS ENERGY INC COM 15135U109 18,709 904,619 SH   DFND 4 765,008 0 139,611
CENTENE CORP DEL COM 15135B101 83 799 SH   DFND 3 799 0 0
CENTENE CORP DEL COM 15135B101 1,611 15,447 SH   DFND 4 13,204 0 2,243
CENTERPOINT ENERGY INC COM 15189T107 29,521 1,259,961 SH   DFND 3 1,259,961 0 0
CENTERPOINT ENERGY INC COM 15189T107 38,887 1,659,460 SH   DFND 4 1,540,852 0 118,608
CENTERSTATE BANKS INC COM 15201P109 75 6,289 SH   DFND 4 0 0 6,289
CENTRAIS ELETRICAS BRASILEIR SPON ADR PFD B 15234Q108 466 161,622 SH   DFND 4 161,622 0 0
CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 41 13,480 SH   DFND 4 0 0 13,480
CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 64 6,707 SH   DFND 4 0 0 6,707
CENTRAL PAC FINL CORP COM NEW 154760409 72 3,278 SH   DFND 4 0 0 3,278
CENTURY ALUM CO COM 156431108 182 7,402 SH   DFND 4 0 0 7,402
CENTURYLINK INC COM 156700106 48,303 1,219,389 SH   DFND 4 1,029,493 0 189,896
CENTURYLINK INC COM 156700106 163 4,123 SH   DFND 2 0 0 4,123
CENTURYLINK INC COM 156700106 66,076 1,669,441 SH   DFND 3 1,669,441 0 0
CEPHEID COM 15670R107 566 10,346 SH   DFND 4 0 0 10,346
CERNER CORP COM 156782104 53,540 828,029 SH   DFND 3 828,029 0 0
CERNER CORP COM 156782104 21,215 328,037 SH   DFND 4 254,198 0 73,839
CERUS CORP COM 157085101 68 10,810 SH   DFND 4 0 0 10,810
CEVA INC COM 157210105 71 3,902 SH   DFND 4 0 0 3,902
CF INDS HLDGS INC COM 125269100 198 726 SH   DFND 2 0 0 726
CF INDS HLDGS INC COM 125269100 36,852 135,216 SH   DFND 3 135,216 0 0
CF INDS HLDGS INC COM 125269100 17,960 65,901 SH   DFND 4 52,045 0 13,856
CHAMBERS STR PPTYS COM 157842105 394 48,863 SH   DFND 3 48,863 0 0
CHAMBERS STR PPTYS COM 157842105 3,029 375,091 SH   DFND 4 340,924 0 34,167
CHANNELADVISOR CORP COM 159179100 90 4,163 SH   DFND 4 0 0 4,163
CHARLES RIV LABS INTL INC COM 159864107 556 8,729 SH   DFND 4 8,729 0 0
CHARLES RIV LABS INTL INC COM 159864107 50 780 SH   DFND 3 780 0 0
CHART INDS INC COM PAR $0.01 16115Q308 147 4,380 SH   DFND 4 0 0 4,380
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 33,504 201,082 SH   DFND 3 201,082 0 0
CHARTER COMMUNICATIONS INC D CL A NEW 16117M305 13,485 80,904 SH   DFND 4 69,109 0 11,795
CHARTER FINL CORP MD COM 16122W108 49 4,225 SH   DFND 4 0 0 4,225
CHASE CORP COM 16150R104 37 1,060 SH   DFND 4 0 0 1,060
CHATHAM LODGING TR COM 16208T102 162 5,594 SH   DFND 3 5,594 0 0
CHATHAM LODGING TR COM 16208T102 1,334 45,992 SH   DFND 4 40,900 0 5,092
CHECKPOINT SYS INC COM 162825103 83 5,951 SH   DFND 4 0 0 5,951
CHEESECAKE FACTORY INC COM 163072101 374 7,344 SH   DFND 4 0 0 7,344
CHEFS WHSE INC COM 163086101 77 3,379 SH   DFND 4 0 0 3,379
CHEGG INC COM 163092109 92 13,158 SH   DFND 4 0 0 13,158
CHEMED CORP NEW COM 16359R103 270 2,514 SH   DFND 4 0 0 2,514
CHEMICAL FINL CORP COM 163731102 136 4,391 SH   DFND 4 0 0 4,391
CHEMTURA CORP COM NEW 163893209 50 2,030 SH   DFND 3 2,030 0 0
CHEMTURA CORP COM NEW 163893209 1,098 44,389 SH   DFND 4 27,005 0 17,384
CHENIERE ENERGY INC COM NEW 16411R208 48,326 686,451 SH   DFND 3 686,451 0 0
CHENIERE ENERGY INC COM NEW 16411R208 11,519 163,624 SH   DFND 4 132,451 0 31,173
CHESAPEAKE ENERGY CORP COM 165167107 24 1,247 SH   DFND 2 0 0 1,247
CHESAPEAKE ENERGY CORP COM 165167107 37,523 1,917,395 SH   DFND 3 1,917,395 0 0
CHESAPEAKE ENERGY CORP COM 165167107 17,900 914,935 SH   DFND 4 742,961 0 171,974
CHESAPEAKE LODGING TR SH BEN INT 165240102 413 11,104 SH   DFND 3 11,104 0 0
CHESAPEAKE LODGING TR SH BEN INT 165240102 3,073 82,423 SH   DFND 4 74,456 0 7,967
CHESAPEAKE UTILS CORP COM 165303108 109 2,132 SH   DFND 4 0 0 2,132
CHEVRON CORP NEW COM 166764100 251 2,238 SH   DFND 2 0 0 2,238
CHEVRON CORP NEW COM 166764100 606,463 5,406,156 SH   DFND 3 5,406,156 0 0
CHEVRON CORP NEW COM 166764100 348,532 3,107,201 SH   DFND 4 2,549,564 0 557,637
CHICAGO BRIDGE & IRON CO N V COM 167250109 11,731 279,452 SH   DFND 3 279,452 0 0
CHICAGO BRIDGE & IRON CO N V COM 167250109 3,765 89,690 SH   DFND 4 77,590 0 12,100
CHICOS FAS INC COM 168615102 33 2,027 SH   DFND 3 2,027 0 0
CHICOS FAS INC COM 168615102 413 25,462 SH   DFND 4 25,462 0 0
CHILDRENS PL INC COM 168905107 186 3,210 SH   DFND 4 0 0 3,210
CHIMERIX INC COM 16934W106 159 4,096 SH   DFND 4 0 0 4,096
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 12,802 218,054 SH   DFND 4 218,054 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 60,765 88,772 SH   DFND 3 88,772 0 0
CHIPOTLE MEXICAN GRILL INC COM 169656105 20,681 30,203 SH   DFND 4 21,957 0 8,246
CHIQUITA BRANDS INTL INC COM 170032809 69 4,802 SH   DFND 3 4,802 0 0
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DEAN FOODS CO NEW COM NEW 242370203 208 10,739 SH   DFND 3 10,739 0 0
DEAN FOODS CO NEW COM NEW 242370203 4,345 223,939 SH   DFND 4 188,503 0 35,436
DECKERS OUTDOOR CORP COM 243537107 499 5,477 SH   DFND 4 5,477 0 0
DEERE & CO COM 244199105 84,688 957,256 SH   DFND 3 957,256 0 0
DEERE & CO COM 244199105 39,860 450,338 SH   DFND 4 351,645 0 98,693
DEL FRISCOS RESTAURANT GROUP COM 245077102 90 3,780 SH   DFND 4 0 0 3,780
DELEK US HLDGS INC COM 246647101 618 22,586 SH   DFND 4 13,928 0 8,658
DELEK US HLDGS INC COM 246647101 31 1,125 SH   DFND 3 1,125 0 0
DELHAIZE GROUP SPONSORED ADR 29759W101 14 760 SH   DFND 4 760 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 30,313 616,243 SH   DFND 3 616,243 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 23,651 480,431 SH   DFND 4 347,201 0 133,230
DELTIC TIMBER CORP COM 247850100 111 1,604 SH   DFND 4 0 0 1,604
DELUXE CORP COM 248019101 75 1,200 SH   DFND 3 1,200 0 0
DELUXE CORP COM 248019101 1,344 21,514 SH   DFND 4 12,418 0 9,096
DEMANDWARE INC COM 24802Y105 250 4,385 SH   DFND 4 0 0 4,385
DENBURY RES INC COM NEW 247916208 8,726 1,073,327 SH   DFND 3 1,073,327 0 0
DENBURY RES INC COM NEW 247916208 4,511 555,230 SH   DFND 4 438,998 0 116,232
DENNYS CORP COM 24869P104 133 12,853 SH   DFND 4 0 0 12,853
DENTSPLY INTL INC NEW COM 249030107 22,657 425,331 SH   DFND 3 425,331 0 0
DENTSPLY INTL INC NEW COM 249030107 10,197 191,389 SH   DFND 4 153,218 0 38,171
DEPOMED INC COM 249908104 141 8,807 SH   DFND 4 0 0 8,807
DERMA SCIENCES INC COM PAR $.01 249827502 38 4,160 SH   DFND 4 0 0 4,160
DESTINATION MATERNITY CORP COM 25065D100 42 2,602 SH   DFND 4 0 0 2,602
DEVON ENERGY CORP NEW COM 25179M103 45 735 SH   DFND 2 0 0 735
DEVON ENERGY CORP NEW COM 25179M103 69,087 1,128,690 SH   DFND 3 1,128,690 0 0
DEVON ENERGY CORP NEW COM 25179M103 32,960 538,717 SH   DFND 4 435,131 0 103,586
DEVRY ED GROUP INC COM 251893103 34 710 SH   DFND 3 710 0 0
DEVRY ED GROUP INC COM 251893103 616 12,982 SH   DFND 4 12,982 0 0
DEXCOM INC COM 252131107 593 10,676 SH   DFND 4 0 0 10,676
DIAMOND FOODS INC COM 252603105 93 3,239 SH   DFND 4 0 0 3,239
DIAMOND HILL INVESTMENT GROU COM NEW 25264R207 60 444 SH   DFND 4 0 0 444
DIAMOND OFFSHORE DRILLING IN COM 25271C102 6,213 169,256 SH   DFND 3 169,256 0 0
DIAMOND OFFSHORE DRILLING IN COM 25271C102 5,590 152,080 SH   DFND 4 127,386 0 24,694
DIAMOND RESORTS INTL INC COM 25272T104 143 5,090 SH   DFND 4 0 0 5,090
DIAMONDBACK ENERGY INC COM 25278X109 359 6,204 SH   DFND 4 0 0 6,204
DIAMONDROCK HOSPITALITY CO COM 252784301 613 41,200 SH   DFND 3 41,200 0 0
DIAMONDROCK HOSPITALITY CO COM 252784301 5,693 382,067 SH   DFND 4 354,801 0 27,266
DICE HLDGS INC COM 253017107 73 7,178 SH   DFND 4 0 0 7,178
DICKS SPORTING GOODS INC COM 253393102 37 750 SH   DFND 3 750 0 0
DICKS SPORTING GOODS INC COM 253393102 1,942 39,088 SH   DFND 4 28,417 0 10,671
DIEBOLD INC COM 253651103 48 1,400 SH   DFND 3 1,400 0 0
DIEBOLD INC COM 253651103 842 24,253 SH   DFND 4 20,430 0 3,823
DIGI INTL INC COM 253798102 44 4,804 SH   DFND 4 0 0 4,804
DIGITAL RIV INC COM 25388B104 140 5,655 SH   DFND 4 0 0 5,655
DIGITAL RLTY TR INC COM 253868103 27,613 416,492 SH   DFND 3 416,492 0 0
DIGITAL RLTY TR INC COM 253868103 22,732 342,804 SH   DFND 4 319,184 0 23,620
DIGITALGLOBE INC COM NEW 25389M877 341 10,836 SH   DFND 4 0 0 10,836
DILLARDS INC CL A 254067101 74 590 SH   DFND 3 590 0 0
DILLARDS INC CL A 254067101 1,235 9,857 SH   DFND 4 8,264 0 1,593
DIME CMNTY BANCSHARES COM 253922108 104 6,253 SH   DFND 4 0 0 6,253
DINEEQUITY INC COM 254423106 248 2,389 SH   DFND 4 0 0 2,389
DIODES INC COM 254543101 145 5,284 SH   DFND 4 0 0 5,284
DIPLOMAT PHARMACY INC COM 25456K101 14 517 SH   DFND 4 0 0 517
DIRECTV COM 25490A309 126,694 1,461,297 SH   DFND 3 1,461,297 0 0
DIRECTV COM 25490A309 52,246 602,532 SH   DFND 4 468,025 0 134,507
DISCOVER FINL SVCS COM 254709108 85,410 1,304,174 SH   DFND 3 1,304,174 0 0
DISCOVER FINL SVCS COM 254709108 35,389 540,240 SH   DFND 4 418,521 0 121,719
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 29,283 868,405 SH   DFND 3 868,405 0 0
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 11,078 328,492 SH   DFND 4 250,143 0 78,349
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 16,022 465,093 SH   DFND 3 465,093 0 0
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 5,447 158,037 SH   DFND 4 121,116 0 36,921
DISH NETWORK CORP CL A 25470M109 42,239 579,487 SH   DFND 3 579,487 0 0
DISH NETWORK CORP CL A 25470M109 16,427 225,338 SH   DFND 4 190,289 0 35,049
DISNEY WALT CO COM DISNEY 254687106 459,139 4,874,605 SH   DFND 3 4,874,605 0 0
DISNEY WALT CO COM DISNEY 254687106 168,426 1,787,861 SH   DFND 4 1,383,604 0 404,257
DOLLAR GEN CORP NEW COM 256677105 53,760 760,399 SH   DFND 3 760,399 0 0
DOLLAR GEN CORP NEW COM 256677105 25,276 357,356 SH   DFND 4 273,392 0 83,964
DOLLAR TREE INC COM 256746108 45,145 641,440 SH   DFND 3 641,440 0 0
DOLLAR TREE INC COM 256746108 18,250 259,124 SH   DFND 4 189,767 0 69,357
DOMINION RES INC VA NEW COM 25746U109 127,098 1,652,766 SH   DFND 3 1,652,766 0 0
DOMINION RES INC VA NEW COM 25746U109 73,561 955,891 SH   DFND 4 770,305 0 185,586
DOMINOS PIZZA INC COM 25754A201 78 824 SH   DFND 4 824 0 0
DOMTAR CORP COM NEW 257559203 80 2,000 SH   DFND 3 2,000 0 0
DOMTAR CORP COM NEW 257559203 1,638 40,680 SH   DFND 4 36,036 0 4,644
DONALDSON INC COM 257651109 27 700 SH   DFND 3 700 0 0
DONALDSON INC COM 257651109 766 19,798 SH   DFND 4 17,531 0 2,267
DONNELLEY R R & SONS CO COM 257867101 163 9,716 SH   DFND 3 9,716 0 0
DONNELLEY R R & SONS CO COM 257867101 4,309 256,271 SH   DFND 4 231,670 0 24,601
DORMAN PRODUCTS INC COM 258278100 191 3,913 SH   DFND 4 0 0 3,913
DOUGLAS DYNAMICS INC COM 25960R105 69 3,150 SH   DFND 4 0 0 3,150
DOUGLAS EMMETT INC COM 25960P109 825 29,043 SH   DFND 3 29,043 0 0
DOUGLAS EMMETT INC COM 25960P109 6,316 222,319 SH   DFND 4 218,287 0 4,032
DOVER CORP COM 260003108 33,706 469,966 SH   DFND 3 469,966 0 0
DOVER CORP COM 260003108 15,009 209,212 SH   DFND 4 166,084 0 43,128
DOW CHEM CO COM 260543103 153,458 3,364,577 SH   DFND 3 3,364,577 0 0
DOW CHEM CO COM 260543103 74,607 1,635,616 SH   DFND 4 1,322,080 0 313,536
DR PEPPER SNAPPLE GROUP INC COM 26138E109 165 2,302 SH   DFND 2 0 0 2,302
DR PEPPER SNAPPLE GROUP INC COM 26138E109 39,863 556,119 SH   DFND 3 556,119 0 0
DR PEPPER SNAPPLE GROUP INC COM 26138E109 16,750 233,610 SH   DFND 4 180,881 0 52,729
DR REDDYS LABS LTD ADR 256135203 9,790 193,975 SH   DFND 4 169,902 0 24,073
DRESSER-RAND GROUP INC COM 261608103 49 600 SH   DFND 3 600 0 0
DRESSER-RAND GROUP INC COM 261608103 1,188 14,529 SH   DFND 4 12,698 0 1,831
DREW INDS INC COM NEW 26168L205 177 3,453 SH   DFND 4 0 0 3,453
DRIL-QUIP INC COM 262037104 31 404 SH   DFND 4 404 0 0
DST SYS INC DEL COM 233326107 10,964 116,448 SH   DFND 3 116,448 0 0
DST SYS INC DEL COM 233326107 2,974 31,586 SH   DFND 4 31,586 0 0
DSW INC CL A 23334L102 38 1,022 SH   DFND 3 1,022 0 0
DSW INC CL A 23334L102 444 11,906 SH   DFND 4 11,906 0 0
DTE ENERGY CO COM 233331107 44,903 519,895 SH   DFND 3 519,895 0 0
DTE ENERGY CO COM 233331107 58,387 675,872 SH   DFND 4 628,342 0 47,530
DTS INC COM 23335C101 93 2,970 SH   DFND 4 0 0 2,970
DU PONT E I DE NEMOURS & CO COM 263534109 190,959 2,582,622 SH   DFND 3 2,582,622 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 87,029 1,176,741 SH   DFND 4 940,548 0 236,193
DUCOMMUN INC DEL COM 264147109 54 2,087 SH   DFND 4 0 0 2,087
DUKE ENERGY CORP NEW COM NEW 26441C204 166,276 1,990,381 SH   DFND 3 1,990,381 0 0
DUKE ENERGY CORP NEW COM NEW 26441C204 150,591 1,801,630 SH   DFND 4 1,557,928 0 243,702
DUKE REALTY CORP COM NEW 264411505 19,616 971,087 SH   DFND 3 971,087 0 0
DUKE REALTY CORP COM NEW 264411505 17,922 886,931 SH   DFND 4 823,096 0 63,835
DUN & BRADSTREET CORP DEL NE COM 26483E100 12,965 107,184 SH   DFND 3 107,184 0 0
DUN & BRADSTREET CORP DEL NE COM 26483E100 5,659 46,781 SH   DFND 4 38,240 0 8,541
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 451 13,561 SH   DFND 3 13,561 0 0
DUPONT FABROS TECHNOLOGY INC COM 26613Q106 3,304 99,231 SH   DFND 4 90,031 0 9,200
DXP ENTERPRISES INC NEW COM NEW 233377407 97 1,908 SH   DFND 4 0 0 1,908
DYAX CORP COM 26746E103 294 20,601 SH   DFND 4 0 0 20,601
DYCOM INDS INC COM 267475101 167 4,759 SH   DFND 4 0 0 4,759
DYNAMIC MATLS CORP COM 267888105 43 2,648 SH   DFND 4 0 0 2,648
DYNAVAX TECHNOLOGIES CORP COM NEW 268158201 90 5,232 SH   DFND 4 0 0 5,232
DYNEGY INC NEW DEL COM 26817R108 55 1,824 SH   DFND 3 1,824 0 0
DYNEGY INC NEW DEL COM 26817R108 757 24,622 SH   DFND 4 3,561 0 21,061
DYNEX CAP INC COM NEW 26817Q506 64 7,651 SH   DFND 4 0 0 7,651
E M C CORP MASS COM 268648102 363 12,204 SH   DFND 2 0 0 12,204
E M C CORP MASS COM 268648102 173,913 5,847,772 SH   DFND 3 5,847,772 0 0
E M C CORP MASS COM 268648102 72,354 2,432,159 SH   DFND 4 1,894,330 0 537,829
E TRADE FINANCIAL CORP COM NEW 269246401 165 6,820 SH   DFND 3 6,820 0 0
E TRADE FINANCIAL CORP COM NEW 269246401 3,615 149,138 SH   DFND 4 107,448 0 41,690
E-COMMERCE CHINA DANGDANG IN SPN ADS COM A 26833A105 208 22,400 SH   DFND 4 22,400 0 0
E2OPEN INC COM 29788A104 43 4,603 SH   DFND 4 0 0 4,603
EAGLE BANCORP INC MD COM 268948106 120 3,338 SH   DFND 4 0 0 3,338
EAGLE MATERIALS INC COM 26969P108 1,435 18,868 SH   DFND 1 0 0 18,868
EARTHLINK HLDGS CORP COM 27033X101 88 19,920 SH   DFND 4 0 0 19,920
EAST WEST BANCORP INC COM 27579R104 75 1,930 SH   DFND 3 1,930 0 0
EAST WEST BANCORP INC COM 27579R104 992 25,581 SH   DFND 4 22,094 0 3,487
EASTGROUP PPTY INC COM 277276101 404 6,385 SH   DFND 3 6,385 0 0
EASTGROUP PPTY INC COM 277276101 3,168 49,932 SH   DFND 4 45,487 0 4,445
EASTMAN CHEM CO COM 277432100 32,392 426,997 SH   DFND 3 426,997 0 0
EASTMAN CHEM CO COM 277432100 13,025 171,666 SH   DFND 4 135,363 0 36,303
EASTMAN KODAK CO COM NEW 277461406 47 2,194 SH   DFND 4 0 0 2,194
EATON VANCE CORP COM NON VTG 278265103 46 1,130 SH   DFND 3 1,130 0 0
EATON VANCE CORP COM NON VTG 278265103 1,577 38,484 SH   DFND 4 21,834 0 16,650
EBAY INC COM 278642103 378 6,729 SH   DFND 2 0 0 6,729
EBAY INC COM 278642103 180,410 3,214,722 SH   DFND 3 3,214,722 0 0
EBAY INC COM 278642103 66,899 1,191,542 SH   DFND 4 889,308 0 302,234
EBIX INC COM NEW 278715206 96 5,601 SH   DFND 4 0 0 5,601
ECHO GLOBAL LOGISTICS INC COM 27875T101 119 4,003 SH   DFND 4 0 0 4,003
ECHOSTAR CORP CL A 278768106 35 660 SH   DFND 3 660 0 0
ECHOSTAR CORP CL A 278768106 298 5,684 SH   DFND 4 5,684 0 0
ECOLAB INC COM 278865100 79,193 757,680 SH   DFND 3 757,680 0 0
ECOLAB INC COM 278865100 38,186 365,095 SH   DFND 4 260,474 0 104,621
ECOPETROL S A SPONSORED ADS 279158109 13,258 774,869 SH   DFND 4 765,569 0 9,300
EDISON INTL COM 281020107 61,695 942,194 SH   DFND 3 942,194 0 0
EDISON INTL COM 281020107 76,155 1,162,606 SH   DFND 4 1,075,279 0 87,327
EDUCATION RLTY TR INC COM NEW 28140H203 344 9,414 SH   DFND 3 9,414 0 0
EDUCATION RLTY TR INC COM NEW 28140H203 2,578 70,340 SH   DFND 4 63,478 0 6,862
EDWARDS LIFESCIENCES CORP COM 28176E108 40,778 320,129 SH   DFND 3 320,129 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 16,699 131,097 SH   DFND 4 105,887 0 25,210
EHEALTH INC COM 28238P109 76 2,982 SH   DFND 4 0 0 2,982
EL PASO ELEC CO COM NEW 283677854 3,603 89,830 SH   DFND 4 83,971 0 5,859
ELDORADO GOLD CORP NEW COM 284902103 11,975 1,959,033 SH   DFND 3 1,959,033 0 0
ELDORADO GOLD CORP NEW COM 284902103 6,203 1,014,893 SH   DFND 4 894,814 0 120,079
ELECTRO RENT CORP COM 285218103 44 3,082 SH   DFND 4 0 0 3,082
ELECTRONIC ARTS INC COM 285512109 41,196 876,236 SH   DFND 3 876,236 0 0
ELECTRONIC ARTS INC COM 285512109 14,815 315,021 SH   DFND 4 234,460 0 80,561
ELECTRONICS FOR IMAGING INC COM 286082102 285 6,547 SH   DFND 4 0 0 6,547
ELLIE MAE INC COM 28849P100 173 4,183 SH   DFND 4 0 0 4,183
ELLIS PERRY INTL INC COM 288853104 43 1,623 SH   DFND 4 0 0 1,623
EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 208 12,252 SH   DFND 4 12,252 0 0
EMBRAER S A SP ADR REP 4 COM 29082A107 297 8,043 SH   DFND 4 8,043 0 0
EMCOR GROUP INC COM 29084Q100 75 1,690 SH   DFND 3 1,690 0 0
EMCOR GROUP INC COM 29084Q100 1,755 39,317 SH   DFND 4 26,847 0 12,470
EMERALD OIL INC COM NEW 29101U209 12 10,199 SH   DFND 4 0 0 10,199
EMERGENT BIOSOLUTIONS INC COM 29089Q105 118 4,233 SH   DFND 4 0 0 4,233
EMERSON ELEC CO COM 291011104 120,421 1,950,773 SH   DFND 3 1,950,773 0 0
EMERSON ELEC CO COM 291011104 52,173 845,017 SH   DFND 4 664,682 0 180,335
EMPIRE DIST ELEC CO COM 291641108 2,959 99,350 SH   DFND 4 93,054 0 6,296
EMPIRE ST RLTY TR INC CL A 292104106 268 15,270 SH   DFND 3 15,270 0 0
EMPIRE ST RLTY TR INC CL A 292104106 2,210 125,422 SH   DFND 4 112,133 0 13,289
EMPLOYERS HOLDINGS INC COM 292218104 110 4,673 SH   DFND 4 0 0 4,673
EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 6,020 134,566 SH   DFND 4 108,464 0 26,102
EMULEX CORP COM NEW 292475209 85 14,935 SH   DFND 4 0 0 14,935
ENANTA PHARMACEUTICALS INC COM 29251M106 101 1,990 SH   DFND 4 0 0 1,990
ENBRIDGE INC COM 29250N105 126,668 2,455,937 SH   DFND 3 2,455,937 0 0
ENBRIDGE INC COM 29250N105 115,750 2,244,442 SH   DFND 4 2,101,597 0 142,845
ENCANA CORP COM 292505104 32,318 2,316,292 SH   DFND 3 2,316,292 0 0
ENCANA CORP COM 292505104 14,581 1,044,893 SH   DFND 4 884,289 0 160,604
ENCORE CAP GROUP INC COM 292554102 174 3,924 SH   DFND 4 0 0 3,924
ENCORE WIRE CORP COM 292562105 118 3,091 SH   DFND 4 0 0 3,091
ENDOCYTE INC COM 29269A102 43 6,833 SH   DFND 4 0 0 6,833
ENDOLOGIX INC COM 29266S106 145 9,318 SH   DFND 4 0 0 9,318
ENDURANCE INTL GROUP HLDGS I COM 29272B105 105 5,782 SH   DFND 4 0 0 5,782
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 66 1,100 SH   DFND 3 1,100 0 0
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1,080 18,010 SH   DFND 4 15,755 0 2,255
ENERGEN CORP COM 29265N108 64 1,000 SH   DFND 3 1,000 0 0
ENERGEN CORP COM 29265N108 2,169 34,053 SH   DFND 4 21,732 0 12,321
ENERGIZER HLDGS INC COM 29266R108 23,042 179,232 SH   DFND 3 179,232 0 0
ENERGIZER HLDGS INC COM 29266R108 9,296 72,266 SH   DFND 4 60,695 0 11,571
ENERNOC INC COM 292764107 77 4,898 SH   DFND 4 0 0 4,898
ENERPLUS CORP COM 292766102 70 7,237 SH   DFND 3 7,237 0 0
ENERPLUS CORP COM 292766102 2,093 217,089 SH   DFND 4 176,854 0 40,235
ENERSIS S A SPONSORED ADR 29274F104 4,178 260,297 SH   DFND 4 190,980 0 69,317
ENERSYS COM 29275Y102 1,956 31,671 SH   DFND 4 23,467 0 8,204
ENERSYS COM 29275Y102 46 750 SH   DFND 3 750 0 0
ENGILITY HLDGS INC COM 29285W104 111 2,593 SH   DFND 4 0 0 2,593
ENNIS INC COM 293389102 51 3,771 SH   DFND 4 0 0 3,771
ENOVA INTL INC COM 29357K103 83 3,739 SH   DFND 4 0 0 3,739
ENPRO INDS INC COM 29355X107 202 3,193 SH   DFND 4 0 0 3,193
ENSIGN GROUP INC COM 29358P101 125 2,785 SH   DFND 4 0 0 2,785
ENTEGRIS INC COM 29362U104 266 19,873 SH   DFND 4 0 0 19,873
ENTERCOM COMMUNICATIONS CORP CL A 293639100 60 4,732 SH   DFND 4 0 0 4,732
ENTERGY CORP NEW COM 29364G103 48,628 555,874 SH   DFND 3 555,874 0 0
ENTERGY CORP NEW COM 29364G103 32,220 367,972 SH   DFND 4 314,282 0 53,690
ENTERPRISE FINL SVCS CORP COM 293712105 63 3,131 SH   DFND 4 0 0 3,131
ENTRAVISION COMMUNICATIONS C CL A 29382R107 71 10,785 SH   DFND 4 0 0 10,785
ENTROPIC COMMUNICATIONS INC COM 29384R105 43 16,964 SH   DFND 4 0 0 16,964
ENVESTNET INC COM 29404K106 243 4,935 SH   DFND 4 0 0 4,935
EOG RES INC COM 26875P101 100 1,083 SH   DFND 2 0 0 1,083
EOG RES INC COM 26875P101 142,621 1,549,051 SH   DFND 3 1,549,051 0 0
EOG RES INC COM 26875P101 50,263 545,952 SH   DFND 4 413,031 0 132,921
EPAM SYS INC COM 29414B104 247 5,165 SH   DFND 4 0 0 5,165
EPIQ SYS INC COM 26882D109 92 5,355 SH   DFND 4 0 0 5,355
EPIZYME INC COM 29428V104 47 2,538 SH   DFND 4 0 0 2,538
EPLUS INC COM 294268107 70 942 SH   DFND 4 0 0 942
EPR PPTYS COM SH BEN INT 26884U109 685 11,883 SH   DFND 3 11,883 0 0
EPR PPTYS COM SH BEN INT 26884U109 5,961 103,233 SH   DFND 4 93,271 0 9,962
EQT CORP COM 26884L109 27 354 SH   DFND 2 0 0 354
EQT CORP COM 26884L109 34,304 453,158 SH   DFND 3 453,158 0 0
EQT CORP COM 26884L109 12,827 169,446 SH   DFND 4 118,577 0 50,869
EQUIFAX INC COM 294429105 29,349 362,921 SH   DFND 3 362,921 0 0
EQUIFAX INC COM 294429105 11,157 137,961 SH   DFND 4 107,764 0 30,197
EQUINIX INC COM NEW 29444U502 35,599 157,009 SH   DFND 3 157,009 0 0
EQUINIX INC COM NEW 29444U502 10,818 47,703 SH   DFND 4 39,743 0 7,960
EQUITY COMWLTH COM SH BEN INT 294628102 767 29,860 SH   DFND 3 29,860 0 0
EQUITY COMWLTH COM SH BEN INT 294628102 6,563 255,616 SH   DFND 4 248,991 0 6,625
EQUITY LIFESTYLE PPTYS INC COM 29472R108 801 15,529 SH   DFND 3 15,529 0 0
EQUITY LIFESTYLE PPTYS INC COM 29472R108 5,682 110,226 SH   DFND 4 110,226 0 0
EQUITY ONE COM 294752100 310 12,221 SH   DFND 3 12,221 0 0
EQUITY ONE COM 294752100 2,301 90,581 SH   DFND 4 81,719 0 8,862
EQUITY RESIDENTIAL SH BEN INT 29476L107 80,857 1,125,509 SH   DFND 3 1,125,509 0 0
EQUITY RESIDENTIAL SH BEN INT 29476L107 68,516 953,342 SH   DFND 4 849,101 0 104,241
ERA GROUP INC COM 26885G109 63 3,002 SH   DFND 4 0 0 3,002
ERIE INDTY CO CL A 29530P102 55 603 SH   DFND 4 603 0 0
ESCO TECHNOLOGIES INC COM 296315104 143 3,858 SH   DFND 4 0 0 3,858
ESSEX PPTY TR INC COM 297178105 34,967 169,252 SH   DFND 3 169,252 0 0
ESSEX PPTY TR INC COM 297178105 32,133 155,517 SH   DFND 4 138,903 0 16,614
ESTERLINE TECHNOLOGIES CORP COM 297425100 81 738 SH   DFND 3 738 0 0
ESTERLINE TECHNOLOGIES CORP COM 297425100 1,564 14,237 SH   DFND 4 8,617 0 5,620
ETHAN ALLEN INTERIORS INC COM 297602104 117 3,782 SH   DFND 4 0 0 3,782
EURONET WORLDWIDE INC COM 298736109 408 7,286 SH   DFND 4 0 0 7,286
EVERBANK FINL CORP COM 29977G102 257 13,210 SH   DFND 4 0 0 13,210
EVERCORE PARTNERS INC CLASS A 29977A105 247 4,702 SH   DFND 4 0 0 4,702
EVEREST RE GROUP LTD COM G3223R108 22,255 130,681 SH   DFND 3 130,681 0 0
EVEREST RE GROUP LTD COM G3223R108 12,894 75,621 SH   DFND 4 59,015 0 16,606
EVERTEC INC COM 30040P103 214 9,538 SH   DFND 4 0 0 9,538
EVOLUTION PETROLEUM CORP COM 30049A107 26 3,633 SH   DFND 4 0 0 3,633
EXACT SCIENCES CORP COM 30063P105 353 12,261 SH   DFND 4 0 0 12,261
EXACTECH INC COM 30064E109 44 1,881 SH   DFND 4 0 0 1,881
EXAMWORKS GROUP INC COM 30066A105 218 5,156 SH   DFND 4 0 0 5,156
EXAR CORP COM 300645108 74 7,307 SH   DFND 4 0 0 7,307
EXCEL TR INC COM 30068C109 152 11,386 SH   DFND 3 11,386 0 0
EXCEL TR INC COM 30068C109 1,229 91,703 SH   DFND 4 84,080 0 7,623
EXCO RESOURCES INC COM 269279402 48 23,023 SH   DFND 4 0 0 23,023
EXELIS INC COM 30162A108 102 5,804 SH   DFND 3 5,804 0 0
EXELIS INC COM 30162A108 1,814 103,395 SH   DFND 4 90,608 0 12,787
EXELIXIS INC COM 30161Q104 41 30,057 SH   DFND 4 0 0 30,057
EXELON CORP COM 30161N101 91,179 2,458,978 SH   DFND 3 2,458,978 0 0
EXELON CORP COM 30161N101 59,998 1,616,786 SH   DFND 4 1,357,427 0 259,359
EXLSERVICE HOLDINGS INC COM 302081104 140 4,833 SH   DFND 4 0 0 4,833
EXONE CO COM 302104104 24 1,447 SH   DFND 4 0 0 1,447
EXPEDIA INC DEL COM NEW 30212P303 25,151 294,649 SH   DFND 3 294,649 0 0
EXPEDIA INC DEL COM NEW 30212P303 9,762 114,357 SH   DFND 4 88,247 0 26,110
EXPEDITORS INTL WASH INC COM 302130109 26,558 595,340 SH   DFND 3 595,340 0 0
EXPEDITORS INTL WASH INC COM 302130109 10,393 232,945 SH   DFND 4 180,689 0 52,256
EXPONENT INC COM 30214U102 155 1,864 SH   DFND 4 0 0 1,864
EXPRESS INC COM 30219E103 564 38,220 SH   DFND 4 26,190 0 12,030
EXPRESS SCRIPTS HLDG CO COM 30219G108 176,590 2,085,630 SH   DFND 3 2,085,630 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 93,711 1,106,010 SH   DFND 4 874,827 0 231,183
EXTERRAN HLDGS INC COM 30225X103 79 2,410 SH   DFND 3 2,410 0 0
EXTERRAN HLDGS INC COM 30225X103 1,603 49,457 SH   DFND 4 37,382 0 12,075
EXTRA SPACE STORAGE INC COM 30225T102 1,320 22,518 SH   DFND 3 22,518 0 0
EXTRA SPACE STORAGE INC COM 30225T102 9,877 168,441 SH   DFND 4 168,441 0 0
EXTREME NETWORKS INC COM 30226D106 55 15,387 SH   DFND 4 0 0 15,387
EXXON MOBIL CORP COM 30231G102 511 5,528 SH   DFND 2 0 0 5,528
EXXON MOBIL CORP COM 30231G102 1,117,757 12,090,400 SH   DFND 3 12,090,400 0 0
EXXON MOBIL CORP COM 30231G102 557,548 6,031,074 SH   DFND 4 4,813,261 0 1,217,813
EZCORP INC CL A NON VTG 302301106 112 9,407 SH   DFND 4 0 0 9,407
F M C CORP COM NEW 302491303 23,363 409,658 SH   DFND 3 409,658 0 0
F M C CORP COM NEW 302491303 7,863 137,873 SH   DFND 4 106,632 0 31,241
F5 NETWORKS INC COM 315616102 27,716 212,442 SH   DFND 3 212,442 0 0
F5 NETWORKS INC COM 315616102 9,709 74,415 SH   DFND 4 57,463 0 16,952
FACEBOOK INC CL A 30303M102 950 12,170 SH   DFND 2 0 0 12,170
FACEBOOK INC CL A 30303M102 467,773 5,995,557 SH   DFND 3 5,995,557 0 0
FACEBOOK INC CL A 30303M102 144,921 1,857,265 SH   DFND 4 1,366,862 0 490,403
FACTSET RESH SYS INC COM 303075105 143 1,014 SH   DFND 4 1,014 0 0
FAIR ISAAC CORP COM 303250104 356 4,832 SH   DFND 4 0 0 4,832
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 66 3,903 SH   DFND 3 3,903 0 0
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 885 51,863 SH   DFND 4 27,445 0 24,418
FAIRPOINT COMMUNICATIONS INC COM NEW 305560302 45 3,101 SH   DFND 4 0 0 3,101
FAMILY DLR STORES INC COM 307000109 23,180 292,644 SH   DFND 3 292,644 0 0
FAMILY DLR STORES INC COM 307000109 13,060 164,834 SH   DFND 4 127,951 0 36,883
FARO TECHNOLOGIES INC COM 311642102 165 2,578 SH   DFND 4 0 0 2,578
FASTENAL CO COM 311900104 37,388 786,123 SH   DFND 3 786,123 0 0
FASTENAL CO COM 311900104 13,659 287,142 SH   DFND 4 220,440 0 66,702
