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 5,828 173,273 SH   DFND 1 156,373 0 16,900
ACCO BRANDS CORP COM 00081T108 6,100 463,846 SH   DFND 1 416,246 0 47,600
AFLAC INC COM 001055102 25,024 345,536 SH   DFND 1 277,136 0 68,400
AGCO CORP COM 001084102 19,654 326,582 SH   DFND 1 312,482 0 14,100
A H BELO CORP COM CL A 001282102 66 10,710 SH   DFND 1 4,210 0 6,500
AES CORP COM 00130H105 6,608 590,986 SH   DFND 1 463,686 0 127,300
AMAG PHARMACEUTICALS INC COM 00163U106 257 11,390 SH   DFND 1 4,190 0 7,200
AMN HEALTHCARE SERVICES INC COM 001744101 7,453 183,551 SH   DFND 1 169,551 0 14,000
ARC DOCUMENT SOLUTIONS INC COM 00191G103 466 134,920 SH   DFND 1 120,520 0 14,400
AT&T INC COM 00206R102 58,516 1,408,323 SH   DFND 1 1,112,423 0 295,900
AV HOMES INC COM 00234P102 203 12,310 SH   DFND 1 4,510 0 7,800
AVX CORP NEW COM 002444107 6,711 409,659 SH   DFND 1 358,219 0 51,440
AXT INC COM 00246W103 146 25,100 SH   DFND 1 9,200 0 15,900
AARONS INC COM PAR $0.50 002535300 8,307 279,309 SH   DFND 1 254,509 0 24,800
ABBVIE INC COM 00287Y109 161,144 2,473,044 SH   DFND 1 1,961,844 0 511,200
ACACIA RESH CORP ACACIA TCH COM 003881307 159 27,600 SH   DFND 1 10,100 0 17,500
ACCESS NATL CORP COM 004337101 110 3,640 SH   DFND 1 1,340 0 2,300
AECOM COM 00766T100 62,169 1,746,784 SH   DFND 1 1,477,209 0 269,575
AETNA INC NEW COM 00817Y108 26,622 208,712 SH   DFND 1 164,812 0 43,900
AIR LEASE CORP CL A 00912X302 13,416 346,217 SH   DFND 1 346,217 0 0
AKORN INC COM 009728106 37,209 1,545,215 SH   DFND 1 1,208,425 0 336,790
ALASKA AIR GROUP INC COM 011659109 9,740 105,609 SH   DFND 1 84,909 0 20,700
ALBEMARLE CORP COM 012653101 4,380 41,458 SH   DFND 1 18,758 0 22,700
ALCOA CORP COM 013872106 8 215 SH   DFND 1 215 0 0
ALLEGHANY CORP DEL COM 017175100 9,029 14,688 SH   DFND 1 11,388 0 3,300
ALLEGHENY TECHNOLOGIES INC COM 01741R102 7,480 416,446 SH   DFND 1 378,746 0 37,700
ALLEGIANT TRAVEL CO COM 01748X102 10,218 63,758 SH   DFND 1 57,958 0 5,800
ALLSTATE CORP COM 020002101 29,898 366,886 SH   DFND 1 289,286 0 77,600
ALLY FINL INC COM 02005N100 8,481 417,147 SH   DFND 1 334,547 0 82,600
AMERCO COM 023586100 5,941 15,584 SH   DFND 1 12,584 0 3,000
AMEREN CORP COM 023608102 11,909 218,152 SH   DFND 1 175,052 0 43,100
AMERESCO INC CL A 02361E108 98 14,900 SH   DFND 1 5,400 0 9,500
AMERICAN AIRLS GROUP INC COM 02376R102 153,995 3,640,533 SH   DFND 1 2,897,123 0 743,410
AMERICAN AXLE & MFG HLDGS IN COM 024061103 6,276 334,185 SH   DFND 1 300,185 0 34,000
AMERICAN ELEC PWR INC COM 025537101 27,784 413,880 SH   DFND 1 332,380 0 81,500
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 9,542 680,090 SH   DFND 1 629,890 0 50,200
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,549 277,134 SH   DFND 1 251,434 0 25,700
AMERICAN EXPRESS CO COM 025816109 97,444 1,231,750 SH   DFND 1 841,750 0 390,000
AMERICAN FINL GROUP INC OHIO COM 025932104 16,168 169,431 SH   DFND 1 135,231 0 34,200
AMERICAN INTL GROUP INC COM NEW 026874784 57,224 916,598 SH   DFND 1 916,598 0 0
AMERICAN NATL INS CO COM 028591105 6 44 SH   DFND 1 44 0 0
AMERICAN RAILCAR INDS INC COM 02916P103 1,418 34,493 SH   DFND 1 30,393 0 4,100
AMERICAS CAR MART INC COM 03062T105 157 4,280 SH   DFND 1 1,580 0 2,700
AMERISAFE INC COM 03071H100 4,020 61,929 SH   DFND 1 55,429 0 6,500
AMERIPRISE FINL INC COM 03076C106 32,603 251,406 SH   DFND 1 167,727 0 83,679
AMGEN INC COM 031162100 108,214 659,559 SH   DFND 1 528,559 0 131,000
AMKOR TECHNOLOGY INC COM 031652100 908 78,288 SH   DFND 1 28,488 0 49,800
ANADARKO PETE CORP COM 032511107 102,356 1,650,891 SH   DFND 1 1,323,791 0 327,100
ANDERSONS INC COM 034164103 4,095 108,037 SH   DFND 1 98,237 0 9,800
ANIXTER INTL INC COM 035290105 8,957 112,945 SH   DFND 1 105,145 0 7,800
ANTHEM INC COM 036752103 38,920 235,331 SH   DFND 1 186,031 0 49,300
ANWORTH MORTGAGE ASSET CP COM 037347101 6,003 1,081,598 SH   DFND 1 818,438 0 263,160
APACHE CORP COM 037411105 68,907 1,340,856 SH   DFND 1 1,070,056 0 270,800
APPLE INC COM 037833100 547,854 3,813,542 SH   DFND 1 2,961,632 0 851,910
APPLIED MATLS INC COM 038222105 54,417 1,398,885 SH   DFND 1 997,785 0 401,100
APPROACH RESOURCES INC COM 03834A103 35 13,890 SH   DFND 1 5,090 0 8,800
ARCBEST CORP COM 03937C105 1,354 52,055 SH   DFND 1 43,155 0 8,900
ARCHER DANIELS MIDLAND CO COM 039483102 30,298 658,070 SH   DFND 1 474,270 0 183,800
ARCHROCK INC COM 03957W106 3,350 270,127 SH   DFND 1 245,627 0 24,500
ARCONIC INC COM 03965L100 11 416 SH   DFND 1 416 0 0
ARGAN INC COM 04010E109 719 10,860 SH   DFND 1 3,960 0 6,900
ARK RESTAURANTS CORP COM 040712101 513 20,250 SH   DFND 1 20,250 0 0
ARROW ELECTRS INC COM 042735100 5,951 81,056 SH   DFND 1 64,356 0 16,700
ARROW FINL CORP COM 042744102 158 4,640 SH   DFND 1 1,666 0 2,974
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 9,416 341,146 SH   DFND 1 255,056 0 86,090
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,868 80,997 SH   DFND 1 73,697 0 7,300
ASHLAND GLOBAL HLDGS INC COM 044186104 6,362 51,380 SH   DFND 1 40,980 0 10,400
ASPEN AEROGELS INC COM 04523Y105 37 8,730 SH   DFND 1 3,230 0 5,500
ASSOCIATED BANC CORP COM 045487105 14,429 591,315 SH   DFND 1 553,215 0 38,100
ASSURANT INC COM 04621X108 26,010 271,862 SH   DFND 1 243,562 0 28,300
ASTORIA FINL CORP COM 046265104 3,182 155,103 SH   DFND 1 149,803 0 5,300
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,701 102,801 SH   DFND 1 90,901 0 11,900
AUTODESK INC COM 052769106 78 900 SH Put DFND 1 0 0 0
AUTONATION INC COM 05329W102 1,421 33,583 SH   DFND 1 15,383 0 18,200
AVANGRID INC COM 05351W103 6 119 SH   DFND 1 119 0 0
AVERY DENNISON CORP COM 053611109 8,958 111,136 SH   DFND 1 78,236 0 32,900
AVIS BUDGET GROUP COM 053774105 9,938 335,953 SH   DFND 1 310,353 0 25,600
AVNET INC COM 053807103 28,286 618,138 SH   DFND 1 584,238 0 33,900
BOK FINL CORP COM NEW 05561Q201 17,271 220,654 SH   DFND 1 208,954 0 11,700
BP PLC SPONSORED ADR 055622104 255,284 7,395,235 SH   DFND 1 5,946,513 0 1,448,722
BOFI HLDG INC COM 05566U108 5,205 199,182 SH   DFND 1 180,782 0 18,400
BAKER HUGHES INC COM 057224107 20,813 347,925 SH   DFND 1 280,225 0 67,700
BALDWIN & LYONS INC CL B 057755209 23 900 SH   DFND 1 300 0 600
BANCO MACRO SA SPON ADR B 05961W105 100 1,150 SH   DFND 1 1,150 0 0
BANCORPSOUTH INC COM 059692103 8,952 295,923 SH   DFND 1 277,823 0 18,100
BANK AMER CORP COM 060505104 497,112 21,072,967 SH   DFND 1 16,525,173 0 4,547,794
BANK OF MARIN BANCORP COM 063425102 111 1,720 SH   DFND 1 620 0 1,100
BANK MUTUAL CORP NEW COM 063750103 229 24,350 SH   DFND 1 8,950 0 15,400
BANK NEW YORK MELLON CORP COM 064058100 49,650 1,051,232 SH   DFND 1 795,532 0 255,700
BANK N S HALIFAX COM 064149107 21 276 SH   DFND 1 276 0 0
BANKFINANCIAL CORP COM 06643P104 155 10,650 SH   DFND 1 3,950 0 6,700
BANNER CORP COM NEW 06652V208 5,855 105,219 SH   DFND 1 95,446 0 9,773
BARCLAYS BK PLC IPMS INDIA ETN 06739F291 8 100 SH   DFND 1 100 0 0
BARNES & NOBLE ED INC COM 06777U101 125 13,030 SH   DFND 1 4,930 0 8,100
BAXTER INTL INC COM 071813109 12,563 242,230 SH   DFND 1 106,230 0 136,000
BEAZER HOMES USA INC COM NEW 07556Q881 221 18,200 SH   DFND 1 6,600 0 11,600
BED BATH & BEYOND INC COM 075896100 3,162 80,112 SH   DFND 1 36,145 0 43,967
BEL FUSE INC CL B 077347300 180 7,040 SH   DFND 1 2,540 0 4,500
BENCHMARK ELECTRS INC COM 08160H101 7,683 241,599 SH   DFND 1 217,199 0 24,400
BENEFICIAL BANCORP INC COM 08171T102 3,936 245,980 SH   DFND 1 220,480 0 25,500
BERKLEY W R CORP COM 084423102 7,705 109,076 SH   DFND 1 87,476 0 21,600
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 138,249 829,424 SH   DFND 1 668,184 0 161,240
BERKSHIRE HILLS BANCORP INC COM 084680107 4,038 111,997 SH   DFND 1 101,597 0 10,400
BEST BUY INC COM 086516101 18,321 372,749 SH   DFND 1 262,749 0 110,000
BIG LOTS INC COM 089302103 8,362 171,757 SH   DFND 1 157,857 0 13,900
BIOGEN INC COM 09062X103 52,892 193,443 SH   DFND 1 155,043 0 38,400
BLACK DIAMOND INC COM 09202G101 90 16,390 SH   DFND 1 5,990 0 10,400
BLACKROCK INC COM 09247X101 55,703 145,244 SH   DFND 1 116,344 0 28,900
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 114,800 3,865,309 SH   DFND 1 2,983,309 0 882,000
BLUE HILLS BANCORP INC COM 095573101 8,175 457,931 SH   DFND 1 369,281 0 88,650
BOEING CO COM 097023105 122,467 692,447 SH   DFND 1 501,213 0 191,234
BORGWARNER INC COM 099724106 9,849 235,656 SH   DFND 1 173,256 0 62,400
BOSTON BEER INC CL A 100557107 7,414 51,249 SH   DFND 1 36,339 0 14,910
