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

FORM 13F COVER PAGE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
Report for the Calendar Year or Quarter Ended:
03-31-2017
Check here if Amendment: ☐ Amendment Number:
This Amendment (Check only one.):☐ is a restatement.
☐ adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name:
Brandywine Global Investment Management, LLC
Address:
2929 ARCH STREET
8TH FLOOR
PHILADELPHIA, PA 19104
Form 13F File Number:
028-02204

The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form.


Person Signing this Report on Behalf of Reporting Manager:
Name:
Christopher Marzullo
Title:
Chief Compliance Officer
Phone:
215-609-3500


Signature, Place, and Date of Signing:

Christopher Marzullo
                         [Signature]
Philadelphia, PENNSYLVANIA
                 [City, State]
05-15-2017
                           [Date]
                          

Report Type (Check only one.):

☒ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) 

☐ 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) 

☐ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)


Form 13F Summary Page

Report Summary:

Number of Other Included Managers:
1
Form 13F Information table Entry Total:
915
Form 13F Information table Value Total:
15821297
          (thousands)

List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state "NONE" and omit the column headings and list entries.]

No.Form 13F File NumberNameCIK
1
028-01700
LEGG MASON, INC.
0000704051


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

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number:3235-0006
Expires:July 31, 2015
Estimated average burden
hours per response:23.8
COLUMN 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
AAR CORPCOM0003611055,828173,273SHDFND1156,373 0 16,900
ACCO BRANDS CORPCOM00081T1086,100463,846SHDFND1416,246 0 47,600
AFLAC INCCOM00105510225,024345,536SHDFND1277,136 0 68,400
AGCO CORPCOM00108410219,654326,582SHDFND1312,482 0 14,100
A H BELO CORPCOM CL A0012821026610,710SHDFND14,210 0 6,500
AES CORPCOM00130H1056,608590,986SHDFND1463,686 0 127,300
AMAG PHARMACEUTICALS INCCOM00163U10625711,390SHDFND14,190 0 7,200
AMN HEALTHCARE SERVICES INCCOM0017441017,453183,551SHDFND1169,551 0 14,000
ARC DOCUMENT SOLUTIONS INCCOM00191G103466134,920SHDFND1120,520 0 14,400
AT&T INCCOM00206R10258,5161,408,323SHDFND11,112,423 0 295,900
AV HOMES INCCOM00234P10220312,310SHDFND14,510 0 7,800
AVX CORP NEWCOM0024441076,711409,659SHDFND1358,219 0 51,440
AXT INCCOM00246W10314625,100SHDFND19,200 0 15,900
AARONS INCCOM PAR $0.500025353008,307279,309SHDFND1254,509 0 24,800
ABBVIE INCCOM00287Y109161,1442,473,044SHDFND11,961,844 0 511,200
ACACIA RESH CORPACACIA TCH COM00388130715927,600SHDFND110,100 0 17,500
ACCESS NATL CORPCOM0043371011103,640SHDFND11,340 0 2,300
AECOMCOM00766T10062,1691,746,784SHDFND11,477,209 0 269,575
AETNA INC NEWCOM00817Y10826,622208,712SHDFND1164,812 0 43,900
AIR LEASE CORPCL A00912X30213,416346,217SHDFND1346,217 0 0
AKORN INCCOM00972810637,2091,545,215SHDFND11,208,425 0 336,790
ALASKA AIR GROUP INCCOM0116591099,740105,609SHDFND184,909 0 20,700
ALBEMARLE CORPCOM0126531014,38041,458SHDFND118,758 0 22,700
ALCOA CORPCOM0138721068215SHDFND1215 0 0
ALLEGHANY CORP DELCOM0171751009,02914,688SHDFND111,388 0 3,300
ALLEGHENY TECHNOLOGIES INCCOM01741R1027,480416,446SHDFND1378,746 0 37,700
ALLEGIANT TRAVEL COCOM01748X10210,21863,758SHDFND157,958 0 5,800
ALLSTATE CORPCOM02000210129,898366,886SHDFND1289,286 0 77,600
ALLY FINL INCCOM02005N1008,481417,147SHDFND1334,547 0 82,600
AMERCOCOM0235861005,94115,584SHDFND112,584 0 3,000
AMEREN CORPCOM02360810211,909218,152SHDFND1175,052 0 43,100
AMERESCO INCCL A02361E1089814,900SHDFND15,400 0 9,500
AMERICAN AIRLS GROUP INCCOM02376R102153,9953,640,533SHDFND12,897,123 0 743,410
AMERICAN AXLE & MFG HLDGS INCOM0240611036,276334,185SHDFND1300,185 0 34,000
AMERICAN ELEC PWR INCCOM02553710127,784413,880SHDFND1332,380 0 81,500
AMERICAN EAGLE OUTFITTERS NECOM02553E1069,542680,090SHDFND1629,890 0 50,200
AMERICAN EQTY INVT LIFE HLDCOM0256762066,549277,134SHDFND1251,434 0 25,700
AMERICAN EXPRESS COCOM02581610997,4441,231,750SHDFND1841,750 0 390,000
AMERICAN FINL GROUP INC OHIOCOM02593210416,168169,431SHDFND1135,231 0 34,200
AMERICAN INTL GROUP INCCOM NEW02687478457,224916,598SHDFND1916,598 0 0
AMERICAN NATL INS COCOM028591105644SHDFND144 0 0
AMERICAN RAILCAR INDS INCCOM02916P1031,41834,493SHDFND130,393 0 4,100
AMERICAS CAR MART INCCOM03062T1051574,280SHDFND11,580 0 2,700
AMERISAFE INCCOM03071H1004,02061,929SHDFND155,429 0 6,500
AMERIPRISE FINL INCCOM03076C10632,603251,406SHDFND1167,727 0 83,679
AMGEN INCCOM031162100108,214659,559SHDFND1528,559 0 131,000
AMKOR TECHNOLOGY INCCOM03165210090878,288SHDFND128,488 0 49,800
ANADARKO PETE CORPCOM032511107102,3561,650,891SHDFND11,323,791 0 327,100
ANDERSONS INCCOM0341641034,095108,037SHDFND198,237 0 9,800
ANIXTER INTL INCCOM0352901058,957112,945SHDFND1105,145 0 7,800
ANTHEM INCCOM03675210338,920235,331SHDFND1186,031 0 49,300
ANWORTH MORTGAGE ASSET CPCOM0373471016,0031,081,598SHDFND1818,438 0 263,160
APACHE CORPCOM03741110568,9071,340,856SHDFND11,070,056 0 270,800
APPLE INCCOM037833100547,8543,813,542SHDFND12,961,632 0 851,910
APPLIED MATLS INCCOM03822210554,4171,398,885SHDFND1997,785 0 401,100
APPROACH RESOURCES INCCOM03834A1033513,890SHDFND15,090 0 8,800
ARCBEST CORPCOM03937C1051,35452,055SHDFND143,155 0 8,900
ARCHER DANIELS MIDLAND COCOM03948310230,298658,070SHDFND1474,270 0 183,800
ARCHROCK INCCOM03957W1063,350270,127SHDFND1245,627 0 24,500
ARCONIC INCCOM03965L10011416SHDFND1416 0 0
ARGAN INCCOM04010E10971910,860SHDFND13,960 0 6,900
ARK RESTAURANTS CORPCOM04071210151320,250SHDFND120,250 0 0
ARROW ELECTRS INCCOM0427351005,95181,056SHDFND164,356 0 16,700
ARROW FINL CORPCOM0427441021584,640SHDFND11,666 0 2,974
ARTISAN PARTNERS ASSET MGMTCL A04316A1089,416341,146SHDFND1255,056 0 86,090
ASBURY AUTOMOTIVE GROUP INCCOM0434361044,86880,997SHDFND173,697 0 7,300
ASHLAND GLOBAL HLDGS INCCOM0441861046,36251,380SHDFND140,980 0 10,400
ASPEN AEROGELS INCCOM04523Y105378,730SHDFND13,230 0 5,500
ASSOCIATED BANC CORPCOM04548710514,429591,315SHDFND1553,215 0 38,100
ASSURANT INCCOM04621X10826,010271,862SHDFND1243,562 0 28,300
ASTORIA FINL CORPCOM0462651043,182155,103SHDFND1149,803 0 5,300
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642055,701102,801SHDFND190,901 0 11,900
AUTODESK INCCOM05276910678900SHPutDFND1 0 0 0
AUTONATION INCCOM05329W1021,42133,583SHDFND115,383 0 18,200
AVANGRID INCCOM05351W1036119SHDFND1119 0 0
AVERY DENNISON CORPCOM0536111098,958111,136SHDFND178,236 0 32,900
AVIS BUDGET GROUPCOM0537741059,938335,953SHDFND1310,353 0 25,600
AVNET INCCOM05380710328,286618,138SHDFND1584,238 0 33,900
BOK FINL CORPCOM NEW05561Q20117,271220,654SHDFND1208,954 0 11,700
BP PLCSPONSORED ADR055622104255,2847,395,235SHDFND15,946,513 0 1,448,722
BOFI HLDG INCCOM05566U1085,205199,182SHDFND1180,782 0 18,400
BAKER HUGHES INCCOM05722410720,813347,925SHDFND1280,225 0 67,700
BALDWIN & LYONS INCCL B05775520923900SHDFND1300 0 600
BANCO MACRO SASPON ADR B05961W1051001,150SHDFND11,150 0 0
BANCORPSOUTH INCCOM0596921038,952295,923SHDFND1277,823 0 18,100
BANK AMER CORPCOM060505104497,11221,072,967SHDFND116,525,173 0 4,547,794
BANK OF MARIN BANCORPCOM0634251021111,720SHDFND1620 0 1,100
BANK MUTUAL CORP NEWCOM06375010322924,350SHDFND18,950 0 15,400
BANK NEW YORK MELLON CORPCOM06405810049,6501,051,232SHDFND1795,532 0 255,700
BANK N S HALIFAXCOM06414910721276SHDFND1276 0 0
