The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AAR CORP COM 000361105 5,560 177,500 SH   DFND 1 160,600 0 16,900
ACCO BRANDS CORP COM 00081T108 4,580 475,039 SH   DFND 1 427,439 0 47,600
AFLAC INC COM 001055102 26,723 371,818 SH   DFND 1 296,518 0 75,300
AGCO CORP COM 001084102 16,571 335,987 SH   DFND 1 321,087 0 14,900
A H BELO CORP COM CL A 001282102 80 10,800 SH   DFND 1 4,300 0 6,500
AES CORP COM 00130H105 8,329 648,153 SH   DFND 1 508,353 0 139,800
ARC DOCUMENT SOLUTIONS INC COM 00191G103 420 112,200 SH   DFND 1 112,200 0 0
AT&T INC COM 00206R102 111 2,733 SH   DFND 1 2,733 0 0
AV HOMES INC COM 00234P102 64 3,800 SH   DFND 1 1,400 0 2,400
AVX CORP NEW COM 002444107 5,784 419,370 SH   DFND 1 367,930 0 51,440
AXT INC COM 00246W103 132 25,300 SH   DFND 1 9,400 0 15,900
AARONS INC COM PAR $0.50 002535300 3,989 156,912 SH   DFND 1 142,112 0 14,800
ABBVIE INC COM 00287Y109 163,544 2,593,047 SH   DFND 1 2,126,947 0 466,100
ACACIA RESH CORP ACACIA TCH COM 003881307 70 10,700 SH   DFND 1 3,200 0 7,500
ACCESS NATL CORP COM 004337101 88 3,670 SH   DFND 1 1,370 0 2,300
AECOM COM 00766T100 57,451 1,932,407 SH   DFND 1 1,676,284 0 256,123
AEGION CORP COM 00770F104 2,482 130,122 SH   DFND 1 112,622 0 17,500
AETNA INC NEW COM 00817Y108 26,422 228,859 SH   DFND 1 180,459 0 48,400
AIR LEASE CORP CL A 00912X302 9,966 348,680 SH   DFND 1 348,680 0 0
ALAMO GROUP INC COM 011311107 547 8,300 SH   DFND 1 3,100 0 5,200
ALASKA AIR GROUP INC COM 011659109 27 405 SH   DFND 1 405 0 0
ALBEMARLE CORP COM 012653101 740 8,652 SH   DFND 1 3,752 0 4,900
ALLEGHANY CORP DEL COM 017175100 8,027 15,288 SH   DFND 1 11,688 0 3,600
ALLEGHENY TECHNOLOGIES INC COM 01741R102 7,283 403,038 SH   DFND 1 366,338 0 36,700
ALLIANCE ONE INTL INC COM NEW 018772301 58 3,000 SH   DFND 1 1,200 0 1,800
ALLSTATE CORP COM 020002101 41,556 600,683 SH   DFND 1 401,471 0 199,212
ALLY FINL INC COM 02005N100 8,102 416,123 SH   DFND 1 332,023 0 84,100
AMERCO COM 023586100 5,576 17,195 SH   DFND 1 13,895 0 3,300
AMEREN CORP COM 023608102 10,704 217,631 SH   DFND 1 174,531 0 43,100
AMERICAN AIRLS GROUP INC COM 02376R102 112,686 3,077,990 SH   DFND 1 2,643,430 0 434,560
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,893 342,202 SH   DFND 1 308,202 0 34,000
AMERICAN ELEC PWR INC COM 025537101 28,177 438,813 SH   DFND 1 352,213 0 86,600
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9,744 545,540 SH   DFND 1 464,940 0 80,600
AMERICAN EXPRESS CO COM 025816109 73,041 1,140,540 SH   DFND 1 823,340 0 317,200
AMERICAN FINL GROUP INC OHIO COM 025932104 13,934 185,775 SH   DFND 1 148,175 0 37,600
AMERICAN INTL GROUP INC COM NEW 026874784 59,617 1,004,661 SH   DFND 1 1,004,661 0 0
AMERICAN NATL INS CO COM 028591105 6 44 SH   DFND 1 44 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 171 8,600 SH   DFND 1 3,200 0 5,400
AMERICAN WTR WKS CO INC NEW COM 030420103 5 65 SH   DFND 1 65 0 0
AMERISAFE INC COM 03071H100 2,373 40,358 SH   DFND 1 33,858 0 6,500
AMERISOURCEBERGEN CORP COM 03073E105 11 124 SH   DFND 1 124 0 0
AMERIPRISE FINL INC COM 03076C106 26,360 264,202 SH   DFND 1 176,523 0 87,679
AMGEN INC COM 031162100 112,385 673,727 SH   DFND 1 535,527 0 138,200
AMPCO-PITTSBURGH CORP COM 032037103 188 16,919 SH   DFND 1 16,919 0 0
AMTECH SYS INC COM PAR $0.01N 032332504 35 7,000 SH   DFND 1 2,600 0 4,400
ANADARKO PETE CORP COM 032511107 104,324 1,646,519 SH   DFND 1 1,412,119 0 234,400
ANDERSONS INC COM 034164103 1,758 48,585 SH   DFND 1 43,285 0 5,300
ANIXTER INTL INC COM 035290105 3,669 56,876 SH   DFND 1 50,676 0 6,200
ANTERO RES CORP COM 03674X106 5 161 SH   DFND 1 161 0 0
ANTHEM INC COM 036752103 32,329 257,991 SH   DFND 1 203,891 0 54,100
ANWORTH MORTGAGE ASSET CP COM 037347101 5,320 1,081,229 SH   DFND 1 807,529 0 273,700
APACHE CORP COM 037411105 86,672 1,356,999 SH   DFND 1 1,171,199 0 185,800
APPLE INC COM 037833100 401,030 3,547,360 SH   DFND 1 2,684,150 0 863,210
APPLIED MATLS INC COM 038222105 44,890 1,488,858 SH   DFND 1 1,166,858 0 322,000
ARCHER DANIELS MIDLAND CO COM 039483102 24,313 576,538 SH   DFND 1 452,538 0 124,000
ARCTIC CAT INC COM 039670104 4,931 318,305 SH   DFND 1 240,505 0 77,800
ARGAN INC COM 04010E109 649 10,950 SH   DFND 1 4,050 0 6,900
ARK RESTAURANTS CORP COM 040712101 455 20,250 SH   DFND 1 20,250 0 0
ARROW ELECTRS INC COM 042735100 26,856 419,807 SH   DFND 1 397,007 0 22,800
ARROW FINL CORP COM 042744102 154 4,670 SH   DFND 1 1,696 0 2,974
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,833 361,481 SH   DFND 1 264,461 0 97,020
ASHLAND GLOBAL HLDGS INC COM 044186104 6,527 56,290 SH   DFND 1 44,890 0 11,400
ASSOCIATED BANC CORP COM 045487105 11,877 606,272 SH   DFND 1 568,172 0 38,100
ASSURANT INC COM 04621X108 25,466 276,047 SH   DFND 1 249,647 0 26,400
ASTORIA FINL CORP COM 046265104 1 59 SH   DFND 1 59 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 4,171 97,400 SH   DFND 1 85,500 0 11,900
AUTOLIV INC COM 052800109 4 37 SH   DFND 1 37 0 0
AUTONATION INC COM 05329W102 1,572 32,254 SH   DFND 1 13,854 0 18,400
AVERY DENNISON CORP COM 053611109 277 3,551 SH   DFND 1 1,551 0 2,000
AVID TECHNOLOGY INC COM 05367P100 54 6,800 SH   DFND 1 2,500 0 4,300
AVIS BUDGET GROUP COM 053774105 527 15,390 SH   DFND 1 6,490 0 8,900
AVNET INC COM 053807103 26,539 646,328 SH   DFND 1 609,228 0 37,100
BOK FINL CORP COM NEW 05561Q201 15,607 226,285 SH   DFND 1 214,285 0 12,000
BP PLC SPONSORED ADR 055622104 254,788 7,246,527 SH   DFND 1 6,232,500 0 1,014,027
BOFI HLDG INC COM 05566U108 6,394 285,418 SH   DFND 1 208,558 0 76,860
BAKER HUGHES INC COM 057224107 19,262 381,650 SH   DFND 1 307,050 0 74,600
BANCORPSOUTH INC COM 059692103 7,038 303,325 SH   DFND 1 285,225 0 18,100
BANC OF CALIFORNIA INC COM 05990K106 700 40,038 SH   DFND 1 30,338 0 9,700
BANK AMER CORP COM 060505104 407,313 26,026,358 SH   DFND 1 21,718,164 0 4,308,194
BANK OF MARIN BANCORP COM 063425102 87 1,730 SH   DFND 1 630 0 1,100
BANK MUTUAL CORP NEW COM 063750103 189 24,540 SH   DFND 1 9,140 0 15,400
BANK NEW YORK MELLON CORP COM 064058100 39,747 996,644 SH   DFND 1 784,044 0 212,600
BANKFINANCIAL CORP COM 06643P104 137 10,730 SH   DFND 1 4,030 0 6,700
BANKUNITED INC COM 06652K103 4 101 SH   DFND 1 101 0 0
BANNER CORP COM NEW 06652V208 4,199 95,986 SH   DFND 1 88,013 0 7,973
BARCLAYS BK PLC IPMS INDIA ETN 06739F291 7 88 SH   DFND 1 88 0 0
BARNES & NOBLE ED INC COM 06777U101 77 8,000 SH   DFND 1 3,000 0 5,000
BARRETT BILL CORP COM 06846N104 151 27,100 SH   DFND 1 10,100 0 17,000
BAXTER INTL INC COM 071813109 7,264 152,600 SH   DFND 1 63,400 0 89,200
B/E AEROSPACE INC COM 073302101 56,983 1,103,023 SH   DFND 1 942,923 0 160,100
BEAZER HOMES USA INC COM NEW 07556Q881 67 5,700 SH   DFND 1 2,100 0 3,600
BED BATH & BEYOND INC COM 075896100 3,511 81,434 SH   DFND 1 35,167 0 46,267
BEL FUSE INC CL B 077347300 172 7,100 SH   DFND 1 2,600 0 4,500
BEMIS INC COM 081437105 7,033 137,862 SH   DFND 1 91,073 0 46,789
BENCHMARK ELECTRS INC COM 08160H101 6,172 247,373 SH   DFND 1 222,973 0 24,400
BENEFICIAL BANCORP INC COM 08171T102 11,143 757,478 SH   DFND 1 590,588 0 166,890
BERKLEY W R CORP COM 084423102 6,358 110,076 SH   DFND 1 88,376 0 21,700
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 113,778 787,552 SH   DFND 1 678,042 0 109,510
BERKSHIRE HILLS BANCORP INC COM 084680107 2,396 86,450 SH   DFND 1 79,550 0 6,900
BEST BUY INC COM 086516101 14,879 389,683 SH   DFND 1 274,283 0 115,400
BIG 5 SPORTING GOODS CORP COM 08915P101 161 11,800 SH   DFND 1 4,400 0 7,400
BIG LOTS INC COM 089302103 4,238 88,734 SH   DFND 1 83,934 0 4,800
BIOGEN INC COM 09062X103 88,920 284,060 SH   DFND 1 194,760 0 89,300
BLACK DIAMOND INC COM 09202G101 43 8,300 SH   DFND 1 3,100 0 5,200
BLACKROCK INC COM 09247X101 51,973 143,388 SH   DFND 1 113,988 0 29,400
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 97,610 3,823,336 SH   DFND 1 3,276,036 0 547,300
BLUE HILLS BANCORP INC COM 095573101 10,489 698,295 SH   DFND 1 511,645 0 186,650
BOEING CO COM 097023105 99,061 751,939 SH   DFND 1 534,505 0 217,434
BOSTON BEER INC CL A 100557107 8,054 51,868 SH   DFND 1 39,488 0 12,380
BOSTON PRIVATE FINL HLDGS IN COM 101119105 2,061 160,612 SH   DFND 1 160,612 0 0
BRIDGEPOINT ED INC COM 10807M105 106 15,400 SH   DFND 1 6,000 0 9,400
BRIGGS & STRATTON CORP COM 109043109 402 21,554 SH   DFND 1 18,754 0 2,800
BRINKER INTL INC COM 109641100 10,405 206,310 SH   DFND 1 187,510 0 18,800
BROADWIND ENERGY INC COM NEW 11161T207 28 6,200 SH   DFND 1 2,300 0 3,900
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 14,061 1,523,358 SH   DFND 1 1,523,358 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,788 228,681 SH   DFND 1 213,081 0 15,600
