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 5,826 167,590 SH   DFND 1 150,690 0 16,900
ACCO BRANDS CORP COM 00081T108 5,274 452,703 SH   DFND 1 405,103 0 47,600
AFLAC INC COM 001055102 28,147 362,336 SH   DFND 1 291,536 0 70,800
AGCO CORP COM 001084102 21,503 319,082 SH   DFND 1 304,982 0 14,100
A H BELO CORP COM CL A 001282102 58 10,436 SH   DFND 1 3,936 0 6,500
AES CORP COM 00130H105 27 2,356 SH   DFND 1 2,356 0 0
AK STL HLDG CORP COM 001547108 5,860 891,822 SH   DFND 1 781,122 0 110,700
AMC NETWORKS INC CL A 00164V103 5,613 105,090 SH   DFND 1 105,090 0 0
AMN HEALTHCARE SERVICES INC COM 001744101 7,052 180,574 SH   DFND 1 163,774 0 16,800
ARC DOCUMENT SOLUTIONS INC COM 00191G103 467 112,200 SH   DFND 1 112,200 0 0
AT&T INC COM 00206R102 52,331 1,386,971 SH   DFND 1 1,063,525 0 323,446
AV HOMES INC COM 00234P102 244 12,146 SH   DFND 1 4,246 0 7,900
AVX CORP NEW COM 002444107 6,489 397,067 SH   DFND 1 345,627 0 51,440
AXT INC COM 00246W103 156 24,541 SH   DFND 1 8,641 0 15,900
AARONS INC COM PAR $0.50 002535300 10,505 270,060 SH   DFND 1 245,160 0 24,900
ABBVIE INC COM 00287Y109 155,602 2,145,929 SH   DFND 1 1,698,669 0 447,260
ADTALEM GLOBAL ED INC COM 00737L103 6,730 177,313 SH   DFND 1 155,313 0 22,000
ADVANCE AUTO PARTS INC COM 00751Y106 50,790 435,621 SH   DFND 1 337,908 0 97,713
AECOM COM 00766T100 61,518 1,902,787 SH   DFND 1 1,548,979 0 353,808
AETNA INC NEW COM 00817Y108 45,645 300,632 SH   DFND 1 241,832 0 58,800
AIR LEASE CORP CL A 00912X302 12,423 332,517 SH   DFND 1 332,517 0 0
ALASKA AIR GROUP INC COM 011659109 10,095 112,459 SH   DFND 1 90,559 0 21,900
ALASKA COMMUNICATIONS SYS GR COM 01167P101 63 28,275 SH   DFND 1 9,875 0 18,400
ALBEMARLE CORP COM 012653101 4,374 41,444 SH   DFND 1 21,444 0 20,000
ALCOA CORP COM 013872106 8 215 SH   DFND 1 215 0 0
ALLEGHANY CORP DEL COM 017175100 8,732 14,679 SH   DFND 1 11,479 0 3,200
ALLEGIANT TRAVEL CO COM 01748X102 8,389 61,861 SH   DFND 1 56,061 0 5,800
ALLSTATE CORP COM 020002101 31,816 359,736 SH   DFND 1 284,736 0 75,000
ALLY FINL INC COM 02005N100 8,789 420,508 SH   DFND 1 338,608 0 81,900
AMERCO COM 023586100 6,547 17,884 SH   DFND 1 14,384 0 3,500
AMEREN CORP COM 023608102 12,059 220,562 SH   DFND 1 177,662 0 42,900
AMERESCO INC CL A 02361E108 114 14,766 SH   DFND 1 5,166 0 9,600
AMERICAN AIRLS GROUP INC COM 02376R102 186,448 3,705,246 SH   DFND 1 2,833,363 0 871,883
AMERICAN AXLE & MFG HLDGS IN COM 024061103 5,058 324,207 SH   DFND 1 290,207 0 34,000
AMERICAN ELEC PWR INC COM 025537101 30,966 445,740 SH   DFND 1 358,540 0 87,200
AMERICAN EQTY INVT LIFE HLD COM 025676206 6,972 265,264 SH   DFND 1 239,564 0 25,700
AMERICAN EXPRESS CO COM 025816109 85,181 1,011,170 SH   DFND 1 751,370 0 259,800
AMERICAN FINL GROUP INC OHIO COM 025932104 17,177 172,849 SH   DFND 1 136,549 0 36,300
AMERICAN INTL GROUP INC COM NEW 026874784 56,410 902,258 SH   DFND 1 902,258 0 0
AMERICAN NATL INS CO COM 028591105 6 44 SH   DFND 1 44 0 0
AMERICAN PUBLIC EDUCATION IN COM 02913V103 209 8,802 SH   DFND 1 3,102 0 5,700
AMERICAN RAILCAR INDS INC COM 02916P103 1,286 33,554 SH   DFND 1 29,454 0 4,100
AMERICAS CAR MART INC COM 03062T105 164 4,192 SH   DFND 1 1,492 0 2,700
AMERISAFE INC COM 03071H100 3,401 59,703 SH   DFND 1 53,203 0 6,500
AMERIPRISE FINL INC COM 03076C106 31,603 248,273 SH   DFND 1 171,894 0 76,379
AMGEN INC COM 031162100 111,430 646,979 SH   DFND 1 520,279 0 126,700
AMKOR TECHNOLOGY INC COM 031652100 749 76,582 SH   DFND 1 26,782 0 49,800
ANADARKO PETE CORP COM 032511107 57,319 1,264,183 SH   DFND 1 977,194 0 286,989
ANDERSONS INC COM 034164103 3,579 104,792 SH   DFND 1 94,892 0 9,900
ANIXTER INTL INC COM 035290105 8,965 114,641 SH   DFND 1 102,941 0 11,700
ANTHEM INC COM 036752103 43,421 230,801 SH   DFND 1 183,201 0 47,600
ANWORTH MORTGAGE ASSET CP COM 037347101 4,146 689,699 SH   DFND 1 490,759 0 198,940
APPLE INC COM 037833100 474,498 3,294,665 SH   DFND 1 2,553,906 0 740,759
APPLIED MATLS INC COM 038222105 39,742 962,037 SH   DFND 1 786,637 0 175,400
APPROACH RESOURCES INC COM 03834A103 46 13,592 SH   DFND 1 4,792 0 8,800
ARCBEST CORP COM 03937C105 1,044 50,650 SH   DFND 1 41,750 0 8,900
ARCHER DANIELS MIDLAND CO COM 039483102 21,799 526,781 SH   DFND 1 417,881 0 108,900
ARCHROCK INC COM 03957W106 2,994 262,585 SH   DFND 1 238,085 0 24,500
ARCONIC INC COM 03965L100 10 416 SH   DFND 1 416 0 0
ARGAN INC COM 04010E109 2,793 46,537 SH   DFND 1 39,637 0 6,900
ARK RESTAURANTS CORP COM 040712101 492 20,250 SH   DFND 1 20,250 0 0
ARROW ELECTRS INC COM 042735100 6,390 81,476 SH   DFND 1 65,276 0 16,200
ARROW FINL CORP COM 042744102 144 4,542 SH   DFND 1 1,568 0 2,974
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 7,667 249,715 SH   DFND 1 168,235 0 81,480
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,431 78,342 SH   DFND 1 70,942 0 7,400
ASHLAND GLOBAL HLDGS INC COM 044186104 3,323 50,417 SH   DFND 1 40,417 0 10,000
ASSOCIATED BANC CORP COM 045487105 14,344 569,193 SH   DFND 1 531,093 0 38,100
ASSURANT INC COM 04621X108 27,322 263,490 SH   DFND 1 237,390 0 26,100
ASTORIA FINL CORP COM 046265104 3,066 152,124 SH   DFND 1 146,824 0 5,300
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 5,137 98,488 SH   DFND 1 86,588 0 11,900
AUTONATION INC COM 05329W102 5,378 127,547 SH   DFND 1 86,757 0 40,790
AVANGRID INC COM 05351W103 11 235 SH   DFND 1 235 0 0
AVERY DENNISON CORP COM 053611109 9,692 109,669 SH   DFND 1 79,369 0 30,300
AVNET INC COM 053807103 23,217 597,143 SH   DFND 1 564,443 0 32,700
BOK FINL CORP COM NEW 05561Q201 17,841 212,054 SH   DFND 1 200,454 0 11,600
BP PLC SPONSORED ADR 055622104 226,235 6,529,135 SH   DFND 1 5,073,933 0 1,455,202
BOFI HLDG INC COM 05566U108 4,582 193,157 SH   DFND 1 174,757 0 18,400
BAKER HUGHES INC COM 057224107 18,604 341,285 SH   DFND 1 275,885 0 65,400
BALDWIN & LYONS INC CL B 057755209 22 880 SH   DFND 1 280 0 600
BANCO MACRO SA SPON ADR B 05961W105 91 980 SH   DFND 1 980 0 0
BANCORPSOUTH INC COM 059692103 8,692 284,980 SH   DFND 1 266,880 0 18,100
BANK AMER CORP COM 060505104 455,035 18,756,566 SH   DFND 1 14,386,309 0 4,370,257
BANK OF MARIN BANCORP COM 063425102 104 1,685 SH   DFND 1 585 0 1,100
BANK MUTUAL CORP NEW COM 063750103 218 23,807 SH   DFND 1 8,407 0 15,400
BANK NEW YORK MELLON CORP COM 064058100 55,871 1,095,076 SH   DFND 1 837,076 0 258,000
BANKFINANCIAL CORP COM 06643P104 156 10,414 SH   DFND 1 3,714 0 6,700
BANKUNITED INC COM 06652K103 8,265 245,164 SH   DFND 1 245,164 0 0
BANNER CORP COM NEW 06652V208 5,713 101,086 SH   DFND 1 91,313 0 9,773
BAXTER INTL INC COM 071813109 14,670 242,315 SH   DFND 1 123,915 0 118,400
BEAZER HOMES USA INC COM NEW 07556Q881 250 18,196 SH   DFND 1 6,396 0 11,800
BED BATH & BEYOND INC COM 075896100 4 109 SH   DFND 1 109 0 0
BEL FUSE INC CL B 077347300 171 6,884 SH   DFND 1 2,384 0 4,500
BENCHMARK ELECTRS INC COM 08160H101 7,532 233,158 SH   DFND 1 208,758 0 24,400
BENEFICIAL BANCORP INC COM 08171T102 3,572 238,086 SH   DFND 1 212,586 0 25,500
BERKLEY W R CORP COM 084423102 7,629 110,286 SH   DFND 1 88,786 0 21,500
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 134,869 796,296 SH   DFND 1 620,060 0 176,236
BERKSHIRE HILLS BANCORP INC COM 084680107 3,805 108,240 SH   DFND 1 97,840 0 10,400
BEST BUY INC COM 086516101 21,160 369,081 SH   DFND 1 267,181 0 101,900
BIG LOTS INC COM 089302103 8,013 165,882 SH   DFND 1 151,982 0 13,900
BIOGEN INC COM 09062X103 52,026 191,723 SH   DFND 1 154,323 0 37,400
BLACK DIAMOND INC COM 09202G101 109 16,326 SH   DFND 1 5,726 0 10,600
BLACKROCK INC COM 09247X101 62,113 147,044 SH   DFND 1 118,244 0 28,800
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 129,327 3,877,852 SH   DFND 1 2,896,771 0 981,081
BLOCK H & R INC COM 093671105 5,808 187,897 SH   DFND 1 151,197 0 36,700
BLUE HILLS BANCORP INC COM 095573101 4,100 229,006 SH   DFND 1 156,836 0 72,170
BOEING CO COM 097023105 137,325 694,434 SH   DFND 1 514,900 0 179,534
BORGWARNER INC COM 099724106 8,193 193,392 SH   DFND 1 155,692 0 37,700
BOSTON BEER INC CL A 100557107 6,208 46,975 SH   DFND 1 30,385 0 16,590
BOSTON PRIVATE FINL HLDGS IN COM 101119105 2,276 148,229 SH   DFND 1 148,229 0 0
BRIGGS & STRATTON CORP COM 109043109 493 20,415 SH   DFND 1 17,615 0 2,800