BANKFINANCIAL CORPCOM06643P10415510,650SHDFND13,950 0 6,700
BANNER CORPCOM NEW06652V2085,855105,219SHDFND195,446 0 9,773
BARCLAYS BK PLCIPMS INDIA ETN06739F2918100SHDFND1100 0 0
BARNES & NOBLE ED INCCOM06777U10112513,030SHDFND14,930 0 8,100
BAXTER INTL INCCOM07181310912,563242,230SHDFND1106,230 0 136,000
BEAZER HOMES USA INCCOM NEW07556Q88122118,200SHDFND16,600 0 11,600
BED BATH & BEYOND INCCOM0758961003,16280,112SHDFND136,145 0 43,967
BEL FUSE INCCL B0773473001807,040SHDFND12,540 0 4,500
BENCHMARK ELECTRS INCCOM08160H1017,683241,599SHDFND1217,199 0 24,400
BENEFICIAL BANCORP INCCOM08171T1023,936245,980SHDFND1220,480 0 25,500
BERKLEY W R CORPCOM0844231027,705109,076SHDFND187,476 0 21,600
BERKSHIRE HATHAWAY INC DELCL B NEW084670702138,249829,424SHDFND1668,184 0 161,240
BERKSHIRE HILLS BANCORP INCCOM0846801074,038111,997SHDFND1101,597 0 10,400
BEST BUY INCCOM08651610118,321372,749SHDFND1262,749 0 110,000
BIG LOTS INCCOM0893021038,362171,757SHDFND1157,857 0 13,900
BIOGEN INCCOM09062X10352,892193,443SHDFND1155,043 0 38,400
BLACK DIAMOND INCCOM09202G1019016,390SHDFND15,990 0 10,400
BLACKROCK INCCOM09247X10155,703145,244SHDFND1116,344 0 28,900
BLACKSTONE GROUP L PCOM UNIT LTD09253U108114,8003,865,309SHDFND12,983,309 0 882,000
BLUE HILLS BANCORP INCCOM0955731018,175457,931SHDFND1369,281 0 88,650
BOEING COCOM097023105122,467692,447SHDFND1501,213 0 191,234
BORGWARNER INCCOM0997241069,849235,656SHDFND1173,256 0 62,400
BOSTON BEER INCCL A1005571077,41451,249SHDFND136,339 0 14,910
BOSTON PRIVATE FINL HLDGS INCOM1011191052,566156,429SHDFND1156,429 0 0
BRIDGEPOINT ED INCCOM10807M10516415,280SHDFND15,880 0 9,400
BRIGGS & STRATTON CORPCOM10904310947721,203SHDFND118,403 0 2,800
BRINKER INTL INCCOM1096411008,848201,256SHDFND1182,456 0 18,800
BRISTOW GROUP INCCOM11039410317711,590SHDFND14,190 0 7,400
BROADWIND ENERGY INCCOM NEW11161T207586,940SHDFND12,540 0 4,400
BROOKLINE BANCORP INC DELCOM11373M1073,492223,106SHDFND1207,506 0 15,600
BROWN FORMAN CORPCL B1156372093,74080,986SHDFND136,486 0 44,500
BRUNSWICK CORPCOM11704310923,362381,717SHDFND1365,817 0 15,900
BRYN MAWR BK CORPCOM1176651092335,890SHDFND12,190 0 3,700
BUILDERS FIRSTSOURCE INCCOM12008R1076,410430,164SHDFND1395,364 0 34,800
C & F FINL CORPCOM12466Q1043998,600SHDFND18,600 0 0
CAI INTERNATIONAL INCCOM12477X1061147,230SHDFND12,730 0 4,500
CBIZ INCCOM12480510250136,970SHDFND113,570 0 23,400
CBS CORP NEWCL B12485720297,6471,407,823SHDFND11,060,623 0 347,200
C D I CORPCOM1250711008710,140SHDFND13,640 0 6,500
CECO ENVIRONMENTAL CORPCOM12514110119718,700SHDFND16,800 0 11,900
CDW CORPCOM12514G10811,175193,638SHDFND1137,238 0 56,400
CIGNA CORPORATIONCOM12550910933,677229,886SHDFND1184,286 0 45,600
CIT GROUP INCCOM NEW125581801353SHDFND153 0 0
CNA FINL CORPCOM12611710037827SHDFND1827 0 0
CNB FINL CORP PACOM126128107863,570SHDFND11,370 0 2,200
CRA INTL INCCOM12618T1051694,770SHDFND11,770 0 3,000
CNO FINL GROUP INCCOM12621E10314,802722,018SHDFND1722,018 0 0
CSX CORPCOM12640810333699SHDFND1699 0 0
CA INCCOM12673P10511,261355,012SHDFND1284,512 0 70,500
CALATLANTIC GROUP INCCOM12819510413,258354,008SHDFND1354,008 0 0
CALERES INCCOM1295001044,562172,660SHDFND1152,560 0 20,100
CALIFORNIA RES CORPCOM NEW13057Q20613SHDFND13 0 0
CALPINE CORPCOM NEW13134730445,4904,116,654SHDFND13,277,334 0 839,320
CAMDEN NATL CORPCOM1330341082726,160SHDFND12,260 0 3,900
CANADIAN NAT RES LTDCOM136385101178,0155,428,954SHDFND14,349,754 0 1,079,200
CANADIAN PAC RY LTDCOM13645T10016112SHDFND1112 0 0
CAPITAL CITY BK GROUP INCCOM1396741051366,350SHDFND12,350 0 4,000
CAPITAL BK FINL CORPCL A COM1397941013,37777,803SHDFND175,903 0 1,900
CAPITAL ONE FINL CORPCOM14040H10542,346488,643SHDFND1372,043 0 116,600
CAPITOL FED FINL INCCOM14057J1017,694525,847SHDFND1487,747 0 38,100
CARBO CERAMICS INCCOM1407811053,000230,052SHDFND1175,552 0 54,500
CARDINAL HEALTH INCCOM14149Y10823,049282,635SHDFND1226,435 0 56,200
CARE COM INCCOM14163310789671,600SHDFND171,600 0 0
CARLISLE COS INCCOM1423391005,78154,320SHDFND143,520 0 10,800
CARMAX INCCOM1431301029,931167,690SHDFND1134,390 0 33,300
CARNIVAL CORPUNIT 99/99/999914365830076,9881,306,858SHDFND1986,558 0 320,300
CARTER INCCOM1462291098989,995SHDFND14,495 0 5,500
CASCADE BANCORPCOM NEW14715420719825,600SHDFND19,400 0 16,200
CATHAY GEN BANCORPCOM1491501049,677256,798SHDFND1236,626 0 20,172
CELANESE CORP DELCOM SER A15087010312,254136,375SHDFND1105,775 0 30,600
CELGENE CORPCOM15102010446,361372,581SHDFND1297,581 0 75,000
CENTURY CASINOS INCCOM15649210011815,490SHDFND15,590 0 9,900
CENTURY CMNTYS INCCOM15650430039615,580SHDFND15,680 0 9,900
CENTURYLINK INCCOM15670010610400SHDFND1400 0 0
CHART INDS INCCOM PAR $0.0116115Q3083,858110,391SHDFND1100,091 0 10,300
CHARTER FINL CORP MDCOM16122W10886543,950SHDFND136,250 0 7,700
CHEMICAL FINL CORPCOM1637311029,523186,159SHDFND1179,159 0 7,000
CHEMOURS COCOM1638511089214SHDFND1214 0 0
CHEVRON CORP NEWCOM166764100180,4551,680,679SHDFND11,316,979 0 363,700
CHICAGO BRIDGE & IRON CO N VCOM16725010940,4871,316,649SHDFND11,054,199 0 262,450
CHINA MOBILE LIMITEDSPONSORED ADR16941M1096,447116,718SHDFND138,618 0 78,100
CHURCH & DWIGHT INCCOM1713401021202,400SHPutDFND1 0 0 0
CINCINNATI FINL CORPCOM1720621019,693134,119SHDFND1107,919 0 26,200
CIRRUS LOGIC INCCOM17275510012,796210,834SHDFND1210,834 0 0
CISCO SYS INCCOM17275R102304,3569,004,590SHDFND17,211,890 0 1,792,700
CINTAS CORPCOM1729081051078SHDFND178 0 0
CITIZENS & NORTHN CORPCOM1729221061074,560SHDFND11,660 0 2,900
CITIGROUP INCCOM NEW172967424463,0427,740,586SHDFND16,181,086 0 1,559,500
CITI TRENDS INCCOM17306X1021408,200SHDFND13,000 0 5,200
CITIZENS FINL GROUP INCCOM17461010516,996491,907SHDFND1376,207 0 115,700
CLIFTON BANCORP INCCOM18687310557235,326SHDFND127,326 0 8,000
COLFAX CORPCOM1940141066144SHDFND1144 0 0
COMCAST CORP NEWCL A20030N101471,240SHDFND11,240 0 0
COMERICA INCCOM2003401079,961145,236SHDFND1116,736 0 28,500
COMMERCE BANCSHARES INCCOM2005251034,88186,901SHDFND168,137 0 18,764
COMMUNITY HEALTHCARE TR INCCOM20369C10659825,000SHDFND125,000 0 0
COMPUTER SCIENCES CORPCOM2053631041,97828,658SHDFND112,858 0 15,800
COMPUTER TASK GROUP INCCOM205477102478,500SHDFND13,100 0 5,400
CONCURRENT COMPUTER CORP NEWCOM PAR $.01206710402306,015SHDFND16,015 0 0
CONNECTONE BANCORP INC NEWCOM20786W1072,20090,702SHDFND183,102 0 7,600
CONOCOPHILLIPSCOM20825C10455,2051,106,966SHDFND1887,066 0 219,900
CONSOL ENERGY INCCOM20854P10912,960772,299SHDFND1772,299 0 0
CONSOLIDATED EDISON INCCOM20911510476966SHDFND1966 0 0
CONSUMER PORTFOLIO SVCS INCCOM2105021005210,860SHDFND13,960 0 6,900
COOPER STD HLDGS INCCOM21676P1037,76369,974SHDFND163,274 0 6,700
COOPER TIRE & RUBR COCOM2168311074,22295,176SHDFND183,976 0 11,200
CORE MOLDING TECHNOLOGIES INCOM218683100774,270SHDFND11,570 0 2,700
CORNING INCCOM21935010541,8411,549,645SHDFND11,085,845 0 463,800
CRANE COCOM22439910514,916199,326SHDFND1199,326 0 0
CREDIT ACCEP CORP MICHCOM22531010116,84984,490SHDFND183,290 0 1,200
CREE INCCOM2254471019,969372,930SHDFND1339,130 0 33,800
CROWN HOLDINGS INCCOM22836810686,0891,625,849SHDFND11,266,049 0 359,800
CULLEN FROST BANKERS INCCOM2298991094,52250,822SHDFND140,922 0 9,900
CUMMINS INCCOM23102110630,936204,602SHDFND1145,302 0 59,300
CURTISS WRIGHT CORPCOM2315611015856,406SHDFND12,906 0 3,500
CUSTOMERS BANCORP INCCOM23204G1002,76487,643SHDFND179,633 0 8,010
CYPRESS SEMICONDUCTOR CORPCOM2328061095292SHDFND1292 0 0
DMC GLOBAL INCCOM23291C10333827,200SHDFND127,200 0 0
D R HORTON INCCOM23331A10958,0131,741,599SHDFND11,395,199 0 346,400
