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 36,542 666,688 SH   DFND 1 548,770 0 117,918
AGCO CORP COM 001084102 4,821 62,140 SH   DFND 1 51,220 0 10,920
AES CORP COM 00130H105 8,444 503,781 SH   DFND 1 423,733 0 80,048
AMC NETWORKS INC CL A 00164V103 8,679 159,265 SH   DFND 1 144,165 0 15,100
ANI PHARMACEUTICALS INC COM 00182C103 790 9,600 SH   DFND 1 2,800 0 6,800
AT&T INC COM 00206R102 175,638 5,241,332 SH   DFND 1 4,148,421 0 1,092,911
AVX CORP NEW COM 002444107 7,358 443,237 SH   DFND 1 386,997 0 56,240
ABBVIE INC COM 00287Y109 86,739 1,192,772 SH   DFND 1 981,581 0 211,191
ABERCROMBIE & FITCH CO CL A 002896207 3,504 218,425 SH   DFND 1 194,325 0 24,100
ABEONA THERAPEUTICS INC COM 00289Y107 241 50,300 SH   DFND 1 15,200 0 35,100
ABRAXAS PETE CORP COM 003830106 2,400 2,329,946 SH   DFND 1 1,170,955 0 1,158,991
ACUITY BRANDS INC COM 00508Y102 7,321 53,085 SH   DFND 1 43,994 0 9,091
ADAMAS PHARMACEUTICALS INC COM 00548A106 508 81,924 SH   DFND 1 44,084 0 37,840
AECOM COM 00766T100 20,546 542,814 SH   DFND 1 526,483 0 16,331
AIR LEASE CORP CL A 00912X302 13,370 323,412 SH   DFND 1 323,412 0 0
AKEBIA THERAPEUTICS INC COM 00972D105 480 99,003 SH   DFND 1 48,862 0 50,141
ALASKA AIR GROUP INC COM 011659109 6,783 106,133 SH   DFND 1 87,498 0 18,635
ALBEMARLE CORP COM 012653101 1,183 16,798 SH   DFND 1 16,798 0 0
ALLEGHANY CORP DEL COM 017175100 9,253 13,584 SH   DFND 1 11,180 0 2,404
ALLEGIANT TRAVEL CO COM 01748X102 6,930 48,287 SH   DFND 1 40,307 0 7,980
ALLISON TRANSMISSION HLDGS I COM 01973R101 7,095 153,062 SH   DFND 1 132,124 0 20,938
ALLSTATE CORP COM 020002101 31,700 311,731 SH   DFND 1 255,827 0 55,904
ALLY FINL INC COM 02005N100 11,538 372,296 SH   DFND 1 306,477 0 65,819
ALTRIA GROUP INC COM 02209S103 78,799 1,664,165 SH   DFND 1 1,396,870 0 267,295
AMBAC FINL GROUP INC COM NEW 023139884 2,238 132,780 SH   DFND 1 118,780 0 14,000
AMERCO COM 023586100 6,507 17,189 SH   DFND 1 14,084 0 3,105
AMEREN CORP COM 023608102 15,571 207,303 SH   DFND 1 170,636 0 36,667
AMERICAN AIRLS GROUP INC COM 02376R102 134,696 4,130,512 SH   DFND 1 3,302,982 0 827,530
AMERICAN AXLE & MFG HLDGS IN COM 024061103 4,557 357,106 SH   DFND 1 322,706 0 34,400
AMERICAN ELEC PWR CO INC COM 025537101 36,401 413,593 SH   DFND 1 343,663 0 69,930
AMERICAN EAGLE OUTFITTERS IN COM 02553E106 3,232 191,230 SH   DFND 1 159,670 0 31,560
AMERICAN EQTY INVT LIFE HLD COM 025676206 8,102 298,293 SH   DFND 1 270,493 0 27,800
AMERICAN EXPRESS CO COM 025816109 91,681 742,712 SH   DFND 1 611,269 0 131,443
AMERICAN FINL GROUP INC OHIO COM 025932104 15,102 147,370 SH   DFND 1 121,322 0 26,048
AMERICAN INTL GROUP INC COM NEW 026874784 32,779 615,208 SH   DFND 1 615,208 0 0
AMERICAN NATL INS CO COM 028591105 5 39 SH   DFND 1 39 0 0
AMERICAN OUTDOOR BRANDS CORP COM 02874P103 5,830 647,054 SH   DFND 1 364,104 0 282,950
AMERICAN WOODMARK CORPORATIO COM 030506109 12,550 148,299 SH   DFND 1 97,349 0 50,950
AMERISOURCEBERGEN CORP COM 03073E105 17,755 208,244 SH   DFND 1 176,484 0 31,760
AMERIPRISE FINL INC COM 03076C106 29,487 203,132 SH   DFND 1 179,188 0 23,944
AMGEN INC COM 031162100 130,028 705,600 SH   DFND 1 604,113 0 101,487
AMKOR TECHNOLOGY INC COM 031652100 4,723 633,084 SH   DFND 1 553,084 0 80,000
AMTECH SYS INC COM PAR $0.01N 032332504 1,582 287,600 SH   DFND 1 108,700 0 178,900
ANDERSONS INC COM 034164103 2,601 95,484 SH   DFND 1 86,284 0 9,200
ANIXTER INTL INC COM 035290105 6,465 108,261 SH   DFND 1 97,061 0 11,200
ANNALY CAP MGMT INC COM 035710409 78,310 8,577,127 SH   DFND 1 6,801,427 0 1,775,700
ANTHEM INC COM 036752103 39 138 SH   DFND 1 138 0 0
ANWORTH MORTGAGE ASSET CP COM 037347101 7,346 1,938,129 SH   DFND 1 1,042,839 0 895,290
APACHE CORP COM 037411105 11 372 SH   DFND 1 372 0 0
APERGY CORP COM 03755L104 1,812 54,001 SH   DFND 1 45,101 0 8,900
APOGEE ENTERPRISES INC COM 037598109 3,940 90,699 SH   DFND 1 52,889 0 37,810
APPLE INC COM 037833100 280,024 1,414,830 SH   DFND 1 1,188,409 0 226,421
APPLIED MATLS INC COM 038222105 36,117 804,204 SH   DFND 1 662,639 0 141,565
AQUESTIVE THERAPEUTICS INC COM 03843E104 268 63,700 SH   DFND 1 19,000 0 44,700
ARCH COAL INC CL A 039380407 6,873 72,953 SH   DFND 1 66,653 0 6,300
ARCHER DANIELS MIDLAND CO COM 039483102 19,690 482,595 SH   DFND 1 397,937 0 84,658
ARCONIC INC COM 03965L100 15 561 SH   DFND 1 561 0 0
ARMSTRONG WORLD INDS INC NEW COM 04247X102 905 9,303 SH   DFND 1 9,303 0 0
AROTECH CORP COM NEW 042682203 21 10,283 SH   DFND 1 2,983 0 7,300
ARROW ELECTRS INC COM 042735100 5,350 75,056 SH   DFND 1 61,932 0 13,124
ARROW FINL CORP COM 042744102 120 3,447 SH   DFND 1 911 0 2,536
ARTISAN PARTNERS ASSET MGMT CL A 04316A108 7,990 290,331 SH   DFND 1 256,005 0 34,326
ASBURY AUTOMOTIVE GROUP INC COM 043436104 5,591 66,287 SH   DFND 1 59,787 0 6,500
ASHLAND GLOBAL HLDGS INC COM 044186104 5 61 SH   DFND 1 61 0 0
ASSOCIATED BANC CORP COM 045487105 8,351 395,028 SH   DFND 1 395,028 0 0
ASSURANT INC COM 04621X108 5 38 SH   DFND 1 38 0 0
ASTRAZENECA PLC SPONSORED ADR 046353108 42,922 1,039,764 SH   DFND 1 815,264 0 224,500
ATKORE INTL GROUP INC COM 047649108 4,899 189,335 SH   DFND 1 173,935 0 15,400
ATLANTIC CAP BANCSHARES INC COM 048269203 102 5,906 SH   DFND 1 1,706 0 4,200
ATLANTIC UN BANKSHARES CORP COM 04911A107 6,432 182,047 SH   DFND 1 161,072 0 20,975
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 3,844 86,102 SH   DFND 1 77,102 0 9,000
AUTONATION INC COM 05329W102 9,487 226,183 SH   DFND 1 202,483 0 23,700
AUTOZONE INC COM 053332102 25,294 23,005 SH   DFND 1 19,098 0 3,907
AVANGRID INC COM 05351W103 16 303 SH   DFND 1 303 0 0
AVERY DENNISON CORP COM 053611109 7,752 67,006 SH   DFND 1 55,184 0 11,822
AVIAT NETWORKS INC COM NEW 05366Y201 25 1,823 SH   DFND 1 523 0 1,300
AVIS BUDGET GROUP INC COM 053774105 7,019 199,618 SH   DFND 1 174,318 0 25,300
AVNET INC COM 053807103 14,696 324,620 SH   DFND 1 324,620 0 0
AXA EQUITABLE HLDGS INC COM 054561105 11 484 SH   DFND 1 484 0 0
BB&T CORP COM 054937107 32,672 665,011 SH   DFND 1 547,393 0 117,618
BP PLC SPONSORED ADR 055622104 200,277 4,802,796 SH   DFND 1 3,931,201 0 871,595
BMC STK HLDGS INC COM 05591B109 3,766 177,596 SH   DFND 1 155,396 0 22,200
BALL CORP COM 058498106 11 151 SH   DFND 1 151 0 0
BANCO SANTANDER SA ADR 05964H105 66,116 14,435,609 SH   DFND 1 11,435,151 0 3,000,458
BANCORP INC DEL COM 05969A105 173 19,294 SH   DFND 1 5,594 0 13,700
BANCORPSOUTH BK TUPELO MISS COM 05971J102 5,690 195,934 SH   DFND 1 182,534 0 13,400
BANC OF CALIFORNIA INC COM 05990K106 1,914 136,969 SH   DFND 1 125,369 0 11,600
BANK AMER CORP COM 060505104 358,254 12,353,560 SH   DFND 1 10,138,785 0 2,214,775
BANK NEW YORK MELLON CORP COM 064058100 38,278 866,985 SH   DFND 1 713,700 0 153,285
BANK OZK COM 06417N103 4 120 SH   DFND 1 120 0 0
BANK COMM HLDGS COM 06424J103 55 5,088 SH   DFND 1 1,488 0 3,600
BANKFINANCIAL CORP COM 06643P104 107 7,599 SH   DFND 1 2,199 0 5,400
BANKUNITED INC COM 06652K103 13,155 389,885 SH   DFND 1 359,935 0 29,950
BANNER CORP COM NEW 06652V208 5,167 95,420 SH   DFND 1 87,847 0 7,573
BAXTER INTL INC COM 071813109 13,855 169,169 SH   DFND 1 169,169 0 0
BEAZER HOMES USA INC COM NEW 07556Q881 146 15,090 SH   DFND 1 4,390 0 10,700
BED BATH & BEYOND INC COM 075896100 4,092 352,128 SH   DFND 1 314,028 0 38,100
BENCHMARK ELECTRS INC COM 08160H101 2,842 113,104 SH   DFND 1 100,204 0 12,900
BERKLEY W R CORP COM 084423102 10,318 156,487 SH   DFND 1 128,887 0 27,600
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 169,514 795,203 SH   DFND 1 629,077 0 166,126
BERKSHIRE HILLS BANCORP INC COM 084680107 4,203 133,888 SH   DFND 1 121,988 0 11,900
