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 5,669 171,520 SH   DFND 1 154,620 0 16,900
ACCO BRANDS CORP COM 00081T108 5,993 459,209 SH   DFND 1 411,609 0 47,600
AFLAC INC COM 001055102 25,447 365,614 SH   DFND 1 291,814 0 73,800
AGCO CORP COM 001084102 18,775 324,489 SH   DFND 1 309,889 0 14,600
A H BELO CORP COM CL A 001282102 69 10,720 SH   DFND 1 4,220 0 6,500
AES CORP COM 00130H105 7,273 625,834 SH   DFND 1 488,734 0 137,100
AMN HEALTHCARE SERVICES INC COM 001744101 6,984 181,637 SH   DFND 1 167,637 0 14,000
ARC DOCUMENT SOLUTIONS INC COM 00191G103 686 134,940 SH   DFND 1 120,540 0 14,400
AT&T INC COM 00206R102 55,764 1,311,154 SH   DFND 1 1,125,654 0 185,500
AV HOMES INC COM 00234P102 176 11,120 SH   DFND 1 4,120 0 7,000
AVX CORP NEW COM 002444107 6,343 405,800 SH   DFND 1 354,360 0 51,440
AXT INC COM 00246W103 121 25,120 SH   DFND 1 9,220 0 15,900
AARONS INC COM PAR $0.50 002535300 8,715 272,417 SH   DFND 1 250,117 0 22,300
ABBVIE INC COM 00287Y109 159,871 2,553,028 SH   DFND 1 2,086,128 0 466,900
ACACIA RESH CORP ACACIA TCH COM 003881307 163 25,020 SH   DFND 1 9,220 0 15,800
ACCESS NATL CORP COM 004337101 102 3,640 SH   DFND 1 1,340 0 2,300
AECOM COM 00766T100 65,950 1,813,783 SH   DFND 1 1,639,778 0 174,005
AETNA INC NEW COM 00817Y108 27,376 220,756 SH   DFND 1 173,356 0 47,400
AIR LEASE CORP CL A 00912X302 11,739 341,932 SH   DFND 1 341,932 0 0
AKORN INC COM 009728106 24,425 1,118,836 SH   DFND 1 968,466 0 150,370
ALASKA AIR GROUP INC COM 011659109 3,892 43,859 SH   DFND 1 35,459 0 8,400
ALBEMARLE CORP COM 012653101 3,560 41,353 SH   DFND 1 18,153 0 23,200
ALCOA CORP COM 013872106 7 215 SH   DFND 1 215 0 0
ALLEGHANY CORP DEL COM 017175100 9,115 14,988 SH   DFND 1 11,388 0 3,600
ALLEGHENY TECHNOLOGIES INC COM 01741R102 6,204 389,438 SH   DFND 1 352,738 0 36,700
ALLIANCE ONE INTL INC COM NEW 018772301 86 4,470 SH   DFND 1 1,670 0 2,800
ALLSTATE CORP COM 020002101 28,755 387,951 SH   DFND 1 304,351 0 83,600
ALLY FINL INC COM 02005N100 7,635 401,387 SH   DFND 1 318,987 0 82,400
AMERCO COM 023586100 6,093 16,484 SH   DFND 1 13,184 0 3,300
AMEREN CORP COM 023608102 11,377 216,851 SH   DFND 1 173,551 0 43,300
AMERESCO INC CL A 02361E108 76 13,810 SH   DFND 1 5,110 0 8,700
AMERICAN AIRLS GROUP INC COM 02376R102 148,398 3,178,366 SH   DFND 1 2,723,156 0 455,210
AMERICAN AXLE & MFG HLDGS IN COM 024061103 6,385 330,822 SH   DFND 1 296,822 0 34,000
AMERICAN ELEC PWR INC COM 025537101 27,568 437,863 SH   DFND 1 350,063 0 87,800
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 10,208 672,880 SH   DFND 1 622,680 0 50,200
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,185 274,392 SH   DFND 1 248,692 0 25,700
AMERICAN EXPRESS CO COM 025816109 94,979 1,282,106 SH   DFND 1 872,806 0 409,300
AMERICAN FINL GROUP INC OHIO COM 025932104 15,799 179,281 SH   DFND 1 142,381 0 36,900
AMERICAN INTL GROUP INC COM NEW 026874784 63,046 965,325 SH   DFND 1 965,325 0 0
AMERICAN NATL INS CO COM 028591105 6 44 SH   DFND 1 44 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 210 8,540 SH   DFND 1 3,140 0 5,400
AMERICAN WTR WKS CO INC NEW COM 030420103 5 65 SH   DFND 1 65 0 0
AMERICAS CAR MART INC COM 03062T105 126 2,880 SH   DFND 1 1,080 0 1,800
AMERISAFE INC COM 03071H100 3,822 61,298 SH   DFND 1 54,798 0 6,500
AMERIPRISE FINL INC COM 03076C106 28,995 261,356 SH   DFND 1 173,577 0 87,779
AMGEN INC COM 031162100 95,023 649,905 SH   DFND 1 514,405 0 135,500
ANADARKO PETE CORP COM 032511107 109,836 1,575,155 SH   DFND 1 1,348,455 0 226,700
ANDERSONS INC COM 034164103 2,103 47,025 SH   DFND 1 41,725 0 5,300
ANIXTER INTL INC COM 035290105 9,053 111,687 SH   DFND 1 103,887 0 7,800
ANTERO RES CORP COM 03674X106 4 161 SH   DFND 1 161 0 0
ANTHEM INC COM 036752103 35,784 248,891 SH   DFND 1 195,791 0 53,100
ANWORTH MORTGAGE ASSET CP COM 037347101 5,783 1,118,526 SH   DFND 1 1,058,666 0 59,860
APACHE CORP COM 037411105 80,076 1,261,622 SH   DFND 1 1,082,522 0 179,100
APPLE INC COM 037833100 450,453 3,889,250 SH   DFND 1 3,080,140 0 809,110
APPLIED MATLS INC COM 038222105 48,276 1,495,978 SH   DFND 1 1,103,278 0 392,700
ARCBEST CORP COM 03937C105 328 11,830 SH   DFND 1 4,330 0 7,500
ARCHER DANIELS MIDLAND CO COM 039483102 31,375 687,294 SH   DFND 1 492,494 0 194,800
ARCONIC INC COM 03965L100 8 416 SH   DFND 1 416 0 0
ARCTIC CAT INC COM 039670104 3,433 228,560 SH   DFND 1 218,590 0 9,970
ARGAN INC COM 04010E109 767 10,870 SH   DFND 1 3,970 0 6,900
ARK RESTAURANTS CORP COM 040712101 492 20,250 SH   DFND 1 20,250 0 0
ARROW ELECTRS INC COM 042735100 5,980 83,866 SH   DFND 1 65,766 0 18,100
ARROW FINL CORP COM 042744102 188 4,640 SH   DFND 1 1,666 0 2,974
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 10,805 363,172 SH   DFND 1 345,132 0 18,040
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,589 74,362 SH   DFND 1 69,162 0 5,200
ASHLAND GLOBAL HLDGS INC COM 044186104 5,934 54,290 SH   DFND 1 43,090 0 11,200
ASPEN AEROGELS INC COM 04523Y105 37 8,740 SH   DFND 1 3,240 0 5,500
ASSOCIATED BANC CORP COM 045487105 14,449 584,952 SH   DFND 1 546,852 0 38,100
ASSURANT INC COM 04621X108 25,392 273,436 SH   DFND 1 243,636 0 29,800
ASTORIA FINL CORP COM 046265104 2 59 SH   DFND 1 59 0 0
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,311 101,830 SH   DFND 1 89,930 0 11,900
AUTODESK INC COM 052769106 67 900 SH Put DFND 1 0 0 0
AUTONATION INC COM 05329W102 3,347 68,795 SH   DFND 1 43,395 0 25,400
AUTOZONE INC COM 053332102 7,859 9,950 SH   DFND 1 8,050 0 1,900
AVERY DENNISON CORP COM 053611109 4,020 57,244 SH   DFND 1 34,644 0 22,600
AVIS BUDGET GROUP COM 053774105 12,756 347,747 SH   DFND 1 313,547 0 34,200
AVNET INC COM 053807103 29,620 622,126 SH   DFND 1 585,726 0 36,400
BOK FINL CORP COM NEW 05561Q201 18,170 218,805 SH   DFND 1 207,005 0 11,800
BP PLC SPONSORED ADR 055622104 255,843 6,844,359 SH   DFND 1 5,844,637 0 999,722
BOFI HLDG INC COM 05566U108 5,628 197,103 SH   DFND 1 178,703 0 18,400
BAKER HUGHES INC COM 057224107 23,917 368,110 SH   DFND 1 295,010 0 73,100
BALDWIN & LYONS INC CL B 057755209 23 900 SH   DFND 1 300 0 600
BANCORPSOUTH INC COM 059692103 9,087 292,625 SH   DFND 1 274,525 0 18,100
BANCORP INC DEL COM 05969A105 200 25,340 SH   DFND 1 9,240 0 16,100
BANK AMER CORP COM 060505104 459,945 20,811,961 SH   DFND 1 17,186,767 0 3,625,194
BANK OF MARIN BANCORP COM 063425102 120 1,720 SH   DFND 1 620 0 1,100
BANK MUTUAL CORP NEW COM 063750103 231 24,370 SH   DFND 1 8,970 0 15,400
BANK NEW YORK MELLON CORP COM 064058100 45,774 966,097 SH   DFND 1 757,597 0 208,500
BANK N S HALIFAX COM 064149107 13 226 SH   DFND 1 226 0 0
BANKFINANCIAL CORP COM 06643P104 158 10,660 SH   DFND 1 3,960 0 6,700
BANNER CORP COM NEW 06652V208 5,811 104,116 SH   DFND 1 94,343 0 9,773
BARNES & NOBLE ED INC COM 06777U101 92 7,940 SH   DFND 1 2,940 0 5,000
BARRETT BILL CORP COM 06846N104 244 34,790 SH   DFND 1 12,690 0 22,100
BAXTER INTL INC COM 071813109 10,733 242,059 SH   DFND 1 103,059 0 139,000
B/E AEROSPACE INC COM 073302101 24,052 399,596 SH   DFND 1 244,496 0 155,100
BEAZER HOMES USA INC COM NEW 07556Q881 201 15,110 SH   DFND 1 5,510 0 9,600
BED BATH & BEYOND INC COM 075896100 3,273 80,525 SH   DFND 1 35,358 0 45,167
BEL FUSE INC CL B 077347300 218 7,050 SH   DFND 1 2,550 0 4,500
BENCHMARK ELECTRS INC COM 08160H101 7,296 239,203 SH   DFND 1 214,803 0 24,400
BENEFICIAL BANCORP INC COM 08171T102 11,396 619,303 SH   DFND 1 570,113 0 49,190
BERKLEY W R CORP COM 084423102 7,228 108,666 SH   DFND 1 87,066 0 21,600
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 128,342 787,468 SH   DFND 1 676,528 0 110,940
BERKSHIRE HILLS BANCORP INC COM 084680107 4,086 110,860 SH   DFND 1 100,460 0 10,400
BEST BUY INC COM 086516101 16,500 386,666 SH   DFND 1 271,866 0 114,800
BEST BUY INC COM 086516101 747 17,500 SH Put DFND 1 0 0 0
BIG LOTS INC COM 089302103 8,530 169,880 SH   DFND 1 155,980 0 13,900
BIOGEN INC COM 09062X103 54,939 193,733 SH   DFND 1 154,933 0 38,800
BLACK BOX CORP DEL COM 091826107 88 5,760 SH   DFND 1 2,160 0 3,600
BLACK DIAMOND INC COM 09202G101 80 14,900 SH   DFND 1 5,500 0 9,400
BLACKROCK INC COM 09247X101 52,698 138,482 SH   DFND 1 109,582 0 28,900
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 95,490 3,532,736 SH   DFND 1 3,006,136 0 526,600
BLUE HILLS BANCORP INC COM 095573101 10,034 535,096 SH   DFND 1 497,046 0 38,050
BOEING CO COM 097023105 113,747 730,644 SH   DFND 1 517,810 0 212,834
BORGWARNER INC COM 099724106 9,093 230,552 SH   DFND 1 169,952 0 60,600
BOSTON BEER INC CL A 100557107 7,907 46,547 SH   DFND 1 43,537 0 3,010
