Chief Compliance Officer

0001140361-17-031638.txt : 20170814 0001140361-17-031638.hdr.sgml : 20170814 20170814113632 ACCESSION NUMBER: 0001140361-17-031638 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171028333 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 06-30-2017 06-30-2017 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 08-14-2017 1 889 15666062 false 1 0000704051 028-01700 LEGG MASON, INC. 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270826 0 23652 FIRST NORTHWEST BANCORP COM 335834107 94 5932 SH DFND 1 2132 0 3800 1ST SOURCE CORP COM 336901103 3723 77647 SH DFND 1 73987 0 3660 FLAGSTAR BANCORP INC COM PAR .001 337930705 10646 345406 SH DFND 1 272346 0 73060 FLUOR CORP NEW COM 343412102 34253 748205 SH DFND 1 560992 0 187213 FLUSHING FINL CORP COM 343873105 1929 68413 SH DFND 1 60413 0 8000 FOOT LOCKER INC COM 344849104 1282 26008 SH DFND 1 13508 0 12500 FOSSIL GROUP INC COM 34988V106 1 10 SH DFND 1 10 0 0 FOSTER L B CO COM 350060109 122 5671 SH DFND 1 1971 0 3700 FRANKLIN FINL NETWORK INC COM 35352P104 245 5932 SH DFND 1 2132 0 3800 FRANKLIN RES INC COM 354613101 22941 512168 SH DFND 1 412368 0 99800 FREIGHTCAR AMER INC COM 357023100 736 42300 SH DFND 1 40800 0 1500 FRIEDMAN INDS INC COM 358435105 706 124245 SH DFND 1 124245 0 0 FULTON FINL CORP PA COM 360271100 11820 622082 SH DFND 1 575682 0 46400 FUTUREFUEL CORPORATION COM 36116M106 358 23699 SH DFND 1 8299 0 15400 GATX CORP COM 361448103 10343 160919 SH DFND 1 146319 0 14600 GAIN CAP HLDGS INC COM 36268W100 5808 932153 SH DFND 1 655393 0 276760 GAP INC DEL COM 364760108 30 1331 SH DFND 1 1331 0 0 GENERAL DYNAMICS CORP COM 369550108 68870 347650 SH DFND 1 257550 0 90100 GENERAL MTRS CO COM 37045V100 237905 6810901 SH DFND 1 5331078 0 1479823 GENESEE & WYO INC CL A 371559105 2 24 SH DFND 1 24 0 0 GENTEX CORP COM 371901109 22234 1172037 SH DFND 1 1121137 0 50900 GENTHERM INC COM 37253A103 4031 103879 SH DFND 1 90979 0 12900 GEOSPACE TECHNOLOGIES CORP COM 37364X109 2838 205163 SH DFND 1 188243 0 16920 GILEAD SCIENCES INC COM 375558103 54629 771811 SH DFND 1 603995 0 167816 GLATFELTER COM 377316104 3133 160290 SH DFND 1 147590 0 12700 GLOBAL BRASS & COPPR HLDGS I COM 37953G103 360 11765 SH DFND 1 4065 0 7700 GLOBUS MED INC CL A 379577208 7939 239459 SH DFND 1 162709 0 76750 GOLDFIELD CORP COM 381370105 76 13692 SH DFND 1 4792 0 8900 GOLDMAN SACHS GROUP INC COM 38141G104 96689 435730 SH DFND 1 326830 0 108900 GOODYEAR TIRE & RUBR CO COM 382550101 77100 2205356 SH DFND 1 1702474 0 502882 GRAHAM HLDGS CO COM 384637104 6847 11418 SH DFND 1 10918 0 500 GRAINGER W W INC COM 384802104 4397 24351 SH DFND 1 12551 0 11800 GRAPHIC PACKAGING HLDG CO COM 388689101 3517 255200 SH DFND 1 204500 0 50700 GRAY TELEVISION INC COM 389375106 3380 246705 SH DFND 1 223405 0 23300 GREAT LAKES DREDGE & DOCK CO COM 390607109 143 33195 SH DFND 1 11695 0 21500 