The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

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

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
AFLAC INC COM 001055102 32,167 706,020 SH   DFND 1 581,844 0 124,176
AGCO CORP COM 001084102 12 212 SH   DFND 1 212 0 0
AES CORP COM 00130H105 7,066 488,643 SH   DFND 1 403,222 0 85,421
AMAG PHARMACEUTICALS INC COM 00163U106 497 32,657 SH   DFND 1 27,887 0 4,770
AMC NETWORKS INC CL A 00164V103 8,854 161,327 SH   DFND 1 146,627 0 14,700
AT&T INC COM 00206R102 158,486 5,553,090 SH   DFND 1 4,485,704 0 1,067,386
AVX CORP NEW COM 002444107 4,269 279,908 SH   DFND 1 241,768 0 38,140
ABBVIE INC COM 00287Y109 105,706 1,146,610 SH   DFND 1 944,724 0 201,886
ABERCROMBIE & FITCH CO CL A 002896207 4,471 222,976 SH   DFND 1 198,876 0 24,100
ABEONA THERAPEUTICS INC COM 00289Y107 402 56,209 SH   DFND 1 50,359 0 5,850
ABRAXAS PETE CORP COM 003830106 1,528 1,401,735 SH   DFND 1 1,261,044 0 140,691
ACADIA HEALTHCARE COMPANY IN COM 00404A109 7,007 272,523 SH   DFND 1 244,323 0 28,200
ACCESS NATL CORP COM 004337101 176 8,229 SH   DFND 1 3,229 0 5,000
ACUITY BRANDS INC COM 00508Y102 5,393 46,912 SH   DFND 1 39,326 0 7,586
ADAMAS PHARMACEUTICALS INC COM 00548A106 461 53,947 SH   DFND 1 48,107 0 5,840
ADVANCE AUTO PARTS INC COM 00751Y106 6 38 SH   DFND 1 38 0 0
AECOM COM 00766T100 14,476 546,259 SH   DFND 1 528,636 0 17,623
AIR LEASE CORP CL A 00912X302 9,724 321,860 SH   DFND 1 321,860 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 331 59,795 SH   DFND 1 53,854 0 5,941
ALASKA AIR GROUP INC COM 011659109 4,035 66,299 SH   DFND 1 54,982 0 11,317
ALBEMARLE CORP COM 012653101 4,398 57,055 SH   DFND 1 47,341 0 9,714
ALCOA CORP COM 013872106 6 215 SH   DFND 1 215 0 0
ALLEGHANY CORP DEL COM 017175100 8,870 14,229 SH   DFND 1 11,825 0 2,404
ALLEGIANT TRAVEL CO COM 01748X102 10,240 102,174 SH   DFND 1 90,294 0 11,880
ALLIANCE DATA SYSTEMS CORP COM 018581108 7,541 50,246 SH   DFND 1 41,433 0 8,813
ALLISON TRANSMISSION HLDGS I COM 01973R101 7,339 167,125 SH   DFND 1 130,093 0 37,032
ALLSTATE CORP COM 020002101 27,267 329,986 SH   DFND 1 272,303 0 57,683
ALLY FINL INC COM 02005N100 11,655 514,313 SH   DFND 1 400,616 0 113,697
ALTRIA GROUP INC COM 02209S103 61,553 1,246,245 SH   DFND 1 1,034,450 0 211,795
AMBAC FINL GROUP INC COM NEW 023139884 2,334 135,372 SH   DFND 1 121,372 0 14,000
AMERCO COM 023586100 5,871 17,892 SH   DFND 1 14,787 0 3,105
AMEREN CORP COM 023608102 14,312 219,394 SH   DFND 1 180,741 0 38,653
AMERICAN AIRLS GROUP INC COM 02376R102 105,632 3,289,684 SH   DFND 1 2,666,361 0 623,323
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,033 363,292 SH   DFND 1 328,892 0 34,400
AMERICAN ELEC PWR INC COM 025537101 31,289 418,635 SH   DFND 1 345,028 0 73,607
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 2,084 107,799 SH   DFND 1 92,179 0 15,620
AMERICAN EQTY INVT LIFE HLD COM 025676206 8,474 303,266 SH   DFND 1 275,466 0 27,800
AMERICAN EXPRESS CO COM 025816109 74,997 786,782 SH   DFND 1 648,485 0 138,297
AMERICAN FINL GROUP INC OHIO COM 025932104 14,133 156,109 SH   DFND 1 128,671 0 27,438
AMERICAN NATL INS CO COM 028591105 5 39 SH   DFND 1 39 0 0
AMERICAN WOODMARK CORPORATIO COM 030506109 6,484 116,446 SH   DFND 1 101,796 0 14,650
AMERISOURCEBERGEN CORP COM 03073E105 10,206 137,175 SH   DFND 1 113,140 0 24,035
AMERIPRISE FINL INC COM 03076C106 24,039 230,323 SH   DFND 1 173,385 0 56,938
AMGEN INC COM 031162100 151,903 780,307 SH   DFND 1 609,359 0 170,948
AMTECH SYS INC COM PAR $0.01N 032332504 493 108,700 SH   DFND 1 108,700 0 0
ANADARKO PETE CORP COM 032511107 4 77 SH   DFND 1 77 0 0
ANDERSONS INC COM 034164103 2,905 97,175 SH   DFND 1 87,975 0 9,200
ANIXTER INTL INC COM 035290105 5,910 108,819 SH   DFND 1 98,519 0 10,300
ANTHEM INC COM 036752103 60,782 231,433 SH   DFND 1 190,676 0 40,757
ANWORTH MORTGAGE ASSET CP COM 037347101 4,945 1,223,829 SH   DFND 1 1,083,339 0 140,490
APACHE CORP COM 037411105 6,390 243,411 SH   DFND 1 200,553 0 42,858
APOGEE ENTERPRISES INC COM 037598109 1,994 66,776 SH   DFND 1 58,966 0 7,810
APPLE INC COM 037833100 244,451 1,549,704 SH   DFND 1 1,240,763 0 308,941
APPLIED OPTOELECTRONICS INC COM 03823U102 2,636 170,786 SH   DFND 1 150,242 0 20,544
ARCBEST CORP COM 03937C105 3,061 89,317 SH   DFND 1 80,217 0 9,100
ARCH COAL INC CL A 039380407 6,144 74,032 SH   DFND 1 67,732 0 6,300
ARCHER DANIELS MIDLAND CO COM 039483102 20,822 508,221 SH   DFND 1 419,194 0 89,027
ARCOSA INC COM 039653100 3,301 119,183 SH   DFND 1 119,183 0 0
ARGAN INC COM 04010E109 299 7,880 SH   DFND 1 3,080 0 4,800
ARMSTRONG FLOORING INC COM 04238R106 164 13,820 SH   DFND 1 5,420 0 8,400
AROTECH CORP COM NEW 042682203 13 4,932 SH   DFND 1 1,932 0 3,000
ARROW ELECTRS INC COM 042735100 5,528 80,170 SH   DFND 1 66,250 0 13,920
ARROW FINL CORP COM 042744102 128 3,992 SH   DFND 1 1,456 0 2,536
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 6,765 305,950 SH   DFND 1 271,624 0 34,326
ASBURY AUTOMOTIVE GROUP INC COM 043436104 4,487 67,306 SH   DFND 1 60,906 0 6,400
ASHLAND GLOBAL HLDGS INC COM 044186104 5 61 SH   DFND 1 61 0 0
ASSOCIATED BANC CORP COM 045487105 7,772 392,678 SH   DFND 1 392,678 0 0
ASSURANT INC COM 04621X108 7 75 SH   DFND 1 75 0 0
ATKORE INTL GROUP INC COM 047649108 3,806 191,824 SH   DFND 1 176,524 0 15,300
ATLANTIC CAP BANCSHARES INC COM 048269203 113 6,880 SH   DFND 1 2,680 0 4,200
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,703 87,756 SH   DFND 1 78,756 0 9,000
AUTOLIV INC COM 052800109 4 47 SH   DFND 1 47 0 0
AUTONATION INC COM 05329W102 8 215 SH   DFND 1 215 0 0
AUTOZONE INC COM 053332102 20,754 24,756 SH   DFND 1 20,450 0 4,306
AVANGRID INC COM 05351W103 16 303 SH   DFND 1 303 0 0
AVERY DENNISON CORP COM 053611109 4,180 46,522 SH   DFND 1 38,610 0 7,912
AVIAT NETWORKS INC COM NEW 05366Y201 29 2,120 SH   DFND 1 820 0 1,300
AVNET INC COM 053807103 11,655 322,844 SH   DFND 1 322,844 0 0
AXOS FINL INC COM 05465C100 5,145 204,313 SH   DFND 1 185,013 0 19,300
BB&T CORP COM 054937107 39,454 910,738 SH   DFND 1 710,302 0 200,436
BOK FINL CORP COM NEW 05561Q201 6 71 SH   DFND 1 71 0 0
BP PLC SPONSORED ADR 055622104 202,160 5,331,213 SH   DFND 1 4,432,010 0 899,203
B RILEY FINL INC COM 05580M108 187 13,165 SH   DFND 1 5,165 0 8,000
BAKER HUGHES A GE CO CL A 05722G100 11 504 SH   DFND 1 504 0 0
BANCO SANTANDER SA ADR 05964H105 68,348 15,256,151 SH   DFND 1 12,260,151 0 2,996,000
BANCORP INC DEL COM 05969A105 179 22,465 SH   DFND 1 8,765 0 13,700
BANCORPSOUTH BK TUPELO MISS COM 05971J102 5,180 198,158 SH   DFND 1 184,758 0 13,400
BANC OF CALIFORNIA INC COM 05990K106 1,850 138,973 SH   DFND 1 127,373 0 11,600
BANK AMER CORP COM 060505104 286,058 11,609,495 SH   DFND 1 9,297,343 0 2,312,152
BANK NEW YORK MELLON CORP COM 064058100 43,227 918,352 SH   DFND 1 756,922 0 161,430
BANK COMM HLDGS COM 06424J103 65 5,924 SH   DFND 1 2,324 0 3,600
BANKFINANCIAL CORP COM 06643P104 133 8,844 SH   DFND 1 3,444 0 5,400
BANKUNITED INC COM 06652K103 12,163 406,214 SH   DFND 1 380,564 0 25,650
BANNER CORP COM NEW 06652V208 5,170 96,662 SH   DFND 1 89,089 0 7,573
BAXTER INTL INC COM 071813109 14,603 221,850 SH   DFND 1 138,650 0 83,200
W R BERKLEY CORPORATION COM 084423102 8,175 110,607 SH   DFND 1 91,278 0 19,329
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 134,091 656,729 SH   DFND 1 529,783 0 126,946
BERKSHIRE HILLS BANCORP INC COM 084680107 3,668 135,973 SH   DFND 1 124,073 0 11,900
BEST BUY INC COM 086516101 19,340 365,171 SH   DFND 1 282,005 0 83,166
BIO RAD LABS INC CL A 090572207 6 24 SH   DFND 1 24 0 0
BIOGEN INC COM 09062X103 57,722 191,818 SH   DFND 1 158,070 0 33,748
