Chief Compliance Officer

0001140361-17-007022.txt : 20170214 0001140361-17-007022.hdr.sgml : 20170214 20170214142601 ACCESSION NUMBER: 0001140361-17-007022 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170214 DATE AS OF CHANGE: 20170214 EFFECTIVENESS DATE: 20170214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Brandywine Global Investment Management, LLC CENTRAL INDEX KEY: 0000829108 IRS NUMBER: 510294965 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02204 FILM NUMBER: 17607092 BUSINESS ADDRESS: STREET 1: 2929 ARCH STREET STREET 2: 8TH FLOOR CITY: PHILADELPHIA STATE: PA ZIP: 19104 BUSINESS PHONE: 215-609-3500 MAIL ADDRESS: STREET 1: 2929 ARCH STREET STREET 2: 8TH FLOOR CITY: PHILADELPHIA STATE: PA ZIP: 19104 FORMER COMPANY: FORMER CONFORMED NAME: BRANDYWINE ASSET MANAGEMENT LLC DATE OF NAME CHANGE: 20040414 FORMER COMPANY: FORMER CONFORMED NAME: BRANDYWINE ASSET MANAGEMENT INC DATE OF NAME CHANGE: 19940214 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0000829108 XXXXXXXX 12-31-2016 12-31-2016 Brandywine Global Investment Management, LLC

2929 ARCH STREET 8TH FLOOR PHILADELPHIA PA 19104

13F HOLDINGS REPORT 028-02204 N Christopher Marzullo Chief Compliance Officer 215-609-3500 Christopher Marzullo Philadelphia PA 02-14-2017 1 926 15745530 false 1 0000704051 028-01700 LEGG MASON, INC. 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319829107 5123 361249 SH DFND 1 333149 0 28100 FIRST CMNTY BANCSHARES INC N COM 31983A103 192 6350 SH DFND 1 2350 0 4000 FIRST CONN BANCORP INC MD COM 319850103 6109 269677 SH DFND 1 250836 0 18841 FIRST DEFIANCE FINL CORP COM 32006W106 210 4120 SH DFND 1 1520 0 2600 FIRST FINL CORP IND COM 320218100 296 5590 SH DFND 1 1990 0 3600 FIRST FINANCIAL NORTHWEST IN COM 32022K102 119 6010 SH DFND 1 2210 0 3800 FIRST HORIZON NATL CORP COM 320517105 13 631 SH DFND 1 631 0 0 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 4041 94949 SH DFND 1 90549 0 4400 FIRST MERCHANTS CORP COM 320817109 4146 110105 SH DFND 1 100605 0 9500 FIRST MIDWEST BANCORP DEL COM 320867104 6392 253312 SH DFND 1 235260 0 18052 FIRST NORTHWEST BANCORP COM 335834107 95 6070 SH DFND 1 2270 0 3800 1ST SOURCE CORP COM 336901103 3588 80328 SH DFND 1 76668 0 3660 FLAGSTAR BANCORP INC COM PAR .001 337930705 10446 387736 SH DFND 1 356376 0 31360 FIRSTENERGY CORP COM 337932107 44 1393 SH DFND 1 1393 0 0 FLUOR CORP NEW COM 343412102 33462 637123 SH DFND 1 548723 0 88400 FLOWSERVE CORP COM 34354P105 9010 187505 SH DFND 1 160508 0 26997 FLUSHING FINL CORP COM 343873105 1389 47235 SH DFND 1 39235 0 8000 FONAR CORP COM NEW 344437405 84 4370 SH DFND 1 1570 0 2800 FOOT LOCKER INC COM 344849104 9286 130985 SH DFND 1 98985 0 32000 FORD MTR CO DEL COM PAR $0.01 345370860 28 2239 SH DFND 1 2239 0 0 FORESTAR GROUP INC COM 346233109 222 16680 SH DFND 1 6180 0 10500 FOSSIL GROUP INC COM 34988V106 1 10 SH DFND 1 10 0 0 FRANKLIN FINL NETWORK INC COM 35352P104 255 6070 SH DFND 1 2270 0 3800 FRANKLIN RES INC COM 354613101 19632 495987 SH DFND 1 397587 0 98400 FRIEDMAN INDS INC COM 358435105 828 124245 SH DFND 1 124245 0 0 FULTON FINL CORP PA COM 360271100 11970 636691 SH DFND 1 590291 0 46400 FUTUREFUEL CORPORATION COM 36116M106 278 19950 SH DFND 1 7250 0 12700 GATX CORP COM 361448103 10277 166877 SH DFND 1 152277 0 14600 GSI TECHNOLOGY COM 36241U106 106 16980 SH DFND 1 6280 0 10700 GAIN CAP HLDGS INC COM 36268W100 6811 1035003 SH DFND 1 973943 0 61060 GAP INC DEL COM 364760108 2 75 SH DFND 1 75 0 0 GENERAL DYNAMICS CORP COM 369550108 53868 311986 SH DFND 1 243786 0 68200 GENERAL MTRS CO COM 37045V100 232152 6663360 SH DFND 1 5616670 0 1046690 GENESCO INC COM 371532102 5671 91315 SH DFND 1 80715 0 10600 GENTEX CORP COM 371901109 23447 1190792 SH DFND 1 1139592 0 51200 GENUINE PARTS CO COM 372460105 153 1600 SH Put DFND 1 0 0 0 GENWORTH FINL INC COM CL A 37247D106 1 80 SH DFND 1 80 0 0 GEOSPACE TECHNOLOGIES CORP COM 37364X109 3564 175045 SH DFND 1 159965 0 15080 GILEAD SCIENCES INC COM 375558103 80738 1127461 SH DFND 1 801261 0 326200 GLATFELTER COM 377316104 3934 164669 SH DFND 1 151969 0 12700 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 365 10630 SH DFND 1 3930 0 6700 GOLDMAN SACHS GROUP INC COM 38141G104 90036 376010 SH DFND 1 294110 0 81900 GOODYEAR TIRE & RUBR CO COM 382550101 67669 2192060 SH DFND 1 1859260 0 332800 GRACO INC COM 384109104 358 4304 SH DFND 1 1904 0 2400 GRAHAM CORP COM 384556106 572 25800 SH 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1 3040 0 5300 HAYNES INTERNATIONAL INC COM NEW 420877201 6744 156856 SH DFND 1 143006 0 13850 HEALTHSOUTH CORP COM NEW 421924309 12298 298199 SH DFND 1 298199 0 0 HEARTLAND FINL USA INC COM 42234Q102 3904 81320 SH DFND 1 73720 0 7600 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3393 384617 SH DFND 1 348317 0 36300 HELMERICH & PAYNE INC COM 