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:
06-30-2018
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:
1735 MARKET STREET
SUITE 1800
PHILADELPHIA, PA 19103
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]
08-14-2018
                           [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:
874
Form 13F Information table Value Total:
15668767
          (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 CORPCOM0003611055,455117,335SHDFND1104,835 0 12,500
ACCO BRANDS CORPCOM00081T1084,744342,488SHDFND1304,688 0 37,800
AFLAC INCCOM00105510231,588734,242SHDFND1602,8881,030130,324
AGCO CORPCOM0010841021,16019,104SHDFND118,49160013
AES CORPCOM00130H1056,868512,104SHDFND1417,2384,88089,986
AMAG PHARMACEUTICALS INCCOM00163U10687244,671SHDFND139,901 0 4,770
AMC NETWORKS INCCL A00164V1038,524137,030SHDFND1136,730300 0
AT&T INCCOM00206R10298,5973,070,588SHDFND12,683,532166386,890
AV HOMES INCCOM00234P10228013,054SHDFND15,154 0 7,900
AVX CORP NEWCOM0024441074,376279,239SHDFND1241,099 0 38,140
AARONS INCCOM PAR $0.500025353009,641221,886SHDFND1196,786 0 25,100
ABBVIE INCCOM00287Y109161,3491,741,488SHDFND11,398,1051,690341,693
ABERCROMBIE & FITCH COCL A0028962075,318217,236SHDFND1193,136 0 24,100
ABEONA THERAPEUTICS INCCOM00289Y10791857,375SHDFND151,525 0 5,850
ABRAXAS PETE CORPCOM0038301064,2261,462,061SHDFND11,321,370 0 140,691
ACCESS NATL CORPCOM0043371012368,229SHDFND13,229 0 5,000
ACUITY BRANDS INCCOM00508Y1023,36028,998SHDFND124,958 0 4,040
ADVANCE AUTO PARTS INCCOM00751Y10655,822411,357SHDFND1361,004 0 50,353
AECOMCOM00766T10056,7911,719,366SHDFND11,569,111 0 150,255
AETNA INC NEWCOM00817Y10853,730292,804SHDFND1240,44441051,950
AFFILIATED MANAGERS GROUPCOM0082521081,82212,255SHDFND16,815 0 5,440
AIR LEASE CORPCL A00912X30214,060334,978SHDFND1325,7606708,548
ALCOA CORPCOM01387210614294SHDFND1294 0 0
ALLEGHANY CORP DELCOM0171751008,53814,849SHDFND112,3371102,402
ALLEGIANT TRAVEL COCOM01748X10211,58183,340SHDFND174,720 0 8,620
ALLIANCE DATA SYSTEMS CORPCOM01858110812,25652,553SHDFND142,9052409,408
ALLIANCE ONE INTL INCCOM NEW018772301583,600SHDFND11,400 0 2,200
ALLISON TRANSMISSION HLDGS ICOM01973R10115,725388,365SHDFND1347,66291039,793
ALLSTATE CORPCOM02000210139,542433,242SHDFND1332,194480100,568
ALLY FINL INCCOM02005N10013,836526,681SHDFND1400,8722,440123,369
AMARIN CORP PLCSPONS ADR NEW023111206623201,499SHDFND1201,499 0 0
AMBAC FINL GROUP INCCOM NEW0231398842,586130,268SHDFND1119,268 0 11,000
AMERCOCOM0235861006,74518,936SHDFND115,403303,503
AMEREN CORPCOM02360810214,001230,083SHDFND1188,0351,71040,338
AMERESCO INCCL A02361E10819316,039SHDFND16,239 0 9,800
AMERICAN AIRLS GROUP INCCOM02376R10258,4261,539,139SHDFND11,360,7763,040175,323
AMERICAN AXLE & MFG HLDGS INCOM0240611035,239336,676SHDFND1309,576 0 27,100
AMERICAN ELEC PWR INCCOM02553710130,200436,092SHDFND1357,99962077,473
AMERICAN EQTY INVT LIFE HLDCOM0256762069,438262,166SHDFND1241,666 0 20,500
AMERICAN EXPRESS COCOM025816109103,1721,052,768SHDFND1803,2491,150248,369
AMERICAN FINL GROUP INC OHIOCOM02593210417,465162,716SHDFND1133,09869028,928
AMERICAN INTL GROUP INCCOM NEW02687478447,763900,833SHDFND1899,2931,540 0
AMERICAN NATL INS COCOM0285911051296SHDFND13660 0
AMERICAN RAILCAR INDS INCCOM02916P1033007,579SHDFND12,979 0 4,600
AMERICAS CAR MART INCCOM03062T1052674,303SHDFND11,703 0 2,600
AMERISAFE INCCOM03071H1002,42341,945SHDFND137,145 0 4,800
AMERISOURCEBERGEN CORPCOM03073E10512,215143,250SHDFND1117,3661,26024,624
AMERIPRISE FINL INCCOM03076C10634,086243,675SHDFND1175,4601,19067,025
AMGEN INCCOM031162100146,747794,984SHDFND1609,857900184,227
AMKOR TECHNOLOGY INCCOM0316521006,453751,146SHDFND1666,246 0 84,900
AMPHASTAR PHARMACEUTICALS INCOM03209R10319612,800SHDFND112,800 0 0
ANADARKO PETE CORPCOM03251110787,9541,200,724SHDFND11,055,685 0 145,039
ANDERSONS INCCOM0341641032,96186,574SHDFND179,274 0 7,300
ANTERO RES CORPCOM03674X1065,119239,737SHDFND1196,1671,23042,340
ANTHEM INCCOM03675210372,055302,711SHDFND1232,42133069,960
ANWORTH MORTGAGE ASSET CPCOM0373471014,880981,697SHDFND1874,417 0 107,280
APACHE CORPCOM0374111052,64456,535SHDFND146,3369010,109
APPLE INCCOM037833100341,7041,845,951SHDFND11,448,9692,280394,702
APPLIED MATLS INCCOM03822210552,6471,139,776SHDFND1868,4961,250270,030
APPLIED OPTOELECTRONICS INCCOM03823U1028,932198,916SHDFND1176,402 0 22,514
APPROACH RESOURCES INCCOM03834A1036627,028SHDFND110,428 0 16,600
ARCBEST CORPCOM03937C1053,68680,637SHDFND171,537 0 9,100
ARCH COAL INCCL A0393804075,63871,875SHDFND166,775 0 5,100
ARCHER DANIELS MIDLAND COCOM03948310224,387532,111SHDFND1434,3324,29093,489
AROTECH CORPCOM NEW042682203194,932SHDFND11,932 0 3,000
ARROW ELECTRS INCCOM0427351006,34884,312SHDFND168,70769014,915
ARROW FINL CORPCOM0427441021423,877SHDFND11,414 0 2,463
ARTISAN PARTNERS ASSET MGMTCL A04316A1087,949263,640SHDFND1236,414 0 27,226
ASBURY AUTOMOTIVE GROUP INCCOM0434361044,35763,559SHDFND158,059 0 5,500
ASHLAND GLOBAL HLDGS INCCOM044186104561SHDFND161 0 0
ASPEN AEROGELS INCCOM04523Y1056813,680SHDFND15,280 0 8,400
ASSOCIATED BANC CORPCOM04548710510,588387,837SHDFND1387,837 0 0
ASSURANT INCCOM04621X1086,48462,651SHDFND162,651 0 0
ATKORE INTL GROUP INCCOM0476491083,824184,085SHDFND1172,885 0 11,200
ATLAS AIR WORLDWIDE HLDGS INCOM NEW0491642055,85481,632SHDFND172,632 0 9,000
AUTOLIV INCCOM052800109636SHDFND136 0 0
AUTONATION INCCOM05329W10212,738262,194SHDFND1251,9245309,740
AUTOZONE INCCOM05333210217,45326,013SHDFND121,2291804,604
AVANGRID INCCOM05351W10317303SHDFND1303 0 0
AVIS BUDGET GROUPCOM0537741057,962244,968SHDFND1225,268 0 19,700
AVNET INCCOM05380710313,493314,573SHDFND1313,813760 0
AXCELIS TECHNOLOGIES INCCOM NEW05454020825412,808SHDFND15,008 0 7,800
BB&T CORPCOM05493710746,007912,097SHDFND1702,1431,030208,924
BGC PARTNERS INCCL A05541T10178969,617SHDFND138,737 0 30,880
BOK FINL CORPCOM NEW05561Q2015,80361,727SHDFND150,86745010,410
BP PLCSPONSORED ADR055622104258,9435,671,112SHDFND15,059,009 0 612,103
BOFI HLDG INCCOM05566U1087,591185,547SHDFND1171,947 0 13,600
B RILEY FINL INCCOM05580M1082259,965SHDFND13,865 0 6,100
BALDWIN & LYONS INCCL B0577552091054,281SHDFND11,681 0 2,600
BANCORP INC DELCOM05969A10523522,465SHDFND18,765 0 13,700