FBL FINL GROUP INC CL A 30239F106 99 1,689 SH   DFND 4 0 0 1,689
FBR & CO COM NEW 30247C400 46 1,850 SH   DFND 4 0 0 1,850
FEDERAL AGRIC MTG CORP CL C 313148306 59 1,944 SH   DFND 4 0 0 1,944
FEDERAL MOGUL HOLDINGS CORP COM 313549404 70 4,305 SH   DFND 4 0 0 4,305
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 25,898 194,054 SH   DFND 3 194,054 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 28,841 215,739 SH   DFND 4 192,429 0 23,310
FEDERAL SIGNAL CORP COM 313855108 142 9,196 SH   DFND 4 0 0 9,196
FEDERATED INVS INC PA CL B 314211103 68 2,070 SH   DFND 3 2,070 0 0
FEDERATED INVS INC PA CL B 314211103 1,394 42,270 SH   DFND 4 36,436 0 5,834
FEDERATED NATL HLDG CO COM 31422T101 53 2,182 SH   DFND 4 0 0 2,182
FEDEX CORP COM 31428X106 133,235 767,219 SH   DFND 3 767,219 0 0
FEDEX CORP COM 31428X106 59,444 342,195 SH   DFND 4 268,842 0 73,353
FEI CO COM 30241L109 557 6,068 SH   DFND 4 0 0 6,068
FELCOR LODGING TR INC COM 31430F101 278 25,711 SH   DFND 3 25,711 0 0
FELCOR LODGING TR INC COM 31430F101 1,922 177,327 SH   DFND 4 159,588 0 17,739
FERRO CORP COM 315405100 130 9,883 SH   DFND 4 0 0 9,883
FIBRIA CELULOSE S A SP ADR REP COM 31573A109 208 17,131 SH   DFND 4 17,131 0 0
FIDELITY & GTY LIFE COM 315785105 53 2,102 SH   DFND 4 0 0 2,102
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 27,122 787,295 SH   DFND 3 787,295 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 10,591 307,247 SH   DFND 4 268,365 0 38,882
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 3,804 241,678 SH   DFND 3 241,678 0 0
FIDELITY NATIONAL FINANCIAL FNFV GROUP COM 31620R402 1,137 72,237 SH   DFND 4 68,456 0 3,781
FIDELITY NATL INFORMATION SV COM 31620M106 23,023 369,538 SH   DFND 4 275,325 0 94,213
FIDELITY NATL INFORMATION SV COM 31620M106 51,252 823,981 SH   DFND 3 823,981 0 0
FIDELITY SOUTHERN CORP NEW COM 316394105 49 3,013 SH   DFND 4 0 0 3,013
FIESTA RESTAURANT GROUP INC COM 31660B101 235 3,835 SH   DFND 4 0 0 3,835
FIFTH STREET FINANCE CORP COM 31678A103 1,348 167,927 SH   DFND 4 167,927 0 0
FIFTH THIRD BANCORP COM 316773100 48,128 2,362,125 SH   DFND 3 2,362,125 0 0
FIFTH THIRD BANCORP COM 316773100 24,023 1,178,617 SH   DFND 4 943,967 0 234,650
FINANCIAL ENGINES INC COM 317485100 268 7,362 SH   DFND 4 0 0 7,362
FINANCIAL INSTNS INC COM 317585404 67 2,637 SH   DFND 4 0 0 2,637
FINISAR CORP COM NEW 31787A507 267 13,659 SH   DFND 4 0 0 13,659
FINISH LINE INC CL A 317923100 169 6,878 SH   DFND 4 0 0 6,878
FIREEYE INC COM 31816Q101 16 518 SH   DFND 4 518 0 0
FIRST AMERN FINL CORP COM 31847R102 82 2,410 SH   DFND 3 2,410 0 0
FIRST AMERN FINL CORP COM 31847R102 2,094 61,644 SH   DFND 4 41,006 0 20,638
FIRST BANCORP N C COM 318910106 57 3,090 SH   DFND 4 0 0 3,090
FIRST BUSEY CORP COM 319383105 73 11,040 SH   DFND 4 0 0 11,040
FIRST CASH FINL SVCS INC COM 31942D107 245 4,370 SH   DFND 4 0 0 4,370
FIRST CMNTY BANCSHARES INC N COM 31983A103 44 2,667 SH   DFND 4 0 0 2,667
FIRST COMWLTH FINL CORP PA COM 319829107 133 14,162 SH   DFND 4 0 0 14,162
FIRST CONN BANCORP INC MD COM 319850103 44 2,681 SH   DFND 4 0 0 2,681
FIRST CTZNS BANCSHARES INC N CL A 31946M103 281 1,095 SH   DFND 4 0 0 1,095
FIRST DEFIANCE FINL CORP COM 32006W106 57 1,657 SH   DFND 4 0 0 1,657
FIRST FINL BANCORP OH COM 320209109 163 8,637 SH   DFND 4 0 0 8,637
FIRST FINL BANKSHARES COM 32020R109 280 9,254 SH   DFND 4 0 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 66 4,843 SH   DFND 3 4,843 0 0
FIRST HORIZON NATL CORP COM 320517105 1,251 91,955 SH   DFND 4 79,734 0 12,221
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 454 22,081 SH   DFND 3 22,081 0 0
FIRST INDUSTRIAL REALTY TRUS COM 32054K103 3,540 171,752 SH   DFND 4 156,107 0 15,645
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 92 3,304 SH   DFND 4 0 0 3,304
FIRST LONG IS CORP COM 320734106 52 1,845 SH   DFND 4 0 0 1,845
FIRST MERCHANTS CORP COM 320817109 127 5,483 SH   DFND 4 0 0 5,483
FIRST MIDWEST BANCORP DEL COM 320867104 187 10,764 SH   DFND 4 0 0 10,764
FIRST NBC BK HLDG CO COM 32115D106 95 2,722 SH   DFND 4 0 0 2,722
FIRST NIAGARA FINL GP INC COM 33582V108 90 10,670 SH   DFND 3 10,670 0 0
FIRST NIAGARA FINL GP INC COM 33582V108 1,582 187,769 SH   DFND 4 163,233 0 24,536
FIRST POTOMAC RLTY TR COM 33610F109 150 12,133 SH   DFND 3 12,133 0 0
FIRST POTOMAC RLTY TR COM 33610F109 1,254 101,175 SH   DFND 4 92,653 0 8,522
FIRST REP BK SAN FRANCISCO C COM 33616C100 49 940 SH   DFND 3 940 0 0
FIRST REP BK SAN FRANCISCO C COM 33616C100 2,185 41,892 SH   DFND 4 27,544 0 14,348
FIRST SOLAR INC COM 336433107 9,036 202,629 SH   DFND 3 202,629 0 0
FIRST SOLAR INC COM 336433107 3,125 70,143 SH   DFND 4 59,820 0 10,323
FIRSTENERGY CORP COM 337932107 43,551 1,116,966 SH   DFND 3 1,116,966 0 0
FIRSTENERGY CORP COM 337932107 33,518 858,697 SH   DFND 4 734,291 0 124,406
FIRSTMERIT CORP COM 337915102 39 2,050 SH   DFND 3 2,050 0 0
FIRSTMERIT CORP COM 337915102 1,143 60,047 SH   DFND 4 29,420 0 30,627
FISERV INC COM 337738108 50,666 713,901 SH   DFND 3 713,901 0 0
FISERV INC COM 337738108 25,066 352,607 SH   DFND 4 257,167 0 95,440
FIVE BELOW INC COM 33829M101 322 7,836 SH   DFND 4 0 0 7,836
FIVE PRIME THERAPEUTICS INC COM 33830X104 90 3,342 SH   DFND 4 0 0 3,342
FIVE STAR QUALITY CARE INC COM 33832D106 24 5,844 SH   DFND 4 0 0 5,844
FLAGSTAR BANCORP INC COM PAR .001 337930705 61 3,885 SH   DFND 4 0 0 3,885
FLEETCOR TECHNOLOGIES INC COM 339041105 28,199 189,623 SH   DFND 3 189,623 0 0
FLEETCOR TECHNOLOGIES INC COM 339041105 8,201 55,147 SH   DFND 4 46,201 0 8,946
FLEXTRONICS INTL LTD ORD Y2573F102 20,757 1,856,640 SH   DFND 3 1,856,640 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 14,930 1,334,584 SH   DFND 4 1,162,551 0 172,033
FLIR SYS INC COM 302445101 37 1,130 SH   DFND 3 1,130 0 0
FLIR SYS INC COM 302445101 1,725 53,356 SH   DFND 4 21,559 0 31,797
FLOTEK INDS INC DEL COM 343389102 140 7,702 SH   DFND 4 0 0 7,702
FLOWERS FOODS INC COM 343498101 53 2,760 SH   DFND 3 2,760 0 0
FLOWERS FOODS INC COM 343498101 749 38,901 SH   DFND 4 33,477 0 5,424
FLOWSERVE CORP COM 34354P105 25,042 418,545 SH   DFND 3 418,545 0 0
FLOWSERVE CORP COM 34354P105 9,257 154,719 SH   DFND 4 117,521 0 37,198
FLUIDIGM CORP DEL COM 34385P108 146 4,371 SH   DFND 4 0 0 4,371
FLUOR CORP NEW COM 343412102 28,097 463,415 SH   DFND 3 463,415 0 0
FLUOR CORP NEW COM 343412102 12,575 207,394 SH   DFND 4 164,977 0 42,417
FLUSHING FINL CORP COM 343873105 91 4,436 SH   DFND 4 0 0 4,436
FMC TECHNOLOGIES INC COM 30249U101 33,158 707,896 SH   DFND 3 707,896 0 0
FMC TECHNOLOGIES INC COM 30249U101 11,475 244,986 SH   DFND 4 185,102 0 59,884
FNB CORP PA COM 302520101 42 3,169 SH   DFND 3 3,169 0 0
FNB CORP PA COM 302520101 1,053 78,853 SH   DFND 4 54,188 0 24,665
FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 437 4,964 SH   DFND 4 4,964 0 0
FOOT LOCKER INC COM 344849104 23,884 425,132 SH   DFND 3 425,132 0 0
FOOT LOCKER INC COM 344849104 7,365 131,020 SH   DFND 4 123,138 0 7,882
FORD MTR CO DEL COM PAR $0.01 345370860 170,523 11,001,516 SH   DFND 3 11,001,516 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 84,665 5,461,208 SH   DFND 4 4,389,809 0 1,071,399
FOREST CITY ENTERPRISES INC CL A 345550107 643 30,205 SH   DFND 3 30,205 0 0
FOREST CITY ENTERPRISES INC CL A 345550107 4,639 217,771 SH   DFND 4 217,771 0 0
FORESTAR GROUP INC COM 346233109 79 5,109 SH   DFND 4 0 0 5,109
FORMFACTOR INC COM 346375108 91 10,583 SH   DFND 4 0 0 10,583
FORRESTER RESH INC COM 346563109 77 1,928 SH   DFND 4 0 0 1,928
FORTUNE BRANDS HOME & SEC IN COM 34964C106 22,291 492,394 SH   DFND 3 492,394 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 5,494 121,356 SH   DFND 4 110,344 0 11,012
FORUM ENERGY TECHNOLOGIES IN COM 34984V100 171 8,247 SH   DFND 4 0 0 8,247
FORWARD AIR CORP COM 349853101 223 4,382 SH   DFND 4 0 0 4,382
FOSSIL GROUP INC COM 34988V106 18,183 164,196 SH   DFND 3 164,196 0 0
FOSSIL GROUP INC COM 34988V106 5,488 49,558 SH   DFND 4 38,417 0 11,141
FOSTER L B CO COM 350060109 76 1,552 SH   DFND 4 0 0 1,552
FOUNDATION MEDICINE INC COM 350465100 62 2,729 SH   DFND 4 0 0 2,729
FRANCESCAS HLDGS CORP COM 351793104 107 6,331 SH   DFND 4 0 0 6,331
FRANCO NEVADA CORP COM 351858105 19,725 399,359 SH   DFND 3 399,359 0 0
FRANCO NEVADA CORP COM 351858105 8,195 165,934 SH   DFND 4 143,637 0 22,297
FRANKLIN COVEY CO COM 353469109 41 2,099 SH   DFND 4 0 0 2,099
FRANKLIN ELEC INC COM 353514102 257 6,824 SH   DFND 4 0 0 6,824
FRANKLIN FINL CORP VA COM 35353C102 29 1,323 SH   DFND 4 0 0 1,323
FRANKLIN RES INC COM 354613101 65,091 1,175,573 SH   DFND 3 1,175,573 0 0
FRANKLIN RES INC COM 354613101 24,326 439,250 SH   DFND 4 338,161 0 101,089
FRANKLIN STREET PPTYS CORP COM 35471R106 223 18,210 SH   DFND 3 18,210 0 0
FRANKLIN STREET PPTYS CORP COM 35471R106 1,605 130,393 SH   DFND 4 117,401 0 12,992
FREDS INC CL A 356108100 104 5,928 SH   DFND 4 0 0 5,928
FREEPORT-MCMORAN INC CL B 35671D857 574 24,579 SH   DFND 2 0 0 24,579
FREEPORT-MCMORAN INC CL B 35671D857 69,290 2,966,183 SH   DFND 3 2,966,183 0 0
FREEPORT-MCMORAN INC CL B 35671D857 36,225 1,550,891 SH   DFND 4 1,267,947 0 282,944
FREIGHTCAR AMER INC COM 357023100 57 2,116 SH   DFND 4 0 0 2,116
FRESH MKT INC COM 35804H106 261 6,272 SH   DFND 4 0 0 6,272
FRONTIER COMMUNICATIONS CORP COM 35906A108 51 7,700 SH   DFND 2 0 0 7,700
FRONTIER COMMUNICATIONS CORP COM 35906A108 20,368 3,053,646 SH   DFND 3 3,053,646 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 16,913 2,534,545 SH   DFND 4 2,196,042 0 338,503
FRP HLDGS INC COM 30292L107 38 1,010 SH   DFND 4 0 0 1,010
FTD COS INC COM 30281V108 99 2,844 SH   DFND 4 0 0 2,844
FTI CONSULTING INC COM 302941109 62 1,614 SH   DFND 3 1,614 0 0
FTI CONSULTING INC COM 302941109 1,262 32,491 SH   DFND 4 23,406 0 9,085
FUELCELL ENERGY INC COM 35952H106 807 523,218 SH   DFND 4 478,840 0 44,378
FULLER H B CO COM 359694106 324 7,149 SH   DFND 4 0 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 893 72,099 SH   DFND 4 61,539 0 10,560
FURMANITE CORPORATION COM 361086101 45 5,741 SH   DFND 4 0 0 5,741
FUTUREFUEL CORPORATION COM 36116M106 53 4,024 SH   DFND 4 0 0 4,024
FXCM INC COM CL A 302693106 105 6,376 SH   DFND 4 0 0 6,376
G & K SVCS INC CL A 361268105 205 2,850 SH   DFND 4 0 0 2,850
G-III APPAREL GROUP LTD COM 36237H101 264 2,576 SH   DFND 4 0 0 2,576
GALENA BIOPHARMA INC COM 363256108 35 23,219 SH   DFND 4 0 0 23,219
GALLAGHER ARTHUR J & CO COM 363576109 18,942 402,328 SH   DFND 3 402,328 0 0
GALLAGHER ARTHUR J & CO COM 363576109 6,011 127,621 SH   DFND 4 117,539 0 10,082
GAMCO INVESTORS INC COM 361438104 83 926 SH   DFND 4 0 0 926
GAMESTOP CORP NEW CL A 36467W109 9,527 281,852 SH   DFND 3 281,852 0 0
GAMESTOP CORP NEW CL A 36467W109 6,828 201,990 SH   DFND 4 166,448 0 35,542
GANNETT INC COM 364730101 21,617 677,015 SH   DFND 3 677,015 0 0
GANNETT INC COM 364730101 9,406 294,475 SH   DFND 4 255,090 0 39,385
GAP INC DEL COM 364760108 31,450 746,848 SH   DFND 3 746,848 0 0
GAP INC DEL COM 364760108 14,477 343,748 SH   DFND 4 268,128 0 75,620
GARTNER INC COM 366651107 79 935 SH   DFND 4 935 0 0
GASTAR EXPL INC NEW COM 36729W202 27 11,089 SH   DFND 4 0 0 11,089
GATX CORP COM 361448103 45 790 SH   DFND 3 790 0 0
GATX CORP COM 361448103 492 8,540 SH   DFND 4 6,977 0 1,563
GENCORP INC COM 368682100 159 8,597 SH   DFND 4 0 0 8,597
GENERAC HLDGS INC COM 368736104 46 975 SH   DFND 3 975 0 0
GENERAC HLDGS INC COM 368736104 467 9,808 SH   DFND 4 0 0 9,808
GENERAL CABLE CORP DEL NEW COM 369300108 50 3,337 SH   DFND 3 3,337 0 0
GENERAL CABLE CORP DEL NEW COM 369300108 2,136 143,291 SH   DFND 4 129,802 0 13,489
GENERAL COMMUNICATION INC CL A 369385109 71 5,153 SH   DFND 4 0 0 5,153
GENERAL DYNAMICS CORP COM 369550108 124,586 905,287 SH   DFND 3 905,287 0 0
GENERAL DYNAMICS CORP COM 369550108 52,322 380,081 SH   DFND 4 303,736 0 76,345
GENERAL ELECTRIC CO COM 369604103 723,531 28,632,013 SH   DFND 3 28,632,013 0 0
GENERAL ELECTRIC CO COM 369604103 333,409 13,191,692 SH   DFND 4 10,469,113 0 2,722,579
GENERAL GROWTH PPTYS INC NEW COM 370023103 45,240 1,608,234 SH   DFND 3 1,608,234 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 38,970 1,384,322 SH   DFND 4 1,203,113 0 181,209
GENERAL MLS INC COM 370334104 369 6,924 SH   DFND 2 0 0 6,924
GENERAL MLS INC COM 370334104 89,282 1,674,133 SH   DFND 3 1,674,133 0 0
GENERAL MLS INC COM 370334104 57,622 1,079,279 SH   DFND 4 839,774 0 239,505
GENERAL MTRS CO COM 37045V100 129,399 3,706,640 SH   DFND 3 3,706,640 0 0
GENERAL MTRS CO COM 37045V100 77,706 2,225,205 SH   DFND 4 1,846,910 0 378,295
GENESCO INC COM 371532102 46 600 SH   DFND 3 600 0 0
GENESCO INC COM 371532102 830 10,775 SH   DFND 4 7,338 0 3,437
GENMARK DIAGNOSTICS INC COM 372309104 113 8,127 SH   DFND 4 0 0 8,127
GENOMIC HEALTH INC COM 37244C101 97 2,932 SH   DFND 4 0 0 2,932
GENTEX CORP COM 371901109 16,081 445,074 SH   DFND 3 445,074 0 0
GENTEX CORP COM 371901109 3,116 86,236 SH   DFND 4 81,879 0 4,357
GENTHERM INC COM 37253A103 184 4,989 SH   DFND 4 0 0 4,989
GENTIVA HEALTH SERVICES INC COM 37247A102 106 5,523 SH   DFND 4 0 0 5,523
GENUINE PARTS CO COM 372460105 47,083 441,803 SH   DFND 3 441,803 0 0
GENUINE PARTS CO COM 372460105 21,434 200,982 SH   DFND 4 157,865 0 43,117
GENWORTH FINL INC COM CL A 37247D106 12,493 1,469,773 SH   DFND 3 1,469,773 0 0
GENWORTH FINL INC COM CL A 37247D106 7,445 875,697 SH   DFND 4 741,727 0 133,970
GEO GROUP INC NEW COM 36162J106 53 1,313 SH   DFND 3 1,313 0 0
GEO GROUP INC NEW COM 36162J106 993 24,384 SH   DFND 4 13,852 0 10,532
GEOSPACE TECHNOLOGIES CORP COM 37364X109 52 1,956 SH   DFND 4 0 0 1,956
GERDAU S A SPON ADR REP PFD 373737105 252 71,022 SH   DFND 4 71,022 0 0
GERMAN AMERN BANCORP INC COM 373865104 55 1,791 SH   DFND 4 0 0 1,791
GERON CORP COM 374163103 106 32,193 SH   DFND 4 0 0 32,193
GETTY RLTY CORP NEW COM 374297109 94 5,173 SH   DFND 3 5,173 0 0
GETTY RLTY CORP NEW COM 374297109 846 46,359 SH   DFND 4 42,512 0 3,847
GFI GROUP INC COM 361652209 73 13,251 SH   DFND 4 0 0 13,251
GIBRALTAR INDS INC COM 374689107 79 4,864 SH   DFND 4 0 0 4,864
GIGAMON INC COM 37518B102 78 4,548 SH   DFND 4 0 0 4,548
GILDAN ACTIVEWEAR INC COM 375916103 45 800 SH   DFND 3 800 0 0
GILDAN ACTIVEWEAR INC COM 375916103 2,325 40,995 SH   DFND 4 27,277 0 13,718
GILEAD SCIENCES INC COM 375558103 1,431 15,178 SH   DFND 2 0 0 15,178
GILEAD SCIENCES INC COM 375558103 407,410 4,322,191 SH   DFND 3 4,322,191 0 0
GILEAD SCIENCES INC COM 375558103 156,943 1,664,796 SH   DFND 4 1,300,884 0 363,912
GLACIER BANCORP INC NEW COM 37637Q105 303 10,817 SH   DFND 4 0 0 10,817
GLADSTONE CAPITAL CORP COM 376535100 188 22,745 SH   DFND 4 22,745 0 0
GLADSTONE COML CORP COM 376536108 52 2,985 SH   DFND 4 0 0 2,985
GLADSTONE INVT CORP COM 376546107 201 28,676 SH   DFND 4 28,676 0 0
GLATFELTER COM 377316104 159 6,133 SH   DFND 4 0 0 6,133
GLIMCHER RLTY TR SH BEN INT 379302102 412 29,957 SH   DFND 3 29,957 0 0
GLIMCHER RLTY TR SH BEN INT 379302102 3,143 228,666 SH   DFND 4 208,164 0 20,502
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 52 3,998 SH   DFND 4 0 0 3,998
GLOBAL CASH ACCESS HLDGS INC COM 378967103 70 9,882 SH   DFND 4 0 0 9,882
GLOBAL EAGLE ENTMT INC COM 37951D102 108 7,785 SH   DFND 4 0 0 7,785
GLOBAL PMTS INC COM 37940X102 38 470 SH   DFND 3 470 0 0
GLOBAL PMTS INC COM 37940X102 577 7,142 SH   DFND 4 7,142 0 0
GLOBAL POWER EQUIPMENT GRP I COM PAR $0.01 37941P306 44 3,169 SH   DFND 4 0 0 3,169
GLOBALSTAR INC COM 378973408 96 34,886 SH   DFND 4 0 0 34,886
GLOBE SPECIALTY METALS INC COM 37954N206 162 9,404 SH   DFND 4 0 0 9,404
GLOBUS MED INC CL A 379577208 225 9,371 SH   DFND 4 0 0 9,371
GLU MOBILE INC COM 379890106 52 12,983 SH   DFND 4 0 0 12,983
GNC HLDGS INC COM CL A 36191G107 38 815 SH   DFND 3 815 0 0
GNC HLDGS INC COM CL A 36191G107 385 8,201 SH   DFND 4 8,201 0 0
GOGO INC COM 38046C109 135 8,136 SH   DFND 4 0 0 8,136
GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 56 12,379 SH   DFND 4 12,379 0 0
GOLDCORP INC NEW COM 380956409 41,296 2,223,714 SH   DFND 3 2,223,714 0 0
GOLDCORP INC NEW COM 380956409 22,666 1,220,530 SH   DFND 4 1,076,377 0 144,153
GOLDMAN SACHS GROUP INC COM 38141G104 229,634 1,184,720 SH   DFND 3 1,184,720 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 110,042 567,569 SH   DFND 4 452,180 0 115,389
GOLUB CAP BDC INC COM 38173M102 929 51,762 SH   DFND 4 51,762 0 0
GOODRICH PETE CORP COM NEW 382410405 23 4,873 SH   DFND 4 0 0 4,873
GOODYEAR TIRE & RUBR CO COM 382550101 286 10,007 SH   DFND 3 10,007 0 0
GOODYEAR TIRE & RUBR CO COM 382550101 7,992 279,699 SH   DFND 4 230,968 0 48,731
GOOGLE INC CL C 38259P706 427,578 812,269 SH   DFND 3 812,269 0 0
GOOGLE INC CL C 38259P706 148,991 283,012 SH   DFND 4 213,710 0 69,302
GOOGLE INC CL C 38259P706 892 1,694 SH   DFND 2 0 0 1,694
GOOGLE INC CL A 38259P508 894 1,685 SH   DFND 2 0 0 1,685
GOOGLE INC CL A 38259P508 432,985 815,937 SH   DFND 3 815,937 0 0
GOOGLE INC CL A 38259P508 164,802 310,499 SH   DFND 4 237,534 0 72,965
GORMAN RUPP CO COM 383082104 91 2,791 SH   DFND 4 0 0 2,791
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 336 14,590 SH   DFND 3 14,590 0 0
GOVERNMENT PPTYS INCOME TR COM SHS BEN INT 38376A103 2,377 103,122 SH   DFND 4 93,406 0 9,716
GP STRATEGIES CORP COM 36225V104 65 1,928 SH   DFND 4 0 0 1,928
GRACE W R & CO DEL NEW COM 38388F108 59 620 SH   DFND 3 620 0 0
GRACE W R & CO DEL NEW COM 38388F108 977 10,223 SH   DFND 4 9,016 0 1,207
GRACO INC COM 384109104 80 1,000 SH   DFND 4 1,000 0 0
GRAHAM CORP COM 384556106 44 1,545 SH   DFND 4 0 0 1,545
GRAHAM HLDGS CO COM 384637104 73 84 SH   DFND 3 84 0 0
GRAHAM HLDGS CO COM 384637104 2,289 2,646 SH   DFND 4 2,387 0 259
GRAINGER W W INC COM 384802104 44,180 173,329 SH   DFND 3 173,329 0 0
GRAINGER W W INC COM 384802104 17,330 67,973 SH   DFND 4 52,277 0 15,696
GRAMERCY PPTY TR INC COM 38489R100 136 19,415 SH   DFND 4 0 0 19,415
GRAND CANYON ED INC COM 38526M106 310 6,662 SH   DFND 4 0 0 6,662
GRANITE CONSTR INC COM 387328107 1,007 26,479 SH   DFND 1 0 0 26,479
GRANITE CONSTR INC COM 387328107 214 5,559 SH   DFND 4 0 0 5,559
GRANITE REAL ESTATE INVT TR UNIT 99/99/9999 387437114 2,419 67,900 SH   DFND 4 67,900 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 69 5,038 SH   DFND 3 5,038 0 0
GRAPHIC PACKAGING HLDG CO COM 388689101 1,085 78,910 SH   DFND 4 19,108 0 59,802
GRAY TELEVISION INC COM 389375106 82 7,237 SH   DFND 4 0 0 7,237
GREAT LAKES DREDGE & DOCK CO COM 390607109 98 11,347 SH   DFND 4 0 0 11,347
GREAT PLAINS ENERGY INC COM 391164100 144 5,075 SH   DFND 3 5,075 0 0
GREAT PLAINS ENERGY INC COM 391164100 10,938 384,847 SH   DFND 4 376,783 0 8,064
GREAT SOUTHN BANCORP INC COM 390905107 70 1,776 SH   DFND 4 0 0 1,776
GREATBATCH INC COM 39153L106 179 3,585 SH   DFND 4 0 0 3,585
GREEN DOT CORP CL A 39304D102 94 4,565 SH   DFND 4 0 0 4,565
GREEN PLAINS INC COM 393222104 135 5,526 SH   DFND 4 0 0 5,526
GREENBRIER COS INC COM 393657101 208 3,905 SH   DFND 4 0 0 3,905
GREENHILL & CO INC COM 395259104 173 4,014 SH   DFND 4 0 0 4,014
GREIF INC CL A 397624107 18 390 SH   DFND 3 390 0 0
GREIF INC CL A 397624107 246 5,212 SH   DFND 4 5,212 0 0
GRIFFON CORP COM 398433102 88 6,598 SH   DFND 4 0 0 6,598
GROUP 1 AUTOMOTIVE INC COM 398905109 56 630 SH   DFND 3 630 0 0
GROUP 1 AUTOMOTIVE INC COM 398905109 1,614 17,910 SH   DFND 4 12,599 0 5,311
GROUPE CGI INC CL A SUB VTG 39945C109 31,095 813,195 SH   DFND 3 813,195 0 0
GROUPE CGI INC CL A SUB VTG 39945C109 7,795 203,828 SH   DFND 4 166,389 0 37,439
GRUBHUB INC COM 400110102 61 1,686 SH   DFND 4 0 0 1,686
GRUPO AEROPORTUARIO DEL SURE SPON ADR SER B 40051E202 1,040 7,900 SH   DFND 4 7,900 0 0
GRUPO FINANCIERO SANTANDER M SPON ADR SHS B 40053C105 1,282 123,870 SH   DFND 4 115,870 0 8,000
GRUPO TELEVISA SA SPON ADR REP ORD 40049J206 428 12,572 SH   DFND 4 12,572 0 0
GSI GROUP INC CDA NEW COM NEW 36191C205 81 5,388 SH   DFND 4 0 0 5,388
GUANGSHEN RY LTD SPONSORED ADR 40065W107 72 2,989 SH   DFND 4 2,989 0 0
GUESS INC COM 401617105 17 800 SH   DFND 3 800 0 0
GUESS INC COM 401617105 1,004 47,546 SH   DFND 4 34,254 0 13,292
GUIDEWIRE SOFTWARE INC COM 40171V100 494 9,545 SH   DFND 4 0 0 9,545
GULF ISLAND FABRICATION INC COM 402307102 46 2,379 SH   DFND 4 0 0 2,379
GULFMARK OFFSHORE INC CL A NEW 402629208 101 4,252 SH   DFND 4 0 0 4,252
H & E EQUIPMENT SERVICES INC COM 404030108 126 4,423 SH   DFND 4 0 0 4,423
HAEMONETICS CORP COM 405024100 285 7,358 SH   DFND 4 0 0 7,358
HALCON RES CORP COM NEW 40537Q209 62 36,576 SH   DFND 4 0 0 36,576
HALLIBURTON CO COM 406216101 92,858 2,360,993 SH   DFND 3 2,360,993 0 0
HALLIBURTON CO COM 406216101 37,570 955,495 SH   DFND 4 731,558 0 223,937
HALOZYME THERAPEUTICS INC COM 40637H109 153 15,853 SH   DFND 4 0 0 15,853
HALYARD HEALTH INC COM 40650V100 6,417 141,129 SH   DFND 3 141,129 0 0
HALYARD HEALTH INC COM 40650V100 2,021 44,473 SH   DFND 4 41,713 0 2,760
HANCOCK HLDG CO COM 410120109 47 1,539 SH   DFND 3 1,539 0 0
HANCOCK HLDG CO COM 410120109 1,313 42,693 SH   DFND 4 26,909 0 15,784
HANESBRANDS INC COM 410345102 27,995 250,802 SH   DFND 3 250,802 0 0
HANESBRANDS INC COM 410345102 10,036 89,877 SH   DFND 4 77,356 0 12,521
HANGER INC COM NEW 41043F208 112 5,027 SH   DFND 4 0 0 5,027
HANMI FINL CORP COM NEW 410495204 107 4,878 SH   DFND 4 0 0 4,878
HANNON ARMSTRONG SUST INFR C COM 41068X100 58 4,040 SH   DFND 4 0 0 4,040
HARBINGER GROUP INC COM 41146A106 174 12,244 SH   DFND 4 0 0 12,244
HARLEY DAVIDSON INC COM 412822108 41,315 626,847 SH   DFND 3 626,847 0 0
HARLEY DAVIDSON INC COM 412822108 16,437 249,382 SH   DFND 4 196,401 0 52,981
HARMAN INTL INDS INC COM 413086109 20,999 196,787 SH   DFND 3 196,787 0 0
HARMAN INTL INDS INC COM 413086109 6,196 58,057 SH   DFND 4 48,188 0 9,869
HARMERICA CORP P COM 71714F104 93 4,461 SH   DFND 4 0 0 4,461
HARMONIC INC COM 413160102 98 13,715 SH   DFND 4 0 0 13,715
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 39 20,800 SH   DFND 2 0 0 20,800
HARMONY GOLD MNG LTD SPONSORED ADR 413216300 197 104,190 SH   DFND 4 104,190 0 0
HARRIS & HARRIS GROUP INC COM 413833104 96 32,326 SH   DFND 4 32,326 0 0
HARRIS CORP DEL COM 413875105 24,957 347,492 SH   DFND 3 347,492 0 0
HARRIS CORP DEL COM 413875105 10,688 148,764 SH   DFND 4 120,768 0 27,996
HARSCO CORP COM 415864107 66 3,506 SH   DFND 3 3,506 0 0
HARSCO CORP COM 415864107 1,236 65,133 SH   DFND 4 48,003 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 32,585 781,225 SH   DFND 4 643,887 0 137,338
HARTFORD FINL SVCS GROUP INC COM 416515104 51,484 1,234,925 SH   DFND 3 1,234,925 0 0
HASBRO INC COM 418056107 19,137 348,013 SH   DFND 3 348,013 0 0
HASBRO INC COM 418056107 8,484 154,264 SH   DFND 4 121,212 0 33,052
HATTERAS FINL CORP COM 41902R103 55 3,005 SH   DFND 3 3,005 0 0
HATTERAS FINL CORP COM 41902R103 1,300 70,245 SH   DFND 4 49,338 0 20,907
HAVERTY FURNITURE INC COM 419596101 70 3,115 SH   DFND 4 0 0 3,115
HAWAIIAN ELEC INDUSTRIES COM 419870100 119 3,560 SH   DFND 3 3,560 0 0
HAWAIIAN ELEC INDUSTRIES COM 419870100 1,632 48,596 SH   DFND 4 42,261 0 6,335
HAWAIIAN HOLDINGS INC COM 419879101 174 6,550 SH   DFND 4 0 0 6,550
HAWAIIAN TELCOM HOLDCO INC COM 420031106 44 1,620 SH   DFND 4 0 0 1,620
HAWKINS INC COM 420261109 68 1,561 SH   DFND 4 0 0 1,561
HAYNES INTERNATIONAL INC COM NEW 420877201 88 1,817 SH   DFND 4 0 0 1,817
HCA HOLDINGS INC COM 40412C101 70,756 964,109 SH   DFND 3 964,109 0 0
HCA HOLDINGS INC COM 40412C101 41,184 560,780 SH   DFND 4 499,713 0 61,067
HCC INS HLDGS INC COM 404132102 87 1,620 SH   DFND 3 1,620 0 0
HCC INS HLDGS INC COM 404132102 2,023 37,731 SH   DFND 4 33,602 0 4,129
HCI GROUP INC COM 40416E103 73 1,671 SH   DFND 4 0 0 1,671
HCP INC COM 40414L109 61,879 1,405,378 SH   DFND 3 1,405,378 0 0
HCP INC COM 40414L109 56,657 1,285,870 SH   DFND 4 1,132,409 0 153,461
HDFC BANK LTD ADR REPS 3 SHS 40415F101 2,102 41,424 SH   DFND 4 41,424 0 0
HEADWATERS INC COM 42210P102 166 10,996 SH   DFND 4 0 0 10,996
HEALTH CARE REIT INC COM 42217K106 72,685 960,555 SH   DFND 3 960,555 0 0
HEALTH CARE REIT INC COM 42217K106 66,290 875,309 SH   DFND 4 767,265 0 108,044
HEALTH NET INC COM 42222G108 5,057 94,269 SH   DFND 4 86,029 0 8,240
HEALTH NET INC COM 42222G108 216 4,042 SH   DFND 3 4,042 0 0
HEALTHCARE RLTY TR COM 421946104 554 20,284 SH   DFND 3 20,284 0 0
HEALTHCARE RLTY TR COM 421946104 4,700 171,748 SH   DFND 4 158,235 0 13,513
HEALTHCARE SVCS GRP INC COM 421906108 316 9,985 SH   DFND 4 0 0 9,985
HEALTHCARE TR AMER INC CL A NEW 42225P501 646 23,966 SH   DFND 3 23,966 0 0
HEALTHCARE TR AMER INC CL A NEW 42225P501 4,794 177,937 SH   DFND 4 177,937 0 0
HEALTHSOUTH CORP COM NEW 421924309 40 1,050 SH   DFND 3 1,050 0 0
HEALTHSOUTH CORP COM NEW 421924309 1,210 31,249 SH   DFND 4 16,147 0 15,102
HEALTHSTREAM INC COM 42222N103 92 3,126 SH   DFND 4 0 0 3,126
HEALTHWAYS INC COM 422245100 121 6,055 SH   DFND 4 0 0 6,055
HEARTLAND EXPRESS INC COM 422347104 212 7,798 SH   DFND 4 0 0 7,798
HEARTLAND FINL USA INC COM 42234Q102 61 2,196 SH   DFND 4 0 0 2,196
HEARTLAND PMT SYS INC COM 42235N108 271 4,913 SH   DFND 4 0 0 4,913
HEARTWARE INTL INC COM 422368100 179 2,454 SH   DFND 4 0 0 2,454
HECLA MNG CO COM 422704106 28 10,021 SH   DFND 2 0 0 10,021
HECLA MNG CO COM 422704106 130 46,902 SH   DFND 4 0 0 46,902
HEICO CORP NEW COM 422806109 597 9,585 SH   DFND 4 0 0 9,585
HEIDRICK & STRUGGLES INTL IN COM 422819102 79 3,448 SH   DFND 4 0 0 3,448
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 46 2,120 SH   DFND 3 2,120 0 0
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,227 56,251 SH   DFND 4 36,860 0 19,391
HELMERICH & PAYNE INC COM 423452101 18,642 276,503 SH   DFND 3 276,503 0 0
HELMERICH & PAYNE INC COM 423452101 8,370 124,207 SH   DFND 4 95,120 0 29,087
HENRY JACK & ASSOC INC COM 426281101 117 1,883 SH   DFND 4 1,883 0 0
HERBALIFE LTD COM USD SHS G4412G101 11,676 309,721 SH   DFND 3 309,721 0 0
HERBALIFE LTD COM USD SHS G4412G101 3,639 96,516 SH   DFND 4 83,268 0 13,248
HERCULES OFFSHORE INC COM 427093109 23 23,504 SH   DFND 4 0 0 23,504
HERCULES TECH GROWTH CAP INC COM 427096508 1,098 73,792 SH   DFND 4 73,792 0 0
