0000936944-17-000002.txt : 20170210
0000936944-17-000002.hdr.sgml : 20170210
20170210093008
ACCESSION NUMBER: 0000936944-17-000002
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20161231
FILED AS OF DATE: 20170210
DATE AS OF CHANGE: 20170210
EFFECTIVENESS DATE: 20170210
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MARTINGALE ASSET MANAGEMENT L P
CENTRAL INDEX KEY: 0000936944
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-04632
FILM NUMBER: 17589944
BUSINESS ADDRESS:
STREET 1: 222 BERKELEY STREET
STREET 2: 19TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 6174244700
MAIL ADDRESS:
STREET 1: 222 BERKELEY ST
STREET 2: 19TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02116
13F-HR
1
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12-31-2016
12-31-2016
MARTINGALE ASSET MANAGEMENT L P
222 BERKELEY ST
19TH FLOOR
BOSTON
MA
02116
13F HOLDINGS REPORT
028-04632
N
Betty Davis
Manager of Operations
6174244700
Betty Davis
Boston
MA
02-10-2017
1
1154
7097
false
3
0001409728
028-12567
Mercer Investment Management, Inc.
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277276101
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57105
SH
SOLE
27005
0
30100
Eastman Chemical
COM
277432100
305
4054
SH
SOLE
4054
0
0
Ecolab Inc
COM
278865100
5195
44316
SH
SOLE
38516
0
5800
Edison Int'l
COM
281020107
23588
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SH
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281849
0
45800
Edison Int'l
COM
281020107
2023
28100
SH
DFND
03
28100
0
0
El Paso Electric
COM
283677854
219
4703
SH
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0
Eli Lilly Co
COM
532457108
23967
325849
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47600
Eli Lilly Co
COM
532457108
2001
27200
SH
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27200
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0
Ellis Perry Int'l
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288853104
2136
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SH
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64200
Emcor Group Inc
COM
29084Q100
7872
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39640
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Employers Holdings Inc Co
COM
292218104
2129
53752
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18600
Endurance Specialty Holdings
COM
G30397106
915
9902
SH
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0
Enersys
COM
29275Y102
3908
50028
SH
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29000
Engility Holdings Inc New
COM
29286C107
567
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Ennis Inc
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293389102
2310
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SH
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72122
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61000
Enova Intl
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29357K103
1779
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128300
Ensco Plc Cl A
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G3157S106
334
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SOLE
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0
Enstar Group Ltd
COM
G3075P101
1483
7500
SH
SOLE
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0
Entegris Inc
COM
29362U104
2531
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SH
SOLE
31681
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109700
Entercom Comm
COM
293639100
1328
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SH
SOLE
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77300
Entergy Corp
COM
29364G103
14480
197076
SH
SOLE
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0
25900
Entergy Corp
COM
29364G103
934
12700
SH
DFND
03
12700
0
0
Enterprise Finl Services
COM
293712105
4439
103228
SH
SOLE
46828
0
56400
Equity Lifestyle Properties
COM
29472R108
17518
242966
SH
SOLE
210366
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32600
Equity Lifestyle Properties
COM
29472R108
1233
17100
SH
DFND
03
17100
0
0
Erie Indemnity Co
COM
29530P102
4504
40053
SH
SOLE
34253
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5800
Erie Indemnity Co
COM
29530P102
462
4100
SH
DFND
03
4100
0
0
Esco Technologies Inc
COM
296315104
1293
22807
SH
SOLE
22807
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0
Esperion Therapeutics
COM
29664W105
635
50711
SH
SOLE
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45700
Essa Bancorp Inc Com
COM
29667D104
409
26003
SH
SOLE
15203
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10800
Essent Group Ltd
COM
G3198U102
270
8336
SH
SOLE
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0
0
Essex Property Trust
COM
297178105
2781
11957
SH
SOLE
11957
0
0
Essex Property Trust
COM
297178105
1279
5500
SH
DFND
03
5500
0
0
Estee Lauder Company
COM
518439104
393
5134
SH
SOLE
934
0
4200
Everest Re Group
COM
G3223R108
29970
138493
SH
SOLE
122193
0
16300
Everest Re Group
COM
G3223R108
2143
9900
SH
DFND
03
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0
Eversource Energy
COM
30040W108
1211
21917
SH
SOLE
