Chief Compliance Officer

0001567619-20-003656.txt : 20200214 0001567619-20-003656.hdr.sgml : 20200214 20200214113705 ACCESSION NUMBER: 0001567619-20-003656 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200214 DATE AS OF CHANGE: 20200214 EFFECTIVENESS DATE: 20200214 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: 20616019 BUSINESS ADDRESS: STREET 1: 1735 MARKET STREET STREET 2: SUITE 1800 CITY: PHILADELPHIA STATE: PA ZIP: 19103 BUSINESS PHONE: 215-609-3500 MAIL ADDRESS: STREET 1: 1735 MARKET STREET STREET 2: SUITE 1800 CITY: PHILADELPHIA STATE: PA ZIP: 19103 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 12-31-2019 12-31-2019 Brandywine Global Investment Management, LLC

1735 MARKET STREET SUITE 1800 PHILADELPHIA PA 19103

13F HOLDINGS REPORT 028-02204 N Christopher Marzullo Chief Compliance Officer 215-609-3500 Christopher Marzullo Philadelphia PA 02-14-2020 1 814 14201955 false 1 0000704051 028-01700 LEGG MASON, INC. 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DFND 1 585 0 42382 FIRST CTZNS BANCSHARES INC N CL A 31946M103 8050 14976 SH DFND 1 14156 0 820 FIRST COMWLTH FINL CORP PA COM 319829107 3287 224798 SH DFND 1 203998 0 20800 FIRST DEFIANCE FINL CORP COM 32006W106 221 6959 SH DFND 1 1959 0 5000 FIRST FINL BANCORP OH COM 320209109 76 2943 SH DFND 1 843 0 2100 FIRST FINL CORP IND COM 320218100 197 4330 SH DFND 1 1230 0 3100 FIRST FINANCIAL NORTHWEST IN COM 32022K102 892 59684 SH DFND 1 0 0 59684 FIRST FNDTN INC COM 32026V104 41 2367 SH DFND 1 667 0 1700 FIRST HORIZON NATL CORP COM 320517105 13 736 SH DFND 1 736 0 0 FIRST HAWAIIAN INC COM 32051X108 9 284 SH DFND 1 284 0 0 FIRST INTERNET BANCORP COM 320557101 5511 229527 SH DFND 1 59147 0 170380 FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 105 2509 SH DFND 1 702 0 1807 FIRST MERCHANTS CORP COM 320817109 3036 73502 SH DFND 1 66502 0 7000 FIRST MIDWEST BANCORP DEL COM 320867104 6469 281723 SH DFND 1 255271 0 26452 FIRST NORTHWEST BANCORP COM 335834107 2256 127555 SH DFND 1 44458 0 83097 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111873 SH DFND 1 98273 0 13600 GCI LIBERTY INC COM CLASS A 36164V305 10 135 SH DFND 1 135 0 0 GAMING & LEISURE PPTYS INC COM 36467J108 30245 707796 SH DFND 1 554896 0 152900 GAP INC COM 364760108 1 52 SH DFND 1 52 0 0 GENERAL DYNAMICS CORP COM 369550108 45784 256590 SH DFND 1 206780 0 49810 GENERAL ELECTRIC CO COM 369604103 15 1226 SH DFND 1 1226 0 0 GENERAL MTRS CO COM 37045V100 160601 4296429 SH DFND 1 3532876 0 763553 GENESCO INC COM 371532102 3010 63347 SH DFND 1 56747 0 6600 GENTEX CORP COM 371901109 9282 315070 SH DFND 1 274080 0 40990 GENUINE PARTS CO COM 