GREAT SOUTHN BANCORP INC COM 390905107 340 6344 SH DFND 1 2244 0 4100 GREAT WESTN BANCORP INC COM 391416104 7253 177723 SH DFND 1 160623 0 17100 GREEN BRICK PARTNERS INC COM 392709101 304 26521 SH DFND 1 9321 0 17200 GREEN PLAINS INC COM 393222104 3023 147091 SH DFND 1 133591 0 13500 GREENBRIER COS INC COM 393657101 10606 229301 SH DFND 1 207501 0 21800 GREENHILL & CO INC COM 395259104 8300 412922 SH DFND 1 311812 0 101110 GROUP 1 AUTOMOTIVE INC COM 398905109 5069 80053 SH DFND 1 72553 0 7500 GULF ISLAND FABRICATION INC COM 402307102 93 7963 SH DFND 1 2763 0 5200 HCA HEALTHCARE INC COM 40412C101 29181 334636 SH DFND 1 269236 0 65400 HCI GROUP INC COM 40416E103 152 3230 SH DFND 1 1130 0 2100 HFF INC CL A 40418F108 3818 109788 SH DFND 1 96188 0 13600 HP INC COM 40434L105 26920 1540033 SH DFND 1 1239833 0 300200 HALLADOR ENERGY COMPANY COM 40609P105 124 15936 SH DFND 1 5536 0 10400 HALLMARK FINL SVCS INC EC COM NEW 40624Q203 98 8673 SH DFND 1 2973 0 5700 HANCOCK HLDG CO COM 410120109 11968 244237 SH DFND 1 224937 0 19300 HANESBRANDS INC COM 410345102 54941 2372197 SH DFND 1 1775405 0 596792 HANMI FINL CORP COM NEW 410495204 2222 78086 SH DFND 1 70886 0 7200 HANOVER INS GROUP INC COM 410867105 12037 135807 SH DFND 1 135807 0 0 HARBORONE BANCORP INC COM 41165F101 3761 188396 SH DFND 1 144711 0 43685 HARDINGE INC COM 412324303 118 9424 SH DFND 1 3224 0 6200 HARLEY DAVIDSON INC COM 412822108 8616 159492 SH DFND 1 128492 0 31000 HARRIS CORP DEL COM 413875105 13744 125996 SH DFND 1 96596 0 29400 HARTFORD FINL SVCS GROUP INC COM 416515104 17640 335540 SH DFND 1 270240 0 65300 HAWAIIAN HOLDINGS INC COM 419879101 9754 207732 SH DFND 1 185732 0 22000 HAWAIIAN TELCOM HOLDCO INC COM 420031106 204 8143 SH DFND 1 2843 0 5300 HAYNES INTERNATIONAL INC COM NEW 420877201 8297 228487 SH DFND 1 159267 0 69220 HEALTHSOUTH CORP COM NEW 421924309 13924 287683 SH DFND 1 287683 0 0 HEARTLAND FINL USA INC COM 42234Q102 3691 78362 SH DFND 1 70762 0 7600 HECLA MNG CO COM 422704106 7492 1468979 SH DFND 1 1331879 0 137100 HELMERICH & PAYNE INC COM 423452101 116720 2147944 SH DFND 1 1639902 0 508042 HERITAGE FINL CORP WASH COM 42722X106 357 13437 SH DFND 1 4678 0 8759 HERON THERAPEUTICS INC COM 427746102 1121 80870 SH DFND 1 56960 0 23910 HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 7664 414030 SH DFND 1 294690 0 119340 HEWLETT PACKARD ENTERPRISE C COM 42824C109 10397 626686 SH DFND 1 327186 0 299500 HEXCEL CORP NEW COM 428291108 4348 82360 SH DFND 1 66260 0 16100 HILLENBRAND INC COM 431571108 9184 254399 SH DFND 1 226299 0 28100 HILLTOP HOLDINGS INC COM 432748101 7065 269526 SH DFND 1 247326 0 22200 HOLLYFRONTIER CORP COM 436106108 19804 720929 SH DFND 1 690329 0 30600 HOMESTREET INC COM 43785V102 9675 349581 SH DFND 1 264211 0 85370 HOMETRUST BANCSHARES INC COM 437872104 195 7963 SH DFND 1 2763 0 5200 HONEYWELL INTL INC COM 438516106 92097 