423452101 10587 136778 SH DFND 1 117478 0 19300 HERITAGE FINL CORP WASH COM 42722X106 354 13737 SH DFND 1 4978 0 8759 HERON THERAPEUTICS INC COM 427746102 530 40451 SH DFND 1 39611 0 840 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 8328 387303 SH DFND 1 366053 0 21250 HERSHEY CO COM 427866108 3 29 SH DFND 1 29 0 0 HEWLETT PACKARD ENTERPRISE C COM 42824C109 12855 555519 SH DFND 1 244119 0 311400 HEXCEL CORP NEW COM 428291108 4201 81650 SH DFND 1 65250 0 16400 HIBBETT SPORTS INC COM 428567101 3180 85235 SH DFND 1 77435 0 7800 HILLENBRAND INC COM 431571108 9948 259388 SH DFND 1 231288 0 28100 HILLTOP HOLDINGS INC COM 432748101 7954 266888 SH DFND 1 244688 0 22200 HOMESTREET INC COM 43785V102 12428 393273 SH DFND 1 367693 0 25580 HOMETRUST BANCSHARES INC COM 437872104 212 8150 SH DFND 1 2950 0 5200 HONEYWELL INTL INC COM 438516106 78582 678304 SH DFND 1 542304 0 136000 HOPE BANCORP INC COM 43940T109 5419 247519 SH DFND 1 228719 0 18800 HORACE MANN EDUCATORS CORP N COM 440327104 5641 131790 SH DFND 1 118290 0 13500 HORIZON BANCORP IND COM 440407104 2497 89150 SH DFND 1 80850 0 8300 HOWARD HUGHES CORP COM 44267D107 5 38 SH DFND 1 38 0 0 HUBBELL INC COM 443510607 5398 46250 SH DFND 1 37050 0 9200 HUNTSMAN CORP COM 447011107 17801 932932 SH DFND 1 884632 0 48300 HURCO COMPANIES INC COM 447324104 161 4840 SH DFND 1 1740 0 3100 HUTTIG BLDG PRODS INC COM 448451104 84 12610 SH DFND 1 4610 0 8000 HYATT HOTELS CORP COM CL A 448579102 1658 29991 SH DFND 1 23091 0 6900 HYSTER YALE MATLS HANDLING I CL A 449172105 6561 102879 SH DFND 1 97539 0 5340 ILG INC COM 44967H101 9253 509228 SH DFND 1 467528 0 41700 IPG PHOTONICS CORP COM 44980X109 71635 725707 SH DFND 1 633817 0 91890 ITT INC COM 45073V108 9390 243453 SH DFND 1 243453 0 0 IBERIABANK CORP COM 450828108 11123 132805 SH DFND 1 123205 0 9600 ICONIX BRAND GROUP INC COM 451055107 259 27710 SH DFND 1 10210 0 17500 IDACORP INC COM 451107106 10 122 SH DFND 1 122 0 0 IDEXX LABS INC COM 45168D104 2 17 SH DFND 1 17 0 0 ILLINOIS TOOL WKS INC COM 452308109 33 263 SH DFND 1 263 0 0 IMPAX LABORATORIES INC COM 45256B101 53 4000 SH DFND 1 4000 0 0 INDEPENDENCE CONTRACT DRIL I COM 453415309 7072 1055375 SH DFND 1 995005 0 60370 INDEPENDENT BANK CORP MICH COM NEW 453838609 152 6970 SH DFND 1 2570 0 4400 INFINITY PPTY & CAS CORP COM 45665Q103 4676 53195 SH DFND 1 50595 0 2600 INGLES MKTS INC CL A 457030104 2254 46857 SH DFND 1 43557 0 3300 INGREDION INC COM 457187102 7164 57326 SH DFND 1 45526 0 11800 INSIGHT ENTERPRISES INC COM 45765U103 7410 183225 SH DFND 1 165325 0 17900 INNOSPEC INC COM 45768S105 6893 100616 SH DFND 1 89416 0 11200 INNOPHOS HOLDINGS INC COM 45774N108 6557 125463 SH DFND 1 118625 0 6838 INTEGRATED DEVICE TECHNOLOGY COM 458118106 710 30135 SH DFND 1 13235 0 16900 INTEL CORP COM 458140100 152832 4213711 SH DFND 1 3369711 0 844000 INTERNATIONAL BANCSHARES COR COM 459044103 8671 212510 SH DFND 1 196910 0 15600 INTERNATIONAL BUSINESS MACHS COM 459200101 140601 847040 SH DFND 1 677340 0 169700 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 130 1100 SH Put DFND 1 0 0 0 INTL PAPER CO COM 460146103 27662 521333 SH DFND 1 361532 0 159801 INTERNATIONAL SPEEDWAY CORP CL A 460335201 4095 111273 SH DFND 1 98391 0 12882 INTERPUBLIC GROUP COS INC COM 460690100 8050 343870 SH DFND 1 275470 0 68400 INTL FCSTONE INC COM 46116V105 2332 58887 SH DFND 1 52587 0 6300 INTUIT COM 461202103 13 111 SH DFND 1 111 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 287 14500 SH DFND 1 5300 0 9200 INVESTORS BANCORP INC NEW COM 46146L101 16831 1206511 SH DFND 1 1147911 0 58600 ION GEOPHYSICAL CORP COM NEW 462044207 27 4470 SH DFND 1 1670 0 2800 IRIDIUM COMMUNICATIONS INC COM 46269C102 3664 381566 SH DFND 1 344566 0 37000 ISHARES TR RUS 1000 VAL ETF 464287598 31110 277686 SH DFND 1 171986 0 105700 ISHARES TR RUS 2000 VAL ETF 464287630 6509 54717 SH DFND 1 43482 0 11235 ISHARES TR MICRO-CAP ETF 464288869 687 8000 SH DFND 1 8000 0 0 IXYS CORP COM 46600W106 238 19960 SH DFND 1 7260 0 12700 JPMORGAN CHASE & CO COM 46625H100 485259 5623575 SH DFND 1 4494250 0 1129325 JABIL CIRCUIT INC COM 466313103 19212 811647 SH DFND 1 778547 0 33100 JACOBS ENGR GROUP INC DEL COM 469814107 6170 108234 SH DFND 1 86634 0 21600 JAKKS PAC INC COM 47012E106 87 16880 SH DFND 1 6180 0 10700 JETBLUE AIRWAYS CORP COM 477143101 3 116 SH DFND 1 116 0 0 JOHNSON & JOHNSON COM 478160104 267805 2324486 SH DFND 1 1845986 0 478500 JONES ENERGY INC COM CL A 48019R108 131 26140 SH DFND 1 9540 0 16600 JUNIPER NETWORKS INC COM 48203R104 3805 134631 SH DFND 1 108731 0 25900 KBR INC COM 48242W106 4073 244015 SH DFND 1 212615 0 31400 KCG HLDGS INC CL A 48244B100 4459 336487 SH DFND 1 306987 0 29500 KLA-TENCOR CORP COM 482480100 10971 139434 SH DFND 1 111434 0 28000 KKR & CO L P DEL COM UNITS 48248M102 122530 7961604 SH DFND 1 6652004 