372460105 17087 161487 SH DFND 1 136532 0 24955 GEOSPACE TECHNOLOGIES CORP COM 37364X109 107 6392 SH DFND 1 1792 0 4600 GILEAD SCIENCES INC COM 375558103 114339 1752859 SH DFND 1 1425009 0 327850 GLATFELTER COM 377316104 357 19955 SH DFND 1 5555 0 14400 GLOBUS MED INC CL A 379577208 2491 41891 SH DFND 1 30304 0 11587 GLOBE LIFE INC COM 37959E102 22031 208697 SH DFND 1 168909 0 39788 GOLDMAN SACHS GROUP INC COM 38141G104 73521 313760 SH DFND 1 252926 0 60834 GRAFTECH INTL LTD COM 384313508 5 374 SH DFND 1 374 0 0 GRAHAM HLDGS CO COM 384637104 10486 16406 SH DFND 1 14706 0 1700 GRAINGER W W INC COM 384802104 17240 50013 SH DFND 1 40893 0 9120 GREAT SOUTHN BANCORP INC COM 390905107 848 13411 SH DFND 1 10111 0 3300 GREAT WESTN BANCORP INC COM 391416104 5638 161537 SH DFND 1 146137 0 15400 GREEN BRICK PARTNERS INC COM 392709101 204 17865 SH DFND 1 5065 0 12800 GREEN PLAINS INC COM 393222104 304 19890 SH DFND 1 5590 0 14300 GROUP 1 AUTOMOTIVE INC COM 398905109 5852 58152 SH DFND 1 51952 0 6200 H & E EQUIPMENT SERVICES INC COM 404030108 3525 106712 SH DFND 1 95112 0 11600 HCA HEALTHCARE INC COM 40412C101 44351 300699 SH DFND 1 242370 0 58329 HD SUPPLY HLDGS INC COM 40416M105 6784 168272 SH DFND 1 143116 0 25156 HP INC COM 40434L105 88 4225 SH DFND 1 4225 0 0 HALLIBURTON CO COM 406216101 106140 4300615 SH DFND 1 3546515 0 754100 HANCOCK WHITNEY CORPORATION COM 410120109 7079 161360 SH DFND 1 158060 0 3300 HANESBRANDS INC COM 410345102 14105 968052 SH DFND 1 968052 0 0 HANMI FINL CORP COM NEW 410495204 2415 119802 SH DFND 1 32100 0 87702 HANOVER INS GROUP INC COM 410867105 4188 30680 SH DFND 1 24867 0 5813 HARBORONE BANCORP INC NEW COM NEW 41165Y100 5182 471682 SH DFND 1 113241 0 358441 HARLEY DAVIDSON INC COM 412822108 7665 206658 SH DFND 1 180099 0 26559 HARTFORD FINL SVCS GROUP INC COM 416515104 16357 268360 SH DFND 1 216547 0 51813 HAWAIIAN HOLDINGS INC COM 419879101 5199 177845 SH DFND 1 159245 0 18600 HAYNES INTERNATIONAL INC COM NEW 420877201 2376 68874 SH DFND 1 16448 0 52426 HEARTLAND FINL USA INC COM 42234Q102 2495 50276 SH DFND 1 44676 0 5600 HECLA MNG CO COM 422704106 5728 1674565 SH DFND 1 1568765 0 105800 HEIDRICK & STRUGGLES INTL IN COM 422819102 169 5145 SH DFND 1 1445 0 3700 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 5491 568426 SH DFND 1 509126 0 59300 HERITAGE INS HLDGS INC COM 42727J102 5168 393571 SH DFND 1 147985 0 245586 HERON THERAPEUTICS INC COM 427746102 275 11852 SH DFND 1 8172 0 3680 HEWLETT PACKARD ENTERPRISE C COM 42824C109 18599 1150203 SH DFND 1 927812 0 222391 HIBBETT SPORTS INC COM 428567101 269 9733 SH DFND 1 2733 0 7000 HILLTOP HOLDINGS INC COM 432748101 2287 