BROOKS AUTOMATION INC COM 114340102 3,997 293,609 SH   DFND 1 260,609 0 33,000
BROWN FORMAN CORP CL B 115637209 2,484 52,340 SH   DFND 1 22,340 0 30,000
BRUNSWICK CORP COM 117043109 3,919 80,330 SH   DFND 1 64,630 0 15,700
BRYN MAWR BK CORP COM 117665109 190 5,930 SH   DFND 1 2,230 0 3,700
BURLINGTON STORES INC COM 122017106 89 1,100 SH Put DFND 1 0 0 0
CBIZ INC COM 124805102 419 37,370 SH   DFND 1 13,970 0 23,400
CBS CORP NEW CL B 124857202 57,113 1,043,339 SH   DFND 1 786,639 0 256,700
CDW CORP COM 12514G108 7,757 169,607 SH   DFND 1 127,307 0 42,300
CIGNA CORPORATION COM 125509109 28,867 221,502 SH   DFND 1 180,202 0 41,300
CSS INDS INC COM 125906107 174 6,770 SH   DFND 1 2,470 0 4,300
CNA FINL CORP COM 126117100 29 827 SH   DFND 1 827 0 0
CNB FINL CORP PA COM 126128107 77 3,600 SH   DFND 1 1,400 0 2,200
CRA INTL INC COM 12618T105 128 4,800 SH   DFND 1 1,800 0 3,000
CNO FINL GROUP INC COM 12621E103 11,324 741,536 SH   DFND 1 741,536 0 0
CSX CORP COM 126408103 26,937 883,167 SH   DFND 1 694,567 0 188,600
CVS HEALTH CORP COM 126650100 84,437 948,830 SH   DFND 1 763,030 0 185,800
CA INC COM 12673P105 15,962 482,508 SH   DFND 1 348,208 0 134,300
CALATLANTIC GROUP INC COM 128195104 12,158 363,576 SH   DFND 1 363,576 0 0
CALERES INC COM 129500104 3,087 122,055 SH   DFND 1 101,955 0 20,100
CALPINE CORP COM NEW 131347304 45,578 3,605,839 SH   DFND 1 3,092,619 0 513,220
CAMPBELL SOUP CO COM 134429109 8 138 SH   DFND 1 138 0 0
CANADIAN NAT RES LTD COM 136385101 143,026 4,463,959 SH   DFND 1 3,909,159 0 554,800
CAPITAL CITY BK GROUP INC COM 139674105 95 6,400 SH   DFND 1 2,400 0 4,000
CAPITAL BK FINL CORP CL A COM 139794101 2,565 79,877 SH   DFND 1 77,977 0 1,900
CAPITAL ONE FINL CORP COM 14040H105 33,257 462,990 SH   DFND 1 369,190 0 93,800
CAPITOL FED FINL INC COM 14057J101 7,583 538,947 SH   DFND 1 500,847 0 38,100
CARBO CERAMICS INC COM 140781105 11,416 1,043,492 SH   DFND 1 784,922 0 258,570
CARDINAL HEALTH INC COM 14149Y108 21,861 281,349 SH   DFND 1 228,949 0 52,400
CARE COM INC COM 141633107 620 62,200 SH   DFND 1 62,200 0 0
CARLISLE COS INC COM 142339100 5,910 57,610 SH   DFND 1 46,310 0 11,300
CARMAX INC COM 143130102 12,332 231,139 SH   DFND 1 162,839 0 68,300
CARNIVAL CORP UNIT 99/99/9999 143658300 31,651 648,308 SH   DFND 1 466,908 0 181,400
CASCADE BANCORP COM NEW 147154207 157 25,800 SH   DFND 1 9,600 0 16,200
CATALENT INC COM 148806102 4 130 SH   DFND 1 130 0 0
CATERPILLAR INC DEL COM 149123101 55,867 629,338 SH   DFND 1 546,638 0 82,700
CATHAY GEN BANCORP COM 149150104 8,099 263,100 SH   DFND 1 242,928 0 20,172
CATO CORP NEW CL A 149205106 3,156 95,944 SH   DFND 1 87,244 0 8,700
CELANESE CORP DEL COM SER A 150870103 9,002 135,235 SH   DFND 1 107,535 0 27,700
CENTERSTATE BANKS INC COM 15201P109 242 13,620 SH   DFND 1 5,120 0 8,500
CENTRAL PAC FINL CORP COM NEW 154760409 2,538 100,741 SH   DFND 1 93,341 0 7,400
CENTURY CASINOS INC COM 156492100 108 15,600 SH   DFND 1 5,700 0 9,900
CENTURY CMNTYS INC COM 156504300 338 15,700 SH   DFND 1 5,800 0 9,900
CENTURYLINK INC COM 156700106 14,565 530,977 SH   DFND 1 411,277 0 119,700
CHART INDS INC COM PAR $0.01 16115Q308 3,716 113,176 SH   DFND 1 102,876 0 10,300
CHARTER FINL CORP MD COM 16122W108 2,476 192,200 SH   DFND 1 133,500 0 58,700
CHEMICAL FINL CORP COM 163731102 4,290 97,196 SH   DFND 1 90,196 0 7,000
CHEVRON CORP NEW COM 166764100 173,148 1,682,351 SH   DFND 1 1,350,351 0 332,000
CHICAGO BRIDGE & IRON CO N V COM 167250109 37,146 1,325,192 SH   DFND 1 1,139,147 0 186,045
CHICOPEE BANCORP INC COM 168565109 309 16,700 SH   DFND 1 16,700 0 0
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 105,487 1,714,674 SH   DFND 1 1,417,574 0 297,100
CHRISTOPHER & BANKS CORP COM 171046105 22 15,100 SH   DFND 1 5,600 0 9,500
CINCINNATI FINL CORP COM 172062101 11,083 146,939 SH   DFND 1 118,239 0 28,700
CINEMARK HOLDINGS INC COM 17243V102 3,838 100,240 SH   DFND 1 81,640 0 18,600
CISCO SYS INC COM 17275R102 250,495 7,897,059 SH   DFND 1 6,534,159 0 1,362,900
CINTAS CORP COM 172908105 7 58 SH   DFND 1 58 0 0
CITIZENS & NORTHN CORP COM 172922106 101 4,590 SH   DFND 1 1,690 0 2,900
CITIGROUP INC COM NEW 172967424 393,373 8,328,873 SH   DFND 1 7,059,373 0 1,269,500
CITIZENS FINL GROUP INC COM 174610105 11,540 467,010 SH   DFND 1 374,010 0 93,000
CITRIX SYS INC COM 177376100 8 88 SH   DFND 1 88 0 0
CITY HLDG CO COM 177835105 2,303 45,787 SH   DFND 1 42,987 0 2,800
CLEARWATER PAPER CORP COM 18538R103 2,366 36,577 SH   DFND 1 33,177 0 3,400
CLIFTON BANCORP INC COM 186873105 542 35,426 SH   DFND 1 27,426 0 8,000
COACH INC COM 189754104 168 4,600 SH Put DFND 1 0 0 0
COHU INC COM 192576106 232 19,710 SH   DFND 1 7,410 0 12,300
COLFAX CORP COM 194014106 4 115 SH   DFND 1 115 0 0
COLUMBIA BKG SYS INC COM 197236102 5,657 172,871 SH   DFND 1 160,771 0 12,100
COMCAST CORP NEW CL A 20030N101 75,296 1,134,992 SH   DFND 1 915,992 0 219,000
COMERICA INC COM 200340107 7,433 157,075 SH   DFND 1 125,775 0 31,300
COMMERCE BANCSHARES INC COM 200525103 4,483 90,990 SH   DFND 1 71,300 0 19,690
COMMERCIAL METALS CO COM 201723103 8,076 498,767 SH   DFND 1 442,667 0 56,100
COMMUNITY BK SYS INC COM 203607106 1,856 38,577 SH   DFND 1 33,377 0 5,200
COMMUNITY HEALTHCARE TR INC COM 20369C106 548 25,000 SH   DFND 1 25,000 0 0
COMPUTER SCIENCES CORP COM 205363104 8,105 155,235 SH   DFND 1 112,435 0 42,800
CONCURRENT COMPUTER CORP NEW COM PAR $.01 206710402 213 38,700 SH   DFND 1 38,700 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 197 10,900 SH   DFND 1 4,200 0 6,700
CONSOL ENERGY INC COM 20854P109 10,059 523,869 SH   DFND 1 523,869 0 0
CONSOLIDATED EDISON INC COM 209115104 86 1,129 SH   DFND 1 1,129 0 0
CONVERGYS CORP COM 212485106 13,037 428,565 SH   DFND 1 384,965 0 43,600
COOPER STD HLDGS INC COM 21676P103 6,066 61,391 SH   DFND 1 54,691 0 6,700
CORCEPT THERAPEUTICS INC COM 218352102 2,096 322,315 SH   DFND 1 245,435 0 76,880
CORE MOLDING TECHNOLOGIES IN COM 218683100 29 1,700 SH   DFND 1 800 0 900
CORNING INC COM 219350105 34,372 1,453,332 SH   DFND 1 1,077,732 0 375,600
COVENANT TRANSN GROUP INC CL A 22284P105 165 8,500 SH   DFND 1 3,200 0 5,300
COVISINT CORP COM 22357R103 48 21,800 SH   DFND 1 8,100 0 13,700
CRANE CO COM 224399105 13,699 217,402 SH   DFND 1 209,502 0 7,900
CREDIT ACCEP CORP MICH COM 225310101 17,558 87,321 SH   DFND 1 85,921 0 1,400
CREE INC COM 225447101 7,035 273,501 SH   DFND 1 245,701 0 27,800
CROWN CRAFTS INC COM 228309100 79 7,740 SH   DFND 1 2,840 0 4,900
CROWN HOLDINGS INC COM 228368106 7,176 125,686 SH   DFND 1 100,586 0 25,100
CULLEN FROST BANKERS INC COM 229899109 8,421 117,044 SH   DFND 1 106,244 0 10,800
CUMMINS INC COM 231021106 22,830 178,150 SH   DFND 1 133,250 0 44,900
CURTISS WRIGHT CORP COM 231561101 592 6,489 SH   DFND 1 2,789 0 3,700
CUSTOMERS BANCORP INC COM 23204G100 1,888 75,002 SH   DFND 1 68,992 0 6,010
CYPRESS SEMICONDUCTOR CORP COM 232806109 4 292 SH   DFND 1 292 0 0
DST SYS INC DEL COM 233326107 3,465 29,379 SH   DFND 1 16,409 0 12,970
DTE ENERGY CO COM 233331107 14,964 159,742 SH   DFND 1 128,442 0 31,300
DSW INC CL A 23334L102 5,196 253,683 SH   DFND 1 185,773 0 67,910
DANA INCORPORATED COM 235825205 4,491 288,066 SH   DFND 1 271,766 0 16,300
DARDEN RESTAURANTS INC COM 237194105 6,880 112,190 SH   DFND 1 90,190 0 22,000
DATALINK CORP COM 237934104 142 13,300 SH   DFND 1 5,300 0 8,000
DAVITA INC COM 23918K108 12,162 184,070 SH   DFND 1 147,970 0 36,100
DEAN FOODS CO NEW COM NEW 242370203 5,572 339,748 SH   DFND 1 308,748 0 31,000
DECKERS OUTDOOR CORP COM 243537107 7,918 132,959 SH   DFND 1 121,859 0 11,100
DEERE & CO COM 244199105 24,200 283,536 SH   DFND 1 226,136 0 57,400
DELL TECHNOLOGIES INC COM CL V 24703L103 1 18 SH   DFND 1 18 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 151,191 3,841,222 SH   DFND 1 3,207,380 0 633,842
DELUXE CORP COM 248019101 14,829 221,910 SH   DFND 1 202,910 0 19,000
DEMAND MEDIA INC COM NEW 24802N208 20 3,500 SH   DFND 1 1,300 0 2,200
DERMA SCIENCES INC COM PAR $.01 249827502 35 7,400 SH   DFND 1 2,900 0 4,500
DEVON ENERGY CORP NEW COM 25179M103 173,034 3,922,767 SH   DFND 1 3,366,967 0 555,800
DIAMOND OFFSHORE DRILLING IN COM 25271C102 8 404 SH   DFND 1 404 0 0
DICKS SPORTING GOODS INC COM 253393102 4,374 77,110 SH   DFND 1 62,710 0 14,400
DIGI INTL INC COM 253798102 223 19,500 SH   DFND 1 7,200 0 12,300
DIGITALGLOBE INC COM NEW 25389M877 6,409 233,053 SH   DFND 1 211,853 0 21,200
DIME CMNTY BANCSHARES COM 253922108 2,018 120,403 SH   DFND 1 107,703 0 12,700
DILLARDS INC CL A 254067101 56,293 893,394 SH   DFND 1 740,924 0 152,470
DIODES INC COM 254543101 2,776 130,074 SH   DFND 1 117,674 0 12,400