DTE ENERGY COCOM23333110716,409160,692SHDFND1128,792 0 31,900
DANA INCORPORATEDCOM23582520510,857562,239SHDFND1512,339 0 49,900
DARDEN RESTAURANTS INCCOM2371941058,969107,187SHDFND185,487 0 21,700
DAVITA INCCOM23918K1083,32548,917SHDFND122,117 0 26,800
DEAN FOODS CO NEWCOM NEW2423702033,148160,097SHDFND1144,297 0 15,800
DECKERS OUTDOOR CORPCOM2435371077,703128,949SHDFND1117,849 0 11,100
DEERE & COCOM2441991056,06455,704SHDFND125,404 0 30,300
DEERE & COCOM2441991051961,800SHPutDFND1 0 0 0
DELTA AIR LINES INC DELCOM NEW247361702200,6484,365,707SHDFND13,419,665 0 946,042
DELUXE CORPCOM24801910115,619216,419SHDFND1197,419 0 19,000
DEVON ENERGY CORP NEWCOM25179M10392,2362,210,825SHDFND11,724,925 0 485,900
DICKS SPORTING GOODS INCCOM2533931023,65175,017SHDFND160,317 0 14,700
DIGI INTL INCCOM25379810223119,350SHDFND17,050 0 12,300
DIGITALGLOBE INCCOM NEW25389M8777,450227,466SHDFND1206,266 0 21,200
DIME CMNTY BANCSHARESCOM2539221082,390117,694SHDFND1104,994 0 12,700
DILLARDS INCCL A25406710111SHDFND11 0 0
DIODES INCCOM2545431013,052126,889SHDFND1114,489 0 12,400
DISNEY WALT COCOM DISNEY254687106152,8391,347,903SHDFND11,082,303 0 265,600
DISCOVER FINL SVCSCOM25470910840,503592,227SHDFND1396,327 0 195,900
DISCOVERY COMMUNICATNS NEWCOM SER A25470F1044,640159,472SHDFND1115,572 0 43,900
DISCOVERY COMMUNICATNS NEWCOM SER C25470F3026182SHDFND1182 0 0
DOLLAR GEN CORP NEWCOM2566771054,44563,738SHDFND128,838 0 34,900
DOMTAR CORPCOM NEW2575592039,788268,006SHDFND1237,706 0 30,300
DOUGLAS DYNAMICS INCCOM25960R10550216,370SHDFND15,970 0 10,400
DOW CHEM COCOM26054310340,337634,823SHDFND1510,623 0 124,200
DRIL-QUIP INCCOM2620371044,77687,545SHDFND163,264 0 24,281
DUKE ENERGY CORP NEWCOM NEW26441C20444,763545,822SHDFND1435,322 0 110,500
EMC INS GROUP INCCOM26866410931411,180SHDFND14,130 0 7,050
ERA GROUP INCCOM26885G10915111,370SHDFND14,170 0 7,200
E TRADE FINANCIAL CORPCOM NEW26924640111,815338,625SHDFND1239,525 0 99,100
EAST WEST BANCORP INCCOM27579R1046,687129,554SHDFND1103,854 0 25,700
EASTMAN CHEM COCOM27743210093,2751,154,384SHDFND1917,384 0 237,000
EATON VANCE CORPCOM NON VTG2782651034,26594,856SHDFND176,256 0 18,600
EBAY INCCOM27864210336,7581,094,944SHDFND1835,744 0 259,200
ECHOSTAR CORPCL A2787681068,890156,097SHDFND1156,097 0 0
EDISON INTLCOM28102010722,196278,799SHDFND1223,999 0 54,800
EGALET CORPCOM28226B104833163,227SHDFND1152,957 0 10,270
ELECTRO SCIENTIFIC INDSCOM28522910012517,800SHDFND16,500 0 11,300
ELECTRONIC ARTS INCCOM28551210920221SHDFND1221 0 0
ELLIS PERRY INTL INCCOM28885310424911,560SHDFND14,260 0 7,300
EMERSON ELEC COCOM29101110432,451542,100SHDFND1434,800 0 107,300
EMPLOYERS HOLDINGS INCCOM2922181043,932103,608SHDFND192,708 0 10,900
ENCORE CAP GROUP INCCOM2925541022,16570,274SHDFND165,774 0 4,500
ENERSYSCOM29275Y10214,655185,639SHDFND1164,839 0 20,800
ENOVA INTL INCCOM29357K103372,480SHDFND1880 0 1,600
ENTERCOM COMMUNICATIONS CORPCL A29363910034524,110SHDFND18,910 0 15,200
ENTERGY CORP NEWCOM29364G10311,500151,391SHDFND1121,791 0 29,600
ENTERPRISE FINL SVCS CORPCOM2937121052966,980SHDFND12,580 0 4,400
EPLUS INCCOM2942681071,95214,453SHDFND111,953 0 2,500
ERICSSONADR B SEK 1029482160811SHDFND11 0 0
ESSA BANCORP INCCOM29667D104513,430SHDFND11,230 0 2,200
EVERTEC INCCOM30040P1034,494282,634SHDFND1259,734 0 22,900
EVERSOURCE ENERGYCOM30040W10815,940271,170SHDFND1217,970 0 53,200
EXACTECH INCCOM30064E1091907,530SHDFND12,730 0 4,800
EXELON CORPCOM30161N10128,418789,818SHDFND1634,218 0 155,600
EXONE COCOM3021041042,010197,190SHDFND1183,380 0 13,810
EXPEDITORS INTL WASH INCCOM30213010981614,432SHDFND16,532 0 7,900
EXPRESS SCRIPTS HLDG COCOM30219G10817,256261,810SHDFND1118,010 0 143,800
EZCORP INCCL A NON VTG302301106364,300SHDFND11,600 0 2,700
EXXON MOBIL CORPCOM30231G10213,434163,802SHDFND173,602 0 90,200
FBL FINL GROUP INCCL A30239F1063,86859,093SHDFND153,993 0 5,100
FNB CORP PACOM30252010113,335896,742SHDFND1832,232 0 64,510
FACTSET RESH SYS INCCOM3030751056614,008SHDFND11,808 0 2,200
FEDERAL SIGNAL CORPCOM3138551086,591477,220SHDFND1355,800 0 121,420
FEDEX CORPCOM31428X10639196SHDFND1196 0 0
FERRO CORPCOM3154051004,886321,596SHDFND1295,596 0 26,000
F5 NETWORKS INCCOM315616102315SHDFND115 0 0
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R3038,937229,488SHDFND1184,388 0 45,100
FIDELITY SOUTHERN CORP NEWCOM3163941052109,340SHDFND13,240 0 6,100
FIFTH THIRD BANCORPCOM31677310023,917941,592SHDFND1658,592 0 283,000
FINANCIAL INSTNS INCCOM3175854041334,030SHDFND11,530 0 2,500
FINISH LINE INCCL A31792310011SHDFND11 0 0
FIRST AMERN FINL CORPCOM31847R10210,125257,740SHDFND1257,740 0 0
FIRST BANCORP P RCOM NEW3186727061,082191,400SHDFND1191,400 0 0
FIRST BANCORP N CCOM3189101062729,260SHDFND13,360 0 5,900
FIRST BUSEY CORPCOM NEW3193832042568,696SHDFND13,196 0 5,500
FIRST BUS FINL SVCS INC WISCOM319390100803,080SHDFND11,180 0 1,900
FIRST CTZNS BANCSHARES INC NCL A31946M1036,40619,101SHDFND119,101 0 0
FIRST COMWLTH FINL CORP PACOM3198291074,842365,085SHDFND1336,985 0 28,100
FIRST CMNTY BANCSHARES INC NCOM31983A1031596,350SHDFND12,350 0 4,000
FIRST CONN BANCORP INC MDCOM3198501036,397257,916SHDFND1200,878 0 57,038
FIRST DEFIANCE FINL CORPCOM32006W1062044,120SHDFND11,520 0 2,600
FIRST DATA CORP NEWCOM CL A32008D10648,2483,112,713SHDFND12,454,203 0 658,510
FIRST FINL CORP INDCOM3202181002665,590SHDFND11,990 0 3,600
FIRST FINANCIAL NORTHWEST INCOM32022K1021076,010SHDFND12,210 0 3,800
FIRST HORIZON NATL CORPCOM32051710531516,982SHDFND17,982 0 9,000
FIRST INTERNET BANCORPCOM32055710115500SHDFND1200 0 300
FIRST MERCHANTS CORPCOM3208171094,686119,168SHDFND1109,668 0 9,500
FIRST MIDWEST BANCORP DELCOM3208671046,066256,143SHDFND1238,091 0 18,052
FIRST NORTHWEST BANCORPCOM335834107956,070SHDFND12,270 0 3,800
1ST SOURCE CORPCOM3369011033,81681,267SHDFND177,607 0 3,660
FLAGSTAR BANCORP INCCOM PAR .00133793070510,772382,105SHDFND1309,045 0 73,060
FIRSTENERGY CORPCOM337932107451,393SHDFND11,393 0 0
FIVE STAR SENIOR LIVING INCCOM33832D1063616,290SHDFND15,890 0 10,400
FLUOR CORP NEWCOM34341210235,900682,239SHDFND1541,739 0 140,500
FLOWSERVE CORPCOM34354P1054,68296,690SHDFND170,283 0 26,407
FLUSHING FINL CORPCOM3438731051,28247,688SHDFND139,688 0 8,000
FONAR CORPCOM NEW344437405774,370SHDFND11,570 0 2,800
FOOT LOCKER INCCOM34484910410,129135,386SHDFND1102,286 0 33,100
FORESTAR GROUP INCCOM34623310922816,670SHDFND16,170 0 10,500
FOSSIL GROUP INCCOM34988V106110SHDFND110 0 0
FOSTER L B COCOM350060109725,700SHDFND12,100 0 3,600
FRANCESCAS HLDGS CORPCOM35179310431720,600SHDFND17,500 0 13,100
FRANKLIN FINL NETWORK INCCOM35352P1042366,070SHDFND12,270 0 3,800
FRANKLIN RES INCCOM35461310121,401507,833SHDFND1407,233 0 100,600
FRIEDMAN INDS INCCOM358435105802124,245SHDFND1124,245 0 0
FULTON FINL CORP PACOM36027110011,488643,556SHDFND1597,156 0 46,400
FUTUREFUEL CORPORATIONCOM36116M10634023,930SHDFND18,730 0 15,200
GATX CORPCOM36144810310,280168,627SHDFND1154,027 0 14,600
GAIN CAP HLDGS INCCOM36268W1008,9011,068,469SHDFND1791,709 0 276,760
GAP INC DELCOM3647601088,271340,476SHDFND1273,476 0 67,000
GENERAL DYNAMICS CORPCOM36955010861,083326,298SHDFND1245,198 0 81,100
GENERAL MTRS COCOM37045V100241,0576,817,213SHDFND15,452,523 0 1,364,690
GENESEE & WYO INCCL A371559105224SHDFND124 0 0
GENTEX CORPCOM37190110925,6981,204,770SHDFND11,153,670 0 51,100
GENUINE PARTS COCOM3724601051481,600SHPutDFND1 0 0 0
GENWORTH FINL INCCOM CL A37247D106180SHDFND180 0 0
GEOSPACE TECHNOLOGIES CORPCOM37364X1092,040125,681SHDFND1117,031 0 8,650