92036 SH DFND 1 81836 0 10200 HILTON GRAND VACATIONS INC COM 43283X105 11394 326658 SH DFND 1 292558 0 34100 HOLLYFRONTIER CORP COM 436106108 7802 151804 SH DFND 1 124143 0 27661 HOME BANCSHARES INC COM 436893200 3270 166388 SH DFND 1 147988 0 18400 HOMESTREET INC COM 43785V102 7224 214986 SH DFND 1 85110 0 129876 HOMETRUST BANCSHARES INC COM 437872104 187 6959 SH DFND 1 1959 0 5000 HONEYWELL INTL INC COM 438516106 12633 69875 SH DFND 1 69875 0 0 HOPE BANCORP INC COM 43940T109 7767 522676 SH DFND 1 447006 0 75670 HORACE MANN EDUCATORS CORP N COM 440327104 5558 125650 SH DFND 1 113050 0 12600 HORIZON BANCORP INC COM 440407104 1549 82406 SH DFND 1 73106 0 9300 HOWARD HUGHES CORP COM 44267D107 1254 10146 SH DFND 1 8141 0 2005 HUBBELL INC COM 443510607 7167 48256 SH DFND 1 38835 0 9421 HUMANA INC COM 444859102 37808 104084 SH DFND 1 83940 0 20144 HUNTINGTON BANCSHARES INC COM 446150104 13765 918253 SH DFND 1 740561 0 177692 HUNTINGTON INGALLS INDS INC COM 446413106 11156 43600 SH DFND 1 36584 0 7016 HUNTSMAN CORP COM 447011107 81318 3406690 SH DFND 1 2931767 0 474923 HURCO COMPANIES INC COM 447324104 116 3048 SH DFND 1 848 0 2200 HYATT HOTELS CORP COM CL A 448579102 2476 27757 SH DFND 1 22346 0 5411 HYSTER YALE MATLS HANDLING I CL A 449172105 8306 140578 SH DFND 1 58550 0 82028 IPG PHOTONICS CORP COM 44980X109 57546 392856 SH DFND 1 327016 0 65840 IBERIABANK CORP COM 450828108 9580 128173 SH DFND 1 128173 0 0 ILLINOIS TOOL WKS INC COM 452308109 18963 104374 SH DFND 1 104374 0 0 INDEPENDENT BANK CORP MICH COM NEW 453838609 104 4578 SH DFND 1 1278 0 3300 INDEPENDENT BK GROUP INC COM 45384B106 1227 22357 SH DFND 1 21357 0 1000 INGLES MKTS INC CL A 457030104 2337 50280 SH DFND 1 45580 0 4700 INGREDION INC COM 457187102 88508 952208 SH DFND 1 779078 0 173130 INSIGHT ENTERPRISES INC COM 45765U103 7963 111696 SH DFND 1 100096 0 11600 INNOVIVA INC COM 45781M101 4768 342220 SH DFND 1 320620 0 21600 INTEL CORP COM 458140100 266549 4381137 SH DFND 1 3632987 0 748150 INTERNATIONAL BANCSHARES COR COM 459044103 7633 176728 SH DFND 1 162928 0 13800 INTERNATIONAL BUSINESS MACHS COM 459200101 110746 817794 SH DFND 1 674980 0 142814 INTL PAPER CO COM 460146103 15885 348957 SH DFND 1 281608 0 67349 INTERPUBLIC GROUP COS INC COM 460690100 6576 289562 SH DFND 1 232639 0 56923 INTL FCSTONE INC COM 46116V105 2823 58110 SH DFND 1 52310 0 5800 INTRA CELLULAR THERAPIES INC COM 46116X101 2174 65619 SH DFND 1 25146 0 40473 INVESTORS BANCORP INC NEW COM 46146L101 7282 611127 SH DFND 1 580527 0 30600 IROBOT CORP COM 462726100 782 16064 SH DFND 1 13794 0 2270 ISHARES INC MSCI STH KOR ETF 464286772 728 11700 SH DFND 1 0 0 11700 