DISNEY WALT CO COM DISNEY 254687106 81,751 880,361 SH   DFND 1 711,261 0 169,100
DISCOVER FINL SVCS COM 254709108 34,215 605,037 SH   DFND 1 410,037 0 195,000
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3,934 146,100 SH   DFND 1 113,200 0 32,900
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4 146 SH   DFND 1 146 0 0
DOLLAR GEN CORP NEW COM 256677105 19,060 272,322 SH   DFND 1 210,922 0 61,400
DOMTAR CORP COM NEW 257559203 10,190 274,440 SH   DFND 1 244,140 0 30,300
DONNELLEY R R & SONS CO COM 257867101 11,824 752,157 SH   DFND 1 752,157 0 0
DOUGLAS DYNAMICS INC COM 25960R105 528 16,500 SH   DFND 1 6,100 0 10,400
DOVER CORP COM 260003108 6 69 SH   DFND 1 69 0 0
DOW CHEM CO COM 260543103 86,277 1,664,614 SH   DFND 1 1,369,014 0 295,600
DR PEPPER SNAPPLE GROUP INC COM 26138E109 10 108 SH   DFND 1 108 0 0
DRIL-QUIP INC COM 262037104 17,535 314,581 SH   DFND 1 249,080 0 65,501
DU PONT E I DE NEMOURS & CO COM 263534109 12,990 193,961 SH   DFND 1 83,370 0 110,591
DUKE ENERGY CORP NEW COM NEW 26441C204 47,989 599,561 SH   DFND 1 478,061 0 121,500
DUN & BRADSTREET CORP DEL NE COM 26483E100 4,949 36,224 SH   DFND 1 27,724 0 8,500
DYNAMIC MATLS CORP COM 267888105 608 57,000 SH   DFND 1 52,100 0 4,900
EMC INS GROUP INC COM 268664109 304 11,270 SH   DFND 1 4,220 0 7,050
E TRADE FINANCIAL CORP COM NEW 269246401 7,126 244,706 SH   DFND 1 197,006 0 47,700
EAST WEST BANCORP INC COM 27579R104 14,255 388,298 SH   DFND 1 362,898 0 25,400
EASTMAN CHEM CO COM 277432100 48,053 709,990 SH   DFND 1 606,690 0 103,300
EATON VANCE CORP COM NON VTG 278265103 3,926 100,526 SH   DFND 1 80,726 0 19,800
EBAY INC COM 278642103 13,376 406,552 SH   DFND 1 173,852 0 232,700
ECHOSTAR CORP CL A 278768106 6,941 158,346 SH   DFND 1 158,346 0 0
EDISON INTL COM 281020107 20,558 284,530 SH   DFND 1 227,030 0 57,500
EGALET CORP COM 28226B104 950 124,792 SH   DFND 1 89,172 0 35,620
ELECTRO SCIENTIFIC INDS COM 285229100 134 23,600 SH   DFND 1 8,700 0 14,900
ELLIS PERRY INTL INC COM 288853104 225 11,650 SH   DFND 1 4,350 0 7,300
EMCORE CORP COM NEW 290846203 144 25,100 SH   DFND 1 9,200 0 15,900
EMERSON ELEC CO COM 291011104 44,291 812,519 SH   DFND 1 561,044 0 251,475
EMPLOYERS HOLDINGS INC COM 292218104 2,845 95,348 SH   DFND 1 84,448 0 10,900
ENERSYS COM 29275Y102 13,153 190,091 SH   DFND 1 169,291 0 20,800
ENNIS INC COM 293389102 319 18,900 SH   DFND 1 7,000 0 11,900
ENTERCOM COMMUNICATIONS CORP CL A 293639100 315 24,300 SH   DFND 1 9,100 0 15,200
ENTERGY CORP NEW COM 29364G103 12,283 160,070 SH   DFND 1 128,770 0 31,300
ENTERPRISE FINL SVCS CORP COM 293712105 220 7,040 SH   DFND 1 2,640 0 4,400
EPLUS INC COM 294268107 388 4,100 SH   DFND 1 1,600 0 2,500
EQUITY RESIDENTIAL SH BEN INT 29476L107 14 210 SH   DFND 1 210 0 0
ESSA BANCORP INC COM 29667D104 48 3,460 SH   DFND 1 1,260 0 2,200
EVERSOURCE ENERGY COM 30040W108 15,380 283,860 SH   DFND 1 227,960 0 55,900
EXACTECH INC COM 30064E109 217 8,000 SH   DFND 1 3,200 0 4,800
EXPEDITORS INTL WASH INC COM 302130109 750 14,556 SH   DFND 1 6,256 0 8,300
EXPRESS INC COM 30219E103 5,422 459,862 SH   DFND 1 336,622 0 123,240
EXPRESS SCRIPTS HLDG CO COM 30219G108 51,719 733,282 SH   DFND 1 523,682 0 209,600
EXXON MOBIL CORP COM 30231G102 316,432 3,625,481 SH   DFND 1 2,890,681 0 734,800
FBL FINL GROUP INC CL A 30239F106 3,872 60,525 SH   DFND 1 55,425 0 5,100
FNB CORP PA COM 302520101 7,237 588,309 SH   DFND 1 538,979 0 49,330
FEDERAL SIGNAL CORP COM 313855108 5,849 441,094 SH   DFND 1 328,304 0 112,790
FERRO CORP COM 315405100 2,479 179,476 SH   DFND 1 162,576 0 16,900
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,963 242,808 SH   DFND 1 195,308 0 47,500
FIDELITY SOUTHERN CORP NEW COM 316394105 174 9,410 SH   DFND 1 3,310 0 6,100
FIFTH THIRD BANCORP COM 316773100 15,098 737,884 SH   DFND 1 581,884 0 156,000
FINANCIAL INSTNS INC COM 317585404 111 4,060 SH   DFND 1 1,560 0 2,500
FINISH LINE INC CL A 317923100 1 1 SH   DFND 1 1 0 0
FIRST AMERN FINL CORP COM 31847R102 10,396 264,641 SH   DFND 1 264,641 0 0
FIRST BANCORP P R COM NEW 318672706 1,429 274,700 SH   DFND 1 274,700 0 0
FIRST BANCORP N C COM 318910106 139 7,020 SH   DFND 1 2,620 0 4,400
FIRST BUSEY CORP COM NEW 319383204 199 8,766 SH   DFND 1 3,266 0 5,500
FIRST BUS FINL SVCS INC WIS COM 319390100 73 3,100 SH   DFND 1 1,200 0 1,900
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,647 22,614 SH   DFND 1 20,714 0 1,900
FIRST COMWLTH FINL CORP PA COM 319829107 3,777 374,259 SH   DFND 1 346,159 0 28,100
FIRST CMNTY BANCSHARES INC N COM 31983A103 159 6,400 SH   DFND 1 2,400 0 4,000
FIRST CONN BANCORP INC MD COM 319850103 6,217 349,424 SH   DFND 1 261,433 0 87,991
FIRST DEFIANCE FINL CORP COM 32006W106 177 3,950 SH   DFND 1 1,450 0 2,500
FIRST FINL BANCORP OH COM 320209109 3,605 165,037 SH   DFND 1 153,937 0 11,100
FIRST FINL CORP IND COM 320218100 193 4,720 SH   DFND 1 1,720 0 3,000
FIRST FINANCIAL NORTHWEST IN COM 32022K102 86 6,050 SH   DFND 1 2,250 0 3,800
FIRST HORIZON NATL CORP COM 320517105 13,448 882,967 SH   DFND 1 837,167 0 45,800
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 3,104 98,499 SH   DFND 1 94,099 0 4,400
FIRST MERCHANTS CORP COM 320817109 3,050 114,005 SH   DFND 1 104,505 0 9,500
FIRST MIDWEST BANCORP DEL COM 320867104 5,083 262,512 SH   DFND 1 244,460 0 18,052
FIRST NORTHWEST BANCORP COM 335834107 63 4,600 SH   DFND 1 1,700 0 2,900
1ST SOURCE CORP COM 336901103 2,976 83,368 SH   DFND 1 79,708 0 3,660
FISERV INC COM 337738108 13 128 SH   DFND 1 128 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 12,563 452,700 SH   DFND 1 360,140 0 92,560
FIRSTENERGY CORP COM 337932107 47 1,393 SH   DFND 1 1,393 0 0
FLUOR CORP NEW COM 343412102 34,055 663,565 SH   DFND 1 572,765 0 90,800
FLOWSERVE CORP COM 34354P105 10,509 217,837 SH   DFND 1 166,540 0 51,297
FLUSHING FINL CORP COM 343873105 1,154 48,625 SH   DFND 1 40,625 0 8,000
FONAR CORP COM NEW 344437405 91 4,400 SH   DFND 1 1,600 0 2,800
FOOT LOCKER INC COM 344849104 8,035 118,643 SH   DFND 1 95,443 0 23,200
FORD MTR CO DEL COM PAR $0.01 345370860 25,587 2,119,848 SH   DFND 1 1,713,148 0 406,700
FORESTAR GROUP INC COM 346233109 176 15,000 SH   DFND 1 5,600 0 9,400
FOSSIL GROUP INC COM 34988V106 1 10 SH   DFND 1 10 0 0
FOSTER L B CO COM 350060109 342 28,400 SH   DFND 1 28,400 0 0
FRANCESCAS HLDGS CORP COM 351793104 254 16,400 SH   DFND 1 6,100 0 10,300
FRANKLIN RES INC COM 354613101 18,287 514,112 SH   DFND 1 413,712 0 100,400
FRIEDMAN INDS INC COM 358435105 404 74,869 SH   DFND 1 74,869 0 0
FRONTIER COMMUNICATIONS CORP COM 35906A108 3 677 SH   DFND 1 677 0 0
FULTON FINL CORP PA COM 360271100 9,579 659,691 SH   DFND 1 613,291 0 46,400
GATX CORP COM 361448103 7,746 173,867 SH   DFND 1 159,267 0 14,600
GSI TECHNOLOGY COM 36241U106 81 17,100 SH   DFND 1 6,400 0 10,700
GAIN CAP HLDGS INC COM 36268W100 7,282 1,178,255 SH   DFND 1 878,170 0 300,085
GAP INC DEL COM 364760108 12,053 541,935 SH   DFND 1 364,529 0 177,406
GAS NAT INC COM 367204104 61 7,910 SH   DFND 1 2,910 0 5,000
GENERAL DYNAMICS CORP COM 369550108 66,892 431,116 SH   DFND 1 298,370 0 132,746
GENERAL ELECTRIC CO COM 369604103 131 4,400 SH   DFND 1 4,400 0 0
GENERAL GROWTH PPTYS INC NEW COM 370023103 108 3,900 SH Put DFND 1 0 0 0
GENERAL MTRS CO COM 37045V100 224,984 7,081,634 SH   DFND 1 6,003,744 0 1,077,890
GENESCO INC COM 371532102 5,143 94,435 SH   DFND 1 83,835 0 10,600
GENTEX CORP COM 371901109 4,514 257,050 SH   DFND 1 205,650 0 51,400
GENWORTH FINL INC COM CL A 37247D106 1 80 SH   DFND 1 80 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 4,805 246,614 SH   DFND 1 173,204 0 73,410
GILEAD SCIENCES INC COM 375558103 83,758 1,058,610 SH   DFND 1 791,110 0 267,500
GLATFELTER COM 377316104 1,888 87,049 SH   DFND 1 78,249 0 8,800
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 457 15,800 SH   DFND 1 5,900 0 9,900
GOLDMAN SACHS GROUP INC COM 38141G104 62,836 389,630 SH   DFND 1 306,030 0 83,600
GOODYEAR TIRE & RUBR CO COM 382550101 76,782 2,377,140 SH   DFND 1 2,033,740 0 343,400
GRACO INC COM 384109104 316 4,264 SH   DFND 1 1,864 0 2,400
GRAHAM CORP COM 384556106 4,202 219,975 SH   DFND 1 160,375 0 59,600
GRAHAM HLDGS CO COM 384637104 4,516 9,381 SH   DFND 1 8,881 0 500
GRAINGER W W INC COM 384802104 16,540 73,563 SH   DFND 1 51,563 0 22,000
GRAND CANYON ED INC COM 38526M106 7,010 173,555 SH   DFND 1 157,755 0 15,800
GRAPHIC PACKAGING HLDG CO COM 388689101 3,990 285,200 SH   DFND 1 227,400 0 57,800
GREAT LAKES DREDGE & DOCK CO COM 390607109 115 32,700 SH   DFND 1 12,200 0 20,500
GREAT SOUTHN BANCORP INC COM 390905107 213 5,230 SH   DFND 1 1,830 0 3,400
GREAT PLAINS ENERGY INC COM 391164100 18,641 683,049 SH   DFND 1 655,849 0 27,200
