Profiles >> AQR Capital Management LLC >> 13Fs >> 2016-06-30

AQR Capital Management LLC

Last Updated: 3/2/2021

AQR Capital Management LLC is a Limited Liability Company that started in 1998 and is primarily owned and controlled by Clifford S. Asness. To see a profile of the company, click here.

Below is the 13F Filing for AQR Capital Management LLC for Report Period 2016-06-30. Historical analysis on the top 100 Holdings are available by clicking on the Issuer Name in the list.


Historical 13F Holdings - 2016-06-30

Issuer Title of Class CUSIP Value(1000s) Share SH/PRN Put/Call Investment Discretion Other Manager Sole Shared None
1 800 FLOWERS COM CL A 68243Q106 163 18070 SH OTR 0 0 18070
1 800 FLOWERS COM CL A 68243Q106 2994 331931 SH DFND 259646 0 72285
1ST SOURCE CORP COM 336901103 882 27218 SH DFND 27218 0 0
1ST SOURCE CORP COM 336901103 110 3387 SH OTR 0 0 3387
21VIANET GROUP INC SPONSORED ADR 90138A103 168 16414 SH DFND 6962 0 9452
2U INC COM 90214J101 308 10470 SH DFND 10470 0 0
3M CO COM 88579Y101 139824 798447 SH DFND 610811 0 187636
3M CO COM 88579Y101 2779 15870 SH OTR 0 0 15870
58 COM INC SPON ADR REP A 31680Q104 1949 42472 SH DFND 23061 0 19411
8X8 INC NEW COM 282914100 32 2166 SH OTR 0 0 2166
8X8 INC NEW COM 282914100 996 68173 SH DFND 68173 0 0
A10 NETWORKS INC COM 002121101 1005 155364 SH DFND 155364 0 0
A10 NETWORKS INC COM 002121101 15 2260 SH OTR 0 0 2260
AAON INC COM PAR $0.004 000360206 268 9750 SH DFND 9750 0 0
AAR CORP COM 000361105 4440 190236 SH DFND 167101 0 23135
AAR CORP COM 000361105 1371 58742 SH OTR 0 0 58742
AARONS INC COM PAR $0.50 002535300 18518 845957 SH DFND 845957 0 0
ABAXIS INC COM 002567105 932 19732 SH DFND 11403 0 8329
ABAXIS INC COM 002567105 221 4673 SH OTR 0 0 4673
ABBOTT LABS COM 002824100 60240 1532432 SH DFND 1377630 0 154802
ABBOTT LABS COM 002824100 1437 36564 SH OTR 0 0 36564
ABBVIE INC COM 00287Y109 32439 523964 SH DFND 382458 0 141506
ABERCROMBIE & FITCH CO CL A 002896207 45289 2542875 SH DFND 2238029 0 304846
ABERCROMBIE & FITCH CO CL A 002896207 649 36430 SH OTR 0 0 36430
ABIOMED INC COM 003654100 3144 28772 SH DFND 27172 0 1600
ABIOMED INC COM 003654100 98 900 SH OTR 0 0 900
ABM INDS INC COM 000957100 1197 32813 SH DFND 32813 0 0
ABM INDS INC COM 000957100 148 4061 SH OTR 0 0 4061
ACADIA PHARMACEUTICALS INC COM 004225108 469 14434 SH DFND 11934 0 2500
ACADIA PHARMACEUTICALS INC COM 004225108 32 1000 SH OTR 0 0 1000
ACADIA RLTY TR COM SH BEN INT 004239109 1850 52094 SH DFND 52094 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 141411 1248222 SH DFND 1029921 0 218301
ACCO BRANDS CORP COM 00081T108 6258 605765 SH DFND 557668 0 48097
ACCO BRANDS CORP COM 00081T108 381 36836 SH OTR 0 0 36836
ACETO CORP COM 004446100 1036 47343 SH DFND 47343 0 0
ACORDA THERAPEUTICS INC COM 00484M106 1842 72217 SH DFND 72217 0 0
ACORDA THERAPEUTICS INC COM 00484M106 24 934 SH OTR 0 0 934