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0
Evertec Inc Shares
COM
30040P103
3454
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SH
SOLE
53164
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141400
Exa Corp
COM
300614500
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61106
SH
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29100
Exactech Inc
COM
30064E109
2005
73408
SH
SOLE
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41200
Exelixis Inc Com
COM
30161Q104
837
56127
SH
SOLE
5827
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50300
Exelon Corp
COM
30161N101
23675
667087
SH
SOLE
587687
0
79400
Exelon Corp
COM
30161N101
1583
44600
SH
DFND
03
44600
0
0
Expeditors Int'l Wash
COM
302130109
3492
65927
SH
SOLE
48027
0
17900
Express Inc
COM
30219E103
1290
119874
SH
SOLE
12174
0
107700
Express Scripts Holdings Co
COM
30219G108
16606
241393
SH
SOLE
230893
0
10500
Express Scripts Holdings Co
COM
30219G108
83
1200
SH
DFND
03
1200
0
0
Exxon Mobil Corp
COM
30231G102
23227
257334
SH
SOLE
239834
0
17500
Exxon Mobil Corp
COM
30231G102
1066
11800
SH
DFND
03
11800
0
0
F5 Networks
COM
315616102
15321
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SH
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99665
0
6200
F5 Networks
COM
315616102
594
4100
SH
DFND
03
4100
0
0
FTD Companies Inc
COM
30281V108
1886
79108
SH
SOLE
45908
0
33200
FTI Consult Inc
COM
302941109
6588
146138
SH
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63738
0
82400
Facebook Inc
COM
30303M102
20157
175198
SH
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163098
0
12100
Facebook Inc
COM
30303M102
1047
9100
SH
DFND
03
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0
0
Fair Isaac and Co
COM
303250104
5879
49307
SH
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28307
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21000
Farmers Capital Bank Corp
COM
309562106
2272
54017
SH
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20917
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33100
Federated National Hldg Co
COM
31422T101
567
30300
SH
SOLE
0
0
30300
Fedex Corporation
COM
31428X106
42001
225569
SH
SOLE
204969
0
20600
Fedex Corporation
COM
31428X106
2309
12400
SH
DFND
03
12400
0
0
Fidelity Natl Info
COM
31620M106
645
8516
SH
SOLE
8516
0
0
Fidelity Southern Corp
COM
316394105
436
18400
SH
SOLE
12700
0
5700
Finl Institutions
COM
317585404
3285
96036
SH
SOLE
35436
0
60600
First Bancorp/NC
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318910106
2137
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SOLE
30033
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48700
First Bus Finl Svcs Inc
COM
319390100
957
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SH
SOLE
16114
0
24200
First Busey Corp
COM
319383204
232
7507
SH
SOLE
7507
0
0
First Citizens Bancshares Inc
COM
31946M103
7989
22504
SH
SOLE
10604
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11900
First Comm Bancshares
COM
31983A103
1873
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SH
SOLE
25922
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36200
First Data Corp
COM
32008D106
1423
100252
SH
SOLE
100252
0
0
First Defiance Finl Co
COM
32006W106
3482
68614
SH
SOLE
25514
0
43100
First Finl Corp Indiana
COM
320218100
3336
63166
SH
SOLE
26066
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37100
First Intst Bancsystem
COM
32055Y201
5215
122540
SH
SOLE
52040
0
70500
First Mid Ill Bancshares
COM
320866106
1027
30201
SH
SOLE
15201
0
15000
First Midwest Bancorp
COM
320867104
2124
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SH
SOLE
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69400
First Potomac Realty
COM
33610F109
842
76713
SH
SOLE
12913
0
63800
FirstEnergy Corp
COM
337932107
31258
1009295
SH
SOLE
936495
0
72800
FirstEnergy Corp
COM
337932107
1853
59800
SH
DFND
03
59800
0
0
Fiserv Inc
COM
337738108
9680
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SH
SOLE
86774
0
4300
Fiserv Inc
COM
337738108
564
5300
SH
DFND
03
5300
0
0
Five Prime Therapeutics
COM
33830X104
577
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SH
SOLE
1306
0
10200
Five9 Inc
COM
338307101
202
14206
SH
SOLE
8606
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5600
Flagstar Bancorp Inc
COM
337930705
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SH
SOLE
4504
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24700
Flexsteel Industry Inc
COM
339382103
2801
45415
SH
SOLE
15215
0
30200
Flushing Finl Corp
COM
343873105
2229
75809
SH
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52509
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23300
Forrester Research Inc
COM
346563109
443
10300
SH
SOLE
8400
0
1900
Forward Air Corporation
COM
349853101
3858
81416
SH
SOLE
46316
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35100
Four Corners Property Trust
COM
35086T109
451
21944
SH
SOLE
21944
0
0
Franklin Street Pptys
COM
35471R106
6201
478434
SH
SOLE
228334
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250100
Fresh Del Monte
COM
G36738105
7194
118639
SH
SOLE
54539
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64100
Fuller H.B. Co.