690945 SH DFND 1 555745 0 135200 HOPE BANCORP INC COM 43940T109 6608 354270 SH DFND 1 325770 0 28500 HORACE MANN EDUCATORS CORP N COM 440327104 4881 129114 SH DFND 1 115614 0 13500 HORIZON BANCORP IND COM 440407104 2259 85694 SH DFND 1 77394 0 8300 HOST HOTELS & RESORTS INC COM 44107P104 7 383 SH DFND 1 383 0 0 HOUSTON WIRE & CABLE CO COM 44244K109 47 8902 SH DFND 1 3102 0 5800 HOWARD HUGHES CORP COM 44267D107 5 38 SH DFND 1 38 0 0 HUBBELL INC COM 443510607 4850 42850 SH DFND 1 34550 0 8300 HUNTINGTON INGALLS INDS INC COM 446413106 7780 41789 SH DFND 1 33589 0 8200 HUNTSMAN CORP COM 447011107 27183 1051948 SH DFND 1 978648 0 73300 HUTTIG BLDG PRODS INC COM 448451104 99 13985 SH DFND 1 4885 0 9100 HYATT HOTELS CORP COM CL A 448579102 1981 35231 SH DFND 1 28331 0 6900 HYSTER YALE MATLS HANDLING I CL A 449172105 3817 54321 SH DFND 1 38580 0 15741 ICF INTL INC COM 44925C103 2496 52990 SH DFND 1 46390 0 6600 ILG INC COM 44967H101 13754 500293 SH DFND 1 456993 0 43300 IPG PHOTONICS CORP COM 44980X109 77196 532017 SH DFND 1 405205 0 126812 ITT INC COM 45073V108 9446 235072 SH DFND 1 235072 0 0 IBERIABANK CORP COM 450828108 11102 136209 SH DFND 1 126609 0 9600 IDACORP INC COM 451107106 11 122 SH DFND 1 122 0 0 ILLINOIS TOOL WKS INC COM 452308109 38 263 SH DFND 1 263 0 0 IMPAX LABORATORIES INC COM 45256B101 1696 105336 SH DFND 1 71396 0 33940 INDEPENDENCE CONTRACT DRIL I COM 453415309 1 1 SH DFND 1 1 0 0 INDEPENDENT BANK CORP MICH COM NEW 453838609 148 6804 SH DFND 1 2404 0 4400 INFINITY PPTY & CAS CORP COM 45665Q103 4892 52035 SH DFND 1 49435 0 2600 INGLES MKTS INC CL A 457030104 1730 51943 SH DFND 1 47043 0 4900 INSIGHT ENTERPRISES INC COM 45765U103 7159 179004 SH DFND 1 161104 0 17900 INNOSPEC INC COM 45768S105 6371 97189 SH DFND 1 85989 0 11200 INTEL CORP COM 458140100 144029 4268769 SH DFND 1 3434069 0 834700 INTEGER HLDGS CORP COM 45826H109 432 9978 SH DFND 1 3478 0 6500 INTERDIGITAL INC COM 45867G101 2863 37034 SH DFND 1 32934 0 4100 INTERNATIONAL BANCSHARES COR COM 459044103 7285 207820 SH DFND 1 192220 0 15600 INTERNATIONAL BUSINESS MACHS COM 459200101 127453 828525 SH DFND 1 666425 0 162100 INTL PAPER CO COM 460146103 29812 526610 SH DFND 1 380809 0 145801 INTERNATIONAL SPEEDWAY CORP CL A 460335201 4106 109343 SH DFND 1 96461 0 12882 INTERPUBLIC GROUP COS INC COM 460690100 8813 358231 SH DFND 1 288231 0 70000 INTL FCSTONE INC COM 46116V105 2187 57897 SH DFND 1 51597 0 6300 INTREPID POTASH INC COM 46121Y102 158 69823 SH DFND 1 24423 0 45400 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 301 14166 SH DFND 1 4966 0 9200 INVESTORS BANCORP INC NEW COM 46146L101 15557 1164419 SH DFND 1 1111819 0 52600 IRIDIUM COMMUNICATIONS INC COM 46269C102 4143 374871 SH DFND 1 337871 0 37000 ISHARES TR RUS 1000 VAL ETF 464287598 34839 299226 SH DFND 1 124226 0 175000 ISHARES TR RUS 2000 VAL ETF 464287630 1702 14311 SH DFND 1 