ACTIVISION BLIZZARD INC COM 00507V109 74049 1868520 SH DFND 1727920 0 140600
ACTUA CORP COM 005094107 109 12100 SH DFND 12100 0 0
ACUITY BRANDS INC COM 00508Y102 16915 68215 SH DFND 63516 0 4699
ACXIOM CORP COM 005125109 6322 287485 SH DFND 287485 0 0
ADDUS HOMECARE CORP COM 006739106 1244 71358 SH DFND 60640 0 10718
ADDUS HOMECARE CORP COM 006739106 2 100 SH OTR 0 0 100
ADOBE SYS INC COM 00724F101 63200 659772 SH DFND 591112 0 68660
ADOBE SYS INC COM 00724F101 280 2920 SH OTR 0 0 2920
ADURO BIOTECH INC COM 00739L101 28 2473 SH OTR 0 0 2473
ADURO BIOTECH INC COM 00739L101 793 70090 SH DFND 59577 0 10513
ADVANCE AUTO PARTS INC COM 00751Y106 15494 95861 SH DFND 83146 0 12715
ADVANCED ENERGY INDS COM 007973100 7686 202481 SH DFND 182905 0 19576
ADVANCED ENERGY INDS COM 007973100 751 19782 SH OTR 0 0 19782
ADVANCED MICRO DEVICES INC COM 007903107 12069 2348145 SH DFND 2166643 0 181502
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 306 96706 SH DFND 55451 0 41255
ADVERUM BIOTECHNOLOGIES INC COM 00773U108 86 27247 SH OTR 0 0 27247
AECOM COM 00766T100 1171 36852 SH DFND 36852 0 0
AEGION CORP COM 00770F104 2769 141914 SH DFND 141914 0 0
AEGION CORP COM 00770F104 385 19714 SH OTR 0 0 19714
AEP INDS INC COM 001031103 1254 15580 SH DFND 13479 0 2101
AEP INDS INC COM 001031103 166 2058 SH OTR 0 0 2058
AES CORP COM 00130H105 13283 1064318 SH DFND 846888 0 217430
AETNA INC NEW COM 00817Y108 216915 1776098 SH DFND 1470482 0 305616
AETNA INC NEW COM 00817Y108 609 4988 SH OTR 0 0 4988
AFLAC INC COM 001055102 104029 1441646 SH DFND 1338482 0 103164
AFLAC INC COM 001055102 56 778 SH OTR 0 0 778
AGCO CORP COM 001084102 77989 1654771 SH DFND 1540836 0 113935
AGILENT TECHNOLOGIES INC COM 00846U101 118564 2672768 SH DFND 2165692 0 507076
AGIOS PHARMACEUTICALS INC COM 00847X104 1479 35308 SH DFND 25541 0 9767
AGL RES INC COM 001204106 1583 23996 SH DFND 23996 0 0
AGL RES INC COM 001204106 1202 18214 SH OTR 0 0 18214
AGNICO EAGLE MINES LTD COM 008474108 76382 1434704 SH DFND 1040512 0 394192
AGREE REALTY CORP COM 008492100 1493 30957 SH OTR 0 0 30957
AGREE REALTY CORP COM 008492100 4506 93413 SH DFND 87906 0 5507
AGRIUM INC COM 008916108 5115 56833 SH DFND 46989 0 9844
AIR LEASE CORP CL A 00912X302 7186 268346 SH DFND 268346 0 0
AIR PRODS & CHEMS INC COM 009158106 15294 107676 SH DFND 107676 0 0
AIR TRANSPORT SERVICES GRP I COM 00922R105 1736 133924 SH DFND 133924 0 0
AIRCASTLE LTD COM G0129K104 488 24952 SH DFND 22328 0 2624
AK STL HLDG CORP COM 001547108 2035 436720 SH DFND 425911 0 10809
AK STL HLDG CORP COM 001547108 122 26106 SH OTR 0 0 26106
AKAMAI TECHNOLOGIES INC COM 00971T101 56312 1006830 SH DFND 875730 0 131100
AKAMAI TECHNOLOGIES INC COM 00971T101 1019 18215 SH OTR 0 0 18215
AKORN INC COM 009728106 2117 74311 SH DFND 74311 0 0
ALAMO GROUP INC COM 011311107 2310 35017 SH DFND 35017 0 0
ALASKA AIR GROUP INC COM 011659109 26399 452896 SH DFND 408717 0 44179
ALBANY INTL CORP CL A 012348108 613 15350 SH DFND 15350 0 0