BLACKROCK INC COM 09247X101 23,984 61,055 SH   DFND 1 50,440 0 10,615
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 97,001 3,253,963 SH   DFND 1 2,474,582 0 779,381
BLOCK H & R INC COM 093671105 16,949 668,070 SH   DFND 1 644,840 0 23,230
BLOOMIN BRANDS INC COM 094235108 5,229 292,267 SH   DFND 1 262,667 0 29,600
BLUE HILLS BANCORP INC COM 095573101 228 10,682 SH   DFND 1 4,182 0 6,500
BONANZA CREEK ENERGY INC COM NEW 097793400 228 11,010 SH   DFND 1 4,310 0 6,700
BOOZ ALLEN HAMILTON HLDG COR CL A 099502106 1,431 31,746 SH   DFND 1 19,846 0 11,900
BORGWARNER INC COM 099724106 6,644 191,249 SH   DFND 1 157,701 0 33,548
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,264 119,556 SH   DFND 1 108,656 0 10,900
BRIDGEPOINT ED INC COM 10807M105 101 14,390 SH   DFND 1 5,590 0 8,800
BRINKER INTL INC COM 109641100 5,969 135,716 SH   DFND 1 123,116 0 12,600
BRISTOL MYERS SQUIBB CO COM 110122108 93,256 1,794,070 SH   DFND 1 1,470,090 0 323,980
BROOKLINE BANCORP INC DEL COM 11373M107 2,078 150,322 SH   DFND 1 138,422 0 11,900
BROWN FORMAN CORP CL B 115637209 4,418 92,853 SH   DFND 1 58,653 0 34,200
BRUNSWICK CORP COM 117043109 15,203 327,285 SH   DFND 1 313,365 0 13,920
BRYN MAWR BK CORP COM 117665109 259 7,523 SH   DFND 1 2,923 0 4,600
BUCKLE INC COM 118440106 3,258 168,410 SH   DFND 1 152,410 0 16,000
BYLINE BANCORP INC COM 124411109 260 15,580 SH   DFND 1 6,080 0 9,500
CAI INTERNATIONAL INC COM 12477X106 241 10,360 SH   DFND 1 4,060 0 6,300
CBS CORP NEW CL B 124857202 14,143 323,487 SH   DFND 1 252,025 0 71,462
CBRE GROUP INC CL A 12504L109 1,911 47,720 SH   DFND 1 39,410 0 8,310
CDW CORP COM 12514G108 14,743 181,899 SH   DFND 1 140,964 0 40,935
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 5 58 SH   DFND 1 58 0 0
CIGNA CORP NEW COM 125523100 39 201 SH   DFND 1 201 0 0
CIT GROUP INC COM NEW 125581801 11,257 294,129 SH   DFND 1 264,300 0 29,829
CPI AEROSTRUCTURES INC COM NEW 125919308 33 5,072 SH   DFND 1 1,972 0 3,100
CNA FINL CORP COM 126117100 27 607 SH   DFND 1 607 0 0
CNB FINL CORP PA COM 126128107 100 4,331 SH   DFND 1 1,631 0 2,700
CNO FINL GROUP INC COM 12621E103 7 460 SH   DFND 1 460 0 0
CSX CORP COM 126408103 8,862 142,633 SH   DFND 1 90,233 0 52,400
CNX RESOURCES CORPORATION COM 12653C108 7,997 700,183 SH   DFND 1 632,083 0 68,100
CVS HEALTH CORP COM 126650100 65,137 994,141 SH   DFND 1 791,666 0 202,475
CABOT CORP COM 127055101 6,754 157,281 SH   DFND 1 138,881 0 18,400
CAL MAINE FOODS INC COM NEW 128030202 5,725 135,321 SH   DFND 1 121,321 0 14,000
CALERES INC COM 129500104 3,835 137,792 SH   DFND 1 122,892 0 14,900
CALLON PETE CO DEL COM 13123X102 4,995 769,535 SH   DFND 1 696,035 0 73,500
CAMDEN NATL CORP COM 133034108 242 6,714 SH   DFND 1 2,614 0 4,100
CAMPBELL SOUP CO COM 134429109 6,360 192,785 SH   DFND 1 158,838 0 33,947
CAMPING WORLD HLDGS INC CL A 13462K109 2,044 178,150 SH   DFND 1 151,830 0 26,320
CANADIAN NATL RY CO COM 136375102 8 110 SH   DFND 1 110 0 0
CANADIAN NAT RES LTD COM 136385101 157,750 6,537,493 SH   DFND 1 5,318,900 0 1,218,593
CANADIAN PAC RY LTD COM 13645T100 11 63 SH   DFND 1 63 0 0
CAPITAL CITY BK GROUP INC COM 139674105 115 4,931 SH   DFND 1 1,931 0 3,000
CAPITAL ONE FINL CORP COM 14040H105 31,017 410,323 SH   DFND 1 338,120 0 72,203
CAPITOL FED FINL INC COM 14057J101 4,538 355,298 SH   DFND 1 326,998 0 28,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 4,279 641,388 SH   DFND 1 563,808 0 77,580
CARLISLE COS INC COM 142339100 5,633 56,038 SH   DFND 1 46,223 0 9,815
CARMAX INC COM 143130102 10,292 164,057 SH   DFND 1 135,215 0 28,842
CARNIVAL CORP UNIT 99/99/9999 143658300 45,064 914,071 SH   DFND 1 750,249 0 163,822
CARRIZO OIL & GAS INC COM 144577103 3,554 314,758 SH   DFND 1 284,863 0 29,895
CARTERS INC COM 146229109 4,287 52,512 SH   DFND 1 40,702 0 11,810
CATERPILLAR INC DEL COM 149123101 48,005 377,778 SH   DFND 1 311,285 0 66,493
CATHAY GEN BANCORP COM 149150104 7,431 221,594 SH   DFND 1 200,322 0 21,272
CATO CORP NEW CL A 149205106 175 12,200 SH   DFND 1 4,800 0 7,400
CEDAR REALTY TRUST INC COM NEW 150602209 2,073 659,881 SH   DFND 1 581,023 0 78,858
CELANESE CORP DEL COM 150870103 11,097 123,339 SH   DFND 1 101,708 0 21,631
CELGENE CORP COM 151020104 54,149 844,881 SH   DFND 1 687,041 0 157,840
CENTERSTATE BK CORP COM 15201P109 148 7,032 SH   DFND 1 2,826 0 4,206
CENTRAL VALLEY CMNTY BANCORP COM 155685100 112 5,916 SH   DFND 1 2,316 0 3,600
CENTURY CASINOS INC COM 156492100 117 15,780 SH   DFND 1 6,180 0 9,600
CENTURYLINK INC COM 156700106 3 162 SH   DFND 1 162 0 0
CHARTER COMMUNICATIONS INC N CL A 16119P108 10 35 SH   DFND 1 35 0 0
CHEMICAL FINL CORP COM 163731102 7,377 201,495 SH   DFND 1 190,395 0 11,100
CHESAPEAKE ENERGY CORP COM 165167107 6,591 3,138,384 SH   DFND 1 2,840,484 0 297,900
CHEVRON CORP NEW COM 166764100 239,561 2,202,048 SH   DFND 1 1,790,748 0 411,300
CHICOS FAS INC COM 168615102 2,131 379,044 SH   DFND 1 345,944 0 33,100
CINCINNATI FINL CORP COM 172062101 11,530 148,919 SH   DFND 1 122,681 0 26,238
CINEMARK HOLDINGS INC COM 17243V102 2,247 62,756 SH   DFND 1 52,040 0 10,716
CISCO SYS INC COM 17275R102 292,190 6,743,353 SH   DFND 1 5,347,015 0 1,396,338
CITIGROUP INC COM NEW 172967424 334,938 6,433,677 SH   DFND 1 5,295,420 0 1,138,257
CITIZENS FINL GROUP INC COM 174610105 17,214 579,003 SH   DFND 1 450,893 0 128,110
CITRIX SYS INC COM 177376100 8 73 SH   DFND 1 73 0 0
CIVISTA BANCSHARES INC COM NO PAR 178867107 100 5,724 SH   DFND 1 2,224 0 3,500
CLEAN ENERGY FUELS CORP COM 184499101 188 109,040 SH   DFND 1 42,740 0 66,300
CLEARWAY ENERGY INC CL A 18539C105 1,754 103,659 SH   DFND 1 94,759 0 8,900
CLEVELAND CLIFFS INC COM 185899101 7,872 1,023,616 SH   DFND 1 926,416 0 97,200
COHU INC COM 192576106 314 19,487 SH   DFND 1 19,487 0 0
COLFAX CORP COM 194014106 3 107 SH   DFND 1 107 0 0
COMCAST CORP NEW CL A 20030N101 99,068 2,909,460 SH   DFND 1 2,397,747 0 511,713
COMERICA INC COM 200340107 12,370 180,075 SH   DFND 1 139,473 0 40,602
COMMERCE BANCSHARES INC COM 200525103 4,885 86,645 SH   DFND 1 71,471 0 15,174
COMMUNITY BANKERS TR CORP COM 203612106 30 4,139 SH   DFND 1 1,639 0 2,500
CONAGRA BRANDS INC COM 205887102 1,750 81,897 SH   DFND 1 51,597 0 30,300
CONOCOPHILLIPS COM 20825C104 143,390 2,299,758 SH   DFND 1 1,874,686 0 425,072
CONSOLIDATED EDISON INC COM 209115104 55 708 SH   DFND 1 708 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 26 8,360 SH   DFND 1 3,260 0 5,100
CONTANGO OIL & GAS COMPANY COM NEW 21075N204 60 18,280 SH   DFND 1 7,180 0 11,100
CONTINENTAL RESOURCES INC COM 212015101 8,107 201,701 SH   DFND 1 167,250 0 34,451
CORNING INC COM 219350105 31,423 1,040,133 SH   DFND 1 858,168 0 181,965
COWEN INC CL A NEW 223622606 200 14,945 SH   DFND 1 5,845 0 9,100
CRANE CO COM 224399105 2,750 38,097 SH   DFND 1 31,388 0 6,709
CREDIT ACCEP CORP MICH COM 225310101 5,295 13,868 SH   DFND 1 11,464 0 2,404
CROWN HOLDINGS INC COM 228368106 65,466 1,574,825 SH   DFND 1 1,258,558 0 316,267
CULLEN FROST BANKERS INC COM 229899109 5,079 57,753 SH   DFND 1 47,738 0 10,015
CUMMINS INC COM 231021106 13,816 103,377 SH   DFND 1 85,252 0 18,125
D R HORTON INC COM 23331A109 75,893 2,189,631 SH   DFND 1 1,746,673 0 442,958
DTE ENERGY CO COM 233331107 16,877 153,005 SH   DFND 1 126,163 0 26,842
DSW INC CL A 23334L102 5,316 215,188 SH   DFND 1 200,088 0 15,100
DXC TECHNOLOGY CO COM 23355L106 582 10,940 SH   DFND 1 7,040 0 3,900
DARDEN RESTAURANTS INC COM 237194105 7 63 SH   DFND 1 63 0 0
DAVITA INC COM 23918K108 8,547 166,086 SH   DFND 1 136,942 0 29,144
DEERE & CO COM 244199105 30,721 205,941 SH   DFND 1 169,690 0 36,251
DELEK US HLDGS INC NEW COM 24665A103 9,152 281,483 SH   DFND 1 254,783 0 26,700