GREAT WESTN BANCORP INC COM 391416104 5,126 153,833 SH   DFND 1 141,533 0 12,300
GREEN BRICK PARTNERS INC COM 392709101 71 8,500 SH   DFND 1 3,200 0 5,300
GREEN PLAINS INC COM 393222104 3,729 142,310 SH   DFND 1 129,310 0 13,000
GREENBRIER COS INC COM 393657101 2,146 60,772 SH   DFND 1 55,072 0 5,700
GROUPE CGI INC CL A SUB VTG 39945C109 8 160 SH   DFND 1 160 0 0
HCA HOLDINGS INC COM 40412C101 26,845 354,945 SH   DFND 1 282,945 0 72,000
HFF INC CL A 40418F108 2,394 86,425 SH   DFND 1 75,825 0 10,600
HP INC COM 40434L105 30 1,868 SH   DFND 1 1,868 0 0
HALLADOR ENERGY COMPANY COM 40609P105 41 5,100 SH   DFND 1 1,900 0 3,200
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 92 8,930 SH   DFND 1 3,230 0 5,700
HANCOCK HLDG CO COM 410120109 7,701 237,445 SH   DFND 1 218,145 0 19,300
HANESBRANDS INC COM 410345102 5,182 205,190 SH   DFND 1 165,790 0 39,400
HANMI FINL CORP COM NEW 410495204 2,352 89,293 SH   DFND 1 82,093 0 7,200
HANOVER INS GROUP INC COM 410867105 10,850 143,858 SH   DFND 1 143,858 0 0
HARDINGE INC COM 412324303 108 9,700 SH   DFND 1 3,500 0 6,200
HARLEY DAVIDSON INC COM 412822108 13,408 254,944 SH   DFND 1 169,341 0 85,603
HARTFORD FINL SVCS GROUP INC COM 416515104 15,320 357,762 SH   DFND 1 285,462 0 72,300
HAWAIIAN HOLDINGS INC COM 419879101 6,427 132,239 SH   DFND 1 110,239 0 22,000
HAWAIIAN TELCOM HOLDCO INC COM 420031106 189 8,400 SH   DFND 1 3,100 0 5,300
HAYNES INTERNATIONAL INC COM NEW 420877201 7,533 202,973 SH   DFND 1 149,323 0 53,650
HEARTLAND FINL USA INC COM 42234Q102 2,278 63,140 SH   DFND 1 57,740 0 5,400
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,236 398,017 SH   DFND 1 361,717 0 36,300
HELMERICH & PAYNE INC COM 423452101 46,767 694,891 SH   DFND 1 587,374 0 107,517
HERITAGE FINL CORP WASH COM 42722X106 193 10,727 SH   DFND 1 4,068 0 6,659
HERITAGE OAKS BANCORP COM 42724R107 83 10,090 SH   DFND 1 3,790 0 6,300
HERON THERAPEUTICS INC COM 427746102 1,019 59,113 SH   DFND 1 45,023 0 14,090
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 9,181 509,485 SH   DFND 1 382,635 0 126,850
HERSHEY CO COM 427866108 7 69 SH   DFND 1 69 0 0
HIBBETT SPORTS INC COM 428567101 3,521 88,223 SH   DFND 1 80,423 0 7,800
HILLENBRAND INC COM 431571108 8,489 268,298 SH   DFND 1 240,198 0 28,100
HILLTOP HOLDINGS INC COM 432748101 6,207 276,338 SH   DFND 1 254,138 0 22,200
HOME DEPOT INC COM 437076102 91 704 SH   DFND 1 704 0 0
HOMESTREET INC COM 43785V102 10,565 421,565 SH   DFND 1 310,185 0 111,380
HOMETRUST BANCSHARES INC COM 437872104 123 6,600 SH   DFND 1 2,500 0 4,100
HONEYWELL INTL INC COM 438516106 79,386 680,893 SH   DFND 1 545,093 0 135,800
HOPE BANCORP INC COM 43940T109 4,455 256,429 SH   DFND 1 237,629 0 18,800
HORACE MANN EDUCATORS CORP N COM 440327104 4,997 136,340 SH   DFND 1 122,840 0 13,500
HORIZON BANCORP IND COM 440407104 290 9,860 SH   DFND 1 7,260 0 2,600
HOUSTON WIRE & CABLE CO COM 44244K109 34 5,400 SH   DFND 1 2,100 0 3,300
HOWARD HUGHES CORP COM 44267D107 4 34 SH   DFND 1 34 0 0
HUBBELL INC COM 443510607 5,188 48,150 SH   DFND 1 38,750 0 9,400
HUNTINGTON BANCSHARES INC COM 446150104 8 799 SH   DFND 1 799 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 6,422 41,856 SH   DFND 1 33,656 0 8,200
HUNTSMAN CORP COM 447011107 12,567 772,393 SH   DFND 1 761,993 0 10,400
HURCO COMPANIES INC COM 447324104 137 4,870 SH   DFND 1 1,770 0 3,100
HYATT HOTELS CORP COM CL A 448579102 1,536 31,191 SH   DFND 1 24,091 0 7,100
HYSTER YALE MATLS HANDLING I CL A 449172105 10,682 177,632 SH   DFND 1 142,292 0 35,340
IEC ELECTRS CORP NEW COM 44949L105 17 3,400 SH   DFND 1 1,300 0 2,100
IPG PHOTONICS CORP COM 44980X109 16,470 199,994 SH   DFND 1 147,104 0 52,890
ITT INC COM 45073V108 9,074 253,153 SH   DFND 1 253,153 0 0
IBERIABANK CORP COM 450828108 8,506 126,725 SH   DFND 1 117,125 0 9,600
ICONIX BRAND GROUP INC COM 451055107 78 9,600 SH   DFND 1 3,600 0 6,000
IDACORP INC COM 451107106 10 122 SH   DFND 1 122 0 0
ILLINOIS TOOL WKS INC COM 452308109 26 209 SH   DFND 1 209 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 9,646 1,837,227 SH   DFND 1 1,400,437 0 436,790
INDEPENDENT BANK CORP MICH COM NEW 453838609 119 7,020 SH   DFND 1 2,620 0 4,400
INFINITY PPTY & CAS CORP COM 45665Q103 4,555 55,125 SH   DFND 1 52,525 0 2,600
INGREDION INC COM 457187102 7,908 59,426 SH   DFND 1 47,426 0 12,000
INSIGHT ENTERPRISES INC COM 45765U103 6,169 189,515 SH   DFND 1 171,615 0 17,900
INNOSPEC INC COM 45768S105 6,338 104,226 SH   DFND 1 93,026 0 11,200
INNOPHOS HOLDINGS INC COM 45774N108 9,817 251,509 SH   DFND 1 188,049 0 63,460
INTEL CORP COM 458140100 159,355 4,221,302 SH   DFND 1 3,388,502 0 832,800
INTERNATIONAL BANCSHARES COR COM 459044103 6,554 220,080 SH   DFND 1 204,480 0 15,600
INTERNATIONAL BUSINESS MACHS COM 459200101 136,015 856,246 SH   DFND 1 684,946 0 171,300
INTL PAPER CO COM 460146103 25,044 521,948 SH   DFND 1 361,647 0 160,301
INTERNATIONAL SPEEDWAY CORP CL A 460335201 3,844 115,013 SH   DFND 1 102,131 0 12,882
INTERPUBLIC GROUP COS INC COM 460690100 7,975 356,821 SH   DFND 1 287,021 0 69,800
INTERVAL LEISURE GROUP INC COM 46113M108 4,631 269,674 SH   DFND 1 244,274 0 25,400
INTL FCSTONE INC COM 46116V105 389 10,000 SH   DFND 1 3,700 0 6,300
INTUIT COM 461202103 13 111 SH   DFND 1 111 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 251 14,600 SH   DFND 1 5,400 0 9,200
INVESTORS BANCORP INC NEW COM 46146L101 15,057 1,253,631 SH   DFND 1 1,193,831 0 59,800
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,204 394,976 SH   DFND 1 357,976 0 37,000
ISHARES MSCI AUST ETF 464286103 24 1,143 SH   DFND 1 1,143 0 0
ISHARES MSCI BRZ CAP ETF 464286400 7 206 SH   DFND 1 206 0 0
ISHARES MSCI EURZONE ETF 464286608 12 323 SH   DFND 1 323 0 0
ISHARES MSCI CH CAP ETF 464286640 293 7,920 SH   DFND 1 7,920 0 0
ISHARES MSCI SWEDEN ETF 464286756 14 467 SH   DFND 1 467 0 0
ISHARES MSCI STH AFR ETF 464286780 7 109 SH   DFND 1 109 0 0
ISHARES MSCI MEX CAP ETF 464286822 10 196 SH   DFND 1 196 0 0
ISHARES MSCI MALAYSI ETF 464286830 6 665 SH   DFND 1 665 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 267 7,000 SH   DFND 1 7,000 0 0
ISHARES TR CORE S&P500 ETF 464287200 55 252 SH   DFND 1 252 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 1,094 29,200 SH   DFND 1 29,200 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 38,461 364,143 SH   DFND 1 159,543 0 204,600
ISHARES TR RUS 2000 VAL ETF 464287630 3,558 33,964 SH   DFND 1 13,964 0 20,000
ISHARES TR MICRO-CAP ETF 464288869 554 7,100 SH   DFND 1 7,100 0 0
ISHARES MSCI EURO FL ETF 464289180 361 21,000 SH   DFND 1 21,000 0 0
ISHARES TR MSCI NORWAY ETF 46429B499 11 507 SH   DFND 1 507 0 0
ISHARES TR MSCI POL CAP ETF 46429B606 3 141 SH   DFND 1 141 0 0
ISHARES TR MSCI UTD KNGDM 46434V548 22 1,345 SH   DFND 1 1,345 0 0
IXYS CORP COM 46600W106 243 20,100 SH   DFND 1 7,400 0 12,700
JPMORGAN CHASE & CO COM 46625H100 398,671 5,986,937 SH   DFND 1 4,829,957 0 1,156,980
JABIL CIRCUIT INC COM 466313103 18,339 840,427 SH   DFND 1 806,827 0 33,600
JACOBS ENGR GROUP INC DEL COM 469814107 5,632 108,892 SH   DFND 1 87,192 0 21,700
JAKKS PAC INC COM 47012E106 147 17,000 SH   DFND 1 6,300 0 10,700
JOHNSON & JOHNSON COM 478160104 284,630 2,409,463 SH   DFND 1 1,921,263 0 488,200
JOY GLOBAL INC COM 481165108 1 1 SH   DFND 1 1 0 0
JUNIPER NETWORKS INC COM 48203R104 24 991 SH   DFND 1 991 0 0
KBR INC COM 48242W106 3,814 252,055 SH   DFND 1 220,655 0 31,400
KCG HLDGS INC CL A 48244B100 5,411 348,417 SH   DFND 1 318,917 0 29,500
KKR & CO L P DEL COM UNITS 48248M102 116,285 8,154,604 SH   DFND 1 6,796,404 0 1,358,200
KLX INC COM 482539103 4,144 117,717 SH   DFND 1 104,117 0 13,600
K12 INC COM 48273U102 316 22,000 SH   DFND 1 8,600 0 13,400
KADANT INC COM 48282T104 199 3,800 SH   DFND 1 1,400 0 2,400
KB HOME COM 48666K109 5,383 333,905 SH   DFND 1 291,505 0 42,400
KEARNY FINL CORP MD COM 48716P108 1,059 77,784 SH   DFND 1 77,784 0 0
KELLY SVCS INC CL A 488152208 2,847 148,080 SH   DFND 1 131,480 0 16,600
KEMPER CORP DEL COM 488401100 8,087 205,651 SH   DFND 1 188,351 0 17,300
KEY TRONICS CORP COM 493144109 60 7,950 SH   DFND 1 2,950 0 5,000
KEYCORP NEW COM 493267108 638 52,383 SH   DFND 1 52,383 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 12,321 388,778 SH   DFND 1 388,778 0 0
KIMBALL ELECTRONICS INC COM 49428J109 222 16,000 SH   DFND 1 6,400 0 9,600
KIRBY CORP COM 497266106 10,795 173,651 SH   DFND 1 141,501 0 32,150
KNOLL INC COM NEW 498904200 3,988 174,510 SH   DFND 1 151,710 0 22,800
KOHLS CORP COM 500255104 61,709 1,410,487 SH   DFND 1 1,215,487 0 195,000
KONA GRILL INC COM 50047H201 4,682 372,443 SH   DFND 1 268,065 0 104,378
KROGER CO COM 501044101 2 66 SH   DFND 1 66 0 0