BOSTON PRIVATE FINL HLDGS IN COM 101119105 2,558 154,512 SH   DFND 1 154,512 0 0
BRIDGEPOINT ED INC COM 10807M105 155 15,290 SH   DFND 1 5,890 0 9,400
BRIGGS & STRATTON CORP COM 109043109 466 20,924 SH   DFND 1 18,124 0 2,800
BRINKER INTL INC COM 109641100 9,865 199,170 SH   DFND 1 180,370 0 18,800
BROADWIND ENERGY INC COM NEW 11161T207 29 6,950 SH   DFND 1 2,550 0 4,400
BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1 1 SH   DFND 1 1 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 3,620 220,701 SH   DFND 1 205,101 0 15,600
BROWN FORMAN CORP CL B 115637209 3,664 81,554 SH   DFND 1 35,754 0 45,800
BROWN FORMAN CORP CL B 115637209 332 7,400 SH Put DFND 1 0 0 0
BRUNSWICK CORP COM 117043109 20,469 375,302 SH   DFND 1 359,902 0 15,400
BRYN MAWR BK CORP COM 117665109 249 5,890 SH   DFND 1 2,190 0 3,700
BUILDERS FIRSTSOURCE INC COM 12008R107 4,670 425,694 SH   DFND 1 390,894 0 34,800
BURLINGTON STORES INC COM 122017106 93 1,100 SH Put DFND 1 0 0 0
CAI INTERNATIONAL INC COM 12477X106 63 7,240 SH   DFND 1 2,740 0 4,500
CBIZ INC COM 124805102 509 37,100 SH   DFND 1 13,700 0 23,400
CBS CORP NEW CL B 124857202 88,594 1,392,546 SH   DFND 1 1,083,946 0 308,600
C D I CORP COM 125071100 64 8,550 SH   DFND 1 3,150 0 5,400
CDW CORP COM 12514G108 10,192 195,659 SH   DFND 1 138,159 0 57,500
CIGNA CORPORATION COM 125509109 28,492 213,598 SH   DFND 1 173,098 0 40,500
CSS INDS INC COM 125906107 182 6,720 SH   DFND 1 2,420 0 4,300
CNA FINL CORP COM 126117100 35 827 SH   DFND 1 827 0 0
CNB FINL CORP PA COM 126128107 96 3,570 SH   DFND 1 1,370 0 2,200
CRA INTL INC COM 12618T105 175 4,770 SH   DFND 1 1,770 0 3,000
CNO FINL GROUP INC COM 12621E103 13,657 713,136 SH   DFND 1 713,136 0 0
CSX CORP COM 126408103 30,778 856,609 SH   DFND 1 671,709 0 184,900
CA INC COM 12673P105 17,691 556,829 SH   DFND 1 378,929 0 177,900
CALATLANTIC GROUP INC COM 128195104 11,893 349,676 SH   DFND 1 349,676 0 0
CALERES INC COM 129500104 3,884 118,335 SH   DFND 1 98,235 0 20,100
CALIFORNIA RES CORP COM NEW 13057Q206 1 4 SH   DFND 1 4 0 0
CALPINE CORP COM NEW 131347304 32,428 2,837,076 SH   DFND 1 2,505,256 0 331,820
CAMDEN NATL CORP COM 133034108 274 6,160 SH   DFND 1 2,260 0 3,900
CANADIAN NAT RES LTD COM 136385101 130,297 4,087,120 SH   DFND 1 3,555,320 0 531,800
CANADIAN PAC RY LTD COM 13645T100 16 112 SH   DFND 1 112 0 0
CAPITAL CITY BK GROUP INC COM 139674105 131 6,350 SH   DFND 1 2,350 0 4,000
CAPITAL BK FINL CORP CL A COM 139794101 3,017 76,857 SH   DFND 1 74,957 0 1,900
CAPITAL ONE FINL CORP COM 14040H105 39,829 456,543 SH   DFND 1 364,543 0 92,000
CAPITOL FED FINL INC COM 14057J101 8,563 520,227 SH   DFND 1 482,127 0 38,100
CARBO CERAMICS INC COM 140781105 3,066 293,094 SH   DFND 1 286,414 0 6,680
CARE COM INC COM 141633107 534 62,200 SH   DFND 1 62,200 0 0
CARLISLE COS INC COM 142339100 6,321 57,310 SH   DFND 1 45,810 0 11,500
CARMAX INC COM 143130102 14,932 231,893 SH   DFND 1 162,793 0 69,100
CARNIVAL CORP UNIT 99/99/9999 143658300 66,727 1,281,723 SH   DFND 1 998,323 0 283,400
CARTER INC COM 146229109 755 8,736 SH   DFND 1 3,836 0 4,900
CASCADE BANCORP COM NEW 147154207 209 25,620 SH   DFND 1 9,420 0 16,200
CATERPILLAR INC DEL COM 149123101 39,299 423,753 SH   DFND 1 363,453 0 60,300
CATHAY GEN BANCORP COM 149150104 9,663 254,080 SH   DFND 1 233,908 0 20,172
CELANESE CORP DEL COM SER A 150870103 10,279 130,543 SH   DFND 1 103,343 0 27,200
CELGENE CORP COM 151020104 39,531 341,514 SH   DFND 1 291,814 0 49,700
CENTRAL PAC FINL CORP COM NEW 154760409 3,056 97,261 SH   DFND 1 89,861 0 7,400
CENTURY CASINOS INC COM 156492100 128 15,500 SH   DFND 1 5,600 0 9,900
CENTURY CMNTYS INC COM 156504300 328 15,590 SH   DFND 1 5,690 0 9,900
CENTURYLINK INC COM 156700106 10 400 SH   DFND 1 400 0 0
CHART INDS INC COM PAR $0.01 16115Q308 3,936 109,256 SH   DFND 1 98,956 0 10,300
CHARTER COMMUNICATIONS INC N CL A 16119P108 144 500 SH Put DFND 1 0 0 0
CHARTER FINL CORP MD COM 16122W108 2,401 144,000 SH   DFND 1 127,800 0 16,200
CHEMICAL FINL CORP COM 163731102 5,083 93,816 SH   DFND 1 86,816 0 7,000
CHEMOURS CO COM 163851108 5 214 SH   DFND 1 214 0 0
CHEVRON CORP NEW COM 166764100 197,638 1,679,167 SH   DFND 1 1,342,567 0 336,600
CHICAGO BRIDGE & IRON CO N V COM 167250109 38,942 1,226,496 SH   DFND 1 1,046,546 0 179,950
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 84,692 1,615,317 SH   DFND 1 1,324,017 0 291,300
CHURCH & DWIGHT INC COM 171340102 106 2,400 SH Put DFND 1 0 0 0
CINCINNATI FINL CORP COM 172062101 10,744 141,829 SH   DFND 1 113,629 0 28,200
CINEMARK HOLDINGS INC COM 17243V102 3,711 96,730 SH   DFND 1 78,430 0 18,300
CISCO SYS INC COM 17275R102 280,126 9,269,526 SH   DFND 1 7,465,926 0 1,803,600
CINTAS CORP COM 172908105 10 78 SH   DFND 1 78 0 0
CITIZENS & NORTHN CORP COM 172922106 120 4,560 SH   DFND 1 1,660 0 2,900
CITIGROUP INC COM NEW 172967424 448,474 7,546,254 SH   DFND 1 6,314,054 0 1,232,200
CITIZENS FINL GROUP INC COM 174610105 16,471 462,265 SH   DFND 1 369,865 0 92,400
CLEAN ENERGY FUELS CORP COM 184499101 194 67,720 SH   DFND 1 25,020 0 42,700
CLIFTON BANCORP INC COM 186873105 598 35,336 SH   DFND 1 27,336 0 8,000
COACH INC COM 189754104 161 4,600 SH Put DFND 1 0 0 0
COHU INC COM 192576106 273 19,570 SH   DFND 1 7,270 0 12,300
COLFAX CORP COM 194014106 6 144 SH   DFND 1 144 0 0
COLUMBUS MCKINNON CORP N Y COM 199333105 207 7,640 SH   DFND 1 2,840 0 4,800
COMCAST CORP NEW CL A 20030N101 75,586 1,094,645 SH   DFND 1 879,845 0 214,800
COMERICA INC COM 200340107 10,462 153,601 SH   DFND 1 122,901 0 30,700
COMMERCE BANCSHARES INC COM 200525103 5,320 92,021 SH   DFND 1 71,757 0 20,264
COMMERCIAL METALS CO COM 201723103 1,471 67,500 SH   DFND 1 59,420 0 8,080
COMMUNITY HEALTHCARE TR INC COM 20369C106 576 25,000 SH   DFND 1 25,000 0 0
COMPUTER SCIENCES CORP COM 205363104 1,721 28,956 SH   DFND 1 12,656 0 16,300
CONCURRENT COMPUTER CORP NEW COM PAR $.01 206710402 208 38,700 SH   DFND 1 38,700 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 312 12,010 SH   DFND 1 4,410 0 7,600
CONOCOPHILLIPS COM 20825C104 21,855 435,860 SH   DFND 1 351,460 0 84,400
CONSOL ENERGY INC COM 20854P109 13,905 762,717 SH   DFND 1 762,717 0 0
CONSOLIDATED EDISON INC COM 209115104 72 966 SH   DFND 1 966 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 56 10,870 SH   DFND 1 3,970 0 6,900
CONVERGYS CORP COM 212485106 10,175 414,275 SH   DFND 1 370,675 0 43,600
COOPER STD HLDGS INC COM 21676P103 7,156 69,211 SH   DFND 1 62,511 0 6,700
COPART INC COM 217204106 287 5,163 SH   DFND 1 2,263 0 2,900
CORCEPT THERAPEUTICS INC COM 218352102 1,801 248,066 SH   DFND 1 235,186 0 12,880
CORE MOLDING TECHNOLOGIES IN COM 218683100 65 3,770 SH   DFND 1 1,370 0 2,400
CORNING INC COM 219350105 39,168 1,613,840 SH   DFND 1 1,127,540 0 486,300
COVISINT CORP COM 22357R103 42 21,650 SH   DFND 1 7,950 0 13,700
CRANE CO COM 224399105 14,201 196,902 SH   DFND 1 196,902 0 0
CREDIT ACCEP CORP MICH COM 225310101 18,277 84,024 SH   DFND 1 82,624 0 1,400
CROWN CRAFTS INC COM 228309100 60 7,680 SH   DFND 1 2,780 0 4,900
CROWN HOLDINGS INC COM 228368106 6,574 125,048 SH   DFND 1 100,148 0 24,900
CULLEN FROST BANKERS INC COM 229899109 9,957 112,847 SH   DFND 1 102,247 0 10,600
CUMMINS INC COM 231021106 27,820 203,552 SH   DFND 1 143,752 0 59,800
CURTISS WRIGHT CORP COM 231561101 635 6,455 SH   DFND 1 2,855 0 3,600
CUSTOMERS BANCORP INC COM 23204G100 3,074 85,792 SH   DFND 1 77,782 0 8,010
CYPRESS SEMICONDUCTOR CORP COM 232806109 4 292 SH   DFND 1 292 0 0
DMC GLOBAL INC COM 23291C103 432 27,200 SH   DFND 1 27,200 0 0
DTE ENERGY CO COM 233331107 15,758 159,962 SH   DFND 1 127,962 0 32,000
DSW INC CL A 23334L102 4,327 191,015 SH   DFND 1 179,685 0 11,330
DANA INCORPORATED COM 235825205 10,411 548,515 SH   DFND 1 503,615 0 44,900
DARDEN RESTAURANTS INC COM 237194105 7,867 108,180 SH   DFND 1 86,680 0 21,500
DAVITA INC COM 23918K108 2,905 45,238 SH   DFND 1 19,838 0 25,400
DECKERS OUTDOOR CORP COM 243537107 7,066 127,551 SH   DFND 1 116,451 0 11,100
DEERE & CO COM 244199105 5,791 56,201 SH   DFND 1 24,901 0 31,300
DEERE & CO COM 244199105 185 1,800 SH Put DFND 1 0 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 189,968 3,861,914 SH   DFND 1 3,196,672 0 665,242
DELUXE CORP COM 248019101 15,338 214,181 SH   DFND 1 195,181 0 19,000
DERMA SCIENCES INC COM PAR $.01 249827502 73 13,910 SH   DFND 1 5,110 0 8,800
DEVON ENERGY CORP NEW COM 25179M103 96,039 2,102,875 SH   DFND 1 1,789,675 0 313,200
DICKS SPORTING GOODS INC COM 253393102 3,944 74,263 SH   DFND 1 60,163 0 14,100
DIGI INTL INC COM 253798102 267 19,370 SH   DFND 1 7,070 0 12,300