ISHARES TR MSCI EMG MKT ETF 464287234 9486 207200 SH DFND 1 0 0 207200 ISHARES TR RUS 1000 VAL ETF 464287598 46540 339627 SH DFND 1 202195 0 137432 ISHARES TR RUS 1000 ETF 464287622 20 110 SH DFND 1 110 0 0 ISHARES TR RUS 2000 VAL ETF 464287630 13818 107582 SH DFND 1 62712 0 44870 ISHARES TR MICRO-CAP ETF 464288869 7522 75880 SH DFND 1 17100 0 58780 ISHARES TR MSCI POLAND ETF 46429B606 710 32700 SH DFND 1 0 0 32700 ITAU UNIBANCO HLDG SA SPON ADR REP PFD 465562106 423 45000 SH DFND 1 0 0 45000 J ALEXANDERS HLDGS INC COM 46609J106 65 6551 SH DFND 1 1851 0 4700 JPMORGAN CHASE & CO COM 46625H100 455993 3231925 SH DFND 1 2604240 0 627685 JABIL INC COM 466313103 7 150 SH DFND 1 150 0 0 JACOBS ENGR GROUP INC COM 469814107 2 19 SH DFND 1 19 0 0 JEFFERIES FINL GROUP INC COM 47233W109 6846 314438 SH DFND 1 260421 0 54017 JETBLUE AWYS CORP COM 477143101 21593 1143046 SH DFND 1 1093938 0 49108 JOHNSON & JOHNSON COM 478160104 440992 3021108 SH DFND 1 2461009 0 560099 JONES LANG LASALLE INC COM 48020Q107 8 42 SH DFND 1 42 0 0 JUNIPER NETWORKS INC COM 48203R104 7253 293509 SH DFND 1 236583 0 56926 KAR AUCTION SVCS INC COM 48238T109 8923 398522 SH DFND 1 355122 0 43400 KKR & CO INC CL A 48251W104 362 12322 SH DFND 1 12322 0 0 KT CORP SPONSORED ADR 48268K101 1978 174100 SH DFND 1 133600 0 40500 KB HOME COM 48666K109 9525 275992 SH DFND 1 246892 0 29100 KEARNY FINL CORP MD COM 48716P108 3762 276599 SH DFND 1 250473 0 26126 KELLOGG CO COM 487836108 20455 302405 SH DFND 1 243676 0 58729 KELLY SVCS INC CL A 488152208 2855 127156 SH DFND 1 114756 0 12400 KEMPER CORP DEL COM 488401100 6381 82123 SH DFND 1 82123 0 0 KENNAMETAL INC COM 489170100 8301 222293 SH DFND 1 205193 0 17100 KEY TRONIC CORP COM 493144109 31 5345 SH DFND 1 1545 0 3800 KEYCORP NEW COM 493267108 17738 875503 SH DFND 1 706029 0 169474 KIMBALL ELECTRONICS INC COM 49428J109 210 11845 SH DFND 1 3345 0 8500 KIRBY CORP COM 497266106 8 80 SH DFND 1 80 0 0 KNOLL INC COM NEW 498904200 3876 155037 SH DFND 1 138937 0 16100 KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 5604 151478 SH DFND 1 122113 0 29365 KOHLS CORP COM 500255104 2 29 SH DFND 1 29 0 0 KOPPERS HOLDINGS INC COM 50060P106 365 9612 SH DFND 1 2712 0 6900 KRAFT HEINZ CO COM 500754106 34222 1082628 SH DFND 1 872665 0 209963 KROGER CO COM 501044101 45 1567 SH DFND 1 1567 0 0 LGI HOMES INC COM 50187T106 6196 87735 SH DFND 1 78535 0 9200 LKQ CORP COM 501889208 9724 271613 SH DFND 1 218897 0 52716 LPL FINL HLDGS INC COM 50212V100 10402 110756 SH DFND 1 96925 0 13831 LSI INDS INC COM 50216C108 72 11661 SH DFND 1 3261 0 8400 LABORATORY CORP AMER HLDGS COM NEW 50540R409 14419 86089 SH DFND 1 