COM
359694106
707
14621
SH
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9921
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4700
Gallagher Arthur J & C
COM
363576109
28613
550659
SH
SOLE
486259
0
64400
Gallagher Arthur J & C
COM
363576109
1965
37800
SH
DFND
03
37800
0
0
Gamco Investors
COM
361438104
399
12912
SH
SOLE
2412
0
10500
General Dynamics
COM
369550108
33099
191700
SH
SOLE
169200
0
22500
General Dynamics
COM
369550108
2711
15700
SH
DFND
03
15700
0
0
General Electric
COM
369604103
5242
165880
SH
SOLE
165880
0
0
General Mills
COM
370334104
26492
428873
SH
SOLE
369973
0
58900
General Mills
COM
370334104
2125
34400
SH
DFND
03
34400
0
0
General Motors Corp
COM
37045V100
3909
112173
SH
SOLE
112173
0
0
Genesco Inc
COM
371532102
1517
24415
SH
SOLE
2415
0
22000
Genie Energy Ltd
COM
372284208
258
44814
SH
SOLE
4214
0
40600
Genpact Limited
COM
G3922B107
11580
475724
SH
SOLE
399324
0
76400
Genpact Limited
COM
G3922B107
850
34900
SH
DFND
03
34900
0
0
Getty Realty Corp
COM
374297109
4453
174690
SH
SOLE
80178
0
94512
Gilead Sciences Inc
COM
375558103
9671
135041
SH
SOLE
135041
0
0
Gladstone Commercial Corp
COM
376536108
2266
112711
SH
SOLE
62311
0
50400
Global Brass and Copper
COM
37953G103
4567
133143
SH
SOLE
52543
0
80600
Global Payments Inc
COM
37940X102
499
7185
SH
SOLE
7185
0
0
Globus Med Inc Cl A
COM
379577208
916
36906
SH
SOLE
11206
0
25700
Gold Resource Corp
COM
38068T105
734
168617
SH
SOLE
25217
0
143400
Government Properties Inc
COM
38376A103
4095
214768
SH
SOLE
83568
0
131200
Great Ajax Corp
COM
38983D300
1843
138861
SH
SOLE
53261
0
85600
Great Southern Bancorp
COM
390905107
3707
67823
SH
SOLE
28223
0
39600
Great Western Bancorp
COM
391416104
646
14809
SH
SOLE
309
0
14500
Green Bancorp
COM
39260X100
843
55428
SH
SOLE
4828
0
50600
Greenbrier Companies
COM
393657101
1659
39920
SH
SOLE
3920
0
36000
Greif Inc
COM
397624107
1736
33823
SH
SOLE
3323
0
30500
HCA Holdings Inc
COM
40412C101
416
5607
SH
SOLE
5607
0
0
HP Inc
COM
40434L105
10322
695538
SH
SOLE
695538
0
0
HSN Inc
COM
404303109
3634
105928
SH
SOLE
63228
0
42700
Hacket Group
COM
404609109
1741
98547
SH
SOLE
55247
0
43300
Haemonetics Corp
COM
405024100
7347
182746
SH
SOLE
83646
0
99100
Hallmark Finl Services Inc
COM
40624Q203
665
57111
SH
SOLE
20611
0
36500
Halyard Health Inc
COM
40650V100
2616
70735
SH
SOLE
15235
0
55500
Handy & Harman Ltd Co
COM
410315105
394
15404
SH
SOLE
1804
0
13600
Hanmi Finl Corp
COM
410495204
4842
138736
SH
SOLE
59836
0
78900
Hanover Insurance Group Inc
COM
410867105
26656
292887
SH
SOLE
268487
0
24400
Hanover Insurance Group Inc
COM
410867105
1311
14400
SH
DFND
03
14400
0
0
Harris Corp
COM
413875105
3901
38061
SH
SOLE
36061
0
2000
Haverty Furniture
COM
419596101
934
39405
SH
SOLE
28905
0
10500
Hawaiian Elec Inds
COM
419870100
7041
212889
SH
SOLE
196789
0
16100
Hawaiian Elec Inds
COM
419870100
440
13300
SH
DFND
03
13300
0
0
Hawaiian Hldgs Inc
COM
419879101
6300
110520
SH
SOLE
64620
0
45900
Hawkins Inc
COM
420261109
1031
19102
SH
SOLE
7702
0
11400
Healthcare Tr Amer Inc Cl
COM
42225P501
7194
247099
SH
SOLE
189199
0
57900
Healthcare Tr Amer Inc Cl
COM
42225P501
1025
35200
SH
DFND
03
35200
0
0
Healthsouth Corp New
COM
421924309
5441
131912
SH
SOLE
74012
0
57900
Heartland Finl USA
COM
42234Q102
5757
119933
SH
SOLE
51633
0
68300
Helen of Troy Corp
COM
G4388N106
5812
68816
SH
SOLE
39516
0
29300
Henry Jack & Assoc Inc
COM
426281101
7619
85814
SH
SOLE
85814
0
0
Henry Jack & Assoc Inc
COM
426281101
924
10400
SH
DFND
03
10400
0
0
Heritage Commerce Co
COM
426927109
2263
156763
SH
SOLE
61263
0
95500
Heritage Finl Corp
COM