HERITAGE FINL CORP WASH COM 42722X106 91 5,095 SH   DFND 4 0 0 5,095
HERSHA HOSPITALITY TR SH BEN INT A 427825104 250 35,561 SH   DFND 3 35,561 0 0
HERSHA HOSPITALITY TR SH BEN INT A 427825104 1,958 277,638 SH   DFND 4 248,840 0 28,798
HERSHEY CO COM 427866108 175 1,686 SH   DFND 2 0 0 1,686
HERSHEY CO COM 427866108 47,956 461,429 SH   DFND 3 461,429 0 0
HERSHEY CO COM 427866108 21,216 203,796 SH   DFND 4 146,271 0 57,525
HERTZ GLOBAL HOLDINGS INC COM 42805T105 30,972 1,241,845 SH   DFND 3 1,241,845 0 0
HERTZ GLOBAL HOLDINGS INC COM 42805T105 14,093 564,754 SH   DFND 4 481,179 0 83,575
HESS CORP COM 42809H107 37 499 SH   DFND 2 0 0 499
HESS CORP COM 42809H107 57,070 773,099 SH   DFND 3 773,099 0 0
HESS CORP COM 42809H107 30,348 411,221 SH   DFND 4 332,612 0 78,609
HEWLETT PACKARD CO COM 428236103 465 11,589 SH   DFND 2 0 0 11,589
HEWLETT PACKARD CO COM 428236103 216,946 5,406,087 SH   DFND 3 5,406,087 0 0
HEWLETT PACKARD CO COM 428236103 118,974 2,963,573 SH   DFND 4 2,416,634 0 546,939
HEXCEL CORP NEW COM 428291108 91 2,184 SH   DFND 4 2,184 0 0
HFF INC CL A 40418F108 169 4,644 SH   DFND 4 0 0 4,644
HIBBETT SPORTS INC COM 428567101 180 3,686 SH   DFND 4 0 0 3,686
HIGHWOODS PPTYS INC COM 431284108 845 19,083 SH   DFND 3 19,083 0 0
HIGHWOODS PPTYS INC COM 431284108 7,143 160,952 SH   DFND 4 145,104 0 15,848
HILL ROM HLDGS INC COM 431475102 37 820 SH   DFND 3 820 0 0
HILL ROM HLDGS INC COM 431475102 676 14,820 SH   DFND 4 14,820 0 0
HILLENBRAND INC COM 431571108 306 8,826 SH   DFND 4 0 0 8,826
HILLTOP HOLDINGS INC COM 432748101 198 9,970 SH   DFND 4 0 0 9,970
HILTON WORLDWIDE HLDGS INC COM 43300A104 23,398 896,836 SH   DFND 3 896,836 0 0
HILTON WORLDWIDE HLDGS INC COM 43300A104 6,009 230,324 SH   DFND 4 195,264 0 35,060
HMS HLDGS CORP COM 40425J101 282 12,853 SH   DFND 4 0 0 12,853
HNI CORP COM 404251100 47 930 SH   DFND 3 930 0 0
HNI CORP COM 404251100 760 14,712 SH   DFND 4 8,310 0 6,402
HOLLYFRONTIER CORP COM 436106108 22,158 591,192 SH   DFND 3 591,192 0 0
HOLLYFRONTIER CORP COM 436106108 10,715 285,722 SH   DFND 4 246,453 0 39,269
HOLOGIC INC COM 436440101 77 2,872 SH   DFND 3 2,872 0 0
HOLOGIC INC COM 436440101 3,601 134,550 SH   DFND 4 93,734 0 40,816
HOME BANCSHARES INC COM 436893200 254 7,916 SH   DFND 4 0 0 7,916
HOME DEPOT INC COM 437076102 394,582 3,758,999 SH   DFND 3 3,758,999 0 0
HOME DEPOT INC COM 437076102 164,035 1,562,466 SH   DFND 4 1,200,507 0 361,959
HOME PROPERTIES INC COM 437306103 818 12,462 SH   DFND 3 12,462 0 0
HOME PROPERTIES INC COM 437306103 6,181 94,187 SH   DFND 4 92,278 0 1,909
HOMEINNS HOTEL GROUP SPONSORED ADR 43742E102 324 10,800 SH   DFND 4 10,800 0 0
HOMESTREET INC COM 43785V102 48 2,784 SH   DFND 4 0 0 2,784
HOMETRUST BANCSHARES INC COM 437872104 65 3,924 SH   DFND 4 0 0 3,924
HONEYWELL INTL INC COM 438516106 221,828 2,220,059 SH   DFND 3 2,220,059 0 0
HONEYWELL INTL INC COM 438516106 82,359 824,112 SH   DFND 4 642,998 0 181,114
HORACE MANN EDUCATORS CORP N COM 440327104 187 5,573 SH   DFND 4 0 0 5,573
HORMEL FOODS CORP COM 440452100 21,313 409,075 SH   DFND 3 409,075 0 0
HORMEL FOODS CORP COM 440452100 10,971 210,361 SH   DFND 4 167,468 0 42,893
HORNBECK OFFSHORE SVCS INC N COM 440543106 125 5,102 SH   DFND 4 0 0 5,102
HORSEHEAD HLDG CORP COM 440694305 115 7,389 SH   DFND 4 0 0 7,389
HOSPIRA INC COM 441060100 30,369 495,821 SH   DFND 3 495,821 0 0
HOSPIRA INC COM 441060100 15,126 246,848 SH   DFND 4 201,852 0 44,996
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 14,652 472,656 SH   DFND 3 472,656 0 0
HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 11,540 372,019 SH   DFND 4 360,132 0 11,887
HOST HOTELS & RESORTS INC COM 44107P104 55,082 2,317,271 SH   DFND 3 2,317,271 0 0
HOST HOTELS & RESORTS INC COM 44107P104 45,197 1,901,164 SH   DFND 4 1,705,520 0 195,644
HOUGHTON MIFFLIN HARCOURT CO COM 44157R109 332 15,753 SH   DFND 4 0 0 15,753
HOUSTON WIRE & CABLE CO COM 44244K109 40 3,304 SH   DFND 4 0 0 3,304
HOVNANIAN ENTERPRISES INC CL A 442487203 68 16,853 SH   DFND 4 0 0 16,853
HOWARD HUGHES CORP COM 44267D107 57 440 SH   DFND 3 440 0 0
HOWARD HUGHES CORP COM 44267D107 482 3,697 SH   DFND 4 3,697 0 0
HSN INC COM 404303109 387 5,020 SH   DFND 4 0 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 194 5,090 SH   DFND 4 0 0 5,090
HUBBELL INC CL B 443510201 50 470 SH   DFND 3 470 0 0
HUBBELL INC CL B 443510201 1,301 12,173 SH   DFND 4 10,977 0 1,196
HUDBAY MINERALS INC COM 443628102 18 2,100 SH   DFND 3 2,100 0 0
HUDBAY MINERALS INC COM 443628102 673 77,250 SH   DFND 4 66,200 0 11,050
HUDSON CITY BANCORP COM 443683107 14,397 1,422,622 SH   DFND 3 1,422,622 0 0
HUDSON CITY BANCORP COM 443683107 7,650 755,670 SH   DFND 4 628,373 0 127,297
HUDSON PAC PPTYS INC COM 444097109 341 11,350 SH   DFND 3 11,350 0 0
HUDSON PAC PPTYS INC COM 444097109 2,621 87,088 SH   DFND 4 79,226 0 7,862
HUDSON VALLEY HOLDING CORP COM 444172100 71 2,575 SH   DFND 4 0 0 2,575
HUMANA INC COM 444859102 63,735 443,743 SH   DFND 3 443,743 0 0
HUMANA INC COM 444859102 35,283 245,477 SH   DFND 4 202,881 0 42,596
HUNT J B TRANS SVCS INC COM 445658107 22,617 268,449 SH   DFND 3 268,449 0 0
HUNT J B TRANS SVCS INC COM 445658107 8,784 104,163 SH   DFND 4 83,474 0 20,689
HUNTINGTON BANCSHARES INC COM 446150104 26,359 2,505,590 SH   DFND 3 2,505,590 0 0
HUNTINGTON BANCSHARES INC COM 446150104 9,706 922,209 SH   DFND 4 786,847 0 135,362
HUNTINGTON INGALLS INDS INC COM 446413106 71 633 SH   DFND 3 633 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 1,552 13,784 SH   DFND 4 12,644 0 1,140
HUNTSMAN CORP COM 447011107 118 5,199 SH   DFND 3 5,199 0 0
HUNTSMAN CORP COM 447011107 1,978 86,734 SH   DFND 4 77,087 0 9,647
HURON CONSULTING GROUP INC COM 447462102 236 3,379 SH   DFND 4 0 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 146 2,419 SH   DFND 4 2,419 0 0
HYPERION THERAPEUTICS INC COM 44915N101 62 2,625 SH   DFND 4 0 0 2,625
HYSTER YALE MATLS HANDLING I CL A 449172105 111 1,509 SH   DFND 4 0 0 1,509
IAC INTERACTIVECORP COM PAR $.001 44919P508 13,995 230,212 SH   DFND 3 230,212 0 0
IAC INTERACTIVECORP COM PAR $.001 44919P508 3,396 55,862 SH   DFND 4 53,237 0 2,625
IAMGOLD CORP COM 450913108 86 31,900 SH   DFND 3 31,900 0 0
IAMGOLD CORP COM 450913108 1,165 431,054 SH   DFND 4 387,050 0 44,004
IBERIABANK CORP COM 450828108 300 4,560 SH   DFND 4 0 0 4,560
ICF INTL INC COM 44925C103 121 2,920 SH   DFND 4 0 0 2,920
ICICI BK LTD ADR 45104G104 5,849 504,450 SH   DFND 4 504,450 0 0
ICONIX BRAND GROUP INC COM 451055107 221 6,532 SH   DFND 4 0 0 6,532
ICU MED INC COM 44930G107 166 1,982 SH   DFND 4 0 0 1,982
IDACORP INC COM 451107106 51 770 SH   DFND 3 770 0 0
IDACORP INC COM 451107106 8,600 129,750 SH   DFND 4 120,719 0 9,031
IDEX CORP COM 45167R104 54 690 SH   DFND 3 690 0 0
IDEX CORP COM 45167R104 884 11,351 SH   DFND 4 9,852 0 1,499
IDEXX LABS INC COM 45168D104 238 1,608 SH   DFND 4 1,608 0 0
IDT CORP CL B NEW 448947507 52 2,580 SH   DFND 4 0 0 2,580
IGATE CORP COM 45169U105 215 5,441 SH   DFND 4 0 0 5,441
IHS INC CL A 451734107 20,198 177,364 SH   DFND 3 177,364 0 0
IHS INC CL A 451734107 6,084 53,428 SH   DFND 4 45,101 0 8,327
II VI INC COM 902104108 107 7,771 SH   DFND 4 0 0 7,771
ILLINOIS TOOL WKS INC COM 452308109 94,933 1,002,461 SH   DFND 3 1,002,461 0 0
ILLINOIS TOOL WKS INC COM 452308109 42,599 449,693 SH   DFND 4 351,370 0 98,323
ILLUMINA INC COM 452327109 74,578 404,041 SH   DFND 3 404,041 0 0
ILLUMINA INC COM 452327109 24,297 131,635 SH   DFND 4 112,321 0 19,314
IMMERSION CORP COM 452521107 52 5,590 SH   DFND 4 0 0 5,590
IMMUNOGEN INC COM 45253H101 77 12,320 SH   DFND 4 0 0 12,320
IMMUNOMEDICS INC COM 452907108 78 16,220 SH   DFND 4 0 0 16,220
IMPAX LABORATORIES INC COM 45256B101 326 10,175 SH   DFND 4 0 0 10,175
IMPERIAL OIL LTD COM NEW 453038408 33,709 780,124 SH   DFND 3 780,124 0 0
IMPERIAL OIL LTD COM NEW 453038408 11,096 256,867 SH   DFND 4 209,438 0 47,429
IMPERVA INC COM 45321L100 153 3,079 SH   DFND 4 0 0 3,079
INCONTACT INC COM 45336E109 81 9,114 SH   DFND 4 0 0 9,114
INCYTE CORP COM 45337C102 26,827 366,938 SH   DFND 3 366,938 0 0
INCYTE CORP COM 45337C102 9,330 127,617 SH   DFND 4 103,891 0 23,726
INDEPENDENT BANK CORP MASS COM 453836108 150 3,454 SH   DFND 4 0 0 3,454
INDEPENDENT BANK CORP MICH COM NEW 453838609 56 4,284 SH   DFND 4 0 0 4,284
INDEPENDENT BK GROUP INC COM 45384B106 65 1,664 SH   DFND 4 0 0 1,664
INFINERA CORPORATION COM 45667G103 257 17,580 SH   DFND 4 0 0 17,580
INFINITY PHARMACEUTICALS INC COM 45665G303 124 7,279 SH   DFND 4 0 0 7,279
INFINITY PPTY & CAS CORP COM 45665Q103 129 1,663 SH   DFND 4 0 0 1,663
INFOBLOX INC COM 45672H104 161 7,902 SH   DFND 4 0 0 7,902
INFOSYS LTD SPONSORED ADR 456788108 14,574 463,418 SH   DFND 4 331,126 0 132,292
INGLES MKTS INC CL A 457030104 91 2,453 SH   DFND 4 0 0 2,453
INGRAM MICRO INC CL A 457153104 209 7,578 SH   DFND 3 7,578 0 0
INGRAM MICRO INC CL A 457153104 5,326 192,698 SH   DFND 4 176,528 0 16,170
INGREDION INC COM 457187102 114 1,345 SH   DFND 3 1,345 0 0
INGREDION INC COM 457187102 1,716 20,183 SH   DFND 4 17,280 0 2,903
INLAND REAL ESTATE CORP COM NEW 457461200 193 17,663 SH   DFND 3 17,663 0 0
INLAND REAL ESTATE CORP COM NEW 457461200 1,379 125,637 SH   DFND 4 113,330 0 12,307
INNERWORKINGS INC COM 45773Y105 39 4,939 SH   DFND 4 0 0 4,939
INNOPHOS HOLDINGS INC COM 45774N108 191 3,221 SH   DFND 4 0 0 3,221
INNOSPEC INC COM 45768S105 155 3,562 SH   DFND 4 0 0 3,562
INOVIO PHARMACEUTICALS INC COM NEW 45773H201 82 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 43 1,680 SH   DFND 3 1,680 0 0
INSIGHT ENTERPRISES INC COM 45765U103 1,111 42,739 SH   DFND 4 32,634 0 10,105
INSMED INC COM PAR $.01 457669307 94 6,043 SH   DFND 4 0 0 6,043
INSPERITY INC COM 45778Q107 112 3,270 SH   DFND 4 0 0 3,270
INSTEEL INDUSTRIES INC COM 45774W108 81 3,385 SH   DFND 4 0 0 3,385
INSULET CORP COM 45784P101 374 8,024 SH   DFND 4 0 0 8,024
INSYS THERAPEUTICS INC NEW COM NEW 45824V209 79 1,822 SH   DFND 4 0 0 1,822
INTEGRA LIFESCIENCES HLDGS C COM NEW 457985208 198 3,605 SH   DFND 4 0 0 3,605
INTEGRATED DEVICE TECHNOLOGY COM 458118106 391 19,485 SH   DFND 4 0 0 19,485
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INTEL CORP COM 458140100 1,135 31,272 SH   DFND 2 0 0 31,272
INTEL CORP COM 458140100 504,693 13,907,214 SH   DFND 3 13,907,214 0 0
INTEL CORP COM 458140100 250,745 6,907,101 SH   DFND 4 5,567,484 0 1,339,617
INTELIQUENT INC COM 45825N107 100 5,025 SH   DFND 4 0 0 5,025
INTER PARFUMS INC COM 458334109 75 2,694 SH   DFND 4 0 0 2,694
INTERACTIVE BROKERS GROUP IN COM 45841N107 75 2,580 SH   DFND 3 2,580 0 0
INTERACTIVE BROKERS GROUP IN COM 45841N107 1,499 51,366 SH   DFND 4 45,763 0 5,603
INTERACTIVE INTELLIGENCE GRO COM 45841V109 129 2,704 SH   DFND 4 0 0 2,704
INTERCONTINENTAL EXCHANGE IN COM 45866F104 69,366 316,321 SH   DFND 3 316,321 0 0
INTERCONTINENTAL EXCHANGE IN COM 45866F104 23,611 107,655 SH   DFND 4 81,200 0 26,455
INTERFACE INC COM 458665304 160 9,585 SH   DFND 4 0 0 9,585
INTERNAP CORP COM PAR $.001 45885A300 84 10,229 SH   DFND 4 0 0 10,229
INTERNATIONAL BANCSHARES COR COM 459044103 215 7,972 SH   DFND 4 0 0 7,972
INTERNATIONAL BUSINESS MACHS COM 459200101 960 5,986 SH   DFND 2 0 0 5,986
INTERNATIONAL BUSINESS MACHS COM 459200101 455,604 2,839,717 SH   DFND 3 2,839,717 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 205,223 1,279,034 SH   DFND 4 1,013,034 0 266,000
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 23,484 231,686 SH   DFND 3 231,686 0 0
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 10,261 101,107 SH   DFND 4 73,609 0 27,498
INTERNATIONAL GAME TECHNOLOG COM 459902102 13,164 763,138 SH   DFND 3 763,138 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 3,917 227,053 SH   DFND 4 205,576 0 21,477
INTERNATIONAL RECTIFIER CORP COM 460254105 408 10,223 SH   DFND 4 0 0 10,223
INTERNATIONAL SPEEDWAY CORP CL A 460335201 132 4,120 SH   DFND 4 0 0 4,120
INTERPUBLIC GROUP COS INC COM 460690100 25,395 1,222,672 SH   DFND 3 1,222,672 0 0
INTERPUBLIC GROUP COS INC COM 460690100 10,050 483,734 SH   DFND 4 375,327 0 108,407
INTERSIL CORP CL A 46069S109 273 18,530 SH   DFND 4 0 0 18,530
INTERVAL LEISURE GROUP INC COM 46113M108 121 5,840 SH   DFND 4 0 0 5,840
INTL FCSTONE INC COM 46116V105 51 2,458 SH   DFND 4 0 0 2,458
INTL PAPER CO COM 460146103 152 2,840 SH   DFND 2 0 0 2,840
INTL PAPER CO COM 460146103 66,012 1,232,030 SH   DFND 3 1,232,030 0 0
INTL PAPER CO COM 460146103 32,800 611,954 SH   DFND 4 496,354 0 115,600
INTRA CELLULAR THERAPIES INC COM 46116X101 60 3,343 SH   DFND 4 0 0 3,343
INTRALINKS HLDGS INC COM 46118H104 92 7,789 SH   DFND 4 0 0 7,789
INTREPID POTASH INC COM 46121Y102 108 7,736 SH   DFND 4 0 0 7,736
INTREXON CORP COM 46122T102 153 5,515 SH   DFND 4 0 0 5,515
INTUIT COM 461202103 144 1,560 SH   DFND 2 0 0 1,560
INTUIT COM 461202103 68,739 745,620 SH   DFND 3 745,620 0 0
INTUIT COM 461202103 49,656 538,307 SH   DFND 4 444,059 0 94,248
INTUITIVE SURGICAL INC COM NEW 46120E602 53,640 101,411 SH   DFND 3 101,411 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 22,848 43,198 SH   DFND 4 34,412 0 8,786
INVACARE CORP COM 461203101 81 4,736 SH   DFND 4 0 0 4,736
INVENSENSE INC COM 46123D205 160 10,005 SH   DFND 4 0 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 1,241 79,804 SH   DFND 4 53,016 0 26,788
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 109 5,235 SH   DFND 4 0 0 5,235
INVESTORS BANCORP INC NEW COM 46146L101 592 52,279 SH   DFND 4 0 0 52,279
INVESTORS REAL ESTATE TR SH BEN INT 461730103 180 22,087 SH   DFND 3 22,087 0 0
INVESTORS REAL ESTATE TR SH BEN INT 461730103 1,617 197,599 SH   DFND 4 182,014 0 15,585
ION GEOPHYSICAL CORP COM 462044108 51 18,461 SH   DFND 4 0 0 18,461
IPC THE HOSPITALIST CO INC COM 44984A105 113 2,457 SH   DFND 4 0 0 2,457
IRIDIUM COMMUNICATIONS INC COM 46269C102 118 11,965 SH   DFND 4 0 0 11,965
IROBOT CORP COM 462726100 148 4,270 SH   DFND 4 0 0 4,270
IRON MTN INC COM 462846106 23,338 603,682 SH   DFND 3 603,682 0 0
IRON MTN INC COM 462846106 8,527 220,437 SH   DFND 4 171,585 0 48,852
IRONWOOD PHARMACEUTICALS INC COM CL A 46333X108 267 17,453 SH   DFND 4 0 0 17,453
ISHARES MSCI CDA ETF 464286509 4,567 158,208 SH   DFND 4 158,208 0 0
ISHARES TR MSCI UAE ETF 46434V761 4,622 240,000 SH   DFND 4 0 0 240,000
ISHARES TR MSCI QATAR ETF 46434V779 7,382 312,250 SH   DFND 4 80,250 0 232,000
ISHARES TR MSCI INDIA ETF 46429B598 3,421 114,257 SH   DFND 4 114,257 0 0
ISHARES TR CORE S&P SCP ETF 464287804 3,855 33,800 SH   DFND 3 33,800 0 0
ISIS PHARMACEUTICALS INC COM 464330109 1,090 17,307 SH   DFND 4 0 0 17,307
ISTAR FINL INC COM 45031U101 164 11,842 SH   DFND 4 0 0 11,842
ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 1,785 137,293 SH   DFND 4 137,293 0 0
ITC HLDGS CORP COM 465685105 41 1,020 SH   DFND 3 1,020 0 0
ITC HLDGS CORP COM 465685105 14,267 352,850 SH   DFND 4 350,096 0 2,754
ITRON INC COM 465741106 28 660 SH   DFND 3 660 0 0
ITRON INC COM 465741106 2,165 51,098 SH   DFND 4 42,889 0 8,209
ITT CORP NEW COM NEW 450911201 96 2,374 SH   DFND 3 2,374 0 0
ITT CORP NEW COM NEW 450911201 2,731 67,427 SH   DFND 4 61,748 0 5,679
ITT EDUCATIONAL SERVICES INC COM 45068B109 13 1,341 SH   DFND 3 1,341 0 0
ITT EDUCATIONAL SERVICES INC COM 45068B109 163 16,896 SH   DFND 4 13,024 0 3,872
IXIA COM 45071R109 93 8,452 SH   DFND 4 0 0 8,452
IXYS CORP COM 46600W106 59 4,617 SH   DFND 4 0 0 4,617
J & J SNACK FOODS CORP COM 466032109 239 2,169 SH   DFND 4 0 0 2,169
J2 GLOBAL INC COM 48123V102 428 6,835 SH   DFND 4 0 0 6,835
JABIL CIRCUIT INC COM 466313103 12,597 577,062 SH   DFND 3 577,062 0 0
JABIL CIRCUIT INC COM 466313103 6,035 276,286 SH   DFND 4 255,096 0 21,190
JACOBS ENGR GROUP INC DEL COM 469814107 16,740 374,570 SH   DFND 3 374,570 0 0
JACOBS ENGR GROUP INC DEL COM 469814107 8,389 187,703 SH   DFND 4 153,836 0 33,867
JANUS CAP GROUP INC COM 47102X105 55 3,408 SH   DFND 3 3,408 0 0
JANUS CAP GROUP INC COM 47102X105 1,178 72,788 SH   DFND 4 51,441 0 21,347
JARDEN CORP COM 471109108 98 2,047 SH   DFND 3 2,047 0 0
JARDEN CORP COM 471109108 1,857 38,732 SH   DFND 4 33,895 0 4,837
JD COM INC SPON ADR CL A 47215P106 1,388 60,000 SH   DFND 4 60,000 0 0
JDS UNIPHASE CORP COM PAR $0.001 46612J507 36 2,636 SH   DFND 3 2,636 0 0
JETBLUE AIRWAYS CORP COM 477143101 114 7,162 SH   DFND 3 7,162 0 0
JETBLUE AIRWAYS CORP COM 477143101 3,938 247,153 SH   DFND 4 189,247 0 57,906
JINKOSOLAR HLDG CO LTD SPONSORED ADR 47759T100 207 10,500 SH   DFND 4 10,500 0 0
JIVE SOFTWARE INC COM 47760A108 50 8,312 SH   DFND 4 0 0 8,312
JOHN BEAN TECHNOLOGIES CORP COM 477839104 142 4,273 SH   DFND 4 0 0 4,273
JOHNSON & JOHNSON COM 478160104 3,010 28,788 SH   DFND 2 0 0 28,788
JOHNSON & JOHNSON COM 478160104 828,527 7,923,180 SH   DFND 3 7,923,180 0 0
JOHNSON & JOHNSON COM 478160104 435,719 4,165,283 SH   DFND 4 3,404,000 0 761,283
JOHNSON CTLS INC COM 478366107 88,837 1,837,751 SH   DFND 3 1,837,751 0 0
JOHNSON CTLS INC COM 478366107 38,783 802,162 SH   DFND 4 630,707 0 171,455
JONES ENERGY INC COM CL A 48019R108 17 1,520 SH   DFND 4 0 0 1,520
JOURNAL COMMUNICATIONS INC CL A 481130102 86 7,295 SH   DFND 4 0 0 7,295
JOY GLOBAL INC COM 481165108 14,467 310,980 SH   DFND 3 310,980 0 0
JOY GLOBAL INC COM 481165108 6,109 131,297 SH   DFND 4 103,159 0 28,138
JPMORGAN CHASE & CO COM 46625H100 674,608 10,779,927 SH   DFND 3 10,779,927 0 0
JPMORGAN CHASE & CO COM 46625H100 335,149 5,353,642 SH   DFND 4 4,300,986 0 1,052,656
JUNIPER NETWORKS INC COM 48203R104 51 2,300 SH   DFND 2 0 0 2,300
JUNIPER NETWORKS INC COM 48203R104 29,906 1,339,855 SH   DFND 3 1,339,855 0 0
JUNIPER NETWORKS INC COM 48203R104 13,468 603,310 SH   DFND 4 476,924 0 126,386
JUST ENERGY GROUP INC COM 48213W101 46 8,740 SH   DFND 3 8,740 0 0
JUST ENERGY GROUP INC COM 48213W101 594 113,257 SH   DFND 4 102,857 0 10,400
K12 INC COM 48273U102 59 4,988 SH   DFND 4 0 0 4,988
KADANT INC COM 48282T104 70 1,643 SH   DFND 4 0 0 1,643
KAISER ALUMINUM CORP COM PAR $0.01 483007704 187 2,609 SH   DFND 4 0 0 2,609
KAMAN CORP COM 483548103 156 3,872 SH   DFND 4 0 0 3,872
KANSAS CITY SOUTHERN COM NEW 485170302 39,863 326,665 SH   DFND 3 326,665 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 12,757 104,534 SH   DFND 4 77,643 0 26,891
KAPSTONE PAPER & PACKAGING C COM 48562P103 358 12,092 SH   DFND 4 0 0 12,092
KAR AUCTION SVCS INC COM 48238T109 49 1,406 SH   DFND 3 1,406 0 0
KAR AUCTION SVCS INC COM 48238T109 632 18,200 SH   DFND 4 14,856 0 3,344
KARYOPHARM THERAPEUTICS INC COM 48576U106 90 2,448 SH   DFND 4 0 0 2,448
KAYNE ANDERSON ENERGY DEV CO COM 48660Q102 418 11,691 SH   DFND 4 11,691 0 0
KB FINANCIAL GROUP INC SPONSORED ADR 48241A105 638 19,566 SH   DFND 4 19,564 0 2
KB HOME COM 48666K109 199 12,129 SH   DFND 4 0 0 12,129
KBR INC COM 48242W106 65 3,834 SH   DFND 3 3,834 0 0
KBR INC COM 48242W106 1,680 99,225 SH   DFND 4 89,330 0 9,895
KCAP FINL INC COM 48668E101 267 39,172 SH   DFND 4 39,172 0 0
KCG HLDGS INC CL A 48244B100 91 7,765 SH   DFND 4 0 0 7,765
KEARNY FINL CORP COM 487169104 26 1,865 SH   DFND 4 0 0 1,865
KELLOGG CO COM 487836108 200 3,054 SH   DFND 2 0 0 3,054
KELLOGG CO COM 487836108 43,818 669,598 SH   DFND 3 669,598 0 0
KELLOGG CO COM 487836108 26,500 404,384 SH   DFND 4 307,210 0 97,174
KELLY SVCS INC CL A 488152208 30 1,790 SH   DFND 3 1,790 0 0
KELLY SVCS INC CL A 488152208 393 23,039 SH   DFND 4 19,019 0 4,020
KEMET CORP COM NEW 488360207 37 8,669 SH   DFND 4 0 0 8,669
KEMPER CORP DEL COM 488401100 51 1,410 SH   DFND 3 1,410 0 0
KEMPER CORP DEL COM 488401100 1,134 31,242 SH   DFND 4 21,705 0 9,537
KENNAMETAL INC COM 489170100 25 690 SH   DFND 3 690 0 0
KENNAMETAL INC COM 489170100 785 21,926 SH   DFND 4 19,315 0 2,611
KENNEDY-WILSON HLDGS INC COM 489398107 271 10,542 SH   DFND 4 0 0 10,542
KERYX BIOPHARMACEUTICALS INC COM 492515101 197 13,748 SH   DFND 4 0 0 13,748
KEURIG GREEN MTN INC COM 49271M100 183 1,380 SH   DFND 2 0 0 1,380
KEURIG GREEN MTN INC COM 49271M100 47,097 355,730 SH   DFND 3 355,730 0 0
KEURIG GREEN MTN INC COM 49271M100 15,584 117,708 SH   DFND 4 87,784 0 29,924
KEY ENERGY SVCS INC COM 492914106 7 4,358 SH   DFND 3 4,358 0 0
KEY ENERGY SVCS INC COM 492914106 97 57,749 SH   DFND 4 39,060 0 18,689
KEYCORP NEW COM 493267108 35,198 2,532,203 SH   DFND 3 2,532,203 0 0
KEYCORP NEW COM 493267108 17,828 1,282,143 SH   DFND 4 1,039,728 0 242,415
KEYSIGHT TECHNOLOGIES INC COM 49338L103 16,119 477,322 SH   DFND 3 477,322 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 3,959 117,217 SH   DFND 4 109,347 0 7,870
KEYW HLDG CORP COM 493723100 59 5,764 SH   DFND 4 0 0 5,764
KFORCE INC COM 493732101 98 4,016 SH   DFND 4 0 0 4,016
KILROY RLTY CORP COM 49427F108 1,186 17,171 SH   DFND 3 17,171 0 0
KILROY RLTY CORP COM 49427F108 9,302 134,624 SH   DFND 4 132,765 0 1,859
KIMBALL ELECTRONICS INC COM 49428J109 48 3,976 SH   DFND 4 0 0 3,976
KIMBALL INTL INC CL B 494274103 50 5,302 SH   DFND 4 0 0 5,302
KIMBERLY CLARK CORP COM 494368103 123,231 1,066,563 SH   DFND 3 1,066,563 0 0
KIMBERLY CLARK CORP COM 494368103 69,128 597,702 SH   DFND 4 470,619 0 127,083
KIMCO RLTY CORP COM 49446R109 32,631 1,297,986 SH   DFND 3 1,297,986 0 0
KIMCO RLTY CORP COM 49446R109 27,879 1,108,572 SH   DFND 4 1,002,196 0 106,376
KINDER MORGAN INC DEL COM 49456B101 87,434 2,066,391 SH   DFND 4 1,651,622 0 414,769
KINDER MORGAN INC DEL COM 49456B101 215,004 5,081,634 SH   DFND 3 5,081,634 0 0
KINDRED HEALTHCARE INC COM 494580103 71 3,887 SH   DFND 3 3,887 0 0
KINDRED HEALTHCARE INC COM 494580103 1,496 82,176 SH   DFND 4 63,621 0 18,555
KINROSS GOLD CORP COM NO PAR 496902404 8,996 3,196,091 SH   DFND 3 3,196,091 0 0
KINROSS GOLD CORP COM NO PAR 496902404 5,631 2,002,210 SH   DFND 4 1,747,228 0 254,982
KIRBY CORP COM 497266106 32 400 SH   DFND 3 400 0 0
KIRBY CORP COM 497266106 863 10,687 SH   DFND 4 9,486 0 1,201
KIRKLANDS INC COM 497498105 65 2,732 SH   DFND 4 0 0 2,732
KITE PHARMA INC COM 49803L109 79 1,409 SH   DFND 4 0 0 1,409
KITE RLTY GROUP TR COM NEW 49803T300 472 16,429 SH   DFND 3 16,429 0 0
KITE RLTY GROUP TR COM NEW 49803T300 3,471 120,653 SH   DFND 4 115,992 0 4,661
KKR & CO L P DEL COM UNITS 48248M102 11,357 489,431 SH   DFND 4 489,431 0 0
KLA-TENCOR CORP COM 482480100 35,193 500,473 SH   DFND 3 500,473 0 0
KLA-TENCOR CORP COM 482480100 12,523 178,028 SH   DFND 4 136,676 0 41,352
KLX INC COM 482539103 6,101 147,899 SH   DFND 3 147,899 0 0
KLX INC COM 482539103 2,012 48,769 SH   DFND 4 41,214 0 7,555
KNIGHT TRANSN INC COM 499064103 289 8,437 SH   DFND 4 0 0 8,437
KNOLL INC COM NEW 498904200 153 7,047 SH   DFND 4 0 0 7,047
KOHLS CORP COM 500255104 35,202 576,711 SH   DFND 3 576,711 0 0
KOHLS CORP COM 500255104 18,977 310,837 SH   DFND 4 255,030 0 55,807
KOPPERS HOLDINGS INC COM 50060P106 79 3,058 SH   DFND 4 0 0 3,058
KORN FERRY INTL COM NEW 500643200 206 7,055 SH   DFND 4 0 0 7,055
KRAFT FOODS GROUP INC COM 50076Q106 425 6,780 SH   DFND 2 0 0 6,780
KRAFT FOODS GROUP INC COM 50076Q106 105,279 1,680,165 SH   DFND 3 1,680,165 0 0
KRAFT FOODS GROUP INC COM 50076Q106 46,480 741,657 SH   DFND 4 593,506 0 148,151
KRATON PERFORMANCE POLYMERS COM 50077C106 101 4,831 SH   DFND 4 0 0 4,831
KRATOS DEFENSE & SEC SOLUTIO COM NEW 50077B207 43 8,327 SH   DFND 4 0 0 8,327
KRISPY KREME DOUGHNUTS INC COM 501014104 190 9,681 SH   DFND 4 0 0 9,681
KROGER CO COM 501044101 86,390 1,345,432 SH   DFND 3 1,345,432 0 0
KROGER CO COM 501044101 51,400 800,221 SH   DFND 4 663,709 0 136,512
KRONOS WORLDWIDE INC COM 50105F105 51 3,948 SH   DFND 4 0 0 3,948
KT CORP SPONSORED ADR 48268K101 5,881 413,867 SH   DFND 4 413,867 0 0
KVH INDS INC COM 482738101 35 2,816 SH   DFND 4 0 0 2,816
KYTHERA BIOPHARMACEUTICALS I COM 501570105 93 2,612 SH   DFND 4 0 0 2,612
L BRANDS INC COM 501797104 54,242 626,711 SH   DFND 3 626,711 0 0
L BRANDS INC COM 501797104 26,272 303,460 SH   DFND 4 240,660 0 62,800
L-3 COMMUNICATIONS HLDGS INC COM 502424104 31,214 247,321 SH   DFND 3 247,321 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 17,213 136,316 SH   DFND 4 111,099 0 25,217
LA QUINTA HLDGS INC COM 50420D108 135 6,079 SH   DFND 4 0 0 6,079
LA Z BOY INC COM 505336107 210 7,752 SH   DFND 4 0 0 7,752
LABORATORY CORP AMER HLDGS COM NEW 50540R409 26,217 242,972 SH   DFND 3 242,972 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 17,966 166,272 SH   DFND 4 123,147 0 43,125
LACKSTONE GROUP L P P COM UNIT LTD 09253U108 13,165 389,616 SH   DFND 4 389,616 0 0
LACLEDE GROUP INC COM 505597104 5,319 99,874 SH   DFND 4 93,907 0 5,967
LADDER CAP CORP CL A 505743104 57 2,865 SH   DFND 4 0 0 2,865
LADENBURG THALMAN FIN SVCS I COM 50575Q102 64 16,252 SH   DFND 4 0 0 16,252
LAKELAND BANCORP INC COM 511637100 74 6,118 SH   DFND 4 0 0 6,118
LAKELAND FINL CORP COM 511656100 109 2,491 SH   DFND 4 0 0 2,491
LAM RESEARCH CORP COM 512807108 38,863 489,829 SH   DFND 3 489,829 0 0
LAM RESEARCH CORP COM 512807108 14,814 186,673 SH   DFND 4 142,142 0 44,531
LAMAR ADVERTISING CO NEW CL A 512816109 55 1,020 SH   DFND 3 1,020 0 0
LAMAR ADVERTISING CO NEW CL A 512816109 621 11,574 SH   DFND 4 11,574 0 0
LANCASTER COLONY CORP COM 513847103 255 2,660 SH   DFND 4 0 0 2,660
LANDAUER INC COM 51476K103 49 1,401 SH   DFND 4 0 0 1,401
LANDEC CORP COM 514766104 58 4,107 SH   DFND 4 0 0 4,107
LANDS END INC NEW COM 51509F105 60 1,115 SH   DFND 3 1,115 0 0
LANDS END INC NEW COM 51509F105 1,178 21,788 SH   DFND 4 19,209 0 2,579
LANDSTAR SYS INC COM 515098101 617 8,505 SH   DFND 4 8,505 0 0
LANNET INC COM 516012101 194 4,386 SH   DFND 4 0 0 4,386
LAS VEGAS SANDS CORP COM 517834107 65,009 1,117,765 SH   DFND 3 1,117,765 0 0
LAS VEGAS SANDS CORP COM 517834107 21,537 370,288 SH   DFND 4 314,850 0 55,438
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 888 21,940 SH   DFND 3 21,940 0 0
LASALLE HOTEL PPTYS COM SH BEN INT 517942108 7,195 177,411 SH   DFND 4 162,686 0 14,725
LATAM AIRLS GROUP S A SPONSORED ADR 51817R106 662 55,282 SH   DFND 4 13,809 0 41,473
LATTICE SEMICONDUCTOR CORP COM 518415104 122 17,675 SH   DFND 4 0 0 17,675
LAUDER ESTEE COS INC CL A 518439104 50,333 660,533 SH   DFND 3 660,533 0 0