BRINKER INTL INC COM 109641100 1 1 SH   DFND 1 1 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 12,750 228,820 SH   DFND 1 190,720 0 38,100
BROADWIND ENERGY INC COM NEW 11161T207 41 8,063 SH   DFND 1 2,763 0 5,300
BROOKLINE BANCORP INC DEL COM 11373M107 3,148 215,554 SH   DFND 1 199,454 0 16,100
BROWN FORMAN CORP CL B 115637209 3,923 80,712 SH   DFND 1 41,812 0 38,900
BRUNSWICK CORP COM 117043109 23,281 371,122 SH   DFND 1 355,222 0 15,900
BRYN MAWR BK CORP COM 117665109 245 5,754 SH   DFND 1 2,054 0 3,700
BUILDERS FIRSTSOURCE INC COM 12008R107 6,435 420,008 SH   DFND 1 380,508 0 39,500
C & F FINL CORP COM 12466Q104 404 8,600 SH   DFND 1 8,600 0 0
CAI INTERNATIONAL INC COM 12477X106 241 10,204 SH   DFND 1 3,604 0 6,600
CBIZ INC COM 124805102 543 36,157 SH   DFND 1 12,757 0 23,400
CBS CORP NEW CL B 124857202 34,412 539,527 SH   DFND 1 375,927 0 163,600
C D I CORP COM 125071100 60 10,214 SH   DFND 1 3,614 0 6,600
CDK GLOBAL INC COM 12508E101 3 48 SH   DFND 1 48 0 0
CECO ENVIRONMENTAL CORP COM 125141101 171 18,584 SH   DFND 1 6,584 0 12,000
CDW CORP COM 12514G108 12,169 194,597 SH   DFND 1 141,997 0 52,600
CF INDS HLDGS INC COM 125269100 5,888 210,560 SH   DFND 1 169,360 0 41,200
CIGNA CORPORATION COM 125509109 38,851 232,096 SH   DFND 1 186,796 0 45,300
CIT GROUP INC COM NEW 125581801 1,375 28,227 SH   DFND 1 23,527 0 4,700
CSS INDS INC COM 125906107 45 1,700 SH   DFND 1 600 0 1,100
CNA FINL CORP COM 126117100 1,174 24,075 SH   DFND 1 12,875 0 11,200
CNB FINL CORP PA COM 126128107 119 4,952 SH   DFND 1 1,752 0 3,200
CRA INTL INC COM 12618T105 170 4,672 SH   DFND 1 1,672 0 3,000
CNO FINL GROUP INC COM 12621E103 14,508 694,818 SH   DFND 1 694,818 0 0
CSX CORP COM 126408103 39 699 SH   DFND 1 699 0 0
CSRA INC COM 12650T104 5,292 166,665 SH   DFND 1 162,865 0 3,800
CVS HEALTH CORP COM 126650100 79,475 987,755 SH   DFND 1 763,580 0 224,175
CA INC COM 12673P105 12,002 348,172 SH   DFND 1 280,072 0 68,100
CABOT CORP COM 127055101 3,568 66,778 SH   DFND 1 59,378 0 7,400
CALATLANTIC GROUP INC COM 128195104 12,095 342,132 SH   DFND 1 342,132 0 0
CALERES INC COM 129500104 4,655 167,563 SH   DFND 1 147,463 0 20,100
CALIFORNIA RES CORP COM NEW 13057Q206 1 3 SH   DFND 1 3 0 0
CALPINE CORP COM NEW 131347304 51,895 3,835,523 SH   DFND 1 2,983,462 0 852,061
CAMDEN NATL CORP COM 133034108 259 6,022 SH   DFND 1 2,122 0 3,900
CANADIAN NAT RES LTD COM 136385101 183,614 6,366,658 SH   DFND 1 4,941,525 0 1,425,133
CANADIAN PAC RY LTD COM 13645T100 18 112 SH   DFND 1 112 0 0
CAPITAL CITY BK GROUP INC COM 139674105 127 6,203 SH   DFND 1 2,203 0 4,000
CAPITAL ONE FINL CORP COM 14040H105 40,863 494,582 SH   DFND 1 381,682 0 112,900
CAPITOL FED FINL INC COM 14057J101 7,244 509,742 SH   DFND 1 471,642 0 38,100
CARBO CERAMICS INC COM 140781105 1 1 SH   DFND 1 1 0 0
CARDINAL HEALTH INC COM 14149Y108 3,447 44,231 SH   DFND 1 36,931 0 7,300
CARE COM INC COM 141633107 514 34,000 SH   DFND 1 34,000 0 0
CARLISLE COS INC COM 142339100 5,077 53,210 SH   DFND 1 42,810 0 10,400
CARMAX INC COM 143130102 10,595 168,009 SH   DFND 1 135,209 0 32,800
CARNIVAL CORP UNIT 99/99/9999 143658300 86,116 1,313,333 SH   DFND 1 986,632 0 326,701
CARTER INC COM 146229109 1,106 12,430 SH   DFND 1 6,430 0 6,000
CATHAY GEN BANCORP COM 149150104 9,421 248,229 SH   DFND 1 228,057 0 20,172
CEDAR REALTY TRUST INC COM NEW 150602209 3,684 759,580 SH   DFND 1 540,080 0 219,500
CELANESE CORP DEL COM SER A 150870103 14,781 155,685 SH   DFND 1 117,085 0 38,600
CELGENE CORP COM 151020104 49,729 382,913 SH   DFND 1 299,267 0 83,646
CENTRAL VALLEY CMNTY BANCORP COM 155685100 87 3,921 SH   DFND 1 1,321 0 2,600
CENTURY CASINOS INC COM 156492100 112 15,156 SH   DFND 1 5,256 0 9,900
CENTURY CMNTYS INC COM 156504300 378 15,237 SH   DFND 1 5,337 0 9,900
CHART INDS INC COM PAR $0.01 16115Q308 3,749 107,928 SH   DFND 1 97,628 0 10,300
CHARTER FINL CORP MD COM 16122W108 787 43,677 SH   DFND 1 35,977 0 7,700
CHEMICAL FINL CORP COM 163731102 9,321 192,539 SH   DFND 1 177,539 0 15,000
CHEMOURS CO COM 163851108 9 214 SH   DFND 1 214 0 0
CHEVRON CORP NEW COM 166764100 188,863 1,810,245 SH   DFND 1 1,429,345 0 380,900
CHICAGO BRIDGE & IRON CO N V COM 167250109 31,195 1,581,068 SH   DFND 1 1,212,040 0 369,028
CINCINNATI FINL CORP COM 172062101 9,535 131,599 SH   DFND 1 106,199 0 25,400
CINEMARK HOLDINGS INC COM 17243V102 4,095 105,380 SH   DFND 1 84,780 0 20,600
CIRRUS LOGIC INC COM 172755100 12,823 204,436 SH   DFND 1 204,436 0 0
CISCO SYS INC COM 17275R102 273,891 8,750,485 SH   DFND 1 6,874,355 0 1,876,130
CINTAS CORP COM 172908105 10 78 SH   DFND 1 78 0 0
CITIZENS & NORTHN CORP COM 172922106 104 4,467 SH   DFND 1 1,567 0 2,900
CITIGROUP INC COM NEW 172967424 513,653 7,680,218 SH   DFND 1 6,010,290 0 1,669,928
CITI TRENDS INC COM 17306X102 171 8,021 SH   DFND 1 2,821 0 5,200
CITIZENS FINL GROUP INC COM 174610105 19,794 554,755 SH   DFND 1 419,455 0 135,300
CLIFFS NAT RES INC COM 18683K101 2,193 316,768 SH   DFND 1 281,768 0 35,000
CLIFTON BANCORP INC COM 186873105 580 35,052 SH   DFND 1 27,052 0 8,000
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 35,307 531,718 SH   DFND 1 427,818 0 103,900
COLFAX CORP COM 194014106 6 144 SH   DFND 1 144 0 0
COMCAST CORP NEW CL A 20030N101 96 2,450 SH   DFND 1 2,450 0 0
COMERICA INC COM 200340107 10,427 142,362 SH   DFND 1 114,862 0 27,500
COMMERCE BANCSHARES INC COM 200525103 4,836 85,091 SH   DFND 1 66,927 0 18,164
COMMUNITY HEALTHCARE TR INC COM 20369C106 2,730 106,668 SH   DFND 1 85,107 0 21,561
COMPUTER TASK GROUP INC COM 205477102 47 8,311 SH   DFND 1 2,911 0 5,400
CONNECTONE BANCORP INC NEW COM 20786W107 1,990 88,238 SH   DFND 1 80,638 0 7,600
CONOCOPHILLIPS COM 20825C104 137,982 3,138,796 SH   DFND 1 2,467,232 0 671,564
CONSOL ENERGY INC COM 20854P109 11,117 744,099 SH   DFND 1 744,099 0 0
CONSOLIDATED EDISON INC COM 209115104 79 966 SH   DFND 1 966 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 49 10,624 SH   DFND 1 3,724 0 6,900
COOPER STD HLDGS INC COM 21676P103 6,784 67,248 SH   DFND 1 60,548 0 6,700
COOPER TIRE & RUBR CO COM 216831107 5,401 149,603 SH   DFND 1 131,003 0 18,600
CORE MOLDING TECHNOLOGIES IN COM 218683100 91 4,182 SH   DFND 1 1,482 0 2,700
CORNING INC COM 219350105 45,746 1,522,325 SH   DFND 1 1,097,725 0 424,600
CRANE CO COM 224399105 15,013 189,126 SH   DFND 1 189,126 0 0
CREDIT ACCEP CORP MICH COM 225310101 21,058 81,890 SH   DFND 1 80,690 0 1,200
CREE INC COM 225447101 8,921 361,870 SH   DFND 1 328,070 0 33,800
CROWN HOLDINGS INC COM 228368106 96,789 1,622,333 SH   DFND 1 1,231,706 0 390,627
CULLEN FROST BANKERS INC COM 229899109 4,678 49,812 SH   DFND 1 40,312 0 9,500
CUMMINS INC COM 231021106 33,762 208,121 SH   DFND 1 151,721 0 56,400
CUSTOMERS BANCORP INC COM 23204G100 2,395 84,677 SH   DFND 1 76,667 0 8,010
DMC GLOBAL INC COM 23291C103 357 27,200 SH   DFND 1 27,200 0 0
D R HORTON INC COM 23331A109 61,326 1,773,940 SH   DFND 1 1,379,178 0 394,762
DTE ENERGY CO COM 233331107 17,223 162,802 SH   DFND 1 131,002 0 31,800
DANA INCORPORATED COM 235825205 12,204 546,509 SH   DFND 1 495,709 0 50,800
DARDEN RESTAURANTS INC COM 237194105 6 64 SH   DFND 1 64 0 0
DAVITA INC COM 23918K108 14,860 229,453 SH   DFND 1 168,753 0 60,700
DEAN FOODS CO NEW COM NEW 242370203 2,671 157,112 SH   DFND 1 141,312 0 15,800
DECKERS OUTDOOR CORP COM 243537107 8,387 122,864 SH   DFND 1 111,764 0 11,100
DEERE & CO COM 244199105 6,870 55,582 SH   DFND 1 28,982 0 26,600
DELTA AIR LINES INC DEL COM NEW 247361702 226,292 4,210,867 SH   DFND 1 3,174,443 0 1,036,424
DELTA APPAREL INC COM 247368103 32 1,400 SH   DFND 1 500 0 900
DELUXE CORP COM 248019101 14,507 209,570 SH   DFND 1 190,570 0 19,000
DEVON ENERGY CORP NEW COM 25179M103 73,416 2,296,375 SH   DFND 1 1,738,434 0 557,941
DICKS SPORTING GOODS INC COM 253393102 3 53 SH   DFND 1 53 0 0
DIME CMNTY BANCSHARES COM 253922108 2,224 113,456 SH   DFND 1 100,756 0 12,700
DILLARDS INC CL A 254067101 1 1 SH   DFND 1 1 0 0
DIODES INC COM 254543101 2,902 120,757 SH   DFND 1 108,357 0 12,400
DISNEY WALT CO COM DISNEY 254687106 161,916 1,523,911 SH   DFND 1 1,195,411 0 328,500
DISCOVER FINL SVCS COM 254709108 36,311 583,861 SH   DFND 1 405,261 0 178,600
DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 4,701 181,962 SH   DFND 1 134,362 0 47,600
DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 5 182 SH   DFND 1 182 0 0
DOLLAR GEN CORP NEW COM 256677105 4,755 65,950 SH   DFND 1 35,250 0 30,700
DOMTAR CORP COM NEW 257559203 10,022 260,862 SH   DFND 1 230,562 0 30,300
DOW CHEM CO COM 260543103 36,284 575,294 SH   DFND 1 436,649 0 138,645
DRIL-QUIP INC COM 262037104 3,629 74,346 SH   DFND 1 50,065 0 24,281
DUKE ENERGY CORP NEW COM NEW 26441C204 44,751 535,352 SH   DFND 1 428,552 0 106,800
EMC INS GROUP INC COM 268664109 304 10,931 SH   DFND 1 3,881 0 7,050
ERA GROUP INC COM 26885G109 109 11,515 SH   DFND 1 4,015 0 7,500
E TRADE FINANCIAL CORP COM NEW 269246401 12,989 341,525 SH   DFND 1 248,825 0 92,700
EARTHSTONE ENERGY INC CL A 27032D304 122 12,132 SH   DFND 1 4,232 0 7,900
EAST WEST BANCORP INC COM 27579R104 7,441 127,012 SH   DFND 1 102,112 0 24,900
EASTMAN CHEM CO COM 277432100 93,849 1,117,374 SH   DFND 1 859,415 0 257,959
EATON VANCE CORP COM NON VTG 278265103 4,399 92,946 SH   DFND 1 74,946 0 18,000
EBAY INC COM 278642103 8,594 246,092 SH   DFND 1 128,792 0 117,300
ECHOSTAR CORP CL A 278768106 9,154 150,797 SH   DFND 1 150,797 0 0
EDISON INTL COM 281020107 23,176 296,399 SH   DFND 1 238,599 0 57,800
EGALET CORP COM 28226B104 72 30,000 SH   DFND 1 30,000 0 0
ELECTRONIC ARTS INC COM 285512109 24 221 SH   DFND 1 221 0 0
ELLIS PERRY INTL INC COM 288853104 220 11,305 SH   DFND 1 4,005 0 7,300
EMCOR GROUP INC COM 29084Q100 393 5,996 SH   DFND 1 3,096 0 2,900
EMERSON ELEC CO COM 291011104 31,708 531,830 SH   DFND 1 428,030 0 103,800
EMPLOYERS HOLDINGS INC COM 292218104 4,210 99,526 SH   DFND 1 88,626 0 10,900
ENCORE CAP GROUP INC COM 292554102 2,755 68,605 SH   DFND 1 64,105 0 4,500
ENERGEN CORP COM 29265N108 4,344 87,980 SH   DFND 1 70,680 0 17,300
ENERSYS COM 29275Y102 13,050 180,122 SH   DFND 1 159,322 0 20,800
ENOVA INTL INC COM 29357K103 162 10,843 SH   DFND 1 3,743 0 7,100
ENTERGY CORP NEW COM 29364G103 12,524 163,130 SH   DFND 1 131,330 0 31,800
ENTERPRISE FINL SVCS CORP COM 293712105 279 6,821 SH   DFND 1 2,421 0 4,400
EQUITY BANCSHARES INC COM CL A 29460X109 118 3,821 SH   DFND 1 1,321 0 2,500
ERICSSON ADR B SEK 10 294821608 1 1 SH   DFND 1 1 0 0
ESSA BANCORP INC COM 29667D104 50 3,361 SH   DFND 1 1,161 0 2,200
EVERCORE PARTNERS INC CLASS A 29977A105 7,577 107,469 SH   DFND 1 98,769 0 8,700
EVERTEC INC COM 30040P103 4,717 272,620 SH   DFND 1 249,720 0 22,900
EVERSOURCE ENERGY COM 30040W108 17,506 288,350 SH   DFND 1 232,150 0 56,200
EVOLVING SYS INC COM NEW 30049R209 13 2,400 SH   DFND 1 900 0 1,500
EXACTECH INC COM 30064E109 220 7,364 SH   DFND 1 2,564 0 4,800
EXELON CORP COM 30161N101 30,276 839,348 SH   DFND 1 675,148 0 164,200
EXONE CO COM 302104104 1,874 163,610 SH   DFND 1 149,800 0 13,810
EXPEDITORS INTL WASH INC COM 302130109 816 14,446 SH   DFND 1 7,546 0 6,900
EXPRESS SCRIPTS HLDG CO COM 30219G108 16,640 260,640 SH   DFND 1 135,340 0 125,300
EZCORP INC CL A NON VTG 302301106 33 4,211 SH   DFND 1 1,511 0 2,700
EXXON MOBIL CORP COM 30231G102 13,148 162,853 SH   DFND 1 84,353 0 78,500
FBL FINL GROUP INC CL A 30239F106 3,507 57,021 SH   DFND 1 51,921 0 5,100
FNB CORP PA COM 302520101 10,914 770,715 SH   DFND 1 770,715 0 0
FACTSET RESH SYS INC COM 303075105 1,194 7,181 SH   DFND 1 3,581 0 3,600
FEDERAL SIGNAL CORP COM 313855108 7,174 413,203 SH   DFND 1 291,783 0 121,420
FEDEX CORP COM 31428X106 8,110 37,316 SH   DFND 1 31,216 0 6,100
FERRO CORP COM 315405100 5,782 316,084 SH   DFND 1 286,684 0 29,400
F5 NETWORKS INC COM 315616102 3 21 SH   DFND 1 21 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 10,090 225,058 SH   DFND 1 181,558 0 43,500
FIDELITY SOUTHERN CORP NEW COM 316394105 210 9,143 SH   DFND 1 3,043 0 6,100
FIFTH THIRD BANCORP COM 316773100 24,449 941,778 SH   DFND 1 682,978 0 258,800
FINANCIAL INSTNS INC COM 317585404 142 4,732 SH   DFND 1 1,632 0 3,100
FINISH LINE INC CL A 317923100 1 1 SH   DFND 1 1 0 0
FIRST AMERN FINL CORP COM 31847R102 11,233 251,340 SH   DFND 1 251,340 0 0
FIRST BANCORP P R COM NEW 318672706 1,109 191,400 SH   DFND 1 191,400 0 0
FIRST BANCORP N C COM 318910106 284 9,063 SH   DFND 1 3,163 0 5,900
FIRST BUSEY CORP COM NEW 319383204 250 8,503 SH   DFND 1 3,003 0 5,500
FIRST BUS FINL SVCS INC WIS COM 319390100 70 3,011 SH   DFND 1 1,111 0 1,900
FIRST CTZNS BANCSHARES INC N CL A 31946M103 7,008 18,801 SH   DFND 1 18,801 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 4,468 352,323 SH   DFND 1 324,223 0 28,100
FIRST CMNTY BANCSHARES INC N COM 31983A103 170 6,203 SH   DFND 1 2,203 0 4,000
FIRST CONN BANCORP INC MD COM 319850103 5,722 223,068 SH   DFND 1 166,030 0 57,038
FIRST DEFIANCE FINL CORP COM 32006W106 213 4,032 SH   DFND 1 1,432 0 2,600
FIRST DATA CORP NEW COM CL A 32008D106 63,617 3,495,396 SH   DFND 1 2,702,670 0 792,726
FIRST FINL CORP IND COM 320218100 259 5,465 SH   DFND 1 1,865 0 3,600
FIRST FINANCIAL NORTHWEST IN COM 32022K102 95 5,872 SH   DFND 1 2,072 0 3,800
FIRST HORIZON NATL CORP COM 320517105 11 631 SH   DFND 1 631 0 0
FIRST HAWAIIAN INC COM 32051X108 1 32 SH   DFND 1 32 0 0
FIRST INTERNET BANCORP COM 320557101 58 2,061 SH   DFND 1 661 0 1,400
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 142 3,803 SH   DFND 1 1,396 0 2,407
FIRST MERCHANTS CORP COM 320817109 4,622 115,135 SH   DFND 1 105,635 0 9,500
FIRST MIDWEST BANCORP DEL COM 320867104 6,865 294,478 SH   DFND 1 270,826 0 23,652
FIRST NORTHWEST BANCORP COM 335834107 94 5,932 SH   DFND 1 2,132 0 3,800
1ST SOURCE CORP COM 336901103 3,723 77,647 SH   DFND 1 73,987 0 3,660
FLAGSTAR BANCORP INC COM PAR .001 337930705 10,646 345,406 SH   DFND 1 272,346 0 73,060
FLUOR CORP NEW COM 343412102 34,253 748,205 SH   DFND 1 560,992 0 187,213
FLUSHING FINL CORP COM 343873105 1,929 68,413 SH   DFND 1 60,413 0 8,000
FOOT LOCKER INC COM 344849104 1,282 26,008 SH   DFND 1 13,508 0 12,500
FOSSIL GROUP INC COM 34988V106 1 10 SH   DFND 1 10 0 0
FOSTER L B CO COM 350060109 122 5,671 SH   DFND 1 1,971 0 3,700
FRANKLIN FINL NETWORK INC COM 35352P104 245 5,932 SH   DFND 1 2,132 0 3,800
FRANKLIN RES INC COM 354613101 22,941 512,168 SH   DFND 1 412,368 0 99,800
FREIGHTCAR AMER INC COM 357023100 736 42,300 SH   DFND 1 40,800 0 1,500
FRIEDMAN INDS INC COM 358435105 706 124,245 SH   DFND 1 124,245 0 0
FULTON FINL CORP PA COM 360271100 11,820 622,082 SH   DFND 1 575,682 0 46,400
FUTUREFUEL CORPORATION COM 36116M106 358 23,699 SH   DFND 1 8,299 0 15,400
GATX CORP COM 361448103 10,343 160,919 SH   DFND 1 146,319 0 14,600
GAIN CAP HLDGS INC COM 36268W100 5,808 932,153 SH   DFND 1 655,393 0 276,760
GAP INC DEL COM 364760108 30 1,331 SH   DFND 1 1,331 0 0
GENERAL DYNAMICS CORP COM 369550108 68,870 347,650 SH   DFND 1 257,550 0 90,100
GENERAL MTRS CO COM 37045V100 237,905 6,810,901 SH   DFND 1 5,331,078 0 1,479,823
GENESEE & WYO INC CL A 371559105 2 24 SH   DFND 1 24 0 0
GENTEX CORP COM 371901109 22,234 1,172,037 SH   DFND 1 1,121,137 0 50,900
GENTHERM INC COM 37253A103 4,031 103,879 SH   DFND 1 90,979 0 12,900
GEOSPACE TECHNOLOGIES CORP COM 37364X109 2,838 205,163 SH   DFND 1 188,243 0 16,920
GILEAD SCIENCES INC COM 375558103 54,629 771,811 SH   DFND 1 603,995 0 167,816
GLATFELTER COM 377316104 3,133 160,290 SH   DFND 1 147,590 0 12,700
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 360 11,765 SH   DFND 1 4,065 0 7,700
GLOBUS MED INC CL A 379577208 7,939 239,459 SH   DFND 1 162,709 0 76,750
GOLDFIELD CORP COM 381370105 76 13,692 SH   DFND 1 4,792 0 8,900
GOLDMAN SACHS GROUP INC COM 38141G104 96,689 435,730 SH   DFND 1 326,830 0 108,900
GOODYEAR TIRE & RUBR CO COM 382550101 77,100 2,205,356 SH   DFND 1 1,702,474 0 502,882
GRAHAM HLDGS CO COM 384637104 6,847 11,418 SH   DFND 1 10,918 0 500
GRAINGER W W INC COM 384802104 4,397 24,351 SH   DFND 1 12,551 0 11,800
GRAPHIC PACKAGING HLDG CO COM 388689101 3,517 255,200 SH   DFND 1 204,500 0 50,700
GRAY TELEVISION INC COM 389375106 3,380 246,705 SH   DFND 1 223,405 0 23,300
GREAT LAKES DREDGE & DOCK CO COM 390607109 143 33,195 SH   DFND 1 11,695 0 21,500
GREAT SOUTHN BANCORP INC COM 390905107 340 6,344 SH   DFND 1 2,244 0 4,100
GREAT WESTN BANCORP INC COM 391416104 7,253 177,723 SH   DFND 1 160,623 0 17,100
GREEN BRICK PARTNERS INC COM 392709101 304 26,521 SH   DFND 1 9,321 0 17,200