BOSTON PRIVATE FINL HLDGS IN COM 101119105 2,566 156,429 SH   DFND 1 156,429 0 0
BRIDGEPOINT ED INC COM 10807M105 164 15,280 SH   DFND 1 5,880 0 9,400
BRIGGS & STRATTON CORP COM 109043109 477 21,203 SH   DFND 1 18,403 0 2,800
BRINKER INTL INC COM 109641100 8,848 201,256 SH   DFND 1 182,456 0 18,800
BRISTOW GROUP INC COM 110394103 177 11,590 SH   DFND 1 4,190 0 7,400
BROADWIND ENERGY INC COM NEW 11161T207 58 6,940 SH   DFND 1 2,540 0 4,400
BROOKLINE BANCORP INC DEL COM 11373M107 3,492 223,106 SH   DFND 1 207,506 0 15,600
BROWN FORMAN CORP CL B 115637209 3,740 80,986 SH   DFND 1 36,486 0 44,500
BRUNSWICK CORP COM 117043109 23,362 381,717 SH   DFND 1 365,817 0 15,900
BRYN MAWR BK CORP COM 117665109 233 5,890 SH   DFND 1 2,190 0 3,700
BUILDERS FIRSTSOURCE INC COM 12008R107 6,410 430,164 SH   DFND 1 395,364 0 34,800
C & F FINL CORP COM 12466Q104 399 8,600 SH   DFND 1 8,600 0 0
CAI INTERNATIONAL INC COM 12477X106 114 7,230 SH   DFND 1 2,730 0 4,500
CBIZ INC COM 124805102 501 36,970 SH   DFND 1 13,570 0 23,400
CBS CORP NEW CL B 124857202 97,647 1,407,823 SH   DFND 1 1,060,623 0 347,200
C D I CORP COM 125071100 87 10,140 SH   DFND 1 3,640 0 6,500
CECO ENVIRONMENTAL CORP COM 125141101 197 18,700 SH   DFND 1 6,800 0 11,900
CDW CORP COM 12514G108 11,175 193,638 SH   DFND 1 137,238 0 56,400
CIGNA CORPORATION COM 125509109 33,677 229,886 SH   DFND 1 184,286 0 45,600
CIT GROUP INC COM NEW 125581801 3 53 SH   DFND 1 53 0 0
CNA FINL CORP COM 126117100 37 827 SH   DFND 1 827 0 0
CNB FINL CORP PA COM 126128107 86 3,570 SH   DFND 1 1,370 0 2,200
CRA INTL INC COM 12618T105 169 4,770 SH   DFND 1 1,770 0 3,000
CNO FINL GROUP INC COM 12621E103 14,802 722,018 SH   DFND 1 722,018 0 0
CSX CORP COM 126408103 33 699 SH   DFND 1 699 0 0
CA INC COM 12673P105 11,261 355,012 SH   DFND 1 284,512 0 70,500
CALATLANTIC GROUP INC COM 128195104 13,258 354,008 SH   DFND 1 354,008 0 0
CALERES INC COM 129500104 4,562 172,660 SH   DFND 1 152,560 0 20,100
CALIFORNIA RES CORP COM NEW 13057Q206 1 3 SH   DFND 1 3 0 0
CALPINE CORP COM NEW 131347304 45,490 4,116,654 SH   DFND 1 3,277,334 0 839,320
CAMDEN NATL CORP COM 133034108 272 6,160 SH   DFND 1 2,260 0 3,900
CANADIAN NAT RES LTD COM 136385101 178,015 5,428,954 SH   DFND 1 4,349,754 0 1,079,200
CANADIAN PAC RY LTD COM 13645T100 16 112 SH   DFND 1 112 0 0
CAPITAL CITY BK GROUP INC COM 139674105 136 6,350 SH   DFND 1 2,350 0 4,000
CAPITAL BK FINL CORP CL A COM 139794101 3,377 77,803 SH   DFND 1 75,903 0 1,900
CAPITAL ONE FINL CORP COM 14040H105 42,346 488,643 SH   DFND 1 372,043 0 116,600
CAPITOL FED FINL INC COM 14057J101 7,694 525,847 SH   DFND 1 487,747 0 38,100
CARBO CERAMICS INC COM 140781105 3,000 230,052 SH   DFND 1 175,552 0 54,500
CARDINAL HEALTH INC COM 14149Y108 23,049 282,635 SH   DFND 1 226,435 0 56,200
CARE COM INC COM 141633107 896 71,600 SH   DFND 1 71,600 0 0
CARLISLE COS INC COM 142339100 5,781 54,320 SH   DFND 1 43,520 0 10,800
CARMAX INC COM 143130102 9,931 167,690 SH   DFND 1 134,390 0 33,300
CARNIVAL CORP UNIT 99/99/9999 143658300 76,988 1,306,858 SH   DFND 1 986,558 0 320,300
CARTER INC COM 146229109 898 9,995 SH   DFND 1 4,495 0 5,500
CASCADE BANCORP COM NEW 147154207 198 25,600 SH   DFND 1 9,400 0 16,200
CATHAY GEN BANCORP COM 149150104 9,677 256,798 SH   DFND 1 236,626 0 20,172
CELANESE CORP DEL COM SER A 150870103 12,254 136,375 SH   DFND 1 105,775 0 30,600
CELGENE CORP COM 151020104 46,361 372,581 SH   DFND 1 297,581 0 75,000
CENTURY CASINOS INC COM 156492100 118 15,490 SH   DFND 1 5,590 0 9,900
CENTURY CMNTYS INC COM 156504300 396 15,580 SH   DFND 1 5,680 0 9,900
CENTURYLINK INC COM 156700106 10 400 SH   DFND 1 400 0 0
CHART INDS INC COM PAR $0.01 16115Q308 3,858 110,391 SH   DFND 1 100,091 0 10,300
CHARTER FINL CORP MD COM 16122W108 865 43,950 SH   DFND 1 36,250 0 7,700
CHEMICAL FINL CORP COM 163731102 9,523 186,159 SH   DFND 1 179,159 0 7,000
CHEMOURS CO COM 163851108 9 214 SH   DFND 1 214 0 0
CHEVRON CORP NEW COM 166764100 180,455 1,680,679 SH   DFND 1 1,316,979 0 363,700
CHICAGO BRIDGE & IRON CO N V COM 167250109 40,487 1,316,649 SH   DFND 1 1,054,199 0 262,450
CHINA MOBILE LIMITED SPONSORED ADR 16941M109 6,447 116,718 SH   DFND 1 38,618 0 78,100
CHURCH & DWIGHT INC COM 171340102 120 2,400 SH Put DFND 1 0 0 0
CINCINNATI FINL CORP COM 172062101 9,693 134,119 SH   DFND 1 107,919 0 26,200
CIRRUS LOGIC INC COM 172755100 12,796 210,834 SH   DFND 1 210,834 0 0
CISCO SYS INC COM 17275R102 304,356 9,004,590 SH   DFND 1 7,211,890 0 1,792,700
CINTAS CORP COM 172908105 10 78 SH   DFND 1 78 0 0
CITIZENS & NORTHN CORP COM 172922106 107 4,560 SH   DFND 1 1,660 0 2,900
CITIGROUP INC COM NEW 172967424 463,042 7,740,586 SH   DFND 1 6,181,086 0 1,559,500
CITI TRENDS INC COM 17306X102 140 8,200 SH   DFND 1 3,000 0 5,200
CITIZENS FINL GROUP INC COM 174610105 16,996 491,907 SH   DFND 1 376,207 0 115,700
CLIFTON BANCORP INC COM 186873105 572 35,326 SH   DFND 1 27,326 0 8,000
COLFAX CORP COM 194014106 6 144 SH   DFND 1 144 0 0
COMCAST CORP NEW CL A 20030N101 47 1,240 SH   DFND 1 1,240 0 0
COMERICA INC COM 200340107 9,961 145,236 SH   DFND 1 116,736 0 28,500
COMMERCE BANCSHARES INC COM 200525103 4,881 86,901 SH   DFND 1 68,137 0 18,764
COMMUNITY HEALTHCARE TR INC COM 20369C106 598 25,000 SH   DFND 1 25,000 0 0
COMPUTER SCIENCES CORP COM 205363104 1,978 28,658 SH   DFND 1 12,858 0 15,800
COMPUTER TASK GROUP INC COM 205477102 47 8,500 SH   DFND 1 3,100 0 5,400
CONCURRENT COMPUTER CORP NEW COM PAR $.01 206710402 30 6,015 SH   DFND 1 6,015 0 0
CONNECTONE BANCORP INC NEW COM 20786W107 2,200 90,702 SH   DFND 1 83,102 0 7,600
CONOCOPHILLIPS COM 20825C104 55,205 1,106,966 SH   DFND 1 887,066 0 219,900
CONSOL ENERGY INC COM 20854P109 12,960 772,299 SH   DFND 1 772,299 0 0
CONSOLIDATED EDISON INC COM 209115104 76 966 SH   DFND 1 966 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 52 10,860 SH   DFND 1 3,960 0 6,900
COOPER STD HLDGS INC COM 21676P103 7,763 69,974 SH   DFND 1 63,274 0 6,700
COOPER TIRE & RUBR CO COM 216831107 4,222 95,176 SH   DFND 1 83,976 0 11,200
CORE MOLDING TECHNOLOGIES IN COM 218683100 77 4,270 SH   DFND 1 1,570 0 2,700
CORNING INC COM 219350105 41,841 1,549,645 SH   DFND 1 1,085,845 0 463,800
CRANE CO COM 224399105 14,916 199,326 SH   DFND 1 199,326 0 0
CREDIT ACCEP CORP MICH COM 225310101 16,849 84,490 SH   DFND 1 83,290 0 1,200
CREE INC COM 225447101 9,969 372,930 SH   DFND 1 339,130 0 33,800
CROWN HOLDINGS INC COM 228368106 86,089 1,625,849 SH   DFND 1 1,266,049 0 359,800
CULLEN FROST BANKERS INC COM 229899109 4,522 50,822 SH   DFND 1 40,922 0 9,900
CUMMINS INC COM 231021106 30,936 204,602 SH   DFND 1 145,302 0 59,300
CURTISS WRIGHT CORP COM 231561101 585 6,406 SH   DFND 1 2,906 0 3,500
CUSTOMERS BANCORP INC COM 23204G100 2,764 87,643 SH   DFND 1 79,633 0 8,010
CYPRESS SEMICONDUCTOR CORP COM 232806109 5 292 SH   DFND 1 292 0 0
DMC GLOBAL INC COM 23291C103 338 27,200 SH   DFND 1 27,200 0 0
D R HORTON INC COM 23331A109 58,013 1,741,599 SH   DFND 1 1,395,199 0 346,400
DTE ENERGY CO COM 233331107 16,409 160,692 SH   DFND 1 128,792 0 31,900
DANA INCORPORATED COM 235825205 10,857 562,239 SH   DFND 1 512,339 0 49,900
DARDEN RESTAURANTS INC COM 237194105 8,969 107,187 SH   DFND 1 85,487 0 21,700
DAVITA INC COM 23918K108 3,325 48,917 SH   DFND 1 22,117 0 26,800
DEAN FOODS CO NEW COM NEW 242370203 3,148 160,097 SH   DFND 1 144,297 0 15,800
DECKERS OUTDOOR CORP COM 243537107 7,703 128,949 SH   DFND 1 117,849 0 11,100
DEERE & CO COM 244199105 6,064 55,704 SH   DFND 1 25,404 0 30,300
DEERE & CO COM 244199105 196 1,800 SH Put DFND 1 0 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 200,648 4,365,707 SH   DFND 1 3,419,665 0 946,042
DELUXE CORP COM 248019101 15,619 216,419 SH   DFND 1 197,419 0 19,000
DEVON ENERGY CORP NEW COM 25179M103 92,236 2,210,825 SH   DFND 1 1,724,925 0 485,900
DICKS SPORTING GOODS INC COM 253393102 3,651 75,017 SH   DFND 1 60,317 0 14,700
DIGI INTL INC COM 253798102 231 19,350 SH   DFND 1 7,050 0 12,300
DIGITALGLOBE INC COM NEW 25389M877 7,450 227,466 SH   DFND 1 206,266 0 21,200
DIME CMNTY BANCSHARES COM 253922108 2,390 117,694 SH   DFND 1 104,994 0 12,700
DILLARDS INC CL A 254067101 1 1 SH   DFND 1 1 0 0
DIODES INC COM 254543101 3,052 126,889 SH   DFND 1 114,489 0 12,400
DISNEY WALT CO COM DISNEY 254687106 152,839 1,347,903 SH   DFND 1 1,082,303 0 265,600
DISCOVER FINL SVCS COM 254709108 40,503 592,227 SH   DFND 1 396,327 0 195,900