LAUDER ESTEE COS INC CL A 518439104 17,341 227,519 SH   DFND 4 172,393 0 55,126
LAYNE CHRISTENSEN CO COM 521050104 35 3,730 SH   DFND 4 0 0 3,730
LDR HLDG CORP COM 50185U105 80 2,382 SH   DFND 4 0 0 2,382
LEAPFROG ENTERPRISES INC CL A 52186N106 56 11,715 SH   DFND 4 0 0 11,715
LEAR CORP COM NEW 521865204 163 1,664 SH   DFND 3 1,664 0 0
LEAR CORP COM NEW 521865204 3,972 40,455 SH   DFND 4 37,036 0 3,419
LEE ENTERPRISES INC COM 523768109 36 9,804 SH   DFND 4 0 0 9,804
LEGG MASON INC COM 524901105 17,547 328,788 SH   DFND 3 328,788 0 0
LEGG MASON INC COM 524901105 8,108 151,894 SH   DFND 4 121,466 0 30,428
LEGGETT & PLATT INC COM 524660107 16,210 380,437 SH   DFND 3 380,437 0 0
LEGGETT & PLATT INC COM 524660107 8,166 191,588 SH   DFND 4 150,718 0 40,870
LEIDOS HLDGS INC COM 525327102 120 2,755 SH   DFND 3 2,755 0 0
LEIDOS HLDGS INC COM 525327102 2,318 53,220 SH   DFND 4 47,061 0 6,159
LENNAR CORP CL A 526057104 22,915 511,390 SH   DFND 3 511,390 0 0
LENNAR CORP CL A 526057104 7,177 160,164 SH   DFND 4 124,479 0 35,685
LENNOX INTL INC COM 526107107 68 720 SH   DFND 3 720 0 0
LENNOX INTL INC COM 526107107 1,053 11,078 SH   DFND 4 11,078 0 0
LEUCADIA NATL CORP COM 527288104 20,229 902,289 SH   DFND 3 902,289 0 0
LEUCADIA NATL CORP COM 527288104 8,105 361,421 SH   DFND 4 278,455 0 82,966
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 34,732 703,354 SH   DFND 3 703,354 0 0
LEVEL 3 COMMUNICATIONS INC COM NEW 52729N308 18,873 382,166 SH   DFND 4 326,870 0 55,296
LEXICON PHARMACEUTICALS INC COM 528872104 41 46,583 SH   DFND 4 0 0 46,583
LEXINGTON REALTY TRUST COM 529043101 544 49,575 SH   DFND 3 49,575 0 0
LEXINGTON REALTY TRUST COM 529043101 4,466 406,086 SH   DFND 4 377,029 0 29,057
LEXMARK INTL NEW CL A 529771107 87 2,116 SH   DFND 3 2,116 0 0
LEXMARK INTL NEW CL A 529771107 1,507 36,490 SH   DFND 4 32,073 0 4,417
LGI HOMES INC COM 50187T106 42 2,798 SH   DFND 4 0 0 2,798
LHC GROUP INC COM 50187A107 73 2,345 SH   DFND 4 0 0 2,345
LIBBEY INC COM 529898108 101 3,156 SH   DFND 4 0 0 3,156
LIBERTY BROADBAND CORP RIGHT 01/09/2015 530307115 398 41,667 SH   DFND 3 41,667 0 0
LIBERTY BROADBAND CORP RIGHT 01/09/2015 530307115 88 9,249 SH   DFND 4 8,589 0 660
LIBERTY BROADBAND CORP COM SER A 530307107 877 17,499 SH   DFND 4 16,254 0 1,245
LIBERTY BROADBAND CORP COM SER C 530307305 6,920 138,896 SH   DFND 3 138,896 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 1,433 28,772 SH   DFND 4 26,713 0 2,059
LIBERTY BROADBAND CORP COM SER A 530307107 3,479 69,447 SH   DFND 3 69,447 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 40,466 1,375,463 SH   DFND 3 1,375,463 0 0
LIBERTY INTERACTIVE CORP INT COM SER A 53071M104 16,507 560,999 SH   DFND 4 474,619 0 86,380
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 16,270 431,329 SH   DFND 3 431,329 0 0
LIBERTY INTERACTIVE CORP LBT VENT COM A 53071M880 3,318 87,958 SH   DFND 4 80,759 0 7,199
LIBERTY MEDIA CORP DELAWARE CL A 531229102 9,293 263,490 SH   DFND 3 263,490 0 0
LIBERTY MEDIA CORP DELAWARE CL A 531229102 4,159 117,895 SH   DFND 4 102,855 0 15,040
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 19,132 546,154 SH   DFND 3 546,154 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C 531229300 5,867 167,480 SH   DFND 4 139,122 0 28,358
LIBERTY PPTY TR SH BEN INT 531172104 15,975 424,537 SH   DFND 3 424,537 0 0
LIBERTY PPTY TR SH BEN INT 531172104 14,748 391,861 SH   DFND 4 368,866 0 22,995
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 6,157 228,878 SH   DFND 3 228,878 0 0
LIBERTY TRIPADVISOR HLDGS IN COM SER A 531465102 1,090 40,534 SH   DFND 4 38,200 0 2,334
LIFE TIME FITNESS INC COM 53217R207 38 664 SH   DFND 3 664 0 0
LIFE TIME FITNESS INC COM 53217R207 719 12,649 SH   DFND 4 6,761 0 5,888
LIFELOCK INC COM 53224V100 216 11,544 SH   DFND 4 0 0 11,544
LIFEPOINT HOSPITALS INC COM 53219L109 82 1,140 SH   DFND 3 1,140 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 2,001 27,764 SH   DFND 4 24,745 0 3,019
LIGAND PHARMACEUTICALS INC COM NEW 53220K504 171 3,227 SH   DFND 4 0 0 3,227
LILLY ELI & CO COM 532457108 696 10,095 SH   DFND 2 0 0 10,095
LILLY ELI & CO COM 532457108 195,565 2,834,689 SH   DFND 3 2,834,689 0 0
LILLY ELI & CO COM 532457108 113,554 1,644,713 SH   DFND 4 1,348,739 0 295,974
LIMONEIRA CO COM 532746104 53 2,136 SH   DFND 4 0 0 2,136
LINCOLN ELEC HLDGS INC COM 533900106 46 670 SH   DFND 3 670 0 0
LINCOLN ELEC HLDGS INC COM 533900106 741 10,721 SH   DFND 4 10,721 0 0
LINCOLN NATL CORP IND COM 534187109 45,381 786,907 SH   DFND 3 786,907 0 0
LINCOLN NATL CORP IND COM 534187109 20,801 360,536 SH   DFND 4 286,765 0 73,771
LINDSAY CORP COM 535555106 151 1,757 SH   DFND 4 0 0 1,757
LINEAR TECHNOLOGY CORP COM 535678106 31,544 691,762 SH   DFND 3 691,762 0 0
LINEAR TECHNOLOGY CORP COM 535678106 11,807 258,874 SH   DFND 4 200,914 0 57,960
LINKEDIN CORP COM CL A 53578A108 149 650 SH   DFND 2 0 0 650
LINKEDIN CORP COM CL A 53578A108 67,141 292,285 SH   DFND 3 292,285 0 0
LINKEDIN CORP COM CL A 53578A108 18,176 79,128 SH   DFND 4 64,765 0 14,363
LIONBRIDGE TECHNOLOGIES INC COM 536252109 70 12,200 SH   DFND 4 0 0 12,200
LIQUIDITY SERVICES INC COM 53635B107 40 4,942 SH   DFND 4 0 0 4,942
LITHIA MTRS INC CL A 536797103 289 3,278 SH   DFND 4 0 0 3,278
LITTELFUSE INC COM 537008104 319 3,237 SH   DFND 4 0 0 3,237
LIVE NATION ENTERTAINMENT IN COM 538034109 69 2,643 SH   DFND 3 2,643 0 0
LIVE NATION ENTERTAINMENT IN COM 538034109 1,992 76,143 SH   DFND 4 68,818 0 7,325
LIVEPERSON INC COM 538146101 100 7,193 SH   DFND 4 0 0 7,193
LKQ CORP COM 501889208 23,725 843,699 SH   DFND 3 843,699 0 0
LKQ CORP COM 501889208 7,185 255,523 SH   DFND 4 214,845 0 40,678
LOCKHEED MARTIN CORP COM 539830109 173,962 903,370 SH   DFND 3 903,370 0 0
LOCKHEED MARTIN CORP COM 539830109 73,536 381,747 SH   DFND 4 313,168 0 68,579
LOEWS CORP COM 540424108 38,122 907,226 SH   DFND 3 907,226 0 0
LOEWS CORP COM 540424108 19,829 471,735 SH   DFND 4 378,074 0 93,661
LOGMEIN INC COM 54142L109 174 3,501 SH   DFND 4 0 0 3,501
LORAL SPACE & COMMUNICATNS I COM 543881106 150 1,886 SH   DFND 4 0 0 1,886
LORILLARD INC COM 544147101 253 4,024 SH   DFND 2 0 0 4,024
LORILLARD INC COM 544147101 65,129 1,034,784 SH   DFND 3 1,034,784 0 0
LORILLARD INC COM 544147101 29,851 474,190 SH   DFND 4 380,067 0 94,123
LOUISIANA PAC CORP COM 546347105 334 20,058 SH   DFND 4 0 0 20,058
LOWES COS INC COM 548661107 193,122 2,807,006 SH   DFND 3 2,807,006 0 0
LOWES COS INC COM 548661107 86,461 1,256,446 SH   DFND 4 981,670 0 274,776
LPL FINL HLDGS INC COM 50212V100 31 699 SH   DFND 3 699 0 0
LPL FINL HLDGS INC COM 50212V100 91 2,036 SH   DFND 4 2,036 0 0
LSB INDS INC COM 502160104 91 2,887 SH   DFND 4 0 0 2,887
LTC PPTYS INC COM 502175102 310 7,178 SH   DFND 3 7,178 0 0
LTC PPTYS INC COM 502175102 2,363 54,605 SH   DFND 4 49,578 0 5,027
LULULEMON ATHLETICA INC COM 550021109 16,226 290,843 SH   DFND 3 290,843 0 0
LULULEMON ATHLETICA INC COM 550021109 4,670 83,706 SH   DFND 4 66,258 0 17,448
LUMBER LIQUIDATORS HLDGS INC COM 55003T107 255 3,865 SH   DFND 4 0 0 3,865
LUMINEX CORP DEL COM 55027E102 106 5,608 SH   DFND 4 0 0 5,608
LUMOS NETWORKS CORP COM 550283105 55 3,292 SH   DFND 4 0 0 3,292
LYDALL INC DEL COM 550819106 89 2,665 SH   DFND 4 0 0 2,665
LYON WILLIAM HOMES CL A NEW 552074700 51 2,531 SH   DFND 4 0 0 2,531
M & T BK CORP COM 55261F104 42,578 338,941 SH   DFND 3 338,941 0 0
M & T BK CORP COM 55261F104 19,027 151,389 SH   DFND 4 119,428 0 31,961
M D C HLDGS INC COM 552676108 150 5,687 SH   DFND 4 0 0 5,687
M/I HOMES INC COM 55305B101 82 3,638 SH   DFND 4 0 0 3,638
MA COM TECHNOLOGY SOLUTIONS COM 55405Y100 71 2,237 SH   DFND 4 0 0 2,237
MACERICH CO COM 554382101 37,190 445,874 SH   DFND 3 445,874 0 0
MACERICH CO COM 554382101 32,083 384,567 SH   DFND 4 349,307 0 35,260
MACK CALI RLTY CORP COM 554489104 434 22,761 SH   DFND 3 22,761 0 0
MACK CALI RLTY CORP COM 554489104 3,697 193,495 SH   DFND 4 173,466 0 20,029
MACROGENICS INC COM 556099109 137 3,909 SH   DFND 4 0 0 3,909
MACYS INC COM 55616P104 67,207 1,022,158 SH   DFND 3 1,022,158 0 0
MACYS INC COM 55616P104 32,429 493,127 SH   DFND 4 391,894 0 101,233
MADDEN STEVEN LTD COM 556269108 266 8,257 SH   DFND 4 0 0 8,257
MAGELLAN HEALTH INC COM NEW 559079207 38 640 SH   DFND 3 640 0 0
MAGELLAN HEALTH INC COM NEW 559079207 1,121 18,532 SH   DFND 4 12,826 0 5,706
MAGNA INTL INC COM 559222401 63,806 587,065 SH   DFND 3 587,065 0 0
MAGNA INTL INC COM 559222401 22,980 211,406 SH   DFND 4 171,679 0 39,727
MAGNUM HUNTER RES CORP DEL COM 55973B102 91 29,200 SH   DFND 4 0 0 29,200
MAIN STREET CAPITAL CORP COM 56035L104 1,484 50,728 SH   DFND 4 50,728 0 0
MAINSOURCE FINANCIAL GP INC COM 56062Y102 56 2,677 SH   DFND 4 0 0 2,677
MANHATTAN ASSOCS INC COM 562750109 447 10,917 SH   DFND 4 0 0 10,917
MANITEX INTL INC COM 563420108 21 1,628 SH   DFND 4 0 0 1,628
MANITOWOC INC COM 563571108 45 2,040 SH   DFND 3 2,040 0 0
MANITOWOC INC COM 563571108 721 32,627 SH   DFND 4 28,285 0 4,342
MANNING & NAPIER INC CL A 56382Q102 35 2,566 SH   DFND 4 0 0 2,566
MANNKIND CORP COM 56400P201 184 34,893 SH   DFND 4 0 0 34,893
MANPOWERGROUP INC COM 56418H100 16,603 243,549 SH   DFND 3 243,549 0 0
MANPOWERGROUP INC COM 56418H100 8,191 120,080 SH   DFND 4 103,219 0 16,861
MANTECH INTL CORP CL A 564563104 105 3,450 SH   DFND 4 0 0 3,450
MANULIFE FINL CORP COM 56501R106 99,107 5,175,600 SH   DFND 3 5,175,600 0 0
MANULIFE FINL CORP COM 56501R106 36,278 1,894,654 SH   DFND 4 1,549,890 0 344,764
MARATHON OIL CORP COM 565849106 35 1,245 SH   DFND 2 0 0 1,245
MARATHON OIL CORP COM 565849106 54,198 1,915,796 SH   DFND 3 1,915,796 0 0
MARATHON OIL CORP COM 565849106 31,933 1,128,941 SH   DFND 4 923,818 0 205,123
MARATHON PETE CORP COM 56585A102 72,321 801,248 SH   DFND 3 801,248 0 0
MARATHON PETE CORP COM 56585A102 39,627 438,907 SH   DFND 4 351,519 0 87,388
MARCHEX INC CL B 56624R108 28 6,234 SH   DFND 4 0 0 6,234
MARCUS CORP COM 566330106 54 2,898 SH   DFND 4 0 0 2,898
MARIN SOFTWARE INC COM 56804T106 43 5,108 SH   DFND 4 0 0 5,108
MARINEMAX INC COM 567908108 76 3,790 SH   DFND 4 0 0 3,790
MARKEL CORP COM 570535104 21,451 31,414 SH   DFND 3 31,414 0 0
MARKEL CORP COM 570535104 7,746 11,343 SH   DFND 4 10,740 0 603
MARKETAXESS HLDGS INC COM 57060D108 381 5,289 SH   DFND 4 0 0 5,289
MARKETO INC COM 57063L107 127 3,921 SH   DFND 4 0 0 3,921
MARRIOTT INTL INC NEW CL A 571903202 49,817 638,429 SH   DFND 3 638,429 0 0
MARRIOTT INTL INC NEW CL A 571903202 19,305 247,351 SH   DFND 4 192,195 0 55,156
MARRIOTT VACATIONS WRLDWDE C COM 57164Y107 309 4,076 SH   DFND 4 0 0 4,076
MARSH & MCLENNAN COS INC COM 571748102 88,695 1,549,520 SH   DFND 3 1,549,520 0 0
MARSH & MCLENNAN COS INC COM 571748102 38,337 669,083 SH   DFND 4 504,380 0 164,703
MARTEN TRANS LTD COM 573075108 105 4,693 SH   DFND 4 0 0 4,693
MARTIN MARIETTA MATLS INC COM 573284106 1,715 15,548 SH   DFND 1 0 0 15,548
MARTIN MARIETTA MATLS INC COM 573284106 47 430 SH   DFND 3 430 0 0
MARTIN MARIETTA MATLS INC COM 573284106 2,687 24,344 SH   DFND 4 13,985 0 10,359
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 18,886 1,302,499 SH   DFND 3 1,302,499 0 0
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 6,977 481,185 SH   DFND 4 420,727 0 60,458
MASCO CORP COM 574599106 26,884 1,066,843 SH   DFND 3 1,066,843 0 0
MASCO CORP COM 574599106 10,483 415,885 SH   DFND 4 319,777 0 96,108
MASIMO CORP COM 574795100 187 7,044 SH   DFND 4 0 0 7,044
MASONITE INTL CORP NEW COM 575385109 266 4,277 SH   DFND 4 0 0 4,277
MASTEC INC COM 576323109 719 31,843 SH   DFND 4 22,928 0 8,915
MASTERCARD INC CL A 57636Q104 533 6,190 SH   DFND 2 0 0 6,190
MASTERCARD INC CL A 57636Q104 246,563 2,861,691 SH   DFND 3 2,861,691 0 0
MASTERCARD INC CL A 57636Q104 81,795 949,129 SH   DFND 4 696,584 0 252,545
MATADOR RES CO COM 576485205 203 10,292 SH   DFND 4 0 0 10,292
MATERION CORP COM 576690101 107 2,977 SH   DFND 4 0 0 2,977
MATRIX SVC CO COM 576853105 88 3,930 SH   DFND 4 0 0 3,930
MATSON INC COM 57686G105 53 1,528 SH   DFND 3 1,528 0 0
MATSON INC COM 57686G105 670 19,294 SH   DFND 4 12,615 0 6,679
MATTEL INC COM 577081102 28,696 927,311 SH   DFND 3 927,311 0 0
MATTEL INC COM 577081102 14,437 466,558 SH   DFND 4 376,428 0 90,130
MATTHEWS INTL CORP CL A 577128101 216 4,416 SH   DFND 4 0 0 4,416
MATTRESS FIRM HLDG CORP COM 57722W106 129 2,179 SH   DFND 4 0 0 2,179
MAXIM INTEGRATED PRODS INC COM 57772K101 26,803 841,022 SH   DFND 3 841,022 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 11,023 345,995 SH   DFND 4 298,661 0 47,334
MAXIMUS INC COM 577933104 532 9,595 SH   DFND 4 0 0 9,595
MAXLINEAR INC CL A 57776J100 39 5,494 SH   DFND 4 0 0 5,494
MAXWELL TECHNOLOGIES INC COM 577767106 54 5,866 SH   DFND 4 0 0 5,866
MB FINANCIAL INC NEW COM 55264U108 332 9,929 SH   DFND 4 0 0 9,929
MBIA INC COM 55262C100 340 35,687 SH   DFND 4 35,687 0 0
MCCLATCHY CO CL A 579489105 38 11,270 SH   DFND 4 0 0 11,270
MCCORMICK & CO INC COM NON VTG 579780206 96 1,294 SH   DFND 2 0 0 1,294
MCCORMICK & CO INC COM NON VTG 579780206 24,414 328,582 SH   DFND 3 328,582 0 0
MCCORMICK & CO INC COM NON VTG 579780206 15,474 207,859 SH   DFND 4 154,274 0 53,585
MCDERMOTT INTL INC COM 580037109 23 7,793 SH   DFND 3 7,793 0 0
MCDERMOTT INTL INC COM 580037109 742 255,944 SH   DFND 4 201,651 0 54,293
MCDONALDS CORP COM 580135101 259,134 2,765,568 SH   DFND 3 2,765,568 0 0
MCDONALDS CORP COM 580135101 134,585 1,435,660 SH   DFND 4 1,133,392 0 302,268
MCG CAPITAL CORP COM 58047P107 301 78,028 SH   DFND 4 78,028 0 0
MCGRATH RENTCORP COM 580589109 139 3,773 SH   DFND 4 0 0 3,773
MCGRAW HILL FINL INC COM 580645109 66,927 752,161 SH   DFND 3 752,161 0 0
MCGRAW HILL FINL INC COM 580645109 26,598 298,850 SH   DFND 4 229,675 0 69,175
MCKESSON CORP COM 58155Q103 139,265 670,900 SH   DFND 3 670,900 0 0
MCKESSON CORP COM 58155Q103 74,401 358,175 SH   DFND 4 286,674 0 71,501
MDC PARTNERS INC CL A SUB VTG 552697104 142 6,139 SH   DFND 4 0 0 6,139
MDU RES GROUP INC COM 552690109 13,562 577,103 SH   DFND 3 577,103 0 0
MDU RES GROUP INC COM 552690109 5,471 232,632 SH   DFND 4 199,611 0 33,021
MEAD JOHNSON NUTRITION CO COM 582839106 239 2,380 SH   DFND 2 0 0 2,380
MEAD JOHNSON NUTRITION CO COM 582839106 58,168 578,553 SH   DFND 3 578,553 0 0
MEAD JOHNSON NUTRITION CO COM 582839106 19,673 195,636 SH   DFND 4 146,921 0 48,715
MEADOWBROOK INS GROUP INC COM 58319P108 67 9,450 SH   DFND 4 0 0 9,450
MEADWESTVACO CORP COM 583334107 21,177 477,071 SH   DFND 3 477,071 0 0
MEADWESTVACO CORP COM 583334107 10,895 245,359 SH   DFND 4 199,415 0 45,944
MECHEL OAO SPONSORED ADR 583840103 47 68,029 SH   DFND 4 68,029 0 0
MEDASSETS INC COM 584045108 170 8,377 SH   DFND 4 0 0 8,377
MEDIA GEN INC NEW COM 58441K100 137 8,005 SH   DFND 4 0 0 8,005
MEDICAL PPTYS TRUST INC COM 58463J304 344 24,400 SH   DFND 4 78 0 24,322
MEDICINES CO COM 584688105 259 9,683 SH   DFND 4 0 0 9,683
MEDIDATA SOLUTIONS INC COM 58471A105 383 8,023 SH   DFND 4 0 0 8,023
MEDIFAST INC COM 58470H101 85 2,516 SH   DFND 4 0 0 2,516
MEDIVATION INC COM 58501N101 1,027 10,312 SH   DFND 4 10,312 0 0
MEDLEY CAP CORP COM 58503F106 594 64,234 SH   DFND 4 64,234 0 0
MEDNAX INC COM 58502B106 50 760 SH   DFND 3 760 0 0
MEDNAX INC COM 58502B106 1,377 20,812 SH   DFND 4 18,795 0 2,017
MEDTRONIC INC COM 585055106 203,439 2,817,717 SH   DFND 3 2,817,717 0 0
MEDTRONIC INC COM 585055106 100,125 1,385,425 SH   DFND 4 1,089,299 0 296,126
MENS WEARHOUSE INC COM 587118100 28 630 SH   DFND 3 630 0 0
MENS WEARHOUSE INC COM 587118100 1,040 23,522 SH   DFND 4 14,918 0 8,604
MENTOR GRAPHICS CORP COM 587200106 312 13,910 SH   DFND 4 0 0 13,910
MERCANTILE BANK CORP COM 587376104 37 1,677 SH   DFND 4 0 0 1,677
MERCK & CO INC NEW COM 58933Y105 1,458 25,675 SH   DFND 2 0 0 25,675
MERCK & CO INC NEW COM 58933Y105 467,549 8,232,953 SH   DFND 3 8,232,953 0 0
MERCK & CO INC NEW COM 58933Y105 252,183 4,438,509 SH   DFND 4 3,623,090 0 815,419
MERCURY GENL CORP NEW COM 589400100 370 6,529 SH   DFND 4 6,529 0 0
MERCURY GENL CORP NEW COM 589400100 45 796 SH   DFND 3 796 0 0
MERCURY SYS INC COM 589378108 87 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 828 15,200 SH   DFND 4 10,058 0 5,142
MERIDIAN BANCORP INC MD COM 58958U103 31 2,734 SH   DFND 4 0 0 2,734
MERIDIAN BIOSCIENCE INC COM 589584101 100 6,017 SH   DFND 4 0 0 6,017
MERIT MED SYS INC COM 589889104 114 6,510 SH   DFND 4 0 0 6,510
MERITAGE HOMES CORP COM 59001A102 203 5,658 SH   DFND 4 0 0 5,658
MERITOR INC COM 59001K100 74 4,894 SH   DFND 3 4,894 0 0
MERITOR INC COM 59001K100 1,538 101,053 SH   DFND 4 76,859 0 24,194
MERRIMACK PHARMACEUTICALS IN COM 590328100 173 15,312 SH   DFND 4 0 0 15,312
MESA LABS INC COM 59064R109 42 531 SH   DFND 4 0 0 531
META FINL GROUP INC COM 59100U108 42 1,184 SH   DFND 4 0 0 1,184
METHANEX CORP COM 59151K108 37 800 SH   DFND 3 800 0 0
METHANEX CORP COM 59151K108 1,893 41,100 SH   DFND 4 29,366 0 11,734
METHODE ELECTRS INC COM 591520200 198 5,420 SH   DFND 4 0 0 5,420
METLIFE INC COM 59156R108 138,801 2,566,117 SH   DFND 3 2,566,117 0 0
METLIFE INC COM 59156R108 69,492 1,284,196 SH   DFND 4 1,013,195 0 271,001
METRO BANCORP INC PA COM 59161R101 69 2,656 SH   DFND 4 0 0 2,656
METTLER TOLEDO INTERNATIONAL COM 592688105 48 160 SH   DFND 3 160 0 0
METTLER TOLEDO INTERNATIONAL COM 592688105 3,942 13,028 SH   DFND 4 9,564 0 3,464
MFA FINL INC COM 55272X102 79 9,874 SH   DFND 3 9,874 0 0
MFA FINL INC COM 55272X102 1,549 193,558 SH   DFND 4 171,101 0 22,457
MGE ENERGY INC COM 55277P104 236 5,041 SH   DFND 4 0 0 5,041
MGIC INVT CORP WIS COM 552848103 486 52,080 SH   DFND 4 0 0 52,080
MGM RESORTS INTERNATIONAL COM 552953101 23,007 1,076,091 SH   DFND 3 1,076,091 0 0
MGM RESORTS INTERNATIONAL COM 552953101 9,012 421,414 SH   DFND 4 364,423 0 56,991
MICREL INC COM 594793101 110 7,533 SH   DFND 4 0 0 7,533
MICROCHIP TECHNOLOGY INC COM 595017104 27,294 605,049 SH   DFND 3 605,049 0 0
MICROCHIP TECHNOLOGY INC COM 595017104 11,971 265,345 SH   DFND 4 212,929 0 52,416
MICRON TECHNOLOGY INC COM 595112103 221 6,300 SH   DFND 2 0 0 6,300
MICRON TECHNOLOGY INC COM 595112103 106,039 3,028,826 SH   DFND 3 3,028,826 0 0
MICRON TECHNOLOGY INC COM 595112103 39,036 1,114,793 SH   DFND 4 848,951 0 265,842
MICROSEMI CORP COM 595137100 390 13,604 SH   DFND 4 0 0 13,604
MICROSOFT CORP COM 594918104 1,665 35,842 SH   DFND 2 0 0 35,842
MICROSOFT CORP COM 594918104 994,911 21,418,977 SH   DFND 3 21,418,977 0 0
MICROSOFT CORP COM 594918104 408,227 8,785,923 SH   DFND 4 6,740,431 0 2,045,492
MICROSTRATEGY INC CL A NEW 594972408 210 1,311 SH   DFND 4 0 0 1,311
MID-AMER APT CMNTYS INC COM 59522J103 1,180 15,796 SH   DFND 3 15,796 0 0
MID-AMER APT CMNTYS INC COM 59522J103 8,750 117,167 SH   DFND 4 117,167 0 0
MIDDLESEX WATER CO COM 596680108 66 2,828 SH   DFND 4 0 0 2,828
MIDSTATES PETE CO INC COM 59804T100 10 6,911 SH   DFND 4 0 0 6,911
MILLENNIAL MEDIA INC COM 60040N105 23 13,871 SH   DFND 4 0 0 13,871
MILLER HERMAN INC COM 600544100 253 8,380 SH   DFND 4 0 0 8,380
MILLER INDS INC TENN COM NEW 600551204 42 1,971 SH   DFND 4 0 0 1,971
MIMEDX GROUP INC COM 602496101 173 14,840 SH   DFND 4 0 0 14,840
MINDRAY MEDICAL INTL LTD SPON ADR 602675100 726 27,500 SH   DFND 4 27,500 0 0
MINERALS TECHNOLOGIES INC COM 603158106 353 4,942 SH   DFND 4 0 0 4,942
MISTRAS GROUP INC COM 60649T107 45 2,418 SH   DFND 4 0 0 2,418
MKS INSTRUMENT INC COM 55306N104 277 7,504 SH   DFND 4 0 0 7,504
MOBILE MINI INC COM 60740F105 274 6,668 SH   DFND 4 0 0 6,668
MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 3,657 509,332 SH   DFND 4 324,809 0 184,523
MODINE MFG CO COM 607828100 96 7,030 SH   DFND 4 0 0 7,030
MOELIS & CO CL A 60786M105 47 1,370 SH   DFND 4 0 0 1,370
MOHAWK INDS INC COM 608190104 27,649 177,970 SH   DFND 3 177,970 0 0
MOHAWK INDS INC COM 608190104 11,562 74,420 SH   DFND 4 55,976 0 18,444
MOLINA HEALTHCARE INC COM 60855R100 43 798 SH   DFND 3 798 0 0
MOLINA HEALTHCARE INC COM 60855R100 871 16,220 SH   DFND 4 9,710 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 28,985 388,958 SH   DFND 3 388,958 0 0
MOLSON COORS BREWING CO CL B 60871R209 12,474 167,368 SH   DFND 4 132,651 0 34,717
MOLYCORP INC DEL COM 608753109 30 35,645 SH   DFND 4 0 0 35,645
MOMENTA PHARMACEUTICALS INC COM 60877T100 104 8,599 SH   DFND 4 0 0 8,599
MONDELEZ INTL INC CL A 609207105 687 18,907 SH   DFND 2 0 0 18,907
MONDELEZ INTL INC CL A 609207105 175,036 4,818,615 SH   DFND 3 4,818,615 0 0
MONDELEZ INTL INC CL A 609207105 87,682 2,412,060 SH   DFND 4 1,899,355 0 512,705
MONEYGRAM INTL INC COM NEW 60935Y208 48 5,390 SH   DFND 4 0 0 5,390
MONMOUTH REAL ESTATE INVT CO CL A 609720107 92 8,095 SH   DFND 4 0 0 8,095
MONOLITHIC PWR SYS INC COM 609839105 281 5,608 SH   DFND 4 0 0 5,608
MONOTYPE IMAGING HOLDINGS IN COM 61022P100 164 5,673 SH   DFND 4 0 0 5,673
MONRO MUFFLER BRAKE INC COM 610236101 261 4,441 SH   DFND 4 0 0 4,441
MONSANTO CO NEW COM 61166W101 462 3,864 SH   DFND 2 0 0 3,864
MONSANTO CO NEW COM 61166W101 163,419 1,367,867 SH   DFND 3 1,367,867 0 0
MONSANTO CO NEW COM 61166W101 68,092 569,697 SH   DFND 4 426,141 0 143,556
MONSTER BEVERAGE CORP COM 611740101 173 1,600 SH   DFND 2 0 0 1,600
MONSTER BEVERAGE CORP COM 611740101 42,249 389,930 SH   DFND 3 389,930 0 0
MONSTER BEVERAGE CORP COM 611740101 13,743 126,843 SH   DFND 4 96,150 0 30,693
MONSTER WORLDWIDE INC COM 611742107 58 12,964 SH   DFND 4 0 0 12,964
MONTPELIER RE HOLDINGS LTD SHS G62185106 202 5,588 SH   DFND 4 0 0 5,588
MOODYS CORP COM 615369105 54,663 570,537 SH   DFND 3 570,537 0 0
MOODYS CORP COM 615369105 18,932 197,568 SH   DFND 4 148,194 0 49,374
MOOG INC CL A 615394202 44 590 SH   DFND 3 590 0 0
MOOG INC CL A 615394202 1,096 14,718 SH   DFND 4 7,020 0 7,698
MORGAN STANLEY COM NEW 617446448 155,733 4,013,736 SH   DFND 3 4,013,736 0 0
MORGAN STANLEY COM NEW 617446448 72,300 1,863,323 SH   DFND 4 1,467,096 0 396,227
MORGANS HOTEL GROUP CO COM 61748W108 43 5,482 SH   DFND 4 0 0 5,482
MORNINGSTAR INC COM 617700109 29 454 SH   DFND 4 454 0 0
MOSAIC CO NEW COM 61945C103 217 4,745 SH   DFND 2 0 0 4,745
MOSAIC CO NEW COM 61945C103 43,287 948,241 SH   DFND 3 948,241 0 0
MOSAIC CO NEW COM 61945C103 19,592 429,132 SH   DFND 4 341,907 0 87,225
MOTORCAR PTS AMER INC COM 620071100 64 2,154 SH   DFND 4 0 0 2,154
MOTOROLA SOLUTIONS INC COM NEW 620076307 88 1,305 SH   DFND 2 0 0 1,305
MOTOROLA SOLUTIONS INC COM NEW 620076307 42,884 639,291 SH   DFND 3 639,291 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 24,865 370,438 SH   DFND 4 278,886 0 91,552
MOVADO GROUP INC COM 624580106 78 2,741 SH   DFND 4 0 0 2,741
MRC GLOBAL INC COM 55345K103 48 3,179 SH   DFND 3 3,179 0 0
MRC GLOBAL INC COM 55345K103 825 54,501 SH   DFND 4 48,901 0 5,600
MSA SAFETY INC COM 553498106 229 4,229 SH   DFND 4 0 0 4,229
MSC INDL DIRECT INC CL A 553530106 21 260 SH   DFND 3 260 0 0
MSC INDL DIRECT INC CL A 553530106 584 7,178 SH   DFND 4 6,012 0 1,166
MSCI INC COM 55354G100 46 970 SH   DFND 3 970 0 0
MSCI INC COM 55354G100 1,245 26,216 SH   DFND 4 23,174 0 3,042
MTS SYS CORP COM 553777103 167 2,207 SH   DFND 4 0 0 2,207
MUELLER INDS INC COM 624756102 279 8,132 SH   DFND 4 0 0 8,132
MUELLER WTR PRODS INC COM SER A 624758108 924 90,222 SH   DFND 4 67,219 0 23,003
MULTI COLOR CORP COM 625383104 97 1,747 SH   DFND 4 0 0 1,747
MURPHY OIL CORP COM 626717102 25,008 495,014 SH   DFND 3 495,014 0 0
MURPHY OIL CORP COM 626717102 17,113 338,861 SH   DFND 4 282,059 0 56,802
MURPHY USA INC COM 626755102 5,409 78,449 SH   DFND 4 70,881 0 7,568
MURPHY USA INC COM 626755102 239 3,468 SH   DFND 3 3,468 0 0
MVC CAPITAL INC COM 553829102 244 24,754 SH   DFND 4 24,754 0 0
MWI VETERINARY SUPPLY INC COM 55402X105 331 1,899 SH   DFND 4 0 0 1,899
MYERS INDS INC COM 628464109 75 4,151 SH   DFND 4 0 0 4,151
MYLAN INC COM 628530107 211 3,750 SH   DFND 2 0 0 3,750
MYLAN INC COM 628530107 60,099 1,066,161 SH   DFND 3 1,066,161 0 0
MYLAN INC COM 628530107 26,629 472,322 SH   DFND 4 376,314 0 96,008
MYR GROUP INC DEL COM 55405W104 85 3,076 SH   DFND 4 0 0 3,076
NABORS INDUSTRIES LTD SHS G6359F103 11,444 881,634 SH   DFND 3 881,634 0 0
NABORS INDUSTRIES LTD SHS G6359F103 6,346 489,607 SH   DFND 4 413,592 0 76,015
NACCO INDS INC CL A 629579103 56 933 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 129 2,680 SH   DFND 3 2,680 0 0
NASDAQ OMX GROUP INC COM 631103108 4,625 96,368 SH   DFND 4 65,708 0 30,660
NATIONAL BANKSHARES INC VA COM 634865109 32 1,068 SH   DFND 4 0 0 1,068
NATIONAL BEVERAGE CORP COM 635017106 36 1,577 SH   DFND 4 0 0 1,577
NATIONAL BK HLDGS CORP CL A 633707104 120 6,079 SH   DFND 4 0 0 6,079
NATIONAL CINEMEDIA INC COM 635309107 128 8,837 SH   DFND 4 0 0 8,837
NATIONAL FUEL GAS CO N J COM 636180101 99 1,422 SH   DFND 3 1,422 0 0
NATIONAL FUEL GAS CO N J COM 636180101 2,608 37,467 SH   DFND 4 35,273 0 2,194
NATIONAL GEN HLDGS CORP COM 636220303 95 5,060 SH   DFND 4 0 0 5,060
NATIONAL HEALTH INVS INC COM 63633D104 462 6,607 SH   DFND 3 6,607 0 0
NATIONAL HEALTH INVS INC COM 63633D104 3,632 51,815 SH   DFND 4 46,453 0 5,362
NATIONAL HEALTHCARE CORP COM 635906100 82 1,274 SH   DFND 4 0 0 1,274
NATIONAL OILWELL VARCO INC COM 637071101 79,174 1,208,209 SH   DFND 3 1,208,209 0 0
NATIONAL OILWELL VARCO INC COM 637071101 33,984 518,637 SH   DFND 4 410,181 0 108,456
NATIONAL PENN BANCSHARES INC COM 637138108 186 17,499 SH   DFND 4 0 0 17,499
NATIONAL PRESTO INDS INC COM 637215104 53 912 SH   DFND 4 0 0 912
NATIONAL RETAIL PPTYS INC COM 637417106 1,051 26,690 SH   DFND 3 26,690 0 0
NATIONAL RETAIL PPTYS INC COM 637417106 7,969 202,338 SH   DFND 4 199,325 0 3,013
NATIONAL WESTN LIFE INS CO CL A 638522102 86 324 SH   DFND 4 0 0 324
NATURAL GAS SERVICES GROUP COM 63886Q109 44 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 172 4,780 SH   DFND 4 0 0 4,780
NAUTILUS INC COM 63910B102 88 5,912 SH   DFND 4 0 0 5,912
NAVIENT CORP COM 63938C108 29,216 1,351,963 SH   DFND 3 1,351,963 0 0
NAVIENT CORP COM 63938C108 13,349 617,403 SH   DFND 4 475,651 0 141,752
NAVIGANT CONSULTING INC COM 63935N107 113 7,206 SH   DFND 4 0 0 7,206
NAVIGATORS GROUP INC COM 638904102 114 1,529 SH   DFND 4 0 0 1,529