BANCORPSOUTH BK TUPELO MISSCOM05971J1026,512197,619SHDFND1184,219 0 13,400
BANC OF CALIFORNIA INCCOM05990K1062,711138,657SHDFND1127,057 0 11,600
BANK AMER CORPCOM060505104174,7676,199,588SHDFND15,415,378 0 784,210
BANK OF MARIN BANCORPCOM0634251021071,316SHDFND1516 0 800
BANK OF THE OZARKSCOM063904106473SHDFND173 0 0
BANK NEW YORK MELLON CORPCOM06405810051,518955,270SHDFND1784,3591,350169,561
BANK COMM HLDGSCOM06424J103765,924SHDFND12,324 0 3,600
BANKFINANCIAL CORPCOM06643P1041468,264SHDFND13,264 0 5,000
BANKUNITED INCCOM06652K10310,442255,607SHDFND1255,307300 0
BANNER CORPCOM NEW06652V2085,79896,409SHDFND188,836 0 7,573
BARNES & NOBLE ED INCCOM06777U1019216,170SHDFND16,370 0 9,800
BAXTER INTL INCCOM07181310917,689239,552SHDFND1132,792 0 106,760
BEAZER HOMES USA INCCOM NEW07556Q88128819,517SHDFND17,617 0 11,900
BENEFICIAL BANCORP INCCOM08171T1023,465213,867SHDFND1194,967 0 18,900
W R BERKLEY CORPORATIONCOM0844231028,421116,290SHDFND194,73084020,720
BERKSHIRE HATHAWAY INC DELCL B NEW084670702133,082712,999SHDFND1630,723 0 82,276
BERKSHIRE HILLS BANCORP INCCOM0846801075,448134,177SHDFND1123,177 0 11,000
BEST BUY INCCOM08651610128,750385,491SHDFND1286,9742,22096,297
BIG 5 SPORTING GOODS CORPCOM08915P101577,410SHDFND12,910 0 4,500
BIOGEN INCCOM09062X10357,997199,821SHDFND1163,70728035,834
BLACKSTONE GROUP L PCOM UNIT LTD09253U108108,3203,367,089SHDFND12,897,508 0 469,581
BLOCK H & R INCCOM09367110512,212536,083SHDFND1534,7231,360 0
BLOOMIN BRANDS INCCOM0942351085,526274,918SHDFND1255,518 0 19,400
BLUE HILLS BANCORP INCCOM09557310172232,482SHDFND125,982 0 6,500
BOEING COCOM09702310584248SHDFND1248 0 0
BOOZ ALLEN HAMILTON HLDG CORCL A0995021061,49934,270SHDFND118,870 0 15,400
BORGWARNER INCCOM0997241068,670200,877SHDFND1163,4941,65035,733
BOSTON PRIVATE FINL HLDGS INCOM1011191051,896119,244SHDFND1108,344 0 10,900
BRINKER INTL INCCOM1096411006,296132,249SHDFND1121,549 0 10,700
BRISTOL MYERS SQUIBB COCOM11012210865,5831,185,086SHDFND1972,0951,690211,301
BROOKLINE BANCORP INC DELCOM11373M1072,789149,915SHDFND1138,015 0 11,900
BROWN FORMAN CORPCL B1156372094,90099,961SHDFND156,201 0 43,760
BRUNSWICK CORPCOM11704310919,499302,392SHDFND1286,78869014,914
BRYN MAWR BK CORPCOM1176651092094,503SHDFND11,803 0 2,700
BUCKLE INCCOM1184401063,959147,151SHDFND1135,251 0 11,900
BUILDERS FIRSTSOURCE INCCOM12008R1076,323345,654SHDFND1317,754 0 27,900
C & F FINL CORPCOM12466Q1045388,600SHDFND18,600 0 0
CBS CORP NEWCL B1248572028,834157,124SHDFND1129,02422027,880
CBRE GROUP INCCL A12504L1092,51452,656SHDFND141,4782,1709,008
CDW CORPCOM12514G10815,493191,764SHDFND1143,93019047,644
C H ROBINSON WORLDWIDE INCCOM NEW12541W209558SHDFND158 0 0
CIGNA CORPORATIONCOM12550910949,708292,484SHDFND1223,89532068,269
CIT GROUP INCCOM NEW1255818016,261124,191SHDFND1101,73054021,921
CPI AEROSTRUCTURES INCCOM NEW125919308545,072SHDFND11,972 0 3,100
CNA FINL CORPCOM126117100942,047SHDFND16071,440 0
CNB FINL CORP PACOM1261281071314,331SHDFND11,631 0 2,700
CNO FINL GROUP INCCOM12621E103301,560SHDFND14601,100 0
CSX CORPCOM12640810345699SHDFND1699 0 0
CNX RESOURCES CORPORATIONCOM12653C10811,996674,650SHDFND1620,5101,14053,000
CVS HEALTH CORPCOM12665010075,7611,177,327SHDFND11,043,652 0 133,675
CA INCCOM12673P10514,142396,663SHDFND1323,1173,18070,366
CABOT CORPCOM1270551019,691156,883SHDFND1138,483 0 18,400
CALERES INCCOM1295001044,728137,456SHDFND1122,556 0 14,900
CALIFORNIA RES CORPCOM NEW13057Q20613SHDFND13 0 0
CALLON PETE CO DELCOM13123X1024,407410,331SHDFND1374,231 0 36,100
CAMBREX CORPCOM1320111074,62588,428SHDFND182,228 0 6,200
CAMDEN NATL CORPCOM1330341082856,234SHDFND12,434 0 3,800
CAMPING WORLD HLDGS INCCL A13462K1092,829113,230SHDFND197,420 0 15,810
CANADIAN NAT RES LTDCOM136385101231,1806,409,198SHDFND15,720,005 0 689,193
CAPITAL CITY BK GROUP INCCOM1396741051174,931SHDFND11,931 0 3,000
CAPITAL ONE FINL CORPCOM14040H10539,306427,702SHDFND1350,93060076,172
CAPITOL FED FINL INCCOM14057J1014,664354,348SHDFND1326,048 0 28,300
CAPSTEAD MTG CORPCOM NO PAR14067E5062,685299,996SHDFND1265,836 0 34,160
CAPSTAR FINL HLDGS INCCOM14070T102643,400SHDFND11,300 0 2,100
CARBO CERAMICS INCCOM140781105879,426SHDFND13,726 0 5,700
CARLISLE COS INCCOM1423391006,33358,464SHDFND147,9758010,409
CARMAX INCCOM14313010215,088207,052SHDFND1160,63324046,179
CARNIVAL CORPUNIT 99/99/999914365830052,536916,682SHDFND1780,056710135,916
CARRIZO OIL & GAS INCCOM1445771033,697132,730SHDFND1121,035 0 11,695
CARTER INCCOM1462291095,81653,657SHDFND140,6306012,967
CATHAY GEN BANCORPCOM1491501047,202177,862SHDFND1159,990 0 17,872
CEDAR REALTY TRUST INCCOM NEW1506022093,262691,016SHDFND1612,158 0 78,858
CELANESE CORP DELCOM SER A15087010314,426129,890SHDFND1105,5981,07023,222
CELGENE CORPCOM15102010435,675449,192SHDFND1401,546 0 47,646
CENTERPOINT ENERGY INCCOM15189T1072,59893,738SHDFND152,248 0 41,490
CENTRAL VALLEY CMNTY BANCORPCOM1556851001044,906SHDFND11,906 0 3,000
CENTURY CASINOS INCCOM15649210010511,930SHDFND14,630 0 7,300
CENTURY CMNTYS INCCOM1565043002,95993,759SHDFND184,013 0 9,746
CHARTER FINL CORP MDCOM16122W10875331,151SHDFND125,451 0 5,700
CHEMICAL FINL CORPCOM16373110211,199201,156SHDFND1189,85620011,100
CHEMOURS COCOM1638511087,822176,308SHDFND1143,6881,19031,430
CHESAPEAKE ENERGY CORPCOM165167107213,859SHDFND11,2592,600 0
CHEVRON CORP NEWCOM166764100223,8621,770,637SHDFND11,428,7932,350339,494
CHICOS FAS INCCOM1686151023,055375,280SHDFND1343,880 0 31,400
CINCINNATI FINL CORPCOM17206210110,433156,037SHDFND1127,2201,09027,727
CINEMARK HOLDINGS INCCOM17243V10231,928910,129SHDFND1837,411 0 72,718
CISCO SYS INCCOM17275R102336,0877,810,510SHDFND16,422,5716,2401,381,699
CITIZENS & NORTHN CORPCOM172922106933,581SHDFND11,381 0 2,200
CITIGROUP INCCOM NEW172967424475,2157,101,230SHDFND15,943,4503,4401,154,340
CITIZENS FINL GROUP INCCOM17461010523,101593,840SHDFND1451,7022,640139,498
CIVISTA BANCSHARES INCCOM NO PAR178867107883,624SHDFND11,424 0 2,200
CLARUS CORP NEWCOM18270P10912114,574SHDFND15,674 0 8,900
CLEVELAND CLIFFS INCCOM1858991017,249859,902SHDFND1807,602 0 52,300
CLOUD PEAK ENERGY INCCOM18911Q1028223,276SHDFND19,076 0 14,200
COGNIZANT TECHNOLOGY SOLUTIOCL A19244610220246SHDFND1246 0 0
COMCAST CORP NEWCL A20030N10191,5652,790,755SHDFND12,493,055 0 297,700