BERRY GLOBAL GROUP INC COM 08579W103 5,260 100,001 SH   DFND 1 82,469 0 17,532
BEST BUY INC COM 086516101 24,847 356,321 SH   DFND 1 312,140 0 44,181
BIG LOTS INC COM 089302103 2,281 79,726 SH   DFND 1 70,926 0 8,800
BIO RAD LABS INC CL A 090572207 6,620 21,175 SH   DFND 1 17,468 0 3,707
BIOGEN INC COM 09062X103 8,623 36,870 SH   DFND 1 36,870 0 0
BLACKROCK INC COM 09247X101 62,248 132,640 SH   DFND 1 109,297 0 23,343
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 62,387 1,404,472 SH   DFND 1 1,054,482 0 349,990
BLOCK H & R INC COM 093671105 20,886 712,824 SH   DFND 1 682,267 0 30,557
BLOOMIN BRANDS INC COM 094235108 5,424 286,794 SH   DFND 1 257,194 0 29,600
BLUE BIRD CORP COM 095306106 194 9,847 SH   DFND 1 2,847 0 7,000
BOEING CO COM 097023105 14,831 40,743 SH   DFND 1 40,743 0 0
BOOKING HLDGS INC COM 09857L108 15,592 8,317 SH   DFND 1 8,317 0 0
BORGWARNER INC COM 099724106 7,573 180,374 SH   DFND 1 148,515 0 31,859
BOSTON PRIVATE FINL HLDGS IN COM 101119105 1,420 117,584 SH   DFND 1 106,684 0 10,900
BRIGHTHOUSE FINL INC COM 10922N103 3,834 104,477 SH   DFND 1 104,477 0 0
BRINKER INTL INC COM 109641100 5,252 133,458 SH   DFND 1 120,858 0 12,600
BRISTOL MYERS SQUIBB CO COM 110122108 92,696 2,044,002 SH   DFND 1 1,659,118 0 384,884
BROADCOM INC COM 11135F101 47,874 166,308 SH   DFND 1 137,152 0 29,156
BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 15 320 SH   DFND 1 320 0 0
BROOKLINE BANCORP INC DEL COM 11373M107 2,281 148,307 SH   DFND 1 136,407 0 11,900
BROWN FORMAN CORP CL B 115637209 3,933 70,949 SH   DFND 1 70,949 0 0
BRUNSWICK CORP COM 117043109 11,431 249,081 SH   DFND 1 249,081 0 0
BRYN MAWR BK CORP COM 117665109 242 6,465 SH   DFND 1 1,865 0 4,600
BUCKLE INC COM 118440106 2,865 165,489 SH   DFND 1 149,489 0 16,000
BUILDERS FIRSTSOURCE INC COM 12008R107 5,128 304,135 SH   DFND 1 265,535 0 38,600
BYLINE BANCORP INC COM 124411109 256 13,379 SH   DFND 1 3,879 0 9,500
CAI INTERNATIONAL INC COM 12477X106 221 8,887 SH   DFND 1 2,587 0 6,300
CBS CORP NEW CL B 124857202 15,120 303,003 SH   DFND 1 249,704 0 53,299
CBRE GROUP INC CL A 12504L109 14,818 288,836 SH   DFND 1 237,941 0 50,895
CDK GLOBAL INC COM 12508E101 4,851 98,100 SH   DFND 1 80,767 0 17,333
CDW CORP COM 12514G108 3,975 35,809 SH   DFND 1 35,809 0 0
CGI INC CL A SUB VTG 12532H104 11 138 SH   DFND 1 138 0 0
C H ROBINSON WORLDWIDE INC COM NEW 12541W209 9,899 117,350 SH   DFND 1 96,712 0 20,638
CIT GROUP INC COM NEW 125581801 15,394 292,981 SH   DFND 1 273,545 0 19,436
CPI AEROSTRUCTURES INC COM NEW 125919308 47 5,520 SH   DFND 1 1,620 0 3,900
CNA FINL CORP COM 126117100 29 607 SH   DFND 1 607 0 0
CNB FINL CORP PA COM 126128107 105 3,691 SH   DFND 1 991 0 2,700
CNO FINL GROUP INC COM 12621E103 2,941 176,288 SH   DFND 1 153,488 0 22,800
CSX CORP COM 126408103 4,172 53,919 SH   DFND 1 53,919 0 0
CVS HEALTH CORP COM 126650100 79,657 1,461,847 SH   DFND 1 1,154,034 0 307,813
CABOT CORP COM 127055101 7,333 153,691 SH   DFND 1 135,291 0 18,400
CABOT OIL & GAS CORP COM 127097103 9,634 419,593 SH   DFND 1 355,574 0 64,019
CAL MAINE FOODS INC COM NEW 128030202 5,538 132,723 SH   DFND 1 118,723 0 14,000
CAMDEN NATL CORP COM 133034108 265 5,766 SH   DFND 1 1,666 0 4,100
CAMPBELL SOUP CO COM 134429109 10,374 258,894 SH   DFND 1 213,310 0 45,584
CAMPING WORLD HLDGS INC CL A 13462K109 6,072 488,874 SH   DFND 1 282,594 0 206,280
CANADIAN NATL RY CO COM 136375102 30 322 SH   DFND 1 322 0 0
CANADIAN NAT RES LTD COM 136385101 171,012 6,340,839 SH   DFND 1 5,111,563 0 1,229,276
CANADIAN PAC RY LTD COM 13645T100 15 63 SH   DFND 1 63 0 0
CAPITAL CITY BK GROUP INC COM 139674105 105 4,209 SH   DFND 1 1,209 0 3,000
CAPITAL ONE FINL CORP COM 14040H105 36,599 403,335 SH   DFND 1 332,302 0 71,033
CAPITOL FED FINL INC COM 14057J101 4,827 350,522 SH   DFND 1 322,222 0 28,300
CAPSTEAD MTG CORP COM NO PAR 14067E506 7,341 879,132 SH   DFND 1 515,952 0 363,180
CARDINAL HEALTH INC COM 14149Y108 5,847 124,138 SH   DFND 1 102,278 0 21,860
CARDLYTICS INC COM 14161W105 8,008 308,219 SH   DFND 1 183,629 0 124,590
CARMAX INC COM 143130102 16,914 194,792 SH   DFND 1 167,342 0 27,450
CARNIVAL CORP UNIT 99/99/9999 143658300 23,055 495,265 SH   DFND 1 414,515 0 80,750
CARTERS INC COM 146229109 563 5,770 SH   DFND 1 5,770 0 0
CATALYST PHARMACEUTICALS INC COM 14888U101 1,341 349,072 SH   DFND 1 193,102 0 155,970
CATERPILLAR INC DEL COM 149123101 80,296 589,153 SH   DFND 1 502,691 0 86,462
CATHAY GEN BANCORP COM 149150104 7,823 217,848 SH   DFND 1 196,576 0 21,272
CELANESE CORP DEL COM 150870103 16,692 154,837 SH   DFND 1 134,199 0 20,638
CELGENE CORP COM 151020104 32,657 353,277 SH   DFND 1 292,364 0 60,913
CENTERSTATE BK CORP COM 15201P109 500 21,702 SH   DFND 1 10,996 0 10,706
CENTRAL VALLEY CMNTY BANCORP COM 155685100 110 5,079 SH   DFND 1 1,479 0 3,600
CENTURY CASINOS INC COM 156492100 132 13,542 SH   DFND 1 3,942 0 9,600
CENTURY CMNTYS INC COM 156504300 2,119 79,700 SH   DFND 1 69,600 0 10,100
CHARTER COMMUNICATIONS INC N CL A 16119P108 30 74 SH   DFND 1 74 0 0
CHEMICAL FINL CORP COM 163731102 8,221 199,959 SH   DFND 1 188,859 0 11,100
CHEMOURS CO COM 163851108 1 41 SH   DFND 1 41 0 0
CHEVRON CORP NEW COM 166764100 309,638 2,488,248 SH   DFND 1 2,029,176 0 459,072
CHURCHILL DOWNS INC COM 171484108 323 2,803 SH   DFND 1 2,803 0 0
CIMAREX ENERGY CO COM 171798101 2 28 SH   DFND 1 28 0 0
CINCINNATI FINL CORP COM 172062101 14,563 140,465 SH   DFND 1 115,619 0 24,846
CINEMARK HOLDINGS INC COM 17243V102 2,128 58,937 SH   DFND 1 48,819 0 10,118
CISCO SYS INC COM 17275R102 34,684 633,728 SH   DFND 1 623,013 0 10,715
CITIGROUP INC COM NEW 172967424 400,803 5,723,299 SH   DFND 1 4,677,072 0 1,046,227
CITIZENS FINL GROUP INC COM 174610105 14,768 417,646 SH   DFND 1 343,910 0 73,736
CIVISTA BANCSHARES INC COM NO PAR 178867107 111 4,918 SH   DFND 1 1,418 0 3,500
CLEAN ENERGY FUELS CORP COM 184499101 258 96,308 SH   DFND 1 28,008 0 68,300
CLEARWATER PAPER CORP COM 18538R103 120 6,459 SH   DFND 1 1,859 0 4,600
CLEARWAY ENERGY INC CL A 18539C105 1,652 102,046 SH   DFND 1 93,146 0 8,900
CLEVELAND CLIFFS INC COM 185899101 10,733 1,005,863 SH   DFND 1 908,663 0 97,200
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 30,988 488,838 SH   DFND 1 402,777 0 86,061
COHERENT INC COM 192479103 1,864 13,667 SH   DFND 1 11,367 0 2,300
COHU INC COM 192576106 2,256 146,187 SH   DFND 1 43,487 0 102,700
COLFAX CORP COM 194014106 3 107 SH   DFND 1 107 0 0
COLUMBIA BKG SYS INC COM 197236102 2,789 77,075 SH   DFND 1 69,075 0 8,000
COMCAST CORP NEW CL A 20030N101 164,551 3,891,913 SH   DFND 1 3,206,931 0 684,982
COMERICA INC COM 200340107 12,804 176,257 SH   DFND 1 154,016 0 22,241
COMMERCE BANCSHARES INC COM 200525103 5,656 94,798 SH   DFND 1 78,117 0 16,681
COMMERCIAL VEH GROUP INC COM 202608105 94 11,667 SH   DFND 1 3,367 0 8,300
COMMUNITY BANKERS TR CORP COM 203612106 30 3,515 SH   DFND 1 1,015 0 2,500
CONNECTONE BANCORP INC NEW COM 20786W107 125 5,503 SH   DFND 1 1,603 0 3,900
CONOCOPHILLIPS COM 20825C104 134,784 2,209,562 SH   DFND 1 1,791,982 0 417,580
CONSOLIDATED EDISON INC COM 209115104 28 310 SH   DFND 1 310 0 0
CONSUMER PORTFOLIO SVCS INC COM 210502100 28 7,177 SH   DFND 1 2,077 0 5,100
COOPER TIRE & RUBR CO COM 216831107 3,242 102,754 SH   DFND 1 89,454 0 13,300
CORE MOLDING TECHNOLOGIES IN COM 218683100 29 3,820 SH   DFND 1 1,120 0 2,700
CORNING INC COM 219350105 32,650 982,532 SH   DFND 1 807,407 0 175,125
CORTEVA INC COM 22052L104 40,727 1,377,280 SH   DFND 1 1,100,702 0 276,578
COTY INC COM CL A 222070203 10 700 SH   DFND 1 700 0 0