ALCOA INC COM 013817101 284 30627 SH DFND 30627 0 0
ALDER BIOPHARMACEUTICALS INC COM 014339105 687 27496 SH DFND 27496 0 0
ALERE INC COM 01449J105 470 11266 SH DFND 11266 0 0
ALEXANDER & BALDWIN INC NEW COM 014491104 1524 42159 SH DFND 37556 0 4603
ALEXANDER & BALDWIN INC NEW COM 014491104 68 1870 SH OTR 0 0 1870
ALEXANDERS INC COM 014752109 484 1182 SH DFND 1182 0 0
ALEXANDERS INC COM 014752109 85 208 SH OTR 0 0 208
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 4598 44418 SH DFND 44418 0 0
ALEXANDRIA REAL ESTATE EQ IN COM 015271109 2367 22866 SH OTR 0 0 22866
ALEXION PHARMACEUTICALS INC COM 015351109 631 5405 SH DFND 1001 0 4404
ALIBABA GROUP HLDG LTD SPONSORED ADS 01609W102 192148 2416038 SH DFND 1398312 0 1017726
ALIGN TECHNOLOGY INC COM 016255101 5541 68788 SH DFND 25667 0 43121
ALKERMES PLC SHS G01767105 8010 185338 SH DFND 185338 0 0
ALLEGHANY CORP DEL COM 017175100 43510 79169 SH DFND 65350 0 13819
ALLEGHANY CORP DEL COM 017175100 209 381 SH OTR 0 0 381
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4193 328838 SH DFND 328838 0 0
ALLEGIANT TRAVEL CO COM 01748X102 1332 8791 SH DFND 7486 0 1305
ALLEGIANT TRAVEL CO COM 01748X102 79 522 SH OTR 0 0 522
ALLEGION PUB LTD CO ORD SHS G0176J109 559 8051 SH DFND 8051 0 0
ALLERGAN PLC SHS G0177J108 5166 22357 SH DFND 22357 0 0
ALLETE INC COM NEW 018522300 911 14103 SH OTR 0 0 14103
ALLETE INC COM NEW 018522300 4461 69022 SH DFND 59173 0 9849
ALLIANT ENERGY CORP COM 018802108 40576 1022071 SH DFND 1004990 0 17081
ALLIED MOTION TECHNOLOGIES I COM 019330109 1077 46305 SH DFND 45194 0 1111
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 40007 1138495 SH DFND 1129846 0 8649
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 1899 54043 SH OTR 0 0 54043
ALLISON TRANSMISSION HLDGS I COM 01973R101 5230 185281 SH DFND 185281 0 0
ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 9444 743610 SH DFND 704154 0 39456
ALLSTATE CORP COM 020002101 322157 4605529 SH DFND 3745920 0 859609
ALLSTATE CORP COM 020002101 3324 47523 SH OTR 0 0 47523
ALMOST FAMILY INC COM 020409108 1699 39871 SH DFND 38949 0 922
ALON USA ENERGY INC COM 020520102 805 124234 SH DFND 121498 0 2736
ALON USA ENERGY INC COM 020520102 172 26556 SH OTR 0 0 26556
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 626 44957 SH DFND 44957 0 0
ALPHA & OMEGA SEMICONDUCTOR SHS G6331P104 7 509 SH OTR 0 0 509
ALPHABET INC CAP STK CL A 02079K305 359058 510367 SH DFND 376657 0 133710
ALPHABET INC CAP STK CL A 02079K305 3850 5473 SH OTR 0 0 5473
ALPHABET INC CAP STK CL C 02079K107 229127 331060 SH DFND 250613 0 80447
ALPHABET INC CAP STK CL C 02079K107 4835 6986 SH OTR 0 0 6986
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 225 8088 SH DFND 8088 0 0
ALTRA INDL MOTION CORP COM 02208R106 671 24879 SH DFND 24879 0 0
ALTRA INDL MOTION CORP COM 02208R106 53 1957 SH OTR 0 0 1957
ALTRIA GROUP INC COM 02209S103 245535 3560541 SH DFND 2973619 0 586922