DELTA AIR LINES INC DEL COM NEW 247361702 115,484 2,314,305 SH   DFND 1 1,837,433 0 476,872
DESTINATION XL GROUP INC COM 25065K104 1,149 529,400 SH   DFND 1 529,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 82,498 3,660,061 SH   DFND 1 2,959,800 0 700,261
DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,087 432,902 SH   DFND 1 388,902 0 44,000
DICKS SPORTING GOODS INC COM 253393102 8,065 258,468 SH   DFND 1 233,968 0 24,500
DIGI INTL INC COM 253798102 150 14,769 SH   DFND 1 5,769 0 9,000
DIME CMNTY BANCSHARES COM 253922108 4,071 239,694 SH   DFND 1 211,744 0 27,950
DILLARDS INC CL A 254067101 4,788 79,376 SH   DFND 1 71,776 0 7,600
DISNEY WALT CO COM DISNEY 254687106 146,119 1,332,591 SH   DFND 1 1,098,359 0 234,232
DISCOVER FINL SVCS COM 254709108 31,675 537,045 SH   DFND 1 406,259 0 130,786
DISH NETWORK CORP CL A 25470M109 6 206 SH   DFND 1 206 0 0
DOLLAR GEN CORP NEW COM 256677105 3,535 32,702 SH   DFND 1 20,712 0 11,990
DOMTAR CORP COM NEW 257559203 7,692 218,947 SH   DFND 1 196,447 0 22,500
DONNELLEY FINL SOLUTIONS INC COM 25787G100 242 17,210 SH   DFND 1 6,710 0 10,500
DOVER CORP COM 260003108 10,685 150,585 SH   DFND 1 116,656 0 33,929
DOWDUPONT INC COM 26078J100 65,018 1,215,738 SH   DFND 1 963,843 0 251,895
DRIL-QUIP INC COM 262037104 7,089 236,062 SH   DFND 1 207,233 0 28,829
DUKE ENERGY CORP NEW COM NEW 26441C204 43,741 506,846 SH   DFND 1 417,620 0 89,226
DYCOM INDS INC COM 267475101 2,880 53,279 SH   DFND 1 45,269 0 8,010
EMC INS GROUP INC COM 268664109 276 8,656 SH   DFND 1 3,406 0 5,250
ERA GROUP INC COM 26885G109 102 11,670 SH   DFND 1 4,570 0 7,100
E TRADE FINANCIAL CORP COM NEW 269246401 45,987 1,048,004 SH   DFND 1 843,048 0 204,956
EAST WEST BANCORP INC COM 27579R104 5,717 131,315 SH   DFND 1 108,283 0 23,032
EASTMAN CHEM CO COM 277432100 74,875 1,024,134 SH   DFND 1 824,022 0 200,112
EBAY INC COM 278642103 40,297 1,435,555 SH   DFND 1 1,172,255 0 263,300
EDGEWELL PERS CARE CO COM 28035Q102 6,934 185,625 SH   DFND 1 168,025 0 17,600
EMCORE CORP COM NEW 290846203 63 14,800 SH   DFND 1 5,800 0 9,000
EMPLOYERS HOLDINGS INC COM 292218104 4,488 106,911 SH   DFND 1 98,811 0 8,100
ENCANA CORP COM 292505104 3 497 SH   DFND 1 497 0 0
ENNIS INC COM 293389102 143 7,399 SH   DFND 1 2,899 0 4,500
ENOVA INTL INC COM 29357K103 248 12,740 SH   DFND 1 4,940 0 7,800
ENTERGY CORP NEW COM 29364G103 39 453 SH   DFND 1 453 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,407 63,947 SH   DFND 1 58,647 0 5,300
EQUITY BANCSHARES INC COM CL A 29460X109 161 4,543 SH   DFND 1 1,743 0 2,800
ESSA BANCORP INC COM 29667D104 41 2,625 SH   DFND 1 1,025 0 1,600
EVERCORE INC CLASS A 29977A105 8,052 112,520 SH   DFND 1 112,520 0 0
EVERSOURCE ENERGY COM 30040W108 17,584 270,345 SH   DFND 1 222,779 0 47,566
EXPEDITORS INTL WASH INC COM 302130109 909 13,337 SH   DFND 1 8,437 0 4,900
EXPRESS INC COM 30219E103 199 38,813 SH   DFND 1 15,113 0 23,700
EXTENDED STAY AMER INC UNIT 99/99/9999B 30224P200 108 6,945 SH   DFND 1 4,345 0 2,600
EZCORP INC CL A NON VTG 302301106 168 21,661 SH   DFND 1 8,461 0 13,200
EXXON MOBIL CORP COM 30231G102 218,751 3,207,962 SH   DFND 1 2,614,001 0 593,961
FBL FINL GROUP INC CL A 30239F106 2,618 39,871 SH   DFND 1 36,071 0 3,800
F M C CORP COM NEW 302491303 6,378 86,223 SH   DFND 1 71,001 0 15,222
FNB CORP PA COM 302520101 5,203 528,712 SH   DFND 1 528,712 0 0
FACEBOOK INC CL A 30303M102 118,085 900,793 SH   DFND 1 726,913 0 173,880
FEDEX CORP COM 31428X106 31,166 193,179 SH   DFND 1 159,131 0 34,048
FEDNAT HLDG CO COM 31431B109 105 5,243 SH   DFND 1 2,043 0 3,200
F5 NETWORKS INC COM 315616102 6 33 SH   DFND 1 33 0 0
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 9,065 288,301 SH   DFND 1 222,751 0 65,550
FIDELITY SOUTHERN CORP NEW COM 316394105 252 9,671 SH   DFND 1 3,771 0 5,900
FIFTH THIRD BANCORP COM 316773100 20,595 875,264 SH   DFND 1 676,705 0 198,559
FINANCIAL INSTNS INC COM 317585404 177 6,870 SH   DFND 1 2,670 0 4,200
FIRST AMERN FINL CORP COM 31847R102 13 280 SH   DFND 1 280 0 0
FIRST BANCORP P R COM NEW 318672706 1,096 127,400 SH   DFND 1 127,400 0 0
FIRST BANCORP N C COM 318910106 235 7,192 SH   DFND 1 2,792 0 4,400
FIRST BUSEY CORP COM NEW 319383204 166 6,738 SH   DFND 1 2,638 0 4,100
FIRST BUS FINL SVCS INC WIS COM 319390100 47 2,375 SH   DFND 1 975 0 1,400
FIRST CTZNS BANCSHARES INC N CL A 31946M103 6,985 18,525 SH   DFND 1 17,705 0 820
FIRST COMWLTH FINL CORP PA COM 319829107 2,968 245,680 SH   DFND 1 224,880 0 20,800
FIRST DEFIANCE FINL CORP COM 32006W106 201 8,184 SH   DFND 1 3,184 0 5,000
FIRST DATA CORP NEW COM CL A 32008D106 71,735 4,242,123 SH   DFND 1 3,360,317 0 881,806
FIRST FINL CORP IND COM 320218100 206 5,109 SH   DFND 1 2,009 0 3,100
FIRST HAWAIIAN INC COM 32051X108 5 199 SH   DFND 1 199 0 0
FIRST INTERNET BANCORP COM 320557101 702 34,300 SH   DFND 1 34,300 0 0
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 111 3,026 SH   DFND 1 1,219 0 1,807
FIRST MERCHANTS CORP COM 320817109 2,759 80,487 SH   DFND 1 73,487 0 7,000
FIRST MIDWEST BANCORP DEL COM 320867104 6,096 307,681 SH   DFND 1 281,229 0 26,452
FIRST NORTHWEST BANCORP COM 335834107 712 47,977 SH   DFND 1 45,177 0 2,800
FIRSTCASH INC COM 33767D105 534 7,376 SH   DFND 1 4,676 0 2,700
FISERV INC COM 337738108 5 61 SH   DFND 1 61 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 4,957 187,734 SH   DFND 1 173,534 0 14,200
FLEETCOR TECHNOLOGIES INC COM 339041105 7 37 SH   DFND 1 37 0 0
FLUSHING FINL CORP COM 343873105 1,065 49,430 SH   DFND 1 43,530 0 5,900
FONAR CORP COM NEW 344437405 455 22,455 SH   DFND 1 20,255 0 2,200
FOOT LOCKER INC COM 344849104 22,735 427,342 SH   DFND 1 402,421 0 24,921
FORD MTR CO DEL COM PAR $0.01 345370860 19,154 2,503,725 SH   DFND 1 2,063,311 0 440,414
FRANKLIN FINL NETWORK INC COM 35352P104 165 6,230 SH   DFND 1 2,430 0 3,800
FRANKLIN RES INC COM 354613101 9,786 329,932 SH   DFND 1 271,951 0 57,981
FREEPORT-MCMORAN INC CL B 35671D857 33,152 3,215,516 SH   DFND 1 2,585,016 0 630,500
FREIGHTCAR AMER INC COM 357023100 588 87,800 SH   DFND 1 87,800 0 0
FRIEDMAN INDS INC COM 358435105 869 123,233 SH   DFND 1 120,933 0 2,300
FULTON FINL CORP PA COM 360271100 8,000 516,788 SH   DFND 1 476,388 0 40,400
GATX CORP COM 361448103 8,683 122,610 SH   DFND 1 109,010 0 13,600
G-III APPAREL GROUP LTD COM 36237H101 4,730 169,560 SH   DFND 1 153,460 0 16,100
GAIN CAP HLDGS INC COM 36268W100 111 17,866 SH   DFND 1 6,966 0 10,900
GAMESTOP CORP NEW CL A 36467W109 4,420 350,204 SH   DFND 1 317,004 0 33,200
GANNETT CO INC COM 36473H104 3,314 388,499 SH   DFND 1 351,599 0 36,900
GAP INC DEL COM 364760108 9,093 352,981 SH   DFND 1 290,993 0 61,988
GENERAL DYNAMICS CORP COM 369550108 24,980 158,893 SH   DFND 1 131,753 0 27,140
GENERAL MTRS CO COM 37045V100 215,002 6,427,555 SH   DFND 1 5,225,583 0 1,201,972
GENESCO INC COM 371532102 3,074 69,385 SH   DFND 1 62,785 0 6,600
GENESEE & WYO INC CL A 371559105 5 57 SH   DFND 1 57 0 0
GENTEX CORP COM 371901109 6,517 322,428 SH   DFND 1 251,500 0 70,928
GENIE ENERGY LTD CL B 372284208 81 13,410 SH   DFND 1 5,210 0 8,200
GENUINE PARTS CO COM 372460105 10,194 106,165 SH   DFND 1 87,438 0 18,727
GEOSPACE TECHNOLOGIES CORP COM 37364X109 794 76,917 SH   DFND 1 72,517 0 4,400
GILEAD SCIENCES INC COM 375558103 108,856 1,740,293 SH   DFND 1 1,432,311 0 307,982
GLOBAL BRASS & COPPR HLDGS I COM 37953G103 322 12,791 SH   DFND 1 4,991 0 7,800
GLOBUS MED INC CL A 379577208 3,589 82,912 SH   DFND 1 71,325 0 11,587
GOLDMAN SACHS GROUP INC COM 38141G104 57,458 343,955 SH   DFND 1 283,469 0 60,486
GOODYEAR TIRE & RUBR CO COM 382550101 2,567 125,723 SH   DFND 1 104,392 0 21,331
GRAHAM HLDGS CO COM 384637104 9,690 15,126 SH   DFND 1 13,526 0 1,600