0 1309600 KLX INC COM 482539103 9041 200405 SH DFND 1 183905 0 16500 K12 INC COM 48273U102 361 21030 SH DFND 1 7630 0 13400 KADANT INC COM 48282T104 231 3770 SH DFND 1 1370 0 2400 KATE SPADE & CO COM 485865109 69 3700 SH Put DFND 1 0 0 0 KB HOME COM 48666K109 5510 348455 SH DFND 1 306055 0 42400 KEARNY FINL CORP MD COM 48716P108 4288 275742 SH DFND 1 249942 0 25800 KELLY SVCS INC CL A 488152208 3284 143263 SH DFND 1 126663 0 16600 KEMPER CORP DEL COM 488401100 8797 198561 SH DFND 1 181261 0 17300 KEY TRONICS CORP COM 493144109 62 7890 SH DFND 1 2890 0 5000 KEYCORP NEW COM 493267108 942 51544 SH DFND 1 51544 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 20748 567348 SH DFND 1 555648 0 11700 KFORCE INC COM 493732101 310 13410 SH DFND 1 4910 0 8500 KIMBALL ELECTRONICS INC COM 49428J109 277 15200 SH DFND 1 5600 0 9600 KIRBY CORP COM 497266106 9341 140453 SH DFND 1 135103 0 5350 KNOLL INC COM NEW 498904200 5566 199260 SH DFND 1 176460 0 22800 KOHLS CORP COM 500255104 65736 1331211 SH DFND 1 1123111 0 208100 KONA GRILL INC COM 50047H201 5944 473612 SH DFND 1 440972 0 32640 KRAFT HEINZ CO COM 500754106 157 1800 SH Put DFND 1 0 0 0 KULICKE & SOFFA INDS INC COM 501242101 6546 410382 SH DFND 1 388282 0 22100 LGI HOMES INC COM 50187T106 2204 76691 SH DFND 1 67391 0 9300 LPL FINL HLDGS INC COM 50212V100 703 19945 SH DFND 1 8745 0 11200 L-3 COMMUNICATIONS HLDGS INC COM 502424104 11477 75450 SH DFND 1 58750 0 16700 LAKELAND BANCORP INC COM 511637100 284 14537 SH DFND 1 5382 0 9155 LAM RESEARCH CORP COM 512807108 11839 111973 SH DFND 1 88673 0 23300 LAYNE CHRISTENSEN CO COM 521050104 164 15000 SH DFND 1 5500 0 9500 LEAF GROUP LTD COM 52177G102 65 9830 SH DFND 1 3630 0 6200 LEAR CORP COM NEW 521865204 14169 107037 SH DFND 1 71031 0 36006 LEE ENTERPRISES INC COM 523768109 74 25440 SH DFND 1 9240 0 16200 LEGGETT & PLATT INC COM 524660107 7793 159417 SH DFND 1 112817 0 46600 LEIDOS HLDGS INC COM 525327102 3 54 SH DFND 1 54 0 0 LENNAR CORP CL A 526057104 23 513 SH DFND 1 513 0 0 LEUCADIA NATL CORP COM 527288104 7253 311944 SH DFND 1 247644 0 64300 LIBBEY INC COM 529898108 159 8140 SH DFND 1 3040 0 5100 LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 4 95 SH DFND 1 95 0 0 LIBERTY PPTY TR SH BEN INT 531172104 5 107 SH DFND 1 107 0 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4 111 SH DFND 1 111 0 0 LIFETIME BRANDS INC COM 53222Q103 187 10500 SH DFND 1 3800 0 6700 LINCOLN ELEC HLDGS INC COM 533900106 1175 15319 SH DFND 1 6713 0 8606 LINCOLN NATL CORP IND COM 534187109 13785 208012 SH DFND 1 166412 0 41600 LITHIA MTRS INC CL A 536797103 7669 79192 SH DFND 1 73692 0 5500 LOCKHEED MARTIN CORP COM 539830109 9537 38155 SH DFND 1 16355 0 21800 LOEWS CORP COM 540424108 14134 301796 SH DFND 1 240396 0 61400 LOUISIANA PAC CORP COM 546347105 38651 2041761 SH DFND 1 1714561 0 327200 LULULEMON ATHLETICA INC COM 550021109 7 100 SH DFND 1 100 0 0 LYON WILLIAM HOMES CL A NEW 552074700 263 13810 SH DFND 1 5110 0 8700 MBIA INC COM 55262C100 4644 433958 SH DFND 1 387658 0 46300 MB FINANCIAL INC NEW COM 55264U108 9964 210955 SH DFND 1 194282 0 16673 M D C HLDGS INC COM 552676108 5501 214355 SH DFND 1 189575 0 24780 MGC DIAGNOSTICS CORP COM 552768103 184 23200 SH DFND 1 23200 0 0 MCBC HLDGS INC COM 55276F107 135 9240 SH DFND 1 3440 0 5800 MGIC INVT CORP WIS COM 552848103 9485 930773 SH DFND 1 914673 0 16100 MGM RESORTS INTERNATIONAL COM 552953101 4 106 SH DFND 1 106 0 0 M/I HOMES INC COM 55305B101 471 18690 SH DFND 1 6790 0 11900 MRC GLOBAL INC COM 55345K103 6268 309338 SH DFND 1 290188 0 19150 MSCI INC COM 55354G100 6 71 SH DFND 1 71 0 0 MSG NETWORK INC CL A 553573106 5360 249269 SH DFND 1 220669 0 28600 MTS SYS CORP COM 553777103 2254 39745 SH DFND 1 37355 0 2390 MACYS INC COM 55616P104 76931 2148294 SH DFND 1 1765624 0 382670 MAGELLAN HEALTH INC COM NEW 559079207 7430 98737 SH DFND 1 90437 0 8300 MAGNA INTL INC COM 559222401 79893 1840851 SH DFND 1 1588951 0 251900 MAINSOURCE FINANCIAL GP INC COM 56062Y102 288 8360 SH DFND 1 2960 0 5400 MALIBU BOATS INC COM CL A 56117J100 9020 472725 SH DFND 1 436865 0 35860 MANITOWOC INC COM 563571108 210 35000 SH DFND 1 35000 0 0 MANNING & NAPIER INC CL A 56382Q102 4269 565361 SH DFND 1 532941 0 32420 MANPOWERGROUP INC COM 56418H100 8172 91945 SH DFND 1 62474 0 29471 MARATHON PETE CORP COM 56585A102 23732 471322 SH DFND 1 377022 0 94300 MARCUS & MILLICHAP INC COM 566324109 3833 143445 SH DFND 1 131745 0 11700 MARKEL CORP COM 570535104 11378 12579 SH DFND 1 10079 0 2500 MARLIN BUSINESS SVCS CORP COM 571157106 139 6650 SH DFND 1 2450 0 4200 MATERION CORP COM 576690101 303 7640 SH DFND 1 2840 0 4800 MCDERMOTT INTL INC COM 580037109 6130 829416 SH DFND 1 762816 0 66600 MEDNAX INC COM 58502B106 2192 32880 SH DFND 1 26480 0 6400 MEETME INC COM 585141104 144 29190 SH DFND 1 10790 0 18400 MERCANTILE BANK