NAVISTAR INTL CORP NEW COM 63934E108 128 3,830 SH   DFND 3 3,830 0 0
NAVISTAR INTL CORP NEW COM 63934E108 3,019 90,054 SH   DFND 4 82,204 0 7,850
NBT BANCORP INC COM 628778102 171 6,418 SH   DFND 4 0 0 6,418
NCI BUILDING SYS INC COM NEW 628852204 77 4,160 SH   DFND 4 0 0 4,160
NCR CORP NEW COM 62886E108 14,945 512,873 SH   DFND 3 512,873 0 0
NCR CORP NEW COM 62886E108 3,803 130,489 SH   DFND 4 125,478 0 5,011
NEENAH PAPER INC COM 640079109 146 2,412 SH   DFND 4 0 0 2,412
NEKTAR THERAPEUTICS COM 640268108 296 18,911 SH   DFND 4 0 0 18,911
NELNET INC CL A 64031N108 140 3,015 SH   DFND 4 0 0 3,015
NEOGEN CORP COM 640491106 265 5,327 SH   DFND 4 0 0 5,327
NETAPP INC COM 64110D104 70 1,700 SH   DFND 2 0 0 1,700
NETEASE INC SPONSORED ADR 64110W102 2,117 21,350 SH   DFND 4 21,350 0 0
NETFLIX INC COM 64110L106 51,479 150,694 SH   DFND 3 150,694 0 0
NETFLIX INC COM 64110L106 16,967 49,667 SH   DFND 4 37,271 0 12,396
NETGEAR INC COM 64111Q104 190 5,268 SH   DFND 4 0 0 5,268
NETSCOUT SYS INC COM 64115T104 190 5,194 SH   DFND 4 0 0 5,194
NETSUITE INC COM 64118Q107 488 4,467 SH   DFND 4 1,240 0 3,227
NEUROCRINE BIOSCIENCES INC COM 64125C109 258 11,436 SH   DFND 4 0 0 11,436
NEUSTAR INC CL A 64126X201 226 8,154 SH   DFND 4 0 0 8,154
NEW GOLD INC CDA COM 644535106 34 7,800 SH   DFND 3 7,800 0 0
NEW GOLD INC CDA COM 644535106 1,785 415,641 SH   DFND 4 345,146 0 70,495
NEW JERSEY RES COM 646025106 42 680 SH   DFND 3 680 0 0
NEW JERSEY RES COM 646025106 1,268 20,556 SH   DFND 4 12,388 0 8,168
NEW MEDIA INVT GROUP INC COM 64704V106 111 4,675 SH   DFND 4 0 0 4,675
NEW MTN FIN CORP COM 647551100 970 64,915 SH   DFND 4 64,915 0 0
NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 963 47,200 SH   DFND 4 47,200 0 0
NEW RESIDENTIAL INVT CORP COM NEW 64828T201 268 20,719 SH   DFND 4 0 0 20,719
NEW YORK CMNTY BANCORP INC COM 649445103 18,180 1,136,254 SH   DFND 3 1,136,254 0 0
NEW YORK CMNTY BANCORP INC COM 649445103 10,884 679,939 SH   DFND 4 586,799 0 93,140
NEW YORK MTG TR INC COM PAR $.02 649604501 104 13,240 SH   DFND 4 0 0 13,240
NEW YORK REIT INC COM 64976L109 346 32,650 SH   DFND 3 32,650 0 0
NEW YORK REIT INC COM 64976L109 2,601 245,108 SH   DFND 4 220,520 0 24,588
NEW YORK TIMES CO CL A 650111107 36 2,737 SH   DFND 3 2,737 0 0
NEW YORK TIMES CO CL A 650111107 951 71,658 SH   DFND 4 52,245 0 19,413
NEWBRIDGE BANCORP CL A NO PAR 65080T102 46 5,246 SH   DFND 4 0 0 5,246
NEWELL RUBBERMAID INC COM 651229106 29,583 776,661 SH   DFND 3 776,661 0 0
NEWELL RUBBERMAID INC COM 651229106 13,577 356,318 SH   DFND 4 274,933 0 81,385
NEWFIELD EXPL CO COM 651290108 10,581 390,147 SH   DFND 3 390,147 0 0
NEWFIELD EXPL CO COM 651290108 4,323 159,572 SH   DFND 4 134,264 0 25,308
NEWLINK GENETICS CORP COM 651511107 145 3,643 SH   DFND 4 0 0 3,643
NEWMARKET CORP COM 651587107 44 110 SH   DFND 3 110 0 0
NEWMARKET CORP COM 651587107 661 1,637 SH   DFND 4 1,402 0 235
NEWMONT MINING CORP COM 651639106 606 32,079 SH   DFND 2 0 0 32,079
NEWMONT MINING CORP COM 651639106 24,922 1,318,603 SH   DFND 3 1,318,603 0 0
NEWMONT MINING CORP COM 651639106 25,010 1,320,824 SH   DFND 4 1,013,918 0 306,906
NEWPARK RES INC COM PAR $.01NEW 651718504 115 12,273 SH   DFND 4 0 0 12,273
NEWPORT CORP COM 651824104 108 5,622 SH   DFND 4 0 0 5,622
NEWS CORP NEW CL A 65249B109 14,802 943,433 SH   DFND 3 943,433 0 0
NEWS CORP NEW CL A 65249B109 7,896 503,108 SH   DFND 4 386,486 0 116,622
NEWS CORP NEW CL B 65249B208 8,133 539,354 SH   DFND 3 539,354 0 0
NEWS CORP NEW CL B 65249B208 1,931 128,058 SH   DFND 4 126,825 0 1,233
NEWSTAR FINANCIAL INC COM 65251F105 41 3,172 SH   DFND 4 0 0 3,172
NEXSTAR BROADCASTING GROUP I CL A 65336K103 231 4,420 SH   DFND 4 0 0 4,420
NEXTERA ENERGY INC COM 65339F101 131,529 1,237,450 SH   DFND 3 1,237,450 0 0
NEXTERA ENERGY INC COM 65339F101 75,467 709,471 SH   DFND 4 574,892 0 134,579
NIC INC COM 62914B100 171 9,577 SH   DFND 4 0 0 9,577
NIKE INC CL B 654106103 157,202 1,634,961 SH   DFND 3 1,634,961 0 0
NIKE INC CL B 654106103 63,850 663,900 SH   DFND 4 491,781 0 172,119
NISOURCE INC COM 65473P105 39,545 932,231 SH   DFND 3 932,231 0 0
NISOURCE INC COM 65473P105 50,474 1,189,665 SH   DFND 4 1,107,812 0 81,853
NMI HLDGS INC CL A 629209305 65 7,128 SH   DFND 4 0 0 7,128
NN INC COM 629337106 54 2,702 SH   DFND 4 0 0 2,702
NOBLE ENERGY INC COM 655044105 40 845 SH   DFND 2 0 0 845
NOBLE ENERGY INC COM 655044105 47,755 1,006,858 SH   DFND 3 1,006,858 0 0
NOBLE ENERGY INC COM 655044105 17,996 379,485 SH   DFND 4 282,604 0 96,881
NOODLES & CO CL A 65540B105 56 2,114 SH   DFND 4 0 0 2,114
NORDSTROM INC COM 655664100 33,306 419,523 SH   DFND 3 419,523 0 0
NORDSTROM INC COM 655664100 15,236 191,872 SH   DFND 4 151,153 0 40,719
NORFOLK SOUTHERN CORP COM 655844108 97,027 885,203 SH   DFND 3 885,203 0 0
NORFOLK SOUTHERN CORP COM 655844108 41,147 375,317 SH   DFND 4 294,319 0 80,998
NORTEK INC COM NEW 656559309 107 1,293 SH   DFND 4 0 0 1,293
NORTHEAST UTILS COM 664397106 47,021 878,573 SH   DFND 3 878,573 0 0
NORTHEAST UTILS COM 664397106 62,112 1,160,171 SH   DFND 4 1,066,029 0 94,142
NORTHERN OIL & GAS INC NEV COM 665531109 50 8,663 SH   DFND 4 0 0 8,663
NORTHERN TR CORP COM 665859104 46,565 690,874 SH   DFND 3 690,874 0 0
NORTHERN TR CORP COM 665859104 19,124 283,661 SH   DFND 4 223,146 0 60,515
NORTHFIELD BANCORP INC DEL COM 66611T108 116 7,850 SH   DFND 4 0 0 7,850
NORTHROP GRUMMAN CORP COM 666807102 85,078 577,228 SH   DFND 3 577,228 0 0
NORTHROP GRUMMAN CORP COM 666807102 42,162 285,891 SH   DFND 4 230,067 0 55,824
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 96 4,244 SH   DFND 3 4,244 0 0
NORTHSTAR ASSET MGMT GROUP I COM 66705Y104 1,626 72,058 SH   DFND 4 72,058 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 75 4,244 SH   DFND 3 4,244 0 0
NORTHSTAR RLTY FIN CORP COM NEW 66704R704 1,084 61,668 SH   DFND 4 61,668 0 0
NORTHWEST BANCSHARES INC MD COM 667340103 171 13,530 SH   DFND 4 0 0 13,530
NORTHWEST NAT GAS CO COM 667655104 3,672 73,516 SH   DFND 4 69,563 0 3,953
NORTHWEST PIPE CO COM 667746101 51 1,703 SH   DFND 4 0 0 1,703
NORTHWESTERN CORP COM NEW 668074305 40 710 SH   DFND 3 710 0 0
NORTHWESTERN CORP COM NEW 668074305 6,499 114,770 SH   DFND 4 108,146 0 6,624
NOVARTIS A G SPONSORED ADR 66987V109 130 1,400 SH   DFND 4 1,400 0 0
NOVAVAX INC COM 670002104 186 31,528 SH   DFND 4 0 0 31,528
NOW INC COM 67011P100 8,328 323,666 SH   DFND 3 323,666 0 0
NOW INC COM 67011P100 2,258 87,757 SH   DFND 4 82,693 0 5,064
NPS PHARMACEUTICALS INC COM 62936P103 576 15,847 SH   DFND 4 0 0 15,847
NQ MOBILE INC ADR REPSTG CL A 64118U108 48 12,350 SH   DFND 4 12,350 0 0
NRG ENERGY INC COM NEW 629377508 27,560 1,022,640 SH   DFND 3 1,022,640 0 0
NRG ENERGY INC COM NEW 629377508 15,816 586,704 SH   DFND 4 496,049 0 90,655
NRG YIELD INC COM CL A 62942X108 133 2,857 SH   DFND 4 0 0 2,857
NTELOS HLDGS CORP COM NEW 67020Q305 13 3,020 SH   DFND 4 0 0 3,020
NTERDIGITAL INC P COM 45867G101 313 5,829 SH   DFND 4 0 0 5,829
NU SKIN ENTERPRISES INC CL A 67018T105 4,278 97,899 SH   DFND 3 97,899 0 0
NU SKIN ENTERPRISES INC CL A 67018T105 778 17,793 SH   DFND 4 17,793 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 10,193 714,279 SH   DFND 3 714,279 0 0
NUANCE COMMUNICATIONS INC COM 67020Y100 3,664 256,731 SH   DFND 4 227,920 0 28,811
NUCOR CORP COM 670346105 231 4,719 SH   DFND 2 0 0 4,719
NUCOR CORP COM 670346105 44,096 898,999 SH   DFND 3 898,999 0 0
NUCOR CORP COM 670346105 23,247 473,863 SH   DFND 4 382,891 0 90,972
NUTRI SYS INC NEW COM 67069D108 86 4,315 SH   DFND 4 0 0 4,315
NUVASIVE INC COM 670704105 332 6,868 SH   DFND 4 0 0 6,868
NUVERRA ENVIRONMENTAL SOLUTI COM NEW 67091K203 9 1,523 SH   DFND 4 0 0 1,523
NVE CORP COM NEW 629445206 65 910 SH   DFND 4 0 0 910
NVIDIA CORP COM 67066G104 29,948 1,493,676 SH   DFND 3 1,493,676 0 0
NVIDIA CORP COM 67066G104 12,298 613,208 SH   DFND 4 476,972 0 136,236
NVR INC COM 62944T105 14,604 11,451 SH   DFND 3 11,451 0 0
NVR INC COM 62944T105 4,774 3,743 SH   DFND 4 3,543 0 200
NXSTAGE MEDICAL INC COM 67072V103 163 8,868 SH   DFND 4 0 0 8,868
O REILLY AUTOMOTIVE INC NEW COM 67103H107 53,015 275,231 SH   DFND 3 275,231 0 0
O REILLY AUTOMOTIVE INC NEW COM 67103H107 24,205 125,588 SH   DFND 4 95,600 0 29,988
OCCIDENTAL PETE CORP DEL COM 674599105 129 1,606 SH   DFND 2 0 0 1,606
OCCIDENTAL PETE CORP DEL COM 674599105 178,122 2,209,676 SH   DFND 3 2,209,676 0 0
OCCIDENTAL PETE CORP DEL COM 674599105 87,231 1,082,325 SH   DFND 4 876,693 0 205,632
OCEANEERING INTL INC COM 675232102 16,200 275,470 SH   DFND 3 275,470 0 0
OCEANEERING INTL INC COM 675232102 5,728 97,390 SH   DFND 4 82,947 0 14,443
OCEANFIRST FINL CORP COM 675234108 45 2,575 SH   DFND 4 0 0 2,575
OFFICE DEPOT INC COM 676220106 225 26,213 SH   DFND 3 26,213 0 0
OFFICE DEPOT INC COM 676220106 5,234 609,965 SH   DFND 4 481,734 0 128,231
OFG BANCORP COM 67103X102 113 6,780 SH   DFND 4 0 0 6,780
OGE ENERGY CORP COM 670837103 144 4,064 SH   DFND 3 4,064 0 0
OGE ENERGY CORP COM 670837103 7,289 205,330 SH   DFND 4 166,183 0 39,147
OHA INVT CORP COM 67091U102 113 23,697 SH   DFND 4 23,697 0 0
OI S.A. SPN ADR PFD NEW 670851401 217 68,118 SH   DFND 4 68,118 0 0
OI S.A. SPN ADR NEW 670851302 17 5,216 SH   DFND 4 5,216 0 0
OIL STS INTL INC COM 678026105 41 845 SH   DFND 3 845 0 0
OIL STS INTL INC COM 678026105 1,046 21,421 SH   DFND 4 19,176 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 1,269 16,331 SH   DFND 4 14,514 0 1,817
OLD NATL BANCORP IND COM 680033107 235 15,661 SH   DFND 4 0 0 15,661
OLD REP INTL CORP COM 680223104 10,568 722,361 SH   DFND 3 722,361 0 0
OLD REP INTL CORP COM 680223104 3,469 237,016 SH   DFND 4 224,363 0 12,653
OLIN CORP COM PAR $1 680665205 30 1,310 SH   DFND 3 1,310 0 0
OLIN CORP COM PAR $1 680665205 868 37,818 SH   DFND 4 22,538 0 15,280
OLYMPIC STEEL INC COM 68162K106 31 1,721 SH   DFND 4 0 0 1,721
OM GROUP INC COM 670872100 33 1,100 SH   DFND 3 1,100 0 0
OM GROUP INC COM 670872100 407 13,639 SH   DFND 4 8,964 0 4,675
OMEGA HEALTHCARE INVS INC COM 681936100 1,034 26,467 SH   DFND 3 26,467 0 0
OMEGA HEALTHCARE INVS INC COM 681936100 7,700 197,002 SH   DFND 4 194,463 0 2,539
OMEGA PROTEIN CORP COM 68210P107 40 3,791 SH   DFND 4 0 0 3,791
OMEROS CORP COM 682143102 161 6,546 SH   DFND 4 0 0 6,546
OMNICARE INC COM 681904108 19,769 271,070 SH   DFND 3 271,070 0 0
OMNICARE INC COM 681904108 13,284 181,747 SH   DFND 4 144,151 0 37,596
OMNICELL INC COM 68213N109 178 5,365 SH   DFND 4 0 0 5,365
OMNICOM GROUP INC COM 681919106 56,958 735,226 SH   DFND 3 735,226 0 0
OMNICOM GROUP INC COM 681919106 23,683 305,651 SH   DFND 4 241,310 0 64,341
OMNIVISION TECHNOLOGIES INC COM 682128103 212 8,015 SH   DFND 4 0 0 8,015
OMNOVA SOLUTIONS INC COM 682129101 64 7,744 SH   DFND 4 0 0 7,744
ON ASSIGNMENT INC COM 682159108 261 7,759 SH   DFND 4 0 0 7,759
ONCOMED PHARMACEUTICALS INC COM 68234X102 52 2,417 SH   DFND 4 0 0 2,417
ONE GAS INC COM 68235P108 4,829 116,978 SH   DFND 4 109,546 0 7,432
ONE LIBERTY PPTYS INC COM 682406103 56 2,291 SH   DFND 4 0 0 2,291
ONEBEACON INSURANCE GROUP LT CL A G67742109 68 4,225 SH   DFND 4 0 0 4,225
ONEOK INC NEW COM 682680103 15,542 312,173 SH   DFND 4 253,491 0 58,682
ONEOK INC NEW COM 682680103 31,405 630,747 SH   DFND 3 630,747 0 0
OPEN TEXT CORP COM 683715106 70 1,200 SH   DFND 3 1,200 0 0
OPEN TEXT CORP COM 683715106 2,243 38,420 SH   DFND 4 24,754 0 13,666
OPHTHOTECH CORP COM 683745103 93 2,065 SH   DFND 4 0 0 2,065
OPKO HEALTH INC COM 68375N103 294 29,376 SH   DFND 4 0 0 29,376
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 46 1,937 SH   DFND 4 0 0 1,937
ORACLE CORP COM 68389X105 886 19,697 SH   DFND 2 0 0 19,697
ORACLE CORP COM 68389X105 436,933 9,716,090 SH   DFND 3 9,716,090 0 0
ORACLE CORP COM 68389X105 167,097 3,715,408 SH   DFND 4 2,839,599 0 875,809
ORASURE TECHNOLOGIES INC COM 68554V108 96 9,242 SH   DFND 4 0 0 9,242
ORBCOMM INC COM 68555P100 45 6,893 SH   DFND 4 0 0 6,893
ORBITAL SCIENCES CORP COM 685564106 244 9,028 SH   DFND 4 0 0 9,028
ORBITZ WORLDWIDE INC COM 68557K109 79 9,488 SH   DFND 4 0 0 9,488
ORCHIDS PAPER PRODS CO DEL COM 68572N104 46 1,546 SH   DFND 4 0 0 1,546
OREXIGEN THERAPEUTICS INC COM 686164104 107 17,851 SH   DFND 4 0 0 17,851
ORGANOVO HLDGS INC COM 68620A104 93 12,417 SH   DFND 4 0 0 12,417
ORION MARINE GROUP INC COM 68628V308 56 5,059 SH   DFND 4 0 0 5,059
ORITANI FINL CORP DEL COM 68633D103 104 6,766 SH   DFND 4 0 0 6,766
ORMAT TECHNOLOGIES INC COM 686688102 83 3,035 SH   DFND 4 0 0 3,035
OSHKOSH CORP COM 688239201 112 2,300 SH   DFND 3 2,300 0 0
OSHKOSH CORP COM 688239201 1,861 38,229 SH   DFND 4 34,105 0 4,124
OSI SYSTEMS INC COM 671044105 203 2,828 SH   DFND 4 0 0 2,828
OSIRIS THERAPEUTICS INC NEW COM 68827R108 58 3,629 SH   DFND 4 0 0 3,629
OTTER TAIL CORP COM 689648103 169 5,305 SH   DFND 4 0 0 5,305
OUTERWALL INC COM 690070107 223 2,960 SH   DFND 4 0 0 2,960
OVASCIENCE INC COM 69014Q101 117 2,560 SH   DFND 4 0 0 2,560
OWENS & MINOR INC NEW COM 690732102 91 2,579 SH   DFND 3 2,579 0 0
OWENS & MINOR INC NEW COM 690732102 1,783 50,644 SH   DFND 4 36,561 0 14,083
OWENS CORNING NEW COM 690742101 86 2,400 SH   DFND 3 2,400 0 0
OWENS CORNING NEW COM 690742101 2,004 55,934 SH   DFND 4 49,895 0 6,039
OWENS ILL INC COM NEW 690768403 12,477 462,291 SH   DFND 3 462,291 0 0
OWENS ILL INC COM NEW 690768403 6,117 226,608 SH   DFND 4 186,700 0 39,908
OXFORD INDS INC COM 691497309 120 2,155 SH   DFND 4 0 0 2,155
P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 418 9,238 SH   DFND 4 9,238 0 0
PACCAR INC COM 693718108 67,785 996,689 SH   DFND 3 996,689 0 0
PACCAR INC COM 693718108 27,908 410,246 SH   DFND 4 320,682 0 89,564
PACIFIC BIOSCIENCES CALIF IN COM 69404D108 89 11,113 SH   DFND 4 0 0 11,113
PACIFIC CONTINENTAL CORP COM 69412V108 46 3,190 SH   DFND 4 0 0 3,190
PACIFIC PREMIER BANCORP COM 69478X105 56 3,267 SH   DFND 4 0 0 3,267
PACIRA PHARMACEUTICALS INC COM 695127100 474 5,176 SH   DFND 4 0 0 5,176
PACKAGING CORP AMER COM 695156109 101 1,290 SH   DFND 3 1,290 0 0
PACKAGING CORP AMER COM 695156109 1,927 24,663 SH   DFND 4 22,642 0 2,021
PALL CORP COM 696429307 33,933 335,277 SH   DFND 3 335,277 0 0
PALL CORP COM 696429307 11,715 115,737 SH   DFND 4 88,032 0 27,705
PALO ALTO NETWORKS INC COM 697435105 54 441 SH   DFND 4 441 0 0
PAN AMERICAN SILVER CORP COM 697900108 30 3,200 SH   DFND 3 3,200 0 0
PAN AMERICAN SILVER CORP COM 697900108 260 28,156 SH   DFND 4 21,300 0 6,856
PANERA BREAD CO CL A 69840W108 39 223 SH   DFND 3 223 0 0
PANERA BREAD CO CL A 69840W108 142 814 SH   DFND 4 814 0 0
PANHANDLE OIL AND GAS INC CL A 698477106 59 2,554 SH   DFND 4 0 0 2,554
PANTRY INC COM 698657103 154 4,144 SH   DFND 4 0 0 4,144
PAPA JOHNS INTL INC COM 698813102 251 4,486 SH   DFND 4 0 0 4,486
PARAMOUNT GROUP INC COM 69924R108 524 28,096 SH   DFND 3 28,096 0 0
PARAMOUNT GROUP INC COM 69924R108 3,840 206,000 SH   DFND 4 206,000 0 0
PAREXEL INTL CORP COM 699462107 461 8,115 SH   DFND 4 0 0 8,115
PARK ELECTROCHEMICAL CORP COM 700416209 80 3,202 SH   DFND 4 0 0 3,202
PARK NATL CORP COM 700658107 165 1,844 SH   DFND 4 0 0 1,844
PARK OHIO HLDGS CORP COM 700666100 97 1,513 SH   DFND 4 0 0 1,513
PARK STERLING CORP COM 70086Y105 54 7,306 SH   DFND 4 0 0 7,306
PARKER DRILLING CO COM 701081101 53 17,841 SH   DFND 4 0 0 17,841
PARKER HANNIFIN CORP COM 701094104 54,879 425,583 SH   DFND 3 425,583 0 0
PARKER HANNIFIN CORP COM 701094104 22,319 173,038 SH   DFND 4 135,529 0 37,509
PARKWAY PPTYS INC COM 70159Q104 291 15,834 SH   DFND 3 15,834 0 0
PARKWAY PPTYS INC COM 70159Q104 2,150 116,733 SH   DFND 4 106,620 0 10,113
PARSLEY ENERGY INC CL A 701877102 122 7,927 SH   DFND 4 0 0 7,927
PARTNERRE LTD COM G6852T105 15,909 139,398 SH   DFND 3 139,398 0 0
PARTNERRE LTD COM G6852T105 11,144 97,580 SH   DFND 4 80,724 0 16,856
PATRICK INDS INC COM 703343103 55 1,273 SH   DFND 4 0 0 1,273
PATTERN ENERGY GROUP INC CL A 70338P100 139 5,709 SH   DFND 4 0 0 5,709
PATTERSON COMPANIES INC COM 703395103 12,017 249,834 SH   DFND 3 249,834 0 0
PATTERSON COMPANIES INC COM 703395103 9,315 193,323 SH   DFND 4 146,301 0 47,022
PATTERSON UTI ENERGY INC COM 703481101 7,802 470,286 SH   DFND 3 470,286 0 0
PATTERSON UTI ENERGY INC COM 703481101 1,889 114,081 SH   DFND 4 105,364 0 8,717
PAYCHEX INC COM 704326107 92 2,000 SH   DFND 2 0 0 2,000
PAYCHEX INC COM 704326107 41,509 899,039 SH   DFND 3 899,039 0 0
PAYCHEX INC COM 704326107 29,977 648,377 SH   DFND 4 490,438 0 157,939
PBF ENERGY INC CL A 69318G106 34 1,288 SH   DFND 3 1,288 0 0
PBF ENERGY INC CL A 69318G106 498 18,675 SH   DFND 4 18,675 0 0
PDC ENERGY INC COM 69327R101 213 5,150 SH   DFND 4 0 0 5,150
PDF SOLUTIONS INC COM 693282105 67 4,489 SH   DFND 4 0 0 4,489
PDL BIOPHARMA INC COM 69329Y104 16 2,140 SH   DFND 3 2,140 0 0
PDL BIOPHARMA INC COM 69329Y104 608 78,705 SH   DFND 4 54,601 0 24,104
PDR SERIES TRUST O BRCLYS INTL ETF 78464A516 13 231 SH   DFND 1 0 0 231
PEABODY ENERGY CORP COM 704549104 3,306 427,331 SH   DFND 4 390,171 0 37,160
PEABODY ENERGY CORP COM 704549104 5,484 708,582 SH   DFND 3 708,582 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 35 1,850 SH   DFND 4 0 0 1,850
PEBBLEBROOK HOTEL TR COM 70509V100 663 14,521 SH   DFND 3 14,521 0 0
PEBBLEBROOK HOTEL TR COM 70509V100 5,238 114,593 SH   DFND 4 104,771 0 9,822
PEGASYSTEMS INC COM 705573103 108 5,178 SH   DFND 4 0 0 5,178
PEMBINA PIPELINE CORP COM 706327103 34,031 930,985 SH   DFND 3 930,985 0 0
PEMBINA PIPELINE CORP COM 706327103 11,993 328,092 SH   DFND 4 273,271 0 54,821
PENDRELL CORP COM 70686R104 32 22,841 SH   DFND 4 0 0 22,841
PENGROWTH ENERGY CORP COM 70706P104 75 23,764 SH   DFND 3 23,764 0 0
PENGROWTH ENERGY CORP COM 70706P104 1,826 580,912 SH   DFND 4 526,887 0 54,025
PENN NATL GAMING INC COM 707569109 58 4,240 SH   DFND 3 4,240 0 0
PENN NATL GAMING INC COM 707569109 714 52,003 SH   DFND 4 28,680 0 23,323
PENN VA CORP COM 707882106 59 9,374 SH   DFND 4 0 0 9,374
PENN WEST PETE LTD NEW COM 707887105 1,996 951,577 SH   DFND 3 951,577 0 0
PENN WEST PETE LTD NEW COM 707887105 3,536 1,688,272 SH   DFND 4 1,504,077 0 184,195
PENNANTPARK INVT CORP COM 708062104 783 82,151 SH   DFND 4 82,151 0 0
PENNEY J C INC COM 708160106 245 37,735 SH   DFND 3 37,735 0 0
PENNEY J C INC COM 708160106 5,376 829,995 SH   DFND 4 756,062 0 73,933
PENNS WOODS BANCORP INC COM 708430103 41 834 SH   DFND 4 0 0 834
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 317 13,512 SH   DFND 3 13,512 0 0
PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 2,409 102,404 SH   DFND 4 92,573 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 579 27,275 SH   DFND 4 16,802 0 10,473
PENSKE AUTOMOTIVE GRP INC COM 70959W103 61 1,240 SH   DFND 3 1,240 0 0
PENSKE AUTOMOTIVE GRP INC COM 70959W103 1,103 22,422 SH   DFND 4 19,471 0 2,951
PEOPLES BANCORP INC COM 709789101 55 2,119 SH   DFND 4 0 0 2,119
PEOPLES FINL SVCS CORP COM 711040105 55 1,130 SH   DFND 4 0 0 1,130
PEOPLES UNITED FINANCIAL INC COM 712704105 12,783 842,087 SH   DFND 3 842,087 0 0
PEOPLES UNITED FINANCIAL INC COM 712704105 10,609 698,576 SH   DFND 4 598,103 0 100,473
PEP BOYS MANNY MOE & JACK COM 713278109 77 7,862 SH   DFND 4 0 0 7,862
PEPCO HOLDINGS INC COM 713291102 18,149 673,917 SH   DFND 3 673,917 0 0
PEPCO HOLDINGS INC COM 713291102 27,504 1,021,259 SH   DFND 4 944,921 0 76,338
PEPSICO INC COM 713448108 1,862 19,695 SH   DFND 2 0 0 19,695
PEPSICO INC COM 713448108 405,887 4,292,374 SH   DFND 3 4,292,374 0 0
PEPSICO INC COM 713448108 182,456 1,928,711 SH   DFND 4 1,493,232 0 435,479
PEREGRINE PHARMACEUTICALS IN COM NEW 713661304 49 34,581 SH   DFND 4 0 0 34,581
PERFECT WORLD CO LTD SPON ADR REP B 71372U104 177 11,200 SH   DFND 4 11,200 0 0
PERFICIENT INC COM 71375U101 95 5,061 SH   DFND 4 0 0 5,061
PERFORMANT FINL CORP COM 71377E105 38 5,566 SH   DFND 4 0 0 5,566
PERICOM SEMICONDUCTOR CORP COM 713831105 13 937 SH   DFND 4 0 0 937
PERKINELMER INC COM 714046109 52 1,190 SH   DFND 3 1,190 0 0
PERKINELMER INC COM 714046109 1,223 27,959 SH   DFND 4 13,943 0 14,016
PERNIX THERAPEUTICS HLDGS IN COM 71426V108 54 5,727 SH   DFND 4 0 0 5,727
PETMED EXPRESS INC COM 716382106 56 3,837 SH   DFND 4 0 0 3,837
PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 2,164 285,260 SH   DFND 4 285,260 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,341 183,772 SH   DFND 4 183,772 0 0
PETROQUEST ENERGY INC COM 716748108 41 10,832 SH   DFND 4 0 0 10,832
PETSMART INC COM 716768106 24,869 305,905 SH   DFND 3 305,905 0 0
PETSMART INC COM 716768106 12,359 152,019 SH   DFND 4 117,848 0 34,171
PFIZER INC COM 717081103 2,747 88,188 SH   DFND 2 0 0 88,188
PFIZER INC COM 717081103 560,759 18,001,884 SH   DFND 3 18,001,884 0 0
PFIZER INC COM 717081103 328,314 10,535,270 SH   DFND 4 8,660,403 0 1,874,867
PG&E CORP COM 69331C108 71,384 1,340,795 SH   DFND 3 1,340,795 0 0
PG&E CORP COM 69331C108 89,413 1,678,465 SH   DFND 4 1,517,713 0 160,752
PGT INC COM 69336V101 72 7,527 SH   DFND 4 0 0 7,527
PHARMACYCLICS INC COM 716933106 2,334 19,094 SH   DFND 4 12,407 0 6,687
PHH CORP COM NEW 693320202 108 4,510 SH   DFND 3 4,510 0 0
PHH CORP COM NEW 693320202 2,368 98,765 SH   DFND 4 80,863 0 17,902
PHI INC COM NON VTG 69336T205 67 1,755 SH   DFND 4 0 0 1,755
PHILIP MORRIS INTL INC COM 718172109 362,628 4,452,153 SH   DFND 3 4,452,153 0 0
PHILIP MORRIS INTL INC COM 718172109 158,118 1,940,842 SH   DFND 4 1,546,231 0 394,611
PHILIP MORRIS INTL INC COM 718172109 1,752 21,513 SH   DFND 2 0 0 21,513
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 4,770 75,387 SH   DFND 4 75,387 0 0
PHILLIPS 66 COM 718546104 114,767 1,600,660 SH   DFND 3 1,600,660 0 0
PHILLIPS 66 COM 718546104 65,141 908,228 SH   DFND 4 744,680 0 163,548
PHOENIX COS INC NEW COM NEW 71902E604 79 1,122 SH   DFND 4 0 0 1,122
PHOTRONICS INC COM 719405102 77 9,150 SH   DFND 4 0 0 9,150
PHYSICIANS RLTY TR COM 71943U104 143 8,601 SH   DFND 3 8,601 0 0
PHYSICIANS RLTY TR COM 71943U104 1,008 60,630 SH   DFND 4 54,600 0 6,030
PICO HLDGS INC COM NEW 693366205 82 4,272 SH   DFND 4 0 0 4,272
PIEDMONT NAT GAS INC COM 720186105 42 1,070 SH   DFND 3 1,070 0 0
PIEDMONT NAT GAS INC COM 720186105 7,951 201,565 SH   DFND 4 187,269 0 14,296
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 694 36,862 SH   DFND 3 36,862 0 0
PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 5,656 299,975 SH   DFND 4 289,073 0 10,902
PIER 1 IMPORTS INC COM 720279108 205 13,275 SH   DFND 4 0 0 13,275
PINNACLE ENTMT INC COM 723456109 193 8,521 SH   DFND 4 0 0 8,521
PINNACLE FINL PARTNERS INC COM 72346Q104 208 5,212 SH   DFND 4 0 0 5,212
PINNACLE WEST CAP CORP COM 723484101 21,182 310,092 SH   DFND 3 310,092 0 0
PINNACLE WEST CAP CORP COM 723484101 29,676 434,328 SH   DFND 4 403,082 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 40 266 SH   DFND 2 0 0 266
PIONEER NAT RES CO COM 723787107 61,164 410,911 SH   DFND 3 410,911 0 0
PIONEER NAT RES CO COM 723787107 19,901 133,695 SH   DFND 4 101,570 0 32,125
PIPER JAFFRAY COS COM 724078100 140 2,381 SH   DFND 4 0 0 2,381
PITNEY BOWES INC COM 724479100 164 6,736 SH   DFND 3 6,736 0 0
PITNEY BOWES INC COM 724479100 4,762 195,255 SH   DFND 4 162,189 0 33,066
PLANTRONICS INC NEW COM 727493108 325 6,033 SH   DFND 4 0 0 6,033
PLATINUM UNDERWRITER HLDGS L COM G7127P100 59 800 SH   DFND 3 800 0 0
PLATINUM UNDERWRITER HLDGS L COM G7127P100 811 11,032 SH   DFND 4 6,200 0 4,832
PLEXUS CORP COM 729132100 764 18,499 SH   DFND 4 13,653 0 4,846
PLUG POWER INC COM NEW 72919P202 857 284,836 SH   DFND 4 259,280 0 25,556
PLUM CREEK TIMBER CO INC COM 729251108 23,324 545,088 SH   DFND 3 545,088 0 0
PLUM CREEK TIMBER CO INC COM 729251108 9,033 211,007 SH   DFND 4 165,953 0 45,054
PLY GEM HLDGS INC COM 72941W100 40 2,951 SH   DFND 4 0 0 2,951
PMC-SIERRA INC COM 69344F106 234 25,320 SH   DFND 4 0 0 25,320
PNC FINL SVCS GROUP INC COM 693475105 138,445 1,517,535 SH   DFND 3 1,517,535 0 0
PNC FINL SVCS GROUP INC COM 693475105 65,251 714,977 SH   DFND 4 569,467 0 145,510
POLARIS INDS INC COM 731068102 25,574 169,096 SH   DFND 3 169,096 0 0
POLARIS INDS INC COM 731068102 7,461 49,330 SH   DFND 4 41,731 0 7,599
POLYCOM INC COM 73172K104 30 2,199 SH   DFND 3 2,199 0 0
POLYCOM INC COM 73172K104 1,520 112,396 SH   DFND 4 92,883 0 19,513
POLYONE CORP COM 73179P106 1,313 34,439 SH   DFND 4 21,005 0 13,434
POLYPORE INTL INC COM 73179V103 303 6,404 SH   DFND 4 0 0 6,404
POOL CORPORATION COM 73278L105 406 6,308 SH   DFND 4 0 0 6,308
POPEYES LA KITCHEN INC COM 732872106 195 3,463 SH   DFND 4 0 0 3,463
PORTLAND GEN ELEC CO COM NEW 736508847 78 2,065 SH   DFND 3 2,065 0 0
PORTLAND GEN ELEC CO COM NEW 736508847 8,036 212,046 SH   DFND 4 196,668 0 15,378
PORTOLA PHARMACEUTICALS INC COM 737010108 158 5,424 SH   DFND 4 0 0 5,424
POST HLDGS INC COM 737446104 39 928 SH   DFND 3 928 0 0
POST HLDGS INC COM 737446104 363 8,550 SH   DFND 4 2,161 0 6,389
POST PPTYS INC COM 737464107 643 10,944 SH   DFND 3 10,944 0 0
POST PPTYS INC COM 737464107 4,598 78,243 SH   DFND 4 78,243 0 0
POTASH CORP SASK INC COM 73755L107 84,653 2,387,444 SH   DFND 3 2,387,444 0 0
POTASH CORP SASK INC COM 73755L107 29,055 819,424 SH   DFND 4 674,389 0 145,035
POTLATCH CORP NEW COM 737630103 249 5,837 SH   DFND 4 0 0 5,837
POWELL INDS INC COM 739128106 69 1,384 SH   DFND 4 0 0 1,384
POWER INTEGRATIONS INC COM 739276103 230 4,334 SH   DFND 4 0 0 4,334
POWER SOLUTIONS INTL INC COM NEW 73933G202 45 854 SH   DFND 4 0 0 854
POZEN INC COM 73941U102 47 5,723 SH   DFND 4 0 0 5,723
PPG INDS INC COM 693506107 88,580 383,215 SH   DFND 3 383,215 0 0
PPG INDS INC COM 693506107 35,492 153,525 SH   DFND 4 118,612 0 34,913
PPL CORP COM 69351T106 69,017 1,899,714 SH   DFND 3 1,899,714 0 0
PPL CORP COM 69351T106 81,805 2,250,885 SH   DFND 4 2,058,092 0 192,793
PRA GROUP INC COM 69354N106 409 7,016 SH   DFND 4 0 0 7,016
PRA HEALTH SCIENCES INC COM 69354M108 60 2,446 SH   DFND 4 0 0 2,446
PRAXAIR INC COM 74005P104 107,712 831,369 SH   DFND 3 831,369 0 0
PRAXAIR INC COM 74005P104 49,400 380,816 SH   DFND 4 281,423 0 99,393
PRECISION CASTPARTS CORP COM 740189105 98,254 407,897 SH   DFND 3 407,897 0 0
PRECISION CASTPARTS CORP COM 740189105 33,740 140,067 SH   DFND 4 107,032 0 33,035