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,640 159,472 SH   DFND 1 115,572 0 43,900
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 6 182 SH   DFND 1 182 0 0
DOLLAR GEN CORP NEW COM 256677105 4,445 63,738 SH   DFND 1 28,838 0 34,900
DOMTAR CORP COM NEW 257559203 9,788 268,006 SH   DFND 1 237,706 0 30,300
DOUGLAS DYNAMICS INC COM 25960R105 502 16,370 SH   DFND 1 5,970 0 10,400
DOW CHEM CO COM 260543103 40,337 634,823 SH   DFND 1 510,623 0 124,200
DRIL-QUIP INC COM 262037104 4,776 87,545 SH   DFND 1 63,264 0 24,281
DUKE ENERGY CORP NEW COM NEW 26441C204 44,763 545,822 SH   DFND 1 435,322 0 110,500
EMC INS GROUP INC COM 268664109 314 11,180 SH   DFND 1 4,130 0 7,050
ERA GROUP INC COM 26885G109 151 11,370 SH   DFND 1 4,170 0 7,200
E TRADE FINANCIAL CORP COM NEW 269246401 11,815 338,625 SH   DFND 1 239,525 0 99,100
EAST WEST BANCORP INC COM 27579R104 6,687 129,554 SH   DFND 1 103,854 0 25,700
EASTMAN CHEM CO COM 277432100 93,275 1,154,384 SH   DFND 1 917,384 0 237,000
EATON VANCE CORP COM NON VTG 278265103 4,265 94,856 SH   DFND 1 76,256 0 18,600
EBAY INC COM 278642103 36,758 1,094,944 SH   DFND 1 835,744 0 259,200
ECHOSTAR CORP CL A 278768106 8,890 156,097 SH   DFND 1 156,097 0 0
EDISON INTL COM 281020107 22,196 278,799 SH   DFND 1 223,999 0 54,800
EGALET CORP COM 28226B104 833 163,227 SH   DFND 1 152,957 0 10,270
ELECTRO SCIENTIFIC INDS COM 285229100 125 17,800 SH   DFND 1 6,500 0 11,300
ELECTRONIC ARTS INC COM 285512109 20 221 SH   DFND 1 221 0 0
ELLIS PERRY INTL INC COM 288853104 249 11,560 SH   DFND 1 4,260 0 7,300
EMERSON ELEC CO COM 291011104 32,451 542,100 SH   DFND 1 434,800 0 107,300
EMPLOYERS HOLDINGS INC COM 292218104 3,932 103,608 SH   DFND 1 92,708 0 10,900
ENCORE CAP GROUP INC COM 292554102 2,165 70,274 SH   DFND 1 65,774 0 4,500
ENERSYS COM 29275Y102 14,655 185,639 SH   DFND 1 164,839 0 20,800
ENOVA INTL INC COM 29357K103 37 2,480 SH   DFND 1 880 0 1,600
ENTERCOM COMMUNICATIONS CORP CL A 293639100 345 24,110 SH   DFND 1 8,910 0 15,200
ENTERGY CORP NEW COM 29364G103 11,500 151,391 SH   DFND 1 121,791 0 29,600
ENTERPRISE FINL SVCS CORP COM 293712105 296 6,980 SH   DFND 1 2,580 0 4,400
EPLUS INC COM 294268107 1,952 14,453 SH   DFND 1 11,953 0 2,500
ERICSSON ADR B SEK 10 294821608 1 1 SH   DFND 1 1 0 0
ESSA BANCORP INC COM 29667D104 51 3,430 SH   DFND 1 1,230 0 2,200
EVERTEC INC COM 30040P103 4,494 282,634 SH   DFND 1 259,734 0 22,900
EVERSOURCE ENERGY COM 30040W108 15,940 271,170 SH   DFND 1 217,970 0 53,200
EXACTECH INC COM 30064E109 190 7,530 SH   DFND 1 2,730 0 4,800
EXELON CORP COM 30161N101 28,418 789,818 SH   DFND 1 634,218 0 155,600
EXONE CO COM 302104104 2,010 197,190 SH   DFND 1 183,380 0 13,810
EXPEDITORS INTL WASH INC COM 302130109 816 14,432 SH   DFND 1 6,532 0 7,900
EXPRESS SCRIPTS HLDG CO COM 30219G108 17,256 261,810 SH   DFND 1 118,010 0 143,800
EZCORP INC CL A NON VTG 302301106 36 4,300 SH   DFND 1 1,600 0 2,700
EXXON MOBIL CORP COM 30231G102 13,434 163,802 SH   DFND 1 73,602 0 90,200
FBL FINL GROUP INC CL A 30239F106 3,868 59,093 SH   DFND 1 53,993 0 5,100
FNB CORP PA COM 302520101 13,335 896,742 SH   DFND 1 832,232 0 64,510
FACTSET RESH SYS INC COM 303075105 661 4,008 SH   DFND 1 1,808 0 2,200
FEDERAL SIGNAL CORP COM 313855108 6,591 477,220 SH   DFND 1 355,800 0 121,420
FEDEX CORP COM 31428X106 39 196 SH   DFND 1 196 0 0
FERRO CORP COM 315405100 4,886 321,596 SH   DFND 1 295,596 0 26,000
F5 NETWORKS INC COM 315616102 3 15 SH   DFND 1 15 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,937 229,488 SH   DFND 1 184,388 0 45,100
FIDELITY SOUTHERN CORP NEW COM 316394105 210 9,340 SH   DFND 1 3,240 0 6,100
FIFTH THIRD BANCORP COM 316773100 23,917 941,592 SH   DFND 1 658,592 0 283,000
FINANCIAL INSTNS INC COM 317585404 133 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 10,125 257,740 SH   DFND 1 257,740 0 0
FIRST BANCORP P R COM NEW 318672706 1,082 191,400 SH   DFND 1 191,400 0 0
FIRST BANCORP N C COM 318910106 272 9,260 SH   DFND 1 3,360 0 5,900
FIRST BUSEY CORP COM NEW 319383204 256 8,696 SH   DFND 1 3,196 0 5,500
FIRST BUS FINL SVCS INC WIS COM 319390100 80 3,080 SH   DFND 1 1,180 0 1,900
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,406 19,101 SH   DFND 1 19,101 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 4,842 365,085 SH   DFND 1 336,985 0 28,100
FIRST CMNTY BANCSHARES INC N COM 31983A103 159 6,350 SH   DFND 1 2,350 0 4,000
FIRST CONN BANCORP INC MD COM 319850103 6,397 257,916 SH   DFND 1 200,878 0 57,038
FIRST DEFIANCE FINL CORP COM 32006W106 204 4,120 SH   DFND 1 1,520 0 2,600
FIRST DATA CORP NEW COM CL A 32008D106 48,248 3,112,713 SH   DFND 1 2,454,203 0 658,510
FIRST FINL CORP IND COM 320218100 266 5,590 SH   DFND 1 1,990 0 3,600
FIRST FINANCIAL NORTHWEST IN COM 32022K102 107 6,010 SH   DFND 1 2,210 0 3,800
FIRST HORIZON NATL CORP COM 320517105 315 16,982 SH   DFND 1 7,982 0 9,000
FIRST INTERNET BANCORP COM 320557101 15 500 SH   DFND 1 200 0 300
FIRST MERCHANTS CORP COM 320817109 4,686 119,168 SH   DFND 1 109,668 0 9,500
FIRST MIDWEST BANCORP DEL COM 320867104 6,066 256,143 SH   DFND 1 238,091 0 18,052
FIRST NORTHWEST BANCORP COM 335834107 95 6,070 SH   DFND 1 2,270 0 3,800
1ST SOURCE CORP COM 336901103 3,816 81,267 SH   DFND 1 77,607 0 3,660
FLAGSTAR BANCORP INC COM PAR .001 337930705 10,772 382,105 SH   DFND 1 309,045 0 73,060
FIRSTENERGY CORP COM 337932107 45 1,393 SH   DFND 1 1,393 0 0
FIVE STAR SENIOR LIVING INC COM 33832D106 36 16,290 SH   DFND 1 5,890 0 10,400
FLUOR CORP NEW COM 343412102 35,900 682,239 SH   DFND 1 541,739 0 140,500
FLOWSERVE CORP COM 34354P105 4,682 96,690 SH   DFND 1 70,283 0 26,407
FLUSHING FINL CORP COM 343873105 1,282 47,688 SH   DFND 1 39,688 0 8,000
FONAR CORP COM NEW 344437405 77 4,370 SH   DFND 1 1,570 0 2,800
FOOT LOCKER INC COM 344849104 10,129 135,386 SH   DFND 1 102,286 0 33,100
FORESTAR GROUP INC COM 346233109 228 16,670 SH   DFND 1 6,170 0 10,500
FOSSIL GROUP INC COM 34988V106 1 10 SH   DFND 1 10 0 0
FOSTER L B CO COM 350060109 72 5,700 SH   DFND 1 2,100 0 3,600
FRANCESCAS HLDGS CORP COM 351793104 317 20,600 SH   DFND 1 7,500 0 13,100
FRANKLIN FINL NETWORK INC COM 35352P104 236 6,070 SH   DFND 1 2,270 0 3,800
FRANKLIN RES INC COM 354613101 21,401 507,833 SH   DFND 1 407,233 0 100,600
FRIEDMAN INDS INC COM 358435105 802 124,245 SH   DFND 1 124,245 0 0
FULTON FINL CORP PA COM 360271100 11,488 643,556 SH   DFND 1 597,156 0 46,400
FUTUREFUEL CORPORATION COM 36116M106 340 23,930 SH   DFND 1 8,730 0 15,200
GATX CORP COM 361448103 10,280 168,627 SH   DFND 1 154,027 0 14,600
GAIN CAP HLDGS INC COM 36268W100 8,901 1,068,469 SH   DFND 1 791,709 0 276,760
GAP INC DEL COM 364760108 8,271 340,476 SH   DFND 1 273,476 0 67,000
GENERAL DYNAMICS CORP COM 369550108 61,083 326,298 SH   DFND 1 245,198 0 81,100
GENERAL MTRS CO COM 37045V100 241,057 6,817,213 SH   DFND 1 5,452,523 0 1,364,690
GENESEE & WYO INC CL A 371559105 2 24 SH   DFND 1 24 0 0
GENTEX CORP COM 371901109 25,698 1,204,770 SH   DFND 1 1,153,670 0 51,100
GENUINE PARTS CO COM 372460105 148 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 2,040 125,681 SH   DFND 1 117,031 0 8,650
GILEAD SCIENCES INC COM 375558103 75,812 1,116,193 SH   DFND 1 772,993 0 343,200
GLATFELTER COM 377316104 3,619 166,424 SH   DFND 1 153,724 0 12,700
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 366 10,620 SH   DFND 1 3,920 0 6,700
GLOBUS MED INC CL A 379577208 4,376 147,717 SH   DFND 1 107,117 0 40,600
GOLDMAN SACHS GROUP INC COM 38141G104 92,944 404,594 SH   DFND 1 305,294 0 99,300
GOODYEAR TIRE & RUBR CO COM 382550101 79,775 2,215,966 SH   DFND 1 1,757,766 0 458,200
GRAHAM CORP COM 384556106 594 25,800 SH   DFND 1 25,800 0 0
GRAHAM HLDGS CO COM 384637104 5,571 9,291 SH   DFND 1 8,791 0 500
GRAINGER W W INC COM 384802104 5,656 24,296 SH   DFND 1 10,896 0 13,400
GRAPHIC PACKAGING HLDG CO COM 388689101 3,351 260,330 SH   DFND 1 207,830 0 52,500
GRAY TELEVISION INC COM 389375106 3,681 253,806 SH   DFND 1 230,806 0 23,000
GREAT LAKES DREDGE & DOCK CO COM 390607109 130 32,440 SH   DFND 1 11,940 0 20,500
GREAT SOUTHN BANCORP INC COM 390905107 328 6,490 SH   DFND 1 2,390 0 4,100
GREAT WESTN BANCORP INC COM 391416104 7,834 184,701 SH   DFND 1 167,601 0 17,100
GREEN BRICK PARTNERS INC COM 392709101 266 26,710 SH   DFND 1 9,710 0 17,000
GREEN PLAINS INC COM 393222104 3,709 149,852 SH   DFND 1 136,652 0 13,200
GREENBRIER COS INC COM 393657101 4,777 110,825 SH   DFND 1 101,025 0 9,800