GILEAD SCIENCES INCCOM37555810375,8121,116,193SHDFND1772,993 0 343,200
GLATFELTERCOM3773161043,619166,424SHDFND1153,724 0 12,700
GLOBAL BRASS & COPPR HLDGS ICOM37953G10336610,620SHDFND13,920 0 6,700
GLOBUS MED INCCL A3795772084,376147,717SHDFND1107,117 0 40,600
GOLDMAN SACHS GROUP INCCOM38141G10492,944404,594SHDFND1305,294 0 99,300
GOODYEAR TIRE & RUBR COCOM38255010179,7752,215,966SHDFND11,757,766 0 458,200
GRAHAM CORPCOM38455610659425,800SHDFND125,800 0 0
GRAHAM HLDGS COCOM3846371045,5719,291SHDFND18,791 0 500
GRAINGER W W INCCOM3848021045,65624,296SHDFND110,896 0 13,400
GRAPHIC PACKAGING HLDG COCOM3886891013,351260,330SHDFND1207,830 0 52,500
GRAY TELEVISION INCCOM3893751063,681253,806SHDFND1230,806 0 23,000
GREAT LAKES DREDGE & DOCK COCOM39060710913032,440SHDFND111,940 0 20,500
GREAT SOUTHN BANCORP INCCOM3909051073286,490SHDFND12,390 0 4,100
GREAT WESTN BANCORP INCCOM3914161047,834184,701SHDFND1167,601 0 17,100
GREEN BRICK PARTNERS INCCOM39270910126626,710SHDFND19,710 0 17,000
GREEN PLAINS INCCOM3932221043,709149,852SHDFND1136,652 0 13,200
GREENBRIER COS INCCOM3936571014,777110,825SHDFND1101,025 0 9,800
GREENHILL & CO INCCOM3952591042,20475,217SHDFND173,717 0 1,500
GROUP 1 AUTOMOTIVE INCCOM3989051096,19483,608SHDFND176,208 0 7,400
GROUPE CGI INCCL A SUB VTG39945C1099197SHDFND1197 0 0
GULF ISLAND FABRICATION INCCOM402307102938,040SHDFND12,940 0 5,100
HCA HOLDINGS INCCOM40412C10129,539331,926SHDFND1266,026 0 65,900
HCI GROUP INCCOM40416E1031332,900SHDFND11,100 0 1,800
HFF INCCL A40418F1082,33984,499SHDFND173,899 0 10,600
HNI CORPCOM4042511006,878149,224SHDFND1138,724 0 10,500
HP INCCOM40434L10527,2171,522,173SHDFND11,220,973 0 301,200
HALLADOR ENERGY COMPANYCOM40609P10512916,090SHDFND15,890 0 10,200
HALLMARK FINL SVCS INC ECCOM NEW40624Q203988,860SHDFND13,160 0 5,700
HANCOCK HLDG COCOM41012010911,559253,764SHDFND1234,464 0 19,300
HANESBRANDS INCCOM41034510244,6002,148,339SHDFND11,645,038 0 503,301
HANMI FINL CORPCOM NEW4104952042,68087,141SHDFND179,941 0 7,200
HANOVER INS GROUP INCCOM41086710512,610140,007SHDFND1140,007 0 0
HARBORONE BANCORP INCCOM41165F1013,911205,937SHDFND1162,252 0 43,685
HARDINGE INCCOM4123243031099,630SHDFND13,430 0 6,200
HARLEY DAVIDSON INCCOM41282210815,242251,925SHDFND1169,022 0 82,903
HARRIS CORP DELCOM41387510512,386111,310SHDFND189,210 0 22,100
HARTFORD FINL SVCS GROUP INCCOM41651510416,164336,240SHDFND1269,740 0 66,500
HAWAIIAN HOLDINGS INCCOM4198791019,954214,288SHDFND1192,288 0 22,000
HAWAIIAN TELCOM HOLDCO INCCOM4200311061918,330SHDFND13,030 0 5,300
HAYNES INTERNATIONAL INCCOM NEW4208772016,893180,817SHDFND1130,367 0 50,450
HEALTHSOUTH CORPCOM NEW42192430912,925301,913SHDFND1301,913 0 0
HEARTLAND FINL USA INCCOM42234Q1024,10282,122SHDFND174,522 0 7,600
HECLA MNG COCOM4227041068,0101,514,170SHDFND11,377,070 0 137,100
HELIX ENERGY SOLUTIONS GRP ICOM42330P1073,019388,528SHDFND1352,228 0 36,300
HELMERICH & PAYNE INCCOM4234521016,07591,255SHDFND173,355 0 17,900
HERITAGE FINL CORP WASHCOM42722X10634013,727SHDFND14,968 0 8,759
HERON THERAPEUTICS INCCOM4277461021,37991,880SHDFND167,970 0 23,910
HERSHA HOSPITALITY TRPR SHS BEN INT4278255008,973477,520SHDFND1358,180 0 119,340
HEWLETT PACKARD ENTERPRISE CCOM42824C10913,366563,925SHDFND1254,925 0 309,000
HEXCEL CORP NEWCOM4282911084,21977,330SHDFND162,130 0 15,200
HILLENBRAND INCCOM4315711089,392261,970SHDFND1233,870 0 28,100
HILLTOP HOLDINGS INCCOM4327481017,634277,889SHDFND1255,689 0 22,200
HOLLYFRONTIER CORPCOM43610610821,027741,923SHDFND1710,223 0 31,700
HOMESTREET INCCOM43785V10210,961392,142SHDFND1306,772 0 85,370
HOMETRUST BANCSHARES INCCOM4378721041928,140SHDFND12,940 0 5,200
HONEYWELL INTL INCCOM43851610685,136681,795SHDFND1546,395 0 135,400
HOPE BANCORP INCCOM43940T1094,797250,215SHDFND1231,415 0 18,800
HORACE MANN EDUCATORS CORP NCOM4403271045,468133,190SHDFND1119,690 0 13,500
HORIZON BANCORP INDCOM4404071042,36390,089SHDFND181,789 0 8,300
HOST HOTELS & RESORTS INCCOM44107P1044170SHDFND1170 0 0
HOUSTON WIRE & CABLE COCOM44244K109365,300SHDFND11,900 0 3,400
HOWARD HUGHES CORPCOM44267D107538SHDFND138 0 0
HUBBELL INCCOM4435106075,25443,760SHDFND135,160 0 8,600
HUNTSMAN CORPCOM44701110726,3681,074,455SHDFND1999,955 0 74,500
HUTTIG BLDG PRODS INCCOM44845110411714,300SHDFND15,200 0 9,100
HYATT HOTELS CORPCOM CL A4485791021,93535,831SHDFND128,731 0 7,100
HYSTER YALE MATLS HANDLING ICL A4491721056,754119,759SHDFND189,958 0 29,801
ILG INCCOM44967H10110,838517,077SHDFND1473,877 0 43,200
IPG PHOTONICS CORPCOM44980X10979,536658,950SHDFND1516,790 0 142,160
ITT INCCOM45073V10810,111246,472SHDFND1246,472 0 0
IBERIABANK CORPCOM45082810811,110140,448SHDFND1130,848 0 9,600
ICONIX BRAND GROUP INCCOM45105510720927,690SHDFND110,190 0 17,500
IDACORP INCCOM45110710611122SHDFND1122 0 0
IDEXX LABS INCCOM45168D104317SHDFND117 0 0
ILLINOIS TOOL WKS INCCOM45230810935263SHDFND1263 0 0
IMPAX LABORATORIES INCCOM45256B1011,431113,120SHDFND184,990 0 28,130
INDEPENDENCE CONTRACT DRIL ICOM4534153097814,101SHDFND15,201 0 8,900
INDEPENDENT BANK CORP MICHCOM NEW4538386091456,960SHDFND12,560 0 4,400
INFINITY PPTY & CAS CORPCOM45665Q1035,14153,823SHDFND151,223 0 2,600
INGLES MKTS INCCL A4570301042,32253,811SHDFND148,911 0 4,900
INGREDION INCCOM4571871026,52054,136SHDFND143,136 0 11,000
INSIGHT ENTERPRISES INCCOM45765U1037,558183,922SHDFND1166,022 0 17,900
INNOSPEC INCCOM45768S1056,578101,576SHDFND190,376 0 11,200
INTEL CORPCOM458140100152,7714,235,389SHDFND13,394,289 0 841,100
INTEGER HLDGS CORPCOM45826H10941010,196SHDFND13,696 0 6,500
INTERNATIONAL BANCSHARES CORCOM4590441037,607214,865SHDFND1199,265 0 15,600
INTERNATIONAL BUSINESS MACHSCOM459200101147,223845,427SHDFND1677,627 0 167,800
INTL PAPER COCOM46014610326,545522,731SHDFND1365,530 0 157,201
INTERNATIONAL SPEEDWAY CORPCL A4603352014,153112,387SHDFND199,505 0 12,882
INTERPUBLIC GROUP COS INCCOM4606901008,644351,811SHDFND1282,011 0 69,800
INTL FCSTONE INCCOM46116V1052,26059,513SHDFND153,213 0 6,300
INTUITCOM46120210313111SHDFND1111 0 0
INTREPID POTASH INCCOM46121Y1024425,280SHDFND19,180 0 16,100
INVESTMENT TECHNOLOGY GRP NECOM46145F10529414,490SHDFND15,290 0 9,200
INVESTORS BANCORP INC NEWCOM46146L10117,3051,203,348SHDFND11,148,948 0 54,400
IRIDIUM COMMUNICATIONS INCCOM46269C1023,720385,466SHDFND1348,466 0 37,000
ISHARES TRRUS 1000 VAL ETF46428759824,413212,391SHDFND184,591 0 127,800
ISHARES TRRUS 2000 VAL ETF4642876302,57621,793SHDFND121,793 0 0
ISHARES TRMICRO-CAP ETF4642888691,22514,300SHDFND114,300 0 0
IXYS CORPCOM46600W10629119,940SHDFND17,240 0 12,700
JPMORGAN CHASE & COCOM46625H100483,4945,504,257SHDFND14,323,132 0 1,181,125
JABIL CIRCUIT INCCOM46631310323,441810,541SHDFND1779,841 0 30,700
JACOBS ENGR GROUP INC DELCOM4698141076,007108,658SHDFND187,158 0 21,500
JETBLUE AIRWAYS CORPCOM4771431016257SHDFND1257 0 0
JOHNSON & JOHNSONCOM478160104302,4382,428,244SHDFND11,945,944 0 482,300
JOHNSON OUTDOORS INCCL A4791671081724,700SHDFND11,700 0 3,000
JONES LANG LASALLE INCCOM48020Q1074,51640,520SHDFND132,420 0 8,100
JUNIPER NETWORKS INCCOM48203R1049,479340,571SHDFND1273,171 0 67,400
KCG HLDGS INCCL A48244B1006,063340,026SHDFND1310,526 0 29,500
KLA-TENCOR CORPCOM48248010012,531131,804SHDFND1105,804 0 26,000
KKR & CO L P DELCOM UNITS48248M102168,4159,238,307SHDFND17,207,107 0 2,031,200
KLX INCCOM4825391039,173205,211SHDFND1187,011 0 18,200
K12 INCCOM48273U10242622,210SHDFND18,110 0 14,100
KATE SPADE & COCOM485865109863,700SHPutDFND1 0 0 0
KB HOMECOM48666K1096,994351,809SHDFND1309,409 0 42,400