69352 0 16737 LAKELAND BANCORP INC COM 511637100 703 40593 SH DFND 1 33838 0 6755 LAKELAND INDS INC COM 511795106 42 3875 SH DFND 1 1075 0 2800 LAM RESEARCH CORP COM 512807108 37392 125521 SH DFND 1 105276 0 20245 LANDEC CORP COM 514766104 133 11857 SH DFND 1 3357 0 8500 LAUDER ESTEE COS INC CL A 518439104 6 25 SH DFND 1 25 0 0 LAUREATE EDUCATION INC CL A 518613203 3 153 SH DFND 1 153 0 0 LEAR CORP COM NEW 521865204 1343 9582 SH DFND 1 9582 0 0 LEIDOS HLDGS INC COM 525327102 10737 108868 SH DFND 1 87722 0 21146 LENNAR CORP CL A 526057104 13901 249067 SH DFND 1 200961 0 48106 LIBERTY BROADBAND CORP COM SER A 530307107 4 26 SH DFND 1 26 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 19 150 SH DFND 1 150 0 0 LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 6 111 SH DFND 1 111 0 0 LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 14 272 SH DFND 1 272 0 0 LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 10 199 SH DFND 1 199 0 0 LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 2 25 SH DFND 1 25 0 0 LINCOLN ELEC HLDGS INC COM 533900106 6160 62750 SH DFND 1 53429 0 9321 LINCOLN NATL CORP IND COM 534187109 9753 163215 SH DFND 1 131946 0 31269 LITHIA MTRS INC CL A 536797103 7895 53568 SH DFND 1 47368 0 6200 LOCKHEED MARTIN CORP COM 539830109 99852 250022 SH DFND 1 201515 0 48507 LOEWS CORP COM 540424108 13988 264117 SH DFND 1 212904 0 51213 LULULEMON ATHLETICA INC COM 550021109 4 17 SH DFND 1 17 0 0 LUTHER BURBANK CORP COM 550550107 4121 354575 SH DFND 1 162761 0 191814 LYON WILLIAM HOMES CL A NEW 552074700 649 32402 SH DFND 1 21402 0 11000 M & T BK CORP COM 55261F104 25845 151078 SH DFND 1 128728 0 22350 MBIA INC COM 55262C100 2364 253859 SH DFND 1 225959 0 27900 M D C HLDGS INC COM 552676108 9035 239068 SH DFND 1 214101 0 24967 MGIC INVT CORP WIS COM 552848103 11658 823236 SH DFND 1 823236 0 0 M/I HOMES INC COM 55305B101 4273 107442 SH DFND 1 96242 0 11200 MTS SYS CORP COM 553777103 4109 85879 SH DFND 1 29434 0 56445 MAGNA INTL INC COM 559222401 70789 1290823 SH DFND 1 1058523 0 232300 MANITOWOC CO INC COM NEW 563571405 184 10540 SH DFND 1 3040 0 7500 MANPOWERGROUP INC COM 56418H100 22049 225072 SH DFND 1 214950 0 10122 MARATHON OIL CORP COM 565849106 1 58 SH DFND 1 58 0 0 MARKEL CORP COM 570535104 14218 12307 SH DFND 1 10012 0 2295 MARLIN BUSINESS SVCS CORP COM 571157106 86 3899 SH DFND 1 1099 0 2800 MARRIOTT INTL INC NEW CL A 571903202 11618 76685 SH DFND 1 76685 0 0 MASCO CORP COM 574599106 12155 251794 SH DFND 1 202886 0 48908 MASTEC INC COM 576323109 7 102 SH DFND 1 102 0 0 MASTERCARD INC CL A 57636Q104 30 97 SH DFND 1 97 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2132 