GREENHILL & CO INC COM 395259104 2,204 75,217 SH   DFND 1 73,717 0 1,500
GROUP 1 AUTOMOTIVE INC COM 398905109 6,194 83,608 SH   DFND 1 76,208 0 7,400
GROUPE CGI INC CL A SUB VTG 39945C109 9 197 SH   DFND 1 197 0 0
GULF ISLAND FABRICATION INC COM 402307102 93 8,040 SH   DFND 1 2,940 0 5,100
HCA HOLDINGS INC COM 40412C101 29,539 331,926 SH   DFND 1 266,026 0 65,900
HCI GROUP INC COM 40416E103 133 2,900 SH   DFND 1 1,100 0 1,800
HFF INC CL A 40418F108 2,339 84,499 SH   DFND 1 73,899 0 10,600
HNI CORP COM 404251100 6,878 149,224 SH   DFND 1 138,724 0 10,500
HP INC COM 40434L105 27,217 1,522,173 SH   DFND 1 1,220,973 0 301,200
HALLADOR ENERGY COMPANY COM 40609P105 129 16,090 SH   DFND 1 5,890 0 10,200
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 98 8,860 SH   DFND 1 3,160 0 5,700
HANCOCK HLDG CO COM 410120109 11,559 253,764 SH   DFND 1 234,464 0 19,300
HANESBRANDS INC COM 410345102 44,600 2,148,339 SH   DFND 1 1,645,038 0 503,301
HANMI FINL CORP COM NEW 410495204 2,680 87,141 SH   DFND 1 79,941 0 7,200
HANOVER INS GROUP INC COM 410867105 12,610 140,007 SH   DFND 1 140,007 0 0
HARBORONE BANCORP INC COM 41165F101 3,911 205,937 SH   DFND 1 162,252 0 43,685
HARDINGE INC COM 412324303 109 9,630 SH   DFND 1 3,430 0 6,200
HARLEY DAVIDSON INC COM 412822108 15,242 251,925 SH   DFND 1 169,022 0 82,903
HARRIS CORP DEL COM 413875105 12,386 111,310 SH   DFND 1 89,210 0 22,100
HARTFORD FINL SVCS GROUP INC COM 416515104 16,164 336,240 SH   DFND 1 269,740 0 66,500
HAWAIIAN HOLDINGS INC COM 419879101 9,954 214,288 SH   DFND 1 192,288 0 22,000
HAWAIIAN TELCOM HOLDCO INC COM 420031106 191 8,330 SH   DFND 1 3,030 0 5,300
HAYNES INTERNATIONAL INC COM NEW 420877201 6,893 180,817 SH   DFND 1 130,367 0 50,450
HEALTHSOUTH CORP COM NEW 421924309 12,925 301,913 SH   DFND 1 301,913 0 0
HEARTLAND FINL USA INC COM 42234Q102 4,102 82,122 SH   DFND 1 74,522 0 7,600
HECLA MNG CO COM 422704106 8,010 1,514,170 SH   DFND 1 1,377,070 0 137,100
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 3,019 388,528 SH   DFND 1 352,228 0 36,300
HELMERICH & PAYNE INC COM 423452101 6,075 91,255 SH   DFND 1 73,355 0 17,900
HERITAGE FINL CORP WASH COM 42722X106 340 13,727 SH   DFND 1 4,968 0 8,759
HERON THERAPEUTICS INC COM 427746102 1,379 91,880 SH   DFND 1 67,970 0 23,910
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 8,973 477,520 SH   DFND 1 358,180 0 119,340
HEWLETT PACKARD ENTERPRISE C COM 42824C109 13,366 563,925 SH   DFND 1 254,925 0 309,000
HEXCEL CORP NEW COM 428291108 4,219 77,330 SH   DFND 1 62,130 0 15,200
HILLENBRAND INC COM 431571108 9,392 261,970 SH   DFND 1 233,870 0 28,100
HILLTOP HOLDINGS INC COM 432748101 7,634 277,889 SH   DFND 1 255,689 0 22,200
HOLLYFRONTIER CORP COM 436106108 21,027 741,923 SH   DFND 1 710,223 0 31,700
HOMESTREET INC COM 43785V102 10,961 392,142 SH   DFND 1 306,772 0 85,370
HOMETRUST BANCSHARES INC COM 437872104 192 8,140 SH   DFND 1 2,940 0 5,200
HONEYWELL INTL INC COM 438516106 85,136 681,795 SH   DFND 1 546,395 0 135,400
HOPE BANCORP INC COM 43940T109 4,797 250,215 SH   DFND 1 231,415 0 18,800
HORACE MANN EDUCATORS CORP N COM 440327104 5,468 133,190 SH   DFND 1 119,690 0 13,500
HORIZON BANCORP IND COM 440407104 2,363 90,089 SH   DFND 1 81,789 0 8,300
HOST HOTELS & RESORTS INC COM 44107P104 4 170 SH   DFND 1 170 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 36 5,300 SH   DFND 1 1,900 0 3,400
HOWARD HUGHES CORP COM 44267D107 5 38 SH   DFND 1 38 0 0
HUBBELL INC COM 443510607 5,254 43,760 SH   DFND 1 35,160 0 8,600
HUNTSMAN CORP COM 447011107 26,368 1,074,455 SH   DFND 1 999,955 0 74,500
HUTTIG BLDG PRODS INC COM 448451104 117 14,300 SH   DFND 1 5,200 0 9,100
HYATT HOTELS CORP COM CL A 448579102 1,935 35,831 SH   DFND 1 28,731 0 7,100
HYSTER YALE MATLS HANDLING I CL A 449172105 6,754 119,759 SH   DFND 1 89,958 0 29,801
ILG INC COM 44967H101 10,838 517,077 SH   DFND 1 473,877 0 43,200
IPG PHOTONICS CORP COM 44980X109 79,536 658,950 SH   DFND 1 516,790 0 142,160
ITT INC COM 45073V108 10,111 246,472 SH   DFND 1 246,472 0 0
IBERIABANK CORP COM 450828108 11,110 140,448 SH   DFND 1 130,848 0 9,600
ICONIX BRAND GROUP INC COM 451055107 209 27,690 SH   DFND 1 10,190 0 17,500
IDACORP INC COM 451107106 11 122 SH   DFND 1 122 0 0
IDEXX LABS INC COM 45168D104 3 17 SH   DFND 1 17 0 0
ILLINOIS TOOL WKS INC COM 452308109 35 263 SH   DFND 1 263 0 0
IMPAX LABORATORIES INC COM 45256B101 1,431 113,120 SH   DFND 1 84,990 0 28,130
INDEPENDENCE CONTRACT DRIL I COM 453415309 78 14,101 SH   DFND 1 5,201 0 8,900
INDEPENDENT BANK CORP MICH COM NEW 453838609 145 6,960 SH   DFND 1 2,560 0 4,400
INFINITY PPTY & CAS CORP COM 45665Q103 5,141 53,823 SH   DFND 1 51,223 0 2,600
INGLES MKTS INC CL A 457030104 2,322 53,811 SH   DFND 1 48,911 0 4,900
INGREDION INC COM 457187102 6,520 54,136 SH   DFND 1 43,136 0 11,000
INSIGHT ENTERPRISES INC COM 45765U103 7,558 183,922 SH   DFND 1 166,022 0 17,900
INNOSPEC INC COM 45768S105 6,578 101,576 SH   DFND 1 90,376 0 11,200
INTEL CORP COM 458140100 152,771 4,235,389 SH   DFND 1 3,394,289 0 841,100
INTEGER HLDGS CORP COM 45826H109 410 10,196 SH   DFND 1 3,696 0 6,500
INTERNATIONAL BANCSHARES COR COM 459044103 7,607 214,865 SH   DFND 1 199,265 0 15,600
INTERNATIONAL BUSINESS MACHS COM 459200101 147,223 845,427 SH   DFND 1 677,627 0 167,800
INTL PAPER CO COM 460146103 26,545 522,731 SH   DFND 1 365,530 0 157,201
INTERNATIONAL SPEEDWAY CORP CL A 460335201 4,153 112,387 SH   DFND 1 99,505 0 12,882
INTERPUBLIC GROUP COS INC COM 460690100 8,644 351,811 SH   DFND 1 282,011 0 69,800
INTL FCSTONE INC COM 46116V105 2,260 59,513 SH   DFND 1 53,213 0 6,300
INTUIT COM 461202103 13 111 SH   DFND 1 111 0 0
INTREPID POTASH INC COM 46121Y102 44 25,280 SH   DFND 1 9,180 0 16,100
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 294 14,490 SH   DFND 1 5,290 0 9,200
INVESTORS BANCORP INC NEW COM 46146L101 17,305 1,203,348 SH   DFND 1 1,148,948 0 54,400
IRIDIUM COMMUNICATIONS INC COM 46269C102 3,720 385,466 SH   DFND 1 348,466 0 37,000
ISHARES TR RUS 1000 VAL ETF 464287598 24,413 212,391 SH   DFND 1 84,591 0 127,800
ISHARES TR RUS 2000 VAL ETF 464287630 2,576 21,793 SH   DFND 1 21,793 0 0
ISHARES TR MICRO-CAP ETF 464288869 1,225 14,300 SH   DFND 1 14,300 0 0
IXYS CORP COM 46600W106 291 19,940 SH   DFND 1 7,240 0 12,700
JPMORGAN CHASE & CO COM 46625H100 483,494 5,504,257 SH   DFND 1 4,323,132 0 1,181,125
JABIL CIRCUIT INC COM 466313103 23,441 810,541 SH   DFND 1 779,841 0 30,700
JACOBS ENGR GROUP INC DEL COM 469814107 6,007 108,658 SH   DFND 1 87,158 0 21,500
JETBLUE AIRWAYS CORP COM 477143101 6 257 SH   DFND 1 257 0 0
JOHNSON & JOHNSON COM 478160104 302,438 2,428,244 SH   DFND 1 1,945,944 0 482,300
JOHNSON OUTDOORS INC CL A 479167108 172 4,700 SH   DFND 1 1,700 0 3,000
JONES LANG LASALLE INC COM 48020Q107 4,516 40,520 SH   DFND 1 32,420 0 8,100
JUNIPER NETWORKS INC COM 48203R104 9,479 340,571 SH   DFND 1 273,171 0 67,400
KCG HLDGS INC CL A 48244B100 6,063 340,026 SH   DFND 1 310,526 0 29,500
KLA-TENCOR CORP COM 482480100 12,531 131,804 SH   DFND 1 105,804 0 26,000
KKR & CO L P DEL COM UNITS 48248M102 168,415 9,238,307 SH   DFND 1 7,207,107 0 2,031,200
KLX INC COM 482539103 9,173 205,211 SH   DFND 1 187,011 0 18,200
K12 INC COM 48273U102 426 22,210 SH   DFND 1 8,110 0 14,100
KATE SPADE & CO COM 485865109 86 3,700 SH Put DFND 1 0 0 0
KB HOME COM 48666K109 6,994 351,809 SH   DFND 1 309,409 0 42,400
KEARNY FINL CORP MD COM 48716P108 4,192 278,516 SH   DFND 1 252,716 0 25,800
KELLY SVCS INC CL A 488152208 3,163 144,688 SH   DFND 1 128,088 0 16,600
KEMPER CORP DEL COM 488401100 8,007 200,652 SH   DFND 1 183,352 0 17,300
KEY TRONICS CORP COM 493144109 58 7,880 SH   DFND 1 2,880 0 5,000
KEYSIGHT TECHNOLOGIES INC COM 49338L103 19 508 SH   DFND 1 508 0 0
KFORCE INC COM 493732101 319 13,400 SH   DFND 1 4,900 0 8,500
KIMBALL ELECTRONICS INC COM 49428J109 258 15,190 SH   DFND 1 5,590 0 9,600
KIRBY CORP COM 497266106 6,676 94,616 SH   DFND 1 94,616 0 0
KNOLL INC COM NEW 498904200 4,794 201,312 SH   DFND 1 178,512 0 22,800
KOHLS CORP COM 500255104 7,762 194,956 SH   DFND 1 142,456 0 52,500
KONA GRILL INC COM 50047H201 5,654 897,356 SH   DFND 1 833,906 0 63,450
KOPPERS HOLDINGS INC COM 50060P106 3,357 79,248 SH   DFND 1 72,048 0 7,200
KORN FERRY INTL COM NEW 500643200 6,923 219,822 SH   DFND 1 199,922 0 19,900
KRAFT HEINZ CO COM 500754106 163 1,800 SH Put DFND 1 0 0 0
KULICKE & SOFFA INDS INC COM 501242101 4,780 235,230 SH   DFND 1 180,900 0 54,330