GRAINGER W W INC COM 384802104 6,385 22,610 SH   DFND 1 14,310 0 8,300
GREAT SOUTHN BANCORP INC COM 390905107 248 5,373 SH   DFND 1 2,073 0 3,300
GREAT WESTN BANCORP INC COM 391416104 5,522 176,680 SH   DFND 1 161,280 0 15,400
GREEN BRICK PARTNERS INC COM 392709101 153 21,007 SH   DFND 1 8,207 0 12,800
GREEN PLAINS INC COM 393222104 292 22,200 SH   DFND 1 8,700 0 13,500
GREENBRIER COS INC COM 393657101 4,393 111,090 SH   DFND 1 100,590 0 10,500
GREIF INC CL A 397624107 3,307 89,107 SH   DFND 1 80,607 0 8,500
GROUPE CGI INC CL A SUB VTG 39945C109 8 138 SH   DFND 1 138 0 0
GULF ISLAND FABRICATION INC COM 402307102 59 8,070 SH   DFND 1 3,170 0 4,900
HCA HEALTHCARE INC COM 40412C101 39,407 316,644 SH   DFND 1 260,865 0 55,779
HD SUPPLY HLDGS INC COM 40416M105 4 100 SH   DFND 1 100 0 0
HP INC COM 40434L105 30,491 1,490,242 SH   DFND 1 1,228,169 0 262,073
HALLADOR ENERGY COMPANY COM 40609P105 82 16,158 SH   DFND 1 6,340 0 9,818
HALLIBURTON CO COM 406216101 43,825 1,648,760 SH   DFND 1 1,297,560 0 351,200
HANCOCK WHITNEY CORPORATION COM 410120109 5,872 169,459 SH   DFND 1 169,459 0 0
HANESBRANDS INC COM 410345102 2,902 231,566 SH   DFND 1 190,813 0 40,753
HANMI FINL CORP COM NEW 410495204 406 20,600 SH   DFND 1 20,600 0 0
HANOVER INS GROUP INC COM 410867105 11,475 98,269 SH   DFND 1 98,269 0 0
HARBORONE BANCORP INC COM 41165F101 1,003 63,072 SH   DFND 1 63,072 0 0
HARLEY DAVIDSON INC COM 412822108 3,583 104,996 SH   DFND 1 86,572 0 18,424
HARRIS CORP DEL COM 413875105 1,947 14,459 SH   DFND 1 9,059 0 5,400
HARTFORD FINL SVCS GROUP INC COM 416515104 18,092 407,012 SH   DFND 1 319,631 0 87,381
HAWAIIAN HOLDINGS INC COM 419879101 4,425 167,548 SH   DFND 1 151,348 0 16,200
HAYNES INTERNATIONAL INC COM NEW 420877201 4,139 156,773 SH   DFND 1 136,057 0 20,716
HEARTLAND FINL USA INC COM 42234Q102 2,420 55,043 SH   DFND 1 49,443 0 5,600
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 2,753 508,817 SH   DFND 1 460,517 0 48,300
HELMERICH & PAYNE INC COM 423452101 45,360 946,180 SH   DFND 1 769,245 0 176,935
HERITAGE INS HLDGS INC COM 42727J102 4,329 294,037 SH   DFND 1 254,422 0 39,615
HERON THERAPEUTICS INC COM 427746102 688 26,493 SH   DFND 1 22,813 0 3,680
HESS CORP COM 42809H107 11,585 286,032 SH   DFND 1 235,861 0 50,171
HEWLETT PACKARD ENTERPRISE C COM 42824C109 19,777 1,497,103 SH   DFND 1 1,154,290 0 342,813
HEXCEL CORP NEW COM 428291108 919 16,012 SH   DFND 1 10,112 0 5,900
HOLLYFRONTIER CORP COM 436106108 7,858 153,700 SH   DFND 1 125,462 0 28,238
HOME DEPOT INC COM 437076102 26,478 154,098 SH   DFND 1 97,298 0 56,800
HOMESTREET INC COM 43785V102 3,573 168,295 SH   DFND 1 143,640 0 24,655
HOMETRUST BANCSHARES INC COM 437872104 215 8,198 SH   DFND 1 3,198 0 5,000
HONEYWELL INTL INC COM 438516106 85,781 649,264 SH   DFND 1 535,102 0 114,162
HOOKER FURNITURE CORP COM 439038100 97 3,646 SH   DFND 1 1,446 0 2,200
HOPE BANCORP INC COM 43940T109 8,250 695,593 SH   DFND 1 619,523 0 76,070
HORACE MANN EDUCATORS CORP N COM 440327104 5,148 137,444 SH   DFND 1 124,844 0 12,600
HORIZON BANCORP INC COM 440407104 1,427 90,405 SH   DFND 1 81,105 0 9,300
HOUSTON WIRE & CABLE CO COM 44244K109 45 8,876 SH   DFND 1 3,476 0 5,400
HOWARD HUGHES CORP COM 44267D107 1,145 11,719 SH   DFND 1 9,716 0 2,003
HUBBELL INC COM 443510607 4,054 40,802 SH   DFND 1 33,592 0 7,210
HUMANA INC COM 444859102 9,943 34,707 SH   DFND 1 21,907 0 12,800
HUNTINGTON BANCSHARES INC COM 446150104 13,731 1,151,912 SH   DFND 1 915,069 0 236,843
HUNTINGTON INGALLS INDS INC COM 446413106 6,156 32,347 SH   DFND 1 26,639 0 5,708
HUNTSMAN CORP COM 447011107 39,996 2,073,383 SH   DFND 1 1,687,643 0 385,740
HURCO COMPANIES INC COM 447324104 129 3,586 SH   DFND 1 1,386 0 2,200
HYATT HOTELS CORP COM CL A 448579102 2,232 33,015 SH   DFND 1 27,206 0 5,809
IPG PHOTONICS CORP COM 44980X109 54,438 480,514 SH   DFND 1 389,163 0 91,351
IBERIABANK CORP COM 450828108 8,912 138,633 SH   DFND 1 138,633 0 0
ILLINOIS TOOL WKS INC COM 452308109 10,727 84,664 SH   DFND 1 53,364 0 31,300
IMPERIAL OIL LTD COM NEW 453038408 3 120 SH   DFND 1 120 0 0
INDEPENDENCE CONTRACT DRIL I COM 453415309 48 15,258 SH   DFND 1 5,958 0 9,300
INDEPENDENT BANK CORP MICH COM NEW 453838609 114 5,411 SH   DFND 1 2,111 0 3,300
INGLES MKTS INC CL A 457030104 207 7,570 SH   DFND 1 2,970 0 4,600
INGREDION INC COM 457187102 27,865 304,861 SH   DFND 1 221,061 0 83,800
INSIGHT ENTERPRISES INC COM 45765U103 4,968 121,895 SH   DFND 1 110,295 0 11,600
INNOVIVA INC COM 45781M101 6,206 355,605 SH   DFND 1 317,305 0 38,300
INTEL CORP COM 458140100 236,505 5,039,516 SH   DFND 1 3,998,366 0 1,041,150
INTERNATIONAL BANCSHARES COR COM 459044103 6,632 192,780 SH   DFND 1 178,980 0 13,800
INTERNATIONAL BUSINESS MACHS COM 459200101 95,342 838,758 SH   DFND 1 691,248 0 147,510
INTL PAPER CO COM 460146103 14,228 352,508 SH   DFND 1 290,519 0 61,989
INTERNATIONAL SPEEDWAY CORP CL A 460335201 3,377 76,976 SH   DFND 1 67,394 0 9,582
INTERPUBLIC GROUP COS INC COM 460690100 8,879 430,381 SH   DFND 1 338,695 0 91,686
INTL FCSTONE INC COM 46116V105 2,323 63,492 SH   DFND 1 57,692 0 5,800
INTREPID POTASH INC COM 46121Y102 198 76,004 SH   DFND 1 29,604 0 46,400
INVESTORS BANCORP INC NEW COM 46146L101 6,382 613,605 SH   DFND 1 613,605 0 0
IRIDIUM COMMUNICATIONS INC COM 46269C102 6,666 361,255 SH   DFND 1 326,455 0 34,800
ISHARES TR S&P 500 VAL ETF 464287408 478 4,725 SH   DFND 1 4,725 0 0
ISHARES TR RUS 1000 VAL ETF 464287598 75,488 679,757 SH   DFND 1 480,159 0 199,598
ISHARES TR RUS 2000 VAL ETF 464287630 6,711 62,401 SH   DFND 1 58,741 0 3,660
J ALEXANDERS HLDGS INC COM 46609J106 64 7,720 SH   DFND 1 3,020 0 4,700
JPMORGAN CHASE & CO COM 46625H100 472,190 4,837,021 SH   DFND 1 3,929,723 0 907,298
JABIL INC COM 466313103 11,451 461,881 SH   DFND 1 461,881 0 0
JEFFERIES FINL GROUP INC COM 47233W109 5,191 299,015 SH   DFND 1 242,240 0 56,775
JETBLUE AIRWAYS CORP COM 477143101 4,193 261,057 SH   DFND 1 215,292 0 45,765
JOHNSON & JOHNSON COM 478160104 147,096 1,139,835 SH   DFND 1 939,747 0 200,088
JONES LANG LASALLE INC COM 48020Q107 5,233 41,330 SH   DFND 1 34,119 0 7,211
JUNIPER NETWORKS INC COM 48203R104 6,793 252,402 SH   DFND 1 207,939 0 44,463
KBR INC COM 48242W106 7,346 483,901 SH   DFND 1 438,001 0 45,900
KLA-TENCOR CORP COM 482480100 12,728 142,222 SH   DFND 1 117,286 0 24,936
KKR & CO INC CL A 48251W104 149,808 7,631,574 SH   DFND 1 6,188,340 0 1,443,234
KANSAS CITY SOUTHERN COM NEW 485170302 7,267 76,133 SH   DFND 1 62,813 0 13,320
KEARNY FINL CORP MD COM 48716P108 3,876 302,280 SH   DFND 1 276,154 0 26,126
KELLOGG CO COM 487836108 14,309 250,974 SH   DFND 1 206,813 0 44,161
KELLY SVCS INC CL A 488152208 2,296 112,068 SH   DFND 1 99,668 0 12,400
KEMET CORP COM NEW 488360207 3,461 197,306 SH   DFND 1 178,606 0 18,700
KENNAMETAL INC COM 489170100 8,068 242,410 SH   DFND 1 225,310 0 17,100
KEY TRONIC CORP COM 493144109 36 6,271 SH   DFND 1 2,471 0 3,800
KEYCORP NEW COM 493267108 18,536 1,254,073 SH   DFND 1 977,372 0 276,701
KIMBALL ELECTRONICS INC COM 49428J109 217 13,960 SH   DFND 1 5,460 0 8,500
KIMBERLY CLARK CORP COM 494368103 15,478 135,842 SH   DFND 1 111,908 0 23,934
KINDER MORGAN INC DEL COM 49456B101 62,905 4,090,013 SH   DFND 1 3,351,166 0 738,847
KIRBY CORP COM 497266106 7,277 108,029 SH   DFND 1 108,029 0 0
KIRKLANDS INC COM 497498105 79 8,200 SH   DFND 1 3,200 0 5,000
KNOLL INC COM NEW 498904200 2,797 169,687 SH   DFND 1 153,587 0 16,100
KOHLS CORP COM 500255104 9,122 137,502 SH   DFND 1 113,466 0 24,036
KRAFT HEINZ CO COM 500754106 28,130 653,570 SH   DFND 1 542,006 0 111,564
KROGER CO COM 501044101 24,497 890,790 SH   DFND 1 687,730 0 203,060