KULICKE & SOFFA INDS INC COM 501242101 6,956 537,898 SH   DFND 1 405,498 0 132,400
LGI HOMES INC COM 50187T106 2,922 79,291 SH   DFND 1 69,991 0 9,300
L-3 COMMUNICATIONS HLDGS INC COM 502424104 11,777 78,129 SH   DFND 1 61,129 0 17,000
LAKELAND BANCORP INC COM 511637100 206 14,637 SH   DFND 1 5,482 0 9,155
LAM RESEARCH CORP COM 512807108 10,989 116,018 SH   DFND 1 92,218 0 23,800
LAYNE CHRISTENSEN CO COM 521050104 129 15,100 SH   DFND 1 5,600 0 9,500
LEAR CORP COM NEW 521865204 13,296 109,677 SH   DFND 1 72,971 0 36,706
LEGGETT & PLATT INC COM 524660107 1,860 40,788 SH   DFND 1 17,388 0 23,400
LENNAR CORP CL A 526057104 22 513 SH   DFND 1 513 0 0
LEUCADIA NATL CORP COM 527288104 5,953 312,611 SH   DFND 1 249,811 0 62,800
LEXMARK INTL INC CL A 529771107 10,954 274,120 SH   DFND 1 250,420 0 23,700
LIBERTY PPTY TR SH BEN INT 531172104 4 84 SH   DFND 1 84 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4 111 SH   DFND 1 111 0 0
LIFEPOINT HEALTH INC COM 53219L109 3 45 SH   DFND 1 45 0 0
LIFETIME BRANDS INC COM 53222Q103 143 10,570 SH   DFND 1 3,870 0 6,700
LINCOLN EDL SVCS CORP COM 533535100 10 4,200 SH   DFND 1 1,600 0 2,600
LINCOLN ELEC HLDGS INC COM 533900106 4,774 76,236 SH   DFND 1 55,330 0 20,906
LINCOLN NATL CORP IND COM 534187109 9,772 207,992 SH   DFND 1 167,392 0 40,600
LIONBRIDGE TECHNOLOGIES INC COM 536252109 242 48,400 SH   DFND 1 18,200 0 30,200
LOCKHEED MARTIN CORP COM 539830109 42 175 SH   DFND 1 175 0 0
LOEWS CORP COM 540424108 12,715 308,986 SH   DFND 1 246,386 0 62,600
LOUISIANA PAC CORP COM 546347105 42,045 2,232,864 SH   DFND 1 1,893,764 0 339,100
LOWES COS INC COM 548661107 38 523 SH   DFND 1 523 0 0
LUBYS INC COM 549282101 95 22,100 SH   DFND 1 8,200 0 13,900
LYON WILLIAM HOMES CL A NEW 552074700 173 9,300 SH   DFND 1 3,600 0 5,700
MBIA INC COM 55262C100 2,742 351,958 SH   DFND 1 305,658 0 46,300
MB FINANCIAL INC NEW COM 55264U108 8,326 218,855 SH   DFND 1 202,182 0 16,673
M D C HLDGS INC COM 552676108 5,444 211,004 SH   DFND 1 187,404 0 23,600
MDU RES GROUP INC COM 552690109 14 515 SH   DFND 1 515 0 0
M/I HOMES INC COM 55305B101 444 18,820 SH   DFND 1 6,920 0 11,900
MRC GLOBAL INC COM 55345K103 11,548 702,835 SH   DFND 1 543,085 0 159,750
MSCI INC COM 55354G100 5 57 SH   DFND 1 57 0 0
MSG NETWORK INC CL A 553573106 4,059 218,099 SH   DFND 1 189,499 0 28,600
MACYS INC COM 55616P104 95,400 2,574,889 SH   DFND 1 2,126,019 0 448,870
MAGELLAN HEALTH INC COM NEW 559079207 5,499 102,327 SH   DFND 1 94,027 0 8,300
MAGNA INTL INC COM 559222401 68,364 1,591,704 SH   DFND 1 1,366,404 0 225,300
MAINSOURCE FINANCIAL GP INC COM 56062Y102 211 8,420 SH   DFND 1 3,020 0 5,400
MALIBU BOATS INC COM CL A 56117J100 9,390 630,176 SH   DFND 1 448,716 0 181,460
MANITOWOC INC COM 563571108 447 93,200 SH   DFND 1 93,200 0 0
MANNING & NAPIER INC CL A 56382Q102 212 29,879 SH   DFND 1 29,679 0 200
MANPOWERGROUP INC COM 56418H100 1,864 25,785 SH   DFND 1 11,114 0 14,671
MARATHON PETE CORP COM 56585A102 13 310 SH   DFND 1 310 0 0
MARKEL CORP COM 570535104 11,683 12,579 SH   DFND 1 10,079 0 2,500
MARLIN BUSINESS SVCS CORP COM 571157106 130 6,700 SH   DFND 1 2,500 0 4,200
MARSH & MCLENNAN COS INC COM 571748102 5,710 84,902 SH   DFND 1 36,302 0 48,600
MATERION CORP COM 576690101 237 7,700 SH   DFND 1 2,900 0 4,800
MCDERMOTT INTL INC COM 580037109 3,280 654,646 SH   DFND 1 588,046 0 66,600
MCDONALDS CORP COM 580135101 60 518 SH   DFND 1 518 0 0
MCKESSON CORP COM 58155Q103 32,526 195,055 SH   DFND 1 158,655 0 36,400
MEDNAX INC COM 58502B106 5,522 83,340 SH   DFND 1 67,040 0 16,300
MERCANTILE BANK CORP COM 587376104 158 5,870 SH   DFND 1 2,270 0 3,600
MERCHANTS BANCSHARES COM 588448100 92 2,810 SH   DFND 1 1,010 0 1,800
MERCK & CO INC COM 58933Y105 158,360 2,537,404 SH   DFND 1 1,996,904 0 540,500
MEREDITH CORP COM 589433101 4,841 93,103 SH   DFND 1 82,172 0 10,931
MERIDIAN BANCORP INC MD COM 58958U103 2,003 128,622 SH   DFND 1 118,422 0 10,200
MERITAGE HOMES CORP COM 59001A102 5,766 166,148 SH   DFND 1 150,048 0 16,100
MERITOR INC COM 59001K100 1,969 176,828 SH   DFND 1 165,128 0 11,700
META FINL GROUP INC COM 59100U108 284 4,680 SH   DFND 1 1,780 0 2,900
METHODE ELECTRS INC COM 591520200 3,140 89,791 SH   DFND 1 80,291 0 9,500
METLIFE INC COM 59156R108 143,933 3,239,542 SH   DFND 1 2,728,042 0 511,500
METTLER TOLEDO INTERNATIONAL COM 592688105 7 15 SH   DFND 1 15 0 0
MICHAELS COS INC COM 59408Q106 13,504 558,709 SH   DFND 1 522,809 0 35,900
MICROSOFT CORP COM 594918104 150 2,600 SH   DFND 1 2,600 0 0
MICRON TECHNOLOGY INC COM 595112103 182,290 10,252,486 SH   DFND 1 8,807,011 0 1,445,475
MILLER INDS INC TENN COM NEW 600551204 202 8,840 SH   DFND 1 3,240 0 5,600
MINERALS TECHNOLOGIES INC COM 603158106 9,540 134,950 SH   DFND 1 122,950 0 12,000
MODINE MFG CO COM 607828100 303 25,500 SH   DFND 1 9,500 0 16,000
MOHAWK INDS INC COM 608190104 13,213 65,950 SH   DFND 1 53,050 0 12,900
MONDELEZ INTL INC CL A 609207105 29,639 675,132 SH   DFND 1 287,832 0 387,300
MONSANTO CO NEW COM 61166W101 26 253 SH   DFND 1 253 0 0
MORGAN STANLEY COM NEW 617446448 100,858 3,145,885 SH   DFND 1 2,722,085 0 423,800
MOSAIC CO NEW COM 61945C103 3,867 158,070 SH   DFND 1 125,370 0 32,700
MURPHY OIL CORP COM 626717102 21,236 698,537 SH   DFND 1 668,537 0 30,000
NBT BANCORP INC COM 628778102 4,390 133,556 SH   DFND 1 123,656 0 9,900
NCR CORP NEW COM 62886E108 19,090 593,016 SH   DFND 1 585,756 0 7,260
NN INC COM 629337106 8,835 484,091 SH   DFND 1 365,119 0 118,972
NRG ENERGY INC COM NEW 629377508 3 182 SH   DFND 1 182 0 0
NRG YIELD INC CL A NEW 62942X306 2,090 128,038 SH   DFND 1 116,338 0 11,700
NVR INC COM 62944T105 5,811 3,543 SH   DFND 1 2,843 0 700
NACCO INDS INC CL A 629579103 272 4,000 SH   DFND 1 1,500 0 2,500
NASDAQ INC COM 631103108 10,267 152,003 SH   DFND 1 117,603 0 34,400
NATIONAL BK HLDGS CORP CL A 633707104 2,197 93,976 SH   DFND 1 87,176 0 6,800
NATIONAL OILWELL VARCO INC COM 637071101 12,379 336,912 SH   DFND 1 271,112 0 65,800
NATIONSTAR MTG HLDGS INC COM 63861C109 1 16 SH   DFND 1 16 0 0
NATURAL GAS SERVICES GROUP COM 63886Q109 6,483 263,616 SH   DFND 1 182,356 0 81,260
NAVIGATORS GROUP INC COM 638904102 5,033 51,921 SH   DFND 1 48,321 0 3,600
NAVIGANT CONSULTING INC COM 63935N107 4,085 201,993 SH   DFND 1 184,593 0 17,400
NAVIENT CORP COM 63938C108 17,120 1,183,113 SH   DFND 1 1,015,435 0 167,678
NEFF CORP COM CL A 640094207 29 3,000 SH   DFND 1 1,200 0 1,800
NELNET INC CL A 64031N108 4,880 120,862 SH   DFND 1 110,362 0 10,500
NEUSTAR INC CL A 64126X201 3,072 115,523 SH   DFND 1 107,223 0 8,300
NEW YORK CMNTY BANCORP INC COM 649445103 4 264 SH   DFND 1 264 0 0
NEWMONT MINING CORP COM 651639106 62 1,561 SH   DFND 1 1,561 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 15,270 2,074,596 SH   DFND 1 1,544,514 0 530,082
NEWS CORP NEW CL A 65249B109 4,757 340,207 SH   DFND 1 273,907 0 66,300
NICHOLAS FINANCIAL INC COM NEW 65373J209 34 3,300 SH   DFND 1 1,200 0 2,100
NISOURCE INC COM 65473P105 602 24,953 SH   DFND 1 10,953 0 14,000
NOMURA HLDGS INC SPONSORED ADR 65535H208 1 1 SH   DFND 1 1 0 0
NORDSON CORP COM 655663102 1,318 13,224 SH   DFND 1 5,606 0 7,618
NORDSTROM INC COM 655664100 3,833 73,863 SH   DFND 1 31,563 0 42,300
NORFOLK SOUTHERN CORP COM 655844108 25,467 262,378 SH   DFND 1 210,278 0 52,100
NORTHEAST BANCORP COM NEW 663904209 356 30,664 SH   DFND 1 30,664 0 0
NORTHERN TR CORP COM 665859104 13,710 201,637 SH   DFND 1 162,137 0 39,500
NORTHFIELD BANCORP INC DEL COM 66611T108 3,629 225,370 SH   DFND 1 209,070 0 16,300
NORTHRIM BANCORP INC COM 666762109 82 3,159 SH   DFND 1 1,023 0 2,136
NORTHROP GRUMMAN CORP COM 666807102 13,425 62,744 SH   DFND 1 26,231 0 36,513
NORTHWEST BANCSHARES INC MD COM 667340103 6,388 406,592 SH   DFND 1 376,292 0 30,300
NORTHWEST PIPE CO COM 667746101 824 69,700 SH   DFND 1 67,800 0 1,900
NUCOR CORP COM 670346105 13,726 277,561 SH   DFND 1 221,261 0 56,300
NUTRACEUTICAL INTL CORP COM 67060Y101 179 5,700 SH   DFND 1 2,100 0 3,600
NVIDIA CORP COM 67066G104 19 265 SH   DFND 1 265 0 0
OGE ENERGY CORP COM 670837103 5,566 176,020 SH   DFND 1 140,620 0 35,400
O REILLY AUTOMOTIVE INC NEW COM 67103H107 15 53 SH   DFND 1 53 0 0
OASIS PETE INC NEW COM 674215108 4,127 359,778 SH   DFND 1 340,378 0 19,400
OCCIDENTAL PETE CORP DEL COM 674599105 48,475 664,759 SH   DFND 1 530,059 0 134,700
OCEAN SHORE HLDG CO NEW COM 67501R103 485 21,400 SH   DFND 1 21,400 0 0
OCEANEERING INTL INC COM 675232102 15,753 572,600 SH   DFND 1 498,400 0 74,200
OCEANFIRST FINL CORP COM 675234108 954 49,502 SH   DFND 1 45,202 0 4,300
OIL STS INTL INC COM 678026105 16,558 524,465 SH   DFND 1 418,685 0 105,780
OLD DOMINION FGHT LINES INC COM 679580100 3,097 45,130 SH   DFND 1 36,430 0 8,700