LGI HOMES INC COM 50187T106 2,628 77,474 SH   DFND 1 68,174 0 9,300
L3 TECHNOLOGIES INC COM 502413107 11,776 71,240 SH   DFND 1 55,740 0 15,500
LAKELAND BANCORP INC COM 511637100 285 14,527 SH   DFND 1 5,372 0 9,155
LAKELAND INDS INC COM 511795106 42 3,900 SH   DFND 1 1,400 0 2,500
LAM RESEARCH CORP COM 512807108 14 109 SH   DFND 1 109 0 0
LANNET INC COM 516012101 1,441 64,447 SH   DFND 1 48,577 0 15,870
LAYNE CHRISTENSEN CO COM 521050104 133 14,990 SH   DFND 1 5,490 0 9,500
LEAF GROUP LTD COM 52177G102 74 9,820 SH   DFND 1 3,620 0 6,200
LEAR CORP COM NEW 521865204 14,569 102,899 SH   DFND 1 68,593 0 34,306
LEE ENTERPRISES INC COM 523768109 81 30,920 SH   DFND 1 11,320 0 19,600
LEGGETT & PLATT INC COM 524660107 5,652 112,310 SH   DFND 1 90,210 0 22,100
LEIDOS HLDGS INC COM 525327102 3 57 SH   DFND 1 57 0 0
LENNAR CORP CL A 526057104 221 4,314 SH   DFND 1 4,314 0 0
LEUCADIA NATL CORP COM 527288104 8,136 312,904 SH   DFND 1 248,904 0 64,000
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 5 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 5 111 SH   DFND 1 111 0 0
LIBERTY TAX INC CL A 53128T102 62 4,300 SH   DFND 1 1,600 0 2,700
LIFETIME BRANDS INC COM 53222Q103 211 10,490 SH   DFND 1 3,790 0 6,700
LINCOLN EDL SVCS CORP COM 533535100 38 13,500 SH   DFND 1 4,900 0 8,600
LINCOLN ELEC HLDGS INC COM 533900106 1,327 15,275 SH   DFND 1 6,869 0 8,406
LINCOLN NATL CORP IND COM 534187109 12,890 196,931 SH   DFND 1 158,331 0 38,600
LINDSAY CORP COM 535555106 7,104 80,611 SH   DFND 1 59,911 0 20,700
LITHIA MTRS INC CL A 536797103 7,840 91,526 SH   DFND 1 83,226 0 8,300
LOCKHEED MARTIN CORP COM 539830109 14,507 54,211 SH   DFND 1 23,711 0 30,500
LOEWS CORP COM 540424108 14,118 301,856 SH   DFND 1 242,056 0 59,800
LOUISIANA PAC CORP COM 546347105 52,775 2,126,300 SH   DFND 1 1,685,100 0 441,200
LYON WILLIAM HOMES CL A NEW 552074700 318 15,400 SH   DFND 1 5,600 0 9,800
M & T BK CORP COM 55261F104 21,318 137,770 SH   DFND 1 110,370 0 27,400
MBIA INC COM 55262C100 3,713 438,296 SH   DFND 1 391,996 0 46,300
MB FINANCIAL INC NEW COM 55264U108 9,129 213,194 SH   DFND 1 196,521 0 16,673
M D C HLDGS INC COM 552676108 6,504 216,438 SH   DFND 1 191,658 0 24,780
MGC DIAGNOSTICS CORP COM 552768103 370 44,200 SH   DFND 1 44,200 0 0
MCBC HLDGS INC COM 55276F107 163 10,030 SH   DFND 1 3,630 0 6,400
MGIC INVT CORP WIS COM 552848103 15,304 1,510,703 SH   DFND 1 1,339,063 0 171,640
MGM RESORTS INTERNATIONAL COM 552953101 5 149 SH   DFND 1 149 0 0
M/I HOMES INC COM 55305B101 458 18,680 SH   DFND 1 6,780 0 11,900
MRC GLOBAL INC COM 55345K103 4,024 219,513 SH   DFND 1 159,823 0 59,690
MSCI INC COM 55354G100 7 71 SH   DFND 1 71 0 0
MSG NETWORK INC CL A 553573106 5,878 251,709 SH   DFND 1 223,109 0 28,600
MTS SYS CORP COM 553777103 4,240 77,011 SH   DFND 1 55,991 0 21,020
MACYS INC COM 55616P104 7 227 SH   DFND 1 227 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 2 7 SH   DFND 1 7 0 0
MAGELLAN HEALTH INC COM NEW 559079207 6,893 99,822 SH   DFND 1 91,522 0 8,300
MAGNA INTL INC COM 559222401 84,171 1,950,217 SH   DFND 1 1,570,817 0 379,400
MAINSOURCE FINANCIAL GP INC COM 56062Y102 275 8,350 SH   DFND 1 2,950 0 5,400
MALIBU BOATS INC COM CL A 56117J100 4,326 192,677 SH   DFND 1 175,017 0 17,660
MANITOWOC INC COM 563571108 200 35,000 SH   DFND 1 35,000 0 0
MANNING & NAPIER INC CL A 56382Q102 1,382 242,349 SH   DFND 1 179,246 0 63,103
MANPOWERGROUP INC COM 56418H100 9,363 91,284 SH   DFND 1 62,513 0 28,771
MARATHON PETE CORP COM 56585A102 23,937 473,613 SH   DFND 1 379,713 0 93,900
MARCUS & MILLICHAP INC COM 566324109 3,565 145,011 SH   DFND 1 133,311 0 11,700
MARKEL CORP COM 570535104 11,398 11,679 SH   DFND 1 9,479 0 2,200
MARLIN BUSINESS SVCS CORP COM 571157106 171 6,640 SH   DFND 1 2,440 0 4,200
MATERION CORP COM 576690101 367 10,930 SH   DFND 1 4,030 0 6,900
MATRIX SVC CO COM 576853105 146 8,790 SH   DFND 1 3,190 0 5,600
MCDERMOTT INTL INC COM 580037109 6,239 924,257 SH   DFND 1 840,557 0 83,700
MCKESSON CORP COM 58155Q103 3,371 22,733 SH   DFND 1 10,233 0 12,500
MEDNAX INC COM 58502B106 2,149 30,970 SH   DFND 1 24,970 0 6,000
MEETME INC COM 585141104 172 29,170 SH   DFND 1 10,770 0 18,400
MERCANTILE BANK CORP COM 587376104 201 5,830 SH   DFND 1 2,230 0 3,600
MERCK & CO INC COM 58933Y105 156,443 2,462,108 SH   DFND 1 1,970,808 0 491,300
MEREDITH CORP COM 589433101 9,922 153,586 SH   DFND 1 139,955 0 13,631
MERIDIAN BANCORP INC MD COM 58958U103 2,297 125,503 SH   DFND 1 115,303 0 10,200
MERITAGE HOMES CORP COM 59001A102 5,976 162,389 SH   DFND 1 146,289 0 16,100
MERITOR INC COM 59001K100 5,735 334,736 SH   DFND 1 307,636 0 27,100
METHODE ELECTRS INC COM 591520200 4,000 87,719 SH   DFND 1 78,219 0 9,500
METLIFE INC COM 59156R108 114,527 2,168,241 SH   DFND 1 1,695,341 0 472,900
METTLER TOLEDO INTERNATIONAL COM 592688105 10 20 SH   DFND 1 20 0 0
MICHAELS COS INC COM 59408Q106 5,134 229,292 SH   DFND 1 163,022 0 66,270
MICRON TECHNOLOGY INC COM 595112103 181,850 6,292,387 SH   DFND 1 4,984,812 0 1,307,575
MIDSOUTH BANCORP INC COM 598039105 860 56,169 SH   DFND 1 56,169 0 0
MILLER HERMAN INC COM 600544100 7,304 231,499 SH   DFND 1 212,799 0 18,700
MILLER INDS INC TENN COM NEW 600551204 232 8,770 SH   DFND 1 3,170 0 5,600
MINERALS TECHNOLOGIES INC COM 603158106 10,046 131,148 SH   DFND 1 119,148 0 12,000
MITCHAM INDS INC COM 606501104 33 6,600 SH   DFND 1 2,400 0 4,200
MODINE MFG CO COM 607828100 335 27,400 SH   DFND 1 10,000 0 17,400
MOHAWK INDS INC COM 608190104 15,232 66,370 SH   DFND 1 53,170 0 13,200
MORGAN STANLEY COM NEW 617446448 138,745 3,238,667 SH   DFND 1 2,522,067 0 716,600
MOSAIC CO NEW COM 61945C103 9,182 314,659 SH   DFND 1 252,359 0 62,300
MOTOROLA SOLUTIONS INC COM NEW 620076307 12,095 140,280 SH   DFND 1 112,580 0 27,700
MOVADO GROUP INC COM 624580106 223 8,900 SH   DFND 1 3,300 0 5,600
MURPHY OIL CORP COM 626717102 16,295 569,949 SH   DFND 1 569,949 0 0
NCR CORP NEW COM 62886E108 33,268 728,281 SH   DFND 1 655,031 0 73,250
NCI INC CL A 62886K104 74 4,900 SH   DFND 1 1,800 0 3,100
NMI HLDGS INC CL A 629209305 267 23,420 SH   DFND 1 8,620 0 14,800
NN INC COM 629337106 8,053 319,538 SH   DFND 1 234,338 0 85,200
NRG YIELD INC CL A NEW 62942X306 2,354 135,315 SH   DFND 1 123,315 0 12,000
NVR INC COM 62944T105 6,848 3,250 SH   DFND 1 2,580 0 670
NACCO INDS INC CL A 629579103 277 3,970 SH   DFND 1 1,470 0 2,500
NASDAQ INC COM 631103108 8,976 129,230 SH   DFND 1 103,230 0 26,000
NATIONAL BK HLDGS CORP CL A 633707104 3,018 92,856 SH   DFND 1 85,256 0 7,600
NATIONAL OILWELL VARCO INC COM 637071101 12,309 307,029 SH   DFND 1 247,329 0 59,700
NATIONSTAR MTG HLDGS INC COM 63861C109 4,834 306,672 SH   DFND 1 278,252 0 28,420
NATURAL GAS SERVICES GROUP COM 63886Q109 3,431 131,681 SH   DFND 1 117,551 0 14,130
NAVIGATORS GROUP INC COM 638904102 5,499 101,269 SH   DFND 1 94,069 0 7,200
NAVIENT CORPORATION COM 63938C108 18,885 1,279,444 SH   DFND 1 1,119,366 0 160,078
NEFF CORP COM CL A 640094207 95 4,880 SH   DFND 1 1,780 0 3,100
NELNET INC CL A 64031N108 5,176 118,004 SH   DFND 1 107,504 0 10,500
NETAPP INC COM 64110D104 4 72 SH   DFND 1 72 0 0
NETSCOUT SYS INC COM 64115T104 2 35 SH   DFND 1 35 0 0
NEW HOME CO INC COM 645370107 107 10,220 SH   DFND 1 3,720 0 6,500
NEW YORK CMNTY BANCORP INC COM 649445103 4 264 SH   DFND 1 264 0 0
NEWMONT MINING CORP COM 651639106 56 1,681 SH   DFND 1 1,681 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,920 236,960 SH   DFND 1 70,960 0 166,000
NEWS CORP NEW CL A 65249B109 4,464 343,327 SH   DFND 1 275,427 0 67,900
NICHOLAS FINANCIAL INC COM NEW 65373J209 24 2,200 SH   DFND 1 800 0 1,400
NOMURA HLDGS INC SPONSORED ADR 65535H208 1 1 SH   DFND 1 1 0 0
NORDSON CORP COM 655663102 1,607 13,077 SH   DFND 1 5,859 0 7,218
NORDSTROM INC COM 655664100 10,357 222,379 SH   DFND 1 152,679 0 69,700
NORFOLK SOUTHERN CORP COM 655844108 6,954 62,100 SH   DFND 1 28,100 0 34,000
NORTHEAST BANCORP COM NEW 663904209 470 30,664 SH   DFND 1 30,664 0 0
NORTHERN TR CORP COM 665859104 16,483 190,377 SH   DFND 1 152,877 0 37,500
NORTHFIELD BANCORP INC DEL COM 66611T108 3,963 219,867 SH   DFND 1 203,567 0 16,300
NORTHRIM BANCORP INC COM 666762109 95 3,129 SH   DFND 1 993 0 2,136
NORTHROP GRUMMAN CORP COM 666807102 14,963 62,909 SH   DFND 1 27,796 0 35,113
NORTHWEST BANCSHARES INC MD COM 667340103 6,680 396,630 SH   DFND 1 366,330 0 30,300
NORTHWEST PIPE CO COM 667746101 789 50,170 SH   DFND 1 46,870 0 3,300