DIGITALGLOBE INC COM NEW 25389M877 6,450 225,113 SH   DFND 1 203,913 0 21,200
DIME CMNTY BANCSHARES COM 253922108 2,341 116,463 SH   DFND 1 103,763 0 12,700
DILLARDS INC CL A 254067101 44,596 711,370 SH   DFND 1 620,530 0 90,840
DIODES INC COM 254543101 3,226 125,634 SH   DFND 1 113,234 0 12,400
DISNEY WALT CO COM DISNEY 254687106 88,487 849,031 SH   DFND 1 683,131 0 165,900
DISCOVER FINL SVCS COM 254709108 44,340 615,056 SH   DFND 1 409,856 0 205,200
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,472 163,127 SH   DFND 1 118,727 0 44,400
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 5 182 SH   DFND 1 182 0 0
DOLLAR GEN CORP NEW COM 256677105 4,592 61,983 SH   DFND 1 27,283 0 34,700
DOMINOS PIZZA INC COM 25754A201 80 500 SH Put DFND 1 0 0 0
DOMTAR CORP COM NEW 257559203 10,359 265,410 SH   DFND 1 235,110 0 30,300
DOUGLAS DYNAMICS INC COM 25960R105 552 16,380 SH   DFND 1 5,980 0 10,400
DOW CHEM CO COM 260543103 89,875 1,570,692 SH   DFND 1 1,282,292 0 288,400
DRIL-QUIP INC COM 262037104 15,864 264,179 SH   DFND 1 238,278 0 25,901
DUKE ENERGY CORP NEW COM NEW 26441C204 44,856 577,891 SH   DFND 1 458,791 0 119,100
DUN & BRADSTREET CORP DEL NE COM 26483E100 4,225 34,824 SH   DFND 1 26,524 0 8,300
EMC INS GROUP INC COM 268664109 336 11,190 SH   DFND 1 4,140 0 7,050
ERA GROUP INC COM 26885G109 163 9,580 SH   DFND 1 3,480 0 6,100
E TRADE FINANCIAL CORP COM NEW 269246401 11,605 334,917 SH   DFND 1 235,317 0 99,600
EAST WEST BANCORP INC COM 27579R104 6,544 128,724 SH   DFND 1 103,024 0 25,700
EASTMAN CHEM CO COM 277432100 51,574 685,728 SH   DFND 1 585,128 0 100,600
EATON VANCE CORP COM NON VTG 278265103 4,203 100,336 SH   DFND 1 80,236 0 20,100
EBAY INC COM 278642103 25 841 SH   DFND 1 841 0 0
ECHOSTAR CORP CL A 278768106 7,923 154,168 SH   DFND 1 154,168 0 0
EDISON INTL COM 281020107 19,743 274,240 SH   DFND 1 217,940 0 56,300
EGALET CORP COM 28226B104 617 80,543 SH   DFND 1 78,323 0 2,220
ELECTRONIC ARTS INC COM 285512109 18 221 SH   DFND 1 221 0 0
ELLIS PERRY INTL INC COM 288853104 289 11,570 SH   DFND 1 4,270 0 7,300
EMERSON ELEC CO COM 291011104 47,747 856,432 SH   DFND 1 581,857 0 274,575
EMPLOYERS HOLDINGS INC COM 292218104 4,060 102,518 SH   DFND 1 91,618 0 10,900
ENERSYS COM 29275Y102 14,352 183,761 SH   DFND 1 162,961 0 20,800
ENOVA INTL INC COM 29357K103 32 2,480 SH   DFND 1 880 0 1,600
ENTERCOM COMMUNICATIONS CORP CL A 293639100 370 24,130 SH   DFND 1 8,930 0 15,200
ENTERGY CORP NEW COM 29364G103 11,765 160,121 SH   DFND 1 128,221 0 31,900
ENTERPRISE FINL SVCS CORP COM 293712105 301 6,990 SH   DFND 1 2,590 0 4,400
EPLUS INC COM 294268107 450 3,900 SH   DFND 1 1,400 0 2,500
ERICSSON ADR B SEK 10 294821608 121 20,601 SH   DFND 1 20,601 0 0
ESSA BANCORP INC COM 29667D104 54 3,430 SH   DFND 1 1,230 0 2,200
EVERTEC INC COM 30040P103 4,964 279,629 SH   DFND 1 256,729 0 22,900
EVERSOURCE ENERGY COM 30040W108 15,130 273,940 SH   DFND 1 219,040 0 54,900
EXACTECH INC COM 30064E109 206 7,540 SH   DFND 1 2,740 0 4,800
EXELON CORP COM 30161N101 29,170 821,899 SH   DFND 1 657,099 0 164,800
EXONE CO COM 302104104 1,314 140,649 SH   DFND 1 132,629 0 8,020
EXPEDITORS INTL WASH INC COM 302130109 768 14,494 SH   DFND 1 6,394 0 8,100
EXPRESS INC COM 30219E103 3,590 333,634 SH   DFND 1 325,944 0 7,690
EXPRESS SCRIPTS HLDG CO COM 30219G108 55,711 809,861 SH   DFND 1 550,261 0 259,600
EXXON MOBIL CORP COM 30231G102 315,698 3,497,648 SH   DFND 1 2,777,448 0 720,200
FBL FINL GROUP INC CL A 30239F106 4,570 58,465 SH   DFND 1 53,365 0 5,100
FNB CORP PA COM 302520101 10,293 642,089 SH   DFND 1 589,459 0 52,630
FEDERAL SIGNAL CORP COM 313855108 5,549 355,420 SH   DFND 1 335,280 0 20,140
FEDEX CORP COM 31428X106 37 196 SH   DFND 1 196 0 0
FERRO CORP COM 315405100 4,561 318,215 SH   DFND 1 292,215 0 26,000
F5 NETWORKS INC COM 315616102 2 12 SH   DFND 1 12 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,240 242,638 SH   DFND 1 194,038 0 48,600
FIDELITY SOUTHERN CORP NEW COM 316394105 222 9,350 SH   DFND 1 3,250 0 6,100
FIFTH THIRD BANCORP COM 316773100 26,042 965,586 SH   DFND 1 670,586 0 295,000
FINANCIAL INSTNS INC COM 317585404 138 4,030 SH   DFND 1 1,530 0 2,500
FINISH LINE INC CL A 317923100 1 1 SH   DFND 1 1 0 0
FIRST AMERN FINL CORP COM 31847R102 9,324 254,541 SH   DFND 1 254,541 0 0
FIRST BANCORP P R COM NEW 318672706 1,266 191,400 SH   DFND 1 191,400 0 0
FIRST BANCORP N C COM 318910106 252 9,270 SH   DFND 1 3,370 0 5,900
FIRST BUSEY CORP COM NEW 319383204 268 8,706 SH   DFND 1 3,206 0 5,500
FIRST BUS FINL SVCS INC WIS COM 319390100 74 3,080 SH   DFND 1 1,180 0 1,900
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,715 18,914 SH   DFND 1 18,914 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 5,123 361,249 SH   DFND 1 333,149 0 28,100
FIRST CMNTY BANCSHARES INC N COM 31983A103 192 6,350 SH   DFND 1 2,350 0 4,000
FIRST CONN BANCORP INC MD COM 319850103 6,109 269,677 SH   DFND 1 250,836 0 18,841
FIRST DEFIANCE FINL CORP COM 32006W106 210 4,120 SH   DFND 1 1,520 0 2,600
FIRST FINL CORP IND COM 320218100 296 5,590 SH   DFND 1 1,990 0 3,600
FIRST FINANCIAL NORTHWEST IN COM 32022K102 119 6,010 SH   DFND 1 2,210 0 3,800
FIRST HORIZON NATL CORP COM 320517105 13 631 SH   DFND 1 631 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 4,041 94,949 SH   DFND 1 90,549 0 4,400
FIRST MERCHANTS CORP COM 320817109 4,146 110,105 SH   DFND 1 100,605 0 9,500
FIRST MIDWEST BANCORP DEL COM 320867104 6,392 253,312 SH   DFND 1 235,260 0 18,052
FIRST NORTHWEST BANCORP COM 335834107 95 6,070 SH   DFND 1 2,270 0 3,800
1ST SOURCE CORP COM 336901103 3,588 80,328 SH   DFND 1 76,668 0 3,660
FLAGSTAR BANCORP INC COM PAR .001 337930705 10,446 387,736 SH   DFND 1 356,376 0 31,360
FIRSTENERGY CORP COM 337932107 44 1,393 SH   DFND 1 1,393 0 0
FLUOR CORP NEW COM 343412102 33,462 637,123 SH   DFND 1 548,723 0 88,400
FLOWSERVE CORP COM 34354P105 9,010 187,505 SH   DFND 1 160,508 0 26,997
FLUSHING FINL CORP COM 343873105 1,389 47,235 SH   DFND 1 39,235 0 8,000
FONAR CORP COM NEW 344437405 84 4,370 SH   DFND 1 1,570 0 2,800
FOOT LOCKER INC COM 344849104 9,286 130,985 SH   DFND 1 98,985 0 32,000
FORD MTR CO DEL COM PAR $0.01 345370860 28 2,239 SH   DFND 1 2,239 0 0
FORESTAR GROUP INC COM 346233109 222 16,680 SH   DFND 1 6,180 0 10,500
FOSSIL GROUP INC COM 34988V106 1 10 SH   DFND 1 10 0 0
FRANKLIN FINL NETWORK INC COM 35352P104 255 6,070 SH   DFND 1 2,270 0 3,800
FRANKLIN RES INC COM 354613101 19,632 495,987 SH   DFND 1 397,587 0 98,400
FRIEDMAN INDS INC COM 358435105 828 124,245 SH   DFND 1 124,245 0 0
FULTON FINL CORP PA COM 360271100 11,970 636,691 SH   DFND 1 590,291 0 46,400
FUTUREFUEL CORPORATION COM 36116M106 278 19,950 SH   DFND 1 7,250 0 12,700
GATX CORP COM 361448103 10,277 166,877 SH   DFND 1 152,277 0 14,600
GSI TECHNOLOGY COM 36241U106 106 16,980 SH   DFND 1 6,280 0 10,700
GAIN CAP HLDGS INC COM 36268W100 6,811 1,035,003 SH   DFND 1 973,943 0 61,060
GAP INC DEL COM 364760108 2 75 SH   DFND 1 75 0 0
GENERAL DYNAMICS CORP COM 369550108 53,868 311,986 SH   DFND 1 243,786 0 68,200
GENERAL MTRS CO COM 37045V100 232,152 6,663,360 SH   DFND 1 5,616,670 0 1,046,690
GENESCO INC COM 371532102 5,671 91,315 SH   DFND 1 80,715 0 10,600
GENTEX CORP COM 371901109 23,447 1,190,792 SH   DFND 1 1,139,592 0 51,200
GENUINE PARTS CO COM 372460105 153 1,600 SH Put DFND 1 0 0 0
GENWORTH FINL INC COM CL A 37247D106 1 80 SH   DFND 1 80 0 0
GEOSPACE TECHNOLOGIES CORP COM 37364X109 3,564 175,045 SH   DFND 1 159,965 0 15,080
GILEAD SCIENCES INC COM 375558103 80,738 1,127,461 SH   DFND 1 801,261 0 326,200
GLATFELTER COM 377316104 3,934 164,669 SH   DFND 1 151,969 0 12,700
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 365 10,630 SH   DFND 1 3,930 0 6,700
GOLDMAN SACHS GROUP INC COM 38141G104 90,036 376,010 SH   DFND 1 294,110 0 81,900
GOODYEAR TIRE & RUBR CO COM 382550101 67,669 2,192,060 SH   DFND 1 1,859,260 0 332,800
GRACO INC COM 384109104 358 4,304 SH   DFND 1 1,904 0 2,400
GRAHAM CORP COM 384556106 572 25,800 SH   DFND 1 25,800 0 0
GRAHAM HLDGS CO COM 384637104 4,685 9,151 SH   DFND 1 8,651 0 500
GRAINGER W W INC COM 384802104 17,815 76,702 SH   DFND 1 52,302 0 24,400
GRAND CANYON ED INC COM 38526M106 9,799 167,645 SH   DFND 1 151,845 0 15,800
GRAPHIC PACKAGING HLDG CO COM 388689101 3,435 275,180 SH   DFND 1 218,580 0 56,600
GREAT LAKES DREDGE & DOCK CO COM 390607109 137 32,470 SH   DFND 1 11,970 0 20,500
GREAT SOUTHN BANCORP INC COM 390905107 356 6,500 SH   DFND 1 2,400 0 4,100
GREAT PLAINS ENERGY INC COM 391164100 6 197 SH   DFND 1 197 0 0