GREEN PLAINS INC COM 393222104 3,023 147,091 SH   DFND 1 133,591 0 13,500
GREENBRIER COS INC COM 393657101 10,606 229,301 SH   DFND 1 207,501 0 21,800
GREENHILL & CO INC COM 395259104 8,300 412,922 SH   DFND 1 311,812 0 101,110
GROUP 1 AUTOMOTIVE INC COM 398905109 5,069 80,053 SH   DFND 1 72,553 0 7,500
GULF ISLAND FABRICATION INC COM 402307102 93 7,963 SH   DFND 1 2,763 0 5,200
HCA HEALTHCARE INC COM 40412C101 29,181 334,636 SH   DFND 1 269,236 0 65,400
HCI GROUP INC COM 40416E103 152 3,230 SH   DFND 1 1,130 0 2,100
HFF INC CL A 40418F108 3,818 109,788 SH   DFND 1 96,188 0 13,600
HP INC COM 40434L105 26,920 1,540,033 SH   DFND 1 1,239,833 0 300,200
HALLADOR ENERGY COMPANY COM 40609P105 124 15,936 SH   DFND 1 5,536 0 10,400
HALLMARK FINL SVCS INC EC COM NEW 40624Q203 98 8,673 SH   DFND 1 2,973 0 5,700
HANCOCK HLDG CO COM 410120109 11,968 244,237 SH   DFND 1 224,937 0 19,300
HANESBRANDS INC COM 410345102 54,941 2,372,197 SH   DFND 1 1,775,405 0 596,792
HANMI FINL CORP COM NEW 410495204 2,222 78,086 SH   DFND 1 70,886 0 7,200
HANOVER INS GROUP INC COM 410867105 12,037 135,807 SH   DFND 1 135,807 0 0
HARBORONE BANCORP INC COM 41165F101 3,761 188,396 SH   DFND 1 144,711 0 43,685
HARDINGE INC COM 412324303 118 9,424 SH   DFND 1 3,224 0 6,200
HARLEY DAVIDSON INC COM 412822108 8,616 159,492 SH   DFND 1 128,492 0 31,000
HARRIS CORP DEL COM 413875105 13,744 125,996 SH   DFND 1 96,596 0 29,400
HARTFORD FINL SVCS GROUP INC COM 416515104 17,640 335,540 SH   DFND 1 270,240 0 65,300
HAWAIIAN HOLDINGS INC COM 419879101 9,754 207,732 SH   DFND 1 185,732 0 22,000
HAWAIIAN TELCOM HOLDCO INC COM 420031106 204 8,143 SH   DFND 1 2,843 0 5,300
HAYNES INTERNATIONAL INC COM NEW 420877201 8,297 228,487 SH   DFND 1 159,267 0 69,220
HEALTHSOUTH CORP COM NEW 421924309 13,924 287,683 SH   DFND 1 287,683 0 0
HEARTLAND FINL USA INC COM 42234Q102 3,691 78,362 SH   DFND 1 70,762 0 7,600
HECLA MNG CO COM 422704106 7,492 1,468,979 SH   DFND 1 1,331,879 0 137,100
HELMERICH & PAYNE INC COM 423452101 116,720 2,147,944 SH   DFND 1 1,639,902 0 508,042
HERITAGE FINL CORP WASH COM 42722X106 357 13,437 SH   DFND 1 4,678 0 8,759
HERON THERAPEUTICS INC COM 427746102 1,121 80,870 SH   DFND 1 56,960 0 23,910
HERSHA HOSPITALITY TR PR SHS BEN INT 427825500 7,664 414,030 SH   DFND 1 294,690 0 119,340
HEWLETT PACKARD ENTERPRISE C COM 42824C109 10,397 626,686 SH   DFND 1 327,186 0 299,500
HEXCEL CORP NEW COM 428291108 4,348 82,360 SH   DFND 1 66,260 0 16,100
HILLENBRAND INC COM 431571108 9,184 254,399 SH   DFND 1 226,299 0 28,100
HILLTOP HOLDINGS INC COM 432748101 7,065 269,526 SH   DFND 1 247,326 0 22,200
HOLLYFRONTIER CORP COM 436106108 19,804 720,929 SH   DFND 1 690,329 0 30,600
HOMESTREET INC COM 43785V102 9,675 349,581 SH   DFND 1 264,211 0 85,370
HOMETRUST BANCSHARES INC COM 437872104 195 7,963 SH   DFND 1 2,763 0 5,200
HONEYWELL INTL INC COM 438516106 92,097 690,945 SH   DFND 1 555,745 0 135,200
HOPE BANCORP INC COM 43940T109 6,608 354,270 SH   DFND 1 325,770 0 28,500
HORACE MANN EDUCATORS CORP N COM 440327104 4,881 129,114 SH   DFND 1 115,614 0 13,500
HORIZON BANCORP IND COM 440407104 2,259 85,694 SH   DFND 1 77,394 0 8,300
HOST HOTELS & RESORTS INC COM 44107P104 7 383 SH   DFND 1 383 0 0
HOUSTON WIRE & CABLE CO COM 44244K109 47 8,902 SH   DFND 1 3,102 0 5,800
HOWARD HUGHES CORP COM 44267D107 5 38 SH   DFND 1 38 0 0
HUBBELL INC COM 443510607 4,850 42,850 SH   DFND 1 34,550 0 8,300
HUNTINGTON INGALLS INDS INC COM 446413106 7,780 41,789 SH   DFND 1 33,589 0 8,200
HUNTSMAN CORP COM 447011107 27,183 1,051,948 SH   DFND 1 978,648 0 73,300
HUTTIG BLDG PRODS INC COM 448451104 99 13,985 SH   DFND 1 4,885 0 9,100
HYATT HOTELS CORP COM CL A 448579102 1,981 35,231 SH   DFND 1 28,331 0 6,900
HYSTER YALE MATLS HANDLING I CL A 449172105 3,817 54,321 SH   DFND 1 38,580 0 15,741
ICF INTL INC COM 44925C103 2,496 52,990 SH   DFND 1 46,390 0 6,600
ILG INC COM 44967H101 13,754 500,293 SH   DFND 1 456,993 0 43,300
IPG PHOTONICS CORP COM 44980X109 77,196 532,017 SH   DFND 1 405,205 0 126,812
ITT INC COM 45073V108 9,446 235,072 SH   DFND 1 235,072 0 0
IBERIABANK CORP COM 450828108 11,102 136,209 SH   DFND 1 126,609 0 9,600
IDACORP INC COM 451107106 11 122 SH   DFND 1 122 0 0
ILLINOIS TOOL WKS INC COM 452308109 38 263 SH   DFND 1 263 0 0
IMPAX LABORATORIES INC COM 45256B101 1,696 105,336 SH   DFND 1 71,396 0 33,940
INDEPENDENCE CONTRACT DRIL I COM 453415309 1 1 SH   DFND 1 1 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 148 6,804 SH   DFND 1 2,404 0 4,400
INFINITY PPTY & CAS CORP COM 45665Q103 4,892 52,035 SH   DFND 1 49,435 0 2,600
INGLES MKTS INC CL A 457030104 1,730 51,943 SH   DFND 1 47,043 0 4,900
INSIGHT ENTERPRISES INC COM 45765U103 7,159 179,004 SH   DFND 1 161,104 0 17,900
INNOSPEC INC COM 45768S105 6,371 97,189 SH   DFND 1 85,989 0 11,200
INTEL CORP COM 458140100 144,029 4,268,769 SH   DFND 1 3,434,069 0 834,700
INTEGER HLDGS CORP COM 45826H109 432 9,978 SH   DFND 1 3,478 0 6,500
INTERDIGITAL INC COM 45867G101 2,863 37,034 SH   DFND 1 32,934 0 4,100
INTERNATIONAL BANCSHARES COR COM 459044103 7,285 207,820 SH   DFND 1 192,220 0 15,600
INTERNATIONAL BUSINESS MACHS COM 459200101 127,453 828,525 SH   DFND 1 666,425 0 162,100
INTL PAPER CO COM 460146103 29,812 526,610 SH   DFND 1 380,809 0 145,801
INTERNATIONAL SPEEDWAY CORP CL A 460335201 4,106 109,343 SH   DFND 1 96,461 0 12,882
INTERPUBLIC GROUP COS INC COM 460690100 8,813 358,231 SH   DFND 1 288,231 0 70,000
INTL FCSTONE INC COM 46116V105 2,187 57,897 SH   DFND 1 51,597 0 6,300
INTREPID POTASH INC COM 46121Y102 158 69,823 SH   DFND 1 24,423 0 45,400
INVESTMENT TECHNOLOGY GRP NE COM 46145F105 301 14,166 SH   DFND 1 4,966 0 9,200
INVESTORS BANCORP INC NEW COM 46146L101 15,557 1,164,419 SH   DFND 1 1,111,819 0 52,600
IRIDIUM COMMUNICATIONS INC COM 46269C102 4,143 374,871 SH   DFND 1 337,871 0 37,000
ISHARES TR RUS 1000 VAL ETF 464287598 34,839 299,226 SH   DFND 1 124,226 0 175,000
ISHARES TR RUS 2000 VAL ETF 464287630 1,702 14,311 SH   DFND 1 14,311 0 0
ISHARES TR MICRO-CAP ETF 464288869 1,272 14,300 SH   DFND 1 14,300 0 0
IXYS CORP COM 46600W106 321 19,507 SH   DFND 1 6,807 0 12,700
JPMORGAN CHASE & CO COM 46625H100 490,092 5,362,048 SH   DFND 1 4,173,143 0 1,188,905
JABIL INC COM 466313103 4,488 153,742 SH   DFND 1 124,042 0 29,700
JACOBS ENGR GROUP INC DEL COM 469814107 5,955 109,469 SH   DFND 1 88,069 0 21,400
JETBLUE AIRWAYS CORP COM 477143101 7 268 SH   DFND 1 268 0 0
JOHNSON & JOHNSON COM 478160104 322,955 2,441,264 SH   DFND 1 1,963,864 0 477,400
JOHNSON OUTDOORS INC CL A 479167108 227 4,701 SH   DFND 1 1,601 0 3,100
JONES LANG LASALLE INC COM 48020Q107 10,116 80,923 SH   DFND 1 72,923 0 8,000
JUNIPER NETWORKS INC COM 48203R104 9,672 346,891 SH   DFND 1 279,191 0 67,700
KLA-TENCOR CORP COM 482480100 11,831 129,284 SH   DFND 1 104,084 0 25,200
KKR & CO L P DEL COM UNITS 48248M102 171,823 9,237,757 SH   DFND 1 6,992,423 0 2,245,334
KLX INC COM 482539103 9,935 198,682 SH   DFND 1 180,382 0 18,300
K12 INC COM 48273U102 1,752 97,737 SH   DFND 1 83,637 0 14,100
KB HOME COM 48666K109 8,115 338,546 SH   DFND 1 296,146 0 42,400
KEARNY FINL CORP MD COM 48716P108 3,990 268,644 SH   DFND 1 242,844 0 25,800
KELLY SVCS INC CL A 488152208 3,106 138,309 SH   DFND 1 121,709 0 16,600
KEMPER CORP DEL COM 488401100 7,541 195,347 SH   DFND 1 178,047 0 17,300
KEY TRONIC CORP COM 493144109 55 7,703 SH   DFND 1 2,703 0 5,000
KEYSIGHT TECHNOLOGIES INC COM 49338L103 20 508 SH   DFND 1 508 0 0
KFORCE INC COM 493732101 282 14,376 SH   DFND 1 5,076 0 9,300
KIMBALL ELECTRONICS INC COM 49428J109 269 14,856 SH   DFND 1 5,256 0 9,600
KINGSTONE COS INC COM 496719105 51 3,330 SH   DFND 1 1,130 0 2,200
KIRBY CORP COM 497266106 6,172 92,319 SH   DFND 1 92,319 0 0
KNOLL INC COM NEW 498904200 3,925 195,717 SH   DFND 1 172,917 0 22,800
KOHLS CORP COM 500255104 2,061 53,275 SH   DFND 1 30,675 0 22,600
KONA GRILL INC COM 50047H201 2,796 755,655 SH   DFND 1 692,205 0 63,450
KOPPERS HOLDINGS INC COM 50060P106 2,788 77,102 SH   DFND 1 69,802 0 7,300
KORN FERRY INTL COM NEW 500643200 7,377 213,640 SH   DFND 1 193,440 0 20,200
LGI HOMES INC COM 50187T106 3,028 75,350 SH   DFND 1 66,050 0 9,300
L3 TECHNOLOGIES INC COM 502413107 11,684 69,930 SH   DFND 1 54,930 0 15,000