KEARNY FINL CORP MDCOM48716P1084,192278,516SHDFND1252,716 0 25,800
KELLY SVCS INCCL A4881522083,163144,688SHDFND1128,088 0 16,600
KEMPER CORP DELCOM4884011008,007200,652SHDFND1183,352 0 17,300
KEY TRONICS CORPCOM493144109587,880SHDFND12,880 0 5,000
KEYSIGHT TECHNOLOGIES INCCOM49338L10319508SHDFND1508 0 0
KFORCE INCCOM49373210131913,400SHDFND14,900 0 8,500
KIMBALL ELECTRONICS INCCOM49428J10925815,190SHDFND15,590 0 9,600
KIRBY CORPCOM4972661066,67694,616SHDFND194,616 0 0
KNOLL INCCOM NEW4989042004,794201,312SHDFND1178,512 0 22,800
KOHLS CORPCOM5002551047,762194,956SHDFND1142,456 0 52,500
KONA GRILL INCCOM50047H2015,654897,356SHDFND1833,906 0 63,450
KOPPERS HOLDINGS INCCOM50060P1063,35779,248SHDFND172,048 0 7,200
KORN FERRY INTLCOM NEW5006432006,923219,822SHDFND1199,922 0 19,900
KRAFT HEINZ COCOM5007541061631,800SHPutDFND1 0 0 0
KULICKE & SOFFA INDS INCCOM5012421014,780235,230SHDFND1180,900 0 54,330
LGI HOMES INCCOM50187T1062,62877,474SHDFND168,174 0 9,300
L3 TECHNOLOGIES INCCOM50241310711,77671,240SHDFND155,740 0 15,500
LAKELAND BANCORP INCCOM51163710028514,527SHDFND15,372 0 9,155
LAKELAND INDS INCCOM511795106423,900SHDFND11,400 0 2,500
LAM RESEARCH CORPCOM51280710814109SHDFND1109 0 0
LANNET INCCOM5160121011,44164,447SHDFND148,577 0 15,870
LAYNE CHRISTENSEN COCOM52105010413314,990SHDFND15,490 0 9,500
LEAF GROUP LTDCOM52177G102749,820SHDFND13,620 0 6,200
LEAR CORPCOM NEW52186520414,569102,899SHDFND168,593 0 34,306
LEE ENTERPRISES INCCOM5237681098130,920SHDFND111,320 0 19,600
LEGGETT & PLATT INCCOM5246601075,652112,310SHDFND190,210 0 22,100
LEIDOS HLDGS INCCOM525327102357SHDFND157 0 0
LENNAR CORPCL A5260571042214,314SHDFND14,314 0 0
LEUCADIA NATL CORPCOM5272881048,136312,904SHDFND1248,904 0 64,000
LIBERTY INTERACTIVE CORPLBT VEN COM A NE53071M856595SHDFND195 0 0
LIBERTY PPTY TRSH BEN INT5311721045107SHDFND1107 0 0
LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM5312294095111SHDFND1111 0 0
LIBERTY TAX INCCL A53128T102624,300SHDFND11,600 0 2,700
LIFETIME BRANDS INCCOM53222Q10321110,490SHDFND13,790 0 6,700
LINCOLN EDL SVCS CORPCOM5335351003813,500SHDFND14,900 0 8,600
LINCOLN ELEC HLDGS INCCOM5339001061,32715,275SHDFND16,869 0 8,406
LINCOLN NATL CORP INDCOM53418710912,890196,931SHDFND1158,331 0 38,600
LINDSAY CORPCOM5355551067,10480,611SHDFND159,911 0 20,700
LITHIA MTRS INCCL A5367971037,84091,526SHDFND183,226 0 8,300
LOCKHEED MARTIN CORPCOM53983010914,50754,211SHDFND123,711 0 30,500
LOEWS CORPCOM54042410814,118301,856SHDFND1242,056 0 59,800
LOUISIANA PAC CORPCOM54634710552,7752,126,300SHDFND11,685,100 0 441,200
LYON WILLIAM HOMESCL A NEW55207470031815,400SHDFND15,600 0 9,800
M & T BK CORPCOM55261F10421,318137,770SHDFND1110,370 0 27,400
MBIA INCCOM55262C1003,713438,296SHDFND1391,996 0 46,300
MB FINANCIAL INC NEWCOM55264U1089,129213,194SHDFND1196,521 0 16,673
M D C HLDGS INCCOM5526761086,504216,438SHDFND1191,658 0 24,780
MGC DIAGNOSTICS CORPCOM55276810337044,200SHDFND144,200 0 0
MCBC HLDGS INCCOM55276F10716310,030SHDFND13,630 0 6,400
MGIC INVT CORP WISCOM55284810315,3041,510,703SHDFND11,339,063 0 171,640
MGM RESORTS INTERNATIONALCOM5529531015149SHDFND1149 0 0
M/I HOMES INCCOM55305B10145818,680SHDFND16,780 0 11,900
MRC GLOBAL INCCOM55345K1034,024219,513SHDFND1159,823 0 59,690
MSCI INCCOM55354G100771SHDFND171 0 0
MSG NETWORK INCCL A5535731065,878251,709SHDFND1223,109 0 28,600
MTS SYS CORPCOM5537771034,24077,011SHDFND155,991 0 21,020
MACYS INCCOM55616P1047227SHDFND1227 0 0
MADISON SQUARE GARDEN CO NEWCL A55825T10327SHDFND17 0 0
MAGELLAN HEALTH INCCOM NEW5590792076,89399,822SHDFND191,522 0 8,300
MAGNA INTL INCCOM55922240184,1711,950,217SHDFND11,570,817 0 379,400
MAINSOURCE FINANCIAL GP INCCOM56062Y1022758,350SHDFND12,950 0 5,400
MALIBU BOATS INCCOM CL A56117J1004,326192,677SHDFND1175,017 0 17,660
MANITOWOC INCCOM56357110820035,000SHDFND135,000 0 0
MANNING & NAPIER INCCL A56382Q1021,382242,349SHDFND1179,246 0 63,103
MANPOWERGROUP INCCOM56418H1009,36391,284SHDFND162,513 0 28,771
MARATHON PETE CORPCOM56585A10223,937473,613SHDFND1379,713 0 93,900
MARCUS & MILLICHAP INCCOM5663241093,565145,011SHDFND1133,311 0 11,700
MARKEL CORPCOM57053510411,39811,679SHDFND19,479 0 2,200
MARLIN BUSINESS SVCS CORPCOM5711571061716,640SHDFND12,440 0 4,200
MATERION CORPCOM57669010136710,930SHDFND14,030 0 6,900
MATRIX SVC COCOM5768531051468,790SHDFND13,190 0 5,600
MCDERMOTT INTL INCCOM5800371096,239924,257SHDFND1840,557 0 83,700
MCKESSON CORPCOM58155Q1033,37122,733SHDFND110,233 0 12,500
MEDNAX INCCOM58502B1062,14930,970SHDFND124,970 0 6,000
MEETME INCCOM58514110417229,170SHDFND110,770 0 18,400
MERCANTILE BANK CORPCOM5873761042015,830SHDFND12,230 0 3,600
MERCK & CO INCCOM58933Y105156,4432,462,108SHDFND11,970,808 0 491,300
MEREDITH CORPCOM5894331019,922153,586SHDFND1139,955 0 13,631
MERIDIAN BANCORP INC MDCOM58958U1032,297125,503SHDFND1115,303 0 10,200
MERITAGE HOMES CORPCOM59001A1025,976162,389SHDFND1146,289 0 16,100
MERITOR INCCOM59001K1005,735334,736SHDFND1307,636 0 27,100
METHODE ELECTRS INCCOM5915202004,00087,719SHDFND178,219 0 9,500
METLIFE INCCOM59156R108114,5272,168,241SHDFND11,695,341 0 472,900
METTLER TOLEDO INTERNATIONALCOM5926881051020SHDFND120 0 0
MICHAELS COS INCCOM59408Q1065,134229,292SHDFND1163,022 0 66,270
MICRON TECHNOLOGY INCCOM595112103181,8506,292,387SHDFND14,984,812 0 1,307,575
MIDSOUTH BANCORP INCCOM59803910586056,169SHDFND156,169 0 0
MILLER HERMAN INCCOM6005441007,304231,499SHDFND1212,799 0 18,700
MILLER INDS INC TENNCOM NEW6005512042328,770SHDFND13,170 0 5,600
MINERALS TECHNOLOGIES INCCOM60315810610,046131,148SHDFND1119,148 0 12,000
MITCHAM INDS INCCOM606501104336,600SHDFND12,400 0 4,200
MODINE MFG COCOM60782810033527,400SHDFND110,000 0 17,400
MOHAWK INDS INCCOM60819010415,23266,370SHDFND153,170 0 13,200
MORGAN STANLEYCOM NEW617446448138,7453,238,667SHDFND12,522,067 0 716,600
MOSAIC CO NEWCOM61945C1039,182314,659SHDFND1252,359 0 62,300
MOTOROLA SOLUTIONS INCCOM NEW62007630712,095140,280SHDFND1112,580 0 27,700
MOVADO GROUP INCCOM6245801062238,900SHDFND13,300 0 5,600
MURPHY OIL CORPCOM62671710216,295569,949SHDFND1569,949 0 0
NCR CORP NEWCOM62886E10833,268728,281SHDFND1655,031 0 73,250
NCI INCCL A62886K104744,900SHDFND11,800 0 3,100
NMI HLDGS INCCL A62920930526723,420SHDFND18,620 0 14,800
NN INCCOM6293371068,053319,538SHDFND1234,338 0 85,200
NRG YIELD INCCL A NEW62942X3062,354135,315SHDFND1123,315 0 12,000
NVR INCCOM62944T1056,8483,250SHDFND12,580 0 670
NACCO INDS INCCL A6295791032773,970SHDFND11,470 0 2,500
NASDAQ INCCOM6311031088,976129,230SHDFND1103,230 0 26,000
NATIONAL BK HLDGS CORPCL A6337071043,01892,856SHDFND185,256 0 7,600
NATIONAL OILWELL VARCO INCCOM63707110112,309307,029SHDFND1247,329 0 59,700
NATIONSTAR MTG HLDGS INCCOM63861C1094,834306,672SHDFND1278,252 0 28,420
NATURAL GAS SERVICES GROUPCOM63886Q1093,431131,681SHDFND1117,551 0 14,130
NAVIGATORS GROUP INCCOM6389041025,499101,269SHDFND194,069 0 7,200
NAVIENT CORPORATIONCOM63938C10818,8851,279,444SHDFND11,119,366 0 160,078
NEFF CORPCOM CL A640094207954,880SHDFND11,780 0 3,100
NELNET INCCL A64031N1085,176118,004SHDFND1107,504 0 10,500
NETAPP INCCOM64110D104472SHDFND172 0 0
NETSCOUT SYS INCCOM64115T104235SHDFND135 0 0
NEW HOME CO INCCOM64537010710710,220SHDFND13,720 0 6,500
NEW YORK CMNTY BANCORP INCCOM6494451034264SHDFND1264 0 0
NEWMONT MINING CORPCOM651639106561,681SHDFND11,681 0 0
NEWPARK RES INCCOM PAR $.01NEW6517185041,920236,960SHDFND170,960 0 166,000
NEWS CORP NEWCL A65249B1094,464343,327SHDFND1275,427 0 67,900
NICHOLAS FINANCIAL INCCOM NEW65373J209242,200SHDFND1800 0 1,400