COMERICA INCCOM20034010715,838174,187SHDFND1133,0931,13039,964
COMMERCE BANCSHARES INCCOM2005251035,63587,067SHDFND170,82512016,122
COMMERCIAL VEH GROUP INCCOM2026081057910,710SHDFND14,210 0 6,500
COMMUNITY BANKERS TR CORPCOM203612106384,139SHDFND11,639 0 2,500
COMPUTER TASK GROUP INCCOM205477102709,002SHDFND13,502 0 5,500
CONAGRA BRANDS INCCOM20588710212,387346,670SHDFND1268,81140077,459
CONNECTONE BANCORP INC NEWCOM20786W1071,58963,785SHDFND156,785 0 7,000
CONOCOPHILLIPSCOM20825C104203,4272,921,951SHDFND12,503,3021,550417,099
CONSOLIDATED EDISON INCCOM2091151041792,288SHDFND17081,580 0
CONSTELLATION BRANDS INCCL A21036P1081672SHDFND172 0 0
CONTANGO OIL & GAS COMPANYCOM NEW21075N204518,890SHDFND13,490 0 5,400
CONVERGYS CORPCOM2124851067,109290,837SHDFND1258,037 0 32,800
COOPER STD HLDGS INCCOM21676P1037,50157,399SHDFND151,199 0 6,200
CORNING INCCOM21935010530,0511,092,336SHDFND1892,5448,310191,482
COTY INCCOM CL A2220702037493SHDFND1493 0 0
COWEN INCCL A NEW2236226061349,665SHDFND13,765 0 5,900
CREDIT ACCEP CORP MICHCOM2253101015,16614,617SHDFND111,9151002,602
CROWN HOLDINGS INCCOM22836810659,2091,322,810SHDFND11,173,183 0 149,627
CULLEN FROST BANKERS INCCOM2298991096,53260,342SHDFND149,59234010,410
CUMMINS INCCOM23102110612,81396,335SHDFND168,0391,10027,196
CUSTOMERS BANCORP INCCOM23204G1001,85765,415SHDFND158,815 0 6,600
D R HORTON INCCOM23331A10988,4352,156,944SHDFND11,892,7042,300261,940
DTE ENERGY COCOM23333110716,522159,430SHDFND1131,48322027,727
DSW INCCL A23334L1025,542214,629SHDFND1199,529 0 15,100
DANA INCORPORATEDCOM2358252053142SHDFND1142 0 0
DARDEN RESTAURANTS INCCOM2371941059,48788,610SHDFND172,66513015,815
DAVITA INCCOM23918K10812,063173,704SHDFND1142,13524031,329
DAWSON GEOPHYSICAL CO NEWCOM239360100739,169SHDFND13,574 0 5,595
DELTA AIR LINES INC DELCOM NEW247361702125,0452,524,120SHDFND12,141,195950381,975
DELUXE CORPCOM2480191019,885149,287SHDFND1134,77731014,200
DESTINATION XL GROUP INCCOM25065K1041,531680,400SHDFND1680,400 0 0
DEVON ENERGY CORP NEWCOM25179M103164,2723,736,831SHDFND13,290,097530446,204
DIAMOND OFFSHORE DRILLING INCOM25271C1028,645414,409SHDFND1381,009 0 33,400
DICKS SPORTING GOODS INCCOM2533931028,313235,824SHDFND1216,424 0 19,400
DIGI INTL INCCOM25379810214310,829SHDFND14,229 0 6,600
DIME CMNTY BANCSHARESCOM2539221081,55579,709SHDFND170,309 0 9,400
DILLARDS INCCL A2540671016,81472,098SHDFND167,198 0 4,900
DISNEY WALT COCOM DISNEY254687106243,1952,320,340SHDFND11,869,3661,960449,014
DISCOVER FINL SVCSCOM25470910840,040568,667SHDFND1411,3472,450154,870
DOLLAR GEN CORP NEWCOM25667710526,351267,244SHDFND1209,79533057,119
DOLLAR TREE INCCOM25674610815,201178,827SHDFND1146,74725031,830
DOMTAR CORPCOM NEW2575592039,513201,085SHDFND1178,585 0 22,500
DOVER CORPCOM2600031088,516116,336SHDFND195,55616020,620
DOWDUPONT INCCOM26078J10067,9581,030,905SHDFND1914,360 0 116,545
DRIL-QUIP INCCOM26203710412,206237,457SHDFND1210,928 0 26,529
DUKE ENERGY CORP NEWCOM NEW26441C20441,703527,349SHDFND1432,90975093,690
EMC INS GROUP INCCOM2686641092418,656SHDFND13,406 0 5,250
ERA GROUP INCCOM26885G109977,440SHDFND12,940 0 4,500
E TRADE FINANCIAL CORPCOM NEW26924640114,867243,077SHDFND1198,90633043,841
EAST WEST BANCORP INCCOM27579R1048,891136,356SHDFND1111,94319024,223
EASTMAN CHEM COCOM27743210068,013680,399SHDFND1594,2371,13085,032
EBAY INCCOM2786421038,964247,206SHDFND1139,356 0 107,850
ELECTRO SCIENTIFIC INDSCOM28522910021713,750SHDFND15,350 0 8,400
EMPLOYERS HOLDINGS INCCOM2922181043,88296,555SHDFND188,455 0 8,100
ENCANA CORPCOM2925051045401SHDFND1401 0 0
ENCORE CAP GROUP INCCOM2925541022,79476,331SHDFND170,031 0 6,300
ENERGEN CORPCOM29265N1086,75892,802SHDFND175,92676016,116
ENERSYSCOM29275Y1029,933133,077SHDFND1117,677 0 15,400
ENNIS INCCOM2933891021517,399SHDFND12,899 0 4,500
ENTERGY CORP NEWCOM29364G1031311,613SHDFND14531,160 0
ENTERPRISE FINL SVCS CORPCOM2937121053,44263,793SHDFND158,493 0 5,300
EQUITY BANCSHARES INCCOM CL A29460X1091894,543SHDFND11,743 0 2,800
ESSA BANCORP INCCOM29667D104422,625SHDFND11,025 0 1,600
EVERCORE INCCLASS A29977A1059,72092,175SHDFND192,175 0 0
EVERSOURCE ENERGYCOM30040W10816,557282,492SHDFND1230,7342,11049,648
EXPEDITORS INTL WASH INCCOM3021301091,02113,960SHDFND17,860 0 6,100
EXPRESS INCCOM30219E10327530,033SHDFND111,733 0 18,300
EXPRESS SCRIPTS HLDG COCOM30219G10861,060790,819SHDFND1582,619760207,440
EZCORP INCCL A NON VTG30230110624820,521SHDFND18,021 0 12,500
EXXON MOBIL CORPCOM30231G102240,1622,902,952SHDFND12,336,5563,950562,446
FBL FINL GROUP INCCL A30239F1063,13239,769SHDFND135,969 0 3,800
FNB CORP PACOM3025201017,083527,768SHDFND1526,848920 0
FCB FINL HLDGS INCCL A30255G1037,132121,281SHDFND1111,181 0 10,100
FEDEX CORPCOM31428X10645,605200,848SHDFND1164,93428035,634
FEDNAT HLDG COCOM31431B1091044,473SHDFND11,773 0 2,700
F5 NETWORKS INCCOM315616102525SHDFND125 0 0
FIDELITY NATIONAL FINANCIALFNF GROUP COM31620R30311,011292,668SHDFND1221,04131071,317
FIDELITY SOUTHERN CORP NEWCOM3163941052469,671SHDFND13,771 0 5,900
FIFTH THIRD BANCORPCOM31677310026,419920,520SHDFND1688,0875,210227,223
FINANCIAL INSTNS INCCOM3175854042106,370SHDFND12,470 0 3,900
FIRST AMERN FINL CORPCOM31847R10228541SHDFND1221320 0
FIRST BANCORP P RCOM NEW318672706975127,400SHDFND1127,400 0 0
FIRST BANCORP N CCOM3189101062957,192SHDFND12,792 0 4,400
FIRST BUSEY CORPCOM NEW3193832042146,738SHDFND12,638 0 4,100
FIRST BUS FINL SVCS INC WISCOM319390100622,375SHDFND1975 0 1,400
FIRST CTZNS BANCSHARES INC NCL A31946M1035,17512,831SHDFND112,831 0 0
FIRST COMWLTH FINL CORP PACOM3198291073,801245,019SHDFND1224,219 0 20,800
FIRST CMNTY BANCSHARES INC NCOM31983A1032046,391SHDFND12,491 0 3,900
FIRST CONN BANCORP INC MDCOM3198501031825,917SHDFND12,317 0 3,600
FIRST DEFIANCE FINL CORPCOM32006W1062754,092SHDFND11,592 0 2,500
FIRST DATA CORP NEWCOM CL A32008D10688,4884,227,775SHDFND13,731,049 0 496,726
FIRST FINL CORP INDCOM3202181002104,629SHDFND11,829 0 2,800
FIRST HAWAIIAN INCCOM32051X1083103SHDFND1103 0 0
FIRST INTERNET BANCORPCOM32055710157416,824SHDFND114,724 0 2,100
FIRST INTST BANCSYSTEM INCCOM CL A32055Y2011283,026SHDFND11,219 0 1,807
FIRST MERCHANTS CORPCOM3208171093,72580,263SHDFND173,263 0 7,000