LABORATORY CORP AMER HLDGS COM NEW 50540R409 14,325 92,930 SH   DFND 1 74,730 0 18,200
LAKELAND BANCORP INC COM 511637100 268 14,202 SH   DFND 1 5,047 0 9,155
LAKELAND INDS INC COM 511795106 57 3,921 SH   DFND 1 1,321 0 2,600
LAM RESEARCH CORP COM 512807108 16 109 SH   DFND 1 109 0 0
LANNET INC COM 516012101 1,130 55,389 SH   DFND 1 39,519 0 15,870
LEAR CORP COM NEW 521865204 14,432 101,570 SH   DFND 1 70,264 0 31,306
LEGGETT & PLATT INC COM 524660107 5,784 110,100 SH   DFND 1 88,700 0 21,400
LEIDOS HLDGS INC COM 525327102 3 57 SH   DFND 1 57 0 0
LENNAR CORP CL A 526057104 231 4,314 SH   DFND 1 4,314 0 0
LEUCADIA NATL CORP COM 527288104 8,272 316,200 SH   DFND 1 252,400 0 63,800
LIBERTY INTERACTIVE CORP LBT VEN COM A NE 53071M856 754 14,419 SH   DFND 1 7,519 0 6,900
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5 111 SH   DFND 1 111 0 0
LIBERTY TAX INC CL A 53128T102 55 4,211 SH   DFND 1 1,511 0 2,700
LIFEPOINT HEALTH INC COM 53219L109 7,693 114,551 SH   DFND 1 100,351 0 14,200
LIFETIME BRANDS INC COM 53222Q103 187 10,260 SH   DFND 1 3,560 0 6,700
LINCOLN ELEC HLDGS INC COM 533900106 1,374 14,920 SH   DFND 1 7,814 0 7,106
LINCOLN NATL CORP IND COM 534187109 14,372 212,654 SH   DFND 1 166,054 0 46,600
LINDSAY CORP COM 535555106 6,211 69,581 SH   DFND 1 48,881 0 20,700
LITHIA MTRS INC CL A 536797103 8,381 88,940 SH   DFND 1 80,540 0 8,400
LOCKHEED MARTIN CORP COM 539830109 18,544 66,798 SH   DFND 1 33,798 0 33,000
LOEWS CORP COM 540424108 14,304 305,566 SH   DFND 1 245,966 0 59,600
LOUISIANA PAC CORP COM 546347105 47,855 1,984,854 SH   DFND 1 1,519,700 0 465,154
LOWES COS INC COM 548661107 9,234 119,090 SH   DFND 1 99,290 0 19,800
LYON WILLIAM HOMES CL A NEW 552074700 369 15,256 SH   DFND 1 5,356 0 9,900
M & T BK CORP COM 55261F104 22,590 139,483 SH   DFND 1 112,183 0 27,300
MBIA INC COM 55262C100 3,996 423,677 SH   DFND 1 377,377 0 46,300
MB FINANCIAL INC NEW COM 55264U108 9,087 206,323 SH   DFND 1 189,650 0 16,673
M D C HLDGS INC COM 552676108 7,387 209,085 SH   DFND 1 184,305 0 24,780
MGC DIAGNOSTICS CORP COM 552768103 363 44,200 SH   DFND 1 44,200 0 0
MCBC HLDGS INC COM 55276F107 196 10,004 SH   DFND 1 3,504 0 6,500
MGIC INVT CORP WIS COM 552848103 16,357 1,460,369 SH   DFND 1 1,267,889 0 192,480
MGM RESORTS INTERNATIONAL COM 552953101 5 149 SH   DFND 1 149 0 0
M/I HOMES INC COM 55305B101 522 18,267 SH   DFND 1 6,367 0 11,900
MRC GLOBAL INC COM 55345K103 3,966 240,027 SH   DFND 1 159,217 0 80,810
MSC INDL DIRECT INC CL A 553530106 249 2,889 SH   DFND 1 1,489 0 1,400
MSCI INC COM 55354G100 8 71 SH   DFND 1 71 0 0
MSG NETWORK INC CL A 553573106 5,476 243,917 SH   DFND 1 215,317 0 28,600
MTS SYS CORP COM 553777103 10,713 206,810 SH   DFND 1 146,870 0 59,940
MACYS INC COM 55616P104 6 227 SH   DFND 1 227 0 0
MADISON SQUARE GARDEN CO NEW CL A 55825T103 3,469 17,617 SH   DFND 1 14,217 0 3,400
MAGELLAN HEALTH INC COM NEW 559079207 7,002 96,041 SH   DFND 1 87,741 0 8,300
MAGNA INTL INC COM 559222401 90,764 1,959,069 SH   DFND 1 1,539,645 0 419,424
MAINSOURCE FINANCIAL GP INC COM 56062Y102 275 8,178 SH   DFND 1 2,778 0 5,400
MALIBU BOATS INC COM CL A 56117J100 2,258 87,261 SH   DFND 1 76,051 0 11,210
MANNING & NAPIER INC CL A 56382Q102 276 63,300 SH   DFND 1 63,300 0 0
MANPOWERGROUP INC COM 56418H100 10,260 91,893 SH   DFND 1 65,222 0 26,671
MARATHON PETE CORP COM 56585A102 24,981 477,359 SH   DFND 1 384,159 0 93,200
MARCHEX INC CL B 56624R108 62 20,644 SH   DFND 1 7,244 0 13,400
MARCUS & MILLICHAP INC COM 566324109 3,667 139,098 SH   DFND 1 127,398 0 11,700
MARKEL CORP COM 570535104 12,471 12,779 SH   DFND 1 10,279 0 2,500
MARLIN BUSINESS SVCS CORP COM 571157106 164 6,493 SH   DFND 1 2,293 0 4,200
MATERION CORP COM 576690101 404 10,794 SH   DFND 1 3,794 0 7,000
MCDERMOTT INTL INC COM 580037109 6,610 921,840 SH   DFND 1 822,040 0 99,800
MEET GROUP INC COM 58513U101 145 28,522 SH   DFND 1 10,122 0 18,400
MERCANTILE BANK CORP COM 587376104 180 5,692 SH   DFND 1 2,092 0 3,600
MERCK & CO INC COM 58933Y105 158,922 2,479,658 SH   DFND 1 1,994,958 0 484,700
MEREDITH CORP COM 589433101 8,812 148,217 SH   DFND 1 134,486 0 13,731
MERIDIAN BANCORP INC MD COM 58958U103 2,367 140,053 SH   DFND 1 128,753 0 11,300
MERITAGE HOMES CORP COM 59001A102 6,641 157,349 SH   DFND 1 141,249 0 16,100
MERITOR INC COM 59001K100 5,473 329,475 SH   DFND 1 298,375 0 31,100
META FINL GROUP INC COM 59100U108 2,132 23,944 SH   DFND 1 21,944 0 2,000
METHODE ELECTRS INC COM 591520200 3,518 85,385 SH   DFND 1 75,885 0 9,500
METLIFE INC COM 59156R108 98,868 1,799,554 SH   DFND 1 1,378,599 0 420,955
METTLER TOLEDO INTERNATIONAL COM 592688105 12 20 SH   DFND 1 20 0 0
MICRON TECHNOLOGY INC COM 595112103 102,987 3,448,982 SH   DFND 1 2,651,598 0 797,384
MIDSOUTH BANCORP INC COM 598039105 660 56,169 SH   DFND 1 56,169 0 0
MIDWESTONE FINL GROUP INC NE COM 598511103 133 3,921 SH   DFND 1 1,321 0 2,600
MILLER HERMAN INC COM 600544100 6,839 224,941 SH   DFND 1 206,241 0 18,700
MILLER INDS INC TENN COM NEW 600551204 214 8,581 SH   DFND 1 2,981 0 5,600
MINERALS TECHNOLOGIES INC COM 603158106 9,160 125,133 SH   DFND 1 113,133 0 12,000
MITCHAM INDS INC COM 606501104 26 6,462 SH   DFND 1 2,262 0 4,200
MOHAWK INDS INC COM 608190104 16,305 67,460 SH   DFND 1 54,260 0 13,200
MORGAN STANLEY COM NEW 617446448 148,602 3,334,862 SH   DFND 1 2,562,675 0 772,187
MOSAIC CO NEW COM 61945C103 26 1,109 SH   DFND 1 1,109 0 0
MOTOROLA SOLUTIONS INC COM NEW 620076307 12,856 148,210 SH   DFND 1 119,210 0 29,000
MOVADO GROUP INC COM 624580106 223 8,802 SH   DFND 1 3,102 0 5,700
MURPHY OIL CORP COM 626717102 14,068 548,859 SH   DFND 1 548,859 0 0
NCR CORP NEW COM 62886E108 29,362 718,930 SH   DFND 1 642,480 0 76,450
NMI HLDGS INC CL A 629209305 263 22,899 SH   DFND 1 8,099 0 14,800
NN INC COM 629337106 3,824 139,289 SH   DFND 1 99,359 0 39,930
NRG YIELD INC CL A NEW 62942X306 2,220 130,102 SH   DFND 1 118,102 0 12,000
NVR INC COM 62944T105 8,025 3,329 SH   DFND 1 2,659 0 670
NACCO INDS INC CL A 629579103 275 3,882 SH   DFND 1 1,382 0 2,500
NASDAQ INC COM 631103108 9,066 126,810 SH   DFND 1 101,610 0 25,200
NATIONAL BK HLDGS CORP CL A 633707104 2,927 88,401 SH   DFND 1 80,801 0 7,600
NATIONAL FUEL GAS CO N J COM 636180101 4,324 77,420 SH   DFND 1 62,220 0 15,200
NATIONAL OILWELL VARCO INC COM 637071101 38 1,141 SH   DFND 1 1,141 0 0
NATIONSTAR MTG HLDGS INC COM 63861C109 5,353 299,201 SH   DFND 1 270,781 0 28,420
NATURAL GAS SERVICES GROUP COM 63886Q109 3,476 139,851 SH   DFND 1 122,911 0 16,940
NAVIGATORS GROUP INC COM 638904102 5,382 98,017 SH   DFND 1 90,817 0 7,200
NAVIENT CORPORATION COM 63938C108 20,729 1,244,926 SH   DFND 1 1,100,048 0 144,878
NEFF CORP COM CL A 640094207 91 4,772 SH   DFND 1 1,672 0 3,100
NELNET INC CL A 64031N108 5,380 114,440 SH   DFND 1 103,940 0 10,500
NETAPP INC COM 64110D104 1,509 37,663 SH   DFND 1 31,463 0 6,200
NETSCOUT SYS INC COM 64115T104 2 52 SH   DFND 1 52 0 0
NEW HOME CO INC COM 645370107 130 11,274 SH   DFND 1 3,974 0 7,300
NEW YORK CMNTY BANCORP INC COM 649445103 4 264 SH   DFND 1 264 0 0
NEWPARK RES INC COM PAR $.01NEW 651718504 1,756 238,790 SH   DFND 1 70,990 0 167,800
NEWS CORP NEW CL A 65249B109 4,740 345,927 SH   DFND 1 278,627 0 67,300
NOMURA HLDGS INC SPONSORED ADR 65535H208 1 1 SH   DFND 1 1 0 0
NORDSON CORP COM 655663102 1,547 12,748 SH   DFND 1 6,730 0 6,018
NORDSTROM INC COM 655664100 3,488 72,912 SH   DFND 1 37,912 0 35,000
NORFOLK SOUTHERN CORP COM 655844108 9,172 75,365 SH   DFND 1 39,165 0 36,200
NORTHERN TR CORP COM 665859104 18,156 186,762 SH   DFND 1 150,562 0 36,200
NORTHFIELD BANCORP INC DEL COM 66611T108 3,681 214,598 SH   DFND 1 198,298 0 16,300
NORTHRIM BANCORP INC COM 666762109 94 3,083 SH   DFND 1 947 0 2,136
NORTHROP GRUMMAN CORP COM 666807102 16,141 62,875 SH   DFND 1 31,962 0 30,913
NORTHWEST BANCSHARES INC MD COM 667340103 5,983 383,224 SH   DFND 1 352,924 0 30,300
NORTHWEST PIPE CO COM 667746101 941 57,838 SH   DFND 1 54,438 0 3,400
NUCOR CORP COM 670346105 16,745 289,349 SH   DFND 1 232,749 0 56,600
OGE ENERGY CORP COM 670837103 6,276 180,390 SH   DFND 1 145,090 0 35,300
OFG BANCORP COM 67103X102 122 12,112 SH   DFND 1 4,412 0 7,700
OASIS PETE INC NEW COM 674215108 7,115 883,784 SH   DFND 1 800,284 0 83,500