ALTRIA GROUP INC COM 02209S103 3026 43883 SH OTR 0 0 43883
ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 200 25609 SH DFND 25609 0 0
AMAG PHARMACEUTICALS INC COM 00163U106 1357 56721 SH DFND 54156 0 2565
AMAZON COM INC COM 023135106 352547 492645 SH DFND 365359 0 127286
AMAZON COM INC COM 023135106 5057 7067 SH OTR 0 0 7067
AMBAC FINL GROUP INC COM NEW 023139884 4151 252201 SH DFND 218835 0 33366
AMBAC FINL GROUP INC COM NEW 023139884 318 19305 SH OTR 0 0 19305
AMBARELLA INC SHS G037AX101 2683 52810 SH DFND 45073 0 7737
AMBARELLA INC SHS G037AX101 59 1161 SH OTR 0 0 1161
AMBEV SA SPONSORED ADR 02319V103 79026 13371644 SH DFND 9449366 0 3922278
AMC ENTMT HLDGS INC CL A COM 00165C104 2520 91283 SH DFND 69307 0 21976
AMC ENTMT HLDGS INC CL A COM 00165C104 331 11994 SH OTR 0 0 11994
AMC NETWORKS INC CL A 00164V103 14746 244063 SH DFND 244063 0 0
AMDOCS LTD SHS G02602103 3527 61107 SH OTR 0 0 61107
AMDOCS LTD SHS G02602103 141699 2454930 SH DFND 2255776 0 199154
AMEDISYS INC COM 023436108 4299 85157 SH DFND 85157 0 0
AMERCO COM 023586100 47760 127512 SH DFND 127245 0 267
AMEREN CORP COM 023608102 193626 3613774 SH DFND 3049055 0 564719
AMEREN CORP COM 023608102 3538 66026 SH OTR 0 0 66026
AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 31553 2573628 SH DFND 1185329 0 1388299
AMERICAN AIRLS GROUP INC COM 02376R102 8224 290500 SH DFND 286210 0 4290
AMERICAN AIRLS GROUP INC COM 02376R102 75 2657 SH OTR 0 0 2657
AMERICAN ASSETS TR INC COM 024013104 1367 32214 SH DFND 32214 0 0
AMERICAN ASSETS TR INC COM 024013104 153 3596 SH OTR 0 0 3596
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5928 409401 SH DFND 377929 0 31472
AMERICAN AXLE & MFG HLDGS IN COM 024061103 184 12685 SH OTR 0 0 12685
AMERICAN CAMPUS CMNTYS INC COM 024835100 1876 35486 SH DFND 35486 0 0
AMERICAN CAMPUS CMNTYS INC COM 024835100 1592 30111 SH OTR 0 0 30111
AMERICAN CAPITAL AGENCY CORP COM 02503X105 213 10738 SH DFND 10738 0 0
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 50475 3168526 SH DFND 2810725 0 357801
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 161 10128 SH OTR 0 0 10128
AMERICAN ELEC PWR INC COM 025537101 403684 5759509 SH DFND 4958536 0 800973
AMERICAN ELEC PWR INC COM 025537101 5853 83506 SH OTR 0 0 83506
AMERICAN EQTY INVT LIFE HLD COM 025676206 2910 204201 SH DFND 184436 0 19765
AMERICAN EQTY INVT LIFE HLD COM 025676206 38 2665 SH OTR 0 0 2665
AMERICAN EXPRESS CO COM 025816109 5035 82859 SH DFND 68475 0 14384
AMERICAN FINL GROUP INC OHIO COM 025932104 87543 1184135 SH DFND 1168634 0 15501
AMERICAN FINL GROUP INC OHIO COM 025932104 5203 70371 SH OTR 0 0 70371
AMERICAN HOMES 4 RENT CL A 02665T306 515 25162 SH DFND 25162 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 2050 38754 SH OTR 0 0 38754
AMERICAN INTL GROUP INC COM NEW 026874784 120272 2273998 SH DFND 1762609 0 511389
AMERICAN NATL INS CO COM 028591105 2896 25596 SH DFND 25596 0 0