FIRST MIDWEST BANCORP DELCOM3208671047,760304,658SHDFND1279,606 0 25,052
FIRST NORTHWEST BANCORPCOM33583410776747,977SHDFND145,177 0 2,800
FIRST SOLAR INCCOM3364331074,17679,285SHDFND164,96241013,913
FIRSTCASH INCCOM33767D1054895,434SHDFND13,084 0 2,350
FLAGSTAR BANCORP INCCOM PAR .0013379307055,962174,007SHDFND1159,807 0 14,200
FIRSTENERGY CORPCOM33793210712313SHDFND1313 0 0
FLEETCOR TECHNOLOGIES INCCOM339041105837SHDFND137 0 0
FLUSHING FINL CORPCOM3438731051,28849,327SHDFND143,427 0 5,900
FONAR CORPCOM NEW344437405973,638SHDFND11,438 0 2,200
FOOT LOCKER INCCOM3448491044,55186,437SHDFND171,39213014,915
FORD MTR CO DELCOM PAR $0.0134537086050,4524,557,539SHDFND13,511,4075,1901,040,942
FORTUNE BRANDS HOME & SEC INCOM34964C1061,70831,795SHDFND117,715 0 14,080
FRANKLIN FINL NETWORK INCCOM35352P1042165,740SHDFND12,240 0 3,500
FRANKLIN RES INCCOM35461310113375SHDFND1375 0 0
FREEPORT-MCMORAN INCCL B35671D857281,594SHDFND11,594 0 0
FREIGHTCAR AMER INCCOM35702310083549,700SHDFND149,700 0 0
FRIEDMAN INDS INCCOM358435105968119,453SHDFND1119,453 0 0
FULTON FINL CORP PACOM3602711008,506515,464SHDFND1475,064 0 40,400
GAMCO INVESTORS INCCL A COM36143810474827,928SHDFND125,628 0 2,300
GATX CORPCOM3614481039,080122,315SHDFND1108,715 0 13,600
GAIN CAP HLDGS INCCOM36268W10013517,866SHDFND16,966 0 10,900
GANNETT CO INCCOM36473H1043,579334,481SHDFND1310,881 0 23,600
GAP INC DELCOM36476010815,009463,361SHDFND1354,3392,950106,072
GENERAC HLDGS INCCOM3687361043,71671,819SHDFND161,851 0 9,968
GENERAL MTRS COCOM37045V100257,5956,537,944SHDFND15,586,2801,890949,774
GENESCO INCCOM3715321021,68942,536SHDFND137,736 0 4,800
GENESEE & WYO INCCL A371559105441SHDFND141 0 0
GENTEX CORPCOM3719011097,409321,814SHDFND1247,44136074,013
GENUINE PARTS COCOM37246010510,136110,417SHDFND190,63816019,619
GEOSPACE TECHNOLOGIES CORPCOM37364X1093,942280,327SHDFND1252,665 0 27,662
GILEAD SCIENCES INCCOM375558103137,2011,936,771SHDFND11,637,0071,740298,024
GILDAN ACTIVEWEAR INCCOM375916103133SHDFND133 0 0
GLATFELTERCOM3773161042,527128,945SHDFND1119,845 0 9,100
GLOBAL BRASS & COPPR HLDGS ICOM37953G10340112,791SHDFND14,991 0 7,800
GLOBUS MED INCCL A3795772084,27384,673SHDFND173,086 0 11,587
GOLDMAN SACHS GROUP INCCOM38141G104101,601460,625SHDFND1351,415500108,710
GOODYEAR TIRE & RUBR COCOM38255010165,5142,812,954SHDFND12,496,572 0 316,382
GRAHAM HLDGS COCOM3846371048,61814,703SHDFND113,073301,600
GRAINGER W W INCCOM3848021047,47524,235SHDFND113,615 0 10,620
GRANITE PT MTG TR INCCOM38741L1075,840318,250SHDFND1282,220 0 36,030
GREAT LAKES DREDGE & DOCK COCOM39060710915529,455SHDFND111,555 0 17,900
GREAT SOUTHN BANCORP INCCOM3909051073085,373SHDFND12,073 0 3,300
GREAT WESTN BANCORP INCCOM3914161047,324174,403SHDFND1160,103 0 14,300
GREEN BRICK PARTNERS INCCOM39270910120621,007SHDFND18,207 0 12,800
GREEN PLAINS INCCOM39322210430316,540SHDFND16,440 0 10,100
GREENBRIER COS INCCOM3936571019,751184,849SHDFND1162,902 0 21,947
GREENHILL & CO INCCOM3952591048,283291,644SHDFND1258,246 0 33,398
GROUP 1 AUTOMOTIVE INCCOM3989051094,21866,947SHDFND159,547 0 7,400
HCA HEALTHCARE INCCOM40412C10133,828329,700SHDFND1270,28446058,956
HP INCCOM40434L10535,1681,549,896SHDFND11,271,9442,190275,762
HACKETT GROUP INCCOM4046091091297,992SHDFND12,992 0 5,000
HALLADOR ENERGY COMPANYCOM40609P1058011,088SHDFND14,670 0 6,418
HALLIBURTON COCOM40621610169,8541,550,235SHDFND11,375,435 0 174,800
HANCOCK WHITNEY CORPORATIONCOM4101201097,892169,158SHDFND1168,918240 0
HANESBRANDS INCCOM41034510242,8041,943,868SHDFND11,717,789 0 226,079
HANMI FINL CORPCOM NEW4104952041,53854,235SHDFND148,935 0 5,300
HANOVER INS GROUP INCCOM41086710511,10192,844SHDFND192,674170 0
HARBORONE BANCORP INCCOM41165F1013,360177,366SHDFND1161,295 0 16,071
HARLEY DAVIDSON INCCOM412822108641,507SHDFND14571,050 0
HARRIS CORP DELCOM4138751052,25315,585SHDFND18,595 0 6,990
HARTFORD FINL SVCS GROUP INCCOM41651510417,373339,770SHDFND1277,2032,61059,957
HAYNES INTERNATIONAL INCCOM NEW4208772015,784157,426SHDFND1140,710 0 16,716
HEARTLAND FINL USA INCCOM42234Q1023,01254,901SHDFND149,301 0 5,600
HELIX ENERGY SOLUTIONS GRP ICOM42330P1073,721446,590SHDFND1410,590 0 36,000
HELMERICH & PAYNE INCCOM42345210158,076910,839SHDFND1793,452710116,677
HERITAGE FINL CORP WASHCOM42722X10636910,579SHDFND14,120 0 6,459
HERITAGE INS HLDGS INCCOM42727J1022,732163,877SHDFND1140,192 0 23,685
HERON THERAPEUTICS INCCOM4277461021,05627,180SHDFND123,500 0 3,680
HESS CORPCOM42809H10719,978298,664SHDFND1244,0231,29053,351
HEWLETT PACKARD ENTERPRISE CCOM42824C10919,6931,347,876SHDFND11,051,4535,920290,503
HIBBETT SPORTS INCCOM4285671011516,580SHDFND12,580 0 4,000
HILTON WORLDWIDE HLDGS INCCOM43300A2039111SHDFND1111 0 0
HOLLYFRONTIER CORPCOM43610610810,515153,659SHDFND1125,92321027,526
HOME DEPOT INCCOM43707610296490SHDFND1490 0 0
HOMESTREET INCCOM43785V1025,901218,951SHDFND1189,356 0 29,595
HOMETRUST BANCSHARES INCCOM4378721042137,558SHDFND12,958 0 4,600
HONEYWELL INTL INCCOM43851610697,383676,030SHDFND1555,056960120,014
HOOKER FURNITURE CORPCOM4390381001713,646SHDFND11,446 0 2,200
HOPE BANCORP INCCOM43940T1097,161401,573SHDFND1368,673 0 32,900
HORACE MANN EDUCATORS CORP NCOM4403271045,511123,559SHDFND1113,559 0 10,000
HORIZON BANCORP INCCOM4404071041,86690,165SHDFND180,865 0 9,300
HORIZON GLOBAL CORPCOM44052W1041,305218,909SHDFND1200,903 0 18,006
HOUSTON WIRE & CABLE COCOM44244K109566,566SHDFND12,566 0 4,000
HUBBELL INCCOM4435106074,48442,397SHDFND134,830607,507
HUMANA INCCOM44485910211,07537,209SHDFND120,889 0 16,320
HUNT J B TRANS SVCS INCCOM445658107212SHDFND112 0 0
HUNTINGTON BANCSHARES INCCOM44615010414,9761,014,589SHDFND1830,2384,380179,971
HUNTINGTON INGALLS INDS INCCOM4464131069,41843,439SHDFND133,0135010,376
HUNTSMAN CORPCOM4470111076,054207,298SHDFND1168,9431,52036,835
HURCO COMPANIES INCCOM4473241041282,846SHDFND11,146 0 1,700
HYATT HOTELS CORPCOM CL A4485791023,44644,655SHDFND134,1395010,466
IBERIABANK CORPCOM45082810810,477138,217SHDFND1138,217 0 0
IDACORP INCCOM45110710628300SHDFND190210 0
INDEPENDENCE CONTRACT DRIL ICOM4534153096315,258SHDFND15,958 0 9,300
INDEPENDENT BANK CORP MICHCOM NEW4538386091385,411SHDFND12,111 0 3,300
INGLES MKTS INCCL A4570301041795,600SHDFND12,200 0 3,400