42722X106
4519
175457
SH
SOLE
73057
0
102400
Heritage Ins Hldgs
COM
42727J102
1471
93870
SH
SOLE
9070
0
84800
Hershey Foods
COM
427866108
10385
100406
SH
SOLE
80206
0
20200
Hershey Foods
COM
427866108
1469
14200
SH
DFND
03
14200
0
0
Heska Corp
COM
42805E306
1533
21402
SH
SOLE
12002
0
9400
Hibbett Sports Inc
COM
428567101
989
26505
SH
SOLE
21305
0
5200
Highwoods Properties
COM
431284108
5137
100700
SH
SOLE
80400
0
20300
Highwoods Properties
COM
431284108
419
8200
SH
DFND
03
8200
0
0
Hill Rom Holdings Inc
COM
431475102
24675
439523
SH
SOLE
409523
0
30000
Hill Rom Holdings Inc
COM
431475102
568
10100
SH
DFND
03
10100
0
0
Hingham Institutional Svgs Mas
COM
433323102
1102
5600
SH
SOLE
3200
0
2400
Hologic Inc
COM
436440101
15992
398602
SH
SOLE
372202
0
26400
Hologic Inc
COM
436440101
329
8200
SH
DFND
03
8200
0
0
Home Bancorp Inc
COM
43689E107
897
23211
SH
SOLE
8511
0
14700
Home Depot
COM
437076102
47172
351817
SH
SOLE
310717
0
41100
Home Depot
COM
437076102
3205
23900
SH
DFND
03
23900
0
0
Homestreet Inc
COM
43785V102
3208
101508
SH
SOLE
46608
0
54900
Honeywell Int'l Inc
COM
438516106
36666
316495
SH
SOLE
271995
0
44500
Honeywell Int'l Inc
COM
438516106
3047
26300
SH
DFND
03
26300
0
0
Hooker Furniture Corp
COM
439038100
1564
41204
SH
SOLE
21404
0
19800
Hormel Foods Corp
COM
440452100
3096
88932
SH
SOLE
74532
0
14400
Hormel Foods Corp
COM
440452100
481
13800
SH
DFND
03
13800
0
0
Hospitality Properties Trust
COM
44106M102
21097
664660
SH
SOLE
595460
0
69200
Hospitality Properties Trust
COM
44106M102
1394
43900
SH
DFND
03
43900
0
0
Hub Group Inc
COM
443320106
1878
42913
SH
SOLE
7213
0
35700
Huntington Ingalls Ind
COM
446413106
33378
181215
SH
SOLE
164615
0
16600
Huntington Ingalls Ind
COM
446413106
2192
11900
SH
DFND
03
11900
0
0
Huron Consulting Group Inc
COM
447462102
3460
68308
SH
SOLE
34708
0
33600
IAC Interactive Corp
COM
44919P508
2234
34467
SH
SOLE
34467
0
0
IAC Interactive Corp
COM
44919P508
266
4100
SH
DFND
03
4100
0
0
ICF Int'l Inc
COM
44925C103
3595
65123
SH
SOLE
37523
0
27600
ICU Medical Inc
COM
44930G107
5689
38604
SH
SOLE
22304
0
16300
Iberiabank Corp
COM
450828108
1735
20714
SH
SOLE
1014
0
19700
Idacorp Inc
COM
451107106
5849
72607
SH
SOLE
41307
0
31300
Independent Bank Corp/MI
COM
453838609
2158
99433
SH
SOLE
42533
0
56900
Infinity Prop & Casualty
COM
45665Q103
3165
36003
SH
SOLE
21703
0
14300
Infrareit Inc
COM
45685L100
1670
93211
SH
SOLE
23211
0
70000
Ingersoll-Rand Co
COM
G47791101
3128
41682
SH
SOLE
41682
0
0
Ingredion Intl
COM
457187102
37373
299072
SH
SOLE
271672
0
27400
Ingredion Intl
COM
457187102
1987
15900
SH
DFND
03
15900
0
0
Innophos Holdings Inc Com
COM
45774N108
3456
66112
SH
SOLE
39212
0
26900
Innospec Inc Com
COM
45768S105
5269
76915
SH
SOLE
40115
0
36800
Inogen Inc
COM
45780L104
209
3100
SH
SOLE
3100
0
0
Insight Enterprises Inc
COM
45765U103
3859
95409
SH
SOLE
56409
0
39000
Insperity Inc
COM
45778Q107
3379
47615
SH
SOLE
25715
0
21900
Int'l Bancshares Corp
COM
459044103
2263
55450
SH
SOLE
5550
0
49900
Int'l Business Machines
COM
459200101
73807
444645
SH
SOLE
402845
0
41800
Int'l Business Machines
COM
459200101
4117
24800
SH
DFND
03
24800
0
0
Integra Lifesciences
COM
457985208
5723
66706
SH
SOLE
38706
0
28000
Intel Corp
COM
458140100
57626
1588790
SH
SOLE
1424390
0
164400
Intel Corp
COM
458140100
3548
97800
SH
DFND
03
97800
0
0
IntercontinentalExchange Grp
COM
45866F104
2427
43012
SH
SOLE
29712
0
13300
IntercontinentalExchange Grp
COM
45866F104
153
2700
SH
DFND
03
2700
0
0
Interdigital Inc
COM
45867G101
2074
22700
SH
SOLE
15600
0
7100
Intuit Inc
COM
461202103
32193
280885
SH
SOLE
246985