OCEANEERING INTL INC COM 675232102 26,405 1,156,048 SH   DFND 1 875,692 0 280,356
OCEANFIRST FINL CORP COM 675234108 559 20,582 SH   DFND 1 16,282 0 4,300
OCLARO INC COM NEW 67555N206 4,425 473,716 SH   DFND 1 414,916 0 58,800
OFFICE DEPOT INC COM 676220106 10,815 1,917,412 SH   DFND 1 1,735,812 0 181,600
OIL STS INTL INC COM 678026105 9,489 349,496 SH   DFND 1 280,686 0 68,810
OLD NATL BANCORP IND COM 680033107 7,046 408,460 SH   DFND 1 369,160 0 39,300
OLD POINT FINL CORP COM 680194107 477 14,485 SH   DFND 1 14,485 0 0
OLD REP INTL CORP COM 680223104 20,347 1,041,830 SH   DFND 1 995,130 0 46,700
OLYMPIC STEEL INC COM 68162K106 750 38,500 SH   DFND 1 38,500 0 0
OMNICOM GROUP INC COM 681919106 21,977 265,099 SH   DFND 1 197,499 0 67,600
ONEMAIN HLDGS INC COM 68268W103 39,641 1,612,038 SH   DFND 1 1,215,295 0 396,743
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 100 6,052 SH   DFND 1 2,152 0 3,900
ORACLE CORP COM 68389X105 186,984 3,729,236 SH   DFND 1 2,999,936 0 729,300
ORBITAL ATK INC COM 68557N103 267 2,706 SH   DFND 1 2,706 0 0
ORION GROUP HOLDINGS INC COM 68628V308 113 15,056 SH   DFND 1 5,256 0 9,800
ORITANI FINL CORP DEL COM 68633D103 2,429 142,429 SH   DFND 1 130,629 0 11,800
OWENS CORNING NEW COM 690742101 6,808 101,731 SH   DFND 1 81,931 0 19,800
OWENS ILL INC COM NEW 690768403 14,527 607,308 SH   DFND 1 556,608 0 50,700
PC CONNECTION INC COM 69318J100 1,485 54,854 SH   DFND 1 42,554 0 12,300
PCM INC COM 69323K100 127 6,752 SH   DFND 1 2,352 0 4,400
PCSB FINL CORP COM 69324R104 3,080 180,487 SH   DFND 1 164,337 0 16,150
PC-TEL INC COM 69325Q105 66 9,244 SH   DFND 1 3,244 0 6,000
PNC FINL SVCS GROUP INC COM 693475105 67,082 537,209 SH   DFND 1 416,909 0 120,300
PPL CORP COM 69351T106 21 518 SH   DFND 1 518 0 0
PVH CORP COM 693656100 8,136 71,053 SH   DFND 1 57,253 0 13,800
PTC THERAPEUTICS INC COM 69366J200 1 1 SH   DFND 1 1 0 0
PACCAR INC COM 693718108 21,116 319,736 SH   DFND 1 257,436 0 62,300
PACIFIC ETHANOL INC COM PAR $.001 69423U305 140 22,350 SH   DFND 1 7,850 0 14,500
PACKAGING CORP AMER COM 695156109 8 69 SH   DFND 1 69 0 0
PACWEST BANCORP DEL COM 695263103 5,055 108,243 SH   DFND 1 87,043 0 21,200
PARK OHIO HLDGS CORP COM 700666100 260 6,813 SH   DFND 1 2,413 0 4,400
PARKE BANCORP INC COM 700885106 403 17,956 SH   DFND 1 17,956 0 0
PARKER HANNIFIN CORP COM 701094104 1,627 10,178 SH   DFND 1 5,378 0 4,800
PATTERSON UTI ENERGY INC COM 703481101 9,844 487,533 SH   DFND 1 487,533 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 174 5,532 SH   DFND 1 1,932 0 3,600
PEAK RESORTS INC COM 70469L100 31 7,522 SH   DFND 1 2,622 0 4,900
PENNEY J C INC COM 708160106 1 1 SH   DFND 1 1 0 0
PENNYMAC FINL SVCS INC CL A 70932B101 166 9,914 SH   DFND 1 3,414 0 6,500
PENSKE AUTOMOTIVE GRP INC COM 70959W103 12,047 274,336 SH   DFND 1 274,336 0 0
PEOPLES BANCORP INC COM 709789101 262 8,143 SH   DFND 1 2,843 0 5,300
PEOPLES UNITED FINANCIAL INC COM 712704105 14,101 798,464 SH   DFND 1 798,464 0 0
PFIZER INC COM 717081103 232,425 6,919,467 SH   DFND 1 5,525,710 0 1,393,757
PHARMERICA CORP COM 71714F104 2,324 88,519 SH   DFND 1 77,619 0 10,900
PHILLIPS 66 COM 718546104 39,331 475,632 SH   DFND 1 376,832 0 98,800
PHOTRONICS INC COM 719405102 2,422 257,648 SH   DFND 1 233,448 0 24,200
PIER 1 IMPORTS INC COM 720279108 239 45,879 SH   DFND 1 16,079 0 29,800
PILGRIMS PRIDE CORP NEW COM 72147K108 7,218 329,266 SH   DFND 1 235,366 0 93,900
PINNACLE WEST CAP CORP COM 723484101 8,647 101,538 SH   DFND 1 81,738 0 19,800
PIPER JAFFRAY COS COM 724078100 2,841 47,384 SH   DFND 1 41,984 0 5,400
PLEXUS CORP COM 729132100 5,016 95,408 SH   DFND 1 83,508 0 11,900
PLY GEM HLDGS INC COM 72941W100 4,622 257,490 SH   DFND 1 233,490 0 24,000
POLARIS INDS INC COM 731068102 5,238 56,782 SH   DFND 1 39,503 0 17,279
POPULAR INC COM NEW 733174700 85,412 2,047,743 SH   DFND 1 1,627,111 0 420,632
PORTLAND GEN ELEC CO COM NEW 736508847 11 233 SH   DFND 1 233 0 0
POWELL INDS INC COM 739128106 9,967 311,548 SH   DFND 1 221,398 0 90,150
PRICE T ROWE GROUP INC COM 74144T108 16,236 218,775 SH   DFND 1 175,975 0 42,800
PRIMERICA INC COM 74164M108 14,491 191,300 SH   DFND 1 169,840 0 21,460
PRINCIPAL FINL GROUP INC COM 74251V102 18,383 286,919 SH   DFND 1 223,919 0 63,000
PROASSURANCE CORP COM 74267C106 9,680 159,208 SH   DFND 1 149,908 0 9,300
PROSPERITY BANCSHARES INC COM 743606105 15,561 242,228 SH   DFND 1 230,028 0 12,200
PROVIDENT BANCORP INC COM 74383X109 819 36,400 SH   DFND 1 36,400 0 0
PROVIDENT FINL HLDGS INC COM 743868101 83 4,282 SH   DFND 1 1,482 0 2,800
PROVIDENT FINL SVCS INC COM 74386T105 5,535 218,083 SH   DFND 1 203,483 0 14,600
PRUDENTIAL FINL INC COM 744320102 45,992 425,296 SH   DFND 1 331,396 0 93,900
PUBLIC SVC ENTERPRISE GROUP COM 744573106 19,796 460,251 SH   DFND 1 370,451 0 89,800
PULTE GROUP INC COM 745867101 8,782 357,993 SH   DFND 1 268,193 0 89,800
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 4,426 435,627 SH   DFND 1 318,716 0 116,911
QORVO INC COM 74736K101 7,335 115,838 SH   DFND 1 93,238 0 22,600
QUANTA SVCS INC COM 74762E102 14,764 448,471 SH   DFND 1 421,071 0 27,400
QUEST DIAGNOSTICS INC COM 74834L100 18,551 166,880 SH   DFND 1 120,980 0 45,900
RCI HOSPITALITY HLDGS INC COM 74934Q108 173 7,221 SH   DFND 1 2,521 0 4,700
RPC INC COM 749660106 3,579 177,045 SH   DFND 1 120,705 0 56,340
RH COM 74967X103 1 1 SH   DFND 1 1 0 0
RPM INTL INC COM 749685103 5,996 109,900 SH   DFND 1 88,500 0 21,400
RTI SURGICAL INC COM 74975N105 183 31,206 SH   DFND 1 11,006 0 20,200
RADIAN GROUP INC COM 750236101 45,833 2,803,187 SH   DFND 1 2,205,556 0 597,631
RAYMOND JAMES FINANCIAL INC COM 754730109 9,405 117,239 SH   DFND 1 94,639 0 22,600
RAYONIER ADVANCED MATLS INC COM 75508B104 368 23,409 SH   DFND 1 8,209 0 15,200
REGAL BELOIT CORP COM 758750103 13,847 169,788 SH   DFND 1 154,688 0 15,100
REGAL ENTMT GROUP CL A 758766109 48,366 2,363,900 SH   DFND 1 1,801,500 0 562,400
REGIONAL MGMT CORP COM 75902K106 143 6,022 SH   DFND 1 2,122 0 3,900
REGIONS FINL CORP NEW COM 7591EP100 20,912 1,428,347 SH   DFND 1 1,049,547 0 378,800
REINSURANCE GROUP AMER INC COM NEW 759351604 8,380 65,269 SH   DFND 1 51,669 0 13,600
RELIANCE STEEL & ALUMINUM CO COM 759509102 94,393 1,296,416 SH   DFND 1 1,053,040 0 243,376
RENASANT CORP COM 75970E107 4,174 95,424 SH   DFND 1 87,622 0 7,802
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 268 20,644 SH   DFND 1 7,244 0 13,400
REPUBLIC BANCORP KY CL A 760281204 6,893 193,075 SH   DFND 1 154,775 0 38,300
REPUBLIC SVCS INC COM 760759100 13 198 SH   DFND 1 198 0 0
RICHARDSON ELECTRS LTD COM 763165107 32 5,342 SH   DFND 1 1,942 0 3,400
RIVERVIEW BANCORP INC COM 769397100 49 7,312 SH   DFND 1 2,612 0 4,700
ROBERT HALF INTL INC COM 770323103 5,531 115,381 SH   DFND 1 92,781 0 22,600
ROCKWELL AUTOMATION INC COM 773903109 2,476 15,282 SH   DFND 1 7,882 0 7,400
ROCKY BRANDS INC COM 774515100 19 1,400 SH   DFND 1 500 0 900
RUSH ENTERPRISES INC CL A 781846209 4,126 110,969 SH   DFND 1 101,669 0 9,300
RYDER SYS INC COM 783549108 12,422 172,562 SH   DFND 1 172,562 0 0
S & T BANCORP INC COM 783859101 4,019 112,047 SH   DFND 1 102,147 0 9,900
S&P GLOBAL INC COM 78409V104 29 194 SH   DFND 1 194 0 0
SLM CORP COM 78442P106 5,306 461,350 SH   DFND 1 314,010 0 147,340
SAFETY INS GROUP INC COM 78648T100 3,227 47,239 SH   DFND 1 43,818 0 3,421
SALEM MEDIA GROUP INC CL A 794093104 103 14,456 SH   DFND 1 5,156 0 9,300
SALLY BEAUTY HLDGS INC COM 79546E104 252 12,400 SH   DFND 1 12,400 0 0
SANDERSON FARMS INC COM 800013104 7,434 64,277 SH   DFND 1 56,267 0 8,010
SANMINA CORPORATION COM 801056102 13,545 355,501 SH   DFND 1 317,701 0 37,800
SANTANDER CONSUMER USA HDG I COM 80283M101 69,460 5,443,497 SH   DFND 1 4,384,326 0 1,059,171
SCANA CORP NEW COM 80589M102 15 222 SH   DFND 1 222 0 0
SCANSOURCE INC COM 806037107 4,810 119,336 SH   DFND 1 108,136 0 11,200
SCHNITZER STL INDS CL A 806882106 494 19,599 SH   DFND 1 6,899 0 12,700
SCHOLASTIC CORP COM 807066105 5,690 130,531 SH   DFND 1 116,031 0 14,500
SCHULMAN A INC COM 808194104 3,485 108,901 SH   DFND 1 98,701 0 10,200
SCHWEITZER-MAUDUIT INTL INC COM 808541106 4,683 125,781 SH   DFND 1 111,081 0 14,700
SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 4,951 72,475 SH   DFND 1 58,775 0 13,700
SEABOARD CORP COM 811543107 4 1 SH   DFND 1 1 0 0
SEACOR HOLDINGS INC COM 811904101 2,220 64,719 SH   DFND 1 59,719 0 5,000
SELECTIVE INS GROUP INC COM 816300107 9,000 179,818 SH   DFND 1 160,318 0 19,500
SENECA FOODS CORP NEW CL A 817070501 183 5,882 SH   DFND 1 2,082 0 3,800
SERVICE CORP INTL COM 817565104 770 23,003 SH   DFND 1 11,903 0 11,100
SHILOH INDS INC COM 824543102 101 8,533 SH   DFND 1 3,033 0 5,500
SHORE BANCSHARES INC COM 825107105 70 4,211 SH   DFND 1 1,511 0 2,700
SIERRA BANCORP COM 82620P102 118 4,799 SH   DFND 1 1,932 0 2,867
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 3,558 67,245 SH   DFND 1 61,745 0 5,500
SINCLAIR BROADCAST GROUP INC CL A 829226109 8,038 244,311 SH   DFND 1 244,311 0 0
SKYWEST INC COM 830879102 7,168 204,216 SH   DFND 1 179,716 0 24,500
SKYWORKS SOLUTIONS INC COM 83088M102 15,586 162,433 SH   DFND 1 130,733 0 31,700
SMARTFINANCIAL INC COM NEW 83190L208 239 10,000 SH   DFND 1 10,000 0 0
SNAP ON INC COM 833034101 8,294 52,490 SH   DFND 1 42,290 0 10,200
SOLAREDGE TECHNOLOGIES INC COM 83417M104 6,029 301,413 SH   DFND 1 217,157 0 84,256
SONIC AUTOMOTIVE INC CL A 83545G102 2,398 123,283 SH   DFND 1 111,683 0 11,600
SONOCO PRODS CO COM 835495102 4,632 90,065 SH   DFND 1 72,365 0 17,700
SOUTHWEST AIRLS CO COM 844741108 33,936 546,111 SH   DFND 1 439,411 0 106,700
SPARTANNASH CO COM 847215100 3,696 142,362 SH   DFND 1 127,782 0 14,580
SPEEDWAY MOTORSPORTS INC COM 847788106 3,033 165,970 SH   DFND 1 149,410 0 16,560
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 8,413 145,193 SH   DFND 1 106,593 0 38,600
SPIRIT AIRLS INC COM 848577102 11,735 227,200 SH   DFND 1 227,200 0 0
SPOK HLDGS INC COM 84863T106 274 15,478 SH   DFND 1 5,378 0 10,100
SPORTSMANS WHSE HLDGS INC COM 84920Y106 1,252 231,800 SH   DFND 1 231,800 0 0
SPRINT CORP COM SER 1 85207U105 24 2,908 SH   DFND 1 2,908 0 0
STANLEY BLACK & DECKER INC COM 854502101 17,944 127,503 SH   DFND 1 102,703 0 24,800
STAPLES INC COM 855030102 3 270 SH   DFND 1 270 0 0
STATE AUTO FINL CORP COM 855707105 2,072 80,493 SH   DFND 1 72,393 0 8,100
STATE BK FINL CORP COM 856190103 309 11,363 SH   DFND 1 3,963 0 7,400
STATE NATL COS INC COM 85711T305 411 22,320 SH   DFND 1 7,920 0 14,400
STATE STR CORP COM 857477103 37,485 417,752 SH   DFND 1 314,152 0 103,600
STEEL DYNAMICS INC COM 858119100 7,879 220,002 SH   DFND 1 177,202 0 42,800
STEELCASE INC CL A 858155203 4,524 323,121 SH   DFND 1 292,621 0 30,500
STERLING BANCORP DEL COM 85917A100 7,927 340,923 SH   DFND 1 311,923 0 29,000
STIFEL FINL CORP COM 860630102 8,853 192,529 SH   DFND 1 178,129 0 14,400
STONEMOR PARTNERS L P COM UNITS INT 86183Q100 1,853 196,000 SH   DFND 1 0 0 196,000
STURM RUGER & CO INC COM 864159108 1,177 18,922 SH   DFND 1 16,822 0 2,100
SUCAMPO PHARMACEUTICALS INC CL A 864909106 1,055 100,442 SH   DFND 1 69,782 0 30,660
SUNTRUST BKS INC COM 867914103 30,082 530,355 SH   DFND 1 401,255 0 129,100
SUPREME INDS INC CL A 868607102 171 10,384 SH   DFND 1 3,684 0 6,700
SYNALLOY CP DEL COM 871565107 53 4,601 SH   DFND 1 1,601 0 3,000
SYNOVUS FINL CORP COM NEW 87161C501 27,777 627,866 SH   DFND 1 577,366 0 50,500
SYNNEX CORP COM 87162W100 11,653 97,138 SH   DFND 1 96,238 0 900
SYNCHRONY FINL COM 87165B103 79,018 2,649,819 SH   DFND 1 2,100,137 0 549,682
TCF FINL CORP COM 872275102 14,766 926,345 SH   DFND 1 738,075 0 188,270
TESSCO TECHNOLOGIES INC COM 872386107 60 4,501 SH   DFND 1 1,601 0 2,900
TRI POINTE GROUP INC COM 87265H109 7,822 592,956 SH   DFND 1 538,256 0 54,700
TTM TECHNOLOGIES INC COM 87305R109 6,516 375,290 SH   DFND 1 339,490 0 35,800
TARGET CORP COM 87612E106 12,553 240,064 SH   DFND 1 124,764 0 115,300
TAYLOR MORRISON HOME CORP CL A 87724P106 4,230 176,161 SH   DFND 1 154,361 0 21,800
TEAM INC COM 878155100 7,830 333,895 SH   DFND 1 237,475 0 96,420
TECH DATA CORP COM 878237106 13,248 131,162 SH   DFND 1 114,262 0 16,900
TECK RESOURCES LTD CL B 878742204 7 415 SH   DFND 1 415 0 0
TEGNA INC COM 87901J105 1,394 96,713 SH   DFND 1 96,713 0 0
TENNECO INC COM 880349105 13,287 229,755 SH   DFND 1 210,855 0 18,900
TERADATA CORP DEL COM 88076W103 12,307 417,317 SH   DFND 1 417,317 0 0
TERRITORIAL BANCORP INC COM 88145X108 479 15,352 SH   DFND 1 12,052 0 3,300
TESORO CORP COM 881609101 22 225 SH   DFND 1 225 0 0
TESLA INC COM 88160R101 1 1 SH   DFND 1 1 0 0
TEXAS INSTRS INC COM 882508104 57 735 SH   DFND 1 735 0 0
TEXTRON INC COM 883203101 11,459 243,270 SH   DFND 1 195,870 0 47,400
THOR INDS INC COM 885160101 18,243 174,535 SH   DFND 1 165,235 0 9,300
TIFFANY & CO NEW COM 886547108 7 64 SH   DFND 1 64 0 0
TILLYS INC CL A 886885102 73 7,141 SH   DFND 1 2,441 0 4,700
TIME WARNER INC COM NEW 887317303 111,611 1,111,546 SH   DFND 1 879,046 0 232,500
TIMKENSTEEL CORP COM 887399103 369 23,996 SH   DFND 1 8,396 0 15,600
TITAN INTL INC ILL COM 88830M102 7,018 584,340 SH   DFND 1 417,430 0 166,910
TITAN MACHY INC COM 88830R101 7,363 409,457 SH   DFND 1 288,087 0 121,370
TOLL BROTHERS INC COM 889478103 26,846 679,455 SH   DFND 1 650,655 0 28,800
TORCHMARK CORP COM 891027104 21,049 275,144 SH   DFND 1 218,144 0 57,000
TOWER INTL INC COM 891826109 338 15,037 SH   DFND 1 5,237 0 9,800
TOWNSQUARE MEDIA INC CL A 892231101 77 7,431 SH   DFND 1 2,631 0 4,800
TOYOTA MOTOR CORP SP ADR REP2COM 892331307 70,303 669,417 SH   DFND 1 515,429 0 153,988
TRANSACT TECHNOLOGIES INC COM 892918103 12 1,400 SH   DFND 1 500 0 900
TRAVELERS COMPANIES INC COM 89417E109 95,611 755,633 SH   DFND 1 553,468 0 202,165
TRICO BANCSHARES COM 896095106 361 10,270 SH   DFND 1 3,570 0 6,700
TRIMAS CORP COM NEW 896215209 2,547 122,135 SH   DFND 1 106,235 0 15,900
TRINITY INDS INC COM 896522109 6 179 SH   DFND 1 179 0 0
TRISTATE CAP HLDGS INC COM 89678F100 3,317 131,597 SH   DFND 1 120,907 0 10,690
TRIUMPH BANCORP INC COM 89679E300 153 6,203 SH   DFND 1 2,203 0 4,000
TRUEBLUE INC COM 89785X101 4,172 157,403 SH   DFND 1 142,403 0 15,000
TRUSTMARK CORP COM 898402102 6,036 187,678 SH   DFND 1 171,778 0 15,900
TUPPERWARE BRANDS CORP COM 899896104 24,946 355,197 SH   DFND 1 267,066 0 88,131
TUTOR PERINI CORP COM 901109108 5,331 185,424 SH   DFND 1 167,924 0 17,500
TWENTY FIRST CENTY FOX INC CL A 90130A101 29,135 1,028,032 SH   DFND 1 806,332 0 221,700
TWO HBRS INVT CORP COM 90187B101 49,730 5,018,105 SH   DFND 1 3,941,848 0 1,076,257
TYSON FOODS INC CL A 902494103 8,184 130,661 SH   DFND 1 67,761 0 62,900
UCP INC CL A 90265Y106 48 4,311 SH   DFND 1 1,511 0 2,800
UGI CORP NEW COM 902681105 9 174 SH   DFND 1 174 0 0
US BANCORP DEL COM NEW 902973304 90,044 1,734,266 SH   DFND 1 1,337,566 0 396,700
U S G CORP COM NEW 903293405 17,399 599,542 SH   DFND 1 574,342 0 25,200
ULTRA CLEAN HLDGS INC COM 90385V107 482 25,700 SH   DFND 1 25,700 0 0
UMPQUA HLDGS CORP COM 904214103 10,625 578,662 SH   DFND 1 578,662 0 0
UNICO AMERN CORP COM 904607108 208 22,300 SH   DFND 1 22,300 0 0
UNIFI INC COM NEW 904677200 377 12,226 SH   DFND 1 4,326 0 7,900
UNION BANKSHARES CORP NEW COM 90539J109 4,289 126,514 SH   DFND 1 115,589 0 10,925
UNION PAC CORP COM 907818108 16,980 155,903 SH   DFND 1 81,803 0 74,100
UNISYS CORP COM NEW 909214306 350 27,285 SH   DFND 1 9,585 0 17,700
UNIT CORP COM 909218109 3,623 193,401 SH   DFND 1 174,801 0 18,600
UNITED CMNTY FINL CORP OHIO COM 909839102 169 20,309 SH   DFND 1 7,109 0 13,200
UNITED BANKSHARES INC WEST V COM 909907107 5,897 150,426 SH   DFND 1 137,126 0 13,300
UNITED CONTL HLDGS INC COM 910047109 25,961 344,989 SH   DFND 1 254,989 0 90,000
UNITED FINL BANCORP INC NEW COM 910304104 2,621 157,013 SH   DFND 1 140,064 0 16,949
UNITED FIRE GROUP INC COM 910340108 3,687 83,667 SH   DFND 1 75,067 0 8,600
UNITED NAT FOODS INC COM 911163103 3,232 88,064 SH   DFND 1 77,464 0 10,600
UNITED PARCEL SERVICE INC CL B 911312106 32,064 289,930 SH   DFND 1 234,830 0 55,100
UNITED RENTALS INC COM 911363109 8,680 77,005 SH   DFND 1 62,005 0 15,000
UNITED STATES CELLULAR CORP COM 911684108 3 53 SH   DFND 1 53 0 0
UNITED TECHNOLOGIES CORP COM 913017109 108,321 887,074 SH   DFND 1 665,807 0 221,267
UNITED THERAPEUTICS CORP DEL COM 91307C102 16,179 124,710 SH   DFND 1 117,010 0 7,700
UNIVERSAL CORP VA COM 913456109 6,266 96,840 SH   DFND 1 85,940 0 10,900