GREAT WESTN BANCORP INC COM 391416104 7,968 182,793 SH   DFND 1 165,693 0 17,100
GREEN BRICK PARTNERS INC COM 392709101 245 24,330 SH   DFND 1 9,030 0 15,300
GREEN PLAINS INC COM 393222104 4,121 147,945 SH   DFND 1 134,945 0 13,000
GREENBRIER COS INC COM 393657101 4,496 108,199 SH   DFND 1 99,299 0 8,900
GROUP 1 AUTOMOTIVE INC COM 398905109 6,360 81,594 SH   DFND 1 74,894 0 6,700
GROUPE CGI INC CL A SUB VTG 39945C109 9 197 SH   DFND 1 197 0 0
GULF ISLAND FABRICATION INC COM 402307102 81 6,750 SH   DFND 1 2,450 0 4,300
HCA HOLDINGS INC COM 40412C101 25,340 342,336 SH   DFND 1 271,736 0 70,600
HFF INC CL A 40418F108 2,533 83,705 SH   DFND 1 73,105 0 10,600
HNI CORP COM 404251100 5,381 96,219 SH   DFND 1 85,719 0 10,500
HP INC COM 40434L105 22,678 1,528,162 SH   DFND 1 1,222,862 0 305,300
HALLADOR ENERGY COMPANY COM 40609P105 131 14,400 SH   DFND 1 5,300 0 9,100
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 104 8,870 SH   DFND 1 3,170 0 5,700
HANCOCK HLDG CO COM 410120109 10,821 251,055 SH   DFND 1 231,755 0 19,300
HANMI FINL CORP COM NEW 410495204 3,009 86,203 SH   DFND 1 79,003 0 7,200
HANOVER INS GROUP INC COM 410867105 12,583 138,258 SH   DFND 1 138,258 0 0
HARDINGE INC COM 412324303 107 9,640 SH   DFND 1 3,440 0 6,200
HARLEY DAVIDSON INC COM 412822108 14,841 254,383 SH   DFND 1 169,480 0 84,903
HARRIS CORP DEL COM 413875105 4,484 43,750 SH   DFND 1 35,250 0 8,500
HARTFORD FINL SVCS GROUP INC COM 416515104 16,549 347,285 SH   DFND 1 276,385 0 70,900
HAWAIIAN HOLDINGS INC COM 419879101 12,088 212,069 SH   DFND 1 190,069 0 22,000
HAWAIIAN TELCOM HOLDCO INC COM 420031106 207 8,340 SH   DFND 1 3,040 0 5,300
HAYNES INTERNATIONAL INC COM NEW 420877201 6,744 156,856 SH   DFND 1 143,006 0 13,850
HEALTHSOUTH CORP COM NEW 421924309 12,298 298,199 SH   DFND 1 298,199 0 0
HEARTLAND FINL USA INC COM 42234Q102 3,904 81,320 SH   DFND 1 73,720 0 7,600
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,393 384,617 SH   DFND 1 348,317 0 36,300
HELMERICH & PAYNE INC COM 423452101 10,587 136,778 SH   DFND 1 117,478 0 19,300
HERITAGE FINL CORP WASH COM 42722X106 354 13,737 SH   DFND 1 4,978 0 8,759
HERON THERAPEUTICS INC COM 427746102 530 40,451 SH   DFND 1 39,611 0 840
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 8,328 387,303 SH   DFND 1 366,053 0 21,250
HERSHEY CO COM 427866108 3 29 SH   DFND 1 29 0 0
HEWLETT PACKARD ENTERPRISE C COM 42824C109 12,855 555,519 SH   DFND 1 244,119 0 311,400
HEXCEL CORP NEW COM 428291108 4,201 81,650 SH   DFND 1 65,250 0 16,400
HIBBETT SPORTS INC COM 428567101 3,180 85,235 SH   DFND 1 77,435 0 7,800
HILLENBRAND INC COM 431571108 9,948 259,388 SH   DFND 1 231,288 0 28,100
HILLTOP HOLDINGS INC COM 432748101 7,954 266,888 SH   DFND 1 244,688 0 22,200
HOMESTREET INC COM 43785V102 12,428 393,273 SH   DFND 1 367,693 0 25,580
HOMETRUST BANCSHARES INC COM 437872104 212 8,150 SH   DFND 1 2,950 0 5,200
HONEYWELL INTL INC COM 438516106 78,582 678,304 SH   DFND 1 542,304 0 136,000
HOPE BANCORP INC COM 43940T109 5,419 247,519 SH   DFND 1 228,719 0 18,800
HORACE MANN EDUCATORS CORP N COM 440327104 5,641 131,790 SH   DFND 1 118,290 0 13,500
HORIZON BANCORP IND COM 440407104 2,497 89,150 SH   DFND 1 80,850 0 8,300
HOWARD HUGHES CORP COM 44267D107 5 38 SH   DFND 1 38 0 0
HUBBELL INC COM 443510607 5,398 46,250 SH   DFND 1 37,050 0 9,200
HUNTSMAN CORP COM 447011107 17,801 932,932 SH   DFND 1 884,632 0 48,300
HURCO COMPANIES INC COM 447324104 161 4,840 SH   DFND 1 1,740 0 3,100
HUTTIG BLDG PRODS INC COM 448451104 84 12,610 SH   DFND 1 4,610 0 8,000
HYATT HOTELS CORP COM CL A 448579102 1,658 29,991 SH   DFND 1 23,091 0 6,900
HYSTER YALE MATLS HANDLING I CL A 449172105 6,561 102,879 SH   DFND 1 97,539 0 5,340
ILG INC COM 44967H101 9,253 509,228 SH   DFND 1 467,528 0 41,700
IPG PHOTONICS CORP COM 44980X109 71,635 725,707 SH   DFND 1 633,817 0 91,890
ITT INC COM 45073V108 9,390 243,453 SH   DFND 1 243,453 0 0
IBERIABANK CORP COM 450828108 11,123 132,805 SH   DFND 1 123,205 0 9,600
ICONIX BRAND GROUP INC COM 451055107 259 27,710 SH   DFND 1 10,210 0 17,500
IDACORP INC COM 451107106 10 122 SH   DFND 1 122 0 0
IDEXX LABS INC COM 45168D104 2 17 SH   DFND 1 17 0 0
ILLINOIS TOOL WKS INC COM 452308109 33 263 SH   DFND 1 263 0 0
IMPAX LABORATORIES INC COM 45256B101 53 4,000 SH   DFND 1 4,000 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 7,072 1,055,375 SH   DFND 1 995,005 0 60,370
INDEPENDENT BANK CORP MICH COM NEW 453838609 152 6,970 SH   DFND 1 2,570 0 4,400
INFINITY PPTY & CAS CORP COM 45665Q103 4,676 53,195 SH   DFND 1 50,595 0 2,600
INGLES MKTS INC CL A 457030104 2,254 46,857 SH   DFND 1 43,557 0 3,300
INGREDION INC COM 457187102 7,164 57,326 SH   DFND 1 45,526 0 11,800
INSIGHT ENTERPRISES INC COM 45765U103 7,410 183,225 SH   DFND 1 165,325 0 17,900
INNOSPEC INC COM 45768S105 6,893 100,616 SH   DFND 1 89,416 0 11,200
INNOPHOS HOLDINGS INC COM 45774N108 6,557 125,463 SH   DFND 1 118,625 0 6,838
INTEGRATED DEVICE TECHNOLOGY COM 458118106 710 30,135 SH   DFND 1 13,235 0 16,900
INTEL CORP COM 458140100 152,832 4,213,711 SH   DFND 1 3,369,711 0 844,000
INTERNATIONAL BANCSHARES COR COM 459044103 8,671 212,510 SH   DFND 1 196,910 0 15,600
INTERNATIONAL BUSINESS MACHS COM 459200101 140,601 847,040 SH   DFND 1 677,340 0 169,700
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 130 1,100 SH Put DFND 1 0 0 0
INTL PAPER CO COM 460146103 27,662 521,333 SH   DFND 1 361,532 0 159,801
INTERNATIONAL SPEEDWAY CORP CL A 460335201 4,095 111,273 SH   DFND 1 98,391 0 12,882
INTERPUBLIC GROUP COS INC COM 460690100 8,050 343,870 SH   DFND 1 275,470 0 68,400
INTL FCSTONE INC COM 46116V105 2,332 58,887 SH   DFND 1 52,587 0 6,300
INTUIT COM 461202103 13 111 SH   DFND 1 111 0 0
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 287 14,500 SH   DFND 1 5,300 0 9,200
INVESTORS BANCORP INC NEW COM 46146L101 16,831 1,206,511 SH   DFND 1 1,147,911 0 58,600
ION GEOPHYSICAL CORP COM NEW 462044207 27 4,470 SH   DFND 1 1,670 0 2,800
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,664 381,566 SH   DFND 1 344,566 0 37,000
ISHARES TR RUS 1000 VAL ETF 464287598 31,110 277,686 SH   DFND 1 171,986 0 105,700
ISHARES TR RUS 2000 VAL ETF 464287630 6,509 54,717 SH   DFND 1 43,482 0 11,235
ISHARES TR MICRO-CAP ETF 464288869 687 8,000 SH   DFND 1 8,000 0 0
IXYS CORP COM 46600W106 238 19,960 SH   DFND 1 7,260 0 12,700
JPMORGAN CHASE & CO COM 46625H100 485,259 5,623,575 SH   DFND 1 4,494,250 0 1,129,325
JABIL CIRCUIT INC COM 466313103 19,212 811,647 SH   DFND 1 778,547 0 33,100
JACOBS ENGR GROUP INC DEL COM 469814107 6,170 108,234 SH   DFND 1 86,634 0 21,600
JAKKS PAC INC COM 47012E106 87 16,880 SH   DFND 1 6,180 0 10,700
JETBLUE AIRWAYS CORP COM 477143101 3 116 SH   DFND 1 116 0 0
JOHNSON & JOHNSON COM 478160104 267,805 2,324,486 SH   DFND 1 1,845,986 0 478,500
JONES ENERGY INC COM CL A 48019R108 131 26,140 SH   DFND 1 9,540 0 16,600
JUNIPER NETWORKS INC COM 48203R104 3,805 134,631 SH   DFND 1 108,731 0 25,900
KBR INC COM 48242W106 4,073 244,015 SH   DFND 1 212,615 0 31,400
KCG HLDGS INC CL A 48244B100 4,459 336,487 SH   DFND 1 306,987 0 29,500
KLA-TENCOR CORP COM 482480100 10,971 139,434 SH   DFND 1 111,434 0 28,000
KKR & CO L P DEL COM UNITS 48248M102 122,530 7,961,604 SH   DFND 1 6,652,004 0 1,309,600
KLX INC COM 482539103 9,041 200,405 SH   DFND 1 183,905 0 16,500
K12 INC COM 48273U102 361 21,030 SH   DFND 1 7,630 0 13,400
KADANT INC COM 48282T104 231 3,770 SH   DFND 1 1,370 0 2,400
KATE SPADE & CO COM 485865109 69 3,700 SH Put DFND 1 0 0 0
KB HOME COM 48666K109 5,510 348,455 SH   DFND 1 306,055 0 42,400
KEARNY FINL CORP MD COM 48716P108 4,288 275,742 SH   DFND 1 249,942 0 25,800
KELLY SVCS INC CL A 488152208 3,284 143,263 SH   DFND 1 126,663 0 16,600
KEMPER CORP DEL COM 488401100 8,797 198,561 SH   DFND 1 181,261 0 17,300
KEY TRONICS CORP COM 493144109 62 7,890 SH   DFND 1 2,890 0 5,000
KEYCORP NEW COM 493267108 942 51,544 SH   DFND 1 51,544 0 0
KEYSIGHT TECHNOLOGIES INC COM 49338L103 20,748 567,348 SH   DFND 1 555,648 0 11,700
KFORCE INC COM 493732101 310 13,410 SH   DFND 1 4,910 0 8,500
KIMBALL ELECTRONICS INC COM 49428J109 277 15,200 SH   DFND 1 5,600 0 9,600
KIRBY CORP COM 497266106 9,341 140,453 SH   DFND 1 135,103 0 5,350
KNOLL INC COM NEW 498904200 5,566 199,260 SH   DFND 1 176,460 0 22,800
KOHLS CORP COM 500255104 65,736 1,331,211 SH   DFND 1 1,123,111 0 208,100
KONA GRILL INC COM 50047H201 5,944 473,612 SH   DFND 1 440,972 0 32,640
KRAFT HEINZ CO COM 500754106 157 1,800 SH Put DFND 1 0 0 0
KULICKE & SOFFA INDS INC COM 501242101 6,546 410,382 SH   DFND 1 388,282 0 22,100