CORP COM 587376104 220 5830 SH DFND 1 2230 0 3600 MERCK & CO INC COM 58933Y105 147119 2499032 SH DFND 1 1969232 0 529800 MEREDITH CORP COM 589433101 8808 148897 SH DFND 1 137466 0 11431 MERIDIAN BANCORP INC MD COM 58958U103 2348 124202 SH DFND 1 114002 0 10200 MERITAGE HOMES CORP COM 59001A102 5592 160668 SH DFND 1 144568 0 16100 MERITOR INC COM 59001K100 4114 331208 SH DFND 1 304108 0 27100 METHODE ELECTRS INC COM 591520200 3589 86791 SH DFND 1 77291 0 9500 METLIFE INC COM 59156R108 162947 3023690 SH DFND 1 2537890 0 485800 METTLER TOLEDO INTERNATIONAL COM 592688105 9 20 SH DFND 1 20 0 0 MICRON TECHNOLOGY INC COM 595112103 179485 8188180 SH DFND 1 6938205 0 1249975 MIDSOUTH BANCORP INC COM 598039105 378 27769 SH DFND 1 27769 0 0 MILLER HERMAN INC COM 600544100 7831 228960 SH DFND 1 210260 0 18700 MILLER INDS INC TENN COM NEW 600551204 233 8780 SH DFND 1 3180 0 5600 MINERALS TECHNOLOGIES INC COM 603158106 10023 129740 SH DFND 1 117740 0 12000 MODINE MFG CO COM 607828100 378 25320 SH DFND 1 9320 0 16000 MOHAWK INDS INC COM 608190104 13131 65760 SH DFND 1 52560 0 13200 MONSANTO CO NEW COM 61166W101 27 253 SH DFND 1 253 0 0 MORGAN STANLEY COM NEW 617446448 125147 2962046 SH DFND 1 2553646 0 408400 MOSAIC CO NEW COM 61945C103 4489 153019 SH DFND 1 121019 0 32000 MURPHY OIL CORP COM 626717102 22288 715949 SH DFND 1 685249 0 30700 NCR CORP NEW COM 62886E108 28350 698957 SH DFND 1 677307 0 21650 NMI HLDGS INC CL A 629209305 250 23440 SH DFND 1 8640 0 14800 NN INC COM 629337106 8866 465364 SH DFND 1 434634 0 30730 NRG ENERGY INC COM NEW 629377508 4 299 SH DFND 1 299 0 0 NRG YIELD INC CL A NEW 62942X306 2051 133493 SH DFND 1 121793 0 11700 NVR INC COM 62944T105 5658 3390 SH DFND 1 2690 0 700 NACCO INDS INC CL A 629579103 359 3970 SH DFND 1 1470 0 2500 NASDAQ INC COM 631103108 9188 136880 SH DFND 1 108880 0 28000 NATIONAL BK HLDGS CORP CL A 633707104 2931 91898 SH DFND 1 84298 0 7600 NATIONAL OILWELL VARCO INC COM 637071101 12168 324979 SH DFND 1 260479 0 64500 NATIONSTAR MTG HLDGS INC COM 63861C109 5483 303548 SH DFND 1 275128 0 28420 NATURAL ALTERNATIVES INTL IN COM NEW 638842302 38 3280 SH DFND 1 1180 0 2100 NATURAL GAS SERVICES GROUP COM 63886Q109 6222 193515 SH DFND 1 175115 0 18400 NAVIGATORS GROUP INC COM 638904102 5898 50081 SH DFND 1 46481 0 3600 NAVIENT CORP COM 63938C108 21132 1286182 SH DFND 1 1118804 0 167378 NEFF CORP COM CL A 640094207 47 3280 SH DFND 1 1180 0 2100 NELNET INC CL A 64031N108 5925 116742 SH DFND 1 106242 0 10500 NETAPP INC COM 64110D104 2 52 SH DFND 1 52 0 0 NEW HOME CO INC COM 645370107 120 10230 SH DFND 1 3730 0 6500 NEW YORK CMNTY BANCORP INC COM 649445103 5 264 SH DFND 1 264 0 0 NEWMONT MINING CORP COM 651639106 6421 188441 SH DFND 1 152341 0 36100 NEWPARK RES INC COM PAR $.01NEW 651718504 7725 1029881 SH DFND 1 951089 0 78792 NEWS CORP NEW CL A 65249B109 3760 328087 SH DFND 1 263087 0 65000 NOMURA HLDGS INC SPONSORED ADR 65535H208 1 1 SH DFND 1 1 0 0 NORDSON CORP COM 655663102 1473 13143 SH DFND 1 5725 0 7418 NORDSTROM INC COM 655664100 3522 73464 SH DFND 1 32264 0 41200 NORFOLK SOUTHERN CORP COM 655844108 33676 311608 SH DFND 1 230408 0 81200 NORTHEAST BANCORP COM NEW 663904209 402 30664 SH DFND 1 30664 0 0 NORTHERN TR CORP COM 665859104 17932 201366 SH DFND 1 160966 0 40400 NORTHFIELD BANCORP INC DEL COM 66611T108 4344 217490 SH DFND 1 201190 0 16300 NORTHRIM BANCORP INC COM 666762109 99 3129 SH DFND 1 993 0 2136 NORTHROP GRUMMAN CORP COM 666807102 14547 62545 SH DFND 1 26832 0 35713 NORTHWEST BANCSHARES INC MD COM 667340103 7077 392462 SH DFND 1 362162 0 30300 NORTHWEST PIPE CO COM 667746101 1455 84470 SH DFND 1 81470 0 3000 NUCOR CORP COM 670346105 15949 267958 SH DFND 1 212658 0 55300 NUTRACEUTICAL INTL CORP COM 67060Y101 198 5660 SH DFND 1 2060 0 3600 OGE ENERGY CORP COM 670837103 5681 169810 SH DFND 1 135110 0 34700 OASIS PETE INC NEW COM 674215108 13447 888117 SH DFND 1 814317 0 73800 OCCIDENTAL PETE CORP DEL COM 674599105 45676 641243 SH DFND 1 509243 0 132000 OCEANEERING INTL INC COM 675232102 33301 1180434 SH DFND 1 1020194 0 160240 OCEANFIRST FINL CORP COM 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INC COM 700885106 329 16324 SH DFND 1 16324 0 0 PARKER DRILLING CO COM 701081101 149 57250 SH DFND 1 20850 0 36400 PARKER HANNIFIN CORP COM 701094104 1429 10205 SH DFND 1 4605 0 5600 PATTERSON UTI ENERGY INC COM 703481101 13687 508431 SH DFND 1 470631 0 37800 PAYPAL HLDGS INC COM 70450Y103 63 1600 SH Put DFND 1 0 0 0 PEAPACK-GLADSTONE FINL CORP COM 704699107 175 5660 SH DFND 1 2060 0 3600 PEAK RESORTS INC COM 70469L100 36 6390 SH DFND 1 2290 0 4100 PENNEY J C INC COM 708160106 1 1 SH DFND 1 1 0 0 PENNYMAC FINL SVCS INC CL A 70932B101 169 10140 SH DFND 1 3640 0 6500 PENSKE AUTOMOTIVE GRP INC COM 70959W103 17197 331717 SH DFND 1 315517 0 16200 PEOPLES BANCORP INC COM 709789101 271 