NUCOR CORP COM 670346105 15,133 253,394 SH   DFND 1 202,094 0 51,300
NUTRACEUTICAL INTL CORP COM 67060Y101 177 5,660 SH   DFND 1 2,060 0 3,600
OGE ENERGY CORP COM 670837103 5,614 160,480 SH   DFND 1 128,280 0 32,200
OFG BANCORP COM 67103X102 147 12,390 SH   DFND 1 4,690 0 7,700
OASIS PETE INC NEW COM 674215108 12,995 911,236 SH   DFND 1 828,836 0 82,400
OCEANEERING INTL INC COM 675232102 31,575 1,165,988 SH   DFND 1 908,148 0 257,840
OCEANFIRST FINL CORP COM 675234108 585 20,729 SH   DFND 1 16,429 0 4,300
OFFICE DEPOT INC COM 676220106 9,196 1,971,201 SH   DFND 1 1,792,701 0 178,500
OIL STS INTL INC COM 678026105 12,797 386,026 SH   DFND 1 317,216 0 68,810
OLD NATL BANCORP IND COM 680033107 7,373 424,903 SH   DFND 1 385,603 0 39,300
OLD POINT FINL CORP COM 680194107 437 14,485 SH   DFND 1 14,485 0 0
OLD REP INTL CORP COM 680223104 18,962 925,840 SH   DFND 1 907,440 0 18,400
OLYMPIC STEEL INC COM 68162K106 715 38,500 SH   DFND 1 38,500 0 0
OMNICOM GROUP INC COM 681919106 21,861 253,568 SH   DFND 1 184,268 0 69,300
ONEMAIN HLDGS INC COM 68268W103 37,509 1,509,386 SH   DFND 1 1,195,000 0 314,386
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 106 6,190 SH   DFND 1 2,290 0 3,900
ORACLE CORP COM 68389X105 164,428 3,685,886 SH   DFND 1 2,953,986 0 731,900
ORION GROUP HOLDINGS INC COM 68628V308 113 15,090 SH   DFND 1 5,490 0 9,600
ORITANI FINL CORP DEL COM 68633D103 2,471 145,342 SH   DFND 1 133,542 0 11,800
OWENS CORNING NEW COM 690742101 6,219 101,321 SH   DFND 1 81,321 0 20,000
OWENS ILL INC COM NEW 690768403 12,751 625,636 SH   DFND 1 574,936 0 50,700
PC CONNECTION INC COM 69318J100 1,680 56,394 SH   DFND 1 44,094 0 12,300
PC-TEL INC COM 69325Q105 68 9,450 SH   DFND 1 3,450 0 6,000
PHH CORP COM NEW 693320202 2,148 168,710 SH   DFND 1 153,110 0 15,600
PNC FINL SVCS GROUP INC COM 693475105 62,639 520,946 SH   DFND 1 401,946 0 119,000
PRA GROUP INC COM 69354N106 4,839 145,948 SH   DFND 1 132,448 0 13,500
PVH CORP COM 693656100 8,959 86,577 SH   DFND 1 63,677 0 22,900
PTC THERAPEUTICS INC COM 69366J200 1 1 SH   DFND 1 1 0 0
PACCAR INC COM 693718108 21,237 316,016 SH   DFND 1 253,616 0 62,400
PACIFIC ETHANOL INC COM PAR $.001 69423U305 149 21,740 SH   DFND 1 7,940 0 13,800
PACKAGING CORP AMER COM 695156109 11,195 122,187 SH   DFND 1 84,687 0 37,500
PACWEST BANCORP DEL COM 695263103 5,721 107,411 SH   DFND 1 86,111 0 21,300
PARK OHIO HLDGS CORP COM 700666100 3,975 110,569 SH   DFND 1 79,679 0 30,890
PARK STERLING CORP COM 70086Y105 301 24,390 SH   DFND 1 8,890 0 15,500
PARKE BANCORP INC COM 700885106 349 16,324 SH   DFND 1 16,324 0 0
PARKER HANNIFIN CORP COM 701094104 1,636 10,203 SH   DFND 1 4,703 0 5,500
PATTERSON UTI ENERGY INC COM 703481101 11,026 454,273 SH   DFND 1 454,273 0 0
PAYPAL HLDGS INC COM 70450Y103 69 1,600 SH Put DFND 1 0 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 168 5,660 SH   DFND 1 2,060 0 3,600
PEAK RESORTS INC COM 70469L100 43 7,590 SH   DFND 1 2,790 0 4,800
PENNEY J C INC COM 708160106 1 1 SH   DFND 1 1 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 173 10,130 SH   DFND 1 3,630 0 6,500
PENSKE AUTOMOTIVE GRP INC COM 70959W103 17,440 372,555 SH   DFND 1 348,855 0 23,700
PEOPLES BANCORP INC COM 709789101 264 8,330 SH   DFND 1 3,030 0 5,300
PEOPLES UNITED FINANCIAL INC COM 712704105 18,825 1,034,314 SH   DFND 1 992,114 0 42,200
PFIZER INC COM 717081103 242,270 7,081,835 SH   DFND 1 5,692,832 0 1,389,003
PHARMERICA CORP COM 71714F104 332 14,160 SH   DFND 1 5,160 0 9,000
PHILLIPS 66 COM 718546104 38,166 481,772 SH   DFND 1 379,572 0 102,200
PHOTRONICS INC COM 719405102 2,855 266,774 SH   DFND 1 242,974 0 23,800
PILGRIMS PRIDE CORP NEW COM 72147K108 2,338 103,878 SH   DFND 1 46,678 0 57,200
PINNACLE WEST CAP CORP COM 723484101 7,948 95,318 SH   DFND 1 76,618 0 18,700
PIONEER ENERGY SVCS CORP COM 723664108 138 34,430 SH   DFND 1 12,630 0 21,800
PIPER JAFFRAY COS COM 724078100 3,140 49,171 SH   DFND 1 43,771 0 5,400
PLY GEM HLDGS INC COM 72941W100 5,255 266,715 SH   DFND 1 243,015 0 23,700
POLARIS INDS INC COM 731068102 8,288 98,892 SH   DFND 1 71,763 0 27,129
POPULAR INC COM NEW 733174700 86,121 2,114,434 SH   DFND 1 1,725,300 0 389,134
PORTLAND GEN ELEC CO COM NEW 736508847 3 63 SH   DFND 1 63 0 0
POWELL INDS INC COM 739128106 9,705 281,774 SH   DFND 1 211,384 0 70,390
PRIMERICA INC COM 74164M108 16,081 195,627 SH   DFND 1 173,867 0 21,760
PRINCIPAL FINL GROUP INC COM 74251V102 16,317 258,547 SH   DFND 1 207,347 0 51,200
PROASSURANCE CORP COM 74267C106 9,909 164,454 SH   DFND 1 155,154 0 9,300
PROSPERITY BANCSHARES INC COM 743606105 17,367 249,128 SH   DFND 1 236,828 0 12,300
PROVIDENT BANCORP INC COM 74383X109 763 36,400 SH   DFND 1 36,400 0 0
PROVIDENT FINL HLDGS INC COM 743868101 82 4,370 SH   DFND 1 1,570 0 2,800
PROVIDENT FINL SVCS INC COM 74386T105 5,788 223,899 SH   DFND 1 209,299 0 14,600
PRUDENTIAL FINL INC COM 744320102 41,348 387,586 SH   DFND 1 309,086 0 78,500
PUBLIC SVC ENTERPRISE GROUP COM 744573106 18,322 413,101 SH   DFND 1 331,901 0 81,200
PULTE GROUP INC COM 745867101 7,541 320,178 SH   DFND 1 244,778 0 75,400
QCR HOLDINGS INC COM 74727A104 194 4,570 SH   DFND 1 1,670 0 2,900
QUAD / GRAPHICS INC COM CL A 747301109 3,671 145,434 SH   DFND 1 132,234 0 13,200
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 4,594 466,825 SH   DFND 1 349,914 0 116,911
QORVO INC COM 74736K101 7,804 113,823 SH   DFND 1 91,323 0 22,500
QUALCOMM INC COM 747525103 75,922 1,324,060 SH   DFND 1 1,061,360 0 262,700
QUANTA SVCS INC COM 74762E102 13,689 368,871 SH   DFND 1 359,571 0 9,300
QUEST DIAGNOSTICS INC COM 74834L100 16,645 169,509 SH   DFND 1 119,609 0 49,900
RCI HOSPITALITY HLDGS INC COM 74934Q108 128 7,380 SH   DFND 1 2,680 0 4,700
RPC INC COM 749660106 3,808 207,970 SH   DFND 1 151,630 0 56,340
RH COM 74967X103 1 1 SH   DFND 1 1 0 0
RPM INTL INC COM 749685103 6,170 112,110 SH   DFND 1 90,010 0 22,100
RADIAN GROUP INC COM 750236101 37,297 2,076,662 SH   DFND 1 1,552,472 0 524,190
RAYMOND JAMES FINANCIAL INC COM 754730109 9,115 119,522 SH   DFND 1 96,122 0 23,400
RAYONIER ADVANCED MATLS INC COM 75508B104 287 21,330 SH   DFND 1 7,830 0 13,500
RED LION HOTELS CORP COM 756764106 105 14,790 SH   DFND 1 5,490 0 9,300
REGAL BELOIT CORP COM 758750103 13,203 174,519 SH   DFND 1 159,419 0 15,100
REGIONAL MGMT CORP COM 75902K106 120 6,160 SH   DFND 1 2,260 0 3,900
REGIONS FINL CORP NEW COM 7591EP100 20,552 1,414,391 SH   DFND 1 1,010,991 0 403,400
REINSURANCE GROUP AMER INC COM NEW 759351604 8,453 66,563 SH   DFND 1 52,463 0 14,100
RELIANCE STEEL & ALUMINUM CO COM 759509102 106,964 1,336,712 SH   DFND 1 1,110,882 0 225,830
RENASANT CORP COM 75970E107 3,793 95,556 SH   DFND 1 87,754 0 7,802
REPUBLIC BANCORP KY CL A 760281204 7,263 211,184 SH   DFND 1 173,084 0 38,100
REPUBLIC SVCS INC COM 760759100 13 198 SH   DFND 1 198 0 0
RESTAURANT BRANDS INTL INC COM 76131D103 61 1,100 SH Put DFND 1 0 0 0
RETAILMENOT INC COM SER 1 76132B106 212 26,140 SH   DFND 1 9,540 0 16,600
RICHARDSON ELECTRS LTD COM 763165107 33 5,460 SH   DFND 1 2,060 0 3,400
RIVERVIEW BANCORP INC COM 769397100 18 2,380 SH   DFND 1 880 0 1,500
ROBERT HALF INTL INC COM 770323103 5,584 114,350 SH   DFND 1 91,650 0 22,700
ROCKWELL AUTOMATION INC COM 773903109 2,397 15,394 SH   DFND 1 6,894 0 8,500
ROCKWELL COLLINS INC COM 774341101 10,307 106,076 SH   DFND 1 84,976 0 21,100
RUSH ENTERPRISES INC CL A 781846209 3,815 115,303 SH   DFND 1 106,003 0 9,300
RYDER SYS INC COM 783549108 13,577 179,959 SH   DFND 1 179,959 0 0
S & T BANCORP INC COM 783859101 4,031 116,492 SH   DFND 1 106,592 0 9,900
S&P GLOBAL INC COM 78409V104 26 194 SH   DFND 1 194 0 0
SLM CORP COM 78442P106 10,619 877,567 SH   DFND 1 636,757 0 240,810
SAFETY INS GROUP INC COM 78648T100 3,390 48,352 SH   DFND 1 44,931 0 3,421
SALEM MEDIA GROUP INC CL A 794093104 111 14,790 SH   DFND 1 5,490 0 9,300
SANDERSON FARMS INC COM 800013104 4,528 43,603 SH   DFND 1 39,703 0 3,900
SANMINA CORPORATION COM 801056102 14,877 366,406 SH   DFND 1 328,606 0 37,800
SANTANDER CONSUMER USA HDG I COM 80283M101 73,717 5,534,251 SH   DFND 1 4,579,063 0 955,188
SCANA CORP NEW COM 80589M102 15 222 SH   DFND 1 222 0 0
SCANSOURCE INC COM 806037107 4,833 123,114 SH   DFND 1 111,914 0 11,200
SCHNITZER STL INDS CL A 806882106 414 20,040 SH   DFND 1 7,340 0 12,700
SCHOLASTIC CORP COM 807066105 5,753 135,121 SH   DFND 1 120,621 0 14,500
SCHULMAN A INC COM 808194104 3,547 112,755 SH   DFND 1 102,555 0 10,200