34137 SH DFND 1 34137 0 0 MCKESSON CORP COM 58155Q103 22238 160343 SH DFND 1 129375 0 30968 MERCANTILE BANK CORP COM 587376104 139 3811 SH DFND 1 1111 0 2700 MERCK & CO INC COM 58933Y105 207758 2257257 SH DFND 1 1819391 0 437866 MERIDIAN BK PAOLI PA COM 58958P104 699 35000 SH DFND 1 35000 0 0 MERIDIAN BANCORP INC MD COM 58958U103 1782 89461 SH DFND 1 81061 0 8400 MERITAGE HOMES CORP COM 59001A102 8370 136108 SH DFND 1 123108 0 13000 MERITOR INC COM 59001K100 8412 315735 SH DFND 1 282835 0 32900 METHODE ELECTRS INC COM 591520200 4363 110684 SH DFND 1 98584 0 12100 METLIFE INC COM 59156R108 42091 815399 SH DFND 1 657250 0 158149 MICRON TECHNOLOGY INC COM 595112103 53779 970902 SH DFND 1 782686 0 188216 MIDLAND STS BANCORP INC ILL COM 597742105 250 8637 SH DFND 1 2437 0 6200 MIDWESTONE FINL GROUP INC NE COM 598511103 140 3875 SH DFND 1 1075 0 2800 MILLER INDS INC TENN COM NEW 600551204 232 6272 SH DFND 1 1772 0 4500 MINERALS TECHNOLOGIES INC COM 603158106 6279 109302 SH DFND 1 97902 0 11400 MOHAWK INDS INC COM 608190104 80519 597364 SH DFND 1 490237 0 107127 MOLINA HEALTHCARE INC COM 60855R100 1045 7835 SH DFND 1 7835 0 0 MOLSON COORS BREWING CO CL B 60871R209 107485 2007557 SH DFND 1 1677406 0 330151 MONDELEZ INTL INC CL A 609207105 5367 98770 SH DFND 1 98770 0 0 MORGAN STANLEY COM NEW 617446448 74692 1435276 SH DFND 1 1156862 0 278414 MOTORCAR PTS AMER INC COM 620071100 111 5021 SH DFND 1 1421 0 3600 NCR CORP NEW COM 62886E108 16424 462633 SH DFND 1 429733 0 32900 NRG ENERGY INC COM NEW 629377508 8558 220543 SH DFND 1 177649 0 42894 NACCO INDS INC CL A 629579103 143 3052 SH DFND 1 852 0 2200 NATIONAL BK HLDGS CORP CL A 633707104 2050 56641 SH DFND 1 51041 0 5600 NATURAL GAS SERVICES GROUP COM 63886Q109 255 20407 SH DFND 1 17327 0 3080 NAVISTAR INTL CORP NEW COM 63934E108 10822 379161 SH DFND 1 339561 0 39600 NAVIENT CORPORATION COM 63938C108 10441 764625 SH DFND 1 696725 0 67900 NELNET INC CL A 64031N108 4737 80791 SH DFND 1 72991 0 7800 NEOS THERAPEUTICS INC COM 64052L106 178 122695 SH DFND 1 27900 0 94795 NETAPP INC COM 64110D104 12553 199975 SH DFND 1 161189 0 38786 NETWORK 1 TECHNOLOGIES INC COM 64121N109 25 11172 SH DFND 1 3172 0 8000 NEW HOME CO INC COM 645370107 28 6020 SH DFND 1 1720 0 4300 NEW YORK CMNTY BANCORP INC COM 649445103 5567 469375 SH DFND 1 388998 0 80377 NEWELL BRANDS INC COM 651229106 7164 375463 SH DFND 1 302602 0 72861 NEWMONT GOLDCORP CORPORATION COM 651639106 105372 2438037 SH DFND 1 2020437 0 417600 NEWPARK RES INC COM PAR $.01NEW 651718504 4604 741336 SH DFND 1 220358 0 520978 NEWS CORP NEW CL A 65249B109 6 404 SH DFND 1 404 0 0 NEXTIER OILFIELD SOLUTIONS