0
33900
Intuit Inc
COM
461202103
2361
20600
SH
DFND
03
20600
0
0
Intuitive Surgical Inc
COM
46120E602
1975
3113
SH
SOLE
2613
0
500
Invesco Mortgage Capital
COM
46131B100
1743
119324
SH
SOLE
12524
0
106800
Investors Title Co
COM
461804106
712
4500
SH
SOLE
2700
0
1800
Ixys Corp
COM
46600W106
1146
96265
SH
SOLE
9965
0
86300
J Alexanders Holdings
COM
46609J106
474
44006
SH
SOLE
10606
0
33400
J and J Snack Foods Corp
COM
466032109
5565
41703
SH
SOLE
24003
0
17700
J2 Global Inc
COM
48123V102
6431
78614
SH
SOLE
45014
0
33600
JM Smucker Co
COM
832696405
24628
192310
SH
SOLE
167210
0
25100
JM Smucker Co
COM
832696405
1960
15300
SH
DFND
03
15300
0
0
JP Morgan Chase & Co
COM
46625H100
4855
56256
SH
SOLE
56256
0
0
Jack In The Box Inc
COM
466367109
5728
51305
SH
SOLE
29505
0
21800
Jacobs Engr Group
COM
469814107
1456
25541
SH
SOLE
25541
0
0
James River Group Inc
COM
G5005R107
2402
57805
SH
SOLE
33705
0
24100
Johnson & Johnson
COM
478160104
77091
669126
SH
SOLE
609726
0
59400
Johnson & Johnson
COM
478160104
4402
38200
SH
DFND
03
38200
0
0
KLA-Tencor Corp
COM
482480100
12049
153133
SH
SOLE
152333
0
800
KLA-Tencor Corp
COM
482480100
465
5900
SH
DFND
03
5900
0
0
KMG Chemicals Inc
COM
482564101
2351
60433
SH
SOLE
26133
0
34300
Kadant Inc
COM
48282T104
295
4809
SH
SOLE
2809
0
2000
Kaiser Aluminum Corp
COM
483007704
645
8302
SH
SOLE
8302
0
0
Kaman Corp Cl A
COM
483548103
1180
24102
SH
SOLE
16902
0
7200
Kellogg Co
COM
487836108
20629
279862
SH
SOLE
239462
0
40400
Kellogg Co
COM
487836108
1659
22500
SH
DFND
03
22500
0
0
Kelly Services Inc
COM
488152208
780
34000
SH
SOLE
9500
0
24500
Kennametal
COM
489170100
613
19600
SH
SOLE
0
0
19600
Keycorp
COM
493267108
10979
600928
SH
SOLE
600928
0
0
Kimball Electronics
COM
49428J109
1997
109712
SH
SOLE
55512
0
54200
Kimberly-Clark
COM
494368103
1543
13518
SH
SOLE
10318
0
3200
Kimberly-Clark
COM
494368103
229
2000
SH
DFND
03
2000
0
0
Knoll Inc
COM
498904200
4462
159737
SH
SOLE
86537
0
73200
Koppers Holdings Inc
COM
50060P106
1472
36521
SH
SOLE
3521
0
33000
Kroger Co
COM
501044101
2139
61982
SH
SOLE
61982
0
0
LCNB Corp
COM
50181P100
407
17489
SH
SOLE
8689
0
8800
LHC Group Inc
COM
50187A107
1212
26500
SH
SOLE
14300
0
12200
LTC Properties
COM
502175102
320
6808
SH
SOLE
6808
0
0
Ladder Capital Corp
COM
505743104
367
26700
SH
SOLE
23500
0
3200
Lamb Weston Holdings Inc
COM
513272104
926
24442
SH
SOLE
24442
0
0
Lancaster Colony Corp
COM
513847103
5727
40503
SH
SOLE
23503
0
17000
Landstar Sys Inc
COM
515098101
19851
232717
SH
SOLE
205817
0
26900
Landstar Sys Inc
COM
515098101
1382
16200
SH
DFND
03
16200
0
0
Lasalle Hotel Ppty
COM
517942108
641
21031
SH
SOLE
31
0
21000
Lazard Ltd
COM
G54050102
385
9351
SH
SOLE
9351
0
0
Lear Corporation
COM
521865204
13299
100468
SH
SOLE
100468
0
0
Legacy Tex Finl Group
COM
52471Y106
621
14400
SH
SOLE
1900
0
12500
Lemaitre Vascular Inc
COM
525558201
1655
65307
SH
SOLE
37907
0
27400
Lexington Co Prop Trust Reit
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529043101
6216
575520
SH
SOLE
200020
0
375500
Liberty Ppty Tr
COM
531172104
5634
142620
SH
SOLE
125520
0
17100
Liberty Ppty Tr
COM
531172104
344
8700
SH
DFND
03
8700
0
0
Liberty Trip Advisor Hldgs, Se
COM
531465102
314
20845
SH
SOLE
45
0
20800
Lifetime Brands Inc Com
COM
53222Q103
210
11808
SH
SOLE
8
0
11800
Lions Gate Entertainment
COM
535919401
1427
53045
SH
SOLE
53045
0
0
Liquidity Services Inc
COM
53635B107
731
74903
SH
SOLE
40503
0
34400
Littelfuse Inc
COM
537008104
2672
17603
SH
SOLE
17603
0
0
Lockheed Martin Corp
COM
539830109
44930
179763
SH
SOLE
164563
0
15200
Lockheed Martin Corp
COM
539830109
2700