SCHWEITZER-MAUDUIT INTL INC COM 808541106 5,330 128,681 SH   DFND 1 113,981 0 14,700
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 15,316 195,422 SH   DFND 1 170,522 0 24,900
SEABOARD CORP COM 811543107 5 1 SH   DFND 1 1 0 0
SEACOR HOLDINGS INC COM 811904101 4,588 66,296 SH   DFND 1 61,296 0 5,000
SELECTIVE INS GROUP INC COM 816300107 8,794 186,498 SH   DFND 1 166,998 0 19,500
SENECA FOODS CORP NEW CL A 817070501 218 6,020 SH   DFND 1 2,220 0 3,800
SHILOH INDS INC COM 824543102 119 8,730 SH   DFND 1 3,230 0 5,500
SIERRA BANCORP COM 82620P102 136 4,927 SH   DFND 1 2,060 0 2,867
SIENTRA INC COM 82621J105 82 9,630 SH   DFND 1 3,530 0 6,100
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 319 5,780 SH   DFND 1 2,180 0 3,600
SINCLAIR BROADCAST GROUP INC CL A 829226109 10,216 252,234 SH   DFND 1 252,234 0 0
SKYWEST INC COM 830879102 7,274 212,360 SH   DFND 1 187,860 0 24,500
SKYWORKS SOLUTIONS INC COM 83088M102 16,258 165,927 SH   DFND 1 133,027 0 32,900
SMARTFINANCIAL INC COM NEW 83190L208 211 10,000 SH   DFND 1 10,000 0 0
SMART SAND INC COM 83191H107 2,514 154,664 SH   DFND 1 116,274 0 38,390
SNAP ON INC COM 833034101 8,753 51,890 SH   DFND 1 41,490 0 10,400
SOLAREDGE TECHNOLOGIES INC COM 83417M104 5,462 350,065 SH   DFND 1 265,809 0 84,256
SONIC AUTOMOTIVE INC CL A 83545G102 2,576 128,475 SH   DFND 1 117,075 0 11,400
SONOCO PRODS CO COM 835495102 4,713 89,045 SH   DFND 1 71,345 0 17,700
SOUTHWEST AIRLS CO COM 844741108 29,636 551,251 SH   DFND 1 441,851 0 109,400
SPARTANNASH CO COM 847215100 5,119 146,273 SH   DFND 1 131,693 0 14,580
SPEEDWAY MOTORSPORTS INC COM 847788106 3,185 169,042 SH   DFND 1 152,482 0 16,560
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8,336 143,922 SH   DFND 1 103,922 0 40,000
SPIRIT AIRLS INC COM 848577102 12,387 233,400 SH   DFND 1 233,400 0 0
SPOK HLDGS INC COM 84863T106 301 15,820 SH   DFND 1 5,720 0 10,100
SPORTSMANS WHSE HLDGS INC COM 84920Y106 433 90,400 SH   DFND 1 90,400 0 0
SPRINT CORP COM SER 1 85207U105 26 2,908 SH   DFND 1 2,908 0 0
STANLEY BLACK & DECKER INC COM 854502101 17,291 130,133 SH   DFND 1 104,533 0 25,600
STAPLES INC COM 855030102 2 132 SH   DFND 1 132 0 0
STATE AUTO FINL CORP COM 855707105 2,287 83,285 SH   DFND 1 75,185 0 8,100
STATE BK FINL CORP COM 856190103 304 11,610 SH   DFND 1 4,210 0 7,400
STATE NATL COS INC COM 85711T305 329 22,820 SH   DFND 1 8,420 0 14,400
STATE STR CORP COM 857477103 31,532 396,078 SH   DFND 1 298,678 0 97,400
STEEL DYNAMICS INC COM 858119100 7,547 217,100 SH   DFND 1 174,000 0 43,100
STEELCASE INC CL A 858155203 5,601 334,362 SH   DFND 1 304,562 0 29,800
STERLING BANCORP DEL COM 85917A100 8,420 355,235 SH   DFND 1 326,235 0 29,000
STIFEL FINL CORP COM 860630102 12,648 251,999 SH   DFND 1 243,569 0 8,430
STONERIDGE INC COM 86183P102 276 15,200 SH   DFND 1 5,500 0 9,700
STONEMOR PARTNERS L P COM UNITS 86183Q100 1,555 196,000 SH   DFND 1 0 0 196,000
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,326 120,544 SH   DFND 1 89,884 0 30,660
SUNTRUST BKS INC COM 867914103 27,374 495,003 SH   DFND 1 378,303 0 116,700
SUPERNUS PHARMACEUTICALS INC COM 868459108 2,629 83,985 SH   DFND 1 64,095 0 19,890
SUPREME INDS INC CL A 868607102 216 10,620 SH   DFND 1 3,920 0 6,700
SWIFT TRANSN CO CL A 87074U101 6,645 323,492 SH   DFND 1 294,592 0 28,900
SYNALLOY CP DEL COM 871565107 58 4,700 SH   DFND 1 1,700 0 3,000
SYNOVUS FINL CORP COM NEW 87161C501 26,410 643,830 SH   DFND 1 589,430 0 54,400
SYNCHRONY FINL COM 87165B103 90,705 2,644,438 SH   DFND 1 2,136,537 0 507,901
SYSCO CORP COM 871829107 18 337 SH   DFND 1 337 0 0
TCF FINL CORP COM 872275102 15,599 916,501 SH   DFND 1 757,631 0 158,870
TRI POINTE GROUP INC COM 87265H109 7,721 615,670 SH   DFND 1 560,970 0 54,700
TTM TECHNOLOGIES INC COM 87305R109 6,214 385,218 SH   DFND 1 351,418 0 33,800
TAILORED BRANDS INC COM 87403A107 2,802 187,536 SH   DFND 1 170,636 0 16,900
TARGET CORP COM 87612E106 13,323 241,391 SH   DFND 1 108,991 0 132,400
TARGA RES CORP COM 87612G101 3 47 SH   DFND 1 47 0 0
TAYLOR MORRISON HOME CORP CL A 87724P106 3,441 161,390 SH   DFND 1 146,590 0 14,800
TECH DATA CORP COM 878237106 12,682 135,051 SH   DFND 1 118,151 0 16,900
TECK RESOURCES LTD CL B 878742204 9 415 SH   DFND 1 415 0 0
TEGNA INC COM 87901J105 7 262 SH   DFND 1 262 0 0
TENNECO INC COM 880349105 14,139 226,506 SH   DFND 1 214,206 0 12,300
TERADATA CORP DEL COM 88076W103 14,219 456,877 SH   DFND 1 442,222 0 14,655
TEREX CORP NEW COM 880779103 470 14,964 SH   DFND 1 14,964 0 0
TERRITORIAL BANCORP INC COM 88145X108 483 15,470 SH   DFND 1 12,170 0 3,300
TESCO CORP COM 88157K101 206 25,570 SH   DFND 1 9,370 0 16,200
TESORO CORP COM 881609101 19 225 SH   DFND 1 225 0 0
TESLA INC COM 88160R101 1 1 SH   DFND 1 1 0 0
TEXAS INSTRS INC COM 882508104 60 735 SH   DFND 1 735 0 0
TEXTRON INC COM 883203101 11,535 242,379 SH   DFND 1 194,379 0 48,000
THOR INDS INC COM 885160101 17,178 178,695 SH   DFND 1 169,295 0 9,400
TILLYS INC CL A 886885102 66 7,300 SH   DFND 1 2,600 0 4,700
TIME WARNER INC COM NEW 887317303 132,928 1,360,427 SH   DFND 1 995,027 0 365,400
TIMKENSTEEL CORP COM 887399103 277 14,630 SH   DFND 1 5,330 0 9,300
TITAN INTL INC ILL COM 88830M102 6,957 672,736 SH   DFND 1 505,826 0 166,910
TITAN MACHY INC COM 88830R101 8,009 522,087 SH   DFND 1 389,317 0 132,770
TOLL BROTHERS INC COM 889478103 25,195 697,708 SH   DFND 1 668,808 0 28,900
TORCHMARK CORP COM 891027104 21,616 280,574 SH   DFND 1 221,574 0 59,000
TOWER INTL INC COM 891826109 417 15,380 SH   DFND 1 5,580 0 9,800
TOWNSQUARE MEDIA INC CL A 892231101 55 4,500 SH   DFND 1 1,600 0 2,900
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 83,899 772,404 SH   DFND 1 621,604 0 150,800
TRAVELERS COMPANIES INC COM 89417E109 92,603 768,228 SH   DFND 1 550,463 0 217,765
TRICO BANCSHARES COM 896095106 374 10,500 SH   DFND 1 3,800 0 6,700
TRIMAS CORP COM NEW 896215209 2,511 120,986 SH   DFND 1 108,386 0 12,600
TRINITY INDS INC COM 896522109 5 179 SH   DFND 1 179 0 0
TRISTATE CAP HLDGS INC COM 89678F100 5,536 237,062 SH   DFND 1 216,892 0 20,170
TRIUMPH BANCORP INC COM 89679E300 164 6,350 SH   DFND 1 2,350 0 4,000
TRIUMPH GROUP INC NEW COM 896818101 4,460 173,203 SH   DFND 1 124,530 0 48,673
TRONC INC COM 89703P107 252 18,060 SH   DFND 1 6,660 0 11,400
TRUEBLUE INC COM 89785X101 4,418 161,517 SH   DFND 1 146,917 0 14,600
TRUSTMARK CORP COM 898402102 6,401 201,337 SH   DFND 1 185,437 0 15,900
TUPPERWARE BRANDS CORP COM 899896104 27,614 440,265 SH   DFND 1 334,524 0 105,741
TURQUOISE HILL RES LTD COM 900435108 2 732 SH   DFND 1 732 0 0
TUTOR PERINI CORP COM 901109108 6,120 192,424 SH   DFND 1 175,324 0 17,100
TWENTY FIRST CENTY FOX INC CL A 90130A101 32,986 1,018,371 SH   DFND 1 789,571 0 228,800
TWO HBRS INVT CORP COM 90187B101 61,619 6,425,265 SH   DFND 1 5,320,765 0 1,104,500
TYSON FOODS INC CL A 902494103 8,083 130,973 SH   DFND 1 59,173 0 71,800
UCP INC CL A 90265Y106 45 4,400 SH   DFND 1 1,600 0 2,800
UGI CORP NEW COM 902681105 8 143 SH   DFND 1 143 0 0
US BANCORP DEL COM NEW 902973304 84,291 1,636,707 SH   DFND 1 1,269,807 0 366,900
U S G CORP COM NEW 903293405 19,782 622,062 SH   DFND 1 596,062 0 26,000
ULTRA CLEAN HLDGS INC COM 90385V107 1,117 66,200 SH   DFND 1 66,200 0 0
UMPQUA HLDGS CORP COM 904214103 10,601 597,559 SH   DFND 1 597,559 0 0
UNICO AMERN CORP COM 904607108 213 22,300 SH   DFND 1 22,300 0 0
UNIFI INC COM NEW 904677200 355 12,500 SH   DFND 1 4,600 0 7,900
UNION BANKSHARES CORP NEW COM 90539J109 4,560 129,593 SH   DFND 1 118,668 0 10,925
UNION PAC CORP COM 907818108 83,390 787,287 SH   DFND 1 599,687 0 187,600
UNISYS CORP COM NEW 909214306 198 14,190 SH   DFND 1 5,390 0 8,800
UNIT CORP COM 909218109 4,778 197,740 SH   DFND 1 179,840 0 17,900
UNITED CMNTY FINL CORP OHIO COM 909839102 174 20,760 SH   DFND 1 7,560 0 13,200
UNITED BANKSHARES INC WEST V COM 909907107 6,574 155,581 SH   DFND 1 142,281 0 13,300
UNITED CONTL HLDGS INC COM 910047109 23,877 338,009 SH   DFND 1 247,409 0 90,600
UNITED FINL BANCORP INC NEW COM 910304104 2,766 162,607 SH   DFND 1 145,658 0 16,949
UNITED FIRE GROUP INC COM 910340108 3,724 87,064 SH   DFND 1 78,464 0 8,600
UNITED NAT FOODS INC COM 911163103 3,893 90,031 SH   DFND 1 79,431 0 10,600
UNITED PARCEL SERVICE INC CL B 911312106 31,715 295,570 SH   DFND 1 238,570 0 57,000
UNITED RENTALS INC COM 911363109 13,686 109,441 SH   DFND 1 74,416 0 35,025
UNITED STATES CELLULAR CORP COM 911684108 2 53 SH   DFND 1 53 0 0