I COM 65290C105 5271 809592 SH DFND 1 336039 0 473553 NEXTERA ENERGY INC COM 65339F101 4498 18847 SH DFND 1 18847 0 0 NINE ENERGY SVC INC COM 65441V101 1312 171191 SH DFND 1 51500 0 119691 NOBLE ENERGY INC COM 655044105 9634 399216 SH DFND 1 322346 0 76870 NORFOLK SOUTHERN CORP COM 655844108 9819 49889 SH DFND 1 49889 0 0 NORTHEAST BK LEWISTON ME COM 66405S100 41 1819 SH DFND 1 519 0 1300 NORTHERN TR CORP COM 665859104 20193 187698 SH DFND 1 151318 0 36380 NORTHFIELD BANCORP INC DEL COM 66611T108 3072 182671 SH DFND 1 124938 0 57733 NORTHRIM BANCORP INC COM 666762109 83 2171 SH DFND 1 635 0 1536 NORTHROP GRUMMAN CORP COM 666807102 53147 149414 SH DFND 1 120450 0 28964 NORTHWEST BANCSHARES INC MD COM 667340103 4699 284910 SH DFND 1 260010 0 24900 NORTHWEST PIPE CO COM 667746101 152 4578 SH DFND 1 1278 0 3300 NOW INC COM 67011P100 3381 304830 SH DFND 1 274730 0 30100 NUCOR CORP COM 670346105 22301 404584 SH DFND 1 352469 0 52115 NVIDIA CORP COM 67066G104 68787 286716 SH DFND 1 237816 0 48900 OGE ENERGY CORP COM 670837103 5323 120803 SH DFND 1 97152 0 23651 O REILLY AUTOMOTIVE INC NEW COM 67103H107 7459 17047 SH DFND 1 17047 0 0 OFG BANCORP COM 67103X102 1973 83917 SH DFND 1 72317 0 11600 OCEANEERING INTL INC COM 675232102 5622 380375 SH DFND 1 344675 0 35700 OCEANFIRST FINL CORP COM 675234108 3746 148524 SH DFND 1 133624 0 14900 OIL STS INTL INC COM 678026105 3353 204434 SH DFND 1 191534 0 12900 OLD DOMINION FREIGHT LINE IN COM 679580100 3 11 SH DFND 1 11 0 0 OLD NATL BANCORP IND COM 680033107 6959 379634 SH DFND 1 339734 0 39900 OLD REP INTL CORP COM 680223104 4290 192112 SH DFND 1 154731 0 37381 OLD SECOND BANCORP INC ILL COM 680277100 147 10858 SH DFND 1 3058 0 7800 OLYMPIC STEEL INC COM 68162K106 4560 257136 SH DFND 1 45240 0 211896 OMNICOM GROUP INC COM 681919106 24937 312208 SH DFND 1 274825 0 37383 ON SEMICONDUCTOR CORP COM 682189105 9029 360279 SH DFND 1 290425 0 69854 ONEMAIN HLDGS INC COM 68268W103 20392 478674 SH DFND 1 455523 0 23151 OPPENHEIMER HLDGS INC CL A NON VTG 683797104 161 5689 SH DFND 1 1589 0 4100 ORACLE CORP COM 68389X105 172063 3189299 SH DFND 1 2626554 0 562745 OPUS BK IRVINE CALIF COM 684000102 622 24050 SH DFND 1 22750 0 1300 ORION GROUP HOLDINGS INC COM 68628V308 72 13343 SH DFND 1 3743 0 9600 OSHKOSH CORP COM 688239201 24717 261053 SH DFND 1 249327 0 11726 OWENS CORNING NEW COM 690742101 6237 95916 SH DFND 1 77375 0 18541 PDL CMNTY BANCORP COM 69290X101 1398 95076 SH DFND 1 23800 0 71276 PBF ENERGY INC CL A 69318G106 12875 404997 SH DFND 1 379397 0 25600 PCSB FINL CORP COM 69324R104 158 7798 SH DFND 1 2198 0 5600 PNC FINL SVCS GROUP INC COM 693475105 62294 