PRECISION DRILLING CORP COM 2010 74022D308 44 7,300 SH   DFND 3 7,300 0 0
PRECISION DRILLING CORP COM 2010 74022D308 749 123,353 SH   DFND 4 108,200 0 15,153
PREFERRED BK LOS ANGELES CA COM NEW 740367404 53 1,948 SH   DFND 4 0 0 1,948
PREMIERE GLOBAL SVCS INC COM 740585104 74 7,037 SH   DFND 4 0 0 7,037
PRESTIGE BRANDS HLDGS INC COM 74112D101 270 7,560 SH   DFND 4 0 0 7,560
PRICE T ROWE GROUP INC COM 74144T108 61,620 717,676 SH   DFND 3 717,676 0 0
PRICE T ROWE GROUP INC COM 74144T108 22,531 262,370 SH   DFND 4 200,717 0 61,653
PRICELINE GRP INC COM NEW 741503403 168,607 147,874 SH   DFND 3 147,874 0 0
PRICELINE GRP INC COM NEW 741503403 53,122 46,588 SH   DFND 4 34,166 0 12,422
PRICESMART INC COM 741511109 262 2,865 SH   DFND 4 0 0 2,865
PRIMERICA INC COM 74164M108 46 840 SH   DFND 3 840 0 0
PRIMERICA INC COM 74164M108 1,453 26,558 SH   DFND 4 16,543 0 10,015
PRIMORIS SVCS CORP COM 74164F103 130 5,611 SH   DFND 4 0 0 5,611
PRINCIPAL FINL GROUP INC COM 74251V102 42,852 825,027 SH   DFND 3 825,027 0 0
PRINCIPAL FINL GROUP INC COM 74251V102 18,913 363,962 SH   DFND 4 291,127 0 72,835
PRIVATEBANCORP INC COM 742962103 350 10,323 SH   DFND 4 0 0 10,323
PROASSURANCE CORP COM 74267C106 31 680 SH   DFND 3 680 0 0
PROASSURANCE CORP COM 74267C106 842 18,623 SH   DFND 4 16,447 0 2,176
PROCERA NETWORKS INC COM NEW 74269U203 20 2,773 SH   DFND 4 0 0 2,773
PROCTER & GAMBLE CO COM 742718109 715,262 7,852,251 SH   DFND 3 7,852,251 0 0
PROCTER & GAMBLE CO COM 742718109 340,003 3,730,719 SH   DFND 4 2,974,811 0 755,908
PROGENICS PHARMACEUTICALS IN COM 743187106 93 12,790 SH   DFND 4 0 0 12,790
PROGRESS SOFTWARE CORP COM 743312100 201 7,356 SH   DFND 4 0 0 7,356
PROGRESSIVE CORP OHIO COM 743315103 45,416 1,682,700 SH   DFND 3 1,682,700 0 0
PROGRESSIVE CORP OHIO COM 743315103 21,178 784,466 SH   DFND 4 632,402 0 152,064
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 48 1,600 SH   DFND 3 1,600 0 0
PROGRESSIVE WASTE SOLUTIONS COM 74339G101 2,281 75,590 SH   DFND 4 70,533 0 5,057
PROLOGIS INC COM 74340W103 66,357 1,542,107 SH   DFND 3 1,542,107 0 0
PROLOGIS INC COM 74340W103 54,819 1,273,567 SH   DFND 4 1,136,116 0 137,451
PROOFPOINT INC COM 743424103 257 5,302 SH   DFND 4 0 0 5,302
PROS HOLDINGS INC COM 74346Y103 96 3,427 SH   DFND 4 0 0 3,427
PROSPECT CAPITAL CORPORATION COM 74348T102 3,318 400,930 SH   DFND 4 400,930 0 0
PROSPERITY BANCSHARES INC COM 743606105 17 300 SH   DFND 3 300 0 0
PROSPERITY BANCSHARES INC COM 743606105 919 16,504 SH   DFND 4 6,380 0 10,124
PROTECTIVE LIFE CORP COM 743674103 128 1,843 SH   DFND 3 1,843 0 0
PROTECTIVE LIFE CORP COM 743674103 3,069 44,062 SH   DFND 4 40,088 0 3,974
PROTO LABS INC COM 743713109 219 3,235 SH   DFND 4 0 0 3,235
PROVIDENCE SVC CORP COM 743815102 75 2,029 SH   DFND 4 0 0 2,029
PROVIDENT FINL SVCS INC COM 74386T105 157 8,673 SH   DFND 4 0 0 8,673
PRUDENTIAL FINL INC COM 744320102 118,688 1,312,054 SH   DFND 3 1,312,054 0 0
PRUDENTIAL FINL INC COM 744320102 57,923 640,055 SH   DFND 4 511,460 0 128,595
PS BUSINESS PKS INC CALIF COM 69360J107 328 4,128 SH   DFND 3 4,128 0 0
PS BUSINESS PKS INC CALIF COM 69360J107 2,371 29,766 SH   DFND 4 26,955 0 2,811
PTC THERAPEUTICS INC COM 69366J200 182 3,383 SH   DFND 4 0 0 3,383
PUBLIC STORAGE COM 74460D109 81,286 439,741 SH   DFND 3 439,741 0 0
PUBLIC STORAGE COM 74460D109 75,631 408,711 SH   DFND 4 354,322 0 54,389
PUBLIC SVC ENTERPRISE GROUP COM 744573106 60,636 1,464,279 SH   DFND 3 1,464,279 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 38,849 937,426 SH   DFND 4 794,036 0 143,390
PULTE GROUP INC COM 745867101 18,835 877,695 SH   DFND 3 877,695 0 0
PULTE GROUP INC COM 745867101 6,839 318,672 SH   DFND 4 234,844 0 83,828
PUMA BIOTECHNOLOGY INC COM 74587V107 652 3,435 SH   DFND 4 0 0 3,435
PVH CORP COM 693656100 30,478 237,796 SH   DFND 3 237,796 0 0
PVH CORP COM 693656100 10,673 83,275 SH   DFND 4 62,779 0 20,496
QEP RES INC COM 74733V100 10,809 534,569 SH   DFND 3 534,569 0 0
QEP RES INC COM 74733V100 4,419 218,731 SH   DFND 4 174,334 0 44,397
QIHOO 360 TECHNOLOGY CO LTD ADS 74734M109 1,466 25,600 SH   DFND 4 25,600 0 0
QLIK TECHNOLOGIES INC COM 74733T105 400 12,769 SH   DFND 4 0 0 12,769
QLOGIC CORP COM 747277101 169 12,749 SH   DFND 4 0 0 12,749
QTS RLTY TR INC COM CL A 74736A103 61 1,769 SH   DFND 4 0 0 1,769
QUAD / GRAPHICS INC COM CL A 747301109 98 4,160 SH   DFND 4 0 0 4,160
QUAKER CHEM CORP COM 747316107 172 1,878 SH   DFND 4 0 0 1,878
QUALCOMM INC COM 747525103 853 11,473 SH   DFND 2 0 0 11,473
QUALCOMM INC COM 747525103 356,009 4,789,578 SH   DFND 3 4,789,578 0 0
QUALCOMM INC COM 747525103 143,289 1,927,211 SH   DFND 4 1,448,500 0 478,711
QUALITY DISTR INC FLA COM 74756M102 54 5,122 SH   DFND 4 0 0 5,122
QUALITY SYS INC COM 747582104 114 7,219 SH   DFND 4 0 0 7,219
QUALYS INC COM 74758T303 101 2,685 SH   DFND 4 0 0 2,685
QUANEX BUILDING PRODUCTS COR COM 747619104 104 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 3,284 115,675 SH   DFND 4 65,425 0 50,250
QUANTUM CORP COM DSSG 747906204 72 41,026 SH   DFND 4 0 0 41,026
QUEST DIAGNOSTICS INC COM 74834L100 27,036 403,162 SH   DFND 3 403,162 0 0
QUEST DIAGNOSTICS INC COM 74834L100 19,360 288,171 SH   DFND 4 221,460 0 66,711
QUESTAR CORP COM 748356102 13,208 522,463 SH   DFND 3 522,463 0 0
QUESTAR CORP COM 748356102 13,974 552,618 SH   DFND 4 540,728 0 11,890
QUICKLOGIC CORP COM 74837P108 10 3,202 SH   DFND 4 0 0 3,202
QUICKSILVER RESOURCES INC COM 74837R104 5 26,200 SH   DFND 4 0 0 26,200
QUIDEL CORP COM 74838J101 117 4,078 SH   DFND 4 0 0 4,078
QUIKSILVER INC COM 74838C106 56 25,053 SH   DFND 4 0 0 25,053
QUINTILES TRANSNATIO HLDGS I COM 74876Y101 447 7,597 SH   DFND 4 7,597 0 0
RACKSPACE HOSTING INC COM 750086100 15,452 330,100 SH   DFND 3 330,100 0 0
RACKSPACE HOSTING INC COM 750086100 3,691 78,858 SH   DFND 4 62,742 0 16,116
RADIAN GROUP INC COM 750236101 471 27,997 SH   DFND 4 0 0 27,997
RAIT FINANCIAL TRUST COM NEW 749227609 88 11,301 SH   DFND 4 0 0 11,301
RALLY SOFTWARE DEV CORP COM 751198102 50 4,378 SH   DFND 4 0 0 4,378
RALPH LAUREN CORP CL A 751212101 33,565 181,275 SH   DFND 3 181,275 0 0
RALPH LAUREN CORP CL A 751212101 12,782 69,023 SH   DFND 4 52,837 0 16,186
RAMBUS INC DEL COM 750917106 191 16,709 SH   DFND 4 0 0 16,709
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 285 15,210 SH   DFND 3 15,210 0 0
RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 2,073 110,428 SH   DFND 4 99,286 0 11,142
RANGE RES CORP COM 75281A109 21 384 SH   DFND 2 0 0 384
RANGE RES CORP COM 75281A109 25,735 481,471 SH   DFND 3 481,471 0 0
RANGE RES CORP COM 75281A109 11,070 207,058 SH   DFND 4 147,117 0 59,941
RAPTOR PHARMACEUTICAL CORP COM 75382F106 109 10,185 SH   DFND 4 0 0 10,185
RAVEN INDS INC COM 754212108 137 5,407 SH   DFND 4 0 0 5,407
RAYMOND JAMES FINANCIAL INC COM 754730109 70 1,220 SH   DFND 3 1,220 0 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,922 50,985 SH   DFND 4 35,883 0 15,102
RAYONIER ADVANCED MATLS INC COM 75508B104 12 551 SH   DFND 3 551 0 0
RAYONIER ADVANCED MATLS INC COM 75508B104 157 7,054 SH   DFND 4 7,054 0 0
RAYONIER INC COM 754907103 9,718 347,817 SH   DFND 3 347,817 0 0
RAYONIER INC COM 754907103 4,126 147,664 SH   DFND 4 125,112 0 22,552
RAYTHEON CO COM NEW 755111507 95,807 885,704 SH   DFND 3 885,704 0 0
RAYTHEON CO COM NEW 755111507 42,375 391,639 SH   DFND 4 312,330 0 79,309
RBC BEARINGS INC COM 75524B104 214 3,312 SH   DFND 4 0 0 3,312
RE MAX HLDGS INC CL A 75524W108 70 2,002 SH   DFND 4 0 0 2,002
REALD INC COM 75604L105 86 7,410 SH   DFND 4 0 0 7,410
REALOGY HLDGS CORP COM 75605Y106 57 1,275 SH   DFND 3 1,275 0 0
REALOGY HLDGS CORP COM 75605Y106 2,290 51,452 SH   DFND 4 35,552 0 15,900
REALPAGE INC COM 75606N109 169 7,716 SH   DFND 4 0 0 7,716
REALTY INCOME CORP COM 756109104 32,941 690,432 SH   DFND 3 690,432 0 0
REALTY INCOME CORP COM 756109104 26,846 562,539 SH   DFND 4 526,012 0 36,527
RECEPTOS INC COM 756207106 401 3,183 SH   DFND 4 0 0 3,183
RED HAT INC COM 756577102 39,738 574,746 SH   DFND 3 574,746 0 0
RED HAT INC COM 756577102 12,417 179,599 SH   DFND 4 136,783 0 42,816
RED ROBIN GOURMET BURGERS IN COM 75689M101 165 2,129 SH   DFND 4 0 0 2,129
REGAL BELOIT CORP COM 758750103 31 410 SH   DFND 3 410 0 0
REGAL BELOIT CORP COM 758750103 784 10,407 SH   DFND 4 8,943 0 1,464
REGAL ENTMT GROUP CL A 758766109 90 4,205 SH   DFND 3 4,205 0 0
REGAL ENTMT GROUP CL A 758766109 1,733 81,134 SH   DFND 4 74,430 0 6,704
REGENCY CTRS CORP COM 758849103 18,635 292,172 SH   DFND 3 292,172 0 0
REGENCY CTRS CORP COM 758849103 14,707 230,531 SH   DFND 4 214,362 0 16,169
REGENERON PHARMACEUTICALS COM 75886F107 332 810 SH   DFND 2 0 0 810
REGENERON PHARMACEUTICALS COM 75886F107 91,334 222,629 SH   DFND 3 222,629 0 0
REGENERON PHARMACEUTICALS COM 75886F107 32,694 79,694 SH   DFND 4 61,692 0 18,002
REGIONS FINL CORP NEW COM 7591EP100 42,553 4,029,675 SH   DFND 3 4,029,675 0 0
REGIONS FINL CORP NEW COM 7591EP100 21,809 2,064,378 SH   DFND 4 1,657,505 0 406,873
REGIS CORP MINN COM 758932107 25 1,490 SH   DFND 3 1,490 0 0
REGIS CORP MINN COM 758932107 724 43,106 SH   DFND 4 36,576 0 6,530
REINSURANCE GROUP AMER INC COM NEW 759351604 172 1,959 SH   DFND 3 1,959 0 0
REINSURANCE GROUP AMER INC COM NEW 759351604 3,955 45,078 SH   DFND 4 41,121 0 3,957
RELIANCE STEEL & ALUMINUM CO COM 759509102 98 1,595 SH   DFND 3 1,595 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 1,853 30,242 SH   DFND 4 26,885 0 3,357
RELYPSA INC COM 759531106 78 2,562 SH   DFND 4 0 0 2,562
REMY INTL INC COM 759663107 42 2,131 SH   DFND 4 0 0 2,131
RENAISSANCERE HOLDINGS LTD COM G7496G103 9,812 100,928 SH   DFND 3 100,928 0 0
RENAISSANCERE HOLDINGS LTD COM G7496G103 8,908 91,477 SH   DFND 4 71,865 0 19,612
RENASANT CORP COM 75970E107 129 4,437 SH   DFND 4 0 0 4,437
RENESOLA LTD SPONS ADS 75971T103 163 115,700 SH   DFND 4 115,700 0 0
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 62 6,431 SH   DFND 4 0 0 6,431
RENT A CTR INC NEW COM 76009N100 85 2,354 SH   DFND 3 2,354 0 0
RENT A CTR INC NEW COM 76009N100 2,182 59,979 SH   DFND 4 45,493 0 14,486
RENTECH INC COM 760112102 53 42,250 SH   DFND 4 0 0 42,250
RENTRAK CORP COM 760174102 98 1,351 SH   DFND 4 0 0 1,351
REPLIGEN CORP COM 759916109 97 4,875 SH   DFND 4 0 0 4,875
REPROS THERAPEUTICS INC COM NEW 76028H209 46 4,530 SH   DFND 4 0 0 4,530
REPUBLIC AWYS HLDGS INC COM 760276105 95 6,783 SH   DFND 4 0 0 6,783
REPUBLIC BANCORP KY CL A 760281204 42 1,680 SH   DFND 4 0 0 1,680
REPUBLIC SVCS INC COM 760759100 35,331 877,798 SH   DFND 3 877,798 0 0
REPUBLIC SVCS INC COM 760759100 22,301 553,544 SH   DFND 4 432,408 0 121,136
RESMED INC COM 761152107 47 831 SH   DFND 3 831 0 0
RESMED INC COM 761152107 3,805 67,846 SH   DFND 4 45,815 0 22,031
RESOLUTE ENERGY CORP COM 76116A108 12 11,376 SH   DFND 4 0 0 11,376
RESOLUTE FST PRODS INC COM 76117W109 114 6,500 SH   DFND 3 6,500 0 0
RESOLUTE FST PRODS INC COM 76117W109 1,820 103,076 SH   DFND 4 82,872 0 20,204
RESOURCE CAP CORP COM 76120W302 121 23,646 SH   DFND 4 0 0 23,646
RESOURCES CONNECTION INC COM 76122Q105 91 5,495 SH   DFND 4 0 0 5,495
RESTAURANT BRANDS INTL INC COM 76131D103 5,053 128,896 SH   DFND 4 109,399 0 19,497
RESTAURANT BRANDS INTL INC COM 76131D103 22,034 562,391 SH   DFND 3 562,391 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 441 4,567 SH   DFND 4 0 0 4,567
RETAIL OPPORTUNITY INVTS COR COM 76131N101 300 17,848 SH   DFND 3 17,848 0 0
RETAIL OPPORTUNITY INVTS COR COM 76131N101 2,216 131,716 SH   DFND 4 118,691 0 13,025
RETAIL PPTYS AMER INC CL A 76131V202 839 50,280 SH   DFND 3 50,280 0 0
RETAIL PPTYS AMER INC CL A 76131V202 6,473 387,719 SH   DFND 4 381,213 0 6,506
RETAILMENOT INC COM SER 1 76132B106 65 4,437 SH   DFND 4 0 0 4,437
RETROPHIN INC COM 761299106 48 3,999 SH   DFND 4 0 0 3,999
REVANCE THERAPEUTICS INC COM 761330109 16 953 SH   DFND 4 0 0 953
REVLON INC CL A NEW 761525609 72 2,086 SH   DFND 4 0 0 2,086
REX AMERICAN RESOURCES CORP COM 761624105 72 1,185 SH   DFND 4 0 0 1,185
REX ENERGY CORPORATION COM 761565100 35 6,994 SH   DFND 4 0 0 6,994
REXFORD INDL RLTY INC COM 76169C100 74 4,639 SH   DFND 4 0 0 4,639
REXNORD CORP NEW COM 76169B102 350 12,184 SH   DFND 4 0 0 12,184
REYNOLDS AMERICAN INC COM 761713106 234 3,638 SH   DFND 2 0 0 3,638
REYNOLDS AMERICAN INC COM 761713106 56,076 872,502 SH   DFND 3 872,502 0 0
REYNOLDS AMERICAN INC COM 761713106 29,760 462,862 SH   DFND 4 376,971 0 85,891
RF MICRODEVICES INC COM 749941100 700 40,941 SH   DFND 4 0 0 40,941
RIGEL PHARMACEUTICALS INC COM NEW 766559603 40 17,309 SH   DFND 4 0 0 17,309
RIGNET INC COM 766582100 79 1,903 SH   DFND 4 0 0 1,903
RINGCENTRAL INC CL A 76680R206 75 5,069 SH   DFND 4 0 0 5,069
RITCHIE BROS AUCTIONEERS COM 767744105 59 2,200 SH   DFND 4 2,200 0 0
RITE AID CORP COM 767754104 202 26,902 SH   DFND 3 26,902 0 0
RITE AID CORP COM 767754104 5,073 674,763 SH   DFND 4 617,636 0 57,127
RLI CORP COM 749607107 30 600 SH   DFND 3 600 0 0
RLI CORP COM 749607107 938 18,892 SH   DFND 4 12,740 0 6,152
RLJ LODGING TR COM 74965L101 926 27,624 SH   DFND 3 27,624 0 0
RLJ LODGING TR COM 74965L101 7,655 227,801 SH   DFND 4 205,683 0 22,118
ROADRUNNER TRNSN SVCS HLDG I COM 76973Q105 95 4,055 SH   DFND 4 0 0 4,055
ROBERT HALF INTL INC COM 770323103 25,962 444,704 SH   DFND 3 444,704 0 0
ROBERT HALF INTL INC COM 770323103 8,747 149,810 SH   DFND 4 110,885 0 38,925
ROCK-TENN CO CL A 772739207 117 1,926 SH   DFND 3 1,926 0 0
ROCK-TENN CO CL A 772739207 4,062 66,577 SH   DFND 4 44,638 0 21,939
ROCKET FUEL INC COM 773111109 56 3,554 SH   DFND 4 0 0 3,554
ROCKWELL AUTOMATION INC COM 773903109 44,141 396,951 SH   DFND 3 396,951 0 0
ROCKWELL AUTOMATION INC COM 773903109 16,476 148,135 SH   DFND 4 113,200 0 34,935
ROCKWELL COLLINS INC COM 774341101 32,693 386,996 SH   DFND 3 386,996 0 0
ROCKWELL COLLINS INC COM 774341101 13,132 155,400 SH   DFND 4 119,912 0 35,488
ROCKWELL MED INC COM 774374102 66 6,788 SH   DFND 4 0 0 6,788
ROCKWOOD HLDGS INC COM 774415103 82 1,039 SH   DFND 3 1,039 0 0
ROCKWOOD HLDGS INC COM 774415103 1,580 20,043 SH   DFND 4 17,982 0 2,061
ROFIN SINAR TECHNOLOGIES INC COM 775043102 120 4,139 SH   DFND 4 0 0 4,139
ROGERS COMMUNICATIONS INC CL B 775109200 40,623 1,041,700 SH   DFND 3 1,041,700 0 0
ROGERS COMMUNICATIONS INC CL B 775109200 26,279 673,851 SH   DFND 4 605,637 0 68,214
ROGERS CORP COM 775133101 215 2,634 SH   DFND 4 0 0 2,634
ROLLINS INC COM 775711104 51 1,548 SH   DFND 4 1,548 0 0
ROPER INDS INC NEW COM 776696106 44,218 282,814 SH   DFND 3 282,814 0 0
ROPER INDS INC NEW COM 776696106 15,704 100,423 SH   DFND 4 75,937 0 24,486
ROSETTA RESOURCES INC COM 777779307 187 8,723 SH   DFND 4 0 0 8,723
ROSS STORES INC COM 778296103 56,950 604,184 SH   DFND 3 604,184 0 0
ROSS STORES INC COM 778296103 22,548 239,137 SH   DFND 4 183,678 0 55,459
ROUSE PPTYS INC COM 779287101 139 7,508 SH   DFND 3 7,508 0 0
ROUSE PPTYS INC COM 779287101 1,317 71,023 SH   DFND 4 65,647 0 5,376
ROVI CORP COM 779376102 587 26,001 SH   DFND 4 26,001 0 0
ROVI CORP COM 779376102 30 1,312 SH   DFND 3 1,312 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 284,783 4,110,921 SH   DFND 3 4,110,921 0 0
ROYAL BK CDA MONTREAL QUE COM 780087102 107,421 1,550,694 SH   DFND 4 1,300,517 0 250,177
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 37,108 450,175 SH   DFND 3 450,175 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 16,843 204,298 SH   DFND 4 162,460 0 41,838
ROYAL GOLD INC COM 780287108 124 1,976 SH   DFND 2 0 0 1,976
RPM INTL INC COM 749685103 96 1,900 SH   DFND 3 1,900 0 0
RPM INTL INC COM 749685103 1,959 38,585 SH   DFND 4 33,876 0 4,709
RPX CORP COM 74972G103 108 7,747 SH   DFND 4 0 0 7,747
RSP PERMIAN INC COM 74978Q105 79 3,171 SH   DFND 4 0 0 3,171
RTI INTL METALS INC COM 74973W107 115 4,470 SH   DFND 4 0 0 4,470
RTI SURGICAL INC COM 74975N105 57 10,891 SH   DFND 4 0 0 10,891
RUBICON TECHNOLOGY INC COM 78112T107 21 4,774 SH   DFND 4 0 0 4,774
RUBY TUESDAY INC COM 781182100 79 11,368 SH   DFND 4 0 0 11,368
RUCKUS WIRELESS INC COM 781220108 114 9,602 SH   DFND 4 0 0 9,602
RUDOLPH TECHNOLOGIES INC COM 781270103 64 6,279 SH   DFND 4 0 0 6,279
RUSH ENTERPRISES INC CL A 781846209 163 5,036 SH   DFND 4 0 0 5,036
RUTHS HOSPITALITY GROUP INC COM 783332109 100 6,708 SH   DFND 4 0 0 6,708
RYANAIR HLDGS PLC SPONSORED ADR 783513104 7,587 106,460 SH   DFND 4 35,720 0 70,740
RYDER SYS INC COM 783549108 15,255 164,296 SH   DFND 3 164,296 0 0
RYDER SYS INC COM 783549108 5,638 60,673 SH   DFND 4 51,658 0 9,015
RYLAND GROUP INC COM 783764103 260 6,761 SH   DFND 4 0 0 6,761
RYMAN HOSPITALITY PPTYS INC COM 78377T107 512 9,700 SH   DFND 3 9,700 0 0
RYMAN HOSPITALITY PPTYS INC COM 78377T107 3,718 70,293 SH   DFND 4 64,092 0 6,201
S & T BANCORP INC COM 783859101 126 4,124 SH   DFND 4 0 0 4,124
SABRA HEALTH CARE REIT INC COM 78573L106 332 10,945 SH   DFND 3 10,945 0 0
SABRA HEALTH CARE REIT INC COM 78573L106 2,471 81,190 SH   DFND 4 74,349 0 6,841
SAFEGUARD SCIENTIFICS INC COM NEW 786449207 550 27,718 SH   DFND 4 23,835 0 3,883
SAFETY INS GROUP INC COM 78648T100 122 1,877 SH   DFND 4 0 0 1,877
SAFEWAY INC COM NEW 786514208 24,726 704,056 SH   DFND 3 704,056 0 0
SAFEWAY INC COM NEW 786514208 19,466 554,283 SH   DFND 4 467,860 0 86,423
SAGENT PHARMACEUTICALS INC COM 786692103 82 3,180 SH   DFND 4 0 0 3,180
SAIA INC COM 78709Y105 195 3,501 SH   DFND 4 0 0 3,501
SALESFORCE COM INC COM 79466L302 211 3,550 SH   DFND 2 0 0 3,550
SALESFORCE COM INC COM 79466L302 91,861 1,548,833 SH   DFND 3 1,548,833 0 0
SALESFORCE COM INC COM 79466L302 29,682 500,456 SH   DFND 4 369,060 0 131,396
SALIX PHARMACEUTICALS INC COM 795435106 802 6,978 SH   DFND 4 6,978 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 26 840 SH   DFND 3 840 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 821 26,692 SH   DFND 4 26,692 0 0
SANCHEZ ENERGY CORP COM 79970Y105 73 7,814 SH   DFND 4 0 0 7,814
SANDERSON FARMS INC COM 800013104 287 3,298 SH   DFND 4 0 0 3,298
SANDISK CORP COM 80004C101 129 1,320 SH   DFND 2 0 0 1,320
SANDISK CORP COM 80004C101 59,792 610,247 SH   DFND 3 610,247 0 0
SANDISK CORP COM 80004C101 24,423 249,195 SH   DFND 4 192,960 0 56,235
SANDRIDGE ENERGY INC COM 80007P307 18 9,729 SH   DFND 3 9,729 0 0
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SANDY SPRING BANCORP INC COM 800363103 91 3,478 SH   DFND 4 0 0 3,478
SANFILIPPO JOHN B & SON INC COM 800422107 74 1,561 SH   DFND 4 0 0 1,561
SANGAMO BIOSCIENCES INC COM 800677106 160 10,419 SH   DFND 4 0 0 10,419
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SANMINA CORPORATION COM 801056102 2,643 111,940 SH   DFND 4 89,013 0 22,927
SAPIENT CORP COM 803062108 407 16,366 SH   DFND 4 0 0 16,366
SARATOGA INVT CORP COM NEW 80349A208 76 5,125 SH   DFND 4 5,125 0 0
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SASOL LTD SPONSORED ADR 803866300 94 2,484 SH   DFND 4 2,484 0 0
SAUL CTRS INC COM 804395101 153 2,683 SH   DFND 3 2,683 0 0
SAUL CTRS INC COM 804395101 1,057 18,459 SH   DFND 4 17,100 0 1,359
SBA COMMUNICATIONS CORP COM 78388J106 111 1,000 SH   DFND 2 0 0 1,000
SBA COMMUNICATIONS CORP COM 78388J106 37,787 341,165 SH   DFND 3 341,165 0 0
SBA COMMUNICATIONS CORP COM 78388J106 24,512 221,100 SH   DFND 4 183,190 0 37,910
SCANA CORP NEW COM 80589M102 21,327 353,095 SH   DFND 3 353,095 0 0
SCANA CORP NEW COM 80589M102 31,517 521,653 SH   DFND 4 479,321 0 42,332
SCANSOURCE INC COM 806037107 35 868 SH   DFND 3 868 0 0
SCANSOURCE INC COM 806037107 168 4,162 SH   DFND 4 0 0 4,162
SCHEIN HENRY INC COM 806407102 34,123 250,629 SH   DFND 3 250,629 0 0
SCHEIN HENRY INC COM 806407102 25,667 188,085 SH   DFND 4 147,400 0 40,685
SCHLUMBERGER LTD COM 806857108 313,213 3,667,169 SH   DFND 3 3,667,169 0 0
SCHLUMBERGER LTD COM 806857108 120,802 1,414,503 SH   DFND 4 1,086,531 0 327,972
SCHNITZER STL INDS CL A 806882106 27 1,184 SH   DFND 3 1,184 0 0
SCHNITZER STL INDS CL A 806882106 1,231 54,536 SH   DFND 4 50,650 0 3,886
SCHOLASTIC CORP COM 807066105 141 3,846 SH   DFND 4 0 0 3,846
SCHULMAN A INC COM 808194104 172 4,209 SH   DFND 4 0 0 4,209
SCHWAB CHARLES CORP NEW COM 808513105 95,058 3,148,659 SH   DFND 3 3,148,659 0 0
SCHWAB CHARLES CORP NEW COM 808513105 34,248 1,134,314 SH   DFND 4 854,193 0 280,121
SCHWEITZER-MAUDUIT INTL INC COM 808541106 189 4,401 SH   DFND 4 0 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 95 1,910 SH   DFND 3 1,910 0 0
SCIENCE APPLICATNS INTL CP N COM 808625107 1,693 33,994 SH   DFND 4 24,802 0 9,192
SCIENTIFIC GAMES CORP CL A 80874P109 134 10,168 SH   DFND 4 0 0 10,168
SCIQUEST INC NEW COM 80908T101 77 5,383 SH   DFND 4 0 0 5,383
SCOTTS MIRACLE GRO CO CL A 810186106 32 517 SH   DFND 3 517 0 0
SCOTTS MIRACLE GRO CO CL A 810186106 820 13,161 SH   DFND 4 13,161 0 0
SCRIPPS E W CO OHIO CL A NEW 811054402 105 4,551 SH   DFND 4 0 0 4,551
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 19,677 261,423 SH   DFND 3 261,423 0 0
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 7,251 96,288 SH   DFND 4 71,330 0 24,958
SEABOARD CORP COM 811543107 169 40 SH   DFND 4 0 0 40
SEACHANGE INTL INC COM 811699107 41 6,352 SH   DFND 4 0 0 6,352
SEACOAST BKG CORP FLA COM NEW 811707801 37 2,651 SH   DFND 4 0 0 2,651
SEACOR HOLDINGS INC COM 811904101 1,325 18,004 SH   DFND 4 13,643 0 4,361
SEACOR HOLDINGS INC COM 811904101 58 791 SH   DFND 3 791 0 0
SEALED AIR CORP NEW COM 81211K100 25,835 608,894 SH   DFND 3 608,894 0 0
SEALED AIR CORP NEW COM 81211K100 9,720 229,014 SH   DFND 4 184,995 0 44,019
SEARS HLDGS CORP COM 812350106 3,633 110,171 SH   DFND 3 110,171 0 0
SEARS HLDGS CORP COM 812350106 4,360 132,011 SH   DFND 4 118,809 0 13,202
SEARS HOMETOWN & OUTLET STOR COM 812362101 29 2,199 SH   DFND 4 0 0 2,199
SEI INVESTMENTS CO COM 784117103 16,607 414,754 SH   DFND 3 414,754 0 0
SEI INVESTMENTS CO COM 784117103 4,545 113,502 SH   DFND 4 99,494 0 14,008
SELECT COMFORT CORP COM 81616X103 200 7,298 SH   DFND 4 0 0 7,298
SELECT INCOME REIT COM SH BEN INT 81618T100 187 7,662 SH   DFND 3 7,662 0 0
SELECT INCOME REIT COM SH BEN INT 81618T100 1,371 56,063 SH   DFND 4 50,700 0 5,363
SELECT MED HLDGS CORP COM 81619Q105 165 11,336 SH   DFND 4 0 0 11,336
SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 1,741 35,834 SH   DFND 1 0 0 35,834
SELECTIVE INS GROUP INC COM 816300107 36 1,340 SH   DFND 3 1,340 0 0
SELECTIVE INS GROUP INC COM 816300107 666 24,470 SH   DFND 4 16,435 0 8,035
SEMGROUP CORP CL A 81663A105 414 6,073 SH   DFND 4 0 0 6,073
SEMPRA ENERGY COM 816851109 76,614 687,982 SH   DFND 3 687,982 0 0
SEMPRA ENERGY COM 816851109 81,044 727,614 SH   DFND 4 658,698 0 68,916
SEMTECH CORP COM 816850101 269 9,658 SH   DFND 4 0 0 9,658
SENECA FOODS CORP NEW CL A 817070501 42 1,518 SH   DFND 4 0 0 1,518
SENIOR HSG PPTYS TR SH BEN INT 81721M109 969 43,829 SH   DFND 3 43,829 0 0
SENIOR HSG PPTYS TR SH BEN INT 81721M109 8,119 367,044 SH   DFND 4 360,141 0 6,903
SENSIENT TECHNOLOGIES CORP COM 81725T100 37 610 SH   DFND 3 610 0 0
SENSIENT TECHNOLOGIES CORP COM 81725T100 1,210 19,909 SH   DFND 4 12,844 0 7,065
SEQUENOM INC COM NEW 817337405 83 22,628 SH   DFND 4 0 0 22,628
SERVICE CORP INTL COM 817565104 69 3,020 SH   DFND 3 3,020 0 0
SERVICE CORP INTL COM 817565104 1,583 69,673 SH   DFND 4 62,448 0 7,225
SERVICENOW INC COM 81762P102 3,169 46,707 SH   DFND 3 46,707 0 0
SERVICENOW INC COM 81762P102 2,368 34,898 SH   DFND 4 19,457 0 15,441
SERVICESOURCE INTL LLC COM 81763U100 61 13,178 SH   DFND 4 0 0 13,178
SESA STERLITE LTD SPONSORED ADR 78413F103 1,225 90,200 SH   DFND 4 90,200 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 764 141,189 SH   DFND 3 141,189 0 0
SEVENTY SEVEN ENERGY INC COM 818097107 274 50,664 SH   DFND 4 49,157 0 1,507
SFX ENTMT INC COM 784178303 38 8,392 SH   DFND 4 0 0 8,392
SHANDA GAMES LTD SP ADR REPTG A 81941U105 269 47,400 SH   DFND 4 47,400 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 31,031 1,146,483 SH   DFND 3 1,146,483 0 0
SHAW COMMUNICATIONS INC CL B CONV 82028K200 12,266 453,201 SH   DFND 4 388,203 0 64,998
SHENANDOAH TELECOMMUNICATION COM 82312B106 112 3,549 SH   DFND 4 0 0 3,549
SHERWIN WILLIAMS CO COM 824348106 55,676 211,662 SH   DFND 3 211,662 0 0
SHERWIN WILLIAMS CO COM 824348106 26,244 99,676 SH   DFND 4 69,490 0 30,186
SHOE CARNIVAL INC COM 824889109 77 2,888 SH   DFND 4 0 0 2,888
SHORETEL INC COM 825211105 86 11,796 SH   DFND 4 0 0 11,796
SHUTTERFLY INC COM 82568P304 225 5,441 SH   DFND 4 0 0 5,441
SHUTTERSTOCK INC COM 825690100 151 2,147 SH   DFND 4 0 0 2,147
SIGMA ALDRICH CORP COM 826552101 46,015 335,213 SH   DFND 3 335,213 0 0
SIGMA ALDRICH CORP COM 826552101 16,992 123,781 SH   DFND 4 94,883 0 28,898
SIGNATURE BK NEW YORK N Y COM 82669G104 39 308 SH   DFND 3 308 0 0
SIGNATURE BK NEW YORK N Y COM 82669G104 470 3,735 SH   DFND 4 3,735 0 0
SILGAN HOLDINGS INC COM 827048109 11 199 SH   DFND 3 199 0 0
SILGAN HOLDINGS INC COM 827048109 329 6,134 SH   DFND 4 6,134 0 0
SILICON GRAPHICS INTL CORP COM 82706L108 77 6,693 SH   DFND 4 0 0 6,693
SILICON IMAGE INC COM 82705T102 71 12,758 SH   DFND 4 0 0 12,758
SILICON LABORATORIES INC COM 826919102 300 6,244 SH   DFND 4 0 0 6,244
SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 136 18,000 SH   DFND 4 18,000 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 126 7,615 SH   DFND 3 7,615 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 1,219 73,505 SH   DFND 4 67,960 0 5,545
SILVER SPRING NETWORKS INC COM 82817Q103 629 74,782 SH   DFND 4 67,875 0 6,907
SILVER WHEATON CORP COM 828336107 19,907 975,773 SH   DFND 3 975,773 0 0
SILVER WHEATON CORP COM 828336107 8,491 416,208 SH   DFND 4 361,968 0 54,240
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 101 2,491 SH   DFND 4 0 0 2,491
SIMON PPTY GROUP INC NEW COM 828806109 173,276 951,491 SH   DFND 3 951,491 0 0
SIMON PPTY GROUP INC NEW COM 828806109 143,721 788,795 SH   DFND 4 696,948 0 91,847
SIMPSON MANUFACTURING CO INC COM 829073105 206 5,952 SH   DFND 4 0 0 5,952
SINA CORP ORD G81477104 769 20,550 SH   DFND 4 20,550 0 0
SINCLAIR BROADCAST GROUP INC CL A 829226109 270 9,758 SH   DFND 4 0 0 9,758