OLD NATL BANCORP IND COM 680033107 5,056 359,582 SH   DFND 1 331,082 0 28,500
OLD POINT FINL CORP COM 680194107 566 27,385 SH   DFND 1 27,385 0 0
OLD REP INTL CORP COM 680223104 16,877 957,807 SH   DFND 1 937,507 0 20,300
OLYMPIC STEEL INC COM 68162K106 286 12,900 SH   DFND 1 12,900 0 0
OMNICOM GROUP INC COM 681919106 21,736 255,711 SH   DFND 1 188,111 0 67,600
OMEGA PROTEIN CORP COM 68210P107 351 15,000 SH   DFND 1 5,600 0 9,400
OPHTHOTECH CORP COM 683745103 1,135 24,589 SH   DFND 1 18,419 0 6,170
ORACLE CORP COM 68389X105 145,152 3,695,314 SH   DFND 1 2,949,814 0 745,500
OPUS BK IRVINE CALIF COM 684000102 1,567 44,282 SH   DFND 1 44,282 0 0
ORBITAL ATK INC COM 68557N103 13,089 171,701 SH   DFND 1 162,201 0 9,500
ORION GROUP HOLDINGS INC COM 68628V308 101 14,600 SH   DFND 1 5,400 0 9,200
ORITANI FINL CORP DEL COM 68633D103 2,341 148,893 SH   DFND 1 137,093 0 11,800
OSHKOSH CORP COM 688239201 825 14,723 SH   DFND 1 6,423 0 8,300
OWENS CORNING NEW COM 690742101 29,501 552,544 SH   DFND 1 515,244 0 37,300
OWENS ILL INC COM NEW 690768403 7,315 397,729 SH   DFND 1 380,229 0 17,500
PC CONNECTION INC COM 69318J100 1,519 57,485 SH   DFND 1 45,185 0 12,300
PC-TEL INC COM 69325Q105 31 5,800 SH   DFND 1 2,300 0 3,500
PHH CORP COM NEW 693320202 643 44,490 SH   DFND 1 44,490 0 0
PNC FINL SVCS GROUP INC COM 693475105 108,971 1,209,576 SH   DFND 1 1,011,676 0 197,900
PPG INDS INC COM 693506107 24,493 236,960 SH   DFND 1 190,560 0 46,400
PVH CORP COM 693656100 7,753 70,161 SH   DFND 1 57,061 0 13,100
PTC THERAPEUTICS INC COM 69366J200 1 1 SH   DFND 1 1 0 0
PACCAR INC COM 693718108 18,414 313,265 SH   DFND 1 252,165 0 61,100
PACIFIC CONTINENTAL CORP COM 69412V108 109 6,430 SH   DFND 1 2,430 0 4,000
PACIFIC ETHANOL INC COM PAR $.001 69423U305 47 6,800 SH   DFND 1 2,500 0 4,300
PACIFIC PREMIER BANCORP COM 69478X105 140 5,280 SH   DFND 1 1,980 0 3,300
PACKAGING CORP AMER COM 695156109 9,264 113,999 SH   DFND 1 80,499 0 33,500
PACWEST BANCORP DEL COM 695263103 7,332 170,851 SH   DFND 1 170,851 0 0
PARK OHIO HLDGS CORP COM 700666100 6,929 190,072 SH   DFND 1 141,902 0 48,170
PARK STERLING CORP COM 70086Y105 153 18,760 SH   DFND 1 6,960 0 11,800
PARKE BANCORP INC COM 700885106 247 16,324 SH   DFND 1 16,324 0 0
PARKER DRILLING CO COM 701081101 47 21,400 SH   DFND 1 8,000 0 13,400
PARKER HANNIFIN CORP COM 701094104 17,076 136,030 SH   DFND 1 104,430 0 31,600
PATTERSON UTI ENERGY INC COM 703481101 11,782 526,649 SH   DFND 1 488,849 0 37,800
PEAPACK-GLADSTONE FINL CORP COM 704699107 128 5,700 SH   DFND 1 2,100 0 3,600
PENNEY J C INC COM 708160106 1 1 SH   DFND 1 1 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 108 6,300 SH   DFND 1 2,400 0 3,900
PENSKE AUTOMOTIVE GRP INC COM 70959W103 7,145 148,297 SH   DFND 1 144,697 0 3,600
PEOPLES BANCORP INC COM 709789101 163 6,600 SH   DFND 1 2,500 0 4,100
PEOPLES UNITED FINANCIAL INC COM 712704105 17,033 1,076,673 SH   DFND 1 1,030,273 0 46,400
PFIZER INC COM 717081103 230,763 6,813,178 SH   DFND 1 5,544,547 0 1,268,631
PHILLIPS 66 COM 718546104 42,587 528,698 SH   DFND 1 416,398 0 112,300
PIER 1 IMPORTS INC COM 720279108 1 1 SH   DFND 1 1 0 0
PILGRIMS PRIDE CORP NEW COM 72147K108 15,757 746,065 SH   DFND 1 674,165 0 71,900
PINNACLE WEST CAP CORP COM 723484101 7,552 99,370 SH   DFND 1 79,970 0 19,400
PIONEER ENERGY SVCS CORP COM 723664108 141 34,700 SH   DFND 1 12,900 0 21,800
PIPER JAFFRAY COS COM 724078100 1,726 35,723 SH   DFND 1 30,323 0 5,400
PITNEY BOWES INC COM 724479100 15,682 863,498 SH   DFND 1 822,898 0 40,600
PLY GEM HLDGS INC COM 72941W100 2,270 169,862 SH   DFND 1 158,162 0 11,700
POLARIS INDS INC COM 731068102 16,148 208,518 SH   DFND 1 154,359 0 54,159
POPULAR INC COM NEW 733174700 92,605 2,422,928 SH   DFND 1 2,073,494 0 349,434
POWELL INDS INC COM 739128106 341 8,500 SH   DFND 1 3,100 0 5,400
POWERSHARES ETF TR II KBW BK PORT 73937B746 13 340 SH   DFND 1 340 0 0
PREFERRED BK LOS ANGELES CA COM NEW 740367404 145 4,050 SH   DFND 1 1,550 0 2,500
PRICE T ROWE GROUP INC COM 74144T108 14,566 219,027 SH   DFND 1 174,727 0 44,300
PRICELINE GRP INC COM NEW 741503403 42 28 SH   DFND 1 28 0 0
PRIMERICA INC COM 74164M108 10,042 189,363 SH   DFND 1 173,503 0 15,860
PRINCIPAL FINL GROUP INC COM 74251V102 13,475 261,592 SH   DFND 1 207,192 0 54,400
PROASSURANCE CORP COM 74267C106 8,213 156,484 SH   DFND 1 154,584 0 1,900
PROGRESSIVE CORP OHIO COM 743315103 16,362 519,406 SH   DFND 1 416,406 0 103,000
PROSPERITY BANCSHARES INC COM 743606105 9,458 172,304 SH   DFND 1 172,304 0 0
PROVIDENT BANCORP INC COM 74383X109 568 36,400 SH   DFND 1 36,400 0 0
PROVIDENT FINL HLDGS INC COM 743868101 87 4,400 SH   DFND 1 1,600 0 2,800
PROVIDENT FINL SVCS INC COM 74386T105 4,874 229,552 SH   DFND 1 214,952 0 14,600
PRUDENTIAL FINL INC COM 744320102 32,849 402,309 SH   DFND 1 316,009 0 86,300
PUBLIC SVC ENTERPRISE GROUP COM 744573106 18,980 453,287 SH   DFND 1 364,087 0 89,200
PULTE GROUP INC COM 745867101 6,207 309,719 SH   DFND 1 247,919 0 61,800
QCR HOLDINGS INC COM 74727A104 147 4,600 SH   DFND 1 1,700 0 2,900
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 3,784 491,353 SH   DFND 1 374,110 0 117,243
QEP RES INC COM 74733V100 14,816 758,607 SH   DFND 1 758,607 0 0
QORVO INC COM 74736K101 6,364 114,161 SH   DFND 1 91,861 0 22,300
QUALCOMM INC COM 747525103 91,783 1,339,891 SH   DFND 1 875,780 0 464,111
QUANTA SVCS INC COM 74762E102 9,223 329,508 SH   DFND 1 329,508 0 0
QUEST DIAGNOSTICS INC COM 74834L100 12,741 150,547 SH   DFND 1 110,847 0 39,700
RCI HOSPITALITY HLDGS INC COM 74934Q108 86 7,450 SH   DFND 1 2,750 0 4,700
RPC INC COM 749660106 9,850 586,262 SH   DFND 1 432,322 0 153,940
RPM INTL INC COM 749685103 5,974 111,190 SH   DFND 1 89,190 0 22,000
RADIAN GROUP INC COM 750236101 2,418 178,385 SH   DFND 1 178,385 0 0
RALPH LAUREN CORP CL A 751212101 5,167 51,080 SH   DFND 1 40,780 0 10,300
RAYMOND JAMES FINANCIAL INC COM 754730109 7,357 126,385 SH   DFND 1 101,685 0 24,700
RAYONIER ADVANCED MATLS INC COM 75508B104 188 14,000 SH   DFND 1 5,400 0 8,600
RAYTHEON CO COM NEW 755111507 24 172 SH   DFND 1 172 0 0
RED LION HOTELS CORP COM 756764106 125 14,900 SH   DFND 1 5,600 0 9,300
REGAL BELOIT CORP COM 758750103 9,857 165,681 SH   DFND 1 150,581 0 15,100
REGIS CORP MINN COM 758932107 1,667 132,784 SH   DFND 1 89,672 0 43,112
REGIONAL MGMT CORP COM 75902K106 135 6,200 SH   DFND 1 2,300 0 3,900
REGIONS FINL CORP NEW COM 7591EP100 11,956 1,211,270 SH   DFND 1 954,570 0 256,700
REINSURANCE GROUP AMER INC COM NEW 759351604 7,886 73,056 SH   DFND 1 57,556 0 15,500
RELIANCE STEEL & ALUMINUM CO COM 759509102 94,704 1,314,778 SH   DFND 1 1,144,878 0 169,900
RENASANT CORP COM 75970E107 3,261 96,957 SH   DFND 1 89,555 0 7,402
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 292 34,400 SH   DFND 1 12,700 0 21,700
REPUBLIC BANCORP KY CL A 760281204 6,518 209,705 SH   DFND 1 158,115 0 51,590
REPUBLIC SVCS INC COM 760759100 10 198 SH   DFND 1 198 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 1 1 SH   DFND 1 1 0 0
RICHARDSON ELECTRS LTD COM 763165107 30 4,300 SH   DFND 1 1,600 0 2,700
RIVERVIEW BANCORP INC COM 769397100 13 2,400 SH   DFND 1 900 0 1,500
ROCKWELL AUTOMATION INC COM 773903109 15,926 130,175 SH   DFND 1 97,975 0 32,200
ROCKWELL COLLINS INC COM 774341101 9,802 116,214 SH   DFND 1 93,014 0 23,200
ROGERS COMMUNICATIONS INC CL B 775109200 10 215 SH   DFND 1 215 0 0
RUSH ENTERPRISES INC CL A 781846209 1,568 64,015 SH   DFND 1 58,015 0 6,000
RYDER SYS INC COM 783549108 6,436 97,576 SH   DFND 1 97,576 0 0
S & T BANCORP INC COM 783859101 3,468 119,594 SH   DFND 1 109,694 0 9,900
S&P GLOBAL INC COM 78409V104 13 96 SH   DFND 1 96 0 0
SLM CORP COM 78442P106 10,653 1,426,021 SH   DFND 1 1,139,011 0 287,010
SAFETY INS GROUP INC COM 78648T100 3,327 49,483 SH   DFND 1 46,062 0 3,421
SALEM MEDIA GROUP INC CL A 794093104 88 14,900 SH   DFND 1 5,600 0 9,300
SANDERSON FARMS INC COM 800013104 10,150 105,357 SH   DFND 1 94,457 0 10,900
SANDY SPRING BANCORP INC COM 800363103 2,368 77,425 SH   DFND 1 71,625 0 5,800
SANMINA CORPORATION COM 801056102 10,684 375,254 SH   DFND 1 337,454 0 37,800
SANTANDER CONSUMER USA HDG I COM 80283M101 70,654 5,810,327 SH   DFND 1 4,924,399 0 885,928
SCANA CORP NEW COM 80589M102 9,224 127,455 SH   DFND 1 102,555 0 24,900
SCANSOURCE INC COM 806037107 4,605 126,152 SH   DFND 1 114,952 0 11,200
SCHNITZER STL INDS CL A 806882106 423 20,200 SH   DFND 1 7,500 0 12,700
SCHOLASTIC CORP COM 807066105 5,443 138,280 SH   DFND 1 123,780 0 14,500
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,081 131,756 SH   DFND 1 117,056 0 14,700
SCOTTS MIRACLE GRO CO CL A 810186106 4,395 52,780 SH   DFND 1 42,880 0 9,900