388435 SH DFND 1 313169 0 75266 PPG INDS INC COM 693506107 10671 81085 SH DFND 1 81085 0 0 PRA GROUP INC COM 69354N106 1 9 SH DFND 1 9 0 0 PACCAR INC COM 693718108 25784 324274 SH DFND 1 264843 0 59431 PACIFIC PREMIER BANCORP COM 69478X105 1304 39665 SH DFND 1 37465 0 2200 PACKAGING CORP AMER COM 695156109 9314 84120 SH DFND 1 67884 0 16236 PACWEST BANCORP DEL COM 695263103 2794 73045 SH DFND 1 73045 0 0 PAPA JOHNS INTL INC COM 698813102 1496 23811 SH DFND 1 17121 0 6690 PARK OHIO HLDGS CORP COM 700666100 234 6951 SH DFND 1 1951 0 5000 PARKE BANCORP INC COM 700885106 2074 83347 SH DFND 1 25141 0 58206 PARKER HANNIFIN CORP COM 701094104 28941 137963 SH DFND 1 115914 0 22049 PARSLEY ENERGY INC CL A 701877102 2 90 SH DFND 1 90 0 0 PATRICK INDS INC COM 703343103 3941 74524 SH DFND 1 66724 0 7800 PEAPACK-GLADSTONE FINL CORP COM 704699107 210 6811 SH DFND 1 1911 0 4900 PENNYMAC FINL SVCS INC COM 70932M107 3782 113105 SH DFND 1 101405 0 11700 PENSKE AUTOMOTIVE GRP INC COM 70959W103 13455 268395 SH DFND 1 268395 0 0 PEOPLES BANCORP INC COM 709789101 247 7106 SH DFND 1 2006 0 5100 PEOPLES UTD FINL INC COM 712704105 5 267 SH DFND 1 267 0 0 PFIZER INC COM 717081103 175625 4487075 SH DFND 1 3721310 0 765765 PHILIP MORRIS INTL INC COM 718172109 116203 1364041 SH DFND 1 1099157 0 264884 PHILLIPS 66 COM 718546104 47104 419817 SH DFND 1 343448 0 76369 PHOTRONICS INC COM 719405102 3996 256475 SH DFND 1 229675 0 26800 PINNACLE FINL PARTNERS INC COM 72346Q104 4143 64700 SH DFND 1 64700 0 0 PINNACLE WEST CAP CORP COM 723484101 7172 80844 SH DFND 1 64806 0 16038 PIONEER BANCORP INC COM 723561106 1909 125218 SH DFND 1 33500 0 91718 PIPER JAFFRAY COS COM 724078100 3381 41903 SH DFND 1 38203 0 3700 POLARIS INC COM 731068102 5585 54204 SH DFND 1 43681 0 10523 POPULAR INC COM NEW 733174700 19705 334368 SH DFND 1 299573 0 34795 PORTLAND GEN ELEC CO COM NEW 736508847 13 225 SH DFND 1 225 0 0 POWELL INDS INC COM 739128106 3249 67114 SH DFND 1 24071 0 43043 PREFERRED BK LOS ANGELES CA COM NEW 740367404 1423 23658 SH DFND 1 19758 0 3900 PRESTIGE CONSMR HEALTHCARE I COM 74112D101 4728 116763 SH DFND 1 95363 0 21400 PRICE T ROWE GROUP INC COM 74144T108 30374 242679 SH DFND 1 202490 0 40189 PRINCIPAL FINL GROUP INC COM 74251V102 13756 246818 SH DFND 1 199013 0 47805 PROCTER & GAMBLE CO COM 742718109 7388 59858 SH DFND 1 59858 0 0 PROGRESSIVE CORP OHIO COM 743315103 26788 360386 SH DFND 1 290332 0 70054 PROPETRO HLDG CORP COM 74347M108 4438 402662 SH DFND 1 151992 0 250670 PROSPERITY BANCSHARES INC COM 743606105 9 116 SH DFND 1 116 0 0 PROVIDENT FINL HLDGS INC COM 743868101 64 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