SIRIUS XM HLDGS INC COM 82968B103 28,187 8,053,359 SH   DFND 3 8,053,359 0 0
SIRIUS XM HLDGS INC COM 82968B103 8,914 2,546,825 SH   DFND 4 2,108,324 0 438,501
SIRONA DENTAL SYSTEMS INC COM 82966C103 36 416 SH   DFND 3 416 0 0
SIX FLAGS ENTMT CORP NEW COM 83001A102 38 892 SH   DFND 3 892 0 0
SIZMEK INC COM 83013P105 19 3,035 SH   DFND 4 0 0 3,035
SJW CORP COM 784305104 1,166 36,208 SH   DFND 4 33,552 0 2,656
SK TELECOM LTD SPONSORED ADR 78440P108 10,670 394,160 SH   DFND 4 394,160 0 0
SKECHERS U S A INC CL A 830566105 312 5,571 SH   DFND 4 0 0 5,571
SKYWEST INC COM 830879102 102 7,796 SH   DFND 4 0 0 7,796
SKYWORKS SOLUTIONS INC COM 83088M102 33,300 457,978 SH   DFND 3 457,978 0 0
SKYWORKS SOLUTIONS INC COM 83088M102 10,652 146,439 SH   DFND 4 126,628 0 19,811
SL GREEN RLTY CORP COM 78440X101 38,503 323,501 SH   DFND 3 323,501 0 0
SL GREEN RLTY CORP COM 78440X101 28,195 236,836 SH   DFND 4 221,011 0 15,825
SLM CORP COM 78442P106 11,925 1,170,226 SH   DFND 3 1,170,226 0 0
SLM CORP COM 78442P106 6,647 651,742 SH   DFND 4 600,691 0 51,051
SM ENERGY CO COM 78454L100 15 380 SH   DFND 3 380 0 0
SM ENERGY CO COM 78454L100 422 10,971 SH   DFND 4 9,589 0 1,382
SMITH & WESSON HLDG CORP COM 831756101 76 7,852 SH   DFND 4 0 0 7,852
SMUCKER J M CO COM NEW 832696405 122 1,211 SH   DFND 2 0 0 1,211
SMUCKER J M CO COM NEW 832696405 29,623 293,360 SH   DFND 3 293,360 0 0
SMUCKER J M CO COM NEW 832696405 14,554 143,954 SH   DFND 4 109,214 0 34,740
SNAP ON INC COM 833034101 85 620 SH   DFND 3 620 0 0
SNAP ON INC COM 833034101 2,693 19,680 SH   DFND 4 13,051 0 6,629
SNYDERS-LANCE INC COM 833551104 214 6,871 SH   DFND 4 0 0 6,871
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 460 19,288 SH   DFND 4 848 0 18,440
SOHU COM INC COM 83408W103 617 11,600 SH   DFND 4 11,600 0 0
SOLAR CAP LTD COM 83413U100 954 52,937 SH   DFND 4 52,937 0 0
SOLARCITY CORP COM 83416T100 299 5,583 SH   DFND 4 5,583 0 0
SOLARWINDS INC COM 83416B109 37 752 SH   DFND 4 752 0 0
SOLAZYME INC COM 83415T101 29 11,355 SH   DFND 4 0 0 11,355
SONIC AUTOMOTIVE INC CL A 83545G102 61 2,250 SH   DFND 3 2,250 0 0
SONIC AUTOMOTIVE INC CL A 83545G102 1,162 42,791 SH   DFND 4 32,175 0 10,616
SONIC CORP COM 835451105 216 7,870 SH   DFND 4 0 0 7,870
SONOCO PRODS CO COM 835495102 108 2,462 SH   DFND 3 2,462 0 0
SONOCO PRODS CO COM 835495102 1,792 40,930 SH   DFND 4 36,417 0 4,513
SONUS NETWORKS INC COM 835916107 147 35,778 SH   DFND 4 0 0 35,778
SOTHEBYS COM 835898107 381 8,788 SH   DFND 4 0 0 8,788
SOUFUN HLDGS LTD ADR 836034108 366 49,500 SH   DFND 4 49,500 0 0
SOUTH JERSEY INDS INC COM 838518108 282 4,733 SH   DFND 4 0 0 4,733
SOUTH ST CORP COM 840441109 234 3,444 SH   DFND 4 0 0 3,444
SOUTHERN CO COM 842587107 124,777 2,540,760 SH   DFND 3 2,540,760 0 0
SOUTHERN CO COM 842587107 130,824 2,662,103 SH   DFND 4 2,332,696 0 329,407
SOUTHERN COPPER CORP COM 84265V105 13,262 470,294 SH   DFND 3 470,294 0 0
SOUTHERN COPPER CORP COM 84265V105 9,481 335,928 SH   DFND 4 265,645 0 70,283
SOUTHSIDE BANCSHARES INC COM 84470P109 81 2,747 SH   DFND 4 0 0 2,747
SOUTHWEST AIRLS CO COM 844741108 22,858 540,124 SH   DFND 3 540,124 0 0
SOUTHWEST AIRLS CO COM 844741108 15,603 368,418 SH   DFND 4 261,359 0 107,059
SOUTHWEST BANCORP INC OKLA COM 844767103 61 3,420 SH   DFND 4 0 0 3,420
SOUTHWEST GAS CORP COM 844895102 49 790 SH   DFND 3 790 0 0
SOUTHWEST GAS CORP COM 844895102 7,186 115,997 SH   DFND 4 107,221 0 8,776
SOUTHWESTERN ENERGY CO COM 845467109 23 829 SH   DFND 2 0 0 829
SOUTHWESTERN ENERGY CO COM 845467109 28,585 1,047,451 SH   DFND 3 1,047,451 0 0
SOUTHWESTERN ENERGY CO COM 845467109 10,683 391,509 SH   DFND 4 304,993 0 86,516
SOVRAN SELF STORAGE INC COM 84610H108 577 6,612 SH   DFND 3 6,612 0 0
SOVRAN SELF STORAGE INC COM 84610H108 4,529 51,802 SH   DFND 4 47,176 0 4,626
SP PLUS CORP COM 78469C103 75 2,959 SH   DFND 4 0 0 2,959
SPANSION INC COM CL A NEW 84649R200 296 8,485 SH   DFND 4 0 0 8,485
SPARTANNASH CO COM 847215100 146 5,473 SH   DFND 4 0 0 5,473
SPARTON CORP COM 847235108 53 1,861 SH   DFND 4 0 0 1,861
SPDR S&P 500 ETF TR TR UNIT 78462F103 573 2,790 SH   DFND 1 0 0 2,790
SPDR S&P 500 ETF TR TR UNIT 78462F103 9,074 43,700 SH   DFND 3 43,700 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 22,408 107,915 SH   DFND 4 107,915 0 0
SPDR S&P MIDCAP 400 ETF TR UTSER1 S&PDCRP 78467Y107 3,748 14,200 SH   DFND 3 14,200 0 0
SPECTRA ENERGY CORP COM 847560109 67,304 1,854,117 SH   DFND 3 1,854,117 0 0
SPECTRA ENERGY CORP COM 847560109 41,800 1,150,995 SH   DFND 4 913,222 0 237,773
SPECTRANETICS CORP COM 84760C107 207 5,953 SH   DFND 4 0 0 5,953
SPECTRUM PHARMACEUTICALS INC COM 84763A108 68 9,680 SH   DFND 4 0 0 9,680
SPEEDWAY MOTORSPORTS INC COM 847788106 31 1,420 SH   DFND 4 0 0 1,420
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 105 2,450 SH   DFND 3 2,450 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 2,300 53,403 SH   DFND 4 47,623 0 5,780
SPIRIT RLTY CAP INC NEW COM 84860W102 6,566 552,248 SH   DFND 4 552,248 0 0
SPIRIT RLTY CAP INC NEW COM 84860W102 923 77,603 SH   DFND 3 77,603 0 0
SPOK HLDGS INC COM 84863T106 56 3,216 SH   DFND 4 0 0 3,216
SPRINGLEAF HLDGS INC COM 85172J101 129 3,558 SH   DFND 4 0 0 3,558
SPRINT CORP COM SER 1 85207U105 27 6,516 SH   DFND 2 0 0 6,516
SPRINT CORP COM SER 1 85207U105 10,007 2,411,441 SH   DFND 3 2,411,441 0 0
SPRINT CORP COM SER 1 85207U105 6,858 1,652,405 SH   DFND 4 1,513,786 0 138,619
SPS COMM INC COM 78463M107 136 2,403 SH   DFND 4 0 0 2,403
SPX CORP COM 784635104 11,343 132,022 SH   DFND 3 132,022 0 0
SPX CORP COM 784635104 4,738 55,118 SH   DFND 4 45,530 0 9,588
SS&C TECHNOLOGIES HLDGS INC COM 78467J100 570 9,677 SH   DFND 4 0 0 9,677
ST JOE CO COM 790148100 171 9,132 SH   DFND 4 0 0 9,132
ST JUDE MED INC COM 790849103 52,259 803,619 SH   DFND 3 803,619 0 0
ST JUDE MED INC COM 790849103 23,203 356,715 SH   DFND 4 286,966 0 69,749
STAAR SURGICAL CO COM PAR $0.01 852312305 54 5,959 SH   DFND 4 0 0 5,959
STAG INDL INC COM 85254J102 302 12,333 SH   DFND 3 12,333 0 0
STAG INDL INC COM 85254J102 2,446 99,709 SH   DFND 4 92,466 0 7,243
STAGE STORES INC COM NEW 85254C305 97 4,678 SH   DFND 4 0 0 4,678
STAMPS COM INC COM NEW 852857200 98 2,015 SH   DFND 4 0 0 2,015
STANCORP FINL GROUP INC COM 852891100 68 980 SH   DFND 3 980 0 0
STANCORP FINL GROUP INC COM 852891100 1,397 19,970 SH   DFND 4 17,710 0 2,260
STANDARD MTR PRODS INC COM 853666105 112 2,908 SH   DFND 4 0 0 2,908
STANDARD PAC CORP NEW COM 85375C101 148 20,501 SH   DFND 4 0 0 20,501
STANDEX INTL CORP COM 854231107 147 1,869 SH   DFND 4 0 0 1,869
STANLEY BLACK & DECKER INC COM 854502101 42,512 442,468 SH   DFND 3 442,468 0 0
STANLEY BLACK & DECKER INC COM 854502101 17,330 180,323 SH   DFND 4 139,131 0 41,192
STAPLES INC COM 855030102 35,287 1,947,424 SH   DFND 3 1,947,424 0 0
STAPLES INC COM 855030102 22,870 1,262,228 SH   DFND 4 1,063,368 0 198,860
STARBUCKS CORP COM 855244109 170,357 2,076,260 SH   DFND 3 2,076,260 0 0
STARBUCKS CORP COM 855244109 60,744 740,086 SH   DFND 4 538,612 0 201,474
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 45,200 557,549 SH   DFND 3 557,549 0 0
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 16,827 207,546 SH   DFND 4 159,720 0 47,826
STARWOOD PPTY TR INC COM 85571B105 21 894 SH   DFND 3 894 0 0
STARWOOD PPTY TR INC COM 85571B105 957 41,171 SH   DFND 4 36,675 0 4,496
STARWOOD WAYPOINT RESIDENTL COM SHS 85571W109 152 5,673 SH   DFND 4 0 0 5,673
STARZ COM SER A 85571Q102 7,391 248,842 SH   DFND 3 248,842 0 0
STARZ COM SER A 85571Q102 1,675 56,384 SH   DFND 4 53,084 0 3,300
STATE AUTO FINL CORP COM 855707105 56 2,485 SH   DFND 4 0 0 2,485
STATE BK FINL CORP COM 856190103 95 4,744 SH   DFND 4 0 0 4,744
STATE STR CORP COM 857477103 94,825 1,207,965 SH   DFND 3 1,207,965 0 0
STATE STR CORP COM 857477103 40,774 519,315 SH   DFND 4 403,992 0 115,323
STEEL DYNAMICS INC COM 858119100 79 4,010 SH   DFND 3 4,010 0 0
STEEL DYNAMICS INC COM 858119100 2,250 113,920 SH   DFND 4 101,714 0 12,206
STEELCASE INC CL A 858155203 53 2,950 SH   DFND 3 2,950 0 0
STEELCASE INC CL A 858155203 1,074 59,289 SH   DFND 4 40,686 0 18,603
STEIN MART INC COM 858375108 61 4,236 SH   DFND 4 0 0 4,236
STEPAN CO COM 858586100 116 2,855 SH   DFND 4 0 0 2,855
STERICYCLE INC COM 858912108 31,704 241,864 SH   DFND 3 241,864 0 0
STERICYCLE INC COM 858912108 18,004 137,094 SH   DFND 4 99,165 0 37,929
STERIS CORP COM 859152100 1,316 20,104 SH   DFND 4 9,788 0 10,316
STERIS CORP COM 859152100 48 740 SH   DFND 3 740 0 0
STERLING BANCORP DEL COM 85917A100 177 12,207 SH   DFND 4 0 0 12,207
STEWART INFORMATION SVCS COR COM 860372101 117 3,142 SH   DFND 4 0 0 3,142
STIFEL FINL CORP COM 860630102 899 17,602 SH   DFND 4 8,322 0 9,280
STILLWATER MNG CO COM 86074Q102 243 16,645 SH   DFND 4 0 0 16,645
STOCK BLDG SUPPLY HLDGS INC COM 86101X104 43 2,802 SH   DFND 4 0 0 2,802
STOCK YDS BANCORP INC COM 861025104 90 2,632 SH   DFND 4 0 0 2,632
STONE ENERGY CORP COM 861642106 13 794 SH   DFND 3 794 0 0
STONE ENERGY CORP COM 861642106 339 20,372 SH   DFND 4 12,278 0 8,094
STONEGATE BK FT LAUDERDALE F COM 861811107 38 1,283 SH   DFND 4 0 0 1,283
STONERIDGE INC COM 86183P102 55 4,329 SH   DFND 4 0 0 4,329
STORE CAP CORP COM 862121100 110 4,963 SH   DFND 4 0 0 4,963
STRATEGIC HOTELS & RESORTS I COM 86272T106 698 52,776 SH   DFND 3 52,776 0 0
STRATEGIC HOTELS & RESORTS I COM 86272T106 5,289 398,882 SH   DFND 4 364,035 0 34,847
STRATTEC SEC CORP COM 863111100 54 642 SH   DFND 4 0 0 642
STRAYER ED INC COM 863236105 118 1,587 SH   DFND 4 0 0 1,587
STRYKER CORP COM 863667101 76,039 806,091 SH   DFND 3 806,091 0 0
STRYKER CORP COM 863667101 36,228 383,812 SH   DFND 4 301,364 0 82,448
STURM RUGER & CO INC COM 864159108 98 2,804 SH   DFND 4 0 0 2,804
SUFFOLK BANCORP COM 864739107 42 1,804 SH   DFND 4 0 0 1,804
SUMMIT HOTEL PPTYS COM 866082100 187 15,041 SH   DFND 3 15,041 0 0
SUMMIT HOTEL PPTYS COM 866082100 1,499 120,287 SH   DFND 4 107,840 0 12,447
SUN CMNTYS INC COM 866674104 559 9,238 SH   DFND 3 9,238 0 0
SUN CMNTYS INC COM 866674104 4,236 69,885 SH   DFND 4 62,692 0 7,193
SUN HYDRAULICS CORP COM 866942105 126 3,170 SH   DFND 4 0 0 3,170
SUN LIFE FINL INC COM 866796105 62,602 1,729,739 SH   DFND 3 1,729,739 0 0
SUN LIFE FINL INC COM 866796105 23,712 654,968 SH   DFND 4 538,712 0 116,256
SUNCOKE ENERGY INC COM 86722A103 528 27,255 SH   DFND 4 17,186 0 10,069
SUNCOR ENERGY INC NEW COM 867224107 133,724 4,197,569 SH   DFND 3 4,197,569 0 0
SUNCOR ENERGY INC NEW COM 867224107 48,355 1,518,501 SH   DFND 4 1,256,617 0 261,884
SUNEDISON INC COM 86732Y109 62 3,186 SH   DFND 3 3,186 0 0
SUNEDISON INC COM 86732Y109 1,901 97,643 SH   DFND 4 91,079 0 6,564
SUNESIS PHARMACEUTICALS INC COM NEW 867328601 24 9,528 SH   DFND 4 0 0 9,528
SUNPOWER CORP COM 867652406 226 8,736 SH   DFND 4 8,736 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 683 41,385 SH   DFND 3 41,385 0 0
SUNSTONE HOTEL INVS INC NEW COM 867892101 5,586 337,503 SH   DFND 4 307,725 0 29,778
SUNTRUST BKS INC COM 867914103 62,690 1,496,180 SH   DFND 3 1,496,180 0 0
SUNTRUST BKS INC COM 867914103 32,461 774,263 SH   DFND 4 621,559 0 152,704
SUPER MICRO COMPUTER INC COM 86800U104 176 5,037 SH   DFND 4 0 0 5,037
SUPERIOR ENERGY SVCS INC COM 868157108 49 2,418 SH   DFND 3 2,418 0 0
SUPERIOR ENERGY SVCS INC COM 868157108 1,521 75,640 SH   DFND 4 54,375 0 21,265
SUPERIOR INDS INTL INC COM 868168105 67 3,377 SH   DFND 4 0 0 3,377
SUPERNUS PHARMACEUTICALS INC COM 868459108 49 5,818 SH   DFND 4 0 0 5,818
SUPERVALU INC COM 868536103 287 29,594 SH   DFND 3 29,594 0 0
SUPERVALU INC COM 868536103 7,054 726,220 SH   DFND 4 639,532 0 86,688
SURGICAL CARE AFFILIATES INC COM 86881L106 78 2,328 SH   DFND 4 0 0 2,328
SURMODICS INC COM 868873100 44 1,955 SH   DFND 4 0 0 1,955
SUSQUEHANNA BANCSHARES INC P COM 869099101 41 3,070 SH   DFND 3 3,070 0 0
SUSQUEHANNA BANCSHARES INC P COM 869099101 1,601 118,726 SH   DFND 4 81,232 0 37,494
SVB FINL GROUP COM 78486Q101 69 591 SH   DFND 3 591 0 0
SVB FINL GROUP COM 78486Q101 760 6,552 SH   DFND 4 6,552 0 0
SWIFT ENERGY CO COM 870738101 10 2,465 SH   DFND 3 2,465 0 0
SWIFT ENERGY CO COM 870738101 163 40,178 SH   DFND 4 33,313 0 6,865
SWIFT TRANSN CO CL A 87074U101 351 12,188 SH   DFND 4 0 0 12,188
SWS GROUP INC COM 78503N107 38 5,488 SH   DFND 4 0 0 5,488
SYKES ENTERPRISES INC COM 871237103 138 5,769 SH   DFND 4 0 0 5,769
SYMANTEC CORP COM 871503108 102 3,993 SH   DFND 2 0 0 3,993
SYMANTEC CORP COM 871503108 49,621 1,934,152 SH   DFND 3 1,934,152 0 0
SYMANTEC CORP COM 871503108 21,560 840,115 SH   DFND 4 664,240 0 175,875
SYMETRA FINL CORP COM 87151Q106 74 3,210 SH   DFND 3 3,210 0 0
SYMETRA FINL CORP COM 87151Q106 1,698 73,282 SH   DFND 4 55,572 0 17,710
SYMMETRY SURGICAL INC COM 87159G100 13 1,609 SH   DFND 4 0 0 1,609
SYNAGEVA BIOPHARMA CORP COM 87159A103 304 3,285 SH   DFND 4 0 0 3,285
SYNAPTICS INC COM 87157D109 366 5,306 SH   DFND 4 0 0 5,306
SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 213 5,063 SH   DFND 4 0 0 5,063
SYNCHRONY FINL COM 87165B103 4,956 166,585 SH   DFND 3 166,585 0 0
SYNCHRONY FINL COM 87165B103 955 32,100 SH   DFND 4 32,100 0 0
SYNERGY PHARMACEUTICALS DEL COM NEW 871639308 56 18,342 SH   DFND 4 0 0 18,342
SYNERGY RES CORP COM 87164P103 117 9,524 SH   DFND 4 0 0 9,524
SYNNEX CORP COM 87162W100 87 1,119 SH   DFND 3 1,119 0 0
SYNNEX CORP COM 87162W100 2,578 32,950 SH   DFND 4 26,533 0 6,417
SYNOPSYS INC COM 871607107 17,297 397,900 SH   DFND 3 397,900 0 0
SYNOPSYS INC COM 871607107 12,821 294,415 SH   DFND 4 222,857 0 71,558
SYNOVUS FINL CORP COM NEW 87161C501 102 3,781 SH   DFND 3 3,781 0 0
SYNOVUS FINL CORP COM NEW 87161C501 1,619 59,680 SH   DFND 4 52,863 0 6,817
SYNTA PHARMACEUTICALS CORP COM 87162T206 30 11,394 SH   DFND 4 0 0 11,394
SYNTEL INC COM 87162H103 200 4,376 SH   DFND 4 0 0 4,376
SYSCO CORP COM 871829107 64,657 1,629,059 SH   DFND 3 1,629,059 0 0
SYSCO CORP COM 871829107 37,838 952,777 SH   DFND 4 779,864 0 172,913
T MOBILE US INC COM 872590104 19,513 724,306 SH   DFND 3 724,306 0 0
T MOBILE US INC COM 872590104 9,957 369,585 SH   DFND 4 338,621 0 30,964
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 36 1,600 SH   DFND 4 1,600 0 0
TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 385 13,524 SH   DFND 4 0 0 13,524
TAL ED GROUP ADS REPSTG COM 874080104 140 5,000 SH   DFND 4 5,000 0 0
TAL INTL GROUP INC COM 874083108 214 4,875 SH   DFND 4 0 0 4,875
TALISMAN ENERGY INC COM 87425E103 20,130 2,562,216 SH   DFND 3 2,562,216 0 0
TALISMAN ENERGY INC COM 87425E103 13,746 1,749,914 SH   DFND 4 1,522,552 0 227,362
TALMER BANCORP INC COM 87482X101 48 3,390 SH   DFND 4 0 0 3,390
TANGER FACTORY OUTLET CTRS I COM 875465106 717 19,391 SH   DFND 3 19,391 0 0
TANGER FACTORY OUTLET CTRS I COM 875465106 5,163 139,679 SH   DFND 4 139,679 0 0
TANGOE INC COM 87582Y108 73 5,645 SH   DFND 4 0 0 5,645
TARGA RES CORP COM 87612G101 67 630 SH   DFND 3 630 0 0
TARGA RES CORP COM 87612G101 865 8,160 SH   DFND 4 7,028 0 1,132
TARGET CORP COM 87612E106 79,986 1,053,168 SH   DFND 4 845,945 0 207,223
TARGET CORP COM 87612E106 137,114 1,806,267 SH   DFND 3 1,806,267 0 0
TASER INTL INC COM 87651B104 217 8,099 SH   DFND 4 0 0 8,099
TATA MTRS LTD SPONSORED ADR 876568502 1,793 42,400 SH   DFND 4 42,400 0 0
TAUBMAN CTRS INC COM 876664103 1,006 13,159 SH   DFND 3 13,159 0 0
TAUBMAN CTRS INC COM 876664103 7,432 97,252 SH   DFND 4 97,252 0 0
TCF FINL CORP COM 872275102 58 3,660 SH   DFND 3 3,660 0 0
TCF FINL CORP COM 872275102 1,230 77,331 SH   DFND 4 68,775 0 8,556
TCP CAP CORP COM 87238Q103 912 54,487 SH   DFND 4 54,487 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 23,108 645,846 SH   DFND 3 645,846 0 0
TD AMERITRADE HLDG CORP COM 87236Y108 21,587 603,312 SH   DFND 4 565,244 0 38,068
TEAM HEALTH HOLDINGS INC COM 87817A107 603 10,354 SH   DFND 4 0 0 10,354
TEAM INC COM 878155100 122 2,963 SH   DFND 4 0 0 2,963
TECH DATA CORP COM 878237106 101 1,601 SH   DFND 3 1,601 0 0
TECH DATA CORP COM 878237106 1,594 25,179 SH   DFND 4 22,025 0 3,154
TECK RESOURCES LTD CL B 878742204 18,546 1,352,763 SH   DFND 3 1,352,763 0 0
TECK RESOURCES LTD CL B 878742204 10,368 757,016 SH   DFND 4 643,152 0 113,864
TECO ENERGY INC COM 872375100 12,810 625,196 SH   DFND 3 625,196 0 0
TECO ENERGY INC COM 872375100 17,198 839,160 SH   DFND 4 802,340 0 36,820
TEEKAY CORPORATION COM Y8564W103 66 1,300 SH   DFND 3 1,300 0 0
TEEKAY CORPORATION COM Y8564W103 1,151 22,636 SH   DFND 4 20,500 0 2,136
TEJON RANCH CO COM 879080109 77 2,602 SH   DFND 4 0 0 2,602
TELEDYNE TECHNOLOGIES INC COM 879360105 41 400 SH   DFND 3 400 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 1,337 12,927 SH   DFND 4 7,586 0 5,341
TELEFLEX INC COM 879369106 65 570 SH   DFND 3 570 0 0
TELEFLEX INC COM 879369106 1,035 8,992 SH   DFND 4 7,802 0 1,190
TELEFONICA BRASIL SA SPONSORED ADR 87936R106 299 16,911 SH   DFND 4 16,911 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 96 3,788 SH   DFND 3 3,788 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 2,114 83,552 SH   DFND 4 74,057 0 9,495
TELETECH HOLDINGS INC COM 879939106 61 2,542 SH   DFND 4 0 0 2,542
TELUS CORP COM 87971M103 72 2,000 SH   DFND 3 2,000 0 0
TELUS CORP COM 87971M103 5,910 163,401 SH   DFND 4 156,294 0 7,107
TENARIS S A SPONSORED ADR 88031M109 10,735 355,049 SH   DFND 4 355,049 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 127 2,501 SH   DFND 3 2,501 0 0
TENET HEALTHCARE CORP COM NEW 88033G407 3,902 76,914 SH   DFND 4 63,540 0 13,374
TENNANT CO COM 880345103 193 2,643 SH   DFND 4 0 0 2,643
TENNECO INC COM 880349105 99 1,757 SH   DFND 3 1,757 0 0
TENNECO INC COM 880349105 1,929 34,017 SH   DFND 4 22,432 0 11,585
TERADATA CORP DEL COM 88076W103 21,200 485,341 SH   DFND 3 485,341 0 0
TERADATA CORP DEL COM 88076W103 8,060 184,467 SH   DFND 4 139,877 0 44,590
TERADYNE INC COM 880770102 28 1,440 SH   DFND 3 1,440 0 0
TERADYNE INC COM 880770102 566 28,526 SH   DFND 4 23,173 0 5,353
TEREX CORP NEW COM 880779103 549 19,684 SH   DFND 1 0 0 19,684
TEREX CORP NEW COM 880779103 71 2,540 SH   DFND 3 2,540 0 0
TEREX CORP NEW COM 880779103 1,605 57,475 SH   DFND 4 51,295 0 6,180
TERRAFORM PWR INC CL A COM 88104R100 76 2,510 SH   DFND 4 0 0 2,510
TERRENO RLTY CORP COM 88146M101 102 4,800 SH   DFND 4 0 0 4,800
TESARO INC COM 881569107 112 2,996 SH   DFND 4 0 0 2,996
TESCO CORP COM 88157K101 63 5,008 SH   DFND 4 0 0 5,008
TESLA MTRS INC COM 88160R101 56,282 253,055 SH   DFND 3 253,055 0 0
TESLA MTRS INC COM 88160R101 15,345 68,992 SH   DFND 4 57,272 0 11,720
TESORO CORP COM 881609101 314 4,219 SH   DFND 3 4,219 0 0
TESORO CORP COM 881609101 9,144 122,832 SH   DFND 4 99,428 0 23,404
TESSERA TECHNOLOGIES INC COM 88164L100 281 7,684 SH   DFND 4 0 0 7,684
TETRA TECH INC NEW COM 88162G103 34 1,278 SH   DFND 3 1,278 0 0
TETRA TECH INC NEW COM 88162G103 937 34,965 SH   DFND 4 25,832 0 9,133
TETRA TECHNOLOGIES INC DEL COM 88162F105 74 11,494 SH   DFND 4 0 0 11,494
TETRAPHASE PHARMACEUTICALS I COM 88165N105 163 3,991 SH   DFND 4 0 0 3,991
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,930 33,565 SH   DFND 4 33,565 0 0
TEXAS CAPITAL BANCSHARES INC COM 88224Q107 351 6,408 SH   DFND 4 0 0 6,408
TEXAS INSTRS INC COM 882508104 346 6,465 SH   DFND 2 0 0 6,465
TEXAS INSTRS INC COM 882508104 161,561 3,021,801 SH   DFND 3 3,021,801 0 0
TEXAS INSTRS INC COM 882508104 65,774 1,229,964 SH   DFND 4 956,718 0 273,246
TEXAS ROADHOUSE INC COM 882681109 339 9,974 SH   DFND 4 0 0 9,974
TEXTRON INC COM 883203101 33,516 795,921 SH   DFND 3 795,921 0 0
TEXTRON INC COM 883203101 14,707 349,124 SH   DFND 4 276,160 0 72,964
TEXTURA CORP COM 883211104 103 3,471 SH   DFND 4 0 0 3,471
TG THERAPEUTICS INC COM 88322Q108 76 4,653 SH   DFND 4 0 0 4,653
THE ADT CORPORATION COM 00101J106 19,228 530,727 SH   DFND 3 530,727 0 0
THE ADT CORPORATION COM 00101J106 9,804 270,653 SH   DFND 4 213,870 0 56,783
THERAPEUTICSMD INC COM 88338N107 64 14,817 SH   DFND 4 0 0 14,817
THERAVANCE INC COM 88338T104 187 12,711 SH   DFND 4 0 0 12,711
THERMO FISHER SCIENTIFIC INC COM 883556102 502 4,003 SH   DFND 2 0 0 4,003
THERMO FISHER SCIENTIFIC INC COM 883556102 140,640 1,122,515 SH   DFND 3 1,122,515 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 59,056 471,278 SH   DFND 4 372,992 0 98,286
THERMON GROUP HLDGS INC COM 88362T103 112 4,628 SH   DFND 4 0 0 4,628
THL CR INC COM 872438106 437 37,096 SH   DFND 4 37,096 0 0
THOMPSON CREEK METALS CO INC COM 884768102 29 17,140 SH   DFND 3 17,140 0 0
THOMPSON CREEK METALS CO INC COM 884768102 215 129,267 SH   DFND 4 129,267 0 0
THOMSON REUTERS CORP COM 884903105 42,785 1,057,338 SH   DFND 3 1,057,338 0 0
THOMSON REUTERS CORP COM 884903105 15,983 394,913 SH   DFND 4 327,761 0 67,152
THOR INDS INC COM 885160101 39 700 SH   DFND 3 700 0 0
THOR INDS INC COM 885160101 763 13,658 SH   DFND 4 13,658 0 0
THORATEC CORP COM NEW 885175307 269 8,110 SH   DFND 4 0 0 8,110
THRESHOLD PHARMACEUTICAL INC COM NEW 885807206 32 9,968 SH   DFND 4 0 0 9,968
TICC CAPITAL CORP COM 87244T109 500 66,364 SH   DFND 4 66,364 0 0
TIDEWATER INC COM 886423102 22 680 SH   DFND 3 680 0 0
TIDEWATER INC COM 886423102 404 12,527 SH   DFND 4 10,210 0 2,317
TIFFANY & CO NEW COM 886547108 38,431 359,641 SH   DFND 3 359,641 0 0
TIFFANY & CO NEW COM 886547108 14,308 133,872 SH   DFND 4 103,007 0 30,865
TILE SHOP HLDGS INC COM 88677Q109 46 5,073 SH   DFND 4 0 0 5,073
TIM PARTICIPACOES S A SPONSORED ADR 88706P205 194 8,739 SH   DFND 4 8,739 0 0
TIME INC NEW COM 887228104 52 2,105 SH   DFND 3 2,105 0 0
TIME INC NEW COM 887228104 1,281 51,766 SH   DFND 4 36,244 0 15,522
TIME WARNER CABLE INC COM 88732J207 120,806 794,465 SH   DFND 3 794,465 0 0
TIME WARNER CABLE INC COM 88732J207 51,132 336,115 SH   DFND 4 263,742 0 72,373
TIME WARNER INC COM NEW 887317303 208,228 2,437,694 SH   DFND 3 2,437,694 0 0
TIME WARNER INC COM NEW 887317303 90,996 1,065,053 SH   DFND 4 833,706 0 231,347
TIMKEN CO COM 887389104 62 1,450 SH   DFND 3 1,450 0 0
TIMKEN CO COM 887389104 1,043 24,396 SH   DFND 4 21,471 0 2,925
TIMKENSTEEL CORP COM 887399103 36 972 SH   DFND 3 972 0 0
TIMKENSTEEL CORP COM 887399103 379 10,236 SH   DFND 4 10,236 0 0
TITAN INTL INC ILL COM 88830M102 69 6,497 SH   DFND 4 0 0 6,497
TITAN MACHY INC COM 88830R101 36 2,654 SH   DFND 4 0 0 2,654
TIVO INC COM 888706108 197 16,523 SH   DFND 4 0 0 16,523
TJX COS INC NEW COM 872540109 137,507 2,005,064 SH   DFND 3 2,005,064 0 0
TJX COS INC NEW COM 872540109 54,741 797,810 SH   DFND 4 608,505 0 189,305
TOLL BROTHERS INC COM 889478103 16,258 474,409 SH   DFND 3 474,409 0 0
TOLL BROTHERS INC COM 889478103 4,391 128,134 SH   DFND 4 108,698 0 19,436
TOMPKINS FINANCIAL CORPORATI COM 890110109 121 2,176 SH   DFND 4 0 0 2,176
TOOTSIE ROLL INDS INC COM 890516107 101 3,242 SH   DFND 4 0 0 3,242
TORCHMARK CORP COM 891027104 21,828 402,956 SH   DFND 3 402,956 0 0
TORCHMARK CORP COM 891027104 9,097 167,846 SH   DFND 4 130,893 0 36,953
TORO CO COM 891092108 34 533 SH   DFND 4 533 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 252,632 5,273,940 SH   DFND 3 5,273,940 0 0
TORONTO DOMINION BK ONT COM NEW 891160509 95,639 1,996,202 SH   DFND 4 1,672,740 0 323,462
TOTAL SYS SVCS INC COM 891906109 16,765 493,682 SH   DFND 3 493,682 0 0
TOTAL SYS SVCS INC COM 891906109 7,369 216,946 SH   DFND 4 171,250 0 45,696
TOWER INTL INC COM 891826109 79 3,056 SH   DFND 4 0 0 3,056
TOWERS WATSON & CO CL A 891894107 20,294 179,322 SH   DFND 3 179,322 0 0
TOWERS WATSON & CO CL A 891894107 6,664 58,881 SH   DFND 4 49,715 0 9,166
TOWNEBANK PORTSMOUTH VA COM 89214P109 62 3,995 SH   DFND 4 0 0 3,995
TRACTOR SUPPLY CO COM 892356106 25,212 319,863 SH   DFND 3 319,863 0 0
TRACTOR SUPPLY CO COM 892356106 9,022 114,468 SH   DFND 4 83,168 0 31,300
TRANSALTA CORP COM 89346D107 6,978 768,313 SH   DFND 3 768,313 0 0
TRANSALTA CORP COM 89346D107 4,471 492,093 SH   DFND 4 427,288 0 64,805
TRANSCANADA CORP COM 89353D107 101,594 2,060,851 SH   DFND 3 2,060,851 0 0
TRANSCANADA CORP COM 89353D107 111,155 2,255,062 SH   DFND 4 2,130,847 0 124,215
TRANSDIGM GROUP INC COM 893641100 26,680 135,879 SH   DFND 3 135,879 0 0
TRANSDIGM GROUP INC COM 893641100 8,331 42,430 SH   DFND 4 35,923 0 6,507
TRAVELERS COMPANIES INC COM 89417E109 103,466 977,482 SH   DFND 3 977,482 0 0
TRAVELERS COMPANIES INC COM 89417E109 60,496 571,143 SH   DFND 4 458,386 0 112,757
TRECORA RES COM 894648104 55 3,652 SH   DFND 4 0 0 3,652
TREDEGAR CORP COM 894650100 83 3,720 SH   DFND 4 0 0 3,720
TREEHOUSE FOODS INC COM 89469A104 33 380 SH   DFND 3 380 0 0
TREEHOUSE FOODS INC COM 89469A104 1,386 16,085 SH   DFND 4 8,792 0 7,293
TREX CO INC COM 89531P105 209 4,836 SH   DFND 4 0 0 4,836
TRI POINTE HOMES INC COM 87265H109 313 20,786 SH   DFND 4 0 0 20,786
TRIANGLE CAP CORP COM 895848109 728 35,892 SH   DFND 4 35,892 0 0
TRIANGLE PETE CORP COM NEW 89600B201 53 10,584 SH   DFND 4 0 0 10,584
TRICO BANCSHARES COM 896095106 74 2,981 SH   DFND 4 0 0 2,981
TRIMAS CORP COM NEW 896215209 205 6,452 SH   DFND 4 0 0 6,452
TRIMBLE NAVIGATION LTD COM 896239100 20,808 784,028 SH   DFND 3 784,028 0 0
TRIMBLE NAVIGATION LTD COM 896239100 5,676 213,850 SH   DFND 4 183,562 0 30,288
TRINA SOLAR LIMITED SPON ADR 89628E104 491 54,590 SH   DFND 4 54,590 0 0
TRINITY INDS INC COM 896522109 1,119 39,942 SH   DFND 1 0 0 39,942
TRINITY INDS INC COM 896522109 48 1,731 SH   DFND 3 1,731 0 0
TRINITY INDS INC COM 896522109 1,253 44,755 SH   DFND 4 40,430 0 4,325
TRIPADVISOR INC COM 896945201 22,246 297,964 SH   DFND 3 297,964 0 0
TRIPADVISOR INC COM 896945201 7,523 100,757 SH   DFND 4 72,306 0 28,451
TRIQUINT SEMICONDUCTOR INC COM 89674K103 703 24,542 SH   DFND 4 0 0 24,542
TRISTATE CAP HLDGS INC COM 89678F100 38 3,613 SH   DFND 4 0 0 3,613
TRIUMPH GROUP INC NEW COM 896818101 25 370 SH   DFND 3 370 0 0
TRIUMPH GROUP INC NEW COM 896818101 925 13,752 SH   DFND 4 12,042 0 1,710
TRUEBLUE INC COM 89785X101 132 5,872 SH   DFND 4 0 0 5,872
TRULIA INC COM 897888103 237 5,354 SH   DFND 4 0 0 5,354
TRUSTCO BK CORP N Y COM 898349105 100 13,726 SH   DFND 4 0 0 13,726
TRUSTMARK CORP COM 898402102 26 1,060 SH   DFND 3 1,060 0 0