AMERICAN NATL INS CO COM 028591105 776 6856 SH OTR 0 0 6856
AMERICAN PUBLIC EDUCATION IN COM 02913V103 2814 100148 SH DFND 90730 0 9418
AMERICAN PUBLIC EDUCATION IN COM 02913V103 300 10661 SH OTR 0 0 10661
AMERICAN RAILCAR INDS INC COM 02916P103 733 18578 SH DFND 18578 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 976 26080 SH DFND 26080 0 0
AMERICAN SCIENCE & ENGR INC COM 029429107 62 1645 SH OTR 0 0 1645
AMERICAN STS WTR CO COM 029899101 2017 46032 SH DFND 42427 0 3605
AMERICAN STS WTR CO COM 029899101 920 20995 SH OTR 0 0 20995
AMERICAN TOWER CORP NEW COM 03027X100 83829 737864 SH DFND 568047 0 169817
AMERICAN TOWER CORP NEW COM 03027X100 136 1200 SH OTR 0 0 1200
AMERICAN VANGUARD CORP COM 030371108 929 61499 SH DFND 61499 0 0
AMERICAN WOODMARK CORP COM 030506109 5475 82479 SH DFND 72225 0 10254
AMERICAN WOODMARK CORP COM 030506109 160 2403 SH OTR 0 0 2403
AMERICAN WTR WKS CO INC NEW COM 030420103 32252 381636 SH DFND 229799 0 151837
AMERICAN WTR WKS CO INC NEW COM 030420103 5174 61222 SH OTR 0 0 61222
AMERIPRISE FINL INC COM 03076C106 49464 550512 SH DFND 540523 0 9989
AMERIS BANCORP COM 03076K108 1247 41989 SH DFND 41989 0 0
AMERISAFE INC COM 03071H100 4939 80684 SH DFND 80684 0 0
AMERISAFE INC COM 03071H100 459 7493 SH OTR 0 0 7493
AMERISOURCEBERGEN CORP COM 03073E105 296 3727 SH OTR 0 0 3727
AMERISOURCEBERGEN CORP COM 03073E105 129645 1634450 SH DFND 1400771 0 233679
AMGEN INC COM 031162100 470 3088 SH OTR 0 0 3088
AMGEN INC COM 031162100 144550 950051 SH DFND 734066 0 215985
AMKOR TECHNOLOGY INC COM 031652100 3955 687909 SH DFND 586823 0 101086
AMKOR TECHNOLOGY INC COM 031652100 263 45678 SH OTR 0 0 45678
AMN HEALTHCARE SERVICES INC COM 001744101 3584 89672 SH DFND 89672 0 0
AMPHASTAR PHARMACEUTICALS IN COM 03209R103 640 39712 SH DFND 39712 0 0
AMPHENOL CORP NEW CL A 032095101 1221 21296 SH DFND 21296 0 0
AMSURG CORP COM 03232P405 841 10849 SH DFND 10849 0 0
AMTRUST FINL SVCS INC COM 032359309 25608 1045220 SH DFND 1045220 0 0
ANADARKO PETE CORP COM 032511107 1245 23378 SH DFND 23378 0 0
ANALOG DEVICES INC COM 032654105 32517 574093 SH DFND 498516 0 75577
ANALOGIC CORP COM PAR $0.05 032657207 490 6169 SH DFND 6169 0 0
ANALOGIC CORP COM PAR $0.05 032657207 95 1195 SH OTR 0 0 1195
ANDERSONS INC COM 034164103 554 15588 SH DFND 15588 0 0
ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 94607 5238490 SH DFND 3020806 0 2217684
ANI PHARMACEUTICALS INC COM 00182C103 677 12126 SH DFND 12126 0 0
ANIKA THERAPEUTICS INC COM 035255108 5116 95364 SH DFND 82409 0 12955
ANIKA THERAPEUTICS INC COM 035255108 495 9233 SH OTR 0 0 9233
ANNALY CAP MGMT INC COM 035710409 6356 574161 SH DFND 544515 0 29646
ANSYS INC COM 03662Q105 8094 89192 SH DFND 80163 0 9029
ANSYS INC COM 03662Q105 62 686 SH OTR 0 0 686
ANTERO RES CORP COM 03674X106 1075 41386 SH OTR 0 0 41386
ANTERO RES CORP COM 03674X106 50458 1942175 SH DFND 1889324 0 52851