LGI HOMES INC COM 50187T106 2,204 76,691 SH   DFND 1 67,391 0 9,300
LPL FINL HLDGS INC COM 50212V100 703 19,945 SH   DFND 1 8,745 0 11,200
L-3 COMMUNICATIONS HLDGS INC COM 502424104 11,477 75,450 SH   DFND 1 58,750 0 16,700
LAKELAND BANCORP INC COM 511637100 284 14,537 SH   DFND 1 5,382 0 9,155
LAM RESEARCH CORP COM 512807108 11,839 111,973 SH   DFND 1 88,673 0 23,300
LAYNE CHRISTENSEN CO COM 521050104 164 15,000 SH   DFND 1 5,500 0 9,500
LEAF GROUP LTD COM 52177G102 65 9,830 SH   DFND 1 3,630 0 6,200
LEAR CORP COM NEW 521865204 14,169 107,037 SH   DFND 1 71,031 0 36,006
LEE ENTERPRISES INC COM 523768109 74 25,440 SH   DFND 1 9,240 0 16,200
LEGGETT & PLATT INC COM 524660107 7,793 159,417 SH   DFND 1 112,817 0 46,600
LEIDOS HLDGS INC COM 525327102 3 54 SH   DFND 1 54 0 0
LENNAR CORP CL A 526057104 23 513 SH   DFND 1 513 0 0
LEUCADIA NATL CORP COM 527288104 7,253 311,944 SH   DFND 1 247,644 0 64,300
LIBBEY INC COM 529898108 159 8,140 SH   DFND 1 3,040 0 5,100
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 4 95 SH   DFND 1 95 0 0
LIBERTY PPTY TR SH BEN INT 531172104 5 107 SH   DFND 1 107 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 4 111 SH   DFND 1 111 0 0
LIFETIME BRANDS INC COM 53222Q103 187 10,500 SH   DFND 1 3,800 0 6,700
LINCOLN ELEC HLDGS INC COM 533900106 1,175 15,319 SH   DFND 1 6,713 0 8,606
LINCOLN NATL CORP IND COM 534187109 13,785 208,012 SH   DFND 1 166,412 0 41,600
LITHIA MTRS INC CL A 536797103 7,669 79,192 SH   DFND 1 73,692 0 5,500
LOCKHEED MARTIN CORP COM 539830109 9,537 38,155 SH   DFND 1 16,355 0 21,800
LOEWS CORP COM 540424108 14,134 301,796 SH   DFND 1 240,396 0 61,400
LOUISIANA PAC CORP COM 546347105 38,651 2,041,761 SH   DFND 1 1,714,561 0 327,200
LULULEMON ATHLETICA INC COM 550021109 7 100 SH   DFND 1 100 0 0
LYON WILLIAM HOMES CL A NEW 552074700 263 13,810 SH   DFND 1 5,110 0 8,700
MBIA INC COM 55262C100 4,644 433,958 SH   DFND 1 387,658 0 46,300
MB FINANCIAL INC NEW COM 55264U108 9,964 210,955 SH   DFND 1 194,282 0 16,673
M D C HLDGS INC COM 552676108 5,501 214,355 SH   DFND 1 189,575 0 24,780
MGC DIAGNOSTICS CORP COM 552768103 184 23,200 SH   DFND 1 23,200 0 0
MCBC HLDGS INC COM 55276F107 135 9,240 SH   DFND 1 3,440 0 5,800
MGIC INVT CORP WIS COM 552848103 9,485 930,773 SH   DFND 1 914,673 0 16,100
MGM RESORTS INTERNATIONAL COM 552953101 4 106 SH   DFND 1 106 0 0
M/I HOMES INC COM 55305B101 471 18,690 SH   DFND 1 6,790 0 11,900
MRC GLOBAL INC COM 55345K103 6,268 309,338 SH   DFND 1 290,188 0 19,150
MSCI INC COM 55354G100 6 71 SH   DFND 1 71 0 0
MSG NETWORK INC CL A 553573106 5,360 249,269 SH   DFND 1 220,669 0 28,600
MTS SYS CORP COM 553777103 2,254 39,745 SH   DFND 1 37,355 0 2,390
MACYS INC COM 55616P104 76,931 2,148,294 SH   DFND 1 1,765,624 0 382,670
MAGELLAN HEALTH INC COM NEW 559079207 7,430 98,737 SH   DFND 1 90,437 0 8,300
MAGNA INTL INC COM 559222401 79,893 1,840,851 SH   DFND 1 1,588,951 0 251,900
MAINSOURCE FINANCIAL GP INC COM 56062Y102 288 8,360 SH   DFND 1 2,960 0 5,400
MALIBU BOATS INC COM CL A 56117J100 9,020 472,725 SH   DFND 1 436,865 0 35,860
MANITOWOC INC COM 563571108 210 35,000 SH   DFND 1 35,000 0 0
MANNING & NAPIER INC CL A 56382Q102 4,269 565,361 SH   DFND 1 532,941 0 32,420
MANPOWERGROUP INC COM 56418H100 8,172 91,945 SH   DFND 1 62,474 0 29,471
MARATHON PETE CORP COM 56585A102 23,732 471,322 SH   DFND 1 377,022 0 94,300
MARCUS & MILLICHAP INC COM 566324109 3,833 143,445 SH   DFND 1 131,745 0 11,700
MARKEL CORP COM 570535104 11,378 12,579 SH   DFND 1 10,079 0 2,500
MARLIN BUSINESS SVCS CORP COM 571157106 139 6,650 SH   DFND 1 2,450 0 4,200
MATERION CORP COM 576690101 303 7,640 SH   DFND 1 2,840 0 4,800
MCDERMOTT INTL INC COM 580037109 6,130 829,416 SH   DFND 1 762,816 0 66,600
MEDNAX INC COM 58502B106 2,192 32,880 SH   DFND 1 26,480 0 6,400
MEETME INC COM 585141104 144 29,190 SH   DFND 1 10,790 0 18,400
MERCANTILE BANK CORP COM 587376104 220 5,830 SH   DFND 1 2,230 0 3,600
MERCK & CO INC COM 58933Y105 147,119 2,499,032 SH   DFND 1 1,969,232 0 529,800
MEREDITH CORP COM 589433101 8,808 148,897 SH   DFND 1 137,466 0 11,431
MERIDIAN BANCORP INC MD COM 58958U103 2,348 124,202 SH   DFND 1 114,002 0 10,200
MERITAGE HOMES CORP COM 59001A102 5,592 160,668 SH   DFND 1 144,568 0 16,100
MERITOR INC COM 59001K100 4,114 331,208 SH   DFND 1 304,108 0 27,100
METHODE ELECTRS INC COM 591520200 3,589 86,791 SH   DFND 1 77,291 0 9,500
METLIFE INC COM 59156R108 162,947 3,023,690 SH   DFND 1 2,537,890 0 485,800
METTLER TOLEDO INTERNATIONAL COM 592688105 9 20 SH   DFND 1 20 0 0
MICRON TECHNOLOGY INC COM 595112103 179,485 8,188,180 SH   DFND 1 6,938,205 0 1,249,975
MIDSOUTH BANCORP INC COM 598039105 378 27,769 SH   DFND 1 27,769 0 0
MILLER HERMAN INC COM 600544100 7,831 228,960 SH   DFND 1 210,260 0 18,700
MILLER INDS INC TENN COM NEW 600551204 233 8,780 SH   DFND 1 3,180 0 5,600
MINERALS TECHNOLOGIES INC COM 603158106 10,023 129,740 SH   DFND 1 117,740 0 12,000
MODINE MFG CO COM 607828100 378 25,320 SH   DFND 1 9,320 0 16,000
MOHAWK INDS INC COM 608190104 13,131 65,760 SH   DFND 1 52,560 0 13,200
MONSANTO CO NEW COM 61166W101 27 253 SH   DFND 1 253 0 0
MORGAN STANLEY COM NEW 617446448 125,147 2,962,046 SH   DFND 1 2,553,646 0 408,400
MOSAIC CO NEW COM 61945C103 4,489 153,019 SH   DFND 1 121,019 0 32,000
MURPHY OIL CORP COM 626717102 22,288 715,949 SH   DFND 1 685,249 0 30,700
NCR CORP NEW COM 62886E108 28,350 698,957 SH   DFND 1 677,307 0 21,650
NMI HLDGS INC CL A 629209305 250 23,440 SH   DFND 1 8,640 0 14,800
NN INC COM 629337106 8,866 465,364 SH   DFND 1 434,634 0 30,730
NRG ENERGY INC COM NEW 629377508 4 299 SH   DFND 1 299 0 0
NRG YIELD INC CL A NEW 62942X306 2,051 133,493 SH   DFND 1 121,793 0 11,700
NVR INC COM 62944T105 5,658 3,390 SH   DFND 1 2,690 0 700
NACCO INDS INC CL A 629579103 359 3,970 SH   DFND 1 1,470 0 2,500
NASDAQ INC COM 631103108 9,188 136,880 SH   DFND 1 108,880 0 28,000
NATIONAL BK HLDGS CORP CL A 633707104 2,931 91,898 SH   DFND 1 84,298 0 7,600
NATIONAL OILWELL VARCO INC COM 637071101 12,168 324,979 SH   DFND 1 260,479 0 64,500
NATIONSTAR MTG HLDGS INC COM 63861C109 5,483 303,548 SH   DFND 1 275,128 0 28,420
NATURAL ALTERNATIVES INTL IN COM NEW 638842302 38 3,280 SH   DFND 1 1,180 0 2,100
NATURAL GAS SERVICES GROUP COM 63886Q109 6,222 193,515 SH   DFND 1 175,115 0 18,400
NAVIGATORS GROUP INC COM 638904102 5,898 50,081 SH   DFND 1 46,481 0 3,600
NAVIENT CORP COM 63938C108 21,132 1,286,182 SH   DFND 1 1,118,804 0 167,378
NEFF CORP COM CL A 640094207 47 3,280 SH   DFND 1 1,180 0 2,100
NELNET INC CL A 64031N108 5,925 116,742 SH   DFND 1 106,242 0 10,500
NETAPP INC COM 64110D104 2 52 SH   DFND 1 52 0 0
NEW HOME CO INC COM 645370107 120 10,230 SH   DFND 1 3,730 0 6,500
NEW YORK CMNTY BANCORP INC COM 649445103 5 264 SH   DFND 1 264 0 0
NEWMONT MINING CORP COM 651639106 6,421 188,441 SH   DFND 1 152,341 0 36,100
NEWPARK RES INC COM PAR $.01NEW 651718504 7,725 1,029,881 SH   DFND 1 951,089 0 78,792
NEWS CORP NEW CL A 65249B109 3,760 328,087 SH   DFND 1 263,087 0 65,000
NOMURA HLDGS INC SPONSORED ADR 65535H208 1 1 SH   DFND 1 1 0 0
NORDSON CORP COM 655663102 1,473 13,143 SH   DFND 1 5,725 0 7,418
NORDSTROM INC COM 655664100 3,522 73,464 SH   DFND 1 32,264 0 41,200
NORFOLK SOUTHERN CORP COM 655844108 33,676 311,608 SH   DFND 1 230,408 0 81,200
NORTHEAST BANCORP COM NEW 663904209 402 30,664 SH   DFND 1 30,664 0 0
NORTHERN TR CORP COM 665859104 17,932 201,366 SH   DFND 1 160,966 0 40,400
NORTHFIELD BANCORP INC DEL COM 66611T108 4,344 217,490 SH   DFND 1 201,190 0 16,300
NORTHRIM BANCORP INC COM 666762109 99 3,129 SH   DFND 1 993 0 2,136
NORTHROP GRUMMAN CORP COM 666807102 14,547 62,545 SH   DFND 1 26,832 0 35,713
NORTHWEST BANCSHARES INC MD COM 667340103 7,077 392,462 SH   DFND 1 362,162 0 30,300
NORTHWEST PIPE CO COM 667746101 1,455 84,470 SH   DFND 1 81,470 0 3,000
NUCOR CORP COM 670346105 15,949 267,958 SH   DFND 1 212,658 0 55,300
NUTRACEUTICAL INTL CORP COM 67060Y101 198 5,660 SH   DFND 1 2,060 0 3,600
OGE ENERGY CORP COM 670837103 5,681 169,810 SH   DFND 1 135,110 0 34,700
OASIS PETE INC NEW COM 674215108 13,447 888,117 SH   DFND 1 814,317 0 73,800
OCCIDENTAL PETE CORP DEL COM 674599105 45,676 641,243 SH   DFND 1 509,243 0 132,000
OCEANEERING INTL INC COM 675232102 33,301 1,180,434 SH   DFND 1 1,020,194 0 160,240
OCEANFIRST FINL CORP COM 675234108 2,107 70,139 SH   DFND 1 65,839 0 4,300
OIL STS INTL INC COM 678026105 17,345 444,721 SH   DFND 1 412,641 0 32,080
OLD NATL BANCORP IND COM 680033107 7,634 420,586 SH   DFND 1 381,286 0 39,300
OLD POINT FINL CORP COM 680194107 685 27,385 SH   DFND 1 27,385 0 0