COWEN INC CL A NEW 223622606 221 12,830 SH   DFND 1 3,730 0 9,100
CRANE CO COM 224399105 2,973 35,628 SH   DFND 1 29,417 0 6,211
CREDIT ACCEP CORP MICH COM 225310101 7,864 16,252 SH   DFND 1 13,347 0 2,905
CROWN HOLDINGS INC COM 228368106 104,814 1,715,437 SH   DFND 1 1,365,023 0 350,414
CULLEN FROST BANKERS INC COM 229899109 5,099 54,435 SH   DFND 1 44,917 0 9,518
CUMMINS INC COM 231021106 29,153 170,147 SH   DFND 1 146,303 0 23,844
D R HORTON INC COM 23331A109 82,047 1,902,304 SH   DFND 1 1,526,234 0 376,070
DTE ENERGY CO COM 233331107 18,519 144,808 SH   DFND 1 119,361 0 25,447
DXC TECHNOLOGY CO COM 23355L106 454 8,221 SH   DFND 1 8,221 0 0
DANA INCORPORATED COM 235825205 7,550 378,616 SH   DFND 1 330,516 0 48,100
DARDEN RESTAURANTS INC COM 237194105 8 63 SH   DFND 1 63 0 0
DAVITA INC COM 23918K108 1,202 21,355 SH   DFND 1 21,355 0 0
DEERE & CO COM 244199105 45,127 272,322 SH   DFND 1 224,432 0 47,890
DELTA AIR LINES INC DEL COM NEW 247361702 46,717 823,200 SH   DFND 1 716,301 0 106,899
DESTINATION XL GROUP INC COM 25065K104 756 429,400 SH   DFND 1 429,400 0 0
DEVON ENERGY CORP NEW COM 25179M103 33 1,136 SH   DFND 1 1,136 0 0
DICKS SPORTING GOODS INC COM 253393102 8,803 254,181 SH   DFND 1 229,681 0 24,500
DIGI INTL INC COM 253798102 168 13,240 SH   DFND 1 3,840 0 9,400
DIME CMNTY BANCSHARES COM 253922108 1,482 78,031 SH   DFND 1 68,631 0 9,400
DILLARDS INC CL A 254067101 4,859 78,014 SH   DFND 1 70,414 0 7,600
DISCOVER FINL SVCS COM 254709108 36,765 473,824 SH   DFND 1 415,417 0 58,407
DISCOVERY INC COM SER A 25470F104 2 51 SH   DFND 1 51 0 0
DISCOVERY INC COM SER C 25470F302 4 116 SH   DFND 1 116 0 0
DISH NETWORK CORP CL A 25470M109 6,164 160,474 SH   DFND 1 132,421 0 28,053
DOLLAR GEN CORP NEW COM 256677105 20 146 SH   DFND 1 146 0 0
DOMINION ENERGY INC COM 25746U109 3,243 41,934 SH   DFND 1 41,934 0 0
DOMTAR CORP COM NEW 257559203 9,469 214,870 SH   DFND 1 192,370 0 22,500
DONNELLEY FINL SOLUTIONS INC COM 25787G100 198 14,778 SH   DFND 1 4,278 0 10,500
DOVA PHARMACEUTICALS INC COM 25985T102 1,669 118,351 SH   DFND 1 64,211 0 54,140
DOVER CORP COM 260003108 13,722 136,944 SH   DFND 1 118,209 0 18,735
DOW INC COM 260557103 19,704 399,581 SH   DFND 1 312,603 0 86,978
DRIL QUIP INC COM 262037104 8,670 180,613 SH   DFND 1 158,834 0 21,779
DUKE ENERGY CORP NEW COM NEW 26441C204 2,996 33,947 SH   DFND 1 33,947 0 0
DUPONT DE NEMOURS INC COM 26614N102 30,646 408,231 SH   DFND 1 321,252 0 86,979
DYCOM INDS INC COM 267475101 1,435 24,361 SH   DFND 1 20,691 0 3,670
EAGLE BANCORP INC MD COM 268948106 44 808 SH   DFND 1 658 0 150
E TRADE FINANCIAL CORP COM NEW 269246401 66,413 1,489,063 SH   DFND 1 1,208,673 0 280,390
EAST WEST BANCORP INC COM 27579R104 17 363 SH   DFND 1 363 0 0
EASTMAN CHEMICAL CO COM 277432100 75,817 974,131 SH   DFND 1 774,913 0 199,218
EATON VANCE CORP COM NON VTG 278265103 5 106 SH   DFND 1 106 0 0
EBAY INC COM 278642103 52,311 1,324,307 SH   DFND 1 1,151,407 0 172,900
ECHOSTAR CORP CL A 278768106 4,602 103,835 SH   DFND 1 103,835 0 0
EMCORE CORP COM NEW 290846203 42 12,695 SH   DFND 1 3,695 0 9,000
EMERSON ELEC CO COM 291011104 35,202 527,606 SH   DFND 1 434,633 0 92,973
EMPLOYERS HOLDINGS INC COM 292218104 4,461 105,532 SH   DFND 1 97,432 0 8,100
ENCORE CAP GROUP INC COM 292554102 129 3,806 SH   DFND 1 1,106 0 2,700
ENTERCOM COMMUNICATIONS CORP CL A 293639100 1,641 282,915 SH   DFND 1 246,215 0 36,700
ENTERGY CORP NEW COM 29364G103 47 453 SH   DFND 1 453 0 0
ENTERPRISE FINL SVCS CORP COM 293712105 2,623 63,047 SH   DFND 1 57,747 0 5,300
ESSA BANCORP INC COM 29667D104 35 2,265 SH   DFND 1 665 0 1,600
EVERCORE INC CLASS A 29977A105 10,025 113,179 SH   DFND 1 113,179 0 0
EVERSOURCE ENERGY COM 30040W108 19,347 255,371 SH   DFND 1 210,189 0 45,182
EXELON CORP COM 30161N101 1,827 38,108 SH   DFND 1 38,108 0 0
EZCORP INC CL A NON VTG 302301106 177 18,597 SH   DFND 1 5,397 0 13,200
EXXON MOBIL CORP COM 30231G102 285,534 3,726,132 SH   DFND 1 3,086,235 0 639,897
FBL FINL GROUP INC CL A 30239F106 2,502 39,207 SH   DFND 1 35,407 0 3,800
F M C CORP COM NEW 302491303 9,372 112,980 SH   DFND 1 93,043 0 19,937
FNB CORP PA COM 302520101 6,260 531,790 SH   DFND 1 531,790 0 0
FACEBOOK INC CL A 30303M102 125,682 651,199 SH   DFND 1 517,742 0 133,457
FIDELITY NATIONAL FINANCIAL FNF GROUP COM 31620R303 8,039 199,458 SH   DFND 1 164,194 0 35,264
FINANCIAL INSTNS INC COM 317585404 173 5,903 SH   DFND 1 1,703 0 4,200
FIRST AMERN FINL CORP COM 31847R102 1,659 30,884 SH   DFND 1 30,884 0 0
FIRST BANCORP P R COM NEW 318672706 3,254 294,700 SH   DFND 1 87,100 0 207,600
FIRST BANCORP N C COM 318910106 1,197 32,842 SH   DFND 1 28,442 0 4,400
FIRST BUSEY CORP COM NEW 319383204 153 5,773 SH   DFND 1 1,673 0 4,100
FIRST BUS FINL SVCS INC WIS COM 319390100 792 33,701 SH   DFND 1 615 0 33,086
FIRST CTZNS BANCSHARES INC N CL A 31946M103 8,081 17,945 SH   DFND 1 17,125 0 820
FIRST COMWLTH FINL CORP PA COM 319829107 3,261 242,077 SH   DFND 1 221,277 0 20,800
FIRST DEFIANCE FINL CORP COM 32006W106 202 7,036 SH   DFND 1 2,036 0 5,000
FIRST FINL CORP IND COM 320218100 176 4,381 SH   DFND 1 1,281 0 3,100
FIRST FINANCIAL NORTHWEST IN COM 32022K102 678 47,900 SH   DFND 1 0 0 47,900
FIRST HORIZON NATL CORP COM 320517105 11 675 SH   DFND 1 675 0 0
FIRST HAWAIIAN INC COM 32051X108 8 284 SH   DFND 1 284 0 0
FIRST INTERNET BANCORP COM 320557101 4,306 199,900 SH   DFND 1 59,000 0 140,900
FIRST INTST BANCSYSTEM INC COM CL A 32055Y201 102 2,557 SH   DFND 1 750 0 1,807
FIRST MERCHANTS CORP COM 320817109 3,003 79,218 SH   DFND 1 72,218 0 7,000
FIRST MIDWEST BANCORP DEL COM 320867104 6,205 303,092 SH   DFND 1 276,640 0 26,452
FIRST NORTHWEST BANCORP COM 335834107 1,735 106,717 SH   DFND 1 44,502 0 62,215
FIRST SOLAR INC COM 336433107 12 179 SH   DFND 1 179 0 0
FIRSTCASH INC COM 33767D105 751 7,502 SH   DFND 1 7,502 0 0
FISERV INC COM 337738108 17 178 SH   DFND 1 178 0 0
FLAGSTAR BANCORP INC COM PAR .001 337930705 6,142 185,318 SH   DFND 1 171,118 0 14,200
FLUSHING FINL CORP COM 343873105 1,073 48,309 SH   DFND 1 42,409 0 5,900
FONAR CORP COM NEW 344437405 1,612 74,906 SH   DFND 1 22,406 0 52,500
FOOT LOCKER INC COM 344849104 14,881 354,964 SH   DFND 1 339,635 0 15,329
FORD MTR CO DEL COM 345370860 34,422 3,364,766 SH   DFND 1 2,772,157 0 592,609
FORTINET INC COM 34959E109 5 55 SH   DFND 1 55 0 0
FORTUNE BRANDS HOME & SEC IN COM 34964C106 6,887 120,537 SH   DFND 1 99,298 0 21,239
FRANKLIN FINL NETWORK INC COM 35352P104 150 5,353 SH   DFND 1 1,553 0 3,800
FRANKLIN RES INC COM 354613101 19,321 555,190 SH   DFND 1 478,347 0 76,843
FRANKLIN STREET PPTYS CORP COM 35471R106 3,204 434,111 SH   DFND 1 258,291 0 175,820
FREEPORT-MCMORAN INC CL B 35671D857 27,434 2,362,898 SH   DFND 1 1,839,595 0 523,303
FREIGHTCAR AMER INC COM 357023100 1,743 296,900 SH   DFND 1 87,800 0 209,100
FRIEDMAN INDS INC COM 358435105 832 119,453 SH   DFND 1 119,453 0 0
FULTON FINL CORP PA COM 360271100 8,350 510,052 SH   DFND 1 469,652 0 40,400
GATX CORP COM 361448103 9,520 120,060 SH   DFND 1 106,460 0 13,600
GCI LIBERTY INC COM CLASS A 36164V305 6 94 SH   DFND 1 94 0 0
GANNETT CO INC COM 36473H104 3,130 383,573 SH   DFND 1 345,373 0 38,200
GAP INC COM 364760108 20 1,084 SH   DFND 1 1,084 0 0
GENERAL DYNAMICS CORP COM 369550108 45,101 248,051 SH   DFND 1 204,370 0 43,681
GENERAL MTRS CO COM 37045V100 181,744 4,716,937 SH   DFND 1 3,786,946 0 929,991
GENESCO INC COM 371532102 2,884 68,187 SH   DFND 1 61,587 0 6,600
GENESEE & WYO INC CL A 371559105 6 57 SH   DFND 1 57 0 0
GENTEX CORP COM 371901109 8,104 329,267 SH   DFND 1 288,492 0 40,775