10800
SH
DFND
03
10800
0
0
Loew's Corp
COM
540424108
4286
91502
SH
SOLE
84802
0
6700
Lowe's Companies
COM
548661107
24397
343031
SH
SOLE
312631
0
30400
Lowe's Companies
COM
548661107
2013
28300
SH
DFND
03
28300
0
0
Luminex Corporation
COM
55027E102
2511
124113
SH
SOLE
66513
0
57600
Lyondellbasell Industries
COM
N53745100
12059
140579
SH
SOLE
140579
0
0
M & T Bank Corporation
COM
55261F104
21610
138141
SH
SOLE
119841
0
18300
M & T Bank Corporation
COM
55261F104
1753
11200
SH
DFND
03
11200
0
0
MDU Res Group Inc
COM
552690109
4275
148569
SH
SOLE
145369
0
3200
MFA Finl Inc
COM
55272X102
8410
1102226
SH
SOLE
931626
0
170600
MFA Finl Inc
COM
55272X102
688
90100
SH
DFND
03
90100
0
0
MGE Energy Inc
COM
55277P104
6224
95311
SH
SOLE
56111
0
39200
MKS Instruments Inc
COM
55306N104
999
16807
SH
SOLE
16807
0
0
MRC Global Inc
COM
55345K103
1324
65323
SH
SOLE
5323
0
60000
MSA Safety
COM
553498106
5923
85420
SH
SOLE
49520
0
35900
MTGE Invest Corp
COM
55378A105
4691
298782
SH
SOLE
129082
0
169700
MTS Systems Corp
COM
553777103
205
3602
SH
SOLE
3602
0
0
MacQuarie Infrastructure
COM
55608B105
23533
288034
SH
SOLE
250434
0
37600
MacQuarie Infrastructure
COM
55608B105
1855
22700
SH
DFND
03
22700
0
0
Mack Cali Realty Corp
COM
554489104
5766
198661
SH
SOLE
98161
0
100500
Madison Square Garden Company
COM
55825T103
858
5002
SH
SOLE
3702
0
1300
Magellan Health Inc
COM
559079207
2838
37704
SH
SOLE
24204
0
13500
Maiden Holdings Lts
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G5753U112
5459
312793
SH
SOLE
131893
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180900
Manning & Napier Inc.
COM
56382Q102
482
63734
SH
SOLE
5234
0
58500
Manpower Inc
COM
56418H100
9528
107204
SH
SOLE
107204
0
0
Mantech Int'l Corp A
COM
564563104
5495
130036
SH
SOLE
59936
0
70100
Marathon Petroleum
COM
56585A102
3566
70806
SH
SOLE
70806
0
0
Marcus Corp
COM
566330106
2864
90910
SH
SOLE
54910
0
36000
Markel Corp
COM
570535104
541
598
SH
SOLE
598
0
0
Marsh & McLennan
COM
571748102
25740
380815
SH
SOLE
321915
0
58900
Marten Transport Ltd
COM
573075108
3154
135352
SH
SOLE
53052
0
82300
Masimo Corp Com
COM
574795100
6109
90626
SH
SOLE
52626
0
38000
Masonite International Co
COM
575385109
204
3100
SH
SOLE
3100
0
0
Mastercard Inc Class A
COM
57636Q104
33387
323358
SH
SOLE
279558
0
43800
Mastercard Inc Class A
COM
57636Q104
2757
26700
SH
DFND
03
26700
0
0
Maxim Integrated Prod
COM
57772K101
4805
124555
SH
SOLE
122755
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1800
Maxim Integrated Prod
COM
57772K101
66
1700
SH
DFND
03
1700
0
0
Maxlinear Inc
COM
57776J100
415
19016
SH
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1016
0
18000
McCormick & Co
COM
579780206
7062
75663
SH
SOLE
51563
0
24100
McCormick & Co
COM
579780206
308
3300
SH
DFND
03
3300
0
0
McDonald's Corp
COM
580135101
44373
364543
SH
SOLE
322443
0
42100
McDonald's Corp
COM
580135101
3117
25600
SH
DFND
03
25600
0
0
McGrath Rentcorp
COM
580589109
1568
40000
SH
SOLE
11600
0
28400
McKesson Corp
COM
58155Q103
11401
81172
SH
SOLE
81172
0
0
Med Pptys Trust
COM
58463J304
1644
133631
SH
SOLE
14831
0
118800
Medifast Inc Com
COM
58470H101
2395
57514
SH
SOLE
32714
0
24800
Medtronic PLC Shares
COM
G5960L103
5217
73231
SH
SOLE
70531
0
2700
Mentor Graphics
COM
587200106
9292
251871
SH
SOLE
103971
0
147900
Mercantile Bank Corp
COM
587376104
1134
30075
SH
SOLE
12075
0
18000
Merck and Co Inc
COM
58933Y105
34282
582332
SH
SOLE
491032
0
91300
Merck and Co Inc
COM
58933Y105
2867
48700
SH
DFND
03
48700
0
0
Mercury General Corp
COM
589400100
432
7159
SH
SOLE
7159
0
0
Meredith Corp
COM
589433101
409
6900