INGREDION INCCOM4571871026,72360,725SHDFND150,01530010,410
INNOSPEC INCCOM45768S1055,87576,737SHDFND168,437 0 8,300
INNOVIVA INCCOM45781M1014,677338,879SHDFND1300,579 0 38,300
INTEL CORPCOM458140100219,3424,412,422SHDFND13,621,8566,220784,346
INTERDIGITAL INCCOM45867G1018,473104,733SHDFND196,333 0 8,400
INTERNATIONAL BANCSHARES CORCOM4590441038,230192,284SHDFND1178,484 0 13,800
INTERNATIONAL BUSINESS MACHSCOM459200101122,066873,768SHDFND1716,5901,230155,948
INTL PAPER COCOM46014610319,124367,188SHDFND1300,9361,69064,562
INTERNATIONAL SPEEDWAY CORPCL A4603352013,43376,781SHDFND167,199 0 9,582
INTERPUBLIC GROUP COS INCCOM4606901008,492362,277SHDFND1297,20651064,561
INTEST CORPCOM461147100374,947SHDFND11,947 0 3,000
INTL FCSTONE INCCOM46116V1052,95557,128SHDFND152,428 0 4,700
INTREPID POTASH INCCOM46121Y10231276,004SHDFND129,604 0 46,400
INVESTORS BANCORP INC NEWCOM46146L1017,845613,368SHDFND1611,7181,650 0
IRIDIUM COMMUNICATIONS INCCOM46269C1025,371333,577SHDFND1298,777 0 34,800
IROBOT CORPCOM4627261002,76736,510SHDFND131,390 0 5,120
ISHARES TRRUS MDCP VAL ETF4642874731982,230SHDFND1 0 2,230 0
ISHARES TRRUS 1000 VAL ETF46428759848,153396,708SHDFND1225,6281,580169,500
ISHARES TRRUS 2000 VAL ETF4642876306,87152,083SHDFND152,083 0 0
JPMORGAN CHASE & COCOM46625H100551,9705,297,214SHDFND14,332,7384,620959,856
JABIL INCCOM46631310311,684422,386SHDFND1422,386 0 0
JEFFERIES FINL GROUP INCCOM47233W1097,099312,150SHDFND1250,2731,92059,957
JETBLUE AIRWAYS CORPCOM4771431016,497342,268SHDFND1261,3721,93078,966
JOHNSON & JOHNSONCOM478160104289,3782,384,849SHDFND11,957,0853,360424,404
JONES LANG LASALLE INCCOM48020Q1077,23043,553SHDFND135,3463007,907
JUNIPER NETWORKS INCCOM48203R1047,290265,838SHDFND1216,4632,73046,645
KBR INCCOM48242W1067,464416,512SHDFND1387,112 0 29,400
KLA-TENCOR CORPCOM48248010015,314149,355SHDFND1121,8201,01026,525
KKR & CO L P DELCOM UNITS48248M102205,8768,284,730SHDFND17,246,496 0 1,038,234
KLX INCCOM48253910311,610161,465SHDFND1143,265 0 18,200
KANSAS CITY SOUTHERNCOM NEW48517030211,077104,539SHDFND179,35511025,074
KB HOMECOM48666K1097,639280,419SHDFND1249,019 0 31,400
KEARNY FINL CORP MDCOM48716P1082,788207,229SHDFND1181,103 0 26,126
KELLOGG COCOM48783610814,772211,413SHDFND1172,8431,26037,310
KELLY SVCS INCCL A4881522082,510111,793SHDFND199,393 0 12,400
KEMET CORPCOM NEW4883602073,996165,461SHDFND1154,761 0 10,700
KENNAMETAL INCCOM4891701008,680241,773SHDFND1224,673 0 17,100
KERYX BIOPHARMACEUTICALS INCCOM492515101617163,984SHDFND1148,108 0 15,876
KEY TRONIC CORPCOM493144109486,271SHDFND12,471 0 3,800
KEYCORP NEWCOM49326710824,4871,253,161SHDFND1961,4924,430287,239
KIMBALL ELECTRONICS INCCOM49428J10921511,730SHDFND14,630 0 7,100
KINDER MORGAN INC DELCOM49456B10174,1174,194,505SHDFND13,726,705 0 467,800
KIRBY CORPCOM4972661068,999107,633SHDFND1107,633 0 0
KIRKLANDS INCCOM497498105645,429SHDFND12,129 0 3,300
KNOLL INCCOM NEW4989042003,099148,918SHDFND1136,918 0 12,000
KOHLS CORPCOM50025510414,155194,167SHDFND1145,8231,29047,054
KOPPERS HOLDINGS INCCOM50060P1062,53966,195SHDFND158,895 0 7,300
KRATON CORPORATIONCOM50077C1064,44296,255SHDFND188,455 0 7,800
KROGER COCOM50104410125,878909,571SHDFND1684,3273,280221,964
L BRANDS INCCOM501797104762,034SHDFND15341,500 0
LGI HOMES INCCOM50187T1064,06570,407SHDFND163,507 0 6,900
LKQ CORPCOM5018892087,176224,943SHDFND1184,28532040,338
LABORATORY CORP AMER HLDGSCOM NEW50540R40917,37196,755SHDFND179,19814017,417
LAKELAND BANCORP INCCOM51163710022311,195SHDFND14,440 0 6,755
LAKELAND INDS INCCOM511795106664,616SHDFND11,816 0 2,800
LAM RESEARCH CORPCOM51280710833,715195,051SHDFND1149,02521045,816
LANNET INCCOM51601210154640,086SHDFND136,516 0 3,570
LEAR CORPCOM NEW52186520411,97064,418SHDFND152,16854011,710
LEE ENTERPRISES INCCOM5237681096522,777SHDFND18,877 0 13,900
LEGGETT & PLATT INCCOM5246601074,41498,859SHDFND181,20214017,517
LENNAR CORPCL B52605730213SHDFND13 0 0
LIBERTY BROADBAND CORPCOM SER A530307107217SHDFND117 0 0
LIBERTY BROADBAND CORPCOM SER C530307305223SHDFND123 0 0
LIBERTY MEDIA CORP DELAWARECOM A SIRIUSXM5312294096111SHDFND1111 0 0
LIBERTY MEDIA CORP DELAWARECOM C SIRIUSXM5312296077151SHDFND1151 0 0
LINCOLN NATL CORP INDCOM53418710912,946207,964SHDFND1169,4591,67036,835
LITHIA MTRS INCCL A5367971037,25276,680SHDFND168,180 0 8,500
LOEWS CORPCOM54042410814,980310,258SHDFND1254,47543055,353
LOUISIANA PAC CORPCOM54634710510,371380,985SHDFND1380,235750 0
LOWES COS INCCOM54866110767,079701,883SHDFND1576,374990124,519
LUTHER BURBANK CORPCOM5505501072,451213,028SHDFND1188,135 0 24,893
LYON WILLIAM HOMESCL A NEW5520747002,386102,806SHDFND192,906 0 9,900
M & T BK CORPCOM55261F10427,887163,893SHDFND1128,28946035,144
MB FINANCIAL INC NEWCOM55264U10810,995235,435SHDFND1223,062 0 12,373
M D C HLDGS INCCOM5526761085,535179,864SHDFND1159,894 0 19,970
MCBC HLDGS INCCOM55276F1072629,040SHDFND13,540 0 5,500
MGIC INVT CORP WISCOM5528481039,488884,995SHDFND1884,995 0 0
M/I HOMES INCCOM55305B1012,33188,026SHDFND178,226 0 9,800
MKS INSTRUMENT INCCOM55306N104322SHDFND122 0 0
MRC GLOBAL INCCOM55345K1031,78982,513SHDFND170,950 0 11,563
MSCI INCCOM55354G1001271SHDFND171 0 0
MSG NETWORK INCCL A5535731064,691195,831SHDFND1174,631 0 21,200
MTS SYS CORPCOM5537771036,841129,920SHDFND1114,984 0 14,936
MACQUARIE INFRASTRUCTURE CORCOM55608B10547,9041,135,163SHDFND11,004,363 0 130,800
MACYS INCCOM55616P1048,226219,751SHDFND1179,8551,86038,036
MADISON SQUARE GARDEN CO NEWCL A55825T1035,48517,681SHDFND114,458203,203
MAGELLAN HEALTH INCCOM NEW5590792076,42766,982SHDFND160,782 0 6,200
MAGNA INTL INCCOM559222401102,9721,771,413SHDFND11,587,089 0 184,324
MANNING & NAPIER INCCL A56382Q10219763,300SHDFND163,300 0 0
MANPOWERGROUP INCCOM56418H1001,21714,130SHDFND17,910 0 6,220
MARATHON OIL CORPCOM56584910616,819806,264SHDFND1658,9585,370141,936
MARATHON PETE CORPCOM56585A10241,146586,457SHDFND1449,748660136,049
MARCHEX INCCL B56624R1086922,437SHDFND18,737 0 13,700
MARINEMAX INCCOM5679081081397,299SHDFND12,899 0 4,400
MARKEL CORPCOM57053510414,58513,450SHDFND110,9981002,352
MARRIOTT INTL INC NEWCL A57190320220155SHDFND1155 0 0
MASCO CORPCOM5745991068,440225,546SHDFND1184,88832040,338
MATRIX SVC COCOM57685310519710,685SHDFND14,185 0 6,500
MBT FINL CORPCOM578877102989,178SHDFND13,578 0 5,600