14311 0 0 ISHARES TR MICRO-CAP ETF 464288869 1272 14300 SH DFND 1 14300 0 0 IXYS CORP COM 46600W106 321 19507 SH DFND 1 6807 0 12700 JPMORGAN CHASE & CO COM 46625H100 490092 5362048 SH DFND 1 4173143 0 1188905 JABIL INC COM 466313103 4488 153742 SH DFND 1 124042 0 29700 JACOBS ENGR GROUP INC DEL COM 469814107 5955 109469 SH DFND 1 88069 0 21400 JETBLUE AIRWAYS CORP COM 477143101 7 268 SH DFND 1 268 0 0 JOHNSON & JOHNSON COM 478160104 322955 2441264 SH DFND 1 1963864 0 477400 JOHNSON OUTDOORS INC CL A 479167108 227 4701 SH DFND 1 1601 0 3100 JONES LANG LASALLE INC COM 48020Q107 10116 80923 SH DFND 1 72923 0 8000 JUNIPER NETWORKS INC COM 48203R104 9672 346891 SH DFND 1 279191 0 67700 KLA-TENCOR CORP COM 482480100 11831 129284 SH DFND 1 104084 0 25200 KKR & CO L P DEL COM UNITS 48248M102 171823 9237757 SH DFND 1 6992423 0 2245334 KLX INC COM 482539103 9935 198682 SH DFND 1 180382 0 18300 K12 INC COM 48273U102 1752 97737 SH DFND 1 83637 0 14100 KB HOME COM 48666K109 8115 338546 SH DFND 1 296146 0 42400 KEARNY FINL CORP MD COM 48716P108 3990 268644 SH DFND 1 242844 0 25800 KELLY SVCS INC CL A 488152208 3106 138309 SH DFND 1 121709 0 16600 KEMPER CORP DEL COM 488401100 7541 195347 SH DFND 1 178047 0 17300 KEY TRONIC CORP COM 493144109 55 7703 SH DFND 1 2703 0 5000 KEYSIGHT TECHNOLOGIES INC COM 49338L103 20 508 SH DFND 1 508 0 0 KFORCE INC COM 493732101 282 14376 SH DFND 1 5076 0 9300 KIMBALL ELECTRONICS INC COM 49428J109 269 14856 SH DFND 1 5256 0 9600 KINGSTONE COS INC COM 496719105 51 3330 SH DFND 1 1130 0 2200 KIRBY CORP COM 497266106 6172 92319 SH DFND 1 92319 0 0 KNOLL INC COM NEW 498904200 3925 195717 SH DFND 1 172917 0 22800 KOHLS CORP COM 500255104 2061 53275 SH DFND 1 30675 0 22600 KONA GRILL INC COM 50047H201 2796 755655 SH DFND 1 692205 0 63450 KOPPERS HOLDINGS INC COM 50060P106 2788 77102 SH DFND 1 69802 0 7300 KORN FERRY INTL COM NEW 500643200 7377 213640 SH DFND 1 193440 0 20200 LGI HOMES INC COM 50187T106 3028 75350 SH DFND 1 66050 0 9300 L3 TECHNOLOGIES INC COM 502413107 11684 69930 SH DFND 1 54930 0 15000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 14325 92930 SH DFND 1 74730 0 18200 LAKELAND BANCORP INC COM 511637100 268 14202 SH DFND 1 5047 0 9155 LAKELAND INDS INC COM 511795106 57 3921 SH DFND 1 1321 0 2600 LAM RESEARCH CORP COM 512807108 16 109 SH DFND 1 109 0 0 LANNET INC COM 516012101 1130 55389 SH DFND 1 39519 0 15870 LEAR CORP COM NEW 521865204 14432 101570 SH DFND 1 70264 0 31306 LEGGETT & PLATT INC COM 524660107 5784 110100 SH DFND 1 88700 0 21400 LEIDOS HLDGS INC COM 525327102 3 57 SH DFND 1 57 0 0 LENNAR CORP CL A 526057104 231 4314 SH DFND 1 4314 0 0 LEUCADIA NATL CORP COM 527288104 8272 316200 SH DFND 1 252400 0 63800 LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 754 14419 SH DFND 1 7519 0 6900 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5 111 SH DFND 1 111 0 0 LIBERTY