GENUINE PARTS CO COM 372460105 10,387 100,272 SH   DFND 1 82,539 0 17,733
GEOSPACE TECHNOLOGIES CORP COM 37364X109 98 6,466 SH   DFND 1 1,866 0 4,600
GILEAD SCIENCES INC COM 375558103 121,892 1,804,190 SH   DFND 1 1,468,774 0 335,416
GILDAN ACTIVEWEAR INC COM 375916103 4 91 SH   DFND 1 91 0 0
GLOBUS MED INC CL A 379577208 3,038 71,800 SH   DFND 1 60,213 0 11,587
GOLDMAN SACHS GROUP INC COM 38141G104 66,406 324,561 SH   DFND 1 266,954 0 57,607
GOODYEAR TIRE & RUBR CO COM 382550101 5,305 346,684 SH   DFND 1 346,684 0 0
GRAHAM HLDGS CO COM 384637104 10,238 14,837 SH   DFND 1 13,237 0 1,600
GRAINGER W W INC COM 384802104 11,479 42,793 SH   DFND 1 35,280 0 7,513
GREAT SOUTHN BANCORP INC COM 390905107 279 4,657 SH   DFND 1 1,357 0 3,300
GREAT WESTN BANCORP INC COM 391416104 6,214 173,960 SH   DFND 1 158,560 0 15,400
GREEN BRICK PARTNERS INC COM 392709101 151 18,057 SH   DFND 1 5,257 0 12,800
GREEN PLAINS INC COM 393222104 206 19,047 SH   DFND 1 5,547 0 13,500
GROUP 1 AUTOMOTIVE INC COM 398905109 4,123 50,347 SH   DFND 1 44,147 0 6,200
GULF ISLAND FABRICATION INC COM 402307102 52 7,184 SH   DFND 1 2,084 0 5,100
HCA HEALTHCARE INC COM 40412C101 40,380 298,732 SH   DFND 1 245,834 0 52,898
HCP INC COM 40414L109 5 151 SH   DFND 1 151 0 0
HD SUPPLY HLDGS INC COM 40416M105 6,702 166,366 SH   DFND 1 140,518 0 25,848
HP INC COM 40434L105 29,316 1,410,085 SH   DFND 1 1,161,424 0 248,661
HALLADOR ENERGY COMPANY COM 40609P105 81 14,260 SH   DFND 1 4,142 0 10,118
HALLIBURTON CO COM 406216101 71,171 3,129,745 SH   DFND 1 2,492,116 0 637,629
HANCOCK WHITNEY CORPORATION COM 410120109 6,830 170,482 SH   DFND 1 170,482 0 0
HANESBRANDS INC COM 410345102 4,360 253,172 SH   DFND 1 209,095 0 44,077
HANMI FINL CORP COM NEW 410495204 2,363 106,100 SH   DFND 1 32,100 0 74,000
HANOVER INS GROUP INC COM 410867105 12,682 98,841 SH   DFND 1 98,841 0 0
HARBORONE BANCORP INC COM 41165F101 3,930 209,772 SH   DFND 1 63,072 0 146,700
HARLEY DAVIDSON INC COM 412822108 6,133 171,169 SH   DFND 1 149,527 0 21,642
HARRIS CORP DEL COM 413875105 2,060 10,890 SH   DFND 1 10,890 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 17,041 305,819 SH   DFND 1 251,920 0 53,899
HAYNES INTERNATIONAL INC COM NEW 420877201 6,864 215,755 SH   DFND 1 122,839 0 92,916
HEARTLAND FINL USA INC COM 42234Q102 2,416 53,991 SH   DFND 1 48,391 0 5,600
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 4,315 499,988 SH   DFND 1 451,688 0 48,300
HELMERICH & PAYNE INC COM 423452101 4,703 92,893 SH   DFND 1 76,762 0 16,131
HERITAGE INS HLDGS INC COM 42727J102 8,038 521,590 SH   DFND 1 301,805 0 219,785
HERON THERAPEUTICS INC COM 427746102 418 22,445 SH   DFND 1 18,765 0 3,680
HESS CORP COM 42809H107 17,160 269,932 SH   DFND 1 222,243 0 47,689
HEWLETT PACKARD ENTERPRISE C COM 42824C109 17,248 1,153,651 SH   DFND 1 951,072 0 202,579
HEXCEL CORP NEW COM 428291108 1,092 13,495 SH   DFND 1 13,495 0 0
HIBBETT SPORTS INC COM 428567101 157 8,617 SH   DFND 1 2,517 0 6,100
HILLTOP HOLDINGS INC COM 432748101 2,087 98,114 SH   DFND 1 87,914 0 10,200
HILTON GRAND VACATIONS INC COM 43283X105 7,600 238,830 SH   DFND 1 208,530 0 30,300
HOLLYFRONTIER CORP COM 436106108 5 96 SH   DFND 1 96 0 0
HOME BANCSHARES INC COM 436893200 3,408 176,935 SH   DFND 1 158,535 0 18,400
HOMESTREET INC COM 43785V102 7,062 238,246 SH   DFND 1 129,791 0 108,455
HOMETRUST BANCSHARES INC COM 437872104 177 7,040 SH   DFND 1 2,040 0 5,000
HOPE BANCORP INC COM 43940T109 9,052 656,857 SH   DFND 1 580,787 0 76,070
HORACE MANN EDUCATORS CORP N COM 440327104 5,447 135,185 SH   DFND 1 122,585 0 12,600
HORIZON BANCORP INC COM 440407104 1,448 88,578 SH   DFND 1 79,278 0 9,300
HOWARD HUGHES CORP COM 44267D107 1,381 11,148 SH   DFND 1 9,145 0 2,003
HUBBELL INC COM 443510607 6,130 47,006 SH   DFND 1 38,691 0 8,315
WHIRLPOOL CORP COM 963320106 7,780 54,649 SH   DFND 1 45,131 0 9,518
WIDEOPENWEST INC COM 96758W101 185 25,469 SH   DFND 1 7,469 0 18,000
WILLIAMS SONOMA INC COM 969904101 16,202 249,249 SH   DFND 1 249,249 0 0
WINNEBAGO INDS INC COM 974637100 6,277 162,388 SH   DFND 1 92,488 0 69,900
WINTRUST FINL CORP COM 97650W108 5,904 80,696 SH   DFND 1 80,696 0 0
WORLD FUEL SVCS CORP COM 981475106 8,159 226,883 SH   DFND 1 204,983 0 21,900
WORTHINGTON INDS INC COM 981811102 8,041 199,706 SH   DFND 1 180,406 0 19,300
WYNDHAM DESTINATIONS INC COM 98310W108 8,886 202,409 SH   DFND 1 202,409 0 0
XEROX CORP COM NEW 984121608 5,095 143,879 SH   DFND 1 119,035 0 24,844
ZIMMER BIOMET HLDGS INC COM 98956P102 50,082 425,356 SH   DFND 1 337,994 0 87,362
ZIONS BANCORPORATION N A COM 989701107 9,826 213,691 SH   DFND 1 183,836 0 29,855
ZYNEX INC COM 98986M103 347 38,500 SH   DFND 1 4,059 0 34,441
AIRCASTLE LTD COM G0129K104 5,566 261,790 SH   DFND 1 233,590 0 28,200
ARCH CAP GROUP LTD ORD G0450A105 12,141 327,402 SH   DFND 1 269,745 0 57,657
ARGO GROUP INTL HLDGS LTD COM G0464B107 8,284 111,868 SH   DFND 1 101,456 0 10,412
ASSURED GUARANTY LTD COM G0585R106 12,769 303,433 SH   DFND 1 303,433 0 0
ATHENE HLDG LTD CL A G0684D107 5,896 136,914 SH   DFND 1 112,869 0 24,045
AXIS CAPITAL HOLDINGS LTD SHS G0692U109 14,310 239,889 SH   DFND 1 239,889 0 0
BRIGHTSPHERE INVESTMNT GRP P SHS G1644T109 854 74,823 SH   DFND 1 74,823 0 0
BUNGE LIMITED COM G16962105 18 309 SH   DFND 1 309 0 0
CONSOLIDATED WATER CO INC ORD G23773107 106 7,415 SH   DFND 1 2,115 0 5,300
EATON CORP PLC SHS G29183103 31,398 377,007 SH   DFND 1 310,383 0 66,624
ENSTAR GROUP LIMITED SHS G3075P101 4,550 26,102 SH   DFND 1 26,102 0 0
ESSENT GROUP LTD COM G3198U102 11,976 254,861 SH   DFND 1 254,861 0 0
EVEREST RE GROUP LTD COM G3223R108 8,666 35,059 SH   DFND 1 28,948 0 6,111
GEOPARK LTD USD SHS G38327105 2,494 134,500 SH   DFND 1 39,600 0 94,900
GLOBAL INDTY LTD CAYMAN USD CL A SHS G3933F105 91 2,917 SH   DFND 1 867 0 2,050
GREENLIGHT CAPITAL RE LTD CLASS A G4095J109 5,014 590,460 SH   DFND 1 343,170 0 247,290
HELEN OF TROY CORP LTD COM G4388N106 422 3,229 SH   DFND 1 3,229 0 0
HORIZON THERAPEUTICS PUB LTD SHS G46188101 2,653 110,283 SH   DFND 1 110,283 0 0
ICHOR HOLDINGS SHS G4740B105 250 10,559 SH   DFND 1 3,059 0 7,500
INGERSOLL-RAND PLC SHS G47791101 14 108 SH   DFND 1 108 0 0
INVESCO LTD SHS G491BT108 9 409 SH   DFND 1 409 0 0
JAZZ PHARMACEUTICALS PLC SHS USD G50871105 55,971 392,608 SH   DFND 1 313,542 0 79,066
JOHNSON CTLS INTL PLC SHS G51502105 23,102 559,232 SH   DFND 1 460,249 0 98,983
LAZARD LTD SHS A G54050102 1,750 50,869 SH   DFND 1 42,399 0 8,470
MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 94,081 3,941,369 SH   DFND 1 3,142,469 0 798,900
MEDTRONIC PLC SHS G5960L103 55,379 568,627 SH   DFND 1 451,827 0 116,800
APTIV PLC SHS G6095L109 17,899 221,430 SH   DFND 1 182,457 0 38,973
NIELSEN HLDGS PLC SHS EUR G6518L108 6,483 286,845 SH   DFND 1 236,051 0 50,794
NORWEGIAN CRUISE LINE HLDG L SHS G66721104 45,197 842,753 SH   DFND 1 683,113 0 159,640
PENTAIR PLC SHS G7S00T104 6,938 186,495 SH   DFND 1 160,447 0 26,048
SENSATA TECHNOLOGIES HLDNG P SHS G8060N102 7,307 149,117 SH   DFND 1 149,117 0 0
TRITON INTL LTD CL A G9078F107 8,844 269,944 SH   DFND 1 243,644 0 26,300
WHITE MTNS INS GROUP LTD COM G9618E107 14,408 14,105 SH   DFND 1 13,305 0 800
CHUBB LIMITED COM H1467J104 58,495 397,138 SH   DFND 1 326,708 0 70,430
UBS GROUP AG SHS H42097107 18 1,520 SH   DFND 1 1,520 0 0
TE CONNECTIVITY LTD REG SHS H84989104 8 83 SH   DFND 1 83 0 0
AERCAP HOLDINGS NV SHS N00985106 71,649 1,377,593 SH   DFND 1 1,096,761 0 280,832
CNH INDL N V SHS N20944109 5 456 SH   DFND 1 456 0 0
FRANKS INTL N V COM N33462107 8,121 1,487,240 SH   DFND 1 906,076 0 581,164