L BRANDS INC COM 501797104 7 270 SH   DFND 1 270 0 0
LPL FINL HLDGS INC COM 50212V100 4,373 71,584 SH   DFND 1 55,871 0 15,713
LSB INDS INC COM 502160104 85 15,310 SH   DFND 1 6,010 0 9,300
LABORATORY CORP AMER HLDGS COM NEW 50540R409 11,681 92,436 SH   DFND 1 76,211 0 16,225
LAKELAND BANCORP INC COM 511637100 166 11,195 SH   DFND 1 4,440 0 6,755
LAKELAND INDS INC COM 511795106 49 4,616 SH   DFND 1 1,816 0 2,800
LAM RESEARCH CORP COM 512807108 16 112 SH   DFND 1 112 0 0
LANDEC CORP COM 514766104 166 13,980 SH   DFND 1 5,480 0 8,500
LANDSTAR SYS INC COM 515098101 266 2,779 SH   DFND 1 1,679 0 1,100
LAS VEGAS SANDS CORP COM 517834107 17,920 344,280 SH   DFND 1 258,028 0 86,252
LEAR CORP COM NEW 521865204 1,747 14,217 SH   DFND 1 9,017 0 5,200
LEE ENTERPRISES INC COM 523768109 65 30,587 SH   DFND 1 11,987 0 18,600
LEGGETT & PLATT INC COM 524660107 3,403 94,938 SH   DFND 1 78,214 0 16,724
LIBERTY BROADBAND CORP COM SER A 530307107 2 26 SH   DFND 1 26 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 13 173 SH   DFND 1 173 0 0
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5 111 SH   DFND 1 111 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 8 211 SH   DFND 1 211 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 7 199 SH   DFND 1 199 0 0
LIBERTY MEDIA CORP DELAWARE COM SER A FRMLA 531229870 1 25 SH   DFND 1 25 0 0
LILLY ELI & CO COM 532457108 19 161 SH   DFND 1 161 0 0
LINCOLN ELEC HLDGS INC COM 533900106 1,993 25,267 SH   DFND 1 20,861 0 4,406
LINCOLN NATL CORP IND COM 534187109 10,158 197,971 SH   DFND 1 163,222 0 34,749
LOCKHEED MARTIN CORP COM 539830109 47,662 182,027 SH   DFND 1 149,982 0 32,045
LOEWS CORP COM 540424108 13,569 298,070 SH   DFND 1 245,695 0 52,375
LOUISIANA PAC CORP COM 546347105 8,720 392,397 SH   DFND 1 392,397 0 0
LOWES COS INC COM 548661107 62,377 675,362 SH   DFND 1 556,596 0 118,766
LUTHER BURBANK CORP COM 550550107 3,516 389,776 SH   DFND 1 346,663 0 43,113
M & T BK CORP COM 55261F104 24,666 172,332 SH   DFND 1 134,897 0 37,435
MBIA INC COM 55262C100 2,481 278,083 SH   DFND 1 250,183 0 27,900
M D C HLDGS INC COM 552676108 5,534 196,854 SH   DFND 1 176,884 0 19,970
MGIC INVT CORP WIS COM 552848103 9,289 887,973 SH   DFND 1 887,973 0 0
MSCI INC COM 55354G100 11 71 SH   DFND 1 71 0 0
MSG NETWORK INC CL A 553573106 4,999 212,144 SH   DFND 1 190,944 0 21,200
MTS SYS CORP COM 553777103 4,956 123,489 SH   DFND 1 108,553 0 14,936
MACYS INC COM 55616P104 6,261 210,219 SH   DFND 1 173,566 0 36,653
MADISON SQUARE GARDEN CO NEW CL A 55825T103 4,457 16,647 SH   DFND 1 13,742 0 2,905
MAGNA INTL INC COM 559222401 112,090 2,466,225 SH   DFND 1 1,999,901 0 466,324
MAMMOTH ENERGY SVCS INC COM 56155L108 2,722 151,383 SH   DFND 1 136,883 0 14,500
MARATHON OIL CORP COM 565849106 11,068 771,774 SH   DFND 1 636,382 0 135,392
MARATHON PETE CORP COM 56585A102 6,661 112,869 SH   DFND 1 70,969 0 41,900
MARCHEX INC CL B 56624R108 60 22,437 SH   DFND 1 8,737 0 13,700
MARINEMAX INC COM 567908108 268 14,629 SH   DFND 1 5,729 0 8,900
MARKEL CORP COM 570535104 13,342 12,852 SH   DFND 1 10,618 0 2,234
MARLIN BUSINESS SVCS CORP COM 571157106 103 4,590 SH   DFND 1 1,790 0 2,800
MARRIOTT INTL INC NEW CL A 571903202 9,754 89,844 SH   DFND 1 56,644 0 33,200
MASTEC INC COM 576323109 113 2,763 SH   DFND 1 1,763 0 1,000
MASTECH DIGITAL INC COM 57633B100 38 5,900 SH   DFND 1 2,300 0 3,600
MASTERCARD INCORPORATED CL A 57636Q104 30 154 SH   DFND 1 154 0 0
MASTERCRAFT BOAT HLDGS INC COM 57637H103 188 10,040 SH   DFND 1 3,940 0 6,100
MAXIM INTEGRATED PRODS INC COM 57772K101 1,584 31,145 SH   DFND 1 19,645 0 11,500
MBT FINL CORP COM 578877102 92 9,858 SH   DFND 1 3,858 0 6,000
MCKESSON CORP COM 58155Q103 18,728 169,523 SH   DFND 1 139,779 0 29,744
MEDNAX INC COM 58502B106 8,188 248,109 SH   DFND 1 248,109 0 0
MERCANTILE BANK CORP COM 587376104 129 4,537 SH   DFND 1 1,837 0 2,700
MERCK & CO INC COM 58933Y105 148,527 1,943,804 SH   DFND 1 1,601,519 0 342,285
MERIDIAN CORPORATION COM 58958P104 601 35,000 SH   DFND 1 35,000 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,401 97,814 SH   DFND 1 89,414 0 8,400
MERITAGE HOMES CORP COM 59001A102 5,039 137,220 SH   DFND 1 124,220 0 13,000
METHANEX CORP COM 59151K108 3 59 SH   DFND 1 59 0 0
METLIFE INC COM 59156R108 48,594 1,183,472 SH   DFND 1 930,433 0 253,039
MICROSTRATEGY INC CL A NEW 594972408 6,520 51,030 SH   DFND 1 43,640 0 7,390
MICRON TECHNOLOGY INC COM 595112103 130,070 4,099,250 SH   DFND 1 3,317,541 0 781,709
MIDLAND STS BANCORP INC ILL COM 597742105 228 10,171 SH   DFND 1 3,971 0 6,200
MIDWESTONE FINL GROUP INC NE COM 598511103 115 4,605 SH   DFND 1 1,805 0 2,800
MILLER HERMAN INC COM 600544100 5,684 187,897 SH   DFND 1 166,697 0 21,200
MILLER INDS INC TENN COM NEW 600551204 185 6,824 SH   DFND 1 2,624 0 4,200
MINERALS TECHNOLOGIES INC COM 603158106 5,517 107,455 SH   DFND 1 98,555 0 8,900
MOHAWK INDS INC COM 608190104 77,608 663,539 SH   DFND 1 536,539 0 127,000
MOLSON COORS BREWING CO CL B 60871R209 94,269 1,678,563 SH   DFND 1 1,381,432 0 297,131
MONDELEZ INTL INC CL A 609207105 42,689 1,066,411 SH   DFND 1 878,745 0 187,666
MORGAN STANLEY COM NEW 617446448 85,738 2,162,348 SH   DFND 1 1,681,139 0 481,209
MURPHY OIL CORP COM 626717102 14,714 629,066 SH   DFND 1 606,736 0 22,330
NVR INC COM 62944T105 5,523 2,266 SH   DFND 1 1,875 0 391
NACCO INDS INC CL A 629579103 99 2,930 SH   DFND 1 1,130 0 1,800
NASDAQ INC COM 631103108 11,116 136,268 SH   DFND 1 108,738 0 27,530
NATIONAL BK HLDGS CORP CL A 633707104 1,910 61,855 SH   DFND 1 56,255 0 5,600
NATIONAL OILWELL VARCO INC COM 637071101 8,862 344,795 SH   DFND 1 284,209 0 60,586
NATURAL GAS SERVICES GROUP COM 63886Q109 1,915 116,443 SH   DFND 1 105,076 0 11,367
NAVIGANT CONSULTING INC COM 63935N107 2,209 91,834 SH   DFND 1 83,734 0 8,100
NAVIENT CORPORATION COM 63938C108 7,353 834,597 SH   DFND 1 766,697 0 67,900
NELNET INC CL A 64031N108 4,627 88,394 SH   DFND 1 80,594 0 7,800
NEOS THERAPEUTICS INC COM 64052L106 122 73,616 SH   DFND 1 66,018 0 7,598
NETAPP INC COM 64110D104 3,523 59,030 SH   DFND 1 37,330 0 21,700
NETWORK 1 TECHNOLOGIES INC COM 64121N109 29 12,690 SH   DFND 1 4,990 0 7,700
NEW YORK CMNTY BANCORP INC COM 649445103 10 1,032 SH   DFND 1 1,032 0 0
NEWELL BRANDS INC COM 651229106 5,567 299,428 SH   DFND 1 246,655 0 52,773
NEWMONT MINING CORP COM 651639106 13,379 386,097 SH   DFND 1 318,201 0 67,896
NEWPARK RES INC COM PAR $.01NEW 651718504 3,064 445,991 SH   DFND 1 386,711 0 59,280
NEWS CORP NEW CL A 65249B109 12 994 SH   DFND 1 994 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 12,041 153,106 SH   DFND 1 139,106 0 14,000
NIKE INC CL B 654106103 50 662 SH   DFND 1 662 0 0
NINE ENERGY SVC INC COM 65441V101 364 16,140 SH   DFND 1 6,340 0 9,800
NOBLE ENERGY INC COM 655044105 3,575 190,558 SH   DFND 1 157,211 0 33,347
NORDSTROM INC COM 655664100 7,023 150,664 SH   DFND 1 124,127 0 26,537
NORFOLK SOUTHERN CORP COM 655844108 7,693 51,440 SH   DFND 1 32,440 0 19,000
NORTHEAST BANCORP COM NEW 663904209 36 2,140 SH   DFND 1 840 0 1,300
NORTHERN TR CORP COM 665859104 17,755 212,401 SH   DFND 1 167,856 0 44,545
NORTHFIELD BANCORP INC DEL COM 66611T108 2,030 149,776 SH   DFND 1 137,676 0 12,100
NORTHRIM BANCORP INC COM 666762109 84 2,551 SH   DFND 1 1,015 0 1,536
NORTHROP GRUMMAN CORP COM 666807102 22,802 93,107 SH   DFND 1 77,184 0 15,923
NORTHWEST BANCSHARES INC MD COM 667340103 5,270 311,055 SH   DFND 1 286,155 0 24,900
NORTHWEST PIPE CO COM 667746101 1,075 46,136 SH   DFND 1 42,936 0 3,200
NOW INC COM 67011P100 3,802 326,549 SH   DFND 1 300,549 0 26,000
NUCOR CORP COM 670346105 15,558 300,283 SH   DFND 1 245,311 0 54,972
OGE ENERGY CORP COM 670837103 5,654 144,259 SH   DFND 1 118,824 0 25,435