TAX INC CL A 53128T102 55 4211 SH DFND 1 1511 0 2700 LIFEPOINT HEALTH INC COM 53219L109 7693 114551 SH DFND 1 100351 0 14200 LIFETIME BRANDS INC COM 53222Q103 187 10260 SH DFND 1 3560 0 6700 LINCOLN ELEC HLDGS INC COM 533900106 1374 14920 SH DFND 1 7814 0 7106 LINCOLN NATL CORP IND COM 534187109 14372 212654 SH DFND 1 166054 0 46600 LINDSAY CORP COM 535555106 6211 69581 SH DFND 1 48881 0 20700 LITHIA MTRS INC CL A 536797103 8381 88940 SH DFND 1 80540 0 8400 LOCKHEED MARTIN CORP COM 539830109 18544 66798 SH DFND 1 33798 0 33000 LOEWS CORP COM 540424108 14304 305566 SH DFND 1 245966 0 59600 LOUISIANA PAC CORP COM 546347105 47855 1984854 SH DFND 1 1519700 0 465154 LOWES COS INC COM 548661107 9234 119090 SH DFND 1 99290 0 19800 LYON WILLIAM HOMES CL A NEW 552074700 369 15256 SH DFND 1 5356 0 9900 M & T BK CORP COM 55261F104 22590 139483 SH DFND 1 112183 0 27300 MBIA INC COM 55262C100 3996 423677 SH DFND 1 377377 0 46300 MB FINANCIAL INC NEW COM 55264U108 9087 206323 SH DFND 1 189650 0 16673 M D C HLDGS INC COM 552676108 7387 209085 SH DFND 1 184305 0 24780 MGC DIAGNOSTICS CORP COM 552768103 363 44200 SH DFND 1 44200 0 0 MCBC HLDGS INC COM 55276F107 196 10004 SH DFND 1 3504 0 6500 MGIC INVT CORP WIS COM 552848103 16357 1460369 SH DFND 1 1267889 0 192480 MGM RESORTS INTERNATIONAL COM 552953101 5 149 SH DFND 1 149 0 0 M/I HOMES INC COM 55305B101 522 18267 SH DFND 1 6367 0 11900 MRC GLOBAL INC COM 55345K103 3966 240027 SH DFND 1 159217 0 80810 MSC INDL DIRECT INC CL A 553530106 249 2889 SH DFND 1 1489 0 1400 MSCI INC COM 55354G100 8 71 SH DFND 1 71 0 0 MSG NETWORK INC CL A 553573106 5476 243917 SH DFND 1 215317 0 28600 MTS SYS CORP COM 553777103 10713 206810 SH DFND 1 146870 0 59940 MACYS INC COM 55616P104 6 227 SH DFND 1 227 0 0 MADISON SQUARE GARDEN CO NEW CL A 55825T103 3469 17617 SH DFND 1 14217 0 3400 MAGELLAN HEALTH INC COM NEW 559079207 7002 96041 SH DFND 1 87741 0 8300 MAGNA INTL INC COM 559222401 90764 1959069 SH DFND 1 1539645 0 419424 MAINSOURCE FINANCIAL GP INC COM 56062Y102 275 8178 SH DFND 1 2778 0 5400 MALIBU BOATS INC COM CL A 56117J100 2258 87261 SH DFND 1 76051 0 11210 MANNING & NAPIER INC CL A 56382Q102 276 63300 SH DFND 1 63300 0 0 MANPOWERGROUP INC COM 56418H100 10260 91893 SH DFND 1 65222 0 26671 MARATHON PETE CORP COM 56585A102 24981 477359 SH DFND 1 384159 0 93200 MARCHEX INC CL B 56624R108 62 20644 SH DFND 1 7244 0 13400 MARCUS & MILLICHAP INC COM 566324109 3667 139098 SH DFND 1 127398 0 11700 MARKEL CORP COM 570535104 12471 12779 SH DFND 1 10279 0 2500 MARLIN BUSINESS SVCS CORP COM 571157106 164 6493 SH DFND 1 2293 0 4200 MATERION CORP COM 576690101 404 10794 SH DFND 1 3794 0 7000 MCDERMOTT INTL INC COM 580037109 6610 921840 SH DFND 1 822040 0 99800 MEET GROUP INC COM 58513U101 145 28522 SH DFND 1 10122 0 18400 MERCANTILE BANK CORP COM 587376104 180 5692 SH DFND 1 2092 0 3600 MERCK & CO INC COM 