UNITED TECHNOLOGIES CORP COM 913017109 96,821 862,851 SH   DFND 1 638,984 0 223,867
UNITED THERAPEUTICS CORP DEL COM 91307C102 5,470 40,399 SH   DFND 1 32,399 0 8,000
UNIVERSAL CORP VA COM 913456109 7,076 100,013 SH   DFND 1 89,113 0 10,900
UNIVERSAL INS HLDGS INC COM 91359V107 3,926 160,243 SH   DFND 1 150,043 0 10,200
UNIVERSAL STAINLESS & ALLOY COM 913837100 996 58,570 SH   DFND 1 55,970 0 2,600
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 3,092 215,450 SH   DFND 1 198,390 0 17,060
UNIVERSAL TECHNICAL INST INC COM 913915104 47 13,400 SH   DFND 1 4,900 0 8,500
UNIVEST CORP PA COM 915271100 141 5,430 SH   DFND 1 2,030 0 3,400
UNUM GROUP COM 91529Y106 14,603 311,417 SH   DFND 1 211,817 0 99,600
V F CORP COM 918204108 3,448 62,714 SH   DFND 1 28,314 0 34,400
VSE CORP COM 918284100 240 5,870 SH   DFND 1 2,070 0 3,800
VWR CORP COM 91843L103 6,233 220,999 SH   DFND 1 160,299 0 60,700
VALEANT PHARMACEUTICALS INTL COM 91911K102 1 1 SH   DFND 1 1 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 15 1,400 SH Call DFND 1 0 0 0
VALERO ENERGY CORP NEW COM 91913Y100 26,669 402,300 SH   DFND 1 322,400 0 79,900
VALLEY NATL BANCORP COM 919794107 10,156 860,625 SH   DFND 1 783,750 0 76,875
VERIZON COMMUNICATIONS INC COM 92343V104 80,562 1,652,546 SH   DFND 1 1,325,746 0 326,800
VERITIV CORP COM 923454102 3,226 62,277 SH   DFND 1 56,877 0 5,400
VIACOM INC NEW CL B 92553P201 14,510 311,230 SH   DFND 1 249,430 0 61,800
VILLAGE SUPER MKT INC CL A NEW 927107409 103 3,870 SH   DFND 1 1,370 0 2,500
VISHAY INTERTECHNOLOGY INC COM 928298108 10,900 662,612 SH   DFND 1 588,742 0 73,870
VISHAY PRECISION GROUP INC COM 92835K103 109 6,850 SH   DFND 1 2,650 0 4,200
VOYA FINL INC COM 929089100 6,445 169,763 SH   DFND 1 136,063 0 33,700
WABCO HLDGS INC COM 92927K102 5,457 46,470 SH   DFND 1 37,270 0 9,200
WABASH NATL CORP COM 929566107 5,476 264,666 SH   DFND 1 232,566 0 32,100
WABTEC CORP COM 929740108 2,287 29,318 SH   DFND 1 13,218 0 16,100
WAL-MART STORES INC COM 931142103 213,165 2,957,328 SH   DFND 1 2,249,928 0 707,400
WALKER & DUNLOP INC COM 93148P102 4,046 97,043 SH   DFND 1 88,043 0 9,000
WASHINGTON FED INC COM 938824109 14,177 428,300 SH   DFND 1 397,800 0 30,500
WASTE MGMT INC DEL COM 94106L109 19 256 SH   DFND 1 256 0 0
WATERSTONE FINL INC MD COM 94188P101 283 15,480 SH   DFND 1 5,680 0 9,800
WAYFAIR INC CL A 94419L101 22,229 548,979 SH   DFND 1 396,749 0 152,230
WEBSTER FINL CORP CONN COM 947890109 10 197 SH   DFND 1 197 0 0
WELLS FARGO & CO NEW COM 949746101 249,467 4,481,967 SH   DFND 1 3,591,967 0 890,000
WENDYS CO COM 95058W100 562 41,232 SH   DFND 1 18,732 0 22,500
WESBANCO INC COM 950810101 5,263 138,076 SH   DFND 1 125,276 0 12,800
WESCO INTL INC COM 95082P105 15,569 223,846 SH   DFND 1 206,726 0 17,120
WEST BANCORPORATION INC CAP STK 95123P106 130 5,660 SH   DFND 1 2,060 0 3,600
WEST CORP COM 952355204 5,545 227,040 SH   DFND 1 200,140 0 26,900
WEST MARINE INC COM 954235107 180 18,850 SH   DFND 1 6,950 0 11,900
WESTERN NEW ENG BANCORP INC COM 958892101 931 88,657 SH   DFND 1 83,557 0 5,100
WESTERN UN CO COM 959802109 12,887 633,255 SH   DFND 1 437,655 0 195,600
WESTLAKE CHEM CORP COM 960413102 7,661 115,981 SH   DFND 1 93,081 0 22,900
WESTROCK CO COM 96145D105 25 480 SH   DFND 1 480 0 0
WHIRLPOOL CORP COM 963320106 13,997 81,696 SH   DFND 1 59,296 0 22,400
WHITING PETE CORP NEW COM 966387102 59 6,200 SH   DFND 1 6,200 0 0
WILLBROS GROUP INC DEL COM 969203108 49 17,690 SH   DFND 1 6,690 0 11,000
WINTRUST FINL CORP COM 97650W108 9,614 139,090 SH   DFND 1 128,290 0 10,800
WORTHINGTON INDS INC COM 981811102 15,070 334,220 SH   DFND 1 287,410 0 46,810
WPX ENERGY INC COM 98212B103 17,423 1,301,137 SH   DFND 1 1,301,137 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 12,702 150,683 SH   DFND 1 101,176 0 49,507
XCEL ENERGY INC COM 98389B100 19,246 432,969 SH   DFND 1 347,669 0 85,300
XCERRA CORP COM 98400J108 1,043 117,220 SH   DFND 1 101,420 0 15,800
XEROX CORP COM 984121103 830 113,072 SH   DFND 1 51,372 0 61,700
YAMANA GOLD INC COM 98462Y100 2 566 SH   DFND 1 566 0 0
YUM BRANDS INC COM 988498101 18,059 282,600 SH   DFND 1 228,500 0 54,100
ZIONS BANCORPORATION COM 989701107 1,210 28,803 SH   DFND 1 403 0 28,400
ZUMIEZ INC COM 989817101 248 13,500 SH   DFND 1 4,900 0 8,600
AIRCASTLE LTD COM G0129K104 8,224 340,786 SH   DFND 1 302,786 0 38,000
AMDOCS LTD SHS G02602103 1,251 20,500 SH   DFND 1 0 0 20,500
AON PLC SHS CL A G0408V102 6,446 54,302 SH   DFND 1 24,402 0 29,900
ARCH CAP GROUP LTD ORD G0450A105 9,814 103,547 SH   DFND 1 83,247 0 20,300
ARGO GROUP INTL HLDGS LTD COM G0464B107 6,674 98,429 SH   DFND 1 88,701 0 9,728
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 10,097 193,982 SH   DFND 1 177,182 0 16,800
ARRIS INTL INC SHS G0551A103 16,520 624,551 SH   DFND 1 624,551 0 0
ASSURED GUARANTY LTD COM G0585R106 17,092 460,558 SH   DFND 1 435,058 0 25,500
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 21,791 325,089 SH   DFND 1 306,289 0 18,800
BUNGE LIMITED COM G16962105 9,931 125,293 SH   DFND 1 100,493 0 24,800
DELPHI AUTOMOTIVE PLC SHS G27823106 19,434 241,443 SH   DFND 1 193,543 0 47,900
EATON CORP PLC SHS G29183103 73,070 985,428 SH   DFND 1 795,128 0 190,300
ENSTAR GROUP LIMITED SHS G3075P101 7,475 39,071 SH   DFND 1 39,071 0 0
ESSENT GROUP LTD COM G3198U102 10,848 299,891 SH   DFND 1 268,491 0 31,400
EVEREST RE GROUP LTD COM G3223R108 9,269 39,643 SH   DFND 1 30,443 0 9,200
FRESH DEL MONTE PRODUCE INC ORD G36738105 11,719 197,839 SH   DFND 1 182,739 0 15,100
GEOPARK LTD USD SHS G38327105 1,412 196,700 SH   DFND 1 196,700 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1,461 37,942 SH   DFND 1 35,192 0 2,750
HORIZON PHARMA PLC SHS G4617B105 52,178 3,530,256 SH   DFND 1 2,788,876 0 741,380
INGERSOLL-RAND PLC SHS G47791101 17,680 217,411 SH   DFND 1 174,711 0 42,700
INTERNATIONAL GAME TECHNOLOG SHS USD G4863A108 6 236 SH   DFND 1 236 0 0
INVESCO LTD SHS G491BT108 12,227 399,166 SH   DFND 1 305,666 0 93,500
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 31,891 219,740 SH   DFND 1 173,090 0 46,650
LAZARD LTD SHS A G54050102 413 8,966 SH   DFND 1 4,066 0 4,900
MAIDEN HOLDINGS LTD SHS G5753U112 3,798 271,239 SH   DFND 1 246,147 0 25,092
MALLINCKRODT PUB LTD CO SHS G5785G107 51,439 1,154,095 SH   DFND 1 920,335 0 233,760
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5,976 391,584 SH   DFND 1 316,784 0 74,800
MEDTRONIC PLC SHS G5960L103 50,614 628,275 SH   DFND 1 499,875 0 128,400
MICHAEL KORS HLDGS LTD SHS G60754101 46,032 1,207,853 SH   DFND 1 909,603 0 298,250
MICHAEL KORS HLDGS LTD SHS G60754101 88 2,300 SH Call DFND 1 0 0 0
NABORS INDUSTRIES LTD SHS G6359F103 12,469 953,976 SH   DFND 1 953,976 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 66,076 1,302,491 SH   DFND 1 1,042,891 0 259,600
OM ASSET MGMT PLC SHS G67506108 6,303 416,818 SH   DFND 1 298,998 0 117,820
ONEBEACON INSURANCE GROUP LT CL A G67742109 1,184 73,982 SH   DFND 1 65,182 0 8,800
RENAISSANCERE HOLDINGS LTD COM G7496G103 25,798 178,346 SH   DFND 1 161,946 0 16,400
PENTAIR PLC SHS G7S00T104 8,904 141,824 SH   DFND 1 113,324 0 28,500
SIGNET JEWELERS LIMITED SHS G81276100 985 14,214 SH   DFND 1 6,414 0 7,800
THIRD PT REINS LTD COM G8827U100 3,741 309,172 SH   DFND 1 279,372 0 29,800
VALIDUS HOLDINGS LTD COM SHS G9319H102 19,725 349,790 SH   DFND 1 336,490 0 13,300
WHITE MTNS INS GROUP LTD COM G9618E107 16,925 19,235 SH   DFND 1 19,235 0 0
XL GROUP LTD COM G98294104 9,480 237,821 SH   DFND 1 190,721 0 47,100
GARMIN LTD SHS H2906T109 8,977 175,628 SH   DFND 1 140,728 0 34,900
TE CONNECTIVITY LTD REG SHS H84989104 20 262 SH   DFND 1 262 0 0
TRANSOCEAN LTD REG SHS H8817H100 18,404 1,478,198 SH   DFND 1 1,398,518 0 79,680
TRANSOCEAN LTD REG SHS H8817H100 22 1,800 SH Call DFND 1 0 0 0
TRINSEO S A SHS L9340P101 11,686 174,152 SH   DFND 1 158,952 0 15,200
CHECK POINT SOFTWARE TECH LT ORD M22465104 1 1 SH   DFND 1 1 0 0
AERCAP HOLDINGS NV SHS N00985106 138,748 3,018,225 SH   DFND 1 2,451,625 0 566,600
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 5 423 SH   DFND 1 423 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 102,995 1,129,447 SH   DFND 1 812,746 0 316,701
MYLAN N V SHS EURO N59465109 49,618 1,272,571 SH   DFND 1 1,030,071 0 242,500
COPA HOLDINGS SA CL A P31076105 5 37 SH   DFND 1 37 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 18,950 193,149 SH   DFND 1 154,949 0 38,200
FLEX LTD ORD Y2573F102 8 456 SH   DFND 1 456 0 0