8340 SH DFND 1 3040 0 5300 PEOPLES UNITED FINANCIAL INC COM 712704105 20059 1036063 SH DFND 1 990563 0 45500 PFIZER INC COM 717081103 218614 6730714 SH DFND 1 5443711 0 1287003 PHARMERICA CORP COM 71714F104 357 14170 SH DFND 1 5170 0 9000 PHARMATHENE INC COM 71714G102 108 33060 SH DFND 1 12260 0 20800 PHILLIPS 66 COM 718546104 44059 509875 SH DFND 1 399775 0 110100 PHOTRONICS INC COM 719405102 2913 257735 SH DFND 1 237835 0 19900 PILGRIMS PRIDE CORP NEW COM 72147K108 1968 103602 SH DFND 1 45302 0 58300 PINNACLE WEST CAP CORP COM 723484101 7476 95798 SH DFND 1 76798 0 19000 PIONEER ENERGY SVCS CORP COM 723664108 237 34460 SH DFND 1 12660 0 21800 PIPER JAFFRAY COS COM 724078100 3531 48695 SH DFND 1 43295 0 5400 PLY GEM HLDGS INC COM 72941W100 4230 260285 SH DFND 1 238985 0 21300 POLARIS INDS INC COM 731068102 10627 128983 SH DFND 1 121734 0 7249 POLYONE CORP COM 73179P106 10148 316700 SH DFND 1 292300 0 24400 POPULAR INC COM NEW 733174700 92032 2100210 SH DFND 1 1861176 0 239034 POWELL INDS INC COM 739128106 330 8440 SH DFND 1 3040 0 5400 PRICE T ROWE GROUP INC COM 74144T108 15897 211225 SH DFND 1 167825 0 43400 PRICELINE GRP INC COM NEW 741503403 14 9 SH DFND 1 9 0 0 PRIMERICA INC COM 74164M108 13354 193109 SH DFND 1 171549 0 21560 PRINCIPAL FINL GROUP INC COM 74251V102 14603 252382 SH DFND 1 198982 0 53400 PROASSURANCE CORP COM 74267C106 8468 150664 SH DFND 1 148764 0 1900 PROCTER AND GAMBLE CO COM 742718109 41 481 SH DFND 1 481 0 0 PROGRESSIVE CORP OHIO COM 743315103 17789 501076 SH DFND 1 400076 0 101000 PROSPERITY BANCSHARES INC COM 743606105 15021 209256 SH DFND 1 204556 0 4700 PROVIDENT BANCORP INC COM 74383X109 652 36400 SH DFND 1 36400 0 0 PROVIDENT FINL HLDGS INC COM 743868101 89 4370 SH DFND 1 1570 0 2800 PROVIDENT FINL SVCS INC COM 74386T105 6269 221492 SH DFND 1 206892 0 14600 PRUDENTIAL FINL INC COM 744320102 41224 396154 SH DFND 1 311554 0 84600 PUBLIC SVC ENTERPRISE GROUP COM 744573106 19171 436882 SH DFND 1 349382 0 87500 PULTE GROUP INC COM 745867101 5499 299182 SH DFND 1 238582 0 60600 QCR HOLDINGS INC COM 74727A104 198 4570 SH DFND 1 1670 0 2900 PZENA INVESTMENT MGMT INC CLASS A 74731Q103 5321 478914 SH DFND 1 452337 0 26577 QEP RES INC COM 74733V100 14651 795779 SH DFND 1 795779 0 0 QORVO INC COM 74736K101 6038 114493 SH DFND 1 91693 0 22800 QUALCOMM INC COM 747525103 69165 1060806 SH DFND 1 656295 0 404511 QUANTA SVCS INC COM 74762E102 12818 367798 SH DFND 1 357898 0 9900 QUEST DIAGNOSTICS INC COM 74834L100 15620 169967 SH DFND 1 119067 0 50900 RCI HOSPITALITY HLDGS INC COM 74934Q108 127 7390 SH DFND 1 2690 0 4700 RPC INC COM 749660106 4278 215908 SH DFND 1 203068 0 12840 RPM INTL INC COM 749685103 6386 118630 SH DFND 1 94830 0 23800 RADIAN GROUP INC COM 750236101 8813 490136 SH DFND 1 490136 0 0 RALPH LAUREN CORP CL A 751212101 4451 49280 SH DFND 1 39180 0 10100 RAYMOND JAMES FINANCIAL INC COM 754730109 8764 126505 SH DFND 1 101205 0 25300 RAYONIER ADVANCED MATLS INC COM 75508B104 331 21350 SH DFND 1 7850 0 13500 RAYTHEON CO COM NEW 755111507 25 172 SH DFND 1 172 0 0 RED LION HOTELS CORP COM 756764106 124 14800 SH DFND 1 5500 0 9300 REGAL BELOIT CORP COM 758750103 11955 172627 SH DFND 1 157527 0 15100 REGIS CORP MINN COM 758932107 138 9500 SH DFND 1 9500 0 0 REGIONAL MGMT CORP COM 75902K106 162 6160 SH DFND 1 2260 0 3900 REGIONS FINL CORP NEW COM 7591EP100 20839 1451127 SH DFND 1 1041427 0 409700 REINSURANCE GROUP AMER INC COM NEW 759351604 8866 70456 SH DFND 1 55256 0 15200 RELIANCE STEEL & ALUMINUM CO COM 759509102 101395 1274764 SH DFND 1 1122264 0 152500 RENASANT CORP COM 75970E107 3951 93577 SH DFND 1 86175 0 7402 RENEWABLE ENERGY GROUP INC COM NEW 75972A301 332 34160 SH DFND 1 12460 0 21700 REPUBLIC BANCORP KY CL A 760281204 8525 215580 SH DFND 1 202280 0 13300 REPUBLIC SVCS INC COM 760759100 12 198 SH DFND 1 198 0 0 RESTORATION HARDWARE HLDGS I COM 761283100 1 1 SH DFND 1 1 0 0 RESTAURANT BRANDS INTL INC COM 76131D103 52 1100 SH Put DFND 1 0 0 0 RETAILMENOT INC COM SER 1 76132B106 208 22260 SH DFND 1 8160 0 14100 RICHARDSON ELECTRS LTD COM 763165107 35 5460 SH DFND 1 2060 0 3400 RIVERVIEW BANCORP INC COM 769397100 17 2380 SH DFND 1 880 0 1500 ROBERT HALF INTL INC COM 770323103 2208 45250 SH DFND 1 36450 0 8800 ROCKWELL AUTOMATION INC COM 773903109 2081 15478 SH DFND 1 6778 0 8700 ROCKWELL COLLINS INC COM 774341101 10400 112112 SH DFND 1 89412 0 22700 RUSH ENTERPRISES INC CL A 781846209 3639 114052 SH DFND 1 104752 0 9300 RYDER SYS INC COM 783549108 13231 177735 SH DFND 1 177735 0 0 S & T BANCORP INC COM 783859101 4499 115234 SH DFND 1 105334 0 9900 S&P GLOBAL INC COM 78409V104 6297 58550 SH DFND 1 25850 0 32700 SLM CORP COM 78442P106 13824 1254389 SH DFND 1 1200029 0 54360 SAFETY INS GROUP INC COM 78648T100 3520 47753 SH DFND 1 44332 0 3421 SALEM MEDIA GROUP INC CL A 794093104 93 14800 SH