58933Y105 158922 2479658 SH DFND 1 1994958 0 484700 MEREDITH CORP COM 589433101 8812 148217 SH DFND 1 134486 0 13731 MERIDIAN BANCORP INC MD COM 58958U103 2367 140053 SH DFND 1 128753 0 11300 MERITAGE HOMES CORP COM 59001A102 6641 157349 SH DFND 1 141249 0 16100 MERITOR INC COM 59001K100 5473 329475 SH DFND 1 298375 0 31100 META FINL GROUP INC COM 59100U108 2132 23944 SH DFND 1 21944 0 2000 METHODE ELECTRS INC COM 591520200 3518 85385 SH DFND 1 75885 0 9500 METLIFE INC COM 59156R108 98868 1799554 SH DFND 1 1378599 0 420955 METTLER TOLEDO INTERNATIONAL COM 592688105 12 20 SH DFND 1 20 0 0 MICRON TECHNOLOGY INC COM 595112103 102987 3448982 SH DFND 1 2651598 0 797384 MIDSOUTH BANCORP INC COM 598039105 660 56169 SH DFND 1 56169 0 0 MIDWESTONE FINL GROUP INC NE COM 598511103 133 3921 SH DFND 1 1321 0 2600 MILLER HERMAN INC COM 600544100 6839 224941 SH DFND 1 206241 0 18700 MILLER INDS INC TENN COM NEW 600551204 214 8581 SH DFND 1 2981 0 5600 MINERALS TECHNOLOGIES INC COM 603158106 9160 125133 SH DFND 1 113133 0 12000 MITCHAM INDS INC COM 606501104 26 6462 SH DFND 1 2262 0 4200 MOHAWK INDS INC COM 608190104 16305 67460 SH DFND 1 54260 0 13200 MORGAN STANLEY COM NEW 617446448 148602 3334862 SH DFND 1 2562675 0 772187 MOSAIC CO NEW COM 61945C103 26 1109 SH DFND 1 1109 0 0 MOTOROLA SOLUTIONS INC COM NEW 620076307 12856 148210 SH DFND 1 119210 0 29000 MOVADO GROUP INC COM 624580106 223 8802 SH DFND 1 3102 0 5700 MURPHY OIL CORP COM 626717102 14068 548859 SH DFND 1 548859 0 0 NCR CORP NEW COM 62886E108 29362 718930 SH DFND 1 642480 0 76450 NMI HLDGS INC CL A 629209305 263 22899 SH DFND 1 8099 0 14800 NN INC COM 629337106 3824 139289 SH DFND 1 99359 0 39930 NRG YIELD INC CL A NEW 62942X306 2220 130102 SH DFND 1 118102 0 12000 NVR INC COM 62944T105 8025 3329 SH DFND 1 2659 0 670 NACCO INDS INC CL A 629579103 275 3882 SH DFND 1 1382 0 2500 NASDAQ INC COM 631103108 9066 126810 SH DFND 1 101610 0 25200 NATIONAL BK HLDGS CORP CL A 633707104 2927 88401 SH DFND 1 80801 0 7600 NATIONAL FUEL GAS CO N J COM 636180101 4324 77420 SH DFND 1 62220 0 15200 NATIONAL OILWELL VARCO INC COM 637071101 38 1141 SH DFND 1 1141 0 0 NATIONSTAR MTG HLDGS INC COM 63861C109 5353 299201 SH DFND 1 270781 0 28420 NATURAL GAS SERVICES GROUP COM 63886Q109 3476 139851 SH DFND 1 122911 0 16940 NAVIGATORS GROUP INC COM 638904102 5382 98017 SH DFND 1 90817 0 7200 NAVIENT CORPORATION COM 63938C108 20729 1244926 SH DFND 1 1100048 0 144878 NEFF CORP COM CL A 640094207 91 4772 SH DFND 1 1672 0 3100 NELNET INC CL A 64031N108 5380 114440 SH DFND 1 103940 0 10500 NETAPP INC COM 64110D104 1509 37663 SH DFND 1 31463 0 6200 NETSCOUT SYS INC COM 64115T104 2 52 SH DFND 1 52 0 0 NEW HOME CO INC COM 645370107 130 11274 SH DFND 1 3974 0 7300 NEW YORK CMNTY BANCORP INC COM 649445103 4 264 SH DFND 1 264 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 1756 238790 SH DFND 1 70990 0 