NOMURA HLDGS INCSPONSORED ADR65535H20811SHDFND11 0 0
NORDSON CORPCOM6556631021,60713,077SHDFND15,859 0 7,218
NORDSTROM INCCOM65566410010,357222,379SHDFND1152,679 0 69,700
NORFOLK SOUTHERN CORPCOM6558441086,95462,100SHDFND128,100 0 34,000
NORTHEAST BANCORPCOM NEW66390420947030,664SHDFND130,664 0 0
NORTHERN TR CORPCOM66585910416,483190,377SHDFND1152,877 0 37,500
NORTHFIELD BANCORP INC DELCOM66611T1083,963219,867SHDFND1203,567 0 16,300
NORTHRIM BANCORP INCCOM666762109953,129SHDFND1993 0 2,136
NORTHROP GRUMMAN CORPCOM66680710214,96362,909SHDFND127,796 0 35,113
NORTHWEST BANCSHARES INC MDCOM6673401036,680396,630SHDFND1366,330 0 30,300
NORTHWEST PIPE COCOM66774610178950,170SHDFND146,870 0 3,300
NUCOR CORPCOM67034610515,133253,394SHDFND1202,094 0 51,300
NUTRACEUTICAL INTL CORPCOM67060Y1011775,660SHDFND12,060 0 3,600
OGE ENERGY CORPCOM6708371035,614160,480SHDFND1128,280 0 32,200
OFG BANCORPCOM67103X10214712,390SHDFND14,690 0 7,700
OASIS PETE INC NEWCOM67421510812,995911,236SHDFND1828,836 0 82,400
OCEANEERING INTL INCCOM67523210231,5751,165,988SHDFND1908,148 0 257,840
OCEANFIRST FINL CORPCOM67523410858520,729SHDFND116,429 0 4,300
OFFICE DEPOT INCCOM6762201069,1961,971,201SHDFND11,792,701 0 178,500
OIL STS INTL INCCOM67802610512,797386,026SHDFND1317,216 0 68,810
OLD NATL BANCORP INDCOM6800331077,373424,903SHDFND1385,603 0 39,300
OLD POINT FINL CORPCOM68019410743714,485SHDFND114,485 0 0
OLD REP INTL CORPCOM68022310418,962925,840SHDFND1907,440 0 18,400
OLYMPIC STEEL INCCOM68162K10671538,500SHDFND138,500 0 0
OMNICOM GROUP INCCOM68191910621,861253,568SHDFND1184,268 0 69,300
ONEMAIN HLDGS INCCOM68268W10337,5091,509,386SHDFND11,195,000 0 314,386
OPPENHEIMER HLDGS INCCL A NON VTG6837971041066,190SHDFND12,290 0 3,900
ORACLE CORPCOM68389X105164,4283,685,886SHDFND12,953,986 0 731,900
ORION GROUP HOLDINGS INCCOM68628V30811315,090SHDFND15,490 0 9,600
ORITANI FINL CORP DELCOM68633D1032,471145,342SHDFND1133,542 0 11,800
OWENS CORNING NEWCOM6907421016,219101,321SHDFND181,321 0 20,000
OWENS ILL INCCOM NEW69076840312,751625,636SHDFND1574,936 0 50,700
PC CONNECTION INCCOM69318J1001,68056,394SHDFND144,094 0 12,300
PC-TEL INCCOM69325Q105689,450SHDFND13,450 0 6,000
PHH CORPCOM NEW6933202022,148168,710SHDFND1153,110 0 15,600
PNC FINL SVCS GROUP INCCOM69347510562,639520,946SHDFND1401,946 0 119,000
PRA GROUP INCCOM69354N1064,839145,948SHDFND1132,448 0 13,500
PVH CORPCOM6936561008,95986,577SHDFND163,677 0 22,900
PTC THERAPEUTICS INCCOM69366J20011SHDFND11 0 0
PACCAR INCCOM69371810821,237316,016SHDFND1253,616 0 62,400
PACIFIC ETHANOL INCCOM PAR $.00169423U30514921,740SHDFND17,940 0 13,800
PACKAGING CORP AMERCOM69515610911,195122,187SHDFND184,687 0 37,500
PACWEST BANCORP DELCOM6952631035,721107,411SHDFND186,111 0 21,300
PARK OHIO HLDGS CORPCOM7006661003,975110,569SHDFND179,679 0 30,890
PARK STERLING CORPCOM70086Y10530124,390SHDFND18,890 0 15,500
PARKE BANCORP INCCOM70088510634916,324SHDFND116,324 0 0
PARKER HANNIFIN CORPCOM7010941041,63610,203SHDFND14,703 0 5,500
PATTERSON UTI ENERGY INCCOM70348110111,026454,273SHDFND1454,273 0 0
PAYPAL HLDGS INCCOM70450Y103691,600SHPutDFND1 0 0 0
PEAPACK-GLADSTONE FINL CORPCOM7046991071685,660SHDFND12,060 0 3,600
PEAK RESORTS INCCOM70469L100437,590SHDFND12,790 0 4,800
PENNEY J C INCCOM70816010611SHDFND11 0 0
PENNYMAC FINL SVCS INCCL A70932B10117310,130SHDFND13,630 0 6,500
PENSKE AUTOMOTIVE GRP INCCOM70959W10317,440372,555SHDFND1348,855 0 23,700
PEOPLES BANCORP INCCOM7097891012648,330SHDFND13,030 0 5,300
PEOPLES UNITED FINANCIAL INCCOM71270410518,8251,034,314SHDFND1992,114 0 42,200
PFIZER INCCOM717081103242,2707,081,835SHDFND15,692,832 0 1,389,003
PHARMERICA CORPCOM71714F10433214,160SHDFND15,160 0 9,000
PHILLIPS 66COM71854610438,166481,772SHDFND1379,572 0 102,200
PHOTRONICS INCCOM7194051022,855266,774SHDFND1242,974 0 23,800
PILGRIMS PRIDE CORP NEWCOM72147K1082,338103,878SHDFND146,678 0 57,200
PINNACLE WEST CAP CORPCOM7234841017,94895,318SHDFND176,618 0 18,700
PIONEER ENERGY SVCS CORPCOM72366410813834,430SHDFND112,630 0 21,800
PIPER JAFFRAY COSCOM7240781003,14049,171SHDFND143,771 0 5,400
PLY GEM HLDGS INCCOM72941W1005,255266,715SHDFND1243,015 0 23,700
POLARIS INDS INCCOM7310681028,28898,892SHDFND171,763 0 27,129
POPULAR INCCOM NEW73317470086,1212,114,434SHDFND11,725,300 0 389,134
PORTLAND GEN ELEC COCOM NEW736508847363SHDFND163 0 0
POWELL INDS INCCOM7391281069,705281,774SHDFND1211,384 0 70,390
PRIMERICA INCCOM74164M10816,081195,627SHDFND1173,867 0 21,760
PRINCIPAL FINL GROUP INCCOM74251V10216,317258,547SHDFND1207,347 0 51,200
PROASSURANCE CORPCOM74267C1069,909164,454SHDFND1155,154 0 9,300
PROSPERITY BANCSHARES INCCOM74360610517,367249,128SHDFND1236,828 0 12,300
PROVIDENT BANCORP INCCOM74383X10976336,400SHDFND136,400 0 0
PROVIDENT FINL HLDGS INCCOM743868101824,370SHDFND11,570 0 2,800
PROVIDENT FINL SVCS INCCOM74386T1055,788223,899SHDFND1209,299 0 14,600
PRUDENTIAL FINL INCCOM74432010241,348387,586SHDFND1309,086 0 78,500
PUBLIC SVC ENTERPRISE GROUPCOM74457310618,322413,101SHDFND1331,901 0 81,200
PULTE GROUP INCCOM7458671017,541320,178SHDFND1244,778 0 75,400
QCR HOLDINGS INCCOM74727A1041944,570SHDFND11,670 0 2,900
QUAD / GRAPHICS INCCOM CL A7473011093,671145,434SHDFND1132,234 0 13,200
PZENA INVESTMENT MGMT INCCLASS A74731Q1034,594466,825SHDFND1349,914 0 116,911
QORVO INCCOM74736K1017,804113,823SHDFND191,323 0 22,500
QUALCOMM INCCOM74752510375,9221,324,060SHDFND11,061,360 0 262,700
QUANTA SVCS INCCOM74762E10213,689368,871SHDFND1359,571 0 9,300
QUEST DIAGNOSTICS INCCOM74834L10016,645169,509SHDFND1119,609 0 49,900
RCI HOSPITALITY HLDGS INCCOM74934Q1081287,380SHDFND12,680 0 4,700
RPC INCCOM7496601063,808207,970SHDFND1151,630 0 56,340
RHCOM74967X10311SHDFND11 0 0
RPM INTL INCCOM7496851036,170112,110SHDFND190,010 0 22,100
RADIAN GROUP INCCOM75023610137,2972,076,662SHDFND11,552,472 0 524,190
RAYMOND JAMES FINANCIAL INCCOM7547301099,115119,522SHDFND196,122 0 23,400
RAYONIER ADVANCED MATLS INCCOM75508B10428721,330SHDFND17,830 0 13,500
RED LION HOTELS CORPCOM75676410610514,790SHDFND15,490 0 9,300
REGAL BELOIT CORPCOM75875010313,203174,519SHDFND1159,419 0 15,100
REGIONAL MGMT CORPCOM75902K1061206,160SHDFND12,260 0 3,900
REGIONS FINL CORP NEWCOM7591EP10020,5521,414,391SHDFND11,010,991 0 403,400
REINSURANCE GROUP AMER INCCOM NEW7593516048,45366,563SHDFND152,463 0 14,100
RELIANCE STEEL & ALUMINUM COCOM759509102106,9641,336,712SHDFND11,110,882 0 225,830
RENASANT CORPCOM75970E1073,79395,556SHDFND187,754 0 7,802
REPUBLIC BANCORP KYCL A7602812047,263211,184SHDFND1173,084 0 38,100
REPUBLIC SVCS INCCOM76075910013198SHDFND1198 0 0
RESTAURANT BRANDS INTL INCCOM76131D103611,100SHPutDFND1 0 0 0
RETAILMENOT INCCOM SER 176132B10621226,140SHDFND19,540 0 16,600
RICHARDSON ELECTRS LTDCOM763165107335,460SHDFND12,060 0 3,400
RIVERVIEW BANCORP INCCOM769397100182,380SHDFND1880 0 1,500
ROBERT HALF INTL INCCOM7703231035,584114,350SHDFND191,650 0 22,700
ROCKWELL AUTOMATION INCCOM7739031092,39715,394SHDFND16,894 0 8,500
ROCKWELL COLLINS INCCOM77434110110,307106,076SHDFND184,976 0 21,100
RUSH ENTERPRISES INCCL A7818462093,815115,303SHDFND1106,003 0 9,300
RYDER SYS INCCOM78354910813,577179,959SHDFND1179,959 0 0
S & T BANCORP INCCOM7838591014,031116,492SHDFND1106,592 0 9,900
S&P GLOBAL INCCOM78409V10426194SHDFND1194 0 0
SLM CORPCOM78442P10610,619877,567SHDFND1636,757 0 240,810
SAFETY INS GROUP INCCOM78648T1003,39048,352SHDFND144,931 0 3,421
SALEM MEDIA GROUP INCCL A79409310411114,790SHDFND15,490 0 9,300