LYONDELLBASELL INDUSTRIES N SHS - A - N53745100 32,684 379,464 SH   DFND 1 311,838 0 67,626
MYLAN N V SHS EURO N59465109 28,726 1,508,680 SH   DFND 1 1,213,895 0 294,785
NXP SEMICONDUCTORS N V COM N6596X109 10 100 SH   DFND 1 100 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 22,205 183,187 SH   DFND 1 150,827 0 32,360
HUNT J B TRANS SVCS INC COM 445658107 7,641 83,590 SH   DFND 1 68,863 0 14,727
HUNTINGTON BANCSHARES INC COM 446150104 12,702 919,059 SH   DFND 1 756,962 0 162,097
HUNTINGTON INGALLS INDS INC COM 446413106 9,083 40,414 SH   DFND 1 34,103 0 6,311
HUNTSMAN CORP COM 447011107 42,448 2,076,680 SH   DFND 1 1,670,496 0 406,184
HURCO COMPANIES INC COM 447324104 110 3,083 SH   DFND 1 883 0 2,200
HYATT HOTELS CORP COM CL A 448579102 2,362 31,018 SH   DFND 1 25,608 0 5,410
HYSTER YALE MATLS HANDLING I CL A 449172105 3,232 58,476 SH   DFND 1 34,746 0 23,730
IPG PHOTONICS CORP COM 44980X109 68,072 441,309 SH   DFND 1 349,097 0 92,212
IBERIABANK CORP COM 450828108 10,582 139,505 SH   DFND 1 139,505 0 0
ILLINOIS TOOL WKS INC COM 452308109 15,631 103,642 SH   DFND 1 103,642 0 0
IMPERIAL OIL LTD COM NEW 453038408 10 353 SH   DFND 1 353 0 0
INDEPENDENT BANK CORP MICH COM NEW 453838609 102 4,637 SH   DFND 1 1,337 0 3,300
INGLES MKTS INC CL A 457030104 207 6,642 SH   DFND 1 1,942 0 4,700
INGREDION INC COM 457187102 49,646 601,842 SH   DFND 1 478,579 0 123,263
INSIGHT ENTERPRISES INC COM 45765U103 6,972 119,786 SH   DFND 1 108,186 0 11,600
INNOVIVA INC COM 45781M101 5,073 348,377 SH   DFND 1 310,077 0 38,300
INTEL CORP COM 458140100 217,349 4,540,398 SH   DFND 1 3,832,679 0 707,719
INTERNATIONAL BANCSHARES COR COM 459044103 7,185 190,515 SH   DFND 1 176,715 0 13,800
INTERNATIONAL BUSINESS MACHS COM 459200101 120,870 876,501 SH   DFND 1 736,340 0 140,161
INTL PAPER CO COM 460146103 17,086 394,403 SH   DFND 1 334,391 0 60,012
INTERPUBLIC GROUP COS INC COM 460690100 7,421 328,499 SH   DFND 1 270,392 0 58,107
INTL FCSTONE INC COM 46116V105 2,473 62,457 SH   DFND 1 56,657 0 5,800
INTRA CELLULAR THERAPIES INC COM 46116X101 920 70,869 SH   DFND 1 38,489 0 32,380
INTREPID POTASH INC COM 46121Y102 220 65,293 SH   DFND 1 18,893 0 46,400
INVESTORS BANCORP INC NEW COM 46146L101 7,364 660,431 SH   DFND 1 629,831 0 30,600
ISHARES TR MSCI EMG MKT ETF 464287234 4,291 100,000 SH   DFND 1 0 0 100,000
ISHARES TR RUS 1000 VAL ETF 464287598 37,934 298,170 SH   DFND 1 137,572 0 160,598
ISHARES TR RUS 2000 VAL ETF 464287630 2,828 23,463 SH   DFND 1 18,593 0 4,870
ISHARES TR MICRO-CAP ETF 464288869 2,023 21,700 SH   DFND 1 0 0 21,700
J ALEXANDERS HLDGS INC COM 46609J106 75 6,627 SH   DFND 1 1,927 0 4,700
JPMORGAN CHASE & CO COM 46625H100 477,756 4,273,306 SH   DFND 1 3,490,148 0 783,158
JABIL INC COM 466313103 14,680 464,532 SH   DFND 1 464,532 0 0
JEFFERIES FINL GROUP INC COM 47233W109 5,310 276,090 SH   DFND 1 222,190 0 53,900
JETBLUE AWYS CORP COM 477143101 14,311 773,977 SH   DFND 1 728,393 0 45,584
JOHNSON & JOHNSON COM 478160104 367,809 2,640,783 SH   DFND 1 2,156,685 0 484,098
JONES LANG LASALLE INC COM 48020Q107 5,461 38,811 SH   DFND 1 31,999 0 6,812
JUNIPER NETWORKS INC COM 48203R104 7,875 295,718 SH   DFND 1 243,621 0 52,097
KLA-TENCOR CORP COM 482480100 45 375 SH   DFND 1 375 0 0
KKR & CO INC CL A 48251W104 47,856 1,893,752 SH   DFND 1 1,514,856 0 378,896
KT CORP SPONSORED ADR 48268K101 618 49,900 SH   DFND 1 49,900 0 0
KANSAS CITY SOUTHERN COM NEW 485170302 8,696 71,381 SH   DFND 1 58,758 0 12,623
KB HOME COM 48666K109 5,898 229,220 SH   DFND 1 200,120 0 29,100
KEARNY FINL CORP MD COM 48716P108 3,959 297,824 SH   DFND 1 271,698 0 26,126
KELLOGG CO COM 487836108 14,640 273,286 SH   DFND 1 224,897 0 48,389
KELLY SVCS INC CL A 488152208 2,873 109,696 SH   DFND 1 97,296 0 12,400
KEMET CORP COM NEW 488360207 2,870 152,562 SH   DFND 1 133,162 0 19,400
KENNAMETAL INC COM 489170100 8,864 239,630 SH   DFND 1 222,530 0 17,100
KEY TRONIC CORP COM 493144109 27 5,392 SH   DFND 1 1,592 0 3,800
KEYCORP NEW COM 493267108 16,152 909,917 SH   DFND 1 749,524 0 160,393
KIMBALL ELECTRONICS INC COM 49428J109 195 11,982 SH   DFND 1 3,482 0 8,500
KINDER MORGAN INC DEL COM 49456B101 32,313 1,547,546 SH   DFND 1 1,275,340 0 272,206
KIRBY CORP COM 497266106 5 59 SH   DFND 1 59 0 0
KNOLL INC COM NEW 498904200 3,832 166,741 SH   DFND 1 150,641 0 16,100
KNIGHT SWIFT TRANSN HLDGS IN CL A 499049104 13,262 403,836 SH   DFND 1 377,588 0 26,248
KOHLS CORP COM 500255104 7 135 SH   DFND 1 135 0 0
KOPPERS HOLDINGS INC COM 50060P106 286 9,724 SH   DFND 1 2,824 0 6,900
KROGER CO COM 501044101 20,439 941,454 SH   DFND 1 828,848 0 112,606
L BRANDS INC COM 501797104 6,213 238,018 SH   DFND 1 196,240 0 41,778
LGI HOMES INC COM 50187T106 4,155 58,168 SH   DFND 1 51,868 0 6,300
LPL FINL HLDGS INC COM 50212V100 7,104 87,087 SH   DFND 1 75,265 0 11,822
LABORATORY CORP AMER HLDGS COM NEW 50540R409 15,189 87,845 SH   DFND 1 72,315 0 15,530
LAKELAND BANCORP INC COM 511637100 155 9,590 SH   DFND 1 2,835 0 6,755
LAKELAND INDS INC COM 511795106 45 3,934 SH   DFND 1 1,134 0 2,800
LAM RESEARCH CORP COM 512807108 26,023 138,537 SH   DFND 1 117,097 0 21,440
LANDEC CORP COM 514766104 113 11,995 SH   DFND 1 3,495 0 8,500
LANDSTAR SYS INC COM 515098101 228 2,107 SH   DFND 1 2,107 0 0
LAS VEGAS SANDS CORP COM 517834107 11,859 200,679 SH   DFND 1 165,214 0 35,465
LEAR CORP COM NEW 521865204 7,484 53,734 SH   DFND 1 44,316 0 9,418
LEE ENTERPRISES INC COM 523768109 61 27,196 SH   DFND 1 7,896 0 19,300
LEGGETT & PLATT INC COM 524660107 4,005 104,363 SH   DFND 1 85,828 0 18,535
LEIDOS HLDGS INC COM 525327102 9,895 123,917 SH   DFND 1 102,077 0 21,840
LENNAR CORP CL A 526057104 11,906 245,677 SH   DFND 1 202,497 0 43,180
LIBERTY BROADBAND CORP COM SER A 530307107 3 26 SH   DFND 1 26 0 0
LIBERTY BROADBAND CORP COM SER C 530307305 16 150 SH   DFND 1 150 0 0
LIBERTY OILFIELD SVCS INC COM CL A 53115L104 2,061 127,327 SH   DFND 1 109,027 0 18,300
LIBERTY MEDIA CORP DELAWARE COM A SIRIUSXM 531229409 5 111 SH   DFND 1 111 0 0
LIBERTY MEDIA CORP DELAWARE COM C SIRIUSXM 531229607 9 211 SH   DFND 1 211 0 0
LIBERTY MEDIA CORP DELAWARE COM SER C FRMLA 531229854 8 199 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 53 472 SH   DFND 1 472 0 0
LINCOLN ELEC HLDGS INC COM 533900106 824 10,003 SH   DFND 1 10,003 0 0
LINCOLN NATL CORP IND COM 534187109 13,717 212,821 SH   DFND 1 179,860 0 32,961
LITHIA MTRS INC CL A 536797103 6,847 57,644 SH   DFND 1 51,444 0 6,200
LOCKHEED MARTIN CORP COM 539830109 81,902 225,289 SH   DFND 1 185,316 0 39,973
LOEWS CORP COM 540424108 15,366 281,067 SH   DFND 1 231,476 0 49,591
LOUISIANA PAC CORP COM 546347105 11,872 452,775 SH   DFND 1 411,575 0 41,200
LOWES COS INC COM 548661107 46 447 SH   DFND 1 447 0 0
LULULEMON ATHLETICA INC COM 550021109 11 58 SH   DFND 1 58 0 0
LUTHER BURBANK CORP COM 550550107 5,057 464,343 SH   DFND 1 279,430 0 184,913
LYON WILLIAM HOMES CL A NEW 552074700 283 15,512 SH   DFND 1 4,512 0 11,000
M & T BK CORP COM 55261F104 26,573 156,243 SH   DFND 1 133,701 0 22,542
MBIA INC COM 55262C100 2,542 272,952 SH   DFND 1 245,052 0 27,900
M D C HLDGS INC COM 552676108 6,839 208,616 SH   DFND 1 187,049 0 21,567
MGIC INVT CORP WIS COM 552848103 11,736 893,129 SH   DFND 1 893,129 0 0
M/I HOMES INC COM 55305B101 2,071 72,535 SH   DFND 1 63,335 0 9,200
MSG NETWORK INC CL A 553573106 4,318 208,188 SH   DFND 1 186,988 0 21,200
MTS SYS CORP COM 553777103 6,876 117,476 SH   DFND 1 70,170 0 47,306
MAGNA INTL INC COM 559222401 75,327 1,515,634 SH   DFND 1 1,211,807 0 303,827
MANPOWERGROUP INC COM 56418H100 18,606 192,601 SH   DFND 1 183,485 0 9,116