167800 NEWS CORP NEW CL A 65249B109 4740 345927 SH DFND 1 278627 0 67300 NOMURA HLDGS INC SPONSORED ADR 65535H208 1 1 SH DFND 1 1 0 0 NORDSON CORP COM 655663102 1547 12748 SH DFND 1 6730 0 6018 NORDSTROM INC COM 655664100 3488 72912 SH DFND 1 37912 0 35000 NORFOLK 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1917412 SH DFND 1 1735812 0 181600 OIL STS INTL INC COM 678026105 9489 349496 SH DFND 1 280686 0 68810 OLD NATL BANCORP IND COM 680033107 7046 408460 SH DFND 1 369160 0 39300 OLD POINT FINL CORP COM 680194107 477 14485 SH DFND 1 14485 0 0 OLD REP INTL CORP COM 680223104 20347 1041830 SH DFND 1 995130 0 46700 OLYMPIC STEEL INC COM 68162K106 750 38500 SH DFND 1 38500 0 0 OMNICOM GROUP INC COM 681919106 21977 265099 SH DFND 1 197499 0 67600 ONEMAIN HLDGS INC COM 68268W103 39641 1612038 SH DFND 1 1215295 0 396743 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 100 6052 SH DFND 1 2152 0 3900 ORACLE CORP COM 68389X105 186984 3729236 SH DFND 1 2999936 0 729300 ORBITAL ATK INC COM 68557N103 267 2706 SH DFND 1 2706 0 0 ORION GROUP HOLDINGS INC COM 68628V308 113 15056 SH DFND 1 5256 0 9800 ORITANI FINL CORP DEL COM 68633D103 2429 142429 SH DFND 1 130629 0 11800 OWENS CORNING NEW COM 690742101 6808 101731 SH DFND 1 81931 0 19800 OWENS ILL INC COM NEW 690768403 14527 607308 SH DFND 1 556608 0 50700 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ENERGY INC COM 98389B100 19477 424519 SH DFND 1 342119 0 82400 XCERRA CORP COM 98400J108 903 92400 SH DFND 1 92400 0 0 XEROX CORP COM NEW 984121608 8320 289568 SH DFND 1 216693 0 72875 YUM BRANDS INC COM 988498101 20444 277160 SH DFND 1 224860 0 52300 YUME INC COM 98872B104 86 18293 SH DFND 1 6393 0 11900 ZIONS BANCORPORATION COM 989701107 10403 236898 SH DFND 1 160798 0 76100 AIRCASTLE LTD COM G0129K104 7056 324374 SH DFND 1 286374 0 38000 AMDOCS LTD SHS G02602103 1322 20500 SH DFND 1 0 0 20500 AON PLC SHS CL A G0408V102 7168 53912 SH DFND 1 27912 0 26000 ARCH CAP GROUP LTD ORD G0450A105 9464 101437 SH DFND 1 81837 0 19600 ARGO GROUP INTL HLDGS LTD COM G0464B107 5794 95606 SH DFND 1 85878 0 9728 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9362 187794 SH DFND 1 170994 0 16800 ARRIS INTL INC SHS G0551A103 17688 631238 SH DFND 1 626838 0 4400 ASSURED GUARANTY LTD COM G0585R106 21572 516795 SH DFND 1 478995 0 37800 AXIS CAPITAL HOLDINGS LTD SHS G0692U109 21097 326269 SH DFND 1 304169 0 22100 BUNGE LIMITED COM G16962105 9169 122905 SH DFND 1 98905 0 24000 CONSOLIDATED WATER CO INC ORD G23773107 35 2800 SH DFND 1 1000 0 1800 DELPHI AUTOMOTIVE PLC SHS G27823106 21382 243941 SH DFND 1 196441 0 47500 EATON CORP PLC SHS G29183103 71907 923896 SH DFND 1 719065 0 204831 ENSTAR GROUP LIMITED SHS G3075P101 7563 38071 SH DFND 1 38071 0 0 ESSENT GROUP LTD COM G3198U102 10821 291339 SH DFND 1 259939 0 31400 EVEREST RE GROUP LTD COM G3223R108 11363 44630 SH DFND 1 33430 0 