DFND 1 5500 0 9300 SANDY SPRING BANCORP INC COM 800363103 2990 74765 SH DFND 1 68965 0 5800 SANMINA CORPORATION COM 801056102 13295 362734 SH DFND 1 324934 0 37800 SANTANDER CONSUMER USA HDG I COM 80283M101 80115 5934391 SH DFND 1 5171933 0 762458 SCANA CORP NEW COM 80589M102 9342 127475 SH DFND 1 101975 0 25500 SCANSOURCE INC COM 806037107 4916 121832 SH DFND 1 110632 0 11200 SCHNITZER STL INDS CL A 806882106 516 20060 SH DFND 1 7360 0 12700 SCHOLASTIC CORP COM 807066105 6351 133720 SH DFND 1 119220 0 14500 SCHULMAN A INC COM 808194104 3330 99545 SH DFND 1 92645 0 6900 SCHWEITZER-MAUDUIT INTL INC COM 808541106 5801 127396 SH DFND 1 112696 0 14700 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 72814 1020223 SH DFND 1 873823 0 146400 SEABOARD CORP COM 811543107 4 1 SH DFND 1 1 0 0 SEACOR HOLDINGS INC COM 811904101 4672 65531 SH DFND 1 60531 0 5000 SELECTIVE INS GROUP INC COM 816300107 7948 184600 SH DFND 1 165100 0 19500 SENECA FOODS CORP NEW CL A 817070501 242 6020 SH DFND 1 2220 0 3800 SHENANDOAH TELECOMMUNICATION COM 82312B106 28 1000 SH DFND 1 1000 0 0 SHILOH INDS INC COM 824543102 61 8740 SH DFND 1 3240 0 5500 SIERRA BANCORP COM 82620P102 132 4927 SH DFND 1 2060 0 2867 SIENTRA INC COM 82621J105 83 9640 SH DFND 1 3540 0 6100 SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 360 5780 SH DFND 1 2180 0 3600 SKYWEST INC COM 830879102 7669 210396 SH DFND 1 185896 0 24500 SKYWORKS SOLUTIONS INC COM 83088M102 12495 167346 SH DFND 1 133946 0 33400 SMART SAND INC COM 83191H107 2641 159555 SH DFND 1 150765 0 8790 SNAP ON INC COM 833034101 8285 48370 SH DFND 1 39170 0 9200 SOLAREDGE TECHNOLOGIES INC COM 83417M104 4032 325130 SH DFND 1 318020 0 7110 SONIC AUTOMOTIVE INC CL A 83545G102 2666 116386 SH DFND 1 108688 0 7698 SONOCO PRODS CO COM 835495102 4460 84615 SH DFND 1 66915 0 17700 SOUTHWEST AIRLS CO COM 844741108 27621 554184 SH DFND 1 441584 0 112600 SOUTHWEST BANCORP INC OKLA COM 844767103 208 7170 SH DFND 1 2670 0 4500 SPARTANNASH CO COM 847215100 5682 143684 SH DFND 1 129104 0 14580 SPEEDWAY MOTORSPORTS INC COM 847788106 3626 167294 SH DFND 1 150734 0 16560 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8721 149447 SH DFND 1 107747 0 41700 SPIRIT AIRLS INC COM 848577102 13337 230491 SH DFND 1 230491 0 0 SPOK HLDGS INC COM 84863T106 329 15830 SH DFND 1 5730 0 10100 SPRINT CORP COM SER 1 85207U105 25 2908 SH DFND 1 2908 0 0 STANLEY BLACK & DECKER INC COM 854502101 15003 130813 SH DFND 1 103613 0 27200 STAPLES INC COM 855030102 1 1 SH DFND 1 1 0 0 STATE AUTO FINL CORP COM 855707105 2209 82368 SH DFND 1 74268 0 8100 STATE BK FINL CORP COM 856190103 313 11620 SH DFND 1 4220 0 7400 STATE NATL COS INC COM 85711T305 317 22840 SH DFND 1 8440 0 14400 STATE STR CORP COM 857477103 27013 347561 SH DFND 1 277661 0 69900 STEELCASE INC CL A 858155203 5851 326848 SH DFND 1 299748 0 27100 STERLING BANCORP DEL COM 85917A100 8228 351587 SH DFND 1 322587 0 29000 STIFEL FINL CORP COM 860630102 13550 271266 SH DFND 1 262836 0 8430 STONERIDGE INC COM 86183P102 245 13810 SH DFND 1 5110 0 8700 STONEMOR PARTNERS L P COM UNITS 86183Q100 1747 196000 SH DFND 1 0 0 196000 SUCAMPO PHARMACEUTICALS INC CL A 864909106 871 64248 SH DFND 1 62868 0 1380 SUNTRUST BKS INC COM 867914103 24697 450262 SH DFND 1 355562 0 94700 SUPERIOR INDS INTL INC COM 868168105 330 12510 SH DFND 1 4610 0 7900 SUPERNUS PHARMACEUTICALS INC COM 868459108 2197 86981 SH DFND 1 82191 0 4790 SUPREME INDS INC CL A 868607102 167 10630 SH DFND 1 3930 0 6700 SWIFT TRANSN CO CL A 87074U101 7780 319364 SH DFND 1 290964 0 28400 SYNOVUS FINL CORP COM NEW 87161C501 26221 638267 SH DFND 1 582067 0 56200 SYNCHRONY FINL COM 87165B103 91912 2534080 SH DFND 1 2136579 0 397501 SYSCO CORP COM 871829107 19 337 SH DFND 1 337 0 0 TCF FINL CORP COM 872275102 6936 354057 SH DFND 1 347357 0 6700 TRI POINTE GROUP INC COM 87265H109 6995 609277 SH DFND 1 554577 0 54700 TTM TECHNOLOGIES INC COM 87305R109 5199 381397 SH DFND 1 347597 0 33800 TAILORED BRANDS INC COM 87403A107 4679 183112 SH DFND 1 167912 0 15200 TARGET CORP COM 87612E106 58225 806094 SH DFND 1 536994 0 269100 TAYLOR MORRISON HOME CORP CL A 87724P106 2627 136348 SH DFND 1 121548 0 14800 TECH DATA CORP COM 878237106 11328 133772 SH DFND 1 116872 0 16900 TECK RESOURCES LTD CL B 878742204 8 415 SH DFND 1 415 0 0 TEGNA INC COM 87901J105 3 98 SH DFND 1 98 0 0 TELEPHONE & DATA SYS INC COM NEW 879433829 12069 418032 SH DFND 1 369032 0 49000 TENNECO INC COM 880349105 13991 223952 SH DFND 1 211652 0 12300 TERADATA CORP DEL COM 88076W103 11407 419807 SH DFND 1 404652 0 15155 TEREX CORP NEW COM 880779103 65317 2071553 SH DFND 1 1780334 0 291219 TERRITORIAL BANCORP INC COM 88145X108 509 15470 SH DFND 1 12170 0 3300 TESCO CORP COM 88157K101 144 17380 SH DFND 1 6480 0 10900 TESORO CORP COM 881609101 20 225 SH DFND 1 225 0 0 TESLA MTRS INC COM 