SH
SOLE
6900
0
0
Meridian Bioscience
COM
589584101
4351
245771
SH
SOLE
116371
0
129400
Merit Med Sys
COM
589889104
3168
119512
SH
SOLE
66712
0
52800
Meta Finl Group
COM
59100U108
4323
42002
SH
SOLE
20502
0
21500
Metaldyne Performance Group
COM
59116R107
533
23210
SH
SOLE
3010
0
20200
Methode Electronics Inc
COM
591520200
1891
45729
SH
SOLE
16329
0
29400
Mettler-Toledo Int'l
COM
592688105
294
702
SH
SOLE
502
0
200
Michael Kors Hldgs Ltd
COM
G60754101
2885
67116
SH
SOLE
67116
0
0
Michaels Cos Inc
COM
59408Q106
2540
124202
SH
SOLE
124202
0
0
Microsoft Corp
COM
594918104
101964
1640870
SH
SOLE
1518370
0
122500
Microsoft Corp
COM
594918104
4226
68000
SH
DFND
03
68000
0
0
Microstrategy Inc
COM
594972408
6714
34009
SH
SOLE
16609
0
17400
Mid-Amer Apart Cmty
COM
59522J103
19982
204060
SH
SOLE
174990
0
29070
Mid-Amer Apart Cmty
COM
59522J103
26
263
SH
DFND
03
263
0
0
Middlesex Water Co
COM
596680108
3174
73906
SH
SOLE
43006
0
30900
Midland States Bancorp
COM
597742105
1922
53120
SH
SOLE
16320
0
36800
Midwestone Finl Group Inc
COM
598511103
1415
37613
SH
SOLE
14113
0
23500
Minerals Tech
COM
603158106
704
9110
SH
SOLE
1210
0
7900
Momenta Pharmaceutical
COM
60877T100
204
13507
SH
SOLE
7
0
13500
Moneygram Int'l
COM
60935Y208
901
76233
SH
SOLE
6433
0
69800
Monmouth Real Estate Investmen
COM
609720107
2716
178204
SH
SOLE
113304
0
64900
Monolithic Power Sys Inc
COM
609839105
2409
29400
SH
SOLE
9600
0
19800
Monotype Imaging Holdings
COM
61022P100
1758
88514
SH
SOLE
43214
0
45300
Moog Inc Cl A
COM
615394202
2262
34430
SH
SOLE
6530
0
27900
Morgan Stanley
COM
617446448
1952
46181
SH
SOLE
46181
0
0
Morningstar Inc
COM
617700109
6816
92655
SH
SOLE
79755
0
12900
Morningstar Inc
COM
617700109
530
7200
SH
DFND
03
7200
0
0
Motorola Solutions Inc
COM
620076307
34010
410292
SH
SOLE
365292
0
45000
Motorola Solutions Inc
COM
620076307
2239
27000
SH
DFND
03
27000
0
0
Murphy USA Inc Co
COM
626755102
11356
184727
SH
SOLE
165327
0
19400
Murphy USA Inc Co
COM
626755102
535
8700
SH
DFND
03
8700
0
0
Mutual First Finl Inc
COM
62845B104
452
13655
SH
SOLE
6755
0
6900
Myr Group Inc
COM
55405W104
3675
97531
SH
SOLE
29831
0
67700
NCR Corp
COM
62886E108
2603
64155
SH
SOLE
64155
0
0
NIC Inc
COM
62914B100
4987
208621
SH
SOLE
120421
0
88200
NRG Yield Inc
COM
62942X306
1344
87440
SH
SOLE
8940
0
78500
NVE Corp
COM
629445206
1251
17502
SH
SOLE
10802
0
6700
NVR Inc
COM
62944T105
8579
5140
SH
SOLE
3930
0
1210
NVR Inc
COM
62944T105
334
200
SH
DFND
03
200
0
0
Nacco Inds Inc Cl A
COM
629579103
1839
20305
SH
SOLE
14305
0
6000
Nantkwest Inc
COM
63016Q102
111
19300
SH
SOLE
2500
0
16800
Nathan's Famous Inc
COM
632347100
920
14164
SH
SOLE
9364
0
4800
National Commerce Corp
COM
63546L102
1498
40315
SH
SOLE
10115
0
30200
National Storage Affiliate
COM
637870106
217
9800
SH
SOLE
9800
0
0
Nationstar Mtg Hldgs
COM
63861C109
512
28300
SH
SOLE
0
0
28300
Natl Bankshares
COM
634865109
209
4801
SH
SOLE
4801
0
0
Natl Cinemedia
COM
635309107
2785
189018
SH
SOLE
114118
0
74900
Natl Fuel Gas Co
COM
636180101
3825
67526
SH
SOLE
67526
0
0
Natl Gen Hldgs
COM
636220303
5343
213784
SH
SOLE
99384
0
114400
Natl Health Investors
COM
63633D104
4050
54603
SH
SOLE
26203
0
28400
Natl Healthcare Corp
COM
635906100
2934
38704
SH
SOLE
22904
0
15800
Natl Instruments Corp
COM
636518102
10006
324631
SH
SOLE
280831
0
43800
Natl Instruments Corp
COM
636518102
746
24200
SH
DFND
03
24200
0
0
Natl Presto Inds Inc
COM
637215104
3437
32302
SH
SOLE
18702
0
13600
Natl Western Life Ins Co
COM
638517102
1587
5103
SH
SOLE
503
0
4600
Natus Medical Inc
COM
639050103
3402
97730
SH
SOLE
53030
0
44700