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 70,520 1,110,723 SH   DFND 1 959,323 0 151,400
SEABOARD CORP COM 811543107 4 1 SH   DFND 1 1 0 0
SEACOR HOLDINGS INC COM 811904101 2,640 44,361 SH   DFND 1 39,961 0 4,400
SELECT MED HLDGS CORP COM 81619Q105 6,560 485,879 SH   DFND 1 441,579 0 44,300
SELECTIVE INS GROUP INC COM 816300107 7,571 189,920 SH   DFND 1 170,420 0 19,500
SENECA FOODS CORP NEW CL A 817070501 172 6,060 SH   DFND 1 2,260 0 3,800
SHERWIN WILLIAMS CO COM 824348106 13 44 SH   DFND 1 44 0 0
SHILOH INDS INC COM 824543102 42 5,900 SH   DFND 1 2,300 0 3,600
SIENTRA INC COM 82621J105 88 9,700 SH   DFND 1 3,600 0 6,100
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 291 5,820 SH   DFND 1 2,220 0 3,600
SKYWEST INC COM 830879102 5,323 201,516 SH   DFND 1 177,016 0 24,500
SKYWORKS SOLUTIONS INC COM 83088M102 12,725 167,120 SH   DFND 1 134,420 0 32,700
SMITH & WESSON HLDG CORP COM 831756101 3,320 124,828 SH   DFND 1 115,928 0 8,900
SNAP ON INC COM 833034101 7,624 50,170 SH   DFND 1 40,770 0 9,400
SOLAREDGE TECHNOLOGIES INC COM 83417M104 8,034 466,254 SH   DFND 1 352,242 0 114,012
SONOCO PRODS CO COM 835495102 4,640 87,825 SH   DFND 1 69,825 0 18,000
SOUTHWEST AIRLS CO COM 844741108 29,605 761,235 SH   DFND 1 535,019 0 226,216
SOUTHWEST BANCORP INC OKLA COM 844767103 138 7,220 SH   DFND 1 2,720 0 4,500
SPARTANNASH CO COM 847215100 4,299 148,644 SH   DFND 1 134,064 0 14,580
SPEEDWAY MOTORSPORTS INC COM 847788106 3,092 173,074 SH   DFND 1 156,514 0 16,560
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 5,911 132,706 SH   DFND 1 102,306 0 30,400
SPIRIT AIRLS INC COM 848577102 10,584 248,859 SH   DFND 1 234,659 0 14,200
SPOK HLDGS INC COM 84863T106 285 15,940 SH   DFND 1 5,840 0 10,100
SPRINT CORP COM SER 1 85207U105 40 5,966 SH   DFND 1 5,966 0 0
STANLEY BLACK & DECKER INC COM 854502101 23,296 189,426 SH   DFND 1 130,747 0 58,679
STAPLES INC COM 855030102 21,693 2,537,128 SH   DFND 1 2,161,228 0 375,900
STATE AUTO FINL CORP COM 855707105 2,028 85,158 SH   DFND 1 77,058 0 8,100
STATE BK FINL CORP COM 856190103 267 11,700 SH   DFND 1 4,300 0 7,400
STATE NATL COS INC COM 85711T305 256 23,000 SH   DFND 1 8,600 0 14,400
STATE STR CORP COM 857477103 24,477 351,519 SH   DFND 1 280,219 0 71,300
STERLING BANCORP DEL COM 85917A100 6,373 364,117 SH   DFND 1 335,117 0 29,000
STERLING CONSTRUCTION CO INC COM 859241101 113 14,500 SH   DFND 1 5,400 0 9,100
STIFEL FINL CORP COM 860630102 11,161 290,251 SH   DFND 1 213,291 0 76,960
STONERIDGE INC COM 86183P102 172 9,300 SH   DFND 1 3,600 0 5,700
STONEMOR PARTNERS L P COM UNITS 86183Q100 4,908 196,000 SH   DFND 1 0 0 196,000
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,146 93,086 SH   DFND 1 70,756 0 22,330
SUNTRUST BKS INC COM 867914103 20,282 463,045 SH   DFND 1 366,445 0 96,600
SUPER MICRO COMPUTER INC COM 86800U104 3,076 131,609 SH   DFND 1 118,209 0 13,400
SUPERIOR ENERGY SVCS INC COM 868157108 10,036 560,630 SH   DFND 1 509,530 0 51,100
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,817 113,880 SH   DFND 1 85,690 0 28,190
SUPREME INDS INC CL A 868607102 207 10,700 SH   DFND 1 4,000 0 6,700
SWIFT TRANSN CO CL A 87074U101 6,685 311,324 SH   DFND 1 282,924 0 28,400
SYNOVUS FINL CORP COM NEW 87161C501 21,050 647,072 SH   DFND 1 597,572 0 49,500
SYNTEL INC COM 87162H103 14,065 335,581 SH   DFND 1 321,781 0 13,800
SYNCHRONY FINL COM 87165B103 73,817 2,636,312 SH   DFND 1 2,228,411 0 407,901
SYSCO CORP COM 871829107 16 324 SH   DFND 1 324 0 0
TCF FINL CORP COM 872275102 5,338 367,827 SH   DFND 1 361,127 0 6,700
TRI POINTE GROUP INC COM 87265H109 7,908 599,987 SH   DFND 1 545,287 0 54,700
TTM TECHNOLOGIES INC COM 87305R109 4,246 370,783 SH   DFND 1 336,983 0 33,800
TARGET CORP COM 87612E106 56,750 826,293 SH   DFND 1 551,093 0 275,200
TAYLOR MORRISON HOME CORP CL A 87724P106 2,482 141,008 SH   DFND 1 126,208 0 14,800
TECH DATA CORP COM 878237106 11,713 138,262 SH   DFND 1 121,362 0 16,900
TECK RESOURCES LTD CL B 878742204 6 315 SH   DFND 1 315 0 0
TEGNA INC COM 87901J105 19,131 875,122 SH   DFND 1 821,922 0 53,200
TELEPHONE & DATA SYS INC COM NEW 879433829 11,745 432,092 SH   DFND 1 383,092 0 49,000
TENNECO INC COM 880349105 14,130 242,482 SH   DFND 1 224,282 0 18,200
TERADATA CORP DEL COM 88076W103 10,108 326,053 SH   DFND 1 298,198 0 27,855
TEREX CORP NEW COM 880779103 70,250 2,764,652 SH   DFND 1 2,305,384 0 459,268
TERRITORIAL BANCORP INC COM 88145X108 445 15,500 SH   DFND 1 12,200 0 3,300
TESCO CORP COM 88157K101 132 16,100 SH   DFND 1 6,000 0 10,100
TESORO CORP COM 881609101 6 69 SH   DFND 1 69 0 0
TESLA MTRS INC COM 88160R101 1 1 SH   DFND 1 1 0 0
TESSERA TECHNOLOGIES INC COM 88164L100 7,595 197,572 SH   DFND 1 180,072 0 17,500
TEXAS INSTRS INC COM 882508104 16,468 234,653 SH   DFND 1 100,836 0 133,817
TEXTRON INC COM 883203101 9,617 241,933 SH   DFND 1 193,633 0 48,300
THOR INDS INC COM 885160101 11,451 135,185 SH   DFND 1 135,185 0 0
3M CO COM 88579Y101 21,793 123,658 SH   DFND 1 53,048 0 70,610
TIME WARNER INC COM NEW 887317303 116,925 1,468,717 SH   DFND 1 1,075,017 0 393,700
TIMKEN CO COM 887389104 7 187 SH   DFND 1 187 0 0
TIMKENSTEEL CORP COM 887399103 80 7,600 SH   DFND 1 2,800 0 4,800
TITAN INTL INC ILL COM 88830M102 8,965 885,807 SH   DFND 1 660,707 0 225,100
TITAN MACHY INC COM 88830R101 12,274 1,180,152 SH   DFND 1 922,785 0 257,367
TOLL BROTHERS INC COM 889478103 2,834 94,887 SH   DFND 1 94,887 0 0
TORCHMARK CORP COM 891027104 19,656 307,652 SH   DFND 1 242,952 0 64,700
TOWER INTL INC COM 891826109 374 15,500 SH   DFND 1 5,700 0 9,800
TOWNEBANK PORTSMOUTH VA COM 89214P109 3,462 144,058 SH   DFND 1 132,658 0 11,400
TOWNSQUARE MEDIA INC CL A 892231101 53 5,600 SH   DFND 1 2,100 0 3,500
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 93,403 804,774 SH   DFND 1 688,774 0 116,000
TRAVELERS COMPANIES INC COM 89417E109 94,916 828,591 SH   DFND 1 593,226 0 235,365
TRECORA RES COM 894648104 208 18,200 SH   DFND 1 6,800 0 11,400
TRIBUNE MEDIA CO CL A 896047503 4 86 SH   DFND 1 86 0 0
TRICO BANCSHARES COM 896095106 219 8,170 SH   DFND 1 3,070 0 5,100
TRIMAS CORP COM NEW 896215209 2,306 123,878 SH   DFND 1 111,278 0 12,600
TRINITY INDS INC COM 896522109 3 88 SH   DFND 1 88 0 0
TRIPLE-S MGMT CORP CL B 896749108 372 16,960 SH   DFND 1 6,260 0 10,700
TRISTATE CAP HLDGS INC COM 89678F100 7,449 461,231 SH   DFND 1 351,701 0 109,530
TRIUMPH BANCORP INC COM 89679E300 127 6,400 SH   DFND 1 2,400 0 4,000
TRIUMPH GROUP INC NEW COM 896818101 13,653 489,671 SH   DFND 1 353,423 0 136,248
TRUEBLUE INC COM 89785X101 3,682 162,474 SH   DFND 1 148,074 0 14,400
TRUSTMARK CORP COM 898402102 5,684 206,224 SH   DFND 1 190,324 0 15,900
TUPPERWARE BRANDS CORP COM 899896104 67,848 1,037,899 SH   DFND 1 892,488 0 145,411
TURQUOISE HILL RES LTD COM 900435108 3 732 SH   DFND 1 732 0 0
TUTOR PERINI CORP COM 901109108 2,277 106,011 SH   DFND 1 96,011 0 10,000
TWENTY FIRST CENTY FOX INC CL A 90130A101 36,951 1,525,606 SH   DFND 1 1,024,903 0 500,703
TWO HBRS INVT CORP COM 90187B101 56,844 6,663,923 SH   DFND 1 5,818,743 0 845,180
TYSON FOODS INC CL A 902494103 5,907 79,097 SH   DFND 1 33,997 0 45,100
UGI CORP NEW COM 902681105 4 76 SH   DFND 1 76 0 0
UMB FINL CORP COM 902788108 8,257 138,875 SH   DFND 1 127,875 0 11,000
US BANCORP DEL COM NEW 902973304 65,901 1,536,500 SH   DFND 1 1,227,700 0 308,800
U S G CORP COM NEW 903293405 6,886 266,377 SH   DFND 1 266,377 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 679 91,600 SH   DFND 1 80,500 0 11,100
UMPQUA HLDGS CORP COM 904214103 9,236 613,679 SH   DFND 1 613,679 0 0
UNICO AMERN CORP COM 904607108 246 22,300 SH   DFND 1 22,300 0 0
UNIFI INC COM NEW 904677200 371 12,600 SH   DFND 1 4,700 0 7,900
UNION BANKSHARES CORP NEW COM 90539J109 3,553 132,705 SH   DFND 1 121,780 0 10,925
UNION PAC CORP COM 907818108 70,157 719,334 SH   DFND 1 585,334 0 134,000
UNIT CORP COM 909218109 3,543 190,457 SH   DFND 1 173,057 0 17,400
UNITED CMNTY FINL CORP OHIO COM 909839102 149 20,930 SH   DFND 1 7,730 0 13,200
UNITED CMNTY BKS BLAIRSVLE G COM 90984P303 2,374 112,940 SH   DFND 1 103,340 0 9,600
UNITED BANKSHARES INC WEST V COM 909907107 6,012 159,595 SH   DFND 1 146,295 0 13,300
UNITED CONTL HLDGS INC COM 910047109 65 1,225 SH   DFND 1 1,225 0 0
UNITED FINL BANCORP INC NEW COM 910304104 1,899 137,147 SH   DFND 1 120,198 0 16,949
UNITED FIRE GROUP INC COM 910340108 3,772 89,127 SH   DFND 1 80,527 0 8,600
UNITED INS HLDGS CORP COM 910710102 199 11,700 SH   DFND 1 4,400 0 7,300
UNITED PARCEL SERVICE INC CL B 911312106 35,446 324,120 SH   DFND 1 261,520 0 62,600
UNITED RENTALS INC COM 911363109 8,580 109,303 SH   DFND 1 75,878 0 33,425