88160R101 1 1 SH DFND 1 1 0 0 TEXAS INSTRS INC COM 882508104 17066 233872 SH DFND 1 103155 0 130717 TEXTRON INC COM 883203101 11695 240829 SH DFND 1 192629 0 48200 THOR INDS INC COM 885160101 13001 129936 SH DFND 1 129936 0 0 3M CO COM 88579Y101 22002 123209 SH DFND 1 54199 0 69010 TIME WARNER INC COM NEW 887317303 138867 1438588 SH DFND 1 1044988 0 393600 TIMKENSTEEL CORP COM 887399103 117 7540 SH DFND 1 2740 0 4800 TITAN INTL INC ILL COM 88830M102 5705 508909 SH DFND 1 481169 0 27740 TITAN MACHY INC COM 88830R101 14435 990670 SH DFND 1 931090 0 59580 TITAN PHARMACEUTICALS INC DE COM NEW 888314309 39 9680 SH DFND 1 3480 0 6200 TOLL BROTHERS INC COM 889478103 18691 602919 SH DFND 1 591719 0 11200 TORCHMARK CORP COM 891027104 21904 296953 SH DFND 1 233453 0 63500 TOWER INTL INC COM 891826109 437 15390 SH DFND 1 5590 0 9800 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 87518 746740 SH DFND 1 633440 0 113300 TRAVELERS COMPANIES INC COM 89417E109 98535 804892 SH DFND 1 574427 0 230465 TRIBUNE MEDIA CO CL A 896047503 4 86 SH DFND 1 86 0 0 TRICO BANCSHARES COM 896095106 360 10510 SH DFND 1 3810 0 6700 TRIMAS CORP COM NEW 896215209 2814 119738 SH DFND 1 107138 0 12600 TRINITY INDS INC COM 896522109 5 179 SH DFND 1 179 0 0 TRIPLE-S MGMT CORP CL B 896749108 88 4209 SH DFND 1 0 0 4209 TRISTATE CAP HLDGS INC COM 89678F100 6499 294072 SH DFND 1 273902 0 20170 TRIUMPH BANCORP INC COM 89679E300 167 6350 SH DFND 1 2350 0 4000 TRIUMPH GROUP INC NEW COM 896818101 7301 275493 SH DFND 1 262710 0 12783 TRONC INC COM 89703P107 251 18070 SH DFND 1 6670 0 11400 TRUSTMARK CORP COM 898402102 7100 199144 SH DFND 1 183244 0 15900 TUPPERWARE BRANDS CORP COM 899896104 23357 443877 SH DFND 1 363436 0 80441 TURQUOISE HILL RES LTD COM 900435108 2 732 SH DFND 1 732 0 0 TUTOR PERINI CORP COM 901109108 5205 185886 SH DFND 1 171586 0 14300 TWENTY FIRST CENTY FOX INC CL A 90130A101 27298 973512 SH DFND 1 772912 0 200600 TWIN DISC INC COM 901476101 76 5190 SH DFND 1 1890 0 3300 TWO HBRS INVT CORP COM 90187B101 55366 6349203 SH DFND 1 5673903 0 675300 TYSON FOODS INC CL A 902494103 8084 131055 SH DFND 1 57555 0 73500 UGI CORP NEW COM 902681105 4 76 SH DFND 1 76 0 0 US BANCORP DEL COM NEW 902973304 77949 1517393 SH DFND 1 1213193 0 304200 U S G CORP COM NEW 903293405 14020 485428 SH DFND 1 485428 0 0 ULTRA CLEAN HLDGS INC COM 90385V107 880 90680 SH DFND 1 79580 0 11100 UMPQUA HLDGS CORP COM 904214103 11084 590187 SH DFND 1 590187 0 0 UNICO AMERN CORP COM 904607108 240 22300 SH DFND 1 22300 0 0 UNIFI INC COM NEW 904677200 409 12510 SH DFND 1 4610 0 7900 UNION BANKSHARES CORP NEW COM 90539J109 4582 128185 SH DFND 1 117260 0 10925 UNION PAC CORP COM 907818108 76111 734095 SH DFND 1 586995 0 147100 UNIT CORP COM 909218109 4946 184067 SH DFND 1 166667 0 17400 UNITED CMNTY FINL CORP OHIO COM 909839102 186 20780 SH DFND 1 7580 0 13200 UNITED BANKSHARES INC WEST V COM 909907107 7122 153985 SH DFND 1 140685 0 13300 UNITED CONTL HLDGS INC COM 910047109 24803 340316 SH DFND 1 252216 0 88100 UNITED FINL BANCORP INC NEW COM 910304104 2924 161001 SH DFND 1 144052 0 16949 UNITED FIRE GROUP INC COM 910340108 4236 86137 SH DFND 1 77537 0 8600 UNITED PARCEL SERVICE INC CL B 911312106 35837 312600 SH DFND 1 251200 0 61400 UNITED RENTALS INC COM 911363109 11989 113547 SH DFND 1 76922 0 36625 UNITED STATES CELLULAR CORP COM 911684108 3 53 SH DFND 1 53 0 0 UNITED TECHNOLOGIES CORP COM 913017109 99382 906596 SH DFND 1 659929 0 246667 UNITED THERAPEUTICS CORP DEL COM 91307C102 2172 15142 SH DFND 1 12242 0 2900 UNIVERSAL CORP VA COM 913456109 5915 92778 SH DFND 1 81878 0 10900 UNIVERSAL INS HLDGS INC COM 91359V107 4502 158497 SH DFND 1 148297 0 10200 UNIVERSAL STAINLESS & ALLOY COM 913837100 789 58370 SH DFND 1 55870 0 2500 UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3218 196770 SH DFND 1 178840 0 17930 UNIVERSAL HLTH SVCS INC CL B 913903100 8515 80040 SH DFND 1 63940 0 16100 UNIVEST CORP PA COM 915271100 168 5430 SH DFND 1 2030 0 3400 UNUM GROUP COM 91529Y106 14144 321946 SH DFND 1 217646 0 104300 URBAN OUTFITTERS INC COM 917047102 1314 46108 SH DFND 1 20208 0 25900 V F CORP COM 918204108 2736 51283 SH DFND 1 22483 0 28800 VSE CORP COM 918284100 190 4870 SH DFND 1 1770 0 3100 VALEANT PHARMACEUTICALS INTL COM 91911K102 1 1 SH DFND 1 1 0 0 VALEANT PHARMACEUTICALS INTL COM 91911K102 20 1400 SH Call DFND 1 0 0 0 VALERO ENERGY CORP NEW COM 91913Y100 10901 159544 SH DFND 1 128744 0 30800 VALLEY NATL BANCORP COM 919794107 9916 851833 SH DFND 1 774958 0 76875 VARIAN MED SYS INC COM 92220P105 7 70 SH DFND 1 70 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 187190 3506736 SH DFND 1 2803036 0 703700 VERITIV CORP COM 923454102 2622 48774 SH DFND 1 43374 0 5400 VILLAGE SUPER MKT INC CL A NEW 927107409 120 3870 SH DFND 1 1370 0 2500 VISA INC COM CL A 92826C839 78 1000 