Navigant Consulting Co
COM
63935N107
4126
157577
SH
SOLE
52177
0
105400
Navigators Group Inc
COM
638904102
4523
38407
SH
SOLE
22107
0
16300
Neogen Corp
COM
640491106
3033
45950
SH
SOLE
26350
0
19600
Neustar Inc Class A
COM
64126X201
1681
50327
SH
SOLE
4927
0
45400
New Jersey Resources
COM
646025106
998
28103
SH
SOLE
28103
0
0
New York Community Bancorp
COM
649445103
1288
80948
SH
SOLE
80948
0
0
New York Community Bancorp
COM
649445103
409
25700
SH
DFND
03
25700
0
0
Newfield Exploration Co
COM
651290108
2023
49927
SH
SOLE
49927
0
0
Newmarket Corp
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651587107
212
500
SH
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500
0
0
Newmont Mining
COM
651639106
13277
389671
SH
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383771
0
5900
Newmont Mining
COM
651639106
222
6500
SH
DFND
03
6500
0
0
Nexpoint Residential Tr Inc
COM
65341D102
2783
124544
SH
SOLE
42344
0
82200
Nextera Energy Inc
COM
65339F101
18860
157869
SH
SOLE
129669
0
28200
Nextera Energy Inc
COM
65339F101
2175
18200
SH
DFND
03
18200
0
0
Nike Inc
COM
654106103
742
14591
SH
SOLE
14591
0
0
Nisource
COM
65473P105
595
26870
SH
SOLE
26870
0
0
Noble Affiliates
COM
655044105
1496
39282
SH
SOLE
39282
0
0
NorthWestern Corp
COM
668074305
5421
95309
SH
SOLE
50109
0
45200
Northern Trust Corp
COM
665859104
15988
179529
SH
SOLE
156929
0
22600
Northern Trust Corp
COM
665859104
2138
24000
SH
DFND
03
24000
0
0
Northrim Bancorp Inc
COM
666762109
639
20203
SH
SOLE
13303
0
6900
Northrop Grumman Corp
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666807102
26183
112573
SH
SOLE
97973
0
14600
Northrop Grumman Corp
COM
666807102
2210
9500
SH
DFND
03
9500
0
0
Northwest Bancshares Inc
COM
667340103
5163
286329
SH
SOLE
165529
0
120800
Northwest Natl Gas Co
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667655104
5706
95408
SH
SOLE
52808
0
42600
Novanta Inc
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67000B104
1641
78137
SH
SOLE
46237
0
31900
Nu Skin Enterprises
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67018T105
5984
125230
SH
SOLE
125230
0
0
Nuance Communications Inc
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67020Y100
476
31880
SH
SOLE
31880
0
0
Nutraceutical Int'l
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67060Y101
1486
42509
SH
SOLE
17509
0
25000
O'Reilly Automotive
COM
67103H107
19842
71266
SH
SOLE
62766
0
8500
O'Reilly Automotive
COM
67103H107
1643
5900
SH
DFND
03
5900
0
0
OFG Bancorp
COM
67103X102
1171
89322
SH
SOLE
10022
0
79300
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937
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755111507
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75606N109
223
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75936P105
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76009N100
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760759100
31510
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761152107
257
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76122Q105
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76132B106
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770323103
348
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775133101
961
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783332109
4183
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458
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1940
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910
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1038
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