MCDERMOTT INTL INCCOM5800377035,401274,834SHDFND1250,168 0 24,666
MCKESSON CORPCOM58155Q10323,654177,311SHDFND1145,16182031,330
MEDNAX INCCOM58502B10610,706247,350SHDFND1247,350 0 0
MERCANTILE BANK CORPCOM5873761041684,537SHDFND11,837 0 2,700
MERCK & CO INCCOM58933Y105122,8292,023,528SHDFND11,661,2042,880359,444
MERIDIAN BK PAOLI PACOM58958P10463735,000SHDFND135,000 0 0
MERIDIAN BANCORP INC MDCOM58958U1031,86997,549SHDFND189,149 0 8,400
MERITAGE HOMES CORPCOM59001A1025,704129,782SHDFND1115,482 0 14,300
MERITOR INCCOM59001K1005,852284,463SHDFND1253,063 0 31,400
META FINL GROUP INCCOM59100U1082,85429,299SHDFND126,899 0 2,400
METHANEX CORPCOM59151K108459SHDFND159 0 0
METHODE ELECTRS INCCOM5915202004,525112,274SHDFND1102,674 0 9,600
METLIFE INCCOM59156R10854,0911,240,609SHDFND1952,6711,390286,548
MICHAELS COS INCCOM59408Q10610,141528,965SHDFND1495,1951,17032,600
MICROSTRATEGY INCCL A NEW5949724086,75752,885SHDFND145,495 0 7,390
MICRON TECHNOLOGY INCCOM595112103139,7722,665,364SHDFND12,362,555 0 302,809
MIDLAND STS BANCORP INC ILLCOM5977421053229,381SHDFND13,681 0 5,700
MIDWESTONE FINL GROUP INC NECOM5985111031564,605SHDFND11,805 0 2,800
MILLER HERMAN INCCOM6005441006,354187,418SHDFND1166,218 0 21,200
MILLER INDS INC TENNCOM NEW6005512041756,824SHDFND12,624 0 4,200
MINERALS TECHNOLOGIES INCCOM6031581068,076107,170SHDFND198,270 0 8,900
MODINE MFG COCOM6078281002,781152,375SHDFND1140,075 0 12,300
MOHAWK INDS INCCOM60819010415,11270,526SHDFND157,71510012,711
MOLSON COORS BREWING COCL B60871R20986,7691,275,260SHDFND11,131,860 0 143,400
MONDELEZ INTL INCCL A60920710537,600917,053SHDFND1752,8061,300162,947
MORGAN STANLEYCOM NEW617446448104,5452,205,579SHDFND11,679,9112,390523,278
MOSAIC CO NEWCOM61945C10314482SHDFND1482 0 0
MOTOROLA SOLUTIONS INCCOM NEW62007630716,858144,863SHDFND1119,13820025,525
MURPHY OIL CORPCOM62671710219,716583,816SHDFND1560,01368023,123
MURPHY USA INCCOM6267551027,30598,320SHDFND191,420 0 6,900
NCR CORP NEWCOM62886E1082,18472,836SHDFND162,691 0 10,145
NL INDS INCCOM NEW62915640720623,592SHDFND19,192 0 14,400
NRG YIELD INCCL A NEW62942X3061,766103,574SHDFND194,4841908,900
NVR INCCOM62944T10511,9864,035SHDFND13,1095921
NACCO INDS INCCL A6295791031053,107SHDFND11,207 0 1,900
NASDAQ INCCOM63110310811,230123,035SHDFND1100,93418021,921
NATIONAL BK HLDGS CORPCL A6337071042,38161,693SHDFND156,093 0 5,600
NATIONAL OILWELL VARCO INCCOM63707110115,646360,494SHDFND1294,6332,40063,461
NATURAL GAS SERVICES GROUPCOM63886Q1092,454103,981SHDFND190,314 0 13,667
NAVIGATORS GROUP INCCOM6389041025,01687,999SHDFND181,799 0 6,200
NAVIGANT CONSULTING INCCOM63935N1072,02991,608SHDFND183,508 0 8,100
NAVIENT CORPORATIONCOM63938C10828321,654SHDFND111,4241,2708,960
NELNET INCCL A64031N1085,15188,170SHDFND180,370 0 7,800
NEOS THERAPEUTICS INCCOM64052L10653084,664SHDFND177,066 0 7,598
NETAPP INCCOM64110D10415181SHDFND1181 0 0
NEW HOME CO INCCOM64537010712112,126SHDFND14,726 0 7,400
NEW YORK CMNTY BANCORP INCCOM6494451035,104462,303SHDFND1378,3752,05081,878
NEWFIELD EXPL COCOM6512901084,569151,030SHDFND1123,52478026,726
NEWMONT MINING CORPCOM65163910615,151401,766SHDFND1329,92857071,268
NEWPARK RES INCCOM PAR $.01NEW6517185044,486413,368SHDFND1354,088 0 59,280
NEWS CORP NEWCL A65249B1095,655364,798SHDFND1297,3572,88064,561
NEXSTAR MEDIA GROUP INCCL A65336K10310,120137,865SHDFND1126,765 0 11,100
NORDSTROM INCCOM6556641008,200158,360SHDFND1129,3231,31027,727
NORFOLK SOUTHERN CORPCOM65584410836,204239,965SHDFND1178,26723061,468
NORTHEAST BANCORPCOM NEW663904209542,466SHDFND1966 0 1,500
NORTHERN TR CORPCOM66585910418,758182,303SHDFND1149,71226032,331
NORTHFIELD BANCORP INC DELCOM66611T1082,483149,382SHDFND1137,282 0 12,100
NORTHRIM BANCORP INCCOM666762109952,391SHDFND1855 0 1,536
NORTHROP GRUMMAN CORPCOM666807102124401SHDFND1401 0 0
NORTHWEST BANCSHARES INC MDCOM6673401035,395310,232SHDFND1285,332 0 24,900
NORTHWEST PIPE COCOM66774610188245,506SHDFND142,706 0 2,800
NOW INCCOM67011P1004,269320,204SHDFND1297,604 0 22,600
NUCOR CORPCOM67034610518,730299,672SHDFND1245,90142053,351
OGE ENERGY CORPCOM6708371035,318151,017SHDFND1123,52177026,726
O REILLY AUTOMOTIVE INC NEWCOM67103H1075,70220,841SHDFND111,651 0 9,190
OFG BANCORPCOM67103X10224717,548SHDFND16,848 0 10,700
OASIS PETE INC NEWCOM67421510811,464883,856SHDFND1851,346 0 32,510
OCCIDENTAL PETE CORP DELCOM6745991052,12425,375SHDFND114,205 0 11,170
OCEANEERING INTL INCCOM67523210240,8421,604,146SHDFND11,403,088 0 201,058
OCEANFIRST FINL CORPCOM6752341081575,221SHDFND12,021 0 3,200
OIL STS INTL INCCOM6780261059,188286,217SHDFND1258,801 0 27,416
OLD NATL BANCORP INDCOM6800331077,596408,382SHDFND1371,382 0 37,000
OLD REP INTL CORPCOM6802231044170SHDFND1170 0 0
OLD SECOND BANCORP INC ILLCOM68027710017111,835SHDFND14,635 0 7,200
OLYMPIC STEEL INCCOM68162K10699548,713SHDFND146,013 0 2,700
OMNICOM GROUP INCCOM68191910613,109171,876SHDFND1140,55789030,429
ONEMAIN HLDGS INCCOM68268W10370,5932,120,527SHDFND11,910,184390209,953
OPPENHEIMER HLDGS INCCL A NON VTG6837971041475,247SHDFND12,047 0 3,200
ORACLE CORPCOM68389X105160,2913,638,011SHDFND12,984,6655,130648,216
OPUS BK IRVINE CALIFCOM6840001022,914101,522SHDFND193,222 0 8,300
ORCHIDS PAPER PRODS CO DELCOM68572N10427669,300SHDFND169,300 0 0
ORION GROUP HOLDINGS INCCOM68628V3089411,306SHDFND14,406 0 6,900
ORITANI FINL CORP DELCOM68633D1031,61499,590SHDFND190,790 0 8,800
OSHKOSH CORPCOM6882392014,98470,873SHDFND158,16010012,613
OTONOMY INCCOM68906L1054110,550SHDFND14,150 0 6,400
OVERSEAS SHIPHOLDING GROUP ICL A NEW69036R86312532,130SHDFND112,530 0 19,600
OWENS CORNING NEWCOM6907421016,689105,539SHDFND186,97115018,418
PC CONNECTION INCCOM69318J1001,31639,618SHDFND130,518 0 9,100
PCM INCCOM69323K100634,100SHDFND11,600 0 2,500
PCSB FINL CORPCOM69324R10450725,500SHDFND125,500 0 0
PC-TEL INCCOM69325Q105558,702SHDFND13,402 0 5,300
PDC ENERGY INCCOM69327R1018,095133,904SHDFND1122,104 0 11,800
PNC FINL SVCS GROUP INCCOM69347510574,850554,029SHDFND1426,493630126,906
PPG INDS INCCOM69350610730,263291,744SHDFND1224,72533066,689
PVH CORPCOM69365610010,87172,604SHDFND159,78111012,713
PACCAR INCCOM69371810820,558331,788SHDFND1272,57246058,756
PACKAGING CORP AMERCOM6951561098,93079,877SHDFND165,94312013,814