SANDERSON FARMS INCCOM8000131044,52843,603SHDFND139,703 0 3,900
SANMINA CORPORATIONCOM80105610214,877366,406SHDFND1328,606 0 37,800
SANTANDER CONSUMER USA HDG ICOM80283M10173,7175,534,251SHDFND14,579,063 0 955,188
SCANA CORP NEWCOM80589M10215222SHDFND1222 0 0
SCANSOURCE INCCOM8060371074,833123,114SHDFND1111,914 0 11,200
SCHNITZER STL INDSCL A80688210641420,040SHDFND17,340 0 12,700
SCHOLASTIC CORPCOM8070661055,753135,121SHDFND1120,621 0 14,500
SCHULMAN A INCCOM8081941043,547112,755SHDFND1102,555 0 10,200
SCHWEITZER-MAUDUIT INTL INCCOM8085411065,330128,681SHDFND1113,981 0 14,700
SCRIPPS NETWORKS INTERACT INCL A COM81106510115,316195,422SHDFND1170,522 0 24,900
SEABOARD CORPCOM81154310751SHDFND11 0 0
SEACOR HOLDINGS INCCOM8119041014,58866,296SHDFND161,296 0 5,000
SELECTIVE INS GROUP INCCOM8163001078,794186,498SHDFND1166,998 0 19,500
SENECA FOODS CORP NEWCL A8170705012186,020SHDFND12,220 0 3,800
SHILOH INDS INCCOM8245431021198,730SHDFND13,230 0 5,500
SIERRA BANCORPCOM82620P1021364,927SHDFND12,060 0 2,867
SIENTRA INCCOM82621J105829,630SHDFND13,530 0 6,100
SIMMONS 1ST NATL CORPCL A $1 PAR8287302003195,780SHDFND12,180 0 3,600
SINCLAIR BROADCAST GROUP INCCL A82922610910,216252,234SHDFND1252,234 0 0
SKYWEST INCCOM8308791027,274212,360SHDFND1187,860 0 24,500
SKYWORKS SOLUTIONS INCCOM83088M10216,258165,927SHDFND1133,027 0 32,900
SMARTFINANCIAL INCCOM NEW83190L20821110,000SHDFND110,000 0 0
SMART SAND INCCOM83191H1072,514154,664SHDFND1116,274 0 38,390
SNAP ON INCCOM8330341018,75351,890SHDFND141,490 0 10,400
SOLAREDGE TECHNOLOGIES INCCOM83417M1045,462350,065SHDFND1265,809 0 84,256
SONIC AUTOMOTIVE INCCL A83545G1022,576128,475SHDFND1117,075 0 11,400
SONOCO PRODS COCOM8354951024,71389,045SHDFND171,345 0 17,700
SOUTHWEST AIRLS COCOM84474110829,636551,251SHDFND1441,851 0 109,400
SPARTANNASH COCOM8472151005,119146,273SHDFND1131,693 0 14,580
SPEEDWAY MOTORSPORTS INCCOM8477881063,185169,042SHDFND1152,482 0 16,560
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A8485741098,336143,922SHDFND1103,922 0 40,000
SPIRIT AIRLS INCCOM84857710212,387233,400SHDFND1233,400 0 0
SPOK HLDGS INCCOM84863T10630115,820SHDFND15,720 0 10,100
SPORTSMANS WHSE HLDGS INCCOM84920Y10643390,400SHDFND190,400 0 0
SPRINT CORPCOM SER 185207U105262,908SHDFND12,908 0 0
STANLEY BLACK & DECKER INCCOM85450210117,291130,133SHDFND1104,533 0 25,600
STAPLES INCCOM8550301022132SHDFND1132 0 0
STATE AUTO FINL CORPCOM8557071052,28783,285SHDFND175,185 0 8,100
STATE BK FINL CORPCOM85619010330411,610SHDFND14,210 0 7,400
STATE NATL COS INCCOM85711T30532922,820SHDFND18,420 0 14,400
STATE STR CORPCOM85747710331,532396,078SHDFND1298,678 0 97,400
STEEL DYNAMICS INCCOM8581191007,547217,100SHDFND1174,000 0 43,100
STEELCASE INCCL A8581552035,601334,362SHDFND1304,562 0 29,800
STERLING BANCORP DELCOM85917A1008,420355,235SHDFND1326,235 0 29,000
STIFEL FINL CORPCOM86063010212,648251,999SHDFND1243,569 0 8,430
STONERIDGE INCCOM86183P10227615,200SHDFND15,500 0 9,700
STONEMOR PARTNERS L PCOM UNITS86183Q1001,555196,000SHDFND1 0 0 196,000
SUCAMPO PHARMACEUTICALS INCCL A8649091061,326120,544SHDFND189,884 0 30,660
SUNTRUST BKS INCCOM86791410327,374495,003SHDFND1378,303 0 116,700
SUPERNUS PHARMACEUTICALS INCCOM8684591082,62983,985SHDFND164,095 0 19,890
SUPREME INDS INCCL A86860710221610,620SHDFND13,920 0 6,700
SWIFT TRANSN COCL A87074U1016,645323,492SHDFND1294,592 0 28,900
SYNALLOY CP DELCOM871565107584,700SHDFND11,700 0 3,000
SYNOVUS FINL CORPCOM NEW87161C50126,410643,830SHDFND1589,430 0 54,400
SYNCHRONY FINLCOM87165B10390,7052,644,438SHDFND12,136,537 0 507,901
SYSCO CORPCOM87182910718337SHDFND1337 0 0
TCF FINL CORPCOM87227510215,599916,501SHDFND1757,631 0 158,870
TRI POINTE GROUP INCCOM87265H1097,721615,670SHDFND1560,970 0 54,700
TTM TECHNOLOGIES INCCOM87305R1096,214385,218SHDFND1351,418 0 33,800
TAILORED BRANDS INCCOM87403A1072,802187,536SHDFND1170,636 0 16,900
TARGET CORPCOM87612E10613,323241,391SHDFND1108,991 0 132,400
TARGA RES CORPCOM87612G101347SHDFND147 0 0
TAYLOR MORRISON HOME CORPCL A87724P1063,441161,390SHDFND1146,590 0 14,800
TECH DATA CORPCOM87823710612,682135,051SHDFND1118,151 0 16,900
TECK RESOURCES LTDCL B8787422049415SHDFND1415 0 0
TEGNA INCCOM87901J1057262SHDFND1262 0 0
TENNECO INCCOM88034910514,139226,506SHDFND1214,206 0 12,300
TERADATA CORP DELCOM88076W10314,219456,877SHDFND1442,222 0 14,655
TEREX CORP NEWCOM88077910347014,964SHDFND114,964 0 0
TERRITORIAL BANCORP INCCOM88145X10848315,470SHDFND112,170 0 3,300
TESCO CORPCOM88157K10120625,570SHDFND19,370 0 16,200
TESORO CORPCOM88160910119225SHDFND1225 0 0
TESLA INCCOM88160R10111SHDFND11 0 0
TEXAS INSTRS INCCOM88250810460735SHDFND1735 0 0
TEXTRON INCCOM88320310111,535242,379SHDFND1194,379 0 48,000
THOR INDS INCCOM88516010117,178178,695SHDFND1169,295 0 9,400
TILLYS INCCL A886885102667,300SHDFND12,600 0 4,700
TIME WARNER INCCOM NEW887317303132,9281,360,427SHDFND1995,027 0 365,400
TIMKENSTEEL CORPCOM88739910327714,630SHDFND15,330 0 9,300
TITAN INTL INC ILLCOM88830M1026,957672,736SHDFND1505,826 0 166,910
TITAN MACHY INCCOM88830R1018,009522,087SHDFND1389,317 0 132,770
TOLL BROTHERS INCCOM88947810325,195697,708SHDFND1668,808 0 28,900
TORCHMARK CORPCOM89102710421,616280,574SHDFND1221,574 0 59,000
TOWER INTL INCCOM89182610941715,380SHDFND15,580 0 9,800
TOWNSQUARE MEDIA INCCL A892231101554,500SHDFND11,600 0 2,900
TOYOTA MOTOR CORPSP ADR REP2COM89233130783,899772,404SHDFND1621,604 0 150,800
TRAVELERS COMPANIES INCCOM89417E10992,603768,228SHDFND1550,463 0 217,765
TRICO BANCSHARESCOM89609510637410,500SHDFND13,800 0 6,700
TRIMAS CORPCOM NEW8962152092,511120,986SHDFND1108,386 0 12,600
TRINITY INDS INCCOM8965221095179SHDFND1179 0 0
TRISTATE CAP HLDGS INCCOM89678F1005,536237,062SHDFND1216,892 0 20,170
TRIUMPH BANCORP INCCOM89679E3001646,350SHDFND12,350 0 4,000
TRIUMPH GROUP INC NEWCOM8968181014,460173,203SHDFND1124,530 0 48,673
TRONC INCCOM89703P10725218,060SHDFND16,660 0 11,400
TRUEBLUE INCCOM89785X1014,418161,517SHDFND1146,917 0 14,600
TRUSTMARK CORPCOM8984021026,401201,337SHDFND1185,437 0 15,900
TUPPERWARE BRANDS CORPCOM89989610427,614440,265SHDFND1334,524 0 105,741
TURQUOISE HILL RES LTDCOM9004351082732SHDFND1732 0 0
TUTOR PERINI CORPCOM9011091086,120192,424SHDFND1175,324 0 17,100
TWENTY FIRST CENTY FOX INCCL A90130A10132,9861,018,371SHDFND1789,571 0 228,800
TWO HBRS INVT CORPCOM90187B10161,6196,425,265SHDFND15,320,765 0 1,104,500
TYSON FOODS INCCL A9024941038,083130,973SHDFND159,173 0 71,800
UCP INCCL A90265Y106454,400SHDFND11,600 0 2,800
UGI CORP NEWCOM9026811058143SHDFND1143 0 0
US BANCORP DELCOM NEW90297330484,2911,636,707SHDFND11,269,807 0 366,900
U S G CORPCOM NEW90329340519,782622,062SHDFND1596,062 0 26,000
ULTRA CLEAN HLDGS INCCOM90385V1071,11766,200SHDFND166,200 0 0
UMPQUA HLDGS CORPCOM90421410310,601597,559SHDFND1597,559 0 0
UNICO AMERN CORPCOM90460710821322,300SHDFND122,300 0 0
UNIFI INCCOM NEW90467720035512,500SHDFND14,600 0 7,900
UNION BANKSHARES CORP NEWCOM90539J1094,560129,593SHDFND1118,668 0 10,925
UNION PAC CORPCOM90781810883,390787,287SHDFND1599,687 0 187,600
UNISYS CORPCOM NEW90921430619814,190SHDFND15,390 0 8,800
UNIT CORPCOM9092181094,778197,740SHDFND1179,840 0 17,900
UNITED CMNTY FINL CORP OHIOCOM90983910217420,760SHDFND17,560 0 13,200
UNITED BANKSHARES INC WEST VCOM9099071076,574155,581SHDFND1142,281 0 13,300
UNITED CONTL HLDGS INCCOM91004710923,877338,009SHDFND1247,409 0 90,600
UNITED FINL BANCORP INC NEWCOM9103041042,766162,607SHDFND1145,658 0 16,949
UNITED FIRE GROUP INCCOM9103401083,72487,064SHDFND178,464 0 8,600