O REILLY AUTOMOTIVE INC NEW COM 67103H107 6,714 19,498 SH   DFND 1 12,298 0 7,200
OFG BANCORP COM 67103X102 1,517 92,120 SH   DFND 1 80,520 0 11,600
OASIS PETE INC NEW COM 674215108 5,955 1,076,806 SH   DFND 1 973,896 0 102,910
OCCIDENTAL PETE CORP DEL COM 674599105 29,019 472,773 SH   DFND 1 378,372 0 94,401
OCEANEERING INTL INC COM 675232102 30,107 2,488,121 SH   DFND 1 2,046,663 0 441,458
OCEANFIRST FINL CORP COM 675234108 3,658 162,490 SH   DFND 1 147,590 0 14,900
OIL STS INTL INC COM 678026105 4,250 297,596 SH   DFND 1 264,180 0 33,416
OLD NATL BANCORP IND COM 680033107 6,397 415,375 SH   DFND 1 375,475 0 39,900
OLD REP INTL CORP COM 680223104 5 207 SH   DFND 1 207 0 0
OLD SECOND BANCORP INC ILL COM 680277100 167 12,785 SH   DFND 1 4,985 0 7,800
OLYMPIC STEEL INC COM 68162K106 712 49,863 SH   DFND 1 46,463 0 3,400
OMNICOM GROUP INC COM 681919106 16,374 223,566 SH   DFND 1 172,925 0 50,641
ONEMAIN HLDGS INC COM 68268W103 45,062 1,855,131 SH   DFND 1 1,574,878 0 280,253
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 172 6,697 SH   DFND 1 2,597 0 4,100
ORACLE CORP COM 68389X105 184,104 4,077,586 SH   DFND 1 3,247,035 0 830,551
ORITANI FINL CORP DEL COM 68633D103 1,509 102,254 SH   DFND 1 91,954 0 10,300
OSHKOSH CORP COM 688239201 15,606 254,528 SH   DFND 1 246,417 0 8,111
OVERSEAS SHIPHOLDING GROUP I CL A NEW 69036R863 74 44,360 SH   DFND 1 17,360 0 27,000
PCM INC COM 69323K100 73 4,100 SH   DFND 1 1,600 0 2,500
PCSB FINL CORP COM 69324R104 679 34,690 SH   DFND 1 29,090 0 5,600
PNC FINL SVCS GROUP INC COM 693475105 64,469 551,434 SH   DFND 1 430,627 0 120,807
PPG INDS INC COM 693506107 29,691 290,426 SH   DFND 1 226,771 0 63,655
PRA GROUP INC COM 69354N106 3,116 127,831 SH   DFND 1 120,631 0 7,200
PVH CORP COM 693656100 6,507 70,000 SH   DFND 1 57,782 0 12,218
PACCAR INC COM 693718108 18,275 319,823 SH   DFND 1 263,743 0 56,080
PACKAGING CORP AMER COM 695156109 6,426 76,991 SH   DFND 1 63,570 0 13,421
PACWEST BANCORP DEL COM 695263103 6 174 SH   DFND 1 174 0 0
PAPA JOHNS INTL INC COM 698813102 3,053 76,672 SH   DFND 1 65,182 0 11,490
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 2,044 144,132 SH   DFND 1 127,932 0 16,200
PARK OHIO HLDGS CORP COM 700666100 206 6,710 SH   DFND 1 2,610 0 4,100
PARKE BANCORP INC COM 700885106 471 25,141 SH   DFND 1 25,141 0 0
PARKER HANNIFIN CORP COM 701094104 13,860 92,931 SH   DFND 1 76,607 0 16,324
PARSLEY ENERGY INC CL A 701877102 4 247 SH   DFND 1 247 0 0
PEABODY ENERGY CORP NEW COM 704551100 10,192 334,355 SH   DFND 1 334,355 0 0
PEAPACK-GLADSTONE FINL CORP COM 704699107 202 8,017 SH   DFND 1 3,117 0 4,900
PENNYMAC FINL SVCS INC COM 70932M107 269 12,650 SH   DFND 1 4,950 0 7,700
PENSKE AUTOMOTIVE GRP INC COM 70959W103 9,926 246,167 SH   DFND 1 246,167 0 0
PEOPLES BANCORP INC COM 709789101 253 8,375 SH   DFND 1 3,275 0 5,100
PEOPLES UNITED FINANCIAL INC COM 712704105 4 239 SH   DFND 1 239 0 0
PFIZER INC COM 717081103 254,444 5,829,175 SH   DFND 1 4,714,649 0 1,114,526
PHILIP MORRIS INTL INC COM 718172109 66,444 995,252 SH   DFND 1 820,008 0 175,244
PHILLIPS 66 COM 718546104 49,034 569,169 SH   DFND 1 444,158 0 125,011
PHOTRONICS INC COM 719405102 355 36,670 SH   DFND 1 14,370 0 22,300
PINNACLE FINL PARTNERS INC COM 72346Q104 8 163 SH   DFND 1 163 0 0
PINNACLE WEST CAP CORP COM 723484101 8,170 95,891 SH   DFND 1 79,164 0 16,727
PIPER JAFFRAY COS COM 724078100 3,024 45,923 SH   DFND 1 42,223 0 3,700
POLARIS INDS INC COM 731068102 3,045 39,706 SH   DFND 1 32,697 0 7,009
POPULAR INC COM NEW 733174700 15,386 325,824 SH   DFND 1 307,566 0 18,258
PORTLAND GEN ELEC CO COM NEW 736508847 11 225 SH   DFND 1 225 0 0
PORTOLA PHARMACEUTICALS INC COM 737010108 16,299 834,967 SH   DFND 1 643,507 0 191,460
POWELL INDS INC COM 739128106 4,214 168,479 SH   DFND 1 145,907 0 22,572
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,129 26,027 SH   DFND 1 22,127 0 3,900
PRICE T ROWE GROUP INC COM 74144T108 18,909 204,810 SH   DFND 1 168,658 0 36,152
PRINCIPAL FINL GROUP INC COM 74251V102 30 661 SH   DFND 1 661 0 0
PROGRESSIVE CORP OHIO COM 743315103 22,514 373,173 SH   DFND 1 307,481 0 65,692
PROPETRO HLDG CORP COM 74347M108 3,536 287,004 SH   DFND 1 259,804 0 27,200
PROSPERITY BANCSHARES INC COM 743606105 15,059 241,715 SH   DFND 1 230,799 0 10,916
PROTECTIVE INS CORP CL B 74368L203 104 6,241 SH   DFND 1 2,441 0 3,800
PROVIDENT FINL HLDGS INC COM 743868101 53 3,407 SH   DFND 1 1,307 0 2,100
PROVIDENT FINL SVCS INC COM 74386T105 3,664 151,832 SH   DFND 1 141,032 0 10,800
PRUDENTIAL FINL INC COM 744320102 39,572 485,246 SH   DFND 1 378,281 0 106,965
PUBLIC SVC ENTERPRISE GROUP COM 744573106 23,850 458,209 SH   DFND 1 377,795 0 80,414
PULTE GROUP INC COM 745867101 59,566 2,291,858 SH   DFND 1 1,846,617 0 445,241
QCR HOLDINGS INC COM 74727A104 212 6,576 SH   DFND 1 2,576 0 4,000
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 2,698 311,877 SH   DFND 1 283,736 0 28,141
QEP RES INC COM 74733V100 4,508 800,657 SH   DFND 1 724,157 0 76,500
QORVO INC COM 74736K101 6,601 108,678 SH   DFND 1 89,649 0 19,029
QUALCOMM INC COM 747525103 36 622 SH   DFND 1 622 0 0
QUANTA SVCS INC COM 74762E102 10,894 361,899 SH   DFND 1 345,377 0 16,522
QUEST DIAGNOSTICS INC COM 74834L100 9,436 113,316 SH   DFND 1 93,386 0 19,930
QUOTIENT TECHNOLOGY INC COM 749119103 7,181 672,370 SH   DFND 1 579,930 0 92,440
QURATE RETAIL INC COM SER A 74915M100 6 287 SH   DFND 1 287 0 0
RCI HOSPITALITY HLDGS INC COM 74934Q108 115 5,110 SH   DFND 1 2,010 0 3,100
REV GROUP INC COM 749527107 830 110,400 SH   DFND 1 110,400 0 0
RPC INC COM 749660106 3,603 364,955 SH   DFND 1 310,279 0 54,676
RTI SURGICAL INC COM 74975N105 71 18,936 SH   DFND 1 7,436 0 11,500
RADIAN GROUP INC COM 750236101 9,471 578,876 SH   DFND 1 578,876 0 0
RALPH LAUREN CORP CL A 751212101 3,603 34,824 SH   DFND 1 28,715 0 6,109
RANGE RES CORP COM 75281A109 8,206 857,378 SH   DFND 1 776,078 0 81,300
RAYMOND JAMES FINANCIAL INC COM 754730109 8,224 110,512 SH   DFND 1 91,182 0 19,330
RECRO PHARMA INC COM 75629F109 295 41,500 SH   DFND 1 41,500 0 0
REGAL BELOIT CORP COM 758750103 9,894 141,241 SH   DFND 1 125,541 0 15,700
REGIONAL MGMT CORP COM 75902K106 143 5,927 SH   DFND 1 2,327 0 3,600
REGIONS FINL CORP NEW COM 7591EP100 18,411 1,375,966 SH   DFND 1 1,067,409 0 308,557
REINSURANCE GROUP AMER INC COM NEW 759351604 10,644 75,902 SH   DFND 1 59,487 0 16,415
RELIANCE STEEL & ALUMINUM CO COM 759509102 19,239 270,312 SH   DFND 1 258,796 0 11,516
RENASANT CORP COM 75970E107 4,470 148,104 SH   DFND 1 135,202 0 12,902
RENEWABLE ENERGY GROUP INC COM NEW 75972A301 579 22,522 SH   DFND 1 8,722 0 13,800
REPUBLIC BANCORP KY CL A 760281204 2,200 56,813 SH   DFND 1 52,813 0 4,000
REX AMERICAN RESOURCES CORP COM 761624105 233 3,410 SH   DFND 1 1,310 0 2,100
RICHARDSON ELECTRS LTD COM 763165107 37 4,207 SH   DFND 1 1,707 0 2,500
RIVERVIEW BANCORP INC COM 769397100 70 9,508 SH   DFND 1 3,708 0 5,800
ROBERT HALF INTL INC COM 770323103 1,309 22,884 SH   DFND 1 14,484 0 8,400
ROCKWELL AUTOMATION INC COM 773903109 1,935 12,857 SH   DFND 1 8,157 0 4,700
ROCKY BRANDS INC COM 774515100 103 3,958 SH   DFND 1 1,558 0 2,400
ROGERS CORP COM 775133101 2,479 25,017 SH   DFND 1 21,317 0 3,700
ROSS STORES INC COM 778296103 18 206 SH   DFND 1 206 0 0
RYDER SYS INC COM 783549108 7 130 SH   DFND 1 130 0 0
S & T BANCORP INC COM 783859101 2,968 78,420 SH   DFND 1 71,120 0 7,300
S&P GLOBAL INC COM 78409V104 33 194 SH   DFND 1 194 0 0
SEACOR MARINE HLDGS INC COM 78413P101 128 10,810 SH   DFND 1 4,210 0 6,600
SLM CORP COM 78442P106 46,447 5,589,174 SH   DFND 1 4,778,917 0 810,257
SM ENERGY CO COM 78454L100 5,963 385,196 SH   DFND 1 348,596 0 36,600