UNITED STATES CELLULAR CORP COM 911684108 2 53 SH   DFND 1 53 0 0
UNITED STATES STL CORP NEW COM 912909108 3 121 SH   DFND 1 121 0 0
UNITED TECHNOLOGIES CORP COM 913017109 94,942 934,464 SH   DFND 1 682,597 0 251,867
UNITED THERAPEUTICS CORP DEL COM 91307C102 6 49 SH   DFND 1 49 0 0
UNIVERSAL CORP VA COM 913456109 5,365 92,148 SH   DFND 1 81,248 0 10,900
UNIVERSAL INS HLDGS INC COM 91359V107 4,080 161,900 SH   DFND 1 153,200 0 8,700
UNIVERSAL STAINLESS & ALLOY COM 913837100 614 58,400 SH   DFND 1 55,900 0 2,500
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 214 15,900 SH   DFND 1 6,200 0 9,700
UNIVERSAL HLTH SVCS INC CL B 913903100 9,911 80,430 SH   DFND 1 64,430 0 16,000
UNIVEST CORP PA COM 915271100 128 5,460 SH   DFND 1 2,060 0 3,400
UNUM GROUP COM 91529Y106 11,029 312,346 SH   DFND 1 216,046 0 96,300
URBAN OUTFITTERS INC COM 917047102 1,598 46,265 SH   DFND 1 19,765 0 26,500
VSE CORP COM 918284100 123 3,600 SH   DFND 1 1,400 0 2,200
VALEANT PHARMACEUTICALS INTL COM 91911K102 20 800 SH   DFND 1 800 0 0
VALERO ENERGY CORP NEW COM 91913Y100 13,930 262,815 SH   DFND 1 112,349 0 150,466
VALLEY NATL BANCORP COM 919794107 8,338 856,913 SH   DFND 1 795,238 0 61,675
VANECK VECTORS ETF TR INDONESIA INDEX 92189F833 5 182 SH   DFND 1 182 0 0
VECTRUS INC COM 92242T101 90 5,900 SH   DFND 1 2,300 0 3,600
VERIZON COMMUNICATIONS INC COM 92343V104 189,082 3,637,577 SH   DFND 1 2,919,677 0 717,900
VERITIV CORP COM 923454102 1,915 38,167 SH   DFND 1 32,767 0 5,400
VIACOM INC NEW CL B 92553P201 36,697 963,173 SH   DFND 1 811,573 0 151,600
VILLAGE SUPER MKT INC CL A NEW 927107409 125 3,900 SH   DFND 1 1,400 0 2,500
VISHAY INTERTECHNOLOGY INC COM 928298108 10,142 719,736 SH   DFND 1 603,436 0 116,300
VISHAY PRECISION GROUP INC COM 92835K103 108 6,700 SH   DFND 1 2,600 0 4,100
WEC ENERGY GROUP INC COM 92939U106 7 115 SH   DFND 1 115 0 0
WABASH NATL CORP COM 929566107 3,858 270,860 SH   DFND 1 238,760 0 32,100
WABTEC CORP COM 929740108 1,455 17,815 SH   DFND 1 7,615 0 10,200
WAL-MART STORES INC COM 931142103 207,030 2,870,628 SH   DFND 1 2,265,428 0 605,200
WALKER & DUNLOP INC COM 93148P102 2,244 88,823 SH   DFND 1 80,123 0 8,700
WASHINGTON FED INC COM 938824109 11,714 439,039 SH   DFND 1 408,539 0 30,500
WASHINGTON TR BANCORP COM 940610108 232 5,760 SH   DFND 1 2,160 0 3,600
WASTE CONNECTIONS INC COM 94106B101 810 10,833 SH   DFND 1 10,833 0 0
WASTE MGMT INC DEL COM 94106L109 17 256 SH   DFND 1 256 0 0
WATERSTONE FINL INC MD COM 94188P101 266 15,600 SH   DFND 1 5,800 0 9,800
WEBSTER FINL CORP CONN COM 947890109 11,072 291,286 SH   DFND 1 269,386 0 21,900
WELLS FARGO & CO NEW COM 949746101 5,612 126,727 SH   DFND 1 99,587 0 27,140
WESBANCO INC COM 950810101 3,767 114,564 SH   DFND 1 105,564 0 9,000
WESCO AIRCRAFT HLDGS INC COM 950814103 4,901 364,901 SH   DFND 1 331,601 0 33,300
WESCO INTL INC COM 95082P105 14,227 231,355 SH   DFND 1 193,435 0 37,920
WEST BANCORPORATION INC CAP STK 95123P106 112 5,700 SH   DFND 1 2,100 0 3,600
WEST CORP COM 952355204 5,134 232,498 SH   DFND 1 205,598 0 26,900
WEST MARINE INC COM 954235107 158 19,000 SH   DFND 1 7,100 0 11,900
WESTERN UN CO COM 959802109 12,536 602,110 SH   DFND 1 421,410 0 180,700
WESTFIELD FINANCIAL INC NEW COM 96008P104 369 48,230 SH   DFND 1 43,130 0 5,100
WESTLAKE CHEM CORP COM 960413102 27 503 SH   DFND 1 503 0 0
WHIRLPOOL CORP COM 963320106 13,102 80,794 SH   DFND 1 59,994 0 20,800
WHITING PETE CORP NEW COM 966387102 75 8,500 SH   DFND 1 8,500 0 0
WHOLE FOODS MKT INC COM 966837106 5 144 SH   DFND 1 144 0 0
WINNEBAGO INDS INC COM 974637100 484 20,500 SH   DFND 1 7,500 0 13,000
WINTRUST FINL CORP COM 97650W108 7,935 142,776 SH   DFND 1 131,976 0 10,800
WORLD FUEL SVCS CORP COM 981475106 11,269 243,580 SH   DFND 1 228,980 0 14,600
WORTHINGTON INDS INC COM 981811102 7,203 149,962 SH   DFND 1 111,552 0 38,410
WPX ENERGY INC COM 98212B103 13,923 1,055,516 SH   DFND 1 1,055,516 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 10,633 157,915 SH   DFND 1 104,908 0 53,007
XCEL ENERGY INC COM 98389B100 18,007 437,686 SH   DFND 1 349,086 0 88,600
XCERRA CORP COM 98400J108 693 114,200 SH   DFND 1 100,500 0 13,700
XEROX CORP COM 984121103 8,966 885,073 SH   DFND 1 706,373 0 178,700
XYLEM INC COM 98419M100 5 79 SH   DFND 1 79 0 0
YADKIN FINL CORP COM 984305102 229 8,700 SH   DFND 1 3,200 0 5,500
YAMANA GOLD INC COM 98462Y100 2 344 SH   DFND 1 344 0 0
YUME INC COM 98872B104 75 18,700 SH   DFND 1 7,000 0 11,700
ZIONS BANCORPORATION COM 989701107 16,747 539,869 SH   DFND 1 539,869 0 0
AIRCASTLE LTD COM G0129K104 6,930 348,937 SH   DFND 1 310,937 0 38,000
AMDOCS LTD SHS G02602103 1,186 20,500 SH   DFND 1 20,500 0 0
AON PLC SHS CL A G0408V102 5,419 48,167 SH   DFND 1 20,467 0 27,700
ARCH CAP GROUP LTD ORD G0450A105 8,704 109,813 SH   DFND 1 88,213 0 21,600
ARGO GROUP INTL HLDGS LTD COM G0464B107 5,691 100,854 SH   DFND 1 91,126 0 9,728
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 13,074 280,610 SH   DFND 1 239,037 0 41,573
ARRIS INTL INC SHS G0551A103 11,190 394,972 SH   DFND 1 394,972 0 0
ASSURED GUARANTY LTD COM G0585R106 13,031 469,583 SH   DFND 1 427,681 0 41,902
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 83 5,200 SH   DFND 1 1,900 0 3,300
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 18,059 332,383 SH   DFND 1 315,383 0 17,000
BLUE CAP REINS HLDGS LTD COM G1190F107 87 4,700 SH   DFND 1 1,700 0 3,000
BUNGE LIMITED COM G16962105 6,036 101,898 SH   DFND 1 66,498 0 35,400
CONSOLIDATED WATER CO INC ORD G23773107 127 10,900 SH   DFND 1 4,000 0 6,900
DELPHI AUTOMOTIVE PLC SHS G27823106 18,877 264,669 SH   DFND 1 203,469 0 61,200
EATON CORP PLC SHS G29183103 66,572 1,013,106 SH   DFND 1 835,206 0 177,900
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 14,645 223,758 SH   DFND 1 223,758 0 0
ENSTAR GROUP LIMITED SHS G3075P101 7,520 45,721 SH   DFND 1 42,221 0 3,500
ESSENT GROUP LTD COM G3198U102 4,927 185,129 SH   DFND 1 153,729 0 31,400
EVEREST RE GROUP LTD COM G3223R108 8,253 43,443 SH   DFND 1 33,443 0 10,000
GEOPARK LTD USD SHS G38327105 654 196,700 SH   DFND 1 196,700 0 0
GLOBAL INDEMNITY PLC SHS G39319101 1,153 38,815 SH   DFND 1 36,065 0 2,750
HERBALIFE LTD COM USD SHS G4412G101 23,067 372,099 SH   DFND 1 357,799 0 14,300
HORIZON PHARMA PLC SHS G4617B105 47,950 2,644,758 SH   DFND 1 2,274,728 0 370,030
INGERSOLL-RAND PLC SHS G47791101 15,669 230,623 SH   DFND 1 184,623 0 46,000
INVESCO LTD SHS G491BT108 12,020 384,393 SH   DFND 1 301,993 0 82,400
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 30,137 248,079 SH   DFND 1 214,129 0 33,950
MAIDEN HOLDINGS LTD SHS G5753U112 3,020 237,938 SH   DFND 1 217,146 0 20,792
MALLINCKRODT PUB LTD CO SHS G5785G107 58,662 840,668 SH   DFND 1 720,868 0 119,800
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 4 295 SH   DFND 1 295 0 0
MEDTRONIC PLC SHS G5960L103 6 68 SH   DFND 1 68 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 106,772 2,281,936 SH   DFND 1 1,921,526 0 360,410
NABORS INDUSTRIES LTD SHS G6359F103 8,421 692,479 SH   DFND 1 661,979 0 30,500
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 38,218 1,013,721 SH   DFND 1 876,421 0 137,300
ONEBEACON INSURANCE GROUP LT CL A G67742109 777 54,409 SH   DFND 1 45,609 0 8,800
RENAISSANCERE HOLDINGS LTD COM G7496G103 20,740 172,603 SH   DFND 1 161,203 0 11,400
PENTAIR PLC SHS G7S00T104 9,994 155,564 SH   DFND 1 124,264 0 31,300
SIGNET JEWELERS LIMITED SHS G81276100 64,467 864,978 SH   DFND 1 744,578 0 120,400
THIRD PT REINS LTD COM G8827U100 3,795 316,217 SH   DFND 1 286,417 0 29,800
VALIDUS HOLDINGS LTD COM SHS G9319H102 16,317 327,502 SH   DFND 1 315,702 0 11,800
WHITE MTNS INS GROUP LTD COM G9618E107 16,473 19,846 SH   DFND 1 19,846 0 0
XL GROUP LTD COM G98294104 18 511 SH   DFND 1 511 0 0
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 12,249 303,043 SH   DFND 1 303,043 0 0
GARMIN LTD SHS H2906T109 6,575 136,662 SH   DFND 1 97,362 0 39,300
UBS GROUP AG SHS H42097107 27 1,950 SH   DFND 1 1,950 0 0
TE CONNECTIVITY LTD REG SHS H84989104 14 212 SH   DFND 1 212 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,497 515,604 SH   DFND 1 377,444 0 138,160
CHECK POINT SOFTWARE TECH LT ORD M22465104 1 1 SH   DFND 1 1 0 0
AERCAP HOLDINGS NV SHS N00985106 116,610 3,029,597 SH   DFND 1 2,617,297 0 412,300
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 95,486 1,183,807 SH   DFND 1 876,106 0 307,701
MYLAN N V SHS EURO N59465109 43,992 1,154,018 SH   DFND 1 988,918 0 165,100
COPA HOLDINGS SA CL A P31076105 3 27 SH   DFND 1 27 0 0
TRONOX LTD SHS CL A Q9235V101 1,219 130,011 SH   DFND 1 116,811 0 13,200
FLEX LTD ORD Y2573F102 7 456 SH   DFND 1 456 0 0