TRUSTMARK CORP COM 898402102 640 25,958 SH   DFND 4 16,165 0 9,793
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 32,427 315,287 SH   DFND 3 315,287 0 0
TRW AUTOMOTIVE HLDGS CORP COM 87264S106 16,029 155,847 SH   DFND 4 132,708 0 23,139
TTM TECHNOLOGIES INC COM 87305R109 72 9,502 SH   DFND 4 0 0 9,502
TUESDAY MORNING CORP COM NEW 899035505 153 6,940 SH   DFND 4 0 0 6,940
TUMI HLDGS INC COM 89969Q104 172 7,271 SH   DFND 4 0 0 7,271
TUPPERWARE BRANDS CORP COM 899896104 32 510 SH   DFND 3 510 0 0
TUPPERWARE BRANDS CORP COM 899896104 529 8,385 SH   DFND 4 6,974 0 1,411
TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 156 10,317 SH   DFND 4 10,317 0 0
TURQUOISE HILL RES LTD COM 900435108 7,595 2,450,555 SH   DFND 3 2,450,555 0 0
TURQUOISE HILL RES LTD COM 900435108 1,853 597,856 SH   DFND 4 460,464 0 137,392
TWENTY FIRST CENTY FOX INC CL B 90130A200 45,564 1,235,144 SH   DFND 3 1,235,144 0 0
TWENTY FIRST CENTY FOX INC CL B 90130A200 14,791 400,962 SH   DFND 4 364,701 0 36,261
TWENTY FIRST CENTY FOX INC CL A 90130A101 144,915 3,773,325 SH   DFND 3 3,773,325 0 0
TWENTY FIRST CENTY FOX INC CL A 90130A101 61,416 1,598,772 SH   DFND 4 1,167,179 0 431,593
TWIN DISC INC COM 901476101 24 1,227 SH   DFND 4 0 0 1,227
TWITTER INC COM 90184L102 40,957 1,141,825 SH   DFND 3 1,141,825 0 0
TWITTER INC COM 90184L102 10,347 288,470 SH   DFND 4 246,283 0 42,187
TWO HBRS INVT CORP COM 90187B101 47 4,641 SH   DFND 3 4,641 0 0
TWO HBRS INVT CORP COM 90187B101 738 73,494 SH   DFND 4 63,780 0 9,714
TYLER TECHNOLOGIES INC COM 902252105 527 4,730 SH   DFND 4 0 0 4,730
TYSON FOODS INC CL A 902494103 139 3,470 SH   DFND 2 0 0 3,470
TYSON FOODS INC CL A 902494103 33,221 828,667 SH   DFND 3 828,667 0 0
TYSON FOODS INC CL A 902494103 17,406 434,038 SH   DFND 4 354,897 0 79,141
U S CONCRETE INC COM NEW 90333L201 76 2,621 SH   DFND 4 0 0 2,621
U S PHYSICAL THERAPY INC COM 90337L108 87 2,047 SH   DFND 4 0 0 2,047
U S SILICA HLDGS INC COM 90346E103 194 7,879 SH   DFND 4 0 0 7,879
UBIQUITI NETWORKS INC COM 90347A100 130 4,393 SH   DFND 4 0 0 4,393
UDR INC COM 902653104 1,690 54,819 SH   DFND 3 54,819 0 0
UDR INC COM 902653104 14,820 480,636 SH   DFND 4 448,878 0 31,758
UGI CORP NEW COM 902681105 2,961 77,742 SH   DFND 4 69,059 0 8,683
UGI CORP NEW COM 902681105 129 3,400 SH   DFND 3 3,400 0 0
UIL HLDG CORP COM 902748102 30 690 SH   DFND 3 690 0 0
UIL HLDG CORP COM 902748102 6,206 142,233 SH   DFND 4 132,687 0 9,546
ULTA SALON COSMETCS & FRAG I COM 90384S303 1,568 12,266 SH   DFND 4 4,631 0 7,635
ULTIMATE SOFTWARE GROUP INC COM 90385D107 608 4,113 SH   DFND 4 0 0 4,113
ULTRA CLEAN HLDGS INC COM 90385V107 53 5,706 SH   DFND 4 0 0 5,706
ULTRA PETROLEUM CORP COM 903914109 5,327 404,794 SH   DFND 3 404,794 0 0
ULTRA PETROLEUM CORP COM 903914109 1,229 93,397 SH   DFND 4 89,049 0 4,348
ULTRAGENYX PHARMACEUTICAL IN COM 90400D108 58 1,301 SH   DFND 4 0 0 1,301
ULTRAPAR PARTICIPACOES S A SP ADR REP COM 90400P101 396 20,787 SH   DFND 4 20,787 0 0
ULTRATECH INC COM 904034105 74 4,003 SH   DFND 4 0 0 4,003
UMB FINL CORP COM 902788108 315 5,469 SH   DFND 4 0 0 5,469
UMPQUA HLDGS CORP COM 904214103 834 48,601 SH   DFND 4 23,896 0 24,705
UNDER ARMOUR INC CL A 904311107 30,641 451,271 SH   DFND 3 451,271 0 0
UNDER ARMOUR INC CL A 904311107 9,258 136,348 SH   DFND 4 98,653 0 37,695
UNIFI INC COM NEW 904677200 82 2,736 SH   DFND 4 0 0 2,736
UNIFIRST CORP MASS COM 904708104 259 2,094 SH   DFND 4 0 0 2,094
UNILIFE CORP NEW COM 90478E103 54 16,350 SH   DFND 4 0 0 16,350
UNION BANKSHARES CORP NEW COM 90539J109 166 6,831 SH   DFND 4 0 0 6,831
UNION PAC CORP COM 907818108 308,405 2,588,813 SH   DFND 3 2,588,813 0 0
UNION PAC CORP COM 907818108 115,651 970,664 SH   DFND 4 740,878 0 229,786
UNISYS CORP COM NEW 909214306 91 3,077 SH   DFND 3 3,077 0 0
UNISYS CORP COM NEW 909214306 1,549 52,444 SH   DFND 4 39,820 0 12,624
UNIT CORP COM 909218109 50 1,461 SH   DFND 3 1,461 0 0
UNIT CORP COM 909218109 584 17,156 SH   DFND 4 14,839 0 2,317
UNITED BANKSHARES INC WEST V COM 909907107 374 9,953 SH   DFND 4 0 0 9,953
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 143 7,437 SH   DFND 4 0 0 7,437
UNITED CONTL HLDGS INC COM 910047109 17,224 257,492 SH   DFND 3 257,492 0 0
UNITED CONTL HLDGS INC COM 910047109 14,217 212,406 SH   DFND 4 187,525 0 24,881
UNITED FINL BANCORP INC NEW COM 910304104 116 7,936 SH   DFND 4 0 0 7,936
UNITED FIRE GROUP INC COM 910340108 91 3,066 SH   DFND 4 0 0 3,066
UNITED INS HLDGS CORP COM 910710102 69 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 1,173 15,133 SH   DFND 4 6,294 0 8,839
UNITED PARCEL SERVICE INC CL B 911312106 222,963 2,005,607 SH   DFND 3 2,005,607 0 0
UNITED PARCEL SERVICE INC CL B 911312106 98,245 883,056 SH   DFND 4 666,100 0 216,956
UNITED RENTALS INC COM 911363109 23,629 231,631 SH   DFND 3 231,631 0 0
UNITED RENTALS INC COM 911363109 8,774 85,979 SH   DFND 4 63,445 0 22,534
UNITED STATES STL CORP NEW COM 912909108 11,425 427,278 SH   DFND 3 427,278 0 0
UNITED STATES STL CORP NEW COM 912909108 6,775 253,312 SH   DFND 4 232,567 0 20,745
UNITED STATIONERS INC COM 913004107 56 1,330 SH   DFND 3 1,330 0 0
UNITED STATIONERS INC COM 913004107 1,360 32,083 SH   DFND 4 23,523 0 8,560
UNITED TECHNOLOGIES CORP COM 913017109 297,637 2,588,144 SH   DFND 3 2,588,144 0 0
UNITED TECHNOLOGIES CORP COM 913017109 117,251 1,019,357 SH   DFND 4 809,601 0 209,756
UNITEDHEALTH GROUP INC COM 91324P102 280,966 2,779,364 SH   DFND 3 2,779,364 0 0
UNITEDHEALTH GROUP INC COM 91324P102 151,772 1,499,905 SH   DFND 4 1,208,929 0 290,976
UNITIL CORP COM 913259107 72 1,929 SH   DFND 4 0 0 1,929
UNIVERSAL AMERN CORP NEW COM 91338E101 73 7,774 SH   DFND 4 0 0 7,774
UNIVERSAL CORP VA COM 913456109 27 620 SH   DFND 3 620 0 0
UNIVERSAL CORP VA COM 913456109 698 15,929 SH   DFND 4 11,427 0 4,502
UNIVERSAL DISPLAY CORP COM 91347P105 639 22,994 SH   DFND 4 17,154 0 5,840
UNIVERSAL ELECTRS INC COM 913483103 154 2,363 SH   DFND 4 0 0 2,363
UNIVERSAL FST PRODS INC COM 913543104 156 2,929 SH   DFND 4 0 0 2,929
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 126 2,614 SH   DFND 3 2,614 0 0
UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 1,266 26,275 SH   DFND 4 24,505 0 1,770
UNIVERSAL HLTH SVCS INC CL B 913903100 30,414 273,364 SH   DFND 3 273,364 0 0
UNIVERSAL HLTH SVCS INC CL B 913903100 13,270 119,260 SH   DFND 4 95,268 0 23,992
UNIVERSAL INS HLDGS INC COM 91359V107 122 5,868 SH   DFND 4 0 0 5,868
UNIVERSAL STAINLESS & ALLOY COM 913837100 23 940 SH   DFND 4 0 0 940
UNIVERSAL TECHNICAL INST INC COM 913915104 38 3,882 SH   DFND 4 0 0 3,882
UNIVEST CORP PA COM 915271100 59 2,909 SH   DFND 4 0 0 2,909
UNUM GROUP COM 91529Y106 26,461 758,639 SH   DFND 3 758,639 0 0
UNUM GROUP COM 91529Y106 14,042 402,392 SH   DFND 4 326,545 0 75,847
UNWIRED PLANET INC NEW COM 91531F103 13 13,489 SH   DFND 4 0 0 13,489
URBAN OUTFITTERS INC COM 917047102 11,569 329,313 SH   DFND 3 329,313 0 0
URBAN OUTFITTERS INC COM 917047102 4,154 118,260 SH   DFND 4 92,177 0 26,083
URSTADT BIDDLE PPTYS INC CL A 917286205 106 4,845 SH   DFND 3 4,845 0 0
URSTADT BIDDLE PPTYS INC CL A 917286205 988 45,061 SH   DFND 4 41,542 0 3,519
US BANCORP DEL COM NEW 902973304 230,227 5,121,848 SH   DFND 3 5,121,848 0 0
US BANCORP DEL COM NEW 902973304 106,223 2,361,866 SH   DFND 4 1,848,726 0 513,140
US ECOLOGY INC COM 91732J102 131 3,181 SH   DFND 4 0 0 3,181
USANA HEALTH SCIENCES INC COM 90328M107 115 1,101 SH   DFND 4 0 0 1,101
V F CORP COM 918204108 71,027 948,294 SH   DFND 3 948,294 0 0
V F CORP COM 918204108 30,977 413,269 SH   DFND 4 305,245 0 108,024
VAALCO ENERGY INC COM NEW 91851C201 41 9,328 SH   DFND 4 0 0 9,328
VAIL RESORTS INC COM 91879Q109 470 5,197 SH   DFND 4 0 0 5,197
VALE S A ADR REPSTG PFD 91912E204 4,381 603,069 SH   DFND 4 603,069 0 0
VALE S A ADR 91912E105 1,492 182,251 SH   DFND 4 182,251 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 127,848 890,304 SH   DFND 3 890,304 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 34,627 241,136 SH   DFND 4 195,002 0 46,134
VALERO ENERGY CORP NEW COM 91913Y100 72,696 1,468,600 SH   DFND 3 1,468,600 0 0
VALERO ENERGY CORP NEW COM 91913Y100 48,202 973,390 SH   DFND 4 806,615 0 166,775
VALLEY NATL BANCORP COM 919794107 60 6,146 SH   DFND 3 6,146 0 0
VALLEY NATL BANCORP COM 919794107 1,466 150,307 SH   DFND 4 102,196 0 48,111
VALMONT INDS INC COM 920253101 54 419 SH   DFND 4 0 0 419
VALSPAR CORP COM 920355104 74 860 SH   DFND 3 860 0 0
VALSPAR CORP COM 920355104 1,597 18,450 SH   DFND 4 16,366 0 2,084
VANDA PHARMACEUTICALS INC COM 921659108 96 6,427 SH   DFND 4 0 0 6,427
VANGUARD BD INDEX FD INC TOTAL BND MRKT 921937835 55 667 SH   DFND 1 0 0 667
VANGUARD INDEX FDS SM CP VAL ETF 922908611 22 207 SH   DFND 1 0 0 207
VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 21 240 SH   DFND 1 0 0 240
VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 21 207 SH   DFND 1 0 0 207
VANGUARD INDEX FDS SML CP GRW ETF 922908595 20 157 SH   DFND 1 0 0 157
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 13 334 SH   DFND 1 0 0 334
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 16 286 SH   DFND 1 0 0 286
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 16 313 SH   DFND 1 0 0 313
VANGUARD WORLD FD MEGA GRWTH IND 921910816 20 247 SH   DFND 1 0 0 247
VANGUARD WORLD FD MEGA CAP VAL ETF 921910840 20 326 SH   DFND 1 0 0 326
VANTIV INC CL A 92210H105 1,033 30,357 SH   DFND 4 7,202 0 23,155
VARIAN MED SYS INC COM 92220P105 27,538 318,316 SH   DFND 3 318,316 0 0
VARIAN MED SYS INC COM 92220P105 15,524 179,117 SH   DFND 4 138,780 0 40,337
VASCO DATA SEC INTL INC COM 92230Y104 114 4,056 SH   DFND 4 0 0 4,056
VASCULAR SOLUTIONS INC COM 92231M109 67 2,423 SH   DFND 4 0 0 2,423
VCA INC COM 918194101 55 1,130 SH   DFND 3 1,130 0 0
VCA INC COM 918194101 969 19,854 SH   DFND 4 19,207 0 647
VECTOR GROUP LTD COM 92240M108 209 9,709 SH   DFND 4 0 0 9,709
VECTREN CORP COM 92240G101 111 2,402 SH   DFND 3 2,402 0 0
VECTREN CORP COM 92240G101 9,576 207,044 SH   DFND 4 202,612 0 4,432
VECTRUS INC COM 92242T101 9 322 SH   DFND 3 322 0 0
VECTRUS INC COM 92242T101 148 5,385 SH   DFND 4 4,676 0 709
VEECO INSTRS INC DEL COM 922417100 674 19,288 SH   DFND 4 13,476 0 5,812
VENTAS INC COM 92276F100 64,692 902,254 SH   DFND 3 902,254 0 0
VENTAS INC COM 92276F100 58,740 818,506 SH   DFND 4 712,466 0 106,040
VERA BRADLEY INC COM 92335C106 86 4,181 SH   DFND 4 0 0 4,181
VERIFONE SYS INC COM 92342Y109 44 1,182 SH   DFND 3 1,182 0 0
VERIFONE SYS INC COM 92342Y109 912 24,508 SH   DFND 4 21,755 0 2,753
VERINT SYS INC COM 92343X100 470 8,025 SH   DFND 4 0 0 8,025
VERISIGN INC COM 92343E102 22,803 400,049 SH   DFND 3 400,049 0 0
VERISIGN INC COM 92343E102 7,868 138,015 SH   DFND 4 99,950 0 38,065
VERISK ANALYTICS INC CL A 92345Y106 26,768 417,920 SH   DFND 3 417,920 0 0
VERISK ANALYTICS INC CL A 92345Y106 11,117 173,424 SH   DFND 4 138,718 0 34,706
VERITIV CORP COM 923454102 1,322 25,483 SH   DFND 3 25,483 0 0
VERITIV CORP COM 923454102 416 8,016 SH   DFND 4 7,741 0 275
VERIZON COMMUNICATIONS INC COM 92343V104 497 10,620 SH   DFND 2 0 0 10,620
VERIZON COMMUNICATIONS INC COM 92343V104 559,080 11,951,257 SH   DFND 3 11,951,257 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 359,500 7,682,318 SH   DFND 4 6,486,671 0 1,195,647
VERMILION ENERGY INC COM 923725105 64 1,300 SH   DFND 3 1,300 0 0
VERMILION ENERGY INC COM 923725105 2,851 57,986 SH   DFND 4 41,063 0 16,923
VERTEX PHARMACEUTICALS INC COM 92532F100 297 2,496 SH   DFND 2 0 0 2,496
VERTEX PHARMACEUTICALS INC COM 92532F100 79,760 671,381 SH   DFND 3 671,381 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 28,675 241,372 SH   DFND 4 186,567 0 54,805
VIACOM INC NEW CL B 92553P201 76,937 1,022,421 SH   DFND 3 1,022,421 0 0
VIACOM INC NEW CL B 92553P201 31,762 421,939 SH   DFND 4 322,046 0 99,893
VIAD CORP COM NEW 92552R406 105 3,884 SH   DFND 4 0 0 3,884
VIASAT INC COM 92552V100 368 5,831 SH   DFND 4 0 0 5,831
VIEWPOINT FINL GROUP INC MD COM 92672A101 143 5,838 SH   DFND 4 0 0 5,838
VIMPELCOM LTD SPONSORED ADR 92719A106 234 56,103 SH   DFND 4 56,103 0 0
VINA CONCHA Y TORO S A SPONSORED ADR 927191106 9 250 SH   DFND 4 250 0 0
VINCE HLDG CORP COM 92719W108 55 2,084 SH   DFND 4 0 0 2,084
VIOLIN MEMORY INC COM 92763A101 71 14,893 SH   DFND 4 0 0 14,893
VIPSHOP HLDGS LTD SPONSORED ADR 92763W103 1,036 53,000 SH   DFND 4 53,000 0 0
VIRNETX HLDG CORP COM 92823T108 33 6,003 SH   DFND 4 0 0 6,003
VIRTUS INVT PARTNERS INC COM 92828Q109 173 1,009 SH   DFND 4 0 0 1,009
VIRTUSA CORP COM 92827P102 157 3,748 SH   DFND 4 0 0 3,748
VISA INC COM CL A 92826C839 799 3,049 SH   DFND 2 0 0 3,049
VISA INC COM CL A 92826C839 366,211 1,396,684 SH   DFND 3 1,396,684 0 0
VISA INC COM CL A 92826C839 131,028 499,547 SH   DFND 4 368,944 0 130,603
VISHAY INTERTECHNOLOGY INC COM 928298108 80 5,651 SH   DFND 3 5,651 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 1,094 77,203 SH   DFND 4 67,862 0 9,341
VISTEON CORP COM NEW 92839U206 130 1,221 SH   DFND 3 1,221 0 0
VISTEON CORP COM NEW 92839U206 2,523 23,627 SH   DFND 4 20,823 0 2,804
VITAMIN SHOPPE INC COM 92849E101 210 4,337 SH   DFND 4 0 0 4,337
VIVUS INC COM 928551100 35 12,677 SH   DFND 4 0 0 12,677
VMWARE INC CL A COM 928563402 19,027 230,579 SH   DFND 3 230,579 0 0
VMWARE INC CL A COM 928563402 5,768 69,932 SH   DFND 4 52,979 0 16,953
VOCERA COMMUNICATIONS INC COM 92857F107 43 4,138 SH   DFND 4 0 0 4,138
VOLCANO CORPORATION COM 928645100 140 7,812 SH   DFND 4 0 0 7,812
VONAGE HLDGS CORP COM 92886T201 98 25,475 SH   DFND 4 0 0 25,475
VORNADO RLTY TR SH BEN INT 929042109 60,095 510,534 SH   DFND 3 510,534 0 0
VORNADO RLTY TR SH BEN INT 929042109 51,987 441,584 SH   DFND 4 399,046 0 42,538
VOYA FINL INC COM 929089100 18,957 447,312 SH   DFND 3 447,312 0 0
VOYA FINL INC COM 929089100 6,156 145,204 SH   DFND 4 122,280 0 22,924
VRINGO INC COM 92911N104 7 13,625 SH   DFND 4 0 0 13,625
VSE CORP COM 918284100 42 682 SH   DFND 4 0 0 682
VULCAN MATLS CO COM 929160109 25,544 388,619 SH   DFND 3 388,619 0 0
VULCAN MATLS CO COM 929160109 10,378 157,803 SH   DFND 4 121,838 0 35,965
W & T OFFSHORE INC COM 92922P106 49 6,580 SH   DFND 4 0 0 6,580
W P CAREY INC COM 92936U109 1,218 17,379 SH   DFND 3 17,379 0 0
W P CAREY INC COM 92936U109 8,846 126,188 SH   DFND 4 126,188 0 0
WABASH NATL CORP COM 929566107 126 10,155 SH   DFND 4 0 0 10,155
WABCO HLDGS INC COM 92927K102 545 5,199 SH   DFND 4 5,199 0 0
WABTEC CORP COM 929740108 360 4,147 SH   DFND 4 4,147 0 0
WADDELL & REED FINL INC CL A 930059100 36 720 SH   DFND 3 720 0 0
WADDELL & REED FINL INC CL A 930059100 597 11,979 SH   DFND 4 11,979 0 0
WAGEWORKS INC COM 930427109 325 5,118 SH   DFND 4 0 0 5,118
WAL-MART STORES INC COM 931142103 398,242 4,637,197 SH   DFND 3 4,637,197 0 0
WAL-MART STORES INC COM 931142103 215,999 2,513,370 SH   DFND 4 2,010,681 0 502,689
WALGREENS BOOTS ALLIANCE INC COM 931427108 194,261 2,549,353 SH   DFND 3 2,549,353 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 81,505 1,069,670 SH   DFND 4 838,635 0 231,035
WALKER & DUNLOP INC COM 93148P102 61 3,472 SH   DFND 4 0 0 3,472
WALTER ENERGY INC COM 93317Q105 17 11,885 SH   DFND 4 0 0 11,885
WALTER INVT MGMT CORP COM 93317W102 91 5,407 SH   DFND 4 0 0 5,407
WARREN RES INC COM 93564A100 22 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 946 42,540 SH   DFND 4 28,011 0 14,529
WASHINGTON PRIME GROUP INC COM 939647103 551 32,011 SH   DFND 3 32,011 0 0
WASHINGTON PRIME GROUP INC COM 939647103 3,947 229,211 SH   DFND 4 229,211 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 403 14,582 SH   DFND 3 14,582 0 0
WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 3,268 117,900 SH   DFND 4 108,483 0 9,417
WASHINGTON TR BANCORP COM 940610108 82 2,028 SH   DFND 4 0 0 2,028
WASTE CONNECTIONS INC COM 941053100 30 690 SH   DFND 3 690 0 0
WASTE CONNECTIONS INC COM 941053100 1,775 40,318 SH   DFND 4 37,870 0 2,448
WASTE MGMT INC DEL COM 94106L109 63,547 1,238,257 SH   DFND 3 1,238,257 0 0
WASTE MGMT INC DEL COM 94106L109 39,433 767,876 SH   DFND 4 594,432 0 173,444
WATERS CORP COM 941848103 107 949 SH   DFND 2 0 0 949
WATERS CORP COM 941848103 26,949 239,076 SH   DFND 3 239,076 0 0
WATERS CORP COM 941848103 11,352 100,713 SH   DFND 4 80,682 0 20,031
WATERSTONE FINL INC MD COM 94188P101 84 6,361 SH   DFND 4 0 0 6,361
WATSCO INC COM 942622200 31 287 SH   DFND 3 287 0 0
WATSCO INC COM 942622200 1,134 10,557 SH   DFND 4 6,750 0 3,807
WATTS WATER TECHNOLOGIES INC CL A 942749102 899 14,118 SH   DFND 4 10,069 0 4,049
WAUSAU PAPER CORP COM 943315101 84 7,402 SH   DFND 4 0 0 7,402
WCI CMNTYS INC COM PAR $0.01 92923C807 31 1,570 SH   DFND 4 0 0 1,570
WD-40 CO COM 929236107 188 2,179 SH   DFND 4 0 0 2,179
WEB COM GROUP INC COM 94733A104 146 7,732 SH   DFND 4 0 0 7,732
WEBMD HEALTH CORP COM 94770V102 217 5,484 SH   DFND 4 0 0 5,484
WEBSTER FINL CORP CONN COM 947890109 45 1,380 SH   DFND 3 1,380 0 0
WEBSTER FINL CORP CONN COM 947890109 1,417 43,305 SH   DFND 4 26,103 0 17,202
WEIGHT WATCHERS INTL INC NEW COM 948626106 98 3,969 SH   DFND 4 0 0 3,969
WEINGARTEN RLTY INVS SH BEN INT 948741103 11,972 342,843 SH   DFND 3 342,843 0 0
WEINGARTEN RLTY INVS SH BEN INT 948741103 8,783 251,519 SH   DFND 4 248,420 0 3,099
WEIS MKTS INC COM 948849104 101 2,080 SH   DFND 4 0 0 2,080
WELLCARE HEALTH PLANS INC COM 94946T106 121 1,478 SH   DFND 3 1,478 0 0
WELLCARE HEALTH PLANS INC COM 94946T106 2,577 31,117 SH   DFND 4 21,835 0 9,282
WELLS FARGO & CO NEW COM 949746101 828,115 15,106,080 SH   DFND 3 15,106,080 0 0
WELLS FARGO & CO NEW COM 949746101 356,170 6,494,705 SH   DFND 4 5,166,723 0 1,327,982
WENDYS CO COM 95058W100 38 4,200 SH   DFND 3 4,200 0 0
WENDYS CO COM 95058W100 968 107,180 SH   DFND 4 107,180 0 0
WERNER ENTERPRISES INC COM 950755108 33 1,070 SH   DFND 3 1,070 0 0
WERNER ENTERPRISES INC COM 950755108 885 28,351 SH   DFND 4 22,056 0 6,295
WESBANCO INC COM 950810101 135 3,826 SH   DFND 4 0 0 3,826
WESCO AIRCRAFT HLDGS INC COM 950814103 105 7,588 SH   DFND 4 0 0 7,588
WESCO INTL INC COM 95082P105 79 1,043 SH   DFND 3 1,043 0 0
WESCO INTL INC COM 95082P105 1,284 16,833 SH   DFND 4 14,966 0 1,867
WEST BANCORPORATION INC CAP STK 95123P106 37 2,202 SH   DFND 4 0 0 2,202
WEST CORP COM 952355204 179 5,344 SH   DFND 4 0 0 5,344
WEST PHARMACEUTICAL SVSC INC COM 955306105 551 10,207 SH   DFND 4 0 0 10,207
WESTAMERICA BANCORPORATION COM 957090103 190 3,824 SH   DFND 4 0 0 3,824
WESTAR ENERGY INC COM 95709T100 153 3,712 SH   DFND 3 3,712 0 0
WESTAR ENERGY INC COM 95709T100 14,450 350,280 SH   DFND 4 344,941 0 5,339
WESTERN ALLIANCE BANCORP COM 957638109 307 10,939 SH   DFND 4 0 0 10,939
WESTERN ASSET MTG CAP CORP COM 95790D105 114 7,652 SH   DFND 4 0 0 7,652
WESTERN DIGITAL CORP COM 958102105 70,992 641,300 SH   DFND 3 641,300 0 0
WESTERN DIGITAL CORP COM 958102105 28,642 258,702 SH   DFND 4 202,469 0 56,233
WESTERN REFNG INC COM 959319104 65 1,710 SH   DFND 3 1,710 0 0
WESTERN REFNG INC COM 959319104 1,262 33,253 SH   DFND 4 22,161 0 11,092
WESTERN UN CO COM 959802109 29,432 1,643,319 SH   DFND 3 1,643,319 0 0
WESTERN UN CO COM 959802109 14,045 784,138 SH   DFND 4 618,838 0 165,300
WESTLAKE CHEM CORP COM 960413102 5,844 95,659 SH   DFND 3 95,659 0 0
WESTLAKE CHEM CORP COM 960413102 1,097 17,952 SH   DFND 4 13,659 0 4,293
WESTMORELAND COAL CO COM 960878106 61 1,870 SH   DFND 4 0 0 1,870
WESTWOOD HLDGS GROUP INC COM 961765104 61 964 SH   DFND 4 0 0 964
WEX INC COM 96208T104 564 5,613 SH   DFND 4 0 0 5,613
WEYERHAEUSER CO COM 962166104 55,029 1,533,276 SH   DFND 3 1,533,276 0 0
WEYERHAEUSER CO COM 962166104 31,592 879,551 SH   DFND 4 712,546 0 167,005
WGL HLDGS INC COM 92924F106 97 1,780 SH   DFND 3 1,780 0 0
WGL HLDGS INC COM 92924F106 2,028 36,935 SH   DFND 4 26,110 0 10,825
WHIRLPOOL CORP COM 963320106 20,726 106,949 SH   DFND 4 85,488 0 21,461
WHIRLPOOL CORP COM 963320106 43,316 223,577 SH   DFND 3 223,577 0 0
WHITE MTNS INS GROUP LTD COM G9618E107 74 116 SH   DFND 4 116 0 0
WHITESTONE REIT COM 966084204 64 4,148 SH   DFND 4 0 0 4,148
WHITEWAVE FOODS CO COM 966244105 370 10,562 SH   DFND 4 10,562 0 0
WHITING PETE CORP NEW COM 966387102 10,203 309,191 SH   DFND 3 309,191 0 0
WHITING PETE CORP NEW COM 966387102 3,025 91,685 SH   DFND 4 72,415 0 19,270
WHOLE FOODS MKT INC COM 966837106 49,379 979,348 SH   DFND 3 979,348 0 0
WHOLE FOODS MKT INC COM 966837106 19,525 387,223 SH   DFND 4 300,358 0 86,865
WILEY JOHN & SONS INC CL A 968223206 30 500 SH   DFND 3 500 0 0
WILEY JOHN & SONS INC CL A 968223206 428 7,222 SH   DFND 4 7,222 0 0
WILLBROS GROUP INC DEL COM 969203108 34 5,615 SH   DFND 4 0 0 5,615
WILLIAMS CLAYTON ENERGY INC COM 969490101 48 816 SH   DFND 4 0 0 816
WILLIAMS COS INC DEL COM 969457100 95,251 2,119,515 SH   DFND 3 2,119,515 0 0
WILLIAMS COS INC DEL COM 969457100 41,592 925,461 SH   DFND 4 750,001 0 175,460
WILLIAMS SONOMA INC COM 969904101 75 990 SH   DFND 3 990 0 0
WILLIAMS SONOMA INC COM 969904101 1,392 18,358 SH   DFND 4 16,097 0 2,261
WILSHIRE BANCORP INC COM 97186T108 109 10,636 SH   DFND 4 0 0 10,636
WINDSTREAM HLDGS INC COM 97382A101 38 4,560 SH   DFND 2 0 0 4,560
WINDSTREAM HLDGS INC COM 97382A101 14,919 1,810,579 SH   DFND 3 1,810,579 0 0
WINDSTREAM HLDGS INC COM 97382A101 11,673 1,416,197 SH   DFND 4 1,219,792 0 196,405
WINNEBAGO INDS INC COM 974637100 89 4,040 SH   DFND 4 0 0 4,040
WINTHROP RLTY TR SH BEN INT NEW 976391300 104 6,694 SH   DFND 3 6,694 0 0
WINTHROP RLTY TR SH BEN INT NEW 976391300 799 51,240 SH   DFND 4 51,240 0 0
WINTRUST FINL CORP COM 97650W108 314 6,647 SH   DFND 4 0 0 6,647
WIPRO LTD SPON ADR 1 SH 97651M109 2,612 230,717 SH   DFND 4 165,681 0 65,036
WISCONSIN ENERGY CORP COM 976657106 36,178 685,970 SH   DFND 3 685,970 0 0
WISCONSIN ENERGY CORP COM 976657106 48,169 912,630 SH   DFND 4 823,958 0 88,672
WISDOMTREE INVTS INC COM 97717P104 251 15,839 SH   DFND 4 0 0 15,839
WNS HOLDINGS LTD SPON ADR 92932M101 198 9,600 SH   DFND 4 9,600 0 0
WOLVERINE WORLD WIDE INC COM 978097103 443 14,773 SH   DFND 4 0 0 14,773
WOODWARD INC COM 980745103 35 716 SH   DFND 3 716 0 0
WOODWARD INC COM 980745103 997 20,101 SH   DFND 4 10,623 0 9,478
WORKDAY INC CL A 98138H101 17,067 209,126 SH   DFND 3 209,126 0 0
WORKDAY INC CL A 98138H101 5,690 69,718 SH   DFND 4 56,099 0 13,619
WORLD ACCEP CORP DEL COM 981419104 97 1,203 SH   DFND 4 0 0 1,203
WORLD FUEL SVCS CORP COM 981475106 169 3,592 SH   DFND 3 3,592 0 0
WORLD FUEL SVCS CORP COM 981475106 3,828 81,501 SH   DFND 4 73,604 0 7,897
WORLD WRESTLING ENTMT INC CL A 98156Q108 64 5,223 SH   DFND 4 0 0 5,223
WORTHINGTON INDS INC COM 981811102 36 1,180 SH   DFND 3 1,180 0 0
WORTHINGTON INDS INC COM 981811102 785 25,920 SH   DFND 4 18,601 0 7,319
WPX ENERGY INC COM 98212B103 7,122 612,398 SH   DFND 3 612,398 0 0
WPX ENERGY INC COM 98212B103 3,692 318,168 SH   DFND 4 295,721 0 22,447
WRIGHT MED GROUP INC COM 98235T107 192 7,043 SH   DFND 4 0 0 7,043
WSFS FINL CORP COM 929328102 103 1,329 SH   DFND 4 0 0 1,329
WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 717 21,300 SH   DFND 4 21,300 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 33,715 393,130 SH   DFND 3 393,130 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 13,454 156,843 SH   DFND 4 118,677 0 38,166
WYNN RESORTS LTD COM 983134107 34,891 234,547 SH   DFND 3 234,547 0 0
WYNN RESORTS LTD COM 983134107 12,453 83,684 SH   DFND 4 65,287 0 18,397
XCEL ENERGY INC COM 98389B100 51,845 1,443,337 SH   DFND 3 1,443,337 0 0
XCEL ENERGY INC COM 98389B100 75,871 2,111,077 SH   DFND 4 1,915,413 0 195,664
XCERRA CORP COM 98400J108 71 7,895 SH   DFND 4 0 0 7,895
XENOPORT INC COM 98411C100 102 11,340 SH   DFND 4 0 0 11,340
XEROX CORP COM 984121103 90 6,472 SH   DFND 2 0 0 6,472
XEROX CORP COM 984121103 45,832 3,306,783 SH   DFND 3 3,306,783 0 0
XEROX CORP COM 984121103 24,599 1,773,944 SH   DFND 4 1,433,226 0 340,718
XILINX INC COM 983919101 33,621 776,655 SH   DFND 3 776,655 0 0
XILINX INC COM 983919101 12,453 287,616 SH   DFND 4 222,010 0 65,606
XO GROUP INC COM 983772104 91 4,963 SH   DFND 4 0 0 4,963
XOMA CORP DEL COM 98419J107 61 16,864 SH   DFND 4 0 0 16,864
XOOM CORP COM 98419Q101 82 4,648 SH   DFND 4 0 0 4,648
XPO LOGISTICS INC COM 983793100 309 7,527 SH   DFND 4 0 0 7,527
XYLEM INC COM 98419M100 22,381 587,880 SH   DFND 3 587,880 0 0
XYLEM INC COM 98419M100 7,888 207,191 SH   DFND 4 170,719 0 36,472
YADKIN FINL CORP COM 984305102 51 2,585 SH   DFND 4 0 0 2,585
YAHOO INC COM 984332106 296 5,860 SH   DFND 2 0 0 5,860
YAHOO INC COM 984332106 127,302 2,520,337 SH   DFND 3 2,520,337 0 0
YAHOO INC COM 984332106 50,401 997,573 SH   DFND 4 750,968 0 246,605
YAMANA GOLD INC COM 98462Y100 9,382 2,316,990 SH   DFND 3 2,316,990 0 0
YAMANA GOLD INC COM 98462Y100 5,573 1,376,923 SH   DFND 4 1,220,456 0 156,467
YINGLI GREEN ENERGY HLDG CO ADR 98584B103 295 130,914 SH   DFND 4 130,914 0 0
YORK WTR CO COM 987184108 51 2,166 SH   DFND 4 0 0 2,166
YOUKU TUDOU INC SPONSORED ADR 98742U100 721 40,500 SH   DFND 4 40,500 0 0
YRC WORLDWIDE INC COM PAR $.01 984249607 102 4,497 SH   DFND 4 0 0 4,497
YUM BRANDS INC COM 988498101 91,346 1,253,891 SH   DFND 3 1,253,891 0 0
YUM BRANDS INC COM 988498101 35,481 486,906 SH   DFND 4 370,643 0 116,263
YY INC ADS REPCOM CLA 98426T106 574 9,200 SH   DFND 4 9,200 0 0
ZEBRA TECHNOLOGIES CORP CL A 989207105 58 749 SH   DFND 4 749 0 0
ZELTIQ AESTHETICS INC COM 98933Q108 136 4,880 SH   DFND 4 0 0 4,880
ZEP INC COM 98944B108 60 3,872 SH   DFND 4 0 0 3,872
ZIMMER HLDGS INC COM 98956P102 53,670 473,200 SH   DFND 3 473,200 0 0
ZIMMER HLDGS INC COM 98956P102 24,657 217,327 SH   DFND 4 176,741 0 40,586
ZIONS BANCORPORATION COM 989701107 15,645 548,750 SH   DFND 3 548,750 0 0
ZIONS BANCORPORATION COM 989701107 6,809 238,776 SH   DFND 4 205,956 0 32,820
ZIOPHARM ONCOLOGY INC COM 98973P101 81 15,671 SH   DFND 4 0 0 15,671
ZOETIS INC CL A 98978V103 61,732 1,434,627 SH   DFND 3 1,434,627 0 0
ZOETIS INC CL A 98978V103 24,699 573,904 SH   DFND 4 458,656 0 115,248
ZOGENIX INC COM 98978L105 23 17,002 SH   DFND 4 0 0 17,002
ZUMIEZ INC COM 989817101 123 3,119 SH   DFND 4 0 0 3,119