OLD REP INTL CORP COM 680223104 17,507 921,397 SH   DFND 1 901,497 0 19,900
OLYMPIC STEEL INC COM 68162K106 611 25,190 SH   DFND 1 21,990 0 3,200
OMNICOM GROUP INC COM 681919106 22,603 265,567 SH   DFND 1 192,167 0 73,400
OMEGA PROTEIN CORP COM 68210P107 374 14,900 SH   DFND 1 5,500 0 9,400
OPHTHOTECH CORP COM 683745103 17 3,500 SH   DFND 1 3,500 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 116 6,190 SH   DFND 1 2,290 0 3,900
ORACLE CORP COM 68389X105 140,494 3,653,928 SH   DFND 1 2,921,528 0 732,400
ORION GROUP HOLDINGS INC COM 68628V308 145 14,500 SH   DFND 1 5,300 0 9,200
ORITANI FINL CORP DEL COM 68633D103 2,696 143,763 SH   DFND 1 131,963 0 11,800
OSHKOSH CORP COM 688239201 1,525 23,601 SH   DFND 1 10,301 0 13,300
OWENS CORNING NEW COM 690742101 28,180 546,540 SH   DFND 1 503,240 0 43,300
OWENS ILL INC COM NEW 690768403 10,778 619,023 SH   DFND 1 568,323 0 50,700
PC CONNECTION INC COM 69318J100 1,572 55,945 SH   DFND 1 43,645 0 12,300
PC-TEL INC COM 69325Q105 35 6,450 SH   DFND 1 2,350 0 4,100
PHH CORP COM NEW 693320202 2,532 166,969 SH   DFND 1 151,369 0 15,600
PNC FINL SVCS GROUP INC COM 693475105 55,153 471,554 SH   DFND 1 376,854 0 94,700
PRA GROUP INC COM 69354N106 5,647 144,407 SH   DFND 1 130,907 0 13,500
PVH CORP COM 693656100 7,782 86,229 SH   DFND 1 63,729 0 22,500
PTC THERAPEUTICS INC COM 69366J200 1 1 SH   DFND 1 1 0 0
PACCAR INC COM 693718108 20,039 313,590 SH   DFND 1 250,990 0 62,600
PACIFIC CONTINENTAL CORP COM 69412V108 140 6,380 SH   DFND 1 2,380 0 4,000
PACIFIC ETHANOL INC COM PAR $.001 69423U305 187 19,660 SH   DFND 1 7,260 0 12,400
PACKAGING CORP AMER COM 695156109 10,094 119,004 SH   DFND 1 81,504 0 37,500
PACWEST BANCORP DEL COM 695263103 2 21 SH   DFND 1 21 0 0
PARK OHIO HLDGS CORP COM 700666100 6,281 147,439 SH   DFND 1 136,619 0 10,820
PARK STERLING CORP COM 70086Y105 264 24,410 SH   DFND 1 8,910 0 15,500
PARKE BANCORP INC COM 700885106 329 16,324 SH   DFND 1 16,324 0 0
PARKER DRILLING CO COM 701081101 149 57,250 SH   DFND 1 20,850 0 36,400
PARKER HANNIFIN CORP COM 701094104 1,429 10,205 SH   DFND 1 4,605 0 5,600
PATTERSON UTI ENERGY INC COM 703481101 13,687 508,431 SH   DFND 1 470,631 0 37,800
PAYPAL HLDGS INC COM 70450Y103 63 1,600 SH Put DFND 1 0 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 175 5,660 SH   DFND 1 2,060 0 3,600
PEAK RESORTS INC COM 70469L100 36 6,390 SH   DFND 1 2,290 0 4,100
PENNEY J C INC COM 708160106 1 1 SH   DFND 1 1 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 169 10,140 SH   DFND 1 3,640 0 6,500
PENSKE AUTOMOTIVE GRP INC COM 70959W103 17,197 331,717 SH   DFND 1 315,517 0 16,200
PEOPLES BANCORP INC COM 709789101 271 8,340 SH   DFND 1 3,040 0 5,300
PEOPLES UNITED FINANCIAL INC COM 712704105 20,059 1,036,063 SH   DFND 1 990,563 0 45,500
PFIZER INC COM 717081103 218,614 6,730,714 SH   DFND 1 5,443,711 0 1,287,003
PHARMERICA CORP COM 71714F104 357 14,170 SH   DFND 1 5,170 0 9,000
PHARMATHENE INC COM 71714G102 108 33,060 SH   DFND 1 12,260 0 20,800
PHILLIPS 66 COM 718546104 44,059 509,875 SH   DFND 1 399,775 0 110,100
PHOTRONICS INC COM 719405102 2,913 257,735 SH   DFND 1 237,835 0 19,900
PILGRIMS PRIDE CORP NEW COM 72147K108 1,968 103,602 SH   DFND 1 45,302 0 58,300
PINNACLE WEST CAP CORP COM 723484101 7,476 95,798 SH   DFND 1 76,798 0 19,000
PIONEER ENERGY SVCS CORP COM 723664108 237 34,460 SH   DFND 1 12,660 0 21,800
PIPER JAFFRAY COS COM 724078100 3,531 48,695 SH   DFND 1 43,295 0 5,400
PLY GEM HLDGS INC COM 72941W100 4,230 260,285 SH   DFND 1 238,985 0 21,300
POLARIS INDS INC COM 731068102 10,627 128,983 SH   DFND 1 121,734 0 7,249
POLYONE CORP COM 73179P106 10,148 316,700 SH   DFND 1 292,300 0 24,400
POPULAR INC COM NEW 733174700 92,032 2,100,210 SH   DFND 1 1,861,176 0 239,034
POWELL INDS INC COM 739128106 330 8,440 SH   DFND 1 3,040 0 5,400
PRICE T ROWE GROUP INC COM 74144T108 15,897 211,225 SH   DFND 1 167,825 0 43,400
PRICELINE GRP INC COM NEW 741503403 14 9 SH   DFND 1 9 0 0
PRIMERICA INC COM 74164M108 13,354 193,109 SH   DFND 1 171,549 0 21,560
PRINCIPAL FINL GROUP INC COM 74251V102 14,603 252,382 SH   DFND 1 198,982 0 53,400
PROASSURANCE CORP COM 74267C106 8,468 150,664 SH   DFND 1 148,764 0 1,900
PROCTER AND GAMBLE CO COM 742718109 41 481 SH   DFND 1 481 0 0
PROGRESSIVE CORP OHIO COM 743315103 17,789 501,076 SH   DFND 1 400,076 0 101,000
PROSPERITY BANCSHARES INC COM 743606105 15,021 209,256 SH   DFND 1 204,556 0 4,700
PROVIDENT BANCORP INC COM 74383X109 652 36,400 SH   DFND 1 36,400 0 0
PROVIDENT FINL HLDGS INC COM 743868101 89 4,370 SH   DFND 1 1,570 0 2,800
PROVIDENT FINL SVCS INC COM 74386T105 6,269 221,492 SH   DFND 1 206,892 0 14,600
PRUDENTIAL FINL INC COM 744320102 41,224 396,154 SH   DFND 1 311,554 0 84,600
PUBLIC SVC ENTERPRISE GROUP COM 744573106 19,171 436,882 SH   DFND 1 349,382 0 87,500
PULTE GROUP INC COM 745867101 5,499 299,182 SH   DFND 1 238,582 0 60,600
QCR HOLDINGS INC COM 74727A104 198 4,570 SH   DFND 1 1,670 0 2,900
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 5,321 478,914 SH   DFND 1 452,337 0 26,577
QEP RES INC COM 74733V100 14,651 795,779 SH   DFND 1 795,779 0 0
QORVO INC COM 74736K101 6,038 114,493 SH   DFND 1 91,693 0 22,800
QUALCOMM INC COM 747525103 69,165 1,060,806 SH   DFND 1 656,295 0 404,511
QUANTA SVCS INC COM 74762E102 12,818 367,798 SH   DFND 1 357,898 0 9,900
QUEST DIAGNOSTICS INC COM 74834L100 15,620 169,967 SH   DFND 1 119,067 0 50,900
RCI HOSPITALITY HLDGS INC COM 74934Q108 127 7,390 SH   DFND 1 2,690 0 4,700
RPC INC COM 749660106 4,278 215,908 SH   DFND 1 203,068 0 12,840
RPM INTL INC COM 749685103 6,386 118,630 SH   DFND 1 94,830 0 23,800
RADIAN GROUP INC COM 750236101 8,813 490,136 SH   DFND 1 490,136 0 0
RALPH LAUREN CORP CL A 751212101 4,451 49,280 SH   DFND 1 39,180 0 10,100
RAYMOND JAMES FINANCIAL INC COM 754730109 8,764 126,505 SH   DFND 1 101,205 0 25,300
RAYONIER ADVANCED MATLS INC COM 75508B104 331 21,350 SH   DFND 1 7,850 0 13,500
RAYTHEON CO COM NEW 755111507 25 172 SH   DFND 1 172 0 0
RED LION HOTELS CORP COM 756764106 124 14,800 SH   DFND 1 5,500 0 9,300
REGAL BELOIT CORP COM 758750103 11,955 172,627 SH   DFND 1 157,527 0 15,100
REGIS CORP MINN COM 758932107 138 9,500 SH   DFND 1 9,500 0 0
REGIONAL MGMT CORP COM 75902K106 162 6,160 SH   DFND 1 2,260 0 3,900
REGIONS FINL CORP NEW COM 7591EP100 20,839 1,451,127 SH   DFND 1 1,041,427 0 409,700
REINSURANCE GROUP AMER INC COM NEW 759351604 8,866 70,456 SH   DFND 1 55,256 0 15,200
RELIANCE STEEL & ALUMINUM CO COM 759509102 101,395 1,274,764 SH   DFND 1 1,122,264 0 152,500
RENASANT CORP COM 75970E107 3,951 93,577 SH   DFND 1 86,175 0 7,402
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 332 34,160 SH   DFND 1 12,460 0 21,700
REPUBLIC BANCORP KY CL A 760281204 8,525 215,580 SH   DFND 1 202,280 0 13,300
REPUBLIC SVCS INC COM 760759100 12 198 SH   DFND 1 198 0 0
RESTORATION HARDWARE HLDGS I COM 761283100 1 1 SH   DFND 1 1 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 52 1,100 SH Put DFND 1 0 0 0
RETAILMENOT INC COM SER 1 76132B106 208 22,260 SH   DFND 1 8,160 0 14,100
RICHARDSON ELECTRS LTD COM 763165107 35 5,460 SH   DFND 1 2,060 0 3,400
RIVERVIEW BANCORP INC COM 769397100 17 2,380 SH   DFND 1 880 0 1,500
ROBERT HALF INTL INC COM 770323103 2,208 45,250 SH   DFND 1 36,450 0 8,800
ROCKWELL AUTOMATION INC COM 773903109 2,081 15,478 SH   DFND 1 6,778 0 8,700
ROCKWELL COLLINS INC COM 774341101 10,400 112,112 SH   DFND 1 89,412 0 22,700
RUSH ENTERPRISES INC CL A 781846209 3,639 114,052 SH   DFND 1 104,752 0 9,300
RYDER SYS INC COM 783549108 13,231 177,735 SH   DFND 1 177,735 0 0
S & T BANCORP INC COM 783859101 4,499 115,234 SH   DFND 1 105,334 0 9,900
S&P GLOBAL INC COM 78409V104 6,297 58,550 SH   DFND 1 25,850 0 32,700
SLM CORP COM 78442P106 13,824 1,254,389 SH   DFND 1 1,200,029 0 54,360
SAFETY INS GROUP INC COM 78648T100 3,520 47,753 SH   DFND 1 44,332 0 3,421
SALEM MEDIA GROUP INC CL A 794093104 93 14,800 SH   DFND 1 5,500 0 9,300
SANDY SPRING BANCORP INC COM 800363103 2,990 74,765 SH   DFND 1 68,965 0 5,800
SANMINA CORPORATION COM 801056102 13,295 362,734 SH   DFND 1 324,934 0 37,800
SANTANDER CONSUMER USA HDG I COM 80283M101 80,115 5,934,391 SH   DFND 1 5,171,933 0 762,458
SCANA CORP NEW COM 80589M102 9,342 127,475 SH   DFND 1 101,975 0 25,500
SCANSOURCE INC COM 806037107 4,916 121,832 SH   DFND 1 110,632 0 11,200
SCHNITZER STL INDS CL A 806882106 516 20,060 SH   DFND 1 7,360 0 12,700
SCHOLASTIC CORP COM 807066105 6,351 133,720 SH   DFND 1 119,220 0 14,500
SCHULMAN A INC COM 808194104 3,330 99,545 SH   DFND 1 92,645 0 6,900