11200 FABRINET SHS G3323L100 3796 88968 SH DFND 1 76068 0 12900 FRESH DEL MONTE PRODUCE INC ORD G36738105 9863 193730 SH DFND 1 176130 0 17600 GEOPARK LTD USD SHS G38327105 1191 157800 SH DFND 1 157800 0 0 GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1429 36848 SH DFND 1 34098 0 2750 HERBALIFE LTD COM USD SHS G4412G101 6032 84553 SH DFND 1 67953 0 16600 HORIZON PHARMA PLC SHS G4617B105 46991 3958802 SH DFND 1 3106327 0 852475 INGERSOLL-RAND PLC SHS G47791101 19492 213281 SH DFND 1 171981 0 41300 INVESCO LTD SHS G491BT108 15429 438440 SH DFND 1 333040 0 105400 JAZZ PHARMACEUTICALS PLC SHS USD G50871105 33987 218565 SH DFND 1 168131 0 50434 LAZARD LTD SHS A G54050102 1851 39943 SH DFND 1 26343 0 13600 LIBERTY GLOBAL PLC SHS CL A G5480U104 5 131 SH DFND 1 131 0 0 MALLINCKRODT PUB LTD CO SHS G5785G107 51519 1149708 SH DFND 1 892348 0 257360 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7505 454284 SH DFND 1 365484 0 88800 MEDTRONIC PLC SHS G5960L103 58301 656911 SH DFND 1 507994 0 148917 MICHAEL KORS HLDGS LTD SHS G60754101 2907 80179 SH DFND 1 43879 0 36300 MICHAEL KORS HLDGS LTD SHS G60754101 83 2300 SH Call DFND 1 0 0 0 NABORS INDUSTRIES LTD SHS G6359F103 7555 928110 SH DFND 1 928110 0 0 NORWEGIAN CRUISE LINE HLDGS SHS G66721104 68613 1263815 SH DFND 1 983463 0 280352 OM ASSET MGMT PLC SHS G67506108 10792 726212 SH DFND 1 493202 0 233010 RENAISSANCERE HOLDINGS LTD COM G7496G103 24210 174103 SH DFND 1 158903 0 15200 SEAGATE TECHNOLOGY PLC SHS G7945M107 6 153 SH DFND 1 153 0 0 PENTAIR PLC SHS G7S00T104 9243 138904 SH DFND 1 111404 0 27500 SIGNET JEWELERS LIMITED SHS G81276100 1147 18135 SH DFND 1 9335 0 8800 THIRD PT REINS LTD COM G8827U100 4164 299532 SH DFND 1 269732 0 29800 VALIDUS HOLDINGS LTD COM SHS G9319H102 17602 338680 SH DFND 1 325880 0 12800 WHITE MTNS INS GROUP LTD COM G9618E107 16448 18935 SH DFND 1 18935 0 0 XL GROUP LTD COM G98294104 10457 238727 SH DFND 1 192227 0 46500 CHUBB LIMITED COM H1467J104 9431 64870 SH DFND 1 54070 0 10800 GARMIN LTD SHS H2906T109 8786 172170 SH DFND 1 138470 0 33700 TE CONNECTIVITY LTD REG SHS H84989104 21 262 SH DFND 1 262 0 0 TRANSOCEAN LTD REG SHS H8817H100 10210 1240464 SH DFND 1 1240464 0 0 TRANSOCEAN LTD REG SHS H8817H100 15 1800 SH Call DFND 1 0 0 0 TRINSEO S A SHS L9340P101 11530 167818 SH DFND 1 152318 0 15500 CHECK POINT SOFTWARE TECH LT ORD M22465104 1 1 SH DFND 1 1 0 0 AERCAP HOLDINGS NV SHS N00985106 137841 2968787 SH DFND 1 2326458 0 642329 FIAT CHRYSLER AUTOMOBILES N SHS N31738102 7 567 SH DFND 1 567 0 0 LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 94940 1125006 SH DFND 1 816454 0 308552 MYLAN N V SHS EURO N59465109 49397 1272437 SH DFND 1 998734 0 273703 COPA HOLDINGS SA CL A P31076105 5 37 SH DFND 1 37 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 21303 195028 SH DFND 1 157028 0 38000 FLEX LTD ORD Y2573F102 8 456 SH DFND 1 456 0 0