MARATHON OIL CORP COM 565849106 32 2,188 SH   DFND 1 2,188 0 0
MARINEMAX INC COM 567908108 207 12,555 SH   DFND 1 3,655 0 8,900
MARKEL CORP COM 570535104 13,179 12,095 SH   DFND 1 9,861 0 2,234
MARLIN BUSINESS SVCS CORP COM 571157106 99 3,943 SH   DFND 1 1,143 0 2,800
MARRIOTT INTL INC NEW CL A 571903202 11,022 78,564 SH   DFND 1 78,564 0 0
MASCO CORP COM 574599106 9,885 251,898 SH   DFND 1 207,516 0 44,382
MASTEC INC COM 576323109 4 71 SH   DFND 1 71 0 0
MASTERCARD INC CL A 57636Q104 120 450 SH   DFND 1 450 0 0
MAXIM INTEGRATED PRODS INC COM 57772K101 1,426 23,828 SH   DFND 1 23,828 0 0
MCKESSON CORP COM 58155Q103 21,627 160,924 SH   DFND 1 132,671 0 28,253
MERCANTILE BANK CORP COM 587376104 126 3,862 SH   DFND 1 1,162 0 2,700
MERCK & CO INC COM 58933Y105 172,407 2,056,134 SH   DFND 1 1,691,957 0 364,177
MERIDIAN CORPORATION COM 58958P104 592 35,000 SH   DFND 1 35,000 0 0
MERIDIAN BANCORP INC MD COM 58958U103 1,724 96,331 SH   DFND 1 87,931 0 8,400
MERITAGE HOMES CORP COM 59001A102 6,923 134,844 SH   DFND 1 121,844 0 13,000
MERITOR INC COM 59001K100 5,180 213,604 SH   DFND 1 190,504 0 23,100
METHANEX CORP COM 59151K108 3 59 SH   DFND 1 59 0 0
METLIFE INC COM 59156R108 44,688 899,680 SH   DFND 1 740,485 0 159,195
METTLER TOLEDO INTERNATIONAL COM 592688105 7 8 SH   DFND 1 8 0 0
MICRON TECHNOLOGY INC COM 595112103 63,484 1,645,089 SH   DFND 1 1,308,000 0 337,089
MIDLAND STS BANCORP INC ILL COM 597742105 234 8,735 SH   DFND 1 2,535 0 6,200
MIDWESTONE FINL GROUP INC NE COM 598511103 110 3,932 SH   DFND 1 1,132 0 2,800
MILLER INDS INC TENN COM NEW 600551204 181 5,876 SH   DFND 1 1,676 0 4,200
MINERALS TECHNOLOGIES INC COM 603158106 5,667 105,898 SH   DFND 1 96,998 0 8,900
MODINE MFG CO COM 607828100 342 23,844 SH   DFND 1 6,944 0 16,900
MOHAWK INDS INC COM 608190104 93,618 634,823 SH   DFND 1 506,352 0 128,471
MOLINA HEALTHCARE INC COM 60855R100 3 17 SH   DFND 1 17 0 0
MOLSON COORS BREWING CO CL B 60871R209 113,776 2,031,701 SH   DFND 1 1,655,861 0 375,840
MONDELEZ INTL INC CL A 609207105 26 468 SH   DFND 1 468 0 0
MORGAN STANLEY COM NEW 617446448 67,787 1,547,295 SH   DFND 1 1,273,586 0 273,709
MOSAIC CO NEW COM 61945C103 2 55 SH   DFND 1 55 0 0
MURPHY OIL CORP COM 626717102 15,388 624,241 SH   DFND 1 603,203 0 21,038
NCR CORP NEW COM 62886E108 9,456 304,030 SH   DFND 1 271,130 0 32,900
NVR INC COM 62944T105 10,165 3,016 SH   DFND 1 2,485 0 531
NACCO INDS INC CL A 629579103 131 2,521 SH   DFND 1 721 0 1,800
NASDAQ INC COM 631103108 10,669 110,930 SH   DFND 1 91,193 0 19,737
NATIONAL BK HLDGS CORP CL A 633707104 2,210 60,871 SH   DFND 1 55,271 0 5,600
NATURAL GAS SERVICES GROUP COM 63886Q109 3,288 199,247 SH   DFND 1 97,880 0 101,367
NAVISTAR INTL CORP NEW COM 63934E108 9,017 261,740 SH   DFND 1 228,640 0 33,100
NAVIGANT CONSULTING INC COM 63935N107 2,110 90,979 SH   DFND 1 82,479 0 8,500
NAVIENT CORPORATION COM 63938C108 11,235 823,044 SH   DFND 1 755,144 0 67,900
NELNET INC CL A 64031N108 5,154 87,015 SH   DFND 1 79,215 0 7,800
NEOS THERAPEUTICS INC COM 64052L106 123 95,200 SH   DFND 1 27,900 0 67,300
NETAPP INC COM 64110D104 15,038 243,727 SH   DFND 1 210,265 0 33,462
NETWORK 1 TECHNOLOGIES INC COM 64121N109 29 11,273 SH   DFND 1 3,273 0 8,000
NEW YORK CMNTY BANCORP INC COM 649445103 3,415 342,112 SH   DFND 1 293,523 0 48,589
NEWMARKET CORP COM 651587107 765 1,908 SH   DFND 1 1,908 0 0
NEWMONT GOLDCORP CORPORATION COM 651639106 104,440 2,714,841 SH   DFND 1 2,161,941 0 552,900
NEWPARK RES INC COM PAR $.01NEW 651718504 5,817 783,874 SH   DFND 1 356,294 0 427,580
NEWS CORP NEW CL A 65249B109 6 404 SH   DFND 1 404 0 0
NEXSTAR MEDIA GROUP INC CL A 65336K103 13,217 130,856 SH   DFND 1 130,856 0 0
NEXTERA ENERGY INC COM 65339F101 4,586 22,383 SH   DFND 1 22,383 0 0
NIKE INC CL B 654106103 56 662 SH   DFND 1 662 0 0
NORDSTROM INC COM 655664100 1,048 32,875 SH   DFND 1 32,875 0 0
NORFOLK SOUTHERN CORP COM 655844108 3,477 17,439 SH   DFND 1 17,439 0 0
NORTHEAST BK LEWISTON ME COM 66405S100 51 1,835 SH   DFND 1 535 0 1,300
NORTHERN TR CORP COM 665859104 16,833 187,032 SH   DFND 1 154,070 0 32,962
NORTHFIELD BANCORP INC DEL COM 66611T108 2,818 180,490 SH   DFND 1 135,590 0 44,900
NORTHRIM BANCORP INC COM 666762109 79 2,191 SH   DFND 1 655 0 1,536
NORTHROP GRUMMAN CORP COM 666807102 47,089 145,736 SH   DFND 1 120,088 0 25,648
NORTHWEST BANCSHARES INC MD COM 667340103 5,404 306,832 SH   DFND 1 281,932 0 24,900
NORTHWEST PIPE CO COM 667746101 2,161 83,822 SH   DFND 1 24,622 0 59,200
NOW INC COM 67011P100 4,839 327,788 SH   DFND 1 297,688 0 30,100
NUCOR CORP COM 670346105 20,245 367,408 SH   DFND 1 319,319 0 48,089
NVIDIA CORP COM 67066G104 106,335 647,476 SH   DFND 1 516,441 0 131,035
NUTRIEN LTD COM 67077M108 14 270 SH   DFND 1 270 0 0
OGE ENERGY CORP COM 670837103 5,774 135,653 SH   DFND 1 111,910 0 23,743
O REILLY AUTOMOTIVE INC NEW COM 67103H107 5,493 14,871 SH   DFND 1 14,871 0 0
OFG BANCORP COM 67103X102 2,136 89,861 SH   DFND 1 78,261 0 11,600
OCCIDENTAL PETE CORP COM 674599105 7,618 151,501 SH   DFND 1 151,501 0 0
OCEANEERING INTL INC COM 675232102 3,476 170,456 SH   DFND 1 142,514 0 27,942
OCEANFIRST FINL CORP COM 675234108 3,972 159,836 SH   DFND 1 144,936 0 14,900
OIL STS INTL INC COM 678026105 1,702 92,984 SH   DFND 1 78,068 0 14,916
OLD NATL BANCORP IND COM 680033107 6,772 408,160 SH   DFND 1 368,260 0 39,900
OLD REP INTL CORP COM 680223104 16 675 SH   DFND 1 675 0 0
OLD SECOND BANCORP INC ILL COM 680277100 141 10,982 SH   DFND 1 3,182 0 7,800
OLIN CORP COM PAR $1 680665205 3 128 SH   DFND 1 128 0 0
OLYMPIC STEEL INC COM 68162K106 2,773 203,080 SH   DFND 1 45,680 0 157,400
OMNICOM GROUP INC COM 681919106 22,097 269,632 SH   DFND 1 236,270 0 33,362
ON SEMICONDUCTOR CORP COM 682189105 7,158 354,134 SH   DFND 1 291,718 0 62,416
ONEMAIN HLDGS INC COM 68268W103 13,182 389,856 SH   DFND 1 389,856 0 0
OPPENHEIMER HLDGS INC CL A NON VTG 683797104 157 5,755 SH   DFND 1 1,655 0 4,100
ORACLE CORP COM 68389X105 211,827 3,718,214 SH   DFND 1 3,133,525 0 584,689
ORITANI FINL CORP DEL COM 68633D103 1,781 100,367 SH   DFND 1 90,067 0 10,300
OSHKOSH CORP COM 688239201 22,515 269,664 SH   DFND 1 259,144 0 10,520
OWENS CORNING NEW COM 690742101 14,418 247,731 SH   DFND 1 232,202 0 15,529
OWENS ILL INC COM NEW 690768403 7,053 408,381 SH   DFND 1 356,581 0 51,800
PDL CMNTY BANCORP COM 69290X101 1,132 79,200 SH   DFND 1 23,800 0 55,400
PCSB FINL CORP COM 69324R104 160 7,889 SH   DFND 1 2,289 0 5,600
PNC FINL SVCS GROUP INC COM 693475105 55,598 404,993 SH   DFND 1 333,260 0 71,733
PPG INDS INC COM 693506107 33,224 284,669 SH   DFND 1 246,900 0 37,769
PVH CORP COM 693656100 9 93 SH   DFND 1 93 0 0
PACCAR INC COM 693718108 21,631 301,854 SH   DFND 1 248,555 0 53,299
PACKAGING CORP AMER COM 695156109 7,770 81,507 SH   DFND 1 67,180 0 14,327
PACWEST BANCORP DEL COM 695263103 8 196 SH   DFND 1 196 0 0
PAPA JOHNS INTL INC COM 698813102 3,113 69,598 SH   DFND 1 58,108 0 11,490
PAR PACIFIC HOLDINGS INC COM NEW 69888T207 2,895 141,065 SH   DFND 1 124,865 0 16,200
PARK OHIO HLDGS CORP COM 700666100 188 5,766 SH   DFND 1 1,666 0 4,100
PARKE BANCORP INC COM 700885106 1,735 72,441 SH   DFND 1 25,141 0 47,300
PARKER HANNIFIN CORP COM 701094104 20,133 118,419 SH   DFND 1 98,983 0 19,436
PATRICK INDS INC COM 703343103 2,111 42,904 SH   DFND 1 37,704 0 5,200
PEAPACK-GLADSTONE FINL CORP COM 704699107 194 6,889 SH   DFND 1 1,989 0 4,900
PENNYMAC FINL SVCS INC COM 70932M107 1,872 84,373 SH   DFND 1 73,673 0 10,700
PENSKE AUTOMOTIVE GRP INC COM 70959W103 11,711 247,579 SH   DFND 1 247,579 0 0
PEOPLES BANCORP INC COM 709789101 232 7,189 SH   DFND 1 2,089 0 5,100