ANTHEM INC COM 036752103 1975 15034 SH OTR 0 0 15034
ANTHEM INC COM 036752103 285448 2173351 SH DFND 1747840 0 425511
AON PLC SHS CL A G0408V102 11763 107686 SH DFND 55095 0 52591
APACHE CORP COM 037411105 485 8718 SH DFND 8718 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 3630 82208 SH DFND 82208 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 1736 39319 SH OTR 0 0 39319
APOGEE ENTERPRISES INC COM 037598109 3035 65489 SH DFND 64672 0 817
APOGEE ENTERPRISES INC COM 037598109 25 536 SH OTR 0 0 536
APOLLO COML REAL EST FIN INC COM 03762U105 1557 96902 SH DFND 96902 0 0
APOLLO ED GROUP INC CL A 037604105 3621 397007 SH DFND 342539 0 54468
APOLLO ED GROUP INC CL A 037604105 54 5882 SH OTR 0 0 5882
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 101 5381 SH DFND 5381 0 0
APPLE HOSPITALITY REIT INC COM NEW 03784Y200 502 26693 SH OTR 0 0 26693
APPLE INC COM 037833100 10621 111101 SH OTR 0 0 111101
APPLE INC COM 037833100 527045 5513023 SH DFND 4016176 0 1496847
APPLIED GENETIC TECHNOL CORP COM 03820J100 743 52574 SH DFND 39374 0 13200
APPLIED GENETIC TECHNOL CORP COM 03820J100 105 7442 SH OTR 0 0 7442
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1858 41168 SH DFND 41168 0 0
APPLIED INDL TECHNOLOGIES IN COM 03820C105 1041 23063 SH OTR 0 0 23063
APPLIED MATLS INC COM 038222105 56183 2343906 SH DFND 1578758 0 765148
APPLIED MATLS INC COM 038222105 45 1877 SH OTR 0 0 1877
APPLIED OPTOELECTRONICS INC COM 03823U102 463 41529 SH DFND 41529 0 0
AQUA AMERICA INC COM 03836W103 487 13657 SH OTR 0 0 13657
AQUA AMERICA INC COM 03836W103 5577 156402 SH DFND 115814 0 40588
ARAMARK COM 03852U106 11821 353711 SH DFND 353711 0 0
ARCBEST CORP COM 03937C105 1692 104096 SH DFND 100549 0 3547
ARCBEST CORP COM 03937C105 188 11553 SH OTR 0 0 11553
ARCH CAP GROUP LTD ORD G0450A105 42672 592671 SH DFND 446549 0 146122
ARCH CAP GROUP LTD ORD G0450A105 1353 18795 SH OTR 0 0 18795
ARCHER DANIELS MIDLAND CO COM 039483102 224160 5226398 SH DFND 4283364 0 943034
ARCHER DANIELS MIDLAND CO COM 039483102 3161 73706 SH OTR 0 0 73706
ARCHROCK INC COM 03957W106 262 27849 SH DFND 27849 0 0
ARCHROCK INC COM 03957W106 81 8590 SH OTR 0 0 8590
ARDMORE SHIPPING CORP COM Y0207T100 648 95697 SH DFND 95697 0 0
ARDMORE SHIPPING CORP COM Y0207T100 77 11358 SH OTR 0 0 11358
ARGAN INC COM 04010E109 297 7130 SH DFND 7130 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 15161 292113 SH DFND 252925 0 39188
ARGO GROUP INTL HLDGS LTD COM G0464B107 2369 45649 SH OTR 0 0 45649
ARISTA NETWORKS INC COM 040413106 3036 47161 SH DFND 18564 0 28597
ARMADA HOFFLER PPTYS INC COM 04208T108 2070 150681 SH DFND 118377 0 32304
ARMADA HOFFLER PPTYS INC COM 04208T108 673 49010 SH OTR 0 0 49010
ARMSTRONG FLOORING INC COM 04238R106 475 28014 SH DFND 28014 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 5594 142882 SH DFND 142882 0 0
ARRIS INTL INC SHS G0551A103 920 43911 SH DFND 43911 0 0