PACWEST BANCORP DELCOM6952631038159SHDFND1159 0 0
PAPA JOHNS INTL INCCOM6988131024,49588,618SHDFND176,278 0 12,340
PAR PACIFIC HOLDINGS INCCOM NEW69888T2072,499143,766SHDFND1127,566 0 16,200
PARK OHIO HLDGS CORPCOM7006661002246,003SHDFND12,303 0 3,700
PARKE BANCORP INCCOM70088510659525,141SHDFND125,141 0 0
PARKER HANNIFIN CORPCOM70109410415,11096,951SHDFND179,49414017,317
PARSLEY ENERGY INCCL A7018771024111SHDFND1111 0 0
PARTY CITY HOLDCO INCCOM7021491054,357285,679SHDFND1265,479 0 20,200
PATRICK INDS INCCOM7033431034,08871,908SHDFND165,908 0 6,000
PATTERSON UTI ENERGY INCCOM70348110110,449580,489SHDFND1580,489 0 0
PEAPACK-GLADSTONE FINL CORPCOM7046991072627,547SHDFND12,947 0 4,600
PEAK RESORTS INCCOM70469L100305,908SHDFND12,308 0 3,600
PENNYMAC FINL SVCS INCCL A70932B10119710,010SHDFND13,910 0 6,100
PENSKE AUTOMOTIVE GRP INCCOM70959W10310,531224,778SHDFND1224,338440 0
PEOPLES BANCORP INCCOM7097891012937,735SHDFND13,035 0 4,700
PEOPLES UNITED FINANCIAL INCCOM7127041054196SHDFND1196 0 0
PFIZER INCCOM717081103257,7327,103,950SHDFND15,632,8267,8901,463,234
PHILLIPS 66COM71854610464,223571,828SHDFND1439,350640131,838
PINNACLE WEST CAP CORPCOM7234841018,105100,604SHDFND182,31777017,517
PIPER JAFFRAY COSCOM7240781003,52045,801SHDFND142,101 0 3,700
POLARIS INDS INCCOM731068102426SHDFND126 0 0
POPULAR INCCOM NEW73317470010,271227,177SHDFND1208,21929018,668
PORTLAND GEN ELEC COCOM NEW73650884735805SHDFND1225580 0
PORTOLA PHARMACEUTICALS INCCOM73701010828,451753,266SHDFND1662,306 0 90,960
POWELL INDS INCCOM7391281067,027201,738SHDFND1176,526 0 25,212
PRICE T ROWE GROUP INCCOM74144T10824,768213,349SHDFND1175,01330038,036
PRIMERICA INCCOM74164M1081,25612,609SHDFND17,139 0 5,470
PRINCIPAL FINL GROUP INCCOM74251V1025,572105,216SHDFND184,8931,70018,623
PROSPERITY BANCSHARES INCCOM74360610516,687244,099SHDFND1232,20838011,511
PROVIDENT FINL HLDGS INCCOM743868101663,407SHDFND11,307 0 2,100
PROVIDENT FINL SVCS INCCOM74386T1054,169151,415SHDFND1140,615 0 10,800
PRUDENTIAL FINL INCCOM74432010242,134450,574SHDFND1355,39757094,607
PUBLIC SVC ENTERPRISE GROUPCOM74457310625,946479,232SHDFND1391,6013,45084,181
PULTE GROUP INCCOM74586710110,397361,609SHDFND1275,1112,25084,248
QCR HOLDINGS INCCOM74727A1042485,226SHDFND12,026 0 3,200
QUAD / GRAPHICS INCCOM CL A7473011091,66980,102SHDFND173,002 0 7,100
PZENA INVESTMENT MGMT INCCLASS A74731Q1032,873311,890SHDFND1287,649 0 24,241
QEP RES INCCOM74733V1008,789716,853SHDFND1659,053 0 57,800
QORVO INCCOM74736K1019,178114,480SHDFND193,25181020,419
QUANTA SVCS INCCOM74762E1028,975268,699SHDFND1267,5791,120 0
QUEST DIAGNOSTICS INCCOM74834L10012,971117,982SHDFND196,99217020,820
QURATE RETAIL INCCOM SER A74915M1007287SHDFND1287 0 0
RPC INCCOM7496601064,817330,547SHDFND1284,401 0 46,146
RPM INTL INCCOM7496851036,299108,007SHDFND188,52816019,319
RTI SURGICAL INCCOM74975N1058818,936SHDFND17,436 0 11,500
RADIAN GROUP INCCOM75023610123,2281,432,034SHDFND11,375,96836055,706
RALPH LAUREN CORPCL A751212101323SHDFND123 0 0
RAYMOND JAMES FINANCIAL INCCOM75473010910,354115,875SHDFND194,78567020,420
RAYONIER ADVANCED MATLS INCCOM75508B1042,576150,707SHDFND1138,107 0 12,600
RECRO PHARMA INCCOM75629F10920941,500SHDFND141,500 0 0
RED LION HOTELS CORPCOM75676410616013,729SHDFND15,329 0 8,400
REGAL BELOIT CORPCOM75875010311,545141,134SHDFND1125,19424015,700
REGIONAL MGMT CORPCOM75902K1061674,767SHDFND11,867 0 2,900
REGIONS FINL CORP NEWCOM7591EP10025,3621,426,399SHDFND11,074,6188,410343,371
REINSURANCE GROUP AMER INCCOM NEW7593516048,45963,372SHDFND151,31245011,610
RELIANCE STEEL & ALUMINUM COCOM75950910259,016674,154SHDFND1592,23957081,345
RENASANT CORPCOM75970E1076,604145,059SHDFND1133,757 0 11,302
RENEWABLE ENERGY GROUP INCCOM NEW75972A30140322,522SHDFND18,722 0 13,800
REPUBLIC BANCORP KYCL A7602812045,669125,127SHDFND1113,079 0 12,048
RICHARDSON ELECTRS LTDCOM763165107414,207SHDFND11,707 0 2,500
RIVERVIEW BANCORP INCCOM769397100667,758SHDFND13,058 0 4,700
ROBERT HALF INTL INCCOM770323103680SHDFND180 0 0
ROCKWELL AUTOMATION INCCOM7739031092,31113,897SHDFND17,827 0 6,070
ROCKY BRANDS INCCOM7745151001093,608SHDFND11,408 0 2,200
ROKU INCCOM CL A77543R1024,620108,395SHDFND192,175 0 16,220
ROSS STORES INCCOM77829610314158SHDFND1158 0 0
RYDER SYS INCCOM7835491086,66092,676SHDFND192,386290 0
S & T BANCORP INCCOM7838591013,38278,207SHDFND170,907 0 7,300
S&P GLOBAL INCCOM78409V10440194SHDFND1194 0 0
SEI INVESTMENTS COCOM784117103458SHDFND158 0 0
SLM CORPCOM78442P10663,0045,502,481SHDFND14,981,124 0 521,357
SM ENERGY COCOM78454L1008,497330,719SHDFND1307,419 0 23,300
SRC ENERGY INCCOM78470V1087,900716,862SHDFND1666,262 0 50,600
SANTANDER CONSUMER USA HDG ICOM80283M10182,8094,337,769SHDFND13,804,5991,500531,670
SCANSOURCE INCCOM8060371073,36583,495SHDFND175,195 0 8,300
SCHLUMBERGER LTDCOM806857108109,1871,628,926SHDFND11,444,926 0 184,000
SCHNITZER STL INDSCL A8068821062,90086,026SHDFND176,626 0 9,400
SCHOLASTIC CORPCOM8070661054,37598,714SHDFND191,765 0 6,949
SCHWEITZER-MAUDUIT INTL INCCOM8085411064,30198,358SHDFND187,458 0 10,900
SCIENCE APPLICATNS INTL CP NCOM8086251077208,895SHDFND14,895 0 4,000
SEABOARD CORPCOM81154310741SHDFND11 0 0
SEACHANGE INTL INCCOM8116991074212,240SHDFND14,840 0 7,400
SEACOR HOLDINGS INCCOM8119041012,57344,922SHDFND141,222 0 3,700
SEASPINE HLDGS CORPCOM81255T108534,139SHDFND11,639 0 2,500
SEMGROUP CORPCL A81663A1055,832229,598SHDFND1210,398 0 19,200
SHILOH INDS INCCOM824543102829,340SHDFND13,640 0 5,700
SHIRE PLCSPONSORED ADR82481R10642,178249,868SHDFND1220,568 0 29,300
SHOE CARNIVAL INCCOM8248891092086,406SHDFND12,506 0 3,900
SHORE BANCSHARES INCCOM825107105975,082SHDFND11,982 0 3,100
SIERRA BANCORPCOM82620P1021716,044SHDFND12,377 0 3,667
SIMMONS 1ST NATL CORPCL A $1 PAR8287302003,521117,756SHDFND195,356 0 22,400
SKECHERS U S A INCCL A83056610510,667355,416SHDFND1355,416 0 0
SKYWEST INCCOM8308791028,637166,398SHDFND1147,998 0 18,400
SKYWORKS SOLUTIONS INCCOM83088M10213,344138,061SHDFND1112,6581,08024,323
SMART & FINAL STORES INCCOM83190B1016,0281,086,124SHDFND1963,311 0 122,813
SMARTFINANCIAL INCCOM NEW83190L20841516,100SHDFND116,100 0 0
SMART SAND INCCOM83191H1078816,540SHDFND16,440 0 10,100
SMUCKER J M COCOM NEW83269640511,639108,282SHDFND188,28448019,518