SABRE CORP COM 78573M104 4 147 SH   DFND 1 147 0 0
SALLY BEAUTY HLDGS INC COM 79546E104 7,037 412,712 SH   DFND 1 373,512 0 39,200
SANDERSON FARMS INC COM 800013104 2,240 22,551 SH   DFND 1 19,261 0 3,290
SANMINA CORPORATION COM 801056102 5,642 234,480 SH   DFND 1 212,180 0 22,300
SANTANDER CONSUMER USA HDG I COM 80283M101 60,599 3,445,082 SH   DFND 1 2,699,087 0 745,995
SCANA CORP NEW COM 80589M102 6 110 SH   DFND 1 110 0 0
SCANSOURCE INC COM 806037107 3,023 87,920 SH   DFND 1 79,620 0 8,300
SCHLUMBERGER LTD COM 806857108 133,844 3,709,622 SH   DFND 1 2,984,622 0 725,000
SCHOLASTIC CORP COM 807066105 4,396 109,185 SH   DFND 1 98,536 0 10,649
SCHWEITZER-MAUDUIT INTL INC COM 808541106 2,471 98,614 SH   DFND 1 87,714 0 10,900
SEABOARD CORP COM 811543107 4 1 SH   DFND 1 1 0 0
SEACOR HOLDINGS INC COM 811904101 1,801 48,654 SH   DFND 1 42,754 0 5,900
SEALED AIR CORP NEW COM 81211K100 3,501 100,466 SH   DFND 1 82,743 0 17,723
SHARPS COMPLIANCE CORP COM 820017101 1,008 291,900 SH   DFND 1 291,900 0 0
SHILOH INDS INC COM 824543102 73 12,510 SH   DFND 1 4,910 0 7,600
SHIRE PLC SPONSORED ADR 82481R106 7 36 SH   DFND 1 36 0 0
SHORE BANCSHARES INC COM 825107105 80 5,442 SH   DFND 1 2,142 0 3,300
SIERRA BANCORP COM 82620P102 154 6,374 SH   DFND 1 2,507 0 3,867
SIGNATURE BK NEW YORK N Y COM 82669G104 7 68 SH   DFND 1 68 0 0
SILGAN HOLDINGS INC COM 827048109 8,067 341,494 SH   DFND 1 306,094 0 35,400
SILVERBOW RES INC COM 82836G102 145 6,100 SH   DFND 1 2,400 0 3,700
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 6,071 251,577 SH   DFND 1 227,477 0 24,100
SKYWEST INC COM 830879102 7,927 178,238 SH   DFND 1 159,838 0 18,400
SKYWORKS SOLUTIONS INC COM 83088M102 15 212 SH   DFND 1 212 0 0
SMART & FINAL STORES INC COM 83190B101 3,521 742,668 SH   DFND 1 653,815 0 88,853
SMUCKER J M CO COM NEW 832696405 9,653 103,250 SH   DFND 1 85,123 0 18,127
SNAP ON INC COM 833034101 7,516 51,729 SH   DFND 1 42,715 0 9,014
SONIC AUTOMOTIVE INC CL A 83545G102 1,347 97,881 SH   DFND 1 87,981 0 9,900
SONOCO PRODS CO COM 835495102 4,520 85,073 SH   DFND 1 70,050 0 15,023
SOUTH ST CORP COM 840441109 2,816 46,969 SH   DFND 1 38,069 0 8,900
SOUTHERN NATL BANCORP OF VA COM 843395104 137 10,330 SH   DFND 1 4,030 0 6,300
SOUTHWEST AIRLS CO COM 844741108 32,370 696,424 SH   DFND 1 542,691 0 153,733
SPARTANNASH CO COM 847215100 331 19,250 SH   DFND 1 7,550 0 11,700
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 9,968 138,270 SH   DFND 1 107,342 0 30,928
SPOK HLDGS INC COM 84863T106 137 10,300 SH   DFND 1 4,000 0 6,300
SPORTSMANS WHSE HLDGS INC COM 84920Y106 996 227,198 SH   DFND 1 213,198 0 14,000
STANLEY BLACK & DECKER INC COM 854502101 9,690 80,920 SH   DFND 1 67,100 0 13,820
STARBUCKS CORP COM 855244109 23,015 357,365 SH   DFND 1 225,165 0 132,200
STATE STR CORP COM 857477103 19 290 SH   DFND 1 290 0 0
STEEL DYNAMICS INC COM 858119100 8,101 269,660 SH   DFND 1 211,908 0 57,752
STERICYCLE INC COM 858912108 6 157 SH   DFND 1 157 0 0
STERLING BANCORP DEL COM 85917A100 4,778 289,377 SH   DFND 1 289,377 0 0
STIFEL FINL CORP COM 860630102 8,803 212,526 SH   DFND 1 197,426 0 15,100
STITCH FIX INC COM CL A 860897107 3,849 225,178 SH   DFND 1 193,228 0 31,950
STONERIDGE INC COM 86183P102 369 14,950 SH   DFND 1 5,850 0 9,100
STRATTEC SEC CORP COM 863111100 58 1,980 SH   DFND 1 780 0 1,200
SUNCOR ENERGY INC NEW COM 867224107 25 885 SH   DFND 1 885 0 0
SUNRUN INC COM 86771W105 1,525 140,000 SH   DFND 1 124,214 0 15,786
SUNTRUST BKS INC COM 867914103 28,344 561,932 SH   DFND 1 436,926 0 125,006
SUPPORT COM INC COM NEW 86858W200 25 10,126 SH   DFND 1 3,926 0 6,200
SYNALLOY CP DEL COM 871565107 83 4,973 SH   DFND 1 1,973 0 3,000
SYNOVUS FINL CORP COM NEW 87161C501 832 25,990 SH   DFND 1 16,550 0 9,440
SYNNEX CORP COM 87162W100 5 50 SH   DFND 1 50 0 0
SYNCHRONY FINL COM 87165B103 4,914 209,448 SH   DFND 1 132,848 0 76,600
SYSCO CORP COM 871829107 17 266 SH   DFND 1 266 0 0
TCF FINL CORP COM 872275102 8,210 421,232 SH   DFND 1 377,940 0 43,292
TD AMERITRADE HLDG CORP COM 87236Y108 14,758 301,416 SH   DFND 1 249,940 0 51,476
TJX COS INC NEW COM 872540109 31 682 SH   DFND 1 682 0 0
TARGET CORP COM 87612E106 47,075 712,282 SH   DFND 1 544,659 0 167,623
TEAM INC COM 878155100 3,253 221,980 SH   DFND 1 195,430 0 26,550
TECH DATA CORP COM 878237106 10,488 128,198 SH   DFND 1 115,998 0 12,200
TECK RESOURCES LTD CL B 878742204 7 308 SH   DFND 1 308 0 0
TEGNA INC COM 87901J105 8,039 739,468 SH   DFND 1 669,268 0 70,200
TEJON RANCH CO COM 879080109 226 13,625 SH   DFND 1 5,325 0 8,300
TELEPHONE & DATA SYS INC COM NEW 879433829 11,685 359,086 SH   DFND 1 326,886 0 32,200
TERADYNE INC COM 880770102 6,978 222,364 SH   DFND 1 174,621 0 47,743
TERRITORIAL BANCORP INC COM 88145X108 547 21,047 SH   DFND 1 18,647 0 2,400
TEVA PHARMACEUTICAL INDS LTD SPONSORED ADR 881624209 8 500 SH   DFND 1 500 0 0
TEXAS INSTRS INC COM 882508104 36,032 381,282 SH   DFND 1 314,288 0 66,994
TEXTRON INC COM 883203101 2,047 44,501 SH   DFND 1 27,801 0 16,700
THOR INDS INC COM 885160101 3,220 61,910 SH   DFND 1 52,710 0 9,200
TIFFANY & CO NEW COM 886547108 350 4,342 SH   DFND 1 2,742 0 1,600
TIMKEN CO COM 887389104 9,856 264,084 SH   DFND 1 238,984 0 25,100
TITAN INTL INC ILL COM 88830M102 2,790 598,630 SH   DFND 1 526,484 0 72,146
TITAN MACHY INC COM 88830R101 5,941 451,732 SH   DFND 1 397,403 0 54,329
TOLL BROTHERS INC COM 889478103 2,619 79,529 SH   DFND 1 66,009 0 13,520
TORCHMARK CORP COM 891027104 21,253 285,154 SH   DFND 1 229,172 0 55,982
TOWER INTL INC COM 891826109 286 11,994 SH   DFND 1 4,694 0 7,300
TOWNSQUARE MEDIA INC CL A 892231101 31 7,540 SH   DFND 1 2,940 0 4,600
TRACTOR SUPPLY CO COM 892356106 6 67 SH   DFND 1 67 0 0
TRAVELERS COMPANIES INC COM 89417E109 65,554 547,417 SH   DFND 1 451,775 0 95,642
TRIBUNE MEDIA CO CL A 896047503 4 86 SH   DFND 1 86 0 0
TRICO BANCSHARES COM 896095106 275 8,132 SH   DFND 1 3,132 0 5,000
TRINITY INDS INC COM 896522109 7,371 357,965 SH   DFND 1 357,965 0 0
TRISTATE CAP HLDGS INC COM 89678F100 402 20,610 SH   DFND 1 20,610 0 0
TRUEBLUE INC COM 89785X101 2,949 132,525 SH   DFND 1 117,825 0 14,700
TRUSTCO BK CORP N Y COM 898349105 229 33,290 SH   DFND 1 13,090 0 20,200
TRUSTMARK CORP COM 898402102 5,723 201,277 SH   DFND 1 184,777 0 16,500
TUPPERWARE BRANDS CORP COM 899896104 50,676 1,605,192 SH   DFND 1 1,285,734 0 319,458
TYSON FOODS INC CL A 902494103 46,634 873,278 SH   DFND 1 697,778 0 175,500
UMB FINL CORP COM 902788108 4 65 SH   DFND 1 65 0 0
US BANCORP DEL COM NEW 902973304 68,417 1,497,069 SH   DFND 1 1,233,895 0 263,174
UBIQUITI NETWORKS INC COM 90347A100 1,735 17,451 SH   DFND 1 11,051 0 6,400
ULTA BEAUTY INC COM 90384S303 4 14 SH   DFND 1 14 0 0
UMPQUA HLDGS CORP COM 904214103 11,459 720,638 SH   DFND 1 693,601 0 27,037
UNION BANKSHARES CORP NEW COM 90539J109 5,076 179,806 SH   DFND 1 162,581 0 17,225
UNION PAC CORP COM 907818108 28,319 204,863 SH   DFND 1 129,863 0 75,000
UNISYS CORP COM NEW 909214306 318 27,320 SH   DFND 1 10,720 0 16,600
UNIT CORP COM 909218109 2,651 185,641 SH   DFND 1 168,041 0 17,600
UNITED CMNTY FINL CORP OHIO COM 909839102 224 25,260 SH   DFND 1 9,860 0 15,400
UNITED BANKSHARES INC WEST V COM 909907107 7,066 227,123 SH   DFND 1 210,523 0 16,600
UNITED CONTL HLDGS INC COM 910047109 23,244 277,601 SH   DFND 1 214,051 0 63,550
UNITED FINL BANCORP INC NEW COM 910304104 2,229 151,565 SH   DFND 1 139,016 0 12,549
UNITED FIRE GROUP INC COM 910340108 3,258 58,754 SH   DFND 1 52,354 0 6,400
UNITED INS HLDGS CORP COM 910710102 270 16,188 SH   DFND 1 6,288 0 9,900
UNITED PARCEL SERVICE INC CL B 911312106 60,873 624,139 SH   DFND 1 514,483 0 109,656