UNITED NAT FOODS INCCOM9111631033,89390,031SHDFND179,431 0 10,600
UNITED PARCEL SERVICE INCCL B91131210631,715295,570SHDFND1238,570 0 57,000
UNITED RENTALS INCCOM91136310913,686109,441SHDFND174,416 0 35,025
UNITED STATES CELLULAR CORPCOM911684108253SHDFND153 0 0
UNITED TECHNOLOGIES CORPCOM91301710996,821862,851SHDFND1638,984 0 223,867
UNITED THERAPEUTICS CORP DELCOM91307C1025,47040,399SHDFND132,399 0 8,000
UNIVERSAL CORP VACOM9134561097,076100,013SHDFND189,113 0 10,900
UNIVERSAL INS HLDGS INCCOM91359V1073,926160,243SHDFND1150,043 0 10,200
UNIVERSAL STAINLESS & ALLOYCOM91383710099658,570SHDFND155,970 0 2,600
UNIVERSAL LOGISTICS HLDGS INCOM91388P1053,092215,450SHDFND1198,390 0 17,060
UNIVERSAL TECHNICAL INST INCCOM9139151044713,400SHDFND14,900 0 8,500
UNIVEST CORP PACOM9152711001415,430SHDFND12,030 0 3,400
UNUM GROUPCOM91529Y10614,603311,417SHDFND1211,817 0 99,600
V F CORPCOM9182041083,44862,714SHDFND128,314 0 34,400
VSE CORPCOM9182841002405,870SHDFND12,070 0 3,800
VWR CORPCOM91843L1036,233220,999SHDFND1160,299 0 60,700
VALEANT PHARMACEUTICALS INTLCOM91911K10211SHDFND11 0 0
VALEANT PHARMACEUTICALS INTLCOM91911K102151,400SHCallDFND1 0 0 0
VALERO ENERGY CORP NEWCOM91913Y10026,669402,300SHDFND1322,400 0 79,900
VALLEY NATL BANCORPCOM91979410710,156860,625SHDFND1783,750 0 76,875
VERIZON COMMUNICATIONS INCCOM92343V10480,5621,652,546SHDFND11,325,746 0 326,800
VERITIV CORPCOM9234541023,22662,277SHDFND156,877 0 5,400
VIACOM INC NEWCL B92553P20114,510311,230SHDFND1249,430 0 61,800
VILLAGE SUPER MKT INCCL A NEW9271074091033,870SHDFND11,370 0 2,500
VISHAY INTERTECHNOLOGY INCCOM92829810810,900662,612SHDFND1588,742 0 73,870
VISHAY PRECISION GROUP INCCOM92835K1031096,850SHDFND12,650 0 4,200
VOYA FINL INCCOM9290891006,445169,763SHDFND1136,063 0 33,700
WABCO HLDGS INCCOM92927K1025,45746,470SHDFND137,270 0 9,200
WABASH NATL CORPCOM9295661075,476264,666SHDFND1232,566 0 32,100
WABTEC CORPCOM9297401082,28729,318SHDFND113,218 0 16,100
WAL-MART STORES INCCOM931142103213,1652,957,328SHDFND12,249,928 0 707,400
WALKER & DUNLOP INCCOM93148P1024,04697,043SHDFND188,043 0 9,000
WASHINGTON FED INCCOM93882410914,177428,300SHDFND1397,800 0 30,500
WASTE MGMT INC DELCOM94106L10919256SHDFND1256 0 0
WATERSTONE FINL INC MDCOM94188P10128315,480SHDFND15,680 0 9,800
WAYFAIR INCCL A94419L10122,229548,979SHDFND1396,749 0 152,230
WEBSTER FINL CORP CONNCOM94789010910197SHDFND1197 0 0
WELLS FARGO & CO NEWCOM949746101249,4674,481,967SHDFND13,591,967 0 890,000
WENDYS COCOM95058W10056241,232SHDFND118,732 0 22,500
WESBANCO INCCOM9508101015,263138,076SHDFND1125,276 0 12,800
WESCO INTL INCCOM95082P10515,569223,846SHDFND1206,726 0 17,120
WEST BANCORPORATION INCCAP STK95123P1061305,660SHDFND12,060 0 3,600
WEST CORPCOM9523552045,545227,040SHDFND1200,140 0 26,900
WEST MARINE INCCOM95423510718018,850SHDFND16,950 0 11,900
WESTERN NEW ENG BANCORP INCCOM95889210193188,657SHDFND183,557 0 5,100
WESTERN UN COCOM95980210912,887633,255SHDFND1437,655 0 195,600
WESTLAKE CHEM CORPCOM9604131027,661115,981SHDFND193,081 0 22,900
WESTROCK COCOM96145D10525480SHDFND1480 0 0
WHIRLPOOL CORPCOM96332010613,99781,696SHDFND159,296 0 22,400
WHITING PETE CORP NEWCOM966387102596,200SHDFND16,200 0 0
WILLBROS GROUP INC DELCOM9692031084917,690SHDFND16,690 0 11,000
WINTRUST FINL CORPCOM97650W1089,614139,090SHDFND1128,290 0 10,800
WORTHINGTON INDS INCCOM98181110215,070334,220SHDFND1287,410 0 46,810
WPX ENERGY INCCOM98212B10317,4231,301,137SHDFND11,301,137 0 0
WYNDHAM WORLDWIDE CORPCOM98310W10812,702150,683SHDFND1101,176 0 49,507
XCEL ENERGY INCCOM98389B10019,246432,969SHDFND1347,669 0 85,300
XCERRA CORPCOM98400J1081,043117,220SHDFND1101,420 0 15,800
XEROX CORPCOM984121103830113,072SHDFND151,372 0 61,700
YAMANA GOLD INCCOM98462Y1002566SHDFND1566 0 0
YUM BRANDS INCCOM98849810118,059282,600SHDFND1228,500 0 54,100
ZIONS BANCORPORATIONCOM9897011071,21028,803SHDFND1403 0 28,400
ZUMIEZ INCCOM98981710124813,500SHDFND14,900 0 8,600
AIRCASTLE LTDCOMG0129K1048,224340,786SHDFND1302,786 0 38,000
AMDOCS LTDSHSG026021031,25120,500SHDFND1 0 0 20,500
AON PLCSHS CL AG0408V1026,44654,302SHDFND124,402 0 29,900
ARCH CAP GROUP LTDORDG0450A1059,814103,547SHDFND183,247 0 20,300
ARGO GROUP INTL HLDGS LTDCOMG0464B1076,67498,429SHDFND188,701 0 9,728
ASPEN INSURANCE HOLDINGS LTDSHSG0538410510,097193,982SHDFND1177,182 0 16,800
ARRIS INTL INCSHSG0551A10316,520624,551SHDFND1624,551 0 0
ASSURED GUARANTY LTDCOMG0585R10617,092460,558SHDFND1435,058 0 25,500
AXIS CAPITAL HOLDINGS LTDSHSG0692U10921,791325,089SHDFND1306,289 0 18,800
BUNGE LIMITEDCOMG169621059,931125,293SHDFND1100,493 0 24,800
DELPHI AUTOMOTIVE PLCSHSG2782310619,434241,443SHDFND1193,543 0 47,900
EATON CORP PLCSHSG2918310373,070985,428SHDFND1795,128 0 190,300
ENSTAR GROUP LIMITEDSHSG3075P1017,47539,071SHDFND139,071 0 0
ESSENT GROUP LTDCOMG3198U10210,848299,891SHDFND1268,491 0 31,400
EVEREST RE GROUP LTDCOMG3223R1089,26939,643SHDFND130,443 0 9,200
FRESH DEL MONTE PRODUCE INCORDG3673810511,719197,839SHDFND1182,739 0 15,100
GEOPARK LTDUSD SHSG383271051,412196,700SHDFND1196,700 0 0
GLOBAL INDTY LTD CAYMANUSD CL A SHSG3933F1051,46137,942SHDFND135,192 0 2,750
HORIZON PHARMA PLCSHSG4617B10552,1783,530,256SHDFND12,788,876 0 741,380
INGERSOLL-RAND PLCSHSG4779110117,680217,411SHDFND1174,711 0 42,700
INTERNATIONAL GAME TECHNOLOGSHS USDG4863A1086236SHDFND1236 0 0
INVESCO LTDSHSG491BT10812,227399,166SHDFND1305,666 0 93,500
JAZZ PHARMACEUTICALS PLCSHS USDG5087110531,891219,740SHDFND1173,090 0 46,650
LAZARD LTDSHS AG540501024138,966SHDFND14,066 0 4,900
MAIDEN HOLDINGS LTDSHSG5753U1123,798271,239SHDFND1246,147 0 25,092
MALLINCKRODT PUB LTD COSHSG5785G10751,4391,154,095SHDFND1920,335 0 233,760
MARVELL TECHNOLOGY GROUP LTDORDG5876H1055,976391,584SHDFND1316,784 0 74,800
MEDTRONIC PLCSHSG5960L10350,614628,275SHDFND1499,875 0 128,400
MICHAEL KORS HLDGS LTDSHSG6075410146,0321,207,853SHDFND1909,603 0 298,250
MICHAEL KORS HLDGS LTDSHSG60754101882,300SHCallDFND1 0 0 0
NABORS INDUSTRIES LTDSHSG6359F10312,469953,976SHDFND1953,976 0 0
NORWEGIAN CRUISE LINE HLDGSSHSG6672110466,0761,302,491SHDFND11,042,891 0 259,600
OM ASSET MGMT PLCSHSG675061086,303416,818SHDFND1298,998 0 117,820
ONEBEACON INSURANCE GROUP LTCL AG677421091,18473,982SHDFND165,182 0 8,800
RENAISSANCERE HOLDINGS LTDCOMG7496G10325,798178,346SHDFND1161,946 0 16,400
PENTAIR PLCSHSG7S00T1048,904141,824SHDFND1113,324 0 28,500
SIGNET JEWELERS LIMITEDSHSG8127610098514,214SHDFND16,414 0 7,800
THIRD PT REINS LTDCOMG8827U1003,741309,172SHDFND1279,372 0 29,800
VALIDUS HOLDINGS LTDCOM SHSG9319H10219,725349,790SHDFND1336,490 0 13,300
WHITE MTNS INS GROUP LTDCOMG9618E10716,92519,235SHDFND119,235 0 0
XL GROUP LTDCOMG982941049,480237,821SHDFND1190,721 0 47,100
GARMIN LTDSHSH2906T1098,977175,628SHDFND1140,728 0 34,900
TE CONNECTIVITY LTDREG SHSH8498910420262SHDFND1262 0 0
TRANSOCEAN LTDREG SHSH8817H10018,4041,478,198SHDFND11,398,518 0 79,680
TRANSOCEAN LTDREG SHSH8817H100221,800SHCallDFND1 0 0 0
TRINSEO S ASHSL9340P10111,686174,152SHDFND1158,952 0 15,200
CHECK POINT SOFTWARE TECH LTORDM2246510411SHDFND11 0 0
AERCAP HOLDINGS NVSHSN00985106138,7483,018,225SHDFND12,451,625 0 566,600
FIAT CHRYSLER AUTOMOBILES NSHSN317381025423SHDFND1423 0 0
LYONDELLBASELL INDUSTRIES NSHS - A -N53745100102,9951,129,447SHDFND1812,746 0 316,701
MYLAN N VSHS EURON5946510949,6181,272,571SHDFND11,030,071 0 242,500
COPA HOLDINGS SACL AP31076105537SHDFND137 0 0
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10318,950193,149SHDFND1154,949 0 38,200
FLEX LTDORDY2573F1028456SHDFND1456 0 0