SNAP ON INCCOM8330341018,68054,005SHDFND144,2163809,409
SONIC AUTOMOTIVE INCCL A83545G1021,96995,537SHDFND186,937 0 8,600
SONOCO PRODS COCOM8354951024,65688,675SHDFND172,63013015,915
SOUTH ST CORPCOM8404411094,04346,874SHDFND137,974 0 8,900
SOUTHWEST AIRLS COCOM84474110835,813703,871SHDFND1538,4472,440162,984
SPIRIT AEROSYSTEMS HLDGS INCCOM CL A84857410912,380144,093SHDFND1108,47584034,778
SPIRIT AIRLS INCCOM8485771027,348202,138SHDFND1187,838 0 14,300
SPORTSMANS WHSE HLDGS INCCOM84920Y1061,133221,238SHDFND1210,838 0 10,400
STARBUCKS CORPCOM8552441097,679157,184SHDFND186,554 0 70,630
STATE AUTO FINL CORPCOM8557071051,68156,178SHDFND150,178 0 6,000
STATE STR CORPCOM85747710332,245346,380SHDFND1284,54148061,359
STEEL DYNAMICS INCCOM85811910010,349225,209SHDFND1183,9921,88039,337
STEELCASE INCCL A8581552033,420253,269SHDFND1230,669 0 22,600
STERLING BANCORP DELCOM85917A1006,780288,469SHDFND1288,469 0 0
STIFEL FINL CORPCOM86063010211,076211,967SHDFND1196,867 0 15,100
STITCH FIX INCCOM CL A8608971073,026110,274SHDFND195,278 0 14,996
STONERIDGE INCCOM86183P10257616,364SHDFND16,364 0 10,000
STRATTEC SEC CORPCOM863111100652,126SHDFND1826 0 1,300
SUNRUN INCCOM86771W1054,410335,300SHDFND1297,400 0 37,900
SUNTRUST BKS INCCOM86791410337,876573,700SHDFND1435,6853,270134,745
SUPPORT COM INCCOM NEW86858W200227,516SHDFND12,916 0 4,600
SYNALLOY CP DELCOM8715651071004,973SHDFND11,973 0 3,000
SYNOVUS FINL CORPCOM NEW87161C5016,760127,940SHDFND199,63183027,479
SYNTEL INCCOM87162H1038,513265,279SHDFND1235,879 0 29,400
SYNNEX CORPCOM87162W10010,142105,087SHDFND1104,817270 0
SYNCHRONY FINLCOM87165B10378,2832,345,179SHDFND11,971,9063,610369,663
TCF FINL CORPCOM87227510212,841521,565SHDFND1466,373 0 55,192
TESSCO TECHNOLOGIES INCCOM872386107874,973SHDFND11,973 0 3,000
TRI POINTE GROUP INCCOM87265H1097,936485,042SHDFND1431,642 0 53,400
TPI COMPOSITES INCCOM87266J10434311,721SHDFND14,621 0 7,100
TTM TECHNOLOGIES INCCOM87305R1095,643320,041SHDFND1290,041 0 30,000
TAILORED BRANDS INCCOM87403A1073,763147,429SHDFND1137,029 0 10,400
TARGET CORPCOM87612E10657,055749,540SHDFND1553,713730195,097
TAYLOR MORRISON HOME CORPCL A87724P1066,911332,560SHDFND1306,860 0 25,700
TEAM INCCOM8781551008,987389,033SHDFND1344,683 0 44,350
TECK RESOURCES LTDCL B8787422046237SHDFND1237 0 0
TEJON RANCH COCOM8790801091978,085SHDFND13,185 0 4,900
TELEPHONE & DATA SYS INCCOM NEW8794338297,954290,071SHDFND1263,271 0 26,800
TERADYNE INCCOM8807701027,011184,155SHDFND1151,56426032,331
TERRITORIAL BANCORP INCCOM88145X10844214,247SHDFND111,847 0 2,400
TEVA PHARMACEUTICAL INDS LTDSPONSORED ADR88162420913500SHDFND1500 0 0
THOR INDS INCCOM88516010140407SHDFND1137270 0
TIMKEN COCOM8873891048,473194,545SHDFND1194,545 0 0
TIMKENSTEEL CORPCOM88739910329017,731SHDFND16,931 0 10,800
TITAN INTL INC ILLCOM88830M1024,559424,819SHDFND1375,873 0 48,946
TITAN MACHY INCCOM88830R1015,185333,408SHDFND1288,929 0 44,479
TOLL BROTHERS INCCOM8894781036,756182,626SHDFND1140,4211,09041,115
TORCHMARK CORPCOM89102710423,739291,594SHDFND1231,2991,06059,235
TOWER INTL INCCOM89182610938211,994SHDFND14,694 0 7,300
TRACTOR SUPPLY COCOM8923561062,38431,166SHDFND117,446 0 13,720
TRAVELERS COMPANIES INCCOM89417E10969,968571,907SHDFND1469,512800101,595
TRICO BANCSHARESCOM8960951063058,132SHDFND13,132 0 5,000
TRINITY INDS INCCOM89652210916,690487,147SHDFND1462,8551,17023,122
TRIPLE-S MGMT CORPCL B89674910844411,363SHDFND14,463 0 6,900
TRISTATE CAP HLDGS INCCOM89678F10053820,610SHDFND120,610 0 0
TRONC INCCOM89703P10733819,533SHDFND17,633 0 11,900
TRUEBLUE INCCOM89785X1013,563132,193SHDFND1117,493 0 14,700
TRUSTCO BK CORP N YCOM89834910529733,290SHDFND113,090 0 20,200
TRUSTMARK CORPCOM8984021026,551200,759SHDFND1184,259 0 16,500
TUESDAY MORNING CORPCOM NEW8990355055618,244SHDFND17,144 0 11,100
TUPPERWARE BRANDS CORPCOM89989610463,8001,547,020SHDFND11,367,062 0 179,958
TURNING PT BRANDS INCCOM90041L10557518,000SHDFND118,000 0 0
TYSON FOODS INCCL A9024941031892,741SHDFND19511,790 0
UGI CORP NEWCOM9026811054,06578,049SHDFND164,05511013,884
UMB FINL CORPCOM90278810816205SHDFND165140 0
US BANCORP DELCOM NEW90297330477,9161,557,681SHDFND11,278,6182,200276,863
UBIQUITI NETWORKS INCCOM90347A1001,58718,730SHDFND110,460 0 8,270
UMPQUA HLDGS CORPCOM90421410316,407726,261SHDFND1696,4241,11028,727
UNIFI INCCOM NEW9046772003089,699SHDFND13,799 0 5,900
UNION BANKSHARES CORP NEWCOM90539J1093,79797,653SHDFND183,828 0 13,825
UNION PAC CORPCOM90781810830,005211,776SHDFND1119,556 0 92,220
UNIT CORPCOM9092181094,166162,950SHDFND1149,850 0 13,100
UNITED CMNTY FINL CORP OHIOCOM90983910217716,050SHDFND16,250 0 9,800
UNITED BANKSHARES INC WEST VCOM9099071073,35992,273SHDFND192,273 0 0
UNITED CONTL HLDGS INCCOM910047109100,0161,434,319SHDFND11,235,6941,080197,545
UNITED FINL BANCORP INC NEWCOM9103041042,649151,179SHDFND1138,630 0 12,549
UNITED FIRE GROUP INCCOM9103401083,19558,602SHDFND152,202 0 6,400
UNITED INS HLDGS CORPCOM91071010231716,188SHDFND16,288 0 9,900
UNITED NAT FOODS INCCOM9111631036,478151,838SHDFND1139,538 0 12,300
UNITED PARCEL SERVICE INCCL B91131210669,035649,856SHDFND1533,426920115,510
UNITED RENTALS INCCOM91136310911,13475,421SHDFND162,25835012,813
UNITED STATES CELLULAR CORPCOM911684108253SHDFND153 0 0
UNITED STATES STL CORP NEWCOM9129091084111SHDFND1111 0 0
UNITED TECHNOLOGIES CORPCOM91301710988,811710,317SHDFND1583,307990126,020
UNITED THERAPEUTICS CORP DELCOM91307C10238335SHDFND1105230 0
UNIVERSAL INS HLDGS INCCOM91359V1073,810108,521SHDFND1100,021 0 8,500
UNIVERSAL STAINLESS & ALLOYCOM91383710095740,427SHDFND137,827 0 2,600
UNIVERSAL LOGISTICS HLDGS INCOM91388P10577629,560SHDFND129,560 0 0
UNIVERSAL HLTH SVCS INCCL B9139031001087SHDFND187 0 0
UNIVEST CORP PACOM9152711002499,026SHDFND13,526 0 5,500
UNUM GROUPCOM91529Y1061,86950,506SHDFND128,336 0 22,170
V F CORPCOM91820410814164SHDFND1164 0 0
VALERO ENERGY CORP NEWCOM91913Y10043,979396,813SHDFND1325,87657070,367
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MYLAN N VSHS EURON5946510973,4132,031,336SHDFND11,769,7873,360258,189
ROYAL CARIBBEAN CRUISES LTDCOMV7780T10321,045203,129SHDFND1165,9951,40035,734
GENCO SHIPPING & TRADING LTDSHSY2685T13125716,544SHDFND16,444 0 10,100