UNITED RENTALS INC COM 911363109 1,398 13,630 SH   DFND 1 8,630 0 5,000
UNITED STATES CELLULAR CORP COM 911684108 3 53 SH   DFND 1 53 0 0
US FOODS HLDG CORP COM 912008109 2,693 85,112 SH   DFND 1 70,193 0 14,919
UNITED THERAPEUTICS CORP DEL COM 91307C102 15,071 138,391 SH   DFND 1 136,288 0 2,103
UNIVERSAL CORP VA COM 913456109 4,645 85,766 SH   DFND 1 77,666 0 8,100
UNIVERSAL INS HLDGS INC COM 91359V107 4,446 117,235 SH   DFND 1 106,535 0 10,700
UNIVERSAL STAINLESS & ALLOY COM 913837100 586 36,134 SH   DFND 1 36,134 0 0
UNIVERSAL LOGISTICS HLDGS IN COM 91388P105 275 15,160 SH   DFND 1 5,960 0 9,200
UNIVERSAL HLTH SVCS INC CL B 913903100 16 134 SH   DFND 1 134 0 0
UNIVEST CORP PA COM 915271100 273 12,636 SH   DFND 1 4,936 0 7,700
V F CORP COM 918204108 16 214 SH   DFND 1 214 0 0
VOXX INTL CORP CL A 91829F104 47 11,810 SH   DFND 1 4,610 0 7,200
VALERO ENERGY CORP NEW COM 91913Y100 34,539 460,704 SH   DFND 1 364,408 0 96,296
VALLEY NATL BANCORP COM 919794107 8,377 943,342 SH   DFND 1 884,967 0 58,375
VANGUARD INDEX FDS VALUE ETF 922908744 1,403 14,316 SH   DFND 1 14,316 0 0
VERA BRADLEY INC COM 92335C106 160 18,590 SH   DFND 1 7,290 0 11,300
VERIZON COMMUNICATIONS INC COM 92343V104 207,706 3,694,516 SH   DFND 1 3,044,600 0 649,916
VERITEX HLDGS INC COM 923451108 207 9,655 SH   DFND 1 3,755 0 5,900
VERITIV CORP COM 923454102 210 8,396 SH   DFND 1 3,265 0 5,131
VERSO CORP CL A 92531L207 2,661 118,755 SH   DFND 1 107,455 0 11,300
VIACOM INC NEW CL B 92553P201 6,574 255,769 SH   DFND 1 210,906 0 44,863
VILLAGE SUPER MKT INC CL A NEW 927107409 144 5,369 SH   DFND 1 2,069 0 3,300
VISHAY INTERTECHNOLOGY INC COM 928298108 8,329 462,443 SH   DFND 1 413,943 0 48,500
VITAMIN SHOPPE INC COM 92849E101 61 12,850 SH   DFND 1 5,050 0 7,800
VMWARE INC CL A COM 928563402 8 57 SH   DFND 1 57 0 0
VOYA FINL INC COM 929089100 7,457 185,760 SH   DFND 1 148,219 0 37,541
W & T OFFSHORE INC COM 92922P106 1,943 471,488 SH   DFND 1 426,088 0 45,400
WABCO HLDGS INC COM 92927K102 3,595 33,490 SH   DFND 1 27,582 0 5,908
WEC ENERGY GROUP INC COM 92939U106 19,782 285,612 SH   DFND 1 235,341 0 50,271
WADDELL & REED FINL INC CL A 930059100 4,647 256,988 SH   DFND 1 236,488 0 20,500
WALMART INC COM 931142103 149 1,597 SH   DFND 1 1,597 0 0
WALGREENS BOOTS ALLIANCE INC COM 931427108 53,719 786,162 SH   DFND 1 613,113 0 173,049
WALKER & DUNLOP INC COM 93148P102 4,536 104,874 SH   DFND 1 95,274 0 9,600
WARRIOR MET COAL INC COM 93627C101 4,166 172,760 SH   DFND 1 155,860 0 16,900
WASHINGTON FED INC COM 938824109 7,686 287,727 SH   DFND 1 265,127 0 22,600
WATERSTONE FINL INC MD COM 94188P101 202 11,994 SH   DFND 1 4,694 0 7,300
WAYFAIR INC CL A 94419L101 121 1,336 SH   DFND 1 1,336 0 0
WEBSTER FINL CORP CONN COM 947890109 4,121 83,607 SH   DFND 1 68,885 0 14,722
WEIS MKTS INC COM 948849104 4,345 90,936 SH   DFND 1 82,236 0 8,700
WELLS FARGO CO NEW COM 949746101 204,103 4,429,314 SH   DFND 1 3,650,115 0 779,199
WENDYS CO COM 95058W100 4 232 SH   DFND 1 232 0 0
WESBANCO INC COM 950810101 5,019 136,786 SH   DFND 1 122,486 0 14,300
WESCO INTL INC COM 95082P105 6,831 142,312 SH   DFND 1 130,912 0 11,400
WEST BANCORPORATION INC CAP STK 95123P106 125 6,529 SH   DFND 1 2,529 0 4,000
WESTERN ALLIANCE BANCORP COM 957638109 3,073 77,795 SH   DFND 1 64,376 0 13,419
WESTERN NEW ENG BANCORP INC COM 958892101 962 95,766 SH   DFND 1 86,566 0 9,200
WESTERN UN CO COM 959802109 7,120 417,335 SH   DFND 1 344,131 0 73,204
WHIRLPOOL CORP COM 963320106 21 191 SH   DFND 1 191 0 0
WHITING PETE CORP NEW COM NEW 966387409 7,092 312,522 SH   DFND 1 282,822 0 29,700
WILLIAMS SONOMA INC COM 969904101 13,289 263,398 SH   DFND 1 250,994 0 12,404
WINNEBAGO INDS INC COM 974637100 417 17,200 SH   DFND 1 17,200 0 0
WINTRUST FINL CORP COM 97650W108 5,335 80,235 SH   DFND 1 80,235 0 0
WORLD FUEL SVCS CORP COM 981475106 4,944 230,888 SH   DFND 1 208,988 0 21,900
WORTHINGTON INDS INC COM 981811102 7,081 203,227 SH   DFND 1 183,927 0 19,300
WYNDHAM DESTINATIONS INC COM 98310W108 4 96 SH   DFND 1 96 0 0
XCEL ENERGY INC COM 98389B100 19,685 399,526 SH   DFND 1 329,128 0 70,398
XEROX CORP COM NEW 984121608 3,033 153,472 SH   DFND 1 126,537 0 26,935
ZIMMER BIOMET HLDGS INC COM 98956P102 22,376 215,734 SH   DFND 1 174,784 0 40,950
ZIONS BANCORPORATION N A COM 989701107 9,575 235,026 SH   DFND 1 183,083 0 51,943
AIRCASTLE LTD COM G0129K104 4,606 267,138 SH   DFND 1 238,938 0 28,200
ARCH CAP GROUP LTD ORD G0450A105 10 369 SH   DFND 1 369 0 0
ARGO GROUP INTL HLDGS LTD COM G0464B107 7,649 113,731 SH   DFND 1 103,319 0 10,412
ARRIS INTL INC SHS G0551A103 9 290 SH   DFND 1 290 0 0
ASSURED GUARANTY LTD COM G0585R106 11,550 301,704 SH   DFND 1 301,704 0 0
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 12,318 238,536 SH   DFND 1 238,536 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 630 58,970 SH   DFND 1 58,970 0 0
BUNGE LIMITED COM G16962105 5,444 101,863 SH   DFND 1 83,938 0 17,925
CONSOLIDATED WATER CO INC ORD G23773107 101 8,618 SH   DFND 1 3,318 0 5,300
EATON CORP PLC SHS G29183103 27,420 399,349 SH   DFND 1 329,150 0 70,199
ENSTAR GROUP LIMITED SHS G3075P101 4,350 25,954 SH   DFND 1 25,954 0 0
ESSENT GROUP LTD COM G3198U102 8,662 253,404 SH   DFND 1 253,404 0 0
EVEREST RE GROUP LTD COM G3223R108 6,827 31,348 SH   DFND 1 25,540 0 5,808
GEOPARK LTD USD SHS G38327105 1,042 75,400 SH   DFND 1 75,400 0 0
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 124 3,414 SH   DFND 1 1,364 0 2,050
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 3,668 425,419 SH   DFND 1 374,329 0 51,090
HORIZON PHARMA PLC SHS G4617B105 29,059 1,487,147 SH   DFND 1 1,181,062 0 306,085
INGERSOLL-RAND PLC SHS G47791101 20,727 227,185 SH   DFND 1 187,329 0 39,856
INVESCO LTD SHS G491BT108 53,631 3,203,726 SH   DFND 1 2,575,626 0 628,100
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 24,619 198,599 SH   DFND 1 163,765 0 34,834
JOHNSON CTLS INTL PLC SHS G51502105 17,552 591,964 SH   DFND 1 487,819 0 104,145
LAZARD LTD SHS A G54050102 5,709 154,664 SH   DFND 1 120,336 0 34,328
MALLINCKRODT PUB LTD CO SHS G5785G107 2 67 SH   DFND 1 67 0 0
MICHAEL KORS HLDGS LTD SHS G60754101 20 512 SH   DFND 1 512 0 0
APTIV PLC SHS G6095L109 14,062 228,379 SH   DFND 1 188,321 0 40,058
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 70,787 1,669,888 SH   DFND 1 1,316,587 0 353,301
RENAISSANCERE HOLDINGS LTD COM G7496G103 19,096 142,827 SH   DFND 1 137,920 0 4,907
SEAGATE TECHNOLOGY PLC SHS G7945M107 6 154 SH   DFND 1 154 0 0
PENTAIR PLC SHS G7S00T104 6,450 170,724 SH   DFND 1 132,992 0 37,732
TRITON INTL LTD CL A G9078F107 8,525 274,350 SH   DFND 1 248,350 0 26,000
WHITE MTNS INS GROUP LTD COM G9618E107 12,193 14,216 SH   DFND 1 13,416 0 800
PERRIGO CO PLC SHS G97822103 4,950 127,719 SH   DFND 1 105,288 0 22,431
CHUBB LIMITED COM H1467J104 54,287 420,243 SH   DFND 1 346,338 0 73,905
GARMIN LTD SHS H2906T109 10,259 162,009 SH   DFND 1 133,566 0 28,443
UBS GROUP AG SHS H42097107 19 1,520 SH   DFND 1 1,520 0 0
TRANSOCEAN LTD REG SHS H8817H100 3,991 574,953 SH   DFND 1 574,953 0 0
ALTISOURCE PORTFOLIO SOLNS S REG SHS L0175J104 200 8,890 SH   DFND 1 3,490 0 5,400
ISRAEL CHEMICALS LTD SHS M5920A109 3 504 SH   DFND 1 504 0 0
AERCAP HOLDINGS NV SHS N00985106 72,777 1,837,802 SH   DFND 1 1,477,923 0 359,879
FIAT CHRYSLER AUTOMOBILES N SHS N31738102 10 682 SH   DFND 1 682 0 0
FRANKS INTL N V COM N33462107 7,332 1,404,553 SH   DFND 1 1,239,109 0 165,444
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 33,306 400,495 SH   DFND 1 330,491 0 70,004
MYLAN N V SHS EURO N59465109 54,807 2,000,252 SH   DFND 1 1,635,587 0 364,665
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 18,995 194,241 SH   DFND 1 160,192 0 34,049