SH Put DFND 1 0 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 10734 662592 SH DFND 1 588722 0 73870 VISHAY PRECISION GROUP INC COM 92835K103 126 6650 SH DFND 1 2550 0 4100 VOYA FINL INC COM 929089100 2689 68550 SH DFND 1 55250 0 13300 WABCO HLDGS INC COM 92927K102 5199 48970 SH DFND 1 39170 0 9800 WEC ENERGY GROUP INC COM 92939U106 4 59 SH DFND 1 59 0 0 WABASH NATL CORP COM 929566107 4147 262110 SH DFND 1 230010 0 32100 WABTEC CORP COM 929740108 2417 29112 SH DFND 1 12712 0 16400 WAL-MART STORES INC COM 931142103 218840 3166080 SH DFND 1 2382880 0 783200 WALKER & DUNLOP INC COM 93148P102 2998 96083 SH DFND 1 87083 0 9000 WASHINGTON FED INC COM 938824109 14558 423799 SH DFND 1 393299 0 30500 WASTE MGMT INC DEL COM 94106L109 19 256 SH DFND 1 256 0 0 WATERSTONE FINL INC MD COM 94188P101 286 15490 SH DFND 1 5690 0 9800 WEBSTER FINL CORP CONN COM 947890109 11 197 SH DFND 1 197 0 0 WELLS FARGO & CO NEW COM 949746101 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5345 47920 SH DFND 1 20920 0 27000 ARCH CAP GROUP LTD ORD G0450A105 9450 109503 SH DFND 1 87703 0 21800 ARGO GROUP INTL HLDGS LTD COM G0464B107 6423 97454 SH DFND 1 87726 0 9728 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10556 191927 SH DFND 1 175127 0 16800 ARRIS INTL INC SHS G0551A103 11455 380172 SH DFND 1 380172 0 0 ASSURED GUARANTY LTD COM G0585R106 17239 456401 SH DFND 1 431001 0 25400 ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 94 5170 SH DFND 1 1870 0 3300 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 20885 319973 SH DFND 1 303273 0 16700 BLUE CAP REINS HLDGS LTD COM G1190F107 87 4670 SH DFND 1 1670 0 3000 BUNGE LIMITED COM G16962105 9000 124573 SH DFND 1 99673 0 24900 EATON CORP PLC SHS G29183103 71876 1071325 SH DFND 1 851925 0 219400 ENSTAR GROUP LIMITED SHS G3075P101 7630 38591 SH DFND 1 38591 0 0 ESSENT GROUP LTD COM G3198U102 9613 296949 SH DFND 1 265549 0 31400 EVEREST RE GROUP LTD COM G3223R108 9055 41843 SH DFND 1 32043 0 9800 FRESH DEL MONTE PRODUCE INC ORD G36738105 11870 195764 SH DFND 1 180664 0 15100 GEOPARK LTD USD SHS G38327105 848 196700 SH DFND 1 196700 0 0 GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1432 37485 SH DFND 1 34735 0 2750 HORIZON PHARMA PLC SHS G4617B105 40317 2491773 SH DFND 1 2151993 0 339780 INGERSOLL-RAND PLC SHS G47791101 17256 229951 SH DFND 1 183851 0 46100 INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 7 236 SH DFND 1 236 0 0 INVESCO LTD SHS G491BT108 11468 377975 SH DFND 1 293075 0 84900 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 25642 235179 SH DFND 1 202429 0 32750 MAIDEN HOLDINGS LTD SHS G5753U112 4684 268379 SH DFND 1 243287 0 25092 MALLINCKRODT PUB LTD CO SHS G5785G107 40343 809768 SH DFND 1 692368 0 117400 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2487 179284 SH DFND 1 144684 0 34600 MICHAEL KORS HLDGS LTD SHS G60754101 85230 1983002 SH DFND 1 1663992 0 319010 MICHAEL KORS HLDGS LTD SHS G60754101 99 2300 SH Call DFND 1 0 0 0 NABORS INDUSTRIES LTD SHS G6359F103 15450 942014 SH DFND 1 942014 0 0 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 44582 1048228 SH DFND 1 915528 0 132700 OM ASSET MGMT PLC SHS G67506108 2851 196593 SH DFND 1 185003 0 11590 ONEBEACON INSURANCE GROUP LT CL A G67742109 1176 73209 SH DFND 1 64409 0 8800 RENAISSANCERE HOLDINGS LTD COM G7496G103 24070 176693 SH DFND 1 160093 0 16600 ROWAN COMPANIES PLC SHS CL A G7665A101 8955 474016 SH DFND 1 437516 0 36500 PENTAIR PLC SHS G7S00T104 8420 150154 SH DFND 1 119454 0 30700 SIGNET JEWELERS LIMITED SHS G81276100 80326 852169 SH DFND 1 728369 0 123800 THIRD PT REINS LTD COM G8827U100 3530 305587 SH DFND 1 275787 0 29800 VALIDUS HOLDINGS LTD COM SHS G9319H102 20967 381138 SH DFND 1 349438 0 31700 WHITE MTNS INS GROUP LTD COM G9618E107 15924 19046 SH DFND 1 19046 0 0 XL GROUP LTD COM G98294104 3542 95051 SH DFND 1 76751 0 18300 ALLIED WRLD ASSUR COM HLDG A SHS H01531104 17174 319752 SH DFND 1 303652 0 16100 GARMIN LTD SHS H2906T109 6503 134105 SH DFND 1 95005 0 39100 TE CONNECTIVITY LTD REG SHS H84989104 19 262 SH DFND 1 262 0 0 TRANSOCEAN LTD REG SHS H8817H100 5734 388978 SH DFND 1 365918 0 23060 TRANSOCEAN LTD REG SHS H8817H100 27 1800 SH Call DFND 1 0 0 0 TRINSEO S A SHS L9340P101 10092 170180 SH DFND 1 156280 0 13900 CHECK POINT SOFTWARE TECH LT ORD M22465104 1 1 SH DFND 1 1 0 0 AERCAP HOLDINGS NV SHS N00985106 120311 2891391 SH DFND 1 2492891 0 398500 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 98303 1145987 SH DFND 1 841286 0 304701 MYLAN N V SHS EURO N59465109 45324 1188022 SH DFND 1 1028522 0 159500 COPA HOLDINGS SA CL A P31076105 4 37 SH DFND 1 37 0 0 TRONOX LTD SHS CL A Q9235V101 1288 124871 SH DFND 1 111671 0 13200 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6245 76110 SH DFND 1 61510 0 14600 FLEX LTD ORD Y2573F102 7 456 SH DFND 1 456 0 0