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,801 127,396 SH   DFND 1 112,696 0 14,700
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 72,814 1,020,223 SH   DFND 1 873,823 0 146,400
SEABOARD CORP COM 811543107 4 1 SH   DFND 1 1 0 0
SEACOR HOLDINGS INC COM 811904101 4,672 65,531 SH   DFND 1 60,531 0 5,000
SELECTIVE INS GROUP INC COM 816300107 7,948 184,600 SH   DFND 1 165,100 0 19,500
SENECA FOODS CORP NEW CL A 817070501 242 6,020 SH   DFND 1 2,220 0 3,800
SHENANDOAH TELECOMMUNICATION COM 82312B106 28 1,000 SH   DFND 1 1,000 0 0
SHILOH INDS INC COM 824543102 61 8,740 SH   DFND 1 3,240 0 5,500
SIERRA BANCORP COM 82620P102 132 4,927 SH   DFND 1 2,060 0 2,867
SIENTRA INC COM 82621J105 83 9,640 SH   DFND 1 3,540 0 6,100
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 360 5,780 SH   DFND 1 2,180 0 3,600
SKYWEST INC COM 830879102 7,669 210,396 SH   DFND 1 185,896 0 24,500
SKYWORKS SOLUTIONS INC COM 83088M102 12,495 167,346 SH   DFND 1 133,946 0 33,400
SMART SAND INC COM 83191H107 2,641 159,555 SH   DFND 1 150,765 0 8,790
SNAP ON INC COM 833034101 8,285 48,370 SH   DFND 1 39,170 0 9,200
SOLAREDGE TECHNOLOGIES INC COM 83417M104 4,032 325,130 SH   DFND 1 318,020 0 7,110
SONIC AUTOMOTIVE INC CL A 83545G102 2,666 116,386 SH   DFND 1 108,688 0 7,698
SONOCO PRODS CO COM 835495102 4,460 84,615 SH   DFND 1 66,915 0 17,700
SOUTHWEST AIRLS CO COM 844741108 27,621 554,184 SH   DFND 1 441,584 0 112,600
SOUTHWEST BANCORP INC OKLA COM 844767103 208 7,170 SH   DFND 1 2,670 0 4,500
SPARTANNASH CO COM 847215100 5,682 143,684 SH   DFND 1 129,104 0 14,580
SPEEDWAY MOTORSPORTS INC COM 847788106 3,626 167,294 SH   DFND 1 150,734 0 16,560
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8,721 149,447 SH   DFND 1 107,747 0 41,700
SPIRIT AIRLS INC COM 848577102 13,337 230,491 SH   DFND 1 230,491 0 0
SPOK HLDGS INC COM 84863T106 329 15,830 SH   DFND 1 5,730 0 10,100
SPRINT CORP COM SER 1 85207U105 25 2,908 SH   DFND 1 2,908 0 0
STANLEY BLACK & DECKER INC COM 854502101 15,003 130,813 SH   DFND 1 103,613 0 27,200
STAPLES INC COM 855030102 1 1 SH   DFND 1 1 0 0
STATE AUTO FINL CORP COM 855707105 2,209 82,368 SH   DFND 1 74,268 0 8,100
STATE BK FINL CORP COM 856190103 313 11,620 SH   DFND 1 4,220 0 7,400
STATE NATL COS INC COM 85711T305 317 22,840 SH   DFND 1 8,440 0 14,400
STATE STR CORP COM 857477103 27,013 347,561 SH   DFND 1 277,661 0 69,900
STEELCASE INC CL A 858155203 5,851 326,848 SH   DFND 1 299,748 0 27,100
STERLING BANCORP DEL COM 85917A100 8,228 351,587 SH   DFND 1 322,587 0 29,000
STIFEL FINL CORP COM 860630102 13,550 271,266 SH   DFND 1 262,836 0 8,430
STONERIDGE INC COM 86183P102 245 13,810 SH   DFND 1 5,110 0 8,700
STONEMOR PARTNERS L P COM UNITS 86183Q100 1,747 196,000 SH   DFND 1 0 0 196,000
SUCAMPO PHARMACEUTICALS INC CL A 864909106 871 64,248 SH   DFND 1 62,868 0 1,380
SUNTRUST BKS INC COM 867914103 24,697 450,262 SH   DFND 1 355,562 0 94,700
SUPERIOR INDS INTL INC COM 868168105 330 12,510 SH   DFND 1 4,610 0 7,900
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,197 86,981 SH   DFND 1 82,191 0 4,790
SUPREME INDS INC CL A 868607102 167 10,630 SH   DFND 1 3,930 0 6,700
SWIFT TRANSN CO CL A 87074U101 7,780 319,364 SH   DFND 1 290,964 0 28,400
SYNOVUS FINL CORP COM NEW 87161C501 26,221 638,267 SH   DFND 1 582,067 0 56,200
SYNCHRONY FINL COM 87165B103 91,912 2,534,080 SH   DFND 1 2,136,579 0 397,501
SYSCO CORP COM 871829107 19 337 SH   DFND 1 337 0 0
TCF FINL CORP COM 872275102 6,936 354,057 SH   DFND 1 347,357 0 6,700
TRI POINTE GROUP INC COM 87265H109 6,995 609,277 SH   DFND 1 554,577 0 54,700
TTM TECHNOLOGIES INC COM 87305R109 5,199 381,397 SH   DFND 1 347,597 0 33,800
TAILORED BRANDS INC COM 87403A107 4,679 183,112 SH   DFND 1 167,912 0 15,200
TARGET CORP COM 87612E106 58,225 806,094 SH   DFND 1 536,994 0 269,100
TAYLOR MORRISON HOME CORP CL A 87724P106 2,627 136,348 SH   DFND 1 121,548 0 14,800
TECH DATA CORP COM 878237106 11,328 133,772 SH   DFND 1 116,872 0 16,900
TECK RESOURCES LTD CL B 878742204 8 415 SH   DFND 1 415 0 0
TEGNA INC COM 87901J105 3 98 SH   DFND 1 98 0 0
TELEPHONE & DATA SYS INC COM NEW 879433829 12,069 418,032 SH   DFND 1 369,032 0 49,000
TENNECO INC COM 880349105 13,991 223,952 SH   DFND 1 211,652 0 12,300
TERADATA CORP DEL COM 88076W103 11,407 419,807 SH   DFND 1 404,652 0 15,155
TEREX CORP NEW COM 880779103 65,317 2,071,553 SH   DFND 1 1,780,334 0 291,219
TERRITORIAL BANCORP INC COM 88145X108 509 15,470 SH   DFND 1 12,170 0 3,300
TESCO CORP COM 88157K101 144 17,380 SH   DFND 1 6,480 0 10,900
TESORO CORP COM 881609101 20 225 SH   DFND 1 225 0 0
TESLA MTRS INC COM 88160R101 1 1 SH   DFND 1 1 0 0
TEXAS INSTRS INC COM 882508104 17,066 233,872 SH   DFND 1 103,155 0 130,717
TEXTRON INC COM 883203101 11,695 240,829 SH   DFND 1 192,629 0 48,200
THOR INDS INC COM 885160101 13,001 129,936 SH   DFND 1 129,936 0 0
3M CO COM 88579Y101 22,002 123,209 SH   DFND 1 54,199 0 69,010
TIME WARNER INC COM NEW 887317303 138,867 1,438,588 SH   DFND 1 1,044,988 0 393,600
TIMKENSTEEL CORP COM 887399103 117 7,540 SH   DFND 1 2,740 0 4,800
TITAN INTL INC ILL COM 88830M102 5,705 508,909 SH   DFND 1 481,169 0 27,740
TITAN MACHY INC COM 88830R101 14,435 990,670 SH   DFND 1 931,090 0 59,580
TITAN PHARMACEUTICALS INC DE COM NEW 888314309 39 9,680 SH   DFND 1 3,480 0 6,200
TOLL BROTHERS INC COM 889478103 18,691 602,919 SH   DFND 1 591,719 0 11,200
TORCHMARK CORP COM 891027104 21,904 296,953 SH   DFND 1 233,453 0 63,500
TOWER INTL INC COM 891826109 437 15,390 SH   DFND 1 5,590 0 9,800
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 87,518 746,740 SH   DFND 1 633,440 0 113,300
TRAVELERS COMPANIES INC COM 89417E109 98,535 804,892 SH   DFND 1 574,427 0 230,465
TRIBUNE MEDIA CO CL A 896047503 4 86 SH   DFND 1 86 0 0
TRICO BANCSHARES COM 896095106 360 10,510 SH   DFND 1 3,810 0 6,700
TRIMAS CORP COM NEW 896215209 2,814 119,738 SH   DFND 1 107,138 0 12,600
TRINITY INDS INC COM 896522109 5 179 SH   DFND 1 179 0 0
TRIPLE-S MGMT CORP CL B 896749108 88 4,209 SH   DFND 1 0 0 4,209
TRISTATE CAP HLDGS INC COM 89678F100 6,499 294,072 SH   DFND 1 273,902 0 20,170
TRIUMPH BANCORP INC COM 89679E300 167 6,350 SH   DFND 1 2,350 0 4,000
TRIUMPH GROUP INC NEW COM 896818101 7,301 275,493 SH   DFND 1 262,710 0 12,783
TRONC INC COM 89703P107 251 18,070 SH   DFND 1 6,670 0 11,400
TRUSTMARK CORP COM 898402102 7,100 199,144 SH   DFND 1 183,244 0 15,900
TUPPERWARE BRANDS CORP COM 899896104 23,357 443,877 SH   DFND 1 363,436 0 80,441
TURQUOISE HILL RES LTD COM 900435108 2 732 SH   DFND 1 732 0 0
TUTOR PERINI CORP COM 901109108 5,205 185,886 SH   DFND 1 171,586 0 14,300
TWENTY FIRST CENTY FOX INC CL A 90130A101 27,298 973,512 SH   DFND 1 772,912 0 200,600
TWIN DISC INC COM 901476101 76 5,190 SH   DFND 1 1,890 0 3,300
TWO HBRS INVT CORP COM 90187B101 55,366 6,349,203 SH   DFND 1 5,673,903 0 675,300
TYSON FOODS INC CL A 902494103 8,084 131,055 SH   DFND 1 57,555 0 73,500
UGI CORP NEW COM 902681105 4 76 SH   DFND 1 76 0 0
US BANCORP DEL COM NEW 902973304 77,949 1,517,393 SH   DFND 1 1,213,193 0 304,200
U S G CORP COM NEW 903293405 14,020 485,428 SH   DFND 1 485,428 0 0
ULTRA CLEAN HLDGS INC COM 90385V107 880 90,680 SH   DFND 1 79,580 0 11,100
UMPQUA HLDGS CORP COM 904214103 11,084 590,187 SH   DFND 1 590,187 0 0
UNICO AMERN CORP COM 904607108 240 22,300 SH   DFND 1 22,300 0 0
UNIFI INC COM NEW 904677200 409 12,510 SH   DFND 1 4,610 0 7,900
UNION BANKSHARES CORP NEW COM 90539J109 4,582 128,185 SH   DFND 1 117,260 0 10,925
UNION PAC CORP COM 907818108 76,111 734,095 SH   DFND 1 586,995 0 147,100
UNIT CORP COM 909218109 4,946 184,067 SH   DFND 1 166,667 0 17,400
UNITED CMNTY FINL CORP OHIO COM 909839102 186 20,780 SH   DFND 1 7,580 0 13,200
UNITED BANKSHARES INC WEST V COM 909907107 7,122 153,985 SH   DFND 1 140,685 0 13,300
UNITED CONTL HLDGS INC COM 910047109 24,803 340,316 SH   DFND 1 252,216 0 88,100
UNITED FINL BANCORP INC NEW COM 910304104 2,924 161,001 SH   DFND 1 144,052 0 16,949
UNITED FIRE GROUP INC COM 910340108 4,236 86,137 SH   DFND 1 77,537 0 8,600
UNITED PARCEL SERVICE INC CL B 911312106 35,837 312,600 SH   DFND 1 251,200 0 61,400
UNITED RENTALS INC COM 911363109 11,989 113,547 SH   DFND 1 76,922 0 36,625
UNITED STATES CELLULAR CORP COM 911684108 3 53 SH   DFND 1 53 0 0
UNITED TECHNOLOGIES CORP COM 913017109 99,382 906,596 SH   DFND 1 659,929 0 246,667
UNITED THERAPEUTICS CORP DEL COM 91307C102 2,172 15,142 SH   DFND 1 12,242 0 2,900
UNIVERSAL CORP VA COM 913456109 5,915 92,778 SH   DFND 1 81,878 0 10,900
UNIVERSAL INS HLDGS INC COM 91359V107 4,502 158,497 SH   DFND 1 148,297 0 10,200