UNIVERSAL INS HLDGS INC COM 91359V107 3,884 154,096 SH   DFND 1 143,896 0 10,200
UNIVERSAL STAINLESS & ALLOY COM 913837100 1,141 58,482 SH   DFND 1 55,882 0 2,600
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 2,933 195,490 SH   DFND 1 178,430 0 17,060
UNIVERSAL TECHNICAL INST INC COM 913915104 48 13,312 SH   DFND 1 4,612 0 8,700
UNIVEST CORP PA COM 915271100 212 7,070 SH   DFND 1 2,470 0 4,600
UNUM GROUP COM 91529Y106 14,512 311,215 SH   DFND 1 219,915 0 91,300
V F CORP COM 918204108 3,198 55,520 SH   DFND 1 46,320 0 9,200
VSE CORP COM 918284100 259 5,742 SH   DFND 1 1,942 0 3,800
VALEANT PHARMACEUTICALS INTL COM 91911K102 1 1 SH   DFND 1 1 0 0
VALEANT PHARMACEUTICALS INTL COM 91911K102 24 1,400 SH Call DFND 1 0 0 0
VALERO ENERGY CORP NEW COM 91913Y100 27,390 406,010 SH   DFND 1 326,710 0 79,300
VALLEY NATL BANCORP COM 919794107 9,817 831,202 SH   DFND 1 754,327 0 76,875
VERITIV CORP COM 923454102 2,718 60,390 SH   DFND 1 54,890 0 5,500
VIAD CORP COM NEW 92552R406 2,752 58,228 SH   DFND 1 51,028 0 7,200
VIACOM INC NEW CL B 92553P201 7 197 SH   DFND 1 197 0 0
VISHAY INTERTECHNOLOGY INC COM 928298108 8,985 541,248 SH   DFND 1 475,848 0 65,400
VISHAY PRECISION GROUP INC COM 92835K103 118 6,784 SH   DFND 1 2,484 0 4,300
VMWARE INC CL A COM 928563402 4 36 SH   DFND 1 36 0 0
VOYA FINL INC COM 929089100 6,224 168,714 SH   DFND 1 135,814 0 32,900
WABCO HLDGS INC COM 92927K102 6,240 48,934 SH   DFND 1 38,534 0 10,400
WABASH NATL CORP COM 929566107 5,758 261,957 SH   DFND 1 229,857 0 32,100
WABTEC CORP COM 929740108 3,930 42,940 SH   DFND 1 15,140 0 27,800
WAL-MART STORES INC COM 931142103 234,690 3,101,083 SH   DFND 1 2,393,483 0 707,600
WALGREENS BOOTS ALLIANCE INC COM 931427108 76,725 979,757 SH   DFND 1 788,157 0 191,600
WALKER & DUNLOP INC COM 93148P102 4,524 92,628 SH   DFND 1 83,628 0 9,000
WASHINGTON FED INC COM 938824109 13,720 413,236 SH   DFND 1 382,736 0 30,500
WATERSTONE FINL INC MD COM 94188P101 286 15,137 SH   DFND 1 5,337 0 9,800
WAYFAIR INC CL A 94419L101 27,381 356,140 SH   DFND 1 240,290 0 115,850
WEBSTER FINL CORP CONN COM 947890109 11 197 SH   DFND 1 197 0 0
WELLS FARGO CO NEW COM 949746101 250,959 4,529,117 SH   DFND 1 3,643,217 0 885,900
WENDYS CO COM 95058W100 639 41,153 SH   DFND 1 21,453 0 19,700
WESBANCO INC COM 950810101 5,297 133,948 SH   DFND 1 121,148 0 12,800
WESCO INTL INC COM 95082P105 13,198 230,315 SH   DFND 1 198,835 0 31,480
WEST BANCORPORATION INC CAP STK 95123P106 131 5,532 SH   DFND 1 1,932 0 3,600
WEST MARINE INC COM 954235107 237 18,437 SH   DFND 1 6,537 0 11,900
WESTERN NEW ENG BANCORP INC COM 958892101 921 90,731 SH   DFND 1 84,231 0 6,500
WESTERN UN CO COM 959802109 11,863 622,686 SH   DFND 1 444,786 0 177,900
WESTLAKE CHEM CORP COM 960413102 7,779 117,481 SH   DFND 1 94,581 0 22,900
WESTROCK CO COM 96145D105 28 480 SH   DFND 1 480 0 0
WHIRLPOOL CORP COM 963320106 15,480 80,782 SH   DFND 1 59,682 0 21,100
WHITING PETE CORP NEW COM 966387102 35 6,200 SH   DFND 1 6,200 0 0
WILLBROS GROUP INC DEL COM 969203108 84 33,937 SH   DFND 1 11,837 0 22,100
WILLIAMS SONOMA INC COM 969904101 3,807 78,479 SH   DFND 1 63,079 0 15,400
WINNEBAGO INDS INC COM 974637100 3,125 89,266 SH   DFND 1 78,166 0 11,100
WINTRUST FINL CORP COM 97650W108 10,245 134,017 SH   DFND 1 123,217 0 10,800
WORTHINGTON INDS INC COM 981811102 15,802 314,644 SH   DFND 1 267,834 0 46,810
WYNDHAM WORLDWIDE CORP COM 98310W108 15,184 151,217 SH   DFND 1 105,610 0 45,607
XCEL ENERGY INC COM 98389B100 19,477 424,519 SH   DFND 1 342,119 0 82,400
XCERRA CORP COM 98400J108 903 92,400 SH   DFND 1 92,400 0 0
XEROX CORP COM NEW 984121608 8,320 289,568 SH   DFND 1 216,693 0 72,875
YUM BRANDS INC COM 988498101 20,444 277,160 SH   DFND 1 224,860 0 52,300
YUME INC COM 98872B104 86 18,293 SH   DFND 1 6,393 0 11,900
ZIONS BANCORPORATION COM 989701107 10,403 236,898 SH   DFND 1 160,798 0 76,100
AIRCASTLE LTD COM G0129K104 7,056 324,374 SH   DFND 1 286,374 0 38,000
AMDOCS LTD SHS G02602103 1,322 20,500 SH   DFND 1 0 0 20,500
AON PLC SHS CL A G0408V102 7,168 53,912 SH   DFND 1 27,912 0 26,000
ARCH CAP GROUP LTD ORD G0450A105 9,464 101,437 SH   DFND 1 81,837 0 19,600
ARGO GROUP INTL HLDGS LTD COM G0464B107 5,794 95,606 SH   DFND 1 85,878 0 9,728
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 9,362 187,794 SH   DFND 1 170,994 0 16,800
ARRIS INTL INC SHS G0551A103 17,688 631,238 SH   DFND 1 626,838 0 4,400
ASSURED GUARANTY LTD COM G0585R106 21,572 516,795 SH   DFND 1 478,995 0 37,800
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 21,097 326,269 SH   DFND 1 304,169 0 22,100
BUNGE LIMITED COM G16962105 9,169 122,905 SH   DFND 1 98,905 0 24,000
CONSOLIDATED WATER CO INC ORD G23773107 35 2,800 SH   DFND 1 1,000 0 1,800
DELPHI AUTOMOTIVE PLC SHS G27823106 21,382 243,941 SH   DFND 1 196,441 0 47,500
EATON CORP PLC SHS G29183103 71,907 923,896 SH   DFND 1 719,065 0 204,831
ENSTAR GROUP LIMITED SHS G3075P101 7,563 38,071 SH   DFND 1 38,071 0 0
ESSENT GROUP LTD COM G3198U102 10,821 291,339 SH   DFND 1 259,939 0 31,400
EVEREST RE GROUP LTD COM G3223R108 11,363 44,630 SH   DFND 1 33,430 0 11,200
FABRINET SHS G3323L100 3,796 88,968 SH   DFND 1 76,068 0 12,900
FRESH DEL MONTE PRODUCE INC ORD G36738105 9,863 193,730 SH   DFND 1 176,130 0 17,600
GEOPARK LTD USD SHS G38327105 1,191 157,800 SH   DFND 1 157,800 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 1,429 36,848 SH   DFND 1 34,098 0 2,750
HERBALIFE LTD COM USD SHS G4412G101 6,032 84,553 SH   DFND 1 67,953 0 16,600
HORIZON PHARMA PLC SHS G4617B105 46,991 3,958,802 SH   DFND 1 3,106,327 0 852,475
INGERSOLL-RAND PLC SHS G47791101 19,492 213,281 SH   DFND 1 171,981 0 41,300
INVESCO LTD SHS G491BT108 15,429 438,440 SH   DFND 1 333,040 0 105,400
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 33,987 218,565 SH   DFND 1 168,131 0 50,434
LAZARD LTD SHS A G54050102 1,851 39,943 SH   DFND 1 26,343 0 13,600
LIBERTY GLOBAL PLC SHS CL A G5480U104 5 131 SH   DFND 1 131 0 0
MALLINCKRODT PUB LTD CO SHS G5785G107 51,519 1,149,708 SH   DFND 1 892,348 0 257,360
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 7,505 454,284 SH   DFND 1 365,484 0 88,800
MEDTRONIC PLC SHS G5960L103 58,301 656,911 SH   DFND 1 507,994 0 148,917
MICHAEL KORS HLDGS LTD SHS G60754101 2,907 80,179 SH   DFND 1 43,879 0 36,300
MICHAEL KORS HLDGS LTD SHS G60754101 83 2,300 SH Call DFND 1 0 0 0
NABORS INDUSTRIES LTD SHS G6359F103 7,555 928,110 SH   DFND 1 928,110 0 0
NORWEGIAN CRUISE LINE HLDGS SHS G66721104 68,613 1,263,815 SH   DFND 1 983,463 0 280,352
OM ASSET MGMT PLC SHS G67506108 10,792 726,212 SH   DFND 1 493,202 0 233,010
RENAISSANCERE HOLDINGS LTD COM G7496G103 24,210 174,103 SH   DFND 1 158,903 0 15,200
SEAGATE TECHNOLOGY PLC SHS G7945M107 6 153 SH   DFND 1 153 0 0
PENTAIR PLC SHS G7S00T104 9,243 138,904 SH   DFND 1 111,404 0 27,500
SIGNET JEWELERS LIMITED SHS G81276100 1,147 18,135 SH   DFND 1 9,335 0 8,800
THIRD PT REINS LTD COM G8827U100 4,164 299,532 SH   DFND 1 269,732 0 29,800
VALIDUS HOLDINGS LTD COM SHS G9319H102 17,602 338,680 SH   DFND 1 325,880 0 12,800
WHITE MTNS INS GROUP LTD COM G9618E107 16,448 18,935 SH   DFND 1 18,935 0 0
XL GROUP LTD COM G98294104 10,457 238,727 SH   DFND 1 192,227 0 46,500
CHUBB LIMITED COM H1467J104 9,431 64,870 SH   DFND 1 54,070 0 10,800
GARMIN LTD SHS H2906T109 8,786 172,170 SH   DFND 1 138,470 0 33,700
TE CONNECTIVITY LTD REG SHS H84989104 21 262 SH   DFND 1 262 0 0
TRANSOCEAN LTD REG SHS H8817H100 10,210 1,240,464 SH   DFND 1 1,240,464 0 0
TRANSOCEAN LTD REG SHS H8817H100 15 1,800 SH Call DFND 1 0 0 0
TRINSEO S A SHS L9340P101 11,530 167,818 SH   DFND 1 152,318 0 15,500
CHECK POINT SOFTWARE TECH LT ORD M22465104 1 1 SH   DFND 1 1 0 0
AERCAP HOLDINGS NV SHS N00985106 137,841 2,968,787 SH   DFND 1 2,326,458 0 642,329
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 7 567 SH   DFND 1 567 0 0
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 94,940 1,125,006 SH   DFND 1 816,454 0 308,552
MYLAN N V SHS EURO N59465109 49,397 1,272,437 SH   DFND 1 998,734 0 273,703
COPA HOLDINGS SA CL A P31076105 5 37 SH   DFND 1 37 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 21,303 195,028 SH   DFND 1 157,028 0 38,000
FLEX LTD ORD Y2573F102 8 456 SH   DFND 1 456 0 0