ARROW ELECTRS INC COM 042735100 112185 1812360 SH DFND 1654999 0 157361
ARROW ELECTRS INC COM 042735100 4434 71637 SH OTR 0 0 71637
ASCENA RETAIL GROUP INC COM 04351G101 546 78151 SH DFND 78151 0 0
ASHFORD HOSPITALITY PRIME IN COM 044102101 744 52608 SH DFND 49996 0 2612
ASHFORD HOSPITALITY PRIME IN COM 044102101 19 1370 SH OTR 0 0 1370
ASHFORD HOSPITALITY TR INC COM SHS 044103109 1096 204083 SH DFND 197917 0 6166
ASHLAND INC NEW COM 044209104 16559 144280 SH DFND 144280 0 0
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 42322 912507 SH DFND 895438 0 17069
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 3791 81748 SH OTR 0 0 81748
ASPEN TECHNOLOGY INC COM 045327103 1415 35156 SH DFND 18772 0 16384
ASPEN TECHNOLOGY INC COM 045327103 129 3208 SH OTR 0 0 3208
ASSOCIATED BANC CORP COM 045487105 6323 368706 SH DFND 368706 0 0
ASSURANT INC COM 04621X108 150807 1747267 SH DFND 1507711 0 239556
ASSURANT INC COM 04621X108 58 672 SH OTR 0 0 672
ASSURED GUARANTY LTD COM G0585R106 3201 126166 SH OTR 0 0 126166
ASSURED GUARANTY LTD COM G0585R106 47655 1878401 SH DFND 1320379 0 558022
ASTEC INDS INC COM 046224101 223 3976 SH DFND 3976 0 0
ASTORIA FINL CORP COM 046265104 725 47284 SH DFND 47284 0 0
AT&T INC COM 00206R102 283996 6572457 SH DFND 5169504 0 1402953
AT&T INC COM 00206R102 3501 81032 SH OTR 0 0 81032
ATHENAHEALTH INC COM 04685W103 989 7168 SH DFND 7168 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 435 175567 SH DFND 175567 0 0
ATLANTIC PWR CORP COM NEW 04878Q863 2 800 SH OTR 0 0 800
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 1188 28682 SH DFND 28682 0 0
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 224 13036 SH DFND 13036 0 0
ATMOS ENERGY CORP COM 049560105 42183 518734 SH DFND 502152 0 16582
ATMOS ENERGY CORP COM 049560105 2477 30463 SH OTR 0 0 30463
ATN INTL INC COM 00215F107 1721 22120 SH DFND 22120 0 0
ATN INTL INC COM 00215F107 1413 18161 SH OTR 0 0 18161
ATRICURE INC COM 04963C209 142 10047 SH DFND 10047 0 0
ATRION CORP COM 049904105 543 1269 SH DFND 1269 0 0
ATWOOD OCEANICS INC COM 050095108 8644 690447 SH DFND 652360 0 38087
ATWOOD OCEANICS INC COM 050095108 1062 84814 SH OTR 0 0 84814
AUTODESK INC COM 052769106 3144 58076 SH DFND 23686 0 34390
AUTOLIV INC COM 052800109 10379 96595 SH DFND 95100 0 1495
AUTOMATIC DATA PROCESSING IN COM 053015103 25834 281207 SH DFND 182660 0 98547
AUTONATION INC COM 05329W102 8751 186262 SH DFND 186262 0 0
AUTOZONE INC COM 053332102 65350 82322 SH DFND 69050 0 13272
AVALONBAY CMNTYS INC COM 053484101 39744 220323 SH DFND 184863 0 35460
AVERY DENNISON CORP COM 053611109 135468 1812278 SH DFND 1428396 0 383882
AVERY DENNISON CORP COM 053611109 208 2787 SH OTR 0 0 2787
AVG TECHNOLOGIES N V SHS N07831105 310 16300 SH OTR 0 0 16300
AVG TECHNOLOGIES N V SHS N07831105 2814 148195 SH DFND 114997 0 33198
AVIS BUDGET GROUP COM 053774105 339 10517 SH DFND 10517 0 0
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