UNIVERSAL STAINLESS & ALLOY COM 913837100 789 58,370 SH   DFND 1 55,870 0 2,500
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,218 196,770 SH   DFND 1 178,840 0 17,930
UNIVERSAL HLTH SVCS INC CL B 913903100 8,515 80,040 SH   DFND 1 63,940 0 16,100
UNIVEST CORP PA COM 915271100 168 5,430 SH   DFND 1 2,030 0 3,400
UNUM GROUP COM 91529Y106 14,144 321,946 SH   DFND 1 217,646 0 104,300
URBAN OUTFITTERS INC COM 917047102 1,314 46,108 SH   DFND 1 20,208 0 25,900
V F CORP COM 918204108 2,736 51,283 SH   DFND 1 22,483 0 28,800
VSE CORP COM 918284100 190 4,870 SH   DFND 1 1,770 0 3,100
VALEANT PHARMACEUTICALS INTL COM 91911K102 1 1 SH   DFND 1 1 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 20 1,400 SH Call DFND 1 0 0 0
VALERO ENERGY CORP NEW COM 91913Y100 10,901 159,544 SH   DFND 1 128,744 0 30,800
VALLEY NATL BANCORP COM 919794107 9,916 851,833 SH   DFND 1 774,958 0 76,875
VARIAN MED SYS INC COM 92220P105 7 70 SH   DFND 1 70 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 187,190 3,506,736 SH   DFND 1 2,803,036 0 703,700
VERITIV CORP COM 923454102 2,622 48,774 SH   DFND 1 43,374 0 5,400
VILLAGE SUPER MKT INC CL A NEW 927107409 120 3,870 SH   DFND 1 1,370 0 2,500
VISA INC COM CL A 92826C839 78 1,000 SH Put DFND 1 0 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 10,734 662,592 SH   DFND 1 588,722 0 73,870
VISHAY PRECISION GROUP INC COM 92835K103 126 6,650 SH   DFND 1 2,550 0 4,100
VOYA FINL INC COM 929089100 2,689 68,550 SH   DFND 1 55,250 0 13,300
WABCO HLDGS INC COM 92927K102 5,199 48,970 SH   DFND 1 39,170 0 9,800
WEC ENERGY GROUP INC COM 92939U106 4 59 SH   DFND 1 59 0 0
WABASH NATL CORP COM 929566107 4,147 262,110 SH   DFND 1 230,010 0 32,100
WABTEC CORP COM 929740108 2,417 29,112 SH   DFND 1 12,712 0 16,400
WAL-MART STORES INC COM 931142103 218,840 3,166,080 SH   DFND 1 2,382,880 0 783,200
WALKER & DUNLOP INC COM 93148P102 2,998 96,083 SH   DFND 1 87,083 0 9,000
WASHINGTON FED INC COM 938824109 14,558 423,799 SH   DFND 1 393,299 0 30,500
WASTE MGMT INC DEL COM 94106L109 19 256 SH   DFND 1 256 0 0
WATERSTONE FINL INC MD COM 94188P101 286 15,490 SH   DFND 1 5,690 0 9,800
WEBSTER FINL CORP CONN COM 947890109 11 197 SH   DFND 1 197 0 0
WELLS FARGO & CO NEW COM 949746101 97,369 1,766,796 SH   DFND 1 1,424,796 0 342,000
WENDYS CO COM 95058W100 432 31,894 SH   DFND 1 13,994 0 17,900
WESBANCO INC COM 950810101 5,884 136,644 SH   DFND 1 123,844 0 12,800
WESCO AIRCRAFT HLDGS INC COM 950814103 5,704 381,484 SH   DFND 1 348,184 0 33,300
WESCO INTL INC COM 95082P105 15,607 234,502 SH   DFND 1 216,382 0 18,120
WEST BANCORPORATION INC CAP STK 95123P106 140 5,660 SH   DFND 1 2,060 0 3,600
WEST CORP COM 952355204 5,569 224,898 SH   DFND 1 197,998 0 26,900
WEST MARINE INC COM 954235107 198 18,870 SH   DFND 1 6,970 0 11,900
WESTERN NEW ENG BANCORP INC COM 958892101 830 88,667 SH   DFND 1 83,567 0 5,100
WESTERN UN CO COM 959802109 13,868 638,469 SH   DFND 1 437,769 0 200,700
WESTLAKE CHEM CORP COM 960413102 2,564 45,781 SH   DFND 1 36,981 0 8,800
WESTROCK CO COM 96145D105 25 480 SH   DFND 1 480 0 0
WHIRLPOOL CORP COM 963320106 15,338 84,378 SH   DFND 1 61,278 0 23,100
WHITING PETE CORP NEW COM 966387102 13,073 1,087,548 SH   DFND 1 998,748 0 88,800
WHOLE FOODS MKT INC COM 966837106 2,211 71,865 SH   DFND 1 31,665 0 40,200
WINTRUST FINL CORP COM 97650W108 9,989 137,646 SH   DFND 1 126,846 0 10,800
WORLD FUEL SVCS CORP COM 981475106 10,791 235,030 SH   DFND 1 220,430 0 14,600
WORTHINGTON INDS INC COM 981811102 5,359 112,959 SH   DFND 1 106,539 0 6,420
WPX ENERGY INC COM 98212B103 14,791 1,015,116 SH   DFND 1 1,015,116 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 11,777 154,204 SH   DFND 1 102,397 0 51,807
XCEL ENERGY INC COM 98389B100 17,174 421,964 SH   DFND 1 335,064 0 86,900
XCERRA CORP COM 98400J108 896 117,240 SH   DFND 1 101,440 0 15,800
XEROX CORP COM 984121103 7 741 SH   DFND 1 741 0 0
XYLEM INC COM 98419M100 4 79 SH   DFND 1 79 0 0
YADKIN FINL CORP COM 984305102 297 8,640 SH   DFND 1 3,140 0 5,500
YAMANA GOLD INC COM 98462Y100 2 566 SH   DFND 1 566 0 0
YUM BRANDS INC COM 988498101 6,922 109,290 SH   DFND 1 87,190 0 22,100
YUME INC COM 98872B104 67 18,570 SH   DFND 1 6,870 0 11,700
ZIONS BANCORPORATION COM 989701107 18 403 SH   DFND 1 403 0 0
AIRCASTLE LTD COM G0129K104 7,038 337,517 SH   DFND 1 299,517 0 38,000
AMDOCS LTD SHS G02602103 1,195 20,500 SH   DFND 1 20,500 0 0
AON PLC SHS CL A G0408V102 5,345 47,920 SH   DFND 1 20,920 0 27,000
ARCH CAP GROUP LTD ORD G0450A105 9,450 109,503 SH   DFND 1 87,703 0 21,800
ARGO GROUP INTL HLDGS LTD COM G0464B107 6,423 97,454 SH   DFND 1 87,726 0 9,728
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10,556 191,927 SH   DFND 1 175,127 0 16,800
ARRIS INTL INC SHS G0551A103 11,455 380,172 SH   DFND 1 380,172 0 0
ASSURED GUARANTY LTD COM G0585R106 17,239 456,401 SH   DFND 1 431,001 0 25,400
ATLAS FINANCIAL HOLDINGS INC SHS NEW G06207115 94 5,170 SH   DFND 1 1,870 0 3,300
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 20,885 319,973 SH   DFND 1 303,273 0 16,700
BLUE CAP REINS HLDGS LTD COM G1190F107 87 4,670 SH   DFND 1 1,670 0 3,000
BUNGE LIMITED COM G16962105 9,000 124,573 SH   DFND 1 99,673 0 24,900
EATON CORP PLC SHS G29183103 71,876 1,071,325 SH   DFND 1 851,925 0 219,400
ENSTAR GROUP LIMITED SHS G3075P101 7,630 38,591 SH   DFND 1 38,591 0 0
ESSENT GROUP LTD COM G3198U102 9,613 296,949 SH   DFND 1 265,549 0 31,400
EVEREST RE GROUP LTD COM G3223R108 9,055 41,843 SH   DFND 1 32,043 0 9,800
FRESH DEL MONTE PRODUCE INC ORD G36738105 11,870 195,764 SH   DFND 1 180,664 0 15,100
GEOPARK LTD USD SHS G38327105 848 196,700 SH   DFND 1 196,700 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1,432 37,485 SH   DFND 1 34,735 0 2,750
HORIZON PHARMA PLC SHS G4617B105 40,317 2,491,773 SH   DFND 1 2,151,993 0 339,780
INGERSOLL-RAND PLC SHS G47791101 17,256 229,951 SH   DFND 1 183,851 0 46,100
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 7 236 SH   DFND 1 236 0 0
INVESCO LTD SHS G491BT108 11,468 377,975 SH   DFND 1 293,075 0 84,900
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 25,642 235,179 SH   DFND 1 202,429 0 32,750
MAIDEN HOLDINGS LTD SHS G5753U112 4,684 268,379 SH   DFND 1 243,287 0 25,092
MALLINCKRODT PUB LTD CO SHS G5785G107 40,343 809,768 SH   DFND 1 692,368 0 117,400
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2,487 179,284 SH   DFND 1 144,684 0 34,600
MICHAEL KORS HLDGS LTD SHS G60754101 85,230 1,983,002 SH   DFND 1 1,663,992 0 319,010
MICHAEL KORS HLDGS LTD SHS G60754101 99 2,300 SH Call DFND 1 0 0 0
NABORS INDUSTRIES LTD SHS G6359F103 15,450 942,014 SH   DFND 1 942,014 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 44,582 1,048,228 SH   DFND 1 915,528 0 132,700
OM ASSET MGMT PLC SHS G67506108 2,851 196,593 SH   DFND 1 185,003 0 11,590
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,176 73,209 SH   DFND 1 64,409 0 8,800
RENAISSANCERE HOLDINGS LTD COM G7496G103 24,070 176,693 SH   DFND 1 160,093 0 16,600
ROWAN COMPANIES PLC SHS CL A G7665A101 8,955 474,016 SH   DFND 1 437,516 0 36,500
PENTAIR PLC SHS G7S00T104 8,420 150,154 SH   DFND 1 119,454 0 30,700
SIGNET JEWELERS LIMITED SHS G81276100 80,326 852,169 SH   DFND 1 728,369 0 123,800
THIRD PT REINS LTD COM G8827U100 3,530 305,587 SH   DFND 1 275,787 0 29,800
VALIDUS HOLDINGS LTD COM SHS G9319H102 20,967 381,138 SH   DFND 1 349,438 0 31,700
WHITE MTNS INS GROUP LTD COM G9618E107 15,924 19,046 SH   DFND 1 19,046 0 0
XL GROUP LTD COM G98294104 3,542 95,051 SH   DFND 1 76,751 0 18,300
ALLIED WRLD ASSUR COM HLDG A SHS H01531104 17,174 319,752 SH   DFND 1 303,652 0 16,100
GARMIN LTD SHS H2906T109 6,503 134,105 SH   DFND 1 95,005 0 39,100
TE CONNECTIVITY LTD REG SHS H84989104 19 262 SH   DFND 1 262 0 0
TRANSOCEAN LTD REG SHS H8817H100 5,734 388,978 SH   DFND 1 365,918 0 23,060
TRANSOCEAN LTD REG SHS H8817H100 27 1,800 SH Call DFND 1 0 0 0
TRINSEO S A SHS L9340P101 10,092 170,180 SH   DFND 1 156,280 0 13,900
CHECK POINT SOFTWARE TECH LT ORD M22465104 1 1 SH   DFND 1 1 0 0
AERCAP HOLDINGS NV SHS N00985106 120,311 2,891,391 SH   DFND 1 2,492,891 0 398,500
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 98,303 1,145,987 SH   DFND 1 841,286 0 304,701
MYLAN N V SHS EURO N59465109 45,324 1,188,022 SH   DFND 1 1,028,522 0 159,500
COPA HOLDINGS SA CL A P31076105 4 37 SH   DFND 1 37 0 0
TRONOX LTD SHS CL A Q9235V101 1,288 124,871 SH   DFND 1 111,671 0 13,200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 6,245 76,110 SH   DFND 1 61,510 0 14,600
FLEX LTD ORD Y2573F102 7 456 SH   DFND 1 456 0 0