PEOPLES UTD FINL INC COM 712704105 5 239 SH   DFND 1 239 0 0
PFIZER INC COM 717081103 346,730 8,003,908 SH   DFND 1 6,542,729 0 1,461,179
PHILIP MORRIS INTL INC COM 718172109 104,912 1,335,936 SH   DFND 1 1,100,696 0 235,240
PHILLIPS 66 COM 718546104 38,773 414,497 SH   DFND 1 341,262 0 73,235
PHOTRONICS INC COM 719405102 259 31,574 SH   DFND 1 9,174 0 22,400
PINNACLE FINL PARTNERS INC COM 72346Q104 3,994 69,484 SH   DFND 1 69,484 0 0
PINNACLE WEST CAP CORP COM 723484101 8,554 90,907 SH   DFND 1 75,075 0 15,832
PIPER JAFFRAY COS COM 724078100 3,364 45,291 SH   DFND 1 41,591 0 3,700
POLARIS INDS INC COM 731068102 5,715 62,633 SH   DFND 1 53,315 0 9,318
POPULAR INC COM NEW 733174700 21,997 405,543 SH   DFND 1 373,460 0 32,083
PORTLAND GEN ELEC CO COM NEW 736508847 13 225 SH   DFND 1 225 0 0
POWELL INDS INC COM 739128106 8,932 235,037 SH   DFND 1 132,065 0 102,972
PREFERRED BK LOS ANGELES CA COM NEW 740367404 1,193 25,230 SH   DFND 1 21,330 0 3,900
PRESTIGE CONSMR HEALTHCARE I COM 74112D101 5,065 159,865 SH   DFND 1 138,465 0 21,400
PRICE T ROWE GROUP INC COM 74144T108 22,259 202,889 SH   DFND 1 167,122 0 35,767
PRINCIPAL FINL GROUP INC COM 74251V102 13,889 239,790 SH   DFND 1 197,712 0 42,078
PROCTER AND GAMBLE CO COM 742718109 6,509 59,353 SH   DFND 1 59,353 0 0
PROGRESSIVE CORP OHIO COM 743315103 32,718 409,321 SH   DFND 1 337,188 0 72,133
PROPETRO HLDG CORP COM 74347M108 6,022 290,905 SH   DFND 1 257,405 0 33,500
PROSPERITY BANCSHARES INC COM 743606105 15,779 238,887 SH   DFND 1 228,668 0 10,219
PROTECTIVE INS CORP CL B 74368L203 94 5,356 SH   DFND 1 1,556 0 3,800
PROVIDENT FINL HLDGS INC COM 743868101 62 2,941 SH   DFND 1 841 0 2,100
PROVIDENT FINL SVCS INC COM 74386T105 3,638 149,991 SH   DFND 1 139,191 0 10,800
PRUDENTIAL FINL INC COM 744320102 36,428 360,670 SH   DFND 1 296,752 0 63,918
PUBLIC SVC ENTERPRISE GRP IN COM 744573106 25,458 432,803 SH   DFND 1 356,361 0 76,442
PULTE GROUP INC COM 745867101 77,662 2,456,097 SH   DFND 1 1,953,207 0 502,890
QCR HOLDINGS INC COM 74727A104 197 5,642 SH   DFND 1 1,642 0 4,000
PZENA INVESTMENT MGMT INC CLASS A 74731Q103 3,959 460,833 SH   DFND 1 261,818 0 199,015
QORVO INC COM 74736K101 6,850 102,824 SH   DFND 1 84,789 0 18,035
PYXUS INTL INC COM 74737V106 51 3,350 SH   DFND 1 980 0 2,370
QUALCOMM INC COM 747525103 30 391 SH   DFND 1 391 0 0
QUANTA SVCS INC COM 74762E102 14,967 391,907 SH   DFND 1 370,367 0 21,540
QUEST DIAGNOSTICS INC COM 74834L100 11,748 115,386 SH   DFND 1 95,048 0 20,338
QUOTIENT TECHNOLOGY INC COM 749119103 7,461 694,692 SH   DFND 1 423,862 0 270,830
QURATE RETAIL INC COM SER A 74915M100 3 188 SH   DFND 1 188 0 0
REV GROUP INC COM 749527107 2,943 204,200 SH   DFND 1 61,800 0 142,400
RF INDS LTD COM PAR $0.01 749552105 31 3,648 SH   DFND 1 1,048 0 2,600
RPC INC COM 749660106 3,765 522,159 SH   DFND 1 436,393 0 85,766
RADIAN GROUP INC COM 750236101 13,304 582,220 SH   DFND 1 582,220 0 0
RAMBUS INC DEL COM 750917106 2,384 197,957 SH   DFND 1 173,957 0 24,000
RALPH LAUREN CORP CL A 751212101 5,082 44,736 SH   DFND 1 36,822 0 7,914
RAYMOND JAMES FINANCIAL INC COM 754730109 10,218 120,845 SH   DFND 1 99,606 0 21,239
RAYTHEON CO COM NEW 755111507 38,702 222,575 SH   DFND 1 183,102 0 39,473
RECRO PHARMA INC COM 75629F109 1,424 140,000 SH   DFND 1 41,500 0 98,500
RED ROBIN GOURMET BURGERS IN COM 75689M101 147 4,791 SH   DFND 1 1,391 0 3,400
REGAL BELOIT CORP COM 758750103 11,298 138,265 SH   DFND 1 122,565 0 15,700
REGIONAL MGMT CORP COM 75902K106 135 5,082 SH   DFND 1 1,482 0 3,600
REGIONS FINL CORP NEW COM 7591EP100 20,356 1,362,471 SH   DFND 1 1,190,957 0 171,514
REINSURANCE GRP OF AMERICA I COM NEW 759351604 8,848 56,707 SH   DFND 1 46,789 0 9,918
RELIANCE STEEL & ALUMINUM CO COM 759509102 25,273 267,097 SH   DFND 1 256,277 0 10,820
RENASANT CORP COM 75970E107 5,242 145,828 SH   DFND 1 132,926 0 12,902
REPUBLIC BANCORP KY CL A 760281204 4,810 96,674 SH   DFND 1 52,074 0 44,600
REPUBLIC SVCS INC COM 760759100 13 143 SH   DFND 1 143 0 0
REX AMERICAN RESOURCES CORP COM 761624105 216 2,954 SH   DFND 1 854 0 2,100
RIVERVIEW BANCORP INC COM 769397100 70 8,163 SH   DFND 1 2,363 0 5,800
ROBERT HALF INTL INC COM 770323103 7,225 126,729 SH   DFND 1 110,699 0 16,030
ROCKWELL AUTOMATION INC COM 773903109 2,743 16,738 SH   DFND 1 16,738 0 0
ROCKY BRANDS INC COM 774515100 93 3,394 SH   DFND 1 994 0 2,400
ROGERS CORP COM 775133101 4,968 28,783 SH   DFND 1 24,133 0 4,650
ROSS STORES INC COM 778296103 21 206 SH   DFND 1 206 0 0
ROYAL DUTCH SHELL PLC SPON ADR B 780259107 63,316 963,120 SH   DFND 1 776,620 0 186,500
RUSH ENTERPRISES INC CL A 781846209 2,709 74,153 SH   DFND 1 64,753 0 9,400
RYDER SYS INC COM 783549108 7,934 136,078 SH   DFND 1 121,378 0 14,700
RYERSON HLDG CORP COM 783754104 118 14,075 SH   DFND 1 4,075 0 10,000
S & T BANCORP INC COM 783859101 2,889 77,078 SH   DFND 1 69,778 0 7,300
SEI INVESTMENTS CO COM 784117103 6,916 123,267 SH   DFND 1 101,427 0 21,840
SLM CORP COM 78442P106 50,023 5,146,364 SH   DFND 1 4,335,448 0 810,916
SALLY BEAUTY HLDGS INC COM 79546E104 5,431 407,069 SH   DFND 1 366,769 0 40,300
SANDERSON FARMS INC COM 800013104 2,705 19,803 SH   DFND 1 16,513 0 3,290
SANMINA CORPORATION COM 801056102 6,977 230,411 SH   DFND 1 208,111 0 22,300
SANTANDER CONSUMER USA HDG I COM 80283M101 7,381 308,040 SH   DFND 1 253,739 0 54,301
SCANSOURCE INC COM 806037107 2,814 86,404 SH   DFND 1 78,104 0 8,300
HENRY SCHEIN INC COM 806407102 8,948 128,005 SH   DFND 1 105,463 0 22,542
SCHLUMBERGER LTD COM 806857108 138,995 3,497,599 SH   DFND 1 2,778,549 0 719,050
SCHNITZER STL INDS CL A 806882106 328 12,529 SH   DFND 1 3,629 0 8,900
SCHOLASTIC CORP COM 807066105 3,592 108,044 SH   DFND 1 96,795 0 11,249
THE CHARLES SCHWAB CORPORATI COM 808513105 43,286 1,077,018 SH   DFND 1 886,265 0 190,753
SCHWEITZER-MAUDUIT INTL INC COM 808541106 3,203 96,530 SH   DFND 1 85,630 0 10,900
SEABOARD CORP COM 811543107 5 1 SH   DFND 1 1 0 0
SEACOR HOLDINGS INC COM 811904101 2,316 48,737 SH   DFND 1 42,537 0 6,200
SEALED AIR CORP NEW COM 81211K100 5,720 133,704 SH   DFND 1 110,160 0 23,544
SELECT ENERGY SVCS INC CL A COM 81617J301 2,443 210,370 SH   DFND 1 183,670 0 26,700
SHARPS COMPLIANCE CORP COM 820017101 566 158,900 SH   DFND 1 158,900 0 0
SHORE BANCSHARES INC COM 825107105 77 4,667 SH   DFND 1 1,367 0 3,300
SIERRA BANCORP COM 82620P102 149 5,469 SH   DFND 1 1,602 0 3,867
SIGNATURE BK NEW YORK N Y COM 82669G104 4,691 38,814 SH   DFND 1 32,002 0 6,812
SIMMONS 1ST NATL CORP CL A $1 PAR 828730200 5,753 247,311 SH   DFND 1 223,211 0 24,100
SINCLAIR BROADCAST GROUP INC CL A 829226109 3 51 SH   DFND 1 51 0 0
SKYWEST INC COM 830879102 10,606 174,803 SH   DFND 1 156,403 0 18,400
SKYWORKS SOLUTIONS INC COM 83088M102 11,477 148,524 SH   DFND 1 122,376 0 26,148
SMUCKER J M CO COM NEW 832696405 11,308 98,168 SH   DFND 1 81,036 0 17,132
SNAP ON INC COM 833034101 9,986 60,283 SH   DFND 1 51,568 0 8,715
SOLARIS OILFIELD INFRSTR INC COM CL A 83418M103 916 61,146 SH   DFND 1 50,746 0 10,400
SONIC AUTOMOTIVE INC CL A 83545G102 1,908 81,676 SH   DFND 1 71,276 0 10,400
SONOCO PRODS CO COM 835495102 5,214 79,797 SH   DFND 1 65,770 0 14,027
SOUTH ST CORP COM 840441109 3,322 45,083 SH   DFND 1 36,183 0 8,900
SOUTHERN NATL BANCORP OF VA COM 843395104 136 8,872 SH   DFND 1 2,572 0 6,300
SOUTHWEST AIRLS CO COM 844741108 27,386 539,294 SH   DFND 1 450,429 0 88,865
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 10,825 133,028 SH   DFND 1 115,894 0 17,134
SPIRIT AIRLS INC COM 848577102 8,594 180,039 SH   DFND 1 157,139 0 22,900
SPOK HLDGS INC COM 84863T106 136 9,030 SH   DFND 1 2,630 0 6,400
SPORTSMANS WHSE HLDGS INC COM 84920Y106 2,822 746,478 SH   DFND 1 224,378 0 522,100
STANLEY BLACK & DECKER INC COM 854502101 18,796 129,976 SH   DFND 1 107,133 0 22,843
STEEL DYNAMICS INC COM 858119100 5 162 SH   DFND 1 162 0 0
STERICYCLE INC COM 858912108 8 157 SH   DFND 1 157 0 0
STERLING BANCORP DEL COM 85917A100 6,204 291,502 SH   DFND 1 291,502 0 0
STIFEL FINL CORP COM 860630102 12,418 210,255 SH   DFND 1 195,155 0 15,100
STITCH FIX INC COM CL A 860897107 4,284 133,913 SH   DFND 1 112,913 0 21,000
STRATTEC SEC CORP COM 863111100 41 1,698 SH   DFND 1 498 0 1,200
SUNTRUST BKS INC COM 867914103 25,215 401,192 SH   DFND 1 330,261 0 70,931
SYNALLOY CP DEL COM 871565107 67 4,250 SH   DFND 1 1,250 0 3,000
SYNNEX CORP COM 87162W100 10,949 111,268 SH   DFND 1 111,268 0 0
SYNCHRONY FINL COM 87165B103 27,562 794,954 SH   DFND 1 690,759 0 104,195
TCF FINL CORP COM 872275102 7,594 365,266 SH   DFND 1 348,774 0 16,492
TD AMERITRADE HLDG CORP COM 87236Y108 23,719 475,129 SH   DFND 1 391,372 0 83,757
TESSCO TECHNOLOGIES INC COM 872386107 38 2,108 SH   DFND 1 608 0 1,500
TJX COS INC NEW COM 872540109 37 682 SH   DFND 1 682 0 0
TRI POINTE GROUP INC COM 87265H109 4,479 374,143 SH   DFND 1 326,643 0 47,500
TARGET CORP COM 87612E106 56,784 655,623 SH   DFND 1 573,371 0 82,252
TAYLOR MORRISON HOME CORP COM 87724P106 5,921 282,449 SH   DFND 1 246,549 0 35,900
TEAM INC COM 878155100 5,544 361,817 SH   DFND 1 209,507 0 152,310
TECH DATA CORP COM 878237106 13,185 126,046 SH   DFND 1 113,846 0 12,200
TECK RESOURCES LTD CL B 878742204 7 308 SH   DFND 1 308 0 0
TEGNA INC COM 87901J105 11,051 729,414 SH   DFND 1 657,214 0 72,200
TEJON RANCH CO COM 879080109 195 11,695 SH   DFND 1 3,395 0 8,300
TELEPHONE & DATA SYS INC COM NEW 879433829 10,893 358,299 SH   DFND 1 322,599 0 35,700
TERADYNE INC COM 880770102 9,932 207,304 SH   DFND 1 177,751 0 29,553
TERRITORIAL BANCORP INC COM 88145X108 2,611 84,482 SH   DFND 1 25,077 0 59,405
TEXAS INSTRS INC COM 882508104 10,317 89,899 SH   DFND 1 89,899 0 0
TEXTRON INC COM 883203101 12,583 237,234 SH   DFND 1 207,679 0 29,555
THOR INDS INC COM 885160101 3,613 61,802 SH   DFND 1 52,602 0 9,200
3M CO COM 88579Y101 10,605 61,179 SH   DFND 1 61,179 0 0
TIMKEN CO COM 887389104 13,328 259,598 SH   DFND 1 234,498 0 25,100
TITAN MACHY INC COM 88830R101 8,283 402,477 SH   DFND 1 258,068 0 144,409
TOLL BROTHERS INC COM 889478103 16,139 440,703 SH   DFND 1 418,863 0 21,840
TORCHMARK CORP COM 891027104 21,430 239,543 SH   DFND 1 197,165 0 42,378
TRACTOR SUPPLY CO COM 892356106 8 67 SH   DFND 1 67 0 0
TRAVELERS COMPANIES INC COM 89417E109 77,593 518,943 SH   DFND 1 426,071 0 92,872
TRICO BANCSHARES COM 896095106 264 6,970 SH   DFND 1 1,970 0 5,000
TRINITY INDS INC COM 896522109 7,463 359,629 SH   DFND 1 359,629 0 0
TRIPLE-S MGMT CORP CL B 896749108 249 10,437 SH   DFND 1 3,037 0 7,400
TRISTATE CAP HLDGS INC COM 89678F100 1,428 66,910 SH   DFND 1 20,110 0 46,800
TRUEBLUE INC COM 89785X101 2,863 129,762 SH   DFND 1 115,062 0 14,700
TRUSTCO BK CORP N Y COM 898349105 227 28,546 SH   DFND 1 8,346 0 20,200
TRUSTMARK CORP COM 898402102 6,599 198,457 SH   DFND 1 181,957 0 16,500
TUTOR PERINI CORP COM 901109108 1,427 102,856 SH   DFND 1 89,556 0 13,300
TWO HBRS INVT CORP COM NEW 90187B408 31,637 2,496,976 SH   DFND 1 1,968,196 0 528,780
TYSON FOODS INC CL A 902494103 113,675 1,407,912 SH   DFND 1 1,127,749 0 280,163
UMB FINL CORP COM 902788108 5 65 SH   DFND 1 65 0 0
US BANCORP DEL COM NEW 902973304 74,019 1,412,570 SH   DFND 1 1,162,406 0 250,164
UBIQUITI NETWORKS INC COM 90347A100 1,745 13,267 SH   DFND 1 13,267 0 0
ULTA BEAUTY INC COM 90384S303 10 26 SH   DFND 1 26 0 0
ULTRALIFE CORP COM 903899102 60 7,450 SH   DFND 1 2,150 0 5,300
UMPQUA HLDGS CORP COM 904214103 9,462 570,343 SH   DFND 1 570,343 0 0
UNION PACIFIC CORP COM 907818108 12,016 71,049 SH   DFND 1 71,049 0 0
UNITED CMNTY FINL CORP OHIO COM 909839102 208 21,691 SH   DFND 1 6,291 0 15,400
UNITED BANKSHARES INC WEST V COM 909907107 8,324 224,413 SH   DFND 1 207,813 0 16,600
UNITED CONTL HLDGS INC COM 910047109 19,874 227,001 SH   DFND 1 187,127 0 39,874
UNITED FINL BANCORP INC NEW COM 910304104 2,118 149,332 SH   DFND 1 136,783 0 12,549
UNITED FIRE GROUP INC COM 910340108 2,788 57,516 SH   DFND 1 51,116 0 6,400
UNITED INS HLDGS CORP COM 910710102 199 13,892 SH   DFND 1 3,992 0 9,900
UNITED PARCEL SERVICE INC CL B 911312106 61,860 599,009 SH   DFND 1 493,512 0 105,497
UNITED RENTALS INC COM 911363109 8,360 63,032 SH   DFND 1 52,012 0 11,020
UNITED STATES CELLULAR CORP COM 911684108 3 53 SH   DFND 1 53 0 0
US FOODS HLDG CORP COM 912008109 2,864 80,071 SH   DFND 1 66,047 0 14,024
UNITED THERAPEUTICS CORP DEL COM 91307C102 9,927 127,167 SH   DFND 1 127,167 0 0
UNIVERSAL CORP VA COM 913456109 5,138 84,538 SH   DFND 1 76,238 0 8,300
UNIVERSAL STAINLESS & ALLOY COM 913837100 3,017 188,534 SH   DFND 1 36,134 0 152,400
UNIVERSAL HLTH SVCS INC CL B 913903100 18 134 SH   DFND 1 134 0 0
UNIVEST FINANCIAL CORPORATIO COM 915271100 285 10,847 SH   DFND 1 3,147 0 7,700
UNUM GROUP COM 91529Y106 6,121 182,432 SH   DFND 1 150,372 0 32,060
VOXX INTL CORP CL A 91829F104 43 10,137 SH   DFND 1 2,937 0 7,200
VAALCO ENERGY INC COM NEW 91851C201 25 14,656 SH   DFND 1 4,256 0 10,400
VALERO ENERGY CORP NEW COM 91913Y100 30 344 SH   DFND 1 344 0 0
VALLEY NATL BANCORP COM 919794107 10,076 934,657 SH   DFND 1 876,282 0 58,375
VECTRUS INC COM 92242T101 114 2,809 SH   DFND 1 809 0 2,000
VERA BRADLEY INC COM 92335C106 192 15,950 SH   DFND 1 4,650 0 11,300
VERIZON COMMUNICATIONS INC COM 92343V104 206,109 3,607,713 SH   DFND 1 2,982,342 0 625,371
VERITEX HLDGS INC COM 923451108 216 8,298 SH   DFND 1 2,398 0 5,900
VIACOM INC NEW CL B 92553P201 9,096 304,497 SH   DFND 1 251,097 0 53,400
VILLAGE SUPER MKT INC CL A NEW 927107409 127 4,778 SH   DFND 1 1,378 0 3,400
VISHAY INTERTECHNOLOGY INC COM 928298108 7,488 453,251 SH   DFND 1 404,751 0 48,500
VISTRA ENERGY CORP COM 92840M102 3 119 SH   DFND 1 119 0 0
VOYA FINL INC COM 929089100 8,323 150,489 SH   DFND 1 123,940 0 26,549
WABCO HLDGS INC COM 92927K102 4,866 36,696 SH   DFND 1 30,285 0 6,411
WEC ENERGY GROUP INC COM 92939U106 22,456 269,351 SH   DFND 1 221,662 0 47,689
WADDELL & REED FINL INC CL A 930059100 4,227 253,531 SH   DFND 1 233,031 0 20,500
WALGREENS BOOTS ALLIANCE INC COM 931427108 57,537 1,052,433 SH   DFND 1 924,997 0 127,436
WALKER & DUNLOP INC COM 93148P102 5,489 103,150 SH   DFND 1 93,550 0 9,600
WARRIOR MET COAL INC COM 93627C101 4,444 170,119 SH   DFND 1 152,919 0 17,200
WASHINGTON FED INC COM 938824109 9,914 283,823 SH   DFND 1 261,223 0 22,600
WASTE MGMT INC DEL COM 94106L109 16 137 SH   DFND 1 137 0 0
WATERS CORP COM 941848103 6 24 SH   DFND 1 24 0 0
WATERSTONE FINL INC MD COM 94188P101 176 10,289 SH   DFND 1 2,989 0 7,300
WAYFAIR INC CL A 94419L101 6 35 SH   DFND 1 35 0 0
WEBSTER FINL CORP CONN COM 947890109 3,763 78,769 SH   DFND 1 64,844 0 13,925
WEIS MKTS INC COM 948849104 3,271 89,817 SH   DFND 1 80,817 0 9,000
WELLS FARGO CO NEW COM 949746101 218,545 4,618,432 SH   DFND 1 3,878,252 0 740,180
WESBANCO INC COM 950810101 5,171 134,126 SH   DFND 1 119,826 0 14,300
WESCO INTL INC COM 95082P105 7,367 145,442 SH   DFND 1 130,442 0 15,000
WEST BANCORPORATION INC CAP STK 95123P106 120 5,615 SH   DFND 1 1,615 0 4,000
WESTERN ALLIANCE BANCORP COM 957638109 8 168 SH   DFND 1 168 0 0
WESTERN NEW ENG BANCORP INC COM 958892101 2,679 286,740 SH   DFND 1 84,440 0 202,300
WESTERN UN CO COM 959802109 7,845 394,403 SH   DFND 1 324,876 0 69,527
WESTLAKE